InvestorOld Mutual Customised Solutions (proprietary) Ltd
Portfolio Value $ 978,114,000
Current Positions744
Opened Positions2
Closed Positions46


Latest Holdings, Performance, AUM (from 13F, 13D)

Old Mutual Customised Solutions (proprietary) Ltd has disclosed 744 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 978,114,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed).

Top Holdings

Old Mutual Customised Solutions (proprietary) Ltd's top holdings are Microsoft Corp. (NASDAQ:MSFT) , Johnson & Johnson (NYSE:JNJ) , Alphabet Inc. Class C (NASDAQ:GOOG) , Apple, Inc. (NASDAQ:AAPL) , and Verizon Communications, Inc. (NYSE:VZ) . Old Mutual Customised Solutions (proprietary) Ltd's new positions include Coach, Inc. (NYSE:COH) , CI Financial Corp. (OTC:CIFAF) , .

All Old Mutual Customised Solutions (proprietary) Ltd holdings are listed in the following tables. Data is sourced from 13D/13G, 13F, and N-Q filings. Green rows indicate new positions. Red rows indicate closed positions.

This form was filed on February 16, 2018. Click the link icon to see the full transaction history.

Reporting PeriodFormSecurity Imputed
Share Price
Prev SharesCurrent SharesChange
(Percent)
Prev Value ($K)Current Value ($K)Change
(Percent)
2017-12-31 13F-HR WUBA / 58.com Inc. 71.49 4,700 4,700 0.00 297 336 13.13
2017-12-31 13F-HR AGU / Agrium Inc. 115.36 7,499 10,099 34.67 802 1,165 45.26
2017-12-31 13F-HR ALGN / Align Technology, Inc. 222.20 2,600 4,100 57.69 484 911 88.22
2017-12-31 13F-HR ADS / Alliance Data Systems Corp. 254.00 500 500 0.00 111 127 14.41
2017-12-31 13F-HR MO / Altria Group, Inc. 71.42 28,273 30,273 7.07 1,793 2,162 20.58
2017-12-31 13F-HR UHAL / AMERCO 376.67 100 300 200.00 37 113 205.41
2017-12-31 13F-HR APH / Amphenol Corp. 87.94 3,366 3,366 0.00 285 296 3.86
2017-12-31 13F-HR ADM / Archer-Daniels-Midland Co. 40.10 19,728 19,728 0.00 839 791 -5.72
2017-12-31 13F-HR AVB / AvalonBay Communities, Inc. 178.23 2,508 2,508 0.00 447 447 0.00
2017-12-31 13F-HR BG / Bunge Ltd. 67.04 8,000 10,800 35.00 556 724 30.22
2017-12-31 13F-HR CDNS / Cadence Design Systems, Inc. 41.74 2,300 2,300 0.00 91 96 5.49
2017-12-31 13F-HR CPN / Calpine Corp. 15.12 8,600 8,600 0.00 127 130 2.36
2017-12-31 13F-HR CPB / Campbell Soup Co. 48.13 5,500 9,100 65.45 258 438 69.77
2017-12-31 13F-HR CBS / CBS Corp. 58.99 7,916 7,916 0.00 459 467 1.74
2017-12-31 13F-HR CIFAF / CI Financial Corp. 23.79 13,200 314
2017-12-31 13F-HR CR / Crane Co. 89.41 1,700 1,700 0.00 136 152 11.76
2017-12-31 13F-HR DRI / Darden Restaurants, Inc. 96.08 5,000 7,400 48.00 394 711 80.46
2017-12-31 13F-HR DUK / Duke Energy Corp. (Holding Co.) 84.11 15,991 15,991 0.00 1,342 1,345 0.22
2017-12-31 13F-HR EV / Eaton Vance Corp. 56.35 4,000 6,300 57.50 197 355 80.20
2017-12-31 13F-HR EIX / Edison International 63.22 13,486 19,486 44.49 1,041 1,232 18.35
2017-12-31 13F-HR F / Ford Motor Co. 12.49 215,830 287,230 33.08 2,583 3,588 38.91
2017-12-31 13F-HR GT / Goodyear Tire & Rubber Co. (The) 32.31 9,100 9,100 0.00 303 294 -2.97
2017-12-31 13F-HR INTC / Intel Corp. 46.16 192,703 280,103 45.35 7,338 12,930 76.21
2017-12-31 13F-HR INTU / Intuit Inc. 157.78 9,600 13,500 40.62 1,365 2,130 56.04
2017-12-31 13F-HR KMI / Kinder Morgan, Inc. 18.07 83,158 120,858 45.34 1,595 2,184 36.93
2017-12-31 13F-HR LEA / Lear Corp. 176.67 1,700 2,400 41.18 294 424 44.22
2017-12-31 13F-HR MFC / Manulife Financial Corp. 20.93 50,646 50,646 0.00 1,025 1,060 3.41
2017-12-31 13F-HR MET / MetLife, Inc. 50.56 27,491 27,491 0.00 1,428 1,390 -2.66
2017-12-31 13F-HR PYPL / PayPal Holdings, Inc. 73.61 16,600 16,600 0.00 1,063 1,222 14.96
2017-12-31 13F-HR PFG / Principal Financial Group, Inc. 70.57 13,245 18,945 43.04 852 1,337 56.92
2017-12-31 13F-HR RS / Reliance Steel & Aluminum Co., Inc. 85.79 1,900 1,900 0.00 145 163 12.41
2017-12-31 13F-HR SNI / Scripps Networks Interactive, Inc. 85.29 3,400 5,100 50.00 292 435 48.97
2017-12-31 13F-HR SLG / SL Green Realty Corp. 101.11 2,700 2,700 0.00 274 273 -0.36
2017-12-31 13F-HR SM / SM Energy Co 22.17 4,600 4,600 0.00 82 102 24.39
2017-12-31 13F-HR COH / Coach, Inc. 44.22 18,636 824
2017-12-31 13F-HR TSLA / Tesla Motors, Inc. 311.39 3,828 6,728 75.76 1,306 2,095 60.41
2017-12-31 13F-HR TRV / Travelers Companies, Inc. (The) 135.66 12,709 17,809 40.13 1,557 2,416 55.17
2017-12-31 13F-HR UTX / United Technologies Corp. 127.56 15,161 15,161 0.00 1,760 1,934 9.89
2017-12-31 13F-HR VIPS / Vipshop Holdings, Inc. 11.70 22,900 22,900 0.00 201 268 33.33
2017-12-31 13F-HR WU / Western Union Co. (The) 19.00 25,729 35,629 38.48 494 677 37.04
2017-12-31 13F-HR RAD / Rite Aid Corp. 1.97 29,500 29,500 0.00 58 58 0.00
2017-12-31 13F-HR Y / Alleghany Corp. 594.47 217 217 0.00 120 129 7.50
2017-12-31 13F-HR FMC / FMC Corp. 95.00 1,200 1,200 0.00 107 114 6.54
2017-12-31 13F-HR YUM / Yum! Brands, Inc. 81.60 7,390 7,390 0.00 544 603 10.85
2017-12-31 13F-HR CVX / Chevron Corp. 125.20 53,171 51,471 -3.20 6,248 6,444 3.14
2017-12-31 13F-HR OI / Owens-Illinois, Inc. 22.22 8,100 8,100 0.00 204 180 -11.76
2017-12-31 13F-HR ECA / EnCana Corp. 13.38 31,400 50,600 61.15 369 677 83.47
2017-12-31 13F-HR WDC / Western Digital Corp. 79.46 6,305 6,305 0.00 545 501 -8.07
2017-12-31 13F-HR NAVI / Navient Corporation 13.29 17,400 14,300 -17.82 261 190 -27.20
2017-12-31 13F-HR JEC / Jacobs Engineering Group, Inc. 65.98 5,820 5,820 0.00 339 384 13.27
2017-12-31 13F-HR AIG / American International Group, Inc. 59.58 48,600 64,800 33.33 2,984 3,861 29.39
2017-12-31 13F-HR SIG / Signet Jewelers Ltd. 57.14 2,400 700 -70.83 160 40 -75.00
2017-12-31 13F-HR EPC / Edgewell Personal Care Company 59.23 1,300 1,300 0.00 95 77 -18.95
2017-12-31 13F-HR AXE / Anixter International, Inc. 76.36 1,100 1,100 0.00 94 84 -10.64
2017-12-31 13F-HR CM / Canadian Imperial Bank of Commerce, (Toronto, ON) 97.82 17,935 25,435 41.82 1,566 2,488 58.88
2017-12-31 13F-HR KSU / Kansas City Southern 105.24 4,200 6,300 50.00 456 663 45.39
2017-12-31 13F-HR PFE / Pfizer, Inc. 36.22 120,930 119,530 -1.16 4,317 4,329 0.28
2017-12-31 13F-HR CTL / CenturyLink, Inc. 16.68 40,200 73,182 82.04 760 1,221 60.66
2017-12-31 13F-HR A / Agilent Technologies, Inc. 66.99 12,400 18,600 50.00 796 1,246 56.53
2017-12-31 13F-HR BDN / Brandywine Realty Trust 18.12 6,400 6,400 0.00 112 116 3.57
2017-12-31 13F-HR BAP / Credicorp Ltd. 207.75 2,787 2,787 0.00 573 579 1.05
2017-12-31 13F-HR MON / Monsanto Co. 116.74 7,692 7,692 0.00 922 898 -2.60
2017-12-31 13F-HR BIIB / Biogen Inc. 318.60 7,795 11,695 50.03 2,441 3,726 52.64
2017-12-31 13F-HR BHF / Brighthouse Financial, Inc. 4,825 0 -100.00 293 0 -100.00
2017-12-31 13F-HR HTHT / China Lodging Group Ltd 1,300 0 -100.00 154 0 -100.00
2017-12-31 13F-HR CNX / CONSOL Energy, Inc. 7,100 0 -100.00 120 0 -100.00
2017-12-31 13F-HR DXCM / DexCom, Inc. 1,100 0 -100.00 54 0 -100.00
2017-12-31 13F-HR ANF / Abercrombie & Fitch Co. 17.50 5,600 5,600 0.00 81 98 20.99
2017-12-31 13F-HR ABBV / AbbVie Inc. 96.70 26,568 26,568 0.00 2,361 2,569 8.81
2017-12-31 13F-HR AYI / Acuity Brands, Inc. (Holding Company) 175.83 1,500 2,400 60.00 257 422 64.20
2017-12-31 13F-HR ACM / AECOM 37.23 3,948 3,948 0.00 145 147 1.38
2017-12-31 13F-HR AES / AES Corp. (The) 10.84 39,000 53,800 37.95 430 583 35.58
2017-12-31 13F-HR AMG / Affiliated Managers Group, Inc. 206.00 500 500 0.00 95 103 8.42
2017-12-31 13F-HR ADBE / Adobe Systems, Inc. 175.28 6,133 6,133 0.00 915 1,075 17.49
2017-12-31 13F-HR PAM / Pampa Energia S.A. 56,700 0 -100.00 3,691 0 -100.00
2017-12-31 13F-HR BTI / British American Tobacco p.l.c. 3,934 0 -100.00 246 0 -100.00
2017-12-31 13F-HR EQC / Equity Commonwealth 4,600 0 -100.00 140 0 -100.00
2017-12-31 13F-HR AFL / AFLAC, Inc. 87.78 17,156 24,356 41.97 1,396 2,138 53.15
2017-12-31 13F-HR AGCO / AGCO Corp. 71.46 3,500 4,800 37.14 258 343 32.95
2017-12-31 13F-HR AKS / AK Steel Holding Corp. 5.62 7,300 7,300 0.00 41 41 0.00
2017-12-31 13F-HR ALB / Albemarle Corp. 127.95 3,671 5,971 62.65 500 764 52.80
2017-12-31 13F-HR ARE / Alexandria Real Estate Equities, Inc. 130.66 4,300 6,100 41.86 512 797 55.66
2017-12-31 13F-HR AA / Alcoa Corp. 53.84 6,222 6,222 0.00 290 335 15.52
2017-12-31 13F-HR BABA / Alibaba Group Holding Limited 172.40 13,119 12,419 -5.34 2,266 2,141 -5.52
2017-12-31 13F-HR ALLY / Ally Financial Inc. 29.16 33,134 42,634 28.67 804 1,243 54.60
2017-12-31 13F-HR AEP / American Electric Power Company, Inc. 73.56 11,623 11,623 0.00 816 855 4.78
2017-12-31 13F-HR AEO / American Eagle Outfitters, Inc. 18.72 4,700 4,700 0.00 67 88 31.34
2017-12-31 13F-HR AMT / American Tower Corp. (REIT) 142.69 15,343 21,943 43.02 2,097 3,131 49.31
2017-12-31 13F-HR AWK / American Water Works Co., Inc. 91.46 8,181 11,481 40.34 662 1,050 58.61
2017-12-31 13F-HR AMGN / Amgen Inc. 173.90 26,283 40,783 55.17 4,900 7,092 44.73
2017-12-31 13F-HR ABC / AmerisourceBergen Corp. 91.78 9,613 12,813 33.29 795 1,176 47.92
2017-12-31 13F-HR NLY / Annaly Capital Management, Inc. 11.89 45,400 67,200 48.02 553 799 44.48
2017-12-31 13F-HR AR / Antero Resources Corporation 18.99 11,800 15,800 33.90 235 300 27.66
2017-12-31 13F-HR ADI / Analog Devices, Inc. 89.03 11,846 18,646 57.40 1,021 1,660 62.59
2017-12-31 13F-HR ADSK / Autodesk, Inc. 104.83 6,565 10,465 59.41 737 1,097 48.85
2017-12-31 13F-HR ASH / Ashland Global Holdings, Inc. 71.03 2,900 2,900 0.00 190 206 8.42
2017-12-31 13F-HR ALV / Autoliv, Inc. 127.01 5,000 6,700 34.00 618 851 37.70
2017-12-31 13F-HR AIZ / Assurant, Inc. 100.95 3,100 4,200 35.48 296 424 43.24
2017-12-31 13F-HR AAPL / Apple, Inc. 169.23 81,766 80,766 -1.22 12,602 13,668 8.46
2017-12-31 13F-HR APC / Anadarko Petroleum Corp. 53.66 12,300 12,300 0.00 601 660 9.82
2017-12-31 13F-HR ARW / Arrow Electronics, Inc. 80.47 4,300 4,300 0.00 346 346 0.00
2017-12-31 13F-HR AMAT / Applied Materials, Inc. 51.12 41,300 61,500 48.91 2,151 3,144 46.16
2017-12-31 13F-HR ARH.PRC / Arch Capital Group Ltd. 90.74 3,000 5,400 80.00 296 490 65.54
2017-12-31 13F-HR T / AT & T, Inc. 38.88 150,734 146,634 -2.72 5,904 5,701 -3.44
2017-12-31 13F-HR AHL / Aspen Insurance Holdings, Ltd. 40.80 2,500 2,500 0.00 101 102 0.99
2017-12-31 13F-HR BAX / Baxter International, Inc. 64.65 10,688 10,688 0.00 671 691 2.98
2017-12-31 13F-HR CAR / Avis Budget Group, Inc. 43.80 5,000 5,000 0.00 190 219 15.26
2017-12-31 13F-HR BLL / Ball Corp. 37.85 15,914 22,114 38.96 657 837 27.40
2017-12-31 13F-HR BAC / Bank of America Corp. 29.52 198,740 203,640 2.47 5,036 6,011 19.36
2017-12-31 13F-HR AZO / AutoZone, Inc. 710.00 300 300 0.00 179 213 18.99
2017-12-31 13F-HR BK / Bank of New York Mellon Corp. (The) 53.86 43,700 63,000 44.16 2,317 3,393 46.44
2017-12-31 13F-HR BMO / Bank of Montreal (PQ) 80.29 28,133 39,633 40.88 2,124 3,182 49.81
2017-12-31 13F-HR AVT / Avnet, Inc. 39.62 4,700 7,900 68.09 185 313 69.19
2017-12-31 13F-HR AVY / Avery Dennison Corp. 114.91 4,000 5,700 42.50 393 655 66.67
2017-12-31 13F-HR BHGE / Baker Hughes, a GE company 31.63 16,747 24,347 45.38 613 770 25.61
2017-12-31 13F-HR ABX / Barrick Gold Corp. 14.53 13,074 13,074 0.00 210 190 -9.52
2017-12-31 13F-HR BIDU / Baidu, Inc. 234.27 3,513 3,513 0.00 870 823 -5.40
2017-12-31 13F-HR BTE / Baytex Energy Trust 3.00 36,300 36,300 0.00 109 109 0.00
2017-12-31 13F-HR BRK.A / Berkshire Hathaway, Inc. 297,600.00 5 5 0.00 1,374 1,488 8.30
2017-12-31 13F-HR BSX / Boston Scientific Corp. 24.79 18,397 18,397 0.00 537 456 -15.08
2017-12-31 13F-HR BMY / Bristol-Myers Squibb Co. 61.28 65,068 93,868 44.26 4,147 5,752 38.70
2017-12-31 13F-HR BVN / Compania de Minas Buenaventura S.A. 14.08 46,600 46,600 0.00 596 656 10.07
2017-12-31 13F-HR BCR / Bard (C.R.), Inc. 331.43 1,400 1,400 0.00 449 464 3.34
2017-12-31 13F-HR BBBY / Bed Bath & Beyond Inc. 22.07 4,300 2,900 -32.56 101 64 -36.63
2017-12-31 13F-HR BDX / Becton Dickinson & Co. 214.05 7,902 12,002 51.89 1,548 2,569 65.96
2017-12-31 13F-HR BWA / BorgWarner, Inc. 51.10 13,200 15,500 17.42 676 792 17.16
2017-12-31 13F-HR BF.B / Brown-Forman Corp. 68.57 4,200 4,200 0.00 228 288 26.32
2017-12-31 13F-HR BR / Broadridge Financial Solutions, Inc. 91.11 900 900 0.00 73 82 12.33
2017-12-31 13F-HR BRX / Brixmor Property Group Inc. 18.64 9,300 15,400 65.59 175 287 64.00
2017-12-31 13F-HR BBY / Best Buy Co., Inc. 68.45 14,216 19,416 36.58 810 1,329 64.07
2017-12-31 13F-HR BLK / BlackRock, Inc. 513.71 4,393 6,893 56.91 1,964 3,541 80.30
2017-12-31 13F-HR CHRW / C.H. Robinson Worldwide, Inc. 89.08 7,100 9,800 38.03 540 873 61.67
2017-12-31 13F-HR CAE / CAE Inc. 18.67 8,557 13,657 59.60 149 255 71.14
2017-12-31 13F-HR COG / Cabot Oil & Gas Corp. 28.53 6,800 6,800 0.00 182 194 6.59
2017-12-31 13F-HR CPT / Camden Property Trust 92.00 4,700 6,500 38.30 430 598 39.07
2017-12-31 13F-HR CNQ / Canadian Natural Resources Limited 35.85 28,700 28,700 0.00 959 1,029 7.30
2017-12-31 13F-HR CVE / Cenovus Energy Inc. 9.16 57,360 77,860 35.74 574 713 24.22
2017-12-31 13F-HR CELG / Celgene Corp. 104.37 25,949 40,549 56.26 3,784 4,232 11.84
2017-12-31 13F-HR CBG / CBRE Group, Inc. 43.30 15,400 21,500 39.61 583 931 59.69
2017-12-31 13F-HR CDW / CDW Corporation 69.57 2,300 2,300 0.00 152 160 5.26
2017-12-31 13F-HR COF / Capital One Financial Corp. 99.59 12,833 12,833 0.00 1,086 1,278 17.68
2017-12-31 13F-HR CE / Celanese Corp. 107.10 4,100 6,900 68.29 428 739 72.66
2017-12-31 13F-HR CAT / Caterpillar, Inc. 157.57 25,764 36,764 42.70 3,213 5,793 80.30
2017-12-31 13F-HR CSL / Carlisle Companies, Inc. 113.89 1,800 1,800 0.00 181 205 13.26
2017-12-31 13F-HR CP / Canadian Pacific Railway Ltd. 183.47 2,480 2,480 0.00 416 455 9.38
2017-12-31 13F-HR KMX / CarMax, Inc. 64.16 9,602 13,202 37.49 728 847 16.35
2017-12-31 13F-HR CLX / Clorox Company (The) 148.72 5,295 7,995 50.99 698 1,189 70.34
2017-12-31 13F-HR CTAS / Cintas Corp. 155.56 1,800 1,800 0.00 260 280 7.69
2017-12-31 13F-HR CNP / CenterPoint Energy, Inc. 28.34 22,400 30,800 37.50 654 873 33.49
2017-12-31 13F-HR CNC / Centene Corp. 100.92 7,212 10,612 47.14 698 1,071 53.44
2017-12-31 13F-HR CIT / CIT Group, Inc. (The) 49.20 9,500 12,500 31.58 466 615 31.97
2017-12-31 13F-HR GIB / CGI Group Inc. 54.49 5,800 9,800 68.97 300 534 78.00
2017-12-31 13F-HR CHD / Church & Dwight Co., Inc. 50.10 3,573 3,573 0.00 173 179 3.47
2017-12-31 13F-HR CERN / Cerner Corp. 67.44 5,635 5,635 0.00 402 380 -5.47
2017-12-31 13F-HR CBI / Chicago Bridge & Iron Co., N.V. 16.26 3,383 3,383 0.00 57 55 -3.51
2017-12-31 13F-HR XEC / Cimarex Energy Co. 122.06 3,140 4,940 57.32 357 603 68.91
2017-12-31 13F-HR CI / Cigna Corp. 203.10 9,544 14,244 49.25 1,784 2,893 62.16
2017-12-31 13F-HR CF / CF Industries Holding, Inc. 42.50 8,000 8,000 0.00 281 340 21.00
2017-12-31 13F-HR CMG / Chipotle Mexican Grill, Inc. 289.97 369 369 0.00 114 107 -6.14
2017-12-31 13F-HR CME / CME Group, Inc. 146.07 12,090 18,190 50.45 1,640 2,657 62.01
2017-12-31 13F-HR CSCO / Cisco Systems, Inc. 38.30 188,907 281,207 48.86 6,353 10,770 69.53
2017-12-31 13F-HR CLNS / Colony NorthStar, Inc. 11.40 9,300 9,300 0.00 117 106 -9.40
2017-12-31 13F-HR CMS / CMS Energy Corp. 47.30 13,774 19,174 39.20 638 907 42.16
2017-12-31 13F-HR CMA / Comerica, Inc. 86.78 9,164 12,664 38.19 699 1,099 57.22
2017-12-31 13F-HR CTSH / Cognizant Technology Solutions Corp. 71.01 21,785 32,885 50.95 1,580 2,335 47.78
2017-12-31 13F-HR CL / Colgate-Palmolive Co. 75.46 32,590 48,690 49.40 2,374 3,674 54.76
2017-12-31 13F-HR ED / Consolidated Edison, Inc. 84.96 13,161 18,761 42.55 1,062 1,594 50.09
2017-12-31 13F-HR STZ / Constellation Brands, Inc. 228.52 2,980 2,980 0.00 594 681 14.65
2017-12-31 13F-HR CMC / Commercial Metals Co. 21.29 7,000 7,000 0.00 133 149 12.03
2017-12-31 13F-HR CYH / Community Health Systems, Inc. 4.26 16,100 16,417 1.97 0 70
2017-12-31 13F-HR CXW / CoreCivic Inc 22.56 3,900 3,900 0.00 104 88 -15.38
2017-12-31 13F-HR COO / Cooper Companies, Inc. (The) 217.50 400 400 0.00 95 87 -8.42
2017-12-31 13F-HR COP / ConocoPhillips 54.89 66,026 89,026 34.83 3,305 4,887 47.87
2017-12-31 13F-HR CLR / Continental Resources, Inc. 52.94 1,500 3,400 126.67 58 180 210.34
2017-12-31 13F-HR GLW / Corning, Inc. 24.64 42,614 232,164 444.81 1,275 5,720 348.63
2017-12-31 13F-HR COTY / Coty, Inc. 20.00 3,700 3,700 0.00 61 74 21.31
2017-12-31 13F-HR COST / Costco Wholesale Corp. 186.17 9,126 9,126 0.00 1,499 1,699 13.34
2017-12-31 13F-HR CSRA / CSRA Inc. 30.00 2,200 2,200 0.00 71 66 -7.04
2017-12-31 13F-HR CCI / Crown Castle International Corp. 110.94 4,516 4,516 0.00 452 501 10.84
2017-12-31 13F-HR CSX / CSX Corp. 55.02 36,427 53,927 48.04 1,977 2,967 50.08
2017-12-31 13F-HR CFR / Cullen/Frost Bankers, Inc. 94.67 1,500 1,500 0.00 142 142 0.00
2017-12-31 13F-HR DK / Delek US Holdings, Inc. 34.87 3,900 3,900 0.00 104 136 30.77
2017-12-31 13F-HR CTRP / Ctrip.com International, Ltd. 44.05 8,173 10,873 33.04 431 479 11.14
2017-12-31 13F-HR D / Dominion Resources, Inc. 81.05 24,799 36,199 45.97 1,908 2,934 53.77
2017-12-31 13F-HR DE / Deere & Co. 156.53 11,866 16,866 42.14 1,490 2,640 77.18
2017-12-31 13F-HR DO / Diamond Offshore Drilling, Inc. 18.65 5,200 5,200 0.00 75 97 29.33
2017-12-31 13F-HR DF / Dean Foods Co. 11.55 3,550 3,550 0.00 39 41 5.13
2017-12-31 13F-HR DISCK / Discovery Communications, Inc. 21.20 12,500 12,500 0.00 253 265 4.74
2017-12-31 13F-HR DPZ / Dominos Pizza Inc. 189.17 1,400 2,400 71.43 278 454 63.31
2017-12-31 13F-HR DISCA / Discovery Communications, Inc. 22.35 7,000 11,900 70.00 149 266 78.52
2017-12-31 13F-HR DVMT / Dell Technologies Inc. 81.24 7,400 11,300 52.70 571 918 60.77
2017-12-31 13F-HR DVA / DaVita HealthCare Partners Inc. 72.22 3,600 3,600 0.00 214 260 21.50
2017-12-31 13F-HR XRAY / DENTSPLY SIRONA Inc. 65.80 7,667 12,067 57.39 459 794 72.98
2017-12-31 13F-HR DLTR / Dollar Tree, Inc. 107.32 5,274 5,274 0.00 458 566 23.58
2017-12-31 13F-HR DDR / DDR Corp. 8.96 6,700 6,700 0.00 61 60 -1.64
2017-12-31 13F-HR DAL / Delta Air Lines, Inc. 56.02 5,200 8,800 69.23 251 493 96.41
2017-12-31 13F-HR DG / Dollar General Corp. 93.00 9,874 16,474 66.84 800 1,532 91.50
2017-12-31 13F-HR DPS / Dr. Pepper Snapple Group, Inc. 97.05 7,182 10,582 47.34 635 1,027 61.73
2017-12-31 13F-HR DHI / D.R. Horton, Inc. 51.07 8,596 8,596 0.00 343 439 27.99
2017-12-31 13F-HR DOW / Dow Chemical Co. (The) 71.21 37,348 33,548 -10.17 2,586 2,389 -7.62
2017-12-31 13F-HR EMN / Eastman Chemical Company 92.58 5,900 8,900 50.85 534 824 54.31
2017-12-31 13F-HR ES / Eversource Energy 63.16 14,792 20,692 39.89 894 1,307 46.20
2017-12-31 13F-HR FDC / First Data Corporation 16.73 10,700 10,700 0.00 193 179 -7.25
2017-12-31 13F-HR ESS / Essex Property Trust, Inc. 242.00 500 500 0.00 127 121 -4.72
2017-12-31 13F-HR EXC / Exelon Corp. 39.40 25,709 25,709 0.00 968 1,013 4.65
2017-12-31 13F-HR FB / Facebook, Inc. 176.47 27,069 27,069 0.00 4,625 4,777 3.29
2017-12-31 13F-HR EOG / EOG Resources, Inc. 107.92 21,040 31,440 49.43 2,035 3,393 66.73
2017-12-31 13F-HR ESRX / Express Scripts Holding Co. 74.66 16,355 16,355 0.00 1,036 1,221 17.86
2017-12-31 13F-HR EW / Edwards Lifesciences Corp. 112.70 7,298 11,198 53.44 798 1,262 58.15
2017-12-31 13F-HR ENB / Enbridge Inc. 39.24 62,851 74,745 18.92 2,623 2,933 11.82
2017-12-31 13F-HR FITB / Fifth Third Bancorp 30.33 37,160 51,560 38.75 1,040 1,564 50.38
2017-12-31 13F-HR RE / Everest RE Group, Ltd. (Holding Co.) 220.00 300 300 0.00 69 66 -4.35
2017-12-31 13F-HR XOM / Exxon Mobil Corp. 83.64 107,774 108,274 0.46 8,835 9,056 2.50
2017-12-31 13F-HR ETR / Entergy Corp. 81.49 4,700 4,700 0.00 359 383 6.69
2017-12-31 13F-HR EQT / EQT Corp. 56.90 4,300 11,300 162.79 281 643 128.83
2017-12-31 13F-HR FFIV / F5 Networks, Inc. 132.00 500 500 0.00 60 66 10.00
2017-12-31 13F-HR EFX / Equifax, Inc. 117.76 2,607 2,607 0.00 276 307 11.23
2017-12-31 13F-HR EQIX / Equinix, Inc. 453.20 2,410 3,910 62.24 1,076 1,772 64.68
2017-12-31 13F-HR EVHC / Envision Healthcare Holdings, Inc. 34.53 3,401 6,401 88.21 153 221 44.44
2017-12-31 13F-HR EXPE / Expedia, Inc. 119.81 1,494 1,494 0.00 215 179 -16.74
2017-12-31 13F-HR ETFC / E*TRADE Financial, Inc. 49.58 13,500 19,000 40.74 589 942 59.93
2017-12-31 13F-HR FNF / Fidelity National Financial, Inc. 39.44 1,800 1,800 0.00 85 71 -16.47
2017-12-31 13F-HR FL / Foot Locker, Inc. 47.04 7,333 2,700 -63.18 258 127 -50.78
2017-12-31 13F-HR FLT / FleetCor Technologies, Inc. 192.73 1,100 1,100 0.00 170 212 24.71
2017-12-31 13F-HR FISV / Fiserv, Inc. 131.07 3,479 3,479 0.00 449 456 1.56
2017-12-31 13F-HR FNV / Franco-Nevada Corp. 80.21 5,400 9,600 77.78 417 770 84.65
2017-12-31 13F-HR FTS / Fortis Inc. 36.78 18,342 26,642 45.25 657 980 49.16
2017-12-31 13F-HR FTV / Fortive Corporation 72.43 5,550 5,550 0.00 393 402 2.29
2017-12-31 13F-HR FCX / Freeport-McMoRan Inc. 18.97 38,759 47,659 22.96 544 904 66.18
2017-12-31 13F-HR BEN / Franklin Resources, Inc. 43.33 19,200 19,200 0.00 855 832 -2.69
2017-12-31 13F-HR FSLR / First Solar, Inc. 67.39 2,300 2,300 0.00 106 155 46.23
2017-12-31 13F-HR FTRPR / Frontier Communications Corp. 6.80 2,793 2,793 0.00 33 19 -42.42
2017-12-31 13F-HR GPC / Genuine Parts Co. 95.03 3,641 3,641 0.00 348 346 -0.57
2017-12-31 13F-HR GD / General Dynamics Corp. 203.39 4,597 4,597 0.00 945 935 -1.06
2017-12-31 13F-HR GPS / Gap, Inc. (The) 34.08 12,300 16,900 37.40 363 576 58.68
2017-12-31 13F-HR BGC / General Cable Corp. 29.56 4,500 4,500 0.00 85 133 56.47
2017-12-31 13F-HR GEO / Geo Group, Inc. (The) 23.70 4,050 4,050 0.00 109 96 -11.93
2017-12-31 13F-HR G / Genpact Ltd. 31.76 6,800 6,800 0.00 196 216 10.20
2017-12-31 13F-HR GMT / GATX Corp. 62.31 1,300 1,300 0.00 80 81 1.25
2017-12-31 13F-HR GGP / General Growth Properties, Inc. 23.41 8,800 8,800 0.00 183 206 12.57
2017-12-31 13F-HR GILD / Gilead Sciences, Inc. 71.63 46,071 70,371 52.74 3,733 5,041 35.04
2017-12-31 13F-HR GNW / Genworth Financial, Inc. 3.10 48,000 48,000 0.00 185 149 -19.46
2017-12-31 13F-HR GIS / General Mills, Inc. 59.30 21,360 32,160 50.56 1,106 1,907 72.42
2017-12-31 13F-HR HYH / Halyard Health, Inc. 46.30 2,700 2,700 0.00 122 125 2.46
2017-12-31 13F-HR HRS / Harris Corp. 141.43 2,100 2,100 0.00 277 297 7.22
2017-12-31 13F-HR GPI / Group 1 Automotive, Inc. 71.25 1,600 1,600 0.00 116 114 -1.72
2017-12-31 13F-HR GS / Goldman Sachs Group, Inc. (The) 254.81 7,594 7,594 0.00 1,801 1,935 7.44
2017-12-31 13F-HR HRB / Block (H.&R.), Inc. 26.15 6,500 6,500 0.00 172 170 -1.16
2017-12-31 13F-HR HAS / Hasbro, Inc. 90.83 3,800 6,000 57.89 371 545 46.90
2017-12-31 13F-HR GRA / Grace (W. R.) & Co. 70.00 700 700 0.00 51 49 -3.92
2017-12-31 13F-HR GG / Goldcorp, Inc. 12.78 23,861 23,861 0.00 309 305 -1.29
2017-12-31 13F-HR HAL / Halliburton Co. (Holding Company) 48.86 17,172 17,172 0.00 790 839 6.20
2017-12-31 13F-HR HP / Helmerich & Payne, Inc. 64.78 2,300 2,300 0.00 120 149 24.17
2017-12-31 13F-HR HOG / Harley-Davidson, Inc. 50.83 6,100 9,600 57.38 294 488 65.99
2017-12-31 13F-HR HCA / HCA Holdings Inc. 87.84 12,170 17,770 46.01 969 1,561 61.09
2017-12-31 13F-HR ITW / Illinois Tool Works, Inc. 166.84 11,500 17,100 48.70 1,702 2,853 67.63
2017-12-31 13F-HR ILMN / Illumina, Inc. 218.18 1,540 1,540 0.00 307 336 9.45
2017-12-31 13F-HR INGR / Ingredion, Inc. 139.71 1,818 1,818 0.00 219 254 15.98
2017-12-31 13F-HR HFC / HollyFrontier Corp. 51.18 12,700 12,700 0.00 457 650 42.23
2017-12-31 13F-HR HPT / Hospitality Properties Trust 29.80 5,000 5,000 0.00 142 149 4.93
2017-12-31 13F-HR HPE / Hewlett Packard Enterprise Company 14.36 74,600 115,000 54.16 1,097 1,651 50.50
2017-12-31 13F-HR HON / Honeywell International, Inc. 153.36 11,907 11,907 0.00 1,688 1,826 8.18
2017-12-31 13F-HR HOLX / Hologic, Inc. 42.74 11,000 16,400 49.09 404 701 73.51
2017-12-31 13F-HR INCY / Incyte Corp. 32.80 1,892 38,292 1,923.89 221 1,256 468.33
2017-12-31 13F-HR HRL / Hormel Foods Corp. 36.37 9,500 14,600 53.68 305 531 74.10
2017-12-31 13F-HR IDXX / IDEXX Laboratories, Inc. 156.40 3,200 5,000 56.25 498 782 57.03
2017-12-31 13F-HR HUM / Humana, Inc. 248.06 6,459 9,159 41.80 1,574 2,272 44.35
2017-12-31 13F-HR HSIC / Henry Schein, Inc. 69.91 8,000 11,100 38.75 656 776 18.29
2017-12-31 13F-HR HUB.A / Hubbell Inc 135.45 1,100 1,100 0.00 128 149 16.41
2017-12-31 13F-HR HD / Home Depot, Inc. (The) 189.52 18,254 19,154 4.93 2,986 3,630 21.57
2017-12-31 13F-HR ICE / Intercontinental Exchange, Inc. 70.56 18,126 28,726 58.48 1,245 2,027 62.81
2017-12-31 13F-HR HPQ / HP Inc. 21.01 77,807 115,107 47.94 1,553 2,418 55.70
2017-12-31 13F-HR JBHT / Hunt (J.B.) Transport Services, Inc. 114.29 700 700 0.00 78 80 2.56
2017-12-31 13F-HR IP / International Paper Company 57.94 20,600 28,100 36.41 1,170 1,628 39.15
2017-12-31 13F-HR SJM / Smucker (J.M.) Co. 124.43 2,620 2,620 0.00 275 326 18.55
2017-12-31 13F-HR JD / JD.com, Inc. 41.43 12,142 12,142 0.00 464 503 8.41
2017-12-31 13F-HR IBM / International Business Machines Corp. 153.43 35,954 53,654 49.23 5,216 8,232 57.82
2017-12-31 13F-HR JCP / J.C. Penney Co., Inc. 3.10 7,100 7,100 0.00 27 22 -18.52
2017-12-31 13F-HR JBGS / JBG SMITH Properties 34.77 5,350 5,350 0.00 183 186 1.64
2017-12-31 13F-HR IFF / International Flavors & Fragrances, Inc 152.65 1,900 3,400 78.95 272 519 90.81
2017-12-31 13F-HR KND / Kindred Healthcare, Inc. 9.73 7,400 7,400 0.00 50 72 44.00
2017-12-31 13F-HR KEY / KeyCorp 20.16 31,513 59,113 87.58 593 1,192 101.01
2017-12-31 13F-HR JNPR / Juniper Networks, Inc. 28.46 6,500 6,500 0.00 181 185 2.21
2017-12-31 13F-HR KGC / Kinross Gold Corp. 4.32 54,200 78,900 45.57 229 341 48.91
2017-12-31 13F-HR KHC / Kraft Heinz Company 77.76 22,307 33,307 49.31 1,730 2,590 49.71
2017-12-31 13F-HR JPM / JPMorgan Chase & Co. 106.93 73,308 72,708 -0.82 7,002 7,775 11.04
2017-12-31 13F-HR KLAC / KLA-Tencor Corp. 105.00 4,600 4,600 0.00 488 483 -1.02
2017-12-31 13F-HR KSS / Kohl's Corp. 54.21 11,700 15,200 29.91 534 824 54.31
2017-12-31 13F-HR KMT / Kennametal Inc. 48.46 2,600 2,600 0.00 105 126 20.00
2017-12-31 13F-HR LEN / Lennar Corp. 63.04 2,300 2,300 0.00 121 145 19.83
2017-12-31 13F-HR LAMR / Lamar Advertising Co. REIT 74.00 2,000 2,000 0.00 137 148 8.03
2017-12-31 13F-HR KR / Kroger Co. 27.44 26,200 26,200 0.00 526 719 36.69
2017-12-31 13F-HR LRCX / Lam Research Corp. 184.07 5,011 8,111 61.86 927 1,493 61.06
2017-12-31 13F-HR LLY / Eli Lilly & Co. 84.46 16,482 16,482 0.00 1,410 1,392 -1.28
2017-12-31 13F-HR LUK / Leucadia National Corp. 26.48 10,800 10,800 0.00 273 286 4.76
2017-12-31 13F-HR LVS / Las Vegas Sands Corp. 69.53 8,385 8,385 0.00 538 583 8.36
2017-12-31 13F-HR L / Loews Corp. 50.06 12,900 18,100 40.31 617 906 46.84
2017-12-31 13F-HR CDK / CDK Global, Inc. 1.26 1,100 199,100 18,000.00 69 251 263.77
2017-12-31 13F-HR LEG / Leggett & Platt, Inc. 47.65 2,686 2,686 0.00 128 128 0.00
2017-12-31 13F-HR LPT / Liberty Property Trust 43.03 4,800 7,600 58.33 197 327 65.99
2017-12-31 13F-HR LKQ / LKQ Corp. 40.69 15,856 21,356 34.69 571 869 52.19
2017-12-31 13F-HR LW / Lamb Weston Holdings, Inc. 56.45 3,366 3,366 0.00 158 190 20.25
2017-12-31 13F-HR LM / Legg Mason, Inc. 41.92 2,600 2,600 0.00 102 109 6.86
2017-12-31 13F-HR LBRDK / Liberty Broadband Corporation, Class C 85.08 3,900 5,900 51.28 372 502 34.95
2017-12-31 13F-HR LDOS / Leidos Holdings, Inc. 64.42 2,825 2,825 0.00 167 182 8.98
2017-12-31 13F-HR LPNT / LifePoint Health, Inc. 50.00 2,400 2,400 0.00 139 120 -13.67
2017-12-31 13F-HR MTB / M & T Bank Corp. 170.93 5,942 8,442 42.07 957 1,443 50.78
2017-12-31 13F-HR LKSD.WI / LSC Communications, Inc. 15.06 1,262 1,262 0.00 21 19 -9.52
2017-12-31 13F-HR MAR / Marriott International, Inc. 135.71 10,800 16,800 55.56 1,191 2,280 91.44
2017-12-31 13F-HR MKL / Markel Corp. 1,140.00 100 100 0.00 107 114 6.54
2017-12-31 13F-HR MCD / McDonald's Corp. 172.13 31,605 46,605 47.46 4,952 8,022 62.00
2017-12-31 13F-HR MCK / McKesson Corp. 155.95 7,015 7,015 0.00 1,078 1,094 1.48
2017-12-31 13F-HR MAN / ManpowerGroup 126.04 3,900 5,300 35.90 459 668 45.53
2017-12-31 13F-HR MGA / Magna International Inc. 56.87 19,661 26,761 36.11 1,047 1,522 45.37
2017-12-31 13F-HR MPC / Marathon Petroleum Corp. 65.99 28,095 38,095 35.59 1,576 2,514 59.52
2017-12-31 13F-HR MKC / McCormick & Co., Inc. 101.92 4,953 7,153 44.42 508 729 43.50
2017-12-31 13F-HR MAS / Masco Corp. 43.95 14,170 20,570 45.17 553 904 63.47
2017-12-31 13F-HR LULU / lululemon athletica inc. 78.57 3,500 5,600 60.00 218 440 101.83
2017-12-31 13F-HR MAC / Macerich Company (THE) 65.73 6,400 8,900 39.06 352 585 66.19
2017-12-31 13F-HR MXIM / Maxim Integrated Products, Inc 52.34 7,700 7,700 0.00 367 403 9.81
2017-12-31 13F-HR MAA / Mid-America Apartment Communities, Inc. 100.67 1,500 1,500 0.00 160 151 -5.62
2017-12-31 13F-HR KORS / Michael Kors Holdings Ltd. 62.91 7,200 10,300 43.06 345 648 87.83
2017-12-31 13F-HR MGM / MGM Resorts International 33.42 13,286 13,286 0.00 433 444 2.54
2017-12-31 13F-HR MEOH / Methanex Corp. 60.87 2,300 2,300 0.00 115 140 21.74
2017-12-31 13F-HR MELI / MercadoLibre, Inc. 314.00 500 500 0.00 129 157 21.71
2017-12-31 13F-HR MHK / Mohawk Industries, Inc. 275.91 2,631 3,831 45.61 651 1,057 62.37
2017-12-31 13F-HR MDURP / MDU Resources Group, Inc. 26.92 5,200 5,200 0.00 135 140 3.70
2017-12-31 13F-HR MTD / Mettler Toledo International, Inc. 619.23 800 1,300 62.50 501 805 60.68
2017-12-31 13F-HR MU / Micron Technology, Inc. 41.10 23,188 23,188 0.00 912 953 4.50
2017-12-31 13F-HR MIDD / Middleby Corp. (The) 134.44 900 900 0.00 115 121 5.22
2017-12-31 13F-HR MDLZ / Mondelez International, Inc. 42.80 62,332 90,732 45.56 2,534 3,883 53.24
2017-12-31 13F-HR MNST / Monster Beverage Corporation New 63.31 4,612 4,612 0.00 255 292 14.51
2017-12-31 13F-HR NTES / NetEase, Inc. 345.33 1,800 1,500 -16.67 475 518 9.05
2017-12-31 13F-HR NCLH / Norwegian Cruise Line Holdings Ltd 53.57 1,400 1,400 0.00 76 75 -1.32
2017-12-31 13F-HR NBR / Nabors Industries Ltd. 6.80 10,000 10,000 0.00 81 68 -16.05
2017-12-31 13F-HR MSCI / MSCI, Inc. 126.25 1,505 1,505 0.00 176 190 7.95
2017-12-31 13F-HR NBL / Noble Energy, Inc. 29.13 19,702 28,702 45.68 559 836 49.55
2017-12-31 13F-HR NKE / Nike, Inc. 62.55 46,574 68,074 46.16 2,415 4,258 76.31
2017-12-31 13F-HR NYCB / New York Community Bancorp, Inc. 13.02 25,400 44,400 74.80 327 578 76.76
2017-12-31 13F-HR NWL / Newell Brands Inc. 30.89 15,400 24,700 60.39 657 763 16.13
2017-12-31 13F-HR NAV / Navistar International Corp. 42.96 2,700 2,700 0.00 119 116 -2.52
2017-12-31 13F-HR NEM / Newmont Mining Corp. 37.54 14,200 14,200 0.00 533 533 0.00
2017-12-31 13F-HR NTRSP / Northern Trust Corp. 99.90 10,265 14,365 39.94 944 1,435 52.01
2017-12-31 13F-HR NVDA / NVIDIA Corp. 193.50 18,020 29,220 62.15 3,221 5,654 75.54
2017-12-31 13F-HR JWN / Nordstrom, Inc. 47.33 8,100 10,500 29.63 382 497 30.10
2017-12-31 13F-HR MUSA / Murphy USA Inc. 80.48 2,100 2,100 0.00 145 169 16.55
2017-12-31 13F-HR NOC / Northrop Grumman Corp. 306.90 2,812 2,812 0.00 809 863 6.67
2017-12-31 13F-HR NSC / Norfolk Southern Corp. 144.92 11,399 17,699 55.27 1,507 2,565 70.21
2017-12-31 13F-HR NOV / National Oilwell Varco, Inc. 36.03 22,494 29,694 32.01 804 1,070 33.08
2017-12-31 13F-HR EDU / New Oriental Education & Technology Group, Inc. 94.06 3,200 3,200 0.00 282 301 6.74
2017-12-31 13F-HR MCO / Moody's Corp. 147.60 7,086 10,386 46.57 986 1,533 55.48
2017-12-31 13F-HR MOG.A / Moog Inc. 86.88 1,600 1,600 0.00 133 139 4.51
2017-12-31 13F-HR MS / Morgan Stanley 52.47 27,199 27,199 0.00 1,310 1,427 8.93
2017-12-31 13F-HR NUE / Nucor Corp. 63.60 15,345 20,345 32.58 860 1,294 50.47
2017-12-31 13F-HR ORLY / O'Reilly Automotive, Inc. 240.75 1,379 1,379 0.00 297 332 11.78
2017-12-31 13F-HR OIS / Oil States International, Inc. 28.18 1,100 1,100 0.00 28 31 10.71
2017-12-31 13F-HR OKE / ONEOK, Inc. 53.44 15,300 22,700 48.37 848 1,213 43.04
2017-12-31 13F-HR OC / Owens Corning, Inc. 92.00 2,500 2,500 0.00 193 230 19.17
2017-12-31 13F-HR PCAR / PACCAR, Inc. 71.06 15,859 22,559 42.25 1,147 1,603 39.76
2017-12-31 13F-HR PKG / Packaging Corp. of America 120.00 800 800 0.00 92 96 4.35
2017-12-31 13F-HR OGE / OGE Energy Corp. 32.83 5,300 5,300 0.00 191 174 -8.90
2017-12-31 13F-HR OMC / Omnicom Group, Inc. 72.87 4,940 4,940 0.00 366 360 -1.64
2017-12-31 13F-HR OA / Orbital ATK, Inc. 131.67 600 600 0.00 80 79 -1.25
2017-12-31 13F-HR ORI / Old Republic International Corp. 21.43 7,000 7,000 0.00 138 150 8.70
2017-12-31 13F-HR OLN / Olin Corp. 35.56 3,600 3,600 0.00 123 128 4.07
2017-12-31 13F-HR PH / Parker-Hannifin Corp. 199.55 6,200 8,800 41.94 1,085 1,756 61.84
2017-12-31 13F-HR OTEX / Open Text Corp. 35.70 6,200 11,400 83.87 200 407 103.50
2017-12-31 13F-HR PBCT / People's United Financial, Inc. 18.65 4,500 10,400 131.11 82 194 136.59
2017-12-31 13F-HR PBA / Pembina Pipeline Corp. 36.32 19,000 32,600 71.58 665 1,184 78.05
2017-12-31 13F-HR PCG / PG&E Corp. 44.85 9,856 9,856 0.00 671 442 -34.13
2017-12-31 13F-HR PNC / PNC Financial Services Group, Inc. (The) 144.27 19,757 28,557 44.54 2,663 4,120 54.71
2017-12-31 13F-HR PX / Praxair, Inc. 154.66 10,214 15,414 50.91 1,427 2,384 67.06
2017-12-31 13F-HR PG / Procter & Gamble Co. (The) 91.88 99,784 147,584 47.90 9,078 13,560 49.37
2017-12-31 13F-HR PAG / Penske Automotive Group, Inc. 48.00 2,000 2,000 0.00 95 96 1.05
2017-12-31 13F-HR PII / Polaris Industries, Inc 124.00 2,800 4,000 42.86 293 496 69.28
2017-12-31 13F-HR PPG / PPG Industries, Inc. 116.85 9,400 14,300 52.13 1,021 1,671 63.66
2017-12-31 13F-HR PNM / PNM Resources, Inc. 40.32 3,100 3,100 0.00 125 125 0.00
2017-12-31 13F-HR POT / Potash Corp. of Saskatchewan, Inc. 20.57 45,500 61,500 35.16 874 1,265 44.74
2017-12-31 13F-HR PEP / PepsiCo, Inc. 119.92 53,026 80,526 51.86 5,909 9,657 63.43
2017-12-31 13F-HR PSX / Phillips 66 101.14 25,250 33,250 31.68 2,313 3,363 45.40
2017-12-31 13F-HR PZE / Petrobras Argentina S.A. 13.59 340,600 340,600 0.00 4,298 4,629 7.70
2017-12-31 13F-HR PNW / Pinnacle West Capital Corp. 85.23 5,520 7,720 39.86 467 658 40.90
2017-12-31 13F-HR PXD / Pioneer Natural Resources Co. 172.89 6,500 9,700 49.23 959 1,677 74.87
2017-12-31 13F-HR PPL / PPL Corp. 30.94 18,129 18,129 0.00 688 561 -18.46
2017-12-31 13F-HR PBI / Pitney Bowes, Inc. 11.13 6,200 6,200 0.00 87 69 -20.69
2017-12-31 13F-HR PDS / Precision Drilling Corp. 3.07 8,800 8,800 0.00 27 27 0.00
2017-12-31 13F-HR PRI / Primerica, Inc. 101.54 1,300 1,300 0.00 106 132 24.53
2017-12-31 13F-HR PM / Philip Morris International, Inc. 105.65 26,537 28,037 5.65 2,946 2,962 0.54
2017-12-31 13F-HR PVH / PVH Corp. 137.20 3,400 5,000 47.06 429 686 59.91
2017-12-31 13F-HR PSA / Public Storage 209.30 1,333 1,333 0.00 285 279 -2.11
2017-12-31 13F-HR PHM / PulteGroup, Inc. 33.33 2,700 2,700 0.00 74 90 21.62
2017-12-31 13F-HR PEG / Public Service Enterprise Group, Inc. 51.50 21,645 31,145 43.89 1,001 1,604 60.24
2017-12-31 13F-HR PRU / Prudential Financial, Inc. 114.96 19,600 27,800 41.84 2,084 3,196 53.36
2017-12-31 13F-HR PGR / Progressive Corp. (The) 56.31 25,500 36,300 42.35 1,235 2,044 65.51
2017-12-31 13F-HR RYN / Rayonier, Inc. (REIT) 31.67 4,800 4,800 0.00 139 152 9.35
2017-12-31 13F-HR RL / Ralph Lauren Corp. 103.89 1,800 1,800 0.00 159 187 17.61
2017-12-31 13F-HR RJD / Raymond James Financial, Inc. 89.35 5,100 7,700 50.98 430 688 60.00
2017-12-31 13F-HR QCOM / QUALCOMM Incorporated 64.04 27,671 30,171 9.03 1,434 1,932 34.73
2017-12-31 13F-HR DGX / Quest Diagnostics, Inc. 98.53 7,074 9,774 38.17 662 963 45.47
2017-12-31 13F-HR QCP / Quality Care Properties, Inc. 13.85 7,800 7,800 0.00 121 108 -10.74
2017-12-31 13F-HR RGC / Regal Entertainment Group 22.96 5,400 5,400 0.00 86 124 44.19
2017-12-31 13F-HR O / Realty Income Corp. 56.88 3,200 3,200 0.00 183 182 -0.55
2017-12-31 13F-HR RTN / Raytheon Co. 187.94 5,092 5,092 0.00 950 957 0.74
2017-12-31 13F-HR RHT / Red Hat, Inc. 120.22 2,221 2,221 0.00 246 267 8.54
2017-12-31 13F-HR RNR / RenaissanceRe Holdings Ltd. 125.62 900 1,600 77.78 122 201 64.75
2017-12-31 13F-HR QSR / Restaurant Brands International Inc. 61.67 1,800 1,800 0.00 115 111 -3.48
2017-12-31 13F-HR RHI / Robert Half International, Inc 55.54 5,600 8,300 48.21 282 461 63.48
2017-12-31 13F-HR RMD / ResMed Inc. 84.76 3,500 6,300 80.00 269 534 98.51
2017-12-31 13F-HR RGA / Reinsurance Group of America, Inc. 156.06 2,000 3,300 65.00 279 515 84.59
2017-12-31 13F-HR REG / Regency Centers Corp. 69.09 3,300 3,300 0.00 205 228 11.22
2017-12-31 13F-HR RF / Regions Financial Corp. 17.28 64,124 87,624 36.65 977 1,514 54.96
2017-12-31 13F-HR RSG / Republic Services, Inc. 67.71 4,800 4,800 0.00 317 325 2.52
2017-12-31 13F-HR RY / Royal Bank of Canada (Montreal, PQ) 81.93 29,624 29,624 0.00 2,287 2,427 6.12
2017-12-31 13F-HR NOW / ServiceNow, Inc. 130.61 2,006 2,006 0.00 236 262 11.02
2017-12-31 13F-HR R / Ryder System, Inc. 84.09 2,200 2,200 0.00 186 185 -0.54
2017-12-31 13F-HR ROP / Roper Technologies, Inc. 259.00 3,100 5,000 61.29 755 1,295 71.52
2017-12-31 13F-HR SCHW / Schwab Charles Corp 51.38 43,132 65,632 52.17 1,887 3,372 78.70
2017-12-31 13F-HR SLB / Schlumberger Ltd. 67.38 50,870 77,970 53.27 3,549 5,254 48.04
2017-12-31 13F-HR SCG / SCANA Corp. 39.62 2,600 2,600 0.00 126 103 -18.25
2017-12-31 13F-HR SABR / Sabre Corporation 20.56 1,800 1,800 0.00 33 37 12.12
2017-12-31 13F-HR ROST / Ross Stores, Inc. 80.26 14,591 22,291 52.77 942 1,789 89.92
2017-12-31 13F-HR ARMK / Aramark 2.20 9,117 489,517 5,269.28 370 1,075 190.54
2017-12-31 13F-HR SAH / Sonic Automotive, Inc. 18.37 4,900 4,900 0.00 100 90 -10.00
2017-12-31 13F-HR CVS / CVS Health Corporation 74.26 24,798 24,898 0.40 2,017 1,849 -8.33
2017-12-31 13F-HR SPG / Simon Property Group, Inc. 171.68 4,491 4,491 0.00 723 771 6.64
2017-12-31 13F-HR SNA / Snap-On Inc. 174.21 2,700 3,800 40.74 402 662 64.68
2017-12-31 13F-HR SIRI / Sirius XM Holdings Inc. 5.37 17,500 17,500 0.00 97 94 -3.09
2017-12-31 13F-HR SHOP / Shopify Inc. 101.82 2,100 1,100 -47.62 244 112 -54.10
2017-12-31 13F-HR SWK / Stanley Black & Decker, Inc. 169.72 5,785 8,685 50.13 873 1,474 68.84
2017-12-31 13F-HR SWN / Southwestern Energy Co. 5.62 7,300 7,300 0.00 45 41 -8.89
2017-12-31 13F-HR STLD / Steel Dynamics, Inc. 43.08 2,400 6,500 170.83 83 280 237.35
2017-12-31 13F-HR SYK / Stryker Corp. 154.92 5,280 5,280 0.00 750 818 9.07
2017-12-31 13F-HR SO / Southern Co. (The) 48.09 41,062 59,362 44.57 2,018 2,855 41.48
2017-12-31 13F-HR SRCL / Stericycle, Inc. 68.57 700 700 0.00 50 48 -4.00
2017-12-31 13F-HR SPLK / Splunk Inc. 82.73 1,100 1,100 0.00 73 91 24.66
2017-12-31 13F-HR SLF / SunLife Financial Inc. 41.41 28,757 40,257 39.99 1,143 1,667 45.84
2017-12-31 13F-HR SBUX / Starbucks Corp. 57.43 49,529 73,329 48.05 2,660 4,211 58.31
2017-12-31 13F-HR SU / Suncor Energy Inc. 36.84 74,099 104,899 41.57 2,591 3,864 49.13
2017-12-31 13F-HR FLOW / SPX Flow, Inc. 47.60 2,500 2,500 0.00 96 119 23.96
2017-12-31 13F-HR TGNA / TEGNA Inc. 14.00 3,500 3,500 0.00 47 49 4.26
2017-12-31 13F-HR SIVB / SVB Financial Group 233.64 1,100 2,200 100.00 206 514 149.51
2017-12-31 13F-HR TSS / Total System Services, Inc. 79.21 3,800 3,800 0.00 249 301 20.88
2017-12-31 13F-HR SYF / Synchrony Financial 38.62 18,826 18,826 0.00 585 727 24.27
2017-12-31 13F-HR TRGP / Targa Resources Corp. 48.33 3,000 3,000 0.00 142 145 2.11
2017-12-31 13F-HR AMTD / TD AmeriTrade Holding Corp. 51.14 12,600 17,600 39.68 615 900 46.34
2017-12-31 13F-HR STI / SunTrust Banks, Inc. 64.56 12,500 12,500 0.00 747 807 8.03
2017-12-31 13F-HR TECK / Teck Resources Ltd. 26.24 29,600 40,700 37.50 622 1,068 71.70
2017-12-31 13F-HR TGT / Target Corp. 65.24 17,000 17,000 0.00 1,003 1,109 10.57
2017-12-31 13F-HR SYMC / Symantec Corp. 28.06 28,779 40,879 42.04 944 1,147 21.50
2017-12-31 13F-HR SVU / Supervalu, Inc. 21.66 3,785 3,785 0.00 82 82 0.00
2017-12-31 13F-HR MOS / Mosaic Company (The) (Holding Company) 25.67 16,900 23,800 40.83 365 611 67.40
2017-12-31 13F-HR TSRO / TESARO, Inc. 82.67 700 1,500 114.29 90 124 37.78
2017-12-31 13F-HR TRI / Thomson Reuters Corp. 43.69 6,637 6,637 0.00 304 290 -4.61
2017-12-31 13F-HR TDS / Telephone and Data Systems, Inc. 27.76 3,926 3,926 0.00 109 109 0.00
2017-12-31 13F-HR TEX / Terex Corp. 48.18 3,300 3,300 0.00 149 159 6.71
2017-12-31 13F-HR TXT / Textron, Inc. 56.52 7,006 7,006 0.00 377 396 5.04
2017-12-31 13F-HR TXN / Texas Instruments Inc. 104.44 34,043 52,143 53.17 3,052 5,446 78.44
2017-12-31 13F-HR ANDV / Andeavor Corp. 114.32 7,339 10,339 40.88 757 1,182 56.14
2017-12-31 13F-HR TMK / Torchmark Corp. 90.71 4,972 4,972 0.00 398 451 13.32
2017-12-31 13F-HR TRP / TransCanada Corp. 48.79 16,700 14,100 -15.57 823 688 -16.40
2017-12-31 13F-HR TDG / Transdigm Group, Inc. 274.70 1,723 2,723 58.04 440 748 70.00
2017-12-31 13F-HR TJX / TJX Companies, Inc. (The) 76.46 12,000 9,600 -20.00 885 734 -17.06
2017-12-31 13F-HR TKR / Timken Co. (THE) 48.95 1,900 1,900 0.00 92 93 1.09
2017-12-31 13F-HR TAC / TransAlta Corporation 19.00 25,000 126,000 404.00 146 2,394 1,539.73
2017-12-31 13F-HR TD / Toronto-Dominion Bank (ON) 58.78 75,050 111,550 48.63 4,216 6,557 55.53
2017-12-31 13F-HR TSCO / Tractor Supply Co. 74.68 3,800 6,200 63.16 241 463 92.12
2017-12-31 13F-HR UGI / UGI Corp. 46.91 5,500 5,500 0.00 258 258 0.00
2017-12-31 13F-HR TRCO / Tribune Media Company 42.40 2,500 2,500 0.00 102 106 3.92
2017-12-31 13F-HR TSN / Tyson Foods, Inc. 80.99 6,198 6,198 0.00 437 502 14.87
2017-12-31 13F-HR UA / Under Armour, Inc., Class C 14.48 2,500 8,700 248.00 41 126 207.32
2017-12-31 13F-HR UAA / Under Armour, Inc. 13.26 8,519 8,519 0.00 128 113 -11.72
2017-12-31 13F-HR UNT / Unit Corp. 22.14 1,400 1,400 0.00 29 31 6.90
2017-12-31 13F-HR TRIP / TripAdvisor, Inc. 34.00 1,000 1,000 0.00 41 34 -17.07
2017-12-31 13F-HR UDR / UDR, Inc. 38.55 10,500 15,200 44.76 399 586 46.87
2017-12-31 13F-HR TRN / Trinity Industries, Inc. 37.35 3,400 3,400 0.00 108 127 17.59
2017-12-31 13F-HR TRMB / Trimble Navigation Ltd. 40.66 7,400 12,100 63.51 290 492 69.66
2017-12-31 13F-HR TWTR / Twitter, Inc. 24.09 4,400 4,400 0.00 74 106 43.24
2017-12-31 13F-HR UPS / United Parcel Service, Inc. 119.15 26,190 38,790 48.11 3,145 4,622 46.96
2017-12-31 13F-HR FOX / Twenty-First Century Fox, Inc. 34.53 21,400 21,400 0.00 565 739 30.80
2017-12-31 13F-HR FOXA / Twenty-First Century Fox, Inc. 34.12 3,400 3,400 0.00 88 116 31.82
2017-12-31 13F-HR UNH / UnitedHealth Group Inc. 220.47 16,896 16,896 0.00 3,309 3,725 12.57
2017-12-31 13F-HR VTR / Ventas, Inc. 60.06 6,560 6,560 0.00 427 394 -7.73
2017-12-31 13F-HR AAL / American Airlines Group Inc. 52.14 1,400 1,400 0.00 66 73 10.61
2017-12-31 13F-HR VRSK / Verisk Analytics, Inc. 95.83 1,200 1,200 0.00 100 115 15.00
2017-12-31 13F-HR URI / United Rentals, Inc. 171.86 3,300 5,900 78.79 458 1,014 121.40
2017-12-31 13F-HR UHS / Universal Health Services, Inc. 113.49 2,335 2,335 0.00 259 265 2.32
2017-12-31 13F-HR UNM / Unum Group 54.91 3,460 3,460 0.00 177 190 7.34
2017-12-31 13F-HR VNTV / Vantiv, Inc. 73.75 2,400 2,400 0.00 169 177 4.73
2017-12-31 13F-HR MTN / Vail Resorts, Inc. 212.50 800 1,600 100.00 182 340 86.81
2017-12-31 13F-HR VER / VEREIT, Inc. 7.75 8,000 8,000 0.00 66 62 -6.06
2017-12-31 13F-HR USB / U.S. Bancorp 53.58 63,848 95,548 49.65 3,422 5,119 49.59
2017-12-31 13F-HR VRTX / Vertex Pharmaceuticals Inc. 149.85 7,526 13,026 73.08 1,144 1,952 70.63
2017-12-31 13F-HR VET / Vermilion Energy Inc. 36.32 2,946 2,946 0.00 104 107 2.88
2017-12-31 13F-HR VOYA / Voya Financial, Inc. 49.47 11,200 15,000 33.93 447 742 66.00
2017-12-31 13F-HR VMC / Vulcan Materials Co. (Holding Co.) 128.51 2,459 2,459 0.00 294 316 7.48
2017-12-31 13F-HR WAB / Wabtec Corp. 81.25 800 800 0.00 61 65 6.56
2017-12-31 13F-HR WB / Weibo Corporation 103.75 1,600 1,600 0.00 158 166 5.06
2017-12-31 13F-HR WBC / Wabco Holdings, Inc. 143.48 1,300 2,300 76.92 192 330 71.88
2017-12-31 13F-HR WCN / Waste Connections, Inc. 70.91 3,300 3,300 0.00 231 234 1.30
2017-12-31 13F-HR DIS / The Walt Disney Co. 107.51 58,198 84,698 45.53 5,737 9,106 58.72
2017-12-31 13F-HR VIAB / Viacom, Inc. 30.80 9,222 9,222 0.00 257 284 10.51
2017-12-31 13F-HR VNO / Vornado Realty Trust 78.20 6,600 10,000 51.52 507 782 54.24
2017-12-31 13F-HR WBA / Walgreens Boots Alliance, Inc. 72.64 16,588 16,588 0.00 1,281 1,205 -5.93
2017-12-31 13F-HR V / Visa, Inc. 114.00 23,728 23,728 0.00 2,497 2,705 8.33
2017-12-31 13F-HR VSTO / Vista Outdoor Inc. 14.67 3,000 3,000 0.00 69 44 -36.23
2017-12-31 13F-HR WEC / WEC Energy Group, Inc. 66.42 12,822 20,522 60.05 805 1,363 69.32
2017-12-31 13F-HR WAT / Waters Corp. 193.16 2,300 3,800 65.22 413 734 77.72
2017-12-31 13F-HR WM / Waste Management, Inc. 86.29 17,728 25,728 45.13 1,388 2,220 59.94
2017-12-31 13F-HR WR / Westar Energy, Inc. 52.73 1,100 1,100 0.00 55 58 5.45
2017-12-31 13F-HR WCC / Wesco International, Inc. 68.12 1,600 1,600 0.00 93 109 17.20
2017-12-31 13F-HR SLW / Silver Wheaton Corp. 22.09 4,300 4,300 0.00 82 95 15.85
2017-12-31 13F-HR WY / Weyerhaeuser Co. 35.25 21,777 39,577 81.74 741 1,395 88.26
2017-12-31 13F-HR WHR / Whirlpool Corp. 168.70 3,817 5,317 39.30 704 897 27.41
2017-12-31 13F-HR AUY / Yamana Gold Inc. 3.12 33,600 33,600 0.00 89 105 17.98
2017-12-31 13F-HR INT / World Fuel Services Corporation 28.18 3,300 3,300 0.00 112 93 -16.96
2017-12-31 13F-HR XRX / Xerox Corp. 29.16 12,950 17,350 33.98 431 506 17.40
2017-12-31 13F-HR XL / XL Group Ltd. 35.17 13,438 18,738 39.44 530 659 24.34
2017-12-31 13F-HR WYN / Wyndham Worldwide Corp. 115.88 4,600 6,800 47.83 485 788 62.47
2017-12-31 13F-HR XEL / Xcel Energy, Inc. 48.11 23,730 33,130 39.61 1,123 1,594 41.94
2017-12-31 13F-HR XLNX / Xilinx, Inc. 23.88 5,231 240,531 4,498.18 371 5,744 1,448.25
2017-12-31 13F-HR WRB / Berkley (W.R.) Corp. 71.61 3,100 3,100 0.00 207 222 7.25
2017-12-31 13F-HR WMB / Williams Companies, Inc. (The) 30.50 34,757 50,757 46.03 1,043 1,548 48.42
2017-12-31 13F-HR LNT / Alliant Energy Corp. 42.64 10,709 15,009 40.15 445 640 43.82
2017-12-31 13F-HR KIM / Kimco Realty Corporation 18.11 12,200 12,200 0.00 239 221 -7.53
2017-12-31 13F-HR GOOGL / Alphabet Inc. 1,053.30 4,084 3,884 -4.90 3,977 4,091 2.87
2017-12-31 13F-HR AME / Ametek, Inc. 72.43 9,050 13,350 47.51 598 967 61.71
2017-12-31 13F-HR ALL / Allstate Corp. (The) 104.71 16,325 23,025 41.04 1,500 2,411 60.73
2017-12-31 13F-HR FE / FirstEnergy Corp. 30.65 15,400 15,400 0.00 475 472 -0.63
2017-12-31 13F-HR IT / Gartner, Inc. 122.86 700 700 0.00 87 86 -1.15
2017-12-31 13F-HR MRVL / Marvell Technology Group Ltd. 21.47 21,000 28,500 35.71 376 612 62.77
2017-12-31 13F-HR MMM / 3M Co. 235.37 21,813 32,413 48.59 4,579 7,629 66.61
2017-12-31 13F-HR AFGE / American Financial Group, Inc. (Holding Co.) 108.52 1,200 2,700 125.00 124 293 136.29
2017-12-31 13F-HR EMR / Emerson Electric Co. 69.70 13,200 13,200 0.00 829 920 10.98
2017-12-31 13F-HR HCN / Welltower Inc. 63.77 16,779 23,679 41.12 1,179 1,510 28.07
2017-12-31 13F-HR GOOG / Alphabet Inc. Class C 1,046.38 10,517 16,517 57.05 10,087 17,283 71.34
2017-12-31 13F-HR CAG / ConAgra Foods, Inc. 37.71 8,725 8,725 0.00 294 329 11.90
2017-12-31 13F-HR CBL / CBL & Associates Properties, Inc. 5.71 5,600 5,600 0.00 47 32 -31.91
2017-12-31 13F-HR K / Kellogg Co. 67.99 8,984 13,884 54.54 560 944 68.57
2017-12-31 13F-HR SYY / SYSCO Corp. 60.72 12,467 12,467 0.00 673 757 12.48
2017-12-31 13F-HR ZTS / Zoetis Inc. 72.04 14,485 23,585 62.82 924 1,699 83.87
2017-12-31 13F-HR UTHR / United Therapeutics Corp. 147.50 400 400 0.00 47 59 25.53
2017-12-31 13F-HR DTE / DTE Energy Co. 109.44 3,600 3,600 0.00 386 394 2.07
2017-12-31 13F-HR HII / Huntington Ingalls Industries, Inc. 235.83 1,200 1,200 0.00 272 283 4.04
2017-12-31 13F-HR AKAM / Akamai Technologies, Inc. 65.18 2,332 2,332 0.00 114 152 33.33
2017-12-31 13F-HR YUMC / Yum China Holdings, Inc. 40.04 11,113 11,113 0.00 444 445 0.23
2017-12-31 13F-HR ZB.PRA / Zions Bancorporation 50.86 4,000 8,100 102.50 189 412 117.99
2017-12-31 13F-HR ZBH / Zimmer Biomet Holdings, Inc 120.62 3,109 3,109 0.00 364 375 3.02
2017-12-31 13F-HR ZAYO / Zayo Group Holdings, Inc. 36.85 3,600 7,300 102.78 124 269 116.94
2017-12-31 13F-HR MRO / Marathon Oil Corp. 16.93 55,500 72,300 30.27 753 1,224 62.55
2017-12-31 13F-HR AAP / Advance Auto Parts, Inc. 99.76 2,700 4,200 55.56 268 419 56.34
2017-12-31 13F-HR TIF / Tiffany & Co. 104.00 4,200 6,500 54.76 385 676 75.58
2017-12-31 13F-HR AXTA / Axalta Coating Systems Ltd. 32.37 6,900 11,400 65.22 200 369 84.50
2017-12-31 13F-HR BXP / Boston Properties, Inc. 130.06 6,949 9,849 41.73 854 1,281 50.00
2017-12-31 13F-HR EWBC / East West Bancorp, Inc. 60.89 2,700 5,600 107.41 161 341 111.80
2017-12-31 13F-HR TEVA / Teva Pharmaceutical Industries Ltd. 18.96 10,388 10,388 0.00 183 197 7.65
2017-12-31 13F-HR BBT / BB&T Corp. 49.73 32,963 47,863 45.20 1,547 2,380 53.85
2017-12-31 13F-HR AET / Aetna, Inc. 180.37 6,703 6,703 0.00 1,066 1,209 13.41
2017-12-31 13F-HR CPG / Crescent Point Energy Corp. 7.64 21,600 21,600 0.00 173 165 -4.62
2017-12-31 13F-HR LII / Lennox International, Inc. 208.00 700 1,000 42.86 125 208 66.40
2017-12-31 13F-HR EXPD / Expeditors International of Washington, Inc. 64.71 5,965 9,365 57.00 357 606 69.75
2017-12-31 13F-HR BMRN / BioMarin Pharmaceutical, Inc. 89.18 5,110 8,410 64.58 476 750 57.56
2017-12-31 13F-HR ISRG / Intuitive Surgical, Inc. 364.84 402 1,206 200.00 420 440 4.76
2017-12-31 13F-HR ABG / Asbury Automotive Group, Inc. 64.12 1,700 1,700 0.00 104 109 4.81
2017-12-31 13F-HR ODP / Office Depot, Inc. 3.53 18,700 18,700 0.00 85 66 -22.35
2017-12-31 13F-HR AOS / Smith (A.O.) Corp. 61.25 5,300 6,400 20.75 315 392 24.44
2017-12-31 13F-HR GXP / Great Plains Energy, Inc. 32.29 4,800 4,800 0.00 145 155 6.90
2017-12-31 13F-HR CNO / CNO Financial Group, Inc. 24.67 7,500 7,500 0.00 175 185 5.71
2017-12-31 13F-HR PE / Parsley Energy, Inc. 29.62 2,600 2,600 0.00 68 77 13.24
2017-12-31 13F-HR HSY / Hershey Company (The) 113.48 2,300 2,300 0.00 251 261 3.98
2017-12-31 13F-HR VZ / Verizon Communications, Inc. 52.93 177,955 256,455 44.11 8,807 13,574 54.13
2017-12-31 13F-HR CXO / Concho Resources, Inc. 150.18 4,611 7,411 60.72 607 1,113 83.36
2017-12-31 13F-HR NEE / NextEra Energy, Inc. 156.21 8,700 8,700 0.00 1,275 1,359 6.59
2017-12-31 13F-HR EL / Estee Lauder Companies, Inc. (THE) 127.27 6,673 11,173 67.44 720 1,422 97.50
2017-12-31 13F-HR AN / AutoNation, Inc. 51.35 3,800 5,200 36.84 180 267 48.33
2017-12-31 13F-HR SEIC / SEI Investments Co. 71.86 3,400 5,900 73.53 208 424 103.85
2017-12-31 13F-HR NTAP / NetApp, Inc. 55.22 2,300 2,300 0.00 101 127 25.74
2017-12-31 13F-HR CTXS / Citrix Systems, Inc. 87.95 5,055 8,255 63.30 388 726 87.11
2017-12-31 13F-HR KMB / Kimberly-Clark Corp. 120.66 13,090 19,990 52.71 1,540 2,412 56.62
2017-12-31 13F-HR TFX / Teleflex, Inc. 249.00 1,000 1,000 0.00 242 249 2.89
2017-12-31 13F-HR CMI / Cummins, Inc. 176.63 6,689 10,389 55.31 1,124 1,835 63.26
2017-12-31 13F-HR AJG / Gallagher (ARTHUR J.) & Co. 63.25 5,727 9,027 57.62 352 571 62.22
2017-12-31 13F-HR GPN / Global Payments, Inc. 100.34 2,033 2,033 0.00 193 204 5.70
2017-12-31 13F-HR TAP / Molson Coors Brewing Co. 81.95 3,246 3,246 0.00 265 266 0.38
2017-12-31 13F-HR CMCSA / Comcast Corp. 40.05 83,330 83,330 0.00 3,207 3,337 4.05
2017-12-31 13F-HR CNI / Canadian National Railway Co. 82.73 28,100 42,900 52.67 2,323 3,549 52.78
2017-12-31 13F-HR CRM / Salesforce.com, Inc. 102.24 18,994 32,894 73.18 1,774 3,363 89.57
2017-12-31 13F-HR ABT / Abbott Laboratories 57.08 26,154 26,154 0.00 1,396 1,493 6.95
2017-12-31 13F-HR CSGP / Costar Group, Inc. 297.50 400 400 0.00 107 119 11.21
2017-12-31 13F-HR COL / Rockwell Collins, Inc. 135.58 7,266 10,466 44.04 950 1,419 49.37
2017-12-31 13F-HR MSFT / Microsoft Corp. 85.54 262,654 403,554 53.64 19,565 34,520 76.44
2017-12-31 13F-HR MAT / Mattel, Inc. 15.38 16,400 30,100 83.54 254 463 82.28
2017-12-31 13F-HR WRK / Westrock Company 63.20 12,116 17,216 42.09 687 1,088 58.37
2017-12-31 13F-HR EQR / Equity Residential 63.79 7,478 7,478 0.00 493 477 -3.25
2017-12-31 13F-HR SNPS / Synopsys, Inc. 85.29 2,216 2,216 0.00 178 189 6.18
2017-12-31 13F-HR M / Macy's, Inc. 25.15 13,000 13,000 0.00 284 327 15.14
2017-12-31 13F-HR AXS / AXIS Capital Holdings Ltd. 50.18 4,000 5,600 40.00 229 281 22.71
2017-12-31 13F-HR NFX / Newfield Exploration Company 31.52 5,800 9,900 70.69 172 312 81.40
2017-12-31 13F-HR SRE / Sempra Energy 106.90 9,997 14,397 44.01 1,141 1,539 34.88
2017-12-31 13F-HR CFG / Citizens Financial Group, Inc. 41.97 24,387 34,287 40.60 924 1,439 55.74
2017-12-31 13F-HR REGN / Regeneron Pharmaceuticals, Inc. 375.47 799 799 0.00 357 300 -15.97
2017-12-31 13F-HR AMP / Ameriprise Financial, Inc. 169.50 7,000 10,000 42.86 1,040 1,695 62.98
2017-12-31 13F-HR DAN / Dana Holding Corp. 31.93 5,700 5,700 0.00 159 182 14.47
2017-12-31 13F-HR LSXMK / Liberty Media, Sirius XM Group Series C 39.57 4,493 1,693 -62.32 188 67 -64.36
2017-12-31 13F-HR IMO / Imperial Oil Ltd. 31.27 7,900 7,900 0.00 252 247 -1.98
2017-12-31 13F-HR AEM / Agnico Eagle Mines Limited 46.28 6,970 11,170 60.26 314 517 64.65
2017-12-31 13F-HR GME / GameStop Corp. 17.95 3,900 3,900 0.00 81 70 -13.58
2017-12-31 13F-HR IRM / Iron Mountain Incorporated. (REIT) 37.72 12,285 17,285 40.70 478 652 36.40
2017-12-31 13F-HR FLR / Fluor Corp. 51.67 4,800 4,800 0.00 202 248 22.77
2017-12-31 13F-HR EBAY / eBay, Inc. 37.77 12,957 16,257 25.47 498 614 23.29
2017-12-31 13F-HR MRK / Merck & Co., Inc. 56.27 106,202 156,902 47.74 6,800 8,829 29.84
2017-12-31 13F-HR HCP / HCP, Inc. 26.09 22,232 31,432 41.38 619 820 32.47
2017-12-31 13F-HR AIV / Apartment Investment & Management Co. 43.79 2,900 2,900 0.00 127 127 0.00
2017-12-31 13F-HR HRI / Herc Holdings Inc. 62.50 2,080 2,080 0.00 102 130 27.45
2017-12-31 13F-HR OWE / Obsidian Energy Ltd. 1.25 40,000 40,000 0.00 42 50 19.05
2017-12-31 13F-HR THC / Tenet Healthcare Corp. 15.20 10,525 10,525 0.00 173 160 -7.51
2017-12-31 13F-HR KBR / KBR, Inc. 19.87 7,600 7,600 0.00 136 151 11.03
2017-12-31 13F-HR HES / Hess Corp. 47.49 17,227 22,827 32.51 808 1,084 34.16
2017-12-31 13F-HR DISH / DISH Network Corp. 47.69 4,068 4,068 0.00 221 194 -12.22
2017-12-31 13F-HR SWKS / Skyworks Solutions, Inc. 94.95 6,000 10,700 78.33 611 1,016 66.28
2017-12-31 13F-HR HST / Host Hotels & Resorts, Inc. 19.86 34,800 49,300 41.67 643 979 52.26
2017-12-31 13F-HR CARS / Cars.com Inc 28.77 1,166 5,666 385.93 31 163 425.81
2017-12-31 13F-HR CCL / Carnival Corp. 66.40 7,594 9,594 26.34 490 637 30.00
2017-12-31 13F-HR NFLX / Netflix, Inc. 191.95 13,114 21,214 61.77 2,378 4,072 71.24
2017-12-31 13F-HR CCK / Crown Holdings, Inc. 56.23 5,300 5,300 0.00 317 298 -5.99
2017-12-31 13F-HR BB / Blackberry Limited 11.20 26,200 36,700 40.08 292 411 40.75
2017-12-31 13F-HR VRSN / VeriSign, Inc. 114.56 1,676 1,676 0.00 178 192 7.87
2017-12-31 13F-HR XYL / Xylem, Inc. 68.23 8,867 12,267 38.34 555 837 50.81
2017-12-31 13F-HR RCI / Rogers Communications, Inc. 51.11 16,750 25,750 53.73 862 1,316 52.67
2017-12-31 13F-HR FIS / Fidelity National Information Services, Inc. 94.07 6,006 6,006 0.00 561 565 0.71
2017-12-31 13F-HR LB / L Brands, Inc. 60.22 6,908 6,908 0.00 287 416 44.95
2017-12-31 13F-HR MOMO / Momo Inc. 24.55 4,400 4,400 0.00 138 108 -21.74
2017-12-31 13F-HR QRVO / Qorvo, Inc. 66.43 2,800 2,800 0.00 198 186 -6.06
2017-12-31 13F-HR HSC / Harsco Corp. 18.62 2,900 2,900 0.00 61 54 -11.48
2017-12-31 13F-HR CA / CA, Inc. 33.29 15,200 21,600 42.11 507 719 41.81
2017-12-31 13F-HR FDX / FedEx Corp. 249.59 4,900 4,900 0.00 1,105 1,223 10.68
2017-12-31 13F-HR SPN / Superior Energy Services, Inc. 9.69 6,500 6,500 0.00 69 63 -8.70
2017-12-31 13F-HR TU / TELUS Corp. 37.98 8,700 11,900 36.78 312 452 44.87
2017-12-31 13F-HR FRC / First Republic Bank (San Francisco, California) 86.62 5,566 8,566 53.90 581 742 27.71
2017-12-31 13F-HR ADP / Automatic Data Processing, Inc. 117.18 16,100 24,500 52.17 1,760 2,871 63.13
2017-12-31 13F-HR SBAC / SBA Communications Corp. 163.38 4,086 6,286 53.84 589 1,027 74.36
2017-12-31 13F-HR CHTR / Charter Communications, Inc. 335.99 6,870 10,170 48.03 2,497 3,417 36.84
2017-12-31 13F-HR IPG / Interpublic Group of Companies, Inc. (The) 20.20 12,972 12,972 0.00 270 262 -2.96
2017-12-31 13F-HR WDAY / Workday, Inc. 101.73 5,066 7,766 53.30 534 790 47.94
2017-12-31 13F-HR TWX / Time Warner, Inc. 91.47 29,849 43,849 46.90 3,058 4,011 31.16
2017-12-31 13F-HR PCLN / The Priceline Group Inc. 1,737.87 1,653 2,453 48.40 3,026 4,263 40.88
2017-12-31 13F-HR WYNN / Wynn Resorts Ltd. 168.75 2,400 2,400 0.00 357 405 13.45
2017-12-31 13F-HR BNS / Bank of Nova Scotia (Halifax, NS) 64.75 50,798 74,998 47.64 3,258 4,856 49.05
2017-12-31 13F-HR PTEN / Patterson-UTI Energy, Inc. 22.89 3,800 3,800 0.00 80 87 8.75
2017-12-31 13F-HR FAST / Fastenal Co. 54.66 8,961 14,361 60.26 408 785 92.40
2017-12-31 13F-HR PLD / Prologis, Inc. 64.52 19,959 29,959 50.10 1,267 1,933 52.57
2017-12-31 13F-HR BCE / BCE Inc. 48.22 4,500 4,500 0.00 210 217 3.33
2017-12-31 13F-HR AMD / Advanced Micro Devices, Inc. 10.29 6,900 6,900 0.00 88 71 -19.32
2017-12-31 13F-HR NI / NiSource, Inc. 25.67 18,200 24,700 35.71 466 634 36.05
2017-12-31 13F-HR CINF / Cincinnati Financial Corp. 75.00 3,200 3,200 0.00 245 240 -2.04
2017-12-31 13F-HR DHR / Danaher Corp. 92.82 8,705 8,705 0.00 747 808 8.17
2017-12-31 13F-HR ECL / Ecolab, Inc. 134.17 9,296 13,796 48.41 1,196 1,851 54.77
2017-12-31 13F-HR DXC / DXC Technology Company 94.96 4,924 6,424 30.46 423 610 44.21
2017-12-31 13F-HR ANSS / ANSYS, Inc. 147.50 3,500 4,400 25.71 430 649 50.93
2017-12-31 13F-HR HBI / Hanesbrands, Inc. 20.93 15,300 22,600 47.71 377 473 25.46
2017-12-31 13F-HR MA / MasterCard Incorporated 151.36 30,879 48,479 57.00 4,360 7,338 68.30
2017-12-31 13F-HR KO / Coca Cola Co. 45.88 149,678 230,778 54.18 6,737 10,588 57.16
2017-12-31 13F-HR ALXN / Alexion Pharmaceuticals, Inc. 119.71 3,258 3,258 0.00 457 390 -14.66
2017-12-31 13F-HR VFC / V.F. Corp. 73.99 14,712 21,112 43.50 935 1,562 67.06
2017-12-31 13F-HR TECD / Tech Data Corp. 97.89 1,900 1,900 0.00 169 186 10.06
2017-12-31 13F-HR AXP / American Express Co. 99.32 30,524 44,524 45.87 2,761 4,422 60.16
2017-12-31 13F-HR FBHS / Fortune Brands Home & Security, Inc. 68.48 4,900 7,900 61.22 329 541 64.44
2017-12-31 13F-HR UNP / Union Pacific Corp. 134.11 30,090 46,090 53.17 3,490 6,181 77.11
2017-12-31 13F-HR DOV / Dover Corp. 100.99 8,020 11,120 38.65 733 1,123 53.21
2017-12-31 13F-HR LOW / Lowe's Companies, Inc. 92.95 32,295 47,995 48.61 2,582 4,461 72.77
2017-12-31 13F-HR GIL / Gildan Activewear, Inc. 32.43 6,400 10,700 67.19 200 347 73.50
2017-12-31 13F-HR DVN / Devon Energy Corp. 41.39 14,868 24,668 65.91 546 1,021 87.00
2017-12-31 13F-HR MMC / Marsh & McLennan Companies, Inc. 81.39 17,829 27,029 51.60 1,494 2,200 47.26
2017-12-31 13F-HR LYV / Live Nation Entertainment, Inc. 42.50 4,400 4,400 0.00 192 187 -2.60
2017-12-31 13F-HR VRX / Valeant Pharmaceuticals International, Inc. 20.92 11,900 11,900 0.00 170 249 46.47
2017-12-31 13F-HR ATI / Allegheny Technologies, Inc. 24.17 2,500 9,600 284.00 60 232 286.67
2017-12-31 13F-HR STT / State Street Corp. 97.59 15,842 22,942 44.82 1,514 2,239 47.89
2017-12-31 13F-HR TMO / Thermo Fisher Scientific, Inc. 189.89 6,072 6,072 0.00 1,149 1,153 0.35
2017-12-31 13F-HR NDAQ / Nasdaq, Inc. 76.79 3,100 5,300 70.97 240 407 69.58
2017-12-31 13F-HR APD / Air Products & Chemicals, Inc. 164.05 7,400 12,100 63.51 1,119 1,985 77.39
2017-12-31 13F-HR RRC / Range Resources Corp. 6.88 5,700 48,278 746.98 112 332 196.43
2017-12-31 13F-HR MBT / Mobile TeleSystem PJSC 10.18 5,700 5,700 0.00 60 58 -3.33
2017-12-31 13F-HR BOH / Bank of Hawaii Corp. 85.38 1,300 1,300 0.00 108 111 2.78
2017-12-31 13F-HR GE / General Electric Co. 17.45 174,881 174,881 0.00 4,229 3,052 -27.83
2017-12-31 13F-HR INFO / Metro One Telecommunications, Inc. 45.13 14,179 22,179 56.42 625 1,001 60.16
2017-12-31 13F-HR PANW / Palo Alto Networks, Inc. 144.29 700 700 0.00 101 101 0.00
2017-12-31 13F-HR DFS / Discover Financial Services 76.93 14,652 23,852 62.79 945 1,835 94.18
2017-12-31 13F-HR TMUS / T-Mobile US, Inc. 63.49 5,371 5,371 0.00 331 341 3.02
2017-12-31 13F-HR QVCA / Liberty Interactive Corp. Series A QVC Group 24.40 13,400 13,400 0.00 316 327 3.48
2017-12-31 13F-HR KEYS / Keysight Technologies Inc. 41.58 3,800 3,800 0.00 158 158 0.00
2017-12-31 13F-HR JLL / Jones Lang LaSalle Inc. 148.80 1,600 2,500 56.25 198 372 87.88
2017-12-31 13F-HR JW.A / Wiley (JOHN) & Sons, Inc. 65.62 1,600 1,600 0.00 86 105 22.09
2017-12-31 13F-HR AATDF / AA LTD 27.23 22,707 30,807 35.67 565 839 48.50
2017-12-31 13F-HR HIG / Hartford Financial Services Group, Inc. (The) 56.27 19,200 26,300 36.98 1,064 1,480 39.10
2017-12-31 13F-HR WMT / Wal-Mart Stores, Inc. 98.75 43,147 44,547 3.24 3,372 4,399 30.46
2017-12-31 13F-HR UAL / United Continental Holdings, Inc. 67.50 2,800 2,800 0.00 170 189 11.18
2017-12-31 13F-HR CLS / Celestica Inc. 10.51 7,900 7,900 0.00 98 83 -15.31
2017-12-31 13F-HR SHW / Sherwin-Williams Co. (The) 410.05 2,836 4,436 56.42 1,015 1,819 79.21
2017-12-31 13F-HR JNJ / Johnson & Johnson 139.72 101,605 151,805 49.41 13,210 21,210 60.56
2017-12-31 13F-HR MGLN / Magellan Health, Inc. 96.36 1,100 1,100 0.00 95 106 11.58
2017-12-31 13F-HR HBAN / Huntington Bancshares, Inc. 14.58 13,508 13,508 0.00 189 197 4.23
2017-12-31 13F-HR LNC.WS / Lincoln National Corp. 76.87 11,545 16,145 39.84 848 1,241 46.34
2017-12-31 13F-HR MCHP / Microchip Technology Inc. 87.89 10,241 14,541 41.99 919 1,278 39.06
2017-12-31 13F-HR SEE / Sealed Air Corp. 49.30 7,538 11,338 50.41 322 559 73.60
2017-12-31 13F-HR ROK / Rockwell Automation, Inc. 196.32 5,700 7,600 33.33 1,016 1,492 46.85
2017-12-31 13F-HR ORCL / Oracle Corp. 47.28 115,959 173,559 49.67 5,607 8,206 46.35
2017-12-31 13F-HR ULTA / Ulta Salon, Cosmetics & Fragrance, Inc. 223.57 1,700 2,800 64.71 384 626 63.02
2017-12-31 13F-HR CAH / Cardinal Health, Inc. 61.25 16,462 22,562 37.06 1,102 1,382 25.41
2017-12-31 13F-HR EA / Electronic Arts Inc. 105.12 2,968 2,968 0.00 350 312 -10.86
2017-12-31 13F-HR APA / Apache Corp. 42.24 11,112 18,512 66.59 509 782 53.63
2017-12-31 13F-HR VLO / Valero Energy Corp. 91.91 26,994 35,394 31.12 2,077 3,253 56.62
2017-12-31 13F-HR TOL / Toll Brothers, Inc. 48.00 1,500 1,500 0.00 62 72 16.13
2017-12-31 13F-HR NWS / News Corp 16.22 17,450 17,450 0.00 231 283 22.51
2017-12-31 13F-HR AVP / Avon Products, Inc. 2.15 20,900 20,900 0.00 49 45 -8.16
2017-12-31 13F-HR AMZN / Amazon.com, Inc. 1,169.39 4,705 4,705 0.00 4,523 5,502 21.64
2017-12-31 13F-HR AEE / Ameren Corp. 58.95 5,700 5,700 0.00 330 336 1.82
2017-12-31 13F-HR DKS / Dick's Sporting Goods, Inc. 28.75 2,900 800 -72.41 78 23 -70.51
2017-12-31 13F-HR WFC / Wells Fargo & Co. 60.67 101,665 98,565 -3.05 5,607 5,980 6.65
2017-12-31 13F-HR MLM / Martin Marietta Materials, Inc. 222.00 500 500 0.00 103 111 7.77
2017-12-31 13F-HR PAYX / Paychex, Inc. 68.12 6,723 6,723 0.00 403 458 13.65
2017-12-31 13F-HR GWW / Grainger (W.W.), Inc. 236.18 2,300 3,400 47.83 413 803 94.43
2017-12-31 13F-HR HLT / Hilton Worldwide Holdings Inc. 79.84 5,832 9,532 63.44 405 761 87.90
2017-12-31 13F-HR C / Citigroup, Inc. 74.41 68,290 66,890 -2.05 4,967 4,977 0.20
2017-12-31 13F-HR GM / General Motors Company 41.00 40,560 40,560 0.00 1,638 1,663 1.53
2017-12-31 13F-HR BA / Boeing Company (The) 294.87 10,130 10,730 5.92 2,575 3,164 22.87
2017-12-31 13F-HR LUV / Southwest Airlines Co. 65.42 6,700 11,800 76.12 375 772 105.87
2017-12-31 13F-HR DRE / Duke Realty Corp. 27.21 15,300 22,200 45.10 441 604 36.96
2017-12-31 13F-HR EXR / Extra Space Storage, Inc. 87.00 1,000 1,000 0.00 80 87 8.75
2017-12-31 13F-HR ATVI / Activision Blizzard, Inc. 63.30 11,769 11,769 0.00 759 745 -1.84
2017-12-31 13F-HR LMT / Lockheed Martin Corp. 321.07 4,784 4,784 0.00 1,484 1,536 3.50
2017-12-31 13F-HR OXY / Occidental Petroleum Corp. 73.67 32,245 46,045 42.80 2,070 3,392 63.86
2017-12-31 13F-HR TROW / Price (T.) Rowe Group, Inc. 104.94 10,900 15,400 41.28 988 1,616 63.56
2017-12-31 13F-HR TAL / TAL International Group, Inc. 29.62 5,200 5,200 0.00 175 154 -12.00
2017-12-31 13F-HR ANTM / Anthem, Inc. 225.03 11,898 16,798 41.18 2,259 3,780 67.33
2017-12-31 13F-HR BRK.B / Berkshire Hathaway, Inc. 198.22 24,404 24,604 0.82 4,474 4,877 9.01
2017-12-31 13F-HR RRD / Donnelley (R.R.) & Sons Co. 9.21 3,366 3,366 0.00 35 31 -11.43
2017-12-31 13F-HR FLS / Flowserve Corp. 42.12 5,900 8,500 44.07 251 358 42.63
2017-12-31 13F-HR TEO / Telecom Argentina S.A. 36.63 288,100 288,100 0.00 8,885 10,553 18.77
2017-12-31 13F-HR DLR / Digital Realty Trust, Inc. 114.12 1,770 1,770 0.00 209 202 -3.35
2017-12-31 13F-HR MSI / Motorola Solutions, Inc. 90.32 8,500 9,300 9.41 721 840 16.50
2017-12-31 13F-HR VAR / Varian Medical Systems, Inc. 111.15 3,400 5,200 52.94 340 578 70.00
2017-12-31 13F-HR HTZ / Hertz Global Holdings, Inc. 22.13 9,940 9,940 0.00 222 220 -0.90
2017-12-31 13F-HR OMI / Owens & Minor, Inc. (Holding Company) 19.00 3,000 3,000 0.00 88 57 -35.23
2017-12-31 13F-HR SJR / Shaw Communications Inc. Class B Non-Voting Participating 22.89 18,715 25,815 37.94 430 591 37.44
2017-12-31 13F-HR LNG / Cheniere Energy, Inc. 53.82 6,300 10,200 61.90 284 549 93.31
2017-12-31 13F-HR RCII / Rent-A-Center, Inc. 11.03 2,900 2,900 0.00 33 32 -3.03
2017-12-31 13F-HR LH / Laboratory Corp. of America Holdings 159.54 4,525 6,525 44.20 683 1,041 52.42
2017-12-31 13F-HR GGAL / Grupo Financiero Galicia S.A. 65.85 204,500 204,500 0.00 10,540 13,466 27.76
2017-12-31 13F-HR IVZ / Invesco Ltd. 36.56 18,400 30,200 64.13 645 1,104 71.16
2017-12-31 13F-HR FRT / Federal Realty Investment Trust 132.85 2,411 3,711 53.92 299 493 64.88
2017-12-31 13F-HR MHFI / McGraw Hill Financial, Inc. 169.41 8,995 13,795 53.36 1,406 2,337 66.22
2017-12-31 13F-HR ATO / Atmos Energy Corp. 86.00 2,000 2,000 0.00 168 172 2.38
2017-12-31 13F-HR ATHM / Autohome Inc. 2,500 0 -100.00 150 0 -100.00
2017-12-31 13F-HR ITT / ITT Inc. 2,900 0 -100.00 128 0 -100.00
2017-12-31 13F-HR ZTO / ZTO Express (Cayman) Inc. 13,000 0 -100.00 183 0 -100.00
2017-12-31 13F-HR SINA / Sina Corp. 1,600 0 -100.00 183 0 -100.00
2017-12-31 13F-HR BFR / BBVA Banco Frances S.A. 215,300 0 -100.00 4,390 0 -100.00
2017-12-31 13F-HR KMPR / Kemper Corporation 2,400 0 -100.00 127 0 -100.00
2017-12-31 13F-HR YPF / YPF Sociedad Anonima 235,300 0 -100.00 5,242 0 -100.00
2017-12-31 13F-HR TIME / Time Inc. 1,787 0 -100.00 24 0 -100.00
2017-12-31 13F-HR RLGY / Realogy Holdings Corp. 4,100 0 -100.00 135 0 -100.00
2017-12-31 13F-HR AGNC / AGNC Investment Corp. 2,100 0 -100.00 46 0 -100.00
2017-12-31 13F-HR BMA / Banco Macro S.A. 84,200 0 -100.00 9,881 0 -100.00
2017-12-31 13F-HR EDN / Empresa Distribuidora y Comercializadora Norte S.A. 36,300 0 -100.00 1,443 0 -100.00
2017-12-31 13F-HR GCI / Gannett Co., Inc. 4,050 0 -100.00 36 0 -100.00
2017-12-31 13F-HR LVLT / Level 3 Communications, Inc. 9,718 0 -100.00 518 0 -100.00
2017-12-31 13F-HR DNOW / NOW Inc. 1,900 0 -100.00 26 0 -100.00
2017-12-31 13F-HR PBF / PBF Energy, Inc. 5,100 0 -100.00 141 0 -100.00
2017-12-31 13F-HR QEP / QEP Resources, Inc. 7,600 0 -100.00 65 0 -100.00
2017-12-31 13F-HR Q / Quintiles Transitional Holdings Inc. 5,200 0 -100.00 494 0 -100.00
2017-12-31 13F-HR SPB / Spectrum Brands Holdings, Inc. 600 0 -100.00 64 0 -100.00
2017-12-31 13F-HR WIN / Windstream Holdings, Inc. 15,983 0 -100.00 28 0 -100.00
2017-12-31 13F-HR ARCO / Arcos Dorados Holdings, Inc. 548,756 0 -100.00 5,515 0 -100.00
2017-12-31 13F-HR MD / Mednax, Inc. 2,300 0 -100.00 99 0 -100.00
2017-12-31 13F-HR IRS / IRSA Inversiones y Representaciones S.A. 36,400 0 -100.00 894 0 -100.00
2017-12-31 13F-HR SBNYW / Signature Bank 1,900 0 -100.00 243 0 -100.00
2017-12-31 13F-HR S / Sprint Corporation 23,800 0 -100.00 185 0 -100.00
2017-12-31 13F-HR CRESY / Cresud SA Comercial Industrial Financiera Y Agropecuria Cres 172,350 0 -100.00 3,218 0 -100.00
2017-12-31 13F-HR PDCO / Patterson Companies, Inc. 2,300 0 -100.00 89 0 -100.00
2017-12-31 13F-HR THG / Hanover Insurance Group, Inc. (The) 2,200 0 -100.00 213 0 -100.00
2017-12-31 13F-HR ATW / Atwood Oceanics, Inc. 6,300 0 -100.00 59 0 -100.00
2017-12-31 13F-HR BAM / Brookfield Asset Management, Inc. 18,782 0 -100.00 774 0 -100.00
2017-12-31 13F-HR UFS / Domator Corp. 2,800 0 -100.00 121 0 -100.00
2017-12-31 13F-HR MTL / Mechel OAO 17,200 0 -100.00 89 0 -100.00
2017-12-31 13F-HR MUR / Murphy Oil Corp. 1,600 0 -100.00 42 0 -100.00
2017-12-31 13F-HR OAS / Oasis Petroleum Inc. 5,000 0 -100.00 46 0 -100.00
2017-12-31 13F-HR PHH / PHH Corp. 5,800 0 -100.00 81 0 -100.00
2017-12-31 13F-HR ESND / Essendant Inc. 2,500 0 -100.00 33 0 -100.00
2017-12-31 13F-HR LLL / L-3 Communications Holdings, Inc. 2,555 0 -100.00 481 0 -100.00
2017-12-31 13F-HR MFGP / Micro Focus International plc 10,244 0 -100.00 327 0 -100.00
2017-12-31 13F-HR TGS / Transportadora de Gas del Sur S.A. 101,000 0 -100.00 2,051 0 -100.00