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 6,526 27,725 SH   SOLE   27,725 0 0
ABBOTT LABS COM 002824100 993 17,400 SH   SOLE   17,400 0 0
ABBVIE INC COM 00287Y109 6,131 63,400 SH   SOLE   63,400 0 0
ABERCROMBIE & FITCH CO CL A 002896207 3,003 172,300 SH   SOLE   172,300 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,568 42,900 SH   SOLE   42,900 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,691 42,500 SH   SOLE   42,500 0 0
ADOBE SYS INC COM 00724F101 5,240 29,900 SH   SOLE   29,900 0 0
ADVANSIX INC COM 00773T101 1,228 29,200 SH   SOLE   29,200 0 0
AERCAP HOLDINGS NV SHS N00985106 6,931 131,750 SH   SOLE   131,750 0 0
AEROVIRONMENT INC COM 008073108 842 15,000 SH   SOLE   15,000 0 0
AETNA INC NEW COM 00817Y108 2,038 11,300 SH   SOLE   11,300 0 0
AFLAC INC COM 001055102 6,646 75,711 SH   SOLE   75,711 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,326 64,600 SH   SOLE   64,600 0 0
AGNC INVT CORP COM 00123Q104 2,451 121,400 SH   SOLE   121,400 0 0
AGRIUM INC COM 008916108 11,758 101,900 SH   SOLE   101,900 0 0
AKORN INC COM 009728106 50,591 1,569,700 SH   SOLE   1,569,700 0 0
ALCOA CORP COM 013872106 366 6,800 SH   SOLE   6,800 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 204,399 806,370 SH   SOLE   806,370 0 0
ALLSTATE CORP COM 020002101 6,838 65,300 SH   SOLE   65,300 0 0
ALMOST FAMILY INC COM 020409108 3,105 56,100 SH   SOLE   56,100 0 0
ALON USA PARTNERS LP UT LTDPART INT 02052T109 4,172 244,100 SH   SOLE   244,100 0 0
ALPHABET INC CAP STK CL A 02079K305 172,613 163,863 SH   SOLE   163,863 0 0
ALPHABET INC CAP STK CL C 02079K107 5,755 5,500 SH   SOLE   5,500 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 330 27,800 SH   SOLE   27,800 0 0
AMBEV SA SPONSORED ADR 02319V103 1,335 206,600 SH   SOLE   206,600 0 0
AMDOCS LTD SHS G02602103 6,627 101,200 SH   SOLE   101,200 0 0
AMEREN CORP COM 023608102 8,144 138,053 SH   SOLE   138,053 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,288 75,100 SH   SOLE   75,100 0 0
AMERICAN EXPRESS CO COM 025816109 6,058 61,000 SH   SOLE   61,000 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 6,502 59,900 SH   SOLE   59,900 0 0
AMERICAN WOODMARK CORP COM 030506109 768 5,900 SH   SOLE   5,900 0 0
AMERISOURCEBERGEN CORP COM 03073E105 68,863 749,976 SH   SOLE   749,976 0 0
AMETEK INC NEW COM 031100100 4,798 66,200 SH   SOLE   66,200 0 0
AMGEN INC COM 031162100 5,234 30,100 SH   SOLE   30,100 0 0
AMPHENOL CORP NEW CL A 032095101 5,698 64,898 SH   SOLE   64,898 0 0
ANALOGIC CORP COM PAR $0.05 032657207 251 3,000 SH   SOLE   3,000 0 0
ANDERSONS INC COM 034164103 508 16,300 SH   SOLE   16,300 0 0
ANNALY CAP MGMT INC COM 035710409 10,588 890,500 SH   SOLE   890,500 0 0
ANTHEM INC COM 036752103 163,165 725,147 SH   SOLE   725,147 0 0
APPLE INC COM 037833100 64,929 383,672 SH   SOLE   383,672 0 0
APTARGROUP INC COM 038336103 3,374 39,100 SH   SOLE   39,100 0 0
APTEVO THERAPEUTICS INC COM 03835L108 159 37,600 SH   SOLE   37,600 0 0
ARES CAP CORP COM 04010L103 31,217 1,985,819 SH   SOLE   1,985,819 0 0
ARMSTRONG FLOORING INC COM 04238R106 228 13,500 SH   SOLE   13,500 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 587 9,700 SH   SOLE   9,700 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 538 55,300 SH   SOLE   55,300 0 0
ASSURED GUARANTY LTD COM G0585R106 4,620 136,400 SH   SOLE   136,400 0 0
AT HOME GROUP INC COM 04650Y100 997 32,800 SH   SOLE   32,800 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 1,099 17,000 SH   SOLE   17,000 0 0
AUTOZONE INC COM 053332102 51,591 72,524 SH   SOLE   72,524 0 0
AVALONBAY CMNTYS INC COM 053484101 98,044 549,545 SH   SOLE   549,545 0 0
AVANGRID INC COM 05351W103 708 14,000 SH   SOLE   14,000 0 0
AVERY DENNISON CORP COM 053611109 3,733 32,500 SH   SOLE   32,500 0 0
AVISTA CORP COM 05379B107 2,750 53,400 SH   SOLE   53,400 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,810 55,900 SH   SOLE   55,900 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 208 36,600 SH   SOLE   36,600 0 0
BAIDU INC SPON ADR REP A 056752108 1,265 5,400 SH   SOLE   5,400 0 0
BANK MONTREAL QUE COM 063671101 358,412 4,464,382 SH   SOLE   4,464,382 0 0
BANK MUTUAL CORP NEW COM 063750103 2,703 253,800 SH   SOLE   253,800 0 0
BANK N S HALIFAX COM 064149107 354,092 5,469,179 SH   SOLE   5,469,179 0 0
BARNES & NOBLE ED INC COM 06777U101 148 18,000 SH   SOLE   18,000 0 0
BARRICK GOLD CORP COM 067901108 4,194 289,080 SH   SOLE   289,080 0 0
BAXTER INTL INC COM 071813109 7,278 112,600 SH   SOLE   112,600 0 0
BAZAARVOICE INC COM 073271108 822 150,800 SH   SOLE   150,800 0 0
BCE INC COM NEW 05534B760 143,968 2,987,498 SH   SOLE   2,987,498 0 0
BECTON DICKINSON & CO COM 075887109 21,692 101,336 SH   SOLE   101,336 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 125,053 630,880 SH   SOLE   630,880 0 0
BEST BUY INC COM 086516101 3,088 45,100 SH   SOLE   45,100 0 0
BLACK BOX CORP DEL COM 091826107 101 28,400 SH   SOLE   28,400 0 0
BLACKLINE INC COM 09239B109 712 21,700 SH   SOLE   21,700 0 0
BOEING CO COM 097023105 66,403 225,165 SH   SOLE   225,165 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 3,940 142,800 SH   SOLE   142,800 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,451 38,100 SH   SOLE   38,100 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 316,225 7,262,814 SH   SOLE   7,262,814 0 0
BROWN FORMAN CORP CL B 115637209 2,184 31,800 SH   SOLE   31,800 0 0
BUCKLE INC COM 118440106 869 36,600 SH   SOLE   36,600 0 0
BWX TECHNOLOGIES INC COM 05605H100 3,079 50,900 SH   SOLE   50,900 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,976 142,900 SH   SOLE   142,900 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 577 29,700 SH   SOLE   29,700 0 0
CALPINE CORP COM NEW 131347304 828 54,700 SH   SOLE   54,700 0 0
CANADIAN NAT RES LTD COM 136385101 172,026 4,798,305 SH   SOLE   4,798,305 0 0
CANADIAN NATL RY CO COM 136375102 10,978 132,700 SH   SOLE   132,700 0 0
CAPELLA EDUCATION COMPANY COM 139594105 1,486 19,200 SH   SOLE   19,200 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 5,841 88,000 SH   SOLE   88,000 0 0
CARS COM INC COM 14575E105 352 12,200 SH   SOLE   12,200 0 0
CAVIUM INC COM 14964U108 8,618 102,800 SH   SOLE   102,800 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 4,685 37,600 SH   SOLE   37,600 0 0
CBRE GROUP INC CL A 12504L109 188,769 4,358,559 SH   SOLE   4,358,559 0 0
CDK GLOBAL INC COM 12508E101 1,005 14,100 SH   SOLE   14,100 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 363,382 3,715,515 SH   SOLE   3,715,515 0 0
CENTENE CORP DEL COM 15135B101 2,552 25,300 SH   SOLE   25,300 0 0
CENTERPOINT ENERGY INC COM 15189T107 8,125 286,499 SH   SOLE   286,499 0 0
CENTERSTATE BK CORP COM 15201P109 1,333 51,812 SH   SOLE   51,812 0 0
CHARLES RIV LABS INTL INC COM 159864107 3,294 30,100 SH   SOLE   30,100 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 651 23,527 SH   SOLE   23,527 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,304 25,800 SH   SOLE   25,800 0 0
CHUBB LIMITED COM H1467J104 1,476 10,100 SH   SOLE   10,100 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,347 38,000 SH   SOLE   38,000 0 0
CIGNA CORPORATION COM 125509109 9,017 44,400 SH   SOLE   44,400 0 0
CISCO SYS INC COM 17275R102 145,789 3,806,492 SH   SOLE   3,806,492 0 0
CITRIX SYS INC COM 177376100 1,232 14,000 SH   SOLE   14,000 0 0
CIVEO CORP CDA COM 17878Y108 192 70,500 SH   SOLE   70,500 0 0
CLIFTON BANCORP INC COM 186873105 1,747 102,170 SH   SOLE   102,170 0 0
CLOROX CO DEL COM 189054109 8,729 58,689 SH   SOLE   58,689 0 0
CMS ENERGY CORP COM 125896100 9,848 208,200 SH   SOLE   208,200 0 0
CNA FINL CORP COM 126117100 6,048 114,000 SH   SOLE   114,000 0 0
COCA COLA CO COM 191216100 8,470 184,606 SH   SOLE   184,606 0 0
COLGATE PALMOLIVE CO COM 194162103 6,459 85,600 SH   SOLE   85,600 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 322 10,722 SH   SOLE   10,722 0 0
CONDUENT INC COM 206787103 892 55,200 SH   SOLE   55,200 0 0
CONSOL ENERGY INC NEW COM 20854L108 3,042 77,000 SH   SOLE   77,000 0 0
CONSOLIDATED EDISON INC COM 209115104 10,202 120,100 SH   SOLE   120,100 0 0
CONSTELLATION BRANDS INC CL A 21036P108 6,171 27,000 SH   SOLE   27,000 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 83 17,700 SH   SOLE   17,700 0 0
COOPER COS INC COM NEW 216648402 2,876 13,200 SH   SOLE   13,200 0 0
COPART INC COM 217204106 7,947 184,000 SH   SOLE   184,000 0 0
CORNING INC COM 219350105 5,224 163,300 SH   SOLE   163,300 0 0
CROWN HOLDINGS INC COM 228368106 6,114 108,700 SH   SOLE   108,700 0 0
CSW INDUSTRIALS INC COM 126402106 299 6,500 SH   SOLE   6,500 0 0
CUBIC CORP COM 229669106 348 5,900 SH   SOLE   5,900 0 0
CUMMINS INC COM 231021106 4,363 24,700 SH   SOLE   24,700 0 0
CVS HEALTH CORP COM 126650100 1,494 20,600 SH   SOLE   20,600 0 0
DARDEN RESTAURANTS INC COM 237194105 3,351 34,900 SH   SOLE   34,900 0 0
DEERE & CO COM 244199105 6,448 41,200 SH   SOLE   41,200 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 341 4,200 SH   SOLE   4,200 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 2,010 38,300 SH   SOLE   38,300 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,481 44,300 SH   SOLE   44,300 0 0
DELTIC TIMBER CORP COM 247850100 1,337 14,600 SH   SOLE   14,600 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 293 81,500 SH   SOLE   81,500 0 0
DRIVE SHACK INC COM 262077100 206 37,300 SH   SOLE   37,300 0 0
DTE ENERGY CO COM 233331107 9,304 85,000 SH   SOLE   85,000 0 0
DXC TECHNOLOGY CO COM 23355L106 446 4,700 SH   SOLE   4,700 0 0
EASTMAN CHEM CO COM 277432100 5,716 61,700 SH   SOLE   61,700 0 0
EBAY INC COM 278642103 6,174 163,600 SH   SOLE   163,600 0 0
ECOPETROL S A SPONSORED ADS 279158109 1,625 111,100 SH   SOLE   111,100 0 0
EDISON INTL COM 281020107 6,729 106,400 SH   SOLE   106,400 0 0
ELECTRONIC ARTS INC COM 285512109 1,324 12,600 SH   SOLE   12,600 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 1,646 68,800 SH   SOLE   68,800 0 0
ENBRIDGE INC COM 29250N105 498,915 12,715,940 SH   SOLE   12,715,940 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 1,782 159,500 SH   SOLE   159,500 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 561 11,700 SH   SOLE   11,700 0 0
ENOVA INTL INC COM 29357K103 296 19,500 SH   SOLE   19,500 0 0
ENTELLUS MED INC COM 29363K105 4,102 168,200 SH   SOLE   168,200 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 4,342 142,300 SH   SOLE   142,300 0 0
EVEREST RE GROUP LTD COM G3223R108 2,717 12,280 SH   SOLE   12,280 0 0
EVERSOURCE ENERGY COM 30040W108 8,327 131,800 SH   SOLE   131,800 0 0
EXACTECH INC COM 30064E109 870 17,600 SH   SOLE   17,600 0 0
EXELON CORP COM 30161N101 2,412 61,200 SH   SOLE   61,200 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,061 93,691 SH   SOLE   93,691 0 0
EXXON MOBIL CORP COM 30231G102 10,530 125,900 SH   SOLE   125,900 0 0
F5 NETWORKS INC COM 315616102 1,181 9,000 SH   SOLE   9,000 0 0
FACEBOOK INC CL A 30303M102 5,276 29,900 SH   SOLE   29,900 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 5,953 151,700 SH   SOLE   151,700 0 0
FIRST AMERN FINL CORP COM 31847R102 6,691 119,400 SH   SOLE   119,400 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 274 3,900 SH   SOLE   3,900 0 0
FISERV INC COM 337738108 6,688 51,000 SH   SOLE   51,000 0 0
FOOT LOCKER INC COM 344849104 2,691 57,400 SH   SOLE   57,400 0 0
FORTIVE CORP COM 34959J108 1,469 20,300 SH   SOLE   20,300 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 617 24,000 SH   SOLE   24,000 0 0
GANNETT CO INC COM 36473H104 561 48,400 SH   SOLE   48,400 0 0
GARMIN LTD SHS H2906T109 1,174 19,700 SH   SOLE   19,700 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 488 15,300 SH   SOLE   15,300 0 0
GENER8 MARITIME INC COM Y26889108 355 53,668 SH   SOLE   53,668 0 0
GENERAL DYNAMICS CORP COM 369550108 4,781 23,500 SH   SOLE   23,500 0 0
GENERAL ELECTRIC CO COM 369604103 100,982 5,786,960 SH   SOLE   5,786,960 0 0
GENERAL MLS INC COM 370334104 6,978 117,700 SH   SOLE   117,700 0 0
GENERAL MTRS CO COM 37045V100 2,439 59,500 SH   SOLE   59,500 0 0
GENPACT LIMITED SHS G3922B107 6,665 210,000 SH   SOLE   210,000 0 0
GENWORTH FINL INC COM CL A 37247D106 10,143 3,261,300 SH   SOLE   3,261,300 0 0
GGP INC COM 36174X101 4,603 196,800 SH   SOLE   196,800 0 0
G-III APPAREL GROUP LTD COM 36237H101 970 26,300 SH   SOLE   26,300 0 0
GILEAD SCIENCES INC COM 375558103 4,728 66,000 SH   SOLE   66,000 0 0
GMS INC COM 36251C103 1,449 38,500 SH   SOLE   38,500 0 0
GREIF INC CL A 397624107 485 8,000 SH   SOLE   8,000 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 5,958 109,300 SH   SOLE   109,300 0 0
HALYARD HEALTH INC COM 40650V100 411 8,900 SH   SOLE   8,900 0 0
HANESBRANDS INC COM 410345102 118,633 5,673,506 SH   SOLE   5,673,506 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 10,465 289,500 SH   SOLE   289,500 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,543 50,000 SH   SOLE   50,000 0 0
HCP INC COM 40414L109 1,348 51,700 SH   SOLE   51,700 0 0
HELEN OF TROY CORP LTD COM G4388N106 385 4,000 SH   SOLE   4,000 0 0
HENRY JACK & ASSOC INC COM 426281101 7,041 60,200 SH   SOLE   60,200 0 0
HERC HLDGS INC COM 42704L104 344 5,500 SH   SOLE   5,500 0 0
HERSHEY CO COM 427866108 7,106 62,600 SH   SOLE   62,600 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 360 25,100 SH   SOLE   25,100 0 0
HIBBETT SPORTS INC COM 428567101 422 20,700 SH   SOLE   20,700 0 0
HILLENBRAND INC COM 431571108 250 5,600 SH   SOLE   5,600 0 0
HILTON GRAND VACATIONS INC COM 43283X105 659 15,700 SH   SOLE   15,700 0 0
HOME DEPOT INC COM 437076102 6,905 36,431 SH   SOLE   36,431 0 0
HONEYWELL INTL INC COM 438516106 6,809 44,400 SH   SOLE   44,400 0 0
HP INC COM 40434L105 1,920 91,400 SH   SOLE   91,400 0 0
HUMANA INC COM 444859102 7,467 30,100 SH   SOLE   30,100 0 0
HUNTSMAN CORP COM 447011107 965 29,000 SH   SOLE   29,000 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 409 4,800 SH   SOLE   4,800 0 0
IAMGOLD CORP COM 450913108 6,700 1,145,300 SH   SOLE   1,145,300 0 0
ICHOR HOLDINGS SHS G4740B105 890 36,171 SH   SOLE   36,171 0 0
IDEXX LABS INC COM 45168D104 2,987 19,100 SH   SOLE   19,100 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 209 13,200 SH   SOLE   13,200 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,288 25,700 SH   SOLE   25,700 0 0
INGEVITY CORP COM 45688C107 493 7,000 SH   SOLE   7,000 0 0
INTEL CORP COM 458140100 5,710 123,700 SH   SOLE   123,700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,489 35,776 SH   SOLE   35,776 0 0
INTUIT COM 461202103 6,008 38,079 SH   SOLE   38,079 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 6,532 17,900 SH   SOLE   17,900 0 0
IPG PHOTONICS CORP COM 44980X109 4,732 22,100 SH   SOLE   22,100 0 0
ISHARES TR JPMORGAN USD EMG 464288281 128,291 1,105,000 SH   SOLE   1,105,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 17,748 252,425 SH   SOLE   252,425 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 47,105 1,000,000 SH   SOLE   1,000,000 0 0
ISHARES TR S&P US PFD STK 464288687 62,816 1,650,000 SH   SOLE   1,650,000 0 0
IXYS CORP COM 46600W106 13,764 574,704 SH   SOLE   574,704 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,669 25,300 SH   SOLE   25,300 0 0
JBG SMITH PPTYS COM 46590V100 847 24,400 SH   SOLE   24,400 0 0
JOHNSON & JOHNSON COM 478160104 76,120 544,807 SH   SOLE   544,807 0 0
JPMORGAN CHASE & CO COM 46625H100 197,070 1,842,805 SH   SOLE   1,842,805 0 0
JUNIPER NETWORKS INC COM 48203R104 2,311 81,100 SH   SOLE   81,100 0 0
KIMBERLY CLARK CORP COM 494368103 93,502 774,918 SH   SOLE   774,918 0 0
KLA-TENCOR CORP COM 482480100 5,296 50,400 SH   SOLE   50,400 0 0
KLX INC COM 482539103 1,392 20,400 SH   SOLE   20,400 0 0
KMG CHEMICALS INC COM 482564101 436 6,600 SH   SOLE   6,600 0 0
LA Z BOY INC COM 505336107 487 15,600 SH   SOLE   15,600 0 0
LADDER CAP CORP CL A 505743104 50,200 3,683,087 SH   SOLE   3,683,087 0 0
LAM RESEARCH CORP COM 512807108 976 5,300 SH   SOLE   5,300 0 0
LAMB WESTON HLDGS INC COM 513272104 886 15,700 SH   SOLE   15,700 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 775 134,000 SH   SOLE   134,000 0 0
LAUDER ESTEE COS INC CL A 518439104 5,153 40,500 SH   SOLE   40,500 0 0
LAZARD LTD SHS A G54050102 2,683 51,100 SH   SOLE   51,100 0 0
LEAR CORP COM NEW 521865204 4,805 27,200 SH   SOLE   27,200 0 0
LENNOX INTL INC COM 526107107 2,791 13,400 SH   SOLE   13,400 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 1,258 91,400 SH   SOLE   91,400 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,733 40,300 SH   SOLE   40,300 0 0
LILLY ELI & CO COM 532457108 5,194 61,500 SH   SOLE   61,500 0 0
LIMELIGHT NETWORKS INC COM 53261M104 481 109,000 SH   SOLE   109,000 0 0
LOCKHEED MARTIN CORP COM 539830109 7,256 22,600 SH   SOLE   22,600 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,368 12,400 SH   SOLE   12,400 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 1,127 133,400 SH   SOLE   133,400 0 0
MAGNA INTL INC COM 559222401 6,772 119,107 SH   SOLE   119,107 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 8,738 240,656 SH   SOLE   240,656 0 0
MANITOWOC CO INC COM NEW 563571405 324 8,225 SH   SOLE   8,225 0 0
MANPOWERGROUP INC COM 56418H100 2,661 21,100 SH   SOLE   21,100 0 0
MASTERCARD INCORPORATED CL A 57636Q104 6,441 42,555 SH   SOLE   42,555 0 0
MCDONALDS CORP COM 580135101 6,954 40,400 SH   SOLE   40,400 0 0
MCKESSON CORP COM 58155Q103 113,978 730,861 SH   SOLE   730,861 0 0
MEDPACE HLDGS INC COM 58506Q109 526 14,500 SH   SOLE   14,500 0 0
MERCK & CO INC COM 58933Y105 6,623 117,700 SH   SOLE   117,700 0 0
MEREDITH CORP COM 589433101 1,268 19,200 SH   SOLE   19,200 0 0
METLIFE INC COM 59156R108 150,156 2,969,858 SH   SOLE   2,969,858 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 5,947 9,600 SH   SOLE   9,600 0 0
MFA FINL INC COM 55272X102 5,138 648,700 SH   SOLE   648,700 0 0
MICROSOFT CORP COM 594918104 100,409 1,173,821 SH   SOLE   1,173,821 0 0
MOMO INC ADR 60879B107 345 14,100 SH   SOLE   14,100 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 6,195 470,000 SH   SOLE   470,000 0 0
MONSANTO CO NEW COM 61166W101 47,705 408,500 SH   SOLE   408,500 0 0
MSCI INC COM 55354G100 2,733 21,600 SH   SOLE   21,600 0 0
MSG NETWORK INC CL A 553573106 322 15,900 SH   SOLE   15,900 0 0
MURPHY USA INC COM 626755102 852 10,600 SH   SOLE   10,600 0 0
NATIONAL INSTRS CORP COM 636518102 5,633 135,300 SH   SOLE   135,300 0 0
NAVIENT CORPORATION COM 63938C108 389 29,200 SH   SOLE   29,200 0 0
NCI BUILDING SYS INC COM NEW 628852204 1,166 60,400 SH   SOLE   60,400 0 0
NEOS THERAPEUTICS INC COM 64052L106 378 37,060 SH   SOLE   37,060 0 0
NETAPP INC COM 64110D104 2,218 40,100 SH   SOLE   40,100 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 430 25,600 SH   SOLE   25,600 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 560 31,300 SH   SOLE   31,300 0 0
NEWS CORP NEW CL A 65249B109 866 53,400 SH   SOLE   53,400 0 0
NEXTERA ENERGY INC COM 65339F101 72,942 467,010 SH   SOLE   467,010 0 0
NIKE INC CL B 654106103 184,777 2,954,065 SH   SOLE   2,954,065 0 0
NORDSON CORP COM 655663102 1,318 9,000 SH   SOLE   9,000 0 0
NORDSTROM INC COM 655664100 986 20,800 SH   SOLE   20,800 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,130 7,800 SH   SOLE   7,800 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 991 73,800 SH   SOLE   73,800 0 0
NVR INC COM 62944T105 5,473 1,560 SH   SOLE   1,560 0 0
NXP SEMICONDUCTORS N V COM N6596X109 55,126 470,800 SH   SOLE   470,800 0 0
NXSTAGE MEDICAL INC COM 67072V103 4,793 197,800 SH   SOLE   197,800 0 0
OIL STS INTL INC COM 678026105 388 13,700 SH   SOLE   13,700 0 0
OLD REP INTL CORP COM 680223104 1,834 85,800 SH   SOLE   85,800 0 0
ONEMAIN HLDGS INC COM 68268W103 639 24,600 SH   SOLE   24,600 0 0
ORBITAL ATK INC COM 68557N103 6,601 50,200 SH   SOLE   50,200 0 0
OWENS CORNING NEW COM 690742101 5,204 56,600 SH   SOLE   56,600 0 0
OXFORD INDS INC COM 691497309 391 5,200 SH   SOLE   5,200 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,353 42,000 SH   SOLE   42,000 0 0
PACKAGING CORP AMER COM 695156109 5,871 48,700 SH   SOLE   48,700 0 0
PARK HOTELS RESORTS INC COM 700517105 561 19,500 SH   SOLE   19,500 0 0
PARTY CITY HOLDCO INC COM 702149105 605 43,400 SH   SOLE   43,400 0 0
PATRIOT NATL INC COM 70338T102 1 31,100 SH   SOLE   31,100 0 0
PAYPAL HLDGS INC COM 70450Y103 1,259 17,100 SH   SOLE   17,100 0 0
PENN NATL GAMING INC COM 707569109 677 21,600 SH   SOLE   21,600 0 0
PENTAIR PLC SHS G7S00T104 918 13,000 SH   SOLE   13,000 0 0
PEPSICO INC COM 713448108 8,962 74,736 SH   SOLE   74,736 0 0
PERKINELMER INC COM 714046109 3,013 41,200 SH   SOLE   41,200 0 0
PFIZER INC COM 717081103 7,494 206,900 SH   SOLE   206,900 0 0
PG&E CORP COM 69331C108 3,105 69,257 SH   SOLE   69,257 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 1,326 40,500 SH   SOLE   40,500 0 0
PINNACLE WEST CAP CORP COM 723484101 7,922 93,000 SH   SOLE   93,000 0 0
PJT PARTNERS INC COM CL A 69343T107 301 6,600 SH   SOLE   6,600 0 0
POTASH CORP SASK INC COM 73755L107 2,237 108,700 SH   SOLE   108,700 0 0
POTLATCH CORP NEW COM 737630103 589 11,800 SH   SOLE   11,800 0 0
PPL CORP COM 69351T106 7,647 247,072 SH   SOLE   247,072 0 0
PRAXAIR INC COM 74005P104 125,411 810,777 SH   SOLE   810,777 0 0
PRICELINE GRP INC COM NEW 741503403 72,194 41,545 SH   SOLE   41,545 0 0
PROCTER AND GAMBLE CO COM 742718109 8,810 95,887 SH   SOLE   95,887 0 0
PROGRESSIVE CORP OHIO COM 743315103 6,939 123,200 SH   SOLE   123,200 0 0
QUORUM HEALTH CORP COM 74909E106 148 23,700 SH   SOLE   23,700 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 515 25,200 SH   SOLE   25,200 0 0
RAYTHEON CO COM NEW 755111507 6,875 36,600 SH   SOLE   36,600 0 0
REALOGY HLDGS CORP COM 75605Y106 2,274 85,800 SH   SOLE   85,800 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 294 24,916 SH   SOLE   24,916 0 0
RENT A CTR INC NEW COM 76009N100 1,681 151,400 SH   SOLE   151,400 0 0
REPUBLIC SVCS INC COM 760759100 7,687 113,700 SH   SOLE   113,700 0 0
RESMED INC COM 761152107 3,549 41,900 SH   SOLE   41,900 0 0
RITE AID CORP COM 767754104 335 170,100 SH   SOLE   170,100 0 0
ROCKWELL AUTOMATION INC COM 773903109 3,770 19,200 SH   SOLE   19,200 0 0
ROCKWELL COLLINS INC COM 774341101 7,635 56,300 SH   SOLE   56,300 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 138,549 2,710,299 SH   SOLE   2,710,299 0 0
ROLLINS INC COM 775711104 6,198 133,200 SH   SOLE   133,200 0 0
ROSS STORES INC COM 778296103 5,272 65,700 SH   SOLE   65,700 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 465,755 5,685,030 SH   SOLE   5,685,030 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,493 20,900 SH   SOLE   20,900 0 0
S&P GLOBAL INC COM 78409V104 5,793 34,200 SH   SOLE   34,200 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 789 10,300 SH   SOLE   10,300 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,611 54,000 SH   SOLE   54,000 0 0
SEI INVESTMENTS CO COM 784117103 3,076 42,800 SH   SOLE   42,800 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,318 28,400 SH   SOLE   28,400 0 0
SIGMA DESIGNS INC COM 826565103 3,160 454,700 SH   SOLE   454,700 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 445 27,400 SH   SOLE   27,400 0 0
SIMON PPTY GROUP INC NEW COM 828806109 161,632 941,146 SH   SOLE   941,146 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 1,404 50,300 SH   SOLE   50,300 0 0
SLM CORP COM 78442P106 302 26,700 SH   SOLE   26,700 0 0
SPARTON CORP COM 847235108 4,987 216,276 SH   SOLE   216,276 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 35,132 131,635 SH   SOLE   131,635 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 1,439 12,800 SH   SOLE   12,800 0 0
SPLUNK INC COM 848637104 2,725 32,900 SH   SOLE   32,900 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 132 20,000 SH   SOLE   20,000 0 0
SPRINT CORP COM SER 1 85207U105 753 127,800 SH   SOLE   127,800 0 0
SPX CORP COM 784635104 565 18,000 SH   SOLE   18,000 0 0
SPX FLOW INC COM 78469X107 314 6,600 SH   SOLE   6,600 0 0
STARS GROUP INC COM 85570W100 840 36,000 SH   SOLE   36,000 0 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 9,035 49,700 SH   SOLE   49,700 0 0
STRYKER CORP COM 863667101 5,481 35,400 SH   SOLE   35,400 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 2,213 123,300 SH   SOLE   123,300 0 0
SUN BANCORP INC COM NEW 86663B201 1,447 59,539 SH   SOLE   59,539 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 691 39,600 SH   SOLE   39,600 0 0
SUNCOR ENERGY INC NEW COM 867224107 150,588 4,088,400 SH   SOLE   4,088,400 0 0
SURGERY PARTNERS INC COM 86881A100 246 20,300 SH   SOLE   20,300 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 184 20,600 SH   SOLE   20,600 0 0
SYNOPSYS INC COM 871607107 5,847 68,600 SH   SOLE   68,600 0 0
T MOBILE US INC COM 872590104 1,092 17,200 SH   SOLE   17,200 0 0
TE CONNECTIVITY LTD REG SHS H84989104 5,569 58,600 SH   SOLE   58,600 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,264 85,200 SH   SOLE   85,200 0 0
TELUS CORP COM 87971M103 13,098 344,629 SH   SOLE   344,629 0 0
TEREX CORP NEW COM 880779103 1,278 26,500 SH   SOLE   26,500 0 0
TEXAS INSTRS INC COM 882508104 6,152 58,900 SH   SOLE   58,900 0 0
THOR INDS INC COM 885160101 3,919 26,000 SH   SOLE   26,000 0 0
TIME INC NEW COM 887228104 710 38,500 SH   SOLE   38,500 0 0
TIME WARNER INC COM NEW 887317303 25,859 282,700 SH   SOLE   282,700 0 0
TJX COS INC NEW COM 872540109 6,459 84,479 SH   SOLE   84,479 0 0
TOLL BROTHERS INC COM 889478103 2,521 52,500 SH   SOLE   52,500 0 0
TOPBUILD CORP COM 89055F103 1,780 23,500 SH   SOLE   23,500 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 434,143 7,385,740 SH   SOLE   7,385,740 0 0
TRANSCANADA CORP COM 89353D107 256,522 5,253,500 SH   SOLE   5,253,500 0 0
TRAVELERS COMPANIES INC COM 89417E109 6,172 45,500 SH   SOLE   45,500 0 0
TRIBUNE MEDIA CO CL A 896047503 47,622 1,121,313 SH   SOLE   1,121,313 0 0
TRONC INC COM 89703P107 570 32,400 SH   SOLE   32,400 0 0
UNION PAC CORP COM 907818108 212,237 1,582,675 SH   SOLE   1,582,675 0 0
UNITED PARCEL SERVICE INC CL B 911312106 113,495 952,540 SH   SOLE   952,540 0 0
UNITED TECHNOLOGIES CORP COM 913017109 239,164 1,874,765 SH   SOLE   1,874,765 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,382 16,100 SH   SOLE   16,100 0 0
UNITEDHEALTH GROUP INC COM 91324P102 6,678 30,290 SH   SOLE   30,290 0 0
UNITI GROUP INC COM 91325V108 368 20,700 SH   SOLE   20,700 0 0
UNIVAR INC COM 91336L107 1,424 46,000 SH   SOLE   46,000 0 0
URBAN EDGE PPTYS COM 91704F104 517 20,300 SH   SOLE   20,300 0 0
US BANCORP DEL COM NEW 902973304 90,561 1,690,210 SH   SOLE   1,690,210 0 0
VALERO ENERGY CORP NEW COM 91913Y100 7,141 77,700 SH   SOLE   77,700 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 87,401 4,607,315 SH   SOLE   4,607,315 0 0
VAREX IMAGING CORP COM 92214X106 462 11,500 SH   SOLE   11,500 0 0
VARIAN MED SYS INC COM 92220P105 3,068 27,600 SH   SOLE   27,600 0 0
VERISIGN INC COM 92343E102 5,974 52,200 SH   SOLE   52,200 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,134 97,000 SH   SOLE   97,000 0 0
VISA INC COM CL A 92826C839 182,864 1,603,790 SH   SOLE   1,603,790 0 0
VISTEON CORP COM NEW 92839U206 4,968 39,700 SH   SOLE   39,700 0 0
VIVINT SOLAR INC COM 92854Q106 171 42,100 SH   SOLE   42,100 0 0
WAL-MART STORES INC COM 931142103 9,866 99,909 SH   SOLE   99,909 0 0
WASHINGTONFIRST BANKSHARES I COM 940730104 1,857 54,203 SH   SOLE   54,203 0 0
WASTE CONNECTIONS INC COM 94106B101 12,485 176,000 SH   SOLE   176,000 0 0
WASTE MGMT INC DEL COM 94106L109 54,321 629,440 SH   SOLE   629,440 0 0
WATERS CORP COM 941848103 2,879 14,900 SH   SOLE   14,900 0 0
WEC ENERGY GROUP INC COM 92939U106 9,805 147,600 SH   SOLE   147,600 0 0
WELBILT INC COM 949090104 790 33,600 SH   SOLE   33,600 0 0
WELLS FARGO CO NEW COM 949746101 368,676 6,076,745 SH   SOLE   6,076,745 0 0
WELLTOWER INC COM 95040Q104 96,007 1,505,520 SH   SOLE   1,505,520 0 0
WESTAR ENERGY INC COM 95709T100 480 9,100 SH   SOLE   9,100 0 0
WILLIAMS COS INC DEL COM 969457100 546 17,900 SH   SOLE   17,900 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 5,539 47,800 SH   SOLE   47,800 0 0
XCEL ENERGY INC COM 98389B100 8,515 177,000 SH   SOLE   177,000 0 0
XCERRA CORP COM 98400J108 2,054 209,800 SH   SOLE   209,800 0 0
XENITH BANKSHARES INC NEW COM NEW 984102202 3,052 90,226 SH   SOLE   90,226 0 0
XILINX INC COM 983919101 5,326 79,000 SH   SOLE   79,000 0 0
XL GROUP LTD COM G98294104 2,377 67,600 SH   SOLE   67,600 0 0
YUM BRANDS INC COM 988498101 6,190 75,845 SH   SOLE   75,845 0 0
YUM CHINA HLDGS INC COM 98850P109 780 19,500 SH   SOLE   19,500 0 0
YY INC ADS REPCOM CLA 98426T106 2,759 24,400 SH   SOLE   24,400 0 0
ZOETIS INC CL A 98978V103 6,541 90,800 SH   SOLE   90,800 0 0