0001398739-17-000011.txt : 20170814
0001398739-17-000011.hdr.sgml : 20170814
20170814150134
ACCESSION NUMBER: 0001398739-17-000011
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170814
DATE AS OF CHANGE: 20170814
EFFECTIVENESS DATE: 20170814
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: 171029540
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
06-30-2017
06-30-2017
Employees Retirement System of Texas
P.O. BOX 13207
AUSTIN
TX
78711-3207
13F HOLDINGS REPORT
028-12470
N
Eddie Chan
Asst Director of Finance
512-867-7310
Eddie Chan, ERS, 08-14-17
Austin
TX
08-14-2017
0
1006
7388092
false
INFORMATION TABLE
2
SEC13f-20170630.xml
13F-HR 6-30-2017
ABM INDS INC
COM
000957100
249
6000
SH
SOLE
6000
0
0
AFLAC INC
COM
001055102
1864
24000
SH
SOLE
24000
0
0
AGCO CORP
COM
001084102
4448
66000
SH
SOLE
66000
0
0
AES CORP
COM
00130H105
433
39000
SH
SOLE
39000
0
0
AMAG PHARMACEUTICALS INC
COM
00163U106
626
34000
SH
SOLE
34000
0
0
AMN HEALTHCARE SERVICES INC
COM
001744101
1054
27000
SH
SOLE
27000
0
0
AT&T INC
COM
00206R102
38773
1027652
SH
SOLE
1027652
0
0
ABBOTT LABS
COM
002824100
4572
94062
SH
SOLE
94062
0
0
ABBVIE INC
COM
00287Y109
15089
208100
SH
SOLE
208100
0
0
ABIOMED INC
COM
003654100
1720
12000
SH
SOLE
12000
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
4938
100000
SH
SOLE
100000
0
0
ACADIA RLTY TR
COM SH BEN INT
004239109
1924
69200
SH
SOLE
69200
0
0
ACORDA THERAPEUTICS INC
COM
00484M106
591
30000
SH
SOLE
30000
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
19205
333600
SH
SOLE
333600
0
0
ACUITY BRANDS INC
COM
00508Y102
366
1800
SH
SOLE
1800
0
0
ADOBE SYS INC
COM
00724F101
30282
214100
SH
SOLE
214100
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
117
1000
SH
SOLE
1000
0
0
AECOM
COM
00766T100
2910
90000
SH
SOLE
90000
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
9872
791000
SH
SOLE
791000
0
0
AETNA INC NEW
COM
00817Y108
13267
87381
SH
SOLE
87381
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
663
4000
SH
SOLE
4000
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
9845
166000
SH
SOLE
166000
0
0
AGREE REALTY CORP
COM
008492100
3670
80000
SH
SOLE
80000
0
0
AIMMUNE THERAPEUTICS INC
COM
00900T107
4005
194804
SH
SOLE
194804
0
0
AIR PRODS & CHEMS INC
COM
009158106
14234
99500
SH
SOLE
99500
0
0
AIR TRANSPORT SERVICES GRP I
COM
00922R105
4400
202000
SH
SOLE
202000
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
548
11000
SH
SOLE
11000
0
0
ALARM COM HLDGS INC
COM
011642105
1204
32000
SH
SOLE
32000
0
0
ALASKA AIR GROUP INC
COM
011659109
12207
136000
SH
SOLE
136000
0
0
ALBEMARLE CORP
COM
012653101
739
7000
SH
SOLE
7000
0
0
ALEXANDER & BALDWIN INC NEW
COM
014491104
2566
62000
SH
SOLE
62000
0
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
14577
121000
SH
SOLE
121000
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
14890
122378
SH
SOLE
122378
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
53908
382600
SH
SOLE
382600
0
0
ALLEGHANY CORP DEL
COM
017175100
4758
8000
SH
SOLE
8000
0
0
ALLETE INC
COM NEW
018522300
1577
22000
SH
SOLE
22000
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
1001
3900
SH
SOLE
3900
0
0
ALLIANT ENERGY CORP
COM
018802108
603
15000
SH
SOLE
15000
0
0
ALLSTATE CORP
COM
020002101
15477
175000
SH
SOLE
175000
0
0
ALMOST FAMILY INC
COM
020409108
801
13000
SH
SOLE
13000
0
0
ALPHABET INC
CAP STK CL C
02079K107
74470
81949
SH
SOLE
81949
0
0
ALPHABET INC
CAP STK CL A
02079K305
54647
58780
SH
SOLE
58780
0
0
ALTABA INC
COM
021346101
3051
56000
SH
SOLE
56000
0
0
ALTRA INDL MOTION CORP
COM
02208R106
1154
29000
SH
SOLE
29000
0
0
ALTRIA GROUP INC
COM
02209S103
58674
787886
SH
SOLE
787886
0
0
AMAZON COM INC
COM
023135106
96970
100176
SH
SOLE
100176
0
0
AMBEV SA
SPONSORED ADR
02319V103
2600
473500
SH
SOLE
473500
0
0
AMEREN CORP
COM
023608102
765
14000
SH
SOLE
14000
0
0
AMERICA MOVIL SAB DE CV
SPON ADR L SHS
02364W105
4833
303600
SH
SOLE
303600
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
2667
53000
SH
SOLE
53000
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
1388
89000
SH
SOLE
89000
0
0
AMERICAN ELEC PWR INC
COM
025537101
2015
29000
SH
SOLE
29000
0
0
AMERICAN EQTY INVT LIFE HLD
COM
025676206
710
27000
SH
SOLE
27000
0
0
AMERICAN EXPRESS CO
COM
025816109
15138
179700
SH
SOLE
179700
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
2087
21000
SH
SOLE
21000
0
0
AMERICAN HOMES 4 RENT
CL A
02665T306
5146
228000
SH
SOLE
228000
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
19100
305500
SH
SOLE
305500
0
0
AMERICAN STS WTR CO
COM
029899101
759
16000
SH
SOLE
16000
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
22415
169400
SH
SOLE
169400
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
5067
65000
SH
SOLE
65000
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
1512
16000
SH
SOLE
16000
0
0
AMERIPRISE FINL INC
COM
03076C106
3577
28100
SH
SOLE
28100
0
0
AMERIS BANCORP
COM
03076K108
2073
43000
SH
SOLE
43000
0
0
AMETEK INC NEW
COM
031100100
10842
179000
SH
SOLE
179000
0
0
AMGEN INC
COM
031162100
39320
228300
SH
SOLE
228300
0
0
AMPHENOL CORP NEW
CL A
032095101
1580
21400
SH
SOLE
21400
0
0
ANADARKO PETE CORP
COM
032511107
4185
92300
SH
SOLE
92300
0
0
ANALOG DEVICES INC
COM
032654105
2258
29017
SH
SOLE
29017
0
0
ANTHEM INC
COM
036752103
17722
94200
SH
SOLE
94200
0
0
APACHE CORP
COM
037411105
1678
35000
SH
SOLE
35000
0
0
APARTMENT INVT & MGMT CO
CL A
03748R101
6647
154700
SH
SOLE
154700
0
0
APPLE INC
COM
037833100
155470
1079500
SH
SOLE
1079500
0
0
APPLIED MATLS INC
COM
038222105
21349
516800
SH
SOLE
516800
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
1407
34000
SH
SOLE
34000
0
0
ARCONIC INC
COM
03965L100
7905
349000
SH
SOLE
349000
0
0
ARROW ELECTRS INC
COM
042735100
5489
70000
SH
SOLE
70000
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
4416
67000
SH
SOLE
67000
0
0
ASSURANT INC
COM
04621X108
518
5000
SH
SOLE
5000
0
0
ASTEC INDS INC
COM
046224101
1582
28500
SH
SOLE
28500
0
0
ATMOS ENERGY CORP
COM
049560105
5724
69000
SH
SOLE
69000
0
0
AUTODESK INC
COM
052769106
1522
15100
SH
SOLE
15100
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
2920
28500
SH
SOLE
28500
0
0
AUTONATION INC
COM
05329W102
211
5000
SH
SOLE
5000
0
0
AUTOZONE INC
COM
053332102
1027
1800
SH
SOLE
1800
0
0
AVALONBAY CMNTYS INC
COM
053484101
1537
8000
SH
SOLE
8000
0
0
AVERY DENNISON CORP
COM
053611109
1149
13000
SH
SOLE
13000
0
0
AVISTA CORP
COM
05379B107
1231
29000
SH
SOLE
29000
0
0
AXCELIS TECHNOLOGIES INC
COM NEW
054540208
1838
87750
SH
SOLE
87750
0
0
BB&T CORP
COM
054937107
2134
47000
SH
SOLE
47000
0
0
B & G FOODS INC NEW
COM
05508R106
2243
63000
SH
SOLE
63000
0
0
BP PLC
SPONSORED ADR
055622104
10270
296400
SH
SOLE
296400
0
0
BOFI HLDG INC
COM
05566U108
854
36000
SH
SOLE
36000
0
0
BWX TECHNOLOGIES INC
COM
05605H100
12334
253000
SH
SOLE
253000
0
0
BADGER METER INC
COM
056525108
2550
64000
SH
SOLE
64000
0
0
BAIDU INC
SPON ADR REP A
056752108
19798
110690
SH
SOLE
110690
0
0
BAKER HUGHES INC
COM
057224107
3816
70000
SH
SOLE
70000
0
0
BALL CORP
COM
058498106
667
15800
SH
SOLE
15800
0
0
BANC OF CALIFORNIA INC
COM
05990K106
882
41000
SH
SOLE
41000
0
0
BANK AMER CORP
COM
060505104
57050
2351600
SH
SOLE
2351600
0
0
BANK OF THE OZARKS INC
COM
063904106
4078
87000
SH
SOLE
87000
0
0
BANK NEW YORK MELLON CORP
COM
064058100
3163
62000
SH
SOLE
62000
0
0
BARD C R INC
COM
067383109
4267
13500
SH
SOLE
13500
0
0
BAXTER INTL INC
COM
071813109
5449
90000
SH
SOLE
90000
0
0
BECTON DICKINSON & CO
COM
075887109
3759
19265
SH
SOLE
19265
0
0
BED BATH & BEYOND INC
COM
075896100
274
9000
SH
SOLE
9000
0
0
BEIGENE LTD
SPONSORED ADR
07725L102
2855
63450
SH
SOLE
63450
0
0
BELDEN INC
COM
077454106
5823
77200
SH
SOLE
77200
0
0
BERKLEY W R CORP
COM
084423102
1107
16000
SH
SOLE
16000
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
55977
330500
SH
SOLE
330500
0
0
BERRY GLOBAL GROUP INC
COM
08579W103
3535
62000
SH
SOLE
62000
0
0
BEST BUY INC
COM
086516101
9230
161000
SH
SOLE
161000
0
0
BIG 5 SPORTING GOODS CORP
COM
08915P101
2623
201000
SH
SOLE
201000
0
0
BIG LOTS INC
COM
089302103
2657
55000
SH
SOLE
55000
0
0
BIO RAD LABS INC
CL A
090572207
2263
10000
SH
SOLE
10000
0
0
BIOGEN INC
COM
09062X103
19755
72800
SH
SOLE
72800
0
0
BIOVERATIV INC
COM
09075E100
9507
158000
SH
SOLE
158000
0
0
BLACKHAWK NETWORK HLDGS INC
COM
09238E104
8110
186000
SH
SOLE
186000
0
0
BLACKROCK INC
COM
09247X101
17277
40900
SH
SOLE
40900
0
0
BLACKSTONE MTG TR INC
COM CL A
09257W100
5530
175000
SH
SOLE
175000
0
0
BLOCK H & R INC
COM
093671105
6429
208000
SH
SOLE
208000
0
0
BLUE BUFFALO PET PRODS INC
COM
09531U102
4060
178000
SH
SOLE
178000
0
0
BOEING CO
COM
097023105
36505
184600
SH
SOLE
184600
0
0
BORGWARNER INC
COM
099724106
551
13000
SH
SOLE
13000
0
0
BOSTON PROPERTIES INC
COM
101121101
2072
16840
SH
SOLE
16840
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
14814
534400
SH
SOLE
534400
0
0
BOYD GAMING CORP
COM
103304101
1389
56000
SH
SOLE
56000
0
0
BRADY CORP
CL A
104674106
2237
66000
SH
SOLE
66000
0
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
6591
376000
SH
SOLE
376000
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
29749
533900
SH
SOLE
533900
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
5440
72000
SH
SOLE
72000
0
0
BROOKDALE SR LIVING INC
COM
112463104
14522
987200
SH
SOLE
987200
0
0
BROWN & BROWN INC
COM
115236101
1335
31000
SH
SOLE
31000
0
0
BROWN FORMAN CORP
CL B
115637209
5249
108000
SH
SOLE
108000
0
0
BRUKER CORP
COM
116794108
2423
84000
SH
SOLE
84000
0
0
BRUNSWICK CORP
COM
117043109
1568
25000
SH
SOLE
25000
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
2359
154000
SH
SOLE
154000
0
0
BURLINGTON STORES INC
COM
122017106
11591
126000
SH
SOLE
126000
0
0
CBS CORP NEW
CL B
124857202
9121
143000
SH
SOLE
143000
0
0
CBOE HLDGS INC
COM
12503M108
2028
22185
SH
SOLE
22185
0
0
CBRE GROUP INC
CL A
12504L109
2588
71100
SH
SOLE
71100
0
0
CDK GLOBAL INC
COM
12508E101
10116
163000
SH
SOLE
163000
0
0
CF INDS HLDGS INC
COM
125269100
475
17000
SH
SOLE
17000
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
549
8000
SH
SOLE
8000
0
0
CIGNA CORPORATION
COM
125509109
13810
82500
SH
SOLE
82500
0
0
CME GROUP INC
COM
12572Q105
10270
82000
SH
SOLE
82000
0
0
CMS ENERGY CORP
COM
125896100
740
16000
SH
SOLE
16000
0
0
CNOOC LTD
SPONSORED ADR
126132109
6291
57500
SH
SOLE
57500
0
0
CNO FINL GROUP INC
COM
12621E103
3362
161000
SH
SOLE
161000
0
0
CRH PLC
ADR
12626K203
7158
201800
SH
SOLE
201800
0
0
CSX CORP
COM
126408103
12587
230700
SH
SOLE
230700
0
0
CSRA INC
COM
12650T104
1349
42500
SH
SOLE
42500
0
0
CVS HEALTH CORP
COM
126650100
20879
259500
SH
SOLE
259500
0
0
CA INC
COM
12673P105
1551
45000
SH
SOLE
45000
0
0
CABLE ONE INC
COM
12685J105
12796
18000
SH
SOLE
18000
0
0
CABOT CORP
COM
127055101
4809
90000
SH
SOLE
90000
0
0
CABOT OIL & GAS CORP
COM
127097103
627
25000
SH
SOLE
25000
0
0
CACI INTL INC
CL A
127190304
2251
18000
SH
SOLE
18000
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
5760
172000
SH
SOLE
172000
0
0
CALGON CARBON CORP
COM
129603106
2306
152700
SH
SOLE
152700
0
0
CALIFORNIA WTR SVC GROUP
COM
130788102
736
20000
SH
SOLE
20000
0
0
CALLAWAY GOLF CO
COM
131193104
1125
88000
SH
SOLE
88000
0
0
CALLON PETE CO DEL
COM
13123X102
2546
240000
SH
SOLE
240000
0
0
CAMBREX CORP
COM
132011107
2211
37000
SH
SOLE
37000
0
0
CAMPBELL SOUP CO
COM
134429109
574
11000
SH
SOLE
11000
0
0
CANTEL MEDICAL CORP
COM
138098108
701
9000
SH
SOLE
9000
0
0
CAPITAL ONE FINL CORP
COM
14040H105
3429
41500
SH
SOLE
41500
0
0
CARDINAL HEALTH INC
COM
14149Y108
7200
92400
SH
SOLE
92400
0
0
CARMAX INC
COM
143130102
757
12000
SH
SOLE
12000
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
20832
317700
SH
SOLE
317700
0
0
CARS COM INC
COM
14575E105
2281
85666
SH
SOLE
85666
0
0
CARTER INC
COM
146229109
2046
23000
SH
SOLE
23000
0
0
CATERPILLAR INC DEL
COM
149123101
12734
118500
SH
SOLE
118500
0
0
CATHAY GEN BANCORP
COM
149150104
3226
85000
SH
SOLE
85000
0
0
CELESTICA INC
SUB VTG SHS
15101Q108
258
19000
SH
SOLE
19000
0
0
CELGENE CORP
COM
151020104
34052
262200
SH
SOLE
262200
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
4663
495040
SH
SOLE
495040
0
0
CENTENE CORP DEL
COM
15135B101
10944
137000
SH
SOLE
137000
0
0
CENOVUS ENERGY INC
COM
15135U109
243
33000
SH
SOLE
33000
0
0
CENTERPOINT ENERGY INC
COM
15189T107
685
25000
SH
SOLE
25000
0
0
CENTERSTATE BANKS INC
COM
15201P109
1193
48000
SH
SOLE
48000
0
0
CENTURYLINK INC
COM
156700106
1421
59500
SH
SOLE
59500
0
0
CERNER CORP
COM
156782104
1064
16000
SH
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16000
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
12295
36500
SH
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36500
0
0
CHEMED CORP NEW
COM
16359R103
818
4000
SH
SOLE
4000
0
0
CHEMICAL FINL CORP
COM
163731102
3486
72000
SH
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72000
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
154
31000
SH
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31000
0
0
CHEVRON CORP NEW
COM
166764100
42452
406900
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406900
0
0
CHILDRENS PL INC
COM
168905107
2655
26000
SH
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26000
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
10034
189000
SH
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189000
0
0
CHINA LODGING GROUP LTD
SPONSORED ADR
16949N109
2985
37000
SH
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37000
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0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
4910
11800
SH
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11800
0
0
CHURCH & DWIGHT INC
COM
171340102
726
14000
SH
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14000
0
0
CIMAREX ENERGY CO
COM
171798101
846
9000
SH
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9000
0
0
CINCINNATI FINL CORP
COM
172062101
652
9000
SH
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9000
0
0
CINEMARK HOLDINGS INC
COM
17243V102
6682
172000
SH
SOLE
172000
0
0
CINER RES LP
COM UNIT LTD
172464109
959
35000
SH
SOLE
35000
0
0
CISCO SYS INC
COM
17275R102
28636
914900
SH
SOLE
914900
0
0
CINTAS CORP
COM
172908105
1008
8000
SH
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8000
0
0
CITIGROUP INC
COM NEW
172967424
17813
266350
SH
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266350
0
0
CITIZENS FINL GROUP INC
COM
174610105
18768
526000
SH
SOLE
526000
0
0
CITRIX SYS INC
COM
177376100
2308
29000
SH
SOLE
29000
0
0
CLEARWATER PAPER CORP
COM
18538R103
2010
43000
SH
SOLE
43000
0
0
CLOROX CO DEL
COM
189054109
1066
8000
SH
SOLE
8000
0
0
COACH INC
COM
189754104
947
20000
SH
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20000
0
0
COCA COLA CO
COM
191216100
10002
223000
SH
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223000
0
0
COGNEX CORP
COM
192422103
4160
49000
SH
SOLE
49000
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
2324
35000
SH
SOLE
35000
0
0
COHERENT INC
COM
192479103
2475
11000
SH
SOLE
11000
0
0
COLGATE PALMOLIVE CO
COM
194162103
15397
207700
SH
SOLE
207700
0
0
COLONY STARWOOD HOMES
COM
19625X102
9446
275300
SH
SOLE
275300
0
0
COMCAST CORP NEW
CL A
20030N101
47809
1228400
SH
SOLE
1228400
0
0
COMERICA INC
COM
200340107
6079
83000
SH
SOLE
83000
0
0
COMMERCEHUB INC
COM SER A
20084V108
7090
407000
SH
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407000
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COMMERCIAL METALS CO
COM
201723103
4041
208000
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208000
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COMMSCOPE HLDG CO INC
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20337X109
2738
72000
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72000
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COMMVAULT SYSTEMS INC
COM
204166102
1016
18000
SH
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18000
0
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CONAGRA BRANDS INC
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205887102
6043
169000
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169000
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CONCHO RES INC
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20605P101
1215
10000
SH
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10000
0
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CONDUENT INC
COM
206787103
6966
437000
SH
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437000
0
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CONFORMIS INC
COM
20717E101
536
125000
SH
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125000
0
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CONOCOPHILLIPS
COM
20825C104
11808
268600
SH
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268600
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0
CONSOL ENERGY INC
COM
20854P109
1554
104000
SH
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104000
0
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CONSOLIDATED EDISON INC
COM
209115104
1374
17000
SH
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17000
0
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CONSTELLATION BRANDS INC
CL A
21036P108
16951
87500
SH
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87500
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CONTINENTAL BLDG PRODS INC
COM
211171103
839
36000
SH
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36000
0
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CONVERGYS CORP
COM
212485106
3115
131000
SH
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131000
0
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COOPER COS INC
COM NEW
216648402
3591
15000
SH
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15000
0
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COPART INC
COM
217204106
5245
165000
SH
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165000
0
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CORESITE RLTY CORP
COM
21870Q105
2812
27162
SH
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27162
0
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CORECIVIC INC
COM
21871N101
2289
83000
SH
SOLE
83000
0
0
CORNING INC
COM
219350105
1533
51000
SH
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51000
0
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CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
8547
244000
SH
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244000
0
0
COSTCO WHSL CORP NEW
COM
22160K105
3998
25000
SH
SOLE
25000
0
0
COTT CORP QUE
COM
22163N106
1300
90000
SH
SOLE
90000
0
0
COTY INC
COM CL A
222070203
206
11000
SH
SOLE
11000
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
2007
12000
SH
SOLE
12000
0
0
CROSS CTRY HEALTHCARE INC
COM
227483104
1214
94000
SH
SOLE
94000
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
3106
31000
SH
SOLE
31000
0
0
CROWN HOLDINGS INC
COM
228368106
5900
98900
SH
SOLE
98900
0
0
CTRIP COM INTL LTD
AMERICAN DEP SHS
22943F100
13734
255000
SH
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255000
0
0
CUMMINS INC
COM
231021106
7462
46000
SH
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46000
0
0
CYRUSONE INC
COM
23283R100
2955
53000
SH
SOLE
53000
0
0
DBX ETF TR
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233051432
125440
2450000
PRN
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2450000
0
0
DCT INDUSTRIAL TRUST INC
COM NEW
233153204
7528
140875
SH
SOLE
140875
0
0
DDR CORP
COM
23317H102
3686
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SOLE
406400
0
0
D R HORTON INC
COM
23331A109
588
17000
SH
SOLE
17000
0
0
DST SYS INC DEL
COM
233326107
3208
52000
SH
SOLE
52000
0
0
DTE ENERGY CO
COM
233331107
1058
10000
SH
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10000
0
0
DXC TECHNOLOGY CO
COM
23355L106
7366
96012
SH
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96012
0
0
DANAHER CORP DEL
COM
235851102
19072
226000
SH
SOLE
226000
0
0
DARDEN RESTAURANTS INC
COM
237194105
2080
23000
SH
SOLE
23000
0
0
DARLING INGREDIENTS INC
COM
237266101
2424
154000
SH
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154000
0
0
DAVE & BUSTERS ENTMT INC
COM
238337109
2394
36000
SH
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36000
0
0
DAVITA INC
COM
23918K108
5181
80000
SH
SOLE
80000
0
0
DECKERS OUTDOOR CORP
COM
243537107
819
12000
SH
SOLE
12000
0
0
DEERE & CO
COM
244199105
2966
24000
SH
SOLE
24000
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
5874
109300
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SOLE
109300
0
0
DENTSPLY SIRONA INC
COM
24906P109
908
14000
SH
SOLE
14000
0
0
DEVON ENERGY CORP NEW
COM
25179M103
1279
40000
SH
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40000
0
0
DEXCOM INC
COM
252131107
2560
35000
SH
SOLE
35000
0
0
DIAMONDROCK HOSPITALITY CO
COM
252784301
1040
95000
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95000
0
0
DICKS SPORTING GOODS INC
COM
253393102
2191
55000
SH
SOLE
55000
0
0
DIGITAL RLTY TR INC
COM
253868103
14939
132264
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SOLE
132264
0
0
DIPLOMAT PHARMACY INC
COM
25456K101
474
32000
SH
SOLE
32000
0
0
DISNEY WALT CO
COM DISNEY
254687106
24671
232200
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SOLE
232200
0
0
DISCOVER FINL SVCS
COM
254709108
6207
99800
SH
SOLE
99800
0
0
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COM SER A
25470F104
542
21000
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SOLE
21000
0
0
DISCOVERY COMMUNICATNS NEW
COM SER C
25470F302
3255
129100
SH
SOLE
129100
0
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DISH NETWORK CORP
CL A
25470M109
1067
17000
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SOLE
17000
0
0
DOLLAR GEN CORP NEW
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256677105
5163
71622
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71622
0
0
DOLLAR TREE INC
COM
256746108
961
13745
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SOLE
13745
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0
DOMINION ENERGY INC
COM
25746U109
2759
36000
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SOLE
36000
0
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DOMINOS PIZZA INC
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25754A201
6134
29000
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SOLE
29000
0
0
DOUGLAS EMMETT INC
COM
25960P109
3974
104000
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104000
0
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DOVER CORP
COM
260003108
7059
88000
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88000
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DOW CHEM CO
COM
260543103
9208
146000
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SOLE
146000
0
0
DR PEPPER SNAPPLE GROUP INC
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26138E109
6924
76000
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SOLE
76000
0
0
DU PONT E I DE NEMOURS & CO
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263534109
27312
338400
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SOLE
338400
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DUKE REALTY CORP
COM NEW
264411505
8594
307470
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SOLE
307470
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
3260
39000
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SOLE
39000
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0
DUPONT FABROS TECHNOLOGY INC
COM
26613Q106
5076
83000
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SOLE
83000
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0
DYCOM INDS INC
COM
267475101
1253
14000
SH
SOLE
14000
0
0
EOG RES INC
COM
26875P101
20186
223000
SH
SOLE
223000
0
0
EQT CORP
COM
26884L109
7728
131900
SH
SOLE
131900
0
0
EPR PPTYS
COM SH BEN INT
26884U109
11068
154000
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154000
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EAGLE BANCORP INC MD
COM
268948106
1266
20000
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20000
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E TRADE FINANCIAL CORP
COM NEW
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8481
223000
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223000
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EAGLE MATERIALS INC
COM
26969P108
9519
103000
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103000
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EAST WEST BANCORP INC
COM
27579R104
6444
110000
SH
SOLE
110000
0
0
EASTMAN CHEM CO
COM
277432100
14488
172500
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172500
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0
EBAY INC
COM
278642103
8238
235900
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0
ECOLAB INC
COM
278865100
2257
17000
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17000
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0
EDGEWELL PERS CARE CO
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6386
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84000
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EDISON INTL
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281020107
1329
17000
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17000
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0
EDUCATION RLTY TR INC
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28140H203
6268
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161756
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EDWARDS LIFESCIENCES CORP
COM
28176E108
9696
82000
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SOLE
82000
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EL PASO ELEC CO
COM NEW
283677854
879
17000
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17000
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ELECTRONIC ARTS INC
COM
285512109
2326
22000
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22000
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EMBRAER S A
SP ADR REP 4 COM
29082A107
3231
177251
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EMERGENT BIOSOLUTIONS INC
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29089Q105
3934
116000
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116000
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0
EMERSON ELEC CO
COM
291011104
2325
39000
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39000
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EMPLOYERS HOLDINGS INC
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292218104
1015
24000
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24000
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ENCORE WIRE CORP
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292562105
1665
39000
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39000
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ENERGEN CORP
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29265N108
3357
68000
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68000
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0
ENERGIZER HLDGS INC NEW
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29272W109
4898
102000
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102000
0
0
ENERGY XXI GULF COAST INC
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29276K101
648
34908
SH
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34908
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ENTERGY CORP NEW
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29364G103
768
10000
SH
SOLE
10000
0
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ENTERPRISE FINL SVCS CORP
COM
293712105
2244
55000
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55000
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
6039
223000
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223000
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0
ENVESTNET INC
COM
29404K106
1109
28000
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28000
0
0
ENVISION HEALTHCARE CORP
COM
29414D100
9589
153000
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153000
0
0
EQUIFAX INC
COM
294429105
7338
53400
SH
SOLE
53400
0
0
EQUINIX INC
COM PAR $0.001
29444U700
7199
16775
SH
SOLE
16775
0
0
EQUITY COMWLTH
COM SH BEN INT
294628102
1627
51500
SH
SOLE
51500
0
0
EQUITY LIFESTYLE PPTYS INC
COM
29472R108
4144
48000
SH
SOLE
48000
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
1317
20000
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20000
0
0
ESSEX PPTY TR INC
COM
297178105
6432
25000
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25000
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ETHAN ALLEN INTERIORS INC
COM
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1260
39000
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39000
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EVERCORE PARTNERS INC
CLASS A
29977A105
2750
39000
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39000
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EVERSOURCE ENERGY
COM
30040W108
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16000
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16000
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0
EXELON CORP
COM
30161N101
1840
51000
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51000
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EXELIXIS INC
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30161Q104
813
33000
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33000
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302081104
1056
19000
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19000
0
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EXPEDIA INC DEL
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30212P303
745
5000
SH
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5000
0
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EXPEDITORS INTL WASH INC
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302130109
282
5000
SH
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5000
0
0
EXPRESS INC
COM
30219E103
1222
181000
SH
SOLE
181000
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
9136
143100
SH
SOLE
143100
0
0
EXTRA SPACE STORAGE INC
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30225T102
1094
14029
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SOLE
14029
0
0
EXXON MOBIL CORP
COM
30231G102
46153
571700
SH
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0
0
FLIR SYS INC
COM
302445101
6766
195200
SH
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195200
0
0
F M C CORP
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302491303
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75000
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75000
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FCB FINL HLDGS INC
CL A
30255G103
5253
110000
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110000
0
0
FTI CONSULTING INC
COM
302941109
3636
104000
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104000
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FACEBOOK INC
CL A
30303M102
79482
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0
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FACTSET RESH SYS INC
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303075105
2991
18000
SH
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18000
0
0
FAIR ISAAC CORP
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303250104
3903
28000
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28000
0
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FASTENAL CO
COM
311900104
609
14000
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14000
0
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FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
506
4000
SH
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4000
0
0
FEDERAL SIGNAL CORP
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313855108
1441
83000
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83000
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FEDEX CORP
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31428X106
22863
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105200
0
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315616102
1144
9000
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COM
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FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
2421
54000
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FIFTH THIRD BANCORP
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316773100
1116
43000
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43000
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FINISAR CORP
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31787A507
1923
74000
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0
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318910106
2032
65000
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65000
0
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32054K103
6277
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0
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320817109
2368
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59000
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FIRSTCASH INC
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35280
0
0
FISERV INC
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337738108
2459
20100
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20100
0
0
FIRSTENERGY CORP
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506
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0
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FIVE BELOW INC
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33829M101
1728
35000
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35000
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0
FLOTEK INDS INC DEL
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343389102
903
101000
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101000
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FLUOR CORP NEW
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343412102
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FLOWSERVE CORP
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34354P105
139
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3000
0
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FOOT LOCKER INC
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344849104
1626
33000
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33000
0
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FORD MTR CO DEL
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244000
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244000
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FOREST CITY RLTY TR INC
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345605109
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206000
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0
FORMFACTOR INC
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346375108
1054
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85000
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FORTINET INC
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34959E109
3744
100000
SH
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100000
0
0
FORTIVE CORP
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34959J108
11245
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177500
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
848
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13000
0
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COM
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1749
44000
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44000
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0
FOUR CORNERS PPTY TR INC
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35086T109
3936
156752
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156752
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0
FOX FACTORY HLDG CORP
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35138V102
2100
59000
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59000
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FREEPORT-MCMORAN INC
CL B
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1309
109000
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0
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359694106
2147
42000
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36164Y101
5063
166000
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GGP INC
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36174X101
10308
437540
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GW PHARMACEUTICALS PLC
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36197T103
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36315X101
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363576109
744
13000
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GAMING & LEISURE PPTYS INC
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36467J108
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247000
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36467W109
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11000
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364760108
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248000
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366651107
988
8000
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369550108
17888
90300
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369604103
43384
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370334104
1884
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37045V100
1886
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371901109
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372460105
742
8000
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37253A103
1901
49000
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37518B102
1259
32000
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GILEAD SCIENCES INC
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375558103
28093
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377316104
1075
55000
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377322102
3276
79000
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37940X102
6774
75000
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38141G104
4394
19800
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GOODYEAR TIRE & RUBR CO
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382550101
6642
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38388F108
3168
44000
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44000
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GRACO INC
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384109104
2513
23000
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23000
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384802104
596
3300
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3300
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385002308
1682
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56618
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388689101
3169
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391164100
3660
125000
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125000
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391416104
5917
145000
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145000
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39260X100
1436
74000
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74000
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0
GREENBRIER COS INC
COM
393657101
740
16000
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16000
0
0
GRUPO TELEVISA SA
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40049J206
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COM
40171V100
5359
78000
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78000
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0
HCA HEALTHCARE INC
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40412C101
11528
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132200
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0
HCP INC
COM
40414L109
12151
380207
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380207
0
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HDFC BANK LTD
ADR REPS 3 SHS
40415F101
8001
92000
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92000
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0
HD SUPPLY HLDGS INC
COM
40416M105
6800
222000
SH
SOLE
222000
0
0
HMS HLDGS CORP
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40425J101
962
52000
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52000
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HP INC
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40434L105
7289
417000
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417000
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HAEMONETICS CORP
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405024100
395
10000
SH
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10000
0
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HALLIBURTON CO
COM
406216101
11532
270000
SH
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270000
0
0
HALYARD HEALTH INC
COM
40650V100
6717
171000
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171000
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0
HANESBRANDS INC
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410345102
556
24000
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24000
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410867105
3279
37000
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37000
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HARLEY DAVIDSON INC
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412822108
324
6000
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6000
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413875105
873
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8000
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416515104
1209
23000
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23000
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HASBRO INC
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418056107
669
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6000
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HAWAIIAN HOLDINGS INC
COM
419879101
3287
70000
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0
HAYNES INTERNATIONAL INC
COM NEW
420877201
1561
43000
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43000
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HEALTHCARE SVCS GRP INC
COM
421906108
3653
78000
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78000
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0
HEALTHCARE RLTY TR
COM
421946104
9849
288415
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HEALTHCARE TR AMER INC
CL A NEW
42225P501
4539
145900
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COM
42226A107
1495
30000
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30000
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HELMERICH & PAYNE INC
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423452101
380
7000
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7000
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HENRY JACK & ASSOC INC
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426281101
3532
34000
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34000
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HERC HLDGS INC
COM
42704L104
4522
115000
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115000
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0
HERSHEY CO
COM
427866108
859
8000
SH
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8000
0
0
HESS CORP
COM
42809H107
5953
135700
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135700
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
7349
443000
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443000
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0
HIGHWOODS PPTYS INC
COM
431284108
5956
117460
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SOLE
117460
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0
HILL ROM HLDGS INC
COM
431475102
4697
59000
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SOLE
59000
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0
HILTON GRAND VACATIONS INC
COM
43283X105
865
24000
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24000
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
1113
18000
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18000
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0
HOLOGIC INC
COM
436440101
817
18000
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18000
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0
HOME DEPOT INC
COM
437076102
41372
269700
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269700
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0
HONEYWELL INTL INC
COM
438516106
26191
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196500
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0
HOPE BANCORP INC
COM
43940T109
942
50492
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HORACE MANN EDUCATORS CORP N
COM
440327104
1210
32000
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SOLE
32000
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0
HORMEL FOODS CORP
COM
440452100
546
16000
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SOLE
16000
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
2043
70100
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SOLE
70100
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0
HOST HOTELS & RESORTS INC
COM
44107P104
4536
248300
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SOLE
248300
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0
HUDSON PAC PPTYS INC
COM
444097109
4376
128000
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128000
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HUMANA INC
COM
444859102
11622
48300
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48300
0
0
HUNT J B TRANS SVCS INC
COM
445658107
366
4000
SH
SOLE
4000
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
6490
480000
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SOLE
480000
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0
HUNTINGTON INGALLS INDS INC
COM
446413106
13348
71700
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SOLE
71700
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0
IAC INTERACTIVECORP
COM
44919P508
3097
30000
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30000
0
0
ICF INTL INC
COM
44925C103
1272
27000
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27000
0
0
ICU MED INC
COM
44930G107
3968
23000
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23000
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0
IPG PHOTONICS CORP
COM
44980X109
7255
50000
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50000
0
0
IRHYTHM TECHNOLOGIES INC
COM
450056106
1742
41000
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41000
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0
ITT INC
COM
45073V108
3616
90000
SH
SOLE
90000
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0
IBERIABANK CORP
COM
450828108
4157
51000
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51000
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0
ILLINOIS TOOL WKS INC
COM
452308109
4355
30400
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SOLE
30400
0
0
ILLUMINA INC
COM
452327109
1215
7000
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7000
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0
INCYTE CORP
COM
45337C102
6547
52000
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SOLE
52000
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0
INDEPENDENT BK GROUP INC
COM
45384B106
1309
22000
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22000
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0
INGEVITY CORP
COM
45688C107
9012
157000
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157000
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0
INGREDION INC
COM
457187102
2861
24000
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24000
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0
INSTEEL INDUSTRIES INC
COM
45774W108
1780
54000
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SOLE
54000
0
0
INOGEN INC
COM
45780L104
4008
42000
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42000
0
0
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
1145
21000
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SOLE
21000
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0
INTEGRATED DEVICE TECHNOLOGY
COM
458118106
4926
191000
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191000
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0
INTEL CORP
COM
458140100
19205
569200
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SOLE
569200
0
0
INTERACTIVE BROKERS GROUP IN
COM
45841N107
1197
32000
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SOLE
32000
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0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
13935
211390
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SOLE
211390
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0
INTERNATIONAL BUSINESS MACHS
COM
459200101
7384
48000
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SOLE
48000
0
0
INTERNATIONAL FLAVORS&FRAGRA
COM
459506101
675
5000
SH
SOLE
5000
0
0
INTL PAPER CO
COM
460146103
6737
119000
SH
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119000
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0
INTERPUBLIC GROUP COS INC
COM
460690100
9028
367000
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367000
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0
INTUIT
COM
461202103
7663
57700
SH
SOLE
57700
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0
INTUITIVE SURGICAL INC
COM NEW
46120E602
2245
2400
SH
SOLE
2400
0
0
INVITATION HOMES INC
COM
46187W107
5256
243000
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SOLE
243000
0
0
IONIS PHARMACEUTICALS INC
COM
462222100
1424
28000
SH
SOLE
28000
0
0
IRON MTN INC NEW
COM
46284V101
4514
131365
SH
SOLE
131365
0
0
IRONWOOD PHARMACEUTICALS INC
COM CL A
46333X108
1982
105000
SH
SOLE
105000
0
0
ISHARES
MSCI STH KOR ETF
464286772
15257
225000
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SOLE
225000
0
0
ISHARES
MSCI STH AFR ETF
464286780
9529
168000
SH
SOLE
168000
0
0
ISHARES TR
CORE S&P MCP ETF
464287507
14699
84500
SH
SOLE
84500
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
7229
51300
SH
SOLE
51300
0
0
ISHARES TR
JP MOR EM MK ETF
464288281
45744
400000
PRN
SOLE
400000
0
0
ISHARES TR
IBOXX HI YD ETF
464288513
256331
2900000
PRN
SOLE
2900000
0
0
ISHARES TR
MSCI INDONIA ETF
46429B309
5034
185000
SH
SOLE
185000
0
0
ISHARES INC
MSCI MLY ETF NEW
46434G814
4915
155000
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SOLE
155000
0
0
JPMORGAN CHASE & CO
COM
46625H100
71438
781600
SH
SOLE
781600
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
5760
105900
SH
SOLE
105900
0
0
JD COM INC
SPON ADR CL A
47215P106
9177
234000
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SOLE
234000
0
0
JOHNSON & JOHNSON
COM
478160104
75723
572400
SH
SOLE
572400
0
0
J2 GLOBAL INC
COM
48123V102
1787
21000
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SOLE
21000
0
0
JUNIPER NETWORKS INC
COM
48203R104
585
21000
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SOLE
21000
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0
KB FINANCIAL GROUP INC
SPONSORED ADR
48241A105
7404
146641
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SOLE
146641
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0
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COM
482480100
8144
89000
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SOLE
89000
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0
KLX INC
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482539103
10300
206000
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SOLE
206000
0
0
K2M GROUP HLDGS INC
COM
48273J107
926
38000
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SOLE
38000
0
0
KAISER ALUMINUM CORP
COM PAR $0.01
483007704
2833
32000
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SOLE
32000
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
523
5000
SH
SOLE
5000
0
0
KAPSTONE PAPER & PACKAGING C
COM
48562P103
1961
95050
SH
SOLE
95050
0
0
KELLOGG CO
COM
487836108
1042
15000
SH
SOLE
15000
0
0
KEYCORP NEW
COM
493267108
937
50000
SH
SOLE
50000
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
10394
267000
SH
SOLE
267000
0
0
KILROY RLTY CORP
COM
49427F108
5411
72000
SH
SOLE
72000
0
0
KIMBERLY CLARK CORP
COM
494368103
3486
27000
SH
SOLE
27000
0
0
KIMCO RLTY CORP
COM
49446R109
385
21000
SH
SOLE
21000
0
0
KINDER MORGAN INC DEL
COM
49456B101
6208
324000
SH
SOLE
324000
0
0
KITE RLTY GROUP TR
COM NEW
49803T300
1155
61000
SH
SOLE
61000
0
0
KNOWLES CORP
COM
49926D109
9543
564000
SH
SOLE
564000
0
0
KOHLS CORP
COM
500255104
464
12000
SH
SOLE
12000
0
0
KRAFT HEINZ CO
COM
500754106
7279
85000
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SOLE
85000
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0
KROGER CO
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501044101
8838
379000
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SOLE
379000
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0
L BRANDS INC
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501797104
808
15000
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SOLE
15000
0
0
LKQ CORP
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501889208
2339
71000
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SOLE
71000
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0
LTC PPTYS INC
COM
502175102
5036
98000
SH
SOLE
98000
0
0
L3 TECHNOLOGIES INC
COM
502413107
835
5000
SH
SOLE
5000
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
4008
26000
SH
SOLE
26000
0
0
LAM RESEARCH CORP
COM
512807108
12234
86500
SH
SOLE
86500
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
3605
49000
SH
SOLE
49000
0
0
LAMB WESTON HLDGS INC
COM
513272104
14210
322666
SH
SOLE
322666
0
0
LAUDER ESTEE COS INC
CL A
518439104
10945
114034
SH
SOLE
114034
0
0
LEGGETT & PLATT INC
COM
524660107
525
10000
SH
SOLE
10000
0
0
LEGACY TEX FINL GROUP INC
COM
52471Y106
3089
81000
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SOLE
81000
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0
LENDINGTREE INC NEW
COM
52603B107
1550
9000
SH
SOLE
9000
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0
LENNAR CORP
CL A
526057104
640
12000
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12000
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LEUCADIA NATL CORP
COM
527288104
602
23000
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23000
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
890
15000
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15000
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0
LEXINGTON REALTY TRUST
COM
529043101
1654
166894
SH
SOLE
166894
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0
LIBERTY BROADBAND CORP
COM SER C
530307305
3644
42000
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42000
0
0
LIGAND PHARMACEUTICALS INC
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53220K504
1469
12100
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12100
0
0
LIFE STORAGE INC
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53223X107
4742
64000
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64000
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LILLY ELI & CO
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532457108
37743
458600
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SOLE
458600
0
0
LINCOLN NATL CORP IND
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534187109
8988
133000
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133000
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LINDSAY CORP
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535555106
1428
16000
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16000
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LIVE NATION ENTERTAINMENT IN
COM
538034109
3032
87000
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87000
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LOCKHEED MARTIN CORP
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539830109
11937
43000
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43000
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LOEWS CORP
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540424108
749
16000
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16000
0
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LOGMEIN INC
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54142L109
12114
115921
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SOLE
115921
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0
LOUISIANA PAC CORP
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546347105
1953
81000
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81000
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LOWES COS INC
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548661107
23259
300000
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SOLE
300000
0
0
LUMENTUM HLDGS INC
COM
55024U109
7861
137800
SH
SOLE
137800
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M & T BK CORP
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55261F104
1620
10000
SH
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10000
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552690109
2122
81000
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81000
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552953101
8135
260000
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260000
0
0
MKS INSTRUMENT INC
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55306N104
3096
46000
SH
SOLE
46000
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MTS SYS CORP
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553777103
1088
21000
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SOLE
21000
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MACOM TECH SOLUTIONS HLDGS I
COM
55405Y100
845
15158
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SOLE
15158
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MACERICH CO
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554382101
5458
94000
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94000
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MACYS INC
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55616P104
442
19000
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19000
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CL A
55825T103
6695
34000
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SOLE
34000
0
0
MAGELLAN HEALTH INC
COM NEW
559079207
802
11000
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11000
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56035L104
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232
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232
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COM CL A
56117J100
1707
66000
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66000
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MANHATTAN ASSOCS INC
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562750109
1240
25800
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565849106
665
56100
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56585A102
7693
147000
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147000
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MARKETAXESS HLDGS INC
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57060D108
5229
26000
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26000
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57164Y107
2120
18000
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18000
0
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COM
571748102
11382
146000
SH
SOLE
146000
0
0
MARRIOTT INTL INC NEW
CL A
571903202
10713
106800
SH
SOLE
106800
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
668
3000
SH
SOLE
3000
0
0
MASCO CORP
COM
574599106
11145
291680
SH
SOLE
291680
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
43836
360939
SH
SOLE
360939
0
0
MATERION CORP
COM
576690101
699
18700
SH
SOLE
18700
0
0
MATTEL INC
COM
577081102
301
14000
SH
SOLE
14000
0
0
MATTHEWS INTL CORP
CL A
577128101
2021
33000
SH
SOLE
33000
0
0
MAXWELL TECHNOLOGIES INC
COM
577767106
18
3000
SH
SOLE
3000
0
0
MAXIMUS INC
COM
577933104
1942
31000
SH
SOLE
31000
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
683
7000
SH
SOLE
7000
0
0
MCDONALDS CORP
COM
580135101
27722
181000
SH
SOLE
181000
0
0
MCKESSON CORP
COM
58155Q103
7635
46400
SH
SOLE
46400
0
0
MEDICINES CO
COM
584688105
646
17000
SH
SOLE
17000
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
1877
24000
SH
SOLE
24000
0
0
MERCADOLIBRE INC
COM
58733R102
2509
10000
SH
SOLE
10000
0
0
MERCK & CO INC
COM
58933Y105
30827
481000
SH
SOLE
481000
0
0
MERCURY SYS INC
COM
589378108
2441
58000
SH
SOLE
58000
0
0
METLIFE INC
COM
59156R108
15493
282000
SH
SOLE
282000
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
6474
11000
SH
SOLE
11000
0
0
MICHAELS COS INC
COM
59408Q106
2908
157000
SH
SOLE
157000
0
0
MICROSOFT CORP
COM
594918104
136013
1973200
SH
SOLE
1973200
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
15976
207000
SH
SOLE
207000
0
0
MICRON TECHNOLOGY INC
COM
595112103
25880
866700
SH
SOLE
866700
0
0
MID AMER APT CMNTYS INC
COM
59522J103
12381
117486
SH
SOLE
117486
0
0
MOHAWK INDS INC
COM
608190104
1909
7900
SH
SOLE
7900
0
0
MOLSON COORS BREWING CO
CL B
60871R209
863
10000
SH
SOLE
10000
0
0
MONDELEZ INTL INC
CL A
609207105
16585
384000
SH
SOLE
384000
0
0
MONSANTO CO NEW
COM
61166W101
14085
119000
SH
SOLE
119000
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
1043
21000
SH
SOLE
21000
0
0
MOODYS CORP
COM
615369105
1217
10000
SH
SOLE
10000
0
0
MORGAN STANLEY
COM NEW
617446448
20498
460000
SH
SOLE
460000
0
0
MOSAIC CO NEW
COM
61945C103
365
16000
SH
SOLE
16000
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
5849
67428
SH
SOLE
67428
0
0
MUELLER WTR PRODS INC
COM SER A
624758108
1624
139000
SH
SOLE
139000
0
0
MURPHY OIL CORP
COM
626717102
795
31000
SH
SOLE
31000
0
0
NCR CORP NEW
COM
62886E108
2614
64000
SH
SOLE
64000
0
0
NIC INC
COM
62914B100
891
47000
SH
SOLE
47000
0
0
NRG ENERGY INC
COM NEW
629377508
344
20000
SH
SOLE
20000
0
0
NASDAQ INC
COM
631103108
500
7000
SH
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7000
0
0
NATIONAL HEALTH INVS INC
COM
63633D104
6463
81600
SH
SOLE
81600
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
758
23000
SH
SOLE
23000
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
5024
128500
SH
SOLE
128500
0
0
NAVIGANT CONSULTING INC
COM
63935N107
1818
92000
SH
SOLE
92000
0
0
NAVIENT CORPORATION
COM
63938C108
6234
374400
SH
SOLE
374400
0
0
NEKTAR THERAPEUTICS
COM
640268108
1662
85000
SH
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85000
0
0
NEOGEN CORP
COM
640491106
968
14000
SH
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14000
0
0
NETAPP INC
COM
64110D104
1962
49000
SH
SOLE
49000
0
0
NETFLIX INC
COM
64110L106
12535
83900
SH
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83900
0
0
NETEASE INC
SPONSORED ADR
64110W102
7516
25000
SH
SOLE
25000
0
0
NETSCOUT SYS INC
COM
64115T104
1686
49000
SH
SOLE
49000
0
0
NEVRO CORP
COM
64157F103
3349
45000
SH
SOLE
45000
0
0
NEW ORIENTAL ED & TECH GRP I
SPON ADR
647581107
5287
75000
SH
SOLE
75000
0
0
NEW YORK REIT INC
COM
64976L109
1884
218100
SH
SOLE
218100
0
0
NEWELL BRANDS INC
COM
651229106
8653
161368
SH
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161368
0
0
NEWFIELD EXPL CO
COM
651290108
7656
269000
SH
SOLE
269000
0
0
NEWMONT MINING CORP
COM
651639106
875
27000
SH
SOLE
27000
0
0
NEWS CORP NEW
CL A
65249B109
1510
110250
SH
SOLE
110250
0
0
NEXTERA ENERGY INC
COM
65339F101
5661
40400
SH
SOLE
40400
0
0
NIKE INC
CL B
654106103
8437
143000
SH
SOLE
143000
0
0
NISOURCE INC
COM
65473P105
583
23000
SH
SOLE
23000
0
0
NOBLE ENERGY INC
COM
655044105
538
19000
SH
SOLE
19000
0
0
NORDSON CORP
COM
655663102
5217
43000
SH
SOLE
43000
0
0
NORDSTROM INC
COM
655664100
478
10000
SH
SOLE
10000
0
0
NORFOLK SOUTHERN CORP
COM
655844108
14762
121300
SH
SOLE
121300
0
0
NORTHERN TR CORP
COM
665859104
2090
21500
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SOLE
21500
0
0
NORTHROP GRUMMAN CORP
COM
666807102
22924
89300
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SOLE
89300
0
0
NORTHWEST NAT GAS CO
COM
667655104
658
11000
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SOLE
11000
0
0
NOVAVAX INC
COM
670002104
128
111000
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SOLE
111000
0
0
NOW INC
COM
67011P100
7397
460000
SH
SOLE
460000
0
0
NUCOR CORP
COM
670346105
11227
194000
SH
SOLE
194000
0
0
NVIDIA CORP
COM
67066G104
7083
49000
SH
SOLE
49000
0
0
NXSTAGE MEDICAL INC
COM
67072V103
1078
43000
SH
SOLE
43000
0
0
OGE ENERGY CORP
COM
670837103
2922
84000
SH
SOLE
84000
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
3850
17600
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SOLE
17600
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
7807
130400
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SOLE
130400
0
0
OCLARO INC
COM NEW
67555N206
1196
128000
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128000
0
0
OFFICE DEPOT INC
COM
676220106
5144
912000
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912000
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0
OLD DOMINION FGHT LINES INC
COM
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3524
37000
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37000
0
0
OLD REP INTL CORP
COM
680223104
4902
251000
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251000
0
0
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COM
681116109
5027
118000
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118000
0
0
OMNICOM GROUP INC
COM
681919106
7287
87900
SH
SOLE
87900
0
0
ONE GAS INC
COM
68235P108
8370
119900
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119900
0
0
ONEOK INC NEW
COM
682680103
678
13000
SH
SOLE
13000
0
0
ORACLE CORP
COM
68389X105
54806
1093050
SH
SOLE
1093050
0
0
ORBITAL ATK INC
COM
68557N103
4426
45000
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45000
0
0
OVASCIENCE INC
COM
69014Q101
140
90000
SH
SOLE
90000
0
0
OWENS ILL INC
COM NEW
690768403
13658
571000
SH
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571000
0
0
PG&E CORP
COM
69331C108
1925
29000
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SOLE
29000
0
0
PNC FINL SVCS GROUP INC
COM
693475105
20604
165000
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SOLE
165000
0
0
PNM RES INC
COM
69349H107
3863
101000
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SOLE
101000
0
0
PPG INDS INC
COM
693506107
11942
108600
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108600
0
0
PPL CORP
COM
69351T106
1314
34000
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SOLE
34000
0
0
PRA HEALTH SCIENCES INC
COM
69354M108
2250
30000
SH
SOLE
30000
0
0
PVH CORP
COM
693656100
2118
18500
SH
SOLE
18500
0
0
PTC INC
COM
69370C100
2811
51000
SH
SOLE
51000
0
0
PACCAR INC
COM
693718108
1915
29000
SH
SOLE
29000
0
0
PACIFIC PREMIER BANCORP
COM
69478X105
2288
62000
SH
SOLE
62000
0
0
PACWEST BANCORP DEL
COM
695263103
4970
106427
SH
SOLE
106427
0
0
PARAMOUNT GROUP INC
COM
69924R108
2066
129100
SH
SOLE
129100
0
0
PARKER HANNIFIN CORP
COM
701094104
8454
52900
SH
SOLE
52900
0
0
PARKWAY INC
COM
70156Q107
2289
100000
SH
SOLE
100000
0
0
PARSLEY ENERGY INC
CL A
701877102
9241
333000
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SOLE
333000
0
0
PATTERSON COMPANIES INC
COM
703395103
188
4000
SH
SOLE
4000
0
0
PATTERSON UTI ENERGY INC
COM
703481101
3412
169000
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SOLE
169000
0
0
PAYCHEX INC
COM
704326107
1025
18000
SH
SOLE
18000
0
0
PAYCOM SOFTWARE INC
COM
70432V102
1163
17000
SH
SOLE
17000
0
0
PAYPAL HLDGS INC
COM
70450Y103
19643
366000
SH
SOLE
366000
0
0
PENN NATL GAMING INC
COM
707569109
2204
103000
SH
SOLE
103000
0
0
PENNSYLVANIA RL ESTATE INVT
SH BEN INT
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1132
100000
SH
SOLE
100000
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
406
23000
SH
SOLE
23000
0
0
PEPSICO INC
COM
713448108
50631
438400
SH
SOLE
438400
0
0
PERFICIENT INC
COM
71375U101
1118
60000
SH
SOLE
60000
0
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
1151
42000
SH
SOLE
42000
0
0
PERKINELMER INC
COM
714046109
545
8000
SH
SOLE
8000
0
0
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
5297
710000
PRN
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710000
0
0
PFIZER INC
COM
717081103
40609
1208970
SH
SOLE
1208970
0
0
PHILIP MORRIS INTL INC
COM
718172109
37901
322700
SH
SOLE
322700
0
0
PHILLIPS 66
COM
718546104
7963
96300
SH
SOLE
96300
0
0
PHYSICIANS RLTY TR
COM
71943U104
1772
88002
SH
SOLE
88002
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
2867
136000
SH
SOLE
136000
0
0
PINNACLE WEST CAP CORP
COM
723484101
511
6000
SH
SOLE
6000
0
0
PINNACLE FOODS INC DEL
COM
72348P104
2257
38000
SH
SOLE
38000
0
0
PIONEER NAT RES CO
COM
723787107
12479
78200
SH
SOLE
78200
0
0
PITNEY BOWES INC
COM
724479100
5059
335000
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SOLE
335000
0
0
PLEXUS CORP
COM
729132100
2734
52000
SH
SOLE
52000
0
0
PLY GEM HLDGS INC
COM
72941W100
1598
89000
SH
SOLE
89000
0
0
POOL CORPORATION
COM
73278L105
4585
39000
SH
SOLE
39000
0
0
POST HLDGS INC
COM
737446104
6212
80000
SH
SOLE
80000
0
0
POTLATCH CORP NEW
COM
737630103
3747
82000
SH
SOLE
82000
0
0
POWER INTEGRATIONS INC
COM
739276103
2260
31000
SH
SOLE
31000
0
0
PRAXAIR INC
COM
74005P104
5302
40000
SH
SOLE
40000
0
0
PRECISION DRILLING CORP
COM 2010
74022D308
2513
737000
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SOLE
737000
0
0
PRICE T ROWE GROUP INC
COM
74144T108
1113
15000
SH
SOLE
15000
0
0
PRICELINE GRP INC
COM NEW
741503403
37728
20170
SH
SOLE
20170
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
6023
94000
SH
SOLE
94000
0
0
PROASSURANCE CORP
COM
74267C106
1885
31000
SH
SOLE
31000
0
0
PROCTER AND GAMBLE CO
COM
742718109
39180
449575
SH
SOLE
449575
0
0
PROGENICS PHARMACEUTICALS IN
COM
743187106
557
82000
SH
SOLE
82000
0
0
PROGRESSIVE CORP OHIO
COM
743315103
1764
40000
SH
SOLE
40000
0
0
PROLOGIS INC
COM
74340W103
24728
421700
SH
SOLE
421700
0
0
PROOFPOINT INC
COM
743424103
3126
36000
SH
SOLE
36000
0
0
PRUDENTIAL FINL INC
COM
744320102
2704
25000
SH
SOLE
25000
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
1290
30000
SH
SOLE
30000
0
0
PUBLIC STORAGE
COM
74460D109
6588
31594
SH
SOLE
31594
0
0
PULTE GROUP INC
COM
745867101
196
8000
SH
SOLE
8000
0
0
QTS RLTY TR INC
COM CL A
74736A103
5270
100700
SH
SOLE
100700
0
0
QORVO INC
COM
74736K101
1583
25000
SH
SOLE
25000
0
0
QUALCOMM INC
COM
747525103
26655
482700
SH
SOLE
482700
0
0
QUANTA SVCS INC
COM
74762E102
889
27000
SH
SOLE
27000
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
889
8000
SH
SOLE
8000
0
0
RLI CORP
COM
749607107
1857
34000
SH
SOLE
34000
0
0
RPC INC
COM
749660106
4204
208000
SH
SOLE
208000
0
0
RALPH LAUREN CORP
CL A
751212101
221
3000
SH
SOLE
3000
0
0
RAMCO-GERSHENSON PPTYS TR
COM SH BEN INT
751452202
1290
100000
SH
SOLE
100000
0
0
RANGE RES CORP
COM
75281A109
255
11000
SH
SOLE
11000
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
3690
46000
SH
SOLE
46000
0
0
RAYONIER INC
COM
754907103
3798
132000
SH
SOLE
132000
0
0
RAYTHEON CO
COM NEW
755111507
20782
128700
SH
SOLE
128700
0
0
REALTY INCOME CORP
COM
756109104
8663
157000
SH
SOLE
157000
0
0
RED HAT INC
COM
756577102
1149
12000
SH
SOLE
12000
0
0
REGENCY CTRS CORP
COM
758849103
5109
81560
SH
SOLE
81560
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
6385
13000
SH
SOLE
13000
0
0
REGIONS FINL CORP NEW
COM
7591EP100
9018
616000
SH
SOLE
616000
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
5136
40000
SH
SOLE
40000
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
6844
94000
SH
SOLE
94000
0
0
REPUBLIC SVCS INC
COM
760759100
11580
181700
SH
SOLE
181700
0
0
RESMED INC
COM
761152107
3037
39000
SH
SOLE
39000
0
0
RETAIL OPPORTUNITY INVTS COR
COM
76131N101
2514
131000
SH
SOLE
131000
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
290
3000
SH
SOLE
3000
0
0
REYNOLDS AMERICAN INC
COM
761713106
4174
64180
SH
SOLE
64180
0
0
RICE ENERGY INC
COM
762760106
2823
106000
SH
SOLE
106000
0
0
RING ENERGY INC
COM
76680V108
923
71000
SH
SOLE
71000
0
0
ROBERT HALF INTL INC
COM
770323103
863
18000
SH
SOLE
18000
0
0
ROCKWELL AUTOMATION INC
COM
773903109
10301
63600
SH
SOLE
63600
0
0
ROCKWELL COLLINS INC
COM
774341101
5884
56000
SH
SOLE
56000
0
0
ROPER TECHNOLOGIES INC
COM
776696106
1389
6000
SH
SOLE
6000
0
0
ROSS STORES INC
COM
778296103
2892
50100
SH
SOLE
50100
0
0
RYMAN HOSPITALITY PPTYS INC
COM
78377T107
3713
58000
SH
SOLE
58000
0
0
S & T BANCORP INC
COM
783859101
2331
65000
SH
SOLE
65000
0
0
S&P GLOBAL INC
COM
78409V104
10701
73300
SH
SOLE
73300
0
0
SL GREEN RLTY CORP
COM
78440X101
741
7000
SH
SOLE
7000
0
0
SLM CORP
COM
78442P106
9291
807900
SH
SOLE
807900
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
919
3800
SH
SOLE
3800
0
0
SPDR SERIES TRUST
S&P REGL BKG
78464A698
6841
124500
SH
SOLE
124500
0
0
SPX FLOW INC
COM
78469X107
5827
158000
SH
SOLE
158000
0
0
SVB FINL GROUP
COM
78486Q101
8965
51000
SH
SOLE
51000
0
0
SALESFORCE COM INC
COM
79466L302
22022
254300
SH
SOLE
254300
0
0
SANOFI
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80105N105
4000
83500
SH
SOLE
83500
0
0
SAUL CTRS INC
COM
804395101
2551
44000
SH
SOLE
44000
0
0
SCANA CORP NEW
COM
80589M102
603
9000
SH
SOLE
9000
0
0
SCHEIN HENRY INC
COM
806407102
915
5000
SH
SOLE
5000
0
0
SCHLUMBERGER LTD
COM
806857108
15294
232292
SH
SOLE
232292
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
19465
453100
SH
SOLE
453100
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
6734
97000
SH
SOLE
97000
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
956
14000
SH
SOLE
14000
0
0
SEACOAST BKG CORP FLA
COM NEW
811707801
1277
53000
SH
SOLE
53000
0
0
SEALED AIR CORP NEW
COM
81211K100
761
17000
SH
SOLE
17000
0
0
SELECT SECTOR SPDR TR
SBI INT-UTILS
81369Y886
64534
1242000
SH
SOLE
1242000
0
0
SELECT INCOME REIT
COM SH BEN INT
81618T100
898
37374
SH
SOLE
37374
0
0
SELECTIVE INS GROUP INC
COM
816300107
450
9000
SH
SOLE
9000
0
0
SEMTECH CORP
COM
816850101
3539
99000
SH
SOLE
99000
0
0
SEMPRA ENERGY
COM
816851109
1466
13000
SH
SOLE
13000
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
2416
30000
SH
SOLE
30000
0
0
SERVICE CORP INTL
COM
817565104
4382
131000
SH
SOLE
131000
0
0
SHENANDOAH TELECOMMUNICATION
COM
82312B106
1351
44000
SH
SOLE
44000
0
0
SHERWIN WILLIAMS CO
COM
824348106
8423
24000
SH
SOLE
24000
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
3287
22900
SH
SOLE
22900
0
0
SILICON MOTION TECHNOLOGY CO
SPONSORED ADR
82706C108
4341
90000
SH
SOLE
90000
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
41844
258679
SH
SOLE
258679
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
894
15000
SH
SOLE
15000
0
0
SKYWEST INC
COM
830879102
3405
97000
SH
SOLE
97000
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1247
13000
SH
SOLE
13000
0
0
SMITH & NEPHEW PLC
SPDN ADR NEW
83175M205
7772
223000
SH
SOLE
223000
0
0
SMITH A O
COM
831865209
6872
122000
SH
SOLE
122000
0
0
SMUCKER J M CO
COM NEW
832696405
828
7000
SH
SOLE
7000
0
0
SNAP ON INC
COM
833034101
1264
8000
SH
SOLE
8000
0
0
SOUTH JERSEY INDS INC
COM
838518108
1196
35000
SH
SOLE
35000
0
0
SOUTHERN CO
COM
842587107
2490
52000
SH
SOLE
52000
0
0
SOUTHWEST AIRLS CO
COM
844741108
4387
70600
SH
SOLE
70600
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
340
56000
SH
SOLE
56000
0
0
SPECTRANETICS CORP
COM
84760C107
1574
41000
SH
SOLE
41000
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
2607
45000
SH
SOLE
45000
0
0
SPIRE INC
COM
84857L101
1479
21200
SH
SOLE
21200
0
0
SPROUTS FMRS MKT INC
COM
85208M102
2947
130000
SH
SOLE
130000
0
0
STAMPS COM INC
COM NEW
852857200
3252
21000
SH
SOLE
21000
0
0
STANLEY BLACK & DECKER INC
COM
854502101
5840
41500
SH
SOLE
41500
0
0
STAPLES INC
COM
855030102
463
46000
SH
SOLE
46000
0
0
STARBUCKS CORP
COM
855244109
14764
253200
SH
SOLE
253200
0
0
STARWOOD PPTY TR INC
COM
85571B105
3918
175000
SH
SOLE
175000
0
0
STATE STR CORP
COM
857477103
10050
112000
SH
SOLE
112000
0
0
STEEL DYNAMICS INC
COM
858119100
3674
102600
SH
SOLE
102600
0
0
STEPAN CO
COM
858586100
1551
17800
SH
SOLE
17800
0
0
STERICYCLE INC
COM
858912108
382
5000
SH
SOLE
5000
0
0
STERLING BANCORP DEL
COM
85917A100
2651
114000
SH
SOLE
114000
0
0
STIFEL FINL CORP
COM
860630102
1931
42000
SH
SOLE
42000
0
0
STONE ENERGY CORP
COM PAR
861642403
328
17859
SH
SOLE
17859
0
0
STRYKER CORP
COM
863667101
2220
16000
SH
SOLE
16000
0
0
SUMMIT HOTEL PPTYS
COM
866082100
2667
143000
SH
SOLE
143000
0
0
SUN CMNTYS INC
COM
866674104
3858
44000
SH
SOLE
44000
0
0
SUNTRUST BKS INC
COM
867914103
13896
245000
SH
SOLE
245000
0
0
SUPER MICRO COMPUTER INC
COM
86800U104
666
27000
SH
SOLE
27000
0
0
SUPERNUS PHARMACEUTICALS INC
COM
868459108
1509
35000
SH
SOLE
35000
0
0
SYKES ENTERPRISES INC
COM
871237103
1878
56000
SH
SOLE
56000
0
0
SYMANTEC CORP
COM
871503108
1102
39000
SH
SOLE
39000
0
0
SYNAPTICS INC
COM
87157D109
1758
34000
SH
SOLE
34000
0
0
SYNOPSYS INC
COM
871607107
8241
113000
SH
SOLE
113000
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
4724
106785
SH
SOLE
106785
0
0
SYNNEX CORP
COM
87162W100
4079
34000
SH
SOLE
34000
0
0
SYNCHRONY FINL
COM
87165B103
15701
526541
SH
SOLE
526541
0
0
SYSCO CORP
COM
871829107
8355
166000
SH
SOLE
166000
0
0
TJX COS INC NEW
COM
872540109
8199
113600
SH
SOLE
113600
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR
874039100
25249
722232
SH
SOLE
722232
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
7338
100000
SH
SOLE
100000
0
0
TAL ED GROUP
ADS REPSTG COM
874080104
4770
39000
SH
SOLE
39000
0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
1039
40000
SH
SOLE
40000
0
0
TARGET CORP
COM
87612E106
1778
34000
SH
SOLE
34000
0
0
TAUBMAN CTRS INC
COM
876664103
3915
65750
SH
SOLE
65750
0
0
TEGNA INC
COM
87901J105
3703
257000
SH
SOLE
257000
0
0
TELEFLEX INC
COM
879369106
2701
13000
SH
SOLE
13000
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
3247
117000
SH
SOLE
117000
0
0
TELETECH HOLDINGS INC
COM
879939106
3101
76000
SH
SOLE
76000
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
1567
81000
SH
SOLE
81000
0
0
TERADATA CORP DEL
COM
88076W103
295
10000
SH
SOLE
10000
0
0
TERADYNE INC
COM
880770102
3904
130000
SH
SOLE
130000
0
0
TESORO CORP
COM
881609101
10202
109000
SH
SOLE
109000
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADR
881624209
14342
431719
SH
SOLE
431719
0
0
TETRA TECH INC NEW
COM
88162G103
3774
82500
SH
SOLE
82500
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
2864
37000
SH
SOLE
37000
0
0
TEXAS INSTRS INC
COM
882508104
22095
287209
SH
SOLE
287209
0
0
TEXAS ROADHOUSE INC
COM
882681109
2344
46000
SH
SOLE
46000
0
0
TEXTRON INC
COM
883203101
5652
120000
SH
SOLE
120000
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
7572
43400
SH
SOLE
43400
0
0
THOR INDS INC
COM
885160101
1516
14500
SH
SOLE
14500
0
0
3M CO
COM
88579Y101
27981
134400
SH
SOLE
134400
0
0
TIFFANY & CO NEW
COM
886547108
4130
44000
SH
SOLE
44000
0
0
TILE SHOP HLDGS INC
COM
88677Q109
599
29000
SH
SOLE
29000
0
0
TIME WARNER INC
COM NEW
887317303
15292
152300
SH
SOLE
152300
0
0
TIMKEN CO
COM
887389104
2683
58000
SH
SOLE
58000
0
0
TIMKENSTEEL CORP
COM
887399103
1491
97000
SH
SOLE
97000
0
0
TIVO CORP
COM
88870P106
1641
88000
SH
SOLE
88000
0
0
TORCHMARK CORP
COM
891027104
612
8000
SH
SOLE
8000
0
0
TORO CO
COM
891092108
8176
118000
SH
SOLE
118000
0
0
TOTAL SYS SVCS INC
COM
891906109
6850
117600
SH
SOLE
117600
0
0
TRACTOR SUPPLY CO
COM
892356106
379
7000
SH
SOLE
7000
0
0
TRANSDIGM GROUP INC
COM
893641100
807
3000
SH
SOLE
3000
0
0
TRAVELERS COMPANIES INC
COM
89417E109
2024
16000
SH
SOLE
16000
0
0
TREEHOUSE FOODS INC
COM
89469A104
3839
47000
SH
SOLE
47000
0
0
TRIMBLE INC
COM
896239100
4209
118000
SH
SOLE
118000
0
0
TRIPADVISOR INC
COM
896945201
267
7000
SH
SOLE
7000
0
0
TUTOR PERINI CORP
COM
901109108
1639
57000
SH
SOLE
57000
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
5064
178700
SH
SOLE
178700
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
2581
92600
SH
SOLE
92600
0
0
TYLER TECHNOLOGIES INC
COM
902252105
7554
43000
SH
SOLE
43000
0
0
TYSON FOODS INC
CL A
902494103
11417
182300
SH
SOLE
182300
0
0
UDR INC
COM
902653104
1579
40513
SH
SOLE
40513
0
0
UGI CORP NEW
COM
902681105
1791
37000
SH
SOLE
37000
0
0
US BANCORP DEL
COM NEW
902973304
15862
305500
SH
SOLE
305500
0
0
U S CONCRETE INC
COM NEW
90333L201
1511
19250
SH
SOLE
19250
0
0
U S PHYSICAL THERAPY INC
COM
90337L108
423
7000
SH
SOLE
7000
0
0
U S SILICA HLDGS INC
COM
90346E103
4152
117000
SH
SOLE
117000
0
0
ULTA BEAUTY INC
COM
90384S303
5459
19000
SH
SOLE
19000
0
0
ULTIMATE SOFTWARE GROUP INC
COM
90385D107
2731
13000
SH
SOLE
13000
0
0
ULTRA CLEAN HLDGS INC
COM
90385V107
1388
74000
SH
SOLE
74000
0
0
UNDER ARMOUR INC
CL A
904311107
196
9000
SH
SOLE
9000
0
0
UNDER ARMOUR INC
CL C
904311206
183
9063
SH
SOLE
9063
0
0
UNION PAC CORP
COM
907818108
23045
211600
SH
SOLE
211600
0
0
UNITED CMNTY BKS BLAIRSVLE G
COM
90984P303
2085
75000
SH
SOLE
75000
0
0
UNITED CONTL HLDGS INC
COM
910047109
3477
46200
SH
SOLE
46200
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
9400
85000
SH
SOLE
85000
0
0
UNITED RENTALS INC
COM
911363109
1353
12000
SH
SOLE
12000
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
13737
112500
SH
SOLE
112500
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
60503
326300
SH
SOLE
326300
0
0
UNIVERSAL FST PRODS INC
COM
913543104
2183
25000
SH
SOLE
25000
0
0
UNIVERSAL INS HLDGS INC
COM
91359V107
655
26000
SH
SOLE
26000
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
8301
68000
SH
SOLE
68000
0
0
UNUM GROUP
COM
91529Y106
746
16000
SH
SOLE
16000
0
0
URBAN OUTFITTERS INC
COM
917047102
148
8000
SH
SOLE
8000
0
0
URBAN EDGE PPTYS
COM
91704F104
3050
128523
SH
SOLE
128523
0
0
V F CORP
COM
918204108
1037
18000
SH
SOLE
18000
0
0
VAIL RESORTS INC
COM
91879Q109
3651
18000
SH
SOLE
18000
0
0
VALE S A
ADR
91912E105
17237
1969933
SH
SOLE
1969933
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
12480
185000
SH
SOLE
185000
0
0
VALMONT INDS INC
COM
920253101
2993
20008
SH
SOLE
20008
0
0
VALVOLINE INC
COM
92047W101
10740
452776
SH
SOLE
452776
0
0
VANECK VECTORS ETF TR
GOLD MINERS ETF
92189F106
1921
87000
SH
SOLE
87000
0
0
VANTIV INC
CL A
92210H105
4434
70000
SH
SOLE
70000
0
0
VAREX IMAGING CORP
COM
92214X106
7402
219000
SH
SOLE
219000
0
0
VARIAN MED SYS INC
COM
92220P105
5985
58000
SH
SOLE
58000
0
0
VARONIS SYS INC
COM
922280102
1190
32000
SH
SOLE
32000
0
0
VEECO INSTRS INC DEL
COM
922417100
477
17120
SH
SOLE
17120
0
0
VENTAS INC
COM
92276F100
17509
252000
SH
SOLE
252000
0
0
VANGUARD INDEX FDS
S&P 500 ETF SHS
922908363
9882
44500
SH
SOLE
44500
0
0
VEREIT INC
COM
92339V100
5788
711000
SH
SOLE
711000
0
0
VERISIGN INC
COM
92343E102
1580
17000
SH
SOLE
17000
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
18807
421117
SH
SOLE
421117
0
0
VERISK ANALYTICS INC
COM
92345Y106
844
10000
SH
SOLE
10000
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
15851
123000
SH
SOLE
123000
0
0
VERSUM MATLS INC
COM
92532W103
9393
289000
SH
SOLE
289000
0
0
VIACOM INC NEW
CL B
92553P201
739
22000
SH
SOLE
22000
0
0
VIAVI SOLUTIONS INC
COM
925550105
8298
788000
SH
SOLE
788000
0
0
VISA INC
COM CL A
92826C839
40264
429340
SH
SOLE
429340
0
0
VORNADO RLTY TR
SH BEN INT
929042109
8611
91700
SH
SOLE
91700
0
0
VOYA FINL INC
COM
929089100
8448
229000
SH
SOLE
229000
0
0
VULCAN MATLS CO
COM
929160109
8171
64500
SH
SOLE
64500
0
0
WD-40 CO
COM
929236107
441
4000
SH
SOLE
4000
0
0
W P CAREY INC
COM
92936U109
1056
16000
SH
SOLE
16000
0
0
WEC ENERGY GROUP INC
COM
92939U106
1021
16640
SH
SOLE
16640
0
0
WABTEC CORP
COM
929740108
5856
64000
SH
SOLE
64000
0
0
WAGEWORKS INC
COM
930427109
2755
41000
SH
SOLE
41000
0
0
WAL-MART STORES INC
COM
931142103
15416
203700
SH
SOLE
203700
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
18168
232000
SH
SOLE
232000
0
0
WASHINGTON PRIME GROUP NEW
COM
93964W108
1616
193036
SH
SOLE
193036
0
0
WASHINGTON REAL ESTATE INVT
SH BEN INT
939653101
2297
72000
SH
SOLE
72000
0
0
WASTE MGMT INC DEL
COM
94106L109
2274
31000
SH
SOLE
31000
0
0
WATERS CORP
COM
941848103
2574
14000
SH
SOLE
14000
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
3100
103000
SH
SOLE
103000
0
0
WELBILT INC
COM
949090104
7936
421000
SH
SOLE
421000
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
1975
11000
SH
SOLE
11000
0
0
WELLS FARGO CO NEW
COM
949746101
52257
943100
SH
SOLE
943100
0
0
WELLTOWER INC
COM
95040Q104
17590
235000
SH
SOLE
235000
0
0
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95058W100
1768
114000
SH
SOLE
114000
0
0
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95082P105
1604
28000
SH
SOLE
28000
0
0
WEST PHARMACEUTICAL SVSC INC
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955306105
4159
44000
SH
SOLE
44000
0
0
WESTERN ALLIANCE BANCORP
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957638109
7183
146000
SH
SOLE
146000
0
0
WESTERN DIGITAL CORP
COM
958102105
7962
89864
SH
SOLE
89864
0
0
WESTERN UN CO
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959802109
629
33000
SH
SOLE
33000
0
0
WESTROCK CO
COM
96145D105
3294
58140
SH
SOLE
58140
0
0
WEX INC
COM
96208T104
4588
44000
SH
SOLE
44000
0
0
WEYERHAEUSER CO
COM
962166104
1467
43800
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SOLE
43800
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0
WHIRLPOOL CORP
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963320106
9581
50000
SH
SOLE
50000
0
0
WHOLE FOODS MKT INC
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966837106
758
18000
SH
SOLE
18000
0
0
WILLIAMS COS INC DEL
COM
969457100
1811
59800
SH
SOLE
59800
0
0
WISDOMTREE TR
JPN SCAP HDG EQT
97717W521
4729
119000
SH
SOLE
119000
0
0
WISDOMTREE TR
JAPN HEDGE EQT
97717W851
92456
1778000
SH
SOLE
1778000
0
0
WOODWARD INC
COM
980745103
1622
24000
SH
SOLE
24000
0
0
WPX ENERGY INC
COM
98212B103
7767
804000
SH
SOLE
804000
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
803
8000
SH
SOLE
8000
0
0
WYNN RESORTS LTD
COM
983134107
630
4700
SH
SOLE
4700
0
0
XPO LOGISTICS INC
COM
983793100
13773
213100
SH
SOLE
213100
0
0
XCEL ENERGY INC
COM
98389B100
1285
28000
SH
SOLE
28000
0
0
XILINX INC
COM
983919101
965
15000
SH
SOLE
15000
0
0
XEROX CORP
COM NEW
984121608
413
14360
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SOLE
14360
0
0
XYLEM INC
COM
98419M100
8093
146000
SH
SOLE
146000
0
0
XPERI CORP
COM
98421B100
4679
157000
SH
SOLE
157000
0
0
YUM BRANDS INC
COM
988498101
6491
88000
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SOLE
88000
0
0
YUM CHINA HLDGS INC
COM
98850P109
16482
418000
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SOLE
418000
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
4622
36000
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36000
0
0
ZIONS BANCORPORATION
COM
989701107
8343
190000
SH
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190000
0
0
ZOETIS INC
CL A
98978V103
11291
181000
SH
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181000
0
0
ZUMIEZ INC
COM
989817101
605
49000
SH
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49000
0
0
ALLEGION PUB LTD CO
ORD SHS
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7652
94333
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94333
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0
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SHS
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4502
18518
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18518
0
0
AMBARELLA INC
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874
18000
SH
SOLE
18000
0
0
AON PLC
SHS CL A
G0408V102
13108
98590
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0
0
ARRIS INTL INC
SHS
G0551A103
3643
130000
SH
SOLE
130000
0
0
ATHENE HLDG LTD
CL A
G0684D107
8285
167000
SH
SOLE
167000
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
31601
255510
SH
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255510
0
0
BUNGE LIMITED
COM
G16962105
2163
29000
SH
SOLE
29000
0
0
DELPHI AUTOMOTIVE PLC
SHS
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8502
97000
SH
SOLE
97000
0
0
EATON CORP PLC
SHS
G29183103
2052
26369
SH
SOLE
26369
0
0
FABRINET
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G3323L100
1877
44000
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SOLE
44000
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
3717
39500
SH
SOLE
39500
0
0
ICON PLC
SHS
G4705A100
3129
32000
SH
SOLE
32000
0
0
IHS MARKIT LTD
SHS
G47567105
3153
71600
SH
SOLE
71600
0
0
INGERSOLL-RAND PLC
SHS
G47791101
13480
147500
SH
SOLE
147500
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
1672
432000
SH
SOLE
432000
0
0
INVESCO LTD
SHS
G491BT108
739
21000
SH
SOLE
21000
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
13165
303610
SH
SOLE
303610
0
0
LIBERTY GLOBAL PLC
SHS CL A
G5480U104
23865
743000
SH
SOLE
743000
0
0
LIBERTY GLOBAL PLC
LILAC SHS CL A
G5480U138
2018
92703
SH
SOLE
92703
0
0
LIVANOVA PLC
SHS
G5509L101
6065
99080
SH
SOLE
99080
0
0
MAIDEN HOLDINGS LTD
SHS
G5753U112
466
42000
SH
SOLE
42000
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
5825
130000
SH
SOLE
130000
0
0
MEDTRONIC PLC
SHS
G5960L103
40709
458690
SH
SOLE
458690
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
1501
41400
SH
SOLE
41400
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
6557
169600
SH
SOLE
169600
0
0
NOMAD FOODS LTD
USD ORD SHS
G6564A105
5009
355000
SH
SOLE
355000
0
0
PROTHENA CORP PLC
SHS
G72800108
4925
91000
SH
SOLE
91000
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
3754
27000
SH
SOLE
27000
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
698
18000
SH
SOLE
18000
0
0
PENTAIR PLC
SHS
G7S00T104
665
10000
SH
SOLE
10000
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
316
5000
SH
SOLE
5000
0
0
STERIS PLC
SHS USD
G84720104
4564
56000
SH
SOLE
56000
0
0
TECHNIPFMC PLC
COM
G87110105
6694
246116
SH
SOLE
246116
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
2131
41000
SH
SOLE
41000
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
1018
7000
SH
SOLE
7000
0
0
PERRIGO CO PLC
SHS
G97822103
4149
54935
SH
SOLE
54935
0
0
XL GROUP LTD
COM
G98294104
4525
103300
SH
SOLE
103300
0
0
CHUBB LIMITED
COM
H1467J104
16312
112200
SH
SOLE
112200
0
0
GARMIN LTD
SHS
H2906T109
306
6000
SH
SOLE
6000
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
4902
62300
SH
SOLE
62300
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
477
58000
SH
SOLE
58000
0
0
MELLANOX TECHNOLOGIES LTD
SHS
M51363113
2944
68000
SH
SOLE
68000
0
0
ORBOTECH LTD
ORD
M75253100
1076
33000
SH
SOLE
33000
0
0
TOWER SEMICONDUCTOR LTD
SHS NEW
M87915274
1097
46000
SH
SOLE
46000
0
0
CONSTELLIUM NV
CL A
N22035104
1415
205000
SH
SOLE
205000
0
0
CORE LABORATORIES N V
COM
N22717107
810
8000
SH
SOLE
8000
0
0
FERRARI N V
COM
N3167Y103
8344
97000
SH
SOLE
97000
0
0
INTERXION HOLDING N.V
SHS
N47279109
7599
166000
SH
SOLE
166000
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
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12988
153900
SH
SOLE
153900
0
0
MYLAN N V
SHS EURO
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5784
149000
SH
SOLE
149000
0
0
YANDEX N V
SHS CLASS A
N97284108
3228
123000
SH
SOLE
123000
0
0
COPA HOLDINGS SA
CL A
P31076105
2574
22000
SH
SOLE
22000
0
0
MAKEMYTRIP LIMITED MAURITIUS
SHS
V5633W109
2449
73000
SH
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73000
0
0
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COM
V7780T103
8662
79300
SH
SOLE
79300
0
0
BROADCOM LTD
SHS
Y09827109
21424
91928
SH
SOLE
91928
0
0