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 3,301 15,725 SH   SOLE   15,725 0 0
ABBOTT LABS COM 002824100 928 17,400 SH   SOLE   17,400 0 0
ABBVIE INC COM 00287Y109 3,972 44,700 SH   SOLE   44,700 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,890 28,800 SH   SOLE   28,800 0 0
ACTUANT CORP CL A NEW 00508X203 411 16,072 SH   SOLE   16,072 0 0
ADIENT PLC ORD SHS G0084W101 680 8,100 SH   SOLE   8,100 0 0
ADOBE SYS INC COM 00724F101 3,700 24,800 SH   SOLE   24,800 0 0
ADVANSIX INC COM 00773T101 1,161 29,200 SH   SOLE   29,200 0 0
ADVISORY BRD CO COM 00762W107 10,795 201,300 SH   SOLE   201,300 0 0
AERCAP HOLDINGS NV SHS N00985106 5,369 105,050 SH   SOLE   105,050 0 0
AEROVIRONMENT INC COM 008073108 471 8,700 SH   SOLE   8,700 0 0
AFLAC INC COM 001055102 3,305 40,611 SH   SOLE   40,611 0 0
AGNC INVT CORP COM 00123Q104 3,076 141,900 SH   SOLE   141,900 0 0
AGRIUM INC COM 008916108 10,895 101,900 SH   SOLE   101,900 0 0
AKORN INC COM 009728106 46,712 1,407,400 SH   SOLE   1,407,400 0 0
ALCOA CORP COM 013872106 531 11,400 SH   SOLE   11,400 0 0
ALERE INC COM 01449J105 22,946 450,000 SH   SOLE   450,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 882 10,200 SH   SOLE   10,200 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 178,651 806,370 SH   SOLE   806,370 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 4,308 114,800 SH   SOLE   114,800 0 0
ALLSTATE CORP COM 020002101 3,943 42,900 SH   SOLE   42,900 0 0
ALPHABET INC CAP STK CL A 02079K305 151,433 155,520 SH   SOLE   155,520 0 0
ALTERYX INC COM CL A 02156B103 342 16,800 SH   SOLE   16,800 0 0
ALTRIA GROUP INC COM 02209S103 3,406 53,707 SH   SOLE   53,707 0 0
AMDOCS LTD SHS G02602103 3,885 60,400 SH   SOLE   60,400 0 0
AMEREN CORP COM 023608102 3,092 53,453 SH   SOLE   53,453 0 0
AMERICAN EXPRESS CO COM 025816109 3,302 36,500 SH   SOLE   36,500 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 4,035 39,000 SH   SOLE   39,000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 88,267 1,066,670 SH   SOLE   1,066,670 0 0
AMPHENOL CORP NEW CL A 032095101 3,335 39,398 SH   SOLE   39,398 0 0
ANADARKO PETE CORP COM 032511107 3,605 73,800 SH   SOLE   73,800 0 0
ANDERSONS INC COM 034164103 558 16,300 SH   SOLE   16,300 0 0
ANNALY CAP MGMT INC COM 035710409 3,801 311,800 SH   SOLE   311,800 0 0
ANTHEM INC COM 036752103 146,473 771,400 SH   SOLE   771,400 0 0
APPLE INC COM 037833100 57,513 373,172 SH   SOLE   373,172 0 0
APTEVO THERAPEUTICS INC COM 03835L108 86 37,600 SH   SOLE   37,600 0 0
ARC LOGISTICS PARTNERS LP COM UT REP LPN 03879N101 937 56,100 SH   SOLE   56,100 0 0
ARES CAP CORP COM 04010L103 31,018 1,892,522 SH   SOLE   1,892,522 0 0
ARMSTRONG FLOORING INC COM 04238R106 194 12,300 SH   SOLE   12,300 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 497 9,700 SH   SOLE   9,700 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 542 57,000 SH   SOLE   57,000 0 0
ASSURANT INC COM 04621X108 4,031 42,200 SH   SOLE   42,200 0 0
ASSURED GUARANTY LTD COM G0585R106 3,560 94,300 SH   SOLE   94,300 0 0
ASTORIA FINL CORP COM 046265104 10,468 486,900 SH   SOLE   486,900 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 1,021 17,000 SH   SOLE   17,000 0 0
AUTOZONE INC COM 053332102 83,414 140,165 SH   SOLE   140,165 0 0
AVALONBAY CMNTYS INC COM 053484101 92,001 515,645 SH   SOLE   515,645 0 0
AVANGRID INC COM 05351W103 664 14,000 SH   SOLE   14,000 0 0
AVISTA CORP COM 05379B107 2,765 53,400 SH   SOLE   53,400 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 3,966 69,200 SH   SOLE   69,200 0 0
BAKER HUGHES A GE CO CL A 05722G100 527 14,400 SH   SOLE   14,400 0 0
BANK MONTREAL QUE COM 063671101 289,575 3,835,187 SH   SOLE   3,835,187 0 0
BANK MUTUAL CORP NEW COM 063750103 2,178 214,600 SH   SOLE   214,600 0 0
BANK N S HALIFAX COM 064149107 240,557 3,751,280 SH   SOLE   3,751,280 0 0
BANKRATE INC DEL COM 06647F102 11,463 821,700 SH   SOLE   821,700 0 0
BARD C R INC COM 067383109 52,754 164,600 SH   SOLE   164,600 0 0
BARRICK GOLD CORP COM 067901108 3,484 217,000 SH   SOLE   217,000 0 0
BAXTER INTL INC COM 071813109 3,928 62,600 SH   SOLE   62,600 0 0
BCE INC COM NEW 05534B760 126,704 2,710,620 SH   SOLE   2,710,620 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 108,870 593,880 SH   SOLE   593,880 0 0
BEST BUY INC COM 086516101 3,953 69,400 SH   SOLE   69,400 0 0
BLACK HILLS CORP COM 092113109 730 10,597 SH   SOLE   10,597 0 0
BLOCK H & R INC COM 093671105 3,908 147,600 SH   SOLE   147,600 0 0
BOEING CO COM 097023105 55,917 219,965 SH   SOLE   219,965 0 0
BOX INC CL A 10316T104 2,023 104,700 SH   SOLE   104,700 0 0
BRIGHTHOUSE FINL INC COM 10922N103 15,950 262,332 SH   SOLE   262,332 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 43,537 3,643,300 SH   SOLE   3,643,300 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 249,739 6,046,958 SH   SOLE   6,046,958 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 437 18,700 SH   SOLE   18,700 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,002 55,700 SH   SOLE   55,700 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,401 25,000 SH   SOLE   25,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,983 100,900 SH   SOLE   100,900 0 0
CAESARS ACQUISITION CO CL A 12768T103 6,918 322,499 SH   SOLE   322,499 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 311 29,700 SH   SOLE   29,700 0 0
CALPINE CORP COM NEW 131347304 807 54,700 SH   SOLE   54,700 0 0
CAMDEN PPTY TR SH BEN INT 133131102 2,734 29,900 SH   SOLE   29,900 0 0
CANADIAN NAT RES LTD COM 136385101 160,334 4,798,305 SH   SOLE   4,798,305 0 0
CANADIAN NATL RY CO COM 136375102 3,910 47,300 SH   SOLE   47,300 0 0
CAPITAL BK FINL CORP CL A COM 139794101 18,354 447,114 SH   SOLE   447,114 0 0
CARETRUST REIT INC COM 14174T107 781 41,000 SH   SOLE   41,000 0 0
CARMAX INC COM 143130102 4,753 62,700 SH   SOLE   62,700 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,925 45,300 SH   SOLE   45,300 0 0
CARS COM INC COM 14575E105 415 15,600 SH   SOLE   15,600 0 0
CATALENT INC COM 148806102 2,555 64,000 SH   SOLE   64,000 0 0
CBRE GROUP INC CL A 12504L109 188,078 4,965,103 SH   SOLE   4,965,103 0 0
CBS CORP NEW CL B 124857202 3,770 65,000 SH   SOLE   65,000 0 0
CDK GLOBAL INC COM 12508E101 890 14,100 SH   SOLE   14,100 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 324,489 3,717,340 SH   SOLE   3,717,340 0 0
CDW CORP COM 12514G108 4,303 65,200 SH   SOLE   65,200 0 0
CENTERPOINT ENERGY INC COM 15189T107 3,143 107,599 SH   SOLE   107,599 0 0
CENTURYLINK INC COM 156700106 5,526 292,400 SH   SOLE   292,400 0 0
CHEMOURS CO COM 163851108 324 6,400 SH   SOLE   6,400 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 590 23,527 SH   SOLE   23,527 0 0
CIGNA CORPORATION COM 125509109 2,112 11,300 SH   SOLE   11,300 0 0
CISCO SYS INC COM 17275R102 161,690 4,807,912 SH   SOLE   4,807,912 0 0
CITRIX SYS INC COM 177376100 3,933 51,200 SH   SOLE   51,200 0 0
CIVEO CORP CDA COM 17878Y108 135 47,300 SH   SOLE   47,300 0 0
CLOROX CO DEL COM 189054109 7,860 59,589 SH   SOLE   59,589 0 0
CNA FINL CORP COM 126117100 4,070 81,000 SH   SOLE   81,000 0 0
COCA COLA CO COM 191216100 3,281 72,906 SH   SOLE   72,906 0 0
COMPASS MINERALS INTL INC COM 20451N101 627 9,659 SH   SOLE   9,659 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 317 10,722 SH   SOLE   10,722 0 0
CONAGRA BRANDS INC COM 205887102 3,155 93,500 SH   SOLE   93,500 0 0
CONSOLIDATED EDISON INC COM 209115104 3,631 45,000 SH   SOLE   45,000 0 0
COPART INC COM 217204106 4,090 119,000 SH   SOLE   119,000 0 0
CORNING INC COM 219350105 4,033 134,800 SH   SOLE   134,800 0 0
COSTAR GROUP INC COM 22160N109 966 3,600 SH   SOLE   3,600 0 0
CSW INDUSTRIALS INC COM 126402106 288 6,500 SH   SOLE   6,500 0 0
CU BANCORP CALIF COM 126534106 5,699 146,980 SH   SOLE   146,980 0 0
CVS HEALTH CORP COM 126650100 3,928 48,300 SH   SOLE   48,300 0 0
DAVITA INC COM 23918K108 3,914 65,900 SH   SOLE   65,900 0 0
DEERE & CO COM 244199105 4,119 32,800 SH   SOLE   32,800 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 610 7,900 SH   SOLE   7,900 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,906 81,000 SH   SOLE   81,000 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 324 81,500 SH   SOLE   81,500 0 0
DIGITALGLOBE INC COM NEW 25389M877 5,813 164,900 SH   SOLE   164,900 0 0
DOMINION DIAMOND CORP COM 257287102 6,711 473,300 SH   SOLE   473,300 0 0
DONNELLEY R R & SONS CO COM 257867200 391 38,000 SH   SOLE   38,000 0 0
DRIVE SHACK INC COM 262077100 135 37,300 SH   SOLE   37,300 0 0
DSW INC CL A 23334L102 1,993 92,800 SH   SOLE   92,800 0 0
DTE ENERGY CO COM 233331107 3,661 34,100 SH   SOLE   34,100 0 0
DXC TECHNOLOGY CO COM 23355L106 404 4,700 SH   SOLE   4,700 0 0
EASTMAN CHEM CO COM 277432100 3,276 36,200 SH   SOLE   36,200 0 0
EBAY INC COM 278642103 4,550 118,300 SH   SOLE   118,300 0 0
EDISON INTL COM 281020107 3,681 47,700 SH   SOLE   47,700 0 0
ENBRIDGE INC COM 29250N105 496,294 11,908,871 SH   SOLE   11,908,871 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 662 64,800 SH   SOLE   64,800 0 0
ENEL CHILE S A SPONSORED ADR 29278D105 126 21,000 SH   SOLE   21,000 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 332 7,200 SH   SOLE   7,200 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 3,791 124,700 SH   SOLE   124,700 0 0
EVEREST RE GROUP LTD COM G3223R108 3,197 14,000 SH   SOLE   14,000 0 0
EVERSOURCE ENERGY COM 30040W108 3,663 60,600 SH   SOLE   60,600 0 0
EXA CORP COM 300614500 762 31,500 SH   SOLE   31,500 0 0
EXELON CORP COM 30161N101 2,305 61,200 SH   SOLE   61,200 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,471 57,991 SH   SOLE   57,991 0 0
EXTERRAN CORP COM 30227H106 243 7,700 SH   SOLE   7,700 0 0
F5 NETWORKS INC COM 315616102 4,015 33,300 SH   SOLE   33,300 0 0
FACTSET RESH SYS INC COM 303075105 2,413 13,400 SH   SOLE   13,400 0 0
FERRARI N V COM N3167Y103 1,282 11,600 SH   SOLE   11,600 0 0
FIDELITY & GTY LIFE COM 315785105 4,850 156,200 SH   SOLE   156,200 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 341 19,900 SH   SOLE   19,900 0 0
FIRST DATA CORP NEW COM CL A 32008D106 1,611 89,300 SH   SOLE   89,300 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 256 3,900 SH   SOLE   3,900 0 0
FORTIVE CORP COM 34959J108 1,437 20,300 SH   SOLE   20,300 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 18,576 2,330,700 SH   SOLE   2,330,700 0 0
GANNETT CO INC COM 36473H104 436 48,400 SH   SOLE   48,400 0 0
GARMIN LTD SHS H2906T109 3,978 73,700 SH   SOLE   73,700 0 0
GENERAL ELECTRIC CO COM 369604103 117,221 4,847,860 SH   SOLE   4,847,860 0 0
GENERAL MTRS CO COM 37045V100 4,200 104,000 SH   SOLE   104,000 0 0
GENWORTH FINL INC COM CL A 37247D106 11,698 3,038,500 SH   SOLE   3,038,500 0 0
GILEAD SCIENCES INC COM 375558103 3,063 37,800 SH   SOLE   37,800 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 3,839 74,200 SH   SOLE   74,200 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,456 18,700 SH   SOLE   18,700 0 0
HANESBRANDS INC COM 410345102 139,795 5,673,506 SH   SOLE   5,673,506 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 5,516 165,300 SH   SOLE   165,300 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,282 43,000 SH   SOLE   43,000 0 0
HCA HEALTHCARE INC COM 40412C101 3,972 49,900 SH   SOLE   49,900 0 0
HCP INC COM 40414L109 2,610 93,800 SH   SOLE   93,800 0 0
HERBALIFE LTD COM USD SHS G4412G101 11,721 172,800 SH   SOLE   172,800 0 0
HERC HLDGS INC COM 42704L104 270 5,500 SH   SOLE   5,500 0 0
HERSHEY CO COM 427866108 2,413 22,100 SH   SOLE   22,100 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 286 12,800 SH   SOLE   12,800 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,893 332,600 SH   SOLE   332,600 0 0
HILTON GRAND VACATIONS INC COM 43283X105 606 15,700 SH   SOLE   15,700 0 0
HOME BANCSHARES INC COM 436893200 4,263 169,016 SH   SOLE   169,016 0 0
HOME DEPOT INC COM 437076102 3,293 20,131 SH   SOLE   20,131 0 0
HP INC COM 40434L105 8,581 429,900 SH   SOLE   429,900 0 0
HUMANA INC COM 444859102 1,584 6,500 SH   SOLE   6,500 0 0
HUNTSMAN CORP COM 447011107 2,679 97,700 SH   SOLE   97,700 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 367 4,800 SH   SOLE   4,800 0 0
IDEXX LABS INC COM 45168D104 3,794 24,400 SH   SOLE   24,400 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 178 13,200 SH   SOLE   13,200 0 0
INGEVITY CORP COM 45688C107 437 7,000 SH   SOLE   7,000 0 0
INTEL CORP COM 458140100 3,362 88,300 SH   SOLE   88,300 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,478 23,976 SH   SOLE   23,976 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 323 16,400 SH   SOLE   16,400 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 227 14,400 SH   SOLE   14,400 0 0
INTUIT COM 461202103 6,919 48,679 SH   SOLE   48,679 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,870 3,700 SH   SOLE   3,700 0 0
INVITATION HOMES INC COM 46187W107 1,524 67,300 SH   SOLE   67,300 0 0
IPG PHOTONICS CORP COM 44980X109 4,090 22,100 SH   SOLE   22,100 0 0
ISHARES TR JPMORGAN USD EMG 464288281 64,613 555,000 SH   SOLE   555,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 17,286 252,425 SH   SOLE   252,425 0 0
ISHARES TR S&P US PFD STK 464288687 64,037 1,650,000 SH   SOLE   1,650,000 0 0
IXYS CORP COM 46600W106 11,897 502,000 SH   SOLE   502,000 0 0
JABIL INC COM 466313103 3,609 126,400 SH   SOLE   126,400 0 0
JBG SMITH PPTYS COM 46590V100 650 19,000 SH   SOLE   19,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 3,801 205,100 SH   SOLE   205,100 0 0
JOHNSON & JOHNSON COM 478160104 75,576 581,307 SH   SOLE   581,307 0 0
JOHNSON CTLS INTL PLC SHS G51502105 729 18,100 SH   SOLE   18,100 0 0
JPMORGAN CHASE & CO COM 46625H100 168,084 1,759,855 SH   SOLE   1,759,855 0 0
JUNIPER NETWORKS INC COM 48203R104 4,021 144,500 SH   SOLE   144,500 0 0
KEMET CORP COM NEW 488360207 585 27,700 SH   SOLE   27,700 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 533 12,800 SH   SOLE   12,800 0 0
KIMBALL ELECTRONICS INC COM 49428J109 217 10,000 SH   SOLE   10,000 0 0
KIMBERLY CLARK CORP COM 494368103 87,733 745,518 SH   SOLE   745,518 0 0
KITE PHARMA INC COM 49803L109 2,769 15,400 SH   SOLE   15,400 0 0
KLA-TENCOR CORP COM 482480100 4,314 40,700 SH   SOLE   40,700 0 0
KLX INC COM 482539103 439 8,300 SH   SOLE   8,300 0 0
KORN FERRY INTL COM NEW 500643200 584 14,800 SH   SOLE   14,800 0 0
LADDER CAP CORP CL A 505743104 72,504 5,261,553 SH   SOLE   5,261,553 0 0
LAM RESEARCH CORP COM 512807108 4,293 23,200 SH   SOLE   23,200 0 0
LAMB WESTON HLDGS INC COM 513272104 736 15,700 SH   SOLE   15,700 0 0
LANDAUER INC COM 51476K103 4,348 64,600 SH   SOLE   64,600 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 475 91,194 SH   SOLE   91,194 0 0
LAUDER ESTEE COS INC CL A 518439104 5,446 50,500 SH   SOLE   50,500 0 0
LAZARD LTD SHS A G54050102 4,273 94,500 SH   SOLE   94,500 0 0
LEAR CORP COM NEW 521865204 4,414 25,500 SH   SOLE   25,500 0 0
LEUCADIA NATL CORP COM 527288104 1,784 70,660 SH   SOLE   70,660 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 668 11,600 SH   SOLE   11,600 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 541 12,900 SH   SOLE   12,900 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 504 13,800 SH   SOLE   13,800 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 1,207 31,700 SH   SOLE   31,700 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,923 71,200 SH   SOLE   71,200 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 283 22,900 SH   SOLE   22,900 0 0
LOCKHEED MARTIN CORP COM 539830109 4,158 13,400 SH   SOLE   13,400 0 0
LSC COMMUNICATIONS INC COM 50218P107 367 22,200 SH   SOLE   22,200 0 0
LUMOS NETWORKS CORP COM 550283105 1,133 63,200 SH   SOLE   63,200 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3,368 34,000 SH   SOLE   34,000 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 899 4,200 SH   SOLE   4,200 0 0
MAGNA INTL INC COM 559222401 4,237 79,579 SH   SOLE   79,579 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 7,979 222,508 SH   SOLE   222,508 0 0
MANITOWOC INC COM 563571108 296 32,900 SH   SOLE   32,900 0 0
MANPOWERGROUP INC COM 56418H100 4,029 34,200 SH   SOLE   34,200 0 0
MASTERCARD INCORPORATED CL A 57636Q104 3,961 28,055 SH   SOLE   28,055 0 0
MCDONALDS CORP COM 580135101 3,776 24,100 SH   SOLE   24,100 0 0
MCKESSON CORP COM 58155Q103 121,630 791,810 SH   SOLE   791,810 0 0
MERCK & CO INC COM 58933Y105 3,835 59,900 SH   SOLE   59,900 0 0
MEREDITH CORP COM 589433101 1,066 19,200 SH   SOLE   19,200 0 0
METLIFE INC COM 59156R108 154,284 2,969,858 SH   SOLE   2,969,858 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,945 6,300 SH   SOLE   6,300 0 0
MFA FINL INC COM 55272X102 3,888 443,800 SH   SOLE   443,800 0 0
MICROSOFT CORP COM 594918104 85,926 1,153,521 SH   SOLE   1,153,521 0 0
MITEL NETWORKS CORP COM 60671Q104 396 47,175 SH   SOLE   47,175 0 0
MOMO INC ADR 60879B107 442 14,100 SH   SOLE   14,100 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 10,628 659,700 SH   SOLE   659,700 0 0
MONSANTO CO NEW COM 61166W101 41,613 347,300 SH   SOLE   347,300 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,836 45,200 SH   SOLE   45,200 0 0
MSG NETWORK INC CL A 553573106 502 23,700 SH   SOLE   23,700 0 0
MURPHY USA INC COM 626755102 731 10,600 SH   SOLE   10,600 0 0
NATIONAL INSTRS CORP COM 636518102 4,095 97,100 SH   SOLE   97,100 0 0
NAVIENT CORPORATION COM 63938C108 403 26,800 SH   SOLE   26,800 0 0
NEFF CORP COM CL A 640094207 4,000 160,000 SH   SOLE   160,000 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 379 25,600 SH   SOLE   25,600 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 524 31,300 SH   SOLE   31,300 0 0
NEXTERA ENERGY INC COM 65339F101 68,602 468,110 SH   SOLE   468,110 0 0
NIKE INC CL B 654106103 152,922 2,949,315 SH   SOLE   2,949,315 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,031 7,800 SH   SOLE   7,800 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 945 73,800 SH   SOLE   73,800 0 0
NOW INC COM 67011P100 471 34,100 SH   SOLE   34,100 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 719 11,694 SH   SOLE   11,694 0 0
NVR INC COM 62944T105 3,997 1,400 SH   SOLE   1,400 0 0
NXP SEMICONDUCTORS N V COM N6596X109 53,243 470,800 SH   SOLE   470,800 0 0
NXSTAGE MEDICAL INC COM 67072V103 5,459 197,800 SH   SOLE   197,800 0 0
OFFICE DEPOT INC COM 676220106 798 175,700 SH   SOLE   175,700 0 0
OGE ENERGY CORP COM 670837103 3,055 84,800 SH   SOLE   84,800 0 0
OIL STS INTL INC COM 678026105 423 16,700 SH   SOLE   16,700 0 0
ONE GAS INC COM 68235P108 1,083 14,700 SH   SOLE   14,700 0 0
ORACLE CORP COM 68389X105 3,080 63,700 SH   SOLE   63,700 0 0
ORBITAL ATK INC COM 68557N103 6,685 50,200 SH   SOLE   50,200 0 0
OSI SYSTEMS INC COM 671044105 448 4,900 SH   SOLE   4,900 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 116 44,100 SH   SOLE   44,100 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 5,398 200,300 SH   SOLE   200,300 0 0
PAREXEL INTL CORP COM 699462107 11,133 126,400 SH   SOLE   126,400 0 0
PARK HOTELS RESORTS INC COM 700517105 537 19,500 SH   SOLE   19,500 0 0
PARK STERLING CORP COM 70086Y105 6,774 545,428 SH   SOLE   545,428 0 0
PARKWAY INC COM 70156Q107 3,498 151,900 SH   SOLE   151,900 0 0
PATRIOT NATL INC COM 70338T102 42 31,100 SH   SOLE   31,100 0 0
PAYPAL HLDGS INC COM 70450Y103 1,095 17,100 SH   SOLE   17,100 0 0
PENN NATL GAMING INC COM 707569109 699 29,900 SH   SOLE   29,900 0 0
PENTAIR PLC SHS G7S00T104 883 13,000 SH   SOLE   13,000 0 0
PEPSICO INC COM 713448108 3,726 33,436 SH   SOLE   33,436 0 0
PG&E CORP COM 69331C108 3,116 45,757 SH   SOLE   45,757 0 0
PHARMERICA CORP COM 71714F104 4,928 168,200 SH   SOLE   168,200 0 0
PHILIP MORRIS INTL INC COM 718172109 3,652 32,900 SH   SOLE   32,900 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 863 40,500 SH   SOLE   40,500 0 0
PINNACLE WEST CAP CORP COM 723484101 3,619 42,800 SH   SOLE   42,800 0 0
POTASH CORP SASK INC COM 73755L107 1,631 84,900 SH   SOLE   84,900 0 0
PPL CORP COM 69351T106 3,695 97,372 SH   SOLE   97,372 0 0
PRAXAIR INC COM 74005P104 116,402 832,990 SH   SOLE   832,990 0 0
PRICELINE GRP INC COM NEW 741503403 80,162 43,785 SH   SOLE   43,785 0 0
PROCTER AND GAMBLE CO COM 742718109 3,220 35,387 SH   SOLE   35,387 0 0
PROGRESSIVE CORP OHIO COM 743315103 4,096 84,600 SH   SOLE   84,600 0 0
PROTHENA CORP PLC SHS G72800108 330 5,100 SH   SOLE   5,100 0 0
PURE STORAGE INC CL A 74624M102 865 54,100 SH   SOLE   54,100 0 0
PVH CORP COM 693656100 4,362 34,600 SH   SOLE   34,600 0 0
QUALITY CARE PPTYS INC COM 747545101 384 24,800 SH   SOLE   24,800 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,790 29,793 SH   SOLE   29,793 0 0
QUORUM HEALTH CORP COM 74909E106 141 27,200 SH   SOLE   27,200 0 0
REALOGY HLDGS CORP COM 75605Y106 310 9,400 SH   SOLE   9,400 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 303 24,916 SH   SOLE   24,916 0 0
RENT A CTR INC NEW COM 76009N100 1,396 121,600 SH   SOLE   121,600 0 0
REPLIGEN CORP COM 759916109 479 12,500 SH   SOLE   12,500 0 0
RICHMONT MINES INC COM 76547T106 7,125 766,200 SH   SOLE   766,200 0 0
RITE AID CORP COM 767754104 333 170,100 SH   SOLE   170,100 0 0
ROCKWELL COLLINS INC COM 774341101 7,359 56,300 SH   SOLE   56,300 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 134,368 2,611,860 SH   SOLE   2,611,860 0 0
ROLLINS INC COM 775711104 3,982 86,300 SH   SOLE   86,300 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 438,838 5,685,030 SH   SOLE   5,685,030 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,876 32,700 SH   SOLE   32,700 0 0
RPM INTL INC COM 749685103 1,191 23,200 SH   SOLE   23,200 0 0
S&P GLOBAL INC COM 78409V104 3,955 25,300 SH   SOLE   25,300 0 0
SANDERSON FARMS INC COM 800013104 662 4,100 SH   SOLE   4,100 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 967 86,300 SH   SOLE   86,300 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3,135 36,500 SH   SOLE   36,500 0 0
SEACOR MARINE HLDGS INC COM 78413P101 214 13,700 SH   SOLE   13,700 0 0
SEI INVESTMENTS CO COM 784117103 4,177 68,400 SH   SOLE   68,400 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,943 29,200 SH   SOLE   29,200 0 0
SIMON PPTY GROUP INC NEW COM 828806109 143,278 889,871 SH   SOLE   889,871 0 0
SIRIUS XM HLDGS INC COM 82968B103 3,878 702,500 SH   SOLE   702,500 0 0
SLM CORP COM 78442P106 518 45,200 SH   SOLE   45,200 0 0
SOUTHWEST AIRLS CO COM 844741108 4,081 72,900 SH   SOLE   72,900 0 0
SOUTHWEST BANCORP INC OKLA COM 844767103 2,367 85,927 SH   SOLE   85,927 0 0
SPARTON CORP COM 847235108 4,479 192,976 SH   SOLE   192,976 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 34,072 135,635 SH   SOLE   135,635 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 131 29,100 SH   SOLE   29,100 0 0
SPRINT CORP COM SER 1 85207U105 371 47,700 SH   SOLE   47,700 0 0
SPX CORP COM 784635104 528 18,000 SH   SOLE   18,000 0 0
SPX FLOW INC COM 78469X107 254 6,600 SH   SOLE   6,600 0 0
STARS GROUP INC COM 85570W100 734 36,000 SH   SOLE   36,000 0 0
STARWOOD WAYPOINT HOMES COM 85572F105 9,093 250,000 SH   SOLE   250,000 0 0
STATE NATL COS INC COM 85711T305 6,389 304,406 SH   SOLE   304,406 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 6,522 36,100 SH   SOLE   36,100 0 0
SUN BANCORP INC COM NEW 86663B201 1,288 51,839 SH   SOLE   51,839 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 681 39,600 SH   SOLE   39,600 0 0
SUNCOR ENERGY INC NEW COM 867224107 142,954 4,088,400 SH   SOLE   4,088,400 0 0
SUNSHINE BANCORP INC COM 86777J108 1,216 52,316 SH   SOLE   52,316 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 240 25,700 SH   SOLE   25,700 0 0
SYNNEX CORP COM 87162W100 1,341 10,600 SH   SOLE   10,600 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 461 14,900 SH   SOLE   14,900 0 0
TE CONNECTIVITY LTD REG SHS H84989104 4,045 48,700 SH   SOLE   48,700 0 0
TEGNA INC COM 87901J105 1,661 124,600 SH   SOLE   124,600 0 0
TELUS CORP COM 87971M103 3,853 107,370 SH   SOLE   107,370 0 0
TEREX CORP NEW COM 880779103 1,193 26,500 SH   SOLE   26,500 0 0
TERRAFORM GLOBAL INC CL A 88104M101 7,995 1,683,149 SH   SOLE   1,683,149 0 0
TESCO CORP COM 88157K101 3,732 684,700 SH   SOLE   684,700 0 0
TEXAS INSTRS INC COM 882508104 5,522 61,600 SH   SOLE   61,600 0 0
THE TRADE DESK INC COM CL A 88339J105 1,384 22,500 SH   SOLE   22,500 0 0
THERAPEUTICSMD INC COM 88338N107 185 34,900 SH   SOLE   34,900 0 0
TICC CAPITAL CORP COM 87244T109 319 46,500 SH   SOLE   46,500 0 0
TIME INC NEW COM 887228104 504 37,300 SH   SOLE   37,300 0 0
TIME WARNER INC COM NEW 887317303 26,350 257,200 SH   SOLE   257,200 0 0
TIMKENSTEEL CORP COM 887399103 281 17,000 SH   SOLE   17,000 0 0
TJX COS INC NEW COM 872540109 3,921 53,179 SH   SOLE   53,179 0 0
TORO CO COM 891092108 3,978 64,100 SH   SOLE   64,100 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 286,929 5,108,160 SH   SOLE   5,108,160 0 0
TRANSCANADA CORP COM 89353D107 259,052 5,253,500 SH   SOLE   5,253,500 0 0
TRAVELERS COMPANIES INC COM 89417E109 3,933 32,100 SH   SOLE   32,100 0 0
TRIBUNE MEDIA CO CL A 896047503 36,815 901,000 SH   SOLE   901,000 0 0
TRONC INC COM 89703P107 471 32,400 SH   SOLE   32,400 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,813 70,300 SH   SOLE   70,300 0 0
TWO HBRS INVT CORP COM 90187B101 3,887 385,600 SH   SOLE   385,600 0 0
UNION PAC CORP COM 907818108 177,968 1,534,600 SH   SOLE   1,534,600 0 0
UNITED PARCEL SERVICE INC CL B 911312106 118,570 987,340 SH   SOLE   987,340 0 0
UNITED TECHNOLOGIES CORP COM 913017109 211,912 1,825,565 SH   SOLE   1,825,565 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,738 31,900 SH   SOLE   31,900 0 0
UNITEDHEALTH GROUP INC COM 91324P102 3,817 19,490 SH   SOLE   19,490 0 0
URBAN EDGE PPTYS COM 91704F104 487 20,200 SH   SOLE   20,200 0 0
US BANCORP DEL COM NEW 902973304 86,205 1,608,610 SH   SOLE   1,608,610 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,400 44,200 SH   SOLE   44,200 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 30,877 1,607,315 SH   SOLE   1,607,315 0 0
VAREX IMAGING CORP COM 92214X106 389 11,500 SH   SOLE   11,500 0 0
VARIAN MED SYS INC COM 92220P105 3,622 36,200 SH   SOLE   36,200 0 0
VERISIGN INC COM 92343E102 3,968 37,300 SH   SOLE   37,300 0 0
VERSUM MATLS INC COM 92532W103 1,009 26,000 SH   SOLE   26,000 0 0
VISA INC COM CL A 92826C839 162,574 1,544,790 SH   SOLE   1,544,790 0 0
VISTA OUTDOOR INC COM 928377100 319 13,900 SH   SOLE   13,900 0 0
VISTEON CORP COM NEW 92839U206 4,146 33,500 SH   SOLE   33,500 0 0
VIVINT SOLAR INC COM 92854Q106 143 42,100 SH   SOLE   42,100 0 0
VWR CORP COM 91843L103 19,953 602,620 SH   SOLE   602,620 0 0
WAL-MART STORES INC COM 931142103 3,814 48,809 SH   SOLE   48,809 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 322 38,600 SH   SOLE   38,600 0 0
WASHINGTONFIRST BANKSHARES I COM 940730104 1,897 53,303 SH   SOLE   53,303 0 0
WEC ENERGY GROUP INC COM 92939U106 3,629 57,800 SH   SOLE   57,800 0 0
WELBILT INC COM 949090104 774 33,600 SH   SOLE   33,600 0 0
WELLS FARGO CO NEW COM 949746101 331,091 6,003,470 SH   SOLE   6,003,470 0 0
WELLTOWER INC COM 95040Q104 97,412 1,386,060 SH   SOLE   1,386,060 0 0
WEST CORP COM 952355204 2,314 98,600 SH   SOLE   98,600 0 0
WESTAR ENERGY INC COM 95709T100 451 9,100 SH   SOLE   9,100 0 0
WESTERN REFNG LOGISTICS LP COM UNIT REP LTP 95931Q205 9,353 362,512 SH   SOLE   362,512 0 0
WILLIAMS COS INC DEL COM 969457100 537 17,900 SH   SOLE   17,900 0 0
WORKDAY INC CL A 98138H101 2,582 24,500 SH   SOLE   24,500 0 0
XCEL ENERGY INC COM 98389B100 3,629 76,700 SH   SOLE   76,700 0 0
XCERRA CORP COM 98400J108 2,001 203,100 SH   SOLE   203,100 0 0
XENITH BANKSHARES INC NEW COM NEW 984102202 2,767 85,126 SH   SOLE   85,126 0 0
XILINX INC COM 983919101 4,278 60,400 SH   SOLE   60,400 0 0
XL GROUP LTD COM G98294104 3,906 99,000 SH   SOLE   99,000 0 0
YUM BRANDS INC COM 988498101 3,699 50,245 SH   SOLE   50,245 0 0
YUM CHINA HLDGS INC COM 98850P109 2,102 52,600 SH   SOLE   52,600 0 0
YY INC ADS REPCOM CLA 98426T106 1,137 13,100 SH   SOLE   13,100 0 0