Senior Legal Counsel

0001597858-17-000004.txt : 20171114 0001597858-17-000004.hdr.sgml : 20171114 20171114122141 ACCESSION NUMBER: 0001597858-17-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171114 DATE AS OF CHANGE: 20171114 EFFECTIVENESS DATE: 20171114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Cantab Capital Partners LLP CENTRAL INDEX KEY: 0001597858 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16510 FILM NUMBER: 171199737 BUSINESS ADDRESS: STREET 1: CITY HOUSE STREET 2: HILLS ROAD CITY: CAMBRIDGE STATE: X0 ZIP: CB2 1RE BUSINESS PHONE: 00441223755755 MAIL ADDRESS: STREET 1: CITY HOUSE STREET 2: HILLS ROAD CITY: CAMBRIDGE STATE: X0 ZIP: CB2 1RE 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001597858 XXXXXXXX 09-30-2017 09-30-2017 Cantab Capital Partners LLP

CITY HOUSE HILLS ROAD CAMBRIDGE X0 CB2 1RE

13F HOLDINGS REPORT 028-16510 N Andrew Radford Senior Legal Counsel 01223755755 Andrew Radford Cambridge X0 11-14-2017 0 570 696174 false INFORMATION TABLE 2 13f_securities_2017_q3.1.csv.xml 13F_SECURITIES_2017_Q3.1.CSV AFLAC INCORPORATED CMN COM 001055102 2308000 28356 SH SOLE 0 0 0 28356 AGCO CORP CMN COM 001084102 1678000 22740 SH SOLE 0 0 0 22740 AES CORP. CMN COM 00130H105 448000 40644 SH SOLE 0 0 0 40644 AMC NETWORKS INC. CMN COM 00164V103 2201000 37639 SH SOLE 0 0 0 37639 AT&T INC CMN COM 00206R102 581000 14834 SH SOLE 0 0 0 14834 AARON RENTS INC A CMN COM 002535300 2831000 64879 SH SOLE 0 0 0 64879 ABBOTT LABORATORIES CMN COM 002824100 606000 11353 SH SOLE 0 0 0 11353 ABBVIE INC. CMN COM 00287Y109 1585000 17842 SH SOLE 0 0 0 17842 ACI WORLDWIDE INC CMN COM 004498101 398000 17453 SH SOLE 0 0 0 17453 ACTIVISION BLIZZARD INC CMN COM 00507V109 1950000 30222 SH SOLE 0 0 0 30222 ADOBE SYSTEMS INC CMN COM 00724F101 1541000 10331 SH SOLE 0 0 0 10331 ADTALEM GLOBAL EDUCATION INC CMN COM 00737L103 1948000 54330 SH SOLE 0 0 0 54330 ADVISORY BRD CO CMN COM 00762W107 223000 4156 SH SOLE 0 0 0 4156 AETNA INC CMN COM 00817Y108 3240000 20374 SH SOLE 0 0 0 20374 AGILENT TECHNOLOGIES, INC. CMN COM 00846U101 919000 14321 SH SOLE 0 0 0 14321 AGNICO EAGLE MINES LTD CMN COM 008474108 643000 14226 SH SOLE 0 0 0 14226 AGRIUM INC CMN COM 008916108 183000 1709 SH SOLE 0 0 0 1709 AIR LEASE CORPORATION CMN COM 00912X302 1115000 26153 SH SOLE 0 0 0 26153 AIR PRODUCTS & CHEMICALS INC CMN COM 009158106 761000 5034 SH SOLE 0 0 0 5034 AKAMAI TECHNOLOGIES INC CMN COM 00971T101 615000 12618 SH SOLE 0 0 0 12618 AKORN INC CMN COM 009728106 417000 12561 SH SOLE 0 0 0 12561 ALASKA AIR GROUP INC(DEL HLDG) CMN COM 011659109 755000 9903 SH SOLE 0 0 0 9903 ALBEMARLE CORP CMN COM 012653101 625000 4586 SH SOLE 0 0 0 4586 ALEXION PHARMACEUTICALS INC CMN COM 015351109 193000 1378 SH SOLE 0 0 0 1378 ALIGN TECHNOLOGY INC CMN COM 016255101 1122000 6026 SH SOLE 0 0 0 6026 ALLISON TRANSMISSION HLDG INC. CMN COM 01973R101 1450000 38627 SH SOLE 0 0 0 38627 ALLSCRIPTS HEALTHCARE SOL INC CMN COM 01988P108 1181000 82975 SH SOLE 0 0 0 82975 ALLSTATE CORPORATION COMMON STOCK COM 020002101 1662000 18084 SH SOLE 0 0 0 18084 ALLY FINANCIAL INC. CMN COM 02005N100 207000 8540 SH SOLE 0 0 0 8540 ALPHABET INC. CMN CLASS A COM 02079K305 4091000 4201 SH SOLE 0 0 0 4201 ALTABA INC. CLOSE ENDED FUND COM 021346101 1268000 19139 SH SOLE 0 0 0 19139 ALTRIA GROUP, INC. CMN COM 02209S103 2078000 32760 SH SOLE 0 0 0 32760 AMEREN CORPORATION CMN COM 023608102 1161000 20067 SH SOLE 0 0 0 20067 AMERICAN AIRLINES GROUP INC CMN COM 02376R102 1116000 23502 SH SOLE 0 0 0 23502 AMERICAN EAGLE OUTFITTERS INC (NEW) COM 02553E106 204000 14252 SH SOLE 0 0 0 14252 AMERICAN EQTY INVSTMNT LFE HLDNG CO CMN COM 025676206 368000 12669 SH SOLE 0 0 0 12669 AMERICAN EXPRESS CO. CMN COM 025816109 86000 948 SH SOLE 0 0 0 948 AMERICAN FINANCIAL GROUP INC CMN COM 025932104 1951000 18858 SH SOLE 0 0 0 18858 AMERIGAS PARTNERS L.P. UNIT LTD PARTNERSHIP INT COM 030975106 1554000 34572 SH SOLE 0 0 0 34572 AMETEK INC (NEW) CMN COM 031100100 1304000 19743 SH SOLE 0 0 0 19743 AMGEN INC. CMN COM 031162100 2291000 12286 SH SOLE 0 0 0 12286 ANALOG DEVICES, INC. CMN COM 032654105 98000 1140 SH SOLE 0 0 0 1140 ANDEAVOR CMN COM 03349M105 932000 9033 SH SOLE 0 0 0 9033 ANIXTER INTERNATIONAL INC CMN COM 035290105 232000 2731 SH SOLE 0 0 0 2731 ANSYS INC CMN COM 03662Q105 765000 6232 SH SOLE 0 0 0 6232 ANTERO MIDSTREAM PARTNERS LP CMN COM 03673L103 425000 13472 SH SOLE 0 0 0 13472 ANTHEM, INC. CMN COM 036752103 3064000 16134 SH SOLE 0 0 0 16134 APOLLO GLOBAL MANAGEMENT, LLC CMN CLASS A COM 037612306 2104000 69904 SH SOLE 0 0 0 69904 APPLE INC. CMN COM 037833100 4133000 26816 SH SOLE 0 0 0 26816 APPLIED MATERIALS INC CMN COM 038222105 1802000 34595 SH SOLE 0 0 0 34595 APTARGROUP INC CMN COM 038336103 723000 8375 SH SOLE 0 0 0 8375 ARAMARK CMN COM 03852U106 340000 8384 SH SOLE 0 0 0 8384 ARCHER-DANIELS-MIDLAND COMPANY CMN COM 039483102 1787000 42041 SH SOLE 0 0 0 42041 ARISTA NETWORKS, INC. CMN COM 040413106 791000 4172 SH SOLE 0 0 0 4172 ARMSTRONG WORLD INDUSTRIES, INC CMN COM 04247X102 138000 2685 SH SOLE 0 0 0 2685 ARROW ELECTRONICS INC. CMN COM 042735100 2971000 36944 SH SOLE 0 0 0 36944 ARTISAN PARTNERS ASSET MGMT IN CMN COM 04316A108 1139000 34933 SH SOLE 0 0 0 34933 ASHLAND GLOBAL HOLDINGS INC. CMN COM 044186104 725000 11092 SH SOLE 0 0 0 11092 ASSURANT, INC. CMN COM 04621X108 413000 4327 SH SOLE 0 0 0 4327 AUTOMATIC DATA PROCESSING INC CMN COM 053015103 917000 8387 SH SOLE 0 0 0 8387 AUTOZONE, INC. CMN COM 053332102 7000 11 SH SOLE 0 0 0 11 AVERY DENNISON CORPORATION CMN COM 053611109 1513000 15384 SH SOLE 0 0 0 15384 AVISTA CORP CMN COM 05379B107 900000 17391 SH SOLE 0 0 0 17391 AVNET INC. CMN COM 053807103 312000 7940 SH SOLE 0 0 0 7940 BGC PARTNERS, INC CMN CLASS A COM 05541T101 563000 38922 SH SOLE 0 0 0 38922 BWX TECHNOLOGIES, INC. CMN COM 05605H100 454000 8111 SH SOLE 0 0 0 8111 BANK OF AMERICA CORP CMN COM 060505104 1295000 51117 SH SOLE 0 0 0 51117 THE BANK OF NY MELLON CORP CMN COM 064058100 329000 6212 SH SOLE 0 0 0 6212 BARD C R INC N J CMN COM 067383109 570000 1779 SH SOLE 0 0 0 1779 BARNES GROUP INC CMN COM 067806109 470000 6678 SH SOLE 0 0 0 6678 BARRICK GOLD CORPORATION CMN COM 067901108 1312000 81524 SH SOLE 0 0 0 81524 BAXTER INTERNATIONAL INC CMN COM 071813109 5429000 86520 SH SOLE 0 0 0 86520 BED BATH & BEYOND INC. CMN COM 075896100 883000 37617 SH SOLE 0 0 0 37617 BELDEN INC CMN COM 077454106 24000 304 SH SOLE 0 0 0 304 BEMIS COMPANY CMN COM 081437105 123000 2695 SH SOLE 0 0 0 2695 BERRY GLOBAL GROUP INC CMN COM 08579W103 1461000 25782 SH SOLE 0 0 0 25782 BEST BUY CO INC CMN SERIES COM 086516101 3082000 54105 SH SOLE 0 0 0 54105 BIG LOTS INC CMN COM 089302103 1526000 28486 SH SOLE 0 0 0 28486 BIO-RAD LABORATORIES, INC CMN CLASS A COM 090572207 442000 1988 SH SOLE 0 0 0 1988 BIOGEN INC. CMN COM 09062X103 1681000 5369 SH SOLE 0 0 0 5369 BLACK KNIGHT FINANCIAL SERVICES INC. CMN CLASS A COM 09214X100 791000 18371 SH SOLE 0 0 0 18371 H & R BLOCK INC. CMN COM 093671105 4328000 163460 SH SOLE 0 0 0 163460 BOARDWALK PIPELINE PARTNERS LP CMN COM 096627104 857000 58269 SH SOLE 0 0 0 58269 BOEING COMPANY CMN COM 097023105 3702000 14561 SH SOLE 0 0 0 14561 BOOZ ALLEN HAMILTON HOLDING CORPORATION CMN COM 099502106 1738000 46491 SH SOLE 0 0 0 46491 BOSTON BEER INC CL A CMN CLASS A COM 100557107 2344000 15004 SH SOLE 0 0 0 15004 BOYD GAMING CORPORATION CMN COM 103304101 454000 17435 SH SOLE 0 0 0 17435 BRINKER INTERNATIONAL INC CMN COM 109641100 722000 22651 SH SOLE 0 0 0 22651 BRISTOL-MYERS SQUIBB COMPANY CMN COM 110122108 1386000 21744 SH SOLE 0 0 0 21744 BROCADE COMMUNICATIONS SYSTEMS, INC. CMN COM 111621306 581000 48633 SH SOLE 0 0 0 48633 BROWN FORMAN CORP CL B CMN CLASS B COM 115637209 1360000 25054 SH SOLE 0 0 0 25054 BRUKER CORPORATION CMN COM 116794108 581000 19519 SH SOLE 0 0 0 19519 BRUNSWICK CORP. CMN COM 117043109 174000 3114 SH SOLE 0 0 0 3114 BUCKLE INC COM CMN COM 118440106 489000 29048 SH SOLE 0 0 0 29048 BURLINGTON STORES INC CMN COM 122017106 326000 3415 SH SOLE 0 0 0 3415 CBS CORPORATION CMN CLASS B COM 124857202 506000 8722 SH SOLE 0 0 0 8722 CBRE GROUP INC CMN COM 12504L109 1667000 43999 SH SOLE 0 0 0 43999 CDW CORP CMN COM 12514G108 3231000 48957 SH SOLE 0 0 0 48957 CIGNA CORPORATION CMN COM 125509109 3516000 18809 SH SOLE 0 0 0 18809 CNO FINANCIAL GROUP INC CMN COM 12621E103 1346000 57673 SH SOLE 0 0 0 57673 CSX CORPORATION CMN COM 126408103 1330000 24512 SH SOLE 0 0 0 24512 CVS HEALTH CORP CMN COM 126650100 845000 10396 SH SOLE 0 0 0 10396 CA, INC. CMN COM 12673P105 2111000 63229 SH SOLE 0 0 0 63229 CABOT CORP. CMN COM 127055101 410000 7346 SH SOLE 0 0 0 7346 CACI INTERNATIONAL INC CMN CLASS A COM 127190304 1033000 7411 SH SOLE 0 0 0 7411 CADENCE DESIGN SYSTEMS INC CMN COM 127387108 1442000 36539 SH SOLE 0 0 0 36539 CAL-MAINE FOODS INC CMN COM 128030202 1144000 27845 SH SOLE 0 0 0 27845 CALATLANTIC GROUP INC CMN COM 128195104 2100000 57334 SH SOLE 0 0 0 57334 CALPINE CORPORATION CMN COM 131347304 26000 1783 SH SOLE 0 0 0 1783 CAMPBELL SOUP CO CMN COM 134429109 1179000 25191 SH SOLE 0 0 0 25191 CAPITAL ONE FINANCIAL CORP CMN COM 14040H105 888000 10487 SH SOLE 0 0 0 10487 CARLISLE COS INC CMN COM 142339100 256000 2555 SH SOLE 0 0 0 2555 CARLYLE GROUP L.P. (THE) CMN COM 14309L102 676000 28656 SH SOLE 0 0 0 28656 CARNIVAL CORPORATION CMN COM 143658300 3678000 56955 SH SOLE 0 0 0 56955 CARTER'S, INC. CMN COM 146229109 388000 3934 SH SOLE 0 0 0 3934 CATALENT, INC. CMN COM 148806102 167000 4190 SH SOLE 0 0 0 4190 CATERPILLAR INC (DELAWARE) CMN COM 149123101 733000 5875 SH SOLE 0 0 0 5875 CELANESE CORPORATION CMN SERIES A COM 150870103 830000 7962 SH SOLE 0 0 0 7962 CENTENE CORPORATION CMN COM 15135B101 3192000 32990 SH SOLE 0 0 0 32990 CENTERPOINT ENERGY, INC. CMN COM 15189T107 1119000 38313 SH SOLE 0 0 0 38313 CENTURYLINK INC CMN COM 156700106 51000 2676 SH SOLE 0 0 0 2676 CERNER CORP CMN COM 156782104 969000 13587 SH SOLE 0 0 0 13587 CHARLES RIV LABS INTL INC CMN COM 159864107 1546000 14316 SH SOLE 0 0 0 14316 CHARTER COMMUNICATIONS, INC. CMN COM 16119P108 273000 752 SH SOLE 0 0 0 752 CHEESECAKE FACTORY INCORPORATED (THE) CMN COM 163072101 1083000 25702 SH SOLE 0 0 0 25702 CHEMED CORP CMN COM 16359R103 1288000 6376 SH SOLE 0 0 0 6376 CHURCH & DWIGHT CO., INC. CMN COM 171340102 723000 14924 SH SOLE 0 0 0 14924 CINEMARK HOLDINGS, INC. CMN COM 17243V102 127000 3512 SH SOLE 0 0 0 3512 CIRRUS LOGIC COMMON STOCK COM 172755100 759000 14239 SH SOLE 0 0 0 14239 CISCO SYSTEMS, INC. CMN COM 17275R102 2977000 88537 SH SOLE 0 0 0 88537 CITIGROUP INC. CMN COM 172967424 1780000 24467 SH SOLE 0 0 0 24467 CITIZENS FINANCIAL GROUP INC CMN COM 174610105 663000 17520 SH SOLE 0 0 0 17520 CITRIX SYSTEMS INC CMN COM 177376100 1034000 13461 SH SOLE 0 0 0 13461 CLOROX CO (THE) (DELAWARE) CMN COM 189054109 1125000 8527 SH SOLE 0 0 0 8527 COACH INC CMN COM 189754104 1680000 41710 SH SOLE 0 0 0 41710 COGNEX CORP CMN COM 192422103 271000 2454 SH SOLE 0 0 0 2454 COGNIZANT TECHNOLOGY SOLUTIONS CORP CLASS A COM 192446102 4635000 63902 SH SOLE 0 0 0 63902 COLGATE-PALMOLIVE CO CMN COM 194162103 982000 13479 SH SOLE 0 0 0 13479 COLUMBIA SPORTSWEAR COMPANY COMMON STOCK COM 198516106 86000 1398 SH SOLE 0 0 0 1398 COMCAST CORPORATION CMN CLASS A VOTING COM 20030N101 1739000 45189 SH SOLE 0 0 0 45189 COMERICA INCORPORATED CMN COM 200340107 382000 5007 SH SOLE 0 0 0 5007 CONAGRA BRANDS INC CMN COM 205887102 719000 21310 SH SOLE 0 0 0 21310 CONSOLIDATED EDISON INC CMN COM 209115104 695000 8619 SH SOLE 0 0 0 8619 CONSTELLATION BRANDS INC CMN CLASS A COM 21036P108 997000 4997 SH SOLE 0 0 0 4997 CONVERGYS CORPORATION CMN COM 212485106 1792000 69222 SH SOLE 0 0 0 69222 COOPER TIRE & RUBBER CO. CMN COM 216831107 749000 20024 SH SOLE 0 0 0 20024 CORELOGIC INC CMN COM 21871D103 1079000 23338 SH SOLE 0 0 0 23338 CORNING INCORPORATED CMN COM 219350105 2987000 99837 SH SOLE 0 0 0 99837 COSTCO WHOLESALE CORPORATION CMN COM 22160K105 210000 1276 SH SOLE 0 0 0 1276 CRACKER BARREL OLD COUNTRY STORE INC CMN COM 22410J106 1827000 12049 SH SOLE 0 0 0 12049 CRANE CO (DELAWARE) CMN COM 224399105 245000 3063 SH SOLE 0 0 0 3063 CREDIT ACCEPTANCE CORPORATION CMN COM 225310101 469000 1674 SH SOLE 0 0 0 1674 CROWN HOLDINGS INC CMN COM 228368106 1065000 17832 SH SOLE 0 0 0 17832 CUMMINS INC COMMON STOCK COM 231021106 1286000 7651 SH SOLE 0 0 0 7651 D.R. HORTON, INC. CMN COM 23331A109 2601000 65133 SH SOLE 0 0 0 65133 DST SYSTEM INC COMMON STOCK COM 233326107 2882000 52511 SH SOLE 0 0 0 52511 DSW INC. CMN CLASS A COM 23334L102 820000 38168 SH SOLE 0 0 0 38168 DXC TECHNOLOGY COMPANY CMN COM 23355L106 1898000 22097 SH SOLE 0 0 0 22097 DANA INC CMN COM 235825205 1832000 65530 SH SOLE 0 0 0 65530 DARDEN RESTAURANTS INC CMN COM 237194105 1631000 20698 SH SOLE 0 0 0 20698 DARLING INGREDIENTS INC CMN COM 237266101 211000 12025 SH SOLE 0 0 0 12025 DAVITA INC CMN COM 23918K108 1200000 20207 SH SOLE 0 0 0 20207 DEERE & COMPANY CMN COM 244199105 2086000 16610 SH SOLE 0 0 0 16610 DELTA AIR LINES, INC. CMN COM 247361702 2158000 44747 SH SOLE 0 0 0 44747 DELUXE CORP CMN COM 248019101 1259000 17261 SH SOLE 0 0 0 17261 WALT DISNEY COMPANY (THE) CMN COM 254687106 1102000 11183 SH SOLE 0 0 0 11183 DISCOVER FINANCIAL SERVICES CMN COM 254709108 507000 7857 SH SOLE 0 0 0 7857 DISCOVERY COMMUNICATIONS, INC. CMN SERIES A COM 25470F104 2005000 94167 SH SOLE 0 0 0 94167 DOLBY LABORATORIES, INC. CMN CLASS A COM 25659T107 1157000 20120 SH SOLE 0 0 0 20120 DOMINO'S PIZZA, INC. CMN COM 25754A201 1437000 7238 SH SOLE 0 0 0 7238 DOMTAR CORPORATION CMN CLASS COM 257559203 764000 17597 SH SOLE 0 0 0 17597 DONALDSON CO INC CMN COM 257651109 716000 15585 SH SOLE 0 0 0 15585 DOVER CORPORATION CMN COM 260003108 220000 2406 SH SOLE 0 0 0 2406 DR PEPPER SNAPPLE GROUP, INC. CMN COM 26138E109 1232000 13930 SH SOLE 0 0 0 13930 EQT MIDSTREAM PARTNERS LP CMN COM 26885B100 279000 3716 SH SOLE 0 0 0 3716 EAST WEST BANCORP INC CMN COM 27579R104 369000 6179 SH SOLE 0 0 0 6179 EASTMAN CHEM CO CMN COM 277432100 786000 8682 SH SOLE 0 0 0 8682 EBAY INC. CMN COM 278642103 3278000 85244 SH SOLE 0 0 0 85244 EDISON INTERNATIONAL CMN COM 281020107 432000 5603 SH SOLE 0 0 0 5603 ELECTRONIC ARTS CMN COM 285512109 2622000 22209 SH SOLE 0 0 0 22209 EMCOR GROUP INC. CMN COM 29084Q100 14000 203 SH SOLE 0 0 0 203 EMERSON ELECTRIC CO. CMN COM 291011104 1024000 16303 SH SOLE 0 0 0 16303 ENERSYS CMN COM 29275Y102 632000 9143 SH SOLE 0 0 0 9143 ENTEGRIS, INC. CMN COM 29362U104 459000 15925 SH SOLE 0 0 0 15925 ENTERGY CORPORATION CMN COM 29364G103 1294000 16947 SH SOLE 0 0 0 16947 EPAM SYS INC CMN COM 29414B104 1308000 14877 SH SOLE 0 0 0 14877 EURONET WORLDWIDE INC CMN COM 298736109 2975000 31384 SH SOLE 0 0 0 31384 EVERCORE INC CMN CLASS A COM 29977A105 1244000 15504 SH SOLE 0 0 0 15504 EVERSOURCE ENERGY CMN COM 30040W108 233000 3860 SH SOLE 0 0 0 3860 EXELON CORPORATION CMN COM 30161N101 2634000 69926 SH SOLE 0 0 0 69926 EXPEDIA, INC. CMN COM 30212P303 46000 320 SH SOLE 0 0 0 320 EXPEDITORS INTL WASH INC CMN COM 302130109 964000 16106 SH SOLE 0 0 0 16106 EXPRESS SCRIPTS HOLDINGS CMN COM 30219G108 1911000 30182 SH SOLE 0 0 0 30182 FLIR SYSTEMS INC CMN COM 302445101 149000 3836 SH SOLE 0 0 0 3836 FACEBOOK, INC. CMN CLASS A COM 30303M102 1859000 10880 SH SOLE 0 0 0 10880 F5 NETWORKS INC CMN COM 315616102 2231000 18506 SH SOLE 0 0 0 18506 FIDELITY NATIONAL FINANCIAL, INC. CMN COM 31620R303 1051000 22144 SH SOLE 0 0 0 22144 FIFTH THIRD BANCORP CMN COM 316773100 393000 14033 SH SOLE 0 0 0 14033 FIRST AMERICAN FIN CORP CMN COM 31847R102 2269000 45400 SH SOLE 0 0 0 45400 FISERV INC CMN COM 337738108 164000 1269 SH SOLE 0 0 0 1269 FIRSTENERGY CORP CMN COM 337932107 317000 10292 SH SOLE 0 0 0 10292 FLUOR CORPORATION CMN COM 343412102 59000 1403 SH SOLE 0 0 0 1403 FLOWERS FOODS INC CMN COM 343498101 396000 21058 SH SOLE 0 0 0 21058 FOOT LOCKER, INC. CMN COM 344849104 195000 5539 SH SOLE 0 0 0 5539 FORD MOTOR COMPANY CMN COM 345370860 650000 54321 SH SOLE 0 0 0 54321 FRANKLIN RESOURCES INC CMN COM 354613101 53000 1198 SH SOLE 0 0 0 1198 GAMESTOP CORP CMN CLASS A COM 36467W109 34000 1638 SH SOLE 0 0 0 1638 GAP INC CMN COM 364760108 1617000 54747 SH SOLE 0 0 0 54747 GARTNER, INC. CMN COM 366651107 277000 2229 SH SOLE 0 0 0 2229 GENERAC HOLDINGS INC. CMN COM 368736104 438000 9528 SH SOLE 0 0 0 9528 GENERAL DYNAMICS CORP. CMN COM 369550108 1855000 9025 SH SOLE 0 0 0 9025 GENERAL MOTORS COMPANY CMN COM 37045V100 2962000 73362 SH SOLE 0 0 0 73362 GILEAD SCIENCES CMN COM 375558103 3424000 42267 SH SOLE 0 0 0 42267 GLOBUS MEDICAL INC CMN CLASS A COM 379577208 1990000 66962 SH SOLE 0 0 0 66962 GOLDCORP INC CMN COM 380956409 182000 14075 SH SOLE 0 0 0 14075 THE GOODYEAR TIRE & RUBBER CO. CMN COM 382550101 457000 13741 SH SOLE 0 0 0 13741 W.W. GRAINGER INCORPORATED CMN COM 384802104 184000 1022 SH SOLE 0 0 0 1022 GRAND CANYON EDUCATION, INC. CMN COM 38526M106 3051000 33590 SH SOLE 0 0 0 33590 GRAPHIC PACKAGING HLDGCO CMN COM 388689101 638000 45753 SH SOLE 0 0 0 45753 GREAT PLAINS ENERGY INC. CMN COM 391164100 1638000 54055 SH SOLE 0 0 0 54055 HCA HEALTHCARE, INC CMN COM 40412C101 3221000 40471 SH SOLE 0 0 0 40471 HFF, INC. CMN CLASS A COM 40418F108 2250000 56870 SH SOLE 0 0 0 56870 HSN, INC. CMN COM 404303109 751000 19234 SH SOLE 0 0 0 19234 HRG GROUP INC CMN COM 40434J100 75000 4773 SH SOLE 0 0 0 4773 HP INC. CMN COM 40434L105 4649000 232913 SH SOLE 0 0 0 232913 HALYARD HEALTH, INC. CMN COM 40650V100 240000 5332 SH SOLE 0 0 0 5332 HANCOCK HOLDING CO CMN COM 410120109 27000 547 SH SOLE 0 0 0 547 HANOVER INSURANCE GROUP INC CMN COM 410867105 1957000 20185 SH SOLE 0 0 0 20185 HARTFORD FINANCIAL SRVCS GROUP CMN COM 416515104 2047000 36935 SH SOLE 0 0 0 36935 HASBRO, INC. CMN COM 418056107 1409000 14426 SH SOLE 0 0 0 14426 HEALTHSOUTH CORPORATION CMN COM 421924309 1880000 40562 SH SOLE 0 0 0 40562 HEARTLAND EXPRESS INC CMN COM 422347104 570000 22729 SH SOLE 0 0 0 22729 JACK HENRY & ASSOC INC CMN COM 426281101 1494000 14534 SH SOLE 0 0 0 14534 HEXCEL CORPORATION (NEW) CMN COM 428291108 1218000 21204 SH SOLE 0 0 0 21204 HILL-ROM HOLDINGS, INC CMN COM 431475102 959000 12960 SH SOLE 0 0 0 12960 HILLENBRAND, INC. CMN COM 431571108 334000 8595 SH SOLE 0 0 0 8595 HILTON WORLDWIDE HOLDINGS INC. CMN COM 43300A203 480000 6909 SH SOLE 0 0 0 6909 THE HOME DEPOT, INC. CMN COM 437076102 1144000 6995 SH SOLE 0 0 0 6995 HONEYWELL INTL INC CMN COM 438516106 1821000 12848 SH SOLE 0 0 0 12848 HORMEL FOODS CORP CMN COM 440452100 174000 5400 SH SOLE 0 0 0 5400 HUBBELL INCORPORATED CMN COM 443510607 201000 1734 SH SOLE 0 0 0 1734 HUMANA INC. CMN COM 444859102 3815000 15658 SH SOLE 0 0 0 15658 J B HUNT TRANS SVCS INC CMN COM 445658107 41000 371 SH SOLE 0 0 0 371 HUNTINGTON BANCSHARES INCORPORATED CMN COM 446150104 79000 5642 SH SOLE 0 0 0 5642 HUNTINGTON INGALLS INDUSTRIES, INC. COM 446413106 2187000 9657 SH SOLE 0 0 0 9657 HUNTSMAN CORPORATION CMN COM 447011107 857000 31238 SH SOLE 0 0 0 31238 IAC/INTERACTIVECORP CMN COM 44919P508 623000 5300 SH SOLE 0 0 0 5300 IPG PHOTONICS CORP CMN COM 44980X109 1637000 8847 SH SOLE 0 0 0 8847 ITT INC. CMN COM 45073V108 262000 5910 SH SOLE 0 0 0 5910 IDEXX LABORATORIES CMN COM 45168D104 407000 2620 SH SOLE 0 0 0 2620 ILLINOIS TOOL WORKS CMN COM 452308109 238000 1608 SH SOLE 0 0 0 1608 IMPAX LABORATORIES, INC. CMN SERIES COM 45256B101 794000 39114 SH SOLE 0 0 0 39114 INC RESEARCH HOLDINGS, INC. CMN COM 45329R109 638000 12196 SH SOLE 0 0 0 12196 INGREDION INC CMN COM 457187102 2301000 19071 SH SOLE 0 0 0 19071 INNOVIVA, INC. CMN COM 45781M101 1427000 101084 SH SOLE 0 0 0 101084 INTEL CORPORATION CMN COM 458140100 3630000 95329 SH SOLE 0 0 0 95329 INTERDIGITAL INC CMN COM 45867G101 801000 10864 SH SOLE 0 0 0 10864 INTL BUSINESS MACHINES CORP CMN COM 459200101 2589000 17846 SH SOLE 0 0 0 17846 INTERPUBLIC GROUP COS CMN COM 460690100 1132000 54446 SH SOLE 0 0 0 54446 INTUIT INC CMN COM 461202103 2058000 14481 SH SOLE 0 0 0 14481 INTUITIVE SURGICAL, INC. CMN COM 46120E602 945000 904 SH SOLE 0 0 0 904 JPMORGAN CHASE & CO CMN COM 46625H100 1829000 19149 SH SOLE 0 0 0 19149 JABIL INC CMN COM 466313103 3223000 112893 SH SOLE 0 0 0 112893 JETBLUE AIRWAYS CORPORATION CMN COM 477143101 1277000 68907 SH SOLE 0 0 0 68907 JOHNSON & JOHNSON CMN COM 478160104 2372000 18245 SH SOLE 0 0 0 18245 JONES LANG LASALLE INC CMN COM 48020Q107 1141000 9239 SH SOLE 0 0 0 9239 JUNIPER NETWORKS, INC. CMN COM 48203R104 1998000 71789 SH SOLE 0 0 0 71789 KLA-TENCOR CORPORATION CMN COM 482480100 1571000 14818 SH SOLE 0 0 0 14818 KANSAS CITY SOUTHERN CMN COM 485170302 966000 8891 SH SOLE 0 0 0 8891 KAPSTONE PAPER AND PACKAGING CORPORATION CMN COM 48562P103 229000 10659 SH SOLE 0 0 0 10659 KEYCORP CMN COM 493267108 346000 18365 SH SOLE 0 0 0 18365 KEYSIGHT TECHNOLOGIES, INC. CMN COM 49338L103 1201000 28840 SH SOLE 0 0 0 28840 KIMBERLY CLARK CORP CMN COM 494368103 1874000 15923 SH SOLE 0 0 0 15923 KINROSS GOLD CORP CMN COM 496902404 1193000 281367 SH SOLE 0 0 0 281367 KOHL'S CORP (WISCONSIN) CMN COM 500255104 1092000 23917 SH SOLE 0 0 0 23917 KORN/FERRY INTERNATIONAL CMN COM 500643200 1280000 32475 SH SOLE 0 0 0 32475 KROGER COMPANY CMN COM 501044101 37000 1856 SH SOLE 0 0 0 1856 LPL FINL HLDGS INC CMN COM 50212V100 718000 13932 SH SOLE 0 0 0 13932 L3 TECHNOLOGIES INC CMN COM 502413107 1857000 9856 SH SOLE 0 0 0 9856 LABORATORY CORPORATION OF AMERICA HOLDINGS CMN COM 50540R409 1748000 11579 SH SOLE 0 0 0 11579 LAM RESEARCH CORP CMN COM 512807108 2014000 10884 SH SOLE 0 0 0 10884 LANDSTAR SYSTEM INC CMN COM 515098101 297000 2982 SH SOLE 0 0 0 2982 LANNETT COMPANY, INC. CMN COM 516012101 48000 2609 SH SOLE 0 0 0 2609 LAS VEGAS SANDS CORP. CMN COM 517834107 585000 9123 SH SOLE 0 0 0 9123 ESTEE LAUDER COS INC CL-A CMN CLASS A COM 518439104 2787000 25840 SH SOLE 0 0 0 25840 LEAR CORPORATION CMN COM 521865204 1945000 11239 SH SOLE 0 0 0 11239 LEIDOS HLDGS INC CMN COM 525327102 1811000 30584 SH SOLE 0 0 0 30584 LENNAR CORPORATION CMN CLASS A COM 526057104 2042000 38680 SH SOLE 0 0 0 38680 LENNOX INTERNATIONAL INC CMN COM 526107107 299000 1672 SH SOLE 0 0 0 1672 LIBRTY INTRACTVE CORP QVC GRP INTERACTIVE CMN CLASS A COM 53071M104 546000 23161 SH SOLE 0 0 0 23161 LIFEPOINT HEALTH INC CMN COM 53219L109 1489000 25709 SH SOLE 0 0 0 25709 ELI LILLY & CO CMN COM 532457108 926000 10828 SH SOLE 0 0 0 10828 LINCOLN ELECTRIC HOLDINGS INC CMN COM 533900106 308000 3362 SH SOLE 0 0 0 3362 LINCOLN NATL.CORP.INC. CMN COM 534187109 532000 7239 SH SOLE 0 0 0 7239 LIVE NATION ENTERTAINMENT INC CMN COM 538034109 1500000 34451 SH SOLE 0 0 0 34451 LOCKHEED MARTIN CORPORATION CMN COM 539830109 2375000 7655 SH SOLE 0 0 0 7655 LOEWS CORPORATION CMN COM 540424108 830000 17349 SH SOLE 0 0 0 17349 LOUISIANA PACIFIC CORP CMN COM 546347105 1391000 51357 SH SOLE 0 0 0 51357 M&T BANK CORPORATION CMN COM 55261F104 846000 5256 SH SOLE 0 0 0 5256 MGIC INVESTMENT CORP COMMON STOCK COM 552848103 597000 47642 SH SOLE 0 0 0 47642 MKS INSTRUMENTS INC CMN COM 55306N104 390000 4133 SH SOLE 0 0 0 4133 MSC INDUSTRIAL DIRECT CO INC CL-A CLASS A COM 553530106 520000 6878 SH SOLE 0 0 0 6878 MSCI INC. CMN COM 55354G100 552000 4720 SH SOLE 0 0 0 4720 MSG NETWORKS INC CMN COM 553573106 1578000 74435 SH SOLE 0 0 0 74435 STEVEN MADDEN LTD CMN COM 556269108 955000 22063 SH SOLE 0 0 0 22063 MAGELLAN HEALTH , INC. CMN COM 559079207 2535000 29370 SH SOLE 0 0 0 29370 MAGELLAN MIDSTREAM PARTNERS LP CMN COM 559080106 23000 320 SH SOLE 0 0 0 320 MAGNA INTERNATIONAL INC. CMN COM 559222401 2697000 50520 SH SOLE 0 0 0 50520 MANITOWOC CO INC CMN COM 563571108 431000 47922 SH SOLE 0 0 0 47922 MANPOWER GROUP CMN COM 56418H100 3706000 31454 SH SOLE 0 0 0 31454 MARATHON PETROLEUM CORPORATION CMN COM 56585A102 257000 4576 SH SOLE 0 0 0 4576 MARRIOTT VACATIONS WORLDWIDE CORPORATION CMN COM 57164Y107 1613000 12955 SH SOLE 0 0 0 12955 MARRIOTT INTERNATIONAL, INC. CMN CLASS A COM 571903202 88000 801 SH SOLE 0 0 0 801 MASCO CORPORATION CMN COM 574599106 796000 20411 SH SOLE 0 0 0 20411 MASIMO CORPORATION CMN COM 574795100 1317000 15218 SH SOLE 0 0 0 15218 MASTEC INC CMN COM 576323109 677000 14591 SH SOLE 0 0 0 14591 MASTERCARD INCORPORATED CMN CLASS A COM 57636Q104 2960000 20966 SH SOLE 0 0 0 20966 MAXIM INTEGRATED PRODUCTS INC CMN COM 57772K101 6000 122 SH SOLE 0 0 0 122 MAXIMUS INC CMN COM 577933104 833000 12913 SH SOLE 0 0 0 12913 MCCORMICK & CO NON VTG SHRS CMN COM 579780206 1223000 11915 SH SOLE 0 0 0 11915 MC DONALDS CORP CMN COM 580135101 653000 4170 SH SOLE 0 0 0 4170 MCKESSON CORPORATION CMN COM 58155Q103 1283000 8350 SH SOLE 0 0 0 8350 MERCK & CO., INC. CMN COM 58933Y105 278000 4347 SH SOLE 0 0 0 4347 MERCURY GENERAL CORPORATION CMN COM 589400100 152000 2676 SH SOLE 0 0 0 2676 MERITAGE HOMES CORPORATION CMN COM 59001A102 427000 9616 SH SOLE 0 0 0 9616 METTLER-TOLEDO INTL CMN COM 592688105 404000 645 SH SOLE 0 0 0 645 THE MICHAELS COMPANIES, INC. CMN COM 59408Q106 898000 41804 SH SOLE 0 0 0 41804 MICROSOFT CORPORATION CMN COM 594918104 3247000 43593 SH SOLE 0 0 0 43593 MICRON TECHNOLOGY, INC. CMN COM 595112103 1178000 29949 SH SOLE 0 0 0 29949 MILLER HERMAN INC. CMN COM 600544100 1870000 52087 SH SOLE 0 0 0 52087 MOHAWK INDUSTRIES INC COMMON STOCK COM 608190104 1049000 4237 SH SOLE 0 0 0 4237 MOLSON COORS BREWING CO CMN CLASS B COM 60871R209 662000 8103 SH SOLE 0 0 0 8103 MONSANTO COMPANY CMN COM 61166W101 310000 2584 SH SOLE 0 0 0 2584 MOODYS CORP CMN COM 615369105 547000 3927 SH SOLE 0 0 0 3927 MOOG INC CL A CMN CLASS A COM 615394202 483000 5791 SH SOLE 0 0 0 5791 MOTOROLA SOLUTIONS INC CMN COM 620076307 2735000 32225 SH SOLE 0 0 0 32225 MURPHY USA INC CMN COM 626755102 134000 1945 SH SOLE 0 0 0 1945 MYRIAD GENETICS INC CMN COM 62855J104 1720000 47542 SH SOLE 0 0 0 47542 NCR CORPORATION CMN COM 62886E108 1597000 42565 SH SOLE 0 0 0 42565 NRG ENERGY, INC. CMN COM 629377508 639000 24955 SH SOLE 0 0 0 24955 N V R INC CMN COM 62944T105 2826000 990 SH SOLE 0 0 0 990 NATIONAL INSTRUMENTS CORP CMN COM 636518102 862000 20446 SH SOLE 0 0 0 20446 NATIONSTAR MTG HLDGS INC CMN COM 63861C109 59000 3203 SH SOLE 0 0 0 3203 NETAPP, INC. CMN COM 64110D104 1066000 24365 SH SOLE 0 0 0 24365 NETFLIX COM INC CMN COM 64110L106 1211000 6677 SH SOLE 0 0 0 6677 NEW YORK TIMES CO.A CMN CLASS A COM 650111107 1761000 89839 SH SOLE 0 0 0 89839 NEWMARKET CORP CMN COM 651587107 532000 1250 SH SOLE 0 0 0 1250 NEWMONT MINING CORPORATION CMN COM 651639106 944000 25163 SH SOLE 0 0 0 25163 NEXTERA ENERGY, INC. CMN COM 65339F101 107000 731 SH SOLE 0 0 0 731 NISOURCE INC CMN COM 65473P105 402000 15725 SH SOLE 0 0 0 15725 NORFOLK SOUTHERN CORPORATION CMN COM 655844108 556000 4204 SH SOLE 0 0 0 4204 NORTHROP GRUMMAN CORP CMN COM 666807102 2067000 7183 SH SOLE 0 0 0 7183 NU SKIN ENTERPRISES INC CMN CLASS A COM 67018T105 774000 12592 SH SOLE 0 0 0 12592 OAKTREE CAPITAL GROUP, LLC CMN COM 674001201 1034000 21981 SH SOLE 0 0 0 21981 OLD DOMINION FGHT LINES INC CMN COM 679580100 694000 6306 SH SOLE 0 0 0 6306 OLD REPUBLIC INTL CORP CMN COM 680223104 648000 32927 SH SOLE 0 0 0 32927 OMNICOM GROUP CMN COM 681919106 1754000 23674 SH SOLE 0 0 0 23674 ON-ASSIGNMENT INC CMN COM 682159108 481000 8953 SH SOLE 0 0 0 8953 ON SEMICONDUCTOR CORP CMN COM 682189105 137000 7423 SH SOLE 0 0 0 7423 OPEN TEXT CORP CMN COM 683715106 393000 12178 SH SOLE 0 0 0 12178 ORACLE CORPORATION CMN COM 68389X105 3752000 77602 SH SOLE 0 0 0 77602 ORBITAL ATK INC CMN COM 68557N103 2841000 21336 SH SOLE 0 0 0 21336 OSHKOSH CORPORATION CMN COM 688239201 1412000 17103 SH SOLE 0 0 0 17103 OWENS & MINOR INC (NEW) CMN COM 690732102 2701000 92514 SH SOLE 0 0 0 92514 OWENS CORNING CMN COM 690742101 3032000 39193 SH SOLE 0 0 0 39193 OWENS-ILLINOIS INC CMN COM 690768403 667000 26509 SH SOLE 0 0 0 26509 P G & E CORPORATION CMN COM 69331C108 325000 4779 SH SOLE 0 0 0 4779 PNC FINANCIAL SERVICES GROUP CMN COM 693475105 1770000 13132 SH SOLE 0 0 0 13132 PNM RESOURCES INC CMN COM 69349H107 355000 8820 SH SOLE 0 0 0 8820 PPL CORPORATION CMN COM 69351T106 119000 3148 SH SOLE 0 0 0 3148 PVH CORP CMN COM 693656100 1402000 11120 SH SOLE 0 0 0 11120 PACCAR INC CMN COM 693718108 117000 1621 SH SOLE 0 0 0 1621 PACKAGING CORP OF AMERICA COMMON STOCK COM 695156109 800000 6973 SH SOLE 0 0 0 6973 PAREXEL INTERNATIONAL CORP CMN COM 699462107 3415000 38770 SH SOLE 0 0 0 38770 PARKER-HANNIFIN CORP. CMN COM 701094104 285000 1631 SH SOLE 0 0 0 1631 PEPSICO INC CMN COM 713448108 1632000 14645 SH SOLE 0 0 0 14645 PERKINELMER INC CMN COM 714046109 197000 2862 SH SOLE 0 0 0 2862 PFIZER INC. CMN COM 717081103 1279000 35826 SH SOLE 0 0 0 35826 PHILIP MORRIS INTL INC CMN COM 718172109 3056000 27532 SH SOLE 0 0 0 27532 PHILLIPS 66 PARTNERS LP CMN COM 718549207 431000 8206 SH SOLE 0 0 0 8206 PILGRIM'S PRIDE CORPORATION CMN COM 72147K108 3963000 139476 SH SOLE 0 0 0 139476 PINNACLE WEST CAPITAL CORP CMN COM 723484101 198000 2342 SH SOLE 0 0 0 2342 PINNACLE FOODS INC. CMN COM 72348P104 857000 14987 SH SOLE 0 0 0 14987 POPULAR, INC. CMN COM 733174700 578000 16082 SH SOLE 0 0 0 16082 POST HOLDINGS, INC. CMN COM 737446104 1358000 15384 SH SOLE 0 0 0 15384 PRINCIPAL FINANCIAL GROUP, INC. CMN COM 74251V102 1174000 18250 SH SOLE 0 0 0 18250 PROCTER & GAMBLE COMPANY (THE) CMN COM 742718109 1191000 13087 SH SOLE 0 0 0 13087 PROGRESSIVE CORPORATION (THE) CMN COM 743315103 2835000 58543 SH SOLE 0 0 0 58543 PRUDENTIAL FINANCIAL INC CMN COM 744320102 600000 5643 SH SOLE 0 0 0 5643 PUBLIC-SVC ENTERPRISE GROUP HOLDING CO COM 744573106 334000 7218 SH SOLE 0 0 0 7218 PULTEGROUP INC. CMN COM 745867101 3341000 122263 SH SOLE 0 0 0 122263 QUALCOMM INC CMN COM 747525103 30000 576 SH SOLE 0 0 0 576 QUANTA SERVICES INC CMN COM 74762E102 1474000 39442 SH SOLE 0 0 0 39442 QUEST DIAGNOSTICS INCORPORATED CMN COM 74834L100 3096000 33060 SH SOLE 0 0 0 33060 RADIAN GROUP INC. CMN COM 750236101 101000 5405 SH SOLE 0 0 0 5405 RALPH LAUREN CORP CMN CLASS A COM 751212101 1218000 13797 SH SOLE 0 0 0 13797 RAYTHEON CO CMN COM 755111507 2175000 11657 SH SOLE 0 0 0 11657 REALOGY HLDGS CORP CMN COM 75605Y106 2478000 75199 SH SOLE 0 0 0 75199 REGAL BELOIT CORP CMN COM 758750103 2330000 29489 SH SOLE 0 0 0 29489 REGAL ENTERTAINMENT GROUP CMN CLASS A COM 758766109 353000 22085 SH SOLE 0 0 0 22085 REGIONS FINANCIAL CORPORATION CMN COM 7591EP100 1264000 83001 SH SOLE 0 0 0 83001 REINSURANCE GROUP AMER INC CMN COM 759351604 2005000 14371 SH SOLE 0 0 0 14371 REPUBLIC SERVICES INC CMN COM 760759100 1099000 16629 SH SOLE 0 0 0 16629 ROBERT HALF INTL INC CMN COM 770323103 1572000 31229 SH SOLE 0 0 0 31229 ROCKWELL AUTOMATION INC CMN COM 773903109 1613000 9053 SH SOLE 0 0 0 9053 ROCKWELL COLLINS, INC. CMN COM 774341101 1464000 11201 SH SOLE 0 0 0 11201 ROSS STORES,INC CMN COM 778296103 1339000 20735 SH SOLE 0 0 0 20735 RYDER SYSTEM INC CMN COM 783549108 1003000 11857 SH SOLE 0 0 0 11857 S&P GLOBAL INC. CMN COM 78409V104 2230000 14268 SH SOLE 0 0 0 14268 SS&C TECHNOLOGIES HLDGS INC CMN COM 78467J100 380000 9468 SH SOLE 0 0 0 9468 SABRE CORPORATION CMN COM 78573M104 47000 2598 SH SOLE 0 0 0 2598 SANDERSON FARMS INC CMN COM 800013104 5158000 31936 SH SOLE 0 0 0 31936 SANMINA-SCI CORPORATION CMN COM 801056102 2283000 61444 SH SOLE 0 0 0 61444 SCIENCE APPLICATIONS INTL CORP CMN COM 808625107 50000 752 SH SOLE 0 0 0 752 THE E.W. SCRIPPS COMPANY CMN CLASS A COM 811054402 305000 15978 SH SOLE 0 0 0 15978 SCRIPPS NETWORKS INTERACTIVE, INC. CMN CLASS A COM 811065101 1849000 21522 SH SOLE 0 0 0 21522 SELECT MEDICAL HOLDINGS CORP CMN COM 81619Q105 1150000 59887 SH SOLE 0 0 0 59887 SERVICE CORP INTERNATL CMN COM 817565104 2923000 84728 SH SOLE 0 0 0 84728 SERVICEMASTER GLOBAL HOLDINGS, INC. CMN COM 81761R109 625000 13370 SH SOLE 0 0 0 13370 SHERWIN-WILLIAMS CO CMN COM 824348106 386000 1079 SH SOLE 0 0 0 1079 SILGAN HOLDINGS INC CMN COM 827048109 970000 32947 SH SOLE 0 0 0 32947 SINCLAIR BROADCAST GROUP INC CMN CLASS A COM 829226109 513000 16003 SH SOLE 0 0 0 16003 SKECHERS USA INC CL-A CMN CLASS A COM 830566105 1103000 43978 SH SOLE 0 0 0 43978 SKYWORKS SOLUTIONS INC CMN COM 83088M102 1070000 10502 SH SOLE 0 0 0 10502 A.O. SMITH CORP (DEL) CMN COM 831865209 253000 4258 SH SOLE 0 0 0 4258 J.M. SMUCKER CO. CMN COM 832696405 106000 1012 SH SOLE 0 0 0 1012 SNAP-ON INC CMN COM 833034101 913000 6126 SH SOLE 0 0 0 6126 SONOCO PRODUCTS CO CMN COM 835495102 195000 3866 SH SOLE 0 0 0 3866 SOUTHWEST AIRLINES CO CMN COM 844741108 1954000 34909 SH SOLE 0 0 0 34909 SOUTHWEST GAS HOLDINGS INC COM 844895102 846000 10898 SH SOLE 0 0 0 10898 SPECTRA ENERGY PARTNERS LP CMN COM 84756N109 220000 4967 SH SOLE 0 0 0 4967 SPECTRUM BRANDS HOLDINGS INC CMN COM 84763R101 745000 7033 SH SOLE 0 0 0 7033 SPIRIT AEROSYSTEMS HOLDINGS INC CMN COM 848574109 4390000 56481 SH SOLE 0 0 0 56481 SPRINT CORPORATION CMN COM 85207U105 263000 33743 SH SOLE 0 0 0 33743 STANLEY BLACK & DECKER INC CMN COM 854502101 1305000 8642 SH SOLE 0 0 0 8642 STATE STREET CORPORATION (NEW) CMN COM 857477103 324000 3389 SH SOLE 0 0 0 3389 STEELCASE INC. CLASS A COMMON STOCK COM 858155203 996000 64665 SH SOLE 0 0 0 64665 SUNTRUST BANKS INC CMN COM 867914103 801000 13401 SH SOLE 0 0 0 13401 SYNOPSYS INC CMN COM 871607107 1418000 17614 SH SOLE 0 0 0 17614 SYNOVUS FINANCIAL CORP CMN COM 87161C501 573000 12440 SH SOLE 0 0 0 12440 SYNTEL INC CMN COM 87162H103 1003000 51057 SH SOLE 0 0 0 51057 SYNNEX CORPORATION CMN COM 87162W100 618000 4887 SH SOLE 0 0 0 4887 SYNCHRONY FINANCIAL CMN COM 87165B103 112000 3613 SH SOLE 0 0 0 3613 TC PIPELINES, L.P. CMN COM 87233Q108 129000 2457 SH SOLE 0 0 0 2457 TJX COMPANIES INC (NEW) CMN COM 872540109 1056000 14325 SH SOLE 0 0 0 14325 T-MOBILE US, INC. CMN COM 872590104 1494000 24223 SH SOLE 0 0 0 24223 TRI POINTE GROUP INC CMN COM 87265H109 448000 32418 SH SOLE 0 0 0 32418 TAKE TWO INTERACTIVE SOFTWARE INC COM 874054109 562000 5497 SH SOLE 0 0 0 5497 TALLGRASS ENERGY GP, LP CMN COM 874696107 297000 10527 SH SOLE 0 0 0 10527 TARGET CORPORATION CMN COM 87612E106 2349000 39804 SH SOLE 0 0 0 39804 TECH DATA CORP CMN COM 878237106 2594000 29190 SH SOLE 0 0 0 29190 TEGNA INC. CMN COM 87901J105 490000 36796 SH SOLE 0 0 0 36796 TELEFLEX INC. CMN COM 879369106 27000 110 SH SOLE 0 0 0 110 TELEPHONE AND DATA SYS INC CMN COM 879433829 1275000 45711 SH SOLE 0 0 0 45711 TENNECO INC CMN COM 880349105 28000 466 SH SOLE 0 0 0 466 TERADATA CORPORATION CMN COM 88076W103 1376000 40714 SH SOLE 0 0 0 40714 TERADYNE INC CMN COM 880770102 1030000 27629 SH SOLE 0 0 0 27629 TEREX CORP (NEW) CMN COM 880779103 502000 11149 SH SOLE 0 0 0 11149 TEXAS INSTRUMENTS INC. CMN COM 882508104 1066000 11893 SH SOLE 0 0 0 11893 TEXAS ROADHOUSE, INC. CMN COM 882681109 551000 11221 SH SOLE 0 0 0 11221 TEXTRON INC.DEL. CMN COM 883203101 1182000 21937 SH SOLE 0 0 0 21937 THERMO FISHER SCIENTIFIC INC CMN COM 883556102 861000 4549 SH SOLE 0 0 0 4549 THOMSON REUTERS CORPORATION CMN COM 884903105 2417000 52681 SH SOLE 0 0 0 52681 THOR INDUSTRIES INC CMN COM 885160101 858000 6815 SH SOLE 0 0 0 6815 3M COMPANY CMN COM 88579Y101 2061000 9820 SH SOLE 0 0 0 9820 TIFFANY & CO CMN COM 886547108 466000 5072 SH SOLE 0 0 0 5072 TIME WARNER INC. CMN COM 887317303 2445000 23869 SH SOLE 0 0 0 23869 TIMKEN CO CMN COM 887389104 1383000 28484 SH SOLE 0 0 0 28484 TOLL BROTHERS, INC. CMN COM 889478103 1887000 45494 SH SOLE 0 0 0 45494 TORCHMARK CORPORATION CMN COM 891027104 499000 6228 SH SOLE 0 0 0 6228 TORO CO (DELAWARE) CMN COM 891092108 703000 11333 SH SOLE 0 0 0 11333 TOTAL SYS SVC INC. CMN COM 891906109 2205000 33671 SH SOLE 0 0 0 33671 THE TRAVELERS COMPANIES, INC CMN COM 89417E109 912000 7446 SH SOLE 0 0 0 7446 TRIBUNE MEDIA CO - A CMN CLASS A COM 896047503 294000 7204 SH SOLE 0 0 0 7204 TRIMBLE INC CMN COM 896239100 868000 22116 SH SOLE 0 0 0 22116 TRINET GROUP INC CMN COM 896288107 79000 2355 SH SOLE 0 0 0 2355 TRINITY INDUSTRIES INC (DEL) CMN COM 896522109 1795000 56272 SH SOLE 0 0 0 56272 TUPPERWARE BRANDS CORPORATION CMN COM 899896104 1039000 16812 SH SOLE 0 0 0 16812 TWENTY-FIRST CENTURY FOX, INC. CMN CLASS A COM 90130A101 1164000 44109 SH SOLE 0 0 0 44109 TYSON FOODS INC CL-A CMN CLASS A COM 902494103 3836000 54457 SH SOLE 0 0 0 54457 UGI CORPORATION (HOLDING CO) CMN COM 902681105 961000 20513 SH SOLE 0 0 0 20513 USANA HEALTH SCIENCES INC CMN COM 90328M107 995000 17241 SH SOLE 0 0 0 17241 USG CORP (NEW) CMN COM 903293405 17000 521 SH SOLE 0 0 0 521 UBIQUITI NETWORKS INC CMN COM 90347A100 948000 16926 SH SOLE 0 0 0 16926 UNIFIRST CORPORATION CMN COM 904708104 1650000 10892 SH SOLE 0 0 0 10892 UNITED CONTINENTAL HOLDING INC CMN COM 910047109 167000 2749 SH SOLE 0 0 0 2749 UNITED NATURAL FOODS INC CMN COM 911163103 576000 13847 SH SOLE 0 0 0 13847 UNITED RENTALS, INC. CMN COM 911363109 1079000 7778 SH SOLE 0 0 0 7778 UNITED TECHNOLOGIES CORP CMN COM 913017109 1610000 13866 SH SOLE 0 0 0 13866 UNITED THERAPEUTICS CORP CMN COM 91307C102 2141000 18270 SH SOLE 0 0 0 18270 UNITEDHEALTH GROUP INCORPORATED CMN COM 91324P102 3432000 17524 SH SOLE 0 0 0 17524 UNIVERSAL HEALTH SVC CL B CMN CLASS B COM 913903100 1049000 9459 SH SOLE 0 0 0 9459 UNUM GROUP CMN COM 91529Y106 1372000 26826 SH SOLE 0 0 0 26826 VF CORP CMN COM 918204108 826000 12988 SH SOLE 0 0 0 12988 VWR CORPORATION CMN COM 91843L103 1845000 55725 SH SOLE 0 0 0 55725 VALERO ENERGY CORPORATION CMN COM 91913Y100 1277000 16597 SH SOLE 0 0 0 16597 VALLEY NATIONAL BANCORP CMN COM 919794107 372000 30860 SH SOLE 0 0 0 30860 VANTIV, INC. CMN CLASS A COM 92210H105 658000 9336 SH SOLE 0 0 0 9336 VARIAN MEDICAL SYSTEMS INC CMN COM 92220P105 1192000 11916 SH SOLE 0 0 0 11916 VECTREN CORP CMN COM 92240G101 467000 7103 SH SOLE 0 0 0 7103 VECTOR GROUP LTD CMN COM 92240M108 2207000 107816 SH SOLE 0 0 0 107816 VEEVA SYSTEMS INC CMN COM 922475108 686000 12159 SH SOLE 0 0 0 12159 VERIFONE SYSTEMS INC CMN COM 92342Y109 188000 9283 SH SOLE 0 0 0 9283 VERISIGN INC CMN COM 92343E102 3237000 30423 SH SOLE 0 0 0 30423 VIACOM INC CMN CLASS B COM 92553P201 234000 8402 SH SOLE 0 0 0 8402 VISA INC. CMN CLASS A COM 92826C839 270000 2566 SH SOLE 0 0 0 2566 VISTEON CORPORATION CMN COM 92839U206 371000 3000 SH SOLE 0 0 0 3000 VMWARE INC. CMN CLASS A COM 928563402 4539000 41566 SH SOLE 0 0 0 41566 VOYA FINANCIAL INC CMN COM 929089100 58000 1466 SH SOLE 0 0 0 1466 WABCO HOLDINGS INC. CMN COM 92927K102 450000 3040 SH SOLE 0 0 0 3040 WADDELL & REED FIN., INC. CLASS A COMMON COM 930059100 1052000 52438 SH SOLE 0 0 0 52438 WAL MART STORES INC CMN COM 931142103 3409000 43621 SH SOLE 0 0 0 43621 WASTE MANAGEMENT INC CMN COM 94106L109 1280000 16354 SH SOLE 0 0 0 16354 WATERS CORPORATION COMMON STOCK COM 941848103 1638000 9122 SH SOLE 0 0 0 9122 WATSCO INC. CMN COM 942622200 287000 1781 SH SOLE 0 0 0 1781 WELLCARE HEALTH PLANS INC CMN COM 94946T106 3608000 21006 SH SOLE 0 0 0 21006 WELLS FARGO & CO (NEW) CMN COM 949746101 131000 2375 SH SOLE 0 0 0 2375 WERNER ENTERPRISES INC CMN COM 950755108 1698000 46466 SH SOLE 0 0 0 46466 WEST CORPORATION CMN COM 952355204 2198000 93663 SH SOLE 0 0 0 93663 WESTERN DIGITAL CORPORATION CMN COM 958102105 928000 10738 SH SOLE 0 0 0 10738 WESTLAKE CHEMICAL CORPORATION CMN COM 960413102 360000 4331 SH SOLE 0 0 0 4331 WHIRLPOOL CORP. CMN COM 963320106 1273000 6900 SH SOLE 0 0 0 6900 WILEY JOHN & SONS CL-A CMN CLASS A COM 968223206 440000 8227 SH SOLE 0 0 0 8227 WILLIAMS-SONOMA, INC. CMN COM 969904101 900000 18046 SH SOLE 0 0 0 18046 WOLVERINE WORLD WIDE CMN COM 978097103 229000 7932 SH SOLE 0 0 0 7932 WYNDHAM WORLDWIDE CORP. CMN COM 98310W108 1902000 18048 SH SOLE 0 0 0 18048 XPO LOGISTICS INC CMN COM 983793100 853000 12582 SH SOLE 0 0 0 12582 XCEL ENERGY INC CMN COM 98389B100 694000 14666 SH SOLE 0 0 0 14666 XILINX INCORPORATED CMN COM 983919101 541000 7635 SH SOLE 0 0 0 7635 XEROX CORPORATION CMN COM 984121608 2636000 79186 SH SOLE 0 0 0 79186 YELP INC. CMN COM 985817105 205000 4739 SH SOLE 0 0 0 4739 ZIONS BANCORP CMN COM 989701107 775000 16423 SH SOLE 0 0 0 16423 ZOETIS INC. CMN CLASS A COM 98978V103 394000 6183 SH SOLE 0 0 0 6183 ZYNGA INC. CMN CLASS A COM 98986T108 508000 134357 SH SOLE 0 0 0 134357 AIRCASTLE LIMITED CMN COM G0129K104 1067000 47883 SH SOLE 0 0 0 47883 AMDOCS LIMITED ORDINARY SHARES COM G02602103 3667000 57018 SH SOLE 0 0 0 57018 ARCH CAPITAL GROUP LTD. CMN COM G0450A105 557000 5658 SH SOLE 0 0 0 5658 ASSURED GUARANTY LTD. CMN COM G0585R106 1821000 48239 SH SOLE 0 0 0 48239 AXIS CAPITAL HOLDINGS, LTD. CMN COM G0692U109 274000 4789 SH SOLE 0 0 0 4789 ATLANTICA YIELD PLC CMN COM G0751N103 1946000 98762 SH SOLE 0 0 0 98762 ACCENTURE PLC CMN COM G1151C101 4840000 35835 SH SOLE 0 0 0 35835 BUNGE LIMITED. ORD CMN COM G16962105 3001000 43203 SH SOLE 0 0 0 43203 DELPHI AUTOMOTIVE PLC CMN COM G27823106 485000 4929 SH SOLE 0 0 0 4929 EATON CORP PLC CMN COM G29183103 1478000 19247 SH SOLE 0 0 0 19247 ESSENT GROUP LTD. CMN COM G3198U102 1404000 34664 SH SOLE 0 0 0 34664 EVEREST RE GROUP LTD CMN COM G3223R108 2654000 11620 SH SOLE 0 0 0 11620 GENPACT LIMITED CMN COM G3922B107 1289000 44848 SH SOLE 0 0 0 44848 HELEN OF TROY LTD (NEW) CMN COM G4388N106 267000 2755 SH SOLE 0 0 0 2755 ICON PUBLIC LIMITED COMPANY CMN COM G4705A100 3361000 29511 SH SOLE 0 0 0 29511 INGERSOLL-RAND PLC CMN COM G47791101 1791000 20086 SH SOLE 0 0 0 20086 JAZZ PHARMACEUTICALS PLC CMN COM G50871105 529000 3618 SH SOLE 0 0 0 3618 LAZARD LTD CMN CLASS A COM G54050102 1176000 26017 SH SOLE 0 0 0 26017 LIBERTY GLOBAL, PLC CMN CLASS A COM G5480U104 305000 9007 SH SOLE 0 0 0 9007 MICHAEL KORS HOLDINGS LIMITED CMN COM G60754101 2365000 49433 SH SOLE 0 0 0 49433 NORWEGIAN CRUISE LINE HLDG LTD CMN COM G66721104 1204000 22277 SH SOLE 0 0 0 22277 RENAISSANCE RE HOLDINGS LTD CMN COM G7496G103 1732000 12815 SH SOLE 0 0 0 12815 TRAVELPORT WORLDWIDE LTD CMN COM G9019D104 939000 59785 SH SOLE 0 0 0 59785 VALIDUS HOLDINGS, LTD. CMN COM G9319H102 49000 1002 SH SOLE 0 0 0 1002 XL GROUP LIMITED CMN COM G98294104 1168000 29595 SH SOLE 0 0 0 29595 CHUBB LTD CMN COM H1467J104 783000 5494 SH SOLE 0 0 0 5494 GARMIN LTD. CMN COM H2906T109 1672000 30979 SH SOLE 0 0 0 30979 TE CONNECTIVITY LTD CMN COM H84989104 1134000 13653 SH SOLE 0 0 0 13653 AERCAP HOLDINGS NV ORD CMN COM N00985106 486000 9517 SH SOLE 0 0 0 9517 INTERXION HOLDING N.V. CMN COM N47279109 612000 12016 SH SOLE 0 0 0 12016 LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A COM N53745100 957000 9657 SH SOLE 0 0 0 9657 COPA HOLDINGS, S.A. CMN CLASS A COM P31076105 2492000 20011 SH SOLE 0 0 0 20011 ROYAL CARIBBEAN CRUISES LTD ISIN: LR0008862868 COM V7780T103 2230000 18811 SH SOLE 0 0 0 18811 FLEX LTD. CMN COM Y2573F102 1050000 63338 SH SOLE 0 0 0 63338