MidCap Value III Separate Account€¦ · midcap value iii separate account as of july 31, 2017...

MidCap Value III Separate AccountJuly 31, 2017As of

SECURITY SHARES

MARKET

VALUE

% OF

ASSETS

SCHEDULE OF INVESTMENTS

CIGNA CORP 85,241 $ 14,794,428 3.80%

NORWEGIAN CRUISE LINE HOLDIN 259,400 $ 14,285,158 3.67%

ROYAL CARIBBEAN CRUISES LTD 123,757 $ 13,993,204 3.59%

PROLOGIS INC REIT 228,000 $ 13,864,680 3.52%

SUNTRUST BANKS INC 240,500 $ 13,778,245 3.50%

SYNOPSYS INC 167,500 $ 12,825,475 3.26%

CENTERPOINT ENERGY INC 447,800 $ 12,623,482 3.21%

MICROCHIP TECHNOLOGY INC 155,517 $ 12,447,581 3.20%

WILLIS TOWERS WATSON PLC 82,936 $ 12,347,553 3.17%

CARDINAL HEALTH INC 158,291 $ 12,229,563 3.14%

OWENS CORNING 181,056 $ 12,139,805 3.13%

STANLEY BLACK & DECKER INC 84,541 $ 11,894,073 3.06%

CAPITAL ONE FINANCIAL CORP 132,862 $ 11,450,047 2.94%

FIDELITY NATIONAL FINANCIAL IN 222,000 $ 10,846,920 2.79%

JOHNSON CONTROLS INTERNATION 266,181 $ 10,367,750 2.66%

EVEREST RE GROUP LTD 38,900 $ 10,206,971 2.59%

MARATHON PETROLEUM CORP 181,500 $ 10,162,185 2.58%

SPIRIT AEROSYSTEMS HOLDINGS IN 165,160 $ 9,980,619 2.56%

WELLCARE HEALTH PLANS INC 55,300 $ 9,787,547 2.49%

AXALTA COATING SUSTEMS LTD 307,300 $ 9,679,950 2.49%

COCA-COLA EUROPEAN PARTNERS 223,800 $ 9,674,874 2.49%

VERMILION ENERGY INC 293,300 $ 9,667,168 2.50%

NEW YORK COMMUNITY BANCORP INC 733,624 $ 9,632,483 2.47%

UNUM GROUP 191,200 $ 9,584,856 2.45%

HANESBRANDS INC 418,124 $ 9,583,402 2.46%

REINSURANCE GROUP OF AMERICA 67,800 $ 9,505,560 2.42%

STANLEY BLACK & DECKER INC 67,300 $ 9,468,437 2.41%

KEYCORP 522,900 $ 9,433,116 2.42%

CUMMINS INC 55,200 $ 9,268,080 2.36%

GOLAR LNG LTD 386,121 $ 9,193,541 2.36%

DOLLAR GENERAL CORP 121,900 $ 9,162,004 2.35%

INGERSOLL-RAND CO LTD 103,700 $ 9,113,156 2.32%

AGILENT TECHNOLOGIES INC 152,000 $ 9,088,080 2.31%

WHIRLPOOL CORP 50,500 $ 8,982,940 2.31%

DEVON ENERGY CORP 268,800 $ 8,953,728 2.30%

Not FDIC or NCUA Insured

May Lose Value, Not a Deposit, No Bank or Credit Union Guarantee

Not Insured by any Federal Government Agency

Informational data only. Do not use for audit purposes.

07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


SCRIPPS NETWORKS INTERACTIVE I 102,400 $ 8,950,784 2.27%

NAVIENT CORP 605,269 $ 8,927,718 2.29%

DUKE REALTY CORP REIT 308,400 $ 8,817,156 2.24%

VERSUM MATERIALS INC 249,800 $ 8,807,948 2.26%

PARKER HANNIFIN CORP 51,200 $ 8,498,176 2.16%

FIFTH THIRD BANCORP 308,759 $ 8,243,865 2.12%

LIBERTY PROPERTY TRUST REIT 196,100 $ 8,240,122 2.09%

SLM CORP 700,472 $ 7,761,230 1.99%

PPL CORP 201,600 $ 7,727,328 1.96%

PATTERSON COS INC 181,300 $ 7,563,836 1.94%

AVERY DENNISON CORP 80,700 $ 7,499,451 1.91%

LIMITED BRANDS INC 161,230 $ 7,479,460 1.92%

ONEOK INC 129,600 $ 7,331,472 1.86%

TOTAL SYSTEM SERVICES INC 114,852 $ 7,288,508 1.87%

XCEL ENERGY INC 151,470 $ 7,166,046 1.84%

ORBITAL ATK INC 70,100 $ 7,162,818 1.84%

AMDOCS LTD 104,300 $ 7,005,831 1.78%

PINNACLE WEST CAPITAL CORP 79,487 $ 6,893,908 1.78%

ASSURED GUARANTY LTD 153,100 $ 6,891,031 1.75%

XEROX CORP 222,700 $ 6,830,209 1.74%

EQUITY LIFESTYLE PROPERTIES 74,900 $ 6,538,770 1.66%

NIELSEN HOLDINGS PLC 144,400 $ 6,210,644 1.60%

QUEST DIAGNOSTICS INC 57,000 $ 6,173,670 1.57%

EXTENDED STAY AMERICA INC 312,000 $ 6,168,240 1.57%

PARK HOTELS & RESORTS INC 227,000 $ 6,113,110 1.55%

MEREDITH CORP 100,539 $ 5,977,044 1.54%

CONCHO RESOURCES INC 45,700 $ 5,952,882 1.51%

TESORO CORP 59,400 $ 5,912,082 1.50%

GEO GROUP INC/THE 199,200 $ 5,846,520 1.50%

HASBRO INC 54,400 $ 5,759,872 1.47%

CITIZENS FINANCIAL GROUP INC 162,800 $ 5,711,024 1.46%

DISCOVER FINANCIAL SERVICES 93,670 $ 5,708,250 1.47%

BEST BUY CO INC 96,000 $ 5,600,640 1.42%

OGE ENERGY CORP 156,000 $ 5,594,160 1.42%

CELANESE CORP 54,700 $ 5,260,499 1.36%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


RAYMOND JAMES FINANCIAL INC 61,900 $ 5,149,461 1.31%

AMERICAN HOMES 4 RENT-A 218,600 $ 5,029,986 1.28%

RYDER SYSTEM INC 67,900 $ 4,940,404 1.27%

EASTMAN CHEMICAL CO 57,800 $ 4,806,648 1.22%

SEAWORLD ENTERTAINMENT INC 304,951 $ 4,690,146 1.20%

XL GROUP LTD 105,200 $ 4,670,880 1.20%

ALLISON TRANSMISSION HOLDING 121,800 $ 4,604,040 1.17%

EAST WEST BANCORP INC 80,600 $ 4,592,588 1.17%

HUNTSMAN CORP 169,000 $ 4,498,780 1.14%

EDISON INTERNATIONAL 56,700 $ 4,461,156 1.13%

VALLEY NATIONAL BANCORP 359,000 $ 4,264,920 1.10%

COPA HOLDING SA A 33,900 $ 4,253,094 1.08%

ATHENE HOLDING LTD 82,400 $ 4,163,672 1.06%

ENTERTAINMENT PROPERTIES TRUST REIT 56,800 $ 4,111,184 1.05%

PBF ENERGY INC 178,800 $ 4,071,276 1.05%

CNH GLOBAL NV 352,700 $ 4,063,104 1.04%

COMERICA INC 55,700 $ 4,027,667 1.02%

ROYAL CARIBBEAN CRUISES LTD 35,000 $ 3,957,450 1.01%

LAZARD LTD 84,000 $ 3,923,640 1.00%

CENTERPOINT ENERGY INC 138,364 $ 3,900,481 1.00%

NU SKIN ENTERPRISES INC 61,000 $ 3,864,960 0.98%

CA INC 122,000 $ 3,786,880 0.96%

CRH PLC ADR 107,560 $ 3,772,129 0.97%

INGREDION INC 30,300 $ 3,736,596 0.95%

LEAR CORP 22,900 $ 3,393,551 0.86%

DTE ENERGY CO 30,800 $ 3,297,448 0.84%

OWENS CORNING 47,900 $ 3,211,695 0.82%

WESTROCK CO 55,000 $ 3,158,100 0.80%

FREEPORT MCMORAN INC 211,400 $ 3,090,668 0.79%

ENTERGY CORP 39,300 $ 3,015,096 0.77%

STEEL DYNAMICS INC 74,000 $ 2,620,340 0.67%

LINCOLN NATIONAL CORP 35,700 $ 2,608,242 0.67%

ARAMARK HOLDINGS CORP 63,000 $ 2,511,180 0.64%

ANNALY CAPITAL MANAGEMENT INC REIT 207,000 $ 2,490,210 0.63%

PATTERSON-UTI ENERGY INC 119,176 $ 2,304,864 0.59%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


PIEDMONT OFFICE REALTY 105,000 $ 2,206,050 0.56%

WESTERN DIGITAL CORP 25,600 $ 2,179,072 0.55%

TIMKEN CO 47,600 $ 2,165,800 0.55%

XCEL ENERGY INC 44,000 $ 2,081,640 0.53%

CHESAPEAKE ENERGY CORP 396,000 $ 1,964,160 0.50%

BRANDYWINE REALTY TRUST 107,700 $ 1,810,437 0.46%

CARE CAPITAL PROPERTIES INC 65,500 $ 1,586,410 0.40%

CORPORATE OFFICE PROPERTIES REIT 45,100 $ 1,501,379 0.38%

LIVE NATION INC 39,200 $ 1,460,984 0.37%

LPL INVESTMENT HOLDINGS INC 26,000 $ 1,189,760 0.30%

PROLOGIS INC REIT 15,653 $ 951,859 0.91%

MARATHON PETROLEUM CORP 15,620 $ 874,564 0.83%

SUNTRUST BANKS INC 14,560 $ 834,142 0.79%

HEALTH CARE REIT INC REIT 10,974 $ 805,382 0.77%

AVALONBAY COMMUNITIES INC REIT 4,057 $ 780,364 0.74%

EDISON INTERNATIONAL 9,813 $ 772,087 0.74%

PPL CORP 19,694 $ 754,871 0.72%

XCEL ENERGY INC 15,808 $ 747,876 0.71%

M&T BANK CORP 4,428 $ 722,428 0.69%

DISCOVER FINANCIAL SERVICES 11,586 $ 706,051 0.67%

WEYERHAEUSER CO 21,079 $ 696,029 0.66%

PACCAR INC 9,891 $ 677,039 0.64%

WEC ENERGY GROUP INC 10,057 $ 633,289 0.60%

DTE ENERGY CO 5,761 $ 616,773 0.59%

FIFTH THIRD BANCORP 23,084 $ 616,343 0.59%

WESTERN DIGITAL CORP 7,237 $ 616,013 0.59%

EVERSOURCE ENERGY 10,118 $ 615,073 0.59%

CONCHO RESOURCES INC 4,634 $ 603,625 0.57%

SEMPRA ENERGY 5,320 $ 601,213 0.57%

KEYCORP 33,184 $ 598,639 0.57%

MYLAN INC 15,275 $ 595,572 0.57%

STANLEY BLACK & DECKER INC 4,150 $ 583,864 0.56%

ROYAL CARIBBEAN CRUISES LTD 5,073 $ 573,604 0.55%

CITIZENS FINANCIAL GROUP INC 16,029 $ 562,297 0.54%

UAL CORP 8,278 $ 560,255 0.53%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


CUMMINS INC 3,329 $ 558,939 0.53%

TYSON FOODS INC 8,720 $ 552,499 0.53%

REGIONS FINANCIAL CORP 37,646 $ 549,632 0.52%

NUCOR CORP 9,514 $ 548,672 0.53%

CONSOLIDATED EDISON INC 6,485 $ 537,347 0.51%

NEWELL BRANDS INC 10,167 $ 536,004 0.51%

NORTHERN TRUST CORP 6,061 $ 530,398 0.51%

LINCOLN NATIONAL CORP 7,236 $ 528,662 0.51%

DEVON ENERGY CORP 15,776 $ 525,499 0.50%

ESSEX PROPERTY TRUST INC REIT 2,002 $ 523,923 0.50%

SYNCHRONY FINANCIAL 17,222 $ 522,171 0.50%

ZIMMER BIOMET HOLDINGS INC 4,275 $ 518,643 0.49%

CARDINAL HEALTH INC 6,697 $ 517,410 0.49%

VENTAS INC REIT 7,510 $ 505,801 0.48%

TESORO CORP 5,077 $ 505,314 0.48%

LABORATORY CORP OF AMERICA HOL 3,124 $ 496,435 0.47%

PUBLIC SERVICE ENTERPRISE GROU 10,711 $ 481,674 0.46%

WILLIAMS COS INC 14,968 $ 475,683 0.45%

LEVEL 3 COMMUNICATIONS 8,018 $ 470,496 0.45%

HOST HOTELS & RESORTS INC REIT 25,133 $ 468,982 0.45%

BEST BUY CO INC 8,005 $ 467,012 0.44%

QUEST DIAGNOSTICS INC 4,247 $ 459,993 0.44%

AMEREN CORP 8,139 $ 456,598 0.43%

NOBLE ENERGY INC 15,764 $ 455,737 0.43%

AGILENT TECHNOLOGIES INC 7,530 $ 450,219 0.43%

CMS ENERGY CORP 9,468 $ 437,800 0.42%

CONAGRA FOODS INC 12,772 $ 437,313 0.42%

CENTERPOINT ENERGY INC 15,407 $ 434,323 0.41%

MOHAWK INDUSTRIES INC 1,734 $ 431,749 0.41%

ANNALY CAPITAL MANAGEMENT INC REIT 35,882 $ 431,660 0.41%

L 3 COMMUNICATIONS CORP 2,454 $ 429,376 0.41%

HARTFORD FINANCIAL SERVICES GR 7,734 $ 425,370 0.41%

WESTROCK CO 7,370 $ 423,185 0.40%

NEWMONT MINING CORP 11,312 $ 420,467 0.40%

FIDELITY NATIONAL FINANCIAL IN 8,601 $ 420,257 0.40%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


WILLIS TOWERS WATSON PLC 2,679 $ 398,850 0.38%

UNUM GROUP 7,896 $ 395,826 0.38%

FIDELITY NATIONAL INFORMATION 4,274 $ 389,874 0.37%

INGERSOLL-RAND CO LTD 4,419 $ 388,342 0.37%

NATIONAL OILWELL VARCO INC 11,848 $ 387,548 0.37%

EASTMAN CHEMICAL CO 4,589 $ 381,621 0.36%

APACHE CORP 7,646 $ 378,324 0.36%

CENTENE CORP 4,736 $ 376,133 0.36%

EQT CORP 5,875 $ 374,238 0.36%

DOVER CORP 4,432 $ 372,288 0.35%

DOLLAR GENERAL CORP 4,949 $ 371,967 0.35%

EVEREST RE GROUP LTD 1,411 $ 370,232 0.35%

SL GREEN REALTY CORP REIT 3,462 $ 357,521 0.34%

DUKE REALTY CORP REIT 12,420 $ 355,088 0.34%

ADIENT PLC 5,400 $ 353,538 0.09%

ALLY FINANCIAL 15,406 $ 348,792 0.33%

PRICE T ROWE GROUP INC 4,212 $ 348,417 0.33%

ATMOS ENERGY CORP 3,964 $ 343,917 0.33%

UGI CORP 6,790 $ 342,691 0.33%

CENTURYTEL INC 14,665 $ 341,255 0.33%

COACH INC 7,150 $ 337,051 0.32%

FREEPORT MCMORAN INC 23,007 $ 336,362 0.32%

UDR INC REIT 8,598 $ 336,096 0.32%

BOSTON PROPERTIES INC REIT 2,771 $ 335,042 0.32%

SYNOPSYS INC 4,360 $ 333,845 0.32%

REINSURANCE GROUP OF AMERICA 2,374 $ 332,835 0.32%

BAKER HUGHES A GE CO LLC 9,008 $ 332,305 0.32%

TARGA RESOURCES CORP 7,144 $ 331,553 0.32%

REALTY INCOME CORP REIT 5,782 $ 329,921 0.32%

MGM RESORTS INTERNATIONAL 9,951 $ 327,686 0.31%

MOLSON COORS BREWING CO 3,657 $ 325,400 0.31%

NIELSEN HOLDINGS PLC 7,565 $ 325,371 0.31%

LENNAR CORP 6,180 $ 324,079 0.31%

TIFFANY & CO 3,381 $ 322,919 0.31%

JUNIPER NETWORKS INC 11,534 $ 322,375 0.31%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


WHOLE FOODS MARKET INC 7,716 $ 322,220 0.31%

PINNACLE WEST CAPITAL CORP 3,664 $ 317,779 0.30%

TORCHMARK CORP 4,017 $ 317,222 0.30%

ALBEMARLE CORP 2,732 $ 316,366 0.30%

HCP INC REIT 9,940 $ 314,601 0.30%

REPUBLIC SERVICES INC 4,869 $ 312,687 0.30%

UNIVERSAL HEALTH SERVICES INC 2,820 $ 312,541 0.30%

INGREDION INC 2,525 $ 311,383 0.30%

MARKEL CORP 289 $ 309,666 0.29%

AMDOCS LTD 4,588 $ 308,176 0.29%

ALEXANDRIA REAL ESTATE EQUITIE REIT 2,531 $ 306,884 0.29%

AMERICAN WATER WORKS CO INC 3,778 $ 306,396 0.29%

HUNTINGTON BANCSHARES INC/OH 22,876 $ 303,107 0.29%

FIRSTENERGY CORP 9,406 $ 300,145 0.29%

CA INC 9,632 $ 298,977 0.28%

CAMDEN PROPERTY TRUST REIT 3,320 $ 297,804 0.28%

DENTSPLY SIRONA INC 4,771 $ 295,945 0.28%

GGP INC 13,045 $ 294,947 0.28%

ENTERGY CORP 3,802 $ 291,689 0.28%

SMUCKER JM CO/THE 2,385 $ 290,732 0.28%

VORNADO REALTY TRUST REIT 3,640 $ 288,834 0.28%

EAST WEST BANCORP INC 5,042 $ 287,293 0.27%

LOEWS CORP 5,892 $ 286,823 0.27%

OWENS CORNING 4,263 $ 285,834 0.27%

MOTOROLA SOLUTIONS INC 3,136 $ 284,372 0.27%

BORGWARNER INC 6,030 $ 281,842 0.27%

TEXTRON INC 5,679 $ 279,009 0.27%

NORWEGIAN CRUISE LINE HOLDIN 5,016 $ 276,231 0.26%

RAYMOND JAMES FINANCIAL INC 3,304 $ 274,860 0.26%

COLONY NORTHSTAR INC 18,573 $ 271,909 0.26%

LIBERTY SIRIUS GROUP 5,904 $ 271,584 0.26%

AMERICAN AIRLINES GROUP INC 5,362 $ 270,459 0.26%

COMERICA INC 3,734 $ 270,006 0.26%

AMERICAN FINANCIAL GROUP INC 2,656 $ 269,318 0.26%

WP CAREY INC 3,916 $ 268,285 0.26%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


HESS CORP 5,994 $ 266,973 0.25%

VIACOM INC 7,441 $ 259,840 0.25%

NRG ENERGY INC 10,525 $ 259,126 0.25%

SNAP-ON INC 1,652 $ 254,738 0.24%

LIBERTY PROPERTY TRUST REIT 6,025 $ 253,171 0.24%

STEEL DYNAMICS INC 7,124 $ 252,261 0.24%

INVESCO LTD 7,254 $ 252,222 0.24%

MANPOWER GROUP 2,342 $ 250,945 0.24%

WHIRLPOOL CORP 1,410 $ 250,811 0.24%

PINNACLE FOOD INC 4,212 $ 250,109 0.24%

OMEGA HEALTHCARE INVESTORS INC REIT 7,889 $ 249,214 0.24%

JETBLUE AIRWAYS CORP 11,323 $ 248,313 0.24%

MID-AMERICA APARTMENT COMMUNIT REIT 2,397 $ 248,110 0.24%

CINCINNATI FINANCIAL CORP 3,256 $ 247,977 0.24%

AMETEK INC 4,017 $ 247,367 0.24%

LEUCADIA NATIONAL CORP 9,498 $ 247,233 0.24%

GOODYEAR TIRE & RUBBER CO/THE 7,840 $ 247,038 0.24%

NATIONAL RETAIL PROPERTIES INC REIT 6,061 $ 242,319 0.23%

SPIRIT AEROSYSTEMS HOLDINGS IN 3,980 $ 240,511 0.23%

E TRADE FINANCIAL CORP 5,832 $ 239,112 0.23%

CBRE GROUP INC 6,247 $ 237,324 0.23%

BUNGE LTD 2,970 $ 232,818 0.22%

KANSAS CITY SOUTHERN 2,236 $ 230,733 0.22%

GAMING AND LEISURE PROPERTIES 5,978 $ 226,805 0.22%

PACWEST BANCORP 4,659 $ 223,725 0.21%

XEROX CORP 7,289 $ 223,554 0.21%

AFFILIATED MANAGERS GROUP INC 1,196 $ 222,253 0.21%

ARROW ELECTRONICS INC 2,732 $ 222,084 0.21%

STARWOOD PROPERTY TRUST INC 10,076 $ 222,075 0.21%

PENTAIR INC 3,507 $ 221,186 0.21%

MARATHON OIL CORP 17,983 $ 219,932 0.21%

HARRIS CORP 1,917 $ 219,439 0.21%

LIBERTY BROADBAND-A 2,200 $ 218,196 0.21%

KOHLS CORP 5,228 $ 216,178 0.21%

JACOBS ENGINEERING GROUP INC 4,066 $ 214,360 0.20%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


AXIS CAPITAL HOLDINGS LTD 3,313 $ 213,954 0.20%

RENAISSANCERE HOLDINGS LTD 1,455 $ 213,754 0.20%

DAVITA INC 3,296 $ 213,515 0.20%

TWITTER INC 13,269 $ 213,498 0.20%

PERKINELMER INC 3,188 $ 209,866 0.20%

REGENCY CENTERS CORP REIT 3,157 $ 209,057 0.20%

ARCH CAPITAL GROUP LTD 2,110 $ 205,219 0.20%

ARCONIC INC 8,274 $ 205,112 0.20%

CIT GROUP INC 4,286 $ 204,228 0.19%

CELANESE CORP 2,119 $ 203,784 0.20%

PERRIGO CO 2,711 $ 203,108 0.19%

CARLISLE COS INC 2,079 $ 202,890 0.19%

COTY INC 9,894 $ 202,629 0.19%

DIGITAL REALTY TRUST INC REIT 1,727 $ 199,192 0.19%

HOLOGIC INC 4,489 $ 198,459 0.19%

LIMITED BRANDS INC 4,271 $ 198,132 0.19%

ARAMARK HOLDINGS CORP 4,960 $ 197,706 0.19%

PVH CORP 1,644 $ 196,113 0.19%

ALLIANT ENERGY CORP 4,827 $ 195,638 0.19%

HORMEL FOODS CORP 5,703 $ 194,872 0.19%

DR HORTON INC 5,437 $ 194,047 0.18%

LKQ CORP 5,577 $ 192,741 0.18%

ALLEGHANY CORP 314 $ 192,589 0.18%

ZIONS BANCORPORATION 4,244 $ 192,338 0.18%

BLOCK H&R INC 6,190 $ 188,795 0.18%

JABIL INC 6,128 $ 186,904 0.18%

FOOT LOCKER INC 3,921 $ 185,032 0.18%

ALCOA CORP 5,080 $ 184,912 0.18%

FLUOR CORP 4,248 $ 184,491 0.18%

MOSAIC CO/THE 7,442 $ 179,650 0.17%

NASDAQ INC 2,415 $ 179,604 0.17%

BRIXMOR PROPERTY GROUP INC 9,166 $ 179,562 0.17%

SCANA CORP 2,786 $ 179,335 0.17%

NISOURCE INC 6,876 $ 179,189 0.17%

KIMCO REALTY CORP 8,753 $ 176,636 0.17%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


DISCOVERY COMMUNICATIONS INC 7,496 $ 173,382 0.17%

QIAGEN NV 5,278 $ 173,330 0.17%

VEREIT INC 20,696 $ 171,984 0.16%

AKAMAI TECHNOLOGIES INC 3,571 $ 168,337 0.16%

IHS MARKIT LTD 3,566 $ 166,354 0.16%

MACERICH CO REIT 2,898 $ 166,316 0.16%

TELEFLEX INC 798 $ 165,362 0.16%

HEALTHCARE TRUST OF AME-CL A 5,363 $ 164,054 0.16%

XL GROUP LTD 3,687 $ 163,703 0.16%

KEYSIGHT TECHNOLOGIES 3,913 $ 162,742 0.16%

GENUINE PARTS CO 1,901 $ 161,452 0.15%

LEIDOS HLDGS INC 3,010 $ 160,854 0.15%

ASSURED GUARANTY LTD 3,560 $ 160,236 0.15%

ARRIS INTERNATIONAL PLC 5,712 $ 159,708 0.15%

AGNC INVESTMENT CORP 7,527 $ 159,422 0.15%

GAP INC 6,684 $ 159,280 0.15%

LAMB WESTON HLD 3,601 $ 158,372 0.15%

AMERICAN HOMES 4 RENT-A 6,832 $ 157,204 0.15%

AES CORP 14,000 $ 156,520 0.15%

CAMPBELL SOUP CO 2,944 $ 155,532 0.15%

UNITED THERAPEUTICS CORP 1,210 $ 155,364 0.15%

HIGHWOODS PROPERTIES INC REIT 3,012 $ 155,178 0.15%

FIRST AMERICAN FINANCIAL CORP 3,202 $ 155,009 0.15%

DIAMONDBACK ENERGY INC 1,608 $ 154,175 0.15%

MACY'S INC 6,476 $ 153,805 0.15%

CULLEN/FROST BANKERS INC 1,693 $ 153,691 0.15%

HELMERICH & PAYNE INC 3,033 $ 153,530 0.15%

NEW RESIDENTIAL INVESTMENT COR 9,030 $ 153,510 0.15%

WESTAR ENERGY INC 3,004 $ 152,453 0.15%

ENERGEN CORP 2,855 $ 152,114 0.14%

OSHKOSH CORP 2,206 $ 151,905 0.14%

HOLLY FRONTIER CORP 5,266 $ 151,871 0.14%

LIBERTY INTERACTIVE CORP 6,337 $ 151,708 0.14%

OGE ENERGY CORP 4,229 $ 151,652 0.14%

APARTMENT INVESTMENT & MANAGEM REIT 3,309 $ 150,725 0.14%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


COMMERCE BANCSHARES INC 2,596 $ 150,672 0.14%

MICHAEL KORS HOLDINGS LTD 4,113 $ 149,878 0.14%

POST HOLDINGS INC 1,801 $ 149,843 0.14%

DCT INDUSTRIAL TRUST INC 2,658 $ 149,752 0.14%

BROWN & BROWN INC 3,353 $ 149,544 0.14%

BIO-RAD LABORATORIES INC 623 $ 146,797 0.14%

VOYA FINANCIAL INC 3,721 $ 146,012 0.14%

LIBERTY VENTURES 2,408 $ 145,877 0.14%

MEDNAX INC 3,099 $ 145,591 0.14%

NEW STERIS LTD 1,774 $ 145,202 0.14%

CF INDUSTRIES HOLDINGS INC 4,945 $ 145,136 0.14%

RELIANCE STEEL & ALUMINUM CO 2,004 $ 145,009 0.14%

PARKER HANNIFIN CORP 870 $ 144,403 0.14%

NUANCE COMMUNICATIONS INC 8,323 $ 143,988 0.14%

AGCO CORP 1,985 $ 143,198 0.14%

OLD REPUBLIC INTERNATIONAL COR 7,295 $ 143,128 0.14%

HOSPITALITY PROPERTIES T REIT 4,925 $ 143,121 0.14%

KILROY REALTY CORP REIT 2,045 $ 141,943 0.14%

GREAT PLAINS ENERGY INC 4,571 $ 141,061 0.13%

STAPLES INC 13,873 $ 140,811 0.13%

CALPINE CORP 9,774 $ 140,550 0.13%

MDU RESOURCES GROUP INC 5,329 $ 140,419 0.13%

MEDICAL PROPERTIES TRUST INC REIT 10,737 $ 139,366 0.13%

BROCADE COMMUNICATIONS SYSTEMS 11,033 $ 139,347 0.13%

BERKLEY CORP 2,019 $ 139,250 0.13%

ENVISION HEALTHCARE CORP 2,466 $ 139,156 0.13%

TELEDYNE TECHNOLOGIES INC 1,013 $ 138,112 0.13%

REALOGY HOLDINGS CORP 4,150 $ 137,780 0.13%

BALL CORP 3,283 $ 137,558 0.13%

SENIOR HOUSING PROPERTIES TRUS REIT 7,037 $ 136,870 0.13%

OLIN CORP 4,630 $ 136,492 0.13%

AECOM TECHNOLOGY CORP 4,269 $ 136,181 0.13%

AMERICAN CAMPUS COMMUNITIES REIT 2,837 $ 136,006 0.13%

ENTERTAINMENT PROPERTIES TRUST REIT 1,877 $ 135,857 0.13%

VECTREN CORP 2,260 $ 135,849 0.13%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


SCRIPPS NETWORKS INTERACTIVE I 1,554 $ 135,835 0.13%

SUN COMMUNITIES INC REIT 1,520 $ 135,295 0.13%

STERICYCLE INC 1,752 $ 135,044 0.13%

SONOCO PRODUCTS CO 2,782 $ 134,871 0.13%

RANGE RESOURCES CORP 6,374 $ 134,555 0.13%

WEBSTER FINANCIAL CORP 2,591 $ 134,551 0.13%

MARVELL TECHNOLOGY GROUP LTD 8,539 $ 132,867 0.13%

NEW YORK COMMUNITY BANCORP INC 10,091 $ 132,495 0.13%

SLM CORP 11,943 $ 132,328 0.13%

VOLVOLINE INC 5,832 $ 132,211 0.13%

HUDSON PACIFIC PROPERTIES INC 4,002 $ 130,945 0.12%

ADIENT PLC 1,994 $ 130,547 0.12%

MALLINCKRODT PLC - W/I 2,837 $ 129,935 0.12%

AVNET INC 3,383 $ 129,840 0.12%

NATIONAL FUEL GAS CO 2,187 $ 129,492 0.12%

HAIN CELESTIAL GROUP INC 2,895 $ 129,435 0.12%

TOLL BROTHERS INC 3,329 $ 128,466 0.12%

POPULAR INC 3,045 $ 128,316 0.12%

LIBERTY SIRIUSXM GROUP 2,781 $ 128,288 0.12%

GARMIN LTD 2,551 $ 128,035 0.12%

MURPHY OIL CORP 4,814 $ 127,956 0.12%

FNB CORP 9,253 $ 126,766 0.12%

PEOPLE'S UNITED FINANCIAL INC 7,266 $ 126,719 0.12%

VALIDUS HOLDINGS LTD 2,353 $ 126,568 0.12%

AQUA AMERICA INC 3,773 $ 125,943 0.12%

ALERE INC 2,488 $ 125,370 0.12%

MACQUARIE INFRASTRUCTURE CO 1,652 $ 125,238 0.12%

CINEMARK HOLDINGS INC 3,207 $ 124,752 0.12%

ORBITAL ATK INC 1,219 $ 124,557 0.12%

TERADATA CORP 3,910 $ 124,416 0.12%

FEDERAL REALTY INVESTMENT TRUS REIT 937 $ 124,274 0.12%

ADVANCE AUTO PARTS INC 1,106 $ 123,883 0.12%

HASBRO INC 1,166 $ 123,456 0.12%

NAVIENT CORP 8,364 $ 123,369 0.12%

AMERIPRISE FINANCIAL INC 851 $ 123,293 0.12%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


HANOVER INS GROUP INC/THE 1,291 $ 122,464 0.12%

PROSPERITY BANCSHARES INC 1,908 $ 122,303 0.12%

JONES LANG LASALLE INC 958 $ 121,877 0.12%

CHESAPEAKE ENERGY CORP 24,528 $ 121,659 0.12%

COOPER COS INC/THE 495 $ 120,716 0.11%

APPLE HOSPITALITY REIT INC 6,536 $ 120,655 0.11%

PATTERSON-UTI ENERGY INC 6,216 $ 120,217 0.11%

WPX ENERGY INC 11,038 $ 118,990 0.11%

FIRST HORIZON NATIONAL CORP 6,822 $ 118,907 0.11%

WEINGARTEN REALTY INVESTORS REIT 3,662 $ 118,869 0.11%

RALPH LAUREN CORP 1,571 $ 118,846 0.11%

CROWN HOLDINGS INC 1,998 $ 118,821 0.11%

FOREST CITY REALTY TRUST 4,856 $ 118,389 0.11%

EQUITY COMMONWEALTH REIT 3,740 $ 118,109 0.11%

MATTEL INC 5,899 $ 118,098 0.11%

CASEYS GENERAL STORES INC 1,105 $ 117,959 0.11%

STORE CAPITAL CORP 5,002 $ 116,997 0.11%

BED BATH & BEYOND INC 3,906 $ 116,789 0.11%

CYPRESS SEMICONDUCTOR CORP 8,205 $ 116,511 0.11%

NEWS CORP - CLASS A 8,095 $ 115,839 0.11%

UNITED STATES STEEL CORP 4,928 $ 115,759 0.11%

EDGEWELL PERSONAL CARE CO 1,603 $ 115,737 0.11%

CRANE CO 1,528 $ 115,364 0.11%

TRINITY INDUSTRIES INC 4,206 $ 115,286 0.11%

SPIRIT REALTY CAPITAL INC 14,515 $ 115,104 0.11%

BURLINGTON STORES INC 1,321 $ 114,967 0.11%

SIGNET JEWELERS LTD 1,874 $ 114,614 0.11%

REGAL-BELOIT CORP 1,371 $ 114,273 0.11%

FLOWSERVE CORP 2,770 $ 113,930 0.11%

CONSOL ENERGY INC 6,784 $ 113,700 0.11%

VF CORP 1,827 $ 113,621 0.11%

MADISON SQUARE GARDEN CO 517 $ 113,595 0.11%

RAYONIER INC REIT 3,907 $ 113,576 0.11%

DISCOVERY COMMUNICATIONS INC 4,581 $ 112,693 0.11%

ASHLAND GLOBAL HOLDINGS INC 1,734 $ 112,658 0.11%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


HUNTSMAN CORP 4,217 $ 112,257 0.11%

COPA HOLDING SA A 894 $ 112,161 0.11%

SYNOVUS FINANCIAL CORP 2,571 $ 111,787 0.11%

COLFAX CORP 2,702 $ 111,539 0.11%

ASSOCIATED BANC CORP 4,626 $ 110,793 0.11%

BEMIS CO INC 2,614 $ 110,755 0.11%

PARK HOTELS & RESORTS INC 4,083 $ 109,955 0.10%

FIRST SOLAR INC 2,214 $ 109,172 0.10%

CHIMERA INVESTMENT CORP 5,788 $ 108,930 0.10%

PULTE HOMES INC 4,451 $ 108,693 0.10%

US FOODS HOLDING CORP 3,830 $ 107,815 0.10%

QUANTA SERVICES INC 3,192 $ 107,666 0.10%

ITT INC 2,604 $ 106,764 0.10%

TEREX CORP 2,710 $ 106,693 0.10%

LIBERTY MEDIA GROUP 3,032 $ 106,635 0.10%

TWO HARBORS INVESTMENT CORP 10,724 $ 106,060 0.10%

RYDER SYSTEM INC 1,454 $ 105,793 0.10%

BANK OF HAWAII CORP 1,263 $ 105,675 0.10%

TRANSOCEAN LTD 12,075 $ 104,449 0.10%

MFA MORTGAGE INVESTMENTS INC REIT 12,260 $ 104,087 0.10%

XYLWM INC 1,810 $ 102,681 0.10%

RETAIL PROPERTIES OF AME-A 7,700 $ 101,871 0.10%

VALMONT INDUSTRIES INC 667 $ 101,851 0.10%

ALASKA AIR GROUP INC 1,184 $ 100,912 0.10%

BANKUNITED INC 2,930 $ 100,851 0.10%

CORECIVIC INC 3,601 $ 99,748 0.10%

CORPORATE OFFICE PROPERTIES REIT 2,982 $ 99,271 0.09%

LIFE STORAGE INC REIT 1,356 $ 99,042 0.09%

TIMKEN CO 2,163 $ 98,417 0.09%

HUNTINGTON INGALLS INDUSTRIES 475 $ 97,902 0.09%

ASSURANT INC 925 $ 97,375 0.09%

PROASSURANCE CORP 1,568 $ 96,902 0.09%

PIEDMONT OFFICE REALTY 4,612 $ 96,898 0.09%

LEAR CORP 651 $ 96,472 0.09%

HAWAIIAN ELECTRIC INDUSTRIES I 2,922 $ 96,397 0.09%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


CABOT CORP 1,769 $ 96,110 0.09%

WILLIAMS-SONOMA INC 2,061 $ 95,692 0.09%

TEGNA INC 6,434 $ 95,416 0.09%

VERSUM MATERIALS INC 2,669 $ 94,109 0.09%

COMMSCOPE HOLDING CO INC 2,551 $ 93,826 0.09%

PATTERSON COS INC 2,241 $ 93,495 0.09%

WABTEC CORP 1,238 $ 93,296 0.09%

BRANDYWINE REALTY TRUST 5,536 $ 93,060 0.09%

TREEHOUSE FOODS INC 1,089 $ 92,380 0.09%

DST SYSTEMS INC 1,676 $ 92,012 0.09%

GUIDEWIRE SOFTWARE INC 1,266 $ 91,355 0.09%

KIRBY CORP 1,497 $ 91,167 0.09%

PARAMOUNT GROUP INC 5,547 $ 90,804 0.09%

MASCO CORP 2,362 $ 90,063 0.09%

FLOWERS FOODS INC 5,071 $ 89,199 0.08%

AUTODESK INC 797 $ 88,300 0.08%

VWR CORP 2,672 $ 88,176 0.08%

QORVO INC 1,277 $ 87,551 0.08%

NETAPP INC 2,015 $ 87,491 0.08%

SEALED AIR CORP 2,004 $ 87,194 0.08%

LAZARD LTD 1,866 $ 87,161 0.08%

SOUTHWESTERN ENERGY CO 15,180 $ 86,526 0.08%

OUTFRONT MEDIA INC 3,749 $ 85,740 0.08%

GRAHAM HOLDINGS CO 143 $ 84,713 0.08%

PITNEY BOWES INC 5,382 $ 84,713 0.08%

VISTRA ENERGY CORP 5,083 $ 83,514 0.08%

QUINTILES TRANSNATIONAL 921 $ 83,397 0.08%

YUM CHINA HOLDINGS INC 2,326 $ 83,248 0.08%

LIBERTY EXPEDIA HOLD 1,455 $ 83,008 0.08%

GENTEX CORP 4,870 $ 82,887 0.08%

COLUMBIA PROPERTY TRUST INC 3,808 $ 82,824 0.08%

CABELAS INC 1,453 $ 82,792 0.08%

OCEANEERING INTERNATIONAL INC 3,204 $ 82,183 0.08%

EMPIRE STATE REALTY TRUST INC 3,912 $ 81,722 0.08%

DONALDSON CO INC 1,693 $ 80,401 0.08%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


LEGG MASON INC 2,005 $ 80,220 0.08%

ZYNGA INC 22,159 $ 79,994 0.08%

PBF ENERGY INC 3,508 $ 79,877 0.08%

APTARGROUP INC 986 $ 79,797 0.08%

SPIRIT AIRLINES INC 2,051 $ 79,681 0.08%

SENSATA TECHNOLOGIES HLDING NV 1,756 $ 79,231 0.08%

LIBERTY BROADBAND-A 794 $ 78,542 0.07%

TANGER FACTORY OUTLET CENTERS REIT 2,940 $ 77,704 0.07%

DOLBY LABORATORIES INC 1,495 $ 77,366 0.07%

ECHOSTAR CORP 1,273 $ 77,309 0.07%

AUTONATION INC 1,821 $ 77,174 0.07%

CALATLANTIC GROUP INC 2,187 $ 76,764 0.07%

BROOKDALE SENIOR LIVING INC 5,351 $ 75,984 0.07%

DUN & BRADSTREET CORP 683 $ 75,649 0.07%

WILEY JOHN & SONS 1,366 $ 75,472 0.07%

TELEPHONE & DATA SYSTEMS INC 2,612 $ 74,259 0.07%

BANK OF THE OZARKS INC 1,718 $ 74,132 0.07%

WELLCARE HEALTH PLANS INC 413 $ 73,097 0.07%

TCF FINANCIAL CORP 4,609 $ 72,638 0.07%

MURPHY USA INC 955 $ 72,322 0.07%

WESCO INTERNATIONAL INC 1,409 $ 72,211 0.07%

BGC PARTNER INC CLASS A 5,666 $ 71,448 0.07%

ANTERO RESOURCES CORP 3,454 $ 71,221 0.07%

CABOT OIL & GAS CORP 2,861 $ 71,153 0.07%

RSP PERMIAN INC 2,068 $ 71,056 0.07%

WORLD FUEL SERVICES CORP 2,190 $ 70,825 0.07%

JBG SMITH PROPERTIES 1,993 $ 70,694 0.07%

BOK FINANCIAL CORP 827 $ 70,353 0.07%

AVERY DENNISON CORP 757 $ 70,348 0.07%

DOMTAR CORP 1,798 $ 70,230 0.07%

FIREYE INC 4,773 $ 69,829 0.07%

ENDO PHARMACEUTICALS HOLDINGS 6,335 $ 69,812 0.07%

AVANGRID INC 1,530 $ 69,493 0.07%

INTERPUBLIC GROUP OF COS INC 3,209 $ 69,346 0.07%

GALLAGHER ARTHUR J & CO 1,177 $ 69,196 0.07%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


NU SKIN ENTERPRISES INC 1,088 $ 68,936 0.07%

WESTERN ALLIANCE BANCORP 1,360 $ 68,517 0.07%

USG CORP 2,481 $ 67,086 0.06%

ASPEN INSURANCE HOLDINGS LTD 1,361 $ 66,417 0.06%

FEDERATED INVESTORS INC 2,295 $ 66,165 0.06%

EXPEDITORS INTERNATIONAL OF WA 1,121 $ 66,004 0.06%

CHENIERE ENERGY INC 1,458 $ 65,902 0.06%

FIRST REPUBLIC BANK 650 $ 65,215 0.06%

RICE ENERGY INC 2,330 $ 65,170 0.06%

BRUKER CORP 2,262 $ 64,874 0.06%

SIGNATURE BANK/NEW YORK NY 466 $ 64,578 0.06%

FLIR SYSTEMS INC 1,717 $ 64,078 0.06%

GAMESTOP CORP 2,946 $ 63,899 0.06%

NABORS INDUSTRIES LTD 8,149 $ 62,829 0.06%

HYATT HOTELS CORP 1,130 $ 62,794 0.06%

SANTANDER CONSUMER USA HOLDI 4,881 $ 62,526 0.06%

HILL-ROM HOLDINGS INC 823 $ 61,330 0.06%

NEWS CORP - CLASS A 4,089 $ 60,108 0.06%

MSC INDUSTRIAL DIRECT CO 844 $ 60,101 0.06%

SKECHERS USA INC 2,138 $ 60,056 0.06%

LIFEPOINT HOSPITALS INC 1,009 $ 59,935 0.06%

QEP RESOURCES INC 6,972 $ 59,750 0.06%

ACUITY BRANDS INC 292 $ 59,174 0.06%

SM ENERGY CO 3,373 $ 58,656 0.06%

SIRIUS XM RADIO INC 9,963 $ 58,383 0.06%

BRUNSWICK CORP 1,029 $ 58,252 0.06%

TAUBMAN CENTERS INC REIT 1,020 $ 58,007 0.06%

LAMAR ADVERTISING CO-A 806 $ 56,879 0.05%

WHITING PETROLEUM CORP 10,731 $ 56,338 0.05%

CENTENNIAL RESOURCE DEVELO 3,344 $ 56,112 0.05%

AMERCO 142 $ 55,176 0.05%

CORELOGIC INC 1,208 $ 55,024 0.05%

CLOROX COMPANY 403 $ 53,796 0.05%

SS&C TECHNOLOGIES HOLDINGS INC 1,371 $ 53,140 0.05%

EXTENDED STAY AMERICA INC 2,674 $ 52,865 0.05%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


CUBESMART REIT 2,096 $ 51,687 0.05%

TEMPUR-PEDIC INTERNATIONAL INC 895 $ 51,615 0.05%

FIRST HAWAIIAN INC 1,749 $ 51,596 0.05%

SALLY BEAUTY HOLDINGS INC 2,547 $ 51,526 0.05%

OPKO HEALTH INC 7,958 $ 51,329 0.05%

CNA FINANCIAL CORP 987 $ 51,275 0.05%

REGAL ENTERTAINMENT GROUP 2,693 $ 51,221 0.05%

SVB FINANCIAL GROUP 287 $ 51,212 0.05%

CONTINENTAL RESOURCES 1,501 $ 50,178 0.05%

HEXCEL CORP 976 $ 49,942 0.05%

PENSKE AUTO GROUP INC 1,146 $ 49,897 0.05%

ONEMAIN HOLDINGS INC 1,849 $ 49,442 0.05%

PLATFORM SPECIALTY PRODUCTS CO 3,524 $ 49,371 0.05%

URBAN OUTFITTERS INC 2,508 $ 49,132 0.05%

HUBBELL INC 411 $ 48,823 0.05%

JUNO THERAPEUTICS INC 1,717 $ 48,814 0.05%

HARLEY-DAVIDSON INC 999 $ 48,621 0.05%

PARSLEY ENERGY INC 1,658 $ 48,546 0.05%

ON SEMICONDUCTOR CORP 3,228 $ 48,259 0.05%

LOGMEIN INC 408 $ 47,512 0.05%

TAHOE RESOURCES INC 8,552 $ 46,779 0.04%

OLD DOMINION FREIGHT LINE INC 486 $ 46,612 0.04%

AUTOZONE INC 85 $ 45,885 0.04%

PREMIER INC 1,284 $ 44,812 0.04%

INTERNATIONAL PAPER CO 790 $ 43,434 0.04%

ZILLOW GROUP INC 957 $ 43,218 0.04%

TRIMBLE INCORPORATED 1,103 $ 41,285 0.04%

FORTIVE CORPORATION 615 $ 39,815 0.04%

GRAPHIC PACKAGING HOLDING CO 2,870 $ 37,855 0.04%

AMERICAN NATIONAL INSURANCE CO 316 $ 37,604 0.04%

WESTLAKE CHEMICAL CORP 529 $ 37,220 0.04%

XPO LOGISTICS INC 614 $ 36,908 0.04%

KOSMOS ENERGY LTD 5,244 $ 34,610 0.03%

SABRE CORP 1,533 $ 33,925 0.03%

HERSHEY CO 306 $ 32,225 0.03%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


EXTRA SPACE STORAGE INC REIT 390 $ 31,005 0.03%

SEABOARD CORP 7 $ 29,925 0.03%

HILTON INC 476 $ 29,764 0.03%

CLEAN HARBORS INC 520 $ 29,536 0.03%

MARTIN MARIETTA MATERIALS INC 125 $ 28,304 0.03%

TFS FINANCIAL CORPORATION 1,762 $ 28,157 0.03%

OWENS-ILLINOIS INC 1,161 $ 27,748 0.03%

KELLOGG CO 401 $ 27,268 0.03%

TD AMERITRADE HOLDING CORP 582 $ 26,615 0.03%

ERIE INDEMNITY COMPANY 208 $ 26,512 0.03%

ROPER INDUSTRIES INC 114 $ 26,500 0.03%

LEGGETT & PLATT INC 545 $ 26,258 0.03%

IRON MOUNTAIN INC NEW COM 690 $ 25,137 0.02%

WRIGHT EXPRESS CORP 231 $ 25,105 0.02%

NATIONAL INSTRUMENTS CORP 606 $ 24,931 0.02%

ZILLOW GROUP INC 534 $ 24,260 0.02%

LENNAR CORP 545 $ 24,236 0.02%

DICKS SPORTING GOODS INC 648 $ 24,196 0.02%

MICROSEMI CORP 453 $ 23,592 0.02%

VULCAN MATERIALS CO 187 $ 23,023 0.02%

DOUGLAS EMMETT INC REIT 572 $ 21,885 0.02%

ALNYLAM PHARMACEUTICALS INC 261 $ 21,595 0.02%

LIONS GATE ENTERTAINMENT CORP 693 $ 20,374 0.02%

MICHAELS COS INC THE 913 $ 18,388 0.02%

VIACOM INC 452 $ 18,306 0.02%

DOLLAR TREE INC 245 $ 17,660 0.02%

BOOZ ALLEN HAMILTON HOLDING 514 $ 17,630 0.02%

XILINX INC 271 $ 17,143 0.02%

CREDIT ACCEPTANCE CORP 59 $ 14,697 0.01%

CIMAREX ENERGY CO 147 $ 14,557 0.01%

IDEX CORP 121 $ 14,101 0.01%

US CELLULAR 365 $ 13,826 0.01%

SCOTTS MIRACLE-GRO CO 143 $ 13,727 0.01%

FORTUNE BRANDS HOME & SECURITY 206 $ 13,528 0.01%

RPC INC 643 $ 13,317 0.01%





07-17PQ 666


SECURITY SHARES

MARKET

VALUE

% OF

ASSETS


AKORN INC 396 $ 13,314 0.01%

SOUTHERN COPPER CORP 337 $ 13,258 0.01%

RPM INTERNATIONAL INC 253 $ 13,123 0.01%

GRAINGER WW INC 70 $ 11,672 0.01%

BROWN-FORMAN CORP 232 $ 11,461 0.01%

LENNOX INTERNATIONAL INC 64 $ 10,944 0.01%

TERADYNE INC 307 $ 10,619 0.01%

NEWMARKET CORP 23 $ 10,583 0.01%

INTREXON CORP 425 $ 9,176 0.01%

PILGRIM'S PRIDE CORP 367 $ 8,914 0.01%

BROWN-FORMAN CORP 164 $ 8,453 0.01%

AGIOS PHARMACEUTICALS INC 91 $ 5,091 0.00%

$ 881,825,801TOTAL MARKET VALUE 96.98%

CASH AND OTHER $ 27,489,647 3.02%

TOTAL PORTFOLIO $ 909,315,448 100.00%





07-17PQ 666


Small-cap and mid-cap investment options are subject to more fluctuation in value and may have additional risks than other investment options with stocks of larger, more stable companies.

Portfolio holdings may not reflect the current portfolio composition. The holdings listed do not constitute a recommendation to purchase or sell a particular security.

Separate Accounts are available through a group annuity contract with Principal Life Insurance Company. Insurance products and plan administrative, if applicable, services are provided by Principal Life Insurance Company, a member of Principal Financial Group, Des Moines, IA 50392. See the fact sheet for the full name of the Separate Account. Certain investment options may not be available in all states or U.S. commonwealths. Principal Life Insurance Company reserves the right to defer payments or transfers from Principal Life Separate Accounts as described in the group annuity contracts providing access to the Separate Accounts or as required by applicable law. Such deferment will be based on factors that may include situations such as: unstable or disorderly financial markets; investment conditions which do not allow for orderly investment transactions; or investment, liquidity, and other risks inherent in real estate (such as those associated with general and local economic conditions). If you elect to allocate funds to a Separate Account, you may not be able to immediately withdraw them.

Before directing retirement funds to a separate account, investors should carefully consider the investment objectives, risks, charges and expenses of the separate account as well as their individual risk tolerance, time horizon and goals. For additional information contact us at 1-800-547-7754 or by visiting principal.com.

An investment option’s unit value and investment return will vary with market conditions, and the principal value of an investment when you sell your shares may be more or less than the original cost.

Information is current as of the creation of this piece. Keep in mind that portfolio holdings are subject to risk.





07-17PQ 666

MidCap Value III Separate Account€¦ · midcap value iii separate account as of july 31, 2017...

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Transcript of MidCap Value III Separate Account€¦ · midcap value iii separate account as of july 31, 2017...