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
58 COM INC SPON ADR REP A 31680Q104 500 6,800 SH   SOLE   6,800 0 0
AAR CORP COM 000361105 249 5,200 SH   SOLE   5,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,833 51,900 SH   SOLE   51,900 0 0
AERCAP HOLDINGS NV SHS N00985106 12,715 221,050 SH   SOLE   221,050 0 0
AEROVIRONMENT INC COM 008073108 1,077 9,600 SH   SOLE   9,600 0 0
AETNA INC NEW COM 00817Y108 2,292 11,300 SH   SOLE   11,300 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 10 23,040 SH   SOLE   23,040 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 2,294 259,830 SH   SOLE   259,830 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,150 12,700 SH   SOLE   12,700 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 50,001 211,723 SH   SOLE   211,723 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 6,101 117,300 SH   SOLE   117,300 0 0
ALLSTATE CORP COM 020002101 9,288 94,100 SH   SOLE   94,100 0 0
ALLY FINL INC COM 02005N100 5,316 201,000 SH   SOLE   201,000 0 0
ALPHABET INC CAP STK CL A 02079K305 201,728 167,121 SH   SOLE   167,121 0 0
ALPHABET INC CAP STK CL C 02079K107 6,564 5,500 SH   SOLE   5,500 0 0
ALTRA INDL MOTION CORP COM 02208R106 7,925 191,900 SH   SOLE   191,900 0 0
AMAZON COM INC COM 023135106 7,011 3,500 SH   SOLE   3,500 0 0
AMC NETWORKS INC CL A 00164V103 2,660 40,100 SH   SOLE   40,100 0 0
AMDOCS LTD SHS G02602103 6,459 97,900 SH   SOLE   97,900 0 0
AMEREN CORP COM 023608102 10,017 158,453 SH   SOLE   158,453 0 0
AMERIPRISE FINL INC COM 03076C106 5,995 40,600 SH   SOLE   40,600 0 0
AMGEN INC COM 031162100 7,962 38,412 SH   SOLE   38,412 0 0
AMYRIS INC COM NEW 03236M200 547 68,900 SH   SOLE   68,900 0 0
ANTHEM INC COM 036752103 188,287 687,055 SH   SOLE   687,055 0 0
APERGY CORP COM 03755L104 662 15,200 SH   SOLE   15,200 0 0
APPLE INC COM 037833100 78,607 348,220 SH   SOLE   348,220 0 0
APTEVO THERAPEUTICS INC COM 03835L108 60 11,900 SH   SOLE   11,900 0 0
ARCH COAL INC CL A 039380407 519 5,800 SH   SOLE   5,800 0 0
ARES CAP CORP COM 04010L103 48,271 2,808,098 SH   SOLE   2,808,098 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,072 15,400 SH   SOLE   15,400 0 0
ASPEN TECHNOLOGY INC COM 045327103 4,910 43,100 SH   SOLE   43,100 0 0
ASSURED GUARANTY LTD COM G0585R106 5,372 127,200 SH   SOLE   127,200 0 0
AT HOME GROUP INC COM 04650Y100 709 22,500 SH   SOLE   22,500 0 0
AUTODESK INC COM 052769106 2,669 17,100 SH   SOLE   17,100 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 464 6,000 SH   SOLE   6,000 0 0
AVALONBAY CMNTYS INC COM 053484101 97,782 539,785 SH   SOLE   539,785 0 0
AVANOS MED INC COM 05350V106 1,466 21,400 SH   SOLE   21,400 0 0
AVAYA HLDGS CORP COM 05351X101 545 24,600 SH   SOLE   24,600 0 0
AVISTA CORP COM 05379B107 2,700 53,400 SH   SOLE   53,400 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 103 100,292 SH   SOLE   100,292 0 0
BAIDU INC SPON ADR REP A 056752108 503 2,200 SH   SOLE   2,200 0 0
BANK MONTREAL QUE COM 063671101 412,281 5,002,007 SH   SOLE   5,002,007 0 0
BANK N S HALIFAX COM 064149107 424,752 7,131,245 SH   SOLE   7,131,245 0 0
BAXTER INTL INC COM 071813109 894 11,600 SH   SOLE   11,600 0 0
BCE INC COM NEW 05534B760 116,290 2,872,477 SH   SOLE   2,872,477 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 127,815 596,960 SH   SOLE   596,960 0 0
BEST BUY INC COM 086516101 8,095 102,000 SH   SOLE   102,000 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 688 25,700 SH   SOLE   25,700 0 0
BLOCK H & R INC COM 093671105 2,305 89,500 SH   SOLE   89,500 0 0
BOEING CO COM 097023105 63,219 169,990 SH   SOLE   169,990 0 0
BOOKING HLDGS INC COM 09857L108 7,341 3,700 SH   SOLE   3,700 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,990 40,100 SH   SOLE   40,100 0 0
BRADY CORP CL A 104674106 516 11,800 SH   SOLE   11,800 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 164 13,900 SH   SOLE   13,900 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 3,546 225,600 SH   SOLE   225,600 0 0
BRIGHTHOUSE FINL INC COM 10922N103 407 9,200 SH   SOLE   9,200 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 9,256 149,100 SH   SOLE   149,100 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,168 180,900 SH   SOLE   180,900 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5,555 42,100 SH   SOLE   42,100 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 460,965 10,351,879 SH   SOLE   10,351,879 0 0
BROOKFIELD BUSINESS PARTNERS UNIT LTD LP G16234109 305,260 6,673,800 SH   SOLE   6,673,800 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 179,343 8,585,126 SH   SOLE   8,585,126 0 0
BURLINGTON STORES INC COM 122017106 6,468 39,700 SH   SOLE   39,700 0 0
CABLE ONE INC COM 12685J105 707 800 SH   SOLE   800 0 0
CADENCE BANCORPORATION CL A 12739A100 1,533 58,700 SH   SOLE   58,700 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,583 123,200 SH   SOLE   123,200 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 281 5,800 SH   SOLE   5,800 0 0
CANADIAN NAT RES LTD COM 136385101 243,574 7,460,302 SH   SOLE   7,460,302 0 0
CANADIAN NATL RY CO COM 136375102 7,604 84,800 SH   SOLE   84,800 0 0
CANNAE HLDGS INC COM 13765N107 530 25,300 SH   SOLE   25,300 0 0
CARETRUST REIT INC COM 14174T107 551 31,100 SH   SOLE   31,100 0 0
CASEYS GEN STORES INC COM 147528103 1,782 13,800 SH   SOLE   13,800 0 0
CBRE GROUP INC CL A 12504L109 161,199 3,655,297 SH   SOLE   3,655,297 0 0
CDK GLOBAL INC COM 12508E101 7,445 119,000 SH   SOLE   119,000 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 408,609 4,363,948 SH   SOLE   4,363,948 0 0
CERNER CORP COM 156782104 4,747 73,700 SH   SOLE   73,700 0 0
CHEMED CORP NEW COM 16359R103 3,228 10,100 SH   SOLE   10,100 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5,103 104,300 SH   SOLE   104,300 0 0
CHURCHILL CAP CORP UNIT 99/99/9999 17142R202 4,060 400,000 SH   SOLE   400,000 0 0
CIENA CORP COM NEW 171779309 2,362 75,600 SH   SOLE   75,600 0 0
CIGNA CORPORATION COM 125509109 9,850 47,300 SH   SOLE   47,300 0 0
CISCO SYS INC COM 17275R102 122,166 2,511,120 SH   SOLE   2,511,120 0 0
CISION LTD SHS G1992S109 519 30,900 SH   SOLE   30,900 0 0
CITIGROUP INC COM NEW 172967424 6,478 90,300 SH   SOLE   90,300 0 0
CITRIX SYS INC COM 177376100 8,059 72,500 SH   SOLE   72,500 0 0
CMS ENERGY CORP COM 125896100 9,006 183,800 SH   SOLE   183,800 0 0
CNOOC LTD SPONSORED ADR 126132109 4,879 24,700 SH   SOLE   24,700 0 0
COCA COLA CO COM 191216100 146,172 3,164,586 SH   SOLE   3,164,586 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 15,942 350,600 SH   SOLE   350,600 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 8,587 111,300 SH   SOLE   111,300 0 0
COLGATE PALMOLIVE CO COM 194162103 8,663 129,400 SH   SOLE   129,400 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 4,607 49,500 SH   SOLE   49,500 0 0
CONAGRA BRANDS INC COM 205887102 910 26,800 SH   SOLE   26,800 0 0
CONDUENT INC COM 206787103 745 33,100 SH   SOLE   33,100 0 0
CONNECTICUT WTR SVC INC COM 207797101 5,799 83,600 SH   SOLE   83,600 0 0
CONOCOPHILLIPS COM 20825C104 9,319 120,400 SH   SOLE   120,400 0 0
CONSOL ENERGY INC NEW COM 20854L108 306 7,500 SH   SOLE   7,500 0 0
CONSOLIDATED EDISON INC COM 209115104 10,750 141,100 SH   SOLE   141,100 0 0
COPART INC COM 217204106 5,019 97,400 SH   SOLE   97,400 0 0
COSTCO WHSL CORP NEW COM 22160K105 11,439 48,700 SH   SOLE   48,700 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 613 16,500 SH   SOLE   16,500 0 0
CUMMINS INC COM 231021106 6,383 43,700 SH   SOLE   43,700 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 5,342 55,000 SH   SOLE   55,000 0 0
DISCOVER FINL SVCS COM 254709108 8,264 108,100 SH   SOLE   108,100 0 0
DOCUSIGN INC COM 256163106 526 10,000 SH   SOLE   10,000 0 0
DONALDSON INC COM 257651109 839 14,400 SH   SOLE   14,400 0 0
DR REDDYS LABS LTD ADR 256135203 4,851 140,200 SH   SOLE   140,200 0 0
DSW INC CL A 23334L102 2,263 66,800 SH   SOLE   66,800 0 0
DTE ENERGY CO COM 233331107 9,320 85,400 SH   SOLE   85,400 0 0
DULUTH HLDGS INC COM CL B 26443V101 230 7,300 SH   SOLE   7,300 0 0
DXC TECHNOLOGY CO COM 23355L106 6,256 66,900 SH   SOLE   66,900 0 0
EASTMAN CHEM CO COM 277432100 5,370 56,100 SH   SOLE   56,100 0 0
EATON CORP PLC SHS G29183103 6,999 80,700 SH   SOLE   80,700 0 0
ECOPETROL S A SPONSORED ADS 279158109 5,558 206,400 SH   SOLE   206,400 0 0
EHI CAR SVCS LTD SPON ADS CL A 26853A100 920 81,060 SH   SOLE   81,060 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 349 10,000 SH   SOLE   10,000 0 0
ELLIS PERRY INTL INC COM 288853104 403 14,730 SH   SOLE   14,730 0 0
ENBRIDGE INC COM 29250N105 348,116 10,795,933 SH   SOLE   10,795,933 0 0
ENCOMPASS HEALTH CORP COM 29261A100 7,249 93,000 SH   SOLE   93,000 0 0
ENSIGN GROUP INC COM 29358P101 793 20,900 SH   SOLE   20,900 0 0
ENVISION HEALTHCARE CORP COM 29414D100 3,782 82,700 SH   SOLE   82,700 0 0
ESSENDANT INC COM 296689102 2,236 174,400 SH   SOLE   174,400 0 0
EVERCORE INC CLASS A 29977A105 2,443 24,300 SH   SOLE   24,300 0 0
EVEREST RE GROUP LTD COM G3223R108 7,654 33,500 SH   SOLE   33,500 0 0
EXELON CORP COM 30161N101 9,928 227,400 SH   SOLE   227,400 0 0
F5 NETWORKS INC COM 315616102 5,544 27,800 SH   SOLE   27,800 0 0
FACEBOOK INC CL A 30303M102 5,970 36,300 SH   SOLE   36,300 0 0
FACTSET RESH SYS INC COM 303075105 7,315 32,700 SH   SOLE   32,700 0 0
FAIR ISAAC CORP COM 303250104 2,880 12,600 SH   SOLE   12,600 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 7,311 185,800 SH   SOLE   185,800 0 0
FIFTH THIRD BANCORP COM 316773100 8,477 303,600 SH   SOLE   303,600 0 0
FIRST AMERN FINL CORP COM 31847R102 5,319 103,100 SH   SOLE   103,100 0 0
FIRST CONN BANCORP INC MD COM 319850103 1,655 55,990 SH   SOLE   55,990 0 0
FIRST HAWAIIAN INC COM 32051X108 1,985 73,100 SH   SOLE   73,100 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 566 6,700 SH   SOLE   6,700 0 0
FISERV INC COM 337738108 4,424 53,700 SH   SOLE   53,700 0 0
FIVE BELOW INC COM 33829M101 2,679 20,600 SH   SOLE   20,600 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 5,651 57,100 SH   SOLE   57,100 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 6,721 726,600 SH   SOLE   726,600 0 0
FORTINET INC COM 34959E109 5,379 58,300 SH   SOLE   58,300 0 0
FORTIVE CORP COM 34959J108 783 9,300 SH   SOLE   9,300 0 0
FRANKLIN RES INC COM 354613101 5,583 183,600 SH   SOLE   183,600 0 0
FTD COS INC COM 30281V108 36 13,600 SH   SOLE   13,600 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 5,957 169,000 SH   SOLE   169,000 0 0
GARMIN LTD SHS H2906T109 7,516 107,300 SH   SOLE   107,300 0 0
GENWORTH FINL INC COM CL A 37247D106 16,723 4,010,400 SH   SOLE   4,010,400 0 0
GILEAD SCIENCES INC COM 375558103 7,659 99,200 SH   SOLE   99,200 0 0
GODADDY INC CL A 380237107 4,336 52,000 SH   SOLE   52,000 0 0
GOLUB CAP BDC INC COM 38173M102 4,693 250,316 SH   SOLE   250,316 0 0
GRAINGER W W INC COM 384802104 8,113 22,700 SH   SOLE   22,700 0 0
GRAND CANYON ED INC COM 38526M106 6,249 55,400 SH   SOLE   55,400 0 0
GREEN BANCORP INC COM 39260X100 2,103 95,160 SH   SOLE   95,160 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 7,912 122,800 SH   SOLE   122,800 0 0
GUARANTY BANCORP DEL COM NEW 40075T607 6,867 231,220 SH   SOLE   231,220 0 0
GULFMARK OFFSHORE INC COM 402629505 1,141 30,600 SH   SOLE   30,600 0 0
HANESBRANDS INC COM 410345102 100,280 5,441,143 SH   SOLE   5,441,143 0 0
HCA HEALTHCARE INC COM 40412C101 9,850 70,800 SH   SOLE   70,800 0 0
HEICO CORP NEW COM 422806109 1,074 11,600 SH   SOLE   11,600 0 0
HENRY JACK & ASSOC INC COM 426281101 8,356 52,200 SH   SOLE   52,200 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 6,104 111,900 SH   SOLE   111,900 0 0
HERSHEY CO COM 427866108 8,792 86,200 SH   SOLE   86,200 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 687 42,100 SH   SOLE   42,100 0 0
HOME DEPOT INC COM 437076102 8,541 41,231 SH   SOLE   41,231 0 0
HONEYWELL INTL INC COM 438516106 7,604 45,700 SH   SOLE   45,700 0 0
HOPE BANCORP INC COM 43940T109 791 48,900 SH   SOLE   48,900 0 0
HORIZON GLOBAL CORP COM 44052W104 148 20,800 SH   SOLE   20,800 0 0
HOST HOTELS & RESORTS INC COM 44107P104 3,209 152,100 SH   SOLE   152,100 0 0
HP INC COM 40434L105 7,406 287,400 SH   SOLE   287,400 0 0
HUMANA INC COM 444859102 8,768 25,900 SH   SOLE   25,900 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,763 18,600 SH   SOLE   18,600 0 0
HYATT HOTELS CORP COM CL A 448579102 2,953 37,100 SH   SOLE   37,100 0 0
ICU MED INC COM 44930G107 3,450 12,200 SH   SOLE   12,200 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 5,073 280,280 SH   SOLE   280,280 0 0
INGEVITY CORP COM 45688C107 591 5,800 SH   SOLE   5,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 7,939 52,500 SH   SOLE   52,500 0 0
INTUIT COM 461202103 7,613 33,479 SH   SOLE   33,479 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 6,027 10,500 SH   SOLE   10,500 0 0
INVUITY INC COM NEW 46187J205 2,090 282,400 SH   SOLE   282,400 0 0
ISHARES TR JPMORGAN USD EMG 464288281 76,006 705,000 SH   SOLE   705,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 19,406 285,425 SH   SOLE   285,425 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 68,656 1,600,000 SH   SOLE   1,600,000 0 0
ISHARES TR S&P US PFD STK 464288687 19,495 525,049 SH   SOLE   525,049 0 0
JBG SMITH PPTYS COM 46590V100 818 22,200 SH   SOLE   22,200 0 0
JOHNSON & JOHNSON COM 478160104 80,800 584,785 SH   SOLE   584,785 0 0
JPMORGAN CHASE & CO COM 46625H100 521,862 4,624,793 SH   SOLE   4,624,793 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 2,380 49,300 SH   SOLE   49,300 0 0
KELLOGG CO COM 487836108 8,668 123,800 SH   SOLE   123,800 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 988 14,900 SH   SOLE   14,900 0 0
KIMBERLY CLARK CORP COM 494368103 9,939 87,458 SH   SOLE   87,458 0 0
KIRKLANDS INC COM 497498105 179 17,700 SH   SOLE   17,700 0 0
KLX INC COM 482539103 3,020 48,100 SH   SOLE   48,100 0 0
KT CORP SPONSORED ADR 48268K101 1,996 134,400 SH   SOLE   134,400 0 0
LA Z BOY INC COM 505336107 458 14,500 SH   SOLE   14,500 0 0
LAMB WESTON HLDGS INC COM 513272104 6,940 104,200 SH   SOLE   104,200 0 0
LANCASTER COLONY CORP COM 513847103 671 4,500 SH   SOLE   4,500 0 0
LAZARD LTD SHS A G54050102 2,354 48,900 SH   SOLE   48,900 0 0
LEAR CORP COM NEW 521865204 5,220 36,000 SH   SOLE   36,000 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 674 8,000 SH   SOLE   8,000 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 767 16,300 SH   SOLE   16,300 0 0
LIBERTY LATIN AMERICA LTD COM CL A G9001E102 413 19,800 SH   SOLE   19,800 0 0
LIBERTY MEDIA CORP DELAWARE COM A BRAVES GRP 531229706 235 8,600 SH   SOLE   8,600 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 580 16,300 SH   SOLE   16,300 0 0
LILLY ELI & CO COM 532457108 9,626 89,700 SH   SOLE   89,700 0 0
LOCKHEED MARTIN CORP COM 539830109 9,618 27,800 SH   SOLE   27,800 0 0
LOWES COS INC COM 548661107 5,270 45,900 SH   SOLE   45,900 0 0
LULULEMON ATHLETICA INC COM 550021109 9,246 56,900 SH   SOLE   56,900 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 6,581 64,200 SH   SOLE   64,200 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 1,072 3,400 SH   SOLE   3,400 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 1,791 215,800 SH   SOLE   215,800 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 472 16,100 SH   SOLE   16,100 0 0
MANITOWOC CO INC COM NEW 563571405 379 15,800 SH   SOLE   15,800 0 0
MARATHON PETE CORP COM 56585A102 6,478 81,000 SH   SOLE   81,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 7,269 32,655 SH   SOLE   32,655 0 0
MCDONALDS CORP COM 580135101 8,733 52,200 SH   SOLE   52,200 0 0
MEDPACE HLDGS INC COM 58506Q109 527 8,800 SH   SOLE   8,800 0 0
MEDTRONIC PLC SHS G5960L103 100,658 1,023,260 SH   SOLE   1,023,260 0 0
METHANEX CORP COM 59151K108 2,477 31,400 SH   SOLE   31,400 0 0
METLIFE INC COM 59156R108 130,804 2,799,736 SH   SOLE   2,799,736 0 0
MICROSOFT CORP COM 594918104 116,455 1,018,230 SH   SOLE   1,018,230 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 7,029 120,600 SH   SOLE   120,600 0 0
MOODYS CORP COM 615369105 6,337 37,900 SH   SOLE   37,900 0 0
MSCI INC COM 55354G100 5,766 32,500 SH   SOLE   32,500 0 0
MSG NETWORK INC CL A 553573106 586 22,700 SH   SOLE   22,700 0 0
MURPHY USA INC COM 626755102 632 7,400 SH   SOLE   7,400 0 0
MYRIAD GENETICS INC COM 62855J104 1,385 30,100 SH   SOLE   30,100 0 0
NAVIENT CORPORATION COM 63938C108 764 56,700 SH   SOLE   56,700 0 0
NETEASE INC SPONSORED ADR 64110W102 525 2,300 SH   SOLE   2,300 0 0
NEVSUN RES LTD COM 64156L101 14,144 3,190,760 SH   SOLE   3,190,760 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,080 60,600 SH   SOLE   60,600 0 0
NEWMONT MINING CORP COM 651639106 9,984 330,600 SH   SOLE   330,600 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 272 8,200 SH   SOLE   8,200 0 0
NEXTERA ENERGY INC COM 65339F101 88,176 526,110 SH   SOLE   526,110 0 0
NICE LTD SPONSORED ADR 653656108 7,177 62,700 SH   SOLE   62,700 0 0
NIKE INC CL B 654106103 115,546 1,363,857 SH   SOLE   1,363,857 0 0
NORBORD INC COM NEW 65548P403 2,066 62,395 SH   SOLE   62,395 0 0
NORDSTROM INC COM 655664100 1,250 20,900 SH   SOLE   20,900 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 333 23,500 SH   SOLE   23,500 0 0
NOW INC COM 67011P100 425 25,700 SH   SOLE   25,700 0 0
NUVECTRA CORP COM 67075N108 233 10,600 SH   SOLE   10,600 0 0
NVENT ELECTRIC PLC SHS G6700G107 456 16,800 SH   SOLE   16,800 0 0
NVR INC COM 62944T105 5,065 2,050 SH   SOLE   2,050 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,197 25,700 SH   SOLE   25,700 0 0
NXSTAGE MEDICAL INC COM 67072V103 5,313 190,500 SH   SOLE   190,500 0 0
OCLARO INC COM NEW 67555N206 3,200 357,900 SH   SOLE   357,900 0 0
OGE ENERGY CORP COM 670837103 7,409 204,000 SH   SOLE   204,000 0 0
OKTA INC CL A 679295105 1,534 21,800 SH   SOLE   21,800 0 0
ONE GAS INC COM 68235P108 1,070 13,000 SH   SOLE   13,000 0 0
OPKO HEALTH INC COM 68375N103 410 118,500 SH   SOLE   118,500 0 0
PACCAR INC COM 693718108 4,351 63,800 SH   SOLE   63,800 0 0
PARK HOTELS RESORTS INC COM 700517105 4,040 123,100 SH   SOLE   123,100 0 0
PAYCHEX INC COM 704326107 7,608 103,300 SH   SOLE   103,300 0 0
PAYPAL HLDGS INC COM 70450Y103 571 6,500 SH   SOLE   6,500 0 0
PBF ENERGY INC CL A 69318G106 4,996 100,100 SH   SOLE   100,100 0 0
PEABODY ENERGY CORP NEW COM 704551100 282 7,900 SH   SOLE   7,900 0 0
PENTAIR PLC SHS G7S00T104 5,159 119,000 SH   SOLE   119,000 0 0
PERSPECTA INC COM 715347100 435 16,900 SH   SOLE   16,900 0 0
PFIZER INC COM 717081103 7,025 159,400 SH   SOLE   159,400 0 0
PHILLIPS 66 COM 718546104 9,547 84,700 SH   SOLE   84,700 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 1,934 57,400 SH   SOLE   57,400 0 0
PRAXAIR INC COM 74005P104 136,053 846,467 SH   SOLE   846,467 0 0
PREMIER INC CL A 74051N102 3,113 68,000 SH   SOLE   68,000 0 0
PRESIDIO INC COM 74102M103 229 15,000 SH   SOLE   15,000 0 0
PRICE T ROWE GROUP INC COM 74144T108 7,326 67,100 SH   SOLE   67,100 0 0
PUBLIC STORAGE COM 74460D109 8,710 43,200 SH   SOLE   43,200 0 0
PULTE GROUP INC COM 745867101 4,872 196,700 SH   SOLE   196,700 0 0
PURE STORAGE INC CL A 74624M102 2,491 96,000 SH   SOLE   96,000 0 0
QUORUM HEALTH CORP COM 74909E106 124 21,100 SH   SOLE   21,100 0 0
QUTOUTIAO INC ADS REP SHS A 74915J107 428 60,000 SH   SOLE   60,000 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 330 17,900 SH   SOLE   17,900 0 0
RAYTHEON CO COM NEW 755111507 9,858 47,700 SH   SOLE   47,700 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 5,276 36,500 SH   SOLE   36,500 0 0
REPUBLIC SVCS INC COM 760759100 6,423 88,400 SH   SOLE   88,400 0 0
RMR GROUP INC CL A 74967R106 455 4,900 SH   SOLE   4,900 0 0
ROBERT HALF INTL INC COM 770323103 6,067 86,200 SH   SOLE   86,200 0 0
ROCKWELL COLLINS INC COM 774341101 7,908 56,300 SH   SOLE   56,300 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 111,078 2,161,373 SH   SOLE   2,161,373 0 0
ROLLINS INC COM 775711104 5,468 90,100 SH   SOLE   90,100 0 0
ROSS STORES INC COM 778296103 8,661 87,400 SH   SOLE   87,400 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 558,360 6,970,597 SH   SOLE   6,970,597 0 0
S&P GLOBAL INC COM 78409V104 7,698 39,400 SH   SOLE   39,400 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 5,687 283,800 SH   SOLE   283,800 0 0
SCHOLASTIC CORP COM 807066105 336 7,200 SH   SOLE   7,200 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 135,197 4,902,000 SH   SOLE   4,902,000 0 0
SEMTECH CORP COM 816850101 851 15,300 SH   SOLE   15,300 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,657 151,300 SH   SOLE   151,300 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 3,461 55,800 SH   SOLE   55,800 0 0
SHIRE PLC SPONSORED ADR 82481R106 7,767 42,850 SH   SOLE   42,850 0 0
SHOE CARNIVAL INC COM 824889109 424 11,000 SH   SOLE   11,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 145,849 825,173 SH   SOLE   825,173 0 0
SINA CORP ORD G81477104 500 7,200 SH   SOLE   7,200 0 0
SIRIUS XM HLDGS INC COM 82968B103 6,114 967,400 SH   SOLE   967,400 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 4,288 153,800 SH   SOLE   153,800 0 0
SKYLINE CHAMPION CORPORATION COM 830830105 591 20,700 SH   SOLE   20,700 0 0
SL GREEN RLTY CORP COM 78440X101 4,038 41,400 SH   SOLE   41,400 0 0
SLM CORP COM 78442P106 876 78,600 SH   SOLE   78,600 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 38,257 131,635 SH   SOLE   131,635 0 0
SPIRIT MTA REIT COM SHS BEN IN 84861U105 236 20,500 SH   SOLE   20,500 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 5,096 632,200 SH   SOLE   632,200 0 0
SPLUNK INC COM 848637104 1,995 16,500 SH   SOLE   16,500 0 0
SPX FLOW INC COM 78469X107 551 10,600 SH   SOLE   10,600 0 0
STATE BK FINL CORP COM 856190103 1,446 47,900 SH   SOLE   47,900 0 0
STATE STR CORP COM 857477103 94,777 1,131,264 SH   SOLE   1,131,264 0 0
STEELCASE INC CL A 858155203 370 20,000 SH   SOLE   20,000 0 0
STERIS PLC SHS USD G84720104 2,780 24,300 SH   SOLE   24,300 0 0
SUN LIFE FINL INC COM 866796105 8,124 204,500 SH   SOLE   204,500 0 0
SUNCOR ENERGY INC NEW COM 867224107 72,753 1,881,572 SH   SOLE   1,881,572 0 0
SYNNEX CORP COM 87162W100 610 7,200 SH   SOLE   7,200 0 0
SYNOPSYS INC COM 871607107 9,151 92,800 SH   SOLE   92,800 0 0
SYSCO CORP COM 871829107 9,471 129,300 SH   SOLE   129,300 0 0
TARGET CORP COM 87612E106 8,327 94,400 SH   SOLE   94,400 0 0
TELUS CORP COM 87971M103 11,377 308,875 SH   SOLE   308,875 0 0
TEXTRON INC COM 883203101 5,446 76,200 SH   SOLE   76,200 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 327 10,000 SH   SOLE   10,000 0 0
THOMSON REUTERS CORP COM 884903105 74,988 1,641,600 SH   SOLE   1,641,600 0 0
TILLYS INC CL A 886885102 620 32,700 SH   SOLE   32,700 0 0
TJX COS INC NEW COM 872540109 5,803 51,800 SH   SOLE   51,800 0 0
TOLL BROTHERS INC COM 889478103 2,527 76,500 SH   SOLE   76,500 0 0
TORO CO COM 891092108 2,105 35,100 SH   SOLE   35,100 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 370,534 6,102,074 SH   SOLE   6,102,074 0 0
TRANSCANADA CORP COM 89353D107 286,449 7,085,034 SH   SOLE   7,085,034 0 0
TRIBUNE MEDIA CO CL A 896047503 1,518 39,500 SH   SOLE   39,500 0 0
TRONC INC COM 89703P107 287 17,600 SH   SOLE   17,600 0 0
UNION PAC CORP COM 907818108 204,260 1,254,437 SH   SOLE   1,254,437 0 0
UNITED PARCEL SERVICE INC CL B 911312106 111,293 953,260 SH   SOLE   953,260 0 0
UNITED TECHNOLOGIES CORP COM 913017109 208,026 1,487,918 SH   SOLE   1,487,918 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,430 19,000 SH   SOLE   19,000 0 0
UNITI GROUP INC COM 91325V108 278 13,800 SH   SOLE   13,800 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 7,415 58,000 SH   SOLE   58,000 0 0
URBAN EDGE PPTYS COM 91704F104 640 29,000 SH   SOLE   29,000 0 0
UROVANT SCIENCES LTD SHS G9381B108 240 20,000 SH   SOLE   20,000 0 0
US BANCORP DEL COM NEW 902973304 207,924 3,937,200 SH   SOLE   3,937,200 0 0
VALE S A ADR 91912E105 5,339 359,800 SH   SOLE   359,800 0 0
VALERO ENERGY CORP NEW COM 91913Y100 7,724 67,900 SH   SOLE   67,900 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 166,227 10,092,687 SH   SOLE   10,092,687 0 0
VEEVA SYS INC CL A COM 922475108 2,526 23,200 SH   SOLE   23,200 0 0
VEONEER INCORPORATED COM 92336X109 876 15,900 SH   SOLE   15,900 0 0
VERA BRADLEY INC COM 92335C106 154 10,100 SH   SOLE   10,100 0 0
VERISIGN INC COM 92343E102 4,467 27,900 SH   SOLE   27,900 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 8,478 158,800 SH   SOLE   158,800 0 0
VIAVI SOLUTIONS INC COM 925550105 895 78,900 SH   SOLE   78,900 0 0
VISA INC COM CL A 92826C839 186,096 1,239,896 SH   SOLE   1,239,896 0 0
WASTE CONNECTIONS INC COM 94106B101 6,549 82,100 SH   SOLE   82,100 0 0
WASTE MGMT INC DEL COM 94106L109 95,822 1,060,450 SH   SOLE   1,060,450 0 0
WEIBO CORP SPONSORED ADR 948596101 461 6,300 SH   SOLE   6,300 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 7,852 24,500 SH   SOLE   24,500 0 0
WELLS FARGO CO NEW COM 949746101 315,664 6,005,780 SH   SOLE   6,005,780 0 0
WELLTOWER INC COM 95040Q104 54,231 843,139 SH   SOLE   843,139 0 0
WILLIAMS SONOMA INC COM 969904101 2,274 34,600 SH   SOLE   34,600 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 3,022 69,700 SH   SOLE   69,700 0 0
YUM BRANDS INC COM 988498101 11,146 122,600 SH   SOLE   122,600 0 0
YY INC ADS REPCOM CLA 98426T106 465 6,200 SH   SOLE   6,200 0 0
ZIONS BANCORPORATION COM 989701107 4,930 98,300 SH   SOLE   98,300 0 0
ZOES KITCHEN INC COM 98979J109 1,668 131,100 SH   SOLE   131,100 0 0
ZOETIS INC CL A 98978V103 7,352 80,300 SH   SOLE   80,300 0 0