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 |
ASML Holding NV | Common Equities | N07059210 | 2,079 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
Adobe Systems Inc | Common Equities | 00724F101 | 9,405 | 31,920 | SH | | SOLE | | 31,920 | 0 | 0 |
Align Technology Inc | Common Equities | 016255101 | 6,139 | 22,430 | SH | | SOLE | | 22,430 | 0 | 0 |
Alphabet Inc | Common Equities | 02079K305 | 25,819 | 23,845 | SH | | SOLE | | 23,845 | 0 | 0 |
Amazon.com Inc | Common Equities | 023135106 | 40,978 | 21,640 | SH | | SOLE | | 21,640 | 0 | 0 |
American Express Co | Common Equities | 025816109 | 7,644 | 61,930 | SH | | SOLE | | 61,930 | 0 | 0 |
Apple Inc | Common Equities | 037833100 | 36,799 | 185,930 | SH | | SOLE | | 185,930 | 0 | 0 |
Applied Materials Inc | Common Equities | 038222105 | 9,624 | 214,300 | SH | | SOLE | | 214,300 | 0 | 0 |
Aurora Cannabis Inc | Common Equities | 05156X108 | 2,071 | 264,850 | SH | | SOLE | | 264,850 | 0 | 0 |
BB&T Corp | Common Equities | 054937107 | 19,381 | 394,500 | SH | | SOLE | | 394,500 | 0 | 0 |
Bank of America Corp | Common Equities | 060505104 | 16,019 | 552,400 | SH | | SOLE | | 552,400 | 0 | 0 |
BlackRock Inc | Common Equities | 09247X101 | 5,563 | 11,855 | SH | | SOLE | | 11,855 | 0 | 0 |
Boeing Co/The | Common Equities | 097023105 | 4,499 | 12,360 | SH | | SOLE | | 12,360 | 0 | 0 |
Boston Scientific Corp | Common Equities | 101137107 | 15,034 | 349,800 | SH | | SOLE | | 349,800 | 0 | 0 |
CME Group Inc | Common Equities | 12572Q105 | 6,438 | 33,170 | SH | | SOLE | | 33,170 | 0 | 0 |
Canopy Growth Corp | Common Equities | 138035100 | 1,934 | 48,000 | SH | | SOLE | | 48,000 | 0 | 0 |
Caterpillar Inc | Common Equities | 149123101 | 6,501 | 47,700 | SH | | SOLE | | 47,700 | 0 | 0 |
Chevron Corp | Common Equities | 166764100 | 13,875 | 111,500 | SH | | SOLE | | 111,500 | 0 | 0 |
Chubb Ltd | Common Equities | H1467J104 | 6,524 | 44,300 | SH | | SOLE | | 44,300 | 0 | 0 |
Cisco Systems Inc | Common Equities | 17275R102 | 15,595 | 284,950 | SH | | SOLE | | 284,950 | 0 | 0 |
Citigroup Inc | Common Equities | 172967424 | 18,403 | 262,800 | SH | | SOLE | | 262,800 | 0 | 0 |
Coca-Cola Co/The | Common Equities | 191216100 | 15,087 | 296,300 | SH | | SOLE | | 296,300 | 0 | 0 |
Colgate-Palmolive Co | Common Equities | 194162103 | 10,141 | 141,500 | SH | | SOLE | | 141,500 | 0 | 0 |
Comcast Corp | Common Equities | 20030N101 | 11,182 | 264,480 | SH | | SOLE | | 264,480 | 0 | 0 |
Communication Services Select Sector SPDR Fund | Exchange Traded Fund | 81369Y852 | 13,210 | 268,400 | SH | | SOLE | | 268,400 | 0 | 0 |
ConocoPhillips | Common Equities | 20825C104 | 4,385 | 71,900 | SH | | SOLE | | 71,900 | 0 | 0 |
Consumer Discretionary Select Sector SPDR Fund | Exchange Traded Fund | 81369Y407 | 13,846 | 116,160 | SH | | SOLE | | 116,160 | 0 | 0 |
Consumer Staples Select Sector SPDR Fund | Exchange Traded Fund | 81369Y308 | 9,737 | 167,680 | SH | | SOLE | | 167,680 | 0 | 0 |
Cronos Group Inc | Common Equities | 22717L101 | 1,749 | 109,450 | SH | | SOLE | | 109,450 | 0 | 0 |
Cummins Inc | Common Equities | 231021106 | 10,880 | 63,500 | SH | | SOLE | | 63,500 | 0 | 0 |
Devon Energy Corp | Common Equities | 25179M103 | 5,704 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
EOG Resources Inc | Common Equities | 26875P101 | 4,704 | 50,500 | SH | | SOLE | | 50,500 | 0 | 0 |
Edwards Lifesciences Corp | Common Equities | 28176E108 | 12,033 | 65,140 | SH | | SOLE | | 65,140 | 0 | 0 |
Energy Select Sector SPDR Fund | Exchange Traded Fund | 81369Y506 | 198,664 | 3,118,256 | SH | | SOLE | | 3,118,256 | 0 | 0 |
Exxon Mobil Corp | Common Equities | 30231G102 | 10,732 | 140,050 | SH | | SOLE | | 140,050 | 0 | 0 |
Facebook Inc | Common Equities | 30303M102 | 19,295 | 99,975 | SH | | SOLE | | 99,975 | 0 | 0 |
Financial Select Sector SPDR Fund | Exchange Traded Fund | 81369Y605 | 19,583 | 709,530 | SH | | SOLE | | 709,530 | 0 | 0 |
Goldman Sachs Group Inc/The | Common Equities | 38141G104 | 8,629 | 42,175 | SH | | SOLE | | 42,175 | 0 | 0 |
Halliburton Co | Common Equities | 406216101 | 3,899 | 171,500 | SH | | SOLE | | 171,500 | 0 | 0 |
Health Care Select Sector SPDR Fund | Exchange Traded Fund | 81369Y209 | 22,942 | 247,650 | SH | | SOLE | | 247,650 | 0 | 0 |
Home Depot Inc/The | Common Equities | 437076102 | 15,564 | 74,840 | SH | | SOLE | | 74,840 | 0 | 0 |
Honeywell International Inc | Common Equities | 438516106 | 6,547 | 37,500 | SH | | SOLE | | 37,500 | 0 | 0 |
Illinois Tool Works Inc | Common Equities | 452308109 | 10,330 | 68,500 | SH | | SOLE | | 68,500 | 0 | 0 |
Illumina Inc | Common Equities | 452327109 | 15,532 | 42,190 | SH | | SOLE | | 42,190 | 0 | 0 |
Independent Bank Group Inc | Common Equities | 45384B106 | 2,107 | 38,350 | SH | | SOLE | | 38,350 | 0 | 0 |
Industrial Select Sector SPDR Fund | Exchange Traded Fund | 81369Y704 | 14,013 | 181,000 | SH | | SOLE | | 181,000 | 0 | 0 |
Intel Corp | Common Equities | 458140100 | 10,220 | 213,500 | SH | | SOLE | | 213,500 | 0 | 0 |
Intuitive Surgical Inc | Common Equities | 46120E602 | 14,954 | 28,510 | SH | | SOLE | | 28,510 | 0 | 0 |
Invesco DB Commodity Index Tracking Fund | Exchange Traded Fund | 46138B103 | 4,011 | 255,000 | SH | | SOLE | | 255,000 | 0 | 0 |
JPMorgan Chase & Co | Common Equities | 46625H100 | 18,033 | 161,300 | SH | | SOLE | | 161,300 | 0 | 0 |
Johnson & Johnson | Common Equities | 478160104 | 13,830 | 99,300 | SH | | SOLE | | 99,300 | 0 | 0 |
Kimberly-Clark Corp | Common Equities | 494368103 | 10,195 | 76,500 | SH | | SOLE | | 76,500 | 0 | 0 |
Martin Marietta Materials Inc | Common Equities | 573284106 | 11,997 | 52,140 | SH | | SOLE | | 52,140 | 0 | 0 |
Mastercard Inc | Common Equities | 57636Q104 | 17,142 | 64,805 | SH | | SOLE | | 64,805 | 0 | 0 |
Materials Select Sector SPDR Fund | Exchange Traded Fund | 81369Y100 | 3,780 | 64,620 | SH | | SOLE | | 64,620 | 0 | 0 |
McDonald's Corp | Common Equities | 580135101 | 14,380 | 69,250 | SH | | SOLE | | 69,250 | 0 | 0 |
Microsoft Corp | Common Equities | 594918104 | 44,510 | 332,270 | SH | | SOLE | | 332,270 | 0 | 0 |
Morgan Stanley | Common Equities | 617446448 | 8,319 | 189,900 | SH | | SOLE | | 189,900 | 0 | 0 |
NIKE Inc | Common Equities | 654106103 | 10,443 | 124,400 | SH | | SOLE | | 124,400 | 0 | 0 |
Netflix Inc | Common Equities | 64110L106 | 9,173 | 24,975 | SH | | SOLE | | 24,975 | 0 | 0 |
Oracle Corp | Common Equities | 68389X105 | 6,782 | 119,050 | SH | | SOLE | | 119,050 | 0 | 0 |
Parker-Hannifin Corp | Common Equities | 701094104 | 13,085 | 76,970 | SH | | SOLE | | 76,970 | 0 | 0 |
Pfizer Inc | Common Equities | 717081103 | 17,306 | 399,500 | SH | | SOLE | | 399,500 | 0 | 0 |
Procter & Gamble Co/The | Common Equities | 742718109 | 7,445 | 67,900 | SH | | SOLE | | 67,900 | 0 | 0 |
Real Estate Select Sector SPDR Fund | Exchange Traded Fund | 81369Y860 | 3,384 | 92,055 | SH | | SOLE | | 92,055 | 0 | 0 |
Royal Bank of Canada | Common Equities | 780087102 | 4,327 | 54,500 | SH | | SOLE | | 54,500 | 0 | 0 |
SPDR Portfolio Long Term Treasury ETF | Exchange Traded Fund | 78464A664 | 89,676 | 2,350,000 | SH | | SOLE | | 2,350,000 | 0 | 0 |
STMicroelectronics NV | Common Equities | 861012102 | 2,043 | 116,000 | SH | | SOLE | | 116,000 | 0 | 0 |
Schlumberger Ltd | Common Equities | 806857108 | 5,611 | 141,200 | SH | | SOLE | | 141,200 | 0 | 0 |
Technology Select Sector SPDR Fund | Exchange Traded Fund | 81369Y803 | 30,514 | 391,010 | SH | | SOLE | | 391,010 | 0 | 0 |
Thermo Fisher Scientific Inc | Common Equities | 883556102 | 12,355 | 42,070 | SH | | SOLE | | 42,070 | 0 | 0 |
Travelers Cos Inc/The | Common Equities | 89417E109 | 6,511 | 43,550 | SH | | SOLE | | 43,550 | 0 | 0 |
United Parcel Service Inc | Common Equities | 911312106 | 12,294 | 119,050 | SH | | SOLE | | 119,050 | 0 | 0 |
United Technologies Corp | Common Equities | 913017109 | 6,913 | 53,100 | SH | | SOLE | | 53,100 | 0 | 0 |
UnitedHealth Group Inc | Common Equities | 91324P102 | 14,477 | 59,330 | SH | | SOLE | | 59,330 | 0 | 0 |
Utilities Select Sector SPDR Fund | Exchange Traded Fund | 81369Y886 | 65,310 | 1,095,270 | SH | | SOLE | | 1,095,270 | 0 | 0 |
Vanguard Extended Market ETF | Exchange Traded Fund | 922908652 | 89,290 | 753,000 | SH | | SOLE | | 753,000 | 0 | 0 |
Vanguard FTSE Developed Markets ETF | Exchange Traded Fund | 921943858 | 51,303 | 1,230,000 | SH | | SOLE | | 1,230,000 | 0 | 0 |
Vanguard Russell 2000 ETF | Exchange Traded Fund | 92206C664 | 3,373 | 27,000 | SH | | SOLE | | 27,000 | 0 | 0 |
Vanguard S&P 500 ETF | Exchange Traded Fund | 922908363 | 156,376 | 581,000 | SH | | SOLE | | 581,000 | 0 | 0 |
Vertex Pharmaceuticals Inc | Common Equities | 92532F100 | 6,225 | 33,950 | SH | | SOLE | | 33,950 | 0 | 0 |
Visa Inc | Common Equities | 92826C839 | 19,637 | 113,150 | SH | | SOLE | | 113,150 | 0 | 0 |
Walmart Inc | Common Equities | 931142103 | 13,722 | 124,200 | SH | | SOLE | | 124,200 | 0 | 0 |
Walt Disney Co/The | Common Equities | 254687106 | 11,501 | 82,365 | SH | | SOLE | | 82,365 | 0 | 0 |
iShares Core MSCI EAFE ETF | Exchange Traded Fund | 46432F842 | 63,549 | 1,035,000 | SH | | SOLE | | 1,035,000 | 0 | 0 |
iShares Core MSCI Emerging Markets ETF | Exchange Traded Fund | 46434G103 | 82,807 | 1,609,789 | SH | | SOLE | | 1,609,789 | 0 | 0 |
iShares Core U.S. Aggregate Bond ETF | Exchange Traded Fund | 464287226 | 108,566 | 975,000 | SH | | SOLE | | 975,000 | 0 | 0 |
iShares MSCI Canada ETF | Exchange Traded Fund | 464286509 | 10,983 | 383,766 | SH | | SOLE | | 383,766 | 0 | 0 |
iShares MSCI EAFE Growth ETF | Exchange Traded Fund | 464288885 | 20,304 | 251,389 | SH | | SOLE | | 251,389 | 0 | 0 |
iShares MSCI EAFE Small-Cap ETF | Exchange Traded Fund | 464288273 | 9,127 | 159,010 | SH | | SOLE | | 159,010 | 0 | 0 |
iShares MSCI EAFE Value ETF | Exchange Traded Fund | 464288877 | 7,609 | 158,291 | SH | | SOLE | | 158,291 | 0 | 0 |
iShares MSCI Emerging Markets ETF | Exchange Traded Fund | 464287234 | 14,460 | 337,000 | SH | | SOLE | | 337,000 | 0 | 0 |
iShares Nasdaq Biotechnology ETF | Exchange Traded Fund | 464287556 | 45,538 | 417,400 | SH | | SOLE | | 417,400 | 0 | 0 |
iShares Russell 1000 Value ETF | Exchange Traded Fund | 464287598 | 19,719 | 155,000 | SH | | SOLE | | 155,000 | 0 | 0 |
iShares Russell 2000 ETF | Exchange Traded Fund | 464287655 | 8,920 | 57,366 | SH | | SOLE | | 57,366 | 0 | 0 |
iShares S&P 500 Growth ETF | Exchange Traded Fund | 464287309 | 20,338 | 113,469 | SH | | SOLE | | 113,469 | 0 | 0 |
iShares S&P 500 Value ETF | Exchange Traded Fund | 464287408 | 12,449 | 106,797 | SH | | SOLE | | 106,797 | 0 | 0 |
iShares S&P Mid-Cap 400 Growth ETF | Exchange Traded Fund | 464287606 | 7,139 | 31,553 | SH | | SOLE | | 31,553 | 0 | 0 |
iShares S&P Mid-Cap 400 Value ETF | Exchange Traded Fund | 464287705 | 6,148 | 38,558 | SH | | SOLE | | 38,558 | 0 | 0 |
iShares U.S. Real Estate ETF | Exchange Traded Fund | 464287739 | 128,275 | 1,469,200 | SH | | SOLE | | 1,469,200 | 0 | 0 |
iShares US Telecommunications ETF | Exchange Traded Fund | 464287713 | 58,302 | 1,979,700 | SH | | SOLE | | 1,979,700 | 0 | 0 |
salesforce.com Inc | Common Equities | 79466L302 | 9,629 | 63,465 | SH | | SOLE | | 63,465 | 0 | 0 |