CIK: 0000898286 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 12, 2016
Total Value ($000): $36,205,298 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Groupe CGI Inc | 58,174,038 | $2,320,093 | 6.4% | $29.20 | — | COMMON | 39945C109 |
| TD | Banque Toronto-Dominion, La | 34,300,000 | $1,339,307 | 3.7% | $43.87 | -7.7% | COMMON | 891160509 |
| RY | Banque Royale du Canada | 23,462,261 | $1,252,413 | 3.5% | $61.44 | -8.7% | COMMON | 780087102 |
| CNI | Compagnie des chemins de fer nationaux du Canada | 20,322,300 | $1,131,618 | 3.1% | $43.64 | +11.3% | COMMON | 136375102 |
| ENB | Enbridge Inc. | 30,921,600 | $1,024,010 | 2.8% | $23.25 | -10.2% | COMMON | 29250N105 |
| BNS | Banque de Nouvelle-?cosse, La | 21,310,000 | $858,628 | 2.4% | $30.40 | -11.6% | COMMON | 064149107 |
| MFC | Soci?t? Financi?re Manuvie | 56,598,136 | $845,040 | 2.3% | $17.87 | -9.7% | COMMON | 56501R106 |
| MSFT | Microsoft Corp | 14,249,400 | $790,557 | 2.2% | $27.93 | +64.4% | COMMON | 594918104 |
| GIL | V?tements de Sport Gildan Inc, Les | 22,900,000 | $648,539 | 1.8% | $21.04 | +20.3% | COMMON | 375916103 |
| KMB | Kimberly-Clark Corp | 4,909,700 | $625,005 | 1.7% | $68.85 | +23.5% | COMMON | 494368103 |
| JNJ | Johnson & Johnson | 5,783,100 | $594,040 | 1.6% | $63.42 | +19.7% | COMMON | 478160104 |
| IBM | International Business Machines Corp | 4,259,400 | $586,179 | 1.6% | $112.87 | -22.5% | COMMON | 459200101 |
| SU | Suncor ?nergie Inc | 22,300,000 | $573,433 | 1.6% | $20.37 | -5.5% | COMMON | 867224107 |
| MDT | Medtronic PLC | 7,450,447 | $573,088 | 1.6% | $58.10 | +0.8% | COMMON | G5960L103 |
| BRK/B | Berkshire Hathaway Inc | 4,207,000 | $555,492 | 1.5% | $113.81 | +17.9% | COMMON | 084670702 |
| LMT | Lockheed Martin Corp | 2,355,000 | $511,388 | 1.4% | $87.04 | +90.0% | COMMON | 539830109 |
| HRB | H&R Block Inc | 15,290,168 | $509,315 | 1.4% | $21.26 | +13.6% | COMMON | 093671105 |
| MCD | McDonald's Corp | 4,274,200 | $504,954 | 1.4% | $72.23 | +20.8% | COMMON | 580135101 |
| — | Praxair Inc | 4,845,200 | $496,148 | 1.4% | $116.73 | — | COMMON | 74005P104 |
| NEE | NextEra Energy Inc | 4,683,492 | $486,568 | 1.3% | $18.99 | +2.7% | COMMON | 65339F101 |
| EEM | iShares MSCI Emerging Markets ETF | 14,969,630 | $481,872 | 1.3% | $32.72 | — | ETF | 464287234 |
| XOM | Exxon Mobil Corp | 6,177,345 | $481,524 | 1.3% | $54.22 | -5.2% | COMMON | 30231G102 |
| QCOM | Qualcomm Inc | 9,133,700 | $456,548 | 1.3% | $45.30 | -11.7% | COMMON | 747525103 |
| UNH | UnitedHealth Group Inc | 3,854,300 | $453,420 | 1.3% | $67.28 | +47.6% | COMMON | 91324P102 |
| WM | Waste Management Inc | 8,312,097 | $443,617 | 1.2% | $32.71 | +34.2% | COMMON | 94106L109 |
| CNQ | Canadian Natural Resources Limited | 19,344,400 | $420,839 | 1.2% | $9.54 | -24.2% | COMMON | 136385101 |
| — | Agrium Inc | 4,533,200 | $403,586 | 1.1% | $93.79 | — | COMMON | 008916108 |
| CL | Colgate-Palmolive Co | 6,000,200 | $399,733 | 1.1% | $45.71 | +14.9% | COMMON | 194162103 |
| WEC | WEC Energy Group Inc | 7,708,297 | $395,513 | 1.1% | $33.97 | +8.3% | COMMON | 92939U106 |
| PEP | PepsiCo Inc | 3,935,313 | $393,216 | 1.1% | $57.26 | +28.3% | COMMON | 713448108 |
| CVE | Cenovus Energy Inc | 31,067,835 | $391,395 | 1.1% | $18.82 | -34.6% | COMMON | 15135U109 |
| PPL | PPL Corp | 11,247,779 | $383,887 | 1.1% | $17.09 | +25.6% | COMMON | 69351T106 |
| ORCL | Oracle Corp | 9,974,000 | $364,350 | 1.0% | $28.74 | +14.2% | COMMON | 68389X105 |
| — | TransCanada Corp | 10,729,800 | $349,060 | 1.0% | $40.25 | — | COMMON | 89353D107 |
| OTEX | Open Text Corp | 7,278,400 | $347,598 | 1.0% | $16.84 | +11.7% | COMMON | 683715106 |
| AAPL | Apple Inc | 3,190,200 | $335,800 | 0.9% | $19.01 | +35.3% | COMMON | 037833100 |
| MMM | 3M Co | 2,222,925 | $334,861 | 0.9% | $66.47 | +38.6% | COMMON | 88579Y101 |
| MA | MasterCard Inc | 2,841,100 | $276,609 | 0.8% | $72.43 | +27.3% | COMMON | 57636Q104 |
| GPC | Genuine Parts Co | 3,010,100 | $258,537 | 0.7% | $58.18 | +12.1% | COMMON | 372460105 |
| — | Walgreens Boots Alliance Inc | 3,020,300 | $257,194 | 0.7% | $76.60 | — | COMMON | 931427108 |
| TU | TELUS Corporation | 9,328,000 | $256,921 | 0.7% | $17.24 | -9.7% | COMMON | 87971M103 |
| MGA | Magna International Inc | 5,750,000 | $232,301 | 0.6% | $31.69 | +9.0% | COMMON | 559222401 |
| — | Ritchie Bros Auctioneers Inc | 9,104,800 | $218,526 | 0.6% | $19.11 | — | COMMON | 767744105 |
| CAE | CAE Inc | 19,283,376 | $213,087 | 0.6% | $9.48 | +10.6% | COMMON | 124765108 |
| GOOG | Alphabet Inc | 280,136 | $212,590 | 0.6% | $32.25 | +10.4% | COMMON | 02079K107 |
| MCK | McKesson Corp | 1,047,800 | $206,658 | 0.6% | $127.26 | +37.1% | COMMON | 58155Q103 |
| AXP | American Express Co | 2,921,278 | $203,175 | 0.6% | $63.65 | -1.2% | COMMON | 025816109 |
| JPM | JPMorgan Chase & Co | 2,912,288 | $192,298 | 0.5% | $43.06 | +15.4% | COMMON | 46625H100 |
| ATR | AptarGroup Inc | 2,518,500 | $182,969 | 0.5% | $51.31 | +22.6% | COMMON | 038336103 |
| CVS | CVS Health Corp | 1,784,991 | $174,519 | 0.5% | $50.91 | +42.6% | COMMON | 126650100 |
| GILD | Gilead Sciences Inc | 1,642,700 | $166,225 | 0.5% | $75.57 | -3.5% | COMMON | 375558103 |
| YUM | Yum! Brands Inc | 2,261,400 | $165,195 | 0.5% | $40.60 | +6.7% | COMMON | 988498101 |
| INTU | Intuit Inc | 1,639,694 | $158,230 | 0.4% | $65.65 | +36.1% | COMMON | 461202103 |
| C | Citigroup Inc | 2,994,195 | $154,950 | 0.4% | $36.93 | +7.3% | COMMON | 172967424 |
| RGA | Reinsurance Group of America Inc | 1,802,837 | $154,233 | 0.4% | $70.88 | +27.8% | COMMON | 759351604 |
| BAC | Bank of America Corp | 9,156,152 | $154,098 | 0.4% | $11.44 | +18.6% | COMMON | 060505104 |
| — | Torchmark Corp | 2,679,851 | $153,180 | 0.4% | $61.11 | — | COMMON | 891027104 |
| CSCO | Cisco Systems Inc | 5,582,900 | $151,604 | 0.4% | $17.44 | +15.6% | COMMON | 17275R102 |
| — | Linear Technology Corp | 3,551,600 | $150,836 | 0.4% | $41.66 | — | COMMON | 535678106 |
| PBA | Pembina Pipeline Corp | 6,896,467 | $149,686 | 0.4% | $18.41 | -23.6% | COMMON | 706327103 |
| STT | State Street Corp | 2,187,127 | $145,138 | 0.4% | $49.62 | +4.6% | COMMON | 857477103 |
| SWK | Stanley Black & Decker Inc | 1,353,847 | $144,496 | 0.4% | $59.69 | +35.9% | COMMON | 854502101 |
| WFC | Wells Fargo & Co | 2,612,310 | $142,005 | 0.4% | $29.06 | +40.5% | COMMON | 949746101 |
| KO | Coca-Cola Co, The | 3,162,419 | $135,858 | 0.4% | $28.74 | +7.3% | COMMON | 191216100 |
| TMO | Thermo Fisher Scientific Inc | 956,600 | $135,694 | 0.4% | $116.55 | +11.1% | COMMON | 883556102 |
| META | Facebook Inc | 1,237,200 | $129,485 | 0.4% | $58.82 | +73.4% | COMMON | 30303M102 |
| NWL | Newell Rubbermaid Inc | 2,933,000 | $129,287 | 0.4% | $24.20 | +20.2% | COMMON | 651229106 |
| BFH | Alliance Data Systems Corp | 454,927 | $125,819 | 0.3% | $181.73 | +7.5% | COMMON | 018581108 |
| GS | Goldman Sachs Group, Inc., The | 673,868 | $121,451 | 0.3% | $142.72 | +5.9% | COMMON | 38141G104 |
| — | Goldcorp Inc | 9,860,000 | $113,499 | 0.3% | $21.96 | — | COMMON | 380956409 |
| MRK | Merck & Co Inc | 2,137,600 | $112,908 | 0.3% | $32.92 | +11.7% | COMMON | 58933Y105 |
| USB | US Bancorp | 2,426,146 | $103,524 | 0.3% | $26.93 | +9.9% | COMMON | 902973304 |
| AMZN | Amazon.com Inc | 152,400 | $103,006 | 0.3% | $15.98 | +97.2% | COMMON | 023135106 |
| — | Chubb Corp | 775,500 | $102,862 | 0.3% | $124.79 | — | COMMON | 171232101 |
| — | EnCana Corporation | 20,000,000 | $101,217 | 0.3% | $16.95 | — | COMMON | 292505104 |
| GOOGL | Alphabet Inc | 123,800 | $96,318 | 0.3% | $31.95 | +15.0% | COMMON | 02079K305 |
| PG | Procter & Gamble Company, The | 1,156,600 | $91,846 | 0.3% | $55.00 | +5.3% | COMMON | 742718109 |
| KHC | Kraft Heinz Co/The | 1,237,794 | $90,062 | 0.2% | $47.82 | -1.6% | COMMON | 500754106 |
| UNP | Union Pacific Corp | 1,100,878 | $86,089 | 0.2% | $72.93 | -6.4% | COMMON | 907818108 |
| PFE | Pfizer Inc | 2,624,238 | $84,710 | 0.2% | $16.82 | +21.2% | COMMON | 717081103 |
| — | TD Ameritrade Holding Corp | 2,340,800 | $81,249 | 0.2% | $29.61 | — | COMMON | 87236Y108 |
| VZ | Verizon Communications Inc | 1,729,700 | $79,947 | 0.2% | $26.77 | +0.6% | COMMON | 92343V104 |
| DHR | Danaher Corp | 834,200 | $77,480 | 0.2% | $28.41 | +34.6% | COMMON | 235851102 |
| — | Time Warner Cable Inc | 400,400 | $74,310 | 0.2% | $170.32 | — | COMMON | 88732J207 |
| CCI | Crown Castle International Corp | 846,891 | $73,214 | 0.2% | $53.92 | +3.1% | REIT | 22822V101 |
| SLB | Schlumberger Ltd | 1,029,969 | $71,840 | 0.2% | $58.67 | -4.4% | COMMON | 806857108 |
| HD | Home Depot Inc, The | 539,000 | $71,283 | 0.2% | $68.43 | +46.1% | COMMON | 437076102 |
| — | General Electric Co | 2,197,199 | $68,443 | 0.2% | $24.44 | — | COMMON | 369604103 |
| BABA | Alibaba Group Holding Ltd | 750,000 | $60,953 | 0.2% | $81.27 | — | ADR | 01609W102 |
| — | LinkedIn Corp | 263,000 | $59,196 | 0.2% | $215.96 | — | COMMON | 53578A108 |
| PM | Philip Morris International Inc | 658,600 | $57,898 | 0.2% | $49.85 | +4.9% | COMMON | 718172109 |
| — | CBS Corp | 1,184,329 | $55,817 | 0.2% | $44.24 | — | COMMON | 124857202 |
| — | Monsanto Co | 537,000 | $52,905 | 0.1% | $87.98 | — | COMMON | 61166W101 |
| GM | General Motors Co | 1,552,000 | $52,784 | 0.1% | $26.41 | +4.9% | COMMON | 37045V100 |
| — | Allergan plc | 167,565 | $52,364 | 0.1% | $306.47 | — | COMMON | G0177J108 |
| AMGN | Amgen Inc | 320,700 | $52,059 | 0.1% | $96.81 | +20.3% | COMMON | 031162100 |
| — | EMC Corp/MA | 2,024,200 | $51,981 | 0.1% | $25.66 | — | COMMON | 268648102 |
| NKE | NIKE Inc | 813,600 | $50,850 | 0.1% | $47.83 | +18.5% | COMMON | 654106103 |
| — | Anadarko Petroleum Corp | 1,041,000 | $50,572 | 0.1% | $84.82 | — | COMMON | 032511107 |
| — | Time Warner Inc | 764,900 | $49,466 | 0.1% | $62.24 | — | COMMON | 887317303 |
| BMY | Bristol-Myers Squibb Co | 709,200 | $48,786 | 0.1% | $37.09 | +25.9% | COMMON | 110122108 |
| MO | Altria Group Inc | 833,500 | $48,518 | 0.1% | $19.67 | +49.8% | COMMON | 02209S103 |
| — | Youku Tudou Inc | 1,786,500 | $48,468 | 0.1% | $16.09 | — | ADR | 98742U100 |
| — | Coach Inc | 1,480,700 | $48,463 | 0.1% | $44.46 | — | COMMON | 189754104 |
| CCJ | Cameco Corp | 3,750,000 | $46,082 | 0.1% | $16.93 | -31.2% | COMMON | 13321L108 |
| — | Precision Castparts Corp | 198,500 | $46,054 | 0.1% | $232.24 | — | COMMON | 740189105 |
| MS | Morgan Stanley | 1,422,658 | $45,255 | 0.1% | $21.56 | +15.9% | COMMON | 617446448 |
| UBS | UBS Group AG | 2,316,937 | $45,181 | 0.1% | $17.46 | +11.8% | COMMON | H42097107 |
| INTC | Intel Corp | 1,305,100 | $44,961 | 0.1% | $25.81 | +3.2% | COMMON | 458140100 |
| SBUX | Starbucks Corp | 731,200 | $43,894 | 0.1% | $34.24 | +44.3% | COMMON | 855244109 |
| CVX | Chevron Corp | 480,100 | $43,190 | 0.1% | $69.99 | -16.5% | COMMON | 166764100 |
| BA | Boeing Company, The | 291,700 | $42,177 | 0.1% | $119.66 | +7.7% | COMMON | 097023105 |
| BIDU | Baidu Inc | 216,800 | $40,984 | 0.1% | $191.84 | — | ADR | 056752108 |
| WMT | Wal-Mart Stores Inc | 667,000 | $40,887 | 0.1% | $19.61 | -15.2% | COMMON | 931142103 |
| — | Celgene Corp | 334,000 | $40,000 | 0.1% | $105.92 | — | COMMON | 151020104 |
| AIG | American International Group Inc | 617,631 | $38,275 | 0.1% | $33.04 | +43.2% | COMMON | 026874784 |
| ABBV | AbbVie Inc | 595,000 | $35,248 | 0.1% | $33.48 | +13.4% | COMMON | 00287Y109 |
| LLY | Eli Lilly & Co | 414,900 | $34,959 | 0.1% | $42.78 | +62.9% | COMMON | 532457108 |
| — | United Technologies Corp | 363,600 | $34,931 | 0.1% | $97.04 | — | COMMON | 913017109 |
| HPE | Hewlett Packard Enterprise Co | 2,264,500 | $34,420 | 0.1% | $6.50 | 0.0% | COMMON | 42824C109 |
| AZO | AutoZone Inc | 46,300 | $34,350 | 0.1% | $437.02 | +74.6% | COMMON | 053332102 |
| TMUS | T-Mobile US Inc | 875,000 | $34,230 | 0.1% | $34.61 | +7.8% | COMMON | 872590104 |
| HON | Honeywell International Inc | 327,600 | $33,930 | 0.1% | $54.74 | +35.7% | COMMON | 438516106 |
| SO | Southern Company, The | 708,558 | $33,153 | 0.1% | $29.62 | 0.0% | COMMON | 842587107 |
| — | Cobalt International Energy Inc | 6,061,852 | $32,734 | 0.1% | $26.57 | — | COMMON | 19075F106 |
| — | ITC Holdings Corp | 800,000 | $31,400 | 0.1% | $39.25 | — | COMMON | 465685105 |
| MDLZ | Mondelez International Inc | 675,582 | $30,293 | 0.1% | $27.47 | +29.1% | COMMON | 609207105 |
| LOW | Lowe's Cos Inc | 389,000 | $29,580 | 0.1% | $32.16 | +91.9% | COMMON | 548661107 |
| — | Student Transportation Inc | 7,997,018 | $29,476 | 0.1% | $6.10 | — | COMMON | 86388A108 |
| BIIB | Biogen Inc | 94,778 | $29,035 | 0.1% | $215.60 | +33.3% | COMMON | 09062X103 |
| UPS | United Parcel Service Inc | 295,900 | $28,474 | 0.1% | $62.30 | +13.4% | COMMON | 911312106 |
| T | AT&T Inc | 825,353 | $28,400 | 0.1% | $11.57 | +7.5% | COMMON | 00206R102 |
| BK | Bank of New York Mellon Corp, The | 682,085 | $28,116 | 0.1% | $25.33 | +28.2% | COMMON | 064058100 |
| GLW | Corning Inc | 1,528,900 | $27,948 | 0.1% | $12.52 | +10.6% | COMMON | 219350105 |
| — | Alcoa Inc | 2,804,867 | $27,684 | 0.1% | $10.54 | — | COMMON | 013817101 |
| MPC | Marathon Petroleum Corp | 526,600 | $27,299 | 0.1% | $36.12 | +5.4% | COMMON | 56585A102 |
| HPQ | HP Inc | 2,267,900 | $26,852 | 0.1% | $9.12 | 0.0% | COMMON | 40434L105 |
| WMB | Williams Cos Inc, The | 1,042,687 | $26,797 | 0.1% | $25.81 | -24.2% | COMMON | 969457100 |
| SPG | Simon Property Group Inc | 136,700 | $26,580 | 0.1% | $89.48 | +29.5% | REIT | 828806109 |
| — | Chubb Ltd | 221,227 | $25,850 | 0.1% | $97.97 | — | COMMON | H0023R105 |
| HIG | Hartford Financial Services Group Inc/The | 594,757 | $25,848 | 0.1% | $29.80 | +23.8% | COMMON | 416515104 |
| CMCSA | Comcast Corp | 438,100 | $24,722 | 0.1% | $18.50 | +28.4% | COMMON | 20030N101 |
| — | Dow Chemical Company, The | 478,000 | $24,607 | 0.1% | $50.70 | — | COMMON | 260543103 |
| PYPL | PayPal Holdings Inc | 672,600 | $24,348 | 0.1% | $35.85 | -1.8% | COMMON | 70450Y103 |
| DUK | Duke Energy Corp | 336,801 | $24,044 | 0.1% | $45.70 | +1.4% | COMMON | 26441C204 |
| CRM | salesforce.com inc | 305,300 | $23,936 | 0.1% | $57.45 | +34.3% | COMMON | 79466L302 |
| APD | Air Products & Chemicals Inc | 182,400 | $23,732 | 0.1% | $98.57 | -0.6% | COMMON | 009158106 |
| F | Ford Motor Co | 1,657,000 | $23,347 | 0.1% | $7.89 | +5.8% | COMMON | 345370860 |
| ORLY | O'Reilly Automotive Inc | 91,900 | $23,289 | 0.1% | $15.81 | +9.7% | COMMON | 67103H107 |
| — | Yahoo! Inc | 689,300 | $22,926 | 0.1% | $31.38 | — | COMMON | 984332106 |
| — | SINA Corp/China | 460,000 | $22,724 | 0.1% | $38.91 | — | COMMON | G81477104 |
| BAP | Credicorp Ltd | 232,472 | $22,624 | 0.1% | $97.87 | -14.4% | COMMON | G2519Y108 |
| AEP | American Electric Power Co Inc | 382,762 | $22,304 | 0.1% | $37.59 | +5.5% | COMMON | 025537101 |
| OXY | Occidental Petroleum Corp | 324,700 | $21,953 | 0.1% | $59.64 | -10.4% | COMMON | 674599105 |
| CTSH | Cognizant Technology Solutions Corp | 363,500 | $21,817 | 0.1% | $44.89 | +27.3% | COMMON | 192446102 |
| ACN | Accenture PLC | 205,600 | $21,485 | 0.1% | $66.56 | +35.2% | COMMON | G1151C101 |
| DB | Deutsche Bank AG | 874,042 | $21,387 | 0.1% | $30.08 | -31.8% | COMMON | D18190898 |
| D | Dominion Resources Inc/VA | 313,904 | $21,232 | 0.1% | $44.81 | -0.5% | COMMON | 25746U109 |
| PSA | Public Storage | 83,444 | $20,669 | 0.1% | $109.50 | +43.2% | REIT | 74460D109 |
| PNC | PNC Financial Services Group Inc/The | 215,885 | $20,576 | 0.1% | $47.34 | +41.9% | COMMON | 693475105 |
| MU | Micron Technology Inc | 1,451,600 | $20,555 | 0.1% | $15.44 | +1.0% | COMMON | 595112103 |
| PCG | PG&E Corp | 382,016 | $20,319 | 0.1% | $49.17 | +0.4% | COMMON | 69331C108 |
| TJX | TJX Cos Inc/The | 284,600 | $20,181 | 0.1% | $20.82 | +48.4% | COMMON | 872540109 |
| — | Citrix Systems Inc | 265,400 | $20,078 | 0.1% | $70.09 | — | COMMON | 177376100 |
| — | Priceline Group Inc/The | 15,700 | $20,017 | 0.1% | $827.12 | — | COMMON | 741503403 |
| CSX | CSX Corp | 763,434 | $19,811 | 0.1% | $7.66 | +1.7% | COMMON | 126408103 |
| NSC | Norfolk Southern Corp | 233,840 | $19,781 | 0.1% | $66.57 | +3.8% | COMMON | 655844108 |
| EXC | Exelon Corp | 696,499 | $19,342 | 0.1% | $15.33 | -7.5% | COMMON | 30161N101 |
| TGT | Target Corp | 261,900 | $19,017 | 0.1% | $47.95 | +15.2% | COMMON | 87612E106 |
| — | Cabela's Inc | 406,405 | $18,991 | 0.1% | $52.18 | — | COMMON | 126804301 |
| TXN | Texas Instruments Inc | 336,200 | $18,427 | 0.1% | $31.68 | +33.4% | COMMON | 882508104 |
| — | Alexion Pharmaceuticals Inc | 95,800 | $18,274 | 0.1% | $102.78 | — | COMMON | 015351109 |
| MET | MetLife, Inc. | 361,425 | $17,424 | 0.0% | $29.82 | +4.6% | COMMON | 59156R108 |
| GD | General Dynamics Corp | 126,300 | $17,349 | 0.0% | $60.99 | +88.0% | COMMON | 369550108 |
| AMT | American Tower Corp | 178,800 | $17,335 | 0.0% | $59.51 | +27.6% | REIT | 03027X100 |
| KR | Kroger Company, The | 413,800 | $17,309 | 0.0% | $21.78 | +45.3% | COMMON | 501044101 |
| SRE | Sempra Energy | 183,768 | $17,276 | 0.0% | $35.07 | +2.2% | COMMON | 816851109 |
| — | Columbia Pipeline Group Inc | 853,244 | $17,065 | 0.0% | $18.62 | — | COMMON | 198280109 |
| DAL | Delta Air Lines Inc | 334,300 | $16,946 | 0.0% | $32.93 | +32.6% | COMMON | 247361702 |
| CAT | Caterpillar Inc | 247,500 | $16,820 | 0.0% | $64.55 | -15.5% | COMMON | 149123101 |
| ADP | Automatic Data Processing Inc | 196,100 | $16,614 | 0.0% | $53.70 | +28.7% | COMMON | 053015103 |
| PSX | Phillips 66 | 201,850 | $16,511 | 0.0% | $56.56 | +4.4% | COMMON | 718546104 |
| BEN | Franklin Resources Inc | 448,397 | $16,510 | 0.0% | $24.14 | -0.5% | COMMON | 354613101 |
| COF | Capital One Financial Corp | 226,200 | $16,327 | 0.0% | $49.53 | +28.8% | COMMON | 14040H105 |
| KMI | Kinder Morgan Inc/DE | 1,093,826 | $16,320 | 0.0% | $17.25 | -17.2% | COMMON | 49456B101 |
| — | Reynolds American Inc | 352,390 | $16,263 | 0.0% | $49.66 | — | COMMON | 761713106 |
| FIS | Fidelity National Information Services Inc | 267,900 | $16,235 | 0.0% | $45.68 | +21.5% | COMMON | 31620M106 |
| — | Broadcom Ltd | 111,500 | $16,184 | 0.0% | $73.04 | — | COMMON | Y0486S104 |
| — | Aetna Inc | 148,227 | $16,026 | 0.0% | $63.54 | — | COMMON | 00817Y108 |
| — | Cigna Corp | 109,500 | $16,023 | 0.0% | $72.49 | — | COMMON | 125509109 |
| NFLX | Netflix Inc | 139,200 | $15,922 | 0.0% | $10.55 | +8.3% | COMMON | 64110L106 |
| PEG | Public Service Enterprise Group Inc | 394,550 | $15,265 | 0.0% | $26.91 | +4.8% | COMMON | 744573106 |
| EIX | Edison International | 254,068 | $15,043 | 0.0% | $36.97 | +10.2% | COMMON | 281020107 |
| ED | Consolidated Edison Inc | 228,482 | $14,685 | 0.0% | $41.66 | +7.0% | COMMON | 209115104 |
| GIS | General Mills Inc | 254,100 | $14,651 | 0.0% | $32.47 | +24.6% | COMMON | 370334104 |
| — | Viacom Inc | 352,600 | $14,513 | 0.0% | $61.14 | — | COMMON | 92553P201 |
| VLO | Valero Energy Corp | 204,700 | $14,474 | 0.0% | $41.47 | +9.7% | COMMON | 91913Y100 |
| SCCO | Southern Copper Corp | 552,499 | $14,431 | 0.0% | $18.36 | -2.9% | COMMON | 84265V105 |
| W | Wayfair Inc | 302,455 | $14,403 | 0.0% | $34.06 | +24.2% | COMMON | 94419L101 |
| — | Coca-Cola Enterprises Inc | 288,800 | $14,221 | 0.0% | $44.70 | — | COMMON | 19122T109 |
| XEL | Xcel Energy Inc | 395,596 | $14,206 | 0.0% | $23.34 | +11.4% | COMMON | 98389B100 |
| DIS | Walt Disney Co, The | 134,481 | $14,131 | 0.0% | $63.22 | +61.7% | COMMON | 254687106 |
| SYF | Synchrony Financial | 458,684 | $13,949 | 0.0% | $25.00 | 0.0% | COMMON | 87165B103 |
| ABT | Abbott Laboratories | 309,610 | $13,905 | 0.0% | $28.87 | +26.6% | COMMON | 002824100 |
| — | Broadcom Corp | 240,100 | $13,883 | 0.0% | $43.31 | — | COMMON | 111320107 |
| COST | Costco Wholesale Corp | 85,900 | $13,873 | 0.0% | $86.56 | +53.5% | COMMON | 22160K105 |
| ETN | Eaton Corp PLC | 266,198 | $13,853 | 0.0% | $48.09 | -10.5% | COMMON | G29183103 |
| BDX | Becton Dickinson and Co | 89,541 | $13,797 | 0.0% | $78.41 | +57.4% | COMMON | 075887109 |
| LYB | LyondellBasell Industries NV | 152,900 | $13,287 | 0.0% | $33.34 | +56.0% | COMMON | N53745100 |
| VRTX | Vertex Pharmaceuticals Inc | 104,500 | $13,149 | 0.0% | $79.25 | +52.3% | COMMON | 92532F100 |
| FDX | FedEx Corp | 88,100 | $13,126 | 0.0% | $82.68 | +60.0% | COMMON | 31428X106 |
| — | BlackRock Inc | 38,412 | $13,080 | 0.0% | $313.77 | — | COMMON | 09247X101 |
| CME | CME Group Inc/IL | 143,800 | $13,028 | 0.0% | $40.73 | +54.6% | COMMON | 12572Q105 |
| ICE | Intercontinental Exchange Inc | 50,521 | $12,947 | 0.0% | $36.08 | +22.4% | COMMON | 45866F104 |
| ECL | Ecolab Inc | 113,000 | $12,925 | 0.0% | $73.48 | +43.2% | COMMON | 278865100 |
| EBAY | eBay Inc | 469,600 | $12,905 | 0.0% | $20.81 | +18.1% | COMMON | 278642103 |
| ITW | Illinois Tool Works Inc | 139,100 | $12,892 | 0.0% | $63.61 | +12.3% | COMMON | 452308109 |
| V | Visa Inc | 165,983 | $12,872 | 0.0% | $66.30 | +8.8% | COMMON | 92826C839 |
| — | DISH Network Corp | 225,000 | $12,866 | 0.0% | $58.34 | — | COMMON | 25470M109 |
| AAP | Advance Auto Parts Inc | 84,100 | $12,658 | 0.0% | $152.05 | 0.0% | COMMON | 00751Y106 |
| EQR | Equity Residential | 154,900 | $12,638 | 0.0% | $32.13 | +45.6% | REIT | 29476L107 |
| ES | Eversource Energy | 247,310 | $12,630 | 0.0% | $35.55 | +0.9% | COMMON | 30040W108 |
| — | Raytheon Co | 101,000 | $12,578 | 0.0% | $104.31 | — | COMMON | 755111507 |
| UAL | United Continental Holdings Inc | 219,500 | $12,577 | 0.0% | $56.42 | +2.3% | COMMON | 910047109 |
| — | XL Group PLC | 320,807 | $12,569 | 0.0% | $34.99 | — | COMMON | G98290102 |
| FISV | Fiserv Inc | 137,200 | $12,548 | 0.0% | $29.46 | +59.4% | COMMON | 337738108 |
| CAH | Cardinal Health Inc | 139,900 | $12,489 | 0.0% | $33.00 | +92.8% | COMMON | 14149Y108 |
| SYK | Stryker Corp | 134,300 | $12,482 | 0.0% | $58.96 | +44.6% | COMMON | 863667101 |
| HAL | Halliburton Co | 363,825 | $12,385 | 0.0% | $35.86 | -13.6% | COMMON | 406216101 |
| MRSH | Marsh & McLennan Cos Inc | 221,800 | $12,299 | 0.0% | $33.66 | +37.8% | COMMON | 571748102 |
| NTRS | Northern Trust Corp | 167,578 | $12,081 | 0.0% | $47.09 | +16.0% | COMMON | 665859104 |
| ILMN | Illumina Inc | 62,219 | $11,943 | 0.0% | $161.39 | 0.0% | COMMON | 452327109 |
| ADBE | Adobe Systems Inc | 127,000 | $11,930 | 0.0% | $51.52 | +74.4% | COMMON | 00724F101 |
| LUV | Southwest Airlines Co | 276,500 | $11,906 | 0.0% | $34.55 | +13.8% | COMMON | 844741108 |
| — | Cornerstone OnDemand Inc | 335,000 | $11,568 | 0.0% | $36.15 | — | COMMON | 21925Y103 |
| AEM | Mines Agnico-Eagle Limit?e | 435,840 | $11,411 | 0.0% | $23.77 | -4.5% | COMMON | 008474108 |
| AAL | American Airlines Group Inc | 268,000 | $11,350 | 0.0% | $44.54 | -7.1% | COMMON | 02376R102 |
| — | McGraw Hill Financial Inc | 114,900 | $11,327 | 0.0% | $53.19 | — | COMMON | 580645109 |
| PPG | PPG Industries Inc | 114,492 | $11,314 | 0.0% | $76.89 | +9.3% | COMMON | 693506107 |
| HUM | Humana Inc | 63,000 | $11,246 | 0.0% | $71.14 | +127.3% | COMMON | 444859102 |
| NOC | Northrop Grumman Corp | 59,500 | $11,234 | 0.0% | $105.27 | +47.8% | COMMON | 666807102 |
| DTE | DTE Energy Co | 139,917 | $11,220 | 0.0% | $46.61 | +5.3% | COMMON | 233331107 |
| NTES | NetEase Inc | 61,900 | $11,219 | 0.0% | $181.24 | — | ADR | 64110W102 |
| XIFR | NextEra Energy Partners LP | 375,000 | $11,194 | 0.0% | $34.96 | -25.2% | LIMITED PARTNERSHIP | 65341B106 |
| TECK | Teck Resources Ltd | 2,850,000 | $10,956 | 0.0% | $23.61 | -79.0% | COMMON | 878742204 |
| PWR | Quanta Services Inc | 539,900 | $10,933 | 0.0% | $26.91 | -21.6% | COMMON | 74762E102 |
| — | Johnson Controls Inc | 275,300 | $10,872 | 0.0% | $35.79 | — | COMMON | 478366107 |
| AFL | Aflac Inc | 181,400 | $10,866 | 0.0% | $23.78 | +3.2% | COMMON | 001055102 |
| — | Aon PLC | 116,400 | $10,733 | 0.0% | $67.50 | — | COMMON | G0408V102 |
| AVB | AvalonBay Communities Inc | 58,160 | $10,709 | 0.0% | $88.58 | +43.6% | REIT | 053484101 |
| KRE | SPDR S&P Regional Banking ETF | 255,006 | $10,690 | 0.0% | $41.61 | — | ETF | 78464A698 |
| — | Tesoro Corp | 101,200 | $10,663 | 0.0% | $105.37 | — | COMMON | 881609101 |
| CCL | Carnival Corp | 195,700 | $10,662 | 0.0% | $38.19 | +17.9% | COMMON | 143658300 |
| — | TE Connectivity Ltd | 164,200 | $10,609 | 0.0% | $45.54 | — | COMMON | H84989104 |
| BSX | Boston Scientific Corp | 571,900 | $10,546 | 0.0% | $8.48 | +111.3% | COMMON | 101137107 |
| STZ | Constellation Brands Inc | 73,600 | $10,484 | 0.0% | $44.47 | +166.8% | COMMON | 21036P108 |
| FE | FirstEnergy Corp | 329,680 | $10,461 | 0.0% | $21.78 | -5.4% | COMMON | 337932107 |
| — | Ctrip.com International Ltd | 225,100 | $10,429 | 0.0% | $46.33 | — | ADR | 22943F100 |
| — | L Brands Inc | 108,300 | $10,377 | 0.0% | $69.56 | — | COMMON | 501797104 |
| — | GNC Holdings Inc | 331,668 | $10,288 | 0.0% | $43.45 | — | COMMON | 36191G107 |
| WELL | Welltower Inc | 150,420 | $10,233 | 0.0% | $44.80 | -1.1% | REIT | 95040Q104 |
| — | Delphi Automotive PLC | 119,100 | $10,210 | 0.0% | $85.73 | — | COMMON | G27823106 |
| SCHW | Charles Schwab Corp, The | 309,300 | $10,185 | 0.0% | $19.53 | +42.8% | COMMON | 808513105 |
| CSL | Carlisle Cos Inc | 114,500 | $10,155 | 0.0% | $77.78 | 0.0% | COMMON | 142339100 |
| IYZ | iShares US Telecommunications ETF | 350,000 | $10,077 | 0.0% | $27.00 | — | ETF | 464287713 |
| — | AGL Resources Inc | 153,748 | $9,811 | 0.0% | $56.65 | — | COMMON | 001204106 |
| — | Discover Financial Services | 181,700 | $9,743 | 0.0% | $50.96 | — | COMMON | 254709108 |
| CMI | Cummins Inc | 109,300 | $9,619 | 0.0% | $89.43 | -15.2% | COMMON | 231021106 |
| PLD | Prologis Inc | 222,900 | $9,567 | 0.0% | $29.33 | +7.1% | REIT | 74340W103 |
| ETR | Entergy Corp | 139,500 | $9,536 | 0.0% | $22.59 | 0.0% | COMMON | 29364G103 |
| MNST | Monster Beverage Corp | 63,777 | $9,500 | 0.0% | $22.37 | +7.9% | COMMON | 61174X109 |
| — | Mylan NV | 175,600 | $9,495 | 0.0% | $60.11 | — | COMMON | N59465109 |
| EOG | EOG Resources Inc | 133,700 | $9,465 | 0.0% | $60.83 | -1.7% | COMMON | 26875P101 |
| PRU | Prudential Financial Inc | 116,203 | $9,460 | 0.0% | $44.87 | +17.2% | COMMON | 744320102 |
| — | InterOil Corp | 300,000 | $9,426 | 0.0% | $48.18 | — | COMMON | 460951106 |
| AFG | American Financial Group Inc/OH | 129,812 | $9,357 | 0.0% | $24.84 | +36.7% | COMMON | 025932104 |
| ZTS | Zoetis Inc | 194,758 | $9,333 | 0.0% | $29.29 | +42.5% | COMMON | 98978V103 |
| — | Lam Research Corp | 117,362 | $9,321 | 0.0% | $55.90 | — | COMMON | 512807108 |
| ADM | Archer-Daniels-Midland Co | 253,700 | $9,306 | 0.0% | $23.90 | +23.9% | COMMON | 039483102 |
| — | SunTrust Banks Inc | 216,600 | $9,279 | 0.0% | $38.09 | — | COMMON | 867914103 |
| ROST | Ross Stores Inc | 172,200 | $9,266 | 0.0% | $36.71 | +26.0% | COMMON | 778296103 |
| — | Argo Group International Holdings Ltd | 154,500 | $9,245 | 0.0% | $53.32 | — | COMMON | G0464B107 |
| SYY | Sysco Corp | 223,200 | $9,151 | 0.0% | $25.67 | +22.6% | COMMON | 871829107 |
| AMAT | Applied Materials Inc | 488,500 | $9,120 | 0.0% | $15.13 | +1.9% | COMMON | 038222105 |
| EA | Electronic Arts Inc | 132,100 | $9,078 | 0.0% | $67.38 | +1.2% | COMMON | 285512109 |
| HCA | HCA Holdings Inc | 133,400 | $9,022 | 0.0% | $68.28 | -5.0% | COMMON | 40412C101 |
| — | Baxalta Inc | 230,700 | $9,004 | 0.0% | $31.51 | — | COMMON | 07177M103 |
| PRGO | Perrigo Co PLC | 62,200 | $9,000 | 0.0% | $145.97 | +5.4% | COMMON | G97822103 |
| — | CIT Group Inc | 225,000 | $8,933 | 0.0% | $39.70 | — | COMMON | 125581801 |
| — | Cameron International Corp | 141,239 | $8,926 | 0.0% | $59.59 | — | COMMON | 13342B105 |
| DG | Dollar General Corp | 123,700 | $8,890 | 0.0% | $45.09 | +32.1% | COMMON | 256677105 |
| BAX | Baxter International Inc | 232,500 | $8,870 | 0.0% | $30.42 | +2.1% | COMMON | 071813109 |
| — | Mobile TeleSystems PJSC | 1,435,035 | $8,869 | 0.0% | $16.82 | — | ADR | 607409109 |
| — | Hanesbrands Inc | 299,220 | $8,806 | 0.0% | $33.51 | — | COMMON | 410345102 |
| JD | JD.com Inc | 272,372 | $8,788 | 0.0% | $32.26 | — | ADR | 47215P106 |
| — | Mines Richmont Inc | 2,730,000 | $8,726 | 0.0% | $1.50 | — | COMMON | 76547T106 |
| SHW | Sherwin-Williams Co, The | 33,600 | $8,723 | 0.0% | $53.48 | +47.2% | COMMON | 824348106 |
| JRVR | James River Group Holdings Ltd | 260,000 | $8,720 | 0.0% | $30.30 | 0.0% | COMMON | G5005R107 |
| ISRG | Intuitive Surgical Inc | 15,900 | $8,684 | 0.0% | $48.98 | +14.7% | COMMON | 46120E602 |
| COR | AmerisourceBergen Corp | 83,000 | $8,608 | 0.0% | $56.09 | +29.7% | COMMON | 03073E105 |
| — | Total System Services Inc | 172,000 | $8,566 | 0.0% | $44.85 | — | COMMON | 891906109 |
| — | Baker Hughes Inc | 185,344 | $8,554 | 0.0% | $53.32 | — | COMMON | 057224107 |
| — | Staples Inc | 883,600 | $8,368 | 0.0% | $10.42 | — | COMMON | 855030102 |
| BXP | Boston Properties Inc | 65,300 | $8,328 | 0.0% | $64.00 | +28.3% | REIT | 101121101 |
| — | Activision Blizzard Inc | 214,500 | $8,303 | 0.0% | $20.72 | — | COMMON | 00507V109 |
| MTB | M&T Bank Corp | 67,966 | $8,236 | 0.0% | $78.02 | +17.5% | COMMON | 55261F104 |
| AEE | Ameren Corp | 189,180 | $8,178 | 0.0% | $28.26 | +13.6% | COMMON | 023608102 |
| — | Fiat Chrysler Automobiles NV | 569,975 | $8,000 | 0.0% | $14.04 | — | COMMON | N31738102 |
| VTR | Ventas Inc | 141,600 | $7,990 | 0.0% | $49.07 | -28.8% | REIT | 92276F100 |
| EQIX | Equinix Inc | 26,381 | $7,978 | 0.0% | $178.09 | +34.4% | REIT | 29444U700 |
| — | Pioneer Natural Resources Co | 63,500 | $7,962 | 0.0% | $144.75 | — | COMMON | 723787107 |
| — | Marketo Inc | 275,000 | $7,895 | 0.0% | $28.62 | — | COMMON | 57063L107 |
| — | Kellogg Co | 108,500 | $7,841 | 0.0% | $39.04 | +17.0% | COMMON | 487836108 |
| CMS | CMS Energy Corp | 216,194 | $7,800 | 0.0% | $23.35 | +13.1% | COMMON | 125896100 |
| OMC | Omnicom Group Inc | 103,000 | $7,793 | 0.0% | $40.69 | +27.8% | COMMON | 681919106 |
| CAG | ConAgra Foods Inc | 184,000 | $7,757 | 0.0% | $17.68 | +26.9% | COMMON | 205887102 |
| DLTR | Dollar Tree Inc | 99,857 | $7,711 | 0.0% | $52.05 | +34.3% | COMMON | 256746108 |
| — | Chemin de fer Canadien Pacifique Limit?e | 60,400 | $7,684 | 0.0% | $127.22 | — | COMMON | 13645T100 |
| CVLT | CommVault Systems Inc | 195,000 | $7,673 | 0.0% | $37.34 | +4.7% | COMMON | 204166102 |
| TROW | T Rowe Price Group Inc | 106,700 | $7,628 | 0.0% | $50.07 | +1.6% | COMMON | 74144T108 |
| — | E*TRADE Financial Corp | 256,545 | $7,604 | 0.0% | $21.22 | — | COMMON | 269246401 |
| — | HCP Inc | 197,700 | $7,560 | 0.0% | $45.44 | — | REIT | 40414L109 |
| VNO | Vornado Realty Trust | 75,300 | $7,527 | 0.0% | $82.98 | — | REIT | 929042109 |
| — | Dr Pepper Snapple Group Inc | 80,300 | $7,484 | 0.0% | $45.93 | — | COMMON | 26138E109 |
| VFC | VF Corp | 120,000 | $7,470 | 0.0% | $53.90 | +15.8% | COMMON | 918204108 |
| ZBH | Zimmer Biomet Holdings Inc | 72,800 | $7,469 | 0.0% | $69.62 | +29.3% | COMMON | 98956P102 |
| COP | ConocoPhillips | 159,900 | $7,466 | 0.0% | $39.81 | -3.6% | COMMON | 20825C104 |
| — | St Jude Medical Inc | 120,200 | $7,425 | 0.0% | $45.81 | — | COMMON | 790849103 |
| RCL | Royal Caribbean Cruises Ltd | 72,900 | $7,378 | 0.0% | $62.03 | +36.2% | COMMON | V7780T103 |
| ADI | Analog Devices Inc | 132,700 | $7,341 | 0.0% | $34.29 | +40.2% | COMMON | 032654105 |
| MCO | Moody's Corp | 73,100 | $7,335 | 0.0% | $59.63 | +51.9% | COMMON | 615369105 |
| — | Twenty-First Century Fox Inc | 267,700 | $7,271 | 0.0% | $26.99 | — | COMMON | 90130A101 |
| EW | Edwards Lifesciences Corp | 91,700 | $7,242 | 0.0% | $18.57 | +39.9% | COMMON | 28176E108 |
| NXPI | NXP Semiconductors NV | 85,868 | $7,234 | 0.0% | $76.05 | 0.0% | COMMON | N6596X109 |
| PAYX | Paychex Inc | 136,400 | $7,214 | 0.0% | $25.02 | +54.1% | COMMON | 704326107 |
| — | Apache Corp | 160,700 | $7,146 | 0.0% | $44.47 | — | COMMON | 037411105 |
| PCAR | PACCAR Inc | 150,300 | $7,124 | 0.0% | $26.08 | -11.9% | COMMON | 693718108 |
| REGN | Regeneron Pharmaceuticals Inc | 13,000 | $7,057 | 0.0% | $468.39 | +15.0% | COMMON | 75886F107 |
| — | iShares MSCI Taiwan ETF | 550,000 | $7,024 | 0.0% | $15.23 | — | ETF | 464286731 |
| — | Qlik Technologies Inc | 220,000 | $6,965 | 0.0% | $28.29 | — | COMMON | 74733T105 |
| CLX | Clorox Company, The | 54,900 | $6,963 | 0.0% | $63.81 | +46.2% | COMMON | 189054109 |
| — | BB&T Corp | 183,004 | $6,919 | 0.0% | $35.67 | — | COMMON | 054937107 |
| — | Health Net Inc/CA | 100,000 | $6,846 | 0.0% | $68.46 | — | COMMON | 42222G108 |
| APH | Amphenol Corp | 131,000 | $6,842 | 0.0% | $9.85 | +23.3% | COMMON | 032095101 |
| FITB | Fifth Third Bancorp | 337,700 | $6,788 | 0.0% | $12.66 | +9.7% | COMMON | 316773100 |
| TRV | Travelers Cos Inc, The | 59,816 | $6,751 | 0.0% | $68.69 | +29.4% | COMMON | 89417E109 |
| — | General Growth Properties Inc | 247,500 | $6,734 | 0.0% | $20.56 | — | REIT | 370023103 |
| ESS | Essex Property Trust Inc | 28,100 | $6,727 | 0.0% | $122.20 | +34.7% | REIT | 297178105 |
| TSN | Tyson Foods Inc | 125,700 | $6,704 | 0.0% | $19.97 | +88.7% | COMMON | 902494103 |
| DE | Deere & Co | 87,500 | $6,674 | 0.0% | $68.04 | -4.4% | COMMON | 244199105 |
| — | Level 3 Communications Inc | 122,700 | $6,670 | 0.0% | $49.45 | — | COMMON | 52729N308 |
| IP | International Paper Co | 176,200 | $6,643 | 0.0% | $25.91 | -3.9% | COMMON | 460146103 |
| — | Mead Johnson Nutrition Co | 83,800 | $6,616 | 0.0% | $78.93 | — | COMMON | 582839106 |
| — | SCANA Corp | 108,964 | $6,591 | 0.0% | $58.04 | — | COMMON | 80589M102 |
| WY | Weyerhaeuser Co | 217,022 | $6,506 | 0.0% | $21.09 | -3.4% | REIT | 962166104 |
| FLR | Fluor Corp | 137,700 | $6,502 | 0.0% | $51.71 | -17.2% | COMMON | 343412102 |
| — | SanDisk Corp | 85,300 | $6,482 | 0.0% | $58.23 | — | COMMON | 80004C101 |
| — | Cypress Semiconductor Corp | 659,600 | $6,471 | 0.0% | $10.47 | — | COMMON | 232806109 |
| — | Skechers U.S.A. Inc | 213,900 | $6,462 | 0.0% | $62.74 | — | COMMON | 830566105 |
| — | Kansas City Southern | 85,572 | $6,390 | 0.0% | $74.67 | — | COMMON | 485170302 |
| CMG | Chipotle Mexican Grill Inc | 13,300 | $6,382 | 0.0% | $7.28 | +68.1% | COMMON | 169656105 |
| TAP | Molson Coors Brewing Co | 67,000 | $6,293 | 0.0% | $39.85 | +76.3% | COMMON | 60871R209 |
| — | Carrizo Oil & Gas Inc | 212,500 | $6,286 | 0.0% | $29.58 | — | COMMON | 144577103 |
| SJM | JM Smucker Company, The | 50,900 | $6,278 | 0.0% | $73.25 | +20.0% | COMMON | 832696405 |
| SWKS | Skyworks Solutions Inc | 81,300 | $6,246 | 0.0% | $68.73 | -5.6% | COMMON | 83088M102 |
| EXPE | Expedia Inc | 50,050 | $6,221 | 0.0% | $97.54 | +23.2% | COMMON | 30212P303 |
| ACGL | Arch Capital Group Ltd | 86,854 | $6,058 | 0.0% | $18.82 | +24.2% | COMMON | G0450A105 |
| IVZ | Invesco Ltd | 180,200 | $6,033 | 0.0% | $19.13 | +8.1% | COMMON | G491BT108 |
| — | Symantec Corp | 287,200 | $6,031 | 0.0% | $22.44 | — | COMMON | 871503108 |
| — | Starz | 180,000 | $6,030 | 0.0% | $36.17 | — | COMMON | 85571Q102 |
| — | Noble Energy Inc | 180,900 | $5,957 | 0.0% | $50.77 | — | COMMON | 655044105 |
| — | CR Bard Inc | 31,400 | $5,948 | 0.0% | $134.17 | — | COMMON | 067383109 |
| — | Office Depot Inc | 1,052,795 | $5,938 | 0.0% | $5.79 | — | COMMON | 676220106 |
| WDC | Western Digital Corp | 98,500 | $5,915 | 0.0% | $37.09 | +17.4% | COMMON | 958102105 |
| A | Agilent Technologies Inc | 140,900 | $5,891 | 0.0% | $32.84 | +8.6% | COMMON | 00846U101 |
| — | CenturyLink Inc | 233,427 | $5,873 | 0.0% | $35.35 | — | COMMON | 156700106 |
| ADSK | Autodesk Inc | 96,200 | $5,861 | 0.0% | $37.26 | +55.9% | COMMON | 052769106 |
| ROK | Rockwell Automation Inc | 56,100 | $5,756 | 0.0% | $89.79 | -4.1% | COMMON | 773903109 |
| — | MINDBODY Inc | 380,000 | $5,749 | 0.0% | $15.37 | — | COMMON | 60255W105 |
| — | MobileIron Inc | 1,590,000 | $5,740 | 0.0% | $6.54 | — | COMMON | 60739U204 |
| — | Tyco International Plc | 179,700 | $5,731 | 0.0% | $43.86 | — | COMMON | G91442106 |
| RPD | Rapid7 Inc | 375,000 | $5,674 | 0.0% | $20.32 | -7.1% | COMMON | 753422104 |
| EFX | Equifax Inc | 50,400 | $5,613 | 0.0% | $66.70 | +47.2% | COMMON | 294429105 |
| HSIC | Henry Schein Inc | 35,300 | $5,584 | 0.0% | $54.89 | +8.3% | COMMON | 806407102 |
| — | OPOWER Inc | 528,353 | $5,579 | 0.0% | $10.07 | — | COMMON | 68375Y109 |
| PNW | Pinnacle West Capital Corp | 86,372 | $5,569 | 0.0% | $39.59 | +8.1% | COMMON | 723484101 |
| MAR | Marriott International Inc/MD | 82,000 | $5,497 | 0.0% | $65.63 | 0.0% | COMMON | 571903202 |
| — | Zynga Inc | 2,050,000 | $5,494 | 0.0% | $2.78 | — | COMMON | 98986T108 |
| O | Realty Income Corp | 106,150 | $5,481 | 0.0% | $27.84 | +6.9% | REIT | 756109104 |
| NUE | Nucor Corp | 135,900 | $5,477 | 0.0% | $32.41 | +0.1% | COMMON | 670346105 |
| HSY | Hershey Co, The | 61,100 | $5,454 | 0.0% | $65.69 | +7.1% | COMMON | 427866108 |
| — | Endo International PLC | 88,500 | $5,418 | 0.0% | $87.88 | — | COMMON | G30401106 |
| AME | AMETEK Inc | 101,100 | $5,418 | 0.0% | $51.22 | 0.0% | COMMON | 031100100 |
| VMC | Vulcan Materials Co | 56,700 | $5,385 | 0.0% | $46.69 | +90.4% | COMMON | 929160109 |
| — | Spectra Energy Corp | 223,574 | $5,352 | 0.0% | $23.94 | — | COMMON | 847560109 |
| — | Qihoo 360 Technology Co Ltd | 73,200 | $5,330 | 0.0% | $72.81 | — | ADR | 74734M109 |
| RF | Regions Financial Corp | 555,000 | $5,328 | 0.0% | $5.80 | +15.2% | COMMON | 7591EP100 |
| — | Laboratory Corp of America Holdings | 43,071 | $5,325 | 0.0% | $102.81 | — | COMMON | 50540R409 |
| LNC | Lincoln National Corp | 105,200 | $5,287 | 0.0% | $31.51 | +13.3% | COMMON | 534187109 |
| DVN | Devon Energy Corp | 164,200 | $5,254 | 0.0% | $37.00 | -23.3% | COMMON | 25179M103 |
| JBHT | JB Hunt Transport Services Inc | 71,474 | $5,243 | 0.0% | $68.38 | 0.0% | COMMON | 445658107 |
| PFG | Principal Financial Group Inc | 115,700 | $5,204 | 0.0% | $24.00 | +39.3% | COMMON | 74251V102 |
| — | Rockwell Collins Inc | 55,900 | $5,160 | 0.0% | $74.96 | — | COMMON | 774341101 |
| — | Pepco Holdings Inc | 197,748 | $5,143 | 0.0% | $24.06 | — | COMMON | 713291102 |
| — | Xilinx Inc | 109,200 | $5,129 | 0.0% | $39.61 | — | COMMON | 983919101 |
| MHK | Mohawk Industries Inc | 27,000 | $5,114 | 0.0% | $141.76 | +35.4% | COMMON | 608190104 |
| VRSK | Verisk Analytics Inc | 66,233 | $5,092 | 0.0% | $72.59 | 0.0% | COMMON | 92345Y106 |
| FAST | Fastenal Co | 123,200 | $5,029 | 0.0% | $8.35 | -9.7% | COMMON | 311900104 |
| — | Twenty-First Century Fox Inc | 183,300 | $4,991 | 0.0% | $33.99 | — | COMMON | 90130A200 |
| — | WNS Holdings Ltd | 160,000 | $4,990 | 0.0% | $18.06 | — | ADR | 92932M101 |
| — | WestRock Co | 109,326 | $4,987 | 0.0% | $51.44 | — | COMMON | 96145D105 |
| GWW | WW Grainger Inc | 24,600 | $4,984 | 0.0% | $204.55 | -14.5% | COMMON | 384802104 |
| — | Starwood Hotels & Resorts Worldwide Inc | 71,700 | $4,967 | 0.0% | $74.59 | — | COMMON | 85590A401 |
| M | Macy's Inc | 141,664 | $4,955 | 0.0% | $64.89 | -33.2% | COMMON | 55616P104 |
| ATEN | A10 Networks Inc | 755,000 | $4,953 | 0.0% | $7.57 | -14.4% | COMMON | 002121101 |
| DVA | DaVita HealthCare Partners Inc | 70,900 | $4,942 | 0.0% | $60.36 | +21.4% | COMMON | 23918K108 |
| — | OmniVision Technologies Inc | 170,000 | $4,933 | 0.0% | $29.02 | — | COMMON | 682128103 |
| HST | Host Hotels & Resorts Inc | 319,500 | $4,901 | 0.0% | $10.74 | +2.7% | REIT | 44107P104 |
| CRI | Carter's Inc | 55,000 | $4,897 | 0.0% | $68.43 | 0.0% | COMMON | 146229109 |
| TSCO | Tractor Supply Co | 57,100 | $4,882 | 0.0% | $11.59 | +31.1% | COMMON | 892356106 |
| — | Whole Foods Market Inc | 145,100 | $4,861 | 0.0% | $41.47 | — | COMMON | 966837106 |
| — | EI du Pont de Nemours & Co | 72,600 | $4,835 | 0.0% | $52.81 | — | COMMON | 263534109 |
| VIPS | Vipshop Holdings Ltd | 312,000 | $4,764 | 0.0% | $15.27 | — | ADR | 92763W103 |
| — | Silver Wheaton Corp | 383,584 | $4,750 | 0.0% | $12.91 | — | COMMON | 828336107 |
| CHD | Church & Dwight Co Inc | 55,800 | $4,736 | 0.0% | $37.51 | 0.0% | COMMON | 171340102 |
| — | Bazaarvoice Inc | 1,080,000 | $4,730 | 0.0% | $5.01 | — | COMMON | 073271108 |
| KEY | KeyCorp | 355,100 | $4,684 | 0.0% | $7.46 | +16.3% | COMMON | 493267108 |
| MSI | Motorola Solutions Inc | 68,258 | $4,672 | 0.0% | $47.42 | +25.2% | COMMON | 620076307 |
| WAT | Waters Corp | 34,700 | $4,670 | 0.0% | $101.35 | +26.8% | COMMON | 941848103 |
| KIM | Kimco Realty Corp | 175,700 | $4,649 | 0.0% | $12.61 | +25.9% | REIT | 49446R109 |
| KMX | CarMax Inc | 86,100 | $4,647 | 0.0% | $55.17 | +3.5% | COMMON | 143130102 |
| UHS | Universal Health Services Inc | 38,800 | $4,636 | 0.0% | $101.76 | +15.1% | COMMON | 913903100 |
| ROP | Roper Technologies Inc | 24,400 | $4,631 | 0.0% | $172.39 | 0.0% | COMMON | 776696106 |
| MX | Magnachip Semiconductor Corp | 875,000 | $4,629 | 0.0% | $12.28 | -53.9% | COMMON | 55933J203 |
| AMP | Ameriprise Financial Inc | 43,426 | $4,621 | 0.0% | $65.73 | +37.2% | COMMON | 03076C106 |
| MAC | Macerich Company, The | 57,200 | $4,615 | 0.0% | $60.97 | — | REIT | 554382101 |
| KLAC | KLA-Tencor Corp | 66,300 | $4,598 | 0.0% | $42.50 | +25.6% | COMMON | 482480100 |
| — | Continental Resources Inc/OK | 200,000 | $4,596 | 0.0% | $28.82 | — | COMMON | 212015101 |
| — | Michael Kors Holdings Ltd | 113,200 | $4,535 | 0.0% | $66.58 | — | COMMON | G60754101 |
| HRL | Hormel Foods Corp | 57,300 | $4,531 | 0.0% | $15.32 | +81.8% | COMMON | 440452100 |
| CALX | Calix Inc | 570,000 | $4,486 | 0.0% | $8.28 | -5.5% | COMMON | 13100M509 |
| RSG | Republic Services Inc | 101,900 | $4,483 | 0.0% | $30.99 | +18.2% | COMMON | 760759100 |
| — | Keurig Green Mountain Inc | 49,411 | $4,446 | 0.0% | $103.17 | — | COMMON | 49271M100 |
| — | Stericycle Inc | 36,100 | $4,354 | 0.0% | $129.16 | — | COMMON | 858912108 |
| DGX | Quest Diagnostics Inc | 60,900 | $4,332 | 0.0% | $46.22 | +19.0% | COMMON | 74834L100 |
| ELV | Anthem Inc | 30,982 | $4,320 | 0.0% | $105.54 | +13.3% | COMMON | 036752103 |
| — | Xerox Corp | 404,572 | $4,301 | 0.0% | $9.07 | — | COMMON | 984121103 |
| KRNY | Kearny Financial Corp/MD | 338,968 | $4,295 | 0.0% | $10.55 | +15.5% | COMMON | 48716P108 |
| BF/B | Brown-Forman Corp | 43,200 | $4,289 | 0.0% | $22.68 | +53.6% | COMMON | 115637209 |
| CBRE | CBRE Group Inc | 123,600 | $4,274 | 0.0% | $24.94 | +41.3% | COMMON | 12504L109 |
| EMN | Eastman Chemical Co | 63,200 | $4,267 | 0.0% | $47.81 | +5.3% | COMMON | 277432100 |
| MKC | McCormick & Co Inc/MD | 49,400 | $4,227 | 0.0% | $28.19 | +23.5% | COMMON | 579780206 |
| BALL | Ball Corp | 58,000 | $4,218 | 0.0% | $19.77 | +55.5% | COMMON | 058498106 |
| SIG | Signet Jewelers Ltd | 33,800 | $4,181 | 0.0% | $104.84 | +5.8% | COMMON | G81276100 |
| EIDO | iShares MSCI Indonesia ETF | 200,000 | $4,174 | 0.0% | $17.69 | — | ETF | 46429B309 |
| — | Juniper Networks Inc | 150,900 | $4,165 | 0.0% | $19.41 | — | COMMON | 48203R104 |
| — | Limelight Networks Inc | 2,850,000 | $4,161 | 0.0% | $1.94 | — | COMMON | 53261M104 |
| CNH | CNH Industrial NV | 601,210 | $4,141 | 0.0% | $7.88 | -35.8% | COMMON | N20944109 |
| BWA | BorgWarner Inc | 95,300 | $4,120 | 0.0% | $32.12 | 0.0% | COMMON | 099724106 |
| — | Imperva Inc | 65,000 | $4,115 | 0.0% | $56.55 | — | COMMON | 45321L100 |
| — | iShares MSCI Singapore ETF | 400,000 | $4,112 | 0.0% | $11.37 | — | ETF | 464286673 |
| TRIP | TripAdvisor Inc | 48,050 | $4,096 | 0.0% | $69.37 | +3.5% | COMMON | 896945201 |
| FORM | FormFactor Inc | 455,000 | $4,095 | 0.0% | $6.21 | +33.6% | COMMON | 346375108 |
| IFF | International Flavors & Fragrances Inc | 34,100 | $4,080 | 0.0% | $58.18 | +55.3% | COMMON | 459506101 |
| MAS | Masco Corp | 143,000 | $4,047 | 0.0% | $18.57 | +31.9% | COMMON | 574599106 |
| NEM | Newmont Mining Corp | 224,900 | $4,046 | 0.0% | $25.04 | -42.4% | COMMON | 651639106 |
| CF | CF Industries Holdings Inc | 99,075 | $4,043 | 0.0% | $41.40 | -14.6% | COMMON | 125269100 |
| OKE | ONEOK Inc | 163,180 | $4,024 | 0.0% | $19.05 | -16.2% | COMMON | 682680103 |
| MCHP | Microchip Technology Inc | 86,400 | $4,021 | 0.0% | $14.00 | +37.4% | COMMON | 595017104 |
| — | Interpublic Group of Cos Inc, The | 172,700 | $4,020 | 0.0% | $9.16 | +67.9% | COMMON | 460690100 |
| CPB | Campbell Soup Co | 76,400 | $4,015 | 0.0% | $29.84 | +24.9% | COMMON | 134429109 |
| — | L-3 Communications Holdings Inc | 33,300 | $3,980 | 0.0% | $88.78 | — | COMMON | 502424104 |
| AKAM | Akamai Technologies Inc | 75,600 | $3,979 | 0.0% | $61.44 | 0.0% | COMMON | 00971T101 |
| MOS | Mosaic Company, The | 142,527 | $3,932 | 0.0% | $37.29 | -29.9% | COMMON | 61945C103 |
| MAT | Mattel Inc | 144,300 | $3,921 | 0.0% | $44.07 | -44.2% | COMMON | 577081102 |
| RNG | RingCentral Inc | 165,000 | $3,891 | 0.0% | $16.84 | +27.8% | COMMON | 76680R206 |
| — | American National Insurance Co | 38,000 | $3,886 | 0.0% | $98.86 | — | COMMON | 028591105 |
| BBY | Best Buy Co Inc | 126,800 | $3,861 | 0.0% | $20.89 | +9.5% | COMMON | 086516101 |
| — | Joy Global Inc | 305,000 | $3,846 | 0.0% | $13.85 | — | COMMON | 481165108 |
| KSS | Kohl's Corp | 80,700 | $3,844 | 0.0% | $51.55 | -10.3% | COMMON | 500255104 |
| MLM | Martin Marietta Materials Inc | 28,100 | $3,838 | 0.0% | $120.08 | +16.9% | COMMON | 573284106 |
| — | Meritor Inc | 459,000 | $3,833 | 0.0% | $12.15 | — | COMMON | 59001K100 |
| AWK | American Water Works Co Inc | 63,982 | $3,823 | 0.0% | $47.42 | 0.0% | COMMON | 030420103 |
| — | QIAGEN NV | 140,121 | $3,823 | 0.0% | $24.62 | — | COMMON | N72482107 |
| — | Airgas Inc | 27,600 | $3,818 | 0.0% | $95.47 | — | COMMON | 009363102 |
| — | 58.com Inc | 57,800 | $3,812 | 0.0% | $65.95 | — | ADR | 31680Q104 |
| CHRW | CH Robinson Worldwide Inc | 61,100 | $3,789 | 0.0% | $49.69 | +6.4% | COMMON | 12541W209 |
| WNC | Wabash National Corp | 318,000 | $3,762 | 0.0% | $10.22 | -3.8% | COMMON | 929566107 |
| — | General Cable Corp | 280,000 | $3,760 | 0.0% | $11.90 | — | COMMON | 369300108 |
| GTN | Gray Television Inc | 230,000 | $3,749 | 0.0% | $15.66 | 0.0% | COMMON | 389375106 |
| HBAN | Huntington Bancshares Inc/OH | 338,700 | $3,746 | 0.0% | $4.70 | +56.9% | COMMON | 446150104 |
| SEE | Sealed Air Corp | 83,900 | $3,742 | 0.0% | $19.27 | +102.3% | COMMON | 81211K100 |
| GT | Goodyear Tire & Rubber Company, The | 114,300 | $3,734 | 0.0% | $19.47 | +68.5% | COMMON | 382550101 |
| — | Swift Transportation Co | 270,000 | $3,731 | 0.0% | $19.12 | — | COMMON | 87074U101 |
| CINF | Cincinnati Financial Corp | 62,700 | $3,710 | 0.0% | $33.80 | +32.6% | COMMON | 172062101 |
| HOG | Harley-Davidson Inc | 81,609 | $3,704 | 0.0% | $60.21 | -18.2% | COMMON | 412822108 |
| GBX | Greenbrier Cos Inc/The | 113,500 | $3,702 | 0.0% | $25.60 | 0.0% | COMMON | 393657101 |
| — | Mallinckrodt PLC | 49,336 | $3,682 | 0.0% | $90.15 | — | COMMON | G5785G107 |
| AMG | Affiliated Managers Group Inc | 23,000 | $3,674 | 0.0% | $190.09 | -12.4% | COMMON | 008252108 |
| — | FireEye Inc | 175,000 | $3,630 | 0.0% | $20.74 | — | COMMON | 31816Q101 |
| — | DENTSPLY International Inc | 59,500 | $3,621 | 0.0% | $45.87 | — | COMMON | 249030107 |
| — | Spirit AeroSystems Holdings Inc | 72,000 | $3,605 | 0.0% | $48.34 | — | COMMON | 848574109 |
| — | Cimarex Energy Co | 40,200 | $3,593 | 0.0% | $140.97 | — | COMMON | 171798101 |
| — | Wyndham Worldwide Corp | 49,400 | $3,589 | 0.0% | $57.23 | — | COMMON | 98310W108 |
| LSTR | Landstar System Inc | 61,000 | $3,578 | 0.0% | $58.66 | — | COMMON | 515098101 |
| TKR | Timken Co/The | 125,000 | $3,574 | 0.0% | $31.89 | -5.6% | COMMON | 887389104 |
| EXPD | Expeditors International of Washington Inc | 79,200 | $3,572 | 0.0% | $41.35 | +2.9% | COMMON | 302130109 |
| MTZ | MasTec Inc | 205,000 | $3,563 | 0.0% | $17.42 | +2.0% | COMMON | 576323109 |
| SAIA | Saia Inc | 160,000 | $3,560 | 0.0% | $37.78 | -31.6% | COMMON | 78709Y105 |
| VMI | Valmont Industries Inc | 33,500 | $3,552 | 0.0% | $108.40 | 0.0% | COMMON | 920253101 |
| HII | Huntington Ingalls Industries Inc | 28,000 | $3,552 | 0.0% | $104.11 | -3.1% | COMMON | 446413106 |
| WCC | WESCO International Inc | 81,000 | $3,538 | 0.0% | $69.71 | -35.0% | COMMON | 95082P105 |
| AIT | Applied Industrial Technologies Inc | 87,000 | $3,523 | 0.0% | $33.49 | +4.0% | COMMON | 03820C105 |
| — | Plum Creek Timber Co Inc | 73,800 | $3,522 | 0.0% | $46.67 | — | REIT | 729251108 |
| AWI | Armstrong World Industries Inc | 77,000 | $3,521 | 0.0% | $51.16 | -11.6% | COMMON | 04247X102 |
| — | Chicago Bridge & Iron Co NV | 90,000 | $3,509 | 0.0% | $39.66 | — | COMMON | 167250109 |
| ARCB | ArcBest Corp | 164,000 | $3,508 | 0.0% | $27.54 | -17.8% | COMMON | 03937C105 |
| TRN | Trinity Industries Inc | 146,000 | $3,507 | 0.0% | $13.69 | -1.8% | COMMON | 896522109 |
| CHKP | Check Point Software Technologies Ltd | 42,956 | $3,496 | 0.0% | $82.92 | 0.0% | COMMON | M22465104 |
| — | Masonite International Corp | 57,000 | $3,490 | 0.0% | $61.23 | — | COMMON | 575385109 |
| OC | Owens Corning | 74,000 | $3,480 | 0.0% | $44.07 | +4.2% | COMMON | 690742101 |
| WAB | Wabtec Corp/DE | 48,500 | $3,449 | 0.0% | $75.32 | 0.0% | COMMON | 929740108 |
| CNO | CNO Financial Group Inc | 180,658 | $3,449 | 0.0% | $12.94 | +20.8% | COMMON | 12621E103 |
| UNM | Unum Group | 103,500 | $3,446 | 0.0% | $30.88 | +11.7% | COMMON | 91529Y106 |
| APOG | Apogee Enterprises Inc | 79,000 | $3,437 | 0.0% | $42.83 | -7.6% | COMMON | 037598109 |
| AES | AES Corp/VA | 358,603 | $3,432 | 0.0% | $8.29 | -17.0% | COMMON | 00130H105 |
| — | Roadrunner Transportation Systems Inc | 363,000 | $3,423 | 0.0% | $9.43 | — | COMMON | 76973Q105 |
| LECO | Lincoln Electric Holdings Inc | 65,500 | $3,399 | 0.0% | $66.25 | -16.0% | COMMON | 533900106 |
| JBLU | JetBlue Airways Corp | 150,000 | $3,398 | 0.0% | $24.91 | 0.0% | COMMON | 477143101 |
| MLI | Mueller Industries Inc | 125,000 | $3,388 | 0.0% | $12.49 | -2.2% | COMMON | 624756102 |
| CTAS | Cintas Corp | 37,200 | $3,387 | 0.0% | $9.70 | +111.4% | COMMON | 172908105 |
| EQT | EQT Corp | 64,818 | $3,379 | 0.0% | $42.34 | -27.1% | COMMON | 26884L109 |
| EPHE | iShares MSCI Philippines ETF | 100,000 | $3,374 | 0.0% | $33.74 | — | ETF | 46429B408 |
| HUBG | Hub Group Inc | 101,500 | $3,344 | 0.0% | $18.64 | 0.0% | COMMON | 443320106 |
| MOG/A | Moog Inc | 55,000 | $3,333 | 0.0% | $59.48 | -3.7% | COMMON | 615394202 |
| — | Varian Medical Systems Inc | 41,200 | $3,329 | 0.0% | $86.52 | — | COMMON | 92220P105 |
| FCX | Freeport-McMoRan Inc | 491,400 | $3,327 | 0.0% | $23.27 | -62.9% | COMMON | 35671D857 |
| NTAP | NetApp Inc | 124,308 | $3,298 | 0.0% | $26.54 | -9.2% | COMMON | 64110D104 |
| — | MRC Global Inc | 254,000 | $3,277 | 0.0% | $11.15 | — | COMMON | 55345K103 |
| — | New Oriental Education & Technology Group Inc | 104,300 | $3,272 | 0.0% | $31.37 | — | ADR | 647581107 |
| — | Marin Software Inc | 910,000 | $3,258 | 0.0% | $6.44 | — | COMMON | 56804T106 |
| KMT | Kennametal Inc | 169,000 | $3,245 | 0.0% | $24.06 | -19.1% | COMMON | 489170100 |
| BVN | Cia de Minas Buenaventura SAA | 756,729 | $3,239 | 0.0% | $12.44 | — | ADR | 204448104 |
| PH | Parker-Hannifin Corp | 32,800 | $3,181 | 0.0% | $87.79 | -1.9% | COMMON | 701094104 |
| CMA | Comerica Inc | 75,104 | $3,142 | 0.0% | $25.52 | +15.6% | COMMON | 200340107 |
| DRI | Darden Restaurants Inc | 49,000 | $3,118 | 0.0% | $32.20 | +35.3% | COMMON | 237194105 |
| CTRA | Cabot Oil & Gas Corp | 175,900 | $3,112 | 0.0% | $24.69 | -41.0% | COMMON | 127097103 |
| QRVO | Qorvo Inc | 60,100 | $3,059 | 0.0% | $77.52 | -34.0% | COMMON | 74736K101 |
| — | Cablevision Systems Corp | 94,600 | $3,018 | 0.0% | $17.04 | — | COMMON | 12686C109 |
| — | Aerohive Networks Inc | 590,000 | $3,015 | 0.0% | $6.64 | — | COMMON | 007786106 |
| — | Cerner Corp | 49,480 | $2,977 | 0.0% | $77.32 | — | COMMON | 156782104 |
| LNG | Cheniere Energy Inc | 79,700 | $2,969 | 0.0% | $45.56 | 0.0% | COMMON | 16411R208 |
| NRG | NRG Energy Inc | 250,850 | $2,953 | 0.0% | $16.36 | -38.0% | COMMON | 629377508 |
| — | Jive Software Inc | 723,286 | $2,951 | 0.0% | $9.45 | — | COMMON | 47760A108 |
| WU | Western Union Co, The | 164,770 | $2,951 | 0.0% | $17.91 | — | COMMON | 959802109 |
| — | Yamana Gold Inc | 1,588,260 | $2,938 | 0.0% | $2.45 | — | COMMON | 98462Y100 |
| FFIV | F5 Networks Inc | 29,900 | $2,899 | 0.0% | $113.71 | -4.9% | COMMON | 315616102 |
| ALL | Allstate Corp, The | 46,476 | $2,886 | 0.0% | $41.77 | +19.1% | COMMON | 020002101 |
| — | Nordstrom Inc | 57,800 | $2,879 | 0.0% | $71.95 | — | COMMON | 655664100 |
| URI | United Rentals Inc | 39,500 | $2,865 | 0.0% | $91.48 | -23.5% | COMMON | 911363109 |
| NDAQ | NASDAQ OMX Group Inc, The | 48,900 | $2,845 | 0.0% | $8.32 | +94.2% | COMMON | 631103108 |
| — | Harman International Industries Inc | 30,200 | $2,845 | 0.0% | $76.67 | — | COMMON | 413086109 |
| — | Express Scripts Holding Co | 32,469 | $2,838 | 0.0% | $78.69 | — | COMMON | 30219G108 |
| IRM | Iron Mountain Inc | 104,932 | $2,834 | 0.0% | $19.28 | -14.1% | REIT | 46284V101 |
| THG | Hanover Insurance Group Inc/The | 34,741 | $2,826 | 0.0% | $59.00 | +4.9% | COMMON | 410867105 |
| — | FMC Technologies Inc | 96,900 | $2,811 | 0.0% | $34.02 | — | COMMON | 30249U101 |
| RL | Ralph Lauren Corp | 25,000 | $2,787 | 0.0% | $138.80 | -30.4% | COMMON | 751212101 |
| — | Discovery Communications Inc | 109,639 | $2,765 | 0.0% | $37.28 | — | COMMON | 25470F302 |
| — | Lions Gate Entertainment Corp | 85,000 | $2,753 | 0.0% | $32.39 | — | COMMON | 535919203 |
| — | TECO Energy Inc | 100,000 | $2,665 | 0.0% | $24.84 | — | COMMON | 872375100 |
| — | Apartment Investment & Management Co | 66,500 | $2,662 | 0.0% | $30.04 | — | REIT | 03748R101 |
| RHI | Robert Half International Inc | 56,400 | $2,659 | 0.0% | $54.27 | -7.1% | COMMON | 770323103 |
| NI | NiSource Inc | 135,500 | $2,644 | 0.0% | $11.39 | +22.5% | COMMON | 65473P105 |
| — | Ingersoll-Rand PLC | 47,500 | $2,626 | 0.0% | $56.47 | — | COMMON | G47791101 |
| PGR | Progressive Corp, The | 81,737 | $2,599 | 0.0% | $22.26 | +5.2% | COMMON | 743315103 |
| — | Entree Gold Inc | 12,381,400 | $2,585 | 0.0% | $0.34 | — | COMMON | 29383G100 |
| PVH | PVH Corp | 35,100 | $2,585 | 0.0% | $109.59 | -20.5% | COMMON | 693656100 |
| — | Nielsen Holdings PLC | 54,800 | $2,554 | 0.0% | $45.35 | — | COMMON | G6518L108 |
| RVTY | PerkinElmer Inc | 47,600 | $2,550 | 0.0% | $31.82 | +55.2% | COMMON | 714046109 |
| — | Hess Corp | 52,200 | $2,531 | 0.0% | $66.49 | — | COMMON | 42809H107 |
| LNT | Alliant Energy Corp | 40,164 | $2,508 | 0.0% | $21.84 | 0.0% | COMMON | 018802108 |
| — | EXCO Resources Inc | 2,000,000 | $2,480 | 0.0% | $1.18 | — | COMMON | 269279402 |
| — | Bed Bath & Beyond Inc | 50,900 | $2,456 | 0.0% | $48.25 | — | COMMON | 075896100 |
| HP | Helmerich & Payne Inc | 45,779 | $2,451 | 0.0% | $55.31 | 0.0% | COMMON | 423452101 |
| AER | AerCap Holdings NV | 56,300 | $2,430 | 0.0% | $46.65 | -11.6% | COMMON | N00985106 |
| AVY | Avery Dennison Corp | 38,700 | $2,425 | 0.0% | $33.32 | +57.3% | COMMON | 053611109 |
| PHM | PulteGroup Inc | 135,100 | $2,407 | 0.0% | $17.74 | -7.3% | COMMON | 745867101 |
| WYNN | Wynn Resorts Ltd | 34,500 | $2,387 | 0.0% | $130.84 | -55.2% | COMMON | 983134107 |
| ZION | Zions Bancorporation | 86,811 | $2,370 | 0.0% | $26.49 | +8.4% | COMMON | 989701107 |
| FLS | Flowserve Corp | 55,600 | $2,340 | 0.0% | $57.45 | -37.2% | COMMON | 34354P105 |
| — | Frontier Communications Corp | 496,593 | $2,319 | 0.0% | $4.17 | — | COMMON | 35906A108 |
| — | ADT Corp, The | 70,150 | $2,314 | 0.0% | $37.25 | — | COMMON | 00101J106 |
| — | Red Hat Inc | 27,700 | $2,294 | 0.0% | $82.82 | — | COMMON | 756577102 |
| AIZ | Assurant Inc | 28,000 | $2,255 | 0.0% | $67.32 | 0.0% | COMMON | 04621X108 |
| — | Newfield Exploration Co | 68,700 | $2,237 | 0.0% | $24.82 | — | COMMON | 651290108 |
| FMC | FMC Corp | 56,800 | $2,223 | 0.0% | $40.62 | -33.2% | COMMON | 302491303 |
| — | Scripps Networks Interactive Inc | 40,200 | $2,219 | 0.0% | $53.74 | — | COMMON | 811065101 |
| — | Qunar Cayman Islands Ltd | 41,800 | $2,205 | 0.0% | $52.75 | — | ADR | 74906P104 |
| — | Mobileye NV | 51,500 | $2,177 | 0.0% | $42.27 | — | COMMON | N51488117 |
| NWSA | News Corp | 162,175 | $2,167 | 0.0% | $14.03 | -10.9% | COMMON | 65249B109 |
| FSLR | First Solar Inc | 32,200 | $2,125 | 0.0% | $45.32 | +23.7% | COMMON | 336433107 |
| — | Hertz Global Holdings Inc | 138,476 | $1,971 | 0.0% | $14.23 | — | COMMON | 42805T105 |
| AN | AutoNation Inc | 32,400 | $1,933 | 0.0% | $61.90 | 0.0% | COMMON | 05329W102 |
| RYAAY | Ryanair Holdings PLC | 21,785 | $1,884 | 0.0% | $78.29 | — | ADR | 783513203 |
| GRMN | Garmin Ltd | 50,200 | $1,866 | 0.0% | $27.28 | 0.0% | COMMON | H2906T109 |
| OGE | OGE Energy Corp | 70,808 | $1,862 | 0.0% | $26.84 | 0.0% | COMMON | 670837103 |
| EWZ | iShares MSCI Brazil Capped ETF | 89,100 | $1,843 | 0.0% | $25.06 | — | ETF | 464286400 |
| EXR | Extra Space Storage Inc | 20,844 | $1,839 | 0.0% | $45.68 | +23.2% | REIT | 30225T102 |
| CUBE | CubeSmart | 58,365 | $1,787 | 0.0% | $23.15 | — | REIT | 229663109 |
| RRC | Range Resources Corp | 72,000 | $1,772 | 0.0% | $75.48 | -60.7% | COMMON | 75281A109 |
| — | Calpine Corp | 121,319 | $1,755 | 0.0% | $14.47 | — | COMMON | 131347304 |
| — | CSRA Inc | 58,500 | $1,755 | 0.0% | $30.00 | — | COMMON | 12650T104 |
| PBI | Pitney Bowes Inc | 83,800 | $1,730 | 0.0% | $15.94 | +29.7% | COMMON | 724479100 |
| — | Accuride Corp | 1,012,599 | $1,681 | 0.0% | $4.03 | — | COMMON | 00439T206 |
| — | FLIR Systems Inc | 58,700 | $1,648 | 0.0% | $26.98 | — | COMMON | 302445101 |
| — | Patterson Cos Inc | 35,500 | $1,605 | 0.0% | $41.26 | — | COMMON | 703395103 |
| — | Dun & Bradstreet Corp, The | 15,400 | $1,601 | 0.0% | $99.66 | — | COMMON | 26483E100 |
| — | iShares MSCI Malaysia ETF | 200,000 | $1,548 | 0.0% | $7.74 | — | ETF | 464286830 |
| MUR | Murphy Oil Corp | 68,700 | $1,542 | 0.0% | $34.50 | -46.7% | COMMON | 626717102 |
| TAL | TAL Education Group | 33,000 | $1,534 | 0.0% | $46.48 | — | ADR | 874080104 |
| WHR | Whirlpool Corp | 10,200 | $1,498 | 0.0% | $155.14 | 0.0% | COMMON | 963320106 |
| TDC | Teradata Corp | 56,527 | $1,493 | 0.0% | $53.87 | -47.6% | COMMON | 88076W103 |
| — | Foot Locker Inc | 22,600 | $1,471 | 0.0% | $65.09 | — | COMMON | 344849104 |
| — | SouFun Holdings Ltd | 195,400 | $1,444 | 0.0% | $7.39 | — | ADR | 836034108 |
| — | YY Inc | 22,900 | $1,431 | 0.0% | $62.49 | — | ADR | 98426T106 |
| — | Harvest Natural Resources Inc | 3,238,100 | $1,376 | 0.0% | $4.86 | — | COMMON | 41754V103 |
| — | Viacom Inc | 30,000 | $1,320 | 0.0% | $68.70 | — | COMMON | 92553P102 |
| — | Israel Chemicals Ltd | 323,215 | $1,313 | 0.0% | $7.06 | — | COMMON | M5920A109 |
| — | JC Penney Co Inc | 197,000 | $1,312 | 0.0% | $9.29 | — | COMMON | 708160106 |
| R | Ryder System Inc | 22,700 | $1,290 | 0.0% | $69.63 | -5.1% | COMMON | 783549108 |
| EL | Estee Lauder Cos Inc, The | 14,600 | $1,286 | 0.0% | $74.79 | 0.0% | COMMON | 518439104 |
| THC | Tenet Healthcare Corp | 42,400 | $1,285 | 0.0% | $46.23 | -29.1% | COMMON | 88033G407 |
| GME | GameStop Corp | 44,852 | $1,258 | 0.0% | $6.27 | +17.9% | COMMON | 36467W109 |
| — | Owens-Illinois Inc | 68,400 | $1,192 | 0.0% | $24.54 | — | COMMON | 690768403 |
| — | Seagate Technology PLC | 32,100 | $1,177 | 0.0% | $41.21 | — | COMMON | G7945M107 |
| — | SemGroup Corp | 40,000 | $1,154 | 0.0% | $65.78 | — | COMMON | 81663A105 |
| EMR | Emerson Electric Co | 23,300 | $1,114 | 0.0% | $41.90 | -12.9% | COMMON | 291011104 |
| — | Marathon Oil Corp | 87,900 | $1,107 | 0.0% | $34.58 | — | COMMON | 565849106 |
| UAA | Under Armour Inc | 13,600 | $1,096 | 0.0% | $30.80 | +48.1% | COMMON | 904311107 |
| UHAL | AMERCO | 2,794 | $1,088 | 0.0% | $40.42 | 0.0% | COMMON | 023586100 |
| MLCO | Melco Crown Entertainment Ltd | 60,288 | $1,013 | 0.0% | $16.80 | — | ADR | 585464100 |
| URBN | Urban Outfitters Inc | 43,245 | $984 | 0.0% | $41.00 | -37.0% | COMMON | 917047102 |
| RIG | Transocean Ltd | 75,693 | $962 | 0.0% | $14.42 | 0.0% | COMMON | H8817H100 |
| — | Harris Corp | 10,900 | $947 | 0.0% | $86.88 | — | COMMON | 413875105 |
| — | Brightcove Inc | 150,000 | $930 | 0.0% | $8.88 | — | COMMON | 10921T101 |
| — | Synergy Resources Corp | 100,000 | $852 | 0.0% | $9.80 | — | COMMON | 87164P103 |
| OPK | OPKO Health Inc | 84,201 | $846 | 0.0% | $13.24 | -24.3% | COMMON | 68375N103 |
| — | WABCO Holdings Inc | 8,000 | $818 | 0.0% | $102.25 | — | COMMON | 92927K102 |
| — | CONSOL Energy Inc | 97,365 | $769 | 0.0% | $27.10 | — | COMMON | 20854P109 |
| — | Taro Pharmaceutical Industries Ltd | 4,800 | $742 | 0.0% | $154.58 | — | COMMON | M8737E108 |
| — | Argos Therapeutics Inc | 317,900 | $734 | 0.0% | $10.00 | — | COMMON | 040221103 |
| SNA | Snap-on Inc | 4,200 | $720 | 0.0% | $130.90 | 0.0% | COMMON | 833034101 |
| EFA | iShares MSCI EAFE ETF | 11,780 | $692 | 0.0% | $64.17 | — | ETF | 464287465 |
| DOV | Dover Corp | 10,900 | $668 | 0.0% | $43.31 | -1.7% | COMMON | 260003108 |
| FOSL | Fossil Group Inc | 17,600 | $643 | 0.0% | $77.68 | -41.3% | COMMON | 34988V106 |
| — | Diamond Offshore Drilling Inc | 27,400 | $578 | 0.0% | $49.63 | — | COMMON | 25271C102 |
| NAVI | Navient Corp | 46,299 | $530 | 0.0% | $12.78 | -4.1% | COMMON | 63938C108 |
| HAS | Hasbro Inc | 7,697 | $518 | 0.0% | $54.87 | -4.6% | COMMON | 418056107 |
| PNR | Pentair PLC | 9,674 | $479 | 0.0% | $30.91 | 0.0% | COMMON | G7S00T104 |
| GAP | Gap Inc, The | 17,400 | $430 | 0.0% | $26.79 | -30.6% | COMMON | 364760108 |
| LEN | Lennar Corp | 7,216 | $353 | 0.0% | $43.35 | 0.0% | COMMON | 526057104 |
| — | Qlik Technologies Inc | 1,400 | $245 | 0.0% | $28.29 | — | Call | 74733T105 |
| — | Amplify Snack Brands Inc | 18,500 | $213 | 0.0% | $10.70 | — | COMMON | 03211L102 |
| CVLT | CommVault Systems Inc | 1,500 | $126 | 0.0% | $37.34 | +4.7% | Call | 204166102 |
| — | Cornerstone OnDemand Inc | 1,500 | $90 | 0.0% | $36.15 | — | Call | 21925Y103 |
| ACN | Accenture PLC | 500 | $44 | 0.0% | $66.56 | +35.2% | Put | G1151C101 |
| LNG | Cheniere Energy Inc | 10,000 | $35 | 0.0% | $45.56 | 0.0% | Call | 16411R208 |
| — | Kinder Morgan Inc/DE | 384,000 | $23 | 0.0% | $2.78 | — | WARRANT | 49456B119 |