Midcap S&P 400 Index Separate Account

MidCap S&P 400 Index Separate Account As of July 31, 2017

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS CADENCE DESIGN SYSTEMS INC 911,070 $ 33,618,483 0.60 % MSCI INC 295,037 $ 32,144,281 0.58 % CDK GLOBAL INC 473,109 $ 31,121,110 0.56 % HUNTINGTON INGALLS INDUSTRIES 149,954 $ 30,907,019 0.56 % ALLEGHANY CORP 50,308 $ 30,855,909 0.55 % TRIMBLE INCORPORATED 824,056 $ 30,844,416 0.55 % SVB FINANCIAL GROUP 171,052 $ 30,522,519 0.55 % TELEFLEX INC 146,568 $ 30,371,821 0.55 % ATMOS ENERGY CORP 343,077 $ 29,765,361 0.54 % NVR INC 11,358 $ 29,649,378 0.53 % REINSURANCE GROUP OF AMERICA 209,818 $ 29,416,484 0.53 % DOMINOS PIZZA INC 156,702 $ 29,224,923 0.53 % BROADRIDGE FINANCIAL SOLUTIONS 383,123 $ 29,063,711 0.52 % IDEX CORP 248,647 $ 28,977,321 0.52 % INGREDION INC 233,569 $ 28,803,729 0.52 % CHEMOURS CO 601,069 $ 28,616,895 0.51 % UGI CORP 564,115 $ 28,470,884 0.51 % STEEL DYNAMICS INC 787,855 $ 27,897,946 0.50 % HENRY JACK & ASSOCIATES INC 253,025 $ 27,154,643 0.49 % TAKE-TWO INTERACTIVE SOFTWARE 338,348 $ 26,891,899 0.48 % COGNEX CORP 282,332 $ 26,838,480 0.48 % EAST WEST BANCORP INC 470,796 $ 26,825,956 0.48 % WELLCARE HEALTH PLANS INC 144,979 $ 25,659,833 0.46 % CAMDEN PROPERTY TRUST REIT 285,578 $ 25,616,347 0.46 % KEYSIGHT TECHNOLOGIES 601,838 $ 25,030,442 0.45 % LEIDOS HLDGS INC 467,532 $ 24,984,910 0.45 % TORO CO 350,551 $ 24,920,671 0.45 % MARKETAXESS HOLDINGS INC 122,472 $ 24,848,344 0.45 % SEI INVESTMENTS CO 434,406 $ 24,548,283 0.44 % VCA ANTECH INC 264,809 $ 24,516,017 0.44 % AMERICAN FINANCIAL GROUP INC 239,871 $ 24,322,919 0.44 % SIGNATURE BANK/NEW YORK NY 174,924 $ 24,240,968 0.44 % JETBLUE AIRWAYS CORP 1,087,265 $ 23,843,721 0.43 % ARROW ELECTRONICS INC 289,491 $ 23,532,723 0.42 % WESTAR ENERGY INC 462,848 $ 23,489,536 0.42 % MANPOWER GROUP 218,574 $ 23,420,204 0.42 %

PQ 2957 Not FDIC or NCUA Insured 07-17 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 S&P 400 Index Separate Account As of July 31, 2017

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS OGE ENERGY CORP 650,728 $ 23,335,106 0.42 % NEW STERIS LTD 276,750 $ 22,651,988 0.41 % RPM INTERNATIONAL INC 435,275 $ 22,577,714 0.41 % TERADYNE INC 648,274 $ 22,423,798 0.40 % KILROY REALTY CORP REIT 320,251 $ 22,228,622 0.40 % NORDSON CORP 174,658 $ 22,181,566 0.40 % ULTIMATE SOFTWARE GROUP INC 96,828 $ 21,855,048 0.39 % BIOVERATIV INC 352,435 $ 21,840,397 0.39 % BERKLEY CORP 316,014 $ 21,795,486 0.39 % GREAT PLAINS ENERGY INC 702,541 $ 21,680,415 0.39 % OLD DOMINION FREIGHT LINE INC 225,652 $ 21,642,283 0.39 % FACTSET RESEARCH SYSTEMS INC 128,573 $ 21,499,977 0.39 % LENNOX INTERNATIONAL INC 125,146 $ 21,399,966 0.38 % SERVICE CORP INTERNATIONAL 612,562 $ 21,274,278 0.38 % COHERENT INC 80,240 $ 21,263,600 0.38 % WEST PHARMACEUTICAL SERVICES I 239,673 $ 21,258,995 0.38 % WABTEC CORP 281,417 $ 21,207,585 0.38 % COPART INC 667,968 $ 21,034,312 0.38 % GRACO INC 181,013 $ 21,004,749 0.38 % AMERICAN CAMPUS COMMUNITIES REIT 436,874 $ 20,943,740 0.38 % NEW YORK COMMUNITY BANCORP INC 1,593,565 $ 20,923,508 0.38 % PARAMETRIC TECHNOLOGY CORP 376,424 $ 20,774,841 0.37 % CARLISLE COS INC 210,493 $ 20,542,012 0.37 % DONALDSON CO INC 430,455 $ 20,442,308 0.37 % OMEGA HEALTHCARE INVESTORS INC REIT 641,294 $ 20,258,477 0.37 % LIBERTY PROPERTY TRUST REIT 479,685 $ 20,156,364 0.36 % LOGMEIN INC 171,662 $ 19,990,040 0.36 % LAMB WESTON HLD 452,162 $ 19,886,085 0.36 % HUBBELL INC 166,794 $ 19,813,459 0.36 % JANUS HENDERSON GROUP PLC 587,737 $ 19,683,312 0.35 % ABIOMED INC 132,787 $ 19,664,427 0.35 % MICROSEMI CORP 376,274 $ 19,596,350 0.35 % RENAISSANCERE HOLDINGS LTD 132,365 $ 19,445,742 0.35 % NATIONAL RETAIL PROPERTIES INC REIT 485,964 $ 19,428,841 0.35 % AQUA AMERICA INC 578,709 $ 19,317,307 0.35 % ORBITAL ATK INC 188,055 $ 19,215,460 0.35 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS LAMAR ADVERTISING CO-A 272,052 $ 19,198,710 0.35 % TYLER TECHNOLOGIES INC 109,958 $ 18,891,884 0.34 % UNITED THERAPEUTICS CORP 146,829 $ 18,852,844 0.34 % JONES LANG LASALLE INC 147,566 $ 18,773,347 0.34 % PACWEST BANCORP 390,592 $ 18,756,228 0.34 % IPG PHOTONICS CORP 122,445 $ 18,690,005 0.34 % TOLL BROTHERS INC 482,150 $ 18,606,169 0.33 % ROYAL GOLD INC 212,905 $ 18,450,347 0.33 % EATON VANCE CORP 374,664 $ 18,392,256 0.33 % DOUGLAS EMMETT INC REIT 478,523 $ 18,308,290 0.33 % JABIL INC 593,985 $ 18,116,543 0.33 % FORTINET INC 486,804 $ 17,967,936 0.32 % POST HOLDINGS INC 215,928 $ 17,965,210 0.32 % LINCOLN ELECTRIC HOLDINGS INC 201,529 $ 17,585,421 0.32 % ZEBRA TECHNOLOGIES CORP 171,929 $ 17,488,618 0.31 % FIRST AMERICAN FINANCIAL CORP 359,343 $ 17,395,795 0.31 % SYNOVUS FINANCIAL CORP 398,507 $ 17,327,084 0.31 % RELIANCE STEEL & ALUMINUM CO 237,483 $ 17,184,270 0.31 % HIGHWOODS PROPERTIES INC REIT 332,428 $ 17,126,691 0.31 % POLARIS INDUSTRIES INC 190,892 $ 17,115,377 0.31 % ARRIS INTERNATIONAL PLC 611,881 $ 17,108,193 0.31 % BANK OF THE OZARKS INC 395,681 $ 17,073,635 0.31 % DCT INDUSTRIAL TRUST INC 299,531 $ 16,875,577 0.30 % BROCADE COMMUNICATIONS SYSTEMS 1,336,114 $ 16,875,120 0.30 % ENERGEN CORP 316,285 $ 16,851,665 0.30 % CULLEN/FROST BANKERS INC 185,457 $ 16,835,786 0.30 % OSHKOSH CORP 243,717 $ 16,782,353 0.30 % MDU RESOURCES GROUP INC 636,390 $ 16,768,877 0.30 % BROWN & BROWN INC 374,790 $ 16,715,634 0.30 % HOLLY FRONTIER CORP 577,902 $ 16,666,690 0.30 % COMMERCE BANCSHARES INC 284,762 $ 16,527,586 0.30 % NATIONAL FUEL GAS CO 278,328 $ 16,479,801 0.30 % BRUNSWICK CORP 291,003 $ 16,473,680 0.30 % APTARGROUP INC 203,422 $ 16,462,942 0.30 % THOR INDUSTRIES INC 155,928 $ 16,427,015 0.30 % VECTREN CORP 270,302 $ 16,247,853 0.29 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS LIVE NATION INC 435,219 $ 16,220,612 0.29 % AECOM TECHNOLOGY CORP 507,453 $ 16,187,751 0.29 % BIO-RAD LABORATORIES INC 67,830 $ 15,982,783 0.29 % OLIN CORP 540,579 $ 15,936,269 0.29 % GENTEX CORP 936,059 $ 15,931,724 0.29 % DUNKIN BRANDS GROUP INC 300,294 $ 15,924,591 0.29 % TREEHOUSE FOODS INC 185,536 $ 15,739,019 0.28 % SONOCO PRODUCTS CO 323,839 $ 15,699,715 0.28 % AGCO CORP 217,460 $ 15,687,564 0.28 % TELEDYNE TECHNOLOGIES INC 114,981 $ 15,676,510 0.28 % OLD REPUBLIC INTERNATIONAL COR 798,766 $ 15,671,789 0.28 % AVNET INC 407,288 $ 15,631,713 0.28 % WEBSTER FINANCIAL CORP 300,447 $ 15,602,213 0.28 % SLM CORP 1,404,526 $ 15,562,148 0.28 % HOSPITALITY PROPERTIES T REIT 535,261 $ 15,554,685 0.28 % MEDICAL PROPERTIES TRUST INC REIT 1,186,061 $ 15,395,072 0.28 % CHARLES RIVER LABORATORIES INT 155,230 $ 15,243,586 0.27 % CYPRESS SEMICONDUCTOR CORP 1,073,462 $ 15,243,160 0.27 % CYRUSONE INC 254,408 $ 15,190,702 0.27 % ENTERTAINMENT PROPERTIES TRUST REIT 208,757 $ 15,109,832 0.27 % VOLVOLINE INC 666,356 $ 15,106,291 0.27 % PINNACLE FINANCIAL PARTNERS IN 236,243 $ 15,095,928 0.27 % HAIN CELESTIAL GROUP INC 337,081 $ 15,070,892 0.27 % SENIOR HOUSING PROPERTIES TRUS REIT 774,028 $ 15,054,845 0.28 % NCR CORP 394,925 $ 14,947,911 0.27 % WATSCO INC 99,047 $ 14,933,316 0.27 % EAGLE MATERIALS INC 158,159 $ 14,882,762 0.27 % SABRE CORP 670,551 $ 14,839,294 0.27 % MALLINCKRODT PLC - W/I 323,762 $ 14,828,300 0.27 % POOL CORP 134,741 $ 14,568,197 0.26 % HILL-ROM HOLDINGS INC 195,012 $ 14,532,294 0.26 % PROSPERITY BANCSHARES INC 226,427 $ 14,513,971 0.26 % PAREXEL INTERNATIONAL CORP 165,406 $ 14,476,333 0.26 % BLACKBAUD INC 156,526 $ 14,453,611 0.26 % CORE LABORATORIES NV 143,730 $ 14,449,177 0.26 % FNB CORP 1,052,810 $ 14,423,497 0.26 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS FAIR ISAAC CORP 100,898 $ 14,383,010 0.26 % WGL HOLDINGS INC 166,895 $ 14,306,239 0.26 % NATIONAL INSTRUMENTS CORP 346,267 $ 14,245,424 0.26 % MEDNAX INC 303,089 $ 14,239,121 0.26 % IDACORP INC 164,197 $ 14,180,053 0.26 % BED BATH & BEYOND INC 473,042 $ 14,143,956 0.25 % CATALENT INC 407,177 $ 14,129,042 0.25 % BIO TECHNE CORP 121,648 $ 14,100,220 0.25 % MURPHY OIL CORP 528,571 $ 14,049,417 0.25 % MASIMO CORP 148,319 $ 14,030,977 0.25 % WPX ENERGY INC 1,295,572 $ 13,966,266 0.25 % CURTISS-WRIGHT CORP 144,174 $ 13,901,257 0.25 % MEDIDATA SOLUTIONS INC 180,649 $ 13,875,650 0.25 % NEWMARKET CORP 30,126 $ 13,861,274 0.25 % SCOTTS MIRACLE-GRO CO 143,644 $ 13,788,388 0.25 % CARTERS INC 157,677 $ 13,675,326 0.25 % WRIGHT EXPRESS CORP 125,783 $ 13,670,096 0.25 % WINTRUST FINANCIAL CORP 181,363 $ 13,658,448 0.25 % CASEYS GENERAL STORES INC 127,666 $ 13,628,346 0.25 % TRINITY INDUSTRIES INC 495,850 $ 13,591,249 0.24 % TERADATA CORP 426,493 $ 13,571,007 0.24 % ROLLINS INC 312,564 $ 13,568,403 0.24 % EDGEWELL PERSONAL CARE CO 187,104 $ 13,508,909 0.24 % CINEMARK HOLDINGS INC 345,214 $ 13,428,825 0.24 % UNITED STATES STEEL CORP 569,123 $ 13,368,699 0.24 % LITTELFUSE INC 73,944 $ 13,323,230 0.24 % DUN & BRADSTREET CORP 120,227 $ 13,316,343 0.24 % UMPQUA HOLDINGS CORP 718,178 $ 13,315,020 0.24 % J2 GLOBAL CORP 157,035 $ 13,289,872 0.24 % FIRST HORIZON NATIONAL CORP 761,774 $ 13,277,721 0.24 % HANOVER INS GROUP INC/THE 139,048 $ 13,190,093 0.24 % ACADIA HEALTHCARE CO INC 248,983 $ 13,178,670 0.24 % ASHLAND GLOBAL HOLDINGS INC 202,774 $ 13,174,227 0.24 % UNITI GROUP INC 514,521 $ 13,171,738 0.24 % GENESEE & WYOMING INC. 200,474 $ 13,062,886 0.23 % EMCOR GROUP INC 193,008 $ 13,028,040 0.23 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS CIRRUS LOGIC INC 209,887 $ 12,895,457 0.23 % CNO FINANCIAL GROUP INC 558,214 $ 12,771,936 0.23 % MAXIMUS INC 211,219 $ 12,749,179 0.23 % RYDER SYSTEM INC 174,523 $ 12,698,293 0.23 % BEMIS CO INC 299,619 $ 12,694,857 0.23 % OWENS-ILLINOIS INC 530,145 $ 12,670,466 0.23 % HANCOCK HOLDING CO 275,401 $ 12,668,446 0.23 % MONOLITHIC POWER SYSTEMS INC 123,704 $ 12,657,393 0.23 % TEXAS CAPITAL BANCSHARES INC 161,506 $ 12,653,995 0.23 % HEALTHCARE REALTY TRUST INC REIT 379,415 $ 12,634,520 0.23 % FIRST SOLAR INC 254,868 $ 12,567,541 0.23 % WOODWARD GOVERNOR CO 179,690 $ 12,567,519 0.23 % CORELOGIC INC 275,802 $ 12,562,781 0.23 % COUSINS PROPERTIES INC REIT 1,364,961 $ 12,543,992 0.23 % TEREX CORP 318,025 $ 12,520,644 0.23 % WEINGARTEN REALTY INVESTORS REIT 384,883 $ 12,493,302 0.22 % VERSUM MATERIALS INC 354,114 $ 12,486,060 0.22 % CRANE CO 164,816 $ 12,443,608 0.22 % ONE GAS INC 170,896 $ 12,437,811 0.22 % HEALTHSOUTH CORPORATION 291,860 $ 12,421,562 0.22 % SOUTHWEST GAS HOLDINGS INC 154,969 $ 12,413,017 0.22 % SKECHERS USA INC 435,943 $ 12,245,639 0.22 % RAYONIER INC REIT 419,782 $ 12,203,063 0.22 % CRACKER BARREL OLD COUNTRY STO 78,343 $ 12,178,419 0.22 % REGAL-BELOIT CORP 146,008 $ 12,169,767 0.22 % BLACK HILLS CORP 174,203 $ 12,134,981 0.22 % WILLIAMS-SONOMA INC 259,718 $ 12,058,707 0.22 % PRIMERICA INC 148,267 $ 12,017,040 0.22 % GEO GROUP INC/THE 405,456 $ 11,900,134 0.21 % CIENA CORP 461,945 $ 11,895,084 0.21 % ASSOCIATED BANC CORP 496,329 $ 11,887,080 0.21 % NEW JERSEY RESOURCES CORP 281,658 $ 11,871,885 0.21 % ITT INC 288,909 $ 11,845,269 0.21 % LOUISIANA-PACIFIC CORP 471,652 $ 11,843,182 0.21 % UNITED BANKSHARES INC 341,639 $ 11,786,546 0.21 % HAWAIIAN ELECTRIC INDUSTRIES I 354,357 $ 11,690,237 0.21 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS FIRST INDUSTRIAL REALTY TRUST REIT 382,130 $ 11,662,608 0.21 % BANK OF HAWAII CORP 139,178 $ 11,645,023 0.21 % CABLE ONE INC 15,283 $ 11,613,552 0.21 % TECH DATA CORP 113,045 $ 11,575,808 0.21 % AMC NETWORKS INC 179,571 $ 11,483,565 0.21 % DELUXE CORP 158,038 $ 11,410,344 0.21 % VIASAT INC 172,639 $ 11,409,712 0.21 % LANDSTAR SYSTEM INC 136,610 $ 11,359,122 0.20 % STIFEL FINANCIAL CORP 223,041 $ 11,341,635 0.20 % INTEGRATED DEVICE TECHNOLOGY I 433,346 $ 11,327,664 0.20 % SYNNEX CORP 94,944 $ 11,290,740 0.20 % TAUBMAN CENTERS INC REIT 197,766 $ 11,246,952 0.20 % VALMONT INDUSTRIES INC 73,592 $ 11,237,498 0.20 % DANA INCORPORATED 471,040 $ 11,173,069 0.20 % CHEMICAL FIANANCIAL CORP 231,748 $ 11,167,936 0.20 % LEGG MASON INC 277,999 $ 11,122,740 0.20 % LIFE STORAGE INC REIT 151,505 $ 11,065,925 0.20 % CABOT CORP 203,573 $ 11,060,121 0.20 % DST SYSTEMS INC 201,256 $ 11,048,954 0.20 % TRANSOCEAN LTD 1,274,376 $ 11,023,352 0.20 % LASALLE HOTEL PROPERTIES REIT 368,920 $ 10,897,897 0.20 % NUVASIVE INC 165,083 $ 10,860,811 0.20 % CORPORATE OFFICE PROPERTIES REIT 323,998 $ 10,785,893 0.19 % SENSIENT TECHNOLOGIES CORP 144,216 $ 10,723,902 0.19 % KIRBY CORP 175,977 $ 10,716,999 0.19 % DICKS SPORTING GOODS INC 285,995 $ 10,679,053 0.19 % CORECIVIC INC 384,987 $ 10,664,140 0.19 % FLOWERS FOODS INC 599,959 $ 10,553,279 0.19 % MSC INDUSTRIAL DIRECT CO 146,914 $ 10,461,746 0.19 % PATTERSON-UTI ENERGY INC 538,753 $ 10,419,483 0.19 % TIMKEN CO 228,724 $ 10,406,942 0.19 % FULTON FINANCIAL CORP 569,632 $ 10,395,784 0.19 % TEGNA INC 699,645 $ 10,375,735 0.19 % SILICON LABORATORIES INC 137,989 $ 10,362,974 0.19 % PNM RESOURCES INC 259,550 $ 10,343,068 0.19 % NETSCOUT SYSTEMS 298,869 $ 10,310,981 0.19 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS NU SKIN ENTERPRISES INC 161,846 $ 10,254,563 0.18 % ENERSYS 141,801 $ 10,247,958 0.18 % VALLEY NATIONAL BANCORP 859,710 $ 10,213,355 0.18 % HOME BANCSHARES INC/CONWAY AR 411,269 $ 10,199,471 0.18 % SPROUTS FARMERS MARKETS INC 421,131 $ 10,136,623 0.18 % TUPPERWARE BRANDS CORP 165,285 $ 10,034,452 0.18 % SCIENCE APPLICATIONS INTE 142,414 $ 10,027,370 0.18 % MANHATTAN ASSOCIATES INC 226,281 $ 10,001,620 0.18 % UMB FINANCIAL CORP 142,945 $ 9,957,549 0.18 % JBG SMITH PROPERTIES 280,644 $ 9,957,249 0.18 % TEXAS ROADHOUSE INC 210,301 $ 9,947,237 0.18 % BELDEN INC 137,742 $ 9,909,159 0.18 % OFFICE DEPOT INC 1,683,453 $ 9,881,869 0.18 % SNYDERS LANCE INC 280,239 $ 9,749,515 0.18 % WASHINGTON FEDERAL INC 291,434 $ 9,748,467 0.18 % POLYONE CORP 266,399 $ 9,744,875 0.18 % INC RESEARCH HOLDINGS INC 176,296 $ 9,696,280 0.17 % KENNAMETAL INC 262,482 $ 9,685,586 0.17 % CONSOL ENERGY INC 577,197 $ 9,673,822 0.17 % CLEAN HARBORS INC 169,636 $ 9,635,325 0.17 % WENDYS CO THE 623,852 $ 9,632,275 0.17 % CABELAS INC 168,410 $ 9,596,002 0.17 % PITNEY BOWES INC 607,706 $ 9,565,292 0.17 % AKORN INC 284,100 $ 9,551,442 0.17 % ASPEN INSURANCE HOLDINGS LTD 195,468 $ 9,538,838 0.17 % MB FINANCIAL INC 232,191 $ 9,496,612 0.17 % AARONS INC 204,916 $ 9,483,512 0.17 % SOUTHWESTERN ENERGY CO 1,648,361 $ 9,395,658 0.17 % ESTERLINE TECHNOLOGIES CORP 97,018 $ 9,362,237 0.17 % MOLINA HEALTHCARE INC 139,309 $ 9,305,841 0.17 % ENERGIZER HOLDINGS INC 201,480 $ 9,282,184 0.17 % PRESTIGE BRANDS HOLDINGS 172,551 $ 9,253,910 0.17 % DYCOM INDUSTRIES INC 101,270 $ 9,175,062 0.17 % CATHAY GENERAL BANCORP 244,527 $ 9,157,536 0.16 % NORTHWESTERN CORP 157,856 $ 9,122,498 0.16 % SALLY BEAUTY HOLDINGS INC 447,830 $ 9,059,601 0.16 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS GRAHAM HOLDINGS CO 15,158 $ 8,979,599 0.16 % EDUCATION REALTY TRUST INC 238,461 $ 8,954,211 0.16 % ACI WORLDWIDE INC 384,635 $ 8,911,993 0.16 % JACK IN THE BOX INC 95,854 $ 8,891,417 0.16 % AUSGROUP LTD 88,155 $ 8,881,616 0.16 % TEMPUR-PEDIC INTERNATIONAL INC 152,791 $ 8,811,457 0.16 % CALATLANTIC GROUP INC 250,837 $ 8,804,379 0.16 % TCF FINANCIAL CORP 557,950 $ 8,793,292 0.16 % KLX INC 168,537 $ 8,750,441 0.16 % FEDERATED INVESTORS INC 302,302 $ 8,715,367 0.16 % TELEPHONE & DATA SYSTEMS INC 305,641 $ 8,689,374 0.16 % LIVANOVA PLC 141,288 $ 8,610,091 0.15 % MURPHY USA INC 112,643 $ 8,530,454 0.15 % SOTHEBY'S 149,314 $ 8,449,679 0.15 % AVIS BUDGET GROUP INC 274,476 $ 8,448,371 0.15 % TANGER FACTORY OUTLET CENTERS REIT 314,298 $ 8,306,896 0.15 % INTERDIGITAL INC 113,010 $ 8,232,779 0.15 % MINE SAFETY APPLIANCES CO 102,609 $ 8,225,137 0.15 % CREE INC 317,009 $ 8,213,703 0.15 % OCEANEERING INTERNATIONAL INC 320,176 $ 8,212,514 0.15 % WEBMD HEALTH CORP 122,948 $ 8,145,305 0.15 % BANCORPSOUTH INC 270,850 $ 8,139,043 0.15 % PBF ENERGY INC 357,414 $ 8,138,317 0.15 % COMMVAULT SYSTEMS INC 136,205 $ 8,111,008 0.15 % URBAN EDGE PROPERTIES 322,343 $ 8,100,480 0.15 % MINERALS TECHNOLOGIES INC 114,326 $ 8,094,281 0.15 % WILEY JOHN & SONS 145,931 $ 8,062,688 0.15 % DOMTAR CORP 203,943 $ 7,966,014 0.14 % GATX CORP 127,406 $ 7,877,513 0.14 % LIFEPOINT HOSPITALS INC 131,531 $ 7,812,941 0.14 % VISHAY INTERTECHNOLOGY INC 436,787 $ 7,796,648 0.14 % LANCASTER COLONY CORP 63,489 $ 7,785,021 0.14 % KNIGHT TRANSPORTATION INC 217,497 $ 7,753,768 0.14 % MACK-CALI REALTY CORP REIT 292,756 $ 7,681,917 0.14 % COMPASS MINERALS INTL 110,211 $ 7,610,070 0.14 % NEW YORK TIMES CO/THE 398,056 $ 7,563,064 0.14 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS CHURCHILL DOWNS INC 40,286 $ 7,535,496 0.14 % SILGAN HOLDINGS INC 244,362 $ 7,404,169 0.13 % MATADOR RESOURCES CO 303,607 $ 7,365,506 0.13 % CONVERGYS CORP 306,708 $ 7,351,791 0.13 % ALLSCRIPTS HEALTHCARE SOLUTION 591,297 $ 7,278,866 0.13 % WORLD FUEL SERVICES CORP 225,036 $ 7,277,664 0.13 % WORTHINGTON INDUSTRIES INC 143,176 $ 7,254,728 0.13 % BIG LOTS INC 145,934 $ 7,248,542 0.13 % GLOBUS MEDICAL INC 235,271 $ 7,234,583 0.13 % NABORS INDUSTRIES LTD 931,273 $ 7,180,115 0.13 % GAMESTOP CORP 329,965 $ 7,156,941 0.13 % ENDO PHARMACEUTICALS HOLDINGS 647,034 $ 7,130,315 0.13 % MERCURY GENERAL CORP 118,951 $ 7,123,975 0.13 % MEREDITH CORP 119,514 $ 7,105,107 0.13 % VERIFONE HOLDINGS INC 363,693 $ 7,095,650 0.13 % TRUSTMARK CORP 220,692 $ 7,053,316 0.13 % COMMERCIAL METALS CO 377,261 $ 7,017,055 0.13 % KBR INC 466,462 $ 6,959,613 0.13 % MICHAELS COS INC THE 344,681 $ 6,941,875 0.12 % CHEESECAKE FACTORY/THE 145,348 $ 6,915,658 0.12 % ACXIOM CORP 255,815 $ 6,899,331 0.12 % TRI POINTE HOMES INC 518,282 $ 6,893,151 0.12 % DECKERS OUTDOOR CORP 104,238 $ 6,760,877 0.12 % QEP RESOURCES INC 783,674 $ 6,716,086 0.12 % ALLEGHENY TECHNOLOGIES INC 354,592 $ 6,715,972 0.12 % INTERNATIONAL BANCSHARES CORP 189,406 $ 6,704,972 0.12 % CARE CAPITAL PROPERTIES INC 273,873 $ 6,633,204 0.12 % MILLER HERMAN INC 194,807 $ 6,560,126 0.12 % GULFPORT ENERGY CORP 518,315 $ 6,541,135 0.12 % OWENS & MINOR INC 199,424 $ 6,427,436 0.12 % AMERICAN EAGLE OUTFITTERS INC 542,067 $ 6,418,073 0.12 % GRANITE CONSTRUCTION INC 129,745 $ 6,360,100 0.11 % UNITED NATURAL FOODS INC 164,855 $ 6,351,863 0.11 % POTLATCH CORP REIT 132,323 $ 6,331,656 0.11 % ALEXANDER AND BALDWIN INC 150,538 $ 6,312,058 0.11 % COOPER TIRE & RUBBER COMPANY 172,480 $ 6,304,144 0.11 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS KEMPER CORP 158,780 $ 6,232,115 0.11 % KB HOME 270,765 $ 6,205,934 0.11 % CARPENTER TECHNOLOGY CORP 152,303 $ 6,157,610 0.11 % PAPA JOHN'S INTERNATIONAL INC 86,256 $ 6,152,640 0.11 % HALYARD HEALTH INC 152,073 $ 6,116,376 0.11 % NEUSTAR INC 181,741 $ 6,070,149 0.11 % ADTALEM GLOBAL EDUCATION INC 185,699 $ 6,035,218 0.11 % 3D SYSTEMS CORP 352,306 $ 5,918,741 0.11 % SYNAPTICS INC 111,782 $ 5,880,851 0.11 % DIEBOLD NIXDORF 245,939 $ 5,754,973 0.10 % CARS COM INC 233,215 $ 5,667,125 0.10 % BRINKER INTERNATIONAL INC 159,439 $ 5,655,301 0.10 % BUFFALO WILD WINGS INC 52,591 $ 5,653,533 0.10 % URBAN OUTFITTERS INC 287,983 $ 5,641,587 0.10 % NOW INC COM 350,831 $ 5,588,738 0.10 % GENWORTH FINANCIAL INC 1,625,808 $ 5,576,521 0.10 % SM ENERGY CO 319,026 $ 5,547,862 0.10 % DRIL-QUIP INC 123,281 $ 5,498,333 0.10 % WASHINGTON PRIME GROUP INC 603,921 $ 5,447,367 0.10 % HNI CORP 143,675 $ 5,423,731 0.10 % SUPERIOR ENERGY SERVICES INC 497,997 $ 5,358,448 0.10 % ENSCO PLC A 989,263 $ 5,233,201 0.09 % AVON PRODUCTS INC 1,433,229 $ 5,216,954 0.09 % DILLARD'S INC 70,559 $ 5,208,665 0.09 % QUALITY CARE PROPERTIES 304,985 $ 5,129,848 0.09 % PLANTRONICS INC 108,953 $ 4,922,497 0.09 % ROWAN COS INC 410,888 $ 4,795,063 0.09 % BOSTON BEER CO INC 30,121 $ 4,722,973 0.08 % ISHARES TR IBOXX INV CP ETF 26,900 $ 4,720,681 0.08 % GREIF INC 84,120 $ 4,718,291 0.08 % TENET HEALTHCARE CORP 262,059 $ 4,546,724 0.08 % DEAN FOODS CO 296,135 $ 4,442,025 0.08 % FTI CONSULTING INC 134,649 $ 4,417,834 0.08 % KNOWLES CORP WHEN ISSUED 290,730 $ 4,404,560 0.08 % WERNER ENTERPRISES INC 145,902 $ 4,325,994 0.08 % OIL STATES INTERNATIONAL INC 168,267 $ 4,181,435 0.08 %

SCHEDULE OF INVESTMENTS MARKET % OF SECURITY SHARES VALUE ASSETS HSN INC 104,103 $ 4,127,684 0.07 % FRONTIER COMMUNICATIONS CORP 254,829 $ 3,901,428 0.07 % INTERNATIONAL SPEEDWAY CORP 82,263 $ 2,945,015 0.05 % DIAMOND OFFSHORE DRILLING INC 210,155 $ 2,610,125 0.05 % TOOTSIE ROLL INDUSTRIES INC 57,827 $ 2,151,164 0.04 %

TOTAL MARKET VALUE $ 5,360,229,735 96.40% CASH AND OTHER $ 200,059,037 3.60% TOTAL PORTFOLIO $ 5,560,288,772 100.00%

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. Each index-based investment option is invested in the stocks or bonds of the index it tracks. Performance of indexes reflects the unmanaged result for the market segment the selected stocks or bonds represent. There is no assurance an index-based investment option will match the performance of the index tracked. Portfolio holdings may not reflect the current portfolio composition. The holdings listed do not constitute a recommendation to purchase or sell a particular security.

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