0001097241-18-000001.txt : 20180202 0001097241-18-000001.hdr.sgml : 20180202 20180202102704 ACCESSION NUMBER: 0001097241-18-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180202 DATE AS OF CHANGE: 20180202 EFFECTIVENESS DATE: 20180202 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VIRGINIA RETIREMENT SYSTEMS ET AL CENTRAL INDEX KEY: 0001005354 IRS NUMBER: 000000000 STATE OF INCORPORATION: VA FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05994 FILM NUMBER: 18569088 BUSINESS ADDRESS: STREET 1: 1200 EAST MAIN STREET CITY: RICHMOND STATE: VA ZIP: 23219 BUSINESS PHONE: 1-804-344-3149 MAIL ADDRESS: STREET 1: P.O. BOX 2500 CITY: RICHMOND STATE: VA ZIP: 23218 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001005354 XXXXXXXX 12-31-2017 12-31-2017 VIRGINIA RETIREMENT SYSTEMS ET AL

P.O. BOX 2500 RICHMOND VA 23218

13F HOLDINGS REPORT 028-05994 N Curtis M. Mattson 804-344-3129 Curtis M. Mattson Richmond VA 02-01-2018 0 978 8466684 false INFORMATION TABLE 2 vrs13f4q2017.xml DEUTSCHE BANK AG NAMEN AKT D18190898 517 27127 SH SOLE 27127 0 0 ADIENT PLC ORD SHS G0084W101 1165 14800 SH SOLE 14800 0 0 ALLERGAN PLC SHS G0177J108 2243 13714 SH SOLE 13714 0 0 AON PLC SHS CL A G0408V102 3859 28800 SH SOLE 28800 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 914 22500 SH SOLE 22500 0 0 ARRIS INTL INC SHS G0551A103 2340 91100 SH SOLE 91100 0 0 ASSURED GUARANTY LTD COM G0585R106 701 20700 SH SOLE 20700 0 0 ATHENE HLDG LTD CL A G0684D107 1898 36700 SH SOLE 36700 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1935 38500 SH SOLE 38500 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 58266 380600 SH SOLE 380600 0 0 CARDTRONICS PLC SHS CL A G1991C105 1117 60300 SH SOLE 60300 0 0 CREDICORP LTD COM G2519Y108 1058 5100 SH SOLE 5100 0 0 ENSCO PLC SHS CLASS A G3157S106 879 148660 SH SOLE 148660 0 0 EVEREST RE GROUP LTD COM G3223R108 26972 121900 SH SOLE 121900 0 0 FRESH DEL MONTE PRODUCE INC ORD 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26441C204 22659 269400 SH SOLE 269400 0 0 DUKE REALTY CORP COM NEW 264411505 14040 515970 SH SOLE 515970 0 0 DUN & BRADSTREET CORP DEL NE COM 26483E100 485 4100 SH SOLE 4100 0 0 DYCOM INDS INC COM 267475101 524 4700 SH SOLE 4700 0 0 EOG RES INC COM 26875P101 13820 128069 SH SOLE 128069 0 0 EQT CORP COM 26884L109 564 9910 SH SOLE 9910 0 0 EPR PPTYS COM SH BEN INT 26884U109 8706 133000 SH SOLE 133000 0 0 EAGLE MATERIALS INC COM 26969P108 487 4300 SH SOLE 4300 0 0 EASTERLY GOVT PPTYS INC COM 27616P103 640 30000 SH SOLE 30000 0 0 EBAY INC COM 278642103 27048 716700 SH SOLE 716700 0 0 EBIX INC COM NEW 278715206 1862 23500 SH SOLE 23500 0 0 ECHOSTAR CORP CL A 278768106 473 7900 SH SOLE 7900 0 0 ECOLAB INC COM 278865100 3824 28500 SH SOLE 28500 0 0 EDGEWELL PERS CARE CO COM 28035Q102 481 8100 SH SOLE 8100 0 0 EDUCATION RLTY TR INC COM NEW 28140H203 2193 62800 SH SOLE 62800 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 5185 46000 SH SOLE 46000 0 0 ELDORADO RESORTS INC COM 28470R102 583 17600 SH SOLE 17600 0 0 EMCOR GROUP INC COM 29084Q100 1578 19300 SH SOLE 19300 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 2426 52200 SH SOLE 52200 0 0 EMPIRE ST RLTY TR INC CL A 292104106 8877 432390 SH SOLE 432390 0 0 ENBRIDGE INC COM 29250N105 3394 86580 SH SOLE 86580 0 0 ENCANA CORP COM 292505104 2845 212561 SH SOLE 212561 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 1238 21100 SH SOLE 21100 0 0 ENERGEN CORP COM 29265N108 2483 43124 SH SOLE 43124 0 0 ENERSYS COM 29275Y102 2200 31600 SH SOLE 31600 0 0 ENTEGRIS INC COM 29362U104 518 17000 SH SOLE 17000 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 241 22300 SH SOLE 22300 0 0 ENTERGY CORP NEW COM 29364G103 34054 418400 SH SOLE 418400 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 817 18100 SH SOLE 18100 0 0 ENVESTNET INC COM 29404K106 2029 40700 SH SOLE 40700 0 0 EQUITY COMWLTH COM SH BEN INT 294628102 2236 73300 SH SOLE 73300 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 9739 109400 SH SOLE 109400 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 17274 270887 SH SOLE 270887 0 0 ESSEX PPTY TR INC COM 297178105 20128 83391 SH SOLE 83391 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 406 14200 SH SOLE 14200 0 0 EURONET WORLDWIDE INC COM 298736109 1003 11900 SH SOLE 11900 0 0 EVERCORE INC CLASS A 29977A105 1953 21700 SH SOLE 21700 0 0 EXELON CORP COM 30161N101 25266 641100 SH SOLE 641100 0 0 EXPEDIA INC DEL COM NEW 30212P303 491 4100 SH SOLE 4100 0 0 EXTENDED STAY AMER INC UNIT 99/99/999 30224P200 1298 68300 SH SOLE 68300 0 0 EXTRA SPACE STORAGE INC COM 30225T102 9698 110900 SH SOLE 110900 0 0 EXTREME NETWORKS INC COM 30226D106 940 75100 SH SOLE 75100 0 0 EXXON MOBIL CORP COM 30231G102 128335 1534376 SH SOLE 1534376 0 0 F M C CORP COM NEW 302491303 880 9300 SH SOLE 9300 0 0 FNB CORP PA COM 302520101 777 56200 SH SOLE 56200 0 0 FACEBOOK INC CL A 30303M102 147132 833800 SH SOLE 833800 0 0 FACTSET RESH SYS INC COM 303075105 1523 7900 SH SOLE 7900 0 0 FAIR ISAAC CORP COM 303250104 812 5300 SH SOLE 5300 0 0 FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 75 14342 SH SOLE 14342 0 0 FANG HLDGS LTD ADR 30711Y102 161 28800 SH SOLE 28800 0 0 FASTENAL CO COM 311900104 5048 92300 SH SOLE 92300 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 775 9900 SH SOLE 9900 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1912 14400 SH SOLE 14400 0 0 FEDERATED INVS INC PA CL B 314211103 1270 35200 SH SOLE 35200 0 0 FERRO CORP COM 315405100 2140 90700 SH SOLE 90700 0 0 F5 NETWORKS INC COM 315616102 7086 54000 SH SOLE 54000 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 7809 83000 SH SOLE 83000 0 0 FIDELITY SOUTHERN CORP NEW COM 316394105 257 11800 SH SOLE 11800 0 0 FIESTA RESTAURANT GROUP INC COM 31660B101 1005 52900 SH SOLE 52900 0 0 FIFTH THIRD BANCORP COM 316773100 2500 82400 SH SOLE 82400 0 0 FINANCIAL ENGINES INC COM 317485100 306 10100 SH SOLE 10100 0 0 FIRST AMERN FINL CORP COM 31847R102 2040 36400 SH SOLE 36400 0 0 FIRST BANCORP P R COM NEW 318672706 184 36000 SH SOLE 36000 0 0 FIRST BANCORP N C COM 318910106 734 20800 SH SOLE 20800 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 487 34000 SH SOLE 34000 0 0 FIRST CMNTY BANCSHARES INC N COM 31983A103 394 13700 SH SOLE 13700 0 0 FIRST FINL BANCORP OH COM 320209109 1130 42900 SH SOLE 42900 0 0 FIRST HORIZON NATL CORP COM 320517105 338 16900 SH SOLE 16900 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3824 121500 SH SOLE 121500 0 0 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 649 16200 SH SOLE 16200 0 0 FIRST MERCHANTS CORP COM 320817109 2074 49300 SH SOLE 49300 0 0 1ST SOURCE CORP COM 336901103 410 8300 SH SOLE 8300 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 745 19900 SH SOLE 19900 0 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 509 23200 SH SOLE 23200 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 25112 130500 SH SOLE 130500 0 0 FLEXION THERAPEUTICS INC COM 33938J106 283 11300 SH SOLE 11300 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 16498 1320900 SH SOLE 1320900 0 0 FOREST CITY RLTY TR INC COM CL A 345605109 335 13900 SH SOLE 13900 0 0 FORTIVE CORP COM 34959J108 13066 180600 SH SOLE 180600 0 0 FOSTER L B CO COM 350060109 312 11500 SH SOLE 11500 0 0 FOUR CORNERS PPTY TR INC COM 35086T109 2578 100300 SH SOLE 100300 0 0 FRANCO NEVADA CORP COM 351858105 1123 14000 SH SOLE 14000 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 3843 357800 SH SOLE 357800 0 0 FREEPORT-MCMORAN INC CL B 35671D857 4710 248400 SH SOLE 248400 0 0 FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 270 39900 SH SOLE 39900 0 0 FUTUREFUEL CORPORATION COM 36116M106 700 49700 SH SOLE 49700 0 0 GGP INC COM 36174X101 15023 642280 SH SOLE 642280 0 0 GALLAGHER ARTHUR J & CO COM 363576109 32399 512000 SH SOLE 512000 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 7589 205100 SH SOLE 205100 0 0 GAMESTOP CORP NEW CL A 36467W109 822 45800 SH SOLE 45800 0 0 GANNETT CO INC COM 36473H104 891 76900 SH SOLE 76900 0 0 GARTNER INC COM 366651107 5542 45000 SH SOLE 45000 0 0 GENERAL COMMUNICATION INC CL A 369385109 211 5400 SH SOLE 5400 0 0 GENERAL DYNAMICS CORP COM 369550108 15910 78200 SH SOLE 78200 0 0 GENERAL ELECTRIC CO COM 369604103 30150 1727800 SH SOLE 1727800 0 0 GENERAL MTRS CO COM 37045V100 23467 572500 SH SOLE 572500 0 0 GENTEX CORP COM 371901109 6076 290000 SH SOLE 290000 0 0 GENOMIC HEALTH INC COM 37244C101 239 7000 SH SOLE 7000 0 0 GENWORTH FINL INC COM CL A 37247D106 165 53200 SH SOLE 53200 0 0 GENTHERM INC COM 37253A103 1632 51400 SH SOLE 51400 0 0 GEOSPACE TECHNOLOGIES CORP COM 37364X109 140 10800 SH SOLE 10800 0 0 GERMAN AMERN BANCORP INC COM 373865104 424 12000 SH SOLE 12000 0 0 GETTY RLTY CORP NEW COM 374297109 915 33700 SH SOLE 33700 0 0 GILEAD SCIENCES INC COM 375558103 15804 220600 SH SOLE 220600 0 0 GILDAN ACTIVEWEAR INC COM 375916103 1225 37800 SH SOLE 37800 0 0 GLOBAL PMTS INC COM 37940X102 15537 155000 SH SOLE 155000 0 0 GLOBAL X FDS MSCI PAKISTAN 37950E689 711 57396 SH SOLE 57396 0 0 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1092 33000 SH SOLE 33000 0 0 GLOBUS MED INC CL A 379577208 2667 64900 SH SOLE 64900 0 0 GOLDCORP INC NEW COM 380956409 1838 143700 SH SOLE 143700 0 0 GOLDEN ENTMT INC COM 381013101 212 6500 SH SOLE 6500 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 23744 93200 SH SOLE 93200 0 0 GOVERNMENT PPTYS INCOME TR COM SHS BEN IN 38376A103 2759 148800 SH SOLE 148800 0 0 GRANA Y MONTERO S A A SPONSORED ADR 38500P208 37 12900 SH SOLE 12900 0 0 GRAN TIERRA ENERGY INC COM 38500T101 418 154905 SH SOLE 154905 0 0 GRAY TELEVISION INC COM 389375106 2291 136800 SH SOLE 136800 0 0 GREAT PLAINS ENERGY INC COM 391164100 1528 47400 SH SOLE 47400 0 0 GREEN BANCORP INC COM 39260X100 374 18400 SH SOLE 18400 0 0 GREENBRIER COS INC COM 393657101 256 4800 SH SOLE 4800 0 0 GREIF INC CL A 397624107 836 13800 SH SOLE 13800 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 674 9500 SH SOLE 9500 0 0 GULFPORT ENERGY CORP COM NEW 402635304 195 15291 SH SOLE 15291 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 463 11400 SH SOLE 11400 0 0 HCP INC COM 40414L109 4336 166268 SH SOLE 166268 0 0 HCI GROUP INC COM 40416E103 750 25100 SH SOLE 25100 0 0 HAIN CELESTIAL GROUP INC COM 405217100 2548 60100 SH SOLE 60100 0 0 HALLIBURTON CO COM 406216101 715 14624 SH SOLE 14624 0 0 HANCOCK HLDG CO COM 410120109 728 14700 SH SOLE 14700 0 0 HARLEY DAVIDSON INC COM 412822108 2249 44200 SH SOLE 44200 0 0 HASBRO INC COM 418056107 17424 191700 SH SOLE 191700 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 795 22000 SH SOLE 22000 0 0 HEALTHSOUTH CORP COM NEW 421924309 2643 53500 SH SOLE 53500 0 0 HEALTHCARE RLTY TR COM 421946104 469 14600 SH SOLE 14600 0 0 HEALTHCARE TR AMER INC CL A NEW 42225P501 11607 386400 SH SOLE 386400 0 0 HEARTLAND FINL USA INC COM 42234Q102 660 12300 SH SOLE 12300 0 0 HEICO CORP NEW COM 422806109 802 8500 SH SOLE 8500 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 80 10617 SH SOLE 10617 0 0 HELMERICH & PAYNE INC COM 423452101 7402 114512 SH SOLE 114512 0 0 HERITAGE INS HLDGS INC COM 42727J102 555 30800 SH SOLE 30800 0 0 HERON THERAPEUTICS INC COM 427746102 474 26200 SH SOLE 26200 0 0 HERSHEY CO COM 427866108 13496 118900 SH SOLE 118900 0 0 HESS CORP COM 42809H107 231 4862 SH SOLE 4862 0 0 HEXCEL CORP NEW COM 428291108 1769 28600 SH SOLE 28600 0 0 HIBBETT SPORTS INC COM 428567101 932 45700 SH SOLE 45700 0 0 HIGHWOODS PPTYS INC COM 431284108 473 9300 SH SOLE 9300 0 0 HILL ROM HLDGS INC COM 431475102 2773 32900 SH SOLE 32900 0 0 HOLLYFRONTIER CORP COM 436106108 986 19243 SH SOLE 19243 0 0 HOME DEPOT INC COM 437076102 94443 498300 SH SOLE 498300 0 0 HOMESTREET INC COM 43785V102 1850 63900 SH SOLE 63900 0 0 HONEYWELL INTL INC COM 438516106 15489 101000 SH SOLE 101000 0 0 HORMEL FOODS CORP COM 440452100 5283 145176 SH SOLE 145176 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 6042 202400 SH SOLE 202400 0 0 HOST HOTELS & RESORTS INC COM 44107P104 15094 760423 SH SOLE 760423 0 0 HOSTESS BRANDS INC CL A 44109J106 244 16500 SH SOLE 16500 0 0 HUDSON PAC PPTYS INC COM 444097109 4973 145200 SH SOLE 145200 0 0 HUMANA INC COM 444859102 1736 7000 SH SOLE 7000 0 0 HUNTINGTON BANCSHARES INC COM 446150104 984 67600 SH SOLE 67600 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 2828 12000 SH SOLE 12000 0 0 HURON CONSULTING GROUP INC COM 447462102 364 9000 SH SOLE 9000 0 0 IAC INTERACTIVECORP COM 44919P508 1198 9800 SH SOLE 9800 0 0 IPG PHOTONICS CORP COM 44980X109 1863 8700 SH SOLE 8700 0 0 ISTAR INC COM 45031U101 721 63800 SH SOLE 63800 0 0 IDACORP INC COM 451107106 1133 12400 SH SOLE 12400 0 0 IDEXX LABS INC COM 45168D104 2361 15100 SH SOLE 15100 0 0 ILLINOIS TOOL WKS INC COM 452308109 23543 141100 SH SOLE 141100 0 0 IMMUNOGEN INC COM 45253H101 308 48000 SH SOLE 48000 0 0 IMPERIAL OIL LTD COM NEW 453038408 2223 70991 SH SOLE 70991 0 0 INGEVITY CORP COM 45688C107 761 10800 SH SOLE 10800 0 0 INGLES MKTS INC CL A 457030104 363 10500 SH SOLE 10500 0 0 INGREDION INC COM 457187102 28785 205900 SH SOLE 205900 0 0 INNOSPEC INC COM 45768S105 2104 29800 SH SOLE 29800 0 0 INNOPHOS HOLDINGS INC COM 45774N108 486 10400 SH SOLE 10400 0 0 INSTEEL INDUSTRIES INC COM 45774W108 807 28500 SH SOLE 28500 0 0 INSULET CORP COM 45784P101 697 10100 SH SOLE 10100 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1503 31400 SH SOLE 31400 0 0 INTEL CORP COM 458140100 76750 1662700 SH SOLE 1662700 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 45658 297600 SH SOLE 297600 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2610 17100 SH SOLE 17100 0 0 INTL PAPER CO COM 460146103 7712 133100 SH SOLE 133100 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1937 48600 SH SOLE 48600 0 0 INTL FCSTONE INC COM 46116V105 1429 33600 SH SOLE 33600 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 27954 76600 SH SOLE 76600 0 0 INTUIT COM 461202103 18113 114800 SH SOLE 114800 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 1055 185700 SH SOLE 185700 0 0 INVITATION HOMES INC COM 46187W107 10368 439895 SH SOLE 439895 0 0 IROBOT CORP COM 462726100 2370 30900 SH SOLE 30900 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 531 35400 SH SOLE 35400 0 0 ISHARES INC MSCI CDA ETF 464286509 2875 97000 SH SOLE 97000 0 0 J & J SNACK FOODS CORP COM 466032109 1442 9500 SH SOLE 9500 0 0 JPMORGAN CHASE & CO COM 46625H100 77559 725258 SH SOLE 725258 0 0 JD COM INC SPON ADR CL A 47215P106 1296 31300 SH SOLE 31300 0 0 JELD-WEN HLDG INC COM 47580P103 913 23200 SH SOLE 23200 0 0 JOHNSON & JOHNSON COM 478160104 150567 1077632 SH SOLE 1077632 0 0 JONES LANG LASALLE INC COM 48020Q107 11229 75400 SH SOLE 75400 0 0 J2 GLOBAL INC COM 48123V102 413 5500 SH SOLE 5500 0 0 KAR AUCTION SVCS INC COM 48238T109 263 5200 SH SOLE 5200 0 0 KLA-TENCOR CORP COM 482480100 10444 99400 SH SOLE 99400 0 0 KLX INC COM 482539103 778 11400 SH SOLE 11400 0 0 KADANT INC COM 48282T104 1104 11000 SH SOLE 11000 0 0 KELLY SVCS INC CL A 488152208 360 13200 SH SOLE 13200 0 0 KEMET CORP COM NEW 488360207 485 32200 SH SOLE 32200 0 0 KEMPER CORP DEL COM 488401100 1199 17400 SH SOLE 17400 0 0 KENNAMETAL INC COM 489170100 2750 56800 SH SOLE 56800 0 0 KENNEDY-WILSON HLDGS INC COM 489398107 3028 174500 SH SOLE 174500 0 0 KEYCORP NEW COM 493267108 6840 339100 SH SOLE 339100 0 0 KILROY RLTY CORP COM 49427F108 6383 85500 SH SOLE 85500 0 0 KIMBERLY CLARK CORP COM 494368103 5394 44700 SH SOLE 44700 0 0 KIMCO RLTY CORP COM 49446R109 1833 101000 SH SOLE 101000 0 0 KINDER MORGAN INC DEL COM 49456B101 4228 233961 SH SOLE 233961 0 0 KINROSS GOLD CORP COM NO PAR 496902404 1137 262800 SH SOLE 262800 0 0 KIRBY CORP COM 497266106 354 5300 SH SOLE 5300 0 0 KITE RLTY GROUP TR COM NEW 49803T300 2897 147800 SH SOLE 147800 0 0 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 236 5400 SH SOLE 5400 0 0 KOHLS CORP COM 500255104 1838 33900 SH SOLE 33900 0 0 KORN FERRY INTL COM NEW 500643200 2094 50600 SH SOLE 50600 0 0 KROGER CO COM 501044101 2127 77500 SH SOLE 77500 0 0 KRONOS WORLDWIDE INC COM 50105F105 1289 50000 SH SOLE 50000 0 0 KULICKE & SOFFA INDS INC COM 501242101 1494 61400 SH SOLE 61400 0 0 LHC GROUP INC COM 50187A107 760 12400 SH SOLE 12400 0 0 LCI INDS COM 50189K103 2522 19400 SH SOLE 19400 0 0 LPL FINL HLDGS INC COM 50212V100 280 4900 SH SOLE 4900 0 0 LTC PPTYS INC COM 502175102 1202 27600 SH SOLE 27600 0 0 LAKELAND FINL CORP COM 511656100 659 13600 SH SOLE 13600 0 0 LAM RESEARCH CORP COM 512807108 32267 175300 SH SOLE 175300 0 0 LAMB WESTON HLDGS INC COM 513272104 1519 26900 SH SOLE 26900 0 0 LAREDO PETROLEUM INC COM 516806106 164 15499 SH SOLE 15499 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 556 19800 SH SOLE 19800 0 0 LAUDER ESTEE COS INC CL A 518439104 18361 144300 SH SOLE 144300 0 0 LEAR CORP COM NEW 521865204 24026 136000 SH SOLE 136000 0 0 LENDINGTREE INC NEW COM 52603B107 613 1800 SH SOLE 1800 0 0 LENNOX INTL INC COM 526107107 8643 41500 SH SOLE 41500 0 0 LEXICON PHARMACEUTICALS INC COM NEW 528872302 463 46900 SH SOLE 46900 0 0 LEXINGTON REALTY TRUST COM 529043101 4103 425200 SH SOLE 425200 0 0 LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 279 6300 SH SOLE 6300 0 0 LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 10928 447500 SH SOLE 447500 0 0 LIBERTY PPTY TR SH BEN INT 531172104 17376 404000 SH SOLE 404000 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 493 3600 SH SOLE 3600 0 0 LIFE STORAGE INC COM 53223X107 1710 19200 SH SOLE 19200 0 0 LILLY ELI & CO COM 532457108 45095 533920 SH SOLE 533920 0 0 LINCOLN ELEC HLDGS INC COM 533900106 2418 26400 SH SOLE 26400 0 0 LINCOLN NATL CORP IND COM 534187109 23445 305000 SH SOLE 305000 0 0 LOCKHEED MARTIN CORP COM 539830109 25267 78700 SH SOLE 78700 0 0 LOGMEIN INC COM 54142L109 3714 32440 SH SOLE 32440 0 0 LOUISIANA PAC CORP COM 546347105 2405 91600 SH SOLE 91600 0 0 LYDALL INC DEL COM 550819106 776 15300 SH SOLE 15300 0 0 MBIA INC COM 55262C100 110 15000 SH SOLE 15000 0 0 MDU RES GROUP INC COM 552690109 2575 95800 SH SOLE 95800 0 0 MGE ENERGY INC COM 55277P104 1148 18200 SH SOLE 18200 0 0 MGIC INVT CORP WIS COM 552848103 1991 141100 SH SOLE 141100 0 0 MKS INSTRUMENT INC COM 55306N104 2117 22400 SH SOLE 22400 0 0 MSCI INC COM 55354G100 9946 78600 SH SOLE 78600 0 0 MTS SYS CORP COM 553777103 274 5100 SH SOLE 5100 0 0 MACERICH CO COM 554382101 1862 28343 SH SOLE 28343 0 0 MACK CALI RLTY CORP COM 554489104 319 14800 SH SOLE 14800 0 0 MADDEN STEVEN LTD COM 556269108 290 6200 SH SOLE 6200 0 0 MAGNA INTL INC COM 559222401 15940 280340 SH SOLE 280340 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 427 11750 SH SOLE 11750 0 0 MANHATTAN ASSOCS INC COM 562750109 2502 50500 SH SOLE 50500 0 0 MANPOWERGROUP INC COM 56418H100 3418 27100 SH SOLE 27100 0 0 MANULIFE FINL CORP COM 56501R106 3786 180900 SH SOLE 180900 0 0 MARATHON OIL CORP COM 565849106 5129 302957 SH SOLE 302957 0 0 MARATHON PETE CORP COM 56585A102 13047 197746 SH SOLE 197746 0 0 MASIMO CORP COM 574795100 2493 29400 SH SOLE 29400 0 0 MASTEC INC COM 576323109 431 8800 SH SOLE 8800 0 0 MASTERCARD INCORPORATED CL A 57636Q104 52582 347400 SH SOLE 347400 0 0 MATADOR RES CO COM 576485205 2909 93447 SH SOLE 93447 0 0 MATCH GROUP INC COM 57665R106 726 23200 SH SOLE 23200 0 0 MATERION CORP COM 576690101 1657 34100 SH SOLE 34100 0 0 MATSON INC COM 57686G105 621 20800 SH SOLE 20800 0 0 MAXIMUS INC COM 577933104 2713 37900 SH SOLE 37900 0 0 MCCORMICK & CO INC COM NON VTG 579780206 11118 109100 SH SOLE 109100 0 0 MCDERMOTT INTL INC COM 580037109 1438 218588 SH SOLE 218588 0 0 MCDONALDS CORP COM 580135101 27143 157700 SH SOLE 157700 0 0 MCKESSON CORP COM 58155Q103 2199 14100 SH SOLE 14100 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 4947 359000 SH SOLE 359000 0 0 MEDICINES CO COM 584688105 1094 40000 SH SOLE 40000 0 0 MEDIFAST INC COM 58470H101 1599 22900 SH SOLE 22900 0 0 MEDPACE HLDGS INC COM 58506Q109 1356 37400 SH SOLE 37400 0 0 MELCO RESORT ENTERTAINMENT L ADR 585464100 1138 39200 SH SOLE 39200 0 0 MERCK & CO INC COM 58933Y105 44492 790694 SH SOLE 790694 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 818 58400 SH SOLE 58400 0 0 MERIT MED SYS INC COM 589889104 592 13700 SH SOLE 13700 0 0 MERITOR INC COM 59001K100 1523 64900 SH SOLE 64900 0 0 META FINL GROUP INC COM 59100U108 611 6600 SH SOLE 6600 0 0 METHODE ELECTRS INC COM 591520200 1283 32000 SH SOLE 32000 0 0 METLIFE INC COM 59156R108 11265 222800 SH SOLE 222800 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 21435 34600 SH SOLE 34600 0 0 MICROSOFT CORP COM 594918104 167214 1954800 SH SOLE 1954800 0 0 MICRON TECHNOLOGY INC COM 595112103 28924 703400 SH SOLE 703400 0 0 MID AMER APT CMNTYS INC COM 59522J103 11583 115183 SH SOLE 115183 0 0 MILLER HERMAN INC COM 600544100 2231 55700 SH SOLE 55700 0 0 MITCHAM INDS INC COM 606501104 48 15200 SH SOLE 15200 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 857 84100 SH SOLE 84100 0 0 MOELIS & CO CL A 60786M105 1188 24500 SH SOLE 24500 0 0 MOHAWK INDS INC COM 608190104 20003 72500 SH SOLE 72500 0 0 MOMO INC ADR 60879B107 1846 75400 SH SOLE 75400 0 0 MONDELEZ INTL INC CL A 609207105 710 16580 SH SOLE 16580 0 0 MONSANTO CO NEW COM 61166W101 15368 131600 SH SOLE 131600 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 10190 161000 SH SOLE 161000 0 0 MOODYS CORP COM 615369105 23042 156100 SH SOLE 156100 0 0 MOOG INC CL A 615394202 313 3600 SH SOLE 3600 0 0 MORGAN STANLEY COM NEW 617446448 8815 168000 SH SOLE 168000 0 0 MOSAIC CO NEW COM 61945C103 1783 69500 SH SOLE 69500 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 5321 58900 SH SOLE 58900 0 0 MOVADO GROUP INC COM 624580106 605 18800 SH SOLE 18800 0 0 MURPHY OIL CORP COM 626717102 13049 420251 SH SOLE 420251 0 0 MURPHY USA INC COM 626755102 2443 30400 SH SOLE 30400 0 0 MYRIAD GENETICS INC COM 62855J104 1497 43600 SH SOLE 43600 0 0 NCR CORP NEW COM 62886E108 2281 67100 SH SOLE 67100 0 0 NMI HLDGS INC CL A 629209305 282 16600 SH SOLE 16600 0 0 NN INC COM 629337106 433 15700 SH SOLE 15700 0 0 NRG ENERGY INC COM NEW 629377508 2156 75700 SH SOLE 75700 0 0 NASDAQ INC COM 631103108 484 6300 SH SOLE 6300 0 0 NATIONAL BEVERAGE CORP COM 635017106 1082 11100 SH SOLE 11100 0 0 NATIONAL FUEL GAS CO N J COM 636180101 736 13400 SH SOLE 13400 0 0 NATIONAL GEN HLDGS CORP COM 636220303 1151 58600 SH SOLE 58600 0 0 NATIONAL HEALTH INVS INC COM 63633D104 7960 105600 SH SOLE 105600 0 0 NATIONAL OILWELL VARCO INC COM 637071101 232 6430 SH SOLE 6430 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 10376 240581 SH SOLE 240581 0 0 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 2309 84700 SH SOLE 84700 0 0 NATIONSTAR MTG HLDGS INC COM 63861C109 655 35400 SH SOLE 35400 0 0 NATUS MEDICAL INC DEL COM 639050103 741 19400 SH SOLE 19400 0 0 NAVISTAR INTL CORP NEW COM 63934E108 279 6500 SH SOLE 6500 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1285 108100 SH SOLE 108100 0 0 NETFLIX INC COM 64110L106 19657 102400 SH SOLE 102400 0 0 NETEASE INC SPONSORED ADR 64110W102 1449 4200 SH SOLE 4200 0 0 NETSCOUT SYS INC COM 64115T104 2302 75600 SH SOLE 75600 0 0 NQ MOBILE INC ADR REPSTG CL 64118U108 43 10700 SH SOLE 10700 0 0 NEW RESIDENTIAL INVT CORP COM NEW 64828T201 2727 152500 SH SOLE 152500 0 0 NEWELL BRANDS INC COM 651229106 701 22681 SH SOLE 22681 0 0 NEWLINK GENETICS CORP COM 651511107 607 74800 SH SOLE 74800 0 0 NEWMARKET CORP COM 651587107 1907 4800 SH SOLE 4800 0 0 NEWMONT MINING CORP COM 651639106 4604 122700 SH SOLE 122700 0 0 NEXTERA ENERGY INC COM 65339F101 4108 26300 SH SOLE 26300 0 0 NIKE INC CL B 654106103 306 4900 SH SOLE 4900 0 0 NOBLE ENERGY INC COM 655044105 8870 304392 SH SOLE 304392 0 0 NORDSON CORP COM 655663102 3060 20900 SH SOLE 20900 0 0 NORFOLK SOUTHERN CORP COM 655844108 18982 131000 SH SOLE 131000 0 0 NORTHERN TR CORP COM 665859104 32874 329100 SH SOLE 329100 0 0 NORTHROP GRUMMAN CORP COM 666807102 3192 10400 SH SOLE 10400 0 0 NOVANTA INC COM 67000B104 340 6800 SH SOLE 6800 0 0 NUCOR CORP COM 670346105 14070 221300 SH SOLE 221300 0 0 NVIDIA CORP COM 67066G104 7314 37800 SH SOLE 37800 0 0 NUTRI SYS INC NEW COM 67069D108 2136 40600 SH SOLE 40600 0 0 OFG BANCORP COM 67103X102 262 27900 SH SOLE 27900 0 0 OASIS PETE INC NEW COM 674215108 182 21618 SH SOLE 21618 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 991 13454 SH SOLE 13454 0 0 OCEANEERING INTL INC COM 675232102 206 9753 SH SOLE 9753 0 0 OLD DOMINION FGHT LINES INC COM 679580100 1829 13900 SH SOLE 13900 0 0 OLD NATL BANCORP IND COM 680033107 2161 123855 SH SOLE 123855 0 0 OLD REP INTL CORP COM 680223104 870 40700 SH SOLE 40700 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 1959 71151 SH SOLE 71151 0 0 ONE GAS INC COM 68235P108 8989 122700 SH SOLE 122700 0 0 ONEOK INC NEW COM 682680103 3618 67697 SH SOLE 67697 0 0 OPEN TEXT CORP COM 683715106 19173 537300 SH SOLE 537300 0 0 OPKO HEALTH INC COM 68375N103 196 40000 SH SOLE 40000 0 0 ORACLE CORP COM 68389X105 18444 390100 SH SOLE 390100 0 0 OPUS BK IRVINE CALIF COM 684000102 207 7600 SH SOLE 7600 0 0 ORBITAL ATK INC COM 68557N103 2485 18900 SH SOLE 18900 0 0 OSHKOSH CORP COM 688239201 282 3100 SH SOLE 3100 0 0 OTTER TAIL CORP COM 689648103 840 18900 SH SOLE 18900 0 0 OWENS ILL INC COM NEW 690768403 1033 46600 SH SOLE 46600 0 0 PBF ENERGY INC CL A 69318G106 382 10764 SH SOLE 10764 0 0 PDC ENERGY INC COM 69327R101 349 6762 SH SOLE 6762 0 0 PDL BIOPHARMA INC COM 69329Y104 117 42600 SH SOLE 42600 0 0 PNC FINL SVCS GROUP INC COM 693475105 13130 91000 SH SOLE 91000 0 0 PNM RES INC COM 69349H107 6953 171900 SH SOLE 171900 0 0 PPG INDS INC COM 693506107 5222 44700 SH SOLE 44700 0 0 PRA HEALTH SCIENCES INC COM 69354M108 2796 30700 SH SOLE 30700 0 0 PACCAR INC COM 693718108 1805 25400 SH SOLE 25400 0 0 PACKAGING CORP AMER COM 695156109 6148 51000 SH SOLE 51000 0 0 PAPA JOHNS INTL INC COM 698813102 1352 24100 SH SOLE 24100 0 0 PARAMOUNT GROUP INC COM 69924R108 437 27600 SH SOLE 27600 0 0 PARK HOTELS RESORTS INC COM 700517105 940 32700 SH SOLE 32700 0 0 PARKER DRILLING CO COM 701081101 12 12317 SH SOLE 12317 0 0 PARKER HANNIFIN CORP COM 701094104 26464 132600 SH SOLE 132600 0 0 PARTY CITY HOLDCO INC COM 702149105 324 23200 SH SOLE 23200 0 0 PATRICK INDS INC COM 703343103 2174 31300 SH SOLE 31300 0 0 PATTERSON UTI ENERGY INC COM 703481101 2478 107714 SH SOLE 107714 0 0 PAYCOM SOFTWARE INC COM 70432V102 2474 30800 SH SOLE 30800 0 0 PAYPAL HLDGS INC COM 70450Y103 4741 64400 SH SOLE 64400 0 0 PEGASYSTEMS INC COM 705573103 783 16600 SH SOLE 16600 0 0 PEMBINA PIPELINE CORP COM 706327103 823 22662 SH SOLE 22662 0 0 PENN NATL GAMING INC COM 707569109 404 12900 SH SOLE 12900 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 3923 329900 SH SOLE 329900 0 0 PEOPLES BANCORP INC COM 709789101 209 6400 SH SOLE 6400 0 0 PEPSICO INC COM 713448108 47280 394262 SH SOLE 394262 0 0 PERKINELMER INC COM 714046109 534 7300 SH SOLE 7300 0 0 PETMED EXPRESS INC COM 716382106 2375 52200 SH SOLE 52200 0 0 PFIZER INC COM 717081103 43685 1206096 SH SOLE 1206096 0 0 PHILIP MORRIS INTL INC COM 718172109 30818 291700 SH SOLE 291700 0 0 PHILLIPS 66 COM 718546104 810 8008 SH SOLE 8008 0 0 PHOTRONICS INC COM 719405102 1496 175500 SH SOLE 175500 0 0 PHYSICIANS RLTY TR COM 71943U104 2330 129500 SH SOLE 129500 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 992 50600 SH SOLE 50600 0 0 PINNACLE WEST CAP CORP COM 723484101 28143 330400 SH SOLE 330400 0 0 PIONEER NAT RES CO COM 723787107 2348 13586 SH SOLE 13586 0 0 PIPER JAFFRAY COS COM 724078100 207 2400 SH SOLE 2400 0 0 PLATFORM SPECIALTY PRODS COR COM 72766Q105 1329 134000 SH SOLE 134000 0 0 POPULAR INC COM NEW 733174700 618 17400 SH SOLE 17400 0 0 POST HLDGS INC COM 737446104 903 11400 SH SOLE 11400 0 0 POTLATCH CORP NEW COM 737630103 968 19400 SH SOLE 19400 0 0 PRAXAIR INC COM 74005P104 3032 19600 SH SOLE 19600 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 1017 17300 SH SOLE 17300 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 2256 50800 SH SOLE 50800 0 0 PRICE T ROWE GROUP INC COM 74144T108 34879 332400 SH SOLE 332400 0 0 PRICELINE GRP INC COM NEW 741503403 5154 2966 SH SOLE 2966 0 0 PRIMERICA INC COM 74164M108 498 4900 SH SOLE 4900 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 5264 74600 SH SOLE 74600 0 0 PROCTER AND GAMBLE CO COM 742718109 47146 513122 SH SOLE 513122 0 0 PROGENICS PHARMACEUTICALS IN COM 743187106 203 34200 SH SOLE 34200 0 0 PROGRESS SOFTWARE CORP COM 743312100 455 10700 SH SOLE 10700 0 0 PROGRESSIVE CORP OHIO COM 743315103 1487 26400 SH SOLE 26400 0 0 PROLOGIS INC COM 74340W103 25194 390549 SH SOLE 390549 0 0 PROTO LABS INC COM 743713109 1246 12100 SH SOLE 12100 0 0 PRUDENTIAL FINL INC COM 744320102 38656 336200 SH SOLE 336200 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 33568 651800 SH SOLE 651800 0 0 PUBLIC STORAGE COM 74460D109 35332 169054 SH SOLE 169054 0 0 PUMA BIOTECHNOLOGY INC COM 74587V107 1394 14100 SH SOLE 14100 0 0 QEP RES INC COM 74733V100 1739 181663 SH SOLE 181663 0 0 QUALCOMM INC COM 747525103 16805 262500 SH SOLE 262500 0 0 QUALITY CARE PPTYS INC COM 747545101 995 72053 SH SOLE 72053 0 0 QUALITY SYS INC COM 747582104 822 60500 SH SOLE 60500 0 0 QUANTA SVCS INC COM 74762E102 931 23800 SH SOLE 23800 0 0 QUEST DIAGNOSTICS INC COM 74834L100 11563 117400 SH SOLE 117400 0 0 RPC INC COM 749660106 1016 39790 SH SOLE 39790 0 0 RPX CORP COM 74972G103 157 11700 SH SOLE 11700 0 0 RSP PERMIAN INC COM 74978Q105 397 9764 SH SOLE 9764 0 0 RADIAN GROUP INC COM 750236101 1043 50600 SH SOLE 50600 0 0 RALPH LAUREN CORP CL A 751212101 425 4100 SH SOLE 4100 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 3883 263600 SH SOLE 263600 0 0 RAVEN INDS INC COM 754212108 567 16500 SH SOLE 16500 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 402 4500 SH SOLE 4500 0 0 RAYONIER INC COM 754907103 2505 79200 SH SOLE 79200 0 0 RAYONIER ADVANCED MATLS INC COM 75508B104 1051 51400 SH SOLE 51400 0 0 RAYTHEON CO COM NEW 755111507 24364 129700 SH SOLE 129700 0 0 REALTY INCOME CORP COM 756109104 11310 198359 SH SOLE 198359 0 0 RED HAT INC COM 756577102 2630 21900 SH SOLE 21900 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 536 9500 SH SOLE 9500 0 0 REGAL BELOIT CORP COM 758750103 2405 31400 SH SOLE 31400 0 0 REGENCY CTRS CORP COM 758849103 40989 592500 SH SOLE 592500 0 0 REGENERON PHARMACEUTICALS COM 75886F107 18347 48800 SH SOLE 48800 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 12755 81800 SH SOLE 81800 0 0 RENASANT CORP COM 75970E107 217 5300 SH SOLE 5300 0 0 REPLIGEN CORP COM 759916109 1016 28000 SH SOLE 28000 0 0 REPUBLIC BANCORP KY CL A 760281204 394 10364 SH SOLE 10364 0 0 RESOLUTE FST PRODS INC COM 76117W109 597 54000 SH SOLE 54000 0 0 RETROPHIN INC COM 761299106 1188 56400 SH SOLE 56400 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 1668 83600 SH SOLE 83600 0 0 RETAIL PPTYS AMER INC CL A 76131V202 9333 694430 SH SOLE 694430 0 0 REX AMERICAN RESOURCES CORP COM 761624105 1683 20327 SH SOLE 20327 0 0 REXFORD INDL RLTY INC COM 76169C100 2592 88900 SH SOLE 88900 0 0 ROBERT HALF INTL INC COM 770323103 17773 320000 SH SOLE 320000 0 0 ROCKWELL AUTOMATION INC COM 773903109 15826 80600 SH SOLE 80600 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 2904 56800 SH SOLE 56800 0 0 ROGERS CORP COM 775133101 1150 7100 SH SOLE 7100 0 0 ROPER TECHNOLOGIES INC COM 776696106 23284 89900 SH SOLE 89900 0 0 ROSS STORES INC COM 778296103 19437 242200 SH SOLE 242200 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 36441 444800 SH SOLE 444800 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 2188 31700 SH SOLE 31700 0 0 S & T BANCORP INC COM 783859101 227 5700 SH SOLE 5700 0 0 S&P GLOBAL INC COM 78409V104 39284 231900 SH SOLE 231900 0 0 SJW GROUP COM 784305104 926 14500 SH SOLE 14500 0 0 SL GREEN RLTY CORP COM 78440X101 1999 19804 SH SOLE 19804 0 0 SLM CORP COM 78442P106 1868 165300 SH SOLE 165300 0 0 SM ENERGY CO COM 78454L100 1019 46133 SH SOLE 46133 0 0 SRC ENERGY INC COM 78470V108 1413 165674 SH SOLE 165674 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 9483 505210 SH SOLE 505210 0 0 SAIA INC COM 78709Y105 2391 33800 SH SOLE 33800 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 2553 136100 SH SOLE 136100 0 0 SANDERSON FARMS INC COM 800013104 2096 15100 SH SOLE 15100 0 0 SANDY SPRING BANCORP INC COM 800363103 258 6600 SH SOLE 6600 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 1107 17500 SH SOLE 17500 0 0 SANMINA CORPORATION COM 801056102 898 27200 SH SOLE 27200 0 0 SAREPTA THERAPEUTICS INC COM 803607100 568 10200 SH SOLE 10200 0 0 SCHEIN HENRY INC COM 806407102 20454 292700 SH SOLE 292700 0 0 SCHLUMBERGER LTD COM 806857108 6444 95623 SH SOLE 95623 0 0 SCHOLASTIC CORP COM 807066105 1304 32500 SH SOLE 32500 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1750 20500 SH SOLE 20500 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 1855 73600 SH SOLE 73600 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 698 9661 SH SOLE 9661 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 2282 90800 SH SOLE 90800 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 644 8800 SH SOLE 8800 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 1825 35600 SH SOLE 35600 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 16065 701600 SH SOLE 701600 0 0 SHERWIN WILLIAMS CO COM 824348106 13367 32600 SH SOLE 32600 0 0 SIMON PPTY GROUP INC NEW COM 828806109 60620 352977 SH SOLE 352977 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 2699 71300 SH SOLE 71300 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 16664 175500 SH SOLE 175500 0 0 SMITH A O COM 831865209 17269 281800 SH SOLE 281800 0 0 SMUCKER J M CO COM NEW 832696405 5094 41000 SH SOLE 41000 0 0 SNAP ON INC COM 833034101 3486 20000 SH SOLE 20000 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 484 12900 SH SOLE 12900 0 0 SONOCO PRODS CO COM 835495102 771 14500 SH SOLE 14500 0 0 SOTHEBYS COM 835898107 955 18500 SH SOLE 18500 0 0 SOUTHERN CO COM 842587107 11638 242000 SH SOLE 242000 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 2398 29800 SH SOLE 29800 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 235 12400 SH SOLE 12400 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 214 1900 SH SOLE 1900 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4319 49500 SH SOLE 49500 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 6411 747200 SH SOLE 747200 0 0 STAG INDL INC COM 85254J102 558 20400 SH SOLE 20400 0 0 STAMPS COM INC COM NEW 852857200 846 4500 SH SOLE 4500 0 0 STANLEY BLACK & DECKER INC COM 854502101 12947 76300 SH SOLE 76300 0 0 STARBUCKS CORP COM 855244109 44617 776900 SH SOLE 776900 0 0 STATE STR CORP COM 857477103 26120 267600 SH SOLE 267600 0 0 STEPAN CO COM 858586100 1832 23200 SH SOLE 23200 0 0 STIFEL FINL CORP COM 860630102 828 13900 SH SOLE 13900 0 0 STORE CAP CORP COM 862121100 14220 546100 SH SOLE 546100 0 0 STRYKER CORP COM 863667101 2230 14400 SH SOLE 14400 0 0 SUCAMPO PHARMACEUTICALS INC CL A 864909106 382 21300 SH SOLE 21300 0 0 SUMMIT HOTEL PPTYS COM 866082100 1416 93000 SH SOLE 93000 0 0 SUN CMNTYS INC COM 866674104 9742 105000 SH SOLE 105000 0 0 SUN LIFE FINL INC COM 866796105 7039 170000 SH SOLE 170000 0 0 SUNCOR ENERGY INC NEW COM 867224107 9949 270112 SH SOLE 270112 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 1547 93600 SH SOLE 93600 0 0 SUNTRUST BKS INC COM 867914103 11536 178600 SH SOLE 178600 0 0 SUPER MICRO COMPUTER INC COM 86800U104 944 45100 SH SOLE 45100 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 159 16530 SH SOLE 16530 0 0 SUPERIOR INDS INTL INC COM 868168105 428 28800 SH SOLE 28800 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 1861 46700 SH SOLE 46700 0 0 SYNAPTICS INC COM 87157D109 1170 29300 SH SOLE 29300 0 0 SYNOPSYS INC COM 871607107 20185 236800 SH SOLE 236800 0 0 SYNOVUS FINL CORP COM NEW 87161C501 2776 57900 SH SOLE 57900 0 0 SYNTEL INC COM 87162H103 1508 65600 SH SOLE 65600 0 0 SYNNEX CORP COM 87162W100 9326 68600 SH SOLE 68600 0 0 SYSCO CORP COM 871829107 29138 479800 SH SOLE 479800 0 0 TCF FINL CORP COM 872275102 1181 57600 SH SOLE 57600 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 4198 82100 SH SOLE 82100 0 0 TJX COS INC NEW COM 872540109 15338 200600 SH SOLE 200600 0 0 T MOBILE US INC COM 872590104 17783 280000 SH SOLE 280000 0 0 TTM TECHNOLOGIES INC COM 87305R109 1023 65300 SH SOLE 65300 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 16215 147700 SH SOLE 147700 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 623 23500 SH SOLE 23500 0 0 TARGET CORP COM 87612E106 8156 125000 SH SOLE 125000 0 0 TARGA RES CORP COM 87612G101 1027 21219 SH SOLE 21219 0 0 TAUBMAN CTRS INC COM 876664103 1315 20100 SH SOLE 20100 0 0 TECH DATA CORP COM 878237106 1185 12100 SH SOLE 12100 0 0 TECK RESOURCES LTD CL B 878742204 1844 70300 SH SOLE 70300 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2989 16500 SH SOLE 16500 0 0 TELEFLEX INC COM 879369106 1792 7200 SH SOLE 7200 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 2369 85200 SH SOLE 85200 0 0 TELUS CORP COM 87971M103 5397 142000 SH SOLE 142000 0 0 TENNECO INC COM 880349105 1206 20600 SH SOLE 20600 0 0 TERADATA CORP DEL COM 88076W103 1442 37500 SH SOLE 37500 0 0 TERADYNE INC COM 880770102 833 19900 SH SOLE 19900 0 0 TEREX CORP NEW COM 880779103 989 20500 SH SOLE 20500 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 47 11077 SH SOLE 11077 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 495 26100 SH SOLE 26100 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 747 8400 SH SOLE 8400 0 0 TEXAS INSTRS INC COM 882508104 64502 617600 SH SOLE 617600 0 0 TEXAS ROADHOUSE INC COM 882681109 2060 39100 SH SOLE 39100 0 0 THE TRADE DESK INC COM CL A 88339J105 828 18100 SH SOLE 18100 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 532 2800 SH SOLE 2800 0 0 THOR INDS INC COM 885160101 3421 22700 SH SOLE 22700 0 0 3M CO COM 88579Y101 52158 221600 SH SOLE 221600 0 0 TIER REIT INC COM NEW 88650V208 1387 68000 SH SOLE 68000 0 0 TIME WARNER INC COM NEW 887317303 13867 151600 SH SOLE 151600 0 0 TIMKEN CO COM 887389104 2408 49000 SH SOLE 49000 0 0 TIMKENSTEEL CORP COM 887399103 526 34600 SH SOLE 34600 0 0 TIVO CORP COM 88870P106 2067 132500 SH SOLE 132500 0 0 TOPBUILD CORP COM 89055F103 220 2900 SH SOLE 2900 0 0 TORO CO COM 891092108 450 6900 SH SOLE 6900 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 23366 397500 SH SOLE 397500 0 0 TOTAL SYS SVCS INC COM 891906109 9467 119700 SH SOLE 119700 0 0 TRANSCANADA CORP COM 89353D107 1802 36907 SH SOLE 36907 0 0 TRANSDIGM GROUP INC COM 893641100 2609 9500 SH SOLE 9500 0 0 TREX CO INC COM 89531P105 1138 10500 SH SOLE 10500 0 0 TRIMBLE INC COM 896239100 2060 50700 SH SOLE 50700 0 0 TRINITY INDS INC COM 896522109 1498 40000 SH SOLE 40000 0 0 TRIUMPH BANCORP INC COM 89679E300 542 17200 SH SOLE 17200 0 0 TUCOWS INC COM NEW 898697206 1443 20600 SH SOLE 20600 0 0 TUPPERWARE BRANDS CORP COM 899896104 2339 37300 SH SOLE 37300 0 0 II VI INC COM 902104108 484 10300 SH SOLE 10300 0 0 TYSON FOODS INC CL A 902494103 8861 109300 SH SOLE 109300 0 0 UDR INC COM 902653104 20427 530300 SH SOLE 530300 0 0 US BANCORP DEL COM NEW 902973304 4260 79500 SH SOLE 79500 0 0 UMH PPTYS INC COM 903002103 240 16100 SH SOLE 16100 0 0 U S G CORP COM NEW 903293405 833 21600 SH SOLE 21600 0 0 U S SILICA HLDGS INC COM 90346E103 256 7857 SH SOLE 7857 0 0 ULTA BEAUTY INC COM 90384S303 12816 57300 SH SOLE 57300 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 1471 63700 SH SOLE 63700 0 0 UMPQUA HLDGS CORP COM 904214103 1895 91100 SH SOLE 91100 0 0 UNIFI INC COM NEW 904677200 1130 31500 SH SOLE 31500 0 0 UNION PAC CORP COM 907818108 28107 209600 SH SOLE 209600 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 1348 47900 SH SOLE 47900 0 0 UNITED BANKSHARES INC WEST V COM 909907107 1967 56600 SH SOLE 56600 0 0 UNITED INS HLDGS CORP COM 910710102 247 14300 SH SOLE 14300 0 0 UNITED PARCEL SERVICE INC CL B 911312106 14477 121500 SH SOLE 121500 0 0 UNITED RENTALS INC COM 911363109 17500 101800 SH SOLE 101800 0 0 UNITED STATES STL CORP NEW COM 912909108 1126 32000 SH SOLE 32000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 41601 326100 SH SOLE 326100 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 12827 86700 SH SOLE 86700 0 0 UNITEDHEALTH GROUP INC COM 91324P102 84873 384980 SH SOLE 384980 0 0 UNIVERSAL CORP VA COM 913456109 278 5300 SH SOLE 5300 0 0 UNIVERSAL FST PRODS INC COM 913543104 256 6800 SH SOLE 6800 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 353 4700 SH SOLE 4700 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 345 12600 SH SOLE 12600 0 0 UNUM GROUP COM 91529Y106 2745 50000 SH SOLE 50000 0 0 URBAN EDGE PPTYS COM 91704F104 3398 133300 SH SOLE 133300 0 0 URSTADT BIDDLE PPTYS INC CL A 917286205 489 22500 SH SOLE 22500 0 0 V F CORP COM 918204108 5846 79000 SH SOLE 79000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 23327 253799 SH SOLE 253799 0 0 VALLEY NATL BANCORP COM 919794107 843 75100 SH SOLE 75100 0 0 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32000 0 0 WPX ENERGY INC COM 98212B103 480 34084 SH SOLE 34084 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 20625 178000 SH SOLE 178000 0 0 XCEL ENERGY INC COM 98389B100 33328 692736 SH SOLE 692736 0 0 XENCOR INC COM 98401F105 1765 80500 SH SOLE 80500 0 0 XENIA HOTELS & RESORTS INC COM 984017103 5391 249700 SH SOLE 249700 0 0 XEROX CORP COM NEW 984121608 1478 50700 SH SOLE 50700 0 0 YY INC ADS REPCOM CLA 98426T106 2487 22000 SH SOLE 22000 0 0 YUM CHINA HLDGS INC COM 98850P109 6479 161900 SH SOLE 161900 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 2107 20300 SH SOLE 20300 0 0 ZIONS BANCORPORATION COM 989701107 4321 85000 SH SOLE 85000 0 0 ZOETIS INC CL A 98978V103 2882 40000 SH SOLE 40000 0 0