0000762152-21-000002.txt : 20210201
0000762152-21-000002.hdr.sgml : 20210201
20210201141042
ACCESSION NUMBER: 0000762152-21-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210201
DATE AS OF CHANGE: 20210201
EFFECTIVENESS DATE: 20210201
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: STATE OF MICHIGAN RETIREMENT SYSTEM
CENTRAL INDEX KEY: 0000762152
IRS NUMBER: 382836023
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-01462
FILM NUMBER: 21576147
BUSINESS ADDRESS:
STREET 1: MICHIGAN DEPT. OF TREASURY
STREET 2: BUREAU OF INVESTMENTS PO BOX 30117
CITY: LANSING
STATE: MI
ZIP: 48909
BUSINESS PHONE: 517-335-5401
MAIL ADDRESS:
STREET 1: 2501 COOLIDGE ROAD
STREET 2: SUITE 400
CITY: EAST LANSING
STATE: MI
ZIP: 48823
FORMER COMPANY:
FORMER CONFORMED NAME: STATE TREASURER STATE OF MICHIGAN
DATE OF NAME CHANGE: 19970408
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0000762152
XXXXXXXX
12-31-2020
12-31-2020
STATE OF MICHIGAN RETIREMENT SYSTEM
2501 COOLIDGE ROAD
SUITE 400
EAST LANSING
MI
48823
13F HOLDINGS REPORT
028-01462
N
Karen Stout
Administrator, Trust Accounting Division
517-335-1012
Karen Stout
East Lansing
MI
02-01-2021
0
942
14469864
false
INFORMATION TABLE
2
InformationTable_12_31_2020.xml
AFLAC INC
COM
001055102
8023
180405
SH
SOLE
180405
0
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AGCO CORP
COM
001084102
2309
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22397
0
0
AES CORP
COM
00130H105
3931
167257
SH
SOLE
167257
0
0
ASGN INC
COM
00191U102
1608
19245
SH
SOLE
19245
0
0
ATT INC
COM
00206R102
59039
2052811
SH
SOLE
2052811
0
0
ABBOTT LABS
COM
002824100
48802
445719
SH
SOLE
445719
0
0
ABBVIE INC
COM
00287Y109
103887
969550
SH
SOLE
969550
0
0
ABIOMED INC
COM
003654100
3688
11375
SH
SOLE
11375
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
1627
32381
SH
SOLE
32381
0
0
ACI WORLDWIDE INC
COM
004498101
1633
42498
SH
SOLE
42498
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
18481
199042
SH
SOLE
199042
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0
ACUITY BRANDS INC
COM
00508Y102
1624
13414
SH
SOLE
13414
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0
ADOBE SYSTEMS INCORPORATED
COM
00724F101
110926
221799
SH
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221799
0
0
ADTALEM GLOBAL ED INC
COM
00737L103
643
18945
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SOLE
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0
ADVANCE AUTO PARTS INC
COM
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17032
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SOLE
17032
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AECOM
COM
00766T100
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ADVANCED MICRO DEVICES INC
COM
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AFFILIATED MANAGERS GROUP IN
COM
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AGILENT TECHNOLOGIES INC
COM
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AIR PRODS CHEMS INC
COM
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AKAMAI TECHNOLOGIES INC
COM
00971T101
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40939
0
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ALASKA AIR GROUP INC
COM
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31131
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ALBEMARLE CORP
COM
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ALEXANDRIA REAL ESTATE EQ IN
COM
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ALEXION PHARMACEUTICALS INC
COM
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ALIBABA GROUP HLDG LTD
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ALIGN TECHNOLOGY INC
COM
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ALLEGHANY CORP DEL
COM
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ALLETE INC
COM NEW
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SH
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ALLIANCE DATA SYSTEMS CORP
COM
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SH
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ALLIANT ENERGY CORP
COM
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SH
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0
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ALLSTATE CORP
COM
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SH
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0
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ALLY FINL INC
COM
02005N100
235
6600
SH
SOLE
6600
0
0
ALPHABET INC
CAP STK CL C
02079K107
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73761
SH
SOLE
73761
0
0
ALPHABET INC
CAP STK CL A
02079K305
181186
103379
SH
SOLE
103379
0
0
ALTRIA GROUP INC
COM
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SH
SOLE
503524
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ALTUS MIDSTREAM CO
COM NEW CL A
02215L209
8306
175000
SH
SOLE
175000
0
0
AMAZON COM INC
COM
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133971
SH
SOLE
133971
0
0
AMEDISYS INC
COM
023436108
3506
11951
SH
SOLE
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0
0
AMEREN CORP
COM
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62193
SH
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0
AMERICAN AIRLS GROUP INC
COM
02376R102
2250
142704
SH
SOLE
142704
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
2145
50148
SH
SOLE
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0
0
AMERICAN ELEC PWR CO INC
COM
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10394
124823
SH
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0
0
AMERICAN EAGLE OUTFITTERS IN
COM
02553E106
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0
AMERICAN FINL GROUP INC OHIO
COM
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2246
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SH
SOLE
25629
0
0
AMERICAN INTL GROUP INC
COM NEW
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8829
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SH
SOLE
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0
0
AMERICAN TOWER CORP NEW
COM
03027X100
25071
111695
SH
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0
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AMERICAN WTR WKS CO INC NEW
COM
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7003
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SH
SOLE
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AMERIPRISE FINL INC
COM
03076C106
6422
33049
SH
SOLE
33049
0
0
AMETEK INC
COM
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6998
57863
SH
SOLE
57863
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AMGEN INC
COM
031162100
50647
220282
SH
SOLE
220282
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AMPHENOL CORP NEW
CL A
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SH
SOLE
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ANALOG DEVICES INC
COM
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SH
SOLE
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ANNALY CAPITAL MANAGEMENT IN
COM
035710409
186
22000
SH
SOLE
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0
ANSYS INC
COM
03662Q105
7841
21554
SH
SOLE
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0
0
ANTHEM INC
COM
036752103
21002
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SH
SOLE
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ANTERO MIDSTREAM CORP
COM
03676B102
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SH
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APACHE CORP
COM
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SH
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APARTMENT INCOME REIT CORP
COM
03750L109
2082
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SH
SOLE
54200
0
0
APOLLO COML REAL EST FIN INC
COM
03762U105
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SH
SOLE
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0
0
APPLE INC
COM
037833100
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SH
SOLE
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0
0
APPLIED MATLS INC
COM
038222105
77931
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SH
SOLE
903024
0
0
APTARGROUP INC
COM
038336103
3230
23592
SH
SOLE
23592
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
7053
139908
SH
SOLE
139908
0
0
ARISTA NETWORKS INC
COM
040413106
4088
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SH
SOLE
14070
0
0
ARROW ELECTRS INC
COM
042735100
2985
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SH
SOLE
30675
0
0
ARROWHEAD PHARMACEUTICALS IN
COM
04280A100
2872
37428
SH
SOLE
37428
0
0
ASHLAND GLOBAL HLDGS INC
COM
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1574
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SH
SOLE
19872
0
0
ASSOCIATED BANC CORP
COM
045487105
954
55931
SH
SOLE
55931
0
0
ASSURANT INC
COM
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SH
SOLE
14923
0
0
ATMOS ENERGY CORP
COM
049560105
4832
50637
SH
SOLE
50637
0
0
AUTODESK INC
COM
052769106
58932
193003
SH
SOLE
193003
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
47460
269354
SH
SOLE
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0
0
AUTONATION INC
COM
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SH
SOLE
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AUTOZONE INC
COM
053332102
6936
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SH
SOLE
5851
0
0
AVALONBAY CMNTYS INC
COM
053484101
5912
36850
SH
SOLE
36850
0
0
AVANOS MED INC
COM
05350V106
802
17476
SH
SOLE
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0
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AVERY DENNISON CORP
COM
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SH
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AVIENT CORPORATION
COM
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SH
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AVIS BUDGET GROUP
COM
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702
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SH
SOLE
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AVNET INC
COM
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1263
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SH
SOLE
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0
0
AXON ENTERPRISE INC
COM
05464C101
2833
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SH
SOLE
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AZEK CO INC
CL A
05478C105
11151
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SH
SOLE
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0
0
B G FOODS INC NEW
COM
05508R106
12063
435000
SH
SOLE
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0
0
BJS WHSL CLUB HLDGS INC
COM
05550J101
1865
50017
SH
SOLE
50017
0
0
BAKER HUGHES COMPANY
CL A
05722G100
4649
222961
SH
SOLE
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0
0
BALL CORP
COM
058498106
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SH
SOLE
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0
0
BANCORPSOUTH BK TUPELO MISS
COM
05971J102
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SH
SOLE
35144
0
0
BK OF AMERICA CORP
COM
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58022
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SH
SOLE
1914302
0
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BANK HAWAII CORP
COM
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BANK NEW YORK MELLON CORP
COM
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SH
SOLE
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0
0
BANK OZK
COM
06417N103
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SH
SOLE
44027
0
0
BAXTER INTL INC
COM
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128455
SH
SOLE
128455
0
0
BECTON DICKINSON CO
COM
075887109
18240
72897
SH
SOLE
72897
0
0
BELDEN INC
COM
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679
16214
SH
SOLE
16214
0
0
BERKLEY W R CORP
COM
084423102
2348
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SH
SOLE
35357
0
0
BERKSHIRE HATHAWAY INC DEL
CL A
084670108
40347
116
SH
SOLE
116
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
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149200
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SH
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BEST BUY INC
COM
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36991
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SH
SOLE
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BIO RAD LABS INC
CL A
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3148
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SH
SOLE
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BIOGEN INC
COM
09062X103
28840
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SH
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BIO TECHNE CORP
COM
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SH
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BLACK HILLS CORP
COM
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SH
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BLACKBAUD INC
COM
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COM
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BLACKROCK TCP CAPITAL CORP
COM
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SH
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BLOCK H R INC
COM
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BOEING CO
COM
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BOOKING HOLDINGS INC
COM
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BORGWARNER INC
COM
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BOSTON BEER INC
CL A
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BOSTON PROPERTIES INC
COM
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BOYD GAMING CORP
COM
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BRIGHTHOUSE FINL INC
COM
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0
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BRINKS CO
COM
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COM
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BRIXMOR PPTY GROUP INC
COM
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COM
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BROADCOM INC
COM
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SH
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BROWN BROWN INC
COM
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CL B
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COM
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BUILDERS FIRSTSOURCE INC
COM
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CBOE GLOBAL MKTS INC
COM
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SH
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CBRE GROUP INC
CL A
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SH
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CDK GLOBAL INC
COM
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SH
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CDW CORP
COM
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CF INDS HLDGS INC
COM
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C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
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CIGNA CORP NEW
COM
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CIT GROUP INC
COM NEW
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CMC MATERIALS INC
COM
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CME GROUP INC
COM
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CMS ENERGY CORP
COM
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SH
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CNO FINL GROUP INC
COM
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CSX CORP
COM
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SH
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CNX RES CORP
COM
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CVS HEALTH CORP
COM
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CABLE ONE INC
COM
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SH
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CABOT CORP
COM
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CABOT OIL GAS CORP
COM
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SH
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CACI INTL INC
CL A
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SH
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0
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CADENCE DESIGN SYSTEM INC
COM
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SH
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0
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CAESARS ENTERTAINMENT INC NE
COM
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SH
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0
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CAMDEN PPTY TR
SH BEN INT
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SH
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0
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COM
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CANTEL MED CORP
COM
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CAPITAL ONE FINL CORP
COM
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SH
SOLE
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0
0
CARLISLE COS INC
COM
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SH
SOLE
19449
0
0
CARMAX INC
COM
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CARNIVAL CORP
UNIT 99999999
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SH
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0
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CARRIER GLOBAL CORPORATION
COM
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SH
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0
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CARTERS INC
COM
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SH
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0
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CASEYS GEN STORES INC
COM
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SH
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0
0
CATALENT INC
COM
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CATERPILLAR INC
COM
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CATHAY GEN BANCORP
COM
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SH
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CELANESE CORP DEL
COM
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SH
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29437
0
0
CENTENE CORP DEL
COM
15135B101
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SH
SOLE
152780
0
0
CENTERPOINT ENERGY INC
COM
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SH
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0
0
CERIDIAN HCM HLDG INC
COM
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SH
SOLE
47423
0
0
CERNER CORP
COM
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6051
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SH
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0
0
CHAMPIONX CORPORATION
COM
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SH
SOLE
67665
0
0
CHARLES RIV LABS INTL INC
COM
159864107
4540
18172
SH
SOLE
18172
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
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SH
SOLE
36716
0
0
CHEMED CORP NEW
COM
16359R103
3100
5820
SH
SOLE
5820
0
0
CHEMOURS CO
COM
163851108
1485
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SH
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0
CHENIERE ENERGY INC
COM NEW
16411R208
288
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SH
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4800
0
0
CHEVRON CORP NEW
COM
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SH
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0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
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25025
0
0
CHOICE HOTELS INTL INC
COM
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SH
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0
CHURCH DWIGHT INC
COM
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SH
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0
0
CHURCHILL DOWNS INC
COM
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SH
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12972
0
0
CIENA CORP
COM NEW
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SH
SOLE
56263
0
0
CIMAREX ENERGY CO
COM
171798101
1395
37192
SH
SOLE
37192
0
0
CINCINNATI FINL CORP
COM
172062101
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37641
SH
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0
CINEMARK HLDGS INC
COM
17243V102
682
39196
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0
0
CIRRUS LOGIC INC
COM
172755100
1736
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0
CISCO SYS INC
COM
17275R102
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CINTAS CORP
COM
172908105
7819
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0
CITIGROUP INC
COM NEW
172967424
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CITIZENS FINL GROUP INC
COM
174610105
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0
CITRIX SYS INC
COM
177376100
4022
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0
CLEAN HARBORS INC
COM
184496107
1412
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0
CLOROX CO DEL
COM
189054109
6401
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0
COCA COLA CO
COM
191216100
56936
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SH
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0
0
COGNEX CORP
COM
192422103
5105
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63589
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
52896
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0
COHERENT INC
COM
192479103
1333
8883
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0
COLFAX CORP
COM
194014106
1403
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COLGATE PALMOLIVE CO
COM
194162103
35148
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COLUMBIA SPORTSWEAR CO
COM
198516106
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SOLE
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0
COMCAST CORP NEW
CL A
20030N101
119579
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COMERICA INC
COM
200340107
1955
35001
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COMMERCE BANCSHARES INC
COM
200525103
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SH
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COMMERCIAL METALS CO
COM
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898
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COMMVAULT SYSTEMS INC
COM
204166102
953
17203
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COMPASS MINERALS INTL INC
COM
20451N101
762
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0
0
CONAGRA BRANDS INC
COM
205887102
34658
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CONCENTRIX CORP
COM
20602D101
1481
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0
0
CONCHO RES INC
COM
20605P101
3316
56828
SH
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56828
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0
CONOCOPHILLIPS
COM
20825C104
10741
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268580
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0
CONSOLIDATED EDISON INC
COM
209115104
6219
86055
SH
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86055
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0
CONSTELLATION BRANDS INC
CL A
21036P108
9329
42587
SH
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0
0
COOPER COS INC
COM NEW
216648402
4470
12303
SH
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12303
0
0
COPART INC
COM
217204106
7112
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CORESITE RLTY CORP
COM
21870Q105
1955
15609
SH
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0
0
CORELOGIC INC
COM
21871D103
2190
28323
SH
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28323
0
0
CORNING INC
COM
219350105
7624
211765
SH
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211765
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
1066
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0
0
CORTEVA INC
COM
22052L104
7253
187319
SH
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187319
0
0
COSTCO WHSL CORP NEW
COM
22160K105
41787
110905
SH
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110905
0
0
COTY INC
COM CL A
222070203
724
103200
SH
SOLE
103200
0
0
COUSINS PPTYS INC
COM NEW
222795502
1813
54125
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54125
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0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
1146
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SH
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0
0
CRANE CO
COM
224399105
1397
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17988
0
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CREE INC
COM
225447101
4256
40191
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CROWN CASTLE INTL CORP NEW
COM
22822V101
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0
0
CULLEN FROST BANKERS INC
COM
229899109
1782
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0
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CUMMINS INC
COM
231021106
9580
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0
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CURTISS WRIGHT CORP
COM
231561101
1757
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SH
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15098
0
0
CYRUSONE INC
COM
23283R100
3209
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0
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D R HORTON INC
COM
23331A109
6870
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SH
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DTE ENERGY CO
COM
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DXC TECHNOLOGY CO
COM
23355L106
1647
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SH
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DANA INC
COM
235825205
1027
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DANAHER CORPORATION
COM
235851102
35306
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DARDEN RESTAURANTS INC
COM
237194105
3905
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DARLING INGREDIENTS INC
COM
237266101
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DAVITA INC
COM
23918K108
31957
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SH
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0
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DECKERS OUTDOOR CORP
COM
243537107
2943
10262
SH
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0
0
DEERE CO
COM
244199105
21198
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0
0
DELL TECHNOLOGIES INC
CL C
24703L202
403
5500
SH
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0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
6447
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DENALI THERAPEUTICS INC
COM
24823R105
27141
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DENTSPLY SIRONA INC
COM
24906P109
2877
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DEVON ENERGY CORP NEW
COM
25179M103
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DEXCOM INC
COM
252131107
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DIAMONDBACK ENERGY INC
COM
25278X109
1924
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SH
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0
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DICKS SPORTING GOODS INC
COM
253393102
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DIGITAL RLTY TR INC
COM
253868103
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DISNEY WALT CO
COM
254687106
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DISCOVER FINL SVCS
COM
254709108
6978
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DISCOVERY INC
COM SER A
25470F104
1410
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46865
0
0
DISCOVERY INC
COM SER C
25470F302
2333
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0
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DISH NETWORK CORPORATION
CL A
25470M109
2227
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0
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DOLLAR GEN CORP NEW
COM
256677105
46604
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DOLLAR TREE INC
COM
256746108
6394
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DOMINION ENERGY INC
COM
25746U109
15425
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DOMINOS PIZZA INC
COM
25754A201
3788
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SH
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0
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DOMTAR CORP
COM NEW
257559203
637
20129
SH
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20129
0
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DONALDSON INC
COM
257651109
2572
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0
0
DOUGLAS EMMETT INC
COM
25960P109
1751
60015
SH
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60015
0
0
DOVER CORP
COM
260003108
4569
36187
SH
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36187
0
0
DOW INC
COM
260557103
10350
186491
SH
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186491
0
0
DUKE REALTY CORP
COM NEW
264411505
3925
98208
SH
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98208
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
16945
185070
SH
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185070
0
0
DUPONT DE NEMOURS INC
COM
26614N102
13122
184526
SH
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0
0
DYCOM INDS INC
COM
267475101
879
11641
SH
SOLE
11641
0
0
EOG RES INC
COM
26875P101
7706
154524
SH
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154524
0
0
EQT CORP
COM
26884L109
1277
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SH
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100461
0
0
EPR PPTYS
COM SH BEN INT
26884U109
885
27229
SH
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27229
0
0
EAGLE MATLS INC
COM
26969P108
1541
15203
SH
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15203
0
0
EAST WEST BANCORP INC
COM
27579R104
2617
51611
SH
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0
0
EASTGROUP PPTYS INC
COM
277276101
1991
14419
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0
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EASTMAN CHEM CO
COM
277432100
3680
36699
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EATON VANCE CORP
COM NON VTG
278265103
2823
41564
SH
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0
0
EBAY INC
COM
278642103
45373
902942
SH
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902942
0
0
ECOLAB INC
COM
278865100
14149
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SH
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65395
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
684
19779
SH
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0
0
EDISON INTL
COM
281020107
5980
95196
SH
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95196
0
0
EDITAS MEDICINE INC
COM
28106W103
35214
502274
SH
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502274
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
14710
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161243
0
0
ELECTRONIC ARTS INC
COM
285512109
10763
74952
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0
0
ELLINGTON FINANCIAL INC
COM
28852N109
21708
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SH
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0
0
ELLINGTON RESIDENTIAL MTG RE
COM SHS BEN INT
288578107
7563
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0
0
EMCOR GROUP INC
COM
29084Q100
1832
20035
SH
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20035
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
1469
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0
0
EMERSON ELEC CO
COM
291011104
40185
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0
0
ENDAVA PLC
ADS
29260V105
15197
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SH
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198000
0
0
ENCOMPASS HEALTH CORP
COM
29261A100
2996
36228
SH
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36228
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
896
21236
SH
SOLE
21236
0
0
ENERSYS
COM
29275Y102
1287
15498
SH
SOLE
15498
0
0
ENPHASE ENERGY INC
COM
29355A107
8075
46018
SH
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0
0
ENTERGY CORP NEW
COM
29364G103
5023
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SH
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50311
0
0
EPAM SYS INC
COM
29414B104
68624
191500
SH
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0
0
EQUIFAX INC
COM
294429105
5897
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SH
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30581
0
0
EQUINIX INC
COM
29444U700
15990
22390
SH
SOLE
22390
0
0
EQUITABLE HLDGS INC
COM
29452E101
225
8800
SH
SOLE
8800
0
0
EQUITRANS MIDSTREAM CORP
COM
294600101
50981
6340955
SH
SOLE
6340955
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
5105
86119
SH
SOLE
86119
0
0
ESSENTIAL UTILS INC
COM
29670G102
3844
81293
SH
SOLE
81293
0
0
ESSEX PPTY TR INC
COM
297178105
3886
16368
SH
SOLE
16368
0
0
ETSY INC
COM
29786A106
5640
31700
SH
SOLE
31700
0
0
EVERCORE INC
CLASS A
29977A105
1624
14814
SH
SOLE
14814
0
0
EVERGY INC
COM
30034W106
3352
60379
SH
SOLE
60379
0
0
EVERSOURCE ENERGY
COM
30040W108
7457
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SH
SOLE
86193
0
0
EXACT SCIENCES CORP
COM
30063P105
17516
132204
SH
SOLE
132204
0
0
EXELON CORP
COM
30161N101
11509
272587
SH
SOLE
272587
0
0
EXELIXIS INC
COM
30161Q104
2269
113058
SH
SOLE
113058
0
0
EXPEDIA GROUP INC
COM NEW
30212P303
4529
34209
SH
SOLE
34209
0
0
EXPEDITORS INTL WASH INC
COM
302130109
4329
45511
SH
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45511
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
3763
32481
SH
SOLE
32481
0
0
EXXON MOBIL CORP
COM
30231G102
45400
1101418
SH
SOLE
1101418
0
0
FLIR SYS INC
COM
302445101
1447
33016
SH
SOLE
33016
0
0
FMC CORP
COM NEW
302491303
40819
355167
SH
SOLE
355167
0
0
F N B CORP
COM
302520101
1117
117557
SH
SOLE
117557
0
0
FTI CONSULTING INC
COM
302941109
1455
13025
SH
SOLE
13025
0
0
FACEBOOK INC
CL A
30303M102
197155
721757
SH
SOLE
721757
0
0
FACTSET RESH SYS INC
COM
303075105
4963
14925
SH
SOLE
14925
0
0
FAIR ISAAC CORP
COM
303250104
5500
10762
SH
SOLE
10762
0
0
FASTENAL CO
COM
311900104
7553
154672
SH
SOLE
154672
0
0
FEDERAL RLTY INVT TR
SH BEN INT NEW
313747206
1471
17278
SH
SOLE
17278
0
0
FEDERATED HERMES INC
CL B
314211103
992
34349
SH
SOLE
34349
0
0
FEDEX CORP
COM
31428X106
16976
65387
SH
SOLE
65387
0
0
F5 NETWORKS INC
COM
315616102
2927
16638
SH
SOLE
16638
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
22935
162133
SH
SOLE
162133
0
0
FIDELITY NATIONAL FINANCIAL FNF GROUP
COM
31620R303
238
6100
SH
SOLE
6100
0
0
FIFTH THIRD BANCORP
COM
316773100
22210
805576
SH
SOLE
805576
0
0
FIRST AMERN FINL CORP
COM
31847R102
2100
40670
SH
SOLE
40670
0
0
FIRST FINL BANKSHARES
COM
32020R109
1872
51758
SH
SOLE
51758
0
0
FIRST HORIZON CORPORATION
COM
320517105
2579
202104
SH
SOLE
202104
0
0
FIRST INDL RLTY TR INC
COM
32054K103
1980
47001
SH
SOLE
47001
0
0
FIRST REP BK SAN FRANCISCO C
COM
33616C100
6423
43712
SH
SOLE
43712
0
0
FIRST SOLAR INC
COM
336433107
3051
30839
SH
SOLE
30839
0
0
FIRSTCASH INC
COM
33767D105
1057
15098
SH
SOLE
15098
0
0
FISERV INC
COM
337738108
16459
144558
SH
SOLE
144558
0
0
FIRSTENERGY CORP
COM
337932107
4177
136470
SH
SOLE
136470
0
0
FIVE BELOW INC
COM
33829M101
3559
20340
SH
SOLE
20340
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
5717
20954
SH
SOLE
20954
0
0
FLUOR CORP NEW
COM
343412102
728
45585
SH
SOLE
45585
0
0
FLOWERS FOODS INC
COM
343498101
1623
71733
SH
SOLE
71733
0
0
FLOWSERVE CORP
COM
34354P105
1209
32806
SH
SOLE
32806
0
0
FOOT LOCKER INC
COM
344849104
1538
38024
SH
SOLE
38024
0
0
FORD MTR CO DEL
COM
345370860
10292
1170853
SH
SOLE
1170853
0
0
FORTINET INC
COM
34959E109
5247
35325
SH
SOLE
35325
0
0
FORTIVE CORP
COM
34959J108
6003
84763
SH
SOLE
84763
0
0
FORTRESS TRANS INFRST INVS L
COM REP LTD LIAB
34960P101
88607
3776923
SH
SOLE
3776923
0
0
FORTUNE BRANDS HOME SEC IN
COM
34964C106
2991
34891
SH
SOLE
34891
0
0
FOX CORP
COM
35137L105
27166
932894
SH
SOLE
932894
0
0
FOX CORP
COM
35137L204
1245
43101
SH
SOLE
43101
0
0
FOX FACTORY HLDG CORP
COM
35138V102
1607
15200
SH
SOLE
15200
0
0
FRANKLIN RESOURCES INC
COM
354613101
1767
70714
SH
SOLE
70714
0
0
FREEPORT MCMORAN INC
CL B
35671D857
9507
365363
SH
SOLE
365363
0
0
FULTON FINL CORP PA
COM
360271100
752
59120
SH
SOLE
59120
0
0
GATX CORP
COM
361448103
1058
12720
SH
SOLE
12720
0
0
GALLAGHER ARTHUR J CO
COM
363576109
5982
48354
SH
SOLE
48354
0
0
GAP INC
COM
364760108
1044
51733
SH
SOLE
51733
0
0
GARTNER INC
COM
366651107
3596
22451
SH
SOLE
22451
0
0
GENERAC HLDGS INC
COM
368736104
5210
22908
SH
SOLE
22908
0
0
GENERAL DYNAMICS CORP
COM
369550108
8974
60302
SH
SOLE
60302
0
0
GENERAL ELECTRIC CO
COM
369604103
24379
2257292
SH
SOLE
2257292
0
0
GENERAL MLS INC
COM
370334104
50763
863321
SH
SOLE
863321
0
0
GENERAL MTRS CO
COM
37045V100
16330
392162
SH
SOLE
392162
0
0
GENTEX CORP
COM
371901109
3030
89296
SH
SOLE
89296
0
0
GENUINE PARTS CO
COM
372460105
3641
36257
SH
SOLE
36257
0
0
GENWORTH FINL INC
COM CL A
37247D106
697
184309
SH
SOLE
184309
0
0
GILEAD SCIENCES INC
COM
375558103
65977
1132460
SH
SOLE
1132460
0
0
GLACIER BANCORP INC NEW
COM
37637Q105
1601
34800
SH
SOLE
34800
0
0
GLOBAL PMTS INC
COM
37940X102
49025
227580
SH
SOLE
227580
0
0
GLOBUS MED INC
CL A
379577208
1809
27739
SH
SOLE
27739
0
0
GLOBE LIFE INC
COM
37959E102
2531
26658
SH
SOLE
26658
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
23888
90583
SH
SOLE
90583
0
0
GOODYEAR TIRE RUBR CO
COM
382550101
926
84913
SH
SOLE
84913
0
0
GRACO INC
COM
384109104
4414
61010
SH
SOLE
61010
0
0
GRAHAM HLDGS CO
COM CL B
384637104
792
1484
SH
SOLE
1484
0
0
GRAINGER W W INC
COM
384802104
4975
12184
SH
SOLE
12184
0
0
GRAND CANYON ED INC
COM
38526M106
1590
17072
SH
SOLE
17072
0
0
GRANITE PT MTG TR INC
COM STK
38741L107
15984
1600000
SH
SOLE
1600000
0
0
GREAT AJAX CORP
COM
38983D300
9744
931509
SH
SOLE
931509
0
0
GREIF INC
CL A
397624107
454
9678
SH
SOLE
9678
0
0
GROCERY OUTLET HLDG CORP
COM
39874R101
1225
31200
SH
SOLE
31200
0
0
GRUBHUB INC
COM
400110102
2508
33765
SH
SOLE
33765
0
0
HCA HEALTHCARE INC
COM
40412C101
10917
66382
SH
SOLE
66382
0
0
HNI CORP
COM
404251100
535
15528
SH
SOLE
15528
0
0
HP INC
COM
40434L105
9825
399551
SH
SOLE
399551
0
0
HAEMONETICS CORP
COM
405024100
2192
18456
SH
SOLE
18456
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
1209
30113
SH
SOLE
30113
0
0
HALLIBURTON CO
COM
406216101
4202
222319
SH
SOLE
222319
0
0
HALOZYME THERAPEUTICS INC
COM
40637H109
1977
46300
SH
SOLE
46300
0
0
HANCOCK WHITNEY CORPORATION
COM
410120109
1071
31486
SH
SOLE
31486
0
0
HANESBRANDS INC
COM
410345102
1277
87602
SH
SOLE
87602
0
0
HANOVER INS GROUP INC
COM
410867105
1585
13559
SH
SOLE
13559
0
0
HARLEY DAVIDSON INC
COM
412822108
2048
55800
SH
SOLE
55800
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
4525
92387
SH
SOLE
92387
0
0
HASBRO INC
COM
418056107
3000
32072
SH
SOLE
32072
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
1409
39825
SH
SOLE
39825
0
0
HEALTHCARE SVCS GROUP INC
COM
421906108
763
27144
SH
SOLE
27144
0
0
HEALTHCARE RLTY TR
COM
421946104
1467
49564
SH
SOLE
49564
0
0
HEALTHEQUITY INC
COM
42226A107
1950
27966
SH
SOLE
27966
0
0
HEALTHPEAK PROPERTIES INC
COM
42250P103
4093
135409
SH
SOLE
135409
0
0
HENRY JACK ASSOC INC
COM
426281101
3209
19810
SH
SOLE
19810
0
0
HERSHEY CO
COM
427866108
6063
39805
SH
SOLE
39805
0
0
HESS CORP
COM
42809H107
3630
68767
SH
SOLE
68767
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
4628
390521
SH
SOLE
390521
0
0
HEXCEL CORP NEW
COM
428291108
1474
30400
SH
SOLE
30400
0
0
HIGHWOODS PPTYS INC
COM
431284108
1502
37901
SH
SOLE
37901
0
0
HILL ROM HLDGS INC
COM
431475102
2384
24337
SH
SOLE
24337
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
7760
69750
SH
SOLE
69750
0
0
HOLLYFRONTIER CORP
COM
436106108
970
37520
SH
SOLE
37520
0
0
HOLOGIC INC
COM
436440101
4706
64620
SH
SOLE
64620
0
0
HOME BANCSHARES INC
COM
436893200
1079
55368
SH
SOLE
55368
0
0
HOME DEPOT INC
COM
437076102
121138
456056
SH
SOLE
456056
0
0
HONEYWELL INTL INC
COM
438516106
39759
186925
SH
SOLE
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0
0
HORMEL FOODS CORP
COM
440452100
3289
70574
SH
SOLE
70574
0
0
HOST HOTELS RESORTS INC
COM
44107P104
3361
229725
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SOLE
229725
0
0
HOWMET AEROSPACE INC
COM
443201108
2801
98132
SH
SOLE
98132
0
0
HUBBELL INC
COM
443510607
3098
19759
SH
SOLE
19759
0
0
HUDSON PAC PPTYS INC
COM
444097109
1332
55463
SH
SOLE
55463
0
0
HUMANA INC
COM
444859102
13644
33255
SH
SOLE
33255
0
0
HUNT J B TRANS SVCS INC
COM
445658107
2874
21030
SH
SOLE
21030
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
3231
255797
SH
SOLE
255797
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
1923
11279
SH
SOLE
11279
0
0
IAA INC
COM
449253103
3184
49000
SH
SOLE
49000
0
0
ICU MED INC
COM
44930G107
1525
7109
SH
SOLE
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0
0
IPG PHOTONICS CORP
COM
44980X109
2010
8983
SH
SOLE
8983
0
0
ITT INC
COM
45073V108
2425
31481
SH
SOLE
31481
0
0
IDACORP INC
COM
451107106
1761
18341
SH
SOLE
18341
0
0
IDEAYA BIOSCIENCES INC
COM
45166A102
161
11479
SH
SOLE
11479
0
0
IDEX CORP
COM
45167R104
3797
19060
SH
SOLE
19060
0
0
IDEXX LABS INC
COM
45168D104
10724
21454
SH
SOLE
21454
0
0
ILLINOIS TOOL WKS INC
COM
452308109
16013
78543
SH
SOLE
78543
0
0
ILLUMINA INC
COM
452327109
16289
44023
SH
SOLE
44023
0
0
INCYTE CORP
COM
45337C102
4071
46804
SH
SOLE
46804
0
0
INGERSOLL RAND INC
COM
45687V106
4260
93493
SH
SOLE
93493
0
0
INGEVITY CORP
COM
45688C107
1136
15003
SH
SOLE
15003
0
0
INGREDION INC
COM
457187102
1918
24382
SH
SOLE
24382
0
0
INSPERITY INC
COM
45778Q107
1060
13025
SH
SOLE
13025
0
0
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
1673
25766
SH
SOLE
25766
0
0
INTEL CORP
COM
458140100
60463
1213635
SH
SOLE
1213635
0
0
INTERACTIVE BROKERS GROUP IN
COM CL A
45841N107
1793
29434
SH
SOLE
29434
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
16269
141110
SH
SOLE
141110
0
0
INTERDIGITAL INC
COM
45867G101
682
11246
SH
SOLE
11246
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
761
20329
SH
SOLE
20329
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
69224
549923
SH
SOLE
549923
0
0
INTERNATIONAL FLAVORS FRAGRA
COM
459506101
2926
26887
SH
SOLE
26887
0
0
INTERNATIONAL PAPER CO
COM
460146103
5219
104969
SH
SOLE
104969
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
2522
107225
SH
SOLE
107225
0
0
INTUIT
COM
461202103
25924
68248
SH
SOLE
68248
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
24712
30207
SH
SOLE
30207
0
0
INVITAE CORP
COM
46185L103
1879
44939
SH
SOLE
44939
0
0
IQVIA HLDGS INC
COM
46266C105
38469
214704
SH
SOLE
214704
0
0
IRON MTN INC NEW
COM
46284V101
2276
77196
SH
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77196
0
0
ISHARES TR
CORE US AGGBD ET
464287226
262772
2223300
SH
SOLE
2223300
0
0
ISHARES TR
IBOXX INV CP ETF
464287242
272185
1970500
SH
SOLE
1970500
0
0
ISHARES TR
CORE S P MCP ETF
464287507
32878
143053
SH
SOLE
143053
0
0
ISHARES TR
MBS ETF
464288588
50109
455000
SH
SOLE
455000
0
0
ISHARES TR
MSCI USA QLT FCT
46432F339
5288
45500
SH
SOLE
45500
0
0
ISHARES TR
MSCI USA VALUE
46432F388
9695
111550
SH
SOLE
111550
0
0
ISHARES TR
MSCI USA MMENTM
46432F396
110016
682100
SH
SOLE
682100
0
0
ISHARES INC
MSCI TAIWAN ETF
46434G772
6264
118008
SH
SOLE
118008
0
0
JBG SMITH PPTYS
COM
46590V100
1268
40563
SH
SOLE
40563
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0
JPMORGAN CHASE CO
COM
46625H100
97405
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SH
SOLE
766543
0
0
JABIL INC
COM
466313103
2086
49042
SH
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49042
0
0
JACK IN THE BOX INC
COM
466367109
769
8288
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SOLE
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0
0
JACOBS ENGR GROUP INC
COM
469814107
3556
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0
0
JEFFERIES FINL GROUP INC
COM
47233W109
1855
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SOLE
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0
0
JETBLUE AWYS CORP
COM
477143101
1666
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SH
SOLE
114550
0
0
JOHNSON JOHNSON
COM
478160104
151130
960287
SH
SOLE
960287
0
0
JONES LANG LASALLE INC
COM
48020Q107
2768
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18656
0
0
J2 GLOBAL INC
COM
48123V102
1522
15577
SH
SOLE
15577
0
0
JUNIPER NETWORKS INC
COM
48203R104
2114
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SH
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0
0
KAR AUCTION SVCS INC
COM
48238T109
876
47090
SH
SOLE
47090
0
0
KBR INC
COM
48242W106
1607
51968
SH
SOLE
51968
0
0
KLA CORP
COM NEW
482480100
10432
40293
SH
SOLE
40293
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
4809
23560
SH
SOLE
23560
0
0
KB HOME
COM
48666K109
1076
32097
SH
SOLE
32097
0
0
KELLOGG CO
COM
487836108
3980
63962
SH
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0
0
KEMPER CORP
COM
488401100
1717
22353
SH
SOLE
22353
0
0
KENNAMETAL INC
COM
489170100
1101
30367
SH
SOLE
30367
0
0
KEYCORP
COM
493267108
4029
245513
SH
SOLE
245513
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
31253
236602
SH
SOLE
236602
0
0
KILROY RLTY CORP
COM
49427F108
2195
38238
SH
SOLE
38238
0
0
KIMBERLY CLARK CORP
COM
494368103
29766
220767
SH
SOLE
220767
0
0
KIMCO RLTY CORP
COM
49446R109
1632
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SH
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108717
0
0
KINDER MORGAN INC DEL
COM
49456B101
7042
515136
SH
SOLE
515136
0
0
KINSALE CAP GROUP INC
COM
49714P108
1541
7700
SH
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7700
0
0
KIRBY CORP
COM
497266106
1136
21913
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21913
0
0
KNIGHT SWIFT TRANSN HLDGS IN
CL A
499049104
2088
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0
KOHLS CORP
COM
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2336
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0
KRAFT HEINZ CO
COM
500754106
41600
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0
0
KROGER CO
COM
501044101
6995
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SH
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220257
0
0
L BRANDS INC
COM
501797104
2184
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0
LHC GROUP INC
COM
50187A107
2465
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11556
0
0
LKQ CORP
COM
501889208
2685
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0
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
10308
54534
SH
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54534
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
46704
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SH
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229447
0
0
LAM RESEARCH CORP
COM
512807108
19167
40585
SH
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0
LAMAR ADVERTISING CO NEW
CL A
512816109
2620
31486
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31486
0
0
LAMB WESTON HLDGS INC
COM
513272104
2899
36823
SH
SOLE
36823
0
0
LANCASTER COLONY CORP
COM
513847103
1310
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SH
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7129
0
0
LANDSTAR SYS INC
COM
515098101
1886
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SH
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14009
0
0
LAS VEGAS SANDS CORP
COM
517834107
4924
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SH
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82621
0
0
LAUDER ESTEE COS INC
CL A
518439104
15173
57001
SH
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57001
0
0
LEAR CORP COM
COM NEW
521865204
3616
22740
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22740
0
0
LEGGETT PLATT INC
COM
524660107
1476
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LEIDOS HOLDINGS INC
COM
525327102
33426
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317977
0
0
LENDINGTREE INC NEW
COM
52603B107
1086
3968
SH
SOLE
3968
0
0
LENNAR CORP
CL A
526057104
6122
80312
SH
SOLE
80312
0
0
LENNOX INTL INC
COM
526107107
3488
12730
SH
SOLE
12730
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
579
5820
SH
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5820
0
0
LIFE STORAGE INC
COM
53223X107
2110
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SH
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0
0
LILLY ELI CO
COM
532457108
33716
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SH
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0
0
LINCOLN ELEC HLDGS INC
COM
533900106
2524
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21713
0
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LINCOLN NATL CORP IND
COM
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2509
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LITHIA MTRS INC
CL A
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2780
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0
LITTELFUSE INC
COM
537008104
2263
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SH
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8888
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0
LIVE NATION ENTERTAINMENT IN
COM
538034109
2640
35927
SH
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35927
0
0
LIVERAMP HLDGS INC
COM
53815P108
1770
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SH
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24182
0
0
LOCKHEED MARTIN CORP
COM
539830109
63502
178890
SH
SOLE
178890
0
0
LOEWS CORP
COM
540424108
2789
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SH
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0
0
LOUISIANA PAC CORP
COM
546347105
1481
39842
SH
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39842
0
0
LOWES COS INC
COM
548661107
75098
467873
SH
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467873
0
0
LULULEMON ATHLETICA INC
COM
550021109
9710
27900
SH
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27900
0
0
LUMENTUM HLDGS INC
COM
55024U109
2610
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SH
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27534
0
0
M T BK CORP
COM
55261F104
4112
32299
SH
SOLE
32299
0
0
MDU RES GROUP INC
COM
552690109
1923
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73008
0
0
MGIC INVT CORP WIS
COM
552848103
1549
123400
SH
SOLE
123400
0
0
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COM
552953101
3250
103129
SH
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103129
0
0
MKS INSTRS INC
COM
55306N104
3015
20040
SH
SOLE
20040
0
0
MSA SAFETY INC
COM
553498106
1976
13230
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13230
0
0
MSC INDL DIRECT INC
CL A
553530106
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SH
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0
0
MSCI INC
COM
55354G100
22485
50356
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0
0
MACERICH CO
COM
554382101
436
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0
0
MANHATTAN ASSOCS INC
COM
562750109
2429
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23097
0
0
MANPOWERGROUP INC
COM
56418H100
1889
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SH
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20949
0
0
MARATHON OIL CORP
COM
565849106
1324
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SH
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198521
0
0
MARATHON PETE CORP
COM
56585A102
6765
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SH
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163574
0
0
MARKETAXESS HLDGS INC
COM
57060D108
6151
10781
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10781
0
0
MARRIOTT VACTINS WORLDWID CO
COM
57164Y107
2048
14925
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14925
0
0
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COM
571748102
14922
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127536
0
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MARRIOTT INTL INC NEW
CL A
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8827
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0
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COM
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0
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COM
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0
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COM
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19529
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0
0
MASTEC INC
COM
576323109
1392
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20413
0
0
MASTERCARD INCORPORATED
CL A
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0
0
MATTEL INC
COM
577081102
2213
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0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
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0
0
MAXIMUS INC
COM
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1639
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COM NON VTG
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0
0
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COM
580135101
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0
0
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COM
58463J304
4255
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MEDPACE HLDGS INC
COM
58506Q109
1392
10000
SH
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0
0
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67421
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0
0
MERCURY SYS INC
COM
589378108
1800
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0
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MERCURY GENL CORP NEW
COM
589400100
505
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METLIFE INC
COM
59156R108
9638
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0
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MICROVISION INC DEL
COM NEW
594960304
5380
1000000
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0
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COM
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9039
65447
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0
0
MICRON TECHNOLOGY INC
COM
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25183
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334963
0
0
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COM
59522J103
3641
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28742
0
0
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COM
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2617
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0
0
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COM
600544100
725
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CL B
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CL B
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COM NEW
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CL A
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690
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6959
45520
SH
SOLE
45520
0
0
SLACK TECHNOLOGIES INC
COM CL A
83088V102
2197
52023
SH
SOLE
52023
0
0
SMITH A O CORP
COM
831865209
1970
35927
SH
SOLE
35927
0
0
SMUCKER J M CO
COM NEW
832696405
3704
32041
SH
SOLE
32041
0
0
SNAP ON INC
COM
833034101
2431
14205
SH
SOLE
14205
0
0
SNAP INC
CL A
83304A106
45554
909810
SH
SOLE
909810
0
0
SOLAREDGE TECHNOLOGIES INC
COM
83417M104
5959
18672
SH
SOLE
18672
0
0
SONOCO PRODS CO
COM
835495102
2171
36634
SH
SOLE
36634
0
0
SOUTHERN CO
COM
842587107
16315
265582
SH
SOLE
265582
0
0
SOUTHWEST AIRLS CO
COM
844741108
7057
151407
SH
SOLE
151407
0
0
SOUTHWEST GAS HOLDINGS INC
COM
844895102
1260
20745
SH
SOLE
20745
0
0
SPIRE INC
COM
84857L101
1208
18856
SH
SOLE
18856
0
0
SPIRIT RLTY CAP INC NEW
COM NEW
84860W300
1672
41623
SH
SOLE
41623
0
0
SPROUTS FMRS MKT INC
COM
85208M102
863
42943
SH
SOLE
42943
0
0
SQUARE INC
CL A
852234103
40243
184906
SH
SOLE
184906
0
0
STANLEY BLACK DECKER INC
COM
854502101
7190
40268
SH
SOLE
40268
0
0
STARBUCKS CORP
COM
855244109
31574
295142
SH
SOLE
295142
0
0
STATE STR CORP
COM
857477103
6453
88667
SH
SOLE
88667
0
0
STEEL DYNAMICS INC
COM
858119100
2879
78082
SH
SOLE
78082
0
0
STERICYCLE INC
COM
858912108
2312
33346
SH
SOLE
33346
0
0
STERLING BANCORP DEL
COM
85917A100
1274
70846
SH
SOLE
70846
0
0
STIFEL FINL CORP
COM
860630102
1890
37457
SH
SOLE
37457
0
0
STITCH FIX INC
COM CL A
860897107
40184
684328
SH
SOLE
684328
0
0
STORE CAP CORP
COM
862121100
2925
86087
SH
SOLE
86087
0
0
STRATEGIC ED INC
COM
86272C103
848
8900
SH
SOLE
8900
0
0
STRYKER CORPORATION
COM
863667101
96234
392727
SH
SOLE
392727
0
0
SUBURBAN PROPANE PARTNERS L
UNIT LTD PARTN
864482104
9065
610000
SH
SOLE
610000
0
0
SUNRUN INC
COM
86771W105
3948
56900
SH
SOLE
56900
0
0
SYNAPTICS INC
COM
87157D109
1208
12535
SH
SOLE
12535
0
0
SYNOPSYS INC
COM
871607107
9961
38423
SH
SOLE
38423
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
1742
53805
SH
SOLE
53805
0
0
SYNNEX CORP
COM
87162W100
1222
15007
SH
SOLE
15007
0
0
SYNCHRONY FINANCIAL
COM
87165B103
4738
136514
SH
SOLE
136514
0
0
SYNEOS HEALTH INC
CL A
87166B102
1887
27703
SH
SOLE
27703
0
0
SYSCO CORP
COM
871829107
9514
128112
SH
SOLE
128112
0
0
TCF FINL CORP
COM
872307103
2056
55546
SH
SOLE
55546
0
0
TJX COS INC NEW
COM
872540109
20620
301945
SH
SOLE
301945
0
0
T MOBILE US INC
COM
872590104
19782
146700
SH
SOLE
146700
0
0
TRI POINTE GROUP INC
COM
87265H109
798
46237
SH
SOLE
46237
0
0
TAIWAN SEMICONDUCTOR MFG LTD
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874039100
15549
142600
SH
SOLE
142600
0
0
TAKE TWO INTERACTIVE SOFTWAR
COM
874054109
6180
29741
SH
SOLE
29741
0
0
TAPESTRY INC
COM
876030107
2169
69803
SH
SOLE
69803
0
0
TARGET CORP
COM
87612E106
26134
148043
SH
SOLE
148043
0
0
TAYLOR MORRISON HOME CORP
COM
87724P106
1215
47379
SH
SOLE
47379
0
0
TEGNA INC
COM
87901J105
1114
79866
SH
SOLE
79866
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
3645
9300
SH
SOLE
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0
0
TELEFLEX INCORPORATED
COM
879369106
4818
11707
SH
SOLE
11707
0
0
TELEPHONE DATA SYS INC
COM NEW
879433829
674
36274
SH
SOLE
36274
0
0
TEMPUR SEALY INTL INC
COM
88023U101
1888
69928
SH
SOLE
69928
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
1534
38407
SH
SOLE
38407
0
0
TERADATA CORP DEL
COM
88076W103
896
39864
SH
SOLE
39864
0
0
TERADYNE INC
COM
880770102
5179
43200
SH
SOLE
43200
0
0
TEREX CORP NEW
COM
880779103
882
25274
SH
SOLE
25274
0
0
TESLA INC
COM
88160R101
134571
190700
SH
SOLE
190700
0
0
TETRA TECH INC NEW
COM
88162G103
2263
19545
SH
SOLE
19545
0
0
TEXAS CAP BANCSHARES INC
COM
88224Q107
1092
18361
SH
SOLE
18361
0
0
TEXAS INSTRS INC
COM
882508104
39511
240729
SH
SOLE
240729
0
0
TEXAS ROADHOUSE INC
COM
882681109
1860
23792
SH
SOLE
23792
0
0
TEXTRON INC
COM
883203101
3007
62218
SH
SOLE
62218
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
125490
269418
SH
SOLE
269418
0
0
THOR INDS INC
COM
885160101
1872
20135
SH
SOLE
20135
0
0
3M CO
COM
88579Y101
26896
153874
SH
SOLE
153874
0
0
TIFFANY CO NEW
COM
886547108
3572
27177
SH
SOLE
27177
0
0
TIMKEN CO
COM
887389104
1909
24676
SH
SOLE
24676
0
0
TOLL BROTHERS INC
COM
889478103
1818
41827
SH
SOLE
41827
0
0
TOPBUILD CORP
COM
89055F103
2209
12000
SH
SOLE
12000
0
0
TORO CO
COM
891092108
3708
39096
SH
SOLE
39096
0
0
TRACTOR SUPPLY CO
COM
892356106
4469
31789
SH
SOLE
31789
0
0
TRANSDIGM GROUP INC
COM
893641100
8463
13676
SH
SOLE
13676
0
0
TRAVELERS COMPANIES INC
COM
89417E109
8948
63745
SH
SOLE
63745
0
0
TREEHOUSE FOODS INC
COM
89469A104
877
20635
SH
SOLE
20635
0
0
TREX CO INC
COM
89531P105
3529
42148
SH
SOLE
42148
0
0
TRIMBLE INC
COM
896239100
6084
91118
SH
SOLE
91118
0
0
TRINITY INDS INC
COM
896522109
814
30827
SH
SOLE
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0
0
TRIPADVISOR INC
COM
896945201
1007
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SH
SOLE
35001
0
0
TRUIST FINL CORP
COM
89832Q109
16250
339026
SH
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0
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TRUSTMARK CORP
COM
898402102
631
23092
SH
SOLE
23092
0
0
TWIST BIOSCIENCE CORP
COM
90184D100
6100
43172
SH
SOLE
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0
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TWITTER INC
COM
90184L102
27243
503106
SH
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0
0
TWO HBRS INVT CORP
COM NEW
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24206
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SH
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II VI INC
COM
902104108
15009
197586
SH
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0
0
TYLER TECHNOLOGIES INC
COM
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4409
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SH
SOLE
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TYSON FOODS INC
CL A
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5438
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SH
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0
0
UDR INC
COM
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2846
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SH
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0
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UGI CORP NEW
COM
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109768
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SH
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UMB FINL CORP
COM
902788108
1090
15798
SH
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15798
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US BANCORP DEL
COM NEW
902973304
56593
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SH
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ULTA BEAUTY INC
COM
90384S303
4064
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SH
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UMPQUA HLDGS CORP
COM
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1215
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SH
SOLE
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0
0
UNDER ARMOUR INC
CL A
904311107
815
47458
SH
SOLE
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0
0
UNDER ARMOUR INC
CL C
904311206
664
44599
SH
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UNION PAC CORP
COM
907818108
35282
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UNITED BANKSHARES INC WEST V
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1532
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0
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UNITED AIRLS HLDGS INC
COM
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3184
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0
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UNITED PARCEL SERVICE INC
CL B
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30282
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SOLE
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0
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UNITED RENTALS INC
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4769
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0
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1346
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SOLE
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COM
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2458
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COM
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SH
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COM
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1171
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3584
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UNIVERSAL HLTH SVCS INC
CL B
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SH
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COM
91529Y106
1176
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COM
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639
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SOLE
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0
0
URBAN EDGE PPTYS
COM
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517
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V F CORP
COM
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6872
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VALERO ENERGY CORP
COM
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1435
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COM
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VALVOLINE INC
COM
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1563
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COM
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VEEVA SYS INC
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218
800
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0
0
VENTAS INC
COM
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4620
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0
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VERISIGN INC
COM
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5454
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COM
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COM
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8496
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SH
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VERTEX PHARMACEUTICALS INC
COM
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765
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VIACOMCBS INC
CL B
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COM
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VISA INC
COM CL A
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VISHAY INTERTECHNOLOGY INC
COM
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1001
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340
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COM
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VORNADO RLTY TR
SH BEN INT
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4945
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COM
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7299
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WALMART INC
COM
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WALGREENS BOOTS ALLIANCE INC
COM
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COM
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712
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WASTE MGMT INC DEL
COM
94106L109
11530
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SH
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0
0
WATERS CORP
COM
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3850
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0
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WATSCO INC
COM
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0
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COM
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SH BEN INT
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952
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COM
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WELLTOWER INC
COM
95040Q104
6778
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COM
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950755108
830
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2357
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WESTROCK CO
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3250
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3275
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2844
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COM
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1432
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WOODWARD INC
COM
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2580
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COM
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CL A
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816
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WORTHINGTON INDS INC
COM
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673
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WW INTL INC
COM
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417
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COM
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2020
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COM
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0
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XPO LOGISTICS INC
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983793100
3965
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0
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XILINX INC
COM
983919101
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XYLEM INC
COM
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4609
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0
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XEROX HOLDINGS CORP
COM NEW
98421M106
972
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SH
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0
0
YELP INC
CL A
985817105
826
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SH
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0
0
YUM BRANDS INC
COM
988498101
8239
75895
SH
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ZEBRA TECHNOLOGIES CORPORATI
CL A
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5138
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SH
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13370
0
0
ZILLOW GROUP INC
CL C CAP STK
98954M200
6044
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0
0
ZIMMER BIOMET HOLDINGS INC
COM
98956P102
8033
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SH
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0
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ZIONS BANCORPORATION N A
COM
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1790
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41216
0
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ZOETIS INC
CL A
98978V103
53331
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SH
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0
0
ZOOM VIDEO COMMUNICATIONS IN
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0
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ADIENT PLC
ORD SHS
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1189
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0
0
ALLEGION PLC
ORD SHS
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2879
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SH
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24735
0
0
AMCOR PLC
ORD
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4643
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SH
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394453
0
0
AON PLC
SHS CL A
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13463
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SH
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0
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ATHENE HOLDING LTD
CL A
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168375
3903000
SH
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3903000
0
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SHS CLASS A
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99692
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SH
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381653
0
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EATON CORP PLC
SHS
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12771
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0
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ESSENT GROUP LTD
COM
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1771
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0
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2453
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0
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COM
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2063
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0
0
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ORD SHS
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1762
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SH
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54200
0
0
ICON PLC
SHS
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6526
33470
SH
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33470
0
0
IHS MARKIT LTD
SHS
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8416
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SH
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93689
0
0
INVESCO LTD
SHS
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1779
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SH
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102061
0
0
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SHS USD
G50871105
3483
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SH
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0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
9066
194585
SH
SOLE
194585
0
0
LINDE PLC
SHS
G5494J103
34774
131964
SH
SOLE
131964
0
0
LIVANOVA PLC
SHS
G5509L101
1170
17666
SH
SOLE
17666
0
0
MEDTRONIC PLC
SHS
G5960L103
39645
338437
SH
SOLE
338437
0
0
APTIV PLC
SHS
G6095L109
8845
67888
SH
SOLE
67888
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
1873
89756
SH
SOLE
89756
0
0