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
AFLAC INC COM 001055102 10,769 228,790 SH   SOLE   228,790 0 0
AGCO CORP COM 001084102 1,495 24,600 SH   SOLE   24,600 0 0
AGNC INVT CORP COM 00123Q104 418,911 22,485,845 SH   SOLE   22,485,845 0 0
AES CORP COM 00130H105 2,761 197,205 SH   SOLE   197,205 0 0
AMC NETWORKS INC CL A 00164V103 1,118 16,850 SH   SOLE   16,850 0 0
ATT INC COM 00206R102 86,069 2,563,096 SH   SOLE   2,563,096 0 0
AARONS INC COM PAR 050 002535300 1,394 25,600 SH   SOLE   25,600 0 0
ABBOTT LABS COM 002824100 38,348 522,743 SH   SOLE   522,743 0 0
ABBVIE INC COM 00287Y109 61,856 654,003 SH   SOLE   654,003 0 0
ABIOMED INC COM 003654100 28,514 63,400 SH   SOLE   63,400 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,148 32,600 SH   SOLE   32,600 0 0
ACI WORLDWIDE INC COM 004498101 1,206 42,850 SH   SOLE   42,850 0 0
ACTIVISION BLIZZARD INC COM 00507V109 18,896 227,144 SH   SOLE   227,144 0 0
ACUITY BRANDS INC COM 00508Y102 2,342 14,900 SH   SOLE   14,900 0 0
ADOBE SYS INC COM 00724F101 98,978 366,653 SH   SOLE   366,653 0 0
ADTALEM GLOBAL ED INC COM 00737L103 1,070 22,200 SH   SOLE   22,200 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,715 22,068 SH   SOLE   22,068 0 0
AECOM COM 00766T100 1,943 59,500 SH   SOLE   59,500 0 0
AEROHIVE NETWORKS INC COM 007786106 1,018 247,048 SH   SOLE   247,048 0 0
ADVANCED MICRO DEVICES COM 007903107 69,675 2,255,600 SH   SOLE   2,255,600 0 0
AETNA INC NEW COM 00817Y108 19,764 97,434 SH   SOLE   97,434 0 0
AFFILIATED MANAGERS GROUP COM 008252108 2,182 15,956 SH   SOLE   15,956 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,699 94,969 SH   SOLE   94,969 0 0
AIR PRODS CHEMS INC COM 009158106 10,909 65,302 SH   SOLE   65,302 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,696 50,523 SH   SOLE   50,523 0 0
AKORN INC COM 009728106 452 34,800 SH   SOLE   34,800 0 0
ALASKA AIR GROUP INC COM 011659109 2,527 36,696 SH   SOLE   36,696 0 0
ALBEMARLE CORP COM 012653101 3,227 32,340 SH   SOLE   32,340 0 0
ALEXANDER BALDWIN INC NEW COM 014491104 568 25,039 SH   SOLE   25,039 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,962 31,500 SH   SOLE   31,500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 50,930 366,378 SH   SOLE   366,378 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 39,409 239,193 SH   SOLE   239,193 0 0
ALIGN TECHNOLOGY INC COM 016255101 8,529 21,800 SH   SOLE   21,800 0 0
ALLEGHANY CORP DEL COM 017175100 3,589 5,500 SH   SOLE   5,500 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,374 46,500 SH   SOLE   46,500 0 0
ALLETE INC COM 018522300 1,425 19,000 SH   SOLE   19,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,331 14,103 SH   SOLE   14,103 0 0
ALLIANT ENERGY CORP COM 018802108 2,965 69,656 SH   SOLE   69,656 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 921 64,600 SH   SOLE   64,600 0 0
ALLSTATE CORP COM 020002101 10,180 103,137 SH   SOLE   103,137 0 0
ALLY FINL INC COM 02005N100 99,530 3,762,933 SH   SOLE   3,762,933 0 0
ALPHABET INC CAP STK CL C 02079K107 109,461 91,717 SH   SOLE   91,717 0 0
ALPHABET INC CAP STK CL A 02079K305 265,483 219,938 SH   SOLE   219,938 0 0
ALTERYX INC COM CL A 02156B103 203 3,543 SH   SOLE   3,543 0 0
ALTRIA GROUP INC COM 02209S103 62,162 1,030,702 SH   SOLE   1,030,702 0 0
AMAZON COM INC COM 023135106 326,293 162,902 SH   SOLE   162,902 0 0
AMEREN CORP COM 023608102 4,597 72,722 SH   SOLE   72,722 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 5,049 122,156 SH   SOLE   122,156 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 2,087 50,700 SH   SOLE   50,700 0 0
AMERICAN ELEC PWR INC COM 025537101 10,411 146,881 SH   SOLE   146,881 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,546 62,275 SH   SOLE   62,275 0 0
AMERICAN EXPRESS CO COM 025816109 122,261 1,148,101 SH   SOLE   1,148,101 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,884 25,990 SH   SOLE   25,990 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 14,095 264,752 SH   SOLE   264,752 0 0
AMERICAN TOWER CORP NEW COM 03027X100 19,082 131,326 SH   SOLE   131,326 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,735 53,828 SH   SOLE   53,828 0 0
AMERISOURCEBERGEN CORP COM 03073E105 29,343 318,184 SH   SOLE   318,184 0 0
AMERIPRISE FINL INC COM 03076C106 6,248 42,316 SH   SOLE   42,316 0 0
AMETEK INC NEW COM 031100100 5,466 69,084 SH   SOLE   69,084 0 0
AMGEN INC COM 031162100 59,553 287,294 SH   SOLE   287,294 0 0
AMPHENOL CORP NEW NEW CL A 032095101 8,410 89,452 SH   SOLE   89,452 0 0
ANADARKO PETE CORP COM 032511107 10,289 152,627 SH   SOLE   152,627 0 0
ANALOG DEVICES INC COM 032654105 10,244 110,795 SH   SOLE   110,795 0 0
ANDEAVOR COM 03349M105 6,364 41,461 SH   SOLE   41,461 0 0
ANNALY CAP MGMT INC COM 035710409 282,167 27,582,275 SH   SOLE   27,582,275 0 0
ANSYS INC COM 03662Q105 4,686 25,100 SH   SOLE   25,100 0 0
ANTHEM INC COM 036752103 21,224 77,444 SH   SOLE   77,444 0 0
APACHE CORP COM 037411105 5,434 113,994 SH   SOLE   113,994 0 0
APARTMENT INVT MGMT CO CL A 03748R101 2,071 46,928 SH   SOLE   46,928 0 0
APERGY CORP COM 03755L104 1,247 28,631 SH   SOLE   28,631 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 111,710 5,919,968 SH   SOLE   5,919,968 0 0
APPLE INC COM 037833100 541,684 2,399,591 SH   SOLE   2,399,591 0 0
APPLIED MATLS INC COM 038222105 11,321 292,909 SH   SOLE   292,909 0 0
APTARGROUP INC COM 038336103 2,478 23,000 SH   SOLE   23,000 0 0
AQUA AMERICA INC COM 03836W103 2,429 65,816 SH   SOLE   65,816 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 8,385 166,800 SH   SOLE   166,800 0 0
ARCONIC INC COM 03965L100 2,818 128,034 SH   SOLE   128,034 0 0
ARISTA NETWORKS INC COM 040413106 4,094 15,400 SH   SOLE   15,400 0 0
ARROW ELECTRS INC COM 042735100 2,386 32,362 SH   SOLE   32,362 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 1,933 23,053 SH   SOLE   23,053 0 0
ASSOCIATED BANC CORP COM 045487105 1,656 63,689 SH   SOLE   63,689 0 0
ASSURANT INC COM 04621X108 1,701 15,757 SH   SOLE   15,757 0 0
ATMOS ENERGY CORP COM 049560105 3,860 41,100 SH   SOLE   41,100 0 0
AUTODESK INC COM 052769106 10,166 65,120 SH   SOLE   65,120 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 22,084 146,581 SH   SOLE   146,581 0 0
AUTONATION INC COM 05329W102 885 21,300 SH   SOLE   21,300 0 0
AUTOZONE INC COM 053332102 6,100 7,864 SH   SOLE   7,864 0 0
AVALONBAY CMNTYS INC COM 053484101 7,468 41,223 SH   SOLE   41,223 0 0
AVANOS MED INC COM 05350V106 1,200 17,520 SH   SOLE   17,520 0 0
AVERY DENNISON CORP COM 053611109 31,576 291,426 SH   SOLE   291,426 0 0
AVIS BUDGET GROUP COM 053774105 791 24,600 SH   SOLE   24,600 0 0
AVNET INC COM 053807103 1,918 42,840 SH   SOLE   42,840 0 0
BB T CORP COM 054937107 11,201 230,761 SH   SOLE   230,761 0 0
BAIDU INC SPON ADR REP A 056752108 1,816 7,942 SH   SOLE   7,942 0 0
BAKER HUGHES A GE CO CL A 05722G100 4,198 124,101 SH   SOLE   124,101 0 0
BALL CORP COM 058498106 4,507 102,452 SH   SOLE   102,452 0 0
BANCORPSOUTH BK TUPELO MISS COM 05971J102 1,086 33,200 SH   SOLE   33,200 0 0
BANK AMER CORP COM 060505104 81,543 2,767,935 SH   SOLE   2,767,935 0 0
BANK HAWAII CORP COM 062540109 1,230 15,590 SH   SOLE   15,590 0 0
BANK NEW YORK MELLON CORP COM 064058100 13,979 274,148 SH   SOLE   274,148 0 0
BANK OZK COM 06417N103 1,697 44,700 SH   SOLE   44,700 0 0
BAXTER INTL INC COM 071813109 11,411 148,022 SH   SOLE   148,022 0 0
BECTON DICKINSON CO COM 075887109 20,816 79,753 SH   SOLE   79,753 0 0
BED BATH BEYOND INC COM 075896100 777 51,800 SH   SOLE   51,800 0 0
BELDEN INC COM 077454106 1,071 15,000 SH   SOLE   15,000 0 0
BEMIS INC COM 081437105 1,638 33,700 SH   SOLE   33,700 0 0
W R BERKLEY CORPORATION COM 084423102 2,842 35,555 SH   SOLE   35,555 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 37,120 116 SH   SOLE   116 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 240,311 1,122,370 SH   SOLE   1,122,370 0 0
BEST BUY INC COM 086516101 5,746 72,404 SH   SOLE   72,404 0 0
BIG LOTS INC COM 089302103 623 14,900 SH   SOLE   14,900 0 0
BIO RAD LABS INC CL A 090572207 2,316 7,400 SH   SOLE   7,400 0 0
BIOGEN INC COM 09062X103 21,190 59,977 SH   SOLE   59,977 0 0
BIO TECHNE CORP COM 09073M104 2,858 14,000 SH   SOLE   14,000 0 0
BLACK HILLS CORP COM 092113109 1,150 19,790 SH   SOLE   19,790 0 0
BLACKBAUD INC COM 09227Q100 1,827 18,000 SH   SOLE   18,000 0 0
BLACKROCK INC COM 09247X101 17,241 36,580 SH   SOLE   36,580 0 0
BLACKROCK TCP CAP CORP COM 09259E108 342 24,039 SH   SOLE   24,039 0 0
BLOCK H R INC COM 093671105 1,576 61,198 SH   SOLE   61,198 0 0
BOEING CO COM 097023105 89,014 239,350 SH   SOLE   239,350 0 0
BOOKING HLDGS INC COM 09857L108 61,752 31,125 SH   SOLE   31,125 0 0
BORGWARNER INC COM 099724106 2,661 62,196 SH   SOLE   62,196 0 0
BOSTON BEER INC CL A 100557107 920 3,200 SH   SOLE   3,200 0 0
BOSTON PROPERTIES INC COM 101121101 5,666 46,028 SH   SOLE   46,028 0 0
BOSTON SCIENTIFIC CORP COM 101137107 15,866 412,096 SH   SOLE   412,096 0 0
BOYD GAMING CORP COM 103304101 1,012 29,900 SH   SOLE   29,900 0 0
BRIGHTHOUSE FINL INC COM 10922N103 1,578 35,680 SH   SOLE   35,680 0 0
BRINKER INTL INC COM 109641100 705 15,077 SH   SOLE   15,077 0 0
BRINKS CO COM 109696104 1,311 18,800 SH   SOLE   18,800 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 46,741 752,917 SH   SOLE   752,917 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6,301 47,750 SH   SOLE   47,750 0 0
BROADCOM INC COM 11135F101 31,749 128,678 SH   SOLE   128,678 0 0
BROWN BROWN INC COM 115236101 2,534 85,700 SH   SOLE   85,700 0 0
BROWN FORMAN CORP CL B 115637209 2,537 50,192 SH   SOLE   50,192 0 0
BRUNSWICK CORP COM 117043109 2,151 32,100 SH   SOLE   32,100 0 0
BURLINGTON STORES INC COM 122017106 3,128 19,200 SH   SOLE   19,200 0 0
CBS CORP NEW CL B 124857202 5,793 100,827 SH   SOLE   100,827 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 3,195 33,300 SH   SOLE   33,300 0 0
CBRE GROUP INC CL A 12504L109 29,526 669,532 SH   SOLE   669,532 0 0
CDK GLOBAL INC COM 12508E101 2,997 47,900 SH   SOLE   47,900 0 0
CF INDS HLDGS INC COM 125269100 3,785 69,525 SH   SOLE   69,525 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,047 41,329 SH   SOLE   41,329 0 0
CIGNA CORP COM 125509109 15,104 72,528 SH   SOLE   72,528 0 0
CME GROUP INC COM CL A 12572Q105 17,272 101,477 SH   SOLE   101,477 0 0
CMS ENERGY CORP COM 125896100 4,137 84,435 SH   SOLE   84,435 0 0
CNO FINL GROUP INC COM 12621E103 1,292 60,900 SH   SOLE   60,900 0 0
CSX CORP COM 126408103 18,004 243,131 SH   SOLE   243,131 0 0
CNX RESOURCES CORPORATION COM 12653C108 1,128 78,800 SH   SOLE   78,800 0 0
CVS HEALTH CORP COM 126650100 113,147 1,437,340 SH   SOLE   1,437,340 0 0
CA INC COM 12673P105 39,191 887,680 SH   SOLE   887,680 0 0
CABLE ONE INC COM 12685J105 1,590 1,800 SH   SOLE   1,800 0 0
CABOT CORP COM 127055101 1,429 22,780 SH   SOLE   22,780 0 0
CABOT OIL GAS CORP COM 127097103 2,960 131,432 SH   SOLE   131,432 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,820 84,300 SH   SOLE   84,300 0 0
CALLON PETE CO DEL COM 13123X102 1,010 84,200 SH   SOLE   84,200 0 0
CAMDEN PPTY TR SH BEN INT 133131102 3,209 34,300 SH   SOLE   34,300 0 0
CAMPBELL SOUP CO COM 134429109 2,101 57,359 SH   SOLE   57,359 0 0
CANTEL MEDICAL CORP COM 138098108 1,234 13,400 SH   SOLE   13,400 0 0
CAPITAL ONE FINL CORP COM 14040H105 13,532 142,548 SH   SOLE   142,548 0 0
CARDINAL HEALTH INC COM 14149Y108 4,969 92,015 SH   SOLE   92,015 0 0
CARLISLE COS INC COM 142339100 2,694 22,120 SH   SOLE   22,120 0 0
CARMAX INC COM 143130102 3,928 52,605 SH   SOLE   52,605 0 0
CARNIVAL CORP UNIT 99999999 143658300 7,663 120,160 SH   SOLE   120,160 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,032 17,500 SH   SOLE   17,500 0 0
CARS COM INC COM 14575E105 654 23,699 SH   SOLE   23,699 0 0
CARTERS INC COM 146229109 1,696 17,200 SH   SOLE   17,200 0 0
CASEYS GEN STORES INC COM 147528103 1,743 13,500 SH   SOLE   13,500 0 0
CATALENT INC COM 148806102 2,441 53,600 SH   SOLE   53,600 0 0
CATERPILLAR INC DEL COM 149123101 27,001 177,066 SH   SOLE   177,066 0 0
CATHAY GEN BANCORP COM 149150104 1,181 28,500 SH   SOLE   28,500 0 0
CELGENE CORP COM 151020104 18,753 209,552 SH   SOLE   209,552 0 0
CENTENE CORP DEL COM 15135B101 8,850 61,124 SH   SOLE   61,124 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,052 146,562 SH   SOLE   146,562 0 0
CENTURYLINK INC COM 156700106 6,003 283,176 SH   SOLE   283,176 0 0
CERNER CORP COM 156782104 6,317 98,068 SH   SOLE   98,068 0 0
CHARLES RIV LABS INTL INC COM 159864107 2,395 17,800 SH   SOLE   17,800 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 17,337 53,200 SH   SOLE   53,200 0 0
CHEESECAKE FACTORY INC COM 163072101 835 15,599 SH   SOLE   15,599 0 0
CHEMED CORP NEW COM 16359R103 1,917 6,000 SH   SOLE   6,000 0 0
CHEMICAL FINL CORP COM 163731102 1,410 26,400 SH   SOLE   26,400 0 0
CHEMOURS CO COM 163851108 2,579 65,400 SH   SOLE   65,400 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,515 337,400 SH   SOLE   337,400 0 0
CHEVRON CORP NEW COM 166764100 69,818 570,968 SH   SOLE   570,968 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,336 7,340 SH   SOLE   7,340 0 0
CHURCH DWIGHT INC COM 171340102 4,341 73,124 SH   SOLE   73,124 0 0
CHURCHILL DOWNS INC COM 171484108 1,226 4,414 SH   SOLE   4,414 0 0
CIENA CORP COM NEW 171779309 1,646 52,700 SH   SOLE   52,700 0 0
CIMAREX ENERGY CO COM 171798101 2,638 28,380 SH   SOLE   28,380 0 0
CINCINNATI FINL CORP COM 172062101 3,466 45,121 SH   SOLE   45,121 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,580 39,300 SH   SOLE   39,300 0 0
CIRRUS LOGIC INC COM 172755100 872 22,600 SH   SOLE   22,600 0 0
CISCO SYS INC COM 17275R102 66,266 1,362,091 SH   SOLE   1,362,091 0 0
CINTAS CORP COM 172908105 7,787 39,367 SH   SOLE   39,367 0 0
CITIGROUP INC COM NEW 172967424 53,795 749,856 SH   SOLE   749,856 0 0
CITIZENS FINL GROUP INC COM 174610105 5,469 141,800 SH   SOLE   141,800 0 0
CITRIX SYS INC COM 177376100 4,266 38,374 SH   SOLE   38,374 0 0
CLEAN HARBORS INC COM 184496107 1,353 18,900 SH   SOLE   18,900 0 0
CLOROX CO DEL COM 189054109 5,741 38,170 SH   SOLE   38,170 0 0
CLOUDERA INC COM 18914U100 934 52,910 SH   SOLE   52,910 0 0
COCA COLA CO COM 191216100 52,681 1,140,538 SH   SOLE   1,140,538 0 0
COGNEX CORP COM 192422103 3,550 63,600 SH   SOLE   63,600 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 13,336 172,854 SH   SOLE   172,854 0 0
COHERENT INC COM 192479103 1,550 9,000 SH   SOLE   9,000 0 0
COLGATE PALMOLIVE CO COM 194162103 17,312 258,584 SH   SOLE   258,584 0 0
COMCAST CORP NEW CL A 20030N101 48,247 1,362,522 SH   SOLE   1,362,522 0 0
COMERICA INC COM 200340107 4,607 51,076 SH   SOLE   51,076 0 0
COMMERCE BANCSHARES INC COM 200525103 2,319 35,123 SH   SOLE   35,123 0 0
COMMERCIAL METALS CO COM 201723103 889 43,300 SH   SOLE   43,300 0 0
COMMVAULT SYSTEMS INC COM 204166102 994 14,200 SH   SOLE   14,200 0 0
COMPASS MINERALS INTL INC COM 20451N101 840 12,500 SH   SOLE   12,500 0 0
CONAGRA BRANDS INC COM 205887102 3,963 116,671 SH   SOLE   116,671 0 0
CONCHO RES INC COM 20605P101 9,109 59,632 SH   SOLE   59,632 0 0
CONOCOPHILLIPS COM 20825C104 26,800 346,255 SH   SOLE   346,255 0 0
CONSOLIDATED EDISON INC COM 209115104 7,065 92,728 SH   SOLE   92,728 0 0
CONSTELLATION BRANDS INC CL A 21036P108 10,776 49,975 SH   SOLE   49,975 0 0
CONVERGYS CORP COM 212485106 800 33,700 SH   SOLE   33,700 0 0
COOPER COS INC COM NEW 216648402 4,054 14,628 SH   SOLE   14,628 0 0
COPART INC COM 217204106 34,468 668,900 SH   SOLE   668,900 0 0
CORESITE RLTY CORP COM 21870Q105 1,512 13,600 SH   SOLE   13,600 0 0
CORELOGIC INC COM 21871D103 1,477 29,900 SH   SOLE   29,900 0 0
CORECIVIC INC COM 21871N101 1,066 43,812 SH   SOLE   43,812 0 0
CORNING INC COM 219350105 8,520 241,369 SH   SOLE   241,369 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,140 38,200 SH   SOLE   38,200 0 0
COSTCO WHSL CORP NEW COM 22160K105 30,684 130,636 SH   SOLE   130,636 0 0
COTY INC COM CL A 222070203 1,685 134,189 SH   SOLE   134,189 0 0
COUSINS PPTYS INC COM 222795106 1,382 155,500 SH   SOLE   155,500 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,309 8,900 SH   SOLE   8,900 0 0
CRANE CO COM 224399105 1,842 18,732 SH   SOLE   18,732 0 0
CREE INC COM 225447101 1,424 37,600 SH   SOLE   37,600 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 16,518 148,374 SH   SOLE   148,374 0 0
CULLEN FROST BANKERS INC COM 229899109 2,465 23,600 SH   SOLE   23,600 0 0
CUMMINS INC COM 231021106 6,539 44,764 SH   SOLE   44,764 0 0
CURTISS WRIGHT CORP COM 231561101 2,240 16,300 SH   SOLE   16,300 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,937 133,700 SH   SOLE   133,700 0 0
CYRUSONE INC COM 23283R100 2,327 36,700 SH   SOLE   36,700 0 0
D R HORTON INC COM 23331A109 4,313 102,260 SH   SOLE   102,260 0 0
DTE ENERGY CO COM 233331107 5,906 54,123 SH   SOLE   54,123 0 0
DXC TECHNOLOGY CO COM 23355L106 10,449 111,725 SH   SOLE   111,725 0 0
DANA INCORPORATED COM 235825205 999 53,500 SH   SOLE   53,500 0 0
DANAHER CORP DEL COM 235851102 19,936 183,467 SH   SOLE   183,467 0 0
DARDEN RESTAURANTS INC COM 237194105 4,109 36,953 SH   SOLE   36,953 0 0
DAVITA INC COM 23918K108 2,705 37,758 SH   SOLE   37,758 0 0
DECKERS OUTDOOR CORP COM 243537107 1,316 11,100 SH   SOLE   11,100 0 0
DEERE CO COM 244199105 14,410 95,854 SH   SOLE   95,854 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 33,289 575,632 SH   SOLE   575,632 0 0
DELUXE CORP COM 248019101 1,006 17,662 SH   SOLE   17,662 0 0
DENTSPLY SIRONA INC COM 24906P109 2,501 66,266 SH   SOLE   66,266 0 0
DEVON ENERGY CORP NEW COM 25179M103 6,053 151,563 SH   SOLE   151,563 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 478 23,900 SH   SOLE   23,900 0 0
DICKS SPORTING GOODS INC COM 253393102 1,004 28,300 SH   SOLE   28,300 0 0
DIGITAL RLTY TR INC COM 253868103 6,913 61,460 SH   SOLE   61,460 0 0
DILLARDS INC CL A 254067101 542 7,100 SH   SOLE   7,100 0 0
DISNEY WALT CO COM 254687106 74,672 638,553 SH   SOLE   638,553 0 0
DISCOVER FINL SVCS COM 254709108 7,809 102,143 SH   SOLE   102,143 0 0
DISCOVERY INC COM SER A 25470F104 1,490 46,549 SH   SOLE   46,549 0 0
DISCOVERY INC COM SER C 25470F302 3,169 107,146 SH   SOLE   107,146 0 0
DISH NETWORK CORP CL A 25470M109 2,442 68,300 SH   SOLE   68,300 0 0
DOLLAR GEN CORP NEW COM 256677105 37,943 347,142 SH   SOLE   347,142 0 0
DOLLAR TREE INC COM 256746108 5,783 70,910 SH   SOLE   70,910 0 0
DOMINION ENERGY INC COM 25746U109 13,694 194,849 SH   SOLE   194,849 0 0
DOMINOS PIZZA INC COM 25754A201 4,569 15,500 SH   SOLE   15,500 0 0
DOMTAR CORP COM NEW 257559203 1,216 23,300 SH   SOLE   23,300 0 0
DONALDSON INC COM 257651109 2,780 47,720 SH   SOLE   47,720 0 0
DOUGLAS EMMETT INC COM 25960P109 2,252 59,700 SH   SOLE   59,700 0 0
DOVER CORP COM 260003108 3,892 43,962 SH   SOLE   43,962 0 0
DOWDUPONT INC COM 26078J100 44,215 687,534 SH   SOLE   687,534 0 0
DRIL QUIP INC COM 262037104 726 13,900 SH   SOLE   13,900 0 0
DUKE REALTY CORP COM 264411505 3,021 106,500 SH   SOLE   106,500 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 19,332 241,584 SH   SOLE   241,584 0 0
DUN BRADSTREET CORP DEL NE COM 26483E100 1,952 13,700 SH   SOLE   13,700 0 0
DUNKIN BRANDS GROUP INC COM 265504100 2,285 31,000 SH   SOLE   31,000 0 0
DYCOM INDS INC COM 267475101 981 11,600 SH   SOLE   11,600 0 0
EOG RES INC COM 26875P101 22,022 172,628 SH   SOLE   172,628 0 0
EQT CORP COM 26884L109 3,480 78,670 SH   SOLE   78,670 0 0
EPR PPTYS COM COM SH BEN INT 26884U109 1,881 27,500 SH   SOLE   27,500 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 22,913 437,358 SH   SOLE   437,358 0 0
EAGLE MATERIALS INC COM 26969P108 1,509 17,700 SH   SOLE   17,700 0 0
EAST WEST BANCORP INC COM 27579R104 3,236 53,600 SH   SOLE   53,600 0 0
EASTMAN CHEM CO COM 277432100 4,027 42,070 SH   SOLE   42,070 0 0
EATON VANCE CORP COM NON VTG 278265103 2,297 43,700 SH   SOLE   43,700 0 0
EBAY INC COM 278642103 9,151 277,142 SH   SOLE   277,142 0 0
ECOLAB INC COM 278865100 11,873 75,729 SH   SOLE   75,729 0 0
EDGEWELL PERS CARE CO COM 28035Q102 922 19,944 SH   SOLE   19,944 0 0
EDISON INTL COM 281020107 6,571 97,084 SH   SOLE   97,084 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 10,856 62,356 SH   SOLE   62,356 0 0
ELDORADO RESORTS INC COM 28470R102 1,166 24,000 SH   SOLE   24,000 0 0
ELECTRONIC ARTS INC COM 285512109 10,941 90,806 SH   SOLE   90,806 0 0
ELLINGTON FINANCIAL LLC COM 288522303 24,059 1,502,778 SH   SOLE   1,502,778 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 6,548 580,000 SH   SOLE   580,000 0 0
EMCOR GROUP INC COM 29084Q100 1,615 21,500 SH   SOLE   21,500 0 0
EMERSON ELEC CO COM 291011104 14,338 187,223 SH   SOLE   187,223 0 0
ENCOMPASS HEALTH CORP COM 29261A100 2,853 36,600 SH   SOLE   36,600 0 0
ENERGEN CORP COM 29265N108 2,611 30,300 SH   SOLE   30,300 0 0
ENERGY FOCUS INC COM NEW 29268T300 1,118 545,283 SH   SOLE   545,283 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,299 22,144 SH   SOLE   22,144 0 0
ENERSYS COM 29275Y102 1,359 15,600 SH   SOLE   15,600 0 0
ENTERGY CORP NEW COM 29364G103 4,374 53,915 SH   SOLE   53,915 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,643 92,000 SH   SOLE   92,000 0 0
ENVISION HEALTHCARE CORP COM 29414D100 1,651 36,100 SH   SOLE   36,100 0 0
EQUIFAX INC COM 294429105 4,680 35,846 SH   SOLE   35,846 0 0
EQUINIX INC COM PAR 001 29444U700 10,276 23,738 SH   SOLE   23,738 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,269 109,703 SH   SOLE   109,703 0 0
ESSEX PPTY TR COM 297178105 4,861 19,702 SH   SOLE   19,702 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 891 9,800 SH   SOLE   9,800 0 0
EVERCORE INC CLASS A 29977A105 1,518 15,100 SH   SOLE   15,100 0 0
EVERGY INC COM 30034W106 4,449 81,000 SH   SOLE   81,000 0 0
EVERSOURCE ENERGY COM 30040W108 5,804 94,464 SH   SOLE   94,464 0 0
EVOKE PHARMA INC COM 30049G104 1,192 400,000 SH   SOLE   400,000 0 0
EXELON CORP COM 30161N101 209,035 4,787,797 SH   SOLE   4,787,797 0 0
EXELIXIS INC COM 30161Q104 1,953 110,200 SH   SOLE   110,200 0 0
EXPEDIA GROUP INC COM NEW 30212P303 4,617 35,384 SH   SOLE   35,384 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,816 51,899 SH   SOLE   51,899 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 15,913 167,492 SH   SOLE   167,492 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,262 37,648 SH   SOLE   37,648 0 0
EXXON MOBIL CORP COM 30231G102 107,255 1,261,532 SH   SOLE   1,261,532 0 0
FLIR SYS INC COM NEW 302445101 2,525 41,085 SH   SOLE   41,085 0 0
F M C CORP COM 302491303 3,499 40,134 SH   SOLE   40,134 0 0
FNB CORP PA COM 302520101 1,525 119,900 SH   SOLE   119,900 0 0
FACEBOOK INC CL A 30303M102 198,851 1,209,116 SH   SOLE   1,209,116 0 0
FACTSET RESH SYS INC COM 303075105 3,177 14,200 SH   SOLE   14,200 0 0
FAIR ISAAC CORP COM 303250104 2,468 10,800 SH   SOLE   10,800 0 0
FASTENAL CO COM 311900104 4,963 85,536 SH   SOLE   85,536 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,772 21,916 SH   SOLE   21,916 0 0
FEDERATED INVS INC PA CL B 314211103 854 35,400 SH   SOLE   35,400 0 0
FEDEX CORP COM 31428X106 17,460 72,512 SH   SOLE   72,512 0 0
F5 NETWORKS INC COM 315616102 3,624 18,172 SH   SOLE   18,172 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 12,762 117,006 SH   SOLE   117,006 0 0
FIFTH THIRD BANCORP COM 316773100 5,542 198,504 SH   SOLE   198,504 0 0
FIRST AMERN FINL CORP COM 31847R102 2,131 41,300 SH   SOLE   41,300 0 0
FIRST HORIZON NATL CORP COM 320517105 2,074 120,183 SH   SOLE   120,183 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,463 46,600 SH   SOLE   46,600 0 0
FIRST SOLAR INC COM 336433107 20,340 420,073 SH   SOLE   420,073 0 0
FISERV INC COM 337738108 11,604 140,856 SH   SOLE   140,856 0 0
FIRSTENERGY CORP COM 337932107 5,384 144,853 SH   SOLE   144,853 0 0
FITBIT INC CL A 33812L102 2,302 430,300 SH   SOLE   430,300 0 0
FIVE BELOW INC COM 33829M101 2,679 20,600 SH   SOLE   20,600 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 6,402 28,100 SH   SOLE   28,100 0 0
FLUOR CORP NEW COM 343412102 2,432 41,853 SH   SOLE   41,853 0 0
FLOWERS FOODS INC COM 343498101 1,266 67,850 SH   SOLE   67,850 0 0
FLOWSERVE CORP COM 34354P105 2,132 38,975 SH   SOLE   38,975 0 0
FOOT LOCKER INC COM 344849104 1,776 34,828 SH   SOLE   34,828 0 0
FORD MTR CO DEL COM PAR 01 345370860 10,790 1,166,490 SH   SOLE   1,166,490 0 0
FORTINET INC COM 34959E109 4,909 53,200 SH   SOLE   53,200 0 0
FORTIVE CORP COM 34959J108 7,714 91,619 SH   SOLE   91,619 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 68,664 3,776,923 SH   SOLE   3,776,923 0 0
FORTUNE BRANDS HOME SEC IN COM 34964C106 2,223 42,464 SH   SOLE   42,464 0 0
FRANKLIN RES INC COM 354613101 2,769 91,060 SH   SOLE   91,060 0 0
FREEPORT MCMORAN INC CL B 35671D857 6,010 431,723 SH   SOLE   431,723 0 0
FULTON FINL CORP PA COM 360271100 1,084 65,100 SH   SOLE   65,100 0 0
GATX CORP COM 361448103 1,211 13,990 SH   SOLE   13,990 0 0
GEO GROUP INC NEW COM 36162J106 1,133 45,050 SH   SOLE   45,050 0 0
GALLAGHER ARTHUR J CO COM 363576109 4,053 54,452 SH   SOLE   54,452 0 0
GAP INC DEL COM 364760108 1,865 64,646 SH   SOLE   64,646 0 0
GARTNER INC COM 366651107 4,295 27,099 SH   SOLE   27,099 0 0
GENERAL DYNAMICS CORP COM 369550108 27,356 133,627 SH   SOLE   133,627 0 0
GENERAL ELECTRIC CO COM 369604103 30,347 2,687,960 SH   SOLE   2,687,960 0 0
GENERAL MLS INC COM 370334104 7,620 177,538 SH   SOLE   177,538 0 0
GENERAL MTRS CO COM 37045V100 13,166 391,020 SH   SOLE   391,020 0 0
GENESEE WYO INC CL A 371559105 2,002 22,000 SH   SOLE   22,000 0 0
GENTEX CORP COM 371901109 2,135 99,500 SH   SOLE   99,500 0 0
GENUINE PARTS CO COM 372460105 4,347 43,732 SH   SOLE   43,732 0 0
GENWORTH FINL INC COM CL A 37247D106 772 185,200 SH   SOLE   185,200 0 0
GILEAD SCIENCES INC COM 375558103 189,123 2,449,460 SH   SOLE   2,449,460 0 0
GLAUKOS CORP COM 377322102 2,480 38,207 SH   SOLE   38,207 0 0
GLOBAL PMTS INC COM 37940X102 8,799 69,064 SH   SOLE   69,064 0 0
GLOBUS MED INC CL A 379577208 1,538 27,100 SH   SOLE   27,100 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 23,467 104,650 SH   SOLE   104,650 0 0
GOODYEAR TIRE RUBR CO COM 382550101 1,652 70,616 SH   SOLE   70,616 0 0
GRACO INC COM 384109104 2,864 61,800 SH   SOLE   61,800 0 0
GRAHAM HLDGS CO COM 384637104 927 1,600 SH   SOLE   1,600 0 0
GRAINGER W W INC COM 384802104 4,828 13,507 SH   SOLE   13,507 0 0
GRANITE CONSTR INC COM 387328107 774 16,945 SH   SOLE   16,945 0 0
GRANITE PT MTG TR INC COM 38741L107 36,979 1,918,000 SH   SOLE   1,918,000 0 0
GREAT AJAX CORP COM 38983D300 12,249 900,000 SH   SOLE   900,000 0 0
GREIF INC CL A 397624107 515 9,600 SH   SOLE   9,600 0 0
GULFPORT ENERGY CORP COM NEW 402635304 607 58,300 SH   SOLE   58,300 0 0
HCA HEALTHCARE INC COM 40412C101 41,822 300,620 SH   SOLE   300,620 0 0
HCP INC COM 40414L109 3,684 139,967 SH   SOLE   139,967 0 0
HNI CORP COM 404251100 714 16,140 SH   SOLE   16,140 0 0
HP INC COM 40434L105 12,151 471,525 SH   SOLE   471,525 0 0
HAEMONETICS CORP COM 405024100 2,188 19,100 SH   SOLE   19,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 898 33,100 SH   SOLE   33,100 0 0
HALLIBURTON CO COM 406216101 10,626 262,179 SH   SOLE   262,179 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,503 31,600 SH   SOLE   31,600 0 0
HANESBRANDS INC COM 410345102 1,979 107,392 SH   SOLE   107,392 0 0
HANOVER INS GROUP INC COM 410867105 1,943 15,750 SH   SOLE   15,750 0 0
HARLEY DAVIDSON INC COM 412822108 2,250 49,677 SH   SOLE   49,677 0 0
HARRIS CORP DEL COM 413875105 5,932 35,057 SH   SOLE   35,057 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,334 106,775 SH   SOLE   106,775 0 0
HASBRO INC COM 418056107 3,662 34,839 SH   SOLE   34,839 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,432 40,240 SH   SOLE   40,240 0 0
HEALTHCARE SVCS GRP INC COM 421906108 1,109 27,300 SH   SOLE   27,300 0 0
HEALTHCARE RLTY TR COM 421946104 1,355 46,300 SH   SOLE   46,300 0 0
HEALTHEQUITY INC COM 42226A107 1,888 20,000 SH   SOLE   20,000 0 0
HELMERICH PAYNE INC COM 423452101 2,234 32,492 SH   SOLE   32,492 0 0
HENRY JACK ASSOC INC COM 426281101 4,570 28,550 SH   SOLE   28,550 0 0
HERSHEY CO COM 427866108 4,252 41,682 SH   SOLE   41,682 0 0
HESS CORP COM 42809H107 5,369 75,005 SH   SOLE   75,005 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 7,152 438,497 SH   SOLE   438,497 0 0
HIGHWOODS PPTYS INC COM 431284108 1,810 38,300 SH   SOLE   38,300 0 0
HILL ROM HLDGS INC COM 431475102 2,318 24,550 SH   SOLE   24,550 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 7,181 88,900 SH   SOLE   88,900 0 0
HOLLYFRONTIER CORP COM 436106108 3,376 48,300 SH   SOLE   48,300 0 0
HOLOGIC INC COM 436440101 3,322 81,060 SH   SOLE   81,060 0 0
HOME BANCSHARES INC COM 436893200 1,301 59,400 SH   SOLE   59,400 0 0
HOME DEPOT INC COM 437076102 190,335 918,828 SH   SOLE   918,828 0 0
HORMEL FOODS CORP COM 440452100 3,192 81,020 SH   SOLE   81,020 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,753 60,800 SH   SOLE   60,800 0 0
HOST HOTELS RESORTS INC COM 44107P104 4,663 221,000 SH   SOLE   221,000 0 0
HUBBELL INC COM 443510607 2,700 20,214 SH   SOLE   20,214 0 0
HUMANA INC COM 444859102 13,888 41,026 SH   SOLE   41,026 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,101 26,076 SH   SOLE   26,076 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4,909 329,038 SH   SOLE   329,038 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,303 12,900 SH   SOLE   12,900 0 0
ICU MED INC COM 44930G107 1,725 6,100 SH   SOLE   6,100 0 0
IPG PHOTONICS CORP COM 44980X109 1,670 10,700 SH   SOLE   10,700 0 0
ITT INC COM 45073V108 1,985 32,400 SH   SOLE   32,400 0 0
IDACORP INC COM 451107106 1,854 18,680 SH   SOLE   18,680 0 0
IDEX CORP COM 45167R104 4,279 28,400 SH   SOLE   28,400 0 0
IDEXX LABS INC COM 45168D104 45,139 180,800 SH   SOLE   180,800 0 0
ILLINOIS TOOL WKS INC COM 452308109 32,260 228,597 SH   SOLE   228,597 0 0
ILLUMINA INC COM 452327109 63,780 173,760 SH   SOLE   173,760 0 0
INCYTE CORP COM 45337C102 3,634 52,600 SH   SOLE   52,600 0 0
INGREDION INC COM 457187102 2,760 26,300 SH   SOLE   26,300 0 0
INOGEN INC COM 45780L104 1,562 6,400 SH   SOLE   6,400 0 0
INTEGRA LIFESCIENCES HLDGS COM NEW 457985208 1,719 26,100 SH   SOLE   26,100 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,248 47,820 SH   SOLE   47,820 0 0
INTEL CORP COM 458140100 96,808 2,047,111 SH   SOLE   2,047,111 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,538 27,800 SH   SOLE   27,800 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,799 170,900 SH   SOLE   170,900 0 0
INTERDIGITAL INC COM 45867G101 1,032 12,900 SH   SOLE   12,900 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 914 20,300 SH   SOLE   20,300 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 72,654 480,487 SH   SOLE   480,487 0 0
INTERNATIONAL FLAVORS FRAGRA COM 459506101 3,790 27,242 SH   SOLE   27,242 0 0
INTL PAPER CO COM 460146103 5,990 121,873 SH   SOLE   121,873 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 396 9,050 SH   SOLE   9,050 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,615 114,329 SH   SOLE   114,329 0 0
INTUIT COM 461202103 17,529 77,084 SH   SOLE   77,084 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 19,440 33,868 SH   SOLE   33,868 0 0
IQVIA HLDGS INC COM 46266C105 6,266 48,300 SH   SOLE   48,300 0 0
IRON MTN INC NEW COM 46284V101 2,943 85,246 SH   SOLE   85,246 0 0
ISHARES TR CORE SP MCP ETF 464287507 76,480 379,951 SH   SOLE   379,951 0 0
JBG SMITH PPTYS COM 46590V100 1,474 40,025 SH   SOLE   40,025 0 0
JPMORGAN CHASE CO COM 46625H100 172,790 1,531,285 SH   SOLE   1,531,285 0 0
JABIL INC COM 466313103 1,535 56,700 SH   SOLE   56,700 0 0
JACK IN THE BOX INC COM 466367109 847 10,100 SH   SOLE   10,100 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 2,717 35,511 SH   SOLE   35,511 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,898 86,446 SH   SOLE   86,446 0 0
JETBLUE AIRWAYS CORP COM 477143101 2,240 115,723 SH   SOLE   115,723 0 0
JOHNSON JOHNSON COM 478160104 130,842 946,964 SH   SOLE   946,964 0 0
JONES LANG LASALLE INC COM 48020Q107 2,425 16,800 SH   SOLE   16,800 0 0
J2 GLOBAL INC COM 48123V102 1,433 17,300 SH   SOLE   17,300 0 0
JUNIPER NETWORKS INC COM 48203R104 3,078 102,696 SH   SOLE   102,696 0 0
KBR INC COM 48242W106 1,100 52,042 SH   SOLE   52,042 0 0
KLA TENCOR CORP COM 482480100 4,727 46,477 SH   SOLE   46,477 0 0
KLX INC COM 482539103 1,174 18,700 SH   SOLE   18,700 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,445 30,412 SH   SOLE   30,412 0 0
KB HOME COM 48666K109 756 31,600 SH   SOLE   31,600 0 0
KELLOGG CO COM 487836108 5,279 75,391 SH   SOLE   75,391 0 0
KEMPER CORP DEL COM 488401100 1,814 22,550 SH   SOLE   22,550 0 0
KENNAMETAL INC COM 489170100 1,314 30,160 SH   SOLE   30,160 0 0
KEYCORP NEW COM 493267108 6,236 313,527 SH   SOLE   313,527 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,593 69,300 SH   SOLE   69,300 0 0
KILROY RLTY CORP COM 49427F108 2,667 37,200 SH   SOLE   37,200 0 0
KIMBERLY CLARK CORP COM 494368103 11,767 103,546 SH   SOLE   103,546 0 0
KIMCO RLTY CORP COM 49446R109 2,102 125,538 SH   SOLE   125,538 0 0
KINDER MORGAN INC DEL COM 49456B101 10,027 565,556 SH   SOLE   565,556 0 0
KIRBY CORP COM 497266106 1,637 19,900 SH   SOLE   19,900 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1,634 47,400 SH   SOLE   47,400 0 0
KOHLS CORP COM 500255104 3,706 49,710 SH   SOLE   49,710 0 0
KRAFT HEINZ CO COM 500754106 10,209 185,246 SH   SOLE   185,246 0 0
KROGER CO COM 501044101 6,910 237,376 SH   SOLE   237,376 0 0
L BRANDS INC COM 501797104 2,062 68,044 SH   SOLE   68,044 0 0
LKQ CORP COM 501889208 3,001 94,752 SH   SOLE   94,752 0 0
L3 TECHNOLOGIES INC COM 502413107 4,953 23,296 SH   SOLE   23,296 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,279 30,397 SH   SOLE   30,397 0 0
LAM RESEARCH CORP COM 512807108 7,124 46,960 SH   SOLE   46,960 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 5,166 66,400 SH   SOLE   66,400 0 0
LAMB WESTON HLDGS INC COM 513272104 3,610 54,200 SH   SOLE   54,200 0 0
LANCASTER COLONY CORP COM 513847103 1,077 7,220 SH   SOLE   7,220 0 0
LANDSTAR SYS INC COM 515098101 1,854 15,200 SH   SOLE   15,200 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,411 40,800 SH   SOLE   40,800 0 0
LAUDER ESTEE COS INC CL A 518439104 9,710 66,818 SH   SOLE   66,818 0 0
LEGGETT PLATT INC COM 524660107 1,698 38,777 SH   SOLE   38,777 0 0
LEGG MASON INC COM 524901105 987 31,600 SH   SOLE   31,600 0 0
LEIDOS HLDGS INC COM 525327102 3,849 55,648 SH   SOLE   55,648 0 0
LENDINGTREE INC NEW COM 52603B107 621 2,700 SH   SOLE   2,700 0 0
LENNAR CORP CL A 526057104 4,060 86,958 SH   SOLE   86,958 0 0
LENNOX INTL INC COM 526107107 2,927 13,400 SH   SOLE   13,400 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,311 54,700 SH   SOLE   54,700 0 0
LIFEPOINT HEALTH INC COM 53219L109 921 14,300 SH   SOLE   14,300 0 0
LIFE STORAGE INC COM 53223X107 1,637 17,200 SH   SOLE   17,200 0 0
LILLY ELI CO COM 532457108 30,566 284,838 SH   SOLE   284,838 0 0
LINCOLN ELEC HLDGS INC COM 533900106 2,252 24,100 SH   SOLE   24,100 0 0
LINCOLN NATL CORP IND COM 534187109 4,370 64,581 SH   SOLE   64,581 0 0
LITTELFUSE INC COM 537008104 1,840 9,300 SH   SOLE   9,300 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,778 51,000 SH   SOLE   51,000 0 0
LOCKHEED MARTIN CORP COM 539830109 47,818 138,218 SH   SOLE   138,218 0 0
LOEWS CORP COM 540424108 4,163 82,885 SH   SOLE   82,885 0 0
LOGMEIN INC COM 54142L109 1,711 19,202 SH   SOLE   19,202 0 0
LOUISIANA PAC CORP COM 546347105 1,399 52,799 SH   SOLE   52,799 0 0
LOWES COS INC COM 548661107 27,749 241,675 SH   SOLE   241,675 0 0
LUMENTUM HLDGS INC COM 55024U109 1,391 23,200 SH   SOLE   23,200 0 0
M T BK CORP COM 55261F104 7,054 42,870 SH   SOLE   42,870 0 0
MB FINANCIAL INC NEW COM 55264U108 1,434 31,100 SH   SOLE   31,100 0 0
MDU RES GROUP INC COM 552690109 1,862 72,462 SH   SOLE   72,462 0 0
MGM RESORTS INTERNATIONAL COM 552953101 4,251 152,300 SH   SOLE   152,300 0 0
MKS INSTRUMENT INC COM 55306N104 1,627 20,300 SH   SOLE   20,300 0 0
MSA SAFETY INC COM 553498106 1,373 12,900 SH   SOLE   12,900 0 0
MSC INDL DIRECT INC CL A 553530106 1,498 17,000 SH   SOLE   17,000 0 0
MSCI INC COM 55354G100 4,701 26,500 SH   SOLE   26,500 0 0
MACERICH CO COM 554382101 1,742 31,508 SH   SOLE   31,508 0 0
MACK CALI RLTY CORP COM 554489104 710 33,400 SH   SOLE   33,400 0 0
MACYS INC COM 55616P104 3,175 91,430 SH   SOLE   91,430 0 0
MANHATTAN ASSOCS INC COM 562750109 1,327 24,300 SH   SOLE   24,300 0 0
MANPOWERGROUP INC COM 56418H100 2,066 24,030 SH   SOLE   24,030 0 0
MARATHON OIL CORP COM 565849106 5,926 254,540 SH   SOLE   254,540 0 0
MARATHON PETE CORP COM 56585A102 10,745 134,366 SH   SOLE   134,366 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,481 13,900 SH   SOLE   13,900 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 1,687 15,100 SH   SOLE   15,100 0 0
MARSH MCLENNAN COS INC COM 571748102 12,449 150,501 SH   SOLE   150,501 0 0
MARRIOTT INTL INC NEW CL A 571903202 11,335 85,852 SH   SOLE   85,852 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,423 18,812 SH   SOLE   18,812 0 0
MASCO CORP COM 574599106 3,353 91,604 SH   SOLE   91,604 0 0
MASIMO CORP COM 574795100 2,217 17,800 SH   SOLE   17,800 0 0
MASTERCARD INCORPORATED CL A 57636Q104 62,727 281,778 SH   SOLE   281,778 0 0
MATADOR RES CO COM 576485205 1,266 38,300 SH   SOLE   38,300 0 0
MATTEL INC COM 577081102 1,610 102,561 SH   SOLE   102,561 0 0
MAXIMUS INC COM 577933104 1,548 23,800 SH   SOLE   23,800 0 0
MCCORMICK CO INC COM NON VTG 579780206 5,674 43,068 SH   SOLE   43,068 0 0
MCDERMOTT INTL INC COM 580037703 1,231 66,799 SH   SOLE   66,799 0 0
MCDONALDS CORP COM 580135101 38,670 231,157 SH   SOLE   231,157 0 0
MCKESSON CORP COM 58155Q103 7,897 59,533 SH   SOLE   59,533 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 2,011 134,900 SH   SOLE   134,900 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,620 22,100 SH   SOLE   22,100 0 0
MEDNAX INC COM 58502B106 1,614 34,600 SH   SOLE   34,600 0 0
MERCK CO INC COM 58933Y105 58,990 831,549 SH   SOLE   831,549 0 0
MERCURY GENL CORP NEW COM 589400100 502 10,000 SH   SOLE   10,000 0 0
MEREDITH CORP COM 589433101 750 14,700 SH   SOLE   14,700 0 0
METLIFE INC COM 59156R108 13,847 296,385 SH   SOLE   296,385 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,592 7,540 SH   SOLE   7,540 0 0
MICHAELS COS INC COM 59408Q106 586 36,100 SH   SOLE   36,100 0 0
MICROSOFT CORP COM 594918104 338,228 2,957,317 SH   SOLE   2,957,317 0 0
MICROVISION INC DEL COM NEW 594960304 4,676 3,864,199 SH   SOLE   3,864,199 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 25,265 320,172 SH   SOLE   320,172 0 0
MICRON TECHNOLOGY INC COM 595112103 15,629 345,544 SH   SOLE   345,544 0 0
MID AMER APT CMNTYS INC COM 59522J103 3,396 33,901 SH   SOLE   33,901 0 0
MILLER HERMAN INC COM 600544100 846 22,030 SH   SOLE   22,030 0 0
MINERALS TECHNOLOGIES INC COM 603158106 884 13,080 SH   SOLE   13,080 0 0
MOHAWK INDS INC COM 608190104 3,320 18,936 SH   SOLE   18,936 0 0
MOLINA HEALTHCARE INC COM 60855R100 3,390 22,800 SH   SOLE   22,800 0 0
MOLSON COORS BREWING CO CL B 60871R209 3,432 55,799 SH   SOLE   55,799 0 0
MONDELEZ INTL INC CL A 609207105 18,772 436,956 SH   SOLE   436,956 0 0
MONOLITHIC PWR SYS INC COM 609839105 1,808 14,400 SH   SOLE   14,400 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 6,906 118,492 SH   SOLE   118,492 0 0
MOODYS CORP COM 615369105 23,059 137,915 SH   SOLE   137,915 0 0
MORGAN STANLEY COM NEW 617446448 18,402 395,155 SH   SOLE   395,155 0 0
MOSAIC CO NEW COM 61945C103 3,433 105,682 SH   SOLE   105,682 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,289 48,323 SH   SOLE   48,323 0 0
MURPHY OIL CORP COM 626717102 2,007 60,200 SH   SOLE   60,200 0 0
MURPHY USA INC COM 626755102 942 11,025 SH   SOLE   11,025 0 0
NCR CORP NEW COM 62886E108 1,240 43,640 SH   SOLE   43,640 0 0
NRG ENERGY INC COM NEW 629377508 3,380 90,368 SH   SOLE   90,368 0 0
NVR INC COM 62944T105 3,123 1,264 SH   SOLE   1,264 0 0
NASDAQ INC COM 631103108 2,944 34,311 SH   SOLE   34,311 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,782 31,780 SH   SOLE   31,780 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 2,053 39,587 SH   SOLE   39,587 0 0
NATIONAL INSTRS CORP COM 636518102 2,009 41,575 SH   SOLE   41,575 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,910 113,978 SH   SOLE   113,978 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 2,604 58,100 SH   SOLE   58,100 0 0
NAVIENT CORP COM 63938C108 1,174 87,100 SH   SOLE   87,100 0 0
NEKTAR THERAPEUTICS COM 640268108 3,133 51,400 SH   SOLE   51,400 0 0
NETAPP INC COM 64110D104 6,639 77,291 SH   SOLE   77,291 0 0
NETFLIX INC COM 64110L106 48,537 129,734 SH   SOLE   129,734 0 0
NETSCOUT SYS INC COM 64115T104 677 26,800 SH   SOLE   26,800 0 0
NEW JERSEY RES COM 646025106 1,503 32,600 SH   SOLE   32,600 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 55,174 3,096,176 SH   SOLE   3,096,176 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,881 181,370 SH   SOLE   181,370 0 0
NEW YORK TIMES CO CL A 650111107 1,208 52,200 SH   SOLE   52,200 0 0
NEWELL BRANDS INC COM 651229106 2,630 129,571 SH   SOLE   129,571 0 0
NEWFIELD EXPL CO COM 651290108 1,716 59,512 SH   SOLE   59,512 0 0
NEWMARKET CORP COM 651587107 1,338 3,300 SH   SOLE   3,300 0 0
NEWMONT MINING CORP COM 651639106 4,800 158,955 SH   SOLE   158,955 0 0
NEWS CORP NEW CL A 65249B109 1,507 114,239 SH   SOLE   114,239 0 0
NEWS CORP NEW CL B 65249B208 501 36,844 SH   SOLE   36,844 0 0
NEXTERA ENERGY INC COM 65339F101 23,560 140,573 SH   SOLE   140,573 0 0
NIKE INC CL B 654106103 32,328 381,592 SH   SOLE   381,592 0 0
NISOURCE INC COM 65473P105 2,696 108,202 SH   SOLE   108,202 0 0
NOBLE ENERGY INC COM 655044105 4,490 143,961 SH   SOLE   143,961 0 0
NORDSON CORP COM 655663102 2,689 19,360 SH   SOLE   19,360 0 0
NORDSTROM INC COM 655664100 2,045 34,192 SH   SOLE   34,192 0 0
NORFOLK SOUTHERN CORP COM 655844108 15,063 83,449 SH   SOLE   83,449 0 0
NORTHERN TR CORP COM 665859104 6,797 66,554 SH   SOLE   66,554 0 0
NORTHROP GRUMMAN CORP COM 666807102 16,477 51,917 SH   SOLE   51,917 0 0
NORTHWESTERN CORP COM NEW 668074305 1,091 18,600 SH   SOLE   18,600 0 0
NOW INC COM 67011P100 664 40,127 SH   SOLE   40,127 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,690 20,500 SH   SOLE   20,500 0 0
NUCOR CORP COM 670346105 5,984 94,311 SH   SOLE   94,311 0 0
NVIDIA CORP COM 67066G104 50,919 181,192 SH   SOLE   181,192 0 0
NUVASIVE INC COM 670704105 1,349 19,000 SH   SOLE   19,000 0 0
OGE ENERGY CORP COM 670837103 2,681 73,820 SH   SOLE   73,820 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,352 24,047 SH   SOLE   24,047 0 0
OASIS PETE INC NEW COM 674215108 1,401 98,800 SH   SOLE   98,800 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 18,723 227,856 SH   SOLE   227,856 0 0
OCEANEERING INTL INC COM 675232102 1,005 36,400 SH   SOLE   36,400 0 0
OLD DOMINION FGHT LINES INC COM 679580100 3,919 24,300 SH   SOLE   24,300 0 0
OLD REP INTL CORP COM 680223104 2,353 105,127 SH   SOLE   105,127 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1,826 19,000 SH   SOLE   19,000 0 0
OMNICOM GROUP INC COM 681919106 4,545 66,818 SH   SOLE   66,818 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,428 74,100 SH   SOLE   74,100 0 0
ONE GAS INC COM 68235P108 1,601 19,457 SH   SOLE   19,457 0 0
ONEOK INC NEW COM 682680103 8,306 122,526 SH   SOLE   122,526 0 0
ORACLE CORP COM 68389X105 76,565 1,484,960 SH   SOLE   1,484,960 0 0
OSHKOSH CORP COM 688239201 1,923 27,000 SH   SOLE   27,000 0 0
OWENS ILL INC COM NEW 690768403 1,107 58,900 SH   SOLE   58,900 0 0
PBF ENERGY INC CL A 69318G106 2,211 44,300 SH   SOLE   44,300 0 0
PG E CORP COM 69331C108 7,091 154,129 SH   SOLE   154,129 0 0
PNC FINL SVCS GROUP COM 693475105 18,845 138,376 SH   SOLE   138,376 0 0
PNM RES INC COM 69349H107 1,161 29,434 SH   SOLE   29,434 0 0
PPG INDS INC COM 693506107 7,865 72,068 SH   SOLE   72,068 0 0
PPL CORP COM 69351T106 6,100 208,466 SH   SOLE   208,466 0 0
PRA HEALTH SCIENCES INC COM 69354M108 2,358 21,400 SH   SOLE   21,400 0 0
PVH CORP COM 693656100 3,306 22,896 SH   SOLE   22,896 0 0
PTC INC COM 69370C100 4,167 39,239 SH   SOLE   39,239 0 0
PACCAR INC COM 693718108 7,120 104,418 SH   SOLE   104,418 0 0
PACKAGING CORP AMER COM 695156109 3,093 28,200 SH   SOLE   28,200 0 0
PACWEST BANCORP DEL COM 695263103 2,159 45,300 SH   SOLE   45,300 0 0
PALO ALTO NETWORKS INC COM 697435105 11,263 50,000 SH   SOLE   50,000 0 0
PAPA JOHNS INTL INC COM 698813102 426 8,300 SH   SOLE   8,300 0 0
PARKER HANNIFIN CORP COM 701094104 7,246 39,395 SH   SOLE   39,395 0 0
PATTERSON COMPANIES INC COM 703395103 746 30,500 SH   SOLE   30,500 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,393 81,400 SH   SOLE   81,400 0 0
PAYCHEX INC COM 704326107 7,027 95,411 SH   SOLE   95,411 0 0
PAYPAL HLDGS INC COM 70450Y103 30,984 352,734 SH   SOLE   352,734 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,780 103,975 SH   SOLE   103,975 0 0
PEPSICO INC COM 713448108 47,116 421,429 SH   SOLE   421,429 0 0
PERKINELMER INC COM 714046109 36,285 373,029 SH   SOLE   373,029 0 0
PERSPECTA INC COM 715347100 1,355 52,700 SH   SOLE   52,700 0 0
PFIZER INC COM 717081103 86,740 1,968,226 SH   SOLE   1,968,226 0 0
PHILIP MORRIS INTL INC COM 718172109 70,937 869,965 SH   SOLE   869,965 0 0
PHILLIPS 66 COM 718546104 14,342 127,235 SH   SOLE   127,235 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 1,630 27,100 SH   SOLE   27,100 0 0
PINNACLE WEST CAP CORP COM 723484101 2,644 33,387 SH   SOLE   33,387 0 0
PIONEER NAT RES COM 723787107 8,849 50,802 SH   SOLE   50,802 0 0
PITNEY BOWES INC COM 724479100 492 69,500 SH   SOLE   69,500 0 0
PLANTRONICS INC NEW COM 727493108 736 12,200 SH   SOLE   12,200 0 0
POLARIS INDS INC COM 731068102 2,181 21,600 SH   SOLE   21,600 0 0
POLYONE CORP COM 73179P106 1,294 29,600 SH   SOLE   29,600 0 0
POOL CORP COM 73278L105 2,487 14,900 SH   SOLE   14,900 0 0
POST HLDGS INC COM 737446104 2,412 24,600 SH   SOLE   24,600 0 0
POTLATCHDELTIC CORP COM 737630103 952 23,241 SH   SOLE   23,241 0 0
PRAXAIR INC COM 74005P104 13,766 85,645 SH   SOLE   85,645 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 724 19,100 SH   SOLE   19,100 0 0
PRICE T ROWE GROUP INC COM 74144T108 7,911 72,461 SH   SOLE   72,461 0 0
PRIMERICA INC COM 74164M108 1,917 15,900 SH   SOLE   15,900 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 4,622 78,879 SH   SOLE   78,879 0 0
PROCTER AND GAMBLE CO COM 742718109 69,223 831,703 SH   SOLE   831,703 0 0
PROGRESSIVE CORP OHIO COM 743315103 12,345 173,781 SH   SOLE   173,781 0 0
PROLOGIS INC COM 74340W103 12,718 187,611 SH   SOLE   187,611 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,699 24,500 SH   SOLE   24,500 0 0
PRUDENTIAL FINL INC COM 744320102 12,587 124,232 SH   SOLE   124,232 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,951 150,622 SH   SOLE   150,622 0 0
PUBLIC STORAGE COM 74460D109 9,008 44,677 SH   SOLE   44,677 0 0
PULTE GROUP INC COM 745867101 1,930 77,909 SH   SOLE   77,909 0 0
QEP RES INC COM 74733V100 992 87,600 SH   SOLE   87,600 0 0
QORVO INC COM 74736K101 2,878 37,424 SH   SOLE   37,424 0 0
QUALCOMM INC COM 747525103 30,186 419,071 SH   SOLE   419,071 0 0
QUANTA SVCS INC COM 74762E102 1,481 44,356 SH   SOLE   44,356 0 0
QUEST DIAGNOSTICS INC COM 74834L100 26,121 242,063 SH   SOLE   242,063 0 0
RPM INTL INC COM 749685103 3,203 49,318 SH   SOLE   49,318 0 0
RALPH LAUREN CORP CL A 751212101 2,261 16,441 SH   SOLE   16,441 0 0
RANGE RES CORP COM 75281A109 1,301 76,600 SH   SOLE   76,600 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 3,599 39,100 SH   SOLE   39,100 0 0
RAYONIER INC COM 754907103 1,620 47,909 SH   SOLE   47,909 0 0
RAYTHEON CO COM NEW 755111507 17,574 85,036 SH   SOLE   85,036 0 0
REALOGY HLDGS CORP COM 75605Y106 947 45,900 SH   SOLE   45,900 0 0
REALTY INCOME CORP COM 756109104 4,917 86,424 SH   SOLE   86,424 0 0
RED HAT INC COM 756577102 7,209 52,896 SH   SOLE   52,896 0 0
REGAL BELOIT CORP COM 758750103 1,327 16,100 SH   SOLE   16,100 0 0
REGENCY CTRS CORP COM 758849103 3,266 50,500 SH   SOLE   50,500 0 0
REGENERON PHARMACEUTICALS COM 75886F107 9,311 23,044 SH   SOLE   23,044 0 0
REGIONS FINL CORP NEW COM 7591EP100 6,027 328,470 SH   SOLE   328,470 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 3,397 23,500 SH   SOLE   23,500 0 0
RELIANCE STEEL ALUMINUM CO COM 759509102 2,286 26,800 SH   SOLE   26,800 0 0
REPUBLIC SVCS INC COM 760759100 4,723 65,000 SH   SOLE   65,000 0 0
RESMED INC COM 761152107 4,902 42,500 SH   SOLE   42,500 0 0
ROBERT HALF INTL INC COM 770323103 32,442 460,960 SH   SOLE   460,960 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,880 36,690 SH   SOLE   36,690 0 0
ROCKWELL COLLINS INC COM 774341101 6,884 49,009 SH   SOLE   49,009 0 0
ROLLINS INC COM 775711104 1,775 29,239 SH   SOLE   29,239 0 0
ROPER TECHNOLOGIES INC COM 776696106 9,124 30,802 SH   SOLE   30,802 0 0
ROSS STORES INC COM 778296103 14,314 144,438 SH   SOLE   144,438 0 0
ROYAL GOLD INC COM 780287108 1,865 24,200 SH   SOLE   24,200 0 0
RYDER SYS INC COM 783549108 1,432 19,600 SH   SOLE   19,600 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 5,494 34,200 SH   SOLE   34,200 0 0
SEI INVESTMENTS CO COM 784117103 2,976 48,700 SH   SOLE   48,700 0 0
SL GREEN RLTY CORP COM 78440X101 2,517 25,808 SH   SOLE   25,808 0 0
SLM CORP COM 78442P106 1,795 161,025 SH   SOLE   161,025 0 0
SM ENERGY CO COM 78454L100 1,204 38,200 SH   SOLE   38,200 0 0
SPDR S P 500 ETF TR TR UNIT 78462F103 444,632 1,529,415 SH   SOLE   1,529,415 0 0
SVB FINL GROUP COM 78486Q101 4,942 15,900 SH   SOLE   15,900 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,524 65,900 SH   SOLE   65,900 0 0
SABRE CORP COM 78573M104 2,415 92,600 SH   SOLE   92,600 0 0
SAFETY INCOME GROWTH INC COM 78649D104 16,482 880,000 SH   SOLE   880,000 0 0
SALESFORCE COM INC COM 79466L302 35,854 225,456 SH   SOLE   225,456 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 817 44,400 SH   SOLE   44,400 0 0
SANDERSON FARMS INC COM 800013104 765 7,400 SH   SOLE   7,400 0 0
SCANA CORP NEW COM 80589M102 1,653 42,516 SH   SOLE   42,516 0 0
SCHEIN HENRY INC COM 806407102 3,881 45,644 SH   SOLE   45,644 0 0
SCHLUMBERGER LTD COM 806857108 25,128 412,472 SH   SOLE   412,472 0 0
SCHWAB CHARLES CORP NEW COM 808513105 17,612 358,337 SH   SOLE   358,337 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,264 15,685 SH   SOLE   15,685 0 0
SCIENTIFIC GAMES CORP COM 80874P109 516 20,300 SH   SOLE   20,300 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,147 14,575 SH   SOLE   14,575 0 0
SEALED AIR CORP NEW COM 81211K100 1,901 47,348 SH   SOLE   47,348 0 0
SELECT SECTOR SPDR TR SBI INT FINL 81369Y605 54,901 1,990,600 SH   SOLE   1,990,600 0 0
SELECT SECTOR SPDR TR SBI INT INDS 81369Y704 47,385 604,400 SH   SOLE   604,400 0 0
SEMPRA ENERGY COM 816851109 9,264 81,438 SH   SOLE   81,438 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,544 87,900 SH   SOLE   87,900 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,199 15,670 SH   SOLE   15,670 0 0
SERVICE CORP INTL COM 817565104 2,948 66,700 SH   SOLE   66,700 0 0
SHERWIN WILLIAMS CO COM 824348106 56,670 124,491 SH   SOLE   124,491 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,354 20,500 SH   SOLE   20,500 0 0
SILICON LABORATORIES INC COM 826919102 1,469 16,000 SH   SOLE   16,000 0 0
SILGAN HOLDINGS INC COM 827048109 797 28,662 SH   SOLE   28,662 0 0
SIMON PPTY GROUP INC NEW COM 828806109 16,278 92,098 SH   SOLE   92,098 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,843 26,400 SH   SOLE   26,400 0 0
SKECHERS U S A INC CL A 830566105 1,397 50,000 SH   SOLE   50,000 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 4,836 53,308 SH   SOLE   53,308 0 0
SMITH A O COM 831865209 2,300 43,100 SH   SOLE   43,100 0 0
SMUCKER J M CO COM NEW 832696405 3,478 33,900 SH   SOLE   33,900 0 0
SNAP ON INC COM 833034101 3,091 16,835 SH   SOLE   16,835 0 0
SNAP INC CL A 83304A106 9,165 1,080,756 SH   SOLE   1,080,756 0 0
SONOCO PRODS CO COM 835495102 2,043 36,811 SH   SOLE   36,811 0 0
SOTHEBYS COM 835898107 665 13,527 SH   SOLE   13,527 0 0
SOUTHERN CO COM 842587107 13,177 302,230 SH   SOLE   302,230 0 0
SOUTHWEST AIRLS CO COM 844741108 9,598 153,684 SH   SOLE   153,684 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,438 18,200 SH   SOLE   18,200 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,108 216,800 SH   SOLE   216,800 0 0
SPLUNK INC COM 848637104 9,673 80,000 SH   SOLE   80,000 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,288 47,000 SH   SOLE   47,000 0 0
SQUARE INC CL A 852234103 49,505 500,000 SH   SOLE   500,000 0 0
STANLEY BLACK DECKER INC COM 854502101 31,374 214,248 SH   SOLE   214,248 0 0
STARBUCKS CORP COM 855244109 22,847 401,960 SH   SOLE   401,960 0 0
STATE STR CORP COM 857477103 9,472 113,057 SH   SOLE   113,057 0 0
STEEL DYNAMICS INC COM 858119100 3,922 86,800 SH   SOLE   86,800 0 0
STERICYCLE INC COM 858912108 1,501 25,581 SH   SOLE   25,581 0 0
STERLING BANCORP DEL COM 85917A100 1,835 83,400 SH   SOLE   83,400 0 0
STIFEL FINL CORP COM 860630102 1,348 26,300 SH   SOLE   26,300 0 0
STRYKER CORP COM 863667101 79,511 447,496 SH   SOLE   447,496 0 0
SUNTRUST BKS INC COM 867914103 9,170 137,292 SH   SOLE   137,292 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 557 57,200 SH   SOLE   57,200 0 0
SYMANTEC CORP COM 871503108 3,942 185,229 SH   SOLE   185,229 0 0
SYNAPTICS INC COM 87157D109 598 13,100 SH   SOLE   13,100 0 0
SYNOPSYS INC COM 871607107 4,368 44,300 SH   SOLE   44,300 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,988 43,405 SH   SOLE   43,405 0 0
SYNNEX CORP COM 87162W100 940 11,100 SH   SOLE   11,100 0 0
SYNCHRONY FINL COM 87165B103 6,310 203,010 SH   SOLE   203,010 0 0
SYNEOS HEALTH INC CL A 87166B102 1,160 22,500 SH   SOLE   22,500 0 0
SYSCO CORP COM 871829107 12,575 171,679 SH   SOLE   171,679 0 0
TCF FINL CORP COM 872275102 1,478 62,060 SH   SOLE   62,060 0 0
TJX COS INC NEW COM 872540109 55,650 496,790 SH   SOLE   496,790 0 0
TRI POINTE GROUP INC COM 87265H109 697 56,200 SH   SOLE   56,200 0 0
TAKE TWO INTERACTIVE SOFTWAR COM 874054109 4,678 33,900 SH   SOLE   33,900 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 794 34,700 SH   SOLE   34,700 0 0
TAPESTRY INC COM 876030107 4,316 85,847 SH   SOLE   85,847 0 0
TARGET CORP COM 87612E106 13,832 156,810 SH   SOLE   156,810 0 0
TAUBMAN CTRS INC COM 876664103 1,352 22,600 SH   SOLE   22,600 0 0
TECH DATA CORP COM 878237106 1,013 14,150 SH   SOLE   14,150 0 0
TEGNA INC COM 87901J105 952 79,600 SH   SOLE   79,600 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 3,281 13,300 SH   SOLE   13,300 0 0
TELEFLEX INC COM 879369106 4,505 16,930 SH   SOLE   16,930 0 0
TELEPHONE DATA SYS INC COM 879433829 1,036 34,036 SH   SOLE   34,036 0 0
TEMPUR SEALY INTL INC COM 88023U101 894 16,900 SH   SOLE   16,900 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 874 30,700 SH   SOLE   30,700 0 0
TERADATA CORP DEL COM 88076W103 1,659 44,000 SH   SOLE   44,000 0 0
TERADYNE INC COM 880770102 2,552 69,000 SH   SOLE   69,000 0 0
TEREX CORP NEW COM 880779103 958 24,000 SH   SOLE   24,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,537 18,600 SH   SOLE   18,600 0 0
TEXAS INSTRS INC COM 882508104 31,084 289,718 SH   SOLE   289,718 0 0
TEXAS ROADHOUSE INC COM 882681109 1,705 24,600 SH   SOLE   24,600 0 0
TEXTRON INC COM 883203101 5,291 74,037 SH   SOLE   74,037 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 89,927 368,431 SH   SOLE   368,431 0 0
THOR INDS INC COM 885160101 1,548 18,500 SH   SOLE   18,500 0 0
3M CO COM 88579Y101 36,827 174,776 SH   SOLE   174,776 0 0
TIFFANY CO NEW COM 886547108 4,183 32,434 SH   SOLE   32,434 0 0
TIMKEN CO COM 887389104 1,281 25,700 SH   SOLE   25,700 0 0
TOLL BROTHERS INC COM 889478103 1,655 50,100 SH   SOLE   50,100 0 0
TOOTSIE ROLL INDS INC COM 890516107 201 6,888 SH   SOLE   6,888 0 0
TORCHMARK CORP COM 891027104 2,680 30,910 SH   SOLE   30,910 0 0
TORO CO COM 891092108 2,333 38,900 SH   SOLE   38,900 0 0
TOTAL SYS SVCS INC COM 891906109 7,319 74,123 SH   SOLE   74,123 0 0
TRACTOR SUPPLY CO COM 892356106 3,295 36,252 SH   SOLE   36,252 0 0
TRANSDIGM GROUP INC COM 893641100 5,363 14,404 SH   SOLE   14,404 0 0
TRAVELERS COMPANIES INC COM 89417E109 10,349 79,783 SH   SOLE   79,783 0 0
TREEHOUSE FOODS INC COM 89469A104 995 20,800 SH   SOLE   20,800 0 0
TRIMBLE INC COM 896239100 4,016 92,400 SH   SOLE   92,400 0 0
TRINITY INDS INC COM 896522109 2,000 54,594 SH   SOLE   54,594 0 0
TRIPADVISOR INC COM 896945201 1,555 30,454 SH   SOLE   30,454 0 0
TRUSTMARK CORP COM 898402102 841 25,000 SH   SOLE   25,000 0 0
TUPPERWARE BRANDS CORP COM 899896104 618 18,487 SH   SOLE   18,487 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 14,550 314,041 SH   SOLE   314,041 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 6,651 145,156 SH   SOLE   145,156 0 0
TWITTER INC COM 90184L102 26,027 914,500 SH   SOLE   914,500 0 0
TWO HBRS INVT CORP COM NEW 90187B408 172,473 11,552,142 SH   SOLE   11,552,142 0 0
TYLER TECHNOLOGIES INC COM 902252105 3,504 14,300 SH   SOLE   14,300 0 0
TYSON FOODS INC CL A 902494103 5,247 88,136 SH   SOLE   88,136 0 0
UDR INC COM 902653104 3,226 79,804 SH   SOLE   79,804 0 0
UGI CORP NEW COM 902681105 3,567 64,300 SH   SOLE   64,300 0 0
UMB FINL CORP COM 902788108 1,184 16,700 SH   SOLE   16,700 0 0
US BANCORP DEL COM 902973304 59,403 1,124,842 SH   SOLE   1,124,842 0 0
ULTA BEAUTY INC COM 90384S303 4,763 16,884 SH   SOLE   16,884 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,705 11,500 SH   SOLE   11,500 0 0
UMPQUA HLDGS CORP COM 904214103 1,693 81,400 SH   SOLE   81,400 0 0
UNDER ARMOUR INC CL A 904311107 1,177 55,456 SH   SOLE   55,456 0 0
UNDER ARMOUR INC CL C 904311206 1,105 56,799 SH   SOLE   56,799 0 0
UNION PAC CORP COM 907818108 35,873 220,312 SH   SOLE   220,312 0 0
UNITED BANKSHARES INC WEST V COM 909907107 1,396 38,400 SH   SOLE   38,400 0 0
UNITED CONTL HLDGS INC COM 910047109 6,078 68,244 SH   SOLE   68,244 0 0
UNITED NAT FOODS INC COM 911163103 560 18,700 SH   SOLE   18,700 0 0
UNITED PARCEL SERVICE INC CL B 911312106 26,769 229,286 SH   SOLE   229,286 0 0
UNITED RENTALS INC COM 911363109 4,041 24,700 SH   SOLE   24,700 0 0
UNITED STATES STL CORP NEW COM 912909108 1,996 65,500 SH   SOLE   65,500 0 0
UNITED TECHNOLOGIES CORP COM 913017109 31,332 224,103 SH   SOLE   224,103 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,059 16,100 SH   SOLE   16,100 0 0
UNITEDHEALTH GROUP INC COM 91324P102 76,304 286,813 SH   SOLE   286,813 0 0
UNITI GROUP INC COM 91325V108 1,309 64,940 SH   SOLE   64,940 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 3,279 25,652 SH   SOLE   25,652 0 0
UNUM GROUP COM 91529Y106 2,546 65,169 SH   SOLE   65,169 0 0
URBAN OUTFITTERS INC COM 917047102 1,153 28,200 SH   SOLE   28,200 0 0
URBAN EDGE PPTYS COM 91704F104 932 42,200 SH   SOLE   42,200 0 0
V F CORP COM 918204108 9,049 96,828 SH   SOLE   96,828 0 0
VALERO ENERGY CORP NEW COM 91913Y100 14,489 127,376 SH   SOLE   127,376 0 0
VALLEY NATL BANCORP COM 919794107 1,379 122,614 SH   SOLE   122,614 0 0
VALMONT INDS INC COM 920253101 1,150 8,300 SH   SOLE   8,300 0 0
VALVOLINE INC COM 92047W101 1,517 70,528 SH   SOLE   70,528 0 0
VARIAN MED SYS INC COM 92220P105 3,051 27,254 SH   SOLE   27,254 0 0
VECTREN CORP COM 92240G101 5,144 71,960 SH   SOLE   71,960 0 0
VENTAS INC COM 92276F100 5,776 106,210 SH   SOLE   106,210 0 0
VERISIGN INC COM 92343E102 5,117 31,957 SH   SOLE   31,957 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 87,053 1,630,515 SH   SOLE   1,630,515 0 0
VERISK ANALYTICS INC COM 92345Y106 5,921 49,116 SH   SOLE   49,116 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 14,681 76,168 SH   SOLE   76,168 0 0
VERSUM MATLS INC COM 92532W103 1,451 40,301 SH   SOLE   40,301 0 0
VIASAT INC COM 92552V100 1,324 20,700 SH   SOLE   20,700 0 0
VIACOM INC NEW CL B 92553P201 3,555 105,304 SH   SOLE   105,304 0 0
VISA INC COM 92826C839 229,479 1,528,944 SH   SOLE   1,528,944 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 994 48,852 SH   SOLE   48,852 0 0
VISTEON CORP COM NEW 92839U206 1,013 10,900 SH   SOLE   10,900 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,763 51,550 SH   SOLE   51,550 0 0
VULCAN MATLS CO COM 929160109 4,382 39,410 SH   SOLE   39,410 0 0
WEC ENERGY GROUP INC COM 92939U106 6,274 93,977 SH   SOLE   93,977 0 0
WABTEC CORP COM 929740108 3,325 31,700 SH   SOLE   31,700 0 0
WALMART INC COM 931142103 40,159 427,634 SH   SOLE   427,634 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 48,118 660,061 SH   SOLE   660,061 0 0
WASHINGTON FED INC COM 938824109 990 30,923 SH   SOLE   30,923 0 0
WASTE MGMT INC DEL COM 94106L109 10,615 117,478 SH   SOLE   117,478 0 0
WATERS CORP COM 941848103 4,477 22,996 SH   SOLE   22,996 0 0
WATSCO INC COM 942622200 2,119 11,900 SH   SOLE   11,900 0 0
WEBSTER FINL CORP CONN COM 947890109 2,013 34,150 SH   SOLE   34,150 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,029 14,300 SH   SOLE   14,300 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,312 44,100 SH   SOLE   44,100 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 4,775 14,900 SH   SOLE   14,900 0 0
WELLS FARGO CO NEW COM 949746101 108,317 2,060,830 SH   SOLE   2,060,830 0 0
WELLTOWER INC COM 95040Q104 7,127 110,809 SH   SOLE   110,809 0 0
WENDYS CO COM 95058W100 1,187 69,243 SH   SOLE   69,243 0 0
WERNER ENTERPRISES INC COM 950755108 582 16,475 SH   SOLE   16,475 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,358 27,200 SH   SOLE   27,200 0 0
WESTERN DIGITAL CORP COM 958102105 5,084 86,849 SH   SOLE   86,849 0 0
WESTERN UN CO COM 959802109 2,539 133,226 SH   SOLE   133,226 0 0
WESTROCK CO COM 96145D105 4,062 76,002 SH   SOLE   76,002 0 0
WEX INC COM 96208T104 5,441 27,100 SH   SOLE   27,100 0 0
WEYERHAEUSER CO COM 962166104 7,285 225,761 SH   SOLE   225,761 0 0
WHIRLPOOL CORP COM 963320106 2,279 19,189 SH   SOLE   19,189 0 0
WILEY JOHN SONS INC CL A 968223206 1,018 16,800 SH   SOLE   16,800 0 0
WILLIAMS COS INC DEL COM 969457100 9,799 360,386 SH   SOLE   360,386 0 0
WILLIAMS SONOMA INC COM 969904101 1,958 29,800 SH   SOLE   29,800 0 0
WINTRUST FINL CORP COM 97650W108 1,767 20,800 SH   SOLE   20,800 0 0
WOODWARD INC COM 980745103 1,658 20,500 SH   SOLE   20,500 0 0
WORKDAY INC CL A 98138H101 9,489 65,000 SH   SOLE   65,000 0 0
WORLD FUEL SVCS CORP COM 981475106 695 25,100 SH   SOLE   25,100 0 0
WORLDPAY INC CL A 981558109 3,266 32,250 SH   SOLE   32,250 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,548 16,000 SH   SOLE   16,000 0 0
WORTHINGTON INDS INC COM 981811102 649 14,978 SH   SOLE   14,978 0 0
WPX ENERGY INC COM 98212B103 2,938 146,000 SH   SOLE   146,000 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 1,593 36,737 SH   SOLE   36,737 0 0
WYNDHAM HOTELS RESORTS INC COM 98311A105 2,053 36,937 SH   SOLE   36,937 0 0
WYNN RESORTS LTD COM 983134107 3,706 29,170 SH   SOLE   29,170 0 0
XCEL ENERGY INC COM 98389B100 7,163 151,734 SH   SOLE   151,734 0 0
XILINX INC COM 983919101 6,042 75,371 SH   SOLE   75,371 0 0
XEROX CORP COM NEW 984121608 1,784 66,118 SH   SOLE   66,118 0 0
XYLEM INC COM 98419M100 4,271 53,472 SH   SOLE   53,472 0 0
YUM BRANDS INC COM 988498101 8,596 94,554 SH   SOLE   94,554 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 24,739 139,900 SH   SOLE   139,900 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 7,973 60,643 SH   SOLE   60,643 0 0
ZIONS BANCORPORATION COM 989701107 2,904 57,906 SH   SOLE   57,906 0 0
ZOETIS INC CL A 98978V103 113,863 1,243,592 SH   SOLE   1,243,592 0 0
ADIENT PLC ORD SHS G0084W101 1,262 32,100 SH   SOLE   32,100 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,562 28,285 SH   SOLE   28,285 0 0
ALLERGAN PLC SHS G0177J108 18,106 95,056 SH   SOLE   95,056 0 0
AON PLC SHS CL A G0408V102 11,126 72,347 SH   SOLE   72,347 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 924 22,100 SH   SOLE   22,100 0 0
ARRIS INTL INC SHS G0551A103 1,630 62,700 SH   SOLE   62,700 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 65,388 384,186 SH   SOLE   384,186 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 1,029 32,800 SH   SOLE   32,800 0 0
ENSCO PLC SHS CLASS A G3157S106 1,365 161,700 SH   SOLE   161,700 0 0
EVEREST RE GROUP LTD COM G3223R108 185,563 812,200 SH   SOLE   812,200 0 0
HELEN OF TROY CORP LTD COM G4388N106 1,270 9,700 SH   SOLE   9,700 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1,678 62,237 SH   SOLE   62,237 0 0
IHS MARKIT LTD SHS G47567105 5,736 106,300 SH   SOLE   106,300 0 0
INGERSOLL RAND PLC SHS G47791101 7,482 73,140 SH   SOLE   73,140 0 0
INVESCO LTD SHS G491BT108 2,802 122,455 SH   SOLE   122,455 0 0
JOHNSON CTLS INTL PLC SHS G51502105 28,969 827,687 SH   SOLE   827,687 0 0
LIVANOVA PLC SHS G5509L101 2,231 18,000 SH   SOLE   18,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 903 30,800 SH   SOLE   30,800 0 0
MEDTRONIC PLC SHS G5960L103 39,588 402,438 SH   SOLE   402,438 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,047 44,448 SH   SOLE   44,448 0 0
APTIV PLC SHS G6095L109 35,987 428,922 SH   SOLE   428,922 0 0
NABORS INDUSTRIES LTD SHS G6359F103 741 120,363 SH   SOLE   120,363 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 27,116 980,344 SH   SOLE   980,344 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 3,486 60,700 SH   SOLE   60,700 0 0
NVENT ELECTRIC PLC SHS G6700G107 1,638 60,302 SH   SOLE   60,302 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,990 14,900 SH   SOLE   14,900 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 885 47,000 SH   SOLE   47,000 0 0
SEAGATE TECHNOLOGY SHS G7945M107 3,686 77,840 SH   SOLE   77,840 0 0
PENTAIR PLC SHS G7S00T104 2,085 48,102 SH   SOLE   48,102 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,266 19,200 SH   SOLE   19,200 0 0
STERIS PLC SHS USD G84720104 3,581 31,300 SH   SOLE   31,300 0 0
TECHNIPFMC PLC COM G87110105 3,978 127,294 SH   SOLE   127,294 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 5,494 38,978 SH   SOLE   38,978 0 0
PERRIGO CO PLC SHS G97822103 2,657 37,522 SH   SOLE   37,522 0 0
CHUBB LIMITED COM H1467J104 18,453 138,077 SH   SOLE   138,077 0 0
GARMIN LTD SHS H2906T109 2,519 35,962 SH   SOLE   35,962 0 0
TE CONNECTIVITY LTD REG SHS H84989104 9,134 103,876 SH   SOLE   103,876 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,217 158,900 SH   SOLE   158,900 0 0
STRATASYS LTD SHS M85548101 28,301 1,224,603 SH   SOLE   1,224,603 0 0
CORE LABORATORIES N V COM N22717107 1,900 16,400 SH   SOLE   16,400 0 0
LYONDELLBASELL INDUSTRIES N SHS A N53745100 35,120 342,604 SH   SOLE   342,604 0 0
MYLAN N V SHS EURO N59465109 5,622 153,609 SH   SOLE   153,609 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 56,793 437,072 SH   SOLE   437,072 0 0