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

Location: Boston, MA

CIK: 0001352662 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 12, 2016

Total Value: $24.37B (100.0% shares, 0.0% debt)

Holdings (563)

JNJ JOHNSON & JOHNSON 4.8%

Value $1.182B Shares 9,741,420 Est. Cost $63.34 Unrealized +37.4%

CSCO CISCO SYS INC 3.3%

Value $807M Shares 28,126,795 Est. Cost $17.03 Unrealized +22.5%

UNH UNITEDHEALTH GROUP INC 3.1%

Value $750M Shares 5,311,524 Est. Cost $70.97 Unrealized +60.9%

MSFT MICROSOFT CORP 3.1%

Value $747M Shares 14,602,194 Est. Cost $32.58 Unrealized +41.1%

ORCL ORACLE CORP 2.9%

Value $710M Shares 17,348,414 Est. Cost $28.04 Unrealized +23.3%

AAPL APPLE INC 2.8%

Value $685M Shares 7,160,268 Est. Cost $18.46 Unrealized +22.5%

PG PROCTER & GAMBLE CO 2.6%

Value $639M Shares 7,542,399 Est. Cost $57.07 Unrealized +11.0%

PM PHILIP MORRIS INTL INC 2.6%

Value $629M Shares 6,183,936 Est. Cost $48.83 Unrealized +25.8%

Value $624M Shares 3,561,839 Est. Cost $70.96 Unrealized +44.4%

KO COCA COLA CO 2.3%

Value $564M Shares 12,451,260 Est. Cost $29.16 Unrealized +14.3%

QCOM QUALCOMM INC 2.0%

Value $490M Shares 9,142,660 Est. Cost $48.26 Unrealized -16.5%

PFE PFIZER INC 1.8%

Value $432M Shares 12,281,814 Est. Cost $20.91 Unrealized +0.7%

GOOGL ALPHABET INC 1.7%

Value $417M Shares 593,148 Est. Cost $36.71 Unrealized -0.8%

AXP AMERICAN EXPRESS CO 1.6%

Value $399M Shares 6,574,099 Est. Cost $58.03 Unrealized -4.8%

MDT MEDTRONIC PLC 1.6%

Value $386M Shares 4,444,824 Est. Cost $59.01 Unrealized +7.6%

VZ VERIZON COMMUNICATIONS INC 1.5%

Value $359M Shares 6,426,023 Est. Cost $27.31 Unrealized +15.3%

ACN ACCENTURE PLC IRELAND 1.5%

Value $357M Shares 3,152,490 Est. Cost $72.99 Unrealized +36.8%

— E M C CORP MASS 1.4%

Value $348M Shares 12,794,029 Est. Cost $25.27 Unrealized —

GOOG ALPHABET INC 1.3%

Value $328M Shares 473,980 Est. Cost $35.61 Unrealized +0.1%

— MONSANTO CO NEW 1.2%

Value $303M Shares 2,928,142 Est. Cost $107.73 Unrealized —

HD HOME DEPOT INC 1.2%

Value $285M Shares 2,228,704 Est. Cost $93.98 Unrealized +11.7%

TRV TRAVELERS COMPANIES INC 1.1%

Value $278M Shares 2,332,477 Est. Cost $86.63 Unrealized +5.6%

VLO VALERO ENERGY CORP NEW 1.0%

Value $251M Shares 4,912,944 Est. Cost $41.58 Unrealized -7.5%

INTC INTEL CORP 1.0%

Value $246M Shares 7,503,295 Est. Cost $24.97 Unrealized +0.6%

PEP PEPSICO INC 0.8%

Value $206M Shares 1,946,224 Est. Cost $64.32 Unrealized +19.8%

EMR EMERSON ELEC CO 0.8%

Value $205M Shares 3,929,254 Est. Cost $46.23 Unrealized -10.1%

CL COLGATE PALMOLIVE CO 0.8%

Value $202M Shares 2,760,642 Est. Cost $47.35 Unrealized +20.2%

JPM JPMORGAN CHASE & CO 0.8%

Value $199M Shares 3,208,835 Est. Cost $43.17 Unrealized +11.9%

TSM TAIWAN SEMICONDUCTOR MFG LTD 0.8%

Value $193M Shares 7,369,567 Est. Cost $23.50 Unrealized —

ITW ILLINOIS TOOL WKS INC 0.8%

Value $192M Shares 1,841,783 Est. Cost $62.09 Unrealized +34.1%

— DR PEPPER SNAPPLE GROUP INC 0.8%

Value $190M Shares 1,969,215 Est. Cost $89.62 Unrealized —

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.7%

Value $177M Shares 3,099,539 Est. Cost $46.53 Unrealized +15.1%

MCD MCDONALDS CORP 0.7%

Value $175M Shares 1,452,731 Est. Cost $76.92 Unrealized +28.9%

CVS CVS HEALTH CORP 0.7%

Value $175M Shares 1,825,963 Est. Cost $73.15 Unrealized +1.9%

ABT ABBOTT LABS 0.7%

Value $171M Shares 4,345,234 Est. Cost $30.62 Unrealized +8.9%

SYK STRYKER CORP 0.6%

Value $158M Shares 1,321,268 Est. Cost $62.08 Unrealized +61.6%

CVX CHEVRON CORP NEW 0.6%

Value $155M Shares 1,478,909 Est. Cost $72.01 Unrealized -7.3%

ELV ANTHEM INC 0.6%

Value $148M Shares 1,130,477 Est. Cost $128.07 Unrealized -6.4%

NKE NIKE INC 0.6%

Value $148M Shares 2,674,864 Est. Cost $41.10 Unrealized +22.4%

IBM INTERNATIONAL BUSINESS MACHS 0.6%

Value $145M Shares 958,444 Est. Cost $108.92 Unrealized -12.7%

AIG AMERICAN INTL GROUP INC 0.6%

Value $145M Shares 2,745,504 Est. Cost $44.44 Unrealized -2.6%

SLB SCHLUMBERGER LTD 0.6%

Value $141M Shares 1,788,886 Est. Cost $58.24 Unrealized -0.0%

COST COSTCO WHSL CORP NEW 0.6%

Value $137M Shares 870,875 Est. Cost $90.76 Unrealized +41.1%

PAYX PAYCHEX INC 0.5%

Value $131M Shares 2,207,390 Est. Cost $33.37 Unrealized +20.4%

— MOBILE TELESYSTEMS PJSC 0.5%

Value $129M Shares 15,554,979 Est. Cost $8.83 Unrealized —

BDX BECTON DICKINSON & CO 0.5%

Value $120M Shares 709,700 Est. Cost $88.07 Unrealized +57.1%

— ITC HLDGS CORP 0.5%

Value $119M Shares 2,548,900 Est. Cost $44.50 Unrealized —

HUM HUMANA INC 0.5%

Value $118M Shares 655,782 Est. Cost $118.68 Unrealized +38.3%

CHKP CHECK POINT SOFTWARE TECH LT 0.5%

Value $115M Shares 1,441,000 Est. Cost $81.84 Unrealized +2.3%

LYB LYONDELLBASELL INDUSTRIES N 0.5%

Value $112M Shares 1,508,280 Est. Cost $47.22 Unrealized +0.7%

— TESORO CORP 0.5%

Value $110M Shares 1,467,105 Est. Cost $83.03 Unrealized —

C CITIGROUP INC 0.4%

Value $109M Shares 2,576,215 Est. Cost $38.51 Unrealized -14.1%

BRK/B BERKSHIRE HATHAWAY INC DEL 0.4%

Value $108M Shares 745,000 Est. Cost $140.46 Unrealized +1.8%

— ST JUDE MED INC 0.4%

Value $107M Shares 1,372,968 Est. Cost $70.77 Unrealized —

DE DEERE & CO 0.4%

Value $107M Shares 1,321,000 Est. Cost — Unrealized —

— CIMPRESS N V 0.4%

Value $106M Shares 1,150,000 Est. Cost $87.73 Unrealized —

HON HONEYWELL INTL INC 0.4%

Value $106M Shares 911,777 Est. Cost $67.61 Unrealized +24.5%

— AETNA INC NEW 0.4%

Value $104M Shares 850,567 Est. Cost $109.53 Unrealized —

INFY INFOSYS LTD 0.4%

Value $103M Shares 5,788,472 Est. Cost $18.90 Unrealized —

— FOOT LOCKER INC 0.4%

Value $102M Shares 1,854,595 Est. Cost $60.28 Unrealized —

BLD TOPBUILD CORP 0.4%

Value $101M Shares 2,779,362 Est. Cost $30.12 Unrealized +12.2%

EEM ISHARES TR 0.4%

Value $98.49M Shares 2,866,481 Est. Cost $34.22 Unrealized —

FISV FISERV INC 0.4%

Value $93.13M Shares 856,534 Est. Cost $48.96 Unrealized +5.1%

DAL DELTA AIR LINES INC DEL 0.4%

Value $92.32M Shares 2,534,285 Est. Cost $38.30 Unrealized -1.4%

INGR INGREDION INC 0.4%

Value $90.42M Shares 698,707 Est. Cost $110.40 Unrealized +5.4%

— BED BATH & BEYOND INC 0.4%

Value $88.13M Shares 2,039,042 Est. Cost $53.31 Unrealized —

BCE BCE INC 0.4%

Value $86.75M Shares 1,842,200 Est. Cost $23.11 Unrealized +13.0%

— EXPRESS SCRIPTS HLDG CO 0.4%

Value $85.49M Shares 1,127,881 Est. Cost $65.94 Unrealized —

— UNITED TECHNOLOGIES CORP 0.3%

Value $83.42M Shares 813,448 Est. Cost $109.55 Unrealized —

SLF SUN LIFE FINL INC 0.3%

Value $82.24M Shares 2,516,500 Est. Cost $32.77 Unrealized +2.3%

COF CAPITAL ONE FINL CORP 0.3%

Value $81.76M Shares 1,287,314 Est. Cost $62.11 Unrealized -5.6%

— STARWOOD HOTELS&RESORTS WRLD 0.3%

Value $80.61M Shares 1,090,000 Est. Cost $76.79 Unrealized —

SNA SNAP ON INC 0.3%

Value $79.61M Shares 504,463 Est. Cost $122.28 Unrealized +2.9%

— CHINA MOBILE LIMITED 0.3%

Value $79.18M Shares 1,367,470 Est. Cost $55.88 Unrealized —

LLY LILLY ELI & CO 0.3%

Value $77.53M Shares 984,510 Est. Cost $59.43 Unrealized +7.9%

CX CEMEX SAB DE CV 0.3%

Value $77.42M Shares 12,548,588 Est. Cost $6.14 Unrealized —

— MEDIA GEN INC NEW 0.3%

Value $76.19M Shares 4,431,968 Est. Cost $16.49 Unrealized —

INTU INTUIT 0.3%

Value $75.54M Shares 676,815 Est. Cost $57.71 Unrealized +68.5%

VFC V F CORP 0.3%

Value $74.06M Shares 1,204,445 Est. Cost $56.08 Unrealized +5.5%

— TYCO INTL PLC 0.3%

Value $73.19M Shares 1,718,200 Est. Cost $42.60 Unrealized —

LEA LEAR CORP 0.3%

Value $71.95M Shares 707,060 Est. Cost $89.44 Unrealized +5.0%

— INGRAM MICRO INC 0.3%

Value $69.78M Shares 2,006,399 Est. Cost $35.12 Unrealized —

AVY AVERY DENNISON CORP 0.3%

Value $68.22M Shares 912,647 Est. Cost $56.70 Unrealized +9.9%

WMT WAL-MART STORES INC 0.3%

Value $67.08M Shares 918,630 Est. Cost $20.37 Unrealized -4.2%

ROK ROCKWELL AUTOMATION INC 0.3%

Value $65.17M Shares 567,623 Est. Cost $96.37 Unrealized -1.0%

ZBH ZIMMER BIOMET HLDGS INC 0.3%

Value $64.6M Shares 536,631 Est. Cost $72.82 Unrealized +43.6%

ARW ARROW ELECTRS INC 0.3%

Value $63.66M Shares 1,028,451 Est. Cost $57.51 Unrealized +10.4%

EPHE ISHARES TR 0.3%

Value $63.54M Shares 1,622,200 Est. Cost $39.17 Unrealized —

— ALERE INC 0.3%

Value $63.36M Shares 1,520,100 Est. Cost $46.01 Unrealized —

AVT AVNET INC 0.3%

Value $62.31M Shares 1,538,273 Est. Cost $33.66 Unrealized -0.6%

TDC TERADATA CORP DEL 0.3%

Value $61.29M Shares 2,444,813 Est. Cost $41.24 Unrealized -35.6%

ISRG INTUITIVE SURGICAL INC 0.2%

Value $60.32M Shares 91,193 Est. Cost $53.39 Unrealized +31.8%

ADI ANALOG DEVICES INC 0.2%

Value $59.93M Shares 1,058,135 Est. Cost $41.49 Unrealized +14.6%

CTAS CINTAS CORP 0.2%

Value $59.23M Shares 603,537 Est. Cost $20.24 Unrealized +2.8%

— LIBERTY MEDIA CORP DELAWARE 0.2%

Value $58.34M Shares 1,889,700 Est. Cost $30.87 Unrealized —

DOX AMDOCS LTD 0.2%

Value $58.33M Shares 1,010,497 Est. Cost $47.18 Unrealized +1.2%

TJX TJX COS INC NEW 0.2%

Value $58.14M Shares 752,797 Est. Cost $22.38 Unrealized +49.0%

MA MASTERCARD INC 0.2%

Value $57.95M Shares 658,098 Est. Cost $73.64 Unrealized +22.6%

— ATLANTICA YIELD PLC 0.2%

Value $57.83M Shares 3,112,419 Est. Cost $18.58 Unrealized —

HDB HDFC BANK LTD 0.2%

Value $57.66M Shares 869,087 Est. Cost $48.06 Unrealized —

IBKR INTERACTIVE BROKERS GROUP IN 0.2%

Value $56.55M Shares 1,597,544 Est. Cost $6.31 Unrealized +41.4%

OMC OMNICOM GROUP INC 0.2%

Value $56.55M Shares 693,942 Est. Cost $59.25 Unrealized +0.7%

TAL TAL ED GROUP 0.2%

Value $53.3M Shares 858,760 Est. Cost $29.67 Unrealized —

NDAQ NASDAQ INC 0.2%

Value $51.21M Shares 791,899 Est. Cost $16.99 Unrealized +7.7%

— LINKEDIN CORP 0.2%

Value $50.32M Shares 265,900 Est. Cost $189.25 Unrealized —

HELE HELEN OF TROY CORP LTD 0.2%

Value $48.85M Shares 474,988 Est. Cost $95.02 Unrealized +6.2%

CHD CHURCH & DWIGHT INC 0.2%

Value $48.05M Shares 466,971 Est. Cost $26.67 Unrealized +59.7%

UPS UNITED PARCEL SERVICE INC 0.2%

Value $47.02M Shares 436,500 Est. Cost $69.46 Unrealized +5.2%

TROW PRICE T ROWE GROUP INC 0.2%

Value $46.89M Shares 642,536 Est. Cost $50.93 Unrealized +2.9%

BABA ALIBABA GROUP HLDG LTD 0.2%

Value $46.53M Shares 585,107 Est. Cost $79.51 Unrealized —

ALLY ALLY FINL INC 0.2%

Value $44.94M Shares 2,632,900 Est. Cost $15.62 Unrealized -15.5%

BMO BANK MONTREAL QUE 0.2%

Value $44.47M Shares 704,700 Est. Cost $36.15 Unrealized +19.0%

EG EVEREST RE GROUP LTD 0.2%

Value $43.47M Shares 237,954 Est. Cost $148.00 Unrealized +1.5%

UA UNDER ARMOUR INC 0.2%

Value $43.1M Shares 1,183,944 Est. Cost $37.40 Unrealized 0.0%

LBTYAUSD LIBERTY GLOBAL PLC 0.2%

Value $43.08M Shares 1,482,282 Est. Cost $41.93 Unrealized —

AFL AFLAC INC 0.2%

Value $42.73M Shares 592,151 Est. Cost $24.65 Unrealized +10.7%

GM GENERAL MTRS CO 0.2%

Value $42.69M Shares 1,508,400 Est. Cost $24.66 Unrealized +0.6%

ALK ALASKA AIR GROUP INC 0.2%

Value $42.38M Shares 727,078 Est. Cost $65.50 Unrealized -1.9%

— ACTIVISION BLIZZARD INC 0.2%

Value $42.08M Shares 1,061,773 Est. Cost $37.74 Unrealized —

GWW GRAINGER W W INC 0.2%

Value $41.93M Shares 184,521 Est. Cost $207.51 Unrealized -5.4%

NPO ENPRO INDS INC 0.2%

Value $41.91M Shares 944,118 Est. Cost $59.85 Unrealized -13.5%

GPC GENUINE PARTS CO 0.2%

Value $41.34M Shares 408,321 Est. Cost $57.49 Unrealized +27.6%

APH AMPHENOL CORP NEW 0.2%

Value $40.1M Shares 699,402 Est. Cost $11.39 Unrealized +15.3%

AGO ASSURED GUARANTY LTD 0.2%

Value $39.39M Shares 1,552,721 Est. Cost $21.19 Unrealized +3.1%

— VMWARE INC 0.2%

Value $39.37M Shares 688,000 Est. Cost — Unrealized —

JBLU JETBLUE AIRWAYS CORP 0.2%

Value $37.3M Shares 2,252,446 Est. Cost $21.12 Unrealized -12.0%

— WESTAR ENERGY INC 0.1%

Value $36.24M Shares 646,118 Est. Cost $56.09 Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 0.1%

Value $36.07M Shares 273,917 Est. Cost $123.85 Unrealized —

— SYNGENTA AG 0.1%

Value $35.87M Shares 467,100 Est. Cost $76.79 Unrealized —

GILD GILEAD SCIENCES INC 0.1%

Value $35.3M Shares 423,100 Est. Cost $62.71 Unrealized +0.1%

— MARATHON OIL CORP 0.1%

Value $34.77M Shares 2,316,124 Est. Cost $18.24 Unrealized —

— INTERXION HOLDING N.V 0.1%

Value $34.67M Shares 940,000 Est. Cost $31.78 Unrealized —

— CITRIX SYS INC 0.1%

Value $33.59M Shares 419,385 Est. Cost $68.91 Unrealized —

— REYNOLDS AMERICAN INC 0.1%

Value $33.49M Shares 620,992 Est. Cost $52.53 Unrealized —

SU SUNCOR ENERGY INC NEW 0.1%

Value $32.19M Shares 1,166,350 Est. Cost $21.34 Unrealized -8.9%

AGCO AGCO CORP 0.1%

Value $32.18M Shares 682,844 Est. Cost $39.00 Unrealized +5.9%

CM CDN IMPERIAL BK COMM TORONTO 0.1%

Value $31.96M Shares 427,700 Est. Cost $21.60 Unrealized +14.3%

PJT PJT PARTNERS INC 0.1%

Value $31.14M Shares 1,354,136 Est. Cost $21.17 Unrealized +2.4%

HRL HORMEL FOODS CORP 0.1%

Value $30.94M Shares 845,267 Est. Cost $27.50 Unrealized +7.3%

— LIBERTY GLOBAL PLC 0.1%

Value $30.25M Shares 930,983 Est. Cost $32.49 Unrealized —

AEE AMEREN CORP 0.1%

Value $30.15M Shares 562,665 Est. Cost $35.57 Unrealized +4.2%

— TATA MTRS LTD 0.1%

Value $29.63M Shares 854,544 Est. Cost $36.12 Unrealized —

TD TORONTO DOMINION BK ONT 0.1%

Value $29.46M Shares 689,608 Est. Cost $40.25 Unrealized +8.1%

EXPD EXPEDITORS INTL WASH INC 0.1%

Value $28.62M Shares 583,537 Est. Cost $38.77 Unrealized +10.7%

HEI/A HEICO CORP NEW 0.1%

Value $27.36M Shares 510,000 Est. Cost $24.18 Unrealized +7.3%

CIG COMPANHIA ENERGETICA DE MINA 0.1%

Value $26.54M Shares 12,007,940 Est. Cost $6.61 Unrealized —

— TALEN ENERGY CORP 0.1%

Value $25.76M Shares 1,901,415 Est. Cost $8.38 Unrealized —

PGR PROGRESSIVE CORP OHIO 0.1%

Value $25.55M Shares 762,758 Est. Cost $21.90 Unrealized +14.6%

LNC LINCOLN NATL CORP IND 0.1%

Value $24.91M Shares 642,381 Est. Cost $35.42 Unrealized -17.3%

OPLN KAR AUCTION SVCS INC 0.1%

Value $24.68M Shares 591,317 Est. Cost $13.90 Unrealized +7.6%

WERN WERNER ENTERPRISES INC 0.1%

Value $24.42M Shares 1,063,258 Est. Cost $25.39 Unrealized -1.8%

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $24.21M Shares 519,381 Est. Cost $28.82 Unrealized +12.8%

RY ROYAL BK CDA MONTREAL QUE 0.1%

Value $23.59M Shares 401,300 Est. Cost $56.94 Unrealized +5.5%

— SMITH & WESSON HLDG CORP 0.1%

Value $23.52M Shares 865,363 Est. Cost $26.45 Unrealized —

HUM HUMANA INC 0.1%

Value $22.65M Shares 125,900 Est. Cost $118.68 Unrealized +38.3%

— LIBERTY GLOBAL PLC 0.1%

Value $22.3M Shares 691,341 Est. Cost $32.26 Unrealized —

GD GENERAL DYNAMICS CORP 0.1%

Value $22.21M Shares 159,500 Est. Cost $107.86 Unrealized +4.8%

CMCSA COMCAST CORP NEW 0.1%

Value $22.2M Shares 340,575 Est. Cost $23.32 Unrealized +6.0%

FAF FIRST AMERN FINL CORP 0.1%

Value $22.13M Shares 550,301 Est. Cost $27.02 Unrealized +0.3%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $22.08M Shares 497,515 Est. Cost $35.43 Unrealized +2.3%

EFX EQUIFAX INC 0.1%

Value $21.86M Shares 170,287 Est. Cost $79.72 Unrealized +38.8%

HAS HASBRO INC 0.1%

Value $21.86M Shares 260,208 Est. Cost $54.47 Unrealized +12.5%

AMZN AMAZON COM INC 0.1%

Value $21.47M Shares 30,000 Est. Cost $16.75 Unrealized +101.9%

— OFFICE DEPOT INC 0.1%

Value $21.26M Shares 6,421,744 Est. Cost $8.91 Unrealized —

— ARMOUR RESIDENTIAL REIT INC 0.1%

Value $21.23M Shares 1,061,249 Est. Cost $20.76 Unrealized —

— CONVERGYS CORP 0.1%

Value $20.77M Shares 830,749 Est. Cost $26.13 Unrealized —

ED CONSOLIDATED EDISON INC 0.1%

Value $20.42M Shares 253,852 Est. Cost $50.68 Unrealized +4.9%

— CASH AMER INTL INC 0.1%

Value $20.31M Shares 476,437 Est. Cost $37.28 Unrealized —

DTE DTE ENERGY CO 0.1%

Value $20.3M Shares 204,834 Est. Cost $53.49 Unrealized +4.9%

DLX DELUXE CORP 0.1%

Value $19.85M Shares 299,111 Est. Cost $39.65 Unrealized +7.7%

BAH BOOZ ALLEN HAMILTON HLDG COR 0.1%

Value $19.74M Shares 666,107 Est. Cost $23.46 Unrealized +2.3%

TV GRUPO TELEVISA SA 0.1%

Value $19.11M Shares 734,000 Est. Cost $27.42 Unrealized —

— VIMPELCOM LTD 0.1%

Value $18.95M Shares 4,885,400 Est. Cost $3.79 Unrealized —

FFIV F5 NETWORKS INC 0.1%

Value $18.83M Shares 165,408 Est. Cost $108.31 Unrealized -0.7%

CHT CHUNGHWA TELECOM CO LTD 0.1%

Value $18.63M Shares 513,162 Est. Cost $33.15 Unrealized —

WIT WIPRO LTD 0.1%

Value $18.6M Shares 1,504,824 Est. Cost $12.37 Unrealized —

— RITE AID CORP 0.1%

Value $17.85M Shares 2,382,600 Est. Cost $7.49 Unrealized —

AZN ASTRAZENECA PLC 0.1%

Value $17.73M Shares 587,200 Est. Cost $28.78 Unrealized —

— COACH INC 0.1%

Value $17.62M Shares 432,432 Est. Cost $41.42 Unrealized —

GIL GILDAN ACTIVEWEAR INC 0.1%

Value $17.43M Shares 598,334 Est. Cost $19.68 Unrealized +30.4%

— ESTERLINE TECHNOLOGIES CORP 0.1%

Value $17.15M Shares 276,421 Est. Cost $64.07 Unrealized —

— PINNACLE ENTMT INC NEW 0.1%

Value $17.05M Shares 1,538,976 Est. Cost $11.08 Unrealized —

— SCANA CORP NEW 0.1%

Value $16.82M Shares 222,300 Est. Cost $74.72 Unrealized —

M MACYS INC 0.1%

Value $16.6M Shares 493,970 Est. Cost $51.53 Unrealized -30.5%

JLL JONES LANG LASALLE INC 0.1%

Value $16.6M Shares 170,343 Est. Cost $135.27 Unrealized -16.9%

— NORTHSTAR ASSET MGMT GROUP I 0.1%

Value $16.34M Shares 1,600,100 Est. Cost $10.21 Unrealized —

— SOHU COM INC 0.1%

Value $16.24M Shares 429,026 Est. Cost $42.44 Unrealized —

IDA IDACORP INC 0.1%

Value $16.16M Shares 198,634 Est. Cost $71.75 Unrealized +2.8%

— TECH DATA CORP 0.1%

Value $15.95M Shares 221,918 Est. Cost $71.29 Unrealized —

CHE CHEMED CORP NEW 0.1%

Value $15.66M Shares 114,877 Est. Cost $131.90 Unrealized -3.1%

THO THOR INDS INC 0.1%

Value $15.16M Shares 234,207 Est. Cost $50.85 Unrealized +4.0%

MUSA MURPHY USA INC 0.1%

Value $15.08M Shares 203,344 Est. Cost $58.49 Unrealized +8.2%

— CA INC 0.1%

Value $15.02M Shares 457,503 Est. Cost $30.47 Unrealized —

ATO ATMOS ENERGY CORP 0.1%

Value $14.98M Shares 184,248 Est. Cost $56.60 Unrealized +4.3%

JBL JABIL CIRCUIT INC 0.1%

Value $14.92M Shares 807,641 Est. Cost $19.50 Unrealized -13.2%

IBN ICICI BK LTD 0.1%

Value $14.76M Shares 2,056,024 Est. Cost $8.76 Unrealized —

BR BROADRIDGE FINL SOLUTIONS IN 0.1%

Value $14.63M Shares 224,306 Est. Cost $51.46 Unrealized +2.1%

KFY KORN FERRY INTL 0.1%

Value $14.55M Shares 703,061 Est. Cost $25.44 Unrealized -6.4%

CNQ CANADIAN NAT RES LTD 0.1%

Value $14.45M Shares 468,800 Est. Cost $9.56 Unrealized -2.9%

TEVA TEVA PHARMACEUTICAL INDS LTD 0.1%

Value $14.43M Shares 287,300 Est. Cost $50.23 Unrealized —

— ENERSIS AMERICAS SA 0.1%

Value $14.38M Shares 1,675,940 Est. Cost $12.41 Unrealized —

— SEARS HLDGS CORP 0.1%

Value $14.35M Shares 1,054,600 Est. Cost — Unrealized —

NOC NORTHROP GRUMMAN CORP 0.1%

Value $14.29M Shares 64,290 Est. Cost $156.83 Unrealized +14.9%

DOV DOVER CORP 0.1%

Value $14.29M Shares 206,078 Est. Cost $55.29 Unrealized -17.1%

BEN FRANKLIN RES INC 0.1%

Value $14.08M Shares 421,919 Est. Cost $27.69 Unrealized -18.6%

— GROUPE CGI INC 0.1%

Value $13.96M Shares 328,400 Est. Cost $43.65 Unrealized —

PNW PINNACLE WEST CAP CORP 0.1%

Value $13.64M Shares 168,260 Est. Cost $45.51 Unrealized +12.3%

THG HANOVER INS GROUP INC 0.1%

Value $13.52M Shares 159,811 Est. Cost $62.39 Unrealized +4.4%

ATR APTARGROUP INC 0.1%

Value $13.46M Shares 170,053 Est. Cost $65.05 Unrealized +4.4%

— GUESS INC 0.1%

Value $13.36M Shares 887,802 Est. Cost $17.34 Unrealized —

TGT TARGET CORP 0.1%

Value $13.31M Shares 190,620 Est. Cost $58.49 Unrealized -4.1%

AME AMETEK INC NEW 0.1%

Value $13.25M Shares 286,609 Est. Cost $47.28 Unrealized -4.7%

PSEC PROSPECT CAPITAL CORPORATION 0.1%

Value $13.17M Shares 1,684,000 Est. Cost — Unrealized —

TXRH TEXAS ROADHOUSE INC 0.1%

Value $13.08M Shares 286,897 Est. Cost $29.75 Unrealized +26.8%

TRUP TRUPANION INC 0.1%

Value $12.85M Shares 970,000 Est. Cost $13.05 Unrealized 0.0%

LOW LOWES COS INC 0.1%

Value $12.67M Shares 160,029 Est. Cost $56.94 Unrealized +13.8%

HSIC SCHEIN HENRY INC 0.1%

Value $12.34M Shares 69,783 Est. Cost $44.53 Unrealized +51.8%

— AGRIUM INC 0.1%

Value $12.23M Shares 135,851 Est. Cost $90.62 Unrealized —

ITUB ITAU UNIBANCO HLDG SA 0.0%

Value $11.91M Shares 1,261,647 Est. Cost $9.33 Unrealized —

— TUPPERWARE BRANDS CORP 0.0%

Value $11.85M Shares 210,527 Est. Cost $59.79 Unrealized —

— INTERPUBLIC GROUP COS INC 0.0%

Value $11.82M Shares 511,500 Est. Cost $15.97 Unrealized +2.0%

— UNILEVER N V 0.0%

Value $11.73M Shares 250,000 Est. Cost $45.52 Unrealized —

— DREW INDS INC 0.0%

Value $11.6M Shares 136,721 Est. Cost $72.20 Unrealized —

AEP AMERICAN ELEC PWR INC 0.0%

Value $11.03M Shares 157,400 Est. Cost $44.45 Unrealized +4.9%

COP CONOCOPHILLIPS 0.0%

Value $10.88M Shares 249,435 Est. Cost $49.68 Unrealized -34.0%

— CPFL ENERGIA S A 0.0%

Value $10.87M Shares 845,066 Est. Cost $13.99 Unrealized —

UVV UNIVERSAL CORP VA 0.0%

Value $10.53M Shares 182,400 Est. Cost $54.66 Unrealized +0.8%

EFA ISHARES TR 0.0%

Value $10.37M Shares 185,781 Est. Cost $58.75 Unrealized —

— DOUBLE EAGLE ACQUISITION COR 0.0%

Value $9.929M Shares 999,897 Est. Cost $10.14 Unrealized —

Value $9.914M Shares 331,337 Est. Cost $33.04 Unrealized —

SKYW SKYWEST INC 0.0%

Value $9.824M Shares 371,266 Est. Cost $16.90 Unrealized +35.2%

— DOW CHEM CO 0.0%

Value $9.669M Shares 194,500 Est. Cost $50.34 Unrealized —

SANM SANMINA CORPORATION 0.0%

Value $9.568M Shares 356,893 Est. Cost $22.74 Unrealized +10.0%

AER AERCAP HOLDINGS NV 0.0%

Value $9.345M Shares 278,200 Est. Cost $36.44 Unrealized +3.7%

CNI CANADIAN NATL RY CO 0.0%

Value $9.287M Shares 158,100 Est. Cost $48.44 Unrealized +4.4%

— XEROX CORP 0.0%

Value $9.257M Shares 975,500 Est. Cost $9.49 Unrealized —

— SIX FLAGS ENTMT CORP NEW 0.0%

Value $9.183M Shares 158,466 Est. Cost $49.96 Unrealized —

— CHEMICAL FINL CORP 0.0%

Value $9.142M Shares 245,148 Est. Cost $36.11 Unrealized —

— PDL BIOPHARMA INC 0.0%

Value $8.959M Shares 2,853,102 Est. Cost $3.42 Unrealized —

— GANNETT CO INC 0.0%

Value $8.888M Shares 643,598 Est. Cost $15.18 Unrealized —

— EXPRESS INC 0.0%

Value $8.64M Shares 595,421 Est. Cost $16.91 Unrealized —

SPY SPDR S&P 500 ETF TR 0.0%

Value $8.608M Shares 41,081 Est. Cost $206.46 Unrealized —

ESNT ESSENT GROUP LTD 0.0%

Value $8.461M Shares 387,961 Est. Cost $17.88 Unrealized +4.2%

CC CHEMOURS CO 0.0%

Value $8.434M Shares 1,023,544 Est. Cost $4.36 Unrealized +48.7%

GT GOODYEAR TIRE & RUBR CO 0.0%

Value $8.357M Shares 325,700 Est. Cost $28.89 Unrealized -0.7%

— WINDSTREAM HLDGS INC 0.0%

Value $8.343M Shares 900,000 Est. Cost — Unrealized —

— AMERICAN INTL GROUP INC 0.0%

Value $8.247M Shares 441,238 Est. Cost $22.14 Unrealized —

— TOTAL S A 0.0%

Value $8.205M Shares 170,579 Est. Cost $45.42 Unrealized —

— POTASH CORP SASK INC 0.0%

Value $8.151M Shares 504,100 Est. Cost $16.84 Unrealized —

— QIWI PLC 0.0%

Value $8.088M Shares 617,400 Est. Cost $14.32 Unrealized —

NWSA NEWS CORP NEW 0.0%

Value $7.966M Shares 701,849 Est. Cost $10.67 Unrealized +0.9%

AN AUTONATION INC 0.0%

Value $7.876M Shares 167,656 Est. Cost $54.24 Unrealized -11.5%

— LEUCADIA NATL CORP 0.0%

Value $7.799M Shares 450,000 Est. Cost $17.33 Unrealized —

BTI BRITISH AMERN TOB PLC 0.0%

Value $7.715M Shares 59,584 Est. Cost $125.60 Unrealized —

— NEW ORIENTAL ED & TECH GRP I 0.0%

Value $7.564M Shares 180,600 Est. Cost $41.88 Unrealized —

CAKE CHEESECAKE FACTORY INC 0.0%

Value $7.536M Shares 156,534 Est. Cost $41.41 Unrealized -0.7%

NTES NETEASE INC 0.0%

Value $7.516M Shares 38,900 Est. Cost $193.21 Unrealized —

SQM SOCIEDAD QUIMICA MINERA DE C 0.0%

Value $7.504M Shares 303,578 Est. Cost $17.93 Unrealized —

— ATLAS AIR WORLDWIDE HLDGS IN 0.0%

Value $7.501M Shares 181,092 Est. Cost $42.27 Unrealized —

— ADVANCED SEMICONDUCTOR ENGR 0.0%

Value $7.405M Shares 1,327,100 Est. Cost $5.75 Unrealized —

MFC MANULIFE FINL CORP 0.0%

Value $7.232M Shares 531,500 Est. Cost $16.82 Unrealized -15.3%

CYH COMMUNITY HEALTH SYS INC NEW 0.0%

Value $7.23M Shares 600,000 Est. Cost $14.65 Unrealized 0.0%

PRAA PRA GROUP INC 0.0%

Value $7.223M Shares 299,214 Est. Cost $36.00 Unrealized -22.4%

MBI MBIA INC 0.0%

Value $7.203M Shares 1,054,666 Est. Cost $3.06 Unrealized +5.8%

CHTR CHARTER COMMUNICATIONS INC N 0.0%

Value $7.177M Shares 31,389 Est. Cost $214.89 Unrealized 0.0%

NWBI NORTHWEST BANCSHARES INC MD 0.0%

Value $7.017M Shares 473,171 Est. Cost $7.56 Unrealized +9.2%

WD WALKER & DUNLOP INC 0.0%

Value $7.012M Shares 307,819 Est. Cost $19.28 Unrealized -0.7%

ABT ABBOTT LABS 0.0%

Value $6.832M Shares 173,800 Est. Cost $30.62 Unrealized +8.9%

ARCC ARES CAP CORP 0.0%

Value $6.809M Shares 479,538 Est. Cost $5.64 Unrealized +5.2%

— GLAXOSMITHKLINE PLC 0.0%

Value $6.712M Shares 154,880 Est. Cost $41.90 Unrealized —

— CELESTICA INC 0.0%

Value $6.507M Shares 703,100 Est. Cost $10.99 Unrealized —

TBI TRUEBLUE INC 0.0%

Value $6.452M Shares 341,038 Est. Cost $22.76 Unrealized -8.2%

FCX FREEPORT-MCMORAN INC 0.0%

Value $6.409M Shares 575,344 Est. Cost $10.03 Unrealized +0.1%

GLPI GAMING & LEISURE PPTYS INC 0.0%

Value $6.386M Shares 185,207 Est. Cost $34.48 Unrealized —

JKHY HENRY JACK & ASSOC INC 0.0%

Value $6.331M Shares 72,541 Est. Cost $48.02 Unrealized +55.1%

GNTX GENTEX CORP 0.0%

Value $6.227M Shares 403,072 Est. Cost $16.16 Unrealized -1.7%

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $6.14M Shares 668,866 Est. Cost $10.11 Unrealized —

— DENBURY RES INC 0.0%

Value $6.099M Shares 1,698,941 Est. Cost $3.86 Unrealized —

— PRECISION DRILLING CORP 0.0%

Value $6.01M Shares 1,139,500 Est. Cost $8.78 Unrealized —

SCZ ISHARES TR 0.0%

Value $5.989M Shares 124,100 Est. Cost $48.26 Unrealized —

WB WEIBO CORP 0.0%

Value $5.747M Shares 202,300 Est. Cost $28.41 Unrealized —

— WYNDHAM WORLDWIDE CORP 0.0%

Value $5.592M Shares 78,500 Est. Cost $73.16 Unrealized —

SIMO SILICON MOTION TECHNOLOGY CO 0.0%

Value $5.497M Shares 115,000 Est. Cost $32.25 Unrealized —

ROST ROSS STORES INC 0.0%

Value $5.316M Shares 93,772 Est. Cost $36.82 Unrealized +37.1%

DG DOLLAR GEN CORP NEW 0.0%

Value $5.288M Shares 56,250 Est. Cost $66.81 Unrealized +14.0%

ASR GRUPO AEROPORTUARIO DEL SURE 0.0%

Value $5.281M Shares 33,100 Est. Cost $152.31 Unrealized —

SUPV GRUPO SUPERVIELLE S A 0.0%

Value $5.229M Shares 408,798 Est. Cost $12.79 Unrealized —

ACCO ACCO BRANDS CORP 0.0%

Value $5.225M Shares 505,763 Est. Cost $5.73 Unrealized +17.9%

— SHIRE PLC 0.0%

Value $5.209M Shares 28,297 Est. Cost $184.08 Unrealized —

— WPX ENERGY INC 0.0%

Value $5.205M Shares 559,100 Est. Cost $9.31 Unrealized —

— WESTERN REFNG INC 0.0%

Value $5.048M Shares 244,680 Est. Cost $25.65 Unrealized —

— NAVIGATORS GROUP INC 0.0%

Value $5.015M Shares 54,529 Est. Cost $84.46 Unrealized —

— BGC PARTNERS INC 0.0%

Value $4.93M Shares 566,002 Est. Cost $8.73 Unrealized —

1741046D STERIS PLC 0.0%

Value $4.91M Shares 71,418 Est. Cost $75.34 Unrealized —

PSX PHILLIPS 66 0.0%

Value $4.76M Shares 60,000 Est. Cost $56.35 Unrealized +0.6%

WSO WATSCO INC 0.0%

Value $4.76M Shares 33,834 Est. Cost $123.29 Unrealized +8.8%

NVO NOVO-NORDISK A S 0.0%

Value $4.711M Shares 87,600 Est. Cost $54.19 Unrealized —

NWL NEWELL BRANDS INC 0.0%

Value $4.646M Shares 95,654 Est. Cost $29.27 Unrealized +7.1%

— OMEGA PROTEIN CORP 0.0%

Value $4.568M Shares 228,500 Est. Cost $19.59 Unrealized —

MGA MAGNA INTL INC 0.0%

Value $4.564M Shares 130,700 Est. Cost $36.47 Unrealized -17.0%

TECK TECK RESOURCES LTD 0.0%

Value $4.549M Shares 347,298 Est. Cost $6.83 Unrealized +51.2%

VAC MARRIOTT VACATIONS WRLDWDE C 0.0%

Value $4.53M Shares 66,136 Est. Cost $73.29 Unrealized -14.6%

— TOWER INTL INC 0.0%

Value $4.525M Shares 219,865 Est. Cost $22.40 Unrealized —

— SILICONWARE PRECISION INDS L 0.0%

Value $4.447M Shares 580,500 Est. Cost $7.41 Unrealized —

CACI CACI INTL INC 0.0%

Value $4.439M Shares 49,100 Est. Cost $98.88 Unrealized +0.4%

T AT&T INC 0.0%

Value $4.357M Shares 100,829 Est. Cost $13.66 Unrealized +10.6%

COLM COLUMBIA SPORTSWEAR CO 0.0%

Value $4.326M Shares 75,175 Est. Cost $47.74 Unrealized +6.8%

— MEREDITH CORP 0.0%

Value $4.261M Shares 82,085 Est. Cost $48.31 Unrealized —

SIGI SELECTIVE INS GROUP INC 0.0%

Value $4.253M Shares 111,312 Est. Cost $28.83 Unrealized +8.4%

MATX MATSON INC 0.0%

Value $4.249M Shares 131,575 Est. Cost $30.39 Unrealized -4.7%

ATHM AUTOHOME INC 0.0%

Value $4.245M Shares 211,100 Est. Cost $20.11 Unrealized —

RDY DR REDDYS LABS LTD 0.0%

Value $4.109M Shares 80,200 Est. Cost $46.37 Unrealized —

SM SM ENERGY CO 0.0%

Value $3.965M Shares 146,858 Est. Cost $25.39 Unrealized -1.4%

— LIBERTY MEDIA CORP DELAWARE 0.0%

Value $3.937M Shares 268,562 Est. Cost $14.66 Unrealized —

— SIBANYE GOLD LTD 0.0%

Value $3.907M Shares 286,893 Est. Cost $13.49 Unrealized —

MO ALTRIA GROUP INC 0.0%

Value $3.841M Shares 55,700 Est. Cost $31.34 Unrealized +6.0%

AVA AVISTA CORP 0.0%

Value $3.817M Shares 85,200 Est. Cost $27.70 Unrealized 0.0%

— COOPER TIRE & RUBR CO 0.0%

Value $3.794M Shares 127,233 Est. Cost $32.58 Unrealized —

— SCRIPPS NETWORKS INTERACT IN 0.0%

Value $3.791M Shares 60,875 Est. Cost $78.46 Unrealized —

— JANUS CAP GROUP INC 0.0%

Value $3.724M Shares 267,546 Est. Cost $13.73 Unrealized —

MPC MARATHON PETE CORP 0.0%

Value $3.701M Shares 97,500 Est. Cost $27.57 Unrealized -1.3%

PLUS EPLUS INC 0.0%

Value $3.668M Shares 44,841 Est. Cost $21.28 Unrealized -2.3%

SWK STANLEY BLACK & DECKER INC 0.0%

Value $3.659M Shares 32,900 Est. Cost $77.22 Unrealized +12.0%

— CHANGYOU COM LTD 0.0%

Value $3.617M Shares 180,500 Est. Cost $20.04 Unrealized —

CSGS CSG SYS INTL INC 0.0%

Value $3.561M Shares 88,351 Est. Cost $31.98 Unrealized +10.2%

HIMX HIMAX TECHNOLOGIES INC 0.0%

Value $3.553M Shares 430,200 Est. Cost $8.15 Unrealized —

— QUNAR CAYMAN IS LTD 0.0%

Value $3.452M Shares 115,876 Est. Cost $29.79 Unrealized —

UMC UNITED MICROELECTRONICS CORP 0.0%

Value $3.368M Shares 1,692,400 Est. Cost $1.87 Unrealized —

— CALIFORNIA RES CORP 0.0%

Value $3.216M Shares 263,608 Est. Cost $12.20 Unrealized —

GPI GROUP 1 AUTOMOTIVE INC 0.0%

Value $3.19M Shares 64,629 Est. Cost $71.97 Unrealized -18.6%

— SYKES ENTERPRISES INC 0.0%

Value $3.178M Shares 109,722 Est. Cost $29.10 Unrealized —

WNC WABASH NATL CORP 0.0%

Value $3.176M Shares 250,059 Est. Cost $11.18 Unrealized 0.0%

ORI OLD REP INTL CORP 0.0%

Value $3.075M Shares 159,400 Est. Cost $9.02 Unrealized +0.7%

BAP CREDICORP LTD 0.0%

Value $3.009M Shares 19,500 Est. Cost $99.75 Unrealized +12.3%

ARI APOLLO COML REAL EST FIN INC 0.0%

Value $2.984M Shares 185,665 Est. Cost $16.07 Unrealized —

— QUINPARIO ACQUISITION CORP 2 0.0%

Value $2.967M Shares 300,000 Est. Cost $9.86 Unrealized —

TKC TURKCELL ILETISIM HIZMETLERI 0.0%

Value $2.88M Shares 314,700 Est. Cost $12.61 Unrealized —

MUR MURPHY OIL CORP 0.0%

Value $2.842M Shares 89,500 Est. Cost $33.72 Unrealized -36.8%

HPQ HP INC 0.0%

Value $2.769M Shares 220,639 Est. Cost $9.03 Unrealized +0.4%

CVE CENOVUS ENERGY INC 0.0%

Value $2.768M Shares 201,200 Est. Cost $15.83 Unrealized -22.9%

— BLACKROCK CAPITAL INVESTMENT 0.0%

Value $2.749M Shares 353,288 Est. Cost $8.62 Unrealized —

AGRO ADECOAGRO S A 0.0%

Value $2.696M Shares 245,800 Est. Cost $9.80 Unrealized -0.2%

DDS DILLARDS INC 0.0%

Value $2.679M Shares 44,206 Est. Cost $63.68 Unrealized -23.6%

— ASPEN INSURANCE HOLDINGS LTD 0.0%

Value $2.666M Shares 57,490 Est. Cost $46.65 Unrealized —

AWK AMERICAN WTR WKS CO INC NEW 0.0%

Value $2.586M Shares 30,600 Est. Cost $55.85 Unrealized +10.7%

— STATOIL ASA 0.0%

Value $2.538M Shares 146,600 Est. Cost $15.80 Unrealized —

LSAK NET 1 UEPS TECHNOLOGIES INC 0.0%

Value $2.525M Shares 252,741 Est. Cost $10.83 Unrealized -1.8%

WDC WESTERN DIGITAL CORP 0.0%

Value $2.518M Shares 53,272 Est. Cost $30.93 Unrealized -7.5%

GAP GAP INC DEL 0.0%

Value $2.435M Shares 114,743 Est. Cost $23.73 Unrealized -36.4%

GYRO GYRODYNE LLC 0.0%

Value $2.4M Shares 119,888 Est. Cost $19.48 Unrealized -8.7%

IAG IAMGOLD CORP 0.0%

Value $2.394M Shares 581,200 Est. Cost $2.73 Unrealized +24.7%

NJR NEW JERSEY RES 0.0%

Value $2.375M Shares 61,604 Est. Cost $23.47 Unrealized +11.6%

PLOW DOUGLAS DYNAMICS INC 0.0%

Value $2.363M Shares 91,847 Est. Cost $21.87 Unrealized +2.8%

HUBB HUBBELL INC 0.0%

Value $2.331M Shares 22,099 Est. Cost $76.44 Unrealized +12.3%

— SUPERIOR INDS INTL INC 0.0%

Value $2.262M Shares 84,484 Est. Cost $25.39 Unrealized —

JBSS SANFILIPPO JOHN B & SON INC 0.0%

Value $2.242M Shares 52,600 Est. Cost $54.49 Unrealized 0.0%

AWR AMERICAN STS WTR CO 0.0%

Value $2.155M Shares 49,187 Est. Cost $34.21 Unrealized -2.0%

— KNIGHT TRANSN INC 0.0%

Value $2.12M Shares 79,758 Est. Cost $25.13 Unrealized —

— NATIONAL GRID PLC 0.0%

Value $2.096M Shares 28,200 Est. Cost $71.41 Unrealized —

— AVG TECHNOLOGIES N V 0.0%

Value $2.049M Shares 107,900 Est. Cost $20.54 Unrealized —

— AU OPTRONICS CORP 0.0%

Value $2.041M Shares 584,900 Est. Cost $3.27 Unrealized —

LUV SOUTHWEST AIRLS CO 0.0%

Value $2M Shares 51,000 Est. Cost $38.15 Unrealized 0.0%

EEFT EURONET WORLDWIDE INC 0.0%

Value $1.972M Shares 28,500 Est. Cost $75.34 Unrealized +1.0%

KEP KOREA ELECTRIC PWR 0.0%

Value $1.942M Shares 74,900 Est. Cost $25.91 Unrealized —

ABEV AMBEV SA 0.0%

Value $1.934M Shares 327,200 Est. Cost $5.12 Unrealized —

HSBC HSBC HLDGS PLC 0.0%

Value $1.926M Shares 61,500 Est. Cost $31.32 Unrealized —

— BRIGGS & STRATTON CORP 0.0%

Value $1.866M Shares 88,110 Est. Cost $21.18 Unrealized —

ICLR ICON PLC 0.0%

Value $1.841M Shares 26,300 Est. Cost $69.08 Unrealized -0.6%

— AMERICAN CAP LTD 0.0%

Value $1.835M Shares 115,900 Est. Cost $15.83 Unrealized —

— WHITING PETE CORP NEW 0.0%

Value $1.833M Shares 197,900 Est. Cost $9.26 Unrealized —

— AMERICA MOVIL SAB DE CV 0.0%

Value $1.779M Shares 145,100 Est. Cost $18.20 Unrealized —

MOS MOSAIC CO NEW 0.0%

Value $1.778M Shares 67,904 Est. Cost $26.06 Unrealized -14.9%

NBIS YANDEX N V 0.0%

Value $1.764M Shares 80,724 Est. Cost $16.06 Unrealized —

FCX FREEPORT-MCMORAN INC 0.0%

Value $1.76M Shares 158,000 Est. Cost $10.03 Unrealized +0.1%

UHS UNIVERSAL HLTH SVCS INC 0.0%

Value $1.743M Shares 13,000 Est. Cost $114.97 Unrealized +10.1%

AIZ ASSURANT INC 0.0%

Value $1.736M Shares 20,111 Est. Cost $56.72 Unrealized +22.5%

TPC TUTOR PERINI CORP 0.0%

Value $1.731M Shares 73,519 Est. Cost $18.10 Unrealized +7.7%

— DONNELLEY R R & SONS CO 0.0%

Value $1.721M Shares 101,719 Est. Cost $14.93 Unrealized —

EBF ENNIS INC 0.0%

Value $1.714M Shares 89,365 Est. Cost $9.94 Unrealized -0.3%

EC ECOPETROL S A 0.0%

Value $1.714M Shares 179,300 Est. Cost $11.15 Unrealized —

SCHW SCHWAB CHARLES CORP NEW 0.0%

Value $1.707M Shares 67,447 Est. Cost $25.42 Unrealized -1.0%

— BROADCOM LTD 0.0%

Value $1.691M Shares 10,883 Est. Cost $155.38 Unrealized —

PPL PPL CORP 0.0%

Value $1.68M Shares 44,500 Est. Cost $24.77 Unrealized 0.0%

— UNIT CORP 0.0%

Value $1.665M Shares 107,000 Est. Cost $14.57 Unrealized —

— SINA CORP 0.0%

Value $1.655M Shares 31,900 Est. Cost $51.88 Unrealized —

UPBD RENT A CTR INC NEW 0.0%

Value $1.652M Shares 134,507 Est. Cost $22.56 Unrealized -40.3%

BAX BAXTER INTL INC 0.0%

Value $1.649M Shares 36,465 Est. Cost $31.19 Unrealized +20.2%

— AMERICAN NATL INS CO 0.0%

Value $1.639M Shares 14,484 Est. Cost $113.16 Unrealized —

MMS MAXIMUS INC 0.0%

Value $1.637M Shares 29,572 Est. Cost $51.00 Unrealized +5.7%

NSIT INSIGHT ENTERPRISES INC 0.0%

Value $1.628M Shares 62,602 Est. Cost $26.36 Unrealized +1.3%

CPS COOPER STD HLDGS INC 0.0%

Value $1.611M Shares 20,400 Est. Cost $80.69 Unrealized 0.0%

— CHIMERA INVT CORP 0.0%

Value $1.583M Shares 100,800 Est. Cost $15.70 Unrealized —

— THIRD PT REINS LTD 0.0%

Value $1.573M Shares 134,243 Est. Cost $12.76 Unrealized —

— ANGLOGOLD ASHANTI LTD 0.0%

Value $1.456M Shares 80,600 Est. Cost $17.43 Unrealized —

CHRW C H ROBINSON WORLDWIDE INC 0.0%

Value $1.435M Shares 19,328 Est. Cost $43.36 Unrealized +34.3%

— HSN INC 0.0%

Value $1.396M Shares 28,533 Est. Cost $57.24 Unrealized —

— VONAGE HLDGS CORP 0.0%

Value $1.349M Shares 221,075 Est. Cost $5.88 Unrealized —

TGNA TEGNA INC 0.0%

Value $1.332M Shares 57,500 Est. Cost $16.94 Unrealized -13.7%

FN FABRINET 0.0%

Value $1.325M Shares 35,695 Est. Cost $27.58 Unrealized +23.9%

— WABCO HLDGS INC 0.0%

Value $1.263M Shares 13,796 Est. Cost $115.10 Unrealized —

WU WESTERN UN CO 0.0%

Value $1.249M Shares 65,100 Est. Cost $19.20 Unrealized —

BBY BEST BUY INC 0.0%

Value $1.206M Shares 39,400 Est. Cost $22.40 Unrealized 0.0%

— SPX FLOW INC 0.0%

Value $1.194M Shares 45,787 Est. Cost $25.23 Unrealized —

EBAY EBAY INC 0.0%

Value $1.184M Shares 50,561 Est. Cost $20.01 Unrealized +7.3%

— AMERICAN EQTY INVT LIFE HLD 0.0%

Value $1.184M Shares 83,092 Est. Cost $23.31 Unrealized —

NVR NVR INC 0.0%

Value $1.157M Shares 650 Est. Cost $1681.14 Unrealized +1.7%

OMF ONEMAIN HLDGS INC 0.0%

Value $1.134M Shares 49,673 Est. Cost $27.06 Unrealized +4.5%

KR KROGER CO 0.0%

Value $1.107M Shares 30,100 Est. Cost $31.60 Unrealized -6.5%

— NATIONAL OILWELL VARCO INC 0.0%

Value $1.087M Shares 32,300 Est. Cost $34.11 Unrealized —

— ENSCO PLC 0.0%

Value $1.082M Shares 111,400 Est. Cost $10.11 Unrealized —

WCC WESCO INTL INC 0.0%

Value $1.071M Shares 20,800 Est. Cost $54.72 Unrealized 0.0%

CENTA CENTRAL GARDEN & PET CO 0.0%

Value $1.04M Shares 47,900 Est. Cost $14.31 Unrealized 0.0%

— DHX MEDIA LTD 0.0%

Value $1.024M Shares 200,900 Est. Cost $5.10 Unrealized —

CMG CHIPOTLE MEXICAN GRILL INC 0.0%

Value $1.019M Shares 2,530 Est. Cost $11.50 Unrealized -24.4%

AD UNITED STATES CELLULAR CORP 0.0%

Value $1.011M Shares 25,755 Est. Cost $22.76 Unrealized +1.2%

CMI CUMMINS INC 0.0%

Value $1.009M Shares 8,973 Est. Cost $102.73 Unrealized -14.7%

DRI DARDEN RESTAURANTS INC 0.0%

Value $1.001M Shares 15,800 Est. Cost $48.30 Unrealized +3.1%

— DISCOVER FINL SVCS 0.0%

Value $984K Shares 18,368 Est. Cost $52.77 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.0%

Value $982K Shares 12,067 Est. Cost $64.24 Unrealized -2.0%

DHR DANAHER CORP DEL 0.0%

Value $981K Shares 9,717 Est. Cost $30.07 Unrealized +33.3%

— ANSYS INC 0.0%

Value $947K Shares 10,438 Est. Cost $76.47 Unrealized —

— JOY GLOBAL INC 0.0%

Value $939K Shares 44,400 Est. Cost $18.67 Unrealized —

MAN MANPOWERGROUP INC 0.0%

Value $907K Shares 14,100 Est. Cost $76.65 Unrealized +1.1%

— NOBLE CORP PLC 0.0%

Value $906K Shares 110,000 Est. Cost $9.59 Unrealized —

— COSAN LTD 0.0%

Value $904K Shares 138,920 Est. Cost $6.51 Unrealized —

PBF PBF ENERGY INC 0.0%

Value $894K Shares 37,600 Est. Cost $30.98 Unrealized -7.2%

— HAWAIIAN HOLDINGS INC 0.0%

Value $891K Shares 23,484 Est. Cost $37.94 Unrealized —

— ENDURANCE SPECIALTY HLDGS LT 0.0%

Value $882K Shares 13,135 Est. Cost $61.03 Unrealized —

— MAIDEN HOLDINGS LTD 0.0%

Value $877K Shares 71,690 Est. Cost $14.23 Unrealized —

— UNIVERSAL FST PRODS INC 0.0%

Value $871K Shares 9,400 Est. Cost $92.66 Unrealized —

CB CHUBB LIMITED 0.0%

Value $817K Shares 6,254 Est. Cost $96.06 Unrealized +7.8%

— DIAMOND OFFSHORE DRILLING IN 0.0%

Value $805K Shares 33,100 Est. Cost $22.53 Unrealized —

CDNS CADENCE DESIGN SYSTEM INC 0.0%

Value $802K Shares 33,000 Est. Cost $23.95 Unrealized 0.0%

SHG SHINHAN FINANCIAL GROUP CO L 0.0%

Value $792K Shares 24,200 Est. Cost $33.57 Unrealized —

SSL SASOL LTD 0.0%

Value $776K Shares 28,600 Est. Cost $33.78 Unrealized —

BBD BANCO BRADESCO S A 0.0%

Value $759K Shares 97,120 Est. Cost $8.66 Unrealized —

— COBALT INTL ENERGY INC 0.0%

Value $750K Shares 2,000,000 Est. Cost $0.50 Unrealized —

FMX FOMENTO ECONOMICO MEXICANO S 0.0%

Value $749K Shares 8,100 Est. Cost $96.23 Unrealized —

— APOLLO ED GROUP INC 0.0%

Value $744K Shares 81,612 Est. Cost $11.06 Unrealized —

— XILINX INC 0.0%

Value $738K Shares 16,000 Est. Cost $50.10 Unrealized —

— EXTERRAN CORP 0.0%

Value $723K Shares 56,278 Est. Cost $14.20 Unrealized —

— ISHARES 0.0%

Value $718K Shares 51,093 Est. Cost $14.21 Unrealized —

RM REGIONAL MGMT CORP 0.0%

Value $679K Shares 46,312 Est. Cost $12.93 Unrealized +4.8%

— TOTAL SYS SVCS INC 0.0%

Value $679K Shares 12,790 Est. Cost $30.82 Unrealized —

LECO LINCOLN ELEC HLDGS INC 0.0%

Value $674K Shares 11,412 Est. Cost $69.74 Unrealized -13.7%

— ROWAN COMPANIES PLC 0.0%

Value $659K Shares 37,300 Est. Cost $16.70 Unrealized —

GNW GENWORTH FINL INC 0.0%

Value $656K Shares 254,334 Est. Cost $7.53 Unrealized -57.1%

MET METLIFE INC 0.0%

Value $655K Shares 16,450 Est. Cost $26.26 Unrealized +7.2%

— NEWFIELD EXPL CO 0.0%

Value $645K Shares 14,600 Est. Cost $32.92 Unrealized —

ACRE ARES COML REAL ESTATE CORP 0.0%

Value $644K Shares 52,421 Est. Cost $11.78 Unrealized —

— SK TELECOM LTD 0.0%

Value $640K Shares 30,600 Est. Cost $20.92 Unrealized —

GAIN GLADSTONE INVT CORP 0.0%

Value $611K Shares 85,400 Est. Cost $2.61 Unrealized 0.0%

— CHIPMOS TECH BERMUDA LTD 0.0%

Value $608K Shares 33,600 Est. Cost $19.73 Unrealized —

GFI GOLD FIELDS LTD NEW 0.0%

Value $608K Shares 124,100 Est. Cost $4.32 Unrealized —

— CHESAPEAKE ENERGY CORP 0.0%

Value $602K Shares 140,547 Est. Cost $5.62 Unrealized —

— COVISINT CORP 0.0%

Value $597K Shares 273,987 Est. Cost $2.65 Unrealized —

BRSL INTERNATIONAL GAME TECHNOLOG 0.0%

Value $585K Shares 31,228 Est. Cost $10.73 Unrealized -1.2%

XOM EXXON MOBIL CORP 0.0%

Value $572K Shares 6,100 Est. Cost $55.28 Unrealized +4.7%

XNET XUNLEI LTD 0.0%

Value $563K Shares 107,500 Est. Cost $5.57 Unrealized —

— VIACOM INC NEW 0.0%

Value $554K Shares 13,368 Est. Cost $41.22 Unrealized —

DCI DONALDSON INC 0.0%

Value $553K Shares 16,104 Est. Cost $34.34 Unrealized -16.8%

HCI HCI GROUP INC 0.0%

Value $551K Shares 20,200 Est. Cost $30.81 Unrealized 0.0%

HOFT HOOKER FURNITURE CORP 0.0%

Value $546K Shares 25,400 Est. Cost $26.33 Unrealized -5.7%

CE CELANESE CORP DEL 0.0%

Value $530K Shares 8,100 Est. Cost $51.27 Unrealized +12.7%

— WADDELL & REED FINL INC 0.0%

Value $529K Shares 30,700 Est. Cost $17.23 Unrealized —

PFS PROVIDENT FINL SVCS INC 0.0%

Value $522K Shares 26,600 Est. Cost $12.14 Unrealized +4.6%

DVN DEVON ENERGY CORP NEW 0.0%

Value $522K Shares 14,400 Est. Cost $46.48 Unrealized -48.7%

— APACHE CORP 0.0%

Value $520K Shares 9,332 Est. Cost $87.60 Unrealized —

— FIRST DEFIANCE FINL CORP 0.0%

Value $517K Shares 13,300 Est. Cost $38.87 Unrealized —

— NII HLDGS INC 0.0%

Value $514K Shares 161,700 Est. Cost $5.34 Unrealized —

Value $507K Shares 11,400 Est. Cost $45.71 Unrealized —

— SANTANDER CONSUMER USA HDG I 0.0%

Value $507K Shares 49,100 Est. Cost $10.49 Unrealized —

WRB BERKLEY W R CORP 0.0%

Value $502K Shares 8,372 Est. Cost $12.99 Unrealized +2.2%

— ATWOOD OCEANICS INC 0.0%

Value $488K Shares 39,000 Est. Cost $9.18 Unrealized —

— NABORS INDUSTRIES LTD 0.0%

Value $485K Shares 48,300 Est. Cost $9.19 Unrealized —

— FAIRPOINT COMMUNICATIONS INC 0.0%

Value $483K Shares 32,900 Est. Cost $14.68 Unrealized —

AFG AMERICAN FINL GROUP INC OHIO 0.0%

Value $481K Shares 6,500 Est. Cost $32.42 Unrealized +5.0%

— RAYTHEON CO 0.0%

Value $462K Shares 3,400 Est. Cost $113.02 Unrealized —

NTGR NETGEAR INC 0.0%

Value $461K Shares 9,700 Est. Cost $26.65 Unrealized 0.0%

CENT CENTRAL GARDEN & PET CO 0.0%

Value $452K Shares 19,800 Est. Cost $14.31 Unrealized 0.0%

— TRIPLE-S MGMT CORP 0.0%

Value $450K Shares 18,400 Est. Cost $24.46 Unrealized —

— PENNYMAC FINL SVCS INC 0.0%

Value $444K Shares 35,550 Est. Cost $12.04 Unrealized —

CNO CNO FINL GROUP INC 0.0%

Value $435K Shares 24,900 Est. Cost $14.58 Unrealized +4.5%

SCHL SCHOLASTIC CORP 0.0%

Value $432K Shares 10,912 Est. Cost $34.74 Unrealized -11.3%

KMPR KEMPER CORP DEL 0.0%

Value $432K Shares 13,933 Est. Cost $37.81 Unrealized -17.6%

— FBL FINL GROUP INC 0.0%

Value $431K Shares 7,100 Est. Cost $63.06 Unrealized —

AMGN AMGEN INC 0.0%

Value $426K Shares 2,799 Est. Cost $84.36 Unrealized +38.3%

PAC GPO AEROPORTUARIO DEL PAC SA 0.0%

Value $421K Shares 4,100 Est. Cost $92.74 Unrealized —

SID COMPANHIA SIDERURGICA NACION 0.0%

Value $416K Shares 169,800 Est. Cost $4.99 Unrealized —

TXN TEXAS INSTRS INC 0.0%

Value $407K Shares 6,500 Est. Cost $45.66 Unrealized 0.0%

DIN DINEEQUITY INC 0.0%

Value $407K Shares 4,800 Est. Cost $62.15 Unrealized -9.4%

KMB KIMBERLY CLARK CORP 0.0%

Value $399K Shares 2,900 Est. Cost $63.44 Unrealized +48.1%

TLK P T TELEKOMUNIKASI INDONESIA 0.0%

Value $393K Shares 6,400 Est. Cost $47.41 Unrealized —

VVX VECTRUS INC 0.0%

Value $388K Shares 13,619 Est. Cost $23.97 Unrealized 0.0%

— CATCHMARK TIMBER TR INC 0.0%

Value $388K Shares 31,712 Est. Cost $12.24 Unrealized —

DIS DISNEY WALT CO 0.0%

Value $386K Shares 3,950 Est. Cost $102.10 Unrealized -9.7%

GIS GENERAL MLS INC 0.0%

Value $378K Shares 5,300 Est. Cost $32.49 Unrealized +39.9%

— VALE S A 0.0%

Value $376K Shares 93,800 Est. Cost $6.37 Unrealized —

— TSAKOS ENERGY NAVIGATION LTD 0.0%

Value $373K Shares 79,500 Est. Cost $4.98 Unrealized —

AGX ARGAN INC 0.0%

Value $371K Shares 8,900 Est. Cost $28.09 Unrealized 0.0%

— ALTISOURCE PORTFOLIO SOLNS S 0.0%

Value $370K Shares 13,300 Est. Cost $27.82 Unrealized —

— GRUPO FINANCIERO SANTANDER M 0.0%

Value $366K Shares 40,300 Est. Cost $9.05 Unrealized —

MOV MOVADO GROUP INC 0.0%

Value $366K Shares 16,900 Est. Cost $24.51 Unrealized 0.0%

WFC WELLS FARGO & CO NEW 0.0%

Value $364K Shares 7,685 Est. Cost $35.17 Unrealized +5.8%

— BROOKFIELD ASSET MGMT INC 0.0%

Value $355K Shares 10,800 Est. Cost $31.33 Unrealized —

ALL ALLSTATE CORP 0.0%

Value $352K Shares 5,036 Est. Cost $48.24 Unrealized +12.2%

— WEST CORP 0.0%

Value $349K Shares 17,777 Est. Cost $21.58 Unrealized —

— QUALITY SYS INC 0.0%

Value $348K Shares 29,200 Est. Cost $11.92 Unrealized —

CATO CATO CORP NEW 0.0%

Value $328K Shares 8,700 Est. Cost $20.16 Unrealized +5.0%

— OASIS PETE INC NEW 0.0%

Value $326K Shares 34,900 Est. Cost $8.85 Unrealized —

— BANCOLOMBIA S A 0.0%

Value $321K Shares 9,200 Est. Cost $34.89 Unrealized —

VRA VERA BRADLEY INC 0.0%

Value $319K Shares 22,500 Est. Cost $16.17 Unrealized 0.0%

LMT LOCKHEED MARTIN CORP 0.0%

Value $318K Shares 1,280 Est. Cost $165.37 Unrealized +10.3%

EQIX EQUINIX INC 0.0%

Value $317K Shares 818 Est. Cost $251.06 Unrealized +15.5%

— ARLINGTON ASSET INVT CORP 0.0%

Value $301K Shares 23,100 Est. Cost $13.03 Unrealized —

HCA HCA HOLDINGS INC 0.0%

Value $300K Shares 3,900 Est. Cost $64.91 Unrealized +13.0%

CMS CMS ENERGY CORP 0.0%

Value $294K Shares 6,400 Est. Cost $26.41 Unrealized +19.7%

— UBIQUITI NETWORKS INC 0.0%

Value $287K Shares 7,432 Est. Cost $30.63 Unrealized —

CULP CULP INC 0.0%

Value $287K Shares 10,400 Est. Cost $23.19 Unrealized 0.0%

EL LAUDER ESTEE COS INC 0.0%

Value $284K Shares 3,120 Est. Cost $64.04 Unrealized +28.8%

BMY BRISTOL MYERS SQUIBB CO 0.0%

Value $279K Shares 3,800 Est. Cost $29.06 Unrealized +73.7%

ALB ALBEMARLE CORP 0.0%

Value $278K Shares 3,506 Est. Cost $47.90 Unrealized +34.4%

AZO AUTOZONE INC 0.0%

Value $278K Shares 350 Est. Cost $770.40 Unrealized 0.0%

— THL CR INC 0.0%

Value $277K Shares 24,900 Est. Cost $11.12 Unrealized —

LPL LG DISPLAY CO LTD 0.0%

Value $271K Shares 23,400 Est. Cost $12.44 Unrealized —

ECPG ENCORE CAP GROUP INC 0.0%

Value $257K Shares 10,904 Est. Cost $40.85 Unrealized -37.1%

BBT BERKSHIRE HILLS BANCORP INC 0.0%

Value $248K Shares 9,200 Est. Cost $21.50 Unrealized -6.1%

— EXACTECH INC 0.0%

Value $244K Shares 9,121 Est. Cost $26.75 Unrealized —

MAT MATTEL INC 0.0%

Value $244K Shares 7,800 Est. Cost $36.61 Unrealized -13.4%

KT KT CORP 0.0%

Value $244K Shares 17,100 Est. Cost $13.71 Unrealized —

CCU COMPANIA CERVECERIAS UNIDAS 0.0%

Value $236K Shares 10,100 Est. Cost $23.37 Unrealized —

HPE HEWLETT PACKARD ENTERPRISE C 0.0%

Value $236K Shares 12,895 Est. Cost $6.50 Unrealized +19.4%

MRSH MARSH & MCLENNAN COS INC 0.0%

Value $234K Shares 3,418 Est. Cost $54.66 Unrealized 0.0%

BSAC BANCO SANTANDER CHILE NEW 0.0%

Value $234K Shares 12,100 Est. Cost $17.99 Unrealized —

MKC MCCORMICK & CO INC 0.0%

Value $228K Shares 2,141 Est. Cost $27.65 Unrealized +47.0%

MCRI MONARCH CASINO & RESORT INC 0.0%

Value $227K Shares 10,331 Est. Cost $20.51 Unrealized 0.0%

BGS B & G FOODS INC NEW 0.0%

Value $227K Shares 4,700 Est. Cost $18.87 Unrealized 0.0%

— CSS INDS INC 0.0%

Value $225K Shares 8,400 Est. Cost $26.79 Unrealized —

BF/B BROWN FORMAN CORP 0.0%

Value $224K Shares 2,250 Est. Cost $25.49 Unrealized +27.6%

SHW SHERWIN WILLIAMS CO 0.0%

Value $217K Shares 740 Est. Cost $74.20 Unrealized +20.1%

— NAVIGANT CONSULTING INC 0.0%

Value $212K Shares 13,100 Est. Cost $16.18 Unrealized —

AGM FEDERAL AGRIC MTG CORP 0.0%

Value $209K Shares 6,000 Est. Cost $27.18 Unrealized 0.0%

— NORTHERN OIL & GAS INC NEV 0.0%

Value $205K Shares 44,300 Est. Cost $4.42 Unrealized —

BB BLACKBERRY LTD 0.0%

Value $198K Shares 29,600 Est. Cost $7.60 Unrealized -8.1%

— SOUTHWESTERN ENERGY CO 0.0%

Value $187K Shares 14,900 Est. Cost $12.70 Unrealized —

— DELEK US HLDGS INC 0.0%

Value $182K Shares 13,800 Est. Cost $24.62 Unrealized —

— BRIDGEPOINT ED INC 0.0%

Value $178K Shares 24,600 Est. Cost $7.24 Unrealized —

ENIC ENERSIS CHILE SA 0.0%

Value $173K Shares 29,600 Est. Cost $5.84 Unrealized —

— STAPLES INC 0.0%

Value $151K Shares 17,472 Est. Cost $11.73 Unrealized —

— SOUFUN HLDGS LTD 0.0%

Value $147K Shares 29,300 Est. Cost $6.01 Unrealized —

IDT IDT CORP 0.0%

Value $146K Shares 10,300 Est. Cost $11.07 Unrealized 0.0%

BVN COMPANIA DE MINAS BUENAVENTU 0.0%

Value $142K Shares 11,900 Est. Cost $6.14 Unrealized —

— TIDEWATER INC 0.0%

Value $127K Shares 28,900 Est. Cost $6.82 Unrealized —

HBAN HUNTINGTON BANCSHARES INC 0.0%

Value $113K Shares 12,590 Est. Cost $6.25 Unrealized +5.2%

SBS COMPANHIA DE SANEAMENTO BASI 0.0%

Value $99,000 Shares 11,000 Est. Cost $7.55 Unrealized —

— TRC COS INC 0.0%

Value $99,000 Shares 15,741 Est. Cost $6.95 Unrealized —

— NEWCASTLE INVT CORP NEW 0.0%

Value $85,000 Shares 18,480 Est. Cost $4.44 Unrealized —

— EP ENERGY CORP 0.0%

Value $77,000 Shares 14,900 Est. Cost $5.17 Unrealized —

— TRONOX LTD 0.0%

Value $49,000 Shares 11,000 Est. Cost $4.45 Unrealized —

— ZIX CORP 0.0%

Value $46,000 Shares 12,200 Est. Cost $3.77 Unrealized —

— PARKER DRILLING CO 0.0%

Value $30,000 Shares 12,900 Est. Cost $2.63 Unrealized —

— CIVEO CORP CDA 0.0%

Value $29,000 Shares 16,300 Est. Cost $1.78 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	9,741,420	$1.182B	4.8%	$63.34	+37.4%	COM	478160104
CSCO	CISCO SYS INC	28,126,795	$807M	3.3%	$17.03	+22.5%	COM	17275R102
UNH	UNITEDHEALTH GROUP INC	5,311,524	$750M	3.1%	$70.97	+60.9%	COM	91324P102
MSFT	MICROSOFT CORP	14,602,194	$747M	3.1%	$32.58	+41.1%	COM	594918104
ORCL	ORACLE CORP	17,348,414	$710M	2.9%	$28.04	+23.3%	COM	68389X105
AAPL	APPLE INC	7,160,268	$685M	2.8%	$18.46	+22.5%	COM	037833100
PG	PROCTER & GAMBLE CO	7,542,399	$639M	2.6%	$57.07	+11.0%	COM	742718109
PM	PHILIP MORRIS INTL INC	6,183,936	$629M	2.6%	$48.83	+25.8%	COM	718172109
MMM	3M CO	3,561,839	$624M	2.6%	$70.96	+44.4%	COM	88579Y101
KO	COCA COLA CO	12,451,260	$564M	2.3%	$29.16	+14.3%	COM	191216100
QCOM	QUALCOMM INC	9,142,660	$490M	2.0%	$48.26	-16.5%	COM	747525103
PFE	PFIZER INC	12,281,814	$432M	1.8%	$20.91	+0.7%	COM	717081103
GOOGL	ALPHABET INC	593,148	$417M	1.7%	$36.71	-0.8%	CAP STK CL A	02079K305
AXP	AMERICAN EXPRESS CO	6,574,099	$399M	1.6%	$58.03	-4.8%	COM	025816109
MDT	MEDTRONIC PLC	4,444,824	$386M	1.6%	$59.01	+7.6%	SHS	G5960L103
VZ	VERIZON COMMUNICATIONS INC	6,426,023	$359M	1.5%	$27.31	+15.3%	COM	92343V104
ACN	ACCENTURE PLC IRELAND	3,152,490	$357M	1.5%	$72.99	+36.8%	SHS CLASS A	G1151C101
—	E M C CORP MASS	12,794,029	$348M	1.4%	$25.27	—	COM	268648102
GOOG	ALPHABET INC	473,980	$328M	1.3%	$35.61	+0.1%	CAP STK CL C	02079K107
—	MONSANTO CO NEW	2,928,142	$303M	1.2%	$107.73	—	COM	61166W101
HD	HOME DEPOT INC	2,228,704	$285M	1.2%	$93.98	+11.7%	COM	437076102
TRV	TRAVELERS COMPANIES INC	2,332,477	$278M	1.1%	$86.63	+5.6%	COM	89417E109
VLO	VALERO ENERGY CORP NEW	4,912,944	$251M	1.0%	$41.58	-7.5%	COM	91913Y100
INTC	INTEL CORP	7,503,295	$246M	1.0%	$24.97	+0.6%	COM	458140100
PEP	PEPSICO INC	1,946,224	$206M	0.8%	$64.32	+19.8%	COM	713448108
EMR	EMERSON ELEC CO	3,929,254	$205M	0.8%	$46.23	-10.1%	COM	291011104
CL	COLGATE PALMOLIVE CO	2,760,642	$202M	0.8%	$47.35	+20.2%	COM	194162103
JPM	JPMORGAN CHASE & CO	3,208,835	$199M	0.8%	$43.17	+11.9%	COM	46625H100
TSM	TAIWAN SEMICONDUCTOR MFG LTD	7,369,567	$193M	0.8%	$23.50	—	SPONSORED ADR	874039100
ITW	ILLINOIS TOOL WKS INC	1,841,783	$192M	0.8%	$62.09	+34.1%	COM	452308109
—	DR PEPPER SNAPPLE GROUP INC	1,969,215	$190M	0.8%	$89.62	—	COM	26138E109
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	3,099,539	$177M	0.7%	$46.53	+15.1%	CL A	192446102
MCD	MCDONALDS CORP	1,452,731	$175M	0.7%	$76.92	+28.9%	COM	580135101
CVS	CVS HEALTH CORP	1,825,963	$175M	0.7%	$73.15	+1.9%	COM	126650100
ABT	ABBOTT LABS	4,345,234	$171M	0.7%	$30.62	+8.9%	COM	002824100
SYK	STRYKER CORP	1,321,268	$158M	0.6%	$62.08	+61.6%	COM	863667101
CVX	CHEVRON CORP NEW	1,478,909	$155M	0.6%	$72.01	-7.3%	COM	166764100
ELV	ANTHEM INC	1,130,477	$148M	0.6%	$128.07	-6.4%	COM	036752103
NKE	NIKE INC	2,674,864	$148M	0.6%	$41.10	+22.4%	CL B	654106103
IBM	INTERNATIONAL BUSINESS MACHS	958,444	$145M	0.6%	$108.92	-12.7%	COM	459200101
AIG	AMERICAN INTL GROUP INC	2,745,504	$145M	0.6%	$44.44	-2.6%	COM NEW	026874784
SLB	SCHLUMBERGER LTD	1,788,886	$141M	0.6%	$58.24	-0.0%	COM	806857108
COST	COSTCO WHSL CORP NEW	870,875	$137M	0.6%	$90.76	+41.1%	COM	22160K105
PAYX	PAYCHEX INC	2,207,390	$131M	0.5%	$33.37	+20.4%	COM	704326107
—	MOBILE TELESYSTEMS PJSC	15,554,979	$129M	0.5%	$8.83	—	SPONSORED ADR	607409109
BDX	BECTON DICKINSON & CO	709,700	$120M	0.5%	$88.07	+57.1%	COM	075887109
—	ITC HLDGS CORP	2,548,900	$119M	0.5%	$44.50	—	COM	465685105
HUM	HUMANA INC	655,782	$118M	0.5%	$118.68	+38.3%	COM	444859102
CHKP	CHECK POINT SOFTWARE TECH LT	1,441,000	$115M	0.5%	$81.84	+2.3%	ORD	M22465104
LYB	LYONDELLBASELL INDUSTRIES N	1,508,280	$112M	0.5%	$47.22	+0.7%	SHS - A -	N53745100
—	TESORO CORP	1,467,105	$110M	0.5%	$83.03	—	COM	881609101
C	CITIGROUP INC	2,576,215	$109M	0.4%	$38.51	-14.1%	COM NEW	172967424
BRK/B	BERKSHIRE HATHAWAY INC DEL	745,000	$108M	0.4%	$140.46	+1.8%	CL B NEW	084670702
—	ST JUDE MED INC	1,372,968	$107M	0.4%	$70.77	—	COM	790849103
DE	DEERE & CO	1,321,000	$107M	0.4%	—	—	Put	244199105
—	CIMPRESS N V	1,150,000	$106M	0.4%	$87.73	—	SHS EURO	N20146101
HON	HONEYWELL INTL INC	911,777	$106M	0.4%	$67.61	+24.5%	COM	438516106
—	AETNA INC NEW	850,567	$104M	0.4%	$109.53	—	COM	00817Y108
INFY	INFOSYS LTD	5,788,472	$103M	0.4%	$18.90	—	SPONSORED ADR	456788108
—	FOOT LOCKER INC	1,854,595	$102M	0.4%	$60.28	—	COM	344849104
BLD	TOPBUILD CORP	2,779,362	$101M	0.4%	$30.12	+12.2%	COM	89055F103
EEM	ISHARES TR	2,866,481	$98.49M	0.4%	$34.22	—	MSCI EMG MKT ETF	464287234
FISV	FISERV INC	856,534	$93.13M	0.4%	$48.96	+5.1%	COM	337738108
DAL	DELTA AIR LINES INC DEL	2,534,285	$92.32M	0.4%	$38.30	-1.4%	COM NEW	247361702
INGR	INGREDION INC	698,707	$90.42M	0.4%	$110.40	+5.4%	COM	457187102
—	BED BATH & BEYOND INC	2,039,042	$88.13M	0.4%	$53.31	—	COM	075896100
BCE	BCE INC	1,842,200	$86.75M	0.4%	$23.11	+13.0%	COM NEW	05534B760
—	EXPRESS SCRIPTS HLDG CO	1,127,881	$85.49M	0.4%	$65.94	—	COM	30219G108
—	UNITED TECHNOLOGIES CORP	813,448	$83.42M	0.3%	$109.55	—	COM	913017109
SLF	SUN LIFE FINL INC	2,516,500	$82.24M	0.3%	$32.77	+2.3%	COM	866796105
COF	CAPITAL ONE FINL CORP	1,287,314	$81.76M	0.3%	$62.11	-5.6%	COM	14040H105
—	STARWOOD HOTELS&RESORTS WRLD	1,090,000	$80.61M	0.3%	$76.79	—	COM	85590A401
SNA	SNAP ON INC	504,463	$79.61M	0.3%	$122.28	+2.9%	COM	833034101
—	CHINA MOBILE LIMITED	1,367,470	$79.18M	0.3%	$55.88	—	SPONSORED ADR	16941M109
LLY	LILLY ELI & CO	984,510	$77.53M	0.3%	$59.43	+7.9%	COM	532457108
CX	CEMEX SAB DE CV	12,548,588	$77.42M	0.3%	$6.14	—	SPON ADR NEW	151290889
—	MEDIA GEN INC NEW	4,431,968	$76.19M	0.3%	$16.49	—	COM	58441K100
INTU	INTUIT	676,815	$75.54M	0.3%	$57.71	+68.5%	COM	461202103
VFC	V F CORP	1,204,445	$74.06M	0.3%	$56.08	+5.5%	COM	918204108
—	TYCO INTL PLC	1,718,200	$73.19M	0.3%	$42.60	—	SHS	G91442106
LEA	LEAR CORP	707,060	$71.95M	0.3%	$89.44	+5.0%	COM NEW	521865204
—	INGRAM MICRO INC	2,006,399	$69.78M	0.3%	$35.12	—	CL A	457153104
AVY	AVERY DENNISON CORP	912,647	$68.22M	0.3%	$56.70	+9.9%	COM	053611109
WMT	WAL-MART STORES INC	918,630	$67.08M	0.3%	$20.37	-4.2%	COM	931142103
ROK	ROCKWELL AUTOMATION INC	567,623	$65.17M	0.3%	$96.37	-1.0%	COM	773903109
ZBH	ZIMMER BIOMET HLDGS INC	536,631	$64.6M	0.3%	$72.82	+43.6%	COM	98956P102
ARW	ARROW ELECTRS INC	1,028,451	$63.66M	0.3%	$57.51	+10.4%	COM	042735100
EPHE	ISHARES TR	1,622,200	$63.54M	0.3%	$39.17	—	MSCI PHILIPS ETF	46429B408
—	ALERE INC	1,520,100	$63.36M	0.3%	$46.01	—	COM	01449J105
AVT	AVNET INC	1,538,273	$62.31M	0.3%	$33.66	-0.6%	COM	053807103
TDC	TERADATA CORP DEL	2,444,813	$61.29M	0.3%	$41.24	-35.6%	COM	88076W103
ISRG	INTUITIVE SURGICAL INC	91,193	$60.32M	0.2%	$53.39	+31.8%	COM NEW	46120E602
ADI	ANALOG DEVICES INC	1,058,135	$59.93M	0.2%	$41.49	+14.6%	COM	032654105
CTAS	CINTAS CORP	603,537	$59.23M	0.2%	$20.24	+2.8%	COM	172908105
—	LIBERTY MEDIA CORP DELAWARE	1,889,700	$58.34M	0.2%	$30.87	—	COM C SIRIUSXM	531229607
DOX	AMDOCS LTD	1,010,497	$58.33M	0.2%	$47.18	+1.2%	SHS	G02602103
TJX	TJX COS INC NEW	752,797	$58.14M	0.2%	$22.38	+49.0%	COM	872540109
MA	MASTERCARD INC	658,098	$57.95M	0.2%	$73.64	+22.6%	CL A	57636Q104
—	ATLANTICA YIELD PLC	3,112,419	$57.83M	0.2%	$18.58	—	SHS	G0751N103
HDB	HDFC BANK LTD	869,087	$57.66M	0.2%	$48.06	—	ADR REPS 3 SHS	40415F101
IBKR	INTERACTIVE BROKERS GROUP IN	1,597,544	$56.55M	0.2%	$6.31	+41.4%	COM	45841N107
OMC	OMNICOM GROUP INC	693,942	$56.55M	0.2%	$59.25	+0.7%	COM	681919106
TAL	TAL ED GROUP	858,760	$53.3M	0.2%	$29.67	—	ADS REPSTG COM	874080104
NDAQ	NASDAQ INC	791,899	$51.21M	0.2%	$16.99	+7.7%	COM	631103108
—	LINKEDIN CORP	265,900	$50.32M	0.2%	$189.25	—	COM CL A	53578A108
HELE	HELEN OF TROY CORP LTD	474,988	$48.85M	0.2%	$95.02	+6.2%	COM	G4388N106
CHD	CHURCH & DWIGHT INC	466,971	$48.05M	0.2%	$26.67	+59.7%	COM	171340102
UPS	UNITED PARCEL SERVICE INC	436,500	$47.02M	0.2%	$69.46	+5.2%	CL B	911312106
TROW	PRICE T ROWE GROUP INC	642,536	$46.89M	0.2%	$50.93	+2.9%	COM	74144T108
BABA	ALIBABA GROUP HLDG LTD	585,107	$46.53M	0.2%	$79.51	—	SPONSORED ADS	01609W102
ALLY	ALLY FINL INC	2,632,900	$44.94M	0.2%	$15.62	-15.5%	COM	02005N100
BMO	BANK MONTREAL QUE	704,700	$44.47M	0.2%	$36.15	+19.0%	COM	063671101
EG	EVEREST RE GROUP LTD	237,954	$43.47M	0.2%	$148.00	+1.5%	COM	G3223R108
UA	UNDER ARMOUR INC	1,183,944	$43.1M	0.2%	$37.40	0.0%	CL C	904311206
LBTYAUSD	LIBERTY GLOBAL PLC	1,482,282	$43.08M	0.2%	$41.93	—	SHS CL A	G5480U104
AFL	AFLAC INC	592,151	$42.73M	0.2%	$24.65	+10.7%	COM	001055102
GM	GENERAL MTRS CO	1,508,400	$42.69M	0.2%	$24.66	+0.6%	COM	37045V100
ALK	ALASKA AIR GROUP INC	727,078	$42.38M	0.2%	$65.50	-1.9%	COM	011659109
—	ACTIVISION BLIZZARD INC	1,061,773	$42.08M	0.2%	$37.74	—	COM	00507V109
GWW	GRAINGER W W INC	184,521	$41.93M	0.2%	$207.51	-5.4%	COM	384802104
NPO	ENPRO INDS INC	944,118	$41.91M	0.2%	$59.85	-13.5%	COM	29355X107
GPC	GENUINE PARTS CO	408,321	$41.34M	0.2%	$57.49	+27.6%	COM	372460105
APH	AMPHENOL CORP NEW	699,402	$40.1M	0.2%	$11.39	+15.3%	CL A	032095101
AGO	ASSURED GUARANTY LTD	1,552,721	$39.39M	0.2%	$21.19	+3.1%	COM	G0585R106
—	VMWARE INC	688,000	$39.37M	0.2%	—	—	Put	928563402
JBLU	JETBLUE AIRWAYS CORP	2,252,446	$37.3M	0.2%	$21.12	-12.0%	COM	477143101
—	WESTAR ENERGY INC	646,118	$36.24M	0.1%	$56.09	—	COM	95709T100
BUD	ANHEUSER BUSCH INBEV SA/NV	273,917	$36.07M	0.1%	$123.85	—	SPONSORED ADR	03524A108
—	SYNGENTA AG	467,100	$35.87M	0.1%	$76.79	—	SPONSORED ADR	87160A100
GILD	GILEAD SCIENCES INC	423,100	$35.3M	0.1%	$62.71	+0.1%	COM	375558103
—	MARATHON OIL CORP	2,316,124	$34.77M	0.1%	$18.24	—	COM	565849106
—	INTERXION HOLDING N.V	940,000	$34.67M	0.1%	$31.78	—	SHS	N47279109
—	CITRIX SYS INC	419,385	$33.59M	0.1%	$68.91	—	COM	177376100
—	REYNOLDS AMERICAN INC	620,992	$33.49M	0.1%	$52.53	—	COM	761713106
SU	SUNCOR ENERGY INC NEW	1,166,350	$32.19M	0.1%	$21.34	-8.9%	COM	867224107
AGCO	AGCO CORP	682,844	$32.18M	0.1%	$39.00	+5.9%	COM	001084102
CM	CDN IMPERIAL BK COMM TORONTO	427,700	$31.96M	0.1%	$21.60	+14.3%	COM	136069101
PJT	PJT PARTNERS INC	1,354,136	$31.14M	0.1%	$21.17	+2.4%	COM CL A	69343T107
HRL	HORMEL FOODS CORP	845,267	$30.94M	0.1%	$27.50	+7.3%	COM	440452100
—	LIBERTY GLOBAL PLC	930,983	$30.25M	0.1%	$32.49	—	LILAC SHS CL C	G5480U153
AEE	AMEREN CORP	562,665	$30.15M	0.1%	$35.57	+4.2%	COM	023608102
—	TATA MTRS LTD	854,544	$29.63M	0.1%	$36.12	—	SPONSORED ADR	876568502
TD	TORONTO DOMINION BK ONT	689,608	$29.46M	0.1%	$40.25	+8.1%	COM NEW	891160509
EXPD	EXPEDITORS INTL WASH INC	583,537	$28.62M	0.1%	$38.77	+10.7%	COM	302130109
HEI/A	HEICO CORP NEW	510,000	$27.36M	0.1%	$24.18	+7.3%	CL A	422806208
CIG	COMPANHIA ENERGETICA DE MINA	12,007,940	$26.54M	0.1%	$6.61	—	SP ADR N-V PFD	204409601
—	TALEN ENERGY CORP	1,901,415	$25.76M	0.1%	$8.38	—	COM	87422J105
PGR	PROGRESSIVE CORP OHIO	762,758	$25.55M	0.1%	$21.90	+14.6%	COM	743315103
LNC	LINCOLN NATL CORP IND	642,381	$24.91M	0.1%	$35.42	-17.3%	COM	534187109
OPLN	KAR AUCTION SVCS INC	591,317	$24.68M	0.1%	$13.90	+7.6%	COM	48238T109
WERN	WERNER ENTERPRISES INC	1,063,258	$24.42M	0.1%	$25.39	-1.8%	COM	950755108
PEG	PUBLIC SVC ENTERPRISE GROUP	519,381	$24.21M	0.1%	$28.82	+12.8%	COM	744573106
RY	ROYAL BK CDA MONTREAL QUE	401,300	$23.59M	0.1%	$56.94	+5.5%	COM	780087102
—	SMITH & WESSON HLDG CORP	865,363	$23.52M	0.1%	$26.45	—	COM	831756101
HUM	HUMANA INC	125,900	$22.65M	0.1%	$118.68	+38.3%	Put	444859102
—	LIBERTY GLOBAL PLC	691,341	$22.3M	0.1%	$32.26	—	LILAC SHS CL A	G5480U138
GD	GENERAL DYNAMICS CORP	159,500	$22.21M	0.1%	$107.86	+4.8%	COM	369550108
CMCSA	COMCAST CORP NEW	340,575	$22.2M	0.1%	$23.32	+6.0%	CL A	20030N101
FAF	FIRST AMERN FINL CORP	550,301	$22.13M	0.1%	$27.02	+0.3%	COM	31847R102
HIG	HARTFORD FINL SVCS GROUP INC	497,515	$22.08M	0.1%	$35.43	+2.3%	COM	416515104
EFX	EQUIFAX INC	170,287	$21.86M	0.1%	$79.72	+38.8%	COM	294429105
HAS	HASBRO INC	260,208	$21.86M	0.1%	$54.47	+12.5%	COM	418056107
AMZN	AMAZON COM INC	30,000	$21.47M	0.1%	$16.75	+101.9%	COM	023135106
—	OFFICE DEPOT INC	6,421,744	$21.26M	0.1%	$8.91	—	COM	676220106
—	ARMOUR RESIDENTIAL REIT INC	1,061,249	$21.23M	0.1%	$20.76	—	COM NEW	042315507
—	CONVERGYS CORP	830,749	$20.77M	0.1%	$26.13	—	COM	212485106
ED	CONSOLIDATED EDISON INC	253,852	$20.42M	0.1%	$50.68	+4.9%	COM	209115104
—	CASH AMER INTL INC	476,437	$20.31M	0.1%	$37.28	—	COM	14754D100
DTE	DTE ENERGY CO	204,834	$20.3M	0.1%	$53.49	+4.9%	COM	233331107
DLX	DELUXE CORP	299,111	$19.85M	0.1%	$39.65	+7.7%	COM	248019101
BAH	BOOZ ALLEN HAMILTON HLDG COR	666,107	$19.74M	0.1%	$23.46	+2.3%	CL A	099502106
TV	GRUPO TELEVISA SA	734,000	$19.11M	0.1%	$27.42	—	SPON ADR REP ORD	40049J206
—	VIMPELCOM LTD	4,885,400	$18.95M	0.1%	$3.79	—	SPONSORED ADR	92719A106
FFIV	F5 NETWORKS INC	165,408	$18.83M	0.1%	$108.31	-0.7%	COM	315616102
CHT	CHUNGHWA TELECOM CO LTD	513,162	$18.63M	0.1%	$33.15	—	SPON ADR NEW11	17133Q502
WIT	WIPRO LTD	1,504,824	$18.6M	0.1%	$12.37	—	SPON ADR 1 SH	97651M109
—	RITE AID CORP	2,382,600	$17.85M	0.1%	$7.49	—	COM	767754104
AZN	ASTRAZENECA PLC	587,200	$17.73M	0.1%	$28.78	—	SPONSORED ADR	046353108
—	COACH INC	432,432	$17.62M	0.1%	$41.42	—	COM	189754104
GIL	GILDAN ACTIVEWEAR INC	598,334	$17.43M	0.1%	$19.68	+30.4%	COM	375916103
—	ESTERLINE TECHNOLOGIES CORP	276,421	$17.15M	0.1%	$64.07	—	COM	297425100
—	PINNACLE ENTMT INC NEW	1,538,976	$17.05M	0.1%	$11.08	—	COM	72348Y105
—	SCANA CORP NEW	222,300	$16.82M	0.1%	$74.72	—	COM	80589M102
M	MACYS INC	493,970	$16.6M	0.1%	$51.53	-30.5%	COM	55616P104
JLL	JONES LANG LASALLE INC	170,343	$16.6M	0.1%	$135.27	-16.9%	COM	48020Q107
—	NORTHSTAR ASSET MGMT GROUP I	1,600,100	$16.34M	0.1%	$10.21	—	COM	66705Y104
—	SOHU COM INC	429,026	$16.24M	0.1%	$42.44	—	COM	83408W103
IDA	IDACORP INC	198,634	$16.16M	0.1%	$71.75	+2.8%	COM	451107106
—	TECH DATA CORP	221,918	$15.95M	0.1%	$71.29	—	COM	878237106
CHE	CHEMED CORP NEW	114,877	$15.66M	0.1%	$131.90	-3.1%	COM	16359R103
THO	THOR INDS INC	234,207	$15.16M	0.1%	$50.85	+4.0%	COM	885160101
MUSA	MURPHY USA INC	203,344	$15.08M	0.1%	$58.49	+8.2%	COM	626755102
—	CA INC	457,503	$15.02M	0.1%	$30.47	—	COM	12673P105
ATO	ATMOS ENERGY CORP	184,248	$14.98M	0.1%	$56.60	+4.3%	COM	049560105
JBL	JABIL CIRCUIT INC	807,641	$14.92M	0.1%	$19.50	-13.2%	COM	466313103
IBN	ICICI BK LTD	2,056,024	$14.76M	0.1%	$8.76	—	ADR	45104G104
BR	BROADRIDGE FINL SOLUTIONS IN	224,306	$14.63M	0.1%	$51.46	+2.1%	COM	11133T103
KFY	KORN FERRY INTL	703,061	$14.55M	0.1%	$25.44	-6.4%	COM NEW	500643200
CNQ	CANADIAN NAT RES LTD	468,800	$14.45M	0.1%	$9.56	-2.9%	COM	136385101
TEVA	TEVA PHARMACEUTICAL INDS LTD	287,300	$14.43M	0.1%	$50.23	—	ADR	881624209
—	ENERSIS AMERICAS SA	1,675,940	$14.38M	0.1%	$12.41	—	SPONSORED ADR	29274F104
—	SEARS HLDGS CORP	1,054,600	$14.35M	0.1%	—	—	Put	812350106
NOC	NORTHROP GRUMMAN CORP	64,290	$14.29M	0.1%	$156.83	+14.9%	COM	666807102
DOV	DOVER CORP	206,078	$14.29M	0.1%	$55.29	-17.1%	COM	260003108
BEN	FRANKLIN RES INC	421,919	$14.08M	0.1%	$27.69	-18.6%	COM	354613101
—	GROUPE CGI INC	328,400	$13.96M	0.1%	$43.65	—	CL A SUB VTG	39945C109
PNW	PINNACLE WEST CAP CORP	168,260	$13.64M	0.1%	$45.51	+12.3%	COM	723484101
THG	HANOVER INS GROUP INC	159,811	$13.52M	0.1%	$62.39	+4.4%	COM	410867105
ATR	APTARGROUP INC	170,053	$13.46M	0.1%	$65.05	+4.4%	COM	038336103
—	GUESS INC	887,802	$13.36M	0.1%	$17.34	—	COM	401617105
TGT	TARGET CORP	190,620	$13.31M	0.1%	$58.49	-4.1%	COM	87612E106
AME	AMETEK INC NEW	286,609	$13.25M	0.1%	$47.28	-4.7%	COM	031100100
PSEC	PROSPECT CAPITAL CORPORATION	1,684,000	$13.17M	0.1%	—	—	Put	74348T102
TXRH	TEXAS ROADHOUSE INC	286,897	$13.08M	0.1%	$29.75	+26.8%	COM	882681109
TRUP	TRUPANION INC	970,000	$12.85M	0.1%	$13.05	0.0%	COM	898202106
LOW	LOWES COS INC	160,029	$12.67M	0.1%	$56.94	+13.8%	COM	548661107
HSIC	SCHEIN HENRY INC	69,783	$12.34M	0.1%	$44.53	+51.8%	COM	806407102
—	AGRIUM INC	135,851	$12.23M	0.1%	$90.62	—	COM	008916108
ITUB	ITAU UNIBANCO HLDG SA	1,261,647	$11.91M	0.0%	$9.33	—	SPON ADR REP PFD	465562106
—	TUPPERWARE BRANDS CORP	210,527	$11.85M	0.0%	$59.79	—	COM	899896104
—	INTERPUBLIC GROUP COS INC	511,500	$11.82M	0.0%	$15.97	+2.0%	COM	460690100
—	UNILEVER N V	250,000	$11.73M	0.0%	$45.52	—	N Y SHS NEW	904784709
—	DREW INDS INC	136,721	$11.6M	0.0%	$72.20	—	COM NEW	26168L205
AEP	AMERICAN ELEC PWR INC	157,400	$11.03M	0.0%	$44.45	+4.9%	COM	025537101
COP	CONOCOPHILLIPS	249,435	$10.88M	0.0%	$49.68	-34.0%	COM	20825C104
—	CPFL ENERGIA S A	845,066	$10.87M	0.0%	$13.99	—	SPONSORED ADR	126153105
UVV	UNIVERSAL CORP VA	182,400	$10.53M	0.0%	$54.66	+0.8%	COM	913456109
EFA	ISHARES TR	185,781	$10.37M	0.0%	$58.75	—	MSCI EAFE ETF	464287465
—	DOUBLE EAGLE ACQUISITION COR	999,897	$9.929M	0.0%	$10.14	—	UNIT 99/99/9999	G28195108
—	STARZ	331,337	$9.914M	0.0%	$33.04	—	COM SER A	85571Q102
SKYW	SKYWEST INC	371,266	$9.824M	0.0%	$16.90	+35.2%	COM	830879102
—	DOW CHEM CO	194,500	$9.669M	0.0%	$50.34	—	COM	260543103
SANM	SANMINA CORPORATION	356,893	$9.568M	0.0%	$22.74	+10.0%	COM	801056102
AER	AERCAP HOLDINGS NV	278,200	$9.345M	0.0%	$36.44	+3.7%	SHS	N00985106
CNI	CANADIAN NATL RY CO	158,100	$9.287M	0.0%	$48.44	+4.4%	COM	136375102
—	XEROX CORP	975,500	$9.257M	0.0%	$9.49	—	COM	984121103
—	SIX FLAGS ENTMT CORP NEW	158,466	$9.183M	0.0%	$49.96	—	COM	83001A102
—	CHEMICAL FINL CORP	245,148	$9.142M	0.0%	$36.11	—	COM	163731102
—	PDL BIOPHARMA INC	2,853,102	$8.959M	0.0%	$3.42	—	COM	69329Y104
—	GANNETT CO INC	643,598	$8.888M	0.0%	$15.18	—	COM	36473H104
—	EXPRESS INC	595,421	$8.64M	0.0%	$16.91	—	COM	30219E103
SPY	SPDR S&P 500 ETF TR	41,081	$8.608M	0.0%	$206.46	—	TR UNIT	78462F103
ESNT	ESSENT GROUP LTD	387,961	$8.461M	0.0%	$17.88	+4.2%	COM	G3198U102
CC	CHEMOURS CO	1,023,544	$8.434M	0.0%	$4.36	+48.7%	COM	163851108
GT	GOODYEAR TIRE & RUBR CO	325,700	$8.357M	0.0%	$28.89	-0.7%	COM	382550101
—	WINDSTREAM HLDGS INC	900,000	$8.343M	0.0%	—	—	Put	97382A200
—	AMERICAN INTL GROUP INC	441,238	$8.247M	0.0%	$22.14	—	*W EXP 01/19/202	026874156
—	TOTAL S A	170,579	$8.205M	0.0%	$45.42	—	SPONSORED ADR	89151E109
—	POTASH CORP SASK INC	504,100	$8.151M	0.0%	$16.84	—	COM	73755L107
—	QIWI PLC	617,400	$8.088M	0.0%	$14.32	—	SPON ADR REP B	74735M108
NWSA	NEWS CORP NEW	701,849	$7.966M	0.0%	$10.67	+0.9%	CL A	65249B109
AN	AUTONATION INC	167,656	$7.876M	0.0%	$54.24	-11.5%	COM	05329W102
—	LEUCADIA NATL CORP	450,000	$7.799M	0.0%	$17.33	—	COM	527288104
BTI	BRITISH AMERN TOB PLC	59,584	$7.715M	0.0%	$125.60	—	SPONSORED ADR	110448107
—	NEW ORIENTAL ED & TECH GRP I	180,600	$7.564M	0.0%	$41.88	—	SPON ADR	647581107
CAKE	CHEESECAKE FACTORY INC	156,534	$7.536M	0.0%	$41.41	-0.7%	COM	163072101
NTES	NETEASE INC	38,900	$7.516M	0.0%	$193.21	—	SPONSORED ADR	64110W102
SQM	SOCIEDAD QUIMICA MINERA DE C	303,578	$7.504M	0.0%	$17.93	—	SPON ADR SER B	833635105
—	ATLAS AIR WORLDWIDE HLDGS IN	181,092	$7.501M	0.0%	$42.27	—	COM NEW	049164205
—	ADVANCED SEMICONDUCTOR ENGR	1,327,100	$7.405M	0.0%	$5.75	—	SPONSORED ADR	00756M404
MFC	MANULIFE FINL CORP	531,500	$7.232M	0.0%	$16.82	-15.3%	COM	56501R106
CYH	COMMUNITY HEALTH SYS INC NEW	600,000	$7.23M	0.0%	$14.65	0.0%	COM	203668108
PRAA	PRA GROUP INC	299,214	$7.223M	0.0%	$36.00	-22.4%	COM	69354N106
MBI	MBIA INC	1,054,666	$7.203M	0.0%	$3.06	+5.8%	COM	55262C100
CHTR	CHARTER COMMUNICATIONS INC N	31,389	$7.177M	0.0%	$214.89	0.0%	CL A	16119P108
NWBI	NORTHWEST BANCSHARES INC MD	473,171	$7.017M	0.0%	$7.56	+9.2%	COM	667340103
WD	WALKER & DUNLOP INC	307,819	$7.012M	0.0%	$19.28	-0.7%	COM	93148P102
ABT	ABBOTT LABS	173,800	$6.832M	0.0%	$30.62	+8.9%	Put	002824100
ARCC	ARES CAP CORP	479,538	$6.809M	0.0%	$5.64	+5.2%	COM	04010L103
—	GLAXOSMITHKLINE PLC	154,880	$6.712M	0.0%	$41.90	—	SPONSORED ADR	37733W105
—	CELESTICA INC	703,100	$6.507M	0.0%	$10.99	—	SUB VTG SHS	15101Q108
TBI	TRUEBLUE INC	341,038	$6.452M	0.0%	$22.76	-8.2%	COM	89785X101
FCX	FREEPORT-MCMORAN INC	575,344	$6.409M	0.0%	$10.03	+0.1%	CL B	35671D857
GLPI	GAMING & LEISURE PPTYS INC	185,207	$6.386M	0.0%	$34.48	—	COM	36467J108
JKHY	HENRY JACK & ASSOC INC	72,541	$6.331M	0.0%	$48.02	+55.1%	COM	426281101
GNTX	GENTEX CORP	403,072	$6.227M	0.0%	$16.16	-1.7%	COM	371901109
—	BROCADE COMMUNICATIONS SYS I	668,866	$6.14M	0.0%	$10.11	—	COM NEW	111621306
—	DENBURY RES INC	1,698,941	$6.099M	0.0%	$3.86	—	COM NEW	247916208
—	PRECISION DRILLING CORP	1,139,500	$6.01M	0.0%	$8.78	—	COM 2010	74022D308
SCZ	ISHARES TR	124,100	$5.989M	0.0%	$48.26	—	EAFE SML CP ETF	464288273
WB	WEIBO CORP	202,300	$5.747M	0.0%	$28.41	—	SPONSORED ADR	948596101
—	WYNDHAM WORLDWIDE CORP	78,500	$5.592M	0.0%	$73.16	—	COM	98310W108
SIMO	SILICON MOTION TECHNOLOGY CO	115,000	$5.497M	0.0%	$32.25	—	SPONSORED ADR	82706C108
ROST	ROSS STORES INC	93,772	$5.316M	0.0%	$36.82	+37.1%	COM	778296103
DG	DOLLAR GEN CORP NEW	56,250	$5.288M	0.0%	$66.81	+14.0%	COM	256677105
ASR	GRUPO AEROPORTUARIO DEL SURE	33,100	$5.281M	0.0%	$152.31	—	SPON ADR SER B	40051E202
SUPV	GRUPO SUPERVIELLE S A	408,798	$5.229M	0.0%	$12.79	—	SPONSORED ADR	40054A108
ACCO	ACCO BRANDS CORP	505,763	$5.225M	0.0%	$5.73	+17.9%	COM	00081T108
—	SHIRE PLC	28,297	$5.209M	0.0%	$184.08	—	SPONSORED ADR	82481R106
—	WPX ENERGY INC	559,100	$5.205M	0.0%	$9.31	—	COM	98212B103
—	WESTERN REFNG INC	244,680	$5.048M	0.0%	$25.65	—	COM	959319104
—	NAVIGATORS GROUP INC	54,529	$5.015M	0.0%	$84.46	—	COM	638904102
—	BGC PARTNERS INC	566,002	$4.93M	0.0%	$8.73	—	CL A	05541T101
1741046D	STERIS PLC	71,418	$4.91M	0.0%	$75.34	—	SHS USD	G84720104
PSX	PHILLIPS 66	60,000	$4.76M	0.0%	$56.35	+0.6%	COM	718546104
WSO	WATSCO INC	33,834	$4.76M	0.0%	$123.29	+8.8%	COM	942622200
NVO	NOVO-NORDISK A S	87,600	$4.711M	0.0%	$54.19	—	ADR	670100205
NWL	NEWELL BRANDS INC	95,654	$4.646M	0.0%	$29.27	+7.1%	COM	651229106
—	OMEGA PROTEIN CORP	228,500	$4.568M	0.0%	$19.59	—	COM	68210P107
MGA	MAGNA INTL INC	130,700	$4.564M	0.0%	$36.47	-17.0%	COM	559222401
TECK	TECK RESOURCES LTD	347,298	$4.549M	0.0%	$6.83	+51.2%	CL B	878742204
VAC	MARRIOTT VACATIONS WRLDWDE C	66,136	$4.53M	0.0%	$73.29	-14.6%	COM	57164Y107
—	TOWER INTL INC	219,865	$4.525M	0.0%	$22.40	—	COM	891826109
—	SILICONWARE PRECISION INDS L	580,500	$4.447M	0.0%	$7.41	—	SPONSD ADR SPL	827084864
CACI	CACI INTL INC	49,100	$4.439M	0.0%	$98.88	+0.4%	CL A	127190304
T	AT&T INC	100,829	$4.357M	0.0%	$13.66	+10.6%	COM	00206R102
COLM	COLUMBIA SPORTSWEAR CO	75,175	$4.326M	0.0%	$47.74	+6.8%	COM	198516106
—	MEREDITH CORP	82,085	$4.261M	0.0%	$48.31	—	COM	589433101
SIGI	SELECTIVE INS GROUP INC	111,312	$4.253M	0.0%	$28.83	+8.4%	COM	816300107
MATX	MATSON INC	131,575	$4.249M	0.0%	$30.39	-4.7%	COM	57686G105
ATHM	AUTOHOME INC	211,100	$4.245M	0.0%	$20.11	—	SP ADR RP CL A	05278C107
RDY	DR REDDYS LABS LTD	80,200	$4.109M	0.0%	$46.37	—	ADR	256135203
SM	SM ENERGY CO	146,858	$3.965M	0.0%	$25.39	-1.4%	COM	78454L100
—	LIBERTY MEDIA CORP DELAWARE	268,562	$3.937M	0.0%	$14.66	—	COM C BRAVES GRP	531229888
—	SIBANYE GOLD LTD	286,893	$3.907M	0.0%	$13.49	—	SPONSORED ADR	825724206
MO	ALTRIA GROUP INC	55,700	$3.841M	0.0%	$31.34	+6.0%	COM	02209S103
AVA	AVISTA CORP	85,200	$3.817M	0.0%	$27.70	0.0%	COM	05379B107
—	COOPER TIRE & RUBR CO	127,233	$3.794M	0.0%	$32.58	—	COM	216831107
—	SCRIPPS NETWORKS INTERACT IN	60,875	$3.791M	0.0%	$78.46	—	CL A COM	811065101
—	JANUS CAP GROUP INC	267,546	$3.724M	0.0%	$13.73	—	COM	47102X105
MPC	MARATHON PETE CORP	97,500	$3.701M	0.0%	$27.57	-1.3%	COM	56585A102
PLUS	EPLUS INC	44,841	$3.668M	0.0%	$21.28	-2.3%	COM	294268107
SWK	STANLEY BLACK & DECKER INC	32,900	$3.659M	0.0%	$77.22	+12.0%	COM	854502101
—	CHANGYOU COM LTD	180,500	$3.617M	0.0%	$20.04	—	ADS REP CL A	15911M107
CSGS	CSG SYS INTL INC	88,351	$3.561M	0.0%	$31.98	+10.2%	COM	126349109
HIMX	HIMAX TECHNOLOGIES INC	430,200	$3.553M	0.0%	$8.15	—	SPONSORED ADR	43289P106
—	QUNAR CAYMAN IS LTD	115,876	$3.452M	0.0%	$29.79	—	SPNS ADR CL B	74906P104
UMC	UNITED MICROELECTRONICS CORP	1,692,400	$3.368M	0.0%	$1.87	—	SPON ADR NEW	910873405
—	CALIFORNIA RES CORP	263,608	$3.216M	0.0%	$12.20	—	COM NEW	13057Q206
GPI	GROUP 1 AUTOMOTIVE INC	64,629	$3.19M	0.0%	$71.97	-18.6%	COM	398905109
—	SYKES ENTERPRISES INC	109,722	$3.178M	0.0%	$29.10	—	COM	871237103
WNC	WABASH NATL CORP	250,059	$3.176M	0.0%	$11.18	0.0%	COM	929566107
ORI	OLD REP INTL CORP	159,400	$3.075M	0.0%	$9.02	+0.7%	COM	680223104
BAP	CREDICORP LTD	19,500	$3.009M	0.0%	$99.75	+12.3%	COM	G2519Y108
ARI	APOLLO COML REAL EST FIN INC	185,665	$2.984M	0.0%	$16.07	—	COM	03762U105
—	QUINPARIO ACQUISITION CORP 2	300,000	$2.967M	0.0%	$9.86	—	COM	74874U101
TKC	TURKCELL ILETISIM HIZMETLERI	314,700	$2.88M	0.0%	$12.61	—	SPON ADR NEW	900111204
MUR	MURPHY OIL CORP	89,500	$2.842M	0.0%	$33.72	-36.8%	COM	626717102
HPQ	HP INC	220,639	$2.769M	0.0%	$9.03	+0.4%	COM	40434L105
CVE	CENOVUS ENERGY INC	201,200	$2.768M	0.0%	$15.83	-22.9%	COM	15135U109
—	BLACKROCK CAPITAL INVESTMENT	353,288	$2.749M	0.0%	$8.62	—	COM	092533108
AGRO	ADECOAGRO S A	245,800	$2.696M	0.0%	$9.80	-0.2%	COM	L00849106
DDS	DILLARDS INC	44,206	$2.679M	0.0%	$63.68	-23.6%	CL A	254067101
—	ASPEN INSURANCE HOLDINGS LTD	57,490	$2.666M	0.0%	$46.65	—	SHS	G05384105
AWK	AMERICAN WTR WKS CO INC NEW	30,600	$2.586M	0.0%	$55.85	+10.7%	COM	030420103
—	STATOIL ASA	146,600	$2.538M	0.0%	$15.80	—	SPONSORED ADR	85771P102
LSAK	NET 1 UEPS TECHNOLOGIES INC	252,741	$2.525M	0.0%	$10.83	-1.8%	COM NEW	64107N206
WDC	WESTERN DIGITAL CORP	53,272	$2.518M	0.0%	$30.93	-7.5%	COM	958102105
GAP	GAP INC DEL	114,743	$2.435M	0.0%	$23.73	-36.4%	COM	364760108
GYRO	GYRODYNE LLC	119,888	$2.4M	0.0%	$19.48	-8.7%	COM	403829104
IAG	IAMGOLD CORP	581,200	$2.394M	0.0%	$2.73	+24.7%	COM	450913108
NJR	NEW JERSEY RES	61,604	$2.375M	0.0%	$23.47	+11.6%	COM	646025106
PLOW	DOUGLAS DYNAMICS INC	91,847	$2.363M	0.0%	$21.87	+2.8%	COM	25960R105
HUBB	HUBBELL INC	22,099	$2.331M	0.0%	$76.44	+12.3%	COM	443510607
—	SUPERIOR INDS INTL INC	84,484	$2.262M	0.0%	$25.39	—	COM	868168105
JBSS	SANFILIPPO JOHN B & SON INC	52,600	$2.242M	0.0%	$54.49	0.0%	COM	800422107
AWR	AMERICAN STS WTR CO	49,187	$2.155M	0.0%	$34.21	-2.0%	COM	029899101
—	KNIGHT TRANSN INC	79,758	$2.12M	0.0%	$25.13	—	COM	499064103
—	NATIONAL GRID PLC	28,200	$2.096M	0.0%	$71.41	—	SPON ADR NEW	636274300
—	AVG TECHNOLOGIES N V	107,900	$2.049M	0.0%	$20.54	—	SHS	N07831105
—	AU OPTRONICS CORP	584,900	$2.041M	0.0%	$3.27	—	SPONSORED ADR	002255107
LUV	SOUTHWEST AIRLS CO	51,000	$2M	0.0%	$38.15	0.0%	COM	844741108
EEFT	EURONET WORLDWIDE INC	28,500	$1.972M	0.0%	$75.34	+1.0%	COM	298736109
KEP	KOREA ELECTRIC PWR	74,900	$1.942M	0.0%	$25.91	—	SPONSORED ADR	500631106
ABEV	AMBEV SA	327,200	$1.934M	0.0%	$5.12	—	SPONSORED ADR	02319V103
HSBC	HSBC HLDGS PLC	61,500	$1.926M	0.0%	$31.32	—	SPON ADR NEW	404280406
—	BRIGGS & STRATTON CORP	88,110	$1.866M	0.0%	$21.18	—	COM	109043109
ICLR	ICON PLC	26,300	$1.841M	0.0%	$69.08	-0.6%	SHS	G4705A100
—	AMERICAN CAP LTD	115,900	$1.835M	0.0%	$15.83	—	COM	02503Y103
—	WHITING PETE CORP NEW	197,900	$1.833M	0.0%	$9.26	—	COM	966387102
—	AMERICA MOVIL SAB DE CV	145,100	$1.779M	0.0%	$18.20	—	SPON ADR L SHS	02364W105
MOS	MOSAIC CO NEW	67,904	$1.778M	0.0%	$26.06	-14.9%	COM	61945C103
NBIS	YANDEX N V	80,724	$1.764M	0.0%	$16.06	—	SHS CLASS A	N97284108
FCX	FREEPORT-MCMORAN INC	158,000	$1.76M	0.0%	$10.03	+0.1%	Put	35671D857
UHS	UNIVERSAL HLTH SVCS INC	13,000	$1.743M	0.0%	$114.97	+10.1%	CL B	913903100
AIZ	ASSURANT INC	20,111	$1.736M	0.0%	$56.72	+22.5%	COM	04621X108
TPC	TUTOR PERINI CORP	73,519	$1.731M	0.0%	$18.10	+7.7%	COM	901109108
—	DONNELLEY R R & SONS CO	101,719	$1.721M	0.0%	$14.93	—	COM	257867101
EBF	ENNIS INC	89,365	$1.714M	0.0%	$9.94	-0.3%	COM	293389102
EC	ECOPETROL S A	179,300	$1.714M	0.0%	$11.15	—	SPONSORED ADS	279158109
SCHW	SCHWAB CHARLES CORP NEW	67,447	$1.707M	0.0%	$25.42	-1.0%	COM	808513105
—	BROADCOM LTD	10,883	$1.691M	0.0%	$155.38	—	SHS	Y09827109
PPL	PPL CORP	44,500	$1.68M	0.0%	$24.77	0.0%	COM	69351T106
—	UNIT CORP	107,000	$1.665M	0.0%	$14.57	—	COM	909218109
—	SINA CORP	31,900	$1.655M	0.0%	$51.88	—	ORD	G81477104
UPBD	RENT A CTR INC NEW	134,507	$1.652M	0.0%	$22.56	-40.3%	COM	76009N100
BAX	BAXTER INTL INC	36,465	$1.649M	0.0%	$31.19	+20.2%	COM	071813109
—	AMERICAN NATL INS CO	14,484	$1.639M	0.0%	$113.16	—	COM	028591105
MMS	MAXIMUS INC	29,572	$1.637M	0.0%	$51.00	+5.7%	COM	577933104
NSIT	INSIGHT ENTERPRISES INC	62,602	$1.628M	0.0%	$26.36	+1.3%	COM	45765U103
CPS	COOPER STD HLDGS INC	20,400	$1.611M	0.0%	$80.69	0.0%	COM	21676P103
—	CHIMERA INVT CORP	100,800	$1.583M	0.0%	$15.70	—	COM NEW	16934Q208
—	THIRD PT REINS LTD	134,243	$1.573M	0.0%	$12.76	—	COM	G8827U100
—	ANGLOGOLD ASHANTI LTD	80,600	$1.456M	0.0%	$17.43	—	SPONSORED ADR	035128206
CHRW	C H ROBINSON WORLDWIDE INC	19,328	$1.435M	0.0%	$43.36	+34.3%	COM NEW	12541W209
—	HSN INC	28,533	$1.396M	0.0%	$57.24	—	COM	404303109
—	VONAGE HLDGS CORP	221,075	$1.349M	0.0%	$5.88	—	COM	92886T201
TGNA	TEGNA INC	57,500	$1.332M	0.0%	$16.94	-13.7%	COM	87901J105
FN	FABRINET	35,695	$1.325M	0.0%	$27.58	+23.9%	SHS	G3323L100
—	WABCO HLDGS INC	13,796	$1.263M	0.0%	$115.10	—	COM	92927K102
WU	WESTERN UN CO	65,100	$1.249M	0.0%	$19.20	—	COM	959802109
BBY	BEST BUY INC	39,400	$1.206M	0.0%	$22.40	0.0%	COM	086516101
—	SPX FLOW INC	45,787	$1.194M	0.0%	$25.23	—	COM	78469X107
EBAY	EBAY INC	50,561	$1.184M	0.0%	$20.01	+7.3%	COM	278642103
—	AMERICAN EQTY INVT LIFE HLD	83,092	$1.184M	0.0%	$23.31	—	COM	025676206
NVR	NVR INC	650	$1.157M	0.0%	$1681.14	+1.7%	COM	62944T105
OMF	ONEMAIN HLDGS INC	49,673	$1.134M	0.0%	$27.06	+4.5%	COM	68268W103
KR	KROGER CO	30,100	$1.107M	0.0%	$31.60	-6.5%	COM	501044101
—	NATIONAL OILWELL VARCO INC	32,300	$1.087M	0.0%	$34.11	—	COM	637071101
—	ENSCO PLC	111,400	$1.082M	0.0%	$10.11	—	SHS CLASS A	G3157S106
WCC	WESCO INTL INC	20,800	$1.071M	0.0%	$54.72	0.0%	COM	95082P105
CENTA	CENTRAL GARDEN & PET CO	47,900	$1.04M	0.0%	$14.31	0.0%	CL A NON-VTG	153527205
—	DHX MEDIA LTD	200,900	$1.024M	0.0%	$5.10	—	SHS VAR VTG	252406608
CMG	CHIPOTLE MEXICAN GRILL INC	2,530	$1.019M	0.0%	$11.50	-24.4%	COM	169656105
AD	UNITED STATES CELLULAR CORP	25,755	$1.011M	0.0%	$22.76	+1.2%	COM	911684108
CMI	CUMMINS INC	8,973	$1.009M	0.0%	$102.73	-14.7%	COM	231021106
DRI	DARDEN RESTAURANTS INC	15,800	$1.001M	0.0%	$48.30	+3.1%	COM	237194105
—	DISCOVER FINL SVCS	18,368	$984K	0.0%	$52.77	—	COM	254709108
PNC	PNC FINL SVCS GROUP INC	12,067	$982K	0.0%	$64.24	-2.0%	COM	693475105
DHR	DANAHER CORP DEL	9,717	$981K	0.0%	$30.07	+33.3%	COM	235851102
—	ANSYS INC	10,438	$947K	0.0%	$76.47	—	COM	03662Q105
—	JOY GLOBAL INC	44,400	$939K	0.0%	$18.67	—	COM	481165108
MAN	MANPOWERGROUP INC	14,100	$907K	0.0%	$76.65	+1.1%	COM	56418H100
—	NOBLE CORP PLC	110,000	$906K	0.0%	$9.59	—	SHS USD	G65431101
—	COSAN LTD	138,920	$904K	0.0%	$6.51	—	SHS A	G25343107
PBF	PBF ENERGY INC	37,600	$894K	0.0%	$30.98	-7.2%	CL A	69318G106
—	HAWAIIAN HOLDINGS INC	23,484	$891K	0.0%	$37.94	—	COM	419879101
—	ENDURANCE SPECIALTY HLDGS LT	13,135	$882K	0.0%	$61.03	—	SHS	G30397106
—	MAIDEN HOLDINGS LTD	71,690	$877K	0.0%	$14.23	—	SHS	G5753U112
—	UNIVERSAL FST PRODS INC	9,400	$871K	0.0%	$92.66	—	COM	913543104
CB	CHUBB LIMITED	6,254	$817K	0.0%	$96.06	+7.8%	COM	H1467J104
—	DIAMOND OFFSHORE DRILLING IN	33,100	$805K	0.0%	$22.53	—	COM	25271C102
CDNS	CADENCE DESIGN SYSTEM INC	33,000	$802K	0.0%	$23.95	0.0%	COM	127387108
SHG	SHINHAN FINANCIAL GROUP CO L	24,200	$792K	0.0%	$33.57	—	SPN ADR RESTRD	824596100
SSL	SASOL LTD	28,600	$776K	0.0%	$33.78	—	SPONSORED ADR	803866300
BBD	BANCO BRADESCO S A	97,120	$759K	0.0%	$8.66	—	SP ADR PFD NEW	059460303
—	COBALT INTL ENERGY INC	2,000,000	$750K	0.0%	$0.50	—	NOTE 2.625%12/0	19075FAA4
FMX	FOMENTO ECONOMICO MEXICANO S	8,100	$749K	0.0%	$96.23	—	SPON ADR UNITS	344419106
—	APOLLO ED GROUP INC	81,612	$744K	0.0%	$11.06	—	CL A	037604105
—	XILINX INC	16,000	$738K	0.0%	$50.10	—	COM	983919101
—	EXTERRAN CORP	56,278	$723K	0.0%	$14.20	—	COM	30227H106
—	ISHARES	51,093	$718K	0.0%	$14.21	—	MSCI TAIWAN ETF	464286731
RM	REGIONAL MGMT CORP	46,312	$679K	0.0%	$12.93	+4.8%	COM	75902K106
—	TOTAL SYS SVCS INC	12,790	$679K	0.0%	$30.82	—	COM	891906109
LECO	LINCOLN ELEC HLDGS INC	11,412	$674K	0.0%	$69.74	-13.7%	COM	533900106
—	ROWAN COMPANIES PLC	37,300	$659K	0.0%	$16.70	—	SHS CL A	G7665A101
GNW	GENWORTH FINL INC	254,334	$656K	0.0%	$7.53	-57.1%	COM CL A	37247D106
MET	METLIFE INC	16,450	$655K	0.0%	$26.26	+7.2%	COM	59156R108
—	NEWFIELD EXPL CO	14,600	$645K	0.0%	$32.92	—	COM	651290108
ACRE	ARES COML REAL ESTATE CORP	52,421	$644K	0.0%	$11.78	—	COM	04013V108
—	SK TELECOM LTD	30,600	$640K	0.0%	$20.92	—	SPONSORED ADR	78440P108
GAIN	GLADSTONE INVT CORP	85,400	$611K	0.0%	$2.61	0.0%	COM	376546107
—	CHIPMOS TECH BERMUDA LTD	33,600	$608K	0.0%	$19.73	—	SHS	G2110R114
GFI	GOLD FIELDS LTD NEW	124,100	$608K	0.0%	$4.32	—	SPONSORED ADR	38059T106
—	CHESAPEAKE ENERGY CORP	140,547	$602K	0.0%	$5.62	—	COM	165167107
—	COVISINT CORP	273,987	$597K	0.0%	$2.65	—	COM	22357R103
BRSL	INTERNATIONAL GAME TECHNOLOG	31,228	$585K	0.0%	$10.73	-1.2%	SHS USD	G4863A108
XOM	EXXON MOBIL CORP	6,100	$572K	0.0%	$55.28	+4.7%	COM	30231G102
XNET	XUNLEI LTD	107,500	$563K	0.0%	$5.57	—	SPONSORED ADR	98419E108
—	VIACOM INC NEW	13,368	$554K	0.0%	$41.22	—	CL B	92553P201
DCI	DONALDSON INC	16,104	$553K	0.0%	$34.34	-16.8%	COM	257651109
HCI	HCI GROUP INC	20,200	$551K	0.0%	$30.81	0.0%	COM	40416E103
HOFT	HOOKER FURNITURE CORP	25,400	$546K	0.0%	$26.33	-5.7%	COM	439038100
CE	CELANESE CORP DEL	8,100	$530K	0.0%	$51.27	+12.7%	COM SER A	150870103
—	WADDELL & REED FINL INC	30,700	$529K	0.0%	$17.23	—	CL A	930059100
PFS	PROVIDENT FINL SVCS INC	26,600	$522K	0.0%	$12.14	+4.6%	COM	74386T105
DVN	DEVON ENERGY CORP NEW	14,400	$522K	0.0%	$46.48	-48.7%	COM	25179M103
—	APACHE CORP	9,332	$520K	0.0%	$87.60	—	COM	037411105
—	FIRST DEFIANCE FINL CORP	13,300	$517K	0.0%	$38.87	—	COM	32006W106
—	NII HLDGS INC	161,700	$514K	0.0%	$5.34	—	COM PAR $0.001	62913F508
PKX	POSCO	11,400	$507K	0.0%	$45.71	—	SPONSORED ADR	693483109
—	SANTANDER CONSUMER USA HDG I	49,100	$507K	0.0%	$10.49	—	COM	80283M101
WRB	BERKLEY W R CORP	8,372	$502K	0.0%	$12.99	+2.2%	COM	084423102
—	ATWOOD OCEANICS INC	39,000	$488K	0.0%	$9.18	—	COM	050095108
—	NABORS INDUSTRIES LTD	48,300	$485K	0.0%	$9.19	—	SHS	G6359F103
—	FAIRPOINT COMMUNICATIONS INC	32,900	$483K	0.0%	$14.68	—	COM NEW	305560302
AFG	AMERICAN FINL GROUP INC OHIO	6,500	$481K	0.0%	$32.42	+5.0%	COM	025932104
—	RAYTHEON CO	3,400	$462K	0.0%	$113.02	—	COM NEW	755111507
NTGR	NETGEAR INC	9,700	$461K	0.0%	$26.65	0.0%	COM	64111Q104
CENT	CENTRAL GARDEN & PET CO	19,800	$452K	0.0%	$14.31	0.0%	COM	153527106
—	TRIPLE-S MGMT CORP	18,400	$450K	0.0%	$24.46	—	CL B	896749108
—	PENNYMAC FINL SVCS INC	35,550	$444K	0.0%	$12.04	—	CL A	70932B101
CNO	CNO FINL GROUP INC	24,900	$435K	0.0%	$14.58	+4.5%	COM	12621E103
SCHL	SCHOLASTIC CORP	10,912	$432K	0.0%	$34.74	-11.3%	COM	807066105
KMPR	KEMPER CORP DEL	13,933	$432K	0.0%	$37.81	-17.6%	COM	488401100
—	FBL FINL GROUP INC	7,100	$431K	0.0%	$63.06	—	CL A	30239F106
AMGN	AMGEN INC	2,799	$426K	0.0%	$84.36	+38.3%	COM	031162100
PAC	GPO AEROPORTUARIO DEL PAC SA	4,100	$421K	0.0%	$92.74	—	SPON ADR B	400506101
SID	COMPANHIA SIDERURGICA NACION	169,800	$416K	0.0%	$4.99	—	SPONSORED ADR	20440W105
TXN	TEXAS INSTRS INC	6,500	$407K	0.0%	$45.66	0.0%	COM	882508104
DIN	DINEEQUITY INC	4,800	$407K	0.0%	$62.15	-9.4%	COM	254423106
KMB	KIMBERLY CLARK CORP	2,900	$399K	0.0%	$63.44	+48.1%	COM	494368103
TLK	P T TELEKOMUNIKASI INDONESIA	6,400	$393K	0.0%	$47.41	—	SPONSORED ADR	715684106
VVX	VECTRUS INC	13,619	$388K	0.0%	$23.97	0.0%	COM	92242T101
—	CATCHMARK TIMBER TR INC	31,712	$388K	0.0%	$12.24	—	CL A	14912Y202
DIS	DISNEY WALT CO	3,950	$386K	0.0%	$102.10	-9.7%	COM DISNEY	254687106
GIS	GENERAL MLS INC	5,300	$378K	0.0%	$32.49	+39.9%	COM	370334104
—	VALE S A	93,800	$376K	0.0%	$6.37	—	ADR REPSTG PFD	91912E204
—	TSAKOS ENERGY NAVIGATION LTD	79,500	$373K	0.0%	$4.98	—	SHS	G9108L108
AGX	ARGAN INC	8,900	$371K	0.0%	$28.09	0.0%	COM	04010E109
—	ALTISOURCE PORTFOLIO SOLNS S	13,300	$370K	0.0%	$27.82	—	REG SHS	L0175J104
—	GRUPO FINANCIERO SANTANDER M	40,300	$366K	0.0%	$9.05	—	SPON ADR SHS B	40053C105
MOV	MOVADO GROUP INC	16,900	$366K	0.0%	$24.51	0.0%	COM	624580106
WFC	WELLS FARGO & CO NEW	7,685	$364K	0.0%	$35.17	+5.8%	COM	949746101
—	BROOKFIELD ASSET MGMT INC	10,800	$355K	0.0%	$31.33	—	CL A LTD VT SH	112585104
ALL	ALLSTATE CORP	5,036	$352K	0.0%	$48.24	+12.2%	COM	020002101
—	WEST CORP	17,777	$349K	0.0%	$21.58	—	COM	952355204
—	QUALITY SYS INC	29,200	$348K	0.0%	$11.92	—	COM	747582104
CATO	CATO CORP NEW	8,700	$328K	0.0%	$20.16	+5.0%	CL A	149205106
—	OASIS PETE INC NEW	34,900	$326K	0.0%	$8.85	—	COM	674215108
—	BANCOLOMBIA S A	9,200	$321K	0.0%	$34.89	—	SPON ADR PREF	05968L102
VRA	VERA BRADLEY INC	22,500	$319K	0.0%	$16.17	0.0%	COM	92335C106
LMT	LOCKHEED MARTIN CORP	1,280	$318K	0.0%	$165.37	+10.3%	COM	539830109
EQIX	EQUINIX INC	818	$317K	0.0%	$251.06	+15.5%	COM PAR $0.001	29444U700
—	ARLINGTON ASSET INVT CORP	23,100	$301K	0.0%	$13.03	—	CL A NEW	041356205
HCA	HCA HOLDINGS INC	3,900	$300K	0.0%	$64.91	+13.0%	COM	40412C101
CMS	CMS ENERGY CORP	6,400	$294K	0.0%	$26.41	+19.7%	COM	125896100
—	UBIQUITI NETWORKS INC	7,432	$287K	0.0%	$30.63	—	COM	90347A100
CULP	CULP INC	10,400	$287K	0.0%	$23.19	0.0%	COM	230215105
EL	LAUDER ESTEE COS INC	3,120	$284K	0.0%	$64.04	+28.8%	CL A	518439104
BMY	BRISTOL MYERS SQUIBB CO	3,800	$279K	0.0%	$29.06	+73.7%	COM	110122108
ALB	ALBEMARLE CORP	3,506	$278K	0.0%	$47.90	+34.4%	COM	012653101
AZO	AUTOZONE INC	350	$278K	0.0%	$770.40	0.0%	COM	053332102
—	THL CR INC	24,900	$277K	0.0%	$11.12	—	COM	872438106
LPL	LG DISPLAY CO LTD	23,400	$271K	0.0%	$12.44	—	SPONS ADR REP	50186V102
ECPG	ENCORE CAP GROUP INC	10,904	$257K	0.0%	$40.85	-37.1%	COM	292554102
BBT	BERKSHIRE HILLS BANCORP INC	9,200	$248K	0.0%	$21.50	-6.1%	COM	084680107
—	EXACTECH INC	9,121	$244K	0.0%	$26.75	—	COM	30064E109
MAT	MATTEL INC	7,800	$244K	0.0%	$36.61	-13.4%	COM	577081102
KT	KT CORP	17,100	$244K	0.0%	$13.71	—	SPONSORED ADR	48268K101
CCU	COMPANIA CERVECERIAS UNIDAS	10,100	$236K	0.0%	$23.37	—	SPONSORED ADR	204429104
HPE	HEWLETT PACKARD ENTERPRISE C	12,895	$236K	0.0%	$6.50	+19.4%	COM	42824C109
MRSH	MARSH & MCLENNAN COS INC	3,418	$234K	0.0%	$54.66	0.0%	COM	571748102
BSAC	BANCO SANTANDER CHILE NEW	12,100	$234K	0.0%	$17.99	—	SP ADR REP COM	05965X109
MKC	MCCORMICK & CO INC	2,141	$228K	0.0%	$27.65	+47.0%	COM NON VTG	579780206
MCRI	MONARCH CASINO & RESORT INC	10,331	$227K	0.0%	$20.51	0.0%	COM	609027107
BGS	B & G FOODS INC NEW	4,700	$227K	0.0%	$18.87	0.0%	COM	05508R106
—	CSS INDS INC	8,400	$225K	0.0%	$26.79	—	COM	125906107
BF/B	BROWN FORMAN CORP	2,250	$224K	0.0%	$25.49	+27.6%	CL B	115637209
SHW	SHERWIN WILLIAMS CO	740	$217K	0.0%	$74.20	+20.1%	COM	824348106
—	NAVIGANT CONSULTING INC	13,100	$212K	0.0%	$16.18	—	COM	63935N107
AGM	FEDERAL AGRIC MTG CORP	6,000	$209K	0.0%	$27.18	0.0%	CL C	313148306
—	NORTHERN OIL & GAS INC NEV	44,300	$205K	0.0%	$4.42	—	COM	665531109
BB	BLACKBERRY LTD	29,600	$198K	0.0%	$7.60	-8.1%	COM	09228F103
—	SOUTHWESTERN ENERGY CO	14,900	$187K	0.0%	$12.70	—	COM	845467109
—	DELEK US HLDGS INC	13,800	$182K	0.0%	$24.62	—	COM	246647101
—	BRIDGEPOINT ED INC	24,600	$178K	0.0%	$7.24	—	COM	10807M105
ENIC	ENERSIS CHILE SA	29,600	$173K	0.0%	$5.84	—	SPON ADR	29278D105
—	STAPLES INC	17,472	$151K	0.0%	$11.73	—	COM	855030102
—	SOUFUN HLDGS LTD	29,300	$147K	0.0%	$6.01	—	ADR	836034108
IDT	IDT CORP	10,300	$146K	0.0%	$11.07	0.0%	CL B NEW	448947507
BVN	COMPANIA DE MINAS BUENAVENTU	11,900	$142K	0.0%	$6.14	—	SPONSORED ADR	204448104
—	TIDEWATER INC	28,900	$127K	0.0%	$6.82	—	COM	886423102
HBAN	HUNTINGTON BANCSHARES INC	12,590	$113K	0.0%	$6.25	+5.2%	COM	446150104
SBS	COMPANHIA DE SANEAMENTO BASI	11,000	$99,000	0.0%	$7.55	—	SPONSORED ADR	20441A102
—	TRC COS INC	15,741	$99,000	0.0%	$6.95	—	COM	872625108
—	NEWCASTLE INVT CORP NEW	18,480	$85,000	0.0%	$4.44	—	COM PAR $0.01	65105M603
—	EP ENERGY CORP	14,900	$77,000	0.0%	$5.17	—	CL A	268785102
—	TRONOX LTD	11,000	$49,000	0.0%	$4.45	—	SHS CL A	Q9235V101
—	ZIX CORP	12,200	$46,000	0.0%	$3.77	—	COM	98974P100
—	PARKER DRILLING CO	12,900	$30,000	0.0%	$2.63	—	COM	701081101
—	CIVEO CORP CDA	16,300	$29,000	0.0%	$1.78	—	COM	17878Y108
—	COMMUNITY HEALTH SYS INC NEW	51,900	$0	0.0%	$0.06	—	RIGHT 99/99/9999	203668116