Chief Administrative Officer

0001097241-17-000001.txt : 20170202 0001097241-17-000001.hdr.sgml : 20170202 20170202064156 ACCESSION NUMBER: 0001097241-17-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170202 DATE AS OF CHANGE: 20170202 EFFECTIVENESS DATE: 20170202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VIRGINIA RETIREMENT SYSTEMS ET AL CENTRAL INDEX KEY: 0001005354 IRS NUMBER: 000000000 STATE OF INCORPORATION: VA FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05994 FILM NUMBER: 17566677 BUSINESS ADDRESS: STREET 1: 1200 EAST MAIN STREET CITY: RICHMOND STATE: VA ZIP: 23219 BUSINESS PHONE: 1-804-344-3149 MAIL ADDRESS: STREET 1: P.O. BOX 2500 CITY: RICHMOND STATE: VA ZIP: 23218 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001005354 XXXXXXXX 12-31-2016 12-31-2016 VIRGINIA RETIREMENT SYSTEMS ET AL

P.O. BOX 2500 RICHMOND VA 23218

13F HOLDINGS REPORT 028-05994 N Curtis M. Mattson Chief Administrative Officer - Investments 804-344-3129 Curtis M. Mattson Richmond VA 02-01-2017 0 970 7175928 false INFORMATION TABLE 2 vrs13f4q2016.xml ALLEGION PUB LTD CO ORD SHS G0176J109 730 11400 SH SOLE 11400 0 0 ALLERGAN PLC SHS G0177J108 13948 66414 SH SOLE 66414 0 0 AON PLC SHS CL A G0408V102 17276 154900 SH SOLE 154900 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 244 3700 SH SOLE 3700 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 8113 147500 SH SOLE 147500 0 0 ASSURED GUARANTY LTD COM G0585R106 8680 229800 SH SOLE 229800 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2448 37500 SH SOLE 37500 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 43818 374100 SH SOLE 374100 0 0 BUNGE LIMITED COM G16962105 8192 113400 SH SOLE 113400 0 0 CARDTRONICS PLC SHS CL A G1991C105 1583 29000 SH SOLE 29000 0 0 CREDICORP LTD COM G2519Y108 805 5100 SH SOLE 5100 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 760 8221 SH SOLE 8221 0 0 ENSCO PLC SHS CLASS A G3157S106 928 95500 SH SOLE 95500 0 0 EVEREST RE GROUP LTD COM G3223R108 35273 163000 SH SOLE 163000 0 0 HELEN 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123600 SH SOLE 123600 0 0 EQT CORP COM 26884L109 438 6700 SH SOLE 6700 0 0 EPR PPTYS COM SH BEN INT 26884U109 6280 87500 SH SOLE 87500 0 0 EXCO RESOURCES INC COM 269279402 25 28700 SH SOLE 28700 0 0 EAST WEST BANCORP INC COM 27579R104 335 6600 SH SOLE 6600 0 0 EASTGROUP PPTY INC COM 277276101 2525 34200 SH SOLE 34200 0 0 EATON VANCE CORP COM NON VTG 278265103 5042 120400 SH SOLE 120400 0 0 EDGEWELL PERS CARE CO COM 28035Q102 496 6800 SH SOLE 6800 0 0 EDUCATION RLTY TR INC COM NEW 28140H203 1277 30200 SH SOLE 30200 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 13952 148900 SH SOLE 148900 0 0 EL PASO ELEC CO COM NEW 283677854 623 13400 SH SOLE 13400 0 0 ELDORADO RESORTS INC COM 28470R102 300 17700 SH SOLE 17700 0 0 ELDORADO GOLD CORP NEW COM 284902103 1165 361700 SH SOLE 361700 0 0 ELECTRONIC ARTS INC COM 285512109 17902 227300 SH SOLE 227300 0 0 ELLIE MAE INC COM 28849P100 285 3400 SH SOLE 3400 0 0 EMCOR GROUP INC COM 29084Q100 1946 27500 SH SOLE 27500 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 887 27000 SH SOLE 27000 0 0 EMPIRE ST RLTY TR INC CL A 292104106 1054 52190 SH SOLE 52190 0 0 ENBRIDGE INC COM 29250N105 6438 152800 SH SOLE 152800 0 0 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 253 9772 SH SOLE 9772 0 0 ENCANA CORP COM 292505104 1388 118100 SH SOLE 118100 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 951 28400 SH SOLE 28400 0 0 ENERGEN CORP COM 29265N108 1494 25900 SH SOLE 25900 0 0 ENTERGY CORP NEW COM 29364G103 27845 379000 SH SOLE 379000 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 989 23000 SH SOLE 23000 0 0 ENVISION HEALTHCARE CORP COM 29414D100 487 7700 SH SOLE 7700 0 0 EQUIFAX INC COM 294429105 1123 9500 SH SOLE 9500 0 0 EQUITY COMWLTH COM SH BEN INT 294628102 9526 315000 SH SOLE 315000 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 6922 96000 SH SOLE 96000 0 0 EQUITY ONE COM 294752100 390 12700 SH SOLE 12700 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 21283 330687 SH SOLE 330687 0 0 ESPERION THERAPEUTICS INC NE COM 29664W105 283 22600 SH SOLE 22600 0 0 ESSEX PPTY TR INC COM 297178105 22016 94691 SH SOLE 94691 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 1409 15800 SH SOLE 15800 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 1511 41000 SH SOLE 41000 0 0 EURONET WORLDWIDE INC COM 298736109 724 10000 SH SOLE 10000 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 1786 26000 SH SOLE 26000 0 0 EVOLENT HEALTH INC CL A 30050B101 256 17300 SH SOLE 17300 0 0 EXACT SCIENCES CORP COM 30063P105 337 25200 SH SOLE 25200 0 0 EXELON CORP COM 30161N101 22032 620800 SH SOLE 620800 0 0 EXLSERVICE HOLDINGS INC COM 302081104 575 11400 SH SOLE 11400 0 0 EXTRA SPACE STORAGE INC COM 30225T102 5051 65400 SH SOLE 65400 0 0 EXTREME NETWORKS INC COM 30226D106 196 39000 SH SOLE 39000 0 0 EXXON MOBIL CORP COM 30231G102 141808 1571104 SH SOLE 1571104 0 0 FLIR SYS INC COM 302445101 2110 58300 SH SOLE 58300 0 0 FMC TECHNOLOGIES INC COM 30249U101 380 10700 SH SOLE 10700 0 0 FNB CORP PA COM 302520101 441 27500 SH SOLE 27500 0 0 FTD COS INC COM 30281V108 412 17300 SH SOLE 17300 0 0 FACEBOOK INC CL A 30303M102 89428 777300 SH SOLE 777300 0 0 FACTSET RESH SYS INC COM 303075105 7796 47700 SH SOLE 47700 0 0 FANG HLDGS LTD ADR 30711Y102 74 22600 SH SOLE 22600 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 493 8600 SH SOLE 8600 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2899 20400 SH SOLE 20400 0 0 FEDERATED INVS INC PA CL B 314211103 936 33100 SH SOLE 33100 0 0 FEDEX CORP COM 31428X106 6424 34500 SH SOLE 34500 0 0 FELCOR LODGING TR INC COM 31430F101 195 24400 SH SOLE 24400 0 0 F5 NETWORKS INC COM 315616102 18640 128800 SH SOLE 128800 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2465 72600 SH SOLE 72600 0 0 FIDELITY SOUTHERN CORP NEW COM 316394105 511 21600 SH SOLE 21600 0 0 FIFTH THIRD BANCORP COM 316773100 2702 100200 SH SOLE 100200 0 0 FIFTH STREET FINANCE CORP COM 31678A103 69 12800 SH SOLE 12800 0 0 FINISAR CORP COM NEW 31787A507 1099 36300 SH SOLE 36300 0 0 FIRST AMERN FINL CORP COM 31847R102 278 7600 SH SOLE 7600 0 0 FIRST BANCORP P R COM NEW 318672706 293 44300 SH SOLE 44300 0 0 FIRST BANCORP N C COM 318910106 263 9700 SH SOLE 9700 0 0 FIRST BUSEY CORP COM NEW 319383204 760 24700 SH SOLE 24700 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 645 45500 SH SOLE 45500 0 0 FIRST CMNTY BANCSHARES INC N COM 31983A103 485 16100 SH SOLE 16100 0 0 FIRST FINL BANKSHARES COM 32020R109 258 5700 SH SOLE 5700 0 0 FIRST MERCHANTS CORP COM 320817109 1739 46200 SH SOLE 46200 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 204 8100 SH SOLE 8100 0 0 FIRST POTOMAC RLTY TR COM 33610F109 233 21200 SH SOLE 21200 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 3022 32800 SH SOLE 32800 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 466 17300 SH SOLE 17300 0 0 FIRSTENERGY CORP COM 337932107 2038 65800 SH SOLE 65800 0 0 FIVE BELOW INC COM 33829M101 1383 34600 SH SOLE 34600 0 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 1338 26700 SH SOLE 26700 0 0 FOOT LOCKER INC COM 344849104 262 3700 SH SOLE 3700 0 0 FOREST CITY RLTY TR INC COM CL A 345605109 5035 241600 SH SOLE 241600 0 0 FORTIS INC COM 349553107 1268 41000 SH SOLE 41000 0 0 FORTIVE CORP COM 34959J108 4441 82800 SH SOLE 82800 0 0 FORUM ENERGY TECHNOLOGIES IN COM 34984V100 222 10100 SH SOLE 10100 0 0 FOSTER L B CO COM 350060109 348 25600 SH SOLE 25600 0 0 FOUR CORNERS PPTY TR INC COM 35086T109 2296 111900 SH SOLE 111900 0 0 FRANCO NEVADA CORP COM 351858105 1048 17500 SH SOLE 17500 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 1655 127700 SH SOLE 127700 0 0 FREEPORT-MCMORAN INC CL B 35671D857 193 14600 SH SOLE 14600 0 0 FULLER H B CO COM 359694106 430 8900 SH SOLE 8900 0 0 FULTON FINL CORP PA COM 360271100 408 21700 SH SOLE 21700 0 0 FUTUREFUEL CORPORATION COM 36116M106 425 30600 SH SOLE 30600 0 0 GALLAGHER ARTHUR J & CO COM 363576109 26624 512400 SH SOLE 512400 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 2949 96300 SH SOLE 96300 0 0 GAMESTOP CORP NEW CL A 36467W109 336 13300 SH SOLE 13300 0 0 GANNETT CO INC COM 36473H104 1372 141300 SH SOLE 141300 0 0 GENERAL DYNAMICS CORP COM 369550108 16178 93700 SH SOLE 93700 0 0 GENERAL ELECTRIC CO COM 369604103 72983 2309600 SH SOLE 2309600 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 19117 765280 SH SOLE 765280 0 0 GENERAL MTRS CO COM 37045V100 27224 781400 SH SOLE 781400 0 0 GENESEE & WYO INC CL A 371559105 576 8300 SH SOLE 8300 0 0 GENOMIC HEALTH INC COM 37244C101 453 15400 SH SOLE 15400 0 0 GENWORTH FINL INC COM CL A 37247D106 250 65500 SH SOLE 65500 0 0 GENTHERM INC COM 37253A103 887 26200 SH SOLE 26200 0 0 GEOSPACE TECHNOLOGIES CORP COM 37364X109 314 15400 SH SOLE 15400 0 0 GETTY RLTY CORP NEW COM 374297109 686 26900 SH SOLE 26900 0 0 GILEAD SCIENCES INC COM 375558103 33098 462200 SH SOLE 462200 0 0 GLACIER BANCORP INC NEW COM 37637Q105 859 23700 SH SOLE 23700 0 0 GLOBAL PMTS INC COM 37940X102 9204 132600 SH SOLE 132600 0 0 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1598 46600 SH SOLE 46600 0 0 GLOBUS MED INC CL A 379577208 960 38700 SH SOLE 38700 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 33284 139000 SH SOLE 139000 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 6643 215200 SH SOLE 215200 0 0 GOVERNMENT PPTYS INCOME TR COM SHS BEN IN 38376A103 1281 67200 SH SOLE 67200 0 0 GRAINGER W W INC COM 384802104 2857 12300 SH SOLE 12300 0 0 GRAN TIERRA ENERGY INC COM 38500T101 570 188700 SH SOLE 188700 0 0 GRAMERCY PPTY TR COM 385002100 4869 530358 SH SOLE 530358 0 0 GRANITE CONSTR INC COM 387328107 704 12800 SH SOLE 12800 0 0 GREAT PLAINS ENERGY INC COM 391164100 1058 38700 SH SOLE 38700 0 0 GREAT WESTN BANCORP INC COM 391416104 475 10900 SH SOLE 10900 0 0 GREEN PLAINS INC COM 393222104 320 11500 SH SOLE 11500 0 0 GREIF INC CL A 397624107 1442 28100 SH SOLE 28100 0 0 GROUPE CGI INC CL A SUB VTG 39945C109 6107 127100 SH SOLE 127100 0 0 GRUBHUB INC COM 400110102 564 15000 SH SOLE 15000 0 0 GULFPORT ENERGY CORP COM NEW 402635304 374 17300 SH SOLE 17300 0 0 HCA HOLDINGS INC COM 40412C101 12376 167200 SH SOLE 167200 0 0 HCP INC COM 40414L109 6460 217368 SH SOLE 217368 0 0 HMS HLDGS CORP COM 40425J101 212 11700 SH SOLE 11700 0 0 HALLIBURTON CO COM 406216101 4949 91500 SH SOLE 91500 0 0 HANMI FINL CORP COM NEW 410495204 544 15600 SH SOLE 15600 0 0 HARLEY DAVIDSON INC COM 412822108 1604 27500 SH SOLE 27500 0 0 HARMAN INTL INDS INC COM 413086109 2646 23800 SH SOLE 23800 0 0 HASBRO INC COM 418056107 12929 166200 SH SOLE 166200 0 0 HAWAIIAN HOLDINGS INC COM 419879101 456 8000 SH SOLE 8000 0 0 HEALTHSOUTH CORP COM NEW 421924309 874 21200 SH SOLE 21200 0 0 HEALTHCARE RLTY TR COM 421946104 461 15200 SH SOLE 15200 0 0 HEADWATERS INC COM 42210P102 823 35000 SH SOLE 35000 0 0 HEALTHWAYS INC COM 422245100 1092 48000 SH SOLE 48000 0 0 HEICO CORP NEW COM 422806109 602 7800 SH SOLE 7800 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 143 16200 SH SOLE 16200 0 0 HELMERICH & PAYNE INC COM 423452101 6184 79900 SH SOLE 79900 0 0 HENRY JACK & ASSOC INC COM 426281101 870 9800 SH SOLE 9800 0 0 HERITAGE INS HLDGS INC COM 42727J102 414 26400 SH SOLE 26400 0 0 HERSHEY CO COM 427866108 3051 29500 SH SOLE 29500 0 0 HESS CORP COM 42809H107 11941 191700 SH SOLE 191700 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 24225 1046900 SH SOLE 1046900 0 0 HIGHWOODS PPTYS INC COM 431284108 1933 37900 SH SOLE 37900 0 0 HOLLYFRONTIER CORP COM 436106108 249 7600 SH SOLE 7600 0 0 HOLOGIC INC COM 436440101 8377 208800 SH SOLE 208800 0 0 HOME DEPOT INC COM 437076102 68126 508100 SH SOLE 508100 0 0 HOMESTREET INC COM 43785V102 1103 34900 SH SOLE 34900 0 0 HONEYWELL INTL INC COM 438516106 5294 45700 SH SOLE 45700 0 0 HOPE BANCORP INC COM 43940T109 1046 47800 SH SOLE 47800 0 0 HORMEL FOODS CORP COM 440452100 20276 582476 SH SOLE 582476 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2730 86000 SH SOLE 86000 0 0 HOST HOTELS & RESORTS INC COM 44107P104 11112 589823 SH SOLE 589823 0 0 HUDSON PAC PPTYS INC COM 444097109 7206 207200 SH SOLE 207200 0 0 HUNT J B TRANS SVCS INC COM 445658107 1262 13000 SH SOLE 13000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2282 172600 SH SOLE 172600 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 8602 46700 SH SOLE 46700 0 0 HURON CONSULTING GROUP INC COM 447462102 993 19600 SH SOLE 19600 0 0 HYSTER YALE MATLS HANDLING I CL A 449172105 587 9200 SH SOLE 9200 0 0 IPG PHOTONICS CORP COM 44980X109 464 4700 SH SOLE 4700 0 0 ISTAR INC COM 45031U101 127 10300 SH SOLE 10300 0 0 IDACORP INC COM 451107106 1756 21800 SH SOLE 21800 0 0 IDEXX LABS INC COM 45168D104 1759 15000 SH SOLE 15000 0 0 ILLINOIS TOOL WKS INC COM 452308109 17304 141300 SH SOLE 141300 0 0 IMPERIAL OIL LTD COM NEW 453038408 1654 47500 SH SOLE 47500 0 0 INFINERA CORPORATION COM 45667G103 1274 150100 SH SOLE 150100 0 0 INGEVITY CORP COM 45688C107 240 4366 SH SOLE 4366 0 0 INGLES MKTS INC CL A 457030104 337 7000 SH SOLE 7000 0 0 INGREDION INC COM 457187102 23805 190500 SH SOLE 190500 0 0 INNOSPEC INC COM 45768S105 1685 24600 SH SOLE 24600 0 0 INPHI CORP COM 45772F107 718 16100 SH SOLE 16100 0 0 INSTEEL INDUSTRIES INC COM 45774W108 1312 36800 SH SOLE 36800 0 0 INSTALLED BLDG PRODS INC COM 45780R101 1342 32500 SH SOLE 32500 0 0 INTEL CORP COM 458140100 73864 2036500 SH SOLE 2036500 0 0 INTERDIGITAL INC COM 45867G101 1754 19200 SH SOLE 19200 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 50129 302000 SH SOLE 302000 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 14010 118900 SH SOLE 118900 0 0 INTL PAPER CO COM 460146103 5789 109100 SH SOLE 109100 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1306 35500 SH SOLE 35500 0 0 INTL FCSTONE INC COM 46116V105 669 16900 SH SOLE 16900 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 13508 21300 SH SOLE 21300 0 0 INTUIT COM 461202103 9753 85100 SH SOLE 85100 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 201 13800 SH SOLE 13800 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 427 59900 SH SOLE 59900 0 0 IROBOT CORP COM 462726100 906 15500 SH SOLE 15500 0 0 ISHARES MSCI CDA ETF 464286509 5620 214900 SH SOLE 214900 0 0 ITRON INC COM 465741106 415 6600 SH SOLE 6600 0 0 J & J SNACK FOODS CORP COM 466032109 747 5600 SH SOLE 5600 0 0 JPMORGAN CHASE & CO COM 46625H100 76208 883158 SH SOLE 883158 0 0 JABIL CIRCUIT INC COM 466313103 222 9400 SH SOLE 9400 0 0 JD COM INC SPON ADR CL A 47215P106 445 17500 SH SOLE 17500 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 327 3800 SH SOLE 3800 0 0 JOHNSON & JOHNSON COM 478160104 124073 1076932 SH SOLE 1076932 0 0 JONES LANG LASALLE INC COM 48020Q107 8235 81500 SH SOLE 81500 0 0 J2 GLOBAL INC COM 48123V102 924 11300 SH SOLE 11300 0 0 JUNIPER NETWORKS INC COM 48203R104 1362 48200 SH SOLE 48200 0 0 KCG HLDGS INC CL A 48244B100 464 35000 SH SOLE 35000 0 0 KAMAN CORP COM 483548103 866 17700 SH SOLE 17700 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 255 3000 SH SOLE 3000 0 0 KEMET CORP COM NEW 488360207 317 47800 SH SOLE 47800 0 0 KENNAMETAL INC COM 489170100 1397 44700 SH SOLE 44700 0 0 KEYCORP NEW COM 493267108 9469 518297 SH SOLE 518297 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 750 20500 SH SOLE 20500 0 0 KILROY RLTY CORP COM 49427F108 11203 153000 SH SOLE 153000 0 0 KIMBALL INTL INC CL B 494274103 383 21800 SH SOLE 21800 0 0 KIMBERLY CLARK CORP COM 494368103 6904 60500 SH SOLE 60500 0 0 KIMCO RLTY CORP COM 49446R109 7179 285340 SH SOLE 285340 0 0 KINDER MORGAN INC DEL COM 49456B101 6656 321400 SH SOLE 321400 0 0 KINROSS GOLD CORP COM NO PAR 496902404 1348 431600 SH SOLE 431600 0 0 KOHLS CORP COM 500255104 6518 132000 SH SOLE 132000 0 0 KORN FERRY INTL COM NEW 500643200 1795 61000 SH SOLE 61000 0 0 KULICKE & SOFFA INDS INC COM 501242101 464 29100 SH SOLE 29100 0 0 LTC PPTYS INC COM 502175102 1386 29500 SH SOLE 29500 0 0 LAKELAND FINL CORP COM 511656100 696 14700 SH SOLE 14700 0 0 LAM RESEARCH CORP COM 512807108 15183 143600 SH SOLE 143600 0 0 LANCASTER COLONY CORP COM 513847103 353 2500 SH SOLE 2500 0 0 LAREDO PETROLEUM INC COM 516806106 363 25700 SH SOLE 25700 0 0 LAS VEGAS SANDS CORP COM 517834107 8460 158400 SH SOLE 158400 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 305 10000 SH SOLE 10000 0 0 LEAR CORP COM NEW 521865204 26500 200200 SH SOLE 200200 0 0 LEIDOS HLDGS INC COM 525327102 240 4700 SH SOLE 4700 0 0 LENNOX INTL INC COM 526107107 352 2300 SH SOLE 2300 0 0 LEXICON PHARMACEUTICALS INC COM NEW 528872302 553 40000 SH SOLE 40000 0 0 LEXINGTON REALTY TRUST COM 529043101 3036 281100 SH SOLE 281100 0 0 LIBERTY BROADBAND CORP COM SER C 530307305 667 9000 SH SOLE 9000 0 0 LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 7491 374900 SH SOLE 374900 0 0 LIBERTY PPTY TR SH BEN INT 531172104 1667 42200 SH SOLE 42200 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1443 14200 SH SOLE 14200 0 0 LIFE STORAGE INC COM 53223X107 1151 13500 SH SOLE 13500 0 0 LILLY ELI & CO COM 532457108 33533 455920 SH SOLE 455920 0 0 LINCOLN NATL CORP IND COM 534187109 20338 306900 SH SOLE 306900 0 0 LINEAR TECHNOLOGY CORP COM 535678106 8293 133000 SH SOLE 133000 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 79 13700 SH SOLE 13700 0 0 LOCKHEED MARTIN CORP COM 539830109 10622 42500 SH SOLE 42500 0 0 LOGMEIN INC COM 54142L109 309 3200 SH SOLE 3200 0 0 LOUISIANA PAC CORP COM 546347105 265 14000 SH SOLE 14000 0 0 LOWES COS INC COM 548661107 754 10600 SH SOLE 10600 0 0 LULULEMON ATHLETICA INC COM 550021109 2762 42500 SH SOLE 42500 0 0 LUMENTUM HLDGS INC COM 55024U109 429 11100 SH SOLE 11100 0 0 LUMINEX CORP DEL COM 55027E102 906 44800 SH SOLE 44800 0 0 LYDALL INC DEL COM 550819106 1014 16400 SH SOLE 16400 0 0 MBIA INC COM 55262C100 197 18400 SH SOLE 18400 0 0 MGE ENERGY INC COM 55277P104 522 8000 SH SOLE 8000 0 0 MGIC INVT CORP WIS COM 552848103 390 38300 SH SOLE 38300 0 0 MGM RESORTS INTERNATIONAL COM 552953101 588 20400 SH SOLE 20400 0 0 MKS INSTRUMENT INC COM 55306N104 380 6400 SH SOLE 6400 0 0 MSC INDL DIRECT INC CL A 553530106 536 5800 SH SOLE 5800 0 0 MSCI INC COM 55354G100 1253 15900 SH SOLE 15900 0 0 MSG NETWORK INC CL A 553573106 1610 74900 SH SOLE 74900 0 0 MACERICH CO COM 554382101 7817 110343 SH SOLE 110343 0 0 MACK CALI RLTY CORP COM 554489104 2063 71100 SH SOLE 71100 0 0 MAGNA INTL INC COM 559222401 11835 272240 SH SOLE 272240 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 655 19050 SH SOLE 19050 0 0 MANHATTAN ASSOCS INC COM 562750109 1533 28900 SH SOLE 28900 0 0 MARATHON OIL CORP COM 565849106 9185 530643 SH SOLE 530643 0 0 MARATHON PETE CORP COM 56585A102 8078 160442 SH SOLE 160442 0 0 MARKETAXESS HLDGS INC COM 57060D108 338 2300 SH SOLE 2300 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 255 3000 SH SOLE 3000 0 0 MASIMO CORP COM 574795100 1867 27700 SH SOLE 27700 0 0 MASTERCARD INCORPORATED CL A 57636Q104 22911 221900 SH SOLE 221900 0 0 MATADOR RES CO COM 576485205 319 12400 SH SOLE 12400 0 0 MATTEL INC COM 577081102 526 19100 SH SOLE 19100 0 0 MAXLINEAR INC CL A 57776J100 305 14000 SH SOLE 14000 0 0 MAXIMUS INC COM 577933104 1690 30300 SH SOLE 30300 0 0 MCCORMICK & CO INC COM NON VTG 579780206 5908 63300 SH SOLE 63300 0 0 MCDERMOTT INTL INC COM 580037109 1941 262700 SH SOLE 262700 0 0 MCDONALDS CORP COM 580135101 17199 141300 SH SOLE 141300 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 624 50700 SH SOLE 50700 0 0 MEDIFAST INC COM 58470H101 787 18900 SH SOLE 18900 0 0 MENTOR GRAPHICS CORP COM 587200106 1815 49200 SH SOLE 49200 0 0 MERCADOLIBRE INC COM 58733R102 2014 12900 SH SOLE 12900 0 0 MERCK & CO INC COM 58933Y105 43616 740894 SH SOLE 740894 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 1324 74800 SH SOLE 74800 0 0 MERIT MED SYS INC COM 589889104 246 9300 SH SOLE 9300 0 0 MERITOR INC COM 59001K100 397 32000 SH SOLE 32000 0 0 METHODE ELECTRS INC COM 591520200 612 14800 SH SOLE 14800 0 0 METLIFE INC COM 59156R108 15984 296600 SH SOLE 296600 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 17789 42500 SH SOLE 42500 0 0 MICROSOFT CORP COM 594918104 118837 1912400 SH SOLE 1912400 0 0 MICRON TECHNOLOGY INC COM 595112103 12707 579700 SH SOLE 579700 0 0 MICROSEMI CORP COM 595137100 1182 21900 SH SOLE 21900 0 0 MID AMER APT CMNTYS INC COM 59522J103 13638 139275 SH SOLE 139275 0 0 MILLER HERMAN INC COM 600544100 1648 48200 SH SOLE 48200 0 0 MIMEDX GROUP INC COM 602496101 148 16700 SH SOLE 16700 0 0 MITCHAM INDS INC COM 606501104 85 20500 SH SOLE 20500 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 105 11500 SH SOLE 11500 0 0 MOELIS & CO CL A 60786M105 766 22600 SH SOLE 22600 0 0 MOHAWK INDS INC COM 608190104 16813 84200 SH SOLE 84200 0 0 MOLSON COORS BREWING CO CL B 60871R209 13069 134300 SH SOLE 134300 0 0 MONDELEZ INTL INC CL A 609207105 1843 41580 SH SOLE 41580 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 468 30700 SH SOLE 30700 0 0 MOODYS CORP COM 615369105 11067 117400 SH SOLE 117400 0 0 MORGAN STANLEY COM NEW 617446448 7178 169900 SH SOLE 169900 0 0 MOVADO GROUP INC COM 624580106 1015 35300 SH SOLE 35300 0 0 MULTI COLOR CORP COM 625383104 411 5300 SH SOLE 5300 0 0 MURPHY OIL CORP COM 626717102 9523 305900 SH SOLE 305900 0 0 MURPHY USA INC COM 626755102 1371 22300 SH SOLE 22300 0 0 NIC INC COM 62914B100 770 32200 SH SOLE 32200 0 0 NMI HLDGS INC CL A 629209305 1107 103900 SH SOLE 103900 0 0 NATIONAL HEALTH INVS INC COM 63633D104 4524 61000 SH SOLE 61000 0 0 NATIONAL OILWELL VARCO INC COM 637071101 614 16400 SH SOLE 16400 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 6178 139781 SH SOLE 139781 0 0 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 437 19800 SH SOLE 19800 0 0 NATUS MEDICAL INC DEL COM 639050103 626 18000 SH SOLE 18000 0 0 NAUTILUS INC COM 63910B102 263 14200 SH SOLE 14200 0 0 NAVIENT CORP COM 63938C108 3670 223400 SH SOLE 223400 0 0 NELNET INC CL A 64031N108 1015 20000 SH SOLE 20000 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1340 116700 SH SOLE 116700 0 0 NETAPP INC COM 64110D104 2797 79300 SH SOLE 79300 0 0 NETFLIX INC COM 64110L106 16069 129800 SH SOLE 129800 0 0 NETEASE INC SPONSORED ADR 64110W102 2347 10900 SH SOLE 10900 0 0 NETSCOUT SYS INC COM 64115T104 309 9800 SH SOLE 9800 0 0 NEW MEDIA INVT GROUP INC COM 64704V106 1284 80300 SH SOLE 80300 0 0 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 855 20300 SH SOLE 20300 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1355 86200 SH SOLE 86200 0 0 NEW SR INVT GROUP INC COM 648691103 974 99500 SH 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21099 0 0 ONEOK INC NEW COM 682680103 1125 19600 SH SOLE 19600 0 0 OPEN TEXT CORP COM 683715106 15823 255900 SH SOLE 255900 0 0 OPKO HEALTH INC COM 68375N103 457 49100 SH SOLE 49100 0 0 ORACLE CORP COM 68389X105 13857 360400 SH SOLE 360400 0 0 OUTFRONT MEDIA INC COM 69007J106 281 11300 SH SOLE 11300 0 0 PBF ENERGY INC CL A 69318G106 987 35400 SH SOLE 35400 0 0 PDC ENERGY INC COM 69327R101 559 7700 SH SOLE 7700 0 0 PDL BIOPHARMA INC COM 69329Y104 111 52400 SH SOLE 52400 0 0 PG&E CORP COM 69331C108 8556 140800 SH SOLE 140800 0 0 PNM RES INC COM 69349H107 6164 179700 SH SOLE 179700 0 0 PPG INDS INC COM 693506107 5989 63200 SH SOLE 63200 0 0 PRA HEALTH SCIENCES INC COM 69354M108 816 14800 SH SOLE 14800 0 0 PACKAGING CORP AMER COM 695156109 4334 51100 SH SOLE 51100 0 0 PANERA BREAD CO CL A 69840W108 7055 34400 SH SOLE 34400 0 0 PAPA JOHNS INTL INC COM 698813102 625 7300 SH SOLE 7300 0 0 PARAMOUNT GROUP INC COM 69924R108 5201 325244 SH SOLE 325244 0 0 PAREXEL INTL CORP COM 699462107 1157 17600 SH SOLE 17600 0 0 PARKER DRILLING CO COM 701081101 51 19800 SH SOLE 19800 0 0 PARKER HANNIFIN CORP COM 701094104 18592 132800 SH SOLE 132800 0 0 PARKWAY INC COM 70156Q107 1411 63398 SH SOLE 63398 0 0 PARSLEY ENERGY INC CL A 701877102 603 17100 SH SOLE 17100 0 0 PATTERSON UTI ENERGY INC COM 703481101 2146 79700 SH SOLE 79700 0 0 PAYPAL HLDGS INC COM 70450Y103 5995 151900 SH SOLE 151900 0 0 PEMBINA PIPELINE CORP COM 706327103 1505 48100 SH SOLE 48100 0 0 PENNEY J C INC COM 708160106 205 24700 SH SOLE 24700 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 5051 266400 SH SOLE 266400 0 0 PEPSICO INC COM 713448108 45677 436562 SH SOLE 436562 0 0 PETMED EXPRESS INC COM 716382106 1213 52600 SH SOLE 52600 0 0 PFIZER INC COM 717081103 32438 998696 SH SOLE 998696 0 0 PHILIP MORRIS INTL INC COM 718172109 26084 285100 SH SOLE 285100 0 0 PHILLIPS 66 COM 718546104 1987 23000 SH SOLE 23000 0 0 PHYSICIANS RLTY TR COM 71943U104 4107 216600 SH SOLE 216600 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 3818 182600 SH SOLE 182600 0 0 PINNACLE FOODS INC DEL COM 72348P104 315 5900 SH SOLE 5900 0 0 PINNACLE WEST CAP CORP COM 723484101 20600 264000 SH SOLE 264000 0 0 PIONEER NAT RES CO COM 723787107 3169 17600 SH SOLE 17600 0 0 PIPER JAFFRAY COS COM 724078100 1327 18300 SH SOLE 18300 0 0 PITNEY BOWES INC COM 724479100 661 43500 SH SOLE 43500 0 0 PLAINS GP HLDGS L P LTD PARTNR INT 72651A207 814 23469 SH SOLE 23469 0 0 POOL CORPORATION COM 73278L105 490 4700 SH SOLE 4700 0 0 POPULAR INC COM NEW 733174700 583 13300 SH SOLE 13300 0 0 POST HLDGS INC COM 737446104 249 3100 SH SOLE 3100 0 0 POTASH CORP SASK INC COM 73755L107 2096 115700 SH SOLE 115700 0 0 PRAXAIR INC COM 74005P104 2215 18900 SH SOLE 18900 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 662 12700 SH SOLE 12700 0 0 PRICE T ROWE GROUP INC COM 74144T108 23745 315500 SH SOLE 315500 0 0 PRICELINE GRP INC COM NEW 741503403 24923 17000 SH SOLE 17000 0 0 PRIMERICA INC COM 74164M108 1604 23200 SH SOLE 23200 0 0 PROCTER AND GAMBLE CO COM 742718109 48701 579222 SH SOLE 579222 0 0 PRIVATEBANCORP INC COM 742962103 374 6900 SH SOLE 6900 0 0 PROGRESS SOFTWARE CORP COM 743312100 725 22700 SH SOLE 22700 0 0 PROLOGIS INC COM 74340W103 16230 307449 SH SOLE 307449 0 0 PROTO LABS INC COM 743713109 652 12700 SH SOLE 12700 0 0 PROVIDENCE SVC CORP COM 743815102 240 6300 SH SOLE 6300 0 0 PRUDENTIAL FINL INC COM 744320102 35016 336500 SH SOLE 336500 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 27767 632800 SH SOLE 632800 0 0 PUBLIC STORAGE COM 74460D109 26542 118754 SH SOLE 118754 0 0 PUMA BIOTECHNOLOGY INC COM 74587V107 371 12100 SH SOLE 12100 0 0 QCR HOLDINGS INC COM 74727A104 268 6200 SH SOLE 6200 0 0 QEP RES INC COM 74733V100 11306 614100 SH SOLE 614100 0 0 QTS RLTY TR INC COM CL A 74736A103 1271 25600 SH SOLE 25600 0 0 QUALCOMM INC COM 747525103 7113 109100 SH SOLE 109100 0 0 QUALITY CARE PPTYS INC COM 747545101 391 25253 SH SOLE 25253 0 0 QUANTA SVCS INC COM 74762E102 1021 29300 SH SOLE 29300 0 0 QUEST DIAGNOSTICS INC COM 74834L100 9116 99200 SH SOLE 99200 0 0 RLJ LODGING TR COM 74965L101 1756 71700 SH SOLE 71700 0 0 RPC INC COM 749660106 374 18900 SH SOLE 18900 0 0 RSP PERMIAN INC COM 74978Q105 460 10300 SH SOLE 10300 0 0 RADIAN GROUP INC COM 750236101 412 22900 SH SOLE 22900 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 3001 181000 SH SOLE 181000 0 0 RANGE RES CORP COM 75281A109 562 16350 SH SOLE 16350 0 0 RAVEN INDS INC COM 754212108 907 36000 SH SOLE 36000 0 0 RAYONIER INC COM 754907103 833 31300 SH SOLE 31300 0 0 RAYONIER ADVANCED MATLS INC COM 75508B104 917 59300 SH SOLE 59300 0 0 REALTY INCOME CORP COM 756109104 10844 188659 SH SOLE 188659 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 451 8000 SH SOLE 8000 0 0 REGENCY CTRS CORP COM 758849103 15141 219600 SH SOLE 219600 0 0 REGENERON PHARMACEUTICALS COM 75886F107 6314 17200 SH SOLE 17200 0 0 REGIONS FINL CORP NEW COM 7591EP100 3175 221100 SH SOLE 221100 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 1460 11600 SH SOLE 11600 0 0 RENASANT CORP COM 75970E107 849 20100 SH SOLE 20100 0 0 REPUBLIC BANCORP KY CL A 760281204 505 12764 SH SOLE 12764 0 0 RESOLUTE FST PRODS INC COM 76117W109 355 66400 SH SOLE 66400 0 0 RETROPHIN INC COM 761299106 714 37700 SH SOLE 37700 0 0 RETAIL PPTYS AMER INC CL A 76131V202 10373 676630 SH SOLE 676630 0 0 RETAILMENOT INC COM SER 1 76132B106 595 64000 SH SOLE 64000 0 0 REX AMERICAN RESOURCES CORP COM 761624105 1491 15100 SH SOLE 15100 0 0 REXNORD CORP NEW COM 76169B102 404 20600 SH SOLE 20600 0 0 REXFORD INDL RLTY INC COM 76169C100 2087 90000 SH SOLE 90000 0 0 REYNOLDS AMERICAN INC COM 761713106 11314 201898 SH SOLE 201898 0 0 RICE ENERGY INC COM 762760106 231 10800 SH SOLE 10800 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 6565 170000 SH SOLE 170000 0 0 ROLLINS INC COM 775711104 544 16100 SH SOLE 16100 0 0 ROSS STORES INC COM 778296103 33771 514800 SH SOLE 514800 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 10462 154400 SH SOLE 154400 0 0 ROYAL GOLD INC COM 780287108 462 7300 SH SOLE 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SCIENCE APPLICATNS INTL CP N COM 808625107 517 6100 SH SOLE 6100 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 17329 242800 SH SOLE 242800 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 611 27700 SH SOLE 27700 0 0 SEALED AIR CORP NEW COM 81211K100 544 12000 SH SOLE 12000 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 18838 250112 SH SOLE 250112 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 2487 98700 SH SOLE 98700 0 0 SEMGROUP CORP CL A 81663A105 301 7200 SH SOLE 7200 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 1993 105300 SH SOLE 105300 0 0 SERITAGE GROWTH PPTYS CL A 81752R100 2195 51400 SH SOLE 51400 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 5942 295800 SH SOLE 295800 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 227 8300 SH SOLE 8300 0 0 SHERWIN WILLIAMS CO COM 824348106 6826 25400 SH SOLE 25400 0 0 SHIRE PLC SPONSORED ADR 82481R106 381 2237 SH SOLE 2237 0 0 SHUTTERSTOCK INC COM 825690100 266 5600 SH SOLE 5600 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 255 1700 SH SOLE 1700 0 0 SILVER BAY RLTY TR CORP COM 82735Q102 562 32800 SH SOLE 32800 0 0 SILVER WHEATON CORP COM 828336107 1725 89200 SH SOLE 89200 0 0 SIMON PPTY GROUP INC NEW COM 828806109 53297 299977 SH SOLE 299977 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 796 18200 SH SOLE 18200 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1571 47100 SH SOLE 47100 0 0 SKYWEST INC COM 830879102 1035 28400 SH SOLE 28400 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 13797 184800 SH SOLE 184800 0 0 SMITH A O COM 831865209 7017 148200 SH SOLE 148200 0 0 SNAP ON INC COM 833034101 25862 151000 SH SOLE 151000 0 0 SOTHEBYS COM 835898107 1626 40800 SH SOLE 40800 0 0 SOUTHERN CO COM 842587107 10792 219400 SH SOLE 219400 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 516 13702 SH SOLE 13702 0 0 SOUTHWEST AIRLS CO COM 844741108 4844 97200 SH SOLE 97200 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 357 12300 SH SOLE 12300 0 0 SOUTHWEST GAS CORP COM 844895102 337 4400 SH SOLE 4400 0 0 SOUTHWESTERN ENERGY CO COM 845467109 179 16500 SH SOLE 16500 0 0 SPECTRA ENERGY CORP COM 847560109 4508 109700 SH SOLE 109700 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 3327 27200 SH SOLE 27200 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 7871 134900 SH SOLE 134900 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 755 69530 SH SOLE 69530 0 0 SPRINT CORP COM SER 1 85207U105 3956 469800 SH SOLE 469800 0 0 SPROUTS FMRS MKT INC COM 85208M102 346 18300 SH SOLE 18300 0 0 STAG INDL INC COM 85254J102 1062 44500 SH SOLE 44500 0 0 STAMPS COM INC COM NEW 852857200 688 6000 SH SOLE 6000 0 0 STANLEY BLACK & DECKER INC COM 854502101 2798 24400 SH SOLE 24400 0 0 STARBUCKS CORP COM 855244109 45343 816700 SH SOLE 816700 0 0 STATE STR CORP COM 857477103 12155 156400 SH SOLE 156400 0 0 STEEL DYNAMICS INC COM 858119100 2277 64000 SH SOLE 64000 0 0 STEPAN CO COM 858586100 1630 20000 SH SOLE 20000 0 0 STILLWATER MNG CO COM 86074Q102 1712 106300 SH SOLE 106300 0 0 STOCK YDS BANCORP INC COM 861025104 822 17500 SH SOLE 17500 0 0 STORE CAP CORP COM 862121100 20643 835400 SH SOLE 835400 0 0 STRYKER CORP COM 863667101 3906 32600 SH SOLE 32600 0 0 SUMMIT HOTEL PPTYS COM 866082100 2778 173300 SH SOLE 173300 0 0 SUN CMNTYS INC COM 866674104 8404 109700 SH SOLE 109700 0 0 SUN LIFE FINL INC COM 866796105 3406 88600 SH SOLE 88600 0 0 SUNCOR ENERGY INC NEW COM 867224107 18686 570812 SH SOLE 570812 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 1380 90500 SH SOLE 90500 0 0 SUNTRUST BKS INC COM 867914103 9275 169100 SH SOLE 169100 0 0 SUPER MICRO COMPUTER INC COM 86800U104 393 14000 SH SOLE 14000 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 407 24100 SH SOLE 24100 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 1548 61300 SH SOLE 61300 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 345 9000 SH SOLE 9000 0 0 SYNAPTICS INC COM 87157D109 1431 26700 SH SOLE 26700 0 0 SYNOPSYS INC COM 871607107 10218 173600 SH SOLE 173600 0 0 SYNTEL INC COM 87162H103 918 46400 SH SOLE 46400 0 0 SYNERGY RES CORP COM 87164P103 866 97200 SH SOLE 97200 0 0 SYSCO CORP COM 871829107 29927 540500 SH SOLE 540500 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 2847 65300 SH SOLE 65300 0 0 TJX COS INC NEW COM 872540109 21735 289300 SH SOLE 289300 0 0 T MOBILE US INC COM 872590104 8908 154900 SH SOLE 154900 0 0 TALLGRASS ENERGY GP LP SHS CL A 874696107 204 7600 SH SOLE 7600 0 0 TARGET CORP COM 87612E106 20781 287700 SH SOLE 287700 0 0 TARGA RES CORP COM 87612G101 1749 31200 SH SOLE 31200 0 0 TECH DATA CORP COM 878237106 390 4600 SH SOLE 4600 0 0 TECK RESOURCES LTD CL B 878742204 1793 89500 SH SOLE 89500 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 13210 107400 SH SOLE 107400 0 0 TELEFLEX INC COM 879369106 5237 32500 SH SOLE 32500 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 217 7500 SH SOLE 7500 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 635 42800 SH SOLE 42800 0 0 TEREX CORP NEW COM 880779103 218 6900 SH SOLE 6900 0 0 TESARO INC COM 881569107 215 1600 SH SOLE 1600 0 0 TESORO CORP COM 881609101 10564 120800 SH SOLE 120800 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 64 12700 SH SOLE 12700 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1881 51900 SH SOLE 51900 0 0 TEXAS INSTRS INC COM 882508104 39353 539300 SH SOLE 539300 0 0 TEXAS ROADHOUSE INC COM 882681109 7434 154100 SH SOLE 154100 0 0 TEXTRON INC COM 883203101 4948 101900 SH SOLE 101900 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 21391 151600 SH SOLE 151600 0 0 THOR INDS INC COM 885160101 10565 105600 SH SOLE 105600 0 0 3M CO COM 88579Y101 38143 213600 SH SOLE 213600 0 0 TIER REIT INC COM NEW 88650V208 1184 68100 SH SOLE 68100 0 0 TIFFANY & CO NEW COM 886547108 821 10600 SH SOLE 10600 0 0 TIMKEN CO COM 887389104 580 14600 SH SOLE 14600 0 0 TIMKENSTEEL CORP COM 887399103 791 51100 SH SOLE 51100 0 0 TIVO CORP COM 88870P106 301 14400 SH SOLE 14400 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 15683 317600 SH SOLE 317600 0 0 TOTAL SYS SVCS INC COM 891906109 6477 132100 SH SOLE 132100 0 0 TRANSCANADA CORP COM 89353D107 4487 99400 SH SOLE 99400 0 0 TRANSDIGM GROUP INC COM 893641100 22879 91900 SH SOLE 91900 0 0 TRAVELERS COMPANIES INC COM 89417E109 24719 201921 SH SOLE 201921 0 0 TREX CO INC COM 89531P105 238 3700 SH SOLE 3700 0 0 TRIMAS CORP COM NEW 896215209 315 13400 SH SOLE 13400 0 0 TRINITY INDS INC COM 896522109 300 10800 SH SOLE 10800 0 0 TRUSTMARK CORP COM 898402102 353 9900 SH SOLE 9900 0 0 TUPPERWARE BRANDS CORP COM 899896104 8077 153500 SH SOLE 153500 0 0 TURQUOISE HILL RES LTD COM 900435108 1198 372900 SH SOLE 372900 0 0 TWO HBRS INVT CORP COM 90187B101 579 66400 SH SOLE 66400 0 0 II VI INC COM 902104108 795 26800 SH SOLE 26800 0 0 TYLER TECHNOLOGIES INC COM 902252105 400 2800 SH SOLE 2800 0 0 TYSON FOODS INC CL A 902494103 16857 273300 SH SOLE 273300 0 0 US BANCORP DEL COM NEW 902973304 4027 78400 SH SOLE 78400 0 0 U S G CORP COM NEW 903293405 1565 54200 SH SOLE 54200 0 0 U S SILICA HLDGS INC COM 90346E103 493 8700 SH SOLE 8700 0 0 UBIQUITI NETWORKS INC COM 90347A100 208 3600 SH SOLE 3600 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 18203 71400 SH SOLE 71400 0 0 UMPQUA HLDGS CORP COM 904214103 682 36300 SH SOLE 36300 0 0 UNIFI INC COM NEW 904677200 1080 33100 SH SOLE 33100 0 0 UNION PAC CORP COM 907818108 20881 201400 SH SOLE 201400 0 0 UNIT CORP COM 909218109 1486 55300 SH SOLE 55300 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 1437 48500 SH SOLE 48500 0 0 UNITED BANKSHARES INC WEST V COM 909907107 333 7200 SH SOLE 7200 0 0 UNITED FIRE GROUP INC COM 910340108 364 7400 SH SOLE 7400 0 0 UNITED PARCEL SERVICE INC CL B 911312106 13940 121600 SH SOLE 121600 0 0 UNITED RENTALS INC COM 911363109 3231 30600 SH SOLE 30600 0 0 UNITED STATES CELLULAR CORP COM 911684108 214 4900 SH SOLE 4900 0 0 UNITED TECHNOLOGIES CORP COM 913017109 5470 49900 SH SOLE 49900 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 19004 132500 SH SOLE 132500 0 0 UNITEDHEALTH GROUP INC COM 91324P102 68894 430480 SH SOLE 430480 0 0 UNIVERSAL CORP VA COM 913456109 414 6500 SH SOLE 6500 0 0 UNIVERSAL FST PRODS INC COM 913543104 1512 14800 SH SOLE 14800 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 571 8700 SH SOLE 8700 0 0 UNIVEST CORP PA COM 915271100 698 22600 SH SOLE 22600 0 0 UNUM GROUP COM 91529Y106 5645 128500 SH SOLE 128500 0 0 URBAN EDGE PPTYS COM 91704F104 1125 40900 SH SOLE 40900 0 0 URSTADT BIDDLE PPTYS INC CL A 917286205 1015 42100 SH SOLE 42100 0 0 VCA INC COM 918194101 1998 29100 SH SOLE 29100 0 0 VWR CORP COM 91843L103 1186 47400 SH SOLE 47400 0 0 VAIL RESORTS INC COM 91879Q109 823 5100 SH SOLE 5100 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 751 51700 SH SOLE 51700 0 0 VALERO ENERGY CORP NEW COM 91913Y100 26713 391000 SH SOLE 391000 0 0 VANTIV INC CL A 92210H105 32821 550500 SH SOLE 550500 0 0 VARIAN MED SYS INC COM 92220P105 10136 112900 SH SOLE 112900 0 0 VENTAS INC COM 92276F100 9852 157586 SH SOLE 157586 0 0 VEREIT INC COM 92339V100 3979 470360 SH SOLE 470360 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 77236 1446900 SH SOLE 1446900 0 0 VERINT SYS INC COM 92343X100 1022 29000 SH SOLE 29000 0 0 VERMILION ENERGY INC COM 923725105 649 15400 SH SOLE 15400 0 0 VERSUM MATLS INC COM 92532W103 1388 49450 SH SOLE 49450 0 0 VISA INC COM CL A 92826C839 72364 927500 SH SOLE 927500 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 630 38900 SH SOLE 38900 0 0 VISTEON CORP COM NEW 92839U206 6652 82800 SH SOLE 82800 0 0 VMWARE INC CL A COM 928563402 6015 76400 SH SOLE 76400 0 0 VORNADO RLTY TR SH BEN INT 929042109 7800 74736 SH SOLE 74736 0 0 VOYA FINL INC COM 929089100 6722 171400 SH SOLE 171400 0 0 W P CAREY INC COM 92936U109 7008 118600 SH SOLE 118600 0 0 WEC ENERGY GROUP INC COM 92939U106 9472 161500 SH SOLE 161500 0 0 WABASH NATL CORP COM 929566107 1516 95800 SH SOLE 95800 0 0 WABTEC CORP COM 929740108 1503 18100 SH SOLE 18100 0 0 WAGEWORKS INC COM 930427109 732 10100 SH SOLE 10100 0 0 WAL-MART STORES INC COM 931142103 61275 886500 SH SOLE 886500 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 9973 120500 SH SOLE 120500 0 0 WALKER & DUNLOP INC COM 93148P102 749 24000 SH SOLE 24000 0 0 WASHINGTON PRIME GROUP NEW 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CO COM 96145D105 482 9500 SH SOLE 9500 0 0 WILLIAMS COS INC DEL COM 969457100 947 30400 SH SOLE 30400 0 0 WINTRUST FINL CORP COM 97650W108 2025 27900 SH SOLE 27900 0 0 WOLVERINE WORLD WIDE INC COM 978097103 1464 66700 SH SOLE 66700 0 0 WOODWARD INC COM 980745103 905 13100 SH SOLE 13100 0 0 WORLD FUEL SVCS CORP COM 981475106 523 11400 SH SOLE 11400 0 0 WORTHINGTON INDS INC COM 981811102 560 11800 SH SOLE 11800 0 0 WPX ENERGY INC COM 98212B103 548 37600 SH SOLE 37600 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 14533 190300 SH SOLE 190300 0 0 XCEL ENERGY INC COM 98389B100 23343 573536 SH SOLE 573536 0 0 XENCOR INC COM 98401F105 340 12900 SH SOLE 12900 0 0 XYLEM INC COM 98419M100 1213 24500 SH SOLE 24500 0 0 YY INC ADS REPCOM CLA 98426T106 244 6200 SH SOLE 6200 0 0 YAMANA GOLD INC COM 98462Y100 508 180800 SH SOLE 180800 0 0 YORK WTR CO COM 987184108 378 9900 SH SOLE 9900 0 0 YUM CHINA HLDGS INC COM 98850P109 4383 167800 SH SOLE 167800 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 2127 24800 SH 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