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
ABM INDS INC COM 000957100 249 6,000 SH   SOLE   6,000 0 0
AFLAC INC COM 001055102 1,864 24,000 SH   SOLE   24,000 0 0
AGCO CORP COM 001084102 4,448 66,000 SH   SOLE   66,000 0 0
AES CORP COM 00130H105 433 39,000 SH   SOLE   39,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 626 34,000 SH   SOLE   34,000 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 1,054 27,000 SH   SOLE   27,000 0 0
AT&T INC COM 00206R102 38,773 1,027,652 SH   SOLE   1,027,652 0 0
ABBOTT LABS COM 002824100 4,572 94,062 SH   SOLE   94,062 0 0
ABBVIE INC COM 00287Y109 15,089 208,100 SH   SOLE   208,100 0 0
ABIOMED INC COM 003654100 1,720 12,000 SH   SOLE   12,000 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 4,938 100,000 SH   SOLE   100,000 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1,924 69,200 SH   SOLE   69,200 0 0
ACORDA THERAPEUTICS INC COM 00484M106 591 30,000 SH   SOLE   30,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 19,205 333,600 SH   SOLE   333,600 0 0
ACUITY BRANDS INC COM 00508Y102 366 1,800 SH   SOLE   1,800 0 0
ADOBE SYS INC COM 00724F101 30,282 214,100 SH   SOLE   214,100 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 117 1,000 SH   SOLE   1,000 0 0
AECOM COM 00766T100 2,910 90,000 SH   SOLE   90,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 9,872 791,000 SH   SOLE   791,000 0 0
AETNA INC NEW COM 00817Y108 13,267 87,381 SH   SOLE   87,381 0 0
AFFILIATED MANAGERS GROUP COM 008252108 663 4,000 SH   SOLE   4,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,845 166,000 SH   SOLE   166,000 0 0
AGREE REALTY CORP COM 008492100 3,670 80,000 SH   SOLE   80,000 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 4,005 194,804 SH   SOLE   194,804 0 0
AIR PRODS & CHEMS INC COM 009158106 14,234 99,500 SH   SOLE   99,500 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 4,400 202,000 SH   SOLE   202,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 548 11,000 SH   SOLE   11,000 0 0
ALARM COM HLDGS INC COM 011642105 1,204 32,000 SH   SOLE   32,000 0 0
ALASKA AIR GROUP INC COM 011659109 12,207 136,000 SH   SOLE   136,000 0 0
ALBEMARLE CORP COM 012653101 739 7,000 SH   SOLE   7,000 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 2,566 62,000 SH   SOLE   62,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 14,577 121,000 SH   SOLE   121,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 14,890 122,378 SH   SOLE   122,378 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 53,908 382,600 SH   SOLE   382,600 0 0
ALLEGHANY CORP DEL COM 017175100 4,758 8,000 SH   SOLE   8,000 0 0
ALLETE INC COM NEW 018522300 1,577 22,000 SH   SOLE   22,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,001 3,900 SH   SOLE   3,900 0 0
ALLIANT ENERGY CORP COM 018802108 603 15,000 SH   SOLE   15,000 0 0
ALLSTATE CORP COM 020002101 15,477 175,000 SH   SOLE   175,000 0 0
ALMOST FAMILY INC COM 020409108 801 13,000 SH   SOLE   13,000 0 0
ALPHABET INC CAP STK CL C 02079K107 74,470 81,949 SH   SOLE   81,949 0 0
ALPHABET INC CAP STK CL A 02079K305 54,647 58,780 SH   SOLE   58,780 0 0
ALTABA INC COM 021346101 3,051 56,000 SH   SOLE   56,000 0 0
ALTRA INDL MOTION CORP COM 02208R106 1,154 29,000 SH   SOLE   29,000 0 0
ALTRIA GROUP INC COM 02209S103 58,674 787,886 SH   SOLE   787,886 0 0
AMAZON COM INC COM 023135106 96,970 100,176 SH   SOLE   100,176 0 0
AMBEV SA SPONSORED ADR 02319V103 2,600 473,500 SH   SOLE   473,500 0 0
AMEREN CORP COM 023608102 765 14,000 SH   SOLE   14,000 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 4,833 303,600 SH   SOLE   303,600 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,667 53,000 SH   SOLE   53,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,388 89,000 SH   SOLE   89,000 0 0
AMERICAN ELEC PWR INC COM 025537101 2,015 29,000 SH   SOLE   29,000 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 710 27,000 SH   SOLE   27,000 0 0
AMERICAN EXPRESS CO COM 025816109 15,138 179,700 SH   SOLE   179,700 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,087 21,000 SH   SOLE   21,000 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,146 228,000 SH   SOLE   228,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 19,100 305,500 SH   SOLE   305,500 0 0
AMERICAN STS WTR CO COM 029899101 759 16,000 SH   SOLE   16,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 22,415 169,400 SH   SOLE   169,400 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,067 65,000 SH   SOLE   65,000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,512 16,000 SH   SOLE   16,000 0 0
AMERIPRISE FINL INC COM 03076C106 3,577 28,100 SH   SOLE   28,100 0 0
AMERIS BANCORP COM 03076K108 2,073 43,000 SH   SOLE   43,000 0 0
AMETEK INC NEW COM 031100100 10,842 179,000 SH   SOLE   179,000 0 0
AMGEN INC COM 031162100 39,320 228,300 SH   SOLE   228,300 0 0
AMPHENOL CORP NEW CL A 032095101 1,580 21,400 SH   SOLE   21,400 0 0
ANADARKO PETE CORP COM 032511107 4,185 92,300 SH   SOLE   92,300 0 0
ANALOG DEVICES INC COM 032654105 2,258 29,017 SH   SOLE   29,017 0 0
ANTHEM INC COM 036752103 17,722 94,200 SH   SOLE   94,200 0 0
APACHE CORP COM 037411105 1,678 35,000 SH   SOLE   35,000 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 6,647 154,700 SH   SOLE   154,700 0 0
APPLE INC COM 037833100 155,470 1,079,500 SH   SOLE   1,079,500 0 0
APPLIED MATLS INC COM 038222105 21,349 516,800 SH   SOLE   516,800 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,407 34,000 SH   SOLE   34,000 0 0
ARCONIC INC COM 03965L100 7,905 349,000 SH   SOLE   349,000 0 0
ARROW ELECTRS INC COM 042735100 5,489 70,000 SH   SOLE   70,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 4,416 67,000 SH   SOLE   67,000 0 0
ASSURANT INC COM 04621X108 518 5,000 SH   SOLE   5,000 0 0
ASTEC INDS INC COM 046224101 1,582 28,500 SH   SOLE   28,500 0 0
ATMOS ENERGY CORP COM 049560105 5,724 69,000 SH   SOLE   69,000 0 0
AUTODESK INC COM 052769106 1,522 15,100 SH   SOLE   15,100 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,920 28,500 SH   SOLE   28,500 0 0
AUTONATION INC COM 05329W102 211 5,000 SH   SOLE   5,000 0 0
AUTOZONE INC COM 053332102 1,027 1,800 SH   SOLE   1,800 0 0
AVALONBAY CMNTYS INC COM 053484101 1,537 8,000 SH   SOLE   8,000 0 0
AVERY DENNISON CORP COM 053611109 1,149 13,000 SH   SOLE   13,000 0 0
AVISTA CORP COM 05379B107 1,231 29,000 SH   SOLE   29,000 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 1,838 87,750 SH   SOLE   87,750 0 0
BB&T CORP COM 054937107 2,134 47,000 SH   SOLE   47,000 0 0
B & G FOODS INC NEW COM 05508R106 2,243 63,000 SH   SOLE   63,000 0 0
BP PLC SPONSORED ADR 055622104 10,270 296,400 SH   SOLE   296,400 0 0
BOFI HLDG INC COM 05566U108 854 36,000 SH   SOLE   36,000 0 0
BWX TECHNOLOGIES INC COM 05605H100 12,334 253,000 SH   SOLE   253,000 0 0
BADGER METER INC COM 056525108 2,550 64,000 SH   SOLE   64,000 0 0
BAIDU INC SPON ADR REP A 056752108 19,798 110,690 SH   SOLE   110,690 0 0
BAKER HUGHES INC COM 057224107 3,816 70,000 SH   SOLE   70,000 0 0
BALL CORP COM 058498106 667 15,800 SH   SOLE   15,800 0 0
BANC OF CALIFORNIA INC COM 05990K106 882 41,000 SH   SOLE   41,000 0 0
BANK AMER CORP COM 060505104 57,050 2,351,600 SH   SOLE   2,351,600 0 0
BANK OF THE OZARKS INC COM 063904106 4,078 87,000 SH   SOLE   87,000 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,163 62,000 SH   SOLE   62,000 0 0
BARD C R INC COM 067383109 4,267 13,500 SH   SOLE   13,500 0 0
BAXTER INTL INC COM 071813109 5,449 90,000 SH   SOLE   90,000 0 0
BECTON DICKINSON & CO COM 075887109 3,759 19,265 SH   SOLE   19,265 0 0
BED BATH & BEYOND INC COM 075896100 274 9,000 SH   SOLE   9,000 0 0
BEIGENE LTD SPONSORED ADR 07725L102 2,855 63,450 SH   SOLE   63,450 0 0
BELDEN INC COM 077454106 5,823 77,200 SH   SOLE   77,200 0 0
BERKLEY W R CORP COM 084423102 1,107 16,000 SH   SOLE   16,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 55,977 330,500 SH   SOLE   330,500 0 0
BERRY GLOBAL GROUP INC COM 08579W103 3,535 62,000 SH   SOLE   62,000 0 0
BEST BUY INC COM 086516101 9,230 161,000 SH   SOLE   161,000 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 2,623 201,000 SH   SOLE   201,000 0 0
BIG LOTS INC COM 089302103 2,657 55,000 SH   SOLE   55,000 0 0
BIO RAD LABS INC CL A 090572207 2,263 10,000 SH   SOLE   10,000 0 0
BIOGEN INC COM 09062X103 19,755 72,800 SH   SOLE   72,800 0 0
BIOVERATIV INC COM 09075E100 9,507 158,000 SH   SOLE   158,000 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 8,110 186,000 SH   SOLE   186,000 0 0
BLACKROCK INC COM 09247X101 17,277 40,900 SH   SOLE   40,900 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 5,530 175,000 SH   SOLE   175,000 0 0
BLOCK H & R INC COM 093671105 6,429 208,000 SH   SOLE   208,000 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 4,060 178,000 SH   SOLE   178,000 0 0
BOEING CO COM 097023105 36,505 184,600 SH   SOLE   184,600 0 0
BORGWARNER INC COM 099724106 551 13,000 SH   SOLE   13,000 0 0
BOSTON PROPERTIES INC COM 101121101 2,072 16,840 SH   SOLE   16,840 0 0
BOSTON SCIENTIFIC CORP COM 101137107 14,814 534,400 SH   SOLE   534,400 0 0
BOYD GAMING CORP COM 103304101 1,389 56,000 SH   SOLE   56,000 0 0
BRADY CORP CL A 104674106 2,237 66,000 SH   SOLE   66,000 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 6,591 376,000 SH   SOLE   376,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 29,749 533,900 SH   SOLE   533,900 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5,440 72,000 SH   SOLE   72,000 0 0
BROOKDALE SR LIVING INC COM 112463104 14,522 987,200 SH   SOLE   987,200 0 0
BROWN & BROWN INC COM 115236101 1,335 31,000 SH   SOLE   31,000 0 0
BROWN FORMAN CORP CL B 115637209 5,249 108,000 SH   SOLE   108,000 0 0
BRUKER CORP COM 116794108 2,423 84,000 SH   SOLE   84,000 0 0
BRUNSWICK CORP COM 117043109 1,568 25,000 SH   SOLE   25,000 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 2,359 154,000 SH   SOLE   154,000 0 0
BURLINGTON STORES INC COM 122017106 11,591 126,000 SH   SOLE   126,000 0 0
CBS CORP NEW CL B 124857202 9,121 143,000 SH   SOLE   143,000 0 0
CBOE HLDGS INC COM 12503M108 2,028 22,185 SH   SOLE   22,185 0 0
CBRE GROUP INC CL A 12504L109 2,588 71,100 SH   SOLE   71,100 0 0
CDK GLOBAL INC COM 12508E101 10,116 163,000 SH   SOLE   163,000 0 0
CF INDS HLDGS INC COM 125269100 475 17,000 SH   SOLE   17,000 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 549 8,000 SH   SOLE   8,000 0 0
CIGNA CORPORATION COM 125509109 13,810 82,500 SH   SOLE   82,500 0 0
CME GROUP INC COM 12572Q105 10,270 82,000 SH   SOLE   82,000 0 0
CMS ENERGY CORP COM 125896100 740 16,000 SH   SOLE   16,000 0 0
CNOOC LTD SPONSORED ADR 126132109 6,291 57,500 SH   SOLE   57,500 0 0
CNO FINL GROUP INC COM 12621E103 3,362 161,000 SH   SOLE   161,000 0 0
CRH PLC ADR 12626K203 7,158 201,800 SH   SOLE   201,800 0 0
CSX CORP COM 126408103 12,587 230,700 SH   SOLE   230,700 0 0
CSRA INC COM 12650T104 1,349 42,500 SH   SOLE   42,500 0 0
CVS HEALTH CORP COM 126650100 20,879 259,500 SH   SOLE   259,500 0 0
CA INC COM 12673P105 1,551 45,000 SH   SOLE   45,000 0 0
CABLE ONE INC COM 12685J105 12,796 18,000 SH   SOLE   18,000 0 0
CABOT CORP COM 127055101 4,809 90,000 SH   SOLE   90,000 0 0
CABOT OIL & GAS CORP COM 127097103 627 25,000 SH   SOLE   25,000 0 0
CACI INTL INC CL A 127190304 2,251 18,000 SH   SOLE   18,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,760 172,000 SH   SOLE   172,000 0 0
CALGON CARBON CORP COM 129603106 2,306 152,700 SH   SOLE   152,700 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 736 20,000 SH   SOLE   20,000 0 0
CALLAWAY GOLF CO COM 131193104 1,125 88,000 SH   SOLE   88,000 0 0
CALLON PETE CO DEL COM 13123X102 2,546 240,000 SH   SOLE   240,000 0 0
CAMBREX CORP COM 132011107 2,211 37,000 SH   SOLE   37,000 0 0
CAMPBELL SOUP CO COM 134429109 574 11,000 SH   SOLE   11,000 0 0
CANTEL MEDICAL CORP COM 138098108 701 9,000 SH   SOLE   9,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 3,429 41,500 SH   SOLE   41,500 0 0
CARDINAL HEALTH INC COM 14149Y108 7,200 92,400 SH   SOLE   92,400 0 0
CARMAX INC COM 143130102 757 12,000 SH   SOLE   12,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 20,832 317,700 SH   SOLE   317,700 0 0
CARS COM INC COM 14575E105 2,281 85,666 SH   SOLE   85,666 0 0
CARTER INC COM 146229109 2,046 23,000 SH   SOLE   23,000 0 0
CATERPILLAR INC DEL COM 149123101 12,734 118,500 SH   SOLE   118,500 0 0
CATHAY GEN BANCORP COM 149150104 3,226 85,000 SH   SOLE   85,000 0 0
CELESTICA INC SUB VTG SHS 15101Q108 258 19,000 SH   SOLE   19,000 0 0
CELGENE CORP COM 151020104 34,052 262,200 SH   SOLE   262,200 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 4,663 495,040 SH   SOLE   495,040 0 0
CENTENE CORP DEL COM 15135B101 10,944 137,000 SH   SOLE   137,000 0 0
CENOVUS ENERGY INC COM 15135U109 243 33,000 SH   SOLE   33,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 685 25,000 SH   SOLE   25,000 0 0
CENTERSTATE BANKS INC COM 15201P109 1,193 48,000 SH   SOLE   48,000 0 0
CENTURYLINK INC COM 156700106 1,421 59,500 SH   SOLE   59,500 0 0
CERNER CORP COM 156782104 1,064 16,000 SH   SOLE   16,000 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 12,295 36,500 SH   SOLE   36,500 0 0
CHEMED CORP NEW COM 16359R103 818 4,000 SH   SOLE   4,000 0 0
CHEMICAL FINL CORP COM 163731102 3,486 72,000 SH   SOLE   72,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 154 31,000 SH   SOLE   31,000 0 0
CHEVRON CORP NEW COM 166764100 42,452 406,900 SH   SOLE   406,900 0 0
CHILDRENS PL INC COM 168905107 2,655 26,000 SH   SOLE   26,000 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 10,034 189,000 SH   SOLE   189,000 0 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 2,985 37,000 SH   SOLE   37,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,910 11,800 SH   SOLE   11,800 0 0
CHURCH & DWIGHT INC COM 171340102 726 14,000 SH   SOLE   14,000 0 0
CIMAREX ENERGY CO COM 171798101 846 9,000 SH   SOLE   9,000 0 0
CINCINNATI FINL CORP COM 172062101 652 9,000 SH   SOLE   9,000 0 0
CINEMARK HOLDINGS INC COM 17243V102 6,682 172,000 SH   SOLE   172,000 0 0
CINER RES LP COM UNIT LTD 172464109 959 35,000 SH   SOLE   35,000 0 0
CISCO SYS INC COM 17275R102 28,636 914,900 SH   SOLE   914,900 0 0
CINTAS CORP COM 172908105 1,008 8,000 SH   SOLE   8,000 0 0
CITIGROUP INC COM NEW 172967424 17,813 266,350 SH   SOLE   266,350 0 0
CITIZENS FINL GROUP INC COM 174610105 18,768 526,000 SH   SOLE   526,000 0 0
CITRIX SYS INC COM 177376100 2,308 29,000 SH   SOLE   29,000 0 0
CLEARWATER PAPER CORP COM 18538R103 2,010 43,000 SH   SOLE   43,000 0 0
CLOROX CO DEL COM 189054109 1,066 8,000 SH   SOLE   8,000 0 0
COACH INC COM 189754104 947 20,000 SH   SOLE   20,000 0 0
COCA COLA CO COM 191216100 10,002 223,000 SH   SOLE   223,000 0 0
COGNEX CORP COM 192422103 4,160 49,000 SH   SOLE   49,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,324 35,000 SH   SOLE   35,000 0 0
COHERENT INC COM 192479103 2,475 11,000 SH   SOLE   11,000 0 0
COLGATE PALMOLIVE CO COM 194162103 15,397 207,700 SH   SOLE   207,700 0 0
COLONY STARWOOD HOMES COM 19625X102 9,446 275,300 SH   SOLE   275,300 0 0
COMCAST CORP NEW CL A 20030N101 47,809 1,228,400 SH   SOLE   1,228,400 0 0
COMERICA INC COM 200340107 6,079 83,000 SH   SOLE   83,000 0 0
COMMERCEHUB INC COM SER A 20084V108 7,090 407,000 SH   SOLE   407,000 0 0
COMMERCIAL METALS CO COM 201723103 4,041 208,000 SH   SOLE   208,000 0 0
COMMSCOPE HLDG CO INC COM 20337X109 2,738 72,000 SH   SOLE   72,000 0 0
COMMVAULT SYSTEMS INC COM 204166102 1,016 18,000 SH   SOLE   18,000 0 0
CONAGRA BRANDS INC COM 205887102 6,043 169,000 SH   SOLE   169,000 0 0
CONCHO RES INC COM 20605P101 1,215 10,000 SH   SOLE   10,000 0 0
CONDUENT INC COM 206787103 6,966 437,000 SH   SOLE   437,000 0 0
CONFORMIS INC COM 20717E101 536 125,000 SH   SOLE   125,000 0 0
CONOCOPHILLIPS COM 20825C104 11,808 268,600 SH   SOLE   268,600 0 0
CONSOL ENERGY INC COM 20854P109 1,554 104,000 SH   SOLE   104,000 0 0
CONSOLIDATED EDISON INC COM 209115104 1,374 17,000 SH   SOLE   17,000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 16,951 87,500 SH   SOLE   87,500 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 839 36,000 SH   SOLE   36,000 0 0
CONVERGYS CORP COM 212485106 3,115 131,000 SH   SOLE   131,000 0 0
COOPER COS INC COM NEW 216648402 3,591 15,000 SH   SOLE   15,000 0 0
COPART INC COM 217204106 5,245 165,000 SH   SOLE   165,000 0 0
CORESITE RLTY CORP COM 21870Q105 2,812 27,162 SH   SOLE   27,162 0 0
CORECIVIC INC COM 21871N101 2,289 83,000 SH   SOLE   83,000 0 0
CORNING INC COM 219350105 1,533 51,000 SH   SOLE   51,000 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 8,547 244,000 SH   SOLE   244,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 3,998 25,000 SH   SOLE   25,000 0 0
COTT CORP QUE COM 22163N106 1,300 90,000 SH   SOLE   90,000 0 0
COTY INC COM CL A 222070203 206 11,000 SH   SOLE   11,000 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 2,007 12,000 SH   SOLE   12,000 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 1,214 94,000 SH   SOLE   94,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,106 31,000 SH   SOLE   31,000 0 0
CROWN HOLDINGS INC COM 228368106 5,900 98,900 SH   SOLE   98,900 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 13,734 255,000 SH   SOLE   255,000 0 0
CUMMINS INC COM 231021106 7,462 46,000 SH   SOLE   46,000 0 0
CYRUSONE INC COM 23283R100 2,955 53,000 SH   SOLE   53,000 0 0
DBX ETF TR DEUTSCHE USD ETF 233051432 125,440 2,450,000 PRN   SOLE   2,450,000 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 7,528 140,875 SH   SOLE   140,875 0 0
DDR CORP COM 23317H102 3,686 406,400 SH   SOLE   406,400 0 0
D R HORTON INC COM 23331A109 588 17,000 SH   SOLE   17,000 0 0
DST SYS INC DEL COM 233326107 3,208 52,000 SH   SOLE   52,000 0 0
DTE ENERGY CO COM 233331107 1,058 10,000 SH   SOLE   10,000 0 0
DXC TECHNOLOGY CO COM 23355L106 7,366 96,012 SH   SOLE   96,012 0 0
DANAHER CORP DEL COM 235851102 19,072 226,000 SH   SOLE   226,000 0 0
DARDEN RESTAURANTS INC COM 237194105 2,080 23,000 SH   SOLE   23,000 0 0
DARLING INGREDIENTS INC COM 237266101 2,424 154,000 SH   SOLE   154,000 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 2,394 36,000 SH   SOLE   36,000 0 0
DAVITA INC COM 23918K108 5,181 80,000 SH   SOLE   80,000 0 0
DECKERS OUTDOOR CORP COM 243537107 819 12,000 SH   SOLE   12,000 0 0
DEERE & CO COM 244199105 2,966 24,000 SH   SOLE   24,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,874 109,300 SH   SOLE   109,300 0 0
DENTSPLY SIRONA INC COM 24906P109 908 14,000 SH   SOLE   14,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,279 40,000 SH   SOLE   40,000 0 0
DEXCOM INC COM 252131107 2,560 35,000 SH   SOLE   35,000 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 1,040 95,000 SH   SOLE   95,000 0 0
DICKS SPORTING GOODS INC COM 253393102 2,191 55,000 SH   SOLE   55,000 0 0
DIGITAL RLTY TR INC COM 253868103 14,939 132,264 SH   SOLE   132,264 0 0
DIPLOMAT PHARMACY INC COM 25456K101 474 32,000 SH   SOLE   32,000 0 0
DISNEY WALT CO COM DISNEY 254687106 24,671 232,200 SH   SOLE   232,200 0 0
DISCOVER FINL SVCS COM 254709108 6,207 99,800 SH   SOLE   99,800 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 542 21,000 SH   SOLE   21,000 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 3,255 129,100 SH   SOLE   129,100 0 0
DISH NETWORK CORP CL A 25470M109 1,067 17,000 SH   SOLE   17,000 0 0
DOLLAR GEN CORP NEW COM 256677105 5,163 71,622 SH   SOLE   71,622 0 0
DOLLAR TREE INC COM 256746108 961 13,745 SH   SOLE   13,745 0 0
DOMINION ENERGY INC COM 25746U109 2,759 36,000 SH   SOLE   36,000 0 0
DOMINOS PIZZA INC COM 25754A201 6,134 29,000 SH   SOLE   29,000 0 0
DOUGLAS EMMETT INC COM 25960P109 3,974 104,000 SH   SOLE   104,000 0 0
DOVER CORP COM 260003108 7,059 88,000 SH   SOLE   88,000 0 0
DOW CHEM CO COM 260543103 9,208 146,000 SH   SOLE   146,000 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 6,924 76,000 SH   SOLE   76,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 27,312 338,400 SH   SOLE   338,400 0 0
DUKE REALTY CORP COM NEW 264411505 8,594 307,470 SH   SOLE   307,470 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 3,260 39,000 SH   SOLE   39,000 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 5,076 83,000 SH   SOLE   83,000 0 0
DYCOM INDS INC COM 267475101 1,253 14,000 SH   SOLE   14,000 0 0
EOG RES INC COM 26875P101 20,186 223,000 SH   SOLE   223,000 0 0
EQT CORP COM 26884L109 7,728 131,900 SH   SOLE   131,900 0 0
EPR PPTYS COM SH BEN INT 26884U109 11,068 154,000 SH   SOLE   154,000 0 0
EAGLE BANCORP INC MD COM 268948106 1,266 20,000 SH   SOLE   20,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 8,481 223,000 SH   SOLE   223,000 0 0
EAGLE MATERIALS INC COM 26969P108 9,519 103,000 SH   SOLE   103,000 0 0
EAST WEST BANCORP INC COM 27579R104 6,444 110,000 SH   SOLE   110,000 0 0
EASTMAN CHEM CO COM 277432100 14,488 172,500 SH   SOLE   172,500 0 0
EBAY INC COM 278642103 8,238 235,900 SH   SOLE   235,900 0 0
ECOLAB INC COM 278865100 2,257 17,000 SH   SOLE   17,000 0 0
EDGEWELL PERS CARE CO COM 28035Q102 6,386 84,000 SH   SOLE   84,000 0 0
EDISON INTL COM 281020107 1,329 17,000 SH   SOLE   17,000 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 6,268 161,756 SH   SOLE   161,756 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 9,696 82,000 SH   SOLE   82,000 0 0
EL PASO ELEC CO COM NEW 283677854 879 17,000 SH   SOLE   17,000 0 0
ELECTRONIC ARTS INC COM 285512109 2,326 22,000 SH   SOLE   22,000 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 3,231 177,251 SH   SOLE   177,251 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,934 116,000 SH   SOLE   116,000 0 0
EMERSON ELEC CO COM 291011104 2,325 39,000 SH   SOLE   39,000 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,015 24,000 SH   SOLE   24,000 0 0
ENCORE WIRE CORP COM 292562105 1,665 39,000 SH   SOLE   39,000 0 0
ENERGEN CORP COM 29265N108 3,357 68,000 SH   SOLE   68,000 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 4,898 102,000 SH   SOLE   102,000 0 0
ENERGY XXI GULF COAST INC COM 29276K101 648 34,908 SH   SOLE   34,908 0 0
ENTERGY CORP NEW COM 29364G103 768 10,000 SH   SOLE   10,000 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,244 55,000 SH   SOLE   55,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 6,039 223,000 SH   SOLE   223,000 0 0
ENVESTNET INC COM 29404K106 1,109 28,000 SH   SOLE   28,000 0 0
ENVISION HEALTHCARE CORP COM 29414D100 9,589 153,000 SH   SOLE   153,000 0 0
EQUIFAX INC COM 294429105 7,338 53,400 SH   SOLE   53,400 0 0
EQUINIX INC COM PAR $0.001 29444U700 7,199 16,775 SH   SOLE   16,775 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,627 51,500 SH   SOLE   51,500 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 4,144 48,000 SH   SOLE   48,000 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,317 20,000 SH   SOLE   20,000 0 0
ESSEX PPTY TR INC COM 297178105 6,432 25,000 SH   SOLE   25,000 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,260 39,000 SH   SOLE   39,000 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 2,750 39,000 SH   SOLE   39,000 0 0
EVERSOURCE ENERGY COM 30040W108 971 16,000 SH   SOLE   16,000 0 0
EXELON CORP COM 30161N101 1,840 51,000 SH   SOLE   51,000 0 0
EXELIXIS INC COM 30161Q104 813 33,000 SH   SOLE   33,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 1,056 19,000 SH   SOLE   19,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 745 5,000 SH   SOLE   5,000 0 0
EXPEDITORS INTL WASH INC COM 302130109 282 5,000 SH   SOLE   5,000 0 0
EXPRESS INC COM 30219E103 1,222 181,000 SH   SOLE   181,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 9,136 143,100 SH   SOLE   143,100 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,094 14,029 SH   SOLE   14,029 0 0
EXXON MOBIL CORP COM 30231G102 46,153 571,700 SH   SOLE   571,700 0 0
FLIR SYS INC COM 302445101 6,766 195,200 SH   SOLE   195,200 0 0
F M C CORP COM NEW 302491303 5,479 75,000 SH   SOLE   75,000 0 0
FCB FINL HLDGS INC CL A 30255G103 5,253 110,000 SH   SOLE   110,000 0 0
FTI CONSULTING INC COM 302941109 3,636 104,000 SH   SOLE   104,000 0 0
FACEBOOK INC CL A 30303M102 79,482 526,442 SH   SOLE   526,442 0 0
FACTSET RESH SYS INC COM 303075105 2,991 18,000 SH   SOLE   18,000 0 0
FAIR ISAAC CORP COM 303250104 3,903 28,000 SH   SOLE   28,000 0 0
FASTENAL CO COM 311900104 609 14,000 SH   SOLE   14,000 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 506 4,000 SH   SOLE   4,000 0 0
FEDERAL SIGNAL CORP COM 313855108 1,441 83,000 SH   SOLE   83,000 0 0
FEDEX CORP COM 31428X106 22,863 105,200 SH   SOLE   105,200 0 0
F5 NETWORKS INC COM 315616102 1,144 9,000 SH   SOLE   9,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,920 45,900 SH   SOLE   45,900 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,421 54,000 SH   SOLE   54,000 0 0
FIFTH THIRD BANCORP COM 316773100 1,116 43,000 SH   SOLE   43,000 0 0
FINISAR CORP COM NEW 31787A507 1,923 74,000 SH   SOLE   74,000 0 0
FIRST BANCORP N C COM 318910106 2,032 65,000 SH   SOLE   65,000 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 6,277 219,310 SH   SOLE   219,310 0 0
FIRST MERCHANTS CORP COM 320817109 2,368 59,000 SH   SOLE   59,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,003 30,000 SH   SOLE   30,000 0 0
FIRSTCASH INC COM 33767D105 2,057 35,280 SH   SOLE   35,280 0 0
FISERV INC COM 337738108 2,459 20,100 SH   SOLE   20,100 0 0
FIRSTENERGY CORP COM 337932107 506 17,346 SH   SOLE   17,346 0 0
FIVE BELOW INC COM 33829M101 1,728 35,000 SH   SOLE   35,000 0 0
FLOTEK INDS INC DEL COM 343389102 903 101,000 SH   SOLE   101,000 0 0
FLUOR CORP NEW COM 343412102 9,202 201,000 SH   SOLE   201,000 0 0
FLOWSERVE CORP COM 34354P105 139 3,000 SH   SOLE   3,000 0 0
FOOT LOCKER INC COM 344849104 1,626 33,000 SH   SOLE   33,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,730 244,000 SH   SOLE   244,000 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 4,979 206,000 SH   SOLE   206,000 0 0
FORMFACTOR INC COM 346375108 1,054 85,000 SH   SOLE   85,000 0 0
FORTINET INC COM 34959E109 3,744 100,000 SH   SOLE   100,000 0 0
FORTIVE CORP COM 34959J108 11,245 177,500 SH   SOLE   177,500 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 848 13,000 SH   SOLE   13,000 0 0
FOUNDATION MEDICINE INC COM 350465100 1,749 44,000 SH   SOLE   44,000 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 3,936 156,752 SH   SOLE   156,752 0 0
FOX FACTORY HLDG CORP COM 35138V102 2,100 59,000 SH   SOLE   59,000 0 0
FRANCESCAS HLDGS CORP COM 351793104 908 83,000 SH   SOLE   83,000 0 0
FRANKLIN RES INC COM 354613101 851 19,000 SH   SOLE   19,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,309 109,000 SH   SOLE   109,000 0 0
FULLER H B CO COM 359694106 2,147 42,000 SH   SOLE   42,000 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 5,063 166,000 SH   SOLE   166,000 0 0
GGP INC COM 36174X101 10,308 437,540 SH   SOLE   437,540 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 5,313 53,000 SH   SOLE   53,000 0 0
GALAPAGOS NV SPON ADR 36315X101 4,132 54,000 SH   SOLE   54,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 744 13,000 SH   SOLE   13,000 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 9,304 247,000 SH   SOLE   247,000 0 0
GAMESTOP CORP NEW CL A 36467W109 238 11,000 SH   SOLE   11,000 0 0
GAP INC DEL COM 364760108 5,454 248,000 SH   SOLE   248,000 0 0
GARTNER INC COM 366651107 988 8,000 SH   SOLE   8,000 0 0
GENERAL DYNAMICS CORP COM 369550108 17,888 90,300 SH   SOLE   90,300 0 0
GENERAL ELECTRIC CO COM 369604103 43,384 1,606,205 SH   SOLE   1,606,205 0 0
GENERAL MLS INC COM 370334104 1,884 34,000 SH   SOLE   34,000 0 0
GENERAL MTRS CO COM 37045V100 1,886 54,000 SH   SOLE   54,000 0 0
GENTEX CORP COM 371901109 4,382 231,000 SH   SOLE   231,000 0 0
GENUINE PARTS CO COM 372460105 742 8,000 SH   SOLE   8,000 0 0
GENTHERM INC COM 37253A103 1,901 49,000 SH   SOLE   49,000 0 0
GIGAMON INC COM 37518B102 1,259 32,000 SH   SOLE   32,000 0 0
GILEAD SCIENCES INC COM 375558103 28,093 396,900 SH   SOLE   396,900 0 0
GLATFELTER COM 377316104 1,075 55,000 SH   SOLE   55,000 0 0
GLAUKOS CORP COM 377322102 3,276 79,000 SH   SOLE   79,000 0 0
GLOBAL PMTS INC COM 37940X102 6,774 75,000 SH   SOLE   75,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,394 19,800 SH   SOLE   19,800 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 6,642 190,000 SH   SOLE   190,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 3,168 44,000 SH   SOLE   44,000 0 0
GRACO INC COM 384109104 2,513 23,000 SH   SOLE   23,000 0 0
GRAINGER W W INC COM 384802104 596 3,300 SH   SOLE   3,300 0 0
GRAMERCY PPTY TR COM NEW 385002308 1,682 56,618 SH   SOLE   56,618 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 3,169 230,000 SH   SOLE   230,000 0 0
GREAT PLAINS ENERGY INC COM 391164100 3,660 125,000 SH   SOLE   125,000 0 0
GREAT WESTN BANCORP INC COM 391416104 5,917 145,000 SH   SOLE   145,000 0 0
GREEN BANCORP INC COM 39260X100 1,436 74,000 SH   SOLE   74,000 0 0
GREENBRIER COS INC COM 393657101 740 16,000 SH   SOLE   16,000 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 3,285 134,800 SH   SOLE   134,800 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 5,359 78,000 SH   SOLE   78,000 0 0
HCA HEALTHCARE INC COM 40412C101 11,528 132,200 SH   SOLE   132,200 0 0
HCP INC COM 40414L109 12,151 380,207 SH   SOLE   380,207 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 8,001 92,000 SH   SOLE   92,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 6,800 222,000 SH   SOLE   222,000 0 0
HMS HLDGS CORP COM 40425J101 962 52,000 SH   SOLE   52,000 0 0
HP INC COM 40434L105 7,289 417,000 SH   SOLE   417,000 0 0
HAEMONETICS CORP COM 405024100 395 10,000 SH   SOLE   10,000 0 0
HALLIBURTON CO COM 406216101 11,532 270,000 SH   SOLE   270,000 0 0
HALYARD HEALTH INC COM 40650V100 6,717 171,000 SH   SOLE   171,000 0 0
HANESBRANDS INC COM 410345102 556 24,000 SH   SOLE   24,000 0 0
HANOVER INS GROUP INC COM 410867105 3,279 37,000 SH   SOLE   37,000 0 0
HARLEY DAVIDSON INC COM 412822108 324 6,000 SH   SOLE   6,000 0 0
HARRIS CORP DEL COM 413875105 873 8,000 SH   SOLE   8,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,209 23,000 SH   SOLE   23,000 0 0
HASBRO INC COM 418056107 669 6,000 SH   SOLE   6,000 0 0
HAWAIIAN HOLDINGS INC COM 419879101 3,287 70,000 SH   SOLE   70,000 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 1,561 43,000 SH   SOLE   43,000 0 0
HEALTHCARE SVCS GRP INC COM 421906108 3,653 78,000 SH   SOLE   78,000 0 0
HEALTHCARE RLTY TR COM 421946104 9,849 288,415 SH   SOLE   288,415 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 4,539 145,900 SH   SOLE   145,900 0 0
HEALTHEQUITY INC COM 42226A107 1,495 30,000 SH   SOLE   30,000 0 0
HELMERICH & PAYNE INC COM 423452101 380 7,000 SH   SOLE   7,000 0 0
HENRY JACK & ASSOC INC COM 426281101 3,532 34,000 SH   SOLE   34,000 0 0
HERC HLDGS INC COM 42704L104 4,522 115,000 SH   SOLE   115,000 0 0
HERSHEY CO COM 427866108 859 8,000 SH   SOLE   8,000 0 0
HESS CORP COM 42809H107 5,953 135,700 SH   SOLE   135,700 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 7,349 443,000 SH   SOLE   443,000 0 0
HIGHWOODS PPTYS INC COM 431284108 5,956 117,460 SH   SOLE   117,460 0 0
HILL ROM HLDGS INC COM 431475102 4,697 59,000 SH   SOLE   59,000 0 0
HILTON GRAND VACATIONS INC COM 43283X105 865 24,000 SH   SOLE   24,000 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,113 18,000 SH   SOLE   18,000 0 0
HOLOGIC INC COM 436440101 817 18,000 SH   SOLE   18,000 0 0
HOME DEPOT INC COM 437076102 41,372 269,700 SH   SOLE   269,700 0 0
HONEYWELL INTL INC COM 438516106 26,191 196,500 SH   SOLE   196,500 0 0
HOPE BANCORP INC COM 43940T109 942 50,492 SH   SOLE   50,492 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,210 32,000 SH   SOLE   32,000 0 0
HORMEL FOODS CORP COM 440452100 546 16,000 SH   SOLE   16,000 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2,043 70,100 SH   SOLE   70,100 0 0
HOST HOTELS & RESORTS INC COM 44107P104 4,536 248,300 SH   SOLE   248,300 0 0
HUDSON PAC PPTYS INC COM 444097109 4,376 128,000 SH   SOLE   128,000 0 0
HUMANA INC COM 444859102 11,622 48,300 SH   SOLE   48,300 0 0
HUNT J B TRANS SVCS INC COM 445658107 366 4,000 SH   SOLE   4,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 6,490 480,000 SH   SOLE   480,000 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 13,348 71,700 SH   SOLE   71,700 0 0
IAC INTERACTIVECORP COM 44919P508 3,097 30,000 SH   SOLE   30,000 0 0
ICF INTL INC COM 44925C103 1,272 27,000 SH   SOLE   27,000 0 0
ICU MED INC COM 44930G107 3,968 23,000 SH   SOLE   23,000 0 0
IPG PHOTONICS CORP COM 44980X109 7,255 50,000 SH   SOLE   50,000 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 1,742 41,000 SH   SOLE   41,000 0 0
ITT INC COM 45073V108 3,616 90,000 SH   SOLE   90,000 0 0
IBERIABANK CORP COM 450828108 4,157 51,000 SH   SOLE   51,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,355 30,400 SH   SOLE   30,400 0 0
ILLUMINA INC COM 452327109 1,215 7,000 SH   SOLE   7,000 0 0
INCYTE CORP COM 45337C102 6,547 52,000 SH   SOLE   52,000 0 0
INDEPENDENT BK GROUP INC COM 45384B106 1,309 22,000 SH   SOLE   22,000 0 0
INGEVITY CORP COM 45688C107 9,012 157,000 SH   SOLE   157,000 0 0
INGREDION INC COM 457187102 2,861 24,000 SH   SOLE   24,000 0 0
INSTEEL INDUSTRIES INC COM 45774W108 1,780 54,000 SH   SOLE   54,000 0 0
INOGEN INC COM 45780L104 4,008 42,000 SH   SOLE   42,000 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,145 21,000 SH   SOLE   21,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 4,926 191,000 SH   SOLE   191,000 0 0
INTEL CORP COM 458140100 19,205 569,200 SH   SOLE   569,200 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,197 32,000 SH   SOLE   32,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 13,935 211,390 SH   SOLE   211,390 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 7,384 48,000 SH   SOLE   48,000 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 675 5,000 SH   SOLE   5,000 0 0
INTL PAPER CO COM 460146103 6,737 119,000 SH   SOLE   119,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 9,028 367,000 SH   SOLE   367,000 0 0
INTUIT COM 461202103 7,663 57,700 SH   SOLE   57,700 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,245 2,400 SH   SOLE   2,400 0 0
INVITATION HOMES INC COM 46187W107 5,256 243,000 SH   SOLE   243,000 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,424 28,000 SH   SOLE   28,000 0 0
IRON MTN INC NEW COM 46284V101 4,514 131,365 SH   SOLE   131,365 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,982 105,000 SH   SOLE   105,000 0 0
ISHARES MSCI STH KOR ETF 464286772 15,257 225,000 SH   SOLE   225,000 0 0
ISHARES MSCI STH AFR ETF 464286780 9,529 168,000 SH   SOLE   168,000 0 0
ISHARES TR CORE S&P MCP ETF 464287507 14,699 84,500 SH   SOLE   84,500 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 7,229 51,300 SH   SOLE   51,300 0 0
ISHARES TR JP MOR EM MK ETF 464288281 45,744 400,000 PRN   SOLE   400,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 256,331 2,900,000 PRN   SOLE   2,900,000 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 5,034 185,000 SH   SOLE   185,000 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 4,915 155,000 SH   SOLE   155,000 0 0
JPMORGAN CHASE & CO COM 46625H100 71,438 781,600 SH   SOLE   781,600 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 5,760 105,900 SH   SOLE   105,900 0 0
JD COM INC SPON ADR CL A 47215P106 9,177 234,000 SH   SOLE   234,000 0 0
JOHNSON & JOHNSON COM 478160104 75,723 572,400 SH   SOLE   572,400 0 0
J2 GLOBAL INC COM 48123V102 1,787 21,000 SH   SOLE   21,000 0 0
JUNIPER NETWORKS INC COM 48203R104 585 21,000 SH   SOLE   21,000 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 7,404 146,641 SH   SOLE   146,641 0 0
KLA-TENCOR CORP COM 482480100 8,144 89,000 SH   SOLE   89,000 0 0
KLX INC COM 482539103 10,300 206,000 SH   SOLE   206,000 0 0
K2M GROUP HLDGS INC COM 48273J107 926 38,000 SH   SOLE   38,000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,833 32,000 SH   SOLE   32,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 523 5,000 SH   SOLE   5,000 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,961 95,050 SH   SOLE   95,050 0 0
KELLOGG CO COM 487836108 1,042 15,000 SH   SOLE   15,000 0 0
KEYCORP NEW COM 493267108 937 50,000 SH   SOLE   50,000 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 10,394 267,000 SH   SOLE   267,000 0 0
KILROY RLTY CORP COM 49427F108 5,411 72,000 SH   SOLE   72,000 0 0
KIMBERLY CLARK CORP COM 494368103 3,486 27,000 SH   SOLE   27,000 0 0
KIMCO RLTY CORP COM 49446R109 385 21,000 SH   SOLE   21,000 0 0
KINDER MORGAN INC DEL COM 49456B101 6,208 324,000 SH   SOLE   324,000 0 0
KITE RLTY GROUP TR COM NEW 49803T300 1,155 61,000 SH   SOLE   61,000 0 0
KNOWLES CORP COM 49926D109 9,543 564,000 SH   SOLE   564,000 0 0
KOHLS CORP COM 500255104 464 12,000 SH   SOLE   12,000 0 0
KRAFT HEINZ CO COM 500754106 7,279 85,000 SH   SOLE   85,000 0 0
KROGER CO COM 501044101 8,838 379,000 SH   SOLE   379,000 0 0
L BRANDS INC COM 501797104 808 15,000 SH   SOLE   15,000 0 0
LKQ CORP COM 501889208 2,339 71,000 SH   SOLE   71,000 0 0
LTC PPTYS INC COM 502175102 5,036 98,000 SH   SOLE   98,000 0 0
L3 TECHNOLOGIES INC COM 502413107 835 5,000 SH   SOLE   5,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,008 26,000 SH   SOLE   26,000 0 0
LAM RESEARCH CORP COM 512807108 12,234 86,500 SH   SOLE   86,500 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,605 49,000 SH   SOLE   49,000 0 0
LAMB WESTON HLDGS INC COM 513272104 14,210 322,666 SH   SOLE   322,666 0 0
LAUDER ESTEE COS INC CL A 518439104 10,945 114,034 SH   SOLE   114,034 0 0
LEGGETT & PLATT INC COM 524660107 525 10,000 SH   SOLE   10,000 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 3,089 81,000 SH   SOLE   81,000 0 0
LENDINGTREE INC NEW COM 52603B107 1,550 9,000 SH   SOLE   9,000 0 0
LENNAR CORP CL A 526057104 640 12,000 SH   SOLE   12,000 0 0
LEUCADIA NATL CORP COM 527288104 602 23,000 SH   SOLE   23,000 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 890 15,000 SH   SOLE   15,000 0 0
LEXINGTON REALTY TRUST COM 529043101 1,654 166,894 SH   SOLE   166,894 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 3,644 42,000 SH   SOLE   42,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,469 12,100 SH   SOLE   12,100 0 0
LIFE STORAGE INC COM 53223X107 4,742 64,000 SH   SOLE   64,000 0 0
LILLY ELI & CO COM 532457108 37,743 458,600 SH   SOLE   458,600 0 0
LINCOLN NATL CORP IND COM 534187109 8,988 133,000 SH   SOLE   133,000 0 0
LINDSAY CORP COM 535555106 1,428 16,000 SH   SOLE   16,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 3,032 87,000 SH   SOLE   87,000 0 0
LOCKHEED MARTIN CORP COM 539830109 11,937 43,000 SH   SOLE   43,000 0 0
LOEWS CORP COM 540424108 749 16,000 SH   SOLE   16,000 0 0
LOGMEIN INC COM 54142L109 12,114 115,921 SH   SOLE   115,921 0 0
LOUISIANA PAC CORP COM 546347105 1,953 81,000 SH   SOLE   81,000 0 0
LOWES COS INC COM 548661107 23,259 300,000 SH   SOLE   300,000 0 0
LUMENTUM HLDGS INC COM 55024U109 7,861 137,800 SH   SOLE   137,800 0 0
M & T BK CORP COM 55261F104 1,620 10,000 SH   SOLE   10,000 0 0
MDU RES GROUP INC COM 552690109 2,122 81,000 SH   SOLE   81,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 8,135 260,000 SH   SOLE   260,000 0 0
MKS INSTRUMENT INC COM 55306N104 3,096 46,000 SH   SOLE   46,000 0 0
MTS SYS CORP COM 553777103 1,088 21,000 SH   SOLE   21,000 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 845 15,158 SH   SOLE   15,158 0 0
MACERICH CO COM 554382101 5,458 94,000 SH   SOLE   94,000 0 0
MACYS INC COM 55616P104 442 19,000 SH   SOLE   19,000 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 6,695 34,000 SH   SOLE   34,000 0 0
MAGELLAN HEALTH INC COM NEW 559079207 802 11,000 SH   SOLE   11,000 0 0
MAIN STREET CAPITAL CORP COM 56035L104 9 232 SH   SOLE   232 0 0
MALIBU BOATS INC COM CL A 56117J100 1,707 66,000 SH   SOLE   66,000 0 0
MANHATTAN ASSOCS INC COM 562750109 1,240 25,800 SH   SOLE   25,800 0 0
MARATHON OIL CORP COM 565849106 665 56,100 SH   SOLE   56,100 0 0
MARATHON PETE CORP COM 56585A102 7,693 147,000 SH   SOLE   147,000 0 0
MARKETAXESS HLDGS INC COM 57060D108 5,229 26,000 SH   SOLE   26,000 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 2,120 18,000 SH   SOLE   18,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 11,382 146,000 SH   SOLE   146,000 0 0
MARRIOTT INTL INC NEW CL A 571903202 10,713 106,800 SH   SOLE   106,800 0 0
MARTIN MARIETTA MATLS INC COM 573284106 668 3,000 SH   SOLE   3,000 0 0
MASCO CORP COM 574599106 11,145 291,680 SH   SOLE   291,680 0 0
MASTERCARD INCORPORATED CL A 57636Q104 43,836 360,939 SH   SOLE   360,939 0 0
MATERION CORP COM 576690101 699 18,700 SH   SOLE   18,700 0 0
MATTEL INC COM 577081102 301 14,000 SH   SOLE   14,000 0 0
MATTHEWS INTL CORP CL A 577128101 2,021 33,000 SH   SOLE   33,000 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 18 3,000 SH   SOLE   3,000 0 0
MAXIMUS INC COM 577933104 1,942 31,000 SH   SOLE   31,000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 683 7,000 SH   SOLE   7,000 0 0
MCDONALDS CORP COM 580135101 27,722 181,000 SH   SOLE   181,000 0 0
MCKESSON CORP COM 58155Q103 7,635 46,400 SH   SOLE   46,400 0 0
MEDICINES CO COM 584688105 646 17,000 SH   SOLE   17,000 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,877 24,000 SH   SOLE   24,000 0 0
MERCADOLIBRE INC COM 58733R102 2,509 10,000 SH   SOLE   10,000 0 0
MERCK & CO INC COM 58933Y105 30,827 481,000 SH   SOLE   481,000 0 0
MERCURY SYS INC COM 589378108 2,441 58,000 SH   SOLE   58,000 0 0
METLIFE INC COM 59156R108 15,493 282,000 SH   SOLE   282,000 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 6,474 11,000 SH   SOLE   11,000 0 0
MICHAELS COS INC COM 59408Q106 2,908 157,000 SH   SOLE   157,000 0 0
MICROSOFT CORP COM 594918104 136,013 1,973,200 SH   SOLE   1,973,200 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 15,976 207,000 SH   SOLE   207,000 0 0
MICRON TECHNOLOGY INC COM 595112103 25,880 866,700 SH   SOLE   866,700 0 0
MID AMER APT CMNTYS INC COM 59522J103 12,381 117,486 SH   SOLE   117,486 0 0
MOHAWK INDS INC COM 608190104 1,909 7,900 SH   SOLE   7,900 0 0
MOLSON COORS BREWING CO CL B 60871R209 863 10,000 SH   SOLE   10,000 0 0
MONDELEZ INTL INC CL A 609207105 16,585 384,000 SH   SOLE   384,000 0 0
MONSANTO CO NEW COM 61166W101 14,085 119,000 SH   SOLE   119,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,043 21,000 SH   SOLE   21,000 0 0
MOODYS CORP COM 615369105 1,217 10,000 SH   SOLE   10,000 0 0
MORGAN STANLEY COM NEW 617446448 20,498 460,000 SH   SOLE   460,000 0 0
MOSAIC CO NEW COM 61945C103 365 16,000 SH   SOLE   16,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,849 67,428 SH   SOLE   67,428 0 0
MUELLER WTR PRODS INC COM SER A 624758108 1,624 139,000 SH   SOLE   139,000 0 0
MURPHY OIL CORP COM 626717102 795 31,000 SH   SOLE   31,000 0 0
NCR CORP NEW COM 62886E108 2,614 64,000 SH   SOLE   64,000 0 0
NIC INC COM 62914B100 891 47,000 SH   SOLE   47,000 0 0
NRG ENERGY INC COM NEW 629377508 344 20,000 SH   SOLE   20,000 0 0
NASDAQ INC COM 631103108 500 7,000 SH   SOLE   7,000 0 0
NATIONAL HEALTH INVS INC COM 63633D104 6,463 81,600 SH   SOLE   81,600 0 0
NATIONAL OILWELL VARCO INC COM 637071101 758 23,000 SH   SOLE   23,000 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 5,024 128,500 SH   SOLE   128,500 0 0
NAVIGANT CONSULTING INC COM 63935N107 1,818 92,000 SH   SOLE   92,000 0 0
NAVIENT CORPORATION COM 63938C108 6,234 374,400 SH   SOLE   374,400 0 0
NEKTAR THERAPEUTICS COM 640268108 1,662 85,000 SH   SOLE   85,000 0 0
NEOGEN CORP COM 640491106 968 14,000 SH   SOLE   14,000 0 0
NETAPP INC COM 64110D104 1,962 49,000 SH   SOLE   49,000 0 0
NETFLIX INC COM 64110L106 12,535 83,900 SH   SOLE   83,900 0 0
NETEASE INC SPONSORED ADR 64110W102 7,516 25,000 SH   SOLE   25,000 0 0
NETSCOUT SYS INC COM 64115T104 1,686 49,000 SH   SOLE   49,000 0 0
NEVRO CORP COM 64157F103 3,349 45,000 SH   SOLE   45,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 5,287 75,000 SH   SOLE   75,000 0 0
NEW YORK REIT INC COM 64976L109 1,884 218,100 SH   SOLE   218,100 0 0
NEWELL BRANDS INC COM 651229106 8,653 161,368 SH   SOLE   161,368 0 0
NEWFIELD EXPL CO COM 651290108 7,656 269,000 SH   SOLE   269,000 0 0
NEWMONT MINING CORP COM 651639106 875 27,000 SH   SOLE   27,000 0 0
NEWS CORP NEW CL A 65249B109 1,510 110,250 SH   SOLE   110,250 0 0
NEXTERA ENERGY INC COM 65339F101 5,661 40,400 SH   SOLE   40,400 0 0
NIKE INC CL B 654106103 8,437 143,000 SH   SOLE   143,000 0 0
NISOURCE INC COM 65473P105 583 23,000 SH   SOLE   23,000 0 0
NOBLE ENERGY INC COM 655044105 538 19,000 SH   SOLE   19,000 0 0
NORDSON CORP COM 655663102 5,217 43,000 SH   SOLE   43,000 0 0
NORDSTROM INC COM 655664100 478 10,000 SH   SOLE   10,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 14,762 121,300 SH   SOLE   121,300 0 0
NORTHERN TR CORP COM 665859104 2,090 21,500 SH   SOLE   21,500 0 0
NORTHROP GRUMMAN CORP COM 666807102 22,924 89,300 SH   SOLE   89,300 0 0
NORTHWEST NAT GAS CO COM 667655104 658 11,000 SH   SOLE   11,000 0 0
NOVAVAX INC COM 670002104 128 111,000 SH   SOLE   111,000 0 0
NOW INC COM 67011P100 7,397 460,000 SH   SOLE   460,000 0 0
NUCOR CORP COM 670346105 11,227 194,000 SH   SOLE   194,000 0 0
NVIDIA CORP COM 67066G104 7,083 49,000 SH   SOLE   49,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 1,078 43,000 SH   SOLE   43,000 0 0
OGE ENERGY CORP COM 670837103 2,922 84,000 SH   SOLE   84,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,850 17,600 SH   SOLE   17,600 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 7,807 130,400 SH   SOLE   130,400 0 0
OCLARO INC COM NEW 67555N206 1,196 128,000 SH   SOLE   128,000 0 0
OFFICE DEPOT INC COM 676220106 5,144 912,000 SH   SOLE   912,000 0 0
OLD DOMINION FGHT LINES INC COM 679580100 3,524 37,000 SH   SOLE   37,000 0 0
OLD REP INTL CORP COM 680223104 4,902 251,000 SH   SOLE   251,000 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 5,027 118,000 SH   SOLE   118,000 0 0
OMNICOM GROUP INC COM 681919106 7,287 87,900 SH   SOLE   87,900 0 0
ONE GAS INC COM 68235P108 8,370 119,900 SH   SOLE   119,900 0 0
ONEOK INC NEW COM 682680103 678 13,000 SH   SOLE   13,000 0 0
ORACLE CORP COM 68389X105 54,806 1,093,050 SH   SOLE   1,093,050 0 0
ORBITAL ATK INC COM 68557N103 4,426 45,000 SH   SOLE   45,000 0 0
OVASCIENCE INC COM 69014Q101 140 90,000 SH   SOLE   90,000 0 0
OWENS ILL INC COM NEW 690768403 13,658 571,000 SH   SOLE   571,000 0 0
PG&E CORP COM 69331C108 1,925 29,000 SH   SOLE   29,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 20,604 165,000 SH   SOLE   165,000 0 0
PNM RES INC COM 69349H107 3,863 101,000 SH   SOLE   101,000 0 0
PPG INDS INC COM 693506107 11,942 108,600 SH   SOLE   108,600 0 0
PPL CORP COM 69351T106 1,314 34,000 SH   SOLE   34,000 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,250 30,000 SH   SOLE   30,000 0 0
PVH CORP COM 693656100 2,118 18,500 SH   SOLE   18,500 0 0
PTC INC COM 69370C100 2,811 51,000 SH   SOLE   51,000 0 0
PACCAR INC COM 693718108 1,915 29,000 SH   SOLE   29,000 0 0
PACIFIC PREMIER BANCORP COM 69478X105 2,288 62,000 SH   SOLE   62,000 0 0
PACWEST BANCORP DEL COM 695263103 4,970 106,427 SH   SOLE   106,427 0 0
PARAMOUNT GROUP INC COM 69924R108 2,066 129,100 SH   SOLE   129,100 0 0
PARKER HANNIFIN CORP COM 701094104 8,454 52,900 SH   SOLE   52,900 0 0
PARKWAY INC COM 70156Q107 2,289 100,000 SH   SOLE   100,000 0 0
PARSLEY ENERGY INC CL A 701877102 9,241 333,000 SH   SOLE   333,000 0 0
PATTERSON COMPANIES INC COM 703395103 188 4,000 SH   SOLE   4,000 0 0
PATTERSON UTI ENERGY INC COM 703481101 3,412 169,000 SH   SOLE   169,000 0 0
PAYCHEX INC COM 704326107 1,025 18,000 SH   SOLE   18,000 0 0
PAYCOM SOFTWARE INC COM 70432V102 1,163 17,000 SH   SOLE   17,000 0 0
PAYPAL HLDGS INC COM 70450Y103 19,643 366,000 SH   SOLE   366,000 0 0
PENN NATL GAMING INC COM 707569109 2,204 103,000 SH   SOLE   103,000 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,132 100,000 SH   SOLE   100,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 406 23,000 SH   SOLE   23,000 0 0
PEPSICO INC COM 713448108 50,631 438,400 SH   SOLE   438,400 0 0
PERFICIENT INC COM 71375U101 1,118 60,000 SH   SOLE   60,000 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 1,151 42,000 SH   SOLE   42,000 0 0
PERKINELMER INC COM 714046109 545 8,000 SH   SOLE   8,000 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 5,297 710,000 PRN   SOLE   710,000 0 0
PFIZER INC COM 717081103 40,609 1,208,970 SH   SOLE   1,208,970 0 0
PHILIP MORRIS INTL INC COM 718172109 37,901 322,700 SH   SOLE   322,700 0 0
PHILLIPS 66 COM 718546104 7,963 96,300 SH   SOLE   96,300 0 0
PHYSICIANS RLTY TR COM 71943U104 1,772 88,002 SH   SOLE   88,002 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 2,867 136,000 SH   SOLE   136,000 0 0
PINNACLE WEST CAP CORP COM 723484101 511 6,000 SH   SOLE   6,000 0 0
PINNACLE FOODS INC DEL COM 72348P104 2,257 38,000 SH   SOLE   38,000 0 0
PIONEER NAT RES CO COM 723787107 12,479 78,200 SH   SOLE   78,200 0 0
PITNEY BOWES INC COM 724479100 5,059 335,000 SH   SOLE   335,000 0 0
PLEXUS CORP COM 729132100 2,734 52,000 SH   SOLE   52,000 0 0
PLY GEM HLDGS INC COM 72941W100 1,598 89,000 SH   SOLE   89,000 0 0
POOL CORPORATION COM 73278L105 4,585 39,000 SH   SOLE   39,000 0 0
POST HLDGS INC COM 737446104 6,212 80,000 SH   SOLE   80,000 0 0
POTLATCH CORP NEW COM 737630103 3,747 82,000 SH   SOLE   82,000 0 0
POWER INTEGRATIONS INC COM 739276103 2,260 31,000 SH   SOLE   31,000 0 0
PRAXAIR INC COM 74005P104 5,302 40,000 SH   SOLE   40,000 0 0
PRECISION DRILLING CORP COM 2010 74022D308 2,513 737,000 SH   SOLE   737,000 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,113 15,000 SH   SOLE   15,000 0 0
PRICELINE GRP INC COM NEW 741503403 37,728 20,170 SH   SOLE   20,170 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 6,023 94,000 SH   SOLE   94,000 0 0
PROASSURANCE CORP COM 74267C106 1,885 31,000 SH   SOLE   31,000 0 0
PROCTER AND GAMBLE CO COM 742718109 39,180 449,575 SH   SOLE   449,575 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 557 82,000 SH   SOLE   82,000 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,764 40,000 SH   SOLE   40,000 0 0
PROLOGIS INC COM 74340W103 24,728 421,700 SH   SOLE   421,700 0 0
PROOFPOINT INC COM 743424103 3,126 36,000 SH   SOLE   36,000 0 0
PRUDENTIAL FINL INC COM 744320102 2,704 25,000 SH   SOLE   25,000 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,290 30,000 SH   SOLE   30,000 0 0
PUBLIC STORAGE COM 74460D109 6,588 31,594 SH   SOLE   31,594 0 0
PULTE GROUP INC COM 745867101 196 8,000 SH   SOLE   8,000 0 0
QTS RLTY TR INC COM CL A 74736A103 5,270 100,700 SH   SOLE   100,700 0 0
QORVO INC COM 74736K101 1,583 25,000 SH   SOLE   25,000 0 0
QUALCOMM INC COM 747525103 26,655 482,700 SH   SOLE   482,700 0 0
QUANTA SVCS INC COM 74762E102 889 27,000 SH   SOLE   27,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 889 8,000 SH   SOLE   8,000 0 0
RLI CORP COM 749607107 1,857 34,000 SH   SOLE   34,000 0 0
RPC INC COM 749660106 4,204 208,000 SH   SOLE   208,000 0 0
RALPH LAUREN CORP CL A 751212101 221 3,000 SH   SOLE   3,000 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 1,290 100,000 SH   SOLE   100,000 0 0
RANGE RES CORP COM 75281A109 255 11,000 SH   SOLE   11,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 3,690 46,000 SH   SOLE   46,000 0 0
RAYONIER INC COM 754907103 3,798 132,000 SH   SOLE   132,000 0 0
RAYTHEON CO COM NEW 755111507 20,782 128,700 SH   SOLE   128,700 0 0
REALTY INCOME CORP COM 756109104 8,663 157,000 SH   SOLE   157,000 0 0
RED HAT INC COM 756577102 1,149 12,000 SH   SOLE   12,000 0 0
REGENCY CTRS CORP COM 758849103 5,109 81,560 SH   SOLE   81,560 0 0
REGENERON PHARMACEUTICALS COM 75886F107 6,385 13,000 SH   SOLE   13,000 0 0
REGIONS FINL CORP NEW COM 7591EP100 9,018 616,000 SH   SOLE   616,000 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 5,136 40,000 SH   SOLE   40,000 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,844 94,000 SH   SOLE   94,000 0 0
REPUBLIC SVCS INC COM 760759100 11,580 181,700 SH   SOLE   181,700 0 0
RESMED INC COM 761152107 3,037 39,000 SH   SOLE   39,000 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,514 131,000 SH   SOLE   131,000 0 0
REX AMERICAN RESOURCES CORP COM 761624105 290 3,000 SH   SOLE   3,000 0 0
REYNOLDS AMERICAN INC COM 761713106 4,174 64,180 SH   SOLE   64,180 0 0
RICE ENERGY INC COM 762760106 2,823 106,000 SH   SOLE   106,000 0 0
RING ENERGY INC COM 76680V108 923 71,000 SH   SOLE   71,000 0 0
ROBERT HALF INTL INC COM 770323103 863 18,000 SH   SOLE   18,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 10,301 63,600 SH   SOLE   63,600 0 0
ROCKWELL COLLINS INC COM 774341101 5,884 56,000 SH   SOLE   56,000 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,389 6,000 SH   SOLE   6,000 0 0
ROSS STORES INC COM 778296103 2,892 50,100 SH   SOLE   50,100 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 3,713 58,000 SH   SOLE   58,000 0 0
S & T BANCORP INC COM 783859101 2,331 65,000 SH   SOLE   65,000 0 0
S&P GLOBAL INC COM 78409V104 10,701 73,300 SH   SOLE   73,300 0 0
SL GREEN RLTY CORP COM 78440X101 741 7,000 SH   SOLE   7,000 0 0
SLM CORP COM 78442P106 9,291 807,900 SH   SOLE   807,900 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 919 3,800 SH   SOLE   3,800 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 6,841 124,500 SH   SOLE   124,500 0 0
SPX FLOW INC COM 78469X107 5,827 158,000 SH   SOLE   158,000 0 0
SVB FINL GROUP COM 78486Q101 8,965 51,000 SH   SOLE   51,000 0 0
SALESFORCE COM INC COM 79466L302 22,022 254,300 SH   SOLE   254,300 0 0
SANOFI SPONSORED ADR 80105N105 4,000 83,500 SH   SOLE   83,500 0 0
SAUL CTRS INC COM 804395101 2,551 44,000 SH   SOLE   44,000 0 0
SCANA CORP NEW COM 80589M102 603 9,000 SH   SOLE   9,000 0 0
SCHEIN HENRY INC COM 806407102 915 5,000 SH   SOLE   5,000 0 0
SCHLUMBERGER LTD COM 806857108 15,294 232,292 SH   SOLE   232,292 0 0
SCHWAB CHARLES CORP NEW COM 808513105 19,465 453,100 SH   SOLE   453,100 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 6,734 97,000 SH   SOLE   97,000 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 956 14,000 SH   SOLE   14,000 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 1,277 53,000 SH   SOLE   53,000 0 0
SEALED AIR CORP NEW COM 81211K100 761 17,000 SH   SOLE   17,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 64,534 1,242,000 SH   SOLE   1,242,000 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 898 37,374 SH   SOLE   37,374 0 0
SELECTIVE INS GROUP INC COM 816300107 450 9,000 SH   SOLE   9,000 0 0
SEMTECH CORP COM 816850101 3,539 99,000 SH   SOLE   99,000 0 0
SEMPRA ENERGY COM 816851109 1,466 13,000 SH   SOLE   13,000 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 2,416 30,000 SH   SOLE   30,000 0 0
SERVICE CORP INTL COM 817565104 4,382 131,000 SH   SOLE   131,000 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 1,351 44,000 SH   SOLE   44,000 0 0
SHERWIN WILLIAMS CO COM 824348106 8,423 24,000 SH   SOLE   24,000 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 3,287 22,900 SH   SOLE   22,900 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 4,341 90,000 SH   SOLE   90,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 41,844 258,679 SH   SOLE   258,679 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 894 15,000 SH   SOLE   15,000 0 0
SKYWEST INC COM 830879102 3,405 97,000 SH   SOLE   97,000 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,247 13,000 SH   SOLE   13,000 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 7,772 223,000 SH   SOLE   223,000 0 0
SMITH A O COM 831865209 6,872 122,000 SH   SOLE   122,000 0 0
SMUCKER J M CO COM NEW 832696405 828 7,000 SH   SOLE   7,000 0 0
SNAP ON INC COM 833034101 1,264 8,000 SH   SOLE   8,000 0 0
SOUTH JERSEY INDS INC COM 838518108 1,196 35,000 SH   SOLE   35,000 0 0
SOUTHERN CO COM 842587107 2,490 52,000 SH   SOLE   52,000 0 0
SOUTHWEST AIRLS CO COM 844741108 4,387 70,600 SH   SOLE   70,600 0 0
SOUTHWESTERN ENERGY CO COM 845467109 340 56,000 SH   SOLE   56,000 0 0
SPECTRANETICS CORP COM 84760C107 1,574 41,000 SH   SOLE   41,000 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,607 45,000 SH   SOLE   45,000 0 0
SPIRE INC COM 84857L101 1,479 21,200 SH   SOLE   21,200 0 0
SPROUTS FMRS MKT INC COM 85208M102 2,947 130,000 SH   SOLE   130,000 0 0
STAMPS COM INC COM NEW 852857200 3,252 21,000 SH   SOLE   21,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 5,840 41,500 SH   SOLE   41,500 0 0
STAPLES INC COM 855030102 463 46,000 SH   SOLE   46,000 0 0
STARBUCKS CORP COM 855244109 14,764 253,200 SH   SOLE   253,200 0 0
STARWOOD PPTY TR INC COM 85571B105 3,918 175,000 SH   SOLE   175,000 0 0
STATE STR CORP COM 857477103 10,050 112,000 SH   SOLE   112,000 0 0
STEEL DYNAMICS INC COM 858119100 3,674 102,600 SH   SOLE   102,600 0 0
STEPAN CO COM 858586100 1,551 17,800 SH   SOLE   17,800 0 0
STERICYCLE INC COM 858912108 382 5,000 SH   SOLE   5,000 0 0
STERLING BANCORP DEL COM 85917A100 2,651 114,000 SH   SOLE   114,000 0 0
STIFEL FINL CORP COM 860630102 1,931 42,000 SH   SOLE   42,000 0 0
STONE ENERGY CORP COM PAR 861642403 328 17,859 SH   SOLE   17,859 0 0
STRYKER CORP COM 863667101 2,220 16,000 SH   SOLE   16,000 0 0
SUMMIT HOTEL PPTYS COM 866082100 2,667 143,000 SH   SOLE   143,000 0 0
SUN CMNTYS INC COM 866674104 3,858 44,000 SH   SOLE   44,000 0 0
SUNTRUST BKS INC COM 867914103 13,896 245,000 SH   SOLE   245,000 0 0
SUPER MICRO COMPUTER INC COM 86800U104 666 27,000 SH   SOLE   27,000 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,509 35,000 SH   SOLE   35,000 0 0
SYKES ENTERPRISES INC COM 871237103 1,878 56,000 SH   SOLE   56,000 0 0
SYMANTEC CORP COM 871503108 1,102 39,000 SH   SOLE   39,000 0 0
SYNAPTICS INC COM 87157D109 1,758 34,000 SH   SOLE   34,000 0 0
SYNOPSYS INC COM 871607107 8,241 113,000 SH   SOLE   113,000 0 0
SYNOVUS FINL CORP COM NEW 87161C501 4,724 106,785 SH   SOLE   106,785 0 0
SYNNEX CORP COM 87162W100 4,079 34,000 SH   SOLE   34,000 0 0
SYNCHRONY FINL COM 87165B103 15,701 526,541 SH   SOLE   526,541 0 0
SYSCO CORP COM 871829107 8,355 166,000 SH   SOLE   166,000 0 0
TJX COS INC NEW COM 872540109 8,199 113,600 SH   SOLE   113,600 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 25,249 722,232 SH   SOLE   722,232 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7,338 100,000 SH   SOLE   100,000 0 0
TAL ED GROUP ADS REPSTG COM 874080104 4,770 39,000 SH   SOLE   39,000 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 1,039 40,000 SH   SOLE   40,000 0 0
TARGET CORP COM 87612E106 1,778 34,000 SH   SOLE   34,000 0 0
TAUBMAN CTRS INC COM 876664103 3,915 65,750 SH   SOLE   65,750 0 0
TEGNA INC COM 87901J105 3,703 257,000 SH   SOLE   257,000 0 0
TELEFLEX INC COM 879369106 2,701 13,000 SH   SOLE   13,000 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 3,247 117,000 SH   SOLE   117,000 0 0
TELETECH HOLDINGS INC COM 879939106 3,101 76,000 SH   SOLE   76,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,567 81,000 SH   SOLE   81,000 0 0
TERADATA CORP DEL COM 88076W103 295 10,000 SH   SOLE   10,000 0 0
TERADYNE INC COM 880770102 3,904 130,000 SH   SOLE   130,000 0 0
TESORO CORP COM 881609101 10,202 109,000 SH   SOLE   109,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 14,342 431,719 SH   SOLE   431,719 0 0
TETRA TECH INC NEW COM 88162G103 3,774 82,500 SH   SOLE   82,500 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,864 37,000 SH   SOLE   37,000 0 0
TEXAS INSTRS INC COM 882508104 22,095 287,209 SH   SOLE   287,209 0 0
TEXAS ROADHOUSE INC COM 882681109 2,344 46,000 SH   SOLE   46,000 0 0
TEXTRON INC COM 883203101 5,652 120,000 SH   SOLE   120,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,572 43,400 SH   SOLE   43,400 0 0
THOR INDS INC COM 885160101 1,516 14,500 SH   SOLE   14,500 0 0
3M CO COM 88579Y101 27,981 134,400 SH   SOLE   134,400 0 0
TIFFANY & CO NEW COM 886547108 4,130 44,000 SH   SOLE   44,000 0 0
TILE SHOP HLDGS INC COM 88677Q109 599 29,000 SH   SOLE   29,000 0 0
TIME WARNER INC COM NEW 887317303 15,292 152,300 SH   SOLE   152,300 0 0
TIMKEN CO COM 887389104 2,683 58,000 SH   SOLE   58,000 0 0
TIMKENSTEEL CORP COM 887399103 1,491 97,000 SH   SOLE   97,000 0 0
TIVO CORP COM 88870P106 1,641 88,000 SH   SOLE   88,000 0 0
TORCHMARK CORP COM 891027104 612 8,000 SH   SOLE   8,000 0 0
TORO CO COM 891092108 8,176 118,000 SH   SOLE   118,000 0 0
TOTAL SYS SVCS INC COM 891906109 6,850 117,600 SH   SOLE   117,600 0 0
TRACTOR SUPPLY CO COM 892356106 379 7,000 SH   SOLE   7,000 0 0
TRANSDIGM GROUP INC COM 893641100 807 3,000 SH   SOLE   3,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,024 16,000 SH   SOLE   16,000 0 0
TREEHOUSE FOODS INC COM 89469A104 3,839 47,000 SH   SOLE   47,000 0 0
TRIMBLE INC COM 896239100 4,209 118,000 SH   SOLE   118,000 0 0
TRIPADVISOR INC COM 896945201 267 7,000 SH   SOLE   7,000 0 0
TUTOR PERINI CORP COM 901109108 1,639 57,000 SH   SOLE   57,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 5,064 178,700 SH   SOLE   178,700 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 2,581 92,600 SH   SOLE   92,600 0 0
TYLER TECHNOLOGIES INC COM 902252105 7,554 43,000 SH   SOLE   43,000 0 0
TYSON FOODS INC CL A 902494103 11,417 182,300 SH   SOLE   182,300 0 0
UDR INC COM 902653104 1,579 40,513 SH   SOLE   40,513 0 0
UGI CORP NEW COM 902681105 1,791 37,000 SH   SOLE   37,000 0 0
US BANCORP DEL COM NEW 902973304 15,862 305,500 SH   SOLE   305,500 0 0
U S CONCRETE INC COM NEW 90333L201 1,511 19,250 SH   SOLE   19,250 0 0
U S PHYSICAL THERAPY INC COM 90337L108 423 7,000 SH   SOLE   7,000 0 0
U S SILICA HLDGS INC COM 90346E103 4,152 117,000 SH   SOLE   117,000 0 0
ULTA BEAUTY INC COM 90384S303 5,459 19,000 SH   SOLE   19,000 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,731 13,000 SH   SOLE   13,000 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 1,388 74,000 SH   SOLE   74,000 0 0
UNDER ARMOUR INC CL A 904311107 196 9,000 SH   SOLE   9,000 0 0
UNDER ARMOUR INC CL C 904311206 183 9,063 SH   SOLE   9,063 0 0
UNION PAC CORP COM 907818108 23,045 211,600 SH   SOLE   211,600 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 2,085 75,000 SH   SOLE   75,000 0 0
UNITED CONTL HLDGS INC COM 910047109 3,477 46,200 SH   SOLE   46,200 0 0
UNITED PARCEL SERVICE INC CL B 911312106 9,400 85,000 SH   SOLE   85,000 0 0
UNITED RENTALS INC COM 911363109 1,353 12,000 SH   SOLE   12,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 13,737 112,500 SH   SOLE   112,500 0 0
UNITEDHEALTH GROUP INC COM 91324P102 60,503 326,300 SH   SOLE   326,300 0 0
UNIVERSAL FST PRODS INC COM 913543104 2,183 25,000 SH   SOLE   25,000 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 655 26,000 SH   SOLE   26,000 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 8,301 68,000 SH   SOLE   68,000 0 0
UNUM GROUP COM 91529Y106 746 16,000 SH   SOLE   16,000 0 0
URBAN OUTFITTERS INC COM 917047102 148 8,000 SH   SOLE   8,000 0 0
URBAN EDGE PPTYS COM 91704F104 3,050 128,523 SH   SOLE   128,523 0 0
V F CORP COM 918204108 1,037 18,000 SH   SOLE   18,000 0 0
VAIL RESORTS INC COM 91879Q109 3,651 18,000 SH   SOLE   18,000 0 0
VALE S A ADR 91912E105 17,237 1,969,933 SH   SOLE   1,969,933 0 0
VALERO ENERGY CORP NEW COM 91913Y100 12,480 185,000 SH   SOLE   185,000 0 0
VALMONT INDS INC COM 920253101 2,993 20,008 SH   SOLE   20,008 0 0
VALVOLINE INC COM 92047W101 10,740 452,776 SH   SOLE   452,776 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 1,921 87,000 SH   SOLE   87,000 0 0
VANTIV INC CL A 92210H105 4,434 70,000 SH   SOLE   70,000 0 0
VAREX IMAGING CORP COM 92214X106 7,402 219,000 SH   SOLE   219,000 0 0
VARIAN MED SYS INC COM 92220P105 5,985 58,000 SH   SOLE   58,000 0 0
VARONIS SYS INC COM 922280102 1,190 32,000 SH   SOLE   32,000 0 0
VEECO INSTRS INC DEL COM 922417100 477 17,120 SH   SOLE   17,120 0 0
VENTAS INC COM 92276F100 17,509 252,000 SH   SOLE   252,000 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 9,882 44,500 SH   SOLE   44,500 0 0
VEREIT INC COM 92339V100 5,788 711,000 SH   SOLE   711,000 0 0
VERISIGN INC COM 92343E102 1,580 17,000 SH   SOLE   17,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 18,807 421,117 SH   SOLE   421,117 0 0
VERISK ANALYTICS INC COM 92345Y106 844 10,000 SH   SOLE   10,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 15,851 123,000 SH   SOLE   123,000 0 0
VERSUM MATLS INC COM 92532W103 9,393 289,000 SH   SOLE   289,000 0 0
VIACOM INC NEW CL B 92553P201 739 22,000 SH   SOLE   22,000 0 0
VIAVI SOLUTIONS INC COM 925550105 8,298 788,000 SH   SOLE   788,000 0 0
VISA INC COM CL A 92826C839 40,264 429,340 SH   SOLE   429,340 0 0
VORNADO RLTY TR SH BEN INT 929042109 8,611 91,700 SH   SOLE   91,700 0 0
VOYA FINL INC COM 929089100 8,448 229,000 SH   SOLE   229,000 0 0
VULCAN MATLS CO COM 929160109 8,171 64,500 SH   SOLE   64,500 0 0
WD-40 CO COM 929236107 441 4,000 SH   SOLE   4,000 0 0
W P CAREY INC COM 92936U109 1,056 16,000 SH   SOLE   16,000 0 0
WEC ENERGY GROUP INC COM 92939U106 1,021 16,640 SH   SOLE   16,640 0 0
WABTEC CORP COM 929740108 5,856 64,000 SH   SOLE   64,000 0 0
WAGEWORKS INC COM 930427109 2,755 41,000 SH   SOLE   41,000 0 0
WAL-MART STORES INC COM 931142103 15,416 203,700 SH   SOLE   203,700 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 18,168 232,000 SH   SOLE   232,000 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,616 193,036 SH   SOLE   193,036 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2,297 72,000 SH   SOLE   72,000 0 0
WASTE MGMT INC DEL COM 94106L109 2,274 31,000 SH   SOLE   31,000 0 0
WATERS CORP COM 941848103 2,574 14,000 SH   SOLE   14,000 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 3,100 103,000 SH   SOLE   103,000 0 0
WELBILT INC COM 949090104 7,936 421,000 SH   SOLE   421,000 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,975 11,000 SH   SOLE   11,000 0 0
WELLS FARGO CO NEW COM 949746101 52,257 943,100 SH   SOLE   943,100 0 0
WELLTOWER INC COM 95040Q104 17,590 235,000 SH   SOLE   235,000 0 0
WENDYS CO COM 95058W100 1,768 114,000 SH   SOLE   114,000 0 0
WESCO INTL INC COM 95082P105 1,604 28,000 SH   SOLE   28,000 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 4,159 44,000 SH   SOLE   44,000 0 0
WESTERN ALLIANCE BANCORP COM 957638109 7,183 146,000 SH   SOLE   146,000 0 0
WESTERN DIGITAL CORP COM 958102105 7,962 89,864 SH   SOLE   89,864 0 0
WESTERN UN CO COM 959802109 629 33,000 SH   SOLE   33,000 0 0
WESTROCK CO COM 96145D105 3,294 58,140 SH   SOLE   58,140 0 0
WEX INC COM 96208T104 4,588 44,000 SH   SOLE   44,000 0 0
WEYERHAEUSER CO COM 962166104 1,467 43,800 SH   SOLE   43,800 0 0
WHIRLPOOL CORP COM 963320106 9,581 50,000 SH   SOLE   50,000 0 0
WHOLE FOODS MKT INC COM 966837106 758 18,000 SH   SOLE   18,000 0 0
WILLIAMS COS INC DEL COM 969457100 1,811 59,800 SH   SOLE   59,800 0 0
WISDOMTREE TR JPN SCAP HDG EQT 97717W521 4,729 119,000 SH   SOLE   119,000 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 92,456 1,778,000 SH   SOLE   1,778,000 0 0
WOODWARD INC COM 980745103 1,622 24,000 SH   SOLE   24,000 0 0
WPX ENERGY INC COM 98212B103 7,767 804,000 SH   SOLE   804,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 803 8,000 SH   SOLE   8,000 0 0
WYNN RESORTS LTD COM 983134107 630 4,700 SH   SOLE   4,700 0 0
XPO LOGISTICS INC COM 983793100 13,773 213,100 SH   SOLE   213,100 0 0
XCEL ENERGY INC COM 98389B100 1,285 28,000 SH   SOLE   28,000 0 0
XILINX INC COM 983919101 965 15,000 SH   SOLE   15,000 0 0
XEROX CORP COM NEW 984121608 413 14,360 SH   SOLE   14,360 0 0
XYLEM INC COM 98419M100 8,093 146,000 SH   SOLE   146,000 0 0
XPERI CORP COM 98421B100 4,679 157,000 SH   SOLE   157,000 0 0
YUM BRANDS INC COM 988498101 6,491 88,000 SH   SOLE   88,000 0 0
YUM CHINA HLDGS INC COM 98850P109 16,482 418,000 SH   SOLE   418,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 4,622 36,000 SH   SOLE   36,000 0 0
ZIONS BANCORPORATION COM 989701107 8,343 190,000 SH   SOLE   190,000 0 0
ZOETIS INC CL A 98978V103 11,291 181,000 SH   SOLE   181,000 0 0
ZUMIEZ INC COM 989817101 605 49,000 SH   SOLE   49,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 7,652 94,333 SH   SOLE   94,333 0 0
ALLERGAN PLC SHS G0177J108 4,502 18,518 SH   SOLE   18,518 0 0
AMBARELLA INC SHS G037AX101 874 18,000 SH   SOLE   18,000 0 0
AON PLC SHS CL A G0408V102 13,108 98,590 SH   SOLE   98,590 0 0
ARRIS INTL INC SHS G0551A103 3,643 130,000 SH   SOLE   130,000 0 0
ATHENE HLDG LTD CL A G0684D107 8,285 167,000 SH   SOLE   167,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 31,601 255,510 SH   SOLE   255,510 0 0
BUNGE LIMITED COM G16962105 2,163 29,000 SH   SOLE   29,000 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 8,502 97,000 SH   SOLE   97,000 0 0
EATON CORP PLC SHS G29183103 2,052 26,369 SH   SOLE   26,369 0 0
FABRINET SHS G3323L100 1,877 44,000 SH   SOLE   44,000 0 0
HELEN OF TROY CORP LTD COM G4388N106 3,717 39,500 SH   SOLE   39,500 0 0
ICON PLC SHS G4705A100 3,129 32,000 SH   SOLE   32,000 0 0
IHS MARKIT LTD SHS G47567105 3,153 71,600 SH   SOLE   71,600 0 0
INGERSOLL-RAND PLC SHS G47791101 13,480 147,500 SH   SOLE   147,500 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 1,672 432,000 SH   SOLE   432,000 0 0
INVESCO LTD SHS G491BT108 739 21,000 SH   SOLE   21,000 0 0
JOHNSON CTLS INTL PLC SHS G51502105 13,165 303,610 SH   SOLE   303,610 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 23,865 743,000 SH   SOLE   743,000 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 2,018 92,703 SH   SOLE   92,703 0 0
LIVANOVA PLC SHS G5509L101 6,065 99,080 SH   SOLE   99,080 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 466 42,000 SH   SOLE   42,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 5,825 130,000 SH   SOLE   130,000 0 0
MEDTRONIC PLC SHS G5960L103 40,709 458,690 SH   SOLE   458,690 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,501 41,400 SH   SOLE   41,400 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 6,557 169,600 SH   SOLE   169,600 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 5,009 355,000 SH   SOLE   355,000 0 0
PROTHENA CORP PLC SHS G72800108 4,925 91,000 SH   SOLE   91,000 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 3,754 27,000 SH   SOLE   27,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 698 18,000 SH   SOLE   18,000 0 0
PENTAIR PLC SHS G7S00T104 665 10,000 SH   SOLE   10,000 0 0
SIGNET JEWELERS LIMITED SHS G81276100 316 5,000 SH   SOLE   5,000 0 0
STERIS PLC SHS USD G84720104 4,564 56,000 SH   SOLE   56,000 0 0
TECHNIPFMC PLC COM G87110105 6,694 246,116 SH   SOLE   246,116 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,131 41,000 SH   SOLE   41,000 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,018 7,000 SH   SOLE   7,000 0 0
PERRIGO CO PLC SHS G97822103 4,149 54,935 SH   SOLE   54,935 0 0
XL GROUP LTD COM G98294104 4,525 103,300 SH   SOLE   103,300 0 0
CHUBB LIMITED COM H1467J104 16,312 112,200 SH   SOLE   112,200 0 0
GARMIN LTD SHS H2906T109 306 6,000 SH   SOLE   6,000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 4,902 62,300 SH   SOLE   62,300 0 0
TRANSOCEAN LTD REG SHS H8817H100 477 58,000 SH   SOLE   58,000 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,944 68,000 SH   SOLE   68,000 0 0
ORBOTECH LTD ORD M75253100 1,076 33,000 SH   SOLE   33,000 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,097 46,000 SH   SOLE   46,000 0 0
CONSTELLIUM NV CL A N22035104 1,415 205,000 SH   SOLE   205,000 0 0
CORE LABORATORIES N V COM N22717107 810 8,000 SH   SOLE   8,000 0 0
FERRARI N V COM N3167Y103 8,344 97,000 SH   SOLE   97,000 0 0
INTERXION HOLDING N.V SHS N47279109 7,599 166,000 SH   SOLE   166,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 12,988 153,900 SH   SOLE   153,900 0 0
MYLAN N V SHS EURO N59465109 5,784 149,000 SH   SOLE   149,000 0 0
YANDEX N V SHS CLASS A N97284108 3,228 123,000 SH   SOLE   123,000 0 0
COPA HOLDINGS SA CL A P31076105 2,574 22,000 SH   SOLE   22,000 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 2,449 73,000 SH   SOLE   73,000 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 8,662 79,300 SH   SOLE   79,300 0 0
BROADCOM LTD SHS Y09827109 21,424 91,928 SH   SOLE   91,928 0 0