ONTARIO TEACHERS PENSION PLAN BOARD Diversified Active

Location: Toronto, Ontario, Canada

CIK: 0000937567 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value: $10.36B (99.3% shares, 0.7% debt)

Holdings (571)

MAC MACERICH CO/THE 18.1%

Value $1.879B Shares 23,286,237 Est. Cost $81.07 Unrealized —

EEM ISHARES TR 6.0%

Value $619M Shares 19,235,917 Est. Cost $35.77 Unrealized —

— INC RESEARCH HOLDING 4.8%

Value $500M Shares 10,302,711 Est. Cost $26.20 Unrealized —

XPO XPO LOGISTICS INC 2.0%

Value $210M Shares 7,706,021 Est. Cost $13.69 Unrealized -27.5%

MSFT MICROSOFT CORP 1.8%

Value $182M Shares 3,287,318 Est. Cost $31.63 Unrealized +45.2%

— ACE LTD 1.6%

Value $169M Shares 1,447,148 Est. Cost $89.69 Unrealized —

— AIRCASTLE LTD 1.6%

Value $165M Shares 7,887,029 Est. Cost $16.26 Unrealized —

— FIRST DATA CORP- CLA 1.5%

Value $158M Shares 9,886,393 Est. Cost $16.02 Unrealized —

JD JD.COM INC-ADR 1.5%

Value $158M Shares 4,900,000 Est. Cost $28.51 Unrealized —

— SPRINT CORP 1.4%

Value $148M Shares 40,921,059 Est. Cost $5.18 Unrealized —

JPM JPMORGAN CHASE & CO 1.4%

Value $142M Shares 2,145,451 Est. Cost $43.36 Unrealized +14.6%

COF CAPITAL ONE FINL CORP 1.3%

Value $135M Shares 1,865,889 Est. Cost $49.42 Unrealized +29.1%

DIS DISNEY WALT CO 1.1%

Value $118M Shares 1,120,226 Est. Cost $56.83 Unrealized +79.9%

TMO THERMO FISHER SCIENTIFIC INC 1.1%

Value $114M Shares 803,424 Est. Cost $79.76 Unrealized +62.4%

MET METLIFE INC 1.1%

Value $109M Shares 2,264,707 Est. Cost $27.94 Unrealized +11.7%

BB BLACKBERRY LTD 1.0%

Value $106M Shares 11,443,303 Est. Cost $9.73 Unrealized -21.0%

— BUNGE LIMITED 1.0%

Value $101M Shares 1,485,000 Est. Cost $76.49 Unrealized —

— TWENTY FIRST CENTY FOX INC 1.0%

Value $101M Shares 3,715,530 Est. Cost $33.47 Unrealized —

— PRECISION CASTPARTS CORP 0.9%

Value $98.21M Shares 423,287 Est. Cost $223.49 Unrealized —

MDT MEDTRONIC PLC 0.9%

Value $93.14M Shares 1,210,938 Est. Cost $58.13 Unrealized +0.7%

— NOBLE ENERGY INC 0.9%

Value $91.82M Shares 2,788,225 Est. Cost $57.77 Unrealized —

C CITIGROUP INC 0.9%

Value $88.75M Shares 1,714,945 Est. Cost $37.54 Unrealized +5.6%

XLV SELECT SECTOR SPDR TR 0.8%

Value $84.64M Shares 1,175,000 Est. Cost $68.30 Unrealized —

— STERICYCLE INC 0.8%

Value $84.41M Shares 699,907 Est. Cost $117.76 Unrealized —

GOOG ALPHABET INC 0.8%

Value $80.94M Shares 106,659 Est. Cost $35.61 Unrealized 0.0%

BK BANK NEW YORK MELLON CORP 0.8%

Value $79.78M Shares 1,935,430 Est. Cost $21.95 Unrealized +48.0%

WDC WESTERN DIGITAL CORP 0.8%

Value $78.69M Shares 1,310,381 Est. Cost $42.09 Unrealized +3.5%

FRCB FIRST REP BK SAN FRANCISCO C 0.7%

Value $76.3M Shares 1,155,000 Est. Cost $44.18 Unrealized +41.9%

WFC WELLS FARGO & CO NEW 0.7%

Value $75.67M Shares 1,391,980 Est. Cost $28.81 Unrealized +41.8%

— PANDORA MEDIA INC 0.7%

Value $73.75M Shares 5,500,000 Est. Cost $14.79 Unrealized —

— SUNTRUST BKS INC 0.7%

Value $73.59M Shares 1,717,844 Est. Cost $31.57 Unrealized —

MDLZ MONDELEZ INTL INC 0.7%

Value $72.93M Shares 1,626,425 Est. Cost $34.45 Unrealized +3.0%

UBS UBS GROUP AG 0.7%

Value $67.66M Shares 3,469,744 Est. Cost $17.44 Unrealized +11.9%

— MONSANTO CO NEW 0.6%

Value $66.99M Shares 679,976 Est. Cost $90.05 Unrealized —

CMCSA COMCAST CORP NEW 0.6%

Value $66.55M Shares 1,179,265 Est. Cost $18.35 Unrealized +29.5%

XLK SELECT SECTOR SPDR TR 0.6%

Value $66.39M Shares 1,550,000 Est. Cost $40.81 Unrealized —

PFE PFIZER INC 0.6%

Value $62.62M Shares 1,939,755 Est. Cost $17.13 Unrealized +18.9%

AIG AMERICAN INTL GROUP INC 0.6%

Value $62M Shares 1,000,525 Est. Cost $39.58 Unrealized +19.6%

CCL CARNIVAL CORP 0.6%

Value $60.95M Shares 1,118,767 Est. Cost $30.91 Unrealized +45.7%

— PRAXAIR INC 0.5%

Value $56.72M Shares 553,920 Est. Cost $104.53 Unrealized —

GT GOODYEAR TIRE & RUBR CO 0.5%

Value $56.36M Shares 1,725,158 Est. Cost $18.05 Unrealized +81.7%

BAC BANK AMER CORP 0.5%

Value $56.34M Shares 3,347,740 Est. Cost $13.18 Unrealized +2.9%

DVN DEVON ENERGY CORP NEW 0.5%

Value $55.78M Shares 1,743,086 Est. Cost $47.14 Unrealized -39.8%

— DOW CHEM CO 0.5%

Value $54.99M Shares 1,068,270 Est. Cost $38.39 Unrealized —

— SOUTHWESTERN ENERGY CO 0.5%

Value $54.48M Shares 7,662,746 Est. Cost $17.12 Unrealized —

PG PROCTER & GAMBLE CO 0.5%

Value $52.14M Shares 656,548 Est. Cost $56.67 Unrealized +2.2%

AMGN AMGEN INC 0.5%

Value $47.09M Shares 290,118 Est. Cost $104.03 Unrealized +12.0%

GOOGL ALPHABET INC-CL A 0.4%

Value $45.76M Shares 58,817 Est. Cost $36.73 Unrealized 0.0%

DHR DANAHER CORP DEL 0.4%

Value $44.99M Shares 484,401 Est. Cost $27.85 Unrealized +37.2%

GM GENERAL MTRS CO 0.4%

Value $44.59M Shares 1,311,158 Est. Cost $25.79 Unrealized +7.4%

— TIME WARNER CABLE INC 0.4%

Value $43.19M Shares 232,728 Est. Cost $119.51 Unrealized —

RF REGIONS FINL CORP NEW 0.4%

Value $43.07M Shares 4,486,483 Est. Cost $6.00 Unrealized +11.3%

MU MICRON TECHNOLOGY INC 0.4%

Value $41.3M Shares 2,916,864 Est. Cost $23.40 Unrealized -33.3%

IWM ISHARES TR 0.4%

Value $39.21M Shares 348,200 Est. Cost $114.67 Unrealized —

GIS GENERAL MLS INC 0.4%

Value $38.98M Shares 676,010 Est. Cost $32.18 Unrealized +25.7%

TEVA TEVA PHARMACEUTICAL INDS LTD 0.4%

Value $38.48M Shares 586,300 Est. Cost $61.01 Unrealized —

TSLA TESLA MTRS INC 0.4%

Value $38.4M Shares 160,000 Est. Cost $13.76 Unrealized +8.7%

MGA MAGNA INTL INC 0.4%

Value $38.01M Shares 940,806 Est. Cost $36.27 Unrealized -4.8%

CSX CSX CORP 0.3%

Value $36.21M Shares 1,395,418 Est. Cost $6.98 Unrealized +11.6%

— ENCANA CORP 0.3%

Value $34.88M Shares 6,891,442 Est. Cost $13.86 Unrealized —

NEE NEXTERA ENERGY INC 0.3%

Value $34.79M Shares 334,910 Est. Cost $14.96 Unrealized +30.4%

QCOM QUALCOMM INC 0.3%

Value $34.14M Shares 683,088 Est. Cost $39.99 Unrealized 0.0%

ALL ALLSTATE CORP 0.3%

Value $33.24M Shares 535,393 Est. Cost $49.08 Unrealized +1.4%

— PLATFORM SPECIALTY PRODS COR 0.3%

Value $33.19M Shares 2,586,792 Est. Cost $22.08 Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.3%

Value $33.06M Shares 406,744 Est. Cost $61.30 Unrealized —

CNQ CANADIAN NAT RES LTD 0.3%

Value $31.56M Shares 1,450,165 Est. Cost $9.03 Unrealized -19.9%

— MCGRAW HILL FINL INC 0.3%

Value $31.06M Shares 315,097 Est. Cost $60.86 Unrealized —

— VIACOM INC NEW 0.3%

Value $28.12M Shares 683,292 Est. Cost $68.03 Unrealized —

— THOMSON REUTERS CORP 0.3%

Value $27.92M Shares 739,890 Est. Cost $37.73 Unrealized —

FIS FIDELITY NATL INFORMATION SV 0.3%

Value $27.76M Shares 458,128 Est. Cost $53.92 Unrealized +2.9%

EPI WISDOMTREE TR 0.3%

Value $26.9M Shares 1,354,690 Est. Cost $21.42 Unrealized —

AXP AMERICAN EXPRESS CO 0.3%

Value $26.37M Shares 379,142 Est. Cost $67.82 Unrealized -7.3%

— CEMPRA INC 0.3%

Value $26.04M Shares 836,382 Est. Cost $10.67 Unrealized —

HD HOME DEPOT INC 0.2%

Value $25.15M Shares 190,147 Est. Cost $63.00 Unrealized +58.7%

EOG EOG RES INC 0.2%

Value $25.05M Shares 353,845 Est. Cost $72.55 Unrealized -17.6%

PNR PENTAIR PLC 0.2%

Value $24.52M Shares 495,000 Est. Cost $41.45 Unrealized -25.4%

BIDU BAIDU INC 0.2%

Value $22.68M Shares 120,000 Est. Cost $141.81 Unrealized —

INDA ISHARES TR 0.2%

Value $22.62M Shares 822,500 Est. Cost $29.99 Unrealized —

XLF SELECT SECTOR SPDR TR 0.2%

Value $22.04M Shares 925,000 Est. Cost $23.17 Unrealized —

XOM EXXON MOBIL CORP 0.2%

Value $21.47M Shares 275,451 Est. Cost $54.32 Unrealized -5.4%

MRSH MARSH & MCLENNAN COS INC 0.2%

Value $21.18M Shares 381,898 Est. Cost $44.62 Unrealized +4.0%

— PNC FINL SVCS GROUP INC 0.2%

Value $20.32M Shares 707,600 Est. Cost $15.10 Unrealized —

TXN TEXAS INSTRS INC 0.2%

Value $20.29M Shares 370,268 Est. Cost $26.50 Unrealized +59.6%

ABT ABBOTT LABS 0.2%

Value $20.2M Shares 449,833 Est. Cost $32.27 Unrealized +13.3%

UPS UNITED PARCEL SERVICE INC 0.2%

Value $20.04M Shares 208,216 Est. Cost $63.78 Unrealized +10.7%

DB DEUTSCHE BANK AG 0.2%

Value $19.01M Shares 777,051 Est. Cost $28.15 Unrealized -27.1%

— TIME WARNER INC 0.2%

Value $18.51M Shares 286,234 Est. Cost $78.97 Unrealized —

MFC MANULIFE FINL CORP 0.2%

Value $18.35M Shares 1,229,035 Est. Cost $16.76 Unrealized -3.8%

— VIMPELCOM LTD 0.2%

Value $18.13M Shares 5,527,275 Est. Cost $8.24 Unrealized —

— WELLS FARGO & CO NEW 0.2%

Value $18.08M Shares 882,600 Est. Cost $13.67 Unrealized —

FXI ISHARES TR 0.2%

Value $16.23M Shares 460,000 Est. Cost $39.68 Unrealized —

— ISHARES 0.2%

Value $16.12M Shares 200,000 Est. Cost — Unrealized —

— ISHARES 0.2%

Value $16.12M Shares 200,000 Est. Cost — Unrealized —

— MINDRAY MEDICAL INTL LTD 0.2%

Value $15.93M Shares 587,335 Est. Cost $29.46 Unrealized —

T AT&T INC 0.2%

Value $15.66M Shares 455,103 Est. Cost $12.21 Unrealized +1.8%

— ADAMAS PHARMACEUTICA 0.1%

Value $15.51M Shares 547,683 Est. Cost $18.28 Unrealized —

— WASTE CONNECTIONS INC 0.1%

Value $14.93M Shares 265,000 Est. Cost $48.26 Unrealized —

— AVON PRODS INC 0.1%

Value $14.8M Shares 3,654,500 Est. Cost $8.50 Unrealized —

FLS FLOWSERVE CORP 0.1%

Value $14.43M Shares 342,793 Est. Cost $56.58 Unrealized -36.3%

PEP PEPSICO INC 0.1%

Value $13.91M Shares 139,242 Est. Cost $60.03 Unrealized +22.4%

CVX CHEVRON CORP NEW 0.1%

Value $13.8M Shares 153,431 Est. Cost $71.04 Unrealized -17.7%

KO COCA COLA CO 0.1%

Value $13.52M Shares 314,593 Est. Cost $28.25 Unrealized +9.2%

CMG CHIPOTLE MEXICAN GRILL INC 0.1%

Value $13.31M Shares 27,739 Est. Cost $12.05 Unrealized +1.5%

GS GOLDMAN SACHS GROUP INC 0.1%

Value $12.63M Shares 70,053 Est. Cost $149.44 Unrealized +1.1%

CVE CENOVUS ENERGY INC 0.1%

Value $12.56M Shares 996,699 Est. Cost $21.15 Unrealized -41.8%

D DOMINION RES INC VA NEW 0.1%

Value $12.55M Shares 185,548 Est. Cost $37.88 Unrealized +17.7%

— INGERSOLL-RAND PLC 0.1%

Value $12.44M Shares 225,000 Est. Cost $56.52 Unrealized —

WMT WAL-MART STORES INC 0.1%

Value $12.41M Shares 202,470 Est. Cost $19.17 Unrealized -13.3%

JNJ JOHNSON & JOHNSON 0.1%

Value $11.67M Shares 113,614 Est. Cost $62.98 Unrealized +20.6%

— CHESAPEAKE ENERGY CORP 0.1%

Value $11.23M Shares 25,000,000 Est. Cost $0.97 Unrealized —

— BLACKROCK INC 0.1%

Value $11.04M Shares 32,419 Est. Cost $346.83 Unrealized —

CAG CONAGRA FOODS INC 0.1%

Value $10.82M Shares 256,607 Est. Cost $19.03 Unrealized +17.9%

SNA SNAP ON INC 0.1%

Value $10.71M Shares 62,468 Est. Cost $109.06 Unrealized +20.0%

SWK STANLEY BLACK & DECKER INC 0.1%

Value $10.58M Shares 99,090 Est. Cost $70.15 Unrealized +15.7%

ALLE ALLEGION PUB LTD CO 0.1%

Value $9.888M Shares 150,000 Est. Cost $39.36 Unrealized +45.2%

MCD MCDONALDS CORP 0.1%

Value $9.868M Shares 83,532 Est. Cost $72.10 Unrealized +21.0%

— NORDSTROM INC 0.1%

Value $9.833M Shares 197,420 Est. Cost $61.48 Unrealized —

SPG SIMON PPTY GROUP INC NEW 0.1%

Value $9.682M Shares 49,792 Est. Cost $89.32 Unrealized +29.7%

MRK MERCK & CO INC NEW 0.1%

Value $9.142M Shares 173,070 Est. Cost $32.71 Unrealized +12.4%

SBUX STARBUCKS CORP 0.1%

Value $9.108M Shares 151,718 Est. Cost $36.56 Unrealized +35.1%

IBM INTERNATIONAL BUSINESS MACHS 0.1%

Value $9.041M Shares 65,697 Est. Cost $104.84 Unrealized -16.5%

EL LAUDER ESTEE COS INC 0.1%

Value $8.893M Shares 100,989 Est. Cost $67.51 Unrealized +10.8%

— TWENTY FIRST CENTY FOX INC 0.1%

Value $8.85M Shares 325,000 Est. Cost $33.91 Unrealized —

CVS CVS HEALTH CORP 0.1%

Value $8.848M Shares 90,493 Est. Cost $59.96 Unrealized +21.1%

MO ALTRIA GROUP INC 0.1%

Value $8.8M Shares 151,185 Est. Cost $18.96 Unrealized +55.4%

KR KROGER CO 0.1%

Value $8.735M Shares 208,816 Est. Cost $25.79 Unrealized +22.7%

MKC MCCORMICK & CO INC 0.1%

Value $8.711M Shares 101,817 Est. Cost $30.14 Unrealized +15.5%

DHI D R HORTON INC 0.1%

Value $8.539M Shares 266,581 Est. Cost $24.39 Unrealized +14.3%

MS MORGAN STANLEY 0.1%

Value $8.401M Shares 264,100 Est. Cost $25.36 Unrealized -1.4%

LOW LOWES COS INC 0.1%

Value $8.299M Shares 109,140 Est. Cost $43.09 Unrealized +43.2%

PSA PUBLIC STORAGE 0.1%

Value $8.191M Shares 33,068 Est. Cost $115.10 Unrealized +36.2%

COST COSTCO WHSL CORP NEW 0.1%

Value $8.147M Shares 50,447 Est. Cost $99.98 Unrealized +32.9%

PNC PNC FINL SVCS GROUP INC 0.1%

Value $8.095M Shares 84,936 Est. Cost $55.03 Unrealized +22.1%

OMF ONEMAIN HLDGS INC 0.1%

Value $8.021M Shares 193,100 Est. Cost $45.93 Unrealized 0.0%

SO SOUTHERN CO 0.1%

Value $7.994M Shares 170,851 Est. Cost $27.91 Unrealized +6.1%

CAH CARDINAL HEALTH INC 0.1%

Value $7.883M Shares 88,301 Est. Cost $51.59 Unrealized +23.3%

— TRANSCANADA CORP 0.1%

Value $7.73M Shares 237,610 Est. Cost $37.34 Unrealized —

DUK DUKE ENERGY CORP NEW 0.1%

Value $7.693M Shares 107,757 Est. Cost $46.28 Unrealized +0.2%

USB US BANCORP DEL 0.1%

Value $7.655M Shares 179,400 Est. Cost $24.75 Unrealized +19.6%

AFL AFLAC INC 0.1%

Value $7.607M Shares 127,000 Est. Cost $22.23 Unrealized +10.4%

PHM PULTE GROUP INC 0.1%

Value $7.602M Shares 426,606 Est. Cost $17.90 Unrealized -8.1%

— UNITED TECHNOLOGIES CORP 0.1%

Value $7.539M Shares 78,469 Est. Cost $108.01 Unrealized —

— EXPRESS SCRIPTS HLDG CO 0.1%

Value $7.524M Shares 86,079 Est. Cost $71.32 Unrealized —

Value $7.458M Shares 49,512 Est. Cost $72.08 Unrealized +27.8%

CSCO CISCO SYS INC 0.1%

Value $7.402M Shares 272,601 Est. Cost $16.38 Unrealized +23.1%

COR AMERISOURCEBERGEN CORP 0.1%

Value $7.374M Shares 71,100 Est. Cost $61.79 Unrealized +17.8%

NWSA NEWS CORP NEW 0.1%

Value $7.254M Shares 542,948 Est. Cost $14.11 Unrealized -11.4%

— MEAD JOHNSON NUTRITION CO 0.1%

Value $7.25M Shares 91,834 Est. Cost $85.85 Unrealized —

HON HONEYWELL INTL INC 0.1%

Value $7.246M Shares 69,964 Est. Cost $60.54 Unrealized +22.7%

AEP AMERICAN ELEC PWR INC 0.1%

Value $7.221M Shares 123,927 Est. Cost $35.97 Unrealized +10.2%

FISV FISERV INC 0.1%

Value $7.208M Shares 78,813 Est. Cost $32.96 Unrealized +42.5%

PGR PROGRESSIVE CORP OHIO 0.1%

Value $7.165M Shares 225,323 Est. Cost $18.89 Unrealized +24.0%

UNP UNION PAC CORP 0.1%

Value $7.163M Shares 91,598 Est. Cost $85.11 Unrealized -19.8%

CME CME GROUP INC 0.1%

Value $7.122M Shares 78,607 Est. Cost $51.92 Unrealized +21.3%

— RAYTHEON CO 0.1%

Value $7.105M Shares 57,057 Est. Cost $77.66 Unrealized —

PAYX PAYCHEX INC 0.1%

Value $7.094M Shares 134,118 Est. Cost $31.66 Unrealized +21.8%

— BONANZA CREEK ENERGY INC 0.1%

Value $7.094M Shares 1,346,153 Est. Cost $24.66 Unrealized —

EFX EQUIFAX INC 0.1%

Value $7.092M Shares 63,682 Est. Cost $73.05 Unrealized +34.4%

TGT TARGET CORP 0.1%

Value $7.064M Shares 97,291 Est. Cost $51.46 Unrealized +7.4%

PPL PPL CORP 0.1%

Value $6.984M Shares 204,637 Est. Cost $18.56 Unrealized +15.6%

GD GENERAL DYNAMICS CORP 0.1%

Value $6.954M Shares 50,628 Est. Cost $81.18 Unrealized +41.2%

— TOTAL SYS SVCS INC 0.1%

Value $6.912M Shares 138,794 Est. Cost $36.41 Unrealized —

— L BRANDS INC 0.1%

Value $6.894M Shares 71,943 Est. Cost $76.55 Unrealized —

PCG PG&E CORP 0.1%

Value $6.887M Shares 129,481 Est. Cost $43.84 Unrealized +12.6%

— CHESAPEAKE ENERGY CORP 0.1%

Value $6.853M Shares 15,000,000 Est. Cost $0.96 Unrealized —

NDAQ NASDAQ INC 0.1%

Value $6.833M Shares 117,460 Est. Cost $14.57 Unrealized +10.9%

AIZ ASSURANT INC 0.1%

Value $6.805M Shares 84,494 Est. Cost $50.37 Unrealized +33.6%

LEG LEGGETT & PLATT INC 0.1%

Value $6.8M Shares 161,822 Est. Cost $43.81 Unrealized +1.3%

ROP ROPER TECHNOLOGIES INC 0.1%

Value $6.782M Shares 35,735 Est. Cost $141.09 Unrealized +22.2%

EQR EQUITY RESIDENTIAL 0.1%

Value $6.769M Shares 82,968 Est. Cost $38.74 Unrealized +20.8%

AZO AUTOZONE INC 0.1%

Value $6.756M Shares 9,106 Est. Cost $549.25 Unrealized +38.9%

ICE INTERCONTINENTAL EXCHANGE IN 0.1%

Value $6.706M Shares 26,170 Est. Cost $37.62 Unrealized +17.4%

ITW ILLINOIS TOOL WKS INC 0.1%

Value $6.696M Shares 72,247 Est. Cost $61.95 Unrealized +15.3%

— PEOPLES UNITED FINANCIAL INC 0.1%

Value $6.689M Shares 414,168 Est. Cost $15.21 Unrealized —

ED CONSOLIDATED EDISON INC 0.1%

Value $6.657M Shares 103,577 Est. Cost $41.16 Unrealized +8.4%

— AIRGAS INC 0.1%

Value $6.634M Shares 47,959 Est. Cost $104.10 Unrealized —

MCK MCKESSON CORP 0.1%

Value $6.631M Shares 33,619 Est. Cost $152.84 Unrealized +14.2%

— DENTSPLY INTL INC NEW 0.1%

Value $6.62M Shares 108,798 Est. Cost $49.10 Unrealized —

BDX BECTON DICKINSON & CO 0.1%

Value $6.586M Shares 42,743 Est. Cost $108.63 Unrealized +13.6%

F FORD MTR CO DEL 0.1%

Value $6.577M Shares 466,763 Est. Cost $7.74 Unrealized +7.8%

— REYNOLDS AMERICAN INC 0.1%

Value $6.558M Shares 142,096 Est. Cost $60.78 Unrealized —

AVY AVERY DENNISON CORP 0.1%

Value $6.517M Shares 104,003 Est. Cost $42.44 Unrealized +23.5%

PRGO PERRIGO CO PLC 0.1%

Value $6.512M Shares 45,000 Est. Cost $153.66 Unrealized +0.1%

CTAS CINTAS CORP 0.1%

Value $6.51M Shares 71,500 Est. Cost $16.91 Unrealized +21.2%

RSG REPUBLIC SVCS INC 0.1%

Value $6.502M Shares 147,817 Est. Cost $26.48 Unrealized +38.4%

— BB&T CORP 0.1%

Value $6.487M Shares 171,581 Est. Cost $37.03 Unrealized —

WM WASTE MGMT INC DEL 0.1%

Value $6.472M Shares 121,265 Est. Cost $42.84 Unrealized +2.5%

ETR ENTERGY CORP NEW 0.1%

Value $6.467M Shares 94,609 Est. Cost $24.37 Unrealized -7.3%

AVB AVALONBAY CMNTYS INC 0.1%

Value $6.464M Shares 35,106 Est. Cost $106.87 Unrealized +19.0%

XEL XCEL ENERGY INC 0.1%

Value $6.453M Shares 179,712 Est. Cost $22.81 Unrealized +14.0%

ES EVERSOURCE ENERGY 0.1%

Value $6.437M Shares 126,046 Est. Cost $36.01 Unrealized -0.4%

PNW PINNACLE WEST CAP CORP 0.1%

Value $6.427M Shares 99,670 Est. Cost $41.11 Unrealized +4.1%

ORCL ORACLE CORP 0.1%

Value $6.416M Shares 175,632 Est. Cost $32.64 Unrealized +0.6%

WELL WELLTOWER INC 0.1%

Value $6.392M Shares 93,956 Est. Cost $44.78 Unrealized -1.0%

V VISA INC 0.1%

Value $6.389M Shares 82,391 Est. Cost $59.93 Unrealized +20.4%

MSI MOTOROLA SOLUTIONS INC 0.1%

Value $6.388M Shares 93,318 Est. Cost $53.10 Unrealized +11.8%

EIX EDISON INTL 0.1%

Value $6.341M Shares 107,094 Est. Cost $38.12 Unrealized +6.8%

CINF CINCINNATI FINL CORP 0.1%

Value $6.335M Shares 107,057 Est. Cost $37.48 Unrealized +19.5%

HBAN HUNTINGTON BANCSHARES INC 0.1%

Value $6.316M Shares 571,066 Est. Cost $6.58 Unrealized +12.0%

SYY SYSCO CORP 0.1%

Value $6.284M Shares 153,258 Est. Cost $27.41 Unrealized +14.8%

CCI CROWN CASTLE INTL CORP NEW 0.1%

Value $6.275M Shares 72,581 Est. Cost $52.46 Unrealized +5.9%

— ROCKWELL COLLINS INC 0.1%

Value $6.261M Shares 67,837 Est. Cost $64.95 Unrealized —

ADP AUTOMATIC DATA PROCESSING IN 0.1%

Value $6.257M Shares 73,853 Est. Cost $56.71 Unrealized +21.9%

— BARD C R INC 0.1%

Value $6.252M Shares 33,002 Est. Cost $149.73 Unrealized —

MNST MONSTER BEVERAGE CORP NEW 0.1%

Value $6.238M Shares 41,880 Est. Cost $22.33 Unrealized +8.1%

ESS ESSEX PPTY TR INC 0.1%

Value $6.196M Shares 25,881 Est. Cost $145.41 Unrealized +13.2%

NWL NEWELL RUBBERMAID INC 0.1%

Value $6.17M Shares 139,964 Est. Cost $29.09 Unrealized 0.0%

— HCP INC 0.1%

Value $6.164M Shares 161,202 Est. Cost $42.63 Unrealized —

— BAXALTA INC 0.1%

Value $6.154M Shares 157,677 Est. Cost $34.87 Unrealized —

— DISCOVER FINL SVCS 0.1%

Value $6.131M Shares 114,342 Est. Cost $52.98 Unrealized —

TJX TJX COS INC NEW 0.1%

Value $6.127M Shares 86,400 Est. Cost $24.34 Unrealized +27.0%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $6.109M Shares 140,567 Est. Cost $28.92 Unrealized +27.5%

WY WEYERHAEUSER CO 0.1%

Value $6.105M Shares 203,623 Est. Cost $21.34 Unrealized -4.6%

L LOEWS CORP 0.1%

Value $6.099M Shares 158,824 Est. Cost $39.44 Unrealized -10.0%

— TORCHMARK CORP 0.1%

Value $6.098M Shares 106,676 Est. Cost $55.89 Unrealized —

PTEN PATTERSON UTI ENERGY INC 0.1%

Value $6.082M Shares 403,330 Est. Cost $18.39 Unrealized -16.3%

DTE DTE ENERGY CO 0.1%

Value $6.048M Shares 75,418 Est. Cost $45.56 Unrealized +7.7%

AMT AMERICAN TOWER CORP NEW 0.1%

Value $6.045M Shares 62,356 Est. Cost $67.21 Unrealized +13.0%

— SCANA CORP NEW 0.1%

Value $6.043M Shares 99,900 Est. Cost $54.28 Unrealized —

— INTERDIGITAL INC 0.1%

Value $6.04M Shares 6,000,000 Est. Cost $1.08 Unrealized —

AEE AMEREN CORP 0.1%

Value $6.034M Shares 139,583 Est. Cost $28.90 Unrealized +11.1%

GPC GENUINE PARTS CO 0.1%

Value $6.015M Shares 70,033 Est. Cost $65.06 Unrealized +0.2%

— CAPITAL ONE FINL CORP 0.1%

Value $6.007M Shares 191,600 Est. Cost $24.23 Unrealized —

EXPD EXPEDITORS INTL WASH INC 0.1%

Value $6.006M Shares 133,176 Est. Cost $39.44 Unrealized +7.9%

VNO VORNADO RLTY TR 0.1%

Value $5.985M Shares 59,875 Est. Cost $100.82 Unrealized —

INTU INTUIT 0.1%

Value $5.984M Shares 62,009 Est. Cost $72.14 Unrealized +23.9%

OMC OMNICOM GROUP INC 0.1%

Value $5.974M Shares 78,961 Est. Cost $49.23 Unrealized +5.6%

WEC WEC ENERGY GROUP INC 0.1%

Value $5.969M Shares 116,340 Est. Cost $34.08 Unrealized +7.9%

MCO MOODYS CORP 0.1%

Value $5.965M Shares 59,447 Est. Cost $74.75 Unrealized +21.2%

RVTY PERKINELMER INC 0.1%

Value $5.964M Shares 111,330 Est. Cost $43.92 Unrealized +12.5%

BXP BOSTON PROPERTIES INC 0.1%

Value $5.951M Shares 46,659 Est. Cost $79.74 Unrealized +3.0%

TROW PRICE T ROWE GROUP INC 0.1%

Value $5.947M Shares 83,191 Est. Cost $52.07 Unrealized -2.3%

NKE NIKE INC 0.1%

Value $5.916M Shares 94,660 Est. Cost $44.10 Unrealized +28.5%

PLD PROLOGIS INC 0.1%

Value $5.879M Shares 136,972 Est. Cost $30.09 Unrealized +4.4%

SYK STRYKER CORP 0.1%

Value $5.822M Shares 62,640 Est. Cost $71.39 Unrealized +19.4%

FDX FEDEX CORP 0.1%

Value $5.797M Shares 38,910 Est. Cost $118.61 Unrealized +11.6%

MTB M & T BK CORP 0.1%

Value $5.779M Shares 47,692 Est. Cost $83.97 Unrealized +9.1%

— CA INC 0.1%

Value $5.752M Shares 201,393 Est. Cost $31.27 Unrealized —

— GENERAL GROWTH PPTYS INC NEW 0.1%

Value $5.692M Shares 209,197 Est. Cost $26.30 Unrealized —

CMS CMS ENERGY CORP 0.1%

Value $5.61M Shares 155,489 Est. Cost $23.92 Unrealized +10.4%

— TAKE-TWO INTERACTIVE SOFTWAR 0.1%

Value $5.544M Shares 3,000,000 Est. Cost $1.40 Unrealized —

— PATTERSON COMPANIES INC 0.1%

Value $5.543M Shares 122,614 Est. Cost $47.63 Unrealized —

HP HELMERICH & PAYNE INC 0.1%

Value $5.526M Shares 103,193 Est. Cost $68.03 Unrealized -18.7%

NSC NORFOLK SOUTHERN CORP 0.1%

Value $5.51M Shares 65,143 Est. Cost $74.19 Unrealized -6.8%

SRE SEMPRA ENERGY 0.1%

Value $5.494M Shares 58,438 Est. Cost $34.47 Unrealized +4.0%

— MALLINCKRODT PUB LTD CO 0.1%

Value $5.448M Shares 73,000 Est. Cost $96.83 Unrealized —

— BAKER HUGHES INC 0.1%

Value $5.428M Shares 117,616 Est. Cost $57.71 Unrealized —

MA MASTERCARD INC 0.1%

Value $5.403M Shares 55,492 Est. Cost $77.95 Unrealized +18.3%

— TOTAL S A 0.1%

Value $5.394M Shares 120,000 Est. Cost $51.20 Unrealized —

ZBH ZIMMER BIOMET HLDGS INC 0.1%

Value $5.394M Shares 52,574 Est. Cost $85.26 Unrealized +5.6%

ECL ECOLAB INC 0.1%

Value $5.375M Shares 46,995 Est. Cost $86.56 Unrealized +21.5%

DVA DAVITA HEALTHCARE PARTNERS I 0.1%

Value $5.313M Shares 76,212 Est. Cost $73.29 Unrealized -0.1%

— ARES CAP CORP 0.1%

Value $5.309M Shares 5,300,000 Est. Cost $1.05 Unrealized —

DRI DARDEN RESTAURANTS INC 0.1%

Value $5.28M Shares 82,962 Est. Cost $40.36 Unrealized +7.9%

UNM UNUM GROUP 0.1%

Value $5.245M Shares 157,548 Est. Cost $32.45 Unrealized +6.3%

CFG CITIZENS FINL GROUP INC 0.1%

Value $5.238M Shares 200,000 Est. Cost $17.55 Unrealized -1.0%

— PLUM CREEK TIMBER CO INC 0.1%

Value $5.23M Shares 109,601 Est. Cost $43.80 Unrealized —

PPG PPG INDS INC 0.1%

Value $5.204M Shares 52,657 Est. Cost $86.78 Unrealized -3.1%

BAX BAXTER INTL INC 0.0%

Value $5.165M Shares 135,386 Est. Cost $31.14 Unrealized -0.3%

— VARIAN MED SYS INC 0.0%

Value $5.161M Shares 63,872 Est. Cost $88.46 Unrealized —

— DU PONT E I DE NEMOURS & CO 0.0%

Value $5.13M Shares 77,034 Est. Cost $62.03 Unrealized —

GWW GRAINGER W W INC 0.0%

Value $5.12M Shares 25,271 Est. Cost $201.14 Unrealized -13.0%

BEN FRANKLIN RES INC 0.0%

Value $5.1M Shares 138,513 Est. Cost $30.78 Unrealized -21.9%

— ZAYO GROUP HOLDINGS 0.0%

Value $5.079M Shares 191,018 Est. Cost $26.23 Unrealized —

KIM KIMCO RLTY CORP 0.0%

Value $5.056M Shares 191,070 Est. Cost $14.96 Unrealized +6.1%

XYL XYLEM INC 0.0%

Value $5.053M Shares 138,427 Est. Cost $29.80 Unrealized +7.2%

ADM ARCHER DANIELS MIDLAND CO 0.0%

Value $5.014M Shares 136,697 Est. Cost $28.98 Unrealized +2.2%

WAT WATERS CORP 0.0%

Value $5.009M Shares 37,218 Est. Cost $109.03 Unrealized +17.8%

HSIC SCHEIN HENRY INC 0.0%

Value $4.984M Shares 31,506 Est. Cost $55.53 Unrealized +7.1%

COP CONOCOPHILLIPS 0.0%

Value $4.967M Shares 106,387 Est. Cost $36.80 Unrealized +4.3%

UNH UNITEDHEALTH GROUP INC 0.0%

Value $4.958M Shares 42,142 Est. Cost $60.78 Unrealized +63.4%

ENB ENBRIDGE INC 0.0%

Value $4.952M Shares 149,544 Est. Cost $23.16 Unrealized -9.8%

ORLY O REILLY AUTOMOTIVE INC NEW 0.0%

Value $4.941M Shares 19,496 Est. Cost $10.47 Unrealized +65.6%

NVR NVR INC 0.0%

Value $4.934M Shares 3,003 Est. Cost $1477.05 Unrealized +10.8%

RHI ROBERT HALF INTL INC 0.0%

Value $4.914M Shares 104,240 Est. Cost $55.03 Unrealized -8.3%

— APARTMENT INVT & MGMT CO 0.0%

Value $4.898M Shares 122,356 Est. Cost $38.54 Unrealized —

— LABORATORY CORP AMER HLDGS 0.0%

Value $4.82M Shares 38,981 Est. Cost $117.37 Unrealized —

DE DEERE & CO 0.0%

Value $4.792M Shares 62,827 Est. Cost $73.36 Unrealized -11.3%

DLTR DOLLAR TREE INC 0.0%

Value $4.791M Shares 62,046 Est. Cost $67.32 Unrealized +3.9%

AME AMETEK INC NEW 0.0%

Value $4.791M Shares 89,394 Est. Cost $46.49 Unrealized +10.2%

EMR EMERSON ELEC CO 0.0%

Value $4.771M Shares 99,753 Est. Cost $41.62 Unrealized -12.3%

— HARRIS CORP DEL 0.0%

Value $4.76M Shares 54,772 Est. Cost $74.33 Unrealized —

MHK MOHAWK INDS INC 0.0%

Value $4.756M Shares 25,111 Est. Cost $174.40 Unrealized +10.1%

LLY LILLY ELI & CO 0.0%

Value $4.682M Shares 55,562 Est. Cost $48.04 Unrealized +45.1%

— CHUBB CORP 0.0%

Value $4.648M Shares 35,039 Est. Cost $122.65 Unrealized —

SHW SHERWIN WILLIAMS CO 0.0%

Value $4.64M Shares 17,873 Est. Cost $72.59 Unrealized +8.5%

— JPMORGAN CHASE & CO 0.0%

Value $4.607M Shares 194,450 Est. Cost $20.34 Unrealized —

ELV ANTHEM INC 0.0%

Value $4.579M Shares 32,837 Est. Cost $114.29 Unrealized +4.6%

NTRS NORTHERN TR CORP 0.0%

Value $4.523M Shares 62,740 Est. Cost $47.11 Unrealized +16.0%

O REALTY INCOME CORP 0.0%

Value $4.469M Shares 86,563 Est. Cost $28.53 Unrealized +4.3%

VFC V F CORP 0.0%

Value $4.463M Shares 71,692 Est. Cost $61.30 Unrealized +1.8%

BLD TOPBUILD CORP 0.0%

Value $4.459M Shares 144,900 Est. Cost $30.95 Unrealized -3.1%

AOS SMITH A O 0.0%

Value $4.428M Shares 57,800 Est. Cost $28.34 Unrealized +12.8%

RCI ROGERS COMMUNICATIONS INC 0.0%

Value $4.42M Shares 128,662 Est. Cost $43.35 Unrealized -13.4%

— CIGNA CORPORATION 0.0%

Value $4.403M Shares 30,090 Est. Cost $109.99 Unrealized —

ROST ROSS STORES INC 0.0%

Value $4.397M Shares 81,711 Est. Cost $39.40 Unrealized +17.4%

OC OWENS CORNING NEW 0.0%

Value $4.374M Shares 93,000 Est. Cost $43.36 Unrealized +5.9%

— ELECTRONIC ARTS INC 0.0%

Value $4.345M Shares 2,000,000 Est. Cost $1.51 Unrealized —

— TECO ENERGY INC 0.0%

Value $4.307M Shares 161,629 Est. Cost $20.79 Unrealized —

FE FIRSTENERGY CORP 0.0%

Value $4.293M Shares 135,308 Est. Cost $23.50 Unrealized -12.4%

— DELPHI AUTOMOTIVE PLC 0.0%

Value $4.287M Shares 50,000 Est. Cost $60.76 Unrealized —

— NABORS INDUSTRIES LTD 0.0%

Value $4.255M Shares 500,000 Est. Cost $14.08 Unrealized —

— SL GREEN RLTY CORP 0.0%

Value $4.248M Shares 37,597 Est. Cost $115.02 Unrealized —

— VIPSHOP HLDGS LTD 0.0%

Value $4.237M Shares 4,000,000 Est. Cost $1.26 Unrealized —

VTR VENTAS INC 0.0%

Value $4.236M Shares 75,072 Est. Cost $50.39 Unrealized -30.7%

FITB FIFTH THIRD BANCORP 0.0%

Value $4.214M Shares 209,642 Est. Cost $12.55 Unrealized +10.6%

CNP CENTERPOINT ENERGY INC 0.0%

Value $4.11M Shares 223,856 Est. Cost $14.73 Unrealized -14.0%

AMP AMERIPRISE FINL INC 0.0%

Value $4.108M Shares 38,604 Est. Cost $78.29 Unrealized +15.2%

A AGILENT TECHNOLOGIES INC 0.0%

Value $4.027M Shares 96,317 Est. Cost $34.02 Unrealized +4.9%

— ST JUDE MED INC 0.0%

Value $3.985M Shares 64,506 Est. Cost $58.44 Unrealized —

GLW CORNING INC 0.0%

Value $3.982M Shares 217,857 Est. Cost $12.98 Unrealized +6.7%

PEG PUBLIC SVC ENTERPRISE GROUP 0.0%

Value $3.966M Shares 102,504 Est. Cost $25.14 Unrealized +12.1%

— PRECISION DRILLING CORP 0.0%

Value $3.938M Shares 1,000,000 Est. Cost $6.49 Unrealized —

— SANDISK CORP 0.0%

Value $3.929M Shares 2,500,000 Est. Cost $1.52 Unrealized —

APD AIR PRODS & CHEMS INC 0.0%

Value $3.923M Shares 30,154 Est. Cost $84.96 Unrealized +15.3%

EPC EDGEWELL PERS CARE CO 0.0%

Value $3.919M Shares 50,000 Est. Cost $82.99 Unrealized -10.9%

SGI TEMPUR SEALY INTL INC 0.0%

Value $3.911M Shares 55,500 Est. Cost $17.74 Unrealized +7.2%

— INTERPUBLIC GROUP COS INC 0.0%

Value $3.89M Shares 167,101 Est. Cost $13.37 Unrealized +15.1%

— COCA COLA ENTERPRISES INC NE 0.0%

Value $3.83M Shares 77,775 Est. Cost $42.29 Unrealized —

BALL BALL CORP 0.0%

Value $3.785M Shares 52,039 Est. Cost $27.23 Unrealized +12.9%

MAS MASCO CORP 0.0%

Value $3.773M Shares 133,325 Est. Cost $18.52 Unrealized +32.3%

PSX PHILLIPS 66 0.0%

Value $3.77M Shares 46,085 Est. Cost $42.89 Unrealized +37.7%

CBRE CBRE GROUP INC 0.0%

Value $3.705M Shares 107,136 Est. Cost $32.15 Unrealized +9.6%

BMY BRISTOL MYERS SQUIBB CO 0.0%

Value $3.697M Shares 53,737 Est. Cost $32.35 Unrealized +44.4%

— WHITEWAVE FOODS CO 0.0%

Value $3.637M Shares 93,466 Est. Cost $48.74 Unrealized —

— BED BATH & BEYOND INC 0.0%

Value $3.635M Shares 75,346 Est. Cost $71.42 Unrealized —

BRK/B BERKSHIRE HATHAWAY INC DEL 0.0%

Value $3.622M Shares 27,428 Est. Cost $116.72 Unrealized +15.0%

IP INTL PAPER CO 0.0%

Value $3.57M Shares 94,690 Est. Cost $30.16 Unrealized -17.5%

— CTRIP COM INTL LTD 0.0%

Value $3.549M Shares 76,600 Est. Cost $43.88 Unrealized —

MTG MGIC INVT CORP WIS 0.0%

Value $3.532M Shares 400,000 Est. Cost $10.66 Unrealized -12.0%

— WYNDHAM WORLDWIDE CORP 0.0%

Value $3.414M Shares 46,989 Est. Cost $82.21 Unrealized —

— ALBANY MOLECULAR RESH INC 0.0%

Value $3.379M Shares 2,500,000 Est. Cost $1.21 Unrealized —

CM CDN IMPERIAL BK COMM TORONTO 0.0%

Value $3.369M Shares 51,321 Est. Cost $21.62 Unrealized +4.8%

— MERITOR INC 0.0%

Value $3.362M Shares 2,830,000 Est. Cost $1.65 Unrealized —

STT STATE STR CORP 0.0%

Value $3.326M Shares 50,117 Est. Cost $49.58 Unrealized +4.6%

— AETNA INC NEW 0.0%

Value $3.308M Shares 30,597 Est. Cost $109.88 Unrealized —

BMO BANK MONTREAL QUE 0.0%

Value $3.289M Shares 58,520 Est. Cost $36.21 Unrealized +5.5%

— LINEAR TECHNOLOGY CORP 0.0%

Value $3.266M Shares 76,898 Est. Cost $44.19 Unrealized —

— SHAW COMMUNICATIONS INC 0.0%

Value $3.244M Shares 189,338 Est. Cost $23.28 Unrealized —

APH AMPHENOL CORP NEW 0.0%

Value $3.235M Shares 61,934 Est. Cost $11.31 Unrealized +7.3%

— SCRIPPS NETWORKS INTERACT IN 0.0%

Value $3.225M Shares 58,406 Est. Cost $68.99 Unrealized —

DGX QUEST DIAGNOSTICS INC 0.0%

Value $3.197M Shares 44,942 Est. Cost $55.24 Unrealized -0.5%

— AGL RES INC 0.0%

Value $3.187M Shares 49,951 Est. Cost $55.16 Unrealized —

— E M C CORP MASS 0.0%

Value $3.145M Shares 122,461 Est. Cost $24.57 Unrealized —

— LEUCADIA NATL CORP 0.0%

Value $3.079M Shares 177,053 Est. Cost $20.94 Unrealized —

— GROUPE CGI INC 0.0%

Value $3.045M Shares 76,362 Est. Cost $35.56 Unrealized —

— FLIR SYS INC 0.0%

Value $3.035M Shares 108,123 Est. Cost $28.55 Unrealized —

— PEPCO HOLDINGS INC 0.0%

Value $3.009M Shares 115,677 Est. Cost $25.77 Unrealized —

JBHT HUNT J B TRANS SVCS INC 0.0%

Value $2.992M Shares 40,784 Est. Cost $69.99 Unrealized -2.3%

MOS MOSAIC CO NEW 0.0%

Value $2.964M Shares 107,443 Est. Cost $40.56 Unrealized -35.5%

VRSN VERISIGN INC 0.0%

Value $2.929M Shares 33,523 Est. Cost $74.04 Unrealized +11.6%

— LEGG MASON INC 0.0%

Value $2.896M Shares 73,819 Est. Cost $42.38 Unrealized —

— PHARMATHENE INC 0.0%

Value $2.889M Shares 1,520,451 Est. Cost $1.59 Unrealized —

ISRG INTUITIVE SURGICAL INC 0.0%

Value $2.877M Shares 5,268 Est. Cost $55.65 Unrealized +0.9%

— CERNER CORP 0.0%

Value $2.855M Shares 47,445 Est. Cost $71.97 Unrealized —

DG DOLLAR GEN CORP NEW 0.0%

Value $2.829M Shares 39,366 Est. Cost $52.76 Unrealized +12.9%

HST HOST HOTELS & RESORTS INC 0.0%

Value $2.786M Shares 181,606 Est. Cost $12.54 Unrealized -12.0%

— BROOKFIELD ASSET MGMT INC 0.0%

Value $2.781M Shares 88,511 Est. Cost $32.54 Unrealized —

PCAR PACCAR INC 0.0%

Value $2.778M Shares 58,604 Est. Cost $25.48 Unrealized -9.8%

OXY OCCIDENTAL PETE CORP DEL 0.0%

Value $2.73M Shares 40,386 Est. Cost $58.31 Unrealized -8.3%

— RYLAND GROUP INC 0.0%

Value $2.647M Shares 2,000,000 Est. Cost $1.42 Unrealized —

PRU PRUDENTIAL FINL INC 0.0%

Value $2.646M Shares 32,499 Est. Cost $49.39 Unrealized +6.5%

GIL GILDAN ACTIVEWEAR INC 0.0%

Value $2.604M Shares 91,952 Est. Cost $23.97 Unrealized +5.6%

PH PARKER HANNIFIN CORP 0.0%

Value $2.598M Shares 26,788 Est. Cost $88.24 Unrealized -2.4%

BNS BANK N S HALIFAX 0.0%

Value $2.583M Shares 64,101 Est. Cost $28.22 Unrealized -4.7%

HOG HARLEY DAVIDSON INC 0.0%

Value $2.582M Shares 56,888 Est. Cost $53.92 Unrealized -8.7%

— VERISIGN INC 0.0%

Value $2.569M Shares 1,000,000 Est. Cost $1.85 Unrealized —

MPC MARATHON PETE CORP 0.0%

Value $2.551M Shares 49,210 Est. Cost $32.42 Unrealized +17.4%

— AGRIUM INC 0.0%

Value $2.534M Shares 28,466 Est. Cost $90.21 Unrealized —

— DUN & BRADSTREET CORP DEL NE 0.0%

Value $2.533M Shares 24,371 Est. Cost $116.71 Unrealized —

— SYMANTEC CORP 0.0%

Value $2.451M Shares 116,736 Est. Cost $22.10 Unrealized —

RDN RADIAN GROUP INC 0.0%

Value $2.45M Shares 183,000 Est. Cost $14.56 Unrealized -16.7%

WU WESTERN UN CO 0.0%

Value $2.447M Shares 136,609 Est. Cost $19.93 Unrealized —

SLB SCHLUMBERGER LTD 0.0%

Value $2.356M Shares 33,777 Est. Cost $56.67 Unrealized -1.0%

— CENTURYLINK INC 0.0%

Value $2.348M Shares 93,337 Est. Cost $33.83 Unrealized —

IMO IMPERIAL OIL LTD 0.0%

Value $2.282M Shares 70,315 Est. Cost $27.71 Unrealized -7.6%

SLF SUN LIFE FINL INC 0.0%

Value $2.272M Shares 73,129 Est. Cost $31.37 Unrealized +5.2%

CAT CATERPILLAR INC DEL 0.0%

Value $2.265M Shares 33,328 Est. Cost $63.23 Unrealized -13.7%

CNI CANADIAN NATL RY CO 0.0%

Value $2.263M Shares 40,648 Est. Cost $47.34 Unrealized +2.6%

VMC VULCAN MATLS CO 0.0%

Value $2.245M Shares 23,643 Est. Cost $67.54 Unrealized +31.6%

— RADIAN GROUP INC 0.0%

Value $2.238M Shares 1,780,000 Est. Cost $1.41 Unrealized —

NI NISOURCE INC 0.0%

Value $2.221M Shares 113,818 Est. Cost $12.51 Unrealized +11.4%

FAST FASTENAL CO 0.0%

Value $2.192M Shares 53,695 Est. Cost $8.01 Unrealized -5.9%

— PINNACLE FOODS INC DEL 0.0%

Value $2.182M Shares 51,400 Est. Cost $45.54 Unrealized —

CMI CUMMINS INC 0.0%

Value $2.174M Shares 24,704 Est. Cost $88.01 Unrealized -13.9%

— DEAN FOODS CO NEW 0.0%

Value $2.133M Shares 124,400 Est. Cost $16.19 Unrealized —

— L-3 COMMUNICATIONS HLDGS INC 0.0%

Value $2.124M Shares 17,775 Est. Cost $94.94 Unrealized —

PFG PRINCIPAL FINL GROUP INC 0.0%

Value $2.055M Shares 45,683 Est. Cost $28.75 Unrealized +16.3%

HRB BLOCK H & R INC 0.0%

Value $2.049M Shares 61,511 Est. Cost $19.97 Unrealized +21.0%

CHRW C H ROBINSON WORLDWIDE INC 0.0%

Value $2.041M Shares 32,912 Est. Cost $52.37 Unrealized +1.0%

YUM YUM BRANDS INC 0.0%

Value $1.998M Shares 27,356 Est. Cost $41.92 Unrealized +3.3%

— MERITAGE HOMES CORP 0.0%

Value $1.996M Shares 2,000,000 Est. Cost $1.08 Unrealized —

ROK ROCKWELL AUTOMATION INC 0.0%

Value $1.976M Shares 19,255 Est. Cost $92.33 Unrealized -6.8%

TD TORONTO DOMINION BK ONT 0.0%

Value $1.941M Shares 49,722 Est. Cost $39.95 Unrealized +1.3%

— FIAT CHRYSLER AUTOMOBILES N 0.0%

Value $1.928M Shares 137,367 Est. Cost $13.94 Unrealized —

— TREEHOUSE FOODS INC 0.0%

Value $1.922M Shares 24,500 Est. Cost $81.02 Unrealized —

EXC EXELON CORP 0.0%

Value $1.912M Shares 68,844 Est. Cost $15.68 Unrealized -9.6%

CNH CNH INDL N V 0.0%

Value $1.912M Shares 277,641 Est. Cost $5.81 Unrealized -12.9%

— WALGREENS BOOTS ALLIANCE INC 0.0%

Value $1.906M Shares 22,383 Est. Cost $83.31 Unrealized —

GAP GAP INC DEL 0.0%

Value $1.894M Shares 76,685 Est. Cost $24.37 Unrealized -23.7%

RYN RAYONIER INC 0.0%

Value $1.885M Shares 84,900 Est. Cost $22.07 Unrealized —

AMG AFFILIATED MANAGERS GROUP 0.0%

Value $1.85M Shares 11,577 Est. Cost $195.37 Unrealized -14.8%

— STARWOOD WAYPOINT RESIDENTL 0.0%

Value $1.848M Shares 2,000,000 Est. Cost $0.95 Unrealized —

EBAY EBAY INC 0.0%

Value $1.728M Shares 62,881 Est. Cost $20.86 Unrealized +17.8%

HPQ HP INC 0.0%

Value $1.725M Shares 145,697 Est. Cost $9.12 Unrealized 0.0%

EQIX EQUINIX INC 0.0%

Value $1.71M Shares 5,656 Est. Cost $231.10 Unrealized +3.5%

ZTS ZOETIS INC 0.0%

Value $1.695M Shares 35,363 Est. Cost $34.07 Unrealized +22.6%

— JOHNSON CTLS INC 0.0%

Value $1.66M Shares 42,034 Est. Cost $44.62 Unrealized —

SFM SPROUTS FMRS MKT INC 0.0%

Value $1.657M Shares 62,300 Est. Cost $30.70 Unrealized -23.0%

AMAT APPLIED MATLS INC 0.0%

Value $1.642M Shares 87,924 Est. Cost $14.53 Unrealized +6.1%

LEN LENNAR CORP 0.0%

Value $1.642M Shares 33,564 Est. Cost $43.71 Unrealized -0.8%

AN AUTONATION INC 0.0%

Value $1.631M Shares 27,340 Est. Cost $60.15 Unrealized +2.9%

— MICRON TECHNOLOGY INC 0.0%

Value $1.586M Shares 1,000,000 Est. Cost $2.12 Unrealized —

KLAC KLA-TENCOR CORP 0.0%

Value $1.578M Shares 22,760 Est. Cost $38.55 Unrealized +38.5%

CL COLGATE PALMOLIVE CO 0.0%

Value $1.567M Shares 23,519 Est. Cost $45.36 Unrealized +15.8%

PBI PITNEY BOWES INC 0.0%

Value $1.53M Shares 74,107 Est. Cost $20.68 Unrealized 0.0%

— TESORO CORP 0.0%

Value $1.512M Shares 14,351 Est. Cost $73.09 Unrealized —

— HESS CORP 0.0%

Value $1.466M Shares 30,237 Est. Cost $98.43 Unrealized —

RY ROYAL BK CDA MONTREAL QUE 0.0%

Value $1.465M Shares 27,437 Est. Cost $57.11 Unrealized -1.8%

HAIN HAIN CELESTIAL GROUP INC 0.0%

Value $1.447M Shares 35,837 Est. Cost $62.52 Unrealized -27.5%

— ALON USA ENERGY INC 0.0%

Value $1.432M Shares 1,200,000 Est. Cost $1.28 Unrealized —

EW EDWARDS LIFESCIENCES CORP 0.0%

Value $1.431M Shares 18,118 Est. Cost $16.43 Unrealized +58.1%

— CBS CORP NEW 0.0%

Value $1.416M Shares 30,052 Est. Cost $50.55 Unrealized —

RIG TRANSOCEAN LTD 0.0%

Value $1.41M Shares 112,889 Est. Cost $36.12 Unrealized -60.1%

DAL DELTA AIR LINES INC DEL 0.0%

Value $1.396M Shares 27,539 Est. Cost $22.36 Unrealized +95.3%

— BROADCOM CORP 0.0%

Value $1.388M Shares 24,002 Est. Cost $43.61 Unrealized —

HUM HUMANA INC 0.0%

Value $1.383M Shares 7,748 Est. Cost $95.30 Unrealized +69.7%

— QIAGEN NV 0.0%

Value $1.381M Shares 50,635 Est. Cost $21.02 Unrealized —

— YAHOO INC 0.0%

Value $1.363M Shares 40,982 Est. Cost $39.86 Unrealized —

CDNA CAREDX INC 0.0%

Value $1.361M Shares 212,591 Est. Cost $9.62 Unrealized -43.4%

— RED HAT INC 0.0%

Value $1.346M Shares 16,257 Est. Cost $75.86 Unrealized —

NTAP NETAPP INC 0.0%

Value $1.342M Shares 50,574 Est. Cost $26.59 Unrealized -9.4%

IFF INTERNATIONAL FLAVORS&FRAGRA 0.0%

Value $1.311M Shares 10,955 Est. Cost $81.87 Unrealized +10.3%

KMI KINDER MORGAN INC DEL 0.0%

Value $1.283M Shares 85,971 Est. Cost $22.65 Unrealized -36.9%

— AARONS INC 0.0%

Value $1.283M Shares 57,300 Est. Cost $33.52 Unrealized —

— POTASH CORP SASK INC 0.0%

Value $1.277M Shares 74,848 Est. Cost $23.82 Unrealized —

SEE SEALED AIR CORP NEW 0.0%

Value $1.247M Shares 27,954 Est. Cost $38.99 Unrealized 0.0%

— CITRIX SYS INC 0.0%

Value $1.245M Shares 16,460 Est. Cost $65.69 Unrealized —

— B2GOLD CORP 0.0%

Value $1.241M Shares 1,500,000 Est. Cost $0.94 Unrealized —

KEY KEYCORP NEW 0.0%

Value $1.239M Shares 93,951 Est. Cost $8.36 Unrealized +3.7%

— CRESCENT PT ENERGY CORP 0.0%

Value $1.239M Shares 106,756 Est. Cost $20.07 Unrealized —

— APACHE CORP 0.0%

Value $1.232M Shares 27,712 Est. Cost $83.27 Unrealized —

META FACEBOOK INC 0.0%

Value $1.226M Shares 11,714 Est. Cost $55.81 Unrealized +82.8%

KMX CARMAX INC 0.0%

Value $1.219M Shares 22,589 Est. Cost $57.39 Unrealized -0.5%

ADBE ADOBE SYS INC 0.0%

Value $1.219M Shares 12,978 Est. Cost $89.84 Unrealized 0.0%

HAL HALLIBURTON CO 0.0%

Value $1.214M Shares 35,663 Est. Cost $34.76 Unrealized -10.9%

ABBV ABBVIE INC 0.0%

Value $1.181M Shares 19,936 Est. Cost $31.35 Unrealized +21.1%

M MACYS INC 0.0%

Value $1.155M Shares 33,020 Est. Cost $53.35 Unrealized -18.8%

IEX IDEX CORP 0.0%

Value $1.149M Shares 15,000 Est. Cost $64.51 Unrealized +4.4%

BA BOEING CO 0.0%

Value $1.146M Shares 7,923 Est. Cost $96.52 Unrealized +33.5%

TSN TYSON FOODS INC 0.0%

Value $1.125M Shares 21,094 Est. Cost $21.59 Unrealized +74.5%

FMC F M C CORP 0.0%

Value $1.119M Shares 28,585 Est. Cost $39.18 Unrealized -30.8%

— XEROX CORP 0.0%

Value $1.114M Shares 104,780 Est. Cost $9.78 Unrealized —

LUV SOUTHWEST AIRLS CO 0.0%

Value $1.1M Shares 25,553 Est. Cost $15.25 Unrealized +157.9%

HCA HCA HOLDINGS INC 0.0%

Value $1.098M Shares 16,230 Est. Cost $67.29 Unrealized -3.6%

— NATIONAL OILWELL VARCO INC 0.0%

Value $1.076M Shares 32,138 Est. Cost $67.37 Unrealized —

IRM IRON MTN INC NEW 0.0%

Value $1.066M Shares 39,454 Est. Cost $20.80 Unrealized -20.4%

— MARATHON OIL CORP 0.0%

Value $1.062M Shares 84,347 Est. Cost $33.21 Unrealized —

BBY BEST BUY INC 0.0%

Value $1.061M Shares 34,855 Est. Cost $18.66 Unrealized +22.6%

GILD GILEAD SCIENCES INC 0.0%

Value $1.053M Shares 10,406 Est. Cost $76.11 Unrealized -4.2%

KSS KOHLS CORP 0.0%

Value $1.039M Shares 21,806 Est. Cost $63.20 Unrealized -26.8%

— COMPUTER SCIENCES CORP 0.0%

Value $1.006M Shares 30,783 Est. Cost $46.47 Unrealized —

TSCO TRACTOR SUPPLY CO 0.0%

Value $973K Shares 11,379 Est. Cost $13.29 Unrealized +14.3%

NUE NUCOR CORP 0.0%

Value $961K Shares 23,839 Est. Cost $34.21 Unrealized -5.2%

CF CF INDS HLDGS INC 0.0%

Value $957K Shares 23,441 Est. Cost $41.74 Unrealized -15.3%

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $895K Shares 191,699 Est. Cost $4.67 Unrealized —

AMZN AMAZON COM INC 0.0%

Value $819K Shares 1,212 Est. Cost $23.56 Unrealized +33.8%

ADI ANALOG DEVICES INC 0.0%

Value $808K Shares 14,601 Est. Cost $39.84 Unrealized +20.7%

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.0%

Value $784K Shares 13,062 Est. Cost $38.79 Unrealized +47.3%

— ALCOA INC 0.0%

Value $772K Shares 78,204 Est. Cost $9.87 Unrealized —

NAVI NAVIENT CORP 0.0%

Value $762K Shares 66,570 Est. Cost $19.54 Unrealized -37.3%

TAC TRANSALTA CORP 0.0%

Value $752K Shares 212,704 Est. Cost $10.86 Unrealized -60.2%

BIIB BIOGEN INC 0.0%

Value $746K Shares 2,436 Est. Cost $232.33 Unrealized +23.7%

LNC LINCOLN NATL CORP IND 0.0%

Value $745K Shares 14,831 Est. Cost $36.90 Unrealized -3.2%

ZION ZIONS BANCORPORATION 0.0%

Value $703K Shares 25,740 Est. Cost $26.23 Unrealized +9.5%

— XILINX INC 0.0%

Value $690K Shares 14,688 Est. Cost $46.98 Unrealized —

MUR MURPHY OIL CORP 0.0%

Value $634K Shares 28,240 Est. Cost $32.32 Unrealized -43.1%

— NEWFIELD EXPL CO 0.0%

Value $630K Shares 19,338 Est. Cost $30.15 Unrealized —

BFH ALLIANCE DATA SYSTEMS CORP 0.0%

Value $628K Shares 2,270 Est. Cost $195.34 Unrealized 0.0%

— CELGENE CORP 0.0%

Value $620K Shares 5,179 Est. Cost $102.41 Unrealized —

— CAMERON INTERNATIONAL CORP 0.0%

Value $614K Shares 9,711 Est. Cost $60.34 Unrealized —

TECK TECK RESOURCES LTD 0.0%

Value $613K Shares 159,408 Est. Cost $11.85 Unrealized -58.2%

NRG NRG ENERGY INC 0.0%

Value $607K Shares 51,597 Est. Cost $20.33 Unrealized -50.1%

NVDA NVIDIA CORP 0.0%

Value $605K Shares 18,357 Est. Cost $0.47 Unrealized +56.9%

— WHOLE FOODS MKT INC 0.0%

Value $603K Shares 17,991 Est. Cost $33.52 Unrealized —

TGNA TEGNA INC 0.0%

Value $592K Shares 23,211 Est. Cost $18.67 Unrealized -9.4%

LOGI LOGITECH INTL S A 0.0%

Value $581K Shares 37,774 Est. Cost $12.49 Unrealized 0.0%

— E TRADE FINANCIAL CORP 0.0%

Value $581K Shares 19,595 Est. Cost $22.16 Unrealized —

FLR FLUOR CORP NEW 0.0%

Value $573K Shares 12,130 Est. Cost $53.99 Unrealized -20.7%

AAP ADVANCE AUTO PARTS INC 0.0%

Value $564K Shares 3,746 Est. Cost $151.67 Unrealized +0.2%

SYF SYNCHRONY FINL 0.0%

Value $561K Shares 18,457 Est. Cost $25.00 Unrealized 0.0%

FCX FREEPORT-MCMORAN INC 0.0%

Value $557K Shares 82,321 Est. Cost $30.18 Unrealized -71.4%

CAE CAE INC 0.0%

Value $553K Shares 50,079 Est. Cost $11.15 Unrealized -5.9%

SCHW SCHWAB CHARLES CORP NEW 0.0%

Value $545K Shares 16,548 Est. Cost $18.86 Unrealized +47.9%

— STAPLES INC 0.0%

Value $537K Shares 56,742 Est. Cost $15.43 Unrealized —

BSX BOSTON SCIENTIFIC CORP 0.0%

Value $531K Shares 28,814 Est. Cost $12.70 Unrealized +41.1%

VRSK VERISK ANALYTICS INC 0.0%

Value $523K Shares 6,807 Est. Cost $72.59 Unrealized 0.0%

SU SUNCOR ENERGY INC NEW 0.0%

Value $515K Shares 20,036 Est. Cost $21.14 Unrealized -8.9%

HAS HASBRO INC 0.0%

Value $481K Shares 7,140 Est. Cost $32.19 Unrealized +62.6%

CMA COMERICA INC 0.0%

Value $480K Shares 11,480 Est. Cost $26.13 Unrealized +12.9%

AAL AMERICAN AIRLS GROUP INC 0.0%

Value $479K Shares 11,303 Est. Cost $47.72 Unrealized -13.3%

FFIV F5 NETWORKS INC 0.0%

Value $475K Shares 4,904 Est. Cost $94.98 Unrealized +13.8%

SWKS SKYWORKS SOLUTIONS INC 0.0%

Value $471K Shares 6,136 Est. Cost $69.88 Unrealized -7.1%

TRIP TRIPADVISOR INC 0.0%

Value $470K Shares 5,514 Est. Cost $59.29 Unrealized +21.1%

— BARRICK GOLD CORP 0.0%

Value $450K Shares 61,089 Est. Cost $9.41 Unrealized —

RL RALPH LAUREN CORP 0.0%

Value $442K Shares 3,962 Est. Cost $124.01 Unrealized -22.1%

— SUNTRUST BKS INC 0.0%

Value $440K Shares 40,000 Est. Cost $7.72 Unrealized —

— TIM PARTICIPACOES S A 0.0%

Value $424K Shares 49,992 Est. Cost $26.24 Unrealized —

AKAM AKAMAI TECHNOLOGIES INC 0.0%

Value $417K Shares 7,916 Est. Cost $61.44 Unrealized 0.0%

WHR WHIRLPOOL CORP 0.0%

Value $410K Shares 2,792 Est. Cost $149.14 Unrealized +4.0%

HPE HEWLETT PACKARD ENTERPRISE C 0.0%

Value $401K Shares 26,359 Est. Cost $6.50 Unrealized 0.0%

UHS UNIVERSAL HLTH SVCS INC 0.0%

Value $395K Shares 3,307 Est. Cost $98.61 Unrealized +18.8%

— PENN WEST PETE LTD NEW 0.0%

Value $382K Shares 453,890 Est. Cost $10.52 Unrealized —

— THE ADT CORPORATION 0.0%

Value $379K Shares 11,493 Est. Cost $37.55 Unrealized —

DOV DOVER CORP 0.0%

Value $373K Shares 6,086 Est. Cost $44.40 Unrealized -4.2%

GNW GENWORTH FINL INC 0.0%

Value $366K Shares 98,178 Est. Cost $8.66 Unrealized -46.6%

WMB WILLIAMS COS INC DEL 0.0%

Value $364K Shares 14,166 Est. Cost $20.67 Unrealized -5.3%

TXT TEXTRON INC 0.0%

Value $362K Shares 8,620 Est. Cost $38.92 Unrealized +4.7%

— DIAMOND OFFSHORE DRILLING IN 0.0%

Value $362K Shares 17,169 Est. Cost $29.20 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.0%

Value $361K Shares 13,590 Est. Cost $25.83 Unrealized 0.0%

UDR UDR INC 0.0%

Value $351K Shares 9,337 Est. Cost $23.14 Unrealized +8.5%

— LEVEL 3 COMMUNICATIONS INC 0.0%

Value $350K Shares 6,446 Est. Cost $54.30 Unrealized —

— COACH INC 0.0%

Value $350K Shares 10,701 Est. Cost $48.51 Unrealized —

— FEDERAL REALTY INVT TR 0.0%

Value $340K Shares 2,326 Est. Cost $136.29 Unrealized —

UAA UNDER ARMOUR INC 0.0%

Value $339K Shares 4,201 Est. Cost $27.14 Unrealized +68.1%

QSR RESTAURANT BRANDS INTL INC 0.0%

Value $339K Shares 9,100 Est. Cost $38.08 Unrealized -3.6%

NNN NATIONAL RETAIL PPTYS INC 0.0%

Value $338K Shares 8,443 Est. Cost $37.41 Unrealized —

— HANESBRANDS INC 0.0%

Value $337K Shares 11,434 Est. Cost $33.51 Unrealized —

EXR EXTRA SPACE STORAGE INC 0.0%

Value $335K Shares 3,802 Est. Cost $56.28 Unrealized 0.0%

— STARWOOD HOTELS&RESORTS WRLD 0.0%

Value $332K Shares 4,790 Est. Cost $81.08 Unrealized —

OHI OMEGA HEALTHCARE INVS INC 0.0%

Value $331K Shares 9,469 Est. Cost $34.96 Unrealized —

— TAUBMAN CTRS INC 0.0%

Value $326K Shares 4,245 Est. Cost $76.80 Unrealized —

PYPL PAYPAL HLDGS INC 0.0%

Value $324K Shares 8,954 Est. Cost $35.85 Unrealized -1.8%

— DUKE REALTY CORP 0.0%

Value $322K Shares 15,329 Est. Cost $19.57 Unrealized —

FNV FRANCO NEVADA CORP 0.0%

Value $319K Shares 7,005 Est. Cost $39.47 Unrealized +10.2%

BWA BORGWARNER INC 0.0%

Value $317K Shares 7,325 Est. Cost $38.59 Unrealized -16.8%

— ACTIVISION BLIZZARD INC 0.0%

Value $315K Shares 8,136 Est. Cost $38.72 Unrealized —

REGN REGENERON PHARMACEUTICALS 0.0%

Value $312K Shares 574 Est. Cost $426.20 Unrealized +26.4%

CPT CAMDEN PPTY TR 0.0%

Value $312K Shares 4,064 Est. Cost $51.23 Unrealized 0.0%

— LAM RESEARCH CORP 0.0%

Value $307K Shares 3,868 Est. Cost $45.59 Unrealized —

KRC KILROY RLTY CORP 0.0%

Value $306K Shares 4,831 Est. Cost $63.34 Unrealized —

— CIMAREX ENERGY CO 0.0%

Value $304K Shares 3,405 Est. Cost $126.20 Unrealized —

GME GAMESTOP CORP NEW 0.0%

Value $300K Shares 10,693 Est. Cost $6.78 Unrealized +9.1%

NEM NEWMONT MINING CORP 0.0%

Value $298K Shares 16,555 Est. Cost $22.90 Unrealized -37.1%

AJG GALLAGHER ARTHUR J & CO 0.0%

Value $295K Shares 7,196 Est. Cost $35.98 Unrealized 0.0%

FDS FACTSET RESH SYS INC 0.0%

Value $292K Shares 1,795 Est. Cost $145.44 Unrealized +3.9%

— FMC TECHNOLOGIES INC 0.0%

Value $289K Shares 9,964 Est. Cost $53.61 Unrealized —

AEM AGNICO EAGLE MINES LTD 0.0%

Value $288K Shares 10,982 Est. Cost $22.26 Unrealized +2.0%

— SUNTRUST BKS INC 0.0%

Value $287K Shares 50,000 Est. Cost $3.22 Unrealized —

— ANADARKO PETE CORP 0.0%

Value $284K Shares 5,854 Est. Cost $86.03 Unrealized —

UAL UNITED CONTL HLDGS INC 0.0%

Value $282K Shares 4,927 Est. Cost $57.74 Unrealized 0.0%

AES AES CORP 0.0%

Value $281K Shares 29,354 Est. Cost $8.38 Unrealized -18.0%

DDS DILLARDS INC 0.0%

Value $253K Shares 3,850 Est. Cost $59.94 Unrealized 0.0%

URBN URBAN OUTFITTERS INC 0.0%

Value $250K Shares 10,985 Est. Cost $37.18 Unrealized -30.5%

TDC TERADATA CORP DEL 0.0%

Value $246K Shares 9,304 Est. Cost $47.47 Unrealized -40.6%

PBA PEMBINA PIPELINE CORP 0.0%

Value $236K Shares 10,891 Est. Cost $16.34 Unrealized -14.0%

— WESTAR ENERGY INC 0.0%

Value $228K Shares 5,371 Est. Cost $41.20 Unrealized —

— SIRONA DENTAL SYSTEMS INC 0.0%

Value $212K Shares 1,936 Est. Cost $109.50 Unrealized —

MAA MID-AMER APT CMNTYS INC 0.0%

Value $211K Shares 2,323 Est. Cost $61.27 Unrealized 0.0%

— HARMAN INTL INDS INC 0.0%

Value $210K Shares 2,224 Est. Cost $74.33 Unrealized —

— JUNIPER NETWORKS INC 0.0%

Value $209K Shares 7,557 Est. Cost $20.71 Unrealized —

— SILVER WHEATON CORP 0.0%

Value $209K Shares 16,878 Est. Cost $11.96 Unrealized —

— TOWERS WATSON & CO 0.0%

Value $207K Shares 1,613 Est. Cost $128.33 Unrealized —

BR BROADRIDGE FINL SOLUTIONS IN 0.0%

Value $207K Shares 3,851 Est. Cost $47.04 Unrealized 0.0%

CBOE CBOE HLDGS INC 0.0%

Value $206K Shares 3,167 Est. Cost $59.32 Unrealized 0.0%

— JACOBS ENGR GROUP INC DEL 0.0%

Value $203K Shares 4,836 Est. Cost $41.98 Unrealized —

— TURQUOISE HILL RES LTD 0.0%

Value $201K Shares 79,543 Est. Cost $2.55 Unrealized —

KGC KINROSS GOLD CORP 0.0%

Value $137K Shares 75,794 Est. Cost $3.11 Unrealized -36.4%

— SUNEDISON INC 0.0%

Value $90,000 Shares 17,589 Est. Cost $5.12 Unrealized —

— HALCON RES CORP 0.0%

Value $13,000 Shares 10,443 Est. Cost $1.24 Unrealized —

— KINDER MORGAN INC DEL 0.0%

Value $4,000 Shares 71,749 Est. Cost $5.12 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
MAC	MACERICH CO/THE	23,286,237	$1.879B	18.1%	$81.07	—	COM	554382101
EEM	ISHARES TR	19,235,917	$619M	6.0%	$35.77	—	MSCI EMG MKT ETF	464287234
—	INC RESEARCH HOLDING	10,302,711	$500M	4.8%	$26.20	—	COM	45329R109
XPO	XPO LOGISTICS INC	7,706,021	$210M	2.0%	$13.69	-27.5%	COM	983793100
MSFT	MICROSOFT CORP	3,287,318	$182M	1.8%	$31.63	+45.2%	COM	594918104
—	ACE LTD	1,447,148	$169M	1.6%	$89.69	—	SHS	H0023R105
—	AIRCASTLE LTD	7,887,029	$165M	1.6%	$16.26	—	COM	G0129K104
—	FIRST DATA CORP- CLA	9,886,393	$158M	1.5%	$16.02	—	COM CL A	32008D106
JD	JD.COM INC-ADR	4,900,000	$158M	1.5%	$28.51	—	ADR	47215P106
—	SPRINT CORP	40,921,059	$148M	1.4%	$5.18	—	COM SER 1	85207U105
JPM	JPMORGAN CHASE & CO	2,145,451	$142M	1.4%	$43.36	+14.6%	COM	46625H100
COF	CAPITAL ONE FINL CORP	1,865,889	$135M	1.3%	$49.42	+29.1%	COM	14040H105
DIS	DISNEY WALT CO	1,120,226	$118M	1.1%	$56.83	+79.9%	COM DISNEY	254687106
TMO	THERMO FISHER SCIENTIFIC INC	803,424	$114M	1.1%	$79.76	+62.4%	COM	883556102
MET	METLIFE INC	2,264,707	$109M	1.1%	$27.94	+11.7%	COM	59156R108
BB	BLACKBERRY LTD	11,443,303	$106M	1.0%	$9.73	-21.0%	COM	09228F103
—	BUNGE LIMITED	1,485,000	$101M	1.0%	$76.49	—	COM	G16962105
—	TWENTY FIRST CENTY FOX INC	3,715,530	$101M	1.0%	$33.47	—	CL A	90130A101
—	PRECISION CASTPARTS CORP	423,287	$98.21M	0.9%	$223.49	—	COM	740189105
MDT	MEDTRONIC PLC	1,210,938	$93.14M	0.9%	$58.13	+0.7%	SHS	G5960L103
—	NOBLE ENERGY INC	2,788,225	$91.82M	0.9%	$57.77	—	COM	655044105
C	CITIGROUP INC	1,714,945	$88.75M	0.9%	$37.54	+5.6%	COM NEW	172967424
XLV	SELECT SECTOR SPDR TR	1,175,000	$84.64M	0.8%	$68.30	—	SBI HEALTHCARE	81369Y209
—	STERICYCLE INC	699,907	$84.41M	0.8%	$117.76	—	COM	858912108
GOOG	ALPHABET INC	106,659	$80.94M	0.8%	$35.61	0.0%	CAP STK CL C	02079K107
BK	BANK NEW YORK MELLON CORP	1,935,430	$79.78M	0.8%	$21.95	+48.0%	COM	064058100
WDC	WESTERN DIGITAL CORP	1,310,381	$78.69M	0.8%	$42.09	+3.5%	COM	958102105
FRCB	FIRST REP BK SAN FRANCISCO C	1,155,000	$76.3M	0.7%	$44.18	+41.9%	COM	33616C100
WFC	WELLS FARGO & CO NEW	1,391,980	$75.67M	0.7%	$28.81	+41.8%	COM	949746101
—	PANDORA MEDIA INC	5,500,000	$73.75M	0.7%	$14.79	—	COM	698354107
—	SUNTRUST BKS INC	1,717,844	$73.59M	0.7%	$31.57	—	COM	867914103
MDLZ	MONDELEZ INTL INC	1,626,425	$72.93M	0.7%	$34.45	+3.0%	CL A	609207105
UBS	UBS GROUP AG	3,469,744	$67.66M	0.7%	$17.44	+11.9%	SHS	H42097107
—	MONSANTO CO NEW	679,976	$66.99M	0.6%	$90.05	—	COM	61166W101
CMCSA	COMCAST CORP NEW	1,179,265	$66.55M	0.6%	$18.35	+29.5%	CL A	20030N101
XLK	SELECT SECTOR SPDR TR	1,550,000	$66.39M	0.6%	$40.81	—	TECHNOLOGY	81369Y803
PFE	PFIZER INC	1,939,755	$62.62M	0.6%	$17.13	+18.9%	COM	717081103
AIG	AMERICAN INTL GROUP INC	1,000,525	$62M	0.6%	$39.58	+19.6%	COM NEW	026874784
CCL	CARNIVAL CORP	1,118,767	$60.95M	0.6%	$30.91	+45.7%	PAIRED CTF	143658300
—	PRAXAIR INC	553,920	$56.72M	0.5%	$104.53	—	COM	74005P104
GT	GOODYEAR TIRE & RUBR CO	1,725,158	$56.36M	0.5%	$18.05	+81.7%	COM	382550101
BAC	BANK AMER CORP	3,347,740	$56.34M	0.5%	$13.18	+2.9%	COM	060505104
DVN	DEVON ENERGY CORP NEW	1,743,086	$55.78M	0.5%	$47.14	-39.8%	COM	25179M103
—	DOW CHEM CO	1,068,270	$54.99M	0.5%	$38.39	—	COM	260543103
—	SOUTHWESTERN ENERGY CO	7,662,746	$54.48M	0.5%	$17.12	—	COM	845467109
PG	PROCTER & GAMBLE CO	656,548	$52.14M	0.5%	$56.67	+2.2%	COM	742718109
AMGN	AMGEN INC	290,118	$47.09M	0.5%	$104.03	+12.0%	COM	031162100
GOOGL	ALPHABET INC-CL A	58,817	$45.76M	0.4%	$36.73	0.0%	COMMON USD 0.01	02079K305
DHR	DANAHER CORP DEL	484,401	$44.99M	0.4%	$27.85	+37.2%	COM	235851102
GM	GENERAL MTRS CO	1,311,158	$44.59M	0.4%	$25.79	+7.4%	COM	37045V100
—	TIME WARNER CABLE INC	232,728	$43.19M	0.4%	$119.51	—	COM	88732J207
RF	REGIONS FINL CORP NEW	4,486,483	$43.07M	0.4%	$6.00	+11.3%	COM	7591EP100
MU	MICRON TECHNOLOGY INC	2,916,864	$41.3M	0.4%	$23.40	-33.3%	COM	595112103
IWM	ISHARES TR	348,200	$39.21M	0.4%	$114.67	—	RUSSELL 2000 ETF	464287655
GIS	GENERAL MLS INC	676,010	$38.98M	0.4%	$32.18	+25.7%	COM	370334104
TEVA	TEVA PHARMACEUTICAL INDS LTD	586,300	$38.48M	0.4%	$61.01	—	ADR	881624209
TSLA	TESLA MTRS INC	160,000	$38.4M	0.4%	$13.76	+8.7%	COM	88160R101
MGA	MAGNA INTL INC	940,806	$38.01M	0.4%	$36.27	-4.8%	COM	559222401
CSX	CSX CORP	1,395,418	$36.21M	0.3%	$6.98	+11.6%	COM	126408103
—	ENCANA CORP	6,891,442	$34.88M	0.3%	$13.86	—	COM	292505104
NEE	NEXTERA ENERGY INC	334,910	$34.79M	0.3%	$14.96	+30.4%	COM	65339F101
QCOM	QUALCOMM INC	683,088	$34.14M	0.3%	$39.99	0.0%	COM	747525103
ALL	ALLSTATE CORP	535,393	$33.24M	0.3%	$49.08	+1.4%	COM	020002101
—	PLATFORM SPECIALTY PRODS COR	2,586,792	$33.19M	0.3%	$22.08	—	COM	72766Q105
BABA	ALIBABA GROUP HLDG LTD	406,744	$33.06M	0.3%	$61.30	—	SPONSORED ADS	01609W102
CNQ	CANADIAN NAT RES LTD	1,450,165	$31.56M	0.3%	$9.03	-19.9%	COM	136385101
—	MCGRAW HILL FINL INC	315,097	$31.06M	0.3%	$60.86	—	COM	580645109
—	VIACOM INC NEW	683,292	$28.12M	0.3%	$68.03	—	CL B	92553P201
—	THOMSON REUTERS CORP	739,890	$27.92M	0.3%	$37.73	—	COM	884903105
FIS	FIDELITY NATL INFORMATION SV	458,128	$27.76M	0.3%	$53.92	+2.9%	COM	31620M106
EPI	WISDOMTREE TR	1,354,690	$26.9M	0.3%	$21.42	—	INDIA ERNGS FD	97717W422
AXP	AMERICAN EXPRESS CO	379,142	$26.37M	0.3%	$67.82	-7.3%	COM	025816109
—	CEMPRA INC	836,382	$26.04M	0.3%	$10.67	—	COM	15130J109
HD	HOME DEPOT INC	190,147	$25.15M	0.2%	$63.00	+58.7%	COM	437076102
EOG	EOG RES INC	353,845	$25.05M	0.2%	$72.55	-17.6%	COM	26875P101
PNR	PENTAIR PLC	495,000	$24.52M	0.2%	$41.45	-25.4%	SHS	G7S00T104
BIDU	BAIDU INC	120,000	$22.68M	0.2%	$141.81	—	SPON ADR REP A	056752108
INDA	ISHARES TR	822,500	$22.62M	0.2%	$29.99	—	MSCI INDIA ETF	46429B598
XLF	SELECT SECTOR SPDR TR	925,000	$22.04M	0.2%	$23.17	—	SBI INT-FINL	81369Y605
XOM	EXXON MOBIL CORP	275,451	$21.47M	0.2%	$54.32	-5.4%	COM	30231G102
MRSH	MARSH & MCLENNAN COS INC	381,898	$21.18M	0.2%	$44.62	+4.0%	COM	571748102
—	PNC FINL SVCS GROUP INC	707,600	$20.32M	0.2%	$15.10	—	*W EXP 12/31/201	693475121
TXN	TEXAS INSTRS INC	370,268	$20.29M	0.2%	$26.50	+59.6%	COM	882508104
ABT	ABBOTT LABS	449,833	$20.2M	0.2%	$32.27	+13.3%	COM	002824100
UPS	UNITED PARCEL SERVICE INC	208,216	$20.04M	0.2%	$63.78	+10.7%	CL B	911312106
DB	DEUTSCHE BANK AG	777,051	$19.01M	0.2%	$28.15	-27.1%	NAMEN AKT	D18190898
—	TIME WARNER INC	286,234	$18.51M	0.2%	$78.97	—	COM NEW	887317303
MFC	MANULIFE FINL CORP	1,229,035	$18.35M	0.2%	$16.76	-3.8%	COM	56501R106
—	VIMPELCOM LTD	5,527,275	$18.13M	0.2%	$8.24	—	SPONSORED ADR	92719A106
—	WELLS FARGO & CO NEW	882,600	$18.08M	0.2%	$13.67	—	*W EXP 10/28/201	949746119
FXI	ISHARES TR	460,000	$16.23M	0.2%	$39.68	—	CHINA LG-CAP ETF	464287184
—	ISHARES	200,000	$16.12M	0.2%	—	—	Put	464288903
—	ISHARES	200,000	$16.12M	0.2%	—	—	Call	464288953
—	MINDRAY MEDICAL INTL LTD	587,335	$15.93M	0.2%	$29.46	—	SPON ADR	602675100
T	AT&T INC	455,103	$15.66M	0.2%	$12.21	+1.8%	COM	00206R102
—	ADAMAS PHARMACEUTICA	547,683	$15.51M	0.1%	$18.28	—	COM	00548A106
—	WASTE CONNECTIONS INC	265,000	$14.93M	0.1%	$48.26	—	COM	941053100
—	AVON PRODS INC	3,654,500	$14.8M	0.1%	$8.50	—	COM	054303102
FLS	FLOWSERVE CORP	342,793	$14.43M	0.1%	$56.58	-36.3%	COM	34354P105
PEP	PEPSICO INC	139,242	$13.91M	0.1%	$60.03	+22.4%	COM	713448108
CVX	CHEVRON CORP NEW	153,431	$13.8M	0.1%	$71.04	-17.7%	COM	166764100
KO	COCA COLA CO	314,593	$13.52M	0.1%	$28.25	+9.2%	COM	191216100
CMG	CHIPOTLE MEXICAN GRILL INC	27,739	$13.31M	0.1%	$12.05	+1.5%	COM	169656105
GS	GOLDMAN SACHS GROUP INC	70,053	$12.63M	0.1%	$149.44	+1.1%	COM	38141G104
CVE	CENOVUS ENERGY INC	996,699	$12.56M	0.1%	$21.15	-41.8%	COM	15135U109
D	DOMINION RES INC VA NEW	185,548	$12.55M	0.1%	$37.88	+17.7%	COM	25746U109
—	INGERSOLL-RAND PLC	225,000	$12.44M	0.1%	$56.52	—	SHS	G47791101
WMT	WAL-MART STORES INC	202,470	$12.41M	0.1%	$19.17	-13.3%	COM	931142103
JNJ	JOHNSON & JOHNSON	113,614	$11.67M	0.1%	$62.98	+20.6%	COM	478160104
—	CHESAPEAKE ENERGY CORP	25,000,000	$11.23M	0.1%	$0.97	—	NOTE 2.500% 5/1	165167BZ9
—	BLACKROCK INC	32,419	$11.04M	0.1%	$346.83	—	COM	09247X101
CAG	CONAGRA FOODS INC	256,607	$10.82M	0.1%	$19.03	+17.9%	COM	205887102
SNA	SNAP ON INC	62,468	$10.71M	0.1%	$109.06	+20.0%	COM	833034101
SWK	STANLEY BLACK & DECKER INC	99,090	$10.58M	0.1%	$70.15	+15.7%	COM	854502101
ALLE	ALLEGION PUB LTD CO	150,000	$9.888M	0.1%	$39.36	+45.2%	ORD SHS	G0176J109
MCD	MCDONALDS CORP	83,532	$9.868M	0.1%	$72.10	+21.0%	COM	580135101
—	NORDSTROM INC	197,420	$9.833M	0.1%	$61.48	—	COM	655664100
SPG	SIMON PPTY GROUP INC NEW	49,792	$9.682M	0.1%	$89.32	+29.7%	COM	828806109
MRK	MERCK & CO INC NEW	173,070	$9.142M	0.1%	$32.71	+12.4%	COM	58933Y105
SBUX	STARBUCKS CORP	151,718	$9.108M	0.1%	$36.56	+35.1%	COM	855244109
IBM	INTERNATIONAL BUSINESS MACHS	65,697	$9.041M	0.1%	$104.84	-16.5%	COM	459200101
EL	LAUDER ESTEE COS INC	100,989	$8.893M	0.1%	$67.51	+10.8%	CL A	518439104
—	TWENTY FIRST CENTY FOX INC	325,000	$8.85M	0.1%	$33.91	—	CL B	90130A200
CVS	CVS HEALTH CORP	90,493	$8.848M	0.1%	$59.96	+21.1%	COM	126650100
MO	ALTRIA GROUP INC	151,185	$8.8M	0.1%	$18.96	+55.4%	COM	02209S103
KR	KROGER CO	208,816	$8.735M	0.1%	$25.79	+22.7%	COM	501044101
MKC	MCCORMICK & CO INC	101,817	$8.711M	0.1%	$30.14	+15.5%	COM NON VTG	579780206
DHI	D R HORTON INC	266,581	$8.539M	0.1%	$24.39	+14.3%	COM	23331A109
MS	MORGAN STANLEY	264,100	$8.401M	0.1%	$25.36	-1.4%	COM NEW	617446448
LOW	LOWES COS INC	109,140	$8.299M	0.1%	$43.09	+43.2%	COM	548661107
PSA	PUBLIC STORAGE	33,068	$8.191M	0.1%	$115.10	+36.2%	COM	74460D109
COST	COSTCO WHSL CORP NEW	50,447	$8.147M	0.1%	$99.98	+32.9%	COM	22160K105
PNC	PNC FINL SVCS GROUP INC	84,936	$8.095M	0.1%	$55.03	+22.1%	COM	693475105
OMF	ONEMAIN HLDGS INC	193,100	$8.021M	0.1%	$45.93	0.0%	COM	68268W103
SO	SOUTHERN CO	170,851	$7.994M	0.1%	$27.91	+6.1%	COM	842587107
CAH	CARDINAL HEALTH INC	88,301	$7.883M	0.1%	$51.59	+23.3%	COM	14149Y108
—	TRANSCANADA CORP	237,610	$7.73M	0.1%	$37.34	—	COM	89353D107
DUK	DUKE ENERGY CORP NEW	107,757	$7.693M	0.1%	$46.28	+0.2%	COM NEW	26441C204
USB	US BANCORP DEL	179,400	$7.655M	0.1%	$24.75	+19.6%	COM NEW	902973304
AFL	AFLAC INC	127,000	$7.607M	0.1%	$22.23	+10.4%	COM	001055102
PHM	PULTE GROUP INC	426,606	$7.602M	0.1%	$17.90	-8.1%	COM	745867101
—	UNITED TECHNOLOGIES CORP	78,469	$7.539M	0.1%	$108.01	—	COM	913017109
—	EXPRESS SCRIPTS HLDG CO	86,079	$7.524M	0.1%	$71.32	—	COM	30219G108
MMM	3M CO	49,512	$7.458M	0.1%	$72.08	+27.8%	COM	88579Y101
CSCO	CISCO SYS INC	272,601	$7.402M	0.1%	$16.38	+23.1%	COM	17275R102
COR	AMERISOURCEBERGEN CORP	71,100	$7.374M	0.1%	$61.79	+17.8%	COM	03073E105
NWSA	NEWS CORP NEW	542,948	$7.254M	0.1%	$14.11	-11.4%	CL A	65249B109
—	MEAD JOHNSON NUTRITION CO	91,834	$7.25M	0.1%	$85.85	—	COM	582839106
HON	HONEYWELL INTL INC	69,964	$7.246M	0.1%	$60.54	+22.7%	COM	438516106
AEP	AMERICAN ELEC PWR INC	123,927	$7.221M	0.1%	$35.97	+10.2%	COM	025537101
FISV	FISERV INC	78,813	$7.208M	0.1%	$32.96	+42.5%	COM	337738108
PGR	PROGRESSIVE CORP OHIO	225,323	$7.165M	0.1%	$18.89	+24.0%	COM	743315103
UNP	UNION PAC CORP	91,598	$7.163M	0.1%	$85.11	-19.8%	COM	907818108
CME	CME GROUP INC	78,607	$7.122M	0.1%	$51.92	+21.3%	COM	12572Q105
—	RAYTHEON CO	57,057	$7.105M	0.1%	$77.66	—	COM NEW	755111507
PAYX	PAYCHEX INC	134,118	$7.094M	0.1%	$31.66	+21.8%	COM	704326107
—	BONANZA CREEK ENERGY INC	1,346,153	$7.094M	0.1%	$24.66	—	COM	097793103
EFX	EQUIFAX INC	63,682	$7.092M	0.1%	$73.05	+34.4%	COM	294429105
TGT	TARGET CORP	97,291	$7.064M	0.1%	$51.46	+7.4%	COM	87612E106
PPL	PPL CORP	204,637	$6.984M	0.1%	$18.56	+15.6%	COM	69351T106
GD	GENERAL DYNAMICS CORP	50,628	$6.954M	0.1%	$81.18	+41.2%	COM	369550108
—	TOTAL SYS SVCS INC	138,794	$6.912M	0.1%	$36.41	—	COM	891906109
—	L BRANDS INC	71,943	$6.894M	0.1%	$76.55	—	COM	501797104
PCG	PG&E CORP	129,481	$6.887M	0.1%	$43.84	+12.6%	COM	69331C108
—	CHESAPEAKE ENERGY CORP	15,000,000	$6.853M	0.1%	$0.96	—	NOTE 2.500% 5/1	165167CA3
NDAQ	NASDAQ INC	117,460	$6.833M	0.1%	$14.57	+10.9%	COM	631103108
AIZ	ASSURANT INC	84,494	$6.805M	0.1%	$50.37	+33.6%	COM	04621X108
LEG	LEGGETT & PLATT INC	161,822	$6.8M	0.1%	$43.81	+1.3%	COM	524660107
ROP	ROPER TECHNOLOGIES INC	35,735	$6.782M	0.1%	$141.09	+22.2%	COM	776696106
EQR	EQUITY RESIDENTIAL	82,968	$6.769M	0.1%	$38.74	+20.8%	SH BEN INT	29476L107
AZO	AUTOZONE INC	9,106	$6.756M	0.1%	$549.25	+38.9%	COM	053332102
ICE	INTERCONTINENTAL EXCHANGE IN	26,170	$6.706M	0.1%	$37.62	+17.4%	COM	45866F104
ITW	ILLINOIS TOOL WKS INC	72,247	$6.696M	0.1%	$61.95	+15.3%	COM	452308109
—	PEOPLES UNITED FINANCIAL INC	414,168	$6.689M	0.1%	$15.21	—	COM	712704105
ED	CONSOLIDATED EDISON INC	103,577	$6.657M	0.1%	$41.16	+8.4%	COM	209115104
—	AIRGAS INC	47,959	$6.634M	0.1%	$104.10	—	COM	009363102
MCK	MCKESSON CORP	33,619	$6.631M	0.1%	$152.84	+14.2%	COM	58155Q103
—	DENTSPLY INTL INC NEW	108,798	$6.62M	0.1%	$49.10	—	COM	249030107
BDX	BECTON DICKINSON & CO	42,743	$6.586M	0.1%	$108.63	+13.6%	COM	075887109
F	FORD MTR CO DEL	466,763	$6.577M	0.1%	$7.74	+7.8%	COM PAR $0.01	345370860
—	REYNOLDS AMERICAN INC	142,096	$6.558M	0.1%	$60.78	—	COM	761713106
AVY	AVERY DENNISON CORP	104,003	$6.517M	0.1%	$42.44	+23.5%	COM	053611109
PRGO	PERRIGO CO PLC	45,000	$6.512M	0.1%	$153.66	+0.1%	SHS	G97822103
CTAS	CINTAS CORP	71,500	$6.51M	0.1%	$16.91	+21.2%	COM	172908105
RSG	REPUBLIC SVCS INC	147,817	$6.502M	0.1%	$26.48	+38.4%	COM	760759100
—	BB&T CORP	171,581	$6.487M	0.1%	$37.03	—	COM	054937107
WM	WASTE MGMT INC DEL	121,265	$6.472M	0.1%	$42.84	+2.5%	COM	94106L109
ETR	ENTERGY CORP NEW	94,609	$6.467M	0.1%	$24.37	-7.3%	COM	29364G103
AVB	AVALONBAY CMNTYS INC	35,106	$6.464M	0.1%	$106.87	+19.0%	COM	053484101
XEL	XCEL ENERGY INC	179,712	$6.453M	0.1%	$22.81	+14.0%	COM	98389B100
ES	EVERSOURCE ENERGY	126,046	$6.437M	0.1%	$36.01	-0.4%	COM	30040W108
PNW	PINNACLE WEST CAP CORP	99,670	$6.427M	0.1%	$41.11	+4.1%	COM	723484101
ORCL	ORACLE CORP	175,632	$6.416M	0.1%	$32.64	+0.6%	COM	68389X105
WELL	WELLTOWER INC	93,956	$6.392M	0.1%	$44.78	-1.0%	COM	95040Q104
V	VISA INC	82,391	$6.389M	0.1%	$59.93	+20.4%	COM CL A	92826C839
MSI	MOTOROLA SOLUTIONS INC	93,318	$6.388M	0.1%	$53.10	+11.8%	COM NEW	620076307
EIX	EDISON INTL	107,094	$6.341M	0.1%	$38.12	+6.8%	COM	281020107
CINF	CINCINNATI FINL CORP	107,057	$6.335M	0.1%	$37.48	+19.5%	COM	172062101
HBAN	HUNTINGTON BANCSHARES INC	571,066	$6.316M	0.1%	$6.58	+12.0%	COM	446150104
SYY	SYSCO CORP	153,258	$6.284M	0.1%	$27.41	+14.8%	COM	871829107
CCI	CROWN CASTLE INTL CORP NEW	72,581	$6.275M	0.1%	$52.46	+5.9%	COM	22822V101
—	ROCKWELL COLLINS INC	67,837	$6.261M	0.1%	$64.95	—	COM	774341101
ADP	AUTOMATIC DATA PROCESSING IN	73,853	$6.257M	0.1%	$56.71	+21.9%	COM	053015103
—	BARD C R INC	33,002	$6.252M	0.1%	$149.73	—	COM	067383109
MNST	MONSTER BEVERAGE CORP NEW	41,880	$6.238M	0.1%	$22.33	+8.1%	COM	61174X109
ESS	ESSEX PPTY TR INC	25,881	$6.196M	0.1%	$145.41	+13.2%	COM	297178105
NWL	NEWELL RUBBERMAID INC	139,964	$6.17M	0.1%	$29.09	0.0%	COM	651229106
—	HCP INC	161,202	$6.164M	0.1%	$42.63	—	COM	40414L109
—	BAXALTA INC	157,677	$6.154M	0.1%	$34.87	—	COM	07177M103
—	DISCOVER FINL SVCS	114,342	$6.131M	0.1%	$52.98	—	COM	254709108
TJX	TJX COS INC NEW	86,400	$6.127M	0.1%	$24.34	+27.0%	COM	872540109
HIG	HARTFORD FINL SVCS GROUP INC	140,567	$6.109M	0.1%	$28.92	+27.5%	COM	416515104
WY	WEYERHAEUSER CO	203,623	$6.105M	0.1%	$21.34	-4.6%	COM	962166104
L	LOEWS CORP	158,824	$6.099M	0.1%	$39.44	-10.0%	COM	540424108
—	TORCHMARK CORP	106,676	$6.098M	0.1%	$55.89	—	COM	891027104
PTEN	PATTERSON UTI ENERGY INC	403,330	$6.082M	0.1%	$18.39	-16.3%	COM	703481101
DTE	DTE ENERGY CO	75,418	$6.048M	0.1%	$45.56	+7.7%	COM	233331107
AMT	AMERICAN TOWER CORP NEW	62,356	$6.045M	0.1%	$67.21	+13.0%	COM	03027X100
—	SCANA CORP NEW	99,900	$6.043M	0.1%	$54.28	—	COM	80589M102
—	INTERDIGITAL INC	6,000,000	$6.04M	0.1%	$1.08	—	NOTE 2.500% 3/1	458660AB3
AEE	AMEREN CORP	139,583	$6.034M	0.1%	$28.90	+11.1%	COM	023608102
GPC	GENUINE PARTS CO	70,033	$6.015M	0.1%	$65.06	+0.2%	COM	372460105
—	CAPITAL ONE FINL CORP	191,600	$6.007M	0.1%	$24.23	—	*W EXP 11/14/201	14040H139
EXPD	EXPEDITORS INTL WASH INC	133,176	$6.006M	0.1%	$39.44	+7.9%	COM	302130109
VNO	VORNADO RLTY TR	59,875	$5.985M	0.1%	$100.82	—	SH BEN INT	929042109
INTU	INTUIT	62,009	$5.984M	0.1%	$72.14	+23.9%	COM	461202103
OMC	OMNICOM GROUP INC	78,961	$5.974M	0.1%	$49.23	+5.6%	COM	681919106
WEC	WEC ENERGY GROUP INC	116,340	$5.969M	0.1%	$34.08	+7.9%	COM	92939U106
MCO	MOODYS CORP	59,447	$5.965M	0.1%	$74.75	+21.2%	COM	615369105
RVTY	PERKINELMER INC	111,330	$5.964M	0.1%	$43.92	+12.5%	COM	714046109
BXP	BOSTON PROPERTIES INC	46,659	$5.951M	0.1%	$79.74	+3.0%	COM	101121101
TROW	PRICE T ROWE GROUP INC	83,191	$5.947M	0.1%	$52.07	-2.3%	COM	74144T108
NKE	NIKE INC	94,660	$5.916M	0.1%	$44.10	+28.5%	CL B	654106103
PLD	PROLOGIS INC	136,972	$5.879M	0.1%	$30.09	+4.4%	COM	74340W103
SYK	STRYKER CORP	62,640	$5.822M	0.1%	$71.39	+19.4%	COM	863667101
FDX	FEDEX CORP	38,910	$5.797M	0.1%	$118.61	+11.6%	COM	31428X106
MTB	M & T BK CORP	47,692	$5.779M	0.1%	$83.97	+9.1%	COM	55261F104
—	CA INC	201,393	$5.752M	0.1%	$31.27	—	COM	12673P105
—	GENERAL GROWTH PPTYS INC NEW	209,197	$5.692M	0.1%	$26.30	—	COM	370023103
CMS	CMS ENERGY CORP	155,489	$5.61M	0.1%	$23.92	+10.4%	COM	125896100
—	TAKE-TWO INTERACTIVE SOFTWAR	3,000,000	$5.544M	0.1%	$1.40	—	NOTE 1.750%12/0	874054AC3
—	PATTERSON COMPANIES INC	122,614	$5.543M	0.1%	$47.63	—	COM	703395103
HP	HELMERICH & PAYNE INC	103,193	$5.526M	0.1%	$68.03	-18.7%	COM	423452101
NSC	NORFOLK SOUTHERN CORP	65,143	$5.51M	0.1%	$74.19	-6.8%	COM	655844108
SRE	SEMPRA ENERGY	58,438	$5.494M	0.1%	$34.47	+4.0%	COM	816851109
—	MALLINCKRODT PUB LTD CO	73,000	$5.448M	0.1%	$96.83	—	SHS	G5785G107
—	BAKER HUGHES INC	117,616	$5.428M	0.1%	$57.71	—	COM	057224107
MA	MASTERCARD INC	55,492	$5.403M	0.1%	$77.95	+18.3%	CL A	57636Q104
—	TOTAL S A	120,000	$5.394M	0.1%	$51.20	—	SPONSORED ADR	89151E109
ZBH	ZIMMER BIOMET HLDGS INC	52,574	$5.394M	0.1%	$85.26	+5.6%	COM	98956P102
ECL	ECOLAB INC	46,995	$5.375M	0.1%	$86.56	+21.5%	COM	278865100
DVA	DAVITA HEALTHCARE PARTNERS I	76,212	$5.313M	0.1%	$73.29	-0.1%	COM	23918K108
—	ARES CAP CORP	5,300,000	$5.309M	0.1%	$1.05	—	NOTE 5.125% 6/0	04010LAD5
DRI	DARDEN RESTAURANTS INC	82,962	$5.28M	0.1%	$40.36	+7.9%	COM	237194105
UNM	UNUM GROUP	157,548	$5.245M	0.1%	$32.45	+6.3%	COM	91529Y106
CFG	CITIZENS FINL GROUP INC	200,000	$5.238M	0.1%	$17.55	-1.0%	COM	174610105
—	PLUM CREEK TIMBER CO INC	109,601	$5.23M	0.1%	$43.80	—	COM	729251108
PPG	PPG INDS INC	52,657	$5.204M	0.1%	$86.78	-3.1%	COM	693506107
BAX	BAXTER INTL INC	135,386	$5.165M	0.0%	$31.14	-0.3%	COM	071813109
—	VARIAN MED SYS INC	63,872	$5.161M	0.0%	$88.46	—	COM	92220P105
—	DU PONT E I DE NEMOURS & CO	77,034	$5.13M	0.0%	$62.03	—	COM	263534109
GWW	GRAINGER W W INC	25,271	$5.12M	0.0%	$201.14	-13.0%	COM	384802104
BEN	FRANKLIN RES INC	138,513	$5.1M	0.0%	$30.78	-21.9%	COM	354613101
—	ZAYO GROUP HOLDINGS	191,018	$5.079M	0.0%	$26.23	—	COM	98919V105
KIM	KIMCO RLTY CORP	191,070	$5.056M	0.0%	$14.96	+6.1%	COM	49446R109
XYL	XYLEM INC	138,427	$5.053M	0.0%	$29.80	+7.2%	COM	98419M100
ADM	ARCHER DANIELS MIDLAND CO	136,697	$5.014M	0.0%	$28.98	+2.2%	COM	039483102
WAT	WATERS CORP	37,218	$5.009M	0.0%	$109.03	+17.8%	COM	941848103
HSIC	SCHEIN HENRY INC	31,506	$4.984M	0.0%	$55.53	+7.1%	COM	806407102
COP	CONOCOPHILLIPS	106,387	$4.967M	0.0%	$36.80	+4.3%	COM	20825C104
UNH	UNITEDHEALTH GROUP INC	42,142	$4.958M	0.0%	$60.78	+63.4%	COM	91324P102
ENB	ENBRIDGE INC	149,544	$4.952M	0.0%	$23.16	-9.8%	COM	29250N105
ORLY	O REILLY AUTOMOTIVE INC NEW	19,496	$4.941M	0.0%	$10.47	+65.6%	COM	67103H107
NVR	NVR INC	3,003	$4.934M	0.0%	$1477.05	+10.8%	COM	62944T105
RHI	ROBERT HALF INTL INC	104,240	$4.914M	0.0%	$55.03	-8.3%	COM	770323103
—	APARTMENT INVT & MGMT CO	122,356	$4.898M	0.0%	$38.54	—	CL A	03748R101
—	LABORATORY CORP AMER HLDGS	38,981	$4.82M	0.0%	$117.37	—	COM NEW	50540R409
DE	DEERE & CO	62,827	$4.792M	0.0%	$73.36	-11.3%	COM	244199105
DLTR	DOLLAR TREE INC	62,046	$4.791M	0.0%	$67.32	+3.9%	COM	256746108
AME	AMETEK INC NEW	89,394	$4.791M	0.0%	$46.49	+10.2%	COM	031100100
EMR	EMERSON ELEC CO	99,753	$4.771M	0.0%	$41.62	-12.3%	COM	291011104
—	HARRIS CORP DEL	54,772	$4.76M	0.0%	$74.33	—	COM	413875105
MHK	MOHAWK INDS INC	25,111	$4.756M	0.0%	$174.40	+10.1%	COM	608190104
LLY	LILLY ELI & CO	55,562	$4.682M	0.0%	$48.04	+45.1%	COM	532457108
—	CHUBB CORP	35,039	$4.648M	0.0%	$122.65	—	COM	171232101
SHW	SHERWIN WILLIAMS CO	17,873	$4.64M	0.0%	$72.59	+8.5%	COM	824348106
—	JPMORGAN CHASE & CO	194,450	$4.607M	0.0%	$20.34	—	*W EXP 10/28/201	46634E114
ELV	ANTHEM INC	32,837	$4.579M	0.0%	$114.29	+4.6%	COM	036752103
NTRS	NORTHERN TR CORP	62,740	$4.523M	0.0%	$47.11	+16.0%	COM	665859104
O	REALTY INCOME CORP	86,563	$4.469M	0.0%	$28.53	+4.3%	COM	756109104
VFC	V F CORP	71,692	$4.463M	0.0%	$61.30	+1.8%	COM	918204108
BLD	TOPBUILD CORP	144,900	$4.459M	0.0%	$30.95	-3.1%	COM	89055F103
AOS	SMITH A O	57,800	$4.428M	0.0%	$28.34	+12.8%	COM	831865209
RCI	ROGERS COMMUNICATIONS INC	128,662	$4.42M	0.0%	$43.35	-13.4%	CL B	775109200
—	CIGNA CORPORATION	30,090	$4.403M	0.0%	$109.99	—	COM	125509109
ROST	ROSS STORES INC	81,711	$4.397M	0.0%	$39.40	+17.4%	COM	778296103
OC	OWENS CORNING NEW	93,000	$4.374M	0.0%	$43.36	+5.9%	COM	690742101
—	ELECTRONIC ARTS INC	2,000,000	$4.345M	0.0%	$1.51	—	NOTE 0.750% 7/1	285512AA7
—	TECO ENERGY INC	161,629	$4.307M	0.0%	$20.79	—	COM	872375100
FE	FIRSTENERGY CORP	135,308	$4.293M	0.0%	$23.50	-12.4%	COM	337932107
—	DELPHI AUTOMOTIVE PLC	50,000	$4.287M	0.0%	$60.76	—	SHS	G27823106
—	NABORS INDUSTRIES LTD	500,000	$4.255M	0.0%	$14.08	—	SHS	G6359F103
—	SL GREEN RLTY CORP	37,597	$4.248M	0.0%	$115.02	—	COM	78440X101
—	VIPSHOP HLDGS LTD	4,000,000	$4.237M	0.0%	$1.26	—	NOTE 1.500% 3/1	92763WAA1
VTR	VENTAS INC	75,072	$4.236M	0.0%	$50.39	-30.7%	COM	92276F100
FITB	FIFTH THIRD BANCORP	209,642	$4.214M	0.0%	$12.55	+10.6%	COM	316773100
CNP	CENTERPOINT ENERGY INC	223,856	$4.11M	0.0%	$14.73	-14.0%	COM	15189T107
AMP	AMERIPRISE FINL INC	38,604	$4.108M	0.0%	$78.29	+15.2%	COM	03076C106
A	AGILENT TECHNOLOGIES INC	96,317	$4.027M	0.0%	$34.02	+4.9%	COM	00846U101
—	ST JUDE MED INC	64,506	$3.985M	0.0%	$58.44	—	COM	790849103
GLW	CORNING INC	217,857	$3.982M	0.0%	$12.98	+6.7%	COM	219350105
PEG	PUBLIC SVC ENTERPRISE GROUP	102,504	$3.966M	0.0%	$25.14	+12.1%	COM	744573106
—	PRECISION DRILLING CORP	1,000,000	$3.938M	0.0%	$6.49	—	COM 2010	74022D308
—	SANDISK CORP	2,500,000	$3.929M	0.0%	$1.52	—	NOTE 1.500% 8/1	80004CAD3
APD	AIR PRODS & CHEMS INC	30,154	$3.923M	0.0%	$84.96	+15.3%	COM	009158106
EPC	EDGEWELL PERS CARE CO	50,000	$3.919M	0.0%	$82.99	-10.9%	COM	28035Q102
SGI	TEMPUR SEALY INTL INC	55,500	$3.911M	0.0%	$17.74	+7.2%	COM	88023U101
—	INTERPUBLIC GROUP COS INC	167,101	$3.89M	0.0%	$13.37	+15.1%	COM	460690100
—	COCA COLA ENTERPRISES INC NE	77,775	$3.83M	0.0%	$42.29	—	COM	19122T109
BALL	BALL CORP	52,039	$3.785M	0.0%	$27.23	+12.9%	COM	058498106
MAS	MASCO CORP	133,325	$3.773M	0.0%	$18.52	+32.3%	COM	574599106
PSX	PHILLIPS 66	46,085	$3.77M	0.0%	$42.89	+37.7%	COM	718546104
CBRE	CBRE GROUP INC	107,136	$3.705M	0.0%	$32.15	+9.6%	CL A	12504L109
BMY	BRISTOL MYERS SQUIBB CO	53,737	$3.697M	0.0%	$32.35	+44.4%	COM	110122108
—	WHITEWAVE FOODS CO	93,466	$3.637M	0.0%	$48.74	—	COM	966244105
—	BED BATH & BEYOND INC	75,346	$3.635M	0.0%	$71.42	—	COM	075896100
BRK/B	BERKSHIRE HATHAWAY INC DEL	27,428	$3.622M	0.0%	$116.72	+15.0%	CL B NEW	084670702
IP	INTL PAPER CO	94,690	$3.57M	0.0%	$30.16	-17.5%	COM	460146103
—	CTRIP COM INTL LTD	76,600	$3.549M	0.0%	$43.88	—	AMERICAN DEP SHS	22943F100
MTG	MGIC INVT CORP WIS	400,000	$3.532M	0.0%	$10.66	-12.0%	COM	552848103
—	WYNDHAM WORLDWIDE CORP	46,989	$3.414M	0.0%	$82.21	—	COM	98310W108
—	ALBANY MOLECULAR RESH INC	2,500,000	$3.379M	0.0%	$1.21	—	NOTE 2.250%11/1	012423AB5
CM	CDN IMPERIAL BK COMM TORONTO	51,321	$3.369M	0.0%	$21.62	+4.8%	COM	136069101
—	MERITOR INC	2,830,000	$3.362M	0.0%	$1.65	—	NOTE 7.875% 3/0	59001KAC4
STT	STATE STR CORP	50,117	$3.326M	0.0%	$49.58	+4.6%	COM	857477103
—	AETNA INC NEW	30,597	$3.308M	0.0%	$109.88	—	COM	00817Y108
BMO	BANK MONTREAL QUE	58,520	$3.289M	0.0%	$36.21	+5.5%	COM	063671101
—	LINEAR TECHNOLOGY CORP	76,898	$3.266M	0.0%	$44.19	—	COM	535678106
—	SHAW COMMUNICATIONS INC	189,338	$3.244M	0.0%	$23.28	—	CL B CONV	82028K200
APH	AMPHENOL CORP NEW	61,934	$3.235M	0.0%	$11.31	+7.3%	CL A	032095101
—	SCRIPPS NETWORKS INTERACT IN	58,406	$3.225M	0.0%	$68.99	—	CL A COM	811065101
DGX	QUEST DIAGNOSTICS INC	44,942	$3.197M	0.0%	$55.24	-0.5%	COM	74834L100
—	AGL RES INC	49,951	$3.187M	0.0%	$55.16	—	COM	001204106
—	E M C CORP MASS	122,461	$3.145M	0.0%	$24.57	—	COM	268648102
—	LEUCADIA NATL CORP	177,053	$3.079M	0.0%	$20.94	—	COM	527288104
—	GROUPE CGI INC	76,362	$3.045M	0.0%	$35.56	—	CL A SUB VTG	39945C109
—	FLIR SYS INC	108,123	$3.035M	0.0%	$28.55	—	COM	302445101
—	PEPCO HOLDINGS INC	115,677	$3.009M	0.0%	$25.77	—	COM	713291102
JBHT	HUNT J B TRANS SVCS INC	40,784	$2.992M	0.0%	$69.99	-2.3%	COM	445658107
MOS	MOSAIC CO NEW	107,443	$2.964M	0.0%	$40.56	-35.5%	COM	61945C103
VRSN	VERISIGN INC	33,523	$2.929M	0.0%	$74.04	+11.6%	COM	92343E102
—	LEGG MASON INC	73,819	$2.896M	0.0%	$42.38	—	COM	524901105
—	PHARMATHENE INC	1,520,451	$2.889M	0.0%	$1.59	—	COM	71714G102
ISRG	INTUITIVE SURGICAL INC	5,268	$2.877M	0.0%	$55.65	+0.9%	COM NEW	46120E602
—	CERNER CORP	47,445	$2.855M	0.0%	$71.97	—	COM	156782104
DG	DOLLAR GEN CORP NEW	39,366	$2.829M	0.0%	$52.76	+12.9%	COM	256677105
HST	HOST HOTELS & RESORTS INC	181,606	$2.786M	0.0%	$12.54	-12.0%	COM	44107P104
—	BROOKFIELD ASSET MGMT INC	88,511	$2.781M	0.0%	$32.54	—	CL A LTD VT SH	112585104
PCAR	PACCAR INC	58,604	$2.778M	0.0%	$25.48	-9.8%	COM	693718108
OXY	OCCIDENTAL PETE CORP DEL	40,386	$2.73M	0.0%	$58.31	-8.3%	COM	674599105
—	RYLAND GROUP INC	2,000,000	$2.647M	0.0%	$1.42	—	NOTE 1.625% 5/1	783764AQ6
PRU	PRUDENTIAL FINL INC	32,499	$2.646M	0.0%	$49.39	+6.5%	COM	744320102
GIL	GILDAN ACTIVEWEAR INC	91,952	$2.604M	0.0%	$23.97	+5.6%	COM	375916103
PH	PARKER HANNIFIN CORP	26,788	$2.598M	0.0%	$88.24	-2.4%	COM	701094104
BNS	BANK N S HALIFAX	64,101	$2.583M	0.0%	$28.22	-4.7%	COM	064149107
HOG	HARLEY DAVIDSON INC	56,888	$2.582M	0.0%	$53.92	-8.7%	COM	412822108
—	VERISIGN INC	1,000,000	$2.569M	0.0%	$1.85	—	SDCV 3.250% 8/1	92343EAD4
MPC	MARATHON PETE CORP	49,210	$2.551M	0.0%	$32.42	+17.4%	COM	56585A102
—	AGRIUM INC	28,466	$2.534M	0.0%	$90.21	—	COM	008916108
—	DUN & BRADSTREET CORP DEL NE	24,371	$2.533M	0.0%	$116.71	—	COM	26483E100
—	SYMANTEC CORP	116,736	$2.451M	0.0%	$22.10	—	COM	871503108
RDN	RADIAN GROUP INC	183,000	$2.45M	0.0%	$14.56	-16.7%	COM	750236101
WU	WESTERN UN CO	136,609	$2.447M	0.0%	$19.93	—	COM	959802109
SLB	SCHLUMBERGER LTD	33,777	$2.356M	0.0%	$56.67	-1.0%	COM	806857108
—	CENTURYLINK INC	93,337	$2.348M	0.0%	$33.83	—	COM	156700106
IMO	IMPERIAL OIL LTD	70,315	$2.282M	0.0%	$27.71	-7.6%	COM NEW	453038408
SLF	SUN LIFE FINL INC	73,129	$2.272M	0.0%	$31.37	+5.2%	COM	866796105
CAT	CATERPILLAR INC DEL	33,328	$2.265M	0.0%	$63.23	-13.7%	COM	149123101
CNI	CANADIAN NATL RY CO	40,648	$2.263M	0.0%	$47.34	+2.6%	COM	136375102
VMC	VULCAN MATLS CO	23,643	$2.245M	0.0%	$67.54	+31.6%	COM	929160109
—	RADIAN GROUP INC	1,780,000	$2.238M	0.0%	$1.41	—	NOTE 3.000%11/1	750236AK7
NI	NISOURCE INC	113,818	$2.221M	0.0%	$12.51	+11.4%	COM	65473P105
FAST	FASTENAL CO	53,695	$2.192M	0.0%	$8.01	-5.9%	COM	311900104
—	PINNACLE FOODS INC DEL	51,400	$2.182M	0.0%	$45.54	—	COM	72348P104
CMI	CUMMINS INC	24,704	$2.174M	0.0%	$88.01	-13.9%	COM	231021106
—	DEAN FOODS CO NEW	124,400	$2.133M	0.0%	$16.19	—	COM NEW	242370203
—	L-3 COMMUNICATIONS HLDGS INC	17,775	$2.124M	0.0%	$94.94	—	COM	502424104
PFG	PRINCIPAL FINL GROUP INC	45,683	$2.055M	0.0%	$28.75	+16.3%	COM	74251V102
HRB	BLOCK H & R INC	61,511	$2.049M	0.0%	$19.97	+21.0%	COM	093671105
CHRW	C H ROBINSON WORLDWIDE INC	32,912	$2.041M	0.0%	$52.37	+1.0%	COM NEW	12541W209
YUM	YUM BRANDS INC	27,356	$1.998M	0.0%	$41.92	+3.3%	COM	988498101
—	MERITAGE HOMES CORP	2,000,000	$1.996M	0.0%	$1.08	—	NOTE 1.875% 9/1	59001AAR3
ROK	ROCKWELL AUTOMATION INC	19,255	$1.976M	0.0%	$92.33	-6.8%	COM	773903109
TD	TORONTO DOMINION BK ONT	49,722	$1.941M	0.0%	$39.95	+1.3%	COM NEW	891160509
—	FIAT CHRYSLER AUTOMOBILES N	137,367	$1.928M	0.0%	$13.94	—	SHS	N31738102
—	TREEHOUSE FOODS INC	24,500	$1.922M	0.0%	$81.02	—	COM	89469A104
EXC	EXELON CORP	68,844	$1.912M	0.0%	$15.68	-9.6%	COM	30161N101
CNH	CNH INDL N V	277,641	$1.912M	0.0%	$5.81	-12.9%	SHS	N20944109
—	WALGREENS BOOTS ALLIANCE INC	22,383	$1.906M	0.0%	$83.31	—	COM	931427108
GAP	GAP INC DEL	76,685	$1.894M	0.0%	$24.37	-23.7%	COM	364760108
RYN	RAYONIER INC	84,900	$1.885M	0.0%	$22.07	—	COM	754907103
AMG	AFFILIATED MANAGERS GROUP	11,577	$1.85M	0.0%	$195.37	-14.8%	COM	008252108
—	STARWOOD WAYPOINT RESIDENTL	2,000,000	$1.848M	0.0%	$0.95	—	NOTE 3.000% 7/0	85571WAB5
EBAY	EBAY INC	62,881	$1.728M	0.0%	$20.86	+17.8%	COM	278642103
HPQ	HP INC	145,697	$1.725M	0.0%	$9.12	0.0%	COM	40434L105
EQIX	EQUINIX INC	5,656	$1.71M	0.0%	$231.10	+3.5%	COM PAR $0.001	29444U700
ZTS	ZOETIS INC	35,363	$1.695M	0.0%	$34.07	+22.6%	CL A	98978V103
—	JOHNSON CTLS INC	42,034	$1.66M	0.0%	$44.62	—	COM	478366107
SFM	SPROUTS FMRS MKT INC	62,300	$1.657M	0.0%	$30.70	-23.0%	COM	85208M102
AMAT	APPLIED MATLS INC	87,924	$1.642M	0.0%	$14.53	+6.1%	COM	038222105
LEN	LENNAR CORP	33,564	$1.642M	0.0%	$43.71	-0.8%	CL A	526057104
AN	AUTONATION INC	27,340	$1.631M	0.0%	$60.15	+2.9%	COM	05329W102
—	MICRON TECHNOLOGY INC	1,000,000	$1.586M	0.0%	$2.12	—	NOTE 2.375% 5/0	595112AW3
KLAC	KLA-TENCOR CORP	22,760	$1.578M	0.0%	$38.55	+38.5%	COM	482480100
CL	COLGATE PALMOLIVE CO	23,519	$1.567M	0.0%	$45.36	+15.8%	COM	194162103
PBI	PITNEY BOWES INC	74,107	$1.53M	0.0%	$20.68	0.0%	COM	724479100
—	TESORO CORP	14,351	$1.512M	0.0%	$73.09	—	COM	881609101
—	HESS CORP	30,237	$1.466M	0.0%	$98.43	—	COM	42809H107
RY	ROYAL BK CDA MONTREAL QUE	27,437	$1.465M	0.0%	$57.11	-1.8%	COM	780087102
HAIN	HAIN CELESTIAL GROUP INC	35,837	$1.447M	0.0%	$62.52	-27.5%	COM	405217100
—	ALON USA ENERGY INC	1,200,000	$1.432M	0.0%	$1.28	—	NOTE 3.000% 9/1	020520AB8
EW	EDWARDS LIFESCIENCES CORP	18,118	$1.431M	0.0%	$16.43	+58.1%	COM	28176E108
—	CBS CORP NEW	30,052	$1.416M	0.0%	$50.55	—	CL B	124857202
RIG	TRANSOCEAN LTD	112,889	$1.41M	0.0%	$36.12	-60.1%	REG SHS	H8817H100
DAL	DELTA AIR LINES INC DEL	27,539	$1.396M	0.0%	$22.36	+95.3%	COM NEW	247361702
—	BROADCOM CORP	24,002	$1.388M	0.0%	$43.61	—	CL A	111320107
HUM	HUMANA INC	7,748	$1.383M	0.0%	$95.30	+69.7%	COM	444859102
—	QIAGEN NV	50,635	$1.381M	0.0%	$21.02	—	REG SHS	N72482107
—	YAHOO INC	40,982	$1.363M	0.0%	$39.86	—	COM	984332106
CDNA	CAREDX INC	212,591	$1.361M	0.0%	$9.62	-43.4%	COM	14167L103
—	RED HAT INC	16,257	$1.346M	0.0%	$75.86	—	COM	756577102
NTAP	NETAPP INC	50,574	$1.342M	0.0%	$26.59	-9.4%	COM	64110D104
IFF	INTERNATIONAL FLAVORS&FRAGRA	10,955	$1.311M	0.0%	$81.87	+10.3%	COM	459506101
KMI	KINDER MORGAN INC DEL	85,971	$1.283M	0.0%	$22.65	-36.9%	COM	49456B101
—	AARONS INC	57,300	$1.283M	0.0%	$33.52	—	COM PAR $0.50	002535300
—	POTASH CORP SASK INC	74,848	$1.277M	0.0%	$23.82	—	COM	73755L107
SEE	SEALED AIR CORP NEW	27,954	$1.247M	0.0%	$38.99	0.0%	COM	81211K100
—	CITRIX SYS INC	16,460	$1.245M	0.0%	$65.69	—	COM	177376100
—	B2GOLD CORP	1,500,000	$1.241M	0.0%	$0.94	—	NOTE 3.250%10/0	11777QAB6
KEY	KEYCORP NEW	93,951	$1.239M	0.0%	$8.36	+3.7%	COM	493267108
—	CRESCENT PT ENERGY CORP	106,756	$1.239M	0.0%	$20.07	—	COM	22576C101
—	APACHE CORP	27,712	$1.232M	0.0%	$83.27	—	COM	037411105
META	FACEBOOK INC	11,714	$1.226M	0.0%	$55.81	+82.8%	CL A	30303M102
KMX	CARMAX INC	22,589	$1.219M	0.0%	$57.39	-0.5%	COM	143130102
ADBE	ADOBE SYS INC	12,978	$1.219M	0.0%	$89.84	0.0%	COM	00724F101
HAL	HALLIBURTON CO	35,663	$1.214M	0.0%	$34.76	-10.9%	COM	406216101
ABBV	ABBVIE INC	19,936	$1.181M	0.0%	$31.35	+21.1%	COM	00287Y109
M	MACYS INC	33,020	$1.155M	0.0%	$53.35	-18.8%	COM	55616P104
IEX	IDEX CORP	15,000	$1.149M	0.0%	$64.51	+4.4%	COM	45167R104
BA	BOEING CO	7,923	$1.146M	0.0%	$96.52	+33.5%	COM	097023105
TSN	TYSON FOODS INC	21,094	$1.125M	0.0%	$21.59	+74.5%	CL A	902494103
FMC	F M C CORP	28,585	$1.119M	0.0%	$39.18	-30.8%	COM NEW	302491303
—	XEROX CORP	104,780	$1.114M	0.0%	$9.78	—	COM	984121103
LUV	SOUTHWEST AIRLS CO	25,553	$1.1M	0.0%	$15.25	+157.9%	COM	844741108
HCA	HCA HOLDINGS INC	16,230	$1.098M	0.0%	$67.29	-3.6%	COM	40412C101
—	NATIONAL OILWELL VARCO INC	32,138	$1.076M	0.0%	$67.37	—	COM	637071101
IRM	IRON MTN INC NEW	39,454	$1.066M	0.0%	$20.80	-20.4%	COM	46284V101
—	MARATHON OIL CORP	84,347	$1.062M	0.0%	$33.21	—	COM	565849106
BBY	BEST BUY INC	34,855	$1.061M	0.0%	$18.66	+22.6%	COM	086516101
GILD	GILEAD SCIENCES INC	10,406	$1.053M	0.0%	$76.11	-4.2%	COM	375558103
KSS	KOHLS CORP	21,806	$1.039M	0.0%	$63.20	-26.8%	COM	500255104
—	COMPUTER SCIENCES CORP	30,783	$1.006M	0.0%	$46.47	—	COM	205363104
TSCO	TRACTOR SUPPLY CO	11,379	$973K	0.0%	$13.29	+14.3%	COM	892356106
NUE	NUCOR CORP	23,839	$961K	0.0%	$34.21	-5.2%	COM	670346105
CF	CF INDS HLDGS INC	23,441	$957K	0.0%	$41.74	-15.3%	COM	125269100
—	FRONTIER COMMUNICATIONS CORP	191,699	$895K	0.0%	$4.67	—	COM	35906A108
AMZN	AMAZON COM INC	1,212	$819K	0.0%	$23.56	+33.8%	COM	023135106
ADI	ANALOG DEVICES INC	14,601	$808K	0.0%	$39.84	+20.7%	COM	032654105
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	13,062	$784K	0.0%	$38.79	+47.3%	CL A	192446102
—	ALCOA INC	78,204	$772K	0.0%	$9.87	—	COM	013817101
NAVI	NAVIENT CORP	66,570	$762K	0.0%	$19.54	-37.3%	COM	63938C108
TAC	TRANSALTA CORP	212,704	$752K	0.0%	$10.86	-60.2%	COM	89346D107
BIIB	BIOGEN INC	2,436	$746K	0.0%	$232.33	+23.7%	COM	09062X103
LNC	LINCOLN NATL CORP IND	14,831	$745K	0.0%	$36.90	-3.2%	COM	534187109
ZION	ZIONS BANCORPORATION	25,740	$703K	0.0%	$26.23	+9.5%	COM	989701107
—	XILINX INC	14,688	$690K	0.0%	$46.98	—	COM	983919101
MUR	MURPHY OIL CORP	28,240	$634K	0.0%	$32.32	-43.1%	COM	626717102
—	NEWFIELD EXPL CO	19,338	$630K	0.0%	$30.15	—	COM	651290108
BFH	ALLIANCE DATA SYSTEMS CORP	2,270	$628K	0.0%	$195.34	0.0%	COM	018581108
—	CELGENE CORP	5,179	$620K	0.0%	$102.41	—	COM	151020104
—	CAMERON INTERNATIONAL CORP	9,711	$614K	0.0%	$60.34	—	COM	13342B105
TECK	TECK RESOURCES LTD	159,408	$613K	0.0%	$11.85	-58.2%	CL B	878742204
NRG	NRG ENERGY INC	51,597	$607K	0.0%	$20.33	-50.1%	COM NEW	629377508
NVDA	NVIDIA CORP	18,357	$605K	0.0%	$0.47	+56.9%	COM	67066G104
—	WHOLE FOODS MKT INC	17,991	$603K	0.0%	$33.52	—	COM	966837106
TGNA	TEGNA INC	23,211	$592K	0.0%	$18.67	-9.4%	COM	87901J105
LOGI	LOGITECH INTL S A	37,774	$581K	0.0%	$12.49	0.0%	SHS	H50430232
—	E TRADE FINANCIAL CORP	19,595	$581K	0.0%	$22.16	—	COM NEW	269246401
FLR	FLUOR CORP NEW	12,130	$573K	0.0%	$53.99	-20.7%	COM	343412102
AAP	ADVANCE AUTO PARTS INC	3,746	$564K	0.0%	$151.67	+0.2%	COM	00751Y106
SYF	SYNCHRONY FINL	18,457	$561K	0.0%	$25.00	0.0%	COM	87165B103
FCX	FREEPORT-MCMORAN INC	82,321	$557K	0.0%	$30.18	-71.4%	CL B	35671D857
CAE	CAE INC	50,079	$553K	0.0%	$11.15	-5.9%	COM	124765108
SCHW	SCHWAB CHARLES CORP NEW	16,548	$545K	0.0%	$18.86	+47.9%	COM	808513105
—	STAPLES INC	56,742	$537K	0.0%	$15.43	—	COM	855030102
BSX	BOSTON SCIENTIFIC CORP	28,814	$531K	0.0%	$12.70	+41.1%	COM	101137107
VRSK	VERISK ANALYTICS INC	6,807	$523K	0.0%	$72.59	0.0%	COM	92345Y106
SU	SUNCOR ENERGY INC NEW	20,036	$515K	0.0%	$21.14	-8.9%	COM	867224107
HAS	HASBRO INC	7,140	$481K	0.0%	$32.19	+62.6%	COM	418056107
CMA	COMERICA INC	11,480	$480K	0.0%	$26.13	+12.9%	COM	200340107
AAL	AMERICAN AIRLS GROUP INC	11,303	$479K	0.0%	$47.72	-13.3%	COM	02376R102
FFIV	F5 NETWORKS INC	4,904	$475K	0.0%	$94.98	+13.8%	COM	315616102
SWKS	SKYWORKS SOLUTIONS INC	6,136	$471K	0.0%	$69.88	-7.1%	COM	83088M102
TRIP	TRIPADVISOR INC	5,514	$470K	0.0%	$59.29	+21.1%	COM	896945201
—	BARRICK GOLD CORP	61,089	$450K	0.0%	$9.41	—	COM	067901108
RL	RALPH LAUREN CORP	3,962	$442K	0.0%	$124.01	-22.1%	CL A	751212101
—	SUNTRUST BKS INC	40,000	$440K	0.0%	$7.72	—	WAR EXP 12/31/2018	867914129
—	TIM PARTICIPACOES S A	49,992	$424K	0.0%	$26.24	—	SPONSORED ADR	88706P205
AKAM	AKAMAI TECHNOLOGIES INC	7,916	$417K	0.0%	$61.44	0.0%	COM	00971T101
WHR	WHIRLPOOL CORP	2,792	$410K	0.0%	$149.14	+4.0%	COM	963320106
HPE	HEWLETT PACKARD ENTERPRISE C	26,359	$401K	0.0%	$6.50	0.0%	COM	42824C109
UHS	UNIVERSAL HLTH SVCS INC	3,307	$395K	0.0%	$98.61	+18.8%	CL B	913903100
—	PENN WEST PETE LTD NEW	453,890	$382K	0.0%	$10.52	—	COM	707887105
—	THE ADT CORPORATION	11,493	$379K	0.0%	$37.55	—	COM	00101J106
DOV	DOVER CORP	6,086	$373K	0.0%	$44.40	-4.2%	COM	260003108
GNW	GENWORTH FINL INC	98,178	$366K	0.0%	$8.66	-46.6%	COM CL A	37247D106
WMB	WILLIAMS COS INC DEL	14,166	$364K	0.0%	$20.67	-5.3%	COM	969457100
TXT	TEXTRON INC	8,620	$362K	0.0%	$38.92	+4.7%	COM	883203101
—	DIAMOND OFFSHORE DRILLING IN	17,169	$362K	0.0%	$29.20	—	COM	25271C102
CYH	COMMUNITY HEALTH SYS INC NEW	13,590	$361K	0.0%	$25.83	0.0%	COM	203668108
UDR	UDR INC	9,337	$351K	0.0%	$23.14	+8.5%	COM	902653104
—	LEVEL 3 COMMUNICATIONS INC	6,446	$350K	0.0%	$54.30	—	COM NEW	52729N308
—	COACH INC	10,701	$350K	0.0%	$48.51	—	COM	189754104
—	FEDERAL REALTY INVT TR	2,326	$340K	0.0%	$136.29	—	SH BEN INT NEW	313747206
UAA	UNDER ARMOUR INC	4,201	$339K	0.0%	$27.14	+68.1%	CL A	904311107
QSR	RESTAURANT BRANDS INTL INC	9,100	$339K	0.0%	$38.08	-3.6%	COM	76131D103
NNN	NATIONAL RETAIL PPTYS INC	8,443	$338K	0.0%	$37.41	—	COM	637417106
—	HANESBRANDS INC	11,434	$337K	0.0%	$33.51	—	COM	410345102
EXR	EXTRA SPACE STORAGE INC	3,802	$335K	0.0%	$56.28	0.0%	COM	30225T102
—	STARWOOD HOTELS&RESORTS WRLD	4,790	$332K	0.0%	$81.08	—	COM	85590A401
OHI	OMEGA HEALTHCARE INVS INC	9,469	$331K	0.0%	$34.96	—	COM	681936100
—	TAUBMAN CTRS INC	4,245	$326K	0.0%	$76.80	—	COM	876664103
PYPL	PAYPAL HLDGS INC	8,954	$324K	0.0%	$35.85	-1.8%	COM	70450Y103
—	DUKE REALTY CORP	15,329	$322K	0.0%	$19.57	—	COM NEW	264411505
FNV	FRANCO NEVADA CORP	7,005	$319K	0.0%	$39.47	+10.2%	COM	351858105
BWA	BORGWARNER INC	7,325	$317K	0.0%	$38.59	-16.8%	COM	099724106
—	ACTIVISION BLIZZARD INC	8,136	$315K	0.0%	$38.72	—	COM	00507V109
REGN	REGENERON PHARMACEUTICALS	574	$312K	0.0%	$426.20	+26.4%	COM	75886F107
CPT	CAMDEN PPTY TR	4,064	$312K	0.0%	$51.23	0.0%	SH BEN INT	133131102
—	LAM RESEARCH CORP	3,868	$307K	0.0%	$45.59	—	COM	512807108
KRC	KILROY RLTY CORP	4,831	$306K	0.0%	$63.34	—	COM	49427F108
—	CIMAREX ENERGY CO	3,405	$304K	0.0%	$126.20	—	COM	171798101
GME	GAMESTOP CORP NEW	10,693	$300K	0.0%	$6.78	+9.1%	CL A	36467W109
NEM	NEWMONT MINING CORP	16,555	$298K	0.0%	$22.90	-37.1%	COM	651639106
AJG	GALLAGHER ARTHUR J & CO	7,196	$295K	0.0%	$35.98	0.0%	COM	363576109
FDS	FACTSET RESH SYS INC	1,795	$292K	0.0%	$145.44	+3.9%	COM	303075105
—	FMC TECHNOLOGIES INC	9,964	$289K	0.0%	$53.61	—	COM	30249U101
AEM	AGNICO EAGLE MINES LTD	10,982	$288K	0.0%	$22.26	+2.0%	COM	008474108
—	SUNTRUST BKS INC	50,000	$287K	0.0%	$3.22	—	WAR EXP 11/14/2018	867914111
—	ANADARKO PETE CORP	5,854	$284K	0.0%	$86.03	—	COM	032511107
UAL	UNITED CONTL HLDGS INC	4,927	$282K	0.0%	$57.74	0.0%	COM	910047109
AES	AES CORP	29,354	$281K	0.0%	$8.38	-18.0%	COM	00130H105
DDS	DILLARDS INC	3,850	$253K	0.0%	$59.94	0.0%	CL A	254067101
URBN	URBAN OUTFITTERS INC	10,985	$250K	0.0%	$37.18	-30.5%	COM	917047102
TDC	TERADATA CORP DEL	9,304	$246K	0.0%	$47.47	-40.6%	COM	88076W103
PBA	PEMBINA PIPELINE CORP	10,891	$236K	0.0%	$16.34	-14.0%	COM	706327103
—	WESTAR ENERGY INC	5,371	$228K	0.0%	$41.20	—	COM	95709T100
—	SIRONA DENTAL SYSTEMS INC	1,936	$212K	0.0%	$109.50	—	COM	82966C103
MAA	MID-AMER APT CMNTYS INC	2,323	$211K	0.0%	$61.27	0.0%	COM	59522J103
—	HARMAN INTL INDS INC	2,224	$210K	0.0%	$74.33	—	COM	413086109
—	JUNIPER NETWORKS INC	7,557	$209K	0.0%	$20.71	—	COM	48203R104
—	SILVER WHEATON CORP	16,878	$209K	0.0%	$11.96	—	COM	828336107
—	TOWERS WATSON & CO	1,613	$207K	0.0%	$128.33	—	CL A	891894107
BR	BROADRIDGE FINL SOLUTIONS IN	3,851	$207K	0.0%	$47.04	0.0%	COM	11133T103
CBOE	CBOE HLDGS INC	3,167	$206K	0.0%	$59.32	0.0%	COM	12503M108
—	JACOBS ENGR GROUP INC DEL	4,836	$203K	0.0%	$41.98	—	COM	469814107
—	TURQUOISE HILL RES LTD	79,543	$201K	0.0%	$2.55	—	COM	900435108
KGC	KINROSS GOLD CORP	75,794	$137K	0.0%	$3.11	-36.4%	COM NO PAR	496902404
—	SUNEDISON INC	17,589	$90,000	0.0%	$5.12	—	COM	86732Y109
—	HALCON RES CORP	10,443	$13,000	0.0%	$1.24	—	COM PAR	40537Q506
—	KINDER MORGAN INC DEL	71,749	$4,000	0.0%	$5.12	—	*W EXP 05/25/201	49456B119