The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
ARCH CAP GROUP LTD | ORD | G0450A105 | 2,463 | 64,500 | SH | SOLE | 64,500 | 0 | 0 | ||
ATHENE HOLDING LTD | CL A | G0684D107 | 2,782 | 40,400 | SH | SOLE | 40,400 | 0 | 0 | ||
AXIS CAP HLDGS LTD | SHS | G0692U109 | 2,219 | 48,200 | SH | SOLE | 48,200 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 2,318 | 28,500 | SH | SOLE | 28,500 | 0 | 0 | ||
EVEREST RE GROUP LTD | COM | G3223R108 | 2,458 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
HERBALIFE NUTRITION LTD | COM SHS | G4412G101 | 1,983 | 46,800 | SH | SOLE | 46,800 | 0 | 0 | ||
INVESCO LTD | SHS | G491BT108 | 2,098 | 87,000 | SH | SOLE | 87,000 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 1,901 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
LAZARD LTD | SHS A | G54050102 | 2,446 | 53,400 | SH | SOLE | 53,400 | 0 | 0 | ||
RENAISSANCERE HLDGS LTD | COM | G7496G103 | 2,370 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 2,027 | 21,600 | SH | SOLE | 21,600 | 0 | 0 | ||
ADT INC DEL | COM | 00090Q103 | 1,947 | 240,700 | SH | SOLE | 240,700 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 2,315 | 44,400 | SH | SOLE | 44,400 | 0 | 0 | ||
AGNC INVT CORP | COM | 00123Q104 | 2,149 | 136,300 | SH | SOLE | 136,300 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 2,350 | 87,000 | SH | SOLE | 87,000 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 2,438 | 22,600 | SH | SOLE | 22,600 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP IN | COM | 008252108 | 2,312 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
AGIOS PHARMACEUTICALS INC | COM | 00847X104 | 2,063 | 44,700 | SH | SOLE | 44,700 | 0 | 0 | ||
AIR LEASE CORP | CL A | 00912X302 | 2,132 | 54,200 | SH | SOLE | 54,200 | 0 | 0 | ||
ALBERTSONS COS INC | COMMON STOCK | 013091103 | 3,982 | 127,900 | SH | SOLE | 127,900 | 0 | 0 | ||
ALLEGHANY CORP MD | COM | 017175100 | 2,248 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 2,119 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
ALLISON TRANSMISSION HLDGS I | COM | 01973R101 | 2,116 | 59,900 | SH | SOLE | 59,900 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 2,368 | 18,600 | SH | SOLE | 18,600 | 0 | 0 | ||
ALLY FINL INC | COM | 02005N100 | 2,348 | 46,000 | SH | SOLE | 46,000 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 2,322 | 51,000 | SH | SOLE | 51,000 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 2,613 | 47,600 | SH | SOLE | 47,600 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 2,592 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 2,562 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
ANNALY CAPITAL MANAGEMENT IN | COM | 035710409 | 2,268 | 269,300 | SH | SOLE | 269,300 | 0 | 0 | ||
ANTERO MIDSTREAM CORP | COM | 03676B102 | 2,606 | 250,100 | SH | SOLE | 250,100 | 0 | 0 | ||
APA CORPORATION | COM | 03743Q108 | 2,321 | 108,300 | SH | SOLE | 108,300 | 0 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 2,347 | 20,900 | SH | SOLE | 20,900 | 0 | 0 | ||
ASTRAZENECA PLC | SPONSORED ADR | 046353108 | 1,837 | 30,590 | SH | SOLE | 30,590 | 0 | 0 | ||
AUTONATION INC | COM | 05329W102 | 3,056 | 25,100 | SH | SOLE | 25,100 | 0 | 0 | ||
AVNET INC | COM | 053807103 | 2,141 | 57,900 | SH | SOLE | 57,900 | 0 | 0 | ||
BOK FINL CORP | COM NEW | 05561Q201 | 2,507 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 2,530 | 48,800 | SH | SOLE | 48,800 | 0 | 0 | ||
BANK OZK | COM | 06417N103 | 2,497 | 58,100 | SH | SOLE | 58,100 | 0 | 0 | ||
BATH & BODY WORKS INC | COM | 070830104 | 2,414 | 38,300 | SH | SOLE | 38,300 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 2,253 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
BLOCK H & R INC | COM | 093671105 | 2,550 | 102,000 | SH | SOLE | 102,000 | 0 | 0 | ||
BORGWARNER INC | COM | 099724106 | 2,027 | 46,900 | SH | SOLE | 46,900 | 0 | 0 | ||
BRIGHTHOUSE FINL INC | COM | 10922N103 | 2,370 | 52,400 | SH | SOLE | 52,400 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 2,308 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
BRUNSWICK CORP | COM | 117043109 | 2,477 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
CIGNA CORP NEW | COM | 125523100 | 1,962 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
CNA FINL CORP | COM | 126117100 | 2,228 | 53,100 | SH | SOLE | 53,100 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 2,486 | 29,300 | SH | SOLE | 29,300 | 0 | 0 | ||
CABOT CORP | COM | 127055101 | 1,980 | 39,500 | SH | SOLE | 39,500 | 0 | 0 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 3,275 | 150,500 | SH | SOLE | 150,500 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 2,462 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 2,226 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
CELANESE CORP DEL | COM | 150870103 | 2,290 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
CENTENE CORP DEL | COM | 15135B101 | 2,193 | 35,200 | SH | SOLE | 35,200 | 0 | 0 | ||
CHEMOURS CO | COM | 163851108 | 1,979 | 68,100 | SH | SOLE | 68,100 | 0 | 0 | ||
CIMAREX ENERGY CO | COM | 171798101 | 3,078 | 35,300 | SH | SOLE | 35,300 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 2,246 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
CITIZENS FINL GROUP INC | COM | 174610105 | 2,382 | 50,700 | SH | SOLE | 50,700 | 0 | 0 | ||
CODIAK BIOSCIENCES INC | COM | 192010106 | 16,007 | 980,194 | SH | SOLE | 980,194 | 0 | 0 | ||
COMERICA INC | COM | 200340107 | 2,624 | 32,600 | SH | SOLE | 32,600 | 0 | 0 | ||
COMMSCOPE HLDG CO INC | COM | 20337X109 | 1,661 | 122,200 | SH | SOLE | 122,200 | 0 | 0 | ||
CREDIT ACCEP CORP MICH | COM | 225310101 | 3,804 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
DBX ETF TR | XTRACK HRVST C | 233051879 | 306 | 8,034 | SH | SOLE | 8,034 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 2,334 | 27,800 | SH | SOLE | 27,800 | 0 | 0 | ||
DXC TECHNOLOGY CO | COM | 23355L106 | 2,141 | 63,700 | SH | SOLE | 63,700 | 0 | 0 | ||
DELL TECHNOLOGIES INC | CL C | 24703L202 | 2,591 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 2,866 | 80,700 | SH | SOLE | 80,700 | 0 | 0 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 2,774 | 29,300 | SH | SOLE | 29,300 | 0 | 0 | ||
DICKS SPORTING GOODS INC | COM | 253393102 | 3,138 | 26,200 | SH | SOLE | 26,200 | 0 | 0 | ||
DISCOVERY INC | COM SER A | 25470F104 | 2,025 | 79,800 | SH | SOLE | 79,800 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 2,543 | 20,700 | SH | SOLE | 20,700 | 0 | 0 | ||
DOW INC | COM | 260557103 | 2,061 | 35,800 | SH | SOLE | 35,800 | 0 | 0 | ||
EAST WEST BANCORP INC | COM | 27579R104 | 2,652 | 34,200 | SH | SOLE | 34,200 | 0 | 0 | ||
EDISON INTL | COM | 281020107 | 2,491 | 44,900 | SH | SOLE | 44,900 | 0 | 0 | ||
ENERGIZER HLDGS INC NEW | COM | 29272W109 | 2,175 | 55,700 | SH | SOLE | 55,700 | 0 | 0 | ||
EQUITABLE HLDGS INC | COM | 29452E101 | 2,362 | 79,700 | SH | SOLE | 79,700 | 0 | 0 | ||
EQUITRANS MIDSTREAM CORP | COM | 294600101 | 2,860 | 282,100 | SH | SOLE | 282,100 | 0 | 0 | ||
EVERCORE INC | CLASS A | 29977A105 | 2,379 | 17,800 | SH | SOLE | 17,800 | 0 | 0 | ||
F N B CORP | COM | 302520101 | 2,208 | 190,000 | SH | SOLE | 190,000 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 2,448 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 2,559 | 60,300 | SH | SOLE | 60,300 | 0 | 0 | ||
FIRST AMERN FINL CORP | COM | 31847R102 | 2,655 | 39,600 | SH | SOLE | 39,600 | 0 | 0 | ||
FIRST CTZNS BANCSHARES INC N | CL A | 31946M103 | 2,445 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
FIRST HORIZON CORPORATION | COM | 320517105 | 2,168 | 133,100 | SH | SOLE | 133,100 | 0 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 1,858 | 40,700 | SH | SOLE | 40,700 | 0 | 0 | ||
FORD MTR CO DEL | COM | 345370860 | 2,232 | 157,600 | SH | SOLE | 157,600 | 0 | 0 | ||
FRANKLIN RESOURCES INC | COM | 354613101 | 2,131 | 71,700 | SH | SOLE | 71,700 | 0 | 0 | ||
FRANKLIN TEMPLETON ETF TR | FTSE JAPAN ETF | 35473P744 | 11,893 | 385,000 | SH | SOLE | 385,000 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 2,129 | 40,400 | SH | SOLE | 40,400 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 2,661 | 38,100 | SH | SOLE | 38,100 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 2,457 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
GRAFTECH INTL LTD | COM | 384313508 | 2,012 | 195,000 | SH | SOLE | 195,000 | 0 | 0 | ||
GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 2,656 | 139,500 | SH | SOLE | 139,500 | 0 | 0 | ||
HP INC | COM | 40434L105 | 2,312 | 84,500 | SH | SOLE | 84,500 | 0 | 0 | ||
HANESBRANDS INC | COM | 410345102 | 2,246 | 130,900 | SH | SOLE | 130,900 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 2,726 | 38,800 | SH | SOLE | 38,800 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 2,283 | 160,200 | SH | SOLE | 160,200 | 0 | 0 | ||
HOLOGIC INC | COM | 436440101 | 3,093 | 41,900 | SH | SOLE | 41,900 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 2,492 | 161,200 | SH | SOLE | 161,200 | 0 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 2,666 | 90,100 | SH | SOLE | 90,100 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 2,382 | 44,700 | SH | SOLE | 44,700 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 2,431 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
INTERNATIONAL PAPER CO | COM | 460146103 | 2,198 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
ISHARES INC | MSCI BRAZIL ET | 464286400 | 19,978 | 621,791 | SH | SOLE | 621,791 | 0 | 0 | ||
ISHARES TR | CORE S&P TTL S | 464287150 | 2,951 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL E | 464287598 | 87,595 | 559,675 | SH | SOLE | 559,675 | 0 | 0 | ||
ISHARES TR | RUS 1000 VAL E | 464287598 | 452,551 | 2,891,513 | SH | SOLE | 2,891,513 | 0 | 0 | ||
ISHARES TR | RUS 2000 VAL E | 464287630 | 48,033 | 299,774 | SH | SOLE | 299,774 | 0 | 0 | ||
ISHARES TR | RUS 2000 VAL E | 464287630 | 338,476 | 2,112,437 | SH | SOLE | 2,112,437 | 0 | 0 | ||
ISHARES TR | EAFE SML CP ET | 464288273 | 58,869 | 791,150 | SH | SOLE | 791,150 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ET | 464288513 | 68 | 775 | SH | SOLE | 775 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ET | 464288513 | 225,683 | 2,579,532 | SH | SOLE | 2,579,532 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ET | 464288513 | 2,625 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
ISHARES TR | MSCI EURO FL E | 464289180 | 65,955 | 3,361,622 | SH | SOLE | 3,361,622 | 0 | 0 | ||
ISHARES TR | MSCI EURO FL E | 464289180 | 2,158 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
ISHARES TR | MSCI CHINA ETF | 46429B671 | 673 | 9,962 | SH | SOLE | 9,962 | 0 | 0 | ||
ISHARES TR | CORE MSCI EAFE | 46432F842 | 516,420 | 6,955,156 | SH | SOLE | 6,955,156 | 0 | 0 | ||
ISHARES TR | CORE MSCI EAFE | 46432F842 | 18,266 | 246,000 | SH | SOLE | 246,000 | 0 | 0 | ||
ISHARES INC | CORE MSCI EMKT | 46434G103 | 7,349 | 119,000 | SH | SOLE | 119,000 | 0 | 0 | ||
ISHARES INC | MSCI JPN ETF N | 46434G822 | 75,712 | 1,077,758 | SH | SOLE | 1,077,758 | 0 | 0 | ||
ISHARES INC | MSCI GBL ETF N | 46434G848 | 13,050 | 320,000 | SH | SOLE | 320,000 | 0 | 0 | ||
ISHARES TR | MSCI UK ETF NE | 46435G334 | 1,935 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
ISHARES TR | BROAD USD HIGH | 46435U853 | 239,057 | 5,760,410 | SH | SOLE | 5,760,410 | 0 | 0 | ||
ISHARES TR | BROAD USD HIGH | 46435U853 | 2,075 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ISHARES GOLD TR | SHARES REPRESE | 46436F103 | 186,090 | 10,601,000 | SH | SOLE | 10,601,000 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 2,504 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
JABIL INC | COM | 466313103 | 2,609 | 44,700 | SH | SOLE | 44,700 | 0 | 0 | ||
JEFFERIES FINL GROUP INC | COM | 47233W109 | 2,948 | 79,400 | SH | SOLE | 79,400 | 0 | 0 | ||
KEMPER CORP | COM | 488401100 | 2,331 | 34,900 | SH | SOLE | 34,900 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 2,400 | 111,000 | SH | SOLE | 111,000 | 0 | 0 | ||
KNIGHT-SWIFT TRANSN HLDGS IN | CL A | 499049104 | 2,737 | 53,500 | SH | SOLE | 53,500 | 0 | 0 | ||
KOHLS CORP | COM | 500255104 | 2,241 | 47,600 | SH | SOLE | 47,600 | 0 | 0 | ||
KRANESHARES TR | CSI CHI INTERN | 500767306 | 24,623 | 520,348 | SH | SOLE | 520,348 | 0 | 0 | ||
LEAR CORP | COM NEW | 521865204 | 1,956 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 2,501 | 26,700 | SH | SOLE | 26,700 | 0 | 0 | ||
LINCOLN NATL CORP IND | COM | 534187109 | 2,468 | 35,900 | SH | SOLE | 35,900 | 0 | 0 | ||
LOEWS CORP | COM | 540424108 | 2,357 | 43,700 | SH | SOLE | 43,700 | 0 | 0 | ||
LUMEN TECHNOLOGIES INC | COM | 550241103 | 2,117 | 170,900 | SH | SOLE | 170,900 | 0 | 0 | ||
M & T BK CORP | COM | 55261F104 | 2,345 | 15,700 | SH | SOLE | 15,700 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 2,617 | 174,900 | SH | SOLE | 174,900 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 2,612 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 2,561 | 34,100 | SH | SOLE | 34,100 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 2,364 | 38,300 | SH | SOLE | 38,300 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 2,165 | 30,500 | SH | SOLE | 30,500 | 0 | 0 | ||
MODERNA INC | COM | 60770K107 | 4,926 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
MOSAIC CO NEW | COM | 61945C103 | 2,433 | 68,100 | SH | SOLE | 68,100 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 3,042 | 74,500 | SH | SOLE | 74,500 | 0 | 0 | ||
NATIONAL FUEL GAS CO | COM | 636180101 | 2,484 | 47,300 | SH | SOLE | 47,300 | 0 | 0 | ||
NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 2,608 | 237,100 | SH | SOLE | 237,100 | 0 | 0 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 2,707 | 210,300 | SH | SOLE | 210,300 | 0 | 0 | ||
NEXSTAR MEDIA GROUP INC | CL A | 65336K103 | 2,614 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 2,305 | 23,400 | SH | SOLE | 23,400 | 0 | 0 | ||
OLD REP INTL CORP | COM | 680223104 | 2,244 | 97,000 | SH | SOLE | 97,000 | 0 | 0 | ||
OLIN CORP | COM PAR $1 | 680665205 | 2,456 | 50,900 | SH | SOLE | 50,900 | 0 | 0 | ||
ONEMAIN HLDGS INC | COM | 68268W103 | 2,368 | 42,800 | SH | SOLE | 42,800 | 0 | 0 | ||
OWENS CORNING NEW | COM | 690742101 | 2,069 | 24,200 | SH | SOLE | 24,200 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 2,341 | 243,900 | SH | SOLE | 243,900 | 0 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 2,547 | 56,200 | SH | SOLE | 56,200 | 0 | 0 | ||
PENSKE AUTOMOTIVE GRP INC | COM | 70959W103 | 3,088 | 30,700 | SH | SOLE | 30,700 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 2,796 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
PILGRIMS PRIDE CORP | COM | 72147K108 | 3,129 | 107,600 | SH | SOLE | 107,600 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 2,481 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
POLARIS INC | COM | 731068102 | 2,417 | 20,200 | SH | SOLE | 20,200 | 0 | 0 | ||
POPULAR INC | COM NEW | 733174700 | 2,416 | 31,100 | SH | SOLE | 31,100 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 | 2,492 | 38,700 | SH | SOLE | 38,700 | 0 | 0 | ||
PRUDENTIAL FINL INC | COM | 744320102 | 2,472 | 23,500 | SH | SOLE | 23,500 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 2,062 | 44,900 | SH | SOLE | 44,900 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 2,877 | 19,800 | SH | SOLE | 19,800 | 0 | 0 | ||
QUIDEL CORP | COM | 74838J101 | 3,359 | 23,800 | SH | SOLE | 23,800 | 0 | 0 | ||
QURATE RETAIL INC | COM SER A | 74915M100 | 1,924 | 188,800 | SH | SOLE | 188,800 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 3,026 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
REGIONS FINANCIAL CORP NEW | COM | 7591EP100 | 2,376 | 111,500 | SH | SOLE | 111,500 | 0 | 0 | ||
REINSURANCE GRP OF AMERICA I | COM NEW | 759351604 | 2,214 | 19,900 | SH | SOLE | 19,900 | 0 | 0 | ||
RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 2,108 | 14,800 | SH | SOLE | 14,800 | 0 | 0 | ||
ROCKET COS INC | COM CL A | 77311W101 | 2,053 | 128,000 | SH | SOLE | 128,000 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 2,225 | 126,400 | SH | SOLE | 126,400 | 0 | 0 | ||
SPDR SER TR | S&P BK ETF | 78464A797 | 29,101 | 550,000 | SH | SOLE | 550,000 | 0 | 0 | ||
SPDR SER TR | S&P OILGAS EXP | 78468R556 | 11,227 | 116,080 | SH | SOLE | 116,080 | 0 | 0 | ||
SPDR SER TR | S&P OILGAS EXP | 78468R556 | 91,816 | 949,301 | SH | SOLE | 949,301 | 0 | 0 | ||
SPDR SER TR | RUSSELL LOW VO | 78468R754 | 456,823 | 4,421,863 | SH | SOLE | 4,421,863 | 0 | 0 | ||
SPDR SER TR | RUSSELL MOMENT | 78468R762 | 265,783 | 2,713,457 | SH | SOLE | 2,713,457 | 0 | 0 | ||
SPDR SER TR | RUSSELL YIELD | 78468R770 | 523,313 | 5,617,235 | SH | SOLE | 5,617,235 | 0 | 0 | ||
SANTANDER CONSUMER USA HLDGS | COM | 80283M101 | 2,777 | 66,600 | SH | SOLE | 66,600 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 | 38,821 | 490,718 | SH | SOLE | 490,718 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 7,650 | 60,093 | SH | SOLE | 60,093 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 68,094 | 534,908 | SH | SOLE | 534,908 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 6,707 | 97,422 | SH | SOLE | 97,422 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 95,073 | 1,381,068 | SH | SOLE | 1,381,068 | 0 | 0 | ||
SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 17,179 | 457,744 | SH | SOLE | 457,744 | 0 | 0 | ||
SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | 106,189 | 2,829,456 | SH | SOLE | 2,829,456 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 39,134 | 399,981 | SH | SOLE | 399,981 | 0 | 0 | ||
SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 1,690 | 11,320 | SH | SOLE | 11,320 | 0 | 0 | ||
SELECT SECTOR SPDR TR | COMMUNICATION | 81369Y852 | 1,149 | 14,341 | SH | SOLE | 14,341 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 1,002 | 15,678 | SH | SOLE | 15,678 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 2,375 | 37,174 | SH | SOLE | 37,174 | 0 | 0 | ||
SILGAN HOLDINGS INC | COM | 827048109 | 2,313 | 60,300 | SH | SOLE | 60,300 | 0 | 0 | ||
STARWOOD PPTY TR INC | COM | 85571B105 | 2,421 | 99,200 | SH | SOLE | 99,200 | 0 | 0 | ||
STATE STR CORP | COM | 857477103 | 2,474 | 29,200 | SH | SOLE | 29,200 | 0 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 2,287 | 39,100 | SH | SOLE | 39,100 | 0 | 0 | ||
STERLING BANCORP DEL | COM | 85917A100 | 2,411 | 96,600 | SH | SOLE | 96,600 | 0 | 0 | ||
SYNOVUS FINL CORP | COM NEW | 87161C501 | 2,287 | 52,100 | SH | SOLE | 52,100 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 2,488 | 50,900 | SH | SOLE | 50,900 | 0 | 0 | ||
TEMPUR SEALY INTL INC | COM | 88023U101 | 3,082 | 66,400 | SH | SOLE | 66,400 | 0 | 0 | ||
THOR INDS INC | COM | 885160101 | 2,639 | 21,500 | SH | SOLE | 21,500 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 2,250 | 40,700 | SH | SOLE | 40,700 | 0 | 0 | ||
TRUIST FINL CORP | COM | 89832Q109 | 2,463 | 42,000 | SH | SOLE | 42,000 | 0 | 0 | ||
TYSON FOODS INC | CL A | 902494103 | 2,526 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
UMPQUA HLDGS CORP | COM | 904214103 | 2,693 | 133,000 | SH | SOLE | 133,000 | 0 | 0 | ||
UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 2,676 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 2,020 | 80,600 | SH | SOLE | 80,600 | 0 | 0 | ||
VANECK ETF TRUST | GOLD MINERS ET | 92189F106 | 4,782 | 162,272 | SH | SOLE | 162,272 | 0 | 0 | ||
VANECK ETF TRUST | GOLD MINERS ET | 92189F106 | 5,128 | 174,000 | SH | SOLE | 174,000 | 0 | 0 | ||
VANECK ETF TRUST | SEMICONDUCTR E | 92189F676 | 1,118 | 4,364 | SH | SOLE | 4,364 | 0 | 0 | ||
VANECK ETF TRUST | JUNIOR GOLD MI | 92189F791 | 7,371 | 192,263 | SH | SOLE | 192,263 | 0 | 0 | ||
VANGUARD WORLD FDS | ENERGY ETF | 92204A306 | 25,496 | 345,000 | SH | SOLE | 345,000 | 0 | 0 | ||
VANGUARD WORLD FDS | INDUSTRIAL ETF | 92204A603 | 1,879 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
VANGUARD INTL EQUITY INDEX F | FTSE EMR MKT E | 922042858 | 207,884 | 4,156,842 | SH | SOLE | 4,156,842 | 0 | 0 | ||
VANGUARD INDEX FDS | S&P 500 ETF SH | 922908363 | 1,274 | 3,230 | SH | SOLE | 3,230 | 0 | 0 | ||
VANGUARD INDEX FDS | S&P 500 ETF SH | 922908363 | 1,621 | 4,109 | SH | SOLE | 4,109 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 2,409 | 44,600 | SH | SOLE | 44,600 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 2,402 | 60,800 | SH | SOLE | 60,800 | 0 | 0 | ||
VIATRIS INC | COM | 92556V106 | 2,247 | 165,800 | SH | SOLE | 165,800 | 0 | 0 | ||
VICTORIAS SECRET AND CO | COMMON STOCK | 926400102 | 705 | 12,766 | SH | SOLE | 12,766 | 0 | 0 | ||
VIR BIOTECHNOLOGY INC | COM | 92764N102 | 155,473 | 3,572,438 | SH | SOLE | 3,572,438 | 0 | 0 | ||
VIRTU FINL INC | CL A | 928254101 | 1,950 | 79,800 | SH | SOLE | 79,800 | 0 | 0 | ||
VONTIER CORPORATION | COM | 928881101 | 2,493 | 74,200 | SH | SOLE | 74,200 | 0 | 0 | ||
VOYA FINANCIAL INC | COM | 929089100 | 2,388 | 38,900 | SH | SOLE | 38,900 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 2,193 | 46,600 | SH | SOLE | 46,600 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 2,434 | 44,700 | SH | SOLE | 44,700 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 2,520 | 54,300 | SH | SOLE | 54,300 | 0 | 0 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 2,742 | 25,200 | SH | SOLE | 25,200 | 0 | 0 | ||
WESTERN DIGITAL CORP. | COM | 958102105 | 1,846 | 32,700 | SH | SOLE | 32,700 | 0 | 0 | ||
WESTERN UN CO | COM | 959802109 | 2,042 | 101,000 | SH | SOLE | 101,000 | 0 | 0 | ||
WESTLAKE CHEM CORP | COM | 960413102 | 2,187 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 2,202 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
WINTRUST FINL CORP | COM | 97650W108 | 2,524 | 31,400 | SH | SOLE | 31,400 | 0 | 0 | ||
WISDOMTREE TR | EMG MKTS SMCAP | 97717W281 | 9,640 | 180,245 | SH | SOLE | 180,245 | 0 | 0 | ||
XEROX HOLDINGS CORP | COM NEW | 98421M106 | 2,136 | 105,900 | SH | SOLE | 105,900 | 0 | 0 | ||
ZIONS BANCORPORATION N A | COM | 989701107 | 2,711 | 43,800 | SH | SOLE | 43,800 | 0 | 0 |