NATIXIS Quant / Systematic

CIK: 0001274981 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $5,959,020 (100.0% shares, 0.0% debt)

Holdings (301)

AAPL APPLE INC 12.6%
Value ($000) $748,717 Shares 6,869,612 Est. Cost $23.18 Unrealized -2.7%
YAHOO INC 8.7%
Value ($000) $518,987 Shares 14,099,072 Est. Cost $33.87 Unrealized
TIME WARNER CABLE INC 6.5%
Value ($000) $389,651 Shares 1,904,266 Est. Cost $197.69 Unrealized
C CITIGROUP INC 3.1%
Value ($000) $184,059 Shares 4,408,603 Est. Cost $37.78 Unrealized -17.3%
BAC BANK AMER CORP 3.1%
Value ($000) $182,914 Shares 13,529,138 Est. Cost $12.54 Unrealized -13.4%
APD AIR PRODS & CHEMS INC 2.3%
Value ($000) $138,345 Shares 960,396 Est. Cost $94.63 Unrealized +0.1%
IWM ISHARES TR 2.3%
Value ($000) $138,103 Shares 1,248,448 Est. Cost $110.68 Unrealized
AIRGAS INC 2.2%
Value ($000) $132,854 Shares 937,966 Est. Cost $139.87 Unrealized
INTC INTEL CORP 1.6%
Value ($000) $97,244 Shares 3,005,998 Est. Cost $24.53 Unrealized -0.6%
GLD SPDR GOLD TRUST 1.5%
Value ($000) $88,206 Shares 750,050 Est. Cost $117.60 Unrealized
GM GENERAL MTRS CO 1.3%
Value ($000) $79,073 Shares 2,515,846 Est. Cost $24.67 Unrealized -1.6%
DIA SPDR DOW JONES INDL AVRG ETF 1.3%
Value ($000) $76,718 Shares 450,880 Est. Cost $170.62 Unrealized
STARWOOD HOTELS&RESORTS WRLD 1.3%
Value ($000) $74,903 Shares 897,793 Est. Cost $83.43 Unrealized
PSX PHILLIPS 66 1.2%
Value ($000) $72,113 Shares 832,813 Est. Cost $59.08 Unrealized -5.2%
AIG AMERICAN INTL GROUP INC 1.2%
Value ($000) $71,156 Shares 1,316,492 Est. Cost $46.91 Unrealized -10.2%
F FORD MTR CO DEL 1.1%
Value ($000) $65,930 Shares 4,883,711 Est. Cost $7.52 Unrealized -1.0%
COCA COLA ENTERPRISES INC NE 1.1%
Value ($000) $63,162 Shares 1,244,819 Est. Cost $48.41 Unrealized
MU MICRON TECHNOLOGY INC 1.1%
Value ($000) $63,020 Shares 6,019,111 Est. Cost $13.39 Unrealized -18.5%
NVDA NVIDIA CORP 1.0%
Value ($000) $62,521 Shares 1,754,727 Est. Cost $0.74 Unrealized +0.8%
MET METLIFE INC 1.0%
Value ($000) $60,647 Shares 1,380,230 Est. Cost $30.54 Unrealized -12.4%
XOM EXXON MOBIL CORP 1.0%
Value ($000) $59,138 Shares 707,468 Est. Cost $51.96 Unrealized 0.0%
CITRIX SYS INC 1.0%
Value ($000) $58,521 Shares 744,736 Est. Cost $73.70 Unrealized
MDLZ MONDELEZ INTL INC 0.9%
Value ($000) $56,390 Shares 1,405,515 Est. Cost $34.04 Unrealized -4.8%
PPG PPG INDS INC 0.9%
Value ($000) $55,432 Shares 497,190 Est. Cost $84.42 Unrealized -2.7%
WMB WILLIAMS COS INC DEL 0.9%
Value ($000) $53,000 Shares 3,298,076 Est. Cost $11.67 Unrealized -15.1%
CAMERON INTERNATIONAL CORP 0.9%
Value ($000) $52,708 Shares 786,093 Est. Cost $63.70 Unrealized
META FACEBOOK INC 0.9%
Value ($000) $51,115 Shares 447,986 Est. Cost $102.01 Unrealized +2.7%
WMT WAL-MART STORES INC 0.8%
Value ($000) $49,752 Shares 726,406 Est. Cost $18.18 Unrealized +0.7%
NFLX NETFLIX INC 0.8%
Value ($000) $47,023 Shares 459,969 Est. Cost $9.82 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 0.8%
Value ($000) $46,233 Shares 305,995 Est. Cost $124.28 Unrealized +0.4%
PNC PNC FINL SVCS GROUP INC 0.8%
Value ($000) $46,162 Shares 545,839 Est. Cost $61.97 Unrealized 0.0%
PEG PUBLIC SVC ENTERPRISE GROUP 0.8%
Value ($000) $45,909 Shares 973,893 Est. Cost $30.16 Unrealized 0.0%
GOOG ALPHABET INC 0.8%
Value ($000) $45,356 Shares 60,886 Est. Cost $35.61 Unrealized -0.2%
SYF SYNCHRONY FINL 0.7%
Value ($000) $44,465 Shares 1,551,455 Est. Cost $22.17 Unrealized 0.0%
MSFT MICROSOFT CORP 0.7%
Value ($000) $43,445 Shares 786,616 Est. Cost $45.92 Unrealized +0.3%
YUM YUM BRANDS INC 0.7%
Value ($000) $41,745 Shares 510,021 Est. Cost $47.60 Unrealized -8.0%
MPC MARATHON PETE CORP 0.7%
Value ($000) $41,024 Shares 1,103,385 Est. Cost $34.06 Unrealized -18.1%
GS GOLDMAN SACHS GROUP INC 0.7%
Value ($000) $40,127 Shares 255,617 Est. Cost $146.83 Unrealized -14.0%
GILD GILEAD SCIENCES INC 0.7%
Value ($000) $39,620 Shares 431,311 Est. Cost $77.37 Unrealized -18.0%
M MACYS INC 0.7%
Value ($000) $39,068 Shares 886,101 Est. Cost $41.33 Unrealized 0.0%
FMC TECHNOLOGIES INC 0.6%
Value ($000) $36,735 Shares 1,342,650 Est. Cost $27.36 Unrealized
NEM NEWMONT MINING CORP 0.6%
Value ($000) $36,468 Shares 1,372,022 Est. Cost $19.11 Unrealized -4.9%
BK BANK NEW YORK MELLON CORP 0.6%
Value ($000) $35,850 Shares 973,378 Est. Cost $28.16 Unrealized 0.0%
T AT&T INC 0.6%
Value ($000) $34,948 Shares 892,203 Est. Cost $12.29 Unrealized +12.6%
DE DEERE & CO 0.6%
Value ($000) $34,813 Shares 452,167 Est. Cost $65.90 Unrealized +0.6%
BIIB BIOGEN INC 0.5%
Value ($000) $32,634 Shares 125,360 Est. Cost $287.35 Unrealized -8.1%
IBM INTERNATIONAL BUSINESS MACHS 0.5%
Value ($000) $30,825 Shares 203,578 Est. Cost $84.29 Unrealized -0.3%
RHI ROBERT HALF INTL INC 0.5%
Value ($000) $29,675 Shares 637,082 Est. Cost $41.88 Unrealized 0.0%
DOW CHEM CO 0.5%
Value ($000) $29,618 Shares 582,344 Est. Cost $51.45 Unrealized
MS MORGAN STANLEY 0.5%
Value ($000) $29,051 Shares 1,161,567 Est. Cost $22.06 Unrealized -12.5%
KHC KRAFT HEINZ CO 0.5%
Value ($000) $27,696 Shares 352,559 Est. Cost $48.16 Unrealized +0.3%
HAL HALLIBURTON CO 0.5%
Value ($000) $27,010 Shares 756,150 Est. Cost $26.95 Unrealized 0.0%
MCK MCKESSON CORP 0.5%
Value ($000) $26,933 Shares 171,272 Est. Cost $149.58 Unrealized 0.0%
HPE HEWLETT PACKARD ENTERPRISE C 0.5%
Value ($000) $26,857 Shares 1,514,773 Est. Cost $6.40 Unrealized -0.6%
EWW ISHARES 0.5%
Value ($000) $26,850 Shares 500,000 Est. Cost $54.85 Unrealized
SUNTRUST BKS INC 0.4%
Value ($000) $22,854 Shares 633,437 Est. Cost $37.18 Unrealized
CENX CENTURY ALUM CO 0.3%
Value ($000) $20,634 Shares 2,926,800 Est. Cost $15.05 Unrealized -63.2%
BEN FRANKLIN RES INC 0.3%
Value ($000) $19,346 Shares 495,414 Est. Cost $24.03 Unrealized -9.1%
CCI CROWN CASTLE INTL CORP NEW 0.3%
Value ($000) $19,117 Shares 221,009 Est. Cost $56.09 Unrealized 0.0%
CURRENCYSHARES EURO TR 0.3%
Value ($000) $18,623 Shares 167,500 Est. Cost $109.58 Unrealized
TABLEAU SOFTWARE INC 0.3%
Value ($000) $18,393 Shares 400,987 Est. Cost $46.68 Unrealized
WLK WESTLAKE CHEM CORP 0.3%
Value ($000) $18,288 Shares 395,000 Est. Cost $39.11 Unrealized 0.0%
LEA LEAR CORP 0.3%
Value ($000) $18,010 Shares 162,000 Est. Cost $88.18 Unrealized 0.0%
COLUMBIA PIPELINE GROUP INC 0.3%
Value ($000) $17,988 Shares 716,667 Est. Cost $25.10 Unrealized
NKE NIKE INC 0.3%
Value ($000) $17,859 Shares 290,539 Est. Cost $48.06 Unrealized +10.7%
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $17,416 Shares 294,086 Est. Cost $41.18 Unrealized +8.9%
MAN MANPOWERGROUP INC 0.3%
Value ($000) $16,911 Shares 207,700 Est. Cost $76.65 Unrealized 0.0%
BMY BRISTOL MYERS SQUIBB CO 0.3%
Value ($000) $16,718 Shares 261,704 Est. Cost $44.80 Unrealized 0.0%
UNITED STATES OIL FUND LP 0.3%
Value ($000) $16,704 Shares 1,722,012 Est. Cost $13.74 Unrealized
FXI ISHARES TR 0.3%
Value ($000) $16,392 Shares 485,416 Est. Cost $34.86 Unrealized
PINNACLE FOODS INC DEL 0.3%
Value ($000) $16,085 Shares 360,000 Est. Cost $44.68 Unrealized
MSCI MSCI INC 0.3%
Value ($000) $15,927 Shares 215,000 Est. Cost $62.13 Unrealized 0.0%
SYMANTEC CORP 0.3%
Value ($000) $15,790 Shares 859,075 Est. Cost $21.51 Unrealized
DAL DELTA AIR LINES INC DEL 0.3%
Value ($000) $14,935 Shares 306,792 Est. Cost $41.37 Unrealized 0.0%
JBHT HUNT J B TRANS SVCS INC 0.2%
Value ($000) $14,499 Shares 172,120 Est. Cost $69.06 Unrealized 0.0%
HPQ HP INC 0.2%
Value ($000) $14,291 Shares 1,159,974 Est. Cost $8.79 Unrealized -12.3%
PLD PROLOGIS INC 0.2%
Value ($000) $14,117 Shares 319,544 Est. Cost $30.19 Unrealized 0.0%
CDK GLOBAL INC 0.2%
Value ($000) $13,965 Shares 300,000 Est. Cost $47.16 Unrealized
REYNOLDS AMERICAN INC 0.2%
Value ($000) $13,636 Shares 271,041 Est. Cost $60.46 Unrealized
VOYA VOYA FINL INC 0.2%
Value ($000) $13,635 Shares 458,000 Est. Cost $27.12 Unrealized 0.0%
TIME WARNER INC 0.2%
Value ($000) $13,505 Shares 186,154 Est. Cost $64.67 Unrealized
EBAY EBAY INC 0.2%
Value ($000) $13,390 Shares 561,152 Est. Cost $21.67 Unrealized -0.1%
BCE BCE INC 0.2%
Value ($000) $13,075 Shares 285,689 Est. Cost $22.68 Unrealized +2.6%
UAL UNITED CONTL HLDGS INC 0.2%
Value ($000) $12,883 Shares 215,225 Est. Cost $51.67 Unrealized +2.8%
INTERPUBLIC GROUP COS INC 0.2%
Value ($000) $12,593 Shares 548,736 Est. Cost $14.91 Unrealized -0.2%
KMB KIMBERLY CLARK CORP 0.2%
Value ($000) $12,238 Shares 90,983 Est. Cost $71.89 Unrealized +29.1%
PYPL PAYPAL HLDGS INC 0.2%
Value ($000) $12,121 Shares 313,904 Est. Cost $36.04 Unrealized +0.0%
JLL JONES LANG LASALLE INC 0.2%
Value ($000) $11,967 Shares 102,000 Est. Cost $118.41 Unrealized 0.0%
CAR AVIS BUDGET GROUP 0.2%
Value ($000) $11,806 Shares 431,500 Est. Cost $25.96 Unrealized 0.0%
LLY LILLY ELI & CO 0.2%
Value ($000) $11,666 Shares 162,003 Est. Cost $63.98 Unrealized 0.0%
EQT EQT CORP 0.2%
Value ($000) $11,663 Shares 173,398 Est. Cost $29.44 Unrealized 0.0%
B/E AEROSPACE INC 0.2%
Value ($000) $11,299 Shares 245,000 Est. Cost $46.12 Unrealized
QCOM QUALCOMM INC 0.2%
Value ($000) $10,908 Shares 213,300 Est. Cost $40.70 Unrealized -9.3%
BAX BAXTER INTL INC 0.2%
Value ($000) $10,749 Shares 261,652 Est. Cost $32.47 Unrealized 0.0%
OPLN KAR AUCTION SVCS INC 0.2%
Value ($000) $10,527 Shares 276,000 Est. Cost $13.25 Unrealized 0.0%
CALPINE CORP 0.2%
Value ($000) $10,527 Shares 693,922 Est. Cost $15.42 Unrealized
AEP AMERICAN ELEC PWR INC 0.2%
Value ($000) $10,523 Shares 158,472 Est. Cost $43.68 Unrealized 0.0%
LABORATORY CORP AMER HLDGS 0.2%
Value ($000) $10,199 Shares 87,071 Est. Cost $117.13 Unrealized
SJM SMUCKER J M CO 0.2%
Value ($000) $10,071 Shares 77,568 Est. Cost $93.46 Unrealized 0.0%
STAPLES INC 0.2%
Value ($000) $10,065 Shares 912,477 Est. Cost $11.03 Unrealized
PNW PINNACLE WEST CAP CORP 0.2%
Value ($000) $9,933 Shares 132,310 Est. Cost $46.44 Unrealized 0.0%
IYR ISHARES TR 0.2%
Value ($000) $9,841 Shares 126,397 Est. Cost $77.86 Unrealized
TWITTER INC 0.2%
Value ($000) $9,627 Shares 581,666 Est. Cost $16.84 Unrealized
NI NISOURCE INC 0.2%
Value ($000) $9,507 Shares 403,514 Est. Cost $15.66 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 0.2%
Value ($000) $9,362 Shares 123,677 Est. Cost $57.96 Unrealized 0.0%
HII HUNTINGTON INGALLS INDS INC 0.2%
Value ($000) $9,205 Shares 67,220 Est. Cost $107.73 Unrealized 0.0%
MARATHON OIL CORP 0.1%
Value ($000) $8,736 Shares 784,240 Est. Cost $11.14 Unrealized
RVTY PERKINELMER INC 0.1%
Value ($000) $8,708 Shares 176,071 Est. Cost $46.38 Unrealized 0.0%
AMERICAN CAPITAL AGENCY CORP 0.1%
Value ($000) $8,458 Shares 454,000 Est. Cost $18.63 Unrealized
SLM SLM CORP 0.1%
Value ($000) $8,268 Shares 1,300,000 Est. Cost $6.23 Unrealized -3.0%
SPIRIT AEROSYSTEMS HLDGS INC 0.1%
Value ($000) $8,256 Shares 182,000 Est. Cost $45.36 Unrealized
SEE SEALED AIR CORP NEW 0.1%
Value ($000) $8,153 Shares 169,819 Est. Cost $36.94 Unrealized 0.0%
DVA DAVITA HEALTHCARE PARTNERS I 0.1%
Value ($000) $8,024 Shares 109,355 Est. Cost $81.92 Unrealized -17.6%
QUINTILES TRANSNATIO HLDGS I 0.1%
Value ($000) $8,007 Shares 123,000 Est. Cost $65.10 Unrealized
AGL RES INC 0.1%
Value ($000) $8,006 Shares 122,904 Est. Cost $65.14 Unrealized
CM CDN IMPERIAL BK COMM TORONTO 0.1%
Value ($000) $7,922 Shares 105,645 Est. Cost $21.29 Unrealized -2.0%
CSCO CISCO SYS INC 0.1%
Value ($000) $7,918 Shares 278,106 Est. Cost $19.57 Unrealized -3.2%
VO VANGUARD INDEX FDS 0.1%
Value ($000) $7,842 Shares 64,685 Est. Cost $120.56 Unrealized
VIG VANGUARD SPECIALIZED PORTFOL 0.1%
Value ($000) $7,664 Shares 94,331 Est. Cost $78.30 Unrealized
BABA ALIBABA GROUP HLDG LTD 0.1%
Value ($000) $7,646 Shares 96,752 Est. Cost $79.03 Unrealized
TRV TRAVELERS COMPANIES INC 0.1%
Value ($000) $7,607 Shares 65,175 Est. Cost $73.37 Unrealized +19.7%
TWENTY FIRST CENTY FOX INC 0.1%
Value ($000) $7,549 Shares 267,702 Est. Cost $27.23 Unrealized
LINKEDIN CORP 0.1%
Value ($000) $7,546 Shares 65,989 Est. Cost $225.07 Unrealized
ATO ATMOS ENERGY CORP 0.1%
Value ($000) $7,500 Shares 101,000 Est. Cost $54.32 Unrealized 0.0%
BB&T CORP 0.1%
Value ($000) $7,458 Shares 224,156 Est. Cost $33.27 Unrealized
PAYX PAYCHEX INC 0.1%
Value ($000) $7,412 Shares 137,239 Est. Cost $37.48 Unrealized 0.0%
MAXIM INTEGRATED PRODS INC 0.1%
Value ($000) $7,380 Shares 200,646 Est. Cost $36.78 Unrealized
VNQ VANGUARD INDEX FDS 0.1%
Value ($000) $7,322 Shares 87,377 Est. Cost $78.46 Unrealized
DU PONT E I DE NEMOURS & CO 0.1%
Value ($000) $7,314 Shares 115,509 Est. Cost $63.32 Unrealized
WU WESTERN UN CO 0.1%
Value ($000) $7,193 Shares 372,881 Est. Cost $19.29 Unrealized
EL LAUDER ESTEE COS INC 0.1%
Value ($000) $7,019 Shares 74,426 Est. Cost $78.56 Unrealized 0.0%
ZTS ZOETIS INC 0.1%
Value ($000) $6,774 Shares 152,808 Est. Cost $42.17 Unrealized -6.8%
CFG CITIZENS FINL GROUP INC 0.1%
Value ($000) $6,712 Shares 320,401 Est. Cost $14.70 Unrealized 0.0%
AMAT APPLIED MATLS INC 0.1%
Value ($000) $6,690 Shares 315,845 Est. Cost $16.71 Unrealized -2.6%
RPM RPM INTL INC 0.1%
Value ($000) $6,674 Shares 141,000 Est. Cost $41.42 Unrealized 0.0%
TECO ENERGY INC 0.1%
Value ($000) $6,315 Shares 229,393 Est. Cost $26.65 Unrealized
IDERA PHARMACEUTICALS INC 0.1%
Value ($000) $6,235 Shares 3,148,916 Est. Cost $0.66 Unrealized
EFX EQUIFAX INC 0.1%
Value ($000) $6,176 Shares 54,042 Est. Cost $95.83 Unrealized 0.0%
HOG HARLEY DAVIDSON INC 0.1%
Value ($000) $6,101 Shares 118,849 Est. Cost $43.64 Unrealized 0.0%
CELGENE CORP 0.1%
Value ($000) $5,622 Shares 56,170 Est. Cost $100.09 Unrealized
BMO BANK MONTREAL QUE 0.1%
Value ($000) $5,450 Shares 89,377 Est. Cost $41.47 Unrealized -11.2%
MICHAEL KORS HLDGS LTD 0.1%
Value ($000) $5,383 Shares 94,506 Est. Cost $56.63 Unrealized
INGR INGREDION INC 0.1%
Value ($000) $5,340 Shares 50,000 Est. Cost $94.78 Unrealized +5.1%
ASHLAND INC NEW 0.1%
Value ($000) $5,278 Shares 48,000 Est. Cost $109.96 Unrealized
TD TORONTO DOMINION BK ONT 0.1%
Value ($000) $5,180 Shares 119,502 Est. Cost $42.23 Unrealized -8.6%
SHW SHERWIN WILLIAMS CO 0.1%
Value ($000) $5,152 Shares 18,098 Est. Cost $79.84 Unrealized 0.0%
VNO VORNADO RLTY TR 0.1%
Value ($000) $5,121 Shares 54,230 Est. Cost $94.43 Unrealized
HCP INC 0.1%
Value ($000) $5,112 Shares 156,918 Est. Cost $33.53 Unrealized
CSX CSX CORP 0.1%
Value ($000) $5,059 Shares 196,450 Est. Cost $7.01 Unrealized 0.0%
PEP PEPSICO INC 0.1%
Value ($000) $4,974 Shares 48,537 Est. Cost $73.47 Unrealized -0.3%
CENTURYLINK INC 0.1%
Value ($000) $4,961 Shares 155,234 Est. Cost $37.00 Unrealized
CAG CONAGRA FOODS INC 0.1%
Value ($000) $4,891 Shares 109,620 Est. Cost $21.46 Unrealized +6.9%
A AGILENT TECHNOLOGIES INC 0.1%
Value ($000) $4,883 Shares 122,530 Est. Cost $35.23 Unrealized 0.0%
POWERSHARES QQQ TRUST 0.1%
Value ($000) $4,845 Shares 44,364 Est. Cost $109.73 Unrealized
EPI WISDOMTREE TR 0.1%
Value ($000) $4,777 Shares 244,833 Est. Cost $19.91 Unrealized
AMERICAN CAP LTD 0.1%
Value ($000) $4,572 Shares 300,000 Est. Cost $13.79 Unrealized
AGRIUM INC 0.1%
Value ($000) $4,433 Shares 50,000 Est. Cost $88.66 Unrealized
MAR MARRIOTT INTL INC NEW 0.1%
Value ($000) $4,425 Shares 62,161 Est. Cost $59.55 Unrealized 0.0%
ISHARES 0.1%
Value ($000) $4,339 Shares 487,000 Est. Cost $8.03 Unrealized
ATMEL CORP 0.1%
Value ($000) $4,206 Shares 518,000 Est. Cost $8.12 Unrealized
GIS GENERAL MLS INC 0.1%
Value ($000) $4,153 Shares 65,557 Est. Cost $41.20 Unrealized 0.0%
MARKET VECTORS ETF TR 0.1%
Value ($000) $4,062 Shares 73,753 Est. Cost $49.88 Unrealized
AGCO AGCO CORP 0.1%
Value ($000) $3,976 Shares 80,000 Est. Cost $38.60 Unrealized 0.0%
CNC CENTENE CORP DEL 0.1%
Value ($000) $3,945 Shares 64,066 Est. Cost $29.85 Unrealized 0.0%
RY ROYAL BK CDA MONTREAL QUE 0.1%
Value ($000) $3,929 Shares 67,939 Est. Cost $60.80 Unrealized -14.7%
AAL AMERICAN AIRLS GROUP INC 0.1%
Value ($000) $3,874 Shares 94,473 Est. Cost $41.38 Unrealized -6.9%
GOOGL ALPHABET INC 0.1%
Value ($000) $3,706 Shares 4,826 Est. Cost $36.73 Unrealized -0.5%
RCI ROGERS COMMUNICATIONS INC 0.1%
Value ($000) $3,561 Shares 88,568 Est. Cost $38.34 Unrealized -5.6%
VYM VANGUARD WHITEHALL FDS INC 0.1%
Value ($000) $3,395 Shares 49,171 Est. Cost $66.54 Unrealized
HEARTLAND PMT SYS INC 0.1%
Value ($000) $3,380 Shares 35,000 Est. Cost $94.83 Unrealized
BAXALTA INC 0.1%
Value ($000) $3,327 Shares 82,349 Est. Cost $40.40 Unrealized
XENOPORT INC 0.1%
Value ($000) $3,238 Shares 717,900 Est. Cost $5.19 Unrealized
LVS LAS VEGAS SANDS CORP 0.1%
Value ($000) $3,214 Shares 62,199 Est. Cost $34.67 Unrealized +1.8%
HAIN HAIN CELESTIAL GROUP INC 0.1%
Value ($000) $3,202 Shares 78,259 Est. Cost $42.94 Unrealized -12.5%
CF CF INDS HLDGS INC 0.1%
Value ($000) $3,011 Shares 96,065 Est. Cost $31.80 Unrealized -22.3%
CABLEVISION SYS CORP 0.1%
Value ($000) $2,999 Shares 90,891 Est. Cost $33.00 Unrealized
JNJ JOHNSON & JOHNSON 0.0%
Value ($000) $2,927 Shares 27,051 Est. Cost $72.39 Unrealized +8.8%
TRANSCANADA CORP 0.0%
Value ($000) $2,900 Shares 73,466 Est. Cost $41.98 Unrealized
ANSYS INC 0.0%
Value ($000) $2,863 Shares 32,000 Est. Cost $88.13 Unrealized
JARDEN CORP 0.0%
Value ($000) $2,800 Shares 47,500 Est. Cost $57.12 Unrealized
ITUB ITAU UNIBANCO HLDG SA 0.0%
Value ($000) $2,734 Shares 318,220 Est. Cost $8.10 Unrealized
NOC NORTHROP GRUMMAN CORP 0.0%
Value ($000) $2,688 Shares 13,582 Est. Cost $155.18 Unrealized +3.8%
BIDU BAIDU INC 0.0%
Value ($000) $2,654 Shares 13,904 Est. Cost $165.48 Unrealized
RADIUS HEALTH INC 0.0%
Value ($000) $2,515 Shares 80,000 Est. Cost $50.08 Unrealized
AETNA INC NEW 0.0%
Value ($000) $2,506 Shares 22,301 Est. Cost $112.37 Unrealized
UAA UNDER ARMOUR INC 0.0%
Value ($000) $2,505 Shares 29,532 Est. Cost $45.48 Unrealized -13.3%
VALE VALE S A 0.0%
Value ($000) $2,421 Shares 575,115 Est. Cost $5.30 Unrealized
KLAC KLA-TENCOR CORP 0.0%
Value ($000) $2,382 Shares 32,709 Est. Cost $53.53 Unrealized +5.7%
XEROX CORP 0.0%
Value ($000) $2,230 Shares 199,780 Est. Cost $11.78 Unrealized
WALGREENS BOOTS ALLIANCE INC 0.0%
Value ($000) $2,143 Shares 25,436 Est. Cost $84.25 Unrealized
NUE NUCOR CORP 0.0%
Value ($000) $2,038 Shares 43,090 Est. Cost $32.43 Unrealized -0.0%
BNS BANK N S HALIFAX 0.0%
Value ($000) $2,036 Shares 41,489 Est. Cost $27.72 Unrealized -8.0%
FIS FIDELITY NATL INFORMATION SV 0.0%
Value ($000) $2,004 Shares 31,655 Est. Cost $50.57 Unrealized 0.0%
CTAS CINTAS CORP 0.0%
Value ($000) $1,982 Shares 22,071 Est. Cost $19.39 Unrealized 0.0%
FE FIRSTENERGY CORP 0.0%
Value ($000) $1,978 Shares 55,003 Est. Cost $22.29 Unrealized 0.0%
SCHW SCHWAB CHARLES CORP NEW 0.0%
Value ($000) $1,898 Shares 67,750 Est. Cost $23.31 Unrealized 0.0%
TATA MTRS LTD 0.0%
Value ($000) $1,800 Shares 61,945 Est. Cost $29.58 Unrealized
VIMPELCOM LTD 0.0%
Value ($000) $1,707 Shares 400,777 Est. Cost $4.38 Unrealized
IBN ICICI BK LTD 0.0%
Value ($000) $1,704 Shares 238,047 Est. Cost $8.15 Unrealized
KELLOGG CO 0.0%
Value ($000) $1,618 Shares 21,139 Est. Cost $40.91 Unrealized +19.0%
NORTHSTAR RLTY FIN CORP 0.0%
Value ($000) $1,561 Shares 119,000 Est. Cost $13.12 Unrealized
ACM AECOM 0.0%
Value ($000) $1,540 Shares 50,000 Est. Cost $26.69 Unrealized 0.0%
WHR WHIRLPOOL CORP 0.0%
Value ($000) $1,504 Shares 8,339 Est. Cost $150.70 Unrealized -1.1%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.0%
Value ($000) $1,443 Shares 38,300 Est. Cost $34.63 Unrealized 0.0%
SINA CORP 0.0%
Value ($000) $1,439 Shares 30,385 Est. Cost $49.78 Unrealized
GENERAL ELECTRIC CO 0.0%
Value ($000) $1,348 Shares 42,419 Est. Cost $25.21 Unrealized
SCCO SOUTHERN COPPER CORP 0.0%
Value ($000) $1,302 Shares 46,985 Est. Cost $18.71 Unrealized -9.8%
ELDORADO GOLD CORP NEW 0.0%
Value ($000) $1,266 Shares 400,481 Est. Cost $3.26 Unrealized
EXC EXELON CORP 0.0%
Value ($000) $1,251 Shares 34,888 Est. Cost $14.38 Unrealized +10.2%
THOMSON REUTERS CORP 0.0%
Value ($000) $1,177 Shares 28,935 Est. Cost $38.08 Unrealized
SILVER WHEATON CORP 0.0%
Value ($000) $1,047 Shares 63,180 Est. Cost $17.64 Unrealized
HARMAN INTL INDS INC 0.0%
Value ($000) $996 Shares 11,190 Est. Cost $90.98 Unrealized
PANW PALO ALTO NETWORKS INC 0.0%
Value ($000) $995 Shares 6,098 Est. Cost $26.14 Unrealized -5.9%
SNPS SYNOPSYS INC 0.0%
Value ($000) $982 Shares 20,264 Est. Cost $48.36 Unrealized -8.7%
CTRIP COM INTL LTD 0.0%
Value ($000) $970 Shares 21,914 Est. Cost $50.31 Unrealized
DISCOVERY COMMUNICATNS NEW 0.0%
Value ($000) $951 Shares 35,233 Est. Cost $26.99 Unrealized
INFY INFOSYS LTD 0.0%
Value ($000) $938 Shares 49,297 Est. Cost $22.42 Unrealized
GNW GENWORTH FINL INC 0.0%
Value ($000) $928 Shares 340,040 Est. Cost $5.30 Unrealized -52.2%
PBR PETROLEO BRASILEIRO SA PETRO 0.0%
Value ($000) $903 Shares 154,656 Est. Cost $10.81 Unrealized
CNI CANADIAN NATL RY CO 0.0%
Value ($000) $876 Shares 13,960 Est. Cost $45.76 Unrealized +2.1%
WM WASTE MGMT INC DEL 0.0%
Value ($000) $857 Shares 14,527 Est. Cost $45.95 Unrealized 0.0%
DVN DEVON ENERGY CORP NEW 0.0%
Value ($000) $814 Shares 31,060 Est. Cost $32.42 Unrealized -47.7%
MGM MGM RESORTS INTERNATIONAL 0.0%
Value ($000) $799 Shares 37,262 Est. Cost $18.66 Unrealized 0.0%
SHAW COMMUNICATIONS INC 0.0%
Value ($000) $755 Shares 38,932 Est. Cost $19.49 Unrealized
ILF ISHARES TR 0.0%
Value ($000) $755 Shares 30,000 Est. Cost $34.18 Unrealized
UNILEVER N V 0.0%
Value ($000) $719 Shares 16,089 Est. Cost $41.40 Unrealized
TSLA TESLA MTRS INC 0.0%
Value ($000) $710 Shares 3,077 Est. Cost $13.15 Unrealized 0.0%
GOLDCORP INC NEW 0.0%
Value ($000) $669 Shares 41,215 Est. Cost $18.83 Unrealized
DEO DIAGEO P L C 0.0%
Value ($000) $650 Shares 6,025 Est. Cost $113.85 Unrealized
SENIOR HSG PPTYS TR 0.0%
Value ($000) $641 Shares 35,813 Est. Cost $22.64 Unrealized
EMB ISHARES TR 0.0%
Value ($000) $629 Shares 5,700 Est. Cost $109.28 Unrealized
SOUFUN HLDGS LTD 0.0%
Value ($000) $629 Shares 104,962 Est. Cost $6.94 Unrealized
ABEV AMBEV SA 0.0%
Value ($000) $609 Shares 117,501 Est. Cost $5.76 Unrealized
EMBJ EMBRAER S A 0.0%
Value ($000) $609 Shares 23,096 Est. Cost $27.23 Unrealized
ASR GRUPO AEROPORTUARIO DEL SURE 0.0%
Value ($000) $599 Shares 3,990 Est. Cost $136.81 Unrealized
MOBILE TELESYSTEMS PJSC 0.0%
Value ($000) $550 Shares 67,927 Est. Cost $10.42 Unrealized
CHICAGO BRIDGE & IRON CO N V 0.0%
Value ($000) $550 Shares 15,035 Est. Cost $63.82 Unrealized
BBY BEST BUY INC 0.0%
Value ($000) $541 Shares 16,684 Est. Cost $21.17 Unrealized 0.0%
PAC GPO AEROPORTUARIO DEL PAC SA 0.0%
Value ($000) $535 Shares 6,030 Est. Cost $88.72 Unrealized
ARCELORMITTAL SA LUXEMBOURG 0.0%
Value ($000) $529 Shares 115,496 Est. Cost $4.95 Unrealized
BARRICK GOLD CORP 0.0%
Value ($000) $523 Shares 38,454 Est. Cost $11.40 Unrealized
HEDJ WISDOMTREE TR 0.0%
Value ($000) $500 Shares 9,629 Est. Cost $53.68 Unrealized
SBS COMPANHIA DE SANEAMENTO BASI 0.0%
Value ($000) $493 Shares 74,669 Est. Cost $11.08 Unrealized
BLACKSTONE GROUP L P 0.0%
Value ($000) $493 Shares 17,560 Est. Cost $30.70 Unrealized
PM PHILIP MORRIS INTL INC 0.0%
Value ($000) $491 Shares 5,011 Est. Cost $48.02 Unrealized +16.3%
BCS BARCLAYS PLC 0.0%
Value ($000) $480 Shares 55,710 Est. Cost $8.62 Unrealized
NVS NOVARTIS A G 0.0%
Value ($000) $471 Shares 6,497 Est. Cost $72.43 Unrealized
ANF ABERCROMBIE & FITCH CO 0.0%
Value ($000) $470 Shares 14,910 Est. Cost $19.46 Unrealized +18.8%
TU TELUS CORP 0.0%
Value ($000) $470 Shares 14,369 Est. Cost $15.56 Unrealized -7.6%
AMD ADVANCED MICRO DEVICES INC 0.0%
Value ($000) $463 Shares 162,370 Est. Cost $3.53 Unrealized -35.6%
HDB HDFC BANK LTD 0.0%
Value ($000) $461 Shares 7,475 Est. Cost $61.62 Unrealized
OMAB GRUPO AEROPORTUARIO CTR NORT 0.0%
Value ($000) $460 Shares 10,089 Est. Cost $39.19 Unrealized
SLV ISHARES SILVER TRUST 0.0%
Value ($000) $448 Shares 30,500 Est. Cost $17.96 Unrealized
SOLARCITY CORP 0.0%
Value ($000) $443 Shares 18,031 Est. Cost $24.57 Unrealized
FITBIT INC 0.0%
Value ($000) $439 Shares 29,000 Est. Cost $15.14 Unrealized
BUNGE LIMITED 0.0%
Value ($000) $431 Shares 7,610 Est. Cost $89.88 Unrealized
BAH BOOZ ALLEN HAMILTON HLDG COR 0.0%
Value ($000) $430 Shares 14,188 Est. Cost $23.82 Unrealized 0.0%
NUANCE COMMUNICATIONS INC 0.0%
Value ($000) $414 Shares 22,131 Est. Cost $19.91 Unrealized
WILLIAMS PARTNERS L P NEW 0.0%
Value ($000) $400 Shares 19,558 Est. Cost $28.92 Unrealized
XHB SPDR SERIES TRUST 0.0%
Value ($000) $400 Shares 11,826 Est. Cost $32.99 Unrealized
SILVER SPRING NETWORKS INC 0.0%
Value ($000) $394 Shares 26,687 Est. Cost $14.76 Unrealized
KGC KINROSS GOLD CORP 0.0%
Value ($000) $388 Shares 114,078 Est. Cost $2.96 Unrealized -16.1%
XLK SELECT SECTOR SPDR TR 0.0%
Value ($000) $373 Shares 258,412 Est. Cost $41.90 Unrealized
IPGP IPG PHOTONICS CORP 0.0%
Value ($000) $364 Shares 3,788 Est. Cost $85.71 Unrealized -1.0%
SEADRILL LIMITED 0.0%
Value ($000) $362 Shares 109,686 Est. Cost $9.08 Unrealized
CHINA LIFE INS CO LTD 0.0%
Value ($000) $362 Shares 29,418 Est. Cost $12.31 Unrealized
JD JD COM INC 0.0%
Value ($000) $358 Shares 13,492 Est. Cost $29.19 Unrealized
BBD BANCO BRADESCO S A 0.0%
Value ($000) $354 Shares 47,478 Est. Cost $6.77 Unrealized
KO COCA COLA CO 0.0%
Value ($000) $353 Shares 7,624 Est. Cost $27.59 Unrealized +15.4%
NBIX NEUROCRINE BIOSCIENCES INC 0.0%
Value ($000) $352 Shares 8,891 Est. Cost $50.83 Unrealized -21.9%
IRBTQ IROBOT CORP 0.0%
Value ($000) $349 Shares 9,894 Est. Cost $32.34 Unrealized +0.6%
NTES NETEASE INC 0.0%
Value ($000) $348 Shares 2,424 Est. Cost $125.69 Unrealized
MARKET VECTORS ETF TR 0.0%
Value ($000) $346 Shares 21,175 Est. Cost $16.34 Unrealized
MAT MATTEL INC 0.0%
Value ($000) $312 Shares 9,275 Est. Cost $30.38 Unrealized 0.0%
UNITED TECHNOLOGIES CORP 0.0%
Value ($000) $281 Shares 2,805 Est. Cost $89.12 Unrealized
TEVA TEVA PHARMACEUTICAL INDS LTD 0.0%
Value ($000) $278 Shares 5,197 Est. Cost $61.06 Unrealized
BB BLACKBERRY LTD 0.0%
Value ($000) $272 Shares 33,651 Est. Cost $8.04 Unrealized -6.6%
BRKR BRUKER CORP 0.0%
Value ($000) $248 Shares 8,873 Est. Cost $23.95 Unrealized 0.0%
QLIK TECHNOLOGIES INC 0.0%
Value ($000) $237 Shares 8,183 Est. Cost $31.70 Unrealized
ORCL ORACLE CORP 0.0%
Value ($000) $230 Shares 5,621 Est. Cost $31.95 Unrealized 0.0%
TELEFONICA BRASIL SA 0.0%
Value ($000) $217 Shares 17,362 Est. Cost $9.03 Unrealized
LDOS LEIDOS HLDGS INC 0.0%
Value ($000) $214 Shares 4,251 Est. Cost $32.50 Unrealized -8.4%
CLIFFS NAT RES INC 0.0%
Value ($000) $205 Shares 68,361 Est. Cost $4.82 Unrealized
EBS EMERGENT BIOSOLUTIONS INC 0.0%
Value ($000) $205 Shares 5,651 Est. Cost $35.32 Unrealized 0.0%
BRF SA 0.0%
Value ($000) $169 Shares 11,913 Est. Cost $13.78 Unrealized
CRESCENT PT ENERGY CORP 0.0%
Value ($000) $161 Shares 11,601 Est. Cost $35.55 Unrealized
PANDORA MEDIA INC 0.0%
Value ($000) $159 Shares 17,734 Est. Cost $8.97 Unrealized
NABORS INDUSTRIES LTD 0.0%
Value ($000) $143 Shares 15,548 Est. Cost $8.94 Unrealized
FIBRIA CELULOSE S A 0.0%
Value ($000) $128 Shares 15,094 Est. Cost $11.60 Unrealized
COBALT INTL ENERGY INC 0.0%
Value ($000) $111 Shares 37,353 Est. Cost $2.97 Unrealized
NG NOVAGOLD RES INC 0.0%
Value ($000) $87 Shares 17,000 Est. Cost $3.37 Unrealized +36.4%
CHESAPEAKE ENERGY CORP 0.0%
Value ($000) $77 Shares 18,676 Est. Cost $4.12 Unrealized
YAMANA GOLD INC 0.0%
Value ($000) $62 Shares 20,461 Est. Cost $5.64 Unrealized
SUNEDISON INC 0.0%
Value ($000) $61 Shares 112,980 Est. Cost $5.26 Unrealized
MANNKIND CORP 0.0%
Value ($000) $48 Shares 29,513 Est. Cost $3.13 Unrealized
CIG COMPANHIA ENERGETICA DE MINA 0.0%
Value ($000) $48 Shares 21,416 Est. Cost $6.70 Unrealized
SID COMPANHIA SIDERURGICA NACION 0.0%
Value ($000) $46 Shares 23,402 Est. Cost $3.05 Unrealized
GFI GOLD FIELDS LTD NEW 0.0%
Value ($000) $40 Shares 10,086 Est. Cost $4.32 Unrealized
CITIGROUP INC 0.0%
Value ($000) $14 Shares 140,006 Est. Cost $0.10 Unrealized
HARVEST NATURAL RESOURCES IN 0.0%
Value ($000) $12 Shares 20,000 Est. Cost $4.51 Unrealized
BELLATRIX EXPLORATION LTD 0.0%
Value ($000) $11 Shares 10,500 Est. Cost $2.00 Unrealized