0000762152-20-000009.txt : 20200729
0000762152-20-000009.hdr.sgml : 20200729
20200729153024
ACCESSION NUMBER: 0000762152-20-000009
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200729
DATE AS OF CHANGE: 20200729
EFFECTIVENESS DATE: 20200729
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: STATE OF MICHIGAN RETIREMENT SYSTEM
CENTRAL INDEX KEY: 0000762152
IRS NUMBER: 382836023
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-01462
FILM NUMBER: 201057189
BUSINESS ADDRESS:
STREET 1: MICHIGAN DEPT. OF TREASURY
STREET 2: BUREAU OF INVESTMENTS PO BOX 30117
CITY: LANSING
STATE: MI
ZIP: 48909
BUSINESS PHONE: 517-335-5401
MAIL ADDRESS:
STREET 1: 2501 COOLIDGE ROAD
STREET 2: SUITE 400
CITY: EAST LANSING
STATE: MI
ZIP: 48823
FORMER COMPANY:
FORMER CONFORMED NAME: STATE TREASURER STATE OF MICHIGAN
DATE OF NAME CHANGE: 19970408
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0000762152
XXXXXXXX
06-30-2020
06-30-2020
STATE OF MICHIGAN RETIREMENT SYSTEM
2501 COOLIDGE ROAD
SUITE 400
EAST LANSING
MI
48823
13F HOLDINGS REPORT
028-01462
N
Karen Stout
Administrator, Trust Accounting Division
517-335-1012
Karen Stout
East Lansing
MI
07-29-2020
0
931
11412762
false
INFORMATION TABLE
2
InformationTable_06_30_2020.xml
AFLAC INC
COM
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6601
183205
SH
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0
AGCO CORP
COM
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22597
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0
AGNC INVT CORP
COM
00123Q104
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SH
SOLE
4530000
0
0
AES CORP
COM
00130H105
2461
169857
SH
SOLE
169857
0
0
AMC NETWORKS INC
CL A
00164V103
345
14743
SH
SOLE
14743
0
0
ASGN INC
COM
00191U102
1277
19145
SH
SOLE
19145
0
0
ATT INC
COM
00206R102
55010
1819711
SH
SOLE
1819711
0
0
AARONS INC
COM PAR 050
002535300
1116
24587
SH
SOLE
24587
0
0
ABBOTT LABS
COM
002824100
41301
451719
SH
SOLE
451719
0
0
ABBVIE INC
COM
00287Y109
72344
736850
SH
SOLE
736850
0
0
ABIOMED INC
COM
003654100
2772
11475
SH
SOLE
11475
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
813
32381
SH
SOLE
32381
0
0
ACI WORLDWIDE INC
COM
004498101
1139
42198
SH
SOLE
42198
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
14933
196742
SH
SOLE
196742
0
0
ACUITY BRANDS INC
COM
00508Y102
1380
14414
SH
SOLE
14414
0
0
ADOBE INC
COM
00724F101
95942
220399
SH
SOLE
220399
0
0
ADTALEM GLOBAL ED INC
COM
00737L103
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SH
SOLE
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0
ADVANCE AUTO PARTS INC
COM
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17632
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0
AECOM
COM
00766T100
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58252
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ADVANCED MICRO DEVICES INC
COM
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AFFILIATED MANAGERS GROUP IN
COM
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17166
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0
AGILENT TECHNOLOGIES INC
COM
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78906
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SOLE
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0
AIR PRODS CHEMS INC
COM
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AKAMAI TECHNOLOGIES INC
COM
00971T101
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SH
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41439
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ALASKA AIR GROUP INC
COM
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31331
SH
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31331
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ALBEMARLE CORP
COM
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27185
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0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
5230
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0
ALEXION PHARMACEUTICALS INC
COM
015351109
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SH
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56361
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ALIGN TECHNOLOGY INC
COM
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SH
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ALLEGHANY CORP DEL
COM
017175100
2559
5231
SH
SOLE
5231
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0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
470
46101
SH
SOLE
46101
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0
ALLETE INC
COM
018522300
1029
18850
SH
SOLE
18850
0
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ALLIANCE DATA SYSTEMS CORP
COM
018581108
696
15420
SH
SOLE
15420
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ALLIANT ENERGY CORP
COM
018802108
3049
63731
SH
SOLE
63731
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0
ALLSTATE CORP
COM
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SH
SOLE
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ALLY FINL INC
COM
02005N100
11898
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SH
SOLE
600000
0
0
ALPHABET INC
CAP STK CL C
02079K107
105542
74661
SH
SOLE
74661
0
0
ALPHABET INC
CAP STK CL A
02079K305
156948
110679
SH
SOLE
110679
0
0
ALTRIA GROUP INC
COM
02209S103
49479
1260624
SH
SOLE
1260624
0
0
ALTUS MIDSTREAM CO
CL A
02215L100
2218
3500000
SH
SOLE
3500000
0
0
AMAZON COM INC
COM
023135106
372394
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SH
SOLE
134983
0
0
AMEDISYS INC
COM
023436108
2333
11751
SH
SOLE
11751
0
0
AMEREN CORP
COM
023608102
4439
63093
SH
SOLE
63093
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
1659
126952
SH
SOLE
126952
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
1750
50048
SH
SOLE
50048
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
10076
126523
SH
SOLE
126523
0
0
AMERICAN EAGLE OUTFITTERS IN
COM
02553E106
617
56622
SH
SOLE
56622
0
0
AMERICAN EXPRESS CO
COM
025816109
9485
99630
SH
SOLE
99630
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
1722
27129
SH
SOLE
27129
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
6859
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SH
SOLE
219996
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
29265
113195
SH
SOLE
113195
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
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SH
SOLE
46232
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0
AMERIPRISE FINL INC
COM
03076C106
4689
31249
SH
SOLE
31249
0
0
AMETEK INC
COM
031100100
5234
58563
SH
SOLE
58563
0
0
AMGEN INC
COM
031162100
67239
285082
SH
SOLE
285082
0
0
AMPHENOL CORP NEW
CL A
032095101
7243
75598
SH
SOLE
75598
0
0
ANALOG DEVICES INC
COM
032654105
11541
94103
SH
SOLE
94103
0
0
ANSYS INC
COM
03662Q105
6405
21954
SH
SOLE
21954
0
0
ANTHEM INC
COM
036752103
16939
64410
SH
SOLE
64410
0
0
ANTERO MIDSTREAM CORP
COM
03676B102
522
102290
SH
SOLE
102290
0
0
APACHE CORP
COM
037411105
1301
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SH
SOLE
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0
0
APARTMENT INVT MGMT CO
CL A
03748R754
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37973
SH
SOLE
37973
0
0
APOLLO COML REAL EST FIN INC
COM
03762U105
53562
5459968
SH
SOLE
5459968
0
0
APPLE INC
COM
037833100
548115
1502507
SH
SOLE
1502507
0
0
APPLIED MATLS INC
COM
038222105
14147
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SH
SOLE
234024
0
0
APTARGROUP INC
COM
038336103
2619
23392
SH
SOLE
23392
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
5662
141908
SH
SOLE
141908
0
0
ARISTA NETWORKS INC
COM
040413106
2892
13770
SH
SOLE
13770
0
0
ARROW ELECTRS INC
COM
042735100
1970
28675
SH
SOLE
28675
0
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
1599
37028
SH
SOLE
37028
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
1518
21972
SH
SOLE
21972
0
0
ASSOCIATED BANC CORP
COM
045487105
765
55931
SH
SOLE
55931
0
0
ASSURANT INC
COM
04621X108
1572
15223
SH
SOLE
15223
0
0
ATMOS ENERGY CORP
COM
049560105
3111
31237
SH
SOLE
31237
0
0
AUTODESK INC
COM
052769106
13395
56003
SH
SOLE
56003
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
48799
327754
SH
SOLE
327754
0
0
AUTONATION INC
COM
05329W102
786
20919
SH
SOLE
20919
0
0
AUTOZONE INC
COM
053332102
6713
5951
SH
SOLE
5951
0
0
AVALONBAY CMNTYS INC
COM
053484101
5559
35950
SH
SOLE
35950
0
0
AVANOS MED INC
COM
05350V106
511
17376
SH
SOLE
17376
0
0
AVERY DENNISON CORP
COM
053611109
38857
340582
SH
SOLE
340582
0
0
AVIS BUDGET GROUP
COM
053774105
447
19524
SH
SOLE
19524
0
0
AVNET INC
COM
053807103
1003
35963
SH
SOLE
35963
0
0
AXON ENTERPRISE INC
COM
05464C101
2239
22819
SH
SOLE
22819
0
0
BJS WHSL CLUB HLDGS INC
COM
05550J101
1674
44917
SH
SOLE
44917
0
0
BAKER HUGHES COMPANY
CL A
05722G100
2574
167261
SH
SOLE
167261
0
0
BALL CORP
COM
058498106
5787
83281
SH
SOLE
83281
0
0
BANCORPSOUTH BK TUPELO MISS
COM
05971J102
804
35344
SH
SOLE
35344
0
0
BK OF AMERICA CORP
COM
060505104
47360
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SH
SOLE
1994102
0
0
BANK HAWAII CORP
COM
062540109
897
14599
SH
SOLE
14599
0
0
BANK NEW YORK MELLON CORP
COM
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SH
SOLE
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0
0
BANK OZK
COM
06417N103
1033
44027
SH
SOLE
44027
0
0
BAXTER INTL INC
COM
071813109
11189
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SH
SOLE
129955
0
0
BECTON DICKINSON CO
COM
075887109
18016
75297
SH
SOLE
75297
0
0
BELDEN INC
COM
077454106
453
13914
SH
SOLE
13914
0
0
BERKLEY W R CORP
COM
084423102
2066
36057
SH
SOLE
36057
0
0
BERKSHIRE HATHAWAY INC DEL
CL A
084670108
31007
116
SH
SOLE
116
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
123519
691942
SH
SOLE
691942
0
0
BEST BUY INC
COM
086516101
5069
58085
SH
SOLE
58085
0
0
BIO RAD LABS INC
CL A
090572207
2483
5500
SH
SOLE
5500
0
0
BIOGEN INC
COM
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31272
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SH
SOLE
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BIO TECHNE CORP
COM
09073M104
3676
13919
SH
SOLE
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0
0
BLACK HILLS CORP
COM
092113109
1292
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SH
SOLE
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0
0
BLACKBAUD INC
COM
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SH
SOLE
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BLACKROCK INC
COM
09247X101
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SH
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BLACKROCK TCP CAPITAL CORP
COM
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SH
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BLOCK H R INC
COM
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702
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SH
SOLE
49194
0
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BOEING CO
COM
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25088
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SH
SOLE
136871
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BOOKING HOLDINGS INC
COM
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SH
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29404
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BORGWARNER INC
COM
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1870
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SH
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52987
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BOSTON BEER INC
CL A
100557107
1906
3552
SH
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3552
0
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BOSTON PPTYS LTD PARTNERSHIP
COM
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3340
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SH
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36951
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BOSTON SCIENTIFIC CORP
COM
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BOYD GAMING CORP
COM
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SH
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29118
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BRIGHTHOUSE FINL INC
COM
10922N103
950
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SH
SOLE
34165
0
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BRINKS CO
COM
109696104
836
18361
SH
SOLE
18361
0
0
BRISTOL MYERS SQUIBB CO
COM
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SH
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0
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BRIXMOR PPTY GROUP INC
COM
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SH
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107884
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
3702
29339
SH
SOLE
29339
0
0
BROADCOM INC
COM
11135F101
32215
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SH
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102072
0
0
BROWN BROWN INC
COM
115236101
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SH
SOLE
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0
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BROWN FORMAN CORP
CL B
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2966
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SH
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BRUNSWICK CORP
COM
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SH
SOLE
28813
0
0
CBOE GLOBAL MARKETS INC
COM
12503M108
2616
28041
SH
SOLE
28041
0
0
CBRE GROUP INC
CL A
12504L109
40447
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SH
SOLE
894457
0
0
CDK GLOBAL INC
COM
12508E101
1832
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SH
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44227
0
0
CDW CORP
COM
12514G108
4220
36325
SH
SOLE
36325
0
0
CF INDS HLDGS INC
COM
125269100
1537
54612
SH
SOLE
54612
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
2716
34358
SH
SOLE
34358
0
0
CIGNA CORP NEW
COM
125523100
17691
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SH
SOLE
94274
0
0
CIT GROUP INC
COM NEW
125581801
743
35844
SH
SOLE
35844
0
0
CME GROUP INC
COM
12572Q105
14887
91589
SH
SOLE
91589
0
0
CMS ENERGY CORP
COM
125896100
4270
73085
SH
SOLE
73085
0
0
CNO FINL GROUP INC
COM
12621E103
814
52279
SH
SOLE
52279
0
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CSX CORP
COM
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SH
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195523
0
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CNX RESOURCES CORPORATION
COM
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SH
SOLE
68088
0
0
CVS HEALTH CORP
COM
126650100
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SH
SOLE
1940163
0
0
CABLE ONE INC
COM
12685J105
3344
1884
SH
SOLE
1884
0
0
CABOT CORP
COM
127055101
760
20509
SH
SOLE
20509
0
0
CABOT OIL GAS CORP
COM
127097103
1749
101819
SH
SOLE
101819
0
0
CABOT MICROELECTRONICS CORP
COM
12709P103
1474
10562
SH
SOLE
10562
0
0
CACI INTL INC
CL A
127190304
1970
9083
SH
SOLE
9083
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
6838
71254
SH
SOLE
71254
0
0
CAESARS ENTMT CORP COM
COM
127686103
2476
204150
SH
SOLE
204150
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
3233
35444
SH
SOLE
35444
0
0
CAMPBELL SOUP CO
COM
134429109
2143
43171
SH
SOLE
43171
0
0
CANTEL MED CORP
COM
138098108
598
13525
SH
SOLE
13525
0
0
CAPITAL ONE FINL CORP
COM
14040H105
7279
116304
SH
SOLE
116304
0
0
CARLISLE COS INC
COM
142339100
2387
19949
SH
SOLE
19949
0
0
CARMAX INC
COM
143130102
3718
41519
SH
SOLE
41519
0
0
CARNIVAL CORP
UNIT 99999999
143658300
1987
121014
SH
SOLE
121014
0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
422
17372
SH
SOLE
17372
0
0
CARRIER GLOBAL CORPORATION
COM
14448C104
4620
207943
SH
SOLE
207943
0
0
CARTERS INC
COM
146229109
1283
15893
SH
SOLE
15893
0
0
CASEYS GEN STORES INC
COM
147528103
2007
13425
SH
SOLE
13425
0
0
CATALENT INC
COM
148806102
4337
59163
SH
SOLE
59163
0
0
CATERPILLAR INC DEL
COM
149123101
17492
138276
SH
SOLE
138276
0
0
CATHAY GEN BANCORP
COM
149150104
724
27539
SH
SOLE
27539
0
0
CELANESE CORP DEL
COM
150870103
2611
30237
SH
SOLE
30237
0
0
CENTENE CORP DEL
COM
15135B101
9398
147880
SH
SOLE
147880
0
0
CENTERPOINT ENERGY INC
COM
15189T107
2597
139099
SH
SOLE
139099
0
0
CENTURYLINK INC
COM
156700106
2530
252262
SH
SOLE
252262
0
0
CERIDIAN HCM HLDG INC
COM
15677J108
2927
36923
SH
SOLE
36923
0
0
CERNER CORP
COM
156782104
11976
174703
SH
SOLE
174703
0
0
CHAMPIONX CORPORATION
COM
15872M104
628
64365
SH
SOLE
64365
0
0
CHARLES RIV LABS INTL INC
COM
159864107
3133
17972
SH
SOLE
17972
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
19645
38516
SH
SOLE
38516
0
0
CHEMED CORP NEW
COM
16359R103
2625
5820
SH
SOLE
5820
0
0
CHEMOURS CO
COM
163851108
917
59720
SH
SOLE
59720
0
0
CHEVRON CORP NEW
COM
166764100
42543
476777
SH
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476777
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
6867
6525
SH
SOLE
6525
0
0
CHOICE HOTELS INTL INC
COM
169905106
903
11446
SH
SOLE
11446
0
0
CHURCH DWIGHT INC
COM
171340102
4854
62795
SH
SOLE
62795
0
0
CHURCHILL DOWNS INC
COM
171484108
1701
12772
SH
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12772
0
0
CIENA CORP
COM
171779309
3031
55963
SH
SOLE
55963
0
0
CIMAREX ENERGY CO
COM
171798101
1022
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SH
SOLE
37192
0
0
CINCINNATI FINL CORP
COM
172062101
2468
38541
SH
SOLE
38541
0
0
CINEMARK HOLDINGS INC
COM
17243V102
450
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SH
SOLE
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0
CIRRUS LOGIC INC
COM
172755100
1311
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21224
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0
CISCO SYS INC
COM
17275R102
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0
CINTAS CORP
COM
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5732
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21521
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0
CITIGROUP INC
COM NEW
172967424
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0
CITIZENS FINANCIAL GROUP INC
COM
174610105
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0
0
CITRIX SYS INC
COM
177376100
4380
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0
CLEAN HARBORS INC
COM
184496107
1119
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0
CLOROX CO DEL
COM
189054109
6999
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0
COCA COLA CO
COM
191216100
44109
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SH
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0
COGNEX CORP
COM
192422103
3732
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0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
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0
COHERENT INC
COM
192479103
1150
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0
COLFAX CORP
COM
194014106
854
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0
COLGATE PALMOLIVE CO
COM
194162103
16025
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0
COLUMBIA SPORTSWEAR CO
COM
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10356
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0
COMCAST CORP NEW
CL A
20030N101
88588
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0
COMERICA INC
COM
200340107
1353
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COMMERCE BANCSHARES INC
COM
200525103
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COMMERCIAL METALS CO
COM
201723103
884
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0
COMMVAULT SYSTEMS INC
COM
204166102
600
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COMPASS MINERALS INTL INC
COM
20451N101
602
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0
CONAGRA BRANDS INC
COM
205887102
4376
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0
CONCHO RES INC
COM
20605P101
2587
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50228
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0
CONOCOPHILLIPS
COM
20825C104
11508
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SH
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273880
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0
CONSOLIDATED EDISON INC
COM
209115104
6140
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SH
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85355
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0
CONSTELLATION BRANDS INC
CL A
21036P108
7503
42887
SH
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0
0
COOPER COS INC
COM NEW
216648402
3546
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SH
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12503
0
0
COPART INC
COM
217204106
4396
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CORESITE RLTY CORP
COM
21870Q105
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CORELOGIC INC
COM
21871D103
1944
28923
SH
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28923
0
0
CORNING INC
COM
219350105
5021
193865
SH
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193865
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
1036
40870
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SOLE
40870
0
0
CORTEVA INC
COM
22052L104
5120
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SH
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191119
0
0
COSTCO WHSL CORP NEW
COM
22160K105
34204
112805
SH
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112805
0
0
COTY INC
COM CL A
222070203
335
75035
SH
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75035
0
0
COUSINS PPTYS INC
COM NEW
222795502
1612
54025
SH
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CRACKER BARREL OLD CTRY STOR
COM
22410J106
952
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CRANE CO
COM
224399105
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CREE INC
COM
225447101
2332
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0
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CROWN CASTLE INTL CORP NEW
COM
22822V101
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CULLEN FROST BANKERS INC
COM
229899109
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CUMMINS INC
COM
231021106
6529
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SH
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CURTISS WRIGHT CORP
COM
231561101
1357
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SH
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15198
0
0
CYRUSONE INC
COM
23283R100
3053
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SH
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0
0
D R HORTON INC
COM
23331A109
4685
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0
0
DTE ENERGY CO
COM
233331107
5291
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0
DXC TECHNOLOGY CO
COM
23355L106
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DANA INCORPORATED
COM
235825205
641
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SH
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0
DANAHER CORPORATION
COM
235851102
28423
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0
0
DARDEN RESTAURANTS INC
COM
237194105
2514
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SH
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0
0
DARLING INGREDIENTS INC
COM
237266101
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SH
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59731
0
0
DAVITA INC
COM
23918K108
36192
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SH
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0
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DECKERS OUTDOOR CORP
COM
243537107
1996
10162
SH
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DEERE CO
COM
244199105
12555
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SH
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DELTA AIR LINES INC DEL
COM NEW
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DELUXE CORP
COM
248019101
20912
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SH
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888360
0
0
DENTSPLY SIRONA INC
COM
24906P109
2465
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DEVON ENERGY CORP NEW
COM
25179M103
1109
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0
0
DEXCOM INC
COM
252131107
9548
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SH
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23552
0
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DIAMONDBACK ENERGY INC
COM
25278X109
1684
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0
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DICKS SPORTING GOODS INC
COM
253393102
978
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0
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DIGITAL RLTY TR INC
COM
253868103
9738
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DISNEY WALT CO
COM DISNEY
254687106
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DISCOVER FINL SVCS
COM
254709108
3916
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0
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DISCOVERY INC
COM SER A
25470F104
862
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0
0
DISCOVERY INC
COM SER C
25470F302
1556
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0
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DISH NETWORK CORPORATION
CL A
25470M109
2266
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0
0
DOLLAR GEN CORP NEW
COM
256677105
44638
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234308
0
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DOLLAR TREE INC
COM
256746108
5615
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60585
0
0
DOMINION ENERGY INC
COM
25746U109
17399
214323
SH
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214323
0
0
DOMINOS PIZZA INC
COM
25754A201
3687
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SH
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0
0
DOMTAR CORP
COM NEW
257559203
425
20129
SH
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20129
0
0
DONALDSON INC
COM
257651109
2136
45921
SH
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45921
0
0
DOUGLAS EMMETT INC
COM
25960P109
1840
60015
SH
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60015
0
0
DOVER CORP
COM
260003108
3552
36787
SH
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36787
0
0
DOW INC
COM
260557103
7711
189191
SH
SOLE
189191
0
0
DUKE REALTY CORP
COM NEW
264411505
3330
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SH
SOLE
94108
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
14993
187670
SH
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187670
0
0
DUNKIN BRANDS GROUP INC
COM
265504100
1951
29907
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SOLE
29907
0
0
DUPONT DE NEMOURS INC
COM
26614N102
9958
187426
SH
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187426
0
0
DYCOM INDS INC
COM
267475101
472
11541
SH
SOLE
11541
0
0
EOG RES INC
COM
26875P101
7529
148624
SH
SOLE
148624
0
0
EQT CORP
COM
26884L109
1107
93061
SH
SOLE
93061
0
0
EPR PPTYS
COM SH BEN INT
26884U109
935
28229
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28229
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
2807
56439
SH
SOLE
56439
0
0
EAGLE MATERIALS INC
COM
26969P108
1061
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SH
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0
0
EAST WEST BANCORP INC
COM
27579R104
1867
51511
SH
SOLE
51511
0
0
EASTGROUP PPTY INC
COM
277276101
1687
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SH
SOLE
14219
0
0
EASTMAN CHEM CO
COM
277432100
2416
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34699
0
0
EATON VANCE CORP
COM NON VTG
278265103
1601
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SH
SOLE
41464
0
0
EBAY INC
COM
278642103
8851
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SH
SOLE
168742
0
0
ECOLAB INC
COM
278865100
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0
0
EDGEWELL PERS CARE CO
COM
28035Q102
616
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SH
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0
0
EDISON INTL
COM
281020107
5241
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96496
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
10936
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158243
0
0
ELECTRONIC ARTS INC
COM
285512109
9739
73752
SH
SOLE
73752
0
0
ELLINGTON FINANCIAL INC
COM
28852N109
17232
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SH
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1462778
0
0
ELLINGTON RESIDENTIAL MTG RE
COM SH BEN INT
288578107
5974
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SH
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0
0
EMCOR GROUP INC
COM
29084Q100
1319
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SH
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19935
0
0
EMERSON ELEC CO
COM
291011104
9466
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SOLE
152604
0
0
ENCOMPASS HEALTH CORP
COM
29261A100
2244
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SOLE
36228
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
1099
23136
SH
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23136
0
0
ENERSYS
COM
29275Y102
998
15498
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SOLE
15498
0
0
ENPHASE ENERGY INC
COM
29355A107
1409
29618
SH
SOLE
29618
0
0
ENTERGY CORP NEW
COM
29364G103
4795
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SH
SOLE
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0
0
EPAM SYS INC
COM
29414B104
53048
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SH
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210500
0
0
EQUIFAX INC
COM
294429105
5325
30981
SH
SOLE
30981
0
0
EQUINIX INC
COM
29444U700
15865
22590
SH
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22590
0
0
EQUITRANS MIDSTREAM CORP
COM
294600101
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SH
SOLE
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0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
5254
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SH
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89319
0
0
ESSENTIAL UTILS INC
COM
29670G102
3430
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SH
SOLE
81193
0
0
ESSEX PPTY TR INC
COM
297178105
3820
16668
SH
SOLE
16668
0
0
ETSY INC
COM
29786A106
4593
43238
SH
SOLE
43238
0
0
EVERCORE INC
CLASS A
29977A105
867
14714
SH
SOLE
14714
0
0
EVERGY INC
COM
30034W106
3432
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SH
SOLE
57879
0
0
EVERSOURCE ENERGY
COM
30040W108
7152
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SH
SOLE
85893
0
0
EXELON CORP
COM
30161N101
45322
1248887
SH
SOLE
1248887
0
0
EXELIXIS INC
COM
30161Q104
2651
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SH
SOLE
111658
0
0
EXPEDIA GROUP INC
COM NEW
30212P303
2845
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SH
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34609
0
0
EXPEDITORS INTL WASH INC
COM
302130109
3233
42511
SH
SOLE
42511
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
3046
32981
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SOLE
32981
0
0
EXXON MOBIL CORP
COM
30231G102
48289
1079818
SH
SOLE
1079818
0
0
FLIR SYS INC
COM
302445101
1356
33416
SH
SOLE
33416
0
0
F M C CORP
COM NEW
302491303
3294
33067
SH
SOLE
33067
0
0
F N B CORP
COM
302520101
882
117557
SH
SOLE
117557
0
0
FTI CONSULTING INC
COM
302941109
1549
13525
SH
SOLE
13525
0
0
FACEBOOK INC
CL A
30303M102
166705
734157
SH
SOLE
734157
0
0
FACTSET RESH SYS INC
COM
303075105
4541
13825
SH
SOLE
13825
0
0
FAIR ISAAC CORP
COM
303250104
4415
10562
SH
SOLE
10562
0
0
FASTENAL CO
COM
311900104
6266
146272
SH
SOLE
146272
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
1532
17978
SH
SOLE
17978
0
0
FEDERATED HERMES INC
CL B
314211103
828
34949
SH
SOLE
34949
0
0
FEDEX CORP
COM
31428X106
8608
61387
SH
SOLE
61387
0
0
F5 NETWORKS INC
COM
315616102
2167
15538
SH
SOLE
15538
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
42618
317833
SH
SOLE
317833
0
0
FIFTH THIRD BANCORP
COM
316773100
3505
181776
SH
SOLE
181776
0
0
FIRST AMERN FINL CORP
COM
31847R102
1948
40570
SH
SOLE
40570
0
0
FIRST FINL BANKSHARES
COM
32020R109
1492
51658
SH
SOLE
51658
0
0
FIRST HORIZON NATL CORP
COM
320517105
1130
113504
SH
SOLE
113504
0
0
FIRST INDL RLTY TR
COM
32054K103
1780
46301
SH
SOLE
46301
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
4644
43812
SH
SOLE
43812
0
0
FIRST SOLAR INC
COM
336433107
1373
27739
SH
SOLE
27739
0
0
FIRSTCASH INC
COM
33767D105
1019
15098
SH
SOLE
15098
0
0
FISERV INC
COM
337738108
38375
393108
SH
SOLE
393108
0
0
FIRSTENERGY CORP
COM
337932107
5366
138370
SH
SOLE
138370
0
0
FIVE BELOW INC
COM
33829M101
2164
20240
SH
SOLE
20240
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
29669
117954
SH
SOLE
117954
0
0
FLUOR CORP NEW
COM
343412102
616
50985
SH
SOLE
50985
0
0
FLOWERS FOODS INC
COM
343498101
1566
70033
SH
SOLE
70033
0
0
FLOWSERVE CORP
COM
34354P105
947
33206
SH
SOLE
33206
0
0
FOOT LOCKER INC
COM
344849104
1106
37924
SH
SOLE
37924
0
0
FORD MTR CO DEL
COM
345370860
6066
997653
SH
SOLE
997653
0
0
FORTINET INC
COM
34959E109
4698
34225
SH
SOLE
34225
0
0
FORTIVE CORP
COM
34959J108
5119
75663
SH
SOLE
75663
0
0
FORTRESS TRANS INFRST INVS L
COM REP LTD LIAB
34960P101
49062
3776923
SH
SOLE
3776923
0
0
FORTUNE BRANDS HOME SEC IN
COM
34964C106
2282
35691
SH
SOLE
35691
0
0
FOX CORP
CL A COM
35137L105
34885
1300694
SH
SOLE
1300694
0
0
FOX CORP
CL B COM
35137L204
1092
40701
SH
SOLE
40701
0
0
FRANKLIN RESOURCES INC
COM
354613101
1485
70814
SH
SOLE
70814
0
0
FREEPORT MCMORAN INC
CL B
35671D857
4291
370863
SH
SOLE
370863
0
0
FULTON FINL CORP PA
COM
360271100
620
58920
SH
SOLE
58920
0
0
GATX CORP
COM
361448103
776
12720
SH
SOLE
12720
0
0
GALLAGHER ARTHUR J CO
COM
363576109
4724
48454
SH
SOLE
48454
0
0
GAP INC
COM
364760108
682
54033
SH
SOLE
54033
0
0
GARTNER INC
COM
366651107
2760
22751
SH
SOLE
22751
0
0
GENERAC HLDGS INC
COM
368736104
2781
22808
SH
SOLE
22808
0
0
GENERAL DYNAMICS CORP
COM
369550108
8863
59302
SH
SOLE
59302
0
0
GENERAL ELECTRIC CO
COM
369604103
15258
2233992
SH
SOLE
2233992
0
0
GENERAL MLS INC
COM
370334104
9545
154821
SH
SOLE
154821
0
0
GENERAL MTRS CO
COM
37045V100
8138
321662
SH
SOLE
321662
0
0
GENTEX CORP
COM
371901109
2296
89096
SH
SOLE
89096
0
0
GENUINE PARTS CO
COM
372460105
3205
36857
SH
SOLE
36857
0
0
GENWORTH FINL INC
COM CL A
37247D106
423
183209
SH
SOLE
183209
0
0
GILEAD SCIENCES INC
COM
375558103
24641
320260
SH
SOLE
320260
0
0
GLACIER BANCORP INC
COM
37637Q105
1140
32300
SH
SOLE
32300
0
0
GLOBAL PMTS INC
COM
37940X102
58719
346180
SH
SOLE
346180
0
0
GLOBUS MED INC
CL A
379577208
1314
27539
SH
SOLE
27539
0
0
GLOBE LIFE INC
COM
37959E102
1860
25058
SH
SOLE
25058
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
15628
79083
SH
SOLE
79083
0
0
GOODYEAR TIRE RUBR CO
COM
382550101
758
84713
SH
SOLE
84713
0
0
GRACO INC
COM
384109104
2909
60610
SH
SOLE
60610
0
0
GRAHAM HLDGS CO
COM CL B
384637104
543
1584
SH
SOLE
1584
0
0
GRAINGER W W INC
COM
384802104
3482
11084
SH
SOLE
11084
0
0
GRAND CANYON ED INC
COM
38526M106
1555
17172
SH
SOLE
17172
0
0
GRANITE PT MTG TR INC
COM STK
38741L107
11488
1600000
SH
SOLE
1600000
0
0
GREAT AJAX CORP
COM
38983D300
8570
931509
SH
SOLE
931509
0
0
GREIF INC
CL A
397624107
330
9578
SH
SOLE
9578
0
0
GROCERY OUTLET HLDG CORP
COM
39874R101
942
23100
SH
SOLE
23100
0
0
GRUBHUB INC
COM
400110102
2353
33465
SH
SOLE
33465
0
0
HCA HEALTHCARE INC
COM
40412C101
6530
67282
SH
SOLE
67282
0
0
HNI CORP
COM
404251100
475
15528
SH
SOLE
15528
0
0
HP INC
COM
40434L105
6366
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SH
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0
0
HAEMONETICS CORP
COM
405024100
1644
18356
SH
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0
HAIN CELESTIAL GROUP INC
COM
405217100
902
28613
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0
HALLIBURTON CO
COM
406216101
2908
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224019
0
0
HANCOCK WHITNEY CORPORATION
COM
410120109
665
31386
SH
SOLE
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0
0
HANESBRANDS INC
COM
410345102
1004
88902
SH
SOLE
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0
0
HANOVER INS GROUP INC
COM
410867105
1404
13859
SH
SOLE
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0
0
HARLEY DAVIDSON INC
COM
412822108
1324
55700
SH
SOLE
55700
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
3527
91487
SH
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0
0
HASBRO INC
COM
418056107
2441
32572
SH
SOLE
32572
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
1432
39725
SH
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39725
0
0
HEALTHCARE SVCS GROUP INC
COM
421906108
661
27044
SH
SOLE
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0
0
HEALTHCARE RLTY TR
COM
421946104
1437
49064
SH
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0
HEALTHEQUITY INC
COM
42226A107
1523
25966
SH
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0
0
HEALTHPEAK PROPERTIES INC
COM
42250P103
3790
137509
SH
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0
0
HENRY JACK ASSOC INC
COM
426281101
3609
19610
SH
SOLE
19610
0
0
HERSHEY CO
COM
427866108
4874
37605
SH
SOLE
37605
0
0
HESS CORP
COM
42809H107
3454
66667
SH
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66667
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
3193
328121
SH
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328121
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0
HEXCEL CORP NEW
COM
428291108
1375
30400
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0
HIGHWOODS PPTYS INC
COM
431284108
1411
37801
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0
HILL ROM HLDGS INC
COM
431475102
2661
24237
SH
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0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
5204
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SH
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0
HOLLYFRONTIER CORP
COM
436106108
1110
38020
SH
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38020
0
0
HOLOGIC INC
COM
436440101
3757
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SH
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0
0
HOME BANCSHARES INC
COM
436893200
859
55868
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0
0
HOME DEPOT INC
COM
437076102
145686
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SH
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0
HONEYWELL INTL INC
COM
438516106
35717
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SH
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0
HORMEL FOODS CORP
COM
440452100
3455
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SH
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0
0
HOST HOTELS RESORTS INC
COM
44107P104
1942
180025
SH
SOLE
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0
0
HOWMET AEROSPACE INC
COM
443201108
1554
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SH
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0
0
HUBBELL INC
COM
443510607
2477
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SH
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0
HUDSON PAC PPTYS INC
COM
444097109
1403
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SOLE
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0
0
HUMANA INC
COM
444859102
13089
33755
SH
SOLE
33755
0
0
HUNT J B TRANS SVCS INC
COM
445658107
2591
21530
SH
SOLE
21530
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
2340
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SH
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0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
1811
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SH
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0
ICU MED INC
COM
44930G107
1292
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SH
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0
IPG PHOTONICS CORP
COM
44980X109
1457
9083
SH
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0
0
ITT INC
COM
45073V108
1843
31381
SH
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31381
0
0
IDACORP INC
COM
451107106
1602
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SH
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0
0
IDEX CORP
COM
45167R104
3044
19260
SH
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19260
0
0
IDEXX LABS INC
COM
45168D104
7149
21654
SH
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21654
0
0
ILLINOIS TOOL WKS INC
COM
452308109
12842
73443
SH
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0
0
ILLUMINA INC
COM
452327109
13919
37583
SH
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37583
0
0
INCYTE CORP
COM
45337C102
4793
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SH
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46104
0
0
INGERSOLL RAND INC
COM
45687V106
2483
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SH
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0
0
INGEVITY CORP
COM
45688C107
789
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SH
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15003
0
0
INGREDION INC
COM
457187102
2024
24382
SH
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24382
0
0
INSPERITY INC
COM
45778Q107
856
13225
SH
SOLE
13225
0
0
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
1206
25666
SH
SOLE
25666
0
0
INTEL CORP
COM
458140100
108959
1821135
SH
SOLE
1821135
0
0
INTERACTIVE BROKERS GROUP IN
COM CL A
45841N107
1167
27934
SH
SOLE
27934
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
348
7261
SH
SOLE
7261
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
12797
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SH
SOLE
139710
0
0
INTERDIGITAL INC
COM
45867G101
631
11146
SH
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11146
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
648
20229
SH
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20229
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
63612
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SH
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526723
0
0
INTERNATIONAL FLAVORS FRAGRA
COM
459506101
3342
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SH
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27287
0
0
INTL PAPER CO
COM
460146103
3534
100369
SH
SOLE
100369
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
1708
99525
SH
SOLE
99525
0
0
INTUIT
COM
461202103
19740
66648
SH
SOLE
66648
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
16985
29807
SH
SOLE
29807
0
0
IQVIA HLDGS INC
COM
46266C105
30065
211904
SH
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211904
0
0
IRON MTN INC NEW
COM
46284V101
1918
73496
SH
SOLE
73496
0
0
ISHARES TR
CORE US AGGBD ET
464287226
175069
1481000
SH
SOLE
1481000
0
0
ISHARES TR
IBOXX INV CP ETF
464287242
183727
1366000
SH
SOLE
1366000
0
0
ISHARES TR
CORE SP MCP ETF
464287507
27909
156953
SH
SOLE
156953
0
0
JBG SMITH PPTYS
COM
46590V100
1265
42763
SH
SOLE
42763
0
0
JPMORGAN CHASE CO
COM
46625H100
120232
1278243
SH
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1278243
0
0
JABIL INC
COM
466313103
1602
49942
SH
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49942
0
0
JACK IN THE BOX INC
COM
466367109
614
8288
SH
SOLE
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0
0
JACOBS ENGR GROUP INC
COM
469814107
2819
33240
SH
SOLE
33240
0
0
JEFFERIES FINL GROUP INC
COM
47233W109
1278
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SH
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0
0
JETBLUE AWYS CORP
COM
477143101
1070
98150
SH
SOLE
98150
0
0
JOHNSON JOHNSON
COM
478160104
120715
858387
SH
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858387
0
0
JONES LANG LASALLE INC
COM
48020Q107
1940
18756
SH
SOLE
18756
0
0
J2 GLOBAL INC
COM
48123V102
1042
16477
SH
SOLE
16477
0
0
JUNIPER NETWORKS INC
COM
48203R104
1934
84623
SH
SOLE
84623
0
0
KAR AUCTION SVCS INC
COM
48238T109
647
46990
SH
SOLE
46990
0
0
KBR INC
COM
48242W106
1167
51768
SH
SOLE
51768
0
0
KLA CORP
COM NEW
482480100
7700
39593
SH
SOLE
39593
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
3622
24260
SH
SOLE
24260
0
0
KB HOME
COM
48666K109
972
31697
SH
SOLE
31697
0
0
KELLOGG CO
COM
487836108
4219
63862
SH
SOLE
63862
0
0
KEMPER CORP DEL
COM
488401100
1621
22353
SH
SOLE
22353
0
0
KENNAMETAL INC
COM
489170100
866
30167
SH
SOLE
30167
0
0
KEYCORP
COM
493267108
3034
249113
SH
SOLE
249113
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
23966
237802
SH
SOLE
237802
0
0
KILROY RLTY CORP
COM
49427F108
2262
38538
SH
SOLE
38538
0
0
KIMBERLY CLARK CORP
COM
494368103
12293
86967
SH
SOLE
86967
0
0
KIMCO RLTY CORP
COM
49446R109
1418
110417
SH
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110417
0
0
KINDER MORGAN INC DEL
COM
49456B101
7535
496736
SH
SOLE
496736
0
0
KIRBY CORP
COM
497266106
1168
21813
SH
SOLE
21813
0
0
KNIGHT SWIFT TRANSN HLDGS IN
CL A
499049104
1857
44517
SH
SOLE
44517
0
0
KOHLS CORP
COM
500255104
825
39728
SH
SOLE
39728
0
0
KRAFT HEINZ CO
COM
500754106
5074
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SH
SOLE
159119
0
0
KROGER CO
COM
501044101
6796
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SH
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200757
0
0
L BRANDS INC
COM
501797104
882
58923
SH
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58923
0
0
LHC GROUP INC
COM
50187A107
1892
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SH
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10856
0
0
LKQ CORP
COM
501889208
2033
77591
SH
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77591
0
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
28018
165134
SH
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165134
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
4127
24847
SH
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24847
0
0
LAM RESEARCH CORP
COM
512807108
11996
37085
SH
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37085
0
0
LAMAR ADVERTISING CO NEW
CL A
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2095
31386
SH
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31386
0
0
LAMB WESTON HLDGS INC
COM
513272104
2386
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SH
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37323
0
0
LANCASTER COLONY CORP
COM
513847103
1120
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SH
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7229
0
0
LANDSTAR SYS INC
COM
515098101
1573
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SH
SOLE
14009
0
0
LAS VEGAS SANDS CORP
COM
517834107
3908
85821
SH
SOLE
85821
0
0
LAUDER ESTEE COS INC
CL A
518439104
10830
57401
SH
SOLE
57401
0
0
LEAR CORP COM
COM NEW
521865204
2163
19840
SH
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19840
0
0
LEGGETT PLATT INC
COM
524660107
1182
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SH
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33616
0
0
LEGG MASON INC
COM
524901105
1513
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SH
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30413
0
0
LEIDOS HOLDINGS INC
COM
525327102
3192
34077
SH
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34077
0
0
LENDINGTREE INC NEW
COM
52603B107
801
2768
SH
SOLE
2768
0
0
LENNAR CORP
CL A
526057104
4320
70112
SH
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70112
0
0
LENNOX INTL INC
COM
526107107
2943
12630
SH
SOLE
12630
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
651
5820
SH
SOLE
5820
0
0
LIFE STORAGE INC
COM
53223X107
1621
17077
SH
SOLE
17077
0
0
LILLY ELI CO
COM
532457108
35314
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SH
SOLE
215094
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
1821
21613
SH
SOLE
21613
0
0
LINCOLN NATL CORP IND
COM
534187109
1817
49377
SH
SOLE
49377
0
0
LITTELFUSE INC
COM
537008104
1499
8788
SH
SOLE
8788
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
1610
36327
SH
SOLE
36327
0
0
LIVERAMP HLDGS INC
COM
53815P108
1010
23782
SH
SOLE
23782
0
0
LOCKHEED MARTIN CORP
COM
539830109
65682
179990
SH
SOLE
179990
0
0
LOEWS CORP
COM
540424108
2121
61851
SH
SOLE
61851
0
0
LOGMEIN INC
COM
54142L109
1507
17774
SH
SOLE
17774
0
0
LOUISIANA PAC CORP
COM
546347105
1048
40842
SH
SOLE
40842
0
0
LOWES COS INC
COM
548661107
26061
192873
SH
SOLE
192873
0
0
LUMENTUM HLDGS INC
COM
55024U109
2218
27234
SH
SOLE
27234
0
0
M T BK CORP
COM
55261F104
3410
32799
SH
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32799
0
0
MDU RES GROUP INC
COM
552690109
1619
73008
SH
SOLE
73008
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
2116
125929
SH
SOLE
125929
0
0
MKS INSTRS INC
COM
55306N104
2258
19940
SH
SOLE
19940
0
0
MSA SAFETY INC
COM
553498106
1491
13030
SH
SOLE
13030
0
0
MSC INDL DIRECT INC
CL A
553530106
1200
16488
SH
SOLE
16488
0
0
MSCI INC
COM
55354G100
7263
21756
SH
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21756
0
0
MACERICH CO
COM
554382101
380
42349
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SOLE
42349
0
0
MACK CALI RLTY CORP
COM
554489104
504
32970
SH
SOLE
32970
0
0
MANHATTAN ASSOCS INC
COM
562750109
2176
23097
SH
SOLE
23097
0
0
MANPOWERGROUP INC
COM
56418H100
1454
21149
SH
SOLE
21149
0
0
MARATHON OIL CORP
COM
565849106
1235
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SH
SOLE
201821
0
0
MARATHON PETE CORP
COM
56585A102
6208
166074
SH
SOLE
166074
0
0
MARKETAXESS HLDGS INC
COM
57060D108
4849
9681
SH
SOLE
9681
0
0
MARRIOTT VACTINS WORLDWID CO
COM
57164Y107
1095
13325
SH
SOLE
13325
0
0
MARSH MCLENNAN COS INC
COM
571748102
13994
130336
SH
SOLE
130336
0
0
MARRIOTT INTL INC NEW
CL A
571903202
5891
68710
SH
SOLE
68710
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
3280
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SH
SOLE
15878
0
0
MASCO CORP
COM
574599106
41602
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SH
SOLE
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0
0
MASIMO CORP
COM
574795100
4142
18166
SH
SOLE
18166
0
0
MASTEC INC
COM
576323109
952
21213
SH
SOLE
21213
0
0
MASTERCARD INC
CL A
57636Q104
107861
364764
SH
SOLE
364764
0
0
MATTEL INC
COM
577081102
1221
126218
SH
SOLE
126218
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
4125
68058
SH
SOLE
68058
0
0
MAXIMUS INC
COM
577933104
1570
22292
SH
SOLE
22292
0
0
MCCORMICK CO INC
COM NON VTG
579780206
5670
31601
SH
SOLE
31601
0
0
MCDONALDS CORP
COM
580135101
35024
189863
SH
SOLE
189863
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
3614
192251
SH
SOLE
192251
0
0
MEDNAX INC
COM
58502B106
532
31102
SH
SOLE
31102
0
0
MERCK CO INC
COM
58933Y105
62987
814517
SH
SOLE
814517
0
0
MERCURY SYS INC
COM
589378108
1592
20235
SH
SOLE
20235
0
0
MERCURY GENL CORP NEW
COM
589400100
402
9867
SH
SOLE
9867
0
0
METLIFE INC
COM
59156R108
7194
196975
SH
SOLE
196975
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
4934
6125
SH
SOLE
6125
0
0
MICROSOFT CORP
COM
594918104
544720
2676625
SH
SOLE
2676625
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
6597
62647
SH
SOLE
62647
0
0
MICRON TECHNOLOGY INC
COM
595112103
14635
284063
SH
SOLE
284063
0
0
MID AMER APT CMNTYS INC
COM
59522J103
3353
29242
SH
SOLE
29242
0
0
MIDDLEBY CORP
COM
596278101
1595
20200
SH
SOLE
20200
0
0
MILLER HERMAN INC
COM
600544100
504
21349
SH
SOLE
21349
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
583
12415
SH
SOLE
12415
0
0
MOHAWK INDS INC
COM
608190104
1547
15204
SH
SOLE
15204
0
0
MOLINA HEALTHCARE INC
COM
60855R100
3827
21503
SH
SOLE
21503
0
0
MOLSON COORS BEVERAGE CO
CL B
60871R209
1649
47999
SH
SOLE
47999
0
0
MONDELEZ INTL INC
CL A
609207105
18642
364603
SH
SOLE
364603
0
0
MONOLITHIC PWR SYS INC
COM
609839105
3581
15109
SH
SOLE
15109
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
6620
95492
SH
SOLE
95492
0
0
MOODYS CORP
COM
615369105
31305
113948
SH
SOLE
113948
0
0
MORGAN STANLEY
COM NEW
617446448
14772
305845
SH
SOLE
305845
0
0
MOSAIC CO NEW
COM
61945C103
1115
89098
SH
SOLE
89098
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
6086
43431
SH
SOLE
43431
0
0
MURPHY OIL CORP
COM
626717102
734
53195
SH
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53195
0
0
MURPHY USA INC
COM
626755102
1124
9987
SH
SOLE
9987
0
0
NCR CORP NEW
COM
62886E108
806
46530
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SOLE
46530
0
0
NRG ENERGY INC
COM NEW
629377508
2030
62336
SH
SOLE
62336
0
0
NVR INC
COM
62944T105
3008
923
SH
SOLE
923
0
0
NASDAQ INC
COM
631103108
3506
29350
SH
SOLE
29350
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
1378
32866
SH
SOLE
32866
0
0
NATIONAL GEN HLDGS CORP
COM
636220303
28093
1300000
SH
SOLE
1300000
0
0
NATIONAL INSTRS CORP
COM
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1657
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0
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COM
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1215
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COM
637417106
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NAVIENT CORPORATION
COM
63938C108
437
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COM
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1500
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NETAPP INC
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NETFLIX INC
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64110L106
51104
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0
NETSCOUT SYS INC
COM
64115T104
590
23087
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NEW FORTRESS ENERGY LLC
CL A SHS RP LLC
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0
NEW JERSEY RES
COM
646025106
1138
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34849
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NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
62447
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NEW YORK CMNTY BANCORP INC
COM
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1722
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NEW YORK TIMES CO
CL A
650111107
2207
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NEWELL BRANDS INC
COM
651229106
1548
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NEWMARKET CORP
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1068
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NEWMONT CORP
COM
651639106
12658
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0
NEWS CORP NEW
CL A
65249B109
1178
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99335
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0
NEWS CORP NEW
CL B
65249B208
334
27944
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27944
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0
NEXTERA ENERGY INC
COM
65339F101
30025
125015
SH
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125015
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0
NIKE INC
CL B
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31056
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NISOURCE INC
COM
65473P105
2224
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NOBLE ENERGY INC
COM
655044105
1098
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NORDSON CORP
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655663102
3551
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NORDSTROM INC
COM
655664100
610
39400
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39400
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0
NORFOLK SOUTHERN CORP
COM
655844108
11484
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65411
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NORTHERN TR CORP
COM
665859104
4216
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53143
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NORTHROP GRUMMAN CORP
COM
666807102
12185
39633
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39633
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NORTHWESTERN CORP
COM NEW
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1001
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0
NORTONLIFELOCK INC
COM
668771108
2745
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NU SKIN ENTERPRISES INC
CL A
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NUCOR CORP
COM
670346105
3187
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NVIDIA CORP
COM
67066G104
59673
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NUVASIVE INC
COM
670704105
1038
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OGE ENERGY CORP
COM
670837103
2212
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O I GLASS INC
COM
67098H104
512
57031
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0
OREILLY AUTOMOTIVE INC
COM
67103H107
7973
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18907
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OCCIDENTAL PETE CORP
COM
674599105
4206
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OLD DOMINION FREIGHT LINE IN
COM
679580100
4095
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OLD REP INTL CORP
COM
680223104
1696
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OLLIES BARGAIN OUTLET HLDGS
COM
681116109
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OMNICOM GROUP INC
COM
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2987
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OMEGA HEALTHCARE INVS INC
COM
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2455
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ONE GAS INC
COM
68235P108
1480
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ONEOK INC NEW
COM
682680103
3731
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SH
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112309
0
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ORACLE CORP
COM
68389X105
70377
1273328
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OSHKOSH CORP
COM
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1774
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24776
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OTIS WORLDWIDE CORP
COM
68902V107
5912
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OWENS CORNING NEW
COM
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2191
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PBF ENERGY INC
CL A
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380
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PNC FINL SVCS GROUP INC
COM
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11399
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PNM RES INC
COM
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1113
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PPG INDS INC
COM
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6389
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PPL CORP
COM
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5074
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PRA HEALTH SCIENCES INC
COM
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2257
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PVH CORPORATION
COM
693656100
872
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PTC INC
COM
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2951
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PACCAR INC
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PACKAGING CORP AMER
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2420
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COM
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643
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PARK HOTELS RESORTS INC
COM
700517105
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PARKER HANNIFIN CORP
COM
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PATTERSON COS INC
COM
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691
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PAYCHEX INC
COM
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6177
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PAYCOM SOFTWARE INC
COM
70432V102
3801
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PAYLOCITY HLDG CORP
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PAYPAL HLDGS INC
COM
70450Y103
65845
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PEBBLEBROOK HOTEL TR
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70509V100
651
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PEOPLES UNITED FINANCIAL INC
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1255
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PEPSICO INC
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46873
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PERKINELMER INC
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2793
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PFIZER INC
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COM
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65622
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COM
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COM
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1292
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PILGRIMS PRIDE CORP
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318
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PINNACLE FINL PARTNERS INC
COM
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1090
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PINNACLE WEST CAP CORP
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PINTEREST INC
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PIONEER NAT RES CO
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POLARIS INC
COM
731068102
1937
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POOL CORPORATION
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3945
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14509
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POST HLDGS INC
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737446104
2040
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POTLATCHDELTIC CORPORATION
COM
737630103
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24393
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PRESTIGE CONSMR HEALTHCARE I
COM
74112D101
686
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PRICE T ROWE GROUP INC
COM
74144T108
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PRIMERICA INC
COM
74164M108
1726
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PRINCIPAL FINANCIAL GROUP IN
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PROCTER AND GAMBLE CO
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107828
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PROGRESSIVE CORP OHIO
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743315103
11974
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PROLOGIS INC
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PROSPERITY BANCSHARES INC
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PRUDENTIAL FINL INC
COM
744320102
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PUBLIC SVC ENTERPRISE GRP IN
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PUBLIC STORAGE
COM
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PULTE GROUP INC
COM
745867101
2191
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QORVO INC
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3234
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QUALCOMM INC
COM
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53565
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QUALYS INC
COM
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1269
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12200
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QUANTA SVCS INC
COM
74762E102
1380
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QUEST DIAGNOSTICS INC
COM
74834L100
3897
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QUIDEL CORP
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3110
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13900
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RLI CORP
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1191
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RH
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1498
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RPM INTL INC
COM
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3535
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RALPH LAUREN CORP
CL A
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886
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RAYMOND JAMES FINL INC
COM
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2143
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0
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RAYONIER INC
COM
754907103
1251
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RAYTHEON TECHNOLOGIES CORP
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60362
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REALTY INCOME CORP
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5221
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0
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REGAL BELOIT CORP
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758750103
1284
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14703
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REGENCY CTRS CORP
COM
758849103
1988
43312
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43312
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REGENERON PHARMACEUTICALS
COM
75886F107
16085
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25792
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REGIONS FINANCIAL CORP NEW
COM
7591EP100
2717
244364
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244364
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REINSURANCE GRP OF AMERICA I
COM NEW
759351604
1937
24697
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24697
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RELIANCE STEEL ALUMINUM CO
COM
759509102
2201
23182
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23182
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REPLIGEN CORP
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759916109
2123
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REPUBLIC SVCS INC
COM
760759100
4405
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RESMED INC
COM
761152107
7090
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ROBERT HALF INTL INC
COM
770323103
1548
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29299
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ROCKWELL AUTOMATION INC
COM
773903109
6311
29629
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29629
0
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ROLLINS INC
COM
775711104
1527
36033
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36033
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ROPER TECHNOLOGIES INC
COM
776696106
10346
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ROSS STORES INC
COM
778296103
7740
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ROYAL GOLD INC
COM
780287108
2970
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RYDER SYS INC
COM
783549108
733
19545
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19545
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SBA COMMUNICATIONS CORP NEW
CL A
78410G104
8503
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28541
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SEI INVTS CO
COM
784117103
2485
45201
SH
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45201
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0
SL GREEN RLTY CORP
COM
78440X101
964
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19566
0
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SLM CORP
COM
78442P106
960
136521
SH
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136521
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SPDR S P 500 ETF TR
TR UNIT
78462F103
348956
1131650
SH
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1131650
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SVB FINANCIAL GROUP
COM
78486Q101
2839
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13172
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SABRA HEALTH CARE REIT INC
COM
78573L106
1080
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SABRE CORP
COM
78573M104
808
100301
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100301
0
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SALESFORCE COM INC
COM
79466L302
43103
230092
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SALLY BEAUTY HLDGS INC
COM
79546E104
514
41043
SH
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41043
0
0
SANDERSON FARMS INC
COM
800013104
835
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SH
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0
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HENRY SCHEIN INC
COM
806407102
2129
36467
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36467
0
0
SCHLUMBERGER LTD
COM
806857108
6518
354446
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354446
0
0
SCHWAB CHARLES CORP
COM
808513105
9874
292640
SH
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0
0
SCIENCE APPLICATIONS INTL CO
COM
808625107
1395
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17957
0
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SCIENTIFIC GAMES CORP
COM
80874P109
308
19945
SH
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19945
0
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SCOTTS MIRACLE GRO CO
CL A
810186106
1934
14384
SH
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14384
0
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SEALED AIR CORP NEW
COM
81211K100
1306
39766
SH
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39766
0
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SELECT SECTOR SPDR TR
SBI HEALTHCARE
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14253
142428
SH
SOLE
142428
0
0
SELECT SECTOR SPDR TR
SBI INT FINL
81369Y605
41581
1796917
SH
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1796917
0
0
SELECT SECTOR SPDR TR
SBI INT INDS
81369Y704
8817
128344
SH
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128344
0
0
SELECTIVE INS GROUP INC
COM
816300107
1145
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SH
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21719
0
0
SEMTECH CORP
COM
816850101
1237
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SH
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23687
0
0
SEMPRA ENERGY
COM
816851109
8756
74688
SH
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74688
0
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SENSIENT TECHNOLOGIES CORP
COM
81725T100
802
15368
SH
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15368
0
0
SERVICE CORP INTL
COM
817565104
2521
64830
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64830
0
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SERVICE PPTYS TR
COM SH BEN INT
81761L102
425
59915
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0
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SERVICENOW INC
COM
81762P102
31878
78700
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0
SHERWIN WILLIAMS CO
COM
824348106
11932
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0
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COM
82669G104
2090
19545
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19545
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0
SILICON LABORATORIES INC
COM
826919102
1594
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SH
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SILGAN HOLDINGS INC
COM
827048109
917
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28296
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SIMON PPTY GROUP INC NEW
COM
828806109
114409
1673135
SH
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0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
550
28629
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28629
0
0
SKECHERS U S A INC
CL A
830566105
1555
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0
SKYWORKS SOLUTIONS INC
COM
83088M102
5449
42620
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0
SLACK TECHNOLOGIES INC
COM CL A
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4092
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831865209
1627
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3083
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COM
833034101
1926
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SNAP INC
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9396
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SOLAREDGE TECHNOLOGIES INC
COM
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2508
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SONOCO PRODS CO
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1910
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842587107
13983
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844741108
4683
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COM
844895102
1384
20045
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20045
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SPIRE INC
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84857L101
1226
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18656
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SPIRIT RLTY CAP INC NEW
COM NEW
84860W300
1305
37423
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37423
0
0
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COM
85208M102
1096
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CL A
852234103
23087
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854502101
5487
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21955
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857477103
5711
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STEEL DYNAMICS INC
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858119100
1998
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0
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858912108
1861
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COM
85917A100
829
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70746
0
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STIFEL FINL CORP
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860630102
1184
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24971
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862121100
1928
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86272C103
1245
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STRYKER CORP
COM
863667101
77090
427827
SH
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0
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SUBURBAN PROPANE PARTNERS L
UNIT LTD PARTN
864482104
8723
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0
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COM
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COM
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CL A
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1322
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COM
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COM
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COM
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697
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TAKE TWO INTERACTIVE SOFTWAR
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COM
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930
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TARGET CORP
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COM NEW
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435
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1245
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214
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TOPBUILD CORP
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698
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TYSON FOODS INC
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CL B
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CL A
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COM
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CL A
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COM
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CL A
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ORD SHS
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522
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ORD SHS
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AMCOR PLC
ORD
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4106
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AON PLC
SHS CL A
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ATHENE HLDG LTD
CL A
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121641
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69259
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446
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ESSENT GROUP LTD
COM
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G3223R108
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SHS
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COM
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ORD SHS
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SHS
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0
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INVESCO LTD
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1034
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0
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6486
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0
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SHS
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28458
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SH
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0
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LIVANOVA PLC
SHS
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850
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SH
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0
0
MEDTRONIC PLC
SHS
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31411
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SH
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0
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APTIV PLC
SHS
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5329
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0
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SHS EUR
G6518L108
24162
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SH
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0
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NORWEGIAN CRUISE LINE HLDG L
SHS
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1076
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SH
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0
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NVENT ELECTRIC PLC
SHS
G6700G107
1065
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0
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RENAISSANCERE HOLDINGS LTD
COM
G7496G103
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SEAGATE TECHNOLOGY PLC
SHS
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2794
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SH
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0
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PENTAIR PLC
SHS
G7S00T104
1608
42314
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0
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STERIS PLC
SHS USD
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3323
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COM
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SHS
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5438
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0
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SHS
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6482
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0
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SHS
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0
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COM
H1467J104
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REG SHS
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6867
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385
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L44385109
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SHS EURO
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2123
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0
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COM
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0
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