0000762152-20-000007.txt : 20200501
0000762152-20-000007.hdr.sgml : 20200501
20200501120013
ACCESSION NUMBER: 0000762152-20-000007
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200501
DATE AS OF CHANGE: 20200501
EFFECTIVENESS DATE: 20200501
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/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-01462
FILM NUMBER: 20839412
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/A
1
primary_doc.xml
13F-HR/A
LIVE
false
true
false
0000762152
XXXXXXXX
03-31-2020
03-31-2020
true
1
RESTATEMENT
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
05-01-2020
0
943
9069438
false
INFORMATION TABLE
2
InformationTable_03-31-2020.xml
AFLAC INC
COM
001055102
5759
168190
SH
SOLE
168190
0
0
AGCO CORP
COM
001084102
817
17300
SH
SOLE
17300
0
0
AGNC INVT CORP
COM
00123Q104
214055
20232030
SH
SOLE
20232030
0
0
AES CORP
COM
00130H105
2070
152205
SH
SOLE
152205
0
0
AMC NETWORKS INC
CL A
00164V103
298
12250
SH
SOLE
12250
0
0
ASGN INC
COM
00191U102
516
14600
SH
SOLE
14600
0
0
ATT INC
COM
00206R102
48813
1674532
SH
SOLE
1674532
0
0
AARONS INC
COM PAR 050
002535300
426
18700
SH
SOLE
18700
0
0
ABBOTT LABS
COM
002824100
31970
405143
SH
SOLE
405143
0
0
ABBVIE INC
COM
00287Y109
61623
808803
SH
SOLE
808803
0
0
ABIOMED INC
COM
003654100
1495
10300
SH
SOLE
10300
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
451
24600
SH
SOLE
24600
0
0
ACI WORLDWIDE INC
COM
004498101
774
32050
SH
SOLE
32050
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
10477
176144
SH
SOLE
176144
0
0
ACUITY BRANDS INC
COM
00508Y102
942
11000
SH
SOLE
11000
0
0
ADOBE INC
COM
00724F101
66274
208253
SH
SOLE
208253
0
0
ADTALEM GLOBAL ED INC
COM
00737L103
402
15000
SH
SOLE
15000
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
1481
15868
SH
SOLE
15868
0
0
AECOM
COM
00766T100
1298
43500
SH
SOLE
43500
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
36298
798100
SH
SOLE
798100
0
0
AFFILIATED MANAGERS GROUP IN
COM
008252108
810
13700
SH
SOLE
13700
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
5083
70969
SH
SOLE
70969
0
0
AIR PRODS CHEMS INC
COM
009158106
34034
170502
SH
SOLE
170502
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
3396
37123
SH
SOLE
37123
0
0
ALASKA AIR GROUP INC
COM
011659109
803
28196
SH
SOLE
28196
0
0
ALBEMARLE CORP
COM
012653101
1372
24340
SH
SOLE
24340
0
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
3851
28100
SH
SOLE
28100
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
23945
266678
SH
SOLE
266678
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
1411
7256
SH
SOLE
7256
0
0
ALIGN TECHNOLOGY INC
COM
016255101
2853
16400
SH
SOLE
16400
0
0
ALLEGHANY CORP DEL
COM
017175100
2209
4000
SH
SOLE
4000
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
298
35000
SH
SOLE
35000
0
0
ALLETE INC
COM NEW
018522300
868
14300
SH
SOLE
14300
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
316
9403
SH
SOLE
9403
0
0
ALLIANT ENERGY CORP
COM
018802108
2663
55156
SH
SOLE
55156
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
COM
01988P108
318
45100
SH
SOLE
45100
0
0
ALLSTATE CORP
COM
020002101
6810
74237
SH
SOLE
74237
0
0
ALLY FINL INC
COM
02005N100
8658
600000
SH
SOLE
600000
0
0
ALPHABET INC
CAP STK CL C
02079K107
79672
68517
SH
SOLE
68517
0
0
ALPHABET INC
CAP STK CL A
02079K305
129590
111528
SH
SOLE
111528
0
0
ALTRIA GROUP INC
COM
02209S103
56381
1458002
SH
SOLE
1458002
0
0
ALTUS MIDSTREAM CO
CL A
02215L100
2625
3500000
SH
SOLE
3500000
0
0
AMAZON COM INC
COM
023135106
246449
126402
SH
SOLE
126402
0
0
AMEDISYS INC
COM
023436108
1652
9000
SH
SOLE
9000
0
0
AMEREN CORP
COM
023608102
4109
56422
SH
SOLE
56422
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
1089
89356
SH
SOLE
89356
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
1057
38100
SH
SOLE
38100
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
9060
113281
SH
SOLE
113281
0
0
AMERICAN EAGLE OUTFITTERS IN
COM
02553E106
350
44075
SH
SOLE
44075
0
0
AMERICAN EXPRESS CO
COM
025816109
13163
153759
SH
SOLE
153759
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
1450
20690
SH
SOLE
20690
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
4834
199352
SH
SOLE
199352
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
22107
101526
SH
SOLE
101526
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
4953
41428
SH
SOLE
41428
0
0
AMERIPRISE FINL INC
COM
03076C106
2974
29016
SH
SOLE
29016
0
0
AMETEK INC
COM
031100100
3773
52384
SH
SOLE
52384
0
0
AMGEN INC
COM
031162100
54939
270994
SH
SOLE
270994
0
0
AMPHENOL CORP NEW
CL A
032095101
4960
68052
SH
SOLE
68052
0
0
ANALOG DEVICES INC
COM
032654105
7575
84495
SH
SOLE
84495
0
0
ANSYS INC
COM
03662Q105
4556
19600
SH
SOLE
19600
0
0
ANTHEM INC
COM
036752103
13201
58144
SH
SOLE
58144
0
0
ANTERO MIDSTREAM CORP
COM
03676B102
173
82400
SH
SOLE
82400
0
0
APACHE CORP
COM
037411105
360
86194
SH
SOLE
86194
0
0
APARTMENT INVT MGMT CO
CL A
03748R754
1200
34150
SH
SOLE
34150
0
0
APERGY CORP
COM
03755L104
124
21531
SH
SOLE
21531
0
0
APOLLO COML REAL EST FIN INC
COM
03762U105
40513
5459968
SH
SOLE
5459968
0
0
APPLE INC
COM
037833100
366786
1442391
SH
SOLE
1442391
0
0
APPLIED MATLS INC
COM
038222105
9701
211709
SH
SOLE
211709
0
0
APTARGROUP INC
COM
038336103
1762
17700
SH
SOLE
17700
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
4489
127600
SH
SOLE
127600
0
0
ARISTA NETWORKS INC
COM
040413106
2512
12400
SH
SOLE
12400
0
0
ARROW ELECTRS INC
COM
042735100
1170
22562
SH
SOLE
22562
0
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
800
27800
SH
SOLE
27800
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
839
16753
SH
SOLE
16753
0
0
ASSOCIATED BANC CORP
COM
045487105
565
44189
SH
SOLE
44189
0
0
ASSURANT INC
COM
04621X108
1442
13857
SH
SOLE
13857
0
0
ATMOS ENERGY CORP
COM
049560105
2719
27400
SH
SOLE
27400
0
0
AUTODESK INC
COM
052769106
7871
50420
SH
SOLE
50420
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
43352
317181
SH
SOLE
317181
0
0
AUTONATION INC
COM
05329W102
457
16300
SH
SOLE
16300
0
0
AUTOZONE INC
COM
053332102
29495
34864
SH
SOLE
34864
0
0
AVALONBAY CMNTYS INC
COM
053484101
4713
32023
SH
SOLE
32023
0
0
AVANOS MED INC
COM
05350V106
351
13020
SH
SOLE
13020
0
0
AVERY DENNISON CORP
COM
053611109
25521
250526
SH
SOLE
250526
0
0
AVIS BUDGET GROUP
COM
053774105
218
15700
SH
SOLE
15700
0
0
AVNET INC
COM
053807103
704
28040
SH
SOLE
28040
0
0
AXON ENTERPRISE INC
COM
05464C101
1168
16500
SH
SOLE
16500
0
0
BJS WHSL CLUB HLDGS INC
COM
05550J101
861
33800
SH
SOLE
33800
0
0
BAIDU INC
SPON ADR REP A
056752108
341
3380
SH
SOLE
3380
0
0
BAKER HUGHES COMPANY
CL A
05722G100
1565
149001
SH
SOLE
149001
0
0
BALL CORP
COM
058498106
4853
75052
SH
SOLE
75052
0
0
BANCORPSOUTH BK TUPELO MISS
COM
05971J102
503
26600
SH
SOLE
26600
0
0
BK OF AMERICA CORP
COM
060505104
39399
1855835
SH
SOLE
1855835
0
0
BANK HAWAII CORP
COM
062540109
618
11190
SH
SOLE
11190
0
0
BANK NEW YORK MELLON CORP
COM
064058100
6478
192348
SH
SOLE
192348
0
0
BANK OZK
COM
06417N103
561
33600
SH
SOLE
33600
0
0
BAXTER INTL INC
COM
071813109
9509
117122
SH
SOLE
117122
0
0
BECTON DICKINSON CO
COM
075887109
14258
62053
SH
SOLE
62053
0
0
BED BATH BEYOND INC
COM
075896100
148
35100
SH
SOLE
35100
0
0
BELDEN INC
COM
077454106
386
10700
SH
SOLE
10700
0
0
BERKLEY W R CORP
COM
084423102
1739
33332
SH
SOLE
33332
0
0
BERKSHIRE HATHAWAY INC DEL
CL A
084670108
31552
116
SH
SOLE
116
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
129151
706399
SH
SOLE
706399
0
0
BEST BUY INC
COM
086516101
2976
52204
SH
SOLE
52204
0
0
BIO RAD LABS INC
CL A
090572207
2103
6000
SH
SOLE
6000
0
0
BIOGEN INC
COM
09062X103
13091
41377
SH
SOLE
41377
0
0
BIO TECHNE CORP
COM
09073M104
2010
10600
SH
SOLE
10600
0
0
BLACK HILLS CORP
COM
092113109
1094
17090
SH
SOLE
17090
0
0
BLACKBAUD INC
COM
09227Q100
761
13700
SH
SOLE
13700
0
0
BLACKROCK INC
COM
09247X101
11870
26980
SH
SOLE
26980
0
0
BLACKROCK TCP CAPITAL CORP
COM
09259E108
9675
1548039
SH
SOLE
1548039
0
0
BLOCK H R INC
COM
093671105
18241
1295498
SH
SOLE
1295498
0
0
BOEING CO
COM
097023105
18292
122650
SH
SOLE
122650
0
0
BOOKING HLDGS INC
COM
09857L108
38510
28625
SH
SOLE
28625
0
0
BORGWARNER INC
COM
099724106
1153
47296
SH
SOLE
47296
0
0
BOSTON BEER INC
CL A
100557107
919
2500
SH
SOLE
2500
0
0
BOSTON PROPERTIES INC
COM
101121101
3037
32928
SH
SOLE
32928
0
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BOSTON SCIENTIFIC CORP
COM
101137107
10425
319496
SH
SOLE
319496
0
0
BOYD GAMING CORP
COM
103304101
320
22200
SH
SOLE
22200
0
0
BRIGHTHOUSE FINL INC
COM
10922N103
734
30380
SH
SOLE
30380
0
0
BRINKER INTL INC
COM
109641100
123
10277
SH
SOLE
10277
0
0
BRINKS CO
COM
109696104
723
13900
SH
SOLE
13900
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
29953
537369
SH
SOLE
537369
0
0
BRIXMOR PPTY GROUP INC
COM
11120U105
785
82600
SH
SOLE
82600
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
2494
26300
SH
SOLE
26300
0
0
BROADCOM INC
COM
11135F101
21571
90978
SH
SOLE
90978
0
0
BROWN BROWN INC
COM
115236101
2351
64900
SH
SOLE
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0
0
BROWN FORMAN CORP
CL B
115637209
2320
41792
SH
SOLE
41792
0
0
BRUNSWICK CORP
COM
117043109
799
22600
SH
SOLE
22600
0
0
CBOE GLOBAL MARKETS INC
COM
12503M108
2267
25400
SH
SOLE
25400
0
0
CBRE GROUP INC
CL A
12504L109
2894
76732
SH
SOLE
76732
0
0
CDK GLOBAL INC
COM
12508E101
1107
33700
SH
SOLE
33700
0
0
CDW CORP
COM
12514G108
3069
32900
SH
SOLE
32900
0
0
CF INDS HLDGS INC
COM
125269100
1358
49925
SH
SOLE
49925
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
2054
31029
SH
SOLE
31029
0
0
CIGNA CORP NEW
COM
125523100
15161
85570
SH
SOLE
85570
0
0
CIT GROUP INC
COM NEW
125581801
452
26200
SH
SOLE
26200
0
0
CME GROUP INC
COM
12572Q105
14209
82177
SH
SOLE
82177
0
0
CMS ENERGY CORP
COM
125896100
3821
65035
SH
SOLE
65035
0
0
CNO FINL GROUP INC
COM
12621E103
519
41900
SH
SOLE
41900
0
0
CSX CORP
COM
126408103
10213
178231
SH
SOLE
178231
0
0
CNX RESOURCES CORPORATION
COM
12653C108
273
51300
SH
SOLE
51300
0
0
CVS HEALTH CORP
COM
126650100
18775
316444
SH
SOLE
316444
0
0
CABLE ONE INC
COM
12685J105
2466
1500
SH
SOLE
1500
0
0
CABOT CORP
COM
127055101
412
15780
SH
SOLE
15780
0
0
CABOT OIL GAS CORP
COM
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1608
93532
SH
SOLE
93532
0
0
CABOT MICROELECTRONICS CORP
COM
12709P103
925
8100
SH
SOLE
8100
0
0
CACI INTL INC
CL A
127190304
1478
7000
SH
SOLE
7000
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
4253
64400
SH
SOLE
64400
0
0
CAESARS ENTMT CORP COM
COM
127686103
1046
154800
SH
SOLE
154800
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
2132
26900
SH
SOLE
26900
0
0
CAMPBELL SOUP CO
COM
134429109
1789
38759
SH
SOLE
38759
0
0
CANTEL MEDICAL CORP
COM
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373
10400
SH
SOLE
10400
0
0
CAPITAL ONE FINL CORP
COM
14040H105
5382
106748
SH
SOLE
106748
0
0
CARLISLE COS INC
COM
142339100
1969
15720
SH
SOLE
15720
0
0
CARMAX INC
COM
143130102
2030
37705
SH
SOLE
37705
0
0
CARNIVAL CORP
UNIT 99999999
143658300
1208
91760
SH
SOLE
91760
0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
257
13200
SH
SOLE
13200
0
0
CARTERS INC
COM
146229109
808
12300
SH
SOLE
12300
0
0
CASEYS GEN STORES INC
COM
147528103
1351
10200
SH
SOLE
10200
0
0
CATALENT INC
COM
148806102
2229
42900
SH
SOLE
42900
0
0
CATERPILLAR INC DEL
COM
149123101
14698
126666
SH
SOLE
126666
0
0
CATHAY GEN BANCORP
COM
149150104
482
21000
SH
SOLE
21000
0
0
CELANESE CORP DEL
COM
150870103
2033
27700
SH
SOLE
27700
0
0
CENTENE CORP DEL
COM
15135B101
7954
133884
SH
SOLE
133884
0
0
CENTERPOINT ENERGY INC
COM
15189T107
1779
115162
SH
SOLE
115162
0
0
CENTURYLINK INC
COM
156700106
2127
224876
SH
SOLE
224876
0
0
CERIDIAN HCM HLDG INC
COM
15677J108
1402
28000
SH
SOLE
28000
0
0
CERNER CORP
COM
156782104
28280
448968
SH
SOLE
448968
0
0
CHARLES RIV LABS INTL INC
COM
159864107
1716
13600
SH
SOLE
13600
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
15664
35900
SH
SOLE
35900
0
0
CHEESECAKE FACTORY INC
COM
163072101
195
11399
SH
SOLE
11399
0
0
CHEMED CORP NEW
COM
16359R103
1906
4400
SH
SOLE
4400
0
0
CHEMOURS CO
COM
163851108
402
45300
SH
SOLE
45300
0
0
CHEVRON CORP NEW
COM
166764100
31402
433368
SH
SOLE
433368
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
3822
5840
SH
SOLE
5840
0
0
CHOICE HOTELS INTL INC
COM
169905106
539
8800
SH
SOLE
8800
0
0
CHURCH DWIGHT INC
COM
171340102
3608
56224
SH
SOLE
56224
0
0
CHURCHILL DOWNS INC
COM
171484108
1013
9842
SH
SOLE
9842
0
0
CIENA CORP
COM NEW
171779309
1708
42900
SH
SOLE
42900
0
0
CIMAREX ENERGY CO
COM
171798101
474
28180
SH
SOLE
28180
0
0
CINCINNATI FINL CORP
COM
172062101
2627
34821
SH
SOLE
34821
0
0
CINEMARK HOLDINGS INC
COM
17243V102
302
29600
SH
SOLE
29600
0
0
CIRRUS LOGIC INC
COM
172755100
1050
16000
SH
SOLE
16000
0
0
CISCO SYS INC
COM
17275R102
76422
1944091
SH
SOLE
1944091
0
0
CINTAS CORP
COM
172908105
3320
19167
SH
SOLE
19167
0
0
CITIGROUP INC
COM NEW
172967424
21079
500456
SH
SOLE
500456
0
0
CITIZENS FINANCIAL GROUP INC
COM
174610105
1873
99600
SH
SOLE
99600
0
0
CITRIX SYS INC
COM
177376100
3747
26474
SH
SOLE
26474
0
0
CLEAN HARBORS INC
COM
184496107
729
14200
SH
SOLE
14200
0
0
CLOROX CO DEL
COM
189054109
4984
28770
SH
SOLE
28770
0
0
COCA COLA CO
COM
191216100
39114
883938
SH
SOLE
883938
0
0
COGNEX CORP
COM
192422103
2001
47400
SH
SOLE
47400
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
29209
628554
SH
SOLE
628554
0
0
COHERENT INC
COM
192479103
713
6700
SH
SOLE
6700
0
0
COLFAX CORP
COM
194014106
459
23200
SH
SOLE
23200
0
0
COLGATE PALMOLIVE CO
COM
194162103
13039
196484
SH
SOLE
196484
0
0
COLUMBIA SPORTSWEAR CO
COM
198516106
558
8000
SH
SOLE
8000
0
0
COMCAST CORP NEW
CL A
20030N101
73918
2150022
SH
SOLE
2150022
0
0
COMERICA INC
COM
200340107
970
33076
SH
SOLE
33076
0
0
COMMERCE BANCSHARES INC
COM
200525103
1447
28738
SH
SOLE
28738
0
0
COMMERCIAL METALS CO
COM
201723103
519
32900
SH
SOLE
32900
0
0
COMMVAULT SYSTEMS INC
COM
204166102
474
11700
SH
SOLE
11700
0
0
COMPASS MINERALS INTL INC
COM
20451N101
362
9400
SH
SOLE
9400
0
0
CONAGRA BRANDS INC
COM
205887102
3273
111571
SH
SOLE
111571
0
0
CONCHO RES INC
COM
20605P101
1977
46132
SH
SOLE
46132
0
0
CONOCOPHILLIPS
COM
20825C104
7748
251555
SH
SOLE
251555
0
0
CONSOLIDATED EDISON INC
COM
209115104
5946
76228
SH
SOLE
76228
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
5501
38375
SH
SOLE
38375
0
0
COOPER COS INC
COM NEW
216648402
3150
11428
SH
SOLE
11428
0
0
COPART INC
COM
217204106
3214
46900
SH
SOLE
46900
0
0
CORESITE RLTY CORP
COM
21870Q105
1217
10500
SH
SOLE
10500
0
0
CORELOGIC INC
COM
21871D103
675
22100
SH
SOLE
22100
0
0
CORNING INC
COM
219350105
3621
176269
SH
SOLE
176269
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
688
31100
SH
SOLE
31100
0
0
CORTEVA INC
COM
22052L104
4033
171611
SH
SOLE
171611
0
0
COSTCO WHSL CORP NEW
COM
22160K105
28865
101236
SH
SOLE
101236
0
0
COTY INC
COM CL A
222070203
350
67789
SH
SOLE
67789
0
0
COUSINS PPTYS INC
COM NEW
222795502
1192
40720
SH
SOLE
40720
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
558
6700
SH
SOLE
6700
0
0
CRANE CO
COM
224399105
695
14132
SH
SOLE
14132
0
0
CREE INC
COM
225447101
1565
44128
SH
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44128
0
0
CROWDSTRIKE HLDGS INC
CL A
22788C105
457
8210
SH
SOLE
8210
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
13765
95324
SH
SOLE
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0
0
CULLEN FROST BANKERS INC
COM
229899109
881
15800
SH
SOLE
15800
0
0
CUMMINS INC
COM
231021106
4758
35164
SH
SOLE
35164
0
0
CURTISS WRIGHT CORP
COM
231561101
1100
11900
SH
SOLE
11900
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
2390
102500
SH
SOLE
102500
0
0
CYRUSONE INC
COM
23283R100
1939
31400
SH
SOLE
31400
0
0
D R HORTON INC
COM
23331A109
2613
76860
SH
SOLE
76860
0
0
DTE ENERGY CO
COM
233331107
4181
44023
SH
SOLE
44023
0
0
DXC TECHNOLOGY CO
COM
23355L106
766
58700
SH
SOLE
58700
0
0
DANA INCORPORATED
COM
235825205
312
40000
SH
SOLE
40000
0
0
DANAHER CORPORATION
COM
235851102
20272
146467
SH
SOLE
146467
0
0
DARDEN RESTAURANTS INC
COM
237194105
1533
28153
SH
SOLE
28153
0
0
DARLING INGREDIENTS INC
COM
237266101
874
45600
SH
SOLE
45600
0
0
DAVITA INC
COM
23918K108
1564
20558
SH
SOLE
20558
0
0
DECKERS OUTDOOR CORP
COM
243537107
1032
7700
SH
SOLE
7700
0
0
DEERE CO
COM
244199105
9969
72154
SH
SOLE
72154
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
3764
131932
SH
SOLE
131932
0
0
DELUXE CORP
COM
248019101
302
11662
SH
SOLE
11662
0
0
DENTSPLY SIRONA INC
COM
24906P109
1979
50966
SH
SOLE
50966
0
0
DEVON ENERGY CORP NEW
COM
25179M103
613
88663
SH
SOLE
88663
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
1020
38946
SH
SOLE
38946
0
0
DICKS SPORTING GOODS INC
COM
253393102
374
17600
SH
SOLE
17600
0
0
DIGITAL RLTY TR INC
COM
253868103
8371
60260
SH
SOLE
60260
0
0
DISNEY WALT CO
COM DISNEY
254687106
39914
413191
SH
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413191
0
0
DISCOVER FINL SVCS
COM
254709108
2563
71843
SH
SOLE
71843
0
0
DISCOVERY INC
COM SER A
25470F104
705
36249
SH
SOLE
36249
0
0
DISCOVERY INC
COM SER C
25470F302
1350
76946
SH
SOLE
76946
0
0
DISH NETWORK CORPORATION
CL A
25470M109
1173
58700
SH
SOLE
58700
0
0
DIVERSIFIED HEALTHCARE TR
COM SH BEN INT
25525P107
240
66000
SH
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66000
0
0
DOLLAR GEN CORP NEW
COM
256677105
42032
278342
SH
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278342
0
0
DOLLAR TREE INC
COM
256746108
3983
54210
SH
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54210
0
0
DOMINION ENERGY INC
COM
25746U109
13619
188654
SH
SOLE
188654
0
0
DOMINOS PIZZA INC
COM
25754A201
3468
10700
SH
SOLE
10700
0
0
DOMTAR CORP
COM NEW
257559203
344
15900
SH
SOLE
15900
0
0
DONALDSON INC
COM
257651109
1357
35120
SH
SOLE
35120
0
0
DOUGLAS EMMETT INC
COM
25960P109
1394
45700
SH
SOLE
45700
0
0
DOVER CORP
COM
260003108
2800
33362
SH
SOLE
33362
0
0
DOW INC
COM
260557103
4970
169978
SH
SOLE
169978
0
0
DUKE REALTY CORP
COM NEW
264411505
2730
84300
SH
SOLE
84300
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
13519
167151
SH
SOLE
167151
0
0
DUNKIN BRANDS GROUP INC
COM
265504100
1221
23000
SH
SOLE
23000
0
0
DUPONT DE NEMOURS INC
COM
26614N102
5794
169911
SH
SOLE
169911
0
0
DYCOM INDS INC
COM
267475101
221
8600
SH
SOLE
8600
0
0
EOG RES INC
COM
26875P101
4793
133428
SH
SOLE
133428
0
0
EQT CORP
COM
26884L109
502
70970
SH
SOLE
70970
0
0
EPR PPTYS
COM SH BEN INT
26884U109
528
21800
SH
SOLE
21800
0
0
EQM MIDSTREAM PARTNERS LP
UNIT LTD PARTN
26885B100
34203
2898517
SH
SOLE
2898517
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
1776
51758
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51758
0
0
EAGLE MATERIALS INC
COM
26969P108
678
11600
SH
SOLE
11600
0
0
EAST WEST BANCORP INC
COM
27579R104
1040
40400
SH
SOLE
40400
0
0
EASTGROUP PPTY INC
COM
277276101
1118
10700
SH
SOLE
10700
0
0
EASTMAN CHEM CO
COM
277432100
1452
31170
SH
SOLE
31170
0
0
EATON VANCE CORP
COM NON VTG
278265103
1013
31400
SH
SOLE
31400
0
0
EBAY INC
COM
278642103
5271
175342
SH
SOLE
175342
0
0
ECOLAB INC
COM
278865100
8949
57429
SH
SOLE
57429
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
357
14844
SH
SOLE
14844
0
0
EDISON INTL
COM
281020107
4503
82184
SH
SOLE
82184
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
9027
47856
SH
SOLE
47856
0
0
ELDORADO RESORTS INC
COM
28470R102
261
18100
SH
SOLE
18100
0
0
ELECTRONIC ARTS INC
COM
285512109
6702
66906
SH
SOLE
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0
0
ELLINGTON FINANCIAL INC
COM
28852N109
8352
1462778
SH
SOLE
1462778
0
0
ELLINGTON RESIDENTIAL MTG RE
COM SHS BEN INT
288578107
3074
580000
SH
SOLE
580000
0
0
EMCOR GROUP INC
COM
29084Q100
957
15600
SH
SOLE
15600
0
0
EMERSON ELEC CO
COM
291011104
6653
139623
SH
SOLE
139623
0
0
ENCOMPASS HEALTH CORP
COM
29261A100
1748
27300
SH
SOLE
27300
0
0
ENERGY FOCUS INC
COM NEW
29268T300
180
545283
SH
SOLE
545283
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
540
17844
SH
SOLE
17844
0
0
ENERGY TRANSFER LP
COM UT LTD PTN
29273V100
301
65460
SH
SOLE
65460
0
0
ENERSYS
COM
29275Y102
579
11700
SH
SOLE
11700
0
0
ENTERGY CORP NEW
COM
29364G103
4286
45615
SH
SOLE
45615
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
1449
101321
SH
SOLE
101321
0
0
EPAM SYS INC
COM
29414B104
39081
210500
SH
SOLE
210500
0
0
EQUIFAX INC
COM
294429105
3314
27746
SH
SOLE
27746
0
0
EQUINIX INC
COM
29444U700
12203
19538
SH
SOLE
19538
0
0
EQUITRANS MIDSTREAM CORP
COM
294600101
288
57236
SH
SOLE
57236
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
4937
80003
SH
SOLE
80003
0
0
ESSENTIAL UTILS INC
COM
29670G102
2439
59916
SH
SOLE
59916
0
0
ESSEX PPTY TR INC
COM
297178105
3348
15202
SH
SOLE
15202
0
0
ETSY INC
COM
29786A106
1265
32900
SH
SOLE
32900
0
0
EVERCORE INC
CLASS A
29977A105
497
10800
SH
SOLE
10800
0
0
EVERGY INC
COM
30034W106
2874
52200
SH
SOLE
52200
0
0
EVERSOURCE ENERGY
COM
30040W108
5800
74164
SH
SOLE
74164
0
0
EVOKE PHARMA INC
COM
30049G104
464
400000
SH
SOLE
400000
0
0
EXELON CORP
COM
30161N101
137036
3722797
SH
SOLE
3722797
0
0
EXELIXIS INC
COM
30161Q104
1452
84300
SH
SOLE
84300
0
0
EXPEDIA GROUP INC
COM NEW
30212P303
1800
31984
SH
SOLE
31984
0
0
EXPEDITORS INTL WASH INC
COM
302130109
2609
39099
SH
SOLE
39099
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
2849
29748
SH
SOLE
29748
0
0
EXXON MOBIL CORP
COM
30231G102
36828
969932
SH
SOLE
969932
0
0
FLIR SYS INC
COM
302445101
982
30785
SH
SOLE
30785
0
0
F M C CORP
COM NEW
302491303
33545
410634
SH
SOLE
410634
0
0
F N B CORP
COM
302520101
664
90100
SH
SOLE
90100
0
0
FTI CONSULTING INC
COM
302941109
1258
10500
SH
SOLE
10500
0
0
FACEBOOK INC
CL A
30303M102
190748
1143574
SH
SOLE
1143574
0
0
FACTSET RESH SYS INC
COM
303075105
2763
10600
SH
SOLE
10600
0
0
FAIR ISAAC CORP
COM
303250104
2462
8000
SH
SOLE
8000
0
0
FASTENAL CO
COM
311900104
4109
131472
SH
SOLE
131472
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
1202
16116
SH
SOLE
16116
0
0
FEDERATED HERMES INC
CL B
314211103
509
26700
SH
SOLE
26700
0
0
FEDEX CORP
COM
31428X106
6671
55012
SH
SOLE
55012
0
0
F5 NETWORKS INC
COM
315616102
1479
13872
SH
SOLE
13872
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
36596
300856
SH
SOLE
300856
0
0
FIFTH THIRD BANCORP
COM
316773100
2415
162649
SH
SOLE
162649
0
0
FIRST AMERN FINL CORP
COM
31847R102
1323
31200
SH
SOLE
31200
0
0
FIRST FINL BANKSHARES
COM
32020R109
1012
37700
SH
SOLE
37700
0
0
FIRST HORIZON NATL CORP
COM
320517105
695
86283
SH
SOLE
86283
0
0
FIRST INDL RLTY TR
COM
32054K103
1173
35300
SH
SOLE
35300
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
3184
38700
SH
SOLE
38700
0
0
FIRST SOLAR INC
COM
336433107
757
21000
SH
SOLE
21000
0
0
FIRSTCASH INC
COM
33767D105
854
11900
SH
SOLE
11900
0
0
FISERV INC
COM
337738108
36135
380406
SH
SOLE
380406
0
0
FIRSTENERGY CORP
COM
337932107
4963
123853
SH
SOLE
123853
0
0
FIVE BELOW INC
COM
33829M101
1091
15500
SH
SOLE
15500
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
21732
116500
SH
SOLE
116500
0
0
FLUOR CORP NEW
COM
343412102
268
38853
SH
SOLE
38853
0
0
FLOWERS FOODS INC
COM
343498101
1095
53350
SH
SOLE
53350
0
0
FLOWSERVE CORP
COM
34354P105
716
29975
SH
SOLE
29975
0
0
FOOT LOCKER INC
COM
344849104
656
29728
SH
SOLE
29728
0
0
FORD MTR CO DEL
COM
345370860
4312
892690
SH
SOLE
892690
0
0
FORTINET INC
COM
34959E109
3288
32500
SH
SOLE
32500
0
0
FORTIVE CORP
COM
34959J108
3737
67719
SH
SOLE
67719
0
0
FORTRESS TRANS INFRST INVS L
COM REP TLD LIAB
34960P101
30971
3776923
SH
SOLE
3776923
0
0
FORTUNE BRANDS HOME SEC IN
COM
34964C106
1378
31864
SH
SOLE
31864
0
0
FOX CORP
CL A COM
35137L105
1921
81280
SH
SOLE
81280
0
0
FOX CORP
CL B COM
35137L204
853
37285
SH
SOLE
37285
0
0
FRANKLIN RESOURCES INC
COM
354613101
1067
63960
SH
SOLE
63960
0
0
FREEPORT MCMORAN INC
CL B
35671D857
2245
332623
SH
SOLE
332623
0
0
FULTON FINL CORP PA
COM
360271100
523
45500
SH
SOLE
45500
0
0
GATX CORP
COM
361448103
606
9690
SH
SOLE
9690
0
0
GALLAGHER ARTHUR J CO
COM
363576109
3485
42752
SH
SOLE
42752
0
0
GAP INC
COM
364760108
343
48746
SH
SOLE
48746
0
0
GARTNER INC
COM
366651107
2041
20499
SH
SOLE
20499
0
0
GENERAC HLDGS INC
COM
368736104
1621
17400
SH
SOLE
17400
0
0
GENERAL DYNAMICS CORP
COM
369550108
7095
53627
SH
SOLE
53627
0
0
GENERAL ELECTRIC CO
COM
369604103
16677
2100428
SH
SOLE
2100428
0
0
GENERAL MLS INC
COM
370334104
48017
909938
SH
SOLE
909938
0
0
GENERAL MTRS CO
COM
37045V100
5989
288220
SH
SOLE
288220
0
0
GENTEX CORP
COM
371901109
22153
999700
SH
SOLE
999700
0
0
GENUINE PARTS CO
COM
372460105
2244
33332
SH
SOLE
33332
0
0
GENWORTH FINL INC
COM CL A
37247D106
463
139600
SH
SOLE
139600
0
0
GILEAD SCIENCES INC
COM
375558103
60251
805924
SH
SOLE
805924
0
0
GLOBAL PMTS INC
COM
37940X102
48856
338736
SH
SOLE
338736
0
0
GLOBUS MED INC
CL A
379577208
910
21400
SH
SOLE
21400
0
0
GLOBE LIFE INC
COM
37959E102
1642
22810
SH
SOLE
22810
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
11293
73050
SH
SOLE
73050
0
0
GOODYEAR TIRE RUBR CO
COM
382550101
375
64516
SH
SOLE
64516
0
0
GRACO INC
COM
384109104
2256
46300
SH
SOLE
46300
0
0
GRAHAM HLDGS CO
COM CL B
384637104
444
1300
SH
SOLE
1300
0
0
GRAINGER W W INC
COM
384802104
2487
10007
SH
SOLE
10007
0
0
GRAND CANYON ED INC
COM
38526M106
1022
13400
SH
SOLE
13400
0
0
GRANITE PT MTG TR INC
COM
38741L107
8112
1600000
SH
SOLE
1600000
0
0
GREAT AJAX CORP
COM
38983D300
5924
931509
SH
SOLE
931509
0
0
GREIF INC
CL A
397624107
227
7300
SH
SOLE
7300
0
0
GRUBHUB INC
COM
400110102
1035
25400
SH
SOLE
25400
0
0
HCA HEALTHCARE INC
COM
40412C101
5456
60720
SH
SOLE
60720
0
0
HNI CORP
COM
404251100
296
11740
SH
SOLE
11740
0
0
HP INC
COM
40434L105
5898
339725
SH
SOLE
339725
0
0
HAEMONETICS CORP
COM
405024100
1395
14000
SH
SOLE
14000
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
577
22200
SH
SOLE
22200
0
0
HALLIBURTON CO
COM
406216101
1378
201179
SH
SOLE
201179
0
0
HANCOCK WHITNEY CORPORATION
COM
410120109
472
24200
SH
SOLE
24200
0
0
HANESBRANDS INC
COM
410345102
652
82892
SH
SOLE
82892
0
0
HANOVER INS GROUP INC
COM
410867105
983
10850
SH
SOLE
10850
0
0
HARLEY DAVIDSON INC
COM
412822108
670
35377
SH
SOLE
35377
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
2913
82675
SH
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82675
0
0
HASBRO INC
COM
418056107
2085
29139
SH
SOLE
29139
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
1302
30240
SH
SOLE
30240
0
0
HEALTHCARE SVCS GROUP INC
COM
421906108
490
20500
SH
SOLE
20500
0
0
HEALTHCARE RLTY TR
COM
421946104
1036
37100
SH
SOLE
37100
0
0
HEALTHEQUITY INC
COM
42226A107
997
19700
SH
SOLE
19700
0
0
HEALTHPEAK PROPERTIES INC
COM
42250P103
2706
113467
SH
SOLE
113467
0
0
HELMERICH PAYNE INC
COM
423452101
388
24792
SH
SOLE
24792
0
0
HENRY JACK ASSOC INC
COM
426281101
2740
17650
SH
SOLE
17650
0
0
HERSHEY CO
COM
427866108
4503
33982
SH
SOLE
33982
0
0
HESS CORP
COM
42809H107
1975
59305
SH
SOLE
59305
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
2881
296697
SH
SOLE
296697
0
0
HIGHWOODS PPTYS INC
COM
431284108
1017
28700
SH
SOLE
28700
0
0
HILL ROM HLDGS INC
COM
431475102
1866
18550
SH
SOLE
18550
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
4408
64600
SH
SOLE
64600
0
0
HOLLYFRONTIER CORP
COM
436106108
833
34000
SH
SOLE
34000
0
0
HOLOGIC INC
COM
436440101
2157
61460
SH
SOLE
61460
0
0
HOME BANCSHARES INC
COM
436893200
517
43100
SH
SOLE
43100
0
0
HOME DEPOT INC
COM
437076102
69088
370028
SH
SOLE
370028
0
0
HONEYWELL INTL INC
COM
438516106
21915
163800
SH
SOLE
163800
0
0
HORMEL FOODS CORP
COM
440452100
2972
63720
SH
SOLE
63720
0
0
HOST HOTELS RESORTS INC
COM
44107P104
1815
164400
SH
SOLE
164400
0
0
HOWMET AEROSPACE INC
COM
443201108
1427
88834
SH
SOLE
88834
0
0
HUBBELL INC
COM
443510607
1734
15114
SH
SOLE
15114
0
0
HUMANA INC
COM
444859102
9523
30326
SH
SOLE
30326
0
0
HUNT J B TRANS SVCS INC
COM
445658107
1796
19476
SH
SOLE
19476
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
1944
236738
SH
SOLE
236738
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
1713
9400
SH
SOLE
9400
0
0
ICU MED INC
COM
44930G107
1090
5400
SH
SOLE
5400
0
0
IPG PHOTONICS CORP
COM
44980X109
904
8200
SH
SOLE
8200
0
0
ISTAR INC
COM
45031U101
1198
112881
SH
SOLE
112881
0
0
ITT INC
COM
45073V108
1102
24300
SH
SOLE
24300
0
0
IDACORP INC
COM
451107106
1227
13980
SH
SOLE
13980
0
0
IDEX CORP
COM
45167R104
2403
17400
SH
SOLE
17400
0
0
IDEXX LABS INC
COM
45168D104
4748
19600
SH
SOLE
19600
0
0
ILLINOIS TOOL WKS INC
COM
452308109
9522
66997
SH
SOLE
66997
0
0
ILLUMINA INC
COM
452327109
9193
33660
SH
SOLE
33660
0
0
INCYTE CORP
COM
45337C102
2995
40900
SH
SOLE
40900
0
0
INGERSOLL RAND INC
COM
45687V106
1961
79079
SH
SOLE
79079
0
0
INGEVITY CORP
COM
45688C107
408
11600
SH
SOLE
11600
0
0
INGREDION INC
COM
457187102
1397
18500
SH
SOLE
18500
0
0
INSPERITY INC
COM
45778Q107
392
10500
SH
SOLE
10500
0
0
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
884
19800
SH
SOLE
19800
0
0
INTEL CORP
COM
458140100
81024
1497111
SH
SOLE
1497111
0
0
INTERACTIVE BROKERS GROUP IN
COM CL A
45841N107
920
21300
SH
SOLE
21300
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
457
7261
SH
SOLE
7261
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
10312
127700
SH
SOLE
127700
0
0
INTERDIGITAL INC
COM
45867G101
379
8500
SH
SOLE
8500
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
427
15900
SH
SOLE
15900
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
22517
202987
SH
SOLE
202987
0
0
INTERNATIONAL FLAVORS FRAGRA
COM
459506101
2505
24542
SH
SOLE
24542
0
0
INTL PAPER CO
COM
460146103
2801
89973
SH
SOLE
89973
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
26646
1645829
SH
SOLE
1645829
0
0
INTUIT
COM
461202103
13727
59684
SH
SOLE
59684
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
27964
56468
SH
SOLE
56468
0
0
IQVIA HLDGS INC
COM
46266C105
26943
249800
SH
SOLE
249800
0
0
IRON MTN INC NEW
COM
46284V101
1567
65846
SH
SOLE
65846
0
0
ISHARES TR
CORE US AGGBD ET
464287226
20767
180000
SH
SOLE
180000
0
0
ISHARES TR
CORE SP MCP ETF
464287507
22801
158491
SH
SOLE
158491
0
0
JBG SMITH PPTYS
COM
46590V100
1042
32725
SH
SOLE
32725
0
0
JPMORGAN CHASE CO
COM
46625H100
118748
1318985
SH
SOLE
1318985
0
0
JABIL INC
COM
466313103
949
38600
SH
SOLE
38600
0
0
JACK IN THE BOX INC
COM
466367109
231
6600
SH
SOLE
6600
0
0
JACOBS ENGR GROUP INC
COM
469814107
2466
31111
SH
SOLE
31111
0
0
JEFFERIES FINL GROUP INC
COM
47233W109
907
66346
SH
SOLE
66346
0
0
JETBLUE AWYS CORP
COM
477143101
716
80023
SH
SOLE
80023
0
0
JOHNSON JOHNSON
COM
478160104
103431
788764
SH
SOLE
788764
0
0
JONES LANG LASALLE INC
COM
48020Q107
1444
14300
SH
SOLE
14300
0
0
J2 GLOBAL INC
COM
48123V102
958
12800
SH
SOLE
12800
0
0
JUNIPER NETWORKS INC
COM
48203R104
1470
76796
SH
SOLE
76796
0
0
KAR AUCTION SVCS INC
COM
48238T109
18008
1500700
SH
SOLE
1500700
0
0
KBR INC
COM
48242W106
814
39342
SH
SOLE
39342
0
0
KLA CORPORATION
COM NEW
482480100
5200
36177
SH
SOLE
36177
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
2889
22712
SH
SOLE
22712
0
0
KB HOME
COM
48666K109
431
23800
SH
SOLE
23800
0
0
KELLOGG CO
COM
487836108
3425
57091
SH
SOLE
57091
0
0
KEMPER CORP DEL
COM
488401100
1290
17350
SH
SOLE
17350
0
0
KENNAMETAL INC
COM
489170100
428
22960
SH
SOLE
22960
0
0
KEYCORP
COM
493267108
2342
225827
SH
SOLE
225827
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
23681
283000
SH
SOLE
283000
0
0
KILROY RLTY CORP
COM
49427F108
1726
27100
SH
SOLE
27100
0
0
KIMBERLY CLARK CORP
COM
494368103
10056
78646
SH
SOLE
78646
0
0
KIMCO RLTY CORP
COM
49446R109
936
96838
SH
SOLE
96838
0
0
KINDER MORGAN INC DEL
COM
49456B101
6215
446456
SH
SOLE
446456
0
0
KIRBY CORP
COM
497266106
722
16600
SH
SOLE
16600
0
0
KNIGHT SWIFT TRANSN HLDGS IN
CL A
499049104
1118
34100
SH
SOLE
34100
0
0
KOHLS CORP
COM
500255104
524
35910
SH
SOLE
35910
0
0
KRAFT HEINZ CO
COM
500754106
3532
142746
SH
SOLE
142746
0
0
KROGER CO
COM
501044101
5538
183876
SH
SOLE
183876
0
0
L BRANDS INC
COM
501797104
616
53244
SH
SOLE
53244
0
0
LKQ CORP
COM
501889208
1441
70252
SH
SOLE
70252
0
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
36141
200651
SH
SOLE
200651
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
2818
22297
SH
SOLE
22297
0
0
LAM RESEARCH CORP
COM
512807108
7982
33260
SH
SOLE
33260
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
1220
23800
SH
SOLE
23800
0
0
LAMB WESTON HLDGS INC
COM
513272104
1913
33500
SH
SOLE
33500
0
0
LANCASTER COLONY CORP
COM
513847103
798
5520
SH
SOLE
5520
0
0
LANDSTAR SYS INC
COM
515098101
1045
10900
SH
SOLE
10900
0
0
LAS VEGAS SANDS CORP
COM
517834107
3287
77400
SH
SOLE
77400
0
0
LAUDER ESTEE COS INC
CL A
518439104
8129
51018
SH
SOLE
51018
0
0
LEAR CORP COM
COM
521865204
1243
15300
SH
SOLE
15300
0
0
LEGGETT PLATT INC
COM
524660107
805
30177
SH
SOLE
30177
0
0
LEGG MASON INC
COM
524901105
1104
22600
SH
SOLE
22600
0
0
LEIDOS HOLDINGS INC
COM
525327102
2791
30448
SH
SOLE
30448
0
0
LENDINGTREE INC NEW
COM
52603B107
403
2200
SH
SOLE
2200
0
0
LENNAR CORP
CL A
526057104
2451
64158
SH
SOLE
64158
0
0
LENNOX INTL INC
COM
526107107
1763
9700
SH
SOLE
9700
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
335
4600
SH
SOLE
4600
0
0
LIFE STORAGE INC
COM
53223X107
1220
12900
SH
SOLE
12900
0
0
LILLY ELI CO
COM
532457108
26861
193638
SH
SOLE
193638
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
1173
17000
SH
SOLE
17000
0
0
LINCOLN NATL CORP IND
COM
534187109
1197
45481
SH
SOLE
45481
0
0
LITTELFUSE INC
COM
537008104
907
6800
SH
SOLE
6800
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
1468
32300
SH
SOLE
32300
0
0
LIVERAMP HLDGS INC
COM
53815P108
619
18800
SH
SOLE
18800
0
0
LOCKHEED MARTIN CORP
COM
539830109
58950
173919
SH
SOLE
173919
0
0
LOEWS CORP
COM
540424108
2044
58685
SH
SOLE
58685
0
0
LOGMEIN INC
COM
54142L109
1133
13602
SH
SOLE
13602
0
0
LOUISIANA PAC CORP
COM
546347105
560
32599
SH
SOLE
32599
0
0
LOWES COS INC
COM
548661107
15117
175675
SH
SOLE
175675
0
0
LUCKIN COFFEE INC
SPONSORED ADS
54951L109
247
9098
SH
SOLE
9098
0
0
LUMENTUM HLDGS INC
COM
55024U109
1577
21400
SH
SOLE
21400
0
0
M T BK CORP
COM
55261F104
3120
30170
SH
SOLE
30170
0
0
MDU RES GROUP INC
COM
552690109
1195
55562
SH
SOLE
55562
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
1392
118000
SH
SOLE
118000
0
0
MKS INSTRS INC
COM
55306N104
1230
15100
SH
SOLE
15100
0
0
MSA SAFETY INC
COM
553498106
1002
9900
SH
SOLE
9900
0
0
MSC INDL DIRECT INC
CL A
553530106
687
12500
SH
SOLE
12500
0
0
MSCI INC
COM
55354G100
5606
19400
SH
SOLE
19400
0
0
MACERICH CO
COM
554382101
172
30500
SH
SOLE
30500
0
0
MACK CALI RLTY CORP
COM
554489104
382
25100
SH
SOLE
25100
0
0
MACYS INC
COM
55616P104
348
70830
SH
SOLE
70830
0
0
MAGELLAN MIDSTREAM PRTNRS LP
COM UNIT RP LP
559080106
651
17836
SH
SOLE
17836
0
0
MANHATTAN ASSOCS INC
COM
562750109
882
17700
SH
SOLE
17700
0
0
MANPOWERGROUP INC
COM
56418H100
865
16330
SH
SOLE
16330
0
0
MARATHON OIL CORP
COM
565849106
685
208340
SH
SOLE
208340
0
0
MARATHON PETE CORP
COM
56585A102
3515
148816
SH
SOLE
148816
0
0
MARKETAXESS HLDGS INC
COM
57060D108
2893
8700
SH
SOLE
8700
0
0
MARRIOTT VACTINS WORLDWID CO
COM
57164Y107
578
10400
SH
SOLE
10400
0
0
MARSH MCLENNAN COS INC
COM
571748102
10004
115701
SH
SOLE
115701
0
0
MARRIOTT INTL INC NEW
CL A
571903202
4657
62252
SH
SOLE
62252
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
2708
14312
SH
SOLE
14312
0
0
MASCO CORP
COM
574599106
35317
1021604
SH
SOLE
1021604
0
0
MASIMO CORP
COM
574795100
2409
13600
SH
SOLE
13600
0
0
MASTEC INC
COM
576323109
547
16700
SH
SOLE
16700
0
0
MASTERCARD INC
CL A
57636Q104
82741
342528
SH
SOLE
342528
0
0
MATADOR RES CO
COM
576485205
75
30400
SH
SOLE
30400
0
0
MATTEL INC
COM
577081102
847
96161
SH
SOLE
96161
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
3014
62000
SH
SOLE
62000
0
0
MAXIMUS INC
COM
577933104
26918
462500
SH
SOLE
462500
0
0
MCCORMICK CO INC
COM NON VTG
579780206
3992
28268
SH
SOLE
28268
0
0
MCDONALDS CORP
COM
580135101
28549
172657
SH
SOLE
172657
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
2483
143600
SH
SOLE
143600
0
0
MEDNAX INC
COM
58502B106
272
23400
SH
SOLE
23400
0
0
MERCK CO INC
COM
58933Y105
44906
583649
SH
SOLE
583649
0
0
MERCURY SYS INC
COM
589378108
1099
15400
SH
SOLE
15400
0
0
MERCURY GENL CORP NEW
COM
589400100
305
7500
SH
SOLE
7500
0
0
MEREDITH CORP
COM
589433101
133
10900
SH
SOLE
10900
0
0
METLIFE INC
COM
59156R108
5478
179185
SH
SOLE
179185
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
3825
5540
SH
SOLE
5540
0
0
MICROSOFT CORP
COM
594918104
392101
2486217
SH
SOLE
2486217
0
0
MICROVISION INC DEL
COM NEW
594960304
746
4326199
SH
SOLE
4326199
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
3714
54772
SH
SOLE
54772
0
0
MICRON TECHNOLOGY INC
COM
595112103
10672
253744
SH
SOLE
253744
0
0
MID AMER APT CMNTYS INC
COM
59522J103
2699
26201
SH
SOLE
26201
0
0
MILLER HERMAN INC
COM
600544100
363
16330
SH
SOLE
16330
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
351
9680
SH
SOLE
9680
0
0
MOHAWK INDS INC
COM
608190104
1040
13636
SH
SOLE
13636
0
0
MOLINA HEALTHCARE INC
COM
60855R100
2431
17400
SH
SOLE
17400
0
0
MOLSON COORS BEVERAGE CO
CL B
60871R209
1677
42999
SH
SOLE
42999
0
0
MONDELEZ INTL INC
CL A
609207105
16529
330056
SH
SOLE
330056
0
0
MONOLITHIC PWR SYS INC
COM
609839105
3061
18281
SH
SOLE
18281
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
4922
87492
SH
SOLE
87492
0
0
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COM NEW
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COM
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COM NEW
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626
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COM NEW
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COM
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COM
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COM
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636220303
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COM
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COM
637417106
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COM
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COM
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433
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CL A SHS RP LLC
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COM
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900
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COM NEW
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COM
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CL A
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CL B
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251
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NIKE INC
CL B
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COM
65473P105
2137
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655044105
662
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COM
655664100
376
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COM NEW
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838
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COM
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NOW INC
COM
67011P100
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CL A
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336
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COM
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NVIDIA CORP
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NUVASIVE INC
COM
670704105
730
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OGE ENERGY CORP
COM
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COM
67098H104
303
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COM
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5222
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OCCIDENTAL PETE CORP
COM
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2371
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OLD DOMINION FREIGHT LINE IN
COM
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OLD REP INTL CORP
COM
680223104
1207
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OLLIES BARGAIN OUTLT HLDGS I
COM
681116109
704
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OMNICOM GROUP INC
COM
681919106
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OMEGA HEALTHCARE INVS INC
COM
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1608
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ONE GAS INC
COM
68235P108
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ONEOK INC NEW
COM
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ORACLE CORP
COM
68389X105
53002
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OSHKOSH CORP
COM
688239201
1216
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OWENS CORNING NEW
COM
690742101
1172
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PBF ENERGY INC
CL A
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200
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COM
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9618
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841
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4528
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PPL CORP
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PRA HEALTH SCIENCES INC
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1453
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759
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COM
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640
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PTC INC
COM
69370C100
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4843
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597
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326
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COM
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COM
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365
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127
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PAYCHEX INC
COM
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4594
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PAYPAL HLDGS INC
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70450Y103
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395
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383
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COM
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1125
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PEPSICO INC
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38387
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PERKINELMER INC
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1914
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PFIZER INC
COM
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PHILIP MORRIS INTL INC
COM
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PHILLIPS 66
COM
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PHILLIPS 66 PARTNERS LP
COM UNIT REP INT
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263
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PINNACLE FINL PARTNERS INC
COM
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751
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PINNACLE WEST CAP CORP
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1954
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PINTEREST INC
CL A
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41172
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PIONEER NAT RES CO
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POLARIS INC
COM
731068102
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POLYONE CORP
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73179P106
478
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POOL CORPORATION
COM
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2184
11100
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11100
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POST HLDGS INC
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737446104
1535
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18500
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POTLATCHDELTIC CORPORATION
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737630103
587
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18711
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PRESTIGE CONSMR HEALTHCARE I
COM
74112D101
514
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14000
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PRICE T ROWE GROUP INC
COM
74144T108
5230
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PRIMERICA INC
COM
74164M108
1018
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PRINCIPAL FINL GROUP INC
COM
74251V102
1855
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PROCTOR GAMBLE CO
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77957
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PROGRESSIVE CORP OHIO
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PROLOGIS INC
COM
74340W103
13601
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PROSPERITY BANCSHARES INC
COM
743606105
1264
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26200
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PRUDENTIAL FINL INC
COM
744320102
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PUBLIC SVC ENTERPRISE GRP IN
COM
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PUBLIC STORAGE
COM
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PULTE GROUP INC
COM
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QORVO INC
COM
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2147
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QUALCOMM INC
COM
747525103
17709
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QUANTA SVCS INC
COM
74762E102
1036
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QUEST DIAGNOSTICS INC
COM
74834L100
28343
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352963
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RLI CORP
COM
749607107
967
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RH
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74967X103
452
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RPM INTL INC
COM
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2137
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RALPH LAUREN CORP
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765
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1789
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RAYONIER INC
COM
754907103
843
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RAYTHEON CO
COM NEW
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39061
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REALTY INCOME CORP
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756109104
3915
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78524
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REGAL BELOIT CORP
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758750103
711
11300
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11300
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REGENCY CTRS CORP
COM
758849103
1476
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38400
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
8957
18344
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18344
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REGIONS FINANCIAL CORP NEW
COM
7591EP100
1983
221070
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221070
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REINSURANCE GRP OF AMERICA I
COM NEW
759351604
1456
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17300
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0
RELIANCE STEEL ALUMINUM CO
COM
759509102
1620
18500
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18500
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REPLIGEN CORP
COM
759916109
1255
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13000
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REPUBLIC SVCS INC
COM
760759100
3618
48200
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48200
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RESMED INC
COM
761152107
4861
33000
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33000
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RESIDEO TECHNOLOGIES INC
COM
76118Y104
163
33600
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33600
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ROBERT HALF INTL INC
COM
770323103
29028
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768960
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ROCKWELL AUTOMATION INC
COM
773903109
3998
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26490
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ROLLINS INC
COM
775711104
1164
32208
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32208
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ROPER TECHNOLOGIES INC
COM
776696106
7453
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23902
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ROSS STORES INC
COM
778296103
7209
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ROYAL GOLD INC
COM
780287108
1596
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18200
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RUBIUS THERAPEUTICS INC
COM
78116T103
184
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41434
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RYDER SYS INC
COM
783549108
391
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14800
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SBA COMMUNICATIONS CORP NEW
CL A
78410G104
6965
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25800
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0
SEI INVESTMENTS CO
COM
784117103
1622
35000
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35000
0
0
SL GREEN RLTY CORP
COM
78440X101
806
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18708
0
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SLM CORP
COM
78442P106
842
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117125
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SPDR S P 500 ETF TR
TR UNIT
78462F103
298546
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SVB FINANCIAL GROUP
COM
78486Q101
1783
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11800
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
621
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56900
0
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SABRE CORP
COM
78573M104
451
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SOLE
76000
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SALESFORCE COM INC
COM
79466L302
29279
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SALLY BEAUTY HLDGS INC
COM
79546E104
260
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SH
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32200
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SANDERSON FARMS INC
COM
800013104
678
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5500
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HENRY SCHEIN INC
COM
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1700
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SH
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SCHLUMBERGER LTD
COM
806857108
4280
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317272
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SCHWAB CHARLES CORP
COM
808513105
8813
262137
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262137
0
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SCIENCE APPLICATNS INTL CP N
COM
808625107
1021
13685
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13685
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SCIENTIFIC GAMES CORP
COM
80874P109
146
15000
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15000
0
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SCOTTS MIRACLE GRO CO
CL A
810186106
1124
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10975
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SEALED AIR CORP NEW
COM
81211K100
876
35448
SH
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35448
0
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SELECT SECTOR SPDR TR
SBI HEALTHCARE
81369Y209
9921
112000
SH
SOLE
112000
0
0
SELECT SECTOR SPDR TR
SBI INT FINL
81369Y605
31230
1500000
SH
SOLE
1500000
0
0
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SBI INT INDS
81369Y704
6456
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SELECTIVE INS GROUP INC
COM
816300107
820
16500
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16500
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SEMTECH CORP
COM
816850101
690
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18400
0
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SEMPRA ENERGY
COM
816851109
7292
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64538
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
512
11770
SH
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11770
0
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SERVICE CORP INTL
COM
817565104
1983
50700
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SOLE
50700
0
0
SERVICE PPTYS TR
COM SH BEN INT
81761L102
246
45600
SH
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45600
0
0
SERVICENOW INC
COM
81762P102
12380
43200
SH
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43200
0
0
SHERWIN WILLIAMS CO
COM
824348106
8681
18891
SH
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18891
0
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COM
82669G104
1206
15000
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SOLE
15000
0
0
SILICON LABORATORIES INC
COM
826919102
1033
12100
SH
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12100
0
0
SILGAN HOLDINGS INC
COM
827048109
626
21562
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21562
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SIMON PPTY GROUP INC NEW
COM
828806109
94924
1730298
SH
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1730298
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
273
21800
SH
SOLE
21800
0
0
SKECHERS U S A INC
CL A
830566105
881
37100
SH
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37100
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
3495
39108
SH
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39108
0
0
SLACK TECHNOLOGIES INC
COM CL A
83088V102
1080
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SH
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0
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COM
831865209
1187
31400
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SOLE
31400
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SMUCKER J M CO
COM NEW
832696405
28305
255000
SH
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255000
0
0
SNAP ON INC
COM
833034101
1364
12535
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12535
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SOLAREDGE TECHNOLOGIES INC
COM
83417M104
1105
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13500
0
0
SONOCO PRODS CO
COM
835495102
1284
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SH
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27711
0
0
SOUTHERN CO
COM
842587107
13017
240430
SH
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240430
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0
SOUTHWEST AIRLS CO
COM
844741108
3867
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108584
0
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COM
844895102
1057
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15200
0
0
SPIRE INC
COM
84857L101
1050
14100
SH
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14100
0
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SPIRIT RLTY CAP INC NEW
COM NEW
84860W300
722
27600
SH
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27600
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0
SPROUTS FMRS MKT INC
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SUBURBAN PROPANE PARTNERS L
UNIT LTD PARTN
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SYNOPSYS INC
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SYNEOS HEALTH INC
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SYSCO CORP
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339
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COM
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TARGET CORP
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10X GENOMICS INC
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TENET HEALTHCARE CORP
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TERADATA CORP DEL
COM
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TEREX CORP NEW
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261
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310
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TIFFANY CO NEW
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TIMKEN CO
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TRACTOR SUPPLY CO
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XYLEM INC
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YELP INC
CL A
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319
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YUM BRANDS INC
COM
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4753
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ZEBRA TECHNOLOGIES CORP
CL A
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ZIMMER BIOMET HOLDINGS INC
COM
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ZOETIS INC
CL A
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64634
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ADIENT PLC
ORD SHS
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219
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0
0
ALLEGION PLC
ORD SHS
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1959
21285
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0
0
ALLERGAN PLC
SHS
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13328
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SH
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0
0
AMCOR PLC
ORD
G0250X107
3016
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SH
SOLE
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0
0
AON PLC
SHS CL A
G0408V102
8854
53647
SH
SOLE
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0
0
ATHENE HLDG LTD
CL A
G0684D107
96798
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SH
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0
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ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
64159
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SH
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CAPRI HOLDINGS LIMITED
SHS
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375
34748
SH
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0
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DELPHI TECHNOLOGIES PL
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192
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EVEREST RE GROUP LTD
COM
G3223R108
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GENPACT LIMITED
SHS
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0
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COM
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JANUS HENDERSON GROUP PLC
ORD SHS
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662
43237
SH
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0
0
IHS MARKIT LTD
SHS
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5514
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SH
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0
0
INVESCO LTD
SHS
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775
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SH
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0
0
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SHS
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4769
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SH
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0
0
LINDE PLC
SHS
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21304
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SH
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0
0
LIVANOVA PLC
SHS
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606
13400
SH
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0
0
MEDTRONIC PLC
SHS
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27707
307238
SH
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0
0
APTIV PLC
SHS
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2882
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0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
1023
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SH
SOLE
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0
0
NORWEGIAN CRUISE LINE HLDG L
SHS
G66721104
535
48800
SH
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0
0
NVENT ELECTRIC PLC
SHS
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729
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SH
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0
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RENAISSANCERE HOLDINGS LTD
COM
G7496G103
1837
12300
SH
SOLE
12300
0
0
SEAGATE TECHNOLOGY PLC
SHS
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2588
53040
SH
SOLE
53040
0
0
PENTAIR PLC
SHS
G7S00T104
1149
38602
SH
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38602
0
0
STERIS PLC
SHS USD
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2715
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SH
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0
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COM
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649
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SH
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0
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TRANE TECHNOLOGIES PLC
SHS
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4537
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SH
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0
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WILLIS TOWERS WATSON PLC LTD
SHS
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5007
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SH
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0
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SHS
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1501
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COM
H1467J104
11602
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GARMIN LTD
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0
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TE CONNECTIVITY LTD
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4829
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0
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TRANSOCEAN LTD
REG SHS
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185
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58904
0
0
MYLAN NV
SHS EURO
N59465109
1764
118309
SH
SOLE
118309
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
1267
39372
SH
SOLE
39372
0
0