0000762152-18-000013.txt : 20181026
0000762152-18-000013.hdr.sgml : 20181026
20181026171230
ACCESSION NUMBER: 0000762152-18-000013
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20180930
FILED AS OF DATE: 20181026
DATE AS OF CHANGE: 20181026
EFFECTIVENESS DATE: 20181026
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: 181142312
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
09-30-2018
09-30-2018
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
Administrator, Trust Accounting Division
517-335-1012
Karen Stout
East Lansing
MI
10-26-2018
0
940
13671156
false
INFORMATION TABLE
2
InformationTable_09-30-2018.xml
AFLAC INC
COM
001055102
10769
228790
SH
SOLE
228790
0
0
AGCO CORP
COM
001084102
1495
24600
SH
SOLE
24600
0
0
AGNC INVT CORP
COM
00123Q104
418911
22485845
SH
SOLE
22485845
0
0
AES CORP
COM
00130H105
2761
197205
SH
SOLE
197205
0
0
AMC NETWORKS INC
CL A
00164V103
1118
16850
SH
SOLE
16850
0
0
ATT INC
COM
00206R102
86069
2563096
SH
SOLE
2563096
0
0
AARONS INC
COM PAR 050
002535300
1394
25600
SH
SOLE
25600
0
0
ABBOTT LABS
COM
002824100
38348
522743
SH
SOLE
522743
0
0
ABBVIE INC
COM
00287Y109
61856
654003
SH
SOLE
654003
0
0
ABIOMED INC
COM
003654100
28514
63400
SH
SOLE
63400
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
1148
32600
SH
SOLE
32600
0
0
ACI WORLDWIDE INC
COM
004498101
1206
42850
SH
SOLE
42850
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
18896
227144
SH
SOLE
227144
0
0
ACUITY BRANDS INC
COM
00508Y102
2342
14900
SH
SOLE
14900
0
0
ADOBE SYS INC
COM
00724F101
98978
366653
SH
SOLE
366653
0
0
ADTALEM GLOBAL ED INC
COM
00737L103
1070
22200
SH
SOLE
22200
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
3715
22068
SH
SOLE
22068
0
0
AECOM
COM
00766T100
1943
59500
SH
SOLE
59500
0
0
AEROHIVE NETWORKS INC
COM
007786106
1018
247048
SH
SOLE
247048
0
0
ADVANCED MICRO DEVICES
COM
007903107
69675
2255600
SH
SOLE
2255600
0
0
AETNA INC NEW
COM
00817Y108
19764
97434
SH
SOLE
97434
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
2182
15956
SH
SOLE
15956
0
0
AGILENT TECHNOLOGIES INC
COM
00846U101
6699
94969
SH
SOLE
94969
0
0
AIR PRODS CHEMS INC
COM
009158106
10909
65302
SH
SOLE
65302
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
3696
50523
SH
SOLE
50523
0
0
AKORN INC
COM
009728106
452
34800
SH
SOLE
34800
0
0
ALASKA AIR GROUP INC
COM
011659109
2527
36696
SH
SOLE
36696
0
0
ALBEMARLE CORP
COM
012653101
3227
32340
SH
SOLE
32340
0
0
ALEXANDER BALDWIN INC NEW
COM
014491104
568
25039
SH
SOLE
25039
0
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
3962
31500
SH
SOLE
31500
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
50930
366378
SH
SOLE
366378
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
39409
239193
SH
SOLE
239193
0
0
ALIGN TECHNOLOGY INC
COM
016255101
8529
21800
SH
SOLE
21800
0
0
ALLEGHANY CORP DEL
COM
017175100
3589
5500
SH
SOLE
5500
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
1374
46500
SH
SOLE
46500
0
0
ALLETE INC
COM
018522300
1425
19000
SH
SOLE
19000
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
3331
14103
SH
SOLE
14103
0
0
ALLIANT ENERGY CORP
COM
018802108
2965
69656
SH
SOLE
69656
0
0
ALLSCRIPTS HEALTHCARE SOLUTN
COM
01988P108
921
64600
SH
SOLE
64600
0
0
ALLSTATE CORP
COM
020002101
10180
103137
SH
SOLE
103137
0
0
ALLY FINL INC
COM
02005N100
99530
3762933
SH
SOLE
3762933
0
0
ALPHABET INC
CAP STK CL C
02079K107
109461
91717
SH
SOLE
91717
0
0
ALPHABET INC
CAP STK CL A
02079K305
265483
219938
SH
SOLE
219938
0
0
ALTERYX INC
COM CL A
02156B103
203
3543
SH
SOLE
3543
0
0
ALTRIA GROUP INC
COM
02209S103
62162
1030702
SH
SOLE
1030702
0
0
AMAZON COM INC
COM
023135106
326293
162902
SH
SOLE
162902
0
0
AMEREN CORP
COM
023608102
4597
72722
SH
SOLE
72722
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
5049
122156
SH
SOLE
122156
0
0
AMERICAN CAMPUS CMNTYS INC
COM
024835100
2087
50700
SH
SOLE
50700
0
0
AMERICAN ELEC PWR INC
COM
025537101
10411
146881
SH
SOLE
146881
0
0
AMERICAN EAGLE OUTFITTERS NE
COM
02553E106
1546
62275
SH
SOLE
62275
0
0
AMERICAN EXPRESS CO
COM
025816109
122261
1148101
SH
SOLE
1148101
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
2884
25990
SH
SOLE
25990
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
14095
264752
SH
SOLE
264752
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
19082
131326
SH
SOLE
131326
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
4735
53828
SH
SOLE
53828
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
29343
318184
SH
SOLE
318184
0
0
AMERIPRISE FINL INC
COM
03076C106
6248
42316
SH
SOLE
42316
0
0
AMETEK INC NEW
COM
031100100
5466
69084
SH
SOLE
69084
0
0
AMGEN INC
COM
031162100
59553
287294
SH
SOLE
287294
0
0
AMPHENOL CORP NEW
NEW CL A
032095101
8410
89452
SH
SOLE
89452
0
0
ANADARKO PETE CORP
COM
032511107
10289
152627
SH
SOLE
152627
0
0
ANALOG DEVICES INC
COM
032654105
10244
110795
SH
SOLE
110795
0
0
ANDEAVOR
COM
03349M105
6364
41461
SH
SOLE
41461
0
0
ANNALY CAP MGMT INC
COM
035710409
282167
27582275
SH
SOLE
27582275
0
0
ANSYS INC
COM
03662Q105
4686
25100
SH
SOLE
25100
0
0
ANTHEM INC
COM
036752103
21224
77444
SH
SOLE
77444
0
0
APACHE CORP
COM
037411105
5434
113994
SH
SOLE
113994
0
0
APARTMENT INVT MGMT CO
CL A
03748R101
2071
46928
SH
SOLE
46928
0
0
APERGY CORP
COM
03755L104
1247
28631
SH
SOLE
28631
0
0
APOLLO COML REAL EST FIN INC
COM
03762U105
111710
5919968
SH
SOLE
5919968
0
0
APPLE INC
COM
037833100
541684
2399591
SH
SOLE
2399591
0
0
APPLIED MATLS INC
COM
038222105
11321
292909
SH
SOLE
292909
0
0
APTARGROUP INC
COM
038336103
2478
23000
SH
SOLE
23000
0
0
AQUA AMERICA INC
COM
03836W103
2429
65816
SH
SOLE
65816
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
8385
166800
SH
SOLE
166800
0
0
ARCONIC INC
COM
03965L100
2818
128034
SH
SOLE
128034
0
0
ARISTA NETWORKS INC
COM
040413106
4094
15400
SH
SOLE
15400
0
0
ARROW ELECTRS INC
COM
042735100
2386
32362
SH
SOLE
32362
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
1933
23053
SH
SOLE
23053
0
0
ASSOCIATED BANC CORP
COM
045487105
1656
63689
SH
SOLE
63689
0
0
ASSURANT INC
COM
04621X108
1701
15757
SH
SOLE
15757
0
0
ATMOS ENERGY CORP
COM
049560105
3860
41100
SH
SOLE
41100
0
0
AUTODESK INC
COM
052769106
10166
65120
SH
SOLE
65120
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
22084
146581
SH
SOLE
146581
0
0
AUTONATION INC
COM
05329W102
885
21300
SH
SOLE
21300
0
0
AUTOZONE INC
COM
053332102
6100
7864
SH
SOLE
7864
0
0
AVALONBAY CMNTYS INC
COM
053484101
7468
41223
SH
SOLE
41223
0
0
AVANOS MED INC
COM
05350V106
1200
17520
SH
SOLE
17520
0
0
AVERY DENNISON CORP
COM
053611109
31576
291426
SH
SOLE
291426
0
0
AVIS BUDGET GROUP
COM
053774105
791
24600
SH
SOLE
24600
0
0
AVNET INC
COM
053807103
1918
42840
SH
SOLE
42840
0
0
BB T CORP
COM
054937107
11201
230761
SH
SOLE
230761
0
0
BAIDU INC
SPON ADR REP A
056752108
1816
7942
SH
SOLE
7942
0
0
BAKER HUGHES A GE CO
CL A
05722G100
4198
124101
SH
SOLE
124101
0
0
BALL CORP
COM
058498106
4507
102452
SH
SOLE
102452
0
0
BANCORPSOUTH BK TUPELO MISS
COM
05971J102
1086
33200
SH
SOLE
33200
0
0
BANK AMER CORP
COM
060505104
81543
2767935
SH
SOLE
2767935
0
0
BANK HAWAII CORP
COM
062540109
1230
15590
SH
SOLE
15590
0
0
BANK NEW YORK MELLON CORP
COM
064058100
13979
274148
SH
SOLE
274148
0
0
BANK OZK
COM
06417N103
1697
44700
SH
SOLE
44700
0
0
BAXTER INTL INC
COM
071813109
11411
148022
SH
SOLE
148022
0
0
BECTON DICKINSON CO
COM
075887109
20816
79753
SH
SOLE
79753
0
0
BED BATH BEYOND INC
COM
075896100
777
51800
SH
SOLE
51800
0
0
BELDEN INC
COM
077454106
1071
15000
SH
SOLE
15000
0
0
BEMIS INC
COM
081437105
1638
33700
SH
SOLE
33700
0
0
W R BERKLEY CORPORATION
COM
084423102
2842
35555
SH
SOLE
35555
0
0
BERKSHIRE HATHAWAY INC DEL
CL A
084670108
37120
116
SH
SOLE
116
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
240311
1122370
SH
SOLE
1122370
0
0
BEST BUY INC
COM
086516101
5746
72404
SH
SOLE
72404
0
0
BIG LOTS INC
COM
089302103
623
14900
SH
SOLE
14900
0
0
BIO RAD LABS INC
CL A
090572207
2316
7400
SH
SOLE
7400
0
0
BIOGEN INC
COM
09062X103
21190
59977
SH
SOLE
59977
0
0
BIO TECHNE CORP
COM
09073M104
2858
14000
SH
SOLE
14000
0
0
BLACK HILLS CORP
COM
092113109
1150
19790
SH
SOLE
19790
0
0
BLACKBAUD INC
COM
09227Q100
1827
18000
SH
SOLE
18000
0
0
BLACKROCK INC
COM
09247X101
17241
36580
SH
SOLE
36580
0
0
BLACKROCK TCP CAP CORP
COM
09259E108
342
24039
SH
SOLE
24039
0
0
BLOCK H R INC
COM
093671105
1576
61198
SH
SOLE
61198
0
0
BOEING CO
COM
097023105
89014
239350
SH
SOLE
239350
0
0
BOOKING HLDGS INC
COM
09857L108
61752
31125
SH
SOLE
31125
0
0
BORGWARNER INC
COM
099724106
2661
62196
SH
SOLE
62196
0
0
BOSTON BEER INC
CL A
100557107
920
3200
SH
SOLE
3200
0
0
BOSTON PROPERTIES INC
COM
101121101
5666
46028
SH
SOLE
46028
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
15866
412096
SH
SOLE
412096
0
0
BOYD GAMING CORP
COM
103304101
1012
29900
SH
SOLE
29900
0
0
BRIGHTHOUSE FINL INC
COM
10922N103
1578
35680
SH
SOLE
35680
0
0
BRINKER INTL INC
COM
109641100
705
15077
SH
SOLE
15077
0
0
BRINKS CO
COM
109696104
1311
18800
SH
SOLE
18800
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
46741
752917
SH
SOLE
752917
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
6301
47750
SH
SOLE
47750
0
0
BROADCOM INC
COM
11135F101
31749
128678
SH
SOLE
128678
0
0
BROWN BROWN INC
COM
115236101
2534
85700
SH
SOLE
85700
0
0
BROWN FORMAN CORP
CL B
115637209
2537
50192
SH
SOLE
50192
0
0
BRUNSWICK CORP
COM
117043109
2151
32100
SH
SOLE
32100
0
0
BURLINGTON STORES INC
COM
122017106
3128
19200
SH
SOLE
19200
0
0
CBS CORP NEW
CL B
124857202
5793
100827
SH
SOLE
100827
0
0
CBOE GLOBAL MARKETS INC
COM
12503M108
3195
33300
SH
SOLE
33300
0
0
CBRE GROUP INC
CL A
12504L109
29526
669532
SH
SOLE
669532
0
0
CDK GLOBAL INC
COM
12508E101
2997
47900
SH
SOLE
47900
0
0
CF INDS HLDGS INC
COM
125269100
3785
69525
SH
SOLE
69525
0
0
C H ROBINSON WORLDWIDE INC
COM NEW
12541W209
4047
41329
SH
SOLE
41329
0
0
CIGNA CORP
COM
125509109
15104
72528
SH
SOLE
72528
0
0
CME GROUP INC
COM CL A
12572Q105
17272
101477
SH
SOLE
101477
0
0
CMS ENERGY CORP
COM
125896100
4137
84435
SH
SOLE
84435
0
0
CNO FINL GROUP INC
COM
12621E103
1292
60900
SH
SOLE
60900
0
0
CSX CORP
COM
126408103
18004
243131
SH
SOLE
243131
0
0
CNX RESOURCES CORPORATION
COM
12653C108
1128
78800
SH
SOLE
78800
0
0
CVS HEALTH CORP
COM
126650100
113147
1437340
SH
SOLE
1437340
0
0
CA INC
COM
12673P105
39191
887680
SH
SOLE
887680
0
0
CABLE ONE INC
COM
12685J105
1590
1800
SH
SOLE
1800
0
0
CABOT CORP
COM
127055101
1429
22780
SH
SOLE
22780
0
0
CABOT OIL GAS CORP
COM
127097103
2960
131432
SH
SOLE
131432
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
3820
84300
SH
SOLE
84300
0
0
CALLON PETE CO DEL
COM
13123X102
1010
84200
SH
SOLE
84200
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
3209
34300
SH
SOLE
34300
0
0
CAMPBELL SOUP CO
COM
134429109
2101
57359
SH
SOLE
57359
0
0
CANTEL MEDICAL CORP
COM
138098108
1234
13400
SH
SOLE
13400
0
0
CAPITAL ONE FINL CORP
COM
14040H105
13532
142548
SH
SOLE
142548
0
0
CARDINAL HEALTH INC
COM
14149Y108
4969
92015
SH
SOLE
92015
0
0
CARLISLE COS INC
COM
142339100
2694
22120
SH
SOLE
22120
0
0
CARMAX INC
COM
143130102
3928
52605
SH
SOLE
52605
0
0
CARNIVAL CORP
UNIT 99999999
143658300
7663
120160
SH
SOLE
120160
0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
1032
17500
SH
SOLE
17500
0
0
CARS COM INC
COM
14575E105
654
23699
SH
SOLE
23699
0
0
CARTERS INC
COM
146229109
1696
17200
SH
SOLE
17200
0
0
CASEYS GEN STORES INC
COM
147528103
1743
13500
SH
SOLE
13500
0
0
CATALENT INC
COM
148806102
2441
53600
SH
SOLE
53600
0
0
CATERPILLAR INC DEL
COM
149123101
27001
177066
SH
SOLE
177066
0
0
CATHAY GEN BANCORP
COM
149150104
1181
28500
SH
SOLE
28500
0
0
CELGENE CORP
COM
151020104
18753
209552
SH
SOLE
209552
0
0
CENTENE CORP DEL
COM
15135B101
8850
61124
SH
SOLE
61124
0
0
CENTERPOINT ENERGY INC
COM
15189T107
4052
146562
SH
SOLE
146562
0
0
CENTURYLINK INC
COM
156700106
6003
283176
SH
SOLE
283176
0
0
CERNER CORP
COM
156782104
6317
98068
SH
SOLE
98068
0
0
CHARLES RIV LABS INTL INC
COM
159864107
2395
17800
SH
SOLE
17800
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
17337
53200
SH
SOLE
53200
0
0
CHEESECAKE FACTORY INC
COM
163072101
835
15599
SH
SOLE
15599
0
0
CHEMED CORP NEW
COM
16359R103
1917
6000
SH
SOLE
6000
0
0
CHEMICAL FINL CORP
COM
163731102
1410
26400
SH
SOLE
26400
0
0
CHEMOURS CO
COM
163851108
2579
65400
SH
SOLE
65400
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
1515
337400
SH
SOLE
337400
0
0
CHEVRON CORP NEW
COM
166764100
69818
570968
SH
SOLE
570968
0
0
CHIPOTLE MEXICAN GRILL INC
COM
169656105
3336
7340
SH
SOLE
7340
0
0
CHURCH DWIGHT INC
COM
171340102
4341
73124
SH
SOLE
73124
0
0
CHURCHILL DOWNS INC
COM
171484108
1226
4414
SH
SOLE
4414
0
0
CIENA CORP
COM NEW
171779309
1646
52700
SH
SOLE
52700
0
0
CIMAREX ENERGY CO
COM
171798101
2638
28380
SH
SOLE
28380
0
0
CINCINNATI FINL CORP
COM
172062101
3466
45121
SH
SOLE
45121
0
0
CINEMARK HOLDINGS INC
COM
17243V102
1580
39300
SH
SOLE
39300
0
0
CIRRUS LOGIC INC
COM
172755100
872
22600
SH
SOLE
22600
0
0
CISCO SYS INC
COM
17275R102
66266
1362091
SH
SOLE
1362091
0
0
CINTAS CORP
COM
172908105
7787
39367
SH
SOLE
39367
0
0
CITIGROUP INC
COM NEW
172967424
53795
749856
SH
SOLE
749856
0
0
CITIZENS FINL GROUP INC
COM
174610105
5469
141800
SH
SOLE
141800
0
0
CITRIX SYS INC
COM
177376100
4266
38374
SH
SOLE
38374
0
0
CLEAN HARBORS INC
COM
184496107
1353
18900
SH
SOLE
18900
0
0
CLOROX CO DEL
COM
189054109
5741
38170
SH
SOLE
38170
0
0
CLOUDERA INC
COM
18914U100
934
52910
SH
SOLE
52910
0
0
COCA COLA CO
COM
191216100
52681
1140538
SH
SOLE
1140538
0
0
COGNEX CORP
COM
192422103
3550
63600
SH
SOLE
63600
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
13336
172854
SH
SOLE
172854
0
0
COHERENT INC
COM
192479103
1550
9000
SH
SOLE
9000
0
0
COLGATE PALMOLIVE CO
COM
194162103
17312
258584
SH
SOLE
258584
0
0
COMCAST CORP NEW
CL A
20030N101
48247
1362522
SH
SOLE
1362522
0
0
COMERICA INC
COM
200340107
4607
51076
SH
SOLE
51076
0
0
COMMERCE BANCSHARES INC
COM
200525103
2319
35123
SH
SOLE
35123
0
0
COMMERCIAL METALS CO
COM
201723103
889
43300
SH
SOLE
43300
0
0
COMMVAULT SYSTEMS INC
COM
204166102
994
14200
SH
SOLE
14200
0
0
COMPASS MINERALS INTL INC
COM
20451N101
840
12500
SH
SOLE
12500
0
0
CONAGRA BRANDS INC
COM
205887102
3963
116671
SH
SOLE
116671
0
0
CONCHO RES INC
COM
20605P101
9109
59632
SH
SOLE
59632
0
0
CONOCOPHILLIPS
COM
20825C104
26800
346255
SH
SOLE
346255
0
0
CONSOLIDATED EDISON INC
COM
209115104
7065
92728
SH
SOLE
92728
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
10776
49975
SH
SOLE
49975
0
0
CONVERGYS CORP
COM
212485106
800
33700
SH
SOLE
33700
0
0
COOPER COS INC
COM NEW
216648402
4054
14628
SH
SOLE
14628
0
0
COPART INC
COM
217204106
34468
668900
SH
SOLE
668900
0
0
CORESITE RLTY CORP
COM
21870Q105
1512
13600
SH
SOLE
13600
0
0
CORELOGIC INC
COM
21871D103
1477
29900
SH
SOLE
29900
0
0
CORECIVIC INC
COM
21871N101
1066
43812
SH
SOLE
43812
0
0
CORNING INC
COM
219350105
8520
241369
SH
SOLE
241369
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
1140
38200
SH
SOLE
38200
0
0
COSTCO WHSL CORP NEW
COM
22160K105
30684
130636
SH
SOLE
130636
0
0
COTY INC
COM CL A
222070203
1685
134189
SH
SOLE
134189
0
0
COUSINS PPTYS INC
COM
222795106
1382
155500
SH
SOLE
155500
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
1309
8900
SH
SOLE
8900
0
0
CRANE CO
COM
224399105
1842
18732
SH
SOLE
18732
0
0
CREE INC
COM
225447101
1424
37600
SH
SOLE
37600
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
16518
148374
SH
SOLE
148374
0
0
CULLEN FROST BANKERS INC
COM
229899109
2465
23600
SH
SOLE
23600
0
0
CUMMINS INC
COM
231021106
6539
44764
SH
SOLE
44764
0
0
CURTISS WRIGHT CORP
COM
231561101
2240
16300
SH
SOLE
16300
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
1937
133700
SH
SOLE
133700
0
0
CYRUSONE INC
COM
23283R100
2327
36700
SH
SOLE
36700
0
0
D R HORTON INC
COM
23331A109
4313
102260
SH
SOLE
102260
0
0
DTE ENERGY CO
COM
233331107
5906
54123
SH
SOLE
54123
0
0
DXC TECHNOLOGY CO
COM
23355L106
10449
111725
SH
SOLE
111725
0
0
DANA INCORPORATED
COM
235825205
999
53500
SH
SOLE
53500
0
0
DANAHER CORP DEL
COM
235851102
19936
183467
SH
SOLE
183467
0
0
DARDEN RESTAURANTS INC
COM
237194105
4109
36953
SH
SOLE
36953
0
0
DAVITA INC
COM
23918K108
2705
37758
SH
SOLE
37758
0
0
DECKERS OUTDOOR CORP
COM
243537107
1316
11100
SH
SOLE
11100
0
0
DEERE CO
COM
244199105
14410
95854
SH
SOLE
95854
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
33289
575632
SH
SOLE
575632
0
0
DELUXE CORP
COM
248019101
1006
17662
SH
SOLE
17662
0
0
DENTSPLY SIRONA INC
COM
24906P109
2501
66266
SH
SOLE
66266
0
0
DEVON ENERGY CORP NEW
COM
25179M103
6053
151563
SH
SOLE
151563
0
0
DIAMOND OFFSHORE DRILLING IN
COM
25271C102
478
23900
SH
SOLE
23900
0
0
DICKS SPORTING GOODS INC
COM
253393102
1004
28300
SH
SOLE
28300
0
0
DIGITAL RLTY TR INC
COM
253868103
6913
61460
SH
SOLE
61460
0
0
DILLARDS INC
CL A
254067101
542
7100
SH
SOLE
7100
0
0
DISNEY WALT CO
COM
254687106
74672
638553
SH
SOLE
638553
0
0
DISCOVER FINL SVCS
COM
254709108
7809
102143
SH
SOLE
102143
0
0
DISCOVERY INC
COM SER A
25470F104
1490
46549
SH
SOLE
46549
0
0
DISCOVERY INC
COM SER C
25470F302
3169
107146
SH
SOLE
107146
0
0
DISH NETWORK CORP
CL A
25470M109
2442
68300
SH
SOLE
68300
0
0
DOLLAR GEN CORP NEW
COM
256677105
37943
347142
SH
SOLE
347142
0
0
DOLLAR TREE INC
COM
256746108
5783
70910
SH
SOLE
70910
0
0
DOMINION ENERGY INC
COM
25746U109
13694
194849
SH
SOLE
194849
0
0
DOMINOS PIZZA INC
COM
25754A201
4569
15500
SH
SOLE
15500
0
0
DOMTAR CORP
COM NEW
257559203
1216
23300
SH
SOLE
23300
0
0
DONALDSON INC
COM
257651109
2780
47720
SH
SOLE
47720
0
0
DOUGLAS EMMETT INC
COM
25960P109
2252
59700
SH
SOLE
59700
0
0
DOVER CORP
COM
260003108
3892
43962
SH
SOLE
43962
0
0
DOWDUPONT INC
COM
26078J100
44215
687534
SH
SOLE
687534
0
0
DRIL QUIP INC
COM
262037104
726
13900
SH
SOLE
13900
0
0
DUKE REALTY CORP
COM
264411505
3021
106500
SH
SOLE
106500
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
19332
241584
SH
SOLE
241584
0
0
DUN BRADSTREET CORP DEL NE
COM
26483E100
1952
13700
SH
SOLE
13700
0
0
DUNKIN BRANDS GROUP INC
COM
265504100
2285
31000
SH
SOLE
31000
0
0
DYCOM INDS INC
COM
267475101
981
11600
SH
SOLE
11600
0
0
EOG RES INC
COM
26875P101
22022
172628
SH
SOLE
172628
0
0
EQT CORP
COM
26884L109
3480
78670
SH
SOLE
78670
0
0
EPR PPTYS COM
COM SH BEN INT
26884U109
1881
27500
SH
SOLE
27500
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
22913
437358
SH
SOLE
437358
0
0
EAGLE MATERIALS INC
COM
26969P108
1509
17700
SH
SOLE
17700
0
0
EAST WEST BANCORP INC
COM
27579R104
3236
53600
SH
SOLE
53600
0
0
EASTMAN CHEM CO
COM
277432100
4027
42070
SH
SOLE
42070
0
0
EATON VANCE CORP
COM NON VTG
278265103
2297
43700
SH
SOLE
43700
0
0
EBAY INC
COM
278642103
9151
277142
SH
SOLE
277142
0
0
ECOLAB INC
COM
278865100
11873
75729
SH
SOLE
75729
0
0
EDGEWELL PERS CARE CO
COM
28035Q102
922
19944
SH
SOLE
19944
0
0
EDISON INTL
COM
281020107
6571
97084
SH
SOLE
97084
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
10856
62356
SH
SOLE
62356
0
0
ELDORADO RESORTS INC
COM
28470R102
1166
24000
SH
SOLE
24000
0
0
ELECTRONIC ARTS INC
COM
285512109
10941
90806
SH
SOLE
90806
0
0
ELLINGTON FINANCIAL LLC
COM
288522303
24059
1502778
SH
SOLE
1502778
0
0
ELLINGTON RESIDENTIAL MTG RE
COM SHS BEN INT
288578107
6548
580000
SH
SOLE
580000
0
0
EMCOR GROUP INC
COM
29084Q100
1615
21500
SH
SOLE
21500
0
0
EMERSON ELEC CO
COM
291011104
14338
187223
SH
SOLE
187223
0
0
ENCOMPASS HEALTH CORP
COM
29261A100
2853
36600
SH
SOLE
36600
0
0
ENERGEN CORP
COM
29265N108
2611
30300
SH
SOLE
30300
0
0
ENERGY FOCUS INC
COM NEW
29268T300
1118
545283
SH
SOLE
545283
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
1299
22144
SH
SOLE
22144
0
0
ENERSYS
COM
29275Y102
1359
15600
SH
SOLE
15600
0
0
ENTERGY CORP NEW
COM
29364G103
4374
53915
SH
SOLE
53915
0
0
ENTERPRISE PRODS PARTNERS L
COM
293792107
2643
92000
SH
SOLE
92000
0
0
ENVISION HEALTHCARE CORP
COM
29414D100
1651
36100
SH
SOLE
36100
0
0
EQUIFAX INC
COM
294429105
4680
35846
SH
SOLE
35846
0
0
EQUINIX INC
COM PAR 001
29444U700
10276
23738
SH
SOLE
23738
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
7269
109703
SH
SOLE
109703
0
0
ESSEX PPTY TR
COM
297178105
4861
19702
SH
SOLE
19702
0
0
ESTERLINE TECHNOLOGIES CORP
COM
297425100
891
9800
SH
SOLE
9800
0
0
EVERCORE INC
CLASS A
29977A105
1518
15100
SH
SOLE
15100
0
0
EVERGY INC
COM
30034W106
4449
81000
SH
SOLE
81000
0
0
EVERSOURCE ENERGY
COM
30040W108
5804
94464
SH
SOLE
94464
0
0
EVOKE PHARMA INC
COM
30049G104
1192
400000
SH
SOLE
400000
0
0
EXELON CORP
COM
30161N101
209035
4787797
SH
SOLE
4787797
0
0
EXELIXIS INC
COM
30161Q104
1953
110200
SH
SOLE
110200
0
0
EXPEDIA GROUP INC
COM NEW
30212P303
4617
35384
SH
SOLE
35384
0
0
EXPEDITORS INTL WASH INC
COM
302130109
3816
51899
SH
SOLE
51899
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
15913
167492
SH
SOLE
167492
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
3262
37648
SH
SOLE
37648
0
0
EXXON MOBIL CORP
COM
30231G102
107255
1261532
SH
SOLE
1261532
0
0
FLIR SYS INC
COM NEW
302445101
2525
41085
SH
SOLE
41085
0
0
F M C CORP
COM
302491303
3499
40134
SH
SOLE
40134
0
0
FNB CORP PA
COM
302520101
1525
119900
SH
SOLE
119900
0
0
FACEBOOK INC
CL A
30303M102
198851
1209116
SH
SOLE
1209116
0
0
FACTSET RESH SYS INC
COM
303075105
3177
14200
SH
SOLE
14200
0
0
FAIR ISAAC CORP
COM
303250104
2468
10800
SH
SOLE
10800
0
0
FASTENAL CO
COM
311900104
4963
85536
SH
SOLE
85536
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
2772
21916
SH
SOLE
21916
0
0
FEDERATED INVS INC PA
CL B
314211103
854
35400
SH
SOLE
35400
0
0
FEDEX CORP
COM
31428X106
17460
72512
SH
SOLE
72512
0
0
F5 NETWORKS INC
COM
315616102
3624
18172
SH
SOLE
18172
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
12762
117006
SH
SOLE
117006
0
0
FIFTH THIRD BANCORP
COM
316773100
5542
198504
SH
SOLE
198504
0
0
FIRST AMERN FINL CORP
COM
31847R102
2131
41300
SH
SOLE
41300
0
0
FIRST HORIZON NATL CORP
COM
320517105
2074
120183
SH
SOLE
120183
0
0
FIRST INDUSTRIAL REALTY TRUS
COM
32054K103
1463
46600
SH
SOLE
46600
0
0
FIRST SOLAR INC
COM
336433107
20340
420073
SH
SOLE
420073
0
0
FISERV INC
COM
337738108
11604
140856
SH
SOLE
140856
0
0
FIRSTENERGY CORP
COM
337932107
5384
144853
SH
SOLE
144853
0
0
FITBIT INC
CL A
33812L102
2302
430300
SH
SOLE
430300
0
0
FIVE BELOW INC
COM
33829M101
2679
20600
SH
SOLE
20600
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
6402
28100
SH
SOLE
28100
0
0
FLUOR CORP NEW
COM
343412102
2432
41853
SH
SOLE
41853
0
0
FLOWERS FOODS INC
COM
343498101
1266
67850
SH
SOLE
67850
0
0
FLOWSERVE CORP
COM
34354P105
2132
38975
SH
SOLE
38975
0
0
FOOT LOCKER INC
COM
344849104
1776
34828
SH
SOLE
34828
0
0
FORD MTR CO DEL
COM PAR 01
345370860
10790
1166490
SH
SOLE
1166490
0
0
FORTINET INC
COM
34959E109
4909
53200
SH
SOLE
53200
0
0
FORTIVE CORP
COM
34959J108
7714
91619
SH
SOLE
91619
0
0
FORTRESS TRANS INFRST INVS L
COM REP LTD LIAB
34960P101
68664
3776923
SH
SOLE
3776923
0
0
FORTUNE BRANDS HOME SEC IN
COM
34964C106
2223
42464
SH
SOLE
42464
0
0
FRANKLIN RES INC
COM
354613101
2769
91060
SH
SOLE
91060
0
0
FREEPORT MCMORAN INC
CL B
35671D857
6010
431723
SH
SOLE
431723
0
0
FULTON FINL CORP PA
COM
360271100
1084
65100
SH
SOLE
65100
0
0
GATX CORP
COM
361448103
1211
13990
SH
SOLE
13990
0
0
GEO GROUP INC NEW
COM
36162J106
1133
45050
SH
SOLE
45050
0
0
GALLAGHER ARTHUR J CO
COM
363576109
4053
54452
SH
SOLE
54452
0
0
GAP INC DEL
COM
364760108
1865
64646
SH
SOLE
64646
0
0
GARTNER INC
COM
366651107
4295
27099
SH
SOLE
27099
0
0
GENERAL DYNAMICS CORP
COM
369550108
27356
133627
SH
SOLE
133627
0
0
GENERAL ELECTRIC CO
COM
369604103
30347
2687960
SH
SOLE
2687960
0
0
GENERAL MLS INC
COM
370334104
7620
177538
SH
SOLE
177538
0
0
GENERAL MTRS CO
COM
37045V100
13166
391020
SH
SOLE
391020
0
0
GENESEE WYO INC
CL A
371559105
2002
22000
SH
SOLE
22000
0
0
GENTEX CORP
COM
371901109
2135
99500
SH
SOLE
99500
0
0
GENUINE PARTS CO
COM
372460105
4347
43732
SH
SOLE
43732
0
0
GENWORTH FINL INC
COM CL A
37247D106
772
185200
SH
SOLE
185200
0
0
GILEAD SCIENCES INC
COM
375558103
189123
2449460
SH
SOLE
2449460
0
0
GLAUKOS CORP
COM
377322102
2480
38207
SH
SOLE
38207
0
0
GLOBAL PMTS INC
COM
37940X102
8799
69064
SH
SOLE
69064
0
0
GLOBUS MED INC
CL A
379577208
1538
27100
SH
SOLE
27100
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
23467
104650
SH
SOLE
104650
0
0
GOODYEAR TIRE RUBR CO
COM
382550101
1652
70616
SH
SOLE
70616
0
0
GRACO INC
COM
384109104
2864
61800
SH
SOLE
61800
0
0
GRAHAM HLDGS CO
COM
384637104
927
1600
SH
SOLE
1600
0
0
GRAINGER W W INC
COM
384802104
4828
13507
SH
SOLE
13507
0
0
GRANITE CONSTR INC
COM
387328107
774
16945
SH
SOLE
16945
0
0
GRANITE PT MTG TR INC
COM
38741L107
36979
1918000
SH
SOLE
1918000
0
0
GREAT AJAX CORP
COM
38983D300
12249
900000
SH
SOLE
900000
0
0
GREIF INC
CL A
397624107
515
9600
SH
SOLE
9600
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
607
58300
SH
SOLE
58300
0
0
HCA HEALTHCARE INC
COM
40412C101
41822
300620
SH
SOLE
300620
0
0
HCP INC
COM
40414L109
3684
139967
SH
SOLE
139967
0
0
HNI CORP
COM
404251100
714
16140
SH
SOLE
16140
0
0
HP INC
COM
40434L105
12151
471525
SH
SOLE
471525
0
0
HAEMONETICS CORP
COM
405024100
2188
19100
SH
SOLE
19100
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
898
33100
SH
SOLE
33100
0
0
HALLIBURTON CO
COM
406216101
10626
262179
SH
SOLE
262179
0
0
HANCOCK WHITNEY CORPORATION
COM
410120109
1503
31600
SH
SOLE
31600
0
0
HANESBRANDS INC
COM
410345102
1979
107392
SH
SOLE
107392
0
0
HANOVER INS GROUP INC
COM
410867105
1943
15750
SH
SOLE
15750
0
0
HARLEY DAVIDSON INC
COM
412822108
2250
49677
SH
SOLE
49677
0
0
HARRIS CORP DEL
COM
413875105
5932
35057
SH
SOLE
35057
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
5334
106775
SH
SOLE
106775
0
0
HASBRO INC
COM
418056107
3662
34839
SH
SOLE
34839
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
1432
40240
SH
SOLE
40240
0
0
HEALTHCARE SVCS GRP INC
COM
421906108
1109
27300
SH
SOLE
27300
0
0
HEALTHCARE RLTY TR
COM
421946104
1355
46300
SH
SOLE
46300
0
0
HEALTHEQUITY INC
COM
42226A107
1888
20000
SH
SOLE
20000
0
0
HELMERICH PAYNE INC
COM
423452101
2234
32492
SH
SOLE
32492
0
0
HENRY JACK ASSOC INC
COM
426281101
4570
28550
SH
SOLE
28550
0
0
HERSHEY CO
COM
427866108
4252
41682
SH
SOLE
41682
0
0
HESS CORP
COM
42809H107
5369
75005
SH
SOLE
75005
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
7152
438497
SH
SOLE
438497
0
0
HIGHWOODS PPTYS INC
COM
431284108
1810
38300
SH
SOLE
38300
0
0
HILL ROM HLDGS INC
COM
431475102
2318
24550
SH
SOLE
24550
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
7181
88900
SH
SOLE
88900
0
0
HOLLYFRONTIER CORP
COM
436106108
3376
48300
SH
SOLE
48300
0
0
HOLOGIC INC
COM
436440101
3322
81060
SH
SOLE
81060
0
0
HOME BANCSHARES INC
COM
436893200
1301
59400
SH
SOLE
59400
0
0
HOME DEPOT INC
COM
437076102
190335
918828
SH
SOLE
918828
0
0
HORMEL FOODS CORP
COM
440452100
3192
81020
SH
SOLE
81020
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
1753
60800
SH
SOLE
60800
0
0
HOST HOTELS RESORTS INC
COM
44107P104
4663
221000
SH
SOLE
221000
0
0
HUBBELL INC
COM
443510607
2700
20214
SH
SOLE
20214
0
0
HUMANA INC
COM
444859102
13888
41026
SH
SOLE
41026
0
0
HUNT J B TRANS SVCS INC
COM
445658107
3101
26076
SH
SOLE
26076
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
4909
329038
SH
SOLE
329038
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
3303
12900
SH
SOLE
12900
0
0
ICU MED INC
COM
44930G107
1725
6100
SH
SOLE
6100
0
0
IPG PHOTONICS CORP
COM
44980X109
1670
10700
SH
SOLE
10700
0
0
ITT INC
COM
45073V108
1985
32400
SH
SOLE
32400
0
0
IDACORP INC
COM
451107106
1854
18680
SH
SOLE
18680
0
0
IDEX CORP
COM
45167R104
4279
28400
SH
SOLE
28400
0
0
IDEXX LABS INC
COM
45168D104
45139
180800
SH
SOLE
180800
0
0
ILLINOIS TOOL WKS INC
COM
452308109
32260
228597
SH
SOLE
228597
0
0
ILLUMINA INC
COM
452327109
63780
173760
SH
SOLE
173760
0
0
INCYTE CORP
COM
45337C102
3634
52600
SH
SOLE
52600
0
0
INGREDION INC
COM
457187102
2760
26300
SH
SOLE
26300
0
0
INOGEN INC
COM
45780L104
1562
6400
SH
SOLE
6400
0
0
INTEGRA LIFESCIENCES HLDGS
COM NEW
457985208
1719
26100
SH
SOLE
26100
0
0
INTEGRATED DEVICE TECHNOLOGY
COM
458118106
2248
47820
SH
SOLE
47820
0
0
INTEL CORP
COM
458140100
96808
2047111
SH
SOLE
2047111
0
0
INTERACTIVE BROKERS GROUP IN
COM
45841N107
1538
27800
SH
SOLE
27800
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
12799
170900
SH
SOLE
170900
0
0
INTERDIGITAL INC
COM
45867G101
1032
12900
SH
SOLE
12900
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
914
20300
SH
SOLE
20300
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
72654
480487
SH
SOLE
480487
0
0
INTERNATIONAL FLAVORS FRAGRA
COM
459506101
3790
27242
SH
SOLE
27242
0
0
INTL PAPER CO
COM
460146103
5990
121873
SH
SOLE
121873
0
0
INTERNATIONAL SPEEDWAY CORP
CL A
460335201
396
9050
SH
SOLE
9050
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
2615
114329
SH
SOLE
114329
0
0
INTUIT
COM
461202103
17529
77084
SH
SOLE
77084
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
19440
33868
SH
SOLE
33868
0
0
IQVIA HLDGS INC
COM
46266C105
6266
48300
SH
SOLE
48300
0
0
IRON MTN INC NEW
COM
46284V101
2943
85246
SH
SOLE
85246
0
0
ISHARES TR
CORE SP MCP ETF
464287507
76480
379951
SH
SOLE
379951
0
0
JBG SMITH PPTYS
COM
46590V100
1474
40025
SH
SOLE
40025
0
0
JPMORGAN CHASE CO
COM
46625H100
172790
1531285
SH
SOLE
1531285
0
0
JABIL INC
COM
466313103
1535
56700
SH
SOLE
56700
0
0
JACK IN THE BOX INC
COM
466367109
847
10100
SH
SOLE
10100
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
2717
35511
SH
SOLE
35511
0
0
JEFFERIES FINL GROUP INC
COM
47233W109
1898
86446
SH
SOLE
86446
0
0
JETBLUE AIRWAYS CORP
COM
477143101
2240
115723
SH
SOLE
115723
0
0
JOHNSON JOHNSON
COM
478160104
130842
946964
SH
SOLE
946964
0
0
JONES LANG LASALLE INC
COM
48020Q107
2425
16800
SH
SOLE
16800
0
0
J2 GLOBAL INC
COM
48123V102
1433
17300
SH
SOLE
17300
0
0
JUNIPER NETWORKS INC
COM
48203R104
3078
102696
SH
SOLE
102696
0
0
KBR INC
COM
48242W106
1100
52042
SH
SOLE
52042
0
0
KLA TENCOR CORP
COM
482480100
4727
46477
SH
SOLE
46477
0
0
KLX INC
COM
482539103
1174
18700
SH
SOLE
18700
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
3445
30412
SH
SOLE
30412
0
0
KB HOME
COM
48666K109
756
31600
SH
SOLE
31600
0
0
KELLOGG CO
COM
487836108
5279
75391
SH
SOLE
75391
0
0
KEMPER CORP DEL
COM
488401100
1814
22550
SH
SOLE
22550
0
0
KENNAMETAL INC
COM
489170100
1314
30160
SH
SOLE
30160
0
0
KEYCORP NEW
COM
493267108
6236
313527
SH
SOLE
313527
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
4593
69300
SH
SOLE
69300
0
0
KILROY RLTY CORP
COM
49427F108
2667
37200
SH
SOLE
37200
0
0
KIMBERLY CLARK CORP
COM
494368103
11767
103546
SH
SOLE
103546
0
0
KIMCO RLTY CORP
COM
49446R109
2102
125538
SH
SOLE
125538
0
0
KINDER MORGAN INC DEL
COM
49456B101
10027
565556
SH
SOLE
565556
0
0
KIRBY CORP
COM
497266106
1637
19900
SH
SOLE
19900
0
0
KNIGHT SWIFT TRANSN HLDGS IN
CL A
499049104
1634
47400
SH
SOLE
47400
0
0
KOHLS CORP
COM
500255104
3706
49710
SH
SOLE
49710
0
0
KRAFT HEINZ CO
COM
500754106
10209
185246
SH
SOLE
185246
0
0
KROGER CO
COM
501044101
6910
237376
SH
SOLE
237376
0
0
L BRANDS INC
COM
501797104
2062
68044
SH
SOLE
68044
0
0
LKQ CORP
COM
501889208
3001
94752
SH
SOLE
94752
0
0
L3 TECHNOLOGIES INC
COM
502413107
4953
23296
SH
SOLE
23296
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
5279
30397
SH
SOLE
30397
0
0
LAM RESEARCH CORP
COM
512807108
7124
46960
SH
SOLE
46960
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
5166
66400
SH
SOLE
66400
0
0
LAMB WESTON HLDGS INC
COM
513272104
3610
54200
SH
SOLE
54200
0
0
LANCASTER COLONY CORP
COM
513847103
1077
7220
SH
SOLE
7220
0
0
LANDSTAR SYS INC
COM
515098101
1854
15200
SH
SOLE
15200
0
0
LASALLE HOTEL PPTYS
COM SH BEN INT
517942108
1411
40800
SH
SOLE
40800
0
0
LAUDER ESTEE COS INC
CL A
518439104
9710
66818
SH
SOLE
66818
0
0
LEGGETT PLATT INC
COM
524660107
1698
38777
SH
SOLE
38777
0
0
LEGG MASON INC
COM
524901105
987
31600
SH
SOLE
31600
0
0
LEIDOS HLDGS INC
COM
525327102
3849
55648
SH
SOLE
55648
0
0
LENDINGTREE INC NEW
COM
52603B107
621
2700
SH
SOLE
2700
0
0
LENNAR CORP
CL A
526057104
4060
86958
SH
SOLE
86958
0
0
LENNOX INTL INC
COM
526107107
2927
13400
SH
SOLE
13400
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
2311
54700
SH
SOLE
54700
0
0
LIFEPOINT HEALTH INC
COM
53219L109
921
14300
SH
SOLE
14300
0
0
LIFE STORAGE INC
COM
53223X107
1637
17200
SH
SOLE
17200
0
0
LILLY ELI CO
COM
532457108
30566
284838
SH
SOLE
284838
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
2252
24100
SH
SOLE
24100
0
0
LINCOLN NATL CORP IND
COM
534187109
4370
64581
SH
SOLE
64581
0
0
LITTELFUSE INC
COM
537008104
1840
9300
SH
SOLE
9300
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
2778
51000
SH
SOLE
51000
0
0
LOCKHEED MARTIN CORP
COM
539830109
47818
138218
SH
SOLE
138218
0
0
LOEWS CORP
COM
540424108
4163
82885
SH
SOLE
82885
0
0
LOGMEIN INC
COM
54142L109
1711
19202
SH
SOLE
19202
0
0
LOUISIANA PAC CORP
COM
546347105
1399
52799
SH
SOLE
52799
0
0
LOWES COS INC
COM
548661107
27749
241675
SH
SOLE
241675
0
0
LUMENTUM HLDGS INC
COM
55024U109
1391
23200
SH
SOLE
23200
0
0
M T BK CORP
COM
55261F104
7054
42870
SH
SOLE
42870
0
0
MB FINANCIAL INC NEW
COM
55264U108
1434
31100
SH
SOLE
31100
0
0
MDU RES GROUP INC
COM
552690109
1862
72462
SH
SOLE
72462
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
4251
152300
SH
SOLE
152300
0
0
MKS INSTRUMENT INC
COM
55306N104
1627
20300
SH
SOLE
20300
0
0
MSA SAFETY INC
COM
553498106
1373
12900
SH
SOLE
12900
0
0
MSC INDL DIRECT INC
CL A
553530106
1498
17000
SH
SOLE
17000
0
0
MSCI INC
COM
55354G100
4701
26500
SH
SOLE
26500
0
0
MACERICH CO
COM
554382101
1742
31508
SH
SOLE
31508
0
0
MACK CALI RLTY CORP
COM
554489104
710
33400
SH
SOLE
33400
0
0
MACYS INC
COM
55616P104
3175
91430
SH
SOLE
91430
0
0
MANHATTAN ASSOCS INC
COM
562750109
1327
24300
SH
SOLE
24300
0
0
MANPOWERGROUP INC
COM
56418H100
2066
24030
SH
SOLE
24030
0
0
MARATHON OIL CORP
COM
565849106
5926
254540
SH
SOLE
254540
0
0
MARATHON PETE CORP
COM
56585A102
10745
134366
SH
SOLE
134366
0
0
MARKETAXESS HLDGS INC
COM
57060D108
2481
13900
SH
SOLE
13900
0
0
MARRIOTT VACATIONS WRLDWDE C
COM
57164Y107
1687
15100
SH
SOLE
15100
0
0
MARSH MCLENNAN COS INC
COM
571748102
12449
150501
SH
SOLE
150501
0
0
MARRIOTT INTL INC NEW
CL A
571903202
11335
85852
SH
SOLE
85852
0
0
MARTIN MARIETTA MATLS INC
COM
573284106
3423
18812
SH
SOLE
18812
0
0
MASCO CORP
COM
574599106
3353
91604
SH
SOLE
91604
0
0
MASIMO CORP
COM
574795100
2217
17800
SH
SOLE
17800
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
62727
281778
SH
SOLE
281778
0
0
MATADOR RES CO
COM
576485205
1266
38300
SH
SOLE
38300
0
0
MATTEL INC
COM
577081102
1610
102561
SH
SOLE
102561
0
0
MAXIMUS INC
COM
577933104
1548
23800
SH
SOLE
23800
0
0
MCCORMICK CO INC
COM NON VTG
579780206
5674
43068
SH
SOLE
43068
0
0
MCDERMOTT INTL INC
COM
580037703
1231
66799
SH
SOLE
66799
0
0
MCDONALDS CORP
COM
580135101
38670
231157
SH
SOLE
231157
0
0
MCKESSON CORP
COM
58155Q103
7897
59533
SH
SOLE
59533
0
0
MEDICAL PPTYS TRUST INC
COM
58463J304
2011
134900
SH
SOLE
134900
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
1620
22100
SH
SOLE
22100
0
0
MEDNAX INC
COM
58502B106
1614
34600
SH
SOLE
34600
0
0
MERCK CO INC
COM
58933Y105
58990
831549
SH
SOLE
831549
0
0
MERCURY GENL CORP NEW
COM
589400100
502
10000
SH
SOLE
10000
0
0
MEREDITH CORP
COM
589433101
750
14700
SH
SOLE
14700
0
0
METLIFE INC
COM
59156R108
13847
296385
SH
SOLE
296385
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
4592
7540
SH
SOLE
7540
0
0
MICHAELS COS INC
COM
59408Q106
586
36100
SH
SOLE
36100
0
0
MICROSOFT CORP
COM
594918104
338228
2957317
SH
SOLE
2957317
0
0
MICROVISION INC DEL
COM NEW
594960304
4676
3864199
SH
SOLE
3864199
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
25265
320172
SH
SOLE
320172
0
0
MICRON TECHNOLOGY INC
COM
595112103
15629
345544
SH
SOLE
345544
0
0
MID AMER APT CMNTYS INC
COM
59522J103
3396
33901
SH
SOLE
33901
0
0
MILLER HERMAN INC
COM
600544100
846
22030
SH
SOLE
22030
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
884
13080
SH
SOLE
13080
0
0
MOHAWK INDS INC
COM
608190104
3320
18936
SH
SOLE
18936
0
0
MOLINA HEALTHCARE INC
COM
60855R100
3390
22800
SH
SOLE
22800
0
0
MOLSON COORS BREWING CO
CL B
60871R209
3432
55799
SH
SOLE
55799
0
0
MONDELEZ INTL INC
CL A
609207105
18772
436956
SH
SOLE
436956
0
0
MONOLITHIC PWR SYS INC
COM
609839105
1808
14400
SH
SOLE
14400
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
6906
118492
SH
SOLE
118492
0
0
MOODYS CORP
COM
615369105
23059
137915
SH
SOLE
137915
0
0
MORGAN STANLEY
COM NEW
617446448
18402
395155
SH
SOLE
395155
0
0
MOSAIC CO NEW
COM
61945C103
3433
105682
SH
SOLE
105682
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
6289
48323
SH
SOLE
48323
0
0
MURPHY OIL CORP
COM
626717102
2007
60200
SH
SOLE
60200
0
0
MURPHY USA INC
COM
626755102
942
11025
SH
SOLE
11025
0
0
NCR CORP NEW
COM
62886E108
1240
43640
SH
SOLE
43640
0
0
NRG ENERGY INC
COM NEW
629377508
3380
90368
SH
SOLE
90368
0
0
NVR INC
COM
62944T105
3123
1264
SH
SOLE
1264
0
0
NASDAQ INC
COM
631103108
2944
34311
SH
SOLE
34311
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
1782
31780
SH
SOLE
31780
0
0
NATIONAL GRID PLC
SPONSORED ADR NE
636274409
2053
39587
SH
SOLE
39587
0
0
NATIONAL INSTRS CORP
COM
636518102
2009
41575
SH
SOLE
41575
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
4910
113978
SH
SOLE
113978
0
0
NATIONAL RETAIL PPTYS INC
COM
637417106
2604
58100
SH
SOLE
58100
0
0
NAVIENT CORP
COM
63938C108
1174
87100
SH
SOLE
87100
0
0
NEKTAR THERAPEUTICS
COM
640268108
3133
51400
SH
SOLE
51400
0
0
NETAPP INC
COM
64110D104
6639
77291
SH
SOLE
77291
0
0
NETFLIX INC
COM
64110L106
48537
129734
SH
SOLE
129734
0
0
NETSCOUT SYS INC
COM
64115T104
677
26800
SH
SOLE
26800
0
0
NEW JERSEY RES
COM
646025106
1503
32600
SH
SOLE
32600
0
0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
55174
3096176
SH
SOLE
3096176
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
1881
181370
SH
SOLE
181370
0
0
NEW YORK TIMES CO
CL A
650111107
1208
52200
SH
SOLE
52200
0
0
NEWELL BRANDS INC
COM
651229106
2630
129571
SH
SOLE
129571
0
0
NEWFIELD EXPL CO
COM
651290108
1716
59512
SH
SOLE
59512
0
0
NEWMARKET CORP
COM
651587107
1338
3300
SH
SOLE
3300
0
0
NEWMONT MINING CORP
COM
651639106
4800
158955
SH
SOLE
158955
0
0
NEWS CORP NEW
CL A
65249B109
1507
114239
SH
SOLE
114239
0
0
NEWS CORP NEW
CL B
65249B208
501
36844
SH
SOLE
36844
0
0
NEXTERA ENERGY INC
COM
65339F101
23560
140573
SH
SOLE
140573
0
0
NIKE INC
CL B
654106103
32328
381592
SH
SOLE
381592
0
0
NISOURCE INC
COM
65473P105
2696
108202
SH
SOLE
108202
0
0
NOBLE ENERGY INC
COM
655044105
4490
143961
SH
SOLE
143961
0
0
NORDSON CORP
COM
655663102
2689
19360
SH
SOLE
19360
0
0
NORDSTROM INC
COM
655664100
2045
34192
SH
SOLE
34192
0
0
NORFOLK SOUTHERN CORP
COM
655844108
15063
83449
SH
SOLE
83449
0
0
NORTHERN TR CORP
COM
665859104
6797
66554
SH
SOLE
66554
0
0
NORTHROP GRUMMAN CORP
COM
666807102
16477
51917
SH
SOLE
51917
0
0
NORTHWESTERN CORP
COM NEW
668074305
1091
18600
SH
SOLE
18600
0
0
NOW INC
COM
67011P100
664
40127
SH
SOLE
40127
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
1690
20500
SH
SOLE
20500
0
0
NUCOR CORP
COM
670346105
5984
94311
SH
SOLE
94311
0
0
NVIDIA CORP
COM
67066G104
50919
181192
SH
SOLE
181192
0
0
NUVASIVE INC
COM
670704105
1349
19000
SH
SOLE
19000
0
0
OGE ENERGY CORP
COM
670837103
2681
73820
SH
SOLE
73820
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
8352
24047
SH
SOLE
24047
0
0
OASIS PETE INC NEW
COM
674215108
1401
98800
SH
SOLE
98800
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
18723
227856
SH
SOLE
227856
0
0
OCEANEERING INTL INC
COM
675232102
1005
36400
SH
SOLE
36400
0
0
OLD DOMINION FGHT LINES INC
COM
679580100
3919
24300
SH
SOLE
24300
0
0
OLD REP INTL CORP
COM
680223104
2353
105127
SH
SOLE
105127
0
0
OLLIES BARGAIN OUTLT HLDGS I
COM
681116109
1826
19000
SH
SOLE
19000
0
0
OMNICOM GROUP INC
COM
681919106
4545
66818
SH
SOLE
66818
0
0
OMEGA HEALTHCARE INVS INC
COM
681936100
2428
74100
SH
SOLE
74100
0
0
ONE GAS INC
COM
68235P108
1601
19457
SH
SOLE
19457
0
0
ONEOK INC NEW
COM
682680103
8306
122526
SH
SOLE
122526
0
0
ORACLE CORP
COM
68389X105
76565
1484960
SH
SOLE
1484960
0
0
OSHKOSH CORP
COM
688239201
1923
27000
SH
SOLE
27000
0
0
OWENS ILL INC
COM NEW
690768403
1107
58900
SH
SOLE
58900
0
0
PBF ENERGY INC
CL A
69318G106
2211
44300
SH
SOLE
44300
0
0
PG E CORP
COM
69331C108
7091
154129
SH
SOLE
154129
0
0
PNC FINL SVCS GROUP
COM
693475105
18845
138376
SH
SOLE
138376
0
0
PNM RES INC
COM
69349H107
1161
29434
SH
SOLE
29434
0
0
PPG INDS INC
COM
693506107
7865
72068
SH
SOLE
72068
0
0
PPL CORP
COM
69351T106
6100
208466
SH
SOLE
208466
0
0
PRA HEALTH SCIENCES INC
COM
69354M108
2358
21400
SH
SOLE
21400
0
0
PVH CORP
COM
693656100
3306
22896
SH
SOLE
22896
0
0
PTC INC
COM
69370C100
4167
39239
SH
SOLE
39239
0
0
PACCAR INC
COM
693718108
7120
104418
SH
SOLE
104418
0
0
PACKAGING CORP AMER
COM
695156109
3093
28200
SH
SOLE
28200
0
0
PACWEST BANCORP DEL
COM
695263103
2159
45300
SH
SOLE
45300
0
0
PALO ALTO NETWORKS INC
COM
697435105
11263
50000
SH
SOLE
50000
0
0
PAPA JOHNS INTL INC
COM
698813102
426
8300
SH
SOLE
8300
0
0
PARKER HANNIFIN CORP
COM
701094104
7246
39395
SH
SOLE
39395
0
0
PATTERSON COMPANIES INC
COM
703395103
746
30500
SH
SOLE
30500
0
0
PATTERSON UTI ENERGY INC
COM
703481101
1393
81400
SH
SOLE
81400
0
0
PAYCHEX INC
COM
704326107
7027
95411
SH
SOLE
95411
0
0
PAYPAL HLDGS INC
COM
70450Y103
30984
352734
SH
SOLE
352734
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
1780
103975
SH
SOLE
103975
0
0
PEPSICO INC
COM
713448108
47116
421429
SH
SOLE
421429
0
0
PERKINELMER INC
COM
714046109
36285
373029
SH
SOLE
373029
0
0
PERSPECTA INC
COM
715347100
1355
52700
SH
SOLE
52700
0
0
PFIZER INC
COM
717081103
86740
1968226
SH
SOLE
1968226
0
0
PHILIP MORRIS INTL INC
COM
718172109
70937
869965
SH
SOLE
869965
0
0
PHILLIPS 66
COM
718546104
14342
127235
SH
SOLE
127235
0
0
PINNACLE FINL PARTNERS INC
COM
72346Q104
1630
27100
SH
SOLE
27100
0
0
PINNACLE WEST CAP CORP
COM
723484101
2644
33387
SH
SOLE
33387
0
0
PIONEER NAT RES
COM
723787107
8849
50802
SH
SOLE
50802
0
0
PITNEY BOWES INC
COM
724479100
492
69500
SH
SOLE
69500
0
0
PLANTRONICS INC NEW
COM
727493108
736
12200
SH
SOLE
12200
0
0
POLARIS INDS INC
COM
731068102
2181
21600
SH
SOLE
21600
0
0
POLYONE CORP
COM
73179P106
1294
29600
SH
SOLE
29600
0
0
POOL CORP
COM
73278L105
2487
14900
SH
SOLE
14900
0
0
POST HLDGS INC
COM
737446104
2412
24600
SH
SOLE
24600
0
0
POTLATCHDELTIC CORP
COM
737630103
952
23241
SH
SOLE
23241
0
0
PRAXAIR INC
COM
74005P104
13766
85645
SH
SOLE
85645
0
0
PRESTIGE CONSMR HEALTHCARE I
COM
74112D101
724
19100
SH
SOLE
19100
0
0
PRICE T ROWE GROUP INC
COM
74144T108
7911
72461
SH
SOLE
72461
0
0
PRIMERICA INC
COM
74164M108
1917
15900
SH
SOLE
15900
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
4622
78879
SH
SOLE
78879
0
0
PROCTER AND GAMBLE CO
COM
742718109
69223
831703
SH
SOLE
831703
0
0
PROGRESSIVE CORP OHIO
COM
743315103
12345
173781
SH
SOLE
173781
0
0
PROLOGIS INC
COM
74340W103
12718
187611
SH
SOLE
187611
0
0
PROSPERITY BANCSHARES INC
COM
743606105
1699
24500
SH
SOLE
24500
0
0
PRUDENTIAL FINL INC
COM
744320102
12587
124232
SH
SOLE
124232
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
7951
150622
SH
SOLE
150622
0
0
PUBLIC STORAGE
COM
74460D109
9008
44677
SH
SOLE
44677
0
0
PULTE GROUP INC
COM
745867101
1930
77909
SH
SOLE
77909
0
0
QEP RES INC
COM
74733V100
992
87600
SH
SOLE
87600
0
0
QORVO INC
COM
74736K101
2878
37424
SH
SOLE
37424
0
0
QUALCOMM INC
COM
747525103
30186
419071
SH
SOLE
419071
0
0
QUANTA SVCS INC
COM
74762E102
1481
44356
SH
SOLE
44356
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
26121
242063
SH
SOLE
242063
0
0
RPM INTL INC
COM
749685103
3203
49318
SH
SOLE
49318
0
0
RALPH LAUREN CORP
CL A
751212101
2261
16441
SH
SOLE
16441
0
0
RANGE RES CORP
COM
75281A109
1301
76600
SH
SOLE
76600
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
3599
39100
SH
SOLE
39100
0
0
RAYONIER INC
COM
754907103
1620
47909
SH
SOLE
47909
0
0
RAYTHEON CO
COM NEW
755111507
17574
85036
SH
SOLE
85036
0
0
REALOGY HLDGS CORP
COM
75605Y106
947
45900
SH
SOLE
45900
0
0
REALTY INCOME CORP
COM
756109104
4917
86424
SH
SOLE
86424
0
0
RED HAT INC
COM
756577102
7209
52896
SH
SOLE
52896
0
0
REGAL BELOIT CORP
COM
758750103
1327
16100
SH
SOLE
16100
0
0
REGENCY CTRS CORP
COM
758849103
3266
50500
SH
SOLE
50500
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
9311
23044
SH
SOLE
23044
0
0
REGIONS FINL CORP NEW
COM
7591EP100
6027
328470
SH
SOLE
328470
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
3397
23500
SH
SOLE
23500
0
0
RELIANCE STEEL ALUMINUM CO
COM
759509102
2286
26800
SH
SOLE
26800
0
0
REPUBLIC SVCS INC
COM
760759100
4723
65000
SH
SOLE
65000
0
0
RESMED INC
COM
761152107
4902
42500
SH
SOLE
42500
0
0
ROBERT HALF INTL INC
COM
770323103
32442
460960
SH
SOLE
460960
0
0
ROCKWELL AUTOMATION INC
COM
773903109
6880
36690
SH
SOLE
36690
0
0
ROCKWELL COLLINS INC
COM
774341101
6884
49009
SH
SOLE
49009
0
0
ROLLINS INC
COM
775711104
1775
29239
SH
SOLE
29239
0
0
ROPER TECHNOLOGIES INC
COM
776696106
9124
30802
SH
SOLE
30802
0
0
ROSS STORES INC
COM
778296103
14314
144438
SH
SOLE
144438
0
0
ROYAL GOLD INC
COM
780287108
1865
24200
SH
SOLE
24200
0
0
RYDER SYS INC
COM
783549108
1432
19600
SH
SOLE
19600
0
0
SBA COMMUNICATIONS CORP NEW
CL A
78410G104
5494
34200
SH
SOLE
34200
0
0
SEI INVESTMENTS CO
COM
784117103
2976
48700
SH
SOLE
48700
0
0
SL GREEN RLTY CORP
COM
78440X101
2517
25808
SH
SOLE
25808
0
0
SLM CORP
COM
78442P106
1795
161025
SH
SOLE
161025
0
0
SM ENERGY CO
COM
78454L100
1204
38200
SH
SOLE
38200
0
0
SPDR S P 500 ETF TR
TR UNIT
78462F103
444632
1529415
SH
SOLE
1529415
0
0
SVB FINL GROUP
COM
78486Q101
4942
15900
SH
SOLE
15900
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
1524
65900
SH
SOLE
65900
0
0
SABRE CORP
COM
78573M104
2415
92600
SH
SOLE
92600
0
0
SAFETY INCOME GROWTH INC
COM
78649D104
16482
880000
SH
SOLE
880000
0
0
SALESFORCE COM INC
COM
79466L302
35854
225456
SH
SOLE
225456
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
817
44400
SH
SOLE
44400
0
0
SANDERSON FARMS INC
COM
800013104
765
7400
SH
SOLE
7400
0
0
SCANA CORP NEW
COM
80589M102
1653
42516
SH
SOLE
42516
0
0
SCHEIN HENRY INC
COM
806407102
3881
45644
SH
SOLE
45644
0
0
SCHLUMBERGER LTD
COM
806857108
25128
412472
SH
SOLE
412472
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
17612
358337
SH
SOLE
358337
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
1264
15685
SH
SOLE
15685
0
0
SCIENTIFIC GAMES CORP
COM
80874P109
516
20300
SH
SOLE
20300
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
1147
14575
SH
SOLE
14575
0
0
SEALED AIR CORP NEW
COM
81211K100
1901
47348
SH
SOLE
47348
0
0
SELECT SECTOR SPDR TR
SBI INT FINL
81369Y605
54901
1990600
SH
SOLE
1990600
0
0
SELECT SECTOR SPDR TR
SBI INT INDS
81369Y704
47385
604400
SH
SOLE
604400
0
0
SEMPRA ENERGY
COM
816851109
9264
81438
SH
SOLE
81438
0
0
SENIOR HSG PPTYS TR
SH BEN INT
81721M109
1544
87900
SH
SOLE
87900
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
1199
15670
SH
SOLE
15670
0
0
SERVICE CORP INTL
COM
817565104
2948
66700
SH
SOLE
66700
0
0
SHERWIN WILLIAMS CO
COM
824348106
56670
124491
SH
SOLE
124491
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
2354
20500
SH
SOLE
20500
0
0
SILICON LABORATORIES INC
COM
826919102
1469
16000
SH
SOLE
16000
0
0
SILGAN HOLDINGS INC
COM
827048109
797
28662
SH
SOLE
28662
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
16278
92098
SH
SOLE
92098
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
1843
26400
SH
SOLE
26400
0
0
SKECHERS U S A INC
CL A
830566105
1397
50000
SH
SOLE
50000
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
4836
53308
SH
SOLE
53308
0
0
SMITH A O
COM
831865209
2300
43100
SH
SOLE
43100
0
0
SMUCKER J M CO
COM NEW
832696405
3478
33900
SH
SOLE
33900
0
0
SNAP ON INC
COM
833034101
3091
16835
SH
SOLE
16835
0
0
SNAP INC
CL A
83304A106
9165
1080756
SH
SOLE
1080756
0
0
SONOCO PRODS CO
COM
835495102
2043
36811
SH
SOLE
36811
0
0
SOTHEBYS
COM
835898107
665
13527
SH
SOLE
13527
0
0
SOUTHERN CO
COM
842587107
13177
302230
SH
SOLE
302230
0
0
SOUTHWEST AIRLS CO
COM
844741108
9598
153684
SH
SOLE
153684
0
0
SOUTHWEST GAS HOLDINGS INC
COM
844895102
1438
18200
SH
SOLE
18200
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
1108
216800
SH
SOLE
216800
0
0
SPLUNK INC
COM
848637104
9673
80000
SH
SOLE
80000
0
0
SPROUTS FMRS MKT INC
COM
85208M102
1288
47000
SH
SOLE
47000
0
0
SQUARE INC
CL A
852234103
49505
500000
SH
SOLE
500000
0
0
STANLEY BLACK DECKER INC
COM
854502101
31374
214248
SH
SOLE
214248
0
0
STARBUCKS CORP
COM
855244109
22847
401960
SH
SOLE
401960
0
0
STATE STR CORP
COM
857477103
9472
113057
SH
SOLE
113057
0
0
STEEL DYNAMICS INC
COM
858119100
3922
86800
SH
SOLE
86800
0
0
STERICYCLE INC
COM
858912108
1501
25581
SH
SOLE
25581
0
0
STERLING BANCORP DEL
COM
85917A100
1835
83400
SH
SOLE
83400
0
0
STIFEL FINL CORP
COM
860630102
1348
26300
SH
SOLE
26300
0
0
STRYKER CORP
COM
863667101
79511
447496
SH
SOLE
447496
0
0
SUNTRUST BKS INC
COM
867914103
9170
137292
SH
SOLE
137292
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
557
57200
SH
SOLE
57200
0
0
SYMANTEC CORP
COM
871503108
3942
185229
SH
SOLE
185229
0
0
SYNAPTICS INC
COM
87157D109
598
13100
SH
SOLE
13100
0
0
SYNOPSYS INC
COM
871607107
4368
44300
SH
SOLE
44300
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
1988
43405
SH
SOLE
43405
0
0
SYNNEX CORP
COM
87162W100
940
11100
SH
SOLE
11100
0
0
SYNCHRONY FINL
COM
87165B103
6310
203010
SH
SOLE
203010
0
0
SYNEOS HEALTH INC
CL A
87166B102
1160
22500
SH
SOLE
22500
0
0
SYSCO CORP
COM
871829107
12575
171679
SH
SOLE
171679
0
0
TCF FINL CORP
COM
872275102
1478
62060
SH
SOLE
62060
0
0
TJX COS INC NEW
COM
872540109
55650
496790
SH
SOLE
496790
0
0
TRI POINTE GROUP INC
COM
87265H109
697
56200
SH
SOLE
56200
0
0
TAKE TWO INTERACTIVE SOFTWAR
COM
874054109
4678
33900
SH
SOLE
33900
0
0
TANGER FACTORY OUTLET CTRS I
COM
875465106
794
34700
SH
SOLE
34700
0
0
TAPESTRY INC
COM
876030107
4316
85847
SH
SOLE
85847
0
0
TARGET CORP
COM
87612E106
13832
156810
SH
SOLE
156810
0
0
TAUBMAN CTRS INC
COM
876664103
1352
22600
SH
SOLE
22600
0
0
TECH DATA CORP
COM
878237106
1013
14150
SH
SOLE
14150
0
0
TEGNA INC
COM
87901J105
952
79600
SH
SOLE
79600
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
3281
13300
SH
SOLE
13300
0
0
TELEFLEX INC
COM
879369106
4505
16930
SH
SOLE
16930
0
0
TELEPHONE DATA SYS INC
COM
879433829
1036
34036
SH
SOLE
34036
0
0
TEMPUR SEALY INTL INC
COM
88023U101
894
16900
SH
SOLE
16900
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
874
30700
SH
SOLE
30700
0
0
TERADATA CORP DEL
COM
88076W103
1659
44000
SH
SOLE
44000
0
0
TERADYNE INC
COM
880770102
2552
69000
SH
SOLE
69000
0
0
TEREX CORP NEW
COM
880779103
958
24000
SH
SOLE
24000
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
1537
18600
SH
SOLE
18600
0
0
TEXAS INSTRS INC
COM
882508104
31084
289718
SH
SOLE
289718
0
0
TEXAS ROADHOUSE INC
COM
882681109
1705
24600
SH
SOLE
24600
0
0
TEXTRON INC
COM
883203101
5291
74037
SH
SOLE
74037
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
89927
368431
SH
SOLE
368431
0
0
THOR INDS INC
COM
885160101
1548
18500
SH
SOLE
18500
0
0
3M CO
COM
88579Y101
36827
174776
SH
SOLE
174776
0
0
TIFFANY CO NEW
COM
886547108
4183
32434
SH
SOLE
32434
0
0
TIMKEN CO
COM
887389104
1281
25700
SH
SOLE
25700
0
0
TOLL BROTHERS INC
COM
889478103
1655
50100
SH
SOLE
50100
0
0
TOOTSIE ROLL INDS INC
COM
890516107
201
6888
SH
SOLE
6888
0
0
TORCHMARK CORP
COM
891027104
2680
30910
SH
SOLE
30910
0
0
TORO CO
COM
891092108
2333
38900
SH
SOLE
38900
0
0
TOTAL SYS SVCS INC
COM
891906109
7319
74123
SH
SOLE
74123
0
0
TRACTOR SUPPLY CO
COM
892356106
3295
36252
SH
SOLE
36252
0
0
TRANSDIGM GROUP INC
COM
893641100
5363
14404
SH
SOLE
14404
0
0
TRAVELERS COMPANIES INC
COM
89417E109
10349
79783
SH
SOLE
79783
0
0
TREEHOUSE FOODS INC
COM
89469A104
995
20800
SH
SOLE
20800
0
0
TRIMBLE INC
COM
896239100
4016
92400
SH
SOLE
92400
0
0
TRINITY INDS INC
COM
896522109
2000
54594
SH
SOLE
54594
0
0
TRIPADVISOR INC
COM
896945201
1555
30454
SH
SOLE
30454
0
0
TRUSTMARK CORP
COM
898402102
841
25000
SH
SOLE
25000
0
0
TUPPERWARE BRANDS CORP
COM
899896104
618
18487
SH
SOLE
18487
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
14550
314041
SH
SOLE
314041
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
6651
145156
SH
SOLE
145156
0
0
TWITTER INC
COM
90184L102
26027
914500
SH
SOLE
914500
0
0
TWO HBRS INVT CORP
COM NEW
90187B408
172473
11552142
SH
SOLE
11552142
0
0
TYLER TECHNOLOGIES INC
COM
902252105
3504
14300
SH
SOLE
14300
0
0
TYSON FOODS INC
CL A
902494103
5247
88136
SH
SOLE
88136
0
0
UDR INC
COM
902653104
3226
79804
SH
SOLE
79804
0
0
UGI CORP NEW
COM
902681105
3567
64300
SH
SOLE
64300
0
0
UMB FINL CORP
COM
902788108
1184
16700
SH
SOLE
16700
0
0
US BANCORP DEL
COM
902973304
59403
1124842
SH
SOLE
1124842
0
0
ULTA BEAUTY INC
COM
90384S303
4763
16884
SH
SOLE
16884
0
0
ULTIMATE SOFTWARE GROUP INC
COM
90385D107
3705
11500
SH
SOLE
11500
0
0
UMPQUA HLDGS CORP
COM
904214103
1693
81400
SH
SOLE
81400
0
0
UNDER ARMOUR INC
CL A
904311107
1177
55456
SH
SOLE
55456
0
0
UNDER ARMOUR INC
CL C
904311206
1105
56799
SH
SOLE
56799
0
0
UNION PAC CORP
COM
907818108
35873
220312
SH
SOLE
220312
0
0
UNITED BANKSHARES INC WEST V
COM
909907107
1396
38400
SH
SOLE
38400
0
0
UNITED CONTL HLDGS INC
COM
910047109
6078
68244
SH
SOLE
68244
0
0
UNITED NAT FOODS INC
COM
911163103
560
18700
SH
SOLE
18700
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
26769
229286
SH
SOLE
229286
0
0
UNITED RENTALS INC
COM
911363109
4041
24700
SH
SOLE
24700
0
0
UNITED STATES STL CORP NEW
COM
912909108
1996
65500
SH
SOLE
65500
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
31332
224103
SH
SOLE
224103
0
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
2059
16100
SH
SOLE
16100
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
76304
286813
SH
SOLE
286813
0
0
UNITI GROUP INC
COM
91325V108
1309
64940
SH
SOLE
64940
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
3279
25652
SH
SOLE
25652
0
0
UNUM GROUP
COM
91529Y106
2546
65169
SH
SOLE
65169
0
0
URBAN OUTFITTERS INC
COM
917047102
1153
28200
SH
SOLE
28200
0
0
URBAN EDGE PPTYS
COM
91704F104
932
42200
SH
SOLE
42200
0
0
V F CORP
COM
918204108
9049
96828
SH
SOLE
96828
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
14489
127376
SH
SOLE
127376
0
0
VALLEY NATL BANCORP
COM
919794107
1379
122614
SH
SOLE
122614
0
0
VALMONT INDS INC
COM
920253101
1150
8300
SH
SOLE
8300
0
0
VALVOLINE INC
COM
92047W101
1517
70528
SH
SOLE
70528
0
0
VARIAN MED SYS INC
COM
92220P105
3051
27254
SH
SOLE
27254
0
0
VECTREN CORP
COM
92240G101
5144
71960
SH
SOLE
71960
0
0
VENTAS INC
COM
92276F100
5776
106210
SH
SOLE
106210
0
0
VERISIGN INC
COM
92343E102
5117
31957
SH
SOLE
31957
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
87053
1630515
SH
SOLE
1630515
0
0
VERISK ANALYTICS INC
COM
92345Y106
5921
49116
SH
SOLE
49116
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
14681
76168
SH
SOLE
76168
0
0
VERSUM MATLS INC
COM
92532W103
1451
40301
SH
SOLE
40301
0
0
VIASAT INC
COM
92552V100
1324
20700
SH
SOLE
20700
0
0
VIACOM INC NEW
CL B
92553P201
3555
105304
SH
SOLE
105304
0
0
VISA INC
COM
92826C839
229479
1528944
SH
SOLE
1528944
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
994
48852
SH
SOLE
48852
0
0
VISTEON CORP
COM NEW
92839U206
1013
10900
SH
SOLE
10900
0
0
VORNADO RLTY TR
SH BEN INT
929042109
3763
51550
SH
SOLE
51550
0
0
VULCAN MATLS CO
COM
929160109
4382
39410
SH
SOLE
39410
0
0
WEC ENERGY GROUP INC
COM
92939U106
6274
93977
SH
SOLE
93977
0
0
WABTEC CORP
COM
929740108
3325
31700
SH
SOLE
31700
0
0
WALMART INC
COM
931142103
40159
427634
SH
SOLE
427634
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
48118
660061
SH
SOLE
660061
0
0
WASHINGTON FED INC
COM
938824109
990
30923
SH
SOLE
30923
0
0
WASTE MGMT INC DEL
COM
94106L109
10615
117478
SH
SOLE
117478
0
0
WATERS CORP
COM
941848103
4477
22996
SH
SOLE
22996
0
0
WATSCO INC
COM
942622200
2119
11900
SH
SOLE
11900
0
0
WEBSTER FINL CORP CONN
COM
947890109
2013
34150
SH
SOLE
34150
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
1029
14300
SH
SOLE
14300
0
0
WEINGARTEN RLTY INVS
SH BEN INT
948741103
1312
44100
SH
SOLE
44100
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
4775
14900
SH
SOLE
14900
0
0
WELLS FARGO CO NEW
COM
949746101
108317
2060830
SH
SOLE
2060830
0
0
WELLTOWER INC
COM
95040Q104
7127
110809
SH
SOLE
110809
0
0
WENDYS CO
COM
95058W100
1187
69243
SH
SOLE
69243
0
0
WERNER ENTERPRISES INC
COM
950755108
582
16475
SH
SOLE
16475
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
3358
27200
SH
SOLE
27200
0
0
WESTERN DIGITAL CORP
COM
958102105
5084
86849
SH
SOLE
86849
0
0
WESTERN UN CO
COM
959802109
2539
133226
SH
SOLE
133226
0
0
WESTROCK CO
COM
96145D105
4062
76002
SH
SOLE
76002
0
0
WEX INC
COM
96208T104
5441
27100
SH
SOLE
27100
0
0
WEYERHAEUSER CO
COM
962166104
7285
225761
SH
SOLE
225761
0
0
WHIRLPOOL CORP
COM
963320106
2279
19189
SH
SOLE
19189
0
0
WILEY JOHN SONS INC
CL A
968223206
1018
16800
SH
SOLE
16800
0
0
WILLIAMS COS INC DEL
COM
969457100
9799
360386
SH
SOLE
360386
0
0
WILLIAMS SONOMA INC
COM
969904101
1958
29800
SH
SOLE
29800
0
0
WINTRUST FINL CORP
COM
97650W108
1767
20800
SH
SOLE
20800
0
0
WOODWARD INC
COM
980745103
1658
20500
SH
SOLE
20500
0
0
WORKDAY INC
CL A
98138H101
9489
65000
SH
SOLE
65000
0
0
WORLD FUEL SVCS CORP
COM
981475106
695
25100
SH
SOLE
25100
0
0
WORLDPAY INC
CL A
981558109
3266
32250
SH
SOLE
32250
0
0
WORLD WRESTLING ENTMT INC
CL A
98156Q108
1548
16000
SH
SOLE
16000
0
0
WORTHINGTON INDS INC
COM
981811102
649
14978
SH
SOLE
14978
0
0
WPX ENERGY INC
COM
98212B103
2938
146000
SH
SOLE
146000
0
0
WYNDHAM DESTINATIONS INC
COM
98310W108
1593
36737
SH
SOLE
36737
0
0
WYNDHAM HOTELS RESORTS INC
COM
98311A105
2053
36937
SH
SOLE
36937
0
0
WYNN RESORTS LTD
COM
983134107
3706
29170
SH
SOLE
29170
0
0
XCEL ENERGY INC
COM
98389B100
7163
151734
SH
SOLE
151734
0
0
XILINX INC
COM
983919101
6042
75371
SH
SOLE
75371
0
0
XEROX CORP
COM NEW
984121608
1784
66118
SH
SOLE
66118
0
0
XYLEM INC
COM
98419M100
4271
53472
SH
SOLE
53472
0
0
YUM BRANDS INC
COM
988498101
8596
94554
SH
SOLE
94554
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
24739
139900
SH
SOLE
139900
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
7973
60643
SH
SOLE
60643
0
0
ZIONS BANCORPORATION
COM
989701107
2904
57906
SH
SOLE
57906
0
0
ZOETIS INC
CL A
98978V103
113863
1243592
SH
SOLE
1243592
0
0
ADIENT PLC
ORD SHS
G0084W101
1262
32100
SH
SOLE
32100
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
2562
28285
SH
SOLE
28285
0
0
ALLERGAN PLC
SHS
G0177J108
18106
95056
SH
SOLE
95056
0
0
AON PLC
SHS CL A
G0408V102
11126
72347
SH
SOLE
72347
0
0
ASPEN INSURANCE HOLDINGS LTD
SHS
G05384105
924
22100
SH
SOLE
22100
0
0
ARRIS INTL INC
SHS
G0551A103
1630
62700
SH
SOLE
62700
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
65388
384186
SH
SOLE
384186
0
0
DELPHI TECHNOLOGIES PLC
SHS
G2709G107
1029
32800
SH
SOLE
32800
0
0
ENSCO PLC
SHS CLASS A
G3157S106
1365
161700
SH
SOLE
161700
0
0
EVEREST RE GROUP LTD
COM
G3223R108
185563
812200
SH
SOLE
812200
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
1270
9700
SH
SOLE
9700
0
0
JANUS HENDERSON GROUP PLC
ORD SHS
G4474Y214
1678
62237
SH
SOLE
62237
0
0
IHS MARKIT LTD
SHS
G47567105
5736
106300
SH
SOLE
106300
0
0
INGERSOLL RAND PLC
SHS
G47791101
7482
73140
SH
SOLE
73140
0
0
INVESCO LTD
SHS
G491BT108
2802
122455
SH
SOLE
122455
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
28969
827687
SH
SOLE
827687
0
0
LIVANOVA PLC
SHS
G5509L101
2231
18000
SH
SOLE
18000
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
903
30800
SH
SOLE
30800
0
0
MEDTRONIC PLC
SHS
G5960L103
39588
402438
SH
SOLE
402438
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
3047
44448
SH
SOLE
44448
0
0
APTIV PLC
SHS
G6095L109
35987
428922
SH
SOLE
428922
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
741
120363
SH
SOLE
120363
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
27116
980344
SH
SOLE
980344
0
0
NORWEGIAN CRUISE LINE HLDG L
SHS
G66721104
3486
60700
SH
SOLE
60700
0
0
NVENT ELECTRIC PLC
SHS
G6700G107
1638
60302
SH
SOLE
60302
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
1990
14900
SH
SOLE
14900
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
885
47000
SH
SOLE
47000
0
0
SEAGATE TECHNOLOGY
SHS
G7945M107
3686
77840
SH
SOLE
77840
0
0
PENTAIR PLC
SHS
G7S00T104
2085
48102
SH
SOLE
48102
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
1266
19200
SH
SOLE
19200
0
0
STERIS PLC
SHS USD
G84720104
3581
31300
SH
SOLE
31300
0
0
TECHNIPFMC PLC
COM
G87110105
3978
127294
SH
SOLE
127294
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
5494
38978
SH
SOLE
38978
0
0
PERRIGO CO PLC
SHS
G97822103
2657
37522
SH
SOLE
37522
0
0
CHUBB LIMITED
COM
H1467J104
18453
138077
SH
SOLE
138077
0
0
GARMIN LTD
SHS
H2906T109
2519
35962
SH
SOLE
35962
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
9134
103876
SH
SOLE
103876
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
2217
158900
SH
SOLE
158900
0
0
STRATASYS LTD
SHS
M85548101
28301
1224603
SH
SOLE
1224603
0
0
CORE LABORATORIES N V
COM
N22717107
1900
16400
SH
SOLE
16400
0
0
LYONDELLBASELL INDUSTRIES N
SHS A
N53745100
35120
342604
SH
SOLE
342604
0
0
MYLAN N V
SHS EURO
N59465109
5622
153609
SH
SOLE
153609
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
56793
437072
SH
SOLE
437072
0
0