The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 6,789 30,925 SH   SOLE   30,925 0 0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 989 81,400 SH   SOLE   81,400 0 0
AAON INC COM PAR $0.004 000360206 265 6,800 SH   SOLE   6,800 0 0
ABBVIE INC COM 00287Y109 4,912 51,900 SH   SOLE   51,900 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2,230 92,100 SH   SOLE   92,100 0 0
ABM INDS INC COM 000957100 1,065 31,800 SH   SOLE   31,800 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,228 53,600 SH   SOLE   53,600 0 0
ACUITY BRANDS INC COM 00508Y102 501 3,600 SH   SOLE   3,600 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 697 31,300 SH   SOLE   31,300 0 0
AERCAP HOLDINGS NV SHS N00985106 8,655 170,650 SH   SOLE   170,650 0 0
AETNA INC NEW COM 00817Y108 1,910 11,300 SH   SOLE   11,300 0 0
AFLAC INC COM 001055102 6,657 152,122 SH   SOLE   152,122 0 0
AGREE REALTY CORP COM 008492100 946 19,700 SH   SOLE   19,700 0 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 20 23,040 SH   SOLE   23,040 0 0
AKORN INC COM 009728106 9,235 493,590 SH   SOLE   493,590 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 546 6,400 SH   SOLE   6,400 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 171,644 806,370 SH   SOLE   806,370 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 6,246 159,900 SH   SOLE   159,900 0 0
ALLSTATE CORP COM 020002101 6,674 70,400 SH   SOLE   70,400 0 0
ALLY FINL INC COM 02005N100 2,577 94,900 SH   SOLE   94,900 0 0
ALMOST FAMILY INC COM 020409108 3,909 69,800 SH   SOLE   69,800 0 0
ALPHABET INC CAP STK CL A 02079K305 184,863 178,243 SH   SOLE   178,243 0 0
ALPHABET INC CAP STK CL C 02079K107 5,262 5,100 SH   SOLE   5,100 0 0
AMBER RD INC COM 02318Y108 565 63,500 SH   SOLE   63,500 0 0
AMBEV SA SPONSORED ADR 02319V103 2,047 281,600 SH   SOLE   281,600 0 0
AMDOCS LTD SHS G02602103 7,206 108,000 SH   SOLE   108,000 0 0
AMEREN CORP COM 023608102 9,466 167,153 SH   SOLE   167,153 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,819 95,300 SH   SOLE   95,300 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,421 46,600 SH   SOLE   46,600 0 0
AMERICAN ELEC PWR INC COM 025537101 7,168 104,500 SH   SOLE   104,500 0 0
AMERICAN EXPRESS CO COM 025816109 6,586 70,600 SH   SOLE   70,600 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 8,147 72,600 SH   SOLE   72,600 0 0
AMERISOURCEBERGEN CORP COM 03073E105 34,770 403,321 SH   SOLE   403,321 0 0
AMGEN INC COM 031162100 5,730 33,612 SH   SOLE   33,612 0 0
AMPHENOL CORP NEW CL A 032095101 6,184 71,798 SH   SOLE   71,798 0 0
ANALOGIC CORP COM PAR $0.05 032657207 537 5,600 SH   SOLE   5,600 0 0
ANDERSONS INC COM 034164103 675 20,400 SH   SOLE   20,400 0 0
ANNALY CAP MGMT INC COM 035710409 3,000 287,600 SH   SOLE   287,600 0 0
ANTHEM INC COM 036752103 160,018 728,347 SH   SOLE   728,347 0 0
APPLE INC COM 037833100 64,893 386,772 SH   SOLE   386,772 0 0
APTARGROUP INC COM 038336103 7,411 82,500 SH   SOLE   82,500 0 0
ARCH COAL INC CL A 039380407 432 4,700 SH   SOLE   4,700 0 0
ARCHROCK PARTNERS L P COM UNITS REPSTG 03957U100 4,613 377,479 SH   SOLE   377,479 0 0
ARES CAP CORP COM 04010L103 42,586 2,683,459 SH   SOLE   2,683,459 0 0
ARISTA NETWORKS INC COM 040413106 5,463 21,400 SH   SOLE   21,400 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 732 75,300 SH   SOLE   75,300 0 0
ASSURED GUARANTY LTD COM G0585R106 5,694 157,300 SH   SOLE   157,300 0 0
AT HOME GROUP INC COM 04650Y100 586 18,300 SH   SOLE   18,300 0 0
ATHENE HLDG LTD CL A G0684D107 1,090 22,800 SH   SOLE   22,800 0 0
ATKORE INTL GROUP INC COM 047649108 856 43,100 SH   SOLE   43,100 0 0
AUTODESK INC COM 052769106 2,411 19,200 SH   SOLE   19,200 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 1,831 21,300 SH   SOLE   21,300 0 0
AUTOZONE INC COM 053332102 33,132 51,076 SH   SOLE   51,076 0 0
AVALONBAY CMNTYS INC COM 053484101 88,454 537,845 SH   SOLE   537,845 0 0
AVANGRID INC COM 05351W103 665 13,000 SH   SOLE   13,000 0 0
AVAYA HLDGS CORP COM 05351X101 645 28,800 SH   SOLE   28,800 0 0
AVERY DENNISON CORP COM 053611109 8,181 77,000 SH   SOLE   77,000 0 0
AVISTA CORP COM 05379B107 2,737 53,400 SH   SOLE   53,400 0 0
AXALTA COATING SYS LTD COM G0750C108 1,443 47,800 SH   SOLE   47,800 0 0
AXOGEN INC COM 05463X106 416 11,400 SH   SOLE   11,400 0 0
AXON ENTERPRISE INC COM 05464C101 1,034 26,300 SH   SOLE   26,300 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 438 100,300 SH   SOLE   100,300 0 0
BAIDU INC SPON ADR REP A 056752108 1,116 5,000 SH   SOLE   5,000 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,660 39,500 SH   SOLE   39,500 0 0
BANK AMER CORP COM 060505104 4,184 139,500 SH   SOLE   139,500 0 0
BANK MONTREAL QUE COM 063671101 413,701 5,480,512 SH   SOLE   5,480,512 0 0
BANK N S HALIFAX COM 064149107 354,592 5,760,551 SH   SOLE   5,760,551 0 0
BAXTER INTL INC COM 071813109 6,263 96,300 SH   SOLE   96,300 0 0
BCE INC COM NEW 05534B760 126,480 2,941,286 SH   SOLE   2,941,286 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 118,607 594,580 SH   SOLE   594,580 0 0
BEST BUY INC COM 086516101 3,968 56,700 SH   SOLE   56,700 0 0
BLACK KNIGHT INC COM 09215C105 1,272 27,000 SH   SOLE   27,000 0 0
BLACKLINE INC COM 09239B109 1,408 35,900 SH   SOLE   35,900 0 0
BOEING CO COM 097023105 66,528 202,905 SH   SOLE   202,905 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 781 28,200 SH   SOLE   28,200 0 0
BOOKING HLDGS INC COM 09857L108 3,745 1,800 SH   SOLE   1,800 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 1,885 18,900 SH   SOLE   18,900 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 5,838 92,300 SH   SOLE   92,300 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 7,470 68,100 SH   SOLE   68,100 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 394,951 10,127,032 SH   SOLE   10,127,032 0 0
BROOKFIELD BUSINESS PARTNERS UNIT LTD LP G16234109 240,324 6,673,800 SH   SOLE   6,673,800 0 0
BROWN & BROWN INC COM 115236101 3,266 128,400 SH   SOLE   128,400 0 0
BROWN FORMAN CORP CL B 115637209 6,504 119,550 SH   SOLE   119,550 0 0
BWX TECHNOLOGIES INC COM 05605H100 7,325 115,300 SH   SOLE   115,300 0 0
CABLE ONE INC COM 12685J105 687 1,000 SH   SOLE   1,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,673 72,700 SH   SOLE   72,700 0 0
CAE INC COM 124765108 10,397 559,000 SH   SOLE   559,000 0 0
CANADIAN NAT RES LTD COM 136385101 150,732 4,798,305 SH   SOLE   4,798,305 0 0
CANADIAN NATL RY CO COM 136375102 9,911 135,700 SH   SOLE   135,700 0 0
CANADIAN PAC RY LTD COM 13645T100 38,708 219,647 SH   SOLE   219,647 0 0
CAPELLA EDUCATION COMPANY COM 139594105 2,018 23,100 SH   SOLE   23,100 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 3,240 49,400 SH   SOLE   49,400 0 0
CARS COM INC COM 14575E105 416 14,700 SH   SOLE   14,700 0 0
CAVIUM INC COM 14964U108 8,160 102,800 SH   SOLE   102,800 0 0
CBRE GROUP INC CL A 12504L109 205,811 4,358,559 SH   SOLE   4,358,559 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 337,291 3,823,890 SH   SOLE   3,823,890 0 0
CENTENE CORP DEL COM 15135B101 2,191 20,500 SH   SOLE   20,500 0 0
CENTENNIAL RESOURCE DEV INC CL A 15136A102 846 46,100 SH   SOLE   46,100 0 0
CENTERPOINT ENERGY INC COM 15189T107 6,066 221,399 SH   SOLE   221,399 0 0
CERNER CORP COM 156782104 4,681 80,700 SH   SOLE   80,700 0 0
CHART INDS INC COM PAR $0.01 16115Q308 584 9,900 SH   SOLE   9,900 0 0
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 812 29,427 SH   SOLE   29,427 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,433 474,500 SH   SOLE   474,500 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,528 33,400 SH   SOLE   33,400 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,477 38,000 SH   SOLE   38,000 0 0
CIGNA CORPORATION COM 125509109 5,083 30,300 SH   SOLE   30,300 0 0
CISCO SYS INC COM 17275R102 142,060 3,312,200 SH   SOLE   3,312,200 0 0
CITIGROUP INC COM NEW 172967424 5,204 77,100 SH   SOLE   77,100 0 0
CIVEO CORP CDA COM 17878Y108 266 70,500 SH   SOLE   70,500 0 0
CLIFTON BANCORP INC COM 186873105 2,074 132,515 SH   SOLE   132,515 0 0
CLOROX CO DEL COM 189054109 7,772 58,389 SH   SOLE   58,389 0 0
COCA COLA CO COM 191216100 71,154 1,638,369 SH   SOLE   1,638,369 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 16,060 385,500 SH   SOLE   385,500 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,665 82,800 SH   SOLE   82,800 0 0
COHERUS BIOSCIENCES INC COM 19249H103 259 23,400 SH   SOLE   23,400 0 0
COLGATE PALMOLIVE CO COM 194162103 8,781 122,500 SH   SOLE   122,500 0 0
COLLEGIUM PHARMACEUTICAL INC COM 19459J104 567 22,200 SH   SOLE   22,200 0 0
COMCAST CORP NEW CL A 20030N101 1,353 39,600 SH   SOLE   39,600 0 0
COMMERCEHUB INC COM SER C 20084V306 2,247 99,900 SH   SOLE   99,900 0 0
CONDUENT INC COM 206787103 2,643 141,800 SH   SOLE   141,800 0 0
CONNECTICUT WTR SVC INC COM 207797101 660 10,900 SH   SOLE   10,900 0 0
CONSOLIDATED EDISON INC COM 209115104 10,670 136,900 SH   SOLE   136,900 0 0
COPART INC COM 217204106 2,496 49,000 SH   SOLE   49,000 0 0
CORNING INC COM 219350105 3,435 123,200 SH   SOLE   123,200 0 0
COUPA SOFTWARE INC COM 22266L106 907 19,878 SH   SOLE   19,878 0 0
CROWN HOLDINGS INC COM 228368106 1,477 29,100 SH   SOLE   29,100 0 0
CSRA INC COM 12650T104 2,111 51,200 SH   SOLE   51,200 0 0
CUMMINS INC COM 231021106 5,932 36,600 SH   SOLE   36,600 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,938 90,100 SH   SOLE   90,100 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 346 101,900 SH   SOLE   101,900 0 0
DILLARDS INC CL A 254067101 1,767 22,000 SH   SOLE   22,000 0 0
DINE BRANDS GLOBAL INC COM 254423106 774 11,800 SH   SOLE   11,800 0 0
DOLLAR GEN CORP NEW COM 256677105 6,820 72,900 SH   SOLE   72,900 0 0
DONNELLEY R R & SONS CO COM 257867200 248 28,400 SH   SOLE   28,400 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 36,343 307,000 SH   SOLE   307,000 0 0
DSW INC CL A 23334L102 1,658 73,800 SH   SOLE   73,800 0 0
DTE ENERGY CO COM 233331107 5,032 48,200 SH   SOLE   48,200 0 0
DXC TECHNOLOGY CO COM 23355L106 563 5,600 SH   SOLE   5,600 0 0
EASTMAN CHEM CO COM 277432100 6,293 59,600 SH   SOLE   59,600 0 0
EATON CORP PLC SHS G29183103 3,948 49,400 SH   SOLE   49,400 0 0
EBAY INC COM 278642103 5,597 139,100 SH   SOLE   139,100 0 0
ECOPETROL S A SPONSORED ADS 279158109 1,521 78,700 SH   SOLE   78,700 0 0
ENBRIDGE INC COM 29250N105 399,651 12,715,940 SH   SOLE   12,715,940 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 2,236 192,400 SH   SOLE   192,400 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,168 19,600 SH   SOLE   19,600 0 0
ENOVA INTL INC COM 29357K103 430 19,500 SH   SOLE   19,500 0 0
ENSIGN GROUP INC COM 29358P101 550 20,900 SH   SOLE   20,900 0 0
ETSY INC COM 29786A106 2,135 76,100 SH   SOLE   76,100 0 0
EVERSOURCE ENERGY COM 30040W108 4,248 72,100 SH   SOLE   72,100 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 639 30,000 SH   SOLE   30,000 0 0
EXELON CORP COM 30161N101 2,387 61,200 SH   SOLE   61,200 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,665 105,291 SH   SOLE   105,291 0 0
EXXON MOBIL CORP COM 30231G102 2,261 30,300 SH   SOLE   30,300 0 0
F5 NETWORKS INC COM 315616102 6,291 43,500 SH   SOLE   43,500 0 0
FACEBOOK INC CL A 30303M102 4,890 30,600 SH   SOLE   30,600 0 0
FACTSET RESH SYS INC COM 303075105 6,641 33,300 SH   SOLE   33,300 0 0
FARO TECHNOLOGIES INC COM 311642102 216 3,700 SH   SOLE   3,700 0 0
FEDERATED INVS INC PA CL B 314211103 5,788 173,300 SH   SOLE   173,300 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 6,351 158,700 SH   SOLE   158,700 0 0
FIFTH THIRD BANCORP COM 316773100 5,070 159,700 SH   SOLE   159,700 0 0
FIRST AMERN FINL CORP COM 31847R102 6,789 115,700 SH   SOLE   115,700 0 0
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 491 6,700 SH   SOLE   6,700 0 0
FIVE9 INC COM 338307101 408 13,700 SH   SOLE   13,700 0 0
FOGO DE CHAO INC COM 344177100 526 33,400 SH   SOLE   33,400 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 1,701 18,600 SH   SOLE   18,600 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,782 251,100 SH   SOLE   251,100 0 0
FORTIVE CORP COM 34959J108 581 7,500 SH   SOLE   7,500 0 0
FRANKLIN RES INC COM 354613101 2,847 82,100 SH   SOLE   82,100 0 0
FTI CONSULTING INC COM 302941109 523 10,800 SH   SOLE   10,800 0 0
GARMIN LTD SHS H2906T109 3,542 60,100 SH   SOLE   60,100 0 0
GENER8 MARITIME INC COM Y26889108 481 85,068 SH   SOLE   85,068 0 0
GENERAL ELECTRIC CO COM 369604103 78,008 5,786,960 SH   SOLE   5,786,960 0 0
GENERAL MTRS CO COM 37045V100 6,392 175,900 SH   SOLE   175,900 0 0
GENPACT LIMITED SHS G3922B107 3,426 107,100 SH   SOLE   107,100 0 0
GENWORTH FINL INC COM CL A 37247D106 10,162 3,590,700 SH   SOLE   3,590,700 0 0
GERON CORP COM 374163103 442 104,000 SH   SOLE   104,000 0 0
GGP INC COM 36174X101 4,786 233,900 SH   SOLE   233,900 0 0
GILEAD SCIENCES INC COM 375558103 4,667 61,900 SH   SOLE   61,900 0 0
GODADDY INC CL A 380237107 7,622 124,100 SH   SOLE   124,100 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1,355 13,600 SH   SOLE   13,600 0 0
GRACO INC COM 384109104 2,922 63,900 SH   SOLE   63,900 0 0
GRAND CANYON ED INC COM 38526M106 1,102 10,500 SH   SOLE   10,500 0 0
GREEN DOT CORP CL A 39304D102 969 15,100 SH   SOLE   15,100 0 0
GUESS INC COM 401617105 1,141 55,000 SH   SOLE   55,000 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 1,940 24,000 SH   SOLE   24,000 0 0
HALYARD HEALTH INC COM 40650V100 599 13,000 SH   SOLE   13,000 0 0
HANESBRANDS INC COM 410345102 104,506 5,673,506 SH   SOLE   5,673,506 0 0
HARMONIC INC COM 413160102 107 28,100 SH   SOLE   28,100 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,255 65,600 SH   SOLE   65,600 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,398 52,400 SH   SOLE   52,400 0 0
HENRY JACK & ASSOC INC COM 426281101 6,846 56,600 SH   SOLE   56,600 0 0
HERC HLDGS INC COM 42704L104 351 5,400 SH   SOLE   5,400 0 0
HERSHEY CO COM 427866108 8,461 85,500 SH   SOLE   85,500 0 0
HESKA CORP COM RESTRC NEW 42805E306 522 6,600 SH   SOLE   6,600 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 572 32,600 SH   SOLE   32,600 0 0
HILTON GRAND VACATIONS INC COM 43283X105 1,798 41,800 SH   SOLE   41,800 0 0
HOME DEPOT INC COM 437076102 5,495 30,831 SH   SOLE   30,831 0 0
HONEYWELL INTL INC COM 438516106 5,867 40,600 SH   SOLE   40,600 0 0
HP INC COM 40434L105 368 16,800 SH   SOLE   16,800 0 0
HUMANA INC COM 444859102 9,490 35,300 SH   SOLE   35,300 0 0
HUNTSMAN CORP COM 447011107 1,062 36,300 SH   SOLE   36,300 0 0
ICHOR HOLDINGS SHS G4740B105 1,751 72,342 SH   SOLE   72,342 0 0
ICU MED INC COM 44930G107 883 3,500 SH   SOLE   3,500 0 0
IDEX CORP COM 45167R104 5,529 38,800 SH   SOLE   38,800 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 2,647 132,700 SH   SOLE   132,700 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,966 31,700 SH   SOLE   31,700 0 0
INGEVITY CORP COM 45688C107 427 5,800 SH   SOLE   5,800 0 0
INGREDION INC COM 457187102 5,737 44,500 SH   SOLE   44,500 0 0
INTEGER HLDGS CORP COM 45826H109 345 6,100 SH   SOLE   6,100 0 0
INTEL CORP COM 458140100 5,515 105,900 SH   SOLE   105,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,403 28,700 SH   SOLE   28,700 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4,094 29,900 SH   SOLE   29,900 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 246 14,000 SH   SOLE   14,000 0 0
INTUIT COM 461202103 5,856 33,779 SH   SOLE   33,779 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 6,853 16,600 SH   SOLE   16,600 0 0
ISHARES TR JPMORGAN USD EMG 464288281 79,538 705,000 SH   SOLE   705,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 17,594 252,425 SH   SOLE   252,425 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 152,051 3,150,000 SH   SOLE   3,150,000 0 0
ISHARES TR S&P US PFD STK 464288687 61,974 1,650,000 SH   SOLE   1,650,000 0 0
JABIL INC COM 466313103 2,172 75,600 SH   SOLE   75,600 0 0
JETBLUE AIRWAYS CORP COM 477143101 4,735 233,000 SH   SOLE   233,000 0 0
JOHNSON & JOHNSON COM 478160104 70,362 549,057 SH   SOLE   549,057 0 0
JPMORGAN CHASE & CO COM 46625H100 421,769 3,835,312 SH   SOLE   3,835,312 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 4,921 44,800 SH   SOLE   44,800 0 0
KELLOGG CO COM 487836108 7,463 114,800 SH   SOLE   114,800 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 774 44,500 SH   SOLE   44,500 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 781 14,900 SH   SOLE   14,900 0 0
KIMBERLY CLARK CORP COM 494368103 85,848 779,518 SH   SOLE   779,518 0 0
KLA-TENCOR CORP COM 482480100 5,440 49,900 SH   SOLE   49,900 0 0
KLX INC COM 482539103 377 5,300 SH   SOLE   5,300 0 0
KORN FERRY INTL COM NEW 500643200 660 12,800 SH   SOLE   12,800 0 0
KT CORP SPONSORED ADR 48268K101 2,296 167,600 SH   SOLE   167,600 0 0
LADDER CAP CORP CL A 505743104 33,675 2,233,087 SH   SOLE   2,233,087 0 0
LAMB WESTON HLDGS INC COM 513272104 687 11,800 SH   SOLE   11,800 0 0
LANDS END INC NEW COM 51509F105 212 9,100 SH   SOLE   9,100 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 933 167,500 SH   SOLE   167,500 0 0
LAUDER ESTEE COS INC CL A 518439104 8,220 54,900 SH   SOLE   54,900 0 0
LAYNE CHRISTENSEN CO COM 521050104 5,691 381,439 SH   SOLE   381,439 0 0
LEAR CORP COM NEW 521865204 6,978 37,500 SH   SOLE   37,500 0 0
LENNOX INTL INC COM 526107107 5,681 27,800 SH   SOLE   27,800 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 1,367 113,000 SH   SOLE   113,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 221 20,600 SH   SOLE   20,600 0 0
LILLY ELI & CO COM 532457108 6,298 81,400 SH   SOLE   81,400 0 0
LIMELIGHT NETWORKS INC COM 53261M104 306 74,400 SH   SOLE   74,400 0 0
LOCKHEED MARTIN CORP COM 539830109 6,319 18,700 SH   SOLE   18,700 0 0
LSC COMMUNICATIONS INC COM 50218P107 309 17,700 SH   SOLE   17,700 0 0
LULULEMON ATHLETICA INC COM 550021109 2,941 33,000 SH   SOLE   33,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 5,210 49,300 SH   SOLE   49,300 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 836 3,400 SH   SOLE   3,400 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 1,572 187,200 SH   SOLE   187,200 0 0
MAGNA INTL INC COM 559222401 9,057 160,907 SH   SOLE   160,907 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 9,867 242,732 SH   SOLE   242,732 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,299 89,700 SH   SOLE   89,700 0 0
MANTECH INTL CORP CL A 564563104 416 7,500 SH   SOLE   7,500 0 0
MARSH & MCLENNAN COS INC COM 571748102 7,020 85,000 SH   SOLE   85,000 0 0
MASCO CORP COM 574599106 4,837 119,600 SH   SOLE   119,600 0 0
MASTERCARD INCORPORATED CL A 57636Q104 6,561 37,455 SH   SOLE   37,455 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,589 43,000 SH   SOLE   43,000 0 0
MCDONALDS CORP COM 580135101 6,568 42,000 SH   SOLE   42,000 0 0
MCKESSON CORP COM 58155Q103 86,878 616,722 SH   SOLE   616,722 0 0
MEDIFAST INC COM 58470H101 336 3,600 SH   SOLE   3,600 0 0
MEDTRONIC PLC SHS G5960L103 20,031 249,700 SH   SOLE   249,700 0 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 1,162 40,100 SH   SOLE   40,100 0 0
MERCK & CO INC COM 58933Y105 6,782 124,500 SH   SOLE   124,500 0 0
METLIFE INC COM 59156R108 136,078 2,965,308 SH   SOLE   2,965,308 0 0
MICROSOFT CORP COM 594918104 105,656 1,157,621 SH   SOLE   1,157,621 0 0
MILACRON HLDGS CORP COM 59870L106 306 15,200 SH   SOLE   15,200 0 0
MOMO INC ADR 60879B107 658 17,600 SH   SOLE   17,600 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 505 58,612 SH   SOLE   58,612 0 0
MONSANTO CO NEW COM 61166W101 57,481 492,600 SH   SOLE   492,600 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,751 30,600 SH   SOLE   30,600 0 0
MOODYS CORP COM 615369105 2,742 17,000 SH   SOLE   17,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,981 47,300 SH   SOLE   47,300 0 0
MSCI INC COM 55354G100 5,022 33,600 SH   SOLE   33,600 0 0
MSG NETWORK INC CL A 553573106 490 21,700 SH   SOLE   21,700 0 0
MULESOFT INC CL A 625207105 5,317 120,900 SH   SOLE   120,900 0 0
NATIONAL VISION HLDGS INC COM 63845R107 543 16,800 SH   SOLE   16,800 0 0
NAVIGATORS GROUP INC COM 638904102 236 4,100 SH   SOLE   4,100 0 0
NEKTAR THERAPEUTICS COM 640268108 1,222 11,500 SH   SOLE   11,500 0 0
NEOGENOMICS INC COM NEW 64049M209 152 18,600 SH   SOLE   18,600 0 0
NEOS THERAPEUTICS INC COM 64052L106 385 46,360 SH   SOLE   46,360 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 614 35,800 SH   SOLE   35,800 0 0
NEW SR INVT GROUP INC COM 648691103 380 46,500 SH   SOLE   46,500 0 0
NEXTERA ENERGY INC COM 65339F101 83,610 511,910 SH   SOLE   511,910 0 0
NIKE INC CL B 654106103 196,268 2,954,065 SH   SOLE   2,954,065 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,331 9,800 SH   SOLE   9,800 0 0
NORTHROP GRUMMAN CORP COM 666807102 7,611 21,800 SH   SOLE   21,800 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 352 27,000 SH   SOLE   27,000 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 1,160 21,900 SH   SOLE   21,900 0 0
NUSTAR ENERGY LP UNIT COM 67058H102 4,168 204,400 SH   SOLE   204,400 0 0
NVR INC COM 62944T105 5,656 2,020 SH   SOLE   2,020 0 0
NXP SEMICONDUCTORS N V COM N6596X109 59,810 511,200 SH   SOLE   511,200 0 0
NXSTAGE MEDICAL INC COM 67072V103 4,736 190,500 SH   SOLE   190,500 0 0
OCLARO INC COM NEW 67555N206 3,422 357,900 SH   SOLE   357,900 0 0
OIL STS INTL INC COM 678026105 707 27,000 SH   SOLE   27,000 0 0
ORBITAL ATK INC COM 68557N103 6,657 50,200 SH   SOLE   50,200 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 147 51,800 SH   SOLE   51,800 0 0
OWENS CORNING NEW COM 690742101 1,905 23,700 SH   SOLE   23,700 0 0
PACKAGING CORP AMER COM 695156109 3,313 29,400 SH   SOLE   29,400 0 0
PEABODY ENERGY CORP NEW COM 704551100 226 6,200 SH   SOLE   6,200 0 0
PEPSICO INC COM 713448108 8,463 77,536 SH   SOLE   77,536 0 0
PFIZER INC COM 717081103 5,831 164,300 SH   SOLE   164,300 0 0
PGT INNOVATIONS INC COM 69336V101 248 13,300 SH   SOLE   13,300 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 2,688 152,800 SH   SOLE   152,800 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 1,221 40,500 SH   SOLE   40,500 0 0
PJT PARTNERS INC COM CL A 69343T107 331 6,600 SH   SOLE   6,600 0 0
PLY GEM HLDGS INC COM 72941W100 1,845 85,400 SH   SOLE   85,400 0 0
POOL CORPORATION COM 73278L105 687 4,700 SH   SOLE   4,700 0 0
POSCO SPONSORED ADR 693483109 623 7,900 SH   SOLE   7,900 0 0
PRAXAIR INC COM 74005P104 119,073 825,177 SH   SOLE   825,177 0 0
PRICE T ROWE GROUP INC COM 74144T108 5,053 46,800 SH   SOLE   46,800 0 0
PROGRESSIVE CORP OHIO COM 743315103 7,616 125,000 SH   SOLE   125,000 0 0
PUBLIC STORAGE COM 74460D109 9,559 47,700 SH   SOLE   47,700 0 0
QUALITY CARE PPTYS INC COM 747545101 222 11,400 SH   SOLE   11,400 0 0
QUORUM HEALTH CORP COM 74909E106 194 23,700 SH   SOLE   23,700 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 1,295 60,300 SH   SOLE   60,300 0 0
RAYTHEON CO COM NEW 755111507 7,359 34,100 SH   SOLE   34,100 0 0
RED HAT INC COM 756577102 6,429 43,000 SH   SOLE   43,000 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 319 24,916 SH   SOLE   24,916 0 0
RENT A CTR INC NEW COM 76009N100 623 72,200 SH   SOLE   72,200 0 0
REPUBLIC SVCS INC COM 760759100 6,457 97,500 SH   SOLE   97,500 0 0
RITE AID CORP COM 767754104 357 212,600 SH   SOLE   212,600 0 0
RMR GROUP INC CL A 74967R106 343 4,900 SH   SOLE   4,900 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,568 9,000 SH   SOLE   9,000 0 0
ROCKWELL COLLINS INC COM 774341101 7,592 56,300 SH   SOLE   56,300 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 137,483 3,080,458 SH   SOLE   3,080,458 0 0
ROLLINS INC COM 775711104 6,394 125,300 SH   SOLE   125,300 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 515,292 6,675,444 SH   SOLE   6,675,444 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 315 12,900 SH   SOLE   12,900 0 0
S&P GLOBAL INC COM 78409V104 5,885 30,800 SH   SOLE   30,800 0 0
SABRE CORP COM 78573M104 819 38,200 SH   SOLE   38,200 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 512 6,500 SH   SOLE   6,500 0 0
SEACOR MARINE HLDGS INC COM 78413P101 207 10,900 SH   SOLE   10,900 0 0
SERVICENOW INC COM 81762P102 4,186 25,300 SH   SOLE   25,300 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,204 28,400 SH   SOLE   28,400 0 0
SIGMA DESIGNS INC COM 826565103 366 59,100 SH   SOLE   59,100 0 0
SIMON PPTY GROUP INC NEW COM 828806109 152,675 989,146 SH   SOLE   989,146 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 1,842 76,200 SH   SOLE   76,200 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,262 291,500 SH   SOLE   291,500 0 0
SPARTON CORP COM 847235108 767 44,053 SH   SOLE   44,053 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 34,679 131,635 SH   SOLE   131,635 0 0
SPLUNK INC COM 848637104 2,627 26,700 SH   SOLE   26,700 0 0
SPRINT CORP COM SER 1 85207U105 780 159,800 SH   SOLE   159,800 0 0
SPX CORP COM 784635104 510 15,700 SH   SOLE   15,700 0 0
SPX FLOW INC COM 78469X107 502 10,200 SH   SOLE   10,200 0 0
STARS GROUP INC COM 85570W100 1,241 45,000 SH   SOLE   45,000 0 0
STUDENT TRANSN INC COM 86388A108 2,026 270,500 SH   SOLE   270,500 0 0
SUN LIFE FINL INC COM 866796105 10,170 247,800 SH   SOLE   247,800 0 0
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 881 49,500 SH   SOLE   49,500 0 0
SUNCOR ENERGY INC NEW COM 867224107 141,084 4,088,400 SH   SOLE   4,088,400 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 272 25,800 SH   SOLE   25,800 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 417 227,600 SH   SOLE   227,600 0 0
SYNOPSYS INC COM 871607107 7,017 84,300 SH   SOLE   84,300 0 0
SYNTEL INC COM 87162H103 248 9,700 SH   SOLE   9,700 0 0
SYSCO CORP COM 871829107 7,585 126,500 SH   SOLE   126,500 0 0
T MOBILE US INC COM 872590104 1,312 21,500 SH   SOLE   21,500 0 0
TALLGRASS ENERGY GP LP SHS CL A 874696107 727 38,200 SH   SOLE   38,200 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 913 24,100 SH   SOLE   24,100 0 0
TARGET CORP COM 87612E106 6,485 93,400 SH   SOLE   93,400 0 0
TE CONNECTIVITY LTD REG SHS H84989104 6,204 62,100 SH   SOLE   62,100 0 0
TELIGENT INC NEW COM 87960W104 83 24,600 SH   SOLE   24,600 0 0
TELUS CORP COM 87971M103 11,551 329,186 SH   SOLE   329,186 0 0
TEREX CORP NEW COM 880779103 1,238 33,100 SH   SOLE   33,100 0 0
TERRA NITROGEN CO L P COM UNIT 881005201 4,643 55,300 SH   SOLE   55,300 0 0
TEXAS INSTRS INC COM 882508104 6,555 63,100 SH   SOLE   63,100 0 0
TIDEWATER INC NEW COM 88642R109 349 12,200 SH   SOLE   12,200 0 0
TIME WARNER INC COM NEW 887317303 30,436 321,800 SH   SOLE   321,800 0 0
TITAN INTL INC ILL COM 88830M102 165 13,100 SH   SOLE   13,100 0 0
TJX COS INC NEW COM 872540109 10,267 125,879 SH   SOLE   125,879 0 0
TOLL BROTHERS INC COM 889478103 6,068 140,300 SH   SOLE   140,300 0 0
TOPBUILD CORP COM 89055F103 375 4,900 SH   SOLE   4,900 0 0
TORO CO COM 891092108 6,901 110,500 SH   SOLE   110,500 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 427,712 7,542,440 SH   SOLE   7,542,440 0 0
TRANSCANADA CORP COM 89353D107 247,386 5,986,155 SH   SOLE   5,986,155 0 0
TRANSUNION COM 89400J107 1,028 18,100 SH   SOLE   18,100 0 0
TRAVELERS COMPANIES INC COM 89417E109 3,777 27,200 SH   SOLE   27,200 0 0
TRIBUNE MEDIA CO CL A 896047503 49,844 1,230,413 SH   SOLE   1,230,413 0 0
TRINET GROUP INC COM 896288107 792 17,100 SH   SOLE   17,100 0 0
TRONC INC COM 89703P107 294 17,900 SH   SOLE   17,900 0 0
TUTOR PERINI CORP COM 901109108 606 27,500 SH   SOLE   27,500 0 0
UNION PAC CORP COM 907818108 212,248 1,578,875 SH   SOLE   1,578,875 0 0
UNITED PARCEL SERVICE INC CL B 911312106 99,426 949,990 SH   SOLE   949,990 0 0
UNITED TECHNOLOGIES CORP COM 913017109 228,686 1,817,565 SH   SOLE   1,817,565 0 0
UNITEDHEALTH GROUP INC COM 91324P102 6,803 31,790 SH   SOLE   31,790 0 0
UNITI GROUP INC COM 91325V108 322 19,800 SH   SOLE   19,800 0 0
US BANCORP DEL COM NEW 902973304 173,806 3,441,710 SH   SOLE   3,441,710 0 0
V F CORP COM 918204108 3,647 49,200 SH   SOLE   49,200 0 0
VALERO ENERGY CORP NEW COM 91913Y100 7,013 75,600 SH   SOLE   75,600 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 139,232 7,107,315 SH   SOLE   7,107,315 0 0
VECTRUS INC COM 92242T101 257 6,900 SH   SOLE   6,900 0 0
VEEVA SYS INC CL A COM 922475108 2,541 34,800 SH   SOLE   34,800 0 0
VERISIGN INC COM 92343E102 4,161 35,100 SH   SOLE   35,100 0 0
VERITIV CORP COM 923454102 361 9,200 SH   SOLE   9,200 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,477 51,800 SH   SOLE   51,800 0 0
VERSUM MATLS INC COM 92532W103 542 14,400 SH   SOLE   14,400 0 0
VIAVI SOLUTIONS INC COM 925550105 333 34,300 SH   SOLE   34,300 0 0
VISA INC COM CL A 92826C839 222,418 1,859,373 SH   SOLE   1,859,373 0 0
VISTA OUTDOOR INC COM 928377100 315 19,300 SH   SOLE   19,300 0 0
VISTEON CORP COM NEW 92839U206 5,953 54,000 SH   SOLE   54,000 0 0
VIVINT SOLAR INC COM 92854Q106 192 52,600 SH   SOLE   52,600 0 0
WALMART INC COM 931142103 8,622 96,909 SH   SOLE   96,909 0 0
WASTE MGMT INC DEL COM 94106L109 71,396 848,740 SH   SOLE   848,740 0 0
WATERS CORP COM 941848103 6,377 32,100 SH   SOLE   32,100 0 0
WELLS FARGO CO NEW COM 949746101 318,094 6,069,345 SH   SOLE   6,069,345 0 0
WELLTOWER INC COM 95040Q104 81,945 1,505,520 SH   SOLE   1,505,520 0 0
WEX INC COM 96208T104 3,117 19,900 SH   SOLE   19,900 0 0
WILLIAMS COS INC DEL COM 969457100 557 22,400 SH   SOLE   22,400 0 0
XCEL ENERGY INC COM 98389B100 9,505 209,000 SH   SOLE   209,000 0 0
XCERRA CORP COM 98400J108 885 76,000 SH   SOLE   76,000 0 0
XILINX INC COM 983919101 5,707 79,000 SH   SOLE   79,000 0 0
XYLEM INC COM 98419M100 5,246 68,200 SH   SOLE   68,200 0 0
YUM BRANDS INC COM 988498101 7,151 84,000 SH   SOLE   84,000 0 0
YY INC ADS REPCOM CLA 98426T106 873 8,300 SH   SOLE   8,300 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,963 14,100 SH   SOLE   14,100 0 0
ZOETIS INC CL A 98978V103 7,307 87,500 SH   SOLE   87,500 0 0