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 9,389 177,490 SH   SOLE   177,490 0 0
AGCO CORP COM 001084102 1,421 18,400 SH   SOLE   18,400 0 0
AGNC INVT CORP COM 00123Q104 366,542 20,732,030 SH   SOLE   20,732,030 0 0
AES CORP COM 00130H105 3,196 160,605 SH   SOLE   160,605 0 0
AMC NETWORKS INC CL A 00164V103 512 12,950 SH   SOLE   12,950 0 0
ASGN INC COM 00191U102 1,100 15,500 SH   SOLE   15,500 0 0
ATT INC COM 00206R102 69,044 1,766,732 SH   SOLE   1,766,732 0 0
AARONS INC COM PAR 050 002535300 1,131 19,800 SH   SOLE   19,800 0 0
ABBOTT LABS COM 002824100 37,128 427,443 SH   SOLE   427,443 0 0
ABBVIE INC COM 00287Y109 73,267 827,503 SH   SOLE   827,503 0 0
ABIOMED INC COM 003654100 1,859 10,900 SH   SOLE   10,900 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 867 26,100 SH   SOLE   26,100 0 0
ACI WORLDWIDE INC COM 004498101 1,290 34,050 SH   SOLE   34,050 0 0
ACTIVISION BLIZZARD INC COM 00507V109 11,043 185,844 SH   SOLE   185,844 0 0
ACUITY BRANDS INC COM 00508Y102 1,615 11,700 SH   SOLE   11,700 0 0
ADOBE INC COM 00724F101 38,605 117,053 SH   SOLE   117,053 0 0
ADTALEM GLOBAL ED INC COM 00737L103 556 15,900 SH   SOLE   15,900 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,686 16,768 SH   SOLE   16,768 0 0
AECOM COM 00766T100 1,993 46,200 SH   SOLE   46,200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 36,656 799,300 SH   SOLE   799,300 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 1,229 14,500 SH   SOLE   14,500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,387 74,869 SH   SOLE   74,869 0 0
AIR PRODS CHEMS INC COM 009158106 40,724 173,302 SH   SOLE   173,302 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,379 39,123 SH   SOLE   39,123 0 0
ALASKA AIR GROUP INC COM 011659109 2,019 29,796 SH   SOLE   29,796 0 0
ALBEMARLE CORP COM 012653101 1,873 25,640 SH   SOLE   25,640 0 0
ALEXANDER BALDWIN INC NEW COM 014491104 414 19,739 SH   SOLE   19,739 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,492 27,800 SH   SOLE   27,800 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 29,144 269,478 SH   SOLE   269,478 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 24,923 117,506 SH   SOLE   117,506 0 0
ALIGN TECHNOLOGY INC COM 016255101 4,827 17,300 SH   SOLE   17,300 0 0
ALLEGHANY CORP DEL COM 017175100 3,358 4,200 SH   SOLE   4,200 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 766 37,100 SH   SOLE   37,100 0 0
ALLETE INC COM NEW 018522300 1,234 15,200 SH   SOLE   15,200 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,111 9,903 SH   SOLE   9,903 0 0
ALLIANT ENERGY CORP COM 018802108 3,182 58,156 SH   SOLE   58,156 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 469 47,800 SH   SOLE   47,800 0 0
ALLSTATE CORP COM 020002101 8,809 78,337 SH   SOLE   78,337 0 0
ALPHABET INC CAP STK CL C 02079K107 96,689 72,317 SH   SOLE   72,317 0 0
ALPHABET INC CAP STK CL A 02079K305 143,634 107,238 SH   SOLE   107,238 0 0
ALTRIA GROUP INC COM 02209S103 73,947 1,481,602 SH   SOLE   1,481,602 0 0
ALTUS MIDSTREAM CO CL A 02215L100 10,010 3,500,000 SH   SOLE   3,500,000 0 0
AMAZON COM INC COM 023135106 243,364 131,702 SH   SOLE   131,702 0 0
AMEDISYS INC COM 023436108 1,586 9,500 SH   SOLE   9,500 0 0
AMEREN CORP COM 023608102 4,571 59,522 SH   SOLE   59,522 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,703 94,256 SH   SOLE   94,256 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,900 40,400 SH   SOLE   40,400 0 0
AMERICAN ELEC PWR CO INC COM 025537101 11,292 119,481 SH   SOLE   119,481 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 688 46,775 SH   SOLE   46,775 0 0
AMERICAN EXPRESS CO COM 025816109 20,200 162,259 SH   SOLE   162,259 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,411 21,990 SH   SOLE   21,990 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 10,797 210,352 SH   SOLE   210,352 0 0
AMERICAN TOWER CORP NEW COM 03027X100 24,620 107,126 SH   SOLE   107,126 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,372 43,728 SH   SOLE   43,728 0 0
AMERIPRISE FINL INC COM 03076C106 5,100 30,616 SH   SOLE   30,616 0 0
AMETEK INC NEW COM 031100100 5,514 55,284 SH   SOLE   55,284 0 0
AMGEN INC COM 031162100 67,137 278,494 SH   SOLE   278,494 0 0
AMPHENOL CORP NEW CL A 032095101 7,766 71,752 SH   SOLE   71,752 0 0
ANALOG DEVICES INC COM 032654105 10,588 89,095 SH   SOLE   89,095 0 0
ANAPLAN INC COM 03272L108 662 12,638 SH   SOLE   12,638 0 0
ANNALY CAP MGMT INC COM 035710409 157,314 16,700,000 SH   SOLE   16,700,000 0 0
ANSYS INC COM 03662Q105 5,328 20,700 SH   SOLE   20,700 0 0
ANTHEM INC COM 036752103 18,528 61,344 SH   SOLE   61,344 0 0
ANTERO MIDSTREAM CORP COM 03676B102 663 87,400 SH   SOLE   87,400 0 0
APACHE CORP COM 037411105 2,326 90,894 SH   SOLE   90,894 0 0
APARTMENT INVT MGMT CO CL A 03748R754 1,862 36,050 SH   SOLE   36,050 0 0
APERGY CORP COM 03755L104 771 22,831 SH   SOLE   22,831 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 99,863 5,459,968 SH   SOLE   5,459,968 0 0
APPLE INC COM 037833100 336,608 1,146,291 SH   SOLE   1,146,291 0 0
APPLIED MATLS INC COM 038222105 13,637 223,409 SH   SOLE   223,409 0 0
APTARGROUP INC COM 038336103 2,174 18,800 SH   SOLE   18,800 0 0
AQUA AMERICA INC COM 03836W103 2,981 63,516 SH   SOLE   63,516 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6,239 134,600 SH   SOLE   134,600 0 0
ARCONIC INC COM 03965L100 2,884 93,734 SH   SOLE   93,734 0 0
ARISTA NETWORKS INC COM 040413106 2,665 13,100 SH   SOLE   13,100 0 0
ARROW ELECTRS INC COM 042735100 2,031 23,962 SH   SOLE   23,962 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,871 29,500 SH   SOLE   29,500 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,359 17,753 SH   SOLE   17,753 0 0
ASSOCIATED BANC CORP COM 045487105 1,033 46,889 SH   SOLE   46,889 0 0
ASSURANT INC COM 04621X108 1,921 14,657 SH   SOLE   14,657 0 0
ATMOS ENERGY CORP COM 049560105 3,233 28,900 SH   SOLE   28,900 0 0
AUTODESK INC COM 052769106 9,764 53,220 SH   SOLE   53,220 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 55,017 322,681 SH   SOLE   322,681 0 0
AUTONATION INC COM 05329W102 841 17,300 SH   SOLE   17,300 0 0
AUTOZONE INC COM 053332102 41,891 35,164 SH   SOLE   35,164 0 0
AVALONBAY CMNTYS INC COM 053484101 7,093 33,823 SH   SOLE   33,823 0 0
AVANOS MED INC COM 05350V106 466 13,820 SH   SOLE   13,820 0 0
AVERY DENNISON CORP COM 053611109 32,918 251,626 SH   SOLE   251,626 0 0
AVIS BUDGET GROUP INC COM 053774105 538 16,700 SH   SOLE   16,700 0 0
AVNET INC COM 053807103 1,262 29,740 SH   SOLE   29,740 0 0
AXON ENTERPRISE INC COM 05464C101 1,282 17,500 SH   SOLE   17,500 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 816 35,900 SH   SOLE   35,900 0 0
BAIDU INC SPON ADR REP A 056752108 427 3,380 SH   SOLE   3,380 0 0
BAKER HUGHES COMPANY CL A 05722G100 4,029 157,201 SH   SOLE   157,201 0 0
BALL CORP COM 058498106 5,119 79,152 SH   SOLE   79,152 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 886 28,200 SH   SOLE   28,200 0 0
BANK AMER CORP COM 060505104 68,958 1,957,935 SH   SOLE   1,957,935 0 0
BANK HAWAII CORP COM 062540109 1,131 11,890 SH   SOLE   11,890 0 0
BANK NEW YORK MELLON CORP COM 064058100 10,214 202,948 SH   SOLE   202,948 0 0
BANK OZK COM 06417N103 1,086 35,600 SH   SOLE   35,600 0 0
BAXTER INTL INC COM 071813109 10,329 123,522 SH   SOLE   123,522 0 0
BECTON DICKINSON CO COM 075887109 17,801 65,453 SH   SOLE   65,453 0 0
BED BATH BEYOND INC COM 075896100 644 37,200 SH   SOLE   37,200 0 0
BELDEN INC COM 077454106 627 11,400 SH   SOLE   11,400 0 0
BERKLEY W R CORP COM 084423102 2,428 35,132 SH   SOLE   35,132 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 39,392 116 SH   SOLE   116 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 168,860 745,519 SH   SOLE   745,519 0 0
BEST BUY INC COM 086516101 4,838 55,104 SH   SOLE   55,104 0 0
BIO RAD LABS INC CL A 090572207 2,368 6,400 SH   SOLE   6,400 0 0
BIOGEN INC COM 09062X103 12,960 43,677 SH   SOLE   43,677 0 0
BIO TECHNE CORP COM 09073M104 2,459 11,200 SH   SOLE   11,200 0 0
BLACK HILLS CORP COM 092113109 1,421 18,090 SH   SOLE   18,090 0 0
BLACKBAUD INC COM 09227Q100 1,154 14,500 SH   SOLE   14,500 0 0
BLACKROCK INC COM 09247X101 14,317 28,480 SH   SOLE   28,480 0 0
BLACKROCK TCP CAP CORP COM 09259E108 21,750 1,548,039 SH   SOLE   1,548,039 0 0
BLOCK H R INC COM 093671105 30,477 1,297,998 SH   SOLE   1,297,998 0 0
BOEING CO COM 097023105 42,137 129,350 SH   SOLE   129,350 0 0
BOOKING HLDGS INC COM 09857L108 59,815 29,125 SH   SOLE   29,125 0 0
BORGWARNER INC COM 099724106 2,164 49,896 SH   SOLE   49,896 0 0
BOSTON BEER INC CL A 100557107 1,020 2,700 SH   SOLE   2,700 0 0
BOSTON PROPERTIES INC COM 101121101 4,788 34,728 SH   SOLE   34,728 0 0
BOSTON SCIENTIFIC CORP COM 101137107 15,243 337,096 SH   SOLE   337,096 0 0
BOYD GAMING CORP COM 103304101 707 23,600 SH   SOLE   23,600 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,262 32,180 SH   SOLE   32,180 0 0
BRINKER INTL INC COM 109641100 457 10,877 SH   SOLE   10,877 0 0
BRINKS CO COM 109696104 1,333 14,700 SH   SOLE   14,700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 36,394 566,969 SH   SOLE   566,969 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,893 87,600 SH   SOLE   87,600 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,422 27,700 SH   SOLE   27,700 0 0
BROADCOM INC COM 11135F101 30,331 95,978 SH   SOLE   95,978 0 0
BROWN BROWN INC COM 115236101 2,716 68,800 SH   SOLE   68,800 0 0
BROWN FORMAN CORP CL B 115637209 2,981 44,092 SH   SOLE   44,092 0 0
BRUNSWICK CORP COM 117043109 1,440 24,000 SH   SOLE   24,000 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 3,216 26,800 SH   SOLE   26,800 0 0
CBRE GROUP INC CL A 12504L109 4,960 80,932 SH   SOLE   80,932 0 0
CDK GLOBAL INC COM 12508E101 1,952 35,700 SH   SOLE   35,700 0 0
CDW CORP COM 12514G108 4,957 34,700 SH   SOLE   34,700 0 0
CF INDS HLDGS INC COM 125269100 2,512 52,625 SH   SOLE   52,625 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,559 32,729 SH   SOLE   32,729 0 0
CIGNA CORP NEW COM 125523100 18,459 90,270 SH   SOLE   90,270 0 0
CME GROUP INC COM 12572Q105 17,398 86,677 SH   SOLE   86,677 0 0
CMS ENERGY CORP COM 125896100 4,313 68,635 SH   SOLE   68,635 0 0
CNO FINL GROUP INC COM 12621E103 807 44,500 SH   SOLE   44,500 0 0
CSX CORP COM 126408103 13,606 188,031 SH   SOLE   188,031 0 0
CNX RESOURCES CORPORATION COM 12653C108 481 54,400 SH   SOLE   54,400 0 0
CVS HEALTH CORP COM 126650100 24,727 332,844 SH   SOLE   332,844 0 0
CABLE ONE INC COM 12685J105 2,233 1,500 SH   SOLE   1,500 0 0
CABOT CORP COM 127055101 797 16,780 SH   SOLE   16,780 0 0
CABOT OIL GAS CORP COM 127097103 1,717 98,632 SH   SOLE   98,632 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 1,241 8,600 SH   SOLE   8,600 0 0
CACI INTL INC CL A 127190304 1,850 7,400 SH   SOLE   7,400 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 4,710 67,900 SH   SOLE   67,900 0 0
CAESARS ENTMT CORP COM COM 127686103 2,233 164,200 SH   SOLE   164,200 0 0
CAMDEN PPTY TR SH BEN INT 133131102 3,024 28,500 SH   SOLE   28,500 0 0
CAMPBELL SOUP CO COM 134429109 2,019 40,859 SH   SOLE   40,859 0 0
CANTEL MEDICAL CORP COM 138098108 780 11,000 SH   SOLE   11,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 11,593 112,648 SH   SOLE   112,648 0 0
CARLISLE COS INC COM 142339100 2,706 16,720 SH   SOLE   16,720 0 0
CARMAX INC COM 143130102 3,490 39,805 SH   SOLE   39,805 0 0
CARNIVAL CORP UNIT 99999999 143658300 4,923 96,860 SH   SOLE   96,860 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 697 14,000 SH   SOLE   14,000 0 0
CARTERS INC COM 146229109 1,421 13,000 SH   SOLE   13,000 0 0
CASEYS GEN STORES INC COM 147528103 1,717 10,800 SH   SOLE   10,800 0 0
CATALENT INC COM 148806102 2,427 43,100 SH   SOLE   43,100 0 0
CATERPILLAR INC DEL COM 149123101 19,740 133,666 SH   SOLE   133,666 0 0
CATHAY GEN BANCORP COM 149150104 849 22,300 SH   SOLE   22,300 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 14,414 260,000 SH   SOLE   260,000 0 0
CELANESE CORP DEL COM 150870103 3,595 29,200 SH   SOLE   29,200 0 0
CENTENE CORP DEL COM 15135B101 6,290 100,048 SH   SOLE   100,048 0 0
CENTERPOINT ENERGY INC COM 15189T107 3,312 121,462 SH   SOLE   121,462 0 0
CENTURYLINK INC COM 156700106 3,134 237,276 SH   SOLE   237,276 0 0
CERIDIAN HCM HLDG INC COM 15677J108 2,016 29,700 SH   SOLE   29,700 0 0
CERNER CORP COM 156782104 5,575 75,968 SH   SOLE   75,968 0 0
CHARLES RIV LABS INTL INC COM 159864107 2,200 14,400 SH   SOLE   14,400 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 18,385 37,900 SH   SOLE   37,900 0 0
CHEESECAKE FACTORY INC COM 163072101 470 12,099 SH   SOLE   12,099 0 0
CHEMED CORP NEW COM 16359R103 2,065 4,700 SH   SOLE   4,700 0 0
CHEMOURS CO COM 163851108 870 48,100 SH   SOLE   48,100 0 0
CHESAPEAKE ENERGY CORP COM 165167107 270 327,200 SH   SOLE   327,200 0 0
CHEVRON CORP NEW COM 166764100 55,105 457,268 SH   SOLE   457,268 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,140 6,140 SH   SOLE   6,140 0 0
CHOICE HOTELS INTL INC COM 169905106 962 9,300 SH   SOLE   9,300 0 0
CHURCH DWIGHT INC COM 171340102 4,173 59,324 SH   SOLE   59,324 0 0
CHURCHILL DOWNS INC COM 171484108 1,433 10,442 SH   SOLE   10,442 0 0
CIENA CORP COM NEW 171779309 1,942 45,500 SH   SOLE   45,500 0 0
CIMAREX ENERGY CO COM 171798101 1,290 24,580 SH   SOLE   24,580 0 0
CINCINNATI FINL CORP COM 172062101 3,861 36,721 SH   SOLE   36,721 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,063 31,400 SH   SOLE   31,400 0 0
CIRRUS LOGIC INC COM 172755100 1,401 17,000 SH   SOLE   17,000 0 0
CISCO SYS INC COM 17275R102 95,804 1,997,591 SH   SOLE   1,997,591 0 0
CINTAS CORP COM 172908105 26,980 100,267 SH   SOLE   100,267 0 0
CITIGROUP INC COM NEW 172967424 42,178 527,956 SH   SOLE   527,956 0 0
CITIZENS FINL GROUP INC COM 174610105 4,268 105,100 SH   SOLE   105,100 0 0
CITRIX SYS INC COM 177376100 3,280 29,574 SH   SOLE   29,574 0 0
CLEAN HARBORS INC COM 184496107 1,295 15,100 SH   SOLE   15,100 0 0
CLOROX CO DEL COM 189054109 4,663 30,370 SH   SOLE   30,370 0 0
COCA COLA CO COM 191216100 51,616 932,538 SH   SOLE   932,538 0 0
COGNEX CORP COM 192422103 2,819 50,300 SH   SOLE   50,300 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 39,411 635,454 SH   SOLE   635,454 0 0
COHERENT INC COM 192479103 1,181 7,100 SH   SOLE   7,100 0 0
COLFAX CORP COM 194014106 895 24,600 SH   SOLE   24,600 0 0
COLGATE PALMOLIVE CO COM 194162103 14,269 207,284 SH   SOLE   207,284 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 852 8,500 SH   SOLE   8,500 0 0
COMCAST CORP NEW CL A 20030N101 99,263 2,207,322 SH   SOLE   2,207,322 0 0
COMERICA INC COM 200340107 2,502 34,876 SH   SOLE   34,876 0 0
COMMERCE BANCSHARES INC COM 200525103 2,075 30,538 SH   SOLE   30,538 0 0
COMMERCIAL METALS CO COM 201723103 777 34,900 SH   SOLE   34,900 0 0
COMMVAULT SYSTEMS INC COM 204166102 554 12,400 SH   SOLE   12,400 0 0
COMPASS MINERALS INTL INC COM 20451N101 610 10,000 SH   SOLE   10,000 0 0
CONAGRA BRANDS INC COM 205887102 4,029 117,671 SH   SOLE   117,671 0 0
CONCHO RES INC COM 20605P101 4,259 48,632 SH   SOLE   48,632 0 0
CONOCOPHILLIPS COM 20825C104 17,256 265,355 SH   SOLE   265,355 0 0
CONSOLIDATED EDISON INC COM 209115104 7,276 80,428 SH   SOLE   80,428 0 0
CONSTELLATION BRANDS INC CL A 21036P108 7,680 40,475 SH   SOLE   40,475 0 0
COOPER COS INC COM NEW 216648402 3,864 12,028 SH   SOLE   12,028 0 0
COPART INC COM 217204106 4,502 49,500 SH   SOLE   49,500 0 0
CORESITE RLTY CORP COM 21870Q105 1,245 11,100 SH   SOLE   11,100 0 0
CORELOGIC INC COM 21871D103 1,023 23,400 SH   SOLE   23,400 0 0
CORNING INC COM 219350105 5,414 185,969 SH   SOLE   185,969 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 970 33,000 SH   SOLE   33,000 0 0
CORTEVA INC COM 22052L104 5,351 181,011 SH   SOLE   181,011 0 0
COSTCO WHSL CORP NEW COM 22160K105 31,401 106,836 SH   SOLE   106,836 0 0
COTY INC COM CL A 222070203 804 71,489 SH   SOLE   71,489 0 0
COUSINS PPTYS INC COM NEW 222795502 1,781 43,220 SH   SOLE   43,220 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,092 7,100 SH   SOLE   7,100 0 0
CRANE CO COM 224399105 1,298 15,032 SH   SOLE   15,032 0 0
CREE INC COM 225447101 1,546 33,500 SH   SOLE   33,500 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 5,362 107,510 SH   SOLE   107,510 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 14,289 100,524 SH   SOLE   100,524 0 0
CULLEN FROST BANKERS INC COM 229899109 1,643 16,800 SH   SOLE   16,800 0 0
CUMMINS INC COM 231021106 6,633 37,064 SH   SOLE   37,064 0 0
CURTISS WRIGHT CORP COM 231561101 1,775 12,600 SH   SOLE   12,600 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,536 108,700 SH   SOLE   108,700 0 0
CYRUSONE INC COM 23283R100 2,179 33,300 SH   SOLE   33,300 0 0
D R HORTON INC COM 23331A109 4,276 81,060 SH   SOLE   81,060 0 0
DTE ENERGY CO COM 233331107 6,029 46,423 SH   SOLE   46,423 0 0
DXC TECHNOLOGY CO COM 23355L106 2,327 61,900 SH   SOLE   61,900 0 0
DANA INCORPORATED COM 235825205 772 42,400 SH   SOLE   42,400 0 0
DANAHER CORPORATION COM 235851102 23,723 154,567 SH   SOLE   154,567 0 0
DARDEN RESTAURANTS INC COM 237194105 3,232 29,653 SH   SOLE   29,653 0 0
DAVITA INC COM 23918K108 1,625 21,658 SH   SOLE   21,658 0 0
DECKERS OUTDOOR CORP COM 243537107 1,385 8,200 SH   SOLE   8,200 0 0
DEERE CO COM 244199105 13,194 76,154 SH   SOLE   76,154 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 8,142 139,232 SH   SOLE   139,232 0 0
DELUXE CORP COM 248019101 617 12,362 SH   SOLE   12,362 0 0
DENTSPLY SIRONA INC COM 24906P109 3,043 53,766 SH   SOLE   53,766 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,430 93,563 SH   SOLE   93,563 0 0
DIAMONDBACK ENERGY INC COM 25278X109 3,617 38,946 SH   SOLE   38,946 0 0
DICKS SPORTING GOODS INC COM 253393102 925 18,700 SH   SOLE   18,700 0 0
DIGITAL RLTY TR INC COM 253868103 6,042 50,460 SH   SOLE   50,460 0 0
DILLARDS INC CL A 254067101 213 2,900 SH   SOLE   2,900 0 0
DISNEY WALT CO COM DISNEY 254687106 63,043 435,891 SH   SOLE   435,891 0 0
DISCOVER FINL SVCS COM 254709108 6,433 75,843 SH   SOLE   75,843 0 0
DISCOVERY INC COM SER A 25470F104 1,252 38,249 SH   SOLE   38,249 0 0
DISCOVERY INC COM SER C 25470F302 2,474 81,146 SH   SOLE   81,146 0 0
DISH NETWORK CORP CL A 25470M109 2,196 61,900 SH   SOLE   61,900 0 0
DOLLAR GEN CORP NEW COM 256677105 43,915 281,542 SH   SOLE   281,542 0 0
DOLLAR TREE INC COM 256746108 5,381 57,210 SH   SOLE   57,210 0 0
DOMINION ENERGY INC COM 25746U109 16,486 199,054 SH   SOLE   199,054 0 0
DOMINOS PIZZA INC COM 25754A201 3,525 12,000 SH   SOLE   12,000 0 0
DOMTAR CORP COM NEW 257559203 646 16,900 SH   SOLE   16,900 0 0
DONALDSON INC COM 257651109 2,145 37,220 SH   SOLE   37,220 0 0
DOUGLAS EMMETT INC COM 25960P109 2,129 48,500 SH   SOLE   48,500 0 0
DOVER CORP COM 260003108 4,053 35,162 SH   SOLE   35,162 0 0
DOW INC COM 260557103 9,817 179,378 SH   SOLE   179,378 0 0
DUKE REALTY CORP COM NEW 264411505 3,082 88,900 SH   SOLE   88,900 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 16,085 176,351 SH   SOLE   176,351 0 0
DUNKIN BRANDS GROUP INC COM 265504100 1,843 24,400 SH   SOLE   24,400 0 0
DUPONT DE NEMOURS INC COM 26614N102 43,772 681,811 SH   SOLE   681,811 0 0
DYCOM INDS INC COM 267475101 429 9,100 SH   SOLE   9,100 0 0
EOG RES INC COM 26875P101 11,787 140,728 SH   SOLE   140,728 0 0
EQT CORP COM 26884L109 820 75,270 SH   SOLE   75,270 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,632 23,100 SH   SOLE   23,100 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 4,487 150,000 SH   SOLE   150,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 2,480 54,658 SH   SOLE   54,658 0 0
EAGLE MATERIALS INC COM 26969P108 1,115 12,300 SH   SOLE   12,300 0 0
EAST WEST BANCORP INC COM 27579R104 2,089 42,900 SH   SOLE   42,900 0 0
EASTGROUP PPTY INC COM 277276101 1,499 11,300 SH   SOLE   11,300 0 0
EASTMAN CHEMICAL CO COM 277432100 2,605 32,870 SH   SOLE   32,870 0 0
EATON VANCE CORP COM NON VTG 278265103 1,555 33,300 SH   SOLE   33,300 0 0
EBAY INC COM 278642103 6,678 184,942 SH   SOLE   184,942 0 0
ECOLAB INC COM 278865100 11,701 60,629 SH   SOLE   60,629 0 0
EDGEWELL PERS CARE CO COM 28035Q102 487 15,744 SH   SOLE   15,744 0 0
EDISON INTL COM 281020107 6,537 86,684 SH   SOLE   86,684 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 11,771 50,456 SH   SOLE   50,456 0 0
ELDORADO RESORTS INC COM 28470R102 1,145 19,200 SH   SOLE   19,200 0 0
ELECTRONIC ARTS INC COM 285512109 7,591 70,606 SH   SOLE   70,606 0 0
ELLINGTON FINANCIAL INC COM 28852N109 26,813 1,462,778 SH   SOLE   1,462,778 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 6,293 580,000 SH   SOLE   580,000 0 0
EMCOR GROUP INC COM 29084Q100 1,424 16,500 SH   SOLE   16,500 0 0
EMERSON ELEC CO COM 291011104 11,235 147,323 SH   SOLE   147,323 0 0
ENCOMPASS HEALTH CORP COM 29261A100 2,009 29,000 SH   SOLE   29,000 0 0
ENERGY FOCUS INC COM NEW 29268T300 258 545,283 SH   SOLE   545,283 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 951 18,944 SH   SOLE   18,944 0 0
ENERSYS COM 29275Y102 928 12,400 SH   SOLE   12,400 0 0
ENTERGY CORP NEW COM 29364G103 5,764 48,115 SH   SOLE   48,115 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,057 73,061 SH   SOLE   73,061 0 0
EPAM SYS INC COM 29414B104 36,067 170,000 SH   SOLE   170,000 0 0
EQUIFAX INC COM 294429105 4,098 29,246 SH   SOLE   29,246 0 0
EQUINIX INC COM 29444U700 12,046 20,638 SH   SOLE   20,638 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 801 59,936 SH   SOLE   59,936 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,830 84,403 SH   SOLE   84,403 0 0
ESSEX PPTY TR INC COM 297178105 4,814 16,002 SH   SOLE   16,002 0 0
ETSY INC COM 29786A106 1,546 34,900 SH   SOLE   34,900 0 0
EURONET WORLDWIDE INC COM 298736109 35,582 225,830 SH   SOLE   225,830 0 0
EVERCORE INC CLASS A 29977A105 860 11,500 SH   SOLE   11,500 0 0
EVERGY INC COM 30034W106 3,586 55,100 SH   SOLE   55,100 0 0
EVERSOURCE ENERGY COM 30040W108 6,658 78,264 SH   SOLE   78,264 0 0
EVOKE PHARMA INC COM 30049G104 648 400,000 SH   SOLE   400,000 0 0
EXELON CORP COM 30161N101 170,283 3,735,097 SH   SOLE   3,735,097 0 0
EXELIXIS INC COM 30161Q104 1,575 89,400 SH   SOLE   89,400 0 0
EXPEDIA GROUP INC COM NEW 30212P303 3,653 33,784 SH   SOLE   33,784 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,214 41,199 SH   SOLE   41,199 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,311 31,348 SH   SOLE   31,348 0 0
EXXON MOBIL CORP COM 30231G102 71,408 1,023,332 SH   SOLE   1,023,332 0 0
FLIR SYS INC COM 302445101 1,691 32,485 SH   SOLE   32,485 0 0
F M C CORP COM NEW 302491303 41,149 412,234 SH   SOLE   412,234 0 0
FNB CORP PA COM 302520101 1,214 95,600 SH   SOLE   95,600 0 0
FTI CONSULTING INC COM 302941109 1,228 11,100 SH   SOLE   11,100 0 0
FACEBOOK INC CL A 30303M102 146,543 713,974 SH   SOLE   713,974 0 0
FACTSET RESH SYS INC COM 303075105 3,005 11,200 SH   SOLE   11,200 0 0
FAIR ISAAC CORP COM 303250104 3,185 8,500 SH   SOLE   8,500 0 0
FASTENAL CO COM 311900104 5,124 138,672 SH   SOLE   138,672 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,190 17,016 SH   SOLE   17,016 0 0
FEDERATED INVS INC PA CL B 314211103 922 28,300 SH   SOLE   28,300 0 0
FEDEX CORP COM 31428X106 8,772 58,012 SH   SOLE   58,012 0 0
F5 NETWORKS INC COM 315616102 2,049 14,672 SH   SOLE   14,672 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 42,931 308,656 SH   SOLE   308,656 0 0
FIFTH THIRD BANCORP COM 316773100 5,276 171,649 SH   SOLE   171,649 0 0
FIRST AMERN FINL CORP COM 31847R102 1,930 33,100 SH   SOLE   33,100 0 0
FIRST FINL BANKSHARES COM 32020R109 1,404 40,000 SH   SOLE   40,000 0 0
FIRST HORIZON NATL CORP COM 320517105 1,517 91,583 SH   SOLE   91,583 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,552 37,400 SH   SOLE   37,400 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 4,792 40,800 SH   SOLE   40,800 0 0
FIRST SOLAR INC COM 336433107 23,194 414,473 SH   SOLE   414,473 0 0
FIRSTCASH INC COM 33767D105 1,016 12,600 SH   SOLE   12,600 0 0
FISERV INC COM 337738108 44,819 387,606 SH   SOLE   387,606 0 0
FIRSTENERGY CORP COM 337932107 6,350 130,653 SH   SOLE   130,653 0 0
FIVE BELOW INC COM 33829M101 2,097 16,400 SH   SOLE   16,400 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 33,836 117,600 SH   SOLE   117,600 0 0
FLUOR CORP NEW COM 343412102 779 41,253 SH   SOLE   41,253 0 0
FLOWERS FOODS INC COM 343498101 1,232 56,650 SH   SOLE   56,650 0 0
FLOWSERVE CORP COM 34354P105 1,576 31,675 SH   SOLE   31,675 0 0
FOOT LOCKER INC COM 344849104 1,229 31,528 SH   SOLE   31,528 0 0
FORD MTR CO DEL COM 345370860 8,759 941,790 SH   SOLE   941,790 0 0
FORTINET INC COM 34959E109 3,662 34,300 SH   SOLE   34,300 0 0
FORTIVE CORP COM 34959J108 5,456 71,419 SH   SOLE   71,419 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 73,801 3,776,923 SH   SOLE   3,776,923 0 0
FORTUNE BRANDS HOME SEC IN COM 34964C106 2,200 33,664 SH   SOLE   33,664 0 0
FOX CORP CL A COM 35137L105 3,180 85,780 SH   SOLE   85,780 0 0
FOX CORP CL B COM 35137L204 1,430 39,285 SH   SOLE   39,285 0 0
FRANKLIN RES INC COM 354613101 1,753 67,460 SH   SOLE   67,460 0 0
FREEPORT MCMORAN INC CL B 35671D857 4,604 350,923 SH   SOLE   350,923 0 0
FULTON FINL CORP PA COM 360271100 842 48,300 SH   SOLE   48,300 0 0
GATX CORP COM 361448103 853 10,290 SH   SOLE   10,290 0 0
GALLAGHER ARTHUR J CO COM 363576109 4,300 45,152 SH   SOLE   45,152 0 0
GAP INC COM 364760108 910 51,446 SH   SOLE   51,446 0 0
GARTNER INC COM 366651107 3,328 21,599 SH   SOLE   21,599 0 0
GENERAL DYNAMICS CORP COM 369550108 9,986 56,627 SH   SOLE   56,627 0 0
GENERAL ELECTRIC CO COM 369604103 24,671 2,210,628 SH   SOLE   2,210,628 0 0
GENERAL MLS INC COM 370334104 49,143 917,538 SH   SOLE   917,538 0 0
GENERAL MTRS CO COM 37045V100 11,131 304,120 SH   SOLE   304,120 0 0
GENTEX CORP COM 371901109 29,096 1,004,000 SH   SOLE   1,004,000 0 0
GENUINE PARTS CO COM 372460105 3,732 35,132 SH   SOLE   35,132 0 0
GENWORTH FINL INC COM CL A 37247D106 652 148,100 SH   SOLE   148,100 0 0
GILEAD SCIENCES INC COM 375558103 54,355 836,487 SH   SOLE   836,487 0 0
GLOBAL PMTS INC COM 37940X102 62,533 342,536 SH   SOLE   342,536 0 0
GLOBUS MED INC CL A 379577208 1,337 22,700 SH   SOLE   22,700 0 0
GLOBE LIFE INC COM 37959E102 2,538 24,110 SH   SOLE   24,110 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 17,716 77,050 SH   SOLE   77,050 0 0
GOODYEAR TIRE RUBR CO COM 382550101 1,064 68,416 SH   SOLE   68,416 0 0
GRACO INC COM 384109104 2,553 49,100 SH   SOLE   49,100 0 0
GRAHAM HLDGS CO COM 384637104 831 1,300 SH   SOLE   1,300 0 0
GRAINGER W W INC COM 384802104 3,557 10,507 SH   SOLE   10,507 0 0
GRAND CANYON ED INC COM 38526M106 1,360 14,200 SH   SOLE   14,200 0 0
GRANITE PT MTG TR INC COM 38741L107 29,408 1,600,000 SH   SOLE   1,600,000 0 0
GREAT AJAX CORP COM 38983D300 13,329 900,000 SH   SOLE   900,000 0 0
GREEN DOT CORP CL A 39304D102 322 13,800 SH   SOLE   13,800 0 0
GREIF INC CL A 397624107 340 7,700 SH   SOLE   7,700 0 0
GRUBHUB INC COM 400110102 1,308 26,900 SH   SOLE   26,900 0 0
HCA HEALTHCARE INC COM 40412C101 9,463 64,020 SH   SOLE   64,020 0 0
HNI CORP COM 404251100 466 12,440 SH   SOLE   12,440 0 0
HP INC COM 40434L105 7,366 358,425 SH   SOLE   358,425 0 0
HAEMONETICS CORP COM 405024100 1,712 14,900 SH   SOLE   14,900 0 0
HAIN CELESTIAL GROUP INC COM 405217100 613 23,600 SH   SOLE   23,600 0 0
HALLIBURTON CO COM 406216101 5,194 212,279 SH   SOLE   212,279 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,128 25,700 SH   SOLE   25,700 0 0
HANESBRANDS INC COM 410345102 1,299 87,492 SH   SOLE   87,492 0 0
HANOVER INS GROUP INC COM 410867105 1,579 11,550 SH   SOLE   11,550 0 0
HARLEY DAVIDSON INC COM 412822108 1,386 37,277 SH   SOLE   37,277 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,298 87,175 SH   SOLE   87,175 0 0
HASBRO INC COM 418056107 3,246 30,739 SH   SOLE   30,739 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,501 32,040 SH   SOLE   32,040 0 0
HEALTHCARE SVCS GRP INC COM 421906108 530 21,800 SH   SOLE   21,800 0 0
HEALTHCARE RLTY TR COM 421946104 1,315 39,400 SH   SOLE   39,400 0 0
HEALTHEQUITY INC COM 42226A107 1,548 20,900 SH   SOLE   20,900 0 0
HEALTHPEAK PPTYS INC COM 42250P103 4,125 119,667 SH   SOLE   119,667 0 0
HELMERICH PAYNE INC COM 423452101 1,190 26,192 SH   SOLE   26,192 0 0
HENRY JACK ASSOC INC COM 426281101 2,717 18,650 SH   SOLE   18,650 0 0
HERSHEY CO COM 427866108 5,274 35,882 SH   SOLE   35,882 0 0
HESS CORP COM 42809H107 4,183 62,605 SH   SOLE   62,605 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,964 312,997 SH   SOLE   312,997 0 0
HIGHWOODS PPTYS INC COM 431284108 1,492 30,500 SH   SOLE   30,500 0 0
HILL ROM HLDGS INC COM 431475102 2,231 19,650 SH   SOLE   19,650 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 7,564 68,200 SH   SOLE   68,200 0 0
HOLLYFRONTIER CORP COM 436106108 1,820 35,900 SH   SOLE   35,900 0 0
HOLOGIC INC COM 436440101 3,386 64,860 SH   SOLE   64,860 0 0
HOME BANCSHARES INC COM 436893200 898 45,700 SH   SOLE   45,700 0 0
HOME DEPOT INC COM 437076102 79,453 363,828 SH   SOLE   363,828 0 0
HONEYWELL INTL INC COM 438516106 30,586 172,800 SH   SOLE   172,800 0 0
HORMEL FOODS CORP COM 440452100 3,032 67,220 SH   SOLE   67,220 0 0
HOST HOTELS RESORTS INC COM 44107P104 3,217 173,400 SH   SOLE   173,400 0 0
HUBBELL INC COM 443510607 2,367 16,014 SH   SOLE   16,014 0 0
HUMANA INC COM 444859102 11,738 32,026 SH   SOLE   32,026 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,403 20,576 SH   SOLE   20,576 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,766 249,738 SH   SOLE   249,738 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,484 9,900 SH   SOLE   9,900 0 0
ICU MED INC COM 44930G107 1,067 5,700 SH   SOLE   5,700 0 0
IPG PHOTONICS CORP COM 44980X109 1,246 8,600 SH   SOLE   8,600 0 0
ISTAR INC COM 45031U101 1,638 112,881 SH   SOLE   112,881 0 0
ITT INC COM 45073V108 1,907 25,800 SH   SOLE   25,800 0 0
IDACORP INC COM 451107106 1,579 14,780 SH   SOLE   14,780 0 0
IDEX CORP COM 45167R104 3,165 18,400 SH   SOLE   18,400 0 0
IDEXX LABS INC COM 45168D104 5,405 20,700 SH   SOLE   20,700 0 0
ILLINOIS TOOL WKS INC COM 452308109 12,699 70,697 SH   SOLE   70,697 0 0
ILLUMINA INC COM 452327109 11,797 35,560 SH   SOLE   35,560 0 0
INCYTE CORP COM 45337C102 3,772 43,200 SH   SOLE   43,200 0 0
INGEVITY CORP COM 45688C107 1,075 12,300 SH   SOLE   12,300 0 0
INGREDION INC COM 457187102 1,822 19,600 SH   SOLE   19,600 0 0
INSPERITY INC COM 45778Q107 955 11,100 SH   SOLE   11,100 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,224 21,000 SH   SOLE   21,000 0 0
INTEL CORP COM 458140100 98,526 1,646,211 SH   SOLE   1,646,211 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 179 12,222 SH   SOLE   12,222 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 1,054 22,600 SH   SOLE   22,600 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 689 5,561 SH   SOLE   5,561 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,466 134,700 SH   SOLE   134,700 0 0
INTERDIGITAL INC COM 45867G101 490 9,000 SH   SOLE   9,000 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 728 16,900 SH   SOLE   16,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 28,710 214,187 SH   SOLE   214,187 0 0
INTERNATIONAL FLAVORS FRAGRA COM 459506101 3,334 25,842 SH   SOLE   25,842 0 0
INTL PAPER CO COM 460146103 4,369 94,873 SH   SOLE   94,873 0 0
INTERPUBLIC GROUP COS INC COM 460690100 38,132 1,650,729 SH   SOLE   1,650,729 0 0
INTUIT COM 461202103 16,497 62,984 SH   SOLE   62,984 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 34,268 57,968 SH   SOLE   57,968 0 0
IQVIA HLDGS INC COM 46266C105 38,952 252,100 SH   SOLE   252,100 0 0
IRON MTN INC NEW COM 46284V101 2,213 69,446 SH   SOLE   69,446 0 0
ISHARES TR CORE S P MCP ETF 464287507 32,621 158,491 SH   SOLE   158,491 0 0
JBG SMITH PPTYS COM 46590V100 1,385 34,725 SH   SOLE   34,725 0 0
JPMORGAN CHASE CO COM 46625H100 105,747 758,585 SH   SOLE   758,585 0 0
JABIL INC COM 466313103 1,690 40,900 SH   SOLE   40,900 0 0
JACK IN THE BOX INC COM 466367109 546 7,000 SH   SOLE   7,000 0 0
JACOBS ENGR GROUP INC COM 469814107 2,947 32,811 SH   SOLE   32,811 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,585 74,146 SH   SOLE   74,146 0 0
JETBLUE AWYS CORP COM 477143101 1,590 84,923 SH   SOLE   84,923 0 0
JOHNSON JOHNSON COM 478160104 119,900 821,964 SH   SOLE   821,964 0 0
JONES LANG LASALLE INC COM 48020Q107 2,646 15,200 SH   SOLE   15,200 0 0
J2 GLOBAL INC COM 48123V102 1,274 13,600 SH   SOLE   13,600 0 0
JUNIPER NETWORKS INC COM 48203R104 1,995 80,996 SH   SOLE   80,996 0 0
KAR AUCTION SVCS INC COM 48238T109 32,748 1,502,900 SH   SOLE   1,502,900 0 0
KBR INC COM 48242W106 1,273 41,742 SH   SOLE   41,742 0 0
KLA CORPORATION COM NEW 482480100 6,802 38,177 SH   SOLE   38,177 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,678 24,012 SH   SOLE   24,012 0 0
KB HOME COM 48666K109 864 25,200 SH   SOLE   25,200 0 0
KELLOGG CO COM 487836108 4,163 60,191 SH   SOLE   60,191 0 0
KEMPER CORP DEL COM 488401100 1,430 18,450 SH   SOLE   18,450 0 0
KENNAMETAL INC COM 489170100 899 24,360 SH   SOLE   24,360 0 0
KEYCORP NEW COM 493267108 4,822 238,227 SH   SOLE   238,227 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 29,291 285,400 SH   SOLE   285,400 0 0
KILROY RLTY CORP COM 49427F108 2,408 28,700 SH   SOLE   28,700 0 0
KIMBERLY CLARK CORP COM 494368103 11,409 82,946 SH   SOLE   82,946 0 0
KIMCO RLTY CORP COM 49446R109 2,115 102,138 SH   SOLE   102,138 0 0
KINDER MORGAN INC DEL COM 49456B101 9,972 471,056 SH   SOLE   471,056 0 0
KIRBY CORP COM 497266106 1,576 17,600 SH   SOLE   17,600 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,297 36,200 SH   SOLE   36,200 0 0
KOHLS CORP COM 500255104 1,932 37,910 SH   SOLE   37,910 0 0
KRAFT HEINZ CO COM 500754106 4,840 150,646 SH   SOLE   150,646 0 0
KROGER CO COM 501044101 5,623 193,976 SH   SOLE   193,976 0 0
L BRANDS INC COM 501797104 1,017 56,144 SH   SOLE   56,144 0 0
LKQ CORP COM 501889208 2,647 74,152 SH   SOLE   74,152 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 10,576 53,451 SH   SOLE   53,451 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,975 23,497 SH   SOLE   23,497 0 0
LAM RESEARCH CORP COM 512807108 10,252 35,060 SH   SOLE   35,060 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 2,258 25,300 SH   SOLE   25,300 0 0
LAMB WESTON HLDGS INC COM 513272104 3,037 35,300 SH   SOLE   35,300 0 0
LANCASTER COLONY CORP COM 513847103 932 5,820 SH   SOLE   5,820 0 0
LANDSTAR SYS INC COM 515098101 1,321 11,600 SH   SOLE   11,600 0 0
LAS VEGAS SANDS CORP COM 517834107 5,641 81,700 SH   SOLE   81,700 0 0
LAUDER ESTEE COS INC CL A 518439104 11,116 53,818 SH   SOLE   53,818 0 0
LEAR CORP COM COM NEW 521865204 2,223 16,200 SH   SOLE   16,200 0 0
LEGGETT PLATT INC COM 524660107 1,620 31,877 SH   SOLE   31,877 0 0
LEGG MASON INC COM 524901105 862 24,000 SH   SOLE   24,000 0 0
LEIDOS HLDGS INC COM 525327102 3,147 32,148 SH   SOLE   32,148 0 0
LENDINGTREE INC NEW COM 52603B107 698 2,300 SH   SOLE   2,300 0 0
LENNAR CORP CL A 526057104 3,775 67,658 SH   SOLE   67,658 0 0
LENNOX INTL INC COM 526107107 2,513 10,300 SH   SOLE   10,300 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,786 46,400 SH   SOLE   46,400 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 542 5,200 SH   SOLE   5,200 0 0
LIFE STORAGE INC COM 53223X107 1,483 13,700 SH   SOLE   13,700 0 0
LILLY ELI CO COM 532457108 26,856 204,338 SH   SOLE   204,338 0 0
LINCOLN ELEC HLDGS INC COM 533900106 1,741 18,000 SH   SOLE   18,000 0 0
LINCOLN NATL CORP IND COM 534187109 2,831 47,981 SH   SOLE   47,981 0 0
LITTELFUSE INC COM 537008104 1,377 7,200 SH   SOLE   7,200 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,437 34,100 SH   SOLE   34,100 0 0
LIVERAMP HLDGS INC COM 53815P108 957 19,900 SH   SOLE   19,900 0 0
LOCKHEED MARTIN CORP COM 539830109 68,928 177,019 SH   SOLE   177,019 0 0
LOEWS CORP COM 540424108 3,248 61,885 SH   SOLE   61,885 0 0
LOGMEIN INC COM 54142L109 1,235 14,402 SH   SOLE   14,402 0 0
LOUISIANA PAC CORP COM 546347105 1,027 34,599 SH   SOLE   34,599 0 0
LOWES COS INC COM 548661107 22,201 185,375 SH   SOLE   185,375 0 0
LUMENTUM HLDGS INC COM 55024U109 1,800 22,700 SH   SOLE   22,700 0 0
M T BK CORP COM 55261F104 5,410 31,870 SH   SOLE   31,870 0 0
MDU RES GROUP INC COM 552690109 1,752 58,962 SH   SOLE   58,962 0 0
MGM RESORTS INTERNATIONAL COM 552953101 4,142 124,500 SH   SOLE   124,500 0 0
MKS INSTRUMENT INC COM 55306N104 1,760 16,000 SH   SOLE   16,000 0 0
MSA SAFETY INC COM 553498106 1,327 10,500 SH   SOLE   10,500 0 0
MSC INDL DIRECT INC CL A 553530106 1,044 13,300 SH   SOLE   13,300 0 0
MSCI INC COM 55354G100 5,293 20,500 SH   SOLE   20,500 0 0
MACERICH CO COM 554382101 872 32,400 SH   SOLE   32,400 0 0
MACK CALI RLTY CORP COM 554489104 615 26,600 SH   SOLE   26,600 0 0
MACYS INC COM 55616P104 1,270 74,730 SH   SOLE   74,730 0 0
MANHATTAN ASSOCS INC COM 562750109 1,499 18,800 SH   SOLE   18,800 0 0
MANPOWERGROUP INC COM 56418H100 1,683 17,330 SH   SOLE   17,330 0 0
MARATHON OIL CORP COM 565849106 2,627 193,440 SH   SOLE   193,440 0 0
MARATHON PETE CORP COM 56585A102 9,460 157,016 SH   SOLE   157,016 0 0
MARKETAXESS HLDGS INC COM 57060D108 3,488 9,200 SH   SOLE   9,200 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1,416 11,000 SH   SOLE   11,000 0 0
MARSH MCLENNAN COS INC COM 571748102 13,603 122,101 SH   SOLE   122,101 0 0
MARRIOTT INTL INC NEW CL A 571903202 9,942 65,652 SH   SOLE   65,652 0 0
MARTIN MARIETTA MATLS INC COM 573284106 4,226 15,112 SH   SOLE   15,112 0 0
MASCO CORP COM 574599106 49,200 1,025,204 SH   SOLE   1,025,204 0 0
MASIMO CORP COM 574795100 2,276 14,400 SH   SOLE   14,400 0 0
MASTEC INC COM 576323109 1,136 17,700 SH   SOLE   17,700 0 0
MASTERCARD INC CL A 57636Q104 101,290 339,228 SH   SOLE   339,228 0 0
MATADOR RES CO COM 576485205 580 32,300 SH   SOLE   32,300 0 0
MATTEL INC COM 577081102 1,383 102,061 SH   SOLE   102,061 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4,023 65,400 SH   SOLE   65,400 0 0
MAXIMUS INC COM 577933104 34,487 463,600 SH   SOLE   463,600 0 0
MCCORMICK CO INC COM NON VTG 579780206 5,069 29,868 SH   SOLE   29,868 0 0
MCDONALDS CORP COM 580135101 35,996 182,157 SH   SOLE   182,157 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 3,215 152,300 SH   SOLE   152,300 0 0
MEDNAX INC COM 58502B106 689 24,800 SH   SOLE   24,800 0 0
MERCK CO INC COM 58933Y105 56,002 615,749 SH   SOLE   615,749 0 0
MERCURY SYS INC COM 589378108 1,126 16,300 SH   SOLE   16,300 0 0
MERCURY GENL CORP NEW COM 589400100 390 8,000 SH   SOLE   8,000 0 0
MEREDITH CORP COM 589433101 377 11,600 SH   SOLE   11,600 0 0
METLIFE INC COM 59156R108 9,638 189,085 SH   SOLE   189,085 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,633 5,840 SH   SOLE   5,840 0 0
MICROSOFT CORP COM 594918104 413,492 2,622,017 SH   SOLE   2,622,017 0 0
MICROVISION INC DEL COM NEW 594960304 3,115 4,326,199 SH   SOLE   4,326,199 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 6,050 57,772 SH   SOLE   57,772 0 0
MICRON TECHNOLOGY INC COM 595112103 14,399 267,744 SH   SOLE   267,744 0 0
MID AMER APT CMNTYS INC COM 59522J103 3,639 27,601 SH   SOLE   27,601 0 0
MILLER HERMAN INC COM 600544100 722 17,330 SH   SOLE   17,330 0 0
MINERALS TECHNOLOGIES INC COM 603158106 592 10,280 SH   SOLE   10,280 0 0
MODERNA INC COM 60770K107 3,384 173,017 SH   SOLE   173,017 0 0
MOHAWK INDS INC COM 608190104 1,955 14,336 SH   SOLE   14,336 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,510 18,500 SH   SOLE   18,500 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,447 45,399 SH   SOLE   45,399 0 0
MONDELEZ INTL INC CL A 609207105 19,182 348,256 SH   SOLE   348,256 0 0
MONOLITHIC PWR SYS INC COM 609839105 2,667 14,981 SH   SOLE   14,981 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 5,865 92,292 SH   SOLE   92,292 0 0
MOODYS CORP COM 615369105 25,525 107,515 SH   SOLE   107,515 0 0
MORGAN STANLEY COM NEW 617446448 15,206 297,455 SH   SOLE   297,455 0 0
MOSAIC CO NEW COM 61945C103 1,830 84,582 SH   SOLE   84,582 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,675 41,423 SH   SOLE   41,423 0 0
MURPHY OIL CORP COM 626717102 1,179 44,000 SH   SOLE   44,000 0 0
MURPHY USA INC COM 626755102 997 8,525 SH   SOLE   8,525 0 0
NCR CORP NEW COM 62886E108 1,320 37,540 SH   SOLE   37,540 0 0
NRG ENERGY INC COM NEW 629377508 2,420 60,868 SH   SOLE   60,868 0 0
NVR INC COM 62944T105 3,146 826 SH   SOLE   826 0 0
NASDAQ INC COM 631103108 2,968 27,711 SH   SOLE   27,711 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,181 25,380 SH   SOLE   25,380 0 0
NATIONAL INSTRS CORP COM 636518102 1,468 34,675 SH   SOLE   34,675 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,337 93,278 SH   SOLE   93,278 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 2,708 50,500 SH   SOLE   50,500 0 0
NAVIENT CORPORATION COM 63938C108 782 57,200 SH   SOLE   57,200 0 0
NEKTAR THERAPEUTICS COM 640268108 1,118 51,800 SH   SOLE   51,800 0 0
NETAPP INC COM 64110D104 3,436 55,191 SH   SOLE   55,191 0 0
NETFLIX INC COM 64110L106 34,309 106,034 SH   SOLE   106,034 0 0
NETSCOUT SYS INC COM 64115T104 467 19,400 SH   SOLE   19,400 0 0
NEW FORTRESS ENERGY LLC CL A SHS RP LLC 644393100 6,787 433,106 SH   SOLE   433,106 0 0
NEW JERSEY RES COM 646025106 1,252 28,100 SH   SOLE   28,100 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 135,400 8,404,734 SH   SOLE   8,404,734 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,654 137,570 SH   SOLE   137,570 0 0
NEW YORK TIMES CO CL A 650111107 1,361 42,300 SH   SOLE   42,300 0 0
NEWELL BRANDS INC COM 651229106 1,772 92,171 SH   SOLE   92,171 0 0
NEWMARKET CORP COM 651587107 1,070 2,200 SH   SOLE   2,200 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 8,614 198,255 SH   SOLE   198,255 0 0
NEWS CORP NEW CL A 65249B109 1,328 93,939 SH   SOLE   93,939 0 0
NEWS CORP NEW CL B 65249B208 427 29,444 SH   SOLE   29,444 0 0
NEXTERA ENERGY INC COM 65339F101 28,617 118,173 SH   SOLE   118,173 0 0
NIKE INC CL B 654106103 30,534 301,392 SH   SOLE   301,392 0 0
NISOURCE INC COM 65473P105 2,514 90,302 SH   SOLE   90,302 0 0
NOBLE ENERGY INC COM 655044105 2,873 115,661 SH   SOLE   115,661 0 0
NORDSON CORP COM 655663102 2,452 15,060 SH   SOLE   15,060 0 0
NORDSTROM INC COM 655664100 1,060 25,892 SH   SOLE   25,892 0 0
NORFOLK SOUTHERN CORP COM 655844108 12,240 63,049 SH   SOLE   63,049 0 0
NORTHERN TR CORP COM 665859104 5,445 51,254 SH   SOLE   51,254 0 0
NORTHROP GRUMMAN CORP COM 666807102 13,042 37,917 SH   SOLE   37,917 0 0
NORTHWESTERN CORP COM NEW 668074305 1,061 14,800 SH   SOLE   14,800 0 0
NORTONLIFELOCK INC COM 668771108 3,538 138,629 SH   SOLE   138,629 0 0
NOW INC COM 67011P100 354 31,527 SH   SOLE   31,527 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 668 16,300 SH   SOLE   16,300 0 0
NUCOR CORP COM 670346105 4,126 73,311 SH   SOLE   73,311 0 0
NVIDIA CORP COM 67066G104 34,823 147,992 SH   SOLE   147,992 0 0
NUVASIVE INC COM 670704105 1,183 15,300 SH   SOLE   15,300 0 0
OGE ENERGY CORP COM 670837103 2,620 58,920 SH   SOLE   58,920 0 0
O I GLASS INC COM 67098H104 539 45,200 SH   SOLE   45,200 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,041 18,347 SH   SOLE   18,347 0 0
OCCIDENTAL PETE CORP COM 674599105 8,903 216,030 SH   SOLE   216,030 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 2,923 15,400 SH   SOLE   15,400 0 0
OLD REP INTL CORP COM 680223104 1,877 83,927 SH   SOLE   83,927 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1,051 16,100 SH   SOLE   16,100 0 0
OMNICOM GROUP INC COM 681919106 4,263 52,618 SH   SOLE   52,618 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,723 64,300 SH   SOLE   64,300 0 0
ONE GAS INC COM 68235P108 1,456 15,557 SH   SOLE   15,557 0 0
ONEOK INC NEW COM 682680103 7,561 99,926 SH   SOLE   99,926 0 0
ORACLE CORP COM 68389X105 71,102 1,342,060 SH   SOLE   1,342,060 0 0
OSHKOSH CORP COM 688239201 1,893 20,000 SH   SOLE   20,000 0 0
OWENS CORNING NEW COM 690742101 2,084 32,000 SH   SOLE   32,000 0 0
PBF ENERGY INC CL A 69318G106 941 30,000 SH   SOLE   30,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 16,917 105,976 SH   SOLE   105,976 0 0
PNM RES INC COM 69349H107 1,188 23,434 SH   SOLE   23,434 0 0
PPG INDS INC COM 693506107 7,631 57,168 SH   SOLE   57,168 0 0
PPL CORP COM 69351T106 6,274 174,866 SH   SOLE   174,866 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,067 18,600 SH   SOLE   18,600 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 973 5,900 SH   SOLE   5,900 0 0
PVH CORP COM 693656100 1,882 17,896 SH   SOLE   17,896 0 0
PTC INC COM 69370C100 2,287 30,539 SH   SOLE   30,539 0 0
PACCAR INC COM 693718108 6,614 83,618 SH   SOLE   83,618 0 0
PACKAGING CORP AMER COM 695156109 2,565 22,900 SH   SOLE   22,900 0 0
PACWEST BANCORP DEL COM 695263103 1,351 35,300 SH   SOLE   35,300 0 0
PAGERDUTY INC COM 69553P100 535 22,873 SH   SOLE   22,873 0 0
PALO ALTO NETWORKS INC COM 697435105 25,438 110,000 SH   SOLE   110,000 0 0
PAPA JOHNS INTL INC COM 698813102 410 6,500 SH   SOLE   6,500 0 0
PARK HOTELS RESORTS INC COM 700517105 1,821 70,400 SH   SOLE   70,400 0 0
PARKER HANNIFIN CORP COM 701094104 6,400 31,095 SH   SOLE   31,095 0 0
PATTERSON COMPANIES INC COM 703395103 520 25,400 SH   SOLE   25,400 0 0
PATTERSON UTI ENERGY INC COM 703481101 601 57,200 SH   SOLE   57,200 0 0
PAYCHEX INC COM 704326107 6,551 77,011 SH   SOLE   77,011 0 0
PAYPAL HLDGS INC COM 70450Y103 39,150 361,934 SH   SOLE   361,934 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,031 38,456 SH   SOLE   38,456 0 0
PENN NATL GAMING INC COM 707569109 820 32,100 SH   SOLE   32,100 0 0
PENNANTPARK INVT CORP COM 708062104 368 56,295 SH   SOLE   56,295 0 0
PENUMBRA INC COM 70975L107 1,561 9,500 SH   SOLE   9,500 0 0
PEOPLES UTD FINL INC COM 712704105 1,815 107,375 SH   SOLE   107,375 0 0
PEPSICO INC COM 713448108 46,089 337,229 SH   SOLE   337,229 0 0
PERKINELMER INC COM 714046109 12,801 131,829 SH   SOLE   131,829 0 0
PERSPECTA INC COM 715347100 1,071 40,500 SH   SOLE   40,500 0 0
PFIZER INC COM 717081103 80,332 2,050,326 SH   SOLE   2,050,326 0 0
PHILIP MORRIS INTL INC COM 718172109 77,880 915,265 SH   SOLE   915,265 0 0
PHILLIPS 66 COM 718546104 11,969 107,435 SH   SOLE   107,435 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 504 15,400 SH   SOLE   15,400 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,357 21,200 SH   SOLE   21,200 0 0
PINNACLE WEST CAP CORP COM 723484101 2,445 27,187 SH   SOLE   27,187 0 0
PINTEREST INC CL A 72352L106 49,705 2,666,569 SH   SOLE   2,666,569 0 0
PIONEER NAT RES CO COM 723787107 6,070 40,102 SH   SOLE   40,102 0 0
POLARIS INC COM 731068102 1,719 16,900 SH   SOLE   16,900 0 0
POLYONE CORP COM 73179P106 831 22,600 SH   SOLE   22,600 0 0
POOL CORPORATION COM 73278L105 2,506 11,800 SH   SOLE   11,800 0 0
POST HLDGS INC COM 737446104 2,138 19,600 SH   SOLE   19,600 0 0
POTLATCHDELTIC CORPORATION COM 737630103 857 19,811 SH   SOLE   19,811 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 599 14,800 SH   SOLE   14,800 0 0
PRICE T ROWE GROUP INC COM 74144T108 6,891 56,561 SH   SOLE   56,561 0 0
PRIMERICA INC COM 74164M108 1,593 12,200 SH   SOLE   12,200 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,436 62,479 SH   SOLE   62,479 0 0
PROCTOR GAMBLE CO COM 742718109 92,451 740,203 SH   SOLE   740,203 0 0
PROGRESSIVE CORP OHIO COM 743315103 10,235 141,381 SH   SOLE   141,381 0 0
PROLOGIS INC COM 74340W103 13,622 152,811 SH   SOLE   152,811 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,999 27,800 SH   SOLE   27,800 0 0
PRUDENTIAL FINL INC COM 744320102 9,115 97,232 SH   SOLE   97,232 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 7,223 122,322 SH   SOLE   122,322 0 0
PUBLIC STORAGE COM 74460D109 7,747 36,377 SH   SOLE   36,377 0 0
PULTE GROUP INC COM 745867101 2,390 61,609 SH   SOLE   61,609 0 0
QORVO INC COM 74736K101 3,269 28,124 SH   SOLE   28,124 0 0
QUALCOMM INC COM 747525103 24,367 276,171 SH   SOLE   276,171 0 0
QUANTA SVCS INC COM 74762E102 1,403 34,456 SH   SOLE   34,456 0 0
QUEST DIAGNOSTICS INC COM 74834L100 37,874 354,663 SH   SOLE   354,663 0 0
RLI CORP COM 749607107 1,053 11,700 SH   SOLE   11,700 0 0
RH COM 74967X103 1,025 4,800 SH   SOLE   4,800 0 0
RPM INTL INC COM 749685103 2,926 38,118 SH   SOLE   38,118 0 0
RALPH LAUREN CORP CL A 751212101 1,411 12,041 SH   SOLE   12,041 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,675 29,900 SH   SOLE   29,900 0 0
RAYONIER INC COM 754907103 1,245 38,009 SH   SOLE   38,009 0 0
RAYTHEON CO COM NEW 755111507 66,216 301,336 SH   SOLE   301,336 0 0
REALTY INCOME CORP COM 756109104 5,804 78,824 SH   SOLE   78,824 0 0
REGAL BELOIT CORP COM 758750103 1,027 12,000 SH   SOLE   12,000 0 0
REGENCY CTRS CORP COM 758849103 2,555 40,500 SH   SOLE   40,500 0 0
REGENERON PHARMACEUTICALS COM 75886F107 7,263 19,344 SH   SOLE   19,344 0 0
REGIONS FINL CORP NEW COM 7591EP100 4,003 233,270 SH   SOLE   233,270 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 3,000 18,400 SH   SOLE   18,400 0 0
RELIANCE STEEL ALUMINUM CO COM 759509102 2,347 19,600 SH   SOLE   19,600 0 0
REPLIGEN CORP COM 759916109 1,277 13,800 SH   SOLE   13,800 0 0
REPUBLIC SVCS INC COM 760759100 4,562 50,900 SH   SOLE   50,900 0 0
RESMED INC COM 761152107 5,393 34,800 SH   SOLE   34,800 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 425 35,600 SH   SOLE   35,600 0 0
ROBERT HALF INTL INC COM 770323103 48,655 770,460 SH   SOLE   770,460 0 0
ROCKWELL AUTOMATION INC COM 773903109 5,673 27,990 SH   SOLE   27,990 0 0
ROLLINS INC COM 775711104 1,128 34,008 SH   SOLE   34,008 0 0
ROPER TECHNOLOGIES INC COM 776696106 8,927 25,202 SH   SOLE   25,202 0 0
ROSS STORES INC COM 778296103 10,185 87,488 SH   SOLE   87,488 0 0
ROYAL GOLD INC COM 780287108 2,359 19,300 SH   SOLE   19,300 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 117 12,275 SH   SOLE   12,275 0 0
RYDER SYS INC COM 783549108 853 15,700 SH   SOLE   15,700 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 6,555 27,200 SH   SOLE   27,200 0 0
SEI INVESTMENTS CO COM 784117103 2,429 37,100 SH   SOLE   37,100 0 0
SL GREEN RLTY CORP COM 78440X101 1,811 19,708 SH   SOLE   19,708 0 0
SLM CORP COM 78442P106 1,107 124,225 SH   SOLE   124,225 0 0
SPDR S P 500 ETF TR TR UNIT 78462F103 376,022 1,168,279 SH   SOLE   1,168,279 0 0
SVB FINL GROUP COM 78486Q101 3,138 12,500 SH   SOLE   12,500 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,216 57,000 SH   SOLE   57,000 0 0
SABRE CORP COM 78573M104 1,809 80,600 SH   SOLE   80,600 0 0
SAFEHOLD INC COM 78645L100 24,167 599,669 SH   SOLE   599,669 0 0
SALESFORCE COM INC COM 79466L302 34,895 214,556 SH   SOLE   214,556 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 624 34,200 SH   SOLE   34,200 0 0
SANDERSON FARMS INC COM 800013104 1,022 5,800 SH   SOLE   5,800 0 0
HENRY SCHEIN INC COM 806407102 2,365 35,444 SH   SOLE   35,444 0 0
SCHLUMBERGER LTD COM 806857108 13,458 334,772 SH   SOLE   334,772 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 13,152 276,537 SH   SOLE   276,537 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,260 14,485 SH   SOLE   14,485 0 0
SCIENTIFIC GAMES CORP COM 80874P109 426 15,900 SH   SOLE   15,900 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,240 11,675 SH   SOLE   11,675 0 0
SEALED AIR CORP NEW COM 81211K100 1,488 37,348 SH   SOLE   37,348 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 12,692 124,600 SH   SOLE   124,600 0 0
SELECT SECTOR SPDR TR SBI INT FINL 81369Y605 82,026 2,664,900 SH   SOLE   2,664,900 0 0
SELECT SECTOR SPDR TR SBI INT INDS 81369Y704 9,402 115,400 SH   SOLE   115,400 0 0
SELECTIVE INS GROUP INC COM 816300107 1,141 17,500 SH   SOLE   17,500 0 0
SEMTECH CORP COM 816850101 1,032 19,500 SH   SOLE   19,500 0 0
SEMPRA ENERGY COM 816851109 10,322 68,138 SH   SOLE   68,138 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 824 12,470 SH   SOLE   12,470 0 0
SERVICE CORP INTL COM 817565104 2,476 53,800 SH   SOLE   53,800 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 1,178 48,400 SH   SOLE   48,400 0 0
SERVICENOW INC COM 81762P102 12,874 45,600 SH   SOLE   45,600 0 0
SHERWIN WILLIAMS CO COM 824348106 11,607 19,891 SH   SOLE   19,891 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,172 15,900 SH   SOLE   15,900 0 0
SILICON LABORATORIES INC COM 826919102 1,485 12,800 SH   SOLE   12,800 0 0
SILGAN HOLDINGS INC COM 827048109 711 22,862 SH   SOLE   22,862 0 0
SIMON PPTY GROUP INC NEW COM 828806109 11,053 74,198 SH   SOLE   74,198 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,042 23,100 SH   SOLE   23,100 0 0
SKECHERS U S A INC CL A 830566105 1,702 39,400 SH   SOLE   39,400 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 4,981 41,208 SH   SOLE   41,208 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 1,493 66,426 SH   SOLE   66,426 0 0
SMITH A O CORP COM 831865209 1,577 33,100 SH   SOLE   33,100 0 0
SMUCKER J M CO COM NEW 832696405 26,699 256,400 SH   SOLE   256,400 0 0
SNAP ON INC COM 833034101 2,242 13,235 SH   SOLE   13,235 0 0
SNAP INC CL A 83304A106 17,649 1,080,756 SH   SOLE   1,080,756 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,360 14,300 SH   SOLE   14,300 0 0
SONOCO PRODS CO COM 835495102 1,815 29,411 SH   SOLE   29,411 0 0
SOUTHERN CO COM 842587107 16,156 253,630 SH   SOLE   253,630 0 0
SOUTHWEST AIRLS CO COM 844741108 6,185 114,584 SH   SOLE   114,584 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,223 16,100 SH   SOLE   16,100 0 0
SPIRE INC COM 84857L101 1,250 15,000 SH   SOLE   15,000 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 1,441 29,300 SH   SOLE   29,300 0 0
SPROUTS FMRS MKT INC COM 85208M102 673 34,800 SH   SOLE   34,800 0 0
SQUARE INC CL A 852234103 3,519 56,257 SH   SOLE   56,257 0 0
STANLEY BLACK DECKER INC COM 854502101 6,091 36,748 SH   SOLE   36,748 0 0
STARBUCKS CORP COM 855244109 25,115 285,660 SH   SOLE   285,660 0 0
STATE STR CORP COM 857477103 6,957 87,957 SH   SOLE   87,957 0 0
STEEL DYNAMICS INC COM 858119100 2,158 63,400 SH   SOLE   63,400 0 0
STERICYCLE INC COM 858912108 1,709 26,781 SH   SOLE   26,781 0 0
STERLING BANCORP DEL COM 85917A100 1,254 59,500 SH   SOLE   59,500 0 0
STIFEL FINL CORP COM 860630102 1,219 20,100 SH   SOLE   20,100 0 0
STRYKER CORP COM 863667101 95,186 453,396 SH   SOLE   453,396 0 0
SYNAPTICS INC COM 87157D109 645 9,800 SH   SOLE   9,800 0 0
SYNOPSYS INC COM 871607107 5,067 36,400 SH   SOLE   36,400 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,690 43,105 SH   SOLE   43,105 0 0
SYNNEX CORP COM 87162W100 1,546 12,004 SH   SOLE   12,004 0 0
SYNCHRONY FINL COM 87165B103 5,179 143,810 SH   SOLE   143,810 0 0
SYNEOS HEALTH INC CL A 87166B102 1,088 18,300 SH   SOLE   18,300 0 0
SYSCO CORP COM 871829107 10,554 123,379 SH   SOLE   123,379 0 0
TCF FINANCIAL CORPORATION NE COM 872307103 2,114 45,173 SH   SOLE   45,173 0 0
TJX COS INC NEW COM 872540109 17,908 293,280 SH   SOLE   293,280 0 0
T MOBILE US INC COM 872590104 6,007 76,600 SH   SOLE   76,600 0 0
TRI POINTE GROUP INC COM 87265H109 639 41,000 SH   SOLE   41,000 0 0
TAKE TWO INTERACTIVE SOFTWAR COM 874054109 3,355 27,400 SH   SOLE   27,400 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 399 27,100 SH   SOLE   27,100 0 0
TAPESTRY INC COM 876030107 1,800 66,747 SH   SOLE   66,747 0 0
TARGET CORP COM 87612E106 15,707 122,510 SH   SOLE   122,510 0 0
TARGET HOSPITALITY CORP COM 87615L107 200 40,000 SH   SOLE   40,000 0 0
TAUBMAN CTRS INC COM 876664103 560 18,000 SH   SOLE   18,000 0 0
TECH DATA CORP COM 878237106 1,501 10,450 SH   SOLE   10,450 0 0
TEGNA INC COM 87901J105 44,938 2,692,500 SH   SOLE   2,692,500 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,708 10,700 SH   SOLE   10,700 0 0
TELEFLEX INC COM 879369106 4,227 11,230 SH   SOLE   11,230 0 0
TELEPHONE DATA SYS INC COM NEW 879433829 731 28,736 SH   SOLE   28,736 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,167 13,400 SH   SOLE   13,400 0 0
TENABLE HLDGS INC COM 88025T102 1,839 76,745 SH   SOLE   76,745 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,164 30,600 SH   SOLE   30,600 0 0
TERADATA CORP DEL COM 88076W103 886 33,100 SH   SOLE   33,100 0 0
TERADYNE INC COM 880770102 3,362 49,300 SH   SOLE   49,300 0 0
TEREX CORP NEW COM 880779103 575 19,300 SH   SOLE   19,300 0 0
TETRA TECH INC NEW COM 88162G103 1,387 16,100 SH   SOLE   16,100 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 840 14,800 SH   SOLE   14,800 0 0
TEXAS INSTRS INC COM 882508104 29,009 226,118 SH   SOLE   226,118 0 0
TEXAS ROADHOUSE INC COM 882681109 1,081 19,200 SH   SOLE   19,200 0 0
TEXTRON INC COM 883203101 2,464 55,237 SH   SOLE   55,237 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 107,380 330,531 SH   SOLE   330,531 0 0
THOR INDS INC COM 885160101 1,203 16,200 SH   SOLE   16,200 0 0
3M CO COM 88579Y101 24,536 139,076 SH   SOLE   139,076 0 0
TIFFANY CO NEW COM 886547108 3,493 26,134 SH   SOLE   26,134 0 0
TIMKEN CO COM 887389104 1,121 19,900 SH   SOLE   19,900 0 0
TOLL BROTHERS INC COM 889478103 1,501 38,000 SH   SOLE   38,000 0 0
TORO CO COM 891092108 2,502 31,400 SH   SOLE   31,400 0 0
TRACTOR SUPPLY CO COM 892356106 2,677 28,652 SH   SOLE   28,652 0 0
TRANSDIGM GROUP INC COM 893641100 51,354 91,704 SH   SOLE   91,704 0 0
TRANSUNION COM 89400J107 14,982 175,000 SH   SOLE   175,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 8,543 62,383 SH   SOLE   62,383 0 0
TREEHOUSE FOODS INC COM 89469A104 800 16,500 SH   SOLE   16,500 0 0
TREX CO INC COM 89531P105 1,546 17,200 SH   SOLE   17,200 0 0
TRIMBLE INC COM 896239100 3,056 73,300 SH   SOLE   73,300 0 0
TRINITY INDS INC COM 896522109 640 28,894 SH   SOLE   28,894 0 0
TRIPADVISOR INC COM 896945201 939 30,900 SH   SOLE   30,900 0 0
TRUIST FINL CORP COM 89832Q109 18,266 324,327 SH   SOLE   324,327 0 0
TRUSTMARK CORP COM 898402102 652 18,900 SH   SOLE   18,900 0 0
TWITTER INC COM 90184L102 6,019 187,800 SH   SOLE   187,800 0 0
TWO HBRS INVT CORP COM NEW 90187B408 162,743 11,131,542 SH   SOLE   11,131,542 0 0
II VI INC COM 902104108 29,196 867,136 SH   SOLE   867,136 0 0
TYLER TECHNOLOGIES INC COM 902252105 3,450 11,500 SH   SOLE   11,500 0 0
TYSON FOODS INC CL A 902494103 6,504 71,436 SH   SOLE   71,436 0 0
UDR INC COM 902653104 3,311 70,904 SH   SOLE   70,904 0 0
UGI CORP NEW COM 902681105 93,097 2,061,500 SH   SOLE   2,061,500 0 0
UMB FINL CORP COM 902788108 872 12,700 SH   SOLE   12,700 0 0
US BANCORP DEL COM NEW 902973304 73,451 1,238,842 SH   SOLE   1,238,842 0 0
UBER TECHNOLOGIES INC COM 90353T100 8,268 278,002 SH   SOLE   278,002 0 0
ULTA BEAUTY INC COM 90384S303 3,489 13,784 SH   SOLE   13,784 0 0
UMPQUA HLDGS CORP COM 904214103 1,147 64,800 SH   SOLE   64,800 0 0
UNDER ARMOUR INC CL A 904311107 984 45,556 SH   SOLE   45,556 0 0
UNDER ARMOUR INC CL C 904311206 903 47,099 SH   SOLE   47,099 0 0
UNION PACIFIC CORP COM 907818108 30,357 167,912 SH   SOLE   167,912 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,156 29,900 SH   SOLE   29,900 0 0
UNITED AIRLINES HLDGS INC COM 910047109 4,637 52,644 SH   SOLE   52,644 0 0
UNITED PARCEL SERVICE INC CL B 911312106 19,840 169,486 SH   SOLE   169,486 0 0
UNITED RENTALS INC COM 911363109 3,035 18,200 SH   SOLE   18,200 0 0
UNITED STATES STL CORP NEW COM 912909108 571 50,000 SH   SOLE   50,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 29,378 196,168 SH   SOLE   196,168 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,136 12,900 SH   SOLE   12,900 0 0
UNITEDHEALTH GROUP INC COM 91324P102 108,512 369,113 SH   SOLE   369,113 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,576 12,500 SH   SOLE   12,500 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,791 19,452 SH   SOLE   19,452 0 0
UNUM GROUP COM 91529Y106 1,454 49,869 SH   SOLE   49,869 0 0
URBAN OUTFITTERS INC COM 917047102 578 20,800 SH   SOLE   20,800 0 0
URBAN EDGE PPTYS COM 91704F104 650 33,900 SH   SOLE   33,900 0 0
V F CORP COM 918204108 7,896 79,228 SH   SOLE   79,228 0 0
VALERO ENERGY CORP NEW COM 91913Y100 9,297 99,276 SH   SOLE   99,276 0 0
VALLEY NATL BANCORP COM 919794107 1,319 115,214 SH   SOLE   115,214 0 0
VALMONT INDS INC COM 920253101 944 6,300 SH   SOLE   6,300 0 0
VALVOLINE INC COM 92047W101 1,187 55,428 SH   SOLE   55,428 0 0
VARIAN MED SYS INC COM 92220P105 3,118 21,954 SH   SOLE   21,954 0 0
VENTAS INC COM 92276F100 5,203 90,110 SH   SOLE   90,110 0 0
VERISIGN INC COM 92343E102 4,809 24,957 SH   SOLE   24,957 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 107,775 1,755,299 SH   SOLE   1,755,299 0 0
VERISK ANALYTICS INC COM 92345Y106 5,916 39,616 SH   SOLE   39,616 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 32,003 146,168 SH   SOLE   146,168 0 0
VIASAT INC COM 92552V100 1,244 17,000 SH   SOLE   17,000 0 0
VIACOMCBS INC CL B 92556H206 5,484 130,670 SH   SOLE   130,670 0 0
VISA INC COM CL A 92826C839 165,135 878,844 SH   SOLE   878,844 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 829 38,952 SH   SOLE   38,952 0 0
VISTEON CORP COM 92839U206 710 8,200 SH   SOLE   8,200 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,550 38,350 SH   SOLE   38,350 0 0
VULCAN MATLS CO COM 929160109 4,609 32,010 SH   SOLE   32,010 0 0
WEC ENERGY GROUP INC COM 92939U106 7,035 76,277 SH   SOLE   76,277 0 0
WABTEC CORP COM 929740108 3,467 44,569 SH   SOLE   44,569 0 0
WALMART INC COM 931142103 40,766 343,034 SH   SOLE   343,034 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 44,801 759,861 SH   SOLE   759,861 0 0
WASHINGTON FED INC COM 938824109 844 23,023 SH   SOLE   23,023 0 0
WASTE MGMT INC DEL COM 94106L109 10,755 94,378 SH   SOLE   94,378 0 0
WATERS CORP COM 941848103 3,644 15,596 SH   SOLE   15,596 0 0
WATSCO INC COM 942622200 1,729 9,600 SH   SOLE   9,600 0 0
WEBSTER FINL CORP CONN COM 947890109 1,443 27,050 SH   SOLE   27,050 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,112 35,600 SH   SOLE   35,600 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 4,029 12,200 SH   SOLE   12,200 0 0
WELLS FARGO CO NEW COM 949746101 105,487 1,960,730 SH   SOLE   1,960,730 0 0
WELLTOWER INC COM 95040Q104 8,023 98,109 SH   SOLE   98,109 0 0
WENDYS CO COM 95058W100 1,203 54,143 SH   SOLE   54,143 0 0
WERNER ENTERPRISES INC COM 950755108 476 13,075 SH   SOLE   13,075 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,277 21,800 SH   SOLE   21,800 0 0
WESTERN DIGITAL CORP COM 958102105 4,567 71,949 SH   SOLE   71,949 0 0
WESTERN UN CO COM 959802109 2,716 101,426 SH   SOLE   101,426 0 0
WESTROCK CO COM 96145D105 2,678 62,402 SH   SOLE   62,402 0 0
WEX INC COM 96208T104 23,606 112,700 SH   SOLE   112,700 0 0
WEYERHAEUSER CO COM 962166104 5,441 180,161 SH   SOLE   180,161 0 0
WHIRLPOOL CORP COM 963320106 2,256 15,289 SH   SOLE   15,289 0 0
WILEY JOHN SONS INC CL A 968223206 626 12,900 SH   SOLE   12,900 0 0
WILLIAMS COS INC DEL COM 969457100 6,952 293,086 SH   SOLE   293,086 0 0
WILLIAMS SONOMA INC COM 969904101 1,674 22,800 SH   SOLE   22,800 0 0
WINTRUST FINL CORP COM 97650W108 1,191 16,800 SH   SOLE   16,800 0 0
WOODWARD INC COM 980745103 1,966 16,600 SH   SOLE   16,600 0 0
WORLD FUEL SVCS CORP COM 981475106 834 19,200 SH   SOLE   19,200 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 908 14,000 SH   SOLE   14,000 0 0
WORTHINGTON INDS INC COM 981811102 459 10,878 SH   SOLE   10,878 0 0
WPX ENERGY INC COM 98212B103 1,685 122,600 SH   SOLE   122,600 0 0
WW INTL INC COM 98262P101 523 13,700 SH   SOLE   13,700 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,382 26,737 SH   SOLE   26,737 0 0
WYNDHAM HOTELS RESORTS INC COM 98311A105 1,761 28,037 SH   SOLE   28,037 0 0
WYNN RESORTS LTD COM 983134107 3,245 23,370 SH   SOLE   23,370 0 0
XPO LOGISTICS INC COM 983793100 2,168 27,200 SH   SOLE   27,200 0 0
XCEL ENERGY INC COM 98389B100 8,053 126,834 SH   SOLE   126,834 0 0
XILINX INC COM 983919101 5,942 60,771 SH   SOLE   60,771 0 0
XYLEM INC COM 98419M100 3,433 43,572 SH   SOLE   43,572 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,656 44,918 SH   SOLE   44,918 0 0
YELP INC CL A 985817105 655 18,800 SH   SOLE   18,800 0 0
YUM BRANDS INC COM 988498101 7,369 73,154 SH   SOLE   73,154 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 3,321 13,000 SH   SOLE   13,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 7,446 49,743 SH   SOLE   49,743 0 0
ZIONS BANCORPORATION N A COM 989701107 2,139 41,206 SH   SOLE   41,206 0 0
ZOETIS INC CL A 98978V103 73,480 555,192 SH   SOLE   555,192 0 0
ADIENT PLC ORD SHS G0084W101 544 25,600 SH   SOLE   25,600 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,800 22,485 SH   SOLE   22,485 0 0
ALLERGAN PLC SHS G0177J108 15,170 79,356 SH   SOLE   79,356 0 0
AMCOR PLC ORD G0250X107 4,247 391,800 SH   SOLE   391,800 0 0
AON PLC SHS CL A G0408V102 11,799 56,647 SH   SOLE   56,647 0 0
ATHENE HLDG LTD CL A G0684D107 110,521 2,350,000 SH   SOLE   2,350,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 84,436 400,986 SH   SOLE   400,986 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 1,398 36,648 SH   SOLE   36,648 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 325 25,300 SH   SOLE   25,300 0 0
EVEREST RE GROUP LTD COM G3223R108 87,731 316,900 SH   SOLE   316,900 0 0
GENPACT LIMITED SHS G3922B107 3,795 90,000 SH   SOLE   90,000 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,330 7,400 SH   SOLE   7,400 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,121 45,837 SH   SOLE   45,837 0 0
ICON PLC SHS G4705A100 4,524 26,270 SH   SOLE   26,270 0 0
IHS MARKIT LTD SHS G47567105 7,309 97,000 SH   SOLE   97,000 0 0
INGERSOLL RAND PLC SHS G47791101 7,701 57,940 SH   SOLE   57,940 0 0
INVESCO LTD SHS G491BT108 1,619 90,055 SH   SOLE   90,055 0 0
JOHNSON CTLS INTL PLC SHS G51502105 7,596 186,587 SH   SOLE   186,587 0 0
LINDE PLC SHS G5494J103 27,665 129,945 SH   SOLE   129,945 0 0
LIVANOVA PLC SHS G5509L101 1,071 14,200 SH   SOLE   14,200 0 0
MEDTRONIC PLC SHS G5960L103 36,773 324,138 SH   SOLE   324,138 0 0
APTIV PLC SHS G6095L109 5,862 61,722 SH   SOLE   61,722 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,747 86,044 SH   SOLE   86,044 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 3,008 51,500 SH   SOLE   51,500 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,172 45,802 SH   SOLE   45,802 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,548 13,000 SH   SOLE   13,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,328 55,940 SH   SOLE   55,940 0 0
PENTAIR PLC SHS G7S00T104 1,867 40,702 SH   SOLE   40,702 0 0
STERIS PLC SHS USD G8473T100 3,125 20,500 SH   SOLE   20,500 0 0
TECHNIPFMC PLC COM G87110105 2,178 101,600 SH   SOLE   101,600 0 0
THIRD PT REINS LTD COM G8827U100 44,184 4,200,000 SH   SOLE   4,200,000 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 6,276 31,078 SH   SOLE   31,078 0 0
PERRIGO CO PLC SHS G97822103 1,701 32,922 SH   SOLE   32,922 0 0
CHUBB LIMITED COM H1467J104 17,057 109,577 SH   SOLE   109,577 0 0
GARMIN LTD SHS H2906T109 3,411 34,962 SH   SOLE   34,962 0 0
TE CONNECTIVITY LTD REG SHS H84989104 7,751 80,876 SH   SOLE   80,876 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,164 169,200 SH   SOLE   169,200 0 0
CORE LABORATORIES N V COM N22717107 493 13,100 SH   SOLE   13,100 0 0
LYONDELLBASELL INDUSTRIES N SHS A N53745100 5,868 62,104 SH   SOLE   62,104 0 0
MYLAN N V SHS EURO N59465109 2,509 124,809 SH   SOLE   124,809 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,550 41,572 SH   SOLE   41,572 0 0