The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8

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
AFLAC INC COM 001055102 213,371 4,875,939 SH   SOLE   4,875,939 0 0
AGCO CORP COM 001084102 1,563 24,100 SH   SOLE   24,100 0 0
AGNC INVT CORP COM 00123Q104 266,882 14,105,800 SH   SOLE   14,105,800 0 0
AES CORP COM 00130H105 2,210 194,405 SH   SOLE   194,405 0 0
AMC NETWORKS INC CL A 00164V103 928 17,950 SH   SOLE   17,950 0 0
ATT INC COM 00206R102 76,172 2,136,659 SH   SOLE   2,136,659 0 0
AARONS INC COM PAR 050 002535300 1,049 22,500 SH   SOLE   22,500 0 0
ABBOTT LABS COM 002824100 45,032 751,543 SH   SOLE   751,543 0 0
ABBVIE INC COM 00287Y109 63,615 672,103 SH   SOLE   672,103 0 0
ABIOMED INC COM 003654100 42,281 145,300 SH   SOLE   145,300 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,168 29,800 SH   SOLE   29,800 0 0
ACI WORLDWIDE INC COM 004498101 1,002 42,250 SH   SOLE   42,250 0 0
ACTIVISION BLIZZARD INC COM 00507V109 15,067 223,344 SH   SOLE   223,344 0 0
ACUITY BRANDS INC COM 00508Y102 1,726 12,400 SH   SOLE   12,400 0 0
ACXIOM CORP COM 005125109 656 28,900 SH   SOLE   28,900 0 0
ADOBE SYS INC COM 00724F101 113,237 524,053 SH   SOLE   524,053 0 0
ADTALEM GLOBAL ED INC COM 00737L103 1,046 22,000 SH   SOLE   22,000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,581 21,768 SH   SOLE   21,768 0 0
AECOM COM 00766T100 2,067 58,000 SH   SOLE   58,000 0 0
ADVANCED MICRO DEVICES COM 007903107 12,487 1,242,500 SH   SOLE   1,242,500 0 0
AETNA INC NEW COM 00817Y108 16,264 96,234 SH   SOLE   96,234 0 0
AFFILIATED MANAGERS GROUP COM 008252108 3,044 16,056 SH   SOLE   16,056 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,353 94,969 SH   SOLE   94,969 0 0
AIR PRODS CHEMS INC COM 009158106 10,258 64,502 SH   SOLE   64,502 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,551 50,023 SH   SOLE   50,023 0 0
AKORN INC COM 009728106 640 34,200 SH   SOLE   34,200 0 0
ALASKA AIR GROUP INC COM 011659109 2,243 36,196 SH   SOLE   36,196 0 0
ALBEMARLE CORP COM 012653101 3,018 32,540 SH   SOLE   32,540 0 0
ALEXANDER BALDWIN INC NEW COM 014491104 570 24,639 SH   SOLE   24,639 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,722 29,800 SH   SOLE   29,800 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 40,714 365,278 SH   SOLE   365,278 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 32,670 178,000 SH   SOLE   178,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 5,324 21,200 SH   SOLE   21,200 0 0
ALLEGHANY CORP DEL COM 017175100 3,441 5,600 SH   SOLE   5,600 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,085 45,800 SH   SOLE   45,800 0 0
ALLETE INC COM 018522300 1,337 18,500 SH   SOLE   18,500 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,023 14,203 SH   SOLE   14,203 0 0
ALLIANT ENERGY CORP COM 018802108 2,785 68,156 SH   SOLE   68,156 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 814 65,900 SH   SOLE   65,900 0 0
ALLSTATE CORP COM 020002101 9,891 104,337 SH   SOLE   104,337 0 0
ALLY FINL INC COM 02005N100 102,164 3,762,933 SH   SOLE   3,762,933 0 0
ALPHABET INC CAP STK CL C 02079K107 92,466 89,617 SH   SOLE   89,617 0 0
ALPHABET INC CAP STK CL A 02079K305 226,862 218,738 SH   SOLE   218,738 0 0
ALTRIA GROUP INC COM 02209S103 56,873 912,602 SH   SOLE   912,602 0 0
AMAZON COM INC COM 023135106 230,275 159,102 SH   SOLE   159,102 0 0
AMEREN CORP COM 023608102 4,045 71,422 SH   SOLE   71,422 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 6,441 123,956 SH   SOLE   123,956 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,919 49,700 SH   SOLE   49,700 0 0
AMERICAN ELEC PWR INC COM 025537101 9,937 144,881 SH   SOLE   144,881 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,223 61,375 SH   SOLE   61,375 0 0
AMERICAN EXPRESS CO COM 025816109 110,098 1,180,301 SH   SOLE   1,180,301 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,816 25,090 SH   SOLE   25,090 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 14,402 264,652 SH   SOLE   264,652 0 0
AMERICAN PUBLIC EDUCATION COM 02913V103 12,656 294,320 SH   SOLE   294,320 0 0
AMERICAN TOWER CORP NEW COM 03027X100 18,869 129,826 SH   SOLE   129,826 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,314 52,528 SH   SOLE   52,528 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,128 47,884 SH   SOLE   47,884 0 0
AMERIPRISE FINL INC COM 03076C106 6,379 43,116 SH   SOLE   43,116 0 0
AMETEK INC NEW COM 031100100 5,172 68,084 SH   SOLE   68,084 0 0
AMGEN INC COM 031162100 33,549 196,794 SH   SOLE   196,794 0 0
AMPHENOL CORP NEW CL A 032095101 7,748 89,952 SH   SOLE   89,952 0 0
ANADARKO PETE CORP COM 032511107 9,734 161,127 SH   SOLE   161,127 0 0
ANALOG DEVICES INC COM 032654105 9,924 108,895 SH   SOLE   108,895 0 0
ANDEAVOR COM 03349M105 4,189 41,661 SH   SOLE   41,661 0 0
ANSYS INC COM 03662Q105 3,870 24,700 SH   SOLE   24,700 0 0
ANTHEM INC COM 036752103 16,531 75,244 SH   SOLE   75,244 0 0
APACHE CORP COM 037411105 4,321 112,294 SH   SOLE   112,294 0 0
APARTMENT INVT MGMT CO CL A 03748R101 1,888 46,328 SH   SOLE   46,328 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 93,226 5,184,968 SH   SOLE   5,184,968 0 0
APPLE INC COM 037833100 430,874 2,568,091 SH   SOLE   2,568,091 0 0
APPLIED MATLS INC COM 038222105 32,482 584,109 SH   SOLE   584,109 0 0
APTARGROUP INC COM 038336103 2,030 22,600 SH   SOLE   22,600 0 0
AQUA AMERICA INC COM 03836W103 2,208 64,816 SH   SOLE   64,816 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,139 164,600 SH   SOLE   164,600 0 0
ARCONIC INC COM 03965L100 2,881 125,034 SH   SOLE   125,034 0 0
ARROW ELECTRS INC COM 042735100 2,462 31,962 SH   SOLE   31,962 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,581 22,653 SH   SOLE   22,653 0 0
ASSOCIATED BANC CORP COM 045487105 1,545 62,189 SH   SOLE   62,189 0 0
ASSURANT INC COM 04621X108 1,413 15,457 SH   SOLE   15,457 0 0
ATMOS ENERGY CORP COM 049560105 3,403 40,400 SH   SOLE   40,400 0 0
AURINIA PHARMACEUTICALS INC COM 05156V102 117 22,500 SH   SOLE   22,500 0 0
AUTODESK INC COM 052769106 8,140 64,820 SH   SOLE   64,820 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 14,807 130,481 SH   SOLE   130,481 0 0
AUTONATION INC COM 05329W102 1,020 21,800 SH   SOLE   21,800 0 0
AUTOZONE INC COM 053332102 5,231 8,064 SH   SOLE   8,064 0 0
AVALONBAY CMNTYS INC COM 053484101 6,681 40,623 SH   SOLE   40,623 0 0
AVERY DENNISON CORP COM 053611109 2,755 25,926 SH   SOLE   25,926 0 0
AVIS BUDGET GROUP COM 053774105 1,218 26,000 SH   SOLE   26,000 0 0
AVNET INC COM 053807103 1,827 43,740 SH   SOLE   43,740 0 0
BB T CORP COM 054937107 11,910 228,861 SH   SOLE   228,861 0 0
BAKER HUGHES A GE CO CL A 05722G100 3,455 124,401 SH   SOLE   124,401 0 0
BALL CORP COM 058498106 4,092 103,052 SH   SOLE   103,052 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 973 30,600 SH   SOLE   30,600 0 0
BANK AMER CORP COM 060505104 84,471 2,816,635 SH   SOLE   2,816,635 0 0
BANK AMER CORP W EXP 1028201 060505153 21,863 10,986,671 SH   SOLE   10,986,671 0 0
BANK HAWAII CORP COM 062540109 1,279 15,390 SH   SOLE   15,390 0 0
BANK OF THE OZARKS COM 063904106 2,138 44,300 SH   SOLE   44,300 0 0
BANK NEW YORK MELLON CORP COM 064058100 15,317 297,248 SH   SOLE   297,248 0 0
BAXTER INTL INC COM 071813109 9,517 146,322 SH   SOLE   146,322 0 0
BECTON DICKINSON CO COM 075887109 2,352 10,853 SH   SOLE   10,853 0 0
BED BATH BEYOND INC COM 075896100 1,089 51,900 SH   SOLE   51,900 0 0
BELDEN INC COM 077454106 1,055 15,300 SH   SOLE   15,300 0 0
BEMIS INC COM 081437105 1,445 33,200 SH   SOLE   33,200 0 0
BERKLEY W R CORP COM 084423102 2,541 34,955 SH   SOLE   34,955 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 34,696 116 SH   SOLE   116 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 217,904 1,092,362 SH   SOLE   1,092,362 0 0
BEST BUY INC COM 086516101 5,243 74,904 SH   SOLE   74,904 0 0
BIG LOTS INC COM 089302103 666 15,300 SH   SOLE   15,300 0 0
BIO RAD LABS INC CL A 090572207 1,851 7,400 SH   SOLE   7,400 0 0
BIOGEN INC COM 09062X103 17,053 62,277 SH   SOLE   62,277 0 0
BIO TECHNE CORP COM 09073M104 2,069 13,700 SH   SOLE   13,700 0 0
BLACK HILLS CORP COM 092113109 1,058 19,490 SH   SOLE   19,490 0 0
BLACKBAUD INC COM 09227Q100 1,782 17,500 SH   SOLE   17,500 0 0
BLACKROCK INC COM 09247X101 19,762 36,480 SH   SOLE   36,480 0 0
BLOCK H R INC COM 093671105 1,563 61,498 SH   SOLE   61,498 0 0
BOEING CO COM 097023105 70,642 215,450 SH   SOLE   215,450 0 0
BOOKING HLDGS INC COM 09857L108 65,168 31,325 SH   SOLE   31,325 0 0
BORGWARNER INC COM 099724106 2,928 58,296 SH   SOLE   58,296 0 0
BOSTON BEER INC CL A 100557107 605 3,200 SH   SOLE   3,200 0 0
BOSTON PROPERTIES INC COM 101121101 5,598 45,428 SH   SOLE   45,428 0 0
BOSTON SCIENTIFIC CORP COM 101137107 11,059 404,796 SH   SOLE   404,796 0 0
BOYD GAMING CORP COM 103304101 953 29,900 SH   SOLE   29,900 0 0
BRIDGEPOINT ED INC COM 10807M105 9,121 1,353,331 SH   SOLE   1,353,331 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,448 28,180 SH   SOLE   28,180 0 0
BRINKER INTL INC COM 109641100 609 16,877 SH   SOLE   16,877 0 0
BRINKS CO COM 109696104 1,313 18,400 SH   SOLE   18,400 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 47,268 747,317 SH   SOLE   747,317 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6,096 55,572 SH   SOLE   55,572 0 0
BROWN BROWN INC COM 115236101 2,122 83,400 SH   SOLE   83,400 0 0
BROWN FORMAN CORP CL B 115637209 4,188 76,992 SH   SOLE   76,992 0 0
BRUNSWICK CORP COM 117043109 1,895 31,900 SH   SOLE   31,900 0 0
BURLINGTON STORES INC COM 122017106 1,598 12,000 SH   SOLE   12,000 0 0
CBS CORP NEW CL B 124857202 5,223 101,627 SH   SOLE   101,627 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 3,788 33,200 SH   SOLE   33,200 0 0
CBRE GROUP INC CL A 12504L109 34,916 739,432 SH   SOLE   739,432 0 0
CDK GLOBAL INC COM 12508E101 2,920 46,100 SH   SOLE   46,100 0 0
CF INDS HLDGS INC COM 125269100 2,589 68,625 SH   SOLE   68,625 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,854 41,129 SH   SOLE   41,129 0 0
CIGNA CORP COM 125509109 11,998 71,528 SH   SOLE   71,528 0 0
CME GROUP INC COM CL A 12572Q105 16,203 100,177 SH   SOLE   100,177 0 0
CMS ENERGY CORP COM 125896100 3,765 83,135 SH   SOLE   83,135 0 0
CNO FINL GROUP INC COM 12621E103 1,318 60,800 SH   SOLE   60,800 0 0
CSX CORP COM 126408103 14,553 261,231 SH   SOLE   261,231 0 0
CSRA INC COM 12650T104 1,990 48,257 SH   SOLE   48,257 0 0
CNX RESOURCES CORPORATION COM 12653C108 1,133 73,400 SH   SOLE   73,400 0 0
CVS HEALTH CORP COM 126650100 183,510 2,949,840 SH   SOLE   2,949,840 0 0
CA INC COM 12673P105 30,045 886,280 SH   SOLE   886,280 0 0
CABLE ONE INC COM 12685J105 1,168 1,700 SH   SOLE   1,700 0 0
CABOT CORP COM 127055101 1,253 22,480 SH   SOLE   22,480 0 0
CABOT OIL GAS CORP COM 127097103 3,252 135,632 SH   SOLE   135,632 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,063 83,300 SH   SOLE   83,300 0 0
CALLON PETE CO DEL COM 13123X102 974 73,600 SH   SOLE   73,600 0 0
CAMDEN PPTY TR SH BEN INT 133131102 2,845 33,800 SH   SOLE   33,800 0 0
CAMPBELL SOUP CO COM 134429109 2,454 56,659 SH   SOLE   56,659 0 0
CANTEL MEDICAL CORP COM 138098108 1,448 13,000 SH   SOLE   13,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 13,716 143,148 SH   SOLE   143,148 0 0
CARDINAL HEALTH INC COM 14149Y108 5,805 92,615 SH   SOLE   92,615 0 0
CARLISLE COS INC COM 142339100 2,351 22,520 SH   SOLE   22,520 0 0
CARMAX INC COM 143130102 3,296 53,205 SH   SOLE   53,205 0 0
CARNIVAL CORP UNIT 99999999 143658300 7,841 119,560 SH   SOLE   119,560 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 754 17,100 SH   SOLE   17,100 0 0
CARS COM INC COM 14575E105 739 26,099 SH   SOLE   26,099 0 0
CARTER INC COM 146229109 1,791 17,200 SH   SOLE   17,200 0 0
CASEYS GEN STORES INC COM 147528103 1,504 13,700 SH   SOLE   13,700 0 0
CATALENT INC COM 148806102 1,996 48,600 SH   SOLE   48,600 0 0
CATERPILLAR INC DEL COM 149123101 25,934 175,966 SH   SOLE   175,966 0 0
CATHAY GEN BANCORP COM 149150104 1,111 27,800 SH   SOLE   27,800 0 0
CELGENE CORP COM 151020104 19,756 221,452 SH   SOLE   221,452 0 0
CENTENE CORP DEL COM 15135B101 5,464 51,124 SH   SOLE   51,124 0 0
CENTERPOINT ENERGY INC COM 15189T107 3,476 126,862 SH   SOLE   126,862 0 0
CENTURYLINK INC COM 156700106 4,705 286,376 SH   SOLE   286,376 0 0
CERNER CORP COM 156782104 5,398 93,068 SH   SOLE   93,068 0 0
CHARLES RIV LABS INTL INC COM 159864107 1,847 17,300 SH   SOLE   17,300 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 17,055 54,800 SH   SOLE   54,800 0 0
CHEESECAKE FACTORY INC COM 163072101 752 15,599 SH   SOLE   15,599 0 0
CHEMICAL FINL CORP COM 163731102 1,422 26,000 SH   SOLE   26,000 0 0
CHEMOURS CO COM 163851108 3,288 67,500 SH   SOLE   67,500 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,001 331,400 SH   SOLE   331,400 0 0
CHEVRON CORP NEW COM 166764100 64,132 562,368 SH   SOLE   562,368 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,339 7,240 SH   SOLE   7,240 0 0
CHURCH DWIGHT INC COM 171340102 3,617 71,824 SH   SOLE   71,824 0 0
CHURCHILL DOWNS INC COM 171484108 1,004 4,114 SH   SOLE   4,114 0 0
CIENA CORP COM 171779309 1,362 52,600 SH   SOLE   52,600 0 0
CIMAREX ENERGY CO COM 171798101 2,625 28,080 SH   SOLE   28,080 0 0
CINCINNATI FINL CORP COM 172062101 3,262 43,921 SH   SOLE   43,921 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,454 38,600 SH   SOLE   38,600 0 0
CIRRUS LOGIC INC COM 172755100 939 23,100 SH   SOLE   23,100 0 0
CISCO SYS INC COM 17275R102 60,831 1,418,291 SH   SOLE   1,418,291 0 0
CINTAS CORP COM 172908105 4,327 25,367 SH   SOLE   25,367 0 0
CITIGROUP INC COM NEW 172967424 51,074 756,656 SH   SOLE   756,656 0 0
CITIZENS FINL GROUP INC COM 174610105 6,024 143,500 SH   SOLE   143,500 0 0
CITRIX SYS INC COM 177376100 3,533 38,074 SH   SOLE   38,074 0 0
CLEAN HARBORS INC COM 184496107 913 18,700 SH   SOLE   18,700 0 0
CLOROX CO DEL COM 189054109 5,067 38,070 SH   SOLE   38,070 0 0
COCA COLA CO COM 191216100 49,091 1,130,338 SH   SOLE   1,130,338 0 0
COGNEX CORP COM 192422103 3,291 63,300 SH   SOLE   63,300 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 13,939 173,154 SH   SOLE   173,154 0 0
COHERENT INC COM 192479103 1,687 9,000 SH   SOLE   9,000 0 0
COLGATE PALMOLIVE CO COM 194162103 18,471 257,684 SH   SOLE   257,684 0 0
COMCAST CORP NEW CL A 20030N101 60,940 1,783,422 SH   SOLE   1,783,422 0 0
COMERICA INC COM 200340107 4,881 50,876 SH   SOLE   50,876 0 0
COMMERCE BANCSHARES INC COM 200525103 2,050 34,223 SH   SOLE   34,223 0 0
COMMERCIAL METALS CO COM 201723103 870 42,500 SH   SOLE   42,500 0 0
COMMVAULT SYSTEMS INC COM 204166102 869 15,200 SH   SOLE   15,200 0 0
COMPASS MINERALS INTL INC COM 20451N101 742 12,300 SH   SOLE   12,300 0 0
CONAGRA BRANDS INC COM 205887102 4,351 117,971 SH   SOLE   117,971 0 0
CONCHO RES INC COM 20605P101 6,604 43,932 SH   SOLE   43,932 0 0
CONOCOPHILLIPS COM 20825C104 20,500 345,755 SH   SOLE   345,755 0 0
CONSOLIDATED EDISON INC COM 209115104 7,126 91,428 SH   SOLE   91,428 0 0
CONSTELLATION BRANDS INC CL A 21036P108 11,504 50,475 SH   SOLE   50,475 0 0
CONVERGYS CORP COM 212485106 756 33,400 SH   SOLE   33,400 0 0
COOPER COS INC COM NEW 216648402 3,301 14,428 SH   SOLE   14,428 0 0
COOPER TIRE RUBR CO COM 216831107 542 18,500 SH   SOLE   18,500 0 0
COPART INC COM 217204106 3,749 73,604 SH   SOLE   73,604 0 0
CORESITE RLTY CORP COM 21870Q105 1,253 12,500 SH   SOLE   12,500 0 0
CORELOGIC INC COM 21871D103 1,343 29,700 SH   SOLE   29,700 0 0
CORECIVIC INC COM 21871N101 842 43,112 SH   SOLE   43,112 0 0
CORNING INC COM 219350105 7,134 255,869 SH   SOLE   255,869 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 953 36,900 SH   SOLE   36,900 0 0
COSTCO WHSL CORP NEW COM 22160K105 24,352 129,236 SH   SOLE   129,236 0 0
COTY INC COM CL A 222070203 2,543 138,989 SH   SOLE   138,989 0 0
COUSINS PPTYS INC COM 222795106 1,329 153,100 SH   SOLE   153,100 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,385 8,700 SH   SOLE   8,700 0 0
CRANE CO COM 224399105 1,709 18,432 SH   SOLE   18,432 0 0
CREE INC COM 225447101 1,443 35,800 SH   SOLE   35,800 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 16,099 146,874 SH   SOLE   146,874 0 0
CULLEN FROST BANKERS INC COM 229899109 2,238 21,100 SH   SOLE   21,100 0 0
CUMMINS INC COM 231021106 7,434 45,864 SH   SOLE   45,864 0 0
CURTISS WRIGHT CORP COM 231561101 2,175 16,100 SH   SOLE   16,100 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,195 129,400 SH   SOLE   129,400 0 0
CYRUSONE INC COM 23283R100 1,792 35,000 SH   SOLE   35,000 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 1,927 34,200 SH   SOLE   34,200 0 0
D R HORTON INC COM 23331A109 4,417 100,760 SH   SOLE   100,760 0 0
DST SYS INC DEL COM 233326107 1,807 21,600 SH   SOLE   21,600 0 0
DTE ENERGY CO COM 233331107 5,515 52,823 SH   SOLE   52,823 0 0
DXC TECHNOLOGY CO COM 23355L106 10,066 100,125 SH   SOLE   100,125 0 0
DANA INCORPORATED COM 235825205 1,363 52,900 SH   SOLE   52,900 0 0
DANAHER CORP DEL COM 235851102 17,699 180,767 SH   SOLE   180,767 0 0
DARDEN RESTAURANTS INC COM 237194105 3,099 36,353 SH   SOLE   36,353 0 0
DAVITA INC COM 23918K108 2,826 42,858 SH   SOLE   42,858 0 0
DECKERS OUTDOOR CORP COM 243537107 1,044 11,600 SH   SOLE   11,600 0 0
DEERE CO COM 244199105 14,810 95,354 SH   SOLE   95,354 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 10,492 191,432 SH   SOLE   191,432 0 0
DELUXE CORP COM 248019101 1,292 17,462 SH   SOLE   17,462 0 0
DENTSPLY SIRONA INC COM 24906P109 3,404 67,666 SH   SOLE   67,666 0 0
DEVON ENERGY CORP NEW COM 25179M103 4,923 154,863 SH   SOLE   154,863 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 345 23,500 SH   SOLE   23,500 0 0
DICKS SPORTING GOODS INC COM 253393102 1,055 30,100 SH   SOLE   30,100 0 0
DIEBOLD NXDF INC COM 253651103 418 27,130 SH   SOLE   27,130 0 0
DIGITAL RLTY TR INC COM 253868103 6,371 60,460 SH   SOLE   60,460 0 0
DILLARDS INC CL A 254067101 603 7,500 SH   SOLE   7,500 0 0
DISNEY WALT CO COM DISNEY 254687106 66,557 662,653 SH   SOLE   662,653 0 0
DISCOVER FINL SVCS COM 254709108 7,513 104,443 SH   SOLE   104,443 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 983 45,849 SH   SOLE   45,849 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,756 89,946 SH   SOLE   89,946 0 0
DISH NETWORK CORP CL A 25470M109 2,542 67,100 SH   SOLE   67,100 0 0
DOLLAR GEN CORP NEW COM 256677105 7,104 75,942 SH   SOLE   75,942 0 0
DOLLAR TREE INC COM 256746108 6,625 69,810 SH   SOLE   69,810 0 0
DOMINION ENERGY INC COM 25746U109 12,936 191,849 SH   SOLE   191,849 0 0
DOMINOS PIZZA INC COM 25754A201 3,714 15,900 SH   SOLE   15,900 0 0
DOMTAR CORP COM NEW 257559203 974 22,900 SH   SOLE   22,900 0 0
DONALDSON INC COM 257651109 2,132 47,320 SH   SOLE   47,320 0 0
DOUGLAS EMMETT INC COM 25960P109 2,136 58,100 SH   SOLE   58,100 0 0
DOVER CORP COM 260003108 4,465 45,462 SH   SOLE   45,462 0 0
DOWDUPONT INC COM 26078J100 43,892 688,934 SH   SOLE   688,934 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 6,267 52,936 SH   SOLE   52,936 0 0
DRIL QUIP INC COM 262037104 623 13,900 SH   SOLE   13,900 0 0
DUKE REALTY CORP COM NEW 264411505 2,783 105,100 SH   SOLE   105,100 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 18,243 235,484 SH   SOLE   235,484 0 0
DUN BRADSTREET CORP DEL NE COM 26483E100 1,580 13,500 SH   SOLE   13,500 0 0
DUNKIN BRANDS GROUP INC COM 265504100 1,791 30,000 SH   SOLE   30,000 0 0
DYCOM INDS INC COM 267475101 1,227 11,400 SH   SOLE   11,400 0 0
EOG RES INC COM 26875P101 17,930 170,328 SH   SOLE   170,328 0 0
EQT CORP COM 26884L109 3,424 72,070 SH   SOLE   72,070 0 0
EPR PPTYS COM COM SH BEN INT 26884U109 1,307 23,600 SH   SOLE   23,600 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 4,347 78,458 SH   SOLE   78,458 0 0
EAGLE MATERIALS INC COM 26969P108 1,824 17,700 SH   SOLE   17,700 0 0
EAST WEST BANCORP INC COM 27579R104 3,296 52,700 SH   SOLE   52,700 0 0
EASTMAN CHEM CO COM 277432100 4,442 42,070 SH   SOLE   42,070 0 0
EATON VANCE CORP COM NON VTG 278265103 2,438 43,800 SH   SOLE   43,800 0 0
EBAY INC COM 278642103 11,152 277,142 SH   SOLE   277,142 0 0
ECOLAB INC COM 278865100 10,490 76,529 SH   SOLE   76,529 0 0
EDGEWELL PERS CARE CO COM 28035Q102 959 19,644 SH   SOLE   19,644 0 0
EDISON INTL COM 281020107 6,104 95,884 SH   SOLE   95,884 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 904 27,600 SH   SOLE   27,600 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 8,630 61,856 SH   SOLE   61,856 0 0
ELECTRONIC ARTS INC COM 285512109 10,949 90,306 SH   SOLE   90,306 0 0
ELLINGTON FINANCIAL LLC COM 288522303 22,256 1,502,778 SH   SOLE   1,502,778 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 6,357 580,000 SH   SOLE   580,000 0 0
EMCOR GROUP INC COM 29084Q100 1,660 21,300 SH   SOLE   21,300 0 0
EMERSON ELEC CO COM 291011104 12,767 186,923 SH   SOLE   186,923 0 0
ENCOMPASS HEALTH CORP COM 29261A100 2,047 35,800 SH   SOLE   35,800 0 0
ENERGEN CORP COM 29265N108 2,225 35,400 SH   SOLE   35,400 0 0
ENERGY FOCUS INC COM NEW 29268T300 1,380 545,283 SH   SOLE   545,283 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,296 21,744 SH   SOLE   21,744 0 0
ENERSYS COM 29275Y102 1,061 15,300 SH   SOLE   15,300 0 0
ENTERGY CORP NEW COM 29364G103 4,192 53,215 SH   SOLE   53,215 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,252 92,000 SH   SOLE   92,000 0 0
ENVISION HEALTHCARE CORP COM 29414D100 1,368 35,600 SH   SOLE   35,600 0 0
EQUIFAX INC COM 294429105 4,164 35,346 SH   SOLE   35,346 0 0
EQUINIX INC COM PAR 0001 29444U700 9,759 23,338 SH   SOLE   23,338 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,680 108,403 SH   SOLE   108,403 0 0
ESSEX PPTY TR COM 297178105 4,670 19,402 SH   SOLE   19,402 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 695 9,500 SH   SOLE   9,500 0 0
EVERCORE INC CLASS A 29977A105 1,299 14,900 SH   SOLE   14,900 0 0
EVERSOURCE ENERGY COM 30040W108 5,495 93,264 SH   SOLE   93,264 0 0
EVOKE PHARMA INC COM 30049G104 832 400,000 SH   SOLE   400,000 0 0
EXELON CORP COM 30161N101 95,149 2,439,097 SH   SOLE   2,439,097 0 0
EXPEDIA GROUP INC COM NEW 30212P303 3,973 35,984 SH   SOLE   35,984 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,292 51,999 SH   SOLE   51,999 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,481 166,192 SH   SOLE   166,192 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,245 37,148 SH   SOLE   37,148 0 0
EXXON MOBIL CORP COM 30231G102 93,078 1,247,532 SH   SOLE   1,247,532 0 0
FLIR SYS INC COM 302445101 2,045 40,885 SH   SOLE   40,885 0 0
F M C CORP COM NEW 302491303 3,027 39,534 SH   SOLE   39,534 0 0
FNB CORP PA COM 302520101 1,586 117,900 SH   SOLE   117,900 0 0
FACEBOOK INC CL A 30303M102 199,245 1,246,916 SH   SOLE   1,246,916 0 0
FACTSET RESH SYS INC COM 303075105 2,832 14,200 SH   SOLE   14,200 0 0
FAIR ISAAC CORP COM 303250104 1,863 11,000 SH   SOLE   11,000 0 0
FASTENAL CO COM 311900104 4,620 84,636 SH   SOLE   84,636 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,498 21,516 SH   SOLE   21,516 0 0
FEDERATED INVS INC PA CL B 314211103 1,156 34,600 SH   SOLE   34,600 0 0
FEDEX CORP COM 31428X106 17,411 72,512 SH   SOLE   72,512 0 0
F5 NETWORKS INC COM 315616102 2,628 18,172 SH   SOLE   18,172 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 10,796 112,106 SH   SOLE   112,106 0 0
FIFTH THIRD BANCORP COM 316773100 6,487 204,304 SH   SOLE   204,304 0 0
FIRST AMERN FINL CORP COM 31847R102 2,371 40,400 SH   SOLE   40,400 0 0
FIRST HORIZON NATL CORP COM 320517105 2,242 119,083 SH   SOLE   119,083 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,280 43,800 SH   SOLE   43,800 0 0
FIRST SOLAR INC COM 336433107 29,945 421,873 SH   SOLE   421,873 0 0
FISERV INC COM 337738108 10,137 142,156 SH   SOLE   142,156 0 0
FIRSTENERGY CORP COM 337932107 4,478 131,653 SH   SOLE   131,653 0 0
FITBIT INC CL A 33812L102 2,195 430,300 SH   SOLE   430,300 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 932 4,600 SH   SOLE   4,600 0 0
FLUOR CORP NEW COM 343412102 2,355 41,153 SH   SOLE   41,153 0 0
FLOWERS FOODS INC COM 343498101 1,477 67,550 SH   SOLE   67,550 0 0
FLOWSERVE CORP COM 34354P105 1,667 38,475 SH   SOLE   38,475 0 0
FOOT LOCKER INC COM 344849104 1,627 35,728 SH   SOLE   35,728 0 0
FORD MTR CO DEL COM PAR 001 345370860 12,730 1,148,890 SH   SOLE   1,148,890 0 0
FORTINET INC COM 34959E109 2,824 52,700 SH   SOLE   52,700 0 0
FORTIVE CORP COM 34959J108 6,986 90,119 SH   SOLE   90,119 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 60,242 3,776,923 SH   SOLE   3,776,923 0 0
FORTUNE BRANDS HOME SEC IN COM 34964C106 2,636 44,764 SH   SOLE   44,764 0 0
FRANKLIN RES INC COM 354613101 3,324 95,860 SH   SOLE   95,860 0 0
FREEPORT MCMORAN INC CL B 35671D857 6,965 396,423 SH   SOLE   396,423 0 0
FULTON FINL CORP PA COM 360271100 1,134 63,900 SH   SOLE   63,900 0 0
GATX CORP COM 361448103 951 13,890 SH   SOLE   13,890 0 0
GEO GROUP INC NEW COM 36162J106 926 45,250 SH   SOLE   45,250 0 0
GGP INC COM 36174X101 3,804 185,912 SH   SOLE   185,912 0 0
GALLAGHER ARTHUR J CO COM 363576109 3,674 53,452 SH   SOLE   53,452 0 0
GAMESTOP CORP NEW CL A 36467W109 466 36,900 SH   SOLE   36,900 0 0
GAP INC DEL COM 364760108 2,001 64,146 SH   SOLE   64,146 0 0
GARTNER INC COM 366651107 3,140 26,699 SH   SOLE   26,699 0 0
GENERAL DYNAMICS CORP COM 369550108 50,482 228,527 SH   SOLE   228,527 0 0
GENERAL ELECTRIC CO COM 369604103 35,783 2,654,560 SH   SOLE   2,654,560 0 0
GENERAL MLS INC COM 370334104 7,549 167,538 SH   SOLE   167,538 0 0
GENERAL MTRS CO COM 37045V100 13,508 371,720 SH   SOLE   371,720 0 0
GENESEE WYO INC CL A 371559105 1,600 22,600 SH   SOLE   22,600 0 0
GENTEX CORP COM 371901109 2,302 100,000 SH   SOLE   100,000 0 0
GENUINE PARTS CO COM 372460105 3,884 43,232 SH   SOLE   43,232 0 0
GENWORTH FINL INC COM CL A 37247D106 510 180,200 SH   SOLE   180,200 0 0
GILEAD SCIENCES INC COM 375558103 317,424 4,210,424 SH   SOLE   4,210,424 0 0
GLOBAL PMTS INC COM 37940X102 7,669 68,764 SH   SOLE   68,764 0 0
GLOBUS MED INC CL A 379577208 1,315 26,400 SH   SOLE   26,400 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 26,206 104,050 SH   SOLE   104,050 0 0
GOODYEAR TIRE RUBR CO COM 382550101 1,880 70,716 SH   SOLE   70,716 0 0
GRACO INC COM 384109104 2,825 61,800 SH   SOLE   61,800 0 0
GRAHAM HLDGS CO COM 384637104 1,024 1,700 SH   SOLE   1,700 0 0
GRAINGER W W INC COM 384802104 4,236 15,007 SH   SOLE   15,007 0 0
GRANITE CONSTR INC COM 387328107 812 14,545 SH   SOLE   14,545 0 0
GRANITE PT MTG TR INC COM 38741L107 34,879 2,108,739 SH   SOLE   2,108,739 0 0
GREAT AJAX CORP COM 38983D300 12,195 900,000 SH   SOLE   900,000 0 0
GREAT PLAINS ENERGY INC COM 391164100 2,499 78,610 SH   SOLE   78,610 0 0
GREIF INC CL A 397624107 491 9,400 SH   SOLE   9,400 0 0
GULFPORT ENERGY CORP COM NEW 402635304 580 60,100 SH   SOLE   60,100 0 0
HCA HEALTHCARE INC COM 40412C101 7,995 82,420 SH   SOLE   82,420 0 0
HCP INC COM 40414L109 3,210 138,167 SH   SOLE   138,167 0 0
HNI CORP COM 404251100 568 15,740 SH   SOLE   15,740 0 0
HP INC COM 40434L105 32,256 1,471,525 SH   SOLE   1,471,525 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,215 37,900 SH   SOLE   37,900 0 0
HALLIBURTON CO COM 406216101 12,058 256,879 SH   SOLE   256,879 0 0
HALYARD HEALTH INC COM 40650V100 789 17,120 SH   SOLE   17,120 0 0
HANCOCK HLDG CO COM 410120109 1,608 31,100 SH   SOLE   31,100 0 0
HANESBRANDS INC COM 410345102 1,954 106,092 SH   SOLE   106,092 0 0
HANOVER INS GROUP INC COM 410867105 1,821 15,450 SH   SOLE   15,450 0 0
HARLEY DAVIDSON INC COM 412822108 2,126 49,577 SH   SOLE   49,577 0 0
HARRIS CORP DEL COM 413875105 5,638 34,957 SH   SOLE   34,957 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,413 105,075 SH   SOLE   105,075 0 0
HASBRO INC COM 418056107 2,802 33,239 SH   SOLE   33,239 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,363 39,640 SH   SOLE   39,640 0 0
HEALTHCARE SVCS GRP INC COM 421906108 1,170 26,900 SH   SOLE   26,900 0 0
HEALTHCARE RLTY TR COM 421946104 1,261 45,500 SH   SOLE   45,500 0 0
HELMERICH PAYNE INC COM 423452101 2,136 32,092 SH   SOLE   32,092 0 0
HENRY JACK ASSOC INC COM 426281101 3,405 28,150 SH   SOLE   28,150 0 0
HERSHEY CO COM 427866108 4,105 41,482 SH   SOLE   41,482 0 0
HESS CORP COM 42809H107 3,989 78,805 SH   SOLE   78,805 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 8,091 461,297 SH   SOLE   461,297 0 0
HIGHWOODS PPTYS INC COM 431284108 1,648 37,600 SH   SOLE   37,600 0 0
HILL ROM HLDGS INC COM 431475102 2,101 24,150 SH   SOLE   24,150 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 4,686 59,500 SH   SOLE   59,500 0 0
HOLLYFRONTIER CORP COM 436106108 3,161 64,690 SH   SOLE   64,690 0 0
HOLOGIC INC COM 436440101 3,043 81,460 SH   SOLE   81,460 0 0
HOME BANCSHARES INC COM 436893200 1,314 57,600 SH   SOLE   57,600 0 0
HOME DEPOT INC COM 437076102 171,793 963,828 SH   SOLE   963,828 0 0
HORMEL FOODS CORP COM 440452100 2,729 79,520 SH   SOLE   79,520 0 0
HOSPITALITY PPTYS TR COM SHS BEN INT 44106M102 1,518 59,900 SH   SOLE   59,900 0 0
HOST HOTELS RESORTS INC COM 44107P104 4,028 216,100 SH   SOLE   216,100 0 0
HUBBELL INC COM 443510607 2,425 19,914 SH   SOLE   19,914 0 0
HUMANA INC COM 444859102 10,895 40,526 SH   SOLE   40,526 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,949 25,176 SH   SOLE   25,176 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4,901 324,538 SH   SOLE   324,538 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,454 13,400 SH   SOLE   13,400 0 0
ICU MED INC COM 44930G107 1,388 5,500 SH   SOLE   5,500 0 0
ILG INC COM 44967H101 1,198 38,500 SH   SOLE   38,500 0 0
IPG PHOTONICS CORP COM 44980X109 2,591 11,100 SH   SOLE   11,100 0 0
ITT INC COM 45073V108 1,572 32,100 SH   SOLE   32,100 0 0
IDACORP INC COM 451107106 1,622 18,380 SH   SOLE   18,380 0 0
IDEX CORP COM 45167R104 3,976 27,900 SH   SOLE   27,900 0 0
IDEXX LABS INC COM 45168D104 4,900 25,600 SH   SOLE   25,600 0 0
ILLINOIS TOOL WKS INC COM 452308109 14,177 90,497 SH   SOLE   90,497 0 0
ILLUMINA INC COM 452327109 31,978 135,260 SH   SOLE   135,260 0 0
INCYTE CORP COM 45337C102 4,308 51,700 SH   SOLE   51,700 0 0
INGREDION INC COM 457187102 3,391 26,300 SH   SOLE   26,300 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,474 48,220 SH   SOLE   48,220 0 0
INTEL CORP COM 458140100 106,817 2,051,011 SH   SOLE   2,051,011 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,755 26,100 SH   SOLE   26,100 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,430 171,400 SH   SOLE   171,400 0 0
INTERDIGITAL INC COM 45867G101 927 12,600 SH   SOLE   12,600 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 770 19,800 SH   SOLE   19,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 70,683 460,687 SH   SOLE   460,687 0 0
INTERNATIONAL FLAVORS FRAGRA COM 459506101 3,182 23,242 SH   SOLE   23,242 0 0
INTL PAPER CO COM 460146103 6,496 121,573 SH   SOLE   121,573 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 395 8,950 SH   SOLE   8,950 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,608 113,229 SH   SOLE   113,229 0 0
INTUIT COM 461202103 12,409 71,584 SH   SOLE   71,584 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 13,651 33,068 SH   SOLE   33,068 0 0
IQVIA HLDGS INC COM 46266C105 4,209 42,900 SH   SOLE   42,900 0 0
IRON MTN INC NEW COM 46284V101 2,722 82,846 SH   SOLE   82,846 0 0
ISHARES TR CORE SP MCP ETF 464287507 64,768 345,300 SH   SOLE   345,300 0 0
JBG SMITH PPTYS COM 46590V100 1,147 34,025 SH   SOLE   34,025 0 0
JPMORGAN CHASE CO COM 46625H100 240,251 2,184,700 SH   SOLE   2,184,700 0 0
JABIL INC COM 466313103 1,836 63,900 SH   SOLE   63,900 0 0
JACK IN THE BOX INC COM 466367109 922 10,800 SH   SOLE   10,800 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,095 35,411 SH   SOLE   35,411 0 0
JETBLUE AIRWAYS CORP COM 477143101 2,384 117,323 SH   SOLE   117,323 0 0
JOHNSON JOHNSON COM 478160104 125,839 981,964 SH   SOLE   981,964 0 0
JONES LANG LASALLE INC COM 48020Q107 2,899 16,600 SH   SOLE   16,600 0 0
J2 GLOBAL INC COM 48123V102 1,413 17,900 SH   SOLE   17,900 0 0
JUNIPER NETWORKS INC COM 48203R104 2,462 101,196 SH   SOLE   101,196 0 0
KBR INC COM 48242W106 828 51,142 SH   SOLE   51,142 0 0
KLA TENCOR CORP COM 482480100 5,023 46,077 SH   SOLE   46,077 0 0
KLX INC COM 482539103 1,308 18,400 SH   SOLE   18,400 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,330 30,312 SH   SOLE   30,312 0 0
KB HOME COM 48666K109 876 30,800 SH   SOLE   30,800 0 0
KELLOGG CO COM 487836108 4,765 73,291 SH   SOLE   73,291 0 0
KEMPER CORP DEL COM 488401100 1,017 17,850 SH   SOLE   17,850 0 0
KENNAMETAL INC COM 489170100 1,195 29,760 SH   SOLE   29,760 0 0
KEYCORP NEW COM 493267108 6,104 312,227 SH   SOLE   312,227 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,631 69,300 SH   SOLE   69,300 0 0
KILROY RLTY CORP COM 49427F108 2,555 36,000 SH   SOLE   36,000 0 0
KIMBERLY CLARK CORP COM 494368103 11,370 103,246 SH   SOLE   103,246 0 0
KIMCO RLTY CORP COM 49446R109 1,803 125,238 SH   SOLE   125,238 0 0
KINDER MORGAN INC DEL COM 49456B101 8,412 558,556 SH   SOLE   558,556 0 0
KIRBY CORP COM 497266106 1,508 19,600 SH   SOLE   19,600 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 2,153 46,800 SH   SOLE   46,800 0 0
KNOWLES CORP COM 49926D109 404 32,111 SH   SOLE   32,111 0 0
KOHLS CORP COM 500255104 3,243 49,510 SH   SOLE   49,510 0 0
KRAFT HEINZ CO COM 500754106 10,953 175,846 SH   SOLE   175,846 0 0
KROGER CO COM 501044101 6,212 259,476 SH   SOLE   259,476 0 0
L BRANDS INC COM 501797104 2,764 72,344 SH   SOLE   72,344 0 0
LKQ CORP COM 501889208 3,459 91,152 SH   SOLE   91,152 0 0
L3 TECHNOLOGIES INC COM 502413107 4,783 22,996 SH   SOLE   22,996 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,852 29,997 SH   SOLE   29,997 0 0
LAM RESEARCH CORP COM 512807108 9,744 47,960 SH   SOLE   47,960 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 4,182 65,700 SH   SOLE   65,700 0 0
LAMB WESTON HLDGS INC COM 513272104 3,103 53,300 SH   SOLE   53,300 0 0
LANCASTER COLONY CORP COM 513847103 877 7,120 SH   SOLE   7,120 0 0
LANDSTAR SYS INC COM 515098101 1,678 15,300 SH   SOLE   15,300 0 0
LASALLE HOTEL PPTYS COM SHS BEN INT 517942108 1,198 41,300 SH   SOLE   41,300 0 0
LAUDER ESTEE COS INC CL A 518439104 9,899 66,118 SH   SOLE   66,118 0 0
LEGGETT PLATT INC COM 524660107 1,729 38,977 SH   SOLE   38,977 0 0
LEGG MASON INC COM 524901105 1,252 30,800 SH   SOLE   30,800 0 0
LEIDOS HLDGS INC COM 525327102 3,391 51,848 SH   SOLE   51,848 0 0
LENDINGTREE INC NEW COM 52603B107 919 2,800 SH   SOLE   2,800 0 0
LENNAR CORP CL A 526057104 4,736 80,358 SH   SOLE   80,358 0 0
LENNOX INTL INC COM 526107107 2,800 13,700 SH   SOLE   13,700 0 0
LEUCADIA NATL CORP COM 527288104 2,099 92,346 SH   SOLE   92,346 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,134 53,700 SH   SOLE   53,700 0 0
LIFEPOINT HEALTH INC COM 53219L109 667 14,200 SH   SOLE   14,200 0 0
LIFE STORAGE INC COM 53223X107 1,420 17,000 SH   SOLE   17,000 0 0
LILLY ELI CO COM 532457108 21,961 283,838 SH   SOLE   283,838 0 0
LINCOLN ELEC HLDGS INC COM 533900106 2,024 22,500 SH   SOLE   22,500 0 0
LINCOLN NATL CORP IND COM 534187109 4,696 64,281 SH   SOLE   64,281 0 0
LITTELFUSE INC COM 537008104 1,874 9,000 SH   SOLE   9,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,078 49,300 SH   SOLE   49,300 0 0
LOCKHEED MARTIN CORP COM 539830109 27,615 81,718 SH   SOLE   81,718 0 0
LOEWS CORP COM 540424108 3,948 79,385 SH   SOLE   79,385 0 0
LOGMEIN INC COM 54142L109 2,207 19,102 SH   SOLE   19,102 0 0
LOUISIANA PAC CORP COM 546347105 1,519 52,799 SH   SOLE   52,799 0 0
LOWES COS INC COM 548661107 22,563 257,125 SH   SOLE   257,125 0 0
M T BK CORP COM 55261F104 8,143 44,170 SH   SOLE   44,170 0 0
MB FINANCIAL INC NEW COM 55264U108 1,239 30,600 SH   SOLE   30,600 0 0
MDU RES GROUP INC COM 552690109 2,004 71,162 SH   SOLE   71,162 0 0
MGM RESORTS INTERNATIONAL COM 552953101 5,257 150,100 SH   SOLE   150,100 0 0
MKS INSTRUMENT INC COM 55306N104 2,301 19,900 SH   SOLE   19,900 0 0
MSA SAFETY INC COM 553498106 1,032 12,400 SH   SOLE   12,400 0 0
MSC INDL DIRECT INC CL A 553530106 1,504 16,400 SH   SOLE   16,400 0 0
MSCI INC COM 55354G100 4,903 32,800 SH   SOLE   32,800 0 0
MTGE INVT CORP COM 55378A105 39,380 2,200,000 SH   SOLE   2,200,000 0 0
MACERICH CO COM 554382101 1,787 31,908 SH   SOLE   31,908 0 0
MACK CALI RLTY CORP COM 554489104 550 32,900 SH   SOLE   32,900 0 0
MACYS INC COM 55616P104 2,669 89,730 SH   SOLE   89,730 0 0
MANHATTAN ASSOCS INC COM 562750109 1,039 24,800 SH   SOLE   24,800 0 0
MANPOWERGROUP INC COM 56418H100 28,318 246,030 SH   SOLE   246,030 0 0
MARATHON OIL CORP COM 565849106 4,035 250,140 SH   SOLE   250,140 0 0
MARATHON PETE CORP COM 56585A102 10,211 139,666 SH   SOLE   139,666 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,979 13,700 SH   SOLE   13,700 0 0
MARSH MCLENNAN COS INC COM 571748102 12,339 149,401 SH   SOLE   149,401 0 0
MARRIOTT INTL INC NEW CL A 571903202 12,014 88,352 SH   SOLE   88,352 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,838 18,512 SH   SOLE   18,512 0 0
MASCO CORP COM 574599106 3,733 92,304 SH   SOLE   92,304 0 0
MASIMO CORP COM 574795100 1,522 17,300 SH   SOLE   17,300 0 0
MASTERCARD INCORPORATED CL A 57636Q104 47,613 271,828 SH   SOLE   271,828 0 0
MATADOR RES CO COM 576485205 1,059 35,400 SH   SOLE   35,400 0 0
MATTEL INC COM 577081102 1,332 101,261 SH   SOLE   101,261 0 0
MAXIMUS INC COM 577933104 1,588 23,800 SH   SOLE   23,800 0 0
MCCORMICK CO INC COM NON VTG 579780206 3,795 35,668 SH   SOLE   35,668 0 0
MCDONALDS CORP COM 580135101 36,696 234,657 SH   SOLE   234,657 0 0
MCKESSON CORP COM 58155Q103 8,555 60,733 SH   SOLE   60,733 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,728 132,900 SH   SOLE   132,900 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,357 21,600 SH   SOLE   21,600 0 0
MEDNAX INC COM 58502B106 1,903 34,200 SH   SOLE   34,200 0 0
MERCK CO INC COM 58933Y105 45,365 832,849 SH   SOLE   832,849 0 0
MERCURY GENL CORP NEW COM 589400100 610 13,300 SH   SOLE   13,300 0 0
MEREDITH CORP COM 589433101 775 14,400 SH   SOLE   14,400 0 0
METLIFE INC COM 59156R108 14,005 305,185 SH   SOLE   305,185 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,336 7,540 SH   SOLE   7,540 0 0
MICHAELS COS INC COM 59408Q106 794 40,300 SH   SOLE   40,300 0 0
MICROSOFT CORP COM 594918104 268,271 2,939,317 SH   SOLE   2,939,317 0 0
MICROVISION INC DEL COM NEW 594960304 3,553 3,144,199 SH   SOLE   3,144,199 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 67,421 737,972 SH   SOLE   737,972 0 0
MICRON TECHNOLOGY INC COM 595112103 17,751 340,444 SH   SOLE   340,444 0 0
MICROSEMI CORP COM 595137100 2,776 42,900 SH   SOLE   42,900 0 0
MID AMER APT CMNTYS INC COM 59522J103 3,057 33,501 SH   SOLE   33,501 0 0
MILLER HERMAN INC COM 600544100 694 21,730 SH   SOLE   21,730 0 0
MINERALS TECHNOLOGIES INC COM 603158106 862 12,880 SH   SOLE   12,880 0 0
MOHAWK INDS INC COM 608190104 4,328 18,636 SH   SOLE   18,636 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,364 16,800 SH   SOLE   16,800 0 0
MOLSON COORS BREWING CO CL B 60871R209 4,098 54,399 SH   SOLE   54,399 0 0
MONDELEZ INTL INC CL A 609207105 18,272 437,856 SH   SOLE   437,856 0 0
MONOLITHIC PWR SYS INC COM 609839105 1,632 14,100 SH   SOLE   14,100 0 0
MONSANTO CO NEW COM 61166W101 61,818 529,763 SH   SOLE   529,763 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 6,962 121,692 SH   SOLE   121,692 0 0
MOODYS CORP COM 615369105 21,859 135,515 SH   SOLE   135,515 0 0
MORGAN STANLEY COM NEW 617446448 21,916 406,155 SH   SOLE   406,155 0 0
MOSAIC CO NEW COM 61945C103 2,505 103,182 SH   SOLE   103,182 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,025 47,723 SH   SOLE   47,723 0 0
MURPHY OIL CORP COM 626717102 1,527 59,100 SH   SOLE   59,100 0 0
MURPHY USA INC COM 626755102 839 11,525 SH   SOLE   11,525 0 0
NCR CORP NEW COM 62886E108 1,360 43,140 SH   SOLE   43,140 0 0
NRG ENERGY INC COM NEW 629377508 2,713 88,868 SH   SOLE   88,868 0 0
NVR INC COM 62944T105 3,539 1,264 SH   SOLE   1,264 0 0
NASDAQ INC COM 631103108 2,958 34,311 SH   SOLE   34,311 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,609 31,280 SH   SOLE   31,280 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 2,234 39,587 SH   SOLE   39,587 0 0
NATIONAL INSTRS CORP COM 636518102 1,981 39,175 SH   SOLE   39,175 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,118 111,878 SH   SOLE   111,878 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 2,202 56,100 SH   SOLE   56,100 0 0
NAVIENT CORP COM 63938C108 1,016 77,433 SH   SOLE   77,433 0 0
NEKTAR THERAPEUTICS COM 640268108 5,037 47,400 SH   SOLE   47,400 0 0
NETAPP INC COM 64110D104 4,867 78,891 SH   SOLE   78,891 0 0
NETFLIX INC COM 64110L106 37,726 127,734 SH   SOLE   127,734 0 0
NETSCOUT SYS INC COM 64115T104 838 31,800 SH   SOLE   31,800 0 0
NEW JERSEY RES COM 646025106 1,279 31,900 SH   SOLE   31,900 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,328 178,670 SH   SOLE   178,670 0 0
NEW YORK TIMES CO CL A 650111107 1,123 46,600 SH   SOLE   46,600 0 0
NEWELL BRANDS INC COM 651229106 3,640 142,871 SH   SOLE   142,871 0 0
NEWFIELD EXPL CO COM 651290108 1,436 58,812 SH   SOLE   58,812 0 0
NEWMARKET CORP COM 651587107 1,326 3,300 SH   SOLE   3,300 0 0
NEWMONT MINING CORP COM 651639106 6,136 157,055 SH   SOLE   157,055 0 0
NEWS CORP NEW CL A 65249B109 1,781 112,739 SH   SOLE   112,739 0 0
NEWS CORP NEW CL B 65249B208 577 35,844 SH   SOLE   35,844 0 0
NEXTERA ENERGY INC COM 65339F101 22,617 138,473 SH   SOLE   138,473 0 0
NIKE INC CL B 654106103 25,386 382,092 SH   SOLE   382,092 0 0
NISOURCE INC COM 65473P105 2,374 99,302 SH   SOLE   99,302 0 0
NOBLE ENERGY INC COM 655044105 4,389 144,861 SH   SOLE   144,861 0 0
NORDSON CORP COM 655663102 2,530 18,560 SH   SOLE   18,560 0 0
NORDSTROM INC COM 655664100 1,665 34,392 SH   SOLE   34,392 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,358 83,649 SH   SOLE   83,649 0 0
NORTHERN TR CORP COM 665859104 6,462 62,654 SH   SOLE   62,654 0 0
NORTHROP GRUMMAN CORP COM 666807102 52,130 149,317 SH   SOLE   149,317 0 0
NORTHWESTERN CORP COM NEW 668074305 968 18,000 SH   SOLE   18,000 0 0
NOW INC COM 67011P100 396 38,727 SH   SOLE   38,727 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,334 18,100 SH   SOLE   18,100 0 0
NUCOR CORP COM 670346105 5,719 93,611 SH   SOLE   93,611 0 0
NUTANIX INC CL A 67059N108 6,939 141,290 SH   SOLE   141,290 0 0
NVIDIA CORP COM 67066G104 41,244 178,092 SH   SOLE   178,092 0 0
NUVASIVE INC COM 670704105 976 18,700 SH   SOLE   18,700 0 0
OGE ENERGY CORP COM 670837103 2,386 72,820 SH   SOLE   72,820 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,097 24,647 SH   SOLE   24,647 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 14,633 225,256 SH   SOLE   225,256 0 0
OCEANEERING INTL INC COM 675232102 666 35,900 SH   SOLE   35,900 0 0
OFFICE DEPOT INC COM 676220106 398 185,100 SH   SOLE   185,100 0 0
OLD DOMINION FGHT LINES INC COM 679580100 3,660 24,900 SH   SOLE   24,900 0 0
OLD REP INTL CORP COM 680223104 1,959 91,327 SH   SOLE   91,327 0 0
OMNICOM GROUP INC COM 681919106 4,928 67,818 SH   SOLE   67,818 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,958 72,400 SH   SOLE   72,400 0 0
ONE GAS INC COM 68235P108 1,258 19,057 SH   SOLE   19,057 0 0
ONEOK INC NEW COM 682680103 6,883 120,926 SH   SOLE   120,926 0 0
ORACLE CORP COM 68389X105 40,702 889,660 SH   SOLE   889,660 0 0
ORBITAL ATK INC COM 68557N103 2,798 21,100 SH   SOLE   21,100 0 0
OSHKOSH CORP COM 688239201 2,102 27,200 SH   SOLE   27,200 0 0
OWENS ILL INC COM NEW 690768403 1,287 59,400 SH   SOLE   59,400 0 0
PBF ENERGY INC CL A 69318G106 1,366 40,300 SH   SOLE   40,300 0 0
PG E CORP COM 69331C108 6,661 151,629 SH   SOLE   151,629 0 0
PNC FINL SVCS GROUP COM 693475105 21,004 138,876 SH   SOLE   138,876 0 0
PNM RES INC COM 69349H107 1,111 29,034 SH   SOLE   29,034 0 0
PPG INDS INC COM 693506107 8,366 74,968 SH   SOLE   74,968 0 0
PPL CORP COM 69351T106 5,782 204,366 SH   SOLE   204,366 0 0
PVH CORP COM 693656100 3,437 22,696 SH   SOLE   22,696 0 0
PTC INC COM 69370C100 3,303 42,339 SH   SOLE   42,339 0 0
PACCAR INC COM 693718108 6,856 103,618 SH   SOLE   103,618 0 0
PACKAGING CORP AMER COM 695156109 3,133 27,800 SH   SOLE   27,800 0 0
PACWEST BANCORP DEL COM 695263103 2,268 45,800 SH   SOLE   45,800 0 0
PAPA JOHNS INTL INC COM 698813102 510 8,900 SH   SOLE   8,900 0 0
PARKER HANNIFIN CORP COM 701094104 6,704 39,195 SH   SOLE   39,195 0 0
PATTERSON COMPANIES INC COM 703395103 660 29,700 SH   SOLE   29,700 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,418 81,000 SH   SOLE   81,000 0 0
PAYCHEX INC COM 704326107 5,796 94,111 SH   SOLE   94,111 0 0
PAYPAL HLDGS INC COM 70450Y103 25,199 332,134 SH   SOLE   332,134 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,907 102,175 SH   SOLE   102,175 0 0
PEPSICO INC COM 713448108 45,704 418,729 SH   SOLE   418,729 0 0
PERKINELMER INC COM 714046109 2,463 32,529 SH   SOLE   32,529 0 0
PFIZER INC COM 717081103 83,860 2,362,926 SH   SOLE   2,362,926 0 0
PHILIP MORRIS INTL INC COM 718172109 61,803 621,765 SH   SOLE   621,765 0 0
PHILLIPS 66 COM 718546104 11,859 123,635 SH   SOLE   123,635 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,733 27,000 SH   SOLE   27,000 0 0
PINNACLE WEST CAP CORP COM 723484101 2,624 32,887 SH   SOLE   32,887 0 0
PIONEER NAT RES COM 723787107 8,607 50,102 SH   SOLE   50,102 0 0
PITNEY BOWES INC COM 724479100 742 68,100 SH   SOLE   68,100 0 0
PLANTRONICS INC NEW COM 727493108 730 12,100 SH   SOLE   12,100 0 0
POLARIS INDS INC COM 731068102 2,451 21,400 SH   SOLE   21,400 0 0
POLYONE CORP COM 73179P106 1,254 29,500 SH   SOLE   29,500 0 0
POOL CORP COM 73278L105 2,149 14,700 SH   SOLE   14,700 0 0
POST HLDGS INC COM 737446104 1,811 23,900 SH   SOLE   23,900 0 0
POTLATCHDELTIC CORP COM 737630103 1,142 21,941 SH   SOLE   21,941 0 0
POWERSHARES ETF TR II SP SMCP FIN P 73937B803 2,670 49,600 SH   SOLE   49,600 0 0
PRAXAIR INC COM 74005P104 12,200 84,545 SH   SOLE   84,545 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 651 19,300 SH   SOLE   19,300 0 0
PRICE T ROWE GROUP INC COM 74144T108 7,780 72,061 SH   SOLE   72,061 0 0
PRIMERICA INC COM 74164M108 1,555 16,100 SH   SOLE   16,100 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 4,829 79,279 SH   SOLE   79,279 0 0
PROCTER AND GAMBLE CO COM 742718109 88,255 1,113,203 SH   SOLE   1,113,203 0 0
PROGRESSIVE CORP OHIO COM 743315103 10,448 171,481 SH   SOLE   171,481 0 0
PROLOGIS INC COM 74340W103 9,884 156,917 SH   SOLE   156,917 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,852 25,500 SH   SOLE   25,500 0 0
PRUDENTIAL FINL INC COM 744320102 12,864 124,232 SH   SOLE   124,232 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,467 148,622 SH   SOLE   148,622 0 0
PUBLIC STORAGE COM 74460D109 8,833 44,077 SH   SOLE   44,077 0 0
PULTE GROUP INC COM 745867101 2,289 77,609 SH   SOLE   77,609 0 0
QEP RES INC COM 74733V100 860 87,800 SH   SOLE   87,800 0 0
QORVO INC COM 74736K101 2,622 37,224 SH   SOLE   37,224 0 0
QUALCOMM INC COM 747525103 24,152 435,871 SH   SOLE   435,871 0 0
QUALITY CARE PPTYS INC COM 747545101 665 34,233 SH   SOLE   34,233 0 0
QUANTA SVCS INC COM 74762E102 1,555 45,256 SH   SOLE   45,256 0 0
QUEST DIAGNOSTICS INC COM 74834L100 31,380 312,863 SH   SOLE   312,863 0 0
RPM INTL INC COM 749685103 2,322 48,718 SH   SOLE   48,718 0 0
RALPH LAUREN CORP CL A 751212101 1,827 16,341 SH   SOLE   16,341 0 0
RANGE RES CORP COM 75281A109 968 66,607 SH   SOLE   66,607 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 3,415 38,200 SH   SOLE   38,200 0 0
RAYONIER INC COM 754907103 1,654 47,009 SH   SOLE   47,009 0 0
RAYTHEON CO COM NEW 755111507 18,331 84,936 SH   SOLE   84,936 0 0
REALTY INCOME CORP COM 756109104 4,331 83,724 SH   SOLE   83,724 0 0
RED HAT INC COM 756577102 7,789 52,096 SH   SOLE   52,096 0 0
REGAL BELOIT CORP COM 758750103 1,188 16,200 SH   SOLE   16,200 0 0
REGENCY CTRS CORP COM 758849103 2,577 43,700 SH   SOLE   43,700 0 0
REGENERON PHARMACEUTICALS COM 75886F107 7,832 22,744 SH   SOLE   22,744 0 0
REGIONS FINL CORP NEW COM 7591EP100 6,140 330,470 SH   SOLE   330,470 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 3,619 23,500 SH   SOLE   23,500 0 0
RELIANCE STEEL ALUMINUM CO COM 759509102 2,272 26,500 SH   SOLE   26,500 0 0
REPUBLIC SVCS INC COM 760759100 4,391 66,300 SH   SOLE   66,300 0 0
RESMED INC COM 761152107 4,146 42,100 SH   SOLE   42,100 0 0
ROBERT HALF INTL INC COM 770323103 2,116 36,560 SH   SOLE   36,560 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,548 37,590 SH   SOLE   37,590 0 0
ROCKWELL COLLINS INC COM 774341101 6,514 48,309 SH   SOLE   48,309 0 0
ROKU INC COM CL A 77543R102 3,247 104,421 SH   SOLE   104,421 0 0
ROLLINS INC COM 775711104 1,788 35,039 SH   SOLE   35,039 0 0
ROPER TECHNOLOGIES INC COM 776696106 8,505 30,302 SH   SOLE   30,302 0 0
ROSS STORES INC COM 778296103 10,023 128,538 SH   SOLE   128,538 0 0
ROYAL GOLD INC COM 780287108 2,052 23,900 SH   SOLE   23,900 0 0
RYDER SYS INC COM 783549108 1,405 19,300 SH   SOLE   19,300 0 0
SBA COMMUNICATIONS CORP NEW COM 78410G104 5,863 34,300 SH   SOLE   34,300 0 0
SEI INVESTMENTS CO COM 784117103 3,566 47,600 SH   SOLE   47,600 0 0
SL GREEN RLTY CORP COM 78440X101 2,576 26,608 SH   SOLE   26,608 0 0
SLM CORP COM 78442P106 1,771 158,025 SH   SOLE   158,025 0 0
SM ENERGY CO COM 78454L100 674 37,400 SH   SOLE   37,400 0 0
SPDR S P 500 ETF TR TR UNIT 78462F103 374,370 1,422,650 SH   SOLE   1,422,650 0 0
SVB FINL GROUP COM 78486Q101 3,744 15,600 SH   SOLE   15,600 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,147 65,000 SH   SOLE   65,000 0 0
SABRE CORP COM 78573M104 1,759 82,000 SH   SOLE   82,000 0 0
SAFETY INCOME GROWTH INC COM 78649D104 14,071 880,000 SH   SOLE   880,000 0 0
SALESFORCE COM INC COM 79466L302 23,499 202,056 SH   SOLE   202,056 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 750 45,600 SH   SOLE   45,600 0 0
SANDERSON FARMS INC COM 800013104 869 7,300 SH   SOLE   7,300 0 0
SCANA CORP NEW COM 80589M102 1,578 42,016 SH   SOLE   42,016 0 0
SCHEIN HENRY INC COM 806407102 3,041 45,244 SH   SOLE   45,244 0 0
SCHLUMBERGER LTD COM 806857108 26,396 407,472 SH   SOLE   407,472 0 0
SCHWAB CHARLES CORP NEW COM 808513105 18,425 352,837 SH   SOLE   352,837 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,228 15,585 SH   SOLE   15,585 0 0
SCIENTIFIC GAMES CORP COM 80874P109 803 19,300 SH   SOLE   19,300 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,241 14,475 SH   SOLE   14,475 0 0
SEALED AIR CORP NEW COM 81211K100 2,107 49,248 SH   SOLE   49,248 0 0
SELECT SECTOR SPDR TR SBI INT FINL 81369Y605 62,518 2,267,600 SH   SOLE   2,267,600 0 0
SELECT SECTOR SPDR TR SBI INT INDS 81369Y704 36,684 493,800 SH   SOLE   493,800 0 0
SEMPRA ENERGY COM 816851109 8,357 75,138 SH   SOLE   75,138 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,356 86,600 SH   SOLE   86,600 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,113 15,770 SH   SOLE   15,770 0 0
SERVICE CORP INTL COM 817565104 2,544 67,400 SH   SOLE   67,400 0 0
SHERWIN WILLIAMS CO COM 824348106 70,343 179,391 SH   SOLE   179,391 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,782 19,600 SH   SOLE   19,600 0 0
SILICON LABORATORIES INC COM 826919102 1,402 15,600 SH   SOLE   15,600 0 0
SILGAN HOLDINGS INC COM 827048109 751 26,962 SH   SOLE   26,962 0 0
SIMON PPTY GROUP INC NEW COM 828806109 14,138 91,598 SH   SOLE   91,598 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,787 28,700 SH   SOLE   28,700 0 0
SKECHERS U S A INC CL A 830566105 1,921 49,400 SH   SOLE   49,400 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 5,385 53,708 SH   SOLE   53,708 0 0
SMITH A O COM 831865209 2,722 42,800 SH   SOLE   42,800 0 0
SMUCKER J M CO COM NEW 832696405 4,142 33,400 SH   SOLE   33,400 0 0
SNAP ON INC COM 833034101 2,469 16,735 SH   SOLE   16,735 0 0
SNAP INC CL A 83304A106 17,152 1,080,756 SH   SOLE   1,080,756 0 0
SONOCO PRODS CO COM 835495102 1,756 36,211 SH   SOLE   36,211 0 0
SOTHEBYS COM 835898107 694 13,527 SH   SOLE   13,527 0 0
SOUTHERN CO COM 842587107 13,256 296,830 SH   SOLE   296,830 0 0
SOUTHWEST AIRLS CO COM 844741108 9,124 159,284 SH   SOLE   159,284 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,190 17,600 SH   SOLE   17,600 0 0
SOUTHWESTERN ENERGY CO COM 845467109 807 186,300 SH   SOLE   186,300 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,058 45,100 SH   SOLE   45,100 0 0
SQUARE INC CL A 852234103 124,993 2,540,500 SH   SOLE   2,540,500 0 0
STANLEY BLACK DECKER INC COM 854502101 6,917 45,148 SH   SOLE   45,148 0 0
STARBUCKS CORP COM 855244109 23,953 413,760 SH   SOLE   413,760 0 0
STATE STR CORP COM 857477103 10,796 108,257 SH   SOLE   108,257 0 0
STEEL DYNAMICS INC COM 858119100 3,803 86,000 SH   SOLE   86,000 0 0
STERICYCLE INC COM 858912108 1,474 25,181 SH   SOLE   25,181 0 0
STERLING BANCORP DEL COM 85917A100 1,847 81,900 SH   SOLE   81,900 0 0
STIFEL FINL CORP COM 860630102 1,552 26,200 SH   SOLE   26,200 0 0
STRYKER CORP COM 863667101 58,719 364,896 SH   SOLE   364,896 0 0
SUNTRUST BKS INC COM 867914103 9,382 137,892 SH   SOLE   137,892 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 474 56,200 SH   SOLE   56,200 0 0
SYMANTEC CORP COM 871503108 4,718 182,529 SH   SOLE   182,529 0 0
SYNAPTICS INC COM 87157D109 576 12,600 SH   SOLE   12,600 0 0
SYNOPSYS INC COM 871607107 3,646 43,800 SH   SOLE   43,800 0 0
SYNOVUS FINL CORP COM NEW 87161C501 2,163 43,305 SH   SOLE   43,305 0 0
SYNNEX CORP COM 87162W100 1,267 10,700 SH   SOLE   10,700 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 82 45,000 SH   SOLE   45,000 0 0
SYNCHRONY FINL COM 87165B103 7,055 210,410 SH   SOLE   210,410 0 0
SYNEOS HEALTH INC CL A 87166B102 728 20,500 SH   SOLE   20,500 0 0
SYSCO CORP COM 871829107 8,477 141,379 SH   SOLE   141,379 0 0
TCF FINL CORP COM 872275102 1,422 62,360 SH   SOLE   62,360 0 0
TJX COS INC NEW COM 872540109 15,186 186,190 SH   SOLE   186,190 0 0
TRI POINTE GROUP INC COM 87265H109 905 55,100 SH   SOLE   55,100 0 0
TAKE TWO INTERACTIVE SOFTWAR COM 874054109 3,295 33,700 SH   SOLE   33,700 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 759 34,500 SH   SOLE   34,500 0 0
TAPESTRY INC COM 876030107 22,825 433,847 SH   SOLE   433,847 0 0
TARGET CORP COM 87612E106 11,109 160,010 SH   SOLE   160,010 0 0
TAUBMAN CTRS INC COM 876664103 1,263 22,200 SH   SOLE   22,200 0 0
TECH DATA CORP COM 878237106 1,077 12,650 SH   SOLE   12,650 0 0
TEGNA INC COM 87901J105 895 78,600 SH   SOLE   78,600 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,433 13,000 SH   SOLE   13,000 0 0
TELEFLEX INC COM 879369106 4,189 16,430 SH   SOLE   16,430 0 0
TELEPHONE DATA SYS INC COM NEW 879433829 946 33,736 SH   SOLE   33,736 0 0
TEMPUR SEALY INTL INC COM 88023U101 761 16,800 SH   SOLE   16,800 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 715 29,500 SH   SOLE   29,500 0 0
TERADATA CORP DEL COM 88076W103 1,765 44,500 SH   SOLE   44,500 0 0
TERADYNE INC COM 880770102 3,255 71,200 SH   SOLE   71,200 0 0
TEREX CORP NEW COM 880779103 1,047 28,000 SH   SOLE   28,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,627 18,100 SH   SOLE   18,100 0 0
TEXAS INSTRS INC COM 882508104 46,846 450,918 SH   SOLE   450,918 0 0
TEXAS ROADHOUSE INC COM 882681109 1,381 23,900 SH   SOLE   23,900 0 0
TEXTRON INC COM 883203101 4,543 77,037 SH   SOLE   77,037 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 91,592 443,631 SH   SOLE   443,631 0 0
THOR INDS INC COM 885160101 2,062 17,900 SH   SOLE   17,900 0 0
3 D SYS CORP DEL COM NEW 88554D205 474 40,900 SH   SOLE   40,900 0 0
3M CO COM 88579Y101 38,477 175,276 SH   SOLE   175,276 0 0
TIFFANY CO NEW COM 886547108 2,933 30,034 SH   SOLE   30,034 0 0
TIME WARNER INC COM NEW 887317303 39,386 416,427 SH   SOLE   416,427 0 0
TIMKEN CO COM 887389104 1,140 25,000 SH   SOLE   25,000 0 0
TOLL BROTHERS INC COM 889478103 2,253 52,100 SH   SOLE   52,100 0 0
TOOTSIE ROLL INDS INC COM 890516107 209 7,088 SH   SOLE   7,088 0 0
TORCHMARK CORP COM 891027104 2,627 31,210 SH   SOLE   31,210 0 0
TORO CO COM 891092108 2,442 39,100 SH   SOLE   39,100 0 0
TOTAL SYS SVCS INC COM 891906109 6,273 72,723 SH   SOLE   72,723 0 0
TRACTOR SUPPLY CO COM 892356106 2,322 36,852 SH   SOLE   36,852 0 0
TRANSDIGM GROUP INC COM 893641100 4,390 14,304 SH   SOLE   14,304 0 0
TRAVELERS COMPANIES INC COM 89417E109 11,093 79,883 SH   SOLE   79,883 0 0
TREEHOUSE FOODS INC COM 89469A104 788 20,600 SH   SOLE   20,600 0 0
TRIMBLE INC COM 896239100 3,247 90,500 SH   SOLE   90,500 0 0
TRINITY INDS INC COM 896522109 1,794 54,994 SH   SOLE   54,994 0 0
TRIPADVISOR INC COM 896945201 1,307 31,954 SH   SOLE   31,954 0 0
TRUSTMARK CORP COM 898402102 770 24,700 SH   SOLE   24,700 0 0
TUPPERWARE BRANDS CORP COM 899896104 899 18,587 SH   SOLE   18,587 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 11,386 310,341 SH   SOLE   310,341 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 4,701 129,256 SH   SOLE   129,256 0 0
TWITTER INC COM 90184L102 23,208 800,000 SH   SOLE   800,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 128,834 8,382,142 SH   SOLE   8,382,142 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,700 12,800 SH   SOLE   12,800 0 0
TYSON FOODS INC CL A 902494103 6,414 87,636 SH   SOLE   87,636 0 0
UDR INC COM 902653104 2,811 78,904 SH   SOLE   78,904 0 0
UGI CORP NEW COM 902681105 2,803 63,100 SH   SOLE   63,100 0 0
UMB FINL CORP COM 902788108 1,165 16,100 SH   SOLE   16,100 0 0
US BANCORP DEL COM NEW 902973304 77,323 1,531,142 SH   SOLE   1,531,142 0 0
ULTA BEAUTY INC COM 90384S303 3,490 17,084 SH   SOLE   17,084 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,583 10,600 SH   SOLE   10,600 0 0
UMPQUA HLDGS CORP COM 904214103 1,719 80,300 SH   SOLE   80,300 0 0
UNDER ARMOUR INC CL A 904311107 892 54,556 SH   SOLE   54,556 0 0
UNDER ARMOUR INC CL C 904311206 779 54,299 SH   SOLE   54,299 0 0
UNION PAC CORP COM 907818108 31,149 231,712 SH   SOLE   231,712 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,350 38,300 SH   SOLE   38,300 0 0
UNITED CONTL HLDGS INC COM 910047109 4,949 71,244 SH   SOLE   71,244 0 0
UNITED NAT FOODS INC COM 911163103 790 18,400 SH   SOLE   18,400 0 0
UNITED PARCEL SERVICE INC CL B 911312106 23,578 225,286 SH   SOLE   225,286 0 0
UNITED RENTALS INC COM 911363109 4,301 24,900 SH   SOLE   24,900 0 0
UNITED STATES STL CORP NEW COM 912909108 2,256 64,100 SH   SOLE   64,100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 58,721 466,703 SH   SOLE   466,703 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,775 15,800 SH   SOLE   15,800 0 0
UNITEDHEALTH GROUP INC COM 91324P102 60,971 284,913 SH   SOLE   284,913 0 0
UNITI GROUP INC COM 91325V108 977 60,140 SH   SOLE   60,140 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 3,037 25,652 SH   SOLE   25,652 0 0
UNUM GROUP COM 91529Y106 3,103 65,169 SH   SOLE   65,169 0 0
URBAN OUTFITTERS INC COM 917047102 1,079 29,200 SH   SOLE   29,200 0 0
URBAN EDGE PPTYS COM 91704F104 824 38,600 SH   SOLE   38,600 0 0
V F CORP COM 918204108 7,184 96,928 SH   SOLE   96,928 0 0
VALERO ENERGY CORP NEW COM 91913Y100 45,900 494,776 SH   SOLE   494,776 0 0
VALLEY NATL BANCORP COM 919794107 1,201 96,414 SH   SOLE   96,414 0 0
VALMONT INDS INC COM 920253101 1,214 8,300 SH   SOLE   8,300 0 0
VALVOLINE INC COM 92047W101 1,614 72,928 SH   SOLE   72,928 0 0
VARIAN MED SYS INC COM 92220P105 3,294 26,854 SH   SOLE   26,854 0 0
VECTREN CORP COM 92240G101 4,568 71,460 SH   SOLE   71,460 0 0
VENTAS INC COM 92276F100 5,196 104,910 SH   SOLE   104,910 0 0
VERIFONE SYS INC COM 92342Y109 618 40,200 SH   SOLE   40,200 0 0
VERISIGN INC COM 92343E102 2,911 24,557 SH   SOLE   24,557 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 139,014 2,907,034 SH   SOLE   2,907,034 0 0
VERISK ANALYTICS INC COM 92345Y106 4,754 45,716 SH   SOLE   45,716 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 12,186 74,768 SH   SOLE   74,768 0 0
VERSUM MATLS INC COM 92532W103 1,494 39,701 SH   SOLE   39,701 0 0
VIASAT INC COM 92552V100 1,314 20,000 SH   SOLE   20,000 0 0
VIACOM INC NEW CL B 92553P201 3,227 103,904 SH   SOLE   103,904 0 0
VISA INC COM CL A 92826C839 188,849 1,578,744 SH   SOLE   1,578,744 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 896 48,152 SH   SOLE   48,152 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,422 50,850 SH   SOLE   50,850 0 0
VULCAN MATLS CO COM 929160109 4,454 39,010 SH   SOLE   39,010 0 0
WGL HLDGS INC COM 92924F106 1,568 18,740 SH   SOLE   18,740 0 0
WEC ENERGY GROUP INC COM 92939U106 5,823 92,877 SH   SOLE   92,877 0 0
WABTEC CORP COM 929740108 2,540 31,200 SH   SOLE   31,200 0 0
WAL MART STORES INC COM 931142103 38,020 427,334 SH   SOLE   427,334 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 16,424 250,861 SH   SOLE   250,861 0 0
WASHINGTON FED INC COM 938824109 1,091 31,523 SH   SOLE   31,523 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 445 66,721 SH   SOLE   66,721 0 0
WASTE MGMT INC DEL COM 94106L109 9,882 117,478 SH   SOLE   117,478 0 0
WATERS CORP COM 941848103 4,608 23,196 SH   SOLE   23,196 0 0
WATSCO INC COM 942622200 2,117 11,700 SH   SOLE   11,700 0 0
WEBSTER FINL CORP CONN COM 947890109 1,859 33,550 SH   SOLE   33,550 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,221 43,500 SH   SOLE   43,500 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 3,137 16,200 SH   SOLE   16,200 0 0
WELLS FARGO CO NEW COM 949746101 230,305 4,394,297 SH   SOLE   4,394,297 0 0
WELLTOWER INC COM 95040Q104 5,933 109,009 SH   SOLE   109,009 0 0
WENDYS CO COM 95058W100 1,149 65,443 SH   SOLE   65,443 0 0
WERNER ENTERPRISES INC COM 950755108 598 16,375 SH   SOLE   16,375 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 2,384 27,000 SH   SOLE   27,000 0 0
WESTAR ENERGY INC COM 95709T100 2,727 51,850 SH   SOLE   51,850 0 0
WESTERN DIGITAL CORP COM 958102105 8,087 87,649 SH   SOLE   87,649 0 0
WESTERN UN CO COM 959802109 2,600 135,226 SH   SOLE   135,226 0 0
WESTROCK CO COM 96145D105 4,819 75,102 SH   SOLE   75,102 0 0
WEX INC COM 96208T104 2,287 14,600 SH   SOLE   14,600 0 0
WEYERHAEUSER CO COM 962166104 7,783 222,361 SH   SOLE   222,361 0 0
WHIRLPOOL CORP COM 963320106 3,183 20,789 SH   SOLE   20,789 0 0
WILEY JOHN SONS INC CL A 968223206 1,032 16,200 SH   SOLE   16,200 0 0
WILLIAMS COS INC DEL COM 969457100 6,056 243,586 SH   SOLE   243,586 0 0
WILLIAMS SONOMA INC COM 969904101 1,488 28,200 SH   SOLE   28,200 0 0
WINTRUST FINL CORP COM 97650W108 1,764 20,500 SH   SOLE   20,500 0 0
WOODWARD INC COM 980745103 1,440 20,100 SH   SOLE   20,100 0 0
WORLD FUEL SVCS CORP COM 981475106 606 24,700 SH   SOLE   24,700 0 0
WORLDPAY INC CL A 981558109 2,216 26,950 SH   SOLE   26,950 0 0
WORTHINGTON INDS INC COM 981811102 686 15,978 SH   SOLE   15,978 0 0
WPX ENERGY INC COM 98212B103 2,145 145,100 SH   SOLE   145,100 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 25,968 226,937 SH   SOLE   226,937 0 0
WYNN RESORTS LTD COM 983134107 4,316 23,670 SH   SOLE   23,670 0 0
XCEL ENERGY INC COM 98389B100 6,801 149,534 SH   SOLE   149,534 0 0
XILINX INC COM 983919101 5,416 74,971 SH   SOLE   74,971 0 0
XEROX CORP COM NEW 984121608 1,814 63,018 SH   SOLE   63,018 0 0
XYLEM INC COM 98419M100 4,075 52,972 SH   SOLE   52,972 0 0
YUM BRANDS INC COM 988498101 8,330 97,854 SH   SOLE   97,854 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,700 19,400 SH   SOLE   19,400 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 6,525 59,843 SH   SOLE   59,843 0 0
ZIONS BANCORPORATION COM 989701107 3,048 57,806 SH   SOLE   57,806 0 0
ZOETIS INC CL A 98978V103 122,216 1,463,492 SH   SOLE   1,463,492 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,387 27,985 SH   SOLE   27,985 0 0
ALLERGAN PLC SHS G0177J108 16,367 97,256 SH   SOLE   97,256 0 0
AON PLC SHS CL A G0408V102 10,166 72,447 SH   SOLE   72,447 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 973 21,700 SH   SOLE   21,700 0 0
ARRIS INTL INC SHS G0551A103 1,687 63,500 SH   SOLE   63,500 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 60,016 390,986 SH   SOLE   390,986 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 1,539 32,300 SH   SOLE   32,300 0 0
EATON CORP PLC SHS G29183103 5,902 73,854 SH   SOLE   73,854 0 0
ENDO INTL PLC SHS G30401106 435 73,300 SH   SOLE   73,300 0 0
ENSCO PLC SHS CLASS A G3157S106 698 158,900 SH   SOLE   158,900 0 0
EVEREST RE GROUP LTD COM G3223R108 3,082 12,000 SH   SOLE   12,000 0 0
HELEN OF TROY CORP LTD COM G4388N106 853 9,800 SH   SOLE   9,800 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 2,175 65,737 SH   SOLE   65,737 0 0
IHS MARKIT LTD SHS G47567105 5,142 106,600 SH   SOLE   106,600 0 0
INGERSOLL RAND PLC SHS G47791101 6,288 73,540 SH   SOLE   73,540 0 0
INVESCO LTD SHS G491BT108 3,837 119,855 SH   SOLE   119,855 0 0
JOHNSON CTLS INTL PLC SHS G51502105 9,609 272,687 SH   SOLE   272,687 0 0
LIVANOVA PLC SHS G5509L101 1,398 15,800 SH   SOLE   15,800 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 456 31,500 SH   SOLE   31,500 0 0
MEDTRONIC PLC SHS G5960L103 32,011 399,038 SH   SOLE   399,038 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,778 44,748 SH   SOLE   44,748 0 0
APTIV PLC SHS G6095L109 44,594 524,822 SH   SOLE   524,822 0 0
NABORS INDUSTRIES LTD SHS G6359F103 804 114,963 SH   SOLE   114,963 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 3,139 98,744 SH   SOLE   98,744 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 3,215 60,700 SH   SOLE   60,700 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,022 14,600 SH   SOLE   14,600 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 478 41,400 SH   SOLE   41,400 0 0
SEAGATE TECHNOLOGY SHS G7945M107 4,906 83,840 SH   SOLE   83,840 0 0
PENTAIR PLC SHS G7S00T104 3,325 48,802 SH   SOLE   48,802 0 0
SIGNET JEWELERS LIMITED SHS G81276100 847 22,000 SH   SOLE   22,000 0 0
STERIS PLC SHS USD G84720104 2,885 30,900 SH   SOLE   30,900 0 0
TECHNIPFMC PLC COM G87110105 3,784 128,494 SH   SOLE   128,494 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,917 38,878 SH   SOLE   38,878 0 0
PERRIGO CO PLC SHS G97822103 3,210 38,522 SH   SOLE   38,522 0 0
XL GROUP LTD COM G98294104 4,180 75,646 SH   SOLE   75,646 0 0
CHUBB LIMITED COM H1467J104 18,693 136,677 SH   SOLE   136,677 0 0
GARMIN LTD SHS H2906T109 1,919 32,562 SH   SOLE   32,562 0 0
TE CONNECTIVITY LTD REG SHS H84989104 10,327 103,376 SH   SOLE   103,376 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,573 158,900 SH   SOLE   158,900 0 0
STRATASYS LTD SHS M85548101 16,640 824,603 SH   SOLE   824,603 0 0
CORE LABORATORIES N V COM N22717107 1,742 16,100 SH   SOLE   16,100 0 0
LYONDELLBASELL INDUSTRIES N SHS A N53745100 39,187 370,804 SH   SOLE   370,804 0 0
MYLAN N V SHS EURO N59465109 6,238 151,509 SH   SOLE   151,509 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 44,785 380,372 SH   SOLE   380,372 0 0
BROADCOM LTD SHS Y09827109 28,485 120,878 SH   SOLE   120,878 0 0