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 10,810 216,190 SH   SOLE   216,190 0 0
AGCO CORP COM 001084102 1,593 22,900 SH   SOLE   22,900 0 0
AGNC INVT CORP COM 00123Q104 437,077 24,282,030 SH   SOLE   24,282,030 0 0
AES CORP COM 00130H105 3,452 190,905 SH   SOLE   190,905 0 0
AMC NETWORKS INC CL A 00164V103 905 15,950 SH   SOLE   15,950 0 0
ASGN INC COM 00191U102 1,194 18,800 SH   SOLE   18,800 0 0
ATT INC COM 00206R102 67,848 2,163,532 SH   SOLE   2,163,532 0 0
AARONS INC COM PAR 050 002535300 1,262 24,000 SH   SOLE   24,000 0 0
ABBOTT LABS COM 002824100 40,461 506,143 SH   SOLE   506,143 0 0
ABBVIE INC COM 00287Y109 63,489 787,803 SH   SOLE   787,803 0 0
ABIOMED INC COM 003654100 9,424 33,000 SH   SOLE   33,000 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 923 31,500 SH   SOLE   31,500 0 0
ACI WORLDWIDE INC COM 004498101 1,362 41,450 SH   SOLE   41,450 0 0
ACTIVISION BLIZZARD INC COM 00507V109 10,023 220,144 SH   SOLE   220,144 0 0
ACUITY BRANDS INC COM 00508Y102 1,704 14,200 SH   SOLE   14,200 0 0
ADOBE INC COM 00724F101 60,982 228,833 SH   SOLE   228,833 0 0
ADTALEM GLOBAL ED INC COM 00737L103 954 20,600 SH   SOLE   20,600 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,525 20,668 SH   SOLE   20,668 0 0
AECOM COM 00766T100 1,650 55,600 SH   SOLE   55,600 0 0
ADVANCED MICRO DEVICES COM 007903107 17,326 678,900 SH   SOLE   678,900 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,602 14,956 SH   SOLE   14,956 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,360 91,569 SH   SOLE   91,569 0 0
AIR PRODS CHEMS INC COM 009158106 12,088 63,302 SH   SOLE   63,302 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,372 47,023 SH   SOLE   47,023 0 0
ALASKA AIR GROUP INC COM 011659109 1,992 35,496 SH   SOLE   35,496 0 0
ALBEMARLE CORP COM 012653101 2,495 30,440 SH   SOLE   30,440 0 0
ALEXANDER BALDWIN INC NEW COM 014491104 614 24,139 SH   SOLE   24,139 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,633 32,500 SH   SOLE   32,500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 32,494 240,378 SH   SOLE   240,378 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 18,109 99,256 SH   SOLE   99,256 0 0
ALIGN TECHNOLOGY INC COM 016255101 5,971 21,000 SH   SOLE   21,000 0 0
ALLEGHANY CORP DEL COM 017175100 3,184 5,200 SH   SOLE   5,200 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,146 44,800 SH   SOLE   44,800 0 0
ALLETE INC COM 018522300 1,513 18,400 SH   SOLE   18,400 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,310 13,203 SH   SOLE   13,203 0 0
ALLIANT ENERGY CORP COM 018802108 3,207 68,056 SH   SOLE   68,056 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 583 61,100 SH   SOLE   61,100 0 0
ALLSTATE CORP COM 020002101 9,007 95,637 SH   SOLE   95,637 0 0
ALLY FINL INC COM 02005N100 98,620 3,587,500 SH   SOLE   3,587,500 0 0
ALPHABET INC CAP STK CL C 02079K107 103,975 88,617 SH   SOLE   88,617 0 0
ALPHABET INC CAP STK CL A 02079K305 142,448 121,038 SH   SOLE   121,038 0 0
ALTRIA GROUP INC COM 02209S103 74,544 1,298,002 SH   SOLE   1,298,002 0 0
ALTUS MIDSTREAM CO CL A 02215L100 20,650 3,500,000 SH   SOLE   3,500,000 0 0
AMAZON COM INC COM 023135106 254,117 142,702 SH   SOLE   142,702 0 0
AMEDISYS INC COM COM 023436108 1,282 10,400 SH   SOLE   10,400 0 0
AMEREN CORP COM 023608102 5,187 70,522 SH   SOLE   70,522 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,657 115,156 SH   SOLE   115,156 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 2,322 48,800 SH   SOLE   48,800 0 0
AMERICAN ELEC PWR CO INC COM 025537101 11,908 142,181 SH   SOLE   142,181 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 1,325 59,775 SH   SOLE   59,775 0 0
AMERICAN EXPRESS CO COM 025816109 21,779 199,259 SH   SOLE   199,259 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,424 25,190 SH   SOLE   25,190 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 10,789 250,552 SH   SOLE   250,552 0 0
AMERICAN TOWER CORP NEW COM 03027X100 25,051 127,126 SH   SOLE   127,126 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,435 52,128 SH   SOLE   52,128 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,577 44,984 SH   SOLE   44,984 0 0
AMERIPRISE FINL INC COM 03076C106 4,998 39,016 SH   SOLE   39,016 0 0
AMETEK INC NEW COM 031100100 5,433 65,484 SH   SOLE   65,484 0 0
AMGEN INC COM 031162100 65,295 343,694 SH   SOLE   343,694 0 0
AMPHENOL CORP NEW CL A 032095101 8,117 85,952 SH   SOLE   85,952 0 0
ANADARKO PETE CORP COM 032511107 6,546 143,927 SH   SOLE   143,927 0 0
ANALOG DEVICES INC COM 032654105 11,169 106,095 SH   SOLE   106,095 0 0
ANNALY CAP MGMT INC COM 035710409 280,791 28,107,190 SH   SOLE   28,107,190 0 0
ANSYS INC COM 03662Q105 4,403 24,100 SH   SOLE   24,100 0 0
ANTERO RES CORP COM COM 03674X106 2,969 336,210 SH   SOLE   336,210 0 0
ANTHEM INC COM 036752103 21,249 74,044 SH   SOLE   74,044 0 0
APACHE CORP COM 037411105 3,750 108,194 SH   SOLE   108,194 0 0
APARTMENT INVT MGMT CO CL A 03748R754 2,316 46,050 SH   SOLE   46,050 0 0
APERGY CORP COM 03755L104 1,130 27,531 SH   SOLE   27,531 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 107,743 5,919,968 SH   SOLE   5,919,968 0 0
APPLE INC COM 037833100 355,471 1,871,391 SH   SOLE   1,871,391 0 0
APPLIED MATLS INC COM 038222105 10,851 273,609 SH   SOLE   273,609 0 0
APTARGROUP INC COM 038336103 2,383 22,400 SH   SOLE   22,400 0 0
AQUA AMERICA INC COM 03836W103 2,315 63,516 SH   SOLE   63,516 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6,961 161,400 SH   SOLE   161,400 0 0
ARCONIC INC COM 03965L100 2,376 124,334 SH   SOLE   124,334 0 0
ARISTA NETWORKS INC COM 040413106 4,748 15,100 SH   SOLE   15,100 0 0
ARROW ELECTRS INC COM 042735100 2,332 30,262 SH   SOLE   30,262 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,746 22,353 SH   SOLE   22,353 0 0
ASSOCIATED BANC CORP COM 045487105 1,251 58,589 SH   SOLE   58,589 0 0
ASSURANT INC COM 04621X108 1,676 17,657 SH   SOLE   17,657 0 0
ATMOS ENERGY CORP COM 049560105 3,469 33,700 SH   SOLE   33,700 0 0
AUTODESK INC COM 052769106 9,835 63,120 SH   SOLE   63,120 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 54,884 343,581 SH   SOLE   343,581 0 0
AUTONATION INC COM 05329W102 732 20,500 SH   SOLE   20,500 0 0
AUTOZONE INC COM 053332102 41,235 40,264 SH   SOLE   40,264 0 0
AVALONBAY CMNTYS INC COM 053484101 8,014 39,923 SH   SOLE   39,923 0 0
AVANOS MED INC COM 05350V106 722 16,920 SH   SOLE   16,920 0 0
AVERY DENNISON CORP COM 053611109 17,428 154,226 SH   SOLE   154,226 0 0
AVIS BUDGET GROUP COM 053774105 791 22,700 SH   SOLE   22,700 0 0
AVNET INC COM 053807103 1,676 38,640 SH   SOLE   38,640 0 0
BB T CORP COM 054937107 10,239 220,061 SH   SOLE   220,061 0 0
BAIDU INC SPON ADR REP A 056752108 557 3,380 SH   SOLE   3,380 0 0
BAKER HUGHES A GE CO CL A 05722G100 4,011 144,701 SH   SOLE   144,701 0 0
BALL CORP COM 058498106 5,575 96,352 SH   SOLE   96,352 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 912 32,300 SH   SOLE   32,300 0 0
BANK AMER CORP COM 060505104 71,420 2,588,635 SH   SOLE   2,588,635 0 0
BANK HAWAII CORP COM 062540109 1,159 14,690 SH   SOLE   14,690 0 0
BANK NEW YORK MELLON CORP COM 064058100 12,766 253,148 SH   SOLE   253,148 0 0
BANK OZK COM 06417N103 1,249 43,100 SH   SOLE   43,100 0 0
BAXTER INTL INC COM 071813109 11,166 137,322 SH   SOLE   137,322 0 0
BECTON DICKINSON CO COM 075887109 19,367 77,553 SH   SOLE   77,553 0 0
BED BATH BEYOND INC COM 075896100 833 49,000 SH   SOLE   49,000 0 0
BELDEN INC COM 077454106 752 14,000 SH   SOLE   14,000 0 0
BEMIS CO INC COM 081437105 1,803 32,500 SH   SOLE   32,500 0 0
BERKLEY W R CORP COM 084423102 2,911 34,355 SH   SOLE   34,355 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 34,941 116 SH   SOLE   116 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 173,087 861,599 SH   SOLE   861,599 0 0
BEST BUY INC COM 086516101 31,110 437,804 SH   SOLE   437,804 0 0
BIO RAD LABS INC CL A 090572207 2,201 7,200 SH   SOLE   7,200 0 0
BIOGEN INC COM 09062X103 28,384 120,077 SH   SOLE   120,077 0 0
BIO TECHNE CORP COM 09073M104 2,680 13,500 SH   SOLE   13,500 0 0
BLACK HILLS CORP COM 092113109 1,429 19,290 SH   SOLE   19,290 0 0
BLACKBAUD INC COM 09227Q100 1,379 17,300 SH   SOLE   17,300 0 0
BLACKROCK INC COM 09247X101 14,992 35,080 SH   SOLE   35,080 0 0
BLACKROCK TCP CAP CORP COM 09259E108 341 24,039 SH   SOLE   24,039 0 0
BLOCK H R INC COM 093671105 1,417 59,198 SH   SOLE   59,198 0 0
BOEING CO COM 097023105 57,766 151,450 SH   SOLE   151,450 0 0
BOOKING HLDGS INC COM 09857L108 34,418 19,725 SH   SOLE   19,725 0 0
BORGWARNER INC COM 099724106 2,301 59,896 SH   SOLE   59,896 0 0
BOSTON BEER INC CL A 100557107 914 3,100 SH   SOLE   3,100 0 0
BOSTON PROPERTIES INC COM 101121101 5,961 44,528 SH   SOLE   44,528 0 0
BOSTON SCIENTIFIC CORP COM 101137107 15,329 399,396 SH   SOLE   399,396 0 0
BOYD GAMING CORP COM 103304101 780 28,500 SH   SOLE   28,500 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,219 33,580 SH   SOLE   33,580 0 0
BRINKER INTL INC COM 109641100 594 13,377 SH   SOLE   13,377 0 0
BRINKS CO COM 109696104 1,335 17,700 SH   SOLE   17,700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 22,448 470,517 SH   SOLE   470,517 0 0
BRIXMOR PPTY GROUP INC COM COM 11120U105 1,956 106,500 SH   SOLE   106,500 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 16,984 163,800 SH   SOLE   163,800 0 0
BROADCOM INC COM 11135F101 34,334 114,178 SH   SOLE   114,178 0 0
BROWN BROWN INC COM 115236101 2,443 82,800 SH   SOLE   82,800 0 0
BROWN FORMAN CORP CL B 115637209 2,528 47,892 SH   SOLE   47,892 0 0
BRUNSWICK CORP COM 117043109 1,560 31,000 SH   SOLE   31,000 0 0
CBS CORP NEW CL B 124857202 32,141 676,227 SH   SOLE   676,227 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 3,083 32,300 SH   SOLE   32,300 0 0
CBRE GROUP INC CL A 12504L109 48,512 981,032 SH   SOLE   981,032 0 0
CDK GLOBAL INC COM 12508E101 9,911 168,500 SH   SOLE   168,500 0 0
CF INDS HLDGS INC COM 125269100 2,626 64,225 SH   SOLE   64,225 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,430 39,429 SH   SOLE   39,429 0 0
CIGNA CORP NEW COM 125523100 17,621 109,570 SH   SOLE   109,570 0 0
CME GROUP INC COM CL A 12572Q105 16,964 103,077 SH   SOLE   103,077 0 0
CMS ENERGY CORP COM 125896100 4,534 81,635 SH   SOLE   81,635 0 0
CNO FINL GROUP INC COM 12621E103 927 57,300 SH   SOLE   57,300 0 0
CSX CORP COM 126408103 16,710 223,331 SH   SOLE   223,331 0 0
CNX RESOURCES CORPORATION COM 12653C108 761 70,700 SH   SOLE   70,700 0 0
CVS HEALTH CORP COM 126650100 46,583 863,767 SH   SOLE   863,767 0 0
CABLE ONE INC COM 12685J105 1,766 1,800 SH   SOLE   1,800 0 0
CABOT CORP COM 127055101 882 21,180 SH   SOLE   21,180 0 0
CABOT OIL GAS CORP COM 127097103 3,185 122,032 SH   SOLE   122,032 0 0
CACI INTL INC CL A 127190304 1,620 8,900 SH   SOLE   8,900 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,132 80,800 SH   SOLE   80,800 0 0
CAESARS ENTMT CORP COM COM 127686103 1,806 207,800 SH   SOLE   207,800 0 0
CALLON PETE CO DEL COM 13123X102 612 81,100 SH   SOLE   81,100 0 0
CAMDEN PPTY TR SH BEN INT 133131102 3,492 34,400 SH   SOLE   34,400 0 0
CAMPBELL SOUP CO COM 134429109 2,118 55,559 SH   SOLE   55,559 0 0
CANTEL MEDICAL CORP COM 138098108 863 12,900 SH   SOLE   12,900 0 0
CAPITAL ONE FINL CORP COM 14040H105 11,016 134,848 SH   SOLE   134,848 0 0
CARDINAL HEALTH INC COM 14149Y108 4,137 85,915 SH   SOLE   85,915 0 0
CARLISLE COS INC COM 142339100 2,504 20,420 SH   SOLE   20,420 0 0
CARMAX INC COM 143130102 3,421 49,005 SH   SOLE   49,005 0 0
CARNIVAL CORP UNIT 99999999 143658300 5,851 115,360 SH   SOLE   115,360 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 775 16,900 SH   SOLE   16,900 0 0
CARS COM INC COM 14575E105 504 22,099 SH   SOLE   22,099 0 0
CARTERS INC COM 146229109 1,633 16,200 SH   SOLE   16,200 0 0
CASEYS GEN STORES INC COM 147528103 1,674 13,000 SH   SOLE   13,000 0 0
CATALENT INC COM 148806102 2,107 51,900 SH   SOLE   51,900 0 0
CATERPILLAR INC DEL COM 149123101 22,473 165,866 SH   SOLE   165,866 0 0
CATHAY GEN BANCORP COM 149150104 926 27,300 SH   SOLE   27,300 0 0
CELANESE CORP DEL COM 150870103 3,639 36,900 SH   SOLE   36,900 0 0
CELGENE CORP COM 151020104 19,099 202,452 SH   SOLE   202,452 0 0
CENTENE CORP DEL COM 15135B101 6,321 119,048 SH   SOLE   119,048 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,435 144,462 SH   SOLE   144,462 0 0
CENTURYLINK INC COM 156700106 3,286 274,076 SH   SOLE   274,076 0 0
CERNER CORP COM 156782104 5,347 93,468 SH   SOLE   93,468 0 0
CHARLES RIV LABS INTL INC COM 159864107 2,498 17,200 SH   SOLE   17,200 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 17,346 50,000 SH   SOLE   50,000 0 0
CHEESECAKE FACTORY INC COM 163072101 729 14,899 SH   SOLE   14,899 0 0
CHEMED CORP NEW COM 16359R103 1,824 5,700 SH   SOLE   5,700 0 0
CHEMICAL FINL CORP COM 163731102 1,050 25,500 SH   SOLE   25,500 0 0
CHEMOURS CO COM 163851108 2,211 59,500 SH   SOLE   59,500 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,154 372,300 SH   SOLE   372,300 0 0
CHEVRON CORP NEW COM 166764100 67,449 547,568 SH   SOLE   547,568 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,001 7,040 SH   SOLE   7,040 0 0
CHURCH DWIGHT INC COM 171340102 5,045 70,824 SH   SOLE   70,824 0 0
CHURCHILL DOWNS INC COM 171484108 1,141 12,642 SH   SOLE   12,642 0 0
CIENA CORP COM NEW 171779309 1,916 51,300 SH   SOLE   51,300 0 0
CIMAREX ENERGY CO COM 171798101 2,047 29,280 SH   SOLE   29,280 0 0
CINCINNATI FINL CORP COM 172062101 3,747 43,621 SH   SOLE   43,621 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,520 38,000 SH   SOLE   38,000 0 0
CIRRUS LOGIC INC COM 172755100 888 21,100 SH   SOLE   21,100 0 0
CISCO SYS INC COM 17275R102 101,841 1,886,291 SH   SOLE   1,886,291 0 0
CINTAS CORP COM 172908105 37,262 184,367 SH   SOLE   184,367 0 0
CITIGROUP INC COM NEW 172967424 42,164 677,656 SH   SOLE   677,656 0 0
CITIZENS FINL GROUP INC COM 174610105 4,313 132,700 SH   SOLE   132,700 0 0
CITRIX SYS INC COM 177376100 3,595 36,074 SH   SOLE   36,074 0 0
CLEAN HARBORS INC COM 184496107 1,295 18,100 SH   SOLE   18,100 0 0
CLOROX CO DEL COM 189054109 5,932 36,970 SH   SOLE   36,970 0 0
COCA COLA CO COM 191216100 51,960 1,108,838 SH   SOLE   1,108,838 0 0
COGNEX CORP COM 192422103 3,097 60,900 SH   SOLE   60,900 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 12,009 165,754 SH   SOLE   165,754 0 0
COHERENT INC COM 192479103 1,233 8,700 SH   SOLE   8,700 0 0
COLFAX CORP COM COM 194014106 1,006 33,900 SH   SOLE   33,900 0 0
COLGATE PALMOLIVE CO COM 194162103 17,017 248,284 SH   SOLE   248,284 0 0
COMCAST CORP NEW CL A 20030N101 85,278 2,133,022 SH   SOLE   2,133,022 0 0
COMERICA INC COM 200340107 3,356 45,776 SH   SOLE   45,776 0 0
COMMERCE BANCSHARES INC COM 200525103 2,044 35,208 SH   SOLE   35,208 0 0
COMMERCIAL METALS CO COM 201723103 716 41,900 SH   SOLE   41,900 0 0
COMMVAULT SYSTEMS INC COM 204166102 887 13,700 SH   SOLE   13,700 0 0
COMPASS MINERALS INTL INC COM 20451N101 658 12,100 SH   SOLE   12,100 0 0
CONAGRA BRANDS INC COM 205887102 3,883 139,971 SH   SOLE   139,971 0 0
CONCHO RES INC COM 20605P101 6,417 57,832 SH   SOLE   57,832 0 0
CONOCOPHILLIPS COM 20825C104 21,821 326,955 SH   SOLE   326,955 0 0
CONSOLIDATED EDISON INC COM 209115104 7,847 92,528 SH   SOLE   92,528 0 0
CONSTELLATION BRANDS INC CL A 21036P108 8,411 47,975 SH   SOLE   47,975 0 0
COOPER COS INC COM NEW 216648402 4,214 14,228 SH   SOLE   14,228 0 0
COPART INC COM 217204106 3,508 57,900 SH   SOLE   57,900 0 0
CORESITE RLTY CORP COM 21870Q105 1,402 13,100 SH   SOLE   13,100 0 0
CORELOGIC INC COM 21871D103 1,062 28,500 SH   SOLE   28,500 0 0
CORECIVIC INC COM 21871N101 823 42,312 SH   SOLE   42,312 0 0
CORNING INC COM 219350105 7,506 226,769 SH   SOLE   226,769 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,073 39,300 SH   SOLE   39,300 0 0
COSTCO WHSL CORP NEW COM 22160K105 30,736 126,936 SH   SOLE   126,936 0 0
COTY INC COM CL A 222070203 1,494 129,889 SH   SOLE   129,889 0 0
COUSINS PPTYS INC COM 222795106 1,448 149,900 SH   SOLE   149,900 0 0
COVETRUS INC COM COM 22304C100 1,085 34,057 SH   SOLE   34,057 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,390 8,600 SH   SOLE   8,600 0 0
CRANE CO COM 224399105 1,534 18,132 SH   SOLE   18,132 0 0
CREE INC COM 225447101 2,313 40,430 SH   SOLE   40,430 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 18,493 144,474 SH   SOLE   144,474 0 0
CULLEN FROST BANKERS INC COM 229899109 2,184 22,500 SH   SOLE   22,500 0 0
CUMMINS INC COM 231021106 6,593 41,764 SH   SOLE   41,764 0 0
CURTISS WRIGHT CORP COM 231561101 1,734 15,300 SH   SOLE   15,300 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,935 129,700 SH   SOLE   129,700 0 0
CYRUSONE INC COM 23283R100 2,024 38,600 SH   SOLE   38,600 0 0
D R HORTON INC COM 23331A109 4,054 97,960 SH   SOLE   97,960 0 0
DTE ENERGY CO COM 233331107 6,539 52,423 SH   SOLE   52,423 0 0
DXC TECHNOLOGY CO COM 23355L106 52,800 821,025 SH   SOLE   821,025 0 0
DANA INCORPORATED COM 235825205 907 51,100 SH   SOLE   51,100 0 0
DANAHER CORPORATION COM 235851102 23,904 181,067 SH   SOLE   181,067 0 0
DARDEN RESTAURANTS INC COM 237194105 4,319 35,553 SH   SOLE   35,553 0 0
DAVITA INC COM 23918K108 1,979 36,458 SH   SOLE   36,458 0 0
DECKERS OUTDOOR CORP COM 243537107 1,529 10,400 SH   SOLE   10,400 0 0
DEERE CO COM 244199105 14,666 91,754 SH   SOLE   91,754 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 45,578 882,432 SH   SOLE   882,432 0 0
DELUXE CORP COM 248019101 680 15,562 SH   SOLE   15,562 0 0
DENTSPLY SIRONA INC COM 24906P109 3,182 64,166 SH   SOLE   64,166 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,985 126,263 SH   SOLE   126,263 0 0
DIAMONDBACK ENERGY INC COM 25278X109 4,523 44,546 SH   SOLE   44,546 0 0
DICKS SPORTING GOODS INC COM 253393102 968 26,300 SH   SOLE   26,300 0 0
DIGITAL RLTY TR INC COM 253868103 7,123 59,860 SH   SOLE   59,860 0 0
DILLARDS INC CL A 254067101 475 6,600 SH   SOLE   6,600 0 0
DISNEY WALT CO COM 254687106 102,080 919,391 SH   SOLE   919,391 0 0
DISCOVER FINL SVCS COM 254709108 6,735 94,643 SH   SOLE   94,643 0 0
DISCOVERY INC COM SER A 25470F104 1,223 45,249 SH   SOLE   45,249 0 0
DISCOVERY INC COM SER C 25470F302 2,640 103,846 SH   SOLE   103,846 0 0
DISH NETWORK CORP CL A 25470M109 2,095 66,100 SH   SOLE   66,100 0 0
DOLLAR GEN CORP NEW COM 256677105 23,257 194,942 SH   SOLE   194,942 0 0
DOLLAR TREE INC COM 256746108 7,207 68,610 SH   SOLE   68,610 0 0
DOMINION ENERGY INC COM 25746U109 17,659 230,354 SH   SOLE   230,354 0 0
DOMINOS PIZZA INC COM 25754A201 3,768 14,600 SH   SOLE   14,600 0 0
DOMTAR CORP COM NEW 257559203 1,112 22,400 SH   SOLE   22,400 0 0
DONALDSON INC COM 257651109 2,284 45,620 SH   SOLE   45,620 0 0
DOUGLAS EMMETT INC COM 25960P109 2,328 57,600 SH   SOLE   57,600 0 0
DOVER CORP COM 260003108 3,917 41,762 SH   SOLE   41,762 0 0
DOWDUPONT INC COM 26078J100 34,637 649,734 SH   SOLE   649,734 0 0
DUKE REALTY CORP COM NEW 264411505 3,165 103,500 SH   SOLE   103,500 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 21,500 238,884 SH   SOLE   238,884 0 0
DUNKIN BRANDS GROUP INC COM 265504100 2,215 29,500 SH   SOLE   29,500 0 0
DYCOM INDS INC COM 267475101 515 11,200 SH   SOLE   11,200 0 0
EOG RES INC COM 26875P101 15,907 167,128 SH   SOLE   167,128 0 0
EQT CORP COM 26884L109 1,883 90,770 SH   SOLE   90,770 0 0
EPR PPTYS COM SH BEN INT 26884U109 2,053 26,700 SH   SOLE   26,700 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 3,295 70,958 SH   SOLE   70,958 0 0
EAGLE MATERIALS INC COM 26969P108 1,383 16,400 SH   SOLE   16,400 0 0
EAST WEST BANCORP INC COM 27579R104 2,480 51,700 SH   SOLE   51,700 0 0
EASTMAN CHEMICAL CO COM 277432100 3,056 40,270 SH   SOLE   40,270 0 0
EATON VANCE CORP COM NON VTG 278265103 1,657 41,100 SH   SOLE   41,100 0 0
EBAY INC COM 278642103 9,205 247,842 SH   SOLE   247,842 0 0
ECOLAB INC COM 278865100 12,893 73,029 SH   SOLE   73,029 0 0
EDGEWELL PERS CARE CO COM 28035Q102 845 19,244 SH   SOLE   19,244 0 0
EDISON INTL COM 281020107 5,813 93,884 SH   SOLE   93,884 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 11,452 59,856 SH   SOLE   59,856 0 0
ELDORADO RESORTS INC COM 28470R102 1,083 23,200 SH   SOLE   23,200 0 0
ELECTRONIC ARTS INC COM 285512109 8,771 86,306 SH   SOLE   86,306 0 0
ELLINGTON FINANCIAL INC COM COM 28852N109 26,184 1,462,778 SH   SOLE   1,462,778 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 6,902 580,000 SH   SOLE   580,000 0 0
EMCOR GROUP INC COM 29084Q100 1,462 20,000 SH   SOLE   20,000 0 0
EMERSON ELEC CO COM 291011104 36,092 527,123 SH   SOLE   527,123 0 0
ENCOMPASS HEALTH CORP COM 29261A100 2,056 35,200 SH   SOLE   35,200 0 0
ENERGY FOCUS INC COM NEW 29268T300 665 545,283 SH   SOLE   545,283 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,017 22,644 SH   SOLE   22,644 0 0
ENERSYS COM 29275Y102 997 15,300 SH   SOLE   15,300 0 0
ENTERGY CORP NEW COM 29364G103 5,223 54,615 SH   SOLE   54,615 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,677 92,000 SH   SOLE   92,000 0 0
EPAM SYS INC COM 29414B104 5,818 34,400 SH   SOLE   34,400 0 0
EQUIFAX INC COM 294429105 4,117 34,746 SH   SOLE   34,746 0 0
EQUINIX INC COM 29444U700 10,893 24,038 SH   SOLE   24,038 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 1,580 72,536 SH   SOLE   72,536 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,029 106,603 SH   SOLE   106,603 0 0
ESSEX PPTY TR COM 297178105 5,467 18,902 SH   SOLE   18,902 0 0
EURONET WORLDWIDE INC COM 298736109 32,201 225,830 SH   SOLE   225,830 0 0
EVERCORE INC CLASS A 29977A105 1,329 14,600 SH   SOLE   14,600 0 0
EVERGY INC COM 30034W106 4,261 73,400 SH   SOLE   73,400 0 0
EVERSOURCE ENERGY COM 30040W108 6,482 91,364 SH   SOLE   91,364 0 0
EVOKE PHARMA INC COM 30049G104 600 400,000 SH   SOLE   400,000 0 0
EXELON CORP COM 30161N101 14,011 279,497 SH   SOLE   279,497 0 0
EXELIXIS INC COM 30161Q104 2,547 107,000 SH   SOLE   107,000 0 0
EXPEDIA GROUP INC COM NEW 30212P303 4,008 33,684 SH   SOLE   33,684 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,757 49,499 SH   SOLE   49,499 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,735 36,648 SH   SOLE   36,648 0 0
EXXON MOBIL CORP COM 30231G102 98,659 1,221,032 SH   SOLE   1,221,032 0 0
FLIR SYS INC COM 302445101 1,860 39,085 SH   SOLE   39,085 0 0
F M C CORP COM NEW 302491303 2,983 38,834 SH   SOLE   38,834 0 0
FNB CORP PA COM 302520101 1,226 115,700 SH   SOLE   115,700 0 0
FACEBOOK INC CL A 30303M102 132,714 796,174 SH   SOLE   796,174 0 0
FACTSET RESH SYS INC COM 303075105 3,376 13,600 SH   SOLE   13,600 0 0
FAIR ISAAC CORP COM 303250104 2,825 10,400 SH   SOLE   10,400 0 0
FASTENAL CO COM 311900104 5,301 82,436 SH   SOLE   82,436 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,952 21,416 SH   SOLE   21,416 0 0
FEDERATED INVS INC PA CL B 314211103 999 34,100 SH   SOLE   34,100 0 0
FEDEX CORP COM 31428X106 12,556 69,212 SH   SOLE   69,212 0 0
F5 NETWORKS INC COM 315616102 2,695 17,172 SH   SOLE   17,172 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 34,332 303,556 SH   SOLE   303,556 0 0
FIFTH THIRD BANCORP COM 316773100 5,595 221,849 SH   SOLE   221,849 0 0
FIRST AMERN FINL CORP COM 31847R102 2,045 39,700 SH   SOLE   39,700 0 0
FIRST FINL BANKSHARES COM 32020R109 1,392 24,100 SH   SOLE   24,100 0 0
FIRST HORIZON NATL CORP COM 320517105 1,586 113,483 SH   SOLE   113,483 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,595 45,100 SH   SOLE   45,100 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 4,772 47,500 SH   SOLE   47,500 0 0
FIRST SOLAR INC COM 336433107 22,144 419,073 SH   SOLE   419,073 0 0
FISERV INC COM 337738108 31,984 362,306 SH   SOLE   362,306 0 0
FIRSTENERGY CORP COM 337932107 6,040 145,153 SH   SOLE   145,153 0 0
FIVE BELOW INC COM 33829M101 2,473 19,900 SH   SOLE   19,900 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 27,322 110,800 SH   SOLE   110,800 0 0
FLUOR CORP NEW COM 343412102 1,481 40,253 SH   SOLE   40,253 0 0
FLOWERS FOODS INC COM 343498101 1,395 65,450 SH   SOLE   65,450 0 0
FLOWSERVE CORP COM 34354P105 1,705 37,775 SH   SOLE   37,775 0 0
FOOT LOCKER INC COM 344849104 1,971 32,528 SH   SOLE   32,528 0 0
FORD MTR CO DEL COM 345370860 9,887 1,126,090 SH   SOLE   1,126,090 0 0
FORTINET INC COM 34959E109 3,510 41,800 SH   SOLE   41,800 0 0
FORTIVE CORP COM 34959J108 7,115 84,819 SH   SOLE   84,819 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 64,623 3,776,923 SH   SOLE   3,776,923 0 0
FORTUNE BRANDS HOME SEC IN COM 34964C106 1,926 40,464 SH   SOLE   40,464 0 0
FOX CORP CL A COM COM 35137L105 3,729 101,580 SH   SOLE   101,580 0 0
FOX CORP CL B COM COM 35137L204 1,679 46,785 SH   SOLE   46,785 0 0
FRANKLIN RES INC COM 354613101 2,822 85,160 SH   SOLE   85,160 0 0
FREEPORT MCMORAN INC CL B 35671D857 5,383 417,623 SH   SOLE   417,623 0 0
FULTON FINL CORP PA COM 360271100 938 60,600 SH   SOLE   60,600 0 0
GATX CORP COM 361448103 1,000 13,090 SH   SOLE   13,090 0 0
GEO GROUP INC NEW COM 36162J106 827 43,050 SH   SOLE   43,050 0 0
GALLAGHER ARTHUR J CO COM 363576109 4,143 53,052 SH   SOLE   53,052 0 0
GAP INC COM 364760108 1,611 61,546 SH   SOLE   61,546 0 0
GARTNER INC COM 366651107 3,928 25,899 SH   SOLE   25,899 0 0
GENERAL DYNAMICS CORP COM 369550108 13,225 78,127 SH   SOLE   78,127 0 0
GENERAL ELECTRIC CO COM 369604103 27,399 2,742,628 SH   SOLE   2,742,628 0 0
GENERAL MLS INC COM 370334104 8,898 171,938 SH   SOLE   171,938 0 0
GENERAL MTRS CO COM 37045V100 14,013 377,720 SH   SOLE   377,720 0 0
GENESEE WYO INC CL A 371559105 1,752 20,100 SH   SOLE   20,100 0 0
GENTEX CORP COM 371901109 1,911 92,400 SH   SOLE   92,400 0 0
GENUINE PARTS CO COM 372460105 4,709 42,032 SH   SOLE   42,032 0 0
GENWORTH FINL INC COM CL A 37247D106 684 178,500 SH   SOLE   178,500 0 0
GILEAD SCIENCES INC COM 375558103 53,398 821,389 SH   SOLE   821,389 0 0
GLOBAL PMTS INC COM 37940X102 44,159 323,464 SH   SOLE   323,464 0 0
GLOBUS MED INC CL A 379577208 1,339 27,100 SH   SOLE   27,100 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 18,940 98,650 SH   SOLE   98,650 0 0
GOODYEAR TIRE RUBR CO COM 382550101 1,503 82,816 SH   SOLE   82,816 0 0
GRACO INC COM 384109104 2,917 58,900 SH   SOLE   58,900 0 0
GRAHAM HLDGS CO COM 384637104 1,093 1,600 SH   SOLE   1,600 0 0
GRAINGER W W INC COM 384802104 3,914 13,007 SH   SOLE   13,007 0 0
GRANITE CONSTR INC COM 387328107 718 16,645 SH   SOLE   16,645 0 0
GRANITE PT MTG TR INC COM 38741L107 33,333 1,795,000 SH   SOLE   1,795,000 0 0
GREAT AJAX CORP COM 38983D300 12,366 900,000 SH   SOLE   900,000 0 0
GREEN DOT CORP CL A 39304D102 1,031 17,000 SH   SOLE   17,000 0 0
GREIF INC CL A 397624107 380 9,200 SH   SOLE   9,200 0 0
HCA HEALTHCARE INC COM 40412C101 10,029 76,920 SH   SOLE   76,920 0 0
HCP INC COM 40414L109 4,309 137,667 SH   SOLE   137,667 0 0
HNI CORP COM 404251100 564 15,540 SH   SOLE   15,540 0 0
HP INC COM 40434L105 8,587 441,925 SH   SOLE   441,925 0 0
HAEMONETICS CORP COM 405024100 1,592 18,200 SH   SOLE   18,200 0 0
HAIN CELESTIAL GROUP INC COM 405217100 738 31,900 SH   SOLE   31,900 0 0
HALLIBURTON CO COM 406216101 7,368 251,479 SH   SOLE   251,479 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,232 30,500 SH   SOLE   30,500 0 0
HANESBRANDS INC COM 410345102 1,863 104,192 SH   SOLE   104,192 0 0
HANOVER INS GROUP INC COM 410867105 1,650 14,450 SH   SOLE   14,450 0 0
HARLEY DAVIDSON INC COM 412822108 1,640 45,977 SH   SOLE   45,977 0 0
HARRIS CORP DEL COM 413875105 5,423 33,957 SH   SOLE   33,957 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,150 103,575 SH   SOLE   103,575 0 0
HASBRO INC COM 418056107 2,834 33,339 SH   SOLE   33,339 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,584 38,840 SH   SOLE   38,840 0 0
HEALTHCARE SVCS GRP INC COM 421906108 868 26,300 SH   SOLE   26,300 0 0
HEALTHCARE RLTY TR COM 421946104 1,435 44,700 SH   SOLE   44,700 0 0
HEALTHEQUITY INC COM 42226A107 1,428 19,300 SH   SOLE   19,300 0 0
HELMERICH PAYNE INC COM 423452101 1,750 31,492 SH   SOLE   31,492 0 0
HENRY JACK ASSOC INC COM 426281101 3,087 22,250 SH   SOLE   22,250 0 0
HERSHEY CO COM 427866108 4,603 40,082 SH   SOLE   40,082 0 0
HESS CORP COM 42809H107 4,421 73,405 SH   SOLE   73,405 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 6,123 396,797 SH   SOLE   396,797 0 0
HIGHWOODS PPTYS INC COM 431284108 1,726 36,900 SH   SOLE   36,900 0 0
HILL ROM HLDGS INC COM 431475102 2,514 23,750 SH   SOLE   23,750 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 7,014 84,400 SH   SOLE   84,400 0 0
HOLLYFRONTIER CORP COM 436106108 2,232 45,300 SH   SOLE   45,300 0 0
HOLOGIC INC COM 436440101 3,735 77,160 SH   SOLE   77,160 0 0
HOME BANCSHARES INC COM 436893200 972 55,300 SH   SOLE   55,300 0 0
HOME DEPOT INC COM 437076102 146,245 762,128 SH   SOLE   762,128 0 0
HONEYWELL INTL INC COM 438516106 82,114 516,700 SH   SOLE   516,700 0 0
HORMEL FOODS CORP COM 440452100 3,519 78,620 SH   SOLE   78,620 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,542 58,600 SH   SOLE   58,600 0 0
HOST HOTELS RESORTS INC COM 44107P104 4,033 213,400 SH   SOLE   213,400 0 0
HUBBELL INC COM 443510607 2,290 19,414 SH   SOLE   19,414 0 0
HUMANA INC COM 444859102 10,381 39,026 SH   SOLE   39,026 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,540 25,076 SH   SOLE   25,076 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,825 301,638 SH   SOLE   301,638 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,486 12,000 SH   SOLE   12,000 0 0
ICU MED INC COM 44930G107 1,412 5,900 SH   SOLE   5,900 0 0
IPG PHOTONICS CORP COM 44980X109 1,548 10,200 SH   SOLE   10,200 0 0
ITT INC COM 45073V108 1,810 31,200 SH   SOLE   31,200 0 0
IDACORP INC COM 451107106 1,790 17,980 SH   SOLE   17,980 0 0
IDEX CORP COM 45167R104 4,097 27,000 SH   SOLE   27,000 0 0
IDEXX LABS INC COM 45168D104 5,545 24,800 SH   SOLE   24,800 0 0
ILLINOIS TOOL WKS INC COM 452308109 40,820 284,397 SH   SOLE   284,397 0 0
ILLUMINA INC COM 452327109 29,317 94,360 SH   SOLE   94,360 0 0
INCYTE CORP COM 45337C102 4,404 51,200 SH   SOLE   51,200 0 0
INGEVITY CORP COM 45688C107 1,563 14,800 SH   SOLE   14,800 0 0
INGREDION INC COM 457187102 2,254 23,800 SH   SOLE   23,800 0 0
INSPERITY INC COM 45778Q107 1,645 13,300 SH   SOLE   13,300 0 0
INOGEN INC COM 45780L104 601 6,300 SH   SOLE   6,300 0 0
INTEGRA LIFESCIENCES HLDGS COM NEW 457985208 1,404 25,200 SH   SOLE   25,200 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,255 46,020 SH   SOLE   46,020 0 0
INTEL CORP COM 458140100 121,803 2,268,211 SH   SOLE   2,268,211 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 209 12,222 SH   SOLE   12,222 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 1,390 26,800 SH   SOLE   26,800 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 622 5,561 SH   SOLE   5,561 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,472 163,800 SH   SOLE   163,800 0 0
INTERDIGITAL INC COM 45867G101 765 11,600 SH   SOLE   11,600 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 738 19,400 SH   SOLE   19,400 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 89,117 631,587 SH   SOLE   631,587 0 0
INTERNATIONAL FLAVORS FRAGRA COM 459506101 3,766 29,242 SH   SOLE   29,242 0 0
INTL PAPER CO COM 460146103 5,338 115,373 SH   SOLE   115,373 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 369 8,450 SH   SOLE   8,450 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,331 110,929 SH   SOLE   110,929 0 0
INTUIT COM 461202103 19,523 74,684 SH   SOLE   74,684 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 41,064 71,968 SH   SOLE   71,968 0 0
IQVIA HLDGS INC COM 46266C105 22,239 154,600 SH   SOLE   154,600 0 0
IRON MTN INC NEW COM 46284V101 2,927 82,546 SH   SOLE   82,546 0 0
ISHARES TR CORE SP MCP ETF 464287507 80,096 422,891 SH   SOLE   422,891 0 0
JBG SMITH PPTYS COM 46590V100 1,626 39,325 SH   SOLE   39,325 0 0
JPMORGAN CHASE CO COM 46625H100 167,322 1,652,885 SH   SOLE   1,652,885 0 0
JABIL INC COM 466313103 1,335 50,200 SH   SOLE   50,200 0 0
JACK IN THE BOX INC COM 466367109 746 9,200 SH   SOLE   9,200 0 0
JACOBS ENGR GROUP INC COM 469814107 2,542 33,811 SH   SOLE   33,811 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,423 75,746 SH   SOLE   75,746 0 0
JETBLUE AWYS CORP COM 477143101 1,787 109,223 SH   SOLE   109,223 0 0
JOHNSON JOHNSON COM 478160104 119,334 853,664 SH   SOLE   853,664 0 0
JONES LANG LASALLE INC COM 48020Q107 2,513 16,300 SH   SOLE   16,300 0 0
J2 GLOBAL INC COM 48123V102 1,429 16,500 SH   SOLE   16,500 0 0
JUNIPER NETWORKS INC COM 48203R104 2,655 100,296 SH   SOLE   100,296 0 0
KBR INC COM 48242W106 959 50,242 SH   SOLE   50,242 0 0
KLA TENCOR CORP COM 482480100 5,681 47,577 SH   SOLE   47,577 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,376 29,112 SH   SOLE   29,112 0 0
KB HOME COM 48666K109 730 30,200 SH   SOLE   30,200 0 0
KELLOGG CO COM 487836108 4,154 72,391 SH   SOLE   72,391 0 0
KEMPER CORP DEL COM 488401100 1,648 21,650 SH   SOLE   21,650 0 0
KENNAMETAL INC COM 489170100 1,079 29,360 SH   SOLE   29,360 0 0
KEYCORP NEW COM 493267108 4,579 290,727 SH   SOLE   290,727 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,718 54,100 SH   SOLE   54,100 0 0
KILROY RLTY CORP COM 49427F108 2,735 36,000 SH   SOLE   36,000 0 0
KIMBERLY CLARK CORP COM 494368103 12,297 99,246 SH   SOLE   99,246 0 0
KIMCO RLTY CORP COM 49446R109 2,247 121,438 SH   SOLE   121,438 0 0
KINDER MORGAN INC DEL COM 49456B101 11,227 561,056 SH   SOLE   561,056 0 0
KIRBY CORP COM 497266106 1,442 19,200 SH   SOLE   19,200 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,451 44,400 SH   SOLE   44,400 0 0
KOHLS CORP COM 500255104 3,274 47,610 SH   SOLE   47,610 0 0
KRAFT HEINZ CO COM 500754106 5,852 179,246 SH   SOLE   179,246 0 0
KROGER CO COM 501044101 5,655 229,876 SH   SOLE   229,876 0 0
L BRANDS INC COM 501797104 1,816 65,844 SH   SOLE   65,844 0 0
LKQ CORP COM 501889208 2,576 90,752 SH   SOLE   90,752 0 0
L3 TECHNOLOGIES INC COM 502413107 4,725 22,896 SH   SOLE   22,896 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,344 28,397 SH   SOLE   28,397 0 0
LAM RESEARCH CORP COM 512807108 7,869 43,960 SH   SOLE   43,960 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 5,192 65,500 SH   SOLE   65,500 0 0
LAMB WESTON HLDGS INC COM 513272104 3,162 42,200 SH   SOLE   42,200 0 0
LANCASTER COLONY CORP COM 513847103 1,084 6,920 SH   SOLE   6,920 0 0
LANDSTAR SYS INC COM 515098101 1,564 14,300 SH   SOLE   14,300 0 0
LAUDER ESTEE COS INC CL A 518439104 10,416 62,918 SH   SOLE   62,918 0 0
LEGGETT PLATT INC COM 524660107 1,595 37,777 SH   SOLE   37,777 0 0
LEGG MASON INC COM 524901105 835 30,500 SH   SOLE   30,500 0 0
LEIDOS HLDGS INC COM 525327102 3,342 52,148 SH   SOLE   52,148 0 0
LENDINGTREE INC NEW COM 52603B107 949 2,700 SH   SOLE   2,700 0 0
LENNAR CORP CL A 526057104 4,043 82,358 SH   SOLE   82,358 0 0
LENNOX INTL INC COM 526107107 3,384 12,800 SH   SOLE   12,800 0 0
LEVI STRAUSS CO NEW CL A COM STK 52736R102 4,710 200,000 SH   SOLE   200,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,552 52,700 SH   SOLE   52,700 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 918 7,300 SH   SOLE   7,300 0 0
LIFE STORAGE INC COM 53223X107 1,615 16,600 SH   SOLE   16,600 0 0
LILLY ELI CO COM 532457108 32,302 248,938 SH   SOLE   248,938 0 0
LINCOLN ELEC HLDGS INC COM 533900106 1,887 22,500 SH   SOLE   22,500 0 0
LINCOLN NATL CORP IND COM 534187109 3,456 58,881 SH   SOLE   58,881 0 0
LITTELFUSE INC COM 537008104 1,606 8,800 SH   SOLE   8,800 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 3,133 49,300 SH   SOLE   49,300 0 0
LIVERAMP HLDGS INC COM 53815P108 1,326 24,300 SH   SOLE   24,300 0 0
LOCKHEED MARTIN CORP COM 539830109 66,581 221,818 SH   SOLE   221,818 0 0
LOEWS CORP COM 540424108 3,786 78,985 SH   SOLE   78,985 0 0
LOGMEIN INC COM 54142L109 1,450 18,102 SH   SOLE   18,102 0 0
LOUISIANA PAC CORP COM 546347105 1,178 48,299 SH   SOLE   48,299 0 0
LOWES COS INC COM 548661107 25,274 230,875 SH   SOLE   230,875 0 0
LUMENTUM HLDGS INC COM 55024U109 1,532 27,100 SH   SOLE   27,100 0 0
M T BK CORP COM 55261F104 6,276 39,970 SH   SOLE   39,970 0 0
MDU RES GROUP INC COM 552690109 1,805 69,862 SH   SOLE   69,862 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,772 147,000 SH   SOLE   147,000 0 0
MKS INSTRUMENT INC COM 55306N104 1,796 19,300 SH   SOLE   19,300 0 0
MSA SAFETY INC COM 553498106 1,293 12,500 SH   SOLE   12,500 0 0
MSC INDL DIRECT INC CL A 553530106 1,332 16,100 SH   SOLE   16,100 0 0
MSCI INC COM 55354G100 4,832 24,300 SH   SOLE   24,300 0 0
MACERICH CO COM 554382101 1,323 30,508 SH   SOLE   30,508 0 0
MACK CALI RLTY CORP COM 554489104 715 32,200 SH   SOLE   32,200 0 0
MACYS INC COM 55616P104 2,130 88,630 SH   SOLE   88,630 0 0
MANHATTAN ASSOCS INC COM 562750109 1,279 23,200 SH   SOLE   23,200 0 0
MANPOWERGROUP INC COM 56418H100 1,780 21,530 SH   SOLE   21,530 0 0
MARATHON OIL CORP COM 565849106 3,941 235,840 SH   SOLE   235,840 0 0
MARATHON PETE CORP COM 56585A102 11,618 194,116 SH   SOLE   194,116 0 0
MARKETAXESS HLDGS INC COM 57060D108 3,297 13,400 SH   SOLE   13,400 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1,309 14,000 SH   SOLE   14,000 0 0
MARSH MCLENNAN COS INC COM 571748102 13,672 145,601 SH   SOLE   145,601 0 0
MARRIOTT INTL INC NEW CL A 571903202 10,164 81,252 SH   SOLE   81,252 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,624 18,012 SH   SOLE   18,012 0 0
MASCO CORP COM 574599106 3,338 84,904 SH   SOLE   84,904 0 0
MASIMO CORP COM 574795100 2,406 17,400 SH   SOLE   17,400 0 0
MASTEC INC COM 576323109 1,058 22,000 SH   SOLE   22,000 0 0
MASTERCARD INC CL A 57636Q104 90,561 384,628 SH   SOLE   384,628 0 0
MATADOR RES CO COM 576485205 713 36,900 SH   SOLE   36,900 0 0
MATTEL INC COM 577081102 1,294 99,561 SH   SOLE   99,561 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 4,190 78,800 SH   SOLE   78,800 0 0
MAXIMUS INC COM 577933104 1,611 22,700 SH   SOLE   22,700 0 0
MCCORMICK CO INC COM NON VTG 579780206 5,327 35,368 SH   SOLE   35,368 0 0
MCDERMOTT INTL INC COM 580037703 479 64,399 SH   SOLE   64,399 0 0
MCDONALDS CORP COM 580135101 41,884 220,557 SH   SOLE   220,557 0 0
MCKESSON CORP COM 58155Q103 6,466 55,233 SH   SOLE   55,233 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,514 135,800 SH   SOLE   135,800 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,626 22,200 SH   SOLE   22,200 0 0
MEDNAX INC COM 58502B106 850 31,300 SH   SOLE   31,300 0 0
MERCK CO INC COM 58933Y105 65,118 782,949 SH   SOLE   782,949 0 0
MERCURY GENL CORP NEW COM 589400100 486 9,700 SH   SOLE   9,700 0 0
MEREDITH CORP COM 589433101 790 14,300 SH   SOLE   14,300 0 0
METLIFE INC COM 59156R108 11,744 275,885 SH   SOLE   275,885 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 5,162 7,140 SH   SOLE   7,140 0 0
MICHAELS COS INC COM 59408Q106 365 32,000 SH   SOLE   32,000 0 0
MICROSOFT CORP COM 594918104 308,675 2,617,217 SH   SOLE   2,617,217 0 0
MICROVISION INC DEL COM NEW 594960304 4,191 4,326,199 SH   SOLE   4,326,199 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 5,664 68,272 SH   SOLE   68,272 0 0
MICRON TECHNOLOGY INC COM 595112103 13,351 323,044 SH   SOLE   323,044 0 0
MID AMER APT CMNTYS INC COM 59522J103 3,586 32,801 SH   SOLE   32,801 0 0
MILLER HERMAN INC COM 600544100 740 21,030 SH   SOLE   21,030 0 0
MINERALS TECHNOLOGIES INC COM 603158106 740 12,580 SH   SOLE   12,580 0 0
MOHAWK INDS INC COM 608190104 2,237 17,736 SH   SOLE   17,736 0 0
MOLINA HEALTHCARE INC COM 60855R100 3,166 22,300 SH   SOLE   22,300 0 0
MOLSON COORS BREWING CO CL B 60871R209 3,227 54,099 SH   SOLE   54,099 0 0
MONDELEZ INTL INC CL A 609207105 20,775 416,156 SH   SOLE   416,156 0 0
MONOLITHIC PWR SYS INC COM 609839105 1,910 14,100 SH   SOLE   14,100 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 6,151 112,692 SH   SOLE   112,692 0 0
MOODYS CORP COM 615369105 23,544 130,015 SH   SOLE   130,015 0 0
MORGAN STANLEY COM 617446448 15,794 374,255 SH   SOLE   374,255 0 0
MOSAIC CO NEW COM 61945C103 2,791 102,182 SH   SOLE   102,182 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,631 47,223 SH   SOLE   47,223 0 0
MURPHY OIL CORP COM 626717102 1,699 58,000 SH   SOLE   58,000 0 0
MURPHY USA INC COM 626755102 918 10,725 SH   SOLE   10,725 0 0
NCR CORP NEW COM 62886E108 1,158 42,440 SH   SOLE   42,440 0 0
NRG ENERGY INC COM NEW 629377508 3,440 80,968 SH   SOLE   80,968 0 0
NVR INC COM 62944T105 3,221 1,164 SH   SOLE   1,164 0 0
NASDAQ INC COM 631103108 2,923 33,411 SH   SOLE   33,411 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,876 30,780 SH   SOLE   30,780 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 2,211 39,587 SH   SOLE   39,587 0 0
NATIONAL INSTRS CORP COM 636518102 1,778 40,075 SH   SOLE   40,075 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,943 110,478 SH   SOLE   110,478 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 3,190 57,600 SH   SOLE   57,600 0 0
NATIONAL VISION HLDGS INC COM 63845R107 2,217 70,549 SH   SOLE   70,549 0 0
NAVIENT CORP COM 63938C108 898 77,600 SH   SOLE   77,600 0 0
NEKTAR THERAPEUTICS COM 640268108 1,687 50,200 SH   SOLE   50,200 0 0
NEOPHOTONICS CORP COM 64051T100 611 97,188 SH   SOLE   97,188 0 0
NETAPP INC COM 64110D104 4,936 71,191 SH   SOLE   71,191 0 0
NETFLIX INC COM 64110L106 44,867 125,834 SH   SOLE   125,834 0 0
NETSCOUT SYS INC COM 64115T104 702 25,000 SH   SOLE   25,000 0 0
NEW JERSEY RES COM 646025106 1,573 31,600 SH   SOLE   31,600 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 171,717 10,154,734 SH   SOLE   10,154,734 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,927 166,570 SH   SOLE   166,570 0 0
NEW YORK TIMES CO CL A 650111107 1,662 50,600 SH   SOLE   50,600 0 0
NEWELL BRANDS INC COM 651229106 1,719 112,071 SH   SOLE   112,071 0 0
NEWMARKET CORP COM 651587107 1,344 3,100 SH   SOLE   3,100 0 0
NEWMONT MNG CORP COM 651639106 5,489 153,455 SH   SOLE   153,455 0 0
NEWS CORP NEW CL A 65249B109 1,381 111,039 SH   SOLE   111,039 0 0
NEWS CORP NEW CL B 65249B208 445 35,644 SH   SOLE   35,644 0 0
NEXTERA ENERGY INC COM 65339F101 26,634 137,773 SH   SOLE   137,773 0 0
NIKE INC CL B 654106103 30,551 362,792 SH   SOLE   362,792 0 0
NISOURCE INC COM 65473P105 3,075 107,302 SH   SOLE   107,302 0 0
NLIGHT INC COM 65487K100 224 10,055 SH   SOLE   10,055 0 0
NOBLE ENERGY INC COM 655044105 3,446 139,361 SH   SOLE   139,361 0 0
NORDSON CORP COM 655663102 2,433 18,360 SH   SOLE   18,360 0 0
NORDSTROM INC COM 655664100 1,371 30,892 SH   SOLE   30,892 0 0
NORFOLK SOUTHERN CORP COM 655844108 14,400 77,049 SH   SOLE   77,049 0 0
NORTHERN TR CORP COM 665859104 5,692 62,954 SH   SOLE   62,954 0 0
NORTHROP GRUMMAN CORP COM 666807102 13,188 48,917 SH   SOLE   48,917 0 0
NORTHWESTERN CORP COM NEW 668074305 1,260 17,900 SH   SOLE   17,900 0 0
NOW INC COM 67011P100 539 38,627 SH   SOLE   38,627 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 943 19,700 SH   SOLE   19,700 0 0
NUCOR CORP COM 670346105 5,135 88,011 SH   SOLE   88,011 0 0
NVIDIA CORP COM 67066G104 31,350 174,592 SH   SOLE   174,592 0 0
NUVASIVE INC COM 670704105 1,045 18,400 SH   SOLE   18,400 0 0
OGE ENERGY CORP COM 670837103 3,071 71,220 SH   SOLE   71,220 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,755 22,547 SH   SOLE   22,547 0 0
OASIS PETE INC NEW COM 674215108 576 95,300 SH   SOLE   95,300 0 0
OCCIDENTAL PETE CORP COM 674599105 14,296 215,956 SH   SOLE   215,956 0 0
OCEANEERING INTL INC COM 675232102 554 35,100 SH   SOLE   35,100 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 3,335 23,100 SH   SOLE   23,100 0 0
OLD REP INTL CORP COM 680223104 2,122 101,427 SH   SOLE   101,427 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1,570 18,400 SH   SOLE   18,400 0 0
OMNICOM GROUP INC COM 681919106 4,702 64,418 SH   SOLE   64,418 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,777 72,800 SH   SOLE   72,800 0 0
ONE GAS INC COM 68235P108 1,670 18,757 SH   SOLE   18,757 0 0
ONEOK INC NEW COM 682680103 8,285 118,626 SH   SOLE   118,626 0 0
ORACLE CORP COM 68389X105 71,131 1,324,360 SH   SOLE   1,324,360 0 0
OSHKOSH CORP COM 688239201 1,878 25,000 SH   SOLE   25,000 0 0
OWENS ILL INC COM NEW 690768403 1,040 54,800 SH   SOLE   54,800 0 0
PBF ENERGY INC CL A 69318G106 1,330 42,700 SH   SOLE   42,700 0 0
PNC FINL SVCS GROUP COM 693475105 16,029 130,676 SH   SOLE   130,676 0 0
PNM RES INC COM 69349H107 1,346 28,434 SH   SOLE   28,434 0 0
PPG INDS INC COM 693506107 7,672 67,968 SH   SOLE   67,968 0 0
PPL CORP COM 69351T106 6,594 207,766 SH   SOLE   207,766 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,316 21,000 SH   SOLE   21,000 0 0
PVH CORP COM 693656100 2,658 21,796 SH   SOLE   21,796 0 0
PTC INC COM 69370C100 3,506 38,039 SH   SOLE   38,039 0 0
PACCAR INC COM 693718108 6,808 99,918 SH   SOLE   99,918 0 0
PACKAGING CORP AMER COM 695156109 2,703 27,200 SH   SOLE   27,200 0 0
PACWEST BANCORP DEL COM 695263103 1,621 43,100 SH   SOLE   43,100 0 0
PALO ALTO NETWORKS INC COM 697435105 8,258 34,000 SH   SOLE   34,000 0 0
PAPA JOHNS INTL INC COM 698813102 424 8,000 SH   SOLE   8,000 0 0
PARKER HANNIFIN CORP COM 701094104 6,401 37,295 SH   SOLE   37,295 0 0
PATTERSON COMPANIES INC COM 703395103 642 29,400 SH   SOLE   29,400 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,068 76,200 SH   SOLE   76,200 0 0
PAYCHEX INC COM 704326107 11,959 149,111 SH   SOLE   149,111 0 0
PAYPAL HLDGS INC COM 70450Y103 35,112 338,134 SH   SOLE   338,134 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,446 46,556 SH   SOLE   46,556 0 0
PENN NATL GAMING INC COM 707569109 762 37,900 SH   SOLE   37,900 0 0
PEOPLES UTD FINL INC COM 712704105 1,862 113,275 SH   SOLE   113,275 0 0
PEPSICO INC COM 713448108 49,612 404,829 SH   SOLE   404,829 0 0
PERKINELMER INC COM 714046109 16,182 167,929 SH   SOLE   167,929 0 0
PERSPECTA INC COM 715347100 1,013 50,100 SH   SOLE   50,100 0 0
PFIZER INC COM 717081103 71,189 1,676,226 SH   SOLE   1,676,226 0 0
PHILIP MORRIS INTL INC COM 718172109 89,147 1,008,565 SH   SOLE   1,008,565 0 0
PHILLIPS 66 COM 718546104 11,509 120,935 SH   SOLE   120,935 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,422 26,000 SH   SOLE   26,000 0 0
PINNACLE WEST CAP CORP COM 723484101 3,086 32,287 SH   SOLE   32,287 0 0
PIONEER NAT RES COM 723787107 7,386 48,502 SH   SOLE   48,502 0 0
PITNEY BOWES INC COM 724479100 460 66,900 SH   SOLE   66,900 0 0
PLANTRONICS INC NEW COM 727493108 539 11,700 SH   SOLE   11,700 0 0
POLARIS INDS INC COM 731068102 1,722 20,400 SH   SOLE   20,400 0 0
POLYONE CORP COM 73179P106 812 27,700 SH   SOLE   27,700 0 0
POOL CORP COM 73278L105 2,310 14,000 SH   SOLE   14,000 0 0
POST HLDGS INC COM 737446104 2,593 23,700 SH   SOLE   23,700 0 0
POTLATCHDELTIC CORP COM 737630103 915 24,211 SH   SOLE   24,211 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 550 18,400 SH   SOLE   18,400 0 0
PRICE T ROWE GROUP INC COM 74144T108 6,814 68,061 SH   SOLE   68,061 0 0
PRIMERICA INC COM 74164M108 1,857 15,200 SH   SOLE   15,200 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,743 74,579 SH   SOLE   74,579 0 0
PROCTER AND GAMBLE CO COM 742718109 93,208 895,803 SH   SOLE   895,803 0 0
PROGRESSIVE CORP OHIO COM 743315103 12,131 168,281 SH   SOLE   168,281 0 0
PROLOGIS INC COM 74340W103 13,067 181,611 SH   SOLE   181,611 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,637 23,700 SH   SOLE   23,700 0 0
PRUDENTIAL FINL INC COM 744320102 10,826 117,832 SH   SOLE   117,832 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 8,651 145,622 SH   SOLE   145,622 0 0
PUBLIC STORAGE COM 74460D109 9,425 43,277 SH   SOLE   43,277 0 0
PULTE GROUP INC COM 745867101 2,055 73,509 SH   SOLE   73,509 0 0
QEP RES INC COM 74733V100 657 84,300 SH   SOLE   84,300 0 0
QORVO INC COM 74736K101 2,541 35,424 SH   SOLE   35,424 0 0
QUALCOMM INC COM 747525103 19,890 348,771 SH   SOLE   348,771 0 0
QUANTA SVCS INC COM 74762E102 1,538 40,756 SH   SOLE   40,756 0 0
QUEST DIAGNOSTICS INC COM 74834L100 37,331 415,163 SH   SOLE   415,163 0 0
RPM INTL INC COM 749685103 2,723 46,918 SH   SOLE   46,918 0 0
RALPH LAUREN CORP CL A 751212101 1,976 15,241 SH   SOLE   15,241 0 0
RANGE RES CORP COM 75281A109 832 74,000 SH   SOLE   74,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,943 36,600 SH   SOLE   36,600 0 0
RAYONIER INC COM 754907103 1,453 46,109 SH   SOLE   46,109 0 0
RAYTHEON CO COM NEW 755111507 57,416 315,336 SH   SOLE   315,336 0 0
REALOGY HLDGS CORP COM 75605Y106 462 40,500 SH   SOLE   40,500 0 0
REALTY INCOME CORP COM 756109104 6,438 87,524 SH   SOLE   87,524 0 0
RED HAT INC COM 756577102 37,069 202,896 SH   SOLE   202,896 0 0
REGAL BELOIT CORP COM 758750103 1,253 15,300 SH   SOLE   15,300 0 0
REGENCY CTRS CORP COM 758849103 3,260 48,300 SH   SOLE   48,300 0 0
REGENERON PHARMACEUTICALS COM 75886F107 9,257 22,544 SH   SOLE   22,544 0 0
REGIONS FINL CORP NEW COM 7591EP100 4,150 293,270 SH   SOLE   293,270 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 3,180 22,400 SH   SOLE   22,400 0 0
RELIANCE STEEL ALUMINUM CO COM 759509102 2,157 23,900 SH   SOLE   23,900 0 0
REPUBLIC SVCS INC COM 760759100 4,992 62,100 SH   SOLE   62,100 0 0
RESMED INC COM 761152107 4,294 41,300 SH   SOLE   41,300 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 845 43,800 SH   SOLE   43,800 0 0
ROBERT HALF INTL INC COM 770323103 40,729 625,060 SH   SOLE   625,060 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,052 34,490 SH   SOLE   34,490 0 0
ROLLINS INC COM 775711104 1,769 42,508 SH   SOLE   42,508 0 0
ROPER TECHNOLOGIES INC COM 776696106 10,226 29,902 SH   SOLE   29,902 0 0
ROSS STORES INC COM 778296103 9,942 106,788 SH   SOLE   106,788 0 0
ROYAL GOLD INC COM 780287108 2,128 23,400 SH   SOLE   23,400 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 222 12,275 SH   SOLE   12,275 0 0
RYDER SYS INC COM 783549108 1,172 18,900 SH   SOLE   18,900 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 6,469 32,400 SH   SOLE   32,400 0 0
SEI INVESTMENTS CO COM 784117103 2,404 46,000 SH   SOLE   46,000 0 0
SL GREEN RLTY CORP COM 78440X101 2,168 24,108 SH   SOLE   24,108 0 0
SLM CORP COM 78442P106 1,543 155,725 SH   SOLE   155,725 0 0
SM ENERGY CO COM 78454L100 644 36,800 SH   SOLE   36,800 0 0
SPDR S P 500 ETF TR TR UNIT 78462F103 471,255 1,668,279 SH   SOLE   1,668,279 0 0
SS C TECHNOLOGIES HLDGS INC COM 78467J100 27,788 436,300 SH   SOLE   436,300 0 0
SVB FINL GROUP COM 78486Q101 3,380 15,200 SH   SOLE   15,200 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,238 63,600 SH   SOLE   63,600 0 0
SABRE CORP COM 78573M104 2,100 98,200 SH   SOLE   98,200 0 0
SAFEHOLD INC COM 78645L100 19,193 880,000 SH   SOLE   880,000 0 0
SALESFORCE COM INC COM 79466L302 34,914 220,456 SH   SOLE   220,456 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 792 43,000 SH   SOLE   43,000 0 0
SANDERSON FARMS INC COM 800013104 923 7,000 SH   SOLE   7,000 0 0
HENRY SCHEIN INC COM 806407102 2,623 43,644 SH   SOLE   43,644 0 0
SCHLUMBERGER LTD COM 806857108 17,401 399,372 SH   SOLE   399,372 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 14,617 341,837 SH   SOLE   341,837 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,399 18,185 SH   SOLE   18,185 0 0
SCIENTIFIC GAMES CORP COM 80874P109 402 19,700 SH   SOLE   19,700 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,098 13,975 SH   SOLE   13,975 0 0
SEALED AIR CORP NEW COM 81211K100 2,066 44,848 SH   SOLE   44,848 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,355 20,500 SH   SOLE   20,500 0 0
SELECT SECTOR SPDR TR SBI INT FINL 81369Y605 68,515 2,664,900 SH   SOLE   2,664,900 0 0
SELECT SECTOR SPDR TR SBI INT INDS 81369Y704 9,904 132,000 SH   SOLE   132,000 0 0
SEMPRA ENERGY COM 816851109 9,935 78,938 SH   SOLE   78,938 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 998 84,700 SH   SOLE   84,700 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,022 15,070 SH   SOLE   15,070 0 0
SERVICE CORP INTL COM 817565104 2,594 64,600 SH   SOLE   64,600 0 0
SHERWIN WILLIAMS CO COM 824348106 10,118 23,491 SH   SOLE   23,491 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,510 19,600 SH   SOLE   19,600 0 0
SILICON LABORATORIES INC COM 826919102 1,245 15,400 SH   SOLE   15,400 0 0
SILGAN HOLDINGS INC COM 827048109 817 27,562 SH   SOLE   27,562 0 0
SIMON PPTY GROUP INC NEW COM 828806109 16,216 88,998 SH   SOLE   88,998 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,258 25,500 SH   SOLE   25,500 0 0
SKECHERS U S A INC CL A 830566105 1,600 47,600 SH   SOLE   47,600 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 4,141 50,208 SH   SOLE   50,208 0 0
SMITH A O COM 831865209 2,181 40,900 SH   SOLE   40,900 0 0
SMUCKER J M CO COM NEW 832696405 3,821 32,800 SH   SOLE   32,800 0 0
SNAP ON INC COM 833034101 2,510 16,035 SH   SOLE   16,035 0 0
SNAP INC CL A 83304A106 11,910 1,080,756 SH   SOLE   1,080,756 0 0
SONOCO PRODS CO COM 835495102 2,191 35,611 SH   SOLE   35,611 0 0
SOTHEBYS COM 835898107 443 11,727 SH   SOLE   11,727 0 0
SOUTHERN CO COM 842587107 15,407 298,130 SH   SOLE   298,130 0 0
SOUTHWEST AIRLS CO COM 844741108 7,443 143,384 SH   SOLE   143,384 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,555 18,900 SH   SOLE   18,900 0 0
SOUTHWESTERN ENERGY CO COM 845467109 905 193,000 SH   SOLE   193,000 0 0
SPIRE INC COM 84857L101 1,489 18,100 SH   SOLE   18,100 0 0
SPLUNK INC COM 848637104 14,952 120,000 SH   SOLE   120,000 0 0
SPROUTS FMRS MKT INC COM 85208M102 952 44,200 SH   SOLE   44,200 0 0
SQUARE INC CL A 852234103 14,984 200,000 SH   SOLE   200,000 0 0
STANLEY BLACK DECKER INC COM 854502101 5,944 43,648 SH   SOLE   43,648 0 0
STARBUCKS CORP COM 855244109 26,640 358,360 SH   SOLE   358,360 0 0
STATE STR CORP COM 857477103 7,184 109,157 SH   SOLE   109,157 0 0
STEEL DYNAMICS INC COM 858119100 2,885 81,800 SH   SOLE   81,800 0 0
STERICYCLE INC COM 858912108 1,653 30,381 SH   SOLE   30,381 0 0
STERLING BANCORP DEL COM 85917A100 1,412 75,800 SH   SOLE   75,800 0 0
STIFEL FINL CORP COM 860630102 1,351 25,600 SH   SOLE   25,600 0 0
STRYKER CORP COM 863667101 83,274 421,596 SH   SOLE   421,596 0 0
SUNTRUST BKS INC COM 867914103 7,566 127,692 SH   SOLE   127,692 0 0
SYMANTEC CORP COM 871503108 4,235 184,229 SH   SOLE   184,229 0 0
SYNAPTICS INC COM 87157D109 489 12,300 SH   SOLE   12,300 0 0
SYNOPSYS INC COM 871607107 4,963 43,100 SH   SOLE   43,100 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,948 56,705 SH   SOLE   56,705 0 0
SYNNEX CORP COM 87162W100 1,412 14,804 SH   SOLE   14,804 0 0
SYNCHRONY FINL COM 87165B103 6,004 188,210 SH   SOLE   188,210 0 0
SYNEOS HEALTH INC CL A 87166B102 1,123 21,700 SH   SOLE   21,700 0 0
SYSCO CORP COM 871829107 9,091 136,179 SH   SOLE   136,179 0 0
TCF FINL CORP COM 872275102 1,210 58,460 SH   SOLE   58,460 0 0
TJX COS INC NEW COM 872540109 18,974 356,580 SH   SOLE   356,580 0 0
TRI POINTE GROUP INC COM 87265H109 638 50,500 SH   SOLE   50,500 0 0
TAKE TWO INTERACTIVE SOFTWAR COM 874054109 3,076 32,600 SH   SOLE   32,600 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 703 33,500 SH   SOLE   33,500 0 0
TAPESTRY INC COM 876030107 2,714 83,547 SH   SOLE   83,547 0 0
TARGET CORP COM 87612E106 12,072 150,410 SH   SOLE   150,410 0 0
TAUBMAN CTRS INC COM 876664103 1,153 21,800 SH   SOLE   21,800 0 0
TECH DATA CORP COM 878237106 1,367 13,350 SH   SOLE   13,350 0 0
TEGNA INC COM 87901J105 1,084 76,900 SH   SOLE   76,900 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,057 12,900 SH   SOLE   12,900 0 0
TELEFLEX INC COM 879369106 3,998 13,230 SH   SOLE   13,230 0 0
TELEPHONE DATA SYS INC COM NEW 879433829 1,027 33,436 SH   SOLE   33,436 0 0
TEMPUR SEALY INTL INC COM 88023U101 946 16,400 SH   SOLE   16,400 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 854 29,600 SH   SOLE   29,600 0 0
TERADATA CORP DEL COM 88076W103 1,825 41,800 SH   SOLE   41,800 0 0
TERADYNE INC COM 880770102 2,466 61,900 SH   SOLE   61,900 0 0
TEREX CORP NEW COM 880779103 710 22,100 SH   SOLE   22,100 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 977 17,900 SH   SOLE   17,900 0 0
TEXAS INSTRS INC COM 882508104 28,683 270,418 SH   SOLE   270,418 0 0
TEXAS ROADHOUSE INC COM 882681109 1,480 23,800 SH   SOLE   23,800 0 0
TEXTRON INC COM 883203101 3,426 67,637 SH   SOLE   67,637 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 92,279 337,131 SH   SOLE   337,131 0 0
THOR INDS INC COM 885160101 1,160 18,600 SH   SOLE   18,600 0 0
3M CO COM 88579Y101 34,486 165,976 SH   SOLE   165,976 0 0
TIFFANY CO NEW COM 886547108 3,297 31,234 SH   SOLE   31,234 0 0
TIMKEN CO COM 887389104 1,060 24,300 SH   SOLE   24,300 0 0
TOLL BROTHERS INC COM 889478103 1,730 47,800 SH   SOLE   47,800 0 0
TOOTSIE ROLL INDS INC COM 890516107 253 6,786 SH   SOLE   6,786 0 0
TORCHMARK CORP COM 891027104 2,394 29,210 SH   SOLE   29,210 0 0
TORO CO COM 891092108 2,602 37,800 SH   SOLE   37,800 0 0
TOTAL SYS SVCS INC COM 891906109 29,610 311,653 SH   SOLE   311,653 0 0
TRACTOR SUPPLY CO COM 892356106 3,417 34,952 SH   SOLE   34,952 0 0
TRANSDIGM GROUP INC COM 893641100 6,358 14,004 SH   SOLE   14,004 0 0
TRAVELERS COMPANIES INC COM 89417E109 10,408 75,883 SH   SOLE   75,883 0 0
TREEHOUSE FOODS INC COM 89469A104 1,291 20,000 SH   SOLE   20,000 0 0
TREX CO INC COM 89531P105 1,286 20,900 SH   SOLE   20,900 0 0
TRIMBLE INC COM 896239100 3,624 89,700 SH   SOLE   89,700 0 0
TRINITY INDS INC COM 896522109 1,032 47,494 SH   SOLE   47,494 0 0
TRIPADVISOR INC COM 896945201 1,526 29,654 SH   SOLE   29,654 0 0
TRUSTMARK CORP COM 898402102 780 23,200 SH   SOLE   23,200 0 0
TUPPERWARE BRANDS CORP COM 899896104 442 17,287 SH   SOLE   17,287 0 0
TWITTER INC COM 90184L102 6,902 209,900 SH   SOLE   209,900 0 0
TWO HBRS INVT CORP COM NEW 90187B408 160,765 11,882,142 SH   SOLE   11,882,142 0 0
II VI INC COM 902104108 1,227 32,961 SH   SOLE   32,961 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,800 13,700 SH   SOLE   13,700 0 0
TYSON FOODS INC CL A 902494103 5,911 85,136 SH   SOLE   85,136 0 0
UDR INC COM 902653104 3,610 79,404 SH   SOLE   79,404 0 0
UGI CORP NEW COM 902681105 3,436 62,000 SH   SOLE   62,000 0 0
UMB FINL CORP COM 902788108 1,005 15,700 SH   SOLE   15,700 0 0
US BANCORP DEL COM NEW 902973304 64,027 1,328,642 SH   SOLE   1,328,642 0 0
ULTA BEAUTY INC COM 90384S303 16,141 46,284 SH   SOLE   46,284 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,730 11,300 SH   SOLE   11,300 0 0
UMPQUA HLDGS CORP COM 904214103 1,295 78,500 SH   SOLE   78,500 0 0
UNDER ARMOUR INC CL A 904311107 1,145 54,156 SH   SOLE   54,156 0 0
UNDER ARMOUR INC CL C 904311206 1,047 55,499 SH   SOLE   55,499 0 0
UNION PACIFIC CORP COM 907818108 34,830 208,312 SH   SOLE   208,312 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,319 36,400 SH   SOLE   36,400 0 0
UNITED CONTL HLDGS INC COM 910047109 5,149 64,544 SH   SOLE   64,544 0 0
UNITED PARCEL SERVICE INC CL B 911312106 24,950 223,286 SH   SOLE   223,286 0 0
UNITED RENTALS INC COM 911363109 2,616 22,900 SH   SOLE   22,900 0 0
UNITED STATES STL CORP NEW COM 912909108 1,203 61,700 SH   SOLE   61,700 0 0
UNITED TECHNOLOGIES CORP COM 913017109 30,105 233,568 SH   SOLE   233,568 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,831 15,600 SH   SOLE   15,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 85,184 344,513 SH   SOLE   344,513 0 0
UNITI GROUP INC COM 91325V108 714 63,840 SH   SOLE   63,840 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,308 15,100 SH   SOLE   15,100 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 3,217 24,052 SH   SOLE   24,052 0 0
UNUM GROUP COM 91529Y106 2,093 61,869 SH   SOLE   61,869 0 0
URBAN OUTFITTERS INC COM 917047102 797 26,900 SH   SOLE   26,900 0 0
URBAN EDGE PPTYS COM 91704F104 775 40,800 SH   SOLE   40,800 0 0
V F CORP COM 918204108 8,129 93,528 SH   SOLE   93,528 0 0
VALERO ENERGY CORP NEW COM 91913Y100 10,211 120,376 SH   SOLE   120,376 0 0
VALLEY NATL BANCORP COM 919794107 1,133 118,314 SH   SOLE   118,314 0 0
VALMONT INDS INC COM 920253101 1,015 7,800 SH   SOLE   7,800 0 0
VALVOLINE INC COM 92047W101 1,244 67,028 SH   SOLE   67,028 0 0
VARIAN MED SYS INC COM 92220P105 3,707 26,154 SH   SOLE   26,154 0 0
VENTAS INC COM 92276F100 6,548 102,610 SH   SOLE   102,610 0 0
VERISIGN INC COM 92343E102 5,512 30,357 SH   SOLE   30,357 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 127,119 2,149,815 SH   SOLE   2,149,815 0 0
VERISK ANALYTICS INC COM 92345Y106 6,266 47,116 SH   SOLE   47,116 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 26,060 141,668 SH   SOLE   141,668 0 0
VERSUM MATLS INC COM 92532W103 1,957 38,901 SH   SOLE   38,901 0 0
VIASAT INC COM 92552V100 1,573 20,300 SH   SOLE   20,300 0 0
VIACOM INC NEW CL B 92553P201 2,860 101,904 SH   SOLE   101,904 0 0
VISA INC COM CL A 92826C839 144,811 927,144 SH   SOLE   927,144 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 871 47,152 SH   SOLE   47,152 0 0
VISTEON CORP COM NEW 92839U206 680 10,100 SH   SOLE   10,100 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,369 49,950 SH   SOLE   49,950 0 0
VULCAN MATLS CO COM 929160109 4,500 38,010 SH   SOLE   38,010 0 0
WEC ENERGY GROUP INC COM 92939U106 7,187 90,877 SH   SOLE   90,877 0 0
WABTEC CORP COM 929740108 3,044 41,296 SH   SOLE   41,296 0 0
WALMART INC COM 931142103 40,010 410,234 SH   SOLE   410,234 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 28,950 457,561 SH   SOLE   457,561 0 0
WASHINGTON FED INC COM 938824109 836 28,923 SH   SOLE   28,923 0 0
WASTE MGMT INC DEL COM 94106L109 11,677 112,378 SH   SOLE   112,378 0 0
WATERS CORP COM 941848103 5,184 20,596 SH   SOLE   20,596 0 0
WATSCO INC COM 942622200 1,647 11,500 SH   SOLE   11,500 0 0
WEBSTER FINL CORP CONN COM 947890109 1,665 32,850 SH   SOLE   32,850 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 278 13,800 SH   SOLE   13,800 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,251 42,600 SH   SOLE   42,600 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 3,884 14,400 SH   SOLE   14,400 0 0
WELLS FARGO CO NEW COM 949746101 106,779 2,209,830 SH   SOLE   2,209,830 0 0
WELLTOWER INC COM 95040Q104 8,638 111,309 SH   SOLE   111,309 0 0
WENDYS CO COM 95058W100 1,160 64,843 SH   SOLE   64,843 0 0
WERNER ENTERPRISES INC COM 950755108 532 15,575 SH   SOLE   15,575 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 2,909 26,400 SH   SOLE   26,400 0 0
WESTERN DIGITAL CORP COM 958102105 4,030 83,849 SH   SOLE   83,849 0 0
WESTERN UN CO COM 959802109 2,320 125,626 SH   SOLE   125,626 0 0
WESTROCK CO COM 96145D105 2,823 73,602 SH   SOLE   73,602 0 0
WEX INC COM 96208T104 5,107 26,600 SH   SOLE   26,600 0 0
WEYERHAEUSER CO COM 962166104 5,667 215,161 SH   SOLE   215,161 0 0
WHIRLPOOL CORP COM 963320106 2,430 18,289 SH   SOLE   18,289 0 0
WILEY JOHN SONS INC CL A 968223206 712 16,100 SH   SOLE   16,100 0 0
WILLIAMS COS INC DEL COM 969457100 10,023 348,986 SH   SOLE   348,986 0 0
WILLIAMS SONOMA INC COM 969904101 1,609 28,600 SH   SOLE   28,600 0 0
WINTRUST FINL CORP COM 97650W108 1,353 20,100 SH   SOLE   20,100 0 0
WOODWARD INC COM 980745103 1,888 19,900 SH   SOLE   19,900 0 0
WORKDAY INC CL A 98138H101 10,182 52,800 SH   SOLE   52,800 0 0
WORLD FUEL SVCS CORP COM 981475106 690 23,900 SH   SOLE   23,900 0 0
WORLDPAY INC CL A 981558109 10,726 94,500 SH   SOLE   94,500 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,354 15,600 SH   SOLE   15,600 0 0
WORTHINGTON INDS INC COM 981811102 522 13,978 SH   SOLE   13,978 0 0
WPX ENERGY INC COM 98212B103 1,847 140,900 SH   SOLE   140,900 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,362 33,637 SH   SOLE   33,637 0 0
WYNDHAM HOTELS RESORTS INC COM 98311A105 1,747 34,937 SH   SOLE   34,937 0 0
WYNN RESORTS LTD COM 983134107 3,325 27,870 SH   SOLE   27,870 0 0
XPO LOGISTICS INC COM 983793100 2,090 38,900 SH   SOLE   38,900 0 0
XCEL ENERGY INC COM 98389B100 8,332 148,234 SH   SOLE   148,234 0 0
XILINX INC COM 983919101 9,252 72,971 SH   SOLE   72,971 0 0
XEROX CORP COM 984121608 1,843 57,618 SH   SOLE   57,618 0 0
XYLEM INC COM 98419M100 4,092 51,772 SH   SOLE   51,772 0 0
YELP INC CL A 985817105 928 26,900 SH   SOLE   26,900 0 0
YUM BRANDS INC COM 988498101 8,809 88,254 SH   SOLE   88,254 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 14,080 67,200 SH   SOLE   67,200 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 7,527 58,943 SH   SOLE   58,943 0 0
ZIONS BANCORPORATION N A COM 989701107 2,434 53,606 SH   SOLE   53,606 0 0
ZOETIS INC CL A 98978V103 58,186 577,992 SH   SOLE   577,992 0 0
ADIENT PLC ORD SHS G0084W101 402 31,000 SH   SOLE   31,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,466 27,185 SH   SOLE   27,185 0 0
ALLERGAN PLC SHS G0177J108 13,185 90,056 SH   SOLE   90,056 0 0
AON PLC SHS CL A G0408V102 11,803 69,147 SH   SOLE   69,147 0 0
ARRIS INTERNATIONAL PLC SHS G0551A103 1,843 58,300 SH   SOLE   58,300 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 81,477 462,886 SH   SOLE   462,886 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 2,011 43,948 SH   SOLE   43,948 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 607 31,500 SH   SOLE   31,500 0 0
ENSCO PLC SHS CLASS A G3157S106 612 155,800 SH   SOLE   155,800 0 0
EVEREST RE GROUP LTD COM G3223R108 175,295 811,700 SH   SOLE   811,700 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,055 9,100 SH   SOLE   9,100 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,470 58,837 SH   SOLE   58,837 0 0
IHS MARKIT LTD SHS G47567105 5,694 104,700 SH   SOLE   104,700 0 0
INGERSOLL RAND PLC SHS G47791101 7,528 69,740 SH   SOLE   69,740 0 0
INVESCO LTD SHS G491BT108 2,210 114,455 SH   SOLE   114,455 0 0
JOHNSON CTLS INTL PLC SHS G51502105 50,744 1,373,687 SH   SOLE   1,373,687 0 0
LINDE PLC COM G5494J103 27,946 158,845 SH   SOLE   158,845 0 0
LIVANOVA PLC SHS G5509L101 1,692 17,400 SH   SOLE   17,400 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 646 29,700 SH   SOLE   29,700 0 0
MEDTRONIC PLC SHS G5960L103 35,206 386,538 SH   SOLE   386,538 0 0
APTIV PLC SHS G6095L109 17,084 214,922 SH   SOLE   214,922 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 2,425 102,444 SH   SOLE   102,444 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 3,446 62,700 SH   SOLE   62,700 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,551 57,502 SH   SOLE   57,502 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,153 15,000 SH   SOLE   15,000 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 489 45,300 SH   SOLE   45,300 0 0
SEAGATE TECHNOLOGY SHS G7945M107 3,536 73,840 SH   SOLE   73,840 0 0
PENTAIR PLC SHS G7S00T104 2,021 45,402 SH   SOLE   45,402 0 0
SIGNET JEWELERS LIMITED SHS G81276100 502 18,500 SH   SOLE   18,500 0 0
STERIS PLC SHS USD G8473T100 3,867 30,200 SH   SOLE   30,200 0 0
TECHNIPFMC PLC COM G87110105 1,510 64,200 SH   SOLE   64,200 0 0
THIRD PT REINS LTD COM G8827U100 43,596 4,200,000 SH   SOLE   4,200,000 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 6,530 37,178 SH   SOLE   37,178 0 0
PERRIGO CO PLC SHS G97822103 1,735 36,022 SH   SOLE   36,022 0 0
CHUBB LIMITED COM H1467J104 18,501 132,077 SH   SOLE   132,077 0 0
GARMIN LTD SHS H2906T109 3,019 34,962 SH   SOLE   34,962 0 0
TE CONNECTIVITY LTD REG SHS H84989104 7,887 97,676 SH   SOLE   97,676 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,572 180,500 SH   SOLE   180,500 0 0
STRATASYS LTD SHS M85548101 20,833 874,603 SH   SOLE   874,603 0 0
CORE LABORATORIES N V COM N22717107 1,089 15,800 SH   SOLE   15,800 0 0
LYONDELLBASELL INDUSTRIES N SHS A N53745100 44,924 534,304 SH   SOLE   534,304 0 0
MYLAN N V SHS EURO N59465109 4,212 148,609 SH   SOLE   148,609 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,670 49,472 SH   SOLE   49,472 0 0