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 9,783 178,490 SH   SOLE   178,490 0 0
AGCO CORP COM 001084102 1,482 19,100 SH   SOLE   19,100 0 0
AGNC INVT CORP COM 00123Q104 445,428 26,482,030 SH   SOLE   26,482,030 0 0
AES CORP COM 00130H105 2,663 158,905 SH   SOLE   158,905 0 0
AMC NETWORKS INC CL A 00164V103 733 13,450 SH   SOLE   13,450 0 0
ASGN INC COM 00191U102 945 15,600 SH   SOLE   15,600 0 0
ATT INC COM 00206R102 60,704 1,811,532 SH   SOLE   1,811,532 0 0
AARONS INC COM PAR 050 002535300 1,228 20,000 SH   SOLE   20,000 0 0
ABBOTT LABS COM 002824100 35,519 422,343 SH   SOLE   422,343 0 0
ABBVIE INC COM 00287Y109 52,111 716,603 SH   SOLE   716,603 0 0
ABIOMED INC COM 003654100 2,813 10,800 SH   SOLE   10,800 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 919 26,300 SH   SOLE   26,300 0 0
ACI WORLDWIDE INC COM 004498101 1,125 32,750 SH   SOLE   32,750 0 0
ACTIVISION BLIZZARD INC COM 00507V109 8,654 183,344 SH   SOLE   183,344 0 0
ACUITY BRANDS INC COM 00508Y102 1,627 11,800 SH   SOLE   11,800 0 0
ADOBE INC COM 00724F101 60,442 205,133 SH   SOLE   205,133 0 0
ADTALEM GLOBAL ED INC COM 00737L103 752 16,700 SH   SOLE   16,700 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,646 17,168 SH   SOLE   17,168 0 0
AECOM COM 00766T100 1,764 46,600 SH   SOLE   46,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 19,355 637,300 SH   SOLE   637,300 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 1,129 12,256 SH   SOLE   12,256 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,650 75,669 SH   SOLE   75,669 0 0
AIR PRODS CHEMS INC COM 009158106 28,908 127,702 SH   SOLE   127,702 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,151 39,323 SH   SOLE   39,323 0 0
ALASKA AIR GROUP INC COM 011659109 1,891 29,596 SH   SOLE   29,596 0 0
ALBEMARLE CORP COM 012653101 1,784 25,340 SH   SOLE   25,340 0 0
ALEXANDER BALDWIN INC NEW COM 014491104 463 20,039 SH   SOLE   20,039 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,809 27,000 SH   SOLE   27,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 30,083 229,678 SH   SOLE   229,678 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 16,819 99,256 SH   SOLE   99,256 0 0
ALIGN TECHNOLOGY INC COM 016255101 4,762 17,400 SH   SOLE   17,400 0 0
ALLEGHANY CORP DEL COM 017175100 2,929 4,300 SH   SOLE   4,300 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 940 37,300 SH   SOLE   37,300 0 0
ALLETE INC COM NEW 018522300 1,273 15,300 SH   SOLE   15,300 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,514 10,803 SH   SOLE   10,803 0 0
ALLIANT ENERGY CORP COM 018802108 2,776 56,556 SH   SOLE   56,556 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 573 49,300 SH   SOLE   49,300 0 0
ALLSTATE CORP COM 020002101 8,108 79,737 SH   SOLE   79,737 0 0
ALPHABET INC CAP STK CL C 02079K107 79,357 73,417 SH   SOLE   73,417 0 0
ALPHABET INC CAP STK CL A 02079K305 115,251 106,438 SH   SOLE   106,438 0 0
ALTRIA GROUP INC COM 02209S103 57,090 1,205,702 SH   SOLE   1,205,702 0 0
ALTUS MIDSTREAM CO CL A 02215L100 13,020 3,500,000 SH   SOLE   3,500,000 0 0
AMAZON COM INC COM 023135106 232,542 122,802 SH   SOLE   122,802 0 0
AMEDISYS INC COM COM 023436108 1,044 8,600 SH   SOLE   8,600 0 0
AMEREN CORP COM 023608102 4,418 58,822 SH   SOLE   58,822 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,090 94,756 SH   SOLE   94,756 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,874 40,600 SH   SOLE   40,600 0 0
AMERICAN ELEC PWR CO INC COM 025537101 10,401 118,181 SH   SOLE   118,181 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 819 48,475 SH   SOLE   48,475 0 0
AMERICAN EXPRESS CO COM 025816109 20,276 164,259 SH   SOLE   164,259 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,151 20,990 SH   SOLE   20,990 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 11,096 208,252 SH   SOLE   208,252 0 0
AMERICAN TOWER CORP NEW COM 03027X100 21,636 105,826 SH   SOLE   105,826 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,014 43,228 SH   SOLE   43,228 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,179 37,284 SH   SOLE   37,284 0 0
AMERIPRISE FINL INC COM 03076C106 4,647 32,016 SH   SOLE   32,016 0 0
AMETEK INC NEW COM 031100100 4,958 54,584 SH   SOLE   54,584 0 0
AMGEN INC COM 031162100 57,199 310,394 SH   SOLE   310,394 0 0
AMPHENOL CORP NEW CL A 032095101 6,865 71,552 SH   SOLE   71,552 0 0
ANADARKO PETE CORP COM 032511107 8,483 120,227 SH   SOLE   120,227 0 0
ANALOG DEVICES INC COM 032654105 9,988 88,495 SH   SOLE   88,495 0 0
ANNALY CAP MGMT INC COM 035710409 302,269 33,107,190 SH   SOLE   33,107,190 0 0
ANSYS INC COM 03662Q105 4,117 20,100 SH   SOLE   20,100 0 0
ANTHEM INC COM 036752103 17,368 61,544 SH   SOLE   61,544 0 0
APACHE CORP COM 037411105 2,607 89,994 SH   SOLE   89,994 0 0
APARTMENT INVT MGMT CO CL A 03748R754 1,787 35,650 SH   SOLE   35,650 0 0
APERGY CORP COM 03755L104 769 22,931 SH   SOLE   22,931 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 108,868 5,919,968 SH   SOLE   5,919,968 0 0
APPLE INC COM 037833100 234,078 1,182,691 SH   SOLE   1,182,691 0 0
APPLIED MATLS INC COM 038222105 10,065 224,109 SH   SOLE   224,109 0 0
APTARGROUP INC COM 038336103 2,325 18,700 SH   SOLE   18,700 0 0
AQUA AMERICA INC COM 03836W103 2,640 63,816 SH   SOLE   63,816 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 5,471 134,100 SH   SOLE   134,100 0 0
ARCONIC INC COM 03965L100 2,469 95,634 SH   SOLE   95,634 0 0
ARISTA NETWORKS INC COM 040413106 3,297 12,700 SH   SOLE   12,700 0 0
ARROW ELECTRS INC COM 042735100 1,786 25,062 SH   SOLE   25,062 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,484 18,553 SH   SOLE   18,553 0 0
ASSOCIATED BANC CORP COM 045487105 1,025 48,489 SH   SOLE   48,489 0 0
ASSURANT INC COM 04621X108 1,570 14,757 SH   SOLE   14,757 0 0
ATMOS ENERGY CORP COM 049560105 2,956 28,000 SH   SOLE   28,000 0 0
AUTODESK INC COM 052769106 8,572 52,620 SH   SOLE   52,620 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 53,266 322,181 SH   SOLE   322,181 0 0
AUTONATION INC COM 05329W102 709 16,900 SH   SOLE   16,900 0 0
AUTOZONE INC COM 053332102 42,840 38,964 SH   SOLE   38,964 0 0
AVALONBAY CMNTYS INC COM 053484101 6,791 33,423 SH   SOLE   33,423 0 0
AVANOS MED INC COM 05350V106 611 14,020 SH   SOLE   14,020 0 0
AVERY DENNISON CORP COM 053611109 2,340 20,226 SH   SOLE   20,226 0 0
AVIS BUDGET GROUP INC COM 053774105 665 18,900 SH   SOLE   18,900 0 0
AVNET INC COM 053807103 1,423 31,440 SH   SOLE   31,440 0 0
AXON ENTERPRISE INC COM 05464C101 1,117 17,400 SH   SOLE   17,400 0 0
BB T CORP COM 054937107 9,009 183,361 SH   SOLE   183,361 0 0
BAIDU INC SPON ADR REP A 056752108 397 3,380 SH   SOLE   3,380 0 0
BAKER HUGHES A GE CO CL A 05722G100 3,037 123,301 SH   SOLE   123,301 0 0
BALL CORP COM 058498106 5,610 80,152 SH   SOLE   80,152 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 790 27,200 SH   SOLE   27,200 0 0
BANK AMER CORP COM 060505104 61,394 2,117,035 SH   SOLE   2,117,035 0 0
BANK HAWAII CORP COM 062540109 1,002 12,090 SH   SOLE   12,090 0 0
BANK NEW YORK MELLON CORP COM 064058100 9,309 210,848 SH   SOLE   210,848 0 0
BANK OZK COM 06417N103 1,077 35,800 SH   SOLE   35,800 0 0
BAXTER INTL INC COM 071813109 9,306 113,622 SH   SOLE   113,622 0 0
BECTON DICKINSON CO COM 075887109 16,268 64,553 SH   SOLE   64,553 0 0
BED BATH BEYOND INC COM 075896100 454 39,100 SH   SOLE   39,100 0 0
BELDEN INC COM 077454106 697 11,700 SH   SOLE   11,700 0 0
BERKLEY W R CORP COM 084423102 2,824 42,832 SH   SOLE   42,832 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 36,929 116 SH   SOLE   116 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 151,777 711,999 SH   SOLE   711,999 0 0
BEST BUY INC COM 086516101 29,698 425,904 SH   SOLE   425,904 0 0
BIO RAD LABS INC CL A 090572207 1,844 5,900 SH   SOLE   5,900 0 0
BIOGEN INC COM 09062X103 25,674 109,777 SH   SOLE   109,777 0 0
BIO TECHNE CORP COM 09073M104 2,335 11,200 SH   SOLE   11,200 0 0
BLACK HILLS CORP COM 092113109 1,258 16,090 SH   SOLE   16,090 0 0
BLACKBAUD INC COM 09227Q100 1,219 14,600 SH   SOLE   14,600 0 0
BLACKROCK INC COM 09247X101 13,366 28,480 SH   SOLE   28,480 0 0
BLACKROCK TCP CAP CORP COM 09259E108 343 24,039 SH   SOLE   24,039 0 0
BLOCK H R INC COM 093671105 1,427 48,698 SH   SOLE   48,698 0 0
BOEING CO COM 097023105 45,592 125,250 SH   SOLE   125,250 0 0
BOOKING HLDGS INC COM 09857L108 19,356 10,325 SH   SOLE   10,325 0 0
BORGWARNER INC COM 099724106 2,082 49,596 SH   SOLE   49,596 0 0
BOSTON BEER INC CL A 100557107 982 2,600 SH   SOLE   2,600 0 0
BOSTON PROPERTIES INC COM 101121101 4,777 37,028 SH   SOLE   37,028 0 0
BOSTON SCIENTIFIC CORP COM 101137107 14,308 332,896 SH   SOLE   332,896 0 0
BOYD GAMING CORP COM 103304101 638 23,700 SH   SOLE   23,700 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,258 34,280 SH   SOLE   34,280 0 0
BRINKER INTL INC COM 109641100 436 11,077 SH   SOLE   11,077 0 0
BRINKS CO COM 109696104 1,201 14,800 SH   SOLE   14,800 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 17,760 391,617 SH   SOLE   391,617 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 1,577 88,200 SH   SOLE   88,200 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,550 27,800 SH   SOLE   27,800 0 0
BROADCOM INC COM 11135F101 27,283 94,778 SH   SOLE   94,778 0 0
BROWN BROWN INC COM 115236101 2,322 69,300 SH   SOLE   69,300 0 0
BROWN FORMAN CORP CL B 115637209 2,206 39,792 SH   SOLE   39,792 0 0
BRUNSWICK CORP COM 117043109 1,184 25,800 SH   SOLE   25,800 0 0
CBS CORP NEW CL B 124857202 32,945 660,227 SH   SOLE   660,227 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 2,767 26,700 SH   SOLE   26,700 0 0
CBRE GROUP INC CL A 12504L109 49,547 965,832 SH   SOLE   965,832 0 0
CDK GLOBAL INC COM 12508E101 1,780 36,000 SH   SOLE   36,000 0 0
CF INDS HLDGS INC COM 125269100 2,472 52,925 SH   SOLE   52,925 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,761 32,729 SH   SOLE   32,729 0 0
CIGNA CORP NEW COM 125523100 14,317 90,870 SH   SOLE   90,870 0 0
CME GROUP INC COM 12572Q105 16,631 85,677 SH   SOLE   85,677 0 0
CMS ENERGY CORP COM 125896100 3,934 67,935 SH   SOLE   67,935 0 0
CNO FINL GROUP INC COM 12621E103 791 47,400 SH   SOLE   47,400 0 0
CSX CORP COM 126408103 14,238 184,031 SH   SOLE   184,031 0 0
CNX RESOURCES CORPORATION COM 12653C108 423 57,900 SH   SOLE   57,900 0 0
CVS HEALTH CORP COM 126650100 43,645 800,967 SH   SOLE   800,967 0 0
CABLE ONE INC COM 12685J105 1,756 1,500 SH   SOLE   1,500 0 0
CABOT CORP COM 127055101 824 17,280 SH   SOLE   17,280 0 0
CABOT OIL GAS CORP COM 127097103 2,327 101,332 SH   SOLE   101,332 0 0
CACI INTL INC CL A 127190304 1,514 7,400 SH   SOLE   7,400 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 4,766 67,300 SH   SOLE   67,300 0 0
CAESARS ENTMT CORP COM COM 127686103 2,047 173,200 SH   SOLE   173,200 0 0
CALLON PETE CO DEL COM 13123X102 445 67,500 SH   SOLE   67,500 0 0
CAMDEN PPTY TR SH BEN INT 133131102 2,986 28,600 SH   SOLE   28,600 0 0
CAMPBELL SOUP CO COM 134429109 1,850 46,159 SH   SOLE   46,159 0 0
CANTEL MEDICAL CORP COM 138098108 871 10,800 SH   SOLE   10,800 0 0
CAPITAL ONE FINL CORP COM 14040H105 10,204 112,448 SH   SOLE   112,448 0 0
CARDINAL HEALTH INC COM 14149Y108 3,359 71,315 SH   SOLE   71,315 0 0
CARLISLE COS INC COM 142339100 2,376 16,920 SH   SOLE   16,920 0 0
CARMAX INC COM 143130102 3,456 39,805 SH   SOLE   39,805 0 0
CARNIVAL CORP UNIT 99999999 143658300 4,462 95,860 SH   SOLE   95,860 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 672 14,000 SH   SOLE   14,000 0 0
CARS COM INC COM 14575E105 357 18,099 SH   SOLE   18,099 0 0
CARTERS INC COM 146229109 1,307 13,400 SH   SOLE   13,400 0 0
CASEYS GEN STORES INC COM 147528103 1,685 10,800 SH   SOLE   10,800 0 0
CATALENT INC COM 148806102 2,336 43,100 SH   SOLE   43,100 0 0
CATERPILLAR INC DEL COM 149123101 18,653 136,866 SH   SOLE   136,866 0 0
CATHAY GEN BANCORP COM 149150104 812 22,600 SH   SOLE   22,600 0 0
CELANESE CORP DEL COM 150870103 3,266 30,300 SH   SOLE   30,300 0 0
CELGENE CORP COM 151020104 15,609 168,852 SH   SOLE   168,852 0 0
CENTENE CORP DEL COM 15135B101 5,189 98,948 SH   SOLE   98,948 0 0
CENTERPOINT ENERGY INC COM 15189T107 3,443 120,262 SH   SOLE   120,262 0 0
CENTURYLINK INC COM 156700106 2,701 229,676 SH   SOLE   229,676 0 0
CERNER CORP COM 156782104 5,708 77,868 SH   SOLE   77,868 0 0
CHARLES RIV LABS INTL INC COM 159864107 2,043 14,400 SH   SOLE   14,400 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 16,281 41,200 SH   SOLE   41,200 0 0
CHEESECAKE FACTORY INC COM 163072101 538 12,299 SH   SOLE   12,299 0 0
CHEMED CORP NEW COM 16359R103 1,696 4,700 SH   SOLE   4,700 0 0
CHEMICAL FINL CORP COM 163731102 872 21,200 SH   SOLE   21,200 0 0
CHEMOURS CO COM 163851108 1,164 48,500 SH   SOLE   48,500 0 0
CHESAPEAKE ENERGY CORP COM 165167107 604 309,500 SH   SOLE   309,500 0 0
CHEVRON CORP NEW COM 166764100 56,753 456,068 SH   SOLE   456,068 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,280 5,840 SH   SOLE   5,840 0 0
CHURCH DWIGHT INC COM 171340102 4,305 58,924 SH   SOLE   58,924 0 0
CHURCHILL DOWNS INC COM 171484108 1,202 10,442 SH   SOLE   10,442 0 0
CIENA CORP COM NEW 171779309 1,744 42,400 SH   SOLE   42,400 0 0
CIMAREX ENERGY CO COM 171798101 1,441 24,280 SH   SOLE   24,280 0 0
CINCINNATI FINL CORP COM 172062101 3,765 36,321 SH   SOLE   36,321 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,137 31,500 SH   SOLE   31,500 0 0
CIRRUS LOGIC INC COM 172755100 752 17,200 SH   SOLE   17,200 0 0
CISCO SYS INC COM 17275R102 89,894 1,642,491 SH   SOLE   1,642,491 0 0
CINTAS CORP COM 172908105 42,776 180,267 SH   SOLE   180,267 0 0
CITIGROUP INC COM NEW 172967424 38,773 553,656 SH   SOLE   553,656 0 0
CITIZENS FINL GROUP INC COM 174610105 3,879 109,700 SH   SOLE   109,700 0 0
CITRIX SYS INC COM 177376100 2,942 29,974 SH   SOLE   29,974 0 0
CLEAN HARBORS INC COM 184496107 1,067 15,000 SH   SOLE   15,000 0 0
CLOROX CO DEL COM 189054109 4,665 30,470 SH   SOLE   30,470 0 0
COCA COLA CO COM 191216100 46,808 919,238 SH   SOLE   919,238 0 0
COGNEX CORP COM 192422103 2,433 50,700 SH   SOLE   50,700 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 8,637 136,254 SH   SOLE   136,254 0 0
COHERENT INC COM 192479103 982 7,200 SH   SOLE   7,200 0 0
COLFAX CORP COM COM 194014106 790 28,200 SH   SOLE   28,200 0 0
COLGATE PALMOLIVE CO COM 194162103 14,734 205,584 SH   SOLE   205,584 0 0
COMCAST CORP NEW CL A 20030N101 81,001 1,915,822 SH   SOLE   1,915,822 0 0
COMERICA INC COM 200340107 2,679 36,876 SH   SOLE   36,876 0 0
COMMERCE BANCSHARES INC COM 200525103 1,737 29,108 SH   SOLE   29,108 0 0
COMMERCIAL METALS CO COM 201723103 623 34,900 SH   SOLE   34,900 0 0
COMMVAULT SYSTEMS INC COM 204166102 566 11,400 SH   SOLE   11,400 0 0
COMPASS MINERALS INTL INC COM 20451N101 550 10,000 SH   SOLE   10,000 0 0
CONAGRA BRANDS INC COM 205887102 3,086 116,371 SH   SOLE   116,371 0 0
CONCHO RES INC COM 20605P101 4,956 48,032 SH   SOLE   48,032 0 0
CONOCOPHILLIPS COM 20825C104 16,504 270,555 SH   SOLE   270,555 0 0
CONSOLIDATED EDISON INC COM 209115104 6,868 78,328 SH   SOLE   78,328 0 0
CONSTELLATION BRANDS INC CL A 21036P108 7,892 40,075 SH   SOLE   40,075 0 0
COOPER COS INC COM NEW 216648402 3,985 11,828 SH   SOLE   11,828 0 0
COPART INC COM 217204106 3,610 48,300 SH   SOLE   48,300 0 0
CORESITE RLTY CORP COM 21870Q105 1,255 10,900 SH   SOLE   10,900 0 0
CORELOGIC INC COM 21871D103 1,000 23,900 SH   SOLE   23,900 0 0
CORECIVIC INC COM 21871N101 731 35,212 SH   SOLE   35,212 0 0
CORNING INC COM 219350105 6,243 187,869 SH   SOLE   187,869 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 873 33,100 SH   SOLE   33,100 0 0
CORTEVA INC COM 22052L104 5,302 179,311 SH   SOLE   179,311 0 0
COSTCO WHSL CORP NEW COM 22160K105 27,836 105,336 SH   SOLE   105,336 0 0
COTY INC COM CL A 222070203 965 71,989 SH   SOLE   71,989 0 0
COUSINS PPTYS INC COM NEW 222795502 1,556 43,020 SH   SOLE   43,020 0 0
COVETRUS INC COM COM 22304C100 696 28,457 SH   SOLE   28,457 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,212 7,100 SH   SOLE   7,100 0 0
CRANE CO COM 224399105 1,254 15,032 SH   SOLE   15,032 0 0
CREE INC COM 225447101 1,957 34,830 SH   SOLE   34,830 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 16,199 124,274 SH   SOLE   124,274 0 0
CULLEN FROST BANKERS INC COM 229899109 1,751 18,700 SH   SOLE   18,700 0 0
CUMMINS INC COM 231021106 5,939 34,664 SH   SOLE   34,664 0 0
CURTISS WRIGHT CORP COM 231561101 1,615 12,700 SH   SOLE   12,700 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,409 108,300 SH   SOLE   108,300 0 0
CYRUSONE INC COM 23283R100 1,934 33,500 SH   SOLE   33,500 0 0
D R HORTON INC COM 23331A109 3,505 81,260 SH   SOLE   81,260 0 0
DTE ENERGY CO COM 233331107 5,604 43,823 SH   SOLE   43,823 0 0
DXC TECHNOLOGY CO COM 23355L106 39,543 717,000 SH   SOLE   717,000 0 0
DANA INCORPORATED COM 235825205 849 42,600 SH   SOLE   42,600 0 0
DANAHER CORPORATION COM 235851102 21,562 150,867 SH   SOLE   150,867 0 0
DARDEN RESTAURANTS INC COM 237194105 3,585 29,453 SH   SOLE   29,453 0 0
DAVITA INC COM 23918K108 1,702 30,258 SH   SOLE   30,258 0 0
DECKERS OUTDOOR CORP COM 243537107 1,513 8,600 SH   SOLE   8,600 0 0
DEERE CO COM 244199105 12,570 75,854 SH   SOLE   75,854 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 48,069 847,032 SH   SOLE   847,032 0 0
DELUXE CORP COM 248019101 527 12,962 SH   SOLE   12,962 0 0
DENTSPLY SIRONA INC COM 24906P109 3,266 55,966 SH   SOLE   55,966 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,834 99,363 SH   SOLE   99,363 0 0
DIAMONDBACK ENERGY INC COM 25278X109 4,037 37,046 SH   SOLE   37,046 0 0
DICKS SPORTING GOODS INC COM 253393102 693 20,000 SH   SOLE   20,000 0 0
DIGITAL RLTY TR INC COM 253868103 5,873 49,860 SH   SOLE   49,860 0 0
DILLARDS INC CL A 254067101 330 5,300 SH   SOLE   5,300 0 0
DISNEY WALT CO COM DISNEY 254687106 116,459 833,991 SH   SOLE   833,991 0 0
DISCOVER FINL SVCS COM 254709108 6,017 77,543 SH   SOLE   77,543 0 0
DISCOVERY INC COM SER A 25470F104 1,159 37,749 SH   SOLE   37,749 0 0
DISCOVERY INC COM SER C 25470F302 2,457 86,346 SH   SOLE   86,346 0 0
DISH NETWORK CORP CL A 25470M109 2,120 55,200 SH   SOLE   55,200 0 0
DOLLAR GEN CORP NEW COM 256677105 24,470 181,042 SH   SOLE   181,042 0 0
DOLLAR TREE INC COM 256746108 6,112 56,910 SH   SOLE   56,910 0 0
DOMINION ENERGY INC COM 25746U109 14,850 192,054 SH   SOLE   192,054 0 0
DOMINOS PIZZA INC COM 25754A201 3,395 12,200 SH   SOLE   12,200 0 0
DOMTAR CORP COM NEW 257559203 833 18,700 SH   SOLE   18,700 0 0
DONALDSON INC COM 257651109 1,918 37,720 SH   SOLE   37,720 0 0
DOUGLAS EMMETT INC COM 25960P109 1,908 47,900 SH   SOLE   47,900 0 0
DOVER CORP COM 260003108 3,483 34,762 SH   SOLE   34,762 0 0
DOW INC COM 260557103 8,840 179,278 SH   SOLE   179,278 0 0
DROPBOX INC CL A 26210C104 792 31,605 SH   SOLE   31,605 0 0
DUKE REALTY CORP COM NEW 264411505 2,718 86,000 SH   SOLE   86,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 17,964 203,584 SH   SOLE   203,584 0 0
DUNKIN BRANDS GROUP INC COM 265504100 1,952 24,500 SH   SOLE   24,500 0 0
DUPONT DE NEMOURS INC COM 26614N102 13,461 179,311 SH   SOLE   179,311 0 0
DYCOM INDS INC COM 267475101 547 9,300 SH   SOLE   9,300 0 0
EOG RES INC COM 26875P101 12,943 138,928 SH   SOLE   138,928 0 0
EQT CORP COM 26884L109 1,196 75,670 SH   SOLE   75,670 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,663 22,300 SH   SOLE   22,300 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 2,612 58,558 SH   SOLE   58,558 0 0
EAGLE MATERIALS INC COM 26969P108 1,214 13,100 SH   SOLE   13,100 0 0
EAST WEST BANCORP INC COM 27579R104 2,016 43,100 SH   SOLE   43,100 0 0
EASTGROUP PPTY INC COM 277276101 1,264 10,900 SH   SOLE   10,900 0 0
EASTMAN CHEMICAL CO COM 277432100 2,582 33,170 SH   SOLE   33,170 0 0
EATON VANCE CORP COM NON VTG 278265103 1,458 33,800 SH   SOLE   33,800 0 0
EBAY INC COM 278642103 7,748 196,142 SH   SOLE   196,142 0 0
ECOLAB INC COM 278865100 11,990 60,729 SH   SOLE   60,729 0 0
EDGEWELL PERS CARE CO COM 28035Q102 432 16,044 SH   SOLE   16,044 0 0
EDISON INTL COM 281020107 5,257 77,984 SH   SOLE   77,984 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 9,229 49,956 SH   SOLE   49,956 0 0
ELDORADO RESORTS INC COM 28470R102 889 19,300 SH   SOLE   19,300 0 0
ELECTRONIC ARTS INC COM 285512109 7,190 71,006 SH   SOLE   71,006 0 0
ELLINGTON FINANCIAL INC COM COM 28852N109 26,286 1,462,778 SH   SOLE   1,462,778 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 6,241 580,000 SH   SOLE   580,000 0 0
EMCOR GROUP INC COM 29084Q100 1,462 16,600 SH   SOLE   16,600 0 0
EMERSON ELEC CO COM 291011104 33,168 497,123 SH   SOLE   497,123 0 0
ENCOMPASS HEALTH CORP COM 29261A100 1,856 29,300 SH   SOLE   29,300 0 0
ENERGY FOCUS INC COM NEW 29268T300 223 545,283 SH   SOLE   545,283 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 728 18,844 SH   SOLE   18,844 0 0
ENERSYS COM 29275Y102 870 12,700 SH   SOLE   12,700 0 0
ENTERGY CORP NEW COM 29364G103 4,685 45,515 SH   SOLE   45,515 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,656 92,000 SH   SOLE   92,000 0 0
EPAM SYS INC COM 29414B104 29,427 170,000 SH   SOLE   170,000 0 0
EQUIFAX INC COM 294429105 3,915 28,946 SH   SOLE   28,946 0 0
EQUINIX INC COM 29444U700 10,155 20,138 SH   SOLE   20,138 0 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 1,191 60,436 SH   SOLE   60,436 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,734 88,703 SH   SOLE   88,703 0 0
ESSEX PPTY TR INC COM 297178105 4,584 15,702 SH   SOLE   15,702 0 0
EURONET WORLDWIDE INC COM 298736109 37,994 225,830 SH   SOLE   225,830 0 0
EVERCORE INC CLASS A 29977A105 1,081 12,200 SH   SOLE   12,200 0 0
EVERGY INC COM 30034W106 3,513 58,400 SH   SOLE   58,400 0 0
EVERSOURCE ENERGY COM 30040W108 5,823 76,864 SH   SOLE   76,864 0 0
EVOKE PHARMA INC COM 30049G104 250 400,000 SH   SOLE   400,000 0 0
EXELON CORP COM 30161N101 11,146 232,497 SH   SOLE   232,497 0 0
EXELIXIS INC COM 30161Q104 1,908 89,300 SH   SOLE   89,300 0 0
EXPEDIA GROUP INC COM NEW 30212P303 3,763 28,284 SH   SOLE   28,284 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,125 41,199 SH   SOLE   41,199 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,241 30,548 SH   SOLE   30,548 0 0
EXXON MOBIL CORP COM 30231G102 77,621 1,012,932 SH   SOLE   1,012,932 0 0
FLIR SYS INC COM 302445101 1,752 32,385 SH   SOLE   32,385 0 0
F M C CORP COM NEW 302491303 2,616 31,534 SH   SOLE   31,534 0 0
FNB CORP PA COM 302520101 1,131 96,100 SH   SOLE   96,100 0 0
FACEBOOK INC CL A 30303M102 134,902 698,974 SH   SOLE   698,974 0 0
FACTSET RESH SYS INC COM 303075105 3,238 11,300 SH   SOLE   11,300 0 0
FAIR ISAAC CORP COM 303250104 2,701 8,600 SH   SOLE   8,600 0 0
FASTENAL CO COM 311900104 4,464 136,972 SH   SOLE   136,972 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,307 17,916 SH   SOLE   17,916 0 0
FEDERATED INVS INC PA CL B 314211103 926 28,500 SH   SOLE   28,500 0 0
FEDEX CORP COM 31428X106 9,426 57,412 SH   SOLE   57,412 0 0
F5 NETWORKS INC COM 315616102 2,078 14,272 SH   SOLE   14,272 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 35,339 288,056 SH   SOLE   288,056 0 0
FIFTH THIRD BANCORP COM 316773100 4,856 174,049 SH   SOLE   174,049 0 0
FIRST AMERN FINL CORP COM 31847R102 1,783 33,200 SH   SOLE   33,200 0 0
FIRST FINL BANKSHARES COM 32020R109 1,238 40,200 SH   SOLE   40,200 0 0
FIRST HORIZON NATL CORP COM 320517105 1,394 93,383 SH   SOLE   93,383 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,374 37,400 SH   SOLE   37,400 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,847 39,400 SH   SOLE   39,400 0 0
FIRST SOLAR INC COM 336433107 27,236 414,673 SH   SOLE   414,673 0 0
FISERV INC COM 337738108 31,305 343,406 SH   SOLE   343,406 0 0
FIRSTENERGY CORP COM 337932107 5,174 120,853 SH   SOLE   120,853 0 0
FIVE BELOW INC COM 33829M101 1,992 16,600 SH   SOLE   16,600 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 29,967 106,700 SH   SOLE   106,700 0 0
FLUOR CORP NEW COM 343412102 1,397 41,453 SH   SOLE   41,453 0 0
FLOWERS FOODS INC COM 343498101 1,267 54,450 SH   SOLE   54,450 0 0
FLOWSERVE CORP COM 34354P105 1,653 31,375 SH   SOLE   31,375 0 0
FOOT LOCKER INC COM 344849104 1,129 26,928 SH   SOLE   26,928 0 0
FORD MTR CO DEL COM 345370860 9,598 938,190 SH   SOLE   938,190 0 0
FORTINET INC COM 34959E109 2,666 34,700 SH   SOLE   34,700 0 0
FORTIVE CORP COM 34959J108 5,757 70,619 SH   SOLE   70,619 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 57,032 3,776,923 SH   SOLE   3,776,923 0 0
FORTUNE BRANDS HOME SEC IN COM 34964C106 1,912 33,464 SH   SOLE   33,464 0 0
FOX CORP CL A COM 35137L105 3,110 84,880 SH   SOLE   84,880 0 0
FOX CORP CL B COM 35137L204 1,420 38,885 SH   SOLE   38,885 0 0
FRANKLIN RES INC COM 354613101 2,452 70,460 SH   SOLE   70,460 0 0
FREEPORT MCMORAN INC CL B 35671D857 4,032 347,323 SH   SOLE   347,323 0 0
FULTON FINL CORP PA COM 360271100 819 50,000 SH   SOLE   50,000 0 0
GATX CORP COM 361448103 848 10,690 SH   SOLE   10,690 0 0
GEO GROUP INC NEW COM 36162J106 753 35,850 SH   SOLE   35,850 0 0
GALLAGHER ARTHUR J CO COM 363576109 3,885 44,352 SH   SOLE   44,352 0 0
GAP INC COM 364760108 910 50,646 SH   SOLE   50,646 0 0
GARTNER INC COM 366651107 3,476 21,599 SH   SOLE   21,599 0 0
GENERAL DYNAMICS CORP COM 369550108 11,823 65,027 SH   SOLE   65,027 0 0
GENERAL ELECTRIC CO COM 369604103 24,379 2,321,828 SH   SOLE   2,321,828 0 0
GENERAL MLS INC COM 370334104 7,528 143,338 SH   SOLE   143,338 0 0
GENERAL MTRS CO COM 37045V100 12,169 315,820 SH   SOLE   315,820 0 0
GENESEE WYO INC CL A 371559105 1,670 16,700 SH   SOLE   16,700 0 0
GENTEX CORP COM 371901109 1,863 75,700 SH   SOLE   75,700 0 0
GENUINE PARTS CO COM 372460105 3,618 34,932 SH   SOLE   34,932 0 0
GENWORTH FINL INC COM CL A 37247D106 553 149,000 SH   SOLE   149,000 0 0
GILEAD SCIENCES INC COM 375558103 51,223 758,189 SH   SOLE   758,189 0 0
GLOBAL PMTS INC COM 37940X102 39,306 245,464 SH   SOLE   245,464 0 0
GLOBUS MED INC CL A 379577208 960 22,700 SH   SOLE   22,700 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,665 81,450 SH   SOLE   81,450 0 0
GOODYEAR TIRE RUBR CO COM 382550101 1,053 68,816 SH   SOLE   68,816 0 0
GRACO INC COM 384109104 2,474 49,300 SH   SOLE   49,300 0 0
GRAHAM HLDGS CO COM 384637104 897 1,300 SH   SOLE   1,300 0 0
GRAINGER W W INC COM 384802104 2,872 10,707 SH   SOLE   10,707 0 0
GRANITE CONSTR INC COM 387328107 667 13,845 SH   SOLE   13,845 0 0
GRANITE PT MTG TR INC COM 38741L107 30,704 1,600,000 SH   SOLE   1,600,000 0 0
GREAT AJAX CORP COM 38983D300 12,600 900,000 SH   SOLE   900,000 0 0
GREEN DOT CORP CL A 39304D102 694 14,200 SH   SOLE   14,200 0 0
GREIF INC CL A 397624107 254 7,800 SH   SOLE   7,800 0 0
HCA HEALTHCARE INC COM 40412C101 8,640 63,920 SH   SOLE   63,920 0 0
HCP INC COM 40414L109 3,661 114,467 SH   SOLE   114,467 0 0
HNI CORP COM 404251100 454 12,840 SH   SOLE   12,840 0 0
HP INC COM 40434L105 7,497 360,625 SH   SOLE   360,625 0 0
HAEMONETICS CORP COM 405024100 1,829 15,200 SH   SOLE   15,200 0 0
HAIN CELESTIAL GROUP INC COM 405217100 580 26,500 SH   SOLE   26,500 0 0
HALLIBURTON CO COM 406216101 4,759 209,279 SH   SOLE   209,279 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,018 25,400 SH   SOLE   25,400 0 0
HANESBRANDS INC COM 410345102 1,489 86,492 SH   SOLE   86,492 0 0
HANOVER INS GROUP INC COM 410867105 1,546 12,050 SH   SOLE   12,050 0 0
HARLEY DAVIDSON INC COM 412822108 1,364 38,077 SH   SOLE   38,077 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,824 86,575 SH   SOLE   86,575 0 0
HASBRO INC COM 418056107 2,931 27,739 SH   SOLE   27,739 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,404 32,240 SH   SOLE   32,240 0 0
HEALTHCARE SVCS GRP INC COM 421906108 664 21,900 SH   SOLE   21,900 0 0
HEALTHCARE RLTY TR COM 421946104 1,196 38,200 SH   SOLE   38,200 0 0
HEALTHEQUITY INC COM 42226A107 1,059 16,200 SH   SOLE   16,200 0 0
HELMERICH PAYNE INC COM 423452101 1,341 26,492 SH   SOLE   26,492 0 0
HENRY JACK ASSOC INC COM 426281101 2,471 18,450 SH   SOLE   18,450 0 0
HERSHEY CO COM 427866108 4,474 33,382 SH   SOLE   33,382 0 0
HESS CORP COM 42809H107 3,878 61,005 SH   SOLE   61,005 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,793 320,597 SH   SOLE   320,597 0 0
HIGHWOODS PPTYS INC COM 431284108 1,268 30,700 SH   SOLE   30,700 0 0
HILL ROM HLDGS INC COM 431475102 2,066 19,750 SH   SOLE   19,750 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 6,812 69,700 SH   SOLE   69,700 0 0
HOLLYFRONTIER CORP COM 436106108 1,740 37,600 SH   SOLE   37,600 0 0
HOLOGIC INC COM 436440101 3,081 64,160 SH   SOLE   64,160 0 0
HOME BANCSHARES INC COM 436893200 882 45,800 SH   SOLE   45,800 0 0
HOME DEPOT INC COM 437076102 128,947 620,028 SH   SOLE   620,028 0 0
HONEYWELL INTL INC COM 438516106 83,943 480,800 SH   SOLE   480,800 0 0
HORMEL FOODS CORP COM 440452100 2,644 65,220 SH   SOLE   65,220 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,218 48,700 SH   SOLE   48,700 0 0
HOST HOTELS RESORTS INC COM 44107P104 3,232 177,400 SH   SOLE   177,400 0 0
HUBBELL INC COM 443510607 2,101 16,114 SH   SOLE   16,114 0 0
HUMANA INC COM 444859102 8,576 32,326 SH   SOLE   32,326 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,908 20,876 SH   SOLE   20,876 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,462 250,538 SH   SOLE   250,538 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,225 9,900 SH   SOLE   9,900 0 0
ICU MED INC COM 44930G107 1,234 4,900 SH   SOLE   4,900 0 0
IPG PHOTONICS CORP COM 44980X109 1,311 8,500 SH   SOLE   8,500 0 0
ITT INC COM 45073V108 1,702 26,000 SH   SOLE   26,000 0 0
IDACORP INC COM 451107106 1,494 14,880 SH   SOLE   14,880 0 0
IDEX CORP COM 45167R104 3,856 22,400 SH   SOLE   22,400 0 0
IDEXX LABS INC COM 45168D104 5,672 20,600 SH   SOLE   20,600 0 0
ILLINOIS TOOL WKS INC COM 452308109 40,598 269,197 SH   SOLE   269,197 0 0
ILLUMINA INC COM 452327109 32,088 87,160 SH   SOLE   87,160 0 0
INCYTE CORP COM 45337C102 3,619 42,600 SH   SOLE   42,600 0 0
INGEVITY CORP COM 45688C107 1,304 12,400 SH   SOLE   12,400 0 0
INGREDION INC COM 457187102 1,625 19,700 SH   SOLE   19,700 0 0
INSPERITY INC COM 45778Q107 1,356 11,100 SH   SOLE   11,100 0 0
INOGEN INC COM 45780L104 354 5,300 SH   SOLE   5,300 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,173 21,000 SH   SOLE   21,000 0 0
INTEL CORP COM 458140100 97,852 2,044,111 SH   SOLE   2,044,111 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 200 12,222 SH   SOLE   12,222 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 1,203 22,200 SH   SOLE   22,200 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 442 5,561 SH   SOLE   5,561 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 11,602 135,000 SH   SOLE   135,000 0 0
INTERDIGITAL INC COM 45867G101 605 9,400 SH   SOLE   9,400 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 607 16,100 SH   SOLE   16,100 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 81,001 587,387 SH   SOLE   587,387 0 0
INTERNATIONAL FLAVORS FRAGRA COM 459506101 3,517 24,242 SH   SOLE   24,242 0 0
INTL PAPER CO COM 460146103 4,123 95,173 SH   SOLE   95,173 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 316 7,050 SH   SOLE   7,050 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,092 92,629 SH   SOLE   92,629 0 0
INTUIT COM 461202103 16,224 62,084 SH   SOLE   62,084 0 0
INTUITIVE SURGICAL INC COM 46120E602 34,971 66,668 SH   SOLE   66,668 0 0
IQVIA HLDGS INC COM 46266C105 39,630 246,300 SH   SOLE   246,300 0 0
IRON MTN INC NEW COM 46284V101 2,149 68,646 SH   SOLE   68,646 0 0
ISHARES TR CORE SP MCP ETF 464287507 31,935 164,391 SH   SOLE   164,391 0 0
JBG SMITH PPTYS COM 46590V100 1,405 35,725 SH   SOLE   35,725 0 0
JPMORGAN CHASE CO COM 46625H100 166,122 1,485,885 SH   SOLE   1,485,885 0 0
JABIL INC COM 466313103 1,302 41,200 SH   SOLE   41,200 0 0
JACK IN THE BOX INC COM 466367109 619 7,600 SH   SOLE   7,600 0 0
JACOBS ENGR GROUP INC COM 469814107 2,322 27,511 SH   SOLE   27,511 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,166 60,646 SH   SOLE   60,646 0 0
JETBLUE AWYS CORP COM 477143101 1,648 89,123 SH   SOLE   89,123 0 0
JOHNSON JOHNSON COM 478160104 100,541 721,864 SH   SOLE   721,864 0 0
JONES LANG LASALLE INC COM 48020Q107 1,899 13,500 SH   SOLE   13,500 0 0
J2 GLOBAL INC COM 48123V102 1,227 13,800 SH   SOLE   13,800 0 0
JUNIPER NETWORKS INC COM 48203R104 2,194 82,396 SH   SOLE   82,396 0 0
KBR INC COM 48242W106 1,044 41,842 SH   SOLE   41,842 0 0
KLA TENCOR CORP COM 482480100 4,572 38,677 SH   SOLE   38,677 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,937 24,112 SH   SOLE   24,112 0 0
KB HOME COM 48666K109 643 25,000 SH   SOLE   25,000 0 0
KELLOGG CO COM 487836108 3,187 59,491 SH   SOLE   59,491 0 0
KEMPER CORP DEL COM 488401100 1,592 18,450 SH   SOLE   18,450 0 0
KENNAMETAL INC COM 489170100 901 24,360 SH   SOLE   24,360 0 0
KEYCORP NEW COM 493267108 4,285 241,427 SH   SOLE   241,427 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,041 45,000 SH   SOLE   45,000 0 0
KILROY RLTY CORP COM 49427F108 2,207 29,900 SH   SOLE   29,900 0 0
KIMBERLY CLARK CORP COM 494368103 10,975 82,346 SH   SOLE   82,346 0 0
KIMCO RLTY CORP COM 49446R109 1,867 101,038 SH   SOLE   101,038 0 0
KINDER MORGAN INC DEL COM 49456B101 9,731 466,056 SH   SOLE   466,056 0 0
KIRBY CORP COM 497266106 1,264 16,000 SH   SOLE   16,000 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,212 36,900 SH   SOLE   36,900 0 0
KOHLS CORP COM 500255104 1,845 38,810 SH   SOLE   38,810 0 0
KRAFT HEINZ CO COM 500754106 4,623 148,946 SH   SOLE   148,946 0 0
KROGER CO COM 501044101 4,192 193,076 SH   SOLE   193,076 0 0
L BRANDS INC COM 501797104 1,434 54,944 SH   SOLE   54,944 0 0
LKQ CORP COM 501889208 2,000 75,152 SH   SOLE   75,152 0 0
L3 TECHNOLOGIES INC COM 502413107 4,657 18,996 SH   SOLE   18,996 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,080 23,597 SH   SOLE   23,597 0 0
LAM RESEARCH CORP COM 512807108 6,736 35,860 SH   SOLE   35,860 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 4,875 60,400 SH   SOLE   60,400 0 0
LAMB WESTON HLDGS INC COM 513272104 2,218 35,000 SH   SOLE   35,000 0 0
LANCASTER COLONY CORP COM 513847103 865 5,820 SH   SOLE   5,820 0 0
LANDSTAR SYS INC COM 515098101 1,285 11,900 SH   SOLE   11,900 0 0
LAUDER ESTEE COS INC CL A 518439104 9,617 52,518 SH   SOLE   52,518 0 0
LEGGETT PLATT INC COM 524660107 1,204 31,377 SH   SOLE   31,377 0 0
LEGG MASON INC COM 524901105 980 25,600 SH   SOLE   25,600 0 0
LEIDOS HLDGS INC COM 525327102 3,405 42,648 SH   SOLE   42,648 0 0
LENDINGTREE INC NEW COM 52603B107 924 2,200 SH   SOLE   2,200 0 0
LENNAR CORP CL A 526057104 3,313 68,358 SH   SOLE   68,358 0 0
LENNOX INTL INC COM 526107107 2,860 10,400 SH   SOLE   10,400 0 0
LEVI STRAUSS CO NEW CL A COM STK 52736R102 11,902 570,000 SH   SOLE   570,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,197 43,900 SH   SOLE   43,900 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 662 5,800 SH   SOLE   5,800 0 0
LIFE STORAGE INC COM 53223X107 1,312 13,800 SH   SOLE   13,800 0 0
LILLY ELI CO COM 532457108 22,916 206,838 SH   SOLE   206,838 0 0
LINCOLN ELEC HLDGS INC COM 533900106 1,531 18,600 SH   SOLE   18,600 0 0
LINCOLN NATL CORP IND COM 534187109 3,125 48,481 SH   SOLE   48,481 0 0
LITTELFUSE INC COM 537008104 1,291 7,300 SH   SOLE   7,300 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,736 41,300 SH   SOLE   41,300 0 0
LIVERAMP HLDGS INC COM 53815P108 989 20,400 SH   SOLE   20,400 0 0
LOCKHEED MARTIN CORP COM 539830109 76,277 209,818 SH   SOLE   209,818 0 0
LOEWS CORP COM 540424108 3,509 64,185 SH   SOLE   64,185 0 0
LOGMEIN INC COM 54142L109 1,083 14,702 SH   SOLE   14,702 0 0
LOUISIANA PAC CORP COM 546347105 957 36,499 SH   SOLE   36,499 0 0
LOWES COS INC COM 548661107 18,918 187,475 SH   SOLE   187,475 0 0
LUMENTUM HLDGS INC COM 55024U109 1,207 22,600 SH   SOLE   22,600 0 0
M T BK CORP COM 55261F104 5,556 32,670 SH   SOLE   32,670 0 0
MDU RES GROUP INC COM 552690109 1,513 58,662 SH   SOLE   58,662 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,491 122,200 SH   SOLE   122,200 0 0
MKS INSTRUMENT INC COM 55306N104 1,254 16,100 SH   SOLE   16,100 0 0
MSA SAFETY INC COM 553498106 1,096 10,400 SH   SOLE   10,400 0 0
MSC INDL DIRECT INC CL A 553530106 988 13,300 SH   SOLE   13,300 0 0
MSCI INC COM 55354G100 4,847 20,300 SH   SOLE   20,300 0 0
MACERICH CO COM 554382101 851 25,408 SH   SOLE   25,408 0 0
MACK CALI RLTY CORP COM 554489104 622 26,700 SH   SOLE   26,700 0 0
MACYS INC COM 55616P104 1,587 73,930 SH   SOLE   73,930 0 0
MANHATTAN ASSOCS INC COM 562750109 1,324 19,100 SH   SOLE   19,100 0 0
MANPOWERGROUP INC COM 56418H100 1,713 17,730 SH   SOLE   17,730 0 0
MARATHON OIL CORP COM 565849106 2,783 195,840 SH   SOLE   195,840 0 0
MARATHON PETE CORP COM 56585A102 8,863 158,616 SH   SOLE   158,616 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,861 8,900 SH   SOLE   8,900 0 0
MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1,109 11,500 SH   SOLE   11,500 0 0
MARSH MCLENNAN COS INC COM 571748102 12,209 122,401 SH   SOLE   122,401 0 0
MARRIOTT INTL INC NEW CL A 571903202 9,280 66,152 SH   SOLE   66,152 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,431 14,912 SH   SOLE   14,912 0 0
MASCO CORP COM 574599106 2,759 70,304 SH   SOLE   70,304 0 0
MASIMO CORP COM 574795100 2,158 14,500 SH   SOLE   14,500 0 0
MASTEC INC COM 576323109 943 18,300 SH   SOLE   18,300 0 0
MASTERCARD INC CL A 57636Q104 89,842 339,628 SH   SOLE   339,628 0 0
MATADOR RES CO COM 576485205 610 30,700 SH   SOLE   30,700 0 0
MATTEL INC COM 577081102 1,146 102,261 SH   SOLE   102,261 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,900 65,200 SH   SOLE   65,200 0 0
MAXIMUS INC COM 577933104 1,371 18,900 SH   SOLE   18,900 0 0
MCCORMICK CO INC COM NON VTG 579780206 4,537 29,268 SH   SOLE   29,268 0 0
MCDERMOTT INTL INC COM 580037703 520 53,799 SH   SOLE   53,799 0 0
MCDONALDS CORP COM 580135101 37,951 182,757 SH   SOLE   182,757 0 0
MCKESSON CORP COM 58155Q103 6,106 45,433 SH   SOLE   45,433 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,037 116,800 SH   SOLE   116,800 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,665 18,400 SH   SOLE   18,400 0 0
MEDNAX INC COM 58502B106 646 25,600 SH   SOLE   25,600 0 0
MERCK CO INC COM 58933Y105 54,959 655,449 SH   SOLE   655,449 0 0
MERCURY GENL CORP NEW COM 589400100 500 8,000 SH   SOLE   8,000 0 0
MEREDITH CORP COM 589433101 655 11,900 SH   SOLE   11,900 0 0
METLIFE INC COM 59156R108 11,299 227,485 SH   SOLE   227,485 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,990 5,940 SH   SOLE   5,940 0 0
MICHAELS COS INC COM 59408Q106 232 26,700 SH   SOLE   26,700 0 0
MICROSOFT CORP COM 594918104 339,015 2,530,717 SH   SOLE   2,530,717 0 0
MICROVISION INC DEL COM NEW 594960304 3,483 4,326,199 SH   SOLE   4,326,199 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 4,939 56,972 SH   SOLE   56,972 0 0
MICRON TECHNOLOGY INC COM 595112103 10,224 264,944 SH   SOLE   264,944 0 0
MID AMER APT CMNTYS INC COM 59522J103 3,215 27,301 SH   SOLE   27,301 0 0
MILLER HERMAN INC COM 600544100 779 17,430 SH   SOLE   17,430 0 0
MINERALS TECHNOLOGIES INC COM 603158106 555 10,380 SH   SOLE   10,380 0 0
MOHAWK INDS INC COM 608190104 2,173 14,736 SH   SOLE   14,736 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,648 18,500 SH   SOLE   18,500 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,520 44,999 SH   SOLE   44,999 0 0
MONDELEZ INTL INC CL A 609207105 18,588 344,856 SH   SOLE   344,856 0 0
MONOLITHIC PWR SYS INC COM 609839105 1,589 11,700 SH   SOLE   11,700 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 5,980 93,692 SH   SOLE   93,692 0 0
MOODYS CORP COM 615369105 21,155 108,315 SH   SOLE   108,315 0 0
MORGAN STANLEY COM NEW 617446448 13,408 306,055 SH   SOLE   306,055 0 0
MOSAIC CO NEW COM 61945C103 2,127 84,982 SH   SOLE   84,982 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,573 39,423 SH   SOLE   39,423 0 0
MURPHY OIL CORP COM 626717102 1,191 48,300 SH   SOLE   48,300 0 0
MURPHY USA INC COM 626755102 742 8,825 SH   SOLE   8,825 0 0
NCR CORP NEW COM 62886E108 1,105 35,540 SH   SOLE   35,540 0 0
NRG ENERGY INC COM NEW 629377508 2,247 63,968 SH   SOLE   63,968 0 0
NVR INC COM 62944T105 3,249 964 SH   SOLE   964 0 0
NASDAQ INC COM 631103108 2,675 27,811 SH   SOLE   27,811 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,349 25,580 SH   SOLE   25,580 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 2,105 39,587 SH   SOLE   39,587 0 0
NATIONAL INSTRS CORP COM 636518102 1,393 33,175 SH   SOLE   33,175 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,054 92,378 SH   SOLE   92,378 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 2,555 48,200 SH   SOLE   48,200 0 0
NAVIENT CORP COM 63938C108 860 63,000 SH   SOLE   63,000 0 0
NEKTAR THERAPEUTICS COM 640268108 1,484 41,700 SH   SOLE   41,700 0 0
NETAPP INC COM 64110D104 3,646 59,091 SH   SOLE   59,091 0 0
NETFLIX INC COM 64110L106 38,434 104,634 SH   SOLE   104,634 0 0
NETSCOUT SYS INC COM 64115T104 523 20,600 SH   SOLE   20,600 0 0
NEW FORTRESS ENTERGY LLC CL A SHS RP LLC 644393100 1,862 159,000 SH   SOLE   159,000 0 0
NEW JERSEY RES COM 646025106 1,314 26,400 SH   SOLE   26,400 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 156,281 10,154,734 SH   SOLE   10,154,734 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,381 138,370 SH   SOLE   138,370 0 0
NEW YORK TIMES CO CL A 650111107 1,373 42,100 SH   SOLE   42,100 0 0
NEWELL BRANDS INC COM 651229106 1,437 93,171 SH   SOLE   93,171 0 0
NEWMARKET CORP COM 651587107 1,042 2,600 SH   SOLE   2,600 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 7,550 196,255 SH   SOLE   196,255 0 0
NEWS CORP NEW CL A 65249B109 1,246 92,339 SH   SOLE   92,339 0 0
NEWS CORP NEW CL B 65249B208 414 29,644 SH   SOLE   29,644 0 0
NEXTERA ENERGY INC COM 65339F101 23,492 114,673 SH   SOLE   114,673 0 0
NIKE INC CL B 654106103 25,260 300,892 SH   SOLE   300,892 0 0
NISOURCE INC COM 65473P105 2,572 89,302 SH   SOLE   89,302 0 0
NOBLE ENERGY INC COM 655044105 2,564 114,461 SH   SOLE   114,461 0 0
NORDSON CORP COM 655663102 2,156 15,260 SH   SOLE   15,260 0 0
NORDSTROM INC COM 655664100 803 25,192 SH   SOLE   25,192 0 0
NORFOLK SOUTHERN CORP COM 655844108 12,687 63,649 SH   SOLE   63,649 0 0
NORTHERN TR CORP COM 665859104 4,694 52,154 SH   SOLE   52,154 0 0
NORTHROP GRUMMAN CORP COM 666807102 13,124 40,617 SH   SOLE   40,617 0 0
NORTHWESTERN CORP COM NEW 668074305 1,075 14,900 SH   SOLE   14,900 0 0
NOW INC COM 67011P100 476 32,227 SH   SOLE   32,227 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 809 16,400 SH   SOLE   16,400 0 0
NUCOR CORP COM 670346105 4,023 73,011 SH   SOLE   73,011 0 0
NUTANIX INC CL A 67059N108 4,397 169,518 SH   SOLE   169,518 0 0
NVIDIA CORP COM 67066G104 23,943 145,792 SH   SOLE   145,792 0 0
NUVASIVE INC COM 670704105 902 15,400 SH   SOLE   15,400 0 0
OGE ENERGY CORP COM 670837103 2,520 59,220 SH   SOLE   59,220 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,924 18,747 SH   SOLE   18,747 0 0
OASIS PETE INC NEW COM 674215108 455 80,100 SH   SOLE   80,100 0 0
OCCIDENTAL PETE CORP COM 674599105 9,003 179,056 SH   SOLE   179,056 0 0
OCEANEERING INTL INC COM 675232102 597 29,300 SH   SOLE   29,300 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 2,866 19,200 SH   SOLE   19,200 0 0
OLD REP INTL CORP COM 680223104 1,887 84,327 SH   SOLE   84,327 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1,341 15,400 SH   SOLE   15,400 0 0
OMNICOM GROUP INC COM 681919106 4,320 52,718 SH   SOLE   52,718 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,334 63,500 SH   SOLE   63,500 0 0
ONE GAS INC COM 68235P108 1,405 15,557 SH   SOLE   15,557 0 0
ONEOK INC NEW COM 682680103 6,800 98,826 SH   SOLE   98,826 0 0
ORACLE CORP COM 68389X105 66,710 1,170,960 SH   SOLE   1,170,960 0 0
OSHKOSH CORP COM 688239201 1,728 20,700 SH   SOLE   20,700 0 0
OWENS ILL INC COM NEW 690768403 793 45,900 SH   SOLE   45,900 0 0
PBF ENERGY INC CL A 69318G106 1,111 35,500 SH   SOLE   35,500 0 0
PNC FINL SVCS GROUP COM 693475105 14,837 108,076 SH   SOLE   108,076 0 0
PNM RES INC COM 69349H107 1,198 23,534 SH   SOLE   23,534 0 0
PPG INDS INC COM 693506107 6,602 56,568 SH   SOLE   56,568 0 0
PPL CORP COM 69351T106 5,357 172,766 SH   SOLE   172,766 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,735 17,500 SH   SOLE   17,500 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 994 5,900 SH   SOLE   5,900 0 0
PVH CORP COM 693656100 1,694 17,896 SH   SOLE   17,896 0 0
PTC INC COM 69370C100 2,750 30,639 SH   SOLE   30,639 0 0
PACCAR INC COM 693718108 5,942 82,918 SH   SOLE   82,918 0 0
PACKAGING CORP AMER COM 695156109 2,154 22,600 SH   SOLE   22,600 0 0
PACWEST BANCORP DEL COM 695263103 1,367 35,200 SH   SOLE   35,200 0 0
PALO ALTO NETWORKS INC COM 697435105 10,188 50,000 SH   SOLE   50,000 0 0
PAPA JOHNS INTL INC COM 698813102 300 6,700 SH   SOLE   6,700 0 0
PARKER HANNIFIN CORP COM 701094104 5,218 30,695 SH   SOLE   30,695 0 0
PATTERSON COMPANIES INC COM 703395103 561 24,500 SH   SOLE   24,500 0 0
PATTERSON UTI ENERGY INC COM 703481101 710 61,700 SH   SOLE   61,700 0 0
PAYCHEX INC COM 704326107 6,304 76,611 SH   SOLE   76,611 0 0
PAYPAL HLDGS INC COM 70450Y103 41,129 359,334 SH   SOLE   359,334 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,089 38,656 SH   SOLE   38,656 0 0
PENN NATL GAMING INC COM 707569109 609 31,600 SH   SOLE   31,600 0 0
PEOPLES UTD FINL INC COM 712704105 1,584 94,375 SH   SOLE   94,375 0 0
PEPSICO INC COM 713448108 44,011 335,629 SH   SOLE   335,629 0 0
PERKINELMER INC COM 714046109 15,658 162,529 SH   SOLE   162,529 0 0
PERSPECTA INC COM 715347100 969 41,400 SH   SOLE   41,400 0 0
PFIZER INC COM 717081103 60,883 1,405,426 SH   SOLE   1,405,426 0 0
PHILIP MORRIS INTL INC COM 718172109 73,274 933,065 SH   SOLE   933,065 0 0
PHILLIPS 66 COM 718546104 9,357 100,035 SH   SOLE   100,035 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,230 21,400 SH   SOLE   21,400 0 0
PINNACLE WEST CAP CORP COM 723484101 2,530 26,887 SH   SOLE   26,887 0 0
PIONEER NAT RES CO COM 723787107 6,201 40,302 SH   SOLE   40,302 0 0
PLANTRONICS INC NEW COM 727493108 359 9,700 SH   SOLE   9,700 0 0
POLARIS INDS INC COM 731068102 1,551 17,000 SH   SOLE   17,000 0 0
POLYONE CORP COM 73179P106 722 23,000 SH   SOLE   23,000 0 0
POOL CORPORATION COM 73278L105 2,254 11,800 SH   SOLE   11,800 0 0
POST HLDGS INC COM 737446104 2,048 19,700 SH   SOLE   19,700 0 0
POTLATCHDELTIC CORPORATION COM 737630103 780 20,011 SH   SOLE   20,011 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 485 15,300 SH   SOLE   15,300 0 0
PRICE T ROWE GROUP INC COM 74144T108 6,216 56,661 SH   SOLE   56,661 0 0
PRIMERICA INC COM 74164M108 1,499 12,500 SH   SOLE   12,500 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,590 61,979 SH   SOLE   61,979 0 0
PROCTER AND GAMBLE CO COM 742718109 85,023 775,403 SH   SOLE   775,403 0 0
PROGRESSIVE CORP OHIO COM 743315103 11,173 139,781 SH   SOLE   139,781 0 0
PROLOGIS INC COM 74340W103 12,096 151,011 SH   SOLE   151,011 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,295 19,600 SH   SOLE   19,600 0 0
PRUDENTIAL FINL INC COM 744320102 9,820 97,232 SH   SOLE   97,232 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 7,119 121,022 SH   SOLE   121,022 0 0
PUBLIC STORAGE COM 74460D109 8,569 35,977 SH   SOLE   35,977 0 0
PULTE GROUP INC COM 745867101 1,929 61,009 SH   SOLE   61,009 0 0
QEP RES INC COM 74733V100 510 70,500 SH   SOLE   70,500 0 0
QORVO INC COM 74736K101 1,900 28,524 SH   SOLE   28,524 0 0
QUALCOMM INC COM 747525103 22,142 291,071 SH   SOLE   291,071 0 0
QUANTA SVCS INC COM 74762E102 1,301 34,056 SH   SOLE   34,056 0 0
QUEST DIAGNOSTICS INC COM 74834L100 41,606 408,663 SH   SOLE   408,663 0 0
RPM INTL INC COM 749685103 2,372 38,818 SH   SOLE   38,818 0 0
RALPH LAUREN CORP CL A 751212101 1,425 12,541 SH   SOLE   12,541 0 0
RANGE RES CORP COM 75281A109 431 61,700 SH   SOLE   61,700 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,562 30,300 SH   SOLE   30,300 0 0
RAYONIER INC COM 754907103 1,164 38,409 SH   SOLE   38,409 0 0
RAYTHEON CO COM NEW 755111507 52,275 300,636 SH   SOLE   300,636 0 0
REALTY INCOME CORP COM 756109104 5,195 75,324 SH   SOLE   75,324 0 0
RED HAT INC COM 756577102 36,537 194,596 SH   SOLE   194,596 0 0
REGAL BELOIT CORP COM 758750103 1,038 12,700 SH   SOLE   12,700 0 0
REGENCY CTRS CORP COM 758849103 2,670 40,000 SH   SOLE   40,000 0 0
REGENERON PHARMACEUTICALS COM 75886F107 5,898 18,844 SH   SOLE   18,844 0 0
REGIONS FINL CORP NEW COM 7591EP100 3,624 242,570 SH   SOLE   242,570 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 2,887 18,500 SH   SOLE   18,500 0 0
RELIANCE STEEL ALUMINUM CO COM 759509102 1,883 19,900 SH   SOLE   19,900 0 0
REPUBLIC SVCS INC COM 760759100 4,471 51,600 SH   SOLE   51,600 0 0
RESMED INC COM 761152107 4,186 34,300 SH   SOLE   34,300 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 796 36,300 SH   SOLE   36,300 0 0
ROBERT HALF INTL INC COM 770323103 35,293 619,060 SH   SOLE   619,060 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,635 28,290 SH   SOLE   28,290 0 0
ROLLINS INC COM 775711104 1,266 35,308 SH   SOLE   35,308 0 0
ROPER TECHNOLOGIES INC COM 776696106 9,121 24,902 SH   SOLE   24,902 0 0
ROSS STORES INC COM 778296103 8,721 87,988 SH   SOLE   87,988 0 0
ROYAL GOLD INC COM 780287108 1,988 19,400 SH   SOLE   19,400 0 0
RUBIUS THERAPEUTICS INC COM 78116T103 193 12,275 SH   SOLE   12,275 0 0
RYDER SYS INC COM 783549108 921 15,800 SH   SOLE   15,800 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 6,093 27,100 SH   SOLE   27,100 0 0
SEI INVESTMENTS CO COM 784117103 2,126 37,900 SH   SOLE   37,900 0 0
SL GREEN RLTY CORP COM 78440X101 1,624 20,208 SH   SOLE   20,208 0 0
SLM CORP COM 78442P106 1,243 127,925 SH   SOLE   127,925 0 0
SM ENERGY CO COM 78454L100 383 30,600 SH   SOLE   30,600 0 0
SPDR S P 500 ETF TR TR UNIT 78462F103 342,306 1,168,279 SH   SOLE   1,168,279 0 0
SS C TECHNOLOGIES HLDGS INC COM 78467J100 25,135 436,300 SH   SOLE   436,300 0 0
SVB FINL GROUP COM 78486Q101 2,807 12,500 SH   SOLE   12,500 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,046 53,100 SH   SOLE   53,100 0 0
SABRE CORP COM 78573M104 1,805 81,300 SH   SOLE   81,300 0 0
SAFEHOLD INC COM 78645L100 26,576 880,000 SH   SOLE   880,000 0 0
SALESFORCE COM INC COM 79466L302 28,215 185,956 SH   SOLE   185,956 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 476 35,700 SH   SOLE   35,700 0 0
SANDERSON FARMS INC COM 800013104 792 5,800 SH   SOLE   5,800 0 0
HENRY SCHEIN INC COM 806407102 2,492 35,644 SH   SOLE   35,644 0 0
SCHLUMBERGER LTD COM 806857108 13,177 331,572 SH   SOLE   331,572 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 11,432 284,437 SH   SOLE   284,437 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,306 15,085 SH   SOLE   15,085 0 0
SCIENTIFIC GAMES CORP COM 80874P109 327 16,500 SH   SOLE   16,500 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,150 11,675 SH   SOLE   11,675 0 0
SEALED AIR CORP NEW COM 81211K100 1,593 37,248 SH   SOLE   37,248 0 0
SELECT SECTOR SPDR TR SBI INT FINL 81369Y605 73,551 2,664,900 SH   SOLE   2,664,900 0 0
SELECT SECTOR SPDR TR SBI INT INDS 81369Y704 8,106 104,700 SH   SOLE   104,700 0 0
SEMTECH CORP COM 816850101 947 19,700 SH   SOLE   19,700 0 0
SEMPRA ENERGY COM 816851109 9,035 65,738 SH   SOLE   65,738 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 582 70,400 SH   SOLE   70,400 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 924 12,570 SH   SOLE   12,570 0 0
SERVICE CORP INTL COM 817565104 2,521 53,900 SH   SOLE   53,900 0 0
SHERWIN WILLIAMS CO COM 824348106 8,933 19,491 SH   SOLE   19,491 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,970 16,300 SH   SOLE   16,300 0 0
SILICON LABORATORIES INC COM 826919102 1,324 12,800 SH   SOLE   12,800 0 0
SILGAN HOLDINGS INC COM 827048109 706 23,062 SH   SOLE   23,062 0 0
SIMON PPTY GROUP INC NEW COM 828806109 11,822 73,998 SH   SOLE   73,998 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,053 21,200 SH   SOLE   21,200 0 0
SKECHERS U S A INC CL A 830566105 1,253 39,800 SH   SOLE   39,800 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,192 41,308 SH   SOLE   41,308 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 4,526 120,706 SH   SOLE   120,706 0 0
SMITH A O COM 831865209 1,594 33,800 SH   SOLE   33,800 0 0
SMUCKER J M CO COM NEW 832696405 3,133 27,200 SH   SOLE   27,200 0 0
SNAP ON INC COM 833034101 2,192 13,235 SH   SOLE   13,235 0 0
SNAP INC CL A 83304A106 15,455 1,080,756 SH   SOLE   1,080,756 0 0
SONOCO PRODS CO COM 835495102 1,935 29,611 SH   SOLE   29,611 0 0
SOTHEBYS COM 835898107 571 9,827 SH   SOLE   9,827 0 0
SOUTHERN CO COM 842587107 13,777 249,230 SH   SOLE   249,230 0 0
SOUTHWEST AIRLS CO COM 844741108 5,940 116,984 SH   SOLE   116,984 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,416 15,800 SH   SOLE   15,800 0 0
SOUTHWESTERN ENERGY CO COM 845467109 506 160,200 SH   SOLE   160,200 0 0
SPIRE INC COM 84857L101 1,259 15,000 SH   SOLE   15,000 0 0
SPLUNK INC COM 848637104 15,090 120,000 SH   SOLE   120,000 0 0
SPROUTS FMRS MKT INC COM 85208M102 659 34,900 SH   SOLE   34,900 0 0
SQUARE INC CL A 852234103 15,594 215,000 SH   SOLE   215,000 0 0
STANLEY BLACK DECKER INC COM 854502101 5,242 36,248 SH   SOLE   36,248 0 0
STARBUCKS CORP COM 855244109 24,307 289,960 SH   SOLE   289,960 0 0
STATE STR CORP COM 857477103 5,009 89,357 SH   SOLE   89,357 0 0
STEEL DYNAMICS INC COM 858119100 1,987 65,800 SH   SOLE   65,800 0 0
STERICYCLE INC COM 858912108 1,212 25,381 SH   SOLE   25,381 0 0
STERLING BANCORP DEL COM 85917A100 1,319 62,000 SH   SOLE   62,000 0 0
STIFEL FINL CORP COM 860630102 1,234 20,900 SH   SOLE   20,900 0 0
STRYKER CORP COM 863667101 83,588 406,596 SH   SOLE   406,596 0 0
SUNTRUST BKS INC COM 867914103 6,680 106,292 SH   SOLE   106,292 0 0
SYMANTEC CORP COM 871503108 3,221 148,029 SH   SOLE   148,029 0 0
SYNAPTICS INC COM 87157D109 297 10,200 SH   SOLE   10,200 0 0
SYNOPSYS INC COM 871607107 4,620 35,900 SH   SOLE   35,900 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,631 46,605 SH   SOLE   46,605 0 0
SYNNEX CORP COM 87162W100 1,211 12,304 SH   SOLE   12,304 0 0
SYNCHRONY FINL COM 87165B103 5,263 151,810 SH   SOLE   151,810 0 0
SYNEOS HEALTH INC CL A 87166B102 925 18,100 SH   SOLE   18,100 0 0
SYSCO CORP COM 871829107 8,004 113,179 SH   SOLE   113,179 0 0
TCF FINL CORP COM 872275102 1,010 48,560 SH   SOLE   48,560 0 0
TJX COS INC NEW COM 872540109 15,350 290,280 SH   SOLE   290,280 0 0
TRI POINTE GROUP INC COM 87265H109 504 42,100 SH   SOLE   42,100 0 0
TAKE TWO INTERACTIVE SOFTWAR COM 874054109 3,054 26,900 SH   SOLE   26,900 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 452 27,900 SH   SOLE   27,900 0 0
TAPESTRY INC COM 876030107 2,204 69,447 SH   SOLE   69,447 0 0
TARGET CORP COM 87612E106 10,619 122,610 SH   SOLE   122,610 0 0
TAUBMAN CTRS INC COM 876664103 739 18,100 SH   SOLE   18,100 0 0
TECH DATA CORP COM 878237106 1,135 10,850 SH   SOLE   10,850 0 0
TEGNA INC COM 87901J105 970 64,000 SH   SOLE   64,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,930 10,700 SH   SOLE   10,700 0 0
TELEFLEX INC COM 879369106 3,653 11,030 SH   SOLE   11,030 0 0
TELEPHONE DATA SYS INC COM NEW 879433829 846 27,836 SH   SOLE   27,836 0 0
TEMPUR SEALY INTL INC COM 88023U101 998 13,600 SH   SOLE   13,600 0 0
TENABLE HLDGS INC COM 88025T102 1,550 54,303 SH   SOLE   54,303 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 510 24,700 SH   SOLE   24,700 0 0
TERADATA CORP DEL COM 88076W103 1,244 34,700 SH   SOLE   34,700 0 0
TERADYNE INC COM 880770102 2,429 50,700 SH   SOLE   50,700 0 0
TEREX CORP NEW COM 880779103 581 18,500 SH   SOLE   18,500 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 914 14,900 SH   SOLE   14,900 0 0
TEXAS INSTRS INC COM 882508104 25,777 224,618 SH   SOLE   224,618 0 0
TEXAS ROADHOUSE INC COM 882681109 1,063 19,800 SH   SOLE   19,800 0 0
TEXTRON INC COM 883203101 2,956 55,737 SH   SOLE   55,737 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 93,047 316,831 SH   SOLE   316,831 0 0
THOR INDS INC COM 885160101 906 15,500 SH   SOLE   15,500 0 0
3M CO COM 88579Y101 23,917 137,976 SH   SOLE   137,976 0 0
TIFFANY CO NEW COM 886547108 2,419 25,834 SH   SOLE   25,834 0 0
TIMKEN CO COM 887389104 1,042 20,300 SH   SOLE   20,300 0 0
TOLL BROTHERS INC COM 889478103 1,436 39,200 SH   SOLE   39,200 0 0
TOOTSIE ROLL INDS INC COM 890516107 206 5,585 SH   SOLE   5,585 0 0
TORCHMARK CORP COM 891027104 2,166 24,210 SH   SOLE   24,210 0 0
TORO CO COM 891092108 2,107 31,500 SH   SOLE   31,500 0 0
TOTAL SYS SVCS INC COM 891906109 18,426 143,653 SH   SOLE   143,653 0 0
TRACTOR SUPPLY CO COM 892356106 3,139 28,852 SH   SOLE   28,852 0 0
TRANSDIGM GROUP INC COM 893641100 5,662 11,704 SH   SOLE   11,704 0 0
TRAVELERS COMPANIES INC COM 89417E109 9,372 62,683 SH   SOLE   62,683 0 0
TREEHOUSE FOODS INC COM 89469A104 898 16,600 SH   SOLE   16,600 0 0
TREX CO INC COM 89531P105 1,240 17,300 SH   SOLE   17,300 0 0
TRIMBLE INC COM 896239100 3,361 74,500 SH   SOLE   74,500 0 0
TRINITY INDS INC COM 896522109 797 38,394 SH   SOLE   38,394 0 0
TRIPADVISOR INC COM 896945201 1,146 24,754 SH   SOLE   24,754 0 0
TRUSTMARK CORP COM 898402102 638 19,200 SH   SOLE   19,200 0 0
TUPPERWARE BRANDS CORP COM 899896104 274 14,387 SH   SOLE   14,387 0 0
TWITTER INC COM 90184L102 6,101 174,800 SH   SOLE   174,800 0 0
TWO HBRS INVT CORP COM NEW 90187B408 150,547 11,882,142 SH   SOLE   11,882,142 0 0
II VI INC COM 902104108 30,453 832,961 SH   SOLE   832,961 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,441 11,300 SH   SOLE   11,300 0 0
TYSON FOODS INC CL A 902494103 5,695 70,536 SH   SOLE   70,536 0 0
UDR INC COM 902653104 3,030 67,504 SH   SOLE   67,504 0 0
UGI CORP NEW COM 902681105 2,756 51,600 SH   SOLE   51,600 0 0
UMB FINL CORP COM 902788108 862 13,100 SH   SOLE   13,100 0 0
US BANCORP DEL COM NEW 902973304 65,675 1,253,342 SH   SOLE   1,253,342 0 0
ULTA BEAUTY INC COM 90384S303 15,015 43,284 SH   SOLE   43,284 0 0
UMPQUA HLDGS CORP COM 904214103 1,083 65,300 SH   SOLE   65,300 0 0
UNDER ARMOUR INC CL A 904311107 1,142 45,056 SH   SOLE   45,056 0 0
UNDER ARMOUR INC CL C 904311206 1,032 46,499 SH   SOLE   46,499 0 0
UNION PACIFIC CORP COM 907818108 28,649 169,412 SH   SOLE   169,412 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,120 30,200 SH   SOLE   30,200 0 0
UNITED CONTL HLDGS INC COM 910047109 4,635 52,944 SH   SOLE   52,944 0 0
UNITED PARCEL SERVICE INC CL B 911312106 19,589 189,686 SH   SOLE   189,686 0 0
UNITED RENTALS INC COM 911363109 2,493 18,800 SH   SOLE   18,800 0 0
UNITED STATES STL CORP NEW COM 912909108 781 51,000 SH   SOLE   51,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 25,281 194,168 SH   SOLE   194,168 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,015 13,000 SH   SOLE   13,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 72,108 295,513 SH   SOLE   295,513 0 0
UNITI GROUP INC COM 91325V108 518 54,540 SH   SOLE   54,540 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,370 12,600 SH   SOLE   12,600 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,589 19,852 SH   SOLE   19,852 0 0
UNUM GROUP COM 91529Y106 1,703 50,769 SH   SOLE   50,769 0 0
URBAN OUTFITTERS INC COM 917047102 462 20,300 SH   SOLE   20,300 0 0
URBAN EDGE PPTYS COM 91704F104 617 35,600 SH   SOLE   35,600 0 0
V F CORP COM 918204108 6,807 77,928 SH   SOLE   77,928 0 0
VALERO ENERGY CORP NEW COM 91913Y100 8,550 99,876 SH   SOLE   99,876 0 0
VALLEY NATL BANCORP COM 919794107 1,059 98,214 SH   SOLE   98,214 0 0
VALMONT INDS INC COM 920253101 824 6,500 SH   SOLE   6,500 0 0
VALVOLINE INC COM 92047W101 1,088 55,728 SH   SOLE   55,728 0 0
VARIAN MED SYS INC COM 92220P105 2,961 21,754 SH   SOLE   21,754 0 0
VENTAS INC COM 92276F100 6,043 88,410 SH   SOLE   88,410 0 0
VERISIGN INC COM 92343E102 5,262 25,157 SH   SOLE   25,157 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 111,353 1,949,115 SH   SOLE   1,949,115 0 0
VERISK ANALYTICS INC COM 92345Y106 5,744 39,216 SH   SOLE   39,216 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 16,370 89,268 SH   SOLE   89,268 0 0
VERSUM MATLS INC COM 92532W103 1,666 32,301 SH   SOLE   32,301 0 0
VIASAT INC COM 92552V100 1,366 16,900 SH   SOLE   16,900 0 0
VIACOM INC NEW CL B 92553P201 2,530 84,704 SH   SOLE   84,704 0 0
VISA INC COM CL A 92826C839 145,633 839,144 SH   SOLE   839,144 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 647 39,152 SH   SOLE   39,152 0 0
VISTEON CORP COM NEW 92839U206 492 8,400 SH   SOLE   8,400 0 0
VORNADO RLTY TR SH BEN INT 929042109 2,663 41,550 SH   SOLE   41,550 0 0
VULCAN MATLS CO COM 929160109 4,340 31,610 SH   SOLE   31,610 0 0
WEC ENERGY GROUP INC COM 92939U106 6,293 75,477 SH   SOLE   75,477 0 0
WABTEC CORP COM 929740108 2,856 39,796 SH   SOLE   39,796 0 0
WALMART INC COM 931142103 37,007 334,934 SH   SOLE   334,934 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 22,555 412,561 SH   SOLE   412,561 0 0
WASHINGTON FED INC COM 938824109 832 23,823 SH   SOLE   23,823 0 0
WASTE MGMT INC DEL COM 94106L109 10,796 93,578 SH   SOLE   93,578 0 0
WATERS CORP COM 941848103 3,572 16,596 SH   SOLE   16,596 0 0
WATSCO INC COM 942622200 1,554 9,500 SH   SOLE   9,500 0 0
WEBSTER FINL CORP CONN COM 947890109 1,302 27,250 SH   SOLE   27,250 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 220 11,500 SH   SOLE   11,500 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 971 35,400 SH   SOLE   35,400 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 3,421 12,000 SH   SOLE   12,000 0 0
WELLS FARGO CO NEW COM 949746101 94,561 1,998,330 SH   SOLE   1,998,330 0 0
WELLTOWER INC COM 95040Q104 7,901 96,909 SH   SOLE   96,909 0 0
WENDYS CO COM 95058W100 1,056 53,943 SH   SOLE   53,943 0 0
WERNER ENTERPRISES INC COM 950755108 400 12,875 SH   SOLE   12,875 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 2,728 21,800 SH   SOLE   21,800 0 0
WESTERN DIGITAL CORP COM 958102105 3,336 70,149 SH   SOLE   70,149 0 0
WESTERN UN CO COM 959802109 2,051 103,126 SH   SOLE   103,126 0 0
WESTROCK CO COM 96145D105 2,243 61,502 SH   SOLE   61,502 0 0
WEX INC COM 96208T104 4,994 24,000 SH   SOLE   24,000 0 0
WEYERHAEUSER CO COM 962166104 4,695 178,261 SH   SOLE   178,261 0 0
WHIRLPOOL CORP COM 963320106 2,162 15,189 SH   SOLE   15,189 0 0
WILEY JOHN SONS INC CL A 968223206 610 13,300 SH   SOLE   13,300 0 0
WILLIAMS COS INC DEL COM 969457100 8,134 290,086 SH   SOLE   290,086 0 0
WILLIAMS SONOMA INC COM 969904101 1,515 23,300 SH   SOLE   23,300 0 0
WINTRUST FINL CORP COM 97650W108 1,229 16,800 SH   SOLE   16,800 0 0
WOODWARD INC COM 980745103 1,867 16,500 SH   SOLE   16,500 0 0
WORLD FUEL SVCS CORP COM 981475106 716 19,900 SH   SOLE   19,900 0 0
WORLDPAY INC CL A 981558109 11,581 94,500 SH   SOLE   94,500 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 932 12,900 SH   SOLE   12,900 0 0
WORTHINGTON INDS INC COM 981811102 466 11,578 SH   SOLE   11,578 0 0
WPX ENERGY INC COM 98212B103 1,352 117,500 SH   SOLE   117,500 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,218 27,737 SH   SOLE   27,737 0 0
WYNDHAM HOTELS RESORTS INC COM 98311A105 1,607 28,837 SH   SOLE   28,837 0 0
WYNN RESORTS LTD COM 983134107 2,873 23,170 SH   SOLE   23,170 0 0
XPO LOGISTICS INC COM 983793100 1,572 27,200 SH   SOLE   27,200 0 0
XCEL ENERGY INC COM 98389B100 7,331 123,234 SH   SOLE   123,234 0 0
XILINX INC COM 983919101 7,166 60,771 SH   SOLE   60,771 0 0
XEROX CORP COM NEW 984121608 1,658 46,818 SH   SOLE   46,818 0 0
XYLEM INC COM 98419M100 3,603 43,072 SH   SOLE   43,072 0 0
YELP INC CL A 985817105 718 21,000 SH   SOLE   21,000 0 0
YUM BRANDS INC COM 988498101 8,107 73,254 SH   SOLE   73,254 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 3,352 16,000 SH   SOLE   16,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 5,774 49,043 SH   SOLE   49,043 0 0
ZIONS BANCORPORATION N A COM 989701107 2,010 43,706 SH   SOLE   43,706 0 0
ZOETIS INC CL A 98978V103 62,941 554,592 SH   SOLE   554,592 0 0
ADIENT PLC ORD SHS G0084W101 624 25,700 SH   SOLE   25,700 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,486 22,485 SH   SOLE   22,485 0 0
ALLERGAN PLC SHS G0177J108 12,349 73,756 SH   SOLE   73,756 0 0
AMCOR PLC ORD G0250X107 4,465 388,600 SH   SOLE   388,600 0 0
AON PLC SHS CL A G0408V102 11,105 57,547 SH   SOLE   57,547 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 79,800 431,886 SH   SOLE   431,886 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 1,254 36,148 SH   SOLE   36,148 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 520 26,000 SH   SOLE   26,000 0 0
ENSCO ROWAN PLC SHS CLASS A G3166L100 497 58,293 SH   SOLE   58,293 0 0
EVEREST RE GROUP LTD COM G3223R108 78,307 316,800 SH   SOLE   316,800 0 0
HELEN OF TROY CORP LTD COM G4388N106 966 7,400 SH   SOLE   7,400 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,039 48,537 SH   SOLE   48,537 0 0
IHS MARKIT LTD SHS G47567105 5,550 87,100 SH   SOLE   87,100 0 0
INGERSOLL RAND PLC SHS G47791101 7,314 57,740 SH   SOLE   57,740 0 0
INVESCO LTD SHS G491BT108 1,961 95,855 SH   SOLE   95,855 0 0
JOHNSON CTLS INTL PLC SHS G51502105 53,752 1,301,187 SH   SOLE   1,301,187 0 0
LINDE PLC SHS G5494J103 26,093 129,945 SH   SOLE   129,945 0 0
LIVANOVA PLC SHS G5509L101 1,029 14,300 SH   SOLE   14,300 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 228 24,800 SH   SOLE   24,800 0 0
MEDTRONIC PLC SHS G5960L103 31,256 320,938 SH   SOLE   320,938 0 0
APTIV PLC SHS G6095L109 16,305 201,722 SH   SOLE   201,722 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,924 85,144 SH   SOLE   85,144 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 2,767 51,600 SH   SOLE   51,600 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,165 47,002 SH   SOLE   47,002 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,332 13,100 SH   SOLE   13,100 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,843 60,340 SH   SOLE   60,340 0 0
PENTAIR PLC SHS G7S00T104 1,410 37,902 SH   SOLE   37,902 0 0
SIGNET JEWELERS LIMITED SHS G81276100 275 15,400 SH   SOLE   15,400 0 0
STERIS PLC SHS USD G8473T100 3,722 25,000 SH   SOLE   25,000 0 0
TECHNIPFMC PLC COM G87110105 2,615 100,800 SH   SOLE   100,800 0 0
THIRD PT REINS LTD COM G8827U100 43,344 4,200,000 SH   SOLE   4,200,000 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,934 30,978 SH   SOLE   30,978 0 0
PERRIGO CO PLC SHS G97822103 1,425 29,922 SH   SOLE   29,922 0 0
CHUBB LIMITED COM H1467J104 16,140 109,577 SH   SOLE   109,577 0 0
GARMIN LTD SHS H2906T109 2,319 29,062 SH   SOLE   29,062 0 0
TE CONNECTIVITY LTD REG SHS H84989104 7,727 80,676 SH   SOLE   80,676 0 0
TRANSOCEAN LTD REG SHS H8817H100 963 150,300 SH   SOLE   150,300 0 0
GLOBANT S A COM L44385109 4,547 45,000 SH   SOLE   45,000 0 0
STRATASYS LTD SHS M85548101 7,724 263,000 SH   SOLE   263,000 0 0
CORE LABORATORIES N V COM N22717107 685 13,100 SH   SOLE   13,100 0 0
LYONDELLBASELL INDUSTRIES N SHS A N53745100 44,728 519,304 SH   SOLE   519,304 0 0
MYLAN N V SHS EURO N59465109 2,350 123,409 SH   SOLE   123,409 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,990 41,172 SH   SOLE   41,172 0 0