The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 2,910 17,700 SH   SOLE   17,700 0 0
51JOB INC SPONSORED ADS 316827104 2,139 28,900 SH   SOLE   28,900 0 0
ABBVIE INC COM 00287Y109 10,449 138,000 SH   SOLE   138,000 0 0
ACAMAR PARTNERS ACQSITION CO UNIT 12/30/2025 004285201 3,039 300,000 SH   SOLE   300,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 11,022 57,300 SH   SOLE   57,300 0 0
ADVANSIX INC COM 00773T101 249 9,700 SH   SOLE   9,700 0 0
AERCAP HOLDINGS NV SHS N00985106 3,728 68,100 SH   SOLE   68,100 0 0
AES CORP COM 00130H105 10,673 653,200 SH   SOLE   653,200 0 0
AIR PRODS & CHEMS INC COM 009158106 11,426 51,500 SH   SOLE   51,500 0 0
ALCOA CORP COM 013872106 217 10,800 SH   SOLE   10,800 0 0
ALCON INC ORD SHS H01301128 781 13,400 SH   SOLE   13,400 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 823 8,400 SH   SOLE   8,400 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,860 17,100 SH   SOLE   17,100 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 8,323 80,300 SH   SOLE   80,300 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5,932 46,300 SH   SOLE   46,300 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 3,458 73,500 SH   SOLE   73,500 0 0
ALLY FINL INC COM 02005N100 6,977 210,400 SH   SOLE   210,400 0 0
ALPHABET INC CAP STK CL A 02079K305 198,047 162,182 SH   SOLE   162,182 0 0
ALTICE USA INC CL A 02156K103 2,277 79,400 SH   SOLE   79,400 0 0
AMAZON COM INC COM 023135106 8,159 4,700 SH   SOLE   4,700 0 0
AMBARELLA INC SHS G037AX101 817 13,000 SH   SOLE   13,000 0 0
AMBEV SA SPONSORED ADR 02319V103 11,587 2,508,000 SH   SOLE   2,508,000 0 0
AMDOCS LTD SHS G02602103 4,211 63,700 SH   SOLE   63,700 0 0
AMEREN CORP COM 023608102 7,953 99,353 SH   SOLE   99,353 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 12,469 839,100 SH   SOLE   839,100 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 6,106 127,000 SH   SOLE   127,000 0 0
AMERICAN EXPRESS CO COM 025816109 10,681 90,300 SH   SOLE   90,300 0 0
AMERICAN TOWER CORP NEW COM 03027X100 16,054 72,600 SH   SOLE   72,600 0 0
AMGEN INC COM 031162100 9,658 49,912 SH   SOLE   49,912 0 0
AMPLIFY ENERGY CORP NEW COM 03212B103 141 22,900 SH   SOLE   22,900 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2,426 132,800 SH   SOLE   132,800 0 0
ANTHEM INC COM 036752103 134,478 560,092 SH   SOLE   560,092 0 0
APEX TECHNOLOGY ACQUISITN CO UNIT 06/11/2026 03768F201 1,528 150,000 SH   SOLE   150,000 0 0
APPLE INC COM 037833100 9,653 43,100 SH   SOLE   43,100 0 0
APTARGROUP INC COM 038336103 4,264 36,000 SH   SOLE   36,000 0 0
ARES CAP CORP COM 04010L103 65,702 3,525,732 SH   SOLE   3,525,732 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 667 6,900 SH   SOLE   6,900 0 0
ASCENA RETAIL GROUP INC COM 04351G101 68 258,000 SH   SOLE   258,000 0 0
ASSURED GUARANTY LTD COM G0585R106 2,641 59,400 SH   SOLE   59,400 0 0
ATHENE HLDG LTD CL A G0684D107 3,794 90,200 SH   SOLE   90,200 0 0
ATLASSIAN CORP PLC CL A G06242104 5,896 47,000 SH   SOLE   47,000 0 0
AUDIOCODES LTD ORD M15342104 1,123 59,400 SH   SOLE   59,400 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 2,037 24,500 SH   SOLE   24,500 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 10,508 65,100 SH   SOLE   65,100 0 0
AUTOZONE INC COM 053332102 13,449 12,400 SH   SOLE   12,400 0 0
AVALONBAY CMNTYS INC COM 053484101 124,119 576,415 SH   SOLE   576,415 0 0
AVANGRID INC COM 05351W103 815 15,600 SH   SOLE   15,600 0 0
AVEDRO INC COM 05355N109 2,379 104,800 SH   SOLE   104,800 0 0
AVISTA CORP COM 05379B107 2,587 53,400 SH   SOLE   53,400 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L209 95 19,927 SH   SOLE   19,927 0 0
BAIDU INC SPON ADR REP A 056752108 2,733 26,600 SH   SOLE   26,600 0 0
BAKER HUGHES A GE CO CL A 05722G100 844 36,400 SH   SOLE   36,400 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 189 23,180 SH   SOLE   23,180 0 0
BANCO SANTANDER MEXICO S A SPONSORED ADS B 05969B103 1,881 298,600 SH   SOLE   298,600 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 5,711 115,500 SH   SOLE   115,500 0 0
BANK MONTREAL QUE COM 063671101 180,710 2,451,942 SH   SOLE   2,451,942 0 0
BANK N S HALIFAX COM 064149107 313,793 5,521,093 SH   SOLE   5,521,093 0 0
BAXTER INTL INC COM 071813109 9,560 109,300 SH   SOLE   109,300 0 0
BCE INC COM NEW 05534B760 123,118 2,543,823 SH   SOLE   2,543,823 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 206,467 992,534 SH   SOLE   992,534 0 0
BIOGEN INC COM 09062X103 8,195 35,200 SH   SOLE   35,200 0 0
BLOCK H & R INC COM 093671105 8,494 359,600 SH   SOLE   359,600 0 0
BLOOMIN BRANDS INC COM 094235108 1,265 66,800 SH   SOLE   66,800 0 0
BLUEGREEN VACATIONS CORP COM 09629F108 223 23,900 SH   SOLE   23,900 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 8,735 123,000 SH   SOLE   123,000 0 0
BOSTON PROPERTIES INC COM 101121101 5,718 44,100 SH   SOLE   44,100 0 0
BOX INC CL A 10316T104 1,063 64,200 SH   SOLE   64,200 0 0
BOXWOOD MERGER CORP *W EXP 11/26/202 10319T119 70 100,000 SH   SOLE   100,000 0 0
BOXWOOD MERGER CORP COM CL A 10319T101 1,008 100,000 SH   SOLE   100,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 304 7,500 SH   SOLE   7,500 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 11,765 232,000 SH   SOLE   232,000 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 4,784 235,800 SH   SOLE   235,800 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 7,789 62,600 SH   SOLE   62,600 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 494,514 9,314,639 SH   SOLE   9,314,639 0 0
BROOKFIELD BUSINESS PARTNERS UNIT LTD LP G16234109 461,540 11,747,000 SH   SOLE   11,747,000 0 0
BROOKFIELD PROPERTY PARTRS L UNIT LTD PARTN G16249107 222,718 10,971,345 SH   SOLE   10,971,345 0 0
BROWN & BROWN INC COM 115236101 4,789 132,800 SH   SOLE   132,800 0 0
BURLINGTON STORES INC COM 122017106 2,837 14,200 SH   SOLE   14,200 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 7,978 94,100 SH   SOLE   94,100 0 0
C&J ENERGY SVCS INC NEW COM 12674R100 3,640 339,200 SH   SOLE   339,200 0 0
CABLE ONE INC COM 12685J105 753 600 SH   SOLE   600 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 7,236 109,500 SH   SOLE   109,500 0 0
CAESARS ENTMT CORP COM 127686103 2,373 203,500 SH   SOLE   203,500 0 0
CALERES INC COM 129500104 824 35,200 SH   SOLE   35,200 0 0
CAMDEN PPTY TR SH BEN INT 133131102 6,572 59,200 SH   SOLE   59,200 0 0
CANADIAN NAT RES LTD COM 136385101 110,202 4,139,226 SH   SOLE   4,139,226 0 0
CANADIAN NATL RY CO COM 136375102 66,444 739,510 SH   SOLE   739,510 0 0
CAPITAL ONE FINL CORP COM 14040H105 8,625 94,800 SH   SOLE   94,800 0 0
CARBON BLACK INC COM 14081R103 3,337 128,400 SH   SOLE   128,400 0 0
CARBONITE INC COM 141337105 527 34,000 SH   SOLE   34,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 647 14,800 SH   SOLE   14,800 0 0
CARRIZO OIL & GAS INC COM 144577103 6,883 801,700 SH   SOLE   801,700 0 0
CARS COM INC COM 14575E105 635 70,700 SH   SOLE   70,700 0 0
CBRE GROUP INC CL A 12504L109 208,480 3,932,852 SH   SOLE   3,932,852 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 222,399 2,693,771 SH   SOLE   2,693,771 0 0
CENTENE CORP DEL COM 15135B101 9,171 212,000 SH   SOLE   212,000 0 0
CERIDIAN HCM HLDG INC COM 15677J108 820 16,600 SH   SOLE   16,600 0 0
CGI INC CL A SUB VTG 12532H104 14,765 186,600 SH   SOLE   186,600 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 4,682 492,850 SH   SOLE   492,850 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 14,323 130,800 SH   SOLE   130,800 0 0
CHEMED CORP NEW COM 16359R103 4,217 10,100 SH   SOLE   10,100 0 0
CHICOS FAS INC COM 168615102 746 185,200 SH   SOLE   185,200 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 1,305 11,400 SH   SOLE   11,400 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 6,131 148,100 SH   SOLE   148,100 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1,919 32,700 SH   SOLE   32,700 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 972 92,615 SH   SOLE   92,615 0 0
CHOICE HOTELS INTL INC COM 169905106 4,039 45,400 SH   SOLE   45,400 0 0
CISCO SYS INC COM 17275R102 91,282 1,847,430 SH   SOLE   1,847,430 0 0
CIT GROUP INC COM NEW 125581801 3,077 67,900 SH   SOLE   67,900 0 0
CITIGROUP INC COM NEW 172967424 8,766 126,900 SH   SOLE   126,900 0 0
CITRIX SYS INC COM 177376100 7,847 81,300 SH   SOLE   81,300 0 0
CLARIVATE ANALYTICS PLC *W EXP 11/09/201 G21810117 1,041 176,817 SH   SOLE   176,817 0 0
CLOUDERA INC COM 18914U100 1,905 215,000 SH   SOLE   215,000 0 0
COCA COLA CO COM 191216100 128,325 2,357,179 SH   SOLE   2,357,179 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 9,199 165,898 SH   SOLE   165,898 0 0
COCA COLA FEMSA S A B DE C V SPONSORD ADR REP 191241108 2,443 40,300 SH   SOLE   40,300 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 9,576 158,900 SH   SOLE   158,900 0 0
COLGATE PALMOLIVE CO COM 194162103 15,246 207,400 SH   SOLE   207,400 0 0
COLLIER CREEK HOLDINGS UNIT 99/99/9999 G22707122 531 50,000 SH   SOLE   50,000 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 2,179 98,200 SH   SOLE   98,200 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 224 6,900 SH   SOLE   6,900 0 0
CONAGRA BRANDS INC COM 205887102 552 18,000 SH   SOLE   18,000 0 0
CONNECTICUT WTR SVC INC COM 207797101 9,199 131,301 SH   SOLE   131,301 0 0
CONSTRUCTION PARTNERS INC COM CL A 21044C107 327 21,000 SH   SOLE   21,000 0 0
CONYERS PK II ACQUISITION CO UNIT 99/99/9999 212896203 266 25,000 SH   SOLE   25,000 0 0
COPART INC COM 217204106 8,258 102,800 SH   SOLE   102,800 0 0
CORINDUS VASCULAR ROBOTICS I COM 218730109 6,617 1,546,000 SH   SOLE   1,546,000 0 0
CORTEVA INC COM 22052L104 358 12,800 SH   SOLE   12,800 0 0
COSTCO WHSL CORP NEW COM 22160K105 13,484 46,800 SH   SOLE   46,800 0 0
CRESCENT ACQUISITION CORP UNIT 99/99/9999 22564L204 2,541 250,000 SH   SOLE   250,000 0 0
CSW INDUSTRIALS INC COM 126402106 380 5,500 SH   SOLE   5,500 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 2,829 96,600 SH   SOLE   96,600 0 0
CUBESMART COM 229663109 7,402 212,100 SH   SOLE   212,100 0 0
CUMMINS INC COM 231021106 8,589 52,800 SH   SOLE   52,800 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 9,802 98,200 SH   SOLE   98,200 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,529 65,500 SH   SOLE   65,500 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 9,878 171,500 SH   SOLE   171,500 0 0
DIAMOND EAGLE ACQUISITION CO UNIT 06/30/2026 25258L208 3,560 350,000 SH   SOLE   350,000 0 0
DISCOVER FINL SVCS COM 254709108 8,863 109,300 SH   SOLE   109,300 0 0
DOLLAR GEN CORP NEW COM 256677105 4,339 27,300 SH   SOLE   27,300 0 0
DOMINOS PIZZA INC COM 25754A201 8,218 33,600 SH   SOLE   33,600 0 0
DONNELLEY R R & SONS CO COM 257867200 301 79,900 SH   SOLE   79,900 0 0
DOVA PHARMACEUTICALS INC COM 25985T102 2,331 83,400 SH   SOLE   83,400 0 0
DOW INC COM 260557103 353 7,400 SH   SOLE   7,400 0 0
DR REDDYS LABS LTD ADR 256135203 7,661 202,200 SH   SOLE   202,200 0 0
EBAY INC COM 278642103 292 7,500 SH   SOLE   7,500 0 0
ECOLAB INC COM 278865100 11,605 58,600 SH   SOLE   58,600 0 0
ECOPETROL S A SPONSORED ADS 279158109 4,302 252,600 SH   SOLE   252,600 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 9,764 44,400 SH   SOLE   44,400 0 0
EIDOS THERAPEUTICS INC COM 28249H104 5,108 142,000 SH   SOLE   142,000 0 0
EMERSON ELEC CO COM 291011104 1,431 21,400 SH   SOLE   21,400 0 0
ENBRIDGE INC COM 29250N105 196,879 5,605,773 SH   SOLE   5,605,773 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 4,201 461,100 SH   SOLE   461,100 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 740 175,700 SH   SOLE   175,700 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 222 5,100 SH   SOLE   5,100 0 0
ENSIGN GROUP INC COM 29358P101 692 14,600 SH   SOLE   14,600 0 0
EPR PPTYS COM SH BEN INT 26884U109 5,980 77,800 SH   SOLE   77,800 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 13,784 159,800 SH   SOLE   159,800 0 0
ESSEX PPTY TR INC COM 297178105 8,003 24,500 SH   SOLE   24,500 0 0
EXPEDIA GROUP INC COM NEW 30212P303 9,382 69,800 SH   SOLE   69,800 0 0
EXPERIENCE INVESTMENT CORP UNIT 09/01/2026 30217C208 2,502 250,000 SH   SOLE   250,000 0 0
EXPRESS INC COM 30219E103 181 52,600 SH   SOLE   52,600 0 0
EXTERRAN CORP COM 30227H106 247 18,900 SH   SOLE   18,900 0 0
F5 NETWORKS INC COM 315616102 7,246 51,600 SH   SOLE   51,600 0 0
FACEBOOK INC CL A 30303M102 8,388 47,100 SH   SOLE   47,100 0 0
FACTSET RESH SYS INC COM 303075105 6,949 28,600 SH   SOLE   28,600 0 0
FAIR ISAAC CORP COM 303250104 6,647 21,900 SH   SOLE   21,900 0 0
FIFTH THIRD BANCORP COM 316773100 9,257 338,100 SH   SOLE   338,100 0 0
FIRSTSERVICE CORP NEW COM 33767E202 616 6,000 SH   SOLE   6,000 0 0
FITBIT INC CL A 33812L102 514 134,900 SH   SOLE   134,900 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,427 26,500 SH   SOLE   26,500 0 0
FORD MTR CO DEL COM 345370860 10,564 1,153,300 SH   SOLE   1,153,300 0 0
FOUNDATION BLDG MATLS INC COM 350392106 375 24,200 SH   SOLE   24,200 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 673 23,800 SH   SOLE   23,800 0 0
FUNKO INC COM CL A 361008105 428 20,800 SH   SOLE   20,800 0 0
GANNETT CO INC COM 36473H104 940 87,500 SH   SOLE   87,500 0 0
GARMIN LTD SHS H2906T109 8,977 106,000 SH   SOLE   106,000 0 0
GENERAL DYNAMICS CORP COM 369550108 4,422 24,200 SH   SOLE   24,200 0 0
GENPACT LIMITED SHS G3922B107 3,922 101,200 SH   SOLE   101,200 0 0
GENTEX CORP COM 371901109 3,224 117,100 SH   SOLE   117,100 0 0
GENWORTH FINL INC COM CL A 37247D106 704 160,100 SH   SOLE   160,100 0 0
G-III APPAREL GROUP LTD COM 36237H101 907 35,200 SH   SOLE   35,200 0 0
GILEAD SCIENCES INC COM 375558103 9,323 147,100 SH   SOLE   147,100 0 0
GMS INC COM 36251C103 991 34,500 SH   SOLE   34,500 0 0
GOLUB CAP BDC INC COM 38173M102 14,215 754,492 SH   SOLE   754,492 0 0
GORES METROPOULOS INC UNIT 99/99/9999 382872208 267 25,000 SH   SOLE   25,000 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1,786 18,500 SH   SOLE   18,500 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 2,571 24,400 SH   SOLE   24,400 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 8,322 219,800 SH   SOLE   219,800 0 0
HERC HLDGS INC COM 42704L104 265 5,700 SH   SOLE   5,700 0 0
HERSHEY CO COM 427866108 16,429 106,000 SH   SOLE   106,000 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 230 16,600 SH   SOLE   16,600 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 369 24,300 SH   SOLE   24,300 0 0
HIGHWOODS PPTYS INC COM 431284108 5,406 120,300 SH   SOLE   120,300 0 0
HILTON GRAND VACATIONS INC COM 43283X105 1,088 34,000 SH   SOLE   34,000 0 0
HOME DEPOT INC COM 437076102 11,446 49,331 SH   SOLE   49,331 0 0
HONEYWELL INTL INC COM 438516106 11,827 69,900 SH   SOLE   69,900 0 0
HORIZON GLOBAL CORP COM 44052W104 50 13,200 SH   SOLE   13,200 0 0
HOST HOTELS & RESORTS INC COM 44107P104 10,056 581,600 SH   SOLE   581,600 0 0
HP INC COM 40434L105 8,450 446,600 SH   SOLE   446,600 0 0
IAA INC COM 449253103 459 11,000 SH   SOLE   11,000 0 0
IDACORP INC COM 451107106 9,261 82,200 SH   SOLE   82,200 0 0
IDEX CORP COM 45167R104 4,244 25,900 SH   SOLE   25,900 0 0
IDEXX LABS INC COM 45168D104 7,804 28,700 SH   SOLE   28,700 0 0
ILLINOIS TOOL WKS INC COM 452308109 9,327 59,600 SH   SOLE   59,600 0 0
INCYTE CORP COM 45337C102 6,265 84,400 SH   SOLE   84,400 0 0
INFOSYS LTD SPONSORED ADR 456788108 14,646 1,288,100 SH   SOLE   1,288,100 0 0
INTEL CORP COM 458140100 8,446 163,900 SH   SOLE   163,900 0 0
INTERNATIONAL MNY EXPRESS IN COM 46005L101 246 17,900 SH   SOLE   17,900 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 218 11,300 SH   SOLE   11,300 0 0
INTUIT COM 461202103 9,228 34,700 SH   SOLE   34,700 0 0
INVITATION HOMES INC COM 46187W107 1,969 66,500 SH   SOLE   66,500 0 0
ISHARES TR MSCI EAFE ETF 464287465 25,173 386,025 SH   SOLE   386,025 0 0
ISHARES TR PFD AND INCM SEC 464288687 19,705 525,049 SH   SOLE   525,049 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,439 171,100 SH   SOLE   171,100 0 0
ITURAN LOCATION AND CONTROL SHS M6158M104 506 20,400 SH   SOLE   20,400 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 7,061 55,100 SH   SOLE   55,100 0 0
JD COM INC SPON ADR CL A 47215P106 4,516 160,100 SH   SOLE   160,100 0 0
JOHNSON & JOHNSON COM 478160104 43,822 338,710 SH   SOLE   338,710 0 0
JPMORGAN CHASE & CO COM 46625H100 415,098 3,527,046 SH   SOLE   3,527,046 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 475 223,900 SH   SOLE   223,900 0 0
JUNIPER NETWORKS INC COM 48203R104 7,348 296,900 SH   SOLE   296,900 0 0
KAR AUCTION SVCS INC COM 48238T109 3,953 161,000 SH   SOLE   161,000 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,084 42,000 SH   SOLE   42,000 0 0
KIMBERLY CLARK CORP COM 494368103 16,591 116,800 SH   SOLE   116,800 0 0
KINDER MORGAN INC DEL COM 49456B101 76,128 3,693,725 SH   SOLE   3,693,725 0 0
KONTOOR BRANDS INC COM 50050N103 232 6,600 SH   SOLE   6,600 0 0
KOPIN CORP COM 500600101 21 30,400 SH   SOLE   30,400 0 0
KRAFT HEINZ CO COM 500754106 662 23,700 SH   SOLE   23,700 0 0
KT CORP SPONSORED ADR 48268K101 1,520 134,400 SH   SOLE   134,400 0 0
LAM RESEARCH CORP COM 512807108 6,818 29,500 SH   SOLE   29,500 0 0
LAMB WESTON HLDGS INC COM 513272104 618 8,500 SH   SOLE   8,500 0 0
LANDS END INC NEW COM 51509F105 117 10,300 SH   SOLE   10,300 0 0
LANDSTAR SYS INC COM 515098101 3,648 32,400 SH   SOLE   32,400 0 0
LAUDER ESTEE COS INC CL A 518439104 13,648 68,600 SH   SOLE   68,600 0 0
LAUREATE EDUCATION INC CL A 518613203 956 57,700 SH   SOLE   57,700 0 0
LEIDOS HLDGS INC COM 525327102 7,575 88,200 SH   SOLE   88,200 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 266 15,600 SH   SOLE   15,600 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 1,160 27,900 SH   SOLE   27,900 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 479 12,100 SH   SOLE   12,100 0 0
LIFE STORAGE INC COM 53223X107 7,178 68,100 SH   SOLE   68,100 0 0
LINDE PLC SHS G5494J103 68,190 352,002 SH   SOLE   352,002 0 0
LKQ CORP COM 501889208 1,019 32,400 SH   SOLE   32,400 0 0
LOCKHEED MARTIN CORP COM 539830109 12,209 31,300 SH   SOLE   31,300 0 0
LOGMEIN INC COM 54142L109 4,428 62,400 SH   SOLE   62,400 0 0
LSC COMMUNICATIONS INC COM 50218P107 163 117,876 SH   SOLE   117,876 0 0
LUMENTUM HLDGS INC COM 55024U109 332 6,200 SH   SOLE   6,200 0 0
MANPOWERGROUP INC COM 56418H100 2,738 32,500 SH   SOLE   32,500 0 0
MARATHON PETE CORP COM 56585A102 1,039 17,100 SH   SOLE   17,100 0 0
MARKETAXESS HLDGS INC COM 57060D108 7,500 22,900 SH   SOLE   22,900 0 0
MASIMO CORP COM 574795100 7,603 51,100 SH   SOLE   51,100 0 0
MASTERCARD INC CL A 57636Q104 10,090 37,155 SH   SOLE   37,155 0 0
MCDONALDS CORP COM 580135101 14,836 69,100 SH   SOLE   69,100 0 0
MEDTRONIC PLC SHS G5960L103 122,816 1,130,690 SH   SOLE   1,130,690 0 0
MERCK & CO INC COM 58933Y105 12,871 152,900 SH   SOLE   152,900 0 0
METLIFE INC COM 59156R108 3,117 66,100 SH   SOLE   66,100 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 8,594 12,200 SH   SOLE   12,200 0 0
MICRON TECHNOLOGY INC COM 595112103 5,151 120,200 SH   SOLE   120,200 0 0
MICROSOFT CORP COM 594918104 123,527 888,489 SH   SOLE   888,489 0 0
MID AMER APT CMNTYS INC COM 59522J103 13,339 102,600 SH   SOLE   102,600 0 0
MOODYS CORP COM 615369105 9,627 47,000 SH   SOLE   47,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 8,401 49,300 SH   SOLE   49,300 0 0
MSCI INC COM 55354G100 7,099 32,600 SH   SOLE   32,600 0 0
NANOMETRICS INC COM 630077105 2,443 74,900 SH   SOLE   74,900 0 0
NAUTILUS INC COM 63910B102 58 43,000 SH   SOLE   43,000 0 0
NAVIENT CORPORATION COM 63938C108 420 32,800 SH   SOLE   32,800 0 0
NCR CORP NEW COM 62886E108 843 26,700 SH   SOLE   26,700 0 0
NETEASE INC SPONSORED ADS 64110W102 3,301 12,400 SH   SOLE   12,400 0 0
NEW PROVIDENCE ACQUISITIN CO UNIT 09/01/2024 64822P205 1,510 150,000 SH   SOLE   150,000 0 0
NEW SR INVT GROUP INC COM 648691103 181 27,100 SH   SOLE   27,100 0 0
NEWMARKET CORP COM 651587107 3,305 7,000 SH   SOLE   7,000 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 253 5,400 SH   SOLE   5,400 0 0
NEXTERA ENERGY INC COM 65339F101 105,859 454,350 SH   SOLE   454,350 0 0
NICE LTD SPONSORED ADR 653656108 7,132 49,600 SH   SOLE   49,600 0 0
NIKE INC CL B 654106103 119,764 1,275,173 SH   SOLE   1,275,173 0 0
NISOURCE INC COM 65473P105 613 20,500 SH   SOLE   20,500 0 0
NORDSTROM INC COM 655664100 1,710 50,800 SH   SOLE   50,800 0 0
NORTHROP GRUMMAN CORP COM 666807102 4,348 11,600 SH   SOLE   11,600 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,019 123,800 SH   SOLE   123,800 0 0
NUTANIX INC CL A 67059N108 1,677 63,900 SH   SOLE   63,900 0 0
NUTRIEN LTD COM 67077M108 72,675 1,457,898 SH   SOLE   1,457,898 0 0
NUVECTRA CORP COM 67075N108 52 38,300 SH   SOLE   38,300 0 0
NVR INC COM 62944T105 8,773 2,360 SH   SOLE   2,360 0 0
NXP SEMICONDUCTORS N V COM N6596X109 3,208 29,400 SH   SOLE   29,400 0 0
OAKTREE ACQUISITION CORP UNIT 99/99/9999 G67145121 203 20,000 SH   SOLE   20,000 0 0
OLD LINE BANCSHARES INC COM 67984M100 2,892 99,700 SH   SOLE   99,700 0 0
OLD REP INTL CORP COM 680223104 4,766 202,200 SH   SOLE   202,200 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 13,686 327,500 SH   SOLE   327,500 0 0
OMNICOM GROUP INC COM 681919106 13,100 167,300 SH   SOLE   167,300 0 0
OMNOVA SOLUTIONS INC COM 682129101 5,667 562,761 SH   SOLE   562,761 0 0
ORACLE CORP COM 68389X105 3,940 71,600 SH   SOLE   71,600 0 0
ORITANI FINL CORP DEL COM 68633D103 8,967 506,731 SH   SOLE   506,731 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 223 13,400 SH   SOLE   13,400 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 921 30,600 SH   SOLE   30,600 0 0
PACCAR INC COM 693718108 6,980 99,700 SH   SOLE   99,700 0 0
PALO ALTO NETWORKS INC COM 697435105 9,600 47,100 SH   SOLE   47,100 0 0
PALOMAR HLDGS INC COM 69753M105 449 11,400 SH   SOLE   11,400 0 0
PAYCHEX INC COM 704326107 11,364 137,300 SH   SOLE   137,300 0 0
PAYPAL HLDGS INC COM 70450Y103 8,670 83,700 SH   SOLE   83,700 0 0
PEMBINA PIPELINE CORP COM 706327103 107,641 2,901,994 SH   SOLE   2,901,994 0 0
PEPSICO INC COM 713448108 15,808 115,300 SH   SOLE   115,300 0 0
PINNACLE WEST CAP CORP COM 723484101 16,133 166,200 SH   SOLE   166,200 0 0
PJT PARTNERS INC COM CL A 69343T107 383 9,400 SH   SOLE   9,400 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,121 11,300 SH   SOLE   11,300 0 0
PREMIER INC CL A 74051N102 2,137 73,900 SH   SOLE   73,900 0 0
PRESIDIO INC COM 74102M103 252 14,900 SH   SOLE   14,900 0 0
PRICE T ROWE GROUP INC COM 74144T108 6,547 57,300 SH   SOLE   57,300 0 0
PROCTER & GAMBLE CO COM 742718109 15,311 123,100 SH   SOLE   123,100 0 0
PROGRESSIVE CORP OHIO COM 743315103 12,963 167,800 SH   SOLE   167,800 0 0
PROOFPOINT INC COM 743424103 6,143 47,600 SH   SOLE   47,600 0 0
PUBLIC STORAGE COM 74460D109 15,844 64,600 SH   SOLE   64,600 0 0
PULTE GROUP INC COM 745867101 9,894 270,700 SH   SOLE   270,700 0 0
PURE STORAGE INC CL A 74624M102 2,124 125,400 SH   SOLE   125,400 0 0
QEP RES INC COM 74733V100 384 103,700 SH   SOLE   103,700 0 0
RADWARE LTD ORD M81873107 3,003 123,800 SH   SOLE   123,800 0 0
RALPH LAUREN CORP CL A 751212101 6,740 70,600 SH   SOLE   70,600 0 0
REALTY INCOME CORP COM 756109104 14,078 183,600 SH   SOLE   183,600 0 0
REGENERON PHARMACEUTICALS COM 75886F107 8,710 31,400 SH   SOLE   31,400 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 4,541 28,400 SH   SOLE   28,400 0 0
REPLAY ACQUISITION CORP UNIT 03/01/2024 G75130123 1,281 125,000 SH   SOLE   125,000 0 0
ROBERT HALF INTL INC COM 770323103 6,807 122,300 SH   SOLE   122,300 0 0
ROCKWELL AUTOMATION INC COM 773903109 8,751 53,100 SH   SOLE   53,100 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 100,775 2,067,669 SH   SOLE   2,067,669 0 0
ROSS STORES INC COM 778296103 11,622 105,800 SH   SOLE   105,800 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 261,878 3,226,268 SH   SOLE   3,226,268 0 0
ROYAL GOLD INC COM 780287108 6,752 54,800 SH   SOLE   54,800 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 859 32,600 SH   SOLE   32,600 0 0
S&P GLOBAL INC COM 78409V104 10,681 43,600 SH   SOLE   43,600 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 4,794 208,800 SH   SOLE   208,800 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 290 3,000 SH   SOLE   3,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 5,228 97,200 SH   SOLE   97,200 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 119,000 4,250,000 SH   SOLE   4,250,000 0 0
SERVICENOW INC COM 81762P102 8,326 32,800 SH   SOLE   32,800 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,207 72,000 SH   SOLE   72,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 121,529 780,783 SH   SOLE   780,783 0 0
SIRIUS XM HLDGS INC COM 82968B103 8,973 1,434,600 SH   SOLE   1,434,600 0 0
SNAP ON INC COM 833034101 6,700 42,800 SH   SOLE   42,800 0 0
SONOCO PRODS CO COM 835495102 4,290 73,700 SH   SOLE   73,700 0 0
SOUTH MTN MERGER CORP UNIT 99/99/9999 838884203 2,100 200,000 SH   SOLE   200,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 39,694 133,735 SH   SOLE   133,735 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 6,481 78,800 SH   SOLE   78,800 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 143 16,900 SH   SOLE   16,900 0 0
SPX CORP COM 784635104 660 16,500 SH   SOLE   16,500 0 0
SPX FLOW INC COM 78469X107 280 7,100 SH   SOLE   7,100 0 0
STARBUCKS CORP COM 855244109 12,246 138,500 SH   SOLE   138,500 0 0
STATE STR CORP COM 857477103 89,531 1,512,599 SH   SOLE   1,512,599 0 0
STEELCASE INC CL A 858155203 350 19,000 SH   SOLE   19,000 0 0
STRYKER CORP COM 863667101 10,837 50,100 SH   SOLE   50,100 0 0
SUNCOR ENERGY INC NEW COM 867224107 65,853 2,086,372 SH   SOLE   2,086,372 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 4,673 340,100 SH   SOLE   340,100 0 0
SUNTRUST BKS INC COM 867914103 41,218 599,100 SH   SOLE   599,100 0 0
SUPERIOR INDS INTL INC COM 868168105 88 30,300 SH   SOLE   30,300 0 0
SWITCHBACK ENERGY ACQUISITIO UNIT 99/99/9999 87105M201 2,502 250,000 SH   SOLE   250,000 0 0
SYNNEX CORP COM 87162W100 1,502 13,300 SH   SOLE   13,300 0 0
SYSCO CORP COM 871829107 7,948 100,100 SH   SOLE   100,100 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 11,253 242,100 SH   SOLE   242,100 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7,082 56,500 SH   SOLE   56,500 0 0
TALLGRASS ENERGY LP CLASS A SHS 874696107 596 29,600 SH   SOLE   29,600 0 0
TARGA RES CORP COM 87612G101 66,380 1,652,479 SH   SOLE   1,652,479 0 0
TARGET CORP COM 87612E106 15,192 142,100 SH   SOLE   142,100 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 2,995 39,700 SH   SOLE   39,700 0 0
TC ENERGY CORP COM 87807B107 388,917 7,506,205 SH   SOLE   7,506,205 0 0
TEGNA INC COM 87901J105 1,114 71,700 SH   SOLE   71,700 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 5,497 417,400 SH   SOLE   417,400 0 0
TELUS CORP COM 87971M103 15,607 438,246 SH   SOLE   438,246 0 0
TEXAS INSTRS INC COM 882508104 84,228 651,719 SH   SOLE   651,719 0 0
THOMSON REUTERS CORP COM NEW 884903709 10,501 157,004 SH   SOLE   157,004 0 0
THUNDER BRDG ACQUISTION II L UNIT 99/99/9999 G8857S124 3,054 300,000 SH   SOLE   300,000 0 0
TILLYS INC CL A 886885102 102 10,800 SH   SOLE   10,800 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 2,756 191,900 SH   SOLE   191,900 0 0
TOOTSIE ROLL INDS INC COM 890516107 349 9,400 SH   SOLE   9,400 0 0
TOPBUILD CORP COM 89055F103 771 8,000 SH   SOLE   8,000 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 184,047 3,154,414 SH   SOLE   3,154,414 0 0
TORTOISE ACQUISITION CORP UNIT 03/04/2024 89154L209 2,238 225,000 SH   SOLE   225,000 0 0
TRINITY INDS INC COM 896522109 1,972 100,200 SH   SOLE   100,200 0 0
UNION PACIFIC CORP COM 907818108 144,501 892,089 SH   SOLE   892,089 0 0
UNITED FINL BANCORP INC NEW COM 910304104 8,512 624,500 SH   SOLE   624,500 0 0
UNITED PARCEL SERVICE INC CL B 911312106 154,529 1,289,680 SH   SOLE   1,289,680 0 0
UNITED TECHNOLOGIES CORP COM 913017109 177,923 1,303,274 SH   SOLE   1,303,274 0 0
UNIVAR SOLUTIONS INC COM 91336L107 810 39,000 SH   SOLE   39,000 0 0
URBAN EDGE PPTYS COM 91704F104 849 42,900 SH   SOLE   42,900 0 0
US BANCORP DEL COM NEW 902973304 218,132 3,941,676 SH   SOLE   3,941,676 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 391,895 11,875,600 SH   SOLE   11,875,600 0 0
VEDANTA LTD SPONSORED ADR 92242Y100 256 29,500 SH   SOLE   29,500 0 0
VERISK ANALYTICS INC COM 92345Y106 9,457 59,800 SH   SOLE   59,800 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 15,018 248,800 SH   SOLE   248,800 0 0
VIAVI SOLUTIONS INC COM 925550105 520 37,100 SH   SOLE   37,100 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 8,416 943,500 SH   SOLE   943,500 0 0
VISA INC COM CL A 92826C839 206,280 1,199,235 SH   SOLE   1,199,235 0 0
VITAMIN SHOPPE INC COM 92849E101 2,260 346,600 SH   SOLE   346,600 0 0
VMWARE INC CL A COM 928563402 7,773 51,800 SH   SOLE   51,800 0 0
WASTE MGMT INC DEL COM 94106L109 106,570 926,700 SH   SOLE   926,700 0 0
WATERS CORP COM 941848103 6,340 28,400 SH   SOLE   28,400 0 0
WELBILT INC COM 949090104 401 23,800 SH   SOLE   23,800 0 0
WELLS FARGO CO NEW COM 949746101 319,504 6,334,340 SH   SOLE   6,334,340 0 0
WESTERN UN CO COM 959802109 7,989 344,800 SH   SOLE   344,800 0 0
WILLIAMS COS INC DEL COM 969457100 144,500 6,005,817 SH   SOLE   6,005,817 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 2,815 771,300 SH   SOLE   771,300 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 327 7,100 SH   SOLE   7,100 0 0
YATRA ONLINE INC ORD SHS G98338109 1,243 301,620 SH   SOLE   301,620 0 0
YUM BRANDS INC COM 988498101 12,330 108,700 SH   SOLE   108,700 0 0
YUM CHINA HLDGS INC COM 98850P109 436 9,600 SH   SOLE   9,600 0 0
YY INC SPONSORED ADS A 98426T106 3,031 53,900 SH   SOLE   53,900 0 0
ZOETIS INC CL A 98978V103 6,902 55,400 SH   SOLE   55,400 0 0