0000762152-19-000002.txt : 20190201 0000762152-19-000002.hdr.sgml : 20190201 20190201115021 ACCESSION NUMBER: 0000762152-19-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20181231 FILED AS OF DATE: 20190201 DATE AS OF CHANGE: 20190201 EFFECTIVENESS DATE: 20190201 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE TREASURER STATE OF MICHIGAN CENTRAL INDEX KEY: 0000762152 IRS NUMBER: 386000134 STATE OF INCORPORATION: MI FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-01462 FILM NUMBER: 19558514 BUSINESS ADDRESS: STREET 1: MICHIGAN DEPT OF TREASURY STREET 2: BUREAU OF INVESMENTS PO BOX 15128 CITY: LANSING STATE: MI ZIP: 48901 BUSINESS PHONE: 517-373-3140 MAIL ADDRESS: STREET 1: MICHIGAN DEPT OF TREASURY STREET 2: BUREAU OF INVESTMENTS PO BOX 15128 CITY: LANSING STATE: MI ZIP: 48901 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000762152 XXXXXXXX 12-31-2018 12-31-2018 STATE TREASURER STATE OF MICHIGAN

MICHIGAN DEPT OF TREASURY BUREAU OF INVESTMENTS PO BOX 15128 LANSING MI 48901

13F HOLDINGS REPORT 028-01462 N Karen Stout 517-335-1012 Karen Stout East Lansing MI 02-01-2019 0 944 11146633 false INFORMATION TABLE 2 InformationTable_12-31-2018.xml AFLAC INC COM 001055102 9932 217990 SH SOLE 217990 0 0 AGCO CORP COM 001084102 1303 23400 SH SOLE 23400 0 0 AGNC INVT CORP COM 00123Q104 417730 23815845 SH SOLE 23815845 0 0 AES CORP COM 00130H105 2742 189605 SH SOLE 189605 0 0 AMC NETWORKS INC CL A 00164V103 881 16050 SH SOLE 16050 0 0 ASGN INC COM 00191U102 1019 18700 SH SOLE 18700 0 0 ATT INC COM 00206R102 61302 2147932 SH SOLE 2147932 0 0 AARONS INC COM PAR 050 002535300 1030 24500 SH SOLE 24500 0 0 ABBOTT LABS COM 002824100 36371 502843 SH SOLE 502843 0 0 ABBVIE INC COM 00287Y109 73144 793403 SH SOLE 793403 0 0 ABIOMED INC COM 003654100 10694 32900 SH SOLE 32900 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 810 31500 SH SOLE 31500 0 0 ACI WORLDWIDE INC COM 004498101 1144 41350 SH SOLE 41350 0 0 ACTIVISION BLIZZARD INC COM 00507V109 10173 218444 SH SOLE 218444 0 0 ACUITY BRANDS INC COM 00508Y102 1644 14300 SH SOLE 14300 0 0 ADOBE INC COM 00724F101 51590 228033 SH SOLE 228033 0 0 ADTALEM GLOBAL ED INC COM 00737L103 989 20900 SH SOLE 20900 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 3286 20868 SH SOLE 20868 0 0 AECOM COM 00766T100 1476 55700 SH SOLE 55700 0 0 AEROHIVE NETWORKS INC COM 007786106 533 163573 SH SOLE 163573 0 0 ADVANCED MICRO DEVICES COM 007903107 30492 1651800 SH SOLE 1651800 0 0 AFFILIATED MANAGERS GROUP COM 008252108 1467 15056 SH SOLE 15056 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 6157 91269 SH SOLE 91269 0 0 AIR PRODS CHEMS INC COM 009158106 10067 62902 SH SOLE 62902 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 2848 46623 SH SOLE 46623 0 0 ALASKA AIR GROUP INC COM 011659109 2148 35296 SH SOLE 35296 0 0 ALBEMARLE CORP COM 012653101 2346 30440 SH SOLE 30440 0 0 ALEXANDER BALDWIN INC NEW COM 014491104 444 24139 SH SOLE 24139 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3549 30800 SH SOLE 30800 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 23355 239878 SH SOLE 239878 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13715 100061 SH SOLE 100061 0 0 ALIGN TECHNOLOGY INC COM 016255101 4356 20800 SH SOLE 20800 0 0 ALLEGHANY CORP DEL COM 017175100 3304 5300 SH SOLE 5300 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 975 44800 SH SOLE 44800 0 0 ALLETE INC COM NEW 018522300 1395 18300 SH SOLE 18300 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 2012 13403 SH SOLE 13403 0 0 ALLIANT ENERGY CORP COM 018802108 2854 67556 SH SOLE 67556 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 601 62300 SH SOLE 62300 0 0 ALLSTATE CORP COM 020002101 8150 98637 SH SOLE 98637 0 0 ALLY FINL INC COM 02005N100 85268 3762933 SH SOLE 3762933 0 0 ALPHABET INC CAP STK CL C 02079K107 91255 88117 SH SOLE 88117 0 0 ALPHABET INC CAP STK CL A 02079K305 125853 120438 SH SOLE 120438 0 0 ALTRIA GROUP INC COM 02209S103 64000 1295802 SH SOLE 1295802 0 0 ALTUS MIDSTREAM CO CL A ADDED 02215L100 27055 3500000 SH SOLE 3500000 0 0 AMAZON COM INC COM 023135106 212382 141402 SH SOLE 141402 0 0 AMEREN CORP COM 023608102 4561 69922 SH SOLE 69922 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 3768 117356 SH SOLE 117356 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 2020 48800 SH SOLE 48800 0 0 AMERICAN ELEC PWR INC COM 025537101 10552 141181 SH SOLE 141181 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1161 60075 SH SOLE 60075 0 0 AMERICAN EXPRESS CO COM 025816109 19117 200559 SH SOLE 200559 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 2271 25090 SH SOLE 25090 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 9981 253252 SH SOLE 253252 0 0 AMERICAN TOWER CORP NEW COM 03027X100 19952 126126 SH SOLE 126126 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 4695 51728 SH SOLE 51728 0 0 AMERISOURCEBERGEN CORP COM 03073E105 32407 435584 SH SOLE 435584 0 0 AMERIPRISE FINL INC COM 03076C106 4166 39916 SH SOLE 39916 0 0 AMETEK INC NEW COM 031100100 4501 66484 SH SOLE 66484 0 0 AMGEN INC COM 031162100 67510 346794 SH SOLE 346794 0 0 AMPHENOL CORP NEW CL A 032095101 6988 86252 SH SOLE 86252 0 0 ANADARKO PETE CORP COM 032511107 6327 144327 SH SOLE 144327 0 0 ANALOG DEVICES INC COM 032654105 9098 105995 SH SOLE 105995 0 0 ANNALY CAP MGMT INC COM 035710409 270858 27582275 SH SOLE 27582275 0 0 ANSYS INC COM 03662Q105 3416 23900 SH SOLE 23900 0 0 ANTHEM INC COM 036752103 19446 74044 SH SOLE 74044 0 0 APACHE CORP COM 037411105 2853 108694 SH SOLE 108694 0 0 APARTMENT INVT MGMT CO CL A 03748R101 1954 44528 SH SOLE 44528 0 0 APERGY CORP COM 03755L104 746 27531 SH SOLE 27531 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 98627 5919968 SH SOLE 5919968 0 0 APPLE INC COM 037833100 318823 2021191 SH SOLE 2021191 0 0 APPLIED MATLS INC COM 038222105 9213 281409 SH SOLE 281409 0 0 APTARGROUP INC COM 038336103 2107 22400 SH SOLE 22400 0 0 AQUA AMERICA INC COM 03836W103 2168 63416 SH SOLE 63416 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 6576 160500 SH SOLE 160500 0 0 ARCONIC INC COM 03965L100 2076 123134 SH SOLE 123134 0 0 ARISTA NETWORKS INC COM 040413106 3139 14900 SH SOLE 14900 0 0 ARROW ELECTRS INC COM 042735100 2142 31062 SH SOLE 31062 0 0 ASHLAND GLOBAL HLDGS INC COM 044186104 1579 22253 SH SOLE 22253 0 0 ASSOCIATED BANC CORP COM 045487105 1169 59089 SH SOLE 59089 0 0 ASSURANT INC COM 04621X108 1338 14957 SH SOLE 14957 0 0 ATMOS ENERGY CORP COM 049560105 3866 41700 SH SOLE 41700 0 0 AUTODESK INC COM 052769106 8066 62720 SH SOLE 62720 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 45011 343281 SH SOLE 343281 0 0 AUTONATION INC COM 05329W102 732 20500 SH SOLE 20500 0 0 AUTOZONE INC COM 053332102 33839 40364 SH SOLE 40364 0 0 AVALONBAY CMNTYS INC COM 053484101 6879 39523 SH SOLE 39523 0 0 AVANOS MED INC COM 05350V106 758 16920 SH SOLE 16920 0 0 AVERY DENNISON CORP COM 053611109 13908 154826 SH SOLE 154826 0 0 AVIS BUDGET GROUP COM 053774105 522 23200 SH SOLE 23200 0 0 AVNET INC COM 053807103 1431 39640 SH SOLE 39640 0 0 BB T CORP COM 054937107 9559 220661 SH SOLE 220661 0 0 BAIDU INC SPON ADR REP A 056752108 1451 9150 SH SOLE 9150 0 0 BAKER HUGHES A GE CO CL A 05722G100 3111 144701 SH SOLE 144701 0 0 BALL CORP COM 058498106 4467 97152 SH SOLE 97152 0 0 BANCORPSOUTH BK TUPELO MISS COM 05971J102 844 32300 SH SOLE 32300 0 0 BANK AMER CORP COM 060505104 64388 2613135 SH SOLE 2613135 0 0 BANK HAWAII CORP COM 062540109 1002 14890 SH SOLE 14890 0 0 BANK NEW YORK MELLON CORP COM 064058100 12259 260448 SH SOLE 260448 0 0 BANK OZK COM 06417N103 984 43100 SH SOLE 43100 0 0 BAXTER INTL INC COM 071813109 9328 141722 SH SOLE 141722 0 0 BECTON DICKINSON CO COM 075887109 17294 76753 SH SOLE 76753 0 0 BED BATH BEYOND INC COM 075896100 557 49200 SH SOLE 49200 0 0 BELDEN INC COM 077454106 601 14400 SH SOLE 14400 0 0 BEMIS INC COM 081437105 1487 32400 SH SOLE 32400 0 0 W R BERKLEY CORPORATION COM 084423102 2539 34355 SH SOLE 34355 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 35496 116 SH SOLE 116 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 192385 942234 SH SOLE 942234 0 0 BEST BUY INC COM 086516101 23160 437304 SH SOLE 437304 0 0 BIG LOTS INC COM 089302103 416 14400 SH SOLE 14400 0 0 BIO RAD LABS INC CL A 090572207 1672 7200 SH SOLE 7200 0 0 BIOGEN INC COM 09062X103 36434 121077 SH SOLE 121077 0 0 BIO TECHNE CORP COM 09073M104 1954 13500 SH SOLE 13500 0 0 BLACK HILLS CORP COM 092113109 1211 19290 SH SOLE 19290 0 0 BLACKBAUD INC COM 09227Q100 1088 17300 SH SOLE 17300 0 0 BLACKROCK INC COM 09247X101 13662 34780 SH SOLE 34780 0 0 BLACKROCK TCP CAP CORP COM 09259E108 313 24039 SH SOLE 24039 0 0 BLOCK H R INC COM 093671105 1492 58798 SH SOLE 58798 0 0 BOEING CO COM 097023105 48778 151250 SH SOLE 151250 0 0 BOOKING HLDGS INC COM 09857L108 34491 20025 SH SOLE 20025 0 0 BORGWARNER INC COM 099724106 2070 59596 SH SOLE 59596 0 0 BOSTON BEER INC CL A 100557107 747 3100 SH SOLE 3100 0 0 BOSTON PROPERTIES INC COM 101121101 4978 44228 SH SOLE 44228 0 0 BOSTON SCIENTIFIC CORP COM 101137107 14002 396196 SH SOLE 396196 0 0 BOYD GAMING CORP COM 103304101 598 28800 SH SOLE 28800 0 0 BRIGHTHOUSE FINL INC COM 10922N103 1036 33980 SH SOLE 33980 0 0 BRINKER INTL INC COM 109641100 606 13777 SH SOLE 13777 0 0 BRINKS CO COM 109696104 1164 18000 SH SOLE 18000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 24291 467317 SH SOLE 467317 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 15775 163900 SH SOLE 163900 0 0 BROADCOM INC COM 11135F101 30101 118378 SH SOLE 118378 0 0 BROWN BROWN INC COM 115236101 2304 83600 SH SOLE 83600 0 0 BROWN FORMAN CORP CL B 115637209 2264 47592 SH SOLE 47592 0 0 BRUNSWICK CORP COM 117043109 1435 30900 SH SOLE 30900 0 0 BURLINGTON STORES INC COM 122017106 31233 192000 SH SOLE 192000 0 0 CBS CORP NEW CL B 124857202 29399 672427 SH SOLE 672427 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 3140 32100 SH SOLE 32100 0 0 CBRE GROUP INC CL A 12504L109 39309 981732 SH SOLE 981732 0 0 CDK GLOBAL INC COM 12508E101 2198 45900 SH SOLE 45900 0 0 CF INDS HLDGS INC COM 125269100 2873 66025 SH SOLE 66025 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3307 39329 SH SOLE 39329 0 0 CIGNA CORP NEW COM 125523100 20696 108970 SH SOLE 108970 0 0 CME GROUP INC COM CL A 12572Q105 19278 102477 SH SOLE 102477 0 0 CMS ENERGY CORP COM 125896100 4028 81135 SH SOLE 81135 0 0 CNO FINL GROUP INC COM 12621E103 873 58700 SH SOLE 58700 0 0 CSX CORP COM 126408103 14267 229631 SH SOLE 229631 0 0 CNX RESOURCES CORPORATION COM 12653C108 829 72600 SH SOLE 72600 0 0 CVS HEALTH CORP COM 126650100 24260 370267 SH SOLE 370267 0 0 CABLE ONE INC COM 12685J105 1476 1800 SH SOLE 1800 0 0 CABOT CORP COM 127055101 918 21380 SH SOLE 21380 0 0 CABOT OIL GAS CORP COM 127097103 2759 123432 SH SOLE 123432 0 0 CACI INTL INC CL A 127190304 1282 8900 SH SOLE 8900 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 3513 80800 SH SOLE 80800 0 0 CALLON PETE CO DEL COM 13123X102 526 81100 SH SOLE 81100 0 0 CAMDEN PPTY TR SH BEN INT 133131102 2923 33200 SH SOLE 33200 0 0 CAMPBELL SOUP CO COM 134429109 1820 55159 SH SOLE 55159 0 0 CANTEL MEDICAL CORP COM 138098108 960 12900 SH SOLE 12900 0 0 CAPITAL ONE FINL CORP COM 14040H105 10254 135648 SH SOLE 135648 0 0 CARDINAL HEALTH INC COM 14149Y108 22912 513715 SH SOLE 513715 0 0 CARLISLE COS INC COM 142339100 2133 21220 SH SOLE 21220 0 0 CARMAX INC COM 143130102 3137 50005 SH SOLE 50005 0 0 CARNIVAL CORP UNIT 99999999 143658300 5653 114660 SH SOLE 114660 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 602 16900 SH SOLE 16900 0 0 CARS COM INC COM 14575E105 484 22499 SH SOLE 22499 0 0 CARTERS INC COM 146229109 1330 16300 SH SOLE 16300 0 0 CASEYS GEN STORES INC COM 147528103 1666 13000 SH SOLE 13000 0 0 CATALENT INC COM 148806102 1615 51800 SH SOLE 51800 0 0 CATERPILLAR INC DEL COM 149123101 21471 168966 SH SOLE 168966 0 0 CATHAY GEN BANCORP COM 149150104 922 27500 SH SOLE 27500 0 0 CELANESE CORP DEL COM 150870103 3446 38300 SH SOLE 38300 0 0 CELGENE CORP COM 151020104 12828 200152 SH SOLE 200152 0 0 CENTENE CORP DEL COM 15135B101 6782 58824 SH SOLE 58824 0 0 CENTERPOINT ENERGY INC COM 15189T107 4050 143462 SH SOLE 143462 0 0 CENTURYLINK INC COM 156700106 4125 272276 SH SOLE 272276 0 0 CERNER CORP COM 156782104 4949 94368 SH SOLE 94368 0 0 CHARLES RIV LABS INTL INC COM 159864107 1935 17100 SH SOLE 17100 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 14391 50500 SH SOLE 50500 0 0 CHEESECAKE FACTORY INC COM 163072101 648 14899 SH SOLE 14899 0 0 CHEMED CORP NEW COM 16359R103 1615 5700 SH SOLE 5700 0 0 CHEMICAL FINL CORP COM 163731102 934 25500 SH SOLE 25500 0 0 CHEMOURS CO COM 163851108 1721 61000 SH SOLE 61000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 684 325700 SH SOLE 325700 0 0 CHEVRON CORP NEW COM 166764100 59516 547068 SH SOLE 547068 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 3040 7040 SH SOLE 7040 0 0 CHURCH DWIGHT INC COM 171340102 4638 70524 SH SOLE 70524 0 0 CHURCHILL DOWNS INC COM 171484108 1028 4214 SH SOLE 4214 0 0 CIENA CORP COM NEW 171779309 1716 50600 SH SOLE 50600 0 0 CIMAREX ENERGY CO COM 171798101 1688 27380 SH SOLE 27380 0 0 CINCINNATI FINL CORP COM 172062101 3354 43321 SH SOLE 43321 0 0 CINEMARK HOLDINGS INC COM 17243V102 1357 37900 SH SOLE 37900 0 0 CIRRUS LOGIC INC COM 172755100 707 21300 SH SOLE 21300 0 0 CISCO SYS INC COM 17275R102 82539 1904891 SH SOLE 1904891 0 0 CINTAS CORP COM 172908105 27175 161767 SH SOLE 161767 0 0 CITIGROUP INC COM NEW 172967424 36398 699156 SH SOLE 699156 0 0 CITIZENS FINL GROUP INC COM 174610105 3984 134000 SH SOLE 134000 0 0 CITRIX SYS INC COM 177376100 3758 36674 SH SOLE 36674 0 0 CLEAN HARBORS INC COM 184496107 898 18200 SH SOLE 18200 0 0 CLOROX CO DEL COM 189054109 5637 36570 SH SOLE 36570 0 0 CLOUDERA INC COM 18914U100 856 77374 SH SOLE 77374 0 0 COCA COLA CO COM 191216100 51931 1096738 SH SOLE 1096738 0 0 COGNEX CORP COM 192422103 2374 61400 SH SOLE 61400 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 10522 165754 SH SOLE 165754 0 0 COHERENT INC COM 192479103 920 8700 SH SOLE 8700 0 0 COLGATE PALMOLIVE CO COM 194162103 14778 248284 SH SOLE 248284 0 0 COMCAST CORP NEW CL A 20030N101 72572 2131322 SH SOLE 2131322 0 0 COMERICA INC COM 200340107 3179 46276 SH SOLE 46276 0 0 COMMERCE BANCSHARES INC COM 200525103 1996 35408 SH SOLE 35408 0 0 COMMERCIAL METALS CO COM 201723103 671 41900 SH SOLE 41900 0 0 COMMVAULT SYSTEMS INC COM 204166102 821 13900 SH SOLE 13900 0 0 COMPASS MINERALS INTL INC COM 20451N101 504 12100 SH SOLE 12100 0 0 CONAGRA BRANDS INC COM 205887102 2971 139071 SH SOLE 139071 0 0 CONCHO RES INC COM 20605P101 5893 57332 SH SOLE 57332 0 0 CONOCOPHILLIPS COM 20825C104 20548 329555 SH SOLE 329555 0 0 CONSOLIDATED EDISON INC COM 209115104 6815 89128 SH SOLE 89128 0 0 CONSTELLATION BRANDS INC CL A 21036P108 7651 47575 SH SOLE 47575 0 0 COOPER COS INC COM NEW 216648402 3570 14028 SH SOLE 14028 0 0 COPART INC COM 217204106 2819 59000 SH SOLE 59000 0 0 CORESITE RLTY CORP COM 21870Q105 1143 13100 SH SOLE 13100 0 0 CORELOGIC INC COM 21871D103 959 28700 SH SOLE 28700 0 0 CORECIVIC INC COM 21871N101 754 42312 SH SOLE 42312 0 0 CORNING INC COM 219350105 6923 229169 SH SOLE 229169 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 816 38800 SH SOLE 38800 0 0 COSTCO WHSL CORP NEW COM 22160K105 25553 125436 SH SOLE 125436 0 0 COTY INC COM CL A 222070203 846 128989 SH SOLE 128989 0 0 COUSINS PPTYS INC COM 222795106 1184 149900 SH SOLE 149900 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 1375 8600 SH SOLE 8600 0 0 CRANE CO COM 224399105 1302 18032 SH SOLE 18032 0 0 CREE INC COM 225447101 1721 40230 SH SOLE 40230 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 15586 143474 SH SOLE 143474 0 0 CULLEN FROST BANKERS INC COM 229899109 2005 22800 SH SOLE 22800 0 0 CUMMINS INC COM 231021106 5648 42264 SH SOLE 42264 0 0 CURTISS WRIGHT CORP COM 231561101 1593 15600 SH SOLE 15600 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1641 129000 SH SOLE 129000 0 0 CYRUSONE INC COM 23283R100 1994 37700 SH SOLE 37700 0 0 D R HORTON INC COM 23331A109 3399 98060 SH SOLE 98060 0 0 DTE ENERGY CO COM 233331107 5749 52123 SH SOLE 52123 0 0 DXC TECHNOLOGY CO COM 23355L106 40458 760925 SH SOLE 760925 0 0 DANA INCORPORATED COM 235825205 703 51600 SH SOLE 51600 0 0 DANAHER CORP DEL COM 235851102 18208 176567 SH SOLE 176567 0 0 DARDEN RESTAURANTS INC COM 237194105 3550 35553 SH SOLE 35553 0 0 DAVITA INC COM 23918K108 1861 36158 SH SOLE 36158 0 0 DECKERS OUTDOOR CORP COM 243537107 1331 10400 SH SOLE 10400 0 0 DEERE CO COM 244199105 13732 92054 SH SOLE 92054 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 44063 883032 SH SOLE 883032 0 0 DELUXE CORP COM 248019101 633 16462 SH SOLE 16462 0 0 DENTSPLY SIRONA INC COM 24906P109 2369 63666 SH SOLE 63666 0 0 DEVON ENERGY CORP NEW COM 25179M103 3022 134063 SH SOLE 134063 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 217 23000 SH SOLE 23000 0 0 DIAMONDBACK ENERGY INC COM 25278X109 4092 44146 SH SOLE 44146 0 0 DICKS SPORTING GOODS INC COM 253393102 821 26300 SH SOLE 26300 0 0 DIGITAL RLTY TR INC COM 253868103 6293 59060 SH SOLE 59060 0 0 DILLARDS INC CL A 254067101 398 6600 SH SOLE 6600 0 0 DISNEY WALT CO COM DISNEY 254687106 92364 842353 SH SOLE 842353 0 0 DISCOVER FINL SVCS COM 254709108 5671 96143 SH SOLE 96143 0 0 DISCOVERY INC COM SER A 25470F104 1110 44849 SH SOLE 44849 0 0 DISCOVERY INC COM SER C 25470F302 2381 103146 SH SOLE 103146 0 0 DISH NETWORK CORP CL A 25470M109 1638 65600 SH SOLE 65600 0 0 DOLLAR GEN CORP NEW COM 256677105 19718 182442 SH SOLE 182442 0 0 DOLLAR TREE INC COM 256746108 6152 68110 SH SOLE 68110 0 0 DOMINION ENERGY INC COM 25746U109 13431 187949 SH SOLE 187949 0 0 DOMINOS PIZZA INC COM 25754A201 3670 14800 SH SOLE 14800 0 0 DOMTAR CORP COM NEW 257559203 787 22400 SH SOLE 22400 0 0 DONALDSON INC COM 257651109 1979 45620 SH SOLE 45620 0 0 DOUGLAS EMMETT INC COM 25960P109 1962 57500 SH SOLE 57500 0 0 DOVER CORP COM 260003108 2970 41862 SH SOLE 41862 0 0 DOWDUPONT INC COM 26078J100 35127 656834 SH SOLE 656834 0 0 DRIL QUIP INC COM 262037104 384 12800 SH SOLE 12800 0 0 DROPBOX INC CL A 26210C104 646 31607 SH SOLE 31607 0 0 DUKE REALTY CORP COM NEW 264411505 2657 102600 SH SOLE 102600 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 20141 233384 SH SOLE 233384 0 0 DUN BRADSTREET CORP DEL NE COM 26483E100 1884 13200 SH SOLE 13200 0 0 DUNKIN BRANDS GROUP INC COM 265504100 1885 29400 SH SOLE 29400 0 0 DYCOM INDS INC COM 267475101 605 11200 SH SOLE 11200 0 0 EOG RES INC COM 26875P101 14479 166028 SH SOLE 166028 0 0 EQT CORP COM 26884L109 1713 90670 SH SOLE 90670 0 0 EPR PPTYS COM SH BEN INT 26884U109 1697 26500 SH SOLE 26500 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 3193 72758 SH SOLE 72758 0 0 EAGLE MATERIALS INC COM 26969P108 1019 16700 SH SOLE 16700 0 0 EAST WEST BANCORP INC COM 27579R104 2251 51700 SH SOLE 51700 0 0 EASTMAN CHEM CO COM 277432100 2930 40070 SH SOLE 40070 0 0 EATON VANCE CORP COM NON VTG 278265103 1460 41500 SH SOLE 41500 0 0 EBAY INC COM 278642103 7274 259142 SH SOLE 259142 0 0 ECOLAB INC COM 278865100 10731 72829 SH SOLE 72829 0 0 EDGEWELL PERS CARE CO COM 28035Q102 719 19244 SH SOLE 19244 0 0 EDISON INTL COM 281020107 5296 93284 SH SOLE 93284 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 9168 59856 SH SOLE 59856 0 0 ELDORADO RESORTS INC COM 28470R102 840 23200 SH SOLE 23200 0 0 ELECTRONIC ARTS INC COM 285512109 6826 86506 SH SOLE 86506 0 0 ELLINGTON FINANCIAL LLC COM 288522303 22424 1462778 SH SOLE 1462778 0 0 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 5933 580000 SH SOLE 580000 0 0 EMCOR GROUP INC COM 29084Q100 1224 20500 SH SOLE 20500 0 0 EMERSON ELEC CO COM 291011104 10709 179223 SH SOLE 179223 0 0 ENCOMPASS HEALTH CORP COM 29261A100 2178 35300 SH SOLE 35300 0 0 ENERGY FOCUS INC COM NEW 29268T300 337 545283 SH SOLE 545283 0 0 ENERGIZER HLDGS INC NEW COM 29272W109 959 21244 SH SOLE 21244 0 0 ENERSYS COM 29275Y102 1164 15000 SH SOLE 15000 0 0 ENTERGY CORP NEW COM 29364G103 4460 51815 SH SOLE 51815 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 2262 92000 SH SOLE 92000 0 0 EQUIFAX INC COM 294429105 3217 34546 SH SOLE 34546 0 0 EQUINIX INC COM PAR 0001 29444U700 8122 23038 SH SOLE 23038 0 0 EQUITRANS MIDSTREAM CORPORAT COM 294600101 1452 72536 SH SOLE 72536 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 6964 105503 SH SOLE 105503 0 0 ESSEX PPTY TR COM 297178105 4635 18902 SH SOLE 18902 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 1154 9500 SH SOLE 9500 0 0 EURONET WORLDWIDE INC COM 298736109 10958 107030 SH SOLE 107030 0 0 EVERCORE INC CLASS A 29977A105 1030 14400 SH SOLE 14400 0 0 EVERGY INC COM 30034W106 4280 75400 SH SOLE 75400 0 0 EVERSOURCE ENERGY COM 30040W108 5903 90764 SH SOLE 90764 0 0 EVOKE PHARMA INC COM 30049G104 992 400000 SH SOLE 400000 0 0 EXELON CORP COM 30161N101 90511 2006897 SH SOLE 2006897 0 0 EXELIXIS INC COM 30161Q104 2097 106600 SH SOLE 106600 0 0 EXPEDIA GROUP INC COM NEW 30212P303 3817 33884 SH SOLE 33884 0 0 EXPEDITORS INTL WASH INC COM 302130109 3364 49399 SH SOLE 49399 0 0 EXTRA SPACE STORAGE INC COM 30225T102 3280 36248 SH SOLE 36248 0 0 EXXON MOBIL CORP COM 30231G102 82655 1212132 SH SOLE 1212132 0 0 FLIR SYS INC COM 302445101 1724 39585 SH SOLE 39585 0 0 F M C CORP COM NEW 302491303 2850 38534 SH SOLE 38534 0 0 FNB CORP PA COM 302520101 1138 115600 SH SOLE 115600 0 0 FACEBOOK INC CL A 30303M102 108618 828574 SH SOLE 828574 0 0 FACTSET RESH SYS INC COM 303075105 2722 13600 SH SOLE 13600 0 0 FAIR ISAAC CORP COM 303250104 1926 10300 SH SOLE 10300 0 0 FASTENAL CO COM 311900104 4295 82136 SH SOLE 82136 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2493 21116 SH SOLE 21116 0 0 FEDERATED INVS INC PA CL B 314211103 903 34000 SH SOLE 34000 0 0 FEDEX CORP COM 31428X106 11198 69412 SH SOLE 69412 0 0 F5 NETWORKS INC COM 315616102 2815 17372 SH SOLE 17372 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 11568 112806 SH SOLE 112806 0 0 FIFTH THIRD BANCORP COM 316773100 4417 187704 SH SOLE 187704 0 0 FIRST AMERN FINL CORP COM 31847R102 1777 39800 SH SOLE 39800 0 0 FIRST HORIZON NATL CORP COM 320517105 1520 115483 SH SOLE 115483 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1299 45000 SH SOLE 45000 0 0 FIRST SOLAR INC COM 336433107 17792 419073 SH SOLE 419073 0 0 FISERV INC COM 337738108 35827 487506 SH SOLE 487506 0 0 FIRSTENERGY CORP COM 337932107 5225 139153 SH SOLE 139153 0 0 FITBIT INC CL A 33812L102 2139 430300 SH SOLE 430300 0 0 FIVE BELOW INC COM 33829M101 2036 19900 SH SOLE 19900 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 6407 34500 SH SOLE 34500 0 0 FLUOR CORP NEW COM 343412102 1296 40253 SH SOLE 40253 0 0 FLOWERS FOODS INC COM 343498101 1209 65450 SH SOLE 65450 0 0 FLOWSERVE CORP COM 34354P105 1425 37475 SH SOLE 37475 0 0 FOOT LOCKER INC COM 344849104 1752 32928 SH SOLE 32928 0 0 FORD MTR CO DEL COM PAR 001 345370860 8557 1118590 SH SOLE 1118590 0 0 FORTINET INC COM 34959E109 2923 41500 SH SOLE 41500 0 0 FORTIVE CORP COM 34959J108 5691 84119 SH SOLE 84119 0 0 FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 54161 3776923 SH SOLE 3776923 0 0 FORTUNE BRANDS HOME SEC IN COM 34964C106 1537 40464 SH SOLE 40464 0 0 FRANKLIN RES INC COM 354613101 2526 85160 SH SOLE 85160 0 0 FREEPORT MCMORAN INC CL B 35671D857 4277 414823 SH SOLE 414823 0 0 FULTON FINL CORP PA COM 360271100 972 62800 SH SOLE 62800 0 0 GATX CORP COM 361448103 948 13390 SH SOLE 13390 0 0 GEO GROUP INC NEW COM 36162J106 856 43450 SH SOLE 43450 0 0 GALLAGHER ARTHUR J CO COM 363576109 3873 52552 SH SOLE 52552 0 0 GAP INC DEL COM 364760108 1575 61146 SH SOLE 61146 0 0 GARTNER INC COM 366651107 3324 25999 SH SOLE 25999 0 0 GENERAL DYNAMICS CORP COM 369550108 12534 79727 SH SOLE 79727 0 0 GENERAL ELECTRIC CO COM 369604103 19595 2588560 SH SOLE 2588560 0 0 GENERAL MLS INC COM 370334104 6649 170738 SH SOLE 170738 0 0 GENERAL MTRS CO COM 37045V100 12571 375820 SH SOLE 375820 0 0 GENESEE WYO INC CL A 371559105 1540 20800 SH SOLE 20800 0 0 GENTEX CORP COM 371901109 1888 93400 SH SOLE 93400 0 0 GENUINE PARTS CO COM 372460105 4036 42032 SH SOLE 42032 0 0 GENWORTH FINL INC COM CL A 37247D106 832 178500 SH SOLE 178500 0 0 GILEAD SCIENCES INC COM 375558103 111332 1779884 SH SOLE 1779884 0 0 GLOBAL PMTS INC COM 37940X102 27254 264264 SH SOLE 264264 0 0 GLOBUS MED INC CL A 379577208 1173 27100 SH SOLE 27100 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 16546 99050 SH SOLE 99050 0 0 GOODYEAR TIRE RUBR CO COM 382550101 1362 66716 SH SOLE 66716 0 0 GRACO INC COM 384109104 2482 59300 SH SOLE 59300 0 0 GRAHAM HLDGS CO COM 384637104 961 1500 SH SOLE 1500 0 0 GRAINGER W W INC COM 384802104 3701 13107 SH SOLE 13107 0 0 GRANITE CONSTR INC COM 387328107 674 16745 SH SOLE 16745 0 0 GRANITE PT MTG TR INC COM 38741L107 34582 1918000 SH SOLE 1918000 0 0 GREAT AJAX CORP COM 38983D300 10845 900000 SH SOLE 900000 0 0 GREIF INC CL A 397624107 341 9200 SH SOLE 9200 0 0 HCA HEALTHCARE INC COM 40412C101 9560 76820 SH SOLE 76820 0 0 HCP INC COM 40414L109 3817 136667 SH SOLE 136667 0 0 HNI CORP COM 404251100 554 15640 SH SOLE 15640 0 0 HP INC COM 40434L105 9269 453025 SH SOLE 453025 0 0 HAEMONETICS CORP COM 405024100 1841 18400 SH SOLE 18400 0 0 HAIN CELESTIAL GROUP INC COM 405217100 506 31900 SH SOLE 31900 0 0 HALLIBURTON CO COM 406216101 6666 250779 SH SOLE 250779 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 1053 30400 SH SOLE 30400 0 0 HANESBRANDS INC COM 410345102 1294 103292 SH SOLE 103292 0 0 HANOVER INS GROUP INC COM 410867105 1757 15050 SH SOLE 15050 0 0 HARLEY DAVIDSON INC COM 412822108 1589 46577 SH SOLE 46577 0 0 HARRIS CORP DEL COM 413875105 4532 33657 SH SOLE 33657 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 4564 102675 SH SOLE 102675 0 0 HASBRO INC COM 418056107 2709 33339 SH SOLE 33339 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 1422 38840 SH SOLE 38840 0 0 HEALTHCARE SVCS GRP INC COM 421906108 1057 26300 SH SOLE 26300 0 0 HEALTHCARE RLTY TR COM 421946104 1268 44600 SH SOLE 44600 0 0 HEALTHEQUITY INC COM 42226A107 1151 19300 SH SOLE 19300 0 0 HELMERICH PAYNE INC COM 423452101 1495 31192 SH SOLE 31192 0 0 HENRY JACK ASSOC INC COM 426281101 2802 22150 SH SOLE 22150 0 0 HERSHEY CO COM 427866108 4307 40182 SH SOLE 40182 0 0 HESS CORP COM 42809H107 2884 71205 SH SOLE 71205 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 5382 407397 SH SOLE 407397 0 0 HIGHWOODS PPTYS INC COM 431284108 1428 36900 SH SOLE 36900 0 0 HILL ROM HLDGS INC COM 431475102 2121 23950 SH SOLE 23950 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 6096 84900 SH SOLE 84900 0 0 HOLLYFRONTIER CORP COM 436106108 2331 45600 SH SOLE 45600 0 0 HOLOGIC INC COM 436440101 3171 77160 SH SOLE 77160 0 0 HOME BANCSHARES INC COM 436893200 926 56700 SH SOLE 56700 0 0 HOME DEPOT INC COM 437076102 153268 892028 SH SOLE 892028 0 0 HONEYWELL INTL INC COM 438516106 59401 449600 SH SOLE 449600 0 0 HORMEL FOODS CORP COM 440452100 3330 78020 SH SOLE 78020 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1399 58600 SH SOLE 58600 0 0 HOST HOTELS RESORTS INC COM 44107P104 3542 212500 SH SOLE 212500 0 0 HUBBELL INC COM 443510607 1939 19514 SH SOLE 19514 0 0 HUMANA INC COM 444859102 11266 39326 SH SOLE 39326 0 0 HUNT J B TRANS SVCS INC COM 445658107 2324 24976 SH SOLE 24976 0 0 HUNTINGTON BANCSHARES INC COM 446150104 3623 303938 SH SOLE 303938 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 2341 12300 SH SOLE 12300 0 0 ICU MED INC COM 44930G107 1355 5900 SH SOLE 5900 0 0 IPG PHOTONICS CORP COM 44980X109 1156 10200 SH SOLE 10200 0 0 ITT INC COM 45073V108 1506 31200 SH SOLE 31200 0 0 IDACORP INC COM 451107106 1673 17980 SH SOLE 17980 0 0 IDEX CORP COM 45167R104 3447 27300 SH SOLE 27300 0 0 IDEXX LABS INC COM 45168D104 4595 24700 SH SOLE 24700 0 0 ILLINOIS TOOL WKS INC COM 452308109 36081 284797 SH SOLE 284797 0 0 ILLUMINA INC COM 452327109 28211 94060 SH SOLE 94060 0 0 INCYTE CORP COM 45337C102 3218 50600 SH SOLE 50600 0 0 INGREDION INC COM 457187102 2303 25200 SH SOLE 25200 0 0 INSPERITY INC COM 45778Q107 1270 13600 SH SOLE 13600 0 0 INOGEN INC COM 45780L104 782 6300 SH SOLE 6300 0 0 INTEGRA LIFESCIENCES HLDGS COM NEW 457985208 1137 25200 SH SOLE 25200 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 2229 46020 SH SOLE 46020 0 0 INTEL CORP COM 458140100 106954 2279011 SH SOLE 2279011 0 0 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 1465 26800 SH SOLE 26800 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 12286 163100 SH SOLE 163100 0 0 INTERDIGITAL INC COM 45867G101 804 12100 SH SOLE 12100 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 674 19600 SH SOLE 19600 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 72213 635287 SH SOLE 635287 0 0 INTERNATIONAL FLAVORS FRAGRA COM 459506101 3899 29042 SH SOLE 29042 0 0 INTL PAPER CO COM 460146103 4681 115973 SH SOLE 115973 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 384 8750 SH SOLE 8750 0 0 INTERPUBLIC GROUP COS INC COM 460690100 2270 110029 SH SOLE 110029 0 0 INTUIT COM 461202103 14623 74284 SH SOLE 74284 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 15645 32668 SH SOLE 32668 0 0 IQVIA HLDGS INC COM 46266C105 5274 45400 SH SOLE 45400 0 0 IRON MTN INC NEW COM 46284V101 2656 81946 SH SOLE 81946 0 0 ISHARES TR CORE SP MCP ETF 464287507 70126 422291 SH SOLE 422291 0 0 JBG SMITH PPTYS COM 46590V100 1351 38825 SH SOLE 38825 0 0 JPMORGAN CHASE CO COM 46625H100 162184 1661385 SH SOLE 1661385 0 0 JABIL INC COM 466313103 1269 51200 SH SOLE 51200 0 0 JACK IN THE BOX INC COM 466367109 714 9200 SH SOLE 9200 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 2000 34211 SH SOLE 34211 0 0 JEFFERIES FINL GROUP INC COM 47233W109 1397 80446 SH SOLE 80446 0 0 JETBLUE AIRWAYS CORP COM 477143101 1744 108623 SH SOLE 108623 0 0 JOHNSON JOHNSON COM 478160104 110217 854064 SH SOLE 854064 0 0 JONES LANG LASALLE INC COM 48020Q107 2051 16200 SH SOLE 16200 0 0 J2 GLOBAL INC COM 48123V102 1159 16700 SH SOLE 16700 0 0 JUNIPER NETWORKS INC COM 48203R104 2659 98796 SH SOLE 98796 0 0 KBR INC COM 48242W106 763 50242 SH SOLE 50242 0 0 KLA TENCOR CORP COM 482480100 3918 43777 SH SOLE 43777 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 2779 29112 SH SOLE 29112 0 0 KB HOME COM 48666K109 586 30700 SH SOLE 30700 0 0 KELLOGG CO COM 487836108 4133 72491 SH SOLE 72491 0 0 KEMPER CORP DEL COM 488401100 1437 21650 SH SOLE 21650 0 0 KENNAMETAL INC COM 489170100 974 29260 SH SOLE 29260 0 0 KEYCORP NEW COM 493267108 4378 296227 SH SOLE 296227 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 3334 53700 SH SOLE 53700 0 0 KILROY RLTY CORP COM 49427F108 2257 35900 SH SOLE 35900 0 0 KIMBERLY CLARK CORP COM 494368103 11297 99146 SH SOLE 99146 0 0 KIMCO RLTY CORP COM 49446R109 1767 120638 SH SOLE 120638 0 0 KINDER MORGAN INC DEL COM 49456B101 8357 543356 SH SOLE 543356 0 0 KIRBY CORP COM 497266106 1293 19200 SH SOLE 19200 0 0 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 1123 44800 SH SOLE 44800 0 0 KOHLS CORP COM 500255104 3139 47310 SH SOLE 47310 0 0 KRAFT HEINZ CO COM 500754106 7663 178046 SH SOLE 178046 0 0 KROGER CO COM 501044101 6283 228476 SH SOLE 228476 0 0 L BRANDS INC COM 501797104 1677 65344 SH SOLE 65344 0 0 LKQ CORP COM 501889208 2161 91052 SH SOLE 91052 0 0 L3 TECHNOLOGIES INC COM 502413107 3907 22496 SH SOLE 22496 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3651 28897 SH SOLE 28897 0 0 LAM RESEARCH CORP COM 512807108 6054 44460 SH SOLE 44460 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 4524 65400 SH SOLE 65400 0 0 LAMB WESTON HLDGS INC COM 513272104 3082 41900 SH SOLE 41900 0 0 LANCASTER COLONY CORP COM 513847103 1224 6920 SH SOLE 6920 0 0 LANDSTAR SYS INC COM 515098101 1406 14700 SH SOLE 14700 0 0 LAUDER ESTEE COS INC CL A 518439104 8186 62918 SH SOLE 62918 0 0 LEGGETT PLATT INC COM 524660107 1340 37377 SH SOLE 37377 0 0 LEGG MASON INC COM 524901105 778 30500 SH SOLE 30500 0 0 LEIDOS HLDGS INC COM 525327102 2813 53348 SH SOLE 53348 0 0 LENDINGTREE INC NEW COM 52603B107 593 2700 SH SOLE 2700 0 0 LENNAR CORP CL A 526057104 3279 83758 SH SOLE 83758 0 0 LENNOX INTL INC COM 526107107 2823 12900 SH SOLE 12900 0 0 LIBERTY PPTY TR SH BEN INT 531172104 2207 52700 SH SOLE 52700 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1031 7600 SH SOLE 7600 0 0 LIFE STORAGE INC COM 53223X107 1544 16600 SH SOLE 16600 0 0 LILLY ELI CO COM 532457108 31237 269938 SH SOLE 269938 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1814 23000 SH SOLE 23000 0 0 LINCOLN NATL CORP IND COM 534187109 3139 61181 SH SOLE 61181 0 0 LITTELFUSE INC COM 537008104 1543 9000 SH SOLE 9000 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2428 49300 SH SOLE 49300 0 0 LIVERAMP HLDGS INC COM 53815P108 939 24300 SH SOLE 24300 0 0 LOCKHEED MARTIN CORP COM 539830109 58081 221818 SH SOLE 221818 0 0 LOEWS CORP COM 540424108 3605 79185 SH SOLE 79185 0 0 LOGMEIN INC COM 54142L109 1485 18202 SH SOLE 18202 0 0 LOUISIANA PAC CORP COM 546347105 1118 50299 SH SOLE 50299 0 0 LOWES COS INC COM 548661107 21231 229875 SH SOLE 229875 0 0 LUMENTUM HLDGS INC COM 55024U109 1105 26300 SH SOLE 26300 0 0 M T BK CORP COM 55261F104 5750 40170 SH SOLE 40170 0 0 MB FINANCIAL INC NEW COM 55264U108 1189 30000 SH SOLE 30000 0 0 MDU RES GROUP INC COM 552690109 1666 69862 SH SOLE 69862 0 0 MGM RESORTS INTERNATIONAL COM 552953101 3479 143400 SH SOLE 143400 0 0 MKS INSTRUMENT INC COM 55306N104 1241 19200 SH SOLE 19200 0 0 MSA SAFETY INC COM 553498106 1178 12500 SH SOLE 12500 0 0 MSC INDL DIRECT INC CL A 553530106 1246 16200 SH SOLE 16200 0 0 MSCI INC COM 55354G100 3715 25200 SH SOLE 25200 0 0 MACERICH CO COM 554382101 1312 30308 SH SOLE 30308 0 0 MACK CALI RLTY CORP COM 554489104 631 32200 SH SOLE 32200 0 0 MACYS INC COM 55616P104 2622 88030 SH SOLE 88030 0 0 MANHATTAN ASSOCS INC COM 562750109 987 23300 SH SOLE 23300 0 0 MANPOWERGROUP INC COM 56418H100 1428 22030 SH SOLE 22030 0 0 MARATHON OIL CORP COM 565849106 3413 238040 SH SOLE 238040 0 0 MARATHON PETE CORP COM 56585A102 11673 197816 SH SOLE 197816 0 0 MARKETAXESS HLDGS INC COM 57060D108 2832 13400 SH SOLE 13400 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 1029 14600 SH SOLE 14600 0 0 MARSH MCLENNAN COS INC COM 571748102 11500 144201 SH SOLE 144201 0 0 MARRIOTT INTL INC NEW CL A 571903202 8799 81052 SH SOLE 81052 0 0 MARTIN MARIETTA MATLS INC COM 573284106 3079 17912 SH SOLE 17912 0 0 MASCO CORP COM 574599106 2559 87504 SH SOLE 87504 0 0 MASIMO CORP COM 574795100 1868 17400 SH SOLE 17400 0 0 MASTEC INC COM 576323109 921 22700 SH SOLE 22700 0 0 MASTERCARD INCORPORATED CL A 57636Q104 72560 384628 SH SOLE 384628 0 0 MATADOR RES CO COM 576485205 573 36900 SH SOLE 36900 0 0 MATTEL INC COM 577081102 979 97961 SH SOLE 97961 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 4032 79300 SH SOLE 79300 0 0 MAXIMUS INC COM 577933104 1491 22900 SH SOLE 22900 0 0 MCCORMICK CO INC COM NON VTG 579780206 14463 103868 SH SOLE 103868 0 0 MCDERMOTT INTL INC COM 580037703 421 64399 SH SOLE 64399 0 0 MCDONALDS CORP COM 580135101 39200 220757 SH SOLE 220757 0 0 MCKESSON CORP COM 58155Q103 35476 321133 SH SOLE 321133 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 2092 130100 SH SOLE 130100 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 1470 21800 SH SOLE 21800 0 0 MEDNAX INC COM 58502B106 1053 31900 SH SOLE 31900 0 0 MERCK CO INC COM 58933Y105 59871 783549 SH SOLE 783549 0 0 MERCURY GENL CORP NEW COM 589400100 502 9700 SH SOLE 9700 0 0 MEREDITH CORP COM 589433101 738 14200 SH SOLE 14200 0 0 METLIFE INC COM 59156R108 11599 282485 SH SOLE 282485 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 4038 7140 SH SOLE 7140 0 0 MICHAELS COS INC COM 59408Q106 433 32000 SH SOLE 32000 0 0 MICROSOFT CORP COM 594918104 252098 2482017 SH SOLE 2482017 0 0 MICROVISION INC DEL COM NEW 594960304 2613 4326199 SH SOLE 4326199 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 12059 167672 SH SOLE 167672 0 0 MICRON TECHNOLOGY INC COM 595112103 10174 320644 SH SOLE 320644 0 0 MID AMER APT CMNTYS INC COM 59522J103 3120 32601 SH SOLE 32601 0 0 MILLER HERMAN INC COM 600544100 639 21130 SH SOLE 21130 0 0 MINERALS TECHNOLOGIES INC COM 603158106 646 12580 SH SOLE 12580 0 0 MOHAWK INDS INC COM 608190104 2109 18036 SH SOLE 18036 0 0 MOLINA HEALTHCARE INC COM 60855R100 2580 22200 SH SOLE 22200 0 0 MOLSON COORS BREWING CO CL B 60871R209 3010 53599 SH SOLE 53599 0 0 MONDELEZ INTL INC CL A 609207105 16663 416256 SH SOLE 416256 0 0 MONOLITHIC PWR SYS INC COM 609839105 1616 13900 SH SOLE 13900 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 5611 113992 SH SOLE 113992 0 0 MOODYS CORP COM 615369105 18711 133615 SH SOLE 133615 0 0 MORGAN STANLEY COM NEW 617446448 14839 374255 SH SOLE 374255 0 0 MOSAIC CO NEW COM 61945C103 2964 101482 SH SOLE 101482 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 5387 46823 SH SOLE 46823 0 0 MURPHY OIL CORP COM 626717102 1357 58000 SH SOLE 58000 0 0 MURPHY USA INC COM 626755102 822 10725 SH SOLE 10725 0 0 NCR CORP NEW COM 62886E108 973 42140 SH SOLE 42140 0 0 NRG ENERGY INC COM NEW 629377508 3286 82968 SH SOLE 82968 0 0 NVR INC COM 62944T105 2837 1164 SH SOLE 1164 0 0 NASDAQ INC COM 631103108 2676 32811 SH SOLE 32811 0 0 NATIONAL FUEL GAS CO N J COM 636180101 1570 30680 SH SOLE 30680 0 0 NATIONAL GRID PLC SPONSORED ADR NE 636274409 1899 39587 SH SOLE 39587 0 0 NATIONAL INSTRS CORP COM 636518102 1823 40175 SH SOLE 40175 0 0 NATIONAL OILWELL VARCO INC COM 637071101 2821 109778 SH SOLE 109778 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 2751 56700 SH SOLE 56700 0 0 NAVIENT CORP COM 63938C108 721 81800 SH SOLE 81800 0 0 NEKTAR THERAPEUTICS COM 640268108 1630 49600 SH SOLE 49600 0 0 NETAPP INC COM 64110D104 4302 72091 SH SOLE 72091 0 0 NETFLIX INC COM 64110L106 33413 124834 SH SOLE 124834 0 0 NETSCOUT SYS INC COM 64115T104 588 24900 SH SOLE 24900 0 0 NEW JERSEY RES COM 646025106 1439 31500 SH SOLE 31500 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 101669 7154734 SH SOLE 7154734 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1645 174770 SH SOLE 174770 0 0 NEW YORK TIMES CO CL A 650111107 1121 50300 SH SOLE 50300 0 0 NEWELL BRANDS INC COM 651229106 2286 122971 SH SOLE 122971 0 0 NEWFIELD EXPL CO COM 651290108 834 56912 SH SOLE 56912 0 0 NEWMARKET CORP COM 651587107 1319 3200 SH SOLE 3200 0 0 NEWMONT MINING CORP COM 651639106 5283 152455 SH SOLE 152455 0 0 NEWS CORP NEW CL A 65249B109 1251 110239 SH SOLE 110239 0 0 NEWS CORP NEW CL B 65249B208 407 35244 SH SOLE 35244 0 0 NEXTERA ENERGY INC COM 65339F101 23791 136873 SH SOLE 136873 0 0 NIKE INC CL B 654106103 27023 364492 SH SOLE 364492 0 0 NISOURCE INC COM 65473P105 2636 104002 SH SOLE 104002 0 0 NLIGHT INC COM 65487K100 1269 71388 SH SOLE 71388 0 0 NOBLE ENERGY INC COM 655044105 2577 137361 SH SOLE 137361 0 0 NORDSON CORP COM 655663102 2227 18660 SH SOLE 18660 0 0 NORDSTROM INC COM 655664100 1519 32592 SH SOLE 32592 0 0 NORFOLK SOUTHERN CORP COM 655844108 11656 77949 SH SOLE 77949 0 0 NORTHERN TR CORP COM 665859104 5296 63354 SH SOLE 63354 0 0 NORTHROP GRUMMAN CORP COM 666807102 12176 49717 SH SOLE 49717 0 0 NORTHWESTERN CORP COM NEW 668074305 1064 17900 SH SOLE 17900 0 0 NOW INC COM 67011P100 450 38627 SH SOLE 38627 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 1214 19800 SH SOLE 19800 0 0 NUCOR CORP COM 670346105 4658 89911 SH SOLE 89911 0 0 NVIDIA CORP COM 67066G104 23308 174592 SH SOLE 174592 0 0 NUVASIVE INC COM 670704105 907 18300 SH SOLE 18300 0 0 OGE ENERGY CORP COM 670837103 2791 71220 SH SOLE 71220 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 7901 22947 SH SOLE 22947 0 0 OASIS PETE INC NEW COM 674215108 527 95300 SH SOLE 95300 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 13268 216156 SH SOLE 216156 0 0 OCEANEERING INTL INC COM 675232102 425 35100 SH SOLE 35100 0 0 OLD DOMINION FGHT LINES INC COM 679580100 2877 23300 SH SOLE 23300 0 0 OLD REP INTL CORP COM 680223104 2086 101427 SH SOLE 101427 0 0 OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1224 18400 SH SOLE 18400 0 0 OMNICOM GROUP INC COM 681919106 4696 64118 SH SOLE 64118 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 2513 71500 SH SOLE 71500 0 0 ONE GAS INC COM 68235P108 1493 18757 SH SOLE 18757 0 0 ONEOK INC NEW COM 682680103 6351 117726 SH SOLE 117726 0 0 ORACLE CORP COM 68389X105 32994 730760 SH SOLE 730760 0 0 OSHKOSH CORP COM 688239201 1570 25600 SH SOLE 25600 0 0 OWENS ILL INC COM NEW 690768403 976 56600 SH SOLE 56600 0 0 PBF ENERGY INC CL A 69318G106 1395 42700 SH SOLE 42700 0 0 PG E CORP COM 69331C108 3528 148529 SH SOLE 148529 0 0 PNC FINL SVCS GROUP COM 693475105 15441 132076 SH SOLE 132076 0 0 PNM RES INC COM 69349H107 1168 28434 SH SOLE 28434 0 0 PPG INDS INC COM 693506107 7020 68668 SH SOLE 68668 0 0 PPL CORP COM 69351T106 5841 206166 SH SOLE 206166 0 0 PRA HEALTH SCIENCES INC COM 69354M108 1913 20800 SH SOLE 20800 0 0 PVH CORP COM 693656100 2017 21696 SH SOLE 21696 0 0 PTC INC COM 69370C100 3153 38039 SH SOLE 38039 0 0 PACCAR INC COM 693718108 5715 100018 SH SOLE 100018 0 0 PACKAGING CORP AMER COM 695156109 2262 27100 SH SOLE 27100 0 0 PACWEST BANCORP DEL COM 695263103 1444 43400 SH SOLE 43400 0 0 PALO ALTO NETWORKS INC COM 697435105 6404 34000 SH SOLE 34000 0 0 PAPA JOHNS INTL INC COM 698813102 318 8000 SH SOLE 8000 0 0 PARKER HANNIFIN CORP COM 701094104 5652 37895 SH SOLE 37895 0 0 PATTERSON COMPANIES INC COM 703395103 578 29400 SH SOLE 29400 0 0 PATTERSON UTI ENERGY INC COM 703481101 802 77500 SH SOLE 77500 0 0 PAYCHEX INC COM 704326107 5962 91511 SH SOLE 91511 0 0 PAYPAL HLDGS INC COM 70450Y103 28366 337334 SH SOLE 337334 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 1293 45656 SH SOLE 45656 0 0 PENN NATL GAMING INC COM 707569109 727 38600 SH SOLE 38600 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1560 108075 SH SOLE 108075 0 0 PEPSICO INC COM 713448108 44648 404129 SH SOLE 404129 0 0 PERKINELMER INC COM 714046109 13183 167829 SH SOLE 167829 0 0 PERSPECTA INC COM 715347100 868 50400 SH SOLE 50400 0 0 PFIZER INC COM 717081103 75568 1731226 SH SOLE 1731226 0 0 PHILIP MORRIS INTL INC COM 718172109 67138 1005665 SH SOLE 1005665 0 0 PHILLIPS 66 COM 718546104 10462 121435 SH SOLE 121435 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 1203 26100 SH SOLE 26100 0 0 PINNACLE WEST CAP CORP COM 723484101 2734 32087 SH SOLE 32087 0 0 PIONEER NAT RES COM 723787107 6418 48802 SH SOLE 48802 0 0 PITNEY BOWES INC COM 724479100 395 66900 SH SOLE 66900 0 0 PLANTRONICS INC NEW COM 727493108 391 11800 SH SOLE 11800 0 0 POLARIS INDS INC COM 731068102 1587 20700 SH SOLE 20700 0 0 POLYONE CORP COM 73179P106 815 28500 SH SOLE 28500 0 0 POOL CORP COM 73278L105 2141 14400 SH SOLE 14400 0 0 POST HLDGS INC COM 737446104 2121 23800 SH SOLE 23800 0 0 POTLATCHDELTIC CORP COM 737630103 763 24111 SH SOLE 24111 0 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 568 18400 SH SOLE 18400 0 0 PRICE T ROWE GROUP INC COM 74144T108 6357 68861 SH SOLE 68861 0 0 PRIMERICA INC COM 74164M108 1495 15300 SH SOLE 15300 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 3329 75379 SH SOLE 75379 0 0 PROCTER AND GAMBLE CO COM 742718109 81644 888203 SH SOLE 888203 0 0 PROGRESSIVE CORP OHIO COM 743315103 10074 166981 SH SOLE 166981 0 0 PROLOGIS INC COM 74340W103 10582 180211 SH SOLE 180211 0 0 PROSPERITY BANCSHARES INC COM 743606105 1477 23700 SH SOLE 23700 0 0 PRUDENTIAL FINL INC COM 744320102 9642 118232 SH SOLE 118232 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 7533 144722 SH SOLE 144722 0 0 PUBLIC STORAGE COM 74460D109 8699 42977 SH SOLE 42977 0 0 PULTE GROUP INC COM 745867101 1923 74009 SH SOLE 74009 0 0 QEP RES INC COM 74733V100 475 84400 SH SOLE 84400 0 0 QORVO INC COM 74736K101 2170 35724 SH SOLE 35724 0 0 QUALCOMM INC COM 747525103 19752 347071 SH SOLE 347071 0 0 QUANTA SVCS INC COM 74762E102 1260 41856 SH SOLE 41856 0 0 QUEST DIAGNOSTICS INC COM 74834L100 34596 415463 SH SOLE 415463 0 0 RPM INTL INC COM 749685103 2781 47318 SH SOLE 47318 0 0 RALPH LAUREN CORP CL A 751212101 1618 15641 SH SOLE 15641 0 0 RANGE RES CORP COM 75281A109 706 73800 SH SOLE 73800 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 2746 36900 SH SOLE 36900 0 0 RAYONIER INC COM 754907103 1277 46109 SH SOLE 46109 0 0 RAYTHEON CO COM NEW 755111507 48372 315436 SH SOLE 315436 0 0 REALOGY HLDGS CORP COM 75605Y106 618 42100 SH SOLE 42100 0 0 REALTY INCOME CORP COM 756109104 5328 84524 SH SOLE 84524 0 0 RED HAT INC COM 756577102 8887 50596 SH SOLE 50596 0 0 REGAL BELOIT CORP COM 758750103 1079 15400 SH SOLE 15400 0 0 REGENCY CTRS CORP COM 758849103 2846 48500 SH SOLE 48500 0 0 REGENERON PHARMACEUTICALS COM 75886F107 8308 22244 SH SOLE 22244 0 0 REGIONS FINL CORP NEW COM 7591EP100 3960 295970 SH SOLE 295970 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 3141 22400 SH SOLE 22400 0 0 RELIANCE STEEL ALUMINUM CO COM 759509102 1786 25100 SH SOLE 25100 0 0 REPUBLIC SVCS INC COM 760759100 4491 62300 SH SOLE 62300 0 0 RESMED INC COM 761152107 4646 40800 SH SOLE 40800 0 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 900 43800 SH SOLE 43800 0 0 ROBERT HALF INTL INC COM 770323103 35776 625460 SH SOLE 625460 0 0 ROCKWELL AUTOMATION INC COM 773903109 5205 34590 SH SOLE 34590 0 0 ROLLINS INC COM 775711104 1524 42209 SH SOLE 42209 0 0 ROPER TECHNOLOGIES INC COM 776696106 7890 29602 SH SOLE 29602 0 0 ROSS STORES INC COM 778296103 35725 429388 SH SOLE 429388 0 0 ROYAL GOLD INC COM 780287108 2004 23400 SH SOLE 23400 0 0 RYDER SYS INC COM 783549108 910 18900 SH SOLE 18900 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 5245 32400 SH SOLE 32400 0 0 SEI INVESTMENTS CO COM 784117103 2153 46600 SH SOLE 46600 0 0 SL GREEN RLTY CORP COM 78440X101 1930 24408 SH SOLE 24408 0 0 SLM CORP COM 78442P106 1291 155325 SH SOLE 155325 0 0 SM ENERGY CO COM 78454L100 570 36800 SH SOLE 36800 0 0 SPDR S P 500 ETF TR TR UNIT 78462F103 481652 1927226 SH SOLE 1927226 0 0 SVB FINL GROUP COM 78486Q101 2887 15200 SH SOLE 15200 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 1048 63600 SH SOLE 63600 0 0 SABRE CORP COM 78573M104 2123 98100 SH SOLE 98100 0 0 SAFETY INCOME GROWTH INC COM 78649D104 16553 880000 SH SOLE 880000 0 0 SALESFORCE COM INC COM 79466L302 30004 219056 SH SOLE 219056 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 730 42800 SH SOLE 42800 0 0 SANDERSON FARMS INC COM 800013104 715 7200 SH SOLE 7200 0 0 SCANA CORP NEW COM 80589M102 1950 40816 SH SOLE 40816 0 0 SCHEIN HENRY INC COM 806407102 3427 43644 SH SOLE 43644 0 0 SCHLUMBERGER LTD COM 806857108 14305 396472 SH SOLE 396472 0 0 SCHWAB CHARLES CORP NEW COM 808513105 14292 344137 SH SOLE 344137 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 967 15185 SH SOLE 15185 0 0 SCIENTIFIC GAMES CORP COM 80874P109 350 19600 SH SOLE 19600 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 859 13975 SH SOLE 13975 0 0 SEALED AIR CORP NEW COM 81211K100 1566 44948 SH SOLE 44948 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 1118 19500 SH SOLE 19500 0 0 SELECT SECTOR SPDR TR SBI INT FINL 81369Y605 63478 2664900 SH SOLE 2664900 0 0 SELECT SECTOR SPDR TR SBI INT INDS 81369Y704 8360 129800 SH SOLE 129800 0 0 SEMPRA ENERGY COM 816851109 8475 78338 SH SOLE 78338 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 993 84700 SH SOLE 84700 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 842 15070 SH SOLE 15070 0 0 SERVICE CORP INTL COM 817565104 2597 64500 SH SOLE 64500 0 0 SHERWIN WILLIAMS CO COM 824348106 9282 23591 SH SOLE 23591 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 1953 19000 SH SOLE 19000 0 0 SILICON LABORATORIES INC COM 826919102 1214 15400 SH SOLE 15400 0 0 SILGAN HOLDINGS INC COM 827048109 651 27562 SH SOLE 27562 0 0 SIMON PPTY GROUP INC NEW COM 828806109 14884 88598 SH SOLE 88598 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 1424 25600 SH SOLE 25600 0 0 SKECHERS U S A INC CL A 830566105 1092 47700 SH SOLE 47700 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 3405 50808 SH SOLE 50808 0 0 SMITH A O COM 831865209 1759 41200 SH SOLE 41200 0 0 SMUCKER J M CO COM NEW 832696405 3048 32600 SH SOLE 32600 0 0 SNAP ON INC COM 833034101 2315 15935 SH SOLE 15935 0 0 SNAP INC CL A 83304A106 5955 1080756 SH SOLE 1080756 0 0 SONOCO PRODS CO COM 835495102 1892 35611 SH SOLE 35611 0 0 SOTHEBYS COM 835898107 494 12427 SH SOLE 12427 0 0 SOUTHERN CO COM 842587107 12936 294530 SH SOLE 294530 0 0 SOUTHWEST AIRLS CO COM 844741108 6734 144884 SH SOLE 144884 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 1446 18900 SH SOLE 18900 0 0 SOUTHWESTERN ENERGY CO COM 845467109 707 207200 SH SOLE 207200 0 0 SPLUNK INC COM 848637104 10904 104000 SH SOLE 104000 0 0 SPROUTS FMRS MKT INC COM 85208M102 1070 45500 SH SOLE 45500 0 0 SQUARE INC CL A 852234103 15911 283665 SH SOLE 283665 0 0 STANLEY BLACK DECKER INC COM 854502101 5179 43248 SH SOLE 43248 0 0 STARBUCKS CORP COM 855244109 22872 355160 SH SOLE 355160 0 0 STATE STR CORP COM 857477103 6853 108657 SH SOLE 108657 0 0 STEEL DYNAMICS INC COM 858119100 2457 81800 SH SOLE 81800 0 0 STERICYCLE INC COM 858912108 1115 30381 SH SOLE 30381 0 0 STERLING BANCORP DEL COM 85917A100 1321 80000 SH SOLE 80000 0 0 STIFEL FINL CORP COM 860630102 1064 25700 SH SOLE 25700 0 0 STRYKER CORP COM 863667101 40895 260896 SH SOLE 260896 0 0 SUNTRUST BKS INC COM 867914103 6486 128592 SH SOLE 128592 0 0 SYMANTEC CORP COM 871503108 3456 182929 SH SOLE 182929 0 0 SYNAPTICS INC COM 87157D109 458 12300 SH SOLE 12300 0 0 SYNOPSYS INC COM 871607107 3597 42700 SH SOLE 42700 0 0 SYNOVUS FINL CORP COM NEW 87161C501 1328 41505 SH SOLE 41505 0 0 SYNNEX CORP COM 87162W100 1197 14804 SH SOLE 14804 0 0 SYNCHRONY FINL COM 87165B103 4441 189310 SH SOLE 189310 0 0 SYNEOS HEALTH INC CL A 87166B102 854 21700 SH SOLE 21700 0 0 SYSCO CORP COM 871829107 8577 136879 SH SOLE 136879 0 0 TCF FINL CORP COM 872275102 1159 59460 SH SOLE 59460 0 0 TJX COS INC NEW COM 872540109 15850 354280 SH SOLE 354280 0 0 TRI POINTE GROUP INC COM 87265H109 554 50700 SH SOLE 50700 0 0 TAKE TWO INTERACTIVE SOFTWAR COM 874054109 3356 32600 SH SOLE 32600 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 677 33500 SH SOLE 33500 0 0 TAPESTRY INC COM 876030107 2799 82947 SH SOLE 82947 0 0 TARGET CORP COM 87612E106 9875 149410 SH SOLE 149410 0 0 TAUBMAN CTRS INC COM 876664103 992 21800 SH SOLE 21800 0 0 TECH DATA CORP COM 878237106 1092 13350 SH SOLE 13350 0 0 TEGNA INC COM 87901J105 834 76700 SH SOLE 76700 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2671 12900 SH SOLE 12900 0 0 TELEFLEX INC COM 879369106 4247 16430 SH SOLE 16430 0 0 TELEPHONE DATA SYS INC COM NEW 879433829 1078 33136 SH SOLE 33136 0 0 TEMPUR SEALY INTL INC COM 88023U101 675 16300 SH SOLE 16300 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 507 29600 SH SOLE 29600 0 0 TERADATA CORP DEL COM 88076W103 1615 42100 SH SOLE 42100 0 0 TERADYNE INC COM 880770102 2005 63900 SH SOLE 63900 0 0 TEREX CORP NEW COM 880779103 637 23100 SH SOLE 23100 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 915 17900 SH SOLE 17900 0 0 TEXAS INSTRS INC COM 882508104 25989 275018 SH SOLE 275018 0 0 TEXAS ROADHOUSE INC COM 882681109 1415 23700 SH SOLE 23700 0 0 TEXTRON INC COM 883203101 3198 69537 SH SOLE 69537 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 71105 317731 SH SOLE 317731 0 0 THOR INDS INC COM 885160101 931 17900 SH SOLE 17900 0 0 3M CO COM 88579Y101 31758 166676 SH SOLE 166676 0 0 TIFFANY CO NEW COM 886547108 2499 31034 SH SOLE 31034 0 0 TIMKEN CO COM 887389104 922 24700 SH SOLE 24700 0 0 TOLL BROTHERS INC COM 889478103 1591 48300 SH SOLE 48300 0 0 TOOTSIE ROLL INDS INC COM 890516107 220 6588 SH SOLE 6588 0 0 TORCHMARK CORP COM 891027104 2192 29410 SH SOLE 29410 0 0 TORO CO COM 891092108 2096 37500 SH SOLE 37500 0 0 TOTAL SYS SVCS INC COM 891906109 23473 288753 SH SOLE 288753 0 0 TRACTOR SUPPLY CO COM 892356106 2916 34952 SH SOLE 34952 0 0 TRANSDIGM GROUP INC COM 893641100 4728 13904 SH SOLE 13904 0 0 TRAVELERS COMPANIES INC COM 89417E109 9087 75883 SH SOLE 75883 0 0 TREEHOUSE FOODS INC COM 89469A104 1014 20000 SH SOLE 20000 0 0 TRIMBLE INC COM 896239100 2945 89500 SH SOLE 89500 0 0 TRINITY INDS INC COM 896522109 1075 52194 SH SOLE 52194 0 0 TRIPADVISOR INC COM 896945201 1583 29354 SH SOLE 29354 0 0 TRUSTMARK CORP COM 898402102 679 23900 SH SOLE 23900 0 0 TUPPERWARE BRANDS CORP COM 899896104 546 17287 SH SOLE 17287 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 14563 302641 SH SOLE 302641 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 6663 139456 SH SOLE 139456 0 0 TWITTER INC COM 90184L102 5949 207000 SH SOLE 207000 0 0 TWO HBRS INVT CORP COM NEW 90187B408 152567 11882142 SH SOLE 11882142 0 0 II VI INC COM 902104108 732 22545 SH SOLE 22545 0 0 TYLER TECHNOLOGIES INC COM 902252105 2564 13800 SH SOLE 13800 0 0 TYSON FOODS INC CL A 902494103 4514 84536 SH SOLE 84536 0 0 UDR INC COM 902653104 3126 78904 SH SOLE 78904 0 0 UGI CORP NEW COM 902681105 3308 62000 SH SOLE 62000 0 0 UMB FINL CORP COM 902788108 976 16000 SH SOLE 16000 0 0 US BANCORP DEL COM NEW 902973304 60783 1330042 SH SOLE 1330042 0 0 ULTA BEAUTY INC COM 90384S303 3938 16084 SH SOLE 16084 0 0 ULTIMATE SOFTWARE GROUP INC COM 90385D107 2718 11100 SH SOLE 11100 0 0 UMPQUA HLDGS CORP COM 904214103 1248 78500 SH SOLE 78500 0 0 UNDER ARMOUR INC CL A 904311107 950 53756 SH SOLE 53756 0 0 UNDER ARMOUR INC CL C 904311206 878 54299 SH SOLE 54299 0 0 UNION PAC CORP COM 907818108 29154 210912 SH SOLE 210912 0 0 UNITED BANKSHARES INC WEST V COM 909907107 1145 36800 SH SOLE 36800 0 0 UNITED CONTL HLDGS INC COM 910047109 5488 65544 SH SOLE 65544 0 0 UNITED PARCEL SERVICE INC CL B 911312106 21631 221786 SH SOLE 221786 0 0 UNITED RENTALS INC COM 911363109 2379 23200 SH SOLE 23200 0 0 UNITED STATES STL CORP NEW COM 912909108 1153 63200 SH SOLE 63200 0 0 UNITED TECHNOLOGIES CORP COM 913017109 24743 232368 SH SOLE 232368 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1688 15500 SH SOLE 15500 0 0 UNITEDHEALTH GROUP INC COM 91324P102 68611 275413 SH SOLE 275413 0 0 UNITI GROUP INC COM 91325V108 994 63840 SH SOLE 63840 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 1413 15100 SH SOLE 15100 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 2850 24452 SH SOLE 24452 0 0 UNUM GROUP COM 91529Y106 1841 62669 SH SOLE 62669 0 0 URBAN OUTFITTERS INC COM 917047102 893 26900 SH SOLE 26900 0 0 URBAN EDGE PPTYS COM 91704F104 676 40700 SH SOLE 40700 0 0 V F CORP COM 918204108 6644 93128 SH SOLE 93128 0 0 VALERO ENERGY CORP NEW COM 91913Y100 9107 121476 SH SOLE 121476 0 0 VALLEY NATL BANCORP COM 919794107 1050 118214 SH SOLE 118214 0 0 VALMONT INDS INC COM 920253101 877 7900 SH SOLE 7900 0 0 VALVOLINE INC COM 92047W101 1297 67028 SH SOLE 67028 0 0 VARIAN MED SYS INC COM 92220P105 2952 26054 SH SOLE 26054 0 0 VECTREN CORP COM 92240G101 5101 70860 SH SOLE 70860 0 0 VENTAS INC COM 92276F100 5977 102010 SH SOLE 102010 0 0 VERISIGN INC COM 92343E102 4516 30457 SH SOLE 30457 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 105582 1878015 SH SOLE 1878015 0 0 VERISK ANALYTICS INC COM 92345Y106 5138 47116 SH SOLE 47116 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 22067 133168 SH SOLE 133168 0 0 VERSUM MATLS INC COM 92532W103 1078 38901 SH SOLE 38901 0 0 VIASAT INC COM 92552V100 1179 20000 SH SOLE 20000 0 0 VIACOM INC NEW CL B 92553P201 2601 101204 SH SOLE 101204 0 0 VISA INC COM CL A 92826C839 122169 925944 SH SOLE 925944 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 847 47052 SH SOLE 47052 0 0 VISTEON CORP COM NEW 92839U206 621 10300 SH SOLE 10300 0 0 VORNADO RLTY TR SH BEN INT 929042109 3074 49550 SH SOLE 49550 0 0 VULCAN MATLS CO COM 929160109 3736 37810 SH SOLE 37810 0 0 WEC ENERGY GROUP INC COM 92939U106 6260 90377 SH SOLE 90377 0 0 WABTEC CORP COM 929740108 2157 30700 SH SOLE 30700 0 0 WALMART INC COM 931142103 37962 407534 SH SOLE 407534 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 31204 456661 SH SOLE 456661 0 0 WASHINGTON FED INC COM 938824109 775 29023 SH SOLE 29023 0 0 WASTE MGMT INC DEL COM 94106L109 9992 112278 SH SOLE 112278 0 0 WATERS CORP COM 941848103 4093 21696 SH SOLE 21696 0 0 WATSCO INC COM 942622200 1586 11400 SH SOLE 11400 0 0 WEBSTER FINL CORP CONN COM 947890109 1619 32850 SH SOLE 32850 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 532 13800 SH SOLE 13800 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 1054 42500 SH SOLE 42500 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 3376 14300 SH SOLE 14300 0 0 WELLS FARGO CO NEW COM 949746101 103350 2242830 SH SOLE 2242830 0 0 WELLTOWER INC COM 95040Q104 7462 107509 SH SOLE 107509 0 0 WENDYS CO COM 95058W100 1040 66643 SH SOLE 66643 0 0 WERNER ENTERPRISES INC COM 950755108 466 15775 SH SOLE 15775 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 2588 26400 SH SOLE 26400 0 0 WESTERN DIGITAL CORP COM 958102105 3063 82849 SH SOLE 82849 0 0 WESTERN UN CO COM 959802109 2162 126726 SH SOLE 126726 0 0 WESTROCK CO COM 96145D105 2741 72602 SH SOLE 72602 0 0 WEX INC COM 96208T104 3726 26600 SH SOLE 26600 0 0 WEYERHAEUSER CO COM 962166104 4688 214461 SH SOLE 214461 0 0 WHIRLPOOL CORP COM 963320106 1955 18289 SH SOLE 18289 0 0 WILEY JOHN SONS INC CL A 968223206 756 16100 SH SOLE 16100 0 0 WILLIAMS COS INC DEL COM 969457100 7642 346586 SH SOLE 346586 0 0 WILLIAMS SONOMA INC COM 969904101 1443 28600 SH SOLE 28600 0 0 WINTRUST FINL CORP COM 97650W108 1336 20100 SH SOLE 20100 0 0 WOODWARD INC COM 980745103 1471 19800 SH SOLE 19800 0 0 WORKDAY INC CL A 98138H101 8431 52800 SH SOLE 52800 0 0 WORLD FUEL SVCS CORP COM 981475106 514 24000 SH SOLE 24000 0 0 WORLDPAY INC CL A 981558109 24649 322500 SH SOLE 322500 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 1158 15500 SH SOLE 15500 0 0 WORTHINGTON INDS INC COM 981811102 501 14378 SH SOLE 14378 0 0 WPX ENERGY INC COM 98212B103 1598 140800 SH SOLE 140800 0 0 WYNDHAM DESTINATIONS INC COM 98310W108 1245 34737 SH SOLE 34737 0 0 WYNDHAM HOTELS RESORTS INC COM 98311A105 1603 35337 SH SOLE 35337 0 0 WYNN RESORTS LTD COM 983134107 2767 27970 SH SOLE 27970 0 0 XCEL ENERGY INC COM 98389B100 7249 147134 SH SOLE 147134 0 0 XILINX INC COM 983919101 6172 72471 SH SOLE 72471 0 0 XEROX CORP COM NEW 984121608 1172 59318 SH SOLE 59318 0 0 XYLEM INC COM 98419M100 3434 51472 SH SOLE 51472 0 0 YELP INC CL A 985817105 952 27200 SH SOLE 27200 0 0 YUM BRANDS INC COM 988498101 8223 89454 SH SOLE 89454 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 10700 67200 SH SOLE 67200 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 6062 58443 SH SOLE 58443 0 0 ZIONS BANCORPORATION N A COM 989701107 2241 55006 SH SOLE 55006 0 0 ZOETIS INC CL A 98978V103 49407 577592 SH SOLE 577592 0 0 ADIENT PLC ORD SHS G0084W101 467 31000 SH SOLE 31000 0 0 ALLEGION PUB LTD CO ORD SHS G0176J109 2167 27185 SH SOLE 27185 0 0 ALLERGAN PLC SHS G0177J108 12130 90756 SH SOLE 90756 0 0 AON PLC SHS CL A G0408V102 10022 68947 SH SOLE 68947 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 894 21300 SH SOLE 21300 0 0 ARRIS INTL INC SHS G0551A103 1782 58300 SH SOLE 58300 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 65102 461686 SH SOLE 461686 0 0 DELPHI TECHNOLOGIES PLC SHS G2709G107 451 31500 SH SOLE 31500 0 0 ENSCO PLC SHS CLASS A G3157S106 555 155800 SH SOLE 155800 0 0 EVEREST RE GROUP LTD COM G3223R108 176734 811600 SH SOLE 811600 0 0 HELEN OF TROY CORP LTD COM G4388N106 1233 9400 SH SOLE 9400 0 0 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1232 59437 SH SOLE 59437 0 0 IHS MARKIT LTD SHS G47567105 4927 102700 SH SOLE 102700 0 0 INGERSOLL RAND PLC SHS G47791101 6417 70340 SH SOLE 70340 0 0 INVESCO LTD SHS G491BT108 1971 117755 SH SOLE 117755 0 0 JOHNSON CTLS INTL PLC SHS G51502105 40777 1375287 SH SOLE 1375287 0 0 LINDE PLC COM G5494J103 24443 156645 SH SOLE 156645 0 0 LIVANOVA PLC SHS G5509L101 1592 17400 SH SOLE 17400 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 469 29700 SH SOLE 29700 0 0 MEDTRONIC PLC SHS G5960L103 34978 384538 SH SOLE 384538 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 1632 43048 SH SOLE 43048 0 0 APTIV PLC SHS G6095L109 13264 215422 SH SOLE 215422 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 2371 101644 SH SOLE 101644 0 0 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 2671 63000 SH SOLE 63000 0 0 NVENT ELECTRIC PLC SHS G6700G107 1307 58202 SH SOLE 58202 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 1925 14400 SH SOLE 14400 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 380 45300 SH SOLE 45300 0 0 SEAGATE TECHNOLOGY SHS G7945M107 2876 74540 SH SOLE 74540 0 0 PENTAIR PLC SHS G7S00T104 1727 45702 SH SOLE 45702 0 0 SIGNET JEWELERS LIMITED SHS G81276100 588 18500 SH SOLE 18500 0 0 STERIS PLC SHS USD G84720104 3216 30100 SH SOLE 30100 0 0 TECHNIPFMC PLC COM G87110105 1257 64200 SH SOLE 64200 0 0 WILLIS TOWERS WATSON PUB LTD SHS G96629103 5646 37178 SH SOLE 37178 0 0 PERRIGO CO PLC SHS G97822103 1388 35822 SH SOLE 35822 0 0 CHUBB LIMITED COM H1467J104 17049 131977 SH SOLE 131977 0 0 GARMIN LTD SHS H2906T109 2188 34562 SH SOLE 34562 0 0 TE CONNECTIVITY LTD REG SHS H84989104 7425 98176 SH SOLE 98176 0 0 TRANSOCEAN LTD REG SHS H8817H100 1252 180400 SH SOLE 180400 0 0 STRATASYS LTD SHS M85548101 22055 1224603 SH SOLE 1224603 0 0 CORE LABORATORIES N V COM N22717107 943 15800 SH SOLE 15800 0 0 LYONDELLBASELL INDUSTRIES N SHS A N53745100 44632 536704 SH SOLE 536704 0 0 MYLAN N V SHS EURO N59465109 4044 147609 SH SOLE 147609 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 22362 228672 SH SOLE 228672 0 0