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 9,932 217,990 SH   SOLE   217,990 0 0
AGCO CORP COM 001084102 1,303 23,400 SH   SOLE   23,400 0 0
AGNC INVT CORP COM 00123Q104 417,730 23,815,845 SH   SOLE   23,815,845 0 0
AES CORP COM 00130H105 2,742 189,605 SH   SOLE   189,605 0 0
AMC NETWORKS INC CL A 00164V103 881 16,050 SH   SOLE   16,050 0 0
ASGN INC COM 00191U102 1,019 18,700 SH   SOLE   18,700 0 0
ATT INC COM 00206R102 61,302 2,147,932 SH   SOLE   2,147,932 0 0
AARONS INC COM PAR 050 002535300 1,030 24,500 SH   SOLE   24,500 0 0
ABBOTT LABS COM 002824100 36,371 502,843 SH   SOLE   502,843 0 0
ABBVIE INC COM 00287Y109 73,144 793,403 SH   SOLE   793,403 0 0
ABIOMED INC COM 003654100 10,694 32,900 SH   SOLE   32,900 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 810 31,500 SH   SOLE   31,500 0 0
ACI WORLDWIDE INC COM 004498101 1,144 41,350 SH   SOLE   41,350 0 0
ACTIVISION BLIZZARD INC COM 00507V109 10,173 218,444 SH   SOLE   218,444 0 0
ACUITY BRANDS INC COM 00508Y102 1,644 14,300 SH   SOLE   14,300 0 0
ADOBE INC COM 00724F101 51,590 228,033 SH   SOLE   228,033 0 0
ADTALEM GLOBAL ED INC COM 00737L103 989 20,900 SH   SOLE   20,900 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,286 20,868 SH   SOLE   20,868 0 0
AECOM COM 00766T100 1,476 55,700 SH   SOLE   55,700 0 0
AEROHIVE NETWORKS INC COM 007786106 533 163,573 SH   SOLE   163,573 0 0
ADVANCED MICRO DEVICES COM 007903107 30,492 1,651,800 SH   SOLE   1,651,800 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,467 15,056 SH   SOLE   15,056 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,157 91,269 SH   SOLE   91,269 0 0
AIR PRODS CHEMS INC COM 009158106 10,067 62,902 SH   SOLE   62,902 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,848 46,623 SH   SOLE   46,623 0 0
ALASKA AIR GROUP INC COM 011659109 2,148 35,296 SH   SOLE   35,296 0 0
ALBEMARLE CORP COM 012653101 2,346 30,440 SH   SOLE   30,440 0 0
ALEXANDER BALDWIN INC NEW COM 014491104 444 24,139 SH   SOLE   24,139 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,549 30,800 SH   SOLE   30,800 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 23,355 239,878 SH   SOLE   239,878 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13,715 100,061 SH   SOLE   100,061 0 0
ALIGN TECHNOLOGY INC COM 016255101 4,356 20,800 SH   SOLE   20,800 0 0
ALLEGHANY CORP DEL COM 017175100 3,304 5,300 SH   SOLE   5,300 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 975 44,800 SH   SOLE   44,800 0 0
ALLETE INC COM NEW 018522300 1,395 18,300 SH   SOLE   18,300 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,012 13,403 SH   SOLE   13,403 0 0
ALLIANT ENERGY CORP COM 018802108 2,854 67,556 SH   SOLE   67,556 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 601 62,300 SH   SOLE   62,300 0 0
ALLSTATE CORP COM 020002101 8,150 98,637 SH   SOLE   98,637 0 0
ALLY FINL INC COM 02005N100 85,268 3,762,933 SH   SOLE   3,762,933 0 0
ALPHABET INC CAP STK CL C 02079K107 91,255 88,117 SH   SOLE   88,117 0 0
ALPHABET INC CAP STK CL A 02079K305 125,853 120,438 SH   SOLE   120,438 0 0
ALTRIA GROUP INC COM 02209S103 64,000 1,295,802 SH   SOLE   1,295,802 0 0
ALTUS MIDSTREAM CO CL A ADDED 02215L100 27,055 3,500,000 SH   SOLE   3,500,000 0 0
AMAZON COM INC COM 023135106 212,382 141,402 SH   SOLE   141,402 0 0
AMEREN CORP COM 023608102 4,561 69,922 SH   SOLE   69,922 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,768 117,356 SH   SOLE   117,356 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 2,020 48,800 SH   SOLE   48,800 0 0
AMERICAN ELEC PWR INC COM 025537101 10,552 141,181 SH   SOLE   141,181 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,161 60,075 SH   SOLE   60,075 0 0
AMERICAN EXPRESS CO COM 025816109 19,117 200,559 SH   SOLE   200,559 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,271 25,090 SH   SOLE   25,090 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 9,981 253,252 SH   SOLE   253,252 0 0
AMERICAN TOWER CORP NEW COM 03027X100 19,952 126,126 SH   SOLE   126,126 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,695 51,728 SH   SOLE   51,728 0 0
AMERISOURCEBERGEN CORP COM 03073E105 32,407 435,584 SH   SOLE   435,584 0 0
AMERIPRISE FINL INC COM 03076C106 4,166 39,916 SH   SOLE   39,916 0 0
AMETEK INC NEW COM 031100100 4,501 66,484 SH   SOLE   66,484 0 0
AMGEN INC COM 031162100 67,510 346,794 SH   SOLE   346,794 0 0
AMPHENOL CORP NEW CL A 032095101 6,988 86,252 SH   SOLE   86,252 0 0
ANADARKO PETE CORP COM 032511107 6,327 144,327 SH   SOLE   144,327 0 0
ANALOG DEVICES INC COM 032654105 9,098 105,995 SH   SOLE   105,995 0 0
ANNALY CAP MGMT INC COM 035710409 270,858 27,582,275 SH   SOLE   27,582,275 0 0
ANSYS INC COM 03662Q105 3,416 23,900 SH   SOLE   23,900 0 0
ANTHEM INC COM 036752103 19,446 74,044 SH   SOLE   74,044 0 0
APACHE CORP COM 037411105 2,853 108,694 SH   SOLE   108,694 0 0
APARTMENT INVT MGMT CO CL A 03748R101 1,954 44,528 SH   SOLE   44,528 0 0
APERGY CORP COM 03755L104 746 27,531 SH   SOLE   27,531 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 98,627 5,919,968 SH   SOLE   5,919,968 0 0
APPLE INC COM 037833100 318,823 2,021,191 SH   SOLE   2,021,191 0 0
APPLIED MATLS INC COM 038222105 9,213 281,409 SH   SOLE   281,409 0 0
APTARGROUP INC COM 038336103 2,107 22,400 SH   SOLE   22,400 0 0
AQUA AMERICA INC COM 03836W103 2,168 63,416 SH   SOLE   63,416 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6,576 160,500 SH   SOLE   160,500 0 0
ARCONIC INC COM 03965L100 2,076 123,134 SH   SOLE   123,134 0 0
ARISTA NETWORKS INC COM 040413106 3,139 14,900 SH   SOLE   14,900 0 0
ARROW ELECTRS INC COM 042735100 2,142 31,062 SH   SOLE   31,062 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,579 22,253 SH   SOLE   22,253 0 0
ASSOCIATED BANC CORP COM 045487105 1,169 59,089 SH   SOLE   59,089 0 0
ASSURANT INC COM 04621X108 1,338 14,957 SH   SOLE   14,957 0 0
ATMOS ENERGY CORP COM 049560105 3,866 41,700 SH   SOLE   41,700 0 0
AUTODESK INC COM 052769106 8,066 62,720 SH   SOLE   62,720 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 45,011 343,281 SH   SOLE   343,281 0 0
AUTONATION INC COM 05329W102 732 20,500 SH   SOLE   20,500 0 0
AUTOZONE INC COM 053332102 33,839 40,364 SH   SOLE   40,364 0 0
AVALONBAY CMNTYS INC COM 053484101 6,879 39,523 SH   SOLE   39,523 0 0
AVANOS MED INC COM 05350V106 758 16,920 SH   SOLE   16,920 0 0
AVERY DENNISON CORP COM 053611109 13,908 154,826 SH   SOLE   154,826 0 0
AVIS BUDGET GROUP COM 053774105 522 23,200 SH   SOLE   23,200 0 0
AVNET INC COM 053807103 1,431 39,640 SH   SOLE   39,640 0 0
BB T CORP COM 054937107 9,559 220,661 SH   SOLE   220,661 0 0
BAIDU INC SPON ADR REP A 056752108 1,451 9,150 SH   SOLE   9,150 0 0
BAKER HUGHES A GE CO CL A 05722G100 3,111 144,701 SH   SOLE   144,701 0 0
BALL CORP COM 058498106 4,467 97,152 SH   SOLE   97,152 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 844 32,300 SH   SOLE   32,300 0 0
BANK AMER CORP COM 060505104 64,388 2,613,135 SH   SOLE   2,613,135 0 0
BANK HAWAII CORP COM 062540109 1,002 14,890 SH   SOLE   14,890 0 0
BANK NEW YORK MELLON CORP COM 064058100 12,259 260,448 SH   SOLE   260,448 0 0
BANK OZK COM 06417N103 984 43,100 SH   SOLE   43,100 0 0
BAXTER INTL INC COM 071813109 9,328 141,722 SH   SOLE   141,722 0 0
BECTON DICKINSON CO COM 075887109 17,294 76,753 SH   SOLE   76,753 0 0
BED BATH BEYOND INC COM 075896100 557 49,200 SH   SOLE   49,200 0 0
BELDEN INC COM 077454106 601 14,400 SH   SOLE   14,400 0 0
BEMIS INC COM 081437105 1,487 32,400 SH   SOLE   32,400 0 0
W R BERKLEY CORPORATION COM 084423102 2,539 34,355 SH   SOLE   34,355 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 35,496 116 SH   SOLE   116 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 192,385 942,234 SH   SOLE   942,234 0 0
BEST BUY INC COM 086516101 23,160 437,304 SH   SOLE   437,304 0 0
BIG LOTS INC COM 089302103 416 14,400 SH   SOLE   14,400 0 0
BIO RAD LABS INC CL A 090572207 1,672 7,200 SH   SOLE   7,200 0 0
BIOGEN INC COM 09062X103 36,434 121,077 SH   SOLE   121,077 0 0
BIO TECHNE CORP COM 09073M104 1,954 13,500 SH   SOLE   13,500 0 0
BLACK HILLS CORP COM 092113109 1,211 19,290 SH   SOLE   19,290 0 0
BLACKBAUD INC COM 09227Q100 1,088 17,300 SH   SOLE   17,300 0 0
BLACKROCK INC COM 09247X101 13,662 34,780 SH   SOLE   34,780 0 0
BLACKROCK TCP CAP CORP COM 09259E108 313 24,039 SH   SOLE   24,039 0 0
BLOCK H R INC COM 093671105 1,492 58,798 SH   SOLE   58,798 0 0
BOEING CO COM 097023105 48,778 151,250 SH   SOLE   151,250 0 0
BOOKING HLDGS INC COM 09857L108 34,491 20,025 SH   SOLE   20,025 0 0
BORGWARNER INC COM 099724106 2,070 59,596 SH   SOLE   59,596 0 0
BOSTON BEER INC CL A 100557107 747 3,100 SH   SOLE   3,100 0 0
BOSTON PROPERTIES INC COM 101121101 4,978 44,228 SH   SOLE   44,228 0 0
BOSTON SCIENTIFIC CORP COM 101137107 14,002 396,196 SH   SOLE   396,196 0 0
BOYD GAMING CORP COM 103304101 598 28,800 SH   SOLE   28,800 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,036 33,980 SH   SOLE   33,980 0 0
BRINKER INTL INC COM 109641100 606 13,777 SH   SOLE   13,777 0 0
BRINKS CO COM 109696104 1,164 18,000 SH   SOLE   18,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 24,291 467,317 SH   SOLE   467,317 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 15,775 163,900 SH   SOLE   163,900 0 0
BROADCOM INC COM 11135F101 30,101 118,378 SH   SOLE   118,378 0 0
BROWN BROWN INC COM 115236101 2,304 83,600 SH   SOLE   83,600 0 0
BROWN FORMAN CORP CL B 115637209 2,264 47,592 SH   SOLE   47,592 0 0
BRUNSWICK CORP COM 117043109 1,435 30,900 SH   SOLE   30,900 0 0
BURLINGTON STORES INC COM 122017106 31,233 192,000 SH   SOLE   192,000 0 0
CBS CORP NEW CL B 124857202 29,399 672,427 SH   SOLE   672,427 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 3,140 32,100 SH   SOLE   32,100 0 0
CBRE GROUP INC CL A 12504L109 39,309 981,732 SH   SOLE   981,732 0 0
CDK GLOBAL INC COM 12508E101 2,198 45,900 SH   SOLE   45,900 0 0
CF INDS HLDGS INC COM 125269100 2,873 66,025 SH   SOLE   66,025 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,307 39,329 SH   SOLE   39,329 0 0
CIGNA CORP NEW COM 125523100 20,696 108,970 SH   SOLE   108,970 0 0
CME GROUP INC COM CL A 12572Q105 19,278 102,477 SH   SOLE   102,477 0 0
CMS ENERGY CORP COM 125896100 4,028 81,135 SH   SOLE   81,135 0 0
CNO FINL GROUP INC COM 12621E103 873 58,700 SH   SOLE   58,700 0 0
CSX CORP COM 126408103 14,267 229,631 SH   SOLE   229,631 0 0
CNX RESOURCES CORPORATION COM 12653C108 829 72,600 SH   SOLE   72,600 0 0
CVS HEALTH CORP COM 126650100 24,260 370,267 SH   SOLE   370,267 0 0
CABLE ONE INC COM 12685J105 1,476 1,800 SH   SOLE   1,800 0 0
CABOT CORP COM 127055101 918 21,380 SH   SOLE   21,380 0 0
CABOT OIL GAS CORP COM 127097103 2,759 123,432 SH   SOLE   123,432 0 0
CACI INTL INC CL A 127190304 1,282 8,900 SH   SOLE   8,900 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,513 80,800 SH   SOLE   80,800 0 0
CALLON PETE CO DEL COM 13123X102 526 81,100 SH   SOLE   81,100 0 0
CAMDEN PPTY TR SH BEN INT 133131102 2,923 33,200 SH   SOLE   33,200 0 0
CAMPBELL SOUP CO COM 134429109 1,820 55,159 SH   SOLE   55,159 0 0
CANTEL MEDICAL CORP COM 138098108 960 12,900 SH   SOLE   12,900 0 0
CAPITAL ONE FINL CORP COM 14040H105 10,254 135,648 SH   SOLE   135,648 0 0
CARDINAL HEALTH INC COM 14149Y108 22,912 513,715 SH   SOLE   513,715 0 0
CARLISLE COS INC COM 142339100 2,133 21,220 SH   SOLE   21,220 0 0
CARMAX INC COM 143130102 3,137 50,005 SH   SOLE   50,005 0 0
CARNIVAL CORP UNIT 99999999 143658300 5,653 114,660 SH   SOLE   114,660 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 602 16,900 SH   SOLE   16,900 0 0
CARS COM INC COM 14575E105 484 22,499 SH   SOLE   22,499 0 0
CARTERS INC COM 146229109 1,330 16,300 SH   SOLE   16,300 0 0
CASEYS GEN STORES INC COM 147528103 1,666 13,000 SH   SOLE   13,000 0 0
CATALENT INC COM 148806102 1,615 51,800 SH   SOLE   51,800 0 0
CATERPILLAR INC DEL COM 149123101 21,471 168,966 SH   SOLE   168,966 0 0
CATHAY GEN BANCORP COM 149150104 922 27,500 SH   SOLE   27,500 0 0
CELANESE CORP DEL COM 150870103 3,446 38,300 SH   SOLE   38,300 0 0
CELGENE CORP COM 151020104 12,828 200,152 SH   SOLE   200,152 0 0
CENTENE CORP DEL COM 15135B101 6,782 58,824 SH   SOLE   58,824 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,050 143,462 SH   SOLE   143,462 0 0
CENTURYLINK INC COM 156700106 4,125 272,276 SH   SOLE   272,276 0 0
CERNER CORP COM 156782104 4,949 94,368 SH   SOLE   94,368 0 0
CHARLES RIV LABS INTL INC COM 159864107 1,935 17,100 SH   SOLE   17,100 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 14,391 50,500 SH   SOLE   50,500 0 0
CHEESECAKE FACTORY INC COM 163072101 648 14,899 SH   SOLE   14,899 0 0
CHEMED CORP NEW COM 16359R103 1,615 5,700 SH   SOLE   5,700 0 0
CHEMICAL FINL CORP COM 163731102 934 25,500 SH   SOLE   25,500 0 0
CHEMOURS CO COM 163851108 1,721 61,000 SH   SOLE   61,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 684 325,700 SH   SOLE   325,700 0 0
CHEVRON CORP NEW COM 166764100 59,516 547,068 SH   SOLE   547,068 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,040 7,040 SH   SOLE   7,040 0 0
CHURCH DWIGHT INC COM 171340102 4,638 70,524 SH   SOLE   70,524 0 0
CHURCHILL DOWNS INC COM 171484108 1,028 4,214 SH   SOLE   4,214 0 0
CIENA CORP COM NEW 171779309 1,716 50,600 SH   SOLE   50,600 0 0
CIMAREX ENERGY CO COM 171798101 1,688 27,380 SH   SOLE   27,380 0 0
CINCINNATI FINL CORP COM 172062101 3,354 43,321 SH   SOLE   43,321 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,357 37,900 SH   SOLE   37,900 0 0
CIRRUS LOGIC INC COM 172755100 707 21,300 SH   SOLE   21,300 0 0
CISCO SYS INC COM 17275R102 82,539 1,904,891 SH   SOLE   1,904,891 0 0
CINTAS CORP COM 172908105 27,175 161,767 SH   SOLE   161,767 0 0
CITIGROUP INC COM NEW 172967424 36,398 699,156 SH   SOLE   699,156 0 0
CITIZENS FINL GROUP INC COM 174610105 3,984 134,000 SH   SOLE   134,000 0 0
CITRIX SYS INC COM 177376100 3,758 36,674 SH   SOLE   36,674 0 0
CLEAN HARBORS INC COM 184496107 898 18,200 SH   SOLE   18,200 0 0
CLOROX CO DEL COM 189054109 5,637 36,570 SH   SOLE   36,570 0 0
CLOUDERA INC COM 18914U100 856 77,374 SH   SOLE   77,374 0 0
COCA COLA CO COM 191216100 51,931 1,096,738 SH   SOLE   1,096,738 0 0
COGNEX CORP COM 192422103 2,374 61,400 SH   SOLE   61,400 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 10,522 165,754 SH   SOLE   165,754 0 0
COHERENT INC COM 192479103 920 8,700 SH   SOLE   8,700 0 0
COLGATE PALMOLIVE CO COM 194162103 14,778 248,284 SH   SOLE   248,284 0 0
COMCAST CORP NEW CL A 20030N101 72,572 2,131,322 SH   SOLE   2,131,322 0 0
COMERICA INC COM 200340107 3,179 46,276 SH   SOLE   46,276 0 0
COMMERCE BANCSHARES INC COM 200525103 1,996 35,408 SH   SOLE   35,408 0 0
COMMERCIAL METALS CO COM 201723103 671 41,900 SH   SOLE   41,900 0 0
COMMVAULT SYSTEMS INC COM 204166102 821 13,900 SH   SOLE   13,900 0 0
COMPASS MINERALS INTL INC COM 20451N101 504 12,100 SH   SOLE   12,100 0 0
CONAGRA BRANDS INC COM 205887102 2,971 139,071 SH   SOLE   139,071 0 0
CONCHO RES INC COM 20605P101 5,893 57,332 SH   SOLE   57,332 0 0
CONOCOPHILLIPS COM 20825C104 20,548 329,555 SH   SOLE   329,555 0 0
CONSOLIDATED EDISON INC COM 209115104 6,815 89,128 SH   SOLE   89,128 0 0
CONSTELLATION BRANDS INC CL A 21036P108 7,651 47,575 SH   SOLE   47,575 0 0
COOPER COS INC COM NEW 216648402 3,570 14,028 SH   SOLE   14,028 0 0
COPART INC COM 217204106 2,819 59,000 SH   SOLE   59,000 0 0
CORESITE RLTY CORP COM 21870Q105 1,143 13,100 SH   SOLE   13,100 0 0
CORELOGIC INC COM 21871D103 959 28,700 SH   SOLE   28,700 0 0
CORECIVIC INC COM 21871N101 754 42,312 SH   SOLE   42,312 0 0
CORNING INC COM 219350105 6,923 229,169 SH   SOLE   229,169 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 816 38,800 SH   SOLE   38,800 0 0
COSTCO WHSL CORP NEW COM 22160K105 25,553 125,436 SH   SOLE   125,436 0 0
COTY INC COM CL A 222070203 846 128,989 SH   SOLE   128,989 0 0
COUSINS PPTYS INC COM 222795106 1,184 149,900 SH   SOLE   149,900 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,375 8,600 SH   SOLE   8,600 0 0
CRANE CO COM 224399105 1,302 18,032 SH   SOLE   18,032 0 0
CREE INC COM 225447101 1,721 40,230 SH   SOLE   40,230 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 15,586 143,474 SH   SOLE   143,474 0 0
CULLEN FROST BANKERS INC COM 229899109 2,005 22,800 SH   SOLE   22,800 0 0
CUMMINS INC COM 231021106 5,648 42,264 SH   SOLE   42,264 0 0
CURTISS WRIGHT CORP COM 231561101 1,593 15,600 SH   SOLE   15,600 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,641 129,000 SH   SOLE   129,000 0 0
CYRUSONE INC COM 23283R100 1,994 37,700 SH   SOLE   37,700 0 0
D R HORTON INC COM 23331A109 3,399 98,060 SH   SOLE   98,060 0 0
DTE ENERGY CO COM 233331107 5,749 52,123 SH   SOLE   52,123 0 0
DXC TECHNOLOGY CO COM 23355L106 40,458 760,925 SH   SOLE   760,925 0 0
DANA INCORPORATED COM 235825205 703 51,600 SH   SOLE   51,600 0 0
DANAHER CORP DEL COM 235851102 18,208 176,567 SH   SOLE   176,567 0 0
DARDEN RESTAURANTS INC COM 237194105 3,550 35,553 SH   SOLE   35,553 0 0
DAVITA INC COM 23918K108 1,861 36,158 SH   SOLE   36,158 0 0
DECKERS OUTDOOR CORP COM 243537107 1,331 10,400 SH   SOLE   10,400 0 0
DEERE CO COM 244199105 13,732 92,054 SH   SOLE   92,054 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 44,063 883,032 SH   SOLE   883,032 0 0
DELUXE CORP COM 248019101 633 16,462 SH   SOLE   16,462 0 0
DENTSPLY SIRONA INC COM 24906P109 2,369 63,666 SH   SOLE   63,666 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,022 134,063 SH   SOLE   134,063 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 217 23,000 SH   SOLE   23,000 0 0
DIAMONDBACK ENERGY INC COM 25278X109 4,092 44,146 SH   SOLE   44,146 0 0
DICKS SPORTING GOODS INC COM 253393102 821 26,300 SH   SOLE   26,300 0 0
DIGITAL RLTY TR INC COM 253868103 6,293 59,060 SH   SOLE   59,060 0 0
DILLARDS INC CL A 254067101 398 6,600 SH   SOLE   6,600 0 0
DISNEY WALT CO COM DISNEY 254687106 92,364 842,353 SH   SOLE   842,353 0 0
DISCOVER FINL SVCS COM 254709108 5,671 96,143 SH   SOLE   96,143 0 0
DISCOVERY INC COM SER A 25470F104 1,110 44,849 SH   SOLE   44,849 0 0
DISCOVERY INC COM SER C 25470F302 2,381 103,146 SH   SOLE   103,146 0 0
DISH NETWORK CORP CL A 25470M109 1,638 65,600 SH   SOLE   65,600 0 0
DOLLAR GEN CORP NEW COM 256677105 19,718 182,442 SH   SOLE   182,442 0 0
DOLLAR TREE INC COM 256746108 6,152 68,110 SH   SOLE   68,110 0 0
DOMINION ENERGY INC COM 25746U109 13,431 187,949 SH   SOLE   187,949 0 0
DOMINOS PIZZA INC COM 25754A201 3,670 14,800 SH   SOLE   14,800 0 0
DOMTAR CORP COM NEW 257559203 787 22,400 SH   SOLE   22,400 0 0
DONALDSON INC COM 257651109 1,979 45,620 SH   SOLE   45,620 0 0
DOUGLAS EMMETT INC COM 25960P109 1,962 57,500 SH   SOLE   57,500 0 0
DOVER CORP COM 260003108 2,970 41,862 SH   SOLE   41,862 0 0
DOWDUPONT INC COM 26078J100 35,127 656,834 SH   SOLE   656,834 0 0
DRIL QUIP INC COM 262037104 384 12,800 SH   SOLE   12,800 0 0
DROPBOX INC CL A 26210C104 646 31,607 SH   SOLE   31,607 0 0
DUKE REALTY CORP COM NEW 264411505 2,657 102,600 SH   SOLE   102,600 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 20,141 233,384 SH   SOLE   233,384 0 0
DUN BRADSTREET CORP DEL NE COM 26483E100 1,884 13,200 SH   SOLE   13,200 0 0
DUNKIN BRANDS GROUP INC COM 265504100 1,885 29,400 SH   SOLE   29,400 0 0
DYCOM INDS INC COM 267475101 605 11,200 SH   SOLE   11,200 0 0
EOG RES INC COM 26875P101 14,479 166,028 SH   SOLE   166,028 0 0
EQT CORP COM 26884L109 1,713 90,670 SH   SOLE   90,670 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,697 26,500 SH   SOLE   26,500 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 3,193 72,758 SH   SOLE   72,758 0 0
EAGLE MATERIALS INC COM 26969P108 1,019 16,700 SH   SOLE   16,700 0 0
EAST WEST BANCORP INC COM 27579R104 2,251 51,700 SH   SOLE   51,700 0 0
EASTMAN CHEM CO COM 277432100 2,930 40,070 SH   SOLE   40,070 0 0
EATON VANCE CORP COM NON VTG 278265103 1,460 41,500 SH   SOLE   41,500 0 0
EBAY INC COM 278642103 7,274 259,142 SH   SOLE   259,142 0 0
ECOLAB INC COM 278865100 10,731 72,829 SH   SOLE   72,829 0 0
EDGEWELL PERS CARE CO COM 28035Q102 719 19,244 SH   SOLE   19,244 0 0
EDISON INTL COM 281020107 5,296 93,284 SH   SOLE   93,284 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 9,168 59,856 SH   SOLE   59,856 0 0
ELDORADO RESORTS INC COM 28470R102 840 23,200 SH   SOLE   23,200 0 0
ELECTRONIC ARTS INC COM 285512109 6,826 86,506 SH   SOLE   86,506 0 0
ELLINGTON FINANCIAL LLC COM 288522303 22,424 1,462,778 SH   SOLE   1,462,778 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 5,933 580,000 SH   SOLE   580,000 0 0
EMCOR GROUP INC COM 29084Q100 1,224 20,500 SH   SOLE   20,500 0 0
EMERSON ELEC CO COM 291011104 10,709 179,223 SH   SOLE   179,223 0 0
ENCOMPASS HEALTH CORP COM 29261A100 2,178 35,300 SH   SOLE   35,300 0 0
ENERGY FOCUS INC COM NEW 29268T300 337 545,283 SH   SOLE   545,283 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 959 21,244 SH   SOLE   21,244 0 0
ENERSYS COM 29275Y102 1,164 15,000 SH   SOLE   15,000 0 0
ENTERGY CORP NEW COM 29364G103 4,460 51,815 SH   SOLE   51,815 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,262 92,000 SH   SOLE   92,000 0 0
EQUIFAX INC COM 294429105 3,217 34,546 SH   SOLE   34,546 0 0
EQUINIX INC COM PAR 0001 29444U700 8,122 23,038 SH   SOLE   23,038 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 1,452 72,536 SH   SOLE   72,536 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,964 105,503 SH   SOLE   105,503 0 0
ESSEX PPTY TR COM 297178105 4,635 18,902 SH   SOLE   18,902 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,154 9,500 SH   SOLE   9,500 0 0
EURONET WORLDWIDE INC COM 298736109 10,958 107,030 SH   SOLE   107,030 0 0
EVERCORE INC CLASS A 29977A105 1,030 14,400 SH   SOLE   14,400 0 0
EVERGY INC COM 30034W106 4,280 75,400 SH   SOLE   75,400 0 0
EVERSOURCE ENERGY COM 30040W108 5,903 90,764 SH   SOLE   90,764 0 0
EVOKE PHARMA INC COM 30049G104 992 400,000 SH   SOLE   400,000 0 0
EXELON CORP COM 30161N101 90,511 2,006,897 SH   SOLE   2,006,897 0 0
EXELIXIS INC COM 30161Q104 2,097 106,600 SH   SOLE   106,600 0 0
EXPEDIA GROUP INC COM NEW 30212P303 3,817 33,884 SH   SOLE   33,884 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,364 49,399 SH   SOLE   49,399 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,280 36,248 SH   SOLE   36,248 0 0
EXXON MOBIL CORP COM 30231G102 82,655 1,212,132 SH   SOLE   1,212,132 0 0
FLIR SYS INC COM 302445101 1,724 39,585 SH   SOLE   39,585 0 0
F M C CORP COM NEW 302491303 2,850 38,534 SH   SOLE   38,534 0 0
FNB CORP PA COM 302520101 1,138 115,600 SH   SOLE   115,600 0 0
FACEBOOK INC CL A 30303M102 108,618 828,574 SH   SOLE   828,574 0 0
FACTSET RESH SYS INC COM 303075105 2,722 13,600 SH   SOLE   13,600 0 0
FAIR ISAAC CORP COM 303250104 1,926 10,300 SH   SOLE   10,300 0 0
FASTENAL CO COM 311900104 4,295 82,136 SH   SOLE   82,136 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,493 21,116 SH   SOLE   21,116 0 0
FEDERATED INVS INC PA CL B 314211103 903 34,000 SH   SOLE   34,000 0 0
FEDEX CORP COM 31428X106 11,198 69,412 SH   SOLE   69,412 0 0
F5 NETWORKS INC COM 315616102 2,815 17,372 SH   SOLE   17,372 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 11,568 112,806 SH   SOLE   112,806 0 0
FIFTH THIRD BANCORP COM 316773100 4,417 187,704 SH   SOLE   187,704 0 0
FIRST AMERN FINL CORP COM 31847R102 1,777 39,800 SH   SOLE   39,800 0 0
FIRST HORIZON NATL CORP COM 320517105 1,520 115,483 SH   SOLE   115,483 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,299 45,000 SH   SOLE   45,000 0 0
FIRST SOLAR INC COM 336433107 17,792 419,073 SH   SOLE   419,073 0 0
FISERV INC COM 337738108 35,827 487,506 SH   SOLE   487,506 0 0
FIRSTENERGY CORP COM 337932107 5,225 139,153 SH   SOLE   139,153 0 0
FITBIT INC CL A 33812L102 2,139 430,300 SH   SOLE   430,300 0 0
FIVE BELOW INC COM 33829M101 2,036 19,900 SH   SOLE   19,900 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 6,407 34,500 SH   SOLE   34,500 0 0
FLUOR CORP NEW COM 343412102 1,296 40,253 SH   SOLE   40,253 0 0
FLOWERS FOODS INC COM 343498101 1,209 65,450 SH   SOLE   65,450 0 0
FLOWSERVE CORP COM 34354P105 1,425 37,475 SH   SOLE   37,475 0 0
FOOT LOCKER INC COM 344849104 1,752 32,928 SH   SOLE   32,928 0 0
FORD MTR CO DEL COM PAR 001 345370860 8,557 1,118,590 SH   SOLE   1,118,590 0 0
FORTINET INC COM 34959E109 2,923 41,500 SH   SOLE   41,500 0 0
FORTIVE CORP COM 34959J108 5,691 84,119 SH   SOLE   84,119 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 54,161 3,776,923 SH   SOLE   3,776,923 0 0
FORTUNE BRANDS HOME SEC IN COM 34964C106 1,537 40,464 SH   SOLE   40,464 0 0
FRANKLIN RES INC COM 354613101 2,526 85,160 SH   SOLE   85,160 0 0
FREEPORT MCMORAN INC CL B 35671D857 4,277 414,823 SH   SOLE   414,823 0 0
FULTON FINL CORP PA COM 360271100 972 62,800 SH   SOLE   62,800 0 0
GATX CORP COM 361448103 948 13,390 SH   SOLE   13,390 0 0
GEO GROUP INC NEW COM 36162J106 856 43,450 SH   SOLE   43,450 0 0
GALLAGHER ARTHUR J CO COM 363576109 3,873 52,552 SH   SOLE   52,552 0 0
GAP INC DEL COM 364760108 1,575 61,146 SH   SOLE   61,146 0 0
GARTNER INC COM 366651107 3,324 25,999 SH   SOLE   25,999 0 0
GENERAL DYNAMICS CORP COM 369550108 12,534 79,727 SH   SOLE   79,727 0 0
GENERAL ELECTRIC CO COM 369604103 19,595 2,588,560 SH   SOLE   2,588,560 0 0
GENERAL MLS INC COM 370334104 6,649 170,738 SH   SOLE   170,738 0 0
GENERAL MTRS CO COM 37045V100 12,571 375,820 SH   SOLE   375,820 0 0
GENESEE WYO INC CL A 371559105 1,540 20,800 SH   SOLE   20,800 0 0
GENTEX CORP COM 371901109 1,888 93,400 SH   SOLE   93,400 0 0
GENUINE PARTS CO COM 372460105 4,036 42,032 SH   SOLE   42,032 0 0
GENWORTH FINL INC COM CL A 37247D106 832 178,500 SH   SOLE   178,500 0 0
GILEAD SCIENCES INC COM 375558103 111,332 1,779,884 SH   SOLE   1,779,884 0 0
GLOBAL PMTS INC COM 37940X102 27,254 264,264 SH   SOLE   264,264 0 0
GLOBUS MED INC CL A 379577208 1,173 27,100 SH   SOLE   27,100 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,546 99,050 SH   SOLE   99,050 0 0
GOODYEAR TIRE RUBR CO COM 382550101 1,362 66,716 SH   SOLE   66,716 0 0
GRACO INC COM 384109104 2,482 59,300 SH   SOLE   59,300 0 0
GRAHAM HLDGS CO COM 384637104 961 1,500 SH   SOLE   1,500 0 0
GRAINGER W W INC COM 384802104 3,701 13,107 SH   SOLE   13,107 0 0
GRANITE CONSTR INC COM 387328107 674 16,745 SH   SOLE   16,745 0 0
GRANITE PT MTG TR INC COM 38741L107 34,582 1,918,000 SH   SOLE   1,918,000 0 0
GREAT AJAX CORP COM 38983D300 10,845 900,000 SH   SOLE   900,000 0 0
GREIF INC CL A 397624107 341 9,200 SH   SOLE   9,200 0 0
HCA HEALTHCARE INC COM 40412C101 9,560 76,820 SH   SOLE   76,820 0 0
HCP INC COM 40414L109 3,817 136,667 SH   SOLE   136,667 0 0
HNI CORP COM 404251100 554 15,640 SH   SOLE   15,640 0 0
HP INC COM 40434L105 9,269 453,025 SH   SOLE   453,025 0 0
HAEMONETICS CORP COM 405024100 1,841 18,400 SH   SOLE   18,400 0 0
HAIN CELESTIAL GROUP INC COM 405217100 506 31,900 SH   SOLE   31,900 0 0
HALLIBURTON CO COM 406216101 6,666 250,779 SH   SOLE   250,779 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,053 30,400 SH   SOLE   30,400 0 0
HANESBRANDS INC COM 410345102 1,294 103,292 SH   SOLE   103,292 0 0
HANOVER INS GROUP INC COM 410867105 1,757 15,050 SH   SOLE   15,050 0 0
HARLEY DAVIDSON INC COM 412822108 1,589 46,577 SH   SOLE   46,577 0 0
HARRIS CORP DEL COM 413875105 4,532 33,657 SH   SOLE   33,657 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,564 102,675 SH   SOLE   102,675 0 0
HASBRO INC COM 418056107 2,709 33,339 SH   SOLE   33,339 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,422 38,840 SH   SOLE   38,840 0 0
HEALTHCARE SVCS GRP INC COM 421906108 1,057 26,300 SH   SOLE   26,300 0 0
HEALTHCARE RLTY TR COM 421946104 1,268 44,600 SH   SOLE   44,600 0 0
HEALTHEQUITY INC COM 42226A107 1,151 19,300 SH   SOLE   19,300 0 0
HELMERICH PAYNE INC COM 423452101 1,495 31,192 SH   SOLE   31,192 0 0
HENRY JACK ASSOC INC COM 426281101 2,802 22,150 SH   SOLE   22,150 0 0
HERSHEY CO COM 427866108 4,307 40,182 SH   SOLE   40,182 0 0
HESS CORP COM 42809H107 2,884 71,205 SH   SOLE   71,205 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 5,382 407,397 SH   SOLE   407,397 0 0
HIGHWOODS PPTYS INC COM 431284108 1,428 36,900 SH   SOLE   36,900 0 0
HILL ROM HLDGS INC COM 431475102 2,121 23,950 SH   SOLE   23,950 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 6,096 84,900 SH   SOLE   84,900 0 0
HOLLYFRONTIER CORP COM 436106108 2,331 45,600 SH   SOLE   45,600 0 0
HOLOGIC INC COM 436440101 3,171 77,160 SH   SOLE   77,160 0 0
HOME BANCSHARES INC COM 436893200 926 56,700 SH   SOLE   56,700 0 0
HOME DEPOT INC COM 437076102 153,268 892,028 SH   SOLE   892,028 0 0
HONEYWELL INTL INC COM 438516106 59,401 449,600 SH   SOLE   449,600 0 0
HORMEL FOODS CORP COM 440452100 3,330 78,020 SH   SOLE   78,020 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,399 58,600 SH   SOLE   58,600 0 0
HOST HOTELS RESORTS INC COM 44107P104 3,542 212,500 SH   SOLE   212,500 0 0
HUBBELL INC COM 443510607 1,939 19,514 SH   SOLE   19,514 0 0
HUMANA INC COM 444859102 11,266 39,326 SH   SOLE   39,326 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,324 24,976 SH   SOLE   24,976 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,623 303,938 SH   SOLE   303,938 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,341 12,300 SH   SOLE   12,300 0 0
ICU MED INC COM 44930G107 1,355 5,900 SH   SOLE   5,900 0 0
IPG PHOTONICS CORP COM 44980X109 1,156 10,200 SH   SOLE   10,200 0 0
ITT INC COM 45073V108 1,506 31,200 SH   SOLE   31,200 0 0
IDACORP INC COM 451107106 1,673 17,980 SH   SOLE   17,980 0 0
IDEX CORP COM 45167R104 3,447 27,300 SH   SOLE   27,300 0 0
IDEXX LABS INC COM 45168D104 4,595 24,700 SH   SOLE   24,700 0 0
ILLINOIS TOOL WKS INC COM 452308109 36,081 284,797 SH   SOLE   284,797 0 0
ILLUMINA INC COM 452327109 28,211 94,060 SH   SOLE   94,060 0 0
INCYTE CORP COM 45337C102 3,218 50,600 SH   SOLE   50,600 0 0
INGREDION INC COM 457187102 2,303 25,200 SH   SOLE   25,200 0 0
INSPERITY INC COM 45778Q107 1,270 13,600 SH   SOLE   13,600 0 0
INOGEN INC COM 45780L104 782 6,300 SH   SOLE   6,300 0 0
INTEGRA LIFESCIENCES HLDGS COM NEW 457985208 1,137 25,200 SH   SOLE   25,200 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,229 46,020 SH   SOLE   46,020 0 0
INTEL CORP COM 458140100 106,954 2,279,011 SH   SOLE   2,279,011 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 1,465 26,800 SH   SOLE   26,800 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,286 163,100 SH   SOLE   163,100 0 0
INTERDIGITAL INC COM 45867G101 804 12,100 SH   SOLE   12,100 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 674 19,600 SH   SOLE   19,600 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 72,213 635,287 SH   SOLE   635,287 0 0
INTERNATIONAL FLAVORS FRAGRA COM 459506101 3,899 29,042 SH   SOLE   29,042 0 0
INTL PAPER CO COM 460146103 4,681 115,973 SH   SOLE   115,973 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 384 8,750 SH   SOLE   8,750 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,270 110,029 SH   SOLE   110,029 0 0
INTUIT COM 461202103 14,623 74,284 SH   SOLE   74,284 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 15,645 32,668 SH   SOLE   32,668 0 0
IQVIA HLDGS INC COM 46266C105 5,274 45,400 SH   SOLE   45,400 0 0
IRON MTN INC NEW COM 46284V101 2,656 81,946 SH   SOLE   81,946 0 0
ISHARES TR CORE SP MCP ETF 464287507 70,126 422,291 SH   SOLE   422,291 0 0
JBG SMITH PPTYS COM 46590V100 1,351 38,825 SH   SOLE   38,825 0 0
JPMORGAN CHASE CO COM 46625H100 162,184 1,661,385 SH   SOLE   1,661,385 0 0
JABIL INC COM 466313103 1,269 51,200 SH   SOLE   51,200 0 0
JACK IN THE BOX INC COM 466367109 714 9,200 SH   SOLE   9,200 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,000 34,211 SH   SOLE   34,211 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,397 80,446 SH   SOLE   80,446 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,744 108,623 SH   SOLE   108,623 0 0
JOHNSON JOHNSON COM 478160104 110,217 854,064 SH   SOLE   854,064 0 0
JONES LANG LASALLE INC COM 48020Q107 2,051 16,200 SH   SOLE   16,200 0 0
J2 GLOBAL INC COM 48123V102 1,159 16,700 SH   SOLE   16,700 0 0
JUNIPER NETWORKS INC COM 48203R104 2,659 98,796 SH   SOLE   98,796 0 0
KBR INC COM 48242W106 763 50,242 SH   SOLE   50,242 0 0
KLA TENCOR CORP COM 482480100 3,918 43,777 SH   SOLE   43,777 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,779 29,112 SH   SOLE   29,112 0 0
KB HOME COM 48666K109 586 30,700 SH   SOLE   30,700 0 0
KELLOGG CO COM 487836108 4,133 72,491 SH   SOLE   72,491 0 0
KEMPER CORP DEL COM 488401100 1,437 21,650 SH   SOLE   21,650 0 0
KENNAMETAL INC COM 489170100 974 29,260 SH   SOLE   29,260 0 0
KEYCORP NEW COM 493267108 4,378 296,227 SH   SOLE   296,227 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,334 53,700 SH   SOLE   53,700 0 0
KILROY RLTY CORP COM 49427F108 2,257 35,900 SH   SOLE   35,900 0 0
KIMBERLY CLARK CORP COM 494368103 11,297 99,146 SH   SOLE   99,146 0 0
KIMCO RLTY CORP COM 49446R109 1,767 120,638 SH   SOLE   120,638 0 0
KINDER MORGAN INC DEL COM 49456B101 8,357 543,356 SH   SOLE   543,356 0 0
KIRBY CORP COM 497266106 1,293 19,200 SH   SOLE   19,200 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,123 44,800 SH   SOLE   44,800 0 0
KOHLS CORP COM 500255104 3,139 47,310 SH   SOLE   47,310 0 0
KRAFT HEINZ CO COM 500754106 7,663 178,046 SH   SOLE   178,046 0 0
KROGER CO COM 501044101 6,283 228,476 SH   SOLE   228,476 0 0
L BRANDS INC COM 501797104 1,677 65,344 SH   SOLE   65,344 0 0
LKQ CORP COM 501889208 2,161 91,052 SH   SOLE   91,052 0 0
L3 TECHNOLOGIES INC COM 502413107 3,907 22,496 SH   SOLE   22,496 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,651 28,897 SH   SOLE   28,897 0 0
LAM RESEARCH CORP COM 512807108 6,054 44,460 SH   SOLE   44,460 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 4,524 65,400 SH   SOLE   65,400 0 0
LAMB WESTON HLDGS INC COM 513272104 3,082 41,900 SH   SOLE   41,900 0 0
LANCASTER COLONY CORP COM 513847103 1,224 6,920 SH   SOLE   6,920 0 0
LANDSTAR SYS INC COM 515098101 1,406 14,700 SH   SOLE   14,700 0 0
LAUDER ESTEE COS INC CL A 518439104 8,186 62,918 SH   SOLE   62,918 0 0
LEGGETT PLATT INC COM 524660107 1,340 37,377 SH   SOLE   37,377 0 0
LEGG MASON INC COM 524901105 778 30,500 SH   SOLE   30,500 0 0
LEIDOS HLDGS INC COM 525327102 2,813 53,348 SH   SOLE   53,348 0 0
LENDINGTREE INC NEW COM 52603B107 593 2,700 SH   SOLE   2,700 0 0
LENNAR CORP CL A 526057104 3,279 83,758 SH   SOLE   83,758 0 0
LENNOX INTL INC COM 526107107 2,823 12,900 SH   SOLE   12,900 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,207 52,700 SH   SOLE   52,700 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,031 7,600 SH   SOLE   7,600 0 0
LIFE STORAGE INC COM 53223X107 1,544 16,600 SH   SOLE   16,600 0 0
LILLY ELI CO COM 532457108 31,237 269,938 SH   SOLE   269,938 0 0
LINCOLN ELEC HLDGS INC COM 533900106 1,814 23,000 SH   SOLE   23,000 0 0
LINCOLN NATL CORP IND COM 534187109 3,139 61,181 SH   SOLE   61,181 0 0
LITTELFUSE INC COM 537008104 1,543 9,000 SH   SOLE   9,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,428 49,300 SH   SOLE   49,300 0 0
LIVERAMP HLDGS INC COM 53815P108 939 24,300 SH   SOLE   24,300 0 0
LOCKHEED MARTIN CORP COM 539830109 58,081 221,818 SH   SOLE   221,818 0 0
LOEWS CORP COM 540424108 3,605 79,185 SH   SOLE   79,185 0 0
LOGMEIN INC COM 54142L109 1,485 18,202 SH   SOLE   18,202 0 0
LOUISIANA PAC CORP COM 546347105 1,118 50,299 SH   SOLE   50,299 0 0
LOWES COS INC COM 548661107 21,231 229,875 SH   SOLE   229,875 0 0
LUMENTUM HLDGS INC COM 55024U109 1,105 26,300 SH   SOLE   26,300 0 0
M T BK CORP COM 55261F104 5,750 40,170 SH   SOLE   40,170 0 0
MB FINANCIAL INC NEW COM 55264U108 1,189 30,000 SH   SOLE   30,000 0 0
MDU RES GROUP INC COM 552690109 1,666 69,862 SH   SOLE   69,862 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,479 143,400 SH   SOLE   143,400 0 0
MKS INSTRUMENT INC COM 55306N104 1,241 19,200 SH   SOLE   19,200 0 0
MSA SAFETY INC COM 553498106 1,178 12,500 SH   SOLE   12,500 0 0
MSC INDL DIRECT INC CL A 553530106 1,246 16,200 SH   SOLE   16,200 0 0
MSCI INC COM 55354G100 3,715 25,200 SH   SOLE   25,200 0 0
MACERICH CO COM 554382101 1,312 30,308 SH   SOLE   30,308 0 0
MACK CALI RLTY CORP COM 554489104 631 32,200 SH   SOLE   32,200 0 0
MACYS INC COM 55616P104 2,622 88,030 SH   SOLE   88,030 0 0
MANHATTAN ASSOCS INC COM 562750109 987 23,300 SH   SOLE   23,300 0 0
MANPOWERGROUP INC COM 56418H100 1,428 22,030 SH   SOLE   22,030 0 0
MARATHON OIL CORP COM 565849106 3,413 238,040 SH   SOLE   238,040 0 0
MARATHON PETE CORP COM 56585A102 11,673 197,816 SH   SOLE   197,816 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,832 13,400 SH   SOLE   13,400 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 1,029 14,600 SH   SOLE   14,600 0 0
MARSH MCLENNAN COS INC COM 571748102 11,500 144,201 SH   SOLE   144,201 0 0
MARRIOTT INTL INC NEW CL A 571903202 8,799 81,052 SH   SOLE   81,052 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,079 17,912 SH   SOLE   17,912 0 0
MASCO CORP COM 574599106 2,559 87,504 SH   SOLE   87,504 0 0
MASIMO CORP COM 574795100 1,868 17,400 SH   SOLE   17,400 0 0
MASTEC INC COM 576323109 921 22,700 SH   SOLE   22,700 0 0
MASTERCARD INCORPORATED CL A 57636Q104 72,560 384,628 SH   SOLE   384,628 0 0
MATADOR RES CO COM 576485205 573 36,900 SH   SOLE   36,900 0 0
MATTEL INC COM 577081102 979 97,961 SH   SOLE   97,961 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4,032 79,300 SH   SOLE   79,300 0 0
MAXIMUS INC COM 577933104 1,491 22,900 SH   SOLE   22,900 0 0
MCCORMICK CO INC COM NON VTG 579780206 14,463 103,868 SH   SOLE   103,868 0 0
MCDERMOTT INTL INC COM 580037703 421 64,399 SH   SOLE   64,399 0 0
MCDONALDS CORP COM 580135101 39,200 220,757 SH   SOLE   220,757 0 0
MCKESSON CORP COM 58155Q103 35,476 321,133 SH   SOLE   321,133 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,092 130,100 SH   SOLE   130,100 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,470 21,800 SH   SOLE   21,800 0 0
MEDNAX INC COM 58502B106 1,053 31,900 SH   SOLE   31,900 0 0
MERCK CO INC COM 58933Y105 59,871 783,549 SH   SOLE   783,549 0 0
MERCURY GENL CORP NEW COM 589400100 502 9,700 SH   SOLE   9,700 0 0
MEREDITH CORP COM 589433101 738 14,200 SH   SOLE   14,200 0 0
METLIFE INC COM 59156R108 11,599 282,485 SH   SOLE   282,485 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,038 7,140 SH   SOLE   7,140 0 0
MICHAELS COS INC COM 59408Q106 433 32,000 SH   SOLE   32,000 0 0
MICROSOFT CORP COM 594918104 252,098 2,482,017 SH   SOLE   2,482,017 0 0
MICROVISION INC DEL COM NEW 594960304 2,613 4,326,199 SH   SOLE   4,326,199 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 12,059 167,672 SH   SOLE   167,672 0 0
MICRON TECHNOLOGY INC COM 595112103 10,174 320,644 SH   SOLE   320,644 0 0
MID AMER APT CMNTYS INC COM 59522J103 3,120 32,601 SH   SOLE   32,601 0 0
MILLER HERMAN INC COM 600544100 639 21,130 SH   SOLE   21,130 0 0
MINERALS TECHNOLOGIES INC COM 603158106 646 12,580 SH   SOLE   12,580 0 0
MOHAWK INDS INC COM 608190104 2,109 18,036 SH   SOLE   18,036 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,580 22,200 SH   SOLE   22,200 0 0
MOLSON COORS BREWING CO CL B 60871R209 3,010 53,599 SH   SOLE   53,599 0 0
MONDELEZ INTL INC CL A 609207105 16,663 416,256 SH   SOLE   416,256 0 0
MONOLITHIC PWR SYS INC COM 609839105 1,616 13,900 SH   SOLE   13,900 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 5,611 113,992 SH   SOLE   113,992 0 0
MOODYS CORP COM 615369105 18,711 133,615 SH   SOLE   133,615 0 0
MORGAN STANLEY COM NEW 617446448 14,839 374,255 SH   SOLE   374,255 0 0
MOSAIC CO NEW COM 61945C103 2,964 101,482 SH   SOLE   101,482 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,387 46,823 SH   SOLE   46,823 0 0
MURPHY OIL CORP COM 626717102 1,357 58,000 SH   SOLE   58,000 0 0
MURPHY USA INC COM 626755102 822 10,725 SH   SOLE   10,725 0 0
NCR CORP NEW COM 62886E108 973 42,140 SH   SOLE   42,140 0 0
NRG ENERGY INC COM NEW 629377508 3,286 82,968 SH   SOLE   82,968 0 0
NVR INC COM 62944T105 2,837 1,164 SH   SOLE   1,164 0 0
NASDAQ INC COM 631103108 2,676 32,811 SH   SOLE   32,811 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,570 30,680 SH   SOLE   30,680 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 1,899 39,587 SH   SOLE   39,587 0 0
NATIONAL INSTRS CORP COM 636518102 1,823 40,175 SH   SOLE   40,175 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,821 109,778 SH   SOLE   109,778 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 2,751 56,700 SH   SOLE   56,700 0 0
NAVIENT CORP COM 63938C108 721 81,800 SH   SOLE   81,800 0 0
NEKTAR THERAPEUTICS COM 640268108 1,630 49,600 SH   SOLE   49,600 0 0
NETAPP INC COM 64110D104 4,302 72,091 SH   SOLE   72,091 0 0
NETFLIX INC COM 64110L106 33,413 124,834 SH   SOLE   124,834 0 0
NETSCOUT SYS INC COM 64115T104 588 24,900 SH   SOLE   24,900 0 0
NEW JERSEY RES COM 646025106 1,439 31,500 SH   SOLE   31,500 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 101,669 7,154,734 SH   SOLE   7,154,734 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,645 174,770 SH   SOLE   174,770 0 0
NEW YORK TIMES CO CL A 650111107 1,121 50,300 SH   SOLE   50,300 0 0
NEWELL BRANDS INC COM 651229106 2,286 122,971 SH   SOLE   122,971 0 0
NEWFIELD EXPL CO COM 651290108 834 56,912 SH   SOLE   56,912 0 0
NEWMARKET CORP COM 651587107 1,319 3,200 SH   SOLE   3,200 0 0
NEWMONT MINING CORP COM 651639106 5,283 152,455 SH   SOLE   152,455 0 0
NEWS CORP NEW CL A 65249B109 1,251 110,239 SH   SOLE   110,239 0 0
NEWS CORP NEW CL B 65249B208 407 35,244 SH   SOLE   35,244 0 0
NEXTERA ENERGY INC COM 65339F101 23,791 136,873 SH   SOLE   136,873 0 0
NIKE INC CL B 654106103 27,023 364,492 SH   SOLE   364,492 0 0
NISOURCE INC COM 65473P105 2,636 104,002 SH   SOLE   104,002 0 0
NLIGHT INC COM 65487K100 1,269 71,388 SH   SOLE   71,388 0 0
NOBLE ENERGY INC COM 655044105 2,577 137,361 SH   SOLE   137,361 0 0
NORDSON CORP COM 655663102 2,227 18,660 SH   SOLE   18,660 0 0
NORDSTROM INC COM 655664100 1,519 32,592 SH   SOLE   32,592 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,656 77,949 SH   SOLE   77,949 0 0
NORTHERN TR CORP COM 665859104 5,296 63,354 SH   SOLE   63,354 0 0
NORTHROP GRUMMAN CORP COM 666807102 12,176 49,717 SH   SOLE   49,717 0 0
NORTHWESTERN CORP COM NEW 668074305 1,064 17,900 SH   SOLE   17,900 0 0
NOW INC COM 67011P100 450 38,627 SH   SOLE   38,627 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,214 19,800 SH   SOLE   19,800 0 0
NUCOR CORP COM 670346105 4,658 89,911 SH   SOLE   89,911 0 0
NVIDIA CORP COM 67066G104 23,308 174,592 SH   SOLE   174,592 0 0
NUVASIVE INC COM 670704105 907 18,300 SH   SOLE   18,300 0 0
OGE ENERGY CORP COM 670837103 2,791 71,220 SH   SOLE   71,220 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,901 22,947 SH   SOLE   22,947 0 0
OASIS PETE INC NEW COM 674215108 527 95,300 SH   SOLE   95,300 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 13,268 216,156 SH   SOLE   216,156 0 0
OCEANEERING INTL INC COM 675232102 425 35,100 SH   SOLE   35,100 0 0
OLD DOMINION FGHT LINES INC COM 679580100 2,877 23,300 SH   SOLE   23,300 0 0
OLD REP INTL CORP COM 680223104 2,086 101,427 SH   SOLE   101,427 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1,224 18,400 SH   SOLE   18,400 0 0
OMNICOM GROUP INC COM 681919106 4,696 64,118 SH   SOLE   64,118 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,513 71,500 SH   SOLE   71,500 0 0
ONE GAS INC COM 68235P108 1,493 18,757 SH   SOLE   18,757 0 0
ONEOK INC NEW COM 682680103 6,351 117,726 SH   SOLE   117,726 0 0
ORACLE CORP COM 68389X105 32,994 730,760 SH   SOLE   730,760 0 0
OSHKOSH CORP COM 688239201 1,570 25,600 SH   SOLE   25,600 0 0
OWENS ILL INC COM NEW 690768403 976 56,600 SH   SOLE   56,600 0 0
PBF ENERGY INC CL A 69318G106 1,395 42,700 SH   SOLE   42,700 0 0
PG E CORP COM 69331C108 3,528 148,529 SH   SOLE   148,529 0 0
PNC FINL SVCS GROUP COM 693475105 15,441 132,076 SH   SOLE   132,076 0 0
PNM RES INC COM 69349H107 1,168 28,434 SH   SOLE   28,434 0 0
PPG INDS INC COM 693506107 7,020 68,668 SH   SOLE   68,668 0 0
PPL CORP COM 69351T106 5,841 206,166 SH   SOLE   206,166 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,913 20,800 SH   SOLE   20,800 0 0
PVH CORP COM 693656100 2,017 21,696 SH   SOLE   21,696 0 0
PTC INC COM 69370C100 3,153 38,039 SH   SOLE   38,039 0 0
PACCAR INC COM 693718108 5,715 100,018 SH   SOLE   100,018 0 0
PACKAGING CORP AMER COM 695156109 2,262 27,100 SH   SOLE   27,100 0 0
PACWEST BANCORP DEL COM 695263103 1,444 43,400 SH   SOLE   43,400 0 0
PALO ALTO NETWORKS INC COM 697435105 6,404 34,000 SH   SOLE   34,000 0 0
PAPA JOHNS INTL INC COM 698813102 318 8,000 SH   SOLE   8,000 0 0
PARKER HANNIFIN CORP COM 701094104 5,652 37,895 SH   SOLE   37,895 0 0
PATTERSON COMPANIES INC COM 703395103 578 29,400 SH   SOLE   29,400 0 0
PATTERSON UTI ENERGY INC COM 703481101 802 77,500 SH   SOLE   77,500 0 0
PAYCHEX INC COM 704326107 5,962 91,511 SH   SOLE   91,511 0 0
PAYPAL HLDGS INC COM 70450Y103 28,366 337,334 SH   SOLE   337,334 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,293 45,656 SH   SOLE   45,656 0 0
PENN NATL GAMING INC COM 707569109 727 38,600 SH   SOLE   38,600 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,560 108,075 SH   SOLE   108,075 0 0
PEPSICO INC COM 713448108 44,648 404,129 SH   SOLE   404,129 0 0
PERKINELMER INC COM 714046109 13,183 167,829 SH   SOLE   167,829 0 0
PERSPECTA INC COM 715347100 868 50,400 SH   SOLE   50,400 0 0
PFIZER INC COM 717081103 75,568 1,731,226 SH   SOLE   1,731,226 0 0
PHILIP MORRIS INTL INC COM 718172109 67,138 1,005,665 SH   SOLE   1,005,665 0 0
PHILLIPS 66 COM 718546104 10,462 121,435 SH   SOLE   121,435 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,203 26,100 SH   SOLE   26,100 0 0
PINNACLE WEST CAP CORP COM 723484101 2,734 32,087 SH   SOLE   32,087 0 0
PIONEER NAT RES COM 723787107 6,418 48,802 SH   SOLE   48,802 0 0
PITNEY BOWES INC COM 724479100 395 66,900 SH   SOLE   66,900 0 0
PLANTRONICS INC NEW COM 727493108 391 11,800 SH   SOLE   11,800 0 0
POLARIS INDS INC COM 731068102 1,587 20,700 SH   SOLE   20,700 0 0
POLYONE CORP COM 73179P106 815 28,500 SH   SOLE   28,500 0 0
POOL CORP COM 73278L105 2,141 14,400 SH   SOLE   14,400 0 0
POST HLDGS INC COM 737446104 2,121 23,800 SH   SOLE   23,800 0 0
POTLATCHDELTIC CORP COM 737630103 763 24,111 SH   SOLE   24,111 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 568 18,400 SH   SOLE   18,400 0 0
PRICE T ROWE GROUP INC COM 74144T108 6,357 68,861 SH   SOLE   68,861 0 0
PRIMERICA INC COM 74164M108 1,495 15,300 SH   SOLE   15,300 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,329 75,379 SH   SOLE   75,379 0 0
PROCTER AND GAMBLE CO COM 742718109 81,644 888,203 SH   SOLE   888,203 0 0
PROGRESSIVE CORP OHIO COM 743315103 10,074 166,981 SH   SOLE   166,981 0 0
PROLOGIS INC COM 74340W103 10,582 180,211 SH   SOLE   180,211 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,477 23,700 SH   SOLE   23,700 0 0
PRUDENTIAL FINL INC COM 744320102 9,642 118,232 SH   SOLE   118,232 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,533 144,722 SH   SOLE   144,722 0 0
PUBLIC STORAGE COM 74460D109 8,699 42,977 SH   SOLE   42,977 0 0
PULTE GROUP INC COM 745867101 1,923 74,009 SH   SOLE   74,009 0 0
QEP RES INC COM 74733V100 475 84,400 SH   SOLE   84,400 0 0
QORVO INC COM 74736K101 2,170 35,724 SH   SOLE   35,724 0 0
QUALCOMM INC COM 747525103 19,752 347,071 SH   SOLE   347,071 0 0
QUANTA SVCS INC COM 74762E102 1,260 41,856 SH   SOLE   41,856 0 0
QUEST DIAGNOSTICS INC COM 74834L100 34,596 415,463 SH   SOLE   415,463 0 0
RPM INTL INC COM 749685103 2,781 47,318 SH   SOLE   47,318 0 0
RALPH LAUREN CORP CL A 751212101 1,618 15,641 SH   SOLE   15,641 0 0
RANGE RES CORP COM 75281A109 706 73,800 SH   SOLE   73,800 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,746 36,900 SH   SOLE   36,900 0 0
RAYONIER INC COM 754907103 1,277 46,109 SH   SOLE   46,109 0 0
RAYTHEON CO COM NEW 755111507 48,372 315,436 SH   SOLE   315,436 0 0
REALOGY HLDGS CORP COM 75605Y106 618 42,100 SH   SOLE   42,100 0 0
REALTY INCOME CORP COM 756109104 5,328 84,524 SH   SOLE   84,524 0 0
RED HAT INC COM 756577102 8,887 50,596 SH   SOLE   50,596 0 0
REGAL BELOIT CORP COM 758750103 1,079 15,400 SH   SOLE   15,400 0 0
REGENCY CTRS CORP COM 758849103 2,846 48,500 SH   SOLE   48,500 0 0
REGENERON PHARMACEUTICALS COM 75886F107 8,308 22,244 SH   SOLE   22,244 0 0
REGIONS FINL CORP NEW COM 7591EP100 3,960 295,970 SH   SOLE   295,970 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 3,141 22,400 SH   SOLE   22,400 0 0
RELIANCE STEEL ALUMINUM CO COM 759509102 1,786 25,100 SH   SOLE   25,100 0 0
REPUBLIC SVCS INC COM 760759100 4,491 62,300 SH   SOLE   62,300 0 0
RESMED INC COM 761152107 4,646 40,800 SH   SOLE   40,800 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 900 43,800 SH   SOLE   43,800 0 0
ROBERT HALF INTL INC COM 770323103 35,776 625,460 SH   SOLE   625,460 0 0
ROCKWELL AUTOMATION INC COM 773903109 5,205 34,590 SH   SOLE   34,590 0 0
ROLLINS INC COM 775711104 1,524 42,209 SH   SOLE   42,209 0 0
ROPER TECHNOLOGIES INC COM 776696106 7,890 29,602 SH   SOLE   29,602 0 0
ROSS STORES INC COM 778296103 35,725 429,388 SH   SOLE   429,388 0 0
ROYAL GOLD INC COM 780287108 2,004 23,400 SH   SOLE   23,400 0 0
RYDER SYS INC COM 783549108 910 18,900 SH   SOLE   18,900 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 5,245 32,400 SH   SOLE   32,400 0 0
SEI INVESTMENTS CO COM 784117103 2,153 46,600 SH   SOLE   46,600 0 0
SL GREEN RLTY CORP COM 78440X101 1,930 24,408 SH   SOLE   24,408 0 0
SLM CORP COM 78442P106 1,291 155,325 SH   SOLE   155,325 0 0
SM ENERGY CO COM 78454L100 570 36,800 SH   SOLE   36,800 0 0
SPDR S P 500 ETF TR TR UNIT 78462F103 481,652 1,927,226 SH   SOLE   1,927,226 0 0
SVB FINL GROUP COM 78486Q101 2,887 15,200 SH   SOLE   15,200 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,048 63,600 SH   SOLE   63,600 0 0
SABRE CORP COM 78573M104 2,123 98,100 SH   SOLE   98,100 0 0
SAFETY INCOME GROWTH INC COM 78649D104 16,553 880,000 SH   SOLE   880,000 0 0
SALESFORCE COM INC COM 79466L302 30,004 219,056 SH   SOLE   219,056 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 730 42,800 SH   SOLE   42,800 0 0
SANDERSON FARMS INC COM 800013104 715 7,200 SH   SOLE   7,200 0 0
SCANA CORP NEW COM 80589M102 1,950 40,816 SH   SOLE   40,816 0 0
SCHEIN HENRY INC COM 806407102 3,427 43,644 SH   SOLE   43,644 0 0
SCHLUMBERGER LTD COM 806857108 14,305 396,472 SH   SOLE   396,472 0 0
SCHWAB CHARLES CORP NEW COM 808513105 14,292 344,137 SH   SOLE   344,137 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 967 15,185 SH   SOLE   15,185 0 0
SCIENTIFIC GAMES CORP COM 80874P109 350 19,600 SH   SOLE   19,600 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 859 13,975 SH   SOLE   13,975 0 0
SEALED AIR CORP NEW COM 81211K100 1,566 44,948 SH   SOLE   44,948 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,118 19,500 SH   SOLE   19,500 0 0
SELECT SECTOR SPDR TR SBI INT FINL 81369Y605 63,478 2,664,900 SH   SOLE   2,664,900 0 0
SELECT SECTOR SPDR TR SBI INT INDS 81369Y704 8,360 129,800 SH   SOLE   129,800 0 0
SEMPRA ENERGY COM 816851109 8,475 78,338 SH   SOLE   78,338 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 993 84,700 SH   SOLE   84,700 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 842 15,070 SH   SOLE   15,070 0 0
SERVICE CORP INTL COM 817565104 2,597 64,500 SH   SOLE   64,500 0 0
SHERWIN WILLIAMS CO COM 824348106 9,282 23,591 SH   SOLE   23,591 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,953 19,000 SH   SOLE   19,000 0 0
SILICON LABORATORIES INC COM 826919102 1,214 15,400 SH   SOLE   15,400 0 0
SILGAN HOLDINGS INC COM 827048109 651 27,562 SH   SOLE   27,562 0 0
SIMON PPTY GROUP INC NEW COM 828806109 14,884 88,598 SH   SOLE   88,598 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,424 25,600 SH   SOLE   25,600 0 0
SKECHERS U S A INC CL A 830566105 1,092 47,700 SH   SOLE   47,700 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,405 50,808 SH   SOLE   50,808 0 0
SMITH A O COM 831865209 1,759 41,200 SH   SOLE   41,200 0 0
SMUCKER J M CO COM NEW 832696405 3,048 32,600 SH   SOLE   32,600 0 0
SNAP ON INC COM 833034101 2,315 15,935 SH   SOLE   15,935 0 0
SNAP INC CL A 83304A106 5,955 1,080,756 SH   SOLE   1,080,756 0 0
SONOCO PRODS CO COM 835495102 1,892 35,611 SH   SOLE   35,611 0 0
SOTHEBYS COM 835898107 494 12,427 SH   SOLE   12,427 0 0
SOUTHERN CO COM 842587107 12,936 294,530 SH   SOLE   294,530 0 0
SOUTHWEST AIRLS CO COM 844741108 6,734 144,884 SH   SOLE   144,884 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,446 18,900 SH   SOLE   18,900 0 0
SOUTHWESTERN ENERGY CO COM 845467109 707 207,200 SH   SOLE   207,200 0 0
SPLUNK INC COM 848637104 10,904 104,000 SH   SOLE   104,000 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,070 45,500 SH   SOLE   45,500 0 0
SQUARE INC CL A 852234103 15,911 283,665 SH   SOLE   283,665 0 0
STANLEY BLACK DECKER INC COM 854502101 5,179 43,248 SH   SOLE   43,248 0 0
STARBUCKS CORP COM 855244109 22,872 355,160 SH   SOLE   355,160 0 0
STATE STR CORP COM 857477103 6,853 108,657 SH   SOLE   108,657 0 0
STEEL DYNAMICS INC COM 858119100 2,457 81,800 SH   SOLE   81,800 0 0
STERICYCLE INC COM 858912108 1,115 30,381 SH   SOLE   30,381 0 0
STERLING BANCORP DEL COM 85917A100 1,321 80,000 SH   SOLE   80,000 0 0
STIFEL FINL CORP COM 860630102 1,064 25,700 SH   SOLE   25,700 0 0
STRYKER CORP COM 863667101 40,895 260,896 SH   SOLE   260,896 0 0
SUNTRUST BKS INC COM 867914103 6,486 128,592 SH   SOLE   128,592 0 0
SYMANTEC CORP COM 871503108 3,456 182,929 SH   SOLE   182,929 0 0
SYNAPTICS INC COM 87157D109 458 12,300 SH   SOLE   12,300 0 0
SYNOPSYS INC COM 871607107 3,597 42,700 SH   SOLE   42,700 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,328 41,505 SH   SOLE   41,505 0 0
SYNNEX CORP COM 87162W100 1,197 14,804 SH   SOLE   14,804 0 0
SYNCHRONY FINL COM 87165B103 4,441 189,310 SH   SOLE   189,310 0 0
SYNEOS HEALTH INC CL A 87166B102 854 21,700 SH   SOLE   21,700 0 0
SYSCO CORP COM 871829107 8,577 136,879 SH   SOLE   136,879 0 0
TCF FINL CORP COM 872275102 1,159 59,460 SH   SOLE   59,460 0 0
TJX COS INC NEW COM 872540109 15,850 354,280 SH   SOLE   354,280 0 0
TRI POINTE GROUP INC COM 87265H109 554 50,700 SH   SOLE   50,700 0 0
TAKE TWO INTERACTIVE SOFTWAR COM 874054109 3,356 32,600 SH   SOLE   32,600 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 677 33,500 SH   SOLE   33,500 0 0
TAPESTRY INC COM 876030107 2,799 82,947 SH   SOLE   82,947 0 0
TARGET CORP COM 87612E106 9,875 149,410 SH   SOLE   149,410 0 0
TAUBMAN CTRS INC COM 876664103 992 21,800 SH   SOLE   21,800 0 0
TECH DATA CORP COM 878237106 1,092 13,350 SH   SOLE   13,350 0 0
TEGNA INC COM 87901J105 834 76,700 SH   SOLE   76,700 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,671 12,900 SH   SOLE   12,900 0 0
TELEFLEX INC COM 879369106 4,247 16,430 SH   SOLE   16,430 0 0
TELEPHONE DATA SYS INC COM NEW 879433829 1,078 33,136 SH   SOLE   33,136 0 0
TEMPUR SEALY INTL INC COM 88023U101 675 16,300 SH   SOLE   16,300 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 507 29,600 SH   SOLE   29,600 0 0
TERADATA CORP DEL COM 88076W103 1,615 42,100 SH   SOLE   42,100 0 0
TERADYNE INC COM 880770102 2,005 63,900 SH   SOLE   63,900 0 0
TEREX CORP NEW COM 880779103 637 23,100 SH   SOLE   23,100 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 915 17,900 SH   SOLE   17,900 0 0
TEXAS INSTRS INC COM 882508104 25,989 275,018 SH   SOLE   275,018 0 0
TEXAS ROADHOUSE INC COM 882681109 1,415 23,700 SH   SOLE   23,700 0 0
TEXTRON INC COM 883203101 3,198 69,537 SH   SOLE   69,537 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 71,105 317,731 SH   SOLE   317,731 0 0
THOR INDS INC COM 885160101 931 17,900 SH   SOLE   17,900 0 0
3M CO COM 88579Y101 31,758 166,676 SH   SOLE   166,676 0 0
TIFFANY CO NEW COM 886547108 2,499 31,034 SH   SOLE   31,034 0 0
TIMKEN CO COM 887389104 922 24,700 SH   SOLE   24,700 0 0
TOLL BROTHERS INC COM 889478103 1,591 48,300 SH   SOLE   48,300 0 0
TOOTSIE ROLL INDS INC COM 890516107 220 6,588 SH   SOLE   6,588 0 0
TORCHMARK CORP COM 891027104 2,192 29,410 SH   SOLE   29,410 0 0
TORO CO COM 891092108 2,096 37,500 SH   SOLE   37,500 0 0
TOTAL SYS SVCS INC COM 891906109 23,473 288,753 SH   SOLE   288,753 0 0
TRACTOR SUPPLY CO COM 892356106 2,916 34,952 SH   SOLE   34,952 0 0
TRANSDIGM GROUP INC COM 893641100 4,728 13,904 SH   SOLE   13,904 0 0
TRAVELERS COMPANIES INC COM 89417E109 9,087 75,883 SH   SOLE   75,883 0 0
TREEHOUSE FOODS INC COM 89469A104 1,014 20,000 SH   SOLE   20,000 0 0
TRIMBLE INC COM 896239100 2,945 89,500 SH   SOLE   89,500 0 0
TRINITY INDS INC COM 896522109 1,075 52,194 SH   SOLE   52,194 0 0
TRIPADVISOR INC COM 896945201 1,583 29,354 SH   SOLE   29,354 0 0
TRUSTMARK CORP COM 898402102 679 23,900 SH   SOLE   23,900 0 0
TUPPERWARE BRANDS CORP COM 899896104 546 17,287 SH   SOLE   17,287 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 14,563 302,641 SH   SOLE   302,641 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 6,663 139,456 SH   SOLE   139,456 0 0
TWITTER INC COM 90184L102 5,949 207,000 SH   SOLE   207,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 152,567 11,882,142 SH   SOLE   11,882,142 0 0
II VI INC COM 902104108 732 22,545 SH   SOLE   22,545 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,564 13,800 SH   SOLE   13,800 0 0
TYSON FOODS INC CL A 902494103 4,514 84,536 SH   SOLE   84,536 0 0
UDR INC COM 902653104 3,126 78,904 SH   SOLE   78,904 0 0
UGI CORP NEW COM 902681105 3,308 62,000 SH   SOLE   62,000 0 0
UMB FINL CORP COM 902788108 976 16,000 SH   SOLE   16,000 0 0
US BANCORP DEL COM NEW 902973304 60,783 1,330,042 SH   SOLE   1,330,042 0 0
ULTA BEAUTY INC COM 90384S303 3,938 16,084 SH   SOLE   16,084 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,718 11,100 SH   SOLE   11,100 0 0
UMPQUA HLDGS CORP COM 904214103 1,248 78,500 SH   SOLE   78,500 0 0
UNDER ARMOUR INC CL A 904311107 950 53,756 SH   SOLE   53,756 0 0
UNDER ARMOUR INC CL C 904311206 878 54,299 SH   SOLE   54,299 0 0
UNION PAC CORP COM 907818108 29,154 210,912 SH   SOLE   210,912 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,145 36,800 SH   SOLE   36,800 0 0
UNITED CONTL HLDGS INC COM 910047109 5,488 65,544 SH   SOLE   65,544 0 0
UNITED PARCEL SERVICE INC CL B 911312106 21,631 221,786 SH   SOLE   221,786 0 0
UNITED RENTALS INC COM 911363109 2,379 23,200 SH   SOLE   23,200 0 0
UNITED STATES STL CORP NEW COM 912909108 1,153 63,200 SH   SOLE   63,200 0 0
UNITED TECHNOLOGIES CORP COM 913017109 24,743 232,368 SH   SOLE   232,368 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,688 15,500 SH   SOLE   15,500 0 0
UNITEDHEALTH GROUP INC COM 91324P102 68,611 275,413 SH   SOLE   275,413 0 0
UNITI GROUP INC COM 91325V108 994 63,840 SH   SOLE   63,840 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,413 15,100 SH   SOLE   15,100 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,850 24,452 SH   SOLE   24,452 0 0
UNUM GROUP COM 91529Y106 1,841 62,669 SH   SOLE   62,669 0 0
URBAN OUTFITTERS INC COM 917047102 893 26,900 SH   SOLE   26,900 0 0
URBAN EDGE PPTYS COM 91704F104 676 40,700 SH   SOLE   40,700 0 0
V F CORP COM 918204108 6,644 93,128 SH   SOLE   93,128 0 0
VALERO ENERGY CORP NEW COM 91913Y100 9,107 121,476 SH   SOLE   121,476 0 0
VALLEY NATL BANCORP COM 919794107 1,050 118,214 SH   SOLE   118,214 0 0
VALMONT INDS INC COM 920253101 877 7,900 SH   SOLE   7,900 0 0
VALVOLINE INC COM 92047W101 1,297 67,028 SH   SOLE   67,028 0 0
VARIAN MED SYS INC COM 92220P105 2,952 26,054 SH   SOLE   26,054 0 0
VECTREN CORP COM 92240G101 5,101 70,860 SH   SOLE   70,860 0 0
VENTAS INC COM 92276F100 5,977 102,010 SH   SOLE   102,010 0 0
VERISIGN INC COM 92343E102 4,516 30,457 SH   SOLE   30,457 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 105,582 1,878,015 SH   SOLE   1,878,015 0 0
VERISK ANALYTICS INC COM 92345Y106 5,138 47,116 SH   SOLE   47,116 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 22,067 133,168 SH   SOLE   133,168 0 0
VERSUM MATLS INC COM 92532W103 1,078 38,901 SH   SOLE   38,901 0 0
VIASAT INC COM 92552V100 1,179 20,000 SH   SOLE   20,000 0 0
VIACOM INC NEW CL B 92553P201 2,601 101,204 SH   SOLE   101,204 0 0
VISA INC COM CL A 92826C839 122,169 925,944 SH   SOLE   925,944 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 847 47,052 SH   SOLE   47,052 0 0
VISTEON CORP COM NEW 92839U206 621 10,300 SH   SOLE   10,300 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,074 49,550 SH   SOLE   49,550 0 0
VULCAN MATLS CO COM 929160109 3,736 37,810 SH   SOLE   37,810 0 0
WEC ENERGY GROUP INC COM 92939U106 6,260 90,377 SH   SOLE   90,377 0 0
WABTEC CORP COM 929740108 2,157 30,700 SH   SOLE   30,700 0 0
WALMART INC COM 931142103 37,962 407,534 SH   SOLE   407,534 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 31,204 456,661 SH   SOLE   456,661 0 0
WASHINGTON FED INC COM 938824109 775 29,023 SH   SOLE   29,023 0 0
WASTE MGMT INC DEL COM 94106L109 9,992 112,278 SH   SOLE   112,278 0 0
WATERS CORP COM 941848103 4,093 21,696 SH   SOLE   21,696 0 0
WATSCO INC COM 942622200 1,586 11,400 SH   SOLE   11,400 0 0
WEBSTER FINL CORP CONN COM 947890109 1,619 32,850 SH   SOLE   32,850 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 532 13,800 SH   SOLE   13,800 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,054 42,500 SH   SOLE   42,500 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 3,376 14,300 SH   SOLE   14,300 0 0
WELLS FARGO CO NEW COM 949746101 103,350 2,242,830 SH   SOLE   2,242,830 0 0
WELLTOWER INC COM 95040Q104 7,462 107,509 SH   SOLE   107,509 0 0
WENDYS CO COM 95058W100 1,040 66,643 SH   SOLE   66,643 0 0
WERNER ENTERPRISES INC COM 950755108 466 15,775 SH   SOLE   15,775 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 2,588 26,400 SH   SOLE   26,400 0 0
WESTERN DIGITAL CORP COM 958102105 3,063 82,849 SH   SOLE   82,849 0 0
WESTERN UN CO COM 959802109 2,162 126,726 SH   SOLE   126,726 0 0
WESTROCK CO COM 96145D105 2,741 72,602 SH   SOLE   72,602 0 0
WEX INC COM 96208T104 3,726 26,600 SH   SOLE   26,600 0 0
WEYERHAEUSER CO COM 962166104 4,688 214,461 SH   SOLE   214,461 0 0
WHIRLPOOL CORP COM 963320106 1,955 18,289 SH   SOLE   18,289 0 0
WILEY JOHN SONS INC CL A 968223206 756 16,100 SH   SOLE   16,100 0 0
WILLIAMS COS INC DEL COM 969457100 7,642 346,586 SH   SOLE   346,586 0 0
WILLIAMS SONOMA INC COM 969904101 1,443 28,600 SH   SOLE   28,600 0 0
WINTRUST FINL CORP COM 97650W108 1,336 20,100 SH   SOLE   20,100 0 0
WOODWARD INC COM 980745103 1,471 19,800 SH   SOLE   19,800 0 0
WORKDAY INC CL A 98138H101 8,431 52,800 SH   SOLE   52,800 0 0
WORLD FUEL SVCS CORP COM 981475106 514 24,000 SH   SOLE   24,000 0 0
WORLDPAY INC CL A 981558109 24,649 322,500 SH   SOLE   322,500 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,158 15,500 SH   SOLE   15,500 0 0
WORTHINGTON INDS INC COM 981811102 501 14,378 SH   SOLE   14,378 0 0
WPX ENERGY INC COM 98212B103 1,598 140,800 SH   SOLE   140,800 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,245 34,737 SH   SOLE   34,737 0 0
WYNDHAM HOTELS RESORTS INC COM 98311A105 1,603 35,337 SH   SOLE   35,337 0 0
WYNN RESORTS LTD COM 983134107 2,767 27,970 SH   SOLE   27,970 0 0
XCEL ENERGY INC COM 98389B100 7,249 147,134 SH   SOLE   147,134 0 0
XILINX INC COM 983919101 6,172 72,471 SH   SOLE   72,471 0 0
XEROX CORP COM NEW 984121608 1,172 59,318 SH   SOLE   59,318 0 0
XYLEM INC COM 98419M100 3,434 51,472 SH   SOLE   51,472 0 0
YELP INC CL A 985817105 952 27,200 SH   SOLE   27,200 0 0
YUM BRANDS INC COM 988498101 8,223 89,454 SH   SOLE   89,454 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 10,700 67,200 SH   SOLE   67,200 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 6,062 58,443 SH   SOLE   58,443 0 0
ZIONS BANCORPORATION N A COM 989701107 2,241 55,006 SH   SOLE   55,006 0 0
ZOETIS INC CL A 98978V103 49,407 577,592 SH   SOLE   577,592 0 0
ADIENT PLC ORD SHS G0084W101 467 31,000 SH   SOLE   31,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,167 27,185 SH   SOLE   27,185 0 0
ALLERGAN PLC SHS G0177J108 12,130 90,756 SH   SOLE   90,756 0 0
AON PLC SHS CL A G0408V102 10,022 68,947 SH   SOLE   68,947 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 894 21,300 SH   SOLE   21,300 0 0
ARRIS INTL INC SHS G0551A103 1,782 58,300 SH   SOLE   58,300 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 65,102 461,686 SH   SOLE   461,686 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 451 31,500 SH   SOLE   31,500 0 0
ENSCO PLC SHS CLASS A G3157S106 555 155,800 SH   SOLE   155,800 0 0
EVEREST RE GROUP LTD COM G3223R108 176,734 811,600 SH   SOLE   811,600 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,233 9,400 SH   SOLE   9,400 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,232 59,437 SH   SOLE   59,437 0 0
IHS MARKIT LTD SHS G47567105 4,927 102,700 SH   SOLE   102,700 0 0
INGERSOLL RAND PLC SHS G47791101 6,417 70,340 SH   SOLE   70,340 0 0
INVESCO LTD SHS G491BT108 1,971 117,755 SH   SOLE   117,755 0 0
JOHNSON CTLS INTL PLC SHS G51502105 40,777 1,375,287 SH   SOLE   1,375,287 0 0
LINDE PLC COM G5494J103 24,443 156,645 SH   SOLE   156,645 0 0
LIVANOVA PLC SHS G5509L101 1,592 17,400 SH   SOLE   17,400 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 469 29,700 SH   SOLE   29,700 0 0
MEDTRONIC PLC SHS G5960L103 34,978 384,538 SH   SOLE   384,538 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,632 43,048 SH   SOLE   43,048 0 0
APTIV PLC SHS G6095L109 13,264 215,422 SH   SOLE   215,422 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 2,371 101,644 SH   SOLE   101,644 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 2,671 63,000 SH   SOLE   63,000 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,307 58,202 SH   SOLE   58,202 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,925 14,400 SH   SOLE   14,400 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 380 45,300 SH   SOLE   45,300 0 0
SEAGATE TECHNOLOGY SHS G7945M107 2,876 74,540 SH   SOLE   74,540 0 0
PENTAIR PLC SHS G7S00T104 1,727 45,702 SH   SOLE   45,702 0 0
SIGNET JEWELERS LIMITED SHS G81276100 588 18,500 SH   SOLE   18,500 0 0
STERIS PLC SHS USD G84720104 3,216 30,100 SH   SOLE   30,100 0 0
TECHNIPFMC PLC COM G87110105 1,257 64,200 SH   SOLE   64,200 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,646 37,178 SH   SOLE   37,178 0 0
PERRIGO CO PLC SHS G97822103 1,388 35,822 SH   SOLE   35,822 0 0
CHUBB LIMITED COM H1467J104 17,049 131,977 SH   SOLE   131,977 0 0
GARMIN LTD SHS H2906T109 2,188 34,562 SH   SOLE   34,562 0 0
TE CONNECTIVITY LTD REG SHS H84989104 7,425 98,176 SH   SOLE   98,176 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,252 180,400 SH   SOLE   180,400 0 0
STRATASYS LTD SHS M85548101 22,055 1,224,603 SH   SOLE   1,224,603 0 0
CORE LABORATORIES N V COM N22717107 943 15,800 SH   SOLE   15,800 0 0
LYONDELLBASELL INDUSTRIES N SHS A N53745100 44,632 536,704 SH   SOLE   536,704 0 0
MYLAN N V SHS EURO N59465109 4,044 147,609 SH   SOLE   147,609 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 22,362 228,672 SH   SOLE   228,672 0 0