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

Location: Boston, MA

CIK: 0001352662 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value: $16.95B (100.0% shares, 0.0% debt)

Holdings (575)

MSFT MICROSOFT CORP 5.0%

Value $840M Shares 9,821,501 Est. Cost $35.16 Unrealized +114.1%

AAPL APPLE INC 4.3%

Value $731M Shares 4,316,851 Est. Cost $19.73 Unrealized +98.1%

ORCL ORACLE CORP 4.1%

Value $699M Shares 14,778,609 Est. Cost $29.20 Unrealized +48.9%

JNJ JOHNSON & JOHNSON 3.6%

Value $603M Shares 4,319,219 Est. Cost $64.29 Unrealized +72.6%

UNH UNITEDHEALTH GROUP INC 3.5%

Value $586M Shares 2,659,678 Est. Cost $72.46 Unrealized +156.8%

GOOG ALPHABET INC 2.7%

Value $462M Shares 441,198 Est. Cost $36.01 Unrealized +40.3%

GOOGL ALPHABET INC 2.2%

Value $369M Shares 350,277 Est. Cost $36.84 Unrealized +39.1%

QCOM QUALCOMM INC 2.2%

Value $367M Shares 5,734,033 Est. Cost $48.29 Unrealized +1.5%

ACN ACCENTURE PLC IRELAND 2.1%

Value $364M Shares 2,375,914 Est. Cost $74.18 Unrealized +73.3%

EEM ISHARES TR 2.0%

Value $334M Shares 7,083,211 Est. Cost $40.36 Unrealized —

MDT MEDTRONIC PLC 1.9%

Value $330M Shares 4,081,011 Est. Cost $59.64 Unrealized +8.9%

CSCO CISCO SYS INC 1.9%

Value $323M Shares 8,439,623 Est. Cost $17.19 Unrealized +62.7%

AXP AMERICAN EXPRESS CO 1.8%

Value $302M Shares 3,036,246 Est. Cost $58.25 Unrealized +46.4%

CTSH COGNIZANT TECHNOLOGY SOLUTIO 1.7%

Value $282M Shares 3,971,686 Est. Cost $47.88 Unrealized +36.1%

— ALTABA INC 1.7%

Value $280M Shares 4,009,740 Est. Cost $55.26 Unrealized —

ABT ABBOTT LABS 1.6%

Value $275M Shares 4,820,367 Est. Cost $31.81 Unrealized +51.3%

WFC WELLS FARGO CO NEW 1.6%

Value $268M Shares 4,416,711 Est. Cost $42.14 Unrealized +7.0%

— MONSANTO CO NEW 1.6%

Value $263M Shares 2,254,425 Est. Cost $109.39 Unrealized —

BABA ALIBABA GROUP HLDG LTD 1.5%

Value $262M Shares 1,521,904 Est. Cost $98.53 Unrealized —

COST COSTCO WHSL CORP NEW 1.5%

Value $257M Shares 1,381,860 Est. Cost $109.00 Unrealized +41.7%

TJX TJX COS INC NEW 1.4%

Value $239M Shares 3,123,425 Est. Cost $30.20 Unrealized +7.3%

USB US BANCORP DEL 1.3%

Value $226M Shares 4,209,721 Est. Cost $37.53 Unrealized +4.0%

TXN TEXAS INSTRS INC 1.3%

Value $222M Shares 2,122,159 Est. Cost $59.04 Unrealized +31.5%

ELV ANTHEM INC 1.3%

Value $215M Shares 956,507 Est. Cost $141.72 Unrealized +35.1%

— UNITED TECHNOLOGIES CORP 1.3%

Value $213M Shares 1,667,043 Est. Cost $107.41 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 1.2%

Value $199M Shares 5,027,927 Est. Cost $24.33 Unrealized —

EMR EMERSON ELEC CO 1.1%

Value $195M Shares 2,791,321 Est. Cost $46.01 Unrealized +15.8%

EWY ISHARES INC 1.1%

Value $187M Shares 2,495,535 Est. Cost $74.93 Unrealized —

PM PHILIP MORRIS INTL INC 1.1%

Value $184M Shares 1,742,056 Est. Cost $48.83 Unrealized +42.5%

— TIME WARNER INC 1.0%

Value $175M Shares 1,914,800 Est. Cost $99.99 Unrealized —

— FIAT CHRYSLER AUTOMOBILES N 1.0%

Value $173M Shares 9,709,452 Est. Cost $15.50 Unrealized —

KO COCA COLA CO 1.0%

Value $171M Shares 3,718,326 Est. Cost $29.28 Unrealized +21.7%

Value $159M Shares 677,476 Est. Cost $70.96 Unrealized +104.3%

SYK STRYKER CORP 0.9%

Value $157M Shares 1,011,362 Est. Cost $67.21 Unrealized +107.7%

HON HONEYWELL INTL INC 0.9%

Value $155M Shares 1,009,535 Est. Cost $71.97 Unrealized +57.5%

LQD ISHARES TR 0.9%

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

MA MASTERCARD INCORPORATED 0.9%

Value $150M Shares 993,485 Est. Cost $81.41 Unrealized +74.7%

— MOBILE TELESYSTEMS PJSC 0.9%

Value $148M Shares 14,485,394 Est. Cost $9.41 Unrealized —

PFE PFIZER INC 0.9%

Value $146M Shares 4,019,297 Est. Cost $20.91 Unrealized +13.8%

— TIME WARNER INC 0.8%

Value $133M Shares 1,448,584 Est. Cost $99.99 Unrealized —

W WAYFAIR INC 0.8%

Value $130M Shares 1,620,000 Est. Cost $36.72 Unrealized +91.3%

HUM HUMANA INC 0.7%

Value $122M Shares 493,251 Est. Cost $140.85 Unrealized +63.6%

SLB SCHLUMBERGER LTD 0.7%

Value $114M Shares 1,693,632 Est. Cost $58.35 Unrealized -12.2%

BDX BECTON DICKINSON & CO 0.7%

Value $114M Shares 532,868 Est. Cost $93.28 Unrealized +98.8%

— ROCKWELL COLLINS INC 0.6%

Value $102M Shares 754,599 Est. Cost $131.71 Unrealized —

GM GENERAL MTRS CO 0.6%

Value $101M Shares 2,460,200 Est. Cost $27.72 Unrealized +36.6%

— CIMPRESS N V 0.6%

Value $94.7M Shares 790,000 Est. Cost $88.57 Unrealized —

PEP PEPSICO INC 0.5%

Value $90.2M Shares 752,169 Est. Cost $69.64 Unrealized +27.8%

VFC V F CORP 0.5%

Value $84.1M Shares 1,136,512 Est. Cost $55.96 Unrealized +18.1%

LLY LILLY ELI & CO 0.5%

Value $82.84M Shares 980,849 Est. Cost $63.19 Unrealized +19.1%

STM STMICROELECTRONICS N V 0.5%

Value $82.06M Shares 3,757,200 Est. Cost $14.75 Unrealized —

IBKR INTERACTIVE BROKERS GROUP IN 0.5%

Value $79.2M Shares 1,337,544 Est. Cost $6.31 Unrealized +105.3%

CVS CVS HEALTH CORP 0.5%

Value $76.73M Shares 1,058,311 Est. Cost $72.82 Unrealized -22.8%

BAP CREDICORP LTD 0.4%

Value $72.12M Shares 347,700 Est. Cost $153.37 Unrealized +10.2%

NXPI NXP SEMICONDUCTORS N V 0.4%

Value $67.7M Shares 578,172 Est. Cost $95.92 Unrealized +7.0%

APH AMPHENOL CORP NEW 0.4%

Value $66.2M Shares 753,948 Est. Cost $11.90 Unrealized +71.0%

— CENTURYLINK INC 0.4%

Value $65.52M Shares 3,927,935 Est. Cost $16.68 Unrealized —

— CENTURYLINK INC 0.4%

Value $65.51M Shares 3,927,200 Est. Cost $16.68 Unrealized —

TDC TERADATA CORP DEL 0.4%

Value $64.88M Shares 1,686,883 Est. Cost $40.99 Unrealized -12.8%

EWT ISHARES INC 0.4%

Value $63.78M Shares 1,761,403 Est. Cost $29.56 Unrealized —

WB WEIBO CORP 0.4%

Value $62.19M Shares 601,140 Est. Cost $102.60 Unrealized —

— AETNA INC NEW 0.3%

Value $57.49M Shares 318,700 Est. Cost $178.13 Unrealized —

CARS CARS COM INC 0.3%

Value $51.9M Shares 1,799,600 Est. Cost $26.86 Unrealized -3.7%

ALLY ALLY FINL INC 0.3%

Value $51.61M Shares 1,770,000 Est. Cost $15.62 Unrealized +33.1%

BRK/B BERKSHIRE HATHAWAY INC DEL 0.3%

Value $51.54M Shares 260,000 Est. Cost $140.46 Unrealized +35.2%

ADI ANALOG DEVICES INC 0.3%

Value $51.13M Shares 574,254 Est. Cost $42.12 Unrealized +80.7%

LOGI LOGITECH INTL S A 0.3%

Value $50.74M Shares 1,502,911 Est. Cost $26.43 Unrealized +17.1%

— ATLANTICA YIELD PLC 0.3%

Value $48.24M Shares 2,274,318 Est. Cost $18.82 Unrealized —

— SCRIPPS NETWORKS INTERACT IN 0.3%

Value $45.09M Shares 528,125 Est. Cost $85.42 Unrealized —

MCD MCDONALDS CORP 0.3%

Value $43.77M Shares 254,300 Est. Cost $133.24 Unrealized +4.1%

CACC CREDIT ACCEP CORP MICH 0.3%

Value $43.02M Shares 133,000 Est. Cost $196.10 Unrealized +51.6%

TAL TAL ED GROUP 0.3%

Value $42.86M Shares 1,442,610 Est. Cost $33.76 Unrealized —

RY ROYAL BK CDA MONTREAL QUE 0.3%

Value $42.73M Shares 521,500 Est. Cost $77.33 Unrealized +2.6%

CX CEMEX SAB DE CV 0.2%

Value $41.63M Shares 5,551,333 Est. Cost $6.14 Unrealized —

NBIS YANDEX N V 0.2%

Value $41.52M Shares 1,267,700 Est. Cost $32.79 Unrealized —

— INTERXION HOLDING N.V 0.2%

Value $38.89M Shares 660,000 Est. Cost $31.92 Unrealized —

SHAK SHAKE SHACK INC 0.2%

Value $38.88M Shares 900,000 Est. Cost $38.75 Unrealized 0.0%

— GLAXOSMITHKLINE PLC 0.2%

Value $37.77M Shares 1,064,700 Est. Cost $39.97 Unrealized —

INFY INFOSYS LTD 0.2%

Value $37.44M Shares 2,308,057 Est. Cost $16.99 Unrealized —

HPQ HP INC 0.2%

Value $37.15M Shares 1,768,200 Est. Cost $11.49 Unrealized +41.4%

— HRG GROUP INC 0.2%

Value $36.48M Shares 2,152,097 Est. Cost $17.21 Unrealized —

JPM JPMORGAN CHASE & CO 0.2%

Value $35.85M Shares 335,260 Est. Cost $43.17 Unrealized +88.4%

— CHANGYOU COM LTD 0.2%

Value $33.92M Shares 931,195 Est. Cost $26.34 Unrealized —

— LIBERTY GLOBAL PLC 0.2%

Value $33.32M Shares 1,675,000 Est. Cost $29.51 Unrealized —

MU MICRON TECHNOLOGY INC 0.2%

Value $30.48M Shares 741,300 Est. Cost $25.39 Unrealized +65.5%

— ORBITAL ATK INC 0.2%

Value $30.46M Shares 231,618 Est. Cost $131.50 Unrealized —

— TRIBUNE MEDIA CO 0.2%

Value $30.3M Shares 713,430 Est. Cost $40.77 Unrealized —

BNS BANK N S HALIFAX 0.2%

Value $29.28M Shares 452,300 Est. Cost $42.39 Unrealized +0.0%

— NXSTAGE MEDICAL INC 0.2%

Value $28.71M Shares 1,184,750 Est. Cost $27.17 Unrealized —

PGR PROGRESSIVE CORP OHIO 0.2%

Value $28.32M Shares 502,750 Est. Cost $35.94 Unrealized +11.2%

— CAVIUM INC 0.2%

Value $28.16M Shares 335,974 Est. Cost $83.83 Unrealized —

AMAT APPLIED MATLS INC 0.2%

Value $28.16M Shares 550,800 Est. Cost $37.73 Unrealized +31.0%

MRK MERCK & CO INC 0.2%

Value $27.86M Shares 495,168 Est. Cost $43.52 Unrealized -1.2%

AMP AMERIPRISE FINL INC 0.2%

Value $26.22M Shares 154,700 Est. Cost $123.46 Unrealized +10.9%

— COMMERCEHUB INC 0.2%

Value $26.15M Shares 1,270,000 Est. Cost $15.91 Unrealized —

— CALATLANTIC GROUP INC 0.2%

Value $26.12M Shares 463,278 Est. Cost $56.39 Unrealized —

NTES NETEASE INC 0.2%

Value $25.5M Shares 73,900 Est. Cost $270.89 Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 0.1%

Value $24.83M Shares 222,600 Est. Cost $111.61 Unrealized —

ITUB ITAU UNIBANCO HLDG SA 0.1%

Value $24.83M Shares 1,910,200 Est. Cost $12.93 Unrealized —

EC ECOPETROL S A 0.1%

Value $23.88M Shares 1,632,500 Est. Cost $9.96 Unrealized —

— UNITED TECHNOLOGIES CORP 0.1%

Value $23.42M Shares 183,600 Est. Cost $107.41 Unrealized —

— CHINA LODGING GROUP LTD 0.1%

Value $23.41M Shares 162,057 Est. Cost $46.80 Unrealized —

BAX BAXTER INTL INC 0.1%

Value $22.94M Shares 354,900 Est. Cost $50.86 Unrealized +9.7%

— NEW ORIENTAL ED & TECH GRP I 0.1%

Value $22.06M Shares 234,700 Est. Cost $70.49 Unrealized —

— CHINA MOBILE LIMITED 0.1%

Value $21.01M Shares 415,789 Est. Cost $55.76 Unrealized —

VALE VALE S A 0.1%

Value $20.89M Shares 1,708,232 Est. Cost $10.68 Unrealized —

— SINA CORP 0.1%

Value $19.83M Shares 197,700 Est. Cost $112.97 Unrealized —

DXC DXC TECHNOLOGY CO 0.1%

Value $19.24M Shares 202,720 Est. Cost $73.26 Unrealized +4.9%

QCOM QUALCOMM INC 0.1%

Value $19.14M Shares 299,000 Est. Cost $48.29 Unrealized +1.5%

PH PARKER HANNIFIN CORP 0.1%

Value $18.29M Shares 91,630 Est. Cost $132.09 Unrealized +24.4%

— SK TELECOM LTD 0.1%

Value $18.11M Shares 648,809 Est. Cost $25.18 Unrealized —

PLD PROLOGIS INC 0.1%

Value $18.08M Shares 280,325 Est. Cost $52.02 Unrealized 0.0%

EBAY EBAY INC 0.1%

Value $17.99M Shares 476,692 Est. Cost $29.73 Unrealized +11.1%

— TE CONNECTIVITY LTD 0.1%

Value $17.87M Shares 188,000 Est. Cost $83.17 Unrealized —

WMT WAL-MART STORES INC 0.1%

Value $17.85M Shares 180,800 Est. Cost $20.07 Unrealized +33.6%

— LIBERTY GLOBAL PLC 0.1%

Value $17.63M Shares 875,000 Est. Cost $30.32 Unrealized —

FCX FREEPORT-MCMORAN INC 0.1%

Value $17.32M Shares 913,305 Est. Cost $11.71 Unrealized +16.9%

AFL AFLAC INC 0.1%

Value $17.13M Shares 195,174 Est. Cost $25.56 Unrealized +38.1%

TD TORONTO DOMINION BK ONT 0.1%

Value $16.8M Shares 285,800 Est. Cost $53.13 Unrealized +7.5%

PFG PRINCIPAL FINL GROUP INC 0.1%

Value $16.76M Shares 237,525 Est. Cost $44.05 Unrealized +14.2%

CL COLGATE PALMOLIVE CO 0.1%

Value $16.67M Shares 221,000 Est. Cost $59.21 Unrealized +1.8%

BABA ALIBABA GROUP HLDG LTD 0.1%

Value $16.59M Shares 96,200 Est. Cost $98.53 Unrealized —

STT STATE STR CORP 0.1%

Value $16.45M Shares 168,575 Est. Cost $72.92 Unrealized +2.1%

DIS DISNEY WALT CO 0.1%

Value $16.45M Shares 153,000 Est. Cost $96.93 Unrealized +0.4%

MPC MARATHON PETE CORP 0.1%

Value $16.01M Shares 242,700 Est. Cost $38.93 Unrealized +22.0%

CMI CUMMINS INC 0.1%

Value $15.96M Shares 90,340 Est. Cost $111.91 Unrealized +23.5%

CDNS CADENCE DESIGN SYSTEM INC 0.1%

Value $15.92M Shares 380,600 Est. Cost $35.59 Unrealized +20.8%

HDB HDFC BANK LTD 0.1%

Value $15.84M Shares 155,788 Est. Cost $57.28 Unrealized —

PVH PVH CORP 0.1%

Value $15.6M Shares 113,700 Est. Cost $121.77 Unrealized +6.0%

SNPS SYNOPSYS INC 0.1%

Value $15.54M Shares 182,300 Est. Cost $73.20 Unrealized +18.2%

ADP AUTOMATIC DATA PROCESSING IN 0.1%

Value $15.47M Shares 132,000 Est. Cost $78.26 Unrealized +22.9%

ITW ILLINOIS TOOL WKS INC 0.1%

Value $15.32M Shares 91,812 Est. Cost $62.09 Unrealized +110.8%

— UNILEVER N V 0.1%

Value $15.32M Shares 272,000 Est. Cost $56.85 Unrealized —

MDLZ MONDELEZ INTL INC 0.1%

Value $14.98M Shares 350,000 Est. Cost $36.39 Unrealized -5.2%

— SOHU COM INC 0.1%

Value $14.86M Shares 342,860 Est. Cost $41.49 Unrealized —

WDC WESTERN DIGITAL CORP 0.1%

Value $14.63M Shares 184,000 Est. Cost $55.14 Unrealized +6.1%

TMUS T MOBILE US INC 0.1%

Value $14.48M Shares 228,000 Est. Cost $62.83 Unrealized -6.2%

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $14.32M Shares 278,004 Est. Cost $33.21 Unrealized +15.1%

— APTIV PLC 0.1%

Value $14M Shares 165,000 Est. Cost $84.83 Unrealized —

— BANCOLOMBIA S A 0.1%

Value $13.69M Shares 345,200 Est. Cost $43.35 Unrealized —

CBRE CBRE GROUP INC 0.1%

Value $13.56M Shares 313,100 Est. Cost $38.29 Unrealized +8.3%

AVY AVERY DENNISON CORP 0.1%

Value $13.46M Shares 117,147 Est. Cost $60.51 Unrealized +54.6%

EL LAUDER ESTEE COS INC 0.1%

Value $13.35M Shares 104,900 Est. Cost $106.34 Unrealized +2.1%

PYPL PAYPAL HLDGS INC 0.1%

Value $13.27M Shares 180,178 Est. Cost $72.14 Unrealized 0.0%

— QIWI PLC 0.1%

Value $13.09M Shares 755,200 Est. Cost $17.06 Unrealized —

DTE DTE ENERGY CO 0.1%

Value $13.04M Shares 119,089 Est. Cost $67.91 Unrealized +6.4%

VLO VALERO ENERGY CORP NEW 0.1%

Value $12.7M Shares 138,186 Est. Cost $41.58 Unrealized +43.5%

PRU PRUDENTIAL FINL INC 0.1%

Value $12.37M Shares 107,600 Est. Cost $71.07 Unrealized +7.2%

— UNILEVER N V 0.1%

Value $12.27M Shares 217,833 Est. Cost $56.85 Unrealized —

SEDG SOLAREDGE TECHNOLOGIES INC 0.1%

Value $12.1M Shares 322,155 Est. Cost $18.99 Unrealized +81.4%

EXC EXELON CORP 0.1%

Value $12.09M Shares 306,700 Est. Cost $19.95 Unrealized +8.6%

SQM SOCIEDAD QUIMICA MINERA DE C 0.1%

Value $11.98M Shares 201,778 Est. Cost $24.70 Unrealized —

INTU INTUIT 0.1%

Value $11.94M Shares 75,700 Est. Cost $120.61 Unrealized +19.5%

— COMMERCEHUB INC 0.1%

Value $11.65M Shares 530,000 Est. Cost $15.80 Unrealized —

LNC LINCOLN NATL CORP IND 0.1%

Value $11.62M Shares 151,203 Est. Cost $47.36 Unrealized +13.5%

— LAM RESEARCH CORP 0.1%

Value $11.47M Shares 62,300 Est. Cost $140.72 Unrealized —

HUN HUNTSMAN CORP 0.1%

Value $11.2M Shares 336,300 Est. Cost $24.77 Unrealized +23.6%

— MARATHON OIL CORP 0.1%

Value $11.08M Shares 654,424 Est. Cost $18.09 Unrealized —

BBY BEST BUY INC 0.1%

Value $11.02M Shares 161,000 Est. Cost $31.63 Unrealized +38.9%

DE DEERE & CO 0.1%

Value $10.67M Shares 68,200 Est. Cost $102.54 Unrealized +20.7%

DOV DOVER CORP 0.1%

Value $10.55M Shares 104,500 Est. Cost $61.31 Unrealized +11.1%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $10.48M Shares 186,175 Est. Cost $41.21 Unrealized +13.1%

CNP CENTERPOINT ENERGY INC 0.1%

Value $10.39M Shares 366,300 Est. Cost $18.05 Unrealized +26.0%

RJF RAYMOND JAMES FINANCIAL INC 0.1%

Value $10.02M Shares 112,200 Est. Cost $44.74 Unrealized +13.7%

HST HOST HOTELS & RESORTS INC 0.1%

Value $9.951M Shares 501,300 Est. Cost $13.14 Unrealized +9.1%

— PENN VA CORP NEW 0.1%

Value $9.866M Shares 252,261 Est. Cost $43.10 Unrealized —

TROW PRICE T ROWE GROUP INC 0.1%

Value $9.77M Shares 93,105 Est. Cost $50.93 Unrealized +40.9%

MFC MANULIFE FINL CORP 0.1%

Value $9.702M Shares 464,900 Est. Cost $19.46 Unrealized +6.8%

— LUXOFT HLDG INC 0.1%

Value $9.631M Shares 172,900 Est. Cost $53.96 Unrealized —

— GRUPO FINANCIERO SANTANDER M 0.1%

Value $9.435M Shares 1,290,700 Est. Cost $7.31 Unrealized —

NI NISOURCE INC 0.1%

Value $9.203M Shares 358,500 Est. Cost $20.16 Unrealized +1.1%

LEA LEAR CORP 0.1%

Value $9.165M Shares 51,880 Est. Cost $89.44 Unrealized +66.8%

— TWITTER INC 0.1%

Value $9.124M Shares 380,000 Est. Cost $17.82 Unrealized —

— PINNACLE FOODS INC DEL 0.1%

Value $8.921M Shares 150,000 Est. Cost $59.46 Unrealized —

— JUNIPER NETWORKS INC 0.1%

Value $8.764M Shares 307,500 Est. Cost $27.84 Unrealized —

AEP AMERICAN ELEC PWR INC 0.1%

Value $8.74M Shares 118,800 Est. Cost $56.07 Unrealized 0.0%

OC OWENS CORNING NEW 0.1%

Value $8.652M Shares 94,100 Est. Cost $77.38 Unrealized +8.9%

HAS HASBRO INC 0.1%

Value $8.576M Shares 94,353 Est. Cost $72.95 Unrealized -3.6%

BEN FRANKLIN RES INC 0.1%

Value $8.562M Shares 197,600 Est. Cost $27.59 Unrealized +0.3%

CVX CHEVRON CORP NEW 0.1%

Value $8.55M Shares 68,293 Est. Cost $72.01 Unrealized +16.0%

A AGILENT TECHNOLOGIES INC 0.0%

Value $8.445M Shares 126,100 Est. Cost $62.48 Unrealized +1.6%

MCHP MICROCHIP TECHNOLOGY INC 0.0%

Value $8.331M Shares 94,800 Est. Cost $38.90 Unrealized 0.0%

RCL ROYAL CARIBBEAN CRUISES LTD 0.0%

Value $8.314M Shares 69,700 Est. Cost $103.13 Unrealized +10.9%

— ANDEAVOR 0.0%

Value $8.142M Shares 71,205 Est. Cost $103.15 Unrealized —

BWA BORGWARNER INC 0.0%

Value $8.128M Shares 159,100 Est. Cost $40.24 Unrealized +1.2%

ETR ENTERGY CORP NEW 0.0%

Value $8.123M Shares 99,800 Est. Cost $30.90 Unrealized 0.0%

FE FIRSTENERGY CORP 0.0%

Value $7.805M Shares 254,900 Est. Cost $20.84 Unrealized +11.9%

FIZZ NATIONAL BEVERAGE CORP 0.0%

Value $7.795M Shares 80,000 Est. Cost $22.59 Unrealized +81.4%

SWK STANLEY BLACK & DECKER INC 0.0%

Value $7.585M Shares 44,700 Est. Cost $130.86 Unrealized 0.0%

CHT CHUNGHWA TELECOM CO LTD 0.0%

Value $7.55M Shares 213,049 Est. Cost $33.23 Unrealized —

ADBE ADOBE SYS INC 0.0%

Value $7.36M Shares 42,000 Est. Cost $172.04 Unrealized 0.0%

DAN DANA INCORPORATED 0.0%

Value $7.321M Shares 228,700 Est. Cost $17.72 Unrealized +45.1%

— CONSTELLIUM NV 0.0%

Value $7.251M Shares 650,300 Est. Cost $10.90 Unrealized —

DOX AMDOCS LTD 0.0%

Value $7.003M Shares 106,955 Est. Cost $47.18 Unrealized +16.9%

PSX PHILLIPS 66 0.0%

Value $7M Shares 69,200 Est. Cost $68.69 Unrealized +0.9%

WMB WILLIAMS COS INC DEL 0.0%

Value $6.952M Shares 228,000 Est. Cost $18.24 Unrealized +1.9%

— CITRIX SYS INC 0.0%

Value $6.95M Shares 78,978 Est. Cost $76.53 Unrealized —

EMN EASTMAN CHEM CO 0.0%

Value $6.818M Shares 73,600 Est. Cost $64.71 Unrealized +6.3%

KLAC KLA-TENCOR CORP 0.0%

Value $6.63M Shares 63,100 Est. Cost $85.92 Unrealized +8.2%

EIX EDISON INTL 0.0%

Value $6.609M Shares 104,500 Est. Cost $55.33 Unrealized -2.9%

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

Value $6.6M Shares 94,800 Est. Cost $72.75 Unrealized —

— OWENS ILL INC 0.0%

Value $6.551M Shares 295,500 Est. Cost $23.39 Unrealized —

JLL JONES LANG LASALLE INC 0.0%

Value $6.544M Shares 43,943 Est. Cost $133.68 Unrealized +4.4%

IVZ INVESCO LTD 0.0%

Value $6.41M Shares 175,425 Est. Cost $24.34 Unrealized +1.0%

TLK P T TELEKOMUNIKASI INDONESIA 0.0%

Value $6.331M Shares 196,500 Est. Cost $31.73 Unrealized —

OSK OSHKOSH CORP 0.0%

Value $6.071M Shares 66,800 Est. Cost $68.74 Unrealized +11.9%

HD HOME DEPOT INC 0.0%

Value $6.022M Shares 31,775 Est. Cost $93.98 Unrealized +50.7%

UNM UNUM GROUP 0.0%

Value $6.013M Shares 109,548 Est. Cost $46.49 Unrealized +15.5%

MTD METTLER TOLEDO INTERNATIONAL 0.0%

Value $6.009M Shares 9,700 Est. Cost $629.21 Unrealized +1.7%

RF REGIONS FINL CORP NEW 0.0%

Value $5.963M Shares 345,100 Est. Cost $11.60 Unrealized +0.6%

— SEARS HLDGS CORP 0.0%

Value $5.946M Shares 1,660,900 Est. Cost — Unrealized —

— LIBERTY INTERACTIVE CORP 0.0%

Value $5.939M Shares 243,200 Est. Cost $24.42 Unrealized —

TXT TEXTRON INC 0.0%

Value $5.902M Shares 104,300 Est. Cost $53.87 Unrealized 0.0%

PKG PACKAGING CORP AMER 0.0%

Value $5.786M Shares 48,000 Est. Cost $70.13 Unrealized +29.6%

— SPECTRUM BRANDS HLDGS INC 0.0%

Value $5.767M Shares 51,312 Est. Cost $120.63 Unrealized —

— INGERSOLL-RAND PLC 0.0%

Value $5.744M Shares 64,400 Est. Cost $89.18 Unrealized —

MOG/A MOOG INC 0.0%

Value $5.654M Shares 65,100 Est. Cost $70.38 Unrealized +12.6%

XHR XENIA HOTELS & RESORTS INC 0.0%

Value $5.613M Shares 260,000 Est. Cost $19.61 Unrealized —

MUR MURPHY OIL CORP 0.0%

Value $5.589M Shares 180,000 Est. Cost $23.27 Unrealized -10.9%

CHD CHURCH & DWIGHT INC 0.0%

Value $5.534M Shares 110,300 Est. Cost $42.76 Unrealized -1.0%

CLX CLOROX CO DEL 0.0%

Value $5.444M Shares 36,600 Est. Cost $105.67 Unrealized +1.7%

CNO CNO FINL GROUP INC 0.0%

Value $5.405M Shares 218,900 Est. Cost $19.32 Unrealized +5.0%

— TRINSEO S A 0.0%

Value $5.358M Shares 73,800 Est. Cost $69.34 Unrealized —

AEE AMEREN CORP 0.0%

Value $5.286M Shares 89,600 Est. Cost $48.63 Unrealized 0.0%

— SODASTREAM INTERNATIONAL LTD 0.0%

Value $5.283M Shares 75,100 Est. Cost $60.95 Unrealized —

NWSA NEWS CORP NEW 0.0%

Value $5.223M Shares 322,235 Est. Cost $12.50 Unrealized +9.5%

UGI UGI CORP NEW 0.0%

Value $5.197M Shares 110,700 Est. Cost $48.67 Unrealized -1.8%

EFA ISHARES TR 0.0%

Value $5.185M Shares 73,744 Est. Cost $62.99 Unrealized —

WIT WIPRO LTD 0.0%

Value $5.171M Shares 945,338 Est. Cost $6.33 Unrealized —

INDA ISHARES TR 0.0%

Value $5.053M Shares 140,100 Est. Cost $31.48 Unrealized —

BPOP POPULAR INC 0.0%

Value $5.011M Shares 141,200 Est. Cost $30.91 Unrealized -11.4%

LKQ LKQ CORP 0.0%

Value $5.006M Shares 123,100 Est. Cost $34.36 Unrealized 0.0%

AGCO AGCO CORP 0.0%

Value $4.953M Shares 69,344 Est. Cost $42.41 Unrealized +37.2%

— RED HAT INC 0.0%

Value $4.84M Shares 40,300 Est. Cost $120.10 Unrealized —

TDS TELEPHONE & DATA SYS INC 0.0%

Value $4.798M Shares 172,600 Est. Cost $28.08 Unrealized -2.3%

— CA INC 0.0%

Value $4.648M Shares 139,654 Est. Cost $30.71 Unrealized —

MAN MANPOWERGROUP INC 0.0%

Value $4.616M Shares 36,600 Est. Cost $115.01 Unrealized +8.6%

SCI SERVICE CORP INTL 0.0%

Value $4.598M Shares 123,200 Est. Cost $34.71 Unrealized +3.1%

FITB FIFTH THIRD BANCORP 0.0%

Value $4.56M Shares 150,300 Est. Cost $19.28 Unrealized +11.5%

— BGC PARTNERS INC 0.0%

Value $4.551M Shares 301,200 Est. Cost $15.11 Unrealized —

FAF FIRST AMERN FINL CORP 0.0%

Value $4.493M Shares 80,176 Est. Cost $29.12 Unrealized +41.0%

— XEROX CORP 0.0%

Value $4.474M Shares 153,475 Est. Cost $30.63 Unrealized —

FHI FEDERATED INVS INC PA 0.0%

Value $4.47M Shares 123,900 Est. Cost $22.59 Unrealized 0.0%

CXW CORECIVIC INC 0.0%

Value $4.406M Shares 195,800 Est. Cost $24.00 Unrealized -20.7%

EME EMCOR GROUP INC 0.0%

Value $4.394M Shares 53,750 Est. Cost $63.44 Unrealized +18.3%

— LAZARD LTD 0.0%

Value $4.384M Shares 83,500 Est. Cost $52.50 Unrealized —

CVSA ADTALEM GLOBAL ED INC 0.0%

Value $4.31M Shares 102,500 Est. Cost $37.11 Unrealized +5.6%

ITT ITT INC 0.0%

Value $4.302M Shares 80,600 Est. Cost $50.19 Unrealized 0.0%

ARW ARROW ELECTRS INC 0.0%

Value $4.278M Shares 53,200 Est. Cost $80.35 Unrealized 0.0%

MSCI MSCI INC 0.0%

Value $4.252M Shares 33,600 Est. Cost $114.62 Unrealized 0.0%

HSBC HSBC HLDGS PLC 0.0%

Value $4.224M Shares 81,800 Est. Cost $45.69 Unrealized —

APLE APPLE HOSPITALITY REIT INC 0.0%

Value $4.126M Shares 210,400 Est. Cost $19.11 Unrealized —

TDY TELEDYNE TECHNOLOGIES INC 0.0%

Value $4.112M Shares 22,700 Est. Cost $146.73 Unrealized +19.7%

FSLR FIRST SOLAR INC 0.0%

Value $4.092M Shares 60,600 Est. Cost $40.72 Unrealized +44.0%

RS RELIANCE STEEL & ALUMINUM CO 0.0%

Value $4.044M Shares 47,140 Est. Cost $77.83 Unrealized +1.2%

ON ON SEMICONDUCTOR CORP 0.0%

Value $4.039M Shares 192,900 Est. Cost $20.40 Unrealized 0.0%

LDOS LEIDOS HLDGS INC 0.0%

Value $4.029M Shares 62,400 Est. Cost $46.60 Unrealized +19.2%

ACCO ACCO BRANDS CORP 0.0%

Value $4.026M Shares 330,029 Est. Cost $5.96 Unrealized +50.3%

IAG IAMGOLD CORP 0.0%

Value $4.003M Shares 684,600 Est. Cost $4.11 Unrealized +39.0%

SEIC SEI INVESTMENTS CO 0.0%

Value $3.945M Shares 54,900 Est. Cost $60.18 Unrealized 0.0%

— CBS CORP NEW 0.0%

Value $3.918M Shares 66,400 Est. Cost $59.01 Unrealized —

LSAK NET 1 UEPS TECHNOLOGIES INC 0.0%

Value $3.883M Shares 326,581 Est. Cost $10.56 Unrealized -3.9%

CPS COOPER STD HLDGS INC 0.0%

Value $3.871M Shares 31,600 Est. Cost $88.16 Unrealized +33.7%

INTC INTEL CORP 0.0%

Value $3.87M Shares 83,839 Est. Cost $24.97 Unrealized +46.4%

LOPE GRAND CANYON ED INC 0.0%

Value $3.832M Shares 42,800 Est. Cost $62.88 Unrealized +43.9%

— TECH DATA CORP 0.0%

Value $3.776M Shares 38,538 Est. Cost $71.29 Unrealized —

VC VISTEON CORP 0.0%

Value $3.654M Shares 29,200 Est. Cost $98.32 Unrealized +28.2%

THC TENET HEALTHCARE CORP 0.0%

Value $3.622M Shares 238,900 Est. Cost $18.55 Unrealized -24.1%

— MCDERMOTT INTL INC 0.0%

Value $3.602M Shares 547,350 Est. Cost $6.76 Unrealized —

DLX DELUXE CORP 0.0%

Value $3.558M Shares 46,298 Est. Cost $39.65 Unrealized +25.5%

— VEON LTD 0.0%

Value $3.502M Shares 912,000 Est. Cost $3.84 Unrealized —

— MERITOR INC 0.0%

Value $3.486M Shares 148,600 Est. Cost $16.61 Unrealized —

— AMERICA MOVIL SAB DE CV 0.0%

Value $3.473M Shares 202,500 Est. Cost $17.15 Unrealized —

— ISRAEL CHEMICALS LTD 0.0%

Value $3.456M Shares 850,806 Est. Cost $4.09 Unrealized —

OGE OGE ENERGY CORP 0.0%

Value $3.413M Shares 103,700 Est. Cost $35.66 Unrealized -1.0%

BC BRUNSWICK CORP 0.0%

Value $3.407M Shares 61,700 Est. Cost $48.24 Unrealized -2.7%

CCK CROWN HOLDINGS INC 0.0%

Value $3.386M Shares 60,200 Est. Cost $56.20 Unrealized 0.0%

DIS DISNEY WALT CO 0.0%

Value $3.369M Shares 31,334 Est. Cost $96.93 Unrealized +0.4%

PCH POTLATCH CORP NEW 0.0%

Value $3.308M Shares 66,300 Est. Cost $50.53 Unrealized —

MLKN MILLER HERMAN INC 0.0%

Value $3.224M Shares 80,500 Est. Cost $28.52 Unrealized 0.0%

CC CHEMOURS CO 0.0%

Value $3.204M Shares 64,000 Est. Cost $38.39 Unrealized 0.0%

CNI CANADIAN NATL RY CO 0.0%

Value $3.163M Shares 38,240 Est. Cost $65.34 Unrealized +5.9%

— HOSPITALITY PPTYS TR 0.0%

Value $3.149M Shares 105,500 Est. Cost $28.96 Unrealized —

— TENNECO INC 0.0%

Value $3.097M Shares 52,900 Est. Cost $58.23 Unrealized —

AGRO ADECOAGRO S A 0.0%

Value $3.09M Shares 298,853 Est. Cost $9.71 Unrealized -8.0%

— ESTERLINE TECHNOLOGIES CORP 0.0%

Value $3.063M Shares 41,000 Est. Cost $88.15 Unrealized —

C CITIGROUP INC 0.0%

Value $3.014M Shares 40,500 Est. Cost $38.66 Unrealized +46.1%

GEO GEO GROUP INC NEW 0.0%

Value $2.99M Shares 126,700 Est. Cost $21.42 Unrealized -16.2%

DRH DIAMONDROCK HOSPITALITY CO 0.0%

Value $2.959M Shares 262,100 Est. Cost $10.96 Unrealized —

THO THOR INDS INC 0.0%

Value $2.937M Shares 19,485 Est. Cost $51.22 Unrealized +129.1%

— CHINA PETE & CHEM CORP 0.0%

Value $2.92M Shares 39,800 Est. Cost $73.37 Unrealized —

BIGGQ BIG LOTS INC 0.0%

Value $2.852M Shares 50,800 Est. Cost $39.55 Unrealized +9.8%

— JUMEI INTL HLDG LTD 0.0%

Value $2.837M Shares 971,690 Est. Cost $2.91 Unrealized —

SHO SUNSTONE HOTEL INVS INC NEW 0.0%

Value $2.797M Shares 169,200 Est. Cost $16.07 Unrealized —

BTI BRITISH AMERN TOB PLC 0.0%

Value $2.781M Shares 41,515 Est. Cost $121.62 Unrealized —

BDN BRANDYWINE RLTY TR 0.0%

Value $2.772M Shares 152,400 Est. Cost $17.50 Unrealized —

GHC GRAHAM HLDGS CO 0.0%

Value $2.736M Shares 4,900 Est. Cost $546.00 Unrealized -4.5%

RHP RYMAN HOSPITALITY PPTYS INC 0.0%

Value $2.726M Shares 39,500 Est. Cost $69.01 Unrealized —

BDC BELDEN INC 0.0%

Value $2.709M Shares 35,100 Est. Cost $80.54 Unrealized 0.0%

CSIQ CANADIAN SOLAR INC 0.0%

Value $2.641M Shares 156,663 Est. Cost $16.18 Unrealized +6.2%

— PUTMAN HIGH INCOME SEC FUND 0.0%

Value $2.591M Shares 287,259 Est. Cost $8.75 Unrealized —

— ROYAL DUTCH SHELL PLC 0.0%

Value $2.547M Shares 37,300 Est. Cost $68.28 Unrealized —

MTW MANITOWOC CO INC 0.0%

Value $2.527M Shares 64,225 Est. Cost $38.67 Unrealized 0.0%

AIT APPLIED INDL TECHNOLOGIES IN 0.0%

Value $2.513M Shares 36,900 Est. Cost $54.14 Unrealized +4.8%

APAM ARTISAN PARTNERS ASSET MGMT 0.0%

Value $2.492M Shares 63,100 Est. Cost $17.01 Unrealized 0.0%

PPC PILGRIMS PRIDE CORP NEW 0.0%

Value $2.491M Shares 80,200 Est. Cost $31.40 Unrealized +4.0%

BCC BOISE CASCADE CO DEL 0.0%

Value $2.446M Shares 61,300 Est. Cost $21.36 Unrealized +16.6%

UVV UNIVERSAL CORP VA 0.0%

Value $2.415M Shares 46,000 Est. Cost $62.01 Unrealized -10.4%

— RETAIL PPTYS AMER INC 0.0%

Value $2.404M Shares 178,900 Est. Cost $13.44 Unrealized —

NWS NEWS CORP NEW 0.0%

Value $2.311M Shares 139,206 Est. Cost $12.90 Unrealized +8.4%

GYRO GYRODYNE LLC 0.0%

Value $2.274M Shares 113,088 Est. Cost $19.48 Unrealized +8.8%

BRC BRADY CORP 0.0%

Value $2.251M Shares 59,400 Est. Cost $32.28 Unrealized +3.2%

NSIT INSIGHT ENTERPRISES INC 0.0%

Value $2.19M Shares 57,202 Est. Cost $33.08 Unrealized +23.6%

— SPX CORP 0.0%

Value $2.166M Shares 68,992 Est. Cost $29.36 Unrealized —

KOP KOPPERS HOLDINGS INC 0.0%

Value $2.092M Shares 41,100 Est. Cost $41.27 Unrealized +14.4%

CHH CHOICE HOTELS INTL INC 0.0%

Value $2.087M Shares 26,900 Est. Cost $58.26 Unrealized +16.9%

— REALOGY HLDGS CORP 0.0%

Value $2.054M Shares 77,500 Est. Cost $27.43 Unrealized —

— EXTERRAN CORP 0.0%

Value $2.037M Shares 64,778 Est. Cost $20.51 Unrealized —

NYT NEW YORK TIMES CO 0.0%

Value $2.035M Shares 110,000 Est. Cost $17.29 Unrealized +0.0%

— POTASH CORP SASK INC 0.0%

Value $2.001M Shares 97,129 Est. Cost $17.38 Unrealized —

HELE HELEN OF TROY CORP LTD 0.0%

Value $2.001M Shares 20,773 Est. Cost $95.02 Unrealized -3.1%

CENTA CENTRAL GARDEN & PET CO 0.0%

Value $1.957M Shares 51,900 Est. Cost $23.97 Unrealized +23.6%

INN SUMMIT HOTEL PPTYS INC 0.0%

Value $1.931M Shares 126,800 Est. Cost $18.39 Unrealized —

PLUS EPLUS INC 0.0%

Value $1.931M Shares 25,682 Est. Cost $29.37 Unrealized +43.4%

MDLZ MONDELEZ INTL INC 0.0%

Value $1.904M Shares 44,482 Est. Cost $36.39 Unrealized -5.2%

— GANNETT CO INC 0.0%

Value $1.901M Shares 164,000 Est. Cost $11.02 Unrealized —

— PREFERRED APT CMNTYS INC 0.0%

Value $1.893M Shares 93,500 Est. Cost $19.26 Unrealized —

— ROWAN COMPANIES PLC 0.0%

Value $1.889M Shares 120,600 Est. Cost $16.40 Unrealized —

— SILVERBOW RES INC 0.0%

Value $1.878M Shares 63,200 Est. Cost $26.16 Unrealized —

IBN ICICI BK LTD 0.0%

Value $1.854M Shares 190,520 Est. Cost $8.74 Unrealized —

SCHL SCHOLASTIC CORP 0.0%

Value $1.805M Shares 45,000 Est. Cost $33.74 Unrealized -3.8%

— BRIGGS & STRATTON CORP 0.0%

Value $1.804M Shares 71,100 Est. Cost $23.93 Unrealized —

— M D C HLDGS INC 0.0%

Value $1.763M Shares 55,300 Est. Cost $30.79 Unrealized —

WMB WILLIAMS COS INC DEL 0.0%

Value $1.749M Shares 57,367 Est. Cost $18.24 Unrealized +1.9%

CLDT CHATHAM LODGING TR 0.0%

Value $1.741M Shares 76,500 Est. Cost $22.76 Unrealized —

WD WALKER & DUNLOP INC 0.0%

Value $1.726M Shares 36,341 Est. Cost $19.28 Unrealized +116.4%

AD UNITED STATES CELLULAR CORP 0.0%

Value $1.686M Shares 44,800 Est. Cost $21.78 Unrealized -4.0%

— SEACOR HOLDINGS INC 0.0%

Value $1.659M Shares 35,900 Est. Cost $46.21 Unrealized —

— ENSCO PLC 0.0%

Value $1.639M Shares 277,284 Est. Cost $8.49 Unrealized —

IPAR INTER PARFUMS INC 0.0%

Value $1.603M Shares 36,900 Est. Cost $38.35 Unrealized +13.4%

AGM FEDERAL AGRIC MTG CORP 0.0%

Value $1.596M Shares 20,400 Est. Cost $45.07 Unrealized +24.7%

— PINNACLE FOODS INC DEL 0.0%

Value $1.584M Shares 26,640 Est. Cost $59.46 Unrealized —

ICFI ICF INTL INC 0.0%

Value $1.544M Shares 29,400 Est. Cost $49.61 Unrealized +8.6%

— RAYTHEON CO 0.0%

Value $1.54M Shares 8,200 Est. Cost $187.80 Unrealized —

CIG COMPANHIA ENERGETICA DE MINA 0.0%

Value $1.453M Shares 705,439 Est. Cost $6.33 Unrealized —

ABBV ABBVIE INC 0.0%

Value $1.441M Shares 14,900 Est. Cost $45.85 Unrealized +45.9%

— AMERICAN NATL INS CO 0.0%

Value $1.359M Shares 10,600 Est. Cost $113.16 Unrealized —

NPKI NEWPARK RES INC 0.0%

Value $1.322M Shares 153,700 Est. Cost $9.05 Unrealized 0.0%

— SYKES ENTERPRISES INC 0.0%

Value $1.317M Shares 41,886 Est. Cost $29.10 Unrealized —

CSGS CSG SYS INTL INC 0.0%

Value $1.31M Shares 29,900 Est. Cost $32.56 Unrealized +11.8%

CL COLGATE PALMOLIVE CO 0.0%

Value $1.275M Shares 16,897 Est. Cost $59.21 Unrealized +1.8%

— IAC INTERACTIVECORP 0.0%

Value $1.272M Shares 10,400 Est. Cost $122.31 Unrealized —

— ACTIVISION BLIZZARD INC 0.0%

Value $1.19M Shares 18,800 Est. Cost $37.74 Unrealized —

— TOWER INTL INC 0.0%

Value $1.163M Shares 38,065 Est. Cost $22.40 Unrealized —

AZN ASTRAZENECA PLC 0.0%

Value $1.145M Shares 33,000 Est. Cost $34.23 Unrealized —

DEO DIAGEO P L C 0.0%

Value $1.11M Shares 7,600 Est. Cost $136.31 Unrealized —

PG PROCTER AND GAMBLE CO 0.0%

Value $1.093M Shares 11,900 Est. Cost $70.65 Unrealized +2.8%

— TIM PARTICIPACOES S A 0.0%

Value $1.079M Shares 55,900 Est. Cost $19.30 Unrealized —

CYD CHINA YUCHAI INTL LTD 0.0%

Value $1.043M Shares 43,452 Est. Cost $14.06 Unrealized +9.4%

— SYMANTEC CORP 0.0%

Value $1.019M Shares 36,300 Est. Cost $32.81 Unrealized —

PRGS PROGRESS SOFTWARE CORP 0.0%

Value $1.005M Shares 23,600 Est. Cost $33.41 Unrealized +24.6%

CAT CATERPILLAR INC DEL 0.0%

Value $993K Shares 6,300 Est. Cost $116.31 Unrealized 0.0%

— NOBLE CORP PLC 0.0%

Value $975K Shares 215,700 Est. Cost $7.67 Unrealized —

NRG NRG ENERGY INC 0.0%

Value $957K Shares 33,600 Est. Cost $21.66 Unrealized +4.0%

LSTR LANDSTAR SYS INC 0.0%

Value $947K Shares 9,100 Est. Cost $99.66 Unrealized —

— LEGG MASON INC 0.0%

Value $924K Shares 22,000 Est. Cost $42.00 Unrealized —

— RENEWABLE ENERGY GROUP INC 0.0%

Value $916K Shares 77,600 Est. Cost $12.11 Unrealized —

— BLUCORA INC 0.0%

Value $904K Shares 40,900 Est. Cost $24.24 Unrealized —

ENVA ENOVA INTL INC 0.0%

Value $877K Shares 57,700 Est. Cost $14.21 Unrealized +3.3%

— DIAMOND OFFSHORE DRILLING IN 0.0%

Value $859K Shares 46,200 Est. Cost $19.98 Unrealized —

SBS COMPANHIA DE SANEAMENTO BASI 0.0%

Value $858K Shares 82,100 Est. Cost $9.52 Unrealized —

— KRATON CORPORATION 0.0%

Value $853K Shares 17,700 Est. Cost $48.19 Unrealized —

— TIER REIT INC 0.0%

Value $826K Shares 40,500 Est. Cost $19.76 Unrealized —

MOD MODINE MFG CO 0.0%

Value $822K Shares 40,700 Est. Cost $19.49 Unrealized +10.2%

— DELL TECHNOLOGIES INC 0.0%

Value $803K Shares 9,881 Est. Cost $61.26 Unrealized —

RIG TRANSOCEAN LTD 0.0%

Value $791K Shares 74,100 Est. Cost $10.37 Unrealized +0.2%

LNWO SCIENTIFIC GAMES CORP 0.0%

Value $790K Shares 15,400 Est. Cost $32.13 Unrealized +51.7%

— OM ASSET MGMT PLC 0.0%

Value $789K Shares 47,100 Est. Cost $14.90 Unrealized —

MOV MOVADO GROUP INC 0.0%

Value $766K Shares 23,800 Est. Cost $28.98 Unrealized 0.0%

GD GENERAL DYNAMICS CORP 0.0%

Value $761K Shares 3,740 Est. Cost $146.22 Unrealized +16.5%

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $757K Shares 31,100 Est. Cost $18.30 Unrealized +13.6%

— KOSMOS ENERGY LTD 0.0%

Value $756K Shares 110,300 Est. Cost $7.03 Unrealized —

— PRA HEALTH SCIENCES INC 0.0%

Value $747K Shares 8,200 Est. Cost $78.54 Unrealized —

WWW WOLVERINE WORLD WIDE INC 0.0%

Value $743K Shares 23,300 Est. Cost $24.46 Unrealized 0.0%

— CHESAPEAKE ENERGY CORP 0.0%

Value $743K Shares 187,602 Est. Cost $5.97 Unrealized —

— TWITTER INC 0.0%

Value $743K Shares 30,932 Est. Cost $17.82 Unrealized —

— SUNTRUST BKS INC 0.0%

Value $743K Shares 11,500 Est. Cost $59.75 Unrealized —

— EVERI HLDGS INC 0.0%

Value $738K Shares 97,900 Est. Cost $7.59 Unrealized —

QUAD QUAD / GRAPHICS INC 0.0%

Value $735K Shares 32,500 Est. Cost $24.36 Unrealized -6.9%

SLAB SILICON LABORATORIES INC 0.0%

Value $733K Shares 8,300 Est. Cost $89.86 Unrealized 0.0%

ENTA ENANTA PHARMACEUTICALS INC 0.0%

Value $722K Shares 12,300 Est. Cost $50.07 Unrealized 0.0%

TMO THERMO FISHER SCIENTIFIC INC 0.0%

Value $722K Shares 3,800 Est. Cost $182.80 Unrealized +2.5%

— COLFAX CORP 0.0%

Value $721K Shares 18,200 Est. Cost $39.62 Unrealized —

— INVESTMENT TECHNOLOGY GRP NE 0.0%

Value $720K Shares 37,400 Est. Cost $22.14 Unrealized —

— VERINT SYS INC 0.0%

Value $720K Shares 17,200 Est. Cost $41.86 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.0%

Value $719K Shares 55,000 Est. Cost $13.07 Unrealized —

HY HYSTER YALE MATLS HANDLING I 0.0%

Value $718K Shares 8,428 Est. Cost $59.98 Unrealized +9.8%

EBS EMERGENT BIOSOLUTIONS INC 0.0%

Value $716K Shares 15,400 Est. Cost $42.09 Unrealized 0.0%

— CATALENT INC 0.0%

Value $715K Shares 17,400 Est. Cost $40.57 Unrealized —

AROC ARCHROCK INC 0.0%

Value $715K Shares 68,100 Est. Cost $6.83 Unrealized 0.0%

— LIBERTY TRIPADVISOR HLDGS IN 0.0%

Value $714K Shares 75,800 Est. Cost $10.55 Unrealized —

— MITEL NETWORKS CORP 0.0%

Value $711K Shares 86,400 Est. Cost $8.23 Unrealized —

RUSHA RUSH ENTERPRISES INC 0.0%

Value $706K Shares 13,900 Est. Cost $21.72 Unrealized 0.0%

MERC MERCER INTL INC 0.0%

Value $699K Shares 48,900 Est. Cost $9.31 Unrealized +11.2%

ICLR ICON PLC 0.0%

Value $695K Shares 6,200 Est. Cost $115.23 Unrealized 0.0%

AMCX AMC NETWORKS INC 0.0%

Value $692K Shares 12,800 Est. Cost $53.39 Unrealized 0.0%

RM REGIONAL MGMT CORP 0.0%

Value $690K Shares 26,212 Est. Cost $12.93 Unrealized +56.4%

CACI CACI INTL INC 0.0%

Value $688K Shares 5,200 Est. Cost $113.20 Unrealized +19.3%

SEM SELECT MED HLDGS CORP 0.0%

Value $683K Shares 38,700 Est. Cost $8.80 Unrealized 0.0%

ALL ALLSTATE CORP 0.0%

Value $678K Shares 6,475 Est. Cost $77.40 Unrealized +5.6%

LAUR LAUREATE EDUCATION INC 0.0%

Value $675K Shares 49,800 Est. Cost $13.98 Unrealized -6.3%

TSN TYSON FOODS INC 0.0%

Value $673K Shares 8,306 Est. Cost $61.44 Unrealized 0.0%

— RUDOLPH TECHNOLOGIES INC 0.0%

Value $672K Shares 28,100 Est. Cost $23.91 Unrealized —

— CATCHMARK TIMBER TR INC 0.0%

Value $672K Shares 51,200 Est. Cost $13.13 Unrealized —

— REXNORD CORP NEW 0.0%

Value $671K Shares 25,800 Est. Cost $25.48 Unrealized —

THG HANOVER INS GROUP INC 0.0%

Value $670K Shares 6,200 Est. Cost $62.39 Unrealized +29.5%

GILD GILEAD SCIENCES INC 0.0%

Value $666K Shares 9,300 Est. Cost $55.90 Unrealized 0.0%

— FLAGSTAR BANCORP INC 0.0%

Value $666K Shares 17,800 Est. Cost $37.42 Unrealized —

BRKR BRUKER CORP 0.0%

Value $666K Shares 19,400 Est. Cost $29.69 Unrealized +7.1%

WK WORKIVA INC 0.0%

Value $661K Shares 30,900 Est. Cost $21.99 Unrealized 0.0%

— CONVERGYS CORP 0.0%

Value $658K Shares 28,000 Est. Cost $23.50 Unrealized —

CNA CNA FINL CORP 0.0%

Value $658K Shares 12,400 Est. Cost $26.09 Unrealized +12.2%

— TPG SPECIALTY LENDING INC 0.0%

Value $657K Shares 33,200 Est. Cost $19.79 Unrealized —

BMY BRISTOL MYERS SQUIBB CO 0.0%

Value $656K Shares 10,700 Est. Cost $46.46 Unrealized 0.0%

MCRI MONARCH CASINO & RESORT INC 0.0%

Value $654K Shares 14,600 Est. Cost $44.35 Unrealized 0.0%

— CARE COM INC 0.0%

Value $653K Shares 36,200 Est. Cost $18.04 Unrealized —

SNX SYNNEX CORP 0.0%

Value $653K Shares 4,800 Est. Cost $53.44 Unrealized +12.4%

— K12 INC 0.0%

Value $650K Shares 40,900 Est. Cost $15.89 Unrealized —

— TIVO CORP 0.0%

Value $647K Shares 41,500 Est. Cost $15.59 Unrealized —

BRSL INTERNATIONAL GAME TECHNOLOG 0.0%

Value $644K Shares 24,300 Est. Cost $15.88 Unrealized 0.0%

— DENBURY RES INC 0.0%

Value $643K Shares 290,908 Est. Cost $3.57 Unrealized —

— HALYARD HEALTH INC 0.0%

Value $642K Shares 13,900 Est. Cost $42.67 Unrealized —

PFGC PERFORMANCE FOOD GROUP CO 0.0%

Value $639K Shares 19,300 Est. Cost $29.33 Unrealized 0.0%

KEYS KEYSIGHT TECHNOLOGIES INC 0.0%

Value $636K Shares 15,300 Est. Cost $43.20 Unrealized 0.0%

— PINNACLE ENTMT INC NEW 0.0%

Value $635K Shares 19,400 Est. Cost $20.18 Unrealized —

KELYA KELLY SVCS INC 0.0%

Value $635K Shares 23,300 Est. Cost $24.80 Unrealized 0.0%

KT KT CORP 0.0%

Value $634K Shares 40,600 Est. Cost $15.62 Unrealized —

LNTH LANTHEUS HLDGS INC 0.0%

Value $632K Shares 30,900 Est. Cost $20.36 Unrealized 0.0%

— LUMINEX CORP DEL 0.0%

Value $626K Shares 31,800 Est. Cost $19.69 Unrealized —

HVT HAVERTY FURNITURE INC 0.0%

Value $625K Shares 27,600 Est. Cost $24.08 Unrealized 0.0%

— UNIT CORP 0.0%

Value $611K Shares 27,764 Est. Cost $15.62 Unrealized —

— NUTRI SYS INC NEW 0.0%

Value $610K Shares 11,600 Est. Cost $52.36 Unrealized —

— VEDANTA LTD 0.0%

Value $604K Shares 29,000 Est. Cost $17.95 Unrealized —

BIO BIO RAD LABS INC 0.0%

Value $597K Shares 2,500 Est. Cost $242.32 Unrealized 0.0%

BA BOEING CO 0.0%

Value $590K Shares 2,000 Est. Cost $220.44 Unrealized +16.8%

— ADTRAN INC 0.0%

Value $573K Shares 29,600 Est. Cost $19.36 Unrealized —

MTZ MASTEC INC 0.0%

Value $568K Shares 11,600 Est. Cost $39.45 Unrealized +13.1%

BAK BRASKEM S A 0.0%

Value $559K Shares 21,300 Est. Cost $26.24 Unrealized —

UMC UNITED MICROELECTRONICS CORP 0.0%

Value $557K Shares 232,900 Est. Cost $1.87 Unrealized —

CENT CENTRAL GARDEN & PET CO 0.0%

Value $556K Shares 14,290 Est. Cost $17.95 Unrealized +67.0%

DIOD DIODES INC 0.0%

Value $542K Shares 18,900 Est. Cost $31.06 Unrealized 0.0%

SANM SANMINA CORPORATION 0.0%

Value $525K Shares 15,900 Est. Cost $22.74 Unrealized +53.6%

VZ VERIZON COMMUNICATIONS INC 0.0%

Value $524K Shares 9,900 Est. Cost $27.31 Unrealized +17.0%

PHM PULTE GROUP INC 0.0%

Value $519K Shares 15,600 Est. Cost $21.17 Unrealized +34.0%

SAH SONIC AUTOMOTIVE INC 0.0%

Value $509K Shares 27,600 Est. Cost $20.36 Unrealized 0.0%

KBH KB HOME 0.0%

Value $508K Shares 15,900 Est. Cost $18.09 Unrealized +42.7%

BHE BENCHMARK ELECTRS INC 0.0%

Value $506K Shares 17,400 Est. Cost $25.88 Unrealized 0.0%

COF CAPITAL ONE FINL CORP 0.0%

Value $498K Shares 5,000 Est. Cost $62.11 Unrealized +27.7%

PBI PITNEY BOWES INC 0.0%

Value $493K Shares 44,100 Est. Cost $13.73 Unrealized -14.2%

CHE CHEMED CORP NEW 0.0%

Value $486K Shares 2,000 Est. Cost $131.90 Unrealized +67.6%

— DONNELLEY R R & SONS CO 0.0%

Value $484K Shares 52,000 Est. Cost $10.93 Unrealized —

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $483K Shares 23,300 Est. Cost $15.49 Unrealized +17.5%

— SILICONWARE PRECISION INDS L 0.0%

Value $482K Shares 57,300 Est. Cost $7.42 Unrealized —

MYGN MYRIAD GENETICS INC 0.0%

Value $481K Shares 14,000 Est. Cost $33.74 Unrealized 0.0%

BTE BAYTEX ENERGY CORP 0.0%

Value $478K Shares 159,300 Est. Cost $2.88 Unrealized -2.6%

— CAPELLA EDUCATION COMPANY 0.0%

Value $472K Shares 6,100 Est. Cost $80.34 Unrealized —

SKYW SKYWEST INC 0.0%

Value $462K Shares 8,700 Est. Cost $17.27 Unrealized +183.4%

SMP STANDARD MTR PRODS INC 0.0%

Value $458K Shares 10,200 Est. Cost $49.89 Unrealized -10.0%

— TCF FINL CORP 0.0%

Value $453K Shares 22,100 Est. Cost $20.50 Unrealized —

— SYSTEMAX INC 0.0%

Value $442K Shares 13,300 Est. Cost $28.91 Unrealized —

RDY DR REDDYS LABS LTD 0.0%

Value $432K Shares 11,500 Est. Cost $40.12 Unrealized —

— WHITING PETE CORP NEW 0.0%

Value $432K Shares 16,325 Est. Cost $26.46 Unrealized —

— DRIL-QUIP INC 0.0%

Value $429K Shares 9,000 Est. Cost $47.67 Unrealized —

ETN EATON CORP PLC 0.0%

Value $427K Shares 5,400 Est. Cost $63.97 Unrealized +3.6%

RVTY PERKINELMER INC 0.0%

Value $424K Shares 5,800 Est. Cost $70.26 Unrealized 0.0%

BIIB BIOGEN INC 0.0%

Value $414K Shares 1,300 Est. Cost $265.53 Unrealized +20.8%

— SPECTRUM PHARMACEUTICALS INC 0.0%

Value $409K Shares 21,600 Est. Cost $15.48 Unrealized —

— TUPPERWARE BRANDS CORP 0.0%

Value $408K Shares 6,500 Est. Cost $59.79 Unrealized —

— SANDERSON FARMS INC 0.0%

Value $389K Shares 2,800 Est. Cost $107.68 Unrealized —

— TRUSTCO BK CORP N Y 0.0%

Value $385K Shares 41,900 Est. Cost $8.29 Unrealized —

CRL CHARLES RIV LABS INTL INC 0.0%

Value $383K Shares 3,500 Est. Cost $88.40 Unrealized +23.1%

— GROUPE CGI INC 0.0%

Value $382K Shares 7,000 Est. Cost $46.40 Unrealized —

— WEB COM GROUP INC 0.0%

Value $377K Shares 17,300 Est. Cost $24.28 Unrealized —

JKHY HENRY JACK & ASSOC INC 0.0%

Value $375K Shares 3,202 Est. Cost $51.33 Unrealized +97.6%

DGX QUEST DIAGNOSTICS INC 0.0%

Value $374K Shares 3,800 Est. Cost $83.93 Unrealized -3.9%

MATV SCHWEITZER-MAUDUIT INTL INC 0.0%

Value $372K Shares 8,200 Est. Cost $28.02 Unrealized +4.6%

SCL STEPAN CO 0.0%

Value $371K Shares 4,700 Est. Cost $78.25 Unrealized +4.9%

KAI KADANT INC 0.0%

Value $371K Shares 3,700 Est. Cost $65.60 Unrealized +46.3%

— JUST ENERGY GROUP INC 0.0%

Value $369K Shares 85,700 Est. Cost $4.82 Unrealized —

OM2 ORTHOFIX INTL N V 0.0%

Value $366K Shares 6,700 Est. Cost $54.63 Unrealized —

ABG ASBURY AUTOMOTIVE GROUP INC 0.0%

Value $365K Shares 5,700 Est. Cost $57.49 Unrealized +8.7%

— WELLCARE HEALTH PLANS INC 0.0%

Value $362K Shares 1,800 Est. Cost $142.84 Unrealized —

LPX LOUISIANA PAC CORP 0.0%

Value $360K Shares 13,700 Est. Cost $25.49 Unrealized +6.4%

MTG MGIC INVT CORP WIS 0.0%

Value $356K Shares 25,200 Est. Cost $10.75 Unrealized +30.8%

UTHR UNITED THERAPEUTICS CORP DEL 0.0%

Value $355K Shares 2,400 Est. Cost $141.46 Unrealized -10.1%

— BARRACUDA NETWORKS INC 0.0%

Value $355K Shares 12,900 Est. Cost $23.02 Unrealized —

— MEREDITH CORP 0.0%

Value $350K Shares 5,300 Est. Cost $48.84 Unrealized —

AMGN AMGEN INC 0.0%

Value $348K Shares 2,000 Est. Cost $89.17 Unrealized +55.0%

IBM INTERNATIONAL BUSINESS MACHS 0.0%

Value $348K Shares 2,266 Est. Cost $108.79 Unrealized -6.1%

— BLACKROCK CAPITAL INVESTMENT 0.0%

Value $345K Shares 55,388 Est. Cost $8.62 Unrealized —

PAG PENSKE AUTOMOTIVE GRP INC 0.0%

Value $340K Shares 7,100 Est. Cost $48.63 Unrealized -3.1%

MCS MARCUS CORP 0.0%

Value $339K Shares 12,400 Est. Cost $30.24 Unrealized -8.9%

— ENDURANCE INTL GROUP HLDGS I 0.0%

Value $338K Shares 40,200 Est. Cost $8.27 Unrealized —

— ATLAS AIR WORLDWIDE HLDGS IN 0.0%

Value $334K Shares 5,700 Est. Cost $42.27 Unrealized —

ROK ROCKWELL AUTOMATION INC 0.0%

Value $333K Shares 1,694 Est. Cost $98.16 Unrealized +67.0%

— GRAN TIERRA ENERGY INC 0.0%

Value $330K Shares 122,218 Est. Cost $2.65 Unrealized —

AIR AAR CORP 0.0%

Value $326K Shares 8,300 Est. Cost $34.12 Unrealized +15.6%

— NRG YIELD INC 0.0%

Value $326K Shares 17,300 Est. Cost $17.35 Unrealized —

WNC WABASH NATL CORP 0.0%

Value $326K Shares 15,000 Est. Cost $11.18 Unrealized +56.9%

CTMX CYTOMX THERAPEUTICS INC 0.0%

Value $315K Shares 14,900 Est. Cost $20.73 Unrealized 0.0%

JBSS SANFILIPPO JOHN B & SON INC 0.0%

Value $313K Shares 4,950 Est. Cost $54.49 Unrealized +15.3%

— SPEEDWAY MOTORSPORTS INC 0.0%

Value $311K Shares 16,500 Est. Cost $18.85 Unrealized —

EG EVEREST RE GROUP LTD 0.0%

Value $310K Shares 1,400 Est. Cost $148.00 Unrealized +28.8%

— NATIONSTAR MTG HLDGS INC 0.0%

Value $309K Shares 16,700 Est. Cost $16.31 Unrealized —

HTO SJW GROUP 0.0%

Value $306K Shares 4,800 Est. Cost $49.26 Unrealized +28.5%

GEF GREIF INC 0.0%

Value $303K Shares 5,000 Est. Cost $40.75 Unrealized +4.0%

CNDT CONDUENT INC 0.0%

Value $302K Shares 18,700 Est. Cost $15.39 Unrealized +1.7%

NTAP NETAPP INC 0.0%

Value $299K Shares 5,400 Est. Cost $31.89 Unrealized +27.1%

MC MOELIS & CO 0.0%

Value $296K Shares 6,100 Est. Cost $19.80 Unrealized +26.2%

— AARONS INC 0.0%

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

VVX VECTRUS INC 0.0%

Value $293K Shares 9,500 Est. Cost $31.98 Unrealized 0.0%

MRTN MARTEN TRANS LTD 0.0%

Value $291K Shares 14,333 Est. Cost $8.44 Unrealized +29.3%

— MANTECH INTL CORP 0.0%

Value $286K Shares 5,700 Est. Cost $34.68 Unrealized —

RMR RMR GROUP INC 0.0%

Value $285K Shares 4,800 Est. Cost $26.74 Unrealized +12.6%

ESNT ESSENT GROUP LTD 0.0%

Value $282K Shares 6,500 Est. Cost $17.88 Unrealized +118.1%

CYH COMMUNITY HEALTH SYS INC NEW 0.0%

Value $282K Shares 66,300 Est. Cost $6.74 Unrealized -25.5%

BANF BANCFIRST CORP 0.0%

Value $276K Shares 5,400 Est. Cost $41.18 Unrealized +13.3%

NOMD NOMAD FOODS LTD 0.0%

Value $274K Shares 16,200 Est. Cost $15.54 Unrealized 0.0%

V VISA INC 0.0%

Value $274K Shares 2,400 Est. Cost $95.71 Unrealized +9.1%

CM CDN IMPERIAL BK COMM TORONTO 0.0%

Value $274K Shares 2,800 Est. Cost $23.63 Unrealized +30.8%

— UNIVERSAL FST PRODS INC 0.0%

Value $271K Shares 7,200 Est. Cost $57.93 Unrealized —

— QUALITY SYS INC 0.0%

Value $270K Shares 19,900 Est. Cost $15.51 Unrealized —

LPLA LPL FINL HLDGS INC 0.0%

Value $269K Shares 4,700 Est. Cost $46.02 Unrealized +14.4%

DAR DARLING INGREDIENTS INC 0.0%

Value $263K Shares 14,500 Est. Cost $15.80 Unrealized +9.4%

— PLY GEM HLDGS INC 0.0%

Value $259K Shares 14,000 Est. Cost $17.07 Unrealized —

SIGI SELECTIVE INS GROUP INC 0.0%

Value $259K Shares 4,412 Est. Cost $28.83 Unrealized +77.7%

— INFRAREIT INC 0.0%

Value $256K Shares 13,800 Est. Cost $19.16 Unrealized —

— TRIPLE-S MGMT CORP 0.0%

Value $251K Shares 10,100 Est. Cost $24.46 Unrealized —

— DR PEPPER SNAPPLE GROUP INC 0.0%

Value $250K Shares 2,579 Est. Cost $89.62 Unrealized —

BSET BASSETT FURNITURE INDS INC 0.0%

Value $241K Shares 6,400 Est. Cost $19.82 Unrealized +29.1%

XYL XYLEM INC 0.0%

Value $239K Shares 3,500 Est. Cost $45.42 Unrealized +32.7%

— GENERAL CABLE CORP DEL NEW 0.0%

Value $237K Shares 8,000 Est. Cost $29.63 Unrealized —

PDM PIEDMONT OFFICE REALTY TR IN 0.0%

Value $235K Shares 12,000 Est. Cost $19.58 Unrealized —

MUSA MURPHY USA INC 0.0%

Value $234K Shares 2,907 Est. Cost $73.43 Unrealized 0.0%

— SELECT INCOME REIT 0.0%

Value $226K Shares 9,000 Est. Cost $25.78 Unrealized —

— CHIMERA INVT CORP 0.0%

Value $225K Shares 12,200 Est. Cost $16.89 Unrealized —

CULP CULP INC 0.0%

Value $224K Shares 6,700 Est. Cost $23.19 Unrealized +18.8%

WU WESTERN UN CO 0.0%

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

PLCE CHILDRENS PL INC 0.0%

Value $218K Shares 1,500 Est. Cost $108.87 Unrealized +11.9%

F FORD MTR CO DEL 0.0%

Value $217K Shares 17,400 Est. Cost $7.57 Unrealized +5.9%

DRI DARDEN RESTAURANTS INC 0.0%

Value $211K Shares 2,200 Est. Cost $68.78 Unrealized -1.9%

INVA INNOVIVA INC 0.0%

Value $207K Shares 14,600 Est. Cost $13.22 Unrealized +0.9%

JOUT JOHNSON OUTDOORS INC 0.0%

Value $205K Shares 3,300 Est. Cost $69.97 Unrealized 0.0%

MOS MOSAIC CO NEW 0.0%

Value $203K Shares 7,900 Est. Cost $24.16 Unrealized -16.4%

— BARNES GROUP INC 0.0%

Value $202K Shares 3,200 Est. Cost $53.57 Unrealized —

MAS MASCO CORP 0.0%

Value $202K Shares 4,600 Est. Cost $35.80 Unrealized 0.0%

FLXS FLEXSTEEL INDS INC 0.0%

Value $201K Shares 4,295 Est. Cost $35.47 Unrealized +10.2%

— VONAGE HLDGS CORP 0.0%

Value $199K Shares 19,600 Est. Cost $6.47 Unrealized —

— NEW SR INVT GROUP INC 0.0%

Value $177K Shares 23,400 Est. Cost $10.18 Unrealized —

— KEMET CORP 0.0%

Value $172K Shares 11,400 Est. Cost $21.14 Unrealized —

— CELESTICA INC 0.0%

Value $170K Shares 16,200 Est. Cost $10.99 Unrealized —

— WIDEOPENWEST INC 0.0%

Value $154K Shares 14,600 Est. Cost $10.55 Unrealized —

MPT MEDICAL PPTYS TRUST INC 0.0%

Value $147K Shares 10,700 Est. Cost $13.74 Unrealized —

— AVON PRODS INC 0.0%

Value $124K Shares 57,900 Est. Cost $4.00 Unrealized —

— AU OPTRONICS CORP 0.0%

Value $121K Shares 29,000 Est. Cost $3.27 Unrealized —

— SUNPOWER CORP 0.0%

Value $108K Shares 12,800 Est. Cost $7.27 Unrealized —

— RENREN INC 0.0%

Value $105K Shares 10,100 Est. Cost $10.40 Unrealized —

— DRIVE SHACK INC 0.0%

Value $102K Shares 18,480 Est. Cost $3.73 Unrealized —

— BRIDGEPOINT ED INC 0.0%

Value $102K Shares 12,300 Est. Cost $7.24 Unrealized —

ADP AUTOMATIC DATA PROCESSING IN 0.0%

Value $99,000 Shares 842 Est. Cost $78.26 Unrealized +22.9%

— ADVANCED SEMICONDUCTOR ENGR 0.0%

Value $91,000 Shares 14,100 Est. Cost $5.77 Unrealized —

— INTREPID POTASH INC 0.0%

Value $71,000 Shares 14,900 Est. Cost $4.36 Unrealized —

WTI W & T OFFSHORE INC 0.0%

Value $48,000 Shares 14,600 Est. Cost $3.10 Unrealized 0.0%

— TURQUOISE HILL RES LTD 0.0%

Value $45,000 Shares 13,100 Est. Cost $3.21 Unrealized —

— SEADRILL LIMITED 0.0%

Value $4,000 Shares 14,103 Est. Cost $2.41 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
MSFT	MICROSOFT CORP	9,821,501	$840M	5.0%	$35.16	+114.1%	COM	594918104
AAPL	APPLE INC	4,316,851	$731M	4.3%	$19.73	+98.1%	COM	037833100
ORCL	ORACLE CORP	14,778,609	$699M	4.1%	$29.20	+48.9%	COM	68389X105
JNJ	JOHNSON & JOHNSON	4,319,219	$603M	3.6%	$64.29	+72.6%	COM	478160104
UNH	UNITEDHEALTH GROUP INC	2,659,678	$586M	3.5%	$72.46	+156.8%	COM	91324P102
GOOG	ALPHABET INC	441,198	$462M	2.7%	$36.01	+40.3%	CAP STK CL C	02079K107
GOOGL	ALPHABET INC	350,277	$369M	2.2%	$36.84	+39.1%	CAP STK CL A	02079K305
QCOM	QUALCOMM INC	5,734,033	$367M	2.2%	$48.29	+1.5%	COM	747525103
ACN	ACCENTURE PLC IRELAND	2,375,914	$364M	2.1%	$74.18	+73.3%	SHS CLASS A	G1151C101
EEM	ISHARES TR	7,083,211	$334M	2.0%	$40.36	—	MSCI EMG MKT ETF	464287234
MDT	MEDTRONIC PLC	4,081,011	$330M	1.9%	$59.64	+8.9%	SHS	G5960L103
CSCO	CISCO SYS INC	8,439,623	$323M	1.9%	$17.19	+62.7%	COM	17275R102
AXP	AMERICAN EXPRESS CO	3,036,246	$302M	1.8%	$58.25	+46.4%	COM	025816109
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	3,971,686	$282M	1.7%	$47.88	+36.1%	CL A	192446102
—	ALTABA INC	4,009,740	$280M	1.7%	$55.26	—	COM	021346101
ABT	ABBOTT LABS	4,820,367	$275M	1.6%	$31.81	+51.3%	COM	002824100
WFC	WELLS FARGO CO NEW	4,416,711	$268M	1.6%	$42.14	+7.0%	COM	949746101
—	MONSANTO CO NEW	2,254,425	$263M	1.6%	$109.39	—	COM	61166W101
BABA	ALIBABA GROUP HLDG LTD	1,521,904	$262M	1.5%	$98.53	—	SPONSORED ADS	01609W102
COST	COSTCO WHSL CORP NEW	1,381,860	$257M	1.5%	$109.00	+41.7%	COM	22160K105
TJX	TJX COS INC NEW	3,123,425	$239M	1.4%	$30.20	+7.3%	COM	872540109
USB	US BANCORP DEL	4,209,721	$226M	1.3%	$37.53	+4.0%	COM NEW	902973304
TXN	TEXAS INSTRS INC	2,122,159	$222M	1.3%	$59.04	+31.5%	COM	882508104
ELV	ANTHEM INC	956,507	$215M	1.3%	$141.72	+35.1%	COM	036752103
—	UNITED TECHNOLOGIES CORP	1,667,043	$213M	1.3%	$107.41	—	COM	913017109
TSM	TAIWAN SEMICONDUCTOR MFG LTD	5,027,927	$199M	1.2%	$24.33	—	SPONSORED ADR	874039100
EMR	EMERSON ELEC CO	2,791,321	$195M	1.1%	$46.01	+15.8%	COM	291011104
EWY	ISHARES INC	2,495,535	$187M	1.1%	$74.93	—	MSCI STH KOR ETF	464286772
PM	PHILIP MORRIS INTL INC	1,742,056	$184M	1.1%	$48.83	+42.5%	COM	718172109
—	TIME WARNER INC	1,914,800	$175M	1.0%	$99.99	—	Put	887317303
—	FIAT CHRYSLER AUTOMOBILES N	9,709,452	$173M	1.0%	$15.50	—	SHS	N31738102
KO	COCA COLA CO	3,718,326	$171M	1.0%	$29.28	+21.7%	COM	191216100
MMM	3M CO	677,476	$159M	0.9%	$70.96	+104.3%	COM	88579Y101
SYK	STRYKER CORP	1,011,362	$157M	0.9%	$67.21	+107.7%	COM	863667101
HON	HONEYWELL INTL INC	1,009,535	$155M	0.9%	$71.97	+57.5%	COM	438516106
LQD	ISHARES TR	1,267,900	$154M	0.9%	$119.59	—	IBOXX INV CP ETF	464287242
MA	MASTERCARD INCORPORATED	993,485	$150M	0.9%	$81.41	+74.7%	CL A	57636Q104
—	MOBILE TELESYSTEMS PJSC	14,485,394	$148M	0.9%	$9.41	—	SPONSORED ADR	607409109
PFE	PFIZER INC	4,019,297	$146M	0.9%	$20.91	+13.8%	COM	717081103
—	TIME WARNER INC	1,448,584	$133M	0.8%	$99.99	—	COM NEW	887317303
W	WAYFAIR INC	1,620,000	$130M	0.8%	$36.72	+91.3%	CL A	94419L101
HUM	HUMANA INC	493,251	$122M	0.7%	$140.85	+63.6%	COM	444859102
SLB	SCHLUMBERGER LTD	1,693,632	$114M	0.7%	$58.35	-12.2%	COM	806857108
BDX	BECTON DICKINSON & CO	532,868	$114M	0.7%	$93.28	+98.8%	COM	075887109
—	ROCKWELL COLLINS INC	754,599	$102M	0.6%	$131.71	—	COM	774341101
GM	GENERAL MTRS CO	2,460,200	$101M	0.6%	$27.72	+36.6%	COM	37045V100
—	CIMPRESS N V	790,000	$94.7M	0.6%	$88.57	—	SHS EURO	N20146101
PEP	PEPSICO INC	752,169	$90.2M	0.5%	$69.64	+27.8%	COM	713448108
VFC	V F CORP	1,136,512	$84.1M	0.5%	$55.96	+18.1%	COM	918204108
LLY	LILLY ELI & CO	980,849	$82.84M	0.5%	$63.19	+19.1%	COM	532457108
STM	STMICROELECTRONICS N V	3,757,200	$82.06M	0.5%	$14.75	—	NY REGISTRY	861012102
IBKR	INTERACTIVE BROKERS GROUP IN	1,337,544	$79.2M	0.5%	$6.31	+105.3%	COM	45841N107
CVS	CVS HEALTH CORP	1,058,311	$76.73M	0.5%	$72.82	-22.8%	COM	126650100
BAP	CREDICORP LTD	347,700	$72.12M	0.4%	$153.37	+10.2%	COM	G2519Y108
NXPI	NXP SEMICONDUCTORS N V	578,172	$67.7M	0.4%	$95.92	+7.0%	COM	N6596X109
APH	AMPHENOL CORP NEW	753,948	$66.2M	0.4%	$11.90	+71.0%	CL A	032095101
—	CENTURYLINK INC	3,927,935	$65.52M	0.4%	$16.68	—	COM	156700106
—	CENTURYLINK INC	3,927,200	$65.51M	0.4%	$16.68	—	Put	156700106
TDC	TERADATA CORP DEL	1,686,883	$64.88M	0.4%	$40.99	-12.8%	COM	88076W103
EWT	ISHARES INC	1,761,403	$63.78M	0.4%	$29.56	—	MSCI TAIWAN ETF	46434G772
WB	WEIBO CORP	601,140	$62.19M	0.4%	$102.60	—	SPONSORED ADR	948596101
—	AETNA INC NEW	318,700	$57.49M	0.3%	$178.13	—	COM	00817Y108
CARS	CARS COM INC	1,799,600	$51.9M	0.3%	$26.86	-3.7%	COM	14575E105
ALLY	ALLY FINL INC	1,770,000	$51.61M	0.3%	$15.62	+33.1%	COM	02005N100
BRK/B	BERKSHIRE HATHAWAY INC DEL	260,000	$51.54M	0.3%	$140.46	+35.2%	CL B NEW	084670702
ADI	ANALOG DEVICES INC	574,254	$51.13M	0.3%	$42.12	+80.7%	COM	032654105
LOGI	LOGITECH INTL S A	1,502,911	$50.74M	0.3%	$26.43	+17.1%	SHS	H50430232
—	ATLANTICA YIELD PLC	2,274,318	$48.24M	0.3%	$18.82	—	SHS	G0751N103
—	SCRIPPS NETWORKS INTERACT IN	528,125	$45.09M	0.3%	$85.42	—	CL A COM	811065101
MCD	MCDONALDS CORP	254,300	$43.77M	0.3%	$133.24	+4.1%	COM	580135101
CACC	CREDIT ACCEP CORP MICH	133,000	$43.02M	0.3%	$196.10	+51.6%	COM	225310101
TAL	TAL ED GROUP	1,442,610	$42.86M	0.3%	$33.76	—	SPONSORED ADS	874080104
RY	ROYAL BK CDA MONTREAL QUE	521,500	$42.73M	0.3%	$77.33	+2.6%	COM	780087102
CX	CEMEX SAB DE CV	5,551,333	$41.63M	0.2%	$6.14	—	SPON ADR NEW	151290889
NBIS	YANDEX N V	1,267,700	$41.52M	0.2%	$32.79	—	SHS CLASS A	N97284108
—	INTERXION HOLDING N.V	660,000	$38.89M	0.2%	$31.92	—	SHS	N47279109
SHAK	SHAKE SHACK INC	900,000	$38.88M	0.2%	$38.75	0.0%	CL A	819047101
—	GLAXOSMITHKLINE PLC	1,064,700	$37.77M	0.2%	$39.97	—	SPONSORED ADR	37733W105
INFY	INFOSYS LTD	2,308,057	$37.44M	0.2%	$16.99	—	SPONSORED ADR	456788108
HPQ	HP INC	1,768,200	$37.15M	0.2%	$11.49	+41.4%	COM	40434L105
—	HRG GROUP INC	2,152,097	$36.48M	0.2%	$17.21	—	COM	40434J100
JPM	JPMORGAN CHASE & CO	335,260	$35.85M	0.2%	$43.17	+88.4%	COM	46625H100
—	CHANGYOU COM LTD	931,195	$33.92M	0.2%	$26.34	—	ADS REP CL A	15911M107
—	LIBERTY GLOBAL PLC	1,675,000	$33.32M	0.2%	$29.51	—	LILAC SHS CL C	G5480U153
MU	MICRON TECHNOLOGY INC	741,300	$30.48M	0.2%	$25.39	+65.5%	COM	595112103
—	ORBITAL ATK INC	231,618	$30.46M	0.2%	$131.50	—	COM	68557N103
—	TRIBUNE MEDIA CO	713,430	$30.3M	0.2%	$40.77	—	CL A	896047503
BNS	BANK N S HALIFAX	452,300	$29.28M	0.2%	$42.39	+0.0%	COM	064149107
—	NXSTAGE MEDICAL INC	1,184,750	$28.71M	0.2%	$27.17	—	COM	67072V103
PGR	PROGRESSIVE CORP OHIO	502,750	$28.32M	0.2%	$35.94	+11.2%	COM	743315103
—	CAVIUM INC	335,974	$28.16M	0.2%	$83.83	—	COM	14964U108
AMAT	APPLIED MATLS INC	550,800	$28.16M	0.2%	$37.73	+31.0%	COM	038222105
MRK	MERCK & CO INC	495,168	$27.86M	0.2%	$43.52	-1.2%	COM	58933Y105
AMP	AMERIPRISE FINL INC	154,700	$26.22M	0.2%	$123.46	+10.9%	COM	03076C106
—	COMMERCEHUB INC	1,270,000	$26.15M	0.2%	$15.91	—	COM SER C	20084V306
—	CALATLANTIC GROUP INC	463,278	$26.12M	0.2%	$56.39	—	COM	128195104
NTES	NETEASE INC	73,900	$25.5M	0.2%	$270.89	—	SPONSORED ADR	64110W102
BUD	ANHEUSER BUSCH INBEV SA/NV	222,600	$24.83M	0.1%	$111.61	—	SPONSORED ADR	03524A108
ITUB	ITAU UNIBANCO HLDG SA	1,910,200	$24.83M	0.1%	$12.93	—	SPON ADR REP PFD	465562106
EC	ECOPETROL S A	1,632,500	$23.88M	0.1%	$9.96	—	SPONSORED ADS	279158109
—	UNITED TECHNOLOGIES CORP	183,600	$23.42M	0.1%	$107.41	—	Put	913017109
—	CHINA LODGING GROUP LTD	162,057	$23.41M	0.1%	$46.80	—	SPONSORED ADR	16949N109
BAX	BAXTER INTL INC	354,900	$22.94M	0.1%	$50.86	+9.7%	COM	071813109
—	NEW ORIENTAL ED & TECH GRP I	234,700	$22.06M	0.1%	$70.49	—	SPON ADR	647581107
—	CHINA MOBILE LIMITED	415,789	$21.01M	0.1%	$55.76	—	SPONSORED ADR	16941M109
VALE	VALE S A	1,708,232	$20.89M	0.1%	$10.68	—	ADR	91912E105
—	SINA CORP	197,700	$19.83M	0.1%	$112.97	—	ORD	G81477104
DXC	DXC TECHNOLOGY CO	202,720	$19.24M	0.1%	$73.26	+4.9%	COM	23355L106
QCOM	QUALCOMM INC	299,000	$19.14M	0.1%	$48.29	+1.5%	Put	747525103
PH	PARKER HANNIFIN CORP	91,630	$18.29M	0.1%	$132.09	+24.4%	COM	701094104
—	SK TELECOM LTD	648,809	$18.11M	0.1%	$25.18	—	SPONSORED ADR	78440P108
PLD	PROLOGIS INC	280,325	$18.08M	0.1%	$52.02	0.0%	COM	74340W103
EBAY	EBAY INC	476,692	$17.99M	0.1%	$29.73	+11.1%	COM	278642103
—	TE CONNECTIVITY LTD	188,000	$17.87M	0.1%	$83.17	—	REG SHS	H84989104
WMT	WAL-MART STORES INC	180,800	$17.85M	0.1%	$20.07	+33.6%	COM	931142103
—	LIBERTY GLOBAL PLC	875,000	$17.63M	0.1%	$30.32	—	LILAC SHS CL A	G5480U138
FCX	FREEPORT-MCMORAN INC	913,305	$17.32M	0.1%	$11.71	+16.9%	CL B	35671D857
AFL	AFLAC INC	195,174	$17.13M	0.1%	$25.56	+38.1%	COM	001055102
TD	TORONTO DOMINION BK ONT	285,800	$16.8M	0.1%	$53.13	+7.5%	COM NEW	891160509
PFG	PRINCIPAL FINL GROUP INC	237,525	$16.76M	0.1%	$44.05	+14.2%	COM	74251V102
CL	COLGATE PALMOLIVE CO	221,000	$16.67M	0.1%	$59.21	+1.8%	Put	194162103
BABA	ALIBABA GROUP HLDG LTD	96,200	$16.59M	0.1%	$98.53	—	Call	01609W102
STT	STATE STR CORP	168,575	$16.45M	0.1%	$72.92	+2.1%	COM	857477103
DIS	DISNEY WALT CO	153,000	$16.45M	0.1%	$96.93	+0.4%	Put	254687106
MPC	MARATHON PETE CORP	242,700	$16.01M	0.1%	$38.93	+22.0%	COM	56585A102
CMI	CUMMINS INC	90,340	$15.96M	0.1%	$111.91	+23.5%	COM	231021106
CDNS	CADENCE DESIGN SYSTEM INC	380,600	$15.92M	0.1%	$35.59	+20.8%	COM	127387108
HDB	HDFC BANK LTD	155,788	$15.84M	0.1%	$57.28	—	ADR REPS 3 SHS	40415F101
PVH	PVH CORP	113,700	$15.6M	0.1%	$121.77	+6.0%	COM	693656100
SNPS	SYNOPSYS INC	182,300	$15.54M	0.1%	$73.20	+18.2%	COM	871607107
ADP	AUTOMATIC DATA PROCESSING IN	132,000	$15.47M	0.1%	$78.26	+22.9%	Put	053015103
ITW	ILLINOIS TOOL WKS INC	91,812	$15.32M	0.1%	$62.09	+110.8%	COM	452308109
—	UNILEVER N V	272,000	$15.32M	0.1%	$56.85	—	Put	904784709
MDLZ	MONDELEZ INTL INC	350,000	$14.98M	0.1%	$36.39	-5.2%	Put	609207105
—	SOHU COM INC	342,860	$14.86M	0.1%	$41.49	—	COM	83408W103
WDC	WESTERN DIGITAL CORP	184,000	$14.63M	0.1%	$55.14	+6.1%	COM	958102105
TMUS	T MOBILE US INC	228,000	$14.48M	0.1%	$62.83	-6.2%	Put	872590104
PEG	PUBLIC SVC ENTERPRISE GROUP	278,004	$14.32M	0.1%	$33.21	+15.1%	COM	744573106
—	APTIV PLC	165,000	$14M	0.1%	$84.83	—	SHS	G6095L109
—	BANCOLOMBIA S A	345,200	$13.69M	0.1%	$43.35	—	SPON ADR PREF	05968L102
CBRE	CBRE GROUP INC	313,100	$13.56M	0.1%	$38.29	+8.3%	CL A	12504L109
AVY	AVERY DENNISON CORP	117,147	$13.46M	0.1%	$60.51	+54.6%	COM	053611109
EL	LAUDER ESTEE COS INC	104,900	$13.35M	0.1%	$106.34	+2.1%	CL A	518439104
PYPL	PAYPAL HLDGS INC	180,178	$13.27M	0.1%	$72.14	0.0%	COM	70450Y103
—	QIWI PLC	755,200	$13.09M	0.1%	$17.06	—	SPON ADR REP B	74735M108
DTE	DTE ENERGY CO	119,089	$13.04M	0.1%	$67.91	+6.4%	COM	233331107
VLO	VALERO ENERGY CORP NEW	138,186	$12.7M	0.1%	$41.58	+43.5%	COM	91913Y100
PRU	PRUDENTIAL FINL INC	107,600	$12.37M	0.1%	$71.07	+7.2%	COM	744320102
—	UNILEVER N V	217,833	$12.27M	0.1%	$56.85	—	N Y SHS NEW	904784709
SEDG	SOLAREDGE TECHNOLOGIES INC	322,155	$12.1M	0.1%	$18.99	+81.4%	COM	83417M104
EXC	EXELON CORP	306,700	$12.09M	0.1%	$19.95	+8.6%	COM	30161N101
SQM	SOCIEDAD QUIMICA MINERA DE C	201,778	$11.98M	0.1%	$24.70	—	SPON ADR SER B	833635105
INTU	INTUIT	75,700	$11.94M	0.1%	$120.61	+19.5%	COM	461202103
—	COMMERCEHUB INC	530,000	$11.65M	0.1%	$15.80	—	COM SER A	20084V108
LNC	LINCOLN NATL CORP IND	151,203	$11.62M	0.1%	$47.36	+13.5%	COM	534187109
—	LAM RESEARCH CORP	62,300	$11.47M	0.1%	$140.72	—	COM	512807108
HUN	HUNTSMAN CORP	336,300	$11.2M	0.1%	$24.77	+23.6%	COM	447011107
—	MARATHON OIL CORP	654,424	$11.08M	0.1%	$18.09	—	COM	565849106
BBY	BEST BUY INC	161,000	$11.02M	0.1%	$31.63	+38.9%	COM	086516101
DE	DEERE & CO	68,200	$10.67M	0.1%	$102.54	+20.7%	COM	244199105
DOV	DOVER CORP	104,500	$10.55M	0.1%	$61.31	+11.1%	COM	260003108
HIG	HARTFORD FINL SVCS GROUP INC	186,175	$10.48M	0.1%	$41.21	+13.1%	COM	416515104
CNP	CENTERPOINT ENERGY INC	366,300	$10.39M	0.1%	$18.05	+26.0%	COM	15189T107
RJF	RAYMOND JAMES FINANCIAL INC	112,200	$10.02M	0.1%	$44.74	+13.7%	COM	754730109
HST	HOST HOTELS & RESORTS INC	501,300	$9.951M	0.1%	$13.14	+9.1%	COM	44107P104
—	PENN VA CORP NEW	252,261	$9.866M	0.1%	$43.10	—	COM	70788V102
TROW	PRICE T ROWE GROUP INC	93,105	$9.77M	0.1%	$50.93	+40.9%	COM	74144T108
MFC	MANULIFE FINL CORP	464,900	$9.702M	0.1%	$19.46	+6.8%	COM	56501R106
—	LUXOFT HLDG INC	172,900	$9.631M	0.1%	$53.96	—	ORD SHS CL A	G57279104
—	GRUPO FINANCIERO SANTANDER M	1,290,700	$9.435M	0.1%	$7.31	—	SPON ADR SHS B	40053C105
NI	NISOURCE INC	358,500	$9.203M	0.1%	$20.16	+1.1%	COM	65473P105
LEA	LEAR CORP	51,880	$9.165M	0.1%	$89.44	+66.8%	COM NEW	521865204
—	TWITTER INC	380,000	$9.124M	0.1%	$17.82	—	Put	90184L102
—	PINNACLE FOODS INC DEL	150,000	$8.921M	0.1%	$59.46	—	Put	72348P104
—	JUNIPER NETWORKS INC	307,500	$8.764M	0.1%	$27.84	—	COM	48203R104
AEP	AMERICAN ELEC PWR INC	118,800	$8.74M	0.1%	$56.07	0.0%	COM	025537101
OC	OWENS CORNING NEW	94,100	$8.652M	0.1%	$77.38	+8.9%	COM	690742101
HAS	HASBRO INC	94,353	$8.576M	0.1%	$72.95	-3.6%	COM	418056107
BEN	FRANKLIN RES INC	197,600	$8.562M	0.1%	$27.59	+0.3%	COM	354613101
CVX	CHEVRON CORP NEW	68,293	$8.55M	0.1%	$72.01	+16.0%	COM	166764100
A	AGILENT TECHNOLOGIES INC	126,100	$8.445M	0.0%	$62.48	+1.6%	COM	00846U101
MCHP	MICROCHIP TECHNOLOGY INC	94,800	$8.331M	0.0%	$38.90	0.0%	COM	595017104
RCL	ROYAL CARIBBEAN CRUISES LTD	69,700	$8.314M	0.0%	$103.13	+10.9%	COM	V7780T103
—	ANDEAVOR	71,205	$8.142M	0.0%	$103.15	—	COM	03349M105
BWA	BORGWARNER INC	159,100	$8.128M	0.0%	$40.24	+1.2%	COM	099724106
ETR	ENTERGY CORP NEW	99,800	$8.123M	0.0%	$30.90	0.0%	COM	29364G103
FE	FIRSTENERGY CORP	254,900	$7.805M	0.0%	$20.84	+11.9%	COM	337932107
FIZZ	NATIONAL BEVERAGE CORP	80,000	$7.795M	0.0%	$22.59	+81.4%	COM	635017106
SWK	STANLEY BLACK & DECKER INC	44,700	$7.585M	0.0%	$130.86	0.0%	COM	854502101
CHT	CHUNGHWA TELECOM CO LTD	213,049	$7.55M	0.0%	$33.23	—	SPON ADR NEW11	17133Q502
ADBE	ADOBE SYS INC	42,000	$7.36M	0.0%	$172.04	0.0%	COM	00724F101
DAN	DANA INCORPORATED	228,700	$7.321M	0.0%	$17.72	+45.1%	COM	235825205
—	CONSTELLIUM NV	650,300	$7.251M	0.0%	$10.90	—	CL A	N22035104
DOX	AMDOCS LTD	106,955	$7.003M	0.0%	$47.18	+16.9%	SHS	G02602103
PSX	PHILLIPS 66	69,200	$7M	0.0%	$68.69	+0.9%	COM	718546104
WMB	WILLIAMS COS INC DEL	228,000	$6.952M	0.0%	$18.24	+1.9%	Put	969457100
—	CITRIX SYS INC	78,978	$6.95M	0.0%	$76.53	—	COM	177376100
EMN	EASTMAN CHEM CO	73,600	$6.818M	0.0%	$64.71	+6.3%	COM	277432100
KLAC	KLA-TENCOR CORP	63,100	$6.63M	0.0%	$85.92	+8.2%	COM	482480100
EIX	EDISON INTL	104,500	$6.609M	0.0%	$55.33	-2.9%	COM	281020107
KOF	COCA COLA FEMSA S A B DE C V	94,800	$6.6M	0.0%	$72.75	—	SPON ADR REP L	191241108
—	OWENS ILL INC	295,500	$6.551M	0.0%	$23.39	—	COM NEW	690768403
JLL	JONES LANG LASALLE INC	43,943	$6.544M	0.0%	$133.68	+4.4%	COM	48020Q107
IVZ	INVESCO LTD	175,425	$6.41M	0.0%	$24.34	+1.0%	SHS	G491BT108
TLK	P T TELEKOMUNIKASI INDONESIA	196,500	$6.331M	0.0%	$31.73	—	SPONSORED ADR	715684106
OSK	OSHKOSH CORP	66,800	$6.071M	0.0%	$68.74	+11.9%	COM	688239201
HD	HOME DEPOT INC	31,775	$6.022M	0.0%	$93.98	+50.7%	COM	437076102
UNM	UNUM GROUP	109,548	$6.013M	0.0%	$46.49	+15.5%	COM	91529Y106
MTD	METTLER TOLEDO INTERNATIONAL	9,700	$6.009M	0.0%	$629.21	+1.7%	COM	592688105
RF	REGIONS FINL CORP NEW	345,100	$5.963M	0.0%	$11.60	+0.6%	COM	7591EP100
—	SEARS HLDGS CORP	1,660,900	$5.946M	0.0%	—	—	Put	812350106
—	LIBERTY INTERACTIVE CORP	243,200	$5.939M	0.0%	$24.42	—	QVC GP COM SER A	53071M104
TXT	TEXTRON INC	104,300	$5.902M	0.0%	$53.87	0.0%	COM	883203101
PKG	PACKAGING CORP AMER	48,000	$5.786M	0.0%	$70.13	+29.6%	COM	695156109
—	SPECTRUM BRANDS HLDGS INC	51,312	$5.767M	0.0%	$120.63	—	COM	84763R101
—	INGERSOLL-RAND PLC	64,400	$5.744M	0.0%	$89.18	—	SHS	G47791101
MOG/A	MOOG INC	65,100	$5.654M	0.0%	$70.38	+12.6%	CL A	615394202
XHR	XENIA HOTELS & RESORTS INC	260,000	$5.613M	0.0%	$19.61	—	COM	984017103
MUR	MURPHY OIL CORP	180,000	$5.589M	0.0%	$23.27	-10.9%	COM	626717102
CHD	CHURCH & DWIGHT INC	110,300	$5.534M	0.0%	$42.76	-1.0%	COM	171340102
CLX	CLOROX CO DEL	36,600	$5.444M	0.0%	$105.67	+1.7%	COM	189054109
CNO	CNO FINL GROUP INC	218,900	$5.405M	0.0%	$19.32	+5.0%	COM	12621E103
—	TRINSEO S A	73,800	$5.358M	0.0%	$69.34	—	SHS	L9340P101
AEE	AMEREN CORP	89,600	$5.286M	0.0%	$48.63	0.0%	COM	023608102
—	SODASTREAM INTERNATIONAL LTD	75,100	$5.283M	0.0%	$60.95	—	USD SHS	M9068E105
NWSA	NEWS CORP NEW	322,235	$5.223M	0.0%	$12.50	+9.5%	CL A	65249B109
UGI	UGI CORP NEW	110,700	$5.197M	0.0%	$48.67	-1.8%	COM	902681105
EFA	ISHARES TR	73,744	$5.185M	0.0%	$62.99	—	MSCI EAFE ETF	464287465
WIT	WIPRO LTD	945,338	$5.171M	0.0%	$6.33	—	SPON ADR 1 SH	97651M109
INDA	ISHARES TR	140,100	$5.053M	0.0%	$31.48	—	MSCI INDIA ETF	46429B598
BPOP	POPULAR INC	141,200	$5.011M	0.0%	$30.91	-11.4%	COM NEW	733174700
LKQ	LKQ CORP	123,100	$5.006M	0.0%	$34.36	0.0%	COM	501889208
AGCO	AGCO CORP	69,344	$4.953M	0.0%	$42.41	+37.2%	COM	001084102
—	RED HAT INC	40,300	$4.84M	0.0%	$120.10	—	COM	756577102
TDS	TELEPHONE & DATA SYS INC	172,600	$4.798M	0.0%	$28.08	-2.3%	COM NEW	879433829
—	CA INC	139,654	$4.648M	0.0%	$30.71	—	COM	12673P105
MAN	MANPOWERGROUP INC	36,600	$4.616M	0.0%	$115.01	+8.6%	COM	56418H100
SCI	SERVICE CORP INTL	123,200	$4.598M	0.0%	$34.71	+3.1%	COM	817565104
FITB	FIFTH THIRD BANCORP	150,300	$4.56M	0.0%	$19.28	+11.5%	COM	316773100
—	BGC PARTNERS INC	301,200	$4.551M	0.0%	$15.11	—	CL A	05541T101
FAF	FIRST AMERN FINL CORP	80,176	$4.493M	0.0%	$29.12	+41.0%	COM	31847R102
—	XEROX CORP	153,475	$4.474M	0.0%	$30.63	—	COM NEW	984121608
FHI	FEDERATED INVS INC PA	123,900	$4.47M	0.0%	$22.59	0.0%	CL B	314211103
CXW	CORECIVIC INC	195,800	$4.406M	0.0%	$24.00	-20.7%	COM	21871N101
EME	EMCOR GROUP INC	53,750	$4.394M	0.0%	$63.44	+18.3%	COM	29084Q100
—	LAZARD LTD	83,500	$4.384M	0.0%	$52.50	—	SHS A	G54050102
CVSA	ADTALEM GLOBAL ED INC	102,500	$4.31M	0.0%	$37.11	+5.6%	COM	00737L103
ITT	ITT INC	80,600	$4.302M	0.0%	$50.19	0.0%	COM	45073V108
ARW	ARROW ELECTRS INC	53,200	$4.278M	0.0%	$80.35	0.0%	COM	042735100
MSCI	MSCI INC	33,600	$4.252M	0.0%	$114.62	0.0%	COM	55354G100
HSBC	HSBC HLDGS PLC	81,800	$4.224M	0.0%	$45.69	—	SPON ADR NEW	404280406
APLE	APPLE HOSPITALITY REIT INC	210,400	$4.126M	0.0%	$19.11	—	COM NEW	03784Y200
TDY	TELEDYNE TECHNOLOGIES INC	22,700	$4.112M	0.0%	$146.73	+19.7%	COM	879360105
FSLR	FIRST SOLAR INC	60,600	$4.092M	0.0%	$40.72	+44.0%	COM	336433107
RS	RELIANCE STEEL & ALUMINUM CO	47,140	$4.044M	0.0%	$77.83	+1.2%	COM	759509102
ON	ON SEMICONDUCTOR CORP	192,900	$4.039M	0.0%	$20.40	0.0%	COM	682189105
LDOS	LEIDOS HLDGS INC	62,400	$4.029M	0.0%	$46.60	+19.2%	COM	525327102
ACCO	ACCO BRANDS CORP	330,029	$4.026M	0.0%	$5.96	+50.3%	COM	00081T108
IAG	IAMGOLD CORP	684,600	$4.003M	0.0%	$4.11	+39.0%	COM	450913108
SEIC	SEI INVESTMENTS CO	54,900	$3.945M	0.0%	$60.18	0.0%	COM	784117103
—	CBS CORP NEW	66,400	$3.918M	0.0%	$59.01	—	CL B	124857202
LSAK	NET 1 UEPS TECHNOLOGIES INC	326,581	$3.883M	0.0%	$10.56	-3.9%	COM NEW	64107N206
CPS	COOPER STD HLDGS INC	31,600	$3.871M	0.0%	$88.16	+33.7%	COM	21676P103
INTC	INTEL CORP	83,839	$3.87M	0.0%	$24.97	+46.4%	COM	458140100
LOPE	GRAND CANYON ED INC	42,800	$3.832M	0.0%	$62.88	+43.9%	COM	38526M106
—	TECH DATA CORP	38,538	$3.776M	0.0%	$71.29	—	COM	878237106
VC	VISTEON CORP	29,200	$3.654M	0.0%	$98.32	+28.2%	COM NEW	92839U206
THC	TENET HEALTHCARE CORP	238,900	$3.622M	0.0%	$18.55	-24.1%	COM NEW	88033G407
—	MCDERMOTT INTL INC	547,350	$3.602M	0.0%	$6.76	—	COM	580037109
DLX	DELUXE CORP	46,298	$3.558M	0.0%	$39.65	+25.5%	COM	248019101
—	VEON LTD	912,000	$3.502M	0.0%	$3.84	—	SPONSORED ADR	91822M106
—	MERITOR INC	148,600	$3.486M	0.0%	$16.61	—	COM	59001K100
—	AMERICA MOVIL SAB DE CV	202,500	$3.473M	0.0%	$17.15	—	SPON ADR L SHS	02364W105
—	ISRAEL CHEMICALS LTD	850,806	$3.456M	0.0%	$4.09	—	SHS	M5920A109
OGE	OGE ENERGY CORP	103,700	$3.413M	0.0%	$35.66	-1.0%	COM	670837103
BC	BRUNSWICK CORP	61,700	$3.407M	0.0%	$48.24	-2.7%	COM	117043109
CCK	CROWN HOLDINGS INC	60,200	$3.386M	0.0%	$56.20	0.0%	COM	228368106
DIS	DISNEY WALT CO	31,334	$3.369M	0.0%	$96.93	+0.4%	COM DISNEY	254687106
PCH	POTLATCH CORP NEW	66,300	$3.308M	0.0%	$50.53	—	COM	737630103
MLKN	MILLER HERMAN INC	80,500	$3.224M	0.0%	$28.52	0.0%	COM	600544100
CC	CHEMOURS CO	64,000	$3.204M	0.0%	$38.39	0.0%	COM	163851108
CNI	CANADIAN NATL RY CO	38,240	$3.163M	0.0%	$65.34	+5.9%	COM	136375102
—	HOSPITALITY PPTYS TR	105,500	$3.149M	0.0%	$28.96	—	COM SH BEN INT	44106M102
—	TENNECO INC	52,900	$3.097M	0.0%	$58.23	—	COM	880349105
AGRO	ADECOAGRO S A	298,853	$3.09M	0.0%	$9.71	-8.0%	COM	L00849106
—	ESTERLINE TECHNOLOGIES CORP	41,000	$3.063M	0.0%	$88.15	—	COM	297425100
C	CITIGROUP INC	40,500	$3.014M	0.0%	$38.66	+46.1%	COM NEW	172967424
GEO	GEO GROUP INC NEW	126,700	$2.99M	0.0%	$21.42	-16.2%	COM	36162J106
DRH	DIAMONDROCK HOSPITALITY CO	262,100	$2.959M	0.0%	$10.96	—	COM	252784301
THO	THOR INDS INC	19,485	$2.937M	0.0%	$51.22	+129.1%	COM	885160101
—	CHINA PETE & CHEM CORP	39,800	$2.92M	0.0%	$73.37	—	SPON ADR H SHS	16941R108
BIGGQ	BIG LOTS INC	50,800	$2.852M	0.0%	$39.55	+9.8%	COM	089302103
—	JUMEI INTL HLDG LTD	971,690	$2.837M	0.0%	$2.91	—	SPONSORED ADR	48138L107
SHO	SUNSTONE HOTEL INVS INC NEW	169,200	$2.797M	0.0%	$16.07	—	COM	867892101
BTI	BRITISH AMERN TOB PLC	41,515	$2.781M	0.0%	$121.62	—	SPONSORED ADR	110448107
BDN	BRANDYWINE RLTY TR	152,400	$2.772M	0.0%	$17.50	—	SH BEN INT NEW	105368203
GHC	GRAHAM HLDGS CO	4,900	$2.736M	0.0%	$546.00	-4.5%	COM	384637104
RHP	RYMAN HOSPITALITY PPTYS INC	39,500	$2.726M	0.0%	$69.01	—	COM	78377T107
BDC	BELDEN INC	35,100	$2.709M	0.0%	$80.54	0.0%	COM	077454106
CSIQ	CANADIAN SOLAR INC	156,663	$2.641M	0.0%	$16.18	+6.2%	COM	136635109
—	PUTMAN HIGH INCOME SEC FUND	287,259	$2.591M	0.0%	$8.75	—	SHS BEN INT	746779107
—	ROYAL DUTCH SHELL PLC	37,300	$2.547M	0.0%	$68.28	—	SPON ADR B	780259107
MTW	MANITOWOC CO INC	64,225	$2.527M	0.0%	$38.67	0.0%	COM NEW	563571405
AIT	APPLIED INDL TECHNOLOGIES IN	36,900	$2.513M	0.0%	$54.14	+4.8%	COM	03820C105
APAM	ARTISAN PARTNERS ASSET MGMT	63,100	$2.492M	0.0%	$17.01	0.0%	CL A	04316A108
PPC	PILGRIMS PRIDE CORP NEW	80,200	$2.491M	0.0%	$31.40	+4.0%	COM	72147K108
BCC	BOISE CASCADE CO DEL	61,300	$2.446M	0.0%	$21.36	+16.6%	COM	09739D100
UVV	UNIVERSAL CORP VA	46,000	$2.415M	0.0%	$62.01	-10.4%	COM	913456109
—	RETAIL PPTYS AMER INC	178,900	$2.404M	0.0%	$13.44	—	CL A	76131V202
NWS	NEWS CORP NEW	139,206	$2.311M	0.0%	$12.90	+8.4%	CL B	65249B208
GYRO	GYRODYNE LLC	113,088	$2.274M	0.0%	$19.48	+8.8%	COM	403829104
BRC	BRADY CORP	59,400	$2.251M	0.0%	$32.28	+3.2%	CL A	104674106
NSIT	INSIGHT ENTERPRISES INC	57,202	$2.19M	0.0%	$33.08	+23.6%	COM	45765U103
—	SPX CORP	68,992	$2.166M	0.0%	$29.36	—	COM	784635104
KOP	KOPPERS HOLDINGS INC	41,100	$2.092M	0.0%	$41.27	+14.4%	COM	50060P106
CHH	CHOICE HOTELS INTL INC	26,900	$2.087M	0.0%	$58.26	+16.9%	COM	169905106
—	REALOGY HLDGS CORP	77,500	$2.054M	0.0%	$27.43	—	COM	75605Y106
—	EXTERRAN CORP	64,778	$2.037M	0.0%	$20.51	—	COM	30227H106
NYT	NEW YORK TIMES CO	110,000	$2.035M	0.0%	$17.29	+0.0%	CL A	650111107
—	POTASH CORP SASK INC	97,129	$2.001M	0.0%	$17.38	—	COM	73755L107
HELE	HELEN OF TROY CORP LTD	20,773	$2.001M	0.0%	$95.02	-3.1%	COM	G4388N106
CENTA	CENTRAL GARDEN & PET CO	51,900	$1.957M	0.0%	$23.97	+23.6%	CL A NON-VTG	153527205
INN	SUMMIT HOTEL PPTYS INC	126,800	$1.931M	0.0%	$18.39	—	COM	866082100
PLUS	EPLUS INC	25,682	$1.931M	0.0%	$29.37	+43.4%	COM	294268107
MDLZ	MONDELEZ INTL INC	44,482	$1.904M	0.0%	$36.39	-5.2%	CL A	609207105
—	GANNETT CO INC	164,000	$1.901M	0.0%	$11.02	—	COM	36473H104
—	PREFERRED APT CMNTYS INC	93,500	$1.893M	0.0%	$19.26	—	COM	74039L103
—	ROWAN COMPANIES PLC	120,600	$1.889M	0.0%	$16.40	—	SHS CL A	G7665A101
—	SILVERBOW RES INC	63,200	$1.878M	0.0%	$26.16	—	COM	82836G102
IBN	ICICI BK LTD	190,520	$1.854M	0.0%	$8.74	—	ADR	45104G104
SCHL	SCHOLASTIC CORP	45,000	$1.805M	0.0%	$33.74	-3.8%	COM	807066105
—	BRIGGS & STRATTON CORP	71,100	$1.804M	0.0%	$23.93	—	COM	109043109
—	M D C HLDGS INC	55,300	$1.763M	0.0%	$30.79	—	COM	552676108
WMB	WILLIAMS COS INC DEL	57,367	$1.749M	0.0%	$18.24	+1.9%	COM	969457100
CLDT	CHATHAM LODGING TR	76,500	$1.741M	0.0%	$22.76	—	COM	16208T102
WD	WALKER & DUNLOP INC	36,341	$1.726M	0.0%	$19.28	+116.4%	COM	93148P102
AD	UNITED STATES CELLULAR CORP	44,800	$1.686M	0.0%	$21.78	-4.0%	COM	911684108
—	SEACOR HOLDINGS INC	35,900	$1.659M	0.0%	$46.21	—	COM	811904101
—	ENSCO PLC	277,284	$1.639M	0.0%	$8.49	—	SHS CLASS A	G3157S106
IPAR	INTER PARFUMS INC	36,900	$1.603M	0.0%	$38.35	+13.4%	COM	458334109
AGM	FEDERAL AGRIC MTG CORP	20,400	$1.596M	0.0%	$45.07	+24.7%	CL C	313148306
—	PINNACLE FOODS INC DEL	26,640	$1.584M	0.0%	$59.46	—	COM	72348P104
ICFI	ICF INTL INC	29,400	$1.544M	0.0%	$49.61	+8.6%	COM	44925C103
—	RAYTHEON CO	8,200	$1.54M	0.0%	$187.80	—	COM NEW	755111507
CIG	COMPANHIA ENERGETICA DE MINA	705,439	$1.453M	0.0%	$6.33	—	SP ADR N-V PFD	204409601
ABBV	ABBVIE INC	14,900	$1.441M	0.0%	$45.85	+45.9%	COM	00287Y109
—	AMERICAN NATL INS CO	10,600	$1.359M	0.0%	$113.16	—	COM	028591105
NPKI	NEWPARK RES INC	153,700	$1.322M	0.0%	$9.05	0.0%	COM PAR $.01NEW	651718504
—	SYKES ENTERPRISES INC	41,886	$1.317M	0.0%	$29.10	—	COM	871237103
CSGS	CSG SYS INTL INC	29,900	$1.31M	0.0%	$32.56	+11.8%	COM	126349109
CL	COLGATE PALMOLIVE CO	16,897	$1.275M	0.0%	$59.21	+1.8%	COM	194162103
—	IAC INTERACTIVECORP	10,400	$1.272M	0.0%	$122.31	—	COM	44919P508
—	ACTIVISION BLIZZARD INC	18,800	$1.19M	0.0%	$37.74	—	COM	00507V109
—	TOWER INTL INC	38,065	$1.163M	0.0%	$22.40	—	COM	891826109
AZN	ASTRAZENECA PLC	33,000	$1.145M	0.0%	$34.23	—	SPONSORED ADR	046353108
DEO	DIAGEO P L C	7,600	$1.11M	0.0%	$136.31	—	SPON ADR NEW	25243Q205
PG	PROCTER AND GAMBLE CO	11,900	$1.093M	0.0%	$70.65	+2.8%	COM	742718109
—	TIM PARTICIPACOES S A	55,900	$1.079M	0.0%	$19.30	—	SPONSORED ADR	88706P205
CYD	CHINA YUCHAI INTL LTD	43,452	$1.043M	0.0%	$14.06	+9.4%	COM	G21082105
—	SYMANTEC CORP	36,300	$1.019M	0.0%	$32.81	—	COM	871503108
PRGS	PROGRESS SOFTWARE CORP	23,600	$1.005M	0.0%	$33.41	+24.6%	COM	743312100
CAT	CATERPILLAR INC DEL	6,300	$993K	0.0%	$116.31	0.0%	COM	149123101
—	NOBLE CORP PLC	215,700	$975K	0.0%	$7.67	—	SHS USD	G65431101
NRG	NRG ENERGY INC	33,600	$957K	0.0%	$21.66	+4.0%	COM NEW	629377508
LSTR	LANDSTAR SYS INC	9,100	$947K	0.0%	$99.66	—	COM	515098101
—	LEGG MASON INC	22,000	$924K	0.0%	$42.00	—	COM	524901105
—	RENEWABLE ENERGY GROUP INC	77,600	$916K	0.0%	$12.11	—	COM NEW	75972A301
—	BLUCORA INC	40,900	$904K	0.0%	$24.24	—	COM	095229100
ENVA	ENOVA INTL INC	57,700	$877K	0.0%	$14.21	+3.3%	COM	29357K103
—	DIAMOND OFFSHORE DRILLING IN	46,200	$859K	0.0%	$19.98	—	COM	25271C102
SBS	COMPANHIA DE SANEAMENTO BASI	82,100	$858K	0.0%	$9.52	—	SPONSORED ADR	20441A102
—	KRATON CORPORATION	17,700	$853K	0.0%	$48.19	—	COM	50077C106
—	TIER REIT INC	40,500	$826K	0.0%	$19.76	—	COM NEW	88650V208
MOD	MODINE MFG CO	40,700	$822K	0.0%	$19.49	+10.2%	COM	607828100
—	DELL TECHNOLOGIES INC	9,881	$803K	0.0%	$61.26	—	COM CL V	24703L103
RIG	TRANSOCEAN LTD	74,100	$791K	0.0%	$10.37	+0.2%	REG SHS	H8817H100
LNWO	SCIENTIFIC GAMES CORP	15,400	$790K	0.0%	$32.13	+51.7%	CL A	80874P109
—	OM ASSET MGMT PLC	47,100	$789K	0.0%	$14.90	—	SHS	G67506108
MOV	MOVADO GROUP INC	23,800	$766K	0.0%	$28.98	0.0%	COM	624580106
GD	GENERAL DYNAMICS CORP	3,740	$761K	0.0%	$146.22	+16.5%	COM	369550108
KLIC	KULICKE & SOFFA INDS INC	31,100	$757K	0.0%	$18.30	+13.6%	COM	501242101
—	KOSMOS ENERGY LTD	110,300	$756K	0.0%	$7.03	—	SHS	G5315B107
—	PRA HEALTH SCIENCES INC	8,200	$747K	0.0%	$78.54	—	COM	69354M108
WWW	WOLVERINE WORLD WIDE INC	23,300	$743K	0.0%	$24.46	0.0%	COM	978097103
—	CHESAPEAKE ENERGY CORP	187,602	$743K	0.0%	$5.97	—	COM	165167107
—	TWITTER INC	30,932	$743K	0.0%	$17.82	—	COM	90184L102
—	SUNTRUST BKS INC	11,500	$743K	0.0%	$59.75	—	COM	867914103
—	EVERI HLDGS INC	97,900	$738K	0.0%	$7.59	—	COM	30034T103
QUAD	QUAD / GRAPHICS INC	32,500	$735K	0.0%	$24.36	-6.9%	COM CL A	747301109
SLAB	SILICON LABORATORIES INC	8,300	$733K	0.0%	$89.86	0.0%	COM	826919102
ENTA	ENANTA PHARMACEUTICALS INC	12,300	$722K	0.0%	$50.07	0.0%	COM	29251M106
TMO	THERMO FISHER SCIENTIFIC INC	3,800	$722K	0.0%	$182.80	+2.5%	COM	883556102
—	COLFAX CORP	18,200	$721K	0.0%	$39.62	—	COM	194014106
—	INVESTMENT TECHNOLOGY GRP NE	37,400	$720K	0.0%	$22.14	—	COM	46145F105
—	VERINT SYS INC	17,200	$720K	0.0%	$41.86	—	COM	92343X100
—	TRAVELPORT WORLDWIDE LTD	55,000	$719K	0.0%	$13.07	—	SHS	G9019D104
HY	HYSTER YALE MATLS HANDLING I	8,428	$718K	0.0%	$59.98	+9.8%	CL A	449172105
EBS	EMERGENT BIOSOLUTIONS INC	15,400	$716K	0.0%	$42.09	0.0%	COM	29089Q105
—	CATALENT INC	17,400	$715K	0.0%	$40.57	—	COM	148806102
AROC	ARCHROCK INC	68,100	$715K	0.0%	$6.83	0.0%	COM	03957W106
—	LIBERTY TRIPADVISOR HLDGS IN	75,800	$714K	0.0%	$10.55	—	COM SER A	531465102
—	MITEL NETWORKS CORP	86,400	$711K	0.0%	$8.23	—	COM	60671Q104
RUSHA	RUSH ENTERPRISES INC	13,900	$706K	0.0%	$21.72	0.0%	CL A	781846209
MERC	MERCER INTL INC	48,900	$699K	0.0%	$9.31	+11.2%	COM	588056101
ICLR	ICON PLC	6,200	$695K	0.0%	$115.23	0.0%	SHS	G4705A100
AMCX	AMC NETWORKS INC	12,800	$692K	0.0%	$53.39	0.0%	CL A	00164V103
RM	REGIONAL MGMT CORP	26,212	$690K	0.0%	$12.93	+56.4%	COM	75902K106
CACI	CACI INTL INC	5,200	$688K	0.0%	$113.20	+19.3%	CL A	127190304
SEM	SELECT MED HLDGS CORP	38,700	$683K	0.0%	$8.80	0.0%	COM	81619Q105
ALL	ALLSTATE CORP	6,475	$678K	0.0%	$77.40	+5.6%	COM	020002101
LAUR	LAUREATE EDUCATION INC	49,800	$675K	0.0%	$13.98	-6.3%	CL A	518613203
TSN	TYSON FOODS INC	8,306	$673K	0.0%	$61.44	0.0%	CL A	902494103
—	RUDOLPH TECHNOLOGIES INC	28,100	$672K	0.0%	$23.91	—	COM	781270103
—	CATCHMARK TIMBER TR INC	51,200	$672K	0.0%	$13.13	—	CL A	14912Y202
—	REXNORD CORP NEW	25,800	$671K	0.0%	$25.48	—	COM	76169B102
THG	HANOVER INS GROUP INC	6,200	$670K	0.0%	$62.39	+29.5%	COM	410867105
GILD	GILEAD SCIENCES INC	9,300	$666K	0.0%	$55.90	0.0%	COM	375558103
—	FLAGSTAR BANCORP INC	17,800	$666K	0.0%	$37.42	—	COM PAR .001	337930705
BRKR	BRUKER CORP	19,400	$666K	0.0%	$29.69	+7.1%	COM	116794108
WK	WORKIVA INC	30,900	$661K	0.0%	$21.99	0.0%	COM CL A	98139A105
—	CONVERGYS CORP	28,000	$658K	0.0%	$23.50	—	COM	212485106
CNA	CNA FINL CORP	12,400	$658K	0.0%	$26.09	+12.2%	COM	126117100
—	TPG SPECIALTY LENDING INC	33,200	$657K	0.0%	$19.79	—	COM	87265K102
BMY	BRISTOL MYERS SQUIBB CO	10,700	$656K	0.0%	$46.46	0.0%	COM	110122108
MCRI	MONARCH CASINO & RESORT INC	14,600	$654K	0.0%	$44.35	0.0%	COM	609027107
—	CARE COM INC	36,200	$653K	0.0%	$18.04	—	COM	141633107
SNX	SYNNEX CORP	4,800	$653K	0.0%	$53.44	+12.4%	COM	87162W100
—	K12 INC	40,900	$650K	0.0%	$15.89	—	COM	48273U102
—	TIVO CORP	41,500	$647K	0.0%	$15.59	—	COM	88870P106
BRSL	INTERNATIONAL GAME TECHNOLOG	24,300	$644K	0.0%	$15.88	0.0%	SHS USD	G4863A108
—	DENBURY RES INC	290,908	$643K	0.0%	$3.57	—	COM NEW	247916208
—	HALYARD HEALTH INC	13,900	$642K	0.0%	$42.67	—	COM	40650V100
PFGC	PERFORMANCE FOOD GROUP CO	19,300	$639K	0.0%	$29.33	0.0%	COM	71377A103
KEYS	KEYSIGHT TECHNOLOGIES INC	15,300	$636K	0.0%	$43.20	0.0%	COM	49338L103
—	PINNACLE ENTMT INC NEW	19,400	$635K	0.0%	$20.18	—	COM	72348Y105
KELYA	KELLY SVCS INC	23,300	$635K	0.0%	$24.80	0.0%	CL A	488152208
KT	KT CORP	40,600	$634K	0.0%	$15.62	—	SPONSORED ADR	48268K101
LNTH	LANTHEUS HLDGS INC	30,900	$632K	0.0%	$20.36	0.0%	COM	516544103
—	LUMINEX CORP DEL	31,800	$626K	0.0%	$19.69	—	COM	55027E102
HVT	HAVERTY FURNITURE INC	27,600	$625K	0.0%	$24.08	0.0%	COM	419596101
—	UNIT CORP	27,764	$611K	0.0%	$15.62	—	COM	909218109
—	NUTRI SYS INC NEW	11,600	$610K	0.0%	$52.36	—	COM	67069D108
—	VEDANTA LTD	29,000	$604K	0.0%	$17.95	—	SPONSORED ADR	92242Y100
BIO	BIO RAD LABS INC	2,500	$597K	0.0%	$242.32	0.0%	CL A	090572207
BA	BOEING CO	2,000	$590K	0.0%	$220.44	+16.8%	COM	097023105
—	ADTRAN INC	29,600	$573K	0.0%	$19.36	—	COM	00738A106
MTZ	MASTEC INC	11,600	$568K	0.0%	$39.45	+13.1%	COM	576323109
BAK	BRASKEM S A	21,300	$559K	0.0%	$26.24	—	SP ADR PFD A	105532105
UMC	UNITED MICROELECTRONICS CORP	232,900	$557K	0.0%	$1.87	—	SPON ADR NEW	910873405
CENT	CENTRAL GARDEN & PET CO	14,290	$556K	0.0%	$17.95	+67.0%	COM	153527106
DIOD	DIODES INC	18,900	$542K	0.0%	$31.06	0.0%	COM	254543101
SANM	SANMINA CORPORATION	15,900	$525K	0.0%	$22.74	+53.6%	COM	801056102
VZ	VERIZON COMMUNICATIONS INC	9,900	$524K	0.0%	$27.31	+17.0%	COM	92343V104
PHM	PULTE GROUP INC	15,600	$519K	0.0%	$21.17	+34.0%	COM	745867101
SAH	SONIC AUTOMOTIVE INC	27,600	$509K	0.0%	$20.36	0.0%	CL A	83545G102
KBH	KB HOME	15,900	$508K	0.0%	$18.09	+42.7%	COM	48666K109
BHE	BENCHMARK ELECTRS INC	17,400	$506K	0.0%	$25.88	0.0%	COM	08160H101
COF	CAPITAL ONE FINL CORP	5,000	$498K	0.0%	$62.11	+27.7%	COM	14040H105
PBI	PITNEY BOWES INC	44,100	$493K	0.0%	$13.73	-14.2%	COM	724479100
CHE	CHEMED CORP NEW	2,000	$486K	0.0%	$131.90	+67.6%	COM	16359R103
—	DONNELLEY R R & SONS CO	52,000	$484K	0.0%	$10.93	—	COM	257867200
VSH	VISHAY INTERTECHNOLOGY INC	23,300	$483K	0.0%	$15.49	+17.5%	COM	928298108
—	SILICONWARE PRECISION INDS L	57,300	$482K	0.0%	$7.42	—	SPONSD ADR SPL	827084864
MYGN	MYRIAD GENETICS INC	14,000	$481K	0.0%	$33.74	0.0%	COM	62855J104
BTE	BAYTEX ENERGY CORP	159,300	$478K	0.0%	$2.88	-2.6%	COM	07317Q105
—	CAPELLA EDUCATION COMPANY	6,100	$472K	0.0%	$80.34	—	COM	139594105
SKYW	SKYWEST INC	8,700	$462K	0.0%	$17.27	+183.4%	COM	830879102
SMP	STANDARD MTR PRODS INC	10,200	$458K	0.0%	$49.89	-10.0%	COM	853666105
—	TCF FINL CORP	22,100	$453K	0.0%	$20.50	—	COM	872275102
—	SYSTEMAX INC	13,300	$442K	0.0%	$28.91	—	COM	871851101
RDY	DR REDDYS LABS LTD	11,500	$432K	0.0%	$40.12	—	ADR	256135203
—	WHITING PETE CORP NEW	16,325	$432K	0.0%	$26.46	—	COM NEW	966387409
—	DRIL-QUIP INC	9,000	$429K	0.0%	$47.67	—	COM	262037104
ETN	EATON CORP PLC	5,400	$427K	0.0%	$63.97	+3.6%	SHS	G29183103
RVTY	PERKINELMER INC	5,800	$424K	0.0%	$70.26	0.0%	COM	714046109
BIIB	BIOGEN INC	1,300	$414K	0.0%	$265.53	+20.8%	COM	09062X103
—	SPECTRUM PHARMACEUTICALS INC	21,600	$409K	0.0%	$15.48	—	COM	84763A108
—	TUPPERWARE BRANDS CORP	6,500	$408K	0.0%	$59.79	—	COM	899896104
—	SANDERSON FARMS INC	2,800	$389K	0.0%	$107.68	—	COM	800013104
—	TRUSTCO BK CORP N Y	41,900	$385K	0.0%	$8.29	—	COM	898349105
CRL	CHARLES RIV LABS INTL INC	3,500	$383K	0.0%	$88.40	+23.1%	COM	159864107
—	GROUPE CGI INC	7,000	$382K	0.0%	$46.40	—	CL A SUB VTG	39945C109
—	WEB COM GROUP INC	17,300	$377K	0.0%	$24.28	—	COM	94733A104
JKHY	HENRY JACK & ASSOC INC	3,202	$375K	0.0%	$51.33	+97.6%	COM	426281101
DGX	QUEST DIAGNOSTICS INC	3,800	$374K	0.0%	$83.93	-3.9%	COM	74834L100
MATV	SCHWEITZER-MAUDUIT INTL INC	8,200	$372K	0.0%	$28.02	+4.6%	COM	808541106
SCL	STEPAN CO	4,700	$371K	0.0%	$78.25	+4.9%	COM	858586100
KAI	KADANT INC	3,700	$371K	0.0%	$65.60	+46.3%	COM	48282T104
—	JUST ENERGY GROUP INC	85,700	$369K	0.0%	$4.82	—	COM	48213W101
OM2	ORTHOFIX INTL N V	6,700	$366K	0.0%	$54.63	—	COM	N6748L102
ABG	ASBURY AUTOMOTIVE GROUP INC	5,700	$365K	0.0%	$57.49	+8.7%	COM	043436104
—	WELLCARE HEALTH PLANS INC	1,800	$362K	0.0%	$142.84	—	COM	94946T106
LPX	LOUISIANA PAC CORP	13,700	$360K	0.0%	$25.49	+6.4%	COM	546347105
MTG	MGIC INVT CORP WIS	25,200	$356K	0.0%	$10.75	+30.8%	COM	552848103
UTHR	UNITED THERAPEUTICS CORP DEL	2,400	$355K	0.0%	$141.46	-10.1%	COM	91307C102
—	BARRACUDA NETWORKS INC	12,900	$355K	0.0%	$23.02	—	COM	068323104
—	MEREDITH CORP	5,300	$350K	0.0%	$48.84	—	COM	589433101
AMGN	AMGEN INC	2,000	$348K	0.0%	$89.17	+55.0%	COM	031162100
IBM	INTERNATIONAL BUSINESS MACHS	2,266	$348K	0.0%	$108.79	-6.1%	COM	459200101
—	BLACKROCK CAPITAL INVESTMENT	55,388	$345K	0.0%	$8.62	—	COM	092533108
PAG	PENSKE AUTOMOTIVE GRP INC	7,100	$340K	0.0%	$48.63	-3.1%	COM	70959W103
MCS	MARCUS CORP	12,400	$339K	0.0%	$30.24	-8.9%	COM	566330106
—	ENDURANCE INTL GROUP HLDGS I	40,200	$338K	0.0%	$8.27	—	COM	29272B105
—	ATLAS AIR WORLDWIDE HLDGS IN	5,700	$334K	0.0%	$42.27	—	COM NEW	049164205
ROK	ROCKWELL AUTOMATION INC	1,694	$333K	0.0%	$98.16	+67.0%	COM	773903109
—	GRAN TIERRA ENERGY INC	122,218	$330K	0.0%	$2.65	—	COM	38500T101
AIR	AAR CORP	8,300	$326K	0.0%	$34.12	+15.6%	COM	000361105
—	NRG YIELD INC	17,300	$326K	0.0%	$17.35	—	CL A NEW	62942X306
WNC	WABASH NATL CORP	15,000	$326K	0.0%	$11.18	+56.9%	COM	929566107
CTMX	CYTOMX THERAPEUTICS INC	14,900	$315K	0.0%	$20.73	0.0%	COM	23284F105
JBSS	SANFILIPPO JOHN B & SON INC	4,950	$313K	0.0%	$54.49	+15.3%	COM	800422107
—	SPEEDWAY MOTORSPORTS INC	16,500	$311K	0.0%	$18.85	—	COM	847788106
EG	EVEREST RE GROUP LTD	1,400	$310K	0.0%	$148.00	+28.8%	COM	G3223R108
—	NATIONSTAR MTG HLDGS INC	16,700	$309K	0.0%	$16.31	—	COM	63861C109
HTO	SJW GROUP	4,800	$306K	0.0%	$49.26	+28.5%	COM	784305104
GEF	GREIF INC	5,000	$303K	0.0%	$40.75	+4.0%	CL A	397624107
CNDT	CONDUENT INC	18,700	$302K	0.0%	$15.39	+1.7%	COM	206787103
NTAP	NETAPP INC	5,400	$299K	0.0%	$31.89	+27.1%	COM	64110D104
MC	MOELIS & CO	6,100	$296K	0.0%	$19.80	+26.2%	CL A	60786M105
—	AARONS INC	7,400	$295K	0.0%	$39.86	—	COM PAR $0.50	002535300
VVX	VECTRUS INC	9,500	$293K	0.0%	$31.98	0.0%	COM	92242T101
MRTN	MARTEN TRANS LTD	14,333	$291K	0.0%	$8.44	+29.3%	COM	573075108
—	MANTECH INTL CORP	5,700	$286K	0.0%	$34.68	—	CL A	564563104
RMR	RMR GROUP INC	4,800	$285K	0.0%	$26.74	+12.6%	CL A	74967R106
ESNT	ESSENT GROUP LTD	6,500	$282K	0.0%	$17.88	+118.1%	COM	G3198U102
CYH	COMMUNITY HEALTH SYS INC NEW	66,300	$282K	0.0%	$6.74	-25.5%	COM	203668108
BANF	BANCFIRST CORP	5,400	$276K	0.0%	$41.18	+13.3%	COM	05945F103
NOMD	NOMAD FOODS LTD	16,200	$274K	0.0%	$15.54	0.0%	USD ORD SHS	G6564A105
V	VISA INC	2,400	$274K	0.0%	$95.71	+9.1%	COM CL A	92826C839
CM	CDN IMPERIAL BK COMM TORONTO	2,800	$274K	0.0%	$23.63	+30.8%	COM	136069101
—	UNIVERSAL FST PRODS INC	7,200	$271K	0.0%	$57.93	—	COM	913543104
—	QUALITY SYS INC	19,900	$270K	0.0%	$15.51	—	COM	747582104
LPLA	LPL FINL HLDGS INC	4,700	$269K	0.0%	$46.02	+14.4%	COM	50212V100
DAR	DARLING INGREDIENTS INC	14,500	$263K	0.0%	$15.80	+9.4%	COM	237266101
—	PLY GEM HLDGS INC	14,000	$259K	0.0%	$17.07	—	COM	72941W100
SIGI	SELECTIVE INS GROUP INC	4,412	$259K	0.0%	$28.83	+77.7%	COM	816300107
—	INFRAREIT INC	13,800	$256K	0.0%	$19.16	—	COM	45685L100
—	TRIPLE-S MGMT CORP	10,100	$251K	0.0%	$24.46	—	CL B	896749108
—	DR PEPPER SNAPPLE GROUP INC	2,579	$250K	0.0%	$89.62	—	COM	26138E109
BSET	BASSETT FURNITURE INDS INC	6,400	$241K	0.0%	$19.82	+29.1%	COM	070203104
XYL	XYLEM INC	3,500	$239K	0.0%	$45.42	+32.7%	COM	98419M100
—	GENERAL CABLE CORP DEL NEW	8,000	$237K	0.0%	$29.63	—	COM	369300108
PDM	PIEDMONT OFFICE REALTY TR IN	12,000	$235K	0.0%	$19.58	—	COM CL A	720190206
MUSA	MURPHY USA INC	2,907	$234K	0.0%	$73.43	0.0%	COM	626755102
—	SELECT INCOME REIT	9,000	$226K	0.0%	$25.78	—	COM SH BEN INT	81618T100
—	CHIMERA INVT CORP	12,200	$225K	0.0%	$16.89	—	COM NEW	16934Q208
CULP	CULP INC	6,700	$224K	0.0%	$23.19	+18.8%	COM	230215105
WU	WESTERN UN CO	11,500	$219K	0.0%	$20.35	—	COM	959802109
PLCE	CHILDRENS PL INC	1,500	$218K	0.0%	$108.87	+11.9%	COM	168905107
F	FORD MTR CO DEL	17,400	$217K	0.0%	$7.57	+5.9%	COM PAR $0.01	345370860
DRI	DARDEN RESTAURANTS INC	2,200	$211K	0.0%	$68.78	-1.9%	COM	237194105
INVA	INNOVIVA INC	14,600	$207K	0.0%	$13.22	+0.9%	COM	45781M101
JOUT	JOHNSON OUTDOORS INC	3,300	$205K	0.0%	$69.97	0.0%	CL A	479167108
MOS	MOSAIC CO NEW	7,900	$203K	0.0%	$24.16	-16.4%	COM	61945C103
—	BARNES GROUP INC	3,200	$202K	0.0%	$53.57	—	COM	067806109
MAS	MASCO CORP	4,600	$202K	0.0%	$35.80	0.0%	COM	574599106
FLXS	FLEXSTEEL INDS INC	4,295	$201K	0.0%	$35.47	+10.2%	COM	339382103
—	VONAGE HLDGS CORP	19,600	$199K	0.0%	$6.47	—	COM	92886T201
—	NEW SR INVT GROUP INC	23,400	$177K	0.0%	$10.18	—	COM	648691103
—	KEMET CORP	11,400	$172K	0.0%	$21.14	—	COM NEW	488360207
—	CELESTICA INC	16,200	$170K	0.0%	$10.99	—	SUB VTG SHS	15101Q108
—	WIDEOPENWEST INC	14,600	$154K	0.0%	$10.55	—	COM	96758W101
MPT	MEDICAL PPTYS TRUST INC	10,700	$147K	0.0%	$13.74	—	COM	58463J304
—	AVON PRODS INC	57,900	$124K	0.0%	$4.00	—	COM	054303102
—	AU OPTRONICS CORP	29,000	$121K	0.0%	$3.27	—	SPONSORED ADR	002255107
—	SUNPOWER CORP	12,800	$108K	0.0%	$7.27	—	COM	867652406
—	RENREN INC	10,100	$105K	0.0%	$10.40	—	SPON ADR A NEW	759892201
—	DRIVE SHACK INC	18,480	$102K	0.0%	$3.73	—	COM	262077100
—	BRIDGEPOINT ED INC	12,300	$102K	0.0%	$7.24	—	COM	10807M105
ADP	AUTOMATIC DATA PROCESSING IN	842	$99,000	0.0%	$78.26	+22.9%	COM	053015103
—	ADVANCED SEMICONDUCTOR ENGR	14,100	$91,000	0.0%	$5.77	—	SPONSORED ADR	00756M404
—	INTREPID POTASH INC	14,900	$71,000	0.0%	$4.36	—	COM	46121Y102
WTI	W & T OFFSHORE INC	14,600	$48,000	0.0%	$3.10	0.0%	COM	92922P106
—	TURQUOISE HILL RES LTD	13,100	$45,000	0.0%	$3.21	—	COM	900435108
—	SEADRILL LIMITED	14,103	$4,000	0.0%	$2.41	—	SHS	G7945E105