The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
21ST CENTURY FOX Common Stock 90130A200 2,023 42,347 SH   SOLE   42,347 0 0
21ST CENTURY FOX AMERICA INC Common Stock 90130A101 2,420 50,299 SH   SOLE   50,299 0 0
3M CO. Common Stock 88579Y101 327 1,715 SH   SOLE   1,715 0 0
ABBOTT LABORATORIES Common Stock 002824100 770 10,639 SH   SOLE   10,639 0 0
ABBVIE INC Common Stock 00287Y109 405 4,397 SH   SOLE   4,397 0 0
ABIOMED INC. Common Stock 003654100 134 412 SH   SOLE   412 0 0
ACTIVISION BLIZZARD INC. Common Stock 00507V109 363 7,794 SH   SOLE   7,794 0 0
ACUITY BRANDS INC. Common Stock 00508Y102 191 1,660 SH   SOLE   1,660 0 0
ADOBE SYSTEMS INC. Common Stock 00724F101 492 2,174 SH   SOLE   2,174 0 0
ADVANCE AUTO PARTS INC. Common Stock 00751Y106 1,094 6,947 SH   SOLE   6,947 0 0
ADVANCED MICRO DEVICES INC. Common Stock 007903107 144 7,792 SH   SOLE   7,792 0 0
AES CORP.(THE) Common Stock 00130H105 1,279 88,456 SH   SOLE   88,456 0 0
AFFILIATED MANAGERS GROUP INC. Common Stock 008252108 90 924 SH   SOLE   924 0 0
AFLAC INC. Common Stock 001055102 622 13,653 SH   SOLE   13,653 0 0
AGILENT TECHNOLOGIES INC. Common Stock 00846U101 201 2,974 SH   SOLE   2,974 0 0
AGNC INVESTMENT CORP Common Stock 00123Q104 6,257 356,726 SH   SOLE   215,496 141,230 0
AGNICO EAGLE MINES LTD Common Stock 008474108 6,989 173,252 SH   SOLE   0 173,252 0
AIR PRODUCTS AND CHEMICALS INC Common Stock 009158106 252 1,573 SH   SOLE   1,573 0 0
AKAMAI TECHNOLOGIES INC. Common Stock 00971T101 664 10,863 SH   SOLE   10,863 0 0
ALBEMARLE CORP. Common Stock 012653101 342 4,443 SH   SOLE   4,443 0 0
ALEXANDRIA REAL EST.EQUIT.INC. Common Stock 015271109 1,435 12,455 SH   SOLE   12,455 0 0
ALEXION PHARMACEUTICALS INC. Common Stock 015351109 272 2,798 SH   SOLE   2,798 0 0
ALIGN TECHNOLOGY INC. Common Stock 016255101 85 404 SH   SOLE   404 0 0
ALLEGHANY CORP. Common Stock 017175100 623 999 SH   SOLE   999 0 0
ALLIANCE DATA SYSTEMS CORP. Common Stock 018581108 923 6,148 SH   SOLE   6,148 0 0
ALLIANT ENERGY CORP. Common Stock 018802108 2,746 64,995 SH   SOLE   64,995 0 0
ALLSTATE CORP. Common Stock 020002101 1,181 14,287 SH   SOLE   14,287 0 0
ALLY FINANCIAL INC Common Stock 02005N100 598 26,382 SH   SOLE   26,382 0 0
ALNYLAM PHARMACEUTICALS INC. Common Stock 02043Q107 120 1,645 SH   SOLE   1,645 0 0
ALPHABET INC Common Stock 02079K107 917 885 SH   SOLE   885 0 0
ALPHABET INC Common Stock 02079K305 916 877 SH   SOLE   877 0 0
ALTRIA GROUP INC. Common Stock 02209S103 2,638 53,415 SH   SOLE   53,415 0 0
AMAZON COM INC. Common Stock 023135106 966 643 SH   SOLE   643 0 0
AMERCO Common Stock 023586100 2,063 6,287 SH   SOLE   6,287 0 0
AMEREN CORP. Common Stock 023608102 2,720 41,692 SH   SOLE   41,692 0 0
AMERICAN AIRLINES GROUP INC Common Stock 02376R102 287 8,927 SH   SOLE   8,927 0 0
AMERICAN ELECTRIC POWER CO.INC Common Stock 025537101 2,934 39,258 SH   SOLE   39,258 0 0
AMERICAN EXPRESS CO. Common Stock 025816109 949 9,951 SH   SOLE   9,951 0 0
AMERICAN FINANCIAL GROUP INC. Common Stock 025932104 612 6,765 SH   SOLE   6,765 0 0
AMERICAN INTERNATIONAL GROUP INC Common Stock 026874784 617 15,652 SH   SOLE   15,652 0 0
AMERICAN TOWER CORP. Common Stock 03027X100 1,955 12,356 SH   SOLE   12,356 0 0
AMERICAN WATER WORKS CO INC Common Stock 030420103 2,769 30,505 SH   SOLE   30,505 0 0
AMERIPRISE FINANCIAL INC. Common Stock 03076C106 116 1,114 SH   SOLE   1,114 0 0
AMERISOURCEBERGEN CORP. Common Stock 03073E105 1,246 16,744 SH   SOLE   16,744 0 0
AMETEK INC. Common Stock 031100100 213 3,143 SH   SOLE   3,143 0 0
AMGEN INC. Common Stock 031162100 797 4,095 SH   SOLE   4,095 0 0
AMPHENOL CORP. Common Stock 032095101 128 1,578 SH   SOLE   1,578 0 0
ANADARKO PETROLEUM CORP. Common Stock 032511107 437 9,958 SH   SOLE   9,958 0 0
ANALOG DEVICES INC. Common Stock 032654105 388 4,523 SH   SOLE   4,523 0 0
ANNALY CAPITAL MANAGEMENT INC Common Stock 035710409 8,696 885,555 SH   SOLE   379,533 506,022 0
ANSYS INC. Common Stock 03662Q105 508 3,553 SH   SOLE   3,553 0 0
ANTERO RESOURCES CORP Common Stock 03674X106 508 54,125 SH   SOLE   54,125 0 0
ANTHEM INC Common Stock 036752103 1,467 5,586 SH   SOLE   5,586 0 0
APACHE CORP. Common Stock 037411105 150 5,706 SH   SOLE   5,706 0 0
APPLE INC. Common Stock 037833100 1,138 7,216 SH   SOLE   7,216 0 0
APPLIED MATERIALS INC. Common Stock 038222105 97 2,961 SH   SOLE   2,961 0 0
ARAMARK Common Stock 03852U106 1,288 44,468 SH   SOLE   44,468 0 0
ARCH CAPITAL GROUP LTD Common Stock G0450A105 2,512 94,012 SH   SOLE   94,012 0 0
ARCHER DANIELS MIDLAND CO Common Stock 039483102 1,294 31,586 SH   SOLE   31,586 0 0
ARCONIC INC Common Stock 03965L100 121 7,168 SH   SOLE   7,168 0 0
ARISTA NETWORKS INC Common Stock 040413106 116 552 SH   SOLE   552 0 0
ARROW ELECTRONICS INC. Common Stock 042735100 189 2,742 SH   SOLE   2,742 0 0
ASSURANT INC. Common Stock 04621X108 1,888 21,114 SH   SOLE   21,114 0 0
AT AND T INC. Common Stock 00206R102 2,245 78,644 SH   SOLE   78,644 0 0
ATHENE HOLDING LTD Common Stock G0684D107 123 3,087 SH   SOLE   3,087 0 0
ATMOS ENERGY CORP. Common Stock 049560105 2,495 26,914 SH   SOLE   26,914 0 0
AURORA CANNABIS INC Common Stock 05156X108 1,806 363,749 SH   SOLE   0 363,749 0
AUTODESK INC. Common Stock 052769106 409 3,183 SH   SOLE   3,183 0 0
AUTOLIV INC. Common Stock 052800109 1,162 16,549 SH   SOLE   16,549 0 0
AUTOMATIC DATA PROCESSING INC. Common Stock 053015103 637 4,859 SH   SOLE   4,859 0 0
AUTOZONE INC Common Stock 053332102 2,148 2,562 SH   SOLE   2,562 0 0
AVALONBAY COMMUNITIES INC. Common Stock 053484101 2,091 12,015 SH   SOLE   12,015 0 0
AVERY DENNISON CORP. Common Stock 053611109 763 8,491 SH   SOLE   8,491 0 0
AXALTA COATING SYSTEMS LTD Common Stock G0750C108 2,162 92,323 SH   SOLE   92,323 0 0
AXIS CAPITAL HOLDINGS LTD Common Stock G0692U109 83 1,601 SH   SOLE   1,601 0 0
BAKER HUGHES A GE CO Common Stock 05722G100 720 33,479 SH   SOLE   33,479 0 0
BALL CORP. Common Stock 058498106 1,136 24,717 SH   SOLE   24,717 0 0
BANK OF AMERICA CORP Common Stock 060505104 206 8,343 SH   SOLE   8,343 0 0
BANK OF NEW YORK MELLON CORP/THE Common Stock 064058100 313 6,639 SH   SOLE   6,639 0 0
BARRICK GOLD CORP. Common Stock 067901108 5,702 422,528 SH   SOLE   0 422,528 0
BAXTER INTERNATIONAL INC. Common Stock 071813109 1,038 15,777 SH   SOLE   15,777 0 0
BB AND T CORP. Common Stock 054937107 502 11,589 SH   SOLE   11,589 0 0
BCE INC. Common Stock 05534B760 2,528 64,028 SH   SOLE   0 64,028 0
BECTON DICKINSON AND CO. Common Stock 075887109 1,112 4,934 SH   SOLE   4,934 0 0
BERKLEY CORP.(W.R.) Common Stock 084423102 868 11,749 SH   SOLE   11,749 0 0
BERKSHIRE HATHAWAY INC. Common Stock 084670702 135 660 SH   SOLE   660 0 0
BEST BUY CO.INC. Common Stock 086516101 994 18,770 SH   SOLE   18,770 0 0
BIOGEN IDEC INC. Common Stock 09062X103 576 1,915 SH   SOLE   1,915 0 0
BIOMARIN PHARMACEUTICAL INC. Common Stock 09061G101 579 6,800 SH   SOLE   6,800 0 0
BLACK KNIGHT INC Common Stock 09215C105 60 1,327 SH   SOLE   1,327 0 0
BLACKROCK INC. Common Stock 09247X101 135 343 SH   SOLE   343 0 0
BLOCK INC.(H. AND R.) Common Stock 093671105 2,981 117,485 SH   SOLE   36,233 81,252 0
BOEING CO. Common Stock 097023105 459 1,423 SH   SOLE   1,423 0 0
BOOKING HOLDINGS INC. Common Stock 09857L108 1,170 679 SH   SOLE   679 0 0
BORG WARNER INC. Common Stock 099724106 275 7,916 SH   SOLE   7,916 0 0
BOSTON PROPERTIES INC. Common Stock 101121101 1,045 9,282 SH   SOLE   9,282 0 0
BOSTON SCIENTIFIC CORP. Common Stock 101137107 800 22,632 SH   SOLE   22,632 0 0
BRIGHTHOUSE FINANCIAL INC Common Stock 10922N103 106 3,490 SH   SOLE   3,490 0 0
BRISTOL-MYERS SQUIBB CO. Common Stock 110122108 2,486 47,835 SH   SOLE   47,835 0 0
BROADCOM INC Common Stock 11135F101 394 1,550 SH   SOLE   1,550 0 0
BROADRIDGE FINANCIAL SOLUTIONS Common Stock 11133T103 602 6,257 SH   SOLE   6,257 0 0
BROWN-FORMAN CORP. Common Stock 115637209 1,758 36,949 SH   SOLE   36,949 0 0
BUNGE LTD Common Stock G16962105 7,872 147,301 SH   SOLE   39,420 107,881 0
BURLINGTON STORES INC Common Stock 122017106 1,374 8,447 SH   SOLE   8,447 0 0
C.H.ROBINSON WORLDWIDE INC. Common Stock 12541W209 4,407 52,407 SH   SOLE   27,153 25,254 0
CABOT OIL AND GAS INC. Common Stock 127097103 1,255 56,168 SH   SOLE   56,168 0 0
CADENCE DESIGN SYSTEMS INC. Common Stock 127387108 592 13,617 SH   SOLE   13,617 0 0
CAMDEN PROPERTY TRUST Common Stock 133131102 2,042 23,192 SH   SOLE   23,192 0 0
CAMPBELL SOUP CO. Common Stock 134429109 3,378 102,407 SH   SOLE   46,578 55,829 0
CAPITAL ONE FINANCIAL CORP. Common Stock 14040H105 268 3,540 SH   SOLE   3,540 0 0
CAPITAL TRUST INC. Common Stock 09257W100 110 3,439 SH   SOLE   3,439 0 0
CAPRI HOLDINGS LTD Common Stock G60754101 502 13,238 SH   SOLE   13,238 0 0
CARDINAL HEALTH INC. Common Stock 14149Y108 526 11,796 SH   SOLE   11,796 0 0
CARMAX INC. Common Stock 143130102 784 12,491 SH   SOLE   12,491 0 0
CARNIVAL CORP Common Stock 143658300 964 19,552 SH   SOLE   19,552 0 0
CATERPILLAR INC. Common Stock 149123101 256 2,017 SH   SOLE   2,017 0 0
CBOE HOLDINGS INC Common Stock 12503M108 4,850 49,576 SH   SOLE   28,158 21,418 0
CBRE SERVICES INC Common Stock 12504L109 147 3,660 SH   SOLE   3,660 0 0
CBS CORP.(EX VIACOM INC.) Common Stock 124857202 874 19,984 SH   SOLE   19,984 0 0
CBS CORP.(EX VIACOM INC.) Common Stock 92553P201 825 32,084 SH   SOLE   32,084 0 0
CDK GLOBAL INC Common Stock 12508E101 1,400 29,233 SH   SOLE   29,233 0 0
CDW CORP Common Stock 12514G108 849 10,469 SH   SOLE   10,469 0 0
CELANESE CORP Common Stock 150870103 280 3,111 SH   SOLE   3,111 0 0
CELGENE CORP. Common Stock 151020104 1,118 17,447 SH   SOLE   17,447 0 0
CENTENE CORP Common Stock 15135B101 1,340 11,621 SH   SOLE   11,621 0 0
CENTERPOINT ENERGY INC Common Stock 15189T107 2,130 75,444 SH   SOLE   75,444 0 0
CENTURYLINK INC Common Stock 156700106 415 27,382 SH   SOLE   27,382 0 0
CERNER CORP. Common Stock 156782104 1,216 23,182 SH   SOLE   23,182 0 0
CF INDUSTRIES HOLDINGS INC. Common Stock 125269100 428 9,847 SH   SOLE   9,847 0 0
CHARLES SCHWAB AND CORP SAN FRANCIS Common Stock 808513105 279 6,708 SH   SOLE   6,708 0 0
CHARTER COMMUNICATIONS INC Common Stock 16119P108 843 2,958 SH   SOLE   2,958 0 0
CHENIERE ENERGY INC. Common Stock 16411R208 732 12,364 SH   SOLE   12,364 0 0
CHEVRON CORP. Common Stock 166764100 898 8,257 SH   SOLE   8,257 0 0
CHIPOTLE MEXICAN GRILL INC Common Stock 169656105 131 304 SH   SOLE   304 0 0
CHURCH AND DWIGHT CO.INC. Common Stock 171340102 2,487 37,824 SH   SOLE   37,824 0 0
CIMAREX ENERGY CO. Common Stock 171798101 361 5,860 SH   SOLE   5,860 0 0
CINCINNATI FINANCIAL CORP. Common Stock 172062101 1,017 13,136 SH   SOLE   13,136 0 0
CINTAS CORP. Common Stock 172908105 686 4,085 SH   SOLE   4,085 0 0
CISCO SYSTEMS INC. Common Stock 17275R102 405 9,346 SH   SOLE   9,346 0 0
CIT GROUP INC Common Stock 125581801 532 13,893 SH   SOLE   13,893 0 0
CITIGROUP INC. Common Stock 172967424 119 2,282 SH   SOLE   2,282 0 0
CITIZENS FINANCIAL GROUP INC Common Stock 174610105 508 17,074 SH   SOLE   17,074 0 0
CITRIX SYSTEMS INC. Common Stock 177376100 581 5,671 SH   SOLE   5,671 0 0
CLOROX CO. Common Stock 189054109 2,197 14,254 SH   SOLE   14,254 0 0
CME GROUP INC. Common Stock 12572Q105 11,201 59,542 SH   SOLE   20,598 38,944 0
CMS ENERGY CORP. Common Stock 125896100 2,844 57,289 SH   SOLE   57,289 0 0
COCA-COLA CO. Common Stock 191216100 2,865 60,505 SH   SOLE   60,505 0 0
COGNEX CORP. Common Stock 192422103 126 3,249 SH   SOLE   3,249 0 0
COGNIZANT TECHN.SOLUTIONS CORP Common Stock 192446102 1,569 24,717 SH   SOLE   24,717 0 0
COLGATE PALMOLIVE CO. Common Stock 194162103 5,611 94,268 SH   SOLE   47,625 46,643 0
COMCAST CORP. Common Stock 20030N101 856 25,137 SH   SOLE   25,137 0 0
COMERICA INC. Common Stock 200340107 199 2,895 SH   SOLE   2,895 0 0
COMMSCOPE HOLDING Common Stock 20337X109 130 7,952 SH   SOLE   7,952 0 0
CONAGRA FOODS INC. Common Stock 205887102 1,942 90,910 SH   SOLE   90,910 0 0
CONCHO RESSOURCES INC Common Stock 20605P101 466 4,532 SH   SOLE   4,532 0 0
CONOCOPHILLIPS Common Stock 20825C104 1,132 18,157 SH   SOLE   18,157 0 0
CONSOLIDATED EDISON CO.OF N.Y. Common Stock 209115104 6,035 78,926 SH   SOLE   25,242 53,684 0
CONSTELLATION BRANDS INC. Common Stock 21036P108 5,902 36,701 SH   SOLE   18,549 18,152 0
CONTINENTAL RESOURCES INC. Common Stock 212015101 323 8,037 SH   SOLE   8,037 0 0
COOPER COMPANIES INC. Common Stock 216648402 1,583 6,220 SH   SOLE   6,220 0 0
COPART INC. Common Stock 217204106 831 17,389 SH   SOLE   17,389 0 0
CORNING INC. Common Stock 219350105 184 6,079 SH   SOLE   6,079 0 0
COSTAR GROUP INC. Common Stock 22160N109 981 2,909 SH   SOLE   2,909 0 0
COSTCO WHOLESALE CORP. Common Stock 22160K105 2,489 12,219 SH   SOLE   12,219 0 0
COTY INC Common Stock 222070203 117 17,908 SH   SOLE   17,908 0 0
CROWN CASTLE INTERNATIONAL CORP Common Stock 22822V101 2,328 21,429 SH   SOLE   21,429 0 0
CROWN CASTLE INTERNATIONAL CORP Common Stock 228368106 542 13,032 SH   SOLE   13,032 0 0
CSX CORP. Common Stock 126408103 1,074 17,280 SH   SOLE   17,280 0 0
CUMMINS INC. Common Stock 231021106 526 3,935 SH   SOLE   3,935 0 0
CVS HEALTH CORPORATION Common Stock 126650100 1,464 22,338 SH   SOLE   22,338 0 0
D R HORTON INC. Common Stock 23331A109 273 7,870 SH   SOLE   7,870 0 0
DANAHER CORP. Common Stock 235851102 519 5,031 SH   SOLE   5,031 0 0
DARDEN RESTAURANTS INC. Common Stock 237194105 1,992 19,951 SH   SOLE   19,951 0 0
DAVITA INC. Common Stock 23918K108 1,120 21,763 SH   SOLE   21,763 0 0
DEERE AND CO. Common Stock 244199105 495 3,320 SH   SOLE   3,320 0 0
DELL TECHNOLOGIES INC Common Stock 24703L202 1,468 32,321 SH   SOLE   32,321 0 0
DELTA AIR LINES INC Common Stock 247361702 592 11,865 SH   SOLE   11,865 0 0
DENTSPLY INTERNATIONAL INC Common Stock 24906P109 1,253 33,680 SH   SOLE   33,680 0 0
DEVON ENERGY CORP. Common Stock 25179M103 142 6,282 SH   SOLE   6,282 0 0
DIAMONDBACK ENERGY INC Common Stock 25278X109 269 2,904 SH   SOLE   2,904 0 0
DIGITAL REALTY TRUST INC. Common Stock 253868103 1,757 16,494 SH   SOLE   16,494 0 0
DISCOVER FINANCIAL SERVICES Common Stock 254709108 259 4,390 SH   SOLE   4,390 0 0
DISCOVERY COMMUNICATIONS INC. Common Stock 25470F104 186 7,514 SH   SOLE   7,514 0 0
DISH NETWORK CORP Common Stock 25470M109 133 5,326 SH   SOLE   5,326 0 0
DOLLAR GENERAL CORP. Common Stock 256677105 5,244 48,515 SH   SOLE   22,841 25,674 0
DOLLAR TREE INC Common Stock 256746108 714 7,905 SH   SOLE   7,905 0 0
DOMINION RESOURCES INC. VA Common Stock 25746U109 7,546 105,603 SH   SOLE   38,948 66,655 0
DOMINOS PIZZA INC. Common Stock 25754A201 1,819 7,336 SH   SOLE   7,336 0 0
DOVER CORP. Common Stock 260003108 506 7,138 SH   SOLE   7,138 0 0
DOWDUPONT INC Common Stock 26078J100 332 6,210 SH   SOLE   6,210 0 0
DTE ENERGY CO. Common Stock 233331107 2,770 25,111 SH   SOLE   25,111 0 0
DUKE ENERGY CORP Common Stock 26441C204 4,980 57,703 SH   SOLE   35,400 22,303 0
DUKE REALTY CORP. Common Stock 264411505 1,311 50,608 SH   SOLE   50,608 0 0
DUNKIN' BRANDS GROUP INC Common Stock 265504100 86 1,348 SH   SOLE   1,348 0 0
DXC TECHNOLOGY CO Common Stock 23355L106 1,109 20,850 SH   SOLE   20,850 0 0
E TRADE FINANCIAL CORP. Common Stock 269246401 172 3,917 SH   SOLE   3,917 0 0
EASTMAN CHEMICAL CO. Common Stock 277432100 337 4,611 SH   SOLE   4,611 0 0
EAST-WEST BANCORP INC. Common Stock 27579R104 259 5,948 SH   SOLE   5,948 0 0
EATON VANCE CORP. Common Stock 278265103 97 2,768 SH   SOLE   2,768 0 0
EBAY INC. Common Stock 278642103 1,092 38,920 SH   SOLE   38,920 0 0
ECOLAB INC Common Stock 278865100 376 2,554 SH   SOLE   2,554 0 0
EDISON INTERNATIONAL Common Stock 281020107 858 15,110 SH   SOLE   15,110 0 0
EDWARDS LIFESCIENCES CORP. Common Stock 28176E108 1,302 8,500 SH   SOLE   8,500 0 0
ELECTRONIC ARTS Common Stock 285512109 908 11,512 SH   SOLE   11,512 0 0
ELI LILLY AND CO. Common Stock 532457108 2,704 23,364 SH   SOLE   23,364 0 0
EMERSON ELECTRIC CO. Common Stock 291011104 250 4,191 SH   SOLE   4,191 0 0
ENCOMPASS HEALTH CORP Common Stock 29261A100 63 1,023 SH   SOLE   1,023 0 0
ENTERGY CORP. Common Stock 29364G103 2,846 33,066 SH   SOLE   33,066 0 0
EOG RESOURCES INC. Common Stock 26875P101 856 9,813 SH   SOLE   9,813 0 0
EQUIFAX INC. Common Stock 294429105 1,399 15,024 SH   SOLE   15,024 0 0
EQUINIX INC. Common Stock 29444U700 1,524 4,322 SH   SOLE   4,322 0 0
EQUITY LIFESTYLE PROPERTIES Common Stock 29472R108 84 865 SH   SOLE   865 0 0
EQUITY RESIDENTIAL Common Stock 29476L107 2,062 31,243 SH   SOLE   31,243 0 0
ESSEX PROPERTY TRUST INC. Common Stock 297178105 2,395 9,767 SH   SOLE   9,767 0 0
EVEREST RE GROUP LTD Common Stock G3223R108 2,763 12,686 SH   SOLE   12,686 0 0
EVERGY INC Common Stock 30034W106 7,877 138,758 SH   SOLE   54,130 84,628 0
EVERSOURCES ENERGY Common Stock 30040W108 2,753 42,334 SH   SOLE   42,334 0 0
EXELON CORP. Common Stock 30161N101 2,703 59,933 SH   SOLE   59,933 0 0
EXPEDIA INC. Common Stock 30212P303 1,326 11,767 SH   SOLE   11,767 0 0
EXPEDITORS INTL WASHINGTON INC Common Stock 302130109 971 14,258 SH   SOLE   14,258 0 0
EXTRA SPACE STORAGE INC. Common Stock 30225T102 2,683 29,654 SH   SOLE   29,654 0 0
EXXON MOBIL CORP. Common Stock 30231G102 1,296 19,010 SH   SOLE   19,010 0 0
F5 NETWORKS INC. Common Stock 315616102 1,078 6,656 SH   SOLE   6,656 0 0
FACEBOOK INC Common Stock 30303M102 532 4,062 SH   SOLE   4,062 0 0
FASTENAL CO. Common Stock 311900104 975 18,642 SH   SOLE   18,642 0 0
FEDERAL REALTY INVEST.TRUST Common Stock 313747206 1,832 15,522 SH   SOLE   15,522 0 0
FEDEX CORP. Common Stock 31428X106 179 1,109 SH   SOLE   1,109 0 0
FIDELITY NATIONAL FINANCIAL INC Common Stock 31620R303 1,673 53,222 SH   SOLE   53,222 0 0
FIDELITY NATL INFORMATION SCES Common Stock 31620M106 697 6,792 SH   SOLE   6,792 0 0
FIFTH THIRD BANCORP. Common Stock 316773100 374 15,874 SH   SOLE   15,874 0 0
FIRST DATA CORP. Common Stock 32008D106 200 11,851 SH   SOLE   11,851 0 0
FIRST REP.BK SAN FRANCISCO Common Stock 33616C100 508 5,843 SH   SOLE   5,843 0 0
FIRSTENERGY CORP. Common Stock 337932107 2,503 66,656 SH   SOLE   66,656 0 0
FISERV INC. Common Stock 337738108 368 5,004 SH   SOLE   5,004 0 0
FLEETCOR TECHNOLOGIES INC. Common Stock 339041105 899 4,841 SH   SOLE   4,841 0 0
FLIR SYSTEMS INC. Common Stock 302445101 1,235 28,367 SH   SOLE   28,367 0 0
FLOWSERVE CORP Common Stock 34354P105 373 9,814 SH   SOLE   9,814 0 0
FLUOR CORP. Common Stock 343412102 224 6,970 SH   SOLE   6,970 0 0
FMC CORP. Common Stock 302491303 655 8,862 SH   SOLE   8,862 0 0
FORD MOTOR CO. Common Stock 345370860 747 97,706 SH   SOLE   97,706 0 0
FORTINET Common Stock 34959E109 348 4,946 SH   SOLE   4,946 0 0
FORTIVE CORP Common Stock 34959J108 1,199 17,715 SH   SOLE   17,715 0 0
FORTUNE BRANDS HOME & SECURITY INC Common Stock 34964C106 276 7,275 SH   SOLE   7,275 0 0
FRANCO-NEVADA MINING CORP.LTD Common Stock 351858105 5,499 78,458 SH   SOLE   0 78,458 0
FRANKLIN RESOURCES INC. Common Stock 354613101 134 4,528 SH   SOLE   4,528 0 0
FREEPORT-MCMORAN COP.GOLD INC. Common Stock 35671D857 102 9,900 SH   SOLE   9,900 0 0
GALLAGHER(ARTHUR J.)AND CO. Common Stock 363576109 290 3,929 SH   SOLE   3,929 0 0
GAMING AND LEISURE PROPERTIES INC Common Stock 36467J108 109 3,388 SH   SOLE   3,388 0 0
GAP INC. Common Stock 364760108 454 17,628 SH   SOLE   17,628 0 0
GARTNER INC. Common Stock 366651107 890 6,962 SH   SOLE   6,962 0 0
GENERAL ELECTRIC CO Common Stock 369604103 365 48,166 SH   SOLE   48,166 0 0
GENERAL GROWTH PROPERTIES INC. Common Stock 11282X103 105 6,528 SH   SOLE   6,528 0 0
GENERAL MILLS INC. Common Stock 370334104 2,479 63,664 SH   SOLE   63,664 0 0
GENERAL MOTORS CO Common Stock 37045V100 753 22,514 SH   SOLE   22,514 0 0
GENUINE PARTS CO. Common Stock 372460105 1,298 13,515 SH   SOLE   13,515 0 0
GILEAD SCIENCES INC. Common Stock 375558103 1,345 21,505 SH   SOLE   21,505 0 0
GLOBAL PAYMENTS INC. Common Stock 37940X102 808 7,831 SH   SOLE   7,831 0 0
GODADDY INC Common Stock 380237107 466 7,094 SH   SOLE   7,094 0 0
GOLDMAN SACHS GROUP INC/THE Common Stock 38141G104 146 876 SH   SOLE   876 0 0
GOODYEAR TIRE & RUBBER CO/THE Common Stock 382550101 636 31,162 SH   SOLE   31,162 0 0
GRAINGER INC. (W.W.) Common Stock 384802104 594 2,103 SH   SOLE   2,103 0 0
GRAND CANYON EDUCATION INC. Common Stock 38526M106 47 493 SH   SOLE   493 0 0
HALFMOON PARENT INC Common Stock 125523100 2,844 14,973 SH   SOLE   14,973 0 0
HALLIBURTON CO. Common Stock 406216101 696 26,177 SH   SOLE   26,177 0 0
HANESBRANDS INC Common Stock 410345102 183 14,642 SH   SOLE   14,642 0 0
HARLEY-DAVIDSON INC. Common Stock 412822108 1,066 31,233 SH   SOLE   31,233 0 0
HARRIS CORP Common Stock 413875105 1,094 8,126 SH   SOLE   8,126 0 0
HARTFORD FINANCIAL SERVICES GROUP INC. Common Stock 416515104 770 17,318 SH   SOLE   17,318 0 0
HASBRO INC. Common Stock 418056107 1,913 23,550 SH   SOLE   23,550 0 0
HCA HEALTHCARE INC. Common Stock 40412C101 1,546 12,420 SH   SOLE   12,420 0 0
HCP INC Common Stock 40414L109 2,293 82,105 SH   SOLE   82,105 0 0
HD SUPPLY HOLDINGS INC Common Stock 40416M105 1,360 36,236 SH   SOLE   36,236 0 0
HELMERICH AND PAYNE INC. Common Stock 423452101 692 14,432 SH   SOLE   14,432 0 0
HENRY JACK AND ASSOCIATES INC. Common Stock 426281101 534 4,219 SH   SOLE   4,219 0 0
HENRY SCHEIN INC Common Stock 806407102 1,493 19,011 SH   SOLE   19,011 0 0
HERBALIFE LTD Common Stock G4412G101 157 2,666 SH   SOLE   2,666 0 0
HERSHEY CO. Common Stock 427866108 3,023 28,206 SH   SOLE   28,206 0 0
HESS CORP. Common Stock 42809H107 185 4,580 SH   SOLE   4,580 0 0
HEWLETT PACKARD ENTERPRISE CO Common Stock 42824C109 440 33,303 SH   SOLE   33,303 0 0
HILTON WORLDWIDE HOLDINGS INC Common Stock 43300A203 625 8,703 SH   SOLE   8,703 0 0
HOLLYFRONTIER CORP Common Stock 436106108 440 8,608 SH   SOLE   8,608 0 0
HOLOGIC INC. Common Stock 436440101 1,207 29,361 SH   SOLE   29,361 0 0
HOME DEPOT INC. Common Stock 437076102 591 3,437 SH   SOLE   3,437 0 0
HONEYWELL INTERNATIONAL INC. Common Stock 438516106 169 1,278 SH   SOLE   1,278 0 0
HORMEL FOODS CORP. Common Stock 440452100 1,498 35,097 SH   SOLE   35,097 0 0
HOST HOTELS AND RESORTS INC. Common Stock 44107P104 666 39,936 SH   SOLE   39,936 0 0
HP INC Common Stock 40434L105 290 14,174 SH   SOLE   14,174 0 0
HUMANA INC. Common Stock 444859102 4,780 16,686 SH   SOLE   8,728 7,958 0
HUNT TRANSPORT SCE INC.(J.B.) Common Stock 445658107 841 9,038 SH   SOLE   9,038 0 0
HUNTINGTON BANCSHARES INC. Common Stock 446150104 731 61,310 SH   SOLE   61,310 0 0
HUNTINGTON INGALLS INDUSTRIE Common Stock 446413106 841 4,418 SH   SOLE   4,418 0 0
IAC/INTERACTIVECORP. Common Stock 44919P508 249 1,358 SH   SOLE   1,358 0 0
IBM Common Stock 459200101 857 7,542 SH   SOLE   7,542 0 0
IDEX CORP. Common Stock 45167R104 187 1,481 SH   SOLE   1,481 0 0
IDEXX LABORATORIES INC. Common Stock 45168D104 723 3,886 SH   SOLE   3,886 0 0
IHS MARKIT LTD Common Stock G47567105 2,037 42,472 SH   SOLE   42,472 0 0
ILLINOIS TOOL WORKS INC. Common Stock 452308109 168 1,323 SH   SOLE   1,323 0 0
ILLUMINA INC. Common Stock 452327109 448 1,493 SH   SOLE   1,493 0 0
IMAGE ENTERTAINMENT INC. Common Stock 25470F302 357 15,464 SH   SOLE   15,464 0 0
INCYTE CORP. Common Stock 45337C102 156 2,459 SH   SOLE   2,459 0 0
INGREDION INC Common Stock 457187102 2,271 24,848 SH   SOLE   24,848 0 0
INTEL CORP. Common Stock 458140100 294 6,262 SH   SOLE   6,262 0 0
INTERCONTINENTALEXCHANGE INC. Common Stock 45866F104 1,914 25,404 SH   SOLE   25,404 0 0
INTERNATIONAL PAPER CO. Common Stock 460146103 360 8,919 SH   SOLE   8,919 0 0
INTERPUBLIC GROUP OF COS INC. Common Stock 460690100 1,176 57,025 SH   SOLE   57,025 0 0
INTL FLAVORS FRAGRANCES INC. Common Stock 459506101 1,353 10,079 SH   SOLE   10,079 0 0
INTUIT Common Stock 461202103 318 1,615 SH   SOLE   1,615 0 0
INTUITIVE SURGICAL INC. Common Stock 46120E602 882 1,842 SH   SOLE   1,842 0 0
INVESCO LTD Common Stock G491BT108 122 7,279 SH   SOLE   7,279 0 0
INVITATION HOMES INC Common Stock 46187W107 126 6,250 SH   SOLE   6,250 0 0
IPG PHOTONICS CORP Common Stock 44980X109 103 905 SH   SOLE   905 0 0
IQVIA HOLDINGS INC. Common Stock 46266C105 992 8,541 SH   SOLE   8,541 0 0
IRON MOUNTAIN INC. Common Stock 46284V101 595 18,361 SH   SOLE   18,361 0 0
JEFFERIES FINANCIAL GROUP INC Common Stock 47233W109 199 11,476 SH   SOLE   11,476 0 0
JOHNSON & JOHNSON Common Stock 478160104 1,940 15,030 SH   SOLE   15,030 0 0
JONES LANG LASALLE INC. Common Stock 48020Q107 622 4,917 SH   SOLE   4,917 0 0
JPMORGAN CHASE AND CO. Common Stock 46625H100 264 2,701 SH   SOLE   2,701 0 0
JUNIPER NETWORKS INC. Common Stock 48203R104 1,190 44,238 SH   SOLE   44,238 0 0
KANSAS CITY SOUTHERN Common Stock 485170302 1,014 10,623 SH   SOLE   10,623 0 0
KELLOGG CO. Common Stock 487836108 2,851 50,000 SH   SOLE   50,000 0 0
KEYCORP Common Stock 493267108 285 19,269 SH   SOLE   19,269 0 0
KEYSIGHT TECHNOLOGIES, INC. Common Stock 49338L103 655 10,556 SH   SOLE   10,556 0 0
KIMBERLY CLARK CORP. Common Stock 494368103 2,960 25,979 SH   SOLE   25,979 0 0
KIMCO REALTY CORP. Common Stock 49446R109 1,326 90,523 SH   SOLE   90,523 0 0
KINDER MORGAN INC Common Stock 49456B101 938 60,988 SH   SOLE   60,988 0 0
KLA-TENCOR CORP. Common Stock 482480100 391 4,373 SH   SOLE   4,373 0 0
KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC Common Stock 499049104 381 15,180 SH   SOLE   15,180 0 0
KOHL'S CORP. Common Stock 500255104 481 7,243 SH   SOLE   7,243 0 0
KROGER CO. (THE) Common Stock 501044101 1,086 39,474 SH   SOLE   39,474 0 0
L BRANDS INC. Common Stock 501797104 113 4,388 SH   SOLE   4,388 0 0
L3 TECHNOLOGIES INC Common Stock 502413107 1,526 8,787 SH   SOLE   8,787 0 0
LABORATORY CORP.AMERICA HOLD. Common Stock 50540R409 1,102 8,718 SH   SOLE   8,718 0 0
LAM RESEARCH CORP. Common Stock 512807108 107 789 SH   SOLE   789 0 0
LAS VEGAS SANDS CORP. Common Stock 517834107 592 11,371 SH   SOLE   11,371 0 0
LAUDER ESTEE COS INC. Common Stock 518439104 1,374 10,562 SH   SOLE   10,562 0 0
LEAR CORP. Common Stock 521865204 392 3,192 SH   SOLE   3,192 0 0
LEGETT AND PLATT INC Common Stock 524660107 308 8,589 SH   SOLE   8,589 0 0
LEIDOS HOLDINGS INC Common Stock 525327102 1,011 19,171 SH   SOLE   19,171 0 0
LENNAR CORP. Common Stock 526057104 194 4,943 SH   SOLE   4,943 0 0
LENNOX INTERNATIONAL INC. Common Stock 526107107 735 3,359 SH   SOLE   3,359 0 0
LIBERTY BROADBAND CORP Common Stock 530307305 978 13,574 SH   SOLE   13,574 0 0
LIBERTY MEDIA GROUP Common Stock 531229854 1,145 37,291 SH   SOLE   37,291 0 0
LIBERTY PROPERTY TRUST Common Stock 531172104 1,419 33,884 SH   SOLE   33,884 0 0
LIBERTY SIRIUSXM GROUP Common Stock 531229409 1,977 53,721 SH   SOLE   53,721 0 0
LIBERTY SIRIUSXM GROUP Common Stock 531229607 1,882 50,903 SH   SOLE   50,903 0 0
LINCOLN NATIONAL CORP. Common Stock 534187109 131 2,549 SH   SOLE   2,549 0 0
LIVE NATION INC. Common Stock 538034109 441 8,950 SH   SOLE   8,950 0 0
LKQ CORP. Common Stock 501889208 353 14,874 SH   SOLE   14,874 0 0
LOEW'S CORP. Common Stock 540424108 142 3,128 SH   SOLE   3,128 0 0
LOWES COS INC. Common Stock 548661107 713 7,723 SH   SOLE   7,723 0 0
LULULEMON ATHLETICA INC. Common Stock 550021109 541 4,451 SH   SOLE   4,451 0 0
M AND T BANK CORP. Common Stock 55261F104 395 2,762 SH   SOLE   2,762 0 0
MACERICH CO. Common Stock 554382101 1,513 34,955 SH   SOLE   34,955 0 0
MACY'S INC. Common Stock 55616P104 109 3,671 SH   SOLE   3,671 0 0
MANPOWER INC. Common Stock 56418H100 123 1,904 SH   SOLE   1,904 0 0
MARATHON OIL CORP. Common Stock 565849106 106 7,409 SH   SOLE   7,409 0 0
MARATHON PETROLEUM CORP Common Stock 56585A102 524 8,882 SH   SOLE   8,882 0 0
MARKEL CORP Common Stock 570535104 4,461 4,297 SH   SOLE   1,405 2,892 0
MARRIOTT INTL INC. Common Stock 571903202 475 4,376 SH   SOLE   4,376 0 0
MARSH & MCLENNAN COS INC. Common Stock 571748102 517 6,485 SH   SOLE   6,485 0 0
MARTIN MARIETTA MATERIALS INC. Common Stock 573284106 936 5,447 SH   SOLE   5,447 0 0
MARVELL TECHNOLOGY GROUP LTD Common Stock G5876H105 442 27,302 SH   SOLE   27,302 0 0
MASCO CORP. Common Stock 574599106 261 8,922 SH   SOLE   8,922 0 0
MASTERCARD INC. Common Stock 57636Q104 173 917 SH   SOLE   917 0 0
MATTEL INC. Common Stock 577081102 2,053 205,460 SH   SOLE   31,563 173,897 0
MAXIM INTEGRATED PRODUCTS INC. Common Stock 57772K101 340 6,677 SH   SOLE   6,677 0 0
MC CORMICK AND CO.INC. Common Stock 579780206 1,448 10,402 SH   SOLE   10,402 0 0
MC GRAW-HILL COMPANIES INC. Common Stock 78409V104 147 863 SH   SOLE   863 0 0
MCDONALD'S CORP. Common Stock 580135101 5,430 30,581 SH   SOLE   18,261 12,320 0
MCKESSON CORP. Common Stock 58155Q103 1,848 16,730 SH   SOLE   16,730 0 0
MERCADOLIBRE INC Common Stock 58733R102 158 540 SH   SOLE   540 0 0
MERCK AND CO. INC. Common Stock 58933Y105 2,540 33,247 SH   SOLE   33,247 0 0
METROPOLITAN LIFE GLOBAL FUNDING I Common Stock 59156R108 415 10,099 SH   SOLE   10,099 0 0
METTLER-TOLEDO INTL INC. Common Stock 592688105 416 735 SH   SOLE   735 0 0
MGM RESORTS INTERNATIONAL Common Stock 552953101 228 9,409 SH   SOLE   9,409 0 0
MICROCHIP TECHNOLOGY INC. Common Stock 595017104 318 4,416 SH   SOLE   4,416 0 0
MICRON TECHNOLOGY INC. Common Stock 595112103 90 2,849 SH   SOLE   2,849 0 0
MICROSOFT CORP. Common Stock 594918104 1,036 10,195 SH   SOLE   10,195 0 0
MID-AMERICA APARTMENT COMMUNIT Common Stock 59522J103 2,284 23,867 SH   SOLE   23,867 0 0
MIDDLEBY CORP. Common Stock 596278101 618 6,019 SH   SOLE   6,019 0 0
MOHAWK INDUSTRIES INC. Common Stock 608190104 331 2,830 SH   SOLE   2,830 0 0
MOLSON COORS BREWING CO. Common Stock 60871R209 1,101 19,609 SH   SOLE   19,609 0 0
MONDELEZ INTERNATIONAL INC Common Stock 609207105 1,417 35,399 SH   SOLE   35,399 0 0
MONSTER BEVERAGE CORP Common Stock 61174X109 1,161 23,588 SH   SOLE   23,588 0 0
MOODY'S CORP. Common Stock 615369105 129 921 SH   SOLE   921 0 0
MORGAN STANLEY Common Stock 617446448 411 10,365 SH   SOLE   10,365 0 0
MOSAIC CO/THE Common Stock 61945C103 594 20,319 SH   SOLE   20,319 0 0
MOTOROLA SOLUTIONS INC. Common Stock 620076307 1,475 12,823 SH   SOLE   12,823 0 0
MSCI INC-A Common Stock 55354G100 517 3,505 SH   SOLE   3,505 0 0
NASDAQ STOCK MARKET INC. Common Stock 631103108 1,159 14,214 SH   SOLE   14,214 0 0
NATIONAL OILWELL VARCO INC. Common Stock 637071101 756 29,423 SH   SOLE   29,423 0 0
NATIONAL RETAIL PROPERTIES Common Stock 637417106 2,603 53,664 SH   SOLE   53,664 0 0
NEKTAR THERAPEUTICS Common Stock 640268108 154 4,699 SH   SOLE   4,699 0 0
NETAPP INC. Common Stock 64110D104 388 6,494 SH   SOLE   6,494 0 0
NETFLIX INC. Common Stock 64110L106 264 985 SH   SOLE   985 0 0
NEWELL BRANDS INC Common Stock 651229106 133 7,129 SH   SOLE   7,129 0 0
NEWMONT MINING CORP. Common Stock 651639106 5,408 156,065 SH   SOLE   104,987 51,078 0
NEWS CORP Common Stock 65249B109 440 38,807 SH   SOLE   38,807 0 0
NEXTERA ENERGY INC Common Stock 65339F101 6,361 36,593 SH   SOLE   17,290 19,303 0
NIKE INC. Common Stock 654106103 1,248 16,829 SH   SOLE   16,829 0 0
NISOURCE INC. Common Stock 65473P105 2,416 95,319 SH   SOLE   95,319 0 0
NOBLE ENERGY INC. Common Stock 655044105 220 11,718 SH   SOLE   11,718 0 0
NORDSTROM INC. Common Stock 655664100 353 7,564 SH   SOLE   7,564 0 0
NORFOLK SOUTHERN CORP. Common Stock 655844108 501 3,347 SH   SOLE   3,347 0 0
NORTHERN TRUST CORP. Common Stock 665859104 148 1,774 SH   SOLE   1,774 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD Common Stock G66721104 1,177 27,765 SH   SOLE   27,765 0 0
NRG ENERGY INC. Common Stock 629377508 1,350 34,080 SH   SOLE   34,080 0 0
NUCOR CORP. Common Stock 670346105 481 9,286 SH   SOLE   9,286 0 0
NVIDIA CORP. Common Stock 67066G104 162 1,217 SH   SOLE   1,217 0 0
NVR INC. Common Stock 62944T105 812 333 SH   SOLE   333 0 0
O REILLY AUTOMOTIVE INC. Common Stock 67103H107 1,894 5,500 SH   SOLE   5,500 0 0
OAKTREE CAPITAL GROUP LLC Common Stock 674001201 214 5,372 SH   SOLE   5,372 0 0
OCCIDENTAL PETROLEUM CORP. Common Stock 674599105 1,338 21,797 SH   SOLE   21,797 0 0
OGE ENERGY CORP Common Stock 670837103 2,166 55,261 SH   SOLE   55,261 0 0
OLD DOMINION FREIGHT LINES IN Common Stock 679580100 468 3,788 SH   SOLE   3,788 0 0
OMNICOM GROUP INC. Common Stock 681919106 1,519 20,742 SH   SOLE   20,742 0 0
ON SEMICONDUCTOR CORP. Common Stock 682189105 199 12,048 SH   SOLE   12,048 0 0
ONEOK INC. Common Stock 682680103 1,820 33,741 SH   SOLE   33,741 0 0
OPEN TEXT CORP. Common Stock 683715106 1,984 60,882 SH   SOLE   0 60,882 0
ORACLE CORP. Common Stock 68389X105 606 13,413 SH   SOLE   13,413 0 0
OWENS CORNING NEW Common Stock 690742101 731 16,620 SH   SOLE   16,620 0 0
PACCAR INC. Common Stock 693718108 225 3,941 SH   SOLE   3,941 0 0
PACKAGING CORP.OF AMERICA Common Stock 695156109 531 6,366 SH   SOLE   6,366 0 0
PALO ALTO NETWORKS INC. Common Stock 697435105 2,223 11,800 SH   SOLE   11,800 0 0
PARAMETRIC TECHNOLOGY CORP. Common Stock 69370C100 790 9,534 SH   SOLE   9,534 0 0
PARKER-HANNIFIN CORP. Common Stock 701094104 203 1,364 SH   SOLE   1,364 0 0
PARSLEY ENERGY INC Common Stock 701877102 80 5,000 SH   SOLE   5,000 0 0
PAYCHEX INC. Common Stock 704326107 420 6,448 SH   SOLE   6,448 0 0
PAYPAL HOLDINGS INC Common Stock 70450Y103 490 5,822 SH   SOLE   5,822 0 0
PEOPLES UNITED FINANCIAL INC. Common Stock 712704105 342 23,706 SH   SOLE   23,706 0 0
PEPSICO INC. Common Stock 713448108 3,076 27,842 SH   SOLE   27,842 0 0
PFIZER INC. Common Stock 717081103 1,712 39,216 SH   SOLE   39,216 0 0
PG AND E CORP. Common Stock 69331C108 93 3,914 SH   SOLE   3,914 0 0
PHILIP MORRIS INTERNATIONAL INC Common Stock 718172109 1,722 25,790 SH   SOLE   25,790 0 0
PHILLIPS 66 Common Stock 718546104 693 8,042 SH   SOLE   8,042 0 0
PHILLIPS 66 PARTNERS LP Common Stock 718549207 216 5,123 SH   SOLE   5,123 0 0
PHILLIPS VAN HEUSEN CORP. Common Stock 693656100 835 8,984 SH   SOLE   8,984 0 0
PINNACLE WEST CAPITAL CORP. Common Stock 723484101 2,647 31,063 SH   SOLE   31,063 0 0
PIONEER NATURAL RESOURCES CO. Common Stock 723787107 732 5,569 SH   SOLE   5,569 0 0
PLAINS GP HOLDINGS LP Common Stock 72651A207 1,112 55,322 SH   SOLE   55,322 0 0
PNC FUNDING CORP Common Stock 693475105 239 2,043 SH   SOLE   2,043 0 0
POLARIS INDUSTRIES INC. Common Stock 731068102 418 5,450 SH   SOLE   5,450 0 0
PPG INDUSTRIES Common Stock 693506107 223 2,177 SH   SOLE   2,177 0 0
PPL CORP. Common Stock 69351T106 2,315 81,710 SH   SOLE   81,710 0 0
PRICE T.ROWE GROUP INC. Common Stock 74144T108 368 3,990 SH   SOLE   3,990 0 0
PRINCIPAL FINANCIAL GROUP INC. Common Stock 74251V102 117 2,649 SH   SOLE   2,649 0 0
PROCTER & GAMBLE COMPANY Common Stock 742718109 3,319 36,103 SH   SOLE   36,103 0 0
PROGRESSIVE CORP.(OHIO) Common Stock 743315103 1,219 20,200 SH   SOLE   20,200 0 0
PROLOGIS Common Stock 74340W103 1,022 17,411 SH   SOLE   17,411 0 0
PRUDENTIAL FINANCIAL INC. Common Stock 744320102 119 1,462 SH   SOLE   1,462 0 0
PUBLIC SERVICE ELECTRIC GAS Common Stock 744573106 2,608 50,105 SH   SOLE   50,105 0 0
PUBLIC STORAGE INC Common Stock 74460D109 2,408 11,897 SH   SOLE   11,897 0 0
PULTEGROUP INC. Common Stock 745867101 580 22,329 SH   SOLE   22,329 0 0
QORVO INC Common Stock 74736K101 177 2,918 SH   SOLE   2,918 0 0
QUALCOMM INC. Common Stock 747525103 595 10,450 SH   SOLE   10,450 0 0
QUEST DIAGNOSTICS INC. Common Stock 74834L100 1,031 12,381 SH   SOLE   12,381 0 0
QURATE RETAIL INC Common Stock 74915M100 1,192 61,051 SH   SOLE   61,051 0 0
RALPH LAUREN CORP Common Stock 751212101 911 8,803 SH   SOLE   8,803 0 0
RAYMOND JAMES FINANCIAL INC. Common Stock 754730109 185 2,486 SH   SOLE   2,486 0 0
RAYTHEON CO. Common Stock 755111507 1,956 12,758 SH   SOLE   12,758 0 0
REALTY INCOME CORP. Common Stock 756109104 2,871 45,539 SH   SOLE   45,539 0 0
RED HAT INC. Common Stock 756577102 135 770 SH   SOLE   770 0 0
REGENCY CENTERS CORP. Common Stock 758849103 2,107 35,915 SH   SOLE   35,915 0 0
REGENERON PHARMACEUTICALS INC Common Stock 75886F107 1,039 2,782 SH   SOLE   2,782 0 0
REGIONS FINANCIAL CORP. Common Stock 7591EP100 269 20,133 SH   SOLE   20,133 0 0
REINSURANCE GROUP AMERICA INC. Common Stock 759351604 577 4,116 SH   SOLE   4,116 0 0
RENAISSANCE RE HOLDINGS LTD Common Stock G7496G103 4,999 37,391 SH   SOLE   19,845 17,546 0
REPUBLIC SERVICES INC. Common Stock 760759100 1,492 20,703 SH   SOLE   20,703 0 0
RESMED INC. Common Stock 761152107 1,635 14,357 SH   SOLE   14,357 0 0
ROBERT HALF INTERNATIONAL INC. Common Stock 770323103 559 9,768 SH   SOLE   9,768 0 0
ROCKWELL AUTOMATION INC Common Stock 773903109 183 1,216 SH   SOLE   1,216 0 0
ROLLINS INC. Common Stock 775711104 1,102 30,515 SH   SOLE   30,515 0 0
ROPER TECHNOLOGIES INC Common Stock 776696106 280 1,052 SH   SOLE   1,052 0 0
ROSS STORES INC. Common Stock 778296103 1,695 20,374 SH   SOLE   20,374 0 0
ROYAL GOLD INC. Common Stock 780287108 244 2,845 SH   SOLE   2,845 0 0
SABRE CORP Common Stock 78573M104 673 31,084 SH   SOLE   31,084 0 0
SALESFORCE.COM INC Common Stock 79466L302 333 2,428 SH   SOLE   2,428 0 0
SBA COMMUNICATIONS CORP. Common Stock 78410G104 1,357 8,382 SH   SOLE   8,382 0 0
SCANA CORP. Common Stock 80589M102 186 3,889 SH   SOLE   3,889 0 0
SCHLUMBERGER LTD Common Stock 806857108 1,008 27,935 SH   SOLE   27,935 0 0
SEALED AIR CORP. Common Stock 81211K100 869 24,939 SH   SOLE   24,939 0 0
SEATTLE GENETICS INC. Common Stock 812578102 197 3,470 SH   SOLE   3,470 0 0
SEI INVESTMENTS CO. Common Stock 784117103 185 4,000 SH   SOLE   4,000 0 0
SEMPRA ENERGY Common Stock 816851109 2,086 19,280 SH   SOLE   19,280 0 0
SERVICENOW INC Common Stock 81762P102 232 1,305 SH   SOLE   1,305 0 0
SHERWIN-WILLIAMS CO. Common Stock 824348106 1,065 2,706 SH   SOLE   2,706 0 0
SIGNATURE BANK/NEW YORK NY Common Stock 82669G104 808 7,856 SH   SOLE   7,856 0 0
SIMON PROPERTY GROUP LP Common Stock 828806109 2,047 12,183 SH   SOLE   12,183 0 0
SIRIUS SATELLITE RADIO INC Common Stock 82968B103 1,019 178,433 SH   SOLE   178,433 0 0
SKYWORKS SOLUTIONS INC. Common Stock 83088M102 263 3,925 SH   SOLE   3,925 0 0
SL GREEN REALTY CORP. Common Stock 78440X101 781 9,873 SH   SOLE   9,873 0 0
SMITH CORP.(A.O.) Common Stock 831865209 109 2,561 SH   SOLE   2,561 0 0
SMUCKER CO.(THE J.M.) Common Stock 832696405 2,538 27,149 SH   SOLE   27,149 0 0
SNAP-ON INC. Common Stock 833034101 740 5,096 SH   SOLE   5,096 0 0
SOUTHERN CO. Common Stock 842587107 3,666 83,471 SH   SOLE   34,930 48,541 0
SOUTHWEST AIRLINES CO. Common Stock 844741108 1,201 25,839 SH   SOLE   25,839 0 0
SPDR TRUST Exchange Traded Fund 78462F103 37,363 149,500 SH   SOLE   149,500 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC. Common Stock 848574109 1,182 16,398 SH   SOLE   16,398 0 0
SPLUNK INC Common Stock 848637104 148 1,413 SH   SOLE   1,413 0 0
SPRINT CORP Common Stock 85207U105 361 62,013 SH   SOLE   62,013 0 0
SQUARE INC Common Stock 852234103 120 2,148 SH   SOLE   2,148 0 0
SS&C TECHNOLOGIES HOLDINGS INC Common Stock 78467J100 568 12,583 SH   SOLE   12,583 0 0
STANLEY BLACK ET DECKER Common Stock 854502101 235 1,964 SH   SOLE   1,964 0 0
STARBUCKS CORP. Common Stock 855244109 2,165 33,618 SH   SOLE   33,618 0 0
STARWOOD PROPERTY TRUST INC Common Stock 85571B105 187 9,474 SH   SOLE   9,474 0 0
STATE STREET CORP. Common Stock 857477103 128 2,023 SH   SOLE   2,023 0 0
STEEL DYNAMICS INC. Common Stock 858119100 499 16,626 SH   SOLE   16,626 0 0
STRYKER CORP. Common Stock 863667101 1,290 8,230 SH   SOLE   8,230 0 0
SUNTRUST BANKS INC. Common Stock 867914103 363 7,198 SH   SOLE   7,198 0 0
SVB FINANCIAL GROUP Common Stock 78486Q101 88 464 SH   SOLE   464 0 0
SYMANTEC CORP. Common Stock 871503108 146 7,740 SH   SOLE   7,740 0 0
SYNCHRONY FINANCIAL Common Stock 87165B103 531 22,633 SH   SOLE   22,633 0 0
SYNOPSYS INC. Common Stock 871607107 364 4,320 SH   SOLE   4,320 0 0
SYSCO CORP. Common Stock 871829107 4,163 66,434 SH   SOLE   40,190 26,244 0
TAKE-TWO INTERACTIVE SOFTWARE Common Stock 874054109 245 2,376 SH   SOLE   2,376 0 0
TAPESTRY INC Common Stock 876030107 953 28,230 SH   SOLE   28,230 0 0
TARGA RESOURCES CORP Common Stock 87612G101 1,179 32,718 SH   SOLE   32,718 0 0
TARGET CORP. Common Stock 87612E106 1,942 29,388 SH   SOLE   29,388 0 0
TD AMERITRADE HOLDING CORP. Common Stock 87236Y108 316 6,460 SH   SOLE   6,460 0 0
TELEFLEX INC. Common Stock 879369106 1,017 3,933 SH   SOLE   3,933 0 0
TESLA MOTORS Common Stock 88160R101 140 421 SH   SOLE   421 0 0
TEXAS INSTRUMENTS Common Stock 882508104 319 3,376 SH   SOLE   3,376 0 0
THE CHEMOURS COMPANY Common Stock 163851108 398 14,098 SH   SOLE   14,098 0 0
THE KRAFT HEINZ COMPANY Common Stock 500754106 1,514 35,185 SH   SOLE   35,185 0 0
THE WILLIAMS COMPANIES, INC. Common Stock 969457100 1,922 87,183 SH   SOLE   87,183 0 0
THERMO FISHER SCIENTIFIC INC. Common Stock 883556102 367 1,641 SH   SOLE   1,641 0 0
TIFFANY AND CO. Common Stock 886547108 366 4,541 SH   SOLE   4,541 0 0
TJX COMPANIES INC. Common Stock 872540109 1,895 42,360 SH   SOLE   42,360 0 0
T-MOBILE US INC Common Stock 872590104 1,253 19,692 SH   SOLE   19,692 0 0
TORCHMARK CORP. Common Stock 891027104 132 1,770 SH   SOLE   1,770 0 0
TOTAL SYSTEM SERVICES INC. Common Stock 891906109 2,877 35,389 SH   SOLE   10,510 24,879 0
TRACTOR SUPPLY CO. Common Stock 892356106 1,591 19,073 SH   SOLE   19,073 0 0
TRANSDIGM GROUP INC. Common Stock 893641100 1,144 3,365 SH   SOLE   3,365 0 0
TRANSUNION Common Stock 89400J107 974 17,150 SH   SOLE   17,150 0 0
TRAVELERS COMPANIES (THE) INC Common Stock 89417E109 823 6,872 SH   SOLE   6,872 0 0
TRIMBLE NAVIGATION LTD Common Stock 896239100 206 6,266 SH   SOLE   6,266 0 0
TRIPADVISOR, INC Common Stock 896945201 146 2,705 SH   SOLE   2,705 0 0
TWITTER INC Common Stock 90184L102 139 4,846 SH   SOLE   4,846 0 0
TYLER TECHNOLOGIES INC. Common Stock 902252105 67 361 SH   SOLE   361 0 0
TYSON FOODS INC. Common Stock 902494103 8,043 150,611 SH   SOLE   58,638 91,973 0
UDR INC. Common Stock 902653104 2,025 51,115 SH   SOLE   51,115 0 0
UGI CORP. Common Stock 902681105 2,340 43,856 SH   SOLE   43,856 0 0
ULTA SALON COSME Common Stock 90384S303 1,200 4,900 SH   SOLE   4,900 0 0
UNDER ARMOUR INC. Common Stock 904311107 127 7,184 SH   SOLE   7,184 0 0
UNDER ARMOUR INC. Common Stock 904311206 174 10,739 SH   SOLE   10,739 0 0
UNION PACIFIC CORP. Common Stock 907818108 570 4,127 SH   SOLE   4,127 0 0
UNITED CONTINENTAL HOLDINGS INC Common Stock 910047109 763 9,114 SH   SOLE   9,114 0 0
UNITED PARCEL SERVICE INC. Common Stock 911312106 792 8,125 SH   SOLE   8,125 0 0
UNITED RENTALS INC. Common Stock 911363109 204 1,991 SH   SOLE   1,991 0 0
UNITED TECHNOLOGIES CORPORATION Common Stock 913017109 494 4,641 SH   SOLE   4,641 0 0
UNITED THERAPEUTICS CORP. Common Stock 91307C102 280 2,567 SH   SOLE   2,567 0 0
UNITEDHEALTH GROUP INC. Common Stock 91324P102 818 3,285 SH   SOLE   3,285 0 0
UNIVERSAL HEALTH SERVICES INC. Common Stock 913903100 2,010 17,243 SH   SOLE   17,243 0 0
UNUMPROVIDENT CORP. Common Stock 91529Y106 184 6,257 SH   SOLE   6,257 0 0
US BANCORP Common Stock 902973304 137 3,008 SH   SOLE   3,008 0 0
VAIL RESORTS INC. Common Stock 91879Q109 1,013 4,806 SH   SOLE   4,806 0 0
VALERO ENERGY CORP. Common Stock 91913Y100 922 12,302 SH   SOLE   12,302 0 0
VARIAN MEDICAL SYSTEMS INC. Common Stock 92220P105 1,077 9,503 SH   SOLE   9,503 0 0
VEEVA SYSTEMS INC Common Stock 922475108 196 2,192 SH   SOLE   2,192 0 0
VENTAS INC. Common Stock 92276F100 2,108 35,981 SH   SOLE   35,981 0 0
VEREIT INC Common Stock 92339V100 1,865 260,860 SH   SOLE   260,860 0 0
VERISIGN INC. Common Stock 92343E102 634 4,273 SH   SOLE   4,273 0 0
VERISK ANALYTICS INC. Common Stock 92345Y106 690 6,325 SH   SOLE   6,325 0 0
VERIZON COMMUNICATIONS INC. Common Stock 92343V104 3,090 54,960 SH   SOLE   54,960 0 0
VERTEX PHARMACEUTICALS INC. Common Stock 92532F100 749 4,517 SH   SOLE   4,517 0 0
VF CORP. Common Stock 918204108 1,080 15,133 SH   SOLE   15,133 0 0
VIRTU FINANCIAL INC Common Stock 928254101 128 4,977 SH   SOLE   4,977 0 0
VISA INC. Common Stock 92826C839 243 1,845 SH   SOLE   1,845 0 0
VISTRA ENERGY CORP Common Stock 92840M102 1,869 81,670 SH   SOLE   81,670 0 0
VMWARE INC. Common Stock 928563402 275 2,008 SH   SOLE   2,008 0 0
VORNADO REALTY TRUST Common Stock 929042109 1,175 18,950 SH   SOLE   18,950 0 0
VOYA FINANCIAL INC Common Stock 929089100 329 8,186 SH   SOLE   8,186 0 0
VULCAN MATERIALS CO. Common Stock 929160109 526 5,325 SH   SOLE   5,325 0 0
WABCO HOLDINGS INC. Common Stock 92927K102 331 3,084 SH   SOLE   3,084 0 0
WABTEC CORP/DE Common Stock 929740108 696 9,914 SH   SOLE   9,914 0 0
WALGREENS BOOTS ALLIANCE INC Common Stock 931427108 1,123 16,436 SH   SOLE   16,436 0 0
WALMART INC Common Stock 931142103 3,105 33,331 SH   SOLE   33,331 0 0
WALT DISNEY CO. Common Stock 254687106 1,591 14,511 SH   SOLE   14,511 0 0
WASTE CONNECTIONS INC Common Stock 94106B101 6,100 82,157 SH   SOLE   23,002 59,155 0
WASTE MANAGEMENT INC. Common Stock 94106L109 1,739 19,539 SH   SOLE   19,539 0 0
WATERS CORP. Common Stock 941848103 1,037 5,496 SH   SOLE   5,496 0 0
WELLCARE HEALTH PLANS INC Common Stock 94946T106 1,736 7,354 SH   SOLE   7,354 0 0
WELLS FARGO & CO Common Stock 949746101 558 12,114 SH   SOLE   12,114 0 0
WELLTOWER INC Common Stock 95040Q104 2,279 32,833 SH   SOLE   32,833 0 0
WESTERN DIGITAL CORP. Common Stock 958102105 210 5,693 SH   SOLE   5,693 0 0
WESTERN UNION CO. Common Stock 959802109 683 40,046 SH   SOLE   40,046 0 0
WESTLAKE CHEMICAL CORP. Common Stock 960413102 327 4,939 SH   SOLE   4,939 0 0
WESTROCK COMPANY Common Stock 96145D105 428 11,326 SH   SOLE   11,326 0 0
WEYERHAEUSER CO. Common Stock 962166104 424 19,402 SH   SOLE   19,402 0 0
WHIRLPOOL CORP. Common Stock 963320106 479 4,481 SH   SOLE   4,481 0 0
WISCONSIN ENERGY CORP. Common Stock 92939U106 2,308 33,329 SH   SOLE   33,329 0 0
WORKDAY INC-CLASS A Common Stock 98138H101 154 964 SH   SOLE   964 0 0
WORLDPAY INC Common Stock 981558109 772 10,103 SH   SOLE   10,103 0 0
WP CAREY Common Stock 92936U109 1,810 27,703 SH   SOLE   27,703 0 0
WYNN RESORTS LTD Common Stock 983134107 121 1,223 SH   SOLE   1,223 0 0
XCEL ENERGY INC. Common Stock 98389B100 2,771 56,231 SH   SOLE   56,231 0 0
XEROX CORP. Common Stock 984121608 696 35,201 SH   SOLE   35,201 0 0
XILINX INC. Common Stock 983919101 199 2,336 SH   SOLE   2,336 0 0
XPO LOGISTICS INC Common Stock 983793100 187 3,274 SH   SOLE   3,274 0 0
XYLEM INC Common Stock 98419M100 362 5,431 SH   SOLE   5,431 0 0
YUM BRANDS INC. Common Stock 988498101 801 8,718 SH   SOLE   8,718 0 0
ZAYO GROUP HOLDINGS INC Common Stock 98919V105 554 24,257 SH   SOLE   24,257 0 0
ZILLOW GROUP INC Common Stock 98954M200 271 8,573 SH   SOLE   8,573 0 0
ZIMMER BIOMET HOLDINGS INC Common Stock 98956P102 1,325 12,770 SH   SOLE   12,770 0 0
ZIONS BANCORPORATION Common Stock 989701107 445 10,932 SH   SOLE   10,932 0 0
ZOETIS INC Common Stock 98978V103 789 9,222 SH   SOLE   9,222 0 0