Midcap Value III Separate Account As of December 31, 2017

MidCap Value III Separate Account As of December 31, 2017

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS CIGNA CORP 79,441 $ 16,133,673 3.97 % PROLOGIS INC REIT 211,500 $ 13,643,865 3.51 % SPIRIT AEROSYSTEMS HOLDINGS IN 153,860 $ 13,424,285 3.31 % STANLEY BLACK & DECKER INC 78,741 $ 13,361,560 3.29 % OWENS CORNING 142,656 $ 13,115,793 3.23 % MICROCHIP TECHNOLOGY INC 144,917 $ 12,735,306 3.13 % DEVON ENERGY CORP 299,500 $ 12,399,300 3.05 % VERMILION ENERGY INC 339,900 $ 12,345,168 3.05 % CAPITAL ONE FINANCIAL CORP 123,762 $ 12,324,220 3.03 % SYNOPSYS INC 143,000 $ 12,189,320 3.13 % WILLIS TOWERS WATSON PLC 77,336 $ 11,653,804 2.88 % LIMITED BRANDS INC 191,930 $ 11,558,025 2.84 % AXALTA COATING SUSTEMS LTD 349,500 $ 11,309,820 2.78 % COMERICA INC 124,300 $ 10,790,483 2.78 % GOLAR LNG LTD 359,521 $ 10,717,321 2.64 % DOLLAR GENERAL CORP 113,600 $ 10,565,936 2.60 % DEVON ENERGY CORP 248,700 $ 10,296,180 2.65 % REINSURANCE GROUP OF AMERICA 65,400 $ 10,197,822 2.62 % WHIRLPOOL CORP 59,600 $ 10,050,944 2.47 % OWENS CORNING 107,300 $ 9,865,162 2.54 % CONSOLIDATED EDISON INC 116,100 $ 9,862,695 2.54 % KEYCORP 486,900 $ 9,820,773 2.42 % PATTERSON COS INC 266,600 $ 9,632,258 2.37 % CUMMINS INC 54,300 $ 9,591,552 2.47 % ROYAL CARIBBEAN CRUISES LTD 79,357 $ 9,465,703 2.34 % JOHNSON CONTROLS INTERNATION 247,881 $ 9,446,745 2.34 % NORWEGIAN CRUISE LINE HOLDIN 176,800 $ 9,414,600 2.32 % SYNCHRONY FINANCIAL 234,000 $ 9,034,740 2.32 % UNUM GROUP 163,700 $ 8,985,493 2.31 % NEW YORK COMMUNITY BANCORP INC 683,124 $ 8,894,274 2.19 % ENTERGY CORP 108,900 $ 8,863,371 2.28 % VERSUM MATERIALS INC 232,700 $ 8,807,695 2.17 % FIFTH THIRD BANCORP 287,659 $ 8,727,574 2.16 % SLM CORP 770,172 $ 8,702,944 2.14 % INGREDION INC 62,100 $ 8,681,580 2.24 %

PQ 666 Not FDIC or NCUA Insured 12-17 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. MidCap Value III Separate Account As of December 31, 2017

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS INGERSOLL-RAND CO LTD 96,200 $ 8,580,078 2.21 % SCRIPPS NETWORKS INTERACTIVE I 97,700 $ 8,341,626 2.14 % COCA-COLA EUROPEAN PARTNERS 208,400 $ 8,304,740 2.04 % WASTE MANAGEMENT INC 94,600 $ 8,163,980 2.10 % HANESBRANDS INC 389,524 $ 8,144,947 2.00 % ANDEAVOR 68,300 $ 7,809,422 2.01 % MARATHON PETROLEUM CORP 118,100 $ 7,792,238 2.00 % CENTENE CORP 76,900 $ 7,757,672 1.99 % NIELSEN HOLDINGS PLC 209,100 $ 7,611,240 1.87 % NAVIENT CORP 563,669 $ 7,508,071 1.85 % CARDINAL HEALTH INC 119,491 $ 7,321,214 1.82 % DUKE REALTY CORP REIT 266,700 $ 7,256,907 1.87 % LABORATORY CORP OF AMERICA HOL 44,600 $ 7,114,146 1.83 % XCEL ENERGY INC 141,070 $ 6,786,878 1.68 % MEREDITH CORP 102,039 $ 6,739,676 1.66 % DISCOVER FINANCIAL SERVICES 87,270 $ 6,712,808 1.65 % EQUITY LIFESTYLE PROPERTIES 74,200 $ 6,605,284 1.71 % HUNTSMAN CORP 194,300 $ 6,468,247 1.66 % BEST BUY CO INC 92,900 $ 6,360,863 1.64 % PINNACLE WEST CAPITAL CORP 74,087 $ 6,310,731 1.55 % TOTAL SYSTEM SERVICES INC 79,352 $ 6,275,950 1.55 % FIDELITY NATIONAL FINANCIAL IN 153,400 $ 6,019,416 1.48 % NUCOR CORP 94,100 $ 5,982,878 1.55 % FNB CORP 430,700 $ 5,952,274 1.46 % CELANESE CORP 55,100 $ 5,900,108 1.45 % HARTFORD FINANCIAL SERVICES GR 104,000 $ 5,853,120 1.51 % VALIDUS HOLDINGS LTD 115,600 $ 5,423,952 1.33 % RYDER SYSTEM INC 63,300 $ 5,327,961 1.31 % QUEST DIAGNOSTICS INC 53,800 $ 5,298,762 1.36 % MID-AMERICA APARTMENT COMMUNIT REIT 51,500 $ 5,178,840 1.33 % LEAR CORP 28,700 $ 5,070,142 1.30 % AMEREN CORP 85,500 $ 5,043,645 1.30 % OWENS-ILLINOIS INC 226,000 $ 5,010,420 1.29 % XCEL ENERGY INC 103,900 $ 4,998,629 1.29 % EASTMAN CHEMICAL CO 53,700 $ 4,974,768 1.29 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS SUNTRUST BANKS INC 76,700 $ 4,954,053 1.27 % ZIONS BANCORPORATION 97,000 $ 4,930,510 1.27 % PBF ENERGY INC 131,000 $ 4,643,950 1.14 % LIBERTY PROPERTY TRUST REIT 102,300 $ 4,399,923 1.14 % EXTENDED STAY AMERICA INC 228,700 $ 4,345,300 1.12 % LKQ CORP 106,500 $ 4,331,355 1.11 % PARK HOTELS & RESORTS INC 149,300 $ 4,292,375 1.12 % XL GROUP LTD 120,600 $ 4,240,296 1.05 % COPA HOLDING SA A 31,600 $ 4,236,296 1.09 % ANNALY CAPITAL MANAGEMENT INC REIT 351,900 $ 4,184,091 1.10 % AMERICAN HOMES 4 RENT-A 190,700 $ 4,164,888 1.07 % LIBERTY INTERACTIVE CORP 170,000 $ 4,151,400 1.07 % LAZARD LTD 77,900 $ 4,089,750 1.05 % WESTERN ALLIANCE BANCORP 70,800 $ 4,008,696 1.03 % ADIENT PLC 50,400 $ 3,966,480 0.98 % FREEPORT MCMORAN INC 208,800 $ 3,958,848 1.02 % ROYAL CARIBBEAN CRUISES LTD 32,600 $ 3,888,528 1.00 % SEAWORLD ENTERTAINMENT INC 283,951 $ 3,853,215 0.95 % VALLEY NATIONAL BANCORP 334,300 $ 3,750,846 0.93 % EAST WEST BANCORP INC 61,000 $ 3,710,630 0.95 % CAMDEN PROPERTY TRUST REIT 40,200 $ 3,700,812 0.96 % GEO GROUP INC/THE 156,800 $ 3,700,480 0.91 % ONEOK INC 68,800 $ 3,677,360 0.95 % CENTERPOINT ENERGY INC 128,864 $ 3,654,583 0.90 % ATMOS ENERGY CORP 42,500 $ 3,650,325 0.94 % CRH PLC ADR 100,260 $ 3,618,383 0.89 % MICRO FOCUS INTL 107,200 $ 3,600,848 0.89 % LINCOLN NATIONAL CORP 46,600 $ 3,582,142 0.92 % AGILENT TECHNOLOGIES INC 52,600 $ 3,522,622 0.91 % CRANE CO 39,480 $ 3,522,406 0.91 % MICHAEL KORS HOLDINGS LTD 52,200 $ 3,285,990 0.84 % AMETEK INC 45,200 $ 3,275,644 0.84 % WESTROCK CO 50,900 $ 3,217,389 0.83 % ARAMARK HOLDINGS CORP 74,100 $ 3,167,034 0.81 % CENTERPOINT ENERGY INC 108,600 $ 3,079,896 0.79 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS CITIZENS FINANCIAL GROUP INC 71,000 $ 2,980,580 0.77 % WESTERN DIGITAL CORP 36,800 $ 2,926,704 0.76 % BLACK KNIGHT INC 65,650 $ 2,898,433 0.71 % CBRE GROUP INC 60,700 $ 2,628,917 0.68 % XEROX CORP 87,600 $ 2,553,540 0.66 % NEW RESIDENTIAL INVESTMENT COR 139,300 $ 2,490,684 0.66 % TCF FINANCIAL CORP 120,000 $ 2,460,000 0.63 % HIGHWOODS PROPERTIES INC REIT 44,800 $ 2,280,768 0.59 % REGAL-BELOIT CORP 29,700 $ 2,275,020 0.59 % BRIXMOR PROPERTY GROUP INC 119,800 $ 2,235,468 0.57 % HOLLY FRONTIER CORP 42,400 $ 2,171,728 0.56 % BGC PARTNER INC CLASS A 131,700 $ 1,989,987 0.51 % SMUCKER JM CO/THE 15,300 $ 1,900,872 0.49 % DXC TECHNOLOGY CO 19,500 $ 1,850,550 0.48 % CHESAPEAKE ENERGY CORP 369,100 $ 1,461,636 0.36 % CAMPBELL SOUP CO 30,300 $ 1,457,733 0.37 % MGIC INVESTMENT CORP 75,300 $ 1,062,483 0.27 % URBAN OUTFITTERS INC 27,200 $ 953,632 0.25 % MARATHON PETROLEUM CORP 14,074 $ 928,603 0.91 % PROLOGIS INC REIT 14,312 $ 923,267 0.91 % SYNCHRONY FINANCIAL 22,126 $ 854,285 0.84 % DISCOVER FINANCIAL SERVICES 10,404 $ 800,276 0.79 % CONSOLIDATED EDISON INC 8,905 $ 756,480 0.74 % PUBLIC SERVICE ENTERPRISE GROU 14,628 $ 753,342 0.74 % SEMPRA ENERGY 6,760 $ 722,779 0.72 % WEYERHAEUSER CO 20,444 $ 720,855 0.71 % XCEL ENERGY INC 14,537 $ 699,375 0.69 % AVALONBAY COMMUNITIES INC REIT 3,834 $ 684,024 0.68 % PACCAR INC 9,272 $ 659,054 0.66 % FIFTH THIRD BANCORP 21,558 $ 654,070 0.65 % STANLEY BLACK & DECKER INC 3,831 $ 650,082 0.64 % ZIMMER BIOMET HOLDINGS INC 5,358 $ 646,550 0.64 % WELLTOWER INC REIT 9,988 $ 636,935 0.63 % CONCHO RESOURCES INC 4,235 $ 636,182 0.63 % TYSON FOODS INC 7,735 $ 627,076 0.62 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS SUNTRUST BANKS INC 9,539 $ 616,124 0.61 % CITIZENS FINANCIAL GROUP INC 14,384 $ 603,840 0.59 % REGIONS FINANCIAL CORP 34,814 $ 601,586 0.59 % DEVON ENERGY CORP 14,492 $ 599,969 0.59 % VENTAS INC REIT 9,984 $ 599,142 0.60 % MYLAN INC 14,154 $ 598,856 0.59 % WEC ENERGY GROUP INC 9,011 $ 598,601 0.59 % PRICE T ROWE GROUP INC 5,676 $ 595,583 0.59 % FREEPORT MCMORAN INC 31,273 $ 592,936 0.58 % NORTHERN TRUST CORP 5,848 $ 584,157 0.58 % PPL CORP 18,335 $ 567,468 0.57 % ROYAL CARIBBEAN CRUISES LTD 4,742 $ 565,626 0.56 % CUMMINS INC 3,100 $ 547,584 0.54 % NEWMONT MINING CORP 14,537 $ 545,428 0.54 % ANDEAVOR 4,741 $ 542,086 0.53 % WESTERN DIGITAL CORP 6,782 $ 539,372 0.53 % BEST BUY CO INC 7,365 $ 504,282 0.50 % M&T BANK CORP 2,857 $ 488,518 0.48 % AGILENT TECHNOLOGIES INC 6,959 $ 466,044 0.46 % APACHE CORP 10,866 $ 458,763 0.45 % ESSEX PROPERTY TRUST INC REIT 1,898 $ 458,120 0.45 % AMEREN CORP 7,758 $ 457,644 0.45 % LABORATORY CORP OF AMERICA HOL 2,842 $ 453,327 0.45 % MARATHON OIL CORP 26,707 $ 452,150 0.44 % DOLLAR GENERAL CORP 4,826 $ 448,866 0.44 % FIRSTENERGY CORP 14,540 $ 445,215 0.44 % MOHAWK INDUSTRIES INC 1,593 $ 439,509 0.43 % CENTENE CORP 4,309 $ 434,692 0.43 % KEYCORP 21,537 $ 434,401 0.43 % CONAGRA FOODS INC 11,446 $ 431,171 0.42 % WILLIAMS COS INC 13,941 $ 425,061 0.42 % ANNALY CAPITAL MANAGEMENT INC REIT 35,233 $ 418,920 0.42 % CENTERPOINT ENERGY INC 14,696 $ 416,779 0.41 % TEXTRON INC 7,331 $ 414,861 0.41 % AMETEK INC 5,705 $ 413,441 0.41 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS CENTURYTEL INC 24,327 $ 405,774 0.40 % HARTFORD FINANCIAL SERVICES GR 7,205 $ 405,497 0.40 % SMUCKER JM CO/THE 3,260 $ 405,022 0.40 % EASTMAN CHEMICAL CO 4,345 $ 402,521 0.40 % NUCOR CORP 6,308 $ 401,063 0.40 % EDISON INTERNATIONAL 6,277 $ 396,957 0.39 % EVERSOURCE ENERGY COM 6,259 $ 395,444 0.39 % ALLY FINANCIAL 13,545 $ 394,972 0.39 % DTE ENERGY CO 3,532 $ 386,613 0.38 % UNUM GROUP 7,029 $ 385,822 0.38 % FIDELITY NATIONAL INFORMATION 4,069 $ 382,852 0.38 % CARDINAL HEALTH INC 6,240 $ 382,325 0.38 % WILLIS TOWERS WATSON PLC 2,500 $ 376,725 0.37 % UAL CORP 5,460 $ 368,004 0.36 % LENNAR CORP 5,750 $ 363,630 0.36 % NIELSEN HOLDINGS PLC 9,672 $ 352,061 0.35 % SYNOPSYS INC 4,094 $ 348,973 0.34 % PENTAIR INC 4,895 $ 345,685 0.34 % MID-AMERICA APARTMENT COMMUNIT REIT 3,353 $ 337,127 0.33 % PERRIGO CO 3,864 $ 336,786 0.33 % BOSTON PROPERTIES INC REIT 2,587 $ 336,388 0.33 % LINCOLN NATIONAL CORP 4,363 $ 335,384 0.33 % ALCOA CORP 6,181 $ 332,970 0.33 % TORCHMARK CORP 3,659 $ 331,908 0.33 % INGERSOLL-RAND CO LTD 3,719 $ 331,698 0.33 % FIDELITY NATIONAL FINANCIAL IN 8,342 $ 327,350 0.32 % SPIRIT AEROSYSTEMS HOLDINGS IN 3,745 $ 326,751 0.32 % REINSURANCE GROUP OF AMERICA 2,087 $ 325,426 0.32 % HOLLY FRONTIER CORP 6,299 $ 322,635 0.32 % AMERICAN WATER WORKS CO INC 3,525 $ 322,502 0.32 % OWENS CORNING 3,478 $ 319,767 0.32 % PVH CORP 2,299 $ 315,446 0.31 % UDR INC REIT 8,123 $ 312,898 0.31 % INGREDION INC 2,219 $ 310,216 0.31 % HUNTINGTON BANCSHARES INC/OH 21,306 $ 310,215 0.31 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS WESTROCK CO 4,907 $ 310,171 0.31 % MGM RESORTS INTERNATIONAL 9,285 $ 310,026 0.30 % ALBEMARLE CORP 2,423 $ 309,877 0.31 % DUKE REALTY CORP REIT 11,350 $ 308,834 0.30 % REALTY INCOME CORP REIT 5,389 $ 307,281 0.30 % REPUBLIC SERVICES INC 4,544 $ 307,220 0.30 % MARKEL CORP 269 $ 306,426 0.30 % L3 COMMUNICATIONS CORP 1,532 $ 303,106 0.30 % COMERICA INC 3,484 $ 302,446 0.30 % CA INC 9,036 $ 300,718 0.30 % JUNIPER NETWORKS INC 10,543 $ 300,476 0.30 % TWITTER INC 12,380 $ 297,244 0.29 % EVEREST RE GROUP LTD 1,335 $ 295,382 0.29 % NEWELL BRANDS INC 9,487 $ 293,148 0.29 % DENTSPLY SIRONA INC 4,453 $ 293,141 0.29 % BORGWARNER INC 5,728 $ 292,644 0.29 % NISOURCE INC 11,275 $ 289,429 0.28 % ENTERGY CORP 3,549 $ 288,853 0.28 % HOST HOTELS & RESORTS INC REIT 14,396 $ 285,761 0.28 % GGP INC 12,172 $ 284,703 0.28 % RAYMOND JAMES FINANCIAL INC 3,175 $ 283,528 0.28 % KOHLS CORP 5,193 $ 281,616 0.28 % EAST WEST BANCORP INC 4,623 $ 281,217 0.28 % MOLSON COORS BREWING CO 3,412 $ 280,023 0.28 % NOBLE ENERGY INC 9,516 $ 277,296 0.27 % AMDOCS LTD 4,230 $ 276,980 0.27 % MANPOWER GROUP 2,190 $ 276,181 0.27 % DOVER CORP 2,726 $ 275,299 0.27 % LOEWS CORP 5,499 $ 275,115 0.27 % AMERICAN FINANCIAL GROUP INC 2,507 $ 272,110 0.27 % GREAT PLAINS ENERGY INC 8,427 $ 271,686 0.27 % NATIONAL OILWELL VARCO INC 7,516 $ 270,726 0.27 % E TRADE FINANCIAL CORP 5,442 $ 269,760 0.27 % BAKER HUGHES A GE CO LLC 8,406 $ 265,966 0.26 % QUEST DIAGNOSTICS INC 2,700 $ 265,923 0.26 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS VORNADO REALTY TRUST REIT 3,397 $ 265,577 0.26 % HESS CORP 5,593 $ 265,500 0.26 % CF INDUSTRIES HOLDINGS INC 6,237 $ 265,322 0.26 % AGNC INVESTMENT CORP 13,115 $ 264,792 0.26 % ALLIANT ENERGY CORP 6,204 $ 264,352 0.26 % MOTOROLA SOLUTIONS INC 2,922 $ 263,973 0.26 % MICHAEL KORS HOLDINGS LTD 4,173 $ 262,690 0.26 % NASDAQ INC 3,410 $ 261,990 0.26 % CMS ENERGY CORP 5,515 $ 260,860 0.26 % AMERICAN AIRLINES GROUP INC 4,946 $ 257,340 0.25 % HARRIS CORP 1,788 $ 253,270 0.25 % CBRE GROUP INC 5,743 $ 248,729 0.24 % INVESCO LTD 6,769 $ 247,339 0.24 % CAMDEN PROPERTY TRUST REIT 2,630 $ 242,118 0.24 % HCP INC REIT 9,275 $ 241,892 0.24 % GAP INC 7,091 $ 241,519 0.24 % LIMITED BRANDS INC 3,985 $ 239,977 0.24 % LEUCADIA NATIONAL CORP 9,010 $ 238,675 0.23 % ALEXANDRIA REAL ESTATE EQUITIE REIT 1,827 $ 238,588 0.24 % JONES LANG LASALLE INC 1,594 $ 237,394 0.23 % ADIENT PLC 2,984 $ 234,841 0.23 % PACWEST BANCORP 4,658 $ 234,763 0.23 % WP CAREY INC 3,402 $ 234,398 0.23 % STERIS PLC SHS LTD 2,630 $ 230,046 0.23 % AFFILIATED MANAGERS GROUP INC 1,115 $ 228,854 0.23 % EQT CORP 4,009 $ 228,192 0.22 % CINCINNATI FINANCIAL CORP 3,039 $ 227,834 0.23 % OSHKOSH CORP 2,501 $ 227,316 0.22 % FIRST AMERICAN FINANCIAL CORP 3,953 $ 221,526 0.22 % TIFFANY & CO 2,123 $ 220,686 0.22 % BERKLEY CORP 3,073 $ 220,180 0.22 % PERKINELMER INC 3,009 $ 220,018 0.22 % TELEDYNE TECHNOLOGIES INC 1,214 $ 219,916 0.22 % MACY'S INC 8,710 $ 219,405 0.22 % KANSAS CITY SOUTHERN 2,085 $ 219,384 0.22 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS DAVITA INC 3,022 $ 218,340 0.21 % PULTE HOMES INC 6,555 $ 217,954 0.21 % WHIRLPOOL CORP 1,292 $ 217,883 0.21 % US FOODS HOLDING CORP 6,819 $ 217,731 0.21 % LIBERTY PROPERTY TRUST REIT 5,039 $ 216,727 0.22 % NATIONAL RETAIL PROPERTIES INC REIT 5,007 $ 215,952 0.21 % AKAMAI TECHNOLOGIES INC 3,316 $ 215,673 0.21 % VIACOM INC 6,932 $ 213,575 0.21 % LKQ CORP 5,193 $ 211,199 0.21 % ARCONIC INC 7,720 $ 210,370 0.21 % NEWS CORP - CLASS A 12,707 $ 205,980 0.20 % ARROW ELECTRONICS INC 2,548 $ 204,885 0.20 % TAPESTRY INC 4,624 $ 204,520 0.20 % REGENCY CENTERS CORP REIT 2,945 $ 203,735 0.20 % TARGA RESOURCES CORP 4,172 $ 202,008 0.20 % ZIONS BANCORPORATION 3,952 $ 200,880 0.20 % SUN COMMUNITIES INC REIT 2,147 $ 199,199 0.20 % ARCH CAPITAL GROUP LTD 2,182 $ 198,060 0.19 % GAMING AND LEISURE PROPERTIES 5,295 $ 195,915 0.19 % NORWEGIAN CRUISE LINE HOLDIN 3,654 $ 194,576 0.19 % HORMEL FOODS CORP 5,320 $ 193,595 0.19 % UNIVERSAL HEALTH SERVICES INC 1,706 $ 193,375 0.19 % SL GREEN REALTY CORP REIT 1,904 $ 192,171 0.19 % PEOPLE'S UNITED FINANCIAL INC 10,078 $ 188,459 0.19 % DIAMONDBACK ENERGY INC 1,491 $ 188,239 0.19 % PINNACLE WEST CAPITAL CORP 2,194 $ 186,885 0.18 % XEROX CORP 6,388 $ 186,210 0.18 % ARAMARK HOLDINGS CORP 4,353 $ 186,047 0.18 % BUNGE LTD 2,768 $ 185,677 0.18 % BROWN & BROWN INC 3,604 $ 185,462 0.18 % TELEFLEX INC 745 $ 185,371 0.18 % COTY INC 9,191 $ 182,809 0.18 % LEIDOS HLDGS INC 2,794 $ 180,409 0.18 % MOSAIC CO/THE 6,910 $ 177,311 0.17 % MACERICH CO REIT 2,690 $ 176,679 0.17 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS AECOM TECHNOLOGY CORP 4,721 $ 175,385 0.17 % FOOT LOCKER INC 3,739 $ 175,284 0.17 % ATMOS ENERGY CORP 2,033 $ 174,614 0.17 % LIBERTY BROADBAND-A 2,044 $ 174,067 0.17 % ALLEGHANY CORP 292 $ 174,058 0.17 % SNAP-ON INC 987 $ 172,034 0.17 % STEEL DYNAMICS INC 3,985 $ 171,873 0.17 % MARVELL TECHNOLOGY GROUP LTD 7,925 $ 170,150 0.17 % GENUINE PARTS CO 1,770 $ 168,168 0.17 % CABOT OIL & GAS CORP 5,876 $ 168,054 0.17 % VOYA FINANCIAL INC 3,334 $ 164,933 0.16 % UNITED STATES STEEL CORP 4,637 $ 163,176 0.16 % GOODYEAR TIRE & RUBBER CO/THE 4,955 $ 160,096 0.16 % UNITED THERAPEUTICS CORP 1,082 $ 160,082 0.16 % UGI CORP 3,400 $ 159,630 0.16 % BRIXMOR PROPERTY GROUP INC 8,521 $ 159,002 0.16 % OLIN CORP 4,416 $ 157,121 0.15 % RALPH LAUREN CORP 1,515 $ 157,090 0.16 % PARKER HANNIFIN CORP 782 $ 156,072 0.15 % HUNTSMAN CORP 4,684 $ 155,930 0.15 % FIRST HORIZON NATIONAL CORP 7,755 $ 155,022 0.15 % JACOBS ENGINEERING GROUP INC 2,350 $ 155,006 0.15 % DR HORTON INC 3,029 $ 154,691 0.15 % ATHENE HOLDING LTD 2,989 $ 154,561 0.15 % LIBERTY INTERACTIVE CORP 6,289 $ 153,577 0.15 % KEYSIGHT TECHNOLOGIES 3,631 $ 151,050 0.15 % QIAGEN NV 4,879 $ 150,907 0.15 % STARWOOD PROPERTY TRUST INC 7,064 $ 150,816 0.15 % TRINITY INDUSTRIES INC 4,016 $ 150,439 0.15 % TOLL BROTHERS INC 3,131 $ 150,351 0.15 % NEW RESIDENTIAL INVESTMENT COR 8,405 $ 150,281 0.15 % DCT INDUSTRIAL TRUST INC 2,552 $ 150,007 0.15 % VEREIT INC 19,216 $ 149,693 0.15 % CULLEN/FROST BANKERS INC 1,578 $ 149,358 0.15 % FIRST SOLAR INC 2,210 $ 149,219 0.15 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS ENERGEN CORP 2,576 $ 148,300 0.15 % ORBITAL ATK INC 1,127 $ 148,201 0.15 % STERICYCLE INC 2,178 $ 148,082 0.15 % WPX ENERGY INC 10,508 $ 147,848 0.15 % KIMCO REALTY CORP 8,123 $ 147,432 0.15 % WESTAR ENERGY INC 2,788 $ 147,206 0.15 % JETBLUE AIRWAYS CORP 6,578 $ 146,953 0.14 % IHS MARKIT LTD 3,238 $ 146,196 0.14 % HIGHWOODS PROPERTIES INC REIT 2,870 $ 146,112 0.14 % SENSATA TECHNOLOGIES HLDING NV 2,851 $ 145,715 0.14 % OLD REPUBLIC INTERNATIONAL COR 6,803 $ 145,448 0.14 % AMERICAN HOMES 4 RENT-A 6,613 $ 144,428 0.14 % FLUOR CORP 2,748 $ 141,934 0.14 % GARMIN LTD 2,381 $ 141,836 0.14 % OMEGA HEALTHCARE INVESTORS INC REIT 5,141 $ 141,583 0.14 % KILROY REALTY CORP REIT 1,896 $ 141,536 0.14 % BURLINGTON STORES INC 1,148 $ 141,238 0.14 % AMERICAN CAMPUS COMMUNITIES REIT 3,438 $ 141,061 0.14 % COMMERCE BANCSHARES INC 2,526 $ 141,038 0.14 % OLD DOMINION FREIGHT LINE INC 1,070 $ 140,759 0.14 % AES CORP 12,997 $ 140,758 0.14 % MURPHY OIL CORP 4,492 $ 139,477 0.14 % LIBERTY SIRIUS GROUP 3,514 $ 139,365 0.14 % MEDICAL PROPERTIES TRUST INC REIT 10,092 $ 139,068 0.14 % SONOCO PRODUCTS CO 2,611 $ 138,749 0.14 % CARLISLE COS INC 1,219 $ 138,539 0.14 % PINNACLE FOOD INC 2,323 $ 138,149 0.14 % HOSPITALITY PROPERTIES T REIT 4,625 $ 138,056 0.14 % AMERIPRISE FINANCIAL INC 814 $ 137,949 0.14 % AQUA AMERICA INC 3,497 $ 137,187 0.13 % CALPINE CORP 9,062 $ 137,108 0.13 % VECTREN CORP 2,102 $ 136,672 0.13 % WEBSTER FINANCIAL CORP 2,425 $ 136,188 0.13 % INVITATION HOMES INC 5,775 $ 136,117 0.13 % NRG ENERGY INC 4,739 $ 134,967 0.13 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS ITT INC 2,528 $ 134,919 0.13 % HELMERICH & PAYNE INC 2,085 $ 134,774 0.13 % SCRIPPS NETWORKS INTERACTIVE I 1,576 $ 134,559 0.13 % APARTMENT INVESTMENT & MANAGEM REIT 3,069 $ 134,146 0.13 % AGCO CORP 1,875 $ 133,931 0.13 % HUDSON PACIFIC PROPERTIES INC 3,897 $ 133,472 0.13 % SCANA CORP 3,326 $ 132,308 0.13 % MDU RESOURCES GROUP INC 4,896 $ 131,604 0.13 % CIT GROUP INC 2,661 $ 131,001 0.13 % CRANE CO 1,466 $ 130,797 0.13 % AVNET INC 3,299 $ 130,706 0.13 % POST HOLDINGS INC 1,635 $ 129,541 0.13 % MACQUARIE INFRASTRUCTURE CO 2,014 $ 129,299 0.13 % OGE ENERGY CORP 3,924 $ 129,139 0.13 % PATTERSON-UTI ENERGY INC 5,586 $ 128,534 0.13 % GENESEE & WYOMING INC 1,610 $ 126,755 0.12 % BIO-RAD LABORATORIES INC 531 $ 126,734 0.12 % BLOCK H&R INC 4,829 $ 126,616 0.13 % TERADATA CORP 3,290 $ 126,533 0.12 % HANOVER INS GROUP INC/THE 1,170 $ 126,454 0.12 % SLM CORP 11,116 $ 125,611 0.12 % LIBERTY MEDIA GROUP 3,672 $ 125,436 0.12 % RENAISSANCERE HOLDINGS LTD 997 $ 125,213 0.12 % CYPRESS SEMICONDUCTOR CORP 8,201 $ 124,983 0.12 % LAMB WESTON HLD 2,214 $ 124,980 0.12 % STORE CAPITAL CORP 4,794 $ 124,836 0.12 % PROSPERITY BANCSHARES INC 1,767 $ 123,814 0.12 % CALATLANTIC GROUP INC 2,188 $ 123,381 0.12 % VF CORP 1,667 $ 123,358 0.12 % MEDNAX INC 2,307 $ 123,286 0.12 % ARRIS INTERNATIONAL PLC 4,787 $ 122,978 0.12 % JABIL INC 4,683 $ 122,929 0.12 % SENIOR HOUSING PROPERTIES TRUS REIT 6,398 $ 122,522 0.12 % NEW YORK COMMUNITY BANCORP INC 9,354 $ 121,789 0.12 % COLONY NORTHSTAR INC 10,582 $ 120,741 0.12 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS APPLE HOSPITALITY REIT INC 6,113 $ 119,876 0.12 % RELIANCE STEEL & ALUMINUM CO 1,397 $ 119,849 0.12 % QORVO INC 1,799 $ 119,813 0.12 % AIR LEASE CORP 2,487 $ 119,600 0.12 % NUANCE COMMUNICATIONS INC 7,310 $ 119,519 0.12 % PARK HOTELS & RESORTS INC 4,155 $ 119,456 0.12 % FOREST CITY REALTY TRUST 4,955 $ 119,416 0.12 % QUANTA SERVICES INC 3,049 $ 119,246 0.12 % LIBERTY VENTURES 2,198 $ 119,220 0.12 % COPA HOLDING SA A 889 $ 119,179 0.12 % XL GROUP LTD 3,376 $ 118,700 0.12 % FORTIVE CORPORATION 1,640 $ 118,654 0.12 % CROWN HOLDINGS INC 2,099 $ 118,069 0.12 % RYDER SYSTEM INC 1,395 $ 117,417 0.12 % ENTERTAINMENT PROPERTIES TRUST REIT 1,793 $ 117,370 0.12 % CELANESE CORP 1,095 $ 117,253 0.12 % HEALTHCARE TRUST OF AME-CL A 3,902 $ 117,216 0.12 % BANKUNITED INC 2,862 $ 116,541 0.11 % TEREX CORP 2,415 $ 116,451 0.11 % FNB CORP 8,394 $ 116,005 0.11 % ASHLAND GLOBAL HOLDINGS INC 1,629 $ 115,985 0.11 % BEMIS CO INC 2,415 $ 115,413 0.11 % FEDERAL REALTY INVESTMENT TRUS REIT 869 $ 115,412 0.11 % BALL CORP 3,044 $ 115,215 0.11 % XYLWM INC 1,689 $ 115,190 0.11 % SYNOVUS FINANCIAL CORP 2,387 $ 114,433 0.11 % RAYONIER INC REIT 3,614 $ 114,311 0.11 % LIFE STORAGE INC REIT 1,283 $ 114,277 0.11 % ASSURED GUARANTY LTD 3,366 $ 114,006 0.11 % AXIS CAPITAL HOLDINGS LTD 2,255 $ 113,336 0.11 % COOPER COS INC/THE 516 $ 112,426 0.11 % WEINGARTEN REALTY INVESTORS REIT 3,413 $ 112,185 0.11 % TRANSOCEAN LTD 10,491 $ 112,044 0.11 % VISTRA ENERGY CORP 6,084 $ 111,459 0.11 % INTERACTIVE BROKERS GROUP INC 1,881 $ 111,374 0.11 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS NATIONAL FUEL GAS CO 2,026 $ 111,248 0.11 % DISCOVERY COMMUNICATIONS INC 5,227 $ 110,656 0.11 % VALMONT INDUSTRIES INC 663 $ 109,959 0.11 % PBF ENERGY INC 3,078 $ 109,115 0.11 % HAIN CELESTIAL GROUP INC 2,567 $ 108,815 0.11 % SPIRIT REALTY CAPITAL INC 12,668 $ 108,691 0.11 % DIGITAL REALTY TRUST INC REIT 952 $ 108,433 0.11 % APTARGROUP INC 1,254 $ 108,195 0.11 % CASEYS GENERAL STORES INC 966 $ 108,134 0.11 % ASSOCIATED BANC CORP 4,244 $ 107,798 0.11 % NAVIENT CORP 7,909 $ 105,348 0.10 % CABOT CORP 1,708 $ 105,196 0.10 % VERSUM MATERIALS INC 2,772 $ 104,920 0.10 % LEAR CORP 593 $ 104,759 0.10 % SIGNET JEWELERS LTD 1,840 $ 104,052 0.10 % REALOGY HOLDINGS CORP 3,926 $ 104,039 0.10 % HUNTINGTON INGALLS INDUSTRIES 441 $ 103,944 0.10 % RANGE RESOURCES CORP 6,037 $ 102,991 0.10 % ADVANCE AUTO PARTS INC 1,027 $ 102,382 0.10 % REGAL-BELOIT CORP 1,328 $ 101,725 0.10 % ENVISION HEALTHCARE CORP 2,940 $ 101,606 0.10 % EQUITY COMMONWEALTH REIT 3,326 $ 101,476 0.10 % HOLOGIC INC 2,369 $ 101,275 0.10 % CHIMERA INVESTMENT CORP 5,453 $ 100,771 0.10 % VALIDUS HOLDINGS LTD 2,140 $ 100,409 0.10 % HAWAIIAN ELECTRIC INDUSTRIES I 2,727 $ 98,581 0.10 % HYATT HOTELS CORP 1,340 $ 98,544 0.10 % WILLIAMS-SONOMA INC 1,902 $ 98,333 0.10 % TIMKEN CO 1,986 $ 97,612 0.10 % CINEMARK HOLDINGS INC 2,796 $ 97,357 0.10 % KIRBY CORP 1,452 $ 96,994 0.10 % MASCO CORP 2,205 $ 96,888 0.10 % MADISON SQUARE GARDEN CO 458 $ 96,569 0.09 % TCF FINANCIAL CORP 4,662 $ 95,571 0.09 % WESCO INTERNATIONAL INC 1,401 $ 95,478 0.09 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS DOLBY LABORATORIES INC 1,536 $ 95,232 0.09 % LAZARD LTD 1,813 $ 95,183 0.09 % NETAPP INC 1,719 $ 95,095 0.09 % LIBERTY SIRIUSXM GROUP 2,378 $ 94,311 0.09 % AUTONATION INC 1,828 $ 93,831 0.09 % WABTEC CORP 1,146 $ 93,319 0.09 % POPULAR INC 2,624 $ 93,126 0.09 % SEALED AIR CORP 1,879 $ 92,635 0.09 % COLFAX CORP 2,329 $ 92,275 0.09 % CNX RESOURCES CORP 6,278 $ 91,847 0.09 % DST SYSTEMS INC 1,477 $ 91,677 0.09 % USG CORP 2,374 $ 91,541 0.09 % BRANDYWINE REALTY TRUST 5,025 $ 91,405 0.09 % HERSHEY CO 793 $ 90,013 0.09 % BANK OF THE OZARKS INC 1,846 $ 89,439 0.09 % IQVIA HOLDINGS INC 913 $ 89,383 0.09 % EXTRA SPACE STORAGE INC REIT 1,019 $ 89,112 0.09 % RETAIL PROPERTIES OF AME-A 6,626 $ 89,053 0.09 % URBAN OUTFITTERS INC 2,532 $ 88,772 0.09 % DISCOVERY COMMUNICATIONS INC 3,946 $ 88,311 0.09 % MFA MORTGAGE INVESTMENTS INC REIT 11,142 $ 88,245 0.09 % CHESAPEAKE ENERGY CORP 22,257 $ 88,138 0.09 % GUIDEWIRE SOFTWARE INC 1,186 $ 88,072 0.09 % DOMTAR CORP 1,768 $ 87,551 0.09 % PIEDMONT OFFICE REALTY 4,441 $ 87,088 0.09 % CORPORATE OFFICE PROPERTIES REIT 2,976 $ 86,899 0.09 % WILEY JOHN & SONS 1,321 $ 86,856 0.09 % TEGNA INC 6,133 $ 86,353 0.09 % FLOWERS FOODS INC 4,455 $ 86,026 0.08 % EDGEWELL PERSONAL CARE CO 1,444 $ 85,759 0.08 % YUM CHINA HOLDINGS INC 2,138 $ 85,563 0.08 % ROYAL GOLD INC 1,039 $ 85,323 0.08 % PARAMOUNT GROUP INC 5,375 $ 85,194 0.08 % TWO HARBORS INVESTMENT CORP 5,215 $ 84,796 0.08 % DOLLAR TREE INC 790 $ 84,775 0.08 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS OUTFRONT MEDIA INC 3,633 $ 84,286 0.08 % DUN & BRADSTREET CORP 711 $ 84,190 0.08 % SKECHERS USA INC 2,182 $ 82,567 0.08 % SANTANDER CONSUMER USA HOLDI 4,425 $ 82,394 0.08 % COLUMBIA PROPERTY TRUST INC 3,582 $ 82,207 0.08 % EMPIRE STATE REALTY TRUST INC 3,966 $ 81,422 0.08 % LEGG MASON INC 1,938 $ 81,357 0.08 % CORECIVIC INC 3,615 $ 81,338 0.08 % MSC INDUSTRIAL DIRECT CO 839 $ 81,098 0.08 % PROASSURANCE CORP 1,417 $ 80,982 0.09 % SOUTHWESTERN ENERGY CO 14,510 $ 80,966 0.08 % ZYNGA INC 20,210 $ 80,840 0.08 % BED BATH & BEYOND INC 3,618 $ 79,560 0.08 % INTERNATIONAL GAME TECHNOLOGY 2,978 $ 78,947 0.08 % CONDUENT INC 4,857 $ 78,489 0.08 % MURPHY USA INC 969 $ 77,869 0.08 % BGC PARTNER INC CLASS A 5,127 $ 77,469 0.08 % AUTODESK INC 736 $ 77,155 0.08 % FEDERATED INVESTORS INC 2,128 $ 76,778 0.08 % CONTINENTAL RESOURCES 1,435 $ 76,012 0.07 % LAMAR ADVERTISING CO-A 1,012 $ 75,131 0.07 % RSP PERMIAN INC 1,809 $ 73,590 0.07 % AVERY DENNISON CORP 638 $ 73,281 0.07 % JUNO THERAPEUTICS INC 1,589 $ 72,633 0.07 % CHENIERE ENERGY INC 1,349 $ 72,630 0.07 % WESTERN ALLIANCE BANCORP 1,278 $ 72,360 0.07 % WELLCARE HEALTH PLANS INC 359 $ 72,198 0.07 % CENTENNIAL RESOURCE DEVELO 3,635 $ 71,973 0.07 % AVANGRID INC 1,414 $ 71,520 0.07 % GRAHAM HLDGS CO 128 $ 71,469 0.07 % COMMSCOPE HOLDING CO INC 1,865 $ 70,553 0.07 % GALLAGHER ARTHUR J & CO 1,088 $ 68,849 0.07 % PATTERSON COS INC 1,891 $ 68,322 0.07 % BOK FINANCIAL CORP 735 $ 67,855 0.07 % TELEPHONE & DATA SYSTEMS INC 2,416 $ 67,165 0.07 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS DOUGLAS EMMETT INC REIT 1,633 $ 67,051 0.07 % EXPEDITORS INTERNATIONAL OF WA 1,036 $ 67,019 0.07 % WHITING PETROLEUM CORP 2,494 $ 66,041 0.06 % TANGER FACTORY OUTLET CENTERS REIT 2,486 $ 65,904 0.06 % SM ENERGY CO 2,953 $ 65,202 0.06 % ACADIA HEALTHCARE CO INC 1,986 $ 64,803 0.06 % NU SKIN ENTERPRISES INC 948 $ 64,682 0.06 % QEP RESOURCES INC 6,714 $ 64,253 0.06 % NEWS CORP - CLASS A 3,838 $ 63,711 0.06 % GENTEX CORP 3,008 $ 63,018 0.06 % FIREYE INC 4,434 $ 62,963 0.06 % SVB FINANCIAL GROUP 267 $ 62,417 0.06 % ANTERO RESOURCES CORP 3,214 $ 61,066 0.06 % TERADYNE INC 1,456 $ 60,963 0.06 % ON SEMICONDUCTOR CORP 2,875 $ 60,203 0.06 % LIBERTY BROADBAND-A 702 $ 59,705 0.06 % HEXCEL CORP 961 $ 59,438 0.06 % SIGNATURE BANK/NEW YORK NY 432 $ 59,296 0.06 % WORLD FUEL SERVICES CORP 2,104 $ 59,207 0.06 % OCEANEERING INTERNATIONAL INC 2,795 $ 59,086 0.06 % FLIR SYSTEMS INC 1,251 $ 58,322 0.06 % CAMPBELL SOUP CO 1,210 $ 58,213 0.06 % BRUKER CORP 1,684 $ 57,795 0.06 % WESTLAKE CHEMICAL CORP 542 $ 57,739 0.06 % PITNEY BOWES INC 5,157 $ 57,655 0.06 % SS&C TECHNOLOGIES HOLDINGS INC 1,416 $ 57,320 0.06 % AUTOZONE INC 80 $ 56,910 0.06 % MALLINCKRODT PLC - W/I 2,504 $ 56,490 0.06 % CUBESMART REIT 1,948 $ 56,336 0.06 % CLOROX COMPANY 375 $ 55,778 0.05 % XILINX INC 819 $ 55,217 0.05 % LIBERTY EXPEDIA HOLD 1,242 $ 55,058 0.05 % XPO LOGISTICS INC 598 $ 54,771 0.05 % ONEMAIN HOLDINGS INC 2,042 $ 53,072 0.05 % GAMESTOP CORP 2,942 $ 52,809 0.05 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS FIRST REPUBLIC BANK 606 $ 52,504 0.05 % PENSKE AUTO GROUP INC 1,096 $ 52,444 0.05 % HUBBELL INC 387 $ 52,377 0.05 % TRIPADVISOR INC 1,497 $ 51,587 0.05 % GULFPORT ENERGY CORP 4,000 $ 51,040 0.05 % CNA FINANCIAL CORP 939 $ 49,814 0.05 % TEMPUR-PEDIC INTERNATIONAL INC 792 $ 49,650 0.05 % HASBRO INC 546 $ 49,626 0.05 % TREEHOUSE FOODS INC 975 $ 48,224 0.05 % MERCURY GENERAL CORP 898 $ 47,989 0.05 % KOSMOS ENERGY LTD 6,994 $ 47,909 0.05 % FIRST HAWAIIAN INC 1,627 $ 47,476 0.05 % HARLEY-DAVIDSON INC 932 $ 47,420 0.05 % EXTENDED STAY AMERICA INC 2,471 $ 46,949 0.05 % ACUITY BRANDS INC 262 $ 46,112 0.05 % TAHOE RESOURCES INC 9,586 $ 45,917 0.05 % PARSLEY ENERGY INC 1,549 $ 45,603 0.04 % BROOKDALE SENIOR LIVING INC 4,654 $ 45,144 0.04 % CORELOGIC INC 961 $ 44,408 0.04 % ENDO PHARMACEUTICALS HOLDINGS 5,631 $ 43,640 0.04 % LOGMEIN INC 381 $ 43,625 0.04 % GRAPHIC PACKAGING HOLDING CO 2,803 $ 43,306 0.04 % SALLY BEAUTY HOLDINGS INC 2,279 $ 42,754 0.04 % INTERNATIONAL PAPER CO 730 $ 42,296 0.04 % TRIMBLE INCORPORATED 1,029 $ 41,819 0.04 % HILTON INC 519 $ 41,447 0.04 % LIONS GATE ENTERTAINMENT CORP 1,297 $ 41,167 0.04 % BROWN-FORMAN CORP 579 $ 39,760 0.04 % CONSOL ENERGY INC 994 $ 39,273 0.04 % LIFEPOINT HOSPITALS INC 786 $ 39,143 0.04 % AMERICAN NATIONAL INSURANCE CO 300 $ 38,475 0.04 % OPKO HEALTH INC 7,430 $ 36,407 0.04 % ALNYLAM PHARMACEUTICALS INC 284 $ 36,082 0.04 % PLATFORM SPECIALTY PRODUCTS CO 3,580 $ 35,514 0.03 % NATIONAL INSTRUMENTS CORP 791 $ 32,929 0.03 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS WRIGHT EXPRESS CORP 222 $ 31,353 0.03 % ALASKA AIR GROUP INC 421 $ 30,948 0.03 % SEABOARD CORP 7 $ 30,870 0.03 % BRUNSWICK CORP 554 $ 30,592 0.03 % LENNAR CORP 580 $ 29,974 0.03 % LIONS GATE ENTERTAINMENT CORP 853 $ 28,840 0.03 % ERIE INDEMNITY COMPANY 234 $ 28,511 0.03 % OWENS-ILLINOIS INC 1,276 $ 28,289 0.03 % RITE AID CORP 14,167 $ 27,909 0.03 % TD AMERITRADE HOLDING CORP 539 $ 27,559 0.03 % PREMIER INC 923 $ 26,942 0.03 % ROPER INDUSTRIES INC 104 $ 26,936 0.03 % CLEAN HARBORS INC 481 $ 26,070 0.03 % KELLOGG CO 377 $ 25,628 0.03 % MARTIN MARIETTA MATERIALS INC 114 $ 25,199 0.02 % MICHAELS COS INC THE 1,030 $ 24,916 0.02 % SABRE CORP 1,204 $ 24,682 0.02 % IRON MOUNTAIN INC NEW COM 653 $ 24,638 0.02 % INTERPUBLIC GROUP OF COS INC 1,192 $ 24,031 0.02 % LEGGETT & PLATT INC 495 $ 23,626 0.02 % VULCAN MATERIALS CO 179 $ 22,978 0.02 % MICROSEMI CORP 430 $ 22,210 0.02 % TFS FINANCIAL CORPORATION 1,351 $ 20,184 0.02 % CREDIT ACCEPTANCE CORP 62 $ 20,056 0.02 % ZILLOW GROUP INC 485 $ 19,759 0.02 % SOUTHERN COPPER CORP 396 $ 18,790 0.02 % DICKS SPORTING GOODS INC 589 $ 16,928 0.02 % CYRUSONE INC 269 $ 16,014 0.02 % CIMAREX ENERGY CO 124 $ 15,129 0.01 % VIACOM INC 431 $ 15,042 0.01 % FORTUNE BRANDS HOME & SECURITY 210 $ 14,372 0.01 % RPC INC 547 $ 13,965 0.01 % GRAINGER WW INC 58 $ 13,703 0.01 % IDEX CORP 102 $ 13,461 0.01 % US CELLULAR 355 $ 13,359 0.01 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS SCOTTS MIRACLE-GRO CO 119 $ 12,732 0.01 % NEWMARKET CORP 32 $ 12,716 0.01 % ARDAGH GROUP SA 596 $ 12,576 0.01 % LENNOX INTERNATIONAL INC 58 $ 12,079 0.01 % RPM INTERNATIONAL INC 230 $ 12,057 0.01 % BOOZ ALLEN HAMILTON HOLDING 294 $ 11,210 0.01 % DONALDSON CO INC 195 $ 9,545 0.01 % HILL-ROM HOLDINGS INC 108 $ 9,103 0.01 % MORNINGSTAR INC 86 $ 8,339 0.01 % SIRIUS XM RADIO INC 1,499 $ 8,035 0.01 % AGIOS PHARMACEUTICALS INC 91 $ 5,202 0.01 % BROWN-FORMAN CORP 77 $ 5,177 0.01 % PILGRIM'S PRIDE CORP 145 $ 4,504 0.00 % INTREXON CORP 374 $ 4,308 0.00 % AKORN INC 117 $ 3,771 0.00 %

TOTAL MARKET VALUE $ 882,716,200 96.00% CASH AND OTHER $ 36,761,456 4.00% TOTAL PORTFOLIO $ 919,477,656 100.00%

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.