CIK: 0000898286 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 13, 2015
Total Value ($000): $36,326,051 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Groupe CGI Inc | 58,174,038 | $2,097,945 | 5.8% | $29.20 | — | COMMON | 39945C109 |
| CNI | Compagnie des chemins de fer nationaux du Canada | 24,370,000 | $1,377,458 | 3.8% | $43.64 | +10.3% | COMMON | 136375102 |
| TD | Banque Toronto-Dominion, La | 34,300,000 | $1,345,700 | 3.7% | $43.87 | -9.2% | COMMON | 891160509 |
| RY | Banque Royale du Canada | 23,462,261 | $1,291,326 | 3.6% | $61.44 | -7.3% | COMMON | 780087102 |
| ENB | Enbridge Inc. | 30,582,100 | $1,145,538 | 3.2% | $23.28 | -1.1% | COMMON | 29250N105 |
| BNS | Banque de Nouvelle-?cosse, La | 21,310,000 | $935,084 | 2.6% | $30.40 | -8.9% | COMMON | 064149107 |
| MFC | Soci?t? Financi?re Manuvie | 56,459,090 | $869,184 | 2.4% | $17.87 | -6.1% | COMMON | 56501R106 |
| MSFT | Microsoft Corp | 16,636,700 | $736,340 | 2.0% | $27.93 | +39.3% | COMMON | 594918104 |
| GIL | V?tements de Sport Gildan Inc, Les | 22,900,000 | $688,008 | 1.9% | $21.04 | +29.7% | COMMON | 375916103 |
| IBM | International Business Machines Corp | 4,128,100 | $598,451 | 1.6% | $113.68 | -16.1% | COMMON | 459200101 |
| SU | Suncor ?nergie Inc | 22,300,000 | $593,635 | 1.6% | $20.37 | -8.9% | COMMON | 867224107 |
| MGA | Magna International Inc | 11,413,000 | $544,899 | 1.5% | $31.69 | +20.6% | COMMON | 559222401 |
| LMT | Lockheed Martin Corp | 2,625,700 | $544,334 | 1.5% | $87.04 | +76.8% | COMMON | 539830109 |
| JNJ | Johnson & Johnson | 5,830,000 | $544,231 | 1.5% | $63.42 | +14.3% | COMMON | 478160104 |
| MDT | Medtronic PLC | 7,877,447 | $527,316 | 1.5% | $58.10 | -1.9% | COMMON | G5960L103 |
| KMB | Kimberly-Clark Corp | 4,766,300 | $519,717 | 1.4% | $68.36 | +13.2% | COMMON | 494368103 |
| BRK/B | Berkshire Hathaway Inc | 3,956,670 | $515,950 | 1.4% | $112.52 | +21.8% | COMMON | 084670702 |
| — | Praxair Inc | 4,770,600 | $485,933 | 1.3% | $116.95 | — | COMMON | 74005P104 |
| XOM | Exxon Mobil Corp | 6,499,445 | $483,234 | 1.3% | $54.22 | -9.5% | COMMON | 30231G102 |
| HRB | H&R Block Inc | 13,161,900 | $476,461 | 1.3% | $20.79 | +10.1% | COMMON | 093671105 |
| CVE | Cenovus Energy Inc | 31,067,835 | $469,018 | 1.3% | $18.82 | -38.0% | COMMON | 15135U109 |
| MCD | McDonald's Corp | 4,499,800 | $443,365 | 1.2% | $72.23 | +4.3% | COMMON | 580135101 |
| UNH | UnitedHealth Group Inc | 3,600,300 | $417,671 | 1.1% | $65.02 | +55.6% | COMMON | 91324P102 |
| WM | Waste Management Inc | 8,321,397 | $414,489 | 1.1% | $32.71 | +24.8% | COMMON | 94106L109 |
| PEP | PepsiCo Inc | 4,394,913 | $414,440 | 1.1% | $57.26 | +21.4% | COMMON | 713448108 |
| WEC | WEC Energy Group Inc | 7,901,533 | $412,618 | 1.1% | $33.97 | +2.4% | COMMON | 92939U106 |
| CL | Colgate-Palmolive Co | 6,486,500 | $411,633 | 1.1% | $45.71 | +12.2% | COMMON | 194162103 |
| QCOM | Qualcomm Inc | 7,628,800 | $409,895 | 1.1% | $46.35 | -4.8% | COMMON | 747525103 |
| — | Agrium Inc | 4,533,200 | $404,394 | 1.1% | $93.79 | — | COMMON | 008916108 |
| PPL | PPL Corp | 12,120,500 | $398,643 | 1.1% | $17.09 | +15.2% | COMMON | 69351T106 |
| AAPL | Apple Inc | 3,349,200 | $369,417 | 1.0% | $19.01 | +38.3% | COMMON | 037833100 |
| — | Valeant Pharmaceuticals International Inc | 2,075,000 | $368,662 | 1.0% | $128.23 | — | COMMON | 91911K102 |
| NEE | NextEra Energy Inc | 3,730,600 | $363,920 | 1.0% | $18.86 | +3.1% | COMMON | 65339F101 |
| ORCL | Oracle Corp | 10,049,600 | $362,992 | 1.0% | $28.74 | +14.5% | COMMON | 68389X105 |
| CNQ | Canadian Natural Resources Limited | 18,466,000 | $357,971 | 1.0% | $9.64 | -26.8% | COMMON | 136385101 |
| — | TransCanada Corp | 10,450,000 | $328,925 | 0.9% | $40.46 | — | COMMON | 89353D107 |
| OTEX | Open Text Corp | 7,278,400 | $324,425 | 0.9% | $16.84 | +2.1% | COMMON | 683715106 |
| MMM | 3M Co | 2,233,500 | $316,643 | 0.9% | $66.47 | +31.6% | COMMON | 88579Y101 |
| TU | TELUS Corporation | 9,328,000 | $292,565 | 0.8% | $17.24 | -3.6% | COMMON | 87971M103 |
| — | Walgreens Boots Alliance Inc | 3,136,000 | $260,602 | 0.7% | $76.60 | — | COMMON | 931427108 |
| MA | MasterCard Inc | 2,861,000 | $257,833 | 0.7% | $72.43 | +21.9% | COMMON | 57636Q104 |
| GPC | Genuine Parts Co | 3,013,000 | $249,748 | 0.7% | $58.18 | +9.6% | COMMON | 372460105 |
| — | Ritchie Bros Auctioneers Inc | 9,104,800 | $234,292 | 0.6% | $19.11 | — | COMMON | 767744105 |
| CAE | CAE Inc | 19,176,075 | $202,245 | 0.6% | $9.48 | +8.4% | COMMON | 124765108 |
| CVS | CVS Health Corp | 2,060,200 | $198,768 | 0.5% | $50.91 | +52.8% | COMMON | 126650100 |
| MCK | McKesson Corp | 984,800 | $182,218 | 0.5% | $124.24 | +57.4% | COMMON | 58155Q103 |
| — | EnCana Corporation | 28,345,745 | $181,614 | 0.5% | $16.95 | — | COMMON | 292505104 |
| BAC | Bank of America Corp | 11,236,750 | $175,069 | 0.5% | $11.44 | +17.6% | COMMON | 060505104 |
| — | General Electric Co | 6,808,539 | $171,711 | 0.5% | $24.44 | — | COMMON | 369604103 |
| ATR | Aptargroup Inc | 2,518,500 | $166,120 | 0.5% | $51.31 | +12.1% | COMMON | 038336103 |
| AXP | American Express Co | 2,195,500 | $162,752 | 0.4% | $63.91 | +3.6% | COMMON | 025816109 |
| YUM | Yum! Brands Inc | 2,033,600 | $162,586 | 0.4% | $40.29 | +23.7% | COMMON | 988498101 |
| CCJ | Cameco Corp | 13,370,000 | $162,251 | 0.4% | $16.93 | -27.9% | COMMON | 13321L108 |
| PBA | Pembina Pipeline Corp | 6,512,004 | $155,964 | 0.4% | $18.66 | -13.4% | COMMON | 706327103 |
| — | Torchmark Corp | 2,734,194 | $154,209 | 0.4% | $61.11 | — | COMMON | 891027104 |
| — | United Technologies Corp | 1,672,800 | $148,862 | 0.4% | $97.04 | — | COMMON | 913017109 |
| RGA | Reinsurance Group of America Inc | 1,603,300 | $145,243 | 0.4% | $68.43 | +37.4% | COMMON | 759351604 |
| — | Linear Technology Corp | 3,555,800 | $143,477 | 0.4% | $41.66 | — | COMMON | 535678106 |
| STT | State Street Corp | 2,122,900 | $142,680 | 0.4% | $49.55 | +11.6% | COMMON | 857477103 |
| WFC | Wells Fargo & Co | 2,777,695 | $142,635 | 0.4% | $29.06 | +41.3% | COMMON | 949746101 |
| INTU | Intuit Inc | 1,599,994 | $141,999 | 0.4% | $65.06 | +37.4% | COMMON | 461202103 |
| C | Citigroup Inc | 2,767,395 | $137,290 | 0.4% | $36.71 | +11.0% | COMMON | 172967424 |
| HD | Home Depot Inc, The | 1,142,200 | $131,913 | 0.4% | $68.43 | +32.2% | COMMON | 437076102 |
| SWK | Stanley Black & Decker Inc | 1,296,597 | $125,744 | 0.3% | $58.74 | +34.2% | COMMON | 854502101 |
| META | Facebook Inc | 1,373,200 | $123,451 | 0.3% | $58.82 | +54.9% | COMMON | 30303M102 |
| — | Goldcorp Inc | 9,860,000 | $123,039 | 0.3% | $21.96 | — | COMMON | 380956409 |
| DHR | Danaher Corp | 1,422,900 | $121,245 | 0.3% | $28.41 | +26.8% | COMMON | 235851102 |
| GILD | Gilead Sciences Inc | 1,223,300 | $120,116 | 0.3% | $76.49 | +1.3% | COMMON | 375558103 |
| BFH | Alliance Data Systems Corp | 456,027 | $118,102 | 0.3% | $181.73 | +2.7% | COMMON | 018581108 |
| TMO | Thermo Fisher Scientific Inc | 962,900 | $117,743 | 0.3% | $116.55 | +8.4% | COMMON | 883556102 |
| NWL | Newell Rubbermaid Inc | 2,937,800 | $116,660 | 0.3% | $24.20 | +14.9% | COMMON | 651229106 |
| AZO | AutoZone Inc | 160,930 | $116,486 | 0.3% | $437.02 | +62.1% | COMMON | 053332102 |
| KO | Coca-Cola Co, The | 2,833,919 | $113,697 | 0.3% | $28.50 | +1.2% | COMMON | 191216100 |
| GOOG | Alphabet Inc | 184,436 | $112,215 | 0.3% | $30.50 | 0.0% | COMMON | 02079K107 |
| KHC | Kraft Heinz Co/The | 1,547,494 | $109,222 | 0.3% | $47.82 | 0.0% | COMMON | 500754106 |
| JPM | JPMorgan Chase & Co | 1,701,800 | $103,759 | 0.3% | $38.36 | +29.4% | COMMON | 46625H100 |
| CSCO | Cisco Systems Inc | 3,807,700 | $99,952 | 0.3% | $16.18 | +21.0% | COMMON | 17275R102 |
| USB | US Bancorp | 2,427,830 | $99,565 | 0.3% | $26.93 | +10.7% | COMMON | 902973304 |
| AMZN | Amazon.com Inc | 193,400 | $99,000 | 0.3% | $15.98 | +58.2% | COMMON | 023135106 |
| — | Hewlett-Packard Co | 3,739,593 | $95,771 | 0.3% | $26.86 | — | COMMON | 428236103 |
| GS | Goldman Sachs Group, Inc., The | 527,800 | $91,711 | 0.3% | $140.38 | +13.2% | COMMON | 38141G104 |
| SLB | Schlumberger Ltd | 1,250,869 | $86,272 | 0.2% | $58.67 | +0.4% | COMMON | 806857108 |
| PG | Procter & Gamble Company, The | 1,198,300 | $86,206 | 0.2% | $55.00 | +2.4% | COMMON | 742718109 |
| PFE | Pfizer Inc | 2,724,438 | $85,575 | 0.2% | $16.82 | +22.5% | COMMON | 717081103 |
| — | TD Ameritrade Holding Corp | 2,640,800 | $84,083 | 0.2% | $29.61 | — | COMMON | 87236Y108 |
| GOOGL | Alphabet Inc | 128,100 | $81,775 | 0.2% | $31.95 | 0.0% | COMMON | 02079K305 |
| VZ | Verizon Communications Inc | 1,796,000 | $78,144 | 0.2% | $26.77 | +0.9% | COMMON | 92343V104 |
| WMB | Williams Cos Inc, The | 2,017,400 | $74,341 | 0.2% | $25.81 | +6.2% | COMMON | 969457100 |
| — | Anadarko Petroleum Corp | 1,149,400 | $69,412 | 0.2% | $84.82 | — | COMMON | 032511107 |
| — | Coach Inc | 2,334,900 | $67,549 | 0.2% | $44.46 | — | COMMON | 189754104 |
| MRK | Merck & Co Inc | 1,244,200 | $61,451 | 0.2% | $30.15 | +27.3% | COMMON | 58933Y105 |
| INTC | Intel Corp | 1,980,100 | $59,680 | 0.2% | $25.81 | -12.3% | COMMON | 458140100 |
| — | Cleco Corp | 1,100,000 | $58,564 | 0.2% | $50.85 | — | COMMON | 12561W105 |
| EEM | iShares MSCI Emerging Markets ETF | 1,720,330 | $56,392 | 0.2% | $36.77 | — | ETF | 464287234 |
| MDLZ | Mondelez International Inc | 1,336,782 | $55,971 | 0.2% | $27.47 | +23.9% | COMMON | 609207105 |
| PM | Philip Morris International Inc | 684,300 | $54,286 | 0.1% | $49.85 | -1.9% | COMMON | 718172109 |
| CMCSA | Comcast Corp | 934,200 | $53,137 | 0.1% | $18.50 | +26.2% | COMMON | 20030N101 |
| UNP | Union Pacific Corp | 563,300 | $49,801 | 0.1% | $77.35 | -6.7% | COMMON | 907818108 |
| CVX | Chevron Corp | 606,300 | $47,825 | 0.1% | $69.99 | -23.1% | COMMON | 166764100 |
| — | CBS Corp | 1,196,329 | $47,734 | 0.1% | $44.24 | — | COMMON | 124857202 |
| — | Monsanto Co | 556,700 | $47,509 | 0.1% | $87.98 | — | COMMON | 61166W101 |
| TECK | Teck Resources Ltd | 9,916,700 | $47,117 | 0.1% | $23.61 | -69.9% | COMMON | 878742204 |
| MO | Altria Group Inc | 866,100 | $47,116 | 0.1% | $19.67 | +37.3% | COMMON | 02209S103 |
| BA | Boeing Company, The | 357,200 | $46,775 | 0.1% | $119.66 | +3.1% | COMMON | 097023105 |
| AMGN | Amgen Inc | 335,000 | $46,337 | 0.1% | $96.81 | +20.1% | COMMON | 031162100 |
| UBS | UBS Group AG | 2,397,601 | $44,193 | 0.1% | $17.46 | +21.4% | COMMON | H42097107 |
| BMY | Bristol-Myers Squibb Co | 736,600 | $43,607 | 0.1% | $37.09 | +20.1% | COMMON | 110122108 |
| WMT | Wal-Mart Stores Inc | 662,774 | $42,974 | 0.1% | $19.61 | -3.6% | COMMON | 931142103 |
| SBUX | Starbucks Corp | 755,600 | $42,948 | 0.1% | $34.24 | +32.4% | COMMON | 855244109 |
| — | Cobalt International Energy Inc | 6,061,852 | $42,918 | 0.1% | $26.57 | — | COMMON | 19075F106 |
| HIG | Hartford Financial Services Group Inc/The | 897,585 | $41,091 | 0.1% | $29.80 | +24.1% | COMMON | 416515104 |
| UPS | United Parcel Service Inc | 416,000 | $41,055 | 0.1% | $62.30 | +8.8% | COMMON | 911312106 |
| DAL | Delta Air Lines Inc | 891,400 | $39,997 | 0.1% | $32.93 | +20.1% | COMMON | 247361702 |
| AIG | American International Group Inc | 701,613 | $39,866 | 0.1% | $33.04 | +42.8% | COMMON | 026874784 |
| CX | Cemex SAB de CV | 5,678,400 | $39,692 | 0.1% | $12.19 | — | ADR | 151290889 |
| — | ACE Ltd | 367,000 | $37,948 | 0.1% | $97.97 | — | COMMON | H0023R105 |
| — | Celgene Corp | 349,200 | $37,773 | 0.1% | $105.92 | — | COMMON | 151020104 |
| MET | MetLife, Inc. | 764,400 | $36,041 | 0.1% | $29.82 | +10.3% | COMMON | 59156R108 |
| TMUS | T-Mobile US Inc | 875,000 | $34,834 | 0.1% | $34.61 | +11.4% | COMMON | 872590104 |
| LLY | Eli Lilly & Co | 404,086 | $33,818 | 0.1% | $42.06 | +67.5% | COMMON | 532457108 |
| HON | Honeywell International Inc | 345,300 | $32,696 | 0.1% | $54.74 | +34.0% | COMMON | 438516106 |
| — | Student Transportation Inc | 7,997,018 | $32,270 | 0.1% | $6.10 | — | COMMON | 86388A108 |
| ADP | Automatic Data Processing Inc | 380,800 | $30,601 | 0.1% | $53.70 | +18.9% | COMMON | 053015103 |
| — | Allergan plc | 111,865 | $30,406 | 0.1% | $303.46 | — | COMMON | G0177J108 |
| BIIB | Biogen Inc | 103,878 | $30,313 | 0.1% | $215.60 | +53.2% | COMMON | 09062X103 |
| T | AT&T Inc | 927,153 | $30,207 | 0.1% | $11.57 | +6.0% | COMMON | 00206R102 |
| — | Youku Tudou Inc | 1,692,800 | $29,844 | 0.1% | $15.47 | — | ADR | 98742U100 |
| NKE | NIKE Inc | 238,500 | $29,328 | 0.1% | $26.53 | +86.9% | COMMON | 654106103 |
| — | Eldorado Gold Corp | 9,173,400 | $29,285 | 0.1% | $5.76 | — | COMMON | 284902103 |
| OXY | Occidental Petroleum Corp | 437,500 | $28,941 | 0.1% | $59.64 | -14.0% | COMMON | 674599105 |
| CCI | Crown Castle International Corp | 362,391 | $28,582 | 0.1% | $51.72 | +1.8% | REIT | 22822V101 |
| — | Time Warner Inc | 410,300 | $28,208 | 0.1% | $60.13 | — | COMMON | 887317303 |
| — | Sigma-Aldrich Corp | 202,800 | $28,173 | 0.1% | $123.76 | — | COMMON | 826552101 |
| LOW | Lowe's Cos Inc | 408,700 | $28,168 | 0.1% | $32.16 | +77.1% | COMMON | 548661107 |
| — | Broadcom Corp | 546,900 | $28,127 | 0.1% | $43.31 | — | COMMON | 111320107 |
| COST | Costco Wholesale Corp | 194,100 | $28,061 | 0.1% | $86.56 | +38.2% | COMMON | 22160K105 |
| — | Chubb Corp, The | 225,300 | $27,633 | 0.1% | $105.63 | — | COMMON | 171232101 |
| CCL | Carnival Corp | 555,414 | $27,604 | 0.1% | $38.19 | +15.3% | COMMON | 143658300 |
| — | Alcoa Inc | 2,826,467 | $27,304 | 0.1% | $10.54 | — | COMMON | 013817101 |
| GLW | Corning Inc | 1,567,600 | $26,837 | 0.1% | $12.52 | +8.9% | COMMON | 219350105 |
| V | Visa Inc | 385,000 | $26,819 | 0.1% | $66.30 | +0.1% | COMMON | 92826C839 |
| — | Cameron International Corp | 434,639 | $26,652 | 0.1% | $59.59 | — | COMMON | 13342B105 |
| ETN | Eaton Corp PLC | 506,498 | $25,983 | 0.1% | $48.09 | -3.3% | COMMON | G29183103 |
| BAP | Credicorp Ltd | 241,172 | $25,651 | 0.1% | $97.87 | -4.7% | COMMON | G2519Y108 |
| SPG | Simon Property Group Inc | 136,700 | $25,115 | 0.1% | $89.48 | +21.5% | REIT | 828806109 |
| CRM | Salesforce.com Inc | 360,100 | $25,002 | 0.1% | $57.45 | +21.9% | COMMON | 79466L302 |
| — | LinkedIn Corp | 130,000 | $24,717 | 0.1% | $206.63 | — | COMMON | 53578A108 |
| — | Starwood Hotels & Resorts Worldwide Inc | 368,300 | $24,485 | 0.1% | $74.59 | — | COMMON | 85590A401 |
| DB | Deutsche Bank AG | 905,532 | $24,330 | 0.1% | $30.08 | -20.8% | COMMON | D18190898 |
| EXPE | Expedia Inc | 204,150 | $24,024 | 0.1% | $97.54 | +11.9% | COMMON | 30212P303 |
| APD | Air Products & Chemicals Inc | 185,500 | $23,666 | 0.1% | $98.57 | -0.2% | COMMON | 009158106 |
| CTSH | Cognizant Technology Solutions Corp | 370,341 | $23,187 | 0.1% | $44.89 | +24.0% | COMMON | 192446102 |
| BK | Bank of New York Mellon Corp, The | 584,800 | $22,895 | 0.1% | $24.14 | +32.6% | COMMON | 064058100 |
| — | Priceline Group Inc/The | 18,400 | $22,758 | 0.1% | $827.12 | — | COMMON | 741503403 |
| — | Time Warner Cable Inc | 125,000 | $22,421 | 0.1% | $136.67 | — | COMMON | 88732J207 |
| M | Macy's Inc | 426,200 | $21,873 | 0.1% | $64.89 | -3.3% | COMMON | 55616P104 |
| TGT | Target Corp | 277,600 | $21,836 | 0.1% | $47.95 | +22.3% | COMMON | 87612E106 |
| — | Navistar International Corp | 1,700,000 | $21,624 | 0.1% | $25.52 | — | COMMON | 63934E108 |
| PYPL | PayPal Holdings Inc | 689,900 | $21,414 | 0.1% | $35.85 | 0.0% | COMMON | 70450Y103 |
| TJX | TJX Cos Inc/The | 297,900 | $21,276 | 0.1% | $20.82 | +45.8% | COMMON | 872540109 |
| MS | Morgan Stanley | 673,100 | $21,203 | 0.1% | $17.73 | +53.7% | COMMON | 617446448 |
| — | Yahoo! Inc | 722,600 | $20,890 | 0.1% | $31.38 | — | COMMON | 984332106 |
| W | Wayfair Inc | 587,607 | $20,602 | 0.1% | $34.06 | +12.6% | COMMON | 94419L101 |
| PNC | PNC Financial Services Group Inc/The | 226,885 | $20,238 | 0.1% | $47.34 | +43.0% | COMMON | 693475105 |
| PSA | Public Storage | 94,900 | $20,084 | 0.1% | $109.50 | +23.5% | REIT | 74460D109 |
| TXN | Texas Instruments Inc | 403,400 | $19,976 | 0.1% | $31.68 | +15.9% | COMMON | 882508104 |
| — | HCC Insurance Holdings Inc | 250,000 | $19,368 | 0.1% | $77.09 | — | COMMON | 404132102 |
| ACN | Accenture PLC | 195,700 | $19,229 | 0.1% | $65.38 | +28.2% | COMMON | G1151C101 |
| GM | General Motors Co | 636,800 | $19,117 | 0.1% | $24.56 | -1.6% | COMMON | 37045V100 |
| PCAR | PACCAR Inc | 360,800 | $18,823 | 0.1% | $26.08 | +3.8% | COMMON | 693718108 |
| — | Twenty-First Century Fox Inc | 690,500 | $18,692 | 0.1% | $33.99 | — | COMMON | 90130A200 |
| PRU | Prudential Financial Inc | 242,700 | $18,496 | 0.1% | $44.87 | +18.1% | COMMON | 744320102 |
| GD | General Dynamics Corp | 134,000 | $18,485 | 0.1% | $60.99 | +89.3% | COMMON | 369550108 |
| — | SINA Corp/China | 460,000 | $18,455 | 0.1% | $38.91 | — | COMMON | G81477104 |
| — | Viacom Inc | 413,500 | $17,843 | 0.0% | $61.14 | — | COMMON | 92553P201 |
| CAT | Caterpillar Inc | 266,200 | $17,399 | 0.0% | $64.55 | -8.4% | COMMON | 149123101 |
| COF | Capital One Financial Corp | 239,600 | $17,376 | 0.0% | $49.53 | +34.4% | COMMON | 14040H105 |
| ABBV | AbbVie Inc | 316,323 | $17,211 | 0.0% | $29.53 | +44.0% | COMMON | 00287Y109 |
| EBAY | eBay Inc | 695,100 | $16,988 | 0.0% | $20.81 | +15.0% | COMMON | 278642103 |
| — | TECO Energy Inc | 645,579 | $16,953 | 0.0% | $24.84 | — | COMMON | 872375100 |
| — | InterOil Corp | 500,000 | $16,855 | 0.0% | $48.18 | — | COMMON | 460951106 |
| — | Aetna Inc | 154,027 | $16,852 | 0.0% | $63.54 | — | COMMON | 00817Y108 |
| — | Hanesbrands Inc | 580,043 | $16,786 | 0.0% | $33.51 | — | COMMON | 410345102 |
| FDX | FedEx Corp | 116,000 | $16,702 | 0.0% | $82.68 | +64.8% | COMMON | 31428X106 |
| NUS | Nu Skin Enterprises Inc | 403,464 | $16,655 | 0.0% | $31.67 | -3.8% | COMMON | 67018T105 |
| EWY | iShares MSCI South Korea Capped ETF | 340,000 | $16,585 | 0.0% | $57.24 | — | ETF | 464286772 |
| AFL | Aflac Inc | 284,300 | $16,526 | 0.0% | $23.78 | -0.3% | COMMON | 001055102 |
| PVH | PVH Corp | 161,974 | $16,512 | 0.0% | $109.59 | +2.1% | COMMON | 693656100 |
| AMT | American Tower Corp | 187,000 | $16,452 | 0.0% | $59.51 | +22.6% | REIT | 03027X100 |
| D | Dominion Resources Inc/VA | 232,500 | $16,363 | 0.0% | $44.88 | +0.1% | COMMON | 25746U109 |
| — | Skechers U.S.A. Inc | 121,074 | $16,234 | 0.0% | $87.68 | — | COMMON | 830566105 |
| — | Reynolds American Inc | 366,190 | $16,211 | 0.0% | $49.66 | — | COMMON | 761713106 |
| EA | Electronic Arts Inc | 237,700 | $16,104 | 0.0% | $67.38 | +1.1% | COMMON | 285512109 |
| DIS | Walt Disney Co, The | 155,881 | $15,931 | 0.0% | $63.22 | +57.8% | COMMON | 254687106 |
| UAL | United Continental Holdings Inc | 296,900 | $15,751 | 0.0% | $56.42 | 0.0% | COMMON | 910047109 |
| COR | AmerisourceBergen Corp | 164,700 | $15,645 | 0.0% | $56.09 | +38.2% | COMMON | 03073E105 |
| — | Alexion Pharmaceuticals Inc | 99,900 | $15,623 | 0.0% | $102.78 | — | COMMON | 015351109 |
| — | Meritor Inc | 1,460,280 | $15,523 | 0.0% | $12.15 | — | COMMON | 59001K100 |
| KR | Kroger Company, The | 429,100 | $15,478 | 0.0% | $21.78 | +38.6% | COMMON | 501044101 |
| — | Cigna Corp | 113,700 | $15,352 | 0.0% | $72.49 | — | COMMON | 125509109 |
| SCCO | Southern Copper Corp | 572,899 | $15,308 | 0.0% | $18.36 | -1.5% | COMMON | 84265V105 |
| — | Cabela's Inc | 331,816 | $15,131 | 0.0% | $53.40 | — | COMMON | 126804301 |
| GIS | General Mills Inc | 264,500 | $14,846 | 0.0% | $32.47 | +23.1% | COMMON | 370334104 |
| — | GNC Holdings Inc | 367,263 | $14,845 | 0.0% | $43.45 | — | COMMON | 36191G107 |
| — | Avago Technologies Ltd | 114,800 | $14,351 | 0.0% | $73.04 | — | COMMON | Y0486S104 |
| — | TECO Energy Inc | 35,000 | $14,175 | 0.0% | $24.84 | — | Call | 872375100 |
| — | XL Group PLC | 386,000 | $14,020 | 0.0% | $34.99 | — | COMMON | G98290102 |
| F | Ford Motor Co | 1,021,500 | $13,862 | 0.0% | $7.61 | +7.1% | COMMON | 345370860 |
| CME | CME Group Inc/IL | 149,200 | $13,837 | 0.0% | $40.73 | +54.9% | COMMON | 12572Q105 |
| NOC | Northrop Grumman Corp | 82,800 | $13,741 | 0.0% | $105.27 | +34.5% | COMMON | 666807102 |
| LYB | LyondellBasell Industries NV | 164,600 | $13,721 | 0.0% | $33.34 | +49.4% | COMMON | N53745100 |
| ABT | Abbott Laboratories | 333,810 | $13,426 | 0.0% | $28.87 | +34.4% | COMMON | 002824100 |
| HAL | Halliburton Co | 377,625 | $13,349 | 0.0% | $35.86 | -10.3% | COMMON | 406216101 |
| NFLX | Netflix Inc | 128,200 | $13,238 | 0.0% | $10.48 | +2.5% | COMMON | 64110L106 |
| SYK | Stryker Corp | 139,700 | $13,146 | 0.0% | $58.96 | +49.1% | COMMON | 863667101 |
| — | DISH Network Corp | 225,000 | $13,127 | 0.0% | $58.34 | — | COMMON | 25470M109 |
| MGM | MGM Resorts International | 711,180 | $13,121 | 0.0% | $19.48 | -3.1% | COMMON | 552953101 |
| AFG | American Financial Group Inc/OH | 186,824 | $12,874 | 0.0% | $24.84 | +30.4% | COMMON | 025932104 |
| ECL | Ecolab Inc | 117,300 | $12,870 | 0.0% | $73.48 | +35.8% | COMMON | 278865100 |
| HII | Huntington Ingalls Industries Inc | 120,000 | $12,858 | 0.0% | $104.11 | -10.1% | COMMON | 446413106 |
| — | Columbia Pipeline Group Inc | 690,286 | $12,625 | 0.0% | $18.29 | — | COMMON | 198280109 |
| KMI | Kinder Morgan Inc/DE | 449,000 | $12,428 | 0.0% | $21.50 | -9.1% | COMMON | 49456B101 |
| AEP | American Electric Power Co Inc | 216,700 | $12,322 | 0.0% | $36.02 | +6.7% | COMMON | 025537101 |
| BDX | Becton Dickinson and Co | 92,841 | $12,316 | 0.0% | $78.41 | +52.1% | COMMON | 075887109 |
| MU | Micron Technology Inc | 820,500 | $12,291 | 0.0% | $15.32 | +9.5% | COMMON | 595112103 |
| MRSH | Marsh & McLennan Cos Inc | 234,100 | $12,225 | 0.0% | $33.66 | +38.8% | COMMON | 571748102 |
| URI | United Rentals Inc | 202,100 | $12,136 | 0.0% | $91.48 | -26.5% | COMMON | 911363109 |
| — | Hawaiian Holdings Inc | 490,000 | $12,093 | 0.0% | $24.68 | — | COMMON | 419879101 |
| EQR | Equity Residential | 160,800 | $12,079 | 0.0% | $32.13 | +34.8% | REIT | 29476L107 |
| — | SanDisk Corp | 220,300 | $11,969 | 0.0% | $58.23 | — | COMMON | 80004C101 |
| — | Johnson Controls Inc | 288,900 | $11,949 | 0.0% | $35.79 | — | COMMON | 478366107 |
| — | Citrix Systems Inc | 171,000 | $11,847 | 0.0% | $67.03 | — | COMMON | 177376100 |
| RUSHA | Rush Enterprises Inc | 485,000 | $11,737 | 0.0% | $11.67 | -4.5% | COMMON | 781846209 |
| — | Cornerstone OnDemand Inc | 355,000 | $11,715 | 0.0% | $36.15 | — | COMMON | 21925Y103 |
| HUM | Humana Inc | 65,400 | $11,707 | 0.0% | $71.14 | +139.0% | COMMON | 444859102 |
| CSX | CSX Corp | 434,600 | $11,691 | 0.0% | $7.56 | +10.7% | COMMON | 126408103 |
| AAL | American Airlines Group Inc | 296,800 | $11,525 | 0.0% | $44.54 | -12.2% | COMMON | 02376R102 |
| ICE | Intercontinental Exchange Inc | 48,821 | $11,472 | 0.0% | $35.80 | +13.2% | COMMON | 45866F104 |
| — | Precision Castparts Corp | 49,700 | $11,417 | 0.0% | $232.92 | — | COMMON | 740189105 |
| PCG | PG&E Corp | 216,100 | $11,410 | 0.0% | $49.02 | -4.0% | COMMON | 69331C108 |
| — | Constellium NV | 1,871,381 | $11,341 | 0.0% | $6.06 | — | COMMON | N22035104 |
| EXC | Exelon Corp | 380,587 | $11,303 | 0.0% | $16.28 | -4.4% | COMMON | 30161N101 |
| VRTX | Vertex Pharmaceuticals Inc | 108,100 | $11,258 | 0.0% | $79.25 | +62.1% | COMMON | 92532F100 |
| ADM | Archer-Daniels-Midland Co | 269,000 | $11,150 | 0.0% | $23.90 | +40.3% | COMMON | 039483102 |
| CAH | Cardinal Health Inc | 144,600 | $11,108 | 0.0% | $33.00 | +88.8% | COMMON | 14149Y108 |
| AEM | Mines Agnico-Eagle Limit?e | 435,840 | $10,998 | 0.0% | $23.77 | -15.1% | COMMON | 008474108 |
| MPC | Marathon Petroleum Corp | 236,800 | $10,971 | 0.0% | $33.74 | +10.3% | COMMON | 56585A102 |
| — | Aon PLC | 123,700 | $10,961 | 0.0% | $67.50 | — | COMMON | G0408V102 |
| HCA | HCA Holdings Inc | 141,200 | $10,923 | 0.0% | $68.28 | +20.6% | COMMON | 40412C101 |
| — | FMC Technologies Inc | 351,400 | $10,893 | 0.0% | $34.02 | — | COMMON | 30249U101 |
| — | Noble Energy Inc | 360,300 | $10,874 | 0.0% | $50.77 | — | COMMON | 655044105 |
| — | Mobile TeleSystems PJSC | 1,495,235 | $10,796 | 0.0% | $16.82 | — | ADR | 607409109 |
| ADBE | Adobe Systems Inc | 129,800 | $10,672 | 0.0% | $51.52 | +57.3% | COMMON | 00724F101 |
| — | TE Connectivity Ltd | 177,800 | $10,648 | 0.0% | $45.54 | — | COMMON | H84989104 |
| WELL | Welltower Inc | 155,420 | $10,525 | 0.0% | $44.80 | 0.0% | REIT | 95040Q104 |
| PPG | PPG Industries Inc | 119,592 | $10,487 | 0.0% | $76.89 | +9.7% | COMMON | 693506107 |
| LECO | Lincoln Electric Holdings Inc | 200,000 | $10,486 | 0.0% | $66.25 | -11.5% | COMMON | 533900106 |
| — | McGraw Hill Financial Inc | 120,400 | $10,415 | 0.0% | $53.19 | — | COMMON | 580645109 |
| EOG | EOG Resources Inc | 142,600 | $10,381 | 0.0% | $60.83 | -6.1% | COMMON | 26875P101 |
| NTGR | NETGEAR Inc | 355,547 | $10,371 | 0.0% | $20.18 | -6.4% | COMMON | 64111Q104 |
| AVB | AvalonBay Communities Inc | 58,660 | $10,255 | 0.0% | $88.58 | +34.9% | REIT | 053484101 |
| — | L Brands Inc | 113,500 | $10,230 | 0.0% | $69.56 | — | COMMON | 501797104 |
| DE | Deere & Co | 137,700 | $10,190 | 0.0% | $68.04 | +7.8% | COMMON | 244199105 |
| NSC | Norfolk Southern Corp | 133,100 | $10,169 | 0.0% | $64.65 | +0.7% | COMMON | 655844108 |
| PRGO | Perrigo Co Plc | 64,600 | $10,160 | 0.0% | $145.97 | +25.7% | COMMON | G97822103 |
| — | Lam Research Corp | 154,862 | $10,117 | 0.0% | $55.90 | — | COMMON | 512807108 |
| SRE | Sempra Energy | 104,000 | $10,059 | 0.0% | $34.49 | +2.8% | COMMON | 816851109 |
| AWI | Armstrong World Industries Inc | 210,000 | $10,025 | 0.0% | $51.16 | 0.0% | COMMON | 04247X102 |
| — | Baker Hughes Inc | 192,544 | $10,020 | 0.0% | $53.32 | — | COMMON | 057224107 |
| — | Discover Financial Services | 192,300 | $9,998 | 0.0% | $50.96 | — | COMMON | 254709108 |
| CMG | Chipotle Mexican Grill Inc | 13,800 | $9,939 | 0.0% | $7.28 | +95.4% | COMMON | 169656105 |
| — | Jacobs Engineering Group Inc | 264,700 | $9,908 | 0.0% | $39.81 | — | COMMON | 469814107 |
| BSX | Boston Scientific Corp | 593,700 | $9,743 | 0.0% | $8.48 | +101.5% | COMMON | 101137107 |
| TRV | Travelers Cos Inc, The | 97,500 | $9,704 | 0.0% | $68.69 | +18.4% | COMMON | 89417E109 |
| TKR | Timken Co/The | 350,000 | $9,622 | 0.0% | $31.89 | 0.0% | COMMON | 887389104 |
| SYY | Sysco Corp | 244,400 | $9,524 | 0.0% | $25.67 | +13.3% | COMMON | 871829107 |
| STZ | Constellation Brands Inc | 76,000 | $9,516 | 0.0% | $44.47 | +138.5% | COMMON | 21036P108 |
| IYZ | iShares US Telecommunications ETF | 350,000 | $9,450 | 0.0% | $27.00 | — | ETF | 464287713 |
| PWR | Quanta Services Inc | 390,200 | $9,447 | 0.0% | $29.14 | -14.3% | COMMON | 74762E102 |
| DG | Dollar General Corp | 130,200 | $9,432 | 0.0% | $45.09 | +48.2% | COMMON | 256677105 |
| — | Spirit AeroSystems Holdings Inc | 195,000 | $9,426 | 0.0% | $48.34 | — | COMMON | 848574109 |
| PEG | Public Service Enterprise Group Inc | 223,500 | $9,423 | 0.0% | $25.93 | +9.5% | COMMON | 744573106 |
| — | Comcast Corp | 162,700 | $9,313 | 0.0% | $57.24 | — | COMMON | 20030N200 |
| ARCB | ArcBest Corp | 360,000 | $9,277 | 0.0% | $27.54 | 0.0% | COMMON | 03937C105 |
| — | Triumph Group Inc | 220,000 | $9,258 | 0.0% | $42.08 | — | COMMON | 896818101 |
| OC | Owens Corning | 220,000 | $9,220 | 0.0% | $44.07 | 0.0% | COMMON | 690742101 |
| — | Actuant Corp | 500,000 | $9,195 | 0.0% | $18.39 | — | COMMON | 00508X203 |
| ACGL | Arch Capital Group Ltd | 125,000 | $9,184 | 0.0% | $18.82 | +18.4% | COMMON | G0450A105 |
| MNST | Monster Beverage Corp | 67,177 | $9,078 | 0.0% | $22.37 | +4.7% | COMMON | 61174X109 |
| EIX | Edison International | 143,900 | $9,076 | 0.0% | $34.09 | +15.3% | COMMON | 281020107 |
| — | Swift Transportation Co | 600,000 | $9,012 | 0.0% | $19.12 | — | COMMON | 87074U101 |
| PLD | Prologis Inc | 231,500 | $9,005 | 0.0% | $29.33 | -1.7% | REIT | 74340W103 |
| — | Briggs & Stratton Corp | 465,000 | $8,979 | 0.0% | $19.31 | — | COMMON | 109043109 |
| FISV | Fiserv Inc | 103,600 | $8,973 | 0.0% | $23.79 | +81.8% | COMMON | 337738108 |
| MOG/A | Moog Inc | 165,000 | $8,922 | 0.0% | $59.48 | 0.0% | COMMON | 615394202 |
| ROST | Ross Stores Inc | 182,800 | $8,860 | 0.0% | $36.71 | +25.6% | COMMON | 778296103 |
| ALSN | Allison Transmission Holdings Inc | 330,000 | $8,808 | 0.0% | $26.08 | -7.6% | COMMON | 01973R101 |
| MTZ | MasTec Inc | 555,000 | $8,786 | 0.0% | $17.42 | 0.0% | COMMON | 576323109 |
| — | Argo Group International Holdings Ltd | 154,500 | $8,743 | 0.0% | $53.32 | — | COMMON | G0464B107 |
| KMT | Kennametal Inc | 350,000 | $8,712 | 0.0% | $24.06 | -7.0% | COMMON | 489170100 |
| ED | Consolidated Edison Inc | 129,400 | $8,650 | 0.0% | $39.41 | +10.2% | COMMON | 209115104 |
| HLF | Herbalife Ltd | 155,890 | $8,496 | 0.0% | $18.51 | +48.0% | COMMON | G4412G101 |
| — | E*TRADE Financial Corp | 318,226 | $8,379 | 0.0% | $21.22 | — | COMMON | 269246401 |
| ZTS | Zoetis Inc | 202,758 | $8,350 | 0.0% | $29.29 | +46.0% | COMMON | 98978V103 |
| FIS | Fidelity National Information Services Inc | 124,400 | $8,345 | 0.0% | $34.36 | +62.1% | COMMON | 31620M106 |
| VTR | Ventas Inc | 146,900 | $8,235 | 0.0% | $49.07 | -15.3% | REIT | 92276F100 |
| AIT | Applied Industrial Technologies Inc | 215,000 | $8,202 | 0.0% | $33.49 | 0.0% | COMMON | 03820C105 |
| XIFR | NextEra Energy Partners LP | 375,000 | $8,175 | 0.0% | $34.96 | -10.4% | LIMITED PARTNERSHIP | 65341B106 |
| WCC | WESCO International Inc | 175,000 | $8,132 | 0.0% | $69.71 | -19.3% | COMMON | 95082P105 |
| WDC | Western Digital Corp | 101,800 | $8,087 | 0.0% | $37.09 | +37.3% | COMMON | 958102105 |
| — | Pioneer Natural Resources Co | 66,000 | $8,028 | 0.0% | $144.75 | — | COMMON | 723787107 |
| BXP | Boston Properties Inc | 67,800 | $8,028 | 0.0% | $64.00 | +22.5% | REIT | 101121101 |
| — | Rexnord Corp | 470,000 | $7,981 | 0.0% | $16.98 | — | COMMON | 76169B102 |
| CMI | Cummins Inc | 73,400 | $7,970 | 0.0% | $96.09 | -3.3% | COMMON | 231021106 |
| XEL | Xcel Energy Inc | 224,100 | $7,935 | 0.0% | $21.30 | +15.3% | COMMON | 98389B100 |
| PGR | Progressive Corp, The | 258,800 | $7,930 | 0.0% | $22.26 | 0.0% | COMMON | 743315103 |
| BAX | Baxter International Inc | 241,000 | $7,917 | 0.0% | $30.42 | +5.4% | COMMON | 071813109 |
| — | St Jude Medical Inc | 124,500 | $7,855 | 0.0% | $45.81 | — | COMMON | 790849103 |
| ADI | Analog Devices Inc | 138,600 | $7,818 | 0.0% | $34.29 | +37.6% | COMMON | 032654105 |
| SHW | Sherwin-Williams Co, The | 35,000 | $7,797 | 0.0% | $53.48 | +48.9% | COMMON | 824348106 |
| AMAT | Applied Materials Inc | 530,400 | $7,792 | 0.0% | $15.13 | -2.6% | COMMON | 038222105 |
| CAG | ConAgra Foods Inc | 190,700 | $7,725 | 0.0% | $17.68 | +32.5% | COMMON | 205887102 |
| — | Hubbell Inc | 90,000 | $7,646 | 0.0% | $84.96 | — | COMMON | 443510201 |
| WNC | Wabash National Corp | 720,000 | $7,625 | 0.0% | $10.22 | 0.0% | COMMON | 929566107 |
| — | HCP Inc | 204,300 | $7,610 | 0.0% | $45.44 | — | REIT | 40414L109 |
| — | Mines Richmont Inc | 2,730,000 | $7,595 | 0.0% | $1.50 | — | COMMON | 76547T106 |
| MCO | Moody's Corp | 77,000 | $7,561 | 0.0% | $59.63 | +60.8% | COMMON | 615369105 |
| ISRG | Intuitive Surgical Inc | 16,400 | $7,537 | 0.0% | $48.98 | +15.6% | COMMON | 46120E602 |
| — | Baxalta Inc | 239,200 | $7,537 | 0.0% | $31.51 | — | COMMON | 07177M103 |
| — | Kellogg Co | 112,500 | $7,487 | 0.0% | $39.04 | +10.8% | COMMON | 487836108 |
| DUK | Duke Energy Corp | 104,042 | $7,485 | 0.0% | $44.25 | +6.6% | COMMON | 26441C204 |
| — | Colfax Corp | 250,000 | $7,478 | 0.0% | $29.91 | — | COMMON | 194014106 |
| — | Memorial Resource Development Corp | 419,700 | $7,378 | 0.0% | $17.89 | — | COMMON | 58605Q109 |
| — | Mylan NV | 182,400 | $7,343 | 0.0% | $60.11 | — | COMMON | N59465109 |
| — | Whole Foods Market Inc | 231,400 | $7,324 | 0.0% | $41.47 | — | COMMON | 966837106 |
| DAN | Dana Holding Corp | 460,000 | $7,305 | 0.0% | $15.59 | -6.2% | COMMON | 235825205 |
| CVLT | CommVault Systems Inc | 215,000 | $7,301 | 0.0% | $37.34 | 0.0% | COMMON | 204166102 |
| TRN | Trinity Industries Inc | 320,000 | $7,254 | 0.0% | $13.69 | 0.0% | COMMON | 896522109 |
| MTB | M&T Bank Corp | 58,845 | $7,176 | 0.0% | $75.91 | +22.9% | COMMON | 55261F104 |
| — | Beacon Roofing Supply Inc | 220,000 | $7,148 | 0.0% | $32.49 | — | COMMON | 073685109 |
| — | Investors Bancorp Inc | 578,542 | $7,139 | 0.0% | $11.04 | — | COMMON | 46146L101 |
| SWKS | Skyworks Solutions Inc | 84,300 | $7,099 | 0.0% | $68.73 | +7.6% | COMMON | 83088M102 |
| ZBH | Zimmer Biomet Holdings Inc | 75,500 | $7,092 | 0.0% | $69.62 | +32.2% | COMMON | 98956P102 |
| ES | Eversource Energy | 140,100 | $7,092 | 0.0% | $35.29 | -4.6% | COMMON | 30040W108 |
| VNO | Vornado Realty Trust | 78,300 | $7,080 | 0.0% | $82.98 | — | REIT | 929042109 |
| OMC | Omnicom Group Inc | 107,300 | $7,071 | 0.0% | $40.69 | +21.0% | COMMON | 681919106 |
| TXNM | PNM Resources Inc | 250,000 | $7,013 | 0.0% | $27.78 | -6.1% | COMMON | 69349H107 |
| — | Twenty-First Century Fox Inc | 259,300 | $6,996 | 0.0% | $26.98 | — | COMMON | 90130A101 |
| THG | Hanover Insurance Group Inc/The | 90,000 | $6,993 | 0.0% | $59.00 | 0.0% | COMMON | 410867105 |
| IP | International Paper Co | 184,500 | $6,972 | 0.0% | $25.91 | +4.8% | COMMON | 460146103 |
| APH | Amphenol Corp | 136,600 | $6,961 | 0.0% | $9.85 | +23.5% | COMMON | 032095101 |
| COP | ConocoPhillips | 144,900 | $6,949 | 0.0% | $39.96 | -7.9% | COMMON | 20825C104 |
| DLTR | Dollar Tree Inc | 103,657 | $6,910 | 0.0% | $52.05 | +44.2% | COMMON | 256746108 |
| EQIX | Equinix Inc | 25,200 | $6,890 | 0.0% | $175.23 | +22.8% | REIT | 29444U700 |
| — | Activision Blizzard Inc | 222,200 | $6,864 | 0.0% | $20.72 | — | COMMON | 00507V109 |
| PAYX | Paychex Inc | 142,000 | $6,763 | 0.0% | $25.02 | +36.3% | COMMON | 704326107 |
| EW | Edwards Lifesciences Corp | 47,500 | $6,753 | 0.0% | $11.68 | +106.7% | COMMON | 28176E108 |
| RCL | Royal Caribbean Cruises Ltd | 75,800 | $6,753 | 0.0% | $62.03 | +25.0% | COMMON | V7780T103 |
| — | Chicago Bridge & Iron Co NV | 170,000 | $6,742 | 0.0% | $39.66 | — | COMMON | 167250109 |
| — | BlackRock Inc | 22,600 | $6,723 | 0.0% | $295.06 | — | COMMON | 09247X101 |
| FITB | Fifth Third Bancorp | 354,800 | $6,709 | 0.0% | $12.66 | +11.7% | COMMON | 316773100 |
| — | General Growth Properties Inc | 258,200 | $6,705 | 0.0% | $20.56 | — | REIT | 370023103 |
| MEI | Methode Electronics Inc | 210,000 | $6,699 | 0.0% | $22.87 | 0.0% | COMMON | 591520200 |
| — | Altera Corp | 133,600 | $6,691 | 0.0% | $32.92 | — | COMMON | 021441100 |
| — | MRC Global Inc | 600,000 | $6,690 | 0.0% | $11.15 | — | COMMON | 55345K103 |
| — | Dr Pepper Snapple Group Inc | 84,300 | $6,664 | 0.0% | $45.93 | — | COMMON | 26138E109 |
| REGN | Regeneron Pharmaceuticals Inc | 14,200 | $6,605 | 0.0% | $468.39 | +14.0% | COMMON | 75886F107 |
| NTRS | Northern Trust Corp | 96,700 | $6,591 | 0.0% | $41.55 | +33.6% | COMMON | 665859104 |
| CLX | Clorox Company, The | 56,800 | $6,562 | 0.0% | $63.81 | +31.4% | COMMON | 189054109 |
| — | Cypress Semiconductor Corp | 770,000 | $6,560 | 0.0% | $10.47 | — | COMMON | 232806109 |
| ESS | Essex Property Trust Inc | 29,000 | $6,479 | 0.0% | $122.20 | +28.5% | REIT | 297178105 |
| — | Esterline Technologies Corp | 90,000 | $6,470 | 0.0% | $71.89 | — | COMMON | 297425100 |
| — | Endo International PLC | 92,000 | $6,374 | 0.0% | $87.88 | — | COMMON | G30401106 |
| DTE | DTE Energy Co | 79,300 | $6,373 | 0.0% | $44.73 | +5.6% | COMMON | 233331107 |
| — | James River Group Holdings Ltd | 236,000 | $6,346 | 0.0% | $26.89 | — | COMMON | 470359100 |
| CNO | CNO Financial Group Inc | 336,948 | $6,338 | 0.0% | $12.94 | +12.4% | COMMON | 12621E103 |
| DVN | Devon Energy Corp | 170,700 | $6,331 | 0.0% | $37.00 | -14.8% | COMMON | 25179M103 |
| — | Mead Johnson Nutrition Co | 89,600 | $6,308 | 0.0% | $78.93 | — | COMMON | 582839106 |
| — | Imperva Inc | 95,600 | $6,260 | 0.0% | $56.55 | — | COMMON | 45321L100 |
| — | CenturyLink Inc | 248,727 | $6,248 | 0.0% | $35.35 | — | COMMON | 156700106 |
| — | Tyco International Plc | 186,200 | $6,230 | 0.0% | $43.86 | — | COMMON | G91442106 |
| WY | Weyerhaeuser Co | 227,122 | $6,210 | 0.0% | $21.09 | -7.1% | REIT | 962166104 |
| EXLS | ExlService Holdings Inc | 168,000 | $6,204 | 0.0% | $5.94 | +24.6% | COMMON | 302081104 |
| BIDU | Baidu Inc | 45,000 | $6,183 | 0.0% | $202.51 | — | ADR | 056752108 |
| SCHW | Charles Schwab Corp, The | 215,900 | $6,166 | 0.0% | $15.92 | +77.3% | COMMON | 808513105 |
| — | CR Bard Inc | 32,800 | $6,111 | 0.0% | $134.17 | — | COMMON | 067383109 |
| — | iShares MSCI Singapore ETF | 600,000 | $6,102 | 0.0% | $11.37 | — | ETF | 464286673 |
| KRE | SPDR S&P Regional Banking ETF | 147,000 | $6,053 | 0.0% | $41.38 | — | ETF | 78464A698 |
| ROK | Rockwell Automation Inc | 59,200 | $6,007 | 0.0% | $89.79 | +2.9% | COMMON | 773903109 |
| — | NorthStar Realty Finance Corp | 485,000 | $5,990 | 0.0% | $15.90 | — | REIT | 66704R704 |
| — | Ingersoll-Rand PLC | 117,200 | $5,950 | 0.0% | $56.47 | — | COMMON | G47791101 |
| — | WestRock Co | 115,626 | $5,948 | 0.0% | $51.44 | — | COMMON | 96145D105 |
| HSY | Hershey Co, The | 64,500 | $5,926 | 0.0% | $65.69 | +8.1% | COMMON | 427866108 |
| — | iShares MSCI Taiwan ETF | 450,000 | $5,922 | 0.0% | $15.78 | — | ETF | 464286731 |
| IVZ | Invesco Ltd | 189,400 | $5,915 | 0.0% | $19.13 | +16.5% | COMMON | G491BT108 |
| — | Harman International Industries Inc | 61,400 | $5,894 | 0.0% | $76.67 | — | COMMON | 413086109 |
| — | Symantec Corp | 302,200 | $5,884 | 0.0% | $22.44 | — | COMMON | 871503108 |
| FE | FirstEnergy Corp | 186,600 | $5,842 | 0.0% | $22.68 | -6.6% | COMMON | 337932107 |
| TAP | Molson Coors Brewing Co | 69,800 | $5,795 | 0.0% | $39.85 | +41.1% | COMMON | 60871R209 |
| TSN | Tyson Foods Inc | 134,400 | $5,793 | 0.0% | $19.97 | +66.8% | COMMON | 902494103 |
| GWW | WW Grainger Inc | 26,800 | $5,762 | 0.0% | $204.55 | -7.1% | COMMON | 384802104 |
| PFG | Principal Financial Group Inc | 121,100 | $5,733 | 0.0% | $24.00 | +46.8% | COMMON | 74251V102 |
| TRS | TriMas Corp | 350,000 | $5,723 | 0.0% | $19.54 | 0.0% | COMMON | 896215209 |
| KSS | Kohl's Corp | 122,400 | $5,668 | 0.0% | $51.55 | +9.1% | COMMON | 500255104 |
| GPRO | GoPro Inc | 179,681 | $5,610 | 0.0% | $50.92 | -3.4% | COMMON | 38268T103 |
| — | Level 3 Communications Inc | 127,300 | $5,562 | 0.0% | $49.45 | — | COMMON | 52729N308 |
| ITW | Illinois Tool Works Inc | 67,500 | $5,556 | 0.0% | $55.34 | +23.5% | COMMON | 452308109 |
| MAS | Masco Corp | 216,900 | $5,462 | 0.0% | $18.57 | +18.5% | COMMON | 574599106 |
| RNG | RingCentral Inc | 300,000 | $5,445 | 0.0% | $16.84 | +8.3% | COMMON | 76680R206 |
| DVA | DaVita HealthCare Partners Inc | 75,200 | $5,439 | 0.0% | $60.36 | +28.5% | COMMON | 23918K108 |
| WYNN | Wynn Resorts Ltd | 100,900 | $5,360 | 0.0% | $130.84 | -42.1% | COMMON | 983134107 |
| NUE | Nucor Corp | 141,200 | $5,302 | 0.0% | $32.41 | +3.4% | COMMON | 670346105 |
| — | Qlik Technologies Inc | 145,000 | $5,285 | 0.0% | $26.55 | — | COMMON | 74733T105 |
| RF | Regions Financial Corp | 585,300 | $5,274 | 0.0% | $5.80 | +17.9% | COMMON | 7591EP100 |
| HST | Host Hotels & Resorts Inc | 331,800 | $5,246 | 0.0% | $10.74 | +14.3% | REIT | 44107P104 |
| VMC | Vulcan Materials Co | 58,800 | $5,245 | 0.0% | $46.69 | +82.7% | COMMON | 929160109 |
| VFC | VF Corp | 76,817 | $5,240 | 0.0% | $49.11 | +39.5% | COMMON | 918204108 |
| — | Stericycle Inc | 37,500 | $5,224 | 0.0% | $129.16 | — | COMMON | 858912108 |
| SJM | JM Smucker Company, The | 45,500 | $5,191 | 0.0% | $71.51 | +14.3% | COMMON | 832696405 |
| EIDO | iShares MSCI Indonesia ETF | 292,500 | $5,174 | 0.0% | $17.69 | — | ETF | 46429B309 |
| MHK | Mohawk Industries Inc | 28,100 | $5,108 | 0.0% | $141.76 | +39.7% | COMMON | 608190104 |
| EFX | Equifax Inc | 52,200 | $5,073 | 0.0% | $66.70 | +34.9% | COMMON | 294429105 |
| TSCO | Tractor Supply Co | 60,000 | $5,059 | 0.0% | $11.59 | +31.6% | COMMON | 892356106 |
| UHS | Universal Health Services Inc | 40,500 | $5,055 | 0.0% | $101.76 | +30.9% | COMMON | 913903100 |
| — | WNS Holdings Ltd | 180,784 | $5,053 | 0.0% | $18.06 | — | ADR | 92932M101 |
| BBY | Best Buy Co Inc | 135,600 | $5,033 | 0.0% | $20.89 | +12.6% | COMMON | 086516101 |
| A | Agilent Technologies Inc | 146,400 | $5,026 | 0.0% | $32.84 | +6.0% | COMMON | 00846U101 |
| HOG | Harley-Davidson Inc | 91,000 | $4,996 | 0.0% | $60.21 | -6.3% | COMMON | 412822108 |
| ELV | Anthem Inc | 35,582 | $4,981 | 0.0% | $105.54 | +23.0% | COMMON | 036752103 |
| — | MobileIron Inc | 1,600,000 | $4,960 | 0.0% | $6.54 | — | COMMON | 60739U204 |
| MAC | Macerich Company, The | 64,200 | $4,932 | 0.0% | $60.97 | — | REIT | 554382101 |
| — | SunTrust Banks Inc | 128,800 | $4,925 | 0.0% | $34.86 | — | COMMON | 867914103 |
| O | Realty Income Corp | 103,800 | $4,919 | 0.0% | $27.79 | -0.1% | REIT | 756109104 |
| — | Staples Inc | 419,300 | $4,918 | 0.0% | $11.47 | — | COMMON | 855030102 |
| HSIC | Henry Schein Inc | 36,800 | $4,884 | 0.0% | $54.89 | +0.9% | COMMON | 806407102 |
| APOG | Apogee Enterprises Inc | 109,225 | $4,877 | 0.0% | $42.83 | 0.0% | COMMON | 037598109 |
| FCX | Freeport-McMoRan Inc | 502,200 | $4,866 | 0.0% | $23.27 | -53.5% | COMMON | 35671D857 |
| MSI | Motorola Solutions Inc | 71,058 | $4,859 | 0.0% | $47.42 | +12.7% | COMMON | 620076307 |
| — | Xilinx Inc | 114,300 | $4,846 | 0.0% | $39.61 | — | COMMON | 983919101 |
| KEY | KeyCorp | 371,400 | $4,832 | 0.0% | $7.46 | +25.2% | COMMON | 493267108 |
| — | Laboratory Corp of America Holdings | 44,471 | $4,824 | 0.0% | $102.81 | — | COMMON | 50540R409 |
| — | Raytheon Co | 44,100 | $4,818 | 0.0% | $78.21 | — | COMMON | 755111507 |
| FORM | FormFactor Inc | 710,000 | $4,814 | 0.0% | $6.21 | +12.4% | COMMON | 346375108 |
| — | EI du Pont de Nemours & Co | 99,700 | $4,806 | 0.0% | $52.81 | — | COMMON | 263534109 |
| SAIA | Saia Inc | 155,000 | $4,797 | 0.0% | $38.16 | 0.0% | COMMON | 78709Y105 |
| SIG | Signet Jewelers Ltd | 35,200 | $4,792 | 0.0% | $104.84 | 0.0% | COMMON | G81276100 |
| — | Rockwell Collins Inc | 58,200 | $4,763 | 0.0% | $74.96 | — | COMMON | 774341101 |
| — | SL Green Realty Corp | 44,000 | $4,759 | 0.0% | $128.39 | — | REIT | 78440X101 |
| FAST | Fastenal Co | 128,200 | $4,693 | 0.0% | $8.35 | -9.8% | COMMON | 311900104 |
| — | Starz | 125,000 | $4,668 | 0.0% | $37.34 | — | COMMON | 85571Q102 |
| BVN | Cia de Minas Buenaventura SAA | 780,329 | $4,651 | 0.0% | $12.44 | — | ADR | 204448104 |
| — | BB&T Corp | 130,400 | $4,642 | 0.0% | $34.81 | — | COMMON | 054937107 |
| MOS | Mosaic Company, The | 148,927 | $4,633 | 0.0% | $37.29 | -10.0% | COMMON | 61945C103 |
| CF | CF Industries Holdings Inc | 102,975 | $4,624 | 0.0% | $41.40 | +4.7% | COMMON | 125269100 |
| — | Marathon Oil Corp | 299,100 | $4,606 | 0.0% | $34.58 | — | COMMON | 565849106 |
| XLE | Energy Select Sector SPDR Fund | 75,000 | $4,590 | 0.0% | $61.20 | — | ETF | 81369Y506 |
| AER | AerCap Holdings NV | 120,000 | $4,589 | 0.0% | $46.65 | -6.7% | COMMON | N00985106 |
| KRNY | Kearny Financial Corp/MD | 400,000 | $4,588 | 0.0% | $10.55 | +8.4% | COMMON | 48716P108 |
| — | Silver Wheaton Corp | 382,043 | $4,571 | 0.0% | $12.91 | — | COMMON | 828336107 |
| MX | Magnachip Semiconductor Corp | 690,000 | $4,547 | 0.0% | $14.05 | -41.1% | COMMON | 55933J203 |
| BF/B | Brown-Forman Corp | 46,900 | $4,545 | 0.0% | $22.68 | +49.5% | COMMON | 115637209 |
| AEE | Ameren Corp | 107,200 | $4,531 | 0.0% | $25.33 | +16.5% | COMMON | 023608102 |
| ZD | j2 Global Inc | 63,700 | $4,513 | 0.0% | $59.89 | +1.1% | COMMON | 48123V102 |
| — | Harvest Natural Resources Inc | 3,238,100 | $4,501 | 0.0% | $4.86 | — | COMMON | 41754V103 |
| — | Coca-Cola Enterprises Inc | 93,100 | $4,501 | 0.0% | $35.16 | — | COMMON | 19122T109 |
| MLM | Martin Marietta Materials Inc | 29,600 | $4,498 | 0.0% | $120.08 | +24.4% | COMMON | 573284106 |
| — | Marketo Inc | 157,133 | $4,466 | 0.0% | $28.56 | — | COMMON | 57063L107 |
| KIM | Kimco Realty Corp | 182,500 | $4,458 | 0.0% | $12.61 | +14.9% | REIT | 49446R109 |
| LULU | lululemon athletica Inc | 88,000 | $4,457 | 0.0% | $60.95 | 0.0% | COMMON | 550021109 |
| — | Nordstrom Inc | 61,500 | $4,410 | 0.0% | $71.95 | — | COMMON | 655664100 |
| ADSK | Autodesk Inc | 99,900 | $4,410 | 0.0% | $37.26 | +34.7% | COMMON | 052769106 |
| — | General Cable Corp | 370,000 | $4,403 | 0.0% | $11.90 | — | COMMON | 369300108 |
| RSG | Republic Services Inc | 106,400 | $4,384 | 0.0% | $30.99 | +10.8% | COMMON | 760759100 |
| EQT | EQT Corp | 67,318 | $4,360 | 0.0% | $42.34 | -11.5% | COMMON | 26884L109 |
| — | Continental Resources Inc/OK | 150,000 | $4,346 | 0.0% | $30.76 | — | COMMON | 212015101 |
| — | Xerox Corp | 443,772 | $4,318 | 0.0% | $9.07 | — | COMMON | 984121103 |
| CMS | CMS Energy Corp | 122,200 | $4,316 | 0.0% | $20.99 | +18.1% | COMMON | 125896100 |
| WAT | Waters Corp | 36,300 | $4,291 | 0.0% | $101.35 | +24.8% | COMMON | 941848103 |
| — | Cimarex Energy Co | 41,700 | $4,273 | 0.0% | $140.97 | — | COMMON | 171798101 |
| SEE | Sealed Air Corp | 90,900 | $4,261 | 0.0% | $19.27 | +125.0% | COMMON | 81211K100 |
| EMN | Eastman Chemical Co | 65,700 | $4,252 | 0.0% | $47.81 | +10.4% | COMMON | 277432100 |
| — | Accuride Corp | 1,519,128 | $4,208 | 0.0% | $4.03 | — | COMMON | 00439T206 |
| MKC | McCormick & Co Inc/MD | 51,200 | $4,208 | 0.0% | $28.19 | +18.3% | COMMON | 579780206 |
| — | Jive Software Inc | 900,000 | $4,203 | 0.0% | $9.45 | — | COMMON | 47760A108 |
| — | OPOWER Inc | 470,000 | $4,188 | 0.0% | $10.01 | — | COMMON | 68375Y109 |
| — | EMC Corp/MA | 170,200 | $4,112 | 0.0% | $25.45 | — | COMMON | 268648102 |
| AMG | Affiliated Managers Group Inc | 24,000 | $4,104 | 0.0% | $190.09 | +0.1% | COMMON | 008252108 |
| CBRE | CBRE Group Inc | 128,000 | $4,096 | 0.0% | $24.94 | +42.2% | COMMON | 12504L109 |
| ATEN | A10 Networks Inc | 680,000 | $4,073 | 0.0% | $7.69 | -23.4% | COMMON | 002121101 |
| CNH | CNH Industrial NV | 622,871 | $4,050 | 0.0% | $7.88 | -22.8% | COMMON | N20944109 |
| CPB | Campbell Soup Co | 79,600 | $4,034 | 0.0% | $29.84 | +19.0% | COMMON | 134429109 |
| MCHP | Microchip Technology Inc | 93,200 | $4,016 | 0.0% | $14.00 | +25.1% | COMMON | 595017104 |
| — | Juniper Networks Inc | 156,200 | $4,016 | 0.0% | $19.41 | — | COMMON | 48203R104 |
| — | Limelight Networks Inc | 2,100,000 | $4,011 | 0.0% | $2.11 | — | COMMON | 53261M104 |
| CTRA | Cabot Oil & Gas Corp | 182,800 | $3,996 | 0.0% | $24.69 | -24.7% | COMMON | 127097103 |
| — | Energen Corp | 80,000 | $3,989 | 0.0% | $68.30 | — | COMMON | 29265N108 |
| DOV | Dover Corp | 69,100 | $3,951 | 0.0% | $43.31 | -2.5% | COMMON | 260003108 |
| EXPD | Expeditors International of Washington Inc | 83,600 | $3,933 | 0.0% | $41.35 | 0.0% | COMMON | 302130109 |
| NTAP | NetApp Inc | 132,608 | $3,925 | 0.0% | $26.54 | -10.9% | COMMON | 64110D104 |
| DGX | Quest Diagnostics Inc | 63,400 | $3,897 | 0.0% | $46.22 | +22.9% | COMMON | 74834L100 |
| MTG | MGIC Investment Corp | 416,447 | $3,856 | 0.0% | $8.39 | +26.3% | COMMON | 552848103 |
| — | Tiffany & Co | 49,600 | $3,830 | 0.0% | $72.84 | — | COMMON | 886547108 |
| BALL | Ball Corp | 61,000 | $3,794 | 0.0% | $19.77 | +53.8% | COMMON | 058498106 |
| AMP | Ameriprise Financial Inc | 34,700 | $3,787 | 0.0% | $59.57 | +58.9% | COMMON | 03076C106 |
| HRL | Hormel Foods Corp | 59,500 | $3,767 | 0.0% | $15.32 | +52.6% | COMMON | 440452100 |
| — | Zynga Inc | 1,650,400 | $3,763 | 0.0% | $2.80 | — | COMMON | 98986T108 |
| HBAN | Huntington Bancshares Inc/OH | 354,800 | $3,761 | 0.0% | $4.70 | +55.7% | COMMON | 446150104 |
| NEM | Newmont Mining Corp | 233,700 | $3,756 | 0.0% | $25.04 | -44.0% | COMMON | 651639106 |
| — | Wyndham Worldwide Corp | 52,200 | $3,753 | 0.0% | $57.23 | — | COMMON | 98310W108 |
| — | Computer Sciences Corp | 61,100 | $3,750 | 0.0% | $48.65 | — | COMMON | 205363104 |
| — | Entree Gold Inc | 12,510,400 | $3,732 | 0.0% | $0.34 | — | COMMON | 29383G100 |
| — | QIAGEN NV | 144,713 | $3,721 | 0.0% | $24.62 | — | COMMON | N72482107 |
| — | L-3 Communications Holdings Inc | 35,500 | $3,710 | 0.0% | $88.78 | — | COMMON | 502424104 |
| IFF | International Flavors & Fragrances Inc | 35,600 | $3,676 | 0.0% | $58.18 | +47.4% | COMMON | 459506101 |
| — | Dow Chemical Company, The | 86,600 | $3,672 | 0.0% | $47.16 | — | COMMON | 260543103 |
| RPD | Rapid7 Inc | 159,934 | $3,638 | 0.0% | $22.27 | 0.0% | COMMON | 753422104 |
| — | Michael Kors Holdings Ltd | 85,400 | $3,607 | 0.0% | $75.22 | — | COMMON | G60754101 |
| — | Gulfport Energy Corp | 120,000 | $3,562 | 0.0% | $42.62 | — | COMMON | 402635304 |
| — | SCANA Corp | 63,100 | $3,550 | 0.0% | $56.26 | — | COMMON | 80589M102 |
| — | Brightcove Inc | 720,000 | $3,542 | 0.0% | $8.88 | — | COMMON | 10921T101 |
| — | Express Scripts Holding Co | 43,469 | $3,519 | 0.0% | $78.69 | — | COMMON | 30219G108 |
| PH | Parker-Hannifin Corp | 36,100 | $3,513 | 0.0% | $87.79 | +4.4% | COMMON | 701094104 |
| AES | AES Corp/VA | 358,603 | $3,511 | 0.0% | $8.29 | -0.9% | COMMON | 00130H105 |
| CINF | Cincinnati Financial Corp | 65,200 | $3,508 | 0.0% | $33.80 | +19.0% | COMMON | 172062101 |
| UNM | Unum Group | 109,000 | $3,497 | 0.0% | $30.88 | +11.6% | COMMON | 91529Y106 |
| GT | Goodyear Tire & Rubber Company, The | 119,000 | $3,490 | 0.0% | $19.47 | +54.2% | COMMON | 382550101 |
| KLAC | KLA-Tencor Corp | 69,600 | $3,480 | 0.0% | $42.50 | 0.0% | COMMON | 482480100 |
| ORLY | O'Reilly Automotive Inc | 13,900 | $3,475 | 0.0% | $7.19 | +124.4% | COMMON | 67103H107 |
| — | Interpublic Group of Cos Inc, The | 181,300 | $3,468 | 0.0% | $9.16 | +48.4% | COMMON | 460690100 |
| DRI | Darden Restaurants Inc | 50,400 | $3,454 | 0.0% | $32.20 | +46.5% | COMMON | 237194105 |
| — | Total System Services Inc | 74,800 | $3,398 | 0.0% | $38.42 | — | COMMON | 891906109 |
| CTAS | Cintas Corp | 39,400 | $3,379 | 0.0% | $9.70 | +97.8% | COMMON | 172908105 |
| — | Cerner Corp | 55,680 | $3,339 | 0.0% | $77.32 | — | COMMON | 156782104 |
| — | Mallinckrodt PLC | 51,836 | $3,314 | 0.0% | $90.15 | — | COMMON | G5785G107 |
| CALX | Calix Inc | 420,000 | $3,272 | 0.0% | $8.44 | -10.0% | COMMON | 13100M509 |
| IRM | Iron Mountain Inc | 104,932 | $3,255 | 0.0% | $19.28 | -14.3% | REIT | 46284V101 |
| — | AGL Resources Inc | 53,054 | $3,238 | 0.0% | $43.07 | — | COMMON | 001204106 |
| CMA | Comerica Inc | 78,604 | $3,231 | 0.0% | $25.52 | +19.8% | COMMON | 200340107 |
| — | Bazaarvoice Inc | 715,000 | $3,225 | 0.0% | $5.33 | — | COMMON | 073271108 |
| — | Varian Medical Systems Inc | 43,600 | $3,217 | 0.0% | $86.52 | — | COMMON | 92220P105 |
| — | Cablevision Systems Corp | 98,200 | $3,189 | 0.0% | $17.04 | — | COMMON | 12686C109 |
| MAT | Mattel Inc | 149,600 | $3,151 | 0.0% | $44.07 | -46.9% | COMMON | 577081102 |
| PNW | Pinnacle West Capital Corp | 49,000 | $3,143 | 0.0% | $37.15 | +9.5% | COMMON | 723484101 |
| TRIP | TripAdvisor Inc | 49,850 | $3,142 | 0.0% | $69.37 | -3.0% | COMMON | 896945201 |
| — | Aerohive Networks Inc | 525,000 | $3,140 | 0.0% | $6.82 | — | COMMON | 007786106 |
| — | DENTSPLY International Inc | 61,800 | $3,125 | 0.0% | $45.87 | — | COMMON | 249030107 |
| RL | Ralph Lauren Corp | 26,400 | $3,119 | 0.0% | $138.80 | -30.6% | COMMON | 751212101 |
| VRSN | VeriSign Inc | 44,100 | $3,112 | 0.0% | $47.01 | +43.7% | COMMON | 92343E102 |
| — | HollyFrontier Corp | 63,263 | $3,090 | 0.0% | $40.27 | — | COMMON | 436106108 |
| — | Plum Creek Timber Co Inc | 77,200 | $3,050 | 0.0% | $46.67 | — | REIT | 729251108 |
| TEX | Terex Corp | 170,000 | $3,050 | 0.0% | $21.81 | 0.0% | COMMON | 880779103 |
| RHI | Robert Half International Inc | 59,400 | $3,039 | 0.0% | $54.27 | -0.8% | COMMON | 770323103 |
| VLO | Valero Energy Corp | 49,600 | $2,981 | 0.0% | $28.87 | +46.1% | COMMON | 91913Y100 |
| QRVO | Qorvo Inc | 66,100 | $2,978 | 0.0% | $77.52 | -22.2% | COMMON | 74736K101 |
| OKE | ONEOK Inc | 92,350 | $2,974 | 0.0% | $21.42 | -10.7% | COMMON | 682680103 |
| CHRW | CH Robinson Worldwide Inc | 42,600 | $2,887 | 0.0% | $48.30 | +8.6% | COMMON | 12541W209 |
| — | NorthStar Asset Management Group Inc | 197,911 | $2,842 | 0.0% | $19.06 | — | COMMON | 66705Y104 |
| — | Howard Hughes Corp/The | 24,745 | $2,839 | 0.0% | $123.34 | — | COMMON | 44267D107 |
| — | Hess Corp | 56,500 | $2,828 | 0.0% | $66.49 | — | COMMON | 42809H107 |
| WU | Western Union Co, The | 153,900 | $2,826 | 0.0% | $17.91 | — | COMMON | 959802109 |
| — | MINDBODY Inc | 180,000 | $2,813 | 0.0% | $15.63 | — | COMMON | 60255W105 |
| NDAQ | NASDAQ OMX Group Inc, The | 52,200 | $2,784 | 0.0% | $8.32 | +74.1% | COMMON | 631103108 |
| — | Keurig Green Mountain Inc | 53,111 | $2,769 | 0.0% | $103.17 | — | COMMON | 49271M100 |
| — | Discovery Communications Inc | 113,939 | $2,768 | 0.0% | $37.28 | — | COMMON | 25470F302 |
| — | American National Insurance Co | 28,000 | $2,734 | 0.0% | $97.64 | — | COMMON | 028591105 |
| — | Pepco Holdings Inc | 112,000 | $2,713 | 0.0% | $22.57 | — | COMMON | 713291102 |
| FLR | Fluor Corp | 64,000 | $2,710 | 0.0% | $61.98 | -31.5% | COMMON | 343412102 |
| PHM | PulteGroup Inc | 141,800 | $2,676 | 0.0% | $17.74 | +0.7% | COMMON | 745867101 |
| — | Yamana Gold Inc | 1,588,260 | $2,665 | 0.0% | $2.45 | — | COMMON | 98462Y100 |
| — | Airgas Inc | 29,700 | $2,653 | 0.0% | $95.47 | — | COMMON | 009363102 |
| LUV | Southwest Airlines Co | 69,300 | $2,636 | 0.0% | $20.25 | +61.7% | COMMON | 844741108 |
| NI | NiSource Inc | 140,400 | $2,604 | 0.0% | $11.39 | +8.0% | COMMON | 65473P105 |
| — | Marin Software Inc | 830,228 | $2,599 | 0.0% | $6.72 | — | COMMON | 56804T106 |
| — | Apartment Investment & Management Co | 69,000 | $2,554 | 0.0% | $30.04 | — | REIT | 03748R101 |
| ZION | Zions Bancorporation | 90,211 | $2,484 | 0.0% | $26.49 | +11.9% | COMMON | 989701107 |
| — | Frontier Communications Corp | 516,093 | $2,451 | 0.0% | $4.17 | — | COMMON | 35906A108 |
| — | Joy Global Inc | 163,100 | $2,435 | 0.0% | $14.93 | — | COMMON | 481165108 |
| PSX | Phillips 66 | 31,550 | $2,424 | 0.0% | $43.00 | +25.7% | COMMON | 718546104 |
| FLS | Flowserve Corp | 58,900 | $2,423 | 0.0% | $57.45 | -35.2% | COMMON | 34354P105 |
| RRC | Range Resources Corp | 74,800 | $2,403 | 0.0% | $75.48 | -48.3% | COMMON | 75281A109 |
| — | Newfield Exploration Co | 72,000 | $2,369 | 0.0% | $24.82 | — | COMMON | 651290108 |
| EXR | Extra Space Storage Inc | 30,000 | $2,315 | 0.0% | $45.68 | +9.0% | REIT | 30225T102 |
| RVTY | PerkinElmer Inc | 50,100 | $2,303 | 0.0% | $31.82 | +51.0% | COMMON | 714046109 |
| CUBE | CubeSmart | 84,000 | $2,286 | 0.0% | $23.15 | — | REIT | 229663109 |
| AVY | Avery Dennison Corp | 40,400 | $2,285 | 0.0% | $33.32 | +49.3% | COMMON | 053611109 |
| UAA | Under Armour Inc | 23,500 | $2,274 | 0.0% | $30.80 | +54.3% | COMMON | 904311107 |
| — | ADT Corp, The | 75,050 | $2,244 | 0.0% | $37.25 | — | COMMON | 00101J106 |
| — | Guess? Inc | 105,000 | $2,243 | 0.0% | $21.36 | — | COMMON | 401617105 |
| NRG | NRG Energy Inc | 146,080 | $2,169 | 0.0% | $20.82 | -24.2% | COMMON | 629377508 |
| — | Hudson City Bancorp Inc | 212,900 | $2,165 | 0.0% | $9.17 | — | COMMON | 443683107 |
| NWSA | News Corp | 168,275 | $2,124 | 0.0% | $14.03 | -12.8% | COMMON | 65249B109 |
| HAS | Hasbro Inc | 29,288 | $2,113 | 0.0% | $54.87 | 0.0% | COMMON | 418056107 |
| HLF | Herbalife Ltd | 2,500 | $2,106 | 0.0% | $18.51 | +48.0% | Call | G4412G101 |
| — | Hortonworks Inc | 95,000 | $2,080 | 0.0% | $24.86 | — | COMMON | 440894103 |
| — | Scripps Networks Interactive Inc | 41,600 | $2,046 | 0.0% | $53.74 | — | COMMON | 811065101 |
| LSCC | Lattice Semiconductor Corp | 525,000 | $2,021 | 0.0% | $5.79 | — | COMMON | 518415104 |
| — | Legg Mason Inc | 48,500 | $2,018 | 0.0% | $50.18 | — | COMMON | 524901105 |
| — | JC Penney Co Inc | 215,387 | $2,001 | 0.0% | $9.29 | — | COMMON | 708160106 |
| FMC | FMC Corp | 59,000 | $2,001 | 0.0% | $40.62 | -24.8% | COMMON | 302491303 |
| — | PowerShares India Portfolio | 100,000 | $1,983 | 0.0% | $19.83 | — | ETF | 73935L100 |
| — | Jarden Corp | 40,000 | $1,955 | 0.0% | $48.88 | — | COMMON | 471109108 |
| GME | GameStop Corp | 47,152 | $1,943 | 0.0% | $6.27 | +34.5% | COMMON | 36467W109 |
| EFA | iShares MSCI EAFE ETF | 33,480 | $1,919 | 0.0% | $64.17 | — | ETF | 464287465 |
| TROW | T Rowe Price Group Inc | 27,200 | $1,890 | 0.0% | $47.69 | +6.9% | COMMON | 74144T108 |
| ALL | Allstate Corp, The | 31,900 | $1,858 | 0.0% | $38.12 | +30.5% | COMMON | 020002101 |
| PRAA | PRA Group Inc | 35,000 | $1,852 | 0.0% | $53.41 | +8.7% | COMMON | 69354N106 |
| RYAAY | Ryanair Holdings PLC | 23,273 | $1,822 | 0.0% | $78.29 | — | ADR | 783513203 |
| TDC | Teradata Corp | 62,600 | $1,813 | 0.0% | $53.87 | -40.5% | COMMON | 88076W103 |
| GGB | Gerdau SA | 1,307,500 | $1,791 | 0.0% | $2.41 | — | ADR | 373737105 |
| MLI | Mueller Industries Inc | 60,000 | $1,775 | 0.0% | $12.79 | 0.0% | COMMON | 624756102 |
| PBI | Pitney Bowes Inc | 89,200 | $1,771 | 0.0% | $15.94 | +28.7% | COMMON | 724479100 |
| — | Pier 1 Imports Inc | 255,767 | $1,765 | 0.0% | $13.50 | — | COMMON | 720279108 |
| LNC | Lincoln National Corp | 36,900 | $1,751 | 0.0% | $23.76 | +53.3% | COMMON | 534187109 |
| — | FLIR Systems Inc | 62,000 | $1,735 | 0.0% | $26.98 | — | COMMON | 302445101 |
| MUR | Murphy Oil Corp | 71,700 | $1,735 | 0.0% | $34.50 | -37.6% | COMMON | 626717102 |
| — | SemGroup Corp | 40,000 | $1,730 | 0.0% | $65.78 | — | COMMON | 81663A105 |
| — | Israel Chemicals Ltd | 333,915 | $1,717 | 0.0% | $7.06 | — | COMMON | M5920A109 |
| — | Dun & Bradstreet Corp, The | 16,000 | $1,680 | 0.0% | $99.66 | — | COMMON | 26483E100 |
| VOYA | Voya Financial Inc | 43,000 | $1,667 | 0.0% | $39.39 | 0.0% | COMMON | 929089100 |
| — | Patterson Cos Inc | 38,400 | $1,661 | 0.0% | $41.26 | — | COMMON | 703395103 |
| THC | Tenet Healthcare Corp | 44,000 | $1,624 | 0.0% | $46.23 | +11.8% | COMMON | 88033G407 |
| — | DST Systems Inc | 15,000 | $1,577 | 0.0% | $110.70 | — | COMMON | 233326107 |
| EMR | Emerson Electric Co | 35,300 | $1,559 | 0.0% | $41.90 | -10.9% | COMMON | 291011104 |
| CFG | Citizens Financial Group Inc | 65,000 | $1,551 | 0.0% | $17.59 | -0.2% | COMMON | 174610105 |
| — | Argos Therapeutics Inc | 317,900 | $1,542 | 0.0% | $10.00 | — | COMMON | 040221103 |
| — | EXCO Resources Inc | 2,000,000 | $1,500 | 0.0% | $1.18 | — | COMMON | 269279402 |
| — | Owens-Illinois Inc | 71,000 | $1,471 | 0.0% | $24.54 | — | COMMON | 690768403 |
| BKU | BankUnited Inc | 40,618 | $1,452 | 0.0% | $22.72 | +16.3% | COMMON | 06652K103 |
| FSLR | First Solar Inc | 33,400 | $1,428 | 0.0% | $45.32 | +2.1% | COMMON | 336433107 |
| — | Nielsen Holdings PLC | 32,100 | $1,427 | 0.0% | $44.45 | — | COMMON | G6518L108 |
| URBN | Urban Outfitters Inc | 48,245 | $1,417 | 0.0% | $41.00 | -21.6% | COMMON | 917047102 |
| — | Seadrill Ltd | 242,633 | $1,412 | 0.0% | $36.96 | — | COMMON | G7945E105 |
| — | Office Depot Inc | 207,795 | $1,334 | 0.0% | $6.42 | — | COMMON | 676220106 |
| — | Viacom Inc | 30,000 | $1,328 | 0.0% | $68.70 | — | COMMON | 92553P102 |
| FFIV | F5 Networks Inc | 11,400 | $1,320 | 0.0% | $122.80 | -0.3% | COMMON | 315616102 |
| TRU | TransUnion | 50,000 | $1,256 | 0.0% | $24.05 | +1.6% | COMMON | 89400J107 |
| EWZ | iShares MSCI Brazil Capped ETF | 55,300 | $1,214 | 0.0% | $27.74 | — | ETF | 464286400 |
| FOSL | Fossil Group Inc | 18,300 | $1,023 | 0.0% | $77.68 | -18.4% | COMMON | 34988V106 |
| GNW | Genworth Financial Inc | 219,200 | $1,013 | 0.0% | $10.60 | -44.5% | COMMON | 37247D106 |
| — | CONSOL Energy Inc | 101,165 | $991 | 0.0% | $27.10 | — | COMMON | 20854P109 |
| — | Synergy Resources Corp | 100,000 | $980 | 0.0% | $9.80 | — | COMMON | 87164P103 |
| — | Black Knight Financial Services Inc | 30,000 | $977 | 0.0% | $30.87 | — | COMMON | 09214X100 |
| DHI | DR Horton Inc | 32,216 | $946 | 0.0% | $21.04 | +24.9% | COMMON | 23331A109 |
| KMX | CarMax Inc | 14,228 | $844 | 0.0% | $45.49 | +37.7% | COMMON | 143130102 |
| GAP | Gap Inc, The | 25,100 | $715 | 0.0% | $26.79 | -11.2% | COMMON | 364760108 |
| OPK | OPKO Health Inc | 84,201 | $708 | 0.0% | $13.24 | 0.0% | COMMON | 68375N103 |
| — | Tronox Ltd | 150,000 | $656 | 0.0% | $25.35 | — | COMMON | Q9235V101 |
| — | MaxPoint Interactive Inc | 139,213 | $568 | 0.0% | $8.56 | — | COMMON | 57777M102 |
| — | Diamond Offshore Drilling Inc | 28,500 | $493 | 0.0% | $49.63 | — | COMMON | 25271C102 |
| EWW | iShares MSCI Mexico Capped ETF | 7,900 | $407 | 0.0% | $51.52 | — | ETF | 464286822 |
| — | Seagate Technology PLC | 8,400 | $376 | 0.0% | $54.04 | — | COMMON | G7945M107 |
| — | Kinder Morgan Inc/DE | 384,000 | $353 | 0.0% | $2.78 | — | WARRANT | 49456B119 |
| BEN | Franklin Resources Inc | 8,600 | $320 | 0.0% | $29.91 | -11.4% | COMMON | 354613101 |
| R | Ryder System Inc | 3,600 | $267 | 0.0% | $88.47 | -3.5% | COMMON | 783549108 |
| — | Lumber Liquidators Holdings Inc | 18,565 | $244 | 0.0% | $30.78 | — | COMMON | 55003T107 |
| — | Amplify Snack Brands Inc | 18,500 | $198 | 0.0% | $10.70 | — | COMMON | 03211L102 |
| NAVI | Navient Corp | 10,200 | $115 | 0.0% | $14.63 | 0.0% | COMMON | 63938C108 |
| CVLT | CommVault Systems Inc | 1,500 | $109 | 0.0% | $37.34 | 0.0% | Call | 204166102 |
| WMB | Williams Cos Inc, The | 20,000 | $50 | 0.0% | $25.81 | +6.2% | Call | 969457100 |
| — | Starwood Hotels & Resorts Worldwide Inc | 1,250 | $48 | 0.0% | $74.59 | — | Call | 85590A401 |
| — | Cornerstone OnDemand Inc | 1,000 | $38 | 0.0% | $36.15 | — | Call | 21925Y103 |
| — | Zynga Inc | 4,000 | $30 | 0.0% | $2.80 | — | Put | 98986T108 |