0001140361-17-006623.txt : 20170214
0001140361-17-006623.hdr.sgml : 20170214
20170214110744
ACCESSION NUMBER: 0001140361-17-006623
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20161231
FILED AS OF DATE: 20170214
DATE AS OF CHANGE: 20170214
EFFECTIVENESS DATE: 20170214
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: 17604387
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
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12-31-2016
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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
02-10-2017
0
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FIRSTENERGY CORP.
COM
337932107
369
11900
SH
SOLE
11900
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
156
1100
SH
SOLE
1100
0
0
FLUOR CORP
COM
343412102
168
3200
SH
SOLE
3200
0
0
FOOT LOCKER INC
COM
344849104
354
5000
SH
SOLE
5000
0
0
FORD MOTOR
COM
345370860
1896
156300
SH
SOLE
156300
0
0
FORTIS INC
COM
349553107
505
16342
SH
SOLE
16342
0
0
FRANCO NEVADA CORP
COM
351858105
263
4400
SH
SOLE
4400
0
0
FRANKLIN RESOURCES
COM
354613101
625
15800
SH
SOLE
15800
0
0
GATX CORP
COM
361448103
80
1300
SH
SOLE
1300
0
0
ARTHUR J GALLAGHER & CO
COM
363576109
229
4400
SH
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4400
0
0
GAP
COM
364760108
166
7400
SH
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7400
0
0
GARTNER GROUP NEW
COM
366651107
71
700
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SOLE
700
0
0
GENERAL CABLE CORP DEL NE
COM
369300108
86
4500
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4500
0
0
GENERAL DYNAMICS CORP
COM
369550108
656
3800
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3800
0
0
GENERAL ELECTRIC
COM
369604103
4411
139600
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139600
0
0
GENERAL MILLS
COM
370334104
1180
19100
SH
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19100
0
0
GENUINE PARTS
COM
372460105
277
2900
SH
SOLE
2900
0
0
GILEAD SCIENCES INC
COM
375558103
2635
36800
SH
SOLE
36800
0
0
GILDAN ACTIVEWEAR INC
COM
375916103
163
6400
SH
SOLE
6400
0
0
GOLDCORP
COM
380956409
266
19500
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19500
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
173
5600
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SOLE
5600
0
0
GRAINGER (W W)
COM
384802104
465
2000
SH
SOLE
2000
0
0
GREAT PLAINS ENERGY INC
COM
391164100
27
1000
SH
SOLE
1000
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
125
1600
SH
SOLE
1600
0
0
GRUPO FINANCIERO GALICIA
COM
399909100
5505
204500
SH
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204500
0
0
HALLIBURTON CO
COM
406216101
860
15900
SH
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15900
0
0
HANESBRANDS INC
COM
410345102
252
11700
SH
SOLE
11700
0
0
HANOVER INS GROUP INC
COM
410867105
73
800
SH
SOLE
800
0
0
HARLEY-DAVIDSON
COM
412822108
356
6100
SH
SOLE
6100
0
0
HARMAN INTERNATIONAL
COM
413086109
189
1700
SH
SOLE
1700
0
0
HARRIS CORP
COM
413875105
287
2800
SH
SOLE
2800
0
0
HARSCO CORP
COM
415864107
39
2900
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SOLE
2900
0
0
HARTFORD FINANCIAL SRVCS
COM
416515104
772
16200
SH
SOLE
16200
0
0
HASBRO
COM
418056107
202
2600
SH
SOLE
2600
0
0
HELMERICH & PAYNE INC
COM
423452101
178
2300
SH
SOLE
2300
0
0
HERSHEY COMPANY
COM
427866108
238
2300
SH
SOLE
2300
0
0
HOLLY CORP
COM
436106108
262
8000
SH
SOLE
8000
0
0
HOLOGIC INC
COM
436440101
377
9400
SH
SOLE
9400
0
0
HOME DEPOT
COM
437076102
1891
14100
SH
SOLE
14100
0
0
HONEYWELL INTERNAT INCORP
COM
438516106
1089
9400
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9400
0
0
HORMEL FOODS
COM
440452100
265
7600
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7600
0
0
HUBBELL INC B
COM
443510607
128
1100
SH
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1100
0
0
HUMANA
COM
444859102
1020
5000
SH
SOLE
5000
0
0
HUNT JB TRANSPORT SERVICE
COM
445658107
68
700
SH
SOLE
700
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
340
25700
SH
SOLE
25700
0
0
HUNTINGTON INGALLS IND
COM
446413106
221
1200
SH
SOLE
1200
0
0
IRSA INVERSIONES Y REP
COM
450047204
671
36400
SH
SOLE
36400
0
0
ILLINOIS TOOL WKS
COM
452308109
1237
10100
SH
SOLE
10100
0
0
ILLUMINA INC
COM
452327109
141
1100
SH
SOLE
1100
0
0
IMPERIAL OIL
COM
453038408
275
7900
SH
SOLE
7900
0
0
Infosys Ltd
COM
456788108
667
45000
SH
SOLE
45000
0
0
INGREDION INC
COM
457187102
150
1200
SH
SOLE
1200
0
0
INTEL CORP
COM
458140100
5752
158600
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SOLE
158600
0
0
INTERNATIONAL BUS MACHNS.
COM
459200101
5112
30800
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SOLE
30800
0
0
INTL FLAVOURS & FRAGRANCE
COM
459506101
224
1900
SH
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1900
0
0
INTERNATIONAL PAPER
COM
460146103
982
18500
SH
SOLE
18500
0
0
INTERPUBLIC GROUP COS
COM
460690100
133
5700
SH
SOLE
5700
0
0
INTUIT
COM
461202103
894
7800
SH
SOLE
7800
0
0
JABIL CIRCUIT INC
COM
466313103
189
8000
SH
SOLE
8000
0
0
JACOBS ENGINEERING GROUP
COM
469814107
262
4600
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SOLE
4600
0
0
JOHNSON & JOHNSON
COM
478160104
9643
83700
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SOLE
83700
0
0
JOY GLOBAL INC
COM
481165108
98
3500
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SOLE
3500
0
0
KLA-TENCOR CORP
COM
482480100
94
1200
SH
SOLE
1200
0
0
KANSAS CITY SOUTHERN
COM
485170302
272
3200
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SOLE
3200
0
0
KELLOGG
COM
487836108
590
8000
SH
SOLE
8000
0
0
KEMPER CORP
COM
488401100
106
2400
SH
SOLE
2400
0
0
KENNAMETAL INC
COM
489170100
81
2600
SH
SOLE
2600
0
0
KEYCORP
COM
493267108
747
40900
SH
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40900
0
0
KIMBERLY-CLARK
COM
494368103
1301
11400
SH
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11400
0
0
KINROSS GOLD
COM
496902404
169
54200
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54200
0
0
KOHLS CORP
COM
500255104
415
8400
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8400
0
0
KRAFT HEINZ CO/THE
COM
500754106
1528
17499
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17499
0
0
KROGER
COM
501044101
528
15300
SH
SOLE
15300
0
0
LIMITED BRANDS
COM
501797104
237
3600
SH
SOLE
3600
0
0
LKQ CORP
COM
501889208
352
11500
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SOLE
11500
0
0
LAM RESEARCH CORP
COM
512807108
391
3700
SH
SOLE
3700
0
0
LAMAR ADVERTISING CO-A
COM
512816109
40
600
SH
SOLE
600
0
0
LAMB WESTON HOLDINGS INC
COM
513272104
48
1266
SH
SOLE
1266
0
0
LAS VEGAS SANDS
COM
517834107
374
7000
SH
SOLE
7000
0
0
LAUDER (ESTEE)
COM
518439104
444
5800
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5800
0
0
LEAR CORP
COM
521865204
93
700
SH
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700
0
0
LEGGETT & PLATT
COM
524660107
59
1200
SH
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1200
0
0
LEGG MASON INC
COM
524901105
78
2600
SH
SOLE
2600
0
0
SAIC INC
COM
525327102
144
2825
SH
SOLE
2825
0
0
LENNAR CLASS A
COM
526057104
124
2900
SH
SOLE
2900
0
0
LEUCADIA NATIONAL CORP
COM
527288104
251
10800
SH
SOLE
10800
0
0
LIBERTY BROADBAND CORP
COM
530307305
67
900
SH
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900
0
0
LIBERTY PROPERTY TRUST
COM
531172104
383
9700
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SOLE
9700
0
0
LIBERTY SIRIUSXM GROUP-A
COM
531229409
28
800
SH
SOLE
800
0
0
LIBERTY SIRIUS GROUP-C
COM
531229607
139
4100
SH
SOLE
4100
0
0
LIBERTY MEDIA CORP-LIB F1
COM
531229854
97
3100
SH
SOLE
3100
0
0
LILLY (ELI) & CO
COM
532457108
964
13100
SH
SOLE
13100
0
0
LINCOLN NATIONAL CORP
COM
534187109
451
6800
SH
SOLE
6800
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
106
1700
SH
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1700
0
0
LIVE NATION ENTERTAINMENT
COM
538034109
117
4400
SH
SOLE
4400
0
0
LOCKHEED MARTIN CORP
COM
539830109
850
3400
SH
SOLE
3400
0
0
LOEWS
COM
540424108
539
11500
SH
SOLE
11500
0
0
LOWES COS INC
COM
548661107
1970
27700
SH
SOLE
27700
0
0
LULULEMON ATHLETICA INC
COM
550021109
162
2500
SH
SOLE
2500
0
0
MDU RESOURCES
COM
552690109
150
5200
SH
SOLE
5200
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
311
10800
SH
SOLE
10800
0
0
MACERICH
COM
554382101
305
4300
SH
SOLE
4300
0
0
MAGELLAN HEALTH SVCS INC
COM
559079207
83
1100
SH
SOLE
1100
0
0
MAGNA INTERNATIONAL CL A
COM
559222401
626
14400
SH
SOLE
14400
0
0
MARATHON OIL CORP
COM
565849106
981
56700
SH
SOLE
56700
0
0
MARKEL CORP
COM
570535104
90
100
SH
SOLE
100
0
0
MARSH & MCLENNAN
COM
571748102
1068
15800
SH
SOLE
15800
0
0
MARRIOTT INTERNATIONAL
COM
571903202
827
10000
SH
SOLE
10000
0
0
MARTIN MARIETTA MATERIALS
COM
573284106
111
500
SH
SOLE
500
0
0
MASCO CORP
COM
574599106
379
12000
SH
SOLE
12000
0
0
MATTEL
COM
577081102
309
11200
SH
SOLE
11200
0
0
MCCORMICK & CO
COM
579780206
327
3500
SH
SOLE
3500
0
0
MCDERMOTT INTL INC
COM
580037109
55
7500
SH
SOLE
7500
0
0
MCDONALDS CORP
COM
580135101
3238
26600
SH
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26600
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
502
7100
SH
SOLE
7100
0
0
METTLER TOLEDO INTERNATIO
COM
592688105
293
700
SH
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700
0
0
MICROSOFT CORP
COM
594918104
13466
216700
SH
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216700
0
0
MICROCHIP TECHNOLOGY
COM
595017104
513
8000
SH
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8000
0
0
MICRON TECHNOLOGY
COM
595112103
533
24300
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24300
0
0
MOBILE TELESYSTEMS-SP ADR
COM
607409109
52
5700
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5700
0
0
MOHAWK INDUSTRIES INC
COM
608190104
459
2300
SH
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2300
0
0
MONDELEZ INTERATIONAL INC
COM
609207105
2186
49305
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49305
0
0
MOODYS CORPORATION
COM
615369105
170
1800
SH
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1800
0
0
MOOG INC A
COM
615394202
105
1600
SH
SOLE
1600
0
0
MORGAN STANLEY
COM
617446448
1141
27000
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27000
0
0
MOTOROLA SOLUTIONS INC
COM
620076307
423
5100
SH
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5100
0
0
Murphy Oil Corp
COM
626717102
330
10600
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10600
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0
MURPHY USA INC
COM
626755102
129
2100
SH
SOLE
2100
0
0
NRG ENERGY
COM
629377508
121
9902
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9902
0
0
NASDAQ INC
COM
631103108
315
4700
SH
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4700
0
0
NATIONAL OILWELL VARCO IN
COM
637071101
689
18400
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18400
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0
NEW ORIENTAL EDUCATIO-SP
COM
647581107
55
1300
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1300
0
0
NEW YORK COMMNITY BANCORP
COM
649445103
333
20900
SH
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20900
0
0
NEWELL BRANDS INC
COM
651229106
625
14000
SH
SOLE
14000
0
0
NEWFIELD EXPLORATION CO
COM
651290108
235
5800
SH
SOLE
5800
0
0
NEWMONT MINING CORP
COM
651639106
470
13800
SH
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13800
0
0
NIKE INC
COM
654106103
1886
37100
SH
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37100
0
0
NOBLE ENERGY
COM
655044105
613
16100
SH
SOLE
16100
0
0
NORDSTROM
COM
655664100
254
5300
SH
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5300
0
0
NORFOLK SOUTHERN CORP
COM
655844108
1113
10300
SH
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10300
0
0
NORTHERN TRUST
COM
665859104
721
8100
SH
SOLE
8100
0
0
NORTHROP GRUMMAN CORP
COM
666807102
581
2500
SH
SOLE
2500
0
0
NUCOR CORP
COM
670346105
839
14100
SH
SOLE
14100
0
0
OGE ENERGY CORP
COM
670837103
177
5300
SH
SOLE
5300
0
0
OASIS PETROLEUM INC
COM
674215108
76
5000
SH
SOLE
5000
0
0
OCCIDENTAL PETROLEUM
COM
674599105
1959
27500
SH
SOLE
27500
0
0
OFFICE DEPOT INC
COM
676220106
85
18700
SH
SOLE
18700
0
0
OIL STS INTL INC
COM
678026105
43
1100
SH
SOLE
1100
0
0
OLD REPUBLIC INTL
COM
680223104
133
7000
SH
SOLE
7000
0
0
OMNICOM GROUP
COM
681919106
349
4100
SH
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4100
0
0
ONEOK INC NEW
COM
682680103
563
9800
SH
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9800
0
0
OPEN TEXT CORP
COM
683715106
192
3100
SH
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3100
0
0
OSHKOSH CORP
COM
688239201
162
2500
SH
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2500
0
0
OWENS & MINOR INC NEW
COM
690732102
106
3000
SH
SOLE
3000
0
0
OWENS CORNING NEW
COM
690742101
129
2500
SH
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2500
0
0
OWENS-ILLINOIS
COM
690768403
66
3800
SH
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3800
0
0
PHH CORP
COM
693320202
88
5800
SH
SOLE
5800
0
0
PNC FINANCIAL SERV GROUP
COM
693475105
1988
17000
SH
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17000
0
0
PPG INDUSTRIES
COM
693506107
805
8500
SH
SOLE
8500
0
0
PHILLIPS VAN HEUSEN CORP
COM
693656100
180
2000
SH
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2000
0
0
PACCAR
COM
693718108
837
13100
SH
SOLE
13100
0
0
PACKAGING CORP AMER
COM
695156109
68
800
SH
SOLE
800
0
0
PALO ALTO NETWORKS INC
COM
697435105
88
700
SH
SOLE
700
0
0
PAMPA ENERGIA SA-SPON ADR
COM
697660207
1974
56700
SH
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56700
0
0
PARKER-HANNIFIN
COM
701094104
770
5500
SH
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5500
0
0
PATTERSON COS
COM
703395103
74
1800
SH
SOLE
1800
0
0
PATTERSON-UTI ENERGY INC
COM
703481101
102
3800
SH
SOLE
3800
0
0
PAYCHEX
COM
704326107
335
5500
SH
SOLE
5500
0
0
PEMBINA PIPELINE CORP
COM
706327103
504
16100
SH
SOLE
16100
0
0
PENN WEST PETROLEUM LTD
COM
707887105
71
40000
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40000
0
0
PENNEY (J C)
COM
708160106
59
7100
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7100
0
0
PEOPLES UNITED FINANCIAL
COM
712704105
134
6900
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6900
0
0
PEPSICO INC
COM
713448108
4604
44000
SH
SOLE
44000
0
0
PFIZER INC
COM
717081103
3183
98000
SH
SOLE
98000
0
0
Philip Morris Internation
COM
718172109
1848
20200
SH
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20200
0
0
PHILLIPS 66
COM
718546104
1681
19450
SH
SOLE
19450
0
0
PINNACLE WEST CAPITAL CRP
COM
723484101
359
4600
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4600
0
0
PIONEER NATURAL RESOURCES
COM
723787107
882
4900
SH
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4900
0
0
PITNEY BOWES
COM
724479100
30
2000
SH
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2000
0
0
POLARIS INDS INC
COM
731068102
165
2000
SH
SOLE
2000
0
0
PRICELINE.COM INC
COM
741503403
733
500
SH
SOLE
500
0
0
PROCTER & GAMBLE
COM
742718109
6827
81200
SH
SOLE
81200
0
0
PROGRESSIVE CORP
COM
743315103
749
21100
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21100
0
0
PRUDENTIAL FINANCIAL
COM
744320102
1956
18800
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18800
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PUBLIC SVC ENTERPRISE GRP
COM
744573106
812
18500
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18500
0
0
PULTE GROUP
COM
745867101
50
2700
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2700
0
0
QUALCOMM INC
COM
747525103
1441
22100
SH
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22100
0
0
QUALITY CARE PROPERTIES
COM
747545101
12
800
SH
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800
0
0
RPM INTL INC
COM
749685103
167
3100
SH
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3100
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0
POLO RALPH LAUREN CORP
COM
751212101
163
1800
SH
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1800
0
0
RAYMOND JAMES FINANCIAL I
COM
754730109
367
5300
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5300
0
0
RAYONIER INC
COM
754907103
128
4800
SH
SOLE
4800
0
0
RAYTHEON
COM
755111507
582
4100
SH
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4100
0
0
REALTY INCOME CORP
COM
756109104
103
1800
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1800
0
0
RED HAT INC
COM
756577102
91
1300
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1300
0
0
REDWOOD TR INC
COM
758075402
94
6200
SH
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6200
0
0
REGAL ENTMT GROUP
COM
758766109
111
5400
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5400
0
0
REGENCY CENTERS
COM
758849103
372
5400
SH
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5400
0
0
REINSURANCE GROUP AMER IN
COM
759351604
340
2700
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2700
0
0
RELIANCE STEEL & ALUMINUM
COM
759509102
151
1900
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3000
SH
SOLE
3000
0
0
DEVEL DIV RLTY
COM
23317H102
102
6700
SH
SOLE
6700
0
0
D.R. HORTON INC
COM
23331A109
169
6200
SH
SOLE
6200
0
0
DAVITA INC
COM
23918K108
231
3600
SH
SOLE
3600
0
0
DELL TECHNOLOGIES INC-CL
COM
24703L103
166
3014
SH
SOLE
3014
0
0
DENTSPLY SIRONA INC
COM
24906P109
369
6400
SH
SOLE
6400
0
0
DEVON ENERGY CORP
COM
25179M103
1187
26000
SH
SOLE
26000
0
0
DIAMOND OFFSHORE DRILLING
COM
25271C102
92
5200
SH
SOLE
5200
0
0
DISCOVERY COMMUNICATIONS
COM
25470F104
90
3300
SH
SOLE
3300
0
0
DISCOVERY COMMUNS INC SER
COM
25470F302
238
8900
SH
SOLE
8900
0
0
DISH NETWORK
COM
25470M109
168
2900
SH
SOLE
2900
0
0
DOMINION RESOURCES
COM
25746U109
1463
19100
SH
SOLE
19100
0
0
DOMINOS PIZZA INC
COM
25754A201
64
400
SH
SOLE
400
0
0
DONNELLEY FINANCIAL SOLU-
COM
25787G100
29
1262
SH
SOLE
1262
0
0
DUKE ENERGY CORP
COM
26441C204
813
10471
SH
SOLE
10471
0
0
EOG Resources Inc
COM
26875P101
1789
17700
SH
SOLE
17700
0
0
EQT CORPORATION
COM
26884L109
281
4300
SH
SOLE
4300
0
0
EDGEWELL PERSONAL CARE CO
COM
28035Q102
146
2000
SH
SOLE
2000
0
0
EMCOR GROUP INC
COM
29084Q100
191
2700
SH
SOLE
2700
0
0
EMP DISTRIB Y COMERC NOR-
COM
29244A102
1011
36300
SH
SOLE
36300
0
0
ENBRIDGE
COM
29250N105
1312
31145
SH
SOLE
31145
0
0
ENERGIZER SPINCO INC- W/I
COM
29272W109
58
1300
SH
SOLE
1300
0
0
ENTERGY CORP
COM
29364G103
345
4700
SH
SOLE
4700
0
0
ENVISION HEALTHCARE CORP
COM
29414D100
139
2201
SH
SOLE
2201
0
0
EQUINIX INC
COM
29444U700
616
1723
SH
SOLE
1723
0
0
EQUITY RESIDENTIAL
COM
29476L107
708
11000
SH
SOLE
11000
0
0
EVERSOURCE ENERGY
COM
30040W108
607
10992
SH
SOLE
10992
0
0
EXELON CORPORATION
COM
30161N101
653
18410
SH
SOLE
18410
0
0
EXPEDIA INC
COM
30212P303
102
900
SH
SOLE
900
0
0
EXPRESS SCRIPT HOLDING CO
COM
30219G108
898
13055
SH
SOLE
13055
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
77
1000
SH
SOLE
1000
0
0
EXXON MOBIL CORPORATION
COM
30231G102
7365
81600
SH
SOLE
81600
0
0
FMC TECHNOLOGIES INC
COM
30249U101
284
8000
SH
SOLE
8000
0
0
FACEBOOK INC-A
COM
30303M102
2324
20200
SH
SOLE
20200
0
0
FDXG FEDEX CORPORATION
COM
31428X106
801
4300
SH
SOLE
4300
0
0
FIDELITY NATL INFO SERV
COM
31620M106
287
3800
SH
SOLE
3800
0
0
FNF GROUP
COM
31620R303
61
1800
SH
SOLE
1800
0
0
FIRST REPUBLIC BK SAN FRN
COM
33616C100
341
3700
SH
SOLE
3700
0
0
FLOWSERVE CORP
COM
34354P105
283
5900
SH
SOLE
5900
0
0
FORTIVE CORP
COM
34959J108
223
4150
SH
SOLE
4150
0
0
FORTUNE BRANDS HOME & SEC
COM
34964C106
198
3700
SH
SOLE
3700
0
0
FREEPORT-MCMORAN COPPER
COM
35671D857
795
60300
SH
SOLE
60300
0
0
FRONTIER COMMUNICATIONS
COM
35906A108
204
60300
SH
SOLE
60300
0
0
GAMESTOP CORP
COM
36467W109
99
3900
SH
SOLE
3900
0
0
GANNETT CO INC
COM
36473H104
39
4050
SH
SOLE
4050
0
0
GENERAL MOTORS CO
COM
37045V100
1129
32400
SH
SOLE
32400
0
0
GENWORTH FINANCL CLASS A
COM
37247D106
183
48000
SH
SOLE
48000
0
0
GLOBAL PMTS INC
COM
37940X102
76
1100
SH
SOLE
1100
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1748
7300
SH
SOLE
7300
0
0
BOLIVIA GOVERNMENT
COM
38376A103
97
5100
SH
SOLE
5100
0
0
GRACE W R & CO DEL NEW
COM
38388F108
47
700
SH
SOLE
700
0
0
CGI GROUP CL A
COM
39945C109
279
5800
SH
SOLE
5800
0
0
HCA HOLDINGS INC
COM
40412C101
415
5600
SH
SOLE
5600
0
0
HCP INC
COM
40414L109
443
14900
SH
SOLE
14900
0
0
HP INC
COM
40434L105
1042
70200
SH
SOLE
70200
0
0
HAYLARD HEALTH INC-W/I
COM
40650V100
30
800
SH
SOLE
800
0
0
HELIX ENERGY SOLUTIONS GR
COM
42330P107
42
4800
SH
SOLE
4800
0
0
HERC HOLDINGS INC
COM
42704L104
84
2080
SH
SOLE
2080
0
0
HERTZ GLOBAL HOLDINGS INC
COM
42806J106
87
4040
SH
SOLE
4040
0
0
HESS CORP.
COM
42809H107
841
13500
SH
SOLE
13500
0
0
HEWLETT-PACKARD ENTERPRIS
COM
42824C109
1791
77400
SH
SOLE
77400
0
0
HILTON WLD HOLDINGS INC
COM
43300A203
476
17500
SH
SOLE
17500
0
0
HOSPITALITY PROPERT TRST
COM
44106M102
73
2300
SH
SOLE
2300
0
0
HOST HOTELS & RESORTS
COM
44107P104
424
22500
SH
SOLE
22500
0
0
IAC/INTERACTIVECORP
COM
44919P508
155
2400
SH
SOLE
2400
0
0
ITT INC
COM
45073V108
112
2900
SH
SOLE
2900
0
0
ICICI BK LTD - ADR
COM
45104G104
291
38800
SH
SOLE
38800
0
0
IDEXX LABS INC
COM
45168D104
82
700
SH
SOLE
700
0
0
INCYTE CORP
COM
45337C102
130
1300
SH
SOLE
1300
0
0
INGEVITY CORP
COM
45688C107
38
689
SH
SOLE
689
0
0
INTERCONTINENTAL EXCHANGE
COM
45866F104
818
14500
SH
SOLE
14500
0
0
INTUITIVE SURGICAL INC
COM
46120E602
190
300
SH
SOLE
300
0
0
IRON MOUNTAIN
COM
46284V101
321
9885
SH
SOLE
9885
0
0
JPMORGAN CHASE & CO
COM
46625H100
5764
66800
SH
SOLE
66800
0
0
JD.COM INC-ADR
COM
47215P106
140
5500
SH
SOLE
5500
0
0
JONES LANG LASALLE INC
COM
48020Q107
101
1000
SH
SOLE
1000
0
0
JUNIPER NETWORKS
COM
48203R104
184
6500
SH
SOLE
6500
0
0
KBR INC
COM
48242W106
30
1800
SH
SOLE
1800
0
0
KEYSIGHT TECHNOLOG IN-W/I
COM
49338L103
51
1400
SH
SOLE
1400
0
0
KIMCO REALTY CP
COM
49446R109
367
14600
SH
SOLE
14600
0
0
KINDER MORGAN INC
COM
49456B101
1323
63900
SH
SOLE
63900
0
0
LSC COMMUNICATIONS INC-W/
COM
50218P107
37
1262
SH
SOLE
1262
0
0
LABORATORY CRP OF AMERICA
COM
50540R409
514
4000
SH
SOLE
4000
0
0
LEVEL 3 COMMUNICATIONS IN
COM
52729N308
411
7300
SH
SOLE
7300
0
0
LIBERTY INTERAC CORP QVC
COM
53071M104
194
9700
SH
SOLE
9700
0
0
LIFEPOINT HEALTH INC
COM
53219L109
23
400
SH
SOLE
400
0
0
M&T BANK
COM
55261F104
704
4500
SH
SOLE
4500
0
0
MSCI INC
COM
55354G100
55
700
SH
SOLE
700
0
0
MACYS
COM
55616P104
304
8500
SH
SOLE
8500
0
0
MANPOWER INC
COM
56418H100
347
3900
SH
SOLE
3900
0
0
MANULIFE FINANCIAL
COM
56501R106
773
43364
SH
SOLE
43364
0
0
MARATHON PETROLEUM
COM
56585A102
1188
23600
SH
SOLE
23600
0
0
Mastercard Inc
COM
57636Q104
2664
25800
SH
SOLE
25800
0
0
MAXIM INTEGRATED PRODS IN
COM
57772K101
228
5900
SH
SOLE
5900
0
0
MCKESSON
COM
58155Q103
646
4600
SH
SOLE
4600
0
0
MEDNAX INC
COM
58502B106
153
2300
SH
SOLE
2300
0
0
MERCK & CO
COM
58933Y105
5310
90200
SH
SOLE
90200
0
0
METHANEX CORP
COM
59151K108
101
2300
SH
SOLE
2300
0
0
METLIFE
COM
59156R108
1164
21600
SH
SOLE
21600
0
0
MID AM APT COMM
COM
59522J103
255
2600
SH
SOLE
2600
0
0
MOLSON COORS CL B
COM
60871R209
243
2500
SH
SOLE
2500
0
0
MONSANTO COMPANY
COM
61166W101
537
5100
SH
SOLE
5100
0
0
MONSTER BEVERAGE CORP
COM
61174X109
129
2900
SH
SOLE
2900
0
0
MOSAIC COMPANY
COM
61945C103
496
16900
SH
SOLE
16900
0
0
NAVIENT CORP-WHEN DIST
COM
63938C108
286
17400
SH
SOLE
17400
0
0
NETAPP
COM
64110D104
81
2300
SH
SOLE
2300
0
0
NETFLIX INC
COM
64110L106
1362
11000
SH
SOLE
11000
0
0
NETEASE.COM
COM
64110W102
172
800
SH
SOLE
800
0
0
NEWS CORP A
COM
65249B109
121
10550
SH
SOLE
10550
0
0
NEXTERA ENERGY INC
COM
65339F101
800
6700
SH
SOLE
6700
0
0
NISOURCE
COM
65473P105
306
13800
SH
SOLE
13800
0
0
NOW INC/DE-W/I
COM
67011P100
39
1900
SH
SOLE
1900
0
0
NVIDIA
COM
67066G104
1729
16200
SH
SOLE
16200
0
0
OREILLY AUTOMOTIVE INC
COM
67103H107
306
1100
SH
SOLE
1100
0
0
ORACLE CORP
COM
68389X105
3537
92000
SH
SOLE
92000
0
0
ALLIANT TECHSYSTEMS INC
COM
68557N103
53
600
SH
SOLE
600
0
0
PG & E CORP.
COM
69331C108
529
8700
SH
SOLE
8700
0
0
PNM RES INC
COM
69349H107
106
3100
SH
SOLE
3100
0
0
PPL CORPORATION
COM
69351T106
402
11800
SH
SOLE
11800
0
0
PAYPAL HOLDINGS INC
COM
70450Y103
513
13000
SH
SOLE
13000
0
0
PENGROWTH ENERGY CORP
COM
70706P104
60
41400
SH
SOLE
41400
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
26
500
SH
SOLE
500
0
0
PETROBRAS ARGENTINA - ADR
COM
71646J109
2391
340600
SH
SOLE
340600
0
0
POTASH CORP-SASKATCHEWAN
COM
73755L107
643
35500
SH
SOLE
35500
0
0
PRAXAIR
COM
74005P104
1055
9000
SH
SOLE
9000
0
0
PRECISION DRILLING CORP
COM
74022D308
48
8800
SH
SOLE
8800
0
0
PRICE (T. ROWE) GROUP
COM
74144T108
715
9500
SH
SOLE
9500
0
0
PRIMERICA INC
COM
74164M108
90
1300
SH
SOLE
1300
0
0
PRINCIPAL FINANCIAL GROUP
COM
74251V102
631
10900
SH
SOLE
10900
0
0
PROLOGIS INC
COM
74340W103
940
17800
SH
SOLE
17800
0
0
PUBLIC STORAGE
COM
74460D109
224
1000
SH
SOLE
1000
0
0
QEP RESOURCES
COM
74733V100
140
7600
SH
SOLE
7600
0
0
QORVO INC
COM
74736K101
53
1000
SH
SOLE
1000
0
0
QUEST DIAGNOSTICS
COM
74834L100
496
5400
SH
SOLE
5400
0
0
QUINTILES IMS HOLDINGS
COM
74876Y101
259
3400
SH
SOLE
3400
0
0
RANGE RESOURCES
COM
75281A109
165
4800
SH
SOLE
4800
0
0
REALOGY HOLDINGS CORP
COM
75605Y106
26
1000
SH
SOLE
1000
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
220
600
SH
SOLE
600
0
0
REGIONS FINANCIAL
COM
7591EP100
775
54000
SH
SOLE
54000
0
0
RENT A CTR INC NEW
COM
76009N100
33
2900
SH
SOLE
2900
0
0
RESTAURANT BRANDS INTERN
COM
76131D103
86
1800
SH
SOLE
1800
0
0
S&P GLOBAL INC
COM
78409V104
850
7900
SH
SOLE
7900
0
0
SL GREEN RLTY
COM
78440X101
505
4700
SH
SOLE
4700
0
0
SLM CORP
COM
78442P106
204
18500
SH
SOLE
18500
0
0
SM ENERGY CO
COM
78454L100
159
4600
SH
SOLE
4600
0
0
SPX FLOW INC
COM
78469X107
80
2500
SH
SOLE
2500
0
0
SABRE CORP
COM
78573M104
45
1800
SH
SOLE
1800
0
0
SALESFORCE.COM INC
COM
79466L302
1130
16500
SH
SOLE
16500
0
0
SCANA CORP
COM
80589M102
191
2600
SH
SOLE
2600
0
0
SEALED AIR
COM
81211K100
213
4700
SH
SOLE
4700
0
0
SERVICENOW INC
COM
81762P102
89
1200
SH
SOLE
1200
0
0
SHAW COMMUNICATIONS CL B
COM
82028K200
376
18715
SH
SOLE
18715
0
0
SIGNATURE BANK
COM
82669G104
285
1900
SH
SOLE
1900
0
0
SIRIUS XM RADIO INC
COM
82968B103
78
17500
SH
SOLE
17500
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
336
4500
SH
SOLE
4500
0
0
SONIC AUTOMOTIVE
COM
83545G102
112
4900
SH
SOLE
4900
0
0
SPRINT CORP - W/I
COM
85207U105
200
23800
SH
SOLE
23800
0
0
SYNOVUS FINL CORP
COM
87161C501
151
3685
SH
SOLE
3685
0
0
SYNCHRONY FINANCIAL
COM
87165B103
609
16800
SH
SOLE
16800
0
0
TD AMERITRADE HOLDING
COM
87236Y108
458
10500
SH
SOLE
10500
0
0
TARGA RESOURCES CORP
COM
87612G101
168
3000
SH
SOLE
3000
0
0
TEGNA INC
COM
87901J105
124
5800
SH
SOLE
5800
0
0
TELUS CORPORATION
COM
87971M103
278
8700
SH
SOLE
8700
0
0
TENET HEALTHCARE CORP
COM
88033G407
55
3725
SH
SOLE
3725
0
0
TESLA INC
COM
88160R101
703
3290
SH
SOLE
3290
0
0
3M COMPANY
COM
88579Y101
3125
17500
SH
SOLE
17500
0
0
TRANSALTA CORPORATION
COM
89346D107
139
25000
SH
SOLE
25000
0
0
TRANSCANADA
COM
89353D107
641
14200
SH
SOLE
14200
0
0
TWENTY-FIRST CENTURY FOX
COM
90130A101
451
16100
SH
SOLE
16100
0
0
TWENTY-FIRST CENTRY FOX B
COM
90130A200
93
3400
SH
SOLE
3400
0
0
TWITTER INC
COM
90184L102
72
4400
SH
SOLE
4400
0
0
ULTA BEAUTY INC
COM
90384S303
433
1700
SH
SOLE
1700
0
0
UNITED THERAPEUTICS CORP
COM
91307C102
57
400
SH
SOLE
400
0
0
UNITEDHEALTH GROUP
COM
91324P102
2097
13100
SH
SOLE
13100
0
0
UNUM GROUP
COM
91529Y106
312
7100
SH
SOLE
7100
0
0
VALEANT PHARMACEUTICALS
COM
91911K102
38
2600
SH
SOLE
2600
0
0
VALERO ENERGY CORP
COM
91913Y100
1401
20500
SH
SOLE
20500
0
0
VANTIV INC - CL A
COM
92210H105
66
1100
SH
SOLE
1100
0
0
Varian Medical Systems In
COM
92220P105
305
3400
SH
SOLE
3400
0
0
VEDANTA LTD
COM
92242Y100
190
15300
SH
SOLE
15300
0
0
VENTAS INC
COM
92276F100
725
11600
SH
SOLE
11600
0
0
VEREIT INC
COM
92339V100
68
8000
SH
SOLE
8000
0
0
VERIZON COMMUNICATIONS
COM
92343V104
7084
132700
SH
SOLE
132700
0
0
VERISK ANALYTICS INC-CL A
COM
92345Y106
97
1200
SH
SOLE
1200
0
0
VERTEX PHARM
COM
92532F100
494
6700
SH
SOLE
6700
0
0
VERSUM MATERIALS INC - W/
COM
92532W103
20
700
SH
SOLE
700
0
0
VIACOM (NEW) CLASS B
COM
92553P201
263
7500
SH
SOLE
7500
0
0
VIPSHOP HLDGS LTD ADR
COM
92763W103
41
3700
SH
SOLE
3700
0
0
VISA INC-CLASS A SHARES
COM
92826C839
1350
17300
SH
SOLE
17300
0
0
VISTEON CORP
COM
92839U206
80
1000
SH
SOLE
1000
0
0
WABCO HLDGS INC
COM
92927K102
138
1300
SH
SOLE
1300
0
0
WEC ENERGY GROUP INC
COM
92939U106
515
8773
SH
SOLE
8773
0
0
WASTE CONNECTIONS INC
COM
94106B101
102
1300
SH
SOLE
1300
0
0
WASTE MGMT INC
COM
94106L109
1028
14500
SH
SOLE
14500
0
0
WELLTOWER INC
COM
95040Q104
810
12100
SH
SOLE
12100
0
0
WESCO INTL INC
COM
95082P105
106
1600
SH
SOLE
1600
0
0
WESTAR ENERGY INC
COM
95709T100
62
1100
SH
SOLE
1100
0
0
WESTROCK CO
COM
96145D105
437
8616
SH
SOLE
8616
0
0
WINDSTREAM CORP
COM
97382A200
117
15983
SH
SOLE
15983
0
0
WIPRO LTD
COM
97651M109
496
51200
SH
SOLE
51200
0
0
WORKDAY INC - CLASS A
COM
98138H101
205
3100
SH
SOLE
3100
0
0
WPX ENERGY INC
COM
98212B103
184
12600
SH
SOLE
12600
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
351
4600
SH
SOLE
4600
0
0
XCEL ENERGY
COM
98389B100
733
18000
SH
SOLE
18000
0
0
XYLEM INC
COM
98419M100
366
7400
SH
SOLE
7400
0
0
YAMANA GOLD INC
COM
98462Y100
94
33600
SH
SOLE
33600
0
0
YUM CHINA HOLDINGS INC
COM
98850P109
225
8600
SH
SOLE
8600
0
0
ZIMMER HOLDINGS INC
COM
98956P102
258
2500
SH
SOLE
2500
0
0
ZOETIS INC
COM
98978V103
648
12100
SH
SOLE
12100
0
0
ARCH CAP GROUP LTD
COM
G0450A105
431
5000
SH
SOLE
5000
0
0
ARCOS DORADOS HOLDINGS
COM
G0457F107
1719
318256
SH
SOLE
318256
0
0
ASPEN INSURANCE HOLDINGS
COM
G05384105
138
2500
SH
SOLE
2500
0
0
AXIS CAPITAL HOLDINGS
COM
G0692U109
261
4000
SH
SOLE
4000
0
0
AXALTA COATING SYST LTD
COM
G0750C108
128
4700
SH
SOLE
4700
0
0
BUNGE
COM
G16962105
600
8300
SH
SOLE
8300
0
0
CREDICORP LTD
COM
G2519Y108
95
600
SH
SOLE
600
0
0
CREDICORP
COM
G2519Y108
343
2171
SH
SOLE
2171
0
0
EVEREST RE GROUP
COM
G3223R108
65
300
SH
SOLE
300
0
0
IHS MARKIT LTD
COM
G47567105
325
9179
SH
SOLE
9179
0
0
INVESCO LIMITED
COM
G491BT108
558
18400
SH
SOLE
18400
0
0
MARVELL TECHONOLGY GROUP
COM
G5876H105
291
21000
SH
SOLE
21000
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
193
4500
SH
SOLE
4500
0
0
NABORS INDUSTRIES
COM
G6359F103
164
10000
SH
SOLE
10000
0
0
NORWEGIAN CRUIS LINE HLD
COM
G66721104
60
1400
SH
SOLE
1400
0
0
RENAISSANCERE
COM
G7496G103
123
900
SH
SOLE
900
0
0
SEADRILL LTD
COM
G7945E105
338
97505
SH
SOLE
97505
0
0
SIGNET JEWELERS LIMITED
COM
G81276100
226
2400
SH
SOLE
2400
0
0
XL GROUP LTD
COM
G98294104
408
10938
SH
SOLE
10938
0
0