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