0001140361-16-064007.txt : 20160509
0001140361-16-064007.hdr.sgml : 20160509
20160509125529
ACCESSION NUMBER: 0001140361-16-064007
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160331
FILED AS OF DATE: 20160509
DATE AS OF CHANGE: 20160509
EFFECTIVENESS DATE: 20160509
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: OLD MUTUAL CUSTOMISED SOLUTIONS (PROPRIETARY) LTD
CENTRAL INDEX KEY: 0001463524
IRS NUMBER: 421767799
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-15017
FILM NUMBER: 161630807
BUSINESS ADDRESS:
STREET 1: MUTUAL PARK
STREET 2: JAN SMUTS DRIVE
CITY: PINELANDS
STATE: T3
ZIP: 7405
BUSINESS PHONE: 27 21 509 5022
MAIL ADDRESS:
STREET 1: MUTUAL PARK
STREET 2: JAN SMUTS DRIVE
CITY: PINELANDS
STATE: T3
ZIP: 7405
FORMER COMPANY:
FORMER CONFORMED NAME: Old Mutual Global Index Trackers (Proprietary) LTD
DATE OF NAME CHANGE: 20090506
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001463524
XXXXXXXX
03-31-2016
03-31-2016
OLD MUTUAL CUSTOMISED SOLUTIONS (PROPRIETARY) LTD
MUTUAL PARK
JAN SMUTS DRIVE
PINELANDS
T3
7405
13F HOLDINGS REPORT
028-15017
N
Brett W. Pohl
Chief Compliance Officer
617-482-6400
Brett W. Pohl
Boston
MA
05-06-2016
0
708
385940
false
INFORMATION TABLE
2
form13fInfoTable.xml
AFLAC
COM
001055102
909
14400
SH
SOLE
14400
0
0
AGCO CORP
COM
001084102
253
5100
SH
SOLE
5100
0
0
AGL RES INC
COM
001204106
98
1500
SH
SOLE
1500
0
0
ABBOTT LABORATORIES
COM
002824100
569
13600
SH
SOLE
13600
0
0
ADVANCED MICRO DEV
COM
007903107
69
24100
SH
SOLE
24100
0
0
AGNICO EAGLE MINES LTD
COM
008474108
291
8000
SH
SOLE
8000
0
0
AGRIUM
COM
008916108
434
4900
SH
SOLE
4900
0
0
AIR PRODUCTS AND CHEMCOM
COM
009158106
706
4900
SH
SOLE
4900
0
0
ALBEMARLE CORP
COM
012653101
90
1400
SH
SOLE
1400
0
0
ALCOA
COM
013817101
172
18000
SH
SOLE
18000
0
0
ALEXANDRIA RL EST
COM
015271109
218
2400
SH
SOLE
2400
0
0
ALEXION PHARMACEUTICALS I
COM
015351109
487
3500
SH
SOLE
3500
0
0
ALLIANT ENERGY
COM
018802108
178
2400
SH
SOLE
2400
0
0
ALLSTATE CORP
COM
020002101
478
7100
SH
SOLE
7100
0
0
AMAZON.COM
COM
023135106
416
700
SH
SOLE
700
0
0
AMEREN CORP
COM
023608102
90
1800
SH
SOLE
1800
0
0
AMERICAN ELEC POWER COM
COM
025537101
252
3800
SH
SOLE
3800
0
0
AMERICAN EXPRESS COM
COM
025816109
1510
24600
SH
SOLE
24600
0
0
AMERICAN INTL GROUP
COM
026874784
1308
24200
SH
SOLE
24200
0
0
AMERICAN WTR WKS CO INC N
COM
030420103
345
5000
SH
SOLE
5000
0
0
AMETEK INC NEW
COM
031100100
292
5850
SH
SOLE
5850
0
0
AMGEN CORP
COM
031162100
2249
15000
SH
SOLE
15000
0
0
ANADARKO PETROLEUM
COM
032511107
587
12600
SH
SOLE
12600
0
0
ANALOG DEVICES
COM
032654105
462
7800
SH
SOLE
7800
0
0
ANIXTER INTL INC
COM
035290105
57
1100
SH
SOLE
1100
0
0
ANNALY CAPITAL MANAGEMENT
COM
035710409
343
33400
SH
SOLE
33400
0
0
ANTHEM INC
COM
036752103
1181
8500
SH
SOLE
8500
0
0
Apache Corp
COM
037411105
898
18400
SH
SOLE
18400
0
0
APOLLO EDUCATION GRP INC
COM
037604105
58
7000
SH
SOLE
7000
0
0
APPLE INC.
COM
037833100
3466
31800
SH
SOLE
31800
0
0
APPLIED MATERIALS
COM
038222105
538
25400
SH
SOLE
25400
0
0
ARCHER DANIELS MIDLAND
COM
039483102
730
20100
SH
SOLE
20100
0
0
ARROW ELECTRONICS
COM
042735100
348
5400
SH
SOLE
5400
0
0
ASBURY AUTOMOTIVE GROUP I
COM
043436104
102
1700
SH
SOLE
1700
0
0
ASHLAND INC
COM
044209104
209
1900
SH
SOLE
1900
0
0
ATWOOD OCEANICS INC
COM
050095108
13
1400
SH
SOLE
1400
0
0
AUTODESK
COM
052769106
198
3400
SH
SOLE
3400
0
0
AUTOLIV
COM
052800109
273
2300
SH
SOLE
2300
0
0
AUTOMATIC DATA PROCESS
COM
053015103
700
7800
SH
SOLE
7800
0
0
AUTOZONE
COM
053332102
558
700
SH
SOLE
700
0
0
AVALONBAY COMMUNITIES INC
COM
053484101
628
3300
SH
SOLE
3300
0
0
AVERY DENNISON CORP
COM
053611109
324
4500
SH
SOLE
4500
0
0
AVIS BUDGET GROUP
COM
053774105
137
5000
SH
SOLE
5000
0
0
AVNET
COM
053807103
155
3500
SH
SOLE
3500
0
0
AVON PRODUCTS
COM
054303102
166
34600
SH
SOLE
34600
0
0
BB&T CORPORATION
COM
054937107
749
22500
SH
SOLE
22500
0
0
BAKER HUGHES INC
COM
057224107
666
15200
SH
SOLE
15200
0
0
BALL CORP
COM
058498106
371
5200
SH
SOLE
5200
0
0
BANK OF AMERICA
COM
060505104
2534
187400
SH
SOLE
187400
0
0
BANK HAWAII CORP
COM
062540109
246
3600
SH
SOLE
3600
0
0
BANK OF MONTREAL
COM
063671101
1402
22985
SH
SOLE
22985
0
0
BANK OF NEW YORK MELLON
COM
064058100
1086
29500
SH
SOLE
29500
0
0
BANK OF NOVA SCOTIA
COM
064149107
2071
42200
SH
SOLE
42200
0
0
C R BARD INC
COM
067383109
122
600
SH
SOLE
600
0
0
BARRICK GOLD CORP
COM
067901108
322
23600
SH
SOLE
23600
0
0
BAXTER INTL
COM
071813109
308
7500
SH
SOLE
7500
0
0
BECTON DICKINSON AND CO
COM
075887109
738
4864
SH
SOLE
4864
0
0
BED BATH BEYOND
COM
075896100
352
7100
SH
SOLE
7100
0
0
BERKLEY W R
COM
084423102
129
2300
SH
SOLE
2300
0
0
BERKSHIRE HATHAWAY -CL A
COM
084670108
1067
5
SH
SOLE
5
0
0
BERKSHIRE HATHAWAY B
COM
084670702
4526
31900
SH
SOLE
31900
0
0
BEST BUY COMPANY
COM
086516101
425
13100
SH
SOLE
13100
0
0
BIG LOTS INC
COM
089302103
122
2700
SH
SOLE
2700
0
0
H&R BLOCK INC
COM
093671105
119
4500
SH
SOLE
4500
0
0
BOEING
COM
097023105
647
5100
SH
SOLE
5100
0
0
BORGWARNER INC
COM
099724106
204
5300
SH
SOLE
5300
0
0
BOSTON PROPERTY
COM
101121101
394
3100
SH
SOLE
3100
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
198
10500
SH
SOLE
10500
0
0
BRANDYWINE RLTY TR
COM
105368203
90
6400
SH
SOLE
6400
0
0
BRINKS CO/THE
COM
109696104
101
3000
SH
SOLE
3000
0
0
BRISTOL MYERS SQUIBB
COM
110122108
2153
33700
SH
SOLE
33700
0
0
BROOKFIELD ASST MAN CL A
COM
112585104
377
10800
SH
SOLE
10800
0
0
BROWN-FORMAN B
COM
115637209
118
1200
SH
SOLE
1200
0
0
CBL & ASSOC PROP
COM
124830100
36
3000
SH
SOLE
3000
0
0
CBS
COM
124857202
320
5800
SH
SOLE
5800
0
0
CF INDS HLDGS INC
COM
125269100
204
6500
SH
SOLE
6500
0
0
CIGNA CORP
COM
125509109
823
6000
SH
SOLE
6000
0
0
CIT GROUP INC
COM
125581801
130
4200
SH
SOLE
4200
0
0
CMS ENERGY CORP
COM
125896100
429
10100
SH
SOLE
10100
0
0
CSX CORP
COM
126408103
651
25300
SH
SOLE
25300
0
0
CVS CAREMARK CORP USD
COM
126650100
954
9200
SH
SOLE
9200
0
0
CALPINE CORP
COM
131347304
109
7200
SH
SOLE
7200
0
0
CAMDEN PROP TR
COM
133131102
252
3000
SH
SOLE
3000
0
0
CAMPBELL SOUP CAP
COM
134429109
134
2100
SH
SOLE
2100
0
0
CANADIAN IMPER BNK OF COM
COM
136069101
1118
14900
SH
SOLE
14900
0
0
CANADIAN NATIONAL RAILWAY
COM
136375102
1079
17200
SH
SOLE
17200
0
0
CANADIAN NAT RESOURCES
COM
136385101
557
20500
SH
SOLE
20500
0
0
CARE CAPITAL PROP INC
COM
141624106
119
4425
SH
SOLE
4425
0
0
CARLISLE COS INC
COM
142339100
139
1400
SH
SOLE
1400
0
0
CARMAX GROUP
COM
143130102
301
5900
SH
SOLE
5900
0
0
CARNIVAL CORP A
COM
143658300
269
5100
SH
SOLE
5100
0
0
CATERPILLAR
COM
149123101
1493
19500
SH
SOLE
19500
0
0
CELANESE CORP DEL
COM
150870103
262
4000
SH
SOLE
4000
0
0
CELGENE CORP
COM
151020104
1331
13300
SH
SOLE
13300
0
0
CENTURYLINK
COM
156700106
741
23200
SH
SOLE
23200
0
0
CERNER CORP
COM
156782104
344
6500
SH
SOLE
6500
0
0
THE CHEMOURS COMPANY
COM
163851108
16
2240
SH
SOLE
2240
0
0
CHESAPEAKE ENERGY
COM
165167107
511
124000
SH
SOLE
124000
0
0
CHEVRON CORP
COM
166764100
4064
42600
SH
SOLE
42600
0
0
CHICAGO BRID & IRON CO NV
COM
167250109
91
2483
SH
SOLE
2483
0
0
CHURCH & DWIGHT INC
COM
171340102
157
1700
SH
SOLE
1700
0
0
CIMAREX ENERGY CO
COM
171798101
136
1400
SH
SOLE
1400
0
0
CINCINNATI FIN CP
COM
172062101
163
2500
SH
SOLE
2500
0
0
CINTAS CORP
COM
172908105
207
2300
SH
SOLE
2300
0
0
CITIGROUP
COM
172967424
2580
61800
SH
SOLE
61800
0
0
CITIZENS FINANCIAL GROUP
COM
174610105
327
15600
SH
SOLE
15600
0
0
CITRIX SYSTEMS
COM
177376100
181
2300
SH
SOLE
2300
0
0
CLOROX
COM
189054109
441
3500
SH
SOLE
3500
0
0
COCA-COLA CO
COM
191216100
1118
24100
SH
SOLE
24100
0
0
COGNIZANT TECH SOLUTIONS
COM
192446102
821
13100
SH
SOLE
13100
0
0
COLGATE-PALMOLIVE CO
COM
194162103
1307
18500
SH
SOLE
18500
0
0
COLUMBIA PIPELINE GRP INC
COM
198280109
269
10700
SH
SOLE
10700
0
0
COMERICA
COM
200340107
246
6500
SH
SOLE
6500
0
0
COMMERCE BANCSHARES INC
COM
200525103
202
4496
SH
SOLE
4496
0
0
COMMERCIAL METALS CO
COM
201723103
119
7000
SH
SOLE
7000
0
0
COMMUNITY HEALTH SYSTEMS
COM
203668108
95
5117
SH
SOLE
5117
0
0
CIA DE MINAS BUENAVENTUR
COM
204448104
199
27100
SH
SOLE
27100
0
0
COMPUTER SCIENCES
COM
205363104
158
4600
SH
SOLE
4600
0
0
CONAGRA FOODS
COM
205887102
607
13600
SH
SOLE
13600
0
0
CONS EDISON HOLDING
COM
209115104
421
5500
SH
SOLE
5500
0
0
CONTINENTAL RESOURCES OK
COM
212015101
46
1500
SH
SOLE
1500
0
0
CORNING
COM
219350105
646
30900
SH
SOLE
30900
0
0
CRANE CO
COM
224399105
92
1700
SH
SOLE
1700
0
0
CRESUD S.A.-SPONS ADR
COM
226406106
1991
171028
SH
SOLE
171028
0
0
CROWN HOLDINGS INC
COM
228368106
203
4100
SH
SOLE
4100
0
0
CULLEN FROST BANKERS INC
COM
229899109
149
2700
SH
SOLE
2700
0
0
CUMMINS INC
COM
231021106
605
5500
SH
SOLE
5500
0
0
DCT INDUSTRIAL TRUST INC
COM
233153204
116
2950
SH
SOLE
2950
0
0
DTE ENERGY
COM
233331107
363
4000
SH
SOLE
4000
0
0
DANA HOLDING CORP
COM
235825205
80
5700
SH
SOLE
5700
0
0
DANAHER CORP
COM
235851102
1195
12600
SH
SOLE
12600
0
0
DARDEN RESTAURANTS
COM
237194105
305
4600
SH
SOLE
4600
0
0
DEAN FOODS CO
COM
242370203
152
8750
SH
SOLE
8750
0
0
DEERE & CO
COM
244199105
739
9600
SH
SOLE
9600
0
0
DELTA AIR LINES
COM
247361702
302
6200
SH
SOLE
6200
0
0
DENBURY RES INC
COM
247916208
223
100500
SH
SOLE
100500
0
0
DIGITAL REALTY TRUST INC
COM
253868103
212
2400
SH
SOLE
2400
0
0
DISNEY (WALT) COMPANY
COM
254687106
3188
32100
SH
SOLE
32100
0
0
DISCOVER FINANCIAL SERVCS
COM
254709108
606
11900
SH
SOLE
11900
0
0
DOLLAR GENERAL CORP
COM
256677105
274
3200
SH
SOLE
3200
0
0
DOLLAR TREE
COM
256746108
177
2147
SH
SOLE
2147
0
0
DOMTAR CORP
COM
257559203
113
2800
SH
SOLE
2800
0
0
DONNELLEY (RR) & SONS
COM
257867101
166
10100
SH
SOLE
10100
0
0
DOVER CORP
COM
260003108
251
3900
SH
SOLE
3900
0
0
DOW CHEMICAL
COM
260543103
844
16600
SH
SOLE
16600
0
0
DU PONT DE NEMOURS
COM
263534109
608
9600
SH
SOLE
9600
0
0
DUKE REALTY CORP
COM
264411505
282
12500
SH
SOLE
12500
0
0
EMC CORP
COM
268648102
1183
44400
SH
SOLE
44400
0
0
E TRADE FINANCIAL CORP
COM
269246401
181
7400
SH
SOLE
7400
0
0
EASTMAN CHEMICAL
COM
277432100
303
4200
SH
SOLE
4200
0
0
EATON VANCE CORP
COM
278265103
91
2700
SH
SOLE
2700
0
0
EBAY INC
COM
278642103
169
7100
SH
SOLE
7100
0
0
ECOLAB
COM
278865100
625
5600
SH
SOLE
5600
0
0
EDISON INTERNATIONAL
COM
281020107
697
9700
SH
SOLE
9700
0
0
EMERSON ELECTRIC CO
COM
291011104
462
8500
SH
SOLE
8500
0
0
ENCANA CORPORATION
COM
292505104
609
99500
SH
SOLE
99500
0
0
ENERPLUS CORP
COM
292766102
72
18400
SH
SOLE
18400
0
0
EQUIFAX
COM
294429105
457
4000
SH
SOLE
4000
0
0
COMMONWEALTH REIT
COM
294628102
288
10200
SH
SOLE
10200
0
0
ESSENDANT INC
COM
296689102
80
2500
SH
SOLE
2500
0
0
EXPEDITORS INT WASHINGTON
COM
302130109
161
3300
SH
SOLE
3300
0
0
FASTENAL CO
COM
311900104
201
4100
SH
SOLE
4100
0
0
FED RLTY INV TR
COM
313747206
172
1100
SH
SOLE
1100
0
0
FIFTH THIRD BANCORP
COM
316773100
242
14500
SH
SOLE
14500
0
0
FIRST HORIZON NATIONAL CO
COM
320517105
106
8100
SH
SOLE
8100
0
0
FIRST SOLAR INC
COM
336433107
157
2300
SH
SOLE
2300
0
0
FISERV INC
COM
337738108
10
100
SH
SOLE
100
0
0
FIRSTENERGY CORP.
COM
337932107
464
12900
SH
SOLE
12900
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
164
1100
SH
SOLE
1100
0
0
FLUOR CORP
COM
343412102
226
4200
SH
SOLE
4200
0
0
FOOT LOCKER INC
COM
344849104
90
1400
SH
SOLE
1400
0
0
FORD MOTOR
COM
345370860
1814
134400
SH
SOLE
134400
0
0
FRANCO NEVADA CORP
COM
351858105
173
2800
SH
SOLE
2800
0
0
FRANKLIN RESOURCES
COM
354613101
320
8200
SH
SOLE
8200
0
0
GATX CORP
COM
361448103
62
1300
SH
SOLE
1300
0
0
ARTHUR J GALLAGHER & CO
COM
363576109
138
3100
SH
SOLE
3100
0
0
GAP
COM
364760108
285
9700
SH
SOLE
9700
0
0
GARTNER GROUP NEW
COM
366651107
98
1100
SH
SOLE
1100
0
0
GENERAL CABLE CORP DEL NE
COM
369300108
132
10800
SH
SOLE
10800
0
0
GENERAL DYNAMICS CORP
COM
369550108
473
3600
SH
SOLE
3600
0
0
GENERAL ELECTRIC
COM
369604103
3147
99000
SH
SOLE
99000
0
0
GENERAL MILLS
COM
370334104
925
14600
SH
SOLE
14600
0
0
GENUINE PARTS
COM
372460105
209
2100
SH
SOLE
2100
0
0
GILEAD SCIENCES INC
COM
375558103
2462
26800
SH
SOLE
26800
0
0
GILDAN ACTIVEWEAR INC
COM
375916103
73
2400
SH
SOLE
2400
0
0
GOLDCORP
COM
380956409
204
12500
SH
SOLE
12500
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
221
6700
SH
SOLE
6700
0
0
GRAINGER (W W)
COM
384802104
327
1400
SH
SOLE
1400
0
0
GREAT PLAINS ENERGY INC
COM
391164100
197
6100
SH
SOLE
6100
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
94
1600
SH
SOLE
1600
0
0
GRUPO FINANCIERO GALICIA
COM
399909100
5787
204500
SH
SOLE
204500
0
0
HALLIBURTON CO
COM
406216101
382
10700
SH
SOLE
10700
0
0
HANESBRANDS INC
COM
410345102
289
10200
SH
SOLE
10200
0
0
HANOVER INS GROUP INC
COM
410867105
217
2400
SH
SOLE
2400
0
0
HARLEY-DAVIDSON
COM
412822108
313
6100
SH
SOLE
6100
0
0
HARRIS CORP
COM
413875105
140
1800
SH
SOLE
1800
0
0
HARSCO CORP
COM
415864107
16
2900
SH
SOLE
2900
0
0
HARTFORD FINANCIAL SRVCS
COM
416515104
622
13500
SH
SOLE
13500
0
0
HASBRO
COM
418056107
136
1700
SH
SOLE
1700
0
0
HELMERICH & PAYNE INC
COM
423452101
76
1300
SH
SOLE
1300
0
0
HERSHEY COMPANY
COM
427866108
111
1200
SH
SOLE
1200
0
0
HOLLY CORP
COM
436106108
226
6400
SH
SOLE
6400
0
0
HOLOGIC INC
COM
436440101
210
6100
SH
SOLE
6100
0
0
HOME DEPOT
COM
437076102
694
5200
SH
SOLE
5200
0
0
HONEYWELL INTERNAT INCORP
COM
438516106
695
6200
SH
SOLE
6200
0
0
HORMEL FOODS
COM
440452100
363
8400
SH
SOLE
8400
0
0
HUBBELL INC [B]
COM
443510607
117
1100
SH
SOLE
1100
0
0
HUMANA
COM
444859102
768
4200
SH
SOLE
4200
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
168
17600
SH
SOLE
17600
0
0
HUNTINGTON INGALLS IND
COM
446413106
205
1500
SH
SOLE
1500
0
0
ITT CORP
COM
450911201
107
2900
SH
SOLE
2900
0
0
IHS INC
COM
451734107
99
800
SH
SOLE
800
0
0
ILLINOIS TOOL WKS
COM
452308109
922
9000
SH
SOLE
9000
0
0
IMPERIAL OIL
COM
453038408
57
1700
SH
SOLE
1700
0
0
INGRAM MICRO INC
COM
457153104
359
10000
SH
SOLE
10000
0
0
CORN PRODS INTL INC
COM
457187102
171
1600
SH
SOLE
1600
0
0
INTEL CORP
COM
458140100
4108
127000
SH
SOLE
127000
0
0
INTERNATIONAL BUS MACHNS.
COM
459200101
3892
25700
SH
SOLE
25700
0
0
INTL FLAVOURS & FRAGRANCE
COM
459506101
102
900
SH
SOLE
900
0
0
INTERNATIONAL PAPER
COM
460146103
653
15900
SH
SOLE
15900
0
0
INTERPUBLIC GROUP COS
COM
460690100
177
7700
SH
SOLE
7700
0
0
INTUIT
COM
461202103
530
5100
SH
SOLE
5100
0
0
IONIS PHARMACEUTICALS INC
COM
462222100
77
1900
SH
SOLE
1900
0
0
JABIL CIRCUIT INC
COM
466313103
154
8000
SH
SOLE
8000
0
0
JACOBS ENGINEERING GROUP
COM
469814107
318
7300
SH
SOLE
7300
0
0
JOHNSON & JOHNSON
COM
478160104
6546
60500
SH
SOLE
60500
0
0
JOHNSON CONTROLS
COM
478366107
803
20600
SH
SOLE
20600
0
0
JOY GLOBAL INC
COM
481165108
10
600
SH
SOLE
600
0
0
KANSAS CITY SOUTHERN
COM
485170302
291
3400
SH
SOLE
3400
0
0
KELLOGG
COM
487836108
536
7000
SH
SOLE
7000
0
0
KEMPER CORP
COM
488401100
71
2400
SH
SOLE
2400
0
0
KENNAMETAL INC
COM
489170100
124
5500
SH
SOLE
5500
0
0
KEYCORP
COM
493267108
376
34100
SH
SOLE
34100
0
0
KIMBERLY-CLARK
COM
494368103
928
6900
SH
SOLE
6900
0
0
KINROSS GOLD
COM
496902404
145
42400
SH
SOLE
42400
0
0
KOHLS CORP
COM
500255104
312
6700
SH
SOLE
6700
0
0
KRAFT HEINZ CO
COM
500754106
856
10899
SH
SOLE
10899
0
0
KROGER
COM
501044101
1006
26300
SH
SOLE
26300
0
0
LIMITED BRANDS
COM
501797104
158
1800
SH
SOLE
1800
0
0
LKQ CORP
COM
501889208
243
7600
SH
SOLE
7600
0
0
L-3 COMMUNICATIONS HLDS
COM
502424104
237
2000
SH
SOLE
2000
0
0
LAM RESEARCH
COM
512807108
207
2500
SH
SOLE
2500
0
0
LAMAR ADVERTISING CO-A
COM
512816109
154
2500
SH
SOLE
2500
0
0
LAS VEGAS SANDS
COM
517834107
52
1000
SH
SOLE
1000
0
0
LAUDER (ESTEE)
COM
518439104
311
3300
SH
SOLE
3300
0
0
LEGGETT & PLATT
COM
524660107
184
3800
SH
SOLE
3800
0
0
LEGG MASON INC
COM
524901105
146
4200
SH
SOLE
4200
0
0
SAIC INC
COM
525327102
142
2825
SH
SOLE
2825
0
0
LENNAR CLASS A
COM
526057104
68
1400
SH
SOLE
1400
0
0
LEUCADIA NATIONAL CORP
COM
527288104
278
17200
SH
SOLE
17200
0
0
LIBERTY PROPERTY TRUST
COM
531172104
141
4200
SH
SOLE
4200
0
0
LIBERTY MEDIA CORP
COM
531229102
31
800
SH
SOLE
800
0
0
LIBERTY MEDIA CORP
COM
531229300
61
1600
SH
SOLE
1600
0
0
LILLY (ELI) & CO
COM
532457108
547
7600
SH
SOLE
7600
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
111
1900
SH
SOLE
1900
0
0
LINCOLN NATIONAL CORP
COM
534187109
353
9000
SH
SOLE
9000
0
0
LIVE NATION ENTERTAINMENT
COM
538034109
132
5900
SH
SOLE
5900
0
0
LOCKHEED MARTIN CORP
COM
539830109
399
1800
SH
SOLE
1800
0
0
LOEWS
COM
540424108
367
9600
SH
SOLE
9600
0
0
LOWES COS INC
COM
548661107
1667
22000
SH
SOLE
22000
0
0
MDU RESOURCES
COM
552690109
101
5200
SH
SOLE
5200
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
309
14400
SH
SOLE
14400
0
0
MACERICH
COM
554382101
333
4200
SH
SOLE
4200
0
0
MAGELLAN HEALTH SVCS INC
COM
559079207
143
2100
SH
SOLE
2100
0
0
MAGNA INTERNATIONAL CL A
COM
559222401
639
14800
SH
SOLE
14800
0
0
MARATHON OIL CORP
COM
565849106
825
74100
SH
SOLE
74100
0
0
MARSH & MCLENNAN
COM
571748102
742
12200
SH
SOLE
12200
0
0
MARRIOTT INTERNATIONAL
COM
571903202
413
5800
SH
SOLE
5800
0
0
MASCO CORP
COM
574599106
437
13900
SH
SOLE
13900
0
0
MATTEL
COM
577081102
414
12300
SH
SOLE
12300
0
0
MCCORMICK & CO
COM
579780206
318
3200
SH
SOLE
3200
0
0
MCDERMOTT INTL INC
COM
580037109
118
28800
SH
SOLE
28800
0
0
MCDONALDS CORP
COM
580135101
2375
18900
SH
SOLE
18900
0
0
MCGRAW-HILL FINANCIAL INC
COM
580645109
148
1500
SH
SOLE
1500
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
391
4600
SH
SOLE
4600
0
0
METTLER TOLEDO INTERNATIO
COM
592688105
172
500
SH
SOLE
500
0
0
MICROSOFT CORP
COM
594918104
2298
41600
SH
SOLE
41600
0
0
MICROCHIP TECHNOLOGY
COM
595017104
313
6500
SH
SOLE
6500
0
0
MICRON TECHNOLOGY
COM
595112103
318
30400
SH
SOLE
30400
0
0
MOHAWK INDUSTIES
COM
608190104
420
2200
SH
SOLE
2200
0
0
MONDELEZ INTERATIONAL INC
COM
609207105
1589
39605
SH
SOLE
39605
0
0
MOODYS CORPORATION
COM
615369105
164
1700
SH
SOLE
1700
0
0
MOOG INC [A]
COM
615394202
73
1600
SH
SOLE
1600
0
0
MORGAN STANLEY
COM
617446448
665
26600
SH
SOLE
26600
0
0
MOTOROLA SOLUTIONS INC
COM
620076307
371
4900
SH
SOLE
4900
0
0
Murphy Oil Corp
COM
626717102
443
17600
SH
SOLE
17600
0
0
MURPHY USA INC
COM
626755102
215
3500
SH
SOLE
3500
0
0
NRG ENERGY
COM
629377508
169
13002
SH
SOLE
13002
0
0
NASDAQ INC
COM
631103108
259
3900
SH
SOLE
3900
0
0
NATIONAL OILWELL VARCO IN
COM
637071101
613
19700
SH
SOLE
19700
0
0
NEW YORK COMMNITY BANCORP
COM
649445103
270
17000
SH
SOLE
17000
0
0
NEWELL BRANDS INC
COM
651229106
394
8900
SH
SOLE
8900
0
0
NEWFIELD EXPL
COM
651290108
136
4100
SH
SOLE
4100
0
0
NEWMONT MINING CORP
COM
651639106
24
900
SH
SOLE
900
0
0
NIKE INC
COM
654106103
1604
26100
SH
SOLE
26100
0
0
NOBLE ENERGY
COM
655044105
433
13800
SH
SOLE
13800
0
0
NORDSTROM
COM
655664100
240
4200
SH
SOLE
4200
0
0
NORFOLK STHN CORP
COM
655844108
708
8500
SH
SOLE
8500
0
0
NORTHERN TRUST
COM
665859104
378
5800
SH
SOLE
5800
0
0
NORTHROP GRUMMAN CORP
COM
666807102
455
2300
SH
SOLE
2300
0
0
NUCOR CORP
COM
670346105
497
10500
SH
SOLE
10500
0
0
OGE ENERGY CORP
COM
670837103
97
3400
SH
SOLE
3400
0
0
OCCIDENTAL PETROLEUM
COM
674599105
1526
22300
SH
SOLE
22300
0
0
OCEANEERING INTL INC
COM
675232102
60
1800
SH
SOLE
1800
0
0
OFFICE DEPOT INC
COM
676220106
163
22900
SH
SOLE
22900
0
0
OIL STS INTL INC
COM
678026105
35
1100
SH
SOLE
1100
0
0
OLD REPUBLIC INTL
COM
680223104
128
7000
SH
SOLE
7000
0
0
OMNICOM GROUP
COM
681919106
275
3300
SH
SOLE
3300
0
0
ONEOK INC NEW
COM
682680103
182
6100
SH
SOLE
6100
0
0
OPEN TEXT CORP
COM
683715106
68
1300
SH
SOLE
1300
0
0
OSHKOSH CORP
COM
688239201
102
2500
SH
SOLE
2500
0
0
OWENS & MINOR INC NEW
COM
690732102
226
5600
SH
SOLE
5600
0
0
OWENS CORNING NEW
COM
690742101
118
2500
SH
SOLE
2500
0
0
OWENS-ILLINOIS
COM
690768403
64
4000
SH
SOLE
4000
0
0
PHH CORP
COM
693320202
73
5800
SH
SOLE
5800
0
0
PNC FINANCIAL SERV GROUP
COM
693475105
1269
15000
SH
SOLE
15000
0
0
PPG INDUSTRIES
COM
693506107
691
6200
SH
SOLE
6200
0
0
PHILLIPS VAN HEUSEN CORP
COM
693656100
89
900
SH
SOLE
900
0
0
PACCAR
COM
693718108
525
9600
SH
SOLE
9600
0
0
PARKER-HANNIFIN
COM
701094104
389
3500
SH
SOLE
3500
0
0
PATTERSON COS
COM
703395103
42
900
SH
SOLE
900
0
0
PATTERSON-UTI ENERGY INC
COM
703481101
67
3800
SH
SOLE
3800
0
0
PAYCHEX
COM
704326107
513
9500
SH
SOLE
9500
0
0
PEMBINA PIPELINE CORP
COM
706327103
95
3500
SH
SOLE
3500
0
0
PENN WEST PETROLEUM LTD
COM
707887105
95
102500
SH
SOLE
102500
0
0
PENNEY (J C)
COM
708160106
197
17800
SH
SOLE
17800
0
0
PEOPLES UNITED FINANCIAL
COM
712704105
72
4500
SH
SOLE
4500
0
0
PEPSICO INC
COM
713448108
3187
31100
SH
SOLE
31100
0
0
PFIZER INC
COM
717081103
2078
70100
SH
SOLE
70100
0
0
Philip Morris Internation
COM
718172109
1158
11800
SH
SOLE
11800
0
0
PHILLIPS 66
COM
718546104
1632
18850
SH
SOLE
18850
0
0
PINNACLE WEST CAPITAL CRP
COM
723484101
375
5000
SH
SOLE
5000
0
0
PIONEER NATURAL RESOURCE
COM
723787107
422
3000
SH
SOLE
3000
0
0
PITNEY BOWES
COM
724479100
205
9500
SH
SOLE
9500
0
0
POLARIS INDS INC
COM
731068102
69
700
SH
SOLE
700
0
0
PRICELINE.COM INC
COM
741503403
258
200
SH
SOLE
200
0
0
PROCTER & GAMBLE
COM
742718109
5186
63000
SH
SOLE
63000
0
0
PROGRESSIVE CORP
COM
743315103
418
11900
SH
SOLE
11900
0
0
PRUDENTIAL FINANCIAL
COM
744320102
1293
17900
SH
SOLE
17900
0
0
PUBLIC SVC ENTERPRISE GRP
COM
744573106
717
15200
SH
SOLE
15200
0
0
QUALCOMM INC
COM
747525103
1785
34900
SH
SOLE
34900
0
0
QUESTAR CORP
COM
748356102
176
7100
SH
SOLE
7100
0
0
RPM INTL INC
COM
749685103
147
3100
SH
SOLE
3100
0
0
POLO RALPH LAUREN CORP
COM
751212101
19
200
SH
SOLE
200
0
0
RAYMOND JAMES FINANCIAL I
COM
754730109
200
4200
SH
SOLE
4200
0
0
RAYONIER INC
COM
754907103
158
6400
SH
SOLE
6400
0
0
RAYTHEON
COM
755111507
184
1500
SH
SOLE
1500
0
0
REDWOOD TR INC
COM
758075402
81
6200
SH
SOLE
6200
0
0
REGAL ENTMT GROUP
COM
758766109
114
5400
SH
SOLE
5400
0
0
REGENCY CENTERS
COM
758849103
217
2900
SH
SOLE
2900
0
0
REINSURANCE GROUP AMER IN
COM
759351604
144
1500
SH
SOLE
1500
0
0
RELIANCE STEEL & ALUMINUM
COM
759509102
131
1900
SH
SOLE
1900
0
0
REPUBLIC SERVICES
COM
760759100
243
5100
SH
SOLE
5100
0
0
RESMED INC
COM
761152107
98
1700
SH
SOLE
1700
0
0
REYNOLDS AMERICAN
COM
761713106
48
952
SH
SOLE
952
0
0
RITE AID CORP
COM
767754104
208
25500
SH
SOLE
25500
0
0
ROBERT HALF INTERNATIONAL
COM
770323103
177
3800
SH
SOLE
3800
0
0
ROCKWELL AUTOMATION INC
COM
773903109
364
3200
SH
SOLE
3200
0
0
ROCKWELL COLLINS
COM
774341101
295
3200
SH
SOLE
3200
0
0
ROGERS COMMUNICATIONS B
COM
775109200
579
14400
SH
SOLE
14400
0
0
ROPER TECHNOLOGIES INC
COM
776696106
439
2400
SH
SOLE
2400
0
0
ROSS STORES INC
COM
778296103
538
9300
SH
SOLE
9300
0
0
ROYAL BANK OF CANADA
COM
780087102
2529
43700
SH
SOLE
43700
0
0
RYDER SYSTEM INC
COM
783549108
143
2200
SH
SOLE
2200
0
0
SEI INVEST CO
COM
784117103
95
2200
SH
SOLE
2200
0
0
ST JUDE MEDICAL INC
COM
790849103
105
1900
SH
SOLE
1900
0
0
HENRY SCHEIN
COM
806407102
397
2300
SH
SOLE
2300
0
0
SCHLUMBERGER LTD
COM
806857108
2176
29500
SH
SOLE
29500
0
0
SCHWAB (CHARLES) CORP
COM
808513105
701
25000
SH
SOLE
25000
0
0
SCIENCE APPLICATIONS INTE
COM
808625107
86
1614
SH
SOLE
1614
0
0
SCRIPPS NETWORKS INTRCTIV
COM
811065101
85
1300
SH
SOLE
1300
0
0
SEACOR HOLDINGS INC
COM
811904101
136
2500
SH
SOLE
2500
0
0
SEARS HOLDINGS
COM
812350106
49
3200
SH
SOLE
3200
0
0
SELECTIVE INS GROUP INC
COM
816300107
165
4500
SH
SOLE
4500
0
0
SEMPRA ENERGY
COM
816851109
656
6300
SH
SOLE
6300
0
0
SERVICE CORP INTL
COM
817565104
151
6100
SH
SOLE
6100
0
0
SHERWIN-WILLIAMS
COM
824348106
370
1300
SH
SOLE
1300
0
0
SILVER WHEATON CORP
COM
828336107
80
4800
SH
SOLE
4800
0
0
SIMON PROPERTY GROUP
COM
828806109
1184
5700
SH
SOLE
5700
0
0
J M SMUCKER
COM
832696405
428
3300
SH
SOLE
3300
0
0
SNAP ON INC
COM
833034101
330
2100
SH
SOLE
2100
0
0
SOUTHERN CO
COM
842587107
486
9400
SH
SOLE
9400
0
0
SOUTHWEST AIRLINES
COM
844741108
139
3100
SH
SOLE
3100
0
0
Southwestern Energy Co
COM
845467109
33
4100
SH
SOLE
4100
0
0
SPECTRA ENERGY
COM
847560109
643
21000
SH
SOLE
21000
0
0
STANLEY BLACK & DECKER
COM
854502101
137
1300
SH
SOLE
1300
0
0
STAPLES
COM
855030102
354
32100
SH
SOLE
32100
0
0
STARBUCKS
COM
855244109
1594
26700
SH
SOLE
26700
0
0
STATE STREET CORP.
COM
857477103
650
11100
SH
SOLE
11100
0
0
STEEL DYNAMICS INC
COM
858119100
158
7000
SH
SOLE
7000
0
0
STRYKER CORP
COM
863667101
21
200
SH
SOLE
200
0
0
SUN LIFE FINANCIAL
COM
866796105
460
14200
SH
SOLE
14200
0
0
SUNCOR ENERGY
COM
867224107
1552
55500
SH
SOLE
55500
0
0
SUNTRUST BANKS
COM
867914103
289
8000
SH
SOLE
8000
0
0
SUPERIOR ENERGY SVCS INC
COM
868157108
202
15100
SH
SOLE
15100
0
0
SUPERVALU INC
COM
868536103
153
26500
SH
SOLE
26500
0
0
SYMANTEC CORP
COM
871503108
360
19600
SH
SOLE
19600
0
0
SYSCO CORP
COM
871829107
636
13600
SH
SOLE
13600
0
0
TECO ENERGY INC
COM
872375100
30
1100
SH
SOLE
1100
0
0
TJX COMPANIES
COM
872540109
165
2100
SH
SOLE
2100
0
0
TECH DATA CORP
COM
878237106
223
2900
SH
SOLE
2900
0
0
TECK RESOURCES LTD
COM
878742204
264
34500
SH
SOLE
34500
0
0
TELECOM ARGENT SA-SP ADR
COM
879273209
5045
282000
SH
SOLE
282000
0
0
TELEFLEX INC
COM
879369106
188
1200
SH
SOLE
1200
0
0
TELEPHONE & DATA SYSTEMS
COM
879433829
278
9226
SH
SOLE
9226
0
0
TEREX CORP
COM
880779103
82
3300
SH
SOLE
3300
0
0
TESORO CORP
COM
881609101
421
4900
SH
SOLE
4900
0
0
TEXAS INSTRUMENTS
COM
882508104
1355
23600
SH
SOLE
23600
0
0
TEXTRON
COM
883203101
157
4300
SH
SOLE
4300
0
0
THERMO FISHER SCIENTIFIC
COM
883556102
1104
7800
SH
SOLE
7800
0
0
THOMSON REUTERS
COM
884903105
233
5737
SH
SOLE
5737
0
0
TIFFANY & CO
COM
886547108
235
3200
SH
SOLE
3200
0
0
TIME INC-W/I
COM
887228104
23
1487
SH
SOLE
1487
0
0
TIME WARNER
COM
887317303
1727
23800
SH
SOLE
23800
0
0
TIMKEN CO
COM
887389104
64
1900
SH
SOLE
1900
0
0
TORCHMARK CORP
COM
891027104
195
3600
SH
SOLE
3600
0
0
TORONTO-DOMINION COM
COM
891160509
2336
53900
SH
SOLE
53900
0
0
TOTAL SYSTEM SERVICES
COM
891906109
195
4100
SH
SOLE
4100
0
0
TRACTOR SUPPLY CO
COM
892356106
172
1900
SH
SOLE
1900
0
0
TRIBUNE MEDIA CO
COM
896047503
184
4800
SH
SOLE
4800
0
0
TRIMBLE NAVIGATION LTD
COM
896239100
82
3300
SH
SOLE
3300
0
0
TRINITY INDS INC
COM
896522109
62
3400
SH
SOLE
3400
0
0
TYSON FOODS INC A
COM
902494103
180
2700
SH
SOLE
2700
0
0
UTD DOMINION RLTY
COM
902653104
455
11800
SH
SOLE
11800
0
0
UGI CORP NEW
COM
902681105
157
3900
SH
SOLE
3900
0
0
US BANCORP
COM
902973304
1745
43000
SH
SOLE
43000
0
0
UNDER ARMOUR INC [A]
COM
904311107
212
2500
SH
SOLE
2500
0
0
UNION PACIFIC CORP
COM
907818108
1655
20800
SH
SOLE
20800
0
0
UNIT CORP
COM
909218109
15
1700
SH
SOLE
1700
0
0
UNITED CONT HOLDINGS
COM
910047109
114
1900
SH
SOLE
1900
0
0
UNITED PARCEL SERVICE
COM
911312106
1645
15600
SH
SOLE
15600
0
0
UNITED RENTALS INC
COM
911363109
118
1900
SH
SOLE
1900
0
0
UNITED STATES STEEL CORP
COM
912909108
161
10000
SH
SOLE
10000
0
0
UNITED TECHNOLOGIES
COM
913017109
941
9400
SH
SOLE
9400
0
0
UNIVERSAL HEALTH SERV-B
COM
913903100
125
1000
SH
SOLE
1000
0
0
VF CORP
COM
918204108
421
6500
SH
SOLE
6500
0
0
VORNADO REALTY
COM
929042109
378
4000
SH
SOLE
4000
0
0
VOYA FINANCIAL INC
COM
929089100
280
9400
SH
SOLE
9400
0
0
VULCAN MATERIALS
COM
929160109
169
1600
SH
SOLE
1600
0
0
WAL-MART STORES
COM
931142103
1890
27600
SH
SOLE
27600
0
0
WALGREEN
COM
931427108
623
7400
SH
SOLE
7400
0
0
WATERS CORP
COM
941848103
145
1100
SH
SOLE
1100
0
0
WEINGARTEN REALTY INVEST
COM
948741103
165
4400
SH
SOLE
4400
0
0
WELLS FARGO & COMPANY
COM
949746101
2640
54600
SH
SOLE
54600
0
0
WESTERN DIGITAL
COM
958102105
269
5700
SH
SOLE
5700
0
0
WESTERN REFINING INC
COM
959319104
49
1700
SH
SOLE
1700
0
0
WESTERN UNION
COM
959802109
291
15100
SH
SOLE
15100
0
0
WEYERHAEUSER
COM
962166104
867
28000
SH
SOLE
28000
0
0
WHIRLPOOL CORP
COM
963320106
433
2400
SH
SOLE
2400
0
0
WHITEWAVE FOODS CO - CL A
COM
966244105
89
2200
SH
SOLE
2200
0
0
WHITING PETE CORP NEW
COM
966387102
230
28800
SH
SOLE
28800
0
0
WHOLE FOODS MARKET INC
COM
966837106
246
7900
SH
SOLE
7900
0
0
WILEY JOHN & SONS [A]
COM
968223206
78
1600
SH
SOLE
1600
0
0
WILLIAMS COS
COM
969457100
513
31900
SH
SOLE
31900
0
0
WORLD FUEL SVCS CORP
COM
981475106
262
5400
SH
SOLE
5400
0
0
WYNN RESORTS
COM
983134107
252
2700
SH
SOLE
2700
0
0
XILINX
COM
983919101
100
2100
SH
SOLE
2100
0
0
XEROX CORP
COM
984121103
527
47200
SH
SOLE
47200
0
0
YPF SA SPONSORED ADR
COM
984245100
4207
235300
SH
SOLE
235300
0
0
YAHOO
COM
984332106
1012
27500
SH
SOLE
27500
0
0
Yum! Brands Inc
COM
988498101
270
3300
SH
SOLE
3300
0
0
ZIONS BANCORPORATION
COM
989701107
114
4700
SH
SOLE
4700
0
0
DUN & BRADSTREET CORP
COM
26483E100
52
500
SH
SOLE
500
0
0
QUANTA SVCS INC
COM
74762E102
126
5600
SH
SOLE
5600
0
0
CNO FINL GROUP INC
COM
12621E103
177
9900
SH
SOLE
9900
0
0
AMERISOURCEBERGEN
COM
03073E105
666
7700
SH
SOLE
7700
0
0
AMERICAN EAGLE OUTFITTERS
COM
02553E106
78
4700
SH
SOLE
4700
0
0
TARGET CORP
COM
87612E106
815
9900
SH
SOLE
9900
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
282
3200
SH
SOLE
3200
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
106
8500
SH
SOLE
8500
0
0
DR PEPPER SNAPPLE GROUP
COM
26138E109
510
5700
SH
SOLE
5700
0
0
TRAVELERS COS INC.
COM
89417E109
969
8300
SH
SOLE
8300
0
0
ADT CORP/THE WHEN ISSUE
COM
00101J106
210
5100
SH
SOLE
5100
0
0
AES CORP.
COM
00130H105
251
21300
SH
SOLE
21300
0
0
AT&T
COM
00206R102
3360
85781
SH
SOLE
85781
0
0
ABBVIE INC
COM
00287Y109
371
6500
SH
SOLE
6500
0
0
ACTIVISION BLIZZARD
COM
00507V109
217
6400
SH
SOLE
6400
0
0
ADOBE SYSTEMS INC
COM
00724F101
919
9800
SH
SOLE
9800
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
144
900
SH
SOLE
900
0
0
AECOM TECHNOLOGY CORP DEL
COM
00766T100
122
3948
SH
SOLE
3948
0
0
AETNA
COM
00817Y108
478
4254
SH
SOLE
4254
0
0
AGILENT TECHNOLOGIES
COM
00846U101
291
7300
SH
SOLE
7300
0
0
ALLEGHENY TECHNOLOGIES
COM
01741R102
29
1800
SH
SOLE
1800
0
0
ALLY FINANCIAL INC
COM
02005N100
505
27000
SH
SOLE
27000
0
0
ALPHABET INC-CL C
COM
02079K107
4305
5779
SH
SOLE
5779
0
0
ALPHABET INC - CL A
COM
02079K305
3864
5065
SH
SOLE
5065
0
0
ALTRIA GROUP INC
COM
02209S103
583
9300
SH
SOLE
9300
0
0
AMERICAN TOWER CORP
COM
03027X100
712
6955
SH
SOLE
6955
0
0
AMERIPRISE FINANCIAL
COM
03076C106
498
5300
SH
SOLE
5300
0
0
ANSYS INC
COM
03662Q105
125
1400
SH
SOLE
1400
0
0
APT INV MANAGE
COM
03748R101
159
3800
SH
SOLE
3800
0
0
ASSURANT
COM
04621X108
224
2900
SH
SOLE
2900
0
0
AUTONATION INC
COM
05329W102
131
2800
SH
SOLE
2800
0
0
BCE INC
COM
05534B760
201
4400
SH
SOLE
4400
0
0
BANCO MACRO SA-ADR
COM
05961W105
7066
109600
SH
SOLE
109600
0
0
BAXALTA INC -W/I
COM
07177M103
73
1800
SH
SOLE
1800
0
0
BAYTEX ENERGY CORP
COM
07317Q105
232
58600
SH
SOLE
58600
0
0
BBVA BANCO FRANCES SA-ADR
COM
07329M100
4300
215300
SH
SOLE
215300
0
0
BENCHMARK ELECTRS INC
COM
08160H101
122
5300
SH
SOLE
5300
0
0
BIOMARIN PHARMACEUTICAL I
COM
09061G101
198
2400
SH
SOLE
2400
0
0
BIOGEN INC
COM
09062X103
1015
3900
SH
SOLE
3900
0
0
RESEARCH IN MOTION LTD
COM
09228F103
249
30600
SH
SOLE
30600
0
0
BLACKROCK INC
COM
09247X101
885
2600
SH
SOLE
2600
0
0
BRIXMOR PROPERTY GROUP IN
COM
11120U105
59
2300
SH
SOLE
2300
0
0
CBRE GROUP
COM
12504L109
179
6200
SH
SOLE
6200
0
0
C.H. ROBINSON WORLDWIDE
COM
12541W209
312
4200
SH
SOLE
4200
0
0
CME GROUP
COM
12572Q105
807
8400
SH
SOLE
8400
0
0
CST BRANDS INC-WHEN ISS
COM
12646R105
195
5100
SH
SOLE
5100
0
0
CSRA INC - W/I
COM
12650T104
124
4600
SH
SOLE
4600
0
0
CA INC
COM
12673P105
240
7800
SH
SOLE
7800
0
0
CALIFORNIA RESOURCES COR
COM
13057Q107
180
175206
SH
SOLE
175206
0
0
CAMERON INTERNATIONAL CRP
COM
13342B105
329
4900
SH
SOLE
4900
0
0
CANADIAN PACIFIC RAILWAY
COM
13645T100
187
1400
SH
SOLE
1400
0
0
CAPITAL ONE FINANCIAL
COM
14040H105
548
7900
SH
SOLE
7900
0
0
CARDINAL HEALTH
COM
14149Y108
1033
12600
SH
SOLE
12600
0
0
CELESTICA INC
COM
15101Q108
87
7900
SH
SOLE
7900
0
0
CENTENE CORP DEL
COM
15135B101
253
4112
SH
SOLE
4112
0
0
CENOVUS ENERGY
COM
15135U109
425
32500
SH
SOLE
32500
0
0
CENTERPOINT ENERGY
COM
15189T107
328
15700
SH
SOLE
15700
0
0
CHARTER COMMUNICATION A
COM
16117M305
466
2300
SH
SOLE
2300
0
0
CHENIERE ENERGY INC
COM
16411R208
105
3100
SH
SOLE
3100
0
0
CISCO SYSTEMS
COM
17275R102
3217
113000
SH
SOLE
113000
0
0
CIVEO CORP
COM
17878Y108
38
31200
SH
SOLE
31200
0
0
COCA-COLA ENTERPRISES
COM
19122T109
406
8000
SH
SOLE
8000
0
0
COMCAST CORP CLASS A
COM
20030N101
1209
19800
SH
SOLE
19800
0
0
CONCHO RES INC
COM
20605P101
172
1700
SH
SOLE
1700
0
0
CONOCOPHILLIPS
COM
20825C104
2589
64300
SH
SOLE
64300
0
0
CONSOL ENERGY INC
COM
20854P109
79
7000
SH
SOLE
7000
0
0
CONSTELLATION BRANDS A
COM
21036P108
60
400
SH
SOLE
400
0
0
COSTCO WHOLESALE CORP
COM
22160K105
788
5000
SH
SOLE
5000
0
0
CRESCENT PT ENERGY CORP
COM
22576C101
482
34700
SH
SOLE
34700
0
0
CROWN CASTLE INTL CORP
COM
22822V101
528
6100
SH
SOLE
6100
0
0
DEVEL DIV RLTY
COM
23317H102
119
6700
SH
SOLE
6700
0
0
D.R. HORTON INC
COM
23331A109
103
3400
SH
SOLE
3400
0
0
DAVITA HLTHCARE PTNRS INC
COM
23918K108
161
2200
SH
SOLE
2200
0
0
DENTSPLY SIRONA INC
COM
24906P109
222
3600
SH
SOLE
3600
0
0
DEVON ENERGY CORP
COM
25179M103
826
30100
SH
SOLE
30100
0
0
DIAMOND OFFSHORE DRILLING
COM
25271C102
113
5200
SH
SOLE
5200
0
0
DISCOVERY COMMUNICATIONS
COM
25470F104
34
1200
SH
SOLE
1200
0
0
DISCOVERY COMMUNS INC SER
COM
25470F302
192
7100
SH
SOLE
7100
0
0
DISH NETWORK
COM
25470M109
51
1100
SH
SOLE
1100
0
0
DOMINION RESOURCES
COM
25746U109
526
7000
SH
SOLE
7000
0
0
DUKE ENERGY CORP
COM
26441C204
1547
19171
SH
SOLE
19171
0
0
EOG Resources Inc
COM
26875P101
987
13600
SH
SOLE
13600
0
0
EQT CORPORATION
COM
26884L109
148
2200
SH
SOLE
2200
0
0
EDGEWELL PERSONAL CARE CO
COM
28035Q102
161
2000
SH
SOLE
2000
0
0
EMCOR GROUP INC
COM
29084Q100
136
2800
SH
SOLE
2800
0
0
ENBRIDGE
COM
29250N105
823
21045
SH
SOLE
21045
0
0
ENERGIZER SPINCO INC- W/I
COM
29272W109
53
1300
SH
SOLE
1300
0
0
ENTERGY CORP
COM
29364G103
349
4400
SH
SOLE
4400
0
0
ENVISION HEALTHCARE HOLD
COM
29413U103
49
2400
SH
SOLE
2400
0
0
EQUINIX INC
COM
29444U700
338
1023
SH
SOLE
1023
0
0
EQUITY RESIDENTIAL
COM
29476L107
578
7700
SH
SOLE
7700
0
0
EVERSOURCE ENERGY
COM
30040W108
536
9192
SH
SOLE
9192
0
0
EXELON CORPORATION
COM
30161N101
732
20410
SH
SOLE
20410
0
0
EXPRESS SCRIPT HOLDING CO
COM
30219G108
546
7955
SH
SOLE
7955
0
0
EXXON MOBIL CORPORATION
COM
30231G102
5634
67400
SH
SOLE
67400
0
0
FMC TECHNOLOGIES INC
COM
30249U101
118
4300
SH
SOLE
4300
0
0
FACEBOOK INC-A
COM
30303M102
251
2200
SH
SOLE
2200
0
0
FDXG FEDEX CORPORATION
COM
31428X106
456
2800
SH
SOLE
2800
0
0
FIDELITY NATL INFO SERV
COM
31620M106
203
3200
SH
SOLE
3200
0
0
FLOWSERVE CORP
COM
34354P105
147
3300
SH
SOLE
3300
0
0
FREEPORT-MCMORAN COPPER
COM
35671D857
865
83700
SH
SOLE
83700
0
0
FRONTIER COMMUNICATIONS
COM
35906A108
234
41900
SH
SOLE
41900
0
0
GAMESTOP CORP
COM
36467W109
162
5100
SH
SOLE
5100
0
0
GANNETT CO INC
COM
36473H104
61
4050
SH
SOLE
4050
0
0
GENERAL MOTORS CO
COM
37045V100
981
31200
SH
SOLE
31200
0
0
GENWORTH FINANCL CLASS A
COM
37247D106
257
94000
SH
SOLE
94000
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1067
6800
SH
SOLE
6800
0
0
BOLIVIA GOVERNMENT
COM
38376A103
216
12100
SH
SOLE
12100
0
0
CGI GROUP CL A
COM
39945C109
144
3000
SH
SOLE
3000
0
0
HCA HOLDINGS INC
COM
40412C101
414
5300
SH
SOLE
5300
0
0
HCP
COM
40414L109
450
13800
SH
SOLE
13800
0
0
HP INC
COM
40434L105
1002
81300
SH
SOLE
81300
0
0
HAYLARD HEALTH INC-W/I
COM
40650V100
14
500
SH
SOLE
500
0
0
HELIX ENERGY SOLUTIONS GR
COM
42330P107
27
4800
SH
SOLE
4800
0
0
HERTZ GLOBAL HOLDINGS INC
COM
42805T105
380
36100
SH
SOLE
36100
0
0
HESS CORP.
COM
42809H107
637
12100
SH
SOLE
12100
0
0
HEWLETT-PACKARD ENTERPRIS
COM
42824C109
906
51100
SH
SOLE
51100
0
0
HILTON WLD HOLDINGS INC
COM
43300A104
196
8700
SH
SOLE
8700
0
0
HOSPITALITY PROPERT TRST
COM
44106M102
104
3900
SH
SOLE
3900
0
0
HOST HOTELS & RESORTS
COM
44107P104
292
17500
SH
SOLE
17500
0
0
IAC/INTERACTIVECORP
COM
44919P508
113
2400
SH
SOLE
2400
0
0
IDEX CORP
COM
45167R104
149
1800
SH
SOLE
1800
0
0
INTERCONTINENTALEXCHANGE
COM
45866F104
400
1700
SH
SOLE
1700
0
0
IRON MOUNTAIN
COM
46284V101
200
5885
SH
SOLE
5885
0
0
JPMORGAN CHASE & CO
COM
46625H100
3275
55300
SH
SOLE
55300
0
0
JONES LANG LASALLE INC
COM
48020Q107
70
600
SH
SOLE
600
0
0
JUNIPER NETWORKS
COM
48203R104
94
3700
SH
SOLE
3700
0
0
KBR INC
COM
48242W106
42
2700
SH
SOLE
2700
0
0
KEYSIGHT TECHNOLOG IN-W/I
COM
49338L103
33
1200
SH
SOLE
1200
0
0
KIMCO REALTY CP
COM
49446R109
124
4300
SH
SOLE
4300
0
0
KINDER MORGAN INC
COM
49456B101
1022
57200
SH
SOLE
57200
0
0
LABORATORY CRP OF AMERICA
COM
50540R409
387
3300
SH
SOLE
3300
0
0
LEVEL 3 COMMUNICATIONS IN
COM
52729N308
211
4000
SH
SOLE
4000
0
0
LIBERTY INTERAC CORP QVC
COM
53071M104
227
9000
SH
SOLE
9000
0
0
LIFEPOINT HEALTH INC
COM
53219L109
159
2300
SH
SOLE
2300
0
0
M&T BANK
COM
55261F104
422
3800
SH
SOLE
3800
0
0
MACYS
COM
55616P104
269
6100
SH
SOLE
6100
0
0
MANPOWER INC
COM
56418H100
391
4800
SH
SOLE
4800
0
0
MANULIFE FINANCIAL
COM
56501R106
504
35464
SH
SOLE
35464
0
0
MARATHON PETROLEUM
COM
56585A102
941
25300
SH
SOLE
25300
0
0
Mastercard Inc
COM
57636Q104
1682
17800
SH
SOLE
17800
0
0
MAXIM INTEGRATED PRODS IN
COM
57772K101
44
1200
SH
SOLE
1200
0
0
MCKESSON
COM
58155Q103
755
4800
SH
SOLE
4800
0
0
MERCK & CO
COM
58933Y105
3783
71500
SH
SOLE
71500
0
0
METHANEX CORP
COM
59151K108
74
2300
SH
SOLE
2300
0
0
METLIFE
COM
59156R108
1002
22800
SH
SOLE
22800
0
0
MOLSON COORS CL B
COM
60871R209
183
1900
SH
SOLE
1900
0
0
MONSANTO COMPANY
COM
61166W101
219
2500
SH
SOLE
2500
0
0
MOSAIC COMPANY
COM
61945C103
464
17200
SH
SOLE
17200
0
0
NAVIENT CORP-WHEN DIST
COM
63938C108
298
24900
SH
SOLE
24900
0
0
NETFLIX INC
COM
64110L106
644
6300
SH
SOLE
6300
0
0
NETSUITE
COM
64118Q107
41
600
SH
SOLE
600
0
0
NEWS CORP A
COM
65249B109
204
15950
SH
SOLE
15950
0
0
NEXTERA ENERGY INC
COM
65339F101
1337
11300
SH
SOLE
11300
0
0
NISOURCE
COM
65473P105
141
6000
SH
SOLE
6000
0
0
NOW INC/DE-W/I
COM
67011P100
28
1600
SH
SOLE
1600
0
0
NVIDIA
COM
67066G104
449
12600
SH
SOLE
12600
0
0
OREILLY AUTOMOTIVE INC
COM
67103H107
246
900
SH
SOLE
900
0
0
ORACLE CORP
COM
68389X105
2831
69200
SH
SOLE
69200
0
0
ALLIANT TECHSYSTEMS INC
COM
68557N103
130
1500
SH
SOLE
1500
0
0
PG & E CORP.
COM
69331C108
239
4000
SH
SOLE
4000
0
0
PNM RES INC
COM
69349H107
212
6300
SH
SOLE
6300
0
0
PPL CORPORATION
COM
69351T106
400
10500
SH
SOLE
10500
0
0
PAYPAL HOLDINGS INC
COM
70450Y103
274
7100
SH
SOLE
7100
0
0
PENGROWTH ENERGY CORP
COM
70706P104
54
41400
SH
SOLE
41400
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
114
3000
SH
SOLE
3000
0
0
PETROBRAS ARGENTINA - ADR
COM
71646J109
2231
340600
SH
SOLE
340600
0
0
POTASH CORP-SASKATCHEWAN
COM
73755L107
588
34400
SH
SOLE
34400
0
0
PRAXAIR
COM
74005P104
813
7100
SH
SOLE
7100
0
0
PRECISION DRILLING CORP
COM
74022D308
37
8800
SH
SOLE
8800
0
0
PRICE (T. ROWE) GROUP
COM
74144T108
411
5600
SH
SOLE
5600
0
0
PRIMERICA INC
COM
74164M108
138
3100
SH
SOLE
3100
0
0
PRINCIPAL FINANCIAL GROUP
COM
74251V102
371
9400
SH
SOLE
9400
0
0
PROLOGIS INC
COM
74340W103
574
13000
SH
SOLE
13000
0
0
QEP RESOURCES
COM
74733V100
27
1900
SH
SOLE
1900
0
0
QUEST DIAGNOSTICS
COM
74834L100
143
2000
SH
SOLE
2000
0
0
QUINTILES TRANSNAT HOLD
COM
74876Y101
111
1700
SH
SOLE
1700
0
0
RANGE RESOURCES
COM
75281A109
62
1900
SH
SOLE
1900
0
0
REALOGY HOLDINGS CORP
COM
75605Y106
274
7600
SH
SOLE
7600
0
0
REGIONS FINANCIAL
COM
7591EP100
265
33800
SH
SOLE
33800
0
0
RENT A CTR INC NEW
COM
76009N100
46
2900
SH
SOLE
2900
0
0
SL GREEN RLTY
COM
78440X101
310
3200
SH
SOLE
3200
0
0
SLM CORP
COM
78442P106
235
36900
SH
SOLE
36900
0
0
SPX FLOW INC
COM
78469X107
28
1100
SH
SOLE
1100
0
0
SALESFORCE.COM INC
COM
79466L302
701
9500
SH
SOLE
9500
0
0
SANDISK CORP
COM
80004C101
403
5300
SH
SOLE
5300
0
0
SCANA CORP
COM
80589M102
182
2600
SH
SOLE
2600
0
0
SEALED AIR
COM
81211K100
149
3100
SH
SOLE
3100
0
0
SHAW COMMUNICATIONS CL B
COM
82028K200
361
18615
SH
SOLE
18615
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
234
3000
SH
SOLE
3000
0
0
SONIC AUTOMOTIVE
COM
83545G102
91
4900
SH
SOLE
4900
0
0
SPRINT CORP - W/I
COM
85207U105
41
11700
SH
SOLE
11700
0
0
STARWOOD HOTELS & RESORTS
COM
85590A401
375
4500
SH
SOLE
4500
0
0
SYNOVUS FINL CORP
COM
87161C501
153
5285
SH
SOLE
5285
0
0
SYNCHRONY FINANCIAL
COM
87165B103
393
13700
SH
SOLE
13700
0
0
TD AMERITRADE HOLDING
COM
87236Y108
202
6400
SH
SOLE
6400
0
0
TEGNA INC
COM
87901J105
190
8100
SH
SOLE
8100
0
0
TELUS CORPORATION
COM
87971M103
173
5300
SH
SOLE
5300
0
0
TENET HEALTHCARE CORP
COM
88033G407
108
3725
SH
SOLE
3725
0
0
TERADATA
COM
88076W103
45
1700
SH
SOLE
1700
0
0
TESLA MOTORS INC
COM
88160R101
342
1490
SH
SOLE
1490
0
0
3M COMPANY
COM
88579Y101
2266
13600
SH
SOLE
13600
0
0
TIME WARNER CABLE INC.
COM
88732J207
1146
5600
SH
SOLE
5600
0
0
TRANSALTA CORPORATION
COM
89346D107
117
25000
SH
SOLE
25000
0
0
TRANSCANADA
COM
89353D107
466
11800
SH
SOLE
11800
0
0
TWENTY-FIRST CENTURY FOX
COM
90130A101
148
5300
SH
SOLE
5300
0
0
ULTA SALON COSMETCS & FRA
COM
90384S303
174
900
SH
SOLE
900
0
0
UNITEDHEALTH GROUP
COM
91324P102
915
7100
SH
SOLE
7100
0
0
UNUM GROUP
COM
91529Y106
161
5200
SH
SOLE
5200
0
0
VALEANT PHARMACEUTICALS
COM
91911K102
11
400
SH
SOLE
400
0
0
VALERO ENERGY CORP
COM
91913Y100
1373
21400
SH
SOLE
21400
0
0
Varian Medical Systems In
COM
92220P105
168
2100
SH
SOLE
2100
0
0
VENTAS INC
COM
92276F100
592
9400
SH
SOLE
9400
0
0
VERIZON COMMUNICATIONS
COM
92343V104
5532
102300
SH
SOLE
102300
0
0
VERTEX PHARM
COM
92532F100
318
4000
SH
SOLE
4000
0
0
VIACOM (NEW) CLASS B
COM
92553P201
198
4800
SH
SOLE
4800
0
0
VISA INC-CLASS A SHARES
COM
92826C839
405
5300
SH
SOLE
5300
0
0
VISTEON CORP
COM
92839U206
231
2900
SH
SOLE
2900
0
0
WEC ENERGY GROUP INC
COM
92939U106
461
7673
SH
SOLE
7673
0
0
WASTE MGMT INC
COM
94106L109
454
7700
SH
SOLE
7700
0
0
WELLTOWER INC
COM
95040Q104
638
9200
SH
SOLE
9200
0
0
WESCO INTL INC
COM
95082P105
87
1600
SH
SOLE
1600
0
0
WESTROCK CO
COM
96145D105
301
7716
SH
SOLE
7716
0
0
WINDSTREAM CORP
COM
97382A200
34
4383
SH
SOLE
4383
0
0
WORKDAY INC - CLASS A
COM
98138H101
123
1600
SH
SOLE
1600
0
0
WPX ENERGY INC
COM
98212B103
88
12600
SH
SOLE
12600
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
206
2700
SH
SOLE
2700
0
0
XCEL ENERGY
COM
98389B100
644
15400
SH
SOLE
15400
0
0
XYLEM INC
COM
98419M100
217
5300
SH
SOLE
5300
0
0
YAMANA GOLD INC
COM
98462Y100
252
82700
SH
SOLE
82700
0
0
ZIMMER HOLDINGS INC
COM
98956P102
107
1000
SH
SOLE
1000
0
0
ZOETIS INC
COM
98978V103
315
7100
SH
SOLE
7100
0
0
ARCH CAP GROUP LTD
COM
G0450A105
142
2000
SH
SOLE
2000
0
0
ARCOS DORADOS HOLDINGS
COM
G0457F107
484
129156
SH
SOLE
129156
0
0
ASPEN INSURANCE HOLDINGS
COM
G05384105
119
2500
SH
SOLE
2500
0
0
AXIS CAPITAL HOLDINGS
COM
G0692U109
183
3300
SH
SOLE
3300
0
0
BUNGE
COM
G16962105
459
8100
SH
SOLE
8100
0
0
CREDICORP
COM
G2519Y108
284
2171
SH
SOLE
2171
0
0
EVEREST RE GROUP
COM
G3223R108
158
800
SH
SOLE
800
0
0
INVESCO LIMITED
COM
G491BT108
354
11500
SH
SOLE
11500
0
0
MARVELL TECHONOLGY GROUP
COM
G5876H105
139
13500
SH
SOLE
13500
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
182
3200
SH
SOLE
3200
0
0
NABORS INDUSTRIES
COM
G6359F103
51
5500
SH
SOLE
5500
0
0
RENAISSANCERE
COM
G7496G103
72
600
SH
SOLE
600
0
0
SEADRILL LTD
COM
G7945E105
506
156166
SH
SOLE
156166
0
0
SIGNET JEWELERS LIMITED
COM
G81276100
198
1600
SH
SOLE
1600
0
0