0001140361-16-049704.txt : 20160202
0001140361-16-049704.hdr.sgml : 20160202
20160202144825
ACCESSION NUMBER: 0001140361-16-049704
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160202
DATE AS OF CHANGE: 20160202
EFFECTIVENESS DATE: 20160202
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: 161380437
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
12-31-2015
12-31-2015
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
02-01-2016
0
721
395966
false
INFORMATION TABLE
2
form13fInfoTable.xml
AFLAC
COM
001055102
863
14400
SH
SOLE
14400
0
0
AGCO CORP
COM
001084102
231
5100
SH
SOLE
5100
0
0
AGL RES INC
COM
001204106
96
1500
SH
SOLE
1500
0
0
ABBOTT LABORATORIES
COM
002824100
611
13600
SH
SOLE
13600
0
0
ADVANCED MICRO DEV
COM
007903107
69
24100
SH
SOLE
24100
0
0
AGNICO EAGLE MINES LTD
COM
008474108
209
8000
SH
SOLE
8000
0
0
AGRIUM
COM
008916108
436
4900
SH
SOLE
4900
0
0
AIR PRODUCTS AND CHEMCOM
COM
009158106
638
4900
SH
SOLE
4900
0
0
ALBEMARLE CORP
COM
012653101
78
1400
SH
SOLE
1400
0
0
ALCOA
COM
013817101
178
18000
SH
SOLE
18000
0
0
ALEXANDRIA RL EST
COM
015271109
217
2400
SH
SOLE
2400
0
0
ALEXION PHARMACEUTICALS I
COM
015351109
668
3500
SH
SOLE
3500
0
0
ALLIANT ENERGY
COM
018802108
337
5400
SH
SOLE
5400
0
0
ALLSTATE CORP
COM
020002101
441
7100
SH
SOLE
7100
0
0
AMAZON.COM
COM
023135106
743
1100
SH
SOLE
1100
0
0
AMEREN CORP
COM
023608102
354
8200
SH
SOLE
8200
0
0
AMERICAN ELEC POWER COM
COM
025537101
484
8300
SH
SOLE
8300
0
0
AMERICAN EXPRESS COM
COM
025816109
1509
21700
SH
SOLE
21700
0
0
AMERICAN INTL GROUP
COM
026874784
1766
28500
SH
SOLE
28500
0
0
AMERICAN WTR WKS CO INC N
COM
030420103
299
5000
SH
SOLE
5000
0
0
AMETEK INC NEW
COM
031100100
314
5850
SH
SOLE
5850
0
0
AMGEN CORP
COM
031162100
2500
15400
SH
SOLE
15400
0
0
ANADARKO PETROLEUM
COM
032511107
296
6100
SH
SOLE
6100
0
0
ANALOG DEVICES
COM
032654105
431
7800
SH
SOLE
7800
0
0
ANIXTER INTL INC
COM
035290105
66
1100
SH
SOLE
1100
0
0
ANNALY CAPITAL MANAGEMENT
COM
035710409
313
33400
SH
SOLE
33400
0
0
ANTHEM INC
COM
036752103
1241
8900
SH
SOLE
8900
0
0
Apache Corp
COM
037411105
649
14600
SH
SOLE
14600
0
0
APOLLO EDUCATION GRP INC
COM
037604105
54
7000
SH
SOLE
7000
0
0
APPLE INC.
COM
037833100
2442
23200
SH
SOLE
23200
0
0
APPLIED MATERIALS
COM
038222105
474
25400
SH
SOLE
25400
0
0
ARCHER DANIELS MIDLAND
COM
039483102
492
13400
SH
SOLE
13400
0
0
ARROW ELECTRONICS
COM
042735100
293
5400
SH
SOLE
5400
0
0
ASBURY AUTOMOTIVE GROUP I
COM
043436104
115
1700
SH
SOLE
1700
0
0
ASHLAND INC
COM
044209104
195
1900
SH
SOLE
1900
0
0
ATMOS ENERGY CORP
COM
049560105
277
4400
SH
SOLE
4400
0
0
ATWOOD OCEANICS INC
COM
050095108
14
1400
SH
SOLE
1400
0
0
AUTODESK
COM
052769106
207
3400
SH
SOLE
3400
0
0
AUTOLIV
COM
052800109
474
3800
SH
SOLE
3800
0
0
AUTOMATIC DATA PROCESS
COM
053015103
881
10400
SH
SOLE
10400
0
0
AUTOZONE
COM
053332102
519
700
SH
SOLE
700
0
0
AVALONBAY COMMUNITIES INC
COM
053484101
608
3300
SH
SOLE
3300
0
0
AVERY DENNISON CORP
COM
053611109
282
4500
SH
SOLE
4500
0
0
AVIS BUDGET GROUP
COM
053774105
181
5000
SH
SOLE
5000
0
0
AVNET
COM
053807103
150
3500
SH
SOLE
3500
0
0
AVON PRODUCTS
COM
054303102
140
34600
SH
SOLE
34600
0
0
BB&T CORPORATION
COM
054937107
851
22500
SH
SOLE
22500
0
0
BAKER HUGHES INC
COM
057224107
701
15200
SH
SOLE
15200
0
0
BALL CORP
COM
058498106
378
5200
SH
SOLE
5200
0
0
BANK OF AMERICA
COM
060505104
3324
197500
SH
SOLE
197500
0
0
BANK HAWAII CORP
COM
062540109
226
3600
SH
SOLE
3600
0
0
BANK OF MONTREAL
COM
063671101
1292
22985
SH
SOLE
22985
0
0
BANK OF NEW YORK MELLON
COM
064058100
1216
29500
SH
SOLE
29500
0
0
BANK OF NOVA SCOTIA
COM
064149107
1592
39500
SH
SOLE
39500
0
0
C R BARD INC
COM
067383109
114
600
SH
SOLE
600
0
0
BARRICK GOLD CORP
COM
067901108
174
23600
SH
SOLE
23600
0
0
BAXTER INTL
COM
071813109
286
7500
SH
SOLE
7500
0
0
BECTON DICKINSON AND CO
COM
075887109
749
4864
SH
SOLE
4864
0
0
BED BATH BEYOND
COM
075896100
343
7100
SH
SOLE
7100
0
0
BERKLEY W R
COM
084423102
126
2300
SH
SOLE
2300
0
0
BERKSHIRE HATHAWAY -CL A
COM
084670108
1187
6
SH
SOLE
6
0
0
BERKSHIRE HATHAWAY B
COM
084670702
4120
31200
SH
SOLE
31200
0
0
BEST BUY COMPANY
COM
086516101
399
13100
SH
SOLE
13100
0
0
BIG LOTS INC
COM
089302103
104
2700
SH
SOLE
2700
0
0
H&R BLOCK INC
COM
093671105
150
4500
SH
SOLE
4500
0
0
BOEING
COM
097023105
737
5100
SH
SOLE
5100
0
0
BORGWARNER INC
COM
099724106
229
5300
SH
SOLE
5300
0
0
BOSTON PROPERTY
COM
101121101
395
3100
SH
SOLE
3100
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
194
10500
SH
SOLE
10500
0
0
BRANDYWINE RLTY TR
COM
105368203
87
6400
SH
SOLE
6400
0
0
BRINKS CO/THE
COM
109696104
87
3000
SH
SOLE
3000
0
0
BRISTOL MYERS SQUIBB
COM
110122108
2683
39000
SH
SOLE
39000
0
0
BROOKFIELD ASST MAN CL A
COM
112585104
339
10800
SH
SOLE
10800
0
0
BROWN-FORMAN B
COM
115637209
119
1200
SH
SOLE
1200
0
0
CBL & ASSOC PROP
COM
124830100
37
3000
SH
SOLE
3000
0
0
CBS
COM
124857202
273
5800
SH
SOLE
5800
0
0
CIGNA CORP
COM
125509109
937
6400
SH
SOLE
6400
0
0
CIT GROUP INC
COM
125581801
167
4200
SH
SOLE
4200
0
0
CMS ENERGY CORP
COM
125896100
364
10100
SH
SOLE
10100
0
0
CSX CORP
COM
126408103
657
25300
SH
SOLE
25300
0
0
CVS CAREMARK CORP USD
COM
126650100
1163
11900
SH
SOLE
11900
0
0
CALPINE CORP
COM
131347304
104
7200
SH
SOLE
7200
0
0
CAMDEN PROP TR
COM
133131102
376
4900
SH
SOLE
4900
0
0
CAMPBELL SOUP CAP
COM
134429109
305
5800
SH
SOLE
5800
0
0
CANADIAN IMPER BNK OF COM
COM
136069101
978
14900
SH
SOLE
14900
0
0
CANADIAN NATIONAL RAILWAY
COM
136375102
1047
18800
SH
SOLE
18800
0
0
CANADIAN NAT RESOURCES
COM
136385101
559
25700
SH
SOLE
25700
0
0
CARE CAPITAL PROP INC
COM
141624106
135
4425
SH
SOLE
4425
0
0
CARLISLE COS INC
COM
142339100
124
1400
SH
SOLE
1400
0
0
CARMAX GROUP
COM
143130102
318
5900
SH
SOLE
5900
0
0
CARNIVAL CORP A
COM
143658300
278
5100
SH
SOLE
5100
0
0
CATERPILLAR
COM
149123101
1325
19500
SH
SOLE
19500
0
0
CELANESE CORP DEL
COM
150870103
330
4900
SH
SOLE
4900
0
0
CELGENE CORP
COM
151020104
1665
13900
SH
SOLE
13900
0
0
CENTURYLINK
COM
156700106
584
23200
SH
SOLE
23200
0
0
CERNER CORP
COM
156782104
391
6500
SH
SOLE
6500
0
0
THE CHEMOURS COMPANY
COM
163851108
12
2240
SH
SOLE
2240
0
0
CHESAPEAKE ENERGY
COM
165167107
54
12100
SH
SOLE
12100
0
0
CHEVRON CORP
COM
166764100
3976
44200
SH
SOLE
44200
0
0
CHICAGO BRID & IRON CO NV
COM
167250109
97
2483
SH
SOLE
2483
0
0
CHUBB CORP
COM
171232101
955
7200
SH
SOLE
7200
0
0
CHURCH & DWIGHT INC
COM
171340102
144
1700
SH
SOLE
1700
0
0
CIMAREX ENERGY CO
COM
171798101
125
1400
SH
SOLE
1400
0
0
CINCINNATI FIN CP
COM
172062101
148
2500
SH
SOLE
2500
0
0
CINTAS CORP
COM
172908105
209
2300
SH
SOLE
2300
0
0
CITIGROUP
COM
172967424
3038
58700
SH
SOLE
58700
0
0
CITRIX SYSTEMS
COM
177376100
174
2300
SH
SOLE
2300
0
0
CLOROX
COM
189054109
444
3500
SH
SOLE
3500
0
0
COCA-COLA CO
COM
191216100
1452
33800
SH
SOLE
33800
0
0
COGNIZANT TECH SOLUTIONS
COM
192446102
846
14100
SH
SOLE
14100
0
0
COLGATE-PALMOLIVE CO
COM
194162103
1286
19300
SH
SOLE
19300
0
0
COLUMBIA PIPELINE GRP INC
COM
198280109
214
10700
SH
SOLE
10700
0
0
COMERICA
COM
200340107
339
8100
SH
SOLE
8100
0
0
COMMERCE BANCSHARES INC
COM
200525103
191
4496
SH
SOLE
4496
0
0
COMMERCIAL METALS CO
COM
201723103
96
7000
SH
SOLE
7000
0
0
COMMUNITY HEALTH SYSTEMS
COM
203668108
136
5117
SH
SOLE
5117
0
0
COMMUNITY HLTH SYSTMS RTS
COM
203668116
0
16100
SH
SOLE
16100
0
0
CIA DE MINAS BUENAVENTUR
COM
204448104
116
27100
SH
SOLE
27100
0
0
COMPUTER SCIENCES
COM
205363104
150
4600
SH
SOLE
4600
0
0
CONAGRA FOODS
COM
205887102
573
13600
SH
SOLE
13600
0
0
CONS EDISON HOLDING
COM
209115104
668
10400
SH
SOLE
10400
0
0
CONTINENTAL RESOURCES OK
COM
212015101
34
1500
SH
SOLE
1500
0
0
CORNING
COM
219350105
704
38500
SH
SOLE
38500
0
0
CRANE CO
COM
224399105
81
1700
SH
SOLE
1700
0
0
CRESUD S.A.-SPONS ADR
COM
226406106
2206
171028
SH
SOLE
171028
0
0
CROWN HOLDINGS INC
COM
228368106
208
4100
SH
SOLE
4100
0
0
CULLEN FROST BANKERS INC
COM
229899109
162
2700
SH
SOLE
2700
0
0
CUMMINS INC
COM
231021106
317
3600
SH
SOLE
3600
0
0
DCT INDUSTRIAL TRUST INC
COM
233153204
110
2950
SH
SOLE
2950
0
0
DTE ENERGY
COM
233331107
321
4000
SH
SOLE
4000
0
0
DANA HOLDING CORP
COM
235825205
79
5700
SH
SOLE
5700
0
0
DANAHER CORP
COM
235851102
1245
13400
SH
SOLE
13400
0
0
DARDEN RESTAURANTS
COM
237194105
293
4600
SH
SOLE
4600
0
0
DEAN FOODS CO
COM
242370203
150
8750
SH
SOLE
8750
0
0
DEERE & CO
COM
244199105
732
9600
SH
SOLE
9600
0
0
DELTA AIR LINES
COM
247361702
314
6200
SH
SOLE
6200
0
0
DENTSPLY INTERNATIONAL
COM
249030107
91
1500
SH
SOLE
1500
0
0
DIGITAL REALTY TRUST INC
COM
253868103
129
1700
SH
SOLE
1700
0
0
DISNEY (WALT) COMPANY
COM
254687106
3604
34300
SH
SOLE
34300
0
0
DISCOVER FINANCIAL SERVCS
COM
254709108
638
11900
SH
SOLE
11900
0
0
DOLLAR GENERAL CORP
COM
256677105
230
3200
SH
SOLE
3200
0
0
DOLLAR TREE
COM
256746108
166
2147
SH
SOLE
2147
0
0
DOMTAR CORP
COM
257559203
103
2800
SH
SOLE
2800
0
0
DONNELLEY (RR) & SONS
COM
257867101
149
10100
SH
SOLE
10100
0
0
DOVER CORP
COM
260003108
239
3900
SH
SOLE
3900
0
0
DOW CHEMICAL
COM
260543103
855
16600
SH
SOLE
16600
0
0
DU PONT DE NEMOURS
COM
263534109
639
9600
SH
SOLE
9600
0
0
DUKE REALTY CORP
COM
264411505
263
12500
SH
SOLE
12500
0
0
EMC CORP
COM
268648102
1140
44400
SH
SOLE
44400
0
0
E TRADE FINANCIAL CORP
COM
269246401
219
7400
SH
SOLE
7400
0
0
EASTMAN CHEMICAL
COM
277432100
284
4200
SH
SOLE
4200
0
0
EATON VANCE CORP
COM
278265103
88
2700
SH
SOLE
2700
0
0
EBAY INC
COM
278642103
195
7100
SH
SOLE
7100
0
0
ECOLAB
COM
278865100
641
5600
SH
SOLE
5600
0
0
EDISON INTERNATIONAL
COM
281020107
574
9700
SH
SOLE
9700
0
0
EMERSON ELECTRIC CO
COM
291011104
555
11600
SH
SOLE
11600
0
0
ENCANA CORPORATION
COM
292505104
237
46900
SH
SOLE
46900
0
0
ENERPLUS CORP
COM
292766102
63
18400
SH
SOLE
18400
0
0
EQUIFAX
COM
294429105
445
4000
SH
SOLE
4000
0
0
COMMONWEALTH REIT
COM
294628102
283
10200
SH
SOLE
10200
0
0
ESSENDANT INC
COM
296689102
81
2500
SH
SOLE
2500
0
0
EXPEDITORS INT WASHINGTON
COM
302130109
149
3300
SH
SOLE
3300
0
0
FASTENAL CO
COM
311900104
167
4100
SH
SOLE
4100
0
0
FED RLTY INV TR
COM
313747206
161
1100
SH
SOLE
1100
0
0
FIFTH THIRD BANCORP
COM
316773100
291
14500
SH
SOLE
14500
0
0
FIRST HORIZON NATIONAL CO
COM
320517105
118
8100
SH
SOLE
8100
0
0
FIRST SOLAR INC
COM
336433107
152
2300
SH
SOLE
2300
0
0
FISERV INC
COM
337738108
265
2900
SH
SOLE
2900
0
0
FIRSTENERGY CORP.
COM
337932107
409
12900
SH
SOLE
12900
0
0
FLEETCOR TECHNOLOGIES INC
COM
339041105
157
1100
SH
SOLE
1100
0
0
FLUOR CORP
COM
343412102
198
4200
SH
SOLE
4200
0
0
FOOT LOCKER INC
COM
344849104
228
3500
SH
SOLE
3500
0
0
FORD MOTOR
COM
345370860
1959
139000
SH
SOLE
139000
0
0
FRANCO NEVADA CORP
COM
351858105
128
2800
SH
SOLE
2800
0
0
FRANKLIN RESOURCES
COM
354613101
302
8200
SH
SOLE
8200
0
0
GATX CORP
COM
361448103
55
1300
SH
SOLE
1300
0
0
ARTHUR J GALLAGHER & CO
COM
363576109
127
3100
SH
SOLE
3100
0
0
GAP
COM
364760108
240
9700
SH
SOLE
9700
0
0
GARTNER GROUP NEW
COM
366651107
100
1100
SH
SOLE
1100
0
0
GENERAL CABLE CORP DEL NE
COM
369300108
145
10800
SH
SOLE
10800
0
0
GENERAL DYNAMICS CORP
COM
369550108
494
3600
SH
SOLE
3600
0
0
GENERAL ELECTRIC
COM
369604103
4713
151300
SH
SOLE
151300
0
0
GENERAL MILLS
COM
370334104
842
14600
SH
SOLE
14600
0
0
GENUINE PARTS
COM
372460105
283
3300
SH
SOLE
3300
0
0
GILEAD SCIENCES INC
COM
375558103
2641
26100
SH
SOLE
26100
0
0
GILDAN ACTIVEWEAR INC
COM
375916103
68
2400
SH
SOLE
2400
0
0
GOLDCORP
COM
380956409
144
12500
SH
SOLE
12500
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
333
10200
SH
SOLE
10200
0
0
GRAINGER (W W)
COM
384802104
425
2100
SH
SOLE
2100
0
0
GREAT PLAINS ENERGY INC
COM
391164100
167
6100
SH
SOLE
6100
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
121
1600
SH
SOLE
1600
0
0
GRUPO FINANCIERO GALICIA
COM
399909100
7631
281800
SH
SOLE
281800
0
0
HALLIBURTON CO
COM
406216101
364
10700
SH
SOLE
10700
0
0
HANESBRANDS INC
COM
410345102
353
12000
SH
SOLE
12000
0
0
HANOVER INS GROUP INC
COM
410867105
195
2400
SH
SOLE
2400
0
0
HARLEY-DAVIDSON
COM
412822108
277
6100
SH
SOLE
6100
0
0
HARRIS CORP
COM
413875105
156
1800
SH
SOLE
1800
0
0
HARSCO CORP
COM
415864107
23
2900
SH
SOLE
2900
0
0
HARTFORD FINANCIAL SRVCS
COM
416515104
791
18200
SH
SOLE
18200
0
0
HASBRO
COM
418056107
115
1700
SH
SOLE
1700
0
0
HELMERICH & PAYNE INC
COM
423452101
70
1300
SH
SOLE
1300
0
0
HERSHEY COMPANY
COM
427866108
107
1200
SH
SOLE
1200
0
0
HOLLY CORP
COM
436106108
255
6400
SH
SOLE
6400
0
0
HOLOGIC INC
COM
436440101
298
7700
SH
SOLE
7700
0
0
HOME DEPOT
COM
437076102
1190
9000
SH
SOLE
9000
0
0
HONEYWELL INTERNAT INCORP
COM
438516106
642
6200
SH
SOLE
6200
0
0
HORMEL FOODS
COM
440452100
332
4200
SH
SOLE
4200
0
0
HUBBELL INC [B]
COM
443510607
111
1100
SH
SOLE
1100
0
0
HUMANA
COM
444859102
821
4600
SH
SOLE
4600
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
195
17600
SH
SOLE
17600
0
0
HUNTINGTON INGALLS IND
COM
446413106
190
1500
SH
SOLE
1500
0
0
ITT CORP
COM
450911201
105
2900
SH
SOLE
2900
0
0
IHS INC
COM
451734107
95
800
SH
SOLE
800
0
0
ILLINOIS TOOL WKS
COM
452308109
862
9300
SH
SOLE
9300
0
0
IMPERIAL OIL
COM
453038408
55
1700
SH
SOLE
1700
0
0
Infosys Ltd
COM
456788108
0
0
SH
SOLE
0
0
0
INGRAM MICRO INC
COM
457153104
304
10000
SH
SOLE
10000
0
0
CORN PRODS INTL INC
COM
457187102
153
1600
SH
SOLE
1600
0
0
INTEL CORP
COM
458140100
4516
131100
SH
SOLE
131100
0
0
INTERNATIONAL BUS MACHNS.
COM
459200101
3716
27000
SH
SOLE
27000
0
0
INTL FLAVOURS & FRAGRANCE
COM
459506101
108
900
SH
SOLE
900
0
0
INTERNATIONAL PAPER
COM
460146103
445
11800
SH
SOLE
11800
0
0
INTERPUBLIC GROUP COS
COM
460690100
179
7700
SH
SOLE
7700
0
0
INTUIT
COM
461202103
560
5800
SH
SOLE
5800
0
0
IONIS PHARMACEUTICALS INC
COM
462222100
118
1900
SH
SOLE
1900
0
0
JABIL CIRCUIT INC
COM
466313103
186
8000
SH
SOLE
8000
0
0
JACOBS ENGINEERING GROUP
COM
469814107
306
7300
SH
SOLE
7300
0
0
JOHNSON & JOHNSON
COM
478160104
7067
68800
SH
SOLE
68800
0
0
JOHNSON CONTROLS
COM
478366107
889
22500
SH
SOLE
22500
0
0
JOY GLOBAL INC
COM
481165108
8
600
SH
SOLE
600
0
0
KANSAS CITY SOUTHERN
COM
485170302
254
3400
SH
SOLE
3400
0
0
KELLOGG
COM
487836108
506
7000
SH
SOLE
7000
0
0
KEMPER CORP
COM
488401100
89
2400
SH
SOLE
2400
0
0
KENNAMETAL INC
COM
489170100
106
5500
SH
SOLE
5500
0
0
KEYCORP
COM
493267108
450
34100
SH
SOLE
34100
0
0
KIMBERLY-CLARK
COM
494368103
1235
9700
SH
SOLE
9700
0
0
KINROSS GOLD
COM
496902404
77
42400
SH
SOLE
42400
0
0
KOHLS CORP
COM
500255104
319
6700
SH
SOLE
6700
0
0
KRAFT HEINZ CO
COM
500754106
968
13299
SH
SOLE
13299
0
0
KROGER
COM
501044101
1380
33000
SH
SOLE
33000
0
0
LIMITED BRANDS
COM
501797104
172
1800
SH
SOLE
1800
0
0
LKQ CORP
COM
501889208
225
7600
SH
SOLE
7600
0
0
L-3 COMMUNICATIONS HLDS
COM
502424104
239
2000
SH
SOLE
2000
0
0
LAM RESEARCH
COM
512807108
199
2500
SH
SOLE
2500
0
0
LAMAR ADVERTISING CO-A
COM
512816109
150
2500
SH
SOLE
2500
0
0
LAS VEGAS SANDS
COM
517834107
44
1000
SH
SOLE
1000
0
0
LAUDER (ESTEE)
COM
518439104
291
3300
SH
SOLE
3300
0
0
LEGGETT & PLATT
COM
524660107
160
3800
SH
SOLE
3800
0
0
LEGG MASON INC
COM
524901105
165
4200
SH
SOLE
4200
0
0
SAIC INC
COM
525327102
159
2825
SH
SOLE
2825
0
0
LENNAR CLASS A
COM
526057104
68
1400
SH
SOLE
1400
0
0
LIBERTY PROPERTY TRUST
COM
531172104
130
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
986
11700
SH
SOLE
11700
0
0
LINCOLN ELEC HLDGS INC
COM
533900106
99
1900
SH
SOLE
1900
0
0
LINCOLN NATIONAL CORP
COM
534187109
141
2800
SH
SOLE
2800
0
0
LIVE NATION ENTERTAINMENT
COM
538034109
145
5900
SH
SOLE
5900
0
0
LOCKHEED MARTIN CORP
COM
539830109
608
2800
SH
SOLE
2800
0
0
LOEWS
COM
540424108
369
9600
SH
SOLE
9600
0
0
LOWES COS INC
COM
548661107
1673
22000
SH
SOLE
22000
0
0
MDU RESOURCES
COM
552690109
95
5200
SH
SOLE
5200
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
327
14400
SH
SOLE
14400
0
0
MACERICH
COM
554382101
339
4200
SH
SOLE
4200
0
0
MAGELLAN HEALTH SVCS INC
COM
559079207
129
2100
SH
SOLE
2100
0
0
MAGNA INTERNATIONAL CL A
COM
559222401
598
14800
SH
SOLE
14800
0
0
MARATHON OIL CORP
COM
565849106
387
30700
SH
SOLE
30700
0
0
MARSH & MCLENNAN
COM
571748102
732
13200
SH
SOLE
13200
0
0
MARRIOTT INTERNATIONAL
COM
571903202
389
5800
SH
SOLE
5800
0
0
MASCO CORP
COM
574599106
393
13900
SH
SOLE
13900
0
0
MATTEL
COM
577081102
356
13100
SH
SOLE
13100
0
0
MCCORMICK & CO
COM
579780206
274
3200
SH
SOLE
3200
0
0
MCDERMOTT INTL INC
COM
580037109
96
28800
SH
SOLE
28800
0
0
MCDONALDS CORP
COM
580135101
2871
24300
SH
SOLE
24300
0
0
MCGRAW-HILL FINANCIAL INC
COM
580645109
148
1500
SH
SOLE
1500
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
363
4600
SH
SOLE
4600
0
0
METTLER TOLEDO INTERNATIO
COM
592688105
170
500
SH
SOLE
500
0
0
MICROSOFT CORP
COM
594918104
3307
59600
SH
SOLE
59600
0
0
MICROCHIP TECHNOLOGY
COM
595017104
303
6500
SH
SOLE
6500
0
0
MICRON TECHNOLOGY
COM
595112103
110
7800
SH
SOLE
7800
0
0
MOHAWK INDUSTIES
COM
608190104
417
2200
SH
SOLE
2200
0
0
MONDELEZ INTERATIONAL INC
COM
609207105
2076
46305
SH
SOLE
46305
0
0
MOODYS CORPORATION
COM
615369105
171
1700
SH
SOLE
1700
0
0
MOOG INC [A]
COM
615394202
97
1600
SH
SOLE
1600
0
0
MORGAN STANLEY
COM
617446448
573
18000
SH
SOLE
18000
0
0
MOTOROLA SOLUTIONS INC
COM
620076307
335
4900
SH
SOLE
4900
0
0
Murphy Oil Corp
COM
626717102
144
6400
SH
SOLE
6400
0
0
MURPHY USA INC
COM
626755102
213
3500
SH
SOLE
3500
0
0
NRG ENERGY
COM
629377508
153
13002
SH
SOLE
13002
0
0
NASDAQ INC
COM
631103108
227
3900
SH
SOLE
3900
0
0
NATIONAL OILWELL VARCO IN
COM
637071101
412
12300
SH
SOLE
12300
0
0
NEW YORK COMMNITY BANCORP
COM
649445103
277
17000
SH
SOLE
17000
0
0
NEWELL RUBBERMAID
COM
651229106
392
8900
SH
SOLE
8900
0
0
NEWFIELD EXPL
COM
651290108
133
4100
SH
SOLE
4100
0
0
NEWMONT MINING CORP
COM
651639106
273
15200
SH
SOLE
15200
0
0
NIKE INC
COM
654106103
1625
26000
SH
SOLE
26000
0
0
NOBLE ENERGY
COM
655044105
260
7900
SH
SOLE
7900
0
0
NORDSTROM
COM
655664100
209
4200
SH
SOLE
4200
0
0
NORFOLK STHN CORP
COM
655844108
719
8500
SH
SOLE
8500
0
0
NORTHERN TRUST
COM
665859104
418
5800
SH
SOLE
5800
0
0
NORTHROP GRUMMAN CORP
COM
666807102
434
2300
SH
SOLE
2300
0
0
NUCOR CORP
COM
670346105
423
10500
SH
SOLE
10500
0
0
OGE ENERGY CORP
COM
670837103
231
8800
SH
SOLE
8800
0
0
OCCIDENTAL PETROLEUM
COM
674599105
1575
23300
SH
SOLE
23300
0
0
OCEANEERING INTL INC
COM
675232102
68
1800
SH
SOLE
1800
0
0
OFFICE DEPOT INC
COM
676220106
129
22900
SH
SOLE
22900
0
0
OIL STS INTL INC
COM
678026105
30
1100
SH
SOLE
1100
0
0
OLD REPUBLIC INTL
COM
680223104
130
7000
SH
SOLE
7000
0
0
OMNICOM GROUP
COM
681919106
250
3300
SH
SOLE
3300
0
0
ONEOK INC NEW
COM
682680103
150
6100
SH
SOLE
6100
0
0
OPEN TEXT CORP
COM
683715106
62
1300
SH
SOLE
1300
0
0
OSHKOSH CORP
COM
688239201
98
2500
SH
SOLE
2500
0
0
OWENS & MINOR INC NEW
COM
690732102
201
5600
SH
SOLE
5600
0
0
OWENS CORNING NEW
COM
690742101
118
2500
SH
SOLE
2500
0
0
OWENS-ILLINOIS
COM
690768403
70
4000
SH
SOLE
4000
0
0
PHH CORP
COM
693320202
94
5800
SH
SOLE
5800
0
0
PNC FINANCIAL SERV GROUP
COM
693475105
1487
15600
SH
SOLE
15600
0
0
PPG INDUSTRIES
COM
693506107
613
6200
SH
SOLE
6200
0
0
PHILLIPS VAN HEUSEN CORP
COM
693656100
66
900
SH
SOLE
900
0
0
PACCAR
COM
693718108
455
9600
SH
SOLE
9600
0
0
PARKER-HANNIFIN
COM
701094104
398
4100
SH
SOLE
4100
0
0
PATTERSON COS
COM
703395103
41
900
SH
SOLE
900
0
0
PATTERSON-UTI ENERGY INC
COM
703481101
57
3800
SH
SOLE
3800
0
0
PAYCHEX
COM
704326107
550
10400
SH
SOLE
10400
0
0
PEABODY ENERGY CORP
COM
704549203
6
746
SH
SOLE
746
0
0
PEMBINA PIPELINE CORP
COM
706327103
76
3500
SH
SOLE
3500
0
0
PENN WEST PETROLEUM LTD
COM
707887105
86
102500
SH
SOLE
102500
0
0
PENNEY (J C)
COM
708160106
119
17800
SH
SOLE
17800
0
0
PEOPLES UNITED FINANCIAL
COM
712704105
73
4500
SH
SOLE
4500
0
0
PEPCO HOLDINGS
COM
713291102
104
4000
SH
SOLE
4000
0
0
PEPSICO INC
COM
713448108
3557
35600
SH
SOLE
35600
0
0
PFIZER INC
COM
717081103
2521
78100
SH
SOLE
78100
0
0
Philip Morris Internation
COM
718172109
1565
17800
SH
SOLE
17800
0
0
PHILLIPS 66
COM
718546104
1542
18850
SH
SOLE
18850
0
0
PINNACLE WEST CAPITAL CRP
COM
723484101
322
5000
SH
SOLE
5000
0
0
PIONEER NATURAL RESOURCE
COM
723787107
376
3000
SH
SOLE
3000
0
0
PLUM CREEK TIMBER CO
COM
729251108
239
5000
SH
SOLE
5000
0
0
POLARIS INDS INC
COM
731068102
60
700
SH
SOLE
700
0
0
PRECISION CASTPARTS CORP
COM
740189105
580
2500
SH
SOLE
2500
0
0
PRICELINE.COM INC
COM
741503403
255
200
SH
SOLE
200
0
0
PROCTER & GAMBLE
COM
742718109
5543
69800
SH
SOLE
69800
0
0
PROGRESSIVE CORP
COM
743315103
684
21500
SH
SOLE
21500
0
0
PRUDENTIAL FINANCIAL
COM
744320102
1278
15700
SH
SOLE
15700
0
0
PUBLIC SVC ENTERPRISE GRP
COM
744573106
770
19900
SH
SOLE
19900
0
0
QUALCOMM INC
COM
747525103
1789
35800
SH
SOLE
35800
0
0
QUESTAR CORP
COM
748356102
138
7100
SH
SOLE
7100
0
0
RPM INTL INC
COM
749685103
137
3100
SH
SOLE
3100
0
0
POLO RALPH LAUREN CORP
COM
751212101
22
200
SH
SOLE
200
0
0
RAYMOND JAMES FINANCIAL I
COM
754730109
243
4200
SH
SOLE
4200
0
0
RAYONIER INC
COM
754907103
142
6400
SH
SOLE
6400
0
0
RAYTHEON
COM
755111507
585
4700
SH
SOLE
4700
0
0
REDWOOD TR INC
COM
758075402
82
6200
SH
SOLE
6200
0
0
REGAL ENTMT GROUP
COM
758766109
102
5400
SH
SOLE
5400
0
0
REGENCY CENTERS
COM
758849103
198
2900
SH
SOLE
2900
0
0
REINSURANCE GROUP AMER IN
COM
759351604
128
1500
SH
SOLE
1500
0
0
RELIANCE STEEL & ALUMINUM
COM
759509102
110
1900
SH
SOLE
1900
0
0
REPUBLIC SERVICES
COM
760759100
224
5100
SH
SOLE
5100
0
0
RESMED INC
COM
761152107
91
1700
SH
SOLE
1700
0
0
REYNOLDS AMERICAN
COM
761713106
307
6652
SH
SOLE
6652
0
0
RITE AID CORP
COM
767754104
200
25500
SH
SOLE
25500
0
0
ROBERT HALF INTERNATIONAL
COM
770323103
179
3800
SH
SOLE
3800
0
0
ROCKWELL AUTOMATION INC
COM
773903109
328
3200
SH
SOLE
3200
0
0
ROCKWELL COLLINS
COM
774341101
295
3200
SH
SOLE
3200
0
0
ROGERS COMMUNICATIONS B
COM
775109200
495
14400
SH
SOLE
14400
0
0
ROPER TECHNOLOGIES INC
COM
776696106
455
2400
SH
SOLE
2400
0
0
ROSS STORES INC
COM
778296103
500
9300
SH
SOLE
9300
0
0
ROYAL BANK OF CANADA
COM
780087102
2391
44800
SH
SOLE
44800
0
0
RYDER SYSTEM INC
COM
783549108
125
2200
SH
SOLE
2200
0
0
SEI INVEST CO
COM
784117103
115
2200
SH
SOLE
2200
0
0
SPX CORP
COM
784635104
10
1100
SH
SOLE
1100
0
0
ST JUDE MEDICAL INC
COM
790849103
117
1900
SH
SOLE
1900
0
0
HENRY SCHEIN
COM
806407102
364
2300
SH
SOLE
2300
0
0
SCHLUMBERGER LTD
COM
806857108
739
10600
SH
SOLE
10600
0
0
SCHWAB (CHARLES) CORP
COM
808513105
823
25000
SH
SOLE
25000
0
0
SCIENCE APPLICATIONS INTE
COM
808625107
74
1614
SH
SOLE
1614
0
0
SCRIPPS NETWORKS INTRCTIV
COM
811065101
72
1300
SH
SOLE
1300
0
0
SEACOR HOLDINGS INC
COM
811904101
131
2500
SH
SOLE
2500
0
0
SEARS HOLDINGS
COM
812350106
66
3200
SH
SOLE
3200
0
0
SELECTIVE INS GROUP INC
COM
816300107
151
4500
SH
SOLE
4500
0
0
SEMPRA ENERGY
COM
816851109
649
6900
SH
SOLE
6900
0
0
SERVICE CORP INTL
COM
817565104
159
6100
SH
SOLE
6100
0
0
SHERWIN-WILLIAMS
COM
824348106
337
1300
SH
SOLE
1300
0
0
SILVER WHEATON CORP
COM
828336107
59
4800
SH
SOLE
4800
0
0
SIMON PROPERTY GROUP
COM
828806109
1167
6000
SH
SOLE
6000
0
0
J M SMUCKER
COM
832696405
407
3300
SH
SOLE
3300
0
0
SNAP ON INC
COM
833034101
360
2100
SH
SOLE
2100
0
0
SOUTHERN CO
COM
842587107
604
12900
SH
SOLE
12900
0
0
SOUTHWEST AIRLINES
COM
844741108
133
3100
SH
SOLE
3100
0
0
Southwestern Energy Co
COM
845467109
29
4100
SH
SOLE
4100
0
0
SPECTRA ENERGY
COM
847560109
551
23000
SH
SOLE
23000
0
0
STANCORP FINL GROUP INC
COM
852891100
102
900
SH
SOLE
900
0
0
STANLEY BLACK & DECKER
COM
854502101
139
1300
SH
SOLE
1300
0
0
STAPLES
COM
855030102
304
32100
SH
SOLE
32100
0
0
STARBUCKS
COM
855244109
1603
26700
SH
SOLE
26700
0
0
STATE STREET CORP.
COM
857477103
737
11100
SH
SOLE
11100
0
0
STEEL DYNAMICS INC
COM
858119100
125
7000
SH
SOLE
7000
0
0
STRYKER CORP
COM
863667101
223
2400
SH
SOLE
2400
0
0
SUN LIFE FINANCIAL
COM
866796105
441
14200
SH
SOLE
14200
0
0
SUNCOR ENERGY
COM
867224107
1342
52200
SH
SOLE
52200
0
0
SUNTRUST BANKS
COM
867914103
343
8000
SH
SOLE
8000
0
0
SUPERVALU INC
COM
868536103
180
26500
SH
SOLE
26500
0
0
SYMANTEC CORP
COM
871503108
412
19600
SH
SOLE
19600
0
0
SYSCO CORP
COM
871829107
861
21000
SH
SOLE
21000
0
0
TECO ENERGY INC
COM
872375100
221
8300
SH
SOLE
8300
0
0
TJX COMPANIES
COM
872540109
340
4800
SH
SOLE
4800
0
0
TATA MTRS LTD - ADR
COM
876568502
83
2800
SH
SOLE
2800
0
0
TECK RESOURCES LTD
COM
878742204
133
34500
SH
SOLE
34500
0
0
TELECOM ARGENT SA-SP ADR
COM
879273209
4532
282000
SH
SOLE
282000
0
0
TELEFLEX INC
COM
879369106
158
1200
SH
SOLE
1200
0
0
TELEPHONE & DATA SYSTEMS
COM
879433829
239
9226
SH
SOLE
9226
0
0
TEREX CORP
COM
880779103
61
3300
SH
SOLE
3300
0
0
TESORO CORP
COM
881609101
516
4900
SH
SOLE
4900
0
0
TEXAS INSTRUMENTS
COM
882508104
1348
24600
SH
SOLE
24600
0
0
TEXTRON
COM
883203101
181
4300
SH
SOLE
4300
0
0
THERMO FISHER SCIENTIFIC
COM
883556102
1163
8200
SH
SOLE
8200
0
0
THOMSON REUTERS
COM
884903105
216
5737
SH
SOLE
5737
0
0
TIDEWATER INC
COM
886423102
38
5500
SH
SOLE
5500
0
0
TIFFANY & CO
COM
886547108
244
3200
SH
SOLE
3200
0
0
TIME INC-W/I
COM
887228104
23
1487
SH
SOLE
1487
0
0
TIME WARNER
COM
887317303
1591
24600
SH
SOLE
24600
0
0
TIMKEN CO
COM
887389104
54
1900
SH
SOLE
1900
0
0
TORCHMARK CORP
COM
891027104
206
3600
SH
SOLE
3600
0
0
TORONTO-DOMINION COM
COM
891160509
2105
53900
SH
SOLE
53900
0
0
TOTAL SYSTEM SERVICES
COM
891906109
204
4100
SH
SOLE
4100
0
0
TRACTOR SUPPLY CO
COM
892356106
162
1900
SH
SOLE
1900
0
0
TRIMBLE NAVIGATION LTD
COM
896239100
71
3300
SH
SOLE
3300
0
0
TRINITY INDS INC
COM
896522109
82
3400
SH
SOLE
3400
0
0
TYSON FOODS INC A
COM
902494103
347
6500
SH
SOLE
6500
0
0
UTD DOMINION RLTY
COM
902653104
443
11800
SH
SOLE
11800
0
0
UGI CORP NEW
COM
902681105
132
3900
SH
SOLE
3900
0
0
US BANCORP
COM
902973304
1916
44900
SH
SOLE
44900
0
0
UNDER ARMOUR INC [A]
COM
904311107
202
2500
SH
SOLE
2500
0
0
UNION PACIFIC CORP
COM
907818108
1525
19500
SH
SOLE
19500
0
0
UNIT CORP
COM
909218109
21
1700
SH
SOLE
1700
0
0
UNITED CONT HOLDINGS
COM
910047109
109
1900
SH
SOLE
1900
0
0
UNITED PARCEL SERVICE
COM
911312106
1684
17500
SH
SOLE
17500
0
0
UNITED RENTALS INC
COM
911363109
138
1900
SH
SOLE
1900
0
0
UNITED STATES STEEL CORP
COM
912909108
80
10000
SH
SOLE
10000
0
0
UNITED TECHNOLOGIES
COM
913017109
903
9400
SH
SOLE
9400
0
0
UNIVERSAL HEALTH SERV-B
COM
913903100
119
1000
SH
SOLE
1000
0
0
VF CORP
COM
918204108
548
8800
SH
SOLE
8800
0
0
VERITIV CORP
COM
923454102
7
191
SH
SOLE
191
0
0
VORNADO REALTY
COM
929042109
400
4000
SH
SOLE
4000
0
0
VOYA FINANCIAL INC
COM
929089100
347
9400
SH
SOLE
9400
0
0
VULCAN MATERIALS
COM
929160109
152
1600
SH
SOLE
1600
0
0
WAL-MART STORES
COM
931142103
1692
27600
SH
SOLE
27600
0
0
WALGREEN
COM
931427108
630
7400
SH
SOLE
7400
0
0
WATERS CORP
COM
941848103
148
1100
SH
SOLE
1100
0
0
WEINGARTEN REALTY INVEST
COM
948741103
152
4400
SH
SOLE
4400
0
0
WELLS FARGO & COMPANY
COM
949746101
3343
61500
SH
SOLE
61500
0
0
WESTERN DIGITAL
COM
958102105
96
1600
SH
SOLE
1600
0
0
WESTERN REFINING INC
COM
959319104
61
1700
SH
SOLE
1700
0
0
WESTERN UNION
COM
959802109
414
23100
SH
SOLE
23100
0
0
WEYERHAEUSER
COM
962166104
600
20000
SH
SOLE
20000
0
0
WHIRLPOOL CORP
COM
963320106
352
2400
SH
SOLE
2400
0
0
WHITEWAVE FOODS CO - CL A
COM
966244105
86
2200
SH
SOLE
2200
0
0
WHITING PETE CORP NEW
COM
966387102
48
5100
SH
SOLE
5100
0
0
WHOLE FOODS MARKET INC
COM
966837106
265
7900
SH
SOLE
7900
0
0
WILEY JOHN & SONS [A]
COM
968223206
72
1600
SH
SOLE
1600
0
0
WILLIAMS COS
COM
969457100
478
18600
SH
SOLE
18600
0
0
WORLD FUEL SVCS CORP
COM
981475106
208
5400
SH
SOLE
5400
0
0
XILINX
COM
983919101
99
2100
SH
SOLE
2100
0
0
XEROX CORP
COM
984121103
502
47200
SH
SOLE
47200
0
0
YPF SA SPONSORED ADR
COM
984245100
3699
235300
SH
SOLE
235300
0
0
YAHOO
COM
984332106
622
18700
SH
SOLE
18700
0
0
Yum! Brands Inc
COM
988498101
241
3300
SH
SOLE
3300
0
0
ZIONS BANCORPORATION
COM
989701107
128
4700
SH
SOLE
4700
0
0
DUN & BRADSTREET CORP
COM
26483E100
52
500
SH
SOLE
500
0
0
QUANTA SVCS INC
COM
74762E102
113
5600
SH
SOLE
5600
0
0
CNO FINL GROUP INC
COM
12621E103
189
9900
SH
SOLE
9900
0
0
AMERISOURCEBERGEN
COM
03073E105
799
7700
SH
SOLE
7700
0
0
AMERICAN EAGLE OUTFITTERS
COM
02553E106
73
4700
SH
SOLE
4700
0
0
TARGET CORP
COM
87612E106
864
11900
SH
SOLE
11900
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
253
3200
SH
SOLE
3200
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
75
8500
SH
SOLE
8500
0
0
DR PEPPER SNAPPLE GROUP
COM
26138E109
531
5700
SH
SOLE
5700
0
0
TRAVELERS COS INC.
COM
89417E109
1253
11100
SH
SOLE
11100
0
0
ADT CORP/THE WHEN ISSUE
COM
00101J106
168
5100
SH
SOLE
5100
0
0
AES CORP.
COM
00130H105
204
21300
SH
SOLE
21300
0
0
AT&T
COM
00206R102
4449
129281
SH
SOLE
129281
0
0
ABBVIE INC
COM
00287Y109
498
8400
SH
SOLE
8400
0
0
ACTIVISION BLIZZARD
COM
00507V109
248
6400
SH
SOLE
6400
0
0
ADOBE SYSTEMS INC
COM
00724F101
977
10400
SH
SOLE
10400
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
135
900
SH
SOLE
900
0
0
AECOM TECHNOLOGY CORP DEL
COM
00766T100
119
3948
SH
SOLE
3948
0
0
AETNA
COM
00817Y108
460
4254
SH
SOLE
4254
0
0
AGILENT TECHNOLOGIES
COM
00846U101
305
7300
SH
SOLE
7300
0
0
ALLEGHENY TECHNOLOGIES
COM
01741R102
20
1800
SH
SOLE
1800
0
0
ALLY FINANCIAL INC
COM
02005N100
503
27000
SH
SOLE
27000
0
0
ALPHABET INC-CL C
COM
02079K107
4537
5979
SH
SOLE
5979
0
0
ALPHABET INC - CL A
COM
02079K305
4641
5965
SH
SOLE
5965
0
0
ALTRIA GROUP INC
COM
02209S103
966
16600
SH
SOLE
16600
0
0
AMERICAN TOWER CORP
COM
03027X100
674
6955
SH
SOLE
6955
0
0
AMERIPRISE FINANCIAL
COM
03076C106
564
5300
SH
SOLE
5300
0
0
ANSYS INC
COM
03662Q105
130
1400
SH
SOLE
1400
0
0
APT INV MANAGE
COM
03748R101
152
3800
SH
SOLE
3800
0
0
ASSURANT
COM
04621X108
234
2900
SH
SOLE
2900
0
0
AUTONATION INC
COM
05329W102
167
2800
SH
SOLE
2800
0
0
BCE INC
COM
05534B760
108
2800
SH
SOLE
2800
0
0
BANCO MACRO SA-ADR
COM
05961W105
6370
109600
SH
SOLE
109600
0
0
BAXALTA INC -W/I
COM
07177M103
293
7500
SH
SOLE
7500
0
0
BBVA BANCO FRANCES SA-ADR
COM
07329M100
4108
215300
SH
SOLE
215300
0
0
BENCHMARK ELECTRS INC
COM
08160H101
110
5300
SH
SOLE
5300
0
0
BIOMARIN PHARMACEUTICAL I
COM
09061G101
251
2400
SH
SOLE
2400
0
0
BIOGEN INC
COM
09062X103
1287
4200
SH
SOLE
4200
0
0
RESEARCH IN MOTION LTD
COM
09228F103
283
30600
SH
SOLE
30600
0
0
BLACKROCK INC
COM
09247X101
1124
3300
SH
SOLE
3300
0
0
BRIXMOR PROPERTY GROUP IN
COM
11120U105
59
2300
SH
SOLE
2300
0
0
CBRE GROUP
COM
12504L109
214
6200
SH
SOLE
6200
0
0
C.H. ROBINSON WORLDWIDE
COM
12541W209
304
4900
SH
SOLE
4900
0
0
CME GROUP
COM
12572Q105
761
8400
SH
SOLE
8400
0
0
CST BRANDS INC-WHEN ISS
COM
12646R105
200
5100
SH
SOLE
5100
0
0
CSRA INC - W/I
COM
12650T104
138
4600
SH
SOLE
4600
0
0
CA INC
COM
12673P105
223
7800
SH
SOLE
7800
0
0
CALIFORNIA RESOURCES COR
COM
13057Q107
104
44520
SH
SOLE
44520
0
0
CAMERON INTERNATIONAL CRP
COM
13342B105
512
8100
SH
SOLE
8100
0
0
CANADIAN PACIFIC RAILWAY
COM
13645T100
178
1400
SH
SOLE
1400
0
0
CAPITAL ONE FINANCIAL
COM
14040H105
570
7900
SH
SOLE
7900
0
0
CARDINAL HEALTH
COM
14149Y108
1125
12600
SH
SOLE
12600
0
0
CELESTICA INC
COM
15101Q108
87
7900
SH
SOLE
7900
0
0
CENTENE CORP DEL
COM
15135B101
99
1500
SH
SOLE
1500
0
0
CENOVUS ENERGY
COM
15135U109
556
44100
SH
SOLE
44100
0
0
CENTERPOINT ENERGY
COM
15189T107
288
15700
SH
SOLE
15700
0
0
CHARTER COMMUNICATION A
COM
16117M305
421
2300
SH
SOLE
2300
0
0
CHENIERE ENERGY INC
COM
16411R208
115
3100
SH
SOLE
3100
0
0
CISCO SYSTEMS
COM
17275R102
3174
116900
SH
SOLE
116900
0
0
CIVEO CORP
COM
17878Y108
44
31200
SH
SOLE
31200
0
0
CLIFFS NATURAL RESOURCES
COM
18683K101
79
50000
SH
SOLE
50000
0
0
COCA-COLA ENTERPRISES
COM
19122T109
453
9200
SH
SOLE
9200
0
0
COMCAST CORP CLASS A
COM
20030N101
1343
23800
SH
SOLE
23800
0
0
COMMS SALES LE WE
COM
20341J104
98
5260
SH
SOLE
5260
0
0
CONCHO RES INC
COM
20605P101
158
1700
SH
SOLE
1700
0
0
CONOCOPHILLIPS
COM
20825C104
2391
51200
SH
SOLE
51200
0
0
CONSOL ENERGY INC
COM
20854P109
55
7000
SH
SOLE
7000
0
0
CONSTELLATION BRANDS A
COM
21036P108
242
1700
SH
SOLE
1700
0
0
CORELOGIC INC
COM
21871D103
193
5700
SH
SOLE
5700
0
0
COSTCO WHOLESALE CORP
COM
22160K105
808
5000
SH
SOLE
5000
0
0
CRESCENT PT ENERGY CORP
COM
22576C101
194
16700
SH
SOLE
16700
0
0
CROWN CASTLE INTL CORP
COM
22822V101
527
6100
SH
SOLE
6100
0
0
DEVEL DIV RLTY
COM
23317H102
113
6700
SH
SOLE
6700
0
0
D.R. HORTON INC
COM
23331A109
109
3400
SH
SOLE
3400
0
0
DAVITA HLTHCARE PTNRS INC
COM
23918K108
153
2200
SH
SOLE
2200
0
0
DEVON ENERGY CORP
COM
25179M103
285
8900
SH
SOLE
8900
0
0
DIAMOND OFFSHORE DRILLING
COM
25271C102
110
5200
SH
SOLE
5200
0
0
DISCOVERY COMMUNICATIONS
COM
25470F104
85
3200
SH
SOLE
3200
0
0
DISCOVERY COMMUNS INC SER
COM
25470F302
179
7100
SH
SOLE
7100
0
0
DISH NETWORK
COM
25470M109
63
1100
SH
SOLE
1100
0
0
DOMINION RESOURCES
COM
25746U109
473
7000
SH
SOLE
7000
0
0
DUKE ENERGY CORP
COM
26441C204
1433
20071
SH
SOLE
20071
0
0
EOG Resources Inc
COM
26875P101
765
10800
SH
SOLE
10800
0
0
EQT CORPORATION
COM
26884L109
115
2200
SH
SOLE
2200
0
0
EDGEWELL PERSONAL CARE CO
COM
28035Q102
157
2000
SH
SOLE
2000
0
0
EMCOR GROUP INC
COM
29084Q100
135
2800
SH
SOLE
2800
0
0
ENBRIDGE
COM
29250N105
697
21045
SH
SOLE
21045
0
0
ENERGEN CORP
COM
29265N108
78
1900
SH
SOLE
1900
0
0
ENERGIZER SPINCO INC- W/I
COM
29272W109
44
1300
SH
SOLE
1300
0
0
ENTERGY CORP
COM
29364G103
301
4400
SH
SOLE
4400
0
0
ENVISION HEALTHCARE HOLD
COM
29413U103
62
2400
SH
SOLE
2400
0
0
EQUINIX INC
COM
29444U700
249
823
SH
SOLE
823
0
0
EQUITY RESIDENTIAL
COM
29476L107
628
7700
SH
SOLE
7700
0
0
EVERSOURCE ENERGY
COM
30040W108
469
9192
SH
SOLE
9192
0
0
EXELON CORPORATION
COM
30161N101
567
20410
SH
SOLE
20410
0
0
EXPRESS SCRIPT HOLDING CO
COM
30219G108
695
7955
SH
SOLE
7955
0
0
EXXON MOBIL CORPORATION
COM
30231G102
6002
77000
SH
SOLE
77000
0
0
FMC TECHNOLOGIES INC
COM
30249U101
125
4300
SH
SOLE
4300
0
0
FACEBOOK INC-A
COM
30303M102
230
2200
SH
SOLE
2200
0
0
FDXG FEDEX CORPORATION
COM
31428X106
417
2800
SH
SOLE
2800
0
0
FIDELITY NATL INFO SERV
COM
31620M106
194
3200
SH
SOLE
3200
0
0
FIREEYE INC
COM
31816Q101
73
3500
SH
SOLE
3500
0
0
FLOWSERVE CORP
COM
34354P105
139
3300
SH
SOLE
3300
0
0
FOUR CRNERS PROPERTY TRST
COM
35086T109
27
1100
SH
SOLE
1100
0
0
FREEPORT-MCMORAN COPPER
COM
35671D857
282
41700
SH
SOLE
41700
0
0
FRONTIER COMMUNICATIONS
COM
35906A108
196
41900
SH
SOLE
41900
0
0
GAMESTOP CORP
COM
36467W109
143
5100
SH
SOLE
5100
0
0
GANNETT CO INC
COM
36473H104
66
4050
SH
SOLE
4050
0
0
GENERAL MOTORS CO
COM
37045V100
1061
31200
SH
SOLE
31200
0
0
GENWORTH FINANCL CLASS A
COM
37247D106
64
17100
SH
SOLE
17100
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1226
6800
SH
SOLE
6800
0
0
CGI GROUP CL A
COM
39945C109
175
4400
SH
SOLE
4400
0
0
HCA HOLDINGS INC
COM
40412C101
548
8100
SH
SOLE
8100
0
0
HCP
COM
40414L109
528
13800
SH
SOLE
13800
0
0
HP INC
COM
40434L105
755
63800
SH
SOLE
63800
0
0
HAYLARD HEALTH INC-W/I
COM
40650V100
17
500
SH
SOLE
500
0
0
HEALTH NET INC
COM
42222G108
288
4200
SH
SOLE
4200
0
0
HELIX ENERGY SOLUTIONS GR
COM
42330P107
25
4800
SH
SOLE
4800
0
0
HERTZ GLOBAL HOLDINGS INC
COM
42805T105
209
14700
SH
SOLE
14700
0
0
HESS CORP.
COM
42809H107
587
12100
SH
SOLE
12100
0
0
HEWLETT-PACKARD ENTERPRIS
COM
42824C109
527
34700
SH
SOLE
34700
0
0
HILTON WLD HOLDINGS INC
COM
43300A104
126
5900
SH
SOLE
5900
0
0
HOSPITALITY PROPERT TRST
COM
44106M102
102
3900
SH
SOLE
3900
0
0
HOST HOTELS & RESORTS
COM
44107P104
268
17500
SH
SOLE
17500
0
0
IAC/INTERACTIVECORP
COM
44919P508
144
2400
SH
SOLE
2400
0
0
IDEX CORP
COM
45167R104
138
1800
SH
SOLE
1800
0
0
INTERCONTINENTALEXCHANGE
COM
45866F104
436
1700
SH
SOLE
1700
0
0
IRON MOUNTAIN
COM
46284V101
159
5885
SH
SOLE
5885
0
0
JPMORGAN CHASE & CO
COM
46625H100
4292
65000
SH
SOLE
65000
0
0
JONES LANG LASALLE INC
COM
48020Q107
96
600
SH
SOLE
600
0
0
JUNIPER NETWORKS
COM
48203R104
102
3700
SH
SOLE
3700
0
0
KBR INC
COM
48242W106
46
2700
SH
SOLE
2700
0
0
GREEN MTN COFFEE ROASTERS
COM
49271M100
153
1700
SH
SOLE
1700
0
0
KEYSIGHT TECHNOLOG IN-W/I
COM
49338L103
34
1200
SH
SOLE
1200
0
0
KIMCO REALTY CP
COM
49446R109
114
4300
SH
SOLE
4300
0
0
KINDER MORGAN INC
COM
49456B101
549
36800
SH
SOLE
36800
0
0
LABORATORY CRP OF AMERICA
COM
50540R409
408
3300
SH
SOLE
3300
0
0
LEVEL 3 COMMUNICATIONS IN
COM
52729N308
217
4000
SH
SOLE
4000
0
0
LIBERTY INTERAC CORP QVC
COM
53071M104
246
9000
SH
SOLE
9000
0
0
LIFEPOINT HEALTH INC
COM
53219L109
169
2300
SH
SOLE
2300
0
0
M&T BANK
COM
55261F104
521
4300
SH
SOLE
4300
0
0
MACYS
COM
55616P104
213
6100
SH
SOLE
6100
0
0
MANPOWER INC
COM
56418H100
405
4800
SH
SOLE
4800
0
0
MANULIFE FINANCIAL
COM
56501R106
529
35464
SH
SOLE
35464
0
0
MARATHON PETROLEUM
COM
56585A102
949
18300
SH
SOLE
18300
0
0
Mastercard Inc
COM
57636Q104
1733
17800
SH
SOLE
17800
0
0
MAXIM INTEGRATED PRODS IN
COM
57772K101
46
1200
SH
SOLE
1200
0
0
MCKESSON
COM
58155Q103
631
3200
SH
SOLE
3200
0
0
MERCK & CO
COM
58933Y105
4020
76100
SH
SOLE
76100
0
0
METHANEX CORP
COM
59151K108
76
2300
SH
SOLE
2300
0
0
METLIFE
COM
59156R108
714
14800
SH
SOLE
14800
0
0
MOLSON COORS CL B
COM
60871R209
178
1900
SH
SOLE
1900
0
0
MONSANTO COMPANY
COM
61166W101
404
4100
SH
SOLE
4100
0
0
MOSAIC COMPANY
COM
61945C103
284
10300
SH
SOLE
10300
0
0
NETFLIX INC
COM
64110L106
721
6300
SH
SOLE
6300
0
0
NETSUITE
COM
64118Q107
51
600
SH
SOLE
600
0
0
NEWS CORP A
COM
65249B109
213
15950
SH
SOLE
15950
0
0
NEXTERA ENERGY INC
COM
65339F101
1309
12600
SH
SOLE
12600
0
0
NISOURCE
COM
65473P105
117
6000
SH
SOLE
6000
0
0
NOW INC/DE-W/I
COM
67011P100
25
1600
SH
SOLE
1600
0
0
NVIDIA
COM
67066G104
415
12600
SH
SOLE
12600
0
0
OREILLY AUTOMOTIVE INC
COM
67103H107
228
900
SH
SOLE
900
0
0
ORACLE CORP
COM
68389X105
2795
76500
SH
SOLE
76500
0
0
ALLIANT TECHSYSTEMS INC
COM
68557N103
134
1500
SH
SOLE
1500
0
0
PG & E CORP.
COM
69331C108
511
9600
SH
SOLE
9600
0
0
PNM RES INC
COM
69349H107
193
6300
SH
SOLE
6300
0
0
PPL CORPORATION
COM
69351T106
358
10500
SH
SOLE
10500
0
0
PAYPAL HOLDINGS INC
COM
70450Y103
257
7100
SH
SOLE
7100
0
0
PENGROWTH ENERGY CORP
COM
70706P104
30
41400
SH
SOLE
41400
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
127
3000
SH
SOLE
3000
0
0
PETROBRAS ARGENTINA - ADR
COM
71646J109
1887
340600
SH
SOLE
340600
0
0
POTASH CORP-SASKATCHEWAN
COM
73755L107
454
26600
SH
SOLE
26600
0
0
PRAXAIR
COM
74005P104
788
7700
SH
SOLE
7700
0
0
PRECISION DRILLING CORP
COM
74022D308
35
8800
SH
SOLE
8800
0
0
PRICE (T. ROWE) GROUP
COM
74144T108
400
5600
SH
SOLE
5600
0
0
PRIMERICA INC
COM
74164M108
146
3100
SH
SOLE
3100
0
0
PRINCIPAL FINANCIAL GROUP
COM
74251V102
423
9400
SH
SOLE
9400
0
0
PROLOGIS INC
COM
74340W103
558
13000
SH
SOLE
13000
0
0
PUBLIC STORAGE
COM
74460D109
198
800
SH
SOLE
800
0
0
QEP RESOURCES
COM
74733V100
25
1900
SH
SOLE
1900
0
0
QUEST DIAGNOSTICS
COM
74834L100
142
2000
SH
SOLE
2000
0
0
QUINTILES TRANSNAT HOLD
COM
74876Y101
117
1700
SH
SOLE
1700
0
0
RMR GROUP INC/THE - A
COM
74967R106
1
64
SH
SOLE
64
0
0
RANGE RESOURCES
COM
75281A109
47
1900
SH
SOLE
1900
0
0
REALOGY HOLDINGS CORP
COM
75605Y106
66
1800
SH
SOLE
1800
0
0
REGIONS FINANCIAL
COM
7591EP100
324
33800
SH
SOLE
33800
0
0
RENT A CTR INC NEW
COM
76009N100
43
2900
SH
SOLE
2900
0
0
SL GREEN RLTY
COM
78440X101
362
3200
SH
SOLE
3200
0
0
SLM CORP
COM
78442P106
241
36900
SH
SOLE
36900
0
0
SPX FLOW INC
COM
78469X107
31
1100
SH
SOLE
1100
0
0
SALESFORCE.COM INC
COM
79466L302
745
9500
SH
SOLE
9500
0
0
SANDISK CORP
COM
80004C101
403
5300
SH
SOLE
5300
0
0
SCANA CORP
COM
80589M102
157
2600
SH
SOLE
2600
0
0
SEALED AIR
COM
81211K100
138
3100
SH
SOLE
3100
0
0
SHAW COMMUNICATIONS CL B
COM
82028K200
319
18615
SH
SOLE
18615
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
230
3000
SH
SOLE
3000
0
0
SONIC AUTOMOTIVE
COM
83545G102
112
4900
SH
SOLE
4900
0
0
SPRINT CORP - W/I
COM
85207U105
42
11700
SH
SOLE
11700
0
0
STARWOOD HOTELS & RESORTS
COM
85590A401
312
4500
SH
SOLE
4500
0
0
SYNOVUS FINL CORP
COM
87161C501
171
5285
SH
SOLE
5285
0
0
TD AMERITRADE HOLDING
COM
87236Y108
222
6400
SH
SOLE
6400
0
0
TALEN ENERGY CORP - W/I
COM
87422J105
8
1311
SH
SOLE
1311
0
0
TEGNA INC
COM
87901J105
207
8100
SH
SOLE
8100
0
0
TELUS CORPORATION
COM
87971M103
146
5300
SH
SOLE
5300
0
0
TENET HEALTHCARE CORP
COM
88033G407
113
3725
SH
SOLE
3725
0
0
TERADATA
COM
88076W103
45
1700
SH
SOLE
1700
0
0
TESLA MOTORS INC
COM
88160R101
358
1490
SH
SOLE
1490
0
0
3M COMPANY
COM
88579Y101
2049
13600
SH
SOLE
13600
0
0
TIME WARNER CABLE INC.
COM
88732J207
2023
10900
SH
SOLE
10900
0
0
TOPBUILD CORP
COM
89055F103
26
855
SH
SOLE
855
0
0
TRANSALTA CORPORATION
COM
89346D107
88
25000
SH
SOLE
25000
0
0
TRANSCANADA
COM
89353D107
384
11800
SH
SOLE
11800
0
0
TWENTY-FIRST CENTURY FOX
COM
90130A101
144
5300
SH
SOLE
5300
0
0
ULTA SALON COSMETCS & FRA
COM
90384S303
167
900
SH
SOLE
900
0
0
UNITEDHEALTH GROUP
COM
91324P102
1106
9400
SH
SOLE
9400
0
0
UNUM GROUP
COM
91529Y106
173
5200
SH
SOLE
5200
0
0
VALEANT PHARMACEUTICALS
COM
91911K102
40
400
SH
SOLE
400
0
0
VALERO ENERGY CORP
COM
91913Y100
1513
21400
SH
SOLE
21400
0
0
Varian Medical Systems In
COM
92220P105
170
2100
SH
SOLE
2100
0
0
VEDANTA LTD
COM
92242Y100
39
7100
SH
SOLE
7100
0
0
VENTAS INC
COM
92276F100
587
10400
SH
SOLE
10400
0
0
VERIZON COMMUNICATIONS
COM
92343V104
5625
121700
SH
SOLE
121700
0
0
VERTEX PHARM
COM
92532F100
491
3900
SH
SOLE
3900
0
0
VIACOM (NEW) CLASS B
COM
92553P201
198
4800
SH
SOLE
4800
0
0
VISA INC-CLASS A SHARES
COM
92826C839
411
5300
SH
SOLE
5300
0
0
VISTEON CORP
COM
92839U206
332
2900
SH
SOLE
2900
0
0
WEC ENERGY GROUP INC
COM
92939U106
394
7673
SH
SOLE
7673
0
0
WASTE MGMT INC
COM
94106L109
827
15500
SH
SOLE
15500
0
0
WELLTOWER INC
COM
95040Q104
483
7100
SH
SOLE
7100
0
0
WESCO INTL INC
COM
95082P105
70
1600
SH
SOLE
1600
0
0
WESTROCK CO
COM
96145D105
352
7716
SH
SOLE
7716
0
0
WINDSTREAM CORP
COM
97382A200
28
4383
SH
SOLE
4383
0
0
WORKDAY INC - CLASS A
COM
98138H101
127
1600
SH
SOLE
1600
0
0
WPX ENERGY INC
COM
98212B103
72
12600
SH
SOLE
12600
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
312
4300
SH
SOLE
4300
0
0
XCEL ENERGY
COM
98389B100
553
15400
SH
SOLE
15400
0
0
XYLEM INC
COM
98419M100
193
5300
SH
SOLE
5300
0
0
YAMANA GOLD INC
COM
98462Y100
153
82700
SH
SOLE
82700
0
0
ZIMMER HOLDINGS INC
COM
98956P102
103
1000
SH
SOLE
1000
0
0
ZOETIS INC
COM
98978V103
340
7100
SH
SOLE
7100
0
0
ARCH CAP GROUP LTD
COM
G0450A105
140
2000
SH
SOLE
2000
0
0
ASPEN INSURANCE HOLDINGS
COM
G05384105
121
2500
SH
SOLE
2500
0
0
AXIS CAPITAL HOLDINGS
COM
G0692U109
186
3300
SH
SOLE
3300
0
0
BUNGE
COM
G16962105
553
8100
SH
SOLE
8100
0
0
CREDICORP
COM
G2519Y108
474
4839
SH
SOLE
4839
0
0
EVEREST RE GROUP
COM
G3223R108
146
800
SH
SOLE
800
0
0
INVESCO LIMITED
COM
G491BT108
385
11500
SH
SOLE
11500
0
0
MARVELL TECHONOLGY GROUP
COM
G5876H105
119
13500
SH
SOLE
13500
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
128
3200
SH
SOLE
3200
0
0
NABORS INDUSTRIES
COM
G6359F103
47
5500
SH
SOLE
5500
0
0
PARTNERRE
COM
G6852T105
293
2100
SH
SOLE
2100
0
0
RENAISSANCERE
COM
G7496G103
68
600
SH
SOLE
600
0
0
SEADRILL LTD
COM
G7945E105
158
45879
SH
SOLE
45879
0
0
SIGNET JEWELERS LIMITED
COM
G81276100
198
1600
SH
SOLE
1600
0
0