The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 43,222 | 495,775 | SH | SOLE | 495,775 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 2,615 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
ISHARES TR | BROAD USD HIGH | 46435U853 | 2,060 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
CODIAK BIOSCIENCES INC | COM | 192010106 | 5,027 | 333,333 | SH | SOLE | 333,333 | 0 | 0 | ||
AMDOCS LTD | SHS | G02602103 | 2,701 | 38,500 | SH | SOLE | 38,500 | 0 | 0 | ||
ASSURED GUARANTY LTD | COM | G0585R106 | 5,061 | 119,700 | SH | SOLE | 119,700 | 0 | 0 | ||
ATHENE HOLDING LTD | CL A | G0684D107 | 3,221 | 63,900 | SH | SOLE | 63,900 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 3,956 | 49,900 | SH | SOLE | 49,900 | 0 | 0 | ||
EVEREST RE GROUP LTD | COM | G3223R108 | 2,775 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
INVESCO LTD | SHS | G491BT108 | 5,276 | 209,200 | SH | SOLE | 209,200 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 2,613 | 15,900 | SH | SOLE | 15,900 | 0 | 0 | ||
LAZARD LTD | SHS A | G54050102 | 2,946 | 67,700 | SH | SOLE | 67,700 | 0 | 0 | ||
NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 3,669 | 145,900 | SH | SOLE | 145,900 | 0 | 0 | ||
NVENT ELECTRIC PLC | SHS | G6700G107 | 3,472 | 124,400 | SH | SOLE | 124,400 | 0 | 0 | ||
PERRIGO CO PLC | SHS | G97822103 | 1,894 | 46,800 | SH | SOLE | 46,800 | 0 | 0 | ||
ARDAGH GROUP S A | CL A | L0223L101 | 3,977 | 156,500 | SH | SOLE | 156,500 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 3,059 | 29,400 | SH | SOLE | 29,400 | 0 | 0 | ||
ADT INC DEL | COM | 00090Q103 | 2,129 | 252,300 | SH | SOLE | 252,300 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 3,153 | 61,600 | SH | SOLE | 61,600 | 0 | 0 | ||
AGNC INVT CORP | COM | 00123Q104 | 2,621 | 156,400 | SH | SOLE | 156,400 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 3,373 | 125,800 | SH | SOLE | 125,800 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 2,364 | 78,100 | SH | SOLE | 78,100 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 2,716 | 25,100 | SH | SOLE | 25,100 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP IN | COM | 008252108 | 5,097 | 34,200 | SH | SOLE | 34,200 | 0 | 0 | ||
AIR LEASE CORP | CL A | 00912X302 | 3,430 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 3,043 | 19,900 | SH | SOLE | 19,900 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 5,436 | 48,500 | SH | SOLE | 48,500 | 0 | 0 | ||
ALLISON TRANSMISSION HLDGS I | COM | 01973R101 | 2,736 | 67,000 | SH | SOLE | 67,000 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 2,758 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
ALLY FINL INC | COM | 02005N100 | 3,983 | 88,100 | SH | SOLE | 88,100 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 2,778 | 54,300 | SH | SOLE | 54,300 | 0 | 0 | ||
AMERICAN FINL GROUP INC OHIO | COM | 025932104 | 3,891 | 34,100 | SH | SOLE | 34,100 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 3,623 | 78,400 | SH | SOLE | 78,400 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 2,810 | 23,800 | SH | SOLE | 23,800 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 3,417 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
ANNALY CAPITAL MANAGEMENT IN | COM | 035710409 | 2,592 | 301,400 | SH | SOLE | 301,400 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 3,087 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
ANTERO MIDSTREAM CORP | COM | 03676B102 | 3,797 | 420,500 | SH | SOLE | 420,500 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 5,438 | 40,700 | SH | SOLE | 40,700 | 0 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 3,203 | 28,900 | SH | SOLE | 28,900 | 0 | 0 | ||
ASSURANT INC | COM | 04621X108 | 2,765 | 19,500 | SH | SOLE | 19,500 | 0 | 0 | ||
AUTONATION INC | COM | 05329W102 | 3,934 | 42,200 | SH | SOLE | 42,200 | 0 | 0 | ||
BOK FINL CORP | COM NEW | 05561Q201 | 3,787 | 42,400 | SH | SOLE | 42,400 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 3,045 | 64,400 | SH | SOLE | 64,400 | 0 | 0 | ||
BANK OZK | COM | 06417N103 | 4,203 | 102,900 | SH | SOLE | 102,900 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 2,738 | 44,600 | SH | SOLE | 44,600 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 2,294 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
BLOCK H & R INC | COM | 093671105 | 3,372 | 154,700 | SH | SOLE | 154,700 | 0 | 0 | ||
BRIGHTHOUSE FINL INC | COM | 10922N103 | 3,500 | 79,100 | SH | SOLE | 79,100 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 2,437 | 38,600 | SH | SOLE | 38,600 | 0 | 0 | ||
CIGNA CORP NEW | COM | 125523100 | 3,239 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
CNA FINL CORP | COM | 126117100 | 3,227 | 72,300 | SH | SOLE | 72,300 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 2,964 | 39,400 | SH | SOLE | 39,400 | 0 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 2,934 | 48,300 | SH | SOLE | 48,300 | 0 | 0 | ||
CENTENE CORP DEL | COM | 15135B101 | 2,422 | 37,900 | SH | SOLE | 37,900 | 0 | 0 | ||
CHANGE HEALTHCARE INC | COM | 15912K100 | 3,421 | 154,800 | SH | SOLE | 154,800 | 0 | 0 | ||
CHEMOURS CO | COM | 163851108 | 2,964 | 106,200 | SH | SOLE | 106,200 | 0 | 0 | ||
CIMAREX ENERGY CO | COM | 171798101 | 5,256 | 88,500 | SH | SOLE | 88,500 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 3,630 | 49,900 | SH | SOLE | 49,900 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP INC | COM | 174610105 | 3,642 | 82,500 | SH | SOLE | 82,500 | 0 | 0 | ||
COMMSCOPE HLDG CO INC | COM | 20337X109 | 3,683 | 239,800 | SH | SOLE | 239,800 | 0 | 0 | ||
CONCENTRIX CORP | COM | 20602D101 | 2,605 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 3,650 | 68,912 | SH | SOLE | 68,912 | 0 | 0 | ||
CRANE CO | COM | 224399105 | 4,057 | 43,200 | SH | SOLE | 43,200 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 2,781 | 31,200 | SH | SOLE | 31,200 | 0 | 0 | ||
DXC TECHNOLOGY CO | COM | 23355L106 | 3,736 | 119,500 | SH | SOLE | 119,500 | 0 | 0 | ||
DELL TECHNOLOGIES INC | CL C | 24703L202 | 3,006 | 34,100 | SH | SOLE | 34,100 | 0 | 0 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 5,041 | 68,600 | SH | SOLE | 68,600 | 0 | 0 | ||
DISCOVERY INC | COM SER A | 25470F104 | 4,046 | 93,100 | SH | SOLE | 93,100 | 0 | 0 | ||
EAST WEST BANCORP INC | COM | 27579R104 | 4,915 | 66,600 | SH | SOLE | 66,600 | 0 | 0 | ||
EDISON INTL | COM | 281020107 | 2,549 | 43,500 | SH | SOLE | 43,500 | 0 | 0 | ||
EQUITABLE HLDGS INC | COM | 29452E101 | 3,931 | 120,500 | SH | SOLE | 120,500 | 0 | 0 | ||
EQUITRANS MIDSTREAM CORP | COM | 294600101 | 2,005 | 245,700 | SH | SOLE | 245,700 | 0 | 0 | ||
EVERCORE INC | CLASS A | 29977A105 | 4,637 | 35,200 | SH | SOLE | 35,200 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 2,773 | 63,400 | SH | SOLE | 63,400 | 0 | 0 | ||
F N B CORP | COM | 302520101 | 4,075 | 320,900 | SH | SOLE | 320,900 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 2,793 | 68,700 | SH | SOLE | 68,700 | 0 | 0 | ||
FIRST HORIZON CORPORATION | COM | 320517105 | 3,959 | 234,100 | SH | SOLE | 234,100 | 0 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 2,661 | 76,700 | SH | SOLE | 76,700 | 0 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 3,521 | 62,600 | SH | SOLE | 62,600 | 0 | 0 | ||
FRANKLIN RESOURCES INC | COM | 354613101 | 3,241 | 109,500 | SH | SOLE | 109,500 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 4,160 | 72,400 | SH | SOLE | 72,400 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 2,249 | 34,800 | SH | SOLE | 34,800 | 0 | 0 | ||
GLOBE LIFE INC | COM | 37959E102 | 2,638 | 27,300 | SH | SOLE | 27,300 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 3,761 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
GRACE W R & CO DEL NEW | COM | 38388F108 | 3,071 | 51,300 | SH | SOLE | 51,300 | 0 | 0 | ||
GRAFTECH INTL LTD | COM | 384313508 | 3,604 | 294,700 | SH | SOLE | 294,700 | 0 | 0 | ||
HCA HEALTHCARE INC | COM | 40412C101 | 3,126 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | ||
HP INC | COM | 40434L105 | 3,766 | 118,600 | SH | SOLE | 118,600 | 0 | 0 | ||
HANESBRANDS INC | COM | 410345102 | 2,799 | 142,300 | SH | SOLE | 142,300 | 0 | 0 | ||
HANOVER INS GROUP INC | COM | 410867105 | 3,120 | 24,100 | SH | SOLE | 24,100 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 4,054 | 60,700 | SH | SOLE | 60,700 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 3,738 | 237,500 | SH | SOLE | 237,500 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 3,631 | 231,000 | SH | SOLE | 231,000 | 0 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 3,170 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 2,906 | 45,400 | SH | SOLE | 45,400 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 2,425 | 18,200 | SH | SOLE | 18,200 | 0 | 0 | ||
INTERPUBLIC GROUP COS INC | COM | 460690100 | 3,597 | 123,200 | SH | SOLE | 123,200 | 0 | 0 | ||
JABIL INC | COM | 466313103 | 3,656 | 70,100 | SH | SOLE | 70,100 | 0 | 0 | ||
JONES LANG LASALLE INC | COM | 48020Q107 | 3,885 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
KEMPER CORP | COM | 488401100 | 2,631 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 3,592 | 179,800 | SH | SOLE | 179,800 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 3,162 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 2,956 | 29,200 | SH | SOLE | 29,200 | 0 | 0 | ||
LINCOLN NATL CORP IND | COM | 534187109 | 4,216 | 67,700 | SH | SOLE | 67,700 | 0 | 0 | ||
LIONS GATE ENTMNT CORP | CL A VTG | 535919401 | 3,371 | 225,500 | SH | SOLE | 225,500 | 0 | 0 | ||
LUMENTUM HLDGS INC | COM | 55024U109 | 2,951 | 32,300 | SH | SOLE | 32,300 | 0 | 0 | ||
LUMEN TECHNOLOGIES INC | COM | 550241103 | 2,745 | 205,600 | SH | SOLE | 205,600 | 0 | 0 | ||
M & T BK CORP | COM | 55261F104 | 3,366 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 3,328 | 240,300 | SH | SOLE | 240,300 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 2,926 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
MERCURY GENL CORP NEW | COM | 589400100 | 3,247 | 53,400 | SH | SOLE | 53,400 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 3,660 | 60,200 | SH | SOLE | 60,200 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 4,014 | 45,500 | SH | SOLE | 45,500 | 0 | 0 | ||
MOLSON COORS BEVERAGE CO | CL B | 60871R209 | 3,355 | 65,600 | SH | SOLE | 65,600 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 6,146 | 79,139 | SH | SOLE | 79,139 | 0 | 0 | ||
NCR CORP NEW | COM | 62886E108 | 4,254 | 112,100 | SH | SOLE | 112,100 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 2,845 | 75,400 | SH | SOLE | 75,400 | 0 | 0 | ||
NATIONAL FUEL GAS CO | COM | 636180101 | 2,684 | 53,700 | SH | SOLE | 53,700 | 0 | 0 | ||
NETAPP INC | COM | 64110D104 | 3,764 | 51,800 | SH | SOLE | 51,800 | 0 | 0 | ||
NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 3,160 | 280,900 | SH | SOLE | 280,900 | 0 | 0 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 3,245 | 257,100 | SH | SOLE | 257,100 | 0 | 0 | ||
NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 3,188 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
OLD REP INTL CORP | COM | 680223104 | 3,335 | 152,700 | SH | SOLE | 152,700 | 0 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 3,129 | 42,200 | SH | SOLE | 42,200 | 0 | 0 | ||
ONEMAIN HLDGS INC | COM | 68268W103 | 3,798 | 70,700 | SH | SOLE | 70,700 | 0 | 0 | ||
ONEOK INC NEW | COM | 682680103 | 4,119 | 81,300 | SH | SOLE | 81,300 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 2,745 | 234,400 | SH | SOLE | 234,400 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 2,356 | 81,700 | SH | SOLE | 81,700 | 0 | 0 | ||
GREAT WESTN NATL BK PORTLAND | COM | 695263103 | 4,887 | 128,100 | SH | SOLE | 128,100 | 0 | 0 | ||
PENSKE AUTOMOTIVE GRP INC | COM | 70959W103 | 3,787 | 47,200 | SH | SOLE | 47,200 | 0 | 0 | ||
PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 3,879 | 216,700 | SH | SOLE | 216,700 | 0 | 0 | ||
PILGRIMS PRIDE CORP | COM | 72147K108 | 3,247 | 136,500 | SH | SOLE | 136,500 | 0 | 0 | ||
PINNACLE FINL PARTNERS INC | COM | 72346Q104 | 5,204 | 58,700 | SH | SOLE | 58,700 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 4,472 | 28,157 | SH | SOLE | 28,157 | 0 | 0 | ||
POPULAR INC | COM NEW | 733174700 | 4,311 | 61,300 | SH | SOLE | 61,300 | 0 | 0 | ||
PRIMERICA INC | COM | 74164M108 | 2,838 | 19,200 | SH | SOLE | 19,200 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 | 3,328 | 55,500 | SH | SOLE | 55,500 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 3,325 | 44,400 | SH | SOLE | 44,400 | 0 | 0 | ||
PRUDENTIAL FINL INC | COM | 744320102 | 3,015 | 33,100 | SH | SOLE | 33,100 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 2,617 | 49,900 | SH | SOLE | 49,900 | 0 | 0 | ||
QUIDEL CORP | COM | 74838J101 | 1,778 | 13,900 | SH | SOLE | 13,900 | 0 | 0 | ||
QURATE RETAIL INC | COM SER A | 74915M100 | 3,895 | 331,200 | SH | SOLE | 331,200 | 0 | 0 | ||
REGIONS FINANCIAL CORP NEW | COM | 7591EP100 | 3,903 | 188,900 | SH | SOLE | 188,900 | 0 | 0 | ||
REINSURANCE GRP OF AMERICA I | COM NEW | 759351604 | 2,861 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 4,999 | 278,200 | SH | SOLE | 278,200 | 0 | 0 | ||
SCIENCE APPLICATIONS INTL CO | COM | 808625107 | 2,432 | 29,100 | SH | SOLE | 29,100 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 5,743 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 3,515 | 30,900 | SH | SOLE | 30,900 | 0 | 0 | ||
SPROUTS FMRS MKT INC | COM | 85208M102 | 2,880 | 108,200 | SH | SOLE | 108,200 | 0 | 0 | ||
STARWOOD PPTY TR INC | COM | 85571B105 | 3,481 | 140,700 | SH | SOLE | 140,700 | 0 | 0 | ||
STATE STR CORP | COM | 857477103 | 3,050 | 36,300 | SH | SOLE | 36,300 | 0 | 0 | ||
STERLING BANCORP DEL | COM | 85917A100 | 4,632 | 201,200 | SH | SOLE | 201,200 | 0 | 0 | ||
SYNNEX CORP | COM | 87162W100 | 1,998 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 3,383 | 83,200 | SH | SOLE | 83,200 | 0 | 0 | ||
TCF FINL CORP | COM | 872307103 | 4,167 | 89,700 | SH | SOLE | 89,700 | 0 | 0 | ||
TAPESTRY INC | COM | 876030107 | 5,242 | 127,200 | SH | SOLE | 127,200 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 2,944 | 51,900 | SH | SOLE | 51,900 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 3,068 | 20,400 | SH | SOLE | 20,400 | 0 | 0 | ||
TRUIST FINL CORP | COM | 89832Q109 | 3,324 | 57,000 | SH | SOLE | 57,000 | 0 | 0 | ||
TYSON FOODS INC | CL A | 902494103 | 2,623 | 35,300 | SH | SOLE | 35,300 | 0 | 0 | ||
UGI CORP NEW | COM | 902681105 | 2,862 | 69,800 | SH | SOLE | 69,800 | 0 | 0 | ||
UMPQUA HLDGS CORP | COM | 904214103 | 3,559 | 202,800 | SH | SOLE | 202,800 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 4,215 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 3,596 | 21,500 | SH | SOLE | 21,500 | 0 | 0 | ||
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 2,521 | 18,900 | SH | SOLE | 18,900 | 0 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 3,426 | 123,100 | SH | SOLE | 123,100 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 3,387 | 75,100 | SH | SOLE | 75,100 | 0 | 0 | ||
VIATRIS INC | COM | 92556V106 | 1,987 | 142,200 | SH | SOLE | 142,200 | 0 | 0 | ||
VIRTU FINL INC | CL A | 928254101 | 2,627 | 84,600 | SH | SOLE | 84,600 | 0 | 0 | ||
VISTRA CORP | COM | 92840M102 | 2,187 | 123,700 | SH | SOLE | 123,700 | 0 | 0 | ||
VOYA FINANCIAL INC | COM | 929089100 | 3,048 | 47,900 | SH | SOLE | 47,900 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 3,409 | 62,100 | SH | SOLE | 62,100 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 4,618 | 83,800 | SH | SOLE | 83,800 | 0 | 0 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 6,327 | 67,000 | SH | SOLE | 67,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | COM | 958102105 | 3,965 | 59,400 | SH | SOLE | 59,400 | 0 | 0 | ||
WESTERN UN CO | COM | 959802109 | 2,501 | 101,400 | SH | SOLE | 101,400 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 2,798 | 12,700 | SH | SOLE | 12,700 | 0 | 0 | ||
WINTRUST FINL CORP | COM | 97650W108 | 4,169 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
XEROX HOLDINGS CORP | COM NEW | 98421M106 | 2,876 | 118,500 | SH | SOLE | 118,500 | 0 | 0 | ||
ZIONS BANCORPORATION N A | COM | 989701107 | 3,946 | 71,800 | SH | SOLE | 71,800 | 0 | 0 | ||
FRANKLIN TEMPLETON ETF TR | FTSE JAPAN ETF | 35473P744 | 13,958 | 459,000 | SH | SOLE | 459,000 | 0 | 0 | ||
ISHARES TR | CORE S&P TTL S | 464287150 | 12,366 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
ISHARES TR | MSCI EURO FL E | 464289180 | 2,948 | 153,000 | SH | SOLE | 153,000 | 0 | 0 | ||
ISHARES TR | CORE MSCI EAFE | 46432F842 | 12,176 | 169,000 | SH | SOLE | 169,000 | 0 | 0 | ||
ISHARES INC | CORE MSCI EMKT | 46434G103 | 9,203 | 143,000 | SH | SOLE | 143,000 | 0 | 0 | ||
ISHARES INC | MSCI GBL ETF N | 46434G848 | 8,763 | 208,000 | SH | SOLE | 208,000 | 0 | 0 | ||
SPDR SER TR | S&P BK ETF | 78464A797 | 19,870 | 383,000 | SH | SOLE | 383,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 3,416 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
VANGUARD WORLD FDS | ENERGY ETF | 92204A306 | 18,768 | 276,000 | SH | SOLE | 276,000 | 0 | 0 | ||
VANGUARD WORLD FDS | INDUSTRIAL ETF | 92204A603 | 15,867 | 83,830 | SH | SOLE | 83,830 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ET | 464288513 | 224,884 | 2,579,532 | SH | SOLE | 2,579,532 | 0 | 0 | ||
ISHARES TR | BROAD USD HIGH | 46435U853 | 208,438 | 5,060,410 | SH | SOLE | 5,060,410 | 0 | 0 | ||
ISHARES GOLD TR | ISHARES | 464285105 | 181,071 | 11,136,000 | SH | SOLE | 11,136,000 | 0 | 0 | ||
SPDR SER TR | RUSSELL LOW VO | 78468R754 | 439,210 | 4,421,863 | SH | SOLE | 4,421,863 | 0 | 0 | ||
SPDR SER TR | RUSSELL MOMENT | 78468R762 | 253,383 | 2,713,457 | SH | SOLE | 2,713,457 | 0 | 0 | ||
SPDR SER TR | RUSSELL YIELD | 78468R770 | 504,287 | 5,617,235 | SH | SOLE | 5,617,235 | 0 | 0 | ||
DBX ETF TR | XTRACK HRVST C | 233051879 | 310 | 8,034 | SH | SOLE | 8,034 | 0 | 0 | ||
ISHARES INC | MSCI BRAZIL ET | 464286400 | 89,243 | 2,667,964 | SH | SOLE | 2,667,964 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL E | 464287598 | 547,338 | 3,611,602 | SH | SOLE | 3,611,602 | 0 | 0 | ||
ISHARES TR | RUS 2000 VAL E | 464287630 | 317,361 | 1,990,100 | SH | SOLE | 1,990,100 | 0 | 0 | ||
ISHARES TR | MSCI EURO FL E | 464289180 | 125,406 | 6,507,815 | SH | SOLE | 6,507,815 | 0 | 0 | ||
ISHARES TR | MSCI CHINA ETF | 46429B671 | 814 | 9,962 | SH | SOLE | 9,962 | 0 | 0 | ||
ISHARES TR | CORE MSCI EAFE | 46432F842 | 455,240 | 6,318,394 | SH | SOLE | 6,318,394 | 0 | 0 | ||
ISHARES INC | MSCI JPN ETF N | 46434G822 | 2,447 | 35,715 | SH | SOLE | 35,715 | 0 | 0 | ||
KRANESHARES TR | CSI CHI INTERN | 500767306 | 26,204 | 343,213 | SH | SOLE | 343,213 | 0 | 0 | ||
SPDR SER TR | S&P OILGAS EXP | 78468R556 | 208,055 | 2,557,839 | SH | SOLE | 2,557,839 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 | 30,630 | 388,710 | SH | SOLE | 388,710 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 288,585 | 8,475,322 | SH | SOLE | 8,475,322 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 43,585 | 442,714 | SH | SOLE | 442,714 | 0 | 0 | ||
SELECT SECTOR SPDR TR | COMMUNICATION | 81369Y852 | 56,930 | 776,466 | SH | SOLE | 776,466 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 451 | 7,043 | SH | SOLE | 7,043 | 0 | 0 | ||
VANECK VECTORS ETF TR | GOLD MINERS ET | 92189F106 | 98,769 | 3,039,060 | SH | SOLE | 3,039,060 | 0 | 0 | ||
VANECK VECTORS ETF TR | JR GOLD MINERS | 92189F791 | 147,180 | 3,269,932 | SH | SOLE | 3,269,932 | 0 | 0 | ||
VANGUARD INTL EQUITY INDEX F | FTSE EMR MKT E | 922042858 | 203,399 | 3,907,755 | SH | SOLE | 3,907,755 | 0 | 0 | ||
VANGUARD INDEX FDS | S&P 500 ETF SH | 922908363 | 102,129 | 280,344 | SH | SOLE | 280,344 | 0 | 0 | ||
VIR BIOTECHNOLOGY INC | COM | 92764N102 | 194,826 | 3,800,000 | SH | SOLE | 3,800,000 | 0 | 0 |