# EDGAR Filing Document

**Accession Number:** 0001538846
**File Stem:** 0001538846-23-000002
**Filing Date:** 2023-2
**Character Count:** 60372
**Document Hash:** dacc599a2ea1e73e71275e47dd7fd367
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001538846-23-000002.hdr.sgml**: 20230207

**ACCESSION NUMBER**: 0001538846-23-000002

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230207

**DATE AS OF CHANGE**: 20230207

**EFFECTIVENESS DATE**: 20230207

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** South Dakota Investment Council
- **CENTRAL INDEX KEY:** 0001538846
- **IRS NUMBER:** 466000364
- **STATE OF INCORPORATION:** SD
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** 13F-HR
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 028-16298
- **FILM NUMBER:** 23593680

**BUSINESS ADDRESS:**
- **STREET 1:** 4009 W. 49TH STREET, SUITE 300
- **CITY:** SIOUX FALLS
- **STATE:** SD
- **ZIP:** 57106
- **BUSINESS PHONE:** 605-362-2820

**MAIL ADDRESS:**
- **STREET 1:** 4009 W. 49TH STREET, SUITE 300
- **CITY:** SIOUX FALLS
- **STATE:** SD
- **ZIP:** 57106

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** South Dakota Investment Council<br>**Address:** 4009 W. 49TH STREET SUITE 300<br>SIOUX FALLS, SD 57106

**Form 13F File Number:** 028-16298

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Matthew L. Clark<br>**Title:** State Investment Officer<br>**Phone:** 605-362-2820

**Signature, Place, and Date of Signing:**

Matthew L. Clark  Sioux Falls, SD  02-07-2023<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 611

**Form 13F Information Table Value Total:** $4477060

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| 3M CO | COM | 88579Y101 |  | 2789 | 23260 | SH |  | SOLE |  | 23260 | 0 | 0 |
| ABBOTT LABS | COM | 002824100 |  | 439 | 4000 | SH |  | SOLE |  | 4000 | 0 | 0 |
| ABBVIE INC | COM | 00287Y109 |  | 5512 | 34109 | SH |  | SOLE |  | 34109 | 0 | 0 |
| ABM INDS INC | COM | 000957100 |  | 1009 | 22709 | SH |  | SOLE |  | 22709 | 0 | 0 |
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 |  | 2005 | 7514 | SH |  | SOLE |  | 7514 | 0 | 0 |
| ACTIVISION BLIZZARD INC | COM | 00507V109 |  | 19287 | 251954 | SH |  | SOLE |  | 251954 | 0 | 0 |
| ADDUS HOMECARE CORP | COM | 006739106 |  | 99 | 1000 | SH |  | SOLE |  | 1000 | 0 | 0 |
| ADOBE SYSTEMS INCORPORATED | COM | 00724F101 |  | 22127 | 65749 | SH |  | SOLE |  | 65749 | 0 | 0 |
| ADVANCE AUTO PARTS INC | COM | 00751Y106 |  | 804 | 5468 | SH |  | SOLE |  | 5468 | 0 | 0 |
| ADVANCED MICRO DEVICES INC | COM | 007903107 |  | 12720 | 196386 | SH |  | SOLE |  | 196386 | 0 | 0 |
| ADVANSIX INC | COM | 00773T101 |  | 790 | 20790 | SH |  | SOLE |  | 20790 | 0 | 0 |
| AES CORP | COM | 00130H105 |  | 954 | 33169 | SH |  | SOLE |  | 33169 | 0 | 0 |
| AFFILIATED MANAGERS GROUP IN | COM | 008252108 |  | 830 | 5240 | SH |  | SOLE |  | 5240 | 0 | 0 |
| AFLAC INC | COM | 001055102 |  | 10098 | 140368 | SH |  | SOLE |  | 140368 | 0 | 0 |
| AIR PRODS  CHEMS INC | COM | 009158106 |  | 2002 | 6496 | SH |  | SOLE |  | 6496 | 0 | 0 |
| ALASKA AIR GROUP INC | COM | 011659109 |  | 12741 | 296727 | SH |  | SOLE |  | 296727 | 0 | 0 |
| ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 |  | 6631 | 45523 | SH |  | SOLE |  | 45523 | 0 | 0 |
| ALLETE INC | COM NEW | 018522300 |  | 521 | 8079 | SH |  | SOLE |  | 8079 | 0 | 0 |
| ALLSTATE CORP | COM | 020002101 |  | 1646 | 12142 | SH |  | SOLE |  | 12142 | 0 | 0 |
| ALPHA METALLURGICAL RESOUR I | COM | 020764106 |  | 5533 | 37793 | SH |  | SOLE |  | 37793 | 0 | 0 |
| ALPHABET INC | CAP STK CL A | 02079K305 |  | 51435 | 582965 | SH |  | SOLE |  | 582965 | 0 | 0 |
| ALPHABET INC | CAP STK CL C | 02079K107 |  | 51444 | 579776 | SH |  | SOLE |  | 579776 | 0 | 0 |
| ALTICE USA INC | CL A | 02156K103 |  | 174 | 37722 | SH |  | SOLE |  | 37722 | 0 | 0 |
| ALTRIA GROUP INC | COM | 02209S103 |  | 7780 | 170200 | SH |  | SOLE |  | 170200 | 0 | 0 |
| AMERICAN WOODMARK CORPORATIO | COM | 030506109 |  | 2082 | 42617 | SH |  | SOLE |  | 42617 | 0 | 0 |
| AMAZON COM INC | COM | 023135106 |  | 66220 | 788329 | SH |  | SOLE |  | 788329 | 0 | 0 |
| AMC NETWORKS INC | CL A | 00164V103 |  | 1031 | 65823 | SH |  | SOLE |  | 65823 | 0 | 0 |
| AMCOR PLC | ORD | G0250X107 |  | 220 | 18500 | SH |  | SOLE |  | 18500 | 0 | 0 |
| AMEDISYS INC | COM | 023436108 |  | 865 | 10350 | SH |  | SOLE |  | 10350 | 0 | 0 |
| AMERICAN ELEC PWR CO INC | COM | 025537101 |  | 1819 | 19162 | SH |  | SOLE |  | 19162 | 0 | 0 |
| AMERICAN HOMES 4 RENT | CL A | 02665T306 |  | 723 | 24000 | SH |  | SOLE |  | 24000 | 0 | 0 |
| AMERICAN INTL GROUP INC | COM NEW | 026874784 |  | 12254 | 193775 | SH |  | SOLE |  | 193775 | 0 | 0 |
| AMERICAN EAGLE OUTFITTERS IN | COM | 02553E106 |  | 516 | 36932 | SH |  | SOLE |  | 36932 | 0 | 0 |
| AMERICAN EQTY INVT LIFE HLD | COM | 025676206 |  | 2860 | 62683 | SH |  | SOLE |  | 62683 | 0 | 0 |
| AMER STATES WTR CO | COM | 029899101 |  | 18 | 193 | SH |  | SOLE |  | 193 | 0 | 0 |
| AMERICAN WTR WKS CO INC NEW | COM | 030420103 |  | 1130 | 7417 | SH |  | SOLE |  | 7417 | 0 | 0 |
| AMERICOLD REALTY TRUST INC | COM | 03064D108 |  | 1402 | 49539 | SH |  | SOLE |  | 49539 | 0 | 0 |
| AMETEK INC | COM | 031100100 |  | 859 | 6150 | SH |  | SOLE |  | 6150 | 0 | 0 |
| AMGEN INC | COM | 031162100 |  | 22630 | 86163 | SH |  | SOLE |  | 86163 | 0 | 0 |
| AMN HEALTHCARE SVCS INC | COM | 001744101 |  | 2826 | 27488 | SH |  | SOLE |  | 27488 | 0 | 0 |
| AMPHENOL CORP NEW | CL A | 032095101 |  | 2489 | 32690 | SH |  | SOLE |  | 32690 | 0 | 0 |
| ANALOG DEVICES INC | COM | 032654105 |  | 3448 | 21019 | SH |  | SOLE |  | 21019 | 0 | 0 |
| ANHEUSER BUSCH INBEV SA/NV | SPONSORED ADR | 03524A108 |  | 249 | 4150 | SH |  | SOLE |  | 4150 | 0 | 0 |
| ANTERO RESOURCES CORP | COM | 03674X106 |  | 4205 | 135697 | SH |  | SOLE |  | 135697 | 0 | 0 |
| AON PLC | SHS CL A | G0403H108 |  | 2741 | 9133 | SH |  | SOLE |  | 9133 | 0 | 0 |
| APA CORPORATION | COM | 03743Q108 |  | 1802 | 38603 | SH |  | SOLE |  | 38603 | 0 | 0 |
| APARTMENT INCOME REIT CORP | COM | 03750L109 |  | 2647 | 77141 | SH |  | SOLE |  | 77141 | 0 | 0 |
| APOLLO MED HLDGS INC | COM NEW | 03763A207 |  | 158 | 5356 | SH |  | SOLE |  | 5356 | 0 | 0 |
| APPLE HOSPITALITY REIT INC | COM NEW | 03784Y200 |  | 1142 | 72360 | SH |  | SOLE |  | 72360 | 0 | 0 |
| APPLE INC | COM | 037833100 |  | 129635 | 997728 | SH |  | SOLE |  | 997728 | 0 | 0 |
| APPLIED MATLS INC | COM | 038222105 |  | 21857 | 224453 | SH |  | SOLE |  | 224453 | 0 | 0 |
| APTIV PLC | SHS | G6095L109 |  | 348 | 3742 | SH |  | SOLE |  | 3742 | 0 | 0 |
| ARCH RESOURCES INC | CL A | 03940R107 |  | 1546 | 10826 | SH |  | SOLE |  | 10826 | 0 | 0 |
| ARROW ELECTRS INC | COM | 042735100 |  | 8696 | 83160 | SH |  | SOLE |  | 83160 | 0 | 0 |
| GALLAGHER ARTHUR J  CO | COM | 363576109 |  | 1192 | 6324 | SH |  | SOLE |  | 6324 | 0 | 0 |
| ASPEN TECHNOLOGY INC | COM | 29109X106 |  | 876 | 4266 | SH |  | SOLE |  | 4266 | 0 | 0 |
| ASSOCIATED BANC CORP | COM | 045487105 |  | 6620 | 286686 | SH |  | SOLE |  | 286686 | 0 | 0 |
| AT INC | COM | 00206R102 |  | 7830 | 425305 | SH |  | SOLE |  | 425305 | 0 | 0 |
| ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 |  | 1443 | 14312 | SH |  | SOLE |  | 14312 | 0 | 0 |
| AUTONATION INC | COM | 05329W102 |  | 3325 | 30987 | SH |  | SOLE |  | 30987 | 0 | 0 |
| AVALONBAY CMNTYS INC | COM | 053484101 |  | 2195 | 13590 | SH |  | SOLE |  | 13590 | 0 | 0 |
| AVERY DENNISON CORP | COM | 053611109 |  | 199 | 1100 | SH |  | SOLE |  | 1100 | 0 | 0 |
| AVIENT CORPORATION | COM | 05368V106 |  | 657 | 19460 | SH |  | SOLE |  | 19460 | 0 | 0 |
| AVNET INC | COM | 053807103 |  | 761 | 18308 | SH |  | SOLE |  | 18308 | 0 | 0 |
| AXON ENTERPRISE INC | COM | 05464C101 |  | 747 | 4500 | SH |  | SOLE |  | 4500 | 0 | 0 |
| AZZ INC | COM | 002474104 |  | 615 | 15295 | SH |  | SOLE |  | 15295 | 0 | 0 |
| BAKER HUGHES COMPANY | CL A | 05722G100 |  | 449 | 15192 | SH |  | SOLE |  | 15192 | 0 | 0 |
| BALL CORP | COM | 058498106 |  | 777 | 15200 | SH |  | SOLE |  | 15200 | 0 | 0 |
| BANK NEW YORK MELLON CORP | COM | 064058100 |  | 22276 | 489361 | SH |  | SOLE |  | 489361 | 0 | 0 |
| BANK OF AMERICA | CORP | 060505104 |  | 3449 | 104138 | SH |  | SOLE |  | 104138 | 0 | 0 |
| BATH  BODY WORKS INC | COM | 070830104 |  | 2952 | 70044 | SH |  | SOLE |  | 70044 | 0 | 0 |
| BAXTER INTL INC | COM | 071813109 |  | 18329 | 359600 | SH |  | SOLE |  | 359600 | 0 | 0 |
| BECTON DICKINSON  CO | COM | 075887109 |  | 9806 | 38561 | SH |  | SOLE |  | 38561 | 0 | 0 |
| BELDEN INC | COM | 077454106 |  | 3152 | 43833 | SH |  | SOLE |  | 43833 | 0 | 0 |
| BELLRING BRANDS INC | SHS | 07831C103 |  | 82 | 3192 | SH |  | SOLE |  | 3192 | 0 | 0 |
| BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 |  | 3750 | 8 | SH |  | SOLE |  | 8 | 0 | 0 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 |  | 54500 | 176434 | SH |  | SOLE |  | 176434 | 0 | 0 |
| BERRY CORP | COM | 08579X101 |  | 6239 | 779936 | SH |  | SOLE |  | 779936 | 0 | 0 |
| BEST BUY INC | COM | 086516101 |  | 433 | 5400 | SH |  | SOLE |  | 5400 | 0 | 0 |
| BIOGEN INC | COM | 09062X103 |  | 1113 | 4019 | SH |  | SOLE |  | 4019 | 0 | 0 |
| BJS WHSL CLUB HLDGS INC | COM | 05550J101 |  | 4872 | 73637 | SH |  | SOLE |  | 73637 | 0 | 0 |
| BLACK HILLS CORP | COM | 092113109 |  | 4864 | 69153 | SH |  | SOLE |  | 69153 | 0 | 0 |
| BLACKSTONE INC | COM | 09260D107 |  | 1205 | 16236 | SH |  | SOLE |  | 16236 | 0 | 0 |
| BOEING CO | COM | 097023105 |  | 3063 | 16078 | SH |  | SOLE |  | 16078 | 0 | 0 |
| BOOKING HOLDINGS INC | COM | 09857L108 |  | 10203 | 5063 | SH |  | SOLE |  | 5063 | 0 | 0 |
| BOOT BARN HLDGS INC | COM | 099406100 |  | 2001 | 32000 | SH |  | SOLE |  | 32000 | 0 | 0 |
| BORGWARNER INC | COM | 099724106 |  | 545 | 13537 | SH |  | SOLE |  | 13537 | 0 | 0 |
| BOSTON BEER INC | CL A | 100557107 |  | 1448 | 4395 | SH |  | SOLE |  | 4395 | 0 | 0 |
| BOSTON PROPERTIES INC | COM | 101121101 |  | 1657 | 24525 | SH |  | SOLE |  | 24525 | 0 | 0 |
| BOSTON SCIENTIFIC CORP | COM | 101137107 |  | 2506 | 54171 | SH |  | SOLE |  | 54171 | 0 | 0 |
| BP PLC | SPONSORED ADR | 055622104 |  | 9389 | 268808 | SH |  | SOLE |  | 268808 | 0 | 0 |
| BRINKS CO | COM | 109696104 |  | 3009 | 56026 | SH |  | SOLE |  | 56026 | 0 | 0 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 |  | 10456 | 145317 | SH |  | SOLE |  | 145317 | 0 | 0 |
| BRISTOW GROUP INC | COM | 11040G103 |  | 160450 | 5914135 | SH |  | SOLE |  | 5914135 | 0 | 0 |
| BRIXMOR PPTY GROUP INC | COM | 11120U105 |  | 1880 | 82928 | SH |  | SOLE |  | 82928 | 0 | 0 |
| BROADCOM INC | COM | 11135F101 |  | 7256 | 12977 | SH |  | SOLE |  | 12977 | 0 | 0 |
| BUILDERS FIRSTSOURCE INC | COM | 12008R107 |  | 9160 | 141190 | SH |  | SOLE |  | 141190 | 0 | 0 |
| C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 |  | 964 | 10525 | SH |  | SOLE |  | 10525 | 0 | 0 |
| CACI INTL INC | CL A | 127190304 |  | 7636 | 25404 | SH |  | SOLE |  | 25404 | 0 | 0 |
| CAESARS ENTERTAINMENT INC NE | COM | 12769G100 |  | 1809 | 43475 | SH |  | SOLE |  | 43475 | 0 | 0 |
| CALERES INC | COM | 129500104 |  | 6052 | 271638 | SH |  | SOLE |  | 271638 | 0 | 0 |
| CALFRAC WELL SVCS LTD | COM NEW | 129584405 |  | 2664 | 590858 | SH |  | SOLE |  | 590858 | 0 | 0 |
| CALIFORNIA WTR SVC GROUP | COM | 130788102 |  | 468 | 7717 | SH |  | SOLE |  | 7717 | 0 | 0 |
| CAMDEN PPTY TR | SH BEN INT | 133131102 |  | 747 | 6678 | SH |  | SOLE |  | 6678 | 0 | 0 |
| CAPRI HOLDINGS LIMITED | SHS | G1890L107 |  | 18054 | 314963 | SH |  | SOLE |  | 314963 | 0 | 0 |
| CARDINAL HEALTH INC | COM | 14149Y108 |  | 5654 | 73557 | SH |  | SOLE |  | 73557 | 0 | 0 |
| CARLISLE COS INC | COM | 142339100 |  | 4608 | 19554 | SH |  | SOLE |  | 19554 | 0 | 0 |
| CARRIER GLOBAL CORPORATION | COM | 14448C104 |  | 1675 | 40609 | SH |  | SOLE |  | 40609 | 0 | 0 |
| CARTERS INC | COM | 146229109 |  | 2180 | 29221 | SH |  | SOLE |  | 29221 | 0 | 0 |
| CASEYS GEN STORES INC | COM | 147528103 |  | 1924 | 8575 | SH |  | SOLE |  | 8575 | 0 | 0 |
| CATERPILLAR INC | COM | 149123101 |  | 2912 | 12155 | SH |  | SOLE |  | 12155 | 0 | 0 |
| CDW CORP | COM | 12514G108 |  | 1210 | 6776 | SH |  | SOLE |  | 6776 | 0 | 0 |
| CELANESE CORP DEL | COM | 150870103 |  | 481 | 4700 | SH |  | SOLE |  | 4700 | 0 | 0 |
| CEMEX SAB DE CV | SPON ADR NEW | 151290889 |  | 11267 | 2781912 | SH |  | SOLE |  | 2781912 | 0 | 0 |
| CENTENE CORP DEL | COM | 15135B101 |  | 23226 | 283210 | SH |  | SOLE |  | 283210 | 0 | 0 |
| CF INDS HLDGS INC | COM | 125269100 |  | 247 | 2900 | SH |  | SOLE |  | 2900 | 0 | 0 |
| CHAMPIONX CORPORATION | COM | 15872M104 |  | 65 | 2244 | SH |  | SOLE |  | 2244 | 0 | 0 |
| CHARTER COMMUNICATIONS INC N | CL A | 16119P108 |  | 3599 | 10613 | SH |  | SOLE |  | 10613 | 0 | 0 |
| CHEMED CORP NEW | COM | 16359R103 |  | 1578 | 3091 | SH |  | SOLE |  | 3091 | 0 | 0 |
| CHEMOURS CO | COM | 163851108 |  | 1016 | 33196 | SH |  | SOLE |  | 33196 | 0 | 0 |
| CHEVRON CORP NEW | COM | 166764100 |  | 6845 | 38135 | SH |  | SOLE |  | 38135 | 0 | 0 |
| CHILDRENS PL INC NEW | COM | 168905107 |  | 713 | 19576 | SH |  | SOLE |  | 19576 | 0 | 0 |
| CHUBB LIMITED | COM | H1467J104 |  | 3438 | 15586 | SH |  | SOLE |  | 15586 | 0 | 0 |
| CIGNA CORP NEW | COM | 125523100 |  | 3415 | 10308 | SH |  | SOLE |  | 10308 | 0 | 0 |
| CINEMARK HLDGS INC | COM | 17243V102 |  | 743 | 85817 | SH |  | SOLE |  | 85817 | 0 | 0 |
| CINTAS CORP | COM | 172908105 |  | 1411 | 3124 | SH |  | SOLE |  | 3124 | 0 | 0 |
| CIRRUS LOGIC INC | COM | 172755100 |  | 5612 | 75346 | SH |  | SOLE |  | 75346 | 0 | 0 |
| CISCO SYS INC | COM | 17275R102 |  | 3074 | 64526 | SH |  | SOLE |  | 64526 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 |  | 26345 | 582469 | SH |  | SOLE |  | 582469 | 0 | 0 |
| CLEVELAND-CLIFFS INC NEW | COM | 185899101 |  | 9959 | 618174 | SH |  | SOLE |  | 618174 | 0 | 0 |
| CNO FINL GROUP INC | COM | 12621E103 |  | 430 | 18840 | SH |  | SOLE |  | 18840 | 0 | 0 |
| COCA COLA CO | COM | 191216100 |  | 8714 | 136987 | SH |  | SOLE |  | 136987 | 0 | 0 |
| COCA COLA CONS INC | COM | 191098102 |  | 512 | 1000 | SH |  | SOLE |  | 1000 | 0 | 0 |
| COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 |  | 2152 | 37625 | SH |  | SOLE |  | 37625 | 0 | 0 |
| COHERENT CORP | COM | 19247G107 |  | 1053 | 30000 | SH |  | SOLE |  | 30000 | 0 | 0 |
| COLGATE PALMOLIVE CO | COM | 194162103 |  | 1715 | 21773 | SH |  | SOLE |  | 21773 | 0 | 0 |
| COLLEGIUM PHARMACEUTICAL INC | COM | 19459J104 |  | 6532 | 281572 | SH |  | SOLE |  | 281572 | 0 | 0 |
| COLUMBIA SPORTSWEAR CO | COM | 198516106 |  | 2244 | 25621 | SH |  | SOLE |  | 25621 | 0 | 0 |
| COMCAST CORP NEW | CL A | 20030N101 |  | 26169 | 748333 | SH |  | SOLE |  | 748333 | 0 | 0 |
| COMERICA INC | COM | 200340107 |  | 1270 | 19000 | SH |  | SOLE |  | 19000 | 0 | 0 |
| COMPASS MINERALS INTL INC | COM | 20451N101 |  | 771 | 18807 | SH |  | SOLE |  | 18807 | 0 | 0 |
| CONAGRA BRANDS INC | COM | 205887102 |  | 290 | 7500 | SH |  | SOLE |  | 7500 | 0 | 0 |
| CONCENTRIX CORP | COM | 20602D101 |  | 4383 | 32913 | SH |  | SOLE |  | 32913 | 0 | 0 |
| CONOCOPHILLIPS | COM | 20825C104 |  | 30168 | 255659 | SH |  | SOLE |  | 255659 | 0 | 0 |
| CONSENSUS CLOUD SOLUTIONS IN | COM | 20848V105 |  | 153 | 2840 | SH |  | SOLE |  | 2840 | 0 | 0 |
| CONSOLIDATED EDISON INC | COM | 209115104 |  | 1810 | 18990 | SH |  | SOLE |  | 18990 | 0 | 0 |
| CONSTELLATION BRANDS INC | CL A | 21036P108 |  | 2686 | 11591 | SH |  | SOLE |  | 11591 | 0 | 0 |
| CONSTELLATION ENERGY CORP | COM | 21037T109 |  | 1233 | 14301 | SH |  | SOLE |  | 14301 | 0 | 0 |
| CORPORATE OFFICE PPTYS TR | SH BEN INT | 22002T108 |  | 980 | 37776 | SH |  | SOLE |  | 37776 | 0 | 0 |
| CORTEVA INC | COM | 22052L104 |  | 832 | 14149 | SH |  | SOLE |  | 14149 | 0 | 0 |
| COTERRA ENERGY INC | COM | 127097103 |  | 1484 | 60400 | SH |  | SOLE |  | 60400 | 0 | 0 |
| COUSINS PPTYS INC | COM NEW | 222795502 |  | 645 | 25500 | SH |  | SOLE |  | 25500 | 0 | 0 |
| CRANE HLDGS CO | COM | 224441105 |  | 2640 | 26281 | SH |  | SOLE |  | 26281 | 0 | 0 |
| CRESCENT PT ENERGY CORP | COM | 22576C101 |  | 9473 | 1324901 | SH |  | SOLE |  | 1324901 | 0 | 0 |
| CSX CORP | COM | 126408103 |  | 1847 | 59633 | SH |  | SOLE |  | 59633 | 0 | 0 |
| CUBESMART | COM | 229663109 |  | 2961 | 73563 | SH |  | SOLE |  | 73563 | 0 | 0 |
| CUMMINS INC | COM | 231021106 |  | 991 | 4092 | SH |  | SOLE |  | 4092 | 0 | 0 |
| CURTISS WRIGHT CORP | COM | 231561101 |  | 6798 | 40709 | SH |  | SOLE |  | 40709 | 0 | 0 |
| CVS HEALTH CORP | COM | 126650100 |  | 2051 | 22013 | SH |  | SOLE |  | 22013 | 0 | 0 |
| CYTOKINETICS INC | COM NEW | 23282W605 |  | 3542 | 77312 | SH |  | SOLE |  | 77312 | 0 | 0 |
| D R HORTON INC | COM | 23331A109 |  | 762 | 8548 | SH |  | SOLE |  | 8548 | 0 | 0 |
| DANA INC | COM | 235825205 |  | 354 | 23373 | SH |  | SOLE |  | 23373 | 0 | 0 |
| DANAHER CORPORATION | COM | 235851102 |  | 292 | 1100 | SH |  | SOLE |  | 1100 | 0 | 0 |
| DARDEN RESTAURANTS INC | COM | 237194105 |  | 813 | 5880 | SH |  | SOLE |  | 5880 | 0 | 0 |
| DARLING INGREDIENTS INC | COM | 237266101 |  | 1529 | 24429 | SH |  | SOLE |  | 24429 | 0 | 0 |
| DECKERS OUTDOOR CORP | COM | 243537107 |  | 1882 | 4716 | SH |  | SOLE |  | 4716 | 0 | 0 |
| DEERE  CO | COM | 244199105 |  | 3538 | 8252 | SH |  | SOLE |  | 8252 | 0 | 0 |
| DELTA AIR LINES INC DEL | COM NEW | 247361702 |  | 11912 | 362509 | SH |  | SOLE |  | 362509 | 0 | 0 |
| DESIGNER BRANDS INC | CL A | 250565108 |  | 1829 | 186992 | SH |  | SOLE |  | 186992 | 0 | 0 |
| DEVON ENERGY CORP NEW | COM | 25179M103 |  | 5339 | 86802 | SH |  | SOLE |  | 86802 | 0 | 0 |
| DEXCOM INC | COM | 252131107 |  | 3520 | 31083 | SH |  | SOLE |  | 31083 | 0 | 0 |
| DIAMONDBACK ENERGY INC | COM | 25278X109 |  | 5681 | 41534 | SH |  | SOLE |  | 41534 | 0 | 0 |
| DIGITAL RLTY TR INC | COM | 253868103 |  | 7008 | 69889 | SH |  | SOLE |  | 69889 | 0 | 0 |
| DISNEY WALT CO | COM | 254687106 |  | 21378 | 246063 | SH |  | SOLE |  | 246063 | 0 | 0 |
| DOLLAR TREE INC | COM | 256746108 |  | 1874 | 13247 | SH |  | SOLE |  | 13247 | 0 | 0 |
| DOMINION ENERGY INC | COM | 25746U109 |  | 1939 | 31624 | SH |  | SOLE |  | 31624 | 0 | 0 |
| DONNELLEY FINL SOLUTIONS INC | COM | 25787G100 |  | 1908 | 49375 | SH |  | SOLE |  | 49375 | 0 | 0 |
| DOUGLAS EMMETT INC | COM | 25960P109 |  | 2083 | 132837 | SH |  | SOLE |  | 132837 | 0 | 0 |
| DOW INC | COM | 260557103 |  | 1099 | 21817 | SH |  | SOLE |  | 21817 | 0 | 0 |
| DUKE ENERGY CORP NEW | COM NEW | 26441C204 |  | 8382 | 81384 | SH |  | SOLE |  | 81384 | 0 | 0 |
| DUPONT DE NEMOURS INC | COM | 26614N102 |  | 1126 | 16400 | SH |  | SOLE |  | 16400 | 0 | 0 |
| DYCOM INDS INC | COM | 267475101 |  | 2439 | 26063 | SH |  | SOLE |  | 26063 | 0 | 0 |
| EAGLE PHARMACEUTICALS INC | COM | 269796108 |  | 780 | 26675 | SH |  | SOLE |  | 26675 | 0 | 0 |
| EAST WEST BANCORP INC | COM | 27579R104 |  | 3567 | 54131 | SH |  | SOLE |  | 54131 | 0 | 0 |
| EASTGROUP PPTYS INC | COM | 277276101 |  | 1381 | 9329 | SH |  | SOLE |  | 9329 | 0 | 0 |
| EASTMAN CHEM CO | COM | 277432100 |  | 5983 | 73464 | SH |  | SOLE |  | 73464 | 0 | 0 |
| EATON CORP PLC | SHS | G29183103 |  | 435 | 2774 | SH |  | SOLE |  | 2774 | 0 | 0 |
| ECOLAB INC | COM | 278865100 |  | 699 | 4800 | SH |  | SOLE |  | 4800 | 0 | 0 |
| EDGEWELL PERS CARE CO | COM | 28035Q102 |  | 1586 | 41148 | SH |  | SOLE |  | 41148 | 0 | 0 |
| EDISON INTL | COM | 281020107 |  | 969 | 15234 | SH |  | SOLE |  | 15234 | 0 | 0 |
| EDWARDS LIFESCIENCES CORP | COM | 28176E108 |  | 15324 | 205386 | SH |  | SOLE |  | 205386 | 0 | 0 |
| ELECTRONIC ARTS INC | COM | 285512109 |  | 344 | 2812 | SH |  | SOLE |  | 2812 | 0 | 0 |
| ELEVANCE HEALTH INC | COM | 036752103 |  | 17069 | 33275 | SH |  | SOLE |  | 33275 | 0 | 0 |
| LILLY ELI  CO | COM | 532457108 |  | 25687 | 70213 | SH |  | SOLE |  | 70213 | 0 | 0 |
| EMCOR GROUP INC | COM | 29084Q100 |  | 2048 | 13827 | SH |  | SOLE |  | 13827 | 0 | 0 |
| EMERSON ELEC CO | COM | 291011104 |  | 1161 | 12083 | SH |  | SOLE |  | 12083 | 0 | 0 |
| ENCOMPASS HEALTH CORP | COM | 29261A100 |  | 7918 | 132381 | SH |  | SOLE |  | 132381 | 0 | 0 |
| ENCORE CAP GROUP INC | COM | 292554102 |  | 754 | 15724 | SH |  | SOLE |  | 15724 | 0 | 0 |
| ENERGIZER HLDGS INC NEW | COM | 29272W109 |  | 2064 | 61519 | SH |  | SOLE |  | 61519 | 0 | 0 |
| ENERPLUS CORP | COM | 292766102 |  | 8867 | 502370 | SH |  | SOLE |  | 502370 | 0 | 0 |
| ENERSYS | COM | 29275Y102 |  | 3385 | 45841 | SH |  | SOLE |  | 45841 | 0 | 0 |
| ENPHASE ENERGY INC | COM | 29355A107 |  | 159 | 600 | SH |  | SOLE |  | 600 | 0 | 0 |
| ENVISTA HOLDINGS CORP | SHS | 29415F104 |  | 2241 | 66558 | SH |  | SOLE |  | 66558 | 0 | 0 |
| EOG RES INC | COM | 26875P101 |  | 19975 | 154224 | SH |  | SOLE |  | 154224 | 0 | 0 |
| EPR PPTYS | COM SH BEN INT | 26884U109 |  | 911 | 24142 | SH |  | SOLE |  | 24142 | 0 | 0 |
| EQUIFAX INC | COM | 294429105 |  | 405 | 2085 | SH |  | SOLE |  | 2085 | 0 | 0 |
| EQUINIX INC | COM | 29444U700 |  | 6201 | 9466 | SH |  | SOLE |  | 9466 | 0 | 0 |
| EQUITY RESIDENTIAL | SH BEN INT | 29476L107 |  | 2609 | 44226 | SH |  | SOLE |  | 44226 | 0 | 0 |
| ESSENT GROUP LTD | COM | G3198U102 |  | 5250 | 135041 | SH |  | SOLE |  | 135041 | 0 | 0 |
| ESSENTIAL UTILS INC | COM | 29670G102 |  | 3818 | 79995 | SH |  | SOLE |  | 79995 | 0 | 0 |
| ESSEX PPTY TR INC | COM | 297178105 |  | 2465 | 11633 | SH |  | SOLE |  | 11633 | 0 | 0 |
| EVERCORE INC | CLASS A | 29977A105 |  | 5144 | 47157 | SH |  | SOLE |  | 47157 | 0 | 0 |
| EVERSOURCE ENERGY | COM | 30040W108 |  | 386 | 4600 | SH |  | SOLE |  | 4600 | 0 | 0 |
| EXELIXIS INC | COM | 30161Q104 |  | 2489 | 155162 | SH |  | SOLE |  | 155162 | 0 | 0 |
| EXELON CORP | COM | 30161N101 |  | 8172 | 189039 | SH |  | SOLE |  | 189039 | 0 | 0 |
| EXPEDIA GROUP INC | COM NEW | 30212P303 |  | 1745 | 19918 | SH |  | SOLE |  | 19918 | 0 | 0 |
| EXPEDITORS INTL WASH INC | COM | 302130109 |  | 436 | 4200 | SH |  | SOLE |  | 4200 | 0 | 0 |
| EXTRA SPACE STORAGE INC | COM | 30225T102 |  | 2729 | 18542 | SH |  | SOLE |  | 18542 | 0 | 0 |
| EXXON MOBIL CORP | COM | 30231G102 |  | 31803 | 288332 | SH |  | SOLE |  | 288332 | 0 | 0 |
| FAIR ISAAC CORP | COM | 303250104 |  | 5765 | 9631 | SH |  | SOLE |  | 9631 | 0 | 0 |
| FEDERATED HERMES INC | CL B | 314211103 |  | 463 | 12765 | SH |  | SOLE |  | 12765 | 0 | 0 |
| FEDEX CORP | COM | 31428X106 |  | 18203 | 105097 | SH |  | SOLE |  | 105097 | 0 | 0 |
| FIDELITY NATL INFORMATION SV | COM | 31620M106 |  | 1540 | 22700 | SH |  | SOLE |  | 22700 | 0 | 0 |
| FIFTH THIRD BANCORP | COM | 316773100 |  | 499 | 15200 | SH |  | SOLE |  | 15200 | 0 | 0 |
| FIRST AMERN FINL CORP | COM | 31847R102 |  | 6229 | 119019 | SH |  | SOLE |  | 119019 | 0 | 0 |
| FIRST HORIZON CORPORATION | COM | 320517105 |  | 1926 | 78618 | SH |  | SOLE |  | 78618 | 0 | 0 |
| FIRST INDL RLTY TR INC | COM | 32054K103 |  | 1844 | 38209 | SH |  | SOLE |  | 38209 | 0 | 0 |
| FIRST INTST BANCSYSTEM INC | COM CL A | 32055Y201 |  | 710 | 18367 | SH |  | SOLE |  | 18367 | 0 | 0 |
| FIRST SOLAR INC | COM | 336433107 |  | 4818 | 32162 | SH |  | SOLE |  | 32162 | 0 | 0 |
| FIRSTENERGY CORP | COM | 337932107 |  | 1591 | 37940 | SH |  | SOLE |  | 37940 | 0 | 0 |
| FISERV INC | COM | 337738108 |  | 1581 | 15639 | SH |  | SOLE |  | 15639 | 0 | 0 |
| FLEETCOR TECHNOLOGIES INC | COM | 339041105 |  | 917 | 4990 | SH |  | SOLE |  | 4990 | 0 | 0 |
| FLUOR CORP NEW | COM | 343412102 |  | 879 | 25375 | SH |  | SOLE |  | 25375 | 0 | 0 |
| FMC CORP | COM NEW | 302491303 |  | 484 | 3877 | SH |  | SOLE |  | 3877 | 0 | 0 |
| F N B CORP | COM | 302520101 |  | 3284 | 251671 | SH |  | SOLE |  | 251671 | 0 | 0 |
| FOOT LOCKER INC | COM | 344849104 |  | 1141 | 30186 | SH |  | SOLE |  | 30186 | 0 | 0 |
| FORD MTR CO DEL | COM | 345370860 |  | 362 | 31141 | SH |  | SOLE |  | 31141 | 0 | 0 |
| FOX CORP | CL A COM | 35137L105 |  | 13387 | 440812 | SH |  | SOLE |  | 440812 | 0 | 0 |
| FRANKLIN RESOURCES INC | COM | 354613101 |  | 524 | 19872 | SH |  | SOLE |  | 19872 | 0 | 0 |
| FREEPORT-MCMORAN INC | CL B | 35671D857 |  | 984 | 25900 | SH |  | SOLE |  | 25900 | 0 | 0 |
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 |  | 2120 | 83195 | SH |  | SOLE |  | 83195 | 0 | 0 |
| GAMING  LEISURE PPTYS INC | COM | 36467J108 |  | 4882 | 93720 | SH |  | SOLE |  | 93720 | 0 | 0 |
| GAP INC | COM | 364760108 |  | 317 | 28100 | SH |  | SOLE |  | 28100 | 0 | 0 |
| GARMIN LTD | SHS | H2906T109 |  | 111 | 1200 | SH |  | SOLE |  | 1200 | 0 | 0 |
| GENERAL DYNAMICS CORP | COM | 369550108 |  | 14736 | 59391 | SH |  | SOLE |  | 59391 | 0 | 0 |
| GENERAL ELECTRIC CO | COM NEW | 369604301 |  | 1485 | 17723 | SH |  | SOLE |  | 17723 | 0 | 0 |
| GENERAL MTRS CO | COM | 37045V100 |  | 3037 | 90283 | SH |  | SOLE |  | 90283 | 0 | 0 |
| GENERAC HLDGS INC | COM | 368736104 |  | 5123 | 50891 | SH |  | SOLE |  | 50891 | 0 | 0 |
| GENTEX CORP | COM | 371901109 |  | 1353 | 49620 | SH |  | SOLE |  | 49620 | 0 | 0 |
| GIBRALTAR INDS INC | COM | 374689107 |  | 7653 | 166794 | SH |  | SOLE |  | 166794 | 0 | 0 |
| GILEAD SCIENCES INC | COM | 375558103 |  | 21247 | 247486 | SH |  | SOLE |  | 247486 | 0 | 0 |
| GLOBAL PMTS INC | COM | 37940X102 |  | 447 | 4500 | SH |  | SOLE |  | 4500 | 0 | 0 |
| GLOBUS MED INC | CL A | 379577208 |  | 1381 | 18595 | SH |  | SOLE |  | 18595 | 0 | 0 |
| GOLDMAN SACHS GROUP INC | COM | 38141G104 |  | 5584 | 16261 | SH |  | SOLE |  | 16261 | 0 | 0 |
| GRACO INC | COM | 384109104 |  | 1370 | 20372 | SH |  | SOLE |  | 20372 | 0 | 0 |
| GREENHILL  CO INC | COM | 395259104 |  | 4188 | 408550 | SH |  | SOLE |  | 408550 | 0 | 0 |
| GROUP 1 AUTOMOTIVE INC | COM | 398905109 |  | 1276 | 7075 | SH |  | SOLE |  | 7075 | 0 | 0 |
| GULFPORT ENERGY CORP | COMMON SHARES | 402635502 |  | 884 | 12000 | SH |  | SOLE |  | 12000 | 0 | 0 |
| BLOCK H  R INC | COM | 093671105 |  | 4015 | 109970 | SH |  | SOLE |  | 109970 | 0 | 0 |
| HAEMONETICS CORP MASS | COM | 405024100 |  | 2082 | 26476 | SH |  | SOLE |  | 26476 | 0 | 0 |
| HAIN CELESTIAL GROUP INC | COM | 405217100 |  | 526 | 32500 | SH |  | SOLE |  | 32500 | 0 | 0 |
| HALLIBURTON CO | COM | 406216101 |  | 17354 | 441023 | SH |  | SOLE |  | 441023 | 0 | 0 |
| HALOZYME THERAPEUTICS INC | COM | 40637H109 |  | 2465 | 43326 | SH |  | SOLE |  | 43326 | 0 | 0 |
| HANESBRANDS INC | COM | 410345102 |  | 13093 | 2058718 | SH |  | SOLE |  | 2058718 | 0 | 0 |
| HARTFORD FINL SVCS GROUP INC | COM | 416515104 |  | 1005 | 13256 | SH |  | SOLE |  | 13256 | 0 | 0 |
| HASBRO INC | COM | 418056107 |  | 7389 | 121106 | SH |  | SOLE |  | 121106 | 0 | 0 |
| HAWAIIAN ELEC INDUSTRIES | COM | 419870100 |  | 2951 | 70514 | SH |  | SOLE |  | 70514 | 0 | 0 |
| HAWAIIAN HOLDINGS INC | COM | 419879101 |  | 3305 | 322169 | SH |  | SOLE |  | 322169 | 0 | 0 |
| HCA HEALTHCARE INC | COM | 40412C101 |  | 1041 | 4338 | SH |  | SOLE |  | 4338 | 0 | 0 |
| HEALTHEQUITY INC | COM | 42226A107 |  | 1423 | 23093 | SH |  | SOLE |  | 23093 | 0 | 0 |
| HEALTHPEAK PROPERTIES INC | COM | 42250P103 |  | 4260 | 169910 | SH |  | SOLE |  | 169910 | 0 | 0 |
| HESS CORP | COM | 42809H107 |  | 35700 | 251729 | SH |  | SOLE |  | 251729 | 0 | 0 |
| HF SINCLAIR CORP | COM | 403949100 |  | 2839 | 54710 | SH |  | SOLE |  | 54710 | 0 | 0 |
| HIGHWOODS PPTYS INC | COM | 431284108 |  | 1236 | 44175 | SH |  | SOLE |  | 44175 | 0 | 0 |
| HILLENBRAND INC | COM | 431571108 |  | 1237 | 29000 | SH |  | SOLE |  | 29000 | 0 | 0 |
| HNI CORP | COM | 404251100 |  | 1216 | 42770 | SH |  | SOLE |  | 42770 | 0 | 0 |
| HOLOGIC INC | COM | 436440101 |  | 209 | 2800 | SH |  | SOLE |  | 2800 | 0 | 0 |
| HOME DEPOT INC | COM | 437076102 |  | 1930 | 6110 | SH |  | SOLE |  | 6110 | 0 | 0 |
| HONEYWELL INTL INC | COM | 438516106 |  | 5949 | 27760 | SH |  | SOLE |  | 27760 | 0 | 0 |
| HOST HOTELS  RESORTS INC | COM | 44107P104 |  | 2575 | 160420 | SH |  | SOLE |  | 160420 | 0 | 0 |
| HUBBELL INC | COM | 443510607 |  | 8718 | 37150 | SH |  | SOLE |  | 37150 | 0 | 0 |
| HUMANA INC | COM | 444859102 |  | 25873 | 50514 | SH |  | SOLE |  | 50514 | 0 | 0 |
| HUNTINGTON BANCSHARES INC | COM | 446150104 |  | 140 | 9900 | SH |  | SOLE |  | 9900 | 0 | 0 |
| HUNTINGTON INGALLS INDS INC | COM | 446413106 |  | 1217 | 5277 | SH |  | SOLE |  | 5277 | 0 | 0 |
| IAA INC | COM | 449253103 |  | 2227 | 55683 | SH |  | SOLE |  | 55683 | 0 | 0 |
| ILLINOIS TOOL WKS INC | COM | 452308109 |  | 1559 | 7075 | SH |  | SOLE |  | 7075 | 0 | 0 |
| ILLUMINA INC | COM | 452327109 |  | 1894 | 9367 | SH |  | SOLE |  | 9367 | 0 | 0 |
| INCYTE CORP | COM | 45337C102 |  | 15404 | 191784 | SH |  | SOLE |  | 191784 | 0 | 0 |
| INGERSOLL RAND INC | COM | 45687V106 |  | 366 | 7000 | SH |  | SOLE |  | 7000 | 0 | 0 |
| INGREDION INC | COM | 457187102 |  | 7203 | 73552 | SH |  | SOLE |  | 73552 | 0 | 0 |
| INTEGRA LIFESCIENCES HLDGS C | COM NEW | 457985208 |  | 1929 | 34396 | SH |  | SOLE |  | 34396 | 0 | 0 |
| INTEL CORP | COM | 458140100 |  | 9855 | 372853 | SH |  | SOLE |  | 372853 | 0 | 0 |
| INTERNATIONAL BANCSHARES COR | COM | 459044103 |  | 3019 | 65973 | SH |  | SOLE |  | 65973 | 0 | 0 |
| INTERNATIONAL FLAVORS | COM | 459506101 |  | 830 | 7914 | SH |  | SOLE |  | 7914 | 0 | 0 |
| INTERNATIONAL PAPER CO | COM | 460146103 |  | 583 | 16828 | SH |  | SOLE |  | 16828 | 0 | 0 |
| INVESCO LTD | SHS | G491BT108 |  | 5941 | 330219 | SH |  | SOLE |  | 330219 | 0 | 0 |
| INVITATION HOMES INC | COM | 46187W107 |  | 5022 | 169427 | SH |  | SOLE |  | 169427 | 0 | 0 |
| ISHARES TR | CORE US AGGBD ET | 464287226 |  | 227393 | 2344500 | SH |  | SOLE |  | 2344500 | 0 | 0 |
| ISOPLEXIS CORP | SHS | 465005106 |  | 130 | 84094 | SH |  | SOLE |  | 84094 | 0 | 0 |
| JABIL INC | COM | 466313103 |  | 3673 | 53849 | SH |  | SOLE |  | 53849 | 0 | 0 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 |  | 1420 | 8912 | SH |  | SOLE |  | 8912 | 0 | 0 |
| JETBLUE AWYS CORP | COM | 477143101 |  | 2384 | 367954 | SH |  | SOLE |  | 367954 | 0 | 0 |
| JOHNSON  JOHNSON | COM | 478160104 |  | 20122 | 113911 | SH |  | SOLE |  | 113911 | 0 | 0 |
| JOHNSON CTLS INTL PLC | SHS | G51502105 |  | 646 | 10100 | SH |  | SOLE |  | 10100 | 0 | 0 |
| JPMORGAN CHASE  CO | COM | 46625H100 |  | 39906 | 297587 | SH |  | SOLE |  | 297587 | 0 | 0 |
| KAR AUCTION SVCS INC | COM | 48238T109 |  | 3118 | 238914 | SH |  | SOLE |  | 238914 | 0 | 0 |
| KENNAMETAL INC | COM | 489170100 |  | 942 | 39136 | SH |  | SOLE |  | 39136 | 0 | 0 |
| KEURIG DR PEPPER INC | COM | 49271V100 |  | 260 | 7300 | SH |  | SOLE |  | 7300 | 0 | 0 |
| KEYCORP | COM | 493267108 |  | 395 | 22700 | SH |  | SOLE |  | 22700 | 0 | 0 |
| KILROY RLTY CORP | COM | 49427F108 |  | 510 | 13200 | SH |  | SOLE |  | 13200 | 0 | 0 |
| KLA CORP | COM NEW | 482480100 |  | 14156 | 37545 | SH |  | SOLE |  | 37545 | 0 | 0 |
| KNIGHT-SWIFT TRANSN HLDGS IN | CL A | 499049104 |  | 4548 | 86778 | SH |  | SOLE |  | 86778 | 0 | 0 |
| KOHLS CORP | COM | 500255104 |  | 290 | 11500 | SH |  | SOLE |  | 11500 | 0 | 0 |
| KRAFT HEINZ CO | COM | 500754106 |  | 615 | 15105 | SH |  | SOLE |  | 15105 | 0 | 0 |
| L3HARRIS TECHNOLOGIES INC | COM | 502431109 |  | 1194 | 5734 | SH |  | SOLE |  | 5734 | 0 | 0 |
| LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 |  | 1445 | 6136 | SH |  | SOLE |  | 6136 | 0 | 0 |
| LAM RESEARCH CORP | COM | 512807108 |  | 12673 | 30152 | SH |  | SOLE |  | 30152 | 0 | 0 |
| LANTHEUS HLDGS INC | COM | 516544103 |  | 635 | 12456 | SH |  | SOLE |  | 12456 | 0 | 0 |
| LAS VEGAS SANDS CORP | COM | 517834107 |  | 21740 | 452254 | SH |  | SOLE |  | 452254 | 0 | 0 |
| LAUDER ESTEE COS INC | CL A | 518439104 |  | 198 | 800 | SH |  | SOLE |  | 800 | 0 | 0 |
| LCI INDS | COM | 50189K103 |  | 3646 | 39435 | SH |  | SOLE |  | 39435 | 0 | 0 |
| LEAR CORP | COM NEW | 521865204 |  | 3424 | 27611 | SH |  | SOLE |  | 27611 | 0 | 0 |
| LEGGETT  PLATT INC | COM | 524660107 |  | 1384 | 42951 | SH |  | SOLE |  | 42951 | 0 | 0 |
| LENNAR CORP | CL A | 526057104 |  | 15316 | 169239 | SH |  | SOLE |  | 169239 | 0 | 0 |
| LENNOX INTL INC | COM | 526107107 |  | 397 | 1658 | SH |  | SOLE |  | 1658 | 0 | 0 |
| LHC GROUP INC | COM | 50187A107 |  | 2184 | 13506 | SH |  | SOLE |  | 13506 | 0 | 0 |
| LIBERTY ENERGY INC | COM CL A | 53115L104 |  | 2053 | 128260 | SH |  | SOLE |  | 128260 | 0 | 0 |
| LIFE STORAGE INC | COM | 53223X107 |  | 1945 | 19742 | SH |  | SOLE |  | 19742 | 0 | 0 |
| LINCOLN NATL CORP IND | COM | 534187109 |  | 3230 | 105136 | SH |  | SOLE |  | 105136 | 0 | 0 |
| LINDE PLC | SHS | G5494J103 |  | 4160 | 12755 | SH |  | SOLE |  | 12755 | 0 | 0 |
| LITHIA MTRS INC | COM | 536797103 |  | 1751 | 8551 | SH |  | SOLE |  | 8551 | 0 | 0 |
| LKQ CORP | COM | 501889208 |  | 679 | 12718 | SH |  | SOLE |  | 12718 | 0 | 0 |
| LOCKHEED MARTIN CORP | COM | 539830109 |  | 11907 | 24475 | SH |  | SOLE |  | 24475 | 0 | 0 |
| LOWES COS INC | COM | 548661107 |  | 5322 | 26709 | SH |  | SOLE |  | 26709 | 0 | 0 |
| LTC PPTYS INC | COM | 502175102 |  | 1878 | 52858 | SH |  | SOLE |  | 52858 | 0 | 0 |
| LUMENTUM HLDGS INC | COM | 55024U109 |  | 926 | 17750 | SH |  | SOLE |  | 17750 | 0 | 0 |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 |  | 15437 | 185924 | SH |  | SOLE |  | 185924 | 0 | 0 |
| M D C HLDGS INC | COM | 552676108 |  | 446 | 14100 | SH |  | SOLE |  | 14100 | 0 | 0 |
| M  T BK CORP | COM | 55261F104 |  | 4330 | 29851 | SH |  | SOLE |  | 29851 | 0 | 0 |
| MALLINCKRODT PLC | ORD SHS | G5890A102 |  | 128 | 16568 | SH |  | SOLE |  | 16568 | 0 | 0 |
| MANPOWERGROUP INC WIS | COM | 56418H100 |  | 1559 | 18740 | SH |  | SOLE |  | 18740 | 0 | 0 |
| MARATHON OIL CORP | COM | 565849106 |  | 61 | 2241 | SH |  | SOLE |  | 2241 | 0 | 0 |
| MARRIOTT VACATIONS WORLDWIDE | COM | 57164Y107 |  | 894 | 6646 | SH |  | SOLE |  | 6646 | 0 | 0 |
| MARSH  MCLENNAN COS INC | COM | 571748102 |  | 2746 | 16592 | SH |  | SOLE |  | 16592 | 0 | 0 |
| MARTIN MARIETTA MATLS INC | COM | 573284106 |  | 268 | 794 | SH |  | SOLE |  | 794 | 0 | 0 |
| MASCO CORP | COM | 574599106 |  | 4265 | 91381 | SH |  | SOLE |  | 91381 | 0 | 0 |
| MASIMO CORP | COM | 574795100 |  | 4741 | 32047 | SH |  | SOLE |  | 32047 | 0 | 0 |
| MASTEC INC | COM | 576323109 |  | 4930 | 57770 | SH |  | SOLE |  | 57770 | 0 | 0 |
| MASTERCARD INCORPORATED | CL A | 57636Q104 |  | 31345 | 90143 | SH |  | SOLE |  | 90143 | 0 | 0 |
| MATADOR RES CO | COM | 576485205 |  | 3244 | 56675 | SH |  | SOLE |  | 56675 | 0 | 0 |
| MATSON INC | COM | 57686G105 |  | 712 | 11383 | SH |  | SOLE |  | 11383 | 0 | 0 |
| MAXIMUS INC | COM | 577933104 |  | 1247 | 17010 | SH |  | SOLE |  | 17010 | 0 | 0 |
| MEDTRONIC PLC | SHS | G5960L103 |  | 25887 | 333081 | SH |  | SOLE |  | 333081 | 0 | 0 |
| MERCK  CO INC | COM | 58933Y105 |  | 37161 | 334939 | SH |  | SOLE |  | 334939 | 0 | 0 |
| MERCURY SYS INC | COM | 589378108 |  | 3136 | 70086 | SH |  | SOLE |  | 70086 | 0 | 0 |
| MERIDIAN BIOSCIENCE INC | COM | 589584101 |  | 1141 | 34363 | SH |  | SOLE |  | 34363 | 0 | 0 |
| MERIT MED SYS INC | COM | 589889104 |  | 431 | 6100 | SH |  | SOLE |  | 6100 | 0 | 0 |
| MERITAGE HOMES CORP | COM | 59001A102 |  | 7926 | 85966 | SH |  | SOLE |  | 85966 | 0 | 0 |
| META PLATFORMS INC | CL A | 30303M102 |  | 35148 | 292075 | SH |  | SOLE |  | 292075 | 0 | 0 |
| METLIFE INC | COM | 59156R108 |  | 8859 | 122417 | SH |  | SOLE |  | 122417 | 0 | 0 |
| MGIC INVT CORP WIS | COM | 552848103 |  | 5495 | 422675 | SH |  | SOLE |  | 422675 | 0 | 0 |
| MICROCHIP TECHNOLOGY INC. | COM | 595017104 |  | 2007 | 28569 | SH |  | SOLE |  | 28569 | 0 | 0 |
| MICRON TECHNOLOGY INC | COM | 595112103 |  | 13681 | 273729 | SH |  | SOLE |  | 273729 | 0 | 0 |
| MICROSOFT CORP | COM | 594918104 |  | 155923 | 650168 | SH |  | SOLE |  | 650168 | 0 | 0 |
| MID-AMER APT CMNTYS INC | COM | 59522J103 |  | 2133 | 13587 | SH |  | SOLE |  | 13587 | 0 | 0 |
| MIDDLEBY CORP | COM | 596278101 |  | 1526 | 11400 | SH |  | SOLE |  | 11400 | 0 | 0 |
| MKS INSTRS INC | COM | 55306N104 |  | 1606 | 18950 | SH |  | SOLE |  | 18950 | 0 | 0 |
| MODERNA INC | COM | 60770K107 |  | 1637 | 9114 | SH |  | SOLE |  | 9114 | 0 | 0 |
| MOHAWK INDS INC | COM | 608190104 |  | 297 | 2904 | SH |  | SOLE |  | 2904 | 0 | 0 |
| MOLINA HEALTHCARE INC | COM | 60855R100 |  | 818 | 2478 | SH |  | SOLE |  | 2478 | 0 | 0 |
| MOLSON COORS BEVERAGE CO | CL B | 60871R209 |  | 5159 | 100134 | SH |  | SOLE |  | 100134 | 0 | 0 |
| MONDELEZ INTL INC | CL A | 609207105 |  | 15434 | 231568 | SH |  | SOLE |  | 231568 | 0 | 0 |
| MONSTER BEVERAGE CORP NEW | COM | 61174X109 |  | 1475 | 14528 | SH |  | SOLE |  | 14528 | 0 | 0 |
| MOOG INC | CL A | 615394202 |  | 5095 | 58054 | SH |  | SOLE |  | 58054 | 0 | 0 |
| MOSAIC CO NEW | COM | 61945C103 |  | 295 | 6727 | SH |  | SOLE |  | 6727 | 0 | 0 |
| MR COOPER GROUP INC | COM | 62482R107 |  | 13277 | 330843 | SH |  | SOLE |  | 330843 | 0 | 0 |
| MRC GLOBAL INC | COM | 55345K103 |  | 10865 | 938262 | SH |  | SOLE |  | 938262 | 0 | 0 |
| MSA SAFETY INC | COM | 553498106 |  | 1267 | 8789 | SH |  | SOLE |  | 8789 | 0 | 0 |
| MURPHY OIL CORP | COM | 626717102 |  | 2260 | 52550 | SH |  | SOLE |  | 52550 | 0 | 0 |
| MURPHY USA INC | COM | 626755102 |  | 2077 | 7431 | SH |  | SOLE |  | 7431 | 0 | 0 |
| NATIONAL RETAIL PROPERTIES I | COM | 637417106 |  | 2327 | 50843 | SH |  | SOLE |  | 50843 | 0 | 0 |
| NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 637870106 |  | 1673 | 46318 | SH |  | SOLE |  | 46318 | 0 | 0 |
| NATIONAL FUEL GAS CO | COM | 636180101 |  | 1804 | 28501 | SH |  | SOLE |  | 28501 | 0 | 0 |
| NAVIENT CORPORATION | COM | 63938C108 |  | 374 | 22720 | SH |  | SOLE |  | 22720 | 0 | 0 |
| NCR CORP NEW | COM | 62886E108 |  | 952 | 40670 | SH |  | SOLE |  | 40670 | 0 | 0 |
| NEOGEN CORP | COM | 640491106 |  | 249 | 16318 | SH |  | SOLE |  | 16318 | 0 | 0 |
| NETFLIX INC | COM | 64110L106 |  | 2322 | 7874 | SH |  | SOLE |  | 7874 | 0 | 0 |
| NEW JERSEY RES CORP | COM | 646025106 |  | 1674 | 33736 | SH |  | SOLE |  | 33736 | 0 | 0 |
| NEWMONT CORP | COM | 651639106 |  | 953 | 20200 | SH |  | SOLE |  | 20200 | 0 | 0 |
| NEXTERA ENERGY INC | COM | 65339F101 |  | 5553 | 66429 | SH |  | SOLE |  | 66429 | 0 | 0 |
| NIKE INC | CL B | 654106103 |  | 1849 | 15800 | SH |  | SOLE |  | 15800 | 0 | 0 |
| NMI HLDGS INC | CL A | 629209305 |  | 5663 | 270972 | SH |  | SOLE |  | 270972 | 0 | 0 |
| NORDSTROM INC | COM | 655664100 |  | 316 | 19592 | SH |  | SOLE |  | 19592 | 0 | 0 |
| NORFOLK SOUTHN CORP | COM | 655844108 |  | 3567 | 14477 | SH |  | SOLE |  | 14477 | 0 | 0 |
| NORTHERN TR CORP | COM | 665859104 |  | 212 | 2400 | SH |  | SOLE |  | 2400 | 0 | 0 |
| NORTHROP GRUMMAN CORP | COM | 666807102 |  | 1403 | 2572 | SH |  | SOLE |  | 2572 | 0 | 0 |
| NORTHWESTERN CORP | COM NEW | 668074305 |  | 4822 | 81254 | SH |  | SOLE |  | 81254 | 0 | 0 |
| NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 |  | 7240 | 591510 | SH |  | SOLE |  | 591510 | 0 | 0 |
| NOW INC | COM | 67011P100 |  | 9752 | 767869 | SH |  | SOLE |  | 767869 | 0 | 0 |
| NUCOR CORP | COM | 670346105 |  | 527 | 4000 | SH |  | SOLE |  | 4000 | 0 | 0 |
| NUVASIVE INC | COM | 670704105 |  | 1587 | 38480 | SH |  | SOLE |  | 38480 | 0 | 0 |
| NVIDIA CORPORATION | COM | 67066G104 |  | 17691 | 121056 | SH |  | SOLE |  | 121056 | 0 | 0 |
| NXP SEMICONDUCTORS N V | COM | N6596X109 |  | 4421 | 27976 | SH |  | SOLE |  | 27976 | 0 | 0 |
| OCCIDENTAL PETE CORP | COM | 674599105 |  | 20134 | 319641 | SH |  | SOLE |  | 319641 | 0 | 0 |
| OGE ENERGY CORP | COM | 670837103 |  | 2302 | 58203 | SH |  | SOLE |  | 58203 | 0 | 0 |
| OLD NATL BANCORP IND | COM | 680033107 |  | 3769 | 209599 | SH |  | SOLE |  | 209599 | 0 | 0 |
| OLD REP INTL CORP | COM | 680223104 |  | 2760 | 114276 | SH |  | SOLE |  | 114276 | 0 | 0 |
| OMNICELL COM | COM | 68213N109 |  | 1010 | 20027 | SH |  | SOLE |  | 20027 | 0 | 0 |
| ON SEMICONDUCTOR CORP | COM | 682189105 |  | 571 | 9150 | SH |  | SOLE |  | 9150 | 0 | 0 |
| ONE GAS INC | COM | 68235P108 |  | 2044 | 26992 | SH |  | SOLE |  | 26992 | 0 | 0 |
| ORACLE CORP | COM | 68389X105 |  | 9399 | 114987 | SH |  | SOLE |  | 114987 | 0 | 0 |
| ORASURE TECHNOLOGIES INC | COM | 68554V108 |  | 741 | 153730 | SH |  | SOLE |  | 153730 | 0 | 0 |
| ORGANON  CO | COMMON STOCK | 68622V106 |  | 986 | 35296 | SH |  | SOLE |  | 35296 | 0 | 0 |
| OSHKOSH CORP | COM | 688239201 |  | 4837 | 54853 | SH |  | SOLE |  | 54853 | 0 | 0 |
| OWENS CORNING NEW | COM | 690742101 |  | 2701 | 31663 | SH |  | SOLE |  | 31663 | 0 | 0 |
| PACCAR INC | COM | 693718108 |  | 13409 | 135483 | SH |  | SOLE |  | 135483 | 0 | 0 |
| PACKAGING CORP AMER | COM | 695156109 |  | 333 | 2600 | SH |  | SOLE |  | 2600 | 0 | 0 |
| PACWEST BANCORP DEL | COM | 695263103 |  | 2570 | 111995 | SH |  | SOLE |  | 111995 | 0 | 0 |
| PARAMOUNT GLOBAL | CLASS B COM | 92556H206 |  | 307 | 18182 | SH |  | SOLE |  | 18182 | 0 | 0 |
| PARK HOTELS  RESORTS INC | COM | 700517105 |  | 1784 | 151276 | SH |  | SOLE |  | 151276 | 0 | 0 |
| PARKER-HANNIFIN CORP | COM | 701094104 |  | 2604 | 8950 | SH |  | SOLE |  | 8950 | 0 | 0 |
| PATHWARD FINANCIAL INC | COM | 59100U108 |  | 796 | 18488 | SH |  | SOLE |  | 18488 | 0 | 0 |
| PAYLOCITY HLDG CORP | COM | 70438V106 |  | 4728 | 24339 | SH |  | SOLE |  | 24339 | 0 | 0 |
| PAYPAL HLDGS INC | COM | 70450Y103 |  | 34036 | 477903 | SH |  | SOLE |  | 477903 | 0 | 0 |
| PDC ENERGY INC | COM | 69327R101 |  | 12962 | 204194 | SH |  | SOLE |  | 204194 | 0 | 0 |
| PEABODY ENERGY CORP | COM | 704551100 |  | 476 | 18000 | SH |  | SOLE |  | 18000 | 0 | 0 |
| PEBBLEBROOK HOTEL TR | COM | 70509V100 |  | 1949 | 145586 | SH |  | SOLE |  | 145586 | 0 | 0 |
| PEDIATRIX MEDICAL GROUP INC | COM | 58502B106 |  | 2554 | 171882 | SH |  | SOLE |  | 171882 | 0 | 0 |
| PENN ENTERTAINMENT INC | COM | 707569109 |  | 1553 | 52303 | SH |  | SOLE |  | 52303 | 0 | 0 |
| PENNANT GROUP INC | COM | 70805E109 |  | 27 | 2450 | SH |  | SOLE |  | 2450 | 0 | 0 |
| PENNYMAC FINL SVCS INC NEW | COM | 70932M107 |  | 1700 | 30000 | SH |  | SOLE |  | 30000 | 0 | 0 |
| PEPSICO INC | COM | 713448108 |  | 7293 | 40368 | SH |  | SOLE |  | 40368 | 0 | 0 |
| PFIZER INC | COM | 717081103 |  | 41119 | 802477 | SH |  | SOLE |  | 802477 | 0 | 0 |
| PHILIP MORRIS INTL INC | COM | 718172109 |  | 16791 | 165903 | SH |  | SOLE |  | 165903 | 0 | 0 |
| PHILLIPS 66 | COM | 718546104 |  | 11810 | 113471 | SH |  | SOLE |  | 113471 | 0 | 0 |
| PILGRIMS PRIDE CORP | COM | 72147K108 |  | 4071 | 171559 | SH |  | SOLE |  | 171559 | 0 | 0 |
| PINNACLE FINL PARTNERS INC | COM | 72346Q104 |  | 1249 | 17013 | SH |  | SOLE |  | 17013 | 0 | 0 |
| PIONEER NAT RES CO | COM | 723787107 |  | 6293 | 27552 | SH |  | SOLE |  | 27552 | 0 | 0 |
| PNC FINL SVCS GROUP INC | COM | 693475105 |  | 1670 | 10576 | SH |  | SOLE |  | 10576 | 0 | 0 |
| PNM RES INC | COM | 69349H107 |  | 1123 | 23015 | SH |  | SOLE |  | 23015 | 0 | 0 |
| POLARIS INC | COM | 731068102 |  | 1447 | 14324 | SH |  | SOLE |  | 14324 | 0 | 0 |
| POST HLDGS INC | COM | 737446104 |  | 223 | 2472 | SH |  | SOLE |  | 2472 | 0 | 0 |
| PPG INDS INC | COM | 693506107 |  | 1292 | 10277 | SH |  | SOLE |  | 10277 | 0 | 0 |
| PPL CORP | COM | 69351T106 |  | 980 | 33539 | SH |  | SOLE |  | 33539 | 0 | 0 |
| PRIMERICA INC | COM | 74164M108 |  | 509 | 3590 | SH |  | SOLE |  | 3590 | 0 | 0 |
| PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 |  | 1077 | 12830 | SH |  | SOLE |  | 12830 | 0 | 0 |
| PROCTER AND GAMBLE CO | COM | 742718109 |  | 8311 | 54839 | SH |  | SOLE |  | 54839 | 0 | 0 |
| PROGRESSIVE CORP | COM | 743315103 |  | 2703 | 20840 | SH |  | SOLE |  | 20840 | 0 | 0 |
| PROLOGIS INC. | COM | 74340W103 |  | 17657 | 156633 | SH |  | SOLE |  | 156633 | 0 | 0 |
| PROSPERITY BANCSHARES INC | COM | 743606105 |  | 11185 | 153889 | SH |  | SOLE |  | 153889 | 0 | 0 |
| PRUDENTIAL FINL INC | COM | 744320102 |  | 10191 | 102461 | SH |  | SOLE |  | 102461 | 0 | 0 |
| PTC INC | COM | 69370C100 |  | 2297 | 19137 | SH |  | SOLE |  | 19137 | 0 | 0 |
| PUBLIC STORAGE | COM | 74460D109 |  | 6557 | 23401 | SH |  | SOLE |  | 23401 | 0 | 0 |
| PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 |  | 1177 | 19212 | SH |  | SOLE |  | 19212 | 0 | 0 |
| PULTE GROUP INC | COM | 745867101 |  | 402 | 8831 | SH |  | SOLE |  | 8831 | 0 | 0 |
| PVH CORPORATION | COM | 693656100 |  | 12379 | 175365 | SH |  | SOLE |  | 175365 | 0 | 0 |
| QORVO INC | COM | 74736K101 |  | 136 | 1500 | SH |  | SOLE |  | 1500 | 0 | 0 |
| QUALCOMM INC | COM | 747525103 |  | 3559 | 32370 | SH |  | SOLE |  | 32370 | 0 | 0 |
| QUALYS INC | COM | 74758T303 |  | 1691 | 15071 | SH |  | SOLE |  | 15071 | 0 | 0 |
| RALPH LAUREN CORP | CL A | 751212101 |  | 53 | 500 | SH |  | SOLE |  | 500 | 0 | 0 |
| RAMACO RES INC | COM | 75134P303 |  | 2559 | 291175 | SH |  | SOLE |  | 291175 | 0 | 0 |
| RANGE RES CORP | COM | 75281A109 |  | 1471 | 58800 | SH |  | SOLE |  | 58800 | 0 | 0 |
| RAYMOND JAMES FINL INC | COM | 754730109 |  | 118 | 1100 | SH |  | SOLE |  | 1100 | 0 | 0 |
| RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 |  | 16306 | 161575 | SH |  | SOLE |  | 161575 | 0 | 0 |
| REALTY INCOME CORP | COM | 756109104 |  | 5210 | 82139 | SH |  | SOLE |  | 82139 | 0 | 0 |
| REGAL REXNORD CORPORATION | COM | 758750103 |  | 1548 | 12905 | SH |  | SOLE |  | 12905 | 0 | 0 |
| REGENERON PHARMACEUTICALS | COM | 75886F107 |  | 428 | 593 | SH |  | SOLE |  | 593 | 0 | 0 |
| REGIONS FINANCIAL CORP NEW | COM | 7591EP100 |  | 278 | 12900 | SH |  | SOLE |  | 12900 | 0 | 0 |
| REINSURANCE GRP OF AMERICA I | COM NEW | 759351604 |  | 21543 | 151613 | SH |  | SOLE |  | 151613 | 0 | 0 |
| RELIANCE STEEL  ALUMINUM CO | COM | 759509102 |  | 2694 | 13309 | SH |  | SOLE |  | 13309 | 0 | 0 |
| RENAISSANCERE HLDGS LTD | COM | G7496G103 |  | 19678 | 106810 | SH |  | SOLE |  | 106810 | 0 | 0 |
| REPUBLIC SVCS INC | COM | 760759100 |  | 446 | 3457 | SH |  | SOLE |  | 3457 | 0 | 0 |
| REX AMERICAN RES CORP | COM | 761624105 |  | 4300 | 134971 | SH |  | SOLE |  | 134971 | 0 | 0 |
| RH | COM | 74967X103 |  | 4321 | 16173 | SH |  | SOLE |  | 16173 | 0 | 0 |
| RLJ LODGING TR | COM | 74965L101 |  | 1867 | 176282 | SH |  | SOLE |  | 176282 | 0 | 0 |
| ROYAL CARIBBEAN GROUP | COM | V7780T103 |  | 997 | 20162 | SH |  | SOLE |  | 20162 | 0 | 0 |
| SABRA HEALTH CARE REIT INC | COM | 78573L106 |  | 2676 | 215259 | SH |  | SOLE |  | 215259 | 0 | 0 |
| SABRE CORP | COM | 78573M104 |  | 6362 | 1029521 | SH |  | SOLE |  | 1029521 | 0 | 0 |
| SCHLUMBERGER LTD | COM STK | 806857108 |  | 27448 | 513433 | SH |  | SOLE |  | 513433 | 0 | 0 |
| SCHWAB CHARLES CORP | COM | 808513105 |  | 1089 | 13075 | SH |  | SOLE |  | 13075 | 0 | 0 |
| SEALED AIR CORP NEW | COM | 81211K100 |  | 175 | 3500 | SH |  | SOLE |  | 3500 | 0 | 0 |
| SEI INVTS CO | COM | 784117103 |  | 2170 | 37229 | SH |  | SOLE |  | 37229 | 0 | 0 |
| SELECT MED HLDGS CORP | COM | 81619Q105 |  | 3296 | 132742 | SH |  | SOLE |  | 132742 | 0 | 0 |
| SEMPRA | COM | 816851109 |  | 1639 | 10604 | SH |  | SOLE |  | 10604 | 0 | 0 |
| SEMTECH CORP | COM | 816850101 |  | 281 | 9800 | SH |  | SOLE |  | 9800 | 0 | 0 |
| SERVICE CORP INTL | COM | 817565104 |  | 4264 | 61677 | SH |  | SOLE |  | 61677 | 0 | 0 |
| SHELL PLC | SPON ADS | 780259305 |  | 15975 | 280502 | SH |  | SOLE |  | 280502 | 0 | 0 |
| SHERWIN WILLIAMS CO | COM | 824348106 |  | 1170 | 4930 | SH |  | SOLE |  | 4930 | 0 | 0 |
| SIGNATURE BK NEW YORK N Y | COM | 82669G104 |  | 69 | 600 | SH |  | SOLE |  | 600 | 0 | 0 |
| SILGAN HOLDINGS INC | COM | 827048109 |  | 384 | 7400 | SH |  | SOLE |  | 7400 | 0 | 0 |
| SIMON PPTY GROUP INC NEW | COM | 828806109 |  | 4509 | 38382 | SH |  | SOLE |  | 38382 | 0 | 0 |
| SIMPSON MFG INC | COM | 829073105 |  | 987 | 11131 | SH |  | SOLE |  | 11131 | 0 | 0 |
| SKYWORKS SOLUTIONS INC | COM | 83088M102 |  | 1552 | 17031 | SH |  | SOLE |  | 17031 | 0 | 0 |
| SL GREEN RLTY CORP | COM | 78440X887 |  | 416 | 12344 | SH |  | SOLE |  | 12344 | 0 | 0 |
| SOUTHERN CO | COM | 842587107 |  | 5299 | 74206 | SH |  | SOLE |  | 74206 | 0 | 0 |
| SOUTHWEST AIRLS CO | COM | 844741108 |  | 11094 | 329501 | SH |  | SOLE |  | 329501 | 0 | 0 |
| SOUTHWEST GAS HLDGS INC | COM | 844895102 |  | 1363 | 22019 | SH |  | SOLE |  | 22019 | 0 | 0 |
| SOUTHWESTERN ENERGY CO | COM | 845467109 |  | 2204 | 376724 | SH |  | SOLE |  | 376724 | 0 | 0 |
| SPDR S 500 ETF TR | TR UNIT | 78462F103 |  | 15284 | 39965 | SH |  | SOLE |  | 39965 | 0 | 0 |
| SPIRE INC | COM | 84857L101 |  | 563 | 8180 | SH |  | SOLE |  | 8180 | 0 | 0 |
| SPIRIT AIRLS INC | COM | 848577102 |  | 3447 | 176930 | SH |  | SOLE |  | 176930 | 0 | 0 |
| SPIRIT RLTY CAP INC NEW | COM NEW | 84860W300 |  | 3502 | 87700 | SH |  | SOLE |  | 87700 | 0 | 0 |
| SPROUTS FMRS MKT INC | COM | 85208M102 |  | 2523 | 77938 | SH |  | SOLE |  | 77938 | 0 | 0 |
| STAG INDL INC | COM | 85254J102 |  | 1302 | 40308 | SH |  | SOLE |  | 40308 | 0 | 0 |
| STANLEY BLACK  DECKER INC | COM | 854502101 |  | 11693 | 155651 | SH |  | SOLE |  | 155651 | 0 | 0 |
| STARBUCKS CORP | COM | 855244109 |  | 1614 | 16266 | SH |  | SOLE |  | 16266 | 0 | 0 |
| STATE STR CORP | COM | 857477103 |  | 17004 | 219210 | SH |  | SOLE |  | 219210 | 0 | 0 |
| STEEL DYNAMICS INC | COM | 858119100 |  | 270 | 2764 | SH |  | SOLE |  | 2764 | 0 | 0 |
| STERICYCLE INC | COM | 858912108 |  | 2265 | 45403 | SH |  | SOLE |  | 45403 | 0 | 0 |
| STRYKER CORPORATION | COM | 863667101 |  | 1276 | 5220 | SH |  | SOLE |  | 5220 | 0 | 0 |
| SUN CMNTYS INC | COM | 866674104 |  | 4676 | 32701 | SH |  | SOLE |  | 32701 | 0 | 0 |
| SUNRUN INC | COM | 86771W105 |  | 189 | 7861 | SH |  | SOLE |  | 7861 | 0 | 0 |
| SUNSTONE HOTEL INVS INC NEW | COM | 867892101 |  | 2473 | 255956 | SH |  | SOLE |  | 255956 | 0 | 0 |
| SVB FINANCIAL GROUP | COM | 78486Q101 |  | 184 | 800 | SH |  | SOLE |  | 800 | 0 | 0 |
| SYNAPTICS INC | COM | 87157D109 |  | 2032 | 21355 | SH |  | SOLE |  | 21355 | 0 | 0 |
| SYNCHRONY FINANCIAL | COM | 87165B103 |  | 99 | 3000 | SH |  | SOLE |  | 3000 | 0 | 0 |
| SYNEOS HEALTH INC | CL A | 87166B102 |  | 444 | 12110 | SH |  | SOLE |  | 12110 | 0 | 0 |
| SYNOVUS FINL CORP | COM NEW | 87161C501 |  | 946 | 25189 | SH |  | SOLE |  | 25189 | 0 | 0 |
| T-MOBILE US INC | COM | 872590104 |  | 2347 | 16763 | SH |  | SOLE |  | 16763 | 0 | 0 |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 |  | 1401 | 18812 | SH |  | SOLE |  | 18812 | 0 | 0 |
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 |  | 470 | 4509 | SH |  | SOLE |  | 4509 | 0 | 0 |
| TALOS ENERGY INC | COM | 87484T108 |  | 13616 | 721172 | SH |  | SOLE |  | 721172 | 0 | 0 |
| TAPESTRY INC | COM | 876030107 |  | 17563 | 461211 | SH |  | SOLE |  | 461211 | 0 | 0 |
| TARGET CORP | COM | 87612E106 |  | 3082 | 20678 | SH |  | SOLE |  | 20678 | 0 | 0 |
| TAYLOR MORRISON HOME CORP | COM | 87724P106 |  | 10539 | 347259 | SH |  | SOLE |  | 347259 | 0 | 0 |
| TE CONNECTIVITY LTD | SHS | H84989104 |  | 13736 | 119651 | SH |  | SOLE |  | 119651 | 0 | 0 |
| TEGNA INC | COM | 87901J105 |  | 4085 | 192773 | SH |  | SOLE |  | 192773 | 0 | 0 |
| TEMPUR SEALY INTL INC | COM | 88023U101 |  | 1862 | 54243 | SH |  | SOLE |  | 54243 | 0 | 0 |
| TERADYNE INC | COM | 880770102 |  | 192 | 2200 | SH |  | SOLE |  | 2200 | 0 | 0 |
| TEREX CORP NEW | COM | 880779103 |  | 844 | 19760 | SH |  | SOLE |  | 19760 | 0 | 0 |
| TESLA INC | COM | 88160R101 |  | 5964 | 48413 | SH |  | SOLE |  | 48413 | 0 | 0 |
| TETRA TECH INC NEW | COM | 88162G103 |  | 1274 | 8777 | SH |  | SOLE |  | 8777 | 0 | 0 |
| TEXAS CAP BANCSHARES INC | COM | 88224Q107 |  | 3313 | 54925 | SH |  | SOLE |  | 54925 | 0 | 0 |
| TEXAS INSTRS INC | COM | 882508104 |  | 9461 | 57266 | SH |  | SOLE |  | 57266 | 0 | 0 |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 |  | 1093 | 1984 | SH |  | SOLE |  | 1984 | 0 | 0 |
| THOR INDS INC | COM | 885160101 |  | 4093 | 54222 | SH |  | SOLE |  | 54222 | 0 | 0 |
| TIDEWATER INC NEW | COM | 88642R109 |  | 839 | 22770 | SH |  | SOLE |  | 22770 | 0 | 0 |
| TIMKEN CO | COM | 887389104 |  | 6503 | 92021 | SH |  | SOLE |  | 92021 | 0 | 0 |
| TIMKENSTEEL CORPORATION | COM | 887399103 |  | 3285 | 180775 | SH |  | SOLE |  | 180775 | 0 | 0 |
| TJX COS INC NEW | COM | 872540109 |  | 2670 | 33544 | SH |  | SOLE |  | 33544 | 0 | 0 |
| TOLL BROTHERS INC | COM | 889478103 |  | 11813 | 236647 | SH |  | SOLE |  | 236647 | 0 | 0 |
| TOPBUILD CORP | COM | 89055F103 |  | 1695 | 10832 | SH |  | SOLE |  | 10832 | 0 | 0 |
| TOTALENERGIES SE | SPONSORED ADS | 89151E109 |  | 515 | 8299 | SH |  | SOLE |  | 8299 | 0 | 0 |
| TRAVELERS COMPANIES INC | COM | 89417E109 |  | 1818 | 9695 | SH |  | SOLE |  | 9695 | 0 | 0 |
| TREEHOUSE FOODS INC | COM | 89469A104 |  | 1171 | 23712 | SH |  | SOLE |  | 23712 | 0 | 0 |
| TREX CO INC | COM | 89531P105 |  | 2771 | 65458 | SH |  | SOLE |  | 65458 | 0 | 0 |
| TRI POINTE HOMES INC | COM | 87265H109 |  | 8674 | 466581 | SH |  | SOLE |  | 466581 | 0 | 0 |
| TRUEBLUE INC | COM | 89785X101 |  | 462 | 23589 | SH |  | SOLE |  | 23589 | 0 | 0 |
| TRUIST FINL CORP | COM | 89832Q109 |  | 18501 | 429953 | SH |  | SOLE |  | 429953 | 0 | 0 |
| UDR INC | COM | 902653104 |  | 1310 | 33831 | SH |  | SOLE |  | 33831 | 0 | 0 |
| UFP INDUSTRIES INC | COM | 90278Q108 |  | 1291 | 16293 | SH |  | SOLE |  | 16293 | 0 | 0 |
| UGI CORP NEW | COM | 902681105 |  | 3424 | 92368 | SH |  | SOLE |  | 92368 | 0 | 0 |
| ULTA BEAUTY INC | COM | 90384S303 |  | 352 | 750 | SH |  | SOLE |  | 750 | 0 | 0 |
| UNDER ARMOUR INC | CL C | 904311206 |  | 787 | 88227 | SH |  | SOLE |  | 88227 | 0 | 0 |
| UNILEVER PLC | SPON ADR NEW | 904767704 |  | 2953 | 58645 | SH |  | SOLE |  | 58645 | 0 | 0 |
| UNION PAC CORP | COM | 907818108 |  | 8427 | 40697 | SH |  | SOLE |  | 40697 | 0 | 0 |
| UNITED CMNTY BKS BLAIRSVLE G | COM | 90984P303 |  | 1419 | 41988 | SH |  | SOLE |  | 41988 | 0 | 0 |
| UNITED NAT FOODS INC | COM | 911163103 |  | 1979 | 51112 | SH |  | SOLE |  | 51112 | 0 | 0 |
| UNITED PARCEL SERVICE INC | CL B | 911312106 |  | 3353 | 19290 | SH |  | SOLE |  | 19290 | 0 | 0 |
| UNITED RENTALS INC | COM | 911363109 |  | 3369 | 9478 | SH |  | SOLE |  | 9478 | 0 | 0 |
| UNITED THERAPEUTICS CORP DEL | COM | 91307C102 |  | 8167 | 29367 | SH |  | SOLE |  | 29367 | 0 | 0 |
| UNITEDHEALTH GROUP INC | COM | 91324P102 |  | 41679 | 78613 | SH |  | SOLE |  | 78613 | 0 | 0 |
| URBAN OUTFITTERS INC | COM | 917047102 |  | 2298 | 96359 | SH |  | SOLE |  | 96359 | 0 | 0 |
| US BANCORP DEL | COM NEW | 902973304 |  | 21747 | 498675 | SH |  | SOLE |  | 498675 | 0 | 0 |
| U S PHYSICAL THERAPY | COM | 90337L108 |  | 1575 | 19435 | SH |  | SOLE |  | 19435 | 0 | 0 |
| UNITED STATES STL CORP NEW | COM | 912909108 |  | 10865 | 433728 | SH |  | SOLE |  | 433728 | 0 | 0 |
| V F CORP | COM | 918204108 |  | 5143 | 186262 | SH |  | SOLE |  | 186262 | 0 | 0 |
| VALARIS LIMITED | CL A | G9460G101 |  | 4883 | 72206 | SH |  | SOLE |  | 72206 | 0 | 0 |
| VALLEY NATL BANCORP | COM | 919794107 |  | 214 | 18900 | SH |  | SOLE |  | 18900 | 0 | 0 |
| VALVOLINE INC | COM | 92047W101 |  | 2275 | 69683 | SH |  | SOLE |  | 69683 | 0 | 0 |
| VENTAS INC | COM | 92276F100 |  | 2038 | 45244 | SH |  | SOLE |  | 45244 | 0 | 0 |
| VERISK ANALYTICS INC | COM | 92345Y106 |  | 1522 | 8629 | SH |  | SOLE |  | 8629 | 0 | 0 |
| VERITEX HLDGS INC | COM | 923451108 |  | 2702 | 96232 | SH |  | SOLE |  | 96232 | 0 | 0 |
| VERIZON COMMUNICATIONS INC | COM | 92343V104 |  | 12421 | 315246 | SH |  | SOLE |  | 315246 | 0 | 0 |
| VERTEX PHARMACEUTICALS INC | COM | 92532F100 |  | 13746 | 47601 | SH |  | SOLE |  | 47601 | 0 | 0 |
| VANGUARD INTL EQUITY INDEX F | FTSE EMR MKT ETF | 922042858 |  | 613906 | 15749256 | SH |  | SOLE |  | 15749256 | 0 | 0 |
| VIASAT INC | COM | 92552V100 |  | 5583 | 176409 | SH |  | SOLE |  | 176409 | 0 | 0 |
| VIATRIS INC | COM | 92556V106 |  | 10343 | 929334 | SH |  | SOLE |  | 929334 | 0 | 0 |
| VICI PPTYS INC | COM | 925652109 |  | 11514 | 355383 | SH |  | SOLE |  | 355383 | 0 | 0 |
| VISA INC | COM CL A | 92826C839 |  | 36540 | 175876 | SH |  | SOLE |  | 175876 | 0 | 0 |
| VISTEON CORP | COM NEW | 92839U206 |  | 568 | 4342 | SH |  | SOLE |  | 4342 | 0 | 0 |
| VORNADO RLTY TR | SH BEN INT | 929042109 |  | 495 | 23808 | SH |  | SOLE |  | 23808 | 0 | 0 |
| VOYA FINANCIAL INC | COM | 929089100 |  | 2767 | 45000 | SH |  | SOLE |  | 45000 | 0 | 0 |
| VULCAN MATLS CO | COM | 929160109 |  | 94 | 538 | SH |  | SOLE |  | 538 | 0 | 0 |
| WABASH NATL CORP | COM | 929566107 |  | 3473 | 153690 | SH |  | SOLE |  | 153690 | 0 | 0 |
| WALGREENS BOOTS ALLIANCE INC | COM | 931427108 |  | 12227 | 327282 | SH |  | SOLE |  | 327282 | 0 | 0 |
| WALMART INC | COM | 931142103 |  | 20914 | 147497 | SH |  | SOLE |  | 147497 | 0 | 0 |
| WARNER BROS DISCOVERY INC | COM SER A | 934423104 |  | 4925 | 519466 | SH |  | SOLE |  | 519466 | 0 | 0 |
| WARRIOR MET COAL INC | COM | 93627C101 |  | 9734 | 281016 | SH |  | SOLE |  | 281016 | 0 | 0 |
| WASTE MGMT INC DEL | COM | 94106L109 |  | 1964 | 12520 | SH |  | SOLE |  | 12520 | 0 | 0 |
| WEBSTER FINL CORP | COM | 947890109 |  | 1468 | 31017 | SH |  | SOLE |  | 31017 | 0 | 0 |
| WEC ENERGY GROUP INC | COM | 92939U106 |  | 1058 | 11280 | SH |  | SOLE |  | 11280 | 0 | 0 |
| WELLS FARGO CO NEW | COM | 949746101 |  | 39195 | 949252 | SH |  | SOLE |  | 949252 | 0 | 0 |
| WELLTOWER INC | COM | 95040Q104 |  | 3755 | 57289 | SH |  | SOLE |  | 57289 | 0 | 0 |
| WESTERN DIGITAL CORP. | COM | 958102105 |  | 9890 | 313482 | SH |  | SOLE |  | 313482 | 0 | 0 |
| WESTROCK CO | COM | 96145D105 |  | 5815 | 165377 | SH |  | SOLE |  | 165377 | 0 | 0 |
| WEX INC | COM | 96208T104 |  | 3554 | 21715 | SH |  | SOLE |  | 21715 | 0 | 0 |
| WHIRLPOOL CORP | COM | 963320106 |  | 9500 | 67157 | SH |  | SOLE |  | 67157 | 0 | 0 |
| WILLIAMS SONOMA INC | COM | 969904101 |  | 2463 | 21436 | SH |  | SOLE |  | 21436 | 0 | 0 |
| WILLIS TOWERS WATSON PLC LTD | SHS | G96629103 |  | 969 | 3960 | SH |  | SOLE |  | 3960 | 0 | 0 |
| WINTRUST FINL CORP | COM | 97650W108 |  | 1790 | 21175 | SH |  | SOLE |  | 21175 | 0 | 0 |
| WOLFSPEED INC | COM | 977852102 |  | 104 | 1500 | SH |  | SOLE |  | 1500 | 0 | 0 |
| WOODSIDE ENERGY GROUP LTD | SPONSORED ADR | 980228308 |  | 235 | 9700 | SH |  | SOLE |  | 9700 | 0 | 0 |
| WOODWARD INC | COM | 980745103 |  | 2912 | 30140 | SH |  | SOLE |  | 30140 | 0 | 0 |
| WORLD WRESTLING ENTMT INC | CL A | 98156Q108 |  | 3101 | 45263 | SH |  | SOLE |  | 45263 | 0 | 0 |
| WP CAREY INC | COM | 92936U109 |  | 1894 | 24234 | SH |  | SOLE |  | 24234 | 0 | 0 |
| WYNN RESORTS LTD | COM | 983134107 |  | 2437 | 29546 | SH |  | SOLE |  | 29546 | 0 | 0 |
| XCEL ENERGY INC | COM | 98389B100 |  | 1512 | 21564 | SH |  | SOLE |  | 21564 | 0 | 0 |
| YELP INC | CL A | 985817105 |  | 194 | 7100 | SH |  | SOLE |  | 7100 | 0 | 0 |
| YETI HLDGS INC | COM | 98585X104 |  | 744 | 18000 | SH |  | SOLE |  | 18000 | 0 | 0 |
| ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 |  | 14488 | 113635 | SH |  | SOLE |  | 113635 | 0 | 0 |

---