0000762152-21-000003.txt : 20210503
0000762152-21-000003.hdr.sgml : 20210503
20210503124717
ACCESSION NUMBER: 0000762152-21-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210503
DATE AS OF CHANGE: 20210503
EFFECTIVENESS DATE: 20210503
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: 21882169
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
03-31-2021
03-31-2021
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
05-03-2021
0
919
15029587
false
INFORMATION TABLE
2
InformationTable_03_31_2021.xml
AFLAC INC
COM
001055102
9049
176805
SH
SOLE
176805
0
0
AGCO CORP
COM
001084102
3275
22797
SH
SOLE
22797
0
0
AES CORP
COM
00130H105
4495
167657
SH
SOLE
167657
0
0
ASGN INC
COM
00191U102
1875
19645
SH
SOLE
19645
0
0
ATT INC
COM
00206R102
192239
6350811
SH
SOLE
6350811
0
0
ABBOTT LABS
COM
002824100
53283
444619
SH
SOLE
444619
0
0
ABBVIE INC
COM
00287Y109
104838
968750
SH
SOLE
968750
0
0
ABIOMED INC
COM
003654100
3626
11375
SH
SOLE
11375
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
1885
32981
SH
SOLE
32981
0
0
ACI WORLDWIDE INC
COM
004498101
1651
43398
SH
SOLE
43398
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
18520
199142
SH
SOLE
199142
0
0
ACUITY BRANDS INC
COM
00508Y102
2197
13314
SH
SOLE
13314
0
0
ADOBE SYSTEMS INCORPORATED
COM
00724F101
105294
221499
SH
SOLE
221499
0
0
ADTALEM GLOBAL ED INC
COM
00737L103
733
18545
SH
SOLE
18545
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
3015
16432
SH
SOLE
16432
0
0
AECOM
COM
00766T100
3510
54752
SH
SOLE
54752
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
67735
862869
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0
0
AFFILIATED MANAGERS GROUP IN
COM
008252108
2350
15766
SH
SOLE
15766
0
0
AFFIRM HLDGS INC
COM CL A
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48636
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SOLE
48636
0
0
AGILENT TECHNOLOGIES INC
COM
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29268
230206
SH
SOLE
230206
0
0
AIR PRODS CHEMS INC
COM
009158106
34601
122985
SH
SOLE
122985
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
4172
40939
SH
SOLE
40939
0
0
ALASKA AIR GROUP INC
COM
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SH
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ALBEMARLE CORP
COM
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SH
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0
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ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
5247
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SH
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31935
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ALEXION PHARMACEUTICALS INC
COM
015351109
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57661
SH
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0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
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0
0
ALIGN TECHNOLOGY INC
COM
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SH
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ALLEGHANY CORP DEL
COM
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SH
SOLE
5231
0
0
ALLEGIANT TRAVEL CO
COM
01748X102
8542
35000
SH
SOLE
35000
0
0
ALLETE INC
COM NEW
018522300
1293
19250
SH
SOLE
19250
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
2065
18420
SH
SOLE
18420
0
0
ALLIANT ENERGY CORP
COM
018802108
3398
62731
SH
SOLE
62731
0
0
ALLSTATE CORP
COM
020002101
8728
75966
SH
SOLE
75966
0
0
ALLY FINL INC
COM
02005N100
298
6600
SH
SOLE
6600
0
0
ALPHABET INC
CAP STK CL C
02079K107
151343
73161
SH
SOLE
73161
0
0
ALPHABET INC
CAP STK CL A
02079K305
227453
110279
SH
SOLE
110279
0
0
ALTRIA GROUP INC
COM
02209S103
65317
1276724
SH
SOLE
1276724
0
0
ALTUS MIDSTREAM CO
COM NEW CL A
02215L209
9182
175000
SH
SOLE
175000
0
0
AMAZON COM INC
COM
023135106
422116
136427
SH
SOLE
136427
0
0
AMEDISYS INC
COM
023436108
3217
12151
SH
SOLE
12151
0
0
AMEREN CORP
COM
023608102
5174
63593
SH
SOLE
63593
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
3836
160504
SH
SOLE
160504
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
2199
50948
SH
SOLE
50948
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
10556
124623
SH
SOLE
124623
0
0
AMERICAN EAGLE OUTFITTERS IN
COM
02553E106
1621
55422
SH
SOLE
55422
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
2958
25929
SH
SOLE
25929
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
10794
233596
SH
SOLE
233596
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
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111495
SH
SOLE
111495
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
6826
45532
SH
SOLE
45532
0
0
AMERIPRISE FINL INC
COM
03076C106
7613
32749
SH
SOLE
32749
0
0
AMETEK INC
COM
031100100
7391
57863
SH
SOLE
57863
0
0
AMGEN INC
COM
031162100
54460
218882
SH
SOLE
218882
0
0
AMKOR TECHNOLOGY INC
COM
031652100
941
39700
SH
SOLE
39700
0
0
AMPHENOL CORP NEW
CL A
032095101
9922
150396
SH
SOLE
150396
0
0
ANALOG DEVICES INC
COM
032654105
14361
92603
SH
SOLE
92603
0
0
ANNALY CAPITAL MANAGEMENT IN
COM
035710409
189
22000
SH
SOLE
22000
0
0
ANSYS INC
COM
03662Q105
7387
21754
SH
SOLE
21754
0
0
ANTHEM INC
COM
036752103
23120
64410
SH
SOLE
64410
0
0
ANTERO MIDSTREAM CORP
COM
03676B102
957
105990
SH
SOLE
105990
0
0
APA CORPORATION
COM
03743Q108
1697
94796
SH
SOLE
94796
0
0
APARTMENT INCOME REIT CORP
COM
03750L109
2356
55100
SH
SOLE
55100
0
0
APOLLO COML REAL EST FIN INC
COM
03762U105
76276
5459968
SH
SOLE
5459968
0
0
APPLE INC
COM
037833100
699889
5729754
SH
SOLE
5729754
0
0
APPLIED MATLS INC
COM
038222105
120738
903724
SH
SOLE
903724
0
0
APTARGROUP INC
COM
038336103
3413
24092
SH
SOLE
24092
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
7986
140108
SH
SOLE
140108
0
0
ARISTA NETWORKS INC
COM
040413106
4278
14170
SH
SOLE
14170
0
0
ARROW ELECTRS INC
COM
042735100
3422
30875
SH
SOLE
30875
0
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
2548
38428
SH
SOLE
38428
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
1791
20172
SH
SOLE
20172
0
0
ASSOCIATED BANC CORP
COM
045487105
1209
56631
SH
SOLE
56631
0
0
ASSURANT INC
COM
04621X108
2059
14523
SH
SOLE
14523
0
0
ATMOS ENERGY CORP
COM
049560105
5055
51137
SH
SOLE
51137
0
0
AUTODESK INC
COM
052769106
53463
192903
SH
SOLE
192903
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
21043
111654
SH
SOLE
111654
0
0
AUTONATION INC
COM
05329W102
1903
20419
SH
SOLE
20419
0
0
AUTOZONE INC
COM
053332102
7795
5551
SH
SOLE
5551
0
0
AVALONBAY CMNTYS INC
COM
053484101
6781
36750
SH
SOLE
36750
0
0
AVANOS MED INC
COM
05350V106
778
17776
SH
SOLE
17776
0
0
AVERY DENNISON CORP
COM
053611109
4019
21882
SH
SOLE
21882
0
0
AVIENT CORPORATION
COM
05368V106
1597
33781
SH
SOLE
33781
0
0
AVIS BUDGET GROUP
COM
053774105
1387
19124
SH
SOLE
19124
0
0
AVNET INC
COM
053807103
1530
36863
SH
SOLE
36863
0
0
AXON ENTERPRISE INC
COM
05464C101
3364
23619
SH
SOLE
23619
0
0
AZEK CO INC
CL A
05478C105
13456
320000
SH
SOLE
320000
0
0
BJS WHSL CLUB HLDGS INC
COM
05550J101
2280
50817
SH
SOLE
50817
0
0
BAKER HUGHES COMPANY
CL A
05722G100
5045
233461
SH
SOLE
233461
0
0
BALL CORP
COM
058498106
6972
82281
SH
SOLE
82281
0
0
BANCORPSOUTH BK TUPELO MISS
COM
05971J102
1161
35744
SH
SOLE
35744
0
0
BK OF AMERICA CORP
COM
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73770
1906702
SH
SOLE
1906702
0
0
BANK HAWAII CORP
COM
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1333
14899
SH
SOLE
14899
0
0
BANK NEW YORK MELLON CORP
COM
064058100
9823
207709
SH
SOLE
207709
0
0
BANK OZK
COM
06417N103
1827
44727
SH
SOLE
44727
0
0
BAXTER INTL INC
COM
071813109
10691
126755
SH
SOLE
126755
0
0
BECTON DICKINSON CO
COM
075887109
17725
72897
SH
SOLE
72897
0
0
BELDEN INC
COM
077454106
719
16214
SH
SOLE
16214
0
0
BERKLEY W R CORP
COM
084423102
2649
35157
SH
SOLE
35157
0
0
BERKSHIRE HATHAWAY INC DEL
CL A
084670108
44741
116
SH
SOLE
116
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
164436
643662
SH
SOLE
643662
0
0
BEST BUY INC
COM
086516101
42547
370585
SH
SOLE
370585
0
0
BIO RAD LABS INC
CL A
090572207
3084
5400
SH
SOLE
5400
0
0
BIOGEN INC
COM
09062X103
62100
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SH
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0
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BIO TECHNE CORP
COM
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SH
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BLACK HILLS CORP
COM
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SH
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23298
0
0
BLACKBAUD INC
COM
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1270
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SH
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17872
0
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BLACKROCK INC
COM
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SH
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39298
0
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BLACKROCK TCP CAPITAL CORP
COM
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SH
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0
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BLOCK H R INC
COM
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SH
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0
0
BOEING CO
COM
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SH
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0
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BOOKING HOLDINGS INC
COM
09857L108
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SH
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11604
0
0
BORGWARNER INC
COM
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3190
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SH
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68817
0
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BOSTON BEER INC
CL A
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4164
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SH
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3452
0
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BOSTON PROPERTIES INC
COM
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SH
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0
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BOSTON SCIENTIFIC CORP
COM
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SH
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355665
0
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BOYD GAMING CORP
COM
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BRIGHTHOUSE FINL INC
COM
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SH
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32365
0
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BRINKS CO
COM
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1455
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SH
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0
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BRISTOL MYERS SQUIBB CO
COM
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245837
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SH
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3894143
0
0
BRIXMOR PPTY GROUP INC
COM
11120U105
2223
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SH
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109884
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
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SH
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29039
0
0
BROADCOM INC
COM
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SH
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202272
0
0
BROOKS AUTOMATION INC
COM
114340102
2245
27500
SH
SOLE
27500
0
0
BROWN BROWN INC
COM
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SH
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0
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BROWN FORMAN CORP
CL B
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SH
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BRUNSWICK CORP
COM
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2748
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SH
SOLE
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BUILDERS FIRSTSOURCE INC
COM
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SH
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0
0
CBOE GLOBAL MKTS INC
COM
12503M108
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SH
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0
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CBRE GROUP INC
CL A
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SH
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0
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CDK GLOBAL INC
COM
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SH
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0
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CDW CORP
COM
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SH
SOLE
35425
0
0
CF INDS HLDGS INC
COM
125269100
2437
53712
SH
SOLE
53712
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
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35458
SH
SOLE
35458
0
0
CIGNA CORP NEW
COM
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SH
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0
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CIT GROUP INC
COM NEW
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SH
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36544
0
0
CMC MATERIALS INC
COM
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SH
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0
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CME GROUP INC
COM
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SH
SOLE
90089
0
0
CMS ENERGY CORP
COM
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SH
SOLE
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0
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CNO FINL GROUP INC
COM
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SH
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49879
0
0
CSX CORP
COM
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SH
SOLE
191323
0
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CNX RES CORP
COM
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SH
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81388
0
0
CVS HEALTH CORP
COM
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SH
SOLE
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0
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CABLE ONE INC
COM
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SH
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0
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CABOT CORP
COM
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SH
SOLE
21009
0
0
CABOT OIL GAS CORP
COM
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1882
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SH
SOLE
100219
0
0
CACI INTL INC
CL A
127190304
2314
9383
SH
SOLE
9383
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
9884
72154
SH
SOLE
72154
0
0
CAESARS ENTERTAINMENT INC NE
COM
12769G100
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52300
SH
SOLE
52300
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
3973
36144
SH
SOLE
36144
0
0
CAMPBELL SOUP CO
COM
134429109
2562
50971
SH
SOLE
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0
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CANTEL MED CORP
COM
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SH
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0
0
CAPITAL ONE FINL CORP
COM
14040H105
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SH
SOLE
122204
0
0
CARLISLE COS INC
COM
142339100
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19749
SH
SOLE
19749
0
0
CARMAX INC
COM
143130102
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SH
SOLE
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0
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CARNIVAL CORP
UNIT 99999999
143658300
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SH
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0
0
CARRIER GLOBAL CORPORATION
COM
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SH
SOLE
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0
0
CARTERS INC
COM
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1449
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SH
SOLE
16293
0
0
CASEYS GEN STORES INC
COM
147528103
2967
13725
SH
SOLE
13725
0
0
CATALENT INC
COM
148806102
4497
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SH
SOLE
42700
0
0
CATERPILLAR INC
COM
149123101
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SH
SOLE
136876
0
0
CATHAY GEN BANCORP
COM
149150104
1127
27639
SH
SOLE
27639
0
0
CELANESE CORP DEL
COM
150870103
4290
28637
SH
SOLE
28637
0
0
CELSIUS HLDGS INC
COM NEW
15118V207
961
20000
SH
SOLE
20000
0
0
CENTENE CORP DEL
COM
15135B101
9777
152980
SH
SOLE
152980
0
0
CENTERPOINT ENERGY INC
COM
15189T107
3135
138399
SH
SOLE
138399
0
0
CERIDIAN HCM HLDG INC
COM
15677J108
4089
48523
SH
SOLE
48523
0
0
CERNER CORP
COM
156782104
5528
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SH
SOLE
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0
0
CHAMPIONX CORPORATION
COM
15872M104
1501
69065
SH
SOLE
69065
0
0
CHARLES RIV LABS INTL INC
COM
159864107
5354
18472
SH
SOLE
18472
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
21914
35516
SH
SOLE
35516
0
0
CHEMED CORP NEW
COM
16359R103
2722
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SH
SOLE
5920
0
0
CHEMOURS CO
COM
163851108
1709
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SH
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61220
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
346
4800
SH
SOLE
4800
0
0
CHEVRON CORP NEW
COM
166764100
50663
483468
SH
SOLE
483468
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
42660
30025
SH
SOLE
30025
0
0
CHOICE HOTELS INTL INC
COM
169905106
1142
10646
SH
SOLE
10646
0
0
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COM NEW
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COM
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COM NEW
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COM
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COM NEW
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SH BEN INT NEW
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FOX CORP
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FREEPORT MCMORAN INC
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SOLE
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0
GLOBUS MED INC
CL A
379577208
1766
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37959E102
2537
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6963
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0
MICROSOFT CORP
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0
MICROVISION INC DEL
COM NEW
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9275
500000
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0
MICROCHIP TECHNOLOGY INC
COM
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10485
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0
MICRON TECHNOLOGY INC
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29618
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0
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0
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COM
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899
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0
MINERALS TECHNOLOGIES INC
COM
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0
MODIVCARE INC
COM
60783X104
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COM
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COM
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MOLSON COORS BEVERAGE CO
CL B
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0
MONDELEZ INTL INC
CL A
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20743
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COM
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3815
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9081
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COM
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33250
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0
MORGAN STANLEY
COM NEW
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30336
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COM
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3038
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MOTOROLA SOLUTIONS INC
COM NEW
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MURPHY OIL CORP
COM
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878
53495
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0
MURPHY USA INC
COM
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1357
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NCR CORP NEW
COM
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1830
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0
NRG ENERGY INC
COM NEW
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2495
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0
NVR INC
COM
62944T105
4348
923
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NOV INC
COM
62955J103
1337
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NASDAQ INC
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4269
28950
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0
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COM
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1688
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NATIONAL INSTRS CORP
COM
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2104
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NATIONAL RETAIL PROPERTIES I
COM
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2859
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COM
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1349
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NEOGEN CORP
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4336
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0
NETFLIX INC
COM
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0
NETSCOUT SYS INC
COM
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0
NEUROCRINE BIOSCIENCES INC
COM
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3375
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NEW JERSEY RES CORP
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1421
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0
NEW RESIDENTIAL INVT CORP
COM NEW
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0
0
NEW YORK CMNTY BANCORP INC
COM
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NEW YORK TIMES CO
CL A
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0
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COM
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1014
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0
NEWMONT CORP
COM
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12104
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0
NEWS CORP NEW
CL A
65249B109
2806
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0
0
NEWS CORP NEW
CL B
65249B208
717
30544
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0
NEXTERA ENERGY INC
COM
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37190
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0
NIKE INC
CL B
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0
NISOURCE INC
COM
65473P105
2370
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0
NORDSON CORP
COM
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3977
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0
0
NORDSTROM INC
COM
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1526
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0
0
NORFOLK SOUTHN CORP
COM
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16973
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0
NORTHERN TR CORP
COM
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5491
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0
NORTHROP GRUMMAN CORP
COM
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12924
39933
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0
NORTHWESTERN CORP
COM NEW
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1223
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0
0
NORTONLIFELOCK INC
COM
668771108
3105
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0
NU SKIN ENTERPRISES INC
CL A
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996
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0
0
NUCOR CORP
COM
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6498
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0
NVIDIA CORPORATION
COM
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112430
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0
NUVASIVE INC
COM
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1249
19050
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0
OGE ENERGY CORP
COM
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3452
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0
0
OREILLY AUTOMOTIVE INC
COM
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8931
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0
OCCIDENTAL PETE CORP
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0
OLD DOMINION FREIGHT LINE IN
COM
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0
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COM
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2288
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0
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COM
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OMNICOM GROUP INC
COM
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4101
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OMEGA HEALTHCARE INVS INC
COM
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ON SEMICONDUCTOR CORP
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416
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SH
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0
0
ONE GAS INC
COM
68235P108
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0
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ONEOK INC NEW
COM
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0
0
ORACLE CORP
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68389X105
87469
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0
0
OSHKOSH CORP
COM
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3011
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0
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OTIS WORLDWIDE CORP
COM
68902V107
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0
OWENS CORNING NEW
COM
690742101
3866
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0
0
PG E CORP
COM
69331C108
389
33200
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33200
0
0
PNC FINL SVCS GROUP INC
COM
693475105
18672
106447
SH
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0
0
PNM RES INC
COM
69349H107
1558
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0
0
PPG INDS INC
COM
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9247
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SH
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0
0
PPL CORP
COM
69351T106
5980
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0
0
PRA HEALTH SCIENCES INC
COM
69354M108
3664
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0
PS BUSINESS PKS INC CALIF
COM
69360J107
1145
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0
0
PVH CORPORATION
COM
693656100
1887
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0
0
PTC INC
COM
69370C100
5360
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SH
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0
0
PACCAR INC
COM
693718108
8673
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SH
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0
0
PACKAGING CORP AMER
COM
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3315
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0
GREAT WESTN NATL BK PORTLAND
COM
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1649
43232
SH
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0
0
PALANTIR TECHNOLOGIES INC
CL A
69608A108
11482
493000
SH
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493000
0
0
PAPA JOHNS INTL INC
COM
698813102
1081
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0
0
PARK HOTELS RESORTS INC
COM
700517105
1890
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SH
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0
0
PARKER HANNIFIN CORP
COM
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10229
32428
SH
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0
0
PATTERSON COS INC
COM
703395103
1029
32191
SH
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0
0
PAYCHEX INC
COM
704326107
8189
83544
SH
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0
0
PAYCOM SOFTWARE INC
COM
70432V102
4689
12672
SH
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12672
0
0
PAYLOCITY HLDG CORP
COM
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2504
13925
SH
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13925
0
0
PAYPAL HLDGS INC
COM
70450Y103
133300
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SH
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0
0
PEBBLEBROOK HOTEL TR
COM
70509V100
1181
48635
SH
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48635
0
0
PELOTON INTERACTIVE INC
CL A COM
70614W100
13097
116477
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116477
0
0
PENN NATL GAMING INC
COM
707569109
3911
37300
SH
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37300
0
0
PENUMBRA INC
COM
70975L107
3396
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SH
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12551
0
0
PEOPLES UNITED FINANCIAL INC
COM
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1912
106842
SH
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0
0
PEPSICO INC
COM
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48984
346298
SH
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346298
0
0
PERKINELMER INC
COM
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3614
28170
SH
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0
0
PERSPECTA INC
COM
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1474
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0
0
PERSONALIS INC
COM
71535D106
10922
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SH
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0
0
PFIZER INC
COM
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53904
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SH
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1487832
0
0
PHILIP MORRIS INTL INC
COM
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82515
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SH
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0
0
PHILLIPS 66
COM
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8937
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SH
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109602
0
0
PHYSICIANS RLTY TR
COM
71943U104
1378
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SH
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0
0
PILGRIMS PRIDE CORP
COM
72147K108
429
18050
SH
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18050
0
0
PINNACLE FINL PARTNERS INC
COM
72346Q104
2497
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SH
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28160
0
0
PINNACLE WEST CAP CORP
COM
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2304
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SH
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28328
0
0
PIONEER NAT RES CO
COM
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8198
51616
SH
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51616
0
0
POLARIS INC
COM
731068102
2887
21624
SH
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21624
0
0
POOL CORP
COM
73278L105
3867
11200
SH
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11200
0
0
POST HLDGS INC
COM
737446104
2346
22187
SH
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22187
0
0
POTLATCHDELTIC CORPORATION
COM
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1312
24793
SH
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24793
0
0
PRICE T ROWE GROUP INC
COM
74144T108
11040
64338
SH
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64338
0
0
PRIMERICA INC
COM
74164M108
2159
14603
SH
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14603
0
0
PRINCIPAL FINANCIAL GROUP IN
COM
74251V102
4002
66743
SH
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66743
0
0
PROCTER AND GAMBLE CO
COM
742718109
83695
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SH
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617996
0
0
PROG HOLDINGS INC
COM NPV
74319R101
1086
25087
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25087
0
0
PROGRESSIVE CORP
COM
743315103
15572
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SH
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0
0
PROLOGIS INC
COM
74340W103
20632
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SH
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0
0
PROSPERITY BANCSHARES INC
COM
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2580
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SH
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34454
0
0
PRUDENTIAL FINL INC
COM
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SH
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0
0
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
7632
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SH
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126757
0
0
PUBLIC STORAGE
COM
74460D109
10808
43800
SH
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43800
0
0
PULTE GROUP INC
COM
745867101
4325
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SH
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0
0
QORVO INC
COM
74736K101
5767
31563
SH
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31563
0
0
QUALCOMM INC
COM
747525103
37798
285074
SH
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0
0
QUALYS INC
COM
74758T303
1310
12500
SH
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12500
0
0
QUANTA SVCS INC
COM
74762E102
3051
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SH
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34683
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
4298
33492
SH
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33492
0
0
QUIDEL CORP
COM
74838J101
1829
14300
SH
SOLE
14300
0
0
RLI CORP
COM
749607107
1641
14709
SH
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14709
0
0
RH
COM
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3592
6020
SH
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6020
0
0
RPM INTL INC
COM
749685103
4427
48197
SH
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48197
0
0
RALPH LAUREN CORP
CL A
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1492
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SH
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12116
0
0
RAYMOND JAMES FINL INC
COM
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3767
30735
SH
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30735
0
0
RAYONIER INC
COM
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1646
51046
SH
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51046
0
0
RAYTHEON TECHNOLOGIES CORP
COM
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30618
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SH
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396242
0
0
REALTY INCOME CORP
COM
756109104
6207
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SH
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0
0
REGAL BELOIT CORP
COM
758750103
2141
15003
SH
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15003
0
0
REGENCY CTRS CORP
COM
758849103
2246
39612
SH
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39612
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
12866
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SH
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27192
0
0
REGIONS FINANCIAL CORP NEW
COM
7591EP100
5210
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252164
0
0
REINSURANCE GRP OF AMERICA I
COM NEW
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3264
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SH
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25897
0
0
RELIANCE STEEL ALUMINUM CO
COM
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3591
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23582
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
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0
0
REPLIGEN CORP
COM
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3670
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18877
0
0
REPUBLIC SVCS INC
COM
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5244
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0
0
RESMED INC
COM
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7261
37425
SH
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0
0
REXFORD INDL RLTY INC
COM
76169C100
2454
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SH
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48700
0
0
ROBERT HALF INTL INC
COM
770323103
2373
30399
SH
SOLE
30399
0
0
ROCKWELL AUTOMATION INC
COM
773903109
7732
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SH
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29129
0
0
ROLLINS INC
COM
775711104
2020
58699
SH
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58699
0
0
ROPER TECHNOLOGIES INC
COM
776696106
10627
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SH
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0
0
ROSS STORES INC
COM
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11475
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SH
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0
0
ROYAL GOLD INC
COM
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2614
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24287
0
0
RUBIUS THERAPEUTICS INC
COM
78116T103
7950
300000
SH
SOLE
300000
0
0
RYDER SYS INC
COM
783549108
1501
19845
SH
SOLE
19845
0
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SBA COMMUNICATIONS CORP NEW
CL A
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7616
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SH
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27441
0
0
SEI INVTS CO
COM
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2919
47901
SH
SOLE
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0
0
SL GREEN RLTY CORP
COM
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1799
25700
SH
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25700
0
0
SLM CORP
COM
78442P106
2232
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SH
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124221
0
0
SPDR S P 500 ETF TR
TR UNIT
78462F103
501100
1264350
SH
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1264350
0
0
SVB FINANCIAL GROUP
COM
78486Q101
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SH
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14772
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
1354
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SH
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78024
0
0
SABRE CORP
COM
78573M104
1740
117501
SH
SOLE
117501
0
0
SAILPOINT TECHNOLOGIES HLDGS
COM
78781P105
1717
33900
SH
SOLE
33900
0
0
SALESFORCE COM INC
COM
79466L302
71462
337292
SH
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337292
0
0
SANDERSON FARMS INC
COM
800013104
1154
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SH
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0
0
HENRY SCHEIN INC
COM
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2532
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SH
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36567
0
0
SCHLUMBERGER LTD
COM
806857108
9542
350946
SH
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350946
0
0
SCHWAB CHARLES CORP
COM
808513105
24484
375640
SH
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375640
0
0
SCIENCE APPLICATIONS INTL CO
COM
808625107
1802
21557
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0
0
SCIENTIFIC GAMES CORP
COM
80874P109
803
20845
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20845
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
3695
15084
SH
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15084
0
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SEALED AIR CORP NEW
COM
81211K100
1781
38866
SH
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38866
0
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SELECT SECTOR SPDR TR
SBI HEALTHCARE
81369Y209
16032
137328
SH
SOLE
137328
0
0
SELECT SECTOR SPDR TR
SBI INT FINL
81369Y605
23362
686117
SH
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0
0
SELECTIVE INS GROUP INC
COM
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1612
22219
SH
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22219
0
0
SEMTECH CORP
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816850101
1662
24087
SH
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24087
0
0
SEMPRA ENERGY
COM
816851109
10074
75988
SH
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75988
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
1222
15668
SH
SOLE
15668
0
0
SERVICE CORP INTL
COM
817565104
3202
62730
SH
SOLE
62730
0
0
SERVICE PPTYS TR
COM SH BEN INT
81761L102
724
61015
SH
SOLE
61015
0
0
SERVICENOW INC
COM
81762P102
41109
82200
SH
SOLE
82200
0
0
SHERWIN WILLIAMS CO
COM
824348106
15534
21049
SH
SOLE
21049
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
4781
21145
SH
SOLE
21145
0
0
SILICON LABORATORIES INC
COM
826919102
2299
16298
SH
SOLE
16298
0
0
SILGAN HOLDINGS INC
COM
827048109
1214
28896
SH
SOLE
28896
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
191524
1683435
SH
SOLE
1683435
0
0
SIMPSON MFG INC
COM
829073105
1660
16000
SH
SOLE
16000
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
1303
28029
SH
SOLE
28029
0
0
SKECHERS U S A INC
CL A
830566105
2113
50664
SH
SOLE
50664
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
8297
45220
SH
SOLE
45220
0
0
SMITH A O CORP
COM
831865209
2429
35927
SH
SOLE
35927
0
0
SMUCKER J M CO
COM NEW
832696405
3915
30941
SH
SOLE
30941
0
0
SNAP ON INC
COM
833034101
3278
14205
SH
SOLE
14205
0
0
SNAP INC
CL A
83304A106
36832
704370
SH
SOLE
704370
0
0
SOLAREDGE TECHNOLOGIES INC
COM
83417M104
5482
19072
SH
SOLE
19072
0
0
SONOCO PRODS CO
COM
835495102
2357
37234
SH
SOLE
37234
0
0
SOUTHERN CO
COM
842587107
16484
265182
SH
SOLE
265182
0
0
SOUTHWEST AIRLS CO
COM
844741108
9233
151207
SH
SOLE
151207
0
0
SOUTHWEST GAS HLDGS INC
COM
844895102
1453
21145
SH
SOLE
21145
0
0
SPIRE INC
COM
84857L101
1415
19156
SH
SOLE
19156
0
0
SPIRIT RLTY CAP INC NEW
COM NEW
84860W300
1807
42523
SH
SOLE
42523
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0
SPROUTS FMRS MKT INC
COM
85208M102
1162
43643
SH
SOLE
43643
0
0
SQUARE INC
CL A
852234103
47827
210646
SH
SOLE
210646
0
0
STAAR SURGICAL CO
COM PAR 001
852312305
1813
17200
SH
SOLE
17200
0
0
STANLEY BLACK DECKER INC
COM
854502101
8060
40368
SH
SOLE
40368
0
0
STARBUCKS CORP
COM
855244109
32283
295442
SH
SOLE
295442
0
0
STATE STR CORP
COM
857477103
7415
88267
SH
SOLE
88267
0
0
STEEL DYNAMICS INC
COM
858119100
4040
79582
SH
SOLE
79582
0
0
STERICYCLE INC
COM
858912108
2292
33946
SH
SOLE
33946
0
0
STERLING BANCORP DEL
COM
85917A100
1649
71646
SH
SOLE
71646
0
0
STIFEL FINL CORP
COM
860630102
2489
38856
SH
SOLE
38856
0
0
STITCH FIX INC
COM CL A
860897107
25116
506983
SH
SOLE
506983
0
0
STORE CAP CORP
COM
862121100
2978
88887
SH
SOLE
88887
0
0
STRATEGIC ED INC
COM
86272C103
818
8900
SH
SOLE
8900
0
0
STRYKER CORPORATION
COM
863667101
49234
202127
SH
SOLE
202127
0
0
SUBURBAN PROPANE PARTNERS L
UNIT LTD PARTN
864482104
9040
610000
SH
SOLE
610000
0
0
SUNRUN INC
COM
86771W105
3586
59300
SH
SOLE
59300
0
0
SYNAPTICS INC
COM
87157D109
1752
12935
SH
SOLE
12935
0
0
SYNOPSYS INC
COM
871607107
9471
38223
SH
SOLE
38223
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
2516
55005
SH
SOLE
55005
0
0
SYNNEX CORP
COM
87162W100
1758
15307
SH
SOLE
15307
0
0
SYNCHRONY FINANCIAL
COM
87165B103
52708
1296314
SH
SOLE
1296314
0
0
SYNEOS HEALTH INC
CL A
87166B102
2321
30603
SH
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30603
0
0
SYSCO CORP
COM
871829107
10088
128112
SH
SOLE
128112
0
0
TCF FINL CORP
COM
872307103
2627
56546
SH
SOLE
56546
0
0
TJX COS INC NEW
COM
872540109
19934
301345
SH
SOLE
301345
0
0
T MOBILE US INC
COM
872590104
18368
146600
SH
SOLE
146600
0
0
TRI POINTE HOMES INC
COM
87265H109
899
44137
SH
SOLE
44137
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
16867
142600
SH
SOLE
142600
0
0
TAKE TWO INTERACTIVE SOFTWAR
COM
874054109
5255
29741
SH
SOLE
29741
0
0
TALEND S A
ADS
874224207
1750
27504
SH
SOLE
27504
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0
TAPESTRY INC
COM
876030107
2872
69703
SH
SOLE
69703
0
0
TARGET CORP
COM
87612E106
29283
147843
SH
SOLE
147843
0
0
TAYLOR MORRISON HOME CORP
COM
87724P106
1469
47679
SH
SOLE
47679
0
0
TEGNA INC
COM
87901J105
1532
81366
SH
SOLE
81366
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
3847
9300
SH
SOLE
9300
0
0
TELEFLEX INCORPORATED
COM
879369106
4864
11707
SH
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11707
0
0
TELEPHONE DATA SYS INC
COM NEW
879433829
847
36874
SH
SOLE
36874
0
0
TEMPUR SEALY INTL INC
COM
88023U101
2586
70728
SH
SOLE
70728
0
0
TENABLE HLDGS INC
COM
88025T102
2197
60722
SH
SOLE
60722
0
0
10X GENOMICS INC
CL A COM
88025U109
681
3762
SH
SOLE
3762
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
2044
39307
SH
SOLE
39307
0
0
TERADATA CORP DEL
COM
88076W103
1556
40364
SH
SOLE
40364
0
0
TERADYNE INC
COM
880770102
5257
43200
SH
SOLE
43200
0
0
TEREX CORP NEW
COM
880779103
1183
25674
SH
SOLE
25674
0
0
TESLA INC
COM
88160R101
128710
192700
SH
SOLE
192700
0
0
TETRA TECH INC NEW
COM
88162G103
2721
20045
SH
SOLE
20045
0
0
TEXAS CAP BANCSHARES INC
COM
88224Q107
1323
18661
SH
SOLE
18661
0
0
TEXAS INSTRS INC
COM
882508104
45514
240829
SH
SOLE
240829
0
0
TEXAS ROADHOUSE INC
COM
882681109
2321
24192
SH
SOLE
24192
0
0
TEXTRON INC
COM
883203101
3456
61618
SH
SOLE
61618
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
122592
268618
SH
SOLE
268618
0
0
THOR INDS INC
COM
885160101
2767
20535
SH
SOLE
20535
0
0
3M CO
COM
88579Y101
29706
154174
SH
SOLE
154174
0
0
TIMKEN CO
COM
887389104
2052
25276
SH
SOLE
25276
0
0
TOLL BROTHERS INC
COM
889478103
2356
41527
SH
SOLE
41527
0
0
TOOTSIE ROLL INDS INC
COM
890516107
220
6635
SH
SOLE
6635
0
0
TOPBUILD CORP
COM
89055F103
2555
12200
SH
SOLE
12200
0
0
TORO CO
COM
891092108
4115
39896
SH
SOLE
39896
0
0
TRACTOR SUPPLY CO
COM
892356106
5611
31689
SH
SOLE
31689
0
0
TRANSDIGM GROUP INC
COM
893641100
8040
13676
SH
SOLE
13676
0
0
TRAVEL PLUS LEISURE CO
COM
894164102
1946
31813
SH
SOLE
31813
0
0
TRAVELERS COMPANIES INC
COM
89417E109
9527
63345
SH
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63345
0
0
TREEHOUSE FOODS INC
COM
89469A104
1083
20735
SH
SOLE
20735
0
0
TREX CO INC
COM
89531P105
3922
42848
SH
SOLE
42848
0
0
TRIMBLE INC
COM
896239100
4901
63000
SH
SOLE
63000
0
0
TRINITY INDS INC
COM
896522109
867
30427
SH
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30427
0
0
TRIPADVISOR INC
COM
896945201
1920
35701
SH
SOLE
35701
0
0
TRUIST FINL CORP
COM
89832Q109
19720
338126
SH
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338126
0
0
TRUSTMARK CORP
COM
898402102
791
23492
SH
SOLE
23492
0
0
TWIST BIOSCIENCE CORP
COM
90184D100
5347
43172
SH
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43172
0
0
TWITTER INC
COM
90184L102
30667
481956
SH
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481956
0
0
II VI INC
COM
902104108
2652
38786
SH
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38786
0
0
TYLER TECHNOLOGIES INC
COM
902252105
4330
10200
SH
SOLE
10200
0
0
TYSON FOODS INC
CL A
902494103
6270
84382
SH
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84382
0
0
UDR INC
COM
902653104
3265
74452
SH
SOLE
74452
0
0
UGI CORP NEW
COM
902681105
128817
3141108
SH
SOLE
3141108
0
0
UMB FINL CORP
COM
902788108
1486
16098
SH
SOLE
16098
0
0
US BANCORP DEL
COM
902973304
18977
343099
SH
SOLE
343099
0
0
ULTA BEAUTY INC
COM
90384S303
4375
14152
SH
SOLE
14152
0
0
UMPQUA HLDGS CORP
COM
904214103
1433
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SH
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0
0
UNDER ARMOUR INC
CL A
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1049
47358
SH
SOLE
47358
0
0
UNDER ARMOUR INC
CL C
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903
48899
SH
SOLE
48899
0
0
UNION PAC CORP
COM
907818108
37062
168148
SH
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168148
0
0
UNITED BANKSHARES INC WEST V
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1844
47795
SH
SOLE
47795
0
0
UNITED AIRLS HLDGS INC
COM
910047109
4598
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SH
SOLE
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0
0
UNITED PARCEL SERVICE INC
CL B
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30703
180619
SH
SOLE
180619
0
0
UNITED RENTALS INC
COM
911363109
6771
20562
SH
SOLE
20562
0
0
UNITED STATES STL CORP NEW
COM
912909108
2543
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SH
SOLE
97189
0
0
UNITED THERAPEUTICS CORP DEL
COM
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2759
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SH
SOLE
16493
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
116501
313115
SH
SOLE
313115
0
0
UNITY SOFTWARE INC
COM
91332U101
528
5262
SH
SOLE
5262
0
0
UNIVAR SOLUTIONS USA INC
COM
91336L107
1351
62700
SH
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62700
0
0
UNIVERSAL DISPLAY CORP
COM
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3764
15898
SH
SOLE
15898
0
0
UNIVERSAL HLTH SVCS INC
CL B
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2749
20610
SH
SOLE
20610
0
0
UNUM GROUP
COM
91529Y106
1424
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SH
SOLE
51160
0
0
URBAN OUTFITTERS INC
COM
917047102
943
25366
SH
SOLE
25366
0
0
URBAN EDGE PPTYS
COM
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660
39954
SH
SOLE
39954
0
0
V F CORP
COM
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6446
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SH
SOLE
80657
0
0
VALERO ENERGY CORP
COM
91913Y100
7630
106559
SH
SOLE
106559
0
0
VALLEY NATL BANCORP
COM
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2064
150253
SH
SOLE
150253
0
0
VALMONT INDS INC
COM
920253101
1876
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SH
SOLE
7894
0
0
VALVOLINE INC
COM
92047W101
1753
67232
SH
SOLE
67232
0
0
VARIAN MED SYS INC
COM
92220P105
4150
23506
SH
SOLE
23506
0
0
VEEVA SYS INC
CL A COM
922475108
209
800
SH
SOLE
800
0
0
VENTAS INC
COM
92276F100
5015
94014
SH
SOLE
94014
0
0
VERISIGN INC
COM
92343E102
4969
25002
SH
SOLE
25002
0
0
VERIZON COMMUNICATIONS INC
COM
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212569
3655535
SH
SOLE
3655535
0
0
VERISK ANALYTICS INC
COM
92345Y106
7214
40828
SH
SOLE
40828
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
14018
65234
SH
SOLE
65234
0
0
VIASAT INC
COM
92552V100
1160
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SH
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0
0
VIACOMCBS INC
CL B
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7748
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SH
SOLE
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0
0
VIATRIS INC
COM
92556V106
4593
328802
SH
SOLE
328802
0
0
VISA INC
COM CL A
92826C839
121607
574349
SH
SOLE
574349
0
0
VISHAY INTERTECHNOLOGY INC
COM
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1183
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SH
SOLE
49126
0
0
VISTEON CORP
COM NEW
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1264
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SH
SOLE
10362
0
0
VISTRA CORP
COM
92840M102
53346
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SH
SOLE
3017300
0
0
VONTIER CORPORATION
COM
928881101
1889
62400
SH
SOLE
62400
0
0
VORNADO RLTY TR
SH BEN INT
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1787
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SH
SOLE
39368
0
0
VULCAN MATLS CO
COM
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5609
33239
SH
SOLE
33239
0
0
WEC ENERGY GROUP INC
COM
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7413
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SH
SOLE
79210
0
0
WABTEC
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3817
48225
SH
SOLE
48225
0
0
WALMART INC
COM
931142103
47268
347991
SH
SOLE
347991
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
11675
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SH
SOLE
212667
0
0
WASHINGTON FED INC
COM
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849
27552
SH
SOLE
27552
0
0
WASTE MGMT INC DEL
COM
94106L109
12602
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SH
SOLE
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0
0
WATERS CORP
COM
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4422
15562
SH
SOLE
15562
0
0
WATSCO INC
COM
942622200
3166
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SOLE
12141
0
0
WEBSTER FINL CORP CONN
COM
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1841
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SOLE
33410
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0
WEINGARTEN RLTY INVS
SH BEN INT
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1196
44427
SH
SOLE
44427
0
0
WELLS FARGO CO NEW
COM
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55367
1417116
SH
SOLE
1417116
0
0
WELLTOWER INC
COM
95040Q104
7507
104796
SH
SOLE
104796
0
0
WENDYS CO
COM
95058W100
1345
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SH
SOLE
66368
0
0
WERNER ENTERPRISES INC
COM
950755108
998
21163
SH
SOLE
21163
0
0
WEST PHARMACEUTICAL SVSC INC
COM
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5371
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SH
SOLE
19060
0
0
WESTERN DIGITAL CORP
COM
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5967
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SH
SOLE
89393
0
0
WESTERN UN CO
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2641
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0
WESTROCK CO
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3892
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SOLE
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0
WEX INC
COM
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3430
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16393
0
0
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6681
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SOLE
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0
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SOLE
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0
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872
16093
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SOLE
16093
0
0
WILLIAMS COS INC
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969457100
7217
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304651
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0
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969904101
5077
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SH
SOLE
28329
0
0
WINGSTOP INC
COM
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1399
11000
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SOLE
11000
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0
WINTRUST FINL CORP
COM
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1594
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SOLE
21029
0
0
WOODWARD INC
COM
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2621
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21729
0
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WORLD FUEL SVCS CORP
COM
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23387
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0
WORLD WRESTLING ENTMT INC
CL A
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937
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0
0
WORTHINGTON INDS INC
COM
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859
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0
0
WW INTL INC
COM
98262P101
550
17582
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17582
0
0
WYNDHAM HOTELS RESORTS INC
COM
98311A105
2406
34486
SH
SOLE
34486
0
0
WYNN RESORTS LTD
COM
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3312
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SOLE
26420
0
0
XPO LOGISTICS INC
COM
983793100
4668
37860
SH
SOLE
37860
0
0
XCEL ENERGY INC
COM
98389B100
8976
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SH
SOLE
134959
0
0