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

Location: Boston, MA

CIK: 0001352662 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value: $17.1B (100.0% shares, 0.0% debt)

Holdings (557)

MSFT MICROSOFT CORP 4.6%

Value $783M Shares 10,515,494 Est. Cost $35.16 Unrealized +89.7%

ORCL ORACLE CORP 3.9%

Value $669M Shares 13,827,848 Est. Cost $28.22 Unrealized +55.7%

AAPL APPLE INC 3.8%

Value $656M Shares 4,255,945 Est. Cost $19.45 Unrealized +85.8%

JNJ JOHNSON & JOHNSON 3.5%

Value $593M Shares 4,564,838 Est. Cost $64.29 Unrealized +63.3%

UNH UNITEDHEALTH GROUP INC 3.3%

Value $562M Shares 2,870,197 Est. Cost $72.46 Unrealized +133.2%

EEM ISHARES TR 2.9%

Value $492M Shares 10,974,223 Est. Cost $40.36 Unrealized —

GOOG ALPHABET INC 2.5%

Value $434M Shares 452,740 Est. Cost $36.01 Unrealized +28.4%

GOOGL ALPHABET INC 2.3%

Value $392M Shares 402,546 Est. Cost $36.84 Unrealized +27.8%

AXP AMERICAN EXPRESS CO 2.1%

Value $357M Shares 3,949,056 Est. Cost $58.25 Unrealized +31.6%

— ALTABA INC 1.9%

Value $332M Shares 5,019,347 Est. Cost $55.26 Unrealized —

CSCO CISCO SYS INC 1.9%

Value $328M Shares 9,740,668 Est. Cost $17.19 Unrealized +43.7%

ACN ACCENTURE PLC IRELAND 1.9%

Value $325M Shares 2,403,366 Est. Cost $74.18 Unrealized +54.6%

MDT MEDTRONIC PLC 1.9%

Value $317M Shares 4,075,480 Est. Cost $59.64 Unrealized +12.3%

Value $315M Shares 1,499,968 Est. Cost $70.96 Unrealized +83.0%

— MONSANTO CO NEW 1.7%

Value $298M Shares 2,489,566 Est. Cost $109.39 Unrealized —

CTSH COGNIZANT TECHNOLOGY SOLUTIO 1.7%

Value $292M Shares 4,020,182 Est. Cost $47.88 Unrealized +30.5%

QCOM QUALCOMM INC 1.7%

Value $284M Shares 5,474,411 Est. Cost $48.26 Unrealized -12.3%

BABA ALIBABA GROUP HLDG LTD 1.7%

Value $283M Shares 1,636,692 Est. Cost $98.53 Unrealized —

ABT ABBOTT LABS 1.5%

Value $259M Shares 4,853,567 Est. Cost $31.81 Unrealized +36.3%

WFC WELLS FARGO CO NEW 1.4%

Value $245M Shares 4,451,222 Est. Cost $42.14 Unrealized 0.0%

PM PHILIP MORRIS INTL INC 1.4%

Value $233M Shares 2,099,799 Est. Cost $48.83 Unrealized +54.1%

COST COSTCO WHSL CORP NEW 1.3%

Value $229M Shares 1,392,591 Est. Cost $109.00 Unrealized +28.6%

— UNITED TECHNOLOGIES CORP 1.2%

Value $204M Shares 1,755,297 Est. Cost $107.41 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 1.2%

Value $198M Shares 5,264,830 Est. Cost $24.33 Unrealized —

ELV ANTHEM INC 1.1%

Value $194M Shares 1,022,758 Est. Cost $141.72 Unrealized +20.3%

USB US BANCORP DEL 1.1%

Value $184M Shares 3,439,242 Est. Cost $37.19 Unrealized +1.5%

EMR EMERSON ELEC CO 1.1%

Value $184M Shares 2,929,503 Est. Cost $46.01 Unrealized +7.0%

KO COCA COLA CO 1.0%

Value $171M Shares 3,788,043 Est. Cost $29.28 Unrealized +19.3%

TXN TEXAS INSTRS INC 0.9%

Value $156M Shares 1,739,215 Est. Cost $54.95 Unrealized +18.6%

— TIME WARNER INC 0.9%

Value $156M Shares 1,518,300 Est. Cost $99.99 Unrealized —

INFY INFOSYS LTD 0.9%

Value $154M Shares 10,588,557 Est. Cost $16.99 Unrealized —

LQD ISHARES TR 0.9%

Value $154M Shares 1,267,900 Est. Cost $119.59 Unrealized —

SYK STRYKER CORP 0.9%

Value $153M Shares 1,075,670 Est. Cost $67.21 Unrealized +94.6%

PFE PFIZER INC 0.9%

Value $148M Shares 4,140,797 Est. Cost $20.91 Unrealized +6.4%

— LEVEL 3 COMMUNICATIONS INC 0.9%

Value $147M Shares 2,749,500 Est. Cost $57.00 Unrealized —

HON HONEYWELL INTL INC 0.9%

Value $146M Shares 1,028,135 Est. Cost $71.97 Unrealized +45.0%

MA MASTERCARD INCORPORATED 0.8%

Value $141M Shares 1,000,034 Est. Cost $81.41 Unrealized +55.2%

— MOBILE TELESYSTEMS PJSC 0.8%

Value $137M Shares 13,086,577 Est. Cost $9.32 Unrealized —

EWZ ISHARES INC 0.8%

Value $134M Shares 3,218,674 Est. Cost $41.69 Unrealized —

HUM HUMANA INC 0.8%

Value $130M Shares 531,675 Est. Cost $140.85 Unrealized +62.1%

NXPI NXP SEMICONDUCTORS N V 0.7%

Value $128M Shares 1,134,135 Est. Cost $95.92 Unrealized +3.3%

SLB SCHLUMBERGER LTD 0.7%

Value $119M Shares 1,699,857 Est. Cost $58.35 Unrealized -11.1%

— FIAT CHRYSLER AUTOMOBILES N 0.7%

Value $117M Shares 6,532,843 Est. Cost $14.37 Unrealized —

PEP PEPSICO INC 0.7%

Value $117M Shares 1,049,873 Est. Cost $69.64 Unrealized +28.4%

GM GENERAL MTRS CO 0.7%

Value $114M Shares 2,833,300 Est. Cost $27.72 Unrealized +13.9%

W WAYFAIR INC 0.6%

Value $109M Shares 1,620,000 Est. Cost $36.72 Unrealized +102.1%

BDX BECTON DICKINSON & CO 0.6%

Value $106M Shares 541,066 Est. Cost $93.28 Unrealized +83.4%

— CIMPRESS N V 0.5%

Value $92.78M Shares 950,000 Est. Cost $88.57 Unrealized —

CVS CVS HEALTH CORP 0.5%

Value $86.61M Shares 1,065,011 Est. Cost $72.82 Unrealized -16.5%

NTES NETEASE INC 0.5%

Value $85.58M Shares 324,400 Est. Cost $270.89 Unrealized —

VFC V F CORP 0.5%

Value $81.31M Shares 1,279,041 Est. Cost $55.96 Unrealized +3.1%

— ROCKWELL COLLINS INC 0.5%

Value $78.48M Shares 600,400 Est. Cost $130.71 Unrealized —

ZBH ZIMMER BIOMET HLDGS INC 0.4%

Value $75.11M Shares 641,484 Est. Cost $79.42 Unrealized +35.7%

— CENTURYLINK INC 0.4%

Value $74.22M Shares 3,927,200 Est. Cost $23.81 Unrealized —

STM STMICROELECTRONICS N V 0.4%

Value $71.99M Shares 3,707,200 Est. Cost $14.66 Unrealized —

IBKR INTERACTIVE BROKERS GROUP IN 0.4%

Value $71.95M Shares 1,597,544 Est. Cost $6.31 Unrealized +53.2%

EWT ISHARES INC 0.4%

Value $70.08M Shares 1,941,303 Est. Cost $29.56 Unrealized —

LLY LILLY ELI & CO 0.4%

Value $68.61M Shares 802,049 Est. Cost $60.50 Unrealized +19.2%

LOGI LOGITECH INTL S A 0.4%

Value $65.64M Shares 1,798,848 Est. Cost $26.43 Unrealized +19.9%

ROK ROCKWELL AUTOMATION INC 0.4%

Value $64.44M Shares 361,603 Est. Cost $98.16 Unrealized +45.2%

APH AMPHENOL CORP NEW 0.4%

Value $64.2M Shares 758,548 Est. Cost $11.90 Unrealized +52.4%

HUN HUNTSMAN CORP 0.4%

Value $63.57M Shares 2,318,429 Est. Cost $24.77 Unrealized +7.6%

JPM JPMORGAN CHASE & CO 0.4%

Value $63.36M Shares 663,360 Est. Cost $43.17 Unrealized +70.6%

— BARD C R INC 0.4%

Value $62.88M Shares 196,200 Est. Cost $314.64 Unrealized —

— TRIBUNE MEDIA CO 0.4%

Value $62.65M Shares 1,533,200 Est. Cost $40.77 Unrealized —

— SCRIPPS NETWORKS INTERACT IN 0.4%

Value $60.96M Shares 709,700 Est. Cost $85.42 Unrealized —

TDC TERADATA CORP DEL 0.4%

Value $60.21M Shares 1,781,938 Est. Cost $40.99 Unrealized -24.2%

TAL TAL ED GROUP 0.3%

Value $59.63M Shares 1,768,902 Est. Cost $33.76 Unrealized —

TJX TJX COS INC NEW 0.3%

Value $57.64M Shares 781,762 Est. Cost $23.60 Unrealized +34.3%

ALLY ALLY FINL INC 0.3%

Value $52.16M Shares 2,150,000 Est. Cost $15.62 Unrealized +11.4%

CX CEMEX SAB DE CV 0.3%

Value $52.05M Shares 5,732,544 Est. Cost $6.14 Unrealized —

BAP CREDICORP LTD 0.3%

Value $51.87M Shares 253,000 Est. Cost $147.51 Unrealized +7.2%

CARS CARS COM INC 0.3%

Value $51.14M Shares 1,921,933 Est. Cost $26.86 Unrealized -5.5%

— LIBERTY MEDIA CORP DELAWARE 0.3%

Value $50.9M Shares 1,215,540 Est. Cost $31.97 Unrealized —

— ATLANTICA YIELD PLC 0.3%

Value $50.76M Shares 2,576,608 Est. Cost $18.82 Unrealized —

ADI ANALOG DEVICES INC 0.3%

Value $50.4M Shares 584,870 Est. Cost $42.12 Unrealized +63.6%

BRK/B BERKSHIRE HATHAWAY INC DEL 0.3%

Value $48.58M Shares 265,000 Est. Cost $140.46 Unrealized +25.8%

NPO ENPRO INDS INC 0.3%

Value $43.17M Shares 536,117 Est. Cost $59.85 Unrealized +22.0%

T AT&T INC 0.3%

Value $43.16M Shares 1,102,000 Est. Cost $15.92 Unrealized -2.0%

CACC CREDIT ACCEP CORP MICH 0.3%

Value $42.87M Shares 153,000 Est. Cost $196.10 Unrealized +33.9%

— CHANGYOU COM LTD 0.2%

Value $42.09M Shares 1,062,495 Est. Cost $26.34 Unrealized —

— LIBERTY GLOBAL PLC 0.2%

Value $39.03M Shares 1,675,000 Est. Cost $29.51 Unrealized —

HPQ HP INC 0.2%

Value $38.27M Shares 1,917,600 Est. Cost $11.49 Unrealized +25.7%

— INTERXION HOLDING N.V 0.2%

Value $38.2M Shares 750,000 Est. Cost $31.92 Unrealized —

ADP AUTOMATIC DATA PROCESSING IN 0.2%

Value $37.53M Shares 343,322 Est. Cost $78.26 Unrealized +14.5%

— CHINA LODGING GROUP LTD 0.2%

Value $36.25M Shares 305,047 Est. Cost $46.80 Unrealized —

— CHINA MOBILE LIMITED 0.2%

Value $35.5M Shares 701,989 Est. Cost $55.76 Unrealized —

MU MICRON TECHNOLOGY INC 0.2%

Value $35.19M Shares 894,600 Est. Cost $25.39 Unrealized +21.5%

— GLAXOSMITHKLINE PLC 0.2%

Value $33.61M Shares 827,900 Est. Cost $41.25 Unrealized —

HDB HDFC BANK LTD 0.2%

Value $32.89M Shares 341,278 Est. Cost $57.28 Unrealized —

— CAPITAL BK FINL CORP 0.2%

Value $32.64M Shares 795,200 Est. Cost $40.18 Unrealized —

INTC INTEL CORP 0.2%

Value $32.05M Shares 841,738 Est. Cost $24.97 Unrealized +18.5%

WDC WESTERN DIGITAL CORP 0.2%

Value $31.93M Shares 369,500 Est. Cost $55.14 Unrealized +8.7%

HD HOME DEPOT INC 0.2%

Value $31.07M Shares 189,975 Est. Cost $93.98 Unrealized +33.2%

BABA ALIBABA GROUP HLDG LTD 0.2%

Value $29.65M Shares 171,700 Est. Cost $98.53 Unrealized —

AMAT APPLIED MATLS INC 0.2%

Value $28.83M Shares 553,400 Est. Cost $37.73 Unrealized +9.1%

CVX CHEVRON CORP NEW 0.2%

Value $28.7M Shares 244,293 Est. Cost $72.01 Unrealized +5.8%

— DOWDUPONT INC 0.2%

Value $28.68M Shares 414,300 Est. Cost $69.23 Unrealized —

— NXSTAGE MEDICAL INC 0.2%

Value $28.5M Shares 1,032,500 Est. Cost $27.60 Unrealized —

— SOHU COM INC 0.2%

Value $27.23M Shares 500,060 Est. Cost $41.49 Unrealized —

— COMMERCEHUB INC 0.2%

Value $27.11M Shares 1,270,000 Est. Cost $15.91 Unrealized —

CM CDN IMPERIAL BK COMM TORONTO 0.2%

Value $27.1M Shares 310,500 Est. Cost $23.63 Unrealized +21.5%

— SEARS HLDGS CORP 0.2%

Value $26.81M Shares 3,672,300 Est. Cost — Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 0.2%

Value $26.56M Shares 222,600 Est. Cost $111.61 Unrealized —

BIIB BIOGEN INC 0.1%

Value $25.05M Shares 80,000 Est. Cost $265.53 Unrealized +11.5%

WMT WAL-MART STORES INC 0.1%

Value $24.69M Shares 316,000 Est. Cost $20.07 Unrealized +14.1%

PGR PROGRESSIVE CORP OHIO 0.1%

Value $23.71M Shares 489,750 Est. Cost $35.83 Unrealized +0.8%

CSX CSX CORP 0.1%

Value $22.15M Shares 408,300 Est. Cost $14.13 Unrealized +8.4%

BAX BAXTER INTL INC 0.1%

Value $22.02M Shares 350,900 Est. Cost $50.80 Unrealized +5.4%

— ALTABA INC 0.1%

Value $21.86M Shares 330,000 Est. Cost $55.26 Unrealized —

MCD MCDONALDS CORP 0.1%

Value $21.57M Shares 137,700 Est. Cost $128.65 Unrealized 0.0%

— SINA CORP 0.1%

Value $21.37M Shares 186,400 Est. Cost $113.74 Unrealized —

— UNITED TECHNOLOGIES CORP 0.1%

Value $21.31M Shares 183,600 Est. Cost $107.41 Unrealized —

— NEW ORIENTAL ED & TECH GRP I 0.1%

Value $21.23M Shares 240,600 Est. Cost $70.49 Unrealized —

— LIBERTY GLOBAL PLC 0.1%

Value $20.79M Shares 875,000 Est. Cost $30.32 Unrealized —

AFL AFLAC INC 0.1%

Value $19.34M Shares 237,574 Est. Cost $25.56 Unrealized +29.5%

— MARVELL TECHNOLOGY GROUP LTD 0.1%

Value $19.15M Shares 1,070,000 Est. Cost $16.52 Unrealized —

CL COLGATE PALMOLIVE CO 0.1%

Value $18.94M Shares 260,000 Est. Cost $59.21 Unrealized 0.0%

QCOM QUALCOMM INC 0.1%

Value $18.14M Shares 350,000 Est. Cost $48.26 Unrealized -12.3%

EBAY EBAY INC 0.1%

Value $18.14M Shares 471,578 Est. Cost $29.69 Unrealized +9.0%

DIS DISNEY WALT CO 0.1%

Value $17.74M Shares 180,000 Est. Cost $96.93 Unrealized 0.0%

RY ROYAL BK CDA MONTREAL QUE 0.1%

Value $17.04M Shares 220,800 Est. Cost $74.64 Unrealized 0.0%

AMP AMERIPRISE FINL INC 0.1%

Value $16.9M Shares 113,800 Est. Cost $118.64 Unrealized 0.0%

MDLZ MONDELEZ INTL INC 0.1%

Value $16.67M Shares 410,000 Est. Cost $36.39 Unrealized -4.7%

TMUS T MOBILE US INC 0.1%

Value $16.65M Shares 270,000 Est. Cost $62.83 Unrealized -3.6%

PH PARKER HANNIFIN CORP 0.1%

Value $16.51M Shares 94,330 Est. Cost $132.09 Unrealized +9.4%

BBY BEST BUY INC 0.1%

Value $16.44M Shares 288,600 Est. Cost $31.63 Unrealized +33.6%

ADP AUTOMATIC DATA PROCESSING IN 0.1%

Value $16.4M Shares 150,000 Est. Cost $78.26 Unrealized +14.5%

PRU PRUDENTIAL FINL INC 0.1%

Value $16.37M Shares 154,000 Est. Cost $71.07 Unrealized +1.4%

— UNILEVER N V 0.1%

Value $16.01M Shares 320,000 Est. Cost $59.04 Unrealized —

DE DEERE & CO 0.1%

Value $15.8M Shares 125,800 Est. Cost $102.54 Unrealized +5.9%

— DISH NETWORK CORP 0.1%

Value $15.73M Shares 290,000 Est. Cost $58.29 Unrealized —

— SK TELECOM LTD 0.1%

Value $15.33M Shares 623,309 Est. Cost $25.07 Unrealized —

CMI CUMMINS INC 0.1%

Value $15.3M Shares 91,040 Est. Cost $111.91 Unrealized +16.1%

— TE CONNECTIVITY LTD 0.1%

Value $15.25M Shares 183,600 Est. Cost $82.89 Unrealized —

ITW ILLINOIS TOOL WKS INC 0.1%

Value $15.08M Shares 101,912 Est. Cost $62.09 Unrealized +86.9%

LEA LEAR CORP 0.1%

Value $14.85M Shares 85,780 Est. Cost $89.44 Unrealized +43.4%

PFG PRINCIPAL FINL GROUP INC 0.1%

Value $14.41M Shares 224,025 Est. Cost $43.67 Unrealized +6.8%

SNPS SYNOPSYS INC 0.1%

Value $14.41M Shares 178,900 Est. Cost $72.95 Unrealized +6.4%

— DELPHI AUTOMOTIVE PLC 0.1%

Value $14.06M Shares 142,900 Est. Cost $97.89 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.1%

Value $13.98M Shares 96,384 Est. Cost $108.79 Unrealized -11.0%

MPC MARATHON PETE CORP 0.1%

Value $13.68M Shares 243,900 Est. Cost $38.93 Unrealized +6.2%

— ANDEAVOR 0.1%

Value $13.4M Shares 129,905 Est. Cost $103.15 Unrealized —

EC ECOPETROL S A 0.1%

Value $13.2M Shares 1,391,000 Est. Cost $9.15 Unrealized —

CDNS CADENCE DESIGN SYSTEM INC 0.1%

Value $12.87M Shares 326,100 Est. Cost $34.35 Unrealized +7.3%

— DISH NETWORK CORP 0.1%

Value $12.57M Shares 231,868 Est. Cost $58.29 Unrealized —

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $12.46M Shares 269,304 Est. Cost $33.05 Unrealized +3.0%

BKR BAKER HUGHES A GE CO 0.1%

Value $12.45M Shares 340,000 Est. Cost $28.18 Unrealized 0.0%

MDLZ MONDELEZ INTL INC 0.1%

Value $12.1M Shares 297,663 Est. Cost $36.39 Unrealized -4.7%

VALE VALE S A 0.1%

Value $12.02M Shares 1,194,000 Est. Cost $10.02 Unrealized —

— COMMERCEHUB INC 0.1%

Value $11.96M Shares 530,000 Est. Cost $15.80 Unrealized —

FE FIRSTENERGY CORP 0.1%

Value $11.91M Shares 386,200 Est. Cost $20.84 Unrealized +7.2%

EXC EXELON CORP 0.1%

Value $11.57M Shares 307,100 Est. Cost $19.95 Unrealized +0.3%

— LAM RESEARCH CORP 0.1%

Value $11.56M Shares 62,500 Est. Cost $140.72 Unrealized —

LSCC LATTICE SEMICONDUCTOR CORP 0.1%

Value $11.48M Shares 2,204,400 Est. Cost $6.92 Unrealized —

— MARATHON OIL CORP 0.1%

Value $11.45M Shares 844,424 Est. Cost $18.09 Unrealized —

BMO BANK MONTREAL QUE 0.1%

Value $11.34M Shares 150,200 Est. Cost $37.76 Unrealized +40.6%

WB WEIBO CORP 0.1%

Value $11.33M Shares 114,540 Est. Cost $98.94 Unrealized —

FISV FISERV INC 0.1%

Value $11.24M Shares 87,164 Est. Cost $48.96 Unrealized +26.9%

EIX EDISON INTL 0.1%

Value $11.08M Shares 143,600 Est. Cost $55.33 Unrealized 0.0%

CNP CENTERPOINT ENERGY INC 0.1%

Value $10.82M Shares 370,400 Est. Cost $18.05 Unrealized +23.7%

FCX FREEPORT-MCMORAN INC 0.1%

Value $10.8M Shares 769,605 Est. Cost $11.34 Unrealized +12.3%

STT STATE STR CORP 0.1%

Value $10.77M Shares 112,675 Est. Cost $72.18 Unrealized 0.0%

PVH PVH CORP 0.1%

Value $10.69M Shares 84,800 Est. Cost $119.27 Unrealized +0.9%

VLO VALERO ENERGY CORP NEW 0.1%

Value $10.65M Shares 138,386 Est. Cost $41.58 Unrealized +18.9%

DIS DISNEY WALT CO 0.1%

Value $10.42M Shares 105,673 Est. Cost $96.93 Unrealized 0.0%

INTU INTUIT 0.1%

Value $10.36M Shares 72,900 Est. Cost $119.70 Unrealized +8.8%

AVY AVERY DENNISON CORP 0.1%

Value $10.33M Shares 105,047 Est. Cost $56.70 Unrealized +43.0%

IAG IAMGOLD CORP 0.1%

Value $10.17M Shares 1,667,300 Est. Cost $4.11 Unrealized +41.5%

HAS HASBRO INC 0.1%

Value $10.12M Shares 103,653 Est. Cost $72.95 Unrealized +3.7%

— PENN VA CORP NEW 0.1%

Value $10.09M Shares 252,261 Est. Cost $43.10 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $10M Shares 180,475 Est. Cost $41.04 Unrealized +10.2%

FIZZ NATIONAL BEVERAGE CORP 0.1%

Value $9.924M Shares 80,000 Est. Cost $22.59 Unrealized +96.2%

DOX AMDOCS LTD 0.1%

Value $9.896M Shares 153,855 Est. Cost $47.18 Unrealized +15.9%

SQM SOCIEDAD QUIMICA MINERA DE C 0.1%

Value $9.617M Shares 172,778 Est. Cost $18.89 Unrealized —

SYY SYSCO CORP 0.1%

Value $9.592M Shares 177,800 Est. Cost $42.60 Unrealized -1.8%

— JUNIPER NETWORKS INC 0.1%

Value $9.546M Shares 343,000 Est. Cost $27.84 Unrealized —

— BANCOLOMBIA S A 0.1%

Value $9.524M Shares 208,000 Est. Cost $45.79 Unrealized —

RJF RAYMOND JAMES FINANCIAL INC 0.1%

Value $9.479M Shares 112,400 Est. Cost $44.74 Unrealized +6.2%

— ACTIVISION BLIZZARD INC 0.1%

Value $9.204M Shares 142,673 Est. Cost $37.74 Unrealized —

HST HOST HOTELS & RESORTS INC 0.1%

Value $9.193M Shares 497,200 Est. Cost $13.14 Unrealized +0.2%

DOV DOVER CORP 0.1%

Value $8.929M Shares 97,700 Est. Cost $60.83 Unrealized 0.0%

— TWITTER INC 0.1%

Value $8.772M Shares 520,000 Est. Cost $17.82 Unrealized —

TROW PRICE T ROWE GROUP INC 0.1%

Value $8.621M Shares 95,105 Est. Cost $50.93 Unrealized +18.7%

RCL ROYAL CARIBBEAN CRUISES LTD 0.1%

Value $8.57M Shares 72,300 Est. Cost $103.13 Unrealized +4.2%

NBIS YANDEX N V 0.1%

Value $8.564M Shares 259,900 Est. Cost $32.95 Unrealized —

MFC MANULIFE FINL CORP 0.0%

Value $8.348M Shares 411,600 Est. Cost $19.28 Unrealized +3.1%

WMB WILLIAMS COS INC DEL 0.0%

Value $8.103M Shares 270,000 Est. Cost $18.24 Unrealized +5.6%

SEDG SOLAREDGE TECHNOLOGIES INC 0.0%

Value $8.098M Shares 283,655 Est. Cost $16.89 Unrealized +49.2%

GLW CORNING INC 0.0%

Value $8.028M Shares 268,300 Est. Cost $20.97 Unrealized +12.5%

LNC LINCOLN NATL CORP IND 0.0%

Value $7.987M Shares 108,703 Est. Cost $44.86 Unrealized +11.3%

LYB LYONDELLBASELL INDUSTRIES N 0.0%

Value $7.645M Shares 77,180 Est. Cost $47.22 Unrealized +15.5%

CHT CHUNGHWA TELECOM CO LTD 0.0%

Value $7.553M Shares 221,427 Est. Cost $33.23 Unrealized —

CBRE CBRE GROUP INC 0.0%

Value $7.398M Shares 195,300 Est. Cost $36.38 Unrealized +1.1%

— SPECTRUM BRANDS HLDGS INC 0.0%

Value $7.311M Shares 69,021 Est. Cost $120.63 Unrealized —

OSG AMBAC FINL GROUP INC 0.0%

Value $6.645M Shares 385,000 Est. Cost — Unrealized —

— DR PEPPER SNAPPLE GROUP INC 0.0%

Value $6.645M Shares 75,108 Est. Cost $89.62 Unrealized —

PKG PACKAGING CORP AMER 0.0%

Value $6.64M Shares 57,900 Est. Cost $70.13 Unrealized +24.4%

DXC DXC TECHNOLOGY CO 0.0%

Value $6.58M Shares 76,620 Est. Cost $67.37 Unrealized 0.0%

EG EVEREST RE GROUP LTD 0.0%

Value $6.236M Shares 27,304 Est. Cost $148.00 Unrealized +43.1%

— DISCOVERY COMMUNICATNS NEW 0.0%

Value $6.2M Shares 291,200 Est. Cost $21.67 Unrealized —

— DELL TECHNOLOGIES INC 0.0%

Value $6.193M Shares 80,216 Est. Cost $61.26 Unrealized —

NI NISOURCE INC 0.0%

Value $6.17M Shares 241,100 Est. Cost $20.05 Unrealized 0.0%

— CITRIX SYS INC 0.0%

Value $6.144M Shares 79,978 Est. Cost $76.53 Unrealized —

GD GENERAL DYNAMICS CORP 0.0%

Value $6.093M Shares 29,640 Est. Cost $146.22 Unrealized +13.8%

TMUS T MOBILE US INC 0.0%

Value $6.03M Shares 97,794 Est. Cost $62.83 Unrealized -3.6%

CXW CORECIVIC INC 0.0%

Value $5.975M Shares 223,200 Est. Cost $24.00 Unrealized -13.7%

— QIWI PLC 0.0%

Value $5.905M Shares 348,600 Est. Cost $16.74 Unrealized —

— ENEL AMERICAS S A 0.0%

Value $5.856M Shares 573,040 Est. Cost $11.93 Unrealized —

EMN EASTMAN CHEM CO 0.0%

Value $5.791M Shares 64,000 Est. Cost $64.09 Unrealized 0.0%

WIT WIPRO LTD 0.0%

Value $5.748M Shares 1,011,938 Est. Cost $6.33 Unrealized —

— MARVELL TECHNOLOGY GROUP LTD 0.0%

Value $5.748M Shares 321,095 Est. Cost $16.52 Unrealized —

— INGERSOLL-RAND PLC 0.0%

Value $5.743M Shares 64,400 Est. Cost $89.18 Unrealized —

— CA INC 0.0%

Value $5.606M Shares 167,954 Est. Cost $30.71 Unrealized —

EFA ISHARES TR 0.0%

Value $5.546M Shares 80,988 Est. Cost $62.99 Unrealized —

UNM UNUM GROUP 0.0%

Value $5.509M Shares 107,748 Est. Cost $46.37 Unrealized +5.2%

DAN DANA INCORPORATED 0.0%

Value $5.466M Shares 195,500 Est. Cost $16.36 Unrealized +23.7%

BC BRUNSWICK CORP 0.0%

Value $5.401M Shares 96,500 Est. Cost $48.24 Unrealized 0.0%

JLL JONES LANG LASALLE INC 0.0%

Value $5.353M Shares 43,343 Est. Cost $133.60 Unrealized -8.7%

THO THOR INDS INC 0.0%

Value $5.223M Shares 41,485 Est. Cost $51.22 Unrealized +77.2%

KLAC KLA-TENCOR CORP 0.0%

Value $5.067M Shares 47,800 Est. Cost $83.67 Unrealized 0.0%

CL COLGATE PALMOLIVE CO 0.0%

Value $4.943M Shares 67,846 Est. Cost $59.21 Unrealized 0.0%

— VALE S A 0.0%

Value $4.925M Shares 526,700 Est. Cost $9.35 Unrealized —

DTE DTE ENERGY CO 0.0%

Value $4.916M Shares 45,789 Est. Cost $60.91 Unrealized +14.9%

— SYMANTEC CORP 0.0%

Value $4.912M Shares 149,700 Est. Cost $32.81 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $4.884M Shares 178,700 Est. Cost $21.17 Unrealized +8.8%

MRK MERCK & CO INC 0.0%

Value $4.789M Shares 74,800 Est. Cost $46.45 Unrealized +0.5%

TD TORONTO DOMINION BK ONT 0.0%

Value $4.69M Shares 83,500 Est. Cost $43.45 Unrealized +20.8%

INDA ISHARES TR 0.0%

Value $4.602M Shares 140,100 Est. Cost $31.48 Unrealized —

CLX CLOROX CO DEL 0.0%

Value $4.551M Shares 34,500 Est. Cost $105.56 Unrealized 0.0%

— MERITOR INC 0.0%

Value $4.403M Shares 169,300 Est. Cost $16.61 Unrealized —

AGCO AGCO CORP 0.0%

Value $4.393M Shares 59,544 Est. Cost $39.81 Unrealized +43.4%

FCX FREEPORT-MCMORAN INC 0.0%

Value $4.324M Shares 308,000 Est. Cost $11.34 Unrealized +12.3%

— TECH DATA CORP 0.0%

Value $4.321M Shares 48,638 Est. Cost $71.29 Unrealized —

BKR BAKER HUGHES A GE CO 0.0%

Value $4.292M Shares 117,200 Est. Cost $28.18 Unrealized 0.0%

SANM SANMINA CORPORATION 0.0%

Value $4.268M Shares 114,893 Est. Cost $22.74 Unrealized +64.1%

XHR XENIA HOTELS & RESORTS INC 0.0%

Value $4.244M Shares 201,600 Est. Cost $19.04 Unrealized —

UGI UGI CORP NEW 0.0%

Value $4.236M Shares 90,400 Est. Cost $48.87 Unrealized -0.1%

SCI SERVICE CORP INTL 0.0%

Value $4.206M Shares 121,900 Est. Cost $34.70 Unrealized 0.0%

MOG/A MOOG INC 0.0%

Value $4.197M Shares 50,300 Est. Cost $67.77 Unrealized +3.2%

LDOS LEIDOS HLDGS INC 0.0%

Value $4.181M Shares 70,600 Est. Cost $46.60 Unrealized +5.4%

— OWENS ILL INC 0.0%

Value $4.106M Shares 163,200 Est. Cost $24.38 Unrealized —

— MCDERMOTT INTL INC 0.0%

Value $4.102M Shares 564,250 Est. Cost $6.76 Unrealized —

RS RELIANCE STEEL & ALUMINUM CO 0.0%

Value $4.093M Shares 53,740 Est. Cost $77.83 Unrealized -6.1%

DRI DARDEN RESTAURANTS INC 0.0%

Value $4.01M Shares 50,900 Est. Cost $68.78 Unrealized -2.9%

BPOP POPULAR INC 0.0%

Value $3.971M Shares 110,500 Est. Cost $31.89 Unrealized -0.2%

BEN FRANKLIN RES INC 0.0%

Value $3.952M Shares 88,800 Est. Cost $27.48 Unrealized +1.4%

DLX DELUXE CORP 0.0%

Value $3.94M Shares 53,998 Est. Cost $39.65 Unrealized +20.9%

ACCO ACCO BRANDS CORP 0.0%

Value $3.933M Shares 330,529 Est. Cost $5.96 Unrealized +33.2%

THC TENET HEALTHCARE CORP 0.0%

Value $3.925M Shares 238,900 Est. Cost $18.55 Unrealized -8.6%

CHKP CHECK POINT SOFTWARE TECH LT 0.0%

Value $3.899M Shares 34,200 Est. Cost $80.77 Unrealized +36.1%

APLE APPLE HOSPITALITY REIT INC 0.0%

Value $3.894M Shares 205,900 Est. Cost $19.10 Unrealized —

LOPE GRAND CANYON ED INC 0.0%

Value $3.878M Shares 42,700 Est. Cost $62.88 Unrealized +27.4%

C CITIGROUP INC 0.0%

Value $3.841M Shares 52,800 Est. Cost $38.66 Unrealized +34.3%

WMB WILLIAMS COS INC DEL 0.0%

Value $3.834M Shares 127,742 Est. Cost $18.24 Unrealized +5.6%

LAMR LAMAR ADVERTISING CO NEW 0.0%

Value $3.81M Shares 55,600 Est. Cost $73.57 Unrealized —

TDS TELEPHONE & DATA SYS INC 0.0%

Value $3.751M Shares 134,500 Est. Cost $28.26 Unrealized -0.0%

EME EMCOR GROUP INC 0.0%

Value $3.736M Shares 53,850 Est. Cost $63.44 Unrealized +1.1%

OGE OGE ENERGY CORP 0.0%

Value $3.736M Shares 103,700 Est. Cost $35.66 Unrealized 0.0%

— HRG GROUP INC 0.0%

Value $3.713M Shares 237,850 Est. Cost $19.32 Unrealized —

CNI CANADIAN NATL RY CO 0.0%

Value $3.673M Shares 44,440 Est. Cost $65.34 Unrealized +6.2%

VYX NCR CORP NEW 0.0%

Value $3.658M Shares 97,500 Est. Cost $23.41 Unrealized -1.8%

FITB FIFTH THIRD BANCORP 0.0%

Value $3.629M Shares 129,700 Est. Cost $18.93 Unrealized +2.7%

VC VISTEON CORP 0.0%

Value $3.602M Shares 29,100 Est. Cost $98.32 Unrealized +14.7%

CPS COOPER STD HLDGS INC 0.0%

Value $3.583M Shares 30,900 Est. Cost $87.48 Unrealized +18.6%

OSK OSHKOSH CORP 0.0%

Value $3.582M Shares 43,400 Est. Cost $64.32 Unrealized 0.0%

AGO ASSURED GUARANTY LTD 0.0%

Value $3.555M Shares 94,176 Est. Cost $21.19 Unrealized +75.0%

OC OWENS CORNING NEW 0.0%

Value $3.496M Shares 45,200 Est. Cost $69.95 Unrealized 0.0%

— XEROX CORP 0.0%

Value $3.421M Shares 102,750 Est. Cost $31.36 Unrealized —

GEO GEO GROUP INC NEW 0.0%

Value $3.414M Shares 126,900 Est. Cost $21.42 Unrealized -10.4%

CVSA ADTALEM GLOBAL ED INC 0.0%

Value $3.409M Shares 95,100 Est. Cost $36.95 Unrealized -7.5%

FAF FIRST AMERN FINL CORP 0.0%

Value $3.407M Shares 68,176 Est. Cost $27.02 Unrealized +33.7%

CHE CHEMED CORP NEW 0.0%

Value $3.396M Shares 16,807 Est. Cost $131.90 Unrealized +44.9%

GT GOODYEAR TIRE & RUBR CO 0.0%

Value $3.388M Shares 101,900 Est. Cost $29.68 Unrealized +9.5%

TLK P T TELEKOMUNIKASI INDONESIA 0.0%

Value $3.379M Shares 98,500 Est. Cost $31.24 Unrealized —

CIG COMPANHIA ENERGETICA DE MINA 0.0%

Value $3.331M Shares 1,343,091 Est. Cost $6.33 Unrealized —

MAN MANPOWERGROUP INC 0.0%

Value $3.287M Shares 27,900 Est. Cost $111.91 Unrealized 0.0%

TDY TELEDYNE TECHNOLOGIES INC 0.0%

Value $3.279M Shares 20,600 Est. Cost $143.78 Unrealized +1.1%

— SCANA CORP NEW 0.0%

Value $3.254M Shares 67,100 Est. Cost $69.81 Unrealized —

LSTR LANDSTAR SYS INC 0.0%

Value $3.249M Shares 32,600 Est. Cost $99.66 Unrealized —

— TENNECO INC 0.0%

Value $3.246M Shares 53,500 Est. Cost $58.23 Unrealized —

— ESTERLINE TECHNOLOGIES CORP 0.0%

Value $3.218M Shares 35,700 Est. Cost $90.14 Unrealized —

PLUS EPLUS INC 0.0%

Value $3.197M Shares 34,582 Est. Cost $29.37 Unrealized +38.9%

LNWO SCIENTIFIC GAMES CORP 0.0%

Value $3.191M Shares 69,600 Est. Cost $32.13 Unrealized +8.5%

CACI CACI INTL INC 0.0%

Value $3.135M Shares 22,500 Est. Cost $113.20 Unrealized +14.1%

VWO VANGUARD INTL EQUITY INDEX F 0.0%

Value $3.085M Shares 70,800 Est. Cost $43.57 Unrealized —

MUR MURPHY OIL CORP 0.0%

Value $3.084M Shares 116,100 Est. Cost $24.66 Unrealized -24.9%

NWSA NEWS CORP NEW 0.0%

Value $3.069M Shares 231,422 Est. Cost $12.03 Unrealized +2.2%

KOF COCA COLA FEMSA S A B DE C V 0.0%

Value $3.047M Shares 39,500 Est. Cost $77.14 Unrealized —

AGRO ADECOAGRO S A 0.0%

Value $3.036M Shares 281,153 Est. Cost $9.75 Unrealized -8.7%

DRH DIAMONDROCK HOSPITALITY CO 0.0%

Value $3.035M Shares 277,200 Est. Cost $10.96 Unrealized —

— SODASTREAM INTERNATIONAL LTD 0.0%

Value $3.01M Shares 45,300 Est. Cost $54.78 Unrealized —

— TRINSEO S A 0.0%

Value $2.946M Shares 43,900 Est. Cost $67.11 Unrealized —

HELE HELEN OF TROY CORP LTD 0.0%

Value $2.904M Shares 29,973 Est. Cost $95.02 Unrealized +1.2%

GHC GRAHAM HLDGS CO 0.0%

Value $2.867M Shares 4,900 Est. Cost $546.00 Unrealized -1.6%

WD WALKER & DUNLOP INC 0.0%

Value $2.838M Shares 54,241 Est. Cost $19.28 Unrealized +107.0%

CNO CNO FINL GROUP INC 0.0%

Value $2.784M Shares 119,300 Est. Cost $18.51 Unrealized 0.0%

BDN BRANDYWINE RLTY TR 0.0%

Value $2.762M Shares 157,900 Est. Cost $17.50 Unrealized —

SHO SUNSTONE HOTEL INVS INC NEW 0.0%

Value $2.725M Shares 169,600 Est. Cost $16.07 Unrealized —

— ISRAEL CHEMICALS LTD 0.0%

Value $2.698M Shares 607,941 Est. Cost $4.10 Unrealized —

— VANECK VECTORS ETF TR 0.0%

Value $2.69M Shares 120,700 Est. Cost $22.29 Unrealized —

BIGGQ BIG LOTS INC 0.0%

Value $2.657M Shares 49,600 Est. Cost $39.45 Unrealized -0.5%

BTI BRITISH AMERN TOB PLC 0.0%

Value $2.596M Shares 41,568 Est. Cost $121.62 Unrealized —

— PUTMAN HIGH INCOME SEC FUND 0.0%

Value $2.565M Shares 287,259 Est. Cost $8.75 Unrealized —

— UNILEVER N V 0.0%

Value $2.537M Shares 42,973 Est. Cost $59.04 Unrealized —

— NUTRI SYS INC NEW 0.0%

Value $2.454M Shares 43,900 Est. Cost $52.36 Unrealized —

GYRO GYRODYNE LLC 0.0%

Value $2.435M Shares 113,088 Est. Cost $19.48 Unrealized +4.6%

AIT APPLIED INDL TECHNOLOGIES IN 0.0%

Value $2.428M Shares 36,900 Est. Cost $54.14 Unrealized -4.8%

FSLR FIRST SOLAR INC 0.0%

Value $2.358M Shares 51,400 Est. Cost $37.51 Unrealized +23.6%

— TUPPERWARE BRANDS CORP 0.0%

Value $2.338M Shares 37,827 Est. Cost $59.79 Unrealized —

LSAK NET 1 UEPS TECHNOLOGIES INC 0.0%

Value $2.322M Shares 238,441 Est. Cost $10.71 Unrealized -9.8%

CSIQ CANADIAN SOLAR INC 0.0%

Value $2.295M Shares 136,263 Est. Cost $16.03 Unrealized +2.2%

CSGS CSG SYS INTL INC 0.0%

Value $2.27M Shares 56,600 Est. Cost $32.56 Unrealized +1.8%

— SEAGATE TECHNOLOGY PLC 0.0%

Value $2.269M Shares 68,400 Est. Cost $42.15 Unrealized —

CENTA CENTRAL GARDEN & PET CO 0.0%

Value $2.239M Shares 60,200 Est. Cost $23.97 Unrealized +10.6%

— OM ASSET MGMT PLC 0.0%

Value $2.205M Shares 147,800 Est. Cost $14.90 Unrealized —

— CRANE CO 0.0%

Value $2.176M Shares 27,200 Est. Cost $78.44 Unrealized —

PBI PITNEY BOWES INC 0.0%

Value $2.163M Shares 154,400 Est. Cost $13.73 Unrealized 0.0%

INN SUMMIT HOTEL PPTYS 0.0%

Value $2.123M Shares 132,800 Est. Cost $18.39 Unrealized —

— TWITTER INC 0.0%

Value $2.12M Shares 125,677 Est. Cost $17.82 Unrealized —

NSIT INSIGHT ENTERPRISES INC 0.0%

Value $2.117M Shares 46,102 Est. Cost $31.20 Unrealized +31.9%

PLCE CHILDRENS PL INC 0.0%

Value $2.068M Shares 17,500 Est. Cost $108.87 Unrealized -1.2%

CHH CHOICE HOTELS INTL INC 0.0%

Value $2.058M Shares 32,200 Est. Cost $58.26 Unrealized -0.3%

— MOMO INC 0.0%

Value $2.028M Shares 64,700 Est. Cost $31.34 Unrealized —

— HOSPITALITY PPTYS TR 0.0%

Value $1.96M Shares 68,800 Est. Cost $28.49 Unrealized —

GEF GREIF INC 0.0%

Value $1.949M Shares 33,300 Est. Cost $40.75 Unrealized +3.5%

UVV UNIVERSAL CORP VA 0.0%

Value $1.925M Shares 33,600 Est. Cost $64.40 Unrealized -7.2%

PCH POTLATCH CORP NEW 0.0%

Value $1.923M Shares 37,700 Est. Cost $51.01 Unrealized —

LPLA LPL FINL HLDGS INC 0.0%

Value $1.918M Shares 37,200 Est. Cost $46.02 Unrealized 0.0%

PRGS PROGRESS SOFTWARE CORP 0.0%

Value $1.851M Shares 48,500 Est. Cost $33.41 Unrealized 0.0%

— LUXOFT HLDG INC 0.0%

Value $1.826M Shares 38,200 Est. Cost $47.80 Unrealized —

— CONSTELLIUM NV 0.0%

Value $1.816M Shares 177,200 Est. Cost $10.25 Unrealized —

SBS COMPANHIA DE SANEAMENTO BASI 0.0%

Value $1.788M Shares 170,900 Est. Cost $9.52 Unrealized —

— QUALITY CARE PPTYS INC 0.0%

Value $1.77M Shares 114,200 Est. Cost $18.36 Unrealized —

— MEREDITH CORP 0.0%

Value $1.759M Shares 31,685 Est. Cost $48.84 Unrealized —

SNX SYNNEX CORP 0.0%

Value $1.758M Shares 13,900 Est. Cost $53.44 Unrealized -0.1%

NYT NEW YORK TIMES CO 0.0%

Value $1.725M Shares 88,000 Est. Cost $17.28 Unrealized 0.0%

— BRIGGS & STRATTON CORP 0.0%

Value $1.713M Shares 72,900 Est. Cost $23.93 Unrealized —

— EXTERRAN CORP 0.0%

Value $1.713M Shares 54,178 Est. Cost $18.37 Unrealized —

— GROUPE CGI INC 0.0%

Value $1.712M Shares 33,100 Est. Cost $46.40 Unrealized —

— M D C HLDGS INC 0.0%

Value $1.707M Shares 51,400 Est. Cost $30.70 Unrealized —

BCC BOISE CASCADE CO DEL 0.0%

Value $1.675M Shares 48,000 Est. Cost $20.38 Unrealized 0.0%

A AGILENT TECHNOLOGIES INC 0.0%

Value $1.663M Shares 25,900 Est. Cost $58.52 Unrealized 0.0%

— AETNA INC NEW 0.0%

Value $1.618M Shares 10,177 Est. Cost $109.53 Unrealized —

KOP KOPPERS HOLDINGS INC 0.0%

Value $1.611M Shares 34,900 Est. Cost $40.22 Unrealized -6.3%

ICFI ICF INTL INC 0.0%

Value $1.608M Shares 29,800 Est. Cost $49.61 Unrealized -4.7%

— POTASH CORP SASK INC 0.0%

Value $1.602M Shares 83,329 Est. Cost $16.84 Unrealized —

— SYKES ENTERPRISES INC 0.0%

Value $1.598M Shares 54,786 Est. Cost $29.10 Unrealized —

BBD BANCO BRADESCO S A 0.0%

Value $1.596M Shares 144,200 Est. Cost $10.46 Unrealized —

— BLUCORA INC 0.0%

Value $1.594M Shares 63,000 Est. Cost $24.24 Unrealized —

NWS NEWS CORP NEW 0.0%

Value $1.572M Shares 115,185 Est. Cost $12.67 Unrealized 0.0%

SCHL SCHOLASTIC CORP 0.0%

Value $1.555M Shares 41,800 Est. Cost $33.84 Unrealized -1.4%

— SILVERBOW RES INC 0.0%

Value $1.552M Shares 63,200 Est. Cost $26.16 Unrealized —

EL LAUDER ESTEE COS INC 0.0%

Value $1.542M Shares 14,300 Est. Cost $92.43 Unrealized 0.0%

HSBC HSBC HLDGS PLC 0.0%

Value $1.537M Shares 31,100 Est. Cost $35.98 Unrealized —

— WHITING PETE CORP NEW 0.0%

Value $1.537M Shares 281,500 Est. Cost $5.47 Unrealized —

IBN ICICI BK LTD 0.0%

Value $1.467M Shares 171,396 Est. Cost $8.63 Unrealized —

— RYB ED INC 0.0%

Value $1.425M Shares 50,000 Est. Cost $28.50 Unrealized —

— BANKRATE INC DEL 0.0%

Value $1.342M Shares 96,200 Est. Cost $13.62 Unrealized —

ABBV ABBVIE INC 0.0%

Value $1.324M Shares 14,900 Est. Cost $45.85 Unrealized +17.0%

— AMERICAN NATL INS CO 0.0%

Value $1.252M Shares 10,600 Est. Cost $113.16 Unrealized —

IPAR INTER PARFUMS INC 0.0%

Value $1.246M Shares 30,200 Est. Cost $37.21 Unrealized +3.8%

AD UNITED STATES CELLULAR CORP 0.0%

Value $1.228M Shares 34,700 Est. Cost $22.03 Unrealized -1.1%

SMP STANDARD MTR PRODS INC 0.0%

Value $1.192M Shares 24,700 Est. Cost $49.89 Unrealized -4.4%

OEC ORION ENGINEERED CARBONS S A 0.0%

Value $1.172M Shares 52,200 Est. Cost $19.18 Unrealized +11.7%

— NAVIGANT CONSULTING INC 0.0%

Value $1.149M Shares 67,912 Est. Cost $24.73 Unrealized —

— TATA MTRS LTD 0.0%

Value $1.145M Shares 36,621 Est. Cost $33.56 Unrealized —

— ENSCO PLC 0.0%

Value $1.144M Shares 191,600 Est. Cost $9.64 Unrealized —

— MRC GLOBAL INC 0.0%

Value $1.107M Shares 63,300 Est. Cost $16.87 Unrealized —

— NOBLE CORP PLC 0.0%

Value $1.084M Shares 235,600 Est. Cost $7.67 Unrealized —

— ROWAN COMPANIES PLC 0.0%

Value $1.069M Shares 83,200 Est. Cost $16.73 Unrealized —

CENT CENTRAL GARDEN & PET CO 0.0%

Value $1.045M Shares 26,900 Est. Cost $17.95 Unrealized +50.3%

— TOWER INTL INC 0.0%

Value $1.035M Shares 38,065 Est. Cost $22.40 Unrealized —

PG PROCTER AND GAMBLE CO 0.0%

Value $1.01M Shares 11,100 Est. Cost $70.50 Unrealized +3.6%

INGR INGREDION INC 0.0%

Value $985K Shares 8,162 Est. Cost $110.40 Unrealized +10.4%

IVZ INVESCO LTD 0.0%

Value $943K Shares 26,925 Est. Cost $23.01 Unrealized 0.0%

MOS MOSAIC CO NEW 0.0%

Value $899K Shares 41,660 Est. Cost $24.16 Unrealized -21.7%

VZ VERIZON COMMUNICATIONS INC 0.0%

Value $886K Shares 17,900 Est. Cost $27.31 Unrealized +10.7%

— EVERI HLDGS INC 0.0%

Value $846K Shares 111,500 Est. Cost $7.59 Unrealized —

— CHESAPEAKE ENERGY CORP 0.0%

Value $840K Shares 195,402 Est. Cost $5.97 Unrealized —

AGM FEDERAL AGRIC MTG CORP 0.0%

Value $829K Shares 11,400 Est. Cost $36.30 Unrealized +40.1%

— INVESTMENT TECHNOLOGY GRP NE 0.0%

Value $828K Shares 37,400 Est. Cost $22.14 Unrealized —

— PREFERRED APT CMNTYS INC 0.0%

Value $823K Shares 43,600 Est. Cost $18.13 Unrealized —

BTE BAYTEX ENERGY CORP 0.0%

Value $819K Shares 272,100 Est. Cost $2.88 Unrealized -13.5%

OTEX OPEN TEXT CORP 0.0%

Value $814K Shares 25,300 Est. Cost $26.07 Unrealized +1.8%

— RENEWABLE ENERGY GROUP INC 0.0%

Value $812K Shares 66,800 Est. Cost $12.16 Unrealized —

BWA BORGWARNER INC 0.0%

Value $799K Shares 15,600 Est. Cost $35.85 Unrealized 0.0%

— ATWOOD OCEANICS INC 0.0%

Value $796K Shares 84,740 Est. Cost $9.41 Unrealized —

— JUMEI INTL HLDG LTD 0.0%

Value $793K Shares 273,600 Est. Cost $2.90 Unrealized —

MTZ MASTEC INC 0.0%

Value $789K Shares 17,000 Est. Cost $39.45 Unrealized +10.4%

COF CAPITAL ONE FINL CORP 0.0%

Value $779K Shares 9,200 Est. Cost $62.11 Unrealized +14.8%

THG HANOVER INS GROUP INC 0.0%

Value $746K Shares 7,700 Est. Cost $62.39 Unrealized +18.8%

— NAVIGATORS GROUP INC 0.0%

Value $730K Shares 12,514 Est. Cost $83.35 Unrealized —

ITUB ITAU UNIBANCO HLDG SA 0.0%

Value $724K Shares 52,811 Est. Cost $10.52 Unrealized —

— SUNTRUST BKS INC 0.0%

Value $723K Shares 12,100 Est. Cost $59.75 Unrealized —

— UNIT CORP 0.0%

Value $713K Shares 34,664 Est. Cost $15.62 Unrealized —

— DIAMOND OFFSHORE DRILLING IN 0.0%

Value $712K Shares 49,100 Est. Cost $19.98 Unrealized —

— AGRIUM INC 0.0%

Value $700K Shares 6,551 Est. Cost $90.60 Unrealized —

DEO DIAGEO P L C 0.0%

Value $700K Shares 5,300 Est. Cost $132.08 Unrealized —

ENVA ENOVA INTL INC 0.0%

Value $689K Shares 51,200 Est. Cost $14.15 Unrealized -3.9%

CHD CHURCH & DWIGHT INC 0.0%

Value $683K Shares 14,100 Est. Cost $45.66 Unrealized 0.0%

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $647K Shares 30,000 Est. Cost $18.21 Unrealized -3.9%

— SPX CORP 0.0%

Value $647K Shares 22,036 Est. Cost $25.02 Unrealized —

AZN ASTRAZENECA PLC 0.0%

Value $637K Shares 18,800 Est. Cost $33.88 Unrealized —

RM REGIONAL MGMT CORP 0.0%

Value $635K Shares 26,212 Est. Cost $12.93 Unrealized +48.9%

— VEDANTA LTD 0.0%

Value $627K Shares 32,400 Est. Cost $17.95 Unrealized —

RIG TRANSOCEAN LTD 0.0%

Value $617K Shares 57,300 Est. Cost $10.36 Unrealized -16.9%

UMC UNITED MICROELECTRONICS CORP 0.0%

Value $607K Shares 242,600 Est. Cost $1.87 Unrealized —

— HESS CORP 0.0%

Value $596K Shares 12,700 Est. Cost $46.93 Unrealized —

BRC BRADY CORP 0.0%

Value $596K Shares 15,700 Est. Cost $29.37 Unrealized 0.0%

ESNT ESSENT GROUP LTD 0.0%

Value $579K Shares 14,300 Est. Cost $17.88 Unrealized +93.6%

— REXNORD CORP NEW 0.0%

Value $569K Shares 22,400 Est. Cost $25.40 Unrealized —

— PINNACLE ENTMT INC NEW 0.0%

Value $541K Shares 25,400 Est. Cost $20.18 Unrealized —

JKHY HENRY JACK & ASSOC INC 0.0%

Value $536K Shares 5,210 Est. Cost $51.33 Unrealized +82.5%

— PENNYMAC FINL SVCS INC 0.0%

Value $530K Shares 29,750 Est. Cost $12.04 Unrealized —

WNC WABASH NATL CORP 0.0%

Value $509K Shares 22,300 Est. Cost $11.18 Unrealized +58.1%

BA BOEING CO 0.0%

Value $508K Shares 2,000 Est. Cost $220.44 Unrealized 0.0%

CYD CHINA YUCHAI INTL LTD 0.0%

Value $495K Shares 22,252 Est. Cost $12.80 Unrealized 0.0%

— CELESTICA INC 0.0%

Value $489K Shares 39,600 Est. Cost $10.99 Unrealized —

ETN EATON CORP PLC 0.0%

Value $468K Shares 6,100 Est. Cost $63.97 Unrealized -0.2%

BIIB BIOGEN INC 0.0%

Value $463K Shares 1,480 Est. Cost $265.53 Unrealized +11.5%

— SILICONWARE PRECISION INDS L 0.0%

Value $452K Shares 57,300 Est. Cost $7.42 Unrealized —

SCL STEPAN CO 0.0%

Value $452K Shares 5,400 Est. Cost $78.25 Unrealized +5.1%

PPC PILGRIMS PRIDE CORP NEW 0.0%

Value $449K Shares 15,800 Est. Cost $26.31 Unrealized 0.0%

— WELLCARE HEALTH PLANS INC 0.0%

Value $447K Shares 2,600 Est. Cost $142.84 Unrealized —

— CAPELLA EDUCATION COMPANY 0.0%

Value $428K Shares 6,100 Est. Cost $80.34 Unrealized —

— AU OPTRONICS CORP 0.0%

Value $421K Shares 104,100 Est. Cost $3.27 Unrealized —

DGX QUEST DIAGNOSTICS INC 0.0%

Value $421K Shares 4,500 Est. Cost $83.93 Unrealized +7.1%

QUAD QUAD / GRAPHICS INC 0.0%

Value $418K Shares 18,500 Est. Cost $25.63 Unrealized -19.3%

— WYNDHAM WORLDWIDE CORP 0.0%

Value $416K Shares 3,950 Est. Cost $78.32 Unrealized —

— BLACKROCK CAPITAL INVESTMENT 0.0%

Value $415K Shares 55,388 Est. Cost $8.62 Unrealized —

OKE ONEOK INC NEW 0.0%

Value $414K Shares 7,475 Est. Cost $31.60 Unrealized +1.4%

AMGN AMGEN INC 0.0%

Value $410K Shares 2,200 Est. Cost $89.17 Unrealized +54.2%

BVN COMPANIA DE MINAS BUENAVENTU 0.0%

Value $409K Shares 32,000 Est. Cost $12.78 Unrealized —

— BARNES GROUP INC 0.0%

Value $409K Shares 5,800 Est. Cost $53.57 Unrealized —

— SANDERSON FARMS INC 0.0%

Value $404K Shares 2,500 Est. Cost $103.93 Unrealized —

— CELGENE CORP 0.0%

Value $394K Shares 2,700 Est. Cost $126.33 Unrealized —

ALL ALLSTATE CORP 0.0%

Value $393K Shares 4,275 Est. Cost $75.17 Unrealized 0.0%

HY HYSTER YALE MATLS HANDLING I 0.0%

Value $383K Shares 5,006 Est. Cost $55.96 Unrealized 0.0%

— 51JOB INC 0.0%

Value $382K Shares 6,300 Est. Cost $44.73 Unrealized —

SKYW SKYWEST INC 0.0%

Value $378K Shares 8,600 Est. Cost $16.90 Unrealized +120.8%

— ATLAS AIR WORLDWIDE HLDGS IN 0.0%

Value $375K Shares 5,700 Est. Cost $42.27 Unrealized —

— REALOGY HLDGS CORP 0.0%

Value $369K Shares 11,200 Est. Cost $32.95 Unrealized —

LPX LOUISIANA PAC CORP 0.0%

Value $368K Shares 13,600 Est. Cost $25.49 Unrealized 0.0%

ABG ASBURY AUTOMOTIVE GROUP INC 0.0%

Value $367K Shares 6,000 Est. Cost $57.49 Unrealized -3.9%

KAI KADANT INC 0.0%

Value $365K Shares 3,700 Est. Cost $65.60 Unrealized +22.0%

— QUALITY SYS INC 0.0%

Value $363K Shares 23,100 Est. Cost $15.51 Unrealized —

— LIBERTY TRIPADVISOR HLDGS IN 0.0%

Value $361K Shares 29,200 Est. Cost $12.36 Unrealized —

MTD METTLER TOLEDO INTERNATIONAL 0.0%

Value $351K Shares 560 Est. Cost $457.08 Unrealized +31.4%

CRL CHARLES RIV LABS INTL INC 0.0%

Value $346K Shares 3,200 Est. Cost $86.49 Unrealized +18.8%

MCS MARCUS CORP 0.0%

Value $343K Shares 12,400 Est. Cost $30.24 Unrealized -11.2%

NVDA NVIDIA CORP 0.0%

Value $340K Shares 1,900 Est. Cost $2.51 Unrealized +63.6%

AIR AAR CORP 0.0%

Value $340K Shares 9,000 Est. Cost $34.12 Unrealized +3.8%

PAG PENSKE AUTOMOTIVE GRP INC 0.0%

Value $338K Shares 7,100 Est. Cost $48.63 Unrealized -11.2%

XYL XYLEM INC 0.0%

Value $336K Shares 5,360 Est. Cost $45.42 Unrealized +19.0%

— WEB COM GROUP INC 0.0%

Value $335K Shares 13,400 Est. Cost $25.00 Unrealized —

MERC MERCER INTL INC 0.0%

Value $334K Shares 28,200 Est. Cost $8.55 Unrealized -2.1%

JBSS SANFILIPPO JOHN B & SON INC 0.0%

Value $333K Shares 4,950 Est. Cost $54.49 Unrealized +17.7%

CNA CNA FINL CORP 0.0%

Value $332K Shares 6,600 Est. Cost $23.29 Unrealized +18.6%

MOD MODINE MFG CO 0.0%

Value $331K Shares 17,200 Est. Cost $16.77 Unrealized 0.0%

— NRG YIELD INC 0.0%

Value $328K Shares 17,300 Est. Cost $17.35 Unrealized —

SUPN SUPERNUS PHARMACEUTICALS INC 0.0%

Value $328K Shares 8,200 Est. Cost $26.80 Unrealized +61.5%

— GANNETT CO INC 0.0%

Value $326K Shares 36,200 Est. Cost $9.01 Unrealized —

LPL LG DISPLAY CO LTD 0.0%

Value $326K Shares 24,300 Est. Cost $13.42 Unrealized —

TMO THERMO FISHER SCIENTIFIC INC 0.0%

Value $322K Shares 1,700 Est. Cost $177.07 Unrealized 0.0%

— DENBURY RES INC 0.0%

Value $322K Shares 240,108 Est. Cost $3.86 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.0%

Value $316K Shares 41,200 Est. Cost $7.79 Unrealized 0.0%

MTG MGIC INVT CORP WIS 0.0%

Value $316K Shares 25,200 Est. Cost $10.75 Unrealized +8.1%

BRKR BRUKER CORP 0.0%

Value $315K Shares 10,600 Est. Cost $27.93 Unrealized 0.0%

MATV SCHWEITZER-MAUDUIT INTL INC 0.0%

Value $315K Shares 7,600 Est. Cost $27.92 Unrealized -7.9%

— BARRACUDA NETWORKS INC 0.0%

Value $313K Shares 12,900 Est. Cost $23.02 Unrealized —

— PRA HEALTH SCIENCES INC 0.0%

Value $312K Shares 4,100 Est. Cost $65.98 Unrealized —

— NATIONSTAR MTG HLDGS INC 0.0%

Value $310K Shares 16,700 Est. Cost $16.31 Unrealized —

— COACH INC 0.0%

Value $310K Shares 7,700 Est. Cost $37.36 Unrealized —

— DONNELLEY R R & SONS CO 0.0%

Value $309K Shares 30,000 Est. Cost $12.12 Unrealized —

— INFRAREIT INC 0.0%

Value $309K Shares 13,800 Est. Cost $19.16 Unrealized —

MRTN MARTEN TRANS LTD 0.0%

Value $307K Shares 14,933 Est. Cost $8.44 Unrealized +12.0%

IP INTL PAPER CO 0.0%

Value $307K Shares 5,400 Est. Cost $32.39 Unrealized +12.7%

BANF BANCFIRST CORP 0.0%

Value $306K Shares 5,400 Est. Cost $41.18 Unrealized +5.0%

CNDT CONDUENT INC 0.0%

Value $299K Shares 19,080 Est. Cost $15.39 Unrealized +6.2%

— CATALENT INC 0.0%

Value $295K Shares 7,400 Est. Cost $39.86 Unrealized —

PSX PHILLIPS 66 0.0%

Value $293K Shares 3,200 Est. Cost $56.35 Unrealized +8.7%

— HALYARD HEALTH INC 0.0%

Value $293K Shares 6,500 Est. Cost $38.67 Unrealized —

KBH KB HOME 0.0%

Value $292K Shares 12,100 Est. Cost $15.66 Unrealized +29.1%

— EXACTECH INC 0.0%

Value $291K Shares 8,821 Est. Cost $26.75 Unrealized —

JBL JABIL INC 0.0%

Value $291K Shares 10,200 Est. Cost $19.50 Unrealized +46.7%

— OMEGA PROTEIN CORP 0.0%

Value $291K Shares 17,500 Est. Cost $19.59 Unrealized —

PAYX PAYCHEX INC 0.0%

Value $282K Shares 4,700 Est. Cost $33.37 Unrealized +33.6%

UTHR UNITED THERAPEUTICS CORP DEL 0.0%

Value $281K Shares 2,400 Est. Cost $141.46 Unrealized -9.7%

— JUST ENERGY GROUP INC 0.0%

Value $272K Shares 47,000 Est. Cost $5.24 Unrealized —

HTO SJW GROUP 0.0%

Value $272K Shares 4,800 Est. Cost $49.26 Unrealized +9.1%

HCA HCA HEALTHCARE INC 0.0%

Value $271K Shares 3,400 Est. Cost $75.10 Unrealized -0.5%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $267K Shares 14,200 Est. Cost $13.75 Unrealized +8.6%

— TIER REIT INC 0.0%

Value $264K Shares 13,700 Est. Cost $18.51 Unrealized —

MC MOELIS & CO 0.0%

Value $263K Shares 6,100 Est. Cost $19.80 Unrealized +10.9%

RF REGIONS FINL CORP NEW 0.0%

Value $257K Shares 16,900 Est. Cost $10.15 Unrealized +2.7%

RDY DR REDDYS LABS LTD 0.0%

Value $257K Shares 7,200 Est. Cost $41.65 Unrealized —

— CABOT MICROELECTRONICS CORP 0.0%

Value $256K Shares 3,200 Est. Cost $76.56 Unrealized —

— TRUSTCO BK CORP N Y 0.0%

Value $255K Shares 28,600 Est. Cost $7.87 Unrealized —

PNW PINNACLE WEST CAP CORP 0.0%

Value $254K Shares 3,000 Est. Cost $47.89 Unrealized +30.6%

V VISA INC 0.0%

Value $253K Shares 2,400 Est. Cost $95.71 Unrealized 0.0%

— MANTECH INTL CORP 0.0%

Value $252K Shares 5,700 Est. Cost $34.68 Unrealized —

NRG NRG ENERGY INC 0.0%

Value $251K Shares 9,800 Est. Cost $19.55 Unrealized 0.0%

GTLS CHART INDS INC 0.0%

Value $251K Shares 6,400 Est. Cost $37.02 Unrealized -5.1%

RMR RMR GROUP INC 0.0%

Value $246K Shares 4,800 Est. Cost $26.74 Unrealized -1.5%

— TWO HBRS INVT CORP 0.0%

Value $245K Shares 24,300 Est. Cost $9.59 Unrealized —

— STRAYER ED INC 0.0%

Value $244K Shares 2,800 Est. Cost $80.36 Unrealized —

— KEMET CORP 0.0%

Value $241K Shares 11,400 Est. Cost $21.14 Unrealized —

BSET BASSETT FURNITURE INDS INC 0.0%

Value $241K Shares 6,400 Est. Cost $19.82 Unrealized +23.8%

— GRAN TIERRA ENERGY INC 0.0%

Value $241K Shares 105,618 Est. Cost $2.64 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.0%

Value $240K Shares 1,010 Est. Cost $191.91 Unrealized -2.0%

— PLY GEM HLDGS INC 0.0%

Value $239K Shares 14,000 Est. Cost $17.07 Unrealized —

— TRIPLE-S MGMT CORP 0.0%

Value $239K Shares 10,100 Est. Cost $24.46 Unrealized —

DAR DARLING INGREDIENTS INC 0.0%

Value $238K Shares 13,600 Est. Cost $15.70 Unrealized +7.8%

SIGI SELECTIVE INS GROUP INC 0.0%

Value $238K Shares 4,412 Est. Cost $28.83 Unrealized +55.6%

LAUR LAUREATE EDUCATION INC 0.0%

Value $236K Shares 16,200 Est. Cost $15.81 Unrealized -0.9%

— UNIVERSAL FST PRODS INC 0.0%

Value $236K Shares 2,400 Est. Cost $98.52 Unrealized —

NTAP NETAPP INC 0.0%

Value $236K Shares 5,400 Est. Cost $31.89 Unrealized +4.1%

— CHIMERA INVT CORP 0.0%

Value $231K Shares 12,200 Est. Cost $16.89 Unrealized —

MSI MOTOROLA SOLUTIONS INC 0.0%

Value $229K Shares 2,700 Est. Cost $74.89 Unrealized +3.6%

— COMPANHIA PARANAENSE ENERG C 0.0%

Value $228K Shares 25,700 Est. Cost $8.87 Unrealized —

BAC BANK AMER CORP 0.0%

Value $226K Shares 8,900 Est. Cost $19.36 Unrealized +3.1%

— SYSTEMAX INC 0.0%

Value $225K Shares 8,500 Est. Cost $26.47 Unrealized —

BCE BCE INC 0.0%

Value $225K Shares 4,800 Est. Cost $23.11 Unrealized +21.0%

BNS BANK N S HALIFAX 0.0%

Value $224K Shares 3,500 Est. Cost $40.31 Unrealized 0.0%

WU WESTERN UN CO 0.0%

Value $221K Shares 11,500 Est. Cost $20.35 Unrealized —

CULP CULP INC 0.0%

Value $219K Shares 6,700 Est. Cost $23.19 Unrealized +13.8%

FLXS FLEXSTEEL INDS INC 0.0%

Value $218K Shares 4,295 Est. Cost $35.47 Unrealized +14.2%

— WEST CORP 0.0%

Value $216K Shares 9,200 Est. Cost $24.46 Unrealized —

— SPECTRUM PHARMACEUTICALS INC 0.0%

Value $215K Shares 15,300 Est. Cost $14.05 Unrealized —

TTMI TTM TECHNOLOGIES INC 0.0%

Value $215K Shares 14,000 Est. Cost $15.57 Unrealized +0.1%

— ENDURANCE INTL GROUP HLDGS I 0.0%

Value $214K Shares 26,100 Est. Cost $8.20 Unrealized —

— NEW SR INVT GROUP INC 0.0%

Value $214K Shares 23,400 Est. Cost $10.18 Unrealized —

GABC GERMAN AMERN BANCORP INC 0.0%

Value $211K Shares 5,550 Est. Cost $27.38 Unrealized 0.0%

— SELECT INCOME REIT 0.0%

Value $211K Shares 9,000 Est. Cost $25.78 Unrealized —

ASR GRUPO AEROPORTUARIO DEL SURE 0.0%

Value $210K Shares 1,100 Est. Cost $201.52 Unrealized —

— INNOPHOS HOLDINGS INC 0.0%

Value $207K Shares 4,200 Est. Cost $49.29 Unrealized —

INVA INNOVIVA INC 0.0%

Value $206K Shares 14,600 Est. Cost $13.22 Unrealized 0.0%

SON SONOCO PRODS CO 0.0%

Value $204K Shares 4,040 Est. Cost $38.40 Unrealized -3.5%

CELJF CELLCOM ISRAEL LTD 0.0%

Value $184K Shares 19,774 Est. Cost $10.06 Unrealized -8.8%

— VONAGE HLDGS CORP 0.0%

Value $160K Shares 19,600 Est. Cost $6.47 Unrealized —

— SPRINT CORP 0.0%

Value $159K Shares 20,485 Est. Cost $8.51 Unrealized —

— KOSMOS ENERGY LTD 0.0%

Value $144K Shares 18,100 Est. Cost $7.96 Unrealized —

ENIC ENEL CHILE S A 0.0%

Value $142K Shares 23,600 Est. Cost $5.72 Unrealized —

— AVON PRODS INC 0.0%

Value $135K Shares 57,900 Est. Cost $4.00 Unrealized —

— MANITOWOC INC 0.0%

Value $123K Shares 13,700 Est. Cost $5.99 Unrealized —

F FORD MTR CO DEL 0.0%

Value $122K Shares 10,200 Est. Cost $7.25 Unrealized 0.0%

— BRIDGEPOINT ED INC 0.0%

Value $118K Shares 12,300 Est. Cost $7.24 Unrealized —

— SUNPOWER CORP 0.0%

Value $93,000 Shares 12,800 Est. Cost $7.27 Unrealized —

— ADVANCED SEMICONDUCTOR ENGR 0.0%

Value $87,000 Shares 14,100 Est. Cost $5.77 Unrealized —

— DRIVE SHACK INC 0.0%

Value $67,000 Shares 18,480 Est. Cost $3.73 Unrealized —

— INTREPID POTASH INC 0.0%

Value $65,000 Shares 14,900 Est. Cost $4.36 Unrealized —

— CENTURYLINK INC 0.0%

Value $47,000 Shares 2,500 Est. Cost $23.81 Unrealized —

T AT&T INC 0.0%

Value $46,000 Shares 1,181 Est. Cost $15.92 Unrealized -2.0%

— TURQUOISE HILL RES LTD 0.0%

Value $41,000 Shares 13,100 Est. Cost $3.21 Unrealized —

— DISCOVERY COMMUNICATNS NEW 0.0%

Value $13,000 Shares 600 Est. Cost $21.67 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	10,515,494	$783M	4.6%	$35.16	+89.7%	COM	594918104
ORCL	ORACLE CORP	13,827,848	$669M	3.9%	$28.22	+55.7%	COM	68389X105
AAPL	APPLE INC	4,255,945	$656M	3.8%	$19.45	+85.8%	COM	037833100
JNJ	JOHNSON & JOHNSON	4,564,838	$593M	3.5%	$64.29	+63.3%	COM	478160104
UNH	UNITEDHEALTH GROUP INC	2,870,197	$562M	3.3%	$72.46	+133.2%	COM	91324P102
EEM	ISHARES TR	10,974,223	$492M	2.9%	$40.36	—	MSCI EMG MKT ETF	464287234
GOOG	ALPHABET INC	452,740	$434M	2.5%	$36.01	+28.4%	CAP STK CL C	02079K107
GOOGL	ALPHABET INC	402,546	$392M	2.3%	$36.84	+27.8%	CAP STK CL A	02079K305
AXP	AMERICAN EXPRESS CO	3,949,056	$357M	2.1%	$58.25	+31.6%	COM	025816109
—	ALTABA INC	5,019,347	$332M	1.9%	$55.26	—	COM	021346101
CSCO	CISCO SYS INC	9,740,668	$328M	1.9%	$17.19	+43.7%	COM	17275R102
ACN	ACCENTURE PLC IRELAND	2,403,366	$325M	1.9%	$74.18	+54.6%	SHS CLASS A	G1151C101
MDT	MEDTRONIC PLC	4,075,480	$317M	1.9%	$59.64	+12.3%	SHS	G5960L103
MMM	3M CO	1,499,968	$315M	1.8%	$70.96	+83.0%	COM	88579Y101
—	MONSANTO CO NEW	2,489,566	$298M	1.7%	$109.39	—	COM	61166W101
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	4,020,182	$292M	1.7%	$47.88	+30.5%	CL A	192446102
QCOM	QUALCOMM INC	5,474,411	$284M	1.7%	$48.26	-12.3%	COM	747525103
BABA	ALIBABA GROUP HLDG LTD	1,636,692	$283M	1.7%	$98.53	—	SPONSORED ADS	01609W102
ABT	ABBOTT LABS	4,853,567	$259M	1.5%	$31.81	+36.3%	COM	002824100
WFC	WELLS FARGO CO NEW	4,451,222	$245M	1.4%	$42.14	0.0%	COM	949746101
PM	PHILIP MORRIS INTL INC	2,099,799	$233M	1.4%	$48.83	+54.1%	COM	718172109
COST	COSTCO WHSL CORP NEW	1,392,591	$229M	1.3%	$109.00	+28.6%	COM	22160K105
—	UNITED TECHNOLOGIES CORP	1,755,297	$204M	1.2%	$107.41	—	COM	913017109
TSM	TAIWAN SEMICONDUCTOR MFG LTD	5,264,830	$198M	1.2%	$24.33	—	SPONSORED ADR	874039100
ELV	ANTHEM INC	1,022,758	$194M	1.1%	$141.72	+20.3%	COM	036752103
USB	US BANCORP DEL	3,439,242	$184M	1.1%	$37.19	+1.5%	COM NEW	902973304
EMR	EMERSON ELEC CO	2,929,503	$184M	1.1%	$46.01	+7.0%	COM	291011104
KO	COCA COLA CO	3,788,043	$171M	1.0%	$29.28	+19.3%	COM	191216100
TXN	TEXAS INSTRS INC	1,739,215	$156M	0.9%	$54.95	+18.6%	COM	882508104
—	TIME WARNER INC	1,518,300	$156M	0.9%	$99.99	—	COM NEW	887317303
INFY	INFOSYS LTD	10,588,557	$154M	0.9%	$16.99	—	SPONSORED ADR	456788108
LQD	ISHARES TR	1,267,900	$154M	0.9%	$119.59	—	IBOXX INV CP ETF	464287242
SYK	STRYKER CORP	1,075,670	$153M	0.9%	$67.21	+94.6%	COM	863667101
PFE	PFIZER INC	4,140,797	$148M	0.9%	$20.91	+6.4%	COM	717081103
—	LEVEL 3 COMMUNICATIONS INC	2,749,500	$147M	0.9%	$57.00	—	COM NEW	52729N308
HON	HONEYWELL INTL INC	1,028,135	$146M	0.9%	$71.97	+45.0%	COM	438516106
MA	MASTERCARD INCORPORATED	1,000,034	$141M	0.8%	$81.41	+55.2%	CL A	57636Q104
—	MOBILE TELESYSTEMS PJSC	13,086,577	$137M	0.8%	$9.32	—	SPONSORED ADR	607409109
EWZ	ISHARES INC	3,218,674	$134M	0.8%	$41.69	—	MSCI BRZ CAP ETF	464286400
HUM	HUMANA INC	531,675	$130M	0.8%	$140.85	+62.1%	COM	444859102
NXPI	NXP SEMICONDUCTORS N V	1,134,135	$128M	0.7%	$95.92	+3.3%	COM	N6596X109
SLB	SCHLUMBERGER LTD	1,699,857	$119M	0.7%	$58.35	-11.1%	COM	806857108
—	FIAT CHRYSLER AUTOMOBILES N	6,532,843	$117M	0.7%	$14.37	—	SHS	N31738102
PEP	PEPSICO INC	1,049,873	$117M	0.7%	$69.64	+28.4%	COM	713448108
GM	GENERAL MTRS CO	2,833,300	$114M	0.7%	$27.72	+13.9%	COM	37045V100
W	WAYFAIR INC	1,620,000	$109M	0.6%	$36.72	+102.1%	CL A	94419L101
BDX	BECTON DICKINSON & CO	541,066	$106M	0.6%	$93.28	+83.4%	COM	075887109
—	CIMPRESS N V	950,000	$92.78M	0.5%	$88.57	—	SHS EURO	N20146101
CVS	CVS HEALTH CORP	1,065,011	$86.61M	0.5%	$72.82	-16.5%	COM	126650100
NTES	NETEASE INC	324,400	$85.58M	0.5%	$270.89	—	SPONSORED ADR	64110W102
VFC	V F CORP	1,279,041	$81.31M	0.5%	$55.96	+3.1%	COM	918204108
—	ROCKWELL COLLINS INC	600,400	$78.48M	0.5%	$130.71	—	COM	774341101
ZBH	ZIMMER BIOMET HLDGS INC	641,484	$75.11M	0.4%	$79.42	+35.7%	COM	98956P102
—	CENTURYLINK INC	3,927,200	$74.22M	0.4%	$23.81	—	Put	156700106
STM	STMICROELECTRONICS N V	3,707,200	$71.99M	0.4%	$14.66	—	NY REGISTRY	861012102
IBKR	INTERACTIVE BROKERS GROUP IN	1,597,544	$71.95M	0.4%	$6.31	+53.2%	COM	45841N107
EWT	ISHARES INC	1,941,303	$70.08M	0.4%	$29.56	—	MSCI TAIWAN ETF	46434G772
LLY	LILLY ELI & CO	802,049	$68.61M	0.4%	$60.50	+19.2%	COM	532457108
LOGI	LOGITECH INTL S A	1,798,848	$65.64M	0.4%	$26.43	+19.9%	SHS	H50430232
ROK	ROCKWELL AUTOMATION INC	361,603	$64.44M	0.4%	$98.16	+45.2%	COM	773903109
APH	AMPHENOL CORP NEW	758,548	$64.2M	0.4%	$11.90	+52.4%	CL A	032095101
HUN	HUNTSMAN CORP	2,318,429	$63.57M	0.4%	$24.77	+7.6%	COM	447011107
JPM	JPMORGAN CHASE & CO	663,360	$63.36M	0.4%	$43.17	+70.6%	COM	46625H100
—	BARD C R INC	196,200	$62.88M	0.4%	$314.64	—	COM	067383109
—	TRIBUNE MEDIA CO	1,533,200	$62.65M	0.4%	$40.77	—	CL A	896047503
—	SCRIPPS NETWORKS INTERACT IN	709,700	$60.96M	0.4%	$85.42	—	CL A COM	811065101
TDC	TERADATA CORP DEL	1,781,938	$60.21M	0.4%	$40.99	-24.2%	COM	88076W103
TAL	TAL ED GROUP	1,768,902	$59.63M	0.3%	$33.76	—	SPONSORED ADS	874080104
TJX	TJX COS INC NEW	781,762	$57.64M	0.3%	$23.60	+34.3%	COM	872540109
ALLY	ALLY FINL INC	2,150,000	$52.16M	0.3%	$15.62	+11.4%	COM	02005N100
CX	CEMEX SAB DE CV	5,732,544	$52.05M	0.3%	$6.14	—	SPON ADR NEW	151290889
BAP	CREDICORP LTD	253,000	$51.87M	0.3%	$147.51	+7.2%	COM	G2519Y108
CARS	CARS COM INC	1,921,933	$51.14M	0.3%	$26.86	-5.5%	COM	14575E105
—	LIBERTY MEDIA CORP DELAWARE	1,215,540	$50.9M	0.3%	$31.97	—	COM C SIRIUSXM	531229607
—	ATLANTICA YIELD PLC	2,576,608	$50.76M	0.3%	$18.82	—	SHS	G0751N103
ADI	ANALOG DEVICES INC	584,870	$50.4M	0.3%	$42.12	+63.6%	COM	032654105
BRK/B	BERKSHIRE HATHAWAY INC DEL	265,000	$48.58M	0.3%	$140.46	+25.8%	CL B NEW	084670702
NPO	ENPRO INDS INC	536,117	$43.17M	0.3%	$59.85	+22.0%	COM	29355X107
T	AT&T INC	1,102,000	$43.16M	0.3%	$15.92	-2.0%	Put	00206R102
CACC	CREDIT ACCEP CORP MICH	153,000	$42.87M	0.3%	$196.10	+33.9%	COM	225310101
—	CHANGYOU COM LTD	1,062,495	$42.09M	0.2%	$26.34	—	ADS REP CL A	15911M107
—	LIBERTY GLOBAL PLC	1,675,000	$39.03M	0.2%	$29.51	—	LILAC SHS CL C	G5480U153
HPQ	HP INC	1,917,600	$38.27M	0.2%	$11.49	+25.7%	COM	40434L105
—	INTERXION HOLDING N.V	750,000	$38.2M	0.2%	$31.92	—	SHS	N47279109
ADP	AUTOMATIC DATA PROCESSING IN	343,322	$37.53M	0.2%	$78.26	+14.5%	COM	053015103
—	CHINA LODGING GROUP LTD	305,047	$36.25M	0.2%	$46.80	—	SPONSORED ADR	16949N109
—	CHINA MOBILE LIMITED	701,989	$35.5M	0.2%	$55.76	—	SPONSORED ADR	16941M109
MU	MICRON TECHNOLOGY INC	894,600	$35.19M	0.2%	$25.39	+21.5%	COM	595112103
—	GLAXOSMITHKLINE PLC	827,900	$33.61M	0.2%	$41.25	—	SPONSORED ADR	37733W105
HDB	HDFC BANK LTD	341,278	$32.89M	0.2%	$57.28	—	ADR REPS 3 SHS	40415F101
—	CAPITAL BK FINL CORP	795,200	$32.64M	0.2%	$40.18	—	CL A COM	139794101
INTC	INTEL CORP	841,738	$32.05M	0.2%	$24.97	+18.5%	COM	458140100
WDC	WESTERN DIGITAL CORP	369,500	$31.93M	0.2%	$55.14	+8.7%	COM	958102105
HD	HOME DEPOT INC	189,975	$31.07M	0.2%	$93.98	+33.2%	COM	437076102
BABA	ALIBABA GROUP HLDG LTD	171,700	$29.65M	0.2%	$98.53	—	Call	01609W102
AMAT	APPLIED MATLS INC	553,400	$28.83M	0.2%	$37.73	+9.1%	COM	038222105
CVX	CHEVRON CORP NEW	244,293	$28.7M	0.2%	$72.01	+5.8%	COM	166764100
—	DOWDUPONT INC	414,300	$28.68M	0.2%	$69.23	—	COM	26078J100
—	NXSTAGE MEDICAL INC	1,032,500	$28.5M	0.2%	$27.60	—	COM	67072V103
—	SOHU COM INC	500,060	$27.23M	0.2%	$41.49	—	COM	83408W103
—	COMMERCEHUB INC	1,270,000	$27.11M	0.2%	$15.91	—	COM SER C	20084V306
CM	CDN IMPERIAL BK COMM TORONTO	310,500	$27.1M	0.2%	$23.63	+21.5%	COM	136069101
—	SEARS HLDGS CORP	3,672,300	$26.81M	0.2%	—	—	Put	812350106
BUD	ANHEUSER BUSCH INBEV SA/NV	222,600	$26.56M	0.2%	$111.61	—	SPONSORED ADR	03524A108
BIIB	BIOGEN INC	80,000	$25.05M	0.1%	$265.53	+11.5%	Put	09062X103
WMT	WAL-MART STORES INC	316,000	$24.69M	0.1%	$20.07	+14.1%	COM	931142103
PGR	PROGRESSIVE CORP OHIO	489,750	$23.71M	0.1%	$35.83	+0.8%	COM	743315103
CSX	CSX CORP	408,300	$22.15M	0.1%	$14.13	+8.4%	COM	126408103
BAX	BAXTER INTL INC	350,900	$22.02M	0.1%	$50.80	+5.4%	COM	071813109
—	ALTABA INC	330,000	$21.86M	0.1%	$55.26	—	Put	021346101
MCD	MCDONALDS CORP	137,700	$21.57M	0.1%	$128.65	0.0%	COM	580135101
—	SINA CORP	186,400	$21.37M	0.1%	$113.74	—	ORD	G81477104
—	UNITED TECHNOLOGIES CORP	183,600	$21.31M	0.1%	$107.41	—	Put	913017109
—	NEW ORIENTAL ED & TECH GRP I	240,600	$21.23M	0.1%	$70.49	—	SPON ADR	647581107
—	LIBERTY GLOBAL PLC	875,000	$20.79M	0.1%	$30.32	—	LILAC SHS CL A	G5480U138
AFL	AFLAC INC	237,574	$19.34M	0.1%	$25.56	+29.5%	COM	001055102
—	MARVELL TECHNOLOGY GROUP LTD	1,070,000	$19.15M	0.1%	$16.52	—	Put	G5876H105
CL	COLGATE PALMOLIVE CO	260,000	$18.94M	0.1%	$59.21	0.0%	Put	194162103
QCOM	QUALCOMM INC	350,000	$18.14M	0.1%	$48.26	-12.3%	Put	747525103
EBAY	EBAY INC	471,578	$18.14M	0.1%	$29.69	+9.0%	COM	278642103
DIS	DISNEY WALT CO	180,000	$17.74M	0.1%	$96.93	0.0%	Put	254687106
RY	ROYAL BK CDA MONTREAL QUE	220,800	$17.04M	0.1%	$74.64	0.0%	COM	780087102
AMP	AMERIPRISE FINL INC	113,800	$16.9M	0.1%	$118.64	0.0%	COM	03076C106
MDLZ	MONDELEZ INTL INC	410,000	$16.67M	0.1%	$36.39	-4.7%	Put	609207105
TMUS	T MOBILE US INC	270,000	$16.65M	0.1%	$62.83	-3.6%	Put	872590104
PH	PARKER HANNIFIN CORP	94,330	$16.51M	0.1%	$132.09	+9.4%	COM	701094104
BBY	BEST BUY INC	288,600	$16.44M	0.1%	$31.63	+33.6%	COM	086516101
ADP	AUTOMATIC DATA PROCESSING IN	150,000	$16.4M	0.1%	$78.26	+14.5%	Put	053015103
PRU	PRUDENTIAL FINL INC	154,000	$16.37M	0.1%	$71.07	+1.4%	COM	744320102
—	UNILEVER N V	320,000	$16.01M	0.1%	$59.04	—	Put	904784709
DE	DEERE & CO	125,800	$15.8M	0.1%	$102.54	+5.9%	COM	244199105
—	DISH NETWORK CORP	290,000	$15.73M	0.1%	$58.29	—	Put	25470M109
—	SK TELECOM LTD	623,309	$15.33M	0.1%	$25.07	—	SPONSORED ADR	78440P108
CMI	CUMMINS INC	91,040	$15.3M	0.1%	$111.91	+16.1%	COM	231021106
—	TE CONNECTIVITY LTD	183,600	$15.25M	0.1%	$82.89	—	REG SHS	H84989104
ITW	ILLINOIS TOOL WKS INC	101,912	$15.08M	0.1%	$62.09	+86.9%	COM	452308109
LEA	LEAR CORP	85,780	$14.85M	0.1%	$89.44	+43.4%	COM NEW	521865204
PFG	PRINCIPAL FINL GROUP INC	224,025	$14.41M	0.1%	$43.67	+6.8%	COM	74251V102
SNPS	SYNOPSYS INC	178,900	$14.41M	0.1%	$72.95	+6.4%	COM	871607107
—	DELPHI AUTOMOTIVE PLC	142,900	$14.06M	0.1%	$97.89	—	SHS	G27823106
IBM	INTERNATIONAL BUSINESS MACHS	96,384	$13.98M	0.1%	$108.79	-11.0%	COM	459200101
MPC	MARATHON PETE CORP	243,900	$13.68M	0.1%	$38.93	+6.2%	COM	56585A102
—	ANDEAVOR	129,905	$13.4M	0.1%	$103.15	—	COM	03349M105
EC	ECOPETROL S A	1,391,000	$13.2M	0.1%	$9.15	—	SPONSORED ADS	279158109
CDNS	CADENCE DESIGN SYSTEM INC	326,100	$12.87M	0.1%	$34.35	+7.3%	COM	127387108
—	DISH NETWORK CORP	231,868	$12.57M	0.1%	$58.29	—	CL A	25470M109
PEG	PUBLIC SVC ENTERPRISE GROUP	269,304	$12.46M	0.1%	$33.05	+3.0%	COM	744573106
BKR	BAKER HUGHES A GE CO	340,000	$12.45M	0.1%	$28.18	0.0%	Put	05722G100
MDLZ	MONDELEZ INTL INC	297,663	$12.1M	0.1%	$36.39	-4.7%	CL A	609207105
VALE	VALE S A	1,194,000	$12.02M	0.1%	$10.02	—	ADR	91912E105
—	COMMERCEHUB INC	530,000	$11.96M	0.1%	$15.80	—	COM SER A	20084V108
FE	FIRSTENERGY CORP	386,200	$11.91M	0.1%	$20.84	+7.2%	COM	337932107
EXC	EXELON CORP	307,100	$11.57M	0.1%	$19.95	+0.3%	COM	30161N101
—	LAM RESEARCH CORP	62,500	$11.56M	0.1%	$140.72	—	COM	512807108
LSCC	LATTICE SEMICONDUCTOR CORP	2,204,400	$11.48M	0.1%	$6.92	—	COM	518415104
—	MARATHON OIL CORP	844,424	$11.45M	0.1%	$18.09	—	COM	565849106
BMO	BANK MONTREAL QUE	150,200	$11.34M	0.1%	$37.76	+40.6%	COM	063671101
WB	WEIBO CORP	114,540	$11.33M	0.1%	$98.94	—	SPONSORED ADR	948596101
FISV	FISERV INC	87,164	$11.24M	0.1%	$48.96	+26.9%	COM	337738108
EIX	EDISON INTL	143,600	$11.08M	0.1%	$55.33	0.0%	COM	281020107
CNP	CENTERPOINT ENERGY INC	370,400	$10.82M	0.1%	$18.05	+23.7%	COM	15189T107
FCX	FREEPORT-MCMORAN INC	769,605	$10.8M	0.1%	$11.34	+12.3%	CL B	35671D857
STT	STATE STR CORP	112,675	$10.77M	0.1%	$72.18	0.0%	COM	857477103
PVH	PVH CORP	84,800	$10.69M	0.1%	$119.27	+0.9%	COM	693656100
VLO	VALERO ENERGY CORP NEW	138,386	$10.65M	0.1%	$41.58	+18.9%	COM	91913Y100
DIS	DISNEY WALT CO	105,673	$10.42M	0.1%	$96.93	0.0%	COM DISNEY	254687106
INTU	INTUIT	72,900	$10.36M	0.1%	$119.70	+8.8%	COM	461202103
AVY	AVERY DENNISON CORP	105,047	$10.33M	0.1%	$56.70	+43.0%	COM	053611109
IAG	IAMGOLD CORP	1,667,300	$10.17M	0.1%	$4.11	+41.5%	COM	450913108
HAS	HASBRO INC	103,653	$10.12M	0.1%	$72.95	+3.7%	COM	418056107
—	PENN VA CORP NEW	252,261	$10.09M	0.1%	$43.10	—	COM	70788V102
HIG	HARTFORD FINL SVCS GROUP INC	180,475	$10M	0.1%	$41.04	+10.2%	COM	416515104
FIZZ	NATIONAL BEVERAGE CORP	80,000	$9.924M	0.1%	$22.59	+96.2%	COM	635017106
DOX	AMDOCS LTD	153,855	$9.896M	0.1%	$47.18	+15.9%	SHS	G02602103
SQM	SOCIEDAD QUIMICA MINERA DE C	172,778	$9.617M	0.1%	$18.89	—	SPON ADR SER B	833635105
SYY	SYSCO CORP	177,800	$9.592M	0.1%	$42.60	-1.8%	COM	871829107
—	JUNIPER NETWORKS INC	343,000	$9.546M	0.1%	$27.84	—	COM	48203R104
—	BANCOLOMBIA S A	208,000	$9.524M	0.1%	$45.79	—	SPON ADR PREF	05968L102
RJF	RAYMOND JAMES FINANCIAL INC	112,400	$9.479M	0.1%	$44.74	+6.2%	COM	754730109
—	ACTIVISION BLIZZARD INC	142,673	$9.204M	0.1%	$37.74	—	COM	00507V109
HST	HOST HOTELS & RESORTS INC	497,200	$9.193M	0.1%	$13.14	+0.2%	COM	44107P104
DOV	DOVER CORP	97,700	$8.929M	0.1%	$60.83	0.0%	COM	260003108
—	TWITTER INC	520,000	$8.772M	0.1%	$17.82	—	Put	90184L102
TROW	PRICE T ROWE GROUP INC	95,105	$8.621M	0.1%	$50.93	+18.7%	COM	74144T108
RCL	ROYAL CARIBBEAN CRUISES LTD	72,300	$8.57M	0.1%	$103.13	+4.2%	COM	V7780T103
NBIS	YANDEX N V	259,900	$8.564M	0.1%	$32.95	—	SHS CLASS A	N97284108
MFC	MANULIFE FINL CORP	411,600	$8.348M	0.0%	$19.28	+3.1%	COM	56501R106
WMB	WILLIAMS COS INC DEL	270,000	$8.103M	0.0%	$18.24	+5.6%	Put	969457100
SEDG	SOLAREDGE TECHNOLOGIES INC	283,655	$8.098M	0.0%	$16.89	+49.2%	COM	83417M104
GLW	CORNING INC	268,300	$8.028M	0.0%	$20.97	+12.5%	COM	219350105
LNC	LINCOLN NATL CORP IND	108,703	$7.987M	0.0%	$44.86	+11.3%	COM	534187109
LYB	LYONDELLBASELL INDUSTRIES N	77,180	$7.645M	0.0%	$47.22	+15.5%	SHS - A -	N53745100
CHT	CHUNGHWA TELECOM CO LTD	221,427	$7.553M	0.0%	$33.23	—	SPON ADR NEW11	17133Q502
CBRE	CBRE GROUP INC	195,300	$7.398M	0.0%	$36.38	+1.1%	CL A	12504L109
—	SPECTRUM BRANDS HLDGS INC	69,021	$7.311M	0.0%	$120.63	—	COM	84763R101
OSG	AMBAC FINL GROUP INC	385,000	$6.645M	0.0%	—	—	Put	023139884
—	DR PEPPER SNAPPLE GROUP INC	75,108	$6.645M	0.0%	$89.62	—	COM	26138E109
PKG	PACKAGING CORP AMER	57,900	$6.64M	0.0%	$70.13	+24.4%	COM	695156109
DXC	DXC TECHNOLOGY CO	76,620	$6.58M	0.0%	$67.37	0.0%	COM	23355L106
EG	EVEREST RE GROUP LTD	27,304	$6.236M	0.0%	$148.00	+43.1%	COM	G3223R108
—	DISCOVERY COMMUNICATNS NEW	291,200	$6.2M	0.0%	$21.67	—	Put	25470F104
—	DELL TECHNOLOGIES INC	80,216	$6.193M	0.0%	$61.26	—	COM CL V	24703L103
NI	NISOURCE INC	241,100	$6.17M	0.0%	$20.05	0.0%	COM	65473P105
—	CITRIX SYS INC	79,978	$6.144M	0.0%	$76.53	—	COM	177376100
GD	GENERAL DYNAMICS CORP	29,640	$6.093M	0.0%	$146.22	+13.8%	COM	369550108
TMUS	T MOBILE US INC	97,794	$6.03M	0.0%	$62.83	-3.6%	COM	872590104
CXW	CORECIVIC INC	223,200	$5.975M	0.0%	$24.00	-13.7%	COM	21871N101
—	QIWI PLC	348,600	$5.905M	0.0%	$16.74	—	SPON ADR REP B	74735M108
—	ENEL AMERICAS S A	573,040	$5.856M	0.0%	$11.93	—	SPONSORED ADR	29274F104
EMN	EASTMAN CHEM CO	64,000	$5.791M	0.0%	$64.09	0.0%	COM	277432100
WIT	WIPRO LTD	1,011,938	$5.748M	0.0%	$6.33	—	SPON ADR 1 SH	97651M109
—	MARVELL TECHNOLOGY GROUP LTD	321,095	$5.748M	0.0%	$16.52	—	ORD	G5876H105
—	INGERSOLL-RAND PLC	64,400	$5.743M	0.0%	$89.18	—	SHS	G47791101
—	CA INC	167,954	$5.606M	0.0%	$30.71	—	COM	12673P105
EFA	ISHARES TR	80,988	$5.546M	0.0%	$62.99	—	MSCI EAFE ETF	464287465
UNM	UNUM GROUP	107,748	$5.509M	0.0%	$46.37	+5.2%	COM	91529Y106
DAN	DANA INCORPORATED	195,500	$5.466M	0.0%	$16.36	+23.7%	COM	235825205
BC	BRUNSWICK CORP	96,500	$5.401M	0.0%	$48.24	0.0%	COM	117043109
JLL	JONES LANG LASALLE INC	43,343	$5.353M	0.0%	$133.60	-8.7%	COM	48020Q107
THO	THOR INDS INC	41,485	$5.223M	0.0%	$51.22	+77.2%	COM	885160101
KLAC	KLA-TENCOR CORP	47,800	$5.067M	0.0%	$83.67	0.0%	COM	482480100
CL	COLGATE PALMOLIVE CO	67,846	$4.943M	0.0%	$59.21	0.0%	COM	194162103
—	VALE S A	526,700	$4.925M	0.0%	$9.35	—	ADR REPSTG PFD	91912E204
DTE	DTE ENERGY CO	45,789	$4.916M	0.0%	$60.91	+14.9%	COM	233331107
—	SYMANTEC CORP	149,700	$4.912M	0.0%	$32.81	—	COM	871503108
PHM	PULTE GROUP INC	178,700	$4.884M	0.0%	$21.17	+8.8%	COM	745867101
MRK	MERCK & CO INC	74,800	$4.789M	0.0%	$46.45	+0.5%	COM	58933Y105
TD	TORONTO DOMINION BK ONT	83,500	$4.69M	0.0%	$43.45	+20.8%	COM NEW	891160509
INDA	ISHARES TR	140,100	$4.602M	0.0%	$31.48	—	MSCI INDIA ETF	46429B598
CLX	CLOROX CO DEL	34,500	$4.551M	0.0%	$105.56	0.0%	COM	189054109
—	MERITOR INC	169,300	$4.403M	0.0%	$16.61	—	COM	59001K100
AGCO	AGCO CORP	59,544	$4.393M	0.0%	$39.81	+43.4%	COM	001084102
FCX	FREEPORT-MCMORAN INC	308,000	$4.324M	0.0%	$11.34	+12.3%	Put	35671D857
—	TECH DATA CORP	48,638	$4.321M	0.0%	$71.29	—	COM	878237106
BKR	BAKER HUGHES A GE CO	117,200	$4.292M	0.0%	$28.18	0.0%	CL A	05722G100
SANM	SANMINA CORPORATION	114,893	$4.268M	0.0%	$22.74	+64.1%	COM	801056102
XHR	XENIA HOTELS & RESORTS INC	201,600	$4.244M	0.0%	$19.04	—	COM	984017103
UGI	UGI CORP NEW	90,400	$4.236M	0.0%	$48.87	-0.1%	COM	902681105
SCI	SERVICE CORP INTL	121,900	$4.206M	0.0%	$34.70	0.0%	COM	817565104
MOG/A	MOOG INC	50,300	$4.197M	0.0%	$67.77	+3.2%	CL A	615394202
LDOS	LEIDOS HLDGS INC	70,600	$4.181M	0.0%	$46.60	+5.4%	COM	525327102
—	OWENS ILL INC	163,200	$4.106M	0.0%	$24.38	—	COM NEW	690768403
—	MCDERMOTT INTL INC	564,250	$4.102M	0.0%	$6.76	—	COM	580037109
RS	RELIANCE STEEL & ALUMINUM CO	53,740	$4.093M	0.0%	$77.83	-6.1%	COM	759509102
DRI	DARDEN RESTAURANTS INC	50,900	$4.01M	0.0%	$68.78	-2.9%	COM	237194105
BPOP	POPULAR INC	110,500	$3.971M	0.0%	$31.89	-0.2%	COM NEW	733174700
BEN	FRANKLIN RES INC	88,800	$3.952M	0.0%	$27.48	+1.4%	COM	354613101
DLX	DELUXE CORP	53,998	$3.94M	0.0%	$39.65	+20.9%	COM	248019101
ACCO	ACCO BRANDS CORP	330,529	$3.933M	0.0%	$5.96	+33.2%	COM	00081T108
THC	TENET HEALTHCARE CORP	238,900	$3.925M	0.0%	$18.55	-8.6%	COM NEW	88033G407
CHKP	CHECK POINT SOFTWARE TECH LT	34,200	$3.899M	0.0%	$80.77	+36.1%	ORD	M22465104
APLE	APPLE HOSPITALITY REIT INC	205,900	$3.894M	0.0%	$19.10	—	COM NEW	03784Y200
LOPE	GRAND CANYON ED INC	42,700	$3.878M	0.0%	$62.88	+27.4%	COM	38526M106
C	CITIGROUP INC	52,800	$3.841M	0.0%	$38.66	+34.3%	COM NEW	172967424
WMB	WILLIAMS COS INC DEL	127,742	$3.834M	0.0%	$18.24	+5.6%	COM	969457100
LAMR	LAMAR ADVERTISING CO NEW	55,600	$3.81M	0.0%	$73.57	—	CL A	512816109
TDS	TELEPHONE & DATA SYS INC	134,500	$3.751M	0.0%	$28.26	-0.0%	COM NEW	879433829
EME	EMCOR GROUP INC	53,850	$3.736M	0.0%	$63.44	+1.1%	COM	29084Q100
OGE	OGE ENERGY CORP	103,700	$3.736M	0.0%	$35.66	0.0%	COM	670837103
—	HRG GROUP INC	237,850	$3.713M	0.0%	$19.32	—	COM	40434J100
CNI	CANADIAN NATL RY CO	44,440	$3.673M	0.0%	$65.34	+6.2%	COM	136375102
VYX	NCR CORP NEW	97,500	$3.658M	0.0%	$23.41	-1.8%	COM	62886E108
FITB	FIFTH THIRD BANCORP	129,700	$3.629M	0.0%	$18.93	+2.7%	COM	316773100
VC	VISTEON CORP	29,100	$3.602M	0.0%	$98.32	+14.7%	COM NEW	92839U206
CPS	COOPER STD HLDGS INC	30,900	$3.583M	0.0%	$87.48	+18.6%	COM	21676P103
OSK	OSHKOSH CORP	43,400	$3.582M	0.0%	$64.32	0.0%	COM	688239201
AGO	ASSURED GUARANTY LTD	94,176	$3.555M	0.0%	$21.19	+75.0%	COM	G0585R106
OC	OWENS CORNING NEW	45,200	$3.496M	0.0%	$69.95	0.0%	COM	690742101
—	XEROX CORP	102,750	$3.421M	0.0%	$31.36	—	COM NEW	984121608
GEO	GEO GROUP INC NEW	126,900	$3.414M	0.0%	$21.42	-10.4%	COM	36162J106
CVSA	ADTALEM GLOBAL ED INC	95,100	$3.409M	0.0%	$36.95	-7.5%	COM	00737L103
FAF	FIRST AMERN FINL CORP	68,176	$3.407M	0.0%	$27.02	+33.7%	COM	31847R102
CHE	CHEMED CORP NEW	16,807	$3.396M	0.0%	$131.90	+44.9%	COM	16359R103
GT	GOODYEAR TIRE & RUBR CO	101,900	$3.388M	0.0%	$29.68	+9.5%	COM	382550101
TLK	P T TELEKOMUNIKASI INDONESIA	98,500	$3.379M	0.0%	$31.24	—	SPONSORED ADR	715684106
CIG	COMPANHIA ENERGETICA DE MINA	1,343,091	$3.331M	0.0%	$6.33	—	SP ADR N-V PFD	204409601
MAN	MANPOWERGROUP INC	27,900	$3.287M	0.0%	$111.91	0.0%	COM	56418H100
TDY	TELEDYNE TECHNOLOGIES INC	20,600	$3.279M	0.0%	$143.78	+1.1%	COM	879360105
—	SCANA CORP NEW	67,100	$3.254M	0.0%	$69.81	—	COM	80589M102
LSTR	LANDSTAR SYS INC	32,600	$3.249M	0.0%	$99.66	—	COM	515098101
—	TENNECO INC	53,500	$3.246M	0.0%	$58.23	—	COM	880349105
—	ESTERLINE TECHNOLOGIES CORP	35,700	$3.218M	0.0%	$90.14	—	COM	297425100
PLUS	EPLUS INC	34,582	$3.197M	0.0%	$29.37	+38.9%	COM	294268107
LNWO	SCIENTIFIC GAMES CORP	69,600	$3.191M	0.0%	$32.13	+8.5%	CL A	80874P109
CACI	CACI INTL INC	22,500	$3.135M	0.0%	$113.20	+14.1%	CL A	127190304
VWO	VANGUARD INTL EQUITY INDEX F	70,800	$3.085M	0.0%	$43.57	—	FTSE EMR MKT ETF	922042858
MUR	MURPHY OIL CORP	116,100	$3.084M	0.0%	$24.66	-24.9%	COM	626717102
NWSA	NEWS CORP NEW	231,422	$3.069M	0.0%	$12.03	+2.2%	CL A	65249B109
KOF	COCA COLA FEMSA S A B DE C V	39,500	$3.047M	0.0%	$77.14	—	SPON ADR REP L	191241108
AGRO	ADECOAGRO S A	281,153	$3.036M	0.0%	$9.75	-8.7%	COM	L00849106
DRH	DIAMONDROCK HOSPITALITY CO	277,200	$3.035M	0.0%	$10.96	—	COM	252784301
—	SODASTREAM INTERNATIONAL LTD	45,300	$3.01M	0.0%	$54.78	—	USD SHS	M9068E105
—	TRINSEO S A	43,900	$2.946M	0.0%	$67.11	—	SHS	L9340P101
HELE	HELEN OF TROY CORP LTD	29,973	$2.904M	0.0%	$95.02	+1.2%	COM	G4388N106
GHC	GRAHAM HLDGS CO	4,900	$2.867M	0.0%	$546.00	-1.6%	COM	384637104
WD	WALKER & DUNLOP INC	54,241	$2.838M	0.0%	$19.28	+107.0%	COM	93148P102
CNO	CNO FINL GROUP INC	119,300	$2.784M	0.0%	$18.51	0.0%	COM	12621E103
BDN	BRANDYWINE RLTY TR	157,900	$2.762M	0.0%	$17.50	—	SH BEN INT NEW	105368203
SHO	SUNSTONE HOTEL INVS INC NEW	169,600	$2.725M	0.0%	$16.07	—	COM	867892101
—	ISRAEL CHEMICALS LTD	607,941	$2.698M	0.0%	$4.10	—	SHS	M5920A109
—	VANECK VECTORS ETF TR	120,700	$2.69M	0.0%	$22.29	—	RUSSIA ETF	92189F403
BIGGQ	BIG LOTS INC	49,600	$2.657M	0.0%	$39.45	-0.5%	COM	089302103
BTI	BRITISH AMERN TOB PLC	41,568	$2.596M	0.0%	$121.62	—	SPONSORED ADR	110448107
—	PUTMAN HIGH INCOME SEC FUND	287,259	$2.565M	0.0%	$8.75	—	SHS BEN INT	746779107
—	UNILEVER N V	42,973	$2.537M	0.0%	$59.04	—	N Y SHS NEW	904784709
—	NUTRI SYS INC NEW	43,900	$2.454M	0.0%	$52.36	—	COM	67069D108
GYRO	GYRODYNE LLC	113,088	$2.435M	0.0%	$19.48	+4.6%	COM	403829104
AIT	APPLIED INDL TECHNOLOGIES IN	36,900	$2.428M	0.0%	$54.14	-4.8%	COM	03820C105
FSLR	FIRST SOLAR INC	51,400	$2.358M	0.0%	$37.51	+23.6%	COM	336433107
—	TUPPERWARE BRANDS CORP	37,827	$2.338M	0.0%	$59.79	—	COM	899896104
LSAK	NET 1 UEPS TECHNOLOGIES INC	238,441	$2.322M	0.0%	$10.71	-9.8%	COM NEW	64107N206
CSIQ	CANADIAN SOLAR INC	136,263	$2.295M	0.0%	$16.03	+2.2%	COM	136635109
CSGS	CSG SYS INTL INC	56,600	$2.27M	0.0%	$32.56	+1.8%	COM	126349109
—	SEAGATE TECHNOLOGY PLC	68,400	$2.269M	0.0%	$42.15	—	SHS	G7945M107
CENTA	CENTRAL GARDEN & PET CO	60,200	$2.239M	0.0%	$23.97	+10.6%	CL A NON-VTG	153527205
—	OM ASSET MGMT PLC	147,800	$2.205M	0.0%	$14.90	—	SHS	G67506108
—	CRANE CO	27,200	$2.176M	0.0%	$78.44	—	COM	224399105
PBI	PITNEY BOWES INC	154,400	$2.163M	0.0%	$13.73	0.0%	COM	724479100
INN	SUMMIT HOTEL PPTYS	132,800	$2.123M	0.0%	$18.39	—	COM	866082100
—	TWITTER INC	125,677	$2.12M	0.0%	$17.82	—	COM	90184L102
NSIT	INSIGHT ENTERPRISES INC	46,102	$2.117M	0.0%	$31.20	+31.9%	COM	45765U103
PLCE	CHILDRENS PL INC	17,500	$2.068M	0.0%	$108.87	-1.2%	COM	168905107
CHH	CHOICE HOTELS INTL INC	32,200	$2.058M	0.0%	$58.26	-0.3%	COM	169905106
—	MOMO INC	64,700	$2.028M	0.0%	$31.34	—	ADR	60879B107
—	HOSPITALITY PPTYS TR	68,800	$1.96M	0.0%	$28.49	—	COM SH BEN INT	44106M102
GEF	GREIF INC	33,300	$1.949M	0.0%	$40.75	+3.5%	CL A	397624107
UVV	UNIVERSAL CORP VA	33,600	$1.925M	0.0%	$64.40	-7.2%	COM	913456109
PCH	POTLATCH CORP NEW	37,700	$1.923M	0.0%	$51.01	—	COM	737630103
LPLA	LPL FINL HLDGS INC	37,200	$1.918M	0.0%	$46.02	0.0%	COM	50212V100
PRGS	PROGRESS SOFTWARE CORP	48,500	$1.851M	0.0%	$33.41	0.0%	COM	743312100
—	LUXOFT HLDG INC	38,200	$1.826M	0.0%	$47.80	—	ORD SHS CL A	G57279104
—	CONSTELLIUM NV	177,200	$1.816M	0.0%	$10.25	—	CL A	N22035104
SBS	COMPANHIA DE SANEAMENTO BASI	170,900	$1.788M	0.0%	$9.52	—	SPONSORED ADR	20441A102
—	QUALITY CARE PPTYS INC	114,200	$1.77M	0.0%	$18.36	—	COM	747545101
—	MEREDITH CORP	31,685	$1.759M	0.0%	$48.84	—	COM	589433101
SNX	SYNNEX CORP	13,900	$1.758M	0.0%	$53.44	-0.1%	COM	87162W100
NYT	NEW YORK TIMES CO	88,000	$1.725M	0.0%	$17.28	0.0%	CL A	650111107
—	BRIGGS & STRATTON CORP	72,900	$1.713M	0.0%	$23.93	—	COM	109043109
—	EXTERRAN CORP	54,178	$1.713M	0.0%	$18.37	—	COM	30227H106
—	GROUPE CGI INC	33,100	$1.712M	0.0%	$46.40	—	CL A SUB VTG	39945C109
—	M D C HLDGS INC	51,400	$1.707M	0.0%	$30.70	—	COM	552676108
BCC	BOISE CASCADE CO DEL	48,000	$1.675M	0.0%	$20.38	0.0%	COM	09739D100
A	AGILENT TECHNOLOGIES INC	25,900	$1.663M	0.0%	$58.52	0.0%	COM	00846U101
—	AETNA INC NEW	10,177	$1.618M	0.0%	$109.53	—	COM	00817Y108
KOP	KOPPERS HOLDINGS INC	34,900	$1.611M	0.0%	$40.22	-6.3%	COM	50060P106
ICFI	ICF INTL INC	29,800	$1.608M	0.0%	$49.61	-4.7%	COM	44925C103
—	POTASH CORP SASK INC	83,329	$1.602M	0.0%	$16.84	—	COM	73755L107
—	SYKES ENTERPRISES INC	54,786	$1.598M	0.0%	$29.10	—	COM	871237103
BBD	BANCO BRADESCO S A	144,200	$1.596M	0.0%	$10.46	—	SP ADR PFD NEW	059460303
—	BLUCORA INC	63,000	$1.594M	0.0%	$24.24	—	COM	095229100
NWS	NEWS CORP NEW	115,185	$1.572M	0.0%	$12.67	0.0%	CL B	65249B208
SCHL	SCHOLASTIC CORP	41,800	$1.555M	0.0%	$33.84	-1.4%	COM	807066105
—	SILVERBOW RES INC	63,200	$1.552M	0.0%	$26.16	—	COM	82836G102
EL	LAUDER ESTEE COS INC	14,300	$1.542M	0.0%	$92.43	0.0%	CL A	518439104
HSBC	HSBC HLDGS PLC	31,100	$1.537M	0.0%	$35.98	—	SPON ADR NEW	404280406
—	WHITING PETE CORP NEW	281,500	$1.537M	0.0%	$5.47	—	COM	966387102
IBN	ICICI BK LTD	171,396	$1.467M	0.0%	$8.63	—	ADR	45104G104
—	RYB ED INC	50,000	$1.425M	0.0%	$28.50	—	ADR	74979W101
—	BANKRATE INC DEL	96,200	$1.342M	0.0%	$13.62	—	COM	06647F102
ABBV	ABBVIE INC	14,900	$1.324M	0.0%	$45.85	+17.0%	COM	00287Y109
—	AMERICAN NATL INS CO	10,600	$1.252M	0.0%	$113.16	—	COM	028591105
IPAR	INTER PARFUMS INC	30,200	$1.246M	0.0%	$37.21	+3.8%	COM	458334109
AD	UNITED STATES CELLULAR CORP	34,700	$1.228M	0.0%	$22.03	-1.1%	COM	911684108
SMP	STANDARD MTR PRODS INC	24,700	$1.192M	0.0%	$49.89	-4.4%	COM	853666105
OEC	ORION ENGINEERED CARBONS S A	52,200	$1.172M	0.0%	$19.18	+11.7%	COM	L72967109
—	NAVIGANT CONSULTING INC	67,912	$1.149M	0.0%	$24.73	—	COM	63935N107
—	TATA MTRS LTD	36,621	$1.145M	0.0%	$33.56	—	SPONSORED ADR	876568502
—	ENSCO PLC	191,600	$1.144M	0.0%	$9.64	—	SHS CLASS A	G3157S106
—	MRC GLOBAL INC	63,300	$1.107M	0.0%	$16.87	—	COM	55345K103
—	NOBLE CORP PLC	235,600	$1.084M	0.0%	$7.67	—	SHS USD	G65431101
—	ROWAN COMPANIES PLC	83,200	$1.069M	0.0%	$16.73	—	SHS CL A	G7665A101
CENT	CENTRAL GARDEN & PET CO	26,900	$1.045M	0.0%	$17.95	+50.3%	COM	153527106
—	TOWER INTL INC	38,065	$1.035M	0.0%	$22.40	—	COM	891826109
PG	PROCTER AND GAMBLE CO	11,100	$1.01M	0.0%	$70.50	+3.6%	COM	742718109
INGR	INGREDION INC	8,162	$985K	0.0%	$110.40	+10.4%	COM	457187102
IVZ	INVESCO LTD	26,925	$943K	0.0%	$23.01	0.0%	SHS	G491BT108
MOS	MOSAIC CO NEW	41,660	$899K	0.0%	$24.16	-21.7%	COM	61945C103
VZ	VERIZON COMMUNICATIONS INC	17,900	$886K	0.0%	$27.31	+10.7%	COM	92343V104
—	EVERI HLDGS INC	111,500	$846K	0.0%	$7.59	—	COM	30034T103
—	CHESAPEAKE ENERGY CORP	195,402	$840K	0.0%	$5.97	—	COM	165167107
AGM	FEDERAL AGRIC MTG CORP	11,400	$829K	0.0%	$36.30	+40.1%	CL C	313148306
—	INVESTMENT TECHNOLOGY GRP NE	37,400	$828K	0.0%	$22.14	—	COM	46145F105
—	PREFERRED APT CMNTYS INC	43,600	$823K	0.0%	$18.13	—	COM	74039L103
BTE	BAYTEX ENERGY CORP	272,100	$819K	0.0%	$2.88	-13.5%	COM	07317Q105
OTEX	OPEN TEXT CORP	25,300	$814K	0.0%	$26.07	+1.8%	COM	683715106
—	RENEWABLE ENERGY GROUP INC	66,800	$812K	0.0%	$12.16	—	COM NEW	75972A301
BWA	BORGWARNER INC	15,600	$799K	0.0%	$35.85	0.0%	COM	099724106
—	ATWOOD OCEANICS INC	84,740	$796K	0.0%	$9.41	—	COM	050095108
—	JUMEI INTL HLDG LTD	273,600	$793K	0.0%	$2.90	—	SPONSORED ADR	48138L107
MTZ	MASTEC INC	17,000	$789K	0.0%	$39.45	+10.4%	COM	576323109
COF	CAPITAL ONE FINL CORP	9,200	$779K	0.0%	$62.11	+14.8%	COM	14040H105
THG	HANOVER INS GROUP INC	7,700	$746K	0.0%	$62.39	+18.8%	COM	410867105
—	NAVIGATORS GROUP INC	12,514	$730K	0.0%	$83.35	—	COM	638904102
ITUB	ITAU UNIBANCO HLDG SA	52,811	$724K	0.0%	$10.52	—	SPON ADR REP PFD	465562106
—	SUNTRUST BKS INC	12,100	$723K	0.0%	$59.75	—	COM	867914103
—	UNIT CORP	34,664	$713K	0.0%	$15.62	—	COM	909218109
—	DIAMOND OFFSHORE DRILLING IN	49,100	$712K	0.0%	$19.98	—	COM	25271C102
—	AGRIUM INC	6,551	$700K	0.0%	$90.60	—	COM	008916108
DEO	DIAGEO P L C	5,300	$700K	0.0%	$132.08	—	SPON ADR NEW	25243Q205
ENVA	ENOVA INTL INC	51,200	$689K	0.0%	$14.15	-3.9%	COM	29357K103
CHD	CHURCH & DWIGHT INC	14,100	$683K	0.0%	$45.66	0.0%	COM	171340102
KLIC	KULICKE & SOFFA INDS INC	30,000	$647K	0.0%	$18.21	-3.9%	COM	501242101
—	SPX CORP	22,036	$647K	0.0%	$25.02	—	COM	784635104
AZN	ASTRAZENECA PLC	18,800	$637K	0.0%	$33.88	—	SPONSORED ADR	046353108
RM	REGIONAL MGMT CORP	26,212	$635K	0.0%	$12.93	+48.9%	COM	75902K106
—	VEDANTA LTD	32,400	$627K	0.0%	$17.95	—	SPONSORED ADR	92242Y100
RIG	TRANSOCEAN LTD	57,300	$617K	0.0%	$10.36	-16.9%	REG SHS	H8817H100
UMC	UNITED MICROELECTRONICS CORP	242,600	$607K	0.0%	$1.87	—	SPON ADR NEW	910873405
—	HESS CORP	12,700	$596K	0.0%	$46.93	—	COM	42809H107
BRC	BRADY CORP	15,700	$596K	0.0%	$29.37	0.0%	CL A	104674106
ESNT	ESSENT GROUP LTD	14,300	$579K	0.0%	$17.88	+93.6%	COM	G3198U102
—	REXNORD CORP NEW	22,400	$569K	0.0%	$25.40	—	COM	76169B102
—	PINNACLE ENTMT INC NEW	25,400	$541K	0.0%	$20.18	—	COM	72348Y105
JKHY	HENRY JACK & ASSOC INC	5,210	$536K	0.0%	$51.33	+82.5%	COM	426281101
—	PENNYMAC FINL SVCS INC	29,750	$530K	0.0%	$12.04	—	CL A	70932B101
WNC	WABASH NATL CORP	22,300	$509K	0.0%	$11.18	+58.1%	COM	929566107
BA	BOEING CO	2,000	$508K	0.0%	$220.44	0.0%	COM	097023105
CYD	CHINA YUCHAI INTL LTD	22,252	$495K	0.0%	$12.80	0.0%	COM	G21082105
—	CELESTICA INC	39,600	$489K	0.0%	$10.99	—	SUB VTG SHS	15101Q108
ETN	EATON CORP PLC	6,100	$468K	0.0%	$63.97	-0.2%	SHS	G29183103
BIIB	BIOGEN INC	1,480	$463K	0.0%	$265.53	+11.5%	COM	09062X103
—	SILICONWARE PRECISION INDS L	57,300	$452K	0.0%	$7.42	—	SPONSD ADR SPL	827084864
SCL	STEPAN CO	5,400	$452K	0.0%	$78.25	+5.1%	COM	858586100
PPC	PILGRIMS PRIDE CORP NEW	15,800	$449K	0.0%	$26.31	0.0%	COM	72147K108
—	WELLCARE HEALTH PLANS INC	2,600	$447K	0.0%	$142.84	—	COM	94946T106
—	CAPELLA EDUCATION COMPANY	6,100	$428K	0.0%	$80.34	—	COM	139594105
—	AU OPTRONICS CORP	104,100	$421K	0.0%	$3.27	—	SPONSORED ADR	002255107
DGX	QUEST DIAGNOSTICS INC	4,500	$421K	0.0%	$83.93	+7.1%	COM	74834L100
QUAD	QUAD / GRAPHICS INC	18,500	$418K	0.0%	$25.63	-19.3%	COM CL A	747301109
—	WYNDHAM WORLDWIDE CORP	3,950	$416K	0.0%	$78.32	—	COM	98310W108
—	BLACKROCK CAPITAL INVESTMENT	55,388	$415K	0.0%	$8.62	—	COM	092533108
OKE	ONEOK INC NEW	7,475	$414K	0.0%	$31.60	+1.4%	COM	682680103
AMGN	AMGEN INC	2,200	$410K	0.0%	$89.17	+54.2%	COM	031162100
BVN	COMPANIA DE MINAS BUENAVENTU	32,000	$409K	0.0%	$12.78	—	SPONSORED ADR	204448104
—	BARNES GROUP INC	5,800	$409K	0.0%	$53.57	—	COM	067806109
—	SANDERSON FARMS INC	2,500	$404K	0.0%	$103.93	—	COM	800013104
—	CELGENE CORP	2,700	$394K	0.0%	$126.33	—	COM	151020104
ALL	ALLSTATE CORP	4,275	$393K	0.0%	$75.17	0.0%	COM	020002101
HY	HYSTER YALE MATLS HANDLING I	5,006	$383K	0.0%	$55.96	0.0%	CL A	449172105
—	51JOB INC	6,300	$382K	0.0%	$44.73	—	SP ADR REP COM	316827104
SKYW	SKYWEST INC	8,600	$378K	0.0%	$16.90	+120.8%	COM	830879102
—	ATLAS AIR WORLDWIDE HLDGS IN	5,700	$375K	0.0%	$42.27	—	COM NEW	049164205
—	REALOGY HLDGS CORP	11,200	$369K	0.0%	$32.95	—	COM	75605Y106
LPX	LOUISIANA PAC CORP	13,600	$368K	0.0%	$25.49	0.0%	COM	546347105
ABG	ASBURY AUTOMOTIVE GROUP INC	6,000	$367K	0.0%	$57.49	-3.9%	COM	043436104
KAI	KADANT INC	3,700	$365K	0.0%	$65.60	+22.0%	COM	48282T104
—	QUALITY SYS INC	23,100	$363K	0.0%	$15.51	—	COM	747582104
—	LIBERTY TRIPADVISOR HLDGS IN	29,200	$361K	0.0%	$12.36	—	COM SER A	531465102
MTD	METTLER TOLEDO INTERNATIONAL	560	$351K	0.0%	$457.08	+31.4%	COM	592688105
CRL	CHARLES RIV LABS INTL INC	3,200	$346K	0.0%	$86.49	+18.8%	COM	159864107
MCS	MARCUS CORP	12,400	$343K	0.0%	$30.24	-11.2%	COM	566330106
NVDA	NVIDIA CORP	1,900	$340K	0.0%	$2.51	+63.6%	COM	67066G104
AIR	AAR CORP	9,000	$340K	0.0%	$34.12	+3.8%	COM	000361105
PAG	PENSKE AUTOMOTIVE GRP INC	7,100	$338K	0.0%	$48.63	-11.2%	COM	70959W103
XYL	XYLEM INC	5,360	$336K	0.0%	$45.42	+19.0%	COM	98419M100
—	WEB COM GROUP INC	13,400	$335K	0.0%	$25.00	—	COM	94733A104
MERC	MERCER INTL INC	28,200	$334K	0.0%	$8.55	-2.1%	COM	588056101
JBSS	SANFILIPPO JOHN B & SON INC	4,950	$333K	0.0%	$54.49	+17.7%	COM	800422107
CNA	CNA FINL CORP	6,600	$332K	0.0%	$23.29	+18.6%	COM	126117100
MOD	MODINE MFG CO	17,200	$331K	0.0%	$16.77	0.0%	COM	607828100
—	NRG YIELD INC	17,300	$328K	0.0%	$17.35	—	CL A NEW	62942X306
SUPN	SUPERNUS PHARMACEUTICALS INC	8,200	$328K	0.0%	$26.80	+61.5%	COM	868459108
—	GANNETT CO INC	36,200	$326K	0.0%	$9.01	—	COM	36473H104
LPL	LG DISPLAY CO LTD	24,300	$326K	0.0%	$13.42	—	SPONS ADR REP	50186V102
TMO	THERMO FISHER SCIENTIFIC INC	1,700	$322K	0.0%	$177.07	0.0%	COM	883556102
—	DENBURY RES INC	240,108	$322K	0.0%	$3.86	—	COM NEW	247916208
CYH	COMMUNITY HEALTH SYS INC NEW	41,200	$316K	0.0%	$7.79	0.0%	COM	203668108
MTG	MGIC INVT CORP WIS	25,200	$316K	0.0%	$10.75	+8.1%	COM	552848103
BRKR	BRUKER CORP	10,600	$315K	0.0%	$27.93	0.0%	COM	116794108
MATV	SCHWEITZER-MAUDUIT INTL INC	7,600	$315K	0.0%	$27.92	-7.9%	COM	808541106
—	BARRACUDA NETWORKS INC	12,900	$313K	0.0%	$23.02	—	COM	068323104
—	PRA HEALTH SCIENCES INC	4,100	$312K	0.0%	$65.98	—	COM	69354M108
—	NATIONSTAR MTG HLDGS INC	16,700	$310K	0.0%	$16.31	—	COM	63861C109
—	COACH INC	7,700	$310K	0.0%	$37.36	—	COM	189754104
—	DONNELLEY R R & SONS CO	30,000	$309K	0.0%	$12.12	—	COM	257867200
—	INFRAREIT INC	13,800	$309K	0.0%	$19.16	—	COM	45685L100
MRTN	MARTEN TRANS LTD	14,933	$307K	0.0%	$8.44	+12.0%	COM	573075108
IP	INTL PAPER CO	5,400	$307K	0.0%	$32.39	+12.7%	COM	460146103
BANF	BANCFIRST CORP	5,400	$306K	0.0%	$41.18	+5.0%	COM	05945F103
CNDT	CONDUENT INC	19,080	$299K	0.0%	$15.39	+6.2%	COM	206787103
—	CATALENT INC	7,400	$295K	0.0%	$39.86	—	COM	148806102
PSX	PHILLIPS 66	3,200	$293K	0.0%	$56.35	+8.7%	COM	718546104
—	HALYARD HEALTH INC	6,500	$293K	0.0%	$38.67	—	COM	40650V100
KBH	KB HOME	12,100	$292K	0.0%	$15.66	+29.1%	COM	48666K109
—	EXACTECH INC	8,821	$291K	0.0%	$26.75	—	COM	30064E109
JBL	JABIL INC	10,200	$291K	0.0%	$19.50	+46.7%	COM	466313103
—	OMEGA PROTEIN CORP	17,500	$291K	0.0%	$19.59	—	COM	68210P107
PAYX	PAYCHEX INC	4,700	$282K	0.0%	$33.37	+33.6%	COM	704326107
UTHR	UNITED THERAPEUTICS CORP DEL	2,400	$281K	0.0%	$141.46	-9.7%	COM	91307C102
—	JUST ENERGY GROUP INC	47,000	$272K	0.0%	$5.24	—	COM	48213W101
HTO	SJW GROUP	4,800	$272K	0.0%	$49.26	+9.1%	COM	784305104
HCA	HCA HEALTHCARE INC	3,400	$271K	0.0%	$75.10	-0.5%	COM	40412C101
VSH	VISHAY INTERTECHNOLOGY INC	14,200	$267K	0.0%	$13.75	+8.6%	COM	928298108
—	TIER REIT INC	13,700	$264K	0.0%	$18.51	—	COM NEW	88650V208
MC	MOELIS & CO	6,100	$263K	0.0%	$19.80	+10.9%	CL A	60786M105
RF	REGIONS FINL CORP NEW	16,900	$257K	0.0%	$10.15	+2.7%	COM	7591EP100
RDY	DR REDDYS LABS LTD	7,200	$257K	0.0%	$41.65	—	ADR	256135203
—	CABOT MICROELECTRONICS CORP	3,200	$256K	0.0%	$76.56	—	COM	12709P103
—	TRUSTCO BK CORP N Y	28,600	$255K	0.0%	$7.87	—	COM	898349105
PNW	PINNACLE WEST CAP CORP	3,000	$254K	0.0%	$47.89	+30.6%	COM	723484101
V	VISA INC	2,400	$253K	0.0%	$95.71	0.0%	COM CL A	92826C839
—	MANTECH INTL CORP	5,700	$252K	0.0%	$34.68	—	CL A	564563104
NRG	NRG ENERGY INC	9,800	$251K	0.0%	$19.55	0.0%	COM NEW	629377508
GTLS	CHART INDS INC	6,400	$251K	0.0%	$37.02	-5.1%	COM PAR $0.01	16115Q308
RMR	RMR GROUP INC	4,800	$246K	0.0%	$26.74	-1.5%	CL A	74967R106
—	TWO HBRS INVT CORP	24,300	$245K	0.0%	$9.59	—	COM	90187B101
—	STRAYER ED INC	2,800	$244K	0.0%	$80.36	—	COM	863236105
—	KEMET CORP	11,400	$241K	0.0%	$21.14	—	COM NEW	488360207
BSET	BASSETT FURNITURE INDS INC	6,400	$241K	0.0%	$19.82	+23.8%	COM	070203104
—	GRAN TIERRA ENERGY INC	105,618	$241K	0.0%	$2.64	—	COM	38500T101
GS	GOLDMAN SACHS GROUP INC	1,010	$240K	0.0%	$191.91	-2.0%	COM	38141G104
—	PLY GEM HLDGS INC	14,000	$239K	0.0%	$17.07	—	COM	72941W100
—	TRIPLE-S MGMT CORP	10,100	$239K	0.0%	$24.46	—	CL B	896749108
DAR	DARLING INGREDIENTS INC	13,600	$238K	0.0%	$15.70	+7.8%	COM	237266101
SIGI	SELECTIVE INS GROUP INC	4,412	$238K	0.0%	$28.83	+55.6%	COM	816300107
LAUR	LAUREATE EDUCATION INC	16,200	$236K	0.0%	$15.81	-0.9%	CL A	518613203
—	UNIVERSAL FST PRODS INC	2,400	$236K	0.0%	$98.52	—	COM	913543104
NTAP	NETAPP INC	5,400	$236K	0.0%	$31.89	+4.1%	COM	64110D104
—	CHIMERA INVT CORP	12,200	$231K	0.0%	$16.89	—	COM NEW	16934Q208
MSI	MOTOROLA SOLUTIONS INC	2,700	$229K	0.0%	$74.89	+3.6%	COM NEW	620076307
—	COMPANHIA PARANAENSE ENERG C	25,700	$228K	0.0%	$8.87	—	SPON ADR PFD	20441B407
BAC	BANK AMER CORP	8,900	$226K	0.0%	$19.36	+3.1%	COM	060505104
—	SYSTEMAX INC	8,500	$225K	0.0%	$26.47	—	COM	871851101
BCE	BCE INC	4,800	$225K	0.0%	$23.11	+21.0%	COM NEW	05534B760
BNS	BANK N S HALIFAX	3,500	$224K	0.0%	$40.31	0.0%	COM	064149107
WU	WESTERN UN CO	11,500	$221K	0.0%	$20.35	—	COM	959802109
CULP	CULP INC	6,700	$219K	0.0%	$23.19	+13.8%	COM	230215105
FLXS	FLEXSTEEL INDS INC	4,295	$218K	0.0%	$35.47	+14.2%	COM	339382103
—	WEST CORP	9,200	$216K	0.0%	$24.46	—	COM	952355204
—	SPECTRUM PHARMACEUTICALS INC	15,300	$215K	0.0%	$14.05	—	COM	84763A108
TTMI	TTM TECHNOLOGIES INC	14,000	$215K	0.0%	$15.57	+0.1%	COM	87305R109
—	ENDURANCE INTL GROUP HLDGS I	26,100	$214K	0.0%	$8.20	—	COM	29272B105
—	NEW SR INVT GROUP INC	23,400	$214K	0.0%	$10.18	—	COM	648691103
GABC	GERMAN AMERN BANCORP INC	5,550	$211K	0.0%	$27.38	0.0%	COM	373865104
—	SELECT INCOME REIT	9,000	$211K	0.0%	$25.78	—	COM SH BEN INT	81618T100
ASR	GRUPO AEROPORTUARIO DEL SURE	1,100	$210K	0.0%	$201.52	—	SPON ADR SER B	40051E202
—	INNOPHOS HOLDINGS INC	4,200	$207K	0.0%	$49.29	—	COM	45774N108
INVA	INNOVIVA INC	14,600	$206K	0.0%	$13.22	0.0%	COM	45781M101
SON	SONOCO PRODS CO	4,040	$204K	0.0%	$38.40	-3.5%	COM	835495102
CELJF	CELLCOM ISRAEL LTD	19,774	$184K	0.0%	$10.06	-8.8%	SHS	M2196U109
—	VONAGE HLDGS CORP	19,600	$160K	0.0%	$6.47	—	COM	92886T201
—	SPRINT CORP	20,485	$159K	0.0%	$8.51	—	COM SER 1	85207U105
—	KOSMOS ENERGY LTD	18,100	$144K	0.0%	$7.96	—	SHS	G5315B107
ENIC	ENEL CHILE S A	23,600	$142K	0.0%	$5.72	—	SPONSORED ADR	29278D105
—	AVON PRODS INC	57,900	$135K	0.0%	$4.00	—	COM	054303102
—	MANITOWOC INC	13,700	$123K	0.0%	$5.99	—	COM	563571108
F	FORD MTR CO DEL	10,200	$122K	0.0%	$7.25	0.0%	COM PAR $0.01	345370860
—	BRIDGEPOINT ED INC	12,300	$118K	0.0%	$7.24	—	COM	10807M105
—	SUNPOWER CORP	12,800	$93,000	0.0%	$7.27	—	COM	867652406
—	ADVANCED SEMICONDUCTOR ENGR	14,100	$87,000	0.0%	$5.77	—	SPONSORED ADR	00756M404
—	DRIVE SHACK INC	18,480	$67,000	0.0%	$3.73	—	COM	262077100
—	INTREPID POTASH INC	14,900	$65,000	0.0%	$4.36	—	COM	46121Y102
—	CENTURYLINK INC	2,500	$47,000	0.0%	$23.81	—	COM	156700106
T	AT&T INC	1,181	$46,000	0.0%	$15.92	-2.0%	COM	00206R102
—	TURQUOISE HILL RES LTD	13,100	$41,000	0.0%	$3.21	—	COM	900435108
—	DISCOVERY COMMUNICATNS NEW	600	$13,000	0.0%	$21.67	—	COM SER A	25470F104
—	SEADRILL LIMITED	14,103	$5,000	0.0%	$2.41	—	SHS	G7945E105