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
AFLAC INC COM 001055102 9,312 177,990 SH   SOLE   177,990 0 0
AGCO CORP COM 001084102 1,393 18,400 SH   SOLE   18,400 0 0
AGNC INVT CORP COM 00123Q104 371,390 23,082,030 SH   SOLE   23,082,030 0 0
AES CORP COM 00130H105 2,608 159,605 SH   SOLE   159,605 0 0
AMC NETWORKS INC CL A 00164V103 632 12,850 SH   SOLE   12,850 0 0
ASGN INC COM 00191U102 962 15,300 SH   SOLE   15,300 0 0
ATT INC COM 00206R102 68,908 1,821,032 SH   SOLE   1,821,032 0 0
AARONS INC COM PAR 050 002535300 1,259 19,600 SH   SOLE   19,600 0 0
ABBOTT LABS COM 002824100 35,555 424,943 SH   SOLE   424,943 0 0
ABBVIE INC COM 00287Y109 54,375 718,103 SH   SOLE   718,103 0 0
ABIOMED INC COM 003654100 1,939 10,900 SH   SOLE   10,900 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 799 25,700 SH   SOLE   25,700 0 0
ACI WORLDWIDE INC COM 004498101 1,060 33,850 SH   SOLE   33,850 0 0
ACTIVISION BLIZZARD INC COM 00507V109 9,761 184,444 SH   SOLE   184,444 0 0
ACUITY BRANDS INC COM 00508Y102 1,564 11,600 SH   SOLE   11,600 0 0
ADOBE INC COM 00724F101 56,640 205,033 SH   SOLE   205,033 0 0
ADTALEM GLOBAL ED INC COM 00737L103 606 15,900 SH   SOLE   15,900 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,840 17,168 SH   SOLE   17,168 0 0
AECOM COM 00766T100 1,720 45,800 SH   SOLE   45,800 0 0
ADVANCED MICRO DEVICES INC COM 007903107 22,931 791,000 SH   SOLE   791,000 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 1,013 12,156 SH   SOLE   12,156 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,699 74,369 SH   SOLE   74,369 0 0
AIR PRODS CHEMS INC COM 009158106 38,382 173,002 SH   SOLE   173,002 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,621 39,623 SH   SOLE   39,623 0 0
ALASKA AIR GROUP INC COM 011659109 1,921 29,596 SH   SOLE   29,596 0 0
ALBEMARLE CORP COM 012653101 1,769 25,440 SH   SOLE   25,440 0 0
ALEXANDER BALDWIN INC NEW COM 014491104 484 19,739 SH   SOLE   19,739 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,205 27,300 SH   SOLE   27,300 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 26,432 269,878 SH   SOLE   269,878 0 0
ALIBABA GROUP HLDG LTD LTD SPONSORED ADS 01609W102 1,213 7,256 SH   SOLE   7,256 0 0
ALIGN TECHNOLOGY INC COM 016255101 3,166 17,500 SH   SOLE   17,500 0 0
ALLEGHANY CORP DEL COM 017175100 3,351 4,200 SH   SOLE   4,200 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 741 36,600 SH   SOLE   36,600 0 0
ALLETE INC COM NEW 018522300 1,311 15,000 SH   SOLE   15,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,269 9,903 SH   SOLE   9,903 0 0
ALLIANT ENERGY CORP COM 018802108 3,077 57,056 SH   SOLE   57,056 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 531 48,400 SH   SOLE   48,400 0 0
ALLSTATE CORP COM 020002101 8,601 79,137 SH   SOLE   79,137 0 0
ALPHABET INC CAP STK CL C 02079K107 88,520 72,617 SH   SOLE   72,617 0 0
ALPHABET INC CAP STK CL A 02079K305 130,464 106,838 SH   SOLE   106,838 0 0
ALTRIA GROUP INC COM 02209S103 49,362 1,206,902 SH   SOLE   1,206,902 0 0
ALTUS MIDSTREAM CO CL A 02215L100 9,905 3,500,000 SH   SOLE   3,500,000 0 0
AMAZON COM INC COM 023135106 227,234 130,902 SH   SOLE   130,902 0 0
AMEDISYS INC COM 023436108 1,218 9,300 SH   SOLE   9,300 0 0
AMEREN CORP COM 023608102 4,733 59,122 SH   SOLE   59,122 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,569 95,256 SH   SOLE   95,256 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,918 39,900 SH   SOLE   39,900 0 0
AMERICAN ELEC PWR CO INC COM 025537101 11,119 118,681 SH   SOLE   118,681 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 747 46,075 SH   SOLE   46,075 0 0
AMERICAN EXPRESS CO COM 025816109 19,346 163,559 SH   SOLE   163,559 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,339 21,690 SH   SOLE   21,690 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 11,650 209,152 SH   SOLE   209,152 0 0
AMERICAN TOWER CORP NEW COM 03027X100 23,534 106,426 SH   SOLE   106,426 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,395 43,428 SH   SOLE   43,428 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,012 36,584 SH   SOLE   36,584 0 0
AMERIPRISE FINL INC COM 03076C106 4,621 31,416 SH   SOLE   31,416 0 0
AMETEK INC NEW COM 031100100 5,039 54,884 SH   SOLE   54,884 0 0
AMGEN INC COM 031162100 59,716 308,594 SH   SOLE   308,594 0 0
AMPHENOL CORP NEW CL A 032095101 6,905 71,552 SH   SOLE   71,552 0 0
ANALOG DEVICES INC COM 032654105 9,921 88,795 SH   SOLE   88,795 0 0
ANAPLAN INC COM 03272L108 691 14,712 SH   SOLE   14,712 0 0
ANNALY CAP MGMT INC COM 035710409 168,080 19,100,000 SH   SOLE   19,100,000 0 0
ANSYS INC COM 03662Q105 4,471 20,200 SH   SOLE   20,200 0 0
ANTHEM INC COM 036752103 14,777 61,544 SH   SOLE   61,544 0 0
ANTERO MIDSTREAM CORP COM 03676B102 555 75,000 SH   SOLE   75,000 0 0
APACHE CORP COM 037411105 2,314 90,394 SH   SOLE   90,394 0 0
APARTMENT INVT MGMT CO CL A 03748R754 1,864 35,750 SH   SOLE   35,750 0 0
APERGY CORP COM 03755L104 607 22,431 SH   SOLE   22,431 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 104,668 5,459,968 SH   SOLE   5,459,968 0 0
APPLE INC COM 037833100 259,243 1,157,491 SH   SOLE   1,157,491 0 0
APPLIED MATLS INC COM 038222105 11,083 222,109 SH   SOLE   222,109 0 0
APTARGROUP INC COM 038336103 2,203 18,600 SH   SOLE   18,600 0 0
AQUA AMERICA INC COM 03836W103 2,807 62,616 SH   SOLE   62,616 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 5,499 133,900 SH   SOLE   133,900 0 0
ARCONIC INC COM 03965L100 2,421 93,134 SH   SOLE   93,134 0 0
ARISTA NETWORKS INC COM 040413106 3,130 13,100 SH   SOLE   13,100 0 0
ARROW ELECTRS INC COM 042735100 1,802 24,162 SH   SOLE   24,162 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,352 17,553 SH   SOLE   17,553 0 0
ASSOCIATED BANC CORP COM 045487105 954 47,089 SH   SOLE   47,089 0 0
ASSURANT INC COM 04621X108 1,844 14,657 SH   SOLE   14,657 0 0
ATMOS ENERGY CORP COM 049560105 3,234 28,400 SH   SOLE   28,400 0 0
AUTODESK INC COM 052769106 7,802 52,820 SH   SOLE   52,820 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 52,023 322,281 SH   SOLE   322,281 0 0
AUTONATION INC COM 05329W102 867 17,100 SH   SOLE   17,100 0 0
AUTOZONE INC COM 053332102 42,261 38,964 SH   SOLE   38,964 0 0
AVALONBAY CMNTYS INC COM 053484101 7,240 33,623 SH   SOLE   33,623 0 0
AVANOS MED INC COM 05350V106 518 13,820 SH   SOLE   13,820 0 0
AVERY DENNISON CORP COM 053611109 2,297 20,226 SH   SOLE   20,226 0 0
AVIS BUDGET GROUP INC COM 053774105 480 17,000 SH   SOLE   17,000 0 0
AVNET INC COM 053807103 1,336 30,040 SH   SOLE   30,040 0 0
AXON ENTERPRISE INC COM 05464C101 977 17,200 SH   SOLE   17,200 0 0
BB T CORP COM 054937107 9,829 184,161 SH   SOLE   184,161 0 0
BAIDU INC SPON ADR REP A 056752108 347 3,380 SH   SOLE   3,380 0 0
BAKER HUGHES A GE CO CL A 05722G100 3,619 156,001 SH   SOLE   156,001 0 0
BALL CORP COM 058498106 5,814 79,852 SH   SOLE   79,852 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 805 27,200 SH   SOLE   27,200 0 0
BANK AMER CORP COM 060505104 58,752 2,014,135 SH   SOLE   2,014,135 0 0
BANK HAWAII CORP COM 062540109 1,013 11,790 SH   SOLE   11,790 0 0
BANK NEW YORK MELLON CORP COM 064058100 9,324 206,248 SH   SOLE   206,248 0 0
BANK OZK COM 06417N103 957 35,100 SH   SOLE   35,100 0 0
BAXTER INTL INC COM 071813109 10,734 122,722 SH   SOLE   122,722 0 0
BECTON DICKINSON CO COM 075887109 16,405 64,853 SH   SOLE   64,853 0 0
BED BATH BEYOND INC COM 075896100 395 37,100 SH   SOLE   37,100 0 0
BELDEN INC COM 077454106 597 11,200 SH   SOLE   11,200 0 0
BERKLEY W R CORP COM 084423102 3,036 42,032 SH   SOLE   42,032 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 36,173 116 SH   SOLE   116 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 149,629 719,299 SH   SOLE   719,299 0 0
BEST BUY INC COM 086516101 29,397 426,104 SH   SOLE   426,104 0 0
BIO RAD LABS INC CL A 090572207 2,063 6,200 SH   SOLE   6,200 0 0
BIOGEN INC COM 09062X103 25,093 107,777 SH   SOLE   107,777 0 0
BIO TECHNE CORP COM 09073M104 2,152 11,000 SH   SOLE   11,000 0 0
BLACK HILLS CORP COM 092113109 1,357 17,690 SH   SOLE   17,690 0 0
BLACKBAUD INC COM 09227Q100 1,292 14,300 SH   SOLE   14,300 0 0
BLACKROCK INC COM 09247X101 12,603 28,280 SH   SOLE   28,280 0 0
BLACKROCK TCP CAP CORP COM 09259E108 20,984 1,548,039 SH   SOLE   1,548,039 0 0
BLOCK H R INC COM 093671105 1,141 48,298 SH   SOLE   48,298 0 0
BOEING CO COM 097023105 48,909 128,550 SH   SOLE   128,550 0 0
BOOKING HLDGS INC COM 09857L108 20,068 10,225 SH   SOLE   10,225 0 0
BORGWARNER INC COM 099724106 1,823 49,696 SH   SOLE   49,696 0 0
BOSTON BEER INC CL A 100557107 983 2,700 SH   SOLE   2,700 0 0
BOSTON PROPERTIES INC COM 101121101 4,477 34,528 SH   SOLE   34,528 0 0
BOSTON SCIENTIFIC CORP COM 101137107 13,627 334,896 SH   SOLE   334,896 0 0
BOYD GAMING CORP COM 103304101 556 23,200 SH   SOLE   23,200 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,306 32,280 SH   SOLE   32,280 0 0
BRINKER INTL INC COM 109641100 464 10,877 SH   SOLE   10,877 0 0
BRINKS CO COM 109696104 1,203 14,500 SH   SOLE   14,500 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 19,940 393,217 SH   SOLE   393,217 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,753 86,400 SH   SOLE   86,400 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,422 27,500 SH   SOLE   27,500 0 0
BROADCOM INC COM 11135F101 26,414 95,678 SH   SOLE   95,678 0 0
BROWN BROWN INC COM 115236101 2,441 67,700 SH   SOLE   67,700 0 0
BROWN FORMAN CORP CL B 115637209 2,749 43,792 SH   SOLE   43,792 0 0
BRUNSWICK CORP COM 117043109 1,298 24,900 SH   SOLE   24,900 0 0
CBS CORP NEW CL B 124857202 26,427 654,627 SH   SOLE   654,627 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 3,091 26,900 SH   SOLE   26,900 0 0
CBRE GROUP INC CL A 12504L109 51,517 971,832 SH   SOLE   971,832 0 0
CDK GLOBAL INC COM 12508E101 1,693 35,200 SH   SOLE   35,200 0 0
CDW CORP COM 12514G108 4,289 34,800 SH   SOLE   34,800 0 0
CF INDS HLDGS INC COM 125269100 2,584 52,525 SH   SOLE   52,525 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,758 32,529 SH   SOLE   32,529 0 0
CIGNA CORP NEW COM 125523100 13,778 90,770 SH   SOLE   90,770 0 0
CME GROUP INC COM 12572Q105 18,192 86,077 SH   SOLE   86,077 0 0
CMS ENERGY CORP COM 125896100 4,364 68,235 SH   SOLE   68,235 0 0
CNO FINL GROUP INC COM 12621E103 717 45,300 SH   SOLE   45,300 0 0
CSX CORP COM 126408103 13,295 191,931 SH   SOLE   191,931 0 0
CNX RESOURCES CORPORATION COM 12653C108 395 54,400 SH   SOLE   54,400 0 0
CVS HEALTH CORP COM 126650100 51,316 813,638 SH   SOLE   813,638 0 0
CABLE ONE INC COM 12685J105 1,882 1,500 SH   SOLE   1,500 0 0
CABOT CORP COM 127055101 760 16,780 SH   SOLE   16,780 0 0
CABOT OIL GAS CORP COM 127097103 1,768 100,632 SH   SOLE   100,632 0 0
CACI INTL INC CL A 127190304 1,665 7,200 SH   SOLE   7,200 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 4,454 67,400 SH   SOLE   67,400 0 0
CAESARS ENTMT CORP COM COM 127686103 1,880 161,200 SH   SOLE   161,200 0 0
CAMDEN PPTY TR SH BEN INT 133131102 3,119 28,100 SH   SOLE   28,100 0 0
CAMPBELL SOUP CO COM 134429109 1,903 40,559 SH   SOLE   40,559 0 0
CANTEL MEDICAL CORP COM 138098108 800 10,700 SH   SOLE   10,700 0 0
CAPITAL ONE FINL CORP COM 14040H105 10,285 113,048 SH   SOLE   113,048 0 0
CARDINAL HEALTH INC COM 14149Y108 3,384 71,715 SH   SOLE   71,715 0 0
CARLISLE COS INC COM 142339100 2,390 16,420 SH   SOLE   16,420 0 0
CARMAX INC COM 143130102 3,503 39,805 SH   SOLE   39,805 0 0
CARNIVAL CORP UNIT 99999999 143658300 4,208 96,260 SH   SOLE   96,260 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 713 13,800 SH   SOLE   13,800 0 0
CARTERS INC COM 146229109 1,186 13,000 SH   SOLE   13,000 0 0
CASEYS GEN STORES INC COM 147528103 1,724 10,700 SH   SOLE   10,700 0 0
CATALENT INC COM 148806102 2,021 42,400 SH   SOLE   42,400 0 0
CATERPILLAR INC DEL COM 149123101 17,085 135,266 SH   SOLE   135,266 0 0
CATHAY GEN BANCORP COM 149150104 764 22,000 SH   SOLE   22,000 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 15,174 260,000 SH   SOLE   260,000 0 0
CELANESE CORP DEL COM 150870103 3,632 29,700 SH   SOLE   29,700 0 0
CELGENE CORP COM 151020104 16,916 170,352 SH   SOLE   170,352 0 0
CENTENE CORP DEL COM 15135B101 4,302 99,448 SH   SOLE   99,448 0 0
CENTERPOINT ENERGY INC COM 15189T107 3,645 120,762 SH   SOLE   120,762 0 0
CENTURYLINK INC COM 156700106 2,945 235,976 SH   SOLE   235,976 0 0
CERNER CORP COM 156782104 5,220 76,568 SH   SOLE   76,568 0 0
CHARLES RIV LABS INTL INC COM 159864107 1,880 14,200 SH   SOLE   14,200 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 16,031 38,900 SH   SOLE   38,900 0 0
CHEESECAKE FACTORY INC COM 163072101 496 11,899 SH   SOLE   11,899 0 0
CHEMED CORP NEW COM 16359R103 1,921 4,600 SH   SOLE   4,600 0 0
CHEMOURS CO COM 163851108 708 47,400 SH   SOLE   47,400 0 0
CHESAPEAKE ENERGY CORP COM 165167107 461 327,200 SH   SOLE   327,200 0 0
CHEVRON CORP NEW COM 166764100 54,125 456,368 SH   SOLE   456,368 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,160 6,140 SH   SOLE   6,140 0 0
CHURCH DWIGHT INC COM 171340102 4,471 59,424 SH   SOLE   59,424 0 0
CHURCHILL DOWNS INC COM 171484108 1,277 10,342 SH   SOLE   10,342 0 0
CIENA CORP COM NEW 171779309 1,765 45,000 SH   SOLE   45,000 0 0
CIMAREX ENERGY CO COM 171798101 1,169 24,380 SH   SOLE   24,380 0 0
CINCINNATI FINL CORP COM 172062101 4,261 36,521 SH   SOLE   36,521 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,194 30,900 SH   SOLE   30,900 0 0
CIRRUS LOGIC INC COM 172755100 906 16,900 SH   SOLE   16,900 0 0
CISCO SYS INC COM 17275R102 80,948 1,638,291 SH   SOLE   1,638,291 0 0
CINTAS CORP COM 172908105 48,249 179,967 SH   SOLE   179,967 0 0
CITIGROUP INC COM NEW 172967424 37,521 543,156 SH   SOLE   543,156 0 0
CITIZENS FINL GROUP INC COM 174610105 3,802 107,500 SH   SOLE   107,500 0 0
CITRIX SYS INC COM 177376100 2,854 29,574 SH   SOLE   29,574 0 0
CLEAN HARBORS INC COM 184496107 1,150 14,900 SH   SOLE   14,900 0 0
CLOROX CO DEL COM 189054109 4,597 30,270 SH   SOLE   30,270 0 0
COCA COLA CO COM 191216100 50,370 925,238 SH   SOLE   925,238 0 0
COGNEX CORP COM 192422103 2,432 49,500 SH   SOLE   49,500 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 8,000 132,754 SH   SOLE   132,754 0 0
COHERENT INC COM 192479103 1,076 7,000 SH   SOLE   7,000 0 0
COLFAX CORP COM COM 194014106 703 24,200 SH   SOLE   24,200 0 0
COLGATE PALMOLIVE CO COM 194162103 15,164 206,284 SH   SOLE   206,284 0 0
COMCAST CORP NEW CL A 20030N101 86,640 1,921,922 SH   SOLE   1,921,922 0 0
COMERICA INC COM 200340107 2,367 35,876 SH   SOLE   35,876 0 0
COMMERCE BANCSHARES INC COM 200525103 1,735 28,608 SH   SOLE   28,608 0 0
COMMERCIAL METALS CO COM 201723103 594 34,200 SH   SOLE   34,200 0 0
COMMVAULT SYSTEMS INC COM 204166102 541 12,100 SH   SOLE   12,100 0 0
COMPASS MINERALS INTL INC COM 20451N101 554 9,800 SH   SOLE   9,800 0 0
CONAGRA BRANDS INC COM 205887102 3,589 116,971 SH   SOLE   116,971 0 0
CONCHO RES INC COM 20605P101 3,282 48,332 SH   SOLE   48,332 0 0
CONOCOPHILLIPS COM 20825C104 15,205 266,855 SH   SOLE   266,855 0 0
CONSOLIDATED EDISON INC COM 209115104 7,541 79,828 SH   SOLE   79,828 0 0
CONSTELLATION BRANDS INC CL A 21036P108 8,327 40,175 SH   SOLE   40,175 0 0
COOPER COS INC COM NEW 216648402 3,543 11,928 SH   SOLE   11,928 0 0
COPART INC COM 217204106 3,896 48,500 SH   SOLE   48,500 0 0
CORESITE RLTY CORP COM 21870Q105 1,304 10,700 SH   SOLE   10,700 0 0
CORELOGIC INC COM 21871D103 1,073 23,200 SH   SOLE   23,200 0 0
CORECIVIC INC COM 21871N101 596 34,512 SH   SOLE   34,512 0 0
CORNING INC COM 219350105 5,355 187,769 SH   SOLE   187,769 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 968 32,500 SH   SOLE   32,500 0 0
CORTEVA INC COM 22052L104 5,040 180,011 SH   SOLE   180,011 0 0
COSTCO WHSL CORP NEW COM 22160K105 30,464 105,736 SH   SOLE   105,736 0 0
COTY INC COM CL A 222070203 743 70,689 SH   SOLE   70,689 0 0
COUSINS PPTYS INC COM NEW 222795502 1,602 42,620 SH   SOLE   42,620 0 0
COVETRUS INC COM COM 22304C100 336 28,257 SH   SOLE   28,257 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,139 7,000 SH   SOLE   7,000 0 0
CRANE CO COM 224399105 1,196 14,832 SH   SOLE   14,832 0 0
CREE INC COM 225447101 1,607 32,800 SH   SOLE   32,800 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 17,331 124,674 SH   SOLE   124,674 0 0
CULLEN FROST BANKERS INC COM 229899109 1,461 16,500 SH   SOLE   16,500 0 0
CUMMINS INC COM 231021106 6,176 37,964 SH   SOLE   37,964 0 0
CURTISS WRIGHT CORP COM 231561101 1,604 12,400 SH   SOLE   12,400 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,502 107,200 SH   SOLE   107,200 0 0
CYRUSONE INC COM 23283R100 2,594 32,800 SH   SOLE   32,800 0 0
D R HORTON INC COM 23331A109 4,262 80,860 SH   SOLE   80,860 0 0
DTE ENERGY CO COM 233331107 5,853 44,023 SH   SOLE   44,023 0 0
DXC TECHNOLOGY CO COM 23355L106 21,116 715,800 SH   SOLE   715,800 0 0
DANA INCORPORATED COM 235825205 604 41,800 SH   SOLE   41,800 0 0
DANAHER CORPORATION COM 235851102 22,165 153,467 SH   SOLE   153,467 0 0
DARDEN RESTAURANTS INC COM 237194105 3,494 29,553 SH   SOLE   29,553 0 0
DAVITA INC COM 23918K108 1,327 23,258 SH   SOLE   23,258 0 0
DECKERS OUTDOOR CORP COM 243537107 1,238 8,400 SH   SOLE   8,400 0 0
DEERE CO COM 244199105 12,761 75,654 SH   SOLE   75,654 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 48,587 843,532 SH   SOLE   843,532 0 0
DELUXE CORP COM 248019101 613 12,462 SH   SOLE   12,462 0 0
DENTSPLY SIRONA INC COM 24906P109 2,872 53,866 SH   SOLE   53,866 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,338 97,163 SH   SOLE   97,163 0 0
DIAMONDBACK ENERGY INC COM 25278X109 3,529 39,246 SH   SOLE   39,246 0 0
DICKS SPORTING GOODS INC COM 253393102 779 19,100 SH   SOLE   19,100 0 0
DIGITAL RLTY TR INC COM 253868103 6,498 50,060 SH   SOLE   50,060 0 0
DISNEY WALT CO COM DISNEY 254687106 110,667 849,191 SH   SOLE   849,191 0 0
DISCOVER FINL SVCS COM 254709108 6,207 76,543 SH   SOLE   76,543 0 0
DISCOVERY INC COM SER A 25470F104 1,011 37,949 SH   SOLE   37,949 0 0
DISCOVERY INC COM SER C 25470F302 2,054 83,446 SH   SOLE   83,446 0 0
DISH NETWORK CORP CL A 25470M109 1,969 57,800 SH   SOLE   57,800 0 0
DOLLAR GEN CORP NEW COM 256677105 36,849 231,842 SH   SOLE   231,842 0 0
DOLLAR TREE INC COM 256746108 6,497 56,910 SH   SOLE   56,910 0 0
DOMINION ENERGY INC COM 25746U109 16,010 197,554 SH   SOLE   197,554 0 0
DOMINOS PIZZA INC COM 25754A201 2,935 12,000 SH   SOLE   12,000 0 0
DOMTAR CORP COM NEW 257559203 652 18,200 SH   SOLE   18,200 0 0
DONALDSON INC COM 257651109 1,928 37,020 SH   SOLE   37,020 0 0
DOUGLAS EMMETT INC COM 25960P109 2,047 47,800 SH   SOLE   47,800 0 0
DOVER CORP COM 260003108 3,481 34,962 SH   SOLE   34,962 0 0
DOW INC COM 260557103 8,514 178,678 SH   SOLE   178,678 0 0
DUKE REALTY CORP COM NEW 264411505 2,952 86,900 SH   SOLE   86,900 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 19,602 204,484 SH   SOLE   204,484 0 0
DUNKIN BRANDS GROUP INC COM 265504100 1,905 24,000 SH   SOLE   24,000 0 0
DUPONT DE NEMOURS INC COM 26614N102 12,780 179,211 SH   SOLE   179,211 0 0
DYCOM INDS INC COM 267475101 465 9,100 SH   SOLE   9,100 0 0
EOG RES INC COM 26875P101 10,356 139,528 SH   SOLE   139,528 0 0
EQT CORP COM 26884L109 789 74,170 SH   SOLE   74,170 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,729 22,500 SH   SOLE   22,500 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 2,519 57,658 SH   SOLE   57,658 0 0
EAGLE MATERIALS INC COM 26969P108 1,098 12,200 SH   SOLE   12,200 0 0
EAST WEST BANCORP INC COM 27579R104 1,869 42,200 SH   SOLE   42,200 0 0
EASTGROUP PPTY INC COM 277276101 1,363 10,900 SH   SOLE   10,900 0 0
EASTMAN CHEMICAL CO COM 277432100 2,434 32,970 SH   SOLE   32,970 0 0
EATON VANCE CORP COM NON VTG 278265103 1,474 32,800 SH   SOLE   32,800 0 0
EBAY INC COM 278642103 7,388 189,542 SH   SOLE   189,542 0 0
ECOLAB INC COM 278865100 11,928 60,229 SH   SOLE   60,229 0 0
EDGEWELL PERS CARE CO COM 28035Q102 512 15,744 SH   SOLE   15,744 0 0
EDISON INTL COM 281020107 6,492 86,084 SH   SOLE   86,084 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 10,986 49,956 SH   SOLE   49,956 0 0
ELDORADO RESORTS INC COM 28470R102 758 19,000 SH   SOLE   19,000 0 0
ELECTRONIC ARTS INC COM 285512109 6,926 70,806 SH   SOLE   70,806 0 0
ELLINGTON FINANCIAL INC COM COM 28852N109 26,432 1,462,778 SH   SOLE   1,462,778 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 6,113 580,000 SH   SOLE   580,000 0 0
EMCOR GROUP INC COM 29084Q100 1,404 16,300 SH   SOLE   16,300 0 0
EMERSON ELEC CO COM 291011104 33,291 497,923 SH   SOLE   497,923 0 0
ENCOMPASS HEALTH CORP COM 29261A100 1,810 28,600 SH   SOLE   28,600 0 0
ENERGY FOCUS INC COM NEW 29268T300 257 545,283 SH   SOLE   545,283 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 808 18,544 SH   SOLE   18,544 0 0
ENERSYS COM 29275Y102 811 12,300 SH   SOLE   12,300 0 0
ENTERGY CORP NEW COM 29364G103 5,612 47,815 SH   SOLE   47,815 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,629 92,000 SH   SOLE   92,000 0 0
EPAM SYS INC COM 29414B104 30,994 170,000 SH   SOLE   170,000 0 0
EQUIFAX INC COM 294429105 4,086 29,046 SH   SOLE   29,046 0 0
EQUINIX INC COM 29444U700 11,789 20,438 SH   SOLE   20,438 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 862 59,236 SH   SOLE   59,236 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,229 83,803 SH   SOLE   83,803 0 0
ESSEX PPTY TR INC COM 297178105 5,162 15,802 SH   SOLE   15,802 0 0
ETSY INC COM 29786A106 1,972 34,900 SH   SOLE   34,900 0 0
EURONET WORLDWIDE INC COM 298736109 33,039 225,830 SH   SOLE   225,830 0 0
EVERCORE INC CLASS A 29977A105 929 11,600 SH   SOLE   11,600 0 0
EVERGY INC COM 30034W106 3,767 56,600 SH   SOLE   56,600 0 0
EVERSOURCE ENERGY COM 30040W108 6,646 77,764 SH   SOLE   77,764 0 0
EVOKE PHARMA INC COM 30049G104 344 400,000 SH   SOLE   400,000 0 0
EXELON CORP COM 30161N101 83,750 1,733,597 SH   SOLE   1,733,597 0 0
EXELIXIS INC COM 30161Q104 1,555 87,900 SH   SOLE   87,900 0 0
EXPEDIA GROUP INC COM NEW 30212P303 4,514 33,584 SH   SOLE   33,584 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,046 40,999 SH   SOLE   40,999 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,604 30,848 SH   SOLE   30,848 0 0
EXXON MOBIL CORP COM 30231G102 71,827 1,017,232 SH   SOLE   1,017,232 0 0
FLIR SYS INC COM 302445101 1,714 32,585 SH   SOLE   32,585 0 0
F M C CORP COM NEW 302491303 2,747 31,334 SH   SOLE   31,334 0 0
FNB CORP PA COM 302520101 1,087 94,300 SH   SOLE   94,300 0 0
FACEBOOK INC CL A 30303M102 126,503 710,374 SH   SOLE   710,374 0 0
FACTSET RESH SYS INC COM 303075105 2,697 11,100 SH   SOLE   11,100 0 0
FAIR ISAAC CORP COM 303250104 2,550 8,400 SH   SOLE   8,400 0 0
FASTENAL CO COM 311900104 4,504 137,872 SH   SOLE   137,872 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,276 16,716 SH   SOLE   16,716 0 0
FEDERATED INVS INC PA CL B 314211103 904 27,900 SH   SOLE   27,900 0 0
FEDEX CORP COM 31428X106 8,401 57,712 SH   SOLE   57,712 0 0
F5 NETWORKS INC COM 315616102 2,032 14,472 SH   SOLE   14,472 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 46,128 347,456 SH   SOLE   347,456 0 0
FIFTH THIRD BANCORP COM 316773100 4,809 175,649 SH   SOLE   175,649 0 0
FIRST AMERN FINL CORP COM 31847R102 1,918 32,500 SH   SOLE   32,500 0 0
FIRST FINL BANKSHARES COM 32020R109 1,313 39,400 SH   SOLE   39,400 0 0
FIRST HORIZON NATL CORP COM 320517105 1,469 90,683 SH   SOLE   90,683 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,452 36,700 SH   SOLE   36,700 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,907 40,400 SH   SOLE   40,400 0 0
FIRST SOLAR INC COM 336433107 24,026 414,173 SH   SOLE   414,173 0 0
FIRSTCASH INC COM 33767D105 1,146 12,500 SH   SOLE   12,500 0 0
FISERV INC COM 337738108 40,059 386,706 SH   SOLE   386,706 0 0
FIRSTENERGY CORP COM 337932107 6,263 129,853 SH   SOLE   129,853 0 0
FIVE BELOW INC COM 33829M101 2,043 16,200 SH   SOLE   16,200 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 33,668 117,400 SH   SOLE   117,400 0 0
FLUOR CORP NEW COM 343412102 776 40,553 SH   SOLE   40,553 0 0
FLOWERS FOODS INC COM 343498101 1,292 55,850 SH   SOLE   55,850 0 0
FLOWSERVE CORP COM 34354P105 1,475 31,575 SH   SOLE   31,575 0 0
FOOT LOCKER INC COM 344849104 1,374 31,828 SH   SOLE   31,828 0 0
FORD MTR CO DEL COM 345370860 8,630 942,190 SH   SOLE   942,190 0 0
FORTINET INC COM 34959E109 2,618 34,100 SH   SOLE   34,100 0 0
FORTIVE CORP COM 34959J108 4,869 71,019 SH   SOLE   71,019 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 57,220 3,776,923 SH   SOLE   3,776,923 0 0
FORTUNE BRANDS HOME SEC IN COM 34964C106 1,841 33,664 SH   SOLE   33,664 0 0
FOX CORP CL A COM 35137L105 2,686 85,180 SH   SOLE   85,180 0 0
FOX CORP CL B COM 35137L204 1,233 39,085 SH   SOLE   39,085 0 0
FRANKLIN RES INC COM 354613101 1,958 67,860 SH   SOLE   67,860 0 0
FREEPORT MCMORAN INC CL B 35671D857 3,338 348,823 SH   SOLE   348,823 0 0
FULTON FINL CORP PA COM 360271100 780 48,200 SH   SOLE   48,200 0 0
GATX CORP COM 361448103 806 10,390 SH   SOLE   10,390 0 0
GEO GROUP INC NEW COM 36162J106 610 35,150 SH   SOLE   35,150 0 0
GALLAGHER ARTHUR J CO COM 363576109 4,008 44,752 SH   SOLE   44,752 0 0
GAP INC COM 364760108 895 51,546 SH   SOLE   51,546 0 0
GARTNER INC COM 366651107 3,103 21,699 SH   SOLE   21,699 0 0
GENERAL DYNAMICS CORP COM 369550108 10,274 56,227 SH   SOLE   56,227 0 0
GENERAL ELECTRIC CO COM 369604103 20,849 2,332,128 SH   SOLE   2,332,128 0 0
GENERAL MLS INC COM 370334104 8,000 145,138 SH   SOLE   145,138 0 0
GENERAL MTRS CO COM 37045V100 11,320 302,020 SH   SOLE   302,020 0 0
GENESEE WYO INC CL A 371559105 1,812 16,400 SH   SOLE   16,400 0 0
GENTEX CORP COM 371901109 2,035 73,900 SH   SOLE   73,900 0 0
GENUINE PARTS CO COM 372460105 3,499 35,132 SH   SOLE   35,132 0 0
GENWORTH FINL INC COM CL A 37247D106 642 146,000 SH   SOLE   146,000 0 0
GILEAD SCIENCES INC COM 375558103 48,060 758,289 SH   SOLE   758,289 0 0
GLOBAL PMTS INC COM 37940X102 54,368 341,936 SH   SOLE   341,936 0 0
GLOBUS MED INC CL A 379577208 1,135 22,200 SH   SOLE   22,200 0 0
GLOBE LIFE INC COM 37959E102 2,309 24,110 SH   SOLE   24,110 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,133 77,850 SH   SOLE   77,850 0 0
GOODYEAR TIRE RUBR CO COM 382550101 971 67,416 SH   SOLE   67,416 0 0
GRACO INC COM 384109104 2,228 48,400 SH   SOLE   48,400 0 0
GRAHAM HLDGS CO COM 384637104 862 1,300 SH   SOLE   1,300 0 0
GRAINGER W W INC COM 384802104 3,152 10,607 SH   SOLE   10,607 0 0
GRANITE CONSTR INC COM 387328107 435 13,545 SH   SOLE   13,545 0 0
GRANITE PT MTG TR INC COM 38741L107 29,984 1,600,000 SH   SOLE   1,600,000 0 0
GREAT AJAX CORP COM 38983D300 13,950 900,000 SH   SOLE   900,000 0 0
GREEN DOT CORP CL A 39304D102 348 13,800 SH   SOLE   13,800 0 0
GREIF INC CL A 397624107 288 7,600 SH   SOLE   7,600 0 0
GRUBHUB INC COM 400110102 1,490 26,500 SH   SOLE   26,500 0 0
GUARDANT HEALTH COM 40131M109 4,528 70,946 SH   SOLE   70,946 0 0
HCA HEALTHCARE INC COM 40412C101 7,697 63,920 SH   SOLE   63,920 0 0
HCP INC COM 40414L109 4,207 118,067 SH   SOLE   118,067 0 0
HNI CORP COM 404251100 442 12,440 SH   SOLE   12,440 0 0
HP INC COM 40434L105 6,742 356,325 SH   SOLE   356,325 0 0
HAEMONETICS CORP COM 405024100 1,854 14,700 SH   SOLE   14,700 0 0
HAIN CELESTIAL GROUP INC COM 405217100 500 23,300 SH   SOLE   23,300 0 0
HALLIBURTON CO COM 406216101 3,969 210,579 SH   SOLE   210,579 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,007 26,300 SH   SOLE   26,300 0 0
HANESBRANDS INC COM 410345102 1,331 86,892 SH   SOLE   86,892 0 0
HANOVER INS GROUP INC COM 410867105 1,552 11,450 SH   SOLE   11,450 0 0
HARLEY DAVIDSON INC COM 412822108 1,355 37,677 SH   SOLE   37,677 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,272 86,975 SH   SOLE   86,975 0 0
HASBRO INC COM 418056107 3,352 28,239 SH   SOLE   28,239 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,443 31,640 SH   SOLE   31,640 0 0
HEALTHCARE SVCS GRP INC COM 421906108 522 21,500 SH   SOLE   21,500 0 0
HEALTHCARE RLTY TR COM 421946104 1,256 37,500 SH   SOLE   37,500 0 0
HEALTHEQUITY INC COM 42226A107 1,171 20,500 SH   SOLE   20,500 0 0
HELMERICH PAYNE INC COM 423452101 1,054 26,292 SH   SOLE   26,292 0 0
HENRY JACK ASSOC INC COM 426281101 2,708 18,550 SH   SOLE   18,550 0 0
HERSHEY CO COM 427866108 5,546 35,782 SH   SOLE   35,782 0 0
HESS CORP COM 42809H107 3,762 62,205 SH   SOLE   62,205 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,762 313,897 SH   SOLE   313,897 0 0
HIGHWOODS PPTYS INC COM 431284108 1,353 30,100 SH   SOLE   30,100 0 0
HILL ROM HLDGS INC COM 431475102 2,036 19,350 SH   SOLE   19,350 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 6,425 69,000 SH   SOLE   69,000 0 0
HOLLYFRONTIER CORP COM 436106108 1,952 36,400 SH   SOLE   36,400 0 0
HOLOGIC INC COM 436440101 3,244 64,260 SH   SOLE   64,260 0 0
HOME BANCSHARES INC COM 436893200 850 45,200 SH   SOLE   45,200 0 0
HOME DEPOT INC COM 437076102 143,836 619,928 SH   SOLE   619,928 0 0
HONEYWELL INTL INC COM 438516106 81,148 479,600 SH   SOLE   479,600 0 0
HORMEL FOODS CORP COM 440452100 2,918 66,720 SH   SOLE   66,720 0 0
HOST HOTELS RESORTS INC COM 44107P104 3,034 175,500 SH   SOLE   175,500 0 0
HUBBELL INC COM 443510607 2,078 15,814 SH   SOLE   15,814 0 0
HUMANA INC COM 444859102 8,316 32,526 SH   SOLE   32,526 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,277 20,576 SH   SOLE   20,576 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,561 249,538 SH   SOLE   249,538 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,097 9,900 SH   SOLE   9,900 0 0
ICU MED INC COM 44930G107 894 5,600 SH   SOLE   5,600 0 0
IPG PHOTONICS CORP COM 44980X109 1,166 8,600 SH   SOLE   8,600 0 0
ITT INC COM 45073V108 1,560 25,500 SH   SOLE   25,500 0 0
IDACORP INC COM 451107106 1,643 14,580 SH   SOLE   14,580 0 0
IDEX CORP COM 45167R104 2,983 18,200 SH   SOLE   18,200 0 0
IDEXX LABS INC COM 45168D104 5,629 20,700 SH   SOLE   20,700 0 0
ILLINOIS TOOL WKS INC COM 452308109 41,970 268,197 SH   SOLE   268,197 0 0
ILLUMINA INC COM 452327109 10,757 35,360 SH   SOLE   35,360 0 0
INCYTE CORP COM 45337C102 3,184 42,900 SH   SOLE   42,900 0 0
INGEVITY CORP COM 45688C107 1,027 12,100 SH   SOLE   12,100 0 0
INGREDION INC COM 457187102 1,586 19,400 SH   SOLE   19,400 0 0
INSPERITY INC COM 45778Q107 1,105 11,200 SH   SOLE   11,200 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,237 20,600 SH   SOLE   20,600 0 0
INTEL CORP COM 458140100 104,983 2,037,311 SH   SOLE   2,037,311 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 163 12,222 SH   SOLE   12,222 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 1,199 22,300 SH   SOLE   22,300 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 369 5,561 SH   SOLE   5,561 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,429 134,700 SH   SOLE   134,700 0 0
INTERDIGITAL INC COM 45867G101 472 9,000 SH   SOLE   9,000 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 649 16,800 SH   SOLE   16,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 85,520 588,087 SH   SOLE   588,087 0 0
INTERNATIONAL FLAVORS FRAGRA COM 459506101 3,146 25,642 SH   SOLE   25,642 0 0
INTL PAPER CO COM 460146103 3,951 94,473 SH   SOLE   94,473 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 313 6,950 SH   SOLE   6,950 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,008 93,129 SH   SOLE   93,129 0 0
INTUIT COM 461202103 16,617 62,484 SH   SOLE   62,484 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 44,635 82,668 SH   SOLE   82,668 0 0
IQVIA HLDGS INC COM 46266C105 37,689 252,300 SH   SOLE   252,300 0 0
IRON MTN INC NEW COM 46284V101 2,236 69,046 SH   SOLE   69,046 0 0
ISHARES TR CORE SP MCP ETF 464287507 30,992 160,391 SH   SOLE   160,391 0 0
JBG SMITH PPTYS COM 46590V100 1,342 34,225 SH   SOLE   34,225 0 0
JPMORGAN CHASE CO COM 46625H100 173,944 1,477,985 SH   SOLE   1,477,985 0 0
JABIL INC COM 466313103 1,445 40,400 SH   SOLE   40,400 0 0
JACK IN THE BOX INC COM 466367109 683 7,500 SH   SOLE   7,500 0 0
JACOBS ENGR GROUP INC COM 469814107 2,984 32,611 SH   SOLE   32,611 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,342 72,946 SH   SOLE   72,946 0 0
JETBLUE AWYS CORP COM 477143101 1,439 85,923 SH   SOLE   85,923 0 0
JOHNSON JOHNSON COM 478160104 93,240 720,664 SH   SOLE   720,664 0 0
JONES LANG LASALLE INC COM 48020Q107 2,072 14,900 SH   SOLE   14,900 0 0
J2 GLOBAL INC COM 48123V102 1,226 13,500 SH   SOLE   13,500 0 0
JUNIPER NETWORKS INC COM 48203R104 2,057 83,096 SH   SOLE   83,096 0 0
KAR AUCTION SVCS INC COM 48238T109 950 38,700 SH   SOLE   38,700 0 0
KBR INC COM 48242W106 1,007 41,042 SH   SOLE   41,042 0 0
KLA CORPORATION COM NEW 482480100 6,103 38,277 SH   SOLE   38,277 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,220 24,212 SH   SOLE   24,212 0 0
KB HOME COM 48666K109 843 24,800 SH   SOLE   24,800 0 0
KELLOGG CO COM 487836108 3,848 59,791 SH   SOLE   59,791 0 0
KEMPER CORP DEL COM 488401100 1,415 18,150 SH   SOLE   18,150 0 0
KENNAMETAL INC COM 489170100 737 23,960 SH   SOLE   23,960 0 0
KEYCORP NEW COM 493267108 4,303 241,227 SH   SOLE   241,227 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 27,726 285,100 SH   SOLE   285,100 0 0
KILROY RLTY CORP COM 49427F108 2,103 27,000 SH   SOLE   27,000 0 0
KIMBERLY CLARK CORP COM 494368103 11,754 82,746 SH   SOLE   82,746 0 0
KIMCO RLTY CORP COM 49446R109 2,118 101,438 SH   SOLE   101,438 0 0
KINDER MORGAN INC DEL COM 49456B101 9,647 468,056 SH   SOLE   468,056 0 0
KIRBY CORP COM 497266106 1,430 17,400 SH   SOLE   17,400 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,292 35,600 SH   SOLE   35,600 0 0
KOHLS CORP COM 500255104 1,898 38,210 SH   SOLE   38,210 0 0
KRAFT HEINZ CO COM 500754106 4,178 149,546 SH   SOLE   149,546 0 0
KROGER CO COM 501044101 4,952 192,076 SH   SOLE   192,076 0 0
L BRANDS INC COM 501797104 1,094 55,844 SH   SOLE   55,844 0 0
LKQ CORP COM 501889208 2,329 74,052 SH   SOLE   74,052 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 11,194 53,651 SH   SOLE   53,651 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,947 23,497 SH   SOLE   23,497 0 0
LAM RESEARCH CORP COM 512807108 8,033 34,760 SH   SOLE   34,760 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 4,916 60,000 SH   SOLE   60,000 0 0
LAMB WESTON HLDGS INC COM 513272104 2,545 35,000 SH   SOLE   35,000 0 0
LANCASTER COLONY CORP COM 513847103 793 5,720 SH   SOLE   5,720 0 0
LANDSTAR SYS INC COM 515098101 1,295 11,500 SH   SOLE   11,500 0 0
LAUDER ESTEE COS INC CL A 518439104 10,588 53,218 SH   SOLE   53,218 0 0
LEGGETT PLATT INC COM 524660107 1,293 31,577 SH   SOLE   31,577 0 0
LEGG MASON INC COM 524901105 905 23,700 SH   SOLE   23,700 0 0
LEIDOS HLDGS INC COM 525327102 2,795 32,548 SH   SOLE   32,548 0 0
LENDINGTREE INC NEW COM 52603B107 683 2,200 SH   SOLE   2,200 0 0
LENNAR CORP CL A 526057104 3,818 68,358 SH   SOLE   68,358 0 0
LENNOX INTL INC COM 526107107 2,478 10,200 SH   SOLE   10,200 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,351 45,800 SH   SOLE   45,800 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 547 5,500 SH   SOLE   5,500 0 0
LIFE STORAGE INC COM 53223X107 1,423 13,500 SH   SOLE   13,500 0 0
LILLY ELI CO COM 532457108 22,840 204,238 SH   SOLE   204,238 0 0
LINCOLN ELEC HLDGS INC COM 533900106 1,553 17,900 SH   SOLE   17,900 0 0
LINCOLN NATL CORP IND COM 534187109 2,900 48,081 SH   SOLE   48,081 0 0
LITTELFUSE INC COM 537008104 1,259 7,100 SH   SOLE   7,100 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,674 40,300 SH   SOLE   40,300 0 0
LIVERAMP HLDGS INC COM 53815P108 842 19,600 SH   SOLE   19,600 0 0
LOCKHEED MARTIN CORP COM 539830109 82,193 210,718 SH   SOLE   210,718 0 0
LOEWS CORP COM 540424108 3,217 62,485 SH   SOLE   62,485 0 0
LOGMEIN INC COM 54142L109 1,015 14,302 SH   SOLE   14,302 0 0
LOUISIANA PAC CORP COM 546347105 882 35,899 SH   SOLE   35,899 0 0
LOWES COS INC COM 548661107 20,406 185,575 SH   SOLE   185,575 0 0
LUMENTUM HLDGS INC COM 55024U109 1,194 22,300 SH   SOLE   22,300 0 0
M T BK CORP COM 55261F104 5,082 32,170 SH   SOLE   32,170 0 0
MDU RES GROUP INC COM 552690109 1,628 57,762 SH   SOLE   57,762 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,476 125,400 SH   SOLE   125,400 0 0
MKS INSTRUMENT INC COM 55306N104 1,458 15,800 SH   SOLE   15,800 0 0
MSA SAFETY INC COM 553498106 1,124 10,300 SH   SOLE   10,300 0 0
MSC INDL DIRECT INC CL A 553530106 950 13,100 SH   SOLE   13,100 0 0
MSCI INC COM 55354G100 4,442 20,400 SH   SOLE   20,400 0 0
MACERICH CO COM 554382101 837 26,508 SH   SOLE   26,508 0 0
MACK CALI RLTY CORP COM 554489104 570 26,300 SH   SOLE   26,300 0 0
MACYS INC COM 55616P104 1,154 74,230 SH   SOLE   74,230 0 0
MANHATTAN ASSOCS INC COM 562750109 1,509 18,700 SH   SOLE   18,700 0 0
MANPOWERGROUP INC COM 56418H100 1,460 17,330 SH   SOLE   17,330 0 0
MARATHON OIL CORP COM 565849106 2,372 193,340 SH   SOLE   193,340 0 0
MARATHON PETE CORP COM 56585A102 9,618 158,316 SH   SOLE   158,316 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,980 9,100 SH   SOLE   9,100 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1,160 11,200 SH   SOLE   11,200 0 0
MARSH MCLENNAN COS INC COM 571748102 12,176 121,701 SH   SOLE   121,701 0 0
MARRIOTT INTL INC NEW CL A 571903202 8,178 65,752 SH   SOLE   65,752 0 0
MARTIN MARIETTA MATLS INC COM 573284106 4,115 15,012 SH   SOLE   15,012 0 0
MASCO CORP COM 574599106 2,901 69,604 SH   SOLE   69,604 0 0
MASIMO CORP COM 574795100 2,113 14,200 SH   SOLE   14,200 0 0
MASTEC INC COM 576323109 1,136 17,500 SH   SOLE   17,500 0 0
MASTERCARD INC CL A 57636Q104 92,097 339,128 SH   SOLE   339,128 0 0
MATADOR RES CO COM 576485205 526 31,800 SH   SOLE   31,800 0 0
MATTEL INC COM 577081102 1,142 100,261 SH   SOLE   100,261 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,776 65,200 SH   SOLE   65,200 0 0
MAXIMUS INC COM 577933104 1,429 18,500 SH   SOLE   18,500 0 0
MCCORMICK CO INC COM NON VTG 579780206 4,621 29,568 SH   SOLE   29,568 0 0
MCDONALDS CORP COM 580135101 39,197 182,557 SH   SOLE   182,557 0 0
MCKESSON CORP COM 58155Q103 6,072 44,433 SH   SOLE   44,433 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,533 129,500 SH   SOLE   129,500 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,656 18,100 SH   SOLE   18,100 0 0
MEDNAX INC COM 58502B106 552 24,400 SH   SOLE   24,400 0 0
MERCK CO INC COM 58933Y105 55,108 654,649 SH   SOLE   654,649 0 0
MERCURY GENL CORP NEW COM 589400100 441 7,900 SH   SOLE   7,900 0 0
MEREDITH CORP COM 589433101 425 11,600 SH   SOLE   11,600 0 0
METLIFE INC COM 59156R108 9,026 191,385 SH   SOLE   191,385 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,184 5,940 SH   SOLE   5,940 0 0
MICROSOFT CORP COM 594918104 358,658 2,579,717 SH   SOLE   2,579,717 0 0
MICROVISION INC DEL COM NEW 594960304 2,565 4,326,199 SH   SOLE   4,326,199 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 5,321 57,272 SH   SOLE   57,272 0 0
MICRON TECHNOLOGY INC COM 595112103 11,370 265,344 SH   SOLE   265,344 0 0
MID AMER APT CMNTYS INC COM 59522J103 3,562 27,401 SH   SOLE   27,401 0 0
MILLER HERMAN INC COM 600544100 790 17,130 SH   SOLE   17,130 0 0
MINERALS TECHNOLOGIES INC COM 603158106 540 10,180 SH   SOLE   10,180 0 0
MOHAWK INDS INC COM 608190104 1,791 14,436 SH   SOLE   14,436 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,997 18,200 SH   SOLE   18,200 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,599 45,199 SH   SOLE   45,199 0 0
MONDELEZ INTL INC CL A 609207105 19,183 346,756 SH   SOLE   346,756 0 0
MONOLITHIC PWR SYS INC COM 609839105 1,821 11,700 SH   SOLE   11,700 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 5,399 92,992 SH   SOLE   92,992 0 0
MOODYS CORP COM 615369105 22,248 108,615 SH   SOLE   108,615 0 0
MORGAN STANLEY COM NEW 617446448 12,884 301,955 SH   SOLE   301,955 0 0
MOSAIC CO NEW COM 61945C103 1,750 85,382 SH   SOLE   85,382 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,786 39,823 SH   SOLE   39,823 0 0
MURPHY OIL CORP COM 626717102 988 44,700 SH   SOLE   44,700 0 0
MURPHY USA INC COM 626755102 744 8,725 SH   SOLE   8,725 0 0
NCR CORP NEW COM 62886E108 1,166 36,940 SH   SOLE   36,940 0 0
NRG ENERGY INC COM NEW 629377508 2,410 60,868 SH   SOLE   60,868 0 0
NVR INC COM 62944T105 3,071 826 SH   SOLE   826 0 0
NASDAQ INC COM 631103108 2,753 27,711 SH   SOLE   27,711 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,177 25,080 SH   SOLE   25,080 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 2,143 39,587 SH   SOLE   39,587 0 0
NATIONAL INSTRS CORP COM 636518102 1,448 34,475 SH   SOLE   34,475 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,967 92,778 SH   SOLE   92,778 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 2,809 49,800 SH   SOLE   49,800 0 0
NAVIENT CORPORATION COM 63938C108 753 58,800 SH   SOLE   58,800 0 0
NEKTAR THERAPEUTICS COM 640268108 767 42,100 SH   SOLE   42,100 0 0
NETAPP INC COM 64110D104 3,003 57,191 SH   SOLE   57,191 0 0
NETFLIX INC COM 64110L106 28,163 105,234 SH   SOLE   105,234 0 0
NETSCOUT SYS INC COM 64115T104 447 19,400 SH   SOLE   19,400 0 0
NEW FORTRESS ENERGY LLC CL A SHS RP LLC 644393100 7,809 433,106 SH   SOLE   433,106 0 0
NEW JERSEY RES COM 646025106 1,180 26,100 SH   SOLE   26,100 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 131,786 8,404,734 SH   SOLE   8,404,734 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,701 135,570 SH   SOLE   135,570 0 0
NEW YORK TIMES CO CL A 650111107 1,188 41,700 SH   SOLE   41,700 0 0
NEWELL BRANDS INC COM 651229106 1,714 91,571 SH   SOLE   91,571 0 0
NEWMARKET CORP COM 651587107 991 2,100 SH   SOLE   2,100 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 7,476 197,155 SH   SOLE   197,155 0 0
NEWS CORP NEW CL A 65249B109 1,291 92,739 SH   SOLE   92,739 0 0
NEWS CORP NEW CL B 65249B208 418 29,244 SH   SOLE   29,244 0 0
NEXTERA ENERGY INC COM 65339F101 27,370 117,473 SH   SOLE   117,473 0 0
NIKE INC CL B 654106103 28,269 300,992 SH   SOLE   300,992 0 0
NISOURCE INC COM 65473P105 2,687 89,802 SH   SOLE   89,802 0 0
NOBLE ENERGY INC COM 655044105 2,582 114,961 SH   SOLE   114,961 0 0
NORDSON CORP COM 655663102 2,173 14,860 SH   SOLE   14,860 0 0
NORDSTROM INC COM 655664100 865 25,692 SH   SOLE   25,692 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,381 63,349 SH   SOLE   63,349 0 0
NORTHERN TR CORP COM 665859104 4,820 51,654 SH   SOLE   51,654 0 0
NORTHROP GRUMMAN CORP COM 666807102 14,173 37,817 SH   SOLE   37,817 0 0
NORTHWESTERN CORP COM 668074305 1,096 14,600 SH   SOLE   14,600 0 0
NOW INC COM 67011P100 362 31,527 SH   SOLE   31,527 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 685 16,100 SH   SOLE   16,100 0 0
NUCOR CORP COM 670346105 3,712 72,911 SH   SOLE   72,911 0 0
NVIDIA CORP COM 67066G104 25,482 146,392 SH   SOLE   146,392 0 0
NUVASIVE INC COM 670704105 957 15,100 SH   SOLE   15,100 0 0
OGE ENERGY CORP COM 670837103 2,637 58,120 SH   SOLE   58,120 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,311 18,347 SH   SOLE   18,347 0 0
OASIS PETE INC NEW COM 674215108 288 83,200 SH   SOLE   83,200 0 0
OCCIDENTAL PETE CORP COM 674599105 9,562 215,030 SH   SOLE   215,030 0 0
OCEANEERING INTL INC COM 675232102 389 28,700 SH   SOLE   28,700 0 0
OKTA INC CL A 679295105 3,283 33,345 SH   SOLE   33,345 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 3,161 18,600 SH   SOLE   18,600 0 0
OLD REP INTL CORP COM 680223104 1,950 82,727 SH   SOLE   82,727 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 932 15,900 SH   SOLE   15,900 0 0
OMNICOM GROUP INC COM 681919106 4,096 52,318 SH   SOLE   52,318 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,624 62,800 SH   SOLE   62,800 0 0
ONE GAS INC COM 68235P108 1,466 15,257 SH   SOLE   15,257 0 0
ONEOK INC NEW COM 682680103 7,319 99,326 SH   SOLE   99,326 0 0
ORACLE CORP COM 68389X105 61,598 1,119,360 SH   SOLE   1,119,360 0 0
OSHKOSH CORP COM 688239201 1,501 19,800 SH   SOLE   19,800 0 0
OWENS CORNING COM 690742101 1,997 31,600 SH   SOLE   31,600 0 0
OWENS ILL INC COM NEW 690768403 463 45,100 SH   SOLE   45,100 0 0
PBF ENERGY INC CL A 69318G106 805 29,600 SH   SOLE   29,600 0 0
PNC FINL SVCS GROUP INC COM 693475105 15,008 107,076 SH   SOLE   107,076 0 0
PNM RES INC COM 69349H107 1,205 23,134 SH   SOLE   23,134 0 0
PPG INDS INC COM 693506107 6,728 56,768 SH   SOLE   56,768 0 0
PPL CORP COM 69351T106 5,469 173,666 SH   SOLE   173,666 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,806 18,200 SH   SOLE   18,200 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 1,055 5,800 SH   SOLE   5,800 0 0
PVH CORP COM 693656100 1,570 17,796 SH   SOLE   17,796 0 0
PTC INC COM 69370C100 2,048 30,039 SH   SOLE   30,039 0 0
PACCAR INC COM 693718108 5,833 83,318 SH   SOLE   83,318 0 0
PACKAGING CORP AMER COM 695156109 2,419 22,800 SH   SOLE   22,800 0 0
PACWEST BANCORP DEL COM 695263103 1,246 34,300 SH   SOLE   34,300 0 0
PALO ALTO NETWORKS INC COM 697435105 16,306 80,000 SH   SOLE   80,000 0 0
PAPA JOHNS INTL INC COM 698813102 335 6,400 SH   SOLE   6,400 0 0
PARK HOTELS RESORTS INC COM 700517105 1,738 69,600 SH   SOLE   69,600 0 0
PARKER HANNIFIN CORP COM 701094104 5,580 30,895 SH   SOLE   30,895 0 0
PATTERSON COMPANIES INC COM 703395103 446 25,000 SH   SOLE   25,000 0 0
PATTERSON UTI ENERGY INC COM 703481101 503 58,800 SH   SOLE   58,800 0 0
PAYCHEX INC COM 704326107 6,366 76,911 SH   SOLE   76,911 0 0
PAYPAL HLDGS INC COM 70450Y103 37,389 360,934 SH   SOLE   360,934 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,053 37,856 SH   SOLE   37,856 0 0
PENN NATL GAMING INC COM 707569109 589 31,600 SH   SOLE   31,600 0 0
PENUMBRA INC COM 70975L107 1,251 9,300 SH   SOLE   9,300 0 0
PEOPLES UTD FINL INC COM 712704105 1,499 95,875 SH   SOLE   95,875 0 0
PEPSICO INC COM 713448108 46,083 336,129 SH   SOLE   336,129 0 0
PERKINELMER INC COM 714046109 2,277 26,729 SH   SOLE   26,729 0 0
PERSPECTA INC COM 715347100 1,045 40,000 SH   SOLE   40,000 0 0
PFIZER INC COM 717081103 50,519 1,406,026 SH   SOLE   1,406,026 0 0
PHILIP MORRIS INTL INC COM 718172109 70,969 934,665 SH   SOLE   934,665 0 0
PHILLIPS 66 COM 718546104 11,042 107,835 SH   SOLE   107,835 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 487 15,200 SH   SOLE   15,200 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,192 21,000 SH   SOLE   21,000 0 0
PINNACLE WEST CAP CORP COM 723484101 2,620 26,987 SH   SOLE   26,987 0 0
PIONEER NAT RES CO COM 723787107 5,056 40,202 SH   SOLE   40,202 0 0
PLANTRONICS INC NEW COM 727493108 351 9,400 SH   SOLE   9,400 0 0
POLARIS INC COM 731068102 1,470 16,700 SH   SOLE   16,700 0 0
POLYONE CORP COM 73179P106 728 22,300 SH   SOLE   22,300 0 0
POOL CORPORATION COM 73278L105 2,340 11,600 SH   SOLE   11,600 0 0
POST HLDGS INC COM 737446104 2,106 19,900 SH   SOLE   19,900 0 0
POTLATCHDELTIC CORPORATION COM 737630103 802 19,511 SH   SOLE   19,511 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 506 14,600 SH   SOLE   14,600 0 0
PRICE T ROWE GROUP INC COM 74144T108 6,474 56,661 SH   SOLE   56,661 0 0
PRIMERICA INC COM 74164M108 1,552 12,200 SH   SOLE   12,200 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,564 62,379 SH   SOLE   62,379 0 0
PROCTOR GAMBLE CO COM 742718109 96,594 776,603 SH   SOLE   776,603 0 0
PROGRESSIVE CORP OHIO COM 743315103 10,860 140,581 SH   SOLE   140,581 0 0
PROLOGIS INC COM 74340W103 12,929 151,711 SH   SOLE   151,711 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,413 20,000 SH   SOLE   20,000 0 0
PRUDENTIAL FINL INC COM 744320102 8,692 96,632 SH   SOLE   96,632 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 7,544 121,522 SH   SOLE   121,522 0 0
PUBLIC STORAGE COM 74460D109 8,849 36,077 SH   SOLE   36,077 0 0
PULTE GROUP INC COM 745867101 2,266 62,009 SH   SOLE   62,009 0 0
QORVO INC COM 74736K101 2,100 28,324 SH   SOLE   28,324 0 0
QUALCOMM INC COM 747525103 22,294 292,271 SH   SOLE   292,271 0 0
QUANTA SVCS INC COM 74762E102 1,291 34,156 SH   SOLE   34,156 0 0
QUANTERIX CORP COM 74766Q101 2,202 100,269 SH   SOLE   100,269 0 0
QUEST DIAGNOSTICS INC COM 74834L100 43,761 408,863 SH   SOLE   408,863 0 0
RPM INTL INC COM 749685103 2,588 37,618 SH   SOLE   37,618 0 0
RALPH LAUREN CORP CL A 751212101 1,188 12,441 SH   SOLE   12,441 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,449 29,700 SH   SOLE   29,700 0 0
RAYONIER INC COM 754907103 1,061 37,609 SH   SOLE   37,609 0 0
RAYTHEON CO COM NEW 755111507 59,041 300,936 SH   SOLE   300,936 0 0
REALTY INCOME CORP COM 756109104 5,868 76,524 SH   SOLE   76,524 0 0
REGAL BELOIT CORP COM 758750103 889 12,200 SH   SOLE   12,200 0 0
REGENCY CTRS CORP COM 758849103 2,800 40,300 SH   SOLE   40,300 0 0
REGENERON PHARMACEUTICALS COM 75886F107 5,338 19,244 SH   SOLE   19,244 0 0
REGIONS FINL CORP NEW COM 7591EP100 3,795 239,870 SH   SOLE   239,870 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 2,910 18,200 SH   SOLE   18,200 0 0
RELIANCE STEEL ALUMINUM CO COM 759509102 1,923 19,300 SH   SOLE   19,300 0 0
REPLIGEN CORP COM 759916109 1,035 13,500 SH   SOLE   13,500 0 0
REPUBLIC SVCS INC COM 760759100 4,405 50,900 SH   SOLE   50,900 0 0
RESMED INC COM 761152107 4,661 34,500 SH   SOLE   34,500 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 511 35,600 SH   SOLE   35,600 0 0
ROBERT HALF INTL INC COM 770323103 34,451 618,960 SH   SOLE   618,960 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,629 28,090 SH   SOLE   28,090 0 0
ROLLINS INC COM 775711104 1,152 33,808 SH   SOLE   33,808 0 0
ROPER TECHNOLOGIES INC COM 776696106 8,916 25,002 SH   SOLE   25,002 0 0
ROSS STORES INC COM 778296103 9,633 87,688 SH   SOLE   87,688 0 0
ROYAL GOLD INC COM 780287108 2,341 19,000 SH   SOLE   19,000 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 96 12,275 SH   SOLE   12,275 0 0
RYDER SYS INC COM 783549108 802 15,500 SH   SOLE   15,500 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 6,559 27,200 SH   SOLE   27,200 0 0
SEI INVESTMENTS CO COM 784117103 2,181 36,800 SH   SOLE   36,800 0 0
SL GREEN RLTY CORP COM 78440X101 1,619 19,808 SH   SOLE   19,808 0 0
SLM CORP COM 78442P106 1,092 123,725 SH   SOLE   123,725 0 0
SPDR S P 500 ETF TR TR UNIT 78462F103 346,710 1,168,279 SH   SOLE   1,168,279 0 0
SVB FINL GROUP COM 78486Q101 2,591 12,400 SH   SOLE   12,400 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,263 55,000 SH   SOLE   55,000 0 0
SABRE CORP COM 78573M104 1,778 79,400 SH   SOLE   79,400 0 0
SAFEHOLD INC COM 78645L100 26,840 880,000 SH   SOLE   880,000 0 0
SALESFORCE COM INC COM 79466L302 31,299 210,856 SH   SOLE   210,856 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 521 35,000 SH   SOLE   35,000 0 0
SANDERSON FARMS INC COM 800013104 863 5,700 SH   SOLE   5,700 0 0
HENRY SCHEIN INC COM 806407102 2,263 35,644 SH   SOLE   35,644 0 0
SCHLUMBERGER LTD COM 806857108 11,361 332,472 SH   SOLE   332,472 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 11,701 279,737 SH   SOLE   279,737 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,239 14,185 SH   SOLE   14,185 0 0
SCIENTIFIC GAMES CORP COM 80874P109 319 15,700 SH   SOLE   15,700 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,168 11,475 SH   SOLE   11,475 0 0
SEALED AIR CORP NEW COM 81211K100 1,542 37,148 SH   SOLE   37,148 0 0
SELECT SECTOR SPDR TR SBI INT FINL 81369Y605 74,617 2,664,900 SH   SOLE   2,664,900 0 0
SELECT SECTOR SPDR TR SBI INT INDS 81369Y704 8,516 109,700 SH   SOLE   109,700 0 0
SELECTIVE INS GROUP INC COM 816300107 1,293 17,200 SH   SOLE   17,200 0 0
SEMTECH CORP COM 816850101 938 19,300 SH   SOLE   19,300 0 0
SEMPRA ENERGY COM 816851109 9,748 66,038 SH   SOLE   66,038 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 639 69,000 SH   SOLE   69,000 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 842 12,270 SH   SOLE   12,270 0 0
SERVICE CORP INTL COM 817565104 2,529 52,900 SH   SOLE   52,900 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 1,230 47,700 SH   SOLE   47,700 0 0
SHERWIN WILLIAMS CO COM 824348106 10,827 19,691 SH   SOLE   19,691 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,896 15,900 SH   SOLE   15,900 0 0
SILICON LABORATORIES INC COM 826919102 1,403 12,600 SH   SOLE   12,600 0 0
SILGAN HOLDINGS INC COM 827048109 678 22,562 SH   SOLE   22,562 0 0
SIMON PPTY GROUP INC NEW COM 828806109 11,533 74,098 SH   SOLE   74,098 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,158 22,800 SH   SOLE   22,800 0 0
SKECHERS U S A INC CL A 830566105 1,449 38,800 SH   SOLE   38,800 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,274 41,308 SH   SOLE   41,308 0 0
SMITH A O CORP COM 831865209 1,589 33,300 SH   SOLE   33,300 0 0
SMUCKER J M CO COM NEW 832696405 3,015 27,400 SH   SOLE   27,400 0 0
SNAP ON INC COM 833034101 2,072 13,235 SH   SOLE   13,235 0 0
SNAP INC CL A 83304A106 17,076 1,080,756 SH   SOLE   1,080,756 0 0
SONOCO PRODS CO COM 835495102 1,689 29,011 SH   SOLE   29,011 0 0
SOTHEBYS COM 835898107 537 9,427 SH   SOLE   9,427 0 0
SOUTHERN CO COM 842587107 15,525 251,330 SH   SOLE   251,330 0 0
SOUTHWEST AIRLS CO COM 844741108 6,280 116,284 SH   SOLE   116,284 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,438 15,800 SH   SOLE   15,800 0 0
SOUTHWESTERN ENERGY CO COM 845467109 303 157,100 SH   SOLE   157,100 0 0
SPIRE INC COM 84857L101 1,282 14,700 SH   SOLE   14,700 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 1,249 26,100 SH   SOLE   26,100 0 0
SPROUTS FMRS MKT INC COM 85208M102 663 34,300 SH   SOLE   34,300 0 0
SQUARE INC CL A 852234103 13,939 225,000 SH   SOLE   225,000 0 0
STANLEY BLACK DECKER INC COM 854502101 5,263 36,448 SH   SOLE   36,448 0 0
STARBUCKS CORP COM 855244109 25,444 287,760 SH   SOLE   287,760 0 0
STATE STR CORP COM 857477103 5,301 89,557 SH   SOLE   89,557 0 0
STEEL DYNAMICS INC COM 858119100 1,898 63,700 SH   SOLE   63,700 0 0
STERICYCLE INC COM 858912108 1,349 26,481 SH   SOLE   26,481 0 0
STERLING BANCORP DEL COM 85917A100 1,194 59,500 SH   SOLE   59,500 0 0
STIFEL FINL CORP COM 860630102 1,159 20,200 SH   SOLE   20,200 0 0
STRYKER CORP COM 863667101 97,897 452,596 SH   SOLE   452,596 0 0
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SYNOPSYS INC COM 871607107 4,955 36,100 SH   SOLE   36,100 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,602 44,805 SH   SOLE   44,805 0 0
SYNNEX CORP COM 87162W100 1,344 11,904 SH   SOLE   11,904 0 0
SYNCHRONY FINL COM 87165B103 5,001 146,710 SH   SOLE   146,710 0 0
SYNEOS HEALTH INC CL A 87166B102 958 18,000 SH   SOLE   18,000 0 0
SYSCO CORP COM 871829107 9,796 123,379 SH   SOLE   123,379 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 1,697 44,573 SH   SOLE   44,573 0 0
TJX COS INC NEW COM 872540109 16,203 290,680 SH   SOLE   290,680 0 0
T MOBILE US INC COM 872590104 5,987 76,000 SH   SOLE   76,000 0 0
TRI POINTE GROUP INC COM 87265H109 621 41,300 SH   SOLE   41,300 0 0
TAKE TWO INTERACTIVE SOFTWAR COM 874054109 3,409 27,200 SH   SOLE   27,200 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 420 27,100 SH   SOLE   27,100 0 0
TAPESTRY INC COM 876030107 1,796 68,947 SH   SOLE   68,947 0 0
TARGET CORP COM 87612E106 13,130 122,810 SH   SOLE   122,810 0 0
TAUBMAN CTRS INC COM 876664103 727 17,800 SH   SOLE   17,800 0 0
TECH DATA CORP COM 878237106 1,079 10,350 SH   SOLE   10,350 0 0
TEGNA INC COM 87901J105 977 62,900 SH   SOLE   62,900 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,413 10,600 SH   SOLE   10,600 0 0
TELEFLEX INC COM 879369106 3,781 11,130 SH   SOLE   11,130 0 0
TELEPHONE DATA SYS INC COM NEW 879433829 731 28,336 SH   SOLE   28,336 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,034 13,400 SH   SOLE   13,400 0 0
TENABLE HLDGS INC COM 88025T102 238 10,632 SH   SOLE   10,632 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 664 30,000 SH   SOLE   30,000 0 0
TERADATA CORP DEL COM 88076W103 1,026 33,100 SH   SOLE   33,100 0 0
TERADYNE INC COM 880770102 2,855 49,300 SH   SOLE   49,300 0 0
TEREX CORP NEW COM 880779103 493 19,000 SH   SOLE   19,000 0 0
TETRA TECH INC NEW COM 88162G103 1,379 15,900 SH   SOLE   15,900 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 798 14,600 SH   SOLE   14,600 0 0
TEXAS INSTRS INC COM 882508104 29,004 224,418 SH   SOLE   224,418 0 0
TEXAS ROADHOUSE INC COM 882681109 998 19,000 SH   SOLE   19,000 0 0
TEXTRON INC COM 883203101 2,709 55,337 SH   SOLE   55,337 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 96,099 329,931 SH   SOLE   329,931 0 0
THOR INDS INC COM 885160101 906 16,000 SH   SOLE   16,000 0 0
3M CO COM 88579Y101 22,733 138,276 SH   SOLE   138,276 0 0
TIFFANY CO NEW COM 886547108 2,421 26,134 SH   SOLE   26,134 0 0
TIMKEN CO COM 887389104 866 19,900 SH   SOLE   19,900 0 0
TOLL BROTHERS INC COM 889478103 1,539 37,500 SH   SOLE   37,500 0 0
TORO CO COM 891092108 2,265 30,900 SH   SOLE   30,900 0 0
TRACTOR SUPPLY CO COM 892356106 2,591 28,652 SH   SOLE   28,652 0 0
TRANSDIGM GROUP INC COM 893641100 6,198 11,904 SH   SOLE   11,904 0 0
TRAVELERS COMPANIES INC COM 89417E109 9,305 62,583 SH   SOLE   62,583 0 0
TREEHOUSE FOODS INC COM 89469A104 904 16,300 SH   SOLE   16,300 0 0
TREX CO INC COM 89531P105 1,546 17,000 SH   SOLE   17,000 0 0
TRIMBLE INC COM 896239100 2,837 73,100 SH   SOLE   73,100 0 0
TRINITY INDS INC COM 896522109 584 29,694 SH   SOLE   29,694 0 0
TRIPADVISOR INC COM 896945201 977 25,254 SH   SOLE   25,254 0 0
TRUSTMARK CORP COM 898402102 638 18,700 SH   SOLE   18,700 0 0
TWITTER INC COM 90184L102 7,655 185,800 SH   SOLE   185,800 0 0
TWO HBRS INVT CORP COM NEW 90187B408 146,157 11,131,542 SH   SOLE   11,131,542 0 0
II VI INC COM 902104108 29,644 841,907 SH   SOLE   841,907 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,940 11,200 SH   SOLE   11,200 0 0
TYSON FOODS INC CL A 902494103 6,102 70,836 SH   SOLE   70,836 0 0
UDR INC COM 902653104 3,413 70,404 SH   SOLE   70,404 0 0
UGI CORP NEW COM 902681105 3,046 60,600 SH   SOLE   60,600 0 0
UMB FINL CORP COM 902788108 807 12,500 SH   SOLE   12,500 0 0
US BANCORP DEL COM NEW 902973304 68,613 1,239,842 SH   SOLE   1,239,842 0 0
ULTA BEAUTY INC COM 90384S303 3,555 14,184 SH   SOLE   14,184 0 0
UMPQUA HLDGS CORP COM 904214103 1,052 63,900 SH   SOLE   63,900 0 0
UNDER ARMOUR INC CL A 904311107 902 45,256 SH   SOLE   45,256 0 0
UNDER ARMOUR INC CL C 904311206 847 46,699 SH   SOLE   46,699 0 0
UNION PACIFIC CORP COM 907818108 27,441 169,412 SH   SOLE   169,412 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,121 29,600 SH   SOLE   29,600 0 0
UNITED AIRLINES HLDGS INC COM 910047109 4,698 53,144 SH   SOLE   53,144 0 0
UNITED PARCEL SERVICE INC CL B 911312106 22,836 190,586 SH   SOLE   190,586 0 0
UNITED RENTALS INC COM 911363109 2,318 18,600 SH   SOLE   18,600 0 0
UNITED STATES STL CORP NEW COM 912909108 572 49,500 SH   SOLE   49,500 0 0
UNITED TECHNOLOGIES CORP COM 913017109 26,617 194,968 SH   SOLE   194,968 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,013 12,700 SH   SOLE   12,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 69,284 318,813 SH   SOLE   318,813 0 0
UNITI GROUP INC COM 91325V108 435 56,040 SH   SOLE   56,040 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,065 12,300 SH   SOLE   12,300 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,908 19,552 SH   SOLE   19,552 0 0
UNUM GROUP COM 91529Y106 1,491 50,169 SH   SOLE   50,169 0 0
UPWORK INC COM 91688F104 1,804 135,557 SH   SOLE   135,557 0 0
URBAN OUTFITTERS INC COM 917047102 576 20,500 SH   SOLE   20,500 0 0
URBAN EDGE PPTYS COM 91704F104 661 33,400 SH   SOLE   33,400 0 0
V F CORP COM 918204108 6,988 78,528 SH   SOLE   78,528 0 0
VALERO ENERGY CORP NEW COM 91913Y100 8,496 99,676 SH   SOLE   99,676 0 0
VALLEY NATL BANCORP COM 919794107 1,047 96,314 SH   SOLE   96,314 0 0
VALMONT INDS INC COM 920253101 872 6,300 SH   SOLE   6,300 0 0
VALVOLINE INC COM 92047W101 1,203 54,628 SH   SOLE   54,628 0 0
VARIAN MED SYS INC COM 92220P105 2,603 21,854 SH   SOLE   21,854 0 0
VENTAS INC COM 92276F100 6,544 89,610 SH   SOLE   89,610 0 0
VERISIGN INC COM 92343E102 4,727 25,057 SH   SOLE   25,057 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 117,908 1,953,415 SH   SOLE   1,953,415 0 0
VERISK ANALYTICS INC COM 92345Y106 6,217 39,316 SH   SOLE   39,316 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 24,696 145,768 SH   SOLE   145,768 0 0
VERSUM MATLS INC COM 92532W103 1,678 31,701 SH   SOLE   31,701 0 0
VIASAT INC COM 92552V100 1,258 16,700 SH   SOLE   16,700 0 0
VIACOM INC NEW CL B 92553P201 2,045 85,104 SH   SOLE   85,104 0 0
VISA INC COM CL A 92826C839 144,135 837,944 SH   SOLE   837,944 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 649 38,352 SH   SOLE   38,352 0 0
VISTEON CORP COM NEW 92839U206 669 8,100 SH   SOLE   8,100 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,423 38,050 SH   SOLE   38,050 0 0
VULCAN MATLS CO COM 929160109 4,811 31,810 SH   SOLE   31,810 0 0
WEC ENERGY GROUP INC COM 92939U106 7,216 75,877 SH   SOLE   75,877 0 0
WABTEC CORP COM 929740108 3,226 44,896 SH   SOLE   44,896 0 0
WALMART INC COM 931142103 40,581 341,934 SH   SOLE   341,934 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 22,614 408,861 SH   SOLE   408,861 0 0
WASHINGTON FED INC COM 938824109 852 23,023 SH   SOLE   23,023 0 0
WASTE MGMT INC DEL COM 94106L109 10,796 93,878 SH   SOLE   93,878 0 0
WATERS CORP COM 941848103 3,593 16,096 SH   SOLE   16,096 0 0
WATSCO INC COM 942622200 1,607 9,500 SH   SOLE   9,500 0 0
WEBSTER FINL CORP CONN COM 947890109 1,254 26,750 SH   SOLE   26,750 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,022 35,100 SH   SOLE   35,100 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 3,136 12,100 SH   SOLE   12,100 0 0
WELLS FARGO CO NEW COM 949746101 100,569 1,993,830 SH   SOLE   1,993,830 0 0
WELLTOWER INC COM 95040Q104 8,830 97,409 SH   SOLE   97,409 0 0
WENDYS CO COM 95058W100 1,070 53,543 SH   SOLE   53,543 0 0
WERNER ENTERPRISES INC COM 950755108 454 12,875 SH   SOLE   12,875 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,035 21,400 SH   SOLE   21,400 0 0
WESTERN DIGITAL CORP COM 958102105 4,243 71,149 SH   SOLE   71,149 0 0
WESTERN UN CO COM 959802109 2,362 101,926 SH   SOLE   101,926 0 0
WESTROCK CO COM 96145D105 2,256 61,902 SH   SOLE   61,902 0 0
WEX INC COM 96208T104 28,916 143,100 SH   SOLE   143,100 0 0
WEYERHAEUSER CO COM 962166104 4,960 179,061 SH   SOLE   179,061 0 0
WHIRLPOOL CORP COM 963320106 2,421 15,289 SH   SOLE   15,289 0 0
WILEY JOHN SONS INC CL A 968223206 562 12,800 SH   SOLE   12,800 0 0
WILLIAMS COS INC DEL COM 969457100 7,011 291,386 SH   SOLE   291,386 0 0
WILLIAMS SONOMA INC COM 969904101 1,543 22,700 SH   SOLE   22,700 0 0
WINTRUST FINL CORP COM 97650W108 1,060 16,400 SH   SOLE   16,400 0 0
WOODWARD INC COM 980745103 1,758 16,300 SH   SOLE   16,300 0 0
WORLD FUEL SVCS CORP COM 981475106 759 19,000 SH   SOLE   19,000 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 982 13,800 SH   SOLE   13,800 0 0
WORTHINGTON INDS INC COM 981811102 389 10,778 SH   SOLE   10,778 0 0
WPX ENERGY INC COM 98212B103 1,298 122,600 SH   SOLE   122,600 0 0
WW INTL INC COM 98262P101 511 13,500 SH   SOLE   13,500 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,230 26,737 SH   SOLE   26,737 0 0
WYNDHAM HOTELS RESORTS INC COM 98311A105 1,445 27,937 SH   SOLE   27,937 0 0
WYNN RESORTS LTD COM 983134107 2,530 23,270 SH   SOLE   23,270 0 0
XPO LOGISTICS INC COM 983793100 1,911 26,700 SH   SOLE   26,700 0 0
XCEL ENERGY INC COM 98389B100 8,178 126,034 SH   SOLE   126,034 0 0
XILINX INC COM 983919101 5,828 60,771 SH   SOLE   60,771 0 0
XYLEM INC COM 98419M100 3,445 43,272 SH   SOLE   43,272 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,367 45,718 SH   SOLE   45,718 0 0
YELP INC CL A 985817105 653 18,800 SH   SOLE   18,800 0 0
YUM BRANDS INC COM 988498101 8,298 73,154 SH   SOLE   73,154 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 3,240 15,700 SH   SOLE   15,700 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 6,773 49,343 SH   SOLE   49,343 0 0
ZIONS BANCORPORATION N A COM 989701107 1,892 42,506 SH   SOLE   42,506 0 0
ZOETIS INC CL A 98978V103 69,122 554,792 SH   SOLE   554,792 0 0
ADIENT PLC ORD SHS G0084W101 581 25,300 SH   SOLE   25,300 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,331 22,485 SH   SOLE   22,485 0 0
ALLERGAN PLC SHS G0177J108 13,271 78,856 SH   SOLE   78,856 0 0
AMCOR PLC ORD G0250X107 3,808 390,600 SH   SOLE   390,600 0 0
AON PLC SHS CL A G0408V102 10,985 56,747 SH   SOLE   56,747 0 0
ATHENE HLDG LTD CL A G0684D107 14,721 350,000 SH   SOLE   350,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 83,169 432,386 SH   SOLE   432,386 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 1,209 36,448 SH   SOLE   36,448 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 339 25,300 SH   SOLE   25,300 0 0
EVEREST RE GROUP LTD COM G3223R108 84,297 316,800 SH   SOLE   316,800 0 0
GENPACT LIMITED SHS G3922B107 3,488 90,000 SH   SOLE   90,000 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,151 7,300 SH   SOLE   7,300 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,036 46,137 SH   SOLE   46,137 0 0
IHS MARKIT LTD SHS G47567105 6,447 96,400 SH   SOLE   96,400 0 0
INGERSOLL RAND PLC SHS G47791101 7,151 58,040 SH   SOLE   58,040 0 0
INVESCO LTD SHS G491BT108 1,570 92,655 SH   SOLE   92,655 0 0
JOHNSON CTLS INTL PLC SHS G51502105 57,144 1,301,987 SH   SOLE   1,301,987 0 0
LINDE PLC SHS G5494J103 25,173 129,945 SH   SOLE   129,945 0 0
LIVANOVA PLC SHS G5509L101 1,033 14,000 SH   SOLE   14,000 0 0
MEDTRONIC PLC SHS G5960L103 35,034 322,538 SH   SOLE   322,538 0 0
APTIV PLC SHS G6095L109 19,374 221,622 SH   SOLE   221,622 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,818 85,544 SH   SOLE   85,544 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 2,682 51,800 SH   SOLE   51,800 0 0
NVENT ELECTRIC PLC SHS G6700G107 994 45,102 SH   SOLE   45,102 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,476 12,800 SH   SOLE   12,800 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,063 56,940 SH   SOLE   56,940 0 0
PENTAIR PLC SHS G7S00T104 1,527 40,402 SH   SOLE   40,402 0 0
STERIS PLC SHS USD G8473T100 3,554 24,600 SH   SOLE   24,600 0 0
TECHNIPFMC PLC COM G87110105 2,436 100,900 SH   SOLE   100,900 0 0
THIRD PT REINS LTD COM G8827U100 41,958 4,200,000 SH   SOLE   4,200,000 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,978 30,978 SH   SOLE   30,978 0 0
PERRIGO CO PLC SHS G97822103 1,829 32,722 SH   SOLE   32,722 0 0
CHUBB LIMITED COM H1467J104 17,690 109,577 SH   SOLE   109,577 0 0
GARMIN LTD SHS H2906T109 2,944 34,762 SH   SOLE   34,762 0 0
TE CONNECTIVITY LTD REG SHS H84989104 7,527 80,776 SH   SOLE   80,776 0 0
TRANSOCEAN LTD REG SHS H8817H100 746 166,900 SH   SOLE   166,900 0 0
CORE LABORATORIES N V COM N22717107 601 12,900 SH   SOLE   12,900 0 0
LYONDELLBASELL INDUSTRIES N SHS A N53745100 45,514 508,704 SH   SOLE   508,704 0 0
MYLAN N V SHS EURO N59465109 2,453 124,009 SH   SOLE   124,009 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,471 41,272 SH   SOLE   41,272 0 0