RIVERHEAD CAPITAL MANAGEMENT LLC

13F filer, CIK 1568679, WILMINGTON, DE

RIVERHEAD CAPITAL MANAGEMENT LLC reported $2,361,388,000 across 1,541 holdings for the quarter ended 2017-12-31, in a 13F-HR filed 2018-02-14. Its ten largest share positions make up 11.15% of the portfolio.

Filed 2018-02-14 (acceptance time not in the bulk data set), ingested 2026-10-07 19:06:41 UTC13F-HR 0001568679-18-000001

Period: 2017-12-31
Reported value: $2.36B
Holdings: 1,541
Top 10 weight: 11.15%
New: 54
Sold out: 47

Largest buys vs the previous quarter

Security	Shares change	Approx. value
TEVA PHARMACEUTICAL FIN LLCnew	+20,000,000	$17.6M
ISRGadded	+22,733	$8.3M
ELVadded	+30,990	$6.97M
WALGREENS BOOTS ALLIANCE INCadded	+79,143	$5.75M
CCLadded	+75,738	$5.03M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
STWD 3.75 10/17exited	-19,005,000	-$19M
IVVreduced	-47,766	-$12.8M
XLVexited	-112,714	-$9.21M
DRIreduced	-76,834	-$7.38M
PRUreduced	-55,250	-$6.35M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2017

Share positions as resolved from 13F-HR 0001568679-18-000001, largest first. % of portfolio is the value over $2,361,388,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
BBYBEST BUY INC	548,228	$37.5M	1.59%	-52,218	Timeline
AAPLAPPLE INC	185,256	$31.4M	1.33%	+8,684	Timeline
BABOEING CO	104,365	$30.8M	1.3%	+7,020	Timeline
WMTWALMART INC	311,293	$30.7M	1.3%	-8,198	Timeline
VLOVALERO ENERGY CORP	297,031	$27.3M	1.16%	+18,930	Timeline
JNJJOHNSON & JOHNSON	163,574	$22.9M	0.97%	+4,203	Timeline
LNCLINCOLN NATL CORP IND	286,997	$22.1M	0.93%	+17,212	Timeline
URIUNITED RENTALS INC	121,969	$21M	0.89%	-16,197	Timeline
LUVSOUTHWEST AIRLS CO	305,549	$20M	0.85%	+35,265	Timeline
RHIROBERT HALF INC.	356,276	$19.8M	0.84%	+38,970	Timeline
CMICUMMINS INC	107,603	$19M	0.8%	+19,569	Timeline
TEVA PHARMACEUTICAL FIN LLCTEVA PHARMACEUTICAL FIN LLC	20,000,000	$17.6M	0.75%	new
ADBEADOBE INC	98,853	$17.3M	0.73%	-10,538	Timeline
ELVELEVANCE HEALTH INC FORMERLY	75,513	$17M	0.72%	+30,990	Timeline
EXPRESS SCRIPTS HLDG COEXPRESS SCRIPTS HLDG CO	223,568	$16.7M	0.71%	+12,700
TXNTEXAS INSTRS INC	159,030	$16.6M	0.7%	-35,047	Timeline
MSFTMICROSOFT CORP	189,928	$16.2M	0.69%	-13,383	Timeline
AMPAMERIPRISE FINL INC	94,107	$15.9M	0.68%	+9,356	Timeline
HUMHUMANA INC	63,441	$15.7M	0.67%	+17,811	Timeline
ACNACCENTURE PLC IRELAND	101,896	$15.6M	0.66%	+10,955	Timeline
METAMETA PLATFORMS INC	88,094	$15.5M	0.66%	+204	Timeline
GOOGALPHABET INC	14,705	$15.4M	0.65%	-2,346	Timeline
CLXCLOROX CO DEL	99,004	$14.7M	0.62%	+2,870	Timeline
SWKSSKYWORKS SOLUTIONS INC	151,350	$14.4M	0.61%	-914	Timeline
NTAPNETAPP INC	256,333	$14.2M	0.6%	-111,084	Timeline
AMATAPPLIED MATLS INC	270,498	$13.8M	0.59%	-77,947	Timeline
PFEPFIZER INC	380,690	$13.8M	0.58%	+59,281	Timeline
ISRGINTUITIVE SURGICAL INC	35,060	$12.8M	0.54%	+22,733	Timeline
CCITIGROUP INC	171,635	$12.8M	0.54%	+10,900	Timeline
UNHUNITEDHEALTH GROUP INC	57,032	$12.6M	0.53%	-3,246	Timeline
FFIVF5 INC	90,881	$11.9M	0.5%	-20,830	Timeline
ZIONZIONS BANCORPORATION NATL AS	232,095	$11.8M	0.5%	-41,200	Timeline
CAGCONAGRA BRANDS INC	311,358	$11.7M	0.5%	+43,046	Timeline
OCOWENS CORNING NEW	126,180	$11.6M	0.49%	+24,450	Timeline
ADMARCHER DANIELS MIDLAND CO	289,033	$11.6M	0.49%	+87,142	Timeline
DRIDARDEN RESTAURANTS INC	115,332	$11.1M	0.47%	-76,834	Timeline
HPQHP INC	516,403	$10.8M	0.46%	+151,488	Timeline
COFCAPITAL ONE FINL CORP	107,372	$10.7M	0.45%	+13,726	Timeline
BIIBBIOGEN INC	33,476	$10.7M	0.45%	+11,858	Timeline
THOTHOR INDS INC	69,702	$10.5M	0.44%	+1,600	Timeline
PYPLPAYPAL HLDGS INC	142,553	$10.5M	0.44%	+41,004	Timeline
MICHAEL KORS HLDGS LTDMICHAEL KORS HLDGS LTD	165,660	$10.4M	0.44%	+33,278
WYNDHAM DESTINATIONS INCWYNDHAM DESTINATIONS INC	89,904	$10.4M	0.44%	+29,788
PROSPECT CAPITAL CORPORATIONPROSPECT CAPITAL CORPORATION	10,000,000	$10.1M	0.43%	0
MPCMARATHON PETE CORP	151,760	$10M	0.42%	+68,775	Timeline
DXCDXC TECHNOLOGY CO	103,348	$9.81M	0.42%	+22,428	Timeline
MSMORGAN STANLEY	186,625	$9.79M	0.41%	-21,740	Timeline
HIGHARTFORD INSURANCE GROUP INC	173,918	$9.79M	0.41%	+42,190	Timeline
LAM RESEARCH CORPLAM RESEARCH CORP	53,023	$9.76M	0.41%	+2,826
CVSCVS HEALTH CORP	133,698	$9.69M	0.41%	-3,228	Timeline
PRUPRUDENTIAL FINL INC	83,387	$9.59M	0.41%	-55,250	Timeline
TGTTARGET CORP	142,031	$9.27M	0.39%	-31,440	Timeline
GOOGLALPHABET INC	8,780	$9.25M	0.39%	-2,484	Timeline
GLWCORNING INC	289,067	$9.25M	0.39%	-61,965	Timeline
CSCOCISCO SYS INC	239,576	$9.18M	0.39%	+14,599	Timeline
BACBANK OF AMER CORP	304,236	$8.98M	0.38%	+20,700	Timeline
TAT&T INC	228,388	$8.88M	0.38%	-8,452	Timeline
GSGOLDMAN SACHS GROUP INC	34,328	$8.74M	0.37%	-14,404	Timeline
WALGREENS BOOTS ALLIANCE INCWALGREENS BOOTS ALLIANCE INC	120,280	$8.73M	0.37%	+79,143
AMGNAMGEN INC	49,919	$8.68M	0.37%	+4,667	Timeline
GSLCGOLDMAN SACHS ETF TR	162,086	$8.65M	0.37%	-8,600	Timeline
DVADAVITA INC	119,680	$8.65M	0.37%	+4,324	Timeline
MCDMCDONALDS CORP	49,855	$8.58M	0.36%	+2,269	Timeline
JPMJPMORGAN CHASE & CO	79,720	$8.53M	0.36%	-5,126	Timeline
CCLCARNIVAL CORP	126,060	$8.37M	0.35%	+75,738	Timeline
TSNTYSON FOODS INC	102,689	$8.32M	0.35%	-56,308	Timeline
RFREGIONS FINANCIAL CORP NEW	478,799	$8.27M	0.35%	-70,554	Timeline
GSIEGOLDMAN SACHS ETF TR	274,827	$8.24M	0.35%	0	Timeline
PGPROCTER & GAMBLE CO	89,034	$8.18M	0.35%	+4,946	Timeline
RRYDER SYS INC	95,728	$8.06M	0.34%	+1,550	Timeline
UALUNITED AIRLS HLDGS INC	118,764	$8.01M	0.34%	-69,098	Timeline
SYFSYNCHRONY FINANCIAL	200,554	$7.74M	0.33%	+24,414	Timeline
AFLAFLAC INC	87,181	$7.65M	0.32%	+29,314	Timeline
BRK-BBERKSHIRE HATHAWAY INC DEL	38,075	$7.55M	0.32%	+3,824	Timeline
WELLCARE HEALTH PLANS INCWELLCARE HEALTH PLANS INC	37,085	$7.46M	0.32%	+5,110
EGEVEREST GROUP LTD	33,550	$7.42M	0.31%	-7,095	Timeline
HSTHOST HOTELS & RESORTS INC	373,806	$7.42M	0.31%	+74,643	Timeline
ALLALLSTATE CORP	70,331	$7.36M	0.31%	+30,329	Timeline
AMZNAMAZON COM INC	6,239	$7.3M	0.31%	+640	Timeline
ORCLORACLE CORP	153,845	$7.27M	0.31%	+55,300	Timeline
ONON SEMICONDUCTOR CORP	338,450	$7.09M	0.3%	+206,046	Timeline
GILDGILEAD SCIENCES INC	97,584	$6.99M	0.3%	+3,720	Timeline
ORIOLD REP INTL CORP	326,764	$6.99M	0.3%	+139,950	Timeline
STLDSTEEL DYNAMICS INC	161,543	$6.97M	0.3%	-4,586	Timeline
MUMICRON TECHNOLOGY INC	166,778	$6.86M	0.29%	-44,673	Timeline
MSIMOTOROLA SOLUTIONS INC	75,890	$6.86M	0.29%	-9,688	Timeline
LEALEAR CORP	38,650	$6.83M	0.29%	+5,833	Timeline
TRVTRAVELERS COMPANIES INC	49,762	$6.75M	0.29%	+2,229	Timeline
NVDANVIDIA CORPORATION	34,506	$6.68M	0.28%	-1,945	Timeline
XOMEXXON MOBIL CORP	79,723	$6.67M	0.28%	+3,868	Timeline
TDCTERADATA CORP DEL	171,989	$6.62M	0.28%	-12,999	Timeline
SYYSYSCO CORP	108,353	$6.58M	0.28%	+752	Timeline
PKGPACKAGING CORP AMER	54,430	$6.56M	0.28%	-4,430	Timeline
BEMIS INCBEMIS INC	136,626	$6.53M	0.28%	+1,400
EMNEASTMAN CHEM CO	70,227	$6.51M	0.28%	+2,298	Timeline
MARMARRIOTT INTL INC NEW	47,689	$6.47M	0.27%	+24,095	Timeline
JUNIPER NETWORKS INCJUNIPER NETWORKS INC	225,695	$6.43M	0.27%	-30,121
COHERENT INCCOHERENT INC	22,034	$6.22M	0.26%	+7,240
GWWWW GRAINGER INC	26,172	$6.18M	0.26%	-9,795	Timeline
WDCWESTERN DIGITAL CORP	77,647	$6.17M	0.26%	+26,856	Timeline
INTCINTEL CORP	131,280	$6.06M	0.26%	+5,292	Timeline
CCCHEMOURS CO	119,976	$6.01M	0.25%	+48,053	Timeline
KMBKIMBERLY-CLARK CORP	49,263	$5.94M	0.25%	+5,303	Timeline
EBAYEBAY INC.	156,882	$5.92M	0.25%	+3,039	Timeline
AKAMAKAMAI TECHNOLOGIES INC	90,170	$5.86M	0.25%	+4,588	Timeline
GMGENERAL MTRS CO	140,574	$5.76M	0.24%	+26,124	Timeline
CPACOPA HOLDINGS SA	42,490	$5.7M	0.24%	+3,200	Timeline
ANSYS INCANSYS INC	37,826	$5.58M	0.24%	+21,513
XELXCEL ENERGY INC	114,745	$5.52M	0.23%	+7,605	Timeline
TRNTRINITY INDS INC	147,310	$5.52M	0.23%	-49,150	Timeline
ALLYALLY FINL INC	189,060	$5.51M	0.23%	+6,410	Timeline
HOLLYFRONTIER CORPHOLLYFRONTIER CORP	106,138	$5.44M	0.23%	+17,760
PNWPINNACLE WEST CAP CORP	63,246	$5.39M	0.23%	+262	Timeline
WESTROCK COWESTROCK CO	84,837	$5.36M	0.23%	+10,869
PNCPNC FINL SVCS GROUP INC	37,127	$5.36M	0.23%	+5,731	Timeline
ROSTROSS STORES INC	65,993	$5.3M	0.22%	-40,375	Timeline
FCXFREEPORT MCMORAN INC	276,445	$5.24M	0.22%	+71,990	Timeline
HDHOME DEPOT INC	27,410	$5.2M	0.22%	+2,908	Timeline
ORLYOREILLY AUTOMOTIVE INC	21,551	$5.18M	0.22%	-148	Timeline
DALDELTA AIR LINES INC	92,538	$5.18M	0.22%	+6,586	Timeline
EAELECTRONIC ARTS INC	49,238	$5.17M	0.22%	+19,653	Timeline
RCLROYAL CARIBBEAN GROUP	43,330	$5.17M	0.22%	+17,586	Timeline
GPKGRAPHIC PACKAGING HLDG CO	333,130	$5.15M	0.22%	-144,120	Timeline
SOSOUTHERN CO	105,485	$5.07M	0.21%	+1,326	Timeline
FITBFIFTH THIRD BANCORP	166,376	$5.05M	0.21%	+60,413	Timeline
Lincoln National CorporatLincoln National Corporat	119,746	$5.03M	0.21%	+31,180
DGXQUEST DIAGNOSTICS INC	50,756	$5M	0.21%	-15,959	Timeline
TERTERADYNE INC	118,813	$4.97M	0.21%	+71,600	Timeline
ABBVABBVIE INC	51,408	$4.97M	0.21%	+38,119	Timeline
NVRNVR INC	1,414	$4.96M	0.21%	+680	Timeline
CVXCHEVRON CORPORATION	39,422	$4.93M	0.21%	+4,949	Timeline
NUSNU SKIN ENTERPRISES INC	72,130	$4.92M	0.21%	-55,020	Timeline
JBLJABIL INC	186,569	$4.9M	0.21%	+19,610	Timeline
DISDISNEY WALT CO	45,410	$4.88M	0.21%	-13,253	Timeline
CDNSCADENCE DESIGN SYSTEM INC	115,779	$4.84M	0.21%	+88,221	Timeline
CA INC COMCA INC COM	143,040	$4.76M	0.2%	+9,553
BUNGE LTDBUNGE LTD	70,500	$4.73M	0.2%	-11,820
BDXBECTON DICKINSON & CO	22,008	$4.71M	0.2%	+429	Timeline
AGOASSURED GUARANTY LTD	138,250	$4.68M	0.2%	+6,700	Timeline
ETNEATON CORP PLC	59,221	$4.68M	0.2%	+13,306	Timeline
IJHISHARES TR	24,428	$4.64M	0.2%	-1,335	Timeline
PCGPG&E CORP	102,041	$4.57M	0.19%	+32,450	Timeline
TOLTOLL BROTHERS INC	95,105	$4.57M	0.19%	+46,400	Timeline
E TRADE FINANCIAL CORPE TRADE FINANCIAL CORP	91,897	$4.55M	0.19%	+12,742
JBLUJETBLUE AIRWAYS CORP	203,252	$4.54M	0.19%	+83,600	Timeline
VZVERIZON COMMUNICATIONS INC	85,766	$4.54M	0.19%	+2,237	Timeline
VVISA INC	39,593	$4.51M	0.19%	+4,100	Timeline
VSSVANGUARD INTL EQUITY INDEX F	37,823	$4.51M	0.19%	+900	Timeline
AIZASSURANT INC	44,497	$4.49M	0.19%	-14,333	Timeline
OMCOMNICOM GROUP INC	60,804	$4.43M	0.19%	-13,676	Timeline
TTWOTAKE-TWO INTERACTIVE SOFTWAR	40,090	$4.4M	0.19%	+12,650	Timeline
LYBLYONDELLBASELL INDUSTRIES NV	39,465	$4.35M	0.18%	+2,058	Timeline
AEEAMEREN CORP	73,254	$4.32M	0.18%	+19,272	Timeline
HARRIS CORP INCHARRIS CORP INC	30,341	$4.3M	0.18%	-4,520
MANMANPOWERGROUP INC WIS	33,888	$4.27M	0.18%	-4,662	Timeline
SNASNAP ON INC	24,399	$4.25M	0.18%	+355	Timeline
KANSAS CITY SOUTHERNKANSAS CITY SOUTHERN	40,089	$4.22M	0.18%	+22,838
WFCWELLS FARGO & CO	68,971	$4.18M	0.18%	+600	Timeline
XL GROUP LTDXL GROUP LTD	117,398	$4.13M	0.17%	+23,933
EDCONSOLIDATED EDISON INC	48,499	$4.12M	0.17%	+4,590	Timeline
VBVANGUARD INDEX FDS	27,765	$4.1M	0.17%	-1,436	Timeline
KRKROGER CO	148,679	$4.08M	0.17%	-27,559	Timeline
TMOTHERMO FISHER SCIENTIFIC INC	21,113	$4.01M	0.17%	+4,434	Timeline
MTDMETTLER TOLEDO INTERNATIONAL	6,449	$4M	0.17%	+1,849	Timeline
SVB FINANCIAL GROUPSVB FINANCIAL GROUP	17,069	$3.99M	0.17%	+3,600
PEOPLE'S UNITED FINANCIAL I…PEOPLE'S UNITED FINANCIAL INC	213,166	$3.99M	0.17%	-1,537
AOSSMITH A O CORP	64,436	$3.95M	0.17%	-1,438	Timeline
ALKALASKA AIR GROUP INC	53,226	$3.91M	0.17%	-12,401	Timeline
NFGNATIONAL FUEL GAS CO	70,628	$3.88M	0.16%	+37,440	Timeline
CORCENCORA INC	42,173	$3.87M	0.16%	+366	Timeline
OSKOSHKOSH CORP	42,068	$3.82M	0.16%	-4,702	Timeline
UNMUNUM GROUP	68,265	$3.75M	0.16%	-38,350	Timeline
KSSKOHLS CORP	69,013	$3.74M	0.16%	-42,354	Timeline
DISCOVER FINL SVCSDISCOVER FINL SVCS	48,517	$3.73M	0.16%	-2,317
ARRIS INTL INC SHSARRIS INTL INC SHS	144,775	$3.72M	0.16%	+13,750
UNPUNION PAC CORP	27,683	$3.71M	0.16%	+15,764	Timeline
PCARPACCAR INC	52,086	$3.7M	0.16%	+10,573	Timeline
DUKE REALTY CORPDUKE REALTY CORP	135,392	$3.68M	0.16%	+57,142
MRKMERCK & CO INC	65,389	$3.68M	0.16%	-7,114	Timeline
MURMURPHY OIL CORP	118,195	$3.67M	0.16%	+5,440	Timeline
LAZARD LTD-CLASS ALAZARD LTD-CLASS A	68,930	$3.62M	0.15%	+7,370
UHSUNIVERSAL HLTH SVCS INC	31,742	$3.6M	0.15%	+7,708	Timeline
HRLHORMEL FOODS CORP	97,934	$3.56M	0.15%	+336	Timeline
SIGSIGNET JEWELERS LTD	61,577	$3.48M	0.15%	-41,705	Timeline
CMCSACOMCAST CORP NEW	86,772	$3.48M	0.15%	+47,700	Timeline
BNYBANK OF NY MELLON CORP	64,179	$3.46M	0.15%	-3,006	Timeline
BPOPPOPULAR INC	97,399	$3.46M	0.15%	+68,900	Timeline
ARISTA NETWORKS INCARISTA NETWORKS INC	14,248	$3.36M	0.14%	+6,552
AXPAMERICAN EXPRESS CO	33,601	$3.34M	0.14%	+21,056	Timeline
HIIHUNTINGTON INGALLS INDS INC	14,120	$3.33M	0.14%	+1,800	Timeline
MDPEDIATRIX MEDICAL GROUP INC	61,889	$3.31M	0.14%	-6,100	Timeline
VARIAN MED SYS INCVARIAN MED SYS INC	29,720	$3.3M	0.14%	+11,492
CIGNA CORPORATIONCIGNA CORPORATION	16,000	$3.25M	0.14%	+1,050
AMTAMERICAN TOWER CORP	22,739	$3.24M	0.14%	+1,734	Timeline
FFORD MTR CO	258,648	$3.23M	0.14%	+89,544	Timeline
ALSNALLISON TRANSMISSION HLDGS I	74,870	$3.22M	0.14%	+11,420	Timeline
VRSNVERISIGN INC	27,906	$3.19M	0.14%	-6,089	Timeline
FRCBFIRST REP BK SAN FRANCISCO CAL	36,350	$3.15M	0.13%	-1,386	Timeline
EIXEDISON INTL	49,536	$3.13M	0.13%	+30,241	Timeline
AALAMERICAN AIRLINES GROUP INC	60,199	$3.13M	0.13%	-39,704	Timeline
DHRDANAHER CORP DEL	33,289	$3.09M	0.13%	+6,059	Timeline
CTSHCOGNIZANT TECHNOLOGY SOLUTIO	43,272	$3.07M	0.13%	+1,327	Timeline
PRICELINE GRP INCPRICELINE GRP INC	1,761	$3.06M	0.13%	+21
DOMTAR CORPDOMTAR CORP	61,387	$3.04M	0.13%	+7,550
CAHCARDINAL HEALTH INC	49,163	$3.01M	0.13%	+22,159	Timeline
MKTXMARKETAXESS HLDGS INC	14,870	$3M	0.13%	0	Timeline
SPGIS&P GLOBAL INC	17,539	$2.97M	0.13%	+1,250	Timeline
LLYELI LILLY & CO	35,013	$2.96M	0.13%	+7,103	Timeline
EXCEXELON CORP	74,854	$2.95M	0.12%	-10,296	Timeline
LKQLKQ CORP	72,309	$2.94M	0.12%	-4,552	Timeline
QEP RESOURCES INCQEP RESOURCES INC	303,705	$2.91M	0.12%	+83,565
CMACOMERICA INC	33,037	$2.87M	0.12%	-6,108	Timeline
MAMASTERCARD INCORPORATED	18,679	$2.83M	0.12%	+1,124	Timeline
MMM3M CO	11,956	$2.81M	0.12%	+2,410	Timeline
APACHE CORPAPACHE CORP	65,909	$2.78M	0.12%	+19,737
KLACKLA CORP	26,476	$2.78M	0.12%	+10,720	Timeline
KNXKNIGHT-SWIFT TRANSN HLDGS IN	63,439	$2.77M	0.12%	+6,819	Timeline
INGERSOLL-RAND PLCINGERSOLL-RAND PLC	30,652	$2.73M	0.12%	-14,317
CNCCENTENE CORP DEL	27,045	$2.73M	0.12%	+7,529	Timeline
AAALCOA CORP	50,500	$2.72M	0.12%	new	Timeline
SPRSPIRIT AEROSYSTEMS HLDGS INC	31,000	$2.71M	0.11%	-13,470	Timeline
CFGCITIZENS FINL GROUP INC	64,368	$2.7M	0.11%	-39,222	Timeline
PPCPILGRIMS PRIDE CORP	86,770	$2.69M	0.11%	-12,450	Timeline
TJXTJX COS INC NEW	35,226	$2.69M	0.11%	+2,773	Timeline
LIBERTY INTERACTIVE CORPLIBERTY INTERACTIVE CORP	109,600	$2.68M	0.11%	new
ZTSZOETIS INC	36,652	$2.64M	0.11%	+494	Timeline
VYXNCR VOYIX CORPORATION	77,404	$2.63M	0.11%	+31,473	Timeline
NEWFIELD EXPL CONEWFIELD EXPL CO	82,772	$2.61M	0.11%	+48,897
XILINX INCXILINX INC	38,547	$2.6M	0.11%	-17,667
CITRIX SYSTEMS INCCITRIX SYSTEMS INC	29,455	$2.59M	0.11%	-12,156
SPIRIT AIRLS INCSPIRIT AIRLS INC	57,150	$2.56M	0.11%	-20,604
UNITED TECHNOLOGIES CORPUNITED TECHNOLOGIES CORP	19,884	$2.54M	0.11%	+7,380
BERRY GLOBAL GROUP INCBERRY GLOBAL GROUP INC	43,000	$2.52M	0.11%	-19,906
CASYCASEYS GEN STORES INC	22,343	$2.5M	0.11%	-180	Timeline
WMWASTE MGMT INC DEL	28,699	$2.48M	0.1%	+389	Timeline
IAC INTERACTIVECORPIAC INTERACTIVECORP	20,200	$2.47M	0.1%	+10,500
SYKSTRYKER CORPORATION	15,857	$2.46M	0.1%	+1,633	Timeline
HCAHCA HEALTHCARE INC	27,914	$2.45M	0.1%	+9,752	Timeline
PGRPROGRESSIVE CORP	43,503	$2.45M	0.1%	+18,332	Timeline
SANTANDER CONSUMER USA HOLD…SANTANDER CONSUMER USA HOLDINGS	129,600	$2.41M	0.1%	-3,750
HCP INCHCP INC	91,908	$2.4M	0.1%	+15,778
DGDOLLAR GEN CORP	25,598	$2.38M	0.1%	+1,313	Timeline
GISGENERAL MILLS INC	40,123	$2.38M	0.1%	+19,172	Timeline
CSLCARLISLE COS INC	20,787	$2.36M	0.1%	+16,600	Timeline
HUNHUNTSMAN CORP	70,380	$2.34M	0.1%	new	Timeline
COSTCOSTCO WHOLESALE CORPORATION	12,585	$2.34M	0.1%	+2,556	Timeline
MCKMCKESSON CORP	14,964	$2.33M	0.1%	-9,171	Timeline
PHMPULTE GROUP INC	70,083	$2.33M	0.1%	+57,660	Timeline
TFXTELEFLEX INCORPORATED	9,343	$2.33M	0.1%	+3,500	Timeline
MICHAELS COS INCMICHAELS COS INC	93,395	$2.26M	0.1%	+16,900
LIBERTY INTERACTIVE CORPLIBERTY INTERACTIVE CORP	41,650	$2.26M	0.1%	+12,636
NOCNORTHROP GRUMMAN CORP	7,340	$2.25M	0.1%	-5,468	Timeline
IPGPIPG PHOTONICS CORP	10,452	$2.24M	0.09%	+4,200	Timeline
ABTABBOTT LABORATORIES	39,013	$2.23M	0.09%	+6,246	Timeline
VSTVISTRA CORP	121,218	$2.22M	0.09%	+46,120	Timeline
LWLAMB WESTON HLDGS INC	39,304	$2.22M	0.09%	+25,712	Timeline
PAYXPAYCHEX INC	32,147	$2.19M	0.09%	-506	Timeline
KEYKEYCORP	108,270	$2.18M	0.09%	-30,713	Timeline
TORCHMARK CORPTORCHMARK CORP	23,861	$2.16M	0.09%	-2,190
AMGAFFILIATED MANAGERS GROUP	10,519	$2.16M	0.09%	+1,297	Timeline
DOWDUPONT INCDOWDUPONT INC	30,149	$2.15M	0.09%	+10,395
BAXBAXTER INTL INC	32,881	$2.12M	0.09%	-46,794	Timeline
LDOSLEIDOS HOLDINGS INC	32,690	$2.11M	0.09%	-1,900	Timeline
MMACYS INC	82,971	$2.09M	0.09%	-39,109	Timeline
ZBRAZEBRA TECHNOLOGIES CORPORATI	20,134	$2.09M	0.09%	+4,300	Timeline
HONHONEYWELL INTL INC	13,459	$2.06M	0.09%	+3,938	Timeline
ICEINTERCONTINENTAL EXCHANGE IN	29,189	$2.06M	0.09%	+300	Timeline
CHDCHURCH & DWIGHT CO INC	40,850	$2.05M	0.09%	-10,168	Timeline
SCANA CORP NEWSCANA CORP NEW	51,374	$2.04M	0.09%	+10,074
EPAMEPAM SYS INC	19,000	$2.04M	0.09%	0	Timeline
USBUS BANCORP	37,821	$2.03M	0.09%	+3,308	Timeline
LIFEPOINT HEALTH INCLIFEPOINT HEALTH INC	40,457	$2.02M	0.09%	+6,250
BED BATH & BEYOND INCBED BATH & BEYOND INC	91,520	$2.01M	0.09%	-57,150
MNROMONRO INC	35,330	$2.01M	0.09%	+500	Timeline
JLLJONES LANG LASALLE INC	13,385	$1.99M	0.08%	+8,700	Timeline
NIELSEN HOLDINGS PLCNIELSEN HOLDINGS PLC	54,650	$1.99M	0.08%	+44,559
WLKWESTLAKE CORPORATION	18,520	$1.97M	0.08%	+6,110	Timeline
EFAISHARES TR	27,800	$1.96M	0.08%	0	Timeline
DISCOVERY INCDISCOVERY INC	92,229	$1.95M	0.08%	-24,946
CELGENE CORPCELGENE CORP	18,663	$1.95M	0.08%	+225
SUNTRUST BANKS INCSUNTRUST BANKS INC	29,947	$1.93M	0.08%	-3,864
SLBSLB LIMITED	28,333	$1.91M	0.08%	+2,375	Timeline
EWBCEAST WEST BANCORP INC	31,041	$1.89M	0.08%	-150	Timeline
KMIKINDER MORGAN INC DEL	104,424	$1.89M	0.08%	+15,723	Timeline
SYMANTEC CORPSYMANTEC CORP	65,874	$1.85M	0.08%	+943
EXASEXACT SCIENCES CORP	35,100	$1.84M	0.08%	+1,300	Timeline
HOSPITALITY PROPERTIES TRUSTHOSPITALITY PROPERTIES TRUST	61,578	$1.84M	0.08%	+34,710
STTSTATE STR CORP	18,795	$1.83M	0.08%	-16,729	Timeline
CMECME GROUP INC	12,552	$1.83M	0.08%	+1,306	Timeline
RSGREPUBLIC SVCS INC	27,118	$1.83M	0.08%	-4,677	Timeline
IBMINTERNATIONAL BUSINESS MACHS	11,854	$1.82M	0.08%	-10,676	Timeline
CHIMERA INVESTMENT CORPCHIMERA INVESTMENT CORP	98,450	$1.82M	0.08%	-53,064
SFMSPROUTS FMRS MKT INC	74,675	$1.82M	0.08%	+27,300	Timeline
QCOMQUALCOMM INC	28,105	$1.8M	0.08%	-29,821	Timeline
AEPAMERICAN ELEC PWR CO INC	24,431	$1.8M	0.08%	+15,014	Timeline
PSXPHILLIPS 66	17,738	$1.79M	0.08%	+683	Timeline
HPEHEWLETT PACKARD ENTERPRISE C	124,574	$1.79M	0.08%	-125,949	Timeline
CXWCORECIVIC INC	79,464	$1.79M	0.08%	+60,760	Timeline
FTSLFIRST TR EXCHANGE-TRADED FD	36,800	$1.77M	0.07%	+3,800	Timeline
ETRENTERGY CORP NEW	21,680	$1.76M	0.07%	+33	Timeline
PFGPRINCIPAL FINANCIAL GROUP IN	24,918	$1.76M	0.07%	-30,778	Timeline
SONSONOCO PRODS CO	33,005	$1.75M	0.07%	-27,050	Timeline
Gulfport EnergyGulfport Energy	136,497	$1.74M	0.07%	+125,150
LFUSLITTELFUSE INC	8,801	$1.74M	0.07%	+200	Timeline
WELLWELLTOWER INC	26,992	$1.72M	0.07%	+519	Timeline
DISCOVERY INCDISCOVERY INC	76,784	$1.72M	0.07%	-37,377
GAPGAP INC	50,326	$1.71M	0.07%	-53,393	Timeline
TMTOYOTA MOTOR CORP	13,400	$1.7M	0.07%	0	Timeline
SHWSHERWIN WILLIAMS CO	4,140	$1.7M	0.07%	+2,195	Timeline
MSMMSC INDL DIRECT INC	17,417	$1.68M	0.07%	-100	Timeline
PVHPVH CORPORATION	12,216	$1.68M	0.07%	+3,447	Timeline
HEHAWAIIAN ELEC INDS INC MTN B	46,309	$1.67M	0.07%	-20,000	Timeline
LOWLOWES COS INC	17,918	$1.67M	0.07%	+5,088	Timeline
UHALU HAUL HOLDING COMPANY	4,400	$1.66M	0.07%	+1,259	Timeline
ATHENE HOLDING LTDATHENE HOLDING LTD	32,150	$1.66M	0.07%	-14,600
VEUVANGUARD INTL EQUITY INDEX F	30,300	$1.66M	0.07%	0	Timeline
LMTLOCKHEED MARTIN CORP	5,145	$1.65M	0.07%	+529	Timeline
ARANTERO RESOURCES CORP	86,950	$1.65M	0.07%	-600	Timeline
PBPROSPERITY BANCSHARES INC	23,536	$1.65M	0.07%	+3,500	Timeline
CTASCINTAS CORP	10,572	$1.65M	0.07%	-4,831	Timeline
APHAMPHENOL CORP	18,680	$1.64M	0.07%	-58	Timeline
PRAXAIR INCPRAXAIR INC	10,599	$1.64M	0.07%	+930
NEMNEWMONT CORP	43,607	$1.64M	0.07%	+36,327	Timeline
AFGAMERICAN FINANCIAL GROUP INC	15,021	$1.63M	0.07%	+1,200	Timeline
MCHPMICROCHIP TECHNOLOGY INC.	18,427	$1.62M	0.07%	+1,572	Timeline
PSAPUBLIC STORAGE	7,691	$1.61M	0.07%	-820	Timeline
CBTCABOT CORP	26,056	$1.6M	0.07%	-500	Timeline
SLMSLM CORP	141,253	$1.6M	0.07%	+8,100	Timeline
FISFIDELITY NATL INFORMATION SV	16,951	$1.59M	0.07%	-1,028	Timeline
DOXAMDOCS LTD	24,000	$1.57M	0.07%	+14,000	Timeline
TAHOE RES INCTAHOE RES INC	327,400	$1.57M	0.07%	+220,383
GENERAL ELEC COGENERAL ELEC CO	89,505	$1.56M	0.07%	+16,313
MKCMCCORMICK & CO INC	15,194	$1.55M	0.07%	+365	Timeline
LEUCADIA NATL CORPLEUCADIA NATL CORP	58,052	$1.54M	0.07%	+48,442
SBACSBA COMMUNICATIONS CORP	9,359	$1.53M	0.06%	+2,349	Timeline
HRBBLOCK H & R INC	58,254	$1.53M	0.06%	-5,302	Timeline
GMEGAMESTOP CORP	84,468	$1.52M	0.06%	-69,000	Timeline
DEDEERE & CO	9,666	$1.51M	0.06%	+264	Timeline
HILL ROM HLDGS INCHILL ROM HLDGS INC	17,688	$1.49M	0.06%	-1,050
TOTAL SYS SVCS INCTOTAL SYS SVCS INC	18,417	$1.46M	0.06%	+3,668
RAYTHEON CORAYTHEON CO	7,735	$1.45M	0.06%	+225
BMYBRISTOL-MYERS SQUIBB CO	23,534	$1.44M	0.06%	+8,784	Timeline
NCLHNORWEGIAN CRUISE LINE HLDGS	27,085	$1.44M	0.06%	+5,095	Timeline
DVNDEVON ENERGY CORP NEW	34,736	$1.44M	0.06%	+6,616	Timeline
DHID R HORTON INC	27,748	$1.42M	0.06%	+12,831	Timeline
MICRO FOCUS INTL PLC NPV ADRMICRO FOCUS INTL PLC NPV ADR	41,660	$1.4M	0.06%	-7,740
KHCKRAFT HEINZ CO	17,958	$1.4M	0.06%	+1,903	Timeline
OIIOCEANEERING INTL INC	66,002	$1.4M	0.06%	-5,700	Timeline
GTGOODYEAR TIRE & RUBR CO	42,750	$1.38M	0.06%	-15,517	Timeline
FOOT LOCKER INCFOOT LOCKER INC	29,424	$1.38M	0.06%	-36,338
CIMPRESS N VCIMPRESS N V	11,300	$1.35M	0.06%	0
HD SUPPLY HLDGS INCHD SUPPLY HLDGS INC	33,800	$1.35M	0.06%	new
BHPBHP BILLITON LIMITED	29,300	$1.35M	0.06%	0	Timeline
LABORATORY CORP OF AMERICALABORATORY CORP OF AMERICA	8,447	$1.35M	0.06%	+291
NEENEXTERA ENERGY INC	8,621	$1.35M	0.06%	+752	Timeline
NKENIKE INC	21,422	$1.34M	0.06%	+1,790	Timeline
PWRQUANTA SVCS INC	34,267	$1.34M	0.06%	-43,926	Timeline
AWKAMERICAN WTR WKS CO INC NEW	14,639	$1.34M	0.06%	-484	Timeline
CERNER CORPCERNER CORP	19,785	$1.33M	0.06%	+13,384
ELLAUDER ESTEE COS INC	10,294	$1.31M	0.06%	+4,265	Timeline
TTCTORO CO	20,053	$1.31M	0.06%	-5,200	Timeline
FLIR SYS INCFLIR SYS INC	27,999	$1.3M	0.06%	-4,409
KKELLANOVA	19,152	$1.3M	0.06%	+458	Timeline
TXTTEXTRON INC	22,905	$1.3M	0.05%	+11,015	Timeline
RITCHIE BROS AUCTIONEERSRITCHIE BROS AUCTIONEERS	42,800	$1.28M	0.05%	+6,000
IVVISHARES TR	4,740	$1.27M	0.05%	-47,766	Timeline
RYROYAL BK CDA	15,600	$1.27M	0.05%	0	Timeline
CSXCSX CORP	23,011	$1.27M	0.05%	-1,899	Timeline
CECELANESE CORP DEL	11,800	$1.26M	0.05%	+1,613	Timeline
CCKCROWN HLDGS INC	22,400	$1.26M	0.05%	new	Timeline
SONYSONY GROUP CORP	28,000	$1.26M	0.05%	0	Timeline
BROADCOM LTDBROADCOM LTD	4,893	$1.26M	0.05%	+333
ROKROCKWELL AUTOMATION INC	6,396	$1.26M	0.05%	+2,751	Timeline
POWERSHARES ETF TRUST IIPOWERSHARES ETF TRUST II	45,518	$1.26M	0.05%	-2,000
AZOAUTOZONE INC	1,746	$1.24M	0.05%	-3	Timeline
ZBHZIMMER BIOMET HOLDINGS INC	10,247	$1.24M	0.05%	+621	Timeline
PINNACLE FOODS INC DELPINNACLE FOODS INC DEL	20,700	$1.23M	0.05%	-7,450
CINFCINCINNATI FINL CORP	16,382	$1.23M	0.05%	+414	Timeline
YUMYUM BRANDS INC	15,000	$1.22M	0.05%	-304	Timeline
HSICSCHEIN HENRY INC	17,421	$1.22M	0.05%	+2,587	Timeline
FNFFIDELITY NATL FINL INC	30,850	$1.21M	0.05%	new	Timeline
AXSAXIS CAP HLDGS LTD	24,050	$1.21M	0.05%	+12,650	Timeline
SEICSEI INVTS CO	16,644	$1.2M	0.05%	+1,700	Timeline
DUKDUKE ENERGY CORP NEW	14,188	$1.19M	0.05%	+2,783	Timeline
BLACKROCK INCBLACKROCK INC	2,325	$1.19M	0.05%	+36
NSCNORFOLK SOUTHN CORP	8,186	$1.19M	0.05%	+792	Timeline
PIIPOLARIS INC	9,501	$1.18M	0.05%	+4,700	Timeline
PLDPROLOGIS INC.	18,098	$1.17M	0.05%	+3,063	Timeline
FASTFASTENAL CO	21,356	$1.17M	0.05%	-755	Timeline
FTVFORTIVE CORP	16,088	$1.16M	0.05%	+3,278	Timeline
FISVFISERV INC	8,869	$1.16M	0.05%	+41	Timeline
UPSUNITED PARCEL SVCS INC	9,720	$1.16M	0.05%	+150	Timeline
CBCHUBB LIMITED	7,854	$1.15M	0.05%	-269	Timeline
CRMSALESFORCE INC	11,233	$1.15M	0.05%	-548	Timeline
HASHASBRO INC	12,540	$1.14M	0.05%	-279	Timeline
VCVISTEON CORP	9,100	$1.14M	0.05%	+4,200	Timeline
THE COOPER COMPANIESTHE COOPER COMPANIES	5,176	$1.13M	0.05%	+1,834
MDLZMONDELEZ INTL INC	26,248	$1.12M	0.05%	+7,438	Timeline
RED HAT INCRED HAT INC	9,340	$1.12M	0.05%	+6,720
ODFLOLD DOMINION FREIGHT LINE IN	8,513	$1.12M	0.05%	+630	Timeline
FMCFMC CORP	11,787	$1.12M	0.05%	+4,493	Timeline
TDOCTELADOC HEALTH INC	32,000	$1.11M	0.05%	0	Timeline
RRXREGAL REXNORD CORPORATION	14,504	$1.11M	0.05%	+3,553	Timeline
UTHRUNITED THERAPEUTICS CORP DEL	7,500	$1.11M	0.05%	+2,870	Timeline
DORMDORMAN PRODS INC	18,069	$1.1M	0.05%	+5,600	Timeline
AON PLCAON PLC	8,244	$1.1M	0.05%	+1,114
FDXFEDEX CORP	4,425	$1.1M	0.05%	+402	Timeline
EQIXEQUINIX INC	2,420	$1.1M	0.05%	+753	Timeline
BENFRANKLIN TEMPLETON INC	25,299	$1.1M	0.05%	-39,249	Timeline
RGAREINSURANCE GROUP AMER INC	6,940	$1.08M	0.05%	-5,198	Timeline
BRBROADRIDGE FINL SOLUTIONS IN	11,908	$1.08M	0.05%	+1,800	Timeline
CMSCMS ENERGY CORP	22,685	$1.07M	0.05%	-21,165	Timeline
CTRACOTERRA ENERGY INC	37,338	$1.07M	0.05%	+18,773	Timeline
MRSHMARSH & MCLENNAN COS INC	13,026	$1.06M	0.04%	+1,900	Timeline
CATCATERPILLAR INC	6,717	$1.06M	0.04%	+792	Timeline
CGNXCOGNEX CORP	17,310	$1.06M	0.04%	+10,055	Timeline
FIRST DATA CORP NEW COM CL AFIRST DATA CORP NEW COM CL A	63,000	$1.05M	0.04%	+26,997
PHPARKER-HANNIFIN CORP	5,240	$1.05M	0.04%	-303	Timeline
AVBAVALONBAY CMNTYS INC	5,838	$1.04M	0.04%	+215	Timeline
NUENUCOR CORP	16,284	$1.03M	0.04%	-1,546	Timeline
TRMBTRIMBLE INC	25,448	$1.03M	0.04%	+4,700	Timeline
KEYSKEYSIGHT TECHNOLOGIES INC	24,793	$1.03M	0.04%	+2,600	Timeline
OXYOCCIDENTAL PETE CORP	13,981	$1.03M	0.04%	+1,050	Timeline
JACOBS ENGINEERING GROUP INCJACOBS ENGINEERING GROUP INC	15,611	$1.03M	0.04%	+4,821
WNS HOLDINGS LTDWNS HOLDINGS LTD	25,500	$1.02M	0.04%	0
BURLBURLINGTON STORES INC	8,300	$1.02M	0.04%	-18,478	Timeline
CBS CORP NEWCBS CORP NEW	17,221	$1.02M	0.04%	-17,457
TDYTELEDYNE TECHNOLOGIES INC	5,591	$1.01M	0.04%	+2,400	Timeline
HMCHONDA MOTOR CO LTD	29,700	$1.01M	0.04%	0	Timeline
STERIS LTDSTERIS LTD	11,555	$1.01M	0.04%	+1,900
PACWEST BANCORP DELPACWEST BANCORP DEL	20,036	$1.01M	0.04%	+3,550
LNTALLIANT ENERGY CORP	23,623	$1.01M	0.04%	+13,923	Timeline
ECLECOLAB INC	7,425	$996K	0.04%	+1,124	Timeline
ITWILLINOIS TOOL WKS INC	5,963	$995K	0.04%	-4,598	Timeline
GGGGRACO INC	21,863	$989K	0.04%	+15,042	Timeline
UNILEVER N VUNILEVER N V	17,500	$986K	0.04%	0
CPRTCOPART INC	22,729	$982K	0.04%	-2,584	Timeline
VRTXVERTEX PHARMACEUTICALS INC	6,541	$980K	0.04%	+1,062	Timeline
ALGNALIGN TECHNOLOGY INC	4,403	$978K	0.04%	-397	Timeline
L3 TECHNOLOGIES INCL3 TECHNOLOGIES INC	4,928	$975K	0.04%	-2,095
LPLALPL FINL HLDGS INC	16,750	$957K	0.04%	-1,300	Timeline
ADPAUTOMATIC DATA PROCESSING IN	8,148	$955K	0.04%	-83	Timeline
ALLEGHANY CORP DELALLEGHANY CORP DEL	1,602	$955K	0.04%	+300
BWABORGWARNER INC	18,657	$953K	0.04%	-330	Timeline
ABIOMED INCABIOMED INC	5,079	$952K	0.04%	+1,520
GNTXGENTEX CORP	45,111	$945K	0.04%	+21,650	Timeline
URBNURBAN OUTFITTERS INC	26,612	$933K	0.04%	-21,550	Timeline
CABOCABLE ONE INC	1,321	$929K	0.04%	+160	Timeline
PPGPPG INDS INC	7,897	$923K	0.04%	+1,568	Timeline
EMREMERSON ELEC CO	13,229	$922K	0.04%	+999	Timeline
EXTENDED STAY AMER INCEXTENDED STAY AMER INC	48,550	$922K	0.04%	new
SAPSAP SE	8,200	$921K	0.04%	0	Timeline
WRBBERKLEY W R CORP	12,801	$917K	0.04%	+1,800	Timeline
VTRVENTAS INC	15,267	$916K	0.04%	-1,057	Timeline
METMETLIFE INC	18,068	$913K	0.04%	-545	Timeline
MLMMARTIN MARIETTA MATLS INC	4,115	$910K	0.04%	-725	Timeline
TGNATEGNA INC	64,415	$907K	0.04%	-49,649	Timeline
MDTMEDTRONIC PLC	11,178	$903K	0.04%	+2,478	Timeline
FAFFIRST AMERN FINL CORP	16,091	$902K	0.04%	+6,600	Timeline
STERICYCLE INCSTERICYCLE INC	13,265	$902K	0.04%	-419
EOGEOG RES INC	8,325	$898K	0.04%	-2,401	Timeline
PPLPPL CORP	29,023	$898K	0.04%	+2,564	Timeline
NFLXNETFLIX INC.	4,657	$894K	0.04%	-444	Timeline
VMRKVIVMARK RESIDENTIAL	13,885	$886K	0.04%	+900	Timeline
BLBLACKLINE INC	27,000	$886K	0.04%	new	Timeline
BKRBAKER HUGHES COMPANY	27,938	$884K	0.04%	-39,752	Timeline
LQDISHARES TR	7,225	$878K	0.04%	-6,000	Timeline
SCHWCHARLES SCHWAB CORP (THE)	17,074	$877K	0.04%	+850	Timeline
CPTCAMDEN PPTY TR	9,503	$875K	0.04%	+1,900	Timeline
TE CONNECTIVITY LTDTE CONNECTIVITY LTD	9,208	$875K	0.04%	-490
USFDUS FOODS HLDG CORP	27,300	$872K	0.04%	-3,300	Timeline
DDOMINION ENERGY INC	10,721	$869K	0.04%	+824	Timeline
LIBERTY EXPEDIA HLDGS INCLIBERTY EXPEDIA HLDGS INC	19,400	$860K	0.04%	-16,300
MASMASCO CORP	19,530	$858K	0.04%	+362	Timeline
HSYHERSHEY CO	7,525	$854K	0.04%	+307	Timeline
EWEDWARDS LIFESCIENCES CORP	7,555	$851K	0.04%	+910	Timeline
SPGSIMON PPTY GROUP INC NEW	4,927	$846K	0.04%	+535	Timeline
HQYHEALTHEQUITY INC	18,116	$845K	0.04%	+600	Timeline
ALLERGAN PLCALLERGAN PLC	5,165	$845K	0.04%	+447
ADIANALOG DEVICES INC	9,485	$844K	0.04%	+1,269	Timeline
COPCONOCOPHILLIPS	15,190	$834K	0.04%	+1,289	Timeline
YUMCYUM CHINA HLDGS INC	20,793	$832K	0.04%	+19,080	Timeline
GPCGENUINE PARTS CO	8,699	$827K	0.04%	+15	Timeline
ESSESSEX PPTY TR INC	3,416	$824K	0.03%	+327	Timeline
CNICANADIAN NATL RY CO	9,928	$819K	0.03%	+1,500	Timeline
TEXTEREX CORP NEW	16,958	$818K	0.03%	+1,700	Timeline
WHRWHIRLPOOL CORP	4,845	$817K	0.03%	+2,389	Timeline
PATTERSON COS INCPATTERSON COS INC	22,581	$816K	0.03%	+980
JBHTHUNT J B TRANS SVCS INC	7,063	$812K	0.03%	+383	Timeline
PIONEER NATURAL RESOURCES COPIONEER NATURAL RESOURCES CO	4,696	$812K	0.03%	+1,395
DKSDICKS SPORTING GOODS INC	28,157	$809K	0.03%	-12,800	Timeline
HALHALLIBURTON CO	16,535	$808K	0.03%	+3,287	Timeline
MUFGMITSUBISHI UFJ FINANCIAL GRO	110,600	$804K	0.03%	0	Timeline
PROSPECT CAPITAL CORPORATIO…PROSPECT CAPITAL CORPORATION 5.75…	800,000	$804K	0.03%	0
EXPDEXPEDITORS INTL WASH INC	12,422	$803K	0.03%	-9,877	Timeline
APDAIR PRODUCTS AND CHEMICALS I	4,830	$793K	0.03%	+824	Timeline
CPBTHE CAMPBELLS COMPANY	16,442	$791K	0.03%	+650	Timeline
NVSNOVARTIS AG	9,400	$789K	0.03%	0	Timeline
ROYAL DUTCH SHELL PLC SPN A…ROYAL DUTCH SHELL PLC SPN ADR	11,700	$781K	0.03%	0
ATOATMOS ENERGY CORP	9,070	$779K	0.03%	+1,200	Timeline

Sold out in Q4 2017

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
STWD 3.75 10/17STWD 3.75 10/17	19,005,000	$19M	shares
XLVSELECT SECTOR SPDR TR	112,714	$9.21M	shares
XLISELECT SECTOR SPDR TR	74,901	$5.32M	shares
XLKSELECT SECTOR SPDR TR	88,183	$5.21M	shares
XLPSELECT SECTOR SPDR TR	70,794	$3.82M	shares
XLFSELECT SECTOR SPDR TR	87,841	$2.27M	shares
XLRESELECT SECTOR SPDR TR	54,390	$1.75M	shares
XLUSELECT SECTOR SPDR TR	28,785	$1.53M	shares
XLYSELECT SECTOR SPDR TR	15,043	$1.35M	shares
XLBSELECT SECTOR SPDR TR	22,816	$1.3M	shares
GGENPACT LIMITED	31,400	$903K	shares
COACH INCCOACH INC	19,482	$785K	shares
DELPHI AUTOMOTIVE PLCDELPHI AUTOMOTIVE PLC	5,741	$565K	shares
AGNCAGNC INVT CORP	25,200	$546K	shares
SPYSTATE STR SPDR S&P 500 ETF T	1,600	$402K	shares
TWO HARBORS INVESTMENT CORPTWO HARBORS INVESTMENT CORP	32,200	$325K	shares
HEALTHSOUTH CORPHEALTHSOUTH CORP	6,822	$316K	shares
EXELEXELIXIS INC	10,890	$264K	shares
CONSOL ENERGY INCCONSOL ENERGY INC	12,940	$219K	shares
QQ	2,177	$207K	shares
XYZBLOCK INC	6,370	$184K	shares
CALATLANTIC GROUP INCCALATLANTIC GROUP INC	4,745	$174K	shares
BUFFALO WILD WINGS INCBUFFALO WILD WINGS INC	1,617	$171K	shares
TIME INC NEWTIME INC NEW	11,837	$160K	shares
BANCORPSOUTH INCBANCORPSOUTH INC	4,275	$137K	shares
INC RESH HLDGS INCINC RESH HLDGS INC	2,593	$136K	shares
GIGAMON INCGIGAMON INC	3,221	$136K	shares
SELECT COMFORT CORPSELECT COMFORT CORP	4,084	$127K	shares
AK STEEL HOLDING CORPAK STEEL HOLDING CORP	21,049	$118K	shares
MKLMARKEL GROUP INC	100	$107K	shares
LBRDKLIBERTY BROADBAND CORP	1,050	$100K	shares
CAPELLA EDUCATION COCAPELLA EDUCATION CO	1,350	$95K	shares
BOB EVANS FARMSBOB EVANS FARMS	999	$77K	shares
ALMOST FAMILY INCALMOST FAMILY INC	1,354	$73K	shares
GENERAL CABLE CORP DEL NEWGENERAL CABLE CORP DEL NEW	3,534	$67K	shares
CYHCOMMUNITY HEALTH SYS INC NEW	7,869	$60K	shares
BABAALIBABA GROUP HLDG LTD	300	$52K	shares
WALWESTERN ALLIANCE BANCORP	900	$48K	shares
ALTABA INCALTABA INC	700	$46K	shares
FBPFIRST BANCORP CORPORATION	8,282	$42K	shares
DEPOMED INCDEPOMED INC	6,195	$36K	shares
Vitamin Shoppe, Inc.Vitamin Shoppe, Inc.	4,096	$22K	shares
LEVEL 3 COMMUNICATIONS INCLEVEL 3 COMMUNICATIONS INC	400	$21K	shares
FRED S INC CLASS AFRED S INC CLASS A	2,099	$14K	shares
AMEC FOSTER WHEELER PLCAMEC FOSTER WHEELER PLC	1,567	$11K	shares
LIBERTY LATIN AMERICA CL A …LIBERTY LATIN AMERICA CL A ORD	183	$4K	shares
LIBERTY GLOBAL PLCLIBERTY GLOBAL PLC	101	$2K	shares

How Q4 2017 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0001568679-18-000001	base		2018-02-14	acceptance time not in the bulk data set	2026-10-07 19:06:41 UTC