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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 44,834 213,600 SH   SOLE   213,600 0 0
ABB LTD COM 000375204 7,147 288,800 SH   SOLE   288,800 0 0
AbbVie Inc COM 00287Y109 28,737 323,400 SH   SOLE   323,400 0 0
Abiomed Inc COM 003654100 2,748 16,300 SH   SOLE   16,300 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 6,046 126,600 SH   SOLE   126,600 0 0
Acceleron Pharma Inc COM 00434H108 809 21,700 SH   SOLE   21,700 0 0
Accenture Plc COM G1151C101 46,166 341,800 SH   SOLE   341,800 0 0
Adtran Inc COM 00738A106 715 29,800 SH   SOLE   29,800 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 12,062 121,600 SH   SOLE   121,600 0 0
Aecom COM 00766T100 2,532 68,800 SH   SOLE   68,800 0 0
Aercap Holdings N.V. COM N00985106 15,077 295,000 SH   SOLE   295,000 0 0
AFFILIATED MANAGERS GROUP COM 008252108 16,515 87,000 SH   SOLE   87,000 0 0
AFLAC Inc COM 001055102 7,902 97,100 SH   SOLE   97,100 0 0
AGCO Corp COM 001084102 6,108 82,800 SH   SOLE   82,800 0 0
Agilent Technologies Inc COM 00846U101 5,046 78,600 SH   SOLE   78,600 0 0
Agios Pharmaceuticals Inc COM 00847X104 11,120 166,600 SH   SOLE   166,600 0 0
AGNC Investment Corp COM 00123Q104 14,772 681,400 SH   SOLE   681,400 0 0
AGNICO EAGLE MINES LTD COM 008474108 5,655 125,100 SH   SOLE   125,100 0 0
Agrium Inc COM 008916108 4,738 44,200 SH   SOLE   44,200 0 0
Air Lease Corp COM 00912X302 1,372 32,200 SH   SOLE   32,200 0 0
AIR PRODUCTS AND CHEMICALS INC COM 009158106 9,632 63,700 SH   SOLE   63,700 0 0
Alamos Gold Inc COM 011532108 3,555 526,000 SH   SOLE   526,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,811 34,300 SH   SOLE   34,300 0 0
Allegheny Technologies Inc COM 01741R102 3,850 161,100 SH   SOLE   161,100 0 0
ALLEGION PLC COM G0176J109 1,141 13,200 SH   SOLE   13,200 0 0
Alliant Energy Corp COM 018802108 8,226 197,900 SH   SOLE   197,900 0 0
Allison Transmission Holdings Inc COM 01973R101 2,522 67,200 SH   SOLE   67,200 0 0
Allscripts Healthcare Solutions Inc COM 01988P108 2,060 144,800 SH   SOLE   144,800 0 0
Allstate Corp (The) COM 020002101 5,900 64,200 SH   SOLE   64,200 0 0
Ally Financial Inc COM 02005N100 10,630 438,200 SH   SOLE   438,200 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 575 4,900 SH   SOLE   4,900 0 0
Alphabet Inc COM 02079K107 9,591 10,000 SH   SOLE   10,000 0 0
Alphabet Inc A COM 02079K305 7,595 7,800 SH   SOLE   7,800 0 0
AMARIN CORP PLC COM 023111206 778 222,400 SH   SOLE   222,400 0 0
Ambev S.A. COM 02319V103 31,303 4,750,100 SH   SOLE   4,750,100 0 0
AMC ENTERTAINMENT HOLDINGS INC COM 00165C104 11,238 764,500 SH   SOLE   764,500 0 0
AMC Networks Inc COM 00164V103 3,964 67,800 SH   SOLE   67,800 0 0
Ameren Corp COM 023608102 11,313 195,600 SH   SOLE   195,600 0 0
AMERICA MOVIL-SPN ADR CL L COM 02364W105 1,688 95,100 SH   SOLE   95,100 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 17,117 243,700 SH   SOLE   243,700 0 0
AMERICAN EXPRESS CO COM 025816109 11,651 128,800 SH   SOLE   128,800 0 0
AMERICAN TOWER CORP (REIT) COM 03027X100 11,672 85,400 SH   SOLE   85,400 0 0
American Water Works COM 030420103 5,542 68,500 SH   SOLE   68,500 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 16,841 113,400 SH   SOLE   113,400 0 0
AMGEN INC COM 031162100 33,094 177,500 SH   SOLE   177,500 0 0
AMPHENOL CORP COM 032095101 16,335 193,000 SH   SOLE   193,000 0 0
AMTEK INC COM 031100100 3,097 46,900 SH   SOLE   46,900 0 0
Analog Devices Inc COM 032654105 20,043 232,600 SH   SOLE   232,600 0 0
Andeavor COM 03349M105 25,374 246,000 SH   SOLE   246,000 0 0
ANGI Homeservices Inc COM 00183L102 282 22,700 SH   SOLE   22,700 0 0
Anheuser-Busch Inbev SA COM 03524A108 8,410 70,500 SH   SOLE   70,500 0 0
Anika Therapeutics Inc COM 035255108 504 8,700 SH   SOLE   8,700 0 0
Aon Plc COM G0408V102 9,993 68,400 SH   SOLE   68,400 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH COM 03938L203 10,504 407,800 SH   SOLE   407,800 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 10,045 236,300 SH   SOLE   236,300 0 0
Arconic Inc COM 03965L100 2,025 81,400 SH   SOLE   81,400 0 0
ARENA PHARMACEUTICALS INC COM 040047102 433 17,000 SH   SOLE   17,000 0 0
ARES CAP CORP COM COM 04010L103 1,773 108,200 SH   SOLE   108,200 0 0
Armstrong World Industries Inc COM 04247X102 4,930 96,200 SH   SOLE   96,200 0 0
Arrow Electronics Inc COM 042735100 3,682 45,800 SH   SOLE   45,800 0 0
ARTHUR J. GALLAGHER & CO. COM 363576109 2,554 41,500 SH   SOLE   41,500 0 0
Ascena Retail Group Inc COM 04351G101 1,828 746,400 SH   SOLE   746,400 0 0
ASML HOLDING N.V. COM N07059210 4,365 25,500 SH   SOLE   25,500 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,719 43,300 SH   SOLE   43,300 0 0
Autoliv Inc COM 052800109 7,181 58,100 SH   SOLE   58,100 0 0
AVERY DENNISON CORP COM 053611109 1,425 14,500 SH   SOLE   14,500 0 0
Baidu Inc COM 056752108 32,051 129,400 SH   SOLE   129,400 0 0
Ball Corp COM 058498106 9,569 231,700 SH   SOLE   231,700 0 0
BANCO BRADESCO-ADR COM 059460303 26,335 2,379,000 SH   SOLE   2,379,000 0 0
Banco Santander Brasil SA COM 05967A107 1,658 189,800 SH   SOLE   189,800 0 0
BANCOLOMBIA S.A. COM 05968L102 2,692 58,800 SH   SOLE   58,800 0 0
BANK AMER CORP COM COM 060505104 104,742 4,133,500 SH   SOLE   4,133,500 0 0
Bank Of Montreal COM 063671101 4,307 56,900 SH   SOLE   56,900 0 0
Bank Of New York Mellon Corp COM 064058100 25,826 487,100 SH   SOLE   487,100 0 0
BANK OF NOVA SCOTIA (THE) COM 064149107 2,550 39,700 SH   SOLE   39,700 0 0
BEAZER HOMES USA INC COM NEW COM 07556Q881 247 13,200 SH   SOLE   13,200 0 0
BELDEN INC COM 077454106 636 7,900 SH   SOLE   7,900 0 0
Berkshire Hathaway Inc Cl B COM 084670702 38,937 212,400 SH   SOLE   212,400 0 0
BHP BILLITON LTD-SPON ADR COM 088606108 15,518 382,900 SH   SOLE   382,900 0 0
BHP BILLITON PLC COM 05545E209 13,417 378,500 SH   SOLE   378,500 0 0
Big Lots Inc COM 089302103 6,085 113,600 SH   SOLE   113,600 0 0
Bill Barrett Corp COM 06846N104 296 69,000 SH   SOLE   69,000 0 0
Biogen Inc COM 09062X103 45,558 145,500 SH   SOLE   145,500 0 0
BioMarin Pharmaceutical Inc COM 09061G101 1,470 15,800 SH   SOLE   15,800 0 0
Bitauto Holdings Ltd COM 091727107 7,676 171,800 SH   SOLE   171,800 0 0
BlackBerry Ltd COM 09228F103 390 34,900 SH   SOLE   34,900 0 0
Blackrock Inc COM 09247X101 31,832 71,200 SH   SOLE   71,200 0 0
Bluebird Bio Inc COM 09609G100 14,600 106,300 SH   SOLE   106,300 0 0
BORGWARNER INC COM 099724106 9,190 179,400 SH   SOLE   179,400 0 0
Boston Scientific Corp COM 101137107 35,788 1,226,900 SH   SOLE   1,226,900 0 0
Box Inc COM 10316T104 5,979 309,500 SH   SOLE   309,500 0 0
BOYD GAMING CORP COM 103304101 4,699 180,400 SH   SOLE   180,400 0 0
BP P.L.C. COM 055622104 21,267 553,400 SH   SOLE   553,400 0 0
Brinker International Inc COM 109641100 3,163 99,300 SH   SOLE   99,300 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 777 12,200 SH   SOLE   12,200 0 0
British American Tobacco Industries COM 110448107 16,193 259,300 SH   SOLE   259,300 0 0
Brixmor Property Group Inc COM 11120U105 8,935 475,300 SH   SOLE   475,300 0 0
Broadridge Financial Solutions Inc COM 11133T103 7,896 97,700 SH   SOLE   97,700 0 0
BROOKFIELD ASSET MANAGEMENT INC COM 112585104 6,525 158,000 SH   SOLE   158,000 0 0
Bruker Corp COM 116794108 2,861 96,200 SH   SOLE   96,200 0 0
BUENAVENTURA MINING CO INC COM 204448104 144 11,300 SH   SOLE   11,300 0 0
Builders FirstSource Inc COM 12008R107 4,125 229,300 SH   SOLE   229,300 0 0
BWX Technologies Inc COM 05605H100 1,731 30,900 SH   SOLE   30,900 0 0
CA Inc COM 12673P105 4,172 125,000 SH   SOLE   125,000 0 0
CABOT OIL & GAS CORP COM 127097103 12,254 458,100 SH   SOLE   458,100 0 0
Caesars Entertainment Corp COM 127686103 4,505 337,500 SH   SOLE   337,500 0 0
Caesarstone Ltd COM M20598104 700 23,500 SH   SOLE   23,500 0 0
CALAMP CORP COM 128126109 1,276 54,900 SH   SOLE   54,900 0 0
Camden Property Trust COM 133131102 6,401 70,000 SH   SOLE   70,000 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 289 3,500 SH   SOLE   3,500 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101 391 11,700 SH   SOLE   11,700 0 0
Canadian Solar Inc COM 136635109 5,840 346,800 SH   SOLE   346,800 0 0
Cardtronics Plc COM C1991C105 2,234 97,100 SH   SOLE   97,100 0 0
CarMax Inc COM 143130102 11,591 152,900 SH   SOLE   152,900 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 2,920 60,800 SH   SOLE   60,800 0 0
Carrizo Oil & Gas Inc COM 144577103 4,818 281,300 SH   SOLE   281,300 0 0
Cavium Inc COM 14964U108 3,277 49,700 SH   SOLE   49,700 0 0
Celanese Corp COM 150870103 11,511 110,400 SH   SOLE   110,400 0 0
CELGENE CORP COM 151020104 47,085 322,900 SH   SOLE   322,900 0 0
Cenovus Energy Inc COM 15135U109 338 33,800 SH   SOLE   33,800 0 0
CENTERPOINT ENERGY INC COM 15189T107 7,360 252,000 SH   SOLE   252,000 0 0
Century Aluminum Co COM 156431108 1,654 99,800 SH   SOLE   99,800 0 0
CERNER CORP COM 156782104 18,215 255,400 SH   SOLE   255,400 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 19,520 555,200 SH   SOLE   555,200 0 0
Charles River Laboratories International COM 159864107 7,118 65,900 SH   SOLE   65,900 0 0
Charter Communications Inc COM 16119P108 24,022 66,100 SH   SOLE   66,100 0 0
CHEVRON CORP COM 166764100 7,038 59,900 SH   SOLE   59,900 0 0
CHILDREN'S PLACE INC (THE) COM 168905107 6,888 58,300 SH   SOLE   58,300 0 0
CIGNA CORP COM 125509109 3,963 21,200 SH   SOLE   21,200 0 0
Cimpress N.V COM N20146101 2,207 22,600 SH   SOLE   22,600 0 0
CINCINNATI FINANCIAL CORP COM 172062101 3,369 44,000 SH   SOLE   44,000 0 0
CINTAS CORP COM 172908105 1,688 11,700 SH   SOLE   11,700 0 0
Cisco Systems Inc COM 17275R102 80,685 2,399,200 SH   SOLE   2,399,200 0 0
CITIGROUP INC COM NEW COM 172967424 42,378 582,600 SH   SOLE   582,600 0 0
Citizens Financial Group Inc COM 174610105 16,170 427,000 SH   SOLE   427,000 0 0
CME Group Inc COM 12572Q105 20,582 151,700 SH   SOLE   151,700 0 0
CMS ENERGY CORP COM 125896100 12,863 277,700 SH   SOLE   277,700 0 0
CNO Financial Group Inc COM 12621E103 5,041 216,000 SH   SOLE   216,000 0 0
COCA-COLA CO (THE) COM 191216100 13,003 288,900 SH   SOLE   288,900 0 0
COCA-COLA ENTERPRISES INC COM G25839104 461 11,100 SH   SOLE   11,100 0 0
Cognizant Technology Solutions Corp COM 192446102 28,834 397,500 SH   SOLE   397,500 0 0
Colfax Corp COM 194014106 732 17,600 SH   SOLE   17,600 0 0
Colony NorthStar Inc COM 19625W104 2,576 205,153 SH   SOLE   205,153 0 0
Comerica Inc COM 200340107 4,095 53,700 SH   SOLE   53,700 0 0
CommVault Systems Inc COM 204166102 5,459 89,800 SH   SOLE   89,800 0 0
Companhia Brasileira De Distribuicao COM 20440T201 2,177 92,000 SH   SOLE   92,000 0 0
CONN'S INC COM 208242107 1,328 47,200 SH   SOLE   47,200 0 0
CONOCOPHILLIPS COM 20825C104 19,654 392,700 SH   SOLE   392,700 0 0
Consolidated Edison Inc COM 209115104 3,332 41,300 SH   SOLE   41,300 0 0
CONSTELLATION BRANDS INC-A COM 21036P108 6,661 33,400 SH   SOLE   33,400 0 0
Consumer Discretionary Select Sector SPD COM 81369Y407 6,305 70,000 SH   SOLE   70,000 0 0
COOPER COMPANIES INC (THE) COM 216648402 7,255 30,600 SH   SOLE   30,600 0 0
CORELOGIC INC COM 21871D103 2,800 60,600 SH   SOLE   60,600 0 0
CoStar Group Inc COM 22160N109 3,970 14,800 SH   SOLE   14,800 0 0
Cousins Properties Inc COM 222795106 3,112 333,200 SH   SOLE   333,200 0 0
Credicorp Ltd COM G2519Y108 2,111 10,300 SH   SOLE   10,300 0 0
Credit Acceptance Corp COM 225310101 1,821 6,500 SH   SOLE   6,500 0 0
CREDIT SUISSE GROUP-SPON ADR COM 225401108 13,241 838,100 SH   SOLE   838,100 0 0
Crown Castle International Corp COM 22822V101 28,414 284,200 SH   SOLE   284,200 0 0
CROWN HOLDINGS INC COM 228368106 11,663 195,300 SH   SOLE   195,300 0 0
CS VelocityShares Daily 2x VIX Short Ter COM 22539T423 2,441 215,500 SH   SOLE   215,500 0 0
CUMMINS INC COM 231021106 25,103 149,400 SH   SOLE   149,400 0 0
CURTISS-WRIGHT CORP COM 231561101 1,850 17,700 SH   SOLE   17,700 0 0
CVR Energy Inc COM 12662P108 802 31,000 SH   SOLE   31,000 0 0
Cvs Health Corp COM 126650100 25,192 309,800 SH   SOLE   309,800 0 0
Cypress Semiconductor Corp COM 232806109 6,165 410,500 SH   SOLE   410,500 0 0
D.R. HORTON INC COM 23331A109 23,490 588,300 SH   SOLE   588,300 0 0
Danaher Corp COM 235851102 4,074 47,500 SH   SOLE   47,500 0 0
DARDEN RESTAURANTS INC COM 237194105 6,333 80,400 SH   SOLE   80,400 0 0
Dave & Buster's Entertainment Inc COM 238337109 3,977 75,800 SH   SOLE   75,800 0 0
Delphi Automotive plc COM G27823106 4,880 49,600 SH   SOLE   49,600 0 0
Denbury Resources Inc COM 247916208 333 248,600 SH   SOLE   248,600 0 0
Depomed Inc COM 249908104 522 90,200 SH   SOLE   90,200 0 0
DIAGEO PLC COM 25243Q205 4,241 32,100 SH   SOLE   32,100 0 0
DICK'S SPORTING GOODS INC COM 253393102 4,907 181,700 SH   SOLE   181,700 0 0
DIGITAL RLTY TR INC COM COM 253868103 3,348 28,300 SH   SOLE   28,300 0 0
DILLARD'S INC COM 254067101 616 11,000 SH   SOLE   11,000 0 0
Dineequity Inc COM 254423106 464 10,800 SH   SOLE   10,800 0 0
Direxion Daily Healthcare Bull COM 25459Y876 5,108 112,300 SH   SOLE   112,300 0 0
Direxion Financial Bull 3X Shares COM 25459Y694 38,899 695,000 SH   SOLE   695,000 0 0
Dolby Laboratories COM 25659T107 2,421 42,100 SH   SOLE   42,100 0 0
Dollar General Corp COM 256677105 5,746 70,900 SH   SOLE   70,900 0 0
Dominion Energy Inc COM 25746U109 16,047 208,600 SH   SOLE   208,600 0 0
Domtar Corp COM 257559203 3,948 91,000 SH   SOLE   91,000 0 0
DOVER CORP COM 260003108 19,548 213,900 SH   SOLE   213,900 0 0
DTE ENERGY COMPANY COM 233331107 11,530 107,400 SH   SOLE   107,400 0 0
Duke Energy Corp COM 26441C204 16,549 197,200 SH   SOLE   197,200 0 0
Dynegy Inc COM 26817R108 2,529 258,400 SH   SOLE   258,400 0 0
ETRADE FINANCIAL CORP COM 269246401 20,701 474,700 SH   SOLE   474,700 0 0
EAGLE MATERIALS INC COM 26969P108 10,104 94,700 SH   SOLE   94,700 0 0
East West Bancorp Inc COM 27579R104 549 9,200 SH   SOLE   9,200 0 0
Eastman Chemical Co COM 277432100 8,180 90,400 SH   SOLE   90,400 0 0
EATON VANCE CORP COM 278265103 2,443 49,500 SH   SOLE   49,500 0 0
eBay Inc COM 278642103 50,882 1,323,000 SH   SOLE   1,323,000 0 0
Ecolab Inc COM 278865100 22,841 177,600 SH   SOLE   177,600 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 32,213 294,700 SH   SOLE   294,700 0 0
ELI LILLY AND CO COM 532457108 10,572 123,600 SH   SOLE   123,600 0 0
Embraer-Empresa Brasileira de Aeronautca COM 29082A107 431 19,100 SH   SOLE   19,100 0 0
Emergent BioSolutions Inc COM 29089Q105 2,188 54,100 SH   SOLE   54,100 0 0
Emerson Electric Co COM 291011104 43,830 697,500 SH   SOLE   697,500 0 0
Entergy Corp COM 29364G103 6,566 86,000 SH   SOLE   86,000 0 0
EOG RESOURCES INC COM 26875P101 609 6,300 SH   SOLE   6,300 0 0
Epam Systems Inc COM 29414B104 2,857 32,500 SH   SOLE   32,500 0 0
EQUINIX INC COM 29444U700 7,408 16,600 SH   SOLE   16,600 0 0
Equity Residential COM 29476L107 2,261 34,300 SH   SOLE   34,300 0 0
ERICSSON COM 294821608 600 104,500 SH   SOLE   104,500 0 0
ESPERION THERAPEUTICS INC COM 29664W105 6,194 123,600 SH   SOLE   123,600 0 0
Evercore Inc. Class A COM 29977A105 4,132 51,500 SH   SOLE   51,500 0 0
EVERSOURCE ENERGY COM 30040W108 8,606 142,400 SH   SOLE   142,400 0 0
EXELON CORP COM 30161N101 19,381 514,500 SH   SOLE   514,500 0 0
EXPEDIA INC DEL COM NEW COM 30212P303 6,750 46,900 SH   SOLE   46,900 0 0
Expeditors International of Washington COM 302130109 8,416 140,600 SH   SOLE   140,600 0 0
Express Inc COM 30219E103 4,041 597,800 SH   SOLE   597,800 0 0
Facebook Inc COM 30303M102 5,143 30,100 SH   SOLE   30,100 0 0
FedEx Corp COM 31428X106 12,316 54,600 SH   SOLE   54,600 0 0
FIBRIA CELULOSE S.A. COM 31573A109 1,475 109,000 SH   SOLE   109,000 0 0
Fidelity National Information Services COM 31620M106 11,711 125,400 SH   SOLE   125,400 0 0
Fifth Third Bancorp COM 316773100 12,563 449,000 SH   SOLE   449,000 0 0
FireEye Inc COM 31816Q101 16,847 1,004,600 SH   SOLE   1,004,600 0 0
First Trust DJ Internet Index Fund COM 33733E302 4,606 45,000 SH   SOLE   45,000 0 0
FirstEnergy Corp COM 337932107 25,656 832,200 SH   SOLE   832,200 0 0
Fiserv Inc COM 337738108 8,343 64,700 SH   SOLE   64,700 0 0
Five Below Inc COM 33829M101 3,786 69,000 SH   SOLE   69,000 0 0
Flex Ltd COM Y2573F102 1,617 97,600 SH   SOLE   97,600 0 0
FLIR Systems Inc COM 302445101 1,929 49,600 SH   SOLE   49,600 0 0
Fomento Economico Mexicano S.A.B. de CV COM 344419106 2,474 25,900 SH   SOLE   25,900 0 0
Ford Motor Co COM 345370860 37,321 3,117,900 SH   SOLE   3,117,900 0 0
Fortune Brands Home & Security Inc COM 34964C106 12,269 182,500 SH   SOLE   182,500 0 0
Fossil Group Inc COM 34988V106 6,576 704,900 SH   SOLE   704,900 0 0
Francesca's Holdings Corp COM 351793104 3,499 475,500 SH   SOLE   475,500 0 0
Franco-Nevada Corp COM 351858105 2,626 33,900 SH   SOLE   33,900 0 0
FREEPORT-MCMORAN INC COM 35671D857 19,445 1,385,000 SH   SOLE   1,385,000 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A306 8,969 760,800 SH   SOLE   760,800 0 0
GAP INC (THE) COM 364760108 30,014 1,016,400 SH   SOLE   1,016,400 0 0
GARMIN LTD COM H2906T109 1,446 26,800 SH   SOLE   26,800 0 0
Gartner Inc COM 366651107 4,553 36,600 SH   SOLE   36,600 0 0
GasLog LP. COM G37585109 631 36,200 SH   SOLE   36,200 0 0
General Cable Corp COM 369300108 665 35,300 SH   SOLE   35,300 0 0
GENERAL DYNAMICS CORP COM 369550108 17,022 82,800 SH   SOLE   82,800 0 0
General Motors Co COM 37045V100 66,493 1,646,700 SH   SOLE   1,646,700 0 0
Genesco Inc COM 371532102 1,008 37,900 SH   SOLE   37,900 0 0
Genpact Ltd COM G3922B107 5,068 176,300 SH   SOLE   176,300 0 0
GERDAU S.A. COM 373737105 2,922 852,100 SH   SOLE   852,100 0 0
GIGAMON INC COM 37518B102 476 11,300 SH   SOLE   11,300 0 0
G-III APPAREL GROUP LTD. COM 36237H101 1,941 66,900 SH   SOLE   66,900 0 0
Gildan Activewear Inc COM 375916103 340 10,900 SH   SOLE   10,900 0 0
Global Eagle Entertainment Inc COM 37951D102 498 145,700 SH   SOLE   145,700 0 0
Global X MSCI Greece ETF COM 37950E366 3,275 346,200 SH   SOLE   346,200 0 0
Glu Mobile Inc COM 379890106 2,979 792,500 SH   SOLE   792,500 0 0
GNC Holdings Inc COM 36191G107 2,756 311,800 SH   SOLE   311,800 0 0
Gogo Inc COM 38046C109 3,069 259,900 SH   SOLE   259,900 0 0
GOLDMAN SACHS GROUP INC (THE) COM 38141G104 76,873 324,100 SH   SOLE   324,100 0 0
Grand Canyon Education Inc COM 38526M106 1,734 19,100 SH   SOLE   19,100 0 0
GREAT PLAINS ENERGY INC COM COM 391164100 6,153 203,100 SH   SOLE   203,100 0 0
Grifols S.A. COM 398438408 2,147 98,100 SH   SOLE   98,100 0 0
Group 1 Automotive Inc COM 398905109 434 6,000 SH   SOLE   6,000 0 0
Groupon Inc COM 399473107 6,353 1,221,800 SH   SOLE   1,221,800 0 0
GRUBHUB INC COM 400110102 20,790 394,800 SH   SOLE   394,800 0 0
GRUPO TELEVISA S.A. COM 40049J206 2,109 85,500 SH   SOLE   85,500 0 0
Guess Inc COM 401617105 1,231 72,300 SH   SOLE   72,300 0 0
Guggenheim Solar ETF COM 18383Q739 3,323 153,500 SH   SOLE   153,500 0 0
Gulfport Energy Corp COM 402635304 2,489 173,600 SH   SOLE   173,600 0 0
H&E Equipment Services Inc COM 404030108 388 13,300 SH   SOLE   13,300 0 0
H&R BLOCK INC COM 093671105 5,224 197,300 SH   SOLE   197,300 0 0
HARRIS CORP COM 413875105 20,239 153,700 SH   SOLE   153,700 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 25,797 465,400 SH   SOLE   465,400 0 0
HASBRO INC COM 418056107 4,268 43,700 SH   SOLE   43,700 0 0
Healthsouth Corp COM 421924309 1,135 24,500 SH   SOLE   24,500 0 0
Heartland Express Inc COM 422347104 1,682 67,100 SH   SOLE   67,100 0 0
Herbalife LTD. COM G4412G101 6,986 103,000 SH   SOLE   103,000 0 0
Herc Holdings Inc COM 42704L104 2,146 43,700 SH   SOLE   43,700 0 0
HEXCEL CORP COM 428291108 2,245 39,100 SH   SOLE   39,100 0 0
HIBBETT SPORTS INC COM 428567101 4,505 316,200 SH   SOLE   316,200 0 0
Hilton Worldwide Holdings Inc COM 43300A203 14,924 214,900 SH   SOLE   214,900 0 0
Himax Technologies Inc COM 43289P106 1,924 176,100 SH   SOLE   176,100 0 0
HOME DEPOT INC (THE) COM 437076102 59,028 360,900 SH   SOLE   360,900 0 0
Honeywell International Inc COM 438516106 28,886 203,800 SH   SOLE   203,800 0 0
HORNBECK OFFSHORE SERVICES COM 440543106 153 38,000 SH   SOLE   38,000 0 0
HOST HOTELS & RESORTS INC COM 44107P104 2,914 157,600 SH   SOLE   157,600 0 0
HP Inc COM 40434L105 7,938 397,700 SH   SOLE   397,700 0 0
Humana Inc COM 444859102 4,653 19,100 SH   SOLE   19,100 0 0
HUNTINGTON BANCSHARES INC COM 446150104 7,298 522,800 SH   SOLE   522,800 0 0
Hyatt Hotels Corp COM 448579102 7,847 127,000 SH   SOLE   127,000 0 0
Iamgold Corp COM 450913108 220 36,200 SH   SOLE   36,200 0 0
Iberiabank Corp COM 450828108 772 9,400 SH   SOLE   9,400 0 0
ICON PLC COM G4705A100 4,031 35,400 SH   SOLE   35,400 0 0
ICU Medical Inc COM 44930G107 761 4,100 SH   SOLE   4,100 0 0
ILLUMINA INC COM 452327109 12,728 63,900 SH   SOLE   63,900 0 0
Immunomedics Inc COM 452907108 352 25,200 SH   SOLE   25,200 0 0
IMPERVA INC COM 45321L100 460 10,600 SH   SOLE   10,600 0 0
Infinity Pharmaceuticals Inc COM 45665G303 61 46,400 SH   SOLE   46,400 0 0
INGERSOLL-RAND PLC COM G47791101 971 10,900 SH   SOLE   10,900 0 0
Innoviva Inc COM 45781M101 1,002 71,000 SH   SOLE   71,000 0 0
Insulet Corp COM 45784P101 2,186 39,700 SH   SOLE   39,700 0 0
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 4,502 169,400 SH   SOLE   169,400 0 0
Intel Corp COM 458140100 57,999 1,523,100 SH   SOLE   1,523,100 0 0
Intercontinental Exchange Inc COM 45866F104 14,248 207,400 SH   SOLE   207,400 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 12,033 84,200 SH   SOLE   84,200 0 0
Intuit Inc COM 461202103 4,576 32,200 SH   SOLE   32,200 0 0
INTUITIVE SURGICAL INC COM 46120E602 2,614 2,500 SH   SOLE   2,500 0 0
INVESCO PLC COM G491BT108 487 13,900 SH   SOLE   13,900 0 0
iShares 20 Year Treasury Bond ETF COM 464287432 29,992 240,400 SH   SOLE   240,400 0 0
iShares iBoxx $ High Yield Corp Bond ETF COM 464288513 93,890 1,057,800 SH   SOLE   1,057,800 0 0
iShares Latin America 40 ETF COM 464287390 33,689 960,100 SH   SOLE   960,100 0 0
iShares MSCI ACWI Index Fund COM 464288257 44,457 646,000 SH   SOLE   646,000 0 0
ISHARES MSCI AUSTRALIA INDEX FUND COM 464286103 18,463 822,800 SH   SOLE   822,800 0 0
iShares MSCI Brazil Capped Index Fund COM 464286400 177,607 4,260,200 SH   SOLE   4,260,200 0 0
ISHARES MSCI EAFE ETF COM 464287465 55,660 812,800 SH   SOLE   812,800 0 0
iShares MSCI Emerging Index Fund COM 464287234 49,985 1,115,500 SH   SOLE   1,115,500 0 0
iShares MSCI India COM 46429B598 5,305 161,500 SH   SOLE   161,500 0 0
ISHARES MSCI JAPAN INDEX FUND COM 46434G822 35,537 637,900 SH   SOLE   637,900 0 0
iShares MSCI Mexico Capped ETF COM 464286822 30,838 564,700 SH   SOLE   564,700 0 0
ISHARES MSCI PAC EX-JAP IDX FD COM 464286665 17,922 387,600 SH   SOLE   387,600 0 0
ISHARES NASDAQ BIOTECHNOLOGY INDEX FUND COM 464287556 39,730 119,100 SH   SOLE   119,100 0 0
ISHARES RUSSELL 2000 ETF COM 464287655 596,054 4,022,500 SH   SOLE   4,022,500 0 0
ISHARES SILVER TRUST COM 46428Q109 5,582 354,700 SH   SOLE   354,700 0 0
iShares Transportation AverageETF COM 464287192 12,792 71,700 SH   SOLE   71,700 0 0
ISHARES U.S. FINANCIAL ETF COM 464287788 11,324 101,000 SH   SOLE   101,000 0 0
iShares U.S. Home Construction ETF COM 464288752 53,158 1,454,800 SH   SOLE   1,454,800 0 0
ITAU UNIBANCO BANCO HOLDING SA COM 465562106 31,366 2,289,500 SH   SOLE   2,289,500 0 0
Itron Inc COM 465741106 2,400 31,000 SH   SOLE   31,000 0 0
J P MORGAN CHASE & CO COM 46625H100 75,729 792,900 SH   SOLE   792,900 0 0
J.B. HUNT TRANSPORT SERVICES INC COM 445658107 9,164 82,500 SH   SOLE   82,500 0 0
JA Solar Holdings Co. Ltd COM 466090206 230 30,200 SH   SOLE   30,200 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 3,222 55,300 SH   SOLE   55,300 0 0
JinkoSolar Holding Co Ltd COM 47759T100 3,148 126,200 SH   SOLE   126,200 0 0
Jones Lang Lasalle Inc COM 48020Q107 802 6,500 SH   SOLE   6,500 0 0
JUNO THERAPEUTICS INC COM 48205A109 1,659 37,000 SH   SOLE   37,000 0 0
KANSAS CITY SOUTHERN COM 485170302 13,443 123,700 SH   SOLE   123,700 0 0
Kapstone P&P Crp COM 48562P103 1,714 79,800 SH   SOLE   79,800 0 0
KB Home COM 48666K109 5,120 212,300 SH   SOLE   212,300 0 0
KBR Inc COM 48242W106 5,229 292,500 SH   SOLE   292,500 0 0
Keryx Biopharmaceuticals Inc COM 492515101 473 66,700 SH   SOLE   66,700 0 0
KEYCORP COM 493267108 5,408 287,400 SH   SOLE   287,400 0 0
KNIGHT TRANSPORTATION INC COM 499049104 8,110 195,200 SH   SOLE   195,200 0 0
KNOWLES CORP COM 49926D109 609 39,900 SH   SOLE   39,900 0 0
KOHL'S CORP COM 500255104 13,051 285,900 SH   SOLE   285,900 0 0
KONINKLIJKE PHILIPS N.V. COM 500472303 13,204 320,500 SH   SOLE   320,500 0 0
Kraton Corp COM 50077C106 1,597 39,500 SH   SOLE   39,500 0 0
Kroger Co (The) COM 501044101 8,850 441,200 SH   SOLE   441,200 0 0
L3 Technologies Inc COM 502413107 6,896 36,600 SH   SOLE   36,600 0 0
La Jolla Pharmaceutical Co COM 503459604 5,143 147,900 SH   SOLE   147,900 0 0
Laboratory Corp of America Holdings COM 50540R409 10,009 66,300 SH   SOLE   66,300 0 0
LANDSTAR SYSTEM INC COM 515098101 3,866 38,800 SH   SOLE   38,800 0 0
Laredo Petroleum Inc COM 516806106 1,034 80,000 SH   SOLE   80,000 0 0
Las Vegas Sands Corp COM 517834107 24,740 385,600 SH   SOLE   385,600 0 0
LEAR CORP COM NEW COM 521865204 28,921 167,100 SH   SOLE   167,100 0 0
Legg Mason Inc COM 524901105 1,037 26,400 SH   SOLE   26,400 0 0
LENDINGCLUB CORP COM 52603A109 7,992 1,312,400 SH   SOLE   1,312,400 0 0
LIGAND PHARMACEUTICALS INC COM NEW COM 53220K504 3,512 25,800 SH   SOLE   25,800 0 0
LINCOLN NATL CORP IND COM COM 534187109 4,129 56,200 SH   SOLE   56,200 0 0
Lions Gate Entertainment Corp Cl A COM 535919401 451 13,500 SH   SOLE   13,500 0 0
LITHIA MOTORS INC COM 536797103 4,872 40,500 SH   SOLE   40,500 0 0
LivaNova PLC COM G5509L101 4,168 59,500 SH   SOLE   59,500 0 0
LLOYDS BANKING GROUP PLC-ADR COM 539439109 239 65,500 SH   SOLE   65,500 0 0
Lockheed Martin Corp COM 539830109 9,774 31,500 SH   SOLE   31,500 0 0
LOUISIANA-PACIFIC CORP COM 546347105 9,830 363,000 SH   SOLE   363,000 0 0
Lumber Liquidators Holdings Inc COM 55003T107 7,636 195,900 SH   SOLE   195,900 0 0
LyondellBasell Industries NV COM N53745100 18,502 186,800 SH   SOLE   186,800 0 0
M&T Bank Corp COM 55261F104 1,723 10,700 SH   SOLE   10,700 0 0
M.D.C. HOLDINGS INC COM 552676108 2,135 64,300 SH   SOLE   64,300 0 0
MACY'S INC COM 55616P104 1,937 88,800 SH   SOLE   88,800 0 0
MAGNA INTERNATIONAL INC COM 559222401 15,640 293,000 SH   SOLE   293,000 0 0
MANITOWOC CO INC (THE) COM 563571108 1,636 181,800 SH   SOLE   181,800 0 0
Manulife Financial Corp COM 56501R106 4,753 234,300 SH   SOLE   234,300 0 0
Marathon Petroleum Corp COM 56585A102 2,675 47,700 SH   SOLE   47,700 0 0
Market Vectors TR Russia ETF COM 92189F403 58,018 2,602,900 SH   SOLE   2,602,900 0 0
MARRIOTT INTERNATIONAL COM 571903202 782 7,100 SH   SOLE   7,100 0 0
MARSH & MCLENNAN COMPANIES INC COM 571748102 11,875 141,700 SH   SOLE   141,700 0 0
Marvell Technology Group Ltd COM G5876H105 22,675 1,266,800 SH   SOLE   1,266,800 0 0
MASCO CORP COM 574599106 4,646 119,100 SH   SOLE   119,100 0 0
Mastercard Incorp Common Stock COM 57636Q104 14,769 104,600 SH   SOLE   104,600 0 0
Matador Resources Co COM 576485205 4,512 166,200 SH   SOLE   166,200 0 0
MATERIALS SELECT SECTOR SPDR COM 81369Y100 67,308 1,185,000 SH   SOLE   1,185,000 0 0
MATTEL INC COM 577081102 17,178 1,109,700 SH   SOLE   1,109,700 0 0
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 1,083 22,700 SH   SOLE   22,700 0 0
Medical Properties Trust Inc COM 58463J304 1,760 134,100 SH   SOLE   134,100 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 7,142 91,500 SH   SOLE   91,500 0 0
Medtronic Plc COM G5960L103 9,013 115,900 SH   SOLE   115,900 0 0
Melco Resorts & Entertainment Limited AD COM 585464100 11,838 490,800 SH   SOLE   490,800 0 0
MercadoLibre Inc COM 58733R102 880 3,400 SH   SOLE   3,400 0 0
MERCK & CO INC COM 58933Y105 67,897 1,060,400 SH   SOLE   1,060,400 0 0
MERITAGE CORP COM 59001A102 1,074 24,200 SH   SOLE   24,200 0 0
Meritor Inc COM 59001K100 2,338 89,900 SH   SOLE   89,900 0 0
Merrimack Pharmaceuticals Inc COM 590328209 623 42,900 SH   SOLE   42,900 0 0
Methanex Corp COM 59151K108 3,988 79,300 SH   SOLE   79,300 0 0
METLIFE INC COM 59156R108 41,123 791,600 SH   SOLE   791,600 0 0
MFA FINANCIAL INC COM 55272X102 2,517 287,400 SH   SOLE   287,400 0 0
MGIC INVESTMENT CORP COM 552848103 1,671 133,400 SH   SOLE   133,400 0 0
MICRON TECHNOLOGY INC COM 595112103 53,398 1,357,700 SH   SOLE   1,357,700 0 0
MOBILE TELESYSTEMS OJSC COM 607409109 475 45,500 SH   SOLE   45,500 0 0
MOLINA HEALTHCARE INC COM 60855R100 6,924 100,700 SH   SOLE   100,700 0 0
MONSANTO CO COM 61166W101 27,342 228,200 SH   SOLE   228,200 0 0
MONSTER BEVERAGE CORP COM 61174X109 13,740 248,700 SH   SOLE   248,700 0 0
MOODY'S CORP COM 615369105 3,591 25,800 SH   SOLE   25,800 0 0
MORGAN STANLEY COM NEW COM 617446448 38,940 808,400 SH   SOLE   808,400 0 0
Motorola Solutions Inc COM 620076307 3,827 45,100 SH   SOLE   45,100 0 0
MSC INDUSTRIAL DIRECT CO INC COM 553530106 460 6,100 SH   SOLE   6,100 0 0
Nasdaq Inc COM 631103108 11,751 151,500 SH   SOLE   151,500 0 0
Nationstar Mortgage Holdings Inc COM 63861C109 334 18,000 SH   SOLE   18,000 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 912 20,700 SH   SOLE   20,700 0 0
NETFLIX INC COM 64110L106 55,928 308,400 SH   SOLE   308,400 0 0
Neurocrine Biosciences Inc COM 64125C109 4,136 67,500 SH   SOLE   67,500 0 0
New Gold COM 644535106 1,053 283,900 SH   SOLE   283,900 0 0
New Residential Investment Corp COM 64828T201 1,520 90,900 SH   SOLE   90,900 0 0
NEWMONT MINING CORP COM 651639106 6,260 166,900 SH   SOLE   166,900 0 0
NEXTERA ENERGY INC COM COM 65339F101 17,102 116,700 SH   SOLE   116,700 0 0
NOKIA CORP COM 654902204 2,751 460,200 SH   SOLE   460,200 0 0
NORDIC AMERICAN TANKERS LTD COM G65773106 520 97,500 SH   SOLE   97,500 0 0
NORFOLK SOUTHERN CORP COM 655844108 19,359 146,400 SH   SOLE   146,400 0 0
Northern Oil and Gas Inc COM 665531109 229 254,600 SH   SOLE   254,600 0 0
Northrop Grumman Corp COM 666807102 19,536 67,900 SH   SOLE   67,900 0 0
NRG Energy Inc COM 629377508 11,072 432,700 SH   SOLE   432,700 0 0
NU SKIN ENTERPRISES INC COM 67018T105 6,732 109,500 SH   SOLE   109,500 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,699 171,700 SH   SOLE   171,700 0 0
NXP Semiconductors N.V. COM N6596X109 17,087 151,100 SH   SOLE   151,100 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 9,792 152,500 SH   SOLE   152,500 0 0
OCEANEERING INTERNATIONAL INC COM 675232102 1,878 71,500 SH   SOLE   71,500 0 0
OGE Energy Corp COM 670837103 3,131 86,900 SH   SOLE   86,900 0 0
OLD DOMINION FREIGHT LINE INC COM 679580100 7,707 70,000 SH   SOLE   70,000 0 0
Olin Corp COM 680665205 3,267 95,400 SH   SOLE   95,400 0 0
Omeros Corp COM 682143102 1,699 78,600 SH   SOLE   78,600 0 0
ON Semiconductor Corp COM 682189105 4,663 252,500 SH   SOLE   252,500 0 0
OneMain Holdings Inc COM 68268W103 834 29,600 SH   SOLE   29,600 0 0
ONEOK Inc COM 682680103 16,539 298,500 SH   SOLE   298,500 0 0
Ophthotech Corp COM 683745103 900 319,300 SH   SOLE   319,300 0 0
OSHKOSH CORP COM 688239201 3,813 46,200 SH   SOLE   46,200 0 0
OSI Systems Inc COM 671044105 1,626 17,800 SH   SOLE   17,800 0 0
OWENS CORNING NEW COM COM 690742101 3,604 46,600 SH   SOLE   46,600 0 0
OWENS-ILLINOIS INC COM 690768403 8,209 326,300 SH   SOLE   326,300 0 0
PACCAR Inc COM 693718108 19,307 266,900 SH   SOLE   266,900 0 0
PACIFIC GAS & ELECTRIC CO. COM 69331C108 13,570 199,300 SH   SOLE   199,300 0 0
PACKAGING CORP OF AMERICA COM 695156109 6,100 53,200 SH   SOLE   53,200 0 0
PALO ALTO NETWORKS INC COM 697435105 1,513 10,500 SH   SOLE   10,500 0 0
PAN AMERICAN SILVER CORP COM 697900108 2,317 135,900 SH   SOLE   135,900 0 0
PARKER-HANNIFIN CORP COM 701094104 33,148 189,400 SH   SOLE   189,400 0 0
PBF Energy Inc COM 69318G106 8,454 306,200 SH   SOLE   306,200 0 0
PENN NATIONAL GAMING INC COM 707569109 388 16,600 SH   SOLE   16,600 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 1,108 61,100 SH   SOLE   61,100 0 0
PerkinElmer Inc COM 714046109 5,938 86,100 SH   SOLE   86,100 0 0
PERRIGO CO COM G97822103 6,154 72,700 SH   SOLE   72,700 0 0
PETROLEO BRASILEIRO S.A.- PETROBRAS COM 71654V408 21,414 2,132,900 SH   SOLE   2,132,900 0 0
PETROLEO BRASILEIRO SA PETROSPONSORE COM 71654V101 14,970 1,549,700 SH   SOLE   1,549,700 0 0
Pfizer Inc COM 717081103 48,576 1,360,700 SH   SOLE   1,360,700 0 0
Philip Morris International Inc COM 718172109 35,756 322,100 SH   SOLE   322,100 0 0
Phillips 66 COM 718546104 23,287 254,200 SH   SOLE   254,200 0 0
Pilgrim's Pride Corp COM 72147K108 8,895 313,100 SH   SOLE   313,100 0 0
Pinnacle West Capital Corp COM 723484101 5,885 69,600 SH   SOLE   69,600 0 0
PNC Financial Services Group COM 693475105 24,892 184,700 SH   SOLE   184,700 0 0
POLARIS INDUSTRIES INC COM 731068102 15,610 149,200 SH   SOLE   149,200 0 0
Portola Pharmaceuticals Inc COM 737010108 767 14,200 SH   SOLE   14,200 0 0
POSCO- SPON ADR COM 693483109 4,268 61,500 SH   SOLE   61,500 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 12,729 661,600 SH   SOLE   661,600 0 0
Power Integrations Inc COM 739276103 732 10,000 SH   SOLE   10,000 0 0
Praxair Inc COM 74005P104 22,372 160,100 SH   SOLE   160,100 0 0
Precision Drilling Corp COM 74022D308 501 160,700 SH   SOLE   160,700 0 0
Priceline Group Inc COM 741503403 2,380 1,300 SH   SOLE   1,300 0 0
PROCTER & GAMBLE CO (THE) COM 742718109 22,726 249,800 SH   SOLE   249,800 0 0
Proto Labs Inc COM 743713109 891 11,100 SH   SOLE   11,100 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 340 3,200 SH   SOLE   3,200 0 0
Ptc Inc COM 69370C100 2,971 52,800 SH   SOLE   52,800 0 0
PTC Therapeutics Inc COM 69366J200 6,105 305,100 SH   SOLE   305,100 0 0
Public Service Enterprise Group Inco COM 744573106 28,203 609,800 SH   SOLE   609,800 0 0
Pultegroup Inc COM 745867101 11,956 437,500 SH   SOLE   437,500 0 0
Puma Biotechnology Inc COM 74587V107 3,592 30,000 SH   SOLE   30,000 0 0
QEP Resources Inc COM 74733V100 9,540 1,113,200 SH   SOLE   1,113,200 0 0
QIAGEN N.V. COM N72482123 289 9,200 SH   SOLE   9,200 0 0
QIWI Plc COM 74735M108 2,551 150,600 SH   SOLE   150,600 0 0
Qorvo Inc COM 74736K101 16,362 231,500 SH   SOLE   231,500 0 0
Quality Systems Inc COM 747582104 830 52,800 SH   SOLE   52,800 0 0
Quintiles IMS Holdings Inc COM 74876Y101 27,826 292,700 SH   SOLE   292,700 0 0
Radian Group Inc COM 750236101 652 34,900 SH   SOLE   34,900 0 0
RANDGOLD RESOURCES LTD-ADR COM 752344309 527 5,400 SH   SOLE   5,400 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,403 28,500 SH   SOLE   28,500 0 0
Rayonier Advanced Materials Inc COM 75508B104 998 72,908 SH   SOLE   72,908 0 0
Raytheon Co COM 755111507 2,332 12,500 SH   SOLE   12,500 0 0
Red Hat Inc COM 756577102 16,119 145,400 SH   SOLE   145,400 0 0
REGIONS FINANCIAL CORP COM 7591EP100 15,089 990,800 SH   SOLE   990,800 0 0
Regulus Therapeutics Inc COM 75915K101 222 178,000 SH   SOLE   178,000 0 0
REPLIGEN CORP COM 759916109 1,781 46,500 SH   SOLE   46,500 0 0
Resmed Inc COM 761152107 13,737 178,500 SH   SOLE   178,500 0 0
Resolute Energy Corp COM 76116A108 1,546 52,100 SH   SOLE   52,100 0 0
Restaurant Brands International Inc COM 76131D103 9,792 153,300 SH   SOLE   153,300 0 0
Retrophin Inc COM 761299106 2,207 88,700 SH   SOLE   88,700 0 0
Rice Energy Inc COM 762760106 13,633 471,100 SH   SOLE   471,100 0 0
RIO TINTO PLC COM 767204100 9,669 204,900 SH   SOLE   204,900 0 0
Rockwell Automation Inc COM 773903109 25,858 145,100 SH   SOLE   145,100 0 0
Roper Technologies Inc COM 776696106 15,528 63,800 SH   SOLE   63,800 0 0
Royal Bank of Canada COM 780087102 9,104 117,700 SH   SOLE   117,700 0 0
ROYAL DUTCH SHELL A COM 780259206 2,877 47,500 SH   SOLE   47,500 0 0
Royal Dutch Shell B COM 780259107 2,445 39,100 SH   SOLE   39,100 0 0
Royal Gold Inc COM 780287108 2,185 25,400 SH   SOLE   25,400 0 0
RSP Permian Inc COM 74978Q105 1,093 31,600 SH   SOLE   31,600 0 0
Ryder System Inc COM 783549108 4,717 55,800 SH   SOLE   55,800 0 0
Santander Consumer USA Holdings Inc COM 80283M101 1,289 83,900 SH   SOLE   83,900 0 0
Sap Ae Drc COM 803054204 5,449 49,700 SH   SOLE   49,700 0 0
SAREPTA THERAPEUTICS INC COM 803607100 13,793 304,100 SH   SOLE   304,100 0 0
Sba Comms Corp COM 78410G104 14,808 102,800 SH   SOLE   102,800 0 0
Scorpio Bulkers Inc COM Y7546A122 1,206 171,100 SH   SOLE   171,100 0 0
SEABRIDGE GOLD INC COM 811916105 1,162 95,300 SH   SOLE   95,300 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 2,064 158,900 SH   SOLE   158,900 0 0
SEI INVESTMENTS CO COM 784117103 6,826 111,800 SH   SOLE   111,800 0 0
Select Medical Holdings Corp COM 81619Q105 4,227 220,200 SH   SOLE   220,200 0 0
Sempra Energy COM 816851109 12,394 108,600 SH   SOLE   108,600 0 0
Sensata Technologies Holding N.V. COM N7902X106 7,282 151,500 SH   SOLE   151,500 0 0
SERVICE CORP INTERNATIONAL COM 817565104 1,835 53,200 SH   SOLE   53,200 0 0
ServiceNow Inc COM 81762P102 364 3,100 SH   SOLE   3,100 0 0
SHERWIN-WILLIAMS CO (THE) COM 824348106 1,682 4,700 SH   SOLE   4,700 0 0
Sibanye-Stillwater Limited ADS COM 825724206 1,549 347,500 SH   SOLE   347,500 0 0
SIGNATURE BANK COM 82669G104 5,569 43,500 SH   SOLE   43,500 0 0
Signet Jewelers Ltd COM G81276100 3,906 58,700 SH   SOLE   58,700 0 0
Silicon Laboratories Inc COM 826919102 551 6,900 SH   SOLE   6,900 0 0
SK TELECOM CO. LTD COM 78440P108 1,763 71,700 SH   SOLE   71,700 0 0
Sleep Number Corp COM 83125X103 329 10,600 SH   SOLE   10,600 0 0
SMITH (A.O.) CORP COM 831865209 3,357 56,500 SH   SOLE   56,500 0 0
Sohu.com Inc COM 83408W103 2,776 51,000 SH   SOLE   51,000 0 0
SONY CORP ORD COM 835699307 2,707 72,500 SH   SOLE   72,500 0 0
SOUTHERN COPPER CORP COM 84265V105 8,433 212,100 SH   SOLE   212,100 0 0
Spark Therapeutics Inc COM 84652J103 10,699 120,000 SH   SOLE   120,000 0 0
SPDR Blberg Barclays High Yield Bond ETF COM 78464A417 47,918 1,284,000 SH   SOLE   1,284,000 0 0
SPDR DOW JONES INDUSTRIAL AVERAGE ETF COM 78467X109 44,070 196,900 SH   SOLE   196,900 0 0
SPDR Gold Trust COM 78463V107 16,923 139,200 SH   SOLE   139,200 0 0
SPDR MIDCAP TRUST SERIES I COM 78467Y107 61,382 188,100 SH   SOLE   188,100 0 0
SPDR S&P Bank ETF COM 78464A797 25,146 557,700 SH   SOLE   557,700 0 0
SPDR S&P Metals & Mining ETF COM 78464A755 14,323 445,100 SH   SOLE   445,100 0 0
SPDR S&P Regional Banking ETF COM 78464A698 64,695 1,139,800 SH   SOLE   1,139,800 0 0
SPDR SELECT SECTOR FUND - FINANCIAL COM 81369Y605 533,698 20,638,000 SH   SOLE   20,638,000 0 0
SPDR SELECT SECTOR FUND - HEALTH CARE COM 81369Y209 129,108 1,579,700 SH   SOLE   1,579,700 0 0
SPDR SELECT SECTOR FUND - INDUSTRIAL COM 81369Y704 188,661 2,657,200 SH   SOLE   2,657,200 0 0
SPDR SELECT SECTOR FUND - UTILITIES COM 81369Y886 124,105 2,339,400 SH   SOLE   2,339,400 0 0
SPDR Series Trust SPDR S&P Biotech ETF COM 78464A870 59,274 684,700 SH   SOLE   684,700 0 0
SPDR Series Trust SPDR Homebuilders ETF COM 78464A888 30,099 755,900 SH   SOLE   755,900 0 0
Spirit Aerosystems Holdings Inc COM 848574109 2,984 38,400 SH   SOLE   38,400 0 0
Splunk Inc COM 848637104 2,584 38,900 SH   SOLE   38,900 0 0
SS&C Technologies Holdings Inc COM 78467J100 6,821 169,900 SH   SOLE   169,900 0 0
STAGE STORES INC COM 85254C305 291 158,300 SH   SOLE   158,300 0 0
Stamps.com Inc COM 852857200 2,026 10,000 SH   SOLE   10,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 17,406 115,300 SH   SOLE   115,300 0 0
Starwood Property Trust Inc COM 85571B105 766 35,300 SH   SOLE   35,300 0 0
STATOIL ASA-SPON ADR COM 85771P102 4,271 212,626 SH   SOLE   212,626 0 0
STERIS PLC COM G84720104 2,360 26,700 SH   SOLE   26,700 0 0
Sterling Bancorp COM 85917A100 862 35,000 SH   SOLE   35,000 0 0
STEVEN MADDEN LTD COM 556269108 3,754 86,700 SH   SOLE   86,700 0 0
Stratasys Ltd COM M85548101 1,842 79,700 SH   SOLE   79,700 0 0
Sturm Ruger & Co Inc COM 864159108 274 5,300 SH   SOLE   5,300 0 0
Summit Materials Inc COM 86614U100 13,042 407,200 SH   SOLE   407,200 0 0
SUNCOR ENERGY INC COM 867224107 14,197 405,300 SH   SOLE   405,300 0 0
Sunpower Corp COM 867652406 372 51,100 SH   SOLE   51,100 0 0
SUNTRUST BANKS INC COM 867914103 7,566 126,600 SH   SOLE   126,600 0 0
SVB FINANCIAL GROUP COM 78486Q101 3,648 19,500 SH   SOLE   19,500 0 0
SYMANTEC CORP COM 871503108 31,034 945,900 SH   SOLE   945,900 0 0
Synergy Pharmaceuticals Inc COM 871639308 59 20,600 SH   SOLE   20,600 0 0
SYNOVUS FINANCIAL CORP COM 87161C501 1,847 40,100 SH   SOLE   40,100 0 0
T. ROWE PRICE GROUP INC COM 74144T108 20,903 230,600 SH   SOLE   230,600 0 0
Tableau Software Inc COM 87336U105 7,047 94,100 SH   SOLE   94,100 0 0
Tapestry Inc COM 876030107 5,478 136,000 SH   SOLE   136,000 0 0
TCF FINANCIAL CORP COM 872275102 1,555 91,300 SH   SOLE   91,300 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 9,647 197,700 SH   SOLE   197,700 0 0
TE Connectivity Ltd COM H84989104 3,945 47,500 SH   SOLE   47,500 0 0
Teck Resources Ltd COM 878742204 21,646 1,026,400 SH   SOLE   1,026,400 0 0
TELEFONICA BRASIL S.A. COM 87936R106 4,329 273,300 SH   SOLE   273,300 0 0
Teradata Corp COM 88076W103 5,639 166,900 SH   SOLE   166,900 0 0
TEREX CORP COM 880779103 10,061 223,500 SH   SOLE   223,500 0 0
TEVA PHARMACEUTICAL-SP ADR COM 881624209 35,150 1,997,200 SH   SOLE   1,997,200 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 797 9,300 SH   SOLE   9,300 0 0
TEXAS INSTRUMENTS INC COM 882508104 35,362 394,500 SH   SOLE   394,500 0 0
Textron Inc COM 883203101 13,486 250,300 SH   SOLE   250,300 0 0
The Advisory Board Co COM 00762W107 2,466 46,000 SH   SOLE   46,000 0 0
THE CHARLES SCHWAB CORP COM 808513105 13,498 308,600 SH   SOLE   308,600 0 0
THE CHEESECAKE FACTORY INC COM 163072101 8,251 195,900 SH   SOLE   195,900 0 0
THE HAIN CELESTIAL GROUP INC COM 405217100 222 5,400 SH   SOLE   5,400 0 0
The Rubicon Project Inc COM 78112V102 217 55,900 SH   SOLE   55,900 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 47,224 249,600 SH   SOLE   249,600 0 0
Thor Industries Inc COM 885160101 4,092 32,500 SH   SOLE   32,500 0 0
TIM PARTICIPACOES S.A. COM 88706P205 2,939 160,800 SH   SOLE   160,800 0 0
Time Warner Inc COM 887317303 14,568 142,200 SH   SOLE   142,200 0 0
Toll Brothers Inc COM 889478103 9,206 222,000 SH   SOLE   222,000 0 0
Torchmark Corp COM 891027104 1,737 21,700 SH   SOLE   21,700 0 0
TORONTO DOMINION BANK (THE) COM 891160509 4,203 74,700 SH   SOLE   74,700 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 8,423 128,600 SH   SOLE   128,600 0 0
TOWER SEMICONDUCTOR LTD COM M87915274 2,976 96,800 SH   SOLE   96,800 0 0
Transcanada Corp COM 89353D107 2,125 43,000 SH   SOLE   43,000 0 0
TREX CO INC COM 89531P105 1,134 12,600 SH   SOLE   12,600 0 0
Trimble Inc COM 896239100 4,800 122,300 SH   SOLE   122,300 0 0
Trinity Industries Inc COM 896522109 6,194 194,200 SH   SOLE   194,200 0 0
Tripadvisor Inc COM 896945201 1,195 29,500 SH   SOLE   29,500 0 0
Tuesday Morning Corp COM 899035505 341 106,800 SH   SOLE   106,800 0 0
TUPPERWARE BRANDS CORP COM 899896104 2,120 34,300 SH   SOLE   34,300 0 0
TYSON FOODS INC COM 902494103 15,513 220,200 SH   SOLE   220,200 0 0
U S CONCRETE INC COM 90333L201 3,898 51,100 SH   SOLE   51,100 0 0
U.S. BANCORP COM 902973304 26,334 491,400 SH   SOLE   491,400 0 0
Ubiquiti Networks Inc COM 90347A100 10,341 184,600 SH   SOLE   184,600 0 0
UBS AG COM H42097107 7,585 442,300 SH   SOLE   442,300 0 0
UNION PACIFIC CORP COM 907818108 39,244 338,400 SH   SOLE   338,400 0 0
United Continental Holdings Inc COM 910047109 237 3,900 SH   SOLE   3,900 0 0
UNITED DOMINION REALTY TRUST INC COM 902653104 422 11,100 SH   SOLE   11,100 0 0
UNITED PARCEL SERVICE INC COM 911312106 25,483 212,200 SH   SOLE   212,200 0 0
United Rentals Inc COM 911363109 30,231 217,900 SH   SOLE   217,900 0 0
UNUM GROUP COM 91529Y106 1,472 28,800 SH   SOLE   28,800 0 0
V.F. CORP COM 918204108 9,058 142,500 SH   SOLE   142,500 0 0
Vale S A ADR COM 91912E105 14,038 1,394,100 SH   SOLE   1,394,100 0 0
VALE S.A. COM 91912E204 6,759 722,900 SH   SOLE   722,900 0 0
Valero Energy Corp COM 91913Y100 40,565 527,300 SH   SOLE   527,300 0 0
Vanda Pharmaceuticals Inc COM 921659108 2,616 146,200 SH   SOLE   146,200 0 0
VanEck Vect Gold Miners ETF COM 92189F106 39,966 1,740,700 SH   SOLE   1,740,700 0 0
VanEck Vect Junior Gold Miners ETF COM 92189F791 3,624 107,900 SH   SOLE   107,900 0 0
Vanguard Financials ETF - DNQ COM 92204A405 12,673 193,900 SH   SOLE   193,900 0 0
Vanguard FTSE Emerging Markets ETF COM 922042858 18,451 423,500 SH   SOLE   423,500 0 0
VANTIV INC COM 92210H105 16,053 227,800 SH   SOLE   227,800 0 0
Varian Medical Systems Inc COM 92220P105 11,967 119,600 SH   SOLE   119,600 0 0
Veon Ltd COM 91822M106 2,132 510,200 SH   SOLE   510,200 0 0
Verisign Inc COM 92343E102 12,915 121,400 SH   SOLE   121,400 0 0
Virtus Investment Partners Inc COM 92828Q109 382 3,300 SH   SOLE   3,300 0 0
VISA Inc COM 92826C839 38,865 369,300 SH   SOLE   369,300 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 4,250 226,100 SH   SOLE   226,100 0 0
Vitamin Shoppe Inc COM 92849E101 1,249 233,600 SH   SOLE   233,600 0 0
Vmware Inc COM 928563402 38,194 349,800 SH   SOLE   349,800 0 0
VODAFONE GROUP PLC COM 92857W308 10,433 366,600 SH   SOLE   366,600 0 0
VONAGE HOLDINGS CORP COM 92886T201 4,386 538,900 SH   SOLE   538,900 0 0
Wabco Holdings Inc COM 92927K102 8,924 60,300 SH   SOLE   60,300 0 0
WADDELL & REED FINANCIAL INC COM 930059100 3,726 185,700 SH   SOLE   185,700 0 0
Wal-Mart Stores Inc COM 931142103 898 11,500 SH   SOLE   11,500 0 0
WASTE MANAGEMENT INC COM 94106L109 15,708 200,700 SH   SOLE   200,700 0 0
Waters Corp COM 941848103 3,464 19,300 SH   SOLE   19,300 0 0
Watsco Inc Cl A COM 942622200 612 3,800 SH   SOLE   3,800 0 0
Web.com Group Inc COM 94733A104 1,350 54,000 SH   SOLE   54,000 0 0
WEC ENERGY GROUP INC COM 92939U106 11,281 179,700 SH   SOLE   179,700 0 0
WellCare Health Plans Inc COM 94946T106 7,590 44,200 SH   SOLE   44,200 0 0
Wells Fargo & Co COM 949746101 18,469 334,900 SH   SOLE   334,900 0 0
WENDY'S CO (THE) COM 95058W100 728 46,900 SH   SOLE   46,900 0 0
Westlake Chemical Corp COM 960413102 14,698 176,900 SH   SOLE   176,900 0 0
WestRock Company COM 96145D105 1,299 22,900 SH   SOLE   22,900 0 0
Wex Inc COM 96208T104 897 8,000 SH   SOLE   8,000 0 0
Wheaton Precious Metals Corp COM 962879102 4,451 233,200 SH   SOLE   233,200 0 0
Windstream Holdings Inc COM 97382A200 2,392 1,351,900 SH   SOLE   1,351,900 0 0
WisdomTree Japan Hedged Equity Fund COM 97717W851 61,876 1,131,200 SH   SOLE   1,131,200 0 0
World Acceptance Corp COM 981419104 1,500 18,100 SH   SOLE   18,100 0 0
WORTHINGTON INDUSTRIES INC COM 981811102 809 17,600 SH   SOLE   17,600 0 0
Wyndham Worldwide Corp COM 98310W108 14,198 134,700 SH   SOLE   134,700 0 0
WYNN RESORTS LTD COM 983134107 10,305 69,200 SH   SOLE   69,200 0 0
XCEL ENERGY INC COM COM 98389B100 4,509 95,300 SH   SOLE   95,300 0 0
Xerox Corp COM 984121608 15,493 465,400 SH   SOLE   465,400 0 0
Xilinx Inc COM 983919101 17,261 243,700 SH   SOLE   243,700 0 0
Xl Group Plc COM G98294104 3,743 94,900 SH   SOLE   94,900 0 0
Xtrackers Harvest CSI 300 China A-Shares COM 233051879 18,255 625,400 SH   SOLE   625,400 0 0
YAMANA GOLD INC COM COM 98462Y100 1,708 644,700 SH   SOLE   644,700 0 0
Yandex N.V. COM N97284108 4,036 122,500 SH   SOLE   122,500 0 0
YELP INC COM 985817105 17,042 393,600 SH   SOLE   393,600 0 0
YPF Sociedad Anonima ADR COM 984245100 3,063 137,500 SH   SOLE   137,500 0 0
YUM! BRANDS INC COM 988498101 2,833 38,500 SH   SOLE   38,500 0 0
YY Inc COM 98426T106 2,907 33,500 SH   SOLE   33,500 0 0
Zayo Group Holdings Inc COM 98919V105 12,301 357,400 SH   SOLE   357,400 0 0
Zillow Group Inc COM 98954M101 3,468 86,400 SH   SOLE   86,400 0 0
ZIONS BANCORPORATION COM COM 989701107 4,755 100,800 SH   SOLE   100,800 0 0
Zoe's Kitchen Inc COM 98979J109 2,226 176,300 SH   SOLE   176,300 0 0
Zoetis Inc COM 98978V103 31,114 488,000 SH   SOLE   488,000 0 0
Zynga Inc COM 98986T108 6,761 1,788,700 SH   SOLE   1,788,700 0 0