0001398739-17-000006.txt : 20170213 0001398739-17-000006.hdr.sgml : 20170213 20170213164254 ACCESSION NUMBER: 0001398739-17-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170213 DATE AS OF CHANGE: 20170213 EFFECTIVENESS DATE: 20170213 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: 17599935 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 12-31-2016 12-31-2016 Employees Retirement System of Texas

P.O. BOX 13207 AUSTIN TX 78711-3207

13F HOLDINGS REPORT 028-12470 N Eddie Chan 512-867-7310 Eddie Chan Austin TX 02-13-2016 0 1015 7336967 false INFORMATION TABLE 2 SEC13f-20161231.xml 13F-HR 12-31-2016 ABM INDS INC COM 000957100 2655 65000 SH SOLE 65000 0 0 AFLAC INC COM 001055102 2297 33000 SH SOLE 33000 0 0 AGCO CORP COM 001084102 3819 66000 SH SOLE 66000 0 0 AES CORP COM 00130H105 465 40000 SH SOLE 40000 0 0 AT&T INC COM 00206R102 41750 981652 SH SOLE 981652 0 0 ABBOTT LABS COM 002824100 3226 84000 SH SOLE 84000 0 0 ABBVIE INC COM 00287Y109 19982 319100 SH SOLE 319100 0 0 ACETO CORP COM 004446100 1999 91000 SH SOLE 91000 0 0 ACORDA THERAPEUTICS INC COM 00484M106 564 30000 SH SOLE 30000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 10508 291000 SH SOLE 291000 0 0 ACUITY BRANDS INC COM 00508Y102 5033 21800 SH SOLE 21800 0 0 ADOBE SYS INC COM 00724F101 13559 131700 SH SOLE 131700 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 169 1000 SH SOLE 1000 0 0 AECOM COM 00766T100 1782 49000 SH SOLE 49000 0 0 ADVANSIX INC COM 00773T101 6 280 SH SOLE 280 0 0 ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 1281 43000 SH SOLE 43000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 3697 326000 SH SOLE 326000 0 0 AETNA INC NEW COM 00817Y108 10712 86381 SH SOLE 86381 0 0 AFFILIATED MANAGERS GROUP COM 008252108 581 4000 SH SOLE 4000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 13622 299000 SH SOLE 299000 0 0 AGREE REALTY CORP COM 008492100 3684 80000 SH SOLE 80000 0 0 AIMMUNE THERAPEUTICS INC COM 00900T107 3984 194804 SH SOLE 194804 0 0 AIR METHODS CORP COM PAR $.06 009128307 987 31000 SH SOLE 31000 0 0 AIR PRODS & CHEMS INC COM 009158106 21760 151300 SH SOLE 151300 0 0 AIR TRANSPORT SERVICES GRP I COM 00922R105 3623 227000 SH SOLE 227000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 5474 82100 SH SOLE 82100 0 0 ALARM COM HLDGS INC COM 011642105 1169 42000 SH SOLE 42000 0 0 ALASKA AIR GROUP INC COM 011659109 12156 137000 SH SOLE 137000 0 0 ALBEMARLE CORP COM 012653101 603 7000 SH SOLE 7000 0 0 ALCOA CORP COM 013872106 197 7000 SH SOLE 7000 0 0 ALEXANDER & BALDWIN INC NEW COM 014491104 2782 62000 SH SOLE 62000 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 16670 150000 SH SOLE 150000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 9072 74144 SH SOLE 74144 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 31313 356600 SH SOLE 356600 0 0 ALIGN TECHNOLOGY INC COM 016255101 3172 33000 SH SOLE 33000 0 0 ALLEGHANY CORP DEL COM 017175100 2432 4000 SH SOLE 4000 0 0 ALLETE INC COM NEW 018522300 1733 27000 SH SOLE 27000 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 891 3900 SH SOLE 3900 0 0 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 2814 120000 SH SOLE 120000 0 0 ALLSTATE CORP COM 020002101 8079 109000 SH SOLE 109000 0 0 ALPHABET INC CAP STK CL C 02079K107 62401 80849 SH SOLE 80849 0 0 ALPHABET INC CAP STK CL A 02079K305 46501 58680 SH SOLE 58680 0 0 ALTRA INDL MOTION CORP COM 02208R106 1070 29000 SH SOLE 29000 0 0 ALTRIA GROUP INC COM 02209S103 60390 893086 SH SOLE 893086 0 0 AMAZON COM INC COM 023135106 77069 102776 SH SOLE 102776 0 0 AMBEV SA SPONSORED ADR 02319V103 2325 473500 SH SOLE 473500 0 0 AMEREN CORP COM 023608102 734 14000 SH SOLE 14000 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3816 303600 SH SOLE 303600 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 6163 132000 SH SOLE 132000 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 1332 69000 SH SOLE 69000 0 0 AMERICAN ELEC PWR INC COM 025537101 1889 30000 SH SOLE 30000 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2245 148000 SH SOLE 148000 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 609 27000 SH SOLE 27000 0 0 AMERICAN EXPRESS CO COM 025816109 14446 195000 SH SOLE 195000 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 1851 21000 SH SOLE 21000 0 0 AMERICAN HOMES 4 RENT CL A 02665T306 3147 150000 SH SOLE 150000 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 29788 456100 SH SOLE 456100 0 0 AMERICAN STS WTR CO COM 029899101 911 20000 SH SOLE 20000 0 0 AMERICAN TOWER CORP NEW COM 03027X100 26145 247400 SH SOLE 247400 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 6006 83000 SH SOLE 83000 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1251 16000 SH SOLE 16000 0 0 AMERIPRISE FINL INC COM 03076C106 2785 25100 SH SOLE 25100 0 0 AMERIS BANCORP COM 03076K108 2790 64000 SH SOLE 64000 0 0 AMETEK INC NEW COM 031100100 8699 179000 SH SOLE 179000 0 0 AMGEN INC COM 031162100 32532 222500 SH SOLE 222500 0 0 AMPHENOL CORP NEW CL A 032095101 1505 22400 SH SOLE 22400 0 0 ANADARKO PETE CORP COM 032511107 12921 185300 SH SOLE 185300 0 0 ANALOG DEVICES INC COM 032654105 1162 16000 SH SOLE 16000 0 0 ANSYS INC COM 03662Q105 3515 38000 SH SOLE 38000 0 0 ANTHEM INC COM 036752103 21738 151200 SH SOLE 151200 0 0 APACHE CORP COM 037411105 1460 23000 SH SOLE 23000 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 8067 177500 SH SOLE 177500 0 0 APPLE INC COM 037833100 128618 1110500 SH SOLE 1110500 0 0 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 3996 200000 SH SOLE 200000 0 0 APPLIED MATLS INC COM 038222105 17819 552200 SH SOLE 552200 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 1148 139200 SH SOLE 139200 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1598 35000 SH SOLE 35000 0 0 ARCONIC INC COM 03965L100 8547 461000 SH SOLE 461000 0 0 ARROW ELECTRS INC COM 042735100 2852 40000 SH SOLE 40000 0 0 ASHLAND GLOBAL HLDGS INC COM 044186104 5246 48000 SH SOLE 48000 0 0 ASSURANT INC COM 04621X108 464 5000 SH SOLE 5000 0 0 ASTEC INDS INC COM 046224101 1923 28500 SH SOLE 28500 0 0 ATMOS ENERGY CORP COM 049560105 5561 75000 SH SOLE 75000 0 0 AUTODESK INC COM 052769106 1118 15100 SH SOLE 15100 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 3032 29500 SH SOLE 29500 0 0 AUTONATION INC COM 05329W102 243 5000 SH SOLE 5000 0 0 AUTOZONE INC COM 053332102 6160 7800 SH SOLE 7800 0 0 AVALONBAY CMNTYS INC COM 053484101 8106 45759 SH SOLE 45759 0 0 AVERY DENNISON CORP COM 053611109 913 13000 SH SOLE 13000 0 0 AVISTA CORP COM 05379B107 1400 35000 SH SOLE 35000 0 0 AVNET INC COM 053807103 2666 56000 SH SOLE 56000 0 0 AVON PRODS INC COM 054303102 842 167000 SH SOLE 167000 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 1670 114750 SH SOLE 114750 0 0 BATS GLOBAL MKTS INC COM 05491G109 1485 44315 SH SOLE 44315 0 0 BB&T CORP COM 054937107 1881 40000 SH SOLE 40000 0 0 B & G FOODS INC NEW COM 05508R106 131 3000 SH SOLE 3000 0 0 BP PLC SPONSORED ADR 055622104 22525 602600 SH SOLE 602600 0 0 BNC BANCORP COM 05566T101 2105 66000 SH SOLE 66000 0 0 BOFI HLDG INC COM 05566U108 1028 36000 SH SOLE 36000 0 0 BWX TECHNOLOGIES INC COM 05605H100 12228 308000 SH SOLE 308000 0 0 BADGER METER INC COM 056525108 2365 64000 SH SOLE 64000 0 0 BAIDU INC SPON ADR REP A 056752108 12110 73660 SH SOLE 73660 0 0 BAKER HUGHES INC COM 057224107 3106 47800 SH SOLE 47800 0 0 BALL CORP COM 058498106 631 8400 SH SOLE 8400 0 0 BANK AMER CORP COM 060505104 60481 2736700 SH SOLE 2736700 0 0 BANK OF THE OZARKS INC COM 063904106 4575 87000 SH SOLE 87000 0 0 BANK NEW YORK MELLON CORP COM 064058100 3032 64000 SH SOLE 64000 0 0 BARD C R INC COM 067383109 6066 27000 SH SOLE 27000 0 0 BAXTER INTL INC COM 071813109 4035 91000 SH SOLE 91000 0 0 BECTON DICKINSON & CO COM 075887109 3189 19265 SH SOLE 19265 0 0 BED BATH & BEYOND INC COM 075896100 366 9000 SH SOLE 9000 0 0 BELDEN INC COM 077454106 5772 77200 SH SOLE 77200 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 50931 312500 SH SOLE 312500 0 0 BERRY PLASTICS GROUP INC COM 08579W103 9405 193000 SH SOLE 193000 0 0 BEST BUY INC COM 086516101 3115 73000 SH SOLE 73000 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 2603 150000 SH SOLE 150000 0 0 BIG LOTS INC COM 089302103 2008 40000 SH SOLE 40000 0 0 BIO RAD LABS INC CL A 090572207 3281 18000 SH SOLE 18000 0 0 BIOGEN INC COM 09062X103 24813 87500 SH SOLE 87500 0 0 BLACKHAWK NETWORK HLDGS INC COM 09238E104 8402 223000 SH SOLE 223000 0 0 BLACKROCK INC COM 09247X101 15564 40900 SH SOLE 40900 0 0 BLACKSTONE MTG TR INC COM CL A 09257W100 5262 175000 SH SOLE 175000 0 0 BLOCK H & R INC COM 093671105 5242 228000 SH SOLE 228000 0 0 BLUE BUFFALO PET PRODS INC COM 09531U102 4832 201000 SH SOLE 201000 0 0 BOEING CO COM 097023105 19304 124000 SH SOLE 124000 0 0 BORGWARNER INC COM 099724106 513 13000 SH SOLE 13000 0 0 BOSTON PROPERTIES INC COM 101121101 8797 69940 SH SOLE 69940 0 0 BOSTON SCIENTIFIC CORP COM 101137107 10966 507000 SH SOLE 507000 0 0 BRADY CORP CL A 104674106 2478 66000 SH SOLE 66000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 29004 496300 SH SOLE 496300 0 0 BRIXMOR PPTY GROUP INC COM 11120U105 3082 126200 SH SOLE 126200 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 3023 242000 SH SOLE 242000 0 0 BROOKDALE SR LIVING INC COM 112463104 2534 204000 SH SOLE 204000 0 0 BROWN FORMAN CORP CL B 115637209 5076 113000 SH SOLE 113000 0 0 BRUKER CORP COM 116794108 1779 84000 SH SOLE 84000 0 0 BRUNSWICK CORP COM 117043109 2400 44000 SH SOLE 44000 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 1689 154000 SH SOLE 154000 0 0 BURLINGTON STORES INC COM 122017106 11272 133000 SH SOLE 133000 0 0 CBL & ASSOC PPTYS INC COM 124830100 943 82000 SH SOLE 82000 0 0 CBS CORP NEW CL B 124857202 9161 144000 SH SOLE 144000 0 0 CBRE GROUP INC CL A 12504L109 1401 44500 SH SOLE 44500 0 0 CDK GLOBAL INC COM 12508E101 13311 223000 SH SOLE 223000 0 0 CF INDS HLDGS INC COM 125269100 567 18000 SH SOLE 18000 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5055 69000 SH SOLE 69000 0 0 CIGNA CORPORATION COM 125509109 10538 79000 SH SOLE 79000 0 0 CME GROUP INC COM 12572Q105 9574 83000 SH SOLE 83000 0 0 CMS ENERGY CORP COM 125896100 678 16300 SH SOLE 16300 0 0 CNOOC LTD SPONSORED ADR 126132109 7128 57500 SH SOLE 57500 0 0 CNO FINL GROUP INC COM 12621E103 3083 161000 SH SOLE 161000 0 0 CRH PLC ADR 12626K203 15804 459700 SH SOLE 459700 0 0 CSX CORP COM 126408103 2749 76500 SH SOLE 76500 0 0 CST BRANDS INC COM 12646R105 2985 62000 SH SOLE 62000 0 0 CSRA INC COM 12650T104 7307 229500 SH SOLE 229500 0 0 CVS HEALTH CORP COM 126650100 40962 519100 SH SOLE 519100 0 0 CA INC COM 12673P105 1430 45000 SH SOLE 45000 0 0 CABLE ONE INC COM 12685J105 13678 22000 SH SOLE 22000 0 0 CABOT CORP COM 127055101 4549 90000 SH SOLE 90000 0 0 CABOT OIL & GAS CORP COM 127097103 607 26000 SH SOLE 26000 0 0 CACI INTL INC CL A 127190304 2237 18000 SH SOLE 18000 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 3430 136000 SH SOLE 136000 0 0 CALGON CARBON CORP COM 129603106 2596 152700 SH SOLE 152700 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 881 26000 SH SOLE 26000 0 0 CAMBREX CORP COM 132011107 1780 33000 SH SOLE 33000 0 0 CAMPBELL SOUP CO COM 134429109 10885 180000 SH SOLE 180000 0 0 CANTEL MEDICAL CORP COM 138098108 709 9000 SH SOLE 9000 0 0 CAPITAL ONE FINL CORP COM 14040H105 16506 189200 SH SOLE 189200 0 0 CARDINAL HEALTH INC COM 14149Y108 9392 130500 SH SOLE 130500 0 0 CARLISLE COS INC COM 142339100 5625 51000 SH SOLE 51000 0 0 CARMAX INC COM 143130102 773 12000 SH SOLE 12000 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 29190 560700 SH SOLE 560700 0 0 CARRIZO OIL & GAS INC COM 144577103 3063 82000 SH SOLE 82000 0 0 CARTER INC COM 146229109 2505 29000 SH SOLE 29000 0 0 CASEYS GEN STORES INC COM 147528103 238 2000 SH SOLE 2000 0 0 CATERPILLAR INC DEL COM 149123101 3292 35500 SH SOLE 35500 0 0 CATHAY GEN BANCORP COM 149150104 4678 123000 SH SOLE 123000 0 0 CELGENE CORP COM 151020104 25488 220200 SH SOLE 220200 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 3822 476000 SH SOLE 476000 0 0 CENTENE CORP DEL COM 15135B101 9381 166000 SH SOLE 166000 0 0 CENOVUS ENERGY INC COM 15135U109 499 33000 SH SOLE 33000 0 0 CENTERPOINT ENERGY INC COM 15189T107 715 29000 SH SOLE 29000 0 0 CENTURYLINK INC COM 156700106 1141 48000 SH SOLE 48000 0 0 CERNER CORP COM 156782104 805 17000 SH SOLE 17000 0 0 CHEMED CORP NEW COM 16359R103 642 4000 SH SOLE 4000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 225 32000 SH SOLE 32000 0 0 CHEVRON CORP NEW COM 166764100 54554 463500 SH SOLE 463500 0 0 CHILDRENS PL INC COM 168905107 2625 26000 SH SOLE 26000 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 12636 241000 SH SOLE 241000 0 0 CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 2748 53000 SH SOLE 53000 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 679 1800 SH SOLE 1800 0 0 CHURCH & DWIGHT INC COM 171340102 619 14000 SH SOLE 14000 0 0 CIENA CORP COM NEW 171779309 1440 59000 SH SOLE 59000 0 0 CIMAREX ENERGY CO COM 171798101 9377 69000 SH SOLE 69000 0 0 CINCINNATI FINL CORP COM 172062101 909 12000 SH SOLE 12000 0 0 CINEMARK HOLDINGS INC COM 17243V102 6598 172000 SH SOLE 172000 0 0 CINER RES LP COM UNIT LTD 172464109 1018 35000 SH SOLE 35000 0 0 CISCO SYS INC COM 17275R102 43668 1445000 SH SOLE 1445000 0 0 CINTAS CORP COM 172908105 693 6000 SH SOLE 6000 0 0 CITIGROUP INC COM NEW 172967424 23305 392150 SH SOLE 392150 0 0 CITIZENS FINL GROUP INC COM 174610105 20559 577000 SH SOLE 577000 0 0 CITRIX SYS INC COM 177376100 14165 158600 SH SOLE 158600 0 0 CLEARWATER PAPER CORP COM 18538R103 2032 31000 SH SOLE 31000 0 0 CLOROX CO DEL COM 189054109 960 8000 SH SOLE 8000 0 0 COACH INC COM 189754104 700 20000 SH SOLE 20000 0 0 COCA COLA CO COM 191216100 9453 228000 SH SOLE 228000 0 0 COGNEX CORP COM 192422103 2099 33000 SH SOLE 33000 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7340 131000 SH SOLE 131000 0 0 COHERENT INC COM 192479103 1786 13000 SH SOLE 13000 0 0 COLGATE PALMOLIVE CO COM 194162103 13723 209700 SH SOLE 209700 0 0 COLONY STARWOOD HOMES COM 19625X102 5906 205000 SH SOLE 205000 0 0 COMCAST CORP NEW CL A 20030N101 49316 714200 SH SOLE 714200 0 0 COMERICA INC COM 200340107 5653 83000 SH SOLE 83000 0 0 COMMERCEHUB INC COM SER A 20084V108 6905 460000 SH SOLE 460000 0 0 COMMERCIAL METALS CO COM 201723103 2439 112000 SH SOLE 112000 0 0 COMMSCOPE HLDG CO INC COM 20337X109 1376 37000 SH SOLE 37000 0 0 COMMVAULT SYSTEMS INC COM 204166102 925 18000 SH SOLE 18000 0 0 COMPUTER SCIENCES CORP COM 205363104 3684 62000 SH SOLE 62000 0 0 CONAGRA BRANDS INC COM 205887102 6724 170000 SH SOLE 170000 0 0 CONCHO RES INC COM 20605P101 3845 29000 SH SOLE 29000 0 0 CONFORMIS INC COM 20717E101 1013 125000 SH SOLE 125000 0 0 CONOCOPHILLIPS COM 20825C104 19565 390200 SH SOLE 390200 0 0 CONSOL ENERGY INC COM 20854P109 1896 104000 SH SOLE 104000 0 0 CONSOLIDATED EDISON INC COM 209115104 1326 18000 SH SOLE 18000 0 0 CONSTELLATION BRANDS INC CL A 21036P108 5289 34500 SH SOLE 34500 0 0 CONTINENTAL BLDG PRODS INC COM 211171103 1640 71000 SH SOLE 71000 0 0 CONVERGYS CORP COM 212485106 4765 194000 SH SOLE 194000 0 0 COOPER COS INC COM NEW 216648402 2624 15000 SH SOLE 15000 0 0 COPART INC COM 217204106 4931 89000 SH SOLE 89000 0 0 CORNING INC COM 219350105 1286 53000 SH SOLE 53000 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 4324 138500 SH SOLE 138500 0 0 COSTCO WHSL CORP NEW COM 22160K105 3843 24000 SH SOLE 24000 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 2338 14000 SH SOLE 14000 0 0 CRAY INC COM NEW 225223304 1201 58000 SH SOLE 58000 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 1467 94000 SH SOLE 94000 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 2603 30000 SH SOLE 30000 0 0 CROWN HOLDINGS INC COM 228368106 11402 216900 SH SOLE 216900 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 11480 287000 SH SOLE 287000 0 0 CUBESMART COM 229663109 942 35200 SH SOLE 35200 0 0 CUMMINS INC COM 231021106 7790 57000 SH SOLE 57000 0 0 CYRUSONE INC COM 23283R100 4965 111000 SH SOLE 111000 0 0 DBX ETF TR DEUTSCHE USD ETF 233051432 106405 2111000 PRN SOLE 2111000 0 0 DCT INDUSTRIAL TRUST INC COM NEW 233153204 3202 66875 SH SOLE 66875 0 0 DDR CORP COM 23317H102 6206 406400 SH SOLE 406400 0 0 D R HORTON INC COM 23331A109 492 18000 SH SOLE 18000 0 0 DTE ENERGY CO COM 233331107 985 10000 SH SOLE 10000 0 0 DANAHER CORP DEL COM 235851102 17670 227000 SH SOLE 227000 0 0 DARDEN RESTAURANTS INC COM 237194105 1673 23000 SH SOLE 23000 0 0 DARLING INGREDIENTS INC COM 237266101 1988 154000 SH SOLE 154000 0 0 DAVITA INC COM 23918K108 5136 80000 SH SOLE 80000 0 0 DEERE & CO COM 244199105 5214 50600 SH SOLE 50600 0 0 DELL TECHNOLOGIES INC COM CL V 24703L103 1 26 SH SOLE 26 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 5411 110000 SH SOLE 110000 0 0 DENTSPLY SIRONA INC COM 24906P109 808 14000 SH SOLE 14000 0 0 DEVON ENERGY CORP NEW COM 25179M103 1050 23000 SH SOLE 23000 0 0 DEXCOM INC COM 252131107 2687 45000 SH SOLE 45000 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 2456 213000 SH SOLE 213000 0 0 DICKS SPORTING GOODS INC COM 253393102 2921 55000 SH SOLE 55000 0 0 DIGITAL RLTY TR INC COM 253868103 12698 129230 SH SOLE 129230 0 0 DIPLOMAT PHARMACY INC COM 25456K101 630 50000 SH SOLE 50000 0 0 DISNEY WALT CO COM DISNEY 254687106 24513 235200 SH SOLE 235200 0 0 DISCOVER FINL SVCS COM 254709108 9718 134800 SH SOLE 134800 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 274 10000 SH SOLE 10000 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2662 99400 SH SOLE 99400 0 0 DOLLAR GEN CORP NEW COM 256677105 1037 14000 SH SOLE 14000 0 0 DOLLAR TREE INC COM 256746108 1061 13745 SH SOLE 13745 0 0 DOMINION RES INC VA NEW COM 25746U109 2604 34000 SH SOLE 34000 0 0 DOMINOS PIZZA INC COM 25754A201 6210 39000 SH SOLE 39000 0 0 DOUGLAS EMMETT INC COM 25960P109 4826 132000 SH SOLE 132000 0 0 DOVER CORP COM 260003108 6594 88000 SH SOLE 88000 0 0 DOW CHEM CO COM 260543103 10471 183000 SH SOLE 183000 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 6891 76000 SH SOLE 76000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 21315 290400 SH SOLE 290400 0 0 DUKE REALTY CORP COM NEW 264411505 13372 503470 SH SOLE 503470 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 3105 40000 SH SOLE 40000 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 4974 41000 SH SOLE 41000 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 395 9000 SH SOLE 9000 0 0 DYCOM INDS INC COM 267475101 7628 95000 SH SOLE 95000 0 0 EOG RES INC COM 26875P101 22646 224000 SH SOLE 224000 0 0 EQT CORP COM 26884L109 10784 164900 SH SOLE 164900 0 0 EPR PPTYS COM SH BEN INT 26884U109 7464 104000 SH SOLE 104000 0 0 EAGLE BANCORP INC MD COM 268948106 2438 40000 SH SOLE 40000 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 7762 224000 SH SOLE 224000 0 0 EAGLE MATERIALS INC COM 26969P108 10149 103000 SH SOLE 103000 0 0 EAST WEST BANCORP INC COM 27579R104 8031 158000 SH SOLE 158000 0 0 EASTMAN CHEM CO COM 277432100 8235 109500 SH SOLE 109500 0 0 EBAY INC COM 278642103 5968 201000 SH SOLE 201000 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 601 24000 SH SOLE 24000 0 0 ECOLAB INC COM 278865100 1993 17000 SH SOLE 17000 0 0 EDGEWELL PERS CARE CO COM 28035Q102 6131 84000 SH SOLE 84000 0 0 EDISON INTL COM 281020107 1296 18000 SH SOLE 18000 0 0 EDUCATION RLTY TR INC COM NEW 28140H203 9592 226756 SH SOLE 226756 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 8808 94000 SH SOLE 94000 0 0 EL PASO ELEC CO COM NEW 283677854 1023 22000 SH SOLE 22000 0 0 ELECTRONIC ARTS INC COM 285512109 1260 16000 SH SOLE 16000 0 0 EMBRAER S A SP ADR REP 4 COM 29082A107 1994 103601 SH SOLE 103601 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 4893 149000 SH SOLE 149000 0 0 EMERSON ELEC CO COM 291011104 2732 49000 SH SOLE 49000 0 0 EMPLOYERS HOLDINGS INC COM 292218104 950 24000 SH SOLE 24000 0 0 ENCORE WIRE CORP COM 292562105 1691 39000 SH SOLE 39000 0 0 ENERGEN CORP COM 29265N108 6574 114000 SH SOLE 114000 0 0 ENDOCYTE INC COM 29269A102 347 136000 SH SOLE 136000 0 0 ENTERGY CORP NEW COM 29364G103 808 11000 SH SOLE 11000 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 2537 59000 SH SOLE 59000 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 6030 223000 SH SOLE 223000 0 0 ENVISION HEALTHCARE CORP COM 29414D100 9810 155000 SH SOLE 155000 0 0 EQUIFAX INC COM 294429105 6668 56400 SH SOLE 56400 0 0 EQUINIX INC COM PAR $0.001 29444U700 5996 16775 SH SOLE 16775 0 0 EQUITY COMWLTH COM SH BEN INT 294628102 1557 51500 SH SOLE 51500 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 3461 48000 SH SOLE 48000 0 0 EQUITY ONE COM 294752100 1396 45500 SH SOLE 45500 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 10504 163200 SH SOLE 163200 0 0 ESSEX PPTY TR INC COM 297178105 11625 50000 SH SOLE 50000 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 2679 39000 SH SOLE 39000 0 0 EVERSOURCE ENERGY COM 30040W108 939 17000 SH SOLE 17000 0 0 EXELON CORP COM 30161N101 3159 89000 SH SOLE 89000 0 0 EXLSERVICE HOLDINGS INC COM 302081104 958 19000 SH SOLE 19000 0 0 EXPEDIA INC DEL COM NEW 30212P303 566 5000 SH SOLE 5000 0 0 EXPEDITORS INTL WASH INC COM 302130109 265 5000 SH SOLE 5000 0 0 EXPRESS INC COM 30219E103 1948 181000 SH SOLE 181000 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 14178 206100 SH SOLE 206100 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1508 19529 SH SOLE 19529 0 0 EZCORP INC CL A NON VTG 302301106 841 79000 SH SOLE 79000 0 0 EXXON MOBIL CORP COM 30231G102 52233 578700 SH SOLE 578700 0 0 FLIR SYS INC COM 302445101 6739 186200 SH SOLE 186200 0 0 F M C CORP COM NEW 302491303 5204 92000 SH SOLE 92000 0 0 FMC TECHNOLOGIES INC COM 30249U101 9700 273000 SH SOLE 273000 0 0 FCB FINL HLDGS INC CL A 30255G103 2528 53000 SH SOLE 53000 0 0 FTI CONSULTING INC COM 302941109 4688 104000 SH SOLE 104000 0 0 FACEBOOK INC CL A 30303M102 49292 428442 SH SOLE 428442 0 0 FACTSET RESH SYS INC COM 303075105 4086 25000 SH SOLE 25000 0 0 FAIR ISAAC CORP COM 303250104 1669 14000 SH SOLE 14000 0 0 FASTENAL CO COM 311900104 658 14000 SH SOLE 14000 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3679 25890 SH SOLE 25890 0 0 FEDERAL SIGNAL CORP COM 313855108 1296 83000 SH SOLE 83000 0 0 FEDEX CORP COM 31428X106 25081 134700 SH SOLE 134700 0 0 F5 NETWORKS INC COM 315616102 8452 58400 SH SOLE 58400 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 3245 42900 SH SOLE 42900 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1834 54000 SH SOLE 54000 0 0 FIFTH THIRD BANCORP COM 316773100 1672 62000 SH SOLE 62000 0 0 FINISAR CORP COM NEW 31787A507 1665 55000 SH SOLE 55000 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 7218 257310 SH SOLE 257310 0 0 FIRST MERCHANTS CORP COM 320817109 2560 68000 SH SOLE 68000 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 4054 44000 SH SOLE 44000 0 0 FIRST SOLAR INC COM 336433107 160 5000 SH SOLE 5000 0 0 FIRSTCASH INC COM 33767D105 1658 35280 SH SOLE 35280 0 0 FISERV INC COM 337738108 2455 23100 SH SOLE 23100 0 0 FIRSTENERGY CORP COM 337932107 568 18346 SH SOLE 18346 0 0 FIVE BELOW INC COM 33829M101 1079 27000 SH SOLE 27000 0 0 FLOTEK INDS INC DEL COM 343389102 948 101000 SH SOLE 101000 0 0 FLUOR CORP NEW COM 343412102 7195 137000 SH SOLE 137000 0 0 FLOWERS FOODS INC COM 343498101 1018 51000 SH SOLE 51000 0 0 FLOWSERVE CORP COM 34354P105 3364 70000 SH SOLE 70000 0 0 FOOT LOCKER INC COM 344849104 1985 28000 SH SOLE 28000 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 3287 271000 SH SOLE 271000 0 0 FOREST CITY RLTY TR INC COM CL A 345605109 1125 54000 SH SOLE 54000 0 0 FORMFACTOR INC COM 346375108 952 85000 SH SOLE 85000 0 0 FORTINET INC COM 34959E109 1958 65000 SH SOLE 65000 0 0 FORTIVE CORP COM 34959J108 10806 201500 SH SOLE 201500 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 6255 117000 SH SOLE 117000 0 0 FOUR CORNERS PPTY TR INC COM 35086T109 1600 77952 SH SOLE 77952 0 0 FOX FACTORY HLDG CORP COM 35138V102 1637 59000 SH SOLE 59000 0 0 FRANCESCAS HLDGS CORP COM 351793104 1496 83000 SH SOLE 83000 0 0 FRANKLIN RES INC COM 354613101 2019 51000 SH SOLE 51000 0 0 FREEPORT-MCMORAN INC CL B 35671D857 857 65000 SH SOLE 65000 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 260 77000 SH SOLE 77000 0 0 FULLER H B CO COM 359694106 2029 42000 SH SOLE 42000 0 0 GALAPAGOS NV SPON ADR 36315X101 3595 56000 SH SOLE 56000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 260 5000 SH SOLE 5000 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 4440 145000 SH SOLE 145000 0 0 GAMESTOP CORP NEW CL A 36467W109 278 11000 SH SOLE 11000 0 0 GAP INC DEL COM 364760108 449 20000 SH SOLE 20000 0 0 GENERAL DYNAMICS CORP COM 369550108 21600 125100 SH SOLE 125100 0 0 GENERAL ELECTRIC CO COM 369604103 58018 1836005 SH SOLE 1836005 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 8070 323040 SH SOLE 323040 0 0 GENERAL MLS INC COM 370334104 2594 42000 SH SOLE 42000 0 0 GENERAL MTRS CO COM 37045V100 2021 58000 SH SOLE 58000 0 0 GENTEX CORP COM 371901109 2520 128000 SH SOLE 128000 0 0 GENUINE PARTS CO COM 372460105 764 8000 SH SOLE 8000 0 0 GENTHERM INC COM 37253A103 1659 49000 SH SOLE 49000 0 0 GIGAMON INC COM 37518B102 1458 32000 SH SOLE 32000 0 0 GILEAD SCIENCES INC COM 375558103 25128 350900 SH SOLE 350900 0 0 GLATFELTER COM 377316104 1696 71000 SH SOLE 71000 0 0 GLAUKOS CORP COM 377322102 2950 86000 SH SOLE 86000 0 0 GLOBAL PMTS INC COM 37940X102 5206 75000 SH SOLE 75000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 4981 20800 SH SOLE 20800 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1080 35000 SH SOLE 35000 0 0 GRACE W R & CO DEL NEW COM 38388F108 2976 44000 SH SOLE 44000 0 0 GRACO INC COM 384109104 1911 23000 SH SOLE 23000 0 0 GRAINGER W W INC COM 384802104 766 3300 SH SOLE 3300 0 0 GRAMERCY PPTY TR COM 385002100 1559 169856 SH SOLE 169856 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 2296 184000 SH SOLE 184000 0 0 GREAT PLAINS ENERGY INC COM 391164100 3419 125000 SH SOLE 125000 0 0 GREAT WESTN BANCORP INC COM 391416104 6321 145000 SH SOLE 145000 0 0 GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 2816 134800 SH SOLE 134800 0 0 HCA HOLDINGS INC COM 40412C101 11932 161200 SH SOLE 161200 0 0 HCP INC COM 40414L109 10907 367000 SH SOLE 367000 0 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 5583 92000 SH SOLE 92000 0 0 HMS HLDGS CORP COM 40425J101 944 52000 SH SOLE 52000 0 0 HP INC COM 40434L105 4942 333000 SH SOLE 333000 0 0 HAEMONETICS CORP COM 405024100 402 10000 SH SOLE 10000 0 0 HALLIBURTON CO COM 406216101 14712 272000 SH SOLE 272000 0 0 HALYARD HEALTH INC COM 40650V100 8394 227000 SH SOLE 227000 0 0 HANESBRANDS INC COM 410345102 539 25000 SH SOLE 25000 0 0 HANOVER INS GROUP INC COM 410867105 4095 45000 SH SOLE 45000 0 0 HARLEY DAVIDSON INC COM 412822108 817 14000 SH SOLE 14000 0 0 HARMAN INTL INDS INC COM 413086109 1523 13700 SH SOLE 13700 0 0 HARRIS CORP DEL COM 413875105 6712 65500 SH SOLE 65500 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 6385 134000 SH SOLE 134000 0 0 HASBRO INC COM 418056107 467 6000 SH SOLE 6000 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 1849 43000 SH SOLE 43000 0 0 HEALTHCARE SVCS GRP INC COM 421906108 3055 78000 SH SOLE 78000 0 0 HEALTHCARE RLTY TR COM 421946104 7034 232000 SH SOLE 232000 0 0 HEALTHEQUITY INC COM 42226A107 1216 30000 SH SOLE 30000 0 0 HELMERICH & PAYNE INC COM 423452101 542 7000 SH SOLE 7000 0 0 HENRY JACK & ASSOC INC COM 426281101 3019 34000 SH SOLE 34000 0 0 HERCULES CAPITAL INC COM 427096508 1618 114654 SH SOLE 114654 0 0 HERSHEY CO COM 427866108 827 8000 SH SOLE 8000 0 0 HESS CORP COM 42809H107 13237 212500 SH SOLE 212500 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 12727 550000 SH SOLE 550000 0 0 HIGHWOODS PPTYS INC COM 431284108 7114 139460 SH SOLE 139460 0 0 HILL ROM HLDGS INC COM 431475102 4267 76000 SH SOLE 76000 0 0 HOLOGIC INC COM 436440101 401 10000 SH SOLE 10000 0 0 HOME BANCSHARES INC COM 436893200 2610 94000 SH SOLE 94000 0 0 HOME DEPOT INC COM 437076102 36483 272100 SH SOLE 272100 0 0 HOMESTREET INC COM 43785V102 1548 49000 SH SOLE 49000 0 0 HONEYWELL INTL INC COM 438516106 19266 166300 SH SOLE 166300 0 0 HOPE BANCORP INC COM 43940T109 1324 60492 SH SOLE 60492 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 2012 47000 SH SOLE 47000 0 0 HORMEL FOODS CORP COM 440452100 557 16000 SH SOLE 16000 0 0 HORIZON GLOBAL CORP COM 44052W104 2976 124000 SH SOLE 124000 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2225 70100 SH SOLE 70100 0 0 HOST HOTELS & RESORTS INC COM 44107P104 7325 388800 SH SOLE 388800 0 0 HUDSON PAC PPTYS INC COM 444097109 4452 128000 SH SOLE 128000 0 0 HUMANA INC COM 444859102 9855 48300 SH SOLE 48300 0 0 HUNT J B TRANS SVCS INC COM 445658107 388 4000 SH SOLE 4000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 6372 482000 SH SOLE 482000 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 15472 84000 SH SOLE 84000 0 0 IAC INTERACTIVECORP COM 44919P508 1944 30000 SH SOLE 30000 0 0 ICF INTL INC COM 44925C103 1490 27000 SH SOLE 27000 0 0 ICU MED INC COM 44930G107 4126 28000 SH SOLE 28000 0 0 IPG PHOTONICS CORP COM 44980X109 5133 52000 SH SOLE 52000 0 0 ITT INC COM 45073V108 3471 90000 SH SOLE 90000 0 0 IBERIABANK CORP COM 450828108 5695 68000 SH SOLE 68000 0 0 IDEXX LABS INC COM 45168D104 2814 24000 SH SOLE 24000 0 0 ILLINOIS TOOL WKS INC COM 452308109 3845 31400 SH SOLE 31400 0 0 ILLUMINA INC COM 452327109 640 5000 SH SOLE 5000 0 0 INCYTE CORP COM 45337C102 5214 52000 SH SOLE 52000 0 0 INGEVITY CORP COM 45688C107 12398 226000 SH SOLE 226000 0 0 INGREDION INC COM 457187102 2999 24000 SH SOLE 24000 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 861 124000 SH SOLE 124000 0 0 INSTEEL INDUSTRIES INC COM 45774W108 1212 34000 SH SOLE 34000 0 0 INOGEN INC COM 45780L104 3560 53000 SH SOLE 53000 0 0 INSULET CORP COM 45784P101 980 26000 SH SOLE 26000 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1544 18000 SH SOLE 18000 0 0 INTEL CORP COM 458140100 19259 531000 SH SOLE 531000 0 0 INTERACTIVE BROKERS GROUP IN COM 45841N107 1168 32000 SH SOLE 32000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 11419 202390 SH SOLE 202390 0 0 INTERDIGITAL INC COM 45867G101 1462 16000 SH SOLE 16000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 19985 120400 SH SOLE 120400 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 589 5000 SH SOLE 5000 0 0 INTL PAPER CO COM 460146103 1273 24000 SH SOLE 24000 0 0 INTERPUBLIC GROUP COS INC COM 460690100 9294 397000 SH SOLE 397000 0 0 INTUIT COM 461202103 7071 61700 SH SOLE 61700 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1522 2400 SH SOLE 2400 0 0 IONIS PHARMACEUTICALS INC COM 462222100 574 12000 SH SOLE 12000 0 0 IRON MTN INC NEW COM 46284V101 310 9538 SH SOLE 9538 0 0 ISHARES MSCI BRZ CAP ETF 464286400 15370 461000 SH SOLE 461000 0 0 ISHARES MSCI CDA ETF 464286509 1156 44201 SH SOLE 44201 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 6699 193000 SH SOLE 193000 0 0 ISHARES TR CORE S&P MCP ETF 464287507 13723 83000 SH SOLE 83000 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 13215 98000 SH SOLE 98000 0 0 ISHARES TR U.S. REAL ES ETF 464287739 2000 26000 SH SOLE 26000 0 0 ISHARES TR JP MOR EM MK ETF 464288281 44088 400000 PRN SOLE 400000 0 0 ISHARES TR IBOXX HI YD ETF 464288513 233685 2700000 PRN SOLE 2700000 0 0 ISHARES TR MSCI INDONIA ETF 46429B309 8446 350000 SH SOLE 350000 0 0 JPMORGAN CHASE & CO COM 46625H100 89966 1042600 SH SOLE 1042600 0 0 JABIL CIRCUIT INC COM 466313103 2107 89000 SH SOLE 89000 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 5865 102900 SH SOLE 102900 0 0 JD COM INC SPON ADR CL A 47215P106 2468 97000 SH SOLE 97000 0 0 JOHNSON & JOHNSON COM 478160104 81073 703700 SH SOLE 703700 0 0 JONES LANG LASALLE INC COM 48020Q107 2475 24500 SH SOLE 24500 0 0 J2 GLOBAL INC COM 48123V102 1718 21000 SH SOLE 21000 0 0 JUNIPER NETWORKS INC COM 48203R104 622 22000 SH SOLE 22000 0 0 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 5175 146641 SH SOLE 146641 0 0 KLA-TENCOR CORP COM 482480100 1259 16000 SH SOLE 16000 0 0 KLX INC COM 482539103 6857 152000 SH SOLE 152000 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 2486 32000 SH SOLE 32000 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 424 5000 SH SOLE 5000 0 0 KAPSTONE PAPER & PACKAGING C COM 48562P103 2669 121050 SH SOLE 121050 0 0 KELLOGG CO COM 487836108 1253 17000 SH SOLE 17000 0 0 KEYCORP NEW COM 493267108 950 52000 SH SOLE 52000 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 9252 253000 SH SOLE 253000 0 0 KILROY RLTY CORP COM 49427F108 6736 92000 SH SOLE 92000 0 0 KIMBERLY CLARK CORP COM 494368103 2397 21000 SH SOLE 21000 0 0 KIMCO RLTY CORP COM 49446R109 4625 183813 SH SOLE 183813 0 0 KINDER MORGAN INC DEL COM 49456B101 6772 327000 SH SOLE 327000 0 0 KITE RLTY GROUP TR COM NEW 49803T300 1432 61000 SH SOLE 61000 0 0 KNOWLES CORP COM 49926D109 8556 512000 SH SOLE 512000 0 0 KOHLS CORP COM 500255104 593 12000 SH SOLE 12000 0 0 KRAFT HEINZ CO COM 500754106 3056 35000 SH SOLE 35000 0 0 KROGER CO COM 501044101 9042 262000 SH SOLE 262000 0 0 L BRANDS INC COM 501797104 988 15000 SH SOLE 15000 0 0 LKQ CORP COM 501889208 2544 83000 SH SOLE 83000 0 0 LTC PPTYS INC COM 502175102 4604 98000 SH SOLE 98000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 5476 36000 SH SOLE 36000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3338 26000 SH SOLE 26000 0 0 LAM RESEARCH CORP COM 512807108 2326 22000 SH SOLE 22000 0 0 LAMB WESTON HLDGS INC COM 513272104 2145 56667 SH SOLE 56667 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2072 68000 SH SOLE 68000 0 0 LAUDER ESTEE COS INC CL A 518439104 11177 146122 SH SOLE 146122 0 0 LEGGETT & PLATT INC COM 524660107 489 10000 SH SOLE 10000 0 0 LEGACY TEX FINL GROUP INC COM 52471Y106 3703 86000 SH SOLE 86000 0 0 LEGG MASON INC COM 524901105 90 3000 SH SOLE 3000 0 0 LENDINGTREE INC NEW COM 52603B107 1115 11000 SH SOLE 11000 0 0 LENNAR CORP CL A 526057104 515 12000 SH SOLE 12000 0 0 LEUCADIA NATL CORP COM 527288104 1209 52000 SH SOLE 52000 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 845 15000 SH SOLE 15000 0 0 LEXINGTON REALTY TRUST COM 529043101 3240 300000 SH SOLE 300000 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1524 15000 SH SOLE 15000 0 0 LIFE STORAGE INC COM 53223X107 5855 68670 SH SOLE 68670 0 0 LILLY ELI & CO COM 532457108 33730 458600 SH SOLE 458600 0 0 LINCOLN NATL CORP IND COM 534187109 1060 16000 SH SOLE 16000 0 0 LINEAR TECHNOLOGY CORP COM 535678106 811 13000 SH SOLE 13000 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2846 107000 SH SOLE 107000 0 0 LOCKHEED MARTIN CORP COM 539830109 22245 89000 SH SOLE 89000 0 0 LOEWS CORP COM 540424108 749 16000 SH SOLE 16000 0 0 LOGMEIN INC COM 54142L109 2703 28000 SH SOLE 28000 0 0 LOUISIANA PAC CORP COM 546347105 5584 295000 SH SOLE 295000 0 0 LOWES COS INC COM 548661107 16002 225000 SH SOLE 225000 0 0 LUMENTUM HLDGS INC COM 55024U109 7529 194800 SH SOLE 194800 0 0 M & T BK CORP COM 55261F104 1564 10000 SH SOLE 10000 0 0 MDU RES GROUP INC COM 552690109 2848 99000 SH SOLE 99000 0 0 MGM RESORTS INTERNATIONAL COM 552953101 6054 210000 SH SOLE 210000 0 0 MKS INSTRUMENT INC COM 55306N104 2732 46000 SH SOLE 46000 0 0 MTS SYS CORP COM 553777103 1191 21000 SH SOLE 21000 0 0 MACERICH CO COM 554382101 7367 104000 SH SOLE 104000 0 0 MACYS INC COM 55616P104 716 20000 SH SOLE 20000 0 0 MADISON SQUARE GARDEN CO NEW CL A 55825T103 6689 39000 SH SOLE 39000 0 0 MAGELLAN HEALTH INC COM NEW 559079207 828 11000 SH SOLE 11000 0 0 MAIN STREET CAPITAL CORP COM 56035L104 1171 31859 SH SOLE 31859 0 0 MANHATTAN ASSOCS INC COM 562750109 3118 58800 SH SOLE 58800 0 0 MANITOWOC FOODSERVICE INC COM 563568104 6959 360000 SH SOLE 360000 0 0 MARATHON OIL CORP COM 565849106 744 43000 SH SOLE 43000 0 0 MARATHON PETE CORP COM 56585A102 6848 136000 SH SOLE 136000 0 0 MARKETAXESS HLDGS INC COM 57060D108 3820 26000 SH SOLE 26000 0 0 MARSH & MCLENNAN COS INC COM 571748102 11625 172000 SH SOLE 172000 0 0 MARRIOTT INTL INC NEW CL A 571903202 3621 43800 SH SOLE 43800 0 0 MARTIN MARIETTA MATLS INC COM 573284106 665 3000 SH SOLE 3000 0 0 MASCO CORP COM 574599106 9444 298680 SH SOLE 298680 0 0 MASIMO CORP COM 574795100 1820 27000 SH SOLE 27000 0 0 MASTERCARD INCORPORATED CL A 57636Q104 44101 427128 SH SOLE 427128 0 0 MATERION CORP COM 576690101 1414 35700 SH SOLE 35700 0 0 MATTEL INC COM 577081102 5372 195000 SH SOLE 195000 0 0 MATTHEWS INTL CORP CL A 577128101 1460 19000 SH SOLE 19000 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 799 156000 SH SOLE 156000 0 0 MAXIMUS INC COM 577933104 1729 31000 SH SOLE 31000 0 0 MCCORMICK & CO INC COM NON VTG 579780206 653 7000 SH SOLE 7000 0 0 MCDONALDS CORP COM 580135101 22275 183000 SH SOLE 183000 0 0 MCKESSON CORP COM 58155Q103 6376 45400 SH SOLE 45400 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 991 14000 SH SOLE 14000 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 1192 24000 SH SOLE 24000 0 0 MEDNAX INC COM 58502B106 3666 55000 SH SOLE 55000 0 0 MENTOR GRAPHICS CORP COM 587200106 1660 45000 SH SOLE 45000 0 0 MERCADOLIBRE INC COM 58733R102 1874 12000 SH SOLE 12000 0 0 MERCK & CO INC COM 58933Y105 34256 581900 SH SOLE 581900 0 0 MERCURY SYS INC COM 589378108 1843 61000 SH SOLE 61000 0 0 METLIFE INC COM 59156R108 15305 284000 SH SOLE 284000 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 11720 28000 SH SOLE 28000 0 0 MICROSOFT CORP COM 594918104 120657 1941700 SH SOLE 1941700 0 0 MICROSTRATEGY INC CL A NEW 594972408 1579 8000 SH SOLE 8000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 13279 207000 SH SOLE 207000 0 0 MICRON TECHNOLOGY INC COM 595112103 22703 1035700 SH SOLE 1035700 0 0 MID AMER APT CMNTYS INC COM 59522J103 10917 111486 SH SOLE 111486 0 0 MILLER HERMAN INC COM 600544100 2497 73000 SH SOLE 73000 0 0 MOHAWK INDS INC COM 608190104 3375 16900 SH SOLE 16900 0 0 MOLSON COORS BREWING CO CL B 60871R209 9634 99000 SH SOLE 99000 0 0 MONDELEZ INTL INC CL A 609207105 12590 284000 SH SOLE 284000 0 0 MONSANTO CO NEW COM 61166W101 10837 103000 SH SOLE 103000 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 975 22000 SH SOLE 22000 0 0 MOODYS CORP COM 615369105 660 7000 SH SOLE 7000 0 0 MORGAN STANLEY COM NEW 617446448 19562 463000 SH SOLE 463000 0 0 MOSAIC CO NEW COM 61945C103 499 17000 SH SOLE 17000 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 5589 67428 SH SOLE 67428 0 0 MUELLER WTR PRODS INC COM SER A 624758108 1850 139000 SH SOLE 139000 0 0 MURPHY OIL CORP COM 626717102 374 12000 SH SOLE 12000 0 0 MURPHY USA INC COM 626755102 5348 87000 SH SOLE 87000 0 0 NCR CORP NEW COM 62886E108 2596 64000 SH SOLE 64000 0 0 NIC INC COM 62914B100 1219 51000 SH SOLE 51000 0 0 NRG ENERGY INC COM NEW 629377508 257 21000 SH SOLE 21000 0 0 NASDAQ INC COM 631103108 470 7000 SH SOLE 7000 0 0 NATIONAL HEALTH INVS INC COM 63633D104 4524 61000 SH SOLE 61000 0 0 NATIONAL OILWELL VARCO INC COM 637071101 899 24000 SH SOLE 24000 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 4155 94000 SH SOLE 94000 0 0 NAVIGANT CONSULTING INC COM 63935N107 2409 92000 SH SOLE 92000 0 0 NAVIENT CORP COM 63938C108 12161 740200 SH SOLE 740200 0 0 NEKTAR THERAPEUTICS COM 640268108 1644 134000 SH SOLE 134000 0 0 NEOGEN CORP COM 640491106 924 14000 SH SOLE 14000 0 0 NETAPP INC COM 64110D104 1517 43000 SH SOLE 43000 0 0 NETFLIX INC COM 64110L106 10511 84900 SH SOLE 84900 0 0 NETSCOUT SYS INC COM 64115T104 1544 49000 SH SOLE 49000 0 0 NEVRO CORP COM 64157F103 2252 31000 SH SOLE 31000 0 0 NEW YORK REIT INC COM 64976L109 1064 105100 SH SOLE 105100 0 0 NEWELL BRANDS INC COM 651229106 7696 172368 SH SOLE 172368 0 0 NEWFIELD EXPL CO COM 651290108 12596 311000 SH SOLE 311000 0 0 NEWMONT MINING CORP COM 651639106 1738 51000 SH SOLE 51000 0 0 NEWS CORP NEW CL A 65249B109 1281 111750 SH SOLE 111750 0 0 NEXTERA ENERGY INC COM 65339F101 5185 43400 SH SOLE 43400 0 0 NIKE INC CL B 654106103 16011 315000 SH SOLE 315000 0 0 NISOURCE INC COM 65473P105 531 24000 SH SOLE 24000 0 0 NOBLE ENERGY INC COM 655044105 761 20000 SH SOLE 20000 0 0 NORDSON CORP COM 655663102 4818 43000 SH SOLE 43000 0 0 NORDSTROM INC COM 655664100 479 10000 SH SOLE 10000 0 0 NORFOLK SOUTHERN CORP COM 655844108 24770 229200 SH SOLE 229200 0 0 NORTHERN TR CORP COM 665859104 1915 21500 SH SOLE 21500 0 0 NORTHROP GRUMMAN CORP COM 666807102 32817 141100 SH SOLE 141100 0 0 NORTHWEST NAT GAS CO COM 667655104 897 15000 SH SOLE 15000 0 0 NOVAVAX INC COM 670002104 140 111000 SH SOLE 111000 0 0 NOW INC COM 67011P100 6694 327000 SH SOLE 327000 0 0 NUCOR CORP COM 670346105 14642 246000 SH SOLE 246000 0 0 NVIDIA CORP COM 67066G104 5337 50000 SH SOLE 50000 0 0 NXSTAGE MEDICAL INC COM 67072V103 1127 43000 SH SOLE 43000 0 0 OGE ENERGY CORP COM 670837103 4917 147000 SH SOLE 147000 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 4900 17600 SH SOLE 17600 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 20350 285700 SH SOLE 285700 0 0 OCLARO INC COM NEW 67555N206 1146 128000 SH SOLE 128000 0 0 OFFICE DEPOT INC COM 676220106 3056 676000 SH SOLE 676000 0 0 OLD DOMINION FGHT LINES INC COM 679580100 3346 39000 SH SOLE 39000 0 0 OLD REP INTL CORP COM 680223104 5092 268000 SH SOLE 268000 0 0 OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1223 43000 SH SOLE 43000 0 0 OMNICOM GROUP INC COM 681919106 6298 74000 SH SOLE 74000 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 4033 129000 SH SOLE 129000 0 0 ONE GAS INC COM 68235P108 7669 119900 SH SOLE 119900 0 0 ONEOK INC NEW COM 682680103 1378 24000 SH SOLE 24000 0 0 ORACLE CORP COM 68389X105 44281 1151650 SH SOLE 1151650 0 0 ORBITAL ATK INC COM 68557N103 4562 52000 SH SOLE 52000 0 0 OVASCIENCE INC COM 69014Q101 137 90000 SH SOLE 90000 0 0 OWENS ILL INC COM NEW 690768403 6825 392000 SH SOLE 392000 0 0 PG&E CORP COM 69331C108 1519 25000 SH SOLE 25000 0 0 PNC FINL SVCS GROUP INC COM 693475105 30772 263100 SH SOLE 263100 0 0 PNM RES INC COM 69349H107 5214 152000 SH SOLE 152000 0 0 PPG INDS INC COM 693506107 10954 115600 SH SOLE 115600 0 0 PPL CORP COM 69351T106 1192 35000 SH SOLE 35000 0 0 PRA GROUP INC COM 69354N106 700 17900 SH SOLE 17900 0 0 PVH CORP COM 693656100 1534 17000 SH SOLE 17000 0 0 PTC INC COM 69370C100 2360 51000 SH SOLE 51000 0 0 PACCAR INC COM 693718108 1342 21000 SH SOLE 21000 0 0 PACIFIC PREMIER BANCORP COM 69478X105 2368 67000 SH SOLE 67000 0 0 PACWEST BANCORP DEL COM 695263103 6778 124500 SH SOLE 124500 0 0 PANERA BREAD CO CL A 69840W108 2051 10000 SH SOLE 10000 0 0 PAPA JOHNS INTL INC COM 698813102 2482 29000 SH SOLE 29000 0 0 PARAMOUNT GROUP INC COM 69924R108 3422 214000 SH SOLE 214000 0 0 PAREXEL INTL CORP COM 699462107 3680 56000 SH SOLE 56000 0 0 PARKER HANNIFIN CORP COM 701094104 1400 10000 SH SOLE 10000 0 0 PARKWAY INC COM 70156Q107 2225 100000 SH SOLE 100000 0 0 PARSLEY ENERGY INC CL A 701877102 4722 134000 SH SOLE 134000 0 0 PATTERSON COMPANIES INC COM 703395103 164 4000 SH SOLE 4000 0 0 PATTERSON UTI ENERGY INC COM 703481101 4819 179000 SH SOLE 179000 0 0 PAYCHEX INC COM 704326107 1157 19000 SH SOLE 19000 0 0 PAYCOM SOFTWARE INC COM 70432V102 1046 23000 SH SOLE 23000 0 0 PAYPAL HLDGS INC COM 70450Y103 16025 406000 SH SOLE 406000 0 0 PENN NATL GAMING INC COM 707569109 952 69000 SH SOLE 69000 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2749 145000 SH SOLE 145000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 465 24000 SH SOLE 24000 0 0 PEPSICO INC COM 713448108 45943 439100 SH SOLE 439100 0 0 PERFICIENT INC COM 71375U101 1049 60000 SH SOLE 60000 0 0 PERKINELMER INC COM 714046109 417 8000 SH SOLE 8000 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 6255 710000 PRN SOLE 710000 0 0 PFIZER INC COM 717081103 48764 1501370 SH SOLE 1501370 0 0 PHILIP MORRIS INTL INC COM 718172109 36477 398700 SH SOLE 398700 0 0 PHILLIPS 66 COM 718546104 22622 261800 SH SOLE 261800 0 0 PHYSICIANS RLTY TR COM 71943U104 19 1000 SH SOLE 1000 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 1247 18000 SH SOLE 18000 0 0 PINNACLE WEST CAP CORP COM 723484101 484 6200 SH SOLE 6200 0 0 PINNACLE FOODS INC DEL COM 72348P104 3848 72000 SH SOLE 72000 0 0 PIONEER NAT RES CO COM 723787107 14081 78200 SH SOLE 78200 0 0 PITNEY BOWES INC COM 724479100 5347 352000 SH SOLE 352000 0 0 PLANET FITNESS INC CL A 72703H101 3497 174000 SH SOLE 174000 0 0 PLANTRONICS INC NEW COM 727493108 767 14000 SH SOLE 14000 0 0 PLEXUS CORP COM 729132100 2810 52000 SH SOLE 52000 0 0 PLY GEM HLDGS INC COM 72941W100 1446 89000 SH SOLE 89000 0 0 POOL CORPORATION COM 73278L105 3339 32000 SH SOLE 32000 0 0 POPEYES LA KITCHEN INC COM 732872106 786 13000 SH SOLE 13000 0 0 POST HLDGS INC COM 737446104 8200 102000 SH SOLE 102000 0 0 POWER INTEGRATIONS INC COM 739276103 2578 38000 SH SOLE 38000 0 0 PRAXAIR INC COM 74005P104 4102 35000 SH SOLE 35000 0 0 PRECISION DRILLING CORP COM 2010 74022D308 4491 824000 SH SOLE 824000 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 729 14000 SH SOLE 14000 0 0 PRICE T ROWE GROUP INC COM 74144T108 1129 15000 SH SOLE 15000 0 0 PRICELINE GRP INC COM NEW 741503403 26052 17770 SH SOLE 17770 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 868 15000 SH SOLE 15000 0 0 PROASSURANCE CORP COM 74267C106 1742 31000 SH SOLE 31000 0 0 PROCTER AND GAMBLE CO COM 742718109 47217 561575 SH SOLE 561575 0 0 PROGRESSIVE CORP OHIO COM 743315103 994 28000 SH SOLE 28000 0 0 PROLOGIS INC COM 74340W103 22314 422700 SH SOLE 422700 0 0 PRUDENTIAL FINL INC COM 744320102 5515 53000 SH SOLE 53000 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1360 31000 SH SOLE 31000 0 0 PUBLIC STORAGE COM 74460D109 16204 72500 SH SOLE 72500 0 0 PULTE GROUP INC COM 745867101 147 8000 SH SOLE 8000 0 0 QTS RLTY TR INC COM CL A 74736A103 2383 48000 SH SOLE 48000 0 0 QORVO INC COM 74736K101 2004 38000 SH SOLE 38000 0 0 QUALCOMM INC COM 747525103 45053 691000 SH SOLE 691000 0 0 QUALITY CARE PPTYS INC COM 747545101 707 45600 SH SOLE 45600 0 0 QUANTA SVCS INC COM 74762E102 488 14000 SH SOLE 14000 0 0 QUEST DIAGNOSTICS INC COM 74834L100 735 8000 SH SOLE 8000 0 0 RLI CORP COM 749607107 2146 34000 SH SOLE 34000 0 0 RALPH LAUREN CORP CL A 751212101 271 3000 SH SOLE 3000 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 3283 198000 SH SOLE 198000 0 0 RANGE RES CORP COM 75281A109 378 11000 SH SOLE 11000 0 0 RAYTHEON CO COM NEW 755111507 30757 216600 SH SOLE 216600 0 0 REALTY INCOME CORP COM 756109104 5633 98000 SH SOLE 98000 0 0 RED HAT INC COM 756577102 836 12000 SH SOLE 12000 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 1184 21000 SH SOLE 21000 0 0 REGAL BELOIT CORP COM 758750103 5194 75000 SH SOLE 75000 0 0 REGENCY CTRS CORP COM 758849103 1693 24560 SH SOLE 24560 0 0 REGENERON PHARMACEUTICALS COM 75886F107 1468 4000 SH SOLE 4000 0 0 REGIONS FINL CORP NEW COM 7591EP100 8874 618000 SH SOLE 618000 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 5033 40000 SH SOLE 40000 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 7477 94000 SH SOLE 94000 0 0 REPUBLIC SVCS INC COM 760759100 9527 167000 SH SOLE 167000 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 6571 311000 SH SOLE 311000 0 0 RETAIL PPTYS AMER INC CL A 76131V202 3526 230000 SH SOLE 230000 0 0 REX AMERICAN RESOURCES CORP COM 761624105 296 3000 SH SOLE 3000 0 0 REYNOLDS AMERICAN INC COM 761713106 9481 169180 SH SOLE 169180 0 0 RICE ENERGY INC COM 762760106 3864 181000 SH SOLE 181000 0 0 ROBERT HALF INTL INC COM 770323103 1220 25000 SH SOLE 25000 0 0 ROCKWELL AUTOMATION INC COM 773903109 941 7000 SH SOLE 7000 0 0 ROCKWELL COLLINS INC COM 774341101 649 7000 SH SOLE 7000 0 0 ROPER TECHNOLOGIES INC COM 776696106 1098 6000 SH SOLE 6000 0 0 ROSS STORES INC COM 778296103 3024 46100 SH SOLE 46100 0 0 RYDER SYS INC COM 783549108 149 2000 SH SOLE 2000 0 0 S & T BANCORP INC COM 783859101 2733 70000 SH SOLE 70000 0 0 S&P GLOBAL INC COM 78409V104 2516 23400 SH SOLE 23400 0 0 SEI INVESTMENTS CO COM 784117103 1974 40000 SH SOLE 40000 0 0 SL GREEN RLTY CORP COM 78440X101 2904 27000 SH SOLE 27000 0 0 SLM CORP COM 78442P106 12698 1152300 SH SOLE 1152300 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 26220 117300 SH SOLE 117300 0 0 SPDR SERIES TRUST S&P REGL BKG 78464A698 2306 41500 SH SOLE 41500 0 0 SPX FLOW INC COM 78469X107 5065 158000 SH SOLE 158000 0 0 SVB FINL GROUP COM 78486Q101 9613 56000 SH SOLE 56000 0 0 ST JUDE MED INC COM 790849103 1203 15000 SH SOLE 15000 0 0 SALESFORCE COM INC COM 79466L302 12138 177300 SH SOLE 177300 0 0 SANOFI SPONSORED ADR 80105N105 6863 169700 SH SOLE 169700 0 0 SAUL CTRS INC COM 804395101 2931 44000 SH SOLE 44000 0 0 SCANA CORP NEW COM 80589M102 660 9000 SH SOLE 9000 0 0 SCHEIN HENRY INC COM 806407102 759 5000 SH SOLE 5000 0 0 SCHLUMBERGER LTD COM 806857108 35116 418292 SH SOLE 418292 0 0 SCHWAB CHARLES CORP NEW COM 808513105 17963 455100 SH SOLE 455100 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 13314 157000 SH SOLE 157000 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 500 7000 SH SOLE 7000 0 0 SEALED AIR CORP NEW COM 81211K100 771 17000 SH SOLE 17000 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 60324 1242000 SH SOLE 1242000 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 942 37374 SH SOLE 37374 0 0 SELECTIVE INS GROUP INC COM 816300107 387 9000 SH SOLE 9000 0 0 SEMTECH CORP COM 816850101 4733 150000 SH SOLE 150000 0 0 SEMPRA ENERGY COM 816851109 1308 13000 SH SOLE 13000 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 3300 42000 SH SOLE 42000 0 0 SERVICE CORP INTL COM 817565104 4203 148000 SH SOLE 148000 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 1201 44000 SH SOLE 44000 0 0 SHERWIN WILLIAMS CO COM 824348106 8331 31000 SH SOLE 31000 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 5693 37900 SH SOLE 37900 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 2336 55000 SH SOLE 55000 0 0 SILVER BAY RLTY TR CORP COM 82735Q102 2468 144000 SH SOLE 144000 0 0 SILVER STD RES INC COM 82823L106 2507 281000 SH SOLE 281000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 47559 267679 SH SOLE 267679 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 899 15000 SH SOLE 15000 0 0 SKYWEST INC COM 830879102 5468 150000 SH SOLE 150000 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 971 13000 SH SOLE 13000 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 6708 223000 SH SOLE 223000 0 0 SMITH A O COM 831865209 8239 174000 SH SOLE 174000 0 0 SMUCKER J M CO COM NEW 832696405 11653 91000 SH SOLE 91000 0 0 SNAP ON INC COM 833034101 856 5000 SH SOLE 5000 0 0 SNYDERS-LANCE INC COM 833551104 5483 143000 SH SOLE 143000 0 0 SOUTH JERSEY INDS INC COM 838518108 1482 44000 SH SOLE 44000 0 0 SOUTHERN CO COM 842587107 9444 192000 SH SOLE 192000 0 0 SOUTHWEST AIRLS CO COM 844741108 3534 70900 SH SOLE 70900 0 0 SOUTHWESTERN ENERGY CO COM 845467109 206 19000 SH SOLE 19000 0 0 SPECTRA ENERGY CORP COM 847560109 2013 49000 SH SOLE 49000 0 0 SPECTRANETICS CORP COM 84760C107 1005 41000 SH SOLE 41000 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2626 45000 SH SOLE 45000 0 0 SPIRE INC COM 84857L101 1627 25200 SH SOLE 25200 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 3823 352000 SH SOLE 352000 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 657 70000 SH SOLE 70000 0 0 SPROUTS FMRS MKT INC COM 85208M102 2460 130000 SH SOLE 130000 0 0 STAMPS COM INC COM NEW 852857200 2752 24000 SH SOLE 24000 0 0 STANLEY BLACK & DECKER INC COM 854502101 13488 117600 SH SOLE 117600 0 0 STAPLES INC COM 855030102 425 47000 SH SOLE 47000 0 0 STARBUCKS CORP COM 855244109 15224 274200 SH SOLE 274200 0 0 STATE STR CORP COM 857477103 17557 225900 SH SOLE 225900 0 0 STEEL DYNAMICS INC COM 858119100 2156 60600 SH SOLE 60600 0 0 STEPAN CO COM 858586100 2021 24800 SH SOLE 24800 0 0 STERICYCLE INC COM 858912108 385 5000 SH SOLE 5000 0 0 STERLING BANCORP DEL COM 85917A100 2668 114000 SH SOLE 114000 0 0 STIFEL FINL CORP COM 860630102 3546 71000 SH SOLE 71000 0 0 STORE CAP CORP COM 862121100 25 1000 SH SOLE 1000 0 0 STRYKER CORP COM 863667101 2037 17000 SH SOLE 17000 0 0 SUMMIT HOTEL PPTYS COM 866082100 2292 143000 SH SOLE 143000 0 0 SUN CMNTYS INC COM 866674104 3371 44000 SH SOLE 44000 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 1629 106794 SH SOLE 106794 0 0 SUNTRUST BKS INC COM 867914103 13493 246000 SH SOLE 246000 0 0 SUPER MICRO COMPUTER INC COM 86800U104 757 27000 SH SOLE 27000 0 0 SURGICAL CARE AFFILIATES INC COM 86881L106 370 8000 SH SOLE 8000 0 0 SYKES ENTERPRISES INC COM 871237103 1616 56000 SH SOLE 56000 0 0 SYMANTEC CORP COM 871503108 956 40000 SH SOLE 40000 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 958 25000 SH SOLE 25000 0 0 SYNAPTICS INC COM 87157D109 2733 51000 SH SOLE 51000 0 0 SYNOPSYS INC COM 871607107 2178 37000 SH SOLE 37000 0 0 SYNOVUS FINL CORP COM NEW 87161C501 4387 106785 SH SOLE 106785 0 0 SYNNEX CORP COM 87162W100 2541 21000 SH SOLE 21000 0 0 SYNCHRONY FINL COM 87165B103 22580 622541 SH SOLE 622541 0 0 SYSCO CORP COM 871829107 3101 56000 SH SOLE 56000 0 0 TJX COS INC NEW COM 872540109 7874 104800 SH SOLE 104800 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 21210 737732 SH SOLE 737732 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3746 76000 SH SOLE 76000 0 0 TAL ED GROUP ADS REPSTG COM 874080104 2736 39000 SH SOLE 39000 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 5739 160390 SH SOLE 160390 0 0 TARGET CORP COM 87612E106 2528 35000 SH SOLE 35000 0 0 TASER INTL INC COM 87651B104 1164 48000 SH SOLE 48000 0 0 TAUBMAN CTRS INC COM 876664103 5545 75000 SH SOLE 75000 0 0 TECH DATA CORP COM 878237106 1355 16000 SH SOLE 16000 0 0 TEGNA INC COM 87901J105 5839 273000 SH SOLE 273000 0 0 TELEFLEX INC COM 879369106 1289 8000 SH SOLE 8000 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 3378 117000 SH SOLE 117000 0 0 TELETECH HOLDINGS INC COM 879939106 2318 76000 SH SOLE 76000 0 0 TEMPUR SEALY INTL INC COM 88023U101 1570 23000 SH SOLE 23000 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 1469 99000 SH SOLE 99000 0 0 TERADATA CORP DEL COM 88076W103 435 16000 SH SOLE 16000 0 0 TERADYNE INC COM 880770102 3302 130000 SH SOLE 130000 0 0 TESORO CORP COM 881609101 3848 44000 SH SOLE 44000 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 31786 876865 SH SOLE 876865 0 0 TETRA TECH INC NEW COM 88162G103 4768 110500 SH SOLE 110500 0 0 TESSERA HLDG CORP COM 88166T101 3448 78000 SH SOLE 78000 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 3685 47000 SH SOLE 47000 0 0 TEXAS INSTRS INC COM 882508104 27955 383109 SH SOLE 383109 0 0 TEXAS ROADHOUSE INC COM 882681109 2364 49000 SH SOLE 49000 0 0 TEXTRON INC COM 883203101 5536 114000 SH SOLE 114000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 6505 46100 SH SOLE 46100 0 0 THOR INDS INC COM 885160101 3052 30500 SH SOLE 30500 0 0 3M CO COM 88579Y101 7304 40900 SH SOLE 40900 0 0 TIFFANY & CO NEW COM 886547108 465 6000 SH SOLE 6000 0 0 TILE SHOP HLDGS INC COM 88677Q109 567 29000 SH SOLE 29000 0 0 TIME WARNER INC COM NEW 887317303 14798 153300 SH SOLE 153300 0 0 TIMKEN CO COM 887389104 4248 107000 SH SOLE 107000 0 0 TIMKENSTEEL CORP COM 887399103 1502 97000 SH SOLE 97000 0 0 TIVO CORP COM 88870P106 1839 88000 SH SOLE 88000 0 0 TORCHMARK CORP COM 891027104 959 13000 SH SOLE 13000 0 0 TORO CO COM 891092108 6602 118000 SH SOLE 118000 0 0 TOTAL SYS SVCS INC COM 891906109 5766 117600 SH SOLE 117600 0 0 TRACTOR SUPPLY CO COM 892356106 531 7000 SH SOLE 7000 0 0 TRANSDIGM GROUP INC COM 893641100 6722 27000 SH SOLE 27000 0 0 TRAVELERS COMPANIES INC COM 89417E109 2081 17000 SH SOLE 17000 0 0 TREEHOUSE FOODS INC COM 89469A104 1299 18000 SH SOLE 18000 0 0 TRICO BANCSHARES COM 896095106 1948 57000 SH SOLE 57000 0 0 TRIMBLE INC COM 896239100 4583 152000 SH SOLE 152000 0 0 TRIPADVISOR INC COM 896945201 11616 250516 SH SOLE 250516 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 2000 289830 SH SOLE 289830 0 0 TUTOR PERINI CORP COM 901109108 1596 57000 SH SOLE 57000 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 8415 300100 SH SOLE 300100 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 2551 93600 SH SOLE 93600 0 0 TYLER TECHNOLOGIES INC COM 902252105 2998 21000 SH SOLE 21000 0 0 TYSON FOODS INC CL A 902494103 11164 181000 SH SOLE 181000 0 0 UDR INC COM 902653104 6184 169513 SH SOLE 169513 0 0 UGI CORP NEW COM 902681105 1705 37000 SH SOLE 37000 0 0 US BANCORP DEL COM NEW 902973304 17543 341500 SH SOLE 341500 0 0 U S CONCRETE INC COM NEW 90333L201 1718 26250 SH SOLE 26250 0 0 U S PHYSICAL THERAPY INC COM 90337L108 1053 15000 SH SOLE 15000 0 0 U S SILICA HLDGS INC COM 90346E103 8105 143000 SH SOLE 143000 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 6883 27000 SH SOLE 27000 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 2371 13000 SH SOLE 13000 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 931 96000 SH SOLE 96000 0 0 ULTRATECH INC COM 904034105 1535 64000 SH SOLE 64000 0 0 UNDER ARMOUR INC CL A 904311107 261 9000 SH SOLE 9000 0 0 UNDER ARMOUR INC CL C 904311206 228 9063 SH SOLE 9063 0 0 UNION PAC CORP COM 907818108 20695 199600 SH SOLE 199600 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 2222 75000 SH SOLE 75000 0 0 UNITED CONTL HLDGS INC COM 910047109 3593 49300 SH SOLE 49300 0 0 UNITED PARCEL SERVICE INC CL B 911312106 9057 79000 SH SOLE 79000 0 0 UNITED RENTALS INC COM 911363109 528 5000 SH SOLE 5000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 20532 187300 SH SOLE 187300 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 3012 21000 SH SOLE 21000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 63648 397700 SH SOLE 397700 0 0 UNIVERSAL FST PRODS INC COM 913543104 1941 19000 SH SOLE 19000 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 738 26000 SH SOLE 26000 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 7234 68000 SH SOLE 68000 0 0 UNUM GROUP COM 91529Y106 1362 31000 SH SOLE 31000 0 0 URBAN OUTFITTERS INC COM 917047102 1427 50100 SH SOLE 50100 0 0 URBAN EDGE PPTYS COM 91704F104 6424 233523 SH SOLE 233523 0 0 VCA INC COM 918194101 4325 63000 SH SOLE 63000 0 0 V F CORP COM 918204108 1014 19000 SH SOLE 19000 0 0 VOXX INTL CORP CL A 91829F104 1250 266000 SH SOLE 266000 0 0 VAIL RESORTS INC COM 91879Q109 3710 23000 SH SOLE 23000 0 0 VALE S A ADR 91912E105 2747 360500 SH SOLE 360500 0 0 VALERO ENERGY CORP NEW COM 91913Y100 10795 158000 SH SOLE 158000 0 0 VALMONT INDS INC COM 920253101 1551 11008 SH SOLE 11008 0 0 VALVOLINE INC COM 92047W101 5268 245000 SH SOLE 245000 0 0 VANECK VECTORS ETF TR RUSSIA ETF 92189F403 17867 842000 SH SOLE 842000 0 0 VANTIV INC CL A 92210H105 4173 70000 SH SOLE 70000 0 0 VARIAN MED SYS INC COM 92220P105 539 6000 SH SOLE 6000 0 0 VARONIS SYS INC COM 922280102 697 26000 SH SOLE 26000 0 0 VENTAS INC COM 92276F100 2688 43000 SH SOLE 43000 0 0 VEREIT INC COM 92339V100 2327 275000 SH SOLE 275000 0 0 VERISIGN INC COM 92343E102 5705 75000 SH SOLE 75000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 30187 565517 SH SOLE 565517 0 0 VERISK ANALYTICS INC COM 92345Y106 812 10000 SH SOLE 10000 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 4936 67000 SH SOLE 67000 0 0 VERSUM MATLS INC COM 92532W103 9938 354050 SH SOLE 354050 0 0 VIASAT INC COM 92552V100 1391 21000 SH SOLE 21000 0 0 VIACOM INC NEW CL B 92553P201 807 23000 SH SOLE 23000 0 0 VIAVI SOLUTIONS INC COM 925550105 7624 932000 SH SOLE 932000 0 0 VISA INC COM CL A 92826C839 33731 432340 SH SOLE 432340 0 0 VISTA OUTDOOR INC COM 928377100 10184 276000 SH SOLE 276000 0 0 VORNADO RLTY TR SH BEN INT 929042109 19826 189957 SH SOLE 189957 0 0 VOYA FINL INC COM 929089100 7177 183000 SH SOLE 183000 0 0 VULCAN MATLS CO COM 929160109 7697 61500 SH SOLE 61500 0 0 WD-40 CO COM 929236107 468 4000 SH SOLE 4000 0 0 W P CAREY INC COM 92936U109 1536 26000 SH SOLE 26000 0 0 WEC ENERGY GROUP INC COM 92939U106 1035 17640 SH SOLE 17640 0 0 WABTEC CORP COM 929740108 5313 64000 SH SOLE 64000 0 0 WAGEWORKS INC COM 930427109 2973 41000 SH SOLE 41000 0 0 WAL-MART STORES INC COM 931142103 17950 259700 SH SOLE 259700 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 5462 66000 SH SOLE 66000 0 0 WASHINGTON PRIME GROUP NEW COM 93964W108 2010 193036 SH SOLE 193036 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2354 72000 SH SOLE 72000 0 0 WASTE MGMT INC DEL COM 94106L109 1773 25000 SH SOLE 25000 0 0 WATERS CORP COM 941848103 1881 14000 SH SOLE 14000 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 3686 103000 SH SOLE 103000 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 1508 11000 SH SOLE 11000 0 0 WELLS FARGO & CO NEW COM 949746101 61536 1116600 SH SOLE 1116600 0 0 WELLTOWER INC COM 95040Q104 10093 150792 SH SOLE 150792 0 0 WESCO INTL INC COM 95082P105 1863 28000 SH SOLE 28000 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 3393 40000 SH SOLE 40000 0 0 WESTERN ALLIANCE BANCORP COM 957638109 8768 180000 SH SOLE 180000 0 0 WESTERN DIGITAL CORP COM 958102105 6106 89864 SH SOLE 89864 0 0 WESTERN UN CO COM 959802109 738 34000 SH SOLE 34000 0 0 WESTROCK CO COM 96145D105 2952 58140 SH SOLE 58140 0 0 WEX INC COM 96208T104 4910 44000 SH SOLE 44000 0 0 WEYERHAEUSER CO COM 962166104 1348 44800 SH SOLE 44800 0 0 WHIRLPOOL CORP COM 963320106 6907 38000 SH SOLE 38000 0 0 WHOLE FOODS MKT INC COM 966837106 584 19000 SH SOLE 19000 0 0 WILLIAMS COS INC DEL COM 969457100 1893 60800 SH SOLE 60800 0 0 WISDOMTREE TR JPN SCAP HDG EQT 97717W521 4313 119000 SH SOLE 119000 0 0 WISDOMTREE TR JAPN HEDGE EQT 97717W851 116008 2341700 SH SOLE 2341700 0 0 WOODWARD INC COM 980745103 2555 37000 SH SOLE 37000 0 0 WPX ENERGY INC COM 98212B103 12239 840000 SH SOLE 840000 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 611 8000 SH SOLE 8000 0 0 WYNN RESORTS LTD COM 983134107 407 4700 SH SOLE 4700 0 0 XPO LOGISTICS INC COM 983793100 5050 117000 SH SOLE 117000 0 0 XCEL ENERGY INC COM 98389B100 1180 29000 SH SOLE 29000 0 0 XILINX INC COM 983919101 1389 23000 SH SOLE 23000 0 0 XEROX CORP COM 984121103 1139 130440 SH SOLE 130440 0 0 XYLEM INC COM 98419M100 7230 146000 SH SOLE 146000 0 0 YAHOO INC COM 984332106 2166 56000 SH SOLE 56000 0 0 YELP INC CL A 985817105 2326 61000 SH SOLE 61000 0 0 YUM BRANDS INC COM 988498101 5826 92000 SH SOLE 92000 0 0 YUM CHINA HLDGS INC COM 98850P109 11493 440000 SH SOLE 440000 0 0 ZELTIQ AESTHETICS INC COM 98933Q108 218 5000 SH SOLE 5000 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 3406 33000 SH SOLE 33000 0 0 ZIONS BANCORPORATION COM 989701107 8178 190000 SH SOLE 190000 0 0 ZOETIS INC CL A 98978V103 12258 229000 SH SOLE 229000 0 0 ZUMIEZ INC COM 989817101 1377 63000 SH SOLE 63000 0 0 ALLEGION PUB LTD CO ORD SHS G0176J109 8149 127333 SH SOLE 127333 0 0 ALLERGAN PLC SHS G0177J108 4729 22518 SH SOLE 22518 0 0 AMBARELLA INC SHS G037AX101 974 18000 SH SOLE 18000 0 0 AON PLC SHS CL A G0408V102 17394 155960 SH SOLE 155960 0 0 ARRIS INTL INC SHS G0551A103 4339 144000 SH SOLE 144000 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 27117 231510 SH SOLE 231510 0 0 BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 4622 210200 SH SOLE 210200 0 0 BUNGE LIMITED COM G16962105 2528 35000 SH SOLE 35000 0 0 COCA COLA EUROPEAN PARTNERS SHS G25839104 5253 167300 SH SOLE 167300 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 11921 177000 SH SOLE 177000 0 0 EATON CORP PLC SHS G29183103 1836 27369 SH SOLE 27369 0 0 ENDO INTL PLC SHS G30401106 115 7000 SH SOLE 7000 0 0 EVEREST RE GROUP LTD COM G3223R108 2380 11000 SH SOLE 11000 0 0 FABRINET SHS G3323L100 1773 44000 SH SOLE 44000 0 0 HELEN OF TROY CORP LTD COM G4388N106 3336 39500 SH SOLE 39500 0 0 INGERSOLL-RAND PLC SHS G47791101 6018 80200 SH SOLE 80200 0 0 INVESCO LTD SHS G491BT108 910 30000 SH SOLE 30000 0 0 JOHNSON CTLS INTL PLC SHS G51502105 15368 373110 SH SOLE 373110 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 22728 743000 SH SOLE 743000 0 0 LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 2036 92703 SH SOLE 92703 0 0 LIVANOVA PLC SHS G5509L101 5454 121280 SH SOLE 121280 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 4683 94000 SH SOLE 94000 0 0 MEDTRONIC PLC SHS G5960L103 29744 417580 SH SOLE 417580 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 1547 36000 SH SOLE 36000 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 11998 286000 SH SOLE 286000 0 0 NOMAD HLDGS LTD USD ORD SHS G6564A105 1550 162000 SH SOLE 162000 0 0 PROTHENA CORP PLC SHS G72800108 5214 106000 SH SOLE 106000 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 3678 27000 SH SOLE 27000 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 725 19000 SH SOLE 19000 0 0 PENTAIR PLC SHS G7S00T104 561 10000 SH SOLE 10000 0 0 SIGNET JEWELERS LIMITED SHS G81276100 2966 31466 SH SOLE 31466 0 0 STERIS PLC SHS USD G84720104 4246 63000 SH SOLE 63000 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 2255 41000 SH SOLE 41000 0 0 WILLIS TOWERS WATSON PUB LTD SHS G96629103 856 7000 SH SOLE 7000 0 0 PERRIGO CO PLC SHS G97822103 4474 53755 SH SOLE 53755 0 0 XL GROUP LTD COM G98294104 7210 193500 SH SOLE 193500 0 0 CHUBB LIMITED COM H1467J104 22199 168020 SH SOLE 168020 0 0 GARMIN LTD SHS H2906T109 291 6000 SH SOLE 6000 0 0 TE CONNECTIVITY LTD REG SHS H84989104 4385 63300 SH SOLE 63300 0 0 TRANSOCEAN LTD REG SHS H8817H100 206 14000 SH SOLE 14000 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 4254 104000 SH SOLE 104000 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1370 72000 SH SOLE 72000 0 0 CONSTELLIUM NV CL A N22035104 1210 205000 SH SOLE 205000 0 0 CORE LABORATORIES N V COM N22717107 960 8000 SH SOLE 8000 0 0 FERRARI N V COM N3167Y103 7384 127000 SH SOLE 127000 0 0 MOBILEYE N V AMSTELVEEN ORD SHS N51488117 6557 172000 SH SOLE 172000 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 8466 98700 SH SOLE 98700 0 0 MYLAN N V SHS EURO N59465109 5799 152000 SH SOLE 152000 0 0 NXP SEMICONDUCTORS N V COM N6596X109 11546 117807 SH SOLE 117807 0 0 YANDEX N V SHS CLASS A N97284108 2476 123000 SH SOLE 123000 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 902 11000 SH SOLE 11000 0 0 BROADCOM LTD SHS Y09827109 14907 84328 SH SOLE 84328 0 0 FLEX LTD ORD Y2573F102 5029 349990 SH SOLE 349990 0 0