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
3M CO COM 88579Y101 1,629 7,825 SH   SOLE   7,825 0 0
ABBOTT LABS COM 002824100 846 17,400 SH   SOLE   17,400 0 0
ABBVIE INC COM 00287Y109 2,183 30,100 SH   SOLE   30,100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,202 17,800 SH   SOLE   17,800 0 0
ADOBE SYS INC COM 00724F101 2,320 16,400 SH   SOLE   16,400 0 0
ADVANSIX INC COM 00773T101 912 29,200 SH   SOLE   29,200 0 0
AERCAP HOLDINGS NV SHS N00985106 3,062 65,950 SH   SOLE   65,950 0 0
AFLAC INC COM 001055102 1,702 21,911 SH   SOLE   21,911 0 0
AGNC INVT CORP COM 00123Q104 1,420 66,700 SH   SOLE   66,700 0 0
AGRIUM INC COM 008916108 9,222 101,900 SH   SOLE   101,900 0 0
AIR PRODS & CHEMS INC COM 009158106 1,400 9,783 SH   SOLE   9,783 0 0
AKORN INC COM 009728106 31,585 941,700 SH   SOLE   941,700 0 0
ALBANY MOLECULAR RESH INC COM 012423109 3,123 143,900 SH   SOLE   143,900 0 0
ALBEMARLE CORP COM 012653101 2,047 19,400 SH   SOLE   19,400 0 0
ALCOA CORP COM 013872106 372 11,400 SH   SOLE   11,400 0 0
ALERE INC COM 01449J105 21,707 432,500 SH   SOLE   432,500 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,006 12,400 SH   SOLE   12,400 0 0
ALLERGAN PLC SHS G0177J108 705 2,900 SH   SOLE   2,900 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 197,446 769,200 SH   SOLE   769,200 0 0
ALLSTATE CORP COM 020002101 1,671 18,897 SH   SOLE   18,897 0 0
ALLY FINL INC COM 02005N100 2,759 132,000 SH   SOLE   132,000 0 0
ALON USA ENERGY INC COM 020520102 12,371 928,746 SH   SOLE   928,746 0 0
ALPHABET INC CAP STK CL A 02079K305 144,584 155,520 SH   SOLE   155,520 0 0
ALTABA INC COM 021346101 921 16,900 SH   SOLE   16,900 0 0
ALTRIA GROUP INC COM 02209S103 1,609 21,607 SH   SOLE   21,607 0 0
AMAYA INC COM 02314M108 643 36,000 SH   SOLE   36,000 0 0
AMEREN CORP COM 023608102 1,599 29,253 SH   SOLE   29,253 0 0
AMERICAN EXPRESS CO COM 025816109 1,584 18,800 SH   SOLE   18,800 0 0
AMERISOURCEBERGEN CORP COM 03073E105 141,386 1,495,670 SH   SOLE   1,495,670 0 0
AMPHENOL CORP NEW CL A 032095101 1,565 21,198 SH   SOLE   21,198 0 0
ANDERSONS INC COM 034164103 557 16,300 SH   SOLE   16,300 0 0
ANNALY CAP MGMT INC COM 035710409 2,228 184,900 SH   SOLE   184,900 0 0
ANTHEM INC COM 036752103 135,824 721,970 SH   SOLE   721,970 0 0
AON PLC SHS CL A G0408V102 1,600 12,034 SH   SOLE   12,034 0 0
APPLE INC COM 037833100 106,879 742,110 SH   SOLE   742,110 0 0
APPLIED MATLS INC COM 038222105 2,082 50,400 SH   SOLE   50,400 0 0
ARCH CAP GROUP LTD ORD G0450A105 2,230 23,900 SH   SOLE   23,900 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,210 53,400 SH   SOLE   53,400 0 0
ARES CAP CORP COM 04010L103 28,722 1,753,474 SH   SOLE   1,753,474 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 212 8,500 SH   SOLE   8,500 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 446 9,700 SH   SOLE   9,700 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 652 63,383 SH   SOLE   63,383 0 0
ASTORIA FINL CORP COM 046265104 8,215 407,700 SH   SOLE   407,700 0 0
AT&T INC COM 00206R102 1,699 45,021 SH   SOLE   45,021 0 0
ATHENE HLDG LTD CL A G0684D107 1,320 26,600 SH   SOLE   26,600 0 0
AUTODESK INC COM 052769106 2,783 27,600 SH   SOLE   27,600 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 771 17,000 SH   SOLE   17,000 0 0
AUTOZONE INC COM 053332102 96,662 169,445 SH   SOLE   169,445 0 0
AVALONBAY CMNTYS INC COM 053484101 92,199 479,779 SH   SOLE   479,779 0 0
AVANGRID INC COM 05351W103 477 10,800 SH   SOLE   10,800 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 3,408 52,700 SH   SOLE   52,700 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 288 24,500 SH   SOLE   24,500 0 0
BANK AMER CORP COM 060505104 1,303 53,700 SH   SOLE   53,700 0 0
BANK MONTREAL QUE COM 063671101 211,094 2,879,097 SH   SOLE   2,879,097 0 0
BANK N S HALIFAX COM 064149107 204,632 3,406,680 SH   SOLE   3,406,680 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,934 37,900 SH   SOLE   37,900 0 0
BARD C R INC COM 067383109 38,945 123,200 SH   SOLE   123,200 0 0
BARNES & NOBLE ED INC COM 06777U101 146 13,700 SH   SOLE   13,700 0 0
BARRACUDA NETWORKS INC COM 068323104 431 18,694 SH   SOLE   18,694 0 0
BAXTER INTL INC COM 071813109 2,416 39,900 SH   SOLE   39,900 0 0
BCE INC COM NEW 05534B760 93,899 2,088,120 SH   SOLE   2,088,120 0 0
BECTON DICKINSON & CO COM 075887109 1,475 7,560 SH   SOLE   7,560 0 0
BED BATH & BEYOND INC COM 075896100 1,903 62,600 SH   SOLE   62,600 0 0
BERKLEY W R CORP COM 084423102 2,248 32,500 SH   SOLE   32,500 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 102,815 607,045 SH   SOLE   607,045 0 0
BEST BUY INC COM 086516101 2,798 48,800 SH   SOLE   48,800 0 0
BIOVERATIV INC COM 09075E100 355 5,900 SH   SOLE   5,900 0 0
BLOCK H & R INC COM 093671105 5,681 183,800 SH   SOLE   183,800 0 0
BLUEBIRD BIO INC COM 09609G100 1,061 10,100 SH   SOLE   10,100 0 0
BOEING CO COM 097023105 64,919 328,290 SH   SOLE   328,290 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,341 41,200 SH   SOLE   41,200 0 0
BROADCOM LTD SHS Y09827109 3,100 13,300 SH   SOLE   13,300 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 42,935 3,404,800 SH   SOLE   3,404,800 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 213,135 5,435,723 SH   SOLE   5,435,723 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 443 18,700 SH   SOLE   18,700 0 0
BROWN FORMAN CORP CL B 115637209 1,591 32,730 SH   SOLE   32,730 0 0
CA INC COM 12673P105 1,644 47,700 SH   SOLE   47,700 0 0
CABELAS INC COM 126804301 18,575 312,600 SH   SOLE   312,600 0 0
CABLE ONE INC COM 12685J105 640 900 SH   SOLE   900 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,170 64,800 SH   SOLE   64,800 0 0
CAESARS ACQUISITION CO CL A 12768T103 5,443 285,741 SH   SOLE   285,741 0 0
CALATLANTIC GROUP INC COM 128195104 880 24,900 SH   SOLE   24,900 0 0
CAMDEN PPTY TR SH BEN INT 133131102 1,454 17,000 SH   SOLE   17,000 0 0
CANADIAN NAT RES LTD COM 136385101 138,145 4,794,475 SH   SOLE   4,794,475 0 0
CANADIAN NATL RY CO COM 136375102 2,293 28,300 SH   SOLE   28,300 0 0
CAPITAL BK FINL CORP CL A COM 139794101 12,741 334,400 SH   SOLE   334,400 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,305 27,900 SH   SOLE   27,900 0 0
CARDCONNECT CORP COM 14141X108 1,692 112,400 SH   SOLE   112,400 0 0
CARE CAP PPTYS INC COM 141624106 5,009 187,600 SH   SOLE   187,600 0 0
CARETRUST REIT INC COM 14174T107 760 41,000 SH   SOLE   41,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,462 22,300 SH   SOLE   22,300 0 0
CARRIZO OIL & GAS INC COM 144577103 843 48,400 SH   SOLE   48,400 0 0
CARS COM INC COM 14575E105 1,909 71,700 SH   SOLE   71,700 0 0
CAVCO INDS INC DEL COM 149568107 311 2,400 SH   SOLE   2,400 0 0
CBRE GROUP INC CL A 12504L109 204,481 5,617,598 SH   SOLE   5,617,598 0 0
CBS CORP NEW CL B 124857202 1,639 25,700 SH   SOLE   25,700 0 0
CDK GLOBAL INC COM 12508E101 3,066 49,400 SH   SOLE   49,400 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 302,272 3,724,840 SH   SOLE   3,724,840 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,607 58,699 SH   SOLE   58,699 0 0
CENTURYLINK INC COM 156700106 8,869 371,400 SH   SOLE   371,400 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 632 23,527 SH   SOLE   23,527 0 0
CHEVRON CORP NEW COM 166764100 2,203 21,119 SH   SOLE   21,119 0 0
CHUBB LIMITED COM H1467J104 1,651 11,358 SH   SOLE   11,358 0 0
CIENA CORP COM NEW 171779309 1,927 77,000 SH   SOLE   77,000 0 0
CIGNA CORPORATION COM 125509109 4,151 24,800 SH   SOLE   24,800 0 0
CINTAS CORP COM 172908105 2,281 18,100 SH   SOLE   18,100 0 0
CISCO SYS INC COM 17275R102 140,606 4,492,212 SH   SOLE   4,492,212 0 0
CITIGROUP INC COM NEW 172967424 4,093 61,200 SH   SOLE   61,200 0 0
CITIZENS FINL GROUP INC COM 174610105 1,231 34,500 SH   SOLE   34,500 0 0
CITRIX SYS INC COM 177376100 2,276 28,600 SH   SOLE   28,600 0 0
CLOROX CO DEL COM 189054109 2,184 16,389 SH   SOLE   16,389 0 0
CMS ENERGY CORP COM 125896100 1,603 34,665 SH   SOLE   34,665 0 0
COCA COLA CO COM 191216100 1,758 39,206 SH   SOLE   39,206 0 0
COLGATE PALMOLIVE CO COM 194162103 2,191 29,561 SH   SOLE   29,561 0 0
COLONY STARWOOD HOMES COM 19625X102 758 22,100 SH   SOLE   22,100 0 0
COMCAST CORP NEW CL A 20030N101 1,502 38,582 SH   SOLE   38,582 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 352 10,722 SH   SOLE   10,722 0 0
CONAGRA BRANDS INC COM 205887102 1,420 39,700 SH   SOLE   39,700 0 0
CONOCOPHILLIPS COM 20825C104 2,194 49,900 SH   SOLE   49,900 0 0
CONSOLIDATED EDISON INC COM 209115104 2,180 26,979 SH   SOLE   26,979 0 0
COOPER COS INC COM NEW 216648402 7,204 30,088 SH   SOLE   30,088 0 0
COPART INC COM 217204106 1,418 44,600 SH   SOLE   44,600 0 0
CORNING INC COM 219350105 2,329 77,500 SH   SOLE   77,500 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,985 12,411 SH   SOLE   12,411 0 0
CSRA INC COM 12650T104 689 21,700 SH   SOLE   21,700 0 0
CSW INDUSTRIALS INC COM 126402106 251 6,500 SH   SOLE   6,500 0 0
CU BANCORP CALIF COM 126534106 4,371 120,900 SH   SOLE   120,900 0 0
CUMMINS INC COM 231021106 1,476 9,100 SH   SOLE   9,100 0 0
CVS HEALTH CORP COM 126650100 2,261 28,100 SH   SOLE   28,100 0 0
DANAHER CORP DEL COM 235851102 1,693 20,057 SH   SOLE   20,057 0 0
DARDEN RESTAURANTS INC COM 237194105 2,198 24,300 SH   SOLE   24,300 0 0
DEERE & CO COM 244199105 4,746 38,400 SH   SOLE   38,400 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 488 117,700 SH   SOLE   117,700 0 0
DIGITALGLOBE INC COM NEW 25389M877 5,208 156,400 SH   SOLE   156,400 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 2,208 85,500 SH   SOLE   85,500 0 0
DISH NETWORK CORP CL A 25470M109 2,171 34,600 SH   SOLE   34,600 0 0
DISNEY WALT CO COM DISNEY 254687106 1,726 16,247 SH   SOLE   16,247 0 0
DOMINION DIAMOND CORP COM 257287102 4,077 324,400 SH   SOLE   324,400 0 0
DOMINOS PIZZA INC COM 25754A201 2,306 10,900 SH   SOLE   10,900 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 806 35,100 SH   SOLE   35,100 0 0
DONNELLEY R R & SONS CO COM 257867200 609 48,600 SH   SOLE   48,600 0 0
DOW CHEM CO COM 260543103 6,503 103,100 SH   SOLE   103,100 0 0
DTE ENERGY CO COM 233331107 2,179 20,600 SH   SOLE   20,600 0 0
DUKE REALTY CORP COM NEW 264411505 1,414 50,600 SH   SOLE   50,600 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 35,332 577,700 SH   SOLE   577,700 0 0
DXC TECHNOLOGY CO COM 23355L106 361 4,700 SH   SOLE   4,700 0 0
EASTMAN CHEM CO COM 277432100 1,503 17,900 SH   SOLE   17,900 0 0
EATON CORP PLC SHS G29183103 1,510 19,400 SH   SOLE   19,400 0 0
EATON VANCE CORP COM NON VTG 278265103 2,181 46,100 SH   SOLE   46,100 0 0
EBAY INC COM 278642103 653 18,700 SH   SOLE   18,700 0 0
EDISON INTL COM 281020107 2,155 27,558 SH   SOLE   27,558 0 0
EMERSON ELEC CO COM 291011104 2,200 36,900 SH   SOLE   36,900 0 0
ENBRIDGE INC COM 29250N105 453,029 11,388,871 SH   SOLE   11,388,871 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 116 21,000 SH   SOLE   21,000 0 0
ENERNOC INC COM 292764107 1,906 245,900 SH   SOLE   245,900 0 0
ENOVA INTL INC COM 29357K103 304 20,500 SH   SOLE   20,500 0 0
ENSIGN GROUP INC COM 29358P101 388 17,800 SH   SOLE   17,800 0 0
ENZO BIOCHEM INC COM 294100102 155 14,000 SH   SOLE   14,000 0 0
ESSEX PPTY TR INC COM 297178105 2,161 8,400 SH   SOLE   8,400 0 0
EVEREST RE GROUP LTD COM G3223R108 1,451 5,700 SH   SOLE   5,700 0 0
EVOLENT HEALTH INC CL A 30050B101 651 25,700 SH   SOLE   25,700 0 0
EXELON CORP COM 30161N101 2,207 61,200 SH   SOLE   61,200 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,767 31,291 SH   SOLE   31,291 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,324 36,400 SH   SOLE   36,400 0 0
F5 NETWORKS INC COM 315616102 2,211 17,400 SH   SOLE   17,400 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 6,044 386,187 SH   SOLE   386,187 0 0
FELCOR LODGING TR INC COM 31430F101 16,974 2,354,210 SH   SOLE   2,354,210 0 0
FIDELITY & GTY LIFE COM 315785105 4,850 156,200 SH   SOLE   156,200 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 314 19,900 SH   SOLE   19,900 0 0
FIRST NBC BK HLDG CO COM 32115D106 3 101,300 SH   SOLE   101,300 0 0
FIRST POTOMAC RLTY TR COM 33610F109 417 37,500 SH   SOLE   37,500 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 628 9,800 SH   SOLE   9,800 0 0
FORESTAR GROUP INC COM 346233109 6,121 356,900 SH   SOLE   356,900 0 0
FORTIVE CORP COM 34959J108 1,286 20,300 SH   SOLE   20,300 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 15,498 1,939,700 SH   SOLE   1,939,700 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 490 19,500 SH   SOLE   19,500 0 0
FTD COS INC COM 30281V108 258 12,900 SH   SOLE   12,900 0 0
GANNETT CO INC COM 36473H104 276 31,700 SH   SOLE   31,700 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 357 11,700 SH   SOLE   11,700 0 0
GENERAL DYNAMICS CORP COM 369550108 2,218 11,195 SH   SOLE   11,195 0 0
GENERAL MLS INC COM 370334104 3,784 68,300 SH   SOLE   68,300 0 0
GENWORTH FINL INC COM CL A 37247D106 10,896 2,890,200 SH   SOLE   2,890,200 0 0
GILEAD SCIENCES INC COM 375558103 1,649 23,300 SH   SOLE   23,300 0 0
GREAT PLAINS ENERGY INC COM 391164100 452 15,444 SH   SOLE   15,444 0 0
GUESS INC COM 401617105 786 61,500 SH   SOLE   61,500 0 0
HAIN CELESTIAL GROUP INC COM 405217100 3,734 96,200 SH   SOLE   96,200 0 0
HALYARD HEALTH INC COM 40650V100 475 12,100 SH   SOLE   12,100 0 0
HANESBRANDS INC COM 410345102 131,398 5,673,506 SH   SOLE   5,673,506 0 0
HARLEY DAVIDSON INC COM 412822108 2,269 42,000 SH   SOLE   42,000 0 0
HARRIS CORP DEL COM 413875105 2,368 21,713 SH   SOLE   21,713 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,700 52,500 SH   SOLE   52,500 0 0
HCA HEALTHCARE INC COM 40412C101 2,337 26,800 SH   SOLE   26,800 0 0
HCP INC COM 40414L109 1,560 48,800 SH   SOLE   48,800 0 0
HERSHEY CO COM 427866108 2,373 22,100 SH   SOLE   22,100 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,193 132,200 SH   SOLE   132,200 0 0
HILTON GRAND VACATIONS INC COM 43283X105 1,688 46,800 SH   SOLE   46,800 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,134 34,500 SH   SOLE   34,500 0 0
HOLOGIC INC COM 436440101 2,278 50,200 SH   SOLE   50,200 0 0
HOME DEPOT INC COM 437076102 1,631 10,631 SH   SOLE   10,631 0 0
HONEYWELL INTL INC COM 438516106 1,627 12,209 SH   SOLE   12,209 0 0
HORMEL FOODS CORP COM 440452100 2,200 64,500 SH   SOLE   64,500 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,487 81,400 SH   SOLE   81,400 0 0
HP INC COM 40434L105 2,695 154,200 SH   SOLE   154,200 0 0
HUMANA INC COM 444859102 1,564 6,500 SH   SOLE   6,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,329 98,300 SH   SOLE   98,300 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,159 11,600 SH   SOLE   11,600 0 0
HUNTSMAN CORP COM 447011107 1,607 62,200 SH   SOLE   62,200 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 267 3,800 SH   SOLE   3,800 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 162 13,200 SH   SOLE   13,200 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,221 15,501 SH   SOLE   15,501 0 0
IMPERIAL OIL LTD COM NEW 453038408 2,308 79,300 SH   SOLE   79,300 0 0
INGERSOLL-RAND PLC SHS G47791101 2,321 25,400 SH   SOLE   25,400 0 0
INTEL CORP COM 458140100 1,407 41,700 SH   SOLE   41,700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,781 11,576 SH   SOLE   11,576 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,542 62,700 SH   SOLE   62,700 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 1,921 80,900 SH   SOLE   80,900 0 0
INTUIT COM 461202103 1,259 9,479 SH   SOLE   9,479 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,338 2,500 SH   SOLE   2,500 0 0
ISHARES TR JP MOR EM MK ETF 464288281 86,342 755,000 SH   SOLE   755,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 15,998 245,425 SH   SOLE   245,425 0 0
ISHARES TR U.S. PFD STK ETF 464288687 64,622 1,650,000 SH   SOLE   1,650,000 0 0
JOHNSON & JOHNSON COM 478160104 75,274 569,007 SH   SOLE   569,007 0 0
JOHNSON CTLS INTL PLC SHS G51502105 737 17,000 SH   SOLE   17,000 0 0
JONES LANG LASALLE INC COM 48020Q107 2,325 18,600 SH   SOLE   18,600 0 0
JPMORGAN CHASE & CO COM 46625H100 129,253 1,414,150 SH   SOLE   1,414,150 0 0
JUNIPER NETWORKS INC COM 48203R104 2,189 78,500 SH   SOLE   78,500 0 0
KCG HLDGS INC CL A 48244B100 18,979 951,818 SH   SOLE   951,818 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 498 12,800 SH   SOLE   12,800 0 0
KIMBERLY CLARK CORP COM 494368103 94,118 728,978 SH   SOLE   728,978 0 0
KLA-TENCOR CORP COM 482480100 3,697 40,400 SH   SOLE   40,400 0 0
KLX INC COM 482539103 365 7,300 SH   SOLE   7,300 0 0
LA Z BOY INC COM 505336107 819 25,200 SH   SOLE   25,200 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,649 10,700 SH   SOLE   10,700 0 0
LADDER CAP CORP CL A 505743104 70,557 5,261,553 SH   SOLE   5,261,553 0 0
LAM RESEARCH CORP COM 512807108 2,022 14,300 SH   SOLE   14,300 0 0
LAMB WESTON HLDGS INC COM 513272104 414 9,400 SH   SOLE   9,400 0 0
LANTHEUS HLDGS INC COM 516544103 528 29,900 SH   SOLE   29,900 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1,974 296,400 SH   SOLE   296,400 0 0
LEAR CORP COM NEW 521865204 2,188 15,400 SH   SOLE   15,400 0 0
LEUCADIA NATL CORP COM 527288104 2,318 88,600 SH   SOLE   88,600 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 599 6,900 SH   SOLE   6,900 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 648 12,000 SH   SOLE   12,000 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 425 19,500 SH   SOLE   19,500 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 607 11,600 SH   SOLE   11,600 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 542 12,900 SH   SOLE   12,900 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 483 13,800 SH   SOLE   13,800 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,417 34,800 SH   SOLE   34,800 0 0
LOCKHEED MARTIN CORP COM 539830109 1,653 5,954 SH   SOLE   5,954 0 0
LOEWS CORP COM 540424108 1,686 36,008 SH   SOLE   36,008 0 0
LUMENTUM HLDGS INC COM 55024U109 268 4,700 SH   SOLE   4,700 0 0
LUMOS NETWORKS CORP COM 550283105 1,129 63,200 SH   SOLE   63,200 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,637 19,400 SH   SOLE   19,400 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 906 4,600 SH   SOLE   4,600 0 0
MAGNA INTL INC COM 559222401 2,276 49,200 SH   SOLE   49,200 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 260 5,800 SH   SOLE   5,800 0 0
MANITOWOC INC COM 563571108 198 32,900 SH   SOLE   32,900 0 0
MARATHON PETE CORP COM 56585A102 2,773 53,000 SH   SOLE   53,000 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 1,060 9,000 SH   SOLE   9,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,351 19,355 SH   SOLE   19,355 0 0
MCKESSON CORP COM 58155Q103 130,284 791,810 SH   SOLE   791,810 0 0
MERCK & CO INC COM 58933Y105 1,506 23,500 SH   SOLE   23,500 0 0
MEREDITH CORP COM 589433101 1,141 19,200 SH   SOLE   19,200 0 0
MERUS LABS INTL INC NEW COM 59047R101 1,358 1,075,400 SH   SOLE   1,075,400 0 0
METLIFE INC COM 59156R108 158,538 2,885,658 SH   SOLE   2,885,658 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,236 3,800 SH   SOLE   3,800 0 0
MICROSOFT CORP COM 594918104 78,630 1,140,721 SH   SOLE   1,140,721 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 31,482 501,300 SH   SOLE   501,300 0 0
MOMO INC ADR 60879B107 521 14,100 SH   SOLE   14,100 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 10,840 628,400 SH   SOLE   628,400 0 0
MONSANTO CO NEW COM 61166W101 33,224 280,700 SH   SOLE   280,700 0 0
MORGAN STANLEY COM NEW 617446448 1,332 29,900 SH   SOLE   29,900 0 0
MSG NETWORK INC CL A 553573106 418 18,600 SH   SOLE   18,600 0 0
MURPHY USA INC COM 626755102 341 4,600 SH   SOLE   4,600 0 0
NANOMETRICS INC COM 630077105 266 10,500 SH   SOLE   10,500 0 0
NAVIENT CORPORATION COM 63938C108 496 29,800 SH   SOLE   29,800 0 0
NEOS THERAPEUTICS INC COM 64052L106 110 15,100 SH   SOLE   15,100 0 0
NEUSTAR INC CL A 64126X201 9,288 278,500 SH   SOLE   278,500 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 345 25,600 SH   SOLE   25,600 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 381 24,500 SH   SOLE   24,500 0 0
NEW SR INVT GROUP INC COM 648691103 512 50,900 SH   SOLE   50,900 0 0
NEWS CORP NEW CL A 65249B109 859 62,700 SH   SOLE   62,700 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 222 8,900 SH   SOLE   8,900 0 0
NEXTERA ENERGY INC COM 65339F101 65,596 468,110 SH   SOLE   468,110 0 0
NIKE INC CL B 654106103 130,538 2,212,505 SH   SOLE   2,212,505 0 0
NISOURCE INC COM 65473P105 824 32,500 SH   SOLE   32,500 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 2,413 74,100 SH   SOLE   74,100 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,249 26,700 SH   SOLE   26,700 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 936 73,800 SH   SOLE   73,800 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 4,031 343,900 SH   SOLE   343,900 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 512 12,300 SH   SOLE   12,300 0 0
NXP SEMICONDUCTORS N V COM N6596X109 45,444 415,200 SH   SOLE   415,200 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,100 9,600 SH   SOLE   9,600 0 0
OFFICE DEPOT INC COM 676220106 991 175,700 SH   SOLE   175,700 0 0
OGE ENERGY CORP COM 670837103 1,451 41,700 SH   SOLE   41,700 0 0
ONE GAS INC COM 68235P108 1,026 14,700 SH   SOLE   14,700 0 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 2,555 140,170 SH   SOLE   140,170 0 0
ONEOK INC NEW COM 682680103 2,358 45,200 SH   SOLE   45,200 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 12,328 241,400 SH   SOLE   241,400 0 0
OPEN TEXT CORP COM 683715106 2,159 68,500 SH   SOLE   68,500 0 0
ORACLE CORP COM 68389X105 2,495 49,765 SH   SOLE   49,765 0 0
ORBITAL ATK INC COM 68557N103 1,328 13,500 SH   SOLE   13,500 0 0
OSISKO GOLD ROYALTIES LTD COM 68827L101 554 45,400 SH   SOLE   45,400 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 4,895 191,600 SH   SOLE   191,600 0 0
PACKAGING CORP AMER COM 695156109 2,384 21,400 SH   SOLE   21,400 0 0
PANERA BREAD CO CL A 69840W108 31,464 100,000 SH   SOLE   100,000 0 0
PAREXEL INTL CORP COM 699462107 6,527 75,100 SH   SOLE   75,100 0 0
PARK HOTELS RESORTS INC COM 700517105 526 19,500 SH   SOLE   19,500 0 0
PARK STERLING CORP COM 70086Y105 5,474 460,800 SH   SOLE   460,800 0 0
PARKWAY INC COM 70156Q107 842 36,800 SH   SOLE   36,800 0 0
PATHEON N V SHS N6865W105 991 28,400 SH   SOLE   28,400 0 0
PATRIOT NATL INC COM 70338T102 66 31,100 SH   SOLE   31,100 0 0
PAYPAL HLDGS INC COM 70450Y103 918 17,100 SH   SOLE   17,100 0 0
PENN NATL GAMING INC COM 707569109 640 29,900 SH   SOLE   29,900 0 0
PENTAIR PLC SHS G7S00T104 639 9,600 SH   SOLE   9,600 0 0
PEPSICO INC COM 713448108 2,233 19,336 SH   SOLE   19,336 0 0
PFIZER INC COM 717081103 1,819 54,155 SH   SOLE   54,155 0 0
PG&E CORP COM 69331C108 1,597 24,057 SH   SOLE   24,057 0 0
PHYSICIANS RLTY TR COM 71943U104 526 26,100 SH   SOLE   26,100 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 800 40,500 SH   SOLE   40,500 0 0
PINNACLE WEST CAP CORP COM 723484101 1,566 18,387 SH   SOLE   18,387 0 0
PJT PARTNERS INC COM CL A 69343T107 294 7,300 SH   SOLE   7,300 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,636 13,100 SH   SOLE   13,100 0 0
POTASH CORP SASK INC COM 73755L107 1,383 84,900 SH   SOLE   84,900 0 0
PPL CORP COM 69351T106 2,214 57,272 SH   SOLE   57,272 0 0
PRAXAIR INC COM 74005P104 110,280 831,990 SH   SOLE   831,990 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,271 30,600 SH   SOLE   30,600 0 0
PRICELINE GRP INC COM NEW 741503403 92,619 49,515 SH   SOLE   49,515 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,210 34,500 SH   SOLE   34,500 0 0
PROCTER AND GAMBLE CO COM 742718109 1,690 19,387 SH   SOLE   19,387 0 0
PROLOGIS INC COM 74340W103 1,448 24,700 SH   SOLE   24,700 0 0
PROTHENA CORP PLC SHS G72800108 271 5,000 SH   SOLE   5,000 0 0
PRUDENTIAL FINL INC COM 744320102 2,249 20,800 SH   SOLE   20,800 0 0
QUALITY CARE PPTYS INC COM 747545101 436 23,800 SH   SOLE   23,800 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,633 14,693 SH   SOLE   14,693 0 0
QUORUM HEALTH CORP COM 74909E106 79 19,100 SH   SOLE   19,100 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 250 15,900 SH   SOLE   15,900 0 0
RAYTHEON CO COM NEW 755111507 1,655 10,248 SH   SOLE   10,248 0 0
RED HAT INC COM 756577102 3,476 36,300 SH   SOLE   36,300 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,259 86,000 SH   SOLE   86,000 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 323 24,916 SH   SOLE   24,916 0 0
REPLIGEN CORP COM 759916109 265 6,400 SH   SOLE   6,400 0 0
REPUBLIC SVCS INC COM 760759100 1,650 25,885 SH   SOLE   25,885 0 0
REYNOLDS AMERICAN INC COM 761713106 45,782 703,900 SH   SOLE   703,900 0 0
RITE AID CORP COM 767754104 549 186,100 SH   SOLE   186,100 0 0
RMR GROUP INC CL A 74967R106 248 5,100 SH   SOLE   5,100 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,235 13,800 SH   SOLE   13,800 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 93,455 1,981,560 SH   SOLE   1,981,560 0 0
ROSS STORES INC COM 778296103 2,090 36,200 SH   SOLE   36,200 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 216,683 2,988,600 SH   SOLE   2,988,600 0 0
S&P GLOBAL INC COM 78409V104 2,234 15,300 SH   SOLE   15,300 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 2,453 101,800 SH   SOLE   101,800 0 0
SCHOLASTIC CORP COM 807066105 802 18,400 SH   SOLE   18,400 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 864 78,500 SH   SOLE   78,500 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,633 23,900 SH   SOLE   23,900 0 0
SEACOR MARINE HLDGS INC COM 78413P101 829 40,740 SH   SOLE   40,740 0 0
SEI INVESTMENTS CO COM 784117103 2,313 43,000 SH   SOLE   43,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,283 104,800 SH   SOLE   104,800 0 0
SIMON PPTY GROUP INC NEW COM 828806109 135,672 838,721 SH   SOLE   838,721 0 0
SLM CORP COM 78442P106 398 34,600 SH   SOLE   34,600 0 0
SMITH A O COM 831865209 2,253 40,000 SH   SOLE   40,000 0 0
SOUTHWEST AIRLS CO COM 844741108 2,349 37,800 SH   SOLE   37,800 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 2,032 79,527 SH   SOLE   79,527 0 0
SP PLUS CORP COM 78469C103 541 17,700 SH   SOLE   17,700 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 32,008 132,385 SH   SOLE   132,385 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 2,126 17,000 SH   SOLE   17,000 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 242 44,800 SH   SOLE   44,800 0 0
SPX CORP COM 784635104 314 12,500 SH   SOLE   12,500 0 0
STARBUCKS CORP COM 855244109 2,111 36,200 SH   SOLE   36,200 0 0
STONEGATE BK FT LAUDERDALE F COM 861811107 3,473 75,200 SH   SOLE   75,200 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 4,473 24,900 SH   SOLE   24,900 0 0
STRYKER CORP COM 863667101 2,200 15,854 SH   SOLE   15,854 0 0
SUN BANCORP INC COM NEW 86663B201 239 9,700 SH   SOLE   9,700 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 695 39,600 SH   SOLE   39,600 0 0
SUNCOR ENERGY INC NEW COM 867224107 121,410 4,161,400 SH   SOLE   4,161,400 0 0
SUNTRUST BKS INC COM 867914103 1,373 24,200 SH   SOLE   24,200 0 0
SWIFT TRANSN CO CL A 87074U101 11,594 437,500 SH   SOLE   437,500 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 806 49,000 SH   SOLE   49,000 0 0
SYNERON MEDICAL LTD ORD SHS M87245102 1,268 115,800 SH   SOLE   115,800 0 0
SYNOPSYS INC COM 871607107 2,188 30,000 SH   SOLE   30,000 0 0
T MOBILE US INC COM 872590104 1,400 23,100 SH   SOLE   23,100 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,219 28,200 SH   SOLE   28,200 0 0
TELUS CORP COM 87971M103 2,320 67,300 SH   SOLE   67,300 0 0
TEREX CORP NEW COM 880779103 994 26,500 SH   SOLE   26,500 0 0
TERRAFORM GLOBAL INC CL A 88104M101 7,488 1,482,700 SH   SOLE   1,482,700 0 0
TESORO CORP COM 881609101 2,284 24,400 SH   SOLE   24,400 0 0
TEXAS INSTRS INC COM 882508104 1,416 18,400 SH   SOLE   18,400 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 378 9,500 SH   SOLE   9,500 0 0
TICC CAPITAL CORP COM 87244T109 295 46,500 SH   SOLE   46,500 0 0
TIFFANY & CO NEW COM 886547108 2,225 23,700 SH   SOLE   23,700 0 0
TIME WARNER INC COM NEW 887317303 19,570 194,900 SH   SOLE   194,900 0 0
TIMKENSTEEL CORP COM 887399103 252 16,400 SH   SOLE   16,400 0 0
TJX COS INC NEW COM 872540109 2,200 30,479 SH   SOLE   30,479 0 0
TOPBUILD CORP COM 89055F103 1,247 23,500 SH   SOLE   23,500 0 0
TORCHMARK CORP COM 891027104 1,727 22,573 SH   SOLE   22,573 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 158,522 3,150,300 SH   SOLE   3,150,300 0 0
TRANSCANADA CORP COM 89353D107 250,074 5,253,500 SH   SOLE   5,253,500 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,265 17,900 SH   SOLE   17,900 0 0
TRIBUNE MEDIA CO CL A 896047503 25,824 633,400 SH   SOLE   633,400 0 0
TRINSEO S A SHS L9340P101 907 13,200 SH   SOLE   13,200 0 0
TRONC INC COM 89703P107 418 32,400 SH   SOLE   32,400 0 0
UDR INC COM 902653104 2,178 55,900 SH   SOLE   55,900 0 0
UGI CORP NEW COM 902681105 1,452 30,000 SH   SOLE   30,000 0 0
UNION PAC CORP COM 907818108 109,803 1,008,200 SH   SOLE   1,008,200 0 0
UNITED PARCEL SERVICE INC CL B 911312106 117,539 1,062,840 SH   SOLE   1,062,840 0 0
UNITED TECHNOLOGIES CORP COM 913017109 197,186 1,614,823 SH   SOLE   1,614,823 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2,297 12,390 SH   SOLE   12,390 0 0
UNITI GROUP INC COM 91325V108 377 15,000 SH   SOLE   15,000 0 0
US BANCORP DEL COM NEW 902973304 83,519 1,608,610 SH   SOLE   1,608,610 0 0
V F CORP COM 918204108 1,526 26,500 SH   SOLE   26,500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,558 23,100 SH   SOLE   23,100 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 65,792 3,484,749 SH   SOLE   3,484,749 0 0
VAREX IMAGING CORP COM 92214X106 308 9,100 SH   SOLE   9,100 0 0
VARIAN MED SYS INC COM 92220P105 2,260 21,900 SH   SOLE   21,900 0 0
VCA INC COM 918194101 29,595 320,600 SH   SOLE   320,600 0 0
VECTRUS INC COM 92242T101 284 8,800 SH   SOLE   8,800 0 0
VEEVA SYS INC CL A COM 922475108 2,692 43,900 SH   SOLE   43,900 0 0
VERISK ANALYTICS INC COM 92345Y106 1,742 20,642 SH   SOLE   20,642 0 0
VERSUM MATLS INC COM 92532W103 845 26,000 SH   SOLE   26,000 0 0
VIAVI SOLUTIONS INC COM 925550105 1,473 139,900 SH   SOLE   139,900 0 0
VISA INC COM CL A 92826C839 144,739 1,543,390 SH   SOLE   1,543,390 0 0
VISTA OUTDOOR INC COM 928377100 311 13,800 SH   SOLE   13,800 0 0
VIVINT SOLAR INC COM 92854Q106 246 42,100 SH   SOLE   42,100 0 0
VTTI ENERGY PARTNERS LP COM UNIT RP LT Y9384M101 3,673 186,900 SH   SOLE   186,900 0 0
VWR CORP COM 91843L103 16,624 503,600 SH   SOLE   503,600 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,779 73,800 SH   SOLE   73,800 0 0
WAL-MART STORES INC COM 931142103 2,135 28,209 SH   SOLE   28,209 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 323 38,600 SH   SOLE   38,600 0 0
WASHINGTONFIRST BANKSHARES I COM 940730104 1,554 45,000 SH   SOLE   45,000 0 0
WASTE MGMT INC DEL COM 94106L109 41,291 562,928 SH   SOLE   562,928 0 0
WELLS FARGO CO NEW COM 949746101 315,547 5,694,770 SH   SOLE   5,694,770 0 0
WELLTOWER INC COM 95040Q104 83,724 1,118,560 SH   SOLE   1,118,560 0 0
WEST CORP COM 952355204 1,957 83,900 SH   SOLE   83,900 0 0
WESTAR ENERGY INC COM 95709T100 482 9,100 SH   SOLE   9,100 0 0
WESTROCK CO COM 96145D105 2,221 39,200 SH   SOLE   39,200 0 0
WILLIAMS COS INC DEL COM 969457100 542 17,900 SH   SOLE   17,900 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 493 12,300 SH   SOLE   12,300 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,279 22,700 SH   SOLE   22,700 0 0
XACTLY CORP COM 98386L101 1,191 76,100 SH   SOLE   76,100 0 0
XCEL ENERGY INC COM 98389B100 1,556 33,908 SH   SOLE   33,908 0 0
XCERRA CORP COM 98400J108 1,431 146,500 SH   SOLE   146,500 0 0
XENITH BANKSHARES INC NEW COM NEW 984102202 2,112 68,000 SH   SOLE   68,000 0 0
XEROX CORP COM NEW 984121608 2,318 80,675 SH   SOLE   80,675 0 0
XILINX INC COM 983919101 2,206 34,300 SH   SOLE   34,300 0 0
XL GROUP LTD COM G98294104 2,308 52,700 SH   SOLE   52,700 0 0
YUM BRANDS INC COM 988498101 2,408 32,645 SH   SOLE   32,645 0 0
YUM CHINA HLDGS INC COM 98850P109 450 11,400 SH   SOLE   11,400 0 0
YY INC ADS REPCOM CLA 98426T106 760 13,100 SH   SOLE   13,100 0 0
ZHAOPIN LTD SPONSORED ADR 98954L103 515 27,800 SH   SOLE   27,800 0 0
ZIONS BANCORPORATION COM 989701107 1,339 30,500 SH   SOLE   30,500 0 0
ZOETIS INC CL A 98978V103 2,233 35,800 SH   SOLE   35,800 0 0