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

Location: Boston, MA

CIK: 0001352662 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value: $18.12B (100.0% shares, 0.0% debt)

Holdings (574)

MSFT MICROSOFT CORP 4.8%

Value $866M Shares 12,565,495 Est. Cost $35.16 Unrealized +77.3%

ORCL ORACLE CORP 3.9%

Value $711M Shares 14,190,193 Est. Cost $28.22 Unrealized +42.1%

AAPL APPLE INC 3.7%

Value $676M Shares 4,692,769 Est. Cost $19.45 Unrealized +76.4%

JNJ JOHNSON & JOHNSON 3.7%

Value $668M Shares 5,049,909 Est. Cost $64.29 Unrealized +56.1%

UNH UNITEDHEALTH GROUP INC 3.7%

Value $665M Shares 3,587,013 Est. Cost $72.46 Unrealized +110.7%

Value $470M Shares 2,257,794 Est. Cost $70.96 Unrealized +75.7%

GOOG ALPHABET INC 2.6%

Value $467M Shares 514,091 Est. Cost $36.01 Unrealized +26.2%

AXP AMERICAN EXPRESS CO 2.3%

Value $419M Shares 4,976,964 Est. Cost $58.25 Unrealized +20.7%

PM PHILIP MORRIS INTL INC 2.2%

Value $393M Shares 3,343,082 Est. Cost $48.83 Unrealized +52.1%

MDT MEDTRONIC PLC 2.1%

Value $388M Shares 4,372,844 Est. Cost $59.64 Unrealized +13.4%

GOOGL ALPHABET INC 2.1%

Value $387M Shares 416,117 Est. Cost $36.84 Unrealized +26.0%

CSCO CISCO SYS INC 2.0%

Value $371M Shares 11,852,086 Est. Cost $17.19 Unrealized +45.7%

ACN ACCENTURE PLC IRELAND 1.9%

Value $346M Shares 2,796,469 Est. Cost $74.18 Unrealized +44.4%

QCOM QUALCOMM INC 1.8%

Value $326M Shares 5,898,843 Est. Cost $48.26 Unrealized -8.3%

CTSH COGNIZANT TECHNOLOGY SOLUTIO 1.7%

Value $299M Shares 4,507,196 Est. Cost $47.88 Unrealized +17.8%

KO COCA COLA CO 1.4%

Value $260M Shares 5,788,760 Est. Cost $29.28 Unrealized +15.0%

BABA ALIBABA GROUP HLDG LTD 1.4%

Value $256M Shares 1,817,740 Est. Cost $98.53 Unrealized —

— ALTABA INC 1.4%

Value $255M Shares 4,688,480 Est. Cost $54.48 Unrealized —

ABT ABBOTT LABS 1.4%

Value $255M Shares 5,251,959 Est. Cost $31.81 Unrealized +22.3%

— MONSANTO CO NEW 1.4%

Value $247M Shares 2,091,044 Est. Cost $107.40 Unrealized —

— UNITED TECHNOLOGIES CORP 1.3%

Value $243M Shares 1,988,544 Est. Cost $107.41 Unrealized —

EEM ISHARES TR 1.3%

Value $231M Shares 5,572,288 Est. Cost $36.05 Unrealized —

ELV ANTHEM INC 1.1%

Value $206M Shares 1,095,567 Est. Cost $141.72 Unrealized +13.2%

EMR EMERSON ELEC CO 1.1%

Value $205M Shares 3,436,646 Est. Cost $46.01 Unrealized +4.4%

— REYNOLDS AMERICAN INC 1.1%

Value $203M Shares 3,119,322 Est. Cost $59.09 Unrealized —

COST COSTCO WHSL CORP NEW 1.1%

Value $194M Shares 1,212,020 Est. Cost $104.36 Unrealized +44.7%

TSM TAIWAN SEMICONDUCTOR MFG LTD 1.0%

Value $183M Shares 5,246,957 Est. Cost $24.33 Unrealized —

INFY INFOSYS LTD 1.0%

Value $177M Shares 11,807,757 Est. Cost $16.99 Unrealized —

EWY ISHARES 0.9%

Value $171M Shares 2,517,100 Est. Cost $64.62 Unrealized —

SYK STRYKER CORP 0.9%

Value $162M Shares 1,167,721 Est. Cost $67.21 Unrealized +85.6%

PFE PFIZER INC 0.9%

Value $161M Shares 4,783,377 Est. Cost $20.91 Unrealized +3.3%

HON HONEYWELL INTL INC 0.8%

Value $151M Shares 1,135,233 Est. Cost $71.97 Unrealized +37.2%

HUM HUMANA INC 0.8%

Value $137M Shares 569,109 Est. Cost $140.85 Unrealized +49.5%

— LEVEL 3 COMMUNICATIONS INC 0.7%

Value $136M Shares 2,286,500 Est. Cost $57.75 Unrealized —

PEP PEPSICO INC 0.7%

Value $134M Shares 1,162,140 Est. Cost $69.64 Unrealized +26.6%

W WAYFAIR INC 0.7%

Value $131M Shares 1,700,000 Est. Cost $36.72 Unrealized +61.4%

USB US BANCORP DEL 0.7%

Value $129M Shares 2,490,689 Est. Cost $36.97 Unrealized 0.0%

MA MASTERCARD INCORPORATED 0.7%

Value $129M Shares 1,061,408 Est. Cost $81.41 Unrealized +38.9%

— TIME WARNER INC 0.7%

Value $125M Shares 1,241,148 Est. Cost $99.45 Unrealized —

BDX BECTON DICKINSON & CO 0.7%

Value $118M Shares 606,340 Est. Cost $93.28 Unrealized +72.1%

TXN TEXAS INSTRS INC 0.7%

Value $118M Shares 1,536,234 Est. Cost $53.59 Unrealized +17.8%

— BARD C R INC 0.6%

Value $117M Shares 370,000 Est. Cost $314.64 Unrealized —

SLB SCHLUMBERGER LTD 0.6%

Value $115M Shares 1,741,895 Est. Cost $58.35 Unrealized -4.3%

NKE NIKE INC 0.6%

Value $112M Shares 1,897,460 Est. Cost $41.26 Unrealized +16.9%

— CIMPRESS N V 0.6%

Value $110M Shares 1,160,000 Est. Cost $88.57 Unrealized —

GM GENERAL MTRS CO 0.6%

Value $102M Shares 2,912,000 Est. Cost $27.72 Unrealized +4.8%

LQD ISHARES TR 0.5%

Value $95.4M Shares 791,650 Est. Cost $118.60 Unrealized —

— LIBERTY MEDIA CORP DELAWARE 0.5%

Value $95.19M Shares 2,282,837 Est. Cost $31.97 Unrealized —

CVS CVS HEALTH CORP 0.5%

Value $91.13M Shares 1,132,600 Est. Cost $72.82 Unrealized -17.2%

— TRIBUNE MEDIA CO 0.5%

Value $91M Shares 2,231,938 Est. Cost $40.77 Unrealized —

ITW ILLINOIS TOOL WKS INC 0.5%

Value $88.88M Shares 620,436 Est. Cost $62.09 Unrealized +82.5%

ZBH ZIMMER BIOMET HLDGS INC 0.5%

Value $87.43M Shares 680,934 Est. Cost $79.42 Unrealized +39.1%

— MOBILEYE N V AMSTELVEEN 0.5%

Value $86.39M Shares 1,375,600 Est. Cost $61.57 Unrealized —

EWT ISHARES INC 0.5%

Value $81.91M Shares 2,290,600 Est. Cost $29.56 Unrealized —

HDB HDFC BANK LTD 0.4%

Value $78.63M Shares 904,124 Est. Cost $57.28 Unrealized —

JPM JPMORGAN CHASE & CO 0.4%

Value $78.37M Shares 857,461 Est. Cost $43.17 Unrealized +58.7%

VFC V F CORP 0.4%

Value $75.17M Shares 1,305,066 Est. Cost $55.96 Unrealized -7.8%

— RICE ENERGY INC 0.4%

Value $73.75M Shares 2,769,555 Est. Cost $26.63 Unrealized —

CX CEMEX SAB DE CV 0.4%

Value $73.35M Shares 7,786,325 Est. Cost $6.14 Unrealized —

HUN HUNTSMAN CORP 0.4%

Value $72.38M Shares 2,801,119 Est. Cost $24.77 Unrealized 0.0%

LLY LILLY ELI & CO 0.4%

Value $71.38M Shares 867,273 Est. Cost $60.50 Unrealized +17.8%

HD HOME DEPOT INC 0.4%

Value $70.38M Shares 458,775 Est. Cost $93.98 Unrealized +32.5%

TDC TERADATA CORP DEL 0.4%

Value $68.35M Shares 2,317,801 Est. Cost $40.99 Unrealized -28.6%

— MOBILE TELESYSTEMS PJSC 0.4%

Value $66.21M Shares 7,901,416 Est. Cost $8.59 Unrealized —

ROK ROCKWELL AUTOMATION INC 0.4%

Value $64.1M Shares 395,796 Est. Cost $98.16 Unrealized +37.0%

IBKR INTERACTIVE BROKERS GROUP IN 0.3%

Value $59.78M Shares 1,597,544 Est. Cost $6.31 Unrealized +33.1%

APH AMPHENOL CORP NEW 0.3%

Value $58.91M Shares 798,021 Est. Cost $11.90 Unrealized +41.3%

TJX TJX COS INC NEW 0.3%

Value $58.7M Shares 813,297 Est. Cost $23.60 Unrealized +41.5%

— ATLANTICA YIELD PLC 0.3%

Value $58.59M Shares 2,742,908 Est. Cost $18.82 Unrealized —

INTC INTEL CORP 0.3%

Value $57.5M Shares 1,704,299 Est. Cost $24.97 Unrealized +18.4%

STM STMICROELECTRONICS N V 0.3%

Value $56.62M Shares 3,937,400 Est. Cost $14.66 Unrealized —

VLO VALERO ENERGY CORP NEW 0.3%

Value $55.57M Shares 823,686 Est. Cost $41.58 Unrealized +10.7%

IBM INTERNATIONAL BUSINESS MACHS 0.3%

Value $54.95M Shares 357,207 Est. Cost $108.79 Unrealized -4.6%

TAL TAL ED GROUP 0.3%

Value $52.95M Shares 432,960 Est. Cost $33.92 Unrealized —

CACC CREDIT ACCEP CORP MICH 0.3%

Value $52.2M Shares 203,000 Est. Cost $196.10 Unrealized +11.8%

ADI ANALOG DEVICES INC 0.3%

Value $51.5M Shares 661,992 Est. Cost $42.12 Unrealized +60.3%

CARS CARS COM INC 0.3%

Value $50.92M Shares 1,912,133 Est. Cost $26.86 Unrealized 0.0%

ALLY ALLY FINL INC 0.3%

Value $49.12M Shares 2,350,000 Est. Cost $15.62 Unrealized -2.4%

LOGI LOGITECH INTL S A 0.3%

Value $48.55M Shares 1,319,093 Est. Cost $24.52 Unrealized +22.9%

WMT WAL-MART STORES INC 0.3%

Value $47.11M Shares 622,436 Est. Cost $20.07 Unrealized +9.7%

BRK/B BERKSHIRE HATHAWAY INC DEL 0.3%

Value $46.58M Shares 275,000 Est. Cost $140.46 Unrealized +18.4%

— CHINA MOBILE LIMITED 0.3%

Value $46.16M Shares 869,369 Est. Cost $55.76 Unrealized —

NPO ENPRO INDS INC 0.3%

Value $45.68M Shares 640,087 Est. Cost $59.85 Unrealized +15.6%

T AT&T INC 0.2%

Value $43.47M Shares 1,152,000 Est. Cost $15.92 Unrealized 0.0%

AIG AMERICAN INTL GROUP INC 0.2%

Value $42.89M Shares 686,089 Est. Cost $44.44 Unrealized +12.0%

LYB LYONDELLBASELL INDUSTRIES N 0.2%

Value $41.49M Shares 491,680 Est. Cost $47.22 Unrealized +5.5%

— INTERXION HOLDING N.V 0.2%

Value $39.83M Shares 870,000 Est. Cost $31.92 Unrealized —

WDC WESTERN DIGITAL CORP 0.2%

Value $37.98M Shares 428,700 Est. Cost $55.14 Unrealized +8.2%

NXPI NXP SEMICONDUCTORS N V 0.2%

Value $37.9M Shares 346,287 Est. Cost $88.64 Unrealized +7.4%

NTES NETEASE INC 0.2%

Value $36.95M Shares 122,900 Est. Cost $282.50 Unrealized —

— LIBERTY GLOBAL PLC 0.2%

Value $36.93M Shares 1,725,000 Est. Cost $29.51 Unrealized —

GPC GENUINE PARTS CO 0.2%

Value $36.69M Shares 395,514 Est. Cost $60.94 Unrealized +17.2%

CHKP CHECK POINT SOFTWARE TECH LT 0.2%

Value $35.75M Shares 327,700 Est. Cost $80.77 Unrealized +33.8%

— SOHU COM INC 0.2%

Value $35.01M Shares 776,975 Est. Cost $41.49 Unrealized —

— CHANGYOU COM LTD 0.2%

Value $33.7M Shares 869,362 Est. Cost $23.39 Unrealized —

— DOW CHEM CO 0.2%

Value $33.38M Shares 529,300 Est. Cost $62.62 Unrealized —

— FIAT CHRYSLER AUTOMOBILES N 0.2%

Value $33.27M Shares 3,130,630 Est. Cost $10.52 Unrealized —

— PANERA BREAD CO 0.2%

Value $33.01M Shares 104,922 Est. Cost $314.64 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.2%

Value $32.35M Shares 145,810 Est. Cost $191.91 Unrealized -3.8%

— CHINA LODGING GROUP LTD 0.2%

Value $31.64M Shares 392,224 Est. Cost $46.80 Unrealized —

ADP AUTOMATIC DATA PROCESSING IN 0.2%

Value $31.5M Shares 307,400 Est. Cost $76.93 Unrealized +9.5%

CM CDN IMPERIAL BK COMM TORONTO 0.2%

Value $31.21M Shares 384,600 Est. Cost $23.63 Unrealized +13.3%

MU MICRON TECHNOLOGY INC 0.2%

Value $30.44M Shares 1,019,400 Est. Cost $25.39 Unrealized +12.4%

PRGO PERRIGO CO PLC 0.2%

Value $30.21M Shares 400,000 Est. Cost $76.04 Unrealized -5.7%

— SEARS HLDGS CORP 0.2%

Value $28.43M Shares 3,209,400 Est. Cost — Unrealized —

— WGL HLDGS INC 0.2%

Value $28.17M Shares 337,600 Est. Cost $82.55 Unrealized —

— UNILEVER N V 0.2%

Value $28.03M Shares 580,000 Est. Cost $48.44 Unrealized —

HPQ HP INC 0.2%

Value $27.34M Shares 1,563,900 Est. Cost $10.82 Unrealized +27.8%

AFL AFLAC INC 0.1%

Value $26.57M Shares 342,074 Est. Cost $25.56 Unrealized +20.2%

— WHOLE FOODS MKT INC 0.1%

Value $26.34M Shares 625,600 Est. Cost $42.11 Unrealized —

CVX CHEVRON CORP NEW 0.1%

Value $26.12M Shares 250,393 Est. Cost $72.01 Unrealized +1.7%

CSX CSX CORP 0.1%

Value $25.21M Shares 462,100 Est. Cost $14.13 Unrealized +7.8%

— PENN VA CORP NEW 0.1%

Value $24.59M Shares 669,161 Est. Cost $43.10 Unrealized —

— COMMERCEHUB INC 0.1%

Value $24.59M Shares 1,410,000 Est. Cost $15.91 Unrealized —

— PINNACLE FOODS INC DEL 0.1%

Value $23.76M Shares 400,000 Est. Cost $59.40 Unrealized —

TRV TRAVELERS COMPANIES INC 0.1%

Value $23.26M Shares 183,822 Est. Cost $86.63 Unrealized +17.6%

FISV FISERV INC 0.1%

Value $23.25M Shares 190,064 Est. Cost $48.96 Unrealized +23.5%

FFIV F5 NETWORKS INC 0.1%

Value $23.24M Shares 182,879 Est. Cost $121.15 Unrealized +8.1%

BIDU BAIDU INC 0.1%

Value $23.2M Shares 129,700 Est. Cost $172.91 Unrealized —

BBY BEST BUY INC 0.1%

Value $22.64M Shares 395,000 Est. Cost $31.63 Unrealized +23.9%

MDLZ MONDELEZ INTL INC 0.1%

Value $21.76M Shares 503,809 Est. Cost $36.39 Unrealized +0.8%

BIIB BIOGEN INC 0.1%

Value $21.71M Shares 80,000 Est. Cost $265.53 Unrealized -0.4%

LSCC LATTICE SEMICONDUCTOR CORP 0.1%

Value $21.54M Shares 3,234,717 Est. Cost $6.92 Unrealized —

LEA LEAR CORP 0.1%

Value $20.72M Shares 145,857 Est. Cost $89.44 Unrealized +33.7%

— TESORO CORP 0.1%

Value $20.32M Shares 217,049 Est. Cost $83.03 Unrealized —

CHTR CHARTER COMMUNICATIONS INC N 0.1%

Value $20.21M Shares 60,000 Est. Cost $318.52 Unrealized +4.7%

— LIBERTY GLOBAL PLC 0.1%

Value $20.14M Shares 925,000 Est. Cost $30.32 Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 0.1%

Value $19.8M Shares 179,400 Est. Cost $109.76 Unrealized —

PPG PPG INDS INC 0.1%

Value $19.79M Shares 180,000 Est. Cost $92.15 Unrealized 0.0%

— NEW ORIENTAL ED & TECH GRP I 0.1%

Value $19.5M Shares 276,700 Est. Cost $70.49 Unrealized —

PRU PRUDENTIAL FINL INC 0.1%

Value $19.45M Shares 179,900 Est. Cost $71.07 Unrealized 0.0%

BAP CREDICORP LTD 0.1%

Value $19.34M Shares 107,800 Est. Cost $133.23 Unrealized +0.6%

EBAY EBAY INC 0.1%

Value $18.78M Shares 537,678 Est. Cost $29.69 Unrealized +2.6%

— SWIFT TRANSN CO 0.1%

Value $18.71M Shares 705,933 Est. Cost $26.50 Unrealized —

— DU PONT E I DE NEMOURS & CO 0.1%

Value $18.56M Shares 230,000 Est. Cost $80.33 Unrealized —

— BAKER HUGHES INC 0.1%

Value $18.53M Shares 340,000 Est. Cost $54.51 Unrealized —

DE DEERE & CO 0.1%

Value $18.43M Shares 149,100 Est. Cost $102.54 Unrealized +0.2%

— DISH NETWORK CORP 0.1%

Value $18.2M Shares 290,000 Est. Cost $61.50 Unrealized —

WMB WILLIAMS COS INC DEL 0.1%

Value $18.17M Shares 600,000 Est. Cost $18.24 Unrealized +2.3%

— ALTABA INC 0.1%

Value $17.98M Shares 330,000 Est. Cost $54.48 Unrealized —

MDLZ MONDELEZ INTL INC 0.1%

Value $17.71M Shares 410,000 Est. Cost $36.39 Unrealized +0.8%

— MARVELL TECHNOLOGY GROUP LTD 0.1%

Value $17.68M Shares 1,070,000 Est. Cost $16.52 Unrealized —

— CDK GLOBAL INC 0.1%

Value $17.38M Shares 280,000 Est. Cost $62.64 Unrealized —

BMO BANK MONTREAL QUE 0.1%

Value $17.27M Shares 235,500 Est. Cost $37.76 Unrealized +32.2%

PFG PRINCIPAL FINL GROUP INC 0.1%

Value $17.01M Shares 265,425 Est. Cost $43.67 Unrealized +4.6%

CMI CUMMINS INC 0.1%

Value $16.75M Shares 103,240 Est. Cost $111.91 Unrealized +10.6%

TMUS T MOBILE US INC 0.1%

Value $16.37M Shares 270,000 Est. Cost $62.83 Unrealized +0.2%

IP INTL PAPER CO 0.1%

Value $16M Shares 282,700 Est. Cost $32.39 Unrealized +7.3%

— DR PEPPER SNAPPLE GROUP INC 0.1%

Value $15.86M Shares 174,108 Est. Cost $89.62 Unrealized —

TROW PRICE T ROWE GROUP INC 0.1%

Value $15.7M Shares 211,605 Est. Cost $50.93 Unrealized +1.9%

— SEAGATE TECHNOLOGY PLC 0.1%

Value $15.33M Shares 395,700 Est. Cost $42.15 Unrealized —

EC ECOPETROL S A 0.1%

Value $15.16M Shares 1,668,300 Est. Cost $9.15 Unrealized —

EG EVEREST RE GROUP LTD 0.1%

Value $14.92M Shares 58,604 Est. Cost $148.00 Unrealized +39.6%

PAYX PAYCHEX INC 0.1%

Value $14.73M Shares 258,651 Est. Cost $33.37 Unrealized +36.1%

— GROUPE CGI INC 0.1%

Value $13.48M Shares 264,200 Est. Cost $46.40 Unrealized —

GD GENERAL DYNAMICS CORP 0.1%

Value $13.32M Shares 67,240 Est. Cost $146.22 Unrealized +10.8%

— GLAXOSMITHKLINE PLC 0.1%

Value $13.14M Shares 304,800 Est. Cost $42.37 Unrealized —

FE FIRSTENERGY CORP 0.1%

Value $12.95M Shares 444,200 Est. Cost $20.84 Unrealized 0.0%

TMUS T MOBILE US INC 0.1%

Value $12.95M Shares 213,550 Est. Cost $62.83 Unrealized +0.2%

COF CAPITAL ONE FINL CORP 0.1%

Value $12.71M Shares 153,837 Est. Cost $62.11 Unrealized +12.6%

FFIV F5 NETWORKS INC 0.1%

Value $12.71M Shares 100,000 Est. Cost $121.15 Unrealized +8.1%

DOX AMDOCS LTD 0.1%

Value $12.63M Shares 195,976 Est. Cost $47.18 Unrealized +12.9%

HCA HCA HEALTHCARE INC 0.1%

Value $12.52M Shares 143,620 Est. Cost $75.10 Unrealized +4.7%

PH PARKER HANNIFIN CORP 0.1%

Value $12.52M Shares 78,330 Est. Cost $129.55 Unrealized +7.3%

MPC MARATHON PETE CORP 0.1%

Value $12.36M Shares 236,100 Est. Cost $38.85 Unrealized +1.7%

FIZZ NATIONAL BEVERAGE CORP 0.1%

Value $12.16M Shares 130,000 Est. Cost $22.59 Unrealized +55.9%

— CDK GLOBAL INC 0.1%

Value $12.07M Shares 194,514 Est. Cost $62.64 Unrealized —

SLF SUN LIFE FINL INC 0.1%

Value $12.07M Shares 338,000 Est. Cost $32.77 Unrealized +5.2%

— MARATHON OIL CORP 0.1%

Value $11.96M Shares 1,009,224 Est. Cost $18.09 Unrealized —

SYY SYSCO CORP 0.1%

Value $11.89M Shares 236,200 Est. Cost $42.60 Unrealized +0.1%

CNP CENTERPOINT ENERGY INC 0.1%

Value $11.88M Shares 433,900 Est. Cost $18.05 Unrealized +19.0%

— COMMERCEHUB INC 0.1%

Value $11.67M Shares 670,000 Est. Cost $15.80 Unrealized —

THO THOR INDS INC 0.1%

Value $11.58M Shares 110,785 Est. Cost $51.22 Unrealized +58.8%

CHT CHUNGHWA TELECOM CO LTD 0.1%

Value $11.58M Shares 328,747 Est. Cost $33.23 Unrealized —

HST HOST HOTELS & RESORTS INC 0.1%

Value $11.15M Shares 610,200 Est. Cost $13.14 Unrealized 0.0%

SNPS SYNOPSYS INC 0.1%

Value $11M Shares 150,800 Est. Cost $72.08 Unrealized +2.1%

DAL DELTA AIR LINES INC DEL 0.1%

Value $10.91M Shares 203,071 Est. Cost $38.30 Unrealized +15.7%

GLW CORNING INC 0.1%

Value $10.76M Shares 358,100 Est. Cost $20.97 Unrealized +8.6%

IAG IAMGOLD CORP 0.1%

Value $10.73M Shares 2,081,500 Est. Cost $4.11 Unrealized +9.6%

— ACTIVISION BLIZZARD INC 0.1%

Value $10.72M Shares 186,173 Est. Cost $37.74 Unrealized —

INGR INGREDION INC 0.1%

Value $10.57M Shares 88,707 Est. Cost $110.40 Unrealized +7.6%

— VIACOM INC NEW 0.1%

Value $10.56M Shares 314,700 Est. Cost $33.66 Unrealized —

— FOOT LOCKER INC 0.1%

Value $10.5M Shares 213,095 Est. Cost $60.28 Unrealized —

SQM SOCIEDAD QUIMICA MINERA DE C 0.1%

Value $10.43M Shares 315,878 Est. Cost $18.89 Unrealized —

AVY AVERY DENNISON CORP 0.1%

Value $10.39M Shares 117,564 Est. Cost $56.70 Unrealized +26.6%

— SK TELECOM LTD 0.1%

Value $9.975M Shares 388,600 Est. Cost $25.35 Unrealized —

— LAM RESEARCH CORP 0.1%

Value $9.914M Shares 70,100 Est. Cost $140.72 Unrealized —

— ENEL AMERICAS S A 0.1%

Value $9.867M Shares 1,046,340 Est. Cost $11.93 Unrealized —

— DISCOVER FINL SVCS 0.1%

Value $9.727M Shares 156,400 Est. Cost $70.49 Unrealized —

AMAT APPLIED MATLS INC 0.1%

Value $9.633M Shares 233,200 Est. Cost $33.00 Unrealized +17.0%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $9.556M Shares 181,775 Est. Cost $41.04 Unrealized 0.0%

— TWITTER INC 0.1%

Value $9.292M Shares 520,000 Est. Cost $18.25 Unrealized —

— MARVELL TECHNOLOGY GROUP LTD 0.1%

Value $9.146M Shares 553,647 Est. Cost $16.52 Unrealized —

— CAPITAL BK FINL CORP 0.0%

Value $8.919M Shares 234,104 Est. Cost $38.10 Unrealized —

LNC LINCOLN NATL CORP IND 0.0%

Value $8.779M Shares 129,903 Est. Cost $44.86 Unrealized +3.9%

PEG PUBLIC SVC ENTERPRISE GROUP 0.0%

Value $8.576M Shares 199,400 Est. Cost $32.70 Unrealized +0.6%

EFA ISHARES TR 0.0%

Value $8.543M Shares 131,021 Est. Cost $62.99 Unrealized —

— ADVANCED SEMICONDUCTOR ENGR 0.0%

Value $8.375M Shares 1,327,300 Est. Cost $5.77 Unrealized —

— DISH NETWORK CORP 0.0%

Value $8.134M Shares 129,608 Est. Cost $61.50 Unrealized —

— COACH INC 0.0%

Value $8.128M Shares 171,700 Est. Cost $37.36 Unrealized —

— CA INC 0.0%

Value $8.02M Shares 232,654 Est. Cost $30.71 Unrealized —

RJF RAYMOND JAMES FINANCIAL INC 0.0%

Value $7.998M Shares 99,700 Est. Cost $44.39 Unrealized -0.4%

CDNS CADENCE DESIGN SYSTEM INC 0.0%

Value $7.632M Shares 227,900 Est. Cost $33.28 Unrealized 0.0%

PKG PACKAGING CORP AMER 0.0%

Value $7.508M Shares 67,400 Est. Cost $70.13 Unrealized +11.3%

AGO ASSURED GUARANTY LTD 0.0%

Value $7.425M Shares 177,876 Est. Cost $21.19 Unrealized +60.5%

HAL HALLIBURTON CO 0.0%

Value $7.265M Shares 170,100 Est. Cost $45.14 Unrealized -14.3%

— BAKER HUGHES INC 0.0%

Value $7.146M Shares 131,104 Est. Cost $54.51 Unrealized —

GT GOODYEAR TIRE & RUBR CO 0.0%

Value $7.09M Shares 202,800 Est. Cost $29.68 Unrealized +16.0%

CXW CORECIVIC INC 0.0%

Value $6.964M Shares 252,500 Est. Cost $24.00 Unrealized 0.0%

— HRG GROUP INC 0.0%

Value $6.878M Shares 388,352 Est. Cost $19.32 Unrealized —

SANM SANMINA CORPORATION 0.0%

Value $6.747M Shares 177,093 Est. Cost $22.74 Unrealized +67.1%

BIIB BIOGEN INC 0.0%

Value $6.644M Shares 24,484 Est. Cost $265.53 Unrealized -0.4%

— SPECTRUM BRANDS HLDGS INC 0.0%

Value $6.638M Shares 53,086 Est. Cost $125.04 Unrealized —

IBN ICICI BK LTD 0.0%

Value $6.579M Shares 733,446 Est. Cost $8.63 Unrealized —

SEDG SOLAREDGE TECHNOLOGIES INC 0.0%

Value $6.477M Shares 323,855 Est. Cost $16.89 Unrealized +4.9%

— CITRIX SYS INC 0.0%

Value $6.444M Shares 80,978 Est. Cost $76.53 Unrealized —

M MACYS INC 0.0%

Value $6.431M Shares 276,700 Est. Cost $43.00 Unrealized -40.4%

CTAS CINTAS CORP 0.0%

Value $6.253M Shares 49,608 Est. Cost $20.24 Unrealized +40.7%

BAX BAXTER INTL INC 0.0%

Value $6.236M Shares 103,000 Est. Cost $44.25 Unrealized +10.9%

UNM UNUM GROUP 0.0%

Value $6.195M Shares 132,848 Est. Cost $46.37 Unrealized -0.8%

DTE DTE ENERGY CO 0.0%

Value $6.145M Shares 58,089 Est. Cost $60.91 Unrealized +11.5%

JLL JONES LANG LASALLE INC 0.0%

Value $6.118M Shares 48,943 Est. Cost $133.60 Unrealized -15.3%

OTEX OPEN TEXT CORP 0.0%

Value $5.894M Shares 187,000 Est. Cost $26.07 Unrealized +3.4%

FCX FREEPORT-MCMORAN INC 0.0%

Value $5.892M Shares 490,605 Est. Cost $10.55 Unrealized +4.4%

— DELL TECHNOLOGIES INC 0.0%

Value $5.892M Shares 96,416 Est. Cost $61.26 Unrealized —

FAF FIRST AMERN FINL CORP 0.0%

Value $5.844M Shares 130,776 Est. Cost $27.02 Unrealized +17.5%

DLX DELUXE CORP 0.0%

Value $5.683M Shares 82,098 Est. Cost $39.65 Unrealized +20.4%

— SCANA CORP NEW 0.0%

Value $5.629M Shares 84,000 Est. Cost $69.81 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $5.568M Shares 227,000 Est. Cost $21.17 Unrealized 0.0%

— TECH DATA CORP 0.0%

Value $5.559M Shares 55,038 Est. Cost $71.29 Unrealized —

THC TENET HEALTHCARE CORP 0.0%

Value $5.558M Shares 287,400 Est. Cost $18.55 Unrealized -6.0%

WMB WILLIAMS COS INC DEL 0.0%

Value $5.501M Shares 181,675 Est. Cost $18.24 Unrealized +2.3%

THG HANOVER INS GROUP INC 0.0%

Value $5.423M Shares 61,189 Est. Cost $62.39 Unrealized +6.8%

— WNS HOLDINGS LTD 0.0%

Value $5.415M Shares 157,600 Est. Cost $30.15 Unrealized —

WHR WHIRLPOOL CORP 0.0%

Value $5.352M Shares 27,930 Est. Cost $169.90 Unrealized +7.7%

CHE CHEMED CORP NEW 0.0%

Value $5.278M Shares 25,807 Est. Cost $131.90 Unrealized +46.5%

— SPDR SERIES TRUST 0.0%

Value $5.228M Shares 163,800 Est. Cost — Unrealized —

WM WASTE MGMT INC DEL 0.0%

Value $5.112M Shares 69,700 Est. Cost $60.93 Unrealized +2.6%

VZ VERIZON COMMUNICATIONS INC 0.0%

Value $5.087M Shares 113,900 Est. Cost $27.31 Unrealized +8.1%

CIG COMPANHIA ENERGETICA DE MINA 0.0%

Value $5.086M Shares 2,119,337 Est. Cost $6.33 Unrealized —

EME EMCOR GROUP INC 0.0%

Value $5.077M Shares 77,650 Est. Cost $63.44 Unrealized -1.9%

PPG PPG INDS INC 0.0%

Value $5.056M Shares 45,983 Est. Cost $92.15 Unrealized 0.0%

CHTR CHARTER COMMUNICATIONS INC N 0.0%

Value $5.033M Shares 14,940 Est. Cost $318.52 Unrealized +4.7%

FITB FIFTH THIRD BANCORP 0.0%

Value $5.008M Shares 192,900 Est. Cost $18.93 Unrealized -4.8%

BEN FRANKLIN RES INC 0.0%

Value $4.86M Shares 108,500 Est. Cost $27.48 Unrealized -1.6%

AGCO AGCO CORP 0.0%

Value $4.848M Shares 71,944 Est. Cost $39.81 Unrealized +30.3%

DAN DANA INCORPORATED 0.0%

Value $4.747M Shares 212,600 Est. Cost $16.36 Unrealized +3.2%

GNTX GENTEX CORP 0.0%

Value $4.732M Shares 249,429 Est. Cost $17.36 Unrealized +12.3%

RS RELIANCE STEEL & ALUMINUM CO 0.0%

Value $4.728M Shares 64,940 Est. Cost $77.83 Unrealized -3.9%

DRI DARDEN RESTAURANTS INC 0.0%

Value $4.649M Shares 51,400 Est. Cost $68.78 Unrealized 0.0%

LAMR LAMAR ADVERTISING CO NEW 0.0%

Value $4.591M Shares 62,400 Est. Cost $73.57 Unrealized —

LDOS LEIDOS HLDGS INC 0.0%

Value $4.507M Shares 87,200 Est. Cost $46.60 Unrealized +0.2%

APLE APPLE HOSPITALITY REIT INC 0.0%

Value $4.498M Shares 240,400 Est. Cost $19.10 Unrealized —

INDA ISHARES TR 0.0%

Value $4.497M Shares 140,100 Est. Cost $31.48 Unrealized —

TECK TECK RESOURCES LTD 0.0%

Value $4.292M Shares 247,898 Est. Cost $8.70 Unrealized +119.8%

ACCO ACCO BRANDS CORP 0.0%

Value $4.279M Shares 367,338 Est. Cost $5.96 Unrealized +45.5%

— MCDERMOTT INTL INC 0.0%

Value $4.274M Shares 596,150 Est. Cost $6.76 Unrealized —

— WYNDHAM WORLDWIDE CORP 0.0%

Value $4.247M Shares 42,300 Est. Cost $78.32 Unrealized —

— U S CONCRETE INC 0.0%

Value $4.202M Shares 53,500 Est. Cost — Unrealized —

ESNT ESSENT GROUP LTD 0.0%

Value $4.069M Shares 109,546 Est. Cost $17.88 Unrealized +83.8%

LOPE GRAND CANYON ED INC 0.0%

Value $4.038M Shares 51,500 Est. Cost $62.88 Unrealized +21.7%

NUE NUCOR CORP 0.0%

Value $3.987M Shares 68,900 Est. Cost $49.35 Unrealized -1.8%

NVDA NVIDIA CORP 0.0%

Value $3.961M Shares 27,400 Est. Cost $2.51 Unrealized +24.9%

EOG EOG RES INC 0.0%

Value $3.956M Shares 43,700 Est. Cost — Unrealized —

— SILICONWARE PRECISION INDS L 0.0%

Value $3.913M Shares 491,000 Est. Cost $7.42 Unrealized —

C CITIGROUP INC 0.0%

Value $3.799M Shares 56,800 Est. Cost $38.66 Unrealized +20.2%

GEO GEO GROUP INC NEW 0.0%

Value $3.747M Shares 126,700 Est. Cost $21.42 Unrealized 0.0%

FCX FREEPORT-MCMORAN INC 0.0%

Value $3.699M Shares 308,000 Est. Cost $10.55 Unrealized +4.4%

XHR XENIA HOTELS & RESORTS INC 0.0%

Value $3.537M Shares 182,600 Est. Cost $18.83 Unrealized —

DRH DIAMONDROCK HOSPITALITY CO 0.0%

Value $3.536M Shares 322,900 Est. Cost $10.96 Unrealized —

CPS COOPER STD HLDGS INC 0.0%

Value $3.51M Shares 34,800 Est. Cost $87.48 Unrealized +22.4%

CACI CACI INTL INC 0.0%

Value $3.489M Shares 27,900 Est. Cost $113.20 Unrealized +7.3%

WNC WABASH NATL CORP 0.0%

Value $3.466M Shares 157,700 Est. Cost $11.18 Unrealized +58.2%

PRGO PERRIGO CO PLC 0.0%

Value $3.413M Shares 45,199 Est. Cost $76.04 Unrealized -5.7%

— TUPPERWARE BRANDS CORP 0.0%

Value $3.387M Shares 48,227 Est. Cost $59.79 Unrealized —

— AETNA INC NEW 0.0%

Value $3.382M Shares 22,277 Est. Cost $109.53 Unrealized —

RCL ROYAL CARIBBEAN CRUISES LTD 0.0%

Value $3.375M Shares 30,900 Est. Cost $97.28 Unrealized 0.0%

HELE HELEN OF TROY CORP LTD 0.0%

Value $3.357M Shares 35,673 Est. Cost $95.02 Unrealized -2.0%

VLRS CONTROLADORA VUELA CIA DE AV 0.0%

Value $3.342M Shares 229,700 Est. Cost $14.16 Unrealized —

TLK P T TELEKOMUNIKASI INDONESIA 0.0%

Value $3.293M Shares 97,800 Est. Cost $31.24 Unrealized —

— MERITOR INC 0.0%

Value $3.251M Shares 195,700 Est. Cost $16.61 Unrealized —

CVSA ADTALEM GLOBAL ED INC 0.0%

Value $3.226M Shares 85,000 Est. Cost $37.28 Unrealized 0.0%

— BED BATH & BEYOND INC 0.0%

Value $3.212M Shares 105,642 Est. Cost $53.31 Unrealized —

PLUS EPLUS INC 0.0%

Value $3.185M Shares 42,982 Est. Cost $29.37 Unrealized +23.4%

— ISRAEL CHEMICALS LTD 0.0%

Value $3.164M Shares 670,340 Est. Cost $4.10 Unrealized —

TD TORONTO DOMINION BK ONT 0.0%

Value $3.105M Shares 61,700 Est. Cost $40.25 Unrealized +19.8%

SON SONOCO PRODS CO 0.0%

Value $3.098M Shares 60,240 Est. Cost $38.40 Unrealized -0.0%

AGRO ADECOAGRO S A 0.0%

Value $3.098M Shares 310,153 Est. Cost $9.75 Unrealized -0.3%

— SCRIPPS NETWORKS INTERACT IN 0.0%

Value $3.065M Shares 44,875 Est. Cost $78.46 Unrealized —

VC VISTEON CORP 0.0%

Value $3.062M Shares 30,000 Est. Cost $98.32 Unrealized 0.0%

MOS MOSAIC CO NEW 0.0%

Value $3.008M Shares 131,760 Est. Cost $24.16 Unrealized -11.8%

WD WALKER & DUNLOP INC 0.0%

Value $2.995M Shares 61,327 Est. Cost $19.28 Unrealized +98.0%

BTI BRITISH AMERN TOB PLC 0.0%

Value $2.824M Shares 41,200 Est. Cost $121.62 Unrealized —

— 51JOB INC 0.0%

Value $2.809M Shares 62,800 Est. Cost $44.73 Unrealized —

INN SUMMIT HOTEL PPTYS 0.0%

Value $2.805M Shares 150,400 Est. Cost $18.39 Unrealized —

— STAPLES INC 0.0%

Value $2.768M Shares 274,900 Est. Cost $10.07 Unrealized —

HAS HASBRO INC 0.0%

Value $2.76M Shares 24,753 Est. Cost $64.42 Unrealized +18.7%

ASR GRUPO AEROPORTUARIO DEL SURE 0.0%

Value $2.756M Shares 13,100 Est. Cost $201.52 Unrealized —

GEF GREIF INC 0.0%

Value $2.677M Shares 48,000 Est. Cost $40.75 Unrealized +2.1%

— TENNECO INC 0.0%

Value $2.654M Shares 45,900 Est. Cost $57.82 Unrealized —

AIT APPLIED INDL TECHNOLOGIES IN 0.0%

Value $2.628M Shares 44,500 Est. Cost $54.14 Unrealized -0.1%

— NUTRI SYS INC NEW 0.0%

Value $2.618M Shares 50,300 Est. Cost $52.36 Unrealized —

— BONANZA CREEK ENERGY INC 0.0%

Value $2.533M Shares 79,873 Est. Cost $31.71 Unrealized —

— PUTMAN HIGH INCOME SEC FUND 0.0%

Value $2.52M Shares 286,658 Est. Cost $8.75 Unrealized —

PLCE CHILDRENS PL INC 0.0%

Value $2.512M Shares 24,600 Est. Cost $108.87 Unrealized +0.8%

— M D C HLDGS INC 0.0%

Value $2.508M Shares 71,000 Est. Cost $30.70 Unrealized —

— NAVIGANT CONSULTING INC 0.0%

Value $2.476M Shares 125,312 Est. Cost $24.73 Unrealized —

— OWENS ILL INC 0.0%

Value $2.466M Shares 103,100 Est. Cost $23.92 Unrealized —

LCII LCI INDS 0.0%

Value $2.429M Shares 23,721 Est. Cost $81.42 Unrealized -10.3%

LSAK NET 1 UEPS TECHNOLOGIES INC 0.0%

Value $2.367M Shares 240,041 Est. Cost $10.71 Unrealized -4.7%

— QUALITY CARE PPTYS INC 0.0%

Value $2.329M Shares 127,200 Est. Cost $18.36 Unrealized —

OMC OMNICOM GROUP INC 0.0%

Value $2.322M Shares 28,009 Est. Cost $59.37 Unrealized +3.5%

GYRO GYRODYNE LLC 0.0%

Value $2.318M Shares 113,088 Est. Cost $19.48 Unrealized +2.4%

SUPV GRUPO SUPERVIELLE S A 0.0%

Value $2.265M Shares 125,298 Est. Cost $12.79 Unrealized —

GHC GRAHAM HLDGS CO 0.0%

Value $2.159M Shares 3,600 Est. Cost $549.24 Unrealized 0.0%

UMC UNITED MICROELECTRONICS CORP 0.0%

Value $2.088M Shares 855,800 Est. Cost $1.87 Unrealized —

UVV UNIVERSAL CORP VA 0.0%

Value $2.077M Shares 32,100 Est. Cost $64.62 Unrealized +7.4%

— CHESAPEAKE ENERGY CORP 0.0%

Value $2.04M Shares 410,402 Est. Cost $5.97 Unrealized —

WCC WESCO INTL INC 0.0%

Value $2M Shares 34,900 Est. Cost $57.03 Unrealized +5.8%

MFC MANULIFE FINL CORP 0.0%

Value $1.928M Shares 103,000 Est. Cost $17.52 Unrealized +0.6%

MUR MURPHY OIL CORP 0.0%

Value $1.891M Shares 73,800 Est. Cost $28.18 Unrealized -32.3%

OEC ORION ENGINEERED CARBONS S A 0.0%

Value $1.843M Shares 92,400 Est. Cost $19.18 Unrealized -1.2%

— SYKES ENTERPRISES INC 0.0%

Value $1.787M Shares 53,286 Est. Cost $29.10 Unrealized —

— DU PONT E I DE NEMOURS & CO 0.0%

Value $1.781M Shares 22,068 Est. Cost $80.33 Unrealized —

EXPD EXPEDITORS INTL WASH INC 0.0%

Value $1.77M Shares 31,343 Est. Cost $38.77 Unrealized +27.5%

— MEREDITH CORP 0.0%

Value $1.747M Shares 29,385 Est. Cost $48.31 Unrealized —

— OASIS PETE INC NEW 0.0%

Value $1.712M Shares 212,700 Est. Cost $9.28 Unrealized —

— SILVERBOW RES INC 0.0%

Value $1.653M Shares 63,200 Est. Cost $26.16 Unrealized —

— SODASTREAM INTERNATIONAL LTD 0.0%

Value $1.643M Shares 30,700 Est. Cost $49.23 Unrealized —

CSGS CSG SYS INTL INC 0.0%

Value $1.615M Shares 39,800 Est. Cost $32.31 Unrealized +1.5%

CENTA CENTRAL GARDEN & PET CO 0.0%

Value $1.612M Shares 53,700 Est. Cost $23.66 Unrealized +8.1%

— SPX CORP 0.0%

Value $1.611M Shares 64,036 Est. Cost $25.02 Unrealized —

FSLR FIRST SOLAR INC 0.0%

Value $1.575M Shares 39,500 Est. Cost $34.85 Unrealized -2.5%

NTGR NETGEAR INC 0.0%

Value $1.569M Shares 36,400 Est. Cost $31.62 Unrealized -10.1%

— NAVIGATORS GROUP INC 0.0%

Value $1.554M Shares 28,314 Est. Cost $83.35 Unrealized —

PGR PROGRESSIVE CORP OHIO 0.0%

Value $1.554M Shares 35,250 Est. Cost $32.08 Unrealized 0.0%

SNA SNAP ON INC 0.0%

Value $1.548M Shares 9,800 Est. Cost $122.28 Unrealized +7.8%

— PRECISION DRILLING CORP 0.0%

Value $1.546M Shares 453,200 Est. Cost $8.05 Unrealized —

— TWITTER INC 0.0%

Value $1.541M Shares 86,242 Est. Cost $18.25 Unrealized —

— POTASH CORP SASK INC 0.0%

Value $1.529M Shares 93,829 Est. Cost $16.84 Unrealized —

— JUNIPER NETWORKS INC 0.0%

Value $1.48M Shares 53,100 Est. Cost $27.87 Unrealized —

SBS COMPANHIA DE SANEAMENTO BASI 0.0%

Value $1.458M Shares 153,100 Est. Cost $9.41 Unrealized —

ICFI ICF INTL INC 0.0%

Value $1.451M Shares 30,800 Est. Cost $49.61 Unrealized -8.3%

— OM ASSET MGMT PLC 0.0%

Value $1.444M Shares 97,200 Est. Cost $14.89 Unrealized —

HSBC HSBC HLDGS PLC 0.0%

Value $1.443M Shares 31,100 Est. Cost $35.98 Unrealized —

CBRE CBRE GROUP INC 0.0%

Value $1.441M Shares 39,600 Est. Cost $34.78 Unrealized 0.0%

INTU INTUIT 0.0%

Value $1.434M Shares 10,800 Est. Cost $59.38 Unrealized +105.5%

NSIT INSIGHT ENTERPRISES INC 0.0%

Value $1.396M Shares 34,902 Est. Cost $28.00 Unrealized +50.9%

— AMERICAN NATL INS CO 0.0%

Value $1.386M Shares 11,900 Est. Cost $113.16 Unrealized —

SMP STANDARD MTR PRODS INC 0.0%

Value $1.347M Shares 25,800 Est. Cost $49.89 Unrealized -0.1%

— CELESTICA INC 0.0%

Value $1.322M Shares 97,400 Est. Cost $10.99 Unrealized —

— TOWER INTL INC 0.0%

Value $1.315M Shares 58,565 Est. Cost $22.40 Unrealized —

MOG/A MOOG INC 0.0%

Value $1.312M Shares 18,300 Est. Cost $63.92 Unrealized 0.0%

MTZ MASTEC INC 0.0%

Value $1.269M Shares 28,100 Est. Cost $39.45 Unrealized +9.6%

ENVA ENOVA INTL INC 0.0%

Value $1.265M Shares 85,200 Est. Cost $14.15 Unrealized 0.0%

— MRC GLOBAL INC 0.0%

Value $1.26M Shares 76,300 Est. Cost $16.87 Unrealized —

— EXTERRAN CORP 0.0%

Value $1.257M Shares 47,078 Est. Cost $16.37 Unrealized —

— XEROX CORP 0.0%

Value $1.248M Shares 43,450 Est. Cost $28.72 Unrealized —

— BRIGGS & STRATTON CORP 0.0%

Value $1.246M Shares 51,700 Est. Cost $24.10 Unrealized —

— AU OPTRONICS CORP 0.0%

Value $1.237M Shares 271,300 Est. Cost $3.27 Unrealized —

— UNIT CORP 0.0%

Value $1.236M Shares 65,964 Est. Cost $15.62 Unrealized —

KOP KOPPERS HOLDINGS INC 0.0%

Value $1.236M Shares 34,200 Est. Cost $40.27 Unrealized -7.3%

WIT WIPRO LTD 0.0%

Value $1.193M Shares 229,400 Est. Cost $8.56 Unrealized —

ITUB ITAU UNIBANCO HLDG SA 0.0%

Value $1.148M Shares 103,871 Est. Cost $10.52 Unrealized —

— ENSCO PLC 0.0%

Value $1.13M Shares 218,900 Est. Cost $9.64 Unrealized —

SIMO SILICON MOTION TECHNOLOGY CO 0.0%

Value $1.056M Shares 21,900 Est. Cost $32.25 Unrealized —

ABBV ABBVIE INC 0.0%

Value $1.051M Shares 14,500 Est. Cost $45.64 Unrealized +2.9%

BTE BAYTEX ENERGY CORP 0.0%

Value $1.048M Shares 431,400 Est. Cost $2.88 Unrealized -1.5%

PNW PINNACLE WEST CAP CORP 0.0%

Value $1.03M Shares 12,100 Est. Cost $47.89 Unrealized +27.4%

ABG ASBURY AUTOMOTIVE GROUP INC 0.0%

Value $1.029M Shares 18,200 Est. Cost $57.49 Unrealized 0.0%

WIX WIX COM LTD 0.0%

Value $995K Shares 14,300 Est. Cost $74.73 Unrealized 0.0%

UPS UNITED PARCEL SERVICE INC 0.0%

Value $984K Shares 8,900 Est. Cost $69.46 Unrealized +11.3%

VALE VALE S A 0.0%

Value $982K Shares 112,200 Est. Cost $9.50 Unrealized —

— ROWAN COMPANIES PLC 0.0%

Value $965K Shares 94,200 Est. Cost $16.73 Unrealized —

JBL JABIL INC 0.0%

Value $925K Shares 31,700 Est. Cost $19.50 Unrealized +42.2%

BIGGQ BIG LOTS INC 0.0%

Value $923K Shares 19,100 Est. Cost $39.76 Unrealized -3.0%

CENT CENTRAL GARDEN & PET CO 0.0%

Value $903K Shares 28,400 Est. Cost $17.95 Unrealized +47.6%

RF REGIONS FINL CORP NEW 0.0%

Value $875K Shares 59,800 Est. Cost $10.15 Unrealized 0.0%

— AMERICAN EQTY INVT LIFE HLD 0.0%

Value $854K Shares 32,492 Est. Cost $25.19 Unrealized —

SBRA SABRA HEALTH CARE REIT INC 0.0%

Value $853K Shares 35,400 Est. Cost $25.81 Unrealized —

— NOBLE CORP PLC 0.0%

Value $849K Shares 234,600 Est. Cost $7.67 Unrealized —

PG PROCTER AND GAMBLE CO 0.0%

Value $845K Shares 9,700 Est. Cost $70.14 Unrealized 0.0%

AGM FEDERAL AGRIC MTG CORP 0.0%

Value $841K Shares 13,000 Est. Cost $36.30 Unrealized +25.0%

GGB GERDAU S A 0.0%

Value $818K Shares 268,100 Est. Cost $3.21 Unrealized —

— ATWOOD OCEANICS INC 0.0%

Value $793K Shares 97,240 Est. Cost $9.41 Unrealized —

CSL CARLISLE COS INC 0.0%

Value $782K Shares 8,200 Est. Cost $96.97 Unrealized -6.5%

— VONAGE HLDGS CORP 0.0%

Value $774K Shares 118,275 Est. Cost $6.47 Unrealized —

CNI CANADIAN NATL RY CO 0.0%

Value $773K Shares 9,540 Est. Cost $50.53 Unrealized +28.8%

BCE BCE INC 0.0%

Value $757K Shares 16,800 Est. Cost $23.11 Unrealized +15.1%

— CHIPMOS TECHNOLOGIES INC 0.0%

Value $745K Shares 37,700 Est. Cost $19.76 Unrealized —

— DIAMOND OFFSHORE DRILLING IN 0.0%

Value $735K Shares 67,900 Est. Cost $19.98 Unrealized —

XYL XYLEM INC 0.0%

Value $691K Shares 12,460 Est. Cost $45.42 Unrealized +3.4%

EMBJ EMBRAER S A 0.0%

Value $684K Shares 37,500 Est. Cost $18.24 Unrealized —

— QIWI PLC 0.0%

Value $647K Shares 26,200 Est. Cost $14.32 Unrealized —

— SOUTHWESTERN ENERGY CO 0.0%

Value $640K Shares 105,283 Est. Cost $8.83 Unrealized —

MEOH METHANEX CORP 0.0%

Value $634K Shares 14,400 Est. Cost $43.69 Unrealized 0.0%

RM REGIONAL MGMT CORP 0.0%

Value $619K Shares 26,212 Est. Cost $12.93 Unrealized +34.3%

PLOW DOUGLAS DYNAMICS INC 0.0%

Value $617K Shares 18,745 Est. Cost $21.87 Unrealized +41.2%

— AGRIUM INC 0.0%

Value $611K Shares 6,751 Est. Cost $90.60 Unrealized —

JHG JANUS HENDERSON GROUP PLC 0.0%

Value $598K Shares 18,073 Est. Cost $32.71 Unrealized 0.0%

— DELPHI AUTOMOTIVE PLC 0.0%

Value $596K Shares 6,800 Est. Cost $87.65 Unrealized —

— AVON PRODS INC 0.0%

Value $586K Shares 154,100 Est. Cost $4.00 Unrealized —

OKE ONEOK INC NEW 0.0%

Value $583K Shares 11,175 Est. Cost $31.60 Unrealized -4.1%

QUAD QUAD / GRAPHICS INC 0.0%

Value $573K Shares 25,000 Est. Cost $25.63 Unrealized -7.1%

— TATA MTRS LTD 0.0%

Value $572K Shares 17,321 Est. Cost $36.12 Unrealized —

— TE CONNECTIVITY LTD 0.0%

Value $566K Shares 7,200 Est. Cost $78.61 Unrealized —

JKHY HENRY JACK & ASSOC INC 0.0%

Value $552K Shares 5,310 Est. Cost $51.33 Unrealized +75.5%

— CRANE CO 0.0%

Value $548K Shares 6,900 Est. Cost $73.84 Unrealized —

PRAA PRA GROUP INC 0.0%

Value $546K Shares 14,400 Est. Cost $36.00 Unrealized -3.2%

SCL STEPAN CO 0.0%

Value $523K Shares 6,000 Est. Cost $78.25 Unrealized +7.5%

ETN EATON CORP PLC 0.0%

Value $521K Shares 6,700 Est. Cost $63.97 Unrealized 0.0%

VYX NCR CORP NEW 0.0%

Value $519K Shares 12,700 Est. Cost $26.21 Unrealized -3.2%

NWSA NEWS CORP NEW 0.0%

Value $508K Shares 37,099 Est. Cost $10.67 Unrealized +11.2%

DVN DEVON ENERGY CORP NEW 0.0%

Value $499K Shares 15,600 Est. Cost $43.98 Unrealized -41.2%

— PENNYMAC FINL SVCS INC 0.0%

Value $497K Shares 29,750 Est. Cost $12.04 Unrealized —

EXC EXELON CORP 0.0%

Value $487K Shares 13,500 Est. Cost $18.86 Unrealized 0.0%

— SINA CORP 0.0%

Value $484K Shares 5,700 Est. Cost $84.91 Unrealized —

GILD GILEAD SCIENCES INC 0.0%

Value $481K Shares 6,800 Est. Cost $59.57 Unrealized -18.9%

SM SM ENERGY CO 0.0%

Value $469K Shares 28,358 Est. Cost $25.33 Unrealized -29.8%

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $468K Shares 24,600 Est. Cost $18.37 Unrealized 0.0%

IPAR INTER PARFUMS INC 0.0%

Value $465K Shares 12,700 Est. Cost $35.26 Unrealized +1.9%

— BLACKROCK CAPITAL INVESTMENT 0.0%

Value $451K Shares 60,188 Est. Cost $8.62 Unrealized —

CELJF CELLCOM ISRAEL LTD 0.0%

Value $446K Shares 46,361 Est. Cost $10.06 Unrealized -1.8%

— NATIONAL OILWELL VARCO INC 0.0%

Value $438K Shares 13,290 Est. Cost $34.37 Unrealized —

— WELLCARE HEALTH PLANS INC 0.0%

Value $431K Shares 2,400 Est. Cost $140.42 Unrealized —

— DENBURY RES INC 0.0%

Value $421K Shares 275,208 Est. Cost $3.86 Unrealized —

— CLIFFS NAT RES INC 0.0%

Value $412K Shares 59,500 Est. Cost $7.32 Unrealized —

BBD BANCO BRADESCO S A 0.0%

Value $407K Shares 47,869 Est. Cost $9.25 Unrealized —

MRK MERCK & CO INC 0.0%

Value $404K Shares 6,300 Est. Cost $43.89 Unrealized +6.0%

PVH PVH CORP 0.0%

Value $401K Shares 3,500 Est. Cost $93.24 Unrealized +9.8%

— CELGENE CORP 0.0%

Value $390K Shares 3,000 Est. Cost $126.33 Unrealized —

SNX SYNNEX CORP 0.0%

Value $384K Shares 3,200 Est. Cost $53.56 Unrealized -5.6%

JBSS SANFILIPPO JOHN B & SON INC 0.0%

Value $382K Shares 6,050 Est. Cost $54.49 Unrealized +22.4%

AMGN AMGEN INC 0.0%

Value $379K Shares 2,200 Est. Cost $89.17 Unrealized +40.6%

— COOPER TIRE & RUBR CO 0.0%

Value $379K Shares 10,500 Est. Cost $33.95 Unrealized —

— BANKRATE INC DEL 0.0%

Value $377K Shares 29,300 Est. Cost $12.87 Unrealized —

AD UNITED STATES CELLULAR CORP 0.0%

Value $376K Shares 9,800 Est. Cost $22.66 Unrealized -1.1%

ZD J2 GLOBAL INC 0.0%

Value $374K Shares 4,400 Est. Cost $73.76 Unrealized +1.2%

— OMEGA PROTEIN CORP 0.0%

Value $374K Shares 20,900 Est. Cost $19.59 Unrealized —

— QUALITY SYS INC 0.0%

Value $365K Shares 21,200 Est. Cost $15.49 Unrealized —

ADM ARCHER DANIELS MIDLAND CO 0.0%

Value $360K Shares 8,700 Est. Cost $34.40 Unrealized -3.4%

ORI OLD REP INTL CORP 0.0%

Value $355K Shares 18,200 Est. Cost $9.02 Unrealized +11.8%

SUPN SUPERNUS PHARMACEUTICALS INC 0.0%

Value $353K Shares 8,200 Est. Cost $26.80 Unrealized +32.8%

ARW ARROW ELECTRS INC 0.0%

Value $353K Shares 4,500 Est. Cost $57.51 Unrealized +29.9%

— CAPELLA EDUCATION COMPANY 0.0%

Value $351K Shares 4,100 Est. Cost $85.30 Unrealized —

— SPRINT CORP 0.0%

Value $350K Shares 42,583 Est. Cost $8.51 Unrealized —

SCHL SCHOLASTIC CORP 0.0%

Value $349K Shares 8,000 Est. Cost $35.89 Unrealized 0.0%

— BLUCORA INC 0.0%

Value $343K Shares 16,200 Est. Cost $21.17 Unrealized —

— CENTURYLINK INC 0.0%

Value $339K Shares 14,200 Est. Cost $23.81 Unrealized —

LNWO SCIENTIFIC GAMES CORP 0.0%

Value $337K Shares 12,900 Est. Cost $20.11 Unrealized +18.3%

BPOP POPULAR INC 0.0%

Value $334K Shares 8,000 Est. Cost $32.70 Unrealized -5.3%

MTD METTLER TOLEDO INTERNATIONAL 0.0%

Value $330K Shares 560 Est. Cost $457.08 Unrealized +19.9%

— PINNACLE ENTMT INC NEW 0.0%

Value $326K Shares 16,500 Est. Cost $19.58 Unrealized —

CRL CHARLES RIV LABS INTL INC 0.0%

Value $324K Shares 3,200 Est. Cost $86.49 Unrealized +6.4%

MUSA MURPHY USA INC 0.0%

Value $324K Shares 4,374 Est. Cost $58.49 Unrealized +16.3%

— BARNES GROUP INC 0.0%

Value $322K Shares 5,500 Est. Cost $52.64 Unrealized —

CNA CNA FINL CORP 0.0%

Value $322K Shares 6,600 Est. Cost $23.29 Unrealized +7.8%

— TRINSEO S A 0.0%

Value $316K Shares 4,600 Est. Cost $67.15 Unrealized —

BAC BANK AMER CORP 0.0%

Value $315K Shares 13,000 Est. Cost $19.36 Unrealized -1.3%

PAG PENSKE AUTOMOTIVE GRP INC 0.0%

Value $312K Shares 7,100 Est. Cost $48.63 Unrealized -9.4%

UTHR UNITED THERAPEUTICS CORP DEL 0.0%

Value $311K Shares 2,400 Est. Cost $141.46 Unrealized -11.8%

DGX QUEST DIAGNOSTICS INC 0.0%

Value $311K Shares 2,800 Est. Cost $80.32 Unrealized +11.0%

— INTERPUBLIC GROUP COS INC 0.0%

Value $310K Shares 12,600 Est. Cost $15.97 Unrealized +8.9%

— PRA HEALTH SCIENCES INC 0.0%

Value $308K Shares 4,100 Est. Cost $65.98 Unrealized —

— DONNELLEY R R & SONS CO 0.0%

Value $308K Shares 24,600 Est. Cost $12.52 Unrealized —

CNDT CONDUENT INC 0.0%

Value $307K Shares 19,260 Est. Cost $15.39 Unrealized +6.5%

FTI TECHNIPFMC PLC 0.0%

Value $306K Shares 11,316 Est. Cost $22.64 Unrealized -8.6%

SKYW SKYWEST INC 0.0%

Value $302K Shares 8,600 Est. Cost $16.90 Unrealized +107.7%

TDS TELEPHONE & DATA SYS INC 0.0%

Value $302K Shares 10,900 Est. Cost $28.39 Unrealized -3.2%

— ATLAS AIR WORLDWIDE HLDGS IN 0.0%

Value $302K Shares 5,800 Est. Cost $42.27 Unrealized —

MERC MERCER INTL INC 0.0%

Value $301K Shares 26,200 Est. Cost $8.56 Unrealized 0.0%

— TIER REIT INC 0.0%

Value $298K Shares 16,100 Est. Cost $18.51 Unrealized —

— BARRACUDA NETWORKS INC 0.0%

Value $297K Shares 12,900 Est. Cost $23.02 Unrealized —

— INC RESH HLDGS INC 0.0%

Value $293K Shares 5,000 Est. Cost $45.80 Unrealized —

RLJ RLJ LODGING TR 0.0%

Value $290K Shares 14,600 Est. Cost $19.86 Unrealized —

— NABORS INDUSTRIES LTD 0.0%

Value $290K Shares 35,663 Est. Cost $9.70 Unrealized —

KBH KB HOME 0.0%

Value $290K Shares 12,100 Est. Cost $15.66 Unrealized +21.2%

— NRG YIELD INC 0.0%

Value $290K Shares 17,000 Est. Cost $17.32 Unrealized —

— SANDERSON FARMS INC 0.0%

Value $289K Shares 2,500 Est. Cost $103.93 Unrealized —

— VIACOM INC NEW 0.0%

Value $289K Shares 7,600 Est. Cost $45.11 Unrealized —

MCS MARCUS CORP 0.0%

Value $287K Shares 9,500 Est. Cost $31.27 Unrealized +3.3%

AA ALCOA CORP 0.0%

Value $287K Shares 8,800 Est. Cost $30.99 Unrealized 0.0%

MATV SCHWEITZER-MAUDUIT INTL INC 0.0%

Value $283K Shares 7,600 Est. Cost $27.92 Unrealized -7.0%

RDY DR REDDYS LABS LTD 0.0%

Value $282K Shares 6,700 Est. Cost $42.09 Unrealized —

MTG MGIC INVT CORP WIS 0.0%

Value $282K Shares 25,200 Est. Cost $10.75 Unrealized 0.0%

TTMI TTM TECHNOLOGIES INC 0.0%

Value $278K Shares 16,000 Est. Cost $15.57 Unrealized +7.8%

KAI KADANT INC 0.0%

Value $278K Shares 3,700 Est. Cost $65.60 Unrealized 0.0%

BDN BRANDYWINE RLTY TR 0.0%

Value $277K Shares 15,800 Est. Cost $17.53 Unrealized —

— NEW SR INVT GROUP INC 0.0%

Value $275K Shares 27,400 Est. Cost $10.18 Unrealized —

— INFRAREIT INC 0.0%

Value $274K Shares 14,300 Est. Cost $19.16 Unrealized —

RMAX RE MAX HLDGS INC 0.0%

Value $269K Shares 4,800 Est. Cost $47.12 Unrealized -0.3%

— GRAN TIERRA ENERGY INC 0.0%

Value $269K Shares 120,118 Est. Cost $2.64 Unrealized —

— JUST ENERGY GROUP INC 0.0%

Value $266K Shares 50,800 Est. Cost $5.24 Unrealized —

PSX PHILLIPS 66 0.0%

Value $265K Shares 3,200 Est. Cost $56.35 Unrealized -0.1%

CHH CHOICE HOTELS INTL INC 0.0%

Value $263K Shares 4,100 Est. Cost $59.46 Unrealized 0.0%

— CAMBREX CORP 0.0%

Value $263K Shares 4,400 Est. Cost $55.00 Unrealized —

— EXACTECH INC 0.0%

Value $263K Shares 8,821 Est. Cost $26.75 Unrealized —

TMHC TAYLOR MORRISON HOME CORP 0.0%

Value $262K Shares 10,900 Est. Cost $20.16 Unrealized +14.3%

— STRAYER ED INC 0.0%

Value $261K Shares 2,800 Est. Cost $80.36 Unrealized —

BANF BANCFIRST CORP 0.0%

Value $261K Shares 2,700 Est. Cost $39.11 Unrealized +1.7%

AIR AAR CORP 0.0%

Value $261K Shares 7,500 Est. Cost $33.86 Unrealized 0.0%

MRTN MARTEN TRANS LTD 0.0%

Value $260K Shares 9,500 Est. Cost $7.86 Unrealized +5.8%

— MANTECH INTL CORP 0.0%

Value $257K Shares 6,200 Est. Cost $34.68 Unrealized —

TDY TELEDYNE TECHNOLOGIES INC 0.0%

Value $255K Shares 2,000 Est. Cost $129.61 Unrealized 0.0%

CSIQ CANADIAN SOLAR INC 0.0%

Value $254K Shares 15,963 Est. Cost $13.38 Unrealized 0.0%

— VEDANTA LTD 0.0%

Value $253K Shares 16,300 Est. Cost $16.57 Unrealized —

— CADENCE BANCORPORATION 0.0%

Value $252K Shares 11,500 Est. Cost $21.91 Unrealized —

LAUR LAUREATE EDUCATION INC 0.0%

Value $251K Shares 14,300 Est. Cost $15.83 Unrealized 0.0%

— REGAL ENTMT GROUP 0.0%

Value $250K Shares 12,200 Est. Cost $20.49 Unrealized —

MMI MARCUS & MILLICHAP INC 0.0%

Value $248K Shares 9,400 Est. Cost $23.90 Unrealized -2.8%

— SUPERVALU INC 0.0%

Value $245K Shares 74,400 Est. Cost $3.29 Unrealized —

BSET BASSETT FURNITURE INDS INC 0.0%

Value $243K Shares 6,400 Est. Cost $19.82 Unrealized 0.0%

OGS ONE GAS INC 0.0%

Value $242K Shares 3,461 Est. Cost $64.84 Unrealized +7.6%

— NATIONSTAR MTG HLDGS INC 0.0%

Value $242K Shares 13,500 Est. Cost $15.78 Unrealized —

UGI UGI CORP NEW 0.0%

Value $242K Shares 5,000 Est. Cost $49.72 Unrealized 0.0%

— TWO HBRS INVT CORP 0.0%

Value $241K Shares 24,300 Est. Cost $9.59 Unrealized —

— MFA FINL INC 0.0%

Value $237K Shares 28,200 Est. Cost $8.08 Unrealized —

MC MOELIS & CO 0.0%

Value $237K Shares 6,100 Est. Cost $19.80 Unrealized 0.0%

HTO SJW GROUP 0.0%

Value $236K Shares 4,800 Est. Cost $49.26 Unrealized +0.5%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $236K Shares 14,200 Est. Cost $13.75 Unrealized +1.1%

— SPARTANNASH CO 0.0%

Value $236K Shares 9,100 Est. Cost $35.00 Unrealized —

— HALYARD HEALTH INC 0.0%

Value $236K Shares 6,000 Est. Cost $38.13 Unrealized —

— CABOT MICROELECTRONICS CORP 0.0%

Value $236K Shares 3,200 Est. Cost $76.56 Unrealized —

— CHIMERA INVT CORP 0.0%

Value $233K Shares 12,500 Est. Cost $16.89 Unrealized —

— NUTRACEUTICAL INTL CORP 0.0%

Value $233K Shares 5,600 Est. Cost $41.61 Unrealized —

PK PARK HOTELS RESORTS INC 0.0%

Value $232K Shares 8,600 Est. Cost $26.98 Unrealized —

MGRC MCGRATH RENTCORP 0.0%

Value $232K Shares 6,700 Est. Cost $36.48 Unrealized -6.3%

FLXS FLEXSTEEL INDS INC 0.0%

Value $232K Shares 4,295 Est. Cost $35.47 Unrealized +17.3%

TBI TRUEBLUE INC 0.0%

Value $230K Shares 8,680 Est. Cost $22.76 Unrealized +17.3%

— HAWAIIAN HOLDINGS INC 0.0%

Value $230K Shares 4,900 Est. Cost $38.95 Unrealized —

— MAIDEN HOLDINGS LTD 0.0%

Value $230K Shares 20,700 Est. Cost $11.11 Unrealized —

— TPG SPECIALTY LENDING INC 0.0%

Value $229K Shares 11,200 Est. Cost $20.36 Unrealized —

MSI MOTOROLA SOLUTIONS INC 0.0%

Value $226K Shares 2,600 Est. Cost $74.79 Unrealized 0.0%

TPC TUTOR PERINI CORP 0.0%

Value $224K Shares 7,800 Est. Cost $29.61 Unrealized -4.0%

CAKE CHEESECAKE FACTORY INC 0.0%

Value $223K Shares 4,430 Est. Cost $41.41 Unrealized +18.2%

GTLS CHART INDS INC 0.0%

Value $222K Shares 6,400 Est. Cost $37.02 Unrealized -5.8%

— TRUSTCO BK CORP N Y 0.0%

Value $222K Shares 28,600 Est. Cost $7.87 Unrealized —

SIGI SELECTIVE INS GROUP INC 0.0%

Value $221K Shares 4,412 Est. Cost $28.83 Unrealized +50.8%

SLRC SOLAR CAP LTD 0.0%

Value $221K Shares 10,100 Est. Cost $9.41 Unrealized +2.9%

— TCP CAP CORP 0.0%

Value $220K Shares 13,000 Est. Cost $17.38 Unrealized —

RMR RMR GROUP INC 0.0%

Value $219K Shares 4,500 Est. Cost $26.77 Unrealized 0.0%

WU WESTERN UN CO 0.0%

Value $219K Shares 11,500 Est. Cost $20.35 Unrealized —

— CONSOL ENERGY INC 0.0%

Value $218K Shares 14,600 Est. Cost $16.78 Unrealized —

CULP CULP INC 0.0%

Value $218K Shares 6,700 Est. Cost $23.19 Unrealized +20.7%

NTAP NETAPP INC 0.0%

Value $216K Shares 5,400 Est. Cost $31.89 Unrealized 0.0%

— SELECT INCOME REIT 0.0%

Value $216K Shares 9,000 Est. Cost $25.78 Unrealized —

— WEST CORP 0.0%

Value $215K Shares 9,200 Est. Cost $24.46 Unrealized —

JKS JINKOSOLAR HLDG CO LTD 0.0%

Value $212K Shares 10,194 Est. Cost $20.80 Unrealized —

— UNIVERSAL FST PRODS INC 0.0%

Value $210K Shares 2,400 Est. Cost $98.52 Unrealized —

MASI MASIMO CORP 0.0%

Value $210K Shares 2,300 Est. Cost $82.32 Unrealized +11.5%

— EXPRESS SCRIPTS HLDG CO 0.0%

Value $204K Shares 3,200 Est. Cost $65.95 Unrealized —

AMKR AMKOR TECHNOLOGY INC 0.0%

Value $198K Shares 20,300 Est. Cost $9.61 Unrealized +9.7%

RIG TRANSOCEAN LTD 0.0%

Value $188K Shares 22,800 Est. Cost $13.01 Unrealized -21.5%

— BRIDGEPOINT ED INC 0.0%

Value $182K Shares 12,300 Est. Cost $7.24 Unrealized —

— TAILORED BRANDS INC 0.0%

Value $179K Shares 16,000 Est. Cost $14.94 Unrealized —

DAR DARLING INGREDIENTS INC 0.0%

Value $178K Shares 11,300 Est. Cost $15.45 Unrealized 0.0%

— FORUM ENERGY TECHNOLOGIES IN 0.0%

Value $178K Shares 11,400 Est. Cost $20.70 Unrealized —

— TRIPLE-S MGMT CORP 0.0%

Value $171K Shares 10,100 Est. Cost $24.46 Unrealized —

— PREFERRED APT CMNTYS INC 0.0%

Value $162K Shares 10,300 Est. Cost $15.73 Unrealized —

— ASHFORD HOSPITALITY TR INC 0.0%

Value $154K Shares 25,400 Est. Cost $6.06 Unrealized —

— WHITING PETE CORP NEW 0.0%

Value $148K Shares 26,800 Est. Cost $5.52 Unrealized —

UIS UNISYS CORP 0.0%

Value $147K Shares 11,500 Est. Cost $12.17 Unrealized 0.0%

ENIC ENEL CHILE S A 0.0%

Value $130K Shares 23,600 Est. Cost $5.72 Unrealized —

— ENERNOC INC 0.0%

Value $88,000 Shares 11,400 Est. Cost $7.72 Unrealized —

AMRC AMERESCO INC 0.0%

Value $85,000 Shares 11,100 Est. Cost $6.72 Unrealized 0.0%

— MANITOWOC INC 0.0%

Value $82,000 Shares 13,700 Est. Cost $5.99 Unrealized —

— DRIVE SHACK INC 0.0%

Value $58,000 Shares 18,480 Est. Cost $3.73 Unrealized —

T AT&T INC 0.0%

Value $56,000 Shares 1,481 Est. Cost $15.92 Unrealized 0.0%

— TURQUOISE HILL RES LTD 0.0%

Value $35,000 Shares 13,100 Est. Cost $3.21 Unrealized —

SID COMPANHIA SIDERURGICA NACION 0.0%

Value $35,000 Shares 16,300 Est. Cost $4.99 Unrealized —

— PARKER DRILLING CO 0.0%

Value $17,000 Shares 12,900 Est. Cost $2.63 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $13,000 Shares 11,200 Est. Cost $1.16 Unrealized —

— NII HLDGS INC 0.0%

Value $10,000 Shares 12,200 Est. Cost $5.34 Unrealized —

— SEADRILL LIMITED 0.0%

Value $5,000 Shares 14,103 Est. Cost $2.41 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
MSFT	MICROSOFT CORP	12,565,495	$866M	4.8%	$35.16	+77.3%	COM	594918104
ORCL	ORACLE CORP	14,190,193	$711M	3.9%	$28.22	+42.1%	COM	68389X105
AAPL	APPLE INC	4,692,769	$676M	3.7%	$19.45	+76.4%	COM	037833100
JNJ	JOHNSON & JOHNSON	5,049,909	$668M	3.7%	$64.29	+56.1%	COM	478160104
UNH	UNITEDHEALTH GROUP INC	3,587,013	$665M	3.7%	$72.46	+110.7%	COM	91324P102
MMM	3M CO	2,257,794	$470M	2.6%	$70.96	+75.7%	COM	88579Y101
GOOG	ALPHABET INC	514,091	$467M	2.6%	$36.01	+26.2%	CAP STK CL C	02079K107
AXP	AMERICAN EXPRESS CO	4,976,964	$419M	2.3%	$58.25	+20.7%	COM	025816109
PM	PHILIP MORRIS INTL INC	3,343,082	$393M	2.2%	$48.83	+52.1%	COM	718172109
MDT	MEDTRONIC PLC	4,372,844	$388M	2.1%	$59.64	+13.4%	SHS	G5960L103
GOOGL	ALPHABET INC	416,117	$387M	2.1%	$36.84	+26.0%	CAP STK CL A	02079K305
CSCO	CISCO SYS INC	11,852,086	$371M	2.0%	$17.19	+45.7%	COM	17275R102
ACN	ACCENTURE PLC IRELAND	2,796,469	$346M	1.9%	$74.18	+44.4%	SHS CLASS A	G1151C101
QCOM	QUALCOMM INC	5,898,843	$326M	1.8%	$48.26	-8.3%	COM	747525103
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	4,507,196	$299M	1.7%	$47.88	+17.8%	CL A	192446102
KO	COCA COLA CO	5,788,760	$260M	1.4%	$29.28	+15.0%	COM	191216100
BABA	ALIBABA GROUP HLDG LTD	1,817,740	$256M	1.4%	$98.53	—	SPONSORED ADS	01609W102
—	ALTABA INC	4,688,480	$255M	1.4%	$54.48	—	COM	021346101
ABT	ABBOTT LABS	5,251,959	$255M	1.4%	$31.81	+22.3%	COM	002824100
—	MONSANTO CO NEW	2,091,044	$247M	1.4%	$107.40	—	COM	61166W101
—	UNITED TECHNOLOGIES CORP	1,988,544	$243M	1.3%	$107.41	—	COM	913017109
EEM	ISHARES TR	5,572,288	$231M	1.3%	$36.05	—	MSCI EMG MKT ETF	464287234
ELV	ANTHEM INC	1,095,567	$206M	1.1%	$141.72	+13.2%	COM	036752103
EMR	EMERSON ELEC CO	3,436,646	$205M	1.1%	$46.01	+4.4%	COM	291011104
—	REYNOLDS AMERICAN INC	3,119,322	$203M	1.1%	$59.09	—	COM	761713106
COST	COSTCO WHSL CORP NEW	1,212,020	$194M	1.1%	$104.36	+44.7%	COM	22160K105
TSM	TAIWAN SEMICONDUCTOR MFG LTD	5,246,957	$183M	1.0%	$24.33	—	SPONSORED ADR	874039100
INFY	INFOSYS LTD	11,807,757	$177M	1.0%	$16.99	—	SPONSORED ADR	456788108
EWY	ISHARES	2,517,100	$171M	0.9%	$64.62	—	MSCI STH KOR ETF	464286772
SYK	STRYKER CORP	1,167,721	$162M	0.9%	$67.21	+85.6%	COM	863667101
PFE	PFIZER INC	4,783,377	$161M	0.9%	$20.91	+3.3%	COM	717081103
HON	HONEYWELL INTL INC	1,135,233	$151M	0.8%	$71.97	+37.2%	COM	438516106
HUM	HUMANA INC	569,109	$137M	0.8%	$140.85	+49.5%	COM	444859102
—	LEVEL 3 COMMUNICATIONS INC	2,286,500	$136M	0.7%	$57.75	—	COM NEW	52729N308
PEP	PEPSICO INC	1,162,140	$134M	0.7%	$69.64	+26.6%	COM	713448108
W	WAYFAIR INC	1,700,000	$131M	0.7%	$36.72	+61.4%	CL A	94419L101
USB	US BANCORP DEL	2,490,689	$129M	0.7%	$36.97	0.0%	COM NEW	902973304
MA	MASTERCARD INCORPORATED	1,061,408	$129M	0.7%	$81.41	+38.9%	CL A	57636Q104
—	TIME WARNER INC	1,241,148	$125M	0.7%	$99.45	—	COM NEW	887317303
BDX	BECTON DICKINSON & CO	606,340	$118M	0.7%	$93.28	+72.1%	COM	075887109
TXN	TEXAS INSTRS INC	1,536,234	$118M	0.7%	$53.59	+17.8%	COM	882508104
—	BARD C R INC	370,000	$117M	0.6%	$314.64	—	COM	067383109
SLB	SCHLUMBERGER LTD	1,741,895	$115M	0.6%	$58.35	-4.3%	COM	806857108
NKE	NIKE INC	1,897,460	$112M	0.6%	$41.26	+16.9%	CL B	654106103
—	CIMPRESS N V	1,160,000	$110M	0.6%	$88.57	—	SHS EURO	N20146101
GM	GENERAL MTRS CO	2,912,000	$102M	0.6%	$27.72	+4.8%	COM	37045V100
LQD	ISHARES TR	791,650	$95.4M	0.5%	$118.60	—	IBOXX INV CP ETF	464287242
—	LIBERTY MEDIA CORP DELAWARE	2,282,837	$95.19M	0.5%	$31.97	—	COM C SIRIUSXM	531229607
CVS	CVS HEALTH CORP	1,132,600	$91.13M	0.5%	$72.82	-17.2%	COM	126650100
—	TRIBUNE MEDIA CO	2,231,938	$91M	0.5%	$40.77	—	CL A	896047503
ITW	ILLINOIS TOOL WKS INC	620,436	$88.88M	0.5%	$62.09	+82.5%	COM	452308109
ZBH	ZIMMER BIOMET HLDGS INC	680,934	$87.43M	0.5%	$79.42	+39.1%	COM	98956P102
—	MOBILEYE N V AMSTELVEEN	1,375,600	$86.39M	0.5%	$61.57	—	ORD SHS	N51488117
EWT	ISHARES INC	2,290,600	$81.91M	0.5%	$29.56	—	MSCI TAIWAN ETF	46434G772
HDB	HDFC BANK LTD	904,124	$78.63M	0.4%	$57.28	—	ADR REPS 3 SHS	40415F101
JPM	JPMORGAN CHASE & CO	857,461	$78.37M	0.4%	$43.17	+58.7%	COM	46625H100
VFC	V F CORP	1,305,066	$75.17M	0.4%	$55.96	-7.8%	COM	918204108
—	RICE ENERGY INC	2,769,555	$73.75M	0.4%	$26.63	—	COM	762760106
CX	CEMEX SAB DE CV	7,786,325	$73.35M	0.4%	$6.14	—	SPON ADR NEW	151290889
HUN	HUNTSMAN CORP	2,801,119	$72.38M	0.4%	$24.77	0.0%	COM	447011107
LLY	LILLY ELI & CO	867,273	$71.38M	0.4%	$60.50	+17.8%	COM	532457108
HD	HOME DEPOT INC	458,775	$70.38M	0.4%	$93.98	+32.5%	COM	437076102
TDC	TERADATA CORP DEL	2,317,801	$68.35M	0.4%	$40.99	-28.6%	COM	88076W103
—	MOBILE TELESYSTEMS PJSC	7,901,416	$66.21M	0.4%	$8.59	—	SPONSORED ADR	607409109
ROK	ROCKWELL AUTOMATION INC	395,796	$64.1M	0.4%	$98.16	+37.0%	COM	773903109
IBKR	INTERACTIVE BROKERS GROUP IN	1,597,544	$59.78M	0.3%	$6.31	+33.1%	COM	45841N107
APH	AMPHENOL CORP NEW	798,021	$58.91M	0.3%	$11.90	+41.3%	CL A	032095101
TJX	TJX COS INC NEW	813,297	$58.7M	0.3%	$23.60	+41.5%	COM	872540109
—	ATLANTICA YIELD PLC	2,742,908	$58.59M	0.3%	$18.82	—	SHS	G0751N103
INTC	INTEL CORP	1,704,299	$57.5M	0.3%	$24.97	+18.4%	COM	458140100
STM	STMICROELECTRONICS N V	3,937,400	$56.62M	0.3%	$14.66	—	NY REGISTRY	861012102
VLO	VALERO ENERGY CORP NEW	823,686	$55.57M	0.3%	$41.58	+10.7%	COM	91913Y100
IBM	INTERNATIONAL BUSINESS MACHS	357,207	$54.95M	0.3%	$108.79	-4.6%	COM	459200101
TAL	TAL ED GROUP	432,960	$52.95M	0.3%	$33.92	—	ADS REPSTG COM	874080104
CACC	CREDIT ACCEP CORP MICH	203,000	$52.2M	0.3%	$196.10	+11.8%	COM	225310101
ADI	ANALOG DEVICES INC	661,992	$51.5M	0.3%	$42.12	+60.3%	COM	032654105
CARS	CARS COM INC	1,912,133	$50.92M	0.3%	$26.86	0.0%	COM	14575E105
ALLY	ALLY FINL INC	2,350,000	$49.12M	0.3%	$15.62	-2.4%	COM	02005N100
LOGI	LOGITECH INTL S A	1,319,093	$48.55M	0.3%	$24.52	+22.9%	SHS	H50430232
WMT	WAL-MART STORES INC	622,436	$47.11M	0.3%	$20.07	+9.7%	COM	931142103
BRK/B	BERKSHIRE HATHAWAY INC DEL	275,000	$46.58M	0.3%	$140.46	+18.4%	CL B NEW	084670702
—	CHINA MOBILE LIMITED	869,369	$46.16M	0.3%	$55.76	—	SPONSORED ADR	16941M109
NPO	ENPRO INDS INC	640,087	$45.68M	0.3%	$59.85	+15.6%	COM	29355X107
T	AT&T INC	1,152,000	$43.47M	0.2%	$15.92	0.0%	Put	00206R102
AIG	AMERICAN INTL GROUP INC	686,089	$42.89M	0.2%	$44.44	+12.0%	COM NEW	026874784
LYB	LYONDELLBASELL INDUSTRIES N	491,680	$41.49M	0.2%	$47.22	+5.5%	SHS - A -	N53745100
—	INTERXION HOLDING N.V	870,000	$39.83M	0.2%	$31.92	—	SHS	N47279109
WDC	WESTERN DIGITAL CORP	428,700	$37.98M	0.2%	$55.14	+8.2%	COM	958102105
NXPI	NXP SEMICONDUCTORS N V	346,287	$37.9M	0.2%	$88.64	+7.4%	COM	N6596X109
NTES	NETEASE INC	122,900	$36.95M	0.2%	$282.50	—	SPONSORED ADR	64110W102
—	LIBERTY GLOBAL PLC	1,725,000	$36.93M	0.2%	$29.51	—	LILAC SHS CL C	G5480U153
GPC	GENUINE PARTS CO	395,514	$36.69M	0.2%	$60.94	+17.2%	COM	372460105
CHKP	CHECK POINT SOFTWARE TECH LT	327,700	$35.75M	0.2%	$80.77	+33.8%	ORD	M22465104
—	SOHU COM INC	776,975	$35.01M	0.2%	$41.49	—	COM	83408W103
—	CHANGYOU COM LTD	869,362	$33.7M	0.2%	$23.39	—	ADS REP CL A	15911M107
—	DOW CHEM CO	529,300	$33.38M	0.2%	$62.62	—	COM	260543103
—	FIAT CHRYSLER AUTOMOBILES N	3,130,630	$33.27M	0.2%	$10.52	—	SHS	N31738102
—	PANERA BREAD CO	104,922	$33.01M	0.2%	$314.64	—	CL A	69840W108
GS	GOLDMAN SACHS GROUP INC	145,810	$32.35M	0.2%	$191.91	-3.8%	COM	38141G104
—	CHINA LODGING GROUP LTD	392,224	$31.64M	0.2%	$46.80	—	SPONSORED ADR	16949N109
ADP	AUTOMATIC DATA PROCESSING IN	307,400	$31.5M	0.2%	$76.93	+9.5%	COM	053015103
CM	CDN IMPERIAL BK COMM TORONTO	384,600	$31.21M	0.2%	$23.63	+13.3%	COM	136069101
MU	MICRON TECHNOLOGY INC	1,019,400	$30.44M	0.2%	$25.39	+12.4%	COM	595112103
PRGO	PERRIGO CO PLC	400,000	$30.21M	0.2%	$76.04	-5.7%	Put	G97822103
—	SEARS HLDGS CORP	3,209,400	$28.43M	0.2%	—	—	Put	812350106
—	WGL HLDGS INC	337,600	$28.17M	0.2%	$82.55	—	COM	92924F106
—	UNILEVER N V	580,000	$28.03M	0.2%	$48.44	—	Put	904784709
HPQ	HP INC	1,563,900	$27.34M	0.2%	$10.82	+27.8%	COM	40434L105
AFL	AFLAC INC	342,074	$26.57M	0.1%	$25.56	+20.2%	COM	001055102
—	WHOLE FOODS MKT INC	625,600	$26.34M	0.1%	$42.11	—	COM	966837106
CVX	CHEVRON CORP NEW	250,393	$26.12M	0.1%	$72.01	+1.7%	COM	166764100
CSX	CSX CORP	462,100	$25.21M	0.1%	$14.13	+7.8%	COM	126408103
—	PENN VA CORP NEW	669,161	$24.59M	0.1%	$43.10	—	COM	70788V102
—	COMMERCEHUB INC	1,410,000	$24.59M	0.1%	$15.91	—	COM SER C	20084V306
—	PINNACLE FOODS INC DEL	400,000	$23.76M	0.1%	$59.40	—	COM	72348P104
TRV	TRAVELERS COMPANIES INC	183,822	$23.26M	0.1%	$86.63	+17.6%	COM	89417E109
FISV	FISERV INC	190,064	$23.25M	0.1%	$48.96	+23.5%	COM	337738108
FFIV	F5 NETWORKS INC	182,879	$23.24M	0.1%	$121.15	+8.1%	COM	315616102
BIDU	BAIDU INC	129,700	$23.2M	0.1%	$172.91	—	SPON ADR REP A	056752108
BBY	BEST BUY INC	395,000	$22.64M	0.1%	$31.63	+23.9%	COM	086516101
MDLZ	MONDELEZ INTL INC	503,809	$21.76M	0.1%	$36.39	+0.8%	CL A	609207105
BIIB	BIOGEN INC	80,000	$21.71M	0.1%	$265.53	-0.4%	Put	09062X103
LSCC	LATTICE SEMICONDUCTOR CORP	3,234,717	$21.54M	0.1%	$6.92	—	COM	518415104
LEA	LEAR CORP	145,857	$20.72M	0.1%	$89.44	+33.7%	COM NEW	521865204
—	TESORO CORP	217,049	$20.32M	0.1%	$83.03	—	COM	881609101
CHTR	CHARTER COMMUNICATIONS INC N	60,000	$20.21M	0.1%	$318.52	+4.7%	Put	16119P108
—	LIBERTY GLOBAL PLC	925,000	$20.14M	0.1%	$30.32	—	LILAC SHS CL A	G5480U138
BUD	ANHEUSER BUSCH INBEV SA/NV	179,400	$19.8M	0.1%	$109.76	—	SPONSORED ADR	03524A108
PPG	PPG INDS INC	180,000	$19.79M	0.1%	$92.15	0.0%	Put	693506107
—	NEW ORIENTAL ED & TECH GRP I	276,700	$19.5M	0.1%	$70.49	—	SPON ADR	647581107
PRU	PRUDENTIAL FINL INC	179,900	$19.45M	0.1%	$71.07	0.0%	COM	744320102
BAP	CREDICORP LTD	107,800	$19.34M	0.1%	$133.23	+0.6%	COM	G2519Y108
EBAY	EBAY INC	537,678	$18.78M	0.1%	$29.69	+2.6%	COM	278642103
—	SWIFT TRANSN CO	705,933	$18.71M	0.1%	$26.50	—	CL A	87074U101
—	DU PONT E I DE NEMOURS & CO	230,000	$18.56M	0.1%	$80.33	—	Put	263534109
—	BAKER HUGHES INC	340,000	$18.53M	0.1%	$54.51	—	Put	057224107
DE	DEERE & CO	149,100	$18.43M	0.1%	$102.54	+0.2%	COM	244199105
—	DISH NETWORK CORP	290,000	$18.2M	0.1%	$61.50	—	Put	25470M109
WMB	WILLIAMS COS INC DEL	600,000	$18.17M	0.1%	$18.24	+2.3%	Put	969457100
—	ALTABA INC	330,000	$17.98M	0.1%	$54.48	—	Put	021346101
MDLZ	MONDELEZ INTL INC	410,000	$17.71M	0.1%	$36.39	+0.8%	Put	609207105
—	MARVELL TECHNOLOGY GROUP LTD	1,070,000	$17.68M	0.1%	$16.52	—	Put	G5876H105
—	CDK GLOBAL INC	280,000	$17.38M	0.1%	$62.64	—	Put	12508E101
BMO	BANK MONTREAL QUE	235,500	$17.27M	0.1%	$37.76	+32.2%	COM	063671101
PFG	PRINCIPAL FINL GROUP INC	265,425	$17.01M	0.1%	$43.67	+4.6%	COM	74251V102
CMI	CUMMINS INC	103,240	$16.75M	0.1%	$111.91	+10.6%	COM	231021106
TMUS	T MOBILE US INC	270,000	$16.37M	0.1%	$62.83	+0.2%	Put	872590104
IP	INTL PAPER CO	282,700	$16M	0.1%	$32.39	+7.3%	COM	460146103
—	DR PEPPER SNAPPLE GROUP INC	174,108	$15.86M	0.1%	$89.62	—	COM	26138E109
TROW	PRICE T ROWE GROUP INC	211,605	$15.7M	0.1%	$50.93	+1.9%	COM	74144T108
—	SEAGATE TECHNOLOGY PLC	395,700	$15.33M	0.1%	$42.15	—	SHS	G7945M107
EC	ECOPETROL S A	1,668,300	$15.16M	0.1%	$9.15	—	SPONSORED ADS	279158109
EG	EVEREST RE GROUP LTD	58,604	$14.92M	0.1%	$148.00	+39.6%	COM	G3223R108
PAYX	PAYCHEX INC	258,651	$14.73M	0.1%	$33.37	+36.1%	COM	704326107
—	GROUPE CGI INC	264,200	$13.48M	0.1%	$46.40	—	CL A SUB VTG	39945C109
GD	GENERAL DYNAMICS CORP	67,240	$13.32M	0.1%	$146.22	+10.8%	COM	369550108
—	GLAXOSMITHKLINE PLC	304,800	$13.14M	0.1%	$42.37	—	SPONSORED ADR	37733W105
FE	FIRSTENERGY CORP	444,200	$12.95M	0.1%	$20.84	0.0%	COM	337932107
TMUS	T MOBILE US INC	213,550	$12.95M	0.1%	$62.83	+0.2%	COM	872590104
COF	CAPITAL ONE FINL CORP	153,837	$12.71M	0.1%	$62.11	+12.6%	COM	14040H105
FFIV	F5 NETWORKS INC	100,000	$12.71M	0.1%	$121.15	+8.1%	Put	315616102
DOX	AMDOCS LTD	195,976	$12.63M	0.1%	$47.18	+12.9%	SHS	G02602103
HCA	HCA HEALTHCARE INC	143,620	$12.52M	0.1%	$75.10	+4.7%	COM	40412C101
PH	PARKER HANNIFIN CORP	78,330	$12.52M	0.1%	$129.55	+7.3%	COM	701094104
MPC	MARATHON PETE CORP	236,100	$12.36M	0.1%	$38.85	+1.7%	COM	56585A102
FIZZ	NATIONAL BEVERAGE CORP	130,000	$12.16M	0.1%	$22.59	+55.9%	COM	635017106
—	CDK GLOBAL INC	194,514	$12.07M	0.1%	$62.64	—	COM	12508E101
SLF	SUN LIFE FINL INC	338,000	$12.07M	0.1%	$32.77	+5.2%	COM	866796105
—	MARATHON OIL CORP	1,009,224	$11.96M	0.1%	$18.09	—	COM	565849106
SYY	SYSCO CORP	236,200	$11.89M	0.1%	$42.60	+0.1%	COM	871829107
CNP	CENTERPOINT ENERGY INC	433,900	$11.88M	0.1%	$18.05	+19.0%	COM	15189T107
—	COMMERCEHUB INC	670,000	$11.67M	0.1%	$15.80	—	COM SER A	20084V108
THO	THOR INDS INC	110,785	$11.58M	0.1%	$51.22	+58.8%	COM	885160101
CHT	CHUNGHWA TELECOM CO LTD	328,747	$11.58M	0.1%	$33.23	—	SPON ADR NEW11	17133Q502
HST	HOST HOTELS & RESORTS INC	610,200	$11.15M	0.1%	$13.14	0.0%	COM	44107P104
SNPS	SYNOPSYS INC	150,800	$11M	0.1%	$72.08	+2.1%	COM	871607107
DAL	DELTA AIR LINES INC DEL	203,071	$10.91M	0.1%	$38.30	+15.7%	COM NEW	247361702
GLW	CORNING INC	358,100	$10.76M	0.1%	$20.97	+8.6%	COM	219350105
IAG	IAMGOLD CORP	2,081,500	$10.73M	0.1%	$4.11	+9.6%	COM	450913108
—	ACTIVISION BLIZZARD INC	186,173	$10.72M	0.1%	$37.74	—	COM	00507V109
INGR	INGREDION INC	88,707	$10.57M	0.1%	$110.40	+7.6%	COM	457187102
—	VIACOM INC NEW	314,700	$10.56M	0.1%	$33.66	—	CL B	92553P201
—	FOOT LOCKER INC	213,095	$10.5M	0.1%	$60.28	—	COM	344849104
SQM	SOCIEDAD QUIMICA MINERA DE C	315,878	$10.43M	0.1%	$18.89	—	SPON ADR SER B	833635105
AVY	AVERY DENNISON CORP	117,564	$10.39M	0.1%	$56.70	+26.6%	COM	053611109
—	SK TELECOM LTD	388,600	$9.975M	0.1%	$25.35	—	SPONSORED ADR	78440P108
—	LAM RESEARCH CORP	70,100	$9.914M	0.1%	$140.72	—	COM	512807108
—	ENEL AMERICAS S A	1,046,340	$9.867M	0.1%	$11.93	—	SPONSORED ADR	29274F104
—	DISCOVER FINL SVCS	156,400	$9.727M	0.1%	$70.49	—	COM	254709108
AMAT	APPLIED MATLS INC	233,200	$9.633M	0.1%	$33.00	+17.0%	COM	038222105
HIG	HARTFORD FINL SVCS GROUP INC	181,775	$9.556M	0.1%	$41.04	0.0%	COM	416515104
—	TWITTER INC	520,000	$9.292M	0.1%	$18.25	—	Put	90184L102
—	MARVELL TECHNOLOGY GROUP LTD	553,647	$9.146M	0.1%	$16.52	—	ORD	G5876H105
—	CAPITAL BK FINL CORP	234,104	$8.919M	0.0%	$38.10	—	CL A COM	139794101
LNC	LINCOLN NATL CORP IND	129,903	$8.779M	0.0%	$44.86	+3.9%	COM	534187109
PEG	PUBLIC SVC ENTERPRISE GROUP	199,400	$8.576M	0.0%	$32.70	+0.6%	COM	744573106
EFA	ISHARES TR	131,021	$8.543M	0.0%	$62.99	—	MSCI EAFE ETF	464287465
—	ADVANCED SEMICONDUCTOR ENGR	1,327,300	$8.375M	0.0%	$5.77	—	SPONSORED ADR	00756M404
—	DISH NETWORK CORP	129,608	$8.134M	0.0%	$61.50	—	CL A	25470M109
—	COACH INC	171,700	$8.128M	0.0%	$37.36	—	COM	189754104
—	CA INC	232,654	$8.02M	0.0%	$30.71	—	COM	12673P105
RJF	RAYMOND JAMES FINANCIAL INC	99,700	$7.998M	0.0%	$44.39	-0.4%	COM	754730109
CDNS	CADENCE DESIGN SYSTEM INC	227,900	$7.632M	0.0%	$33.28	0.0%	COM	127387108
PKG	PACKAGING CORP AMER	67,400	$7.508M	0.0%	$70.13	+11.3%	COM	695156109
AGO	ASSURED GUARANTY LTD	177,876	$7.425M	0.0%	$21.19	+60.5%	COM	G0585R106
HAL	HALLIBURTON CO	170,100	$7.265M	0.0%	$45.14	-14.3%	Put	406216101
—	BAKER HUGHES INC	131,104	$7.146M	0.0%	$54.51	—	COM	057224107
GT	GOODYEAR TIRE & RUBR CO	202,800	$7.09M	0.0%	$29.68	+16.0%	COM	382550101
CXW	CORECIVIC INC	252,500	$6.964M	0.0%	$24.00	0.0%	COM	21871N101
—	HRG GROUP INC	388,352	$6.878M	0.0%	$19.32	—	COM	40434J100
SANM	SANMINA CORPORATION	177,093	$6.747M	0.0%	$22.74	+67.1%	COM	801056102
BIIB	BIOGEN INC	24,484	$6.644M	0.0%	$265.53	-0.4%	COM	09062X103
—	SPECTRUM BRANDS HLDGS INC	53,086	$6.638M	0.0%	$125.04	—	COM	84763R101
IBN	ICICI BK LTD	733,446	$6.579M	0.0%	$8.63	—	ADR	45104G104
SEDG	SOLAREDGE TECHNOLOGIES INC	323,855	$6.477M	0.0%	$16.89	+4.9%	COM	83417M104
—	CITRIX SYS INC	80,978	$6.444M	0.0%	$76.53	—	COM	177376100
M	MACYS INC	276,700	$6.431M	0.0%	$43.00	-40.4%	COM	55616P104
CTAS	CINTAS CORP	49,608	$6.253M	0.0%	$20.24	+40.7%	COM	172908105
BAX	BAXTER INTL INC	103,000	$6.236M	0.0%	$44.25	+10.9%	COM	071813109
UNM	UNUM GROUP	132,848	$6.195M	0.0%	$46.37	-0.8%	COM	91529Y106
DTE	DTE ENERGY CO	58,089	$6.145M	0.0%	$60.91	+11.5%	COM	233331107
JLL	JONES LANG LASALLE INC	48,943	$6.118M	0.0%	$133.60	-15.3%	COM	48020Q107
OTEX	OPEN TEXT CORP	187,000	$5.894M	0.0%	$26.07	+3.4%	COM	683715106
FCX	FREEPORT-MCMORAN INC	490,605	$5.892M	0.0%	$10.55	+4.4%	CL B	35671D857
—	DELL TECHNOLOGIES INC	96,416	$5.892M	0.0%	$61.26	—	COM CL V	24703L103
FAF	FIRST AMERN FINL CORP	130,776	$5.844M	0.0%	$27.02	+17.5%	COM	31847R102
DLX	DELUXE CORP	82,098	$5.683M	0.0%	$39.65	+20.4%	COM	248019101
—	SCANA CORP NEW	84,000	$5.629M	0.0%	$69.81	—	COM	80589M102
PHM	PULTE GROUP INC	227,000	$5.568M	0.0%	$21.17	0.0%	COM	745867101
—	TECH DATA CORP	55,038	$5.559M	0.0%	$71.29	—	COM	878237106
THC	TENET HEALTHCARE CORP	287,400	$5.558M	0.0%	$18.55	-6.0%	COM NEW	88033G407
WMB	WILLIAMS COS INC DEL	181,675	$5.501M	0.0%	$18.24	+2.3%	COM	969457100
THG	HANOVER INS GROUP INC	61,189	$5.423M	0.0%	$62.39	+6.8%	COM	410867105
—	WNS HOLDINGS LTD	157,600	$5.415M	0.0%	$30.15	—	SPON ADR	92932M101
WHR	WHIRLPOOL CORP	27,930	$5.352M	0.0%	$169.90	+7.7%	COM	963320106
CHE	CHEMED CORP NEW	25,807	$5.278M	0.0%	$131.90	+46.5%	COM	16359R103
—	SPDR SERIES TRUST	163,800	$5.228M	0.0%	—	—	Put	78464A730
WM	WASTE MGMT INC DEL	69,700	$5.112M	0.0%	$60.93	+2.6%	COM	94106L109
VZ	VERIZON COMMUNICATIONS INC	113,900	$5.087M	0.0%	$27.31	+8.1%	COM	92343V104
CIG	COMPANHIA ENERGETICA DE MINA	2,119,337	$5.086M	0.0%	$6.33	—	SP ADR N-V PFD	204409601
EME	EMCOR GROUP INC	77,650	$5.077M	0.0%	$63.44	-1.9%	COM	29084Q100
PPG	PPG INDS INC	45,983	$5.056M	0.0%	$92.15	0.0%	COM	693506107
CHTR	CHARTER COMMUNICATIONS INC N	14,940	$5.033M	0.0%	$318.52	+4.7%	CL A	16119P108
FITB	FIFTH THIRD BANCORP	192,900	$5.008M	0.0%	$18.93	-4.8%	COM	316773100
BEN	FRANKLIN RES INC	108,500	$4.86M	0.0%	$27.48	-1.6%	COM	354613101
AGCO	AGCO CORP	71,944	$4.848M	0.0%	$39.81	+30.3%	COM	001084102
DAN	DANA INCORPORATED	212,600	$4.747M	0.0%	$16.36	+3.2%	COM	235825205
GNTX	GENTEX CORP	249,429	$4.732M	0.0%	$17.36	+12.3%	COM	371901109
RS	RELIANCE STEEL & ALUMINUM CO	64,940	$4.728M	0.0%	$77.83	-3.9%	COM	759509102
DRI	DARDEN RESTAURANTS INC	51,400	$4.649M	0.0%	$68.78	0.0%	COM	237194105
LAMR	LAMAR ADVERTISING CO NEW	62,400	$4.591M	0.0%	$73.57	—	CL A	512816109
LDOS	LEIDOS HLDGS INC	87,200	$4.507M	0.0%	$46.60	+0.2%	COM	525327102
APLE	APPLE HOSPITALITY REIT INC	240,400	$4.498M	0.0%	$19.10	—	COM NEW	03784Y200
INDA	ISHARES TR	140,100	$4.497M	0.0%	$31.48	—	MSCI INDIA ETF	46429B598
TECK	TECK RESOURCES LTD	247,898	$4.292M	0.0%	$8.70	+119.8%	CL B	878742204
ACCO	ACCO BRANDS CORP	367,338	$4.279M	0.0%	$5.96	+45.5%	COM	00081T108
—	MCDERMOTT INTL INC	596,150	$4.274M	0.0%	$6.76	—	COM	580037109
—	WYNDHAM WORLDWIDE CORP	42,300	$4.247M	0.0%	$78.32	—	COM	98310W108
—	U S CONCRETE INC	53,500	$4.202M	0.0%	—	—	Call	90333L201
ESNT	ESSENT GROUP LTD	109,546	$4.069M	0.0%	$17.88	+83.8%	COM	G3198U102
LOPE	GRAND CANYON ED INC	51,500	$4.038M	0.0%	$62.88	+21.7%	COM	38526M106
NUE	NUCOR CORP	68,900	$3.987M	0.0%	$49.35	-1.8%	COM	670346105
NVDA	NVIDIA CORP	27,400	$3.961M	0.0%	$2.51	+24.9%	COM	67066G104
EOG	EOG RES INC	43,700	$3.956M	0.0%	—	—	Put	26875P101
—	SILICONWARE PRECISION INDS L	491,000	$3.913M	0.0%	$7.42	—	SPONSD ADR SPL	827084864
C	CITIGROUP INC	56,800	$3.799M	0.0%	$38.66	+20.2%	COM NEW	172967424
GEO	GEO GROUP INC NEW	126,700	$3.747M	0.0%	$21.42	0.0%	COM	36162J106
FCX	FREEPORT-MCMORAN INC	308,000	$3.699M	0.0%	$10.55	+4.4%	Put	35671D857
XHR	XENIA HOTELS & RESORTS INC	182,600	$3.537M	0.0%	$18.83	—	COM	984017103
DRH	DIAMONDROCK HOSPITALITY CO	322,900	$3.536M	0.0%	$10.96	—	COM	252784301
CPS	COOPER STD HLDGS INC	34,800	$3.51M	0.0%	$87.48	+22.4%	COM	21676P103
CACI	CACI INTL INC	27,900	$3.489M	0.0%	$113.20	+7.3%	CL A	127190304
WNC	WABASH NATL CORP	157,700	$3.466M	0.0%	$11.18	+58.2%	COM	929566107
PRGO	PERRIGO CO PLC	45,199	$3.413M	0.0%	$76.04	-5.7%	SHS	G97822103
—	TUPPERWARE BRANDS CORP	48,227	$3.387M	0.0%	$59.79	—	COM	899896104
—	AETNA INC NEW	22,277	$3.382M	0.0%	$109.53	—	COM	00817Y108
RCL	ROYAL CARIBBEAN CRUISES LTD	30,900	$3.375M	0.0%	$97.28	0.0%	COM	V7780T103
HELE	HELEN OF TROY CORP LTD	35,673	$3.357M	0.0%	$95.02	-2.0%	COM	G4388N106
VLRS	CONTROLADORA VUELA CIA DE AV	229,700	$3.342M	0.0%	$14.16	—	SPON ADR RP 10	21240E105
TLK	P T TELEKOMUNIKASI INDONESIA	97,800	$3.293M	0.0%	$31.24	—	SPONSORED ADR	715684106
—	MERITOR INC	195,700	$3.251M	0.0%	$16.61	—	COM	59001K100
CVSA	ADTALEM GLOBAL ED INC	85,000	$3.226M	0.0%	$37.28	0.0%	COM	00737L103
—	BED BATH & BEYOND INC	105,642	$3.212M	0.0%	$53.31	—	COM	075896100
PLUS	EPLUS INC	42,982	$3.185M	0.0%	$29.37	+23.4%	COM	294268107
—	ISRAEL CHEMICALS LTD	670,340	$3.164M	0.0%	$4.10	—	SHS	M5920A109
TD	TORONTO DOMINION BK ONT	61,700	$3.105M	0.0%	$40.25	+19.8%	COM NEW	891160509
SON	SONOCO PRODS CO	60,240	$3.098M	0.0%	$38.40	-0.0%	COM	835495102
AGRO	ADECOAGRO S A	310,153	$3.098M	0.0%	$9.75	-0.3%	COM	L00849106
—	SCRIPPS NETWORKS INTERACT IN	44,875	$3.065M	0.0%	$78.46	—	CL A COM	811065101
VC	VISTEON CORP	30,000	$3.062M	0.0%	$98.32	0.0%	COM NEW	92839U206
MOS	MOSAIC CO NEW	131,760	$3.008M	0.0%	$24.16	-11.8%	COM	61945C103
WD	WALKER & DUNLOP INC	61,327	$2.995M	0.0%	$19.28	+98.0%	COM	93148P102
BTI	BRITISH AMERN TOB PLC	41,200	$2.824M	0.0%	$121.62	—	SPONSORED ADR	110448107
—	51JOB INC	62,800	$2.809M	0.0%	$44.73	—	SP ADR REP COM	316827104
INN	SUMMIT HOTEL PPTYS	150,400	$2.805M	0.0%	$18.39	—	COM	866082100
—	STAPLES INC	274,900	$2.768M	0.0%	$10.07	—	COM	855030102
HAS	HASBRO INC	24,753	$2.76M	0.0%	$64.42	+18.7%	COM	418056107
ASR	GRUPO AEROPORTUARIO DEL SURE	13,100	$2.756M	0.0%	$201.52	—	SPON ADR SER B	40051E202
GEF	GREIF INC	48,000	$2.677M	0.0%	$40.75	+2.1%	CL A	397624107
—	TENNECO INC	45,900	$2.654M	0.0%	$57.82	—	COM	880349105
AIT	APPLIED INDL TECHNOLOGIES IN	44,500	$2.628M	0.0%	$54.14	-0.1%	COM	03820C105
—	NUTRI SYS INC NEW	50,300	$2.618M	0.0%	$52.36	—	COM	67069D108
—	BONANZA CREEK ENERGY INC	79,873	$2.533M	0.0%	$31.71	—	COM NEW	097793400
—	PUTMAN HIGH INCOME SEC FUND	286,658	$2.52M	0.0%	$8.75	—	SHS BEN INT	746779107
PLCE	CHILDRENS PL INC	24,600	$2.512M	0.0%	$108.87	+0.8%	COM	168905107
—	M D C HLDGS INC	71,000	$2.508M	0.0%	$30.70	—	COM	552676108
—	NAVIGANT CONSULTING INC	125,312	$2.476M	0.0%	$24.73	—	COM	63935N107
—	OWENS ILL INC	103,100	$2.466M	0.0%	$23.92	—	COM NEW	690768403
LCII	LCI INDS	23,721	$2.429M	0.0%	$81.42	-10.3%	COM	50189K103
LSAK	NET 1 UEPS TECHNOLOGIES INC	240,041	$2.367M	0.0%	$10.71	-4.7%	COM NEW	64107N206
—	QUALITY CARE PPTYS INC	127,200	$2.329M	0.0%	$18.36	—	COM	747545101
OMC	OMNICOM GROUP INC	28,009	$2.322M	0.0%	$59.37	+3.5%	COM	681919106
GYRO	GYRODYNE LLC	113,088	$2.318M	0.0%	$19.48	+2.4%	COM	403829104
SUPV	GRUPO SUPERVIELLE S A	125,298	$2.265M	0.0%	$12.79	—	SPONSORED ADR	40054A108
GHC	GRAHAM HLDGS CO	3,600	$2.159M	0.0%	$549.24	0.0%	COM	384637104
UMC	UNITED MICROELECTRONICS CORP	855,800	$2.088M	0.0%	$1.87	—	SPON ADR NEW	910873405
UVV	UNIVERSAL CORP VA	32,100	$2.077M	0.0%	$64.62	+7.4%	COM	913456109
—	CHESAPEAKE ENERGY CORP	410,402	$2.04M	0.0%	$5.97	—	COM	165167107
WCC	WESCO INTL INC	34,900	$2M	0.0%	$57.03	+5.8%	COM	95082P105
MFC	MANULIFE FINL CORP	103,000	$1.928M	0.0%	$17.52	+0.6%	COM	56501R106
MUR	MURPHY OIL CORP	73,800	$1.891M	0.0%	$28.18	-32.3%	COM	626717102
OEC	ORION ENGINEERED CARBONS S A	92,400	$1.843M	0.0%	$19.18	-1.2%	COM	L72967109
—	SYKES ENTERPRISES INC	53,286	$1.787M	0.0%	$29.10	—	COM	871237103
—	DU PONT E I DE NEMOURS & CO	22,068	$1.781M	0.0%	$80.33	—	COM	263534109
EXPD	EXPEDITORS INTL WASH INC	31,343	$1.77M	0.0%	$38.77	+27.5%	COM	302130109
—	MEREDITH CORP	29,385	$1.747M	0.0%	$48.31	—	COM	589433101
—	OASIS PETE INC NEW	212,700	$1.712M	0.0%	$9.28	—	COM	674215108
—	SILVERBOW RES INC	63,200	$1.653M	0.0%	$26.16	—	COM	82836G102
—	SODASTREAM INTERNATIONAL LTD	30,700	$1.643M	0.0%	$49.23	—	USD SHS	M9068E105
CSGS	CSG SYS INTL INC	39,800	$1.615M	0.0%	$32.31	+1.5%	COM	126349109
CENTA	CENTRAL GARDEN & PET CO	53,700	$1.612M	0.0%	$23.66	+8.1%	CL A NON-VTG	153527205
—	SPX CORP	64,036	$1.611M	0.0%	$25.02	—	COM	784635104
FSLR	FIRST SOLAR INC	39,500	$1.575M	0.0%	$34.85	-2.5%	COM	336433107
NTGR	NETGEAR INC	36,400	$1.569M	0.0%	$31.62	-10.1%	COM	64111Q104
—	NAVIGATORS GROUP INC	28,314	$1.554M	0.0%	$83.35	—	COM	638904102
PGR	PROGRESSIVE CORP OHIO	35,250	$1.554M	0.0%	$32.08	0.0%	COM	743315103
SNA	SNAP ON INC	9,800	$1.548M	0.0%	$122.28	+7.8%	COM	833034101
—	PRECISION DRILLING CORP	453,200	$1.546M	0.0%	$8.05	—	COM 2010	74022D308
—	TWITTER INC	86,242	$1.541M	0.0%	$18.25	—	COM	90184L102
—	POTASH CORP SASK INC	93,829	$1.529M	0.0%	$16.84	—	COM	73755L107
—	JUNIPER NETWORKS INC	53,100	$1.48M	0.0%	$27.87	—	COM	48203R104
SBS	COMPANHIA DE SANEAMENTO BASI	153,100	$1.458M	0.0%	$9.41	—	SPONSORED ADR	20441A102
ICFI	ICF INTL INC	30,800	$1.451M	0.0%	$49.61	-8.3%	COM	44925C103
—	OM ASSET MGMT PLC	97,200	$1.444M	0.0%	$14.89	—	SHS	G67506108
HSBC	HSBC HLDGS PLC	31,100	$1.443M	0.0%	$35.98	—	SPON ADR NEW	404280406
CBRE	CBRE GROUP INC	39,600	$1.441M	0.0%	$34.78	0.0%	CL A	12504L109
INTU	INTUIT	10,800	$1.434M	0.0%	$59.38	+105.5%	COM	461202103
NSIT	INSIGHT ENTERPRISES INC	34,902	$1.396M	0.0%	$28.00	+50.9%	COM	45765U103
—	AMERICAN NATL INS CO	11,900	$1.386M	0.0%	$113.16	—	COM	028591105
SMP	STANDARD MTR PRODS INC	25,800	$1.347M	0.0%	$49.89	-0.1%	COM	853666105
—	CELESTICA INC	97,400	$1.322M	0.0%	$10.99	—	SUB VTG SHS	15101Q108
—	TOWER INTL INC	58,565	$1.315M	0.0%	$22.40	—	COM	891826109
MOG/A	MOOG INC	18,300	$1.312M	0.0%	$63.92	0.0%	CL A	615394202
MTZ	MASTEC INC	28,100	$1.269M	0.0%	$39.45	+9.6%	COM	576323109
ENVA	ENOVA INTL INC	85,200	$1.265M	0.0%	$14.15	0.0%	COM	29357K103
—	MRC GLOBAL INC	76,300	$1.26M	0.0%	$16.87	—	COM	55345K103
—	EXTERRAN CORP	47,078	$1.257M	0.0%	$16.37	—	COM	30227H106
—	XEROX CORP	43,450	$1.248M	0.0%	$28.72	—	COM NEW	984121608
—	BRIGGS & STRATTON CORP	51,700	$1.246M	0.0%	$24.10	—	COM	109043109
—	AU OPTRONICS CORP	271,300	$1.237M	0.0%	$3.27	—	SPONSORED ADR	002255107
—	UNIT CORP	65,964	$1.236M	0.0%	$15.62	—	COM	909218109
KOP	KOPPERS HOLDINGS INC	34,200	$1.236M	0.0%	$40.27	-7.3%	COM	50060P106
WIT	WIPRO LTD	229,400	$1.193M	0.0%	$8.56	—	SPON ADR 1 SH	97651M109
ITUB	ITAU UNIBANCO HLDG SA	103,871	$1.148M	0.0%	$10.52	—	SPON ADR REP PFD	465562106
—	ENSCO PLC	218,900	$1.13M	0.0%	$9.64	—	SHS CLASS A	G3157S106
SIMO	SILICON MOTION TECHNOLOGY CO	21,900	$1.056M	0.0%	$32.25	—	SPONSORED ADR	82706C108
ABBV	ABBVIE INC	14,500	$1.051M	0.0%	$45.64	+2.9%	COM	00287Y109
BTE	BAYTEX ENERGY CORP	431,400	$1.048M	0.0%	$2.88	-1.5%	COM	07317Q105
PNW	PINNACLE WEST CAP CORP	12,100	$1.03M	0.0%	$47.89	+27.4%	COM	723484101
ABG	ASBURY AUTOMOTIVE GROUP INC	18,200	$1.029M	0.0%	$57.49	0.0%	COM	043436104
WIX	WIX COM LTD	14,300	$995K	0.0%	$74.73	0.0%	SHS	M98068105
UPS	UNITED PARCEL SERVICE INC	8,900	$984K	0.0%	$69.46	+11.3%	CL B	911312106
VALE	VALE S A	112,200	$982K	0.0%	$9.50	—	ADR	91912E105
—	ROWAN COMPANIES PLC	94,200	$965K	0.0%	$16.73	—	SHS CL A	G7665A101
JBL	JABIL INC	31,700	$925K	0.0%	$19.50	+42.2%	COM	466313103
BIGGQ	BIG LOTS INC	19,100	$923K	0.0%	$39.76	-3.0%	COM	089302103
CENT	CENTRAL GARDEN & PET CO	28,400	$903K	0.0%	$17.95	+47.6%	COM	153527106
RF	REGIONS FINL CORP NEW	59,800	$875K	0.0%	$10.15	0.0%	COM	7591EP100
—	AMERICAN EQTY INVT LIFE HLD	32,492	$854K	0.0%	$25.19	—	COM	025676206
SBRA	SABRA HEALTH CARE REIT INC	35,400	$853K	0.0%	$25.81	—	COM	78573L106
—	NOBLE CORP PLC	234,600	$849K	0.0%	$7.67	—	SHS USD	G65431101
PG	PROCTER AND GAMBLE CO	9,700	$845K	0.0%	$70.14	0.0%	COM	742718109
AGM	FEDERAL AGRIC MTG CORP	13,000	$841K	0.0%	$36.30	+25.0%	CL C	313148306
GGB	GERDAU S A	268,100	$818K	0.0%	$3.21	—	SPON ADR REP PFD	373737105
—	ATWOOD OCEANICS INC	97,240	$793K	0.0%	$9.41	—	COM	050095108
CSL	CARLISLE COS INC	8,200	$782K	0.0%	$96.97	-6.5%	COM	142339100
—	VONAGE HLDGS CORP	118,275	$774K	0.0%	$6.47	—	COM	92886T201
CNI	CANADIAN NATL RY CO	9,540	$773K	0.0%	$50.53	+28.8%	COM	136375102
BCE	BCE INC	16,800	$757K	0.0%	$23.11	+15.1%	COM NEW	05534B760
—	CHIPMOS TECHNOLOGIES INC	37,700	$745K	0.0%	$19.76	—	SPONSORED ADR	16965P103
—	DIAMOND OFFSHORE DRILLING IN	67,900	$735K	0.0%	$19.98	—	COM	25271C102
XYL	XYLEM INC	12,460	$691K	0.0%	$45.42	+3.4%	COM	98419M100
EMBJ	EMBRAER S A	37,500	$684K	0.0%	$18.24	—	SP ADR REP 4 COM	29082A107
—	QIWI PLC	26,200	$647K	0.0%	$14.32	—	SPON ADR REP B	74735M108
—	SOUTHWESTERN ENERGY CO	105,283	$640K	0.0%	$8.83	—	COM	845467109
MEOH	METHANEX CORP	14,400	$634K	0.0%	$43.69	0.0%	COM	59151K108
RM	REGIONAL MGMT CORP	26,212	$619K	0.0%	$12.93	+34.3%	COM	75902K106
PLOW	DOUGLAS DYNAMICS INC	18,745	$617K	0.0%	$21.87	+41.2%	COM	25960R105
—	AGRIUM INC	6,751	$611K	0.0%	$90.60	—	COM	008916108
JHG	JANUS HENDERSON GROUP PLC	18,073	$598K	0.0%	$32.71	0.0%	ORD SHS	G4474Y214
—	DELPHI AUTOMOTIVE PLC	6,800	$596K	0.0%	$87.65	—	SHS	G27823106
—	AVON PRODS INC	154,100	$586K	0.0%	$4.00	—	COM	054303102
OKE	ONEOK INC NEW	11,175	$583K	0.0%	$31.60	-4.1%	COM	682680103
QUAD	QUAD / GRAPHICS INC	25,000	$573K	0.0%	$25.63	-7.1%	COM CL A	747301109
—	TATA MTRS LTD	17,321	$572K	0.0%	$36.12	—	SPONSORED ADR	876568502
—	TE CONNECTIVITY LTD	7,200	$566K	0.0%	$78.61	—	REG SHS	H84989104
JKHY	HENRY JACK & ASSOC INC	5,310	$552K	0.0%	$51.33	+75.5%	COM	426281101
—	CRANE CO	6,900	$548K	0.0%	$73.84	—	COM	224399105
PRAA	PRA GROUP INC	14,400	$546K	0.0%	$36.00	-3.2%	COM	69354N106
SCL	STEPAN CO	6,000	$523K	0.0%	$78.25	+7.5%	COM	858586100
ETN	EATON CORP PLC	6,700	$521K	0.0%	$63.97	0.0%	SHS	G29183103
VYX	NCR CORP NEW	12,700	$519K	0.0%	$26.21	-3.2%	COM	62886E108
NWSA	NEWS CORP NEW	37,099	$508K	0.0%	$10.67	+11.2%	CL A	65249B109
DVN	DEVON ENERGY CORP NEW	15,600	$499K	0.0%	$43.98	-41.2%	COM	25179M103
—	PENNYMAC FINL SVCS INC	29,750	$497K	0.0%	$12.04	—	CL A	70932B101
EXC	EXELON CORP	13,500	$487K	0.0%	$18.86	0.0%	COM	30161N101
—	SINA CORP	5,700	$484K	0.0%	$84.91	—	ORD	G81477104
GILD	GILEAD SCIENCES INC	6,800	$481K	0.0%	$59.57	-18.9%	COM	375558103
SM	SM ENERGY CO	28,358	$469K	0.0%	$25.33	-29.8%	COM	78454L100
KLIC	KULICKE & SOFFA INDS INC	24,600	$468K	0.0%	$18.37	0.0%	COM	501242101
IPAR	INTER PARFUMS INC	12,700	$465K	0.0%	$35.26	+1.9%	COM	458334109
—	BLACKROCK CAPITAL INVESTMENT	60,188	$451K	0.0%	$8.62	—	COM	092533108
CELJF	CELLCOM ISRAEL LTD	46,361	$446K	0.0%	$10.06	-1.8%	SHS	M2196U109
—	NATIONAL OILWELL VARCO INC	13,290	$438K	0.0%	$34.37	—	COM	637071101
—	WELLCARE HEALTH PLANS INC	2,400	$431K	0.0%	$140.42	—	COM	94946T106
—	DENBURY RES INC	275,208	$421K	0.0%	$3.86	—	COM NEW	247916208
—	CLIFFS NAT RES INC	59,500	$412K	0.0%	$7.32	—	COM	18683K101
BBD	BANCO BRADESCO S A	47,869	$407K	0.0%	$9.25	—	SP ADR PFD NEW	059460303
MRK	MERCK & CO INC	6,300	$404K	0.0%	$43.89	+6.0%	COM	58933Y105
PVH	PVH CORP	3,500	$401K	0.0%	$93.24	+9.8%	COM	693656100
—	CELGENE CORP	3,000	$390K	0.0%	$126.33	—	COM	151020104
SNX	SYNNEX CORP	3,200	$384K	0.0%	$53.56	-5.6%	COM	87162W100
JBSS	SANFILIPPO JOHN B & SON INC	6,050	$382K	0.0%	$54.49	+22.4%	COM	800422107
AMGN	AMGEN INC	2,200	$379K	0.0%	$89.17	+40.6%	COM	031162100
—	COOPER TIRE & RUBR CO	10,500	$379K	0.0%	$33.95	—	COM	216831107
—	BANKRATE INC DEL	29,300	$377K	0.0%	$12.87	—	COM	06647F102
AD	UNITED STATES CELLULAR CORP	9,800	$376K	0.0%	$22.66	-1.1%	COM	911684108
ZD	J2 GLOBAL INC	4,400	$374K	0.0%	$73.76	+1.2%	COM	48123V102
—	OMEGA PROTEIN CORP	20,900	$374K	0.0%	$19.59	—	COM	68210P107
—	QUALITY SYS INC	21,200	$365K	0.0%	$15.49	—	COM	747582104
ADM	ARCHER DANIELS MIDLAND CO	8,700	$360K	0.0%	$34.40	-3.4%	COM	039483102
ORI	OLD REP INTL CORP	18,200	$355K	0.0%	$9.02	+11.8%	COM	680223104
SUPN	SUPERNUS PHARMACEUTICALS INC	8,200	$353K	0.0%	$26.80	+32.8%	COM	868459108
ARW	ARROW ELECTRS INC	4,500	$353K	0.0%	$57.51	+29.9%	COM	042735100
—	CAPELLA EDUCATION COMPANY	4,100	$351K	0.0%	$85.30	—	COM	139594105
—	SPRINT CORP	42,583	$350K	0.0%	$8.51	—	COM SER 1	85207U105
SCHL	SCHOLASTIC CORP	8,000	$349K	0.0%	$35.89	0.0%	COM	807066105
—	BLUCORA INC	16,200	$343K	0.0%	$21.17	—	COM	095229100
—	CENTURYLINK INC	14,200	$339K	0.0%	$23.81	—	COM	156700106
LNWO	SCIENTIFIC GAMES CORP	12,900	$337K	0.0%	$20.11	+18.3%	CL A	80874P109
BPOP	POPULAR INC	8,000	$334K	0.0%	$32.70	-5.3%	COM NEW	733174700
MTD	METTLER TOLEDO INTERNATIONAL	560	$330K	0.0%	$457.08	+19.9%	COM	592688105
—	PINNACLE ENTMT INC NEW	16,500	$326K	0.0%	$19.58	—	COM	72348Y105
CRL	CHARLES RIV LABS INTL INC	3,200	$324K	0.0%	$86.49	+6.4%	COM	159864107
MUSA	MURPHY USA INC	4,374	$324K	0.0%	$58.49	+16.3%	COM	626755102
—	BARNES GROUP INC	5,500	$322K	0.0%	$52.64	—	COM	067806109
CNA	CNA FINL CORP	6,600	$322K	0.0%	$23.29	+7.8%	COM	126117100
—	TRINSEO S A	4,600	$316K	0.0%	$67.15	—	SHS	L9340P101
BAC	BANK AMER CORP	13,000	$315K	0.0%	$19.36	-1.3%	COM	060505104
PAG	PENSKE AUTOMOTIVE GRP INC	7,100	$312K	0.0%	$48.63	-9.4%	COM	70959W103
UTHR	UNITED THERAPEUTICS CORP DEL	2,400	$311K	0.0%	$141.46	-11.8%	COM	91307C102
DGX	QUEST DIAGNOSTICS INC	2,800	$311K	0.0%	$80.32	+11.0%	COM	74834L100
—	INTERPUBLIC GROUP COS INC	12,600	$310K	0.0%	$15.97	+8.9%	COM	460690100
—	PRA HEALTH SCIENCES INC	4,100	$308K	0.0%	$65.98	—	COM	69354M108
—	DONNELLEY R R & SONS CO	24,600	$308K	0.0%	$12.52	—	COM	257867200
CNDT	CONDUENT INC	19,260	$307K	0.0%	$15.39	+6.5%	COM	206787103
FTI	TECHNIPFMC PLC	11,316	$306K	0.0%	$22.64	-8.6%	COM	G87110105
SKYW	SKYWEST INC	8,600	$302K	0.0%	$16.90	+107.7%	COM	830879102
TDS	TELEPHONE & DATA SYS INC	10,900	$302K	0.0%	$28.39	-3.2%	COM NEW	879433829
—	ATLAS AIR WORLDWIDE HLDGS IN	5,800	$302K	0.0%	$42.27	—	COM NEW	049164205
MERC	MERCER INTL INC	26,200	$301K	0.0%	$8.56	0.0%	COM	588056101
—	TIER REIT INC	16,100	$298K	0.0%	$18.51	—	COM NEW	88650V208
—	BARRACUDA NETWORKS INC	12,900	$297K	0.0%	$23.02	—	COM	068323104
—	INC RESH HLDGS INC	5,000	$293K	0.0%	$45.80	—	CL A	45329R109
RLJ	RLJ LODGING TR	14,600	$290K	0.0%	$19.86	—	COM	74965L101
—	NABORS INDUSTRIES LTD	35,663	$290K	0.0%	$9.70	—	SHS	G6359F103
KBH	KB HOME	12,100	$290K	0.0%	$15.66	+21.2%	COM	48666K109
—	NRG YIELD INC	17,000	$290K	0.0%	$17.32	—	CL A NEW	62942X306
—	SANDERSON FARMS INC	2,500	$289K	0.0%	$103.93	—	COM	800013104
—	VIACOM INC NEW	7,600	$289K	0.0%	$45.11	—	CL A	92553P102
MCS	MARCUS CORP	9,500	$287K	0.0%	$31.27	+3.3%	COM	566330106
AA	ALCOA CORP	8,800	$287K	0.0%	$30.99	0.0%	COM	013872106
MATV	SCHWEITZER-MAUDUIT INTL INC	7,600	$283K	0.0%	$27.92	-7.0%	COM	808541106
RDY	DR REDDYS LABS LTD	6,700	$282K	0.0%	$42.09	—	ADR	256135203
MTG	MGIC INVT CORP WIS	25,200	$282K	0.0%	$10.75	0.0%	COM	552848103
TTMI	TTM TECHNOLOGIES INC	16,000	$278K	0.0%	$15.57	+7.8%	COM	87305R109
KAI	KADANT INC	3,700	$278K	0.0%	$65.60	0.0%	COM	48282T104
BDN	BRANDYWINE RLTY TR	15,800	$277K	0.0%	$17.53	—	SH BEN INT NEW	105368203
—	NEW SR INVT GROUP INC	27,400	$275K	0.0%	$10.18	—	COM	648691103
—	INFRAREIT INC	14,300	$274K	0.0%	$19.16	—	COM	45685L100
RMAX	RE MAX HLDGS INC	4,800	$269K	0.0%	$47.12	-0.3%	CL A	75524W108
—	GRAN TIERRA ENERGY INC	120,118	$269K	0.0%	$2.64	—	COM	38500T101
—	JUST ENERGY GROUP INC	50,800	$266K	0.0%	$5.24	—	COM	48213W101
PSX	PHILLIPS 66	3,200	$265K	0.0%	$56.35	-0.1%	COM	718546104
CHH	CHOICE HOTELS INTL INC	4,100	$263K	0.0%	$59.46	0.0%	COM	169905106
—	CAMBREX CORP	4,400	$263K	0.0%	$55.00	—	COM	132011107
—	EXACTECH INC	8,821	$263K	0.0%	$26.75	—	COM	30064E109
TMHC	TAYLOR MORRISON HOME CORP	10,900	$262K	0.0%	$20.16	+14.3%	CL A	87724P106
—	STRAYER ED INC	2,800	$261K	0.0%	$80.36	—	COM	863236105
BANF	BANCFIRST CORP	2,700	$261K	0.0%	$39.11	+1.7%	COM	05945F103
AIR	AAR CORP	7,500	$261K	0.0%	$33.86	0.0%	COM	000361105
MRTN	MARTEN TRANS LTD	9,500	$260K	0.0%	$7.86	+5.8%	COM	573075108
—	MANTECH INTL CORP	6,200	$257K	0.0%	$34.68	—	CL A	564563104
TDY	TELEDYNE TECHNOLOGIES INC	2,000	$255K	0.0%	$129.61	0.0%	COM	879360105
CSIQ	CANADIAN SOLAR INC	15,963	$254K	0.0%	$13.38	0.0%	COM	136635109
—	VEDANTA LTD	16,300	$253K	0.0%	$16.57	—	SPONSORED ADR	92242Y100
—	CADENCE BANCORPORATION	11,500	$252K	0.0%	$21.91	—	CL A	12739A100
LAUR	LAUREATE EDUCATION INC	14,300	$251K	0.0%	$15.83	0.0%	CL A	518613203
—	REGAL ENTMT GROUP	12,200	$250K	0.0%	$20.49	—	CL A	758766109
MMI	MARCUS & MILLICHAP INC	9,400	$248K	0.0%	$23.90	-2.8%	COM	566324109
—	SUPERVALU INC	74,400	$245K	0.0%	$3.29	—	COM	868536103
BSET	BASSETT FURNITURE INDS INC	6,400	$243K	0.0%	$19.82	0.0%	COM	070203104
OGS	ONE GAS INC	3,461	$242K	0.0%	$64.84	+7.6%	COM	68235P108
—	NATIONSTAR MTG HLDGS INC	13,500	$242K	0.0%	$15.78	—	COM	63861C109
UGI	UGI CORP NEW	5,000	$242K	0.0%	$49.72	0.0%	COM	902681105
—	TWO HBRS INVT CORP	24,300	$241K	0.0%	$9.59	—	COM	90187B101
—	MFA FINL INC	28,200	$237K	0.0%	$8.08	—	COM	55272X102
MC	MOELIS & CO	6,100	$237K	0.0%	$19.80	0.0%	CL A	60786M105
HTO	SJW GROUP	4,800	$236K	0.0%	$49.26	+0.5%	COM	784305104
VSH	VISHAY INTERTECHNOLOGY INC	14,200	$236K	0.0%	$13.75	+1.1%	COM	928298108
—	SPARTANNASH CO	9,100	$236K	0.0%	$35.00	—	COM	847215100
—	HALYARD HEALTH INC	6,000	$236K	0.0%	$38.13	—	COM	40650V100
—	CABOT MICROELECTRONICS CORP	3,200	$236K	0.0%	$76.56	—	COM	12709P103
—	CHIMERA INVT CORP	12,500	$233K	0.0%	$16.89	—	COM NEW	16934Q208
—	NUTRACEUTICAL INTL CORP	5,600	$233K	0.0%	$41.61	—	COM	67060Y101
PK	PARK HOTELS RESORTS INC	8,600	$232K	0.0%	$26.98	—	COM	700517105
MGRC	MCGRATH RENTCORP	6,700	$232K	0.0%	$36.48	-6.3%	COM	580589109
FLXS	FLEXSTEEL INDS INC	4,295	$232K	0.0%	$35.47	+17.3%	COM	339382103
TBI	TRUEBLUE INC	8,680	$230K	0.0%	$22.76	+17.3%	COM	89785X101
—	HAWAIIAN HOLDINGS INC	4,900	$230K	0.0%	$38.95	—	COM	419879101
—	MAIDEN HOLDINGS LTD	20,700	$230K	0.0%	$11.11	—	SHS	G5753U112
—	TPG SPECIALTY LENDING INC	11,200	$229K	0.0%	$20.36	—	COM	87265K102
MSI	MOTOROLA SOLUTIONS INC	2,600	$226K	0.0%	$74.79	0.0%	COM NEW	620076307
TPC	TUTOR PERINI CORP	7,800	$224K	0.0%	$29.61	-4.0%	COM	901109108
CAKE	CHEESECAKE FACTORY INC	4,430	$223K	0.0%	$41.41	+18.2%	COM	163072101
GTLS	CHART INDS INC	6,400	$222K	0.0%	$37.02	-5.8%	COM PAR $0.01	16115Q308
—	TRUSTCO BK CORP N Y	28,600	$222K	0.0%	$7.87	—	COM	898349105
SIGI	SELECTIVE INS GROUP INC	4,412	$221K	0.0%	$28.83	+50.8%	COM	816300107
SLRC	SOLAR CAP LTD	10,100	$221K	0.0%	$9.41	+2.9%	COM	83413U100
—	TCP CAP CORP	13,000	$220K	0.0%	$17.38	—	COM	87238Q103
RMR	RMR GROUP INC	4,500	$219K	0.0%	$26.77	0.0%	CL A	74967R106
WU	WESTERN UN CO	11,500	$219K	0.0%	$20.35	—	COM	959802109
—	CONSOL ENERGY INC	14,600	$218K	0.0%	$16.78	—	COM	20854P109
CULP	CULP INC	6,700	$218K	0.0%	$23.19	+20.7%	COM	230215105
NTAP	NETAPP INC	5,400	$216K	0.0%	$31.89	0.0%	COM	64110D104
—	SELECT INCOME REIT	9,000	$216K	0.0%	$25.78	—	COM SH BEN INT	81618T100
—	WEST CORP	9,200	$215K	0.0%	$24.46	—	COM	952355204
JKS	JINKOSOLAR HLDG CO LTD	10,194	$212K	0.0%	$20.80	—	SPONSORED ADR	47759T100
—	UNIVERSAL FST PRODS INC	2,400	$210K	0.0%	$98.52	—	COM	913543104
MASI	MASIMO CORP	2,300	$210K	0.0%	$82.32	+11.5%	COM	574795100
—	EXPRESS SCRIPTS HLDG CO	3,200	$204K	0.0%	$65.95	—	COM	30219G108
AMKR	AMKOR TECHNOLOGY INC	20,300	$198K	0.0%	$9.61	+9.7%	COM	031652100
RIG	TRANSOCEAN LTD	22,800	$188K	0.0%	$13.01	-21.5%	REG SHS	H8817H100
—	BRIDGEPOINT ED INC	12,300	$182K	0.0%	$7.24	—	COM	10807M105
—	TAILORED BRANDS INC	16,000	$179K	0.0%	$14.94	—	COM	87403A107
DAR	DARLING INGREDIENTS INC	11,300	$178K	0.0%	$15.45	0.0%	COM	237266101
—	FORUM ENERGY TECHNOLOGIES IN	11,400	$178K	0.0%	$20.70	—	COM	34984V100
—	TRIPLE-S MGMT CORP	10,100	$171K	0.0%	$24.46	—	CL B	896749108
—	PREFERRED APT CMNTYS INC	10,300	$162K	0.0%	$15.73	—	COM	74039L103
—	ASHFORD HOSPITALITY TR INC	25,400	$154K	0.0%	$6.06	—	COM SHS	044103109
—	WHITING PETE CORP NEW	26,800	$148K	0.0%	$5.52	—	COM	966387102
UIS	UNISYS CORP	11,500	$147K	0.0%	$12.17	0.0%	COM NEW	909214306
ENIC	ENEL CHILE S A	23,600	$130K	0.0%	$5.72	—	SPONSORED ADR	29278D105
—	ENERNOC INC	11,400	$88,000	0.0%	$7.72	—	COM	292764107
AMRC	AMERESCO INC	11,100	$85,000	0.0%	$6.72	0.0%	CL A	02361E108
—	MANITOWOC INC	13,700	$82,000	0.0%	$5.99	—	COM	563571108
—	DRIVE SHACK INC	18,480	$58,000	0.0%	$3.73	—	COM	262077100
T	AT&T INC	1,481	$56,000	0.0%	$15.92	0.0%	COM	00206R102
—	TURQUOISE HILL RES LTD	13,100	$35,000	0.0%	$3.21	—	COM	900435108
SID	COMPANHIA SIDERURGICA NACION	16,300	$35,000	0.0%	$4.99	—	SPONSORED ADR	20440W105
—	PARKER DRILLING CO	12,900	$17,000	0.0%	$2.63	—	COM	701081101
—	FRONTIER COMMUNICATIONS CORP	11,200	$13,000	0.0%	$1.16	—	COM	35906A108
—	NII HLDGS INC	12,200	$10,000	0.0%	$5.34	—	COM PAR	62913F508
—	SEADRILL LIMITED	14,103	$5,000	0.0%	$2.41	—	SHS	G7945E105