Investment Accounting Manager

0001398739-16-000017.txt : 20160811 0001398739-16-000017.hdr.sgml : 20160811 20160811104940 ACCESSION NUMBER: 0001398739-16-000017 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160811 DATE AS OF CHANGE: 20160811 EFFECTIVENESS DATE: 20160811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Employees Retirement System of Texas CENTRAL INDEX KEY: 0001398739 IRS NUMBER: 746000098 STATE OF INCORPORATION: TX FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12470 FILM NUMBER: 161823394 BUSINESS ADDRESS: STREET 1: P.O. BOX 13207 CITY: AUSTIN STATE: TX ZIP: 78711-3207 BUSINESS PHONE: 512-867-7711 MAIL ADDRESS: STREET 1: P.O. BOX 13207 CITY: AUSTIN STATE: TX ZIP: 78711-3207 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001398739 XXXXXXXX 06-30-2016 06-30-2016 Employees Retirement System of Texas

P.O. BOX 13207 AUSTIN TX 78711-3207

13F HOLDINGS REPORT 028-12470 N Patti Roano Investment Accounting Manager 512-867-7169 Patti Roano Austin TX 08-11-2016 0 937 7292963 false INFORMATION TABLE 2 SEC13f-20160630.xml 13F-HR 06-30-2016 ABM INDS INC COM 000957100 2371 65000 SH SOLE 65000 0 0 AFLAC INC COM 001055102 2237 31000 SH SOLE 31000 0 0 AGL RES INC COM 001204106 594 9000 SH SOLE 9000 0 0 AES CORP COM 00130H105 499 40000 SH SOLE 40000 0 0 AT&T INC COM 00206R102 15325 354652 SH SOLE 354652 0 0 ABBOTT LABS COM 002824100 4996 127100 SH SOLE 127100 0 0 ABBVIE INC COM 00287Y109 49875 805600 SH SOLE 805600 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 6025 169617 SH SOLE 169617 0 0 ACETO CORP COM 004446100 1992 91000 SH SOLE 91000 0 0 ACORDA THERAPEUTICS INC COM 00484M106 765 30000 SH SOLE 30000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 10185 257000 SH SOLE 257000 0 0 ACUITY BRANDS INC COM 00508Y102 942 3800 SH SOLE 3800 0 0 ADEPTUS HEALTH INC CL A 006855100 2170 42000 SH SOLE 42000 0 0 ADOBE SYS INC COM 00724F101 24829 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101000 0 0 FLUOR CORP NEW COM 343412102 4879 99000 SH SOLE 99000 0 0 FLOWSERVE CORP COM 34354P105 136 3000 SH SOLE 3000 0 0 FOOT LOCKER INC COM 344849104 1701 31000 SH SOLE 31000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 3670 292000 SH SOLE 292000 0 0 FOREST CITY RLTY TR INC COM CL A 345605109 1205 54000 SH SOLE 54000 0 0 FORMFACTOR INC COM 346375108 2607 290000 SH SOLE 290000 0 0 FORTINET INC COM 34959E109 4423 140000 SH SOLE 140000 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 6782 117000 SH SOLE 117000 0 0 FOUR CORNERS PPTY TR INC COM 35086T109 1605 77952 SH SOLE 77952 0 0 FRANCESCAS HLDGS CORP COM 351793104 895 81000 SH SOLE 81000 0 0 FRANKLIN RES INC COM 354613101 667 20000 SH SOLE 20000 0 0 FREEPORT-MCMORAN INC CL B 35671D857 724 65000 SH SOLE 65000 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 380 77000 SH SOLE 77000 0 0 FULLER H B CO COM 359694106 1848 42000 SH SOLE 42000 0 0 G-III APPAREL GROUP LTD COM 36237H101 2286 50000 SH SOLE 50000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 4141 87000 SH SOLE 87000 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 3069 89000 SH SOLE 89000 0 0 GAMESTOP CORP NEW CL A 36467W109 505 19000 SH SOLE 19000 0 0 GAP INC DEL COM 364760108 594 28000 SH SOLE 28000 0 0 GENERAL DYNAMICS CORP COM 369550108 18700 134300 SH SOLE 134300 0 0 GENERAL ELECTRIC CO COM 369604103 72061 2289105 SH SOLE 2289105 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 10438 350040 SH SOLE 350040 0 0 GENERAL MLS INC COM 370334104 2853 40000 SH SOLE 40000 0 0 GENERAL MTRS CO COM 37045V100 2406 85000 SH SOLE 85000 0 0 GENTEX CORP COM 371901109 1638 106000 SH SOLE 106000 0 0 GENUINE PARTS CO COM 372460105 1721 17000 SH SOLE 17000 0 0 GENTHERM INC COM 37253A103 2124 62000 SH SOLE 62000 0 0 GIBRALTAR INDS INC COM 374689107 723 22900 SH SOLE 22900 0 0 GIGAMON INC COM 37518B102 1907 51000 SH SOLE 51000 0 0 GILEAD SCIENCES INC COM 375558103 26769 320900 SH SOLE 320900 0 0 GLATFELTER COM 377316104 1037 53000 SH SOLE 53000 0 0 GLAUKOS CORP COM 377322102 1108 38000 SH SOLE 38000 0 0 GLOBAL PMTS INC COM 37940X102 2193 30729 SH SOLE 30729 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 3090 20800 SH SOLE 20800 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 4901 191000 SH SOLE 191000 0 0 GRACE W R & CO DEL NEW COM 38388F108 4393 60000 SH SOLE 60000 0 0 GRACO INC COM 384109104 1817 23000 SH SOLE 23000 0 0 GRAINGER W W INC COM 384802104 977 4300 SH SOLE 4300 0 0 GRAMERCY PPTY TR COM 385002100 1566 169856 SH SOLE 169856 0 0 GRANITE CONSTR INC COM 387328107 3621 79500 SH SOLE 79500 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 2307 184000 SH SOLE 184000 0 0 GREAT PLAINS ENERGY INC COM 391164100 2219 73000 SH SOLE 73000 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 1580 32000 SH SOLE 32000 0 0 HCA HOLDINGS INC COM 40412C101 19037 247200 SH SOLE 247200 0 0 HCP INC COM 40414L109 8067 228000 SH SOLE 228000 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 6947 104700 SH SOLE 104700 0 0 HP INC COM 40434L105 2887 230000 SH SOLE 230000 0 0 HALLIBURTON CO COM 406216101 15897 351000 SH SOLE 351000 0 0 HALYARD HEALTH INC COM 40650V100 7382 227000 SH SOLE 227000 0 0 HANESBRANDS INC COM 410345102 628 25000 SH SOLE 25000 0 0 HANOVER INS GROUP INC COM 410867105 2962 35000 SH SOLE 35000 0 0 HARLEY DAVIDSON INC COM 412822108 634 14000 SH SOLE 14000 0 0 HARMAN INTL INDS INC COM 413086109 287 4000 SH SOLE 4000 0 0 HARRIS CORP DEL COM 413875105 7885 94500 SH SOLE 94500 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 6701 151000 SH SOLE 151000 0 0 HASBRO INC COM 418056107 504 6000 SH SOLE 6000 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 1967 60000 SH SOLE 60000 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 1027 32000 SH SOLE 32000 0 0 HEALTHCARE SVCS GRP INC COM 421906108 1490 36000 SH SOLE 36000 0 0 HEALTHCARE RLTY TR COM 421946104 19664 562000 SH SOLE 562000 0 0 HEALTHEQUITY INC COM 42226A107 1307 43000 SH SOLE 43000 0 0 HELMERICH & PAYNE INC COM 423452101 470 7000 SH SOLE 7000 0 0 HERCULES CAPITAL INC COM 427096508 1392 112108 SH SOLE 112108 0 0 HERITAGE OAKS BANCORP COM 42724R107 1286 162000 SH SOLE 162000 0 0 HERSHEY CO COM 427866108 8625 76000 SH SOLE 76000 0 0 HESS CORP COM 42809H107 902 15000 SH SOLE 15000 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 9409 515000 SH SOLE 515000 0 0 HIGHWOODS PPTYS INC COM 431284108 7363 139460 SH SOLE 139460 0 0 HILL ROM HLDGS INC COM 431475102 2523 50000 SH SOLE 50000 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A104 1555 69000 SH SOLE 69000 0 0 HOLOGIC INC COM 436440101 346 10000 SH SOLE 10000 0 0 HOME DEPOT INC COM 437076102 47028 368300 SH SOLE 368300 0 0 HOMESTREET INC COM 43785V102 976 49000 SH SOLE 49000 0 0 HONEYWELL INTL INC COM 438516106 20123 173000 SH SOLE 173000 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 1960 58000 SH SOLE 58000 0 0 HORMEL FOODS CORP COM 440452100 1537 42000 SH SOLE 42000 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2019 70100 SH SOLE 70100 0 0 HOST HOTELS & RESORTS INC COM 44107P104 5208 321300 SH SOLE 321300 0 0 HUMANA INC COM 444859102 1619 9000 SH SOLE 9000 0 0 HUNT J B TRANS SVCS INC COM 445658107 324 4000 SH SOLE 4000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 715 80000 SH SOLE 80000 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 26717 159000 SH SOLE 159000 0 0 ICF INTL INC COM 44925C103 1104 27000 SH SOLE 27000 0 0 ICU MED INC COM 44930G107 5299 47000 SH SOLE 47000 0 0 IPG PHOTONICS CORP COM 44980X109 3200 40000 SH SOLE 40000 0 0 IBERIABANK CORP COM 450828108 3046 51000 SH SOLE 51000 0 0 ILLINOIS TOOL WKS INC COM 452308109 2396 23000 SH SOLE 23000 0 0 ILLUMINA INC COM 452327109 702 5000 SH SOLE 5000 0 0 IMPAX LABORATORIES INC COM 45256B101 1124 39000 SH SOLE 39000 0 0 INCYTE CORP COM 45337C102 4159 52000 SH SOLE 52000 0 0 INDEPENDENT BK GROUP INC COM 45384B106 1673 39000 SH SOLE 39000 0 0 INFOBLOX INC COM 45672H104 1294 69000 SH SOLE 69000 0 0 INGEVITY CORP COM 45688C107 7285 214000 SH SOLE 214000 0 0 INGRAM MICRO INC CL A 457153104 2400 69000 SH SOLE 69000 0 0 INGREDION INC COM 457187102 3106 24000 SH SOLE 24000 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1146 124000 SH SOLE 124000 0 0 INSTEEL INDUSTRIES INC COM 45774W108 1487 52000 SH SOLE 52000 0 0 INOGEN INC COM 45780L104 1102 22000 SH SOLE 22000 0 0 INTEL CORP COM 458140100 29395 896200 SH SOLE 896200 0 0 INTERACTIVE BROKERS GROUP IN COM 45841N107 1133 32000 SH SOLE 32000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 10361 40478 SH SOLE 40478 0 0 INTERMOLECULAR INC COM 45882D109 514 347602 SH SOLE 347602 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 13873 91400 SH SOLE 91400 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 6177 49000 SH SOLE 49000 0 0 INTL PAPER CO COM 460146103 5425 128000 SH SOLE 128000 0 0 INTERPUBLIC GROUP COS INC COM 460690100 11804 511000 SH SOLE 511000 0 0 INTUIT COM 461202103 6362 57000 SH SOLE 57000 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1587 2400 SH SOLE 2400 0 0 IROBOT CORP COM 462726100 1087 31000 SH SOLE 31000 0 0 IRON MTN INC NEW COM 46284V101 380 9538 SH SOLE 9538 0 0 ISHARES MSCI BRZ CAP ETF 464286400 3796 126000 SH SOLE 126000 0 0 ISHARES MSCI CDA ETF 464286509 2201 89801 SH SOLE 89801 0 0 ISHARES MSCI STH KOR ETF 464286772 9789 188000 SH SOLE 188000 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 6844 200000 SH SOLE 200000 0 0 ISHARES TR CORE S&P MCP ETF 464287507 19421 130000 SH SOLE 130000 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 14371 125000 SH SOLE 125000 0 0 ISHARES TR JP MOR EM MK ETF 464288281 34545 300000 PRN SOLE 300000 0 0 ISHARES TR IBOXX HI YD ETF 464288513 389574 4600000 PRN SOLE 4600000 0 0 J & J SNACK FOODS CORP COM 466032109 716 6000 SH SOLE 6000 0 0 JPMORGAN CHASE & CO COM 46625H100 72791 1171400 SH SOLE 1171400 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 5076 101900 SH SOLE 101900 0 0 JD COM INC SPON ADR CL A 47215P106 2059 97000 SH SOLE 97000 0 0 JOHNSON & JOHNSON COM 478160104 92855 765500 SH SOLE 765500 0 0 JOHNSON CTLS INC COM 478366107 20886 471900 SH SOLE 471900 0 0 JONES LANG LASALLE INC COM 48020Q107 2388 24500 SH SOLE 24500 0 0 JOY GLOBAL INC COM 481165108 1163 55000 SH SOLE 55000 0 0 JUNIPER NETWORKS INC COM 48203R104 495 22000 SH SOLE 22000 0 0 JUST ENERGY GROUP INC COM 48213W101 784 129000 SH SOLE 129000 0 0 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 4714 165651 SH SOLE 165651 0 0 KLA-TENCOR CORP COM 482480100 586 8000 SH SOLE 8000 0 0 KLX INC COM 482539103 3069 99000 SH SOLE 99000 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 2441 27000 SH SOLE 27000 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 450 5000 SH SOLE 5000 0 0 KAPSTONE PAPER & PACKAGING C COM 48562P103 1653 127050 SH SOLE 127050 0 0 KELLOGG CO COM 487836108 6042 74000 SH SOLE 74000 0 0 KEYCORP NEW COM 493267108 575 52000 SH SOLE 52000 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 7360 253000 SH SOLE 253000 0 0 KILROY RLTY CORP COM 49427F108 4176 63000 SH SOLE 63000 0 0 KIMBERLY CLARK CORP COM 494368103 15879 115500 SH SOLE 115500 0 0 KIMCO RLTY CORP COM 49446R109 4108 130923 SH SOLE 130923 0 0 KINDER MORGAN INC DEL COM 49456B101 1853 99000 SH SOLE 99000 0 0 KITE RLTY GROUP TR COM NEW 49803T300 1710 61000 SH SOLE 61000 0 0 KNOWLES CORP COM 49926D109 4104 300000 SH SOLE 300000 0 0 KOHLS CORP COM 500255104 834 22000 SH SOLE 22000 0 0 KRAFT HEINZ CO COM 500754106 3097 35000 SH SOLE 35000 0 0 KROGER CO COM 501044101 2023 55000 SH SOLE 55000 0 0 L BRANDS INC COM 501797104 1007 15000 SH SOLE 15000 0 0 LKQ CORP COM 501889208 7798 246000 SH SOLE 246000 0 0 LTC PPTYS INC COM 502175102 5070 98000 SH SOLE 98000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 5428 37000 SH SOLE 37000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3387 26000 SH SOLE 26000 0 0 LAM RESEARCH CORP COM 512807108 11768 140000 SH SOLE 140000 0 0 LANDS END INC NEW COM 51509F105 2726 166000 SH SOLE 166000 0 0 LAUDER ESTEE COS INC CL A 518439104 32885 361296 SH SOLE 361296 0 0 LEGGETT & PLATT INC COM 524660107 511 10000 SH SOLE 10000 0 0 LEGACY TEX FINL GROUP INC COM 52471Y106 2314 86000 SH SOLE 86000 0 0 LEGG MASON INC COM 524901105 88 3000 SH SOLE 3000 0 0 LENDINGTREE INC NEW COM 52603B107 972 11000 SH SOLE 11000 0 0 LENNAR CORP CL A 526057104 553 12000 SH SOLE 12000 0 0 LEUCADIA NATL CORP COM 527288104 416 24000 SH SOLE 24000 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 3501 68000 SH SOLE 68000 0 0 LILLY ELI & CO COM 532457108 29319 372300 SH SOLE 372300 0 0 LINCOLN NATL CORP IND COM 534187109 620 16000 SH SOLE 16000 0 0 LINEAR TECHNOLOGY CORP COM 535678106 605 13000 SH SOLE 13000 0 0 LITTELFUSE INC COM 537008104 1891 16000 SH SOLE 16000 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2515 107000 SH SOLE 107000 0 0 LOCKHEED MARTIN CORP COM 539830109 30972 124800 SH SOLE 124800 0 0 LOEWS CORP COM 540424108 1151 28000 SH SOLE 28000 0 0 LOGMEIN INC COM 54142L109 2918 46000 SH SOLE 46000 0 0 LOUISIANA PAC CORP COM 546347105 5136 296000 SH SOLE 296000 0 0 LOWES COS INC COM 548661107 21748 274700 SH SOLE 274700 0 0 LUMENTUM HLDGS INC COM 55024U109 5755 237800 SH SOLE 237800 0 0 LUMINEX CORP DEL COM 55027E102 850 42000 SH SOLE 42000 0 0 M & T BK CORP COM 55261F104 1182 10000 SH SOLE 10000 0 0 MDC PARTNERS INC CL A SUB VTG 552697104 8240 450500 SH SOLE 450500 0 0 MKS INSTRUMENT INC COM 55306N104 1981 46000 SH SOLE 46000 0 0 MTS SYS CORP COM 553777103 921 21000 SH SOLE 21000 0 0 MACERICH CO COM 554382101 10247 120000 SH SOLE 120000 0 0 MACYS INC COM 55616P104 672 20000 SH SOLE 20000 0 0 MADISON SQUARE GARDEN CO NEW CL A 55825T103 5003 29000 SH SOLE 29000 0 0 MAIN STREET CAPITAL CORP COM 56035L104 1029 31310 SH SOLE 31310 0 0 MANHATTAN ASSOCS INC COM 562750109 5759 89800 SH SOLE 89800 0 0 MANITOWOC FOODSERVICE INC COM 563568104 6343 360000 SH SOLE 360000 0 0 MANPOWERGROUP INC COM 56418H100 4388 68200 SH SOLE 68200 0 0 MARATHON OIL CORP COM 565849106 645 43000 SH SOLE 43000 0 0 MARATHON PETE CORP COM 56585A102 4567 120300 SH SOLE 120300 0 0 MARKETAXESS HLDGS INC COM 57060D108 13028 89600 SH SOLE 89600 0 0 MARSH & MCLENNAN COS INC COM 571748102 19271 281500 SH SOLE 281500 0 0 MARRIOTT INTL INC NEW CL A 571903202 3855 58000 SH SOLE 58000 0 0 MARTIN MARIETTA MATLS INC COM 573284106 3072 16000 SH SOLE 16000 0 0 MASCO CORP COM 574599106 1238 40000 SH SOLE 40000 0 0 MASTERCARD INC CL A 57636Q104 22852 259500 SH SOLE 259500 0 0 MATERION CORP COM 576690101 884 35700 SH SOLE 35700 0 0 MATTEL INC COM 577081102 6508 208000 SH SOLE 208000 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 1230 233000 SH SOLE 233000 0 0 MAXIMUS INC COM 577933104 5149 93000 SH SOLE 93000 0 0 MCCORMICK & CO INC COM NON VTG 579780206 747 7000 SH SOLE 7000 0 0 MCDONALDS CORP COM 580135101 18893 157000 SH SOLE 157000 0 0 MCKESSON CORP COM 58155Q103 7914 42400 SH SOLE 42400 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 1271 14000 SH SOLE 14000 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 1947 128000 SH SOLE 128000 0 0 MEDNAX INC COM 58502B106 9416 130000 SH SOLE 130000 0 0 MERCK & CO INC COM 58933Y105 32394 562300 SH SOLE 562300 0 0 MERCURY SYS INC COM 589378108 1516 61000 SH SOLE 61000 0 0 METLIFE INC COM 59156R108 4740 119000 SH SOLE 119000 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 35543 97400 SH SOLE 97400 0 0 MICROSOFT CORP COM 594918104 102330 1999800 SH SOLE 1999800 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 12436 245000 SH SOLE 245000 0 0 MICRON TECHNOLOGY INC COM 595112103 18692 1358400 SH SOLE 1358400 0 0 MID-AMER APT CMNTYS INC COM 59522J103 12926 121486 SH SOLE 121486 0 0 MILLER HERMAN INC COM 600544100 3168 106000 SH SOLE 106000 0 0 MOHAWK INDS INC COM 608190104 2467 13000 SH SOLE 13000 0 0 MOLSON COORS BREWING CO CL B 60871R209 1011 10000 SH SOLE 10000 0 0 MONDELEZ INTL INC CL A 609207105 20165 443100 SH SOLE 443100 0 0 MONSANTO CO NEW COM 61166W101 11065 107000 SH SOLE 107000 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 1752 10900 SH SOLE 10900 0 0 MOODYS CORP COM 615369105 656 7000 SH SOLE 7000 0 0 MORGAN STANLEY COM NEW 617446448 2411 92800 SH SOLE 92800 0 0 MOSAIC CO NEW COM 61945C103 445 17000 SH SOLE 17000 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 2733 41428 SH SOLE 41428 0 0 MUELLER WTR PRODS INC COM SER A 624758108 1153 101000 SH SOLE 101000 0 0 MURPHY OIL CORP COM 626717102 381 12000 SH SOLE 12000 0 0 MURPHY USA INC COM 626755102 7935 107000 SH SOLE 107000 0 0 NIC INC COM 62914B100 1119 51000 SH SOLE 51000 0 0 NRG ENERGY INC COM NEW 629377508 315 21000 SH SOLE 21000 0 0 NVR INC COM 62944T105 3561 2000 SH SOLE 2000 0 0 NASDAQ INC COM 631103108 13542 209400 SH SOLE 209400 0 0 NATIONAL HEALTH INVS INC COM 63633D104 7584 101000 SH SOLE 101000 0 0 NATIONAL OILWELL VARCO INC COM 637071101 808 24000 SH SOLE 24000 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 10603 205000 SH SOLE 205000 0 0 NAVIGANT CONSULTING INC COM 63935N107 2568 159000 SH SOLE 159000 0 0 NAVIENT CORP COM 63938C108 10050 841000 SH SOLE 841000 0 0 NEKTAR THERAPEUTICS COM 640268108 1907 134000 SH SOLE 134000 0 0 NETAPP INC COM 64110D104 615 25000 SH SOLE 25000 0 0 NETFLIX INC COM 64110L106 9093 99400 SH SOLE 99400 0 0 NEVRO CORP COM 64157F103 3393 46000 SH SOLE 46000 0 0 NEW YORK REIT INC COM 64976L109 1902 205600 SH SOLE 205600 0 0 NEWELL BRANDS INC COM 651229106 6041 124368 SH SOLE 124368 0 0 NEWFIELD EXPL CO COM 651290108 14663 331900 SH SOLE 331900 0 0 NEWMONT MINING CORP COM 651639106 1995 51000 SH SOLE 51000 0 0 NEWS CORP NEW CL A 65249B109 894 78750 SH SOLE 78750 0 0 NEXTERA ENERGY INC COM 65339F101 3521 27000 SH SOLE 27000 0 0 NIKE INC CL B 654106103 23173 419800 SH SOLE 419800 0 0 NISOURCE INC COM 65473P105 3490 131602 SH SOLE 131602 0 0 NOBLE ENERGY INC COM 655044105 6134 171000 SH SOLE 171000 0 0 NORDSON CORP COM 655663102 6856 82000 SH SOLE 82000 0 0 NORDSTROM INC COM 655664100 1332 35000 SH SOLE 35000 0 0 NORFOLK SOUTHERN CORP COM 655844108 10182 119600 SH SOLE 119600 0 0 NORTHERN TR CORP COM 665859104 12351 186400 SH SOLE 186400 0 0 NORTHROP GRUMMAN CORP COM 666807102 33875 152400 SH SOLE 152400 0 0 NOVAVAX INC COM 670002104 2515 346000 SH SOLE 346000 0 0 NUCOR CORP COM 670346105 11562 234000 SH SOLE 234000 0 0 NVIDIA CORP COM 67066G104 3183 67700 SH SOLE 67700 0 0 NXSTAGE MEDICAL INC COM 67072V103 4293 198000 SH SOLE 198000 0 0 OGE ENERGY CORP COM 670837103 4814 147000 SH SOLE 147000 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 17784 65600 SH SOLE 65600 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 20907 276700 SH SOLE 276700 0 0 OFFICE DEPOT INC COM 676220106 576 174000 SH SOLE 174000 0 0 OMNICOM GROUP INC COM 681919106 3586 44000 SH SOLE 44000 0 0 ONE GAS INC COM 68235P108 11314 169900 SH SOLE 169900 0 0 ONEOK INC NEW COM 682680103 617 13000 SH SOLE 13000 0 0 ORACLE CORP COM 68389X105 33139 809650 SH SOLE 809650 0 0 OPUS BK IRVINE CALIF COM 684000102 1487 44000 SH SOLE 44000 0 0 ORBITAL ATK INC COM 68557N103 18561 218000 SH SOLE 218000 0 0 OUTFRONT MEDIA INC COM 69007J106 6937 287000 SH SOLE 287000 0 0 OVASCIENCE INC COM 69014Q101 287 55000 SH SOLE 55000 0 0 OWENS ILL INC COM NEW 690768403 108 6000 SH SOLE 6000 0 0 PG&E CORP COM 69331C108 1598 25000 SH SOLE 25000 0 0 PNC FINL SVCS GROUP INC COM 693475105 15391 189100 SH SOLE 189100 0 0 PNM RES INC COM 69349H107 4253 120000 SH SOLE 120000 0 0 PPG INDS INC COM 693506107 2979 28600 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