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

Location: Boston, MA

CIK: 0001352662 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value: $16.35B (100.0% shares, 0.0% debt)

Holdings (567)

AAPL APPLE INC 4.5%

Value $738M Shares 4,398,674 Est. Cost $20.11 Unrealized +100.9%

MSFT MICROSOFT CORP 4.4%

Value $712M Shares 7,797,719 Est. Cost $35.16 Unrealized +139.8%

ORCL ORACLE CORP 4.3%

Value $698M Shares 15,265,421 Est. Cost $29.68 Unrealized +49.1%

JNJ JOHNSON & JOHNSON 3.9%

Value $633M Shares 4,941,803 Est. Cost $69.84 Unrealized +55.1%

UNH UNITEDHEALTH GROUP INC 3.6%

Value $592M Shares 2,765,749 Est. Cost $77.40 Unrealized +159.9%

GOOG ALPHABET INC 2.7%

Value $435M Shares 421,516 Est. Cost $36.01 Unrealized +52.1%

ACN ACCENTURE PLC IRELAND 2.3%

Value $371M Shares 2,416,928 Est. Cost $75.31 Unrealized +86.9%

MDT MEDTRONIC PLC 2.2%

Value $357M Shares 4,446,710 Est. Cost $60.28 Unrealized +11.7%

GOOGL ALPHABET INC 1.9%

Value $315M Shares 304,074 Est. Cost $36.84 Unrealized +49.4%

CTSH COGNIZANT TECHNOLOGY SOLUTIO 1.9%

Value $313M Shares 3,891,828 Est. Cost $47.88 Unrealized +47.5%

CSCO CISCO SYS INC 1.9%

Value $311M Shares 7,252,413 Est. Cost $17.19 Unrealized +94.6%

EEM ISHARES TR 1.9%

Value $309M Shares 6,402,055 Est. Cost $40.36 Unrealized —

QCOM QUALCOMM INC 1.9%

Value $309M Shares 5,571,214 Est. Cost $48.29 Unrealized +7.5%

AXP AMERICAN EXPRESS CO 1.9%

Value $305M Shares 3,270,928 Est. Cost $60.31 Unrealized +44.3%

USB US BANCORP DEL 1.8%

Value $297M Shares 5,877,922 Est. Cost $38.21 Unrealized +4.5%

TJX TJX COS INC NEW 1.8%

Value $290M Shares 3,554,055 Est. Cost $30.84 Unrealized +15.1%

WFC WELLS FARGO CO NEW 1.7%

Value $283M Shares 5,395,963 Est. Cost $43.15 Unrealized +10.6%

COST COSTCO WHSL CORP NEW 1.7%

Value $283M Shares 1,500,260 Est. Cost $113.75 Unrealized +48.8%

ELV ANTHEM INC 1.7%

Value $278M Shares 1,263,383 Est. Cost $158.73 Unrealized +33.4%

— MONSANTO CO NEW 1.7%

Value $270M Shares 2,317,553 Est. Cost $109.59 Unrealized —

TXN TEXAS INSTRS INC 1.4%

Value $235M Shares 2,261,537 Est. Cost $60.76 Unrealized +42.9%

— FIAT CHRYSLER AUTOMOBILES N 1.4%

Value $231M Shares 11,282,521 Est. Cost $16.20 Unrealized —

— UNITED TECHNOLOGIES CORP 1.4%

Value $228M Shares 1,809,143 Est. Cost $108.86 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 1.3%

Value $218M Shares 4,984,027 Est. Cost $24.33 Unrealized —

ABT ABBOTT LABS 1.2%

Value $203M Shares 3,384,241 Est. Cost $31.81 Unrealized +65.3%

MA MASTERCARD INCORPORATED 1.2%

Value $201M Shares 1,144,785 Est. Cost $92.29 Unrealized +77.4%

PM PHILIP MORRIS INTL INC 1.1%

Value $175M Shares 1,764,756 Est. Cost $49.08 Unrealized +40.0%

KO COCA COLA CO 1.1%

Value $174M Shares 4,010,926 Est. Cost $29.70 Unrealized +18.1%

BABA ALIBABA GROUP HLDG LTD 1.0%

Value $170M Shares 926,665 Est. Cost $98.53 Unrealized —

— ALTABA INC 1.0%

Value $161M Shares 2,179,840 Est. Cost $55.26 Unrealized —

— MOBILE TELESYSTEMS PJSC 1.0%

Value $161M Shares 14,119,294 Est. Cost $9.41 Unrealized —

HON HONEYWELL INTL INC 1.0%

Value $156M Shares 1,079,235 Est. Cost $74.91 Unrealized +56.8%

PFE PFIZER INC 0.9%

Value $152M Shares 4,282,113 Est. Cost $21.11 Unrealized +14.8%

MRK MERCK & CO INC 0.9%

Value $151M Shares 2,774,838 Est. Cost $42.48 Unrealized -0.5%

LQD ISHARES TR 0.9%

Value $149M Shares 1,267,900 Est. Cost $119.59 Unrealized —

SYK STRYKER CORP 0.9%

Value $143M Shares 887,377 Est. Cost $67.21 Unrealized +120.0%

EWY ISHARES INC 0.9%

Value $142M Shares 1,877,100 Est. Cost $74.93 Unrealized —

BDX BECTON DICKINSON & CO 0.8%

Value $126M Shares 580,916 Est. Cost $101.66 Unrealized +91.4%

META FACEBOOK INC 0.7%

Value $120M Shares 752,487 Est. Cost $178.31 Unrealized 0.0%

SLB SCHLUMBERGER LTD 0.7%

Value $113M Shares 1,749,032 Est. Cost $58.26 Unrealized -4.3%

STM STMICROELECTRONICS N V 0.7%

Value $112M Shares 5,011,500 Est. Cost $16.64 Unrealized —

EMR EMERSON ELEC CO 0.7%

Value $111M Shares 1,626,670 Est. Cost $46.01 Unrealized +28.2%

W WAYFAIR INC 0.7%

Value $109M Shares 1,620,000 Est. Cost $36.72 Unrealized +128.7%

LLY LILLY ELI & CO 0.6%

Value $103M Shares 1,329,349 Est. Cost $65.42 Unrealized +9.6%

— ROCKWELL COLLINS INC 0.6%

Value $103M Shares 760,200 Est. Cost $131.71 Unrealized —

VFC V F CORP 0.6%

Value $99.6M Shares 1,343,712 Est. Cost $58.48 Unrealized +23.7%

EWT ISHARES INC 0.6%

Value $96.79M Shares 2,524,536 Est. Cost $32.21 Unrealized —

Value $90.03M Shares 410,125 Est. Cost $70.96 Unrealized +111.6%

RY ROYAL BK CDA MONTREAL QUE 0.5%

Value $87.54M Shares 1,134,000 Est. Cost $79.41 Unrealized +2.2%

GM GENERAL MTRS CO 0.5%

Value $87.5M Shares 2,407,900 Est. Cost $27.72 Unrealized +28.9%

PEP PEPSICO INC 0.5%

Value $83.22M Shares 762,469 Est. Cost $69.90 Unrealized +27.7%

— DR PEPPER SNAPPLE GROUP INC 0.5%

Value $74.32M Shares 627,779 Est. Cost $118.26 Unrealized —

— CIMPRESS N V 0.5%

Value $74.26M Shares 480,000 Est. Cost $88.57 Unrealized —

IBKR INTERACTIVE BROKERS GROUP IN 0.4%

Value $73.13M Shares 1,087,544 Est. Cost $6.31 Unrealized +149.6%

APH AMPHENOL CORP NEW 0.4%

Value $71.59M Shares 831,148 Est. Cost $12.73 Unrealized +63.9%

TDC TERADATA CORP DEL 0.4%

Value $70.39M Shares 1,774,383 Est. Cost $40.91 Unrealized -3.7%

BAP CREDICORP LTD 0.4%

Value $64.05M Shares 282,100 Est. Cost $153.37 Unrealized +19.3%

— GLAXOSMITHKLINE PLC 0.4%

Value $59.02M Shares 1,510,700 Est. Cost $39.70 Unrealized —

NXPI NXP SEMICONDUCTORS N V 0.4%

Value $58.53M Shares 500,240 Est. Cost $95.92 Unrealized +11.8%

— CAVIUM INC 0.3%

Value $52.89M Shares 666,307 Est. Cost $81.62 Unrealized —

WB WEIBO CORP 0.3%

Value $50.05M Shares 418,660 Est. Cost $102.60 Unrealized —

— TIME WARNER INC 0.3%

Value $49.22M Shares 520,400 Est. Cost $99.99 Unrealized —

— HRG GROUP INC 0.3%

Value $48.51M Shares 2,941,762 Est. Cost $17.02 Unrealized —

BRK/B BERKSHIRE HATHAWAY INC DEL 0.3%

Value $47.88M Shares 240,000 Est. Cost $140.46 Unrealized +46.2%

HUM HUMANA INC 0.3%

Value $46.13M Shares 171,615 Est. Cost $140.85 Unrealized +79.7%

— AETNA INC NEW 0.3%

Value $43.55M Shares 257,680 Est. Cost $178.13 Unrealized —

NBIS YANDEX N V 0.3%

Value $42.85M Shares 1,086,300 Est. Cost $32.79 Unrealized —

CL COLGATE PALMOLIVE CO 0.3%

Value $42.8M Shares 597,056 Est. Cost $59.71 Unrealized +0.0%

— INTERXION HOLDING N.V 0.2%

Value $40.37M Shares 650,000 Est. Cost $31.92 Unrealized —

ALLY ALLY FINL INC 0.2%

Value $38.55M Shares 1,420,000 Est. Cost $15.62 Unrealized +44.5%

— ATLANTICA YIELD PLC 0.2%

Value $37.69M Shares 1,925,118 Est. Cost $18.82 Unrealized —

ADI ANALOG DEVICES INC 0.2%

Value $37.66M Shares 413,200 Est. Cost $42.12 Unrealized +86.7%

SHAK SHAKE SHACK INC 0.2%

Value $37.47M Shares 900,000 Est. Cost $38.75 Unrealized +7.3%

HPQ HP INC 0.2%

Value $37.42M Shares 1,707,000 Est. Cost $11.49 Unrealized +51.1%

MCD MCDONALDS CORP 0.2%

Value $36.91M Shares 236,000 Est. Cost $133.24 Unrealized +2.6%

MU MICRON TECHNOLOGY INC 0.2%

Value $36.23M Shares 694,900 Est. Cost $25.39 Unrealized +83.9%

— TRIBUNE MEDIA CO 0.2%

Value $35.42M Shares 874,462 Est. Cost $40.72 Unrealized —

— NXSTAGE MEDICAL INC 0.2%

Value $35.38M Shares 1,423,205 Est. Cost $26.78 Unrealized —

LOGI LOGITECH INTL S A 0.2%

Value $34.85M Shares 954,666 Est. Cost $26.43 Unrealized +29.5%

NTES NETEASE INC 0.2%

Value $34.57M Shares 123,300 Est. Cost $274.70 Unrealized —

EL LAUDER ESTEE COS INC 0.2%

Value $34.23M Shares 228,600 Est. Cost $116.70 Unrealized +7.5%

NVO NOVO-NORDISK A S 0.2%

Value $32.36M Shares 657,000 Est. Cost $49.25 Unrealized —

EWZ ISHARES INC 0.2%

Value $31.78M Shares 708,100 Est. Cost $44.88 Unrealized —

VIPS VIPSHOP HLDGS LTD 0.2%

Value $31.55M Shares 1,898,000 Est. Cost $16.62 Unrealized —

AMAT APPLIED MATLS INC 0.2%

Value $30.88M Shares 555,200 Est. Cost $37.73 Unrealized +34.9%

CACC CREDIT ACCEP CORP MICH 0.2%

Value $30.73M Shares 93,000 Est. Cost $196.10 Unrealized +69.0%

JPM JPMORGAN CHASE & CO 0.2%

Value $28.77M Shares 261,660 Est. Cost $43.17 Unrealized +111.8%

PGR PROGRESSIVE CORP OHIO 0.2%

Value $28.07M Shares 460,650 Est. Cost $35.94 Unrealized +24.4%

— SK TELECOM LTD 0.2%

Value $27.49M Shares 1,137,209 Est. Cost $24.74 Unrealized —

— DELL TECHNOLOGIES INC 0.2%

Value $27.15M Shares 370,881 Est. Cost $72.89 Unrealized —

LILAK LIBERTY LATIN AMERICA LTD 0.2%

Value $26.73M Shares 1,400,000 Est. Cost $20.25 Unrealized 0.0%

— NEW ORIENTAL ED & TECH GRP I 0.2%

Value $25.13M Shares 286,700 Est. Cost $73.60 Unrealized —

— CHANGYOU COM LTD 0.1%

Value $24.16M Shares 866,312 Est. Cost $26.34 Unrealized —

BAX BAXTER INTL INC 0.1%

Value $23.38M Shares 359,400 Est. Cost $50.96 Unrealized +15.6%

PSX PHILLIPS 66 0.1%

Value $23.33M Shares 243,200 Est. Cost $70.68 Unrealized +1.1%

— UNITED TECHNOLOGIES CORP 0.1%

Value $23.1M Shares 183,600 Est. Cost $108.86 Unrealized —

DEO DIAGEO P L C 0.1%

Value $23.09M Shares 170,500 Est. Cost $135.46 Unrealized —

AMP AMERIPRISE FINL INC 0.1%

Value $22.68M Shares 153,300 Est. Cost $123.46 Unrealized +13.3%

— BUNGE LIMITED 0.1%

Value $22.63M Shares 306,100 Est. Cost $73.94 Unrealized —

EC ECOPETROL S A 0.1%

Value $22.2M Shares 1,148,200 Est. Cost $9.96 Unrealized —

— PINNACLE FOODS INC DEL 0.1%

Value $21.64M Shares 400,000 Est. Cost $55.02 Unrealized —

— CHINA LODGING GROUP LTD 0.1%

Value $20.36M Shares 154,583 Est. Cost $46.80 Unrealized —

MGA MAGNA INTL INC 0.1%

Value $20.17M Shares 358,300 Est. Cost $43.73 Unrealized 0.0%

EBAY EBAY INC 0.1%

Value $19.2M Shares 477,092 Est. Cost $29.73 Unrealized +23.9%

SNY SANOFI 0.1%

Value $18.75M Shares 467,700 Est. Cost $40.08 Unrealized —

— TE CONNECTIVITY LTD 0.1%

Value $18.62M Shares 186,400 Est. Cost $83.17 Unrealized —

FCX FREEPORT-MCMORAN INC 0.1%

Value $18.58M Shares 1,057,405 Est. Cost $12.44 Unrealized +36.9%

— TWENTY FIRST CENTY FOX INC 0.1%

Value $18.42M Shares 502,000 Est. Cost $36.69 Unrealized —

INFY INFOSYS LTD 0.1%

Value $18.32M Shares 1,026,157 Est. Cost $16.99 Unrealized —

SQM SOCIEDAD QUIMICA MINERA DE C 0.1%

Value $17.77M Shares 361,512 Est. Cost $35.51 Unrealized —

MPC MARATHON PETE CORP 0.1%

Value $17.75M Shares 242,800 Est. Cost $38.93 Unrealized +38.1%

PVH PVH CORP 0.1%

Value $17.61M Shares 116,300 Est. Cost $122.27 Unrealized +17.9%

— SINA CORP 0.1%

Value $17.56M Shares 168,400 Est. Cost $112.97 Unrealized —

DHR DANAHER CORP DEL 0.1%

Value $17.3M Shares 176,711 Est. Cost $84.28 Unrealized 0.0%

— QIWI PLC 0.1%

Value $17.15M Shares 897,600 Est. Cost $17.38 Unrealized —

STT STATE STR CORP 0.1%

Value $17.08M Shares 171,275 Est. Cost $73.06 Unrealized +12.1%

CARS CARS COM INC 0.1%

Value $16.67M Shares 588,413 Est. Cost $26.86 Unrealized +9.0%

BNS BANK N S HALIFAX 0.1%

Value $16.37M Shares 266,000 Est. Cost $42.39 Unrealized -1.1%

— TWITTER INC 0.1%

Value $16.25M Shares 560,000 Est. Cost $25.30 Unrealized —

DXC DXC TECHNOLOGY CO 0.1%

Value $16.19M Shares 161,020 Est. Cost $73.26 Unrealized +13.9%

WMT WALMART INC 0.1%

Value $15.96M Shares 179,400 Est. Cost $20.07 Unrealized +41.2%

SEDG SOLAREDGE TECHNOLOGIES INC 0.1%

Value $15.9M Shares 302,255 Est. Cost $18.99 Unrealized +130.9%

ICLR ICON PLC 0.1%

Value $14.71M Shares 124,500 Est. Cost $114.72 Unrealized -0.0%

CMI CUMMINS INC 0.1%

Value $14.68M Shares 90,540 Est. Cost $111.91 Unrealized +24.9%

— XL GROUP LTD 0.1%

Value $14.62M Shares 264,604 Est. Cost $55.26 Unrealized —

LILA LIBERTY LATIN AMERICA LTD 0.1%

Value $14.59M Shares 750,000 Est. Cost $20.32 Unrealized 0.0%

MCK MCKESSON CORP 0.1%

Value $14.44M Shares 102,500 Est. Cost $146.42 Unrealized 0.0%

— EXPRESS SCRIPTS HLDG CO 0.1%

Value $14.39M Shares 208,300 Est. Cost $69.08 Unrealized —

ITW ILLINOIS TOOL WKS INC 0.1%

Value $14.38M Shares 91,812 Est. Cost $62.09 Unrealized +120.4%

MDLZ MONDELEZ INTL INC 0.1%

Value $14.19M Shares 340,000 Est. Cost $36.00 Unrealized -0.4%

DIS DISNEY WALT CO 0.1%

Value $14.06M Shares 140,000 Est. Cost $99.50 Unrealized +1.5%

CVS CVS HEALTH CORP 0.1%

Value $13.69M Shares 220,000 Est. Cost $72.82 Unrealized -23.3%

ADP AUTOMATIC DATA PROCESSING IN 0.1%

Value $13.62M Shares 120,000 Est. Cost $98.32 Unrealized +0.3%

CBRE CBRE GROUP INC 0.1%

Value $13.6M Shares 288,000 Est. Cost $38.29 Unrealized +19.0%

TMUS T MOBILE US INC 0.1%

Value $13.43M Shares 220,000 Est. Cost $60.44 Unrealized 0.0%

INTU INTUIT 0.1%

Value $13.14M Shares 75,800 Est. Cost $120.61 Unrealized +32.2%

NOMD NOMAD FOODS LTD 0.1%

Value $12.93M Shares 821,200 Est. Cost $16.51 Unrealized +0.1%

SNPS SYNOPSYS INC 0.1%

Value $12.86M Shares 154,500 Est. Cost $73.20 Unrealized +20.0%

— VIACOM INC NEW 0.1%

Value $12.8M Shares 412,000 Est. Cost $31.06 Unrealized —

WDC WESTERN DIGITAL CORP 0.1%

Value $12.44M Shares 134,800 Est. Cost $55.14 Unrealized +11.6%

— LAM RESEARCH CORP 0.1%

Value $12.29M Shares 60,500 Est. Cost $140.72 Unrealized —

PH PARKER HANNIFIN CORP 0.1%

Value $12.25M Shares 71,630 Est. Cost $132.09 Unrealized +27.2%

PFG PRINCIPAL FINL GROUP INC 0.1%

Value $12.04M Shares 197,625 Est. Cost $44.05 Unrealized +9.9%

— APTIV PLC 0.1%

Value $11.64M Shares 137,000 Est. Cost $84.83 Unrealized —

CL COLGATE PALMOLIVE CO 0.1%

Value $11.47M Shares 160,000 Est. Cost $59.71 Unrealized +0.0%

ABBV ABBVIE INC 0.1%

Value $11.38M Shares 120,200 Est. Cost $74.48 Unrealized +5.4%

AVY AVERY DENNISON CORP 0.1%

Value $11.31M Shares 106,447 Est. Cost $60.51 Unrealized +66.3%

CDNS CADENCE DESIGN SYSTEM INC 0.1%

Value $11.19M Shares 304,400 Est. Cost $35.59 Unrealized +14.6%

CHT CHUNGHWA TELECOM CO LTD 0.1%

Value $10.89M Shares 280,249 Est. Cost $34.58 Unrealized —

DE DEERE & CO 0.1%

Value $10.89M Shares 70,100 Est. Cost $103.66 Unrealized +38.9%

PRU PRUDENTIAL FINL INC 0.1%

Value $10.88M Shares 105,100 Est. Cost $71.07 Unrealized +8.5%

LNC LINCOLN NATL CORP IND 0.1%

Value $10.76M Shares 147,303 Est. Cost $47.36 Unrealized +18.2%

AFL AFLAC INC 0.1%

Value $10.52M Shares 240,448 Est. Cost $27.68 Unrealized +32.9%

DOV DOVER CORP 0.1%

Value $10.15M Shares 103,300 Est. Cost $61.31 Unrealized +18.2%

— UNILEVER N V 0.1%

Value $10.09M Shares 220,000 Est. Cost $56.85 Unrealized —

RJF RAYMOND JAMES FINANCIAL INC 0.1%

Value $10.04M Shares 112,300 Est. Cost $44.74 Unrealized +23.2%

HUN HUNTSMAN CORP 0.1%

Value $9.98M Shares 341,200 Est. Cost $24.88 Unrealized +31.5%

WMB WILLIAMS COS INC DEL 0.1%

Value $9.944M Shares 400,000 Est. Cost $18.93 Unrealized +0.7%

— LIBERTY INTERACTIVE CORP 0.1%

Value $9.919M Shares 394,095 Est. Cost $24.71 Unrealized —

— UNILEVER N V 0.1%

Value $9.746M Shares 172,825 Est. Cost $56.85 Unrealized —

LEA LEAR CORP 0.1%

Value $9.636M Shares 51,780 Est. Cost $89.44 Unrealized +79.6%

ADBE ADOBE SYS INC 0.1%

Value $9.572M Shares 44,300 Est. Cost $173.66 Unrealized +17.1%

— VMWARE INC 0.1%

Value $9.411M Shares 77,600 Est. Cost $121.28 Unrealized —

— CHINA MOBILE LIMITED 0.1%

Value $9.049M Shares 197,789 Est. Cost $55.76 Unrealized —

WMB WILLIAMS COS INC DEL 0.1%

Value $8.903M Shares 358,136 Est. Cost $18.93 Unrealized +0.7%

VLO VALERO ENERGY CORP NEW 0.1%

Value $8.83M Shares 95,186 Est. Cost $41.58 Unrealized +63.9%

DIS DISNEY WALT CO 0.1%

Value $8.68M Shares 86,419 Est. Cost $99.50 Unrealized +1.5%

TROW PRICE T ROWE GROUP INC 0.1%

Value $8.606M Shares 79,705 Est. Cost $50.93 Unrealized +61.8%

FTV FORTIVE CORP 0.1%

Value $8.566M Shares 110,500 Est. Cost $46.09 Unrealized 0.0%

BWA BORGWARNER INC 0.1%

Value $8.383M Shares 166,900 Est. Cost $40.28 Unrealized +1.9%

— PINNACLE FOODS INC DEL 0.1%

Value $8.372M Shares 154,748 Est. Cost $55.02 Unrealized —

BIIB BIOGEN INC 0.1%

Value $8.269M Shares 30,200 Est. Cost $308.48 Unrealized +0.6%

— MARATHON OIL CORP 0.1%

Value $8.235M Shares 510,524 Est. Cost $18.09 Unrealized —

— CHINA PETE & CHEM CORP 0.0%

Value $8.105M Shares 91,600 Est. Cost $81.91 Unrealized —

SLF SUN LIFE FINL INC 0.0%

Value $8.048M Shares 196,100 Est. Cost $42.16 Unrealized 0.0%

OC OWENS CORNING NEW 0.0%

Value $8.008M Shares 99,600 Est. Cost $77.92 Unrealized +11.8%

JLL JONES LANG LASALLE INC 0.0%

Value $7.901M Shares 45,243 Est. Cost $134.41 Unrealized +18.2%

HST HOST HOTELS & RESORTS INC 0.0%

Value $7.874M Shares 422,400 Est. Cost $13.14 Unrealized +10.1%

EMN EASTMAN CHEM CO 0.0%

Value $7.792M Shares 73,800 Est. Cost $64.71 Unrealized +19.1%

TAL TAL ED GROUP 0.0%

Value $7.787M Shares 209,954 Est. Cost $33.76 Unrealized —

NTAP NETAPP INC 0.0%

Value $7.687M Shares 124,600 Est. Cost $48.73 Unrealized +1.6%

KLAC KLA-TENCOR CORP 0.0%

Value $7.663M Shares 70,300 Est. Cost $87.22 Unrealized +13.1%

SWK STANLEY BLACK & DECKER INC 0.0%

Value $7.568M Shares 49,400 Est. Cost $130.80 Unrealized -0.5%

RF REGIONS FINL CORP NEW 0.0%

Value $7.491M Shares 403,200 Est. Cost $11.93 Unrealized +16.5%

DAN DANA INCORPORATED 0.0%

Value $7.336M Shares 284,800 Est. Cost $19.11 Unrealized +29.6%

FIZZ NATIONAL BEVERAGE CORP 0.0%

Value $7.122M Shares 80,000 Est. Cost $22.59 Unrealized +74.1%

— ANDEAVOR 0.0%

Value $7.12M Shares 70,805 Est. Cost $103.15 Unrealized —

ALB ALBEMARLE CORP 0.0%

Value $7.085M Shares 76,400 Est. Cost $98.71 Unrealized 0.0%

LKQ LKQ CORP 0.0%

Value $7.066M Shares 186,200 Est. Cost $35.07 Unrealized +3.9%

TSN TYSON FOODS INC 0.0%

Value $7.056M Shares 96,406 Est. Cost $61.52 Unrealized +0.0%

A AGILENT TECHNOLOGIES INC 0.0%

Value $7.004M Shares 104,700 Est. Cost $62.48 Unrealized +5.9%

FSLR FIRST SOLAR INC 0.0%

Value $6.977M Shares 98,300 Est. Cost $51.21 Unrealized +32.9%

MDLZ MONDELEZ INTL INC 0.0%

Value $6.846M Shares 164,055 Est. Cost $36.00 Unrealized -0.4%

DOX AMDOCS LTD 0.0%

Value $6.822M Shares 102,255 Est. Cost $47.18 Unrealized +21.6%

MAN MANPOWERGROUP INC 0.0%

Value $6.802M Shares 59,100 Est. Cost $118.26 Unrealized +4.5%

ARW ARROW ELECTRS INC 0.0%

Value $6.747M Shares 87,600 Est. Cost $80.66 Unrealized +0.6%

ADP AUTOMATIC DATA PROCESSING IN 0.0%

Value $6.71M Shares 59,127 Est. Cost $98.32 Unrealized +0.3%

CFG CITIZENS FINL GROUP INC 0.0%

Value $6.62M Shares 157,700 Est. Cost $32.31 Unrealized 0.0%

GAP GAP INC DEL 0.0%

Value $6.561M Shares 210,300 Est. Cost $24.80 Unrealized 0.0%

— MACQUARIE INFRASTRUCTURE COR 0.0%

Value $6.5M Shares 176,000 Est. Cost $36.93 Unrealized —

— CBS CORP NEW 0.0%

Value $6.475M Shares 126,000 Est. Cost $55.40 Unrealized —

TXT TEXTRON INC 0.0%

Value $6.434M Shares 109,100 Est. Cost $54.06 Unrealized +7.6%

TD TORONTO DOMINION BK ONT 0.0%

Value $6.38M Shares 112,500 Est. Cost $53.13 Unrealized +10.1%

DHI D R HORTON INC 0.0%

Value $6.348M Shares 144,800 Est. Cost $42.78 Unrealized 0.0%

QCOM QUALCOMM INC 0.0%

Value $6.095M Shares 110,000 Est. Cost $48.29 Unrealized +7.5%

TLK P T TELEKOMUNIKASI INDONESIA 0.0%

Value $5.905M Shares 223,500 Est. Cost $31.09 Unrealized —

IVZ INVESCO LTD 0.0%

Value $5.615M Shares 175,425 Est. Cost $24.34 Unrealized -2.9%

OSK OSHKOSH CORP 0.0%

Value $5.579M Shares 72,200 Est. Cost $69.21 Unrealized +8.4%

UNM UNUM GROUP 0.0%

Value $5.577M Shares 117,148 Est. Cost $46.86 Unrealized +11.5%

TMUS T MOBILE US INC 0.0%

Value $5.545M Shares 90,842 Est. Cost $60.44 Unrealized 0.0%

GRMN GARMIN LTD 0.0%

Value $5.528M Shares 93,800 Est. Cost $50.58 Unrealized 0.0%

— INGERSOLL-RAND PLC 0.0%

Value $5.49M Shares 64,200 Est. Cost $89.18 Unrealized —

MSCI MSCI INC 0.0%

Value $5.441M Shares 36,400 Est. Cost $115.96 Unrealized +13.8%

SEIC SEI INVESTMENTS CO 0.0%

Value $5.438M Shares 72,600 Est. Cost $61.90 Unrealized +8.6%

MOG/A MOOG INC 0.0%

Value $5.398M Shares 65,500 Est. Cost $70.38 Unrealized +13.3%

KO COCA COLA CO 0.0%

Value $5.342M Shares 123,000 Est. Cost $29.70 Unrealized +18.1%

TDY TELEDYNE TECHNOLOGIES INC 0.0%

Value $5.334M Shares 28,500 Est. Cost $155.32 Unrealized +21.7%

— CA INC 0.0%

Value $5.311M Shares 156,654 Est. Cost $31.06 Unrealized —

— TRINSEO S A 0.0%

Value $5.258M Shares 71,000 Est. Cost $69.34 Unrealized —

ON ON SEMICONDUCTOR CORP 0.0%

Value $5.23M Shares 213,800 Est. Cost $20.76 Unrealized +16.2%

NWSA NEWS CORP NEW 0.0%

Value $5.221M Shares 330,435 Est. Cost $12.56 Unrealized +19.8%

— OWENS ILL INC 0.0%

Value $5.066M Shares 233,900 Est. Cost $23.39 Unrealized —

— PINNACLE ENTMT INC NEW 0.0%

Value $5.034M Shares 166,949 Est. Cost $28.99 Unrealized —

KSS KOHLS CORP 0.0%

Value $5.01M Shares 76,475 Est. Cost $63.46 Unrealized 0.0%

— SEAGATE TECHNOLOGY PLC 0.0%

Value $4.922M Shares 84,100 Est. Cost $58.53 Unrealized —

XHR XENIA HOTELS & RESORTS INC 0.0%

Value $4.904M Shares 248,700 Est. Cost $19.61 Unrealized —

BR BROADRIDGE FINL SOLUTIONS IN 0.0%

Value $4.903M Shares 44,700 Est. Cost $86.94 Unrealized 0.0%

TDS TELEPHONE & DATA SYS INC 0.0%

Value $4.891M Shares 174,500 Est. Cost $28.07 Unrealized -3.2%

HIG HARTFORD FINL SVCS GROUP INC 0.0%

Value $4.888M Shares 94,875 Est. Cost $41.21 Unrealized +11.4%

CLX CLOROX CO DEL 0.0%

Value $4.859M Shares 36,500 Est. Cost $105.67 Unrealized +1.0%

— LUXOFT HLDG INC 0.0%

Value $4.844M Shares 118,300 Est. Cost $53.96 Unrealized —

HDB HDFC BANK LTD 0.0%

Value $4.813M Shares 48,732 Est. Cost $57.28 Unrealized —

INDA ISHARES TR 0.0%

Value $4.782M Shares 140,100 Est. Cost $31.48 Unrealized —

FAF FIRST AMERN FINL CORP 0.0%

Value $4.705M Shares 80,176 Est. Cost $29.12 Unrealized +54.5%

FITB FIFTH THIRD BANCORP 0.0%

Value $4.67M Shares 147,100 Est. Cost $19.28 Unrealized +25.5%

SCI SERVICE CORP INTL 0.0%

Value $4.65M Shares 123,200 Est. Cost $34.71 Unrealized +10.6%

BEN FRANKLIN RES INC 0.0%

Value $4.633M Shares 133,600 Est. Cost $27.59 Unrealized -5.1%

— ISRAEL CHEMICALS LTD 0.0%

Value $4.527M Shares 1,073,958 Est. Cost $4.11 Unrealized —

PEP PEPSICO INC 0.0%

Value $4.475M Shares 41,000 Est. Cost $69.90 Unrealized +27.7%

— BANCOLOMBIA S A 0.0%

Value $4.442M Shares 105,700 Est. Cost $43.35 Unrealized —

HAS HASBRO INC 0.0%

Value $4.43M Shares 52,553 Est. Cost $72.95 Unrealized -4.0%

— XEROX CORP 0.0%

Value $4.417M Shares 153,475 Est. Cost $30.63 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $4.412M Shares 149,600 Est. Cost $27.65 Unrealized +2.7%

— CONSTELLIUM NV 0.0%

Value $4.377M Shares 403,400 Est. Cost $10.90 Unrealized —

BPOP POPULAR INC 0.0%

Value $4.27M Shares 102,600 Est. Cost $30.91 Unrealized +5.7%

THC TENET HEALTHCARE CORP 0.0%

Value $4.204M Shares 173,361 Est. Cost $18.55 Unrealized +7.3%

MSI MOTOROLA SOLUTIONS INC 0.0%

Value $4.191M Shares 39,800 Est. Cost $91.54 Unrealized 0.0%

FHI FEDERATED INVS INC PA 0.0%

Value $4.185M Shares 125,300 Est. Cost $22.60 Unrealized +5.6%

— TENNECO INC 0.0%

Value $4.143M Shares 75,500 Est. Cost $57.22 Unrealized —

INTC INTEL CORP 0.0%

Value $4.142M Shares 79,539 Est. Cost $24.97 Unrealized +60.5%

ITT ITT INC 0.0%

Value $4.134M Shares 84,400 Est. Cost $50.31 Unrealized +4.9%

MTD METTLER TOLEDO INTERNATIONAL 0.0%

Value $4.083M Shares 7,100 Est. Cost $629.21 Unrealized -0.1%

— RED HAT INC 0.0%

Value $3.992M Shares 26,700 Est. Cost $120.10 Unrealized —

— E TRADE FINANCIAL CORP 0.0%

Value $3.973M Shares 71,700 Est. Cost $55.41 Unrealized —

RS RELIANCE STEEL & ALUMINUM CO 0.0%

Value $3.905M Shares 45,540 Est. Cost $77.83 Unrealized +14.7%

CPS COOPER STD HLDGS INC 0.0%

Value $3.893M Shares 31,700 Est. Cost $88.16 Unrealized +39.5%

LOPE GRAND CANYON ED INC 0.0%

Value $3.872M Shares 36,900 Est. Cost $62.88 Unrealized +53.6%

WWW WOLVERINE WORLD WIDE INC 0.0%

Value $3.835M Shares 132,700 Est. Cost $25.85 Unrealized +1.1%

AGCO AGCO CORP 0.0%

Value $3.803M Shares 58,644 Est. Cost $42.41 Unrealized +33.1%

HSBC HSBC HLDGS PLC 0.0%

Value $3.761M Shares 78,900 Est. Cost $45.69 Unrealized —

APLE APPLE HOSPITALITY REIT INC 0.0%

Value $3.748M Shares 213,300 Est. Cost $19.09 Unrealized —

CVSA ADTALEM GLOBAL ED INC 0.0%

Value $3.718M Shares 78,200 Est. Cost $37.11 Unrealized +26.0%

LDOS LEIDOS HLDGS INC 0.0%

Value $3.702M Shares 56,600 Est. Cost $46.60 Unrealized +26.2%

IBN ICICI BK LTD 0.0%

Value $3.686M Shares 416,520 Est. Cost $8.80 Unrealized —

MFC MANULIFE FINL CORP 0.0%

Value $3.67M Shares 197,600 Est. Cost $19.46 Unrealized +2.9%

ACCO ACCO BRANDS CORP 0.0%

Value $3.622M Shares 288,629 Est. Cost $5.96 Unrealized +46.7%

SIMO SILICON MOTION TECHNOLOGY CO 0.0%

Value $3.59M Shares 74,600 Est. Cost $48.12 Unrealized —

USFD US FOODS HLDG CORP 0.0%

Value $3.572M Shares 109,000 Est. Cost $32.68 Unrealized 0.0%

DLX DELUXE CORP 0.0%

Value $3.567M Shares 48,198 Est. Cost $40.12 Unrealized +28.0%

CNO CNO FINL GROUP INC 0.0%

Value $3.5M Shares 161,500 Est. Cost $19.32 Unrealized +1.7%

ITUB ITAU UNIBANCO HLDG SA 0.0%

Value $3.462M Shares 221,900 Est. Cost $12.93 Unrealized —

MLKN MILLER HERMAN INC 0.0%

Value $3.387M Shares 106,000 Est. Cost $29.10 Unrealized +6.3%

— JUMEI INTL HLDG LTD 0.0%

Value $3.361M Shares 1,158,881 Est. Cost $2.91 Unrealized —

BC BRUNSWICK CORP 0.0%

Value $3.296M Shares 55,500 Est. Cost $48.24 Unrealized +6.0%

NVR NVR INC 0.0%

Value $3.22M Shares 1,150 Est. Cost $3179.30 Unrealized 0.0%

AIT APPLIED INDL TECHNOLOGIES IN 0.0%

Value $3.157M Shares 43,300 Est. Cost $55.64 Unrealized +15.5%

MCHP MICROCHIP TECHNOLOGY INC 0.0%

Value $3.152M Shares 34,500 Est. Cost $38.90 Unrealized +2.3%

— MERITOR INC 0.0%

Value $3.047M Shares 148,200 Est. Cost $16.61 Unrealized —

CCK CROWN HOLDINGS INC 0.0%

Value $3.04M Shares 59,900 Est. Cost $56.20 Unrealized -9.7%

— TCF FINL CORP 0.0%

Value $3.027M Shares 132,700 Est. Cost $22.43 Unrealized —

GHC GRAHAM HLDGS CO 0.0%

Value $3.011M Shares 5,000 Est. Cost $545.91 Unrealized -0.8%

VC VISTEON CORP 0.0%

Value $2.954M Shares 26,800 Est. Cost $98.32 Unrealized +26.6%

AGRO ADECOAGRO S A 0.0%

Value $2.897M Shares 385,253 Est. Cost $9.35 Unrealized -13.0%

— BGC PARTNERS INC 0.0%

Value $2.839M Shares 211,100 Est. Cost $15.11 Unrealized —

— TECH DATA CORP 0.0%

Value $2.787M Shares 32,738 Est. Cost $71.29 Unrealized —

CSIQ CANADIAN SOLAR INC 0.0%

Value $2.773M Shares 170,463 Est. Cost $16.17 Unrealized -0.4%

— TWITTER INC 0.0%

Value $2.712M Shares 93,498 Est. Cost $25.30 Unrealized —

BRKR BRUKER CORP 0.0%

Value $2.672M Shares 89,300 Est. Cost $31.15 Unrealized +1.3%

RHP RYMAN HOSPITALITY PPTYS INC 0.0%

Value $2.641M Shares 34,100 Est. Cost $69.01 Unrealized —

KBH KB HOME 0.0%

Value $2.626M Shares 92,300 Est. Cost $26.28 Unrealized +6.5%

EME EMCOR GROUP INC 0.0%

Value $2.599M Shares 33,350 Est. Cost $63.44 Unrealized +21.2%

NTR NUTRIEN LTD 0.0%

Value $2.586M Shares 54,733 Est. Cost $38.37 Unrealized 0.0%

— CATALENT INC 0.0%

Value $2.579M Shares 62,800 Est. Cost $40.93 Unrealized —

BRC BRADY CORP 0.0%

Value $2.537M Shares 68,300 Est. Cost $32.38 Unrealized +2.2%

CSGS CSG SYS INTL INC 0.0%

Value $2.532M Shares 55,900 Est. Cost $35.47 Unrealized +9.5%

CYD CHINA YUCHAI INTL LTD 0.0%

Value $2.44M Shares 115,252 Est. Cost $15.00 Unrealized +3.8%

— VEON LTD 0.0%

Value $2.421M Shares 917,200 Est. Cost $3.84 Unrealized —

PENN PENN NATL GAMING INC 0.0%

Value $2.413M Shares 91,900 Est. Cost $28.89 Unrealized 0.0%

BIGGQ BIG LOTS INC 0.0%

Value $2.412M Shares 55,400 Est. Cost $39.92 Unrealized +10.3%

AEO AMERICAN EAGLE OUTFITTERS NE 0.0%

Value $2.398M Shares 120,300 Est. Cost $15.26 Unrealized 0.0%

BRSL INTERNATIONAL GAME TECHNOLOG 0.0%

Value $2.39M Shares 89,400 Est. Cost $16.91 Unrealized +2.3%

F FORD MTR CO DEL 0.0%

Value $2.379M Shares 214,700 Est. Cost $7.49 Unrealized -0.1%

PCH POTLATCHDELTIC CORPORATION 0.0%

Value $2.315M Shares 44,480 Est. Cost $50.53 Unrealized —

— SPX CORP 0.0%

Value $2.267M Shares 69,792 Est. Cost $29.39 Unrealized —

GYRO GYRODYNE LLC 0.0%

Value $2.263M Shares 113,088 Est. Cost $19.48 Unrealized +3.6%

EFA ISHARES TR 0.0%

Value $2.246M Shares 32,237 Est. Cost $62.99 Unrealized —

NWS NEWS CORP NEW 0.0%

Value $2.241M Shares 139,206 Est. Cost $12.90 Unrealized +19.1%

UVV UNIVERSAL CORP VA 0.0%

Value $2.216M Shares 45,700 Est. Cost $62.01 Unrealized -20.0%

— PENN VA CORP NEW 0.0%

Value $2.203M Shares 62,861 Est. Cost $43.10 Unrealized —

CXW CORECIVIC INC 0.0%

Value $2.194M Shares 112,400 Est. Cost $24.00 Unrealized -27.3%

PPC PILGRIMS PRIDE CORP NEW 0.0%

Value $2.116M Shares 86,000 Est. Cost $31.10 Unrealized -13.7%

BTI BRITISH AMERN TOB PLC 0.0%

Value $2.088M Shares 36,200 Est. Cost $121.62 Unrealized —

NSIT INSIGHT ENTERPRISES INC 0.0%

Value $2.064M Shares 59,102 Est. Cost $33.18 Unrealized +9.0%

PRGS PROGRESS SOFTWARE CORP 0.0%

Value $2.049M Shares 53,300 Est. Cost $40.33 Unrealized +13.6%

— SODASTREAM INTERNATIONAL LTD 0.0%

Value $2.048M Shares 22,300 Est. Cost $60.95 Unrealized —

— REALOGY HLDGS CORP 0.0%

Value $2.046M Shares 75,000 Est. Cost $27.43 Unrealized —

LYV LIVE NATION ENTERTAINMENT IN 0.0%

Value $2.044M Shares 48,500 Est. Cost $44.35 Unrealized 0.0%

BCC BOISE CASCADE CO DEL 0.0%

Value $2.007M Shares 52,000 Est. Cost $21.36 Unrealized +30.7%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $1.975M Shares 106,200 Est. Cost $16.75 Unrealized +2.1%

NYT NEW YORK TIMES CO 0.0%

Value $1.969M Shares 81,700 Est. Cost $17.29 Unrealized +24.0%

— IAC INTERACTIVECORP 0.0%

Value $1.939M Shares 12,400 Est. Cost $127.80 Unrealized —

WLY WILEY JOHN & SONS INC 0.0%

Value $1.854M Shares 29,100 Est. Cost $50.25 Unrealized 0.0%

— BRIGGS & STRATTON CORP 0.0%

Value $1.852M Shares 86,500 Est. Cost $23.48 Unrealized —

MOV MOVADO GROUP INC 0.0%

Value $1.836M Shares 47,800 Est. Cost $30.46 Unrealized +4.8%

BSBR BANCO SANTANDER BRASIL S A 0.0%

Value $1.808M Shares 150,400 Est. Cost $12.02 Unrealized —

KOP KOPPERS HOLDINGS INC 0.0%

Value $1.808M Shares 44,000 Est. Cost $41.36 Unrealized +3.1%

ENVA ENOVA INTL INC 0.0%

Value $1.788M Shares 81,100 Est. Cost $15.91 Unrealized +26.4%

— EXTERRAN CORP 0.0%

Value $1.783M Shares 66,778 Est. Cost $20.69 Unrealized —

LPX LOUISIANA PAC CORP 0.0%

Value $1.781M Shares 61,900 Est. Cost $27.96 Unrealized +2.5%

AGM FEDERAL AGRIC MTG CORP 0.0%

Value $1.775M Shares 20,400 Est. Cost $45.07 Unrealized +37.0%

GEO GEO GROUP INC NEW 0.0%

Value $1.746M Shares 85,300 Est. Cost $21.42 Unrealized -27.3%

IPAR INTER PARFUMS INC 0.0%

Value $1.74M Shares 36,900 Est. Cost $38.35 Unrealized +18.2%

ICFI ICF INTL INC 0.0%

Value $1.718M Shares 29,400 Est. Cost $49.61 Unrealized +13.7%

GPI GROUP 1 AUTOMOTIVE INC 0.0%

Value $1.673M Shares 25,600 Est. Cost $74.03 Unrealized 0.0%

— MICHAELS COS INC 0.0%

Value $1.65M Shares 83,700 Est. Cost $19.71 Unrealized —

— M D C HLDGS INC 0.0%

Value $1.649M Shares 59,044 Est. Cost $30.60 Unrealized —

C CITIGROUP INC 0.0%

Value $1.64M Shares 24,300 Est. Cost $38.66 Unrealized +49.1%

— GANNETT CO INC 0.0%

Value $1.636M Shares 163,900 Est. Cost $11.02 Unrealized —

— TIM PARTICIPACOES S A 0.0%

Value $1.573M Shares 72,600 Est. Cost $19.85 Unrealized —

AD UNITED STATES CELLULAR CORP 0.0%

Value $1.555M Shares 38,700 Est. Cost $21.78 Unrealized -1.3%

MOD MODINE MFG CO 0.0%

Value $1.544M Shares 73,000 Est. Cost $20.93 Unrealized +8.7%

— CITRIX SYS INC 0.0%

Value $1.529M Shares 16,478 Est. Cost $76.53 Unrealized —

BBY BEST BUY INC 0.0%

Value $1.512M Shares 21,600 Est. Cost $31.63 Unrealized +69.5%

SBS COMPANHIA DE SANEAMENTO BASI 0.0%

Value $1.506M Shares 142,200 Est. Cost $9.97 Unrealized —

— SEACOR HOLDINGS INC 0.0%

Value $1.477M Shares 28,900 Est. Cost $46.21 Unrealized —

SCHL SCHOLASTIC CORP 0.0%

Value $1.464M Shares 37,700 Est. Cost $33.74 Unrealized -5.4%

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

Value $1.448M Shares 21,800 Est. Cost $72.75 Unrealized —

— ROWAN COMPANIES PLC 0.0%

Value $1.437M Shares 124,500 Est. Cost $16.25 Unrealized —

— ENSCO PLC 0.0%

Value $1.424M Shares 324,384 Est. Cost $7.90 Unrealized —

— VEDANTA LTD 0.0%

Value $1.421M Shares 80,900 Est. Cost $17.70 Unrealized —

— DENBURY RES INC 0.0%

Value $1.404M Shares 512,408 Est. Cost $3.21 Unrealized —

CENTA CENTRAL GARDEN & PET CO 0.0%

Value $1.367M Shares 34,500 Est. Cost $23.97 Unrealized +25.4%

— HOSPITALITY PPTYS TR 0.0%

Value $1.323M Shares 52,200 Est. Cost $28.96 Unrealized —

— LAZARD LTD 0.0%

Value $1.314M Shares 25,000 Est. Cost $52.50 Unrealized —

BAK BRASKEM S A 0.0%

Value $1.307M Shares 45,100 Est. Cost $27.69 Unrealized —

RDY DR REDDYS LABS LTD 0.0%

Value $1.304M Shares 39,900 Est. Cost $34.83 Unrealized —

CIG COMPANHIA ENERGETICA DE MINA 0.0%

Value $1.275M Shares 494,239 Est. Cost $6.33 Unrealized —

PLCE CHILDRENS PL INC 0.0%

Value $1.271M Shares 9,400 Est. Cost $139.55 Unrealized +4.2%

— RENEWABLE ENERGY GROUP INC 0.0%

Value $1.26M Shares 98,400 Est. Cost $12.25 Unrealized —

— RAYTHEON CO 0.0%

Value $1.252M Shares 5,800 Est. Cost $187.80 Unrealized —

JOUT JOHNSON OUTDOORS INC 0.0%

Value $1.246M Shares 20,100 Est. Cost $64.91 Unrealized -1.5%

NPKI NEWPARK RES INC 0.0%

Value $1.245M Shares 153,700 Est. Cost $9.05 Unrealized -3.3%

— AMERICAN NATL INS CO 0.0%

Value $1.24M Shares 10,600 Est. Cost $113.16 Unrealized —

LSTR LANDSTAR SYS INC 0.0%

Value $1.217M Shares 11,100 Est. Cost $101.46 Unrealized —

— ROYAL DUTCH SHELL PLC 0.0%

Value $1.193M Shares 18,200 Est. Cost $68.28 Unrealized —

MUR MURPHY OIL CORP 0.0%

Value $1.191M Shares 46,100 Est. Cost $23.27 Unrealized -6.7%

AMGN AMGEN INC 0.0%

Value $1.176M Shares 6,900 Est. Cost $128.41 Unrealized +12.5%

— SYKES ENTERPRISES INC 0.0%

Value $1.157M Shares 39,986 Est. Cost $29.10 Unrealized —

— PREFERRED APT CMNTYS INC 0.0%

Value $1.151M Shares 81,100 Est. Cost $19.26 Unrealized —

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $1.12M Shares 44,800 Est. Cost $19.13 Unrealized +9.8%

— TOWER INTL INC 0.0%

Value $1.092M Shares 39,365 Est. Cost $22.58 Unrealized —

LZB LA Z BOY INC 0.0%

Value $1.084M Shares 36,200 Est. Cost $30.69 Unrealized 0.0%

PCG PG&E CORP 0.0%

Value $1.072M Shares 24,400 Est. Cost $41.94 Unrealized 0.0%

AZN ASTRAZENECA PLC 0.0%

Value $1.021M Shares 29,200 Est. Cost $34.23 Unrealized —

— LEGG MASON INC 0.0%

Value $1.004M Shares 24,700 Est. Cost $41.85 Unrealized —

— JUNIPER NETWORKS INC 0.0%

Value $998K Shares 41,000 Est. Cost $27.84 Unrealized —

— COMPANHIA PARANAENSE ENERG C 0.0%

Value $988K Shares 125,700 Est. Cost $7.86 Unrealized —

TKR TIMKEN CO 0.0%

Value $985K Shares 21,600 Est. Cost $48.13 Unrealized 0.0%

V VISA INC 0.0%

Value $954K Shares 7,977 Est. Cost $109.03 Unrealized +5.3%

CAT CATERPILLAR INC DEL 0.0%

Value $928K Shares 6,300 Est. Cost $116.31 Unrealized +14.4%

NRG NRG ENERGY INC 0.0%

Value $925K Shares 30,300 Est. Cost $21.66 Unrealized +6.0%

— KRATON CORPORATION 0.0%

Value $906K Shares 19,000 Est. Cost $48.16 Unrealized —

— NOBLE CORP PLC 0.0%

Value $895K Shares 241,300 Est. Cost $7.25 Unrealized —

— TATA MTRS LTD 0.0%

Value $894K Shares 34,800 Est. Cost $25.69 Unrealized —

BDC BELDEN INC 0.0%

Value $889K Shares 12,900 Est. Cost $80.54 Unrealized -7.0%

PLUS EPLUS INC 0.0%

Value $877K Shares 11,282 Est. Cost $29.37 Unrealized +31.2%

ALL ALLSTATE CORP 0.0%

Value $870K Shares 9,175 Est. Cost $78.38 Unrealized +3.0%

QUAD QUAD / GRAPHICS INC 0.0%

Value $870K Shares 34,300 Est. Cost $24.36 Unrealized -0.0%

HD HOME DEPOT INC 0.0%

Value $856K Shares 4,800 Est. Cost $93.98 Unrealized +64.6%

— ESTERLINE TECHNOLOGIES CORP 0.0%

Value $841K Shares 11,500 Est. Cost $88.15 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.0%

Value $837K Shares 51,200 Est. Cost $13.07 Unrealized —

RM REGIONAL MGMT CORP 0.0%

Value $835K Shares 26,212 Est. Cost $12.93 Unrealized +89.1%

ETN EATON CORP PLC 0.0%

Value $831K Shares 10,400 Est. Cost $67.00 Unrealized +4.9%

— BLUCORA INC 0.0%

Value $817K Shares 33,200 Est. Cost $24.24 Unrealized —

NSP INSPERITY INC 0.0%

Value $814K Shares 11,700 Est. Cost $52.97 Unrealized 0.0%

EBS EMERGENT BIOSOLUTIONS INC 0.0%

Value $811K Shares 15,400 Est. Cost $42.09 Unrealized +18.4%

TGNA TEGNA INC 0.0%

Value $809K Shares 71,000 Est. Cost $13.66 Unrealized 0.0%

KEYS KEYSIGHT TECHNOLOGIES INC 0.0%

Value $802K Shares 15,300 Est. Cost $43.20 Unrealized +10.6%

PDM PIEDMONT OFFICE REALTY TR IN 0.0%

Value $802K Shares 45,600 Est. Cost $18.11 Unrealized —

— MITEL NETWORKS CORP 0.0%

Value $802K Shares 86,400 Est. Cost $8.23 Unrealized —

PG PROCTER AND GAMBLE CO 0.0%

Value $801K Shares 10,100 Est. Cost $70.65 Unrealized -3.9%

— DIAMOND OFFSHORE DRILLING IN 0.0%

Value $799K Shares 54,500 Est. Cost $19.17 Unrealized —

MTW MANITOWOC CO INC 0.0%

Value $794K Shares 27,900 Est. Cost $38.67 Unrealized -11.3%

— TIER REIT INC 0.0%

Value $787K Shares 42,600 Est. Cost $19.69 Unrealized —

— LIBERTY TRIPADVISOR HLDGS IN 0.0%

Value $779K Shares 72,500 Est. Cost $10.55 Unrealized —

— RUDOLPH TECHNOLOGIES INC 0.0%

Value $778K Shares 28,100 Est. Cost $23.91 Unrealized —

EXC EXELON CORP 0.0%

Value $765K Shares 19,600 Est. Cost $19.95 Unrealized +2.9%

DIOD DIODES INC 0.0%

Value $746K Shares 24,500 Est. Cost $30.81 Unrealized -2.8%

SLAB SILICON LABORATORIES INC 0.0%

Value $746K Shares 8,300 Est. Cost $89.86 Unrealized +5.0%

TMO THERMO FISHER SCIENTIFIC INC 0.0%

Value $743K Shares 3,600 Est. Cost $182.80 Unrealized +12.4%

WK WORKIVA INC 0.0%

Value $732K Shares 30,900 Est. Cost $21.99 Unrealized +4.6%

OXM OXFORD INDS INC 0.0%

Value $723K Shares 9,700 Est. Cost $80.11 Unrealized 0.0%

GD GENERAL DYNAMICS CORP 0.0%

Value $716K Shares 3,240 Est. Cost $146.22 Unrealized +24.5%

— LUMINEX CORP DEL 0.0%

Value $714K Shares 33,900 Est. Cost $19.77 Unrealized —

SNX SYNNEX CORP 0.0%

Value $710K Shares 6,000 Est. Cost $54.07 Unrealized +4.7%

OMAB GRUPO AEROPORTUARIO CTR NORT 0.0%

Value $709K Shares 18,000 Est. Cost $39.39 Unrealized —

GILD GILEAD SCIENCES INC 0.0%

Value $701K Shares 9,300 Est. Cost $55.90 Unrealized +5.4%

OM2 ORTHOFIX INTL N V 0.0%

Value $699K Shares 11,900 Est. Cost $56.42 Unrealized —

NI NISOURCE INC 0.0%

Value $691K Shares 28,900 Est. Cost $20.16 Unrealized -9.2%

SKYW SKYWEST INC 0.0%

Value $685K Shares 12,600 Est. Cost $29.04 Unrealized +90.4%

LAUR LAUREATE EDUCATION INC 0.0%

Value $685K Shares 49,800 Est. Cost $13.98 Unrealized +0.5%

— PRA HEALTH SCIENCES INC 0.0%

Value $680K Shares 8,200 Est. Cost $78.54 Unrealized —

SRI STONERIDGE INC 0.0%

Value $679K Shares 24,600 Est. Cost $24.42 Unrealized 0.0%

KELYA KELLY SVCS INC 0.0%

Value $677K Shares 23,300 Est. Cost $24.80 Unrealized +5.7%

BMY BRISTOL MYERS SQUIBB CO 0.0%

Value $677K Shares 10,700 Est. Cost $46.46 Unrealized +3.5%

UTHR UNITED THERAPEUTICS CORP DEL 0.0%

Value $674K Shares 6,000 Est. Cost $132.81 Unrealized -4.3%

— CONVERGYS CORP 0.0%

Value $674K Shares 29,800 Est. Cost $23.45 Unrealized —

SEM SELECT MED HLDGS CORP 0.0%

Value $668K Shares 38,700 Est. Cost $8.80 Unrealized -0.4%

— REXNORD CORP NEW 0.0%

Value $668K Shares 22,500 Est. Cost $25.48 Unrealized —

RVTY PERKINELMER INC 0.0%

Value $666K Shares 8,800 Est. Cost $72.11 Unrealized +5.0%

— CHESAPEAKE ENERGY CORP 0.0%

Value $666K Shares 220,502 Est. Cost $5.53 Unrealized —

AMCX AMC NETWORKS INC 0.0%

Value $662K Shares 12,800 Est. Cost $53.39 Unrealized -2.8%

SAH SONIC AUTOMOTIVE INC 0.0%

Value $661K Shares 34,900 Est. Cost $20.32 Unrealized -0.7%

LNTH LANTHEUS HLDGS INC 0.0%

Value $658K Shares 41,400 Est. Cost $20.14 Unrealized -3.2%

BA BOEING CO 0.0%

Value $656K Shares 2,000 Est. Cost $220.44 Unrealized +46.5%

— VERINT SYS INC 0.0%

Value $656K Shares 15,400 Est. Cost $41.86 Unrealized —

BIO BIO RAD LABS INC 0.0%

Value $650K Shares 2,600 Est. Cost $242.79 Unrealized +4.9%

MEDP MEDPACE HLDGS INC 0.0%

Value $649K Shares 18,600 Est. Cost $36.53 Unrealized 0.0%

— FLAGSTAR BANCORP INC 0.0%

Value $648K Shares 18,300 Est. Cost $37.36 Unrealized —

HVT HAVERTY FURNITURE INC 0.0%

Value $641K Shares 31,800 Est. Cost $23.73 Unrealized -9.5%

— HALYARD HEALTH INC 0.0%

Value $641K Shares 13,900 Est. Cost $42.67 Unrealized —

DRH DIAMONDROCK HOSPITALITY CO 0.0%

Value $636K Shares 60,900 Est. Cost $10.96 Unrealized —

PRSU VIAD CORP 0.0%

Value $635K Shares 12,100 Est. Cost $53.68 Unrealized 0.0%

ACIW ACI WORLDWIDE INC 0.0%

Value $633K Shares 26,700 Est. Cost $23.64 Unrealized 0.0%

— MCDERMOTT INTL INC 0.0%

Value $631K Shares 103,600 Est. Cost $6.76 Unrealized —

VALE VALE S A 0.0%

Value $630K Shares 49,495 Est. Cost $10.68 Unrealized —

HLI HOULIHAN LOKEY INC 0.0%

Value $624K Shares 14,000 Est. Cost $40.27 Unrealized 0.0%

— UNIVERSAL FST PRODS INC 0.0%

Value $620K Shares 19,100 Est. Cost $42.06 Unrealized —

MCRI MONARCH CASINO & RESORT INC 0.0%

Value $617K Shares 14,600 Est. Cost $44.35 Unrealized -1.1%

DTE DTE ENERGY CO 0.0%

Value $616K Shares 5,900 Est. Cost $67.91 Unrealized -1.0%

— ADTRAN INC 0.0%

Value $614K Shares 39,500 Est. Cost $18.40 Unrealized —

— DDR CORP 0.0%

Value $614K Shares 83,700 Est. Cost $7.34 Unrealized —

CNA CNA FINL CORP 0.0%

Value $612K Shares 12,400 Est. Cost $26.09 Unrealized +13.7%

— CARE COM INC 0.0%

Value $610K Shares 37,500 Est. Cost $17.98 Unrealized —

MERC MERCER INTL INC 0.0%

Value $609K Shares 48,900 Est. Cost $9.31 Unrealized +10.4%

CNP CENTERPOINT ENERGY INC 0.0%

Value $608K Shares 22,200 Est. Cost $18.05 Unrealized +18.9%

CLDT CHATHAM LODGING TR 0.0%

Value $605K Shares 31,600 Est. Cost $22.76 Unrealized —

AROC ARCHROCK INC 0.0%

Value $596K Shares 68,100 Est. Cost $6.83 Unrealized -10.9%

— TPG SPECIALTY LENDING INC 0.0%

Value $593K Shares 33,200 Est. Cost $19.79 Unrealized —

CENT CENTRAL GARDEN & PET CO 0.0%

Value $593K Shares 13,790 Est. Cost $17.95 Unrealized +72.2%

HY HYSTER YALE MATLS HANDLING I 0.0%

Value $589K Shares 8,428 Est. Cost $59.98 Unrealized +5.9%

EXEL EXELIXIS INC 0.0%

Value $583K Shares 26,300 Est. Cost $27.64 Unrealized 0.0%

— K12 INC 0.0%

Value $580K Shares 40,900 Est. Cost $15.89 Unrealized —

UMC UNITED MICROELECTRONICS CORP 0.0%

Value $578K Shares 223,200 Est. Cost $1.87 Unrealized —

PFGC PERFORMANCE FOOD GROUP CO 0.0%

Value $576K Shares 19,300 Est. Cost $29.33 Unrealized +9.3%

APAM ARTISAN PARTNERS ASSET MGMT 0.0%

Value $569K Shares 17,100 Est. Cost $17.01 Unrealized -0.0%

VZ VERIZON COMMUNICATIONS INC 0.0%

Value $569K Shares 11,900 Est. Cost $28.27 Unrealized +16.8%

— ANALOGIC CORP 0.0%

Value $566K Shares 5,900 Est. Cost $95.93 Unrealized —

MYGN MYRIAD GENETICS INC 0.0%

Value $564K Shares 19,100 Est. Cost $33.76 Unrealized +0.2%

— TIVO CORP 0.0%

Value $562K Shares 41,500 Est. Cost $15.59 Unrealized —

— TRIPLE-S MGMT CORP 0.0%

Value $559K Shares 21,400 Est. Cost $25.34 Unrealized —

— EVERI HLDGS INC 0.0%

Value $556K Shares 84,600 Est. Cost $7.59 Unrealized —

MED MEDIFAST INC 0.0%

Value $551K Shares 5,900 Est. Cost $60.45 Unrealized 0.0%

CHE CHEMED CORP NEW 0.0%

Value $546K Shares 2,000 Est. Cost $131.90 Unrealized +95.7%

ENTA ENANTA PHARMACEUTICALS INC 0.0%

Value $542K Shares 6,700 Est. Cost $50.07 Unrealized +53.7%

AVD AMERICAN VANGUARD CORP 0.0%

Value $537K Shares 26,600 Est. Cost $20.00 Unrealized 0.0%

— CAPELLA EDUCATION COMPANY 0.0%

Value $533K Shares 6,100 Est. Cost $80.34 Unrealized —

CWH CAMPING WORLD HLDGS INC 0.0%

Value $526K Shares 16,300 Est. Cost $27.14 Unrealized 0.0%

NTGR NETGEAR INC 0.0%

Value $526K Shares 9,200 Est. Cost $38.17 Unrealized 0.0%

RIG TRANSOCEAN LTD 0.0%

Value $519K Shares 52,400 Est. Cost $10.37 Unrealized -0.7%

BHE BENCHMARK ELECTRS INC 0.0%

Value $519K Shares 17,400 Est. Cost $25.88 Unrealized -3.6%

— WEB COM GROUP INC 0.0%

Value $514K Shares 28,400 Est. Cost $21.86 Unrealized —

— CAREER EDUCATION CORP 0.0%

Value $506K Shares 38,500 Est. Cost $13.14 Unrealized —

ROK ROCKWELL AUTOMATION INC 0.0%

Value $504K Shares 2,894 Est. Cost $125.41 Unrealized +30.7%

— SILICONWARE PRECISION INDS L 0.0%

Value $496K Shares 57,300 Est. Cost $7.42 Unrealized —

— RESOLUTE FST PRODS INC 0.0%

Value $475K Shares 57,200 Est. Cost $8.30 Unrealized —

— TUPPERWARE BRANDS CORP 0.0%

Value $464K Shares 9,600 Est. Cost $56.09 Unrealized —

— FIBRIA CELULOSE S A 0.0%

Value $447K Shares 22,900 Est. Cost $19.52 Unrealized —

— AVIANCA HLDGS SA 0.0%

Value $445K Shares 52,500 Est. Cost $8.48 Unrealized —

GOLF ACUSHNET HOLDINGS CORP 0.0%

Value $436K Shares 18,900 Est. Cost $21.74 Unrealized 0.0%

— DONNELLEY R R & SONS CO 0.0%

Value $435K Shares 49,800 Est. Cost $10.93 Unrealized —

INN SUMMIT HOTEL PPTYS INC 0.0%

Value $430K Shares 31,600 Est. Cost $18.39 Unrealized —

CTMX CYTOMX THERAPEUTICS INC 0.0%

Value $424K Shares 14,900 Est. Cost $20.73 Unrealized +37.7%

— BRIGHTSPHERE INVESTMNT GRP P 0.0%

Value $413K Shares 26,200 Est. Cost $15.76 Unrealized —

— DRIL-QUIP INC 0.0%

Value $403K Shares 9,000 Est. Cost $47.67 Unrealized —

BTE BAYTEX ENERGY CORP 0.0%

Value $398K Shares 145,100 Est. Cost $2.88 Unrealized -3.9%

— LIBERTY EXPEDIA HOLDINGS 0.0%

Value $397K Shares 10,100 Est. Cost $39.31 Unrealized —

COF CAPITAL ONE FINL CORP 0.0%

Value $393K Shares 4,100 Est. Cost $62.11 Unrealized +39.9%

— COSAN LTD 0.0%

Value $391K Shares 37,600 Est. Cost $10.40 Unrealized —

ABG ASBURY AUTOMOTIVE GROUP INC 0.0%

Value $385K Shares 5,700 Est. Cost $57.49 Unrealized +20.1%

— JUST ENERGY GROUP INC 0.0%

Value $378K Shares 85,700 Est. Cost $4.82 Unrealized —

— DELPHI TECHNOLOGIES PLC 0.0%

Value $376K Shares 7,900 Est. Cost $47.59 Unrealized —

— ACTIVISION BLIZZARD INC 0.0%

Value $371K Shares 5,500 Est. Cost $37.74 Unrealized —

PK PARK HOTELS RESORTS INC 0.0%

Value $367K Shares 13,600 Est. Cost $26.99 Unrealized —

— NUTRI SYS INC NEW 0.0%

Value $367K Shares 13,600 Est. Cost $48.63 Unrealized —

AIR AAR CORP 0.0%

Value $366K Shares 8,300 Est. Cost $34.12 Unrealized +19.4%

TTEC TTEC HLDGS INC 0.0%

Value $362K Shares 11,800 Est. Cost $37.11 Unrealized 0.0%

MCS MARCUS CORP 0.0%

Value $358K Shares 11,800 Est. Cost $30.24 Unrealized -9.2%

— TRUSTCO BK CORP N Y 0.0%

Value $354K Shares 41,900 Est. Cost $8.29 Unrealized —

RGA REINSURANCE GROUP AMER INC 0.0%

Value $354K Shares 2,300 Est. Cost $157.16 Unrealized 0.0%

VVX VECTRUS INC 0.0%

Value $354K Shares 9,500 Est. Cost $31.98 Unrealized +1.2%

— WELLCARE HEALTH PLANS INC 0.0%

Value $349K Shares 1,800 Est. Cost $142.84 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.0%

Value $348K Shares 2,266 Est. Cost $108.79 Unrealized -1.4%

THO THOR INDS INC 0.0%

Value $346K Shares 3,000 Est. Cost $51.22 Unrealized +120.7%

— SYSTEMAX INC 0.0%

Value $343K Shares 12,000 Est. Cost $28.91 Unrealized —

IAG IAMGOLD CORP 0.0%

Value $339K Shares 65,300 Est. Cost $4.11 Unrealized +36.2%

MRTN MARTEN TRANS LTD 0.0%

Value $327K Shares 14,333 Est. Cost $8.44 Unrealized +47.0%

SHO SUNSTONE HOTEL INVS INC NEW 0.0%

Value $324K Shares 21,300 Est. Cost $16.07 Unrealized —

AEE AMEREN CORP 0.0%

Value $311K Shares 5,500 Est. Cost $48.63 Unrealized -9.2%

— PLY GEM HLDGS INC 0.0%

Value $302K Shares 14,000 Est. Cost $17.07 Unrealized —

IFF INTERNATIONAL FLAVORS&FRAGRA 0.0%

Value $301K Shares 2,200 Est. Cost $118.06 Unrealized 0.0%

— ENDURANCE INTL GROUP HLDGS I 0.0%

Value $297K Shares 40,200 Est. Cost $8.27 Unrealized —

THG HANOVER INS GROUP INC 0.0%

Value $295K Shares 2,500 Est. Cost $62.39 Unrealized +41.8%

— SPEEDWAY MOTORSPORTS INC 0.0%

Value $294K Shares 16,500 Est. Cost $18.85 Unrealized —

ASR GRUPO AEROPORTUARIO DEL SURE 0.0%

Value $290K Shares 1,700 Est. Cost $170.59 Unrealized —

CHH CHOICE HOTELS INTL INC 0.0%

Value $281K Shares 3,500 Est. Cost $58.26 Unrealized +29.3%

— QUALITY SYS INC 0.0%

Value $272K Shares 19,900 Est. Cost $15.51 Unrealized —

— INFRAREIT INC 0.0%

Value $268K Shares 13,800 Est. Cost $19.16 Unrealized —

DAR DARLING INGREDIENTS INC 0.0%

Value $261K Shares 15,100 Est. Cost $15.89 Unrealized +14.3%

— ATLAS AIR WORLDWIDE HLDGS IN 0.0%

Value $260K Shares 4,300 Est. Cost $42.27 Unrealized —

RCL ROYAL CARIBBEAN CRUISES LTD 0.0%

Value $259K Shares 2,200 Est. Cost $103.13 Unrealized +13.8%

HELE HELEN OF TROY CORP LTD 0.0%

Value $252K Shares 2,900 Est. Cost $95.02 Unrealized -4.2%

CALY CALLAWAY GOLF CO 0.0%

Value $252K Shares 15,400 Est. Cost $15.14 Unrealized 0.0%

TRMB TRIMBLE INC 0.0%

Value $244K Shares 6,800 Est. Cost $40.29 Unrealized 0.0%

LYB LYONDELLBASELL INDUSTRIES N 0.0%

Value $243K Shares 2,300 Est. Cost $68.99 Unrealized 0.0%

VLRS CONTROLADORA VUELA CIA DE AV 0.0%

Value $239K Shares 29,300 Est. Cost $8.16 Unrealized —

RDN RADIAN GROUP INC 0.0%

Value $234K Shares 12,300 Est. Cost $17.43 Unrealized 0.0%

DGX QUEST DIAGNOSTICS INC 0.0%

Value $231K Shares 2,300 Est. Cost $83.93 Unrealized +4.3%

— RETAIL PPTYS AMER INC 0.0%

Value $230K Shares 19,700 Est. Cost $13.44 Unrealized —

— WABCO HLDGS INC 0.0%

Value $228K Shares 1,700 Est. Cost $134.12 Unrealized —

CACI CACI INTL INC 0.0%

Value $227K Shares 1,500 Est. Cost $113.20 Unrealized +29.1%

LOW LOWES COS INC 0.0%

Value $226K Shares 2,572 Est. Cost $81.91 Unrealized 0.0%

LPLA LPL FINL HLDGS INC 0.0%

Value $220K Shares 3,600 Est. Cost $46.02 Unrealized +34.7%

PAG PENSKE AUTOMOTIVE GRP INC 0.0%

Value $213K Shares 4,800 Est. Cost $48.63 Unrealized -0.3%

— HEIDRICK & STRUGGLES INTL IN 0.0%

Value $209K Shares 6,700 Est. Cost $31.19 Unrealized —

GFI GOLD FIELDS LTD NEW 0.0%

Value $208K Shares 51,700 Est. Cost $4.02 Unrealized —

BKNG BOOKING HLDGS INC 0.0%

Value $208K Shares 100 Est. Cost $1933.58 Unrealized 0.0%

— TOTAL SYS SVCS INC 0.0%

Value $207K Shares 2,400 Est. Cost $86.25 Unrealized —

NKE NIKE INC 0.0%

Value $206K Shares 3,100 Est. Cost $59.62 Unrealized 0.0%

CULP CULP INC 0.0%

Value $205K Shares 6,700 Est. Cost $23.19 Unrealized +15.5%

BANF BANCFIRST CORP 0.0%

Value $202K Shares 3,800 Est. Cost $41.18 Unrealized +12.5%

— VONAGE HLDGS CORP 0.0%

Value $200K Shares 18,800 Est. Cost $6.47 Unrealized —

— NEW SR INVT GROUP INC 0.0%

Value $191K Shares 23,400 Est. Cost $10.18 Unrealized —

WIT WIPRO LTD 0.0%

Value $180K Shares 34,900 Est. Cost $6.33 Unrealized —

— CELESTICA INC 0.0%

Value $168K Shares 16,200 Est. Cost $10.99 Unrealized —

MTG MGIC INVT CORP WIS 0.0%

Value $165K Shares 12,700 Est. Cost $10.75 Unrealized +31.7%

BBD BANCO BRADESCO S A 0.0%

Value $165K Shares 13,900 Est. Cost $11.87 Unrealized —

MPT MEDICAL PPTYS TRUST INC 0.0%

Value $139K Shares 10,700 Est. Cost $13.74 Unrealized —

— AU OPTRONICS CORP 0.0%

Value $133K Shares 29,000 Est. Cost $3.27 Unrealized —

— SHILOH INDS INC 0.0%

Value $124K Shares 14,200 Est. Cost $8.73 Unrealized —

LSAK NET 1 UEPS TECHNOLOGIES INC 0.0%

Value $114K Shares 12,100 Est. Cost $10.56 Unrealized +3.3%

— ADVANCED SEMICONDUCTOR ENGR 0.0%

Value $102K Shares 14,100 Est. Cost $5.77 Unrealized —

— DRIVE SHACK INC 0.0%

Value $88,000 Shares 18,480 Est. Cost $3.73 Unrealized —

— RENREN INC 0.0%

Value $85,000 Shares 10,100 Est. Cost $10.40 Unrealized —

— BRIDGEPOINT ED INC 0.0%

Value $83,000 Shares 12,300 Est. Cost $7.24 Unrealized —

— TURQUOISE HILL RES LTD 0.0%

Value $40,000 Shares 13,100 Est. Cost $3.21 Unrealized —

— SEADRILL LIMITED 0.0%

Value $3,000 Shares 14,103 Est. Cost $2.41 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	4,398,674	$738M	4.5%	$20.11	+100.9%	COM	037833100
MSFT	MICROSOFT CORP	7,797,719	$712M	4.4%	$35.16	+139.8%	COM	594918104
ORCL	ORACLE CORP	15,265,421	$698M	4.3%	$29.68	+49.1%	COM	68389X105
JNJ	JOHNSON & JOHNSON	4,941,803	$633M	3.9%	$69.84	+55.1%	COM	478160104
UNH	UNITEDHEALTH GROUP INC	2,765,749	$592M	3.6%	$77.40	+159.9%	COM	91324P102
GOOG	ALPHABET INC	421,516	$435M	2.7%	$36.01	+52.1%	CAP STK CL C	02079K107
ACN	ACCENTURE PLC IRELAND	2,416,928	$371M	2.3%	$75.31	+86.9%	SHS CLASS A	G1151C101
MDT	MEDTRONIC PLC	4,446,710	$357M	2.2%	$60.28	+11.7%	SHS	G5960L103
GOOGL	ALPHABET INC	304,074	$315M	1.9%	$36.84	+49.4%	CAP STK CL A	02079K305
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	3,891,828	$313M	1.9%	$47.88	+47.5%	CL A	192446102
CSCO	CISCO SYS INC	7,252,413	$311M	1.9%	$17.19	+94.6%	COM	17275R102
EEM	ISHARES TR	6,402,055	$309M	1.9%	$40.36	—	MSCI EMG MKT ETF	464287234
QCOM	QUALCOMM INC	5,571,214	$309M	1.9%	$48.29	+7.5%	COM	747525103
AXP	AMERICAN EXPRESS CO	3,270,928	$305M	1.9%	$60.31	+44.3%	COM	025816109
USB	US BANCORP DEL	5,877,922	$297M	1.8%	$38.21	+4.5%	COM NEW	902973304
TJX	TJX COS INC NEW	3,554,055	$290M	1.8%	$30.84	+15.1%	COM	872540109
WFC	WELLS FARGO CO NEW	5,395,963	$283M	1.7%	$43.15	+10.6%	COM	949746101
COST	COSTCO WHSL CORP NEW	1,500,260	$283M	1.7%	$113.75	+48.8%	COM	22160K105
ELV	ANTHEM INC	1,263,383	$278M	1.7%	$158.73	+33.4%	COM	036752103
—	MONSANTO CO NEW	2,317,553	$270M	1.7%	$109.59	—	COM	61166W101
TXN	TEXAS INSTRS INC	2,261,537	$235M	1.4%	$60.76	+42.9%	COM	882508104
—	FIAT CHRYSLER AUTOMOBILES N	11,282,521	$231M	1.4%	$16.20	—	SHS	N31738102
—	UNITED TECHNOLOGIES CORP	1,809,143	$228M	1.4%	$108.86	—	COM	913017109
TSM	TAIWAN SEMICONDUCTOR MFG LTD	4,984,027	$218M	1.3%	$24.33	—	SPONSORED ADR	874039100
ABT	ABBOTT LABS	3,384,241	$203M	1.2%	$31.81	+65.3%	COM	002824100
MA	MASTERCARD INCORPORATED	1,144,785	$201M	1.2%	$92.29	+77.4%	CL A	57636Q104
PM	PHILIP MORRIS INTL INC	1,764,756	$175M	1.1%	$49.08	+40.0%	COM	718172109
KO	COCA COLA CO	4,010,926	$174M	1.1%	$29.70	+18.1%	COM	191216100
BABA	ALIBABA GROUP HLDG LTD	926,665	$170M	1.0%	$98.53	—	SPONSORED ADS	01609W102
—	ALTABA INC	2,179,840	$161M	1.0%	$55.26	—	COM	021346101
—	MOBILE TELESYSTEMS PJSC	14,119,294	$161M	1.0%	$9.41	—	SPONSORED ADR	607409109
HON	HONEYWELL INTL INC	1,079,235	$156M	1.0%	$74.91	+56.8%	COM	438516106
PFE	PFIZER INC	4,282,113	$152M	0.9%	$21.11	+14.8%	COM	717081103
MRK	MERCK & CO INC	2,774,838	$151M	0.9%	$42.48	-0.5%	COM	58933Y105
LQD	ISHARES TR	1,267,900	$149M	0.9%	$119.59	—	IBOXX INV CP ETF	464287242
SYK	STRYKER CORP	887,377	$143M	0.9%	$67.21	+120.0%	COM	863667101
EWY	ISHARES INC	1,877,100	$142M	0.9%	$74.93	—	MSCI STH KOR ETF	464286772
BDX	BECTON DICKINSON & CO	580,916	$126M	0.8%	$101.66	+91.4%	COM	075887109
META	FACEBOOK INC	752,487	$120M	0.7%	$178.31	0.0%	CL A	30303M102
SLB	SCHLUMBERGER LTD	1,749,032	$113M	0.7%	$58.26	-4.3%	COM	806857108
STM	STMICROELECTRONICS N V	5,011,500	$112M	0.7%	$16.64	—	NY REGISTRY	861012102
EMR	EMERSON ELEC CO	1,626,670	$111M	0.7%	$46.01	+28.2%	COM	291011104
W	WAYFAIR INC	1,620,000	$109M	0.7%	$36.72	+128.7%	CL A	94419L101
LLY	LILLY ELI & CO	1,329,349	$103M	0.6%	$65.42	+9.6%	COM	532457108
—	ROCKWELL COLLINS INC	760,200	$103M	0.6%	$131.71	—	COM	774341101
VFC	V F CORP	1,343,712	$99.6M	0.6%	$58.48	+23.7%	COM	918204108
EWT	ISHARES INC	2,524,536	$96.79M	0.6%	$32.21	—	MSCI TAIWAN ETF	46434G772
MMM	3M CO	410,125	$90.03M	0.6%	$70.96	+111.6%	COM	88579Y101
RY	ROYAL BK CDA MONTREAL QUE	1,134,000	$87.54M	0.5%	$79.41	+2.2%	COM	780087102
GM	GENERAL MTRS CO	2,407,900	$87.5M	0.5%	$27.72	+28.9%	COM	37045V100
PEP	PEPSICO INC	762,469	$83.22M	0.5%	$69.90	+27.7%	COM	713448108
—	DR PEPPER SNAPPLE GROUP INC	627,779	$74.32M	0.5%	$118.26	—	COM	26138E109
—	CIMPRESS N V	480,000	$74.26M	0.5%	$88.57	—	SHS EURO	N20146101
IBKR	INTERACTIVE BROKERS GROUP IN	1,087,544	$73.13M	0.4%	$6.31	+149.6%	COM	45841N107
APH	AMPHENOL CORP NEW	831,148	$71.59M	0.4%	$12.73	+63.9%	CL A	032095101
TDC	TERADATA CORP DEL	1,774,383	$70.39M	0.4%	$40.91	-3.7%	COM	88076W103
BAP	CREDICORP LTD	282,100	$64.05M	0.4%	$153.37	+19.3%	COM	G2519Y108
—	GLAXOSMITHKLINE PLC	1,510,700	$59.02M	0.4%	$39.70	—	SPONSORED ADR	37733W105
NXPI	NXP SEMICONDUCTORS N V	500,240	$58.53M	0.4%	$95.92	+11.8%	COM	N6596X109
—	CAVIUM INC	666,307	$52.89M	0.3%	$81.62	—	COM	14964U108
WB	WEIBO CORP	418,660	$50.05M	0.3%	$102.60	—	SPONSORED ADR	948596101
—	TIME WARNER INC	520,400	$49.22M	0.3%	$99.99	—	COM NEW	887317303
—	HRG GROUP INC	2,941,762	$48.51M	0.3%	$17.02	—	COM	40434J100
BRK/B	BERKSHIRE HATHAWAY INC DEL	240,000	$47.88M	0.3%	$140.46	+46.2%	CL B NEW	084670702
HUM	HUMANA INC	171,615	$46.13M	0.3%	$140.85	+79.7%	COM	444859102
—	AETNA INC NEW	257,680	$43.55M	0.3%	$178.13	—	COM	00817Y108
NBIS	YANDEX N V	1,086,300	$42.85M	0.3%	$32.79	—	SHS CLASS A	N97284108
CL	COLGATE PALMOLIVE CO	597,056	$42.8M	0.3%	$59.71	+0.0%	COM	194162103
—	INTERXION HOLDING N.V	650,000	$40.37M	0.2%	$31.92	—	SHS	N47279109
ALLY	ALLY FINL INC	1,420,000	$38.55M	0.2%	$15.62	+44.5%	COM	02005N100
—	ATLANTICA YIELD PLC	1,925,118	$37.69M	0.2%	$18.82	—	SHS	G0751N103
ADI	ANALOG DEVICES INC	413,200	$37.66M	0.2%	$42.12	+86.7%	COM	032654105
SHAK	SHAKE SHACK INC	900,000	$37.47M	0.2%	$38.75	+7.3%	CL A	819047101
HPQ	HP INC	1,707,000	$37.42M	0.2%	$11.49	+51.1%	COM	40434L105
MCD	MCDONALDS CORP	236,000	$36.91M	0.2%	$133.24	+2.6%	COM	580135101
MU	MICRON TECHNOLOGY INC	694,900	$36.23M	0.2%	$25.39	+83.9%	COM	595112103
—	TRIBUNE MEDIA CO	874,462	$35.42M	0.2%	$40.72	—	CL A	896047503
—	NXSTAGE MEDICAL INC	1,423,205	$35.38M	0.2%	$26.78	—	COM	67072V103
LOGI	LOGITECH INTL S A	954,666	$34.85M	0.2%	$26.43	+29.5%	SHS	H50430232
NTES	NETEASE INC	123,300	$34.57M	0.2%	$274.70	—	SPONSORED ADR	64110W102
EL	LAUDER ESTEE COS INC	228,600	$34.23M	0.2%	$116.70	+7.5%	CL A	518439104
NVO	NOVO-NORDISK A S	657,000	$32.36M	0.2%	$49.25	—	ADR	670100205
EWZ	ISHARES INC	708,100	$31.78M	0.2%	$44.88	—	MSCI BRAZIL ETF	464286400
VIPS	VIPSHOP HLDGS LTD	1,898,000	$31.55M	0.2%	$16.62	—	SPONSORED ADR	92763W103
AMAT	APPLIED MATLS INC	555,200	$30.88M	0.2%	$37.73	+34.9%	COM	038222105
CACC	CREDIT ACCEP CORP MICH	93,000	$30.73M	0.2%	$196.10	+69.0%	COM	225310101
JPM	JPMORGAN CHASE & CO	261,660	$28.77M	0.2%	$43.17	+111.8%	COM	46625H100
PGR	PROGRESSIVE CORP OHIO	460,650	$28.07M	0.2%	$35.94	+24.4%	COM	743315103
—	SK TELECOM LTD	1,137,209	$27.49M	0.2%	$24.74	—	SPONSORED ADR	78440P108
—	DELL TECHNOLOGIES INC	370,881	$27.15M	0.2%	$72.89	—	COM CL V	24703L103
LILAK	LIBERTY LATIN AMERICA LTD	1,400,000	$26.73M	0.2%	$20.25	0.0%	COM CL C	G9001E128
—	NEW ORIENTAL ED & TECH GRP I	286,700	$25.13M	0.2%	$73.60	—	SPON ADR	647581107
—	CHANGYOU COM LTD	866,312	$24.16M	0.1%	$26.34	—	ADS REP CL A	15911M107
BAX	BAXTER INTL INC	359,400	$23.38M	0.1%	$50.96	+15.6%	COM	071813109
PSX	PHILLIPS 66	243,200	$23.33M	0.1%	$70.68	+1.1%	COM	718546104
—	UNITED TECHNOLOGIES CORP	183,600	$23.1M	0.1%	$108.86	—	Put	913017109
DEO	DIAGEO P L C	170,500	$23.09M	0.1%	$135.46	—	SPON ADR NEW	25243Q205
AMP	AMERIPRISE FINL INC	153,300	$22.68M	0.1%	$123.46	+13.3%	COM	03076C106
—	BUNGE LIMITED	306,100	$22.63M	0.1%	$73.94	—	COM	G16962105
EC	ECOPETROL S A	1,148,200	$22.2M	0.1%	$9.96	—	SPONSORED ADS	279158109
—	PINNACLE FOODS INC DEL	400,000	$21.64M	0.1%	$55.02	—	Put	72348P104
—	CHINA LODGING GROUP LTD	154,583	$20.36M	0.1%	$46.80	—	SPONSORED ADR	16949N109
MGA	MAGNA INTL INC	358,300	$20.17M	0.1%	$43.73	0.0%	COM	559222401
EBAY	EBAY INC	477,092	$19.2M	0.1%	$29.73	+23.9%	COM	278642103
SNY	SANOFI	467,700	$18.75M	0.1%	$40.08	—	SPONSORED ADR	80105N105
—	TE CONNECTIVITY LTD	186,400	$18.62M	0.1%	$83.17	—	REG SHS	H84989104
FCX	FREEPORT-MCMORAN INC	1,057,405	$18.58M	0.1%	$12.44	+36.9%	CL B	35671D857
—	TWENTY FIRST CENTY FOX INC	502,000	$18.42M	0.1%	$36.69	—	CL A	90130A101
INFY	INFOSYS LTD	1,026,157	$18.32M	0.1%	$16.99	—	SPONSORED ADR	456788108
SQM	SOCIEDAD QUIMICA MINERA DE C	361,512	$17.77M	0.1%	$35.51	—	SPON ADR SER B	833635105
MPC	MARATHON PETE CORP	242,800	$17.75M	0.1%	$38.93	+38.1%	COM	56585A102
PVH	PVH CORP	116,300	$17.61M	0.1%	$122.27	+17.9%	COM	693656100
—	SINA CORP	168,400	$17.56M	0.1%	$112.97	—	ORD	G81477104
DHR	DANAHER CORP DEL	176,711	$17.3M	0.1%	$84.28	0.0%	COM	235851102
—	QIWI PLC	897,600	$17.15M	0.1%	$17.38	—	SPON ADR REP B	74735M108
STT	STATE STR CORP	171,275	$17.08M	0.1%	$73.06	+12.1%	COM	857477103
CARS	CARS COM INC	588,413	$16.67M	0.1%	$26.86	+9.0%	COM	14575E105
BNS	BANK N S HALIFAX	266,000	$16.37M	0.1%	$42.39	-1.1%	COM	064149107
—	TWITTER INC	560,000	$16.25M	0.1%	$25.30	—	Put	90184L102
DXC	DXC TECHNOLOGY CO	161,020	$16.19M	0.1%	$73.26	+13.9%	COM	23355L106
WMT	WALMART INC	179,400	$15.96M	0.1%	$20.07	+41.2%	COM	931142103
SEDG	SOLAREDGE TECHNOLOGIES INC	302,255	$15.9M	0.1%	$18.99	+130.9%	COM	83417M104
ICLR	ICON PLC	124,500	$14.71M	0.1%	$114.72	-0.0%	SHS	G4705A100
CMI	CUMMINS INC	90,540	$14.68M	0.1%	$111.91	+24.9%	COM	231021106
—	XL GROUP LTD	264,604	$14.62M	0.1%	$55.26	—	COM	G98294104
LILA	LIBERTY LATIN AMERICA LTD	750,000	$14.59M	0.1%	$20.32	0.0%	COM CL A	G9001E102
MCK	MCKESSON CORP	102,500	$14.44M	0.1%	$146.42	0.0%	COM	58155Q103
—	EXPRESS SCRIPTS HLDG CO	208,300	$14.39M	0.1%	$69.08	—	COM	30219G108
ITW	ILLINOIS TOOL WKS INC	91,812	$14.38M	0.1%	$62.09	+120.4%	COM	452308109
MDLZ	MONDELEZ INTL INC	340,000	$14.19M	0.1%	$36.00	-0.4%	Put	609207105
DIS	DISNEY WALT CO	140,000	$14.06M	0.1%	$99.50	+1.5%	Put	254687106
CVS	CVS HEALTH CORP	220,000	$13.69M	0.1%	$72.82	-23.3%	Put	126650100
ADP	AUTOMATIC DATA PROCESSING IN	120,000	$13.62M	0.1%	$98.32	+0.3%	Put	053015103
CBRE	CBRE GROUP INC	288,000	$13.6M	0.1%	$38.29	+19.0%	CL A	12504L109
TMUS	T MOBILE US INC	220,000	$13.43M	0.1%	$60.44	0.0%	Put	872590104
INTU	INTUIT	75,800	$13.14M	0.1%	$120.61	+32.2%	COM	461202103
NOMD	NOMAD FOODS LTD	821,200	$12.93M	0.1%	$16.51	+0.1%	USD ORD SHS	G6564A105
SNPS	SYNOPSYS INC	154,500	$12.86M	0.1%	$73.20	+20.0%	COM	871607107
—	VIACOM INC NEW	412,000	$12.8M	0.1%	$31.06	—	CL B	92553P201
WDC	WESTERN DIGITAL CORP	134,800	$12.44M	0.1%	$55.14	+11.6%	COM	958102105
—	LAM RESEARCH CORP	60,500	$12.29M	0.1%	$140.72	—	COM	512807108
PH	PARKER HANNIFIN CORP	71,630	$12.25M	0.1%	$132.09	+27.2%	COM	701094104
PFG	PRINCIPAL FINL GROUP INC	197,625	$12.04M	0.1%	$44.05	+9.9%	COM	74251V102
—	APTIV PLC	137,000	$11.64M	0.1%	$84.83	—	SHS	G6095L109
CL	COLGATE PALMOLIVE CO	160,000	$11.47M	0.1%	$59.71	+0.0%	Put	194162103
ABBV	ABBVIE INC	120,200	$11.38M	0.1%	$74.48	+5.4%	COM	00287Y109
AVY	AVERY DENNISON CORP	106,447	$11.31M	0.1%	$60.51	+66.3%	COM	053611109
CDNS	CADENCE DESIGN SYSTEM INC	304,400	$11.19M	0.1%	$35.59	+14.6%	COM	127387108
CHT	CHUNGHWA TELECOM CO LTD	280,249	$10.89M	0.1%	$34.58	—	SPON ADR NEW11	17133Q502
DE	DEERE & CO	70,100	$10.89M	0.1%	$103.66	+38.9%	COM	244199105
PRU	PRUDENTIAL FINL INC	105,100	$10.88M	0.1%	$71.07	+8.5%	COM	744320102
LNC	LINCOLN NATL CORP IND	147,303	$10.76M	0.1%	$47.36	+18.2%	COM	534187109
AFL	AFLAC INC	240,448	$10.52M	0.1%	$27.68	+32.9%	COM	001055102
DOV	DOVER CORP	103,300	$10.15M	0.1%	$61.31	+18.2%	COM	260003108
—	UNILEVER N V	220,000	$10.09M	0.1%	$56.85	—	Put	904784709
RJF	RAYMOND JAMES FINANCIAL INC	112,300	$10.04M	0.1%	$44.74	+23.2%	COM	754730109
HUN	HUNTSMAN CORP	341,200	$9.98M	0.1%	$24.88	+31.5%	COM	447011107
WMB	WILLIAMS COS INC DEL	400,000	$9.944M	0.1%	$18.93	+0.7%	Put	969457100
—	LIBERTY INTERACTIVE CORP	394,095	$9.919M	0.1%	$24.71	—	QVC GP COM SER A	53071M104
—	UNILEVER N V	172,825	$9.746M	0.1%	$56.85	—	N Y SHS NEW	904784709
LEA	LEAR CORP	51,780	$9.636M	0.1%	$89.44	+79.6%	COM NEW	521865204
ADBE	ADOBE SYS INC	44,300	$9.572M	0.1%	$173.66	+17.1%	COM	00724F101
—	VMWARE INC	77,600	$9.411M	0.1%	$121.28	—	CL A COM	928563402
—	CHINA MOBILE LIMITED	197,789	$9.049M	0.1%	$55.76	—	SPONSORED ADR	16941M109
WMB	WILLIAMS COS INC DEL	358,136	$8.903M	0.1%	$18.93	+0.7%	COM	969457100
VLO	VALERO ENERGY CORP NEW	95,186	$8.83M	0.1%	$41.58	+63.9%	COM	91913Y100
DIS	DISNEY WALT CO	86,419	$8.68M	0.1%	$99.50	+1.5%	COM DISNEY	254687106
TROW	PRICE T ROWE GROUP INC	79,705	$8.606M	0.1%	$50.93	+61.8%	COM	74144T108
FTV	FORTIVE CORP	110,500	$8.566M	0.1%	$46.09	0.0%	COM	34959J108
BWA	BORGWARNER INC	166,900	$8.383M	0.1%	$40.28	+1.9%	COM	099724106
—	PINNACLE FOODS INC DEL	154,748	$8.372M	0.1%	$55.02	—	COM	72348P104
BIIB	BIOGEN INC	30,200	$8.269M	0.1%	$308.48	+0.6%	COM	09062X103
—	MARATHON OIL CORP	510,524	$8.235M	0.1%	$18.09	—	COM	565849106
—	CHINA PETE & CHEM CORP	91,600	$8.105M	0.0%	$81.91	—	SPON ADR H SHS	16941R108
SLF	SUN LIFE FINL INC	196,100	$8.048M	0.0%	$42.16	0.0%	COM	866796105
OC	OWENS CORNING NEW	99,600	$8.008M	0.0%	$77.92	+11.8%	COM	690742101
JLL	JONES LANG LASALLE INC	45,243	$7.901M	0.0%	$134.41	+18.2%	COM	48020Q107
HST	HOST HOTELS & RESORTS INC	422,400	$7.874M	0.0%	$13.14	+10.1%	COM	44107P104
EMN	EASTMAN CHEM CO	73,800	$7.792M	0.0%	$64.71	+19.1%	COM	277432100
TAL	TAL ED GROUP	209,954	$7.787M	0.0%	$33.76	—	SPONSORED ADS	874080104
NTAP	NETAPP INC	124,600	$7.687M	0.0%	$48.73	+1.6%	COM	64110D104
KLAC	KLA-TENCOR CORP	70,300	$7.663M	0.0%	$87.22	+13.1%	COM	482480100
SWK	STANLEY BLACK & DECKER INC	49,400	$7.568M	0.0%	$130.80	-0.5%	COM	854502101
RF	REGIONS FINL CORP NEW	403,200	$7.491M	0.0%	$11.93	+16.5%	COM	7591EP100
DAN	DANA INCORPORATED	284,800	$7.336M	0.0%	$19.11	+29.6%	COM	235825205
FIZZ	NATIONAL BEVERAGE CORP	80,000	$7.122M	0.0%	$22.59	+74.1%	COM	635017106
—	ANDEAVOR	70,805	$7.12M	0.0%	$103.15	—	COM	03349M105
ALB	ALBEMARLE CORP	76,400	$7.085M	0.0%	$98.71	0.0%	COM	012653101
LKQ	LKQ CORP	186,200	$7.066M	0.0%	$35.07	+3.9%	COM	501889208
TSN	TYSON FOODS INC	96,406	$7.056M	0.0%	$61.52	+0.0%	CL A	902494103
A	AGILENT TECHNOLOGIES INC	104,700	$7.004M	0.0%	$62.48	+5.9%	COM	00846U101
FSLR	FIRST SOLAR INC	98,300	$6.977M	0.0%	$51.21	+32.9%	COM	336433107
MDLZ	MONDELEZ INTL INC	164,055	$6.846M	0.0%	$36.00	-0.4%	CL A	609207105
DOX	AMDOCS LTD	102,255	$6.822M	0.0%	$47.18	+21.6%	SHS	G02602103
MAN	MANPOWERGROUP INC	59,100	$6.802M	0.0%	$118.26	+4.5%	COM	56418H100
ARW	ARROW ELECTRS INC	87,600	$6.747M	0.0%	$80.66	+0.6%	COM	042735100
ADP	AUTOMATIC DATA PROCESSING IN	59,127	$6.71M	0.0%	$98.32	+0.3%	COM	053015103
CFG	CITIZENS FINL GROUP INC	157,700	$6.62M	0.0%	$32.31	0.0%	COM	174610105
GAP	GAP INC DEL	210,300	$6.561M	0.0%	$24.80	0.0%	COM	364760108
—	MACQUARIE INFRASTRUCTURE COR	176,000	$6.5M	0.0%	$36.93	—	COM	55608B105
—	CBS CORP NEW	126,000	$6.475M	0.0%	$55.40	—	CL B	124857202
TXT	TEXTRON INC	109,100	$6.434M	0.0%	$54.06	+7.6%	COM	883203101
TD	TORONTO DOMINION BK ONT	112,500	$6.38M	0.0%	$53.13	+10.1%	COM NEW	891160509
DHI	D R HORTON INC	144,800	$6.348M	0.0%	$42.78	0.0%	COM	23331A109
QCOM	QUALCOMM INC	110,000	$6.095M	0.0%	$48.29	+7.5%	Put	747525103
TLK	P T TELEKOMUNIKASI INDONESIA	223,500	$5.905M	0.0%	$31.09	—	SPONSORED ADR	715684106
IVZ	INVESCO LTD	175,425	$5.615M	0.0%	$24.34	-2.9%	SHS	G491BT108
OSK	OSHKOSH CORP	72,200	$5.579M	0.0%	$69.21	+8.4%	COM	688239201
UNM	UNUM GROUP	117,148	$5.577M	0.0%	$46.86	+11.5%	COM	91529Y106
TMUS	T MOBILE US INC	90,842	$5.545M	0.0%	$60.44	0.0%	COM	872590104
GRMN	GARMIN LTD	93,800	$5.528M	0.0%	$50.58	0.0%	SHS	H2906T109
—	INGERSOLL-RAND PLC	64,200	$5.49M	0.0%	$89.18	—	SHS	G47791101
MSCI	MSCI INC	36,400	$5.441M	0.0%	$115.96	+13.8%	COM	55354G100
SEIC	SEI INVESTMENTS CO	72,600	$5.438M	0.0%	$61.90	+8.6%	COM	784117103
MOG/A	MOOG INC	65,500	$5.398M	0.0%	$70.38	+13.3%	CL A	615394202
KO	COCA COLA CO	123,000	$5.342M	0.0%	$29.70	+18.1%	Put	191216100
TDY	TELEDYNE TECHNOLOGIES INC	28,500	$5.334M	0.0%	$155.32	+21.7%	COM	879360105
—	CA INC	156,654	$5.311M	0.0%	$31.06	—	COM	12673P105
—	TRINSEO S A	71,000	$5.258M	0.0%	$69.34	—	SHS	L9340P101
ON	ON SEMICONDUCTOR CORP	213,800	$5.23M	0.0%	$20.76	+16.2%	COM	682189105
NWSA	NEWS CORP NEW	330,435	$5.221M	0.0%	$12.56	+19.8%	CL A	65249B109
—	OWENS ILL INC	233,900	$5.066M	0.0%	$23.39	—	COM NEW	690768403
—	PINNACLE ENTMT INC NEW	166,949	$5.034M	0.0%	$28.99	—	COM	72348Y105
KSS	KOHLS CORP	76,475	$5.01M	0.0%	$63.46	0.0%	COM	500255104
—	SEAGATE TECHNOLOGY PLC	84,100	$4.922M	0.0%	$58.53	—	SHS	G7945M107
XHR	XENIA HOTELS & RESORTS INC	248,700	$4.904M	0.0%	$19.61	—	COM	984017103
BR	BROADRIDGE FINL SOLUTIONS IN	44,700	$4.903M	0.0%	$86.94	0.0%	COM	11133T103
TDS	TELEPHONE & DATA SYS INC	174,500	$4.891M	0.0%	$28.07	-3.2%	COM NEW	879433829
HIG	HARTFORD FINL SVCS GROUP INC	94,875	$4.888M	0.0%	$41.21	+11.4%	COM	416515104
CLX	CLOROX CO DEL	36,500	$4.859M	0.0%	$105.67	+1.0%	COM	189054109
—	LUXOFT HLDG INC	118,300	$4.844M	0.0%	$53.96	—	ORD SHS CL A	G57279104
HDB	HDFC BANK LTD	48,732	$4.813M	0.0%	$57.28	—	ADR REPS 3 SHS	40415F101
INDA	ISHARES TR	140,100	$4.782M	0.0%	$31.48	—	MSCI INDIA ETF	46429B598
FAF	FIRST AMERN FINL CORP	80,176	$4.705M	0.0%	$29.12	+54.5%	COM	31847R102
FITB	FIFTH THIRD BANCORP	147,100	$4.67M	0.0%	$19.28	+25.5%	COM	316773100
SCI	SERVICE CORP INTL	123,200	$4.65M	0.0%	$34.71	+10.6%	COM	817565104
BEN	FRANKLIN RES INC	133,600	$4.633M	0.0%	$27.59	-5.1%	COM	354613101
—	ISRAEL CHEMICALS LTD	1,073,958	$4.527M	0.0%	$4.11	—	SHS	M5920A109
PEP	PEPSICO INC	41,000	$4.475M	0.0%	$69.90	+27.7%	Put	713448108
—	BANCOLOMBIA S A	105,700	$4.442M	0.0%	$43.35	—	SPON ADR PREF	05968L102
HAS	HASBRO INC	52,553	$4.43M	0.0%	$72.95	-4.0%	COM	418056107
—	XEROX CORP	153,475	$4.417M	0.0%	$30.63	—	COM NEW	984121608
PHM	PULTE GROUP INC	149,600	$4.412M	0.0%	$27.65	+2.7%	COM	745867101
—	CONSTELLIUM NV	403,400	$4.377M	0.0%	$10.90	—	CL A	N22035104
BPOP	POPULAR INC	102,600	$4.27M	0.0%	$30.91	+5.7%	COM NEW	733174700
THC	TENET HEALTHCARE CORP	173,361	$4.204M	0.0%	$18.55	+7.3%	COM NEW	88033G407
MSI	MOTOROLA SOLUTIONS INC	39,800	$4.191M	0.0%	$91.54	0.0%	COM NEW	620076307
FHI	FEDERATED INVS INC PA	125,300	$4.185M	0.0%	$22.60	+5.6%	CL B	314211103
—	TENNECO INC	75,500	$4.143M	0.0%	$57.22	—	COM	880349105
INTC	INTEL CORP	79,539	$4.142M	0.0%	$24.97	+60.5%	COM	458140100
ITT	ITT INC	84,400	$4.134M	0.0%	$50.31	+4.9%	COM	45073V108
MTD	METTLER TOLEDO INTERNATIONAL	7,100	$4.083M	0.0%	$629.21	-0.1%	COM	592688105
—	RED HAT INC	26,700	$3.992M	0.0%	$120.10	—	COM	756577102
—	E TRADE FINANCIAL CORP	71,700	$3.973M	0.0%	$55.41	—	COM NEW	269246401
RS	RELIANCE STEEL & ALUMINUM CO	45,540	$3.905M	0.0%	$77.83	+14.7%	COM	759509102
CPS	COOPER STD HLDGS INC	31,700	$3.893M	0.0%	$88.16	+39.5%	COM	21676P103
LOPE	GRAND CANYON ED INC	36,900	$3.872M	0.0%	$62.88	+53.6%	COM	38526M106
WWW	WOLVERINE WORLD WIDE INC	132,700	$3.835M	0.0%	$25.85	+1.1%	COM	978097103
AGCO	AGCO CORP	58,644	$3.803M	0.0%	$42.41	+33.1%	COM	001084102
HSBC	HSBC HLDGS PLC	78,900	$3.761M	0.0%	$45.69	—	SPON ADR NEW	404280406
APLE	APPLE HOSPITALITY REIT INC	213,300	$3.748M	0.0%	$19.09	—	COM NEW	03784Y200
CVSA	ADTALEM GLOBAL ED INC	78,200	$3.718M	0.0%	$37.11	+26.0%	COM	00737L103
LDOS	LEIDOS HLDGS INC	56,600	$3.702M	0.0%	$46.60	+26.2%	COM	525327102
IBN	ICICI BK LTD	416,520	$3.686M	0.0%	$8.80	—	ADR	45104G104
MFC	MANULIFE FINL CORP	197,600	$3.67M	0.0%	$19.46	+2.9%	COM	56501R106
ACCO	ACCO BRANDS CORP	288,629	$3.622M	0.0%	$5.96	+46.7%	COM	00081T108
SIMO	SILICON MOTION TECHNOLOGY CO	74,600	$3.59M	0.0%	$48.12	—	SPONSORED ADR	82706C108
USFD	US FOODS HLDG CORP	109,000	$3.572M	0.0%	$32.68	0.0%	COM	912008109
DLX	DELUXE CORP	48,198	$3.567M	0.0%	$40.12	+28.0%	COM	248019101
CNO	CNO FINL GROUP INC	161,500	$3.5M	0.0%	$19.32	+1.7%	COM	12621E103
ITUB	ITAU UNIBANCO HLDG SA	221,900	$3.462M	0.0%	$12.93	—	SPON ADR REP PFD	465562106
MLKN	MILLER HERMAN INC	106,000	$3.387M	0.0%	$29.10	+6.3%	COM	600544100
—	JUMEI INTL HLDG LTD	1,158,881	$3.361M	0.0%	$2.91	—	SPONSORED ADR	48138L107
BC	BRUNSWICK CORP	55,500	$3.296M	0.0%	$48.24	+6.0%	COM	117043109
NVR	NVR INC	1,150	$3.22M	0.0%	$3179.30	0.0%	COM	62944T105
AIT	APPLIED INDL TECHNOLOGIES IN	43,300	$3.157M	0.0%	$55.64	+15.5%	COM	03820C105
MCHP	MICROCHIP TECHNOLOGY INC	34,500	$3.152M	0.0%	$38.90	+2.3%	COM	595017104
—	MERITOR INC	148,200	$3.047M	0.0%	$16.61	—	COM	59001K100
CCK	CROWN HOLDINGS INC	59,900	$3.04M	0.0%	$56.20	-9.7%	COM	228368106
—	TCF FINL CORP	132,700	$3.027M	0.0%	$22.43	—	COM	872275102
GHC	GRAHAM HLDGS CO	5,000	$3.011M	0.0%	$545.91	-0.8%	COM	384637104
VC	VISTEON CORP	26,800	$2.954M	0.0%	$98.32	+26.6%	COM NEW	92839U206
AGRO	ADECOAGRO S A	385,253	$2.897M	0.0%	$9.35	-13.0%	COM	L00849106
—	BGC PARTNERS INC	211,100	$2.839M	0.0%	$15.11	—	CL A	05541T101
—	TECH DATA CORP	32,738	$2.787M	0.0%	$71.29	—	COM	878237106
CSIQ	CANADIAN SOLAR INC	170,463	$2.773M	0.0%	$16.17	-0.4%	COM	136635109
—	TWITTER INC	93,498	$2.712M	0.0%	$25.30	—	COM	90184L102
BRKR	BRUKER CORP	89,300	$2.672M	0.0%	$31.15	+1.3%	COM	116794108
RHP	RYMAN HOSPITALITY PPTYS INC	34,100	$2.641M	0.0%	$69.01	—	COM	78377T107
KBH	KB HOME	92,300	$2.626M	0.0%	$26.28	+6.5%	COM	48666K109
EME	EMCOR GROUP INC	33,350	$2.599M	0.0%	$63.44	+21.2%	COM	29084Q100
NTR	NUTRIEN LTD	54,733	$2.586M	0.0%	$38.37	0.0%	COM	67077M108
—	CATALENT INC	62,800	$2.579M	0.0%	$40.93	—	COM	148806102
BRC	BRADY CORP	68,300	$2.537M	0.0%	$32.38	+2.2%	CL A	104674106
CSGS	CSG SYS INTL INC	55,900	$2.532M	0.0%	$35.47	+9.5%	COM	126349109
CYD	CHINA YUCHAI INTL LTD	115,252	$2.44M	0.0%	$15.00	+3.8%	COM	G21082105
—	VEON LTD	917,200	$2.421M	0.0%	$3.84	—	SPONSORED ADR	91822M106
PENN	PENN NATL GAMING INC	91,900	$2.413M	0.0%	$28.89	0.0%	COM	707569109
BIGGQ	BIG LOTS INC	55,400	$2.412M	0.0%	$39.92	+10.3%	COM	089302103
AEO	AMERICAN EAGLE OUTFITTERS NE	120,300	$2.398M	0.0%	$15.26	0.0%	COM	02553E106
BRSL	INTERNATIONAL GAME TECHNOLOG	89,400	$2.39M	0.0%	$16.91	+2.3%	SHS USD	G4863A108
F	FORD MTR CO DEL	214,700	$2.379M	0.0%	$7.49	-0.1%	COM PAR $0.01	345370860
PCH	POTLATCHDELTIC CORPORATION	44,480	$2.315M	0.0%	$50.53	—	COM	737630103
—	SPX CORP	69,792	$2.267M	0.0%	$29.39	—	COM	784635104
GYRO	GYRODYNE LLC	113,088	$2.263M	0.0%	$19.48	+3.6%	COM	403829104
EFA	ISHARES TR	32,237	$2.246M	0.0%	$62.99	—	MSCI EAFE ETF	464287465
NWS	NEWS CORP NEW	139,206	$2.241M	0.0%	$12.90	+19.1%	CL B	65249B208
UVV	UNIVERSAL CORP VA	45,700	$2.216M	0.0%	$62.01	-20.0%	COM	913456109
—	PENN VA CORP NEW	62,861	$2.203M	0.0%	$43.10	—	COM	70788V102
CXW	CORECIVIC INC	112,400	$2.194M	0.0%	$24.00	-27.3%	COM	21871N101
PPC	PILGRIMS PRIDE CORP NEW	86,000	$2.116M	0.0%	$31.10	-13.7%	COM	72147K108
BTI	BRITISH AMERN TOB PLC	36,200	$2.088M	0.0%	$121.62	—	SPONSORED ADR	110448107
NSIT	INSIGHT ENTERPRISES INC	59,102	$2.064M	0.0%	$33.18	+9.0%	COM	45765U103
PRGS	PROGRESS SOFTWARE CORP	53,300	$2.049M	0.0%	$40.33	+13.6%	COM	743312100
—	SODASTREAM INTERNATIONAL LTD	22,300	$2.048M	0.0%	$60.95	—	USD SHS	M9068E105
—	REALOGY HLDGS CORP	75,000	$2.046M	0.0%	$27.43	—	COM	75605Y106
LYV	LIVE NATION ENTERTAINMENT IN	48,500	$2.044M	0.0%	$44.35	0.0%	COM	538034109
BCC	BOISE CASCADE CO DEL	52,000	$2.007M	0.0%	$21.36	+30.7%	COM	09739D100
VSH	VISHAY INTERTECHNOLOGY INC	106,200	$1.975M	0.0%	$16.75	+2.1%	COM	928298108
NYT	NEW YORK TIMES CO	81,700	$1.969M	0.0%	$17.29	+24.0%	CL A	650111107
—	IAC INTERACTIVECORP	12,400	$1.939M	0.0%	$127.80	—	COM	44919P508
WLY	WILEY JOHN & SONS INC	29,100	$1.854M	0.0%	$50.25	0.0%	CL A	968223206
—	BRIGGS & STRATTON CORP	86,500	$1.852M	0.0%	$23.48	—	COM	109043109
MOV	MOVADO GROUP INC	47,800	$1.836M	0.0%	$30.46	+4.8%	COM	624580106
BSBR	BANCO SANTANDER BRASIL S A	150,400	$1.808M	0.0%	$12.02	—	ADS REP 1 UNIT	05967A107
KOP	KOPPERS HOLDINGS INC	44,000	$1.808M	0.0%	$41.36	+3.1%	COM	50060P106
ENVA	ENOVA INTL INC	81,100	$1.788M	0.0%	$15.91	+26.4%	COM	29357K103
—	EXTERRAN CORP	66,778	$1.783M	0.0%	$20.69	—	COM	30227H106
LPX	LOUISIANA PAC CORP	61,900	$1.781M	0.0%	$27.96	+2.5%	COM	546347105
AGM	FEDERAL AGRIC MTG CORP	20,400	$1.775M	0.0%	$45.07	+37.0%	CL C	313148306
GEO	GEO GROUP INC NEW	85,300	$1.746M	0.0%	$21.42	-27.3%	COM	36162J106
IPAR	INTER PARFUMS INC	36,900	$1.74M	0.0%	$38.35	+18.2%	COM	458334109
ICFI	ICF INTL INC	29,400	$1.718M	0.0%	$49.61	+13.7%	COM	44925C103
GPI	GROUP 1 AUTOMOTIVE INC	25,600	$1.673M	0.0%	$74.03	0.0%	COM	398905109
—	MICHAELS COS INC	83,700	$1.65M	0.0%	$19.71	—	COM	59408Q106
—	M D C HLDGS INC	59,044	$1.649M	0.0%	$30.60	—	COM	552676108
C	CITIGROUP INC	24,300	$1.64M	0.0%	$38.66	+49.1%	COM NEW	172967424
—	GANNETT CO INC	163,900	$1.636M	0.0%	$11.02	—	COM	36473H104
—	TIM PARTICIPACOES S A	72,600	$1.573M	0.0%	$19.85	—	SPONSORED ADR	88706P205
AD	UNITED STATES CELLULAR CORP	38,700	$1.555M	0.0%	$21.78	-1.3%	COM	911684108
MOD	MODINE MFG CO	73,000	$1.544M	0.0%	$20.93	+8.7%	COM	607828100
—	CITRIX SYS INC	16,478	$1.529M	0.0%	$76.53	—	COM	177376100
BBY	BEST BUY INC	21,600	$1.512M	0.0%	$31.63	+69.5%	COM	086516101
SBS	COMPANHIA DE SANEAMENTO BASI	142,200	$1.506M	0.0%	$9.97	—	SPONSORED ADR	20441A102
—	SEACOR HOLDINGS INC	28,900	$1.477M	0.0%	$46.21	—	COM	811904101
SCHL	SCHOLASTIC CORP	37,700	$1.464M	0.0%	$33.74	-5.4%	COM	807066105
KOF	COCA COLA FEMSA S A B DE C V	21,800	$1.448M	0.0%	$72.75	—	SPON ADR REP L	191241108
—	ROWAN COMPANIES PLC	124,500	$1.437M	0.0%	$16.25	—	SHS CL A	G7665A101
—	ENSCO PLC	324,384	$1.424M	0.0%	$7.90	—	SHS CLASS A	G3157S106
—	VEDANTA LTD	80,900	$1.421M	0.0%	$17.70	—	SPONSORED ADR	92242Y100
—	DENBURY RES INC	512,408	$1.404M	0.0%	$3.21	—	COM NEW	247916208
CENTA	CENTRAL GARDEN & PET CO	34,500	$1.367M	0.0%	$23.97	+25.4%	CL A NON-VTG	153527205
—	HOSPITALITY PPTYS TR	52,200	$1.323M	0.0%	$28.96	—	COM SH BEN INT	44106M102
—	LAZARD LTD	25,000	$1.314M	0.0%	$52.50	—	SHS A	G54050102
BAK	BRASKEM S A	45,100	$1.307M	0.0%	$27.69	—	SP ADR PFD A	105532105
RDY	DR REDDYS LABS LTD	39,900	$1.304M	0.0%	$34.83	—	ADR	256135203
CIG	COMPANHIA ENERGETICA DE MINA	494,239	$1.275M	0.0%	$6.33	—	SP ADR N-V PFD	204409601
PLCE	CHILDRENS PL INC	9,400	$1.271M	0.0%	$139.55	+4.2%	COM	168905107
—	RENEWABLE ENERGY GROUP INC	98,400	$1.26M	0.0%	$12.25	—	COM NEW	75972A301
—	RAYTHEON CO	5,800	$1.252M	0.0%	$187.80	—	COM NEW	755111507
JOUT	JOHNSON OUTDOORS INC	20,100	$1.246M	0.0%	$64.91	-1.5%	CL A	479167108
NPKI	NEWPARK RES INC	153,700	$1.245M	0.0%	$9.05	-3.3%	COM PAR $.01NEW	651718504
—	AMERICAN NATL INS CO	10,600	$1.24M	0.0%	$113.16	—	COM	028591105
LSTR	LANDSTAR SYS INC	11,100	$1.217M	0.0%	$101.46	—	COM	515098101
—	ROYAL DUTCH SHELL PLC	18,200	$1.193M	0.0%	$68.28	—	SPON ADR B	780259107
MUR	MURPHY OIL CORP	46,100	$1.191M	0.0%	$23.27	-6.7%	COM	626717102
AMGN	AMGEN INC	6,900	$1.176M	0.0%	$128.41	+12.5%	COM	031162100
—	SYKES ENTERPRISES INC	39,986	$1.157M	0.0%	$29.10	—	COM	871237103
—	PREFERRED APT CMNTYS INC	81,100	$1.151M	0.0%	$19.26	—	COM	74039L103
KLIC	KULICKE & SOFFA INDS INC	44,800	$1.12M	0.0%	$19.13	+9.8%	COM	501242101
—	TOWER INTL INC	39,365	$1.092M	0.0%	$22.58	—	COM	891826109
LZB	LA Z BOY INC	36,200	$1.084M	0.0%	$30.69	0.0%	COM	505336107
PCG	PG&E CORP	24,400	$1.072M	0.0%	$41.94	0.0%	COM	69331C108
AZN	ASTRAZENECA PLC	29,200	$1.021M	0.0%	$34.23	—	SPONSORED ADR	046353108
—	LEGG MASON INC	24,700	$1.004M	0.0%	$41.85	—	COM	524901105
—	JUNIPER NETWORKS INC	41,000	$998K	0.0%	$27.84	—	COM	48203R104
—	COMPANHIA PARANAENSE ENERG C	125,700	$988K	0.0%	$7.86	—	SPON ADR PFD	20441B407
TKR	TIMKEN CO	21,600	$985K	0.0%	$48.13	0.0%	COM	887389104
V	VISA INC	7,977	$954K	0.0%	$109.03	+5.3%	COM CL A	92826C839
CAT	CATERPILLAR INC DEL	6,300	$928K	0.0%	$116.31	+14.4%	COM	149123101
NRG	NRG ENERGY INC	30,300	$925K	0.0%	$21.66	+6.0%	COM NEW	629377508
—	KRATON CORPORATION	19,000	$906K	0.0%	$48.16	—	COM	50077C106
—	NOBLE CORP PLC	241,300	$895K	0.0%	$7.25	—	SHS USD	G65431101
—	TATA MTRS LTD	34,800	$894K	0.0%	$25.69	—	SPONSORED ADR	876568502
BDC	BELDEN INC	12,900	$889K	0.0%	$80.54	-7.0%	COM	077454106
PLUS	EPLUS INC	11,282	$877K	0.0%	$29.37	+31.2%	COM	294268107
ALL	ALLSTATE CORP	9,175	$870K	0.0%	$78.38	+3.0%	COM	020002101
QUAD	QUAD / GRAPHICS INC	34,300	$870K	0.0%	$24.36	-0.0%	COM CL A	747301109
HD	HOME DEPOT INC	4,800	$856K	0.0%	$93.98	+64.6%	COM	437076102
—	ESTERLINE TECHNOLOGIES CORP	11,500	$841K	0.0%	$88.15	—	COM	297425100
—	TRAVELPORT WORLDWIDE LTD	51,200	$837K	0.0%	$13.07	—	SHS	G9019D104
RM	REGIONAL MGMT CORP	26,212	$835K	0.0%	$12.93	+89.1%	COM	75902K106
ETN	EATON CORP PLC	10,400	$831K	0.0%	$67.00	+4.9%	SHS	G29183103
—	BLUCORA INC	33,200	$817K	0.0%	$24.24	—	COM	095229100
NSP	INSPERITY INC	11,700	$814K	0.0%	$52.97	0.0%	COM	45778Q107
EBS	EMERGENT BIOSOLUTIONS INC	15,400	$811K	0.0%	$42.09	+18.4%	COM	29089Q105
TGNA	TEGNA INC	71,000	$809K	0.0%	$13.66	0.0%	COM	87901J105
KEYS	KEYSIGHT TECHNOLOGIES INC	15,300	$802K	0.0%	$43.20	+10.6%	COM	49338L103
PDM	PIEDMONT OFFICE REALTY TR IN	45,600	$802K	0.0%	$18.11	—	COM CL A	720190206
—	MITEL NETWORKS CORP	86,400	$802K	0.0%	$8.23	—	COM	60671Q104
PG	PROCTER AND GAMBLE CO	10,100	$801K	0.0%	$70.65	-3.9%	COM	742718109
—	DIAMOND OFFSHORE DRILLING IN	54,500	$799K	0.0%	$19.17	—	COM	25271C102
MTW	MANITOWOC CO INC	27,900	$794K	0.0%	$38.67	-11.3%	COM NEW	563571405
—	TIER REIT INC	42,600	$787K	0.0%	$19.69	—	COM NEW	88650V208
—	LIBERTY TRIPADVISOR HLDGS IN	72,500	$779K	0.0%	$10.55	—	COM SER A	531465102
—	RUDOLPH TECHNOLOGIES INC	28,100	$778K	0.0%	$23.91	—	COM	781270103
EXC	EXELON CORP	19,600	$765K	0.0%	$19.95	+2.9%	COM	30161N101
DIOD	DIODES INC	24,500	$746K	0.0%	$30.81	-2.8%	COM	254543101
SLAB	SILICON LABORATORIES INC	8,300	$746K	0.0%	$89.86	+5.0%	COM	826919102
TMO	THERMO FISHER SCIENTIFIC INC	3,600	$743K	0.0%	$182.80	+12.4%	COM	883556102
WK	WORKIVA INC	30,900	$732K	0.0%	$21.99	+4.6%	COM CL A	98139A105
OXM	OXFORD INDS INC	9,700	$723K	0.0%	$80.11	0.0%	COM	691497309
GD	GENERAL DYNAMICS CORP	3,240	$716K	0.0%	$146.22	+24.5%	COM	369550108
—	LUMINEX CORP DEL	33,900	$714K	0.0%	$19.77	—	COM	55027E102
SNX	SYNNEX CORP	6,000	$710K	0.0%	$54.07	+4.7%	COM	87162W100
OMAB	GRUPO AEROPORTUARIO CTR NORT	18,000	$709K	0.0%	$39.39	—	SPON ADR	400501102
GILD	GILEAD SCIENCES INC	9,300	$701K	0.0%	$55.90	+5.4%	COM	375558103
OM2	ORTHOFIX INTL N V	11,900	$699K	0.0%	$56.42	—	COM	N6748L102
NI	NISOURCE INC	28,900	$691K	0.0%	$20.16	-9.2%	COM	65473P105
SKYW	SKYWEST INC	12,600	$685K	0.0%	$29.04	+90.4%	COM	830879102
LAUR	LAUREATE EDUCATION INC	49,800	$685K	0.0%	$13.98	+0.5%	CL A	518613203
—	PRA HEALTH SCIENCES INC	8,200	$680K	0.0%	$78.54	—	COM	69354M108
SRI	STONERIDGE INC	24,600	$679K	0.0%	$24.42	0.0%	COM	86183P102
KELYA	KELLY SVCS INC	23,300	$677K	0.0%	$24.80	+5.7%	CL A	488152208
BMY	BRISTOL MYERS SQUIBB CO	10,700	$677K	0.0%	$46.46	+3.5%	COM	110122108
UTHR	UNITED THERAPEUTICS CORP DEL	6,000	$674K	0.0%	$132.81	-4.3%	COM	91307C102
—	CONVERGYS CORP	29,800	$674K	0.0%	$23.45	—	COM	212485106
SEM	SELECT MED HLDGS CORP	38,700	$668K	0.0%	$8.80	-0.4%	COM	81619Q105
—	REXNORD CORP NEW	22,500	$668K	0.0%	$25.48	—	COM	76169B102
RVTY	PERKINELMER INC	8,800	$666K	0.0%	$72.11	+5.0%	COM	714046109
—	CHESAPEAKE ENERGY CORP	220,502	$666K	0.0%	$5.53	—	COM	165167107
AMCX	AMC NETWORKS INC	12,800	$662K	0.0%	$53.39	-2.8%	CL A	00164V103
SAH	SONIC AUTOMOTIVE INC	34,900	$661K	0.0%	$20.32	-0.7%	CL A	83545G102
LNTH	LANTHEUS HLDGS INC	41,400	$658K	0.0%	$20.14	-3.2%	COM	516544103
BA	BOEING CO	2,000	$656K	0.0%	$220.44	+46.5%	COM	097023105
—	VERINT SYS INC	15,400	$656K	0.0%	$41.86	—	COM	92343X100
BIO	BIO RAD LABS INC	2,600	$650K	0.0%	$242.79	+4.9%	CL A	090572207
MEDP	MEDPACE HLDGS INC	18,600	$649K	0.0%	$36.53	0.0%	COM	58506Q109
—	FLAGSTAR BANCORP INC	18,300	$648K	0.0%	$37.36	—	COM PAR .001	337930705
HVT	HAVERTY FURNITURE INC	31,800	$641K	0.0%	$23.73	-9.5%	COM	419596101
—	HALYARD HEALTH INC	13,900	$641K	0.0%	$42.67	—	COM	40650V100
DRH	DIAMONDROCK HOSPITALITY CO	60,900	$636K	0.0%	$10.96	—	COM	252784301
PRSU	VIAD CORP	12,100	$635K	0.0%	$53.68	0.0%	COM NEW	92552R406
ACIW	ACI WORLDWIDE INC	26,700	$633K	0.0%	$23.64	0.0%	COM	004498101
—	MCDERMOTT INTL INC	103,600	$631K	0.0%	$6.76	—	COM	580037109
VALE	VALE S A	49,495	$630K	0.0%	$10.68	—	ADR	91912E105
HLI	HOULIHAN LOKEY INC	14,000	$624K	0.0%	$40.27	0.0%	CL A	441593100
—	UNIVERSAL FST PRODS INC	19,100	$620K	0.0%	$42.06	—	COM	913543104
MCRI	MONARCH CASINO & RESORT INC	14,600	$617K	0.0%	$44.35	-1.1%	COM	609027107
DTE	DTE ENERGY CO	5,900	$616K	0.0%	$67.91	-1.0%	COM	233331107
—	ADTRAN INC	39,500	$614K	0.0%	$18.40	—	COM	00738A106
—	DDR CORP	83,700	$614K	0.0%	$7.34	—	COM	23317H102
CNA	CNA FINL CORP	12,400	$612K	0.0%	$26.09	+13.7%	COM	126117100
—	CARE COM INC	37,500	$610K	0.0%	$17.98	—	COM	141633107
MERC	MERCER INTL INC	48,900	$609K	0.0%	$9.31	+10.4%	COM	588056101
CNP	CENTERPOINT ENERGY INC	22,200	$608K	0.0%	$18.05	+18.9%	COM	15189T107
CLDT	CHATHAM LODGING TR	31,600	$605K	0.0%	$22.76	—	COM	16208T102
AROC	ARCHROCK INC	68,100	$596K	0.0%	$6.83	-10.9%	COM	03957W106
—	TPG SPECIALTY LENDING INC	33,200	$593K	0.0%	$19.79	—	COM	87265K102
CENT	CENTRAL GARDEN & PET CO	13,790	$593K	0.0%	$17.95	+72.2%	COM	153527106
HY	HYSTER YALE MATLS HANDLING I	8,428	$589K	0.0%	$59.98	+5.9%	CL A	449172105
EXEL	EXELIXIS INC	26,300	$583K	0.0%	$27.64	0.0%	COM	30161Q104
—	K12 INC	40,900	$580K	0.0%	$15.89	—	COM	48273U102
UMC	UNITED MICROELECTRONICS CORP	223,200	$578K	0.0%	$1.87	—	SPON ADR NEW	910873405
PFGC	PERFORMANCE FOOD GROUP CO	19,300	$576K	0.0%	$29.33	+9.3%	COM	71377A103
APAM	ARTISAN PARTNERS ASSET MGMT	17,100	$569K	0.0%	$17.01	-0.0%	CL A	04316A108
VZ	VERIZON COMMUNICATIONS INC	11,900	$569K	0.0%	$28.27	+16.8%	COM	92343V104
—	ANALOGIC CORP	5,900	$566K	0.0%	$95.93	—	COM PAR $0.05	032657207
MYGN	MYRIAD GENETICS INC	19,100	$564K	0.0%	$33.76	+0.2%	COM	62855J104
—	TIVO CORP	41,500	$562K	0.0%	$15.59	—	COM	88870P106
—	TRIPLE-S MGMT CORP	21,400	$559K	0.0%	$25.34	—	CL B	896749108
—	EVERI HLDGS INC	84,600	$556K	0.0%	$7.59	—	COM	30034T103
MED	MEDIFAST INC	5,900	$551K	0.0%	$60.45	0.0%	COM	58470H101
CHE	CHEMED CORP NEW	2,000	$546K	0.0%	$131.90	+95.7%	COM	16359R103
ENTA	ENANTA PHARMACEUTICALS INC	6,700	$542K	0.0%	$50.07	+53.7%	COM	29251M106
AVD	AMERICAN VANGUARD CORP	26,600	$537K	0.0%	$20.00	0.0%	COM	030371108
—	CAPELLA EDUCATION COMPANY	6,100	$533K	0.0%	$80.34	—	COM	139594105
CWH	CAMPING WORLD HLDGS INC	16,300	$526K	0.0%	$27.14	0.0%	CL A	13462K109
NTGR	NETGEAR INC	9,200	$526K	0.0%	$38.17	0.0%	COM	64111Q104
RIG	TRANSOCEAN LTD	52,400	$519K	0.0%	$10.37	-0.7%	REG SHS	H8817H100
BHE	BENCHMARK ELECTRS INC	17,400	$519K	0.0%	$25.88	-3.6%	COM	08160H101
—	WEB COM GROUP INC	28,400	$514K	0.0%	$21.86	—	COM	94733A104
—	CAREER EDUCATION CORP	38,500	$506K	0.0%	$13.14	—	COM	141665109
ROK	ROCKWELL AUTOMATION INC	2,894	$504K	0.0%	$125.41	+30.7%	COM	773903109
—	SILICONWARE PRECISION INDS L	57,300	$496K	0.0%	$7.42	—	SPONSD ADR SPL	827084864
—	RESOLUTE FST PRODS INC	57,200	$475K	0.0%	$8.30	—	COM	76117W109
—	TUPPERWARE BRANDS CORP	9,600	$464K	0.0%	$56.09	—	COM	899896104
—	FIBRIA CELULOSE S A	22,900	$447K	0.0%	$19.52	—	SP ADR REP COM	31573A109
—	AVIANCA HLDGS SA	52,500	$445K	0.0%	$8.48	—	SPON ADR REP PFD	05367G100
GOLF	ACUSHNET HOLDINGS CORP	18,900	$436K	0.0%	$21.74	0.0%	COM	005098108
—	DONNELLEY R R & SONS CO	49,800	$435K	0.0%	$10.93	—	COM	257867200
INN	SUMMIT HOTEL PPTYS INC	31,600	$430K	0.0%	$18.39	—	COM	866082100
CTMX	CYTOMX THERAPEUTICS INC	14,900	$424K	0.0%	$20.73	+37.7%	COM	23284F105
—	BRIGHTSPHERE INVESTMNT GRP P	26,200	$413K	0.0%	$15.76	—	SHS	G1644T109
—	DRIL-QUIP INC	9,000	$403K	0.0%	$47.67	—	COM	262037104
BTE	BAYTEX ENERGY CORP	145,100	$398K	0.0%	$2.88	-3.9%	COM	07317Q105
—	LIBERTY EXPEDIA HOLDINGS	10,100	$397K	0.0%	$39.31	—	SER A COM	53046P109
COF	CAPITAL ONE FINL CORP	4,100	$393K	0.0%	$62.11	+39.9%	COM	14040H105
—	COSAN LTD	37,600	$391K	0.0%	$10.40	—	SHS A	G25343107
ABG	ASBURY AUTOMOTIVE GROUP INC	5,700	$385K	0.0%	$57.49	+20.1%	COM	043436104
—	JUST ENERGY GROUP INC	85,700	$378K	0.0%	$4.82	—	COM	48213W101
—	DELPHI TECHNOLOGIES PLC	7,900	$376K	0.0%	$47.59	—	SHS	G2709G107
—	ACTIVISION BLIZZARD INC	5,500	$371K	0.0%	$37.74	—	COM	00507V109
PK	PARK HOTELS RESORTS INC	13,600	$367K	0.0%	$26.99	—	COM	700517105
—	NUTRI SYS INC NEW	13,600	$367K	0.0%	$48.63	—	COM	67069D108
AIR	AAR CORP	8,300	$366K	0.0%	$34.12	+19.4%	COM	000361105
TTEC	TTEC HLDGS INC	11,800	$362K	0.0%	$37.11	0.0%	COM	89854H102
MCS	MARCUS CORP	11,800	$358K	0.0%	$30.24	-9.2%	COM	566330106
—	TRUSTCO BK CORP N Y	41,900	$354K	0.0%	$8.29	—	COM	898349105
RGA	REINSURANCE GROUP AMER INC	2,300	$354K	0.0%	$157.16	0.0%	COM NEW	759351604
VVX	VECTRUS INC	9,500	$354K	0.0%	$31.98	+1.2%	COM	92242T101
—	WELLCARE HEALTH PLANS INC	1,800	$349K	0.0%	$142.84	—	COM	94946T106
IBM	INTERNATIONAL BUSINESS MACHS	2,266	$348K	0.0%	$108.79	-1.4%	COM	459200101
THO	THOR INDS INC	3,000	$346K	0.0%	$51.22	+120.7%	COM	885160101
—	SYSTEMAX INC	12,000	$343K	0.0%	$28.91	—	COM	871851101
IAG	IAMGOLD CORP	65,300	$339K	0.0%	$4.11	+36.2%	COM	450913108
MRTN	MARTEN TRANS LTD	14,333	$327K	0.0%	$8.44	+47.0%	COM	573075108
SHO	SUNSTONE HOTEL INVS INC NEW	21,300	$324K	0.0%	$16.07	—	COM	867892101
AEE	AMEREN CORP	5,500	$311K	0.0%	$48.63	-9.2%	COM	023608102
—	PLY GEM HLDGS INC	14,000	$302K	0.0%	$17.07	—	COM	72941W100
IFF	INTERNATIONAL FLAVORS&FRAGRA	2,200	$301K	0.0%	$118.06	0.0%	COM	459506101
—	ENDURANCE INTL GROUP HLDGS I	40,200	$297K	0.0%	$8.27	—	COM	29272B105
THG	HANOVER INS GROUP INC	2,500	$295K	0.0%	$62.39	+41.8%	COM	410867105
—	SPEEDWAY MOTORSPORTS INC	16,500	$294K	0.0%	$18.85	—	COM	847788106
ASR	GRUPO AEROPORTUARIO DEL SURE	1,700	$290K	0.0%	$170.59	—	SPON ADR SER B	40051E202
CHH	CHOICE HOTELS INTL INC	3,500	$281K	0.0%	$58.26	+29.3%	COM	169905106
—	QUALITY SYS INC	19,900	$272K	0.0%	$15.51	—	COM	747582104
—	INFRAREIT INC	13,800	$268K	0.0%	$19.16	—	COM	45685L100
DAR	DARLING INGREDIENTS INC	15,100	$261K	0.0%	$15.89	+14.3%	COM	237266101
—	ATLAS AIR WORLDWIDE HLDGS IN	4,300	$260K	0.0%	$42.27	—	COM NEW	049164205
RCL	ROYAL CARIBBEAN CRUISES LTD	2,200	$259K	0.0%	$103.13	+13.8%	COM	V7780T103
HELE	HELEN OF TROY CORP LTD	2,900	$252K	0.0%	$95.02	-4.2%	COM	G4388N106
CALY	CALLAWAY GOLF CO	15,400	$252K	0.0%	$15.14	0.0%	COM	131193104
TRMB	TRIMBLE INC	6,800	$244K	0.0%	$40.29	0.0%	COM	896239100
LYB	LYONDELLBASELL INDUSTRIES N	2,300	$243K	0.0%	$68.99	0.0%	SHS - A -	N53745100
VLRS	CONTROLADORA VUELA CIA DE AV	29,300	$239K	0.0%	$8.16	—	SPON ADR RP 10	21240E105
RDN	RADIAN GROUP INC	12,300	$234K	0.0%	$17.43	0.0%	COM	750236101
DGX	QUEST DIAGNOSTICS INC	2,300	$231K	0.0%	$83.93	+4.3%	COM	74834L100
—	RETAIL PPTYS AMER INC	19,700	$230K	0.0%	$13.44	—	CL A	76131V202
—	WABCO HLDGS INC	1,700	$228K	0.0%	$134.12	—	COM	92927K102
CACI	CACI INTL INC	1,500	$227K	0.0%	$113.20	+29.1%	CL A	127190304
LOW	LOWES COS INC	2,572	$226K	0.0%	$81.91	0.0%	COM	548661107
LPLA	LPL FINL HLDGS INC	3,600	$220K	0.0%	$46.02	+34.7%	COM	50212V100
PAG	PENSKE AUTOMOTIVE GRP INC	4,800	$213K	0.0%	$48.63	-0.3%	COM	70959W103
—	HEIDRICK & STRUGGLES INTL IN	6,700	$209K	0.0%	$31.19	—	COM	422819102
GFI	GOLD FIELDS LTD NEW	51,700	$208K	0.0%	$4.02	—	SPONSORED ADR	38059T106
BKNG	BOOKING HLDGS INC	100	$208K	0.0%	$1933.58	0.0%	COM	09857L108
—	TOTAL SYS SVCS INC	2,400	$207K	0.0%	$86.25	—	COM	891906109
NKE	NIKE INC	3,100	$206K	0.0%	$59.62	0.0%	CL B	654106103
CULP	CULP INC	6,700	$205K	0.0%	$23.19	+15.5%	COM	230215105
BANF	BANCFIRST CORP	3,800	$202K	0.0%	$41.18	+12.5%	COM	05945F103
—	VONAGE HLDGS CORP	18,800	$200K	0.0%	$6.47	—	COM	92886T201
—	NEW SR INVT GROUP INC	23,400	$191K	0.0%	$10.18	—	COM	648691103
WIT	WIPRO LTD	34,900	$180K	0.0%	$6.33	—	SPON ADR 1 SH	97651M109
—	CELESTICA INC	16,200	$168K	0.0%	$10.99	—	SUB VTG SHS	15101Q108
MTG	MGIC INVT CORP WIS	12,700	$165K	0.0%	$10.75	+31.7%	COM	552848103
BBD	BANCO BRADESCO S A	13,900	$165K	0.0%	$11.87	—	SP ADR PFD NEW	059460303
MPT	MEDICAL PPTYS TRUST INC	10,700	$139K	0.0%	$13.74	—	COM	58463J304
—	AU OPTRONICS CORP	29,000	$133K	0.0%	$3.27	—	SPONSORED ADR	002255107
—	SHILOH INDS INC	14,200	$124K	0.0%	$8.73	—	COM	824543102
LSAK	NET 1 UEPS TECHNOLOGIES INC	12,100	$114K	0.0%	$10.56	+3.3%	COM NEW	64107N206
—	ADVANCED SEMICONDUCTOR ENGR	14,100	$102K	0.0%	$5.77	—	SPONSORED ADR	00756M404
—	DRIVE SHACK INC	18,480	$88,000	0.0%	$3.73	—	COM	262077100
—	RENREN INC	10,100	$85,000	0.0%	$10.40	—	SPON ADR A NEW	759892201
—	BRIDGEPOINT ED INC	12,300	$83,000	0.0%	$7.24	—	COM	10807M105
—	TURQUOISE HILL RES LTD	13,100	$40,000	0.0%	$3.21	—	COM	900435108
—	SEADRILL LIMITED	14,103	$3,000	0.0%	$2.41	—	SHS	G7945E105