CAISSE DE DEPOT ET PLACEMENT DU QUEBEC Diversified Active

Location: Montreal, Quebec, Canada

CIK: 0000898286 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 13, 2015

Total Value: $36.33B (100.0% shares, 0.0% debt)

Holdings (662)

— Groupe CGI Inc 5.8%

Value $2.098B Shares 58,174,038 Est. Cost — Unrealized —

CNI Compagnie des chemins de fer nationaux du Canada 3.8%

Value $1.377B Shares 24,370,000 Est. Cost — Unrealized —

TD Banque Toronto-Dominion, La 3.7%

Value $1.346B Shares 34,300,000 Est. Cost — Unrealized —

RY Banque Royale du Canada 3.6%

Value $1.291B Shares 23,462,261 Est. Cost — Unrealized —

ENB Enbridge Inc. 3.2%

Value $1.146B Shares 30,582,100 Est. Cost — Unrealized —

BNS Banque de Nouvelle-?cosse, La 2.6%

Value $935M Shares 21,310,000 Est. Cost — Unrealized —

MFC Soci?t? Financi?re Manuvie 2.4%

Value $869M Shares 56,459,090 Est. Cost — Unrealized —

MSFT Microsoft Corp 2.0%

Value $736M Shares 16,636,700 Est. Cost — Unrealized —

GIL V?tements de Sport Gildan Inc, Les 1.9%

Value $688M Shares 22,900,000 Est. Cost — Unrealized —

IBM International Business Machines Corp 1.6%

Value $598M Shares 4,128,100 Est. Cost — Unrealized —

SU Suncor ?nergie Inc 1.6%

Value $594M Shares 22,300,000 Est. Cost — Unrealized —

MGA Magna International Inc 1.5%

Value $545M Shares 11,413,000 Est. Cost — Unrealized —

LMT Lockheed Martin Corp 1.5%

Value $544M Shares 2,625,700 Est. Cost — Unrealized —

JNJ Johnson & Johnson 1.5%

Value $544M Shares 5,830,000 Est. Cost — Unrealized —

MDT Medtronic PLC 1.5%

Value $527M Shares 7,877,447 Est. Cost — Unrealized —

KMB Kimberly-Clark Corp 1.4%

Value $520M Shares 4,766,300 Est. Cost — Unrealized —

BRK/B Berkshire Hathaway Inc 1.4%

Value $516M Shares 3,956,670 Est. Cost — Unrealized —

— Praxair Inc 1.3%

Value $486M Shares 4,770,600 Est. Cost — Unrealized —

XOM Exxon Mobil Corp 1.3%

Value $483M Shares 6,499,445 Est. Cost — Unrealized —

HRB H&R Block Inc 1.3%

Value $476M Shares 13,161,900 Est. Cost — Unrealized —

CVE Cenovus Energy Inc 1.3%

Value $469M Shares 31,067,835 Est. Cost — Unrealized —

MCD McDonald's Corp 1.2%

Value $443M Shares 4,499,800 Est. Cost — Unrealized —

UNH UnitedHealth Group Inc 1.1%

Value $418M Shares 3,600,300 Est. Cost — Unrealized —

WM Waste Management Inc 1.1%

Value $414M Shares 8,321,397 Est. Cost — Unrealized —

PEP PepsiCo Inc 1.1%

Value $414M Shares 4,394,913 Est. Cost — Unrealized —

WEC WEC Energy Group Inc 1.1%

Value $413M Shares 7,901,533 Est. Cost — Unrealized —

CL Colgate-Palmolive Co 1.1%

Value $412M Shares 6,486,500 Est. Cost — Unrealized —

QCOM Qualcomm Inc 1.1%

Value $410M Shares 7,628,800 Est. Cost — Unrealized —

— Agrium Inc 1.1%

Value $404M Shares 4,533,200 Est. Cost — Unrealized —

PPL PPL Corp 1.1%

Value $399M Shares 12,120,500 Est. Cost — Unrealized —

AAPL Apple Inc 1.0%

Value $369M Shares 3,349,200 Est. Cost — Unrealized —

— Valeant Pharmaceuticals International Inc 1.0%

Value $369M Shares 2,075,000 Est. Cost — Unrealized —

NEE NextEra Energy Inc 1.0%

Value $364M Shares 3,730,600 Est. Cost — Unrealized —

ORCL Oracle Corp 1.0%

Value $363M Shares 10,049,600 Est. Cost — Unrealized —

CNQ Canadian Natural Resources Limited 1.0%

Value $358M Shares 18,466,000 Est. Cost — Unrealized —

— TransCanada Corp 0.9%

Value $329M Shares 10,450,000 Est. Cost — Unrealized —

OTEX Open Text Corp 0.9%

Value $324M Shares 7,278,400 Est. Cost — Unrealized —

Value $317M Shares 2,233,500 Est. Cost — Unrealized —

TU TELUS Corporation 0.8%

Value $293M Shares 9,328,000 Est. Cost — Unrealized —

— Walgreens Boots Alliance Inc 0.7%

Value $261M Shares 3,136,000 Est. Cost — Unrealized —

MA MasterCard Inc 0.7%

Value $258M Shares 2,861,000 Est. Cost — Unrealized —

GPC Genuine Parts Co 0.7%

Value $250M Shares 3,013,000 Est. Cost — Unrealized —

— Ritchie Bros Auctioneers Inc 0.6%

Value $234M Shares 9,104,800 Est. Cost — Unrealized —

CAE CAE Inc 0.6%

Value $202M Shares 19,176,075 Est. Cost — Unrealized —

CVS CVS Health Corp 0.5%

Value $199M Shares 2,060,200 Est. Cost — Unrealized —

MCK McKesson Corp 0.5%

Value $182M Shares 984,800 Est. Cost — Unrealized —

— EnCana Corporation 0.5%

Value $182M Shares 28,345,745 Est. Cost — Unrealized —

BAC Bank of America Corp 0.5%

Value $175M Shares 11,236,750 Est. Cost — Unrealized —

— General Electric Co 0.5%

Value $172M Shares 6,808,539 Est. Cost — Unrealized —

ATR Aptargroup Inc 0.5%

Value $166M Shares 2,518,500 Est. Cost — Unrealized —

AXP American Express Co 0.4%

Value $163M Shares 2,195,500 Est. Cost — Unrealized —

YUM Yum! Brands Inc 0.4%

Value $163M Shares 2,033,600 Est. Cost — Unrealized —

CCJ Cameco Corp 0.4%

Value $162M Shares 13,370,000 Est. Cost — Unrealized —

PBA Pembina Pipeline Corp 0.4%

Value $156M Shares 6,512,004 Est. Cost — Unrealized —

— Torchmark Corp 0.4%

Value $154M Shares 2,734,194 Est. Cost — Unrealized —

— United Technologies Corp 0.4%

Value $149M Shares 1,672,800 Est. Cost — Unrealized —

RGA Reinsurance Group of America Inc 0.4%

Value $145M Shares 1,603,300 Est. Cost — Unrealized —

— Linear Technology Corp 0.4%

Value $143M Shares 3,555,800 Est. Cost — Unrealized —

STT State Street Corp 0.4%

Value $143M Shares 2,122,900 Est. Cost — Unrealized —

WFC Wells Fargo & Co 0.4%

Value $143M Shares 2,777,695 Est. Cost — Unrealized —

INTU Intuit Inc 0.4%

Value $142M Shares 1,599,994 Est. Cost — Unrealized —

C Citigroup Inc 0.4%

Value $137M Shares 2,767,395 Est. Cost — Unrealized —

HD Home Depot Inc, The 0.4%

Value $132M Shares 1,142,200 Est. Cost — Unrealized —

SWK Stanley Black & Decker Inc 0.3%

Value $126M Shares 1,296,597 Est. Cost — Unrealized —

META Facebook Inc 0.3%

Value $123M Shares 1,373,200 Est. Cost — Unrealized —

— Goldcorp Inc 0.3%

Value $123M Shares 9,860,000 Est. Cost — Unrealized —

DHR Danaher Corp 0.3%

Value $121M Shares 1,422,900 Est. Cost — Unrealized —

GILD Gilead Sciences Inc 0.3%

Value $120M Shares 1,223,300 Est. Cost — Unrealized —

BFH Alliance Data Systems Corp 0.3%

Value $118M Shares 456,027 Est. Cost — Unrealized —

TMO Thermo Fisher Scientific Inc 0.3%

Value $118M Shares 962,900 Est. Cost — Unrealized —

NWL Newell Rubbermaid Inc 0.3%

Value $117M Shares 2,937,800 Est. Cost — Unrealized —

AZO AutoZone Inc 0.3%

Value $116M Shares 160,930 Est. Cost — Unrealized —

KO Coca-Cola Co, The 0.3%

Value $114M Shares 2,833,919 Est. Cost — Unrealized —

GOOG Alphabet Inc 0.3%

Value $112M Shares 184,436 Est. Cost — Unrealized —

KHC Kraft Heinz Co/The 0.3%

Value $109M Shares 1,547,494 Est. Cost — Unrealized —

JPM JPMorgan Chase & Co 0.3%

Value $104M Shares 1,701,800 Est. Cost — Unrealized —

CSCO Cisco Systems Inc 0.3%

Value $99.95M Shares 3,807,700 Est. Cost — Unrealized —

USB US Bancorp 0.3%

Value $99.56M Shares 2,427,830 Est. Cost — Unrealized —

AMZN Amazon.com Inc 0.3%

Value $99M Shares 193,400 Est. Cost — Unrealized —

— Hewlett-Packard Co 0.3%

Value $95.77M Shares 3,739,593 Est. Cost — Unrealized —

GS Goldman Sachs Group, Inc., The 0.3%

Value $91.71M Shares 527,800 Est. Cost — Unrealized —

SLB Schlumberger Ltd 0.2%

Value $86.27M Shares 1,250,869 Est. Cost — Unrealized —

PG Procter & Gamble Company, The 0.2%

Value $86.21M Shares 1,198,300 Est. Cost — Unrealized —

PFE Pfizer Inc 0.2%

Value $85.58M Shares 2,724,438 Est. Cost — Unrealized —

— TD Ameritrade Holding Corp 0.2%

Value $84.08M Shares 2,640,800 Est. Cost — Unrealized —

GOOGL Alphabet Inc 0.2%

Value $81.78M Shares 128,100 Est. Cost — Unrealized —

VZ Verizon Communications Inc 0.2%

Value $78.14M Shares 1,796,000 Est. Cost — Unrealized —

WMB Williams Cos Inc, The 0.2%

Value $74.34M Shares 2,017,400 Est. Cost — Unrealized —

— Anadarko Petroleum Corp 0.2%

Value $69.41M Shares 1,149,400 Est. Cost — Unrealized —

— Coach Inc 0.2%

Value $67.55M Shares 2,334,900 Est. Cost — Unrealized —

MRK Merck & Co Inc 0.2%

Value $61.45M Shares 1,244,200 Est. Cost — Unrealized —

INTC Intel Corp 0.2%

Value $59.68M Shares 1,980,100 Est. Cost — Unrealized —

— Cleco Corp 0.2%

Value $58.56M Shares 1,100,000 Est. Cost — Unrealized —

EEM iShares MSCI Emerging Markets ETF 0.2%

Value $56.39M Shares 1,720,330 Est. Cost — Unrealized —

MDLZ Mondelez International Inc 0.2%

Value $55.97M Shares 1,336,782 Est. Cost — Unrealized —

PM Philip Morris International Inc 0.1%

Value $54.29M Shares 684,300 Est. Cost — Unrealized —

CMCSA Comcast Corp 0.1%

Value $53.14M Shares 934,200 Est. Cost — Unrealized —

UNP Union Pacific Corp 0.1%

Value $49.8M Shares 563,300 Est. Cost — Unrealized —

CVX Chevron Corp 0.1%

Value $47.83M Shares 606,300 Est. Cost — Unrealized —

— CBS Corp 0.1%

Value $47.73M Shares 1,196,329 Est. Cost — Unrealized —

— Monsanto Co 0.1%

Value $47.51M Shares 556,700 Est. Cost — Unrealized —

TECK Teck Resources Ltd 0.1%

Value $47.12M Shares 9,916,700 Est. Cost — Unrealized —

MO Altria Group Inc 0.1%

Value $47.12M Shares 866,100 Est. Cost — Unrealized —

BA Boeing Company, The 0.1%

Value $46.77M Shares 357,200 Est. Cost — Unrealized —

AMGN Amgen Inc 0.1%

Value $46.34M Shares 335,000 Est. Cost — Unrealized —

UBS UBS Group AG 0.1%

Value $44.19M Shares 2,397,601 Est. Cost — Unrealized —

BMY Bristol-Myers Squibb Co 0.1%

Value $43.61M Shares 736,600 Est. Cost — Unrealized —

WMT Wal-Mart Stores Inc 0.1%

Value $42.97M Shares 662,774 Est. Cost — Unrealized —

SBUX Starbucks Corp 0.1%

Value $42.95M Shares 755,600 Est. Cost — Unrealized —

— Cobalt International Energy Inc 0.1%

Value $42.92M Shares 6,061,852 Est. Cost — Unrealized —

HIG Hartford Financial Services Group Inc/The 0.1%

Value $41.09M Shares 897,585 Est. Cost — Unrealized —

UPS United Parcel Service Inc 0.1%

Value $41.05M Shares 416,000 Est. Cost — Unrealized —

DAL Delta Air Lines Inc 0.1%

Value $40M Shares 891,400 Est. Cost — Unrealized —

AIG American International Group Inc 0.1%

Value $39.87M Shares 701,613 Est. Cost — Unrealized —

CX Cemex SAB de CV 0.1%

Value $39.69M Shares 5,678,400 Est. Cost — Unrealized —

— ACE Ltd 0.1%

Value $37.95M Shares 367,000 Est. Cost — Unrealized —

— Celgene Corp 0.1%

Value $37.77M Shares 349,200 Est. Cost — Unrealized —

MET MetLife, Inc. 0.1%

Value $36.04M Shares 764,400 Est. Cost — Unrealized —

TMUS T-Mobile US Inc 0.1%

Value $34.83M Shares 875,000 Est. Cost — Unrealized —

LLY Eli Lilly & Co 0.1%

Value $33.82M Shares 404,086 Est. Cost — Unrealized —

HON Honeywell International Inc 0.1%

Value $32.7M Shares 345,300 Est. Cost — Unrealized —

— Student Transportation Inc 0.1%

Value $32.27M Shares 7,997,018 Est. Cost — Unrealized —

ADP Automatic Data Processing Inc 0.1%

Value $30.6M Shares 380,800 Est. Cost — Unrealized —

— Allergan plc 0.1%

Value $30.41M Shares 111,865 Est. Cost — Unrealized —

BIIB Biogen Inc 0.1%

Value $30.31M Shares 103,878 Est. Cost — Unrealized —

T AT&T Inc 0.1%

Value $30.21M Shares 927,153 Est. Cost — Unrealized —

— Youku Tudou Inc 0.1%

Value $29.84M Shares 1,692,800 Est. Cost — Unrealized —

NKE NIKE Inc 0.1%

Value $29.33M Shares 238,500 Est. Cost — Unrealized —

— Eldorado Gold Corp 0.1%

Value $29.29M Shares 9,173,400 Est. Cost — Unrealized —

OXY Occidental Petroleum Corp 0.1%

Value $28.94M Shares 437,500 Est. Cost — Unrealized —

CCI Crown Castle International Corp 0.1%

Value $28.58M Shares 362,391 Est. Cost — Unrealized —

— Time Warner Inc 0.1%

Value $28.21M Shares 410,300 Est. Cost — Unrealized —

— Sigma-Aldrich Corp 0.1%

Value $28.17M Shares 202,800 Est. Cost — Unrealized —

LOW Lowe's Cos Inc 0.1%

Value $28.17M Shares 408,700 Est. Cost — Unrealized —

— Broadcom Corp 0.1%

Value $28.13M Shares 546,900 Est. Cost — Unrealized —

COST Costco Wholesale Corp 0.1%

Value $28.06M Shares 194,100 Est. Cost — Unrealized —

— Chubb Corp, The 0.1%

Value $27.63M Shares 225,300 Est. Cost — Unrealized —

CCL Carnival Corp 0.1%

Value $27.6M Shares 555,414 Est. Cost — Unrealized —

— Alcoa Inc 0.1%

Value $27.3M Shares 2,826,467 Est. Cost — Unrealized —

GLW Corning Inc 0.1%

Value $26.84M Shares 1,567,600 Est. Cost — Unrealized —

V Visa Inc 0.1%

Value $26.82M Shares 385,000 Est. Cost — Unrealized —

— Cameron International Corp 0.1%

Value $26.65M Shares 434,639 Est. Cost — Unrealized —

ETN Eaton Corp PLC 0.1%

Value $25.98M Shares 506,498 Est. Cost — Unrealized —

BAP Credicorp Ltd 0.1%

Value $25.65M Shares 241,172 Est. Cost — Unrealized —

SPG Simon Property Group Inc 0.1%

Value $25.11M Shares 136,700 Est. Cost — Unrealized —

CRM Salesforce.com Inc 0.1%

Value $25M Shares 360,100 Est. Cost — Unrealized —

— LinkedIn Corp 0.1%

Value $24.72M Shares 130,000 Est. Cost — Unrealized —

— Starwood Hotels & Resorts Worldwide Inc 0.1%

Value $24.48M Shares 368,300 Est. Cost — Unrealized —

DB Deutsche Bank AG 0.1%

Value $24.33M Shares 905,532 Est. Cost — Unrealized —

EXPE Expedia Inc 0.1%

Value $24.02M Shares 204,150 Est. Cost — Unrealized —

APD Air Products & Chemicals Inc 0.1%

Value $23.67M Shares 185,500 Est. Cost — Unrealized —

CTSH Cognizant Technology Solutions Corp 0.1%

Value $23.19M Shares 370,341 Est. Cost — Unrealized —

BK Bank of New York Mellon Corp, The 0.1%

Value $22.89M Shares 584,800 Est. Cost — Unrealized —

— Priceline Group Inc/The 0.1%

Value $22.76M Shares 18,400 Est. Cost — Unrealized —

— Time Warner Cable Inc 0.1%

Value $22.42M Shares 125,000 Est. Cost — Unrealized —

M Macy's Inc 0.1%

Value $21.87M Shares 426,200 Est. Cost — Unrealized —

TGT Target Corp 0.1%

Value $21.84M Shares 277,600 Est. Cost — Unrealized —

— Navistar International Corp 0.1%

Value $21.62M Shares 1,700,000 Est. Cost — Unrealized —

PYPL PayPal Holdings Inc 0.1%

Value $21.41M Shares 689,900 Est. Cost — Unrealized —

TJX TJX Cos Inc/The 0.1%

Value $21.28M Shares 297,900 Est. Cost — Unrealized —

MS Morgan Stanley 0.1%

Value $21.2M Shares 673,100 Est. Cost — Unrealized —

— Yahoo! Inc 0.1%

Value $20.89M Shares 722,600 Est. Cost — Unrealized —

W Wayfair Inc 0.1%

Value $20.6M Shares 587,607 Est. Cost — Unrealized —

PNC PNC Financial Services Group Inc/The 0.1%

Value $20.24M Shares 226,885 Est. Cost — Unrealized —

PSA Public Storage 0.1%

Value $20.08M Shares 94,900 Est. Cost — Unrealized —

TXN Texas Instruments Inc 0.1%

Value $19.98M Shares 403,400 Est. Cost — Unrealized —

— HCC Insurance Holdings Inc 0.1%

Value $19.37M Shares 250,000 Est. Cost — Unrealized —

ACN Accenture PLC 0.1%

Value $19.23M Shares 195,700 Est. Cost — Unrealized —

GM General Motors Co 0.1%

Value $19.12M Shares 636,800 Est. Cost — Unrealized —

PCAR PACCAR Inc 0.1%

Value $18.82M Shares 360,800 Est. Cost — Unrealized —

— Twenty-First Century Fox Inc 0.1%

Value $18.69M Shares 690,500 Est. Cost — Unrealized —

PRU Prudential Financial Inc 0.1%

Value $18.5M Shares 242,700 Est. Cost — Unrealized —

GD General Dynamics Corp 0.1%

Value $18.48M Shares 134,000 Est. Cost — Unrealized —

— SINA Corp/China 0.1%

Value $18.45M Shares 460,000 Est. Cost — Unrealized —

— Viacom Inc 0.0%

Value $17.84M Shares 413,500 Est. Cost — Unrealized —

CAT Caterpillar Inc 0.0%

Value $17.4M Shares 266,200 Est. Cost — Unrealized —

COF Capital One Financial Corp 0.0%

Value $17.38M Shares 239,600 Est. Cost — Unrealized —

ABBV AbbVie Inc 0.0%

Value $17.21M Shares 316,323 Est. Cost — Unrealized —

EBAY eBay Inc 0.0%

Value $16.99M Shares 695,100 Est. Cost — Unrealized —

— TECO Energy Inc 0.0%

Value $16.95M Shares 645,579 Est. Cost — Unrealized —

— InterOil Corp 0.0%

Value $16.86M Shares 500,000 Est. Cost — Unrealized —

— Aetna Inc 0.0%

Value $16.85M Shares 154,027 Est. Cost — Unrealized —

— Hanesbrands Inc 0.0%

Value $16.79M Shares 580,043 Est. Cost — Unrealized —

FDX FedEx Corp 0.0%

Value $16.7M Shares 116,000 Est. Cost — Unrealized —

NUS Nu Skin Enterprises Inc 0.0%

Value $16.66M Shares 403,464 Est. Cost — Unrealized —

EWY iShares MSCI South Korea Capped ETF 0.0%

Value $16.59M Shares 340,000 Est. Cost — Unrealized —

AFL Aflac Inc 0.0%

Value $16.53M Shares 284,300 Est. Cost — Unrealized —

PVH PVH Corp 0.0%

Value $16.51M Shares 161,974 Est. Cost — Unrealized —

AMT American Tower Corp 0.0%

Value $16.45M Shares 187,000 Est. Cost — Unrealized —

D Dominion Resources Inc/VA 0.0%

Value $16.36M Shares 232,500 Est. Cost — Unrealized —

— Skechers U.S.A. Inc 0.0%

Value $16.23M Shares 121,074 Est. Cost — Unrealized —

— Reynolds American Inc 0.0%

Value $16.21M Shares 366,190 Est. Cost — Unrealized —

EA Electronic Arts Inc 0.0%

Value $16.1M Shares 237,700 Est. Cost — Unrealized —

DIS Walt Disney Co, The 0.0%

Value $15.93M Shares 155,881 Est. Cost — Unrealized —

UAL United Continental Holdings Inc 0.0%

Value $15.75M Shares 296,900 Est. Cost — Unrealized —

COR AmerisourceBergen Corp 0.0%

Value $15.64M Shares 164,700 Est. Cost — Unrealized —

— Alexion Pharmaceuticals Inc 0.0%

Value $15.62M Shares 99,900 Est. Cost — Unrealized —

— Meritor Inc 0.0%

Value $15.52M Shares 1,460,280 Est. Cost — Unrealized —

KR Kroger Company, The 0.0%

Value $15.48M Shares 429,100 Est. Cost — Unrealized —

— Cigna Corp 0.0%

Value $15.35M Shares 113,700 Est. Cost — Unrealized —

SCCO Southern Copper Corp 0.0%

Value $15.31M Shares 572,899 Est. Cost — Unrealized —

— Cabela's Inc 0.0%

Value $15.13M Shares 331,816 Est. Cost — Unrealized —

GIS General Mills Inc 0.0%

Value $14.85M Shares 264,500 Est. Cost — Unrealized —

— GNC Holdings Inc 0.0%

Value $14.85M Shares 367,263 Est. Cost — Unrealized —

— Avago Technologies Ltd 0.0%

Value $14.35M Shares 114,800 Est. Cost — Unrealized —

— TECO Energy Inc 0.0%

Value $14.18M Shares 35,000 Est. Cost — Unrealized —

— XL Group PLC 0.0%

Value $14.02M Shares 386,000 Est. Cost — Unrealized —

F Ford Motor Co 0.0%

Value $13.86M Shares 1,021,500 Est. Cost — Unrealized —

CME CME Group Inc/IL 0.0%

Value $13.84M Shares 149,200 Est. Cost — Unrealized —

NOC Northrop Grumman Corp 0.0%

Value $13.74M Shares 82,800 Est. Cost — Unrealized —

LYB LyondellBasell Industries NV 0.0%

Value $13.72M Shares 164,600 Est. Cost — Unrealized —

ABT Abbott Laboratories 0.0%

Value $13.43M Shares 333,810 Est. Cost — Unrealized —

HAL Halliburton Co 0.0%

Value $13.35M Shares 377,625 Est. Cost — Unrealized —

NFLX Netflix Inc 0.0%

Value $13.24M Shares 128,200 Est. Cost — Unrealized —

SYK Stryker Corp 0.0%

Value $13.15M Shares 139,700 Est. Cost — Unrealized —

— DISH Network Corp 0.0%

Value $13.13M Shares 225,000 Est. Cost — Unrealized —

MGM MGM Resorts International 0.0%

Value $13.12M Shares 711,180 Est. Cost — Unrealized —

AFG American Financial Group Inc/OH 0.0%

Value $12.87M Shares 186,824 Est. Cost — Unrealized —

ECL Ecolab Inc 0.0%

Value $12.87M Shares 117,300 Est. Cost — Unrealized —

HII Huntington Ingalls Industries Inc 0.0%

Value $12.86M Shares 120,000 Est. Cost — Unrealized —

— Columbia Pipeline Group Inc 0.0%

Value $12.63M Shares 690,286 Est. Cost — Unrealized —

KMI Kinder Morgan Inc/DE 0.0%

Value $12.43M Shares 449,000 Est. Cost — Unrealized —

AEP American Electric Power Co Inc 0.0%

Value $12.32M Shares 216,700 Est. Cost — Unrealized —

BDX Becton Dickinson and Co 0.0%

Value $12.32M Shares 92,841 Est. Cost — Unrealized —

MU Micron Technology Inc 0.0%

Value $12.29M Shares 820,500 Est. Cost — Unrealized —

MRSH Marsh & McLennan Cos Inc 0.0%

Value $12.22M Shares 234,100 Est. Cost — Unrealized —

URI United Rentals Inc 0.0%

Value $12.14M Shares 202,100 Est. Cost — Unrealized —

— Hawaiian Holdings Inc 0.0%

Value $12.09M Shares 490,000 Est. Cost — Unrealized —

EQR Equity Residential 0.0%

Value $12.08M Shares 160,800 Est. Cost — Unrealized —

— SanDisk Corp 0.0%

Value $11.97M Shares 220,300 Est. Cost — Unrealized —

— Johnson Controls Inc 0.0%

Value $11.95M Shares 288,900 Est. Cost — Unrealized —

— Citrix Systems Inc 0.0%

Value $11.85M Shares 171,000 Est. Cost — Unrealized —

RUSHA Rush Enterprises Inc 0.0%

Value $11.74M Shares 485,000 Est. Cost — Unrealized —

— Cornerstone OnDemand Inc 0.0%

Value $11.71M Shares 355,000 Est. Cost — Unrealized —

HUM Humana Inc 0.0%

Value $11.71M Shares 65,400 Est. Cost — Unrealized —

CSX CSX Corp 0.0%

Value $11.69M Shares 434,600 Est. Cost — Unrealized —

AAL American Airlines Group Inc 0.0%

Value $11.53M Shares 296,800 Est. Cost — Unrealized —

ICE Intercontinental Exchange Inc 0.0%

Value $11.47M Shares 48,821 Est. Cost — Unrealized —

— Precision Castparts Corp 0.0%

Value $11.42M Shares 49,700 Est. Cost — Unrealized —

PCG PG&E Corp 0.0%

Value $11.41M Shares 216,100 Est. Cost — Unrealized —

— Constellium NV 0.0%

Value $11.34M Shares 1,871,381 Est. Cost — Unrealized —

EXC Exelon Corp 0.0%

Value $11.3M Shares 380,587 Est. Cost — Unrealized —

VRTX Vertex Pharmaceuticals Inc 0.0%

Value $11.26M Shares 108,100 Est. Cost — Unrealized —

ADM Archer-Daniels-Midland Co 0.0%

Value $11.15M Shares 269,000 Est. Cost — Unrealized —

CAH Cardinal Health Inc 0.0%

Value $11.11M Shares 144,600 Est. Cost — Unrealized —

AEM Mines Agnico-Eagle Limit?e 0.0%

Value $11M Shares 435,840 Est. Cost — Unrealized —

MPC Marathon Petroleum Corp 0.0%

Value $10.97M Shares 236,800 Est. Cost — Unrealized —

— Aon PLC 0.0%

Value $10.96M Shares 123,700 Est. Cost — Unrealized —

HCA HCA Holdings Inc 0.0%

Value $10.92M Shares 141,200 Est. Cost — Unrealized —

— FMC Technologies Inc 0.0%

Value $10.89M Shares 351,400 Est. Cost — Unrealized —

— Noble Energy Inc 0.0%

Value $10.87M Shares 360,300 Est. Cost — Unrealized —

— Mobile TeleSystems PJSC 0.0%

Value $10.8M Shares 1,495,235 Est. Cost — Unrealized —

ADBE Adobe Systems Inc 0.0%

Value $10.67M Shares 129,800 Est. Cost — Unrealized —

— TE Connectivity Ltd 0.0%

Value $10.65M Shares 177,800 Est. Cost — Unrealized —

WELL Welltower Inc 0.0%

Value $10.53M Shares 155,420 Est. Cost — Unrealized —

PPG PPG Industries Inc 0.0%

Value $10.49M Shares 119,592 Est. Cost — Unrealized —

LECO Lincoln Electric Holdings Inc 0.0%

Value $10.49M Shares 200,000 Est. Cost — Unrealized —

— McGraw Hill Financial Inc 0.0%

Value $10.41M Shares 120,400 Est. Cost — Unrealized —

EOG EOG Resources Inc 0.0%

Value $10.38M Shares 142,600 Est. Cost — Unrealized —

NTGR NETGEAR Inc 0.0%

Value $10.37M Shares 355,547 Est. Cost — Unrealized —

AVB AvalonBay Communities Inc 0.0%

Value $10.26M Shares 58,660 Est. Cost — Unrealized —

— L Brands Inc 0.0%

Value $10.23M Shares 113,500 Est. Cost — Unrealized —

DE Deere & Co 0.0%

Value $10.19M Shares 137,700 Est. Cost — Unrealized —

NSC Norfolk Southern Corp 0.0%

Value $10.17M Shares 133,100 Est. Cost — Unrealized —

PRGO Perrigo Co Plc 0.0%

Value $10.16M Shares 64,600 Est. Cost — Unrealized —

— Lam Research Corp 0.0%

Value $10.12M Shares 154,862 Est. Cost — Unrealized —

SRE Sempra Energy 0.0%

Value $10.06M Shares 104,000 Est. Cost — Unrealized —

AWI Armstrong World Industries Inc 0.0%

Value $10.03M Shares 210,000 Est. Cost — Unrealized —

— Baker Hughes Inc 0.0%

Value $10.02M Shares 192,544 Est. Cost — Unrealized —

— Discover Financial Services 0.0%

Value $9.998M Shares 192,300 Est. Cost — Unrealized —

CMG Chipotle Mexican Grill Inc 0.0%

Value $9.939M Shares 13,800 Est. Cost — Unrealized —

— Jacobs Engineering Group Inc 0.0%

Value $9.908M Shares 264,700 Est. Cost — Unrealized —

BSX Boston Scientific Corp 0.0%

Value $9.743M Shares 593,700 Est. Cost — Unrealized —

TRV Travelers Cos Inc, The 0.0%

Value $9.704M Shares 97,500 Est. Cost — Unrealized —

TKR Timken Co/The 0.0%

Value $9.622M Shares 350,000 Est. Cost — Unrealized —

SYY Sysco Corp 0.0%

Value $9.524M Shares 244,400 Est. Cost — Unrealized —

STZ Constellation Brands Inc 0.0%

Value $9.516M Shares 76,000 Est. Cost — Unrealized —

IYZ iShares US Telecommunications ETF 0.0%

Value $9.45M Shares 350,000 Est. Cost — Unrealized —

PWR Quanta Services Inc 0.0%

Value $9.447M Shares 390,200 Est. Cost — Unrealized —

DG Dollar General Corp 0.0%

Value $9.432M Shares 130,200 Est. Cost — Unrealized —

— Spirit AeroSystems Holdings Inc 0.0%

Value $9.426M Shares 195,000 Est. Cost — Unrealized —

PEG Public Service Enterprise Group Inc 0.0%

Value $9.423M Shares 223,500 Est. Cost — Unrealized —

— Comcast Corp 0.0%

Value $9.313M Shares 162,700 Est. Cost — Unrealized —

ARCB ArcBest Corp 0.0%

Value $9.277M Shares 360,000 Est. Cost — Unrealized —

— Triumph Group Inc 0.0%

Value $9.258M Shares 220,000 Est. Cost — Unrealized —

OC Owens Corning 0.0%

Value $9.22M Shares 220,000 Est. Cost — Unrealized —

— Actuant Corp 0.0%

Value $9.195M Shares 500,000 Est. Cost — Unrealized —

ACGL Arch Capital Group Ltd 0.0%

Value $9.184M Shares 125,000 Est. Cost — Unrealized —

MNST Monster Beverage Corp 0.0%

Value $9.078M Shares 67,177 Est. Cost — Unrealized —

EIX Edison International 0.0%

Value $9.076M Shares 143,900 Est. Cost — Unrealized —

— Swift Transportation Co 0.0%

Value $9.012M Shares 600,000 Est. Cost — Unrealized —

PLD Prologis Inc 0.0%

Value $9.005M Shares 231,500 Est. Cost — Unrealized —

— Briggs & Stratton Corp 0.0%

Value $8.979M Shares 465,000 Est. Cost — Unrealized —

FISV Fiserv Inc 0.0%

Value $8.973M Shares 103,600 Est. Cost — Unrealized —

MOG/A Moog Inc 0.0%

Value $8.922M Shares 165,000 Est. Cost — Unrealized —

ROST Ross Stores Inc 0.0%

Value $8.86M Shares 182,800 Est. Cost — Unrealized —

ALSN Allison Transmission Holdings Inc 0.0%

Value $8.808M Shares 330,000 Est. Cost — Unrealized —

MTZ MasTec Inc 0.0%

Value $8.786M Shares 555,000 Est. Cost — Unrealized —

— Argo Group International Holdings Ltd 0.0%

Value $8.743M Shares 154,500 Est. Cost — Unrealized —

KMT Kennametal Inc 0.0%

Value $8.712M Shares 350,000 Est. Cost — Unrealized —

ED Consolidated Edison Inc 0.0%

Value $8.65M Shares 129,400 Est. Cost — Unrealized —

HLF Herbalife Ltd 0.0%

Value $8.496M Shares 155,890 Est. Cost — Unrealized —

— E*TRADE Financial Corp 0.0%

Value $8.379M Shares 318,226 Est. Cost — Unrealized —

ZTS Zoetis Inc 0.0%

Value $8.35M Shares 202,758 Est. Cost — Unrealized —

FIS Fidelity National Information Services Inc 0.0%

Value $8.345M Shares 124,400 Est. Cost — Unrealized —

VTR Ventas Inc 0.0%

Value $8.235M Shares 146,900 Est. Cost — Unrealized —

AIT Applied Industrial Technologies Inc 0.0%

Value $8.202M Shares 215,000 Est. Cost — Unrealized —

XIFR NextEra Energy Partners LP 0.0%

Value $8.175M Shares 375,000 Est. Cost — Unrealized —

WCC WESCO International Inc 0.0%

Value $8.132M Shares 175,000 Est. Cost — Unrealized —

WDC Western Digital Corp 0.0%

Value $8.087M Shares 101,800 Est. Cost — Unrealized —

BXP Boston Properties Inc 0.0%

Value $8.028M Shares 67,800 Est. Cost — Unrealized —

— Pioneer Natural Resources Co 0.0%

Value $8.028M Shares 66,000 Est. Cost — Unrealized —

— Rexnord Corp 0.0%

Value $7.981M Shares 470,000 Est. Cost — Unrealized —

CMI Cummins Inc 0.0%

Value $7.97M Shares 73,400 Est. Cost — Unrealized —

XEL Xcel Energy Inc 0.0%

Value $7.935M Shares 224,100 Est. Cost — Unrealized —

PGR Progressive Corp, The 0.0%

Value $7.93M Shares 258,800 Est. Cost — Unrealized —

BAX Baxter International Inc 0.0%

Value $7.917M Shares 241,000 Est. Cost — Unrealized —

— St Jude Medical Inc 0.0%

Value $7.855M Shares 124,500 Est. Cost — Unrealized —

ADI Analog Devices Inc 0.0%

Value $7.818M Shares 138,600 Est. Cost — Unrealized —

SHW Sherwin-Williams Co, The 0.0%

Value $7.797M Shares 35,000 Est. Cost — Unrealized —

AMAT Applied Materials Inc 0.0%

Value $7.792M Shares 530,400 Est. Cost — Unrealized —

CAG ConAgra Foods Inc 0.0%

Value $7.725M Shares 190,700 Est. Cost — Unrealized —

— Hubbell Inc 0.0%

Value $7.646M Shares 90,000 Est. Cost — Unrealized —

WNC Wabash National Corp 0.0%

Value $7.625M Shares 720,000 Est. Cost — Unrealized —

— HCP Inc 0.0%

Value $7.61M Shares 204,300 Est. Cost — Unrealized —

— Mines Richmont Inc 0.0%

Value $7.595M Shares 2,730,000 Est. Cost — Unrealized —

MCO Moody's Corp 0.0%

Value $7.561M Shares 77,000 Est. Cost — Unrealized —

ISRG Intuitive Surgical Inc 0.0%

Value $7.537M Shares 16,400 Est. Cost — Unrealized —

— Baxalta Inc 0.0%

Value $7.537M Shares 239,200 Est. Cost — Unrealized —

— Kellogg Co 0.0%

Value $7.487M Shares 112,500 Est. Cost — Unrealized —

DUK Duke Energy Corp 0.0%

Value $7.485M Shares 104,042 Est. Cost — Unrealized —

— Colfax Corp 0.0%

Value $7.478M Shares 250,000 Est. Cost — Unrealized —

— Memorial Resource Development Corp 0.0%

Value $7.378M Shares 419,700 Est. Cost — Unrealized —

— Mylan NV 0.0%

Value $7.343M Shares 182,400 Est. Cost — Unrealized —

— Whole Foods Market Inc 0.0%

Value $7.324M Shares 231,400 Est. Cost — Unrealized —

DAN Dana Holding Corp 0.0%

Value $7.305M Shares 460,000 Est. Cost — Unrealized —

CVLT CommVault Systems Inc 0.0%

Value $7.301M Shares 215,000 Est. Cost — Unrealized —

TRN Trinity Industries Inc 0.0%

Value $7.254M Shares 320,000 Est. Cost — Unrealized —

MTB M&T Bank Corp 0.0%

Value $7.176M Shares 58,845 Est. Cost — Unrealized —

— Beacon Roofing Supply Inc 0.0%

Value $7.148M Shares 220,000 Est. Cost — Unrealized —

— Investors Bancorp Inc 0.0%

Value $7.139M Shares 578,542 Est. Cost — Unrealized —

SWKS Skyworks Solutions Inc 0.0%

Value $7.099M Shares 84,300 Est. Cost — Unrealized —

ES Eversource Energy 0.0%

Value $7.092M Shares 140,100 Est. Cost — Unrealized —

ZBH Zimmer Biomet Holdings Inc 0.0%

Value $7.092M Shares 75,500 Est. Cost — Unrealized —

VNO Vornado Realty Trust 0.0%

Value $7.08M Shares 78,300 Est. Cost — Unrealized —

OMC Omnicom Group Inc 0.0%

Value $7.071M Shares 107,300 Est. Cost — Unrealized —

TXNM PNM Resources Inc 0.0%

Value $7.013M Shares 250,000 Est. Cost — Unrealized —

— Twenty-First Century Fox Inc 0.0%

Value $6.996M Shares 259,300 Est. Cost — Unrealized —

THG Hanover Insurance Group Inc/The 0.0%

Value $6.993M Shares 90,000 Est. Cost — Unrealized —

IP International Paper Co 0.0%

Value $6.972M Shares 184,500 Est. Cost — Unrealized —

APH Amphenol Corp 0.0%

Value $6.961M Shares 136,600 Est. Cost — Unrealized —

COP ConocoPhillips 0.0%

Value $6.949M Shares 144,900 Est. Cost — Unrealized —

DLTR Dollar Tree Inc 0.0%

Value $6.91M Shares 103,657 Est. Cost — Unrealized —

EQIX Equinix Inc 0.0%

Value $6.89M Shares 25,200 Est. Cost — Unrealized —

— Activision Blizzard Inc 0.0%

Value $6.864M Shares 222,200 Est. Cost — Unrealized —

PAYX Paychex Inc 0.0%

Value $6.763M Shares 142,000 Est. Cost — Unrealized —

EW Edwards Lifesciences Corp 0.0%

Value $6.753M Shares 47,500 Est. Cost — Unrealized —

RCL Royal Caribbean Cruises Ltd 0.0%

Value $6.753M Shares 75,800 Est. Cost — Unrealized —

— Chicago Bridge & Iron Co NV 0.0%

Value $6.742M Shares 170,000 Est. Cost — Unrealized —

— BlackRock Inc 0.0%

Value $6.723M Shares 22,600 Est. Cost — Unrealized —

FITB Fifth Third Bancorp 0.0%

Value $6.709M Shares 354,800 Est. Cost — Unrealized —

— General Growth Properties Inc 0.0%

Value $6.705M Shares 258,200 Est. Cost — Unrealized —

MEI Methode Electronics Inc 0.0%

Value $6.699M Shares 210,000 Est. Cost — Unrealized —

— Altera Corp 0.0%

Value $6.691M Shares 133,600 Est. Cost — Unrealized —

— MRC Global Inc 0.0%

Value $6.69M Shares 600,000 Est. Cost — Unrealized —

— Dr Pepper Snapple Group Inc 0.0%

Value $6.664M Shares 84,300 Est. Cost — Unrealized —

REGN Regeneron Pharmaceuticals Inc 0.0%

Value $6.605M Shares 14,200 Est. Cost — Unrealized —

NTRS Northern Trust Corp 0.0%

Value $6.591M Shares 96,700 Est. Cost — Unrealized —

CLX Clorox Company, The 0.0%

Value $6.562M Shares 56,800 Est. Cost — Unrealized —

— Cypress Semiconductor Corp 0.0%

Value $6.56M Shares 770,000 Est. Cost — Unrealized —

ESS Essex Property Trust Inc 0.0%

Value $6.479M Shares 29,000 Est. Cost — Unrealized —

— Esterline Technologies Corp 0.0%

Value $6.47M Shares 90,000 Est. Cost — Unrealized —

— Endo International PLC 0.0%

Value $6.374M Shares 92,000 Est. Cost — Unrealized —

DTE DTE Energy Co 0.0%

Value $6.373M Shares 79,300 Est. Cost — Unrealized —

— James River Group Holdings Ltd 0.0%

Value $6.346M Shares 236,000 Est. Cost — Unrealized —

CNO CNO Financial Group Inc 0.0%

Value $6.338M Shares 336,948 Est. Cost — Unrealized —

DVN Devon Energy Corp 0.0%

Value $6.331M Shares 170,700 Est. Cost — Unrealized —

— Mead Johnson Nutrition Co 0.0%

Value $6.308M Shares 89,600 Est. Cost — Unrealized —

— Imperva Inc 0.0%

Value $6.26M Shares 95,600 Est. Cost — Unrealized —

— CenturyLink Inc 0.0%

Value $6.248M Shares 248,727 Est. Cost — Unrealized —

— Tyco International Plc 0.0%

Value $6.23M Shares 186,200 Est. Cost — Unrealized —

WY Weyerhaeuser Co 0.0%

Value $6.21M Shares 227,122 Est. Cost — Unrealized —

EXLS ExlService Holdings Inc 0.0%

Value $6.204M Shares 168,000 Est. Cost — Unrealized —

BIDU Baidu Inc 0.0%

Value $6.183M Shares 45,000 Est. Cost — Unrealized —

SCHW Charles Schwab Corp, The 0.0%

Value $6.166M Shares 215,900 Est. Cost — Unrealized —

— CR Bard Inc 0.0%

Value $6.111M Shares 32,800 Est. Cost — Unrealized —

— iShares MSCI Singapore ETF 0.0%

Value $6.102M Shares 600,000 Est. Cost — Unrealized —

KRE SPDR S&P Regional Banking ETF 0.0%

Value $6.053M Shares 147,000 Est. Cost — Unrealized —

ROK Rockwell Automation Inc 0.0%

Value $6.007M Shares 59,200 Est. Cost — Unrealized —

— NorthStar Realty Finance Corp 0.0%

Value $5.99M Shares 485,000 Est. Cost — Unrealized —

— Ingersoll-Rand PLC 0.0%

Value $5.95M Shares 117,200 Est. Cost — Unrealized —

— WestRock Co 0.0%

Value $5.948M Shares 115,626 Est. Cost — Unrealized —

HSY Hershey Co, The 0.0%

Value $5.926M Shares 64,500 Est. Cost — Unrealized —

— iShares MSCI Taiwan ETF 0.0%

Value $5.922M Shares 450,000 Est. Cost — Unrealized —

IVZ Invesco Ltd 0.0%

Value $5.915M Shares 189,400 Est. Cost — Unrealized —

— Harman International Industries Inc 0.0%

Value $5.894M Shares 61,400 Est. Cost — Unrealized —

— Symantec Corp 0.0%

Value $5.884M Shares 302,200 Est. Cost — Unrealized —

FE FirstEnergy Corp 0.0%

Value $5.842M Shares 186,600 Est. Cost — Unrealized —

TAP Molson Coors Brewing Co 0.0%

Value $5.795M Shares 69,800 Est. Cost — Unrealized —

TSN Tyson Foods Inc 0.0%

Value $5.793M Shares 134,400 Est. Cost — Unrealized —

GWW WW Grainger Inc 0.0%

Value $5.762M Shares 26,800 Est. Cost — Unrealized —

PFG Principal Financial Group Inc 0.0%

Value $5.733M Shares 121,100 Est. Cost — Unrealized —

TRS TriMas Corp 0.0%

Value $5.723M Shares 350,000 Est. Cost — Unrealized —

KSS Kohl's Corp 0.0%

Value $5.668M Shares 122,400 Est. Cost — Unrealized —

GPRO GoPro Inc 0.0%

Value $5.61M Shares 179,681 Est. Cost — Unrealized —

— Level 3 Communications Inc 0.0%

Value $5.562M Shares 127,300 Est. Cost — Unrealized —

ITW Illinois Tool Works Inc 0.0%

Value $5.556M Shares 67,500 Est. Cost — Unrealized —

MAS Masco Corp 0.0%

Value $5.462M Shares 216,900 Est. Cost — Unrealized —

RNG RingCentral Inc 0.0%

Value $5.445M Shares 300,000 Est. Cost — Unrealized —

DVA DaVita HealthCare Partners Inc 0.0%

Value $5.439M Shares 75,200 Est. Cost — Unrealized —

WYNN Wynn Resorts Ltd 0.0%

Value $5.36M Shares 100,900 Est. Cost — Unrealized —

NUE Nucor Corp 0.0%

Value $5.302M Shares 141,200 Est. Cost — Unrealized —

— Qlik Technologies Inc 0.0%

Value $5.285M Shares 145,000 Est. Cost — Unrealized —

RF Regions Financial Corp 0.0%

Value $5.274M Shares 585,300 Est. Cost — Unrealized —

HST Host Hotels & Resorts Inc 0.0%

Value $5.246M Shares 331,800 Est. Cost — Unrealized —

VMC Vulcan Materials Co 0.0%

Value $5.245M Shares 58,800 Est. Cost — Unrealized —

VFC VF Corp 0.0%

Value $5.24M Shares 76,817 Est. Cost — Unrealized —

— Stericycle Inc 0.0%

Value $5.224M Shares 37,500 Est. Cost — Unrealized —

SJM JM Smucker Company, The 0.0%

Value $5.191M Shares 45,500 Est. Cost — Unrealized —

EIDO iShares MSCI Indonesia ETF 0.0%

Value $5.174M Shares 292,500 Est. Cost — Unrealized —

MHK Mohawk Industries Inc 0.0%

Value $5.108M Shares 28,100 Est. Cost — Unrealized —

EFX Equifax Inc 0.0%

Value $5.073M Shares 52,200 Est. Cost — Unrealized —

TSCO Tractor Supply Co 0.0%

Value $5.059M Shares 60,000 Est. Cost — Unrealized —

UHS Universal Health Services Inc 0.0%

Value $5.055M Shares 40,500 Est. Cost — Unrealized —

— WNS Holdings Ltd 0.0%

Value $5.053M Shares 180,784 Est. Cost — Unrealized —

BBY Best Buy Co Inc 0.0%

Value $5.033M Shares 135,600 Est. Cost — Unrealized —

A Agilent Technologies Inc 0.0%

Value $5.026M Shares 146,400 Est. Cost — Unrealized —

HOG Harley-Davidson Inc 0.0%

Value $4.996M Shares 91,000 Est. Cost — Unrealized —

ELV Anthem Inc 0.0%

Value $4.981M Shares 35,582 Est. Cost — Unrealized —

— MobileIron Inc 0.0%

Value $4.96M Shares 1,600,000 Est. Cost — Unrealized —

MAC Macerich Company, The 0.0%

Value $4.932M Shares 64,200 Est. Cost — Unrealized —

— SunTrust Banks Inc 0.0%

Value $4.925M Shares 128,800 Est. Cost — Unrealized —

O Realty Income Corp 0.0%

Value $4.919M Shares 103,800 Est. Cost — Unrealized —

— Staples Inc 0.0%

Value $4.918M Shares 419,300 Est. Cost — Unrealized —

HSIC Henry Schein Inc 0.0%

Value $4.884M Shares 36,800 Est. Cost — Unrealized —

APOG Apogee Enterprises Inc 0.0%

Value $4.877M Shares 109,225 Est. Cost — Unrealized —

FCX Freeport-McMoRan Inc 0.0%

Value $4.866M Shares 502,200 Est. Cost — Unrealized —

MSI Motorola Solutions Inc 0.0%

Value $4.859M Shares 71,058 Est. Cost — Unrealized —

— Xilinx Inc 0.0%

Value $4.846M Shares 114,300 Est. Cost — Unrealized —

KEY KeyCorp 0.0%

Value $4.832M Shares 371,400 Est. Cost — Unrealized —

— Laboratory Corp of America Holdings 0.0%

Value $4.824M Shares 44,471 Est. Cost — Unrealized —

— Raytheon Co 0.0%

Value $4.818M Shares 44,100 Est. Cost — Unrealized —

FORM FormFactor Inc 0.0%

Value $4.814M Shares 710,000 Est. Cost — Unrealized —

— EI du Pont de Nemours & Co 0.0%

Value $4.806M Shares 99,700 Est. Cost — Unrealized —

SAIA Saia Inc 0.0%

Value $4.797M Shares 155,000 Est. Cost — Unrealized —

SIG Signet Jewelers Ltd 0.0%

Value $4.792M Shares 35,200 Est. Cost — Unrealized —

— Rockwell Collins Inc 0.0%

Value $4.763M Shares 58,200 Est. Cost — Unrealized —

— SL Green Realty Corp 0.0%

Value $4.759M Shares 44,000 Est. Cost — Unrealized —

FAST Fastenal Co 0.0%

Value $4.693M Shares 128,200 Est. Cost — Unrealized —

Value $4.668M Shares 125,000 Est. Cost — Unrealized —

BVN Cia de Minas Buenaventura SAA 0.0%

Value $4.651M Shares 780,329 Est. Cost — Unrealized —

— BB&T Corp 0.0%

Value $4.642M Shares 130,400 Est. Cost — Unrealized —

MOS Mosaic Company, The 0.0%

Value $4.633M Shares 148,927 Est. Cost — Unrealized —

CF CF Industries Holdings Inc 0.0%

Value $4.624M Shares 102,975 Est. Cost — Unrealized —

— Marathon Oil Corp 0.0%

Value $4.606M Shares 299,100 Est. Cost — Unrealized —

XLE Energy Select Sector SPDR Fund 0.0%

Value $4.59M Shares 75,000 Est. Cost — Unrealized —

AER AerCap Holdings NV 0.0%

Value $4.589M Shares 120,000 Est. Cost — Unrealized —

KRNY Kearny Financial Corp/MD 0.0%

Value $4.588M Shares 400,000 Est. Cost — Unrealized —

— Silver Wheaton Corp 0.0%

Value $4.571M Shares 382,043 Est. Cost — Unrealized —

MX Magnachip Semiconductor Corp 0.0%

Value $4.547M Shares 690,000 Est. Cost — Unrealized —

BF/B Brown-Forman Corp 0.0%

Value $4.545M Shares 46,900 Est. Cost — Unrealized —

AEE Ameren Corp 0.0%

Value $4.531M Shares 107,200 Est. Cost — Unrealized —

ZD j2 Global Inc 0.0%

Value $4.513M Shares 63,700 Est. Cost — Unrealized —

— Coca-Cola Enterprises Inc 0.0%

Value $4.501M Shares 93,100 Est. Cost — Unrealized —

— Harvest Natural Resources Inc 0.0%

Value $4.501M Shares 3,238,100 Est. Cost — Unrealized —

MLM Martin Marietta Materials Inc 0.0%

Value $4.498M Shares 29,600 Est. Cost — Unrealized —

— Marketo Inc 0.0%

Value $4.466M Shares 157,133 Est. Cost — Unrealized —

KIM Kimco Realty Corp 0.0%

Value $4.458M Shares 182,500 Est. Cost — Unrealized —

LULU lululemon athletica Inc 0.0%

Value $4.457M Shares 88,000 Est. Cost — Unrealized —

— Nordstrom Inc 0.0%

Value $4.41M Shares 61,500 Est. Cost — Unrealized —

ADSK Autodesk Inc 0.0%

Value $4.41M Shares 99,900 Est. Cost — Unrealized —

— General Cable Corp 0.0%

Value $4.403M Shares 370,000 Est. Cost — Unrealized —

RSG Republic Services Inc 0.0%

Value $4.384M Shares 106,400 Est. Cost — Unrealized —

EQT EQT Corp 0.0%

Value $4.36M Shares 67,318 Est. Cost — Unrealized —

— Continental Resources Inc/OK 0.0%

Value $4.346M Shares 150,000 Est. Cost — Unrealized —

— Xerox Corp 0.0%

Value $4.318M Shares 443,772 Est. Cost — Unrealized —

CMS CMS Energy Corp 0.0%

Value $4.316M Shares 122,200 Est. Cost — Unrealized —

WAT Waters Corp 0.0%

Value $4.291M Shares 36,300 Est. Cost — Unrealized —

— Cimarex Energy Co 0.0%

Value $4.273M Shares 41,700 Est. Cost — Unrealized —

SEE Sealed Air Corp 0.0%

Value $4.261M Shares 90,900 Est. Cost — Unrealized —

EMN Eastman Chemical Co 0.0%

Value $4.252M Shares 65,700 Est. Cost — Unrealized —

— Accuride Corp 0.0%

Value $4.208M Shares 1,519,128 Est. Cost — Unrealized —

MKC McCormick & Co Inc/MD 0.0%

Value $4.208M Shares 51,200 Est. Cost — Unrealized —

— Jive Software Inc 0.0%

Value $4.203M Shares 900,000 Est. Cost — Unrealized —

— OPOWER Inc 0.0%

Value $4.188M Shares 470,000 Est. Cost — Unrealized —

— EMC Corp/MA 0.0%

Value $4.112M Shares 170,200 Est. Cost — Unrealized —

AMG Affiliated Managers Group Inc 0.0%

Value $4.104M Shares 24,000 Est. Cost — Unrealized —

CBRE CBRE Group Inc 0.0%

Value $4.096M Shares 128,000 Est. Cost — Unrealized —

ATEN A10 Networks Inc 0.0%

Value $4.073M Shares 680,000 Est. Cost — Unrealized —

CNH CNH Industrial NV 0.0%

Value $4.05M Shares 622,871 Est. Cost — Unrealized —

CPB Campbell Soup Co 0.0%

Value $4.034M Shares 79,600 Est. Cost — Unrealized —

MCHP Microchip Technology Inc 0.0%

Value $4.016M Shares 93,200 Est. Cost — Unrealized —

— Juniper Networks Inc 0.0%

Value $4.016M Shares 156,200 Est. Cost — Unrealized —

— Limelight Networks Inc 0.0%

Value $4.011M Shares 2,100,000 Est. Cost — Unrealized —

CTRA Cabot Oil & Gas Corp 0.0%

Value $3.996M Shares 182,800 Est. Cost — Unrealized —

— Energen Corp 0.0%

Value $3.989M Shares 80,000 Est. Cost — Unrealized —

DOV Dover Corp 0.0%

Value $3.951M Shares 69,100 Est. Cost — Unrealized —

EXPD Expeditors International of Washington Inc 0.0%

Value $3.933M Shares 83,600 Est. Cost — Unrealized —

NTAP NetApp Inc 0.0%

Value $3.925M Shares 132,608 Est. Cost — Unrealized —

DGX Quest Diagnostics Inc 0.0%

Value $3.897M Shares 63,400 Est. Cost — Unrealized —

MTG MGIC Investment Corp 0.0%

Value $3.856M Shares 416,447 Est. Cost — Unrealized —

— Tiffany & Co 0.0%

Value $3.83M Shares 49,600 Est. Cost — Unrealized —

BALL Ball Corp 0.0%

Value $3.794M Shares 61,000 Est. Cost — Unrealized —

AMP Ameriprise Financial Inc 0.0%

Value $3.787M Shares 34,700 Est. Cost — Unrealized —

HRL Hormel Foods Corp 0.0%

Value $3.767M Shares 59,500 Est. Cost — Unrealized —

— Zynga Inc 0.0%

Value $3.763M Shares 1,650,400 Est. Cost — Unrealized —

HBAN Huntington Bancshares Inc/OH 0.0%

Value $3.761M Shares 354,800 Est. Cost — Unrealized —

NEM Newmont Mining Corp 0.0%

Value $3.756M Shares 233,700 Est. Cost — Unrealized —

— Wyndham Worldwide Corp 0.0%

Value $3.753M Shares 52,200 Est. Cost — Unrealized —

— Computer Sciences Corp 0.0%

Value $3.75M Shares 61,100 Est. Cost — Unrealized —

— Entree Gold Inc 0.0%

Value $3.732M Shares 12,510,400 Est. Cost — Unrealized —

— QIAGEN NV 0.0%

Value $3.721M Shares 144,713 Est. Cost — Unrealized —

— L-3 Communications Holdings Inc 0.0%

Value $3.71M Shares 35,500 Est. Cost — Unrealized —

IFF International Flavors & Fragrances Inc 0.0%

Value $3.676M Shares 35,600 Est. Cost — Unrealized —

— Dow Chemical Company, The 0.0%

Value $3.672M Shares 86,600 Est. Cost — Unrealized —

RPD Rapid7 Inc 0.0%

Value $3.638M Shares 159,934 Est. Cost — Unrealized —

— Michael Kors Holdings Ltd 0.0%

Value $3.607M Shares 85,400 Est. Cost — Unrealized —

— Gulfport Energy Corp 0.0%

Value $3.562M Shares 120,000 Est. Cost — Unrealized —

— SCANA Corp 0.0%

Value $3.55M Shares 63,100 Est. Cost — Unrealized —

— Brightcove Inc 0.0%

Value $3.542M Shares 720,000 Est. Cost — Unrealized —

— Express Scripts Holding Co 0.0%

Value $3.519M Shares 43,469 Est. Cost — Unrealized —

PH Parker-Hannifin Corp 0.0%

Value $3.513M Shares 36,100 Est. Cost — Unrealized —

AES AES Corp/VA 0.0%

Value $3.511M Shares 358,603 Est. Cost — Unrealized —

CINF Cincinnati Financial Corp 0.0%

Value $3.508M Shares 65,200 Est. Cost — Unrealized —

UNM Unum Group 0.0%

Value $3.497M Shares 109,000 Est. Cost — Unrealized —

GT Goodyear Tire & Rubber Company, The 0.0%

Value $3.49M Shares 119,000 Est. Cost — Unrealized —

KLAC KLA-Tencor Corp 0.0%

Value $3.48M Shares 69,600 Est. Cost — Unrealized —

ORLY O'Reilly Automotive Inc 0.0%

Value $3.475M Shares 13,900 Est. Cost — Unrealized —

— Interpublic Group of Cos Inc, The 0.0%

Value $3.468M Shares 181,300 Est. Cost — Unrealized —

DRI Darden Restaurants Inc 0.0%

Value $3.454M Shares 50,400 Est. Cost — Unrealized —

— Total System Services Inc 0.0%

Value $3.398M Shares 74,800 Est. Cost — Unrealized —

CTAS Cintas Corp 0.0%

Value $3.379M Shares 39,400 Est. Cost — Unrealized —

— Cerner Corp 0.0%

Value $3.339M Shares 55,680 Est. Cost — Unrealized —

— Mallinckrodt PLC 0.0%

Value $3.314M Shares 51,836 Est. Cost — Unrealized —

CALX Calix Inc 0.0%

Value $3.272M Shares 420,000 Est. Cost — Unrealized —

IRM Iron Mountain Inc 0.0%

Value $3.255M Shares 104,932 Est. Cost — Unrealized —

— AGL Resources Inc 0.0%

Value $3.238M Shares 53,054 Est. Cost — Unrealized —

CMA Comerica Inc 0.0%

Value $3.231M Shares 78,604 Est. Cost — Unrealized —

— Bazaarvoice Inc 0.0%

Value $3.225M Shares 715,000 Est. Cost — Unrealized —

— Varian Medical Systems Inc 0.0%

Value $3.217M Shares 43,600 Est. Cost — Unrealized —

— Cablevision Systems Corp 0.0%

Value $3.189M Shares 98,200 Est. Cost — Unrealized —

MAT Mattel Inc 0.0%

Value $3.151M Shares 149,600 Est. Cost — Unrealized —

PNW Pinnacle West Capital Corp 0.0%

Value $3.143M Shares 49,000 Est. Cost — Unrealized —

TRIP TripAdvisor Inc 0.0%

Value $3.142M Shares 49,850 Est. Cost — Unrealized —

— Aerohive Networks Inc 0.0%

Value $3.14M Shares 525,000 Est. Cost — Unrealized —

— DENTSPLY International Inc 0.0%

Value $3.125M Shares 61,800 Est. Cost — Unrealized —

RL Ralph Lauren Corp 0.0%

Value $3.119M Shares 26,400 Est. Cost — Unrealized —

VRSN VeriSign Inc 0.0%

Value $3.112M Shares 44,100 Est. Cost — Unrealized —

— HollyFrontier Corp 0.0%

Value $3.09M Shares 63,263 Est. Cost — Unrealized —

TEX Terex Corp 0.0%

Value $3.05M Shares 170,000 Est. Cost — Unrealized —

— Plum Creek Timber Co Inc 0.0%

Value $3.05M Shares 77,200 Est. Cost — Unrealized —

RHI Robert Half International Inc 0.0%

Value $3.039M Shares 59,400 Est. Cost — Unrealized —

VLO Valero Energy Corp 0.0%

Value $2.981M Shares 49,600 Est. Cost — Unrealized —

QRVO Qorvo Inc 0.0%

Value $2.978M Shares 66,100 Est. Cost — Unrealized —

OKE ONEOK Inc 0.0%

Value $2.974M Shares 92,350 Est. Cost — Unrealized —

CHRW CH Robinson Worldwide Inc 0.0%

Value $2.887M Shares 42,600 Est. Cost — Unrealized —

— NorthStar Asset Management Group Inc 0.0%

Value $2.842M Shares 197,911 Est. Cost — Unrealized —

— Howard Hughes Corp/The 0.0%

Value $2.839M Shares 24,745 Est. Cost — Unrealized —

— Hess Corp 0.0%

Value $2.828M Shares 56,500 Est. Cost — Unrealized —

WU Western Union Co, The 0.0%

Value $2.826M Shares 153,900 Est. Cost — Unrealized —

— MINDBODY Inc 0.0%

Value $2.813M Shares 180,000 Est. Cost — Unrealized —

NDAQ NASDAQ OMX Group Inc, The 0.0%

Value $2.784M Shares 52,200 Est. Cost — Unrealized —

— Keurig Green Mountain Inc 0.0%

Value $2.769M Shares 53,111 Est. Cost — Unrealized —

— Discovery Communications Inc 0.0%

Value $2.768M Shares 113,939 Est. Cost — Unrealized —

— American National Insurance Co 0.0%

Value $2.734M Shares 28,000 Est. Cost — Unrealized —

— Pepco Holdings Inc 0.0%

Value $2.713M Shares 112,000 Est. Cost — Unrealized —

FLR Fluor Corp 0.0%

Value $2.71M Shares 64,000 Est. Cost — Unrealized —

PHM PulteGroup Inc 0.0%

Value $2.676M Shares 141,800 Est. Cost — Unrealized —

— Yamana Gold Inc 0.0%

Value $2.665M Shares 1,588,260 Est. Cost — Unrealized —

— Airgas Inc 0.0%

Value $2.653M Shares 29,700 Est. Cost — Unrealized —

LUV Southwest Airlines Co 0.0%

Value $2.636M Shares 69,300 Est. Cost — Unrealized —

NI NiSource Inc 0.0%

Value $2.604M Shares 140,400 Est. Cost — Unrealized —

— Marin Software Inc 0.0%

Value $2.599M Shares 830,228 Est. Cost — Unrealized —

— Apartment Investment & Management Co 0.0%

Value $2.554M Shares 69,000 Est. Cost — Unrealized —

ZION Zions Bancorporation 0.0%

Value $2.484M Shares 90,211 Est. Cost — Unrealized —

— Frontier Communications Corp 0.0%

Value $2.451M Shares 516,093 Est. Cost — Unrealized —

— Joy Global Inc 0.0%

Value $2.435M Shares 163,100 Est. Cost — Unrealized —

PSX Phillips 66 0.0%

Value $2.424M Shares 31,550 Est. Cost — Unrealized —

FLS Flowserve Corp 0.0%

Value $2.423M Shares 58,900 Est. Cost — Unrealized —

RRC Range Resources Corp 0.0%

Value $2.403M Shares 74,800 Est. Cost — Unrealized —

— Newfield Exploration Co 0.0%

Value $2.369M Shares 72,000 Est. Cost — Unrealized —

EXR Extra Space Storage Inc 0.0%

Value $2.315M Shares 30,000 Est. Cost — Unrealized —

RVTY PerkinElmer Inc 0.0%

Value $2.303M Shares 50,100 Est. Cost — Unrealized —

CUBE CubeSmart 0.0%

Value $2.286M Shares 84,000 Est. Cost — Unrealized —

AVY Avery Dennison Corp 0.0%

Value $2.285M Shares 40,400 Est. Cost — Unrealized —

UAA Under Armour Inc 0.0%

Value $2.274M Shares 23,500 Est. Cost — Unrealized —

— ADT Corp, The 0.0%

Value $2.244M Shares 75,050 Est. Cost — Unrealized —

— Guess? Inc 0.0%

Value $2.243M Shares 105,000 Est. Cost — Unrealized —

NRG NRG Energy Inc 0.0%

Value $2.169M Shares 146,080 Est. Cost — Unrealized —

— Hudson City Bancorp Inc 0.0%

Value $2.165M Shares 212,900 Est. Cost — Unrealized —

NWSA News Corp 0.0%

Value $2.124M Shares 168,275 Est. Cost — Unrealized —

HAS Hasbro Inc 0.0%

Value $2.113M Shares 29,288 Est. Cost — Unrealized —

HLF Herbalife Ltd 0.0%

Value $2.106M Shares 2,500 Est. Cost — Unrealized —

— Hortonworks Inc 0.0%

Value $2.08M Shares 95,000 Est. Cost — Unrealized —

— Scripps Networks Interactive Inc 0.0%

Value $2.046M Shares 41,600 Est. Cost — Unrealized —

LSCC Lattice Semiconductor Corp 0.0%

Value $2.021M Shares 525,000 Est. Cost — Unrealized —

— Legg Mason Inc 0.0%

Value $2.018M Shares 48,500 Est. Cost — Unrealized —

— JC Penney Co Inc 0.0%

Value $2.001M Shares 215,387 Est. Cost — Unrealized —

FMC FMC Corp 0.0%

Value $2.001M Shares 59,000 Est. Cost — Unrealized —

— PowerShares India Portfolio 0.0%

Value $1.983M Shares 100,000 Est. Cost — Unrealized —

— Jarden Corp 0.0%

Value $1.955M Shares 40,000 Est. Cost — Unrealized —

GME GameStop Corp 0.0%

Value $1.943M Shares 47,152 Est. Cost — Unrealized —

EFA iShares MSCI EAFE ETF 0.0%

Value $1.919M Shares 33,480 Est. Cost — Unrealized —

TROW T Rowe Price Group Inc 0.0%

Value $1.89M Shares 27,200 Est. Cost — Unrealized —

ALL Allstate Corp, The 0.0%

Value $1.858M Shares 31,900 Est. Cost — Unrealized —

PRAA PRA Group Inc 0.0%

Value $1.852M Shares 35,000 Est. Cost — Unrealized —

RYAAY Ryanair Holdings PLC 0.0%

Value $1.822M Shares 23,273 Est. Cost — Unrealized —

TDC Teradata Corp 0.0%

Value $1.813M Shares 62,600 Est. Cost — Unrealized —

GGB Gerdau SA 0.0%

Value $1.791M Shares 1,307,500 Est. Cost — Unrealized —

MLI Mueller Industries Inc 0.0%

Value $1.775M Shares 60,000 Est. Cost — Unrealized —

PBI Pitney Bowes Inc 0.0%

Value $1.771M Shares 89,200 Est. Cost — Unrealized —

— Pier 1 Imports Inc 0.0%

Value $1.765M Shares 255,767 Est. Cost — Unrealized —

LNC Lincoln National Corp 0.0%

Value $1.751M Shares 36,900 Est. Cost — Unrealized —

MUR Murphy Oil Corp 0.0%

Value $1.735M Shares 71,700 Est. Cost — Unrealized —

— FLIR Systems Inc 0.0%

Value $1.735M Shares 62,000 Est. Cost — Unrealized —

— SemGroup Corp 0.0%

Value $1.73M Shares 40,000 Est. Cost — Unrealized —

— Israel Chemicals Ltd 0.0%

Value $1.717M Shares 333,915 Est. Cost — Unrealized —

— Dun & Bradstreet Corp, The 0.0%

Value $1.68M Shares 16,000 Est. Cost — Unrealized —

VOYA Voya Financial Inc 0.0%

Value $1.667M Shares 43,000 Est. Cost — Unrealized —

— Patterson Cos Inc 0.0%

Value $1.661M Shares 38,400 Est. Cost — Unrealized —

THC Tenet Healthcare Corp 0.0%

Value $1.624M Shares 44,000 Est. Cost — Unrealized —

— DST Systems Inc 0.0%

Value $1.577M Shares 15,000 Est. Cost — Unrealized —

EMR Emerson Electric Co 0.0%

Value $1.559M Shares 35,300 Est. Cost — Unrealized —

CFG Citizens Financial Group Inc 0.0%

Value $1.551M Shares 65,000 Est. Cost — Unrealized —

— Argos Therapeutics Inc 0.0%

Value $1.542M Shares 317,900 Est. Cost — Unrealized —

— EXCO Resources Inc 0.0%

Value $1.5M Shares 2,000,000 Est. Cost — Unrealized —

— Owens-Illinois Inc 0.0%

Value $1.471M Shares 71,000 Est. Cost — Unrealized —

BKU BankUnited Inc 0.0%

Value $1.452M Shares 40,618 Est. Cost — Unrealized —

FSLR First Solar Inc 0.0%

Value $1.428M Shares 33,400 Est. Cost — Unrealized —

— Nielsen Holdings PLC 0.0%

Value $1.427M Shares 32,100 Est. Cost — Unrealized —

URBN Urban Outfitters Inc 0.0%

Value $1.417M Shares 48,245 Est. Cost — Unrealized —

— Seadrill Ltd 0.0%

Value $1.412M Shares 242,633 Est. Cost — Unrealized —

— Office Depot Inc 0.0%

Value $1.334M Shares 207,795 Est. Cost — Unrealized —

— Viacom Inc 0.0%

Value $1.328M Shares 30,000 Est. Cost — Unrealized —

FFIV F5 Networks Inc 0.0%

Value $1.32M Shares 11,400 Est. Cost — Unrealized —

TRU TransUnion 0.0%

Value $1.256M Shares 50,000 Est. Cost — Unrealized —

EWZ iShares MSCI Brazil Capped ETF 0.0%

Value $1.214M Shares 55,300 Est. Cost — Unrealized —

FOSL Fossil Group Inc 0.0%

Value $1.023M Shares 18,300 Est. Cost — Unrealized —

GNW Genworth Financial Inc 0.0%

Value $1.013M Shares 219,200 Est. Cost — Unrealized —

— CONSOL Energy Inc 0.0%

Value $991K Shares 101,165 Est. Cost — Unrealized —

— Synergy Resources Corp 0.0%

Value $980K Shares 100,000 Est. Cost — Unrealized —

— Black Knight Financial Services Inc 0.0%

Value $977K Shares 30,000 Est. Cost — Unrealized —

DHI DR Horton Inc 0.0%

Value $946K Shares 32,216 Est. Cost — Unrealized —

KMX CarMax Inc 0.0%

Value $844K Shares 14,228 Est. Cost — Unrealized —

GAP Gap Inc, The 0.0%

Value $715K Shares 25,100 Est. Cost — Unrealized —

OPK OPKO Health Inc 0.0%

Value $708K Shares 84,201 Est. Cost — Unrealized —

— Tronox Ltd 0.0%

Value $656K Shares 150,000 Est. Cost — Unrealized —

— MaxPoint Interactive Inc 0.0%

Value $568K Shares 139,213 Est. Cost — Unrealized —

— Diamond Offshore Drilling Inc 0.0%

Value $493K Shares 28,500 Est. Cost — Unrealized —

EWW iShares MSCI Mexico Capped ETF 0.0%

Value $407K Shares 7,900 Est. Cost — Unrealized —

— Seagate Technology PLC 0.0%

Value $376K Shares 8,400 Est. Cost — Unrealized —

— Kinder Morgan Inc/DE 0.0%

Value $353K Shares 384,000 Est. Cost — Unrealized —

BEN Franklin Resources Inc 0.0%

Value $320K Shares 8,600 Est. Cost — Unrealized —

R Ryder System Inc 0.0%

Value $267K Shares 3,600 Est. Cost — Unrealized —

— Lumber Liquidators Holdings Inc 0.0%

Value $244K Shares 18,565 Est. Cost — Unrealized —

— Amplify Snack Brands Inc 0.0%

Value $198K Shares 18,500 Est. Cost — Unrealized —

NAVI Navient Corp 0.0%

Value $115K Shares 10,200 Est. Cost — Unrealized —

CVLT CommVault Systems Inc 0.0%

Value $109K Shares 1,500 Est. Cost — Unrealized —

WMB Williams Cos Inc, The 0.0%

Value $50,000 Shares 20,000 Est. Cost — Unrealized —

— Starwood Hotels & Resorts Worldwide Inc 0.0%

Value $48,000 Shares 1,250 Est. Cost — Unrealized —

— Cornerstone OnDemand Inc 0.0%

Value $38,000 Shares 1,000 Est. Cost — Unrealized —

— Zynga Inc 0.0%

Value $30,000 Shares 4,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	Groupe CGI Inc	58,174,038	$2.098B	5.8%	—	—	COMMON	39945C109
CNI	Compagnie des chemins de fer nationaux du Canada	24,370,000	$1.377B	3.8%	—	—	COMMON	136375102
TD	Banque Toronto-Dominion, La	34,300,000	$1.346B	3.7%	—	—	COMMON	891160509
RY	Banque Royale du Canada	23,462,261	$1.291B	3.6%	—	—	COMMON	780087102
ENB	Enbridge Inc.	30,582,100	$1.146B	3.2%	—	—	COMMON	29250N105
BNS	Banque de Nouvelle-?cosse, La	21,310,000	$935M	2.6%	—	—	COMMON	064149107
MFC	Soci?t? Financi?re Manuvie	56,459,090	$869M	2.4%	—	—	COMMON	56501R106
MSFT	Microsoft Corp	16,636,700	$736M	2.0%	—	—	COMMON	594918104
GIL	V?tements de Sport Gildan Inc, Les	22,900,000	$688M	1.9%	—	—	COMMON	375916103
IBM	International Business Machines Corp	4,128,100	$598M	1.6%	—	—	COMMON	459200101
SU	Suncor ?nergie Inc	22,300,000	$594M	1.6%	—	—	COMMON	867224107
MGA	Magna International Inc	11,413,000	$545M	1.5%	—	—	COMMON	559222401
LMT	Lockheed Martin Corp	2,625,700	$544M	1.5%	—	—	COMMON	539830109
JNJ	Johnson & Johnson	5,830,000	$544M	1.5%	—	—	COMMON	478160104
MDT	Medtronic PLC	7,877,447	$527M	1.5%	—	—	COMMON	G5960L103
KMB	Kimberly-Clark Corp	4,766,300	$520M	1.4%	—	—	COMMON	494368103
BRK/B	Berkshire Hathaway Inc	3,956,670	$516M	1.4%	—	—	COMMON	084670702
—	Praxair Inc	4,770,600	$486M	1.3%	—	—	COMMON	74005P104
XOM	Exxon Mobil Corp	6,499,445	$483M	1.3%	—	—	COMMON	30231G102
HRB	H&R Block Inc	13,161,900	$476M	1.3%	—	—	COMMON	093671105
CVE	Cenovus Energy Inc	31,067,835	$469M	1.3%	—	—	COMMON	15135U109
MCD	McDonald's Corp	4,499,800	$443M	1.2%	—	—	COMMON	580135101
UNH	UnitedHealth Group Inc	3,600,300	$418M	1.1%	—	—	COMMON	91324P102
WM	Waste Management Inc	8,321,397	$414M	1.1%	—	—	COMMON	94106L109
PEP	PepsiCo Inc	4,394,913	$414M	1.1%	—	—	COMMON	713448108
WEC	WEC Energy Group Inc	7,901,533	$413M	1.1%	—	—	COMMON	92939U106
CL	Colgate-Palmolive Co	6,486,500	$412M	1.1%	—	—	COMMON	194162103
QCOM	Qualcomm Inc	7,628,800	$410M	1.1%	—	—	COMMON	747525103
—	Agrium Inc	4,533,200	$404M	1.1%	—	—	COMMON	008916108
PPL	PPL Corp	12,120,500	$399M	1.1%	—	—	COMMON	69351T106
AAPL	Apple Inc	3,349,200	$369M	1.0%	—	—	COMMON	037833100
—	Valeant Pharmaceuticals International Inc	2,075,000	$369M	1.0%	—	—	COMMON	91911K102
NEE	NextEra Energy Inc	3,730,600	$364M	1.0%	—	—	COMMON	65339F101
ORCL	Oracle Corp	10,049,600	$363M	1.0%	—	—	COMMON	68389X105
CNQ	Canadian Natural Resources Limited	18,466,000	$358M	1.0%	—	—	COMMON	136385101
—	TransCanada Corp	10,450,000	$329M	0.9%	—	—	COMMON	89353D107
OTEX	Open Text Corp	7,278,400	$324M	0.9%	—	—	COMMON	683715106
MMM	3M Co	2,233,500	$317M	0.9%	—	—	COMMON	88579Y101
TU	TELUS Corporation	9,328,000	$293M	0.8%	—	—	COMMON	87971M103
—	Walgreens Boots Alliance Inc	3,136,000	$261M	0.7%	—	—	COMMON	931427108
MA	MasterCard Inc	2,861,000	$258M	0.7%	—	—	COMMON	57636Q104
GPC	Genuine Parts Co	3,013,000	$250M	0.7%	—	—	COMMON	372460105
—	Ritchie Bros Auctioneers Inc	9,104,800	$234M	0.6%	—	—	COMMON	767744105
CAE	CAE Inc	19,176,075	$202M	0.6%	—	—	COMMON	124765108
CVS	CVS Health Corp	2,060,200	$199M	0.5%	—	—	COMMON	126650100
MCK	McKesson Corp	984,800	$182M	0.5%	—	—	COMMON	58155Q103
—	EnCana Corporation	28,345,745	$182M	0.5%	—	—	COMMON	292505104
BAC	Bank of America Corp	11,236,750	$175M	0.5%	—	—	COMMON	060505104
—	General Electric Co	6,808,539	$172M	0.5%	—	—	COMMON	369604103
ATR	Aptargroup Inc	2,518,500	$166M	0.5%	—	—	COMMON	038336103
AXP	American Express Co	2,195,500	$163M	0.4%	—	—	COMMON	025816109
YUM	Yum! Brands Inc	2,033,600	$163M	0.4%	—	—	COMMON	988498101
CCJ	Cameco Corp	13,370,000	$162M	0.4%	—	—	COMMON	13321L108
PBA	Pembina Pipeline Corp	6,512,004	$156M	0.4%	—	—	COMMON	706327103
—	Torchmark Corp	2,734,194	$154M	0.4%	—	—	COMMON	891027104
—	United Technologies Corp	1,672,800	$149M	0.4%	—	—	COMMON	913017109
RGA	Reinsurance Group of America Inc	1,603,300	$145M	0.4%	—	—	COMMON	759351604
—	Linear Technology Corp	3,555,800	$143M	0.4%	—	—	COMMON	535678106
STT	State Street Corp	2,122,900	$143M	0.4%	—	—	COMMON	857477103
WFC	Wells Fargo & Co	2,777,695	$143M	0.4%	—	—	COMMON	949746101
INTU	Intuit Inc	1,599,994	$142M	0.4%	—	—	COMMON	461202103
C	Citigroup Inc	2,767,395	$137M	0.4%	—	—	COMMON	172967424
HD	Home Depot Inc, The	1,142,200	$132M	0.4%	—	—	COMMON	437076102
SWK	Stanley Black & Decker Inc	1,296,597	$126M	0.3%	—	—	COMMON	854502101
META	Facebook Inc	1,373,200	$123M	0.3%	—	—	COMMON	30303M102
—	Goldcorp Inc	9,860,000	$123M	0.3%	—	—	COMMON	380956409
DHR	Danaher Corp	1,422,900	$121M	0.3%	—	—	COMMON	235851102
GILD	Gilead Sciences Inc	1,223,300	$120M	0.3%	—	—	COMMON	375558103
BFH	Alliance Data Systems Corp	456,027	$118M	0.3%	—	—	COMMON	018581108
TMO	Thermo Fisher Scientific Inc	962,900	$118M	0.3%	—	—	COMMON	883556102
NWL	Newell Rubbermaid Inc	2,937,800	$117M	0.3%	—	—	COMMON	651229106
AZO	AutoZone Inc	160,930	$116M	0.3%	—	—	COMMON	053332102
KO	Coca-Cola Co, The	2,833,919	$114M	0.3%	—	—	COMMON	191216100
GOOG	Alphabet Inc	184,436	$112M	0.3%	—	—	COMMON	02079K107
KHC	Kraft Heinz Co/The	1,547,494	$109M	0.3%	—	—	COMMON	500754106
JPM	JPMorgan Chase & Co	1,701,800	$104M	0.3%	—	—	COMMON	46625H100
CSCO	Cisco Systems Inc	3,807,700	$99.95M	0.3%	—	—	COMMON	17275R102
USB	US Bancorp	2,427,830	$99.56M	0.3%	—	—	COMMON	902973304
AMZN	Amazon.com Inc	193,400	$99M	0.3%	—	—	COMMON	023135106
—	Hewlett-Packard Co	3,739,593	$95.77M	0.3%	—	—	COMMON	428236103
GS	Goldman Sachs Group, Inc., The	527,800	$91.71M	0.3%	—	—	COMMON	38141G104
SLB	Schlumberger Ltd	1,250,869	$86.27M	0.2%	—	—	COMMON	806857108
PG	Procter & Gamble Company, The	1,198,300	$86.21M	0.2%	—	—	COMMON	742718109
PFE	Pfizer Inc	2,724,438	$85.58M	0.2%	—	—	COMMON	717081103
—	TD Ameritrade Holding Corp	2,640,800	$84.08M	0.2%	—	—	COMMON	87236Y108
GOOGL	Alphabet Inc	128,100	$81.78M	0.2%	—	—	COMMON	02079K305
VZ	Verizon Communications Inc	1,796,000	$78.14M	0.2%	—	—	COMMON	92343V104
WMB	Williams Cos Inc, The	2,017,400	$74.34M	0.2%	—	—	COMMON	969457100
—	Anadarko Petroleum Corp	1,149,400	$69.41M	0.2%	—	—	COMMON	032511107
—	Coach Inc	2,334,900	$67.55M	0.2%	—	—	COMMON	189754104
MRK	Merck & Co Inc	1,244,200	$61.45M	0.2%	—	—	COMMON	58933Y105
INTC	Intel Corp	1,980,100	$59.68M	0.2%	—	—	COMMON	458140100
—	Cleco Corp	1,100,000	$58.56M	0.2%	—	—	COMMON	12561W105
EEM	iShares MSCI Emerging Markets ETF	1,720,330	$56.39M	0.2%	—	—	ETF	464287234
MDLZ	Mondelez International Inc	1,336,782	$55.97M	0.2%	—	—	COMMON	609207105
PM	Philip Morris International Inc	684,300	$54.29M	0.1%	—	—	COMMON	718172109
CMCSA	Comcast Corp	934,200	$53.14M	0.1%	—	—	COMMON	20030N101
UNP	Union Pacific Corp	563,300	$49.8M	0.1%	—	—	COMMON	907818108
CVX	Chevron Corp	606,300	$47.83M	0.1%	—	—	COMMON	166764100
—	CBS Corp	1,196,329	$47.73M	0.1%	—	—	COMMON	124857202
—	Monsanto Co	556,700	$47.51M	0.1%	—	—	COMMON	61166W101
TECK	Teck Resources Ltd	9,916,700	$47.12M	0.1%	—	—	COMMON	878742204
MO	Altria Group Inc	866,100	$47.12M	0.1%	—	—	COMMON	02209S103
BA	Boeing Company, The	357,200	$46.77M	0.1%	—	—	COMMON	097023105
AMGN	Amgen Inc	335,000	$46.34M	0.1%	—	—	COMMON	031162100
UBS	UBS Group AG	2,397,601	$44.19M	0.1%	—	—	COMMON	H42097107
BMY	Bristol-Myers Squibb Co	736,600	$43.61M	0.1%	—	—	COMMON	110122108
WMT	Wal-Mart Stores Inc	662,774	$42.97M	0.1%	—	—	COMMON	931142103
SBUX	Starbucks Corp	755,600	$42.95M	0.1%	—	—	COMMON	855244109
—	Cobalt International Energy Inc	6,061,852	$42.92M	0.1%	—	—	COMMON	19075F106
HIG	Hartford Financial Services Group Inc/The	897,585	$41.09M	0.1%	—	—	COMMON	416515104
UPS	United Parcel Service Inc	416,000	$41.05M	0.1%	—	—	COMMON	911312106
DAL	Delta Air Lines Inc	891,400	$40M	0.1%	—	—	COMMON	247361702
AIG	American International Group Inc	701,613	$39.87M	0.1%	—	—	COMMON	026874784
CX	Cemex SAB de CV	5,678,400	$39.69M	0.1%	—	—	ADR	151290889
—	ACE Ltd	367,000	$37.95M	0.1%	—	—	COMMON	H0023R105
—	Celgene Corp	349,200	$37.77M	0.1%	—	—	COMMON	151020104
MET	MetLife, Inc.	764,400	$36.04M	0.1%	—	—	COMMON	59156R108
TMUS	T-Mobile US Inc	875,000	$34.83M	0.1%	—	—	COMMON	872590104
LLY	Eli Lilly & Co	404,086	$33.82M	0.1%	—	—	COMMON	532457108
HON	Honeywell International Inc	345,300	$32.7M	0.1%	—	—	COMMON	438516106
—	Student Transportation Inc	7,997,018	$32.27M	0.1%	—	—	COMMON	86388A108
ADP	Automatic Data Processing Inc	380,800	$30.6M	0.1%	—	—	COMMON	053015103
—	Allergan plc	111,865	$30.41M	0.1%	—	—	COMMON	G0177J108
BIIB	Biogen Inc	103,878	$30.31M	0.1%	—	—	COMMON	09062X103
T	AT&T Inc	927,153	$30.21M	0.1%	—	—	COMMON	00206R102
—	Youku Tudou Inc	1,692,800	$29.84M	0.1%	—	—	ADR	98742U100
NKE	NIKE Inc	238,500	$29.33M	0.1%	—	—	COMMON	654106103
—	Eldorado Gold Corp	9,173,400	$29.29M	0.1%	—	—	COMMON	284902103
OXY	Occidental Petroleum Corp	437,500	$28.94M	0.1%	—	—	COMMON	674599105
CCI	Crown Castle International Corp	362,391	$28.58M	0.1%	—	—	REIT	22822V101
—	Time Warner Inc	410,300	$28.21M	0.1%	—	—	COMMON	887317303
—	Sigma-Aldrich Corp	202,800	$28.17M	0.1%	—	—	COMMON	826552101
LOW	Lowe's Cos Inc	408,700	$28.17M	0.1%	—	—	COMMON	548661107
—	Broadcom Corp	546,900	$28.13M	0.1%	—	—	COMMON	111320107
COST	Costco Wholesale Corp	194,100	$28.06M	0.1%	—	—	COMMON	22160K105
—	Chubb Corp, The	225,300	$27.63M	0.1%	—	—	COMMON	171232101
CCL	Carnival Corp	555,414	$27.6M	0.1%	—	—	COMMON	143658300
—	Alcoa Inc	2,826,467	$27.3M	0.1%	—	—	COMMON	013817101
GLW	Corning Inc	1,567,600	$26.84M	0.1%	—	—	COMMON	219350105
V	Visa Inc	385,000	$26.82M	0.1%	—	—	COMMON	92826C839
—	Cameron International Corp	434,639	$26.65M	0.1%	—	—	COMMON	13342B105
ETN	Eaton Corp PLC	506,498	$25.98M	0.1%	—	—	COMMON	G29183103
BAP	Credicorp Ltd	241,172	$25.65M	0.1%	—	—	COMMON	G2519Y108
SPG	Simon Property Group Inc	136,700	$25.11M	0.1%	—	—	REIT	828806109
CRM	Salesforce.com Inc	360,100	$25M	0.1%	—	—	COMMON	79466L302
—	LinkedIn Corp	130,000	$24.72M	0.1%	—	—	COMMON	53578A108
—	Starwood Hotels & Resorts Worldwide Inc	368,300	$24.48M	0.1%	—	—	COMMON	85590A401
DB	Deutsche Bank AG	905,532	$24.33M	0.1%	—	—	COMMON	D18190898
EXPE	Expedia Inc	204,150	$24.02M	0.1%	—	—	COMMON	30212P303
APD	Air Products & Chemicals Inc	185,500	$23.67M	0.1%	—	—	COMMON	009158106
CTSH	Cognizant Technology Solutions Corp	370,341	$23.19M	0.1%	—	—	COMMON	192446102
BK	Bank of New York Mellon Corp, The	584,800	$22.89M	0.1%	—	—	COMMON	064058100
—	Priceline Group Inc/The	18,400	$22.76M	0.1%	—	—	COMMON	741503403
—	Time Warner Cable Inc	125,000	$22.42M	0.1%	—	—	COMMON	88732J207
M	Macy's Inc	426,200	$21.87M	0.1%	—	—	COMMON	55616P104
TGT	Target Corp	277,600	$21.84M	0.1%	—	—	COMMON	87612E106
—	Navistar International Corp	1,700,000	$21.62M	0.1%	—	—	COMMON	63934E108
PYPL	PayPal Holdings Inc	689,900	$21.41M	0.1%	—	—	COMMON	70450Y103
TJX	TJX Cos Inc/The	297,900	$21.28M	0.1%	—	—	COMMON	872540109
MS	Morgan Stanley	673,100	$21.2M	0.1%	—	—	COMMON	617446448
—	Yahoo! Inc	722,600	$20.89M	0.1%	—	—	COMMON	984332106
W	Wayfair Inc	587,607	$20.6M	0.1%	—	—	COMMON	94419L101
PNC	PNC Financial Services Group Inc/The	226,885	$20.24M	0.1%	—	—	COMMON	693475105
PSA	Public Storage	94,900	$20.08M	0.1%	—	—	REIT	74460D109
TXN	Texas Instruments Inc	403,400	$19.98M	0.1%	—	—	COMMON	882508104
—	HCC Insurance Holdings Inc	250,000	$19.37M	0.1%	—	—	COMMON	404132102
ACN	Accenture PLC	195,700	$19.23M	0.1%	—	—	COMMON	G1151C101
GM	General Motors Co	636,800	$19.12M	0.1%	—	—	COMMON	37045V100
PCAR	PACCAR Inc	360,800	$18.82M	0.1%	—	—	COMMON	693718108
—	Twenty-First Century Fox Inc	690,500	$18.69M	0.1%	—	—	COMMON	90130A200
PRU	Prudential Financial Inc	242,700	$18.5M	0.1%	—	—	COMMON	744320102
GD	General Dynamics Corp	134,000	$18.48M	0.1%	—	—	COMMON	369550108
—	SINA Corp/China	460,000	$18.45M	0.1%	—	—	COMMON	G81477104
—	Viacom Inc	413,500	$17.84M	0.0%	—	—	COMMON	92553P201
CAT	Caterpillar Inc	266,200	$17.4M	0.0%	—	—	COMMON	149123101
COF	Capital One Financial Corp	239,600	$17.38M	0.0%	—	—	COMMON	14040H105
ABBV	AbbVie Inc	316,323	$17.21M	0.0%	—	—	COMMON	00287Y109
EBAY	eBay Inc	695,100	$16.99M	0.0%	—	—	COMMON	278642103
—	TECO Energy Inc	645,579	$16.95M	0.0%	—	—	COMMON	872375100
—	InterOil Corp	500,000	$16.86M	0.0%	—	—	COMMON	460951106
—	Aetna Inc	154,027	$16.85M	0.0%	—	—	COMMON	00817Y108
—	Hanesbrands Inc	580,043	$16.79M	0.0%	—	—	COMMON	410345102
FDX	FedEx Corp	116,000	$16.7M	0.0%	—	—	COMMON	31428X106
NUS	Nu Skin Enterprises Inc	403,464	$16.66M	0.0%	—	—	COMMON	67018T105
EWY	iShares MSCI South Korea Capped ETF	340,000	$16.59M	0.0%	—	—	ETF	464286772
AFL	Aflac Inc	284,300	$16.53M	0.0%	—	—	COMMON	001055102
PVH	PVH Corp	161,974	$16.51M	0.0%	—	—	COMMON	693656100
AMT	American Tower Corp	187,000	$16.45M	0.0%	—	—	REIT	03027X100
D	Dominion Resources Inc/VA	232,500	$16.36M	0.0%	—	—	COMMON	25746U109
—	Skechers U.S.A. Inc	121,074	$16.23M	0.0%	—	—	COMMON	830566105
—	Reynolds American Inc	366,190	$16.21M	0.0%	—	—	COMMON	761713106
EA	Electronic Arts Inc	237,700	$16.1M	0.0%	—	—	COMMON	285512109
DIS	Walt Disney Co, The	155,881	$15.93M	0.0%	—	—	COMMON	254687106
UAL	United Continental Holdings Inc	296,900	$15.75M	0.0%	—	—	COMMON	910047109
COR	AmerisourceBergen Corp	164,700	$15.64M	0.0%	—	—	COMMON	03073E105
—	Alexion Pharmaceuticals Inc	99,900	$15.62M	0.0%	—	—	COMMON	015351109
—	Meritor Inc	1,460,280	$15.52M	0.0%	—	—	COMMON	59001K100
KR	Kroger Company, The	429,100	$15.48M	0.0%	—	—	COMMON	501044101
—	Cigna Corp	113,700	$15.35M	0.0%	—	—	COMMON	125509109
SCCO	Southern Copper Corp	572,899	$15.31M	0.0%	—	—	COMMON	84265V105
—	Cabela's Inc	331,816	$15.13M	0.0%	—	—	COMMON	126804301
GIS	General Mills Inc	264,500	$14.85M	0.0%	—	—	COMMON	370334104
—	GNC Holdings Inc	367,263	$14.85M	0.0%	—	—	COMMON	36191G107
—	Avago Technologies Ltd	114,800	$14.35M	0.0%	—	—	COMMON	Y0486S104
—	TECO Energy Inc	35,000	$14.18M	0.0%	—	—	Call	872375100
—	XL Group PLC	386,000	$14.02M	0.0%	—	—	COMMON	G98290102
F	Ford Motor Co	1,021,500	$13.86M	0.0%	—	—	COMMON	345370860
CME	CME Group Inc/IL	149,200	$13.84M	0.0%	—	—	COMMON	12572Q105
NOC	Northrop Grumman Corp	82,800	$13.74M	0.0%	—	—	COMMON	666807102
LYB	LyondellBasell Industries NV	164,600	$13.72M	0.0%	—	—	COMMON	N53745100
ABT	Abbott Laboratories	333,810	$13.43M	0.0%	—	—	COMMON	002824100
HAL	Halliburton Co	377,625	$13.35M	0.0%	—	—	COMMON	406216101
NFLX	Netflix Inc	128,200	$13.24M	0.0%	—	—	COMMON	64110L106
SYK	Stryker Corp	139,700	$13.15M	0.0%	—	—	COMMON	863667101
—	DISH Network Corp	225,000	$13.13M	0.0%	—	—	COMMON	25470M109
MGM	MGM Resorts International	711,180	$13.12M	0.0%	—	—	COMMON	552953101
AFG	American Financial Group Inc/OH	186,824	$12.87M	0.0%	—	—	COMMON	025932104
ECL	Ecolab Inc	117,300	$12.87M	0.0%	—	—	COMMON	278865100
HII	Huntington Ingalls Industries Inc	120,000	$12.86M	0.0%	—	—	COMMON	446413106
—	Columbia Pipeline Group Inc	690,286	$12.63M	0.0%	—	—	COMMON	198280109
KMI	Kinder Morgan Inc/DE	449,000	$12.43M	0.0%	—	—	COMMON	49456B101
AEP	American Electric Power Co Inc	216,700	$12.32M	0.0%	—	—	COMMON	025537101
BDX	Becton Dickinson and Co	92,841	$12.32M	0.0%	—	—	COMMON	075887109
MU	Micron Technology Inc	820,500	$12.29M	0.0%	—	—	COMMON	595112103
MRSH	Marsh & McLennan Cos Inc	234,100	$12.22M	0.0%	—	—	COMMON	571748102
URI	United Rentals Inc	202,100	$12.14M	0.0%	—	—	COMMON	911363109
—	Hawaiian Holdings Inc	490,000	$12.09M	0.0%	—	—	COMMON	419879101
EQR	Equity Residential	160,800	$12.08M	0.0%	—	—	REIT	29476L107
—	SanDisk Corp	220,300	$11.97M	0.0%	—	—	COMMON	80004C101
—	Johnson Controls Inc	288,900	$11.95M	0.0%	—	—	COMMON	478366107
—	Citrix Systems Inc	171,000	$11.85M	0.0%	—	—	COMMON	177376100
RUSHA	Rush Enterprises Inc	485,000	$11.74M	0.0%	—	—	COMMON	781846209
—	Cornerstone OnDemand Inc	355,000	$11.71M	0.0%	—	—	COMMON	21925Y103
HUM	Humana Inc	65,400	$11.71M	0.0%	—	—	COMMON	444859102
CSX	CSX Corp	434,600	$11.69M	0.0%	—	—	COMMON	126408103
AAL	American Airlines Group Inc	296,800	$11.53M	0.0%	—	—	COMMON	02376R102
ICE	Intercontinental Exchange Inc	48,821	$11.47M	0.0%	—	—	COMMON	45866F104
—	Precision Castparts Corp	49,700	$11.42M	0.0%	—	—	COMMON	740189105
PCG	PG&E Corp	216,100	$11.41M	0.0%	—	—	COMMON	69331C108
—	Constellium NV	1,871,381	$11.34M	0.0%	—	—	COMMON	N22035104
EXC	Exelon Corp	380,587	$11.3M	0.0%	—	—	COMMON	30161N101
VRTX	Vertex Pharmaceuticals Inc	108,100	$11.26M	0.0%	—	—	COMMON	92532F100
ADM	Archer-Daniels-Midland Co	269,000	$11.15M	0.0%	—	—	COMMON	039483102
CAH	Cardinal Health Inc	144,600	$11.11M	0.0%	—	—	COMMON	14149Y108
AEM	Mines Agnico-Eagle Limit?e	435,840	$11M	0.0%	—	—	COMMON	008474108
MPC	Marathon Petroleum Corp	236,800	$10.97M	0.0%	—	—	COMMON	56585A102
—	Aon PLC	123,700	$10.96M	0.0%	—	—	COMMON	G0408V102
HCA	HCA Holdings Inc	141,200	$10.92M	0.0%	—	—	COMMON	40412C101
—	FMC Technologies Inc	351,400	$10.89M	0.0%	—	—	COMMON	30249U101
—	Noble Energy Inc	360,300	$10.87M	0.0%	—	—	COMMON	655044105
—	Mobile TeleSystems PJSC	1,495,235	$10.8M	0.0%	—	—	ADR	607409109
ADBE	Adobe Systems Inc	129,800	$10.67M	0.0%	—	—	COMMON	00724F101
—	TE Connectivity Ltd	177,800	$10.65M	0.0%	—	—	COMMON	H84989104
WELL	Welltower Inc	155,420	$10.53M	0.0%	—	—	REIT	95040Q104
PPG	PPG Industries Inc	119,592	$10.49M	0.0%	—	—	COMMON	693506107
LECO	Lincoln Electric Holdings Inc	200,000	$10.49M	0.0%	—	—	COMMON	533900106
—	McGraw Hill Financial Inc	120,400	$10.41M	0.0%	—	—	COMMON	580645109
EOG	EOG Resources Inc	142,600	$10.38M	0.0%	—	—	COMMON	26875P101
NTGR	NETGEAR Inc	355,547	$10.37M	0.0%	—	—	COMMON	64111Q104
AVB	AvalonBay Communities Inc	58,660	$10.26M	0.0%	—	—	REIT	053484101
—	L Brands Inc	113,500	$10.23M	0.0%	—	—	COMMON	501797104
DE	Deere & Co	137,700	$10.19M	0.0%	—	—	COMMON	244199105
NSC	Norfolk Southern Corp	133,100	$10.17M	0.0%	—	—	COMMON	655844108
PRGO	Perrigo Co Plc	64,600	$10.16M	0.0%	—	—	COMMON	G97822103
—	Lam Research Corp	154,862	$10.12M	0.0%	—	—	COMMON	512807108
SRE	Sempra Energy	104,000	$10.06M	0.0%	—	—	COMMON	816851109
AWI	Armstrong World Industries Inc	210,000	$10.03M	0.0%	—	—	COMMON	04247X102
—	Baker Hughes Inc	192,544	$10.02M	0.0%	—	—	COMMON	057224107
—	Discover Financial Services	192,300	$9.998M	0.0%	—	—	COMMON	254709108
CMG	Chipotle Mexican Grill Inc	13,800	$9.939M	0.0%	—	—	COMMON	169656105
—	Jacobs Engineering Group Inc	264,700	$9.908M	0.0%	—	—	COMMON	469814107
BSX	Boston Scientific Corp	593,700	$9.743M	0.0%	—	—	COMMON	101137107
TRV	Travelers Cos Inc, The	97,500	$9.704M	0.0%	—	—	COMMON	89417E109
TKR	Timken Co/The	350,000	$9.622M	0.0%	—	—	COMMON	887389104
SYY	Sysco Corp	244,400	$9.524M	0.0%	—	—	COMMON	871829107
STZ	Constellation Brands Inc	76,000	$9.516M	0.0%	—	—	COMMON	21036P108
IYZ	iShares US Telecommunications ETF	350,000	$9.45M	0.0%	—	—	ETF	464287713
PWR	Quanta Services Inc	390,200	$9.447M	0.0%	—	—	COMMON	74762E102
DG	Dollar General Corp	130,200	$9.432M	0.0%	—	—	COMMON	256677105
—	Spirit AeroSystems Holdings Inc	195,000	$9.426M	0.0%	—	—	COMMON	848574109
PEG	Public Service Enterprise Group Inc	223,500	$9.423M	0.0%	—	—	COMMON	744573106
—	Comcast Corp	162,700	$9.313M	0.0%	—	—	COMMON	20030N200
ARCB	ArcBest Corp	360,000	$9.277M	0.0%	—	—	COMMON	03937C105
—	Triumph Group Inc	220,000	$9.258M	0.0%	—	—	COMMON	896818101
OC	Owens Corning	220,000	$9.22M	0.0%	—	—	COMMON	690742101
—	Actuant Corp	500,000	$9.195M	0.0%	—	—	COMMON	00508X203
ACGL	Arch Capital Group Ltd	125,000	$9.184M	0.0%	—	—	COMMON	G0450A105
MNST	Monster Beverage Corp	67,177	$9.078M	0.0%	—	—	COMMON	61174X109
EIX	Edison International	143,900	$9.076M	0.0%	—	—	COMMON	281020107
—	Swift Transportation Co	600,000	$9.012M	0.0%	—	—	COMMON	87074U101
PLD	Prologis Inc	231,500	$9.005M	0.0%	—	—	REIT	74340W103
—	Briggs & Stratton Corp	465,000	$8.979M	0.0%	—	—	COMMON	109043109
FISV	Fiserv Inc	103,600	$8.973M	0.0%	—	—	COMMON	337738108
MOG/A	Moog Inc	165,000	$8.922M	0.0%	—	—	COMMON	615394202
ROST	Ross Stores Inc	182,800	$8.86M	0.0%	—	—	COMMON	778296103
ALSN	Allison Transmission Holdings Inc	330,000	$8.808M	0.0%	—	—	COMMON	01973R101
MTZ	MasTec Inc	555,000	$8.786M	0.0%	—	—	COMMON	576323109
—	Argo Group International Holdings Ltd	154,500	$8.743M	0.0%	—	—	COMMON	G0464B107
KMT	Kennametal Inc	350,000	$8.712M	0.0%	—	—	COMMON	489170100
ED	Consolidated Edison Inc	129,400	$8.65M	0.0%	—	—	COMMON	209115104
HLF	Herbalife Ltd	155,890	$8.496M	0.0%	—	—	COMMON	G4412G101
—	E*TRADE Financial Corp	318,226	$8.379M	0.0%	—	—	COMMON	269246401
ZTS	Zoetis Inc	202,758	$8.35M	0.0%	—	—	COMMON	98978V103
FIS	Fidelity National Information Services Inc	124,400	$8.345M	0.0%	—	—	COMMON	31620M106
VTR	Ventas Inc	146,900	$8.235M	0.0%	—	—	REIT	92276F100
AIT	Applied Industrial Technologies Inc	215,000	$8.202M	0.0%	—	—	COMMON	03820C105
XIFR	NextEra Energy Partners LP	375,000	$8.175M	0.0%	—	—	LIMITED PARTNERSHIP	65341B106
WCC	WESCO International Inc	175,000	$8.132M	0.0%	—	—	COMMON	95082P105
WDC	Western Digital Corp	101,800	$8.087M	0.0%	—	—	COMMON	958102105
BXP	Boston Properties Inc	67,800	$8.028M	0.0%	—	—	REIT	101121101
—	Pioneer Natural Resources Co	66,000	$8.028M	0.0%	—	—	COMMON	723787107
—	Rexnord Corp	470,000	$7.981M	0.0%	—	—	COMMON	76169B102
CMI	Cummins Inc	73,400	$7.97M	0.0%	—	—	COMMON	231021106
XEL	Xcel Energy Inc	224,100	$7.935M	0.0%	—	—	COMMON	98389B100
PGR	Progressive Corp, The	258,800	$7.93M	0.0%	—	—	COMMON	743315103
BAX	Baxter International Inc	241,000	$7.917M	0.0%	—	—	COMMON	071813109
—	St Jude Medical Inc	124,500	$7.855M	0.0%	—	—	COMMON	790849103
ADI	Analog Devices Inc	138,600	$7.818M	0.0%	—	—	COMMON	032654105
SHW	Sherwin-Williams Co, The	35,000	$7.797M	0.0%	—	—	COMMON	824348106
AMAT	Applied Materials Inc	530,400	$7.792M	0.0%	—	—	COMMON	038222105
CAG	ConAgra Foods Inc	190,700	$7.725M	0.0%	—	—	COMMON	205887102
—	Hubbell Inc	90,000	$7.646M	0.0%	—	—	COMMON	443510201
WNC	Wabash National Corp	720,000	$7.625M	0.0%	—	—	COMMON	929566107
—	HCP Inc	204,300	$7.61M	0.0%	—	—	REIT	40414L109
—	Mines Richmont Inc	2,730,000	$7.595M	0.0%	—	—	COMMON	76547T106
MCO	Moody's Corp	77,000	$7.561M	0.0%	—	—	COMMON	615369105
ISRG	Intuitive Surgical Inc	16,400	$7.537M	0.0%	—	—	COMMON	46120E602
—	Baxalta Inc	239,200	$7.537M	0.0%	—	—	COMMON	07177M103
—	Kellogg Co	112,500	$7.487M	0.0%	—	—	COMMON	487836108
DUK	Duke Energy Corp	104,042	$7.485M	0.0%	—	—	COMMON	26441C204
—	Colfax Corp	250,000	$7.478M	0.0%	—	—	COMMON	194014106
—	Memorial Resource Development Corp	419,700	$7.378M	0.0%	—	—	COMMON	58605Q109
—	Mylan NV	182,400	$7.343M	0.0%	—	—	COMMON	N59465109
—	Whole Foods Market Inc	231,400	$7.324M	0.0%	—	—	COMMON	966837106
DAN	Dana Holding Corp	460,000	$7.305M	0.0%	—	—	COMMON	235825205
CVLT	CommVault Systems Inc	215,000	$7.301M	0.0%	—	—	COMMON	204166102
TRN	Trinity Industries Inc	320,000	$7.254M	0.0%	—	—	COMMON	896522109
MTB	M&T Bank Corp	58,845	$7.176M	0.0%	—	—	COMMON	55261F104
—	Beacon Roofing Supply Inc	220,000	$7.148M	0.0%	—	—	COMMON	073685109
—	Investors Bancorp Inc	578,542	$7.139M	0.0%	—	—	COMMON	46146L101
SWKS	Skyworks Solutions Inc	84,300	$7.099M	0.0%	—	—	COMMON	83088M102
ES	Eversource Energy	140,100	$7.092M	0.0%	—	—	COMMON	30040W108
ZBH	Zimmer Biomet Holdings Inc	75,500	$7.092M	0.0%	—	—	COMMON	98956P102
VNO	Vornado Realty Trust	78,300	$7.08M	0.0%	—	—	REIT	929042109
OMC	Omnicom Group Inc	107,300	$7.071M	0.0%	—	—	COMMON	681919106
TXNM	PNM Resources Inc	250,000	$7.013M	0.0%	—	—	COMMON	69349H107
—	Twenty-First Century Fox Inc	259,300	$6.996M	0.0%	—	—	COMMON	90130A101
THG	Hanover Insurance Group Inc/The	90,000	$6.993M	0.0%	—	—	COMMON	410867105
IP	International Paper Co	184,500	$6.972M	0.0%	—	—	COMMON	460146103
APH	Amphenol Corp	136,600	$6.961M	0.0%	—	—	COMMON	032095101
COP	ConocoPhillips	144,900	$6.949M	0.0%	—	—	COMMON	20825C104
DLTR	Dollar Tree Inc	103,657	$6.91M	0.0%	—	—	COMMON	256746108
EQIX	Equinix Inc	25,200	$6.89M	0.0%	—	—	REIT	29444U700
—	Activision Blizzard Inc	222,200	$6.864M	0.0%	—	—	COMMON	00507V109
PAYX	Paychex Inc	142,000	$6.763M	0.0%	—	—	COMMON	704326107
EW	Edwards Lifesciences Corp	47,500	$6.753M	0.0%	—	—	COMMON	28176E108
RCL	Royal Caribbean Cruises Ltd	75,800	$6.753M	0.0%	—	—	COMMON	V7780T103
—	Chicago Bridge & Iron Co NV	170,000	$6.742M	0.0%	—	—	COMMON	167250109
—	BlackRock Inc	22,600	$6.723M	0.0%	—	—	COMMON	09247X101
FITB	Fifth Third Bancorp	354,800	$6.709M	0.0%	—	—	COMMON	316773100
—	General Growth Properties Inc	258,200	$6.705M	0.0%	—	—	REIT	370023103
MEI	Methode Electronics Inc	210,000	$6.699M	0.0%	—	—	COMMON	591520200
—	Altera Corp	133,600	$6.691M	0.0%	—	—	COMMON	021441100
—	MRC Global Inc	600,000	$6.69M	0.0%	—	—	COMMON	55345K103
—	Dr Pepper Snapple Group Inc	84,300	$6.664M	0.0%	—	—	COMMON	26138E109
REGN	Regeneron Pharmaceuticals Inc	14,200	$6.605M	0.0%	—	—	COMMON	75886F107
NTRS	Northern Trust Corp	96,700	$6.591M	0.0%	—	—	COMMON	665859104
CLX	Clorox Company, The	56,800	$6.562M	0.0%	—	—	COMMON	189054109
—	Cypress Semiconductor Corp	770,000	$6.56M	0.0%	—	—	COMMON	232806109
ESS	Essex Property Trust Inc	29,000	$6.479M	0.0%	—	—	REIT	297178105
—	Esterline Technologies Corp	90,000	$6.47M	0.0%	—	—	COMMON	297425100
—	Endo International PLC	92,000	$6.374M	0.0%	—	—	COMMON	G30401106
DTE	DTE Energy Co	79,300	$6.373M	0.0%	—	—	COMMON	233331107
—	James River Group Holdings Ltd	236,000	$6.346M	0.0%	—	—	COMMON	470359100
CNO	CNO Financial Group Inc	336,948	$6.338M	0.0%	—	—	COMMON	12621E103
DVN	Devon Energy Corp	170,700	$6.331M	0.0%	—	—	COMMON	25179M103
—	Mead Johnson Nutrition Co	89,600	$6.308M	0.0%	—	—	COMMON	582839106
—	Imperva Inc	95,600	$6.26M	0.0%	—	—	COMMON	45321L100
—	CenturyLink Inc	248,727	$6.248M	0.0%	—	—	COMMON	156700106
—	Tyco International Plc	186,200	$6.23M	0.0%	—	—	COMMON	G91442106
WY	Weyerhaeuser Co	227,122	$6.21M	0.0%	—	—	REIT	962166104
EXLS	ExlService Holdings Inc	168,000	$6.204M	0.0%	—	—	COMMON	302081104
BIDU	Baidu Inc	45,000	$6.183M	0.0%	—	—	ADR	056752108
SCHW	Charles Schwab Corp, The	215,900	$6.166M	0.0%	—	—	COMMON	808513105
—	CR Bard Inc	32,800	$6.111M	0.0%	—	—	COMMON	067383109
—	iShares MSCI Singapore ETF	600,000	$6.102M	0.0%	—	—	ETF	464286673
KRE	SPDR S&P Regional Banking ETF	147,000	$6.053M	0.0%	—	—	ETF	78464A698
ROK	Rockwell Automation Inc	59,200	$6.007M	0.0%	—	—	COMMON	773903109
—	NorthStar Realty Finance Corp	485,000	$5.99M	0.0%	—	—	REIT	66704R704
—	Ingersoll-Rand PLC	117,200	$5.95M	0.0%	—	—	COMMON	G47791101
—	WestRock Co	115,626	$5.948M	0.0%	—	—	COMMON	96145D105
HSY	Hershey Co, The	64,500	$5.926M	0.0%	—	—	COMMON	427866108
—	iShares MSCI Taiwan ETF	450,000	$5.922M	0.0%	—	—	ETF	464286731
IVZ	Invesco Ltd	189,400	$5.915M	0.0%	—	—	COMMON	G491BT108
—	Harman International Industries Inc	61,400	$5.894M	0.0%	—	—	COMMON	413086109
—	Symantec Corp	302,200	$5.884M	0.0%	—	—	COMMON	871503108
FE	FirstEnergy Corp	186,600	$5.842M	0.0%	—	—	COMMON	337932107
TAP	Molson Coors Brewing Co	69,800	$5.795M	0.0%	—	—	COMMON	60871R209
TSN	Tyson Foods Inc	134,400	$5.793M	0.0%	—	—	COMMON	902494103
GWW	WW Grainger Inc	26,800	$5.762M	0.0%	—	—	COMMON	384802104
PFG	Principal Financial Group Inc	121,100	$5.733M	0.0%	—	—	COMMON	74251V102
TRS	TriMas Corp	350,000	$5.723M	0.0%	—	—	COMMON	896215209
KSS	Kohl's Corp	122,400	$5.668M	0.0%	—	—	COMMON	500255104
GPRO	GoPro Inc	179,681	$5.61M	0.0%	—	—	COMMON	38268T103
—	Level 3 Communications Inc	127,300	$5.562M	0.0%	—	—	COMMON	52729N308
ITW	Illinois Tool Works Inc	67,500	$5.556M	0.0%	—	—	COMMON	452308109
MAS	Masco Corp	216,900	$5.462M	0.0%	—	—	COMMON	574599106
RNG	RingCentral Inc	300,000	$5.445M	0.0%	—	—	COMMON	76680R206
DVA	DaVita HealthCare Partners Inc	75,200	$5.439M	0.0%	—	—	COMMON	23918K108
WYNN	Wynn Resorts Ltd	100,900	$5.36M	0.0%	—	—	COMMON	983134107
NUE	Nucor Corp	141,200	$5.302M	0.0%	—	—	COMMON	670346105
—	Qlik Technologies Inc	145,000	$5.285M	0.0%	—	—	COMMON	74733T105
RF	Regions Financial Corp	585,300	$5.274M	0.0%	—	—	COMMON	7591EP100
HST	Host Hotels & Resorts Inc	331,800	$5.246M	0.0%	—	—	REIT	44107P104
VMC	Vulcan Materials Co	58,800	$5.245M	0.0%	—	—	COMMON	929160109
VFC	VF Corp	76,817	$5.24M	0.0%	—	—	COMMON	918204108
—	Stericycle Inc	37,500	$5.224M	0.0%	—	—	COMMON	858912108
SJM	JM Smucker Company, The	45,500	$5.191M	0.0%	—	—	COMMON	832696405
EIDO	iShares MSCI Indonesia ETF	292,500	$5.174M	0.0%	—	—	ETF	46429B309
MHK	Mohawk Industries Inc	28,100	$5.108M	0.0%	—	—	COMMON	608190104
EFX	Equifax Inc	52,200	$5.073M	0.0%	—	—	COMMON	294429105
TSCO	Tractor Supply Co	60,000	$5.059M	0.0%	—	—	COMMON	892356106
UHS	Universal Health Services Inc	40,500	$5.055M	0.0%	—	—	COMMON	913903100
—	WNS Holdings Ltd	180,784	$5.053M	0.0%	—	—	ADR	92932M101
BBY	Best Buy Co Inc	135,600	$5.033M	0.0%	—	—	COMMON	086516101
A	Agilent Technologies Inc	146,400	$5.026M	0.0%	—	—	COMMON	00846U101
HOG	Harley-Davidson Inc	91,000	$4.996M	0.0%	—	—	COMMON	412822108
ELV	Anthem Inc	35,582	$4.981M	0.0%	—	—	COMMON	036752103
—	MobileIron Inc	1,600,000	$4.96M	0.0%	—	—	COMMON	60739U204
MAC	Macerich Company, The	64,200	$4.932M	0.0%	—	—	REIT	554382101
—	SunTrust Banks Inc	128,800	$4.925M	0.0%	—	—	COMMON	867914103
O	Realty Income Corp	103,800	$4.919M	0.0%	—	—	REIT	756109104
—	Staples Inc	419,300	$4.918M	0.0%	—	—	COMMON	855030102
HSIC	Henry Schein Inc	36,800	$4.884M	0.0%	—	—	COMMON	806407102
APOG	Apogee Enterprises Inc	109,225	$4.877M	0.0%	—	—	COMMON	037598109
FCX	Freeport-McMoRan Inc	502,200	$4.866M	0.0%	—	—	COMMON	35671D857
MSI	Motorola Solutions Inc	71,058	$4.859M	0.0%	—	—	COMMON	620076307
—	Xilinx Inc	114,300	$4.846M	0.0%	—	—	COMMON	983919101
KEY	KeyCorp	371,400	$4.832M	0.0%	—	—	COMMON	493267108
—	Laboratory Corp of America Holdings	44,471	$4.824M	0.0%	—	—	COMMON	50540R409
—	Raytheon Co	44,100	$4.818M	0.0%	—	—	COMMON	755111507
FORM	FormFactor Inc	710,000	$4.814M	0.0%	—	—	COMMON	346375108
—	EI du Pont de Nemours & Co	99,700	$4.806M	0.0%	—	—	COMMON	263534109
SAIA	Saia Inc	155,000	$4.797M	0.0%	—	—	COMMON	78709Y105
SIG	Signet Jewelers Ltd	35,200	$4.792M	0.0%	—	—	COMMON	G81276100
—	Rockwell Collins Inc	58,200	$4.763M	0.0%	—	—	COMMON	774341101
—	SL Green Realty Corp	44,000	$4.759M	0.0%	—	—	REIT	78440X101
FAST	Fastenal Co	128,200	$4.693M	0.0%	—	—	COMMON	311900104
—	Starz	125,000	$4.668M	0.0%	—	—	COMMON	85571Q102
BVN	Cia de Minas Buenaventura SAA	780,329	$4.651M	0.0%	—	—	ADR	204448104
—	BB&T Corp	130,400	$4.642M	0.0%	—	—	COMMON	054937107
MOS	Mosaic Company, The	148,927	$4.633M	0.0%	—	—	COMMON	61945C103
CF	CF Industries Holdings Inc	102,975	$4.624M	0.0%	—	—	COMMON	125269100
—	Marathon Oil Corp	299,100	$4.606M	0.0%	—	—	COMMON	565849106
XLE	Energy Select Sector SPDR Fund	75,000	$4.59M	0.0%	—	—	ETF	81369Y506
AER	AerCap Holdings NV	120,000	$4.589M	0.0%	—	—	COMMON	N00985106
KRNY	Kearny Financial Corp/MD	400,000	$4.588M	0.0%	—	—	COMMON	48716P108
—	Silver Wheaton Corp	382,043	$4.571M	0.0%	—	—	COMMON	828336107
MX	Magnachip Semiconductor Corp	690,000	$4.547M	0.0%	—	—	COMMON	55933J203
BF/B	Brown-Forman Corp	46,900	$4.545M	0.0%	—	—	COMMON	115637209
AEE	Ameren Corp	107,200	$4.531M	0.0%	—	—	COMMON	023608102
ZD	j2 Global Inc	63,700	$4.513M	0.0%	—	—	COMMON	48123V102
—	Coca-Cola Enterprises Inc	93,100	$4.501M	0.0%	—	—	COMMON	19122T109
—	Harvest Natural Resources Inc	3,238,100	$4.501M	0.0%	—	—	COMMON	41754V103
MLM	Martin Marietta Materials Inc	29,600	$4.498M	0.0%	—	—	COMMON	573284106
—	Marketo Inc	157,133	$4.466M	0.0%	—	—	COMMON	57063L107
KIM	Kimco Realty Corp	182,500	$4.458M	0.0%	—	—	REIT	49446R109
LULU	lululemon athletica Inc	88,000	$4.457M	0.0%	—	—	COMMON	550021109
—	Nordstrom Inc	61,500	$4.41M	0.0%	—	—	COMMON	655664100
ADSK	Autodesk Inc	99,900	$4.41M	0.0%	—	—	COMMON	052769106
—	General Cable Corp	370,000	$4.403M	0.0%	—	—	COMMON	369300108
RSG	Republic Services Inc	106,400	$4.384M	0.0%	—	—	COMMON	760759100
EQT	EQT Corp	67,318	$4.36M	0.0%	—	—	COMMON	26884L109
—	Continental Resources Inc/OK	150,000	$4.346M	0.0%	—	—	COMMON	212015101
—	Xerox Corp	443,772	$4.318M	0.0%	—	—	COMMON	984121103
CMS	CMS Energy Corp	122,200	$4.316M	0.0%	—	—	COMMON	125896100
WAT	Waters Corp	36,300	$4.291M	0.0%	—	—	COMMON	941848103
—	Cimarex Energy Co	41,700	$4.273M	0.0%	—	—	COMMON	171798101
SEE	Sealed Air Corp	90,900	$4.261M	0.0%	—	—	COMMON	81211K100
EMN	Eastman Chemical Co	65,700	$4.252M	0.0%	—	—	COMMON	277432100
—	Accuride Corp	1,519,128	$4.208M	0.0%	—	—	COMMON	00439T206
MKC	McCormick & Co Inc/MD	51,200	$4.208M	0.0%	—	—	COMMON	579780206
—	Jive Software Inc	900,000	$4.203M	0.0%	—	—	COMMON	47760A108
—	OPOWER Inc	470,000	$4.188M	0.0%	—	—	COMMON	68375Y109
—	EMC Corp/MA	170,200	$4.112M	0.0%	—	—	COMMON	268648102
AMG	Affiliated Managers Group Inc	24,000	$4.104M	0.0%	—	—	COMMON	008252108
CBRE	CBRE Group Inc	128,000	$4.096M	0.0%	—	—	COMMON	12504L109
ATEN	A10 Networks Inc	680,000	$4.073M	0.0%	—	—	COMMON	002121101
CNH	CNH Industrial NV	622,871	$4.05M	0.0%	—	—	COMMON	N20944109
CPB	Campbell Soup Co	79,600	$4.034M	0.0%	—	—	COMMON	134429109
MCHP	Microchip Technology Inc	93,200	$4.016M	0.0%	—	—	COMMON	595017104
—	Juniper Networks Inc	156,200	$4.016M	0.0%	—	—	COMMON	48203R104
—	Limelight Networks Inc	2,100,000	$4.011M	0.0%	—	—	COMMON	53261M104
CTRA	Cabot Oil & Gas Corp	182,800	$3.996M	0.0%	—	—	COMMON	127097103
—	Energen Corp	80,000	$3.989M	0.0%	—	—	COMMON	29265N108
DOV	Dover Corp	69,100	$3.951M	0.0%	—	—	COMMON	260003108
EXPD	Expeditors International of Washington Inc	83,600	$3.933M	0.0%	—	—	COMMON	302130109
NTAP	NetApp Inc	132,608	$3.925M	0.0%	—	—	COMMON	64110D104
DGX	Quest Diagnostics Inc	63,400	$3.897M	0.0%	—	—	COMMON	74834L100
MTG	MGIC Investment Corp	416,447	$3.856M	0.0%	—	—	COMMON	552848103
—	Tiffany & Co	49,600	$3.83M	0.0%	—	—	COMMON	886547108
BALL	Ball Corp	61,000	$3.794M	0.0%	—	—	COMMON	058498106
AMP	Ameriprise Financial Inc	34,700	$3.787M	0.0%	—	—	COMMON	03076C106
HRL	Hormel Foods Corp	59,500	$3.767M	0.0%	—	—	COMMON	440452100
—	Zynga Inc	1,650,400	$3.763M	0.0%	—	—	COMMON	98986T108
HBAN	Huntington Bancshares Inc/OH	354,800	$3.761M	0.0%	—	—	COMMON	446150104
NEM	Newmont Mining Corp	233,700	$3.756M	0.0%	—	—	COMMON	651639106
—	Wyndham Worldwide Corp	52,200	$3.753M	0.0%	—	—	COMMON	98310W108
—	Computer Sciences Corp	61,100	$3.75M	0.0%	—	—	COMMON	205363104
—	Entree Gold Inc	12,510,400	$3.732M	0.0%	—	—	COMMON	29383G100
—	QIAGEN NV	144,713	$3.721M	0.0%	—	—	COMMON	N72482107
—	L-3 Communications Holdings Inc	35,500	$3.71M	0.0%	—	—	COMMON	502424104
IFF	International Flavors & Fragrances Inc	35,600	$3.676M	0.0%	—	—	COMMON	459506101
—	Dow Chemical Company, The	86,600	$3.672M	0.0%	—	—	COMMON	260543103
RPD	Rapid7 Inc	159,934	$3.638M	0.0%	—	—	COMMON	753422104
—	Michael Kors Holdings Ltd	85,400	$3.607M	0.0%	—	—	COMMON	G60754101
—	Gulfport Energy Corp	120,000	$3.562M	0.0%	—	—	COMMON	402635304
—	SCANA Corp	63,100	$3.55M	0.0%	—	—	COMMON	80589M102
—	Brightcove Inc	720,000	$3.542M	0.0%	—	—	COMMON	10921T101
—	Express Scripts Holding Co	43,469	$3.519M	0.0%	—	—	COMMON	30219G108
PH	Parker-Hannifin Corp	36,100	$3.513M	0.0%	—	—	COMMON	701094104
AES	AES Corp/VA	358,603	$3.511M	0.0%	—	—	COMMON	00130H105
CINF	Cincinnati Financial Corp	65,200	$3.508M	0.0%	—	—	COMMON	172062101
UNM	Unum Group	109,000	$3.497M	0.0%	—	—	COMMON	91529Y106
GT	Goodyear Tire & Rubber Company, The	119,000	$3.49M	0.0%	—	—	COMMON	382550101
KLAC	KLA-Tencor Corp	69,600	$3.48M	0.0%	—	—	COMMON	482480100
ORLY	O'Reilly Automotive Inc	13,900	$3.475M	0.0%	—	—	COMMON	67103H107
—	Interpublic Group of Cos Inc, The	181,300	$3.468M	0.0%	—	—	COMMON	460690100
DRI	Darden Restaurants Inc	50,400	$3.454M	0.0%	—	—	COMMON	237194105
—	Total System Services Inc	74,800	$3.398M	0.0%	—	—	COMMON	891906109
CTAS	Cintas Corp	39,400	$3.379M	0.0%	—	—	COMMON	172908105
—	Cerner Corp	55,680	$3.339M	0.0%	—	—	COMMON	156782104
—	Mallinckrodt PLC	51,836	$3.314M	0.0%	—	—	COMMON	G5785G107
CALX	Calix Inc	420,000	$3.272M	0.0%	—	—	COMMON	13100M509
IRM	Iron Mountain Inc	104,932	$3.255M	0.0%	—	—	REIT	46284V101
—	AGL Resources Inc	53,054	$3.238M	0.0%	—	—	COMMON	001204106
CMA	Comerica Inc	78,604	$3.231M	0.0%	—	—	COMMON	200340107
—	Bazaarvoice Inc	715,000	$3.225M	0.0%	—	—	COMMON	073271108
—	Varian Medical Systems Inc	43,600	$3.217M	0.0%	—	—	COMMON	92220P105
—	Cablevision Systems Corp	98,200	$3.189M	0.0%	—	—	COMMON	12686C109
MAT	Mattel Inc	149,600	$3.151M	0.0%	—	—	COMMON	577081102
PNW	Pinnacle West Capital Corp	49,000	$3.143M	0.0%	—	—	COMMON	723484101
TRIP	TripAdvisor Inc	49,850	$3.142M	0.0%	—	—	COMMON	896945201
—	Aerohive Networks Inc	525,000	$3.14M	0.0%	—	—	COMMON	007786106
—	DENTSPLY International Inc	61,800	$3.125M	0.0%	—	—	COMMON	249030107
RL	Ralph Lauren Corp	26,400	$3.119M	0.0%	—	—	COMMON	751212101
VRSN	VeriSign Inc	44,100	$3.112M	0.0%	—	—	COMMON	92343E102
—	HollyFrontier Corp	63,263	$3.09M	0.0%	—	—	COMMON	436106108
TEX	Terex Corp	170,000	$3.05M	0.0%	—	—	COMMON	880779103
—	Plum Creek Timber Co Inc	77,200	$3.05M	0.0%	—	—	REIT	729251108
RHI	Robert Half International Inc	59,400	$3.039M	0.0%	—	—	COMMON	770323103
VLO	Valero Energy Corp	49,600	$2.981M	0.0%	—	—	COMMON	91913Y100
QRVO	Qorvo Inc	66,100	$2.978M	0.0%	—	—	COMMON	74736K101
OKE	ONEOK Inc	92,350	$2.974M	0.0%	—	—	COMMON	682680103
CHRW	CH Robinson Worldwide Inc	42,600	$2.887M	0.0%	—	—	COMMON	12541W209
—	NorthStar Asset Management Group Inc	197,911	$2.842M	0.0%	—	—	COMMON	66705Y104
—	Howard Hughes Corp/The	24,745	$2.839M	0.0%	—	—	COMMON	44267D107
—	Hess Corp	56,500	$2.828M	0.0%	—	—	COMMON	42809H107
WU	Western Union Co, The	153,900	$2.826M	0.0%	—	—	COMMON	959802109
—	MINDBODY Inc	180,000	$2.813M	0.0%	—	—	COMMON	60255W105
NDAQ	NASDAQ OMX Group Inc, The	52,200	$2.784M	0.0%	—	—	COMMON	631103108
—	Keurig Green Mountain Inc	53,111	$2.769M	0.0%	—	—	COMMON	49271M100
—	Discovery Communications Inc	113,939	$2.768M	0.0%	—	—	COMMON	25470F302
—	American National Insurance Co	28,000	$2.734M	0.0%	—	—	COMMON	028591105
—	Pepco Holdings Inc	112,000	$2.713M	0.0%	—	—	COMMON	713291102
FLR	Fluor Corp	64,000	$2.71M	0.0%	—	—	COMMON	343412102
PHM	PulteGroup Inc	141,800	$2.676M	0.0%	—	—	COMMON	745867101
—	Yamana Gold Inc	1,588,260	$2.665M	0.0%	—	—	COMMON	98462Y100
—	Airgas Inc	29,700	$2.653M	0.0%	—	—	COMMON	009363102
LUV	Southwest Airlines Co	69,300	$2.636M	0.0%	—	—	COMMON	844741108
NI	NiSource Inc	140,400	$2.604M	0.0%	—	—	COMMON	65473P105
—	Marin Software Inc	830,228	$2.599M	0.0%	—	—	COMMON	56804T106
—	Apartment Investment & Management Co	69,000	$2.554M	0.0%	—	—	REIT	03748R101
ZION	Zions Bancorporation	90,211	$2.484M	0.0%	—	—	COMMON	989701107
—	Frontier Communications Corp	516,093	$2.451M	0.0%	—	—	COMMON	35906A108
—	Joy Global Inc	163,100	$2.435M	0.0%	—	—	COMMON	481165108
PSX	Phillips 66	31,550	$2.424M	0.0%	—	—	COMMON	718546104
FLS	Flowserve Corp	58,900	$2.423M	0.0%	—	—	COMMON	34354P105
RRC	Range Resources Corp	74,800	$2.403M	0.0%	—	—	COMMON	75281A109
—	Newfield Exploration Co	72,000	$2.369M	0.0%	—	—	COMMON	651290108
EXR	Extra Space Storage Inc	30,000	$2.315M	0.0%	—	—	REIT	30225T102
RVTY	PerkinElmer Inc	50,100	$2.303M	0.0%	—	—	COMMON	714046109
CUBE	CubeSmart	84,000	$2.286M	0.0%	—	—	REIT	229663109
AVY	Avery Dennison Corp	40,400	$2.285M	0.0%	—	—	COMMON	053611109
UAA	Under Armour Inc	23,500	$2.274M	0.0%	—	—	COMMON	904311107
—	ADT Corp, The	75,050	$2.244M	0.0%	—	—	COMMON	00101J106
—	Guess? Inc	105,000	$2.243M	0.0%	—	—	COMMON	401617105
NRG	NRG Energy Inc	146,080	$2.169M	0.0%	—	—	COMMON	629377508
—	Hudson City Bancorp Inc	212,900	$2.165M	0.0%	—	—	COMMON	443683107
NWSA	News Corp	168,275	$2.124M	0.0%	—	—	COMMON	65249B109
HAS	Hasbro Inc	29,288	$2.113M	0.0%	—	—	COMMON	418056107
HLF	Herbalife Ltd	2,500	$2.106M	0.0%	—	—	Call	G4412G101
—	Hortonworks Inc	95,000	$2.08M	0.0%	—	—	COMMON	440894103
—	Scripps Networks Interactive Inc	41,600	$2.046M	0.0%	—	—	COMMON	811065101
LSCC	Lattice Semiconductor Corp	525,000	$2.021M	0.0%	—	—	COMMON	518415104
—	Legg Mason Inc	48,500	$2.018M	0.0%	—	—	COMMON	524901105
—	JC Penney Co Inc	215,387	$2.001M	0.0%	—	—	COMMON	708160106
FMC	FMC Corp	59,000	$2.001M	0.0%	—	—	COMMON	302491303
—	PowerShares India Portfolio	100,000	$1.983M	0.0%	—	—	ETF	73935L100
—	Jarden Corp	40,000	$1.955M	0.0%	—	—	COMMON	471109108
GME	GameStop Corp	47,152	$1.943M	0.0%	—	—	COMMON	36467W109
EFA	iShares MSCI EAFE ETF	33,480	$1.919M	0.0%	—	—	ETF	464287465
TROW	T Rowe Price Group Inc	27,200	$1.89M	0.0%	—	—	COMMON	74144T108
ALL	Allstate Corp, The	31,900	$1.858M	0.0%	—	—	COMMON	020002101
PRAA	PRA Group Inc	35,000	$1.852M	0.0%	—	—	COMMON	69354N106
RYAAY	Ryanair Holdings PLC	23,273	$1.822M	0.0%	—	—	ADR	783513203
TDC	Teradata Corp	62,600	$1.813M	0.0%	—	—	COMMON	88076W103
GGB	Gerdau SA	1,307,500	$1.791M	0.0%	—	—	ADR	373737105
MLI	Mueller Industries Inc	60,000	$1.775M	0.0%	—	—	COMMON	624756102
PBI	Pitney Bowes Inc	89,200	$1.771M	0.0%	—	—	COMMON	724479100
—	Pier 1 Imports Inc	255,767	$1.765M	0.0%	—	—	COMMON	720279108
LNC	Lincoln National Corp	36,900	$1.751M	0.0%	—	—	COMMON	534187109
MUR	Murphy Oil Corp	71,700	$1.735M	0.0%	—	—	COMMON	626717102
—	FLIR Systems Inc	62,000	$1.735M	0.0%	—	—	COMMON	302445101
—	SemGroup Corp	40,000	$1.73M	0.0%	—	—	COMMON	81663A105
—	Israel Chemicals Ltd	333,915	$1.717M	0.0%	—	—	COMMON	M5920A109
—	Dun & Bradstreet Corp, The	16,000	$1.68M	0.0%	—	—	COMMON	26483E100
VOYA	Voya Financial Inc	43,000	$1.667M	0.0%	—	—	COMMON	929089100
—	Patterson Cos Inc	38,400	$1.661M	0.0%	—	—	COMMON	703395103
THC	Tenet Healthcare Corp	44,000	$1.624M	0.0%	—	—	COMMON	88033G407
—	DST Systems Inc	15,000	$1.577M	0.0%	—	—	COMMON	233326107
EMR	Emerson Electric Co	35,300	$1.559M	0.0%	—	—	COMMON	291011104
CFG	Citizens Financial Group Inc	65,000	$1.551M	0.0%	—	—	COMMON	174610105
—	Argos Therapeutics Inc	317,900	$1.542M	0.0%	—	—	COMMON	040221103
—	EXCO Resources Inc	2,000,000	$1.5M	0.0%	—	—	COMMON	269279402
—	Owens-Illinois Inc	71,000	$1.471M	0.0%	—	—	COMMON	690768403
BKU	BankUnited Inc	40,618	$1.452M	0.0%	—	—	COMMON	06652K103
FSLR	First Solar Inc	33,400	$1.428M	0.0%	—	—	COMMON	336433107
—	Nielsen Holdings PLC	32,100	$1.427M	0.0%	—	—	COMMON	G6518L108
URBN	Urban Outfitters Inc	48,245	$1.417M	0.0%	—	—	COMMON	917047102
—	Seadrill Ltd	242,633	$1.412M	0.0%	—	—	COMMON	G7945E105
—	Office Depot Inc	207,795	$1.334M	0.0%	—	—	COMMON	676220106
—	Viacom Inc	30,000	$1.328M	0.0%	—	—	COMMON	92553P102
FFIV	F5 Networks Inc	11,400	$1.32M	0.0%	—	—	COMMON	315616102
TRU	TransUnion	50,000	$1.256M	0.0%	—	—	COMMON	89400J107
EWZ	iShares MSCI Brazil Capped ETF	55,300	$1.214M	0.0%	—	—	ETF	464286400
FOSL	Fossil Group Inc	18,300	$1.023M	0.0%	—	—	COMMON	34988V106
GNW	Genworth Financial Inc	219,200	$1.013M	0.0%	—	—	COMMON	37247D106
—	CONSOL Energy Inc	101,165	$991K	0.0%	—	—	COMMON	20854P109
—	Synergy Resources Corp	100,000	$980K	0.0%	—	—	COMMON	87164P103
—	Black Knight Financial Services Inc	30,000	$977K	0.0%	—	—	COMMON	09214X100
DHI	DR Horton Inc	32,216	$946K	0.0%	—	—	COMMON	23331A109
KMX	CarMax Inc	14,228	$844K	0.0%	—	—	COMMON	143130102
GAP	Gap Inc, The	25,100	$715K	0.0%	—	—	COMMON	364760108
OPK	OPKO Health Inc	84,201	$708K	0.0%	—	—	COMMON	68375N103
—	Tronox Ltd	150,000	$656K	0.0%	—	—	COMMON	Q9235V101
—	MaxPoint Interactive Inc	139,213	$568K	0.0%	—	—	COMMON	57777M102
—	Diamond Offshore Drilling Inc	28,500	$493K	0.0%	—	—	COMMON	25271C102
EWW	iShares MSCI Mexico Capped ETF	7,900	$407K	0.0%	—	—	ETF	464286822
—	Seagate Technology PLC	8,400	$376K	0.0%	—	—	COMMON	G7945M107
—	Kinder Morgan Inc/DE	384,000	$353K	0.0%	—	—	WARRANT	49456B119
BEN	Franklin Resources Inc	8,600	$320K	0.0%	—	—	COMMON	354613101
R	Ryder System Inc	3,600	$267K	0.0%	—	—	COMMON	783549108
—	Lumber Liquidators Holdings Inc	18,565	$244K	0.0%	—	—	COMMON	55003T107
—	Amplify Snack Brands Inc	18,500	$198K	0.0%	—	—	COMMON	03211L102
NAVI	Navient Corp	10,200	$115K	0.0%	—	—	COMMON	63938C108
CVLT	CommVault Systems Inc	1,500	$109K	0.0%	—	—	Call	204166102
WMB	Williams Cos Inc, The	20,000	$50,000	0.0%	—	—	Call	969457100
—	Starwood Hotels & Resorts Worldwide Inc	1,250	$48,000	0.0%	—	—	Call	85590A401
—	Cornerstone OnDemand Inc	1,000	$38,000	0.0%	—	—	Call	21925Y103
—	Zynga Inc	4,000	$30,000	0.0%	—	—	Put	98986T108