Grantham, Mayo, Van Otterloo & Co. LLC Diversified Active

Location: Boston, MA

CIK: 0001352662 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 13, 2016

Total Value: $26.77B (99.9% shares, 0.1% debt)

Holdings (576)

JNJ JOHNSON & JOHNSON 3.7%

Value $978M Shares 9,036,395 Est. Cost $61.49 Unrealized +28.1%

PM PHILIP MORRIS INTL INC 3.0%

Value $804M Shares 8,192,430 Est. Cost $48.83 Unrealized +14.4%

AAPL APPLE INC 3.0%

Value $802M Shares 7,361,107 Est. Cost $18.46 Unrealized +22.2%

CSCO CISCO SYS INC 2.9%

Value $772M Shares 27,104,736 Est. Cost $16.89 Unrealized +12.2%

AMZN AMAZON COM INC 2.8%

Value $757M Shares 1,275,481 Est. Cost $16.75 Unrealized +69.4%

GOOG ALPHABET INC 2.7%

Value $726M Shares 975,124 Est. Cost $35.61 Unrealized -0.2%

MSFT MICROSOFT CORP 2.6%

Value $689M Shares 12,478,611 Est. Cost $30.30 Unrealized +52.1%

ORCL ORACLE CORP 2.5%

Value $681M Shares 16,640,189 Est. Cost $27.76 Unrealized +15.1%

SCHW SCHWAB CHARLES CORP NEW 2.3%

Value $623M Shares 22,245,210 Est. Cost $25.42 Unrealized -8.3%

UNH UNITEDHEALTH GROUP INC 2.3%

Value $620M Shares 4,811,930 Est. Cost $66.49 Unrealized +51.8%

PG PROCTER & GAMBLE CO 2.2%

Value $598M Shares 7,264,728 Est. Cost $56.83 Unrealized +8.5%

Value $539M Shares 3,233,054 Est. Cost $67.75 Unrealized +36.9%

KO COCA COLA CO 1.8%

Value $478M Shares 10,293,725 Est. Cost $28.28 Unrealized +12.6%

HYG ISHARES TR 1.8%

Value $475M Shares 5,810,632 Est. Cost $81.69 Unrealized —

QCOM QUALCOMM INC 1.6%

Value $440M Shares 8,604,755 Est. Cost $48.76 Unrealized -24.3%

GOOGL ALPHABET INC 1.6%

Value $423M Shares 554,855 Est. Cost $36.73 Unrealized -0.5%

— CHARTER COMMUNICATIONS INC D 1.6%

Value $420M Shares 2,073,956 Est. Cost $177.71 Unrealized —

— E M C CORP MASS 1.4%

Value $378M Shares 14,169,244 Est. Cost $25.27 Unrealized —

EEM ISHARES TR 1.4%

Value $376M Shares 10,969,657 Est. Cost $34.22 Unrealized —

WMT WAL-MART STORES INC 1.2%

Value $326M Shares 4,763,064 Est. Cost $20.37 Unrealized -10.1%

VZ VERIZON COMMUNICATIONS INC 1.2%

Value $320M Shares 5,926,306 Est. Cost $26.96 Unrealized +11.4%

AXP AMERICAN EXPRESS CO 1.2%

Value $319M Shares 5,200,367 Est. Cost $58.76 Unrealized -14.1%

CMG CHIPOTLE MEXICAN GRILL INC 1.2%

Value $314M Shares 665,979 Est. Cost $11.50 Unrealized -17.3%

HD HOME DEPOT INC 1.1%

Value $304M Shares 2,275,004 Est. Cost $93.98 Unrealized +4.7%

BIDU BAIDU INC 1.1%

Value $298M Shares 1,559,372 Est. Cost $175.88 Unrealized —

MDT MEDTRONIC PLC 1.0%

Value $278M Shares 3,706,658 Est. Cost $58.11 Unrealized +1.3%

ACN ACCENTURE PLC IRELAND 1.0%

Value $277M Shares 2,396,449 Est. Cost $64.51 Unrealized +35.9%

— WABCO HLDGS INC 0.9%

Value $248M Shares 2,320,236 Est. Cost $115.10 Unrealized —

CVS CVS HEALTH CORP 0.9%

Value $241M Shares 2,319,096 Est. Cost $73.15 Unrealized -1.0%

CVX CHEVRON CORP NEW 0.9%

Value $229M Shares 2,402,287 Est. Cost $72.01 Unrealized -20.3%

VLO VALERO ENERGY CORP NEW 0.8%

Value $224M Shares 3,494,458 Est. Cost $42.84 Unrealized +0.1%

ITW ILLINOIS TOOL WKS INC 0.8%

Value $210M Shares 2,054,770 Est. Cost $62.09 Unrealized +18.0%

AIG AMERICAN INTL GROUP INC 0.8%

Value $208M Shares 3,840,904 Est. Cost $44.44 Unrealized -5.3%

JPM JPMORGAN CHASE & CO 0.8%

Value $201M Shares 3,398,398 Est. Cost $43.17 Unrealized +3.9%

NKE NIKE INC 0.7%

Value $200M Shares 3,247,720 Est. Cost $41.10 Unrealized +29.5%

EMR EMERSON ELEC CO 0.6%

Value $173M Shares 3,186,808 Est. Cost $47.32 Unrealized -21.0%

TRV TRAVELERS COMPANIES INC 0.6%

Value $173M Shares 1,478,793 Est. Cost $83.82 Unrealized +4.8%

PFE PFIZER INC 0.6%

Value $172M Shares 5,800,868 Est. Cost $20.75 Unrealized -10.0%

PEP PEPSICO INC 0.6%

Value $167M Shares 1,632,541 Est. Cost $61.86 Unrealized +18.4%

CL COLGATE PALMOLIVE CO 0.6%

Value $161M Shares 2,284,699 Est. Cost $45.36 Unrealized +16.6%

ABT ABBOTT LABS 0.6%

Value $155M Shares 3,713,180 Est. Cost $30.16 Unrealized +9.4%

ELV ANTHEM INC 0.6%

Value $155M Shares 1,115,452 Est. Cost $128.18 Unrealized -9.1%

IBM INTERNATIONAL BUSINESS MACHS 0.6%

Value $151M Shares 996,296 Est. Cost $108.92 Unrealized -22.8%

MCD MCDONALDS CORP 0.6%

Value $150M Shares 1,191,175 Est. Cost $72.03 Unrealized +30.4%

COST COSTCO WHSL CORP NEW 0.5%

Value $147M Shares 932,083 Est. Cost $90.76 Unrealized +40.7%

C CITIGROUP INC 0.5%

Value $143M Shares 3,435,306 Est. Cost $38.51 Unrealized -18.9%

HON HONEYWELL INTL INC 0.5%

Value $139M Shares 1,244,811 Est. Cost $67.61 Unrealized +12.9%

SYK STRYKER CORP 0.5%

Value $138M Shares 1,287,095 Est. Cost $61.06 Unrealized +44.3%

HUM HUMANA INC 0.5%

Value $136M Shares 743,379 Est. Cost $118.68 Unrealized +34.9%

— DR PEPPER SNAPPLE GROUP INC 0.5%

Value $131M Shares 1,463,004 Est. Cost $87.19 Unrealized —

— MOBILE TELESYSTEMS PJSC 0.5%

Value $127M Shares 15,642,579 Est. Cost $8.83 Unrealized —

— AETNA INC NEW 0.5%

Value $121M Shares 1,072,915 Est. Cost $109.53 Unrealized —

SU SUNCOR ENERGY INC NEW 0.4%

Value $120M Shares 4,286,407 Est. Cost $21.34 Unrealized -20.3%

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.4%

Value $118M Shares 1,882,419 Est. Cost $41.97 Unrealized +22.8%

TSM TAIWAN SEMICONDUCTOR MFG LTD 0.4%

Value $116M Shares 4,427,423 Est. Cost $21.69 Unrealized —

JD JD COM INC 0.4%

Value $115M Shares 4,321,559 Est. Cost $30.14 Unrealized —

— EXPRESS SCRIPTS HLDG CO 0.4%

Value $112M Shares 1,624,557 Est. Cost $65.94 Unrealized —

GM GENERAL MTRS CO 0.4%

Value $107M Shares 3,403,900 Est. Cost $24.66 Unrealized -1.5%

VFC V F CORP 0.4%

Value $101M Shares 1,555,127 Est. Cost $56.08 Unrealized +3.6%

LLY LILLY ELI & CO 0.4%

Value $99.39M Shares 1,380,293 Est. Cost $59.43 Unrealized +7.7%

CHKP CHECK POINT SOFTWARE TECH LT 0.4%

Value $96.51M Shares 1,103,300 Est. Cost $81.27 Unrealized -1.1%

SLF SUN LIFE FINL INC 0.4%

Value $95.86M Shares 2,959,200 Est. Cost $32.77 Unrealized -10.4%

BDX BECTON DICKINSON & CO 0.3%

Value $91.51M Shares 602,775 Est. Cost $79.16 Unrealized +54.4%

DHR DANAHER CORP DEL 0.3%

Value $88.19M Shares 929,733 Est. Cost $30.07 Unrealized +21.3%

— MONSANTO CO NEW 0.3%

Value $87.72M Shares 999,808 Est. Cost $116.07 Unrealized —

LBTYAUSD LIBERTY GLOBAL PLC 0.3%

Value $87.31M Shares 2,267,895 Est. Cost $41.93 Unrealized —

— BED BATH & BEYOND INC 0.3%

Value $86.51M Shares 1,742,668 Est. Cost $55.03 Unrealized —

TJX TJX COS INC NEW 0.3%

Value $85.55M Shares 1,091,896 Est. Cost $22.38 Unrealized +41.2%

BLD TOPBUILD CORP 0.3%

Value $85.41M Shares 2,871,762 Est. Cost $30.12 Unrealized -10.2%

CX CEMEX SAB DE CV 0.3%

Value $85.03M Shares 11,680,250 Est. Cost $6.14 Unrealized —

COF CAPITAL ONE FINL CORP 0.3%

Value $82.19M Shares 1,185,770 Est. Cost $62.41 Unrealized -11.3%

ALLY ALLY FINL INC 0.3%

Value $82M Shares 4,380,230 Est. Cost $15.62 Unrealized -15.7%

— LIBERTY GLOBAL PLC 0.3%

Value $80.63M Shares 2,146,724 Est. Cost $40.78 Unrealized —

— ITC HLDGS CORP 0.3%

Value $79.13M Shares 1,816,236 Est. Cost $43.57 Unrealized —

CMCSA COMCAST CORP NEW 0.3%

Value $79.13M Shares 1,295,475 Est. Cost $23.32 Unrealized -2.4%

INTU INTUIT 0.3%

Value $76.71M Shares 737,498 Est. Cost $57.71 Unrealized +55.2%

INFY INFOSYS LTD 0.3%

Value $75.56M Shares 3,972,700 Est. Cost $19.37 Unrealized —

BCE BCE INC 0.3%

Value $74.53M Shares 1,629,300 Est. Cost $22.72 Unrealized +2.4%

PAYX PAYCHEX INC 0.3%

Value $71.39M Shares 1,321,695 Est. Cost $28.81 Unrealized +30.1%

LYB LYONDELLBASELL INDUSTRIES N 0.3%

Value $68.64M Shares 802,000 Est. Cost $46.91 Unrealized -2.4%

RY ROYAL BK CDA MONTREAL QUE 0.3%

Value $68.28M Shares 1,180,200 Est. Cost $56.94 Unrealized -9.0%

— UNITED TECHNOLOGIES CORP 0.3%

Value $67.68M Shares 676,100 Est. Cost $110.97 Unrealized —

SBS COMPANHIA DE SANEAMENTO BASI 0.3%

Value $67.35M Shares 10,204,463 Est. Cost $7.55 Unrealized —

ROK ROCKWELL AUTOMATION INC 0.2%

Value $65.33M Shares 574,294 Est. Cost $96.37 Unrealized -12.9%

— JARDEN CORP 0.2%

Value $65.29M Shares 1,107,600 Est. Cost $58.10 Unrealized —

WFC WELLS FARGO & CO NEW 0.2%

Value $65.12M Shares 1,346,615 Est. Cost $35.17 Unrealized +5.5%

— TESORO CORP 0.2%

Value $64.97M Shares 755,400 Est. Cost $90.66 Unrealized —

— BAXALTA INC 0.2%

Value $64.94M Shares 1,607,392 Est. Cost $40.20 Unrealized —

— UBIQUITI NETWORKS INC 0.2%

Value $63.31M Shares 1,902,990 Est. Cost $30.63 Unrealized —

IBKR INTERACTIVE BROKERS GROUP IN 0.2%

Value $62.81M Shares 1,597,544 Est. Cost $6.31 Unrealized +30.5%

— REYNOLDS AMERICAN INC 0.2%

Value $61.11M Shares 1,214,668 Est. Cost $52.53 Unrealized —

LEA LEAR CORP 0.2%

Value $59.23M Shares 532,800 Est. Cost $87.99 Unrealized +0.2%

PBYI PUMA BIOTECHNOLOGY INC 0.2%

Value $59.06M Shares 2,010,801 Est. Cost $130.36 Unrealized -65.3%

FXI ISHARES TR 0.2%

Value $58.72M Shares 1,738,800 Est. Cost $34.44 Unrealized —

— SANDISK CORP 0.2%

Value $57.63M Shares 757,543 Est. Cost $76.04 Unrealized —

— MEDIA GEN INC NEW 0.2%

Value $57.23M Shares 3,508,945 Est. Cost $16.31 Unrealized —

— FOOT LOCKER INC 0.2%

Value $56.2M Shares 871,400 Est. Cost $66.40 Unrealized —

COP CONOCOPHILLIPS 0.2%

Value $56.2M Shares 1,395,448 Est. Cost $49.68 Unrealized -43.4%

JBLU JETBLUE AIRWAYS CORP 0.2%

Value $55.89M Shares 2,646,500 Est. Cost $21.12 Unrealized -0.4%

ADI ANALOG DEVICES INC 0.2%

Value $55.67M Shares 940,476 Est. Cost $40.74 Unrealized +8.0%

SNA SNAP ON INC 0.2%

Value $55.54M Shares 353,800 Est. Cost $120.77 Unrealized +0.1%

TDC TERADATA CORP DEL 0.2%

Value $55.44M Shares 2,112,687 Est. Cost $43.54 Unrealized -43.2%

GWW GRAINGER W W INC 0.2%

Value $55.22M Shares 236,575 Est. Cost $207.51 Unrealized -13.6%

— CIMPRESS N V 0.2%

Value $54.98M Shares 606,281 Est. Cost $83.48 Unrealized —

— OFFICE DEPOT INC 0.2%

Value $54.68M Shares 7,701,986 Est. Cost $8.91 Unrealized —

— ABENGOA YIELD PLC 0.2%

Value $54.28M Shares 3,053,030 Est. Cost $18.98 Unrealized —

FISV FISERV INC 0.2%

Value $54.2M Shares 528,400 Est. Cost $47.41 Unrealized +0.0%

NPO ENPRO INDS INC 0.2%

Value $53.44M Shares 926,418 Est. Cost $60.00 Unrealized -19.7%

TD TORONTO DOMINION BK ONT 0.2%

Value $53.23M Shares 1,228,242 Est. Cost $40.25 Unrealized -4.1%

— TELEFONICA BRASIL SA 0.2%

Value $52.44M Shares 4,198,204 Est. Cost $19.66 Unrealized —

HDB HDFC BANK LTD 0.2%

Value $51.32M Shares 832,704 Est. Cost $47.26 Unrealized —

MA MASTERCARD INC 0.2%

Value $51.02M Shares 539,949 Est. Cost $70.00 Unrealized +19.2%

ARW ARROW ELECTRS INC 0.2%

Value $50.76M Shares 788,003 Est. Cost $55.69 Unrealized -0.4%

TGT TARGET CORP 0.2%

Value $50.61M Shares 615,120 Est. Cost $58.49 Unrealized -3.6%

— INGRAM MICRO INC 0.2%

Value $50.56M Shares 1,407,848 Est. Cost $35.27 Unrealized —

— ALLERGAN PLC 0.2%

Value $50.46M Shares 188,267 Est. Cost $271.85 Unrealized —

ZBH ZIMMER BIOMET HLDGS INC 0.2%

Value $50.46M Shares 473,236 Est. Cost $68.56 Unrealized +30.1%

EWW ISHARES 0.2%

Value $50.22M Shares 935,100 Est. Cost $53.70 Unrealized —

LOW LOWES COS INC 0.2%

Value $49.72M Shares 656,429 Est. Cost $56.94 Unrealized +3.4%

INTC INTEL CORP 0.2%

Value $48.91M Shares 1,511,800 Est. Cost $24.39 Unrealized 0.0%

BMO BANK MONTREAL QUE 0.2%

Value $48.65M Shares 797,800 Est. Cost $36.15 Unrealized +1.8%

— CHINA MOBILE LIMITED 0.2%

Value $45.63M Shares 822,942 Est. Cost $54.54 Unrealized —

ISRG INTUITIVE SURGICAL INC 0.2%

Value $45.44M Shares 75,598 Est. Cost $49.89 Unrealized +24.2%

HIG HARTFORD FINL SVCS GROUP INC 0.2%

Value $45.33M Shares 983,761 Est. Cost $35.43 Unrealized -4.1%

DIS DISNEY WALT CO 0.2%

Value $45.24M Shares 455,550 Est. Cost $102.10 Unrealized -12.8%

AVT AVNET INC 0.2%

Value $44.91M Shares 1,013,700 Est. Cost $33.76 Unrealized -2.8%

CHD CHURCH & DWIGHT INC 0.2%

Value $44.48M Shares 482,478 Est. Cost $26.67 Unrealized +43.9%

GPC GENUINE PARTS CO 0.2%

Value $44.17M Shares 444,600 Est. Cost $57.49 Unrealized +15.9%

TV GRUPO TELEVISA SA 0.2%

Value $42.58M Shares 1,550,700 Est. Cost $27.42 Unrealized —

AVY AVERY DENNISON CORP 0.2%

Value $42.17M Shares 584,800 Est. Cost $53.54 Unrealized +0.8%

— ST JUDE MED INC 0.2%

Value $41.64M Shares 757,155 Est. Cost $64.88 Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 0.2%

Value $41.24M Shares 330,836 Est. Cost $123.85 Unrealized —

— CABLEVISION SYS CORP 0.2%

Value $40.25M Shares 1,219,815 Est. Cost $32.16 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.1%

Value $39.96M Shares 472,467 Est. Cost $64.24 Unrealized -3.5%

TAL TAL ED GROUP 0.1%

Value $39.83M Shares 801,640 Est. Cost $27.36 Unrealized —

— YOUKU TUDOU INC 0.1%

Value $39.53M Shares 1,438,071 Est. Cost $27.13 Unrealized —

KLAC KLA-TENCOR CORP 0.1%

Value $39.08M Shares 536,731 Est. Cost $53.38 Unrealized +6.0%

EG EVEREST RE GROUP LTD 0.1%

Value $38.31M Shares 194,050 Est. Cost $147.49 Unrealized +1.7%

PGR PROGRESSIVE CORP OHIO 0.1%

Value $37.46M Shares 1,065,896 Est. Cost $21.90 Unrealized +9.8%

— ALERE INC 0.1%

Value $37.27M Shares 736,344 Est. Cost $50.61 Unrealized —

— LIBERTY MEDIA CORP DELAWARE 0.1%

Value $37.1M Shares 973,994 Est. Cost $38.09 Unrealized —

CIG COMPANHIA ENERGETICA DE MINA 0.1%

Value $37M Shares 16,370,615 Est. Cost $6.61 Unrealized —

CM CDN IMPERIAL BK COMM TORONTO 0.1%

Value $36.99M Shares 493,100 Est. Cost $21.60 Unrealized -3.4%

NOC NORTHROP GRUMMAN CORP 0.1%

Value $36.49M Shares 184,400 Est. Cost $156.83 Unrealized +2.7%

HELE HELEN OF TROY CORP LTD 0.1%

Value $35.85M Shares 345,715 Est. Cost $92.81 Unrealized +0.6%

— TATA MTRS LTD 0.1%

Value $35.37M Shares 1,217,421 Est. Cost $36.12 Unrealized —

TROW PRICE T ROWE GROUP INC 0.1%

Value $34.7M Shares 472,331 Est. Cost $50.40 Unrealized -3.8%

CB CHUBB LIMITED 0.1%

Value $34.52M Shares 289,754 Est. Cost $96.06 Unrealized 0.0%

APH AMPHENOL CORP NEW 0.1%

Value $34.26M Shares 592,543 Est. Cost $11.08 Unrealized +6.7%

MGA MAGNA INTL INC 0.1%

Value $33.91M Shares 785,500 Est. Cost $36.47 Unrealized -23.9%

PJT PJT PARTNERS INC 0.1%

Value $32.57M Shares 1,354,136 Est. Cost $21.17 Unrealized +9.3%

CTAS CINTAS CORP 0.1%

Value $32.18M Shares 358,300 Est. Cost $19.84 Unrealized -2.3%

NDAQ NASDAQ INC 0.1%

Value $31.82M Shares 479,375 Est. Cost $16.13 Unrealized +8.8%

UPS UNITED PARCEL SERVICE INC 0.1%

Value $31.12M Shares 295,100 Est. Cost $67.72 Unrealized -0.0%

DOV DOVER CORP 0.1%

Value $30.82M Shares 479,102 Est. Cost $55.29 Unrealized -25.9%

— INTERXION HOLDING N.V 0.1%

Value $30.78M Shares 890,000 Est. Cost $31.49 Unrealized —

ROST ROSS STORES INC 0.1%

Value $30.04M Shares 518,741 Est. Cost $36.82 Unrealized +36.8%

— PINNACLE ENTMT INC 0.1%

Value $29.58M Shares 842,780 Est. Cost $34.55 Unrealized —

AGO ASSURED GUARANTY LTD 0.1%

Value $28.05M Shares 1,108,775 Est. Cost $20.93 Unrealized -0.8%

IBN ICICI BK LTD 0.1%

Value $27.93M Shares 3,901,500 Est. Cost $8.76 Unrealized —

— AGL RES INC 0.1%

Value $27.54M Shares 422,770 Est. Cost $65.14 Unrealized —

— QIHOO 360 TECHNOLOGY CO LTD 0.1%

Value $27.45M Shares 363,380 Est. Cost $75.55 Unrealized —

— STARWOOD HOTELS&RESORTS WRLD 0.1%

Value $27.22M Shares 326,277 Est. Cost $83.43 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.1%

Value $27.14M Shares 172,918 Est. Cost $143.14 Unrealized -11.8%

— CITRIX SYS INC 0.1%

Value $26.91M Shares 342,464 Est. Cost $66.40 Unrealized —

DOX AMDOCS LTD 0.1%

Value $26.61M Shares 440,400 Est. Cost $46.46 Unrealized 0.0%

AGCO AGCO CORP 0.1%

Value $26.6M Shares 535,200 Est. Cost $38.37 Unrealized +0.6%

LNC LINCOLN NATL CORP IND 0.1%

Value $26.5M Shares 675,918 Est. Cost $35.42 Unrealized -24.4%

INGR INGREDION INC 0.1%

Value $26.15M Shares 244,849 Est. Cost $99.36 Unrealized +0.3%

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $25.59M Shares 542,800 Est. Cost $28.82 Unrealized +4.7%

HSIC SCHEIN HENRY INC 0.1%

Value $25.35M Shares 146,858 Est. Cost $44.53 Unrealized +40.2%

SYY SYSCO CORP 0.1%

Value $24.09M Shares 515,616 Est. Cost $26.21 Unrealized +27.3%

EC ECOPETROL S A 0.1%

Value $23.65M Shares 2,747,300 Est. Cost $11.15 Unrealized —

— VIMPELCOM LTD 0.1%

Value $23.29M Shares 5,466,700 Est. Cost $3.79 Unrealized —

AMGN AMGEN INC 0.1%

Value $23.09M Shares 154,015 Est. Cost $84.36 Unrealized +31.3%

GD GENERAL DYNAMICS CORP 0.1%

Value $22.36M Shares 170,165 Est. Cost $107.86 Unrealized -1.0%

FFIV F5 NETWORKS INC 0.1%

Value $21.88M Shares 206,668 Est. Cost $108.31 Unrealized -11.5%

AFL AFLAC INC 0.1%

Value $21.81M Shares 345,352 Est. Cost $22.77 Unrealized +3.6%

EFA ISHARES TR 0.1%

Value $21.61M Shares 378,218 Est. Cost $58.75 Unrealized —

EXPD EXPEDITORS INTL WASH INC 0.1%

Value $21.01M Shares 430,503 Est. Cost $37.29 Unrealized +8.4%

FAF FIRST AMERN FINL CORP 0.1%

Value $20.68M Shares 542,625 Est. Cost $27.02 Unrealized -4.9%

WERN WERNER ENTERPRISES INC 0.1%

Value $19.72M Shares 726,100 Est. Cost $25.60 Unrealized -0.9%

— TALEN ENERGY CORP 0.1%

Value $18.88M Shares 2,097,881 Est. Cost $8.38 Unrealized —

— ENERSIS AMERICAS S A 0.1%

Value $18.58M Shares 1,336,440 Est. Cost $13.39 Unrealized —

BRK/B BERKSHIRE HATHAWAY INC DEL 0.1%

Value $18.44M Shares 130,000 Est. Cost $128.64 Unrealized +3.1%

GIL GILDAN ACTIVEWEAR INC 0.1%

Value $18.32M Shares 598,334 Est. Cost $19.68 Unrealized +15.7%

DG DOLLAR GEN CORP NEW 0.1%

Value $18.3M Shares 213,750 Est. Cost $66.81 Unrealized -0.3%

— COMPANHIA PARANAENSE ENERG C 0.1%

Value $18.24M Shares 2,303,301 Est. Cost $12.48 Unrealized —

DAL DELTA AIR LINES INC DEL 0.1%

Value $18.23M Shares 374,524 Est. Cost $41.31 Unrealized +0.2%

T AT&T INC 0.1%

Value $18.18M Shares 464,229 Est. Cost $13.66 Unrealized +1.3%

HRL HORMEL FOODS CORP 0.1%

Value $17.99M Shares 416,118 Est. Cost $25.42 Unrealized +28.9%

ALK ALASKA AIR GROUP INC 0.1%

Value $17.81M Shares 217,100 Est. Cost $68.47 Unrealized 0.0%

OPLN KAR AUCTION SVCS INC 0.1%

Value $17.77M Shares 465,800 Est. Cost $13.61 Unrealized -2.6%

— ESTERLINE TECHNOLOGIES CORP 0.1%

Value $17.71M Shares 276,421 Est. Cost $64.07 Unrealized —

— COACH INC 0.1%

Value $17.43M Shares 434,736 Est. Cost $41.42 Unrealized —

EFX EQUIFAX INC 0.1%

Value $17.42M Shares 152,400 Est. Cost $76.09 Unrealized +25.9%

JLL JONES LANG LASALLE INC 0.1%

Value $16.89M Shares 144,000 Est. Cost $139.45 Unrealized -15.1%

— NATIONAL PENN BANCSHARES INC 0.1%

Value $16.89M Shares 1,587,277 Est. Cost $10.64 Unrealized —

BAH BOOZ ALLEN HAMILTON HLDG COR 0.1%

Value $16.71M Shares 551,987 Est. Cost $23.35 Unrealized +2.0%

AME AMETEK INC NEW 0.1%

Value $16.55M Shares 331,157 Est. Cost $47.28 Unrealized -5.8%

AEE AMEREN CORP 0.1%

Value $16.45M Shares 328,300 Est. Cost $34.49 Unrealized 0.0%

— CASH AMER INTL INC 0.1%

Value $16.43M Shares 425,200 Est. Cost $36.64 Unrealized —

— FIRSTMERIT CORP 0.1%

Value $15.75M Shares 748,379 Est. Cost $21.05 Unrealized —

— NEWMONT MINING CORP 0.1%

Value $15.56M Shares 15,000,000 Est. Cost $1.03 Unrealized —

CNQ CANADIAN NAT RES LTD 0.1%

Value $15.26M Shares 565,000 Est. Cost $9.56 Unrealized -27.3%

M MACYS INC 0.1%

Value $14.96M Shares 339,261 Est. Cost $58.69 Unrealized -29.6%

— SMITH & WESSON HLDG CORP 0.1%

Value $14.57M Shares 547,400 Est. Cost $26.03 Unrealized —

KFY KORN FERRY INTL 0.1%

Value $14.47M Shares 511,600 Est. Cost $26.05 Unrealized -4.6%

— CONVERGYS CORP 0.1%

Value $14.2M Shares 511,400 Est. Cost $26.83 Unrealized —

— BARD C R INC 0.1%

Value $14.06M Shares 69,375 Est. Cost $135.22 Unrealized —

BEN FRANKLIN RES INC 0.1%

Value $14.04M Shares 359,625 Est. Cost $28.59 Unrealized -23.6%

ED CONSOLIDATED EDISON INC 0.0%

Value $13.34M Shares 174,152 Est. Cost $49.54 Unrealized +0.5%

EW EDWARDS LIFESCIENCES CORP 0.0%

Value $13.17M Shares 149,328 Est. Cost $18.72 Unrealized +47.4%

— CA INC 0.0%

Value $13.09M Shares 424,995 Est. Cost $30.29 Unrealized —

CHRW C H ROBINSON WORLDWIDE INC 0.0%

Value $12.58M Shares 169,520 Est. Cost $43.36 Unrealized +25.3%

HEI/A HEICO CORP NEW 0.0%

Value $12.52M Shares 263,000 Est. Cost $22.52 Unrealized 0.0%

Value $12.32M Shares 400,000 Est. Cost $27.44 Unrealized -2.8%

— AGRIUM INC 0.0%

Value $12.24M Shares 138,051 Est. Cost $90.62 Unrealized —

MFC MANULIFE FINL CORP 0.0%

Value $12.1M Shares 851,810 Est. Cost $16.82 Unrealized -20.3%

TXRH TEXAS ROADHOUSE INC 0.0%

Value $12.07M Shares 277,086 Est. Cost $29.46 Unrealized +11.9%

EBAY EBAY INC 0.0%

Value $11.81M Shares 495,016 Est. Cost $20.01 Unrealized +8.2%

DLX DELUXE CORP 0.0%

Value $11.75M Shares 188,100 Est. Cost $37.86 Unrealized -1.5%

DTE DTE ENERGY CO 0.0%

Value $11.75M Shares 129,600 Est. Cost $51.98 Unrealized 0.0%

— ACTIVISION BLIZZARD INC 0.0%

Value $11.71M Shares 346,000 Est. Cost $33.84 Unrealized —

CHT CHUNGHWA TELECOM CO LTD 0.0%

Value $11.58M Shares 343,140 Est. Cost $31.59 Unrealized —

— CHINA LODGING GROUP LTD 0.0%

Value $11.54M Shares 302,047 Est. Cost $38.21 Unrealized —

AZN ASTRAZENECA PLC 0.0%

Value $11.5M Shares 408,300 Est. Cost $28.16 Unrealized —

HAS HASBRO INC 0.0%

Value $11.34M Shares 141,605 Est. Cost $48.75 Unrealized +9.8%

— ARMOUR RESIDENTIAL REIT INC 0.0%

Value $11.3M Shares 524,800 Est. Cost $21.53 Unrealized —

CHE CHEMED CORP NEW 0.0%

Value $11.16M Shares 82,400 Est. Cost $133.48 Unrealized -2.6%

JBL JABIL CIRCUIT INC 0.0%

Value $11.08M Shares 574,900 Est. Cost $20.54 Unrealized -9.0%

— CPFL ENERGIA S A 0.0%

Value $11.03M Shares 1,012,773 Est. Cost $13.99 Unrealized —

— ATLAS AIR WORLDWIDE HLDGS IN 0.0%

Value $10.28M Shares 243,100 Est. Cost $42.27 Unrealized —

— GUESS INC 0.0%

Value $10.22M Shares 544,700 Est. Cost $18.79 Unrealized —

PNW PINNACLE WEST CAP CORP 0.0%

Value $10.2M Shares 135,900 Est. Cost $44.18 Unrealized +5.1%

— DOUBLE EAGLE ACQUISITION COR 0.0%

Value $10M Shares 1,000,000 Est. Cost $10.14 Unrealized —

Value $9.899M Shares 375,950 Est. Cost $33.04 Unrealized —

— MARATHON OIL CORP 0.0%

Value $9.853M Shares 884,500 Est. Cost $23.47 Unrealized —

— ENDURANCE SPECIALTY HLDGS LT 0.0%

Value $9.814M Shares 150,200 Est. Cost $61.03 Unrealized —

NOAH NOAH HLDGS LTD 0.0%

Value $9.447M Shares 379,700 Est. Cost $27.93 Unrealized —

MTD METTLER TOLEDO INTERNATIONAL 0.0%

Value $9.334M Shares 27,074 Est. Cost $238.49 Unrealized +34.9%

— XILINX INC 0.0%

Value $9.273M Shares 195,505 Est. Cost $50.10 Unrealized —

GILD GILEAD SCIENCES INC 0.0%

Value $8.966M Shares 97,600 Est. Cost $62.54 Unrealized +1.5%

— TUPPERWARE BRANDS CORP 0.0%

Value $8.941M Shares 154,200 Est. Cost $61.08 Unrealized —

KMB KIMBERLY CLARK CORP 0.0%

Value $8.79M Shares 65,351 Est. Cost $63.44 Unrealized +46.2%

— TECH DATA CORP 0.0%

Value $8.483M Shares 110,500 Est. Cost $70.72 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $8.444M Shares 798,100 Est. Cost $10.11 Unrealized —

PRAA PRA GROUP INC 0.0%

Value $8.391M Shares 285,500 Est. Cost $36.39 Unrealized -20.9%

— TALMER BANCORP INC 0.0%

Value $8.368M Shares 462,602 Est. Cost $18.09 Unrealized —

THG HANOVER INS GROUP INC 0.0%

Value $8.336M Shares 92,400 Est. Cost $60.38 Unrealized +3.0%

— SOHU COM INC 0.0%

Value $8.333M Shares 168,200 Est. Cost $49.54 Unrealized —

— AMERICAN INTL GROUP INC 0.0%

Value $8.251M Shares 441,238 Est. Cost $22.14 Unrealized —

— PDL BIOPHARMA INC 0.0%

Value $8.182M Shares 2,457,115 Est. Cost $3.47 Unrealized —

RNR RENAISSANCERE HOLDINGS LTD 0.0%

Value $7.981M Shares 66,600 Est. Cost $106.88 Unrealized +6.2%

IDA IDACORP INC 0.0%

Value $7.914M Shares 106,100 Est. Cost $70.03 Unrealized +0.8%

SKYW SKYWEST INC 0.0%

Value $7.872M Shares 393,800 Est. Cost $16.90 Unrealized 0.0%

— TOTAL S A 0.0%

Value $7.853M Shares 172,900 Est. Cost $45.42 Unrealized —

— GANNETT CO INC 0.0%

Value $7.815M Shares 516,200 Est. Cost $15.51 Unrealized —

WRB BERKLEY W R CORP 0.0%

Value $7.812M Shares 139,000 Est. Cost $12.99 Unrealized -5.8%

AEP AMERICAN ELEC PWR INC 0.0%

Value $7.702M Shares 116,000 Est. Cost $43.68 Unrealized 0.0%

PFG PRINCIPAL FINL GROUP INC 0.0%

Value $7.667M Shares 194,350 Est. Cost $32.42 Unrealized -18.0%

CC CHEMOURS CO 0.0%

Value $7.654M Shares 1,093,400 Est. Cost $4.36 Unrealized -16.5%

— CELESTICA INC 0.0%

Value $7.635M Shares 692,500 Est. Cost $11.02 Unrealized —

— SIX FLAGS ENTMT CORP NEW 0.0%

Value $7.602M Shares 137,000 Est. Cost $48.71 Unrealized —

SWKS SKYWORKS SOLUTIONS INC 0.0%

Value $7.12M Shares 91,400 Est. Cost $47.65 Unrealized +15.9%

MUSA MURPHY USA INC 0.0%

Value $7.092M Shares 115,414 Est. Cost $54.82 Unrealized +9.1%

AN AUTONATION INC 0.0%

Value $7.053M Shares 151,100 Est. Cost $54.93 Unrealized -11.8%

— COLUMBIA PIPELINE GROUP INC 0.0%

Value $7.048M Shares 280,804 Est. Cost $25.10 Unrealized —

— UNILEVER N V 0.0%

Value $7.019M Shares 157,100 Est. Cost $44.68 Unrealized —

WAB WABTEC CORP 0.0%

Value $6.963M Shares 87,823 Est. Cost $71.90 Unrealized -9.0%

MBI MBIA INC 0.0%

Value $6.861M Shares 775,200 Est. Cost $3.00 Unrealized +6.0%

CAKE CHEESECAKE FACTORY INC 0.0%

Value $6.769M Shares 127,500 Est. Cost $41.48 Unrealized -3.2%

KEYS KEYSIGHT TECHNOLOGIES INC 0.0%

Value $6.658M Shares 240,000 Est. Cost $30.01 Unrealized -16.4%

NVO NOVO-NORDISK A S 0.0%

Value $6.644M Shares 122,600 Est. Cost $54.19 Unrealized —

UVV UNIVERSAL CORP VA 0.0%

Value $6.618M Shares 116,500 Est. Cost $54.41 Unrealized -0.2%

HIMX HIMAX TECHNOLOGIES INC 0.0%

Value $6.521M Shares 580,200 Est. Cost $8.15 Unrealized —

— ANSYS INC 0.0%

Value $6.275M Shares 70,140 Est. Cost $76.47 Unrealized —

— POTASH CORP SASK INC 0.0%

Value $6.265M Shares 366,500 Est. Cost $17.09 Unrealized —

SQM SOCIEDAD QUIMICA MINERA DE C 0.0%

Value $6.239M Shares 303,578 Est. Cost $17.93 Unrealized —

SPY SPDR S&P 500 ETF TR 0.0%

Value $6.112M Shares 29,734 Est. Cost $205.29 Unrealized —

AIZ ASSURANT INC 0.0%

Value $6.016M Shares 77,975 Est. Cost $56.72 Unrealized +10.0%

FCX FREEPORT-MCMORAN INC 0.0%

Value $5.949M Shares 575,344 Est. Cost $10.03 Unrealized -36.5%

JKHY HENRY JACK & ASSOC INC 0.0%

Value $5.92M Shares 69,998 Est. Cost $47.06 Unrealized +51.5%

ATO ATMOS ENERGY CORP 0.0%

Value $5.896M Shares 79,400 Est. Cost $53.42 Unrealized +1.7%

— ADVANCED SEMICONDUCTOR ENGR 0.0%

Value $5.821M Shares 995,000 Est. Cost $5.80 Unrealized —

SANM SANMINA CORPORATION 0.0%

Value $5.63M Shares 240,800 Est. Cost $21.64 Unrealized -7.2%

— BGC PARTNERS INC 0.0%

Value $5.492M Shares 606,800 Est. Cost $8.73 Unrealized —

CNI CANADIAN NATL RY CO 0.0%

Value $5.49M Shares 87,500 Est. Cost $46.73 Unrealized 0.0%

— TOTAL SYS SVCS INC 0.0%

Value $5.414M Shares 113,795 Est. Cost $30.82 Unrealized —

TBI TRUEBLUE INC 0.0%

Value $5.356M Shares 204,800 Est. Cost $24.00 Unrealized -3.6%

— JANUS CAP GROUP INC 0.0%

Value $5.238M Shares 358,025 Est. Cost $13.73 Unrealized —

WIT WIPRO LTD 0.0%

Value $5.236M Shares 416,200 Est. Cost $12.41 Unrealized —

— DOW CHEM CO 0.0%

Value $5.188M Shares 102,000 Est. Cost $50.90 Unrealized —

WHR WHIRLPOOL CORP 0.0%

Value $5.158M Shares 28,600 Est. Cost $169.22 Unrealized -11.9%

1741046D STERIS PLC 0.0%

Value $5.115M Shares 71,992 Est. Cost $75.34 Unrealized —

NWBI NORTHWEST BANCSHARES INC MD 0.0%

Value $5.045M Shares 373,400 Est. Cost $7.37 Unrealized -0.6%

AFG AMERICAN FINL GROUP INC OHIO 0.0%

Value $4.982M Shares 70,800 Est. Cost $32.42 Unrealized +1.2%

— DREW INDS INC 0.0%

Value $4.905M Shares 76,100 Est. Cost $62.13 Unrealized —

ATR APTARGROUP INC 0.0%

Value $4.816M Shares 61,422 Est. Cost $59.94 Unrealized +7.0%

WD WALKER & DUNLOP INC 0.0%

Value $4.757M Shares 196,000 Est. Cost $19.36 Unrealized 0.0%

VAC MARRIOTT VACATIONS WRLDWDE C 0.0%

Value $4.671M Shares 69,200 Est. Cost $73.29 Unrealized -22.8%

SIMO SILICON MOTION TECHNOLOGY CO 0.0%

Value $4.622M Shares 119,100 Est. Cost $32.25 Unrealized —

MD MEDNAX INC 0.0%

Value $4.614M Shares 71,400 Est. Cost $59.97 Unrealized +10.6%

WSO WATSCO INC 0.0%

Value $4.581M Shares 34,000 Est. Cost $123.29 Unrealized -1.6%

— CHEMICAL FINL CORP 0.0%

Value $4.525M Shares 126,800 Est. Cost $35.01 Unrealized —

GAP GAP INC DEL 0.0%

Value $4.519M Shares 153,700 Est. Cost $23.73 Unrealized -22.1%

— EXPRESS INC 0.0%

Value $4.43M Shares 206,900 Est. Cost $21.41 Unrealized —

— WESTERN REFNG INC 0.0%

Value $4.221M Shares 145,100 Est. Cost $29.09 Unrealized —

GNTX GENTEX CORP 0.0%

Value $4.178M Shares 266,281 Est. Cost $16.30 Unrealized -10.7%

— NAVIGATORS GROUP INC 0.0%

Value $4.11M Shares 49,000 Est. Cost $83.61 Unrealized —

— QIWI PLC 0.0%

Value $4.105M Shares 283,300 Est. Cost $15.75 Unrealized —

AER AERCAP HOLDINGS NV 0.0%

Value $4.105M Shares 105,900 Est. Cost $34.24 Unrealized -1.0%

— SCRIPPS NETWORKS INTERACT IN 0.0%

Value $4.087M Shares 62,400 Est. Cost $78.46 Unrealized —

ROP ROPER TECHNOLOGIES INC 0.0%

Value $4.063M Shares 22,228 Est. Cost $127.77 Unrealized +27.0%

OMC OMNICOM GROUP INC 0.0%

Value $4.012M Shares 48,200 Est. Cost $53.77 Unrealized 0.0%

ITUB ITAU UNIBANCO HLDG SA 0.0%

Value $3.998M Shares 465,447 Est. Cost $9.14 Unrealized —

ESNT ESSENT GROUP LTD 0.0%

Value $3.983M Shares 191,500 Est. Cost $17.11 Unrealized 0.0%

EL LAUDER ESTEE COS INC 0.0%

Value $3.974M Shares 42,141 Est. Cost $64.04 Unrealized +22.7%

— PRECISION DRILLING CORP 0.0%

Value $3.962M Shares 942,100 Est. Cost $9.52 Unrealized —

RDY DR REDDYS LABS LTD 0.0%

Value $3.918M Shares 86,700 Est. Cost $46.37 Unrealized —

ASR GRUPO AEROPORTUARIO DEL SURE 0.0%

Value $3.829M Shares 25,500 Est. Cost $150.16 Unrealized —

— GROUPE CGI INC 0.0%

Value $3.805M Shares 79,300 Est. Cost $47.27 Unrealized —

PLUS EPLUS INC 0.0%

Value $3.8M Shares 47,200 Est. Cost $21.28 Unrealized -3.0%

THO THOR INDS INC 0.0%

Value $3.794M Shares 59,500 Est. Cost $44.81 Unrealized +0.6%

— SILICONWARE PRECISION INDS L 0.0%

Value $3.774M Shares 473,500 Est. Cost $7.35 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 0.0%

Value $3.773M Shares 79,100 Est. Cost $46.65 Unrealized —

ARCC ARES CAP CORP 0.0%

Value $3.664M Shares 246,900 Est. Cost $5.37 Unrealized 0.0%

SIGI SELECTIVE INS GROUP INC 0.0%

Value $3.65M Shares 99,700 Est. Cost $28.54 Unrealized +0.2%

GPI GROUP 1 AUTOMOTIVE INC 0.0%

Value $3.545M Shares 60,400 Est. Cost $72.90 Unrealized -21.7%

UMC UNITED MICROELECTRONICS CORP 0.0%

Value $3.505M Shares 1,685,000 Est. Cost $1.87 Unrealized —

DDS DILLARDS INC 0.0%

Value $3.43M Shares 40,400 Est. Cost $65.09 Unrealized -14.2%

NWSA NEWS CORP NEW 0.0%

Value $3.404M Shares 266,570 Est. Cost $10.51 Unrealized 0.0%

MAT MATTEL INC 0.0%

Value $3.35M Shares 99,645 Est. Cost $36.61 Unrealized -17.0%

COLM COLUMBIA SPORTSWEAR CO 0.0%

Value $3.317M Shares 55,200 Est. Cost $46.56 Unrealized +4.4%

— GLAXOSMITHKLINE PLC 0.0%

Value $3.24M Shares 79,900 Est. Cost $40.55 Unrealized —

TKC TURKCELL ILETISIM HIZMETLERI 0.0%

Value $3.24M Shares 308,300 Est. Cost $12.68 Unrealized —

GYRO GYRODYNE LLC 0.0%

Value $3.227M Shares 119,888 Est. Cost $19.48 Unrealized -12.6%

MO ALTRIA GROUP INC 0.0%

Value $3.064M Shares 48,900 Est. Cost $31.08 Unrealized 0.0%

— HENNESSY CAP ACQUISITION COR 0.0%

Value $2.946M Shares 300,000 Est. Cost $9.86 Unrealized —

— QUINPARIO ACQUISITION CORP 2 0.0%

Value $2.931M Shares 300,000 Est. Cost $9.86 Unrealized —

CSGS CSG SYS INTL INC 0.0%

Value $2.904M Shares 64,300 Est. Cost $30.77 Unrealized 0.0%

— NATIONAL GRID PLC 0.0%

Value $2.878M Shares 40,300 Est. Cost $71.41 Unrealized —

AGRO ADECOAGRO S A 0.0%

Value $2.839M Shares 245,800 Est. Cost $9.80 Unrealized +10.2%

SWK STANLEY BLACK & DECKER INC 0.0%

Value $2.82M Shares 26,800 Est. Cost $75.11 Unrealized 0.0%

HUBB HUBBELL INC 0.0%

Value $2.714M Shares 25,617 Est. Cost $76.44 Unrealized +1.4%

PSX PHILLIPS 66 0.0%

Value $2.702M Shares 31,200 Est. Cost $56.03 Unrealized 0.0%

NAVI NAVIENT CORP 0.0%

Value $2.685M Shares 224,300 Est. Cost $15.25 Unrealized -31.8%

IVZ INVESCO LTD 0.0%

Value $2.674M Shares 86,902 Est. Cost $20.38 Unrealized -9.8%

GIII G-III APPAREL GROUP LTD 0.0%

Value $2.665M Shares 54,500 Est. Cost $62.66 Unrealized -23.0%

— SCANA CORP NEW 0.0%

Value $2.659M Shares 37,900 Est. Cost $70.16 Unrealized —

TECK TECK RESOURCES LTD 0.0%

Value $2.645M Shares 347,298 Est. Cost $6.83 Unrealized -20.8%

— INTERPUBLIC GROUP COS INC 0.0%

Value $2.635M Shares 114,800 Est. Cost $14.88 Unrealized 0.0%

CVE CENOVUS ENERGY INC 0.0%

Value $2.629M Shares 201,200 Est. Cost $15.83 Unrealized -36.4%

UHS UNIVERSAL HLTH SVCS INC 0.0%

Value $2.582M Shares 20,700 Est. Cost $114.97 Unrealized -6.2%

— KNIGHT TRANSN INC 0.0%

Value $2.531M Shares 96,800 Est. Cost $25.13 Unrealized —

DCI DONALDSON INC 0.0%

Value $2.511M Shares 78,680 Est. Cost $34.34 Unrealized -27.1%

ACCO ACCO BRANDS CORP 0.0%

Value $2.489M Shares 277,200 Est. Cost $4.88 Unrealized 0.0%

TGNA TEGNA INC 0.0%

Value $2.391M Shares 101,900 Est. Cost $16.94 Unrealized -10.3%

ALL ALLSTATE CORP 0.0%

Value $2.374M Shares 35,236 Est. Cost $48.24 Unrealized +4.7%

ACGL ARCH CAP GROUP LTD 0.0%

Value $2.261M Shares 31,800 Est. Cost $22.28 Unrealized -2.8%

— ISHARES 0.0%

Value $2.228M Shares 160,715 Est. Cost $14.21 Unrealized —

— WYNDHAM WORLDWIDE CORP 0.0%

Value $2.224M Shares 29,100 Est. Cost $76.43 Unrealized —

BR BROADRIDGE FINL SOLUTIONS IN 0.0%

Value $2.159M Shares 36,400 Est. Cost $46.01 Unrealized 0.0%

HBAN HUNTINGTON BANCSHARES INC 0.0%

Value $2.129M Shares 223,190 Est. Cost $6.25 Unrealized -2.0%

— VALIDUS HOLDINGS LTD 0.0%

Value $2.081M Shares 44,100 Est. Cost $45.07 Unrealized —

— HSN INC 0.0%

Value $2.077M Shares 39,700 Est. Cost $57.24 Unrealized —

MATX MATSON INC 0.0%

Value $2.057M Shares 51,200 Est. Cost $32.63 Unrealized 0.0%

— STATOIL ASA 0.0%

Value $1.978M Shares 127,100 Est. Cost $15.56 Unrealized —

— AVG TECHNOLOGIES N V 0.0%

Value $1.977M Shares 95,300 Est. Cost $20.75 Unrealized —

MPC MARATHON PETE CORP 0.0%

Value $1.963M Shares 52,800 Est. Cost $27.88 Unrealized 0.0%

MMS MAXIMUS INC 0.0%

Value $1.906M Shares 36,200 Est. Cost $51.00 Unrealized 0.0%

— APACHE CORP 0.0%

Value $1.896M Shares 38,849 Est. Cost $87.60 Unrealized —

— AU OPTRONICS CORP 0.0%

Value $1.887M Shares 639,700 Est. Cost $3.27 Unrealized —

NSIT INSIGHT ENTERPRISES INC 0.0%

Value $1.842M Shares 64,300 Est. Cost $26.36 Unrealized -4.5%

UPBD RENT A CTR INC NEW 0.0%

Value $1.782M Shares 112,400 Est. Cost $24.34 Unrealized -45.2%

LSAK NET 1 UEPS TECHNOLOGIES INC 0.0%

Value $1.777M Shares 193,100 Est. Cost $10.89 Unrealized -7.3%

NJR NEW JERSEY RES 0.0%

Value $1.767M Shares 48,500 Est. Cost $22.73 Unrealized +10.0%

AWR AMERICAN STS WTR CO 0.0%

Value $1.752M Shares 44,500 Est. Cost $34.28 Unrealized +2.2%

NWL NEWELL RUBBERMAID INC 0.0%

Value $1.705M Shares 38,500 Est. Cost $26.19 Unrealized 0.0%

— BLACKROCK CAPITAL INVESTMENT 0.0%

Value $1.703M Shares 181,000 Est. Cost $9.41 Unrealized —

CNO CNO FINL GROUP INC 0.0%

Value $1.693M Shares 94,500 Est. Cost $14.58 Unrealized -3.6%

— DONNELLEY R R & SONS CO 0.0%

Value $1.684M Shares 102,700 Est. Cost $14.93 Unrealized —

— TOWER INTL INC 0.0%

Value $1.648M Shares 60,600 Est. Cost $27.19 Unrealized —

MUR MURPHY OIL CORP 0.0%

Value $1.647M Shares 65,400 Est. Cost $38.29 Unrealized -63.7%

MAN MANPOWERGROUP INC 0.0%

Value $1.628M Shares 20,000 Est. Cost $76.65 Unrealized 0.0%

— THIRD PT REINS LTD 0.0%

Value $1.611M Shares 141,700 Est. Cost $12.76 Unrealized —

— MEREDITH CORP 0.0%

Value $1.596M Shares 33,600 Est. Cost $43.12 Unrealized —

AWK AMERICAN WTR WKS CO INC NEW 0.0%

Value $1.578M Shares 22,900 Est. Cost $53.83 Unrealized 0.0%

AXS AXIS CAPITAL HOLDINGS LTD 0.0%

Value $1.558M Shares 28,100 Est. Cost $41.66 Unrealized -1.5%

PBF PBF ENERGY INC 0.0%

Value $1.557M Shares 46,900 Est. Cost $30.98 Unrealized +3.2%

DIN DINEEQUITY INC 0.0%

Value $1.542M Shares 16,500 Est. Cost $62.15 Unrealized -8.5%

GIS GENERAL MLS INC 0.0%

Value $1.514M Shares 23,900 Est. Cost $32.49 Unrealized +26.8%

— AMERICAN EQTY INVT LIFE HLD 0.0%

Value $1.512M Shares 90,000 Est. Cost $23.31 Unrealized —

GT GOODYEAR TIRE & RUBR CO 0.0%

Value $1.51M Shares 45,800 Est. Cost $30.14 Unrealized 0.0%

BBD BANCO BRADESCO S A 0.0%

Value $1.491M Shares 200,098 Est. Cost $8.66 Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.0%

Value $1.43M Shares 18,100 Est. Cost $79.01 Unrealized —

— AMERICA MOVIL SAB DE CV 0.0%

Value $1.423M Shares 91,600 Est. Cost $21.67 Unrealized —

OMF ONEMAIN HLDGS INC 0.0%

Value $1.366M Shares 49,800 Est. Cost $27.06 Unrealized 0.0%

XEL XCEL ENERGY INC 0.0%

Value $1.355M Shares 32,400 Est. Cost $28.69 Unrealized 0.0%

— COOPER TIRE & RUBR CO 0.0%

Value $1.351M Shares 36,500 Est. Cost $39.43 Unrealized —

BAX BAXTER INTL INC 0.0%

Value $1.339M Shares 32,592 Est. Cost $30.44 Unrealized +6.7%

TTC TORO CO 0.0%

Value $1.326M Shares 15,400 Est. Cost $30.54 Unrealized +25.8%

MOS MOSAIC CO NEW 0.0%

Value $1.299M Shares 48,104 Est. Cost $27.66 Unrealized -21.9%

BAP CREDICORP LTD 0.0%

Value $1.297M Shares 9,900 Est. Cost $87.81 Unrealized -3.2%

MASI MASIMO CORP 0.0%

Value $1.289M Shares 30,800 Est. Cost $28.29 Unrealized +32.9%

KSS KOHLS CORP 0.0%

Value $1.285M Shares 27,577 Est. Cost $56.24 Unrealized -16.6%

BTI BRITISH AMERN TOB PLC 0.0%

Value $1.284M Shares 10,984 Est. Cost $108.42 Unrealized —

ABEV AMBEV SA 0.0%

Value $1.195M Shares 230,700 Est. Cost $4.79 Unrealized —

PH PARKER HANNIFIN CORP 0.0%

Value $1.166M Shares 10,500 Est. Cost $101.94 Unrealized -15.7%

KR KROGER CO 0.0%

Value $1.159M Shares 30,300 Est. Cost $31.60 Unrealized 0.0%

KMPR KEMPER CORP DEL 0.0%

Value $1.133M Shares 38,318 Est. Cost $37.81 Unrealized -20.7%

— EMPRESA NACIONAL DE ELCTRCID 0.0%

Value $1.128M Shares 27,100 Est. Cost $35.52 Unrealized —

FN FABRINET 0.0%

Value $1.048M Shares 32,400 Est. Cost $26.91 Unrealized 0.0%

— VONAGE HLDGS CORP 0.0%

Value $1.03M Shares 225,300 Est. Cost $5.88 Unrealized —

— MAIDEN HOLDINGS LTD 0.0%

Value $1.007M Shares 77,800 Est. Cost $14.23 Unrealized —

BB BLACKBERRY LTD 0.0%

Value $1.002M Shares 123,000 Est. Cost $7.60 Unrealized -1.3%

— COBALT INTL ENERGY INC 0.0%

Value $998K Shares 2,000,000 Est. Cost $0.50 Unrealized —

— DENBURY RES INC 0.0%

Value $994K Shares 447,600 Est. Cost $4.62 Unrealized —

— SPX FLOW INC 0.0%

Value $981K Shares 39,100 Est. Cost $25.09 Unrealized —

HMN HORACE MANN EDUCATORS CORP N 0.0%

Value $957K Shares 30,200 Est. Cost $34.46 Unrealized -11.0%

CMI CUMMINS INC 0.0%

Value $956K Shares 8,700 Est. Cost $103.20 Unrealized -28.1%

MET METLIFE INC 0.0%

Value $938K Shares 21,350 Est. Cost $26.26 Unrealized +1.8%

— STAPLES INC 0.0%

Value $932K Shares 84,472 Est. Cost $11.73 Unrealized —

— NII HLDGS INC 0.0%

Value $894K Shares 161,700 Est. Cost $5.34 Unrealized —

PAG PENSKE AUTOMOTIVE GRP INC 0.0%

Value $860K Shares 22,700 Est. Cost $51.24 Unrealized -30.5%

— TIM PARTICIPACOES S A 0.0%

Value $852K Shares 77,000 Est. Cost $22.21 Unrealized —

SHG SHINHAN FINANCIAL GROUP CO L 0.0%

Value $852K Shares 24,200 Est. Cost $33.57 Unrealized —

SSL SASOL LTD 0.0%

Value $845K Shares 28,600 Est. Cost $33.78 Unrealized —

— COVISINT CORP 0.0%

Value $832K Shares 415,911 Est. Cost $2.65 Unrealized —

ECPG ENCORE CAP GROUP INC 0.0%

Value $826K Shares 32,100 Est. Cost $40.85 Unrealized -43.5%

— APOLLO ED GROUP INC 0.0%

Value $820K Shares 99,800 Est. Cost $11.06 Unrealized —

DRI DARDEN RESTAURANTS INC 0.0%

Value $802K Shares 12,100 Est. Cost $47.83 Unrealized 0.0%

GNW GENWORTH FINL INC 0.0%

Value $801K Shares 293,575 Est. Cost $7.53 Unrealized -66.4%

BSAC BANCO SANTANDER CHILE NEW 0.0%

Value $795K Shares 41,100 Est. Cost $17.99 Unrealized —

SHOO MADDEN STEVEN LTD 0.0%

Value $789K Shares 21,300 Est. Cost $20.00 Unrealized -3.9%

— NATIONAL OILWELL VARCO INC 0.0%

Value $784K Shares 25,213 Est. Cost $34.24 Unrealized —

BRSL INTERNATIONAL GAME TECHNOLOG 0.0%

Value $766K Shares 41,991 Est. Cost $10.73 Unrealized -18.1%

FMX FOMENTO ECONOMICO MEXICANO S 0.0%

Value $761K Shares 7,900 Est. Cost $96.33 Unrealized —

— CHESAPEAKE ENERGY CORP 0.0%

Value $739K Shares 179,300 Est. Cost $5.62 Unrealized —

— NOBLE CORP PLC 0.0%

Value $727K Shares 70,200 Est. Cost $10.36 Unrealized —

NBIS YANDEX N V 0.0%

Value $708K Shares 46,200 Est. Cost $11.74 Unrealized —

— ENSCO PLC 0.0%

Value $703K Shares 67,800 Est. Cost $10.37 Unrealized —

CE CELANESE CORP DEL 0.0%

Value $694K Shares 10,600 Est. Cost $51.27 Unrealized 0.0%

LECO LINCOLN ELEC HLDGS INC 0.0%

Value $685K Shares 11,700 Est. Cost $69.74 Unrealized -22.0%

SM SM ENERGY CO 0.0%

Value $675K Shares 36,000 Est. Cost $26.46 Unrealized -53.5%

MKC MCCORMICK & CO INC 0.0%

Value $659K Shares 6,628 Est. Cost $27.65 Unrealized +34.8%

AD UNITED STATES CELLULAR CORP 0.0%

Value $631K Shares 13,800 Est. Cost $22.52 Unrealized 0.0%

ICLR ICON PLC 0.0%

Value $608K Shares 8,100 Est. Cost $70.08 Unrealized 0.0%

IAG IAMGOLD CORP 0.0%

Value $594K Shares 268,700 Est. Cost $1.95 Unrealized 0.0%

CATO CATO CORP NEW 0.0%

Value $594K Shares 15,400 Est. Cost $20.16 Unrealized +2.7%

— SANTANDER CONSUMER USA HDG I 0.0%

Value $555K Shares 52,900 Est. Cost $10.49 Unrealized —

— SUPERIOR INDS INTL INC 0.0%

Value $552K Shares 25,000 Est. Cost $22.08 Unrealized —

PLOW DOUGLAS DYNAMICS INC 0.0%

Value $536K Shares 23,400 Est. Cost $20.10 Unrealized 0.0%

— CHIPMOS TECH BERMUDA LTD 0.0%

Value $534K Shares 30,700 Est. Cost $19.89 Unrealized —

RL RALPH LAUREN CORP 0.0%

Value $530K Shares 5,509 Est. Cost $132.23 Unrealized -39.3%

XOM EXXON MOBIL CORP 0.0%

Value $527K Shares 6,300 Est. Cost $55.28 Unrealized -6.0%

HNI HNI CORP 0.0%

Value $525K Shares 13,400 Est. Cost $42.35 Unrealized -19.7%

— XL GROUP PLC 0.0%

Value $523K Shares 14,203 Est. Cost $35.33 Unrealized —

— OMEGA PROTEIN CORP 0.0%

Value $515K Shares 30,400 Est. Cost $16.94 Unrealized —

MCY MERCURY GENL CORP NEW 0.0%

Value $500K Shares 9,004 Est. Cost $53.58 Unrealized -7.0%

— DIAMOND OFFSHORE DRILLING IN 0.0%

Value $500K Shares 23,000 Est. Cost $21.74 Unrealized —

TPC TUTOR PERINI CORP 0.0%

Value $496K Shares 31,900 Est. Cost $16.28 Unrealized -14.9%

— SIBANYE GOLD LTD 0.0%

Value $488K Shares 32,174 Est. Cost $12.45 Unrealized —

— VIACOM INC NEW 0.0%

Value $486K Shares 11,768 Est. Cost $41.19 Unrealized —

— NEWFIELD EXPL CO 0.0%

Value $485K Shares 14,600 Est. Cost $32.92 Unrealized —

SCHL SCHOLASTIC CORP 0.0%

Value $475K Shares 12,700 Est. Cost $34.74 Unrealized -16.4%

— BROOKFIELD ASSET MGMT INC 0.0%

Value $471K Shares 13,500 Est. Cost $31.33 Unrealized —

BF/B BROWN FORMAN CORP 0.0%

Value $464K Shares 4,712 Est. Cost $25.49 Unrealized +27.0%

HPQ HP INC 0.0%

Value $464K Shares 37,695 Est. Cost $8.87 Unrealized -13.1%

— LABORATORY CORP AMER HLDGS 0.0%

Value $457K Shares 3,900 Est. Cost $108.67 Unrealized —

ORI OLD REP INTL CORP 0.0%

Value $453K Shares 24,800 Est. Cost $8.67 Unrealized 0.0%

— EXTERRAN CORP 0.0%

Value $451K Shares 29,200 Est. Cost $15.45 Unrealized —

— RITCHIE BROS AUCTIONEERS 0.0%

Value $450K Shares 16,600 Est. Cost $27.11 Unrealized —

— NABORS INDUSTRIES LTD 0.0%

Value $444K Shares 48,300 Est. Cost $9.19 Unrealized —

VET VERMILION ENERGY INC 0.0%

Value $441K Shares 15,000 Est. Cost $44.31 Unrealized -39.4%

— SELECT COMFORT CORP 0.0%

Value $430K Shares 22,200 Est. Cost $21.89 Unrealized —

— RAYTHEON CO 0.0%

Value $429K Shares 3,500 Est. Cost $113.02 Unrealized —

HCA HCA HOLDINGS INC 0.0%

Value $429K Shares 5,500 Est. Cost $64.91 Unrealized 0.0%

— WEST CORP 0.0%

Value $420K Shares 18,400 Est. Cost $21.58 Unrealized —

SID COMPANHIA SIDERURGICA NACION 0.0%

Value $418K Shares 212,300 Est. Cost $4.99 Unrealized —

DVN DEVON ENERGY CORP NEW 0.0%

Value $395K Shares 14,400 Est. Cost $46.48 Unrealized -63.5%

CAH CARDINAL HEALTH INC 0.0%

Value $393K Shares 4,800 Est. Cost $61.18 Unrealized 0.0%

PENN PENN NATL GAMING INC 0.0%

Value $384K Shares 23,000 Est. Cost $18.28 Unrealized -21.6%

PFS PROVIDENT FINL SVCS INC 0.0%

Value $382K Shares 18,900 Est. Cost $11.92 Unrealized +0.7%

BNS BANK N S HALIFAX 0.0%

Value $378K Shares 7,700 Est. Cost $27.68 Unrealized -7.9%

— SYKES ENTERPRISES INC 0.0%

Value $374K Shares 12,400 Est. Cost $30.16 Unrealized —

CACI CACI INTL INC 0.0%

Value $373K Shares 3,500 Est. Cost $93.51 Unrealized 0.0%

CAT CATERPILLAR INC DEL 0.0%

Value $367K Shares 4,800 Est. Cost $59.11 Unrealized -10.2%

— ROWAN COMPANIES PLC 0.0%

Value $365K Shares 22,700 Est. Cost $16.08 Unrealized —

— LAM RESEARCH CORP 0.0%

Value $363K Shares 4,389 Est. Cost $79.95 Unrealized —

— BEMIS INC 0.0%

Value $362K Shares 7,000 Est. Cost $51.71 Unrealized —

BIIB BIOGEN INC 0.0%

Value $359K Shares 1,380 Est. Cost $293.65 Unrealized -10.0%

— ATWOOD OCEANICS INC 0.0%

Value $358K Shares 39,000 Est. Cost $9.18 Unrealized —

UNM UNUM GROUP 0.0%

Value $356K Shares 11,500 Est. Cost $30.90 Unrealized -5.1%

DEO DIAGEO P L C 0.0%

Value $356K Shares 3,300 Est. Cost $107.88 Unrealized —

— FBL FINL GROUP INC 0.0%

Value $351K Shares 5,700 Est. Cost $63.64 Unrealized —

LMT LOCKHEED MARTIN CORP 0.0%

Value $350K Shares 1,580 Est. Cost $165.37 Unrealized -0.1%

— JOY GLOBAL INC 0.0%

Value $349K Shares 21,700 Est. Cost $16.08 Unrealized —

NVR NVR INC 0.0%

Value $346K Shares 200 Est. Cost $1617.32 Unrealized 0.0%

RM REGIONAL MGMT CORP 0.0%

Value $335K Shares 19,600 Est. Cost $12.08 Unrealized 0.0%

BCH BANCO DE CHILE 0.0%

Value $322K Shares 5,000 Est. Cost $62.76 Unrealized —

RIG TRANSOCEAN LTD 0.0%

Value $316K Shares 34,592 Est. Cost $13.46 Unrealized -26.1%

EQIX EQUINIX INC 0.0%

Value $304K Shares 918 Est. Cost $251.06 Unrealized 0.0%

— PENN WEST PETE LTD NEW 0.0%

Value $303K Shares 326,500 Est. Cost $1.85 Unrealized —

— FMC TECHNOLOGIES INC 0.0%

Value $299K Shares 10,926 Est. Cost $27.37 Unrealized —

— HIBBETT SPORTS INC 0.0%

Value $298K Shares 8,300 Est. Cost $35.04 Unrealized —

EEFT EURONET WORLDWIDE INC 0.0%

Value $296K Shares 4,000 Est. Cost $70.60 Unrealized 0.0%

— DISCOVER FINL SVCS 0.0%

Value $289K Shares 5,668 Est. Cost $50.99 Unrealized —

SBUX STARBUCKS CORP 0.0%

Value $287K Shares 4,800 Est. Cost $38.52 Unrealized +23.1%

ZD J2 GLOBAL INC 0.0%

Value $283K Shares 4,600 Est. Cost $48.34 Unrealized +25.2%

CMS CMS ENERGY CORP 0.0%

Value $280K Shares 6,600 Est. Cost $26.41 Unrealized +10.8%

WAT WATERS CORP 0.0%

Value $278K Shares 2,109 Est. Cost $103.73 Unrealized +20.3%

SLB SCHLUMBERGER LTD 0.0%

Value $276K Shares 3,747 Est. Cost $58.61 Unrealized -9.4%

— SUNTRUST BKS INC 0.0%

Value $272K Shares 7,525 Est. Cost $36.15 Unrealized —

SHW SHERWIN WILLIAMS CO 0.0%

Value $268K Shares 940 Est. Cost $74.20 Unrealized +7.6%

— INTERVAL LEISURE GROUP INC 0.0%

Value $264K Shares 18,300 Est. Cost $18.35 Unrealized —

BMY BRISTOL MYERS SQUIBB CO 0.0%

Value $262K Shares 4,100 Est. Cost $29.06 Unrealized +54.1%

TSN TYSON FOODS INC 0.0%

Value $260K Shares 3,900 Est. Cost $37.67 Unrealized +25.4%

— PENNYMAC FINL SVCS INC 0.0%

Value $260K Shares 22,100 Est. Cost $11.76 Unrealized —

BTE BAYTEX ENERGY CORP 0.0%

Value $258K Shares 65,100 Est. Cost $19.54 Unrealized -87.2%

EBF ENNIS INC 0.0%

Value $258K Shares 13,200 Est. Cost $10.11 Unrealized 0.0%

PAC GPO AEROPORTUARIO DEL PAC SA 0.0%

Value $257K Shares 2,900 Est. Cost $88.62 Unrealized —

— MICHAEL KORS HLDGS LTD 0.0%

Value $256K Shares 4,498 Est. Cost $56.92 Unrealized —

SCCO SOUTHERN COPPER CORP 0.0%

Value $252K Shares 9,100 Est. Cost $19.57 Unrealized -13.7%

SF STIFEL FINL CORP 0.0%

Value $249K Shares 8,400 Est. Cost $25.82 Unrealized -26.9%

XNET XUNLEI LTD 0.0%

Value $249K Shares 40,766 Est. Cost $6.11 Unrealized —

BBT BERKSHIRE HILLS BANCORP INC 0.0%

Value $247K Shares 9,200 Est. Cost $21.50 Unrealized -7.3%

— CIGNA CORPORATION 0.0%

Value $247K Shares 1,800 Est. Cost $137.02 Unrealized —

WDFC WD-40 CO 0.0%

Value $246K Shares 2,274 Est. Cost $74.03 Unrealized +19.6%

TLK P T TELEKOMUNIKASI INDONESIA 0.0%

Value $244K Shares 4,800 Est. Cost $42.74 Unrealized —

HOFT HOOKER FURNITURE CORP 0.0%

Value $237K Shares 7,200 Est. Cost $30.15 Unrealized 0.0%

— ENERPLUS CORP 0.0%

Value $237K Shares 60,300 Est. Cost $9.52 Unrealized —

LSTR LANDSTAR SYS INC 0.0%

Value $233K Shares 3,600 Est. Cost $60.38 Unrealized —

— DELEK US HLDGS INC 0.0%

Value $232K Shares 15,200 Est. Cost $24.62 Unrealized —

Value $232K Shares 4,900 Est. Cost $47.35 Unrealized —

— CORPBANCA 0.0%

Value $231K Shares 16,800 Est. Cost $13.02 Unrealized —

— PENGROWTH ENERGY CORP 0.0%

Value $230K Shares 175,100 Est. Cost $2.90 Unrealized —

HPE HEWLETT PACKARD ENTERPRISE C 0.0%

Value $229K Shares 12,895 Est. Cost $6.50 Unrealized -2.0%

FOSL FOSSIL GROUP INC 0.0%

Value $227K Shares 5,100 Est. Cost $105.61 Unrealized -62.6%

ALB ALBEMARLE CORP 0.0%

Value $224K Shares 3,506 Est. Cost $47.90 Unrealized 0.0%

WDC WESTERN DIGITAL CORP 0.0%

Value $224K Shares 4,732 Est. Cost $54.67 Unrealized -43.7%

— PARKER DRILLING CO 0.0%

Value $220K Shares 104,000 Est. Cost $2.63 Unrealized —

KEP KOREA ELECTRIC PWR 0.0%

Value $219K Shares 8,500 Est. Cost $25.76 Unrealized —

— UNIT CORP 0.0%

Value $218K Shares 24,700 Est. Cost $11.27 Unrealized —

ACRE ARES COML REAL ESTATE CORP 0.0%

Value $217K Shares 19,800 Est. Cost $10.96 Unrealized —

WU WESTERN UN CO 0.0%

Value $216K Shares 11,200 Est. Cost $19.29 Unrealized —

ASC ARDMORE SHIPPING CORP 0.0%

Value $214K Shares 25,267 Est. Cost $8.89 Unrealized -18.6%

BVN COMPANIA DE MINAS BUENAVENTU 0.0%

Value $213K Shares 28,900 Est. Cost $6.14 Unrealized —

TRMK TRUSTMARK CORP 0.0%

Value $207K Shares 9,000 Est. Cost $17.19 Unrealized -5.1%

NNI NELNET INC 0.0%

Value $205K Shares 5,200 Est. Cost $39.38 Unrealized -11.3%

— TIDEWATER INC 0.0%

Value $197K Shares 28,900 Est. Cost $6.82 Unrealized —

— OASIS PETE INC NEW 0.0%

Value $186K Shares 25,500 Est. Cost $8.67 Unrealized —

— GRUPO FINANCIERO SANTANDER M 0.0%

Value $182K Shares 20,200 Est. Cost $9.01 Unrealized —

— NORTHERN OIL & GAS INC NEV 0.0%

Value $177K Shares 44,300 Est. Cost $4.42 Unrealized —

— CENCOSUD S A 0.0%

Value $175K Shares 22,800 Est. Cost $6.09 Unrealized —

— VALE S A 0.0%

Value $164K Shares 52,600 Est. Cost $8.22 Unrealized —

LPL LG DISPLAY CO LTD 0.0%

Value $163K Shares 14,300 Est. Cost $12.99 Unrealized —

— ANGLOGOLD ASHANTI LTD 0.0%

Value $157K Shares 11,500 Est. Cost $13.65 Unrealized —

KT KT CORP 0.0%

Value $156K Shares 11,600 Est. Cost $13.45 Unrealized —

GFI GOLD FIELDS LTD NEW 0.0%

Value $149K Shares 37,900 Est. Cost $2.99 Unrealized —

BAC BANK AMER CORP 0.0%

Value $145K Shares 10,700 Est. Cost $11.03 Unrealized -1.5%

— ROADRUNNER TRNSN SVCS HLDG I 0.0%

Value $128K Shares 10,300 Est. Cost $12.43 Unrealized —

— AVIANCA HLDGS SA 0.0%

Value $121K Shares 24,400 Est. Cost $4.27 Unrealized —

— SOUTHWESTERN ENERGY CO 0.0%

Value $120K Shares 14,900 Est. Cost $12.70 Unrealized —

— SOUFUN HLDGS LTD 0.0%

Value $115K Shares 19,200 Est. Cost $6.53 Unrealized —

— CALIFORNIA RES CORP 0.0%

Value $114K Shares 111,088 Est. Cost $2.57 Unrealized —

WTI W & T OFFSHORE INC 0.0%

Value $111K Shares 50,600 Est. Cost $3.72 Unrealized -45.4%

— TSAKOS ENERGY NAVIGATION LTD 0.0%

Value $96,000 Shares 15,600 Est. Cost $6.15 Unrealized —

— TRANSGLOBE ENERGY CORP 0.0%

Value $95,000 Shares 56,507 Est. Cost $2.76 Unrealized —

AVAL GRUPO AVAL ACCIONES Y VALORE 0.0%

Value $87,000 Shares 11,300 Est. Cost $6.54 Unrealized —

— TRC COS INC 0.0%

Value $77,000 Shares 10,600 Est. Cost $7.26 Unrealized —

— CENTRAIS ELETRICAS BRASILEIR 0.0%

Value $62,000 Shares 21,400 Est. Cost $2.90 Unrealized —

— NEWCASTLE INVT CORP NEW 0.0%

Value $54,000 Shares 12,400 Est. Cost $4.35 Unrealized —

— KEY ENERGY SVCS INC 0.0%

Value $37,000 Shares 100,000 Est. Cost $0.47 Unrealized —

— ULTRA PETROLEUM CORP 0.0%

Value $24,000 Shares 47,200 Est. Cost $6.40 Unrealized —

— COMMUNITY HEALTH SYS INC NEW 0.0%

Value $0 Shares 51,900 Est. Cost $0.06 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
JNJ	JOHNSON & JOHNSON	9,036,395	$978M	3.7%	$61.49	+28.1%	COM	478160104
PM	PHILIP MORRIS INTL INC	8,192,430	$804M	3.0%	$48.83	+14.4%	COM	718172109
AAPL	APPLE INC	7,361,107	$802M	3.0%	$18.46	+22.2%	COM	037833100
CSCO	CISCO SYS INC	27,104,736	$772M	2.9%	$16.89	+12.2%	COM	17275R102
AMZN	AMAZON COM INC	1,275,481	$757M	2.8%	$16.75	+69.4%	COM	023135106
GOOG	ALPHABET INC	975,124	$726M	2.7%	$35.61	-0.2%	CAP STK CL C	02079K107
MSFT	MICROSOFT CORP	12,478,611	$689M	2.6%	$30.30	+52.1%	COM	594918104
ORCL	ORACLE CORP	16,640,189	$681M	2.5%	$27.76	+15.1%	COM	68389X105
SCHW	SCHWAB CHARLES CORP NEW	22,245,210	$623M	2.3%	$25.42	-8.3%	COM	808513105
UNH	UNITEDHEALTH GROUP INC	4,811,930	$620M	2.3%	$66.49	+51.8%	COM	91324P102
PG	PROCTER & GAMBLE CO	7,264,728	$598M	2.2%	$56.83	+8.5%	COM	742718109
MMM	3M CO	3,233,054	$539M	2.0%	$67.75	+36.9%	COM	88579Y101
KO	COCA COLA CO	10,293,725	$478M	1.8%	$28.28	+12.6%	COM	191216100
HYG	ISHARES TR	5,810,632	$475M	1.8%	$81.69	—	IBOXX HI YD ETF	464288513
QCOM	QUALCOMM INC	8,604,755	$440M	1.6%	$48.76	-24.3%	COM	747525103
GOOGL	ALPHABET INC	554,855	$423M	1.6%	$36.73	-0.5%	CAP STK CL A	02079K305
—	CHARTER COMMUNICATIONS INC D	2,073,956	$420M	1.6%	$177.71	—	CL A NEW	16117M305
—	E M C CORP MASS	14,169,244	$378M	1.4%	$25.27	—	COM	268648102
EEM	ISHARES TR	10,969,657	$376M	1.4%	$34.22	—	MSCI EMG MKT ETF	464287234
WMT	WAL-MART STORES INC	4,763,064	$326M	1.2%	$20.37	-10.1%	COM	931142103
VZ	VERIZON COMMUNICATIONS INC	5,926,306	$320M	1.2%	$26.96	+11.4%	COM	92343V104
AXP	AMERICAN EXPRESS CO	5,200,367	$319M	1.2%	$58.76	-14.1%	COM	025816109
CMG	CHIPOTLE MEXICAN GRILL INC	665,979	$314M	1.2%	$11.50	-17.3%	COM	169656105
HD	HOME DEPOT INC	2,275,004	$304M	1.1%	$93.98	+4.7%	COM	437076102
BIDU	BAIDU INC	1,559,372	$298M	1.1%	$175.88	—	SPON ADR REP A	056752108
MDT	MEDTRONIC PLC	3,706,658	$278M	1.0%	$58.11	+1.3%	SHS	G5960L103
ACN	ACCENTURE PLC IRELAND	2,396,449	$277M	1.0%	$64.51	+35.9%	SHS CLASS A	G1151C101
—	WABCO HLDGS INC	2,320,236	$248M	0.9%	$115.10	—	COM	92927K102
CVS	CVS HEALTH CORP	2,319,096	$241M	0.9%	$73.15	-1.0%	COM	126650100
CVX	CHEVRON CORP NEW	2,402,287	$229M	0.9%	$72.01	-20.3%	COM	166764100
VLO	VALERO ENERGY CORP NEW	3,494,458	$224M	0.8%	$42.84	+0.1%	COM	91913Y100
ITW	ILLINOIS TOOL WKS INC	2,054,770	$210M	0.8%	$62.09	+18.0%	COM	452308109
AIG	AMERICAN INTL GROUP INC	3,840,904	$208M	0.8%	$44.44	-5.3%	COM NEW	026874784
JPM	JPMORGAN CHASE & CO	3,398,398	$201M	0.8%	$43.17	+3.9%	COM	46625H100
NKE	NIKE INC	3,247,720	$200M	0.7%	$41.10	+29.5%	CL B	654106103
EMR	EMERSON ELEC CO	3,186,808	$173M	0.6%	$47.32	-21.0%	COM	291011104
TRV	TRAVELERS COMPANIES INC	1,478,793	$173M	0.6%	$83.82	+4.8%	COM	89417E109
PFE	PFIZER INC	5,800,868	$172M	0.6%	$20.75	-10.0%	COM	717081103
PEP	PEPSICO INC	1,632,541	$167M	0.6%	$61.86	+18.4%	COM	713448108
CL	COLGATE PALMOLIVE CO	2,284,699	$161M	0.6%	$45.36	+16.6%	COM	194162103
ABT	ABBOTT LABS	3,713,180	$155M	0.6%	$30.16	+9.4%	COM	002824100
ELV	ANTHEM INC	1,115,452	$155M	0.6%	$128.18	-9.1%	COM	036752103
IBM	INTERNATIONAL BUSINESS MACHS	996,296	$151M	0.6%	$108.92	-22.8%	COM	459200101
MCD	MCDONALDS CORP	1,191,175	$150M	0.6%	$72.03	+30.4%	COM	580135101
COST	COSTCO WHSL CORP NEW	932,083	$147M	0.5%	$90.76	+40.7%	COM	22160K105
C	CITIGROUP INC	3,435,306	$143M	0.5%	$38.51	-18.9%	COM NEW	172967424
HON	HONEYWELL INTL INC	1,244,811	$139M	0.5%	$67.61	+12.9%	COM	438516106
SYK	STRYKER CORP	1,287,095	$138M	0.5%	$61.06	+44.3%	COM	863667101
HUM	HUMANA INC	743,379	$136M	0.5%	$118.68	+34.9%	COM	444859102
—	DR PEPPER SNAPPLE GROUP INC	1,463,004	$131M	0.5%	$87.19	—	COM	26138E109
—	MOBILE TELESYSTEMS PJSC	15,642,579	$127M	0.5%	$8.83	—	SPONSORED ADR	607409109
—	AETNA INC NEW	1,072,915	$121M	0.5%	$109.53	—	COM	00817Y108
SU	SUNCOR ENERGY INC NEW	4,286,407	$120M	0.4%	$21.34	-20.3%	COM	867224107
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	1,882,419	$118M	0.4%	$41.97	+22.8%	CL A	192446102
TSM	TAIWAN SEMICONDUCTOR MFG LTD	4,427,423	$116M	0.4%	$21.69	—	SPONSORED ADR	874039100
JD	JD COM INC	4,321,559	$115M	0.4%	$30.14	—	SPON ADR CL A	47215P106
—	EXPRESS SCRIPTS HLDG CO	1,624,557	$112M	0.4%	$65.94	—	COM	30219G108
GM	GENERAL MTRS CO	3,403,900	$107M	0.4%	$24.66	-1.5%	COM	37045V100
VFC	V F CORP	1,555,127	$101M	0.4%	$56.08	+3.6%	COM	918204108
LLY	LILLY ELI & CO	1,380,293	$99.39M	0.4%	$59.43	+7.7%	COM	532457108
CHKP	CHECK POINT SOFTWARE TECH LT	1,103,300	$96.51M	0.4%	$81.27	-1.1%	ORD	M22465104
SLF	SUN LIFE FINL INC	2,959,200	$95.86M	0.4%	$32.77	-10.4%	COM	866796105
BDX	BECTON DICKINSON & CO	602,775	$91.51M	0.3%	$79.16	+54.4%	COM	075887109
DHR	DANAHER CORP DEL	929,733	$88.19M	0.3%	$30.07	+21.3%	COM	235851102
—	MONSANTO CO NEW	999,808	$87.72M	0.3%	$116.07	—	COM	61166W101
LBTYAUSD	LIBERTY GLOBAL PLC	2,267,895	$87.31M	0.3%	$41.93	—	SHS CL A	G5480U104
—	BED BATH & BEYOND INC	1,742,668	$86.51M	0.3%	$55.03	—	COM	075896100
TJX	TJX COS INC NEW	1,091,896	$85.55M	0.3%	$22.38	+41.2%	COM	872540109
BLD	TOPBUILD CORP	2,871,762	$85.41M	0.3%	$30.12	-10.2%	COM	89055F103
CX	CEMEX SAB DE CV	11,680,250	$85.03M	0.3%	$6.14	—	SPON ADR NEW	151290889
COF	CAPITAL ONE FINL CORP	1,185,770	$82.19M	0.3%	$62.41	-11.3%	COM	14040H105
ALLY	ALLY FINL INC	4,380,230	$82M	0.3%	$15.62	-15.7%	COM	02005N100
—	LIBERTY GLOBAL PLC	2,146,724	$80.63M	0.3%	$40.78	—	SHS CL C	G5480U120
—	ITC HLDGS CORP	1,816,236	$79.13M	0.3%	$43.57	—	COM	465685105
CMCSA	COMCAST CORP NEW	1,295,475	$79.13M	0.3%	$23.32	-2.4%	CL A	20030N101
INTU	INTUIT	737,498	$76.71M	0.3%	$57.71	+55.2%	COM	461202103
INFY	INFOSYS LTD	3,972,700	$75.56M	0.3%	$19.37	—	SPONSORED ADR	456788108
BCE	BCE INC	1,629,300	$74.53M	0.3%	$22.72	+2.4%	COM NEW	05534B760
PAYX	PAYCHEX INC	1,321,695	$71.39M	0.3%	$28.81	+30.1%	COM	704326107
LYB	LYONDELLBASELL INDUSTRIES N	802,000	$68.64M	0.3%	$46.91	-2.4%	SHS - A -	N53745100
RY	ROYAL BK CDA MONTREAL QUE	1,180,200	$68.28M	0.3%	$56.94	-9.0%	COM	780087102
—	UNITED TECHNOLOGIES CORP	676,100	$67.68M	0.3%	$110.97	—	COM	913017109
SBS	COMPANHIA DE SANEAMENTO BASI	10,204,463	$67.35M	0.3%	$7.55	—	SPONSORED ADR	20441A102
ROK	ROCKWELL AUTOMATION INC	574,294	$65.33M	0.2%	$96.37	-12.9%	COM	773903109
—	JARDEN CORP	1,107,600	$65.29M	0.2%	$58.10	—	COM	471109108
WFC	WELLS FARGO & CO NEW	1,346,615	$65.12M	0.2%	$35.17	+5.5%	COM	949746101
—	TESORO CORP	755,400	$64.97M	0.2%	$90.66	—	COM	881609101
—	BAXALTA INC	1,607,392	$64.94M	0.2%	$40.20	—	COM	07177M103
—	UBIQUITI NETWORKS INC	1,902,990	$63.31M	0.2%	$30.63	—	COM	90347A100
IBKR	INTERACTIVE BROKERS GROUP IN	1,597,544	$62.81M	0.2%	$6.31	+30.5%	COM	45841N107
—	REYNOLDS AMERICAN INC	1,214,668	$61.11M	0.2%	$52.53	—	COM	761713106
LEA	LEAR CORP	532,800	$59.23M	0.2%	$87.99	+0.2%	COM NEW	521865204
PBYI	PUMA BIOTECHNOLOGY INC	2,010,801	$59.06M	0.2%	$130.36	-65.3%	COM	74587V107
FXI	ISHARES TR	1,738,800	$58.72M	0.2%	$34.44	—	CHINA LG-CAP ETF	464287184
—	SANDISK CORP	757,543	$57.63M	0.2%	$76.04	—	COM	80004C101
—	MEDIA GEN INC NEW	3,508,945	$57.23M	0.2%	$16.31	—	COM	58441K100
—	FOOT LOCKER INC	871,400	$56.2M	0.2%	$66.40	—	COM	344849104
COP	CONOCOPHILLIPS	1,395,448	$56.2M	0.2%	$49.68	-43.4%	COM	20825C104
JBLU	JETBLUE AIRWAYS CORP	2,646,500	$55.89M	0.2%	$21.12	-0.4%	COM	477143101
ADI	ANALOG DEVICES INC	940,476	$55.67M	0.2%	$40.74	+8.0%	COM	032654105
SNA	SNAP ON INC	353,800	$55.54M	0.2%	$120.77	+0.1%	COM	833034101
TDC	TERADATA CORP DEL	2,112,687	$55.44M	0.2%	$43.54	-43.2%	COM	88076W103
GWW	GRAINGER W W INC	236,575	$55.22M	0.2%	$207.51	-13.6%	COM	384802104
—	CIMPRESS N V	606,281	$54.98M	0.2%	$83.48	—	SHS EURO	N20146101
—	OFFICE DEPOT INC	7,701,986	$54.68M	0.2%	$8.91	—	COM	676220106
—	ABENGOA YIELD PLC	3,053,030	$54.28M	0.2%	$18.98	—	ORD SHS	G00349103
FISV	FISERV INC	528,400	$54.2M	0.2%	$47.41	+0.0%	COM	337738108
NPO	ENPRO INDS INC	926,418	$53.44M	0.2%	$60.00	-19.7%	COM	29355X107
TD	TORONTO DOMINION BK ONT	1,228,242	$53.23M	0.2%	$40.25	-4.1%	COM NEW	891160509
—	TELEFONICA BRASIL SA	4,198,204	$52.44M	0.2%	$19.66	—	SPONSORED ADR	87936R106
HDB	HDFC BANK LTD	832,704	$51.32M	0.2%	$47.26	—	ADR REPS 3 SHS	40415F101
MA	MASTERCARD INC	539,949	$51.02M	0.2%	$70.00	+19.2%	CL A	57636Q104
ARW	ARROW ELECTRS INC	788,003	$50.76M	0.2%	$55.69	-0.4%	COM	042735100
TGT	TARGET CORP	615,120	$50.61M	0.2%	$58.49	-3.6%	COM	87612E106
—	INGRAM MICRO INC	1,407,848	$50.56M	0.2%	$35.27	—	CL A	457153104
—	ALLERGAN PLC	188,267	$50.46M	0.2%	$271.85	—	SHS	G0177J108
ZBH	ZIMMER BIOMET HLDGS INC	473,236	$50.46M	0.2%	$68.56	+30.1%	COM	98956P102
EWW	ISHARES	935,100	$50.22M	0.2%	$53.70	—	MSCI MEX CAP ETF	464286822
LOW	LOWES COS INC	656,429	$49.72M	0.2%	$56.94	+3.4%	COM	548661107
INTC	INTEL CORP	1,511,800	$48.91M	0.2%	$24.39	0.0%	COM	458140100
BMO	BANK MONTREAL QUE	797,800	$48.65M	0.2%	$36.15	+1.8%	COM	063671101
—	CHINA MOBILE LIMITED	822,942	$45.63M	0.2%	$54.54	—	SPONSORED ADR	16941M109
ISRG	INTUITIVE SURGICAL INC	75,598	$45.44M	0.2%	$49.89	+24.2%	COM NEW	46120E602
HIG	HARTFORD FINL SVCS GROUP INC	983,761	$45.33M	0.2%	$35.43	-4.1%	COM	416515104
DIS	DISNEY WALT CO	455,550	$45.24M	0.2%	$102.10	-12.8%	COM DISNEY	254687106
AVT	AVNET INC	1,013,700	$44.91M	0.2%	$33.76	-2.8%	COM	053807103
CHD	CHURCH & DWIGHT INC	482,478	$44.48M	0.2%	$26.67	+43.9%	COM	171340102
GPC	GENUINE PARTS CO	444,600	$44.17M	0.2%	$57.49	+15.9%	COM	372460105
TV	GRUPO TELEVISA SA	1,550,700	$42.58M	0.2%	$27.42	—	SPON ADR REP ORD	40049J206
AVY	AVERY DENNISON CORP	584,800	$42.17M	0.2%	$53.54	+0.8%	COM	053611109
—	ST JUDE MED INC	757,155	$41.64M	0.2%	$64.88	—	COM	790849103
BUD	ANHEUSER BUSCH INBEV SA/NV	330,836	$41.24M	0.2%	$123.85	—	SPONSORED ADR	03524A108
—	CABLEVISION SYS CORP	1,219,815	$40.25M	0.2%	$32.16	—	CL A NY CABLVS	12686C109
PNC	PNC FINL SVCS GROUP INC	472,467	$39.96M	0.1%	$64.24	-3.5%	COM	693475105
TAL	TAL ED GROUP	801,640	$39.83M	0.1%	$27.36	—	ADS REPSTG COM	874080104
—	YOUKU TUDOU INC	1,438,071	$39.53M	0.1%	$27.13	—	SPONSORED ADR	98742U100
KLAC	KLA-TENCOR CORP	536,731	$39.08M	0.1%	$53.38	+6.0%	COM	482480100
EG	EVEREST RE GROUP LTD	194,050	$38.31M	0.1%	$147.49	+1.7%	COM	G3223R108
PGR	PROGRESSIVE CORP OHIO	1,065,896	$37.46M	0.1%	$21.90	+9.8%	COM	743315103
—	ALERE INC	736,344	$37.27M	0.1%	$50.61	—	COM	01449J105
—	LIBERTY MEDIA CORP DELAWARE	973,994	$37.1M	0.1%	$38.09	—	COM SER C	531229300
CIG	COMPANHIA ENERGETICA DE MINA	16,370,615	$37M	0.1%	$6.61	—	SP ADR N-V PFD	204409601
CM	CDN IMPERIAL BK COMM TORONTO	493,100	$36.99M	0.1%	$21.60	-3.4%	COM	136069101
NOC	NORTHROP GRUMMAN CORP	184,400	$36.49M	0.1%	$156.83	+2.7%	COM	666807102
HELE	HELEN OF TROY CORP LTD	345,715	$35.85M	0.1%	$92.81	+0.6%	COM	G4388N106
—	TATA MTRS LTD	1,217,421	$35.37M	0.1%	$36.12	—	SPONSORED ADR	876568502
TROW	PRICE T ROWE GROUP INC	472,331	$34.7M	0.1%	$50.40	-3.8%	COM	74144T108
CB	CHUBB LIMITED	289,754	$34.52M	0.1%	$96.06	0.0%	COM	H1467J104
APH	AMPHENOL CORP NEW	592,543	$34.26M	0.1%	$11.08	+6.7%	CL A	032095101
MGA	MAGNA INTL INC	785,500	$33.91M	0.1%	$36.47	-23.9%	COM	559222401
PJT	PJT PARTNERS INC	1,354,136	$32.57M	0.1%	$21.17	+9.3%	COM CL A	69343T107
CTAS	CINTAS CORP	358,300	$32.18M	0.1%	$19.84	-2.3%	COM	172908105
NDAQ	NASDAQ INC	479,375	$31.82M	0.1%	$16.13	+8.8%	COM	631103108
UPS	UNITED PARCEL SERVICE INC	295,100	$31.12M	0.1%	$67.72	-0.0%	CL B	911312106
DOV	DOVER CORP	479,102	$30.82M	0.1%	$55.29	-25.9%	COM	260003108
—	INTERXION HOLDING N.V	890,000	$30.78M	0.1%	$31.49	—	SHS	N47279109
ROST	ROSS STORES INC	518,741	$30.04M	0.1%	$36.82	+36.8%	COM	778296103
—	PINNACLE ENTMT INC	842,780	$29.58M	0.1%	$34.55	—	COM	723456109
AGO	ASSURED GUARANTY LTD	1,108,775	$28.05M	0.1%	$20.93	-0.8%	COM	G0585R106
IBN	ICICI BK LTD	3,901,500	$27.93M	0.1%	$8.76	—	ADR	45104G104
—	AGL RES INC	422,770	$27.54M	0.1%	$65.14	—	COM	001204106
—	QIHOO 360 TECHNOLOGY CO LTD	363,380	$27.45M	0.1%	$75.55	—	ADS	74734M109
—	STARWOOD HOTELS&RESORTS WRLD	326,277	$27.22M	0.1%	$83.43	—	COM	85590A401
GS	GOLDMAN SACHS GROUP INC	172,918	$27.14M	0.1%	$143.14	-11.8%	COM	38141G104
—	CITRIX SYS INC	342,464	$26.91M	0.1%	$66.40	—	COM	177376100
DOX	AMDOCS LTD	440,400	$26.61M	0.1%	$46.46	0.0%	SHS	G02602103
AGCO	AGCO CORP	535,200	$26.6M	0.1%	$38.37	+0.6%	COM	001084102
LNC	LINCOLN NATL CORP IND	675,918	$26.5M	0.1%	$35.42	-24.4%	COM	534187109
INGR	INGREDION INC	244,849	$26.15M	0.1%	$99.36	+0.3%	COM	457187102
PEG	PUBLIC SVC ENTERPRISE GROUP	542,800	$25.59M	0.1%	$28.82	+4.7%	COM	744573106
HSIC	SCHEIN HENRY INC	146,858	$25.35M	0.1%	$44.53	+40.2%	COM	806407102
SYY	SYSCO CORP	515,616	$24.09M	0.1%	$26.21	+27.3%	COM	871829107
EC	ECOPETROL S A	2,747,300	$23.65M	0.1%	$11.15	—	SPONSORED ADS	279158109
—	VIMPELCOM LTD	5,466,700	$23.29M	0.1%	$3.79	—	SPONSORED ADR	92719A106
AMGN	AMGEN INC	154,015	$23.09M	0.1%	$84.36	+31.3%	COM	031162100
GD	GENERAL DYNAMICS CORP	170,165	$22.36M	0.1%	$107.86	-1.0%	COM	369550108
FFIV	F5 NETWORKS INC	206,668	$21.88M	0.1%	$108.31	-11.5%	COM	315616102
AFL	AFLAC INC	345,352	$21.81M	0.1%	$22.77	+3.6%	COM	001055102
EFA	ISHARES TR	378,218	$21.61M	0.1%	$58.75	—	MSCI EAFE ETF	464287465
EXPD	EXPEDITORS INTL WASH INC	430,503	$21.01M	0.1%	$37.29	+8.4%	COM	302130109
FAF	FIRST AMERN FINL CORP	542,625	$20.68M	0.1%	$27.02	-4.9%	COM	31847R102
WERN	WERNER ENTERPRISES INC	726,100	$19.72M	0.1%	$25.60	-0.9%	COM	950755108
—	TALEN ENERGY CORP	2,097,881	$18.88M	0.1%	$8.38	—	COM	87422J105
—	ENERSIS AMERICAS S A	1,336,440	$18.58M	0.1%	$13.39	—	SPONSORED ADR	29274F104
BRK/B	BERKSHIRE HATHAWAY INC DEL	130,000	$18.44M	0.1%	$128.64	+3.1%	CL B NEW	084670702
GIL	GILDAN ACTIVEWEAR INC	598,334	$18.32M	0.1%	$19.68	+15.7%	COM	375916103
DG	DOLLAR GEN CORP NEW	213,750	$18.3M	0.1%	$66.81	-0.3%	COM	256677105
—	COMPANHIA PARANAENSE ENERG C	2,303,301	$18.24M	0.1%	$12.48	—	SPON ADR PFD	20441B407
DAL	DELTA AIR LINES INC DEL	374,524	$18.23M	0.1%	$41.31	+0.2%	COM NEW	247361702
T	AT&T INC	464,229	$18.18M	0.1%	$13.66	+1.3%	COM	00206R102
HRL	HORMEL FOODS CORP	416,118	$17.99M	0.1%	$25.42	+28.9%	COM	440452100
ALK	ALASKA AIR GROUP INC	217,100	$17.81M	0.1%	$68.47	0.0%	COM	011659109
OPLN	KAR AUCTION SVCS INC	465,800	$17.77M	0.1%	$13.61	-2.6%	COM	48238T109
—	ESTERLINE TECHNOLOGIES CORP	276,421	$17.71M	0.1%	$64.07	—	COM	297425100
—	COACH INC	434,736	$17.43M	0.1%	$41.42	—	COM	189754104
EFX	EQUIFAX INC	152,400	$17.42M	0.1%	$76.09	+25.9%	COM	294429105
JLL	JONES LANG LASALLE INC	144,000	$16.89M	0.1%	$139.45	-15.1%	COM	48020Q107
—	NATIONAL PENN BANCSHARES INC	1,587,277	$16.89M	0.1%	$10.64	—	COM	637138108
BAH	BOOZ ALLEN HAMILTON HLDG COR	551,987	$16.71M	0.1%	$23.35	+2.0%	CL A	099502106
AME	AMETEK INC NEW	331,157	$16.55M	0.1%	$47.28	-5.8%	COM	031100100
AEE	AMEREN CORP	328,300	$16.45M	0.1%	$34.49	0.0%	COM	023608102
—	CASH AMER INTL INC	425,200	$16.43M	0.1%	$36.64	—	COM	14754D100
—	FIRSTMERIT CORP	748,379	$15.75M	0.1%	$21.05	—	COM	337915102
—	NEWMONT MINING CORP	15,000,000	$15.56M	0.1%	$1.03	—	NOTE 1.625% 7/1	651639AJ5
CNQ	CANADIAN NAT RES LTD	565,000	$15.26M	0.1%	$9.56	-27.3%	COM	136385101
M	MACYS INC	339,261	$14.96M	0.1%	$58.69	-29.6%	COM	55616P104
—	SMITH & WESSON HLDG CORP	547,400	$14.57M	0.1%	$26.03	—	COM	831756101
KFY	KORN FERRY INTL	511,600	$14.47M	0.1%	$26.05	-4.6%	COM NEW	500643200
—	CONVERGYS CORP	511,400	$14.2M	0.1%	$26.83	—	COM	212485106
—	BARD C R INC	69,375	$14.06M	0.1%	$135.22	—	COM	067383109
BEN	FRANKLIN RES INC	359,625	$14.04M	0.1%	$28.59	-23.6%	COM	354613101
ED	CONSOLIDATED EDISON INC	174,152	$13.34M	0.0%	$49.54	+0.5%	COM	209115104
EW	EDWARDS LIFESCIENCES CORP	149,328	$13.17M	0.0%	$18.72	+47.4%	COM	28176E108
—	CA INC	424,995	$13.09M	0.0%	$30.29	—	COM	12673P105
CHRW	C H ROBINSON WORLDWIDE INC	169,520	$12.58M	0.0%	$43.36	+25.3%	COM NEW	12541W209
HEI/A	HEICO CORP NEW	263,000	$12.52M	0.0%	$22.52	0.0%	CL A	422806208
ACM	AECOM	400,000	$12.32M	0.0%	$27.44	-2.8%	COM	00766T100
—	AGRIUM INC	138,051	$12.24M	0.0%	$90.62	—	COM	008916108
MFC	MANULIFE FINL CORP	851,810	$12.1M	0.0%	$16.82	-20.3%	COM	56501R106
TXRH	TEXAS ROADHOUSE INC	277,086	$12.07M	0.0%	$29.46	+11.9%	COM	882681109
EBAY	EBAY INC	495,016	$11.81M	0.0%	$20.01	+8.2%	COM	278642103
DLX	DELUXE CORP	188,100	$11.75M	0.0%	$37.86	-1.5%	COM	248019101
DTE	DTE ENERGY CO	129,600	$11.75M	0.0%	$51.98	0.0%	COM	233331107
—	ACTIVISION BLIZZARD INC	346,000	$11.71M	0.0%	$33.84	—	COM	00507V109
CHT	CHUNGHWA TELECOM CO LTD	343,140	$11.58M	0.0%	$31.59	—	SPON ADR NEW11	17133Q502
—	CHINA LODGING GROUP LTD	302,047	$11.54M	0.0%	$38.21	—	SPONSORED ADR	16949N109
AZN	ASTRAZENECA PLC	408,300	$11.5M	0.0%	$28.16	—	SPONSORED ADR	046353108
HAS	HASBRO INC	141,605	$11.34M	0.0%	$48.75	+9.8%	COM	418056107
—	ARMOUR RESIDENTIAL REIT INC	524,800	$11.3M	0.0%	$21.53	—	COM NEW	042315507
CHE	CHEMED CORP NEW	82,400	$11.16M	0.0%	$133.48	-2.6%	COM	16359R103
JBL	JABIL CIRCUIT INC	574,900	$11.08M	0.0%	$20.54	-9.0%	COM	466313103
—	CPFL ENERGIA S A	1,012,773	$11.03M	0.0%	$13.99	—	SPONSORED ADR	126153105
—	ATLAS AIR WORLDWIDE HLDGS IN	243,100	$10.28M	0.0%	$42.27	—	COM NEW	049164205
—	GUESS INC	544,700	$10.22M	0.0%	$18.79	—	COM	401617105
PNW	PINNACLE WEST CAP CORP	135,900	$10.2M	0.0%	$44.18	+5.1%	COM	723484101
—	DOUBLE EAGLE ACQUISITION COR	1,000,000	$10M	0.0%	$10.14	—	UNIT 99/99/9999	G28195108
—	STARZ	375,950	$9.899M	0.0%	$33.04	—	COM SER A	85571Q102
—	MARATHON OIL CORP	884,500	$9.853M	0.0%	$23.47	—	COM	565849106
—	ENDURANCE SPECIALTY HLDGS LT	150,200	$9.814M	0.0%	$61.03	—	SHS	G30397106
NOAH	NOAH HLDGS LTD	379,700	$9.447M	0.0%	$27.93	—	SPON ADS CL A	65487X102
MTD	METTLER TOLEDO INTERNATIONAL	27,074	$9.334M	0.0%	$238.49	+34.9%	COM	592688105
—	XILINX INC	195,505	$9.273M	0.0%	$50.10	—	COM	983919101
GILD	GILEAD SCIENCES INC	97,600	$8.966M	0.0%	$62.54	+1.5%	COM	375558103
—	TUPPERWARE BRANDS CORP	154,200	$8.941M	0.0%	$61.08	—	COM	899896104
KMB	KIMBERLY CLARK CORP	65,351	$8.79M	0.0%	$63.44	+46.2%	COM	494368103
—	TECH DATA CORP	110,500	$8.483M	0.0%	$70.72	—	COM	878237106
—	BROCADE COMMUNICATIONS SYS I	798,100	$8.444M	0.0%	$10.11	—	COM NEW	111621306
PRAA	PRA GROUP INC	285,500	$8.391M	0.0%	$36.39	-20.9%	COM	69354N106
—	TALMER BANCORP INC	462,602	$8.368M	0.0%	$18.09	—	COM	87482X101
THG	HANOVER INS GROUP INC	92,400	$8.336M	0.0%	$60.38	+3.0%	COM	410867105
—	SOHU COM INC	168,200	$8.333M	0.0%	$49.54	—	COM	83408W103
—	AMERICAN INTL GROUP INC	441,238	$8.251M	0.0%	$22.14	—	*W EXP 01/19/202	026874156
—	PDL BIOPHARMA INC	2,457,115	$8.182M	0.0%	$3.47	—	COM	69329Y104
RNR	RENAISSANCERE HOLDINGS LTD	66,600	$7.981M	0.0%	$106.88	+6.2%	COM	G7496G103
IDA	IDACORP INC	106,100	$7.914M	0.0%	$70.03	+0.8%	COM	451107106
SKYW	SKYWEST INC	393,800	$7.872M	0.0%	$16.90	0.0%	COM	830879102
—	TOTAL S A	172,900	$7.853M	0.0%	$45.42	—	SPONSORED ADR	89151E109
—	GANNETT CO INC	516,200	$7.815M	0.0%	$15.51	—	COM	36473H104
WRB	BERKLEY W R CORP	139,000	$7.812M	0.0%	$12.99	-5.8%	COM	084423102
AEP	AMERICAN ELEC PWR INC	116,000	$7.702M	0.0%	$43.68	0.0%	COM	025537101
PFG	PRINCIPAL FINL GROUP INC	194,350	$7.667M	0.0%	$32.42	-18.0%	COM	74251V102
CC	CHEMOURS CO	1,093,400	$7.654M	0.0%	$4.36	-16.5%	COM	163851108
—	CELESTICA INC	692,500	$7.635M	0.0%	$11.02	—	SUB VTG SHS	15101Q108
—	SIX FLAGS ENTMT CORP NEW	137,000	$7.602M	0.0%	$48.71	—	COM	83001A102
SWKS	SKYWORKS SOLUTIONS INC	91,400	$7.12M	0.0%	$47.65	+15.9%	COM	83088M102
MUSA	MURPHY USA INC	115,414	$7.092M	0.0%	$54.82	+9.1%	COM	626755102
AN	AUTONATION INC	151,100	$7.053M	0.0%	$54.93	-11.8%	COM	05329W102
—	COLUMBIA PIPELINE GROUP INC	280,804	$7.048M	0.0%	$25.10	—	COM	198280109
—	UNILEVER N V	157,100	$7.019M	0.0%	$44.68	—	N Y SHS NEW	904784709
WAB	WABTEC CORP	87,823	$6.963M	0.0%	$71.90	-9.0%	COM	929740108
MBI	MBIA INC	775,200	$6.861M	0.0%	$3.00	+6.0%	COM	55262C100
CAKE	CHEESECAKE FACTORY INC	127,500	$6.769M	0.0%	$41.48	-3.2%	COM	163072101
KEYS	KEYSIGHT TECHNOLOGIES INC	240,000	$6.658M	0.0%	$30.01	-16.4%	COM	49338L103
NVO	NOVO-NORDISK A S	122,600	$6.644M	0.0%	$54.19	—	ADR	670100205
UVV	UNIVERSAL CORP VA	116,500	$6.618M	0.0%	$54.41	-0.2%	COM	913456109
HIMX	HIMAX TECHNOLOGIES INC	580,200	$6.521M	0.0%	$8.15	—	SPONSORED ADR	43289P106
—	ANSYS INC	70,140	$6.275M	0.0%	$76.47	—	COM	03662Q105
—	POTASH CORP SASK INC	366,500	$6.265M	0.0%	$17.09	—	COM	73755L107
SQM	SOCIEDAD QUIMICA MINERA DE C	303,578	$6.239M	0.0%	$17.93	—	SPON ADR SER B	833635105
SPY	SPDR S&P 500 ETF TR	29,734	$6.112M	0.0%	$205.29	—	TR UNIT	78462F103
AIZ	ASSURANT INC	77,975	$6.016M	0.0%	$56.72	+10.0%	COM	04621X108
FCX	FREEPORT-MCMORAN INC	575,344	$5.949M	0.0%	$10.03	-36.5%	CL B	35671D857
JKHY	HENRY JACK & ASSOC INC	69,998	$5.92M	0.0%	$47.06	+51.5%	COM	426281101
ATO	ATMOS ENERGY CORP	79,400	$5.896M	0.0%	$53.42	+1.7%	COM	049560105
—	ADVANCED SEMICONDUCTOR ENGR	995,000	$5.821M	0.0%	$5.80	—	SPONSORED ADR	00756M404
SANM	SANMINA CORPORATION	240,800	$5.63M	0.0%	$21.64	-7.2%	COM	801056102
—	BGC PARTNERS INC	606,800	$5.492M	0.0%	$8.73	—	CL A	05541T101
CNI	CANADIAN NATL RY CO	87,500	$5.49M	0.0%	$46.73	0.0%	COM	136375102
—	TOTAL SYS SVCS INC	113,795	$5.414M	0.0%	$30.82	—	COM	891906109
TBI	TRUEBLUE INC	204,800	$5.356M	0.0%	$24.00	-3.6%	COM	89785X101
—	JANUS CAP GROUP INC	358,025	$5.238M	0.0%	$13.73	—	COM	47102X105
WIT	WIPRO LTD	416,200	$5.236M	0.0%	$12.41	—	SPON ADR 1 SH	97651M109
—	DOW CHEM CO	102,000	$5.188M	0.0%	$50.90	—	COM	260543103
WHR	WHIRLPOOL CORP	28,600	$5.158M	0.0%	$169.22	-11.9%	COM	963320106
1741046D	STERIS PLC	71,992	$5.115M	0.0%	$75.34	—	SHS USD	G84720104
NWBI	NORTHWEST BANCSHARES INC MD	373,400	$5.045M	0.0%	$7.37	-0.6%	COM	667340103
AFG	AMERICAN FINL GROUP INC OHIO	70,800	$4.982M	0.0%	$32.42	+1.2%	COM	025932104
—	DREW INDS INC	76,100	$4.905M	0.0%	$62.13	—	COM NEW	26168L205
ATR	APTARGROUP INC	61,422	$4.816M	0.0%	$59.94	+7.0%	COM	038336103
WD	WALKER & DUNLOP INC	196,000	$4.757M	0.0%	$19.36	0.0%	COM	93148P102
VAC	MARRIOTT VACATIONS WRLDWDE C	69,200	$4.671M	0.0%	$73.29	-22.8%	COM	57164Y107
SIMO	SILICON MOTION TECHNOLOGY CO	119,100	$4.622M	0.0%	$32.25	—	SPONSORED ADR	82706C108
MD	MEDNAX INC	71,400	$4.614M	0.0%	$59.97	+10.6%	COM	58502B106
WSO	WATSCO INC	34,000	$4.581M	0.0%	$123.29	-1.6%	COM	942622200
—	CHEMICAL FINL CORP	126,800	$4.525M	0.0%	$35.01	—	COM	163731102
GAP	GAP INC DEL	153,700	$4.519M	0.0%	$23.73	-22.1%	COM	364760108
—	EXPRESS INC	206,900	$4.43M	0.0%	$21.41	—	COM	30219E103
—	WESTERN REFNG INC	145,100	$4.221M	0.0%	$29.09	—	COM	959319104
GNTX	GENTEX CORP	266,281	$4.178M	0.0%	$16.30	-10.7%	COM	371901109
—	NAVIGATORS GROUP INC	49,000	$4.11M	0.0%	$83.61	—	COM	638904102
—	QIWI PLC	283,300	$4.105M	0.0%	$15.75	—	SPON ADR REP B	74735M108
AER	AERCAP HOLDINGS NV	105,900	$4.105M	0.0%	$34.24	-1.0%	SHS	N00985106
—	SCRIPPS NETWORKS INTERACT IN	62,400	$4.087M	0.0%	$78.46	—	CL A COM	811065101
ROP	ROPER TECHNOLOGIES INC	22,228	$4.063M	0.0%	$127.77	+27.0%	COM	776696106
OMC	OMNICOM GROUP INC	48,200	$4.012M	0.0%	$53.77	0.0%	COM	681919106
ITUB	ITAU UNIBANCO HLDG SA	465,447	$3.998M	0.0%	$9.14	—	SPON ADR REP PFD	465562106
ESNT	ESSENT GROUP LTD	191,500	$3.983M	0.0%	$17.11	0.0%	COM	G3198U102
EL	LAUDER ESTEE COS INC	42,141	$3.974M	0.0%	$64.04	+22.7%	CL A	518439104
—	PRECISION DRILLING CORP	942,100	$3.962M	0.0%	$9.52	—	COM 2010	74022D308
RDY	DR REDDYS LABS LTD	86,700	$3.918M	0.0%	$46.37	—	ADR	256135203
ASR	GRUPO AEROPORTUARIO DEL SURE	25,500	$3.829M	0.0%	$150.16	—	SPON ADR SER B	40051E202
—	GROUPE CGI INC	79,300	$3.805M	0.0%	$47.27	—	CL A SUB VTG	39945C109
PLUS	EPLUS INC	47,200	$3.8M	0.0%	$21.28	-3.0%	COM	294268107
THO	THOR INDS INC	59,500	$3.794M	0.0%	$44.81	+0.6%	COM	885160101
—	SILICONWARE PRECISION INDS L	473,500	$3.774M	0.0%	$7.35	—	SPONSD ADR SPL	827084864
—	ASPEN INSURANCE HOLDINGS LTD	79,100	$3.773M	0.0%	$46.65	—	SHS	G05384105
ARCC	ARES CAP CORP	246,900	$3.664M	0.0%	$5.37	0.0%	COM	04010L103
SIGI	SELECTIVE INS GROUP INC	99,700	$3.65M	0.0%	$28.54	+0.2%	COM	816300107
GPI	GROUP 1 AUTOMOTIVE INC	60,400	$3.545M	0.0%	$72.90	-21.7%	COM	398905109
UMC	UNITED MICROELECTRONICS CORP	1,685,000	$3.505M	0.0%	$1.87	—	SPON ADR NEW	910873405
DDS	DILLARDS INC	40,400	$3.43M	0.0%	$65.09	-14.2%	CL A	254067101
NWSA	NEWS CORP NEW	266,570	$3.404M	0.0%	$10.51	0.0%	CL A	65249B109
MAT	MATTEL INC	99,645	$3.35M	0.0%	$36.61	-17.0%	COM	577081102
COLM	COLUMBIA SPORTSWEAR CO	55,200	$3.317M	0.0%	$46.56	+4.4%	COM	198516106
—	GLAXOSMITHKLINE PLC	79,900	$3.24M	0.0%	$40.55	—	SPONSORED ADR	37733W105
TKC	TURKCELL ILETISIM HIZMETLERI	308,300	$3.24M	0.0%	$12.68	—	SPON ADR NEW	900111204
GYRO	GYRODYNE LLC	119,888	$3.227M	0.0%	$19.48	-12.6%	COM	403829104
MO	ALTRIA GROUP INC	48,900	$3.064M	0.0%	$31.08	0.0%	COM	02209S103
—	HENNESSY CAP ACQUISITION COR	300,000	$2.946M	0.0%	$9.86	—	UNIT 99/99/9999	42588J209
—	QUINPARIO ACQUISITION CORP 2	300,000	$2.931M	0.0%	$9.86	—	COM	74874U101
CSGS	CSG SYS INTL INC	64,300	$2.904M	0.0%	$30.77	0.0%	COM	126349109
—	NATIONAL GRID PLC	40,300	$2.878M	0.0%	$71.41	—	SPON ADR NEW	636274300
AGRO	ADECOAGRO S A	245,800	$2.839M	0.0%	$9.80	+10.2%	COM	L00849106
SWK	STANLEY BLACK & DECKER INC	26,800	$2.82M	0.0%	$75.11	0.0%	COM	854502101
HUBB	HUBBELL INC	25,617	$2.714M	0.0%	$76.44	+1.4%	COM	443510607
PSX	PHILLIPS 66	31,200	$2.702M	0.0%	$56.03	0.0%	COM	718546104
NAVI	NAVIENT CORP	224,300	$2.685M	0.0%	$15.25	-31.8%	COM	63938C108
IVZ	INVESCO LTD	86,902	$2.674M	0.0%	$20.38	-9.8%	SHS	G491BT108
GIII	G-III APPAREL GROUP LTD	54,500	$2.665M	0.0%	$62.66	-23.0%	COM	36237H101
—	SCANA CORP NEW	37,900	$2.659M	0.0%	$70.16	—	COM	80589M102
TECK	TECK RESOURCES LTD	347,298	$2.645M	0.0%	$6.83	-20.8%	CL B	878742204
—	INTERPUBLIC GROUP COS INC	114,800	$2.635M	0.0%	$14.88	0.0%	COM	460690100
CVE	CENOVUS ENERGY INC	201,200	$2.629M	0.0%	$15.83	-36.4%	COM	15135U109
UHS	UNIVERSAL HLTH SVCS INC	20,700	$2.582M	0.0%	$114.97	-6.2%	CL B	913903100
—	KNIGHT TRANSN INC	96,800	$2.531M	0.0%	$25.13	—	COM	499064103
DCI	DONALDSON INC	78,680	$2.511M	0.0%	$34.34	-27.1%	COM	257651109
ACCO	ACCO BRANDS CORP	277,200	$2.489M	0.0%	$4.88	0.0%	COM	00081T108
TGNA	TEGNA INC	101,900	$2.391M	0.0%	$16.94	-10.3%	COM	87901J105
ALL	ALLSTATE CORP	35,236	$2.374M	0.0%	$48.24	+4.7%	COM	020002101
ACGL	ARCH CAP GROUP LTD	31,800	$2.261M	0.0%	$22.28	-2.8%	ORD	G0450A105
—	ISHARES	160,715	$2.228M	0.0%	$14.21	—	MSCI TAIWAN ETF	464286731
—	WYNDHAM WORLDWIDE CORP	29,100	$2.224M	0.0%	$76.43	—	COM	98310W108
BR	BROADRIDGE FINL SOLUTIONS IN	36,400	$2.159M	0.0%	$46.01	0.0%	COM	11133T103
HBAN	HUNTINGTON BANCSHARES INC	223,190	$2.129M	0.0%	$6.25	-2.0%	COM	446150104
—	VALIDUS HOLDINGS LTD	44,100	$2.081M	0.0%	$45.07	—	COM SHS	G9319H102
—	HSN INC	39,700	$2.077M	0.0%	$57.24	—	COM	404303109
MATX	MATSON INC	51,200	$2.057M	0.0%	$32.63	0.0%	COM	57686G105
—	STATOIL ASA	127,100	$1.978M	0.0%	$15.56	—	SPONSORED ADR	85771P102
—	AVG TECHNOLOGIES N V	95,300	$1.977M	0.0%	$20.75	—	SHS	N07831105
MPC	MARATHON PETE CORP	52,800	$1.963M	0.0%	$27.88	0.0%	COM	56585A102
MMS	MAXIMUS INC	36,200	$1.906M	0.0%	$51.00	0.0%	COM	577933104
—	APACHE CORP	38,849	$1.896M	0.0%	$87.60	—	COM	037411105
—	AU OPTRONICS CORP	639,700	$1.887M	0.0%	$3.27	—	SPONSORED ADR	002255107
NSIT	INSIGHT ENTERPRISES INC	64,300	$1.842M	0.0%	$26.36	-4.5%	COM	45765U103
UPBD	RENT A CTR INC NEW	112,400	$1.782M	0.0%	$24.34	-45.2%	COM	76009N100
LSAK	NET 1 UEPS TECHNOLOGIES INC	193,100	$1.777M	0.0%	$10.89	-7.3%	COM NEW	64107N206
NJR	NEW JERSEY RES	48,500	$1.767M	0.0%	$22.73	+10.0%	COM	646025106
AWR	AMERICAN STS WTR CO	44,500	$1.752M	0.0%	$34.28	+2.2%	COM	029899101
NWL	NEWELL RUBBERMAID INC	38,500	$1.705M	0.0%	$26.19	0.0%	COM	651229106
—	BLACKROCK CAPITAL INVESTMENT	181,000	$1.703M	0.0%	$9.41	—	COM	092533108
CNO	CNO FINL GROUP INC	94,500	$1.693M	0.0%	$14.58	-3.6%	COM	12621E103
—	DONNELLEY R R & SONS CO	102,700	$1.684M	0.0%	$14.93	—	COM	257867101
—	TOWER INTL INC	60,600	$1.648M	0.0%	$27.19	—	COM	891826109
MUR	MURPHY OIL CORP	65,400	$1.647M	0.0%	$38.29	-63.7%	COM	626717102
MAN	MANPOWERGROUP INC	20,000	$1.628M	0.0%	$76.65	0.0%	COM	56418H100
—	THIRD PT REINS LTD	141,700	$1.611M	0.0%	$12.76	—	COM	G8827U100
—	MEREDITH CORP	33,600	$1.596M	0.0%	$43.12	—	COM	589433101
AWK	AMERICAN WTR WKS CO INC NEW	22,900	$1.578M	0.0%	$53.83	0.0%	COM	030420103
AXS	AXIS CAPITAL HOLDINGS LTD	28,100	$1.558M	0.0%	$41.66	-1.5%	SHS	G0692U109
PBF	PBF ENERGY INC	46,900	$1.557M	0.0%	$30.98	+3.2%	CL A	69318G106
DIN	DINEEQUITY INC	16,500	$1.542M	0.0%	$62.15	-8.5%	COM	254423106
GIS	GENERAL MLS INC	23,900	$1.514M	0.0%	$32.49	+26.8%	COM	370334104
—	AMERICAN EQTY INVT LIFE HLD	90,000	$1.512M	0.0%	$23.31	—	COM	025676206
GT	GOODYEAR TIRE & RUBR CO	45,800	$1.51M	0.0%	$30.14	0.0%	COM	382550101
BBD	BANCO BRADESCO S A	200,098	$1.491M	0.0%	$8.66	—	SP ADR PFD NEW	059460303
BABA	ALIBABA GROUP HLDG LTD	18,100	$1.43M	0.0%	$79.01	—	SPONSORED ADS	01609W102
—	AMERICA MOVIL SAB DE CV	91,600	$1.423M	0.0%	$21.67	—	SPON ADR L SHS	02364W105
OMF	ONEMAIN HLDGS INC	49,800	$1.366M	0.0%	$27.06	0.0%	COM	68268W103
XEL	XCEL ENERGY INC	32,400	$1.355M	0.0%	$28.69	0.0%	COM	98389B100
—	COOPER TIRE & RUBR CO	36,500	$1.351M	0.0%	$39.43	—	COM	216831107
BAX	BAXTER INTL INC	32,592	$1.339M	0.0%	$30.44	+6.7%	COM	071813109
TTC	TORO CO	15,400	$1.326M	0.0%	$30.54	+25.8%	COM	891092108
MOS	MOSAIC CO NEW	48,104	$1.299M	0.0%	$27.66	-21.9%	COM	61945C103
BAP	CREDICORP LTD	9,900	$1.297M	0.0%	$87.81	-3.2%	COM	G2519Y108
MASI	MASIMO CORP	30,800	$1.289M	0.0%	$28.29	+32.9%	COM	574795100
KSS	KOHLS CORP	27,577	$1.285M	0.0%	$56.24	-16.6%	COM	500255104
BTI	BRITISH AMERN TOB PLC	10,984	$1.284M	0.0%	$108.42	—	SPONSORED ADR	110448107
ABEV	AMBEV SA	230,700	$1.195M	0.0%	$4.79	—	SPONSORED ADR	02319V103
PH	PARKER HANNIFIN CORP	10,500	$1.166M	0.0%	$101.94	-15.7%	COM	701094104
KR	KROGER CO	30,300	$1.159M	0.0%	$31.60	0.0%	COM	501044101
KMPR	KEMPER CORP DEL	38,318	$1.133M	0.0%	$37.81	-20.7%	COM	488401100
—	EMPRESA NACIONAL DE ELCTRCID	27,100	$1.128M	0.0%	$35.52	—	SPONSORED ADR	29244T101
FN	FABRINET	32,400	$1.048M	0.0%	$26.91	0.0%	SHS	G3323L100
—	VONAGE HLDGS CORP	225,300	$1.03M	0.0%	$5.88	—	COM	92886T201
—	MAIDEN HOLDINGS LTD	77,800	$1.007M	0.0%	$14.23	—	SHS	G5753U112
BB	BLACKBERRY LTD	123,000	$1.002M	0.0%	$7.60	-1.3%	COM	09228F103
—	COBALT INTL ENERGY INC	2,000,000	$998K	0.0%	$0.50	—	NOTE 2.625%12/0	19075FAA4
—	DENBURY RES INC	447,600	$994K	0.0%	$4.62	—	COM NEW	247916208
—	SPX FLOW INC	39,100	$981K	0.0%	$25.09	—	COM	78469X107
HMN	HORACE MANN EDUCATORS CORP N	30,200	$957K	0.0%	$34.46	-11.0%	COM	440327104
CMI	CUMMINS INC	8,700	$956K	0.0%	$103.20	-28.1%	COM	231021106
MET	METLIFE INC	21,350	$938K	0.0%	$26.26	+1.8%	COM	59156R108
—	STAPLES INC	84,472	$932K	0.0%	$11.73	—	COM	855030102
—	NII HLDGS INC	161,700	$894K	0.0%	$5.34	—	COM PAR $0.001	62913F508
PAG	PENSKE AUTOMOTIVE GRP INC	22,700	$860K	0.0%	$51.24	-30.5%	COM	70959W103
—	TIM PARTICIPACOES S A	77,000	$852K	0.0%	$22.21	—	SPONSORED ADR	88706P205
SHG	SHINHAN FINANCIAL GROUP CO L	24,200	$852K	0.0%	$33.57	—	SPN ADR RESTRD	824596100
SSL	SASOL LTD	28,600	$845K	0.0%	$33.78	—	SPONSORED ADR	803866300
—	COVISINT CORP	415,911	$832K	0.0%	$2.65	—	COM	22357R103
ECPG	ENCORE CAP GROUP INC	32,100	$826K	0.0%	$40.85	-43.5%	COM	292554102
—	APOLLO ED GROUP INC	99,800	$820K	0.0%	$11.06	—	CL A	037604105
DRI	DARDEN RESTAURANTS INC	12,100	$802K	0.0%	$47.83	0.0%	COM	237194105
GNW	GENWORTH FINL INC	293,575	$801K	0.0%	$7.53	-66.4%	COM CL A	37247D106
BSAC	BANCO SANTANDER CHILE NEW	41,100	$795K	0.0%	$17.99	—	SP ADR REP COM	05965X109
SHOO	MADDEN STEVEN LTD	21,300	$789K	0.0%	$20.00	-3.9%	COM	556269108
—	NATIONAL OILWELL VARCO INC	25,213	$784K	0.0%	$34.24	—	COM	637071101
BRSL	INTERNATIONAL GAME TECHNOLOG	41,991	$766K	0.0%	$10.73	-18.1%	SHS USD	G4863A108
FMX	FOMENTO ECONOMICO MEXICANO S	7,900	$761K	0.0%	$96.33	—	SPON ADR UNITS	344419106
—	CHESAPEAKE ENERGY CORP	179,300	$739K	0.0%	$5.62	—	COM	165167107
—	NOBLE CORP PLC	70,200	$727K	0.0%	$10.36	—	SHS USD	G65431101
NBIS	YANDEX N V	46,200	$708K	0.0%	$11.74	—	SHS CLASS A	N97284108
—	ENSCO PLC	67,800	$703K	0.0%	$10.37	—	SHS CLASS A	G3157S106
CE	CELANESE CORP DEL	10,600	$694K	0.0%	$51.27	0.0%	COM SER A	150870103
LECO	LINCOLN ELEC HLDGS INC	11,700	$685K	0.0%	$69.74	-22.0%	COM	533900106
SM	SM ENERGY CO	36,000	$675K	0.0%	$26.46	-53.5%	COM	78454L100
MKC	MCCORMICK & CO INC	6,628	$659K	0.0%	$27.65	+34.8%	COM NON VTG	579780206
AD	UNITED STATES CELLULAR CORP	13,800	$631K	0.0%	$22.52	0.0%	COM	911684108
ICLR	ICON PLC	8,100	$608K	0.0%	$70.08	0.0%	SHS	G4705A100
IAG	IAMGOLD CORP	268,700	$594K	0.0%	$1.95	0.0%	COM	450913108
CATO	CATO CORP NEW	15,400	$594K	0.0%	$20.16	+2.7%	CL A	149205106
—	SANTANDER CONSUMER USA HDG I	52,900	$555K	0.0%	$10.49	—	COM	80283M101
—	SUPERIOR INDS INTL INC	25,000	$552K	0.0%	$22.08	—	COM	868168105
PLOW	DOUGLAS DYNAMICS INC	23,400	$536K	0.0%	$20.10	0.0%	COM	25960R105
—	CHIPMOS TECH BERMUDA LTD	30,700	$534K	0.0%	$19.89	—	SHS	G2110R114
RL	RALPH LAUREN CORP	5,509	$530K	0.0%	$132.23	-39.3%	CL A	751212101
XOM	EXXON MOBIL CORP	6,300	$527K	0.0%	$55.28	-6.0%	COM	30231G102
HNI	HNI CORP	13,400	$525K	0.0%	$42.35	-19.7%	COM	404251100
—	XL GROUP PLC	14,203	$523K	0.0%	$35.33	—	SHS	G98290102
—	OMEGA PROTEIN CORP	30,400	$515K	0.0%	$16.94	—	COM	68210P107
MCY	MERCURY GENL CORP NEW	9,004	$500K	0.0%	$53.58	-7.0%	COM	589400100
—	DIAMOND OFFSHORE DRILLING IN	23,000	$500K	0.0%	$21.74	—	COM	25271C102
TPC	TUTOR PERINI CORP	31,900	$496K	0.0%	$16.28	-14.9%	COM	901109108
—	SIBANYE GOLD LTD	32,174	$488K	0.0%	$12.45	—	SPONSORED ADR	825724206
—	VIACOM INC NEW	11,768	$486K	0.0%	$41.19	—	CL B	92553P201
—	NEWFIELD EXPL CO	14,600	$485K	0.0%	$32.92	—	COM	651290108
SCHL	SCHOLASTIC CORP	12,700	$475K	0.0%	$34.74	-16.4%	COM	807066105
—	BROOKFIELD ASSET MGMT INC	13,500	$471K	0.0%	$31.33	—	CL A LTD VT SH	112585104
BF/B	BROWN FORMAN CORP	4,712	$464K	0.0%	$25.49	+27.0%	CL B	115637209
HPQ	HP INC	37,695	$464K	0.0%	$8.87	-13.1%	COM	40434L105
—	LABORATORY CORP AMER HLDGS	3,900	$457K	0.0%	$108.67	—	COM NEW	50540R409
ORI	OLD REP INTL CORP	24,800	$453K	0.0%	$8.67	0.0%	COM	680223104
—	EXTERRAN CORP	29,200	$451K	0.0%	$15.45	—	COM	30227H106
—	RITCHIE BROS AUCTIONEERS	16,600	$450K	0.0%	$27.11	—	COM	767744105
—	NABORS INDUSTRIES LTD	48,300	$444K	0.0%	$9.19	—	SHS	G6359F103
VET	VERMILION ENERGY INC	15,000	$441K	0.0%	$44.31	-39.4%	COM	923725105
—	SELECT COMFORT CORP	22,200	$430K	0.0%	$21.89	—	COM	81616X103
—	RAYTHEON CO	3,500	$429K	0.0%	$113.02	—	COM NEW	755111507
HCA	HCA HOLDINGS INC	5,500	$429K	0.0%	$64.91	0.0%	COM	40412C101
—	WEST CORP	18,400	$420K	0.0%	$21.58	—	COM	952355204
SID	COMPANHIA SIDERURGICA NACION	212,300	$418K	0.0%	$4.99	—	SPONSORED ADR	20440W105
DVN	DEVON ENERGY CORP NEW	14,400	$395K	0.0%	$46.48	-63.5%	COM	25179M103
CAH	CARDINAL HEALTH INC	4,800	$393K	0.0%	$61.18	0.0%	COM	14149Y108
PENN	PENN NATL GAMING INC	23,000	$384K	0.0%	$18.28	-21.6%	COM	707569109
PFS	PROVIDENT FINL SVCS INC	18,900	$382K	0.0%	$11.92	+0.7%	COM	74386T105
BNS	BANK N S HALIFAX	7,700	$378K	0.0%	$27.68	-7.9%	COM	064149107
—	SYKES ENTERPRISES INC	12,400	$374K	0.0%	$30.16	—	COM	871237103
CACI	CACI INTL INC	3,500	$373K	0.0%	$93.51	0.0%	CL A	127190304
CAT	CATERPILLAR INC DEL	4,800	$367K	0.0%	$59.11	-10.2%	COM	149123101
—	ROWAN COMPANIES PLC	22,700	$365K	0.0%	$16.08	—	SHS CL A	G7665A101
—	LAM RESEARCH CORP	4,389	$363K	0.0%	$79.95	—	COM	512807108
—	BEMIS INC	7,000	$362K	0.0%	$51.71	—	COM	081437105
BIIB	BIOGEN INC	1,380	$359K	0.0%	$293.65	-10.0%	COM	09062X103
—	ATWOOD OCEANICS INC	39,000	$358K	0.0%	$9.18	—	COM	050095108
UNM	UNUM GROUP	11,500	$356K	0.0%	$30.90	-5.1%	COM	91529Y106
DEO	DIAGEO P L C	3,300	$356K	0.0%	$107.88	—	SPON ADR NEW	25243Q205
—	FBL FINL GROUP INC	5,700	$351K	0.0%	$63.64	—	CL A	30239F106
LMT	LOCKHEED MARTIN CORP	1,580	$350K	0.0%	$165.37	-0.1%	COM	539830109
—	JOY GLOBAL INC	21,700	$349K	0.0%	$16.08	—	COM	481165108
NVR	NVR INC	200	$346K	0.0%	$1617.32	0.0%	COM	62944T105
RM	REGIONAL MGMT CORP	19,600	$335K	0.0%	$12.08	0.0%	COM	75902K106
BCH	BANCO DE CHILE	5,000	$322K	0.0%	$62.76	—	SPONSORED ADR	059520106
RIG	TRANSOCEAN LTD	34,592	$316K	0.0%	$13.46	-26.1%	REG SHS	H8817H100
EQIX	EQUINIX INC	918	$304K	0.0%	$251.06	0.0%	COM PAR $0.001	29444U700
—	PENN WEST PETE LTD NEW	326,500	$303K	0.0%	$1.85	—	COM	707887105
—	FMC TECHNOLOGIES INC	10,926	$299K	0.0%	$27.37	—	COM	30249U101
—	HIBBETT SPORTS INC	8,300	$298K	0.0%	$35.04	—	COM	428567101
EEFT	EURONET WORLDWIDE INC	4,000	$296K	0.0%	$70.60	0.0%	COM	298736109
—	DISCOVER FINL SVCS	5,668	$289K	0.0%	$50.99	—	COM	254709108
SBUX	STARBUCKS CORP	4,800	$287K	0.0%	$38.52	+23.1%	COM	855244109
ZD	J2 GLOBAL INC	4,600	$283K	0.0%	$48.34	+25.2%	COM	48123V102
CMS	CMS ENERGY CORP	6,600	$280K	0.0%	$26.41	+10.8%	COM	125896100
WAT	WATERS CORP	2,109	$278K	0.0%	$103.73	+20.3%	COM	941848103
SLB	SCHLUMBERGER LTD	3,747	$276K	0.0%	$58.61	-9.4%	COM	806857108
—	SUNTRUST BKS INC	7,525	$272K	0.0%	$36.15	—	COM	867914103
SHW	SHERWIN WILLIAMS CO	940	$268K	0.0%	$74.20	+7.6%	COM	824348106
—	INTERVAL LEISURE GROUP INC	18,300	$264K	0.0%	$18.35	—	COM	46113M108
BMY	BRISTOL MYERS SQUIBB CO	4,100	$262K	0.0%	$29.06	+54.1%	COM	110122108
TSN	TYSON FOODS INC	3,900	$260K	0.0%	$37.67	+25.4%	CL A	902494103
—	PENNYMAC FINL SVCS INC	22,100	$260K	0.0%	$11.76	—	CL A	70932B101
BTE	BAYTEX ENERGY CORP	65,100	$258K	0.0%	$19.54	-87.2%	COM	07317Q105
EBF	ENNIS INC	13,200	$258K	0.0%	$10.11	0.0%	COM	293389102
PAC	GPO AEROPORTUARIO DEL PAC SA	2,900	$257K	0.0%	$88.62	—	SPON ADR B	400506101
—	MICHAEL KORS HLDGS LTD	4,498	$256K	0.0%	$56.92	—	SHS	G60754101
SCCO	SOUTHERN COPPER CORP	9,100	$252K	0.0%	$19.57	-13.7%	COM	84265V105
SF	STIFEL FINL CORP	8,400	$249K	0.0%	$25.82	-26.9%	COM	860630102
XNET	XUNLEI LTD	40,766	$249K	0.0%	$6.11	—	SPONSORED ADR	98419E108
BBT	BERKSHIRE HILLS BANCORP INC	9,200	$247K	0.0%	$21.50	-7.3%	COM	084680107
—	CIGNA CORPORATION	1,800	$247K	0.0%	$137.02	—	COM	125509109
WDFC	WD-40 CO	2,274	$246K	0.0%	$74.03	+19.6%	COM	929236107
TLK	P T TELEKOMUNIKASI INDONESIA	4,800	$244K	0.0%	$42.74	—	SPONSORED ADR	715684106
HOFT	HOOKER FURNITURE CORP	7,200	$237K	0.0%	$30.15	0.0%	COM	439038100
—	ENERPLUS CORP	60,300	$237K	0.0%	$9.52	—	COM	292766102
LSTR	LANDSTAR SYS INC	3,600	$233K	0.0%	$60.38	—	COM	515098101
—	DELEK US HLDGS INC	15,200	$232K	0.0%	$24.62	—	COM	246647101
PKX	POSCO	4,900	$232K	0.0%	$47.35	—	SPONSORED ADR	693483109
—	CORPBANCA	16,800	$231K	0.0%	$13.02	—	SPONSORED ADR	21987A209
—	PENGROWTH ENERGY CORP	175,100	$230K	0.0%	$2.90	—	COM	70706P104
HPE	HEWLETT PACKARD ENTERPRISE C	12,895	$229K	0.0%	$6.50	-2.0%	COM	42824C109
FOSL	FOSSIL GROUP INC	5,100	$227K	0.0%	$105.61	-62.6%	COM	34988V106
ALB	ALBEMARLE CORP	3,506	$224K	0.0%	$47.90	0.0%	COM	012653101
WDC	WESTERN DIGITAL CORP	4,732	$224K	0.0%	$54.67	-43.7%	COM	958102105
—	PARKER DRILLING CO	104,000	$220K	0.0%	$2.63	—	COM	701081101
KEP	KOREA ELECTRIC PWR	8,500	$219K	0.0%	$25.76	—	SPONSORED ADR	500631106
—	UNIT CORP	24,700	$218K	0.0%	$11.27	—	COM	909218109
ACRE	ARES COML REAL ESTATE CORP	19,800	$217K	0.0%	$10.96	—	COM	04013V108
WU	WESTERN UN CO	11,200	$216K	0.0%	$19.29	—	COM	959802109
ASC	ARDMORE SHIPPING CORP	25,267	$214K	0.0%	$8.89	-18.6%	COM	Y0207T100
BVN	COMPANIA DE MINAS BUENAVENTU	28,900	$213K	0.0%	$6.14	—	SPONSORED ADR	204448104
TRMK	TRUSTMARK CORP	9,000	$207K	0.0%	$17.19	-5.1%	COM	898402102
NNI	NELNET INC	5,200	$205K	0.0%	$39.38	-11.3%	CL A	64031N108
—	TIDEWATER INC	28,900	$197K	0.0%	$6.82	—	COM	886423102
—	OASIS PETE INC NEW	25,500	$186K	0.0%	$8.67	—	COM	674215108
—	GRUPO FINANCIERO SANTANDER M	20,200	$182K	0.0%	$9.01	—	SPON ADR SHS B	40053C105
—	NORTHERN OIL & GAS INC NEV	44,300	$177K	0.0%	$4.42	—	COM	665531109
—	CENCOSUD S A	22,800	$175K	0.0%	$6.09	—	SPONSORED ADS	15132H101
—	VALE S A	52,600	$164K	0.0%	$8.22	—	ADR REPSTG PFD	91912E204
LPL	LG DISPLAY CO LTD	14,300	$163K	0.0%	$12.99	—	SPONS ADR REP	50186V102
—	ANGLOGOLD ASHANTI LTD	11,500	$157K	0.0%	$13.65	—	SPONSORED ADR	035128206
KT	KT CORP	11,600	$156K	0.0%	$13.45	—	SPONSORED ADR	48268K101
GFI	GOLD FIELDS LTD NEW	37,900	$149K	0.0%	$2.99	—	SPONSORED ADR	38059T106
BAC	BANK AMER CORP	10,700	$145K	0.0%	$11.03	-1.5%	COM	060505104
—	ROADRUNNER TRNSN SVCS HLDG I	10,300	$128K	0.0%	$12.43	—	COM	76973Q105
—	AVIANCA HLDGS SA	24,400	$121K	0.0%	$4.27	—	SPON ADR REP PFD	05367G100
—	SOUTHWESTERN ENERGY CO	14,900	$120K	0.0%	$12.70	—	COM	845467109
—	SOUFUN HLDGS LTD	19,200	$115K	0.0%	$6.53	—	ADR	836034108
—	CALIFORNIA RES CORP	111,088	$114K	0.0%	$2.57	—	COM	13057Q107
WTI	W & T OFFSHORE INC	50,600	$111K	0.0%	$3.72	-45.4%	COM	92922P106
—	TSAKOS ENERGY NAVIGATION LTD	15,600	$96,000	0.0%	$6.15	—	SHS	G9108L108
—	TRANSGLOBE ENERGY CORP	56,507	$95,000	0.0%	$2.76	—	COM	893662106
AVAL	GRUPO AVAL ACCIONES Y VALORE	11,300	$87,000	0.0%	$6.54	—	SPONSORED ADS	40053W101
—	TRC COS INC	10,600	$77,000	0.0%	$7.26	—	COM	872625108
—	CENTRAIS ELETRICAS BRASILEIR	21,400	$62,000	0.0%	$2.90	—	SPON ADR PFD B	15234Q108
—	NEWCASTLE INVT CORP NEW	12,400	$54,000	0.0%	$4.35	—	COM PAR $0.01	65105M603
—	KEY ENERGY SVCS INC	100,000	$37,000	0.0%	$0.47	—	COM	492914106
—	ULTRA PETROLEUM CORP	47,200	$24,000	0.0%	$6.40	—	COM	903914109
—	COMMUNITY HEALTH SYS INC NEW	51,900	$0	0.0%	$0.06	—	RIGHT 99/99/9999	203668116