NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 2, 2015

Total Value: $462M (100.0% shares, 0.0% debt)

Holdings (383)

AAPL APPLE INC 4.5%

Value $21.01M Shares 190,500 Est. Cost $18.36 Unrealized +43.2%

JPM JPMORGAN CHASE & CO 1.8%

Value $8.231M Shares 135,000 Est. Cost $42.08 Unrealized +17.9%

MSFT MICROSOFT CORP 1.8%

Value $8.188M Shares 185,000 Est. Cost $31.26 Unrealized +24.5%

XOM EXXON MOBIL CORP 1.1%

Value $5.205M Shares 70,000 Est. Cost $58.08 Unrealized -15.5%

WFC WELLS FARGO & CO NEW 1.1%

Value $5.135M Shares 100,000 Est. Cost $33.41 Unrealized +22.9%

DIS DISNEY WALT CO 1.1%

Value $5.11M Shares 50,000 Est. Cost $69.69 Unrealized +43.1%

PG PROCTER & GAMBLE CO 1.1%

Value $5.036M Shares 70,000 Est. Cost $56.51 Unrealized -0.3%

ALK ALASKA AIR GROUP INC 1.0%

Value $4.767M Shares 60,000 Est. Cost $39.91 Unrealized +76.3%

PM PHILIP MORRIS INTL INC 1.0%

Value $4.76M Shares 60,000 Est. Cost $44.74 Unrealized +9.3%

JNJ JOHNSON & JOHNSON 1.0%

Value $4.668M Shares 50,000 Est. Cost $66.63 Unrealized +8.8%

MRK MERCK & CO INC NEW 1.0%

Value $4.606M Shares 93,252 Est. Cost $35.76 Unrealized +7.4%

MO ALTRIA GROUP INC 0.9%

Value $4.352M Shares 80,000 Est. Cost $17.12 Unrealized +57.7%

LOW LOWES COS INC 0.9%

Value $4.135M Shares 60,000 Est. Cost $39.01 Unrealized +45.9%

AMZN AMAZON COM INC 0.9%

Value $4.095M Shares 8,000 Est. Cost $18.56 Unrealized +36.2%

CSCO CISCO SYS INC 0.9%

Value $3.938M Shares 150,000 Est. Cost $15.30 Unrealized +27.9%

GILD GILEAD SCIENCES INC 0.8%

Value $3.928M Shares 40,000 Est. Cost $54.49 Unrealized +42.2%

AXP AMERICAN EXPRESS CO 0.8%

Value $3.707M Shares 50,000 Est. Cost $75.50 Unrealized -12.3%

PFE PFIZER INC 0.8%

Value $3.642M Shares 115,956 Est. Cost $18.20 Unrealized +13.2%

ORCL ORACLE CORP 0.8%

Value $3.612M Shares 100,000 Est. Cost $31.98 Unrealized +2.9%

ALKS ALKERMES PLC 0.8%

Value $3.52M Shares 60,000 Est. Cost $47.58 Unrealized +38.8%

MCD MCDONALDS CORP 0.7%

Value $3.458M Shares 35,093 Est. Cost $70.27 Unrealized +7.2%

INTC INTEL CORP 0.7%

Value $3.315M Shares 110,000 Est. Cost $18.67 Unrealized +21.2%

USB US BANCORP DEL 0.7%

Value $3.281M Shares 80,000 Est. Cost $27.34 Unrealized +9.0%

— CORE MARK HOLDING CO INC 0.7%

Value $3.273M Shares 50,000 Est. Cost $59.12 Unrealized —

TRV TRAVELERS COMPANIES INC 0.7%

Value $3.229M Shares 32,443 Est. Cost $64.62 Unrealized +25.9%

THC TENET HEALTHCARE CORP 0.7%

Value $3.138M Shares 85,000 Est. Cost $44.12 Unrealized +17.1%

BK BANK NEW YORK MELLON CORP 0.7%

Value $3.133M Shares 80,038 Est. Cost $24.75 Unrealized +29.3%

UNP UNION PAC CORP 0.7%

Value $3.006M Shares 34,000 Est. Cost $71.52 Unrealized +0.9%

LLY LILLY ELI & CO 0.6%

Value $2.929M Shares 35,000 Est. Cost $44.54 Unrealized +58.2%

IBM INTERNATIONAL BUSINESS MACHS 0.6%

Value $2.899M Shares 20,000 Est. Cost $109.22 Unrealized -12.7%

COST COSTCO WHSL CORP NEW 0.6%

Value $2.891M Shares 20,000 Est. Cost $91.29 Unrealized +31.0%

— ISIS PHARMACEUTICALS INC 0.6%

Value $2.83M Shares 70,000 Est. Cost $36.96 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.6%

Value $2.828M Shares 65,000 Est. Cost $25.87 Unrealized +4.4%

CVX CHEVRON CORP NEW 0.6%

Value $2.761M Shares 35,000 Est. Cost $70.36 Unrealized -23.5%

AMT AMERICAN TOWER CORP NEW 0.6%

Value $2.639M Shares 30,000 Est. Cost $61.59 Unrealized +18.5%

KO COCA COLA CO 0.6%

Value $2.608M Shares 65,000 Est. Cost $26.56 Unrealized +8.6%

GS GOLDMAN SACHS GROUP INC 0.6%

Value $2.606M Shares 15,000 Est. Cost $133.70 Unrealized +18.8%

WMT WAL-MART STORES INC 0.6%

Value $2.594M Shares 40,000 Est. Cost $19.90 Unrealized -5.0%

— COMCAST CORP NEW 0.6%

Value $2.576M Shares 45,000 Est. Cost $48.78 Unrealized —

CL COLGATE PALMOLIVE CO 0.5%

Value $2.538M Shares 40,000 Est. Cost $47.90 Unrealized +7.1%

— INTEGRATED DEVICE TECHNOLOGY 0.5%

Value $2.538M Shares 125,000 Est. Cost $12.23 Unrealized —

— TIME WARNER INC 0.5%

Value $2.521M Shares 36,666 Est. Cost $65.32 Unrealized —

AWR AMERICAN STS WTR CO 0.5%

Value $2.484M Shares 60,000 Est. Cost $23.08 Unrealized +36.8%

— ACTIVISION BLIZZARD INC 0.5%

Value $2.471M Shares 80,000 Est. Cost $20.44 Unrealized —

— UNITED TECHNOLOGIES CORP 0.5%

Value $2.225M Shares 25,000 Est. Cost $116.84 Unrealized —

PEP PEPSICO INC 0.5%

Value $2.193M Shares 23,251 Est. Cost $56.86 Unrealized +22.2%

— AETNA INC NEW 0.5%

Value $2.19M Shares 20,012 Est. Cost $81.84 Unrealized —

— RAYTHEON CO 0.5%

Value $2.185M Shares 20,000 Est. Cost $98.80 Unrealized —

ABBV ABBVIE INC 0.5%

Value $2.176M Shares 40,000 Est. Cost $39.76 Unrealized +6.9%

COP CONOCOPHILLIPS 0.5%

Value $2.158M Shares 45,000 Est. Cost $45.41 Unrealized -19.0%

CYH COMMUNITY HEALTH SYS INC NEW 0.5%

Value $2.139M Shares 50,000 Est. Cost $35.59 Unrealized +28.8%

SJM SMUCKER J M CO 0.5%

Value $2.1M Shares 18,405 Est. Cost $68.74 Unrealized +18.9%

— BAKER HUGHES INC 0.5%

Value $2.082M Shares 40,000 Est. Cost $64.11 Unrealized —

BIIB BIOGEN INC 0.4%

Value $2.043M Shares 7,000 Est. Cost $330.23 Unrealized 0.0%

YUM YUM BRANDS INC 0.4%

Value $1.999M Shares 25,000 Est. Cost $42.07 Unrealized +18.5%

ALL ALLSTATE CORP 0.4%

Value $1.969M Shares 33,810 Est. Cost $41.54 Unrealized +19.8%

TGT TARGET CORP 0.4%

Value $1.967M Shares 25,000 Est. Cost $41.65 Unrealized +40.8%

SEIC SEI INVESTMENTS CO 0.4%

Value $1.929M Shares 40,000 Est. Cost $29.39 Unrealized +52.4%

MDLZ MONDELEZ INTL INC 0.4%

Value $1.925M Shares 45,987 Est. Cost $26.35 Unrealized +29.1%

PRU PRUDENTIAL FINL INC 0.4%

Value $1.905M Shares 25,000 Est. Cost $52.24 Unrealized +1.4%

HON HONEYWELL INTL INC 0.4%

Value $1.894M Shares 20,000 Est. Cost $64.71 Unrealized +13.3%

— AMERICAN EQTY INVT LIFE HLD 0.4%

Value $1.865M Shares 80,000 Est. Cost $23.63 Unrealized —

— CHUBB CORP 0.4%

Value $1.84M Shares 15,000 Est. Cost $89.33 Unrealized —

TROW PRICE T ROWE GROUP INC 0.4%

Value $1.807M Shares 26,000 Est. Cost $52.57 Unrealized -3.0%

— TIME WARNER CABLE INC 0.4%

Value $1.794M Shares 10,000 Est. Cost $137.20 Unrealized —

— REYNOLDS AMERICAN INC 0.4%

Value $1.771M Shares 40,000 Est. Cost $48.84 Unrealized —

— TWENTY FIRST CENTY FOX INC 0.4%

Value $1.754M Shares 65,000 Est. Cost $31.97 Unrealized —

PSX PHILLIPS 66 0.4%

Value $1.729M Shares 22,500 Est. Cost $49.82 Unrealized +8.5%

— MONSANTO CO NEW 0.4%

Value $1.707M Shares 20,000 Est. Cost $113.75 Unrealized —

CMCSA COMCAST CORP NEW 0.4%

Value $1.706M Shares 30,000 Est. Cost $19.96 Unrealized +17.0%

— DOW CHEM CO 0.4%

Value $1.703M Shares 40,165 Est. Cost $48.60 Unrealized —

CMG CHIPOTLE MEXICAN GRILL INC 0.4%

Value $1.697M Shares 2,356 Est. Cost $11.02 Unrealized +29.0%

— INFINERA CORPORATION 0.4%

Value $1.663M Shares 85,000 Est. Cost $9.08 Unrealized —

NOC NORTHROP GRUMMAN CORP 0.4%

Value $1.66M Shares 10,000 Est. Cost $97.12 Unrealized +45.8%

INCY INCYTE CORP 0.4%

Value $1.655M Shares 15,000 Est. Cost $62.06 Unrealized +80.7%

OXY OCCIDENTAL PETE CORP DEL 0.4%

Value $1.654M Shares 25,000 Est. Cost $62.47 Unrealized -17.9%

KFY KORN FERRY INTL 0.4%

Value $1.654M Shares 50,000 Est. Cost $22.02 Unrealized +33.7%

ITW ILLINOIS TOOL WKS INC 0.4%

Value $1.646M Shares 20,000 Est. Cost $61.28 Unrealized +11.5%

— DISCOVER FINL SVCS 0.4%

Value $1.63M Shares 31,350 Est. Cost $58.18 Unrealized —

WST WEST PHARMACEUTICAL SVSC INC 0.4%

Value $1.624M Shares 30,000 Est. Cost $44.55 Unrealized +25.4%

QCOM QUALCOMM INC 0.3%

Value $1.612M Shares 30,000 Est. Cost $54.02 Unrealized -18.3%

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value $1.592M Shares 26,884 Est. Cost $35.93 Unrealized +24.0%

SWK STANLEY BLACK & DECKER INC 0.3%

Value $1.588M Shares 16,375 Est. Cost $59.39 Unrealized +32.7%

EPR EPR PPTYS 0.3%

Value $1.547M Shares 30,000 Est. Cost $53.40 Unrealized —

— BROADCOM CORP 0.3%

Value $1.543M Shares 30,000 Est. Cost $31.47 Unrealized —

— EMPIRE DIST ELEC CO 0.3%

Value $1.542M Shares 70,000 Est. Cost $24.31 Unrealized —

— ALLERGAN PLC 0.3%

Value $1.539M Shares 5,663 Est. Cost $303.37 Unrealized —

— SOUTH ST CORP 0.3%

Value $1.537M Shares 20,000 Est. Cost $55.90 Unrealized —

— PRAXAIR INC 0.3%

Value $1.528M Shares 15,000 Est. Cost $131.00 Unrealized —

— PINNACLE ENTMT INC 0.3%

Value $1.523M Shares 45,000 Est. Cost $23.71 Unrealized —

— GENERAL ELECTRIC CO 0.3%

Value $1.513M Shares 60,000 Est. Cost $25.88 Unrealized —

HMN HORACE MANN EDUCATORS CORP N 0.3%

Value $1.495M Shares 45,000 Est. Cost $28.89 Unrealized +20.0%

EEFT EURONET WORLDWIDE INC 0.3%

Value $1.482M Shares 20,000 Est. Cost $41.47 Unrealized +61.4%

BAC BANK AMER CORP 0.3%

Value $1.481M Shares 95,082 Est. Cost $13.25 Unrealized +1.4%

MCK MCKESSON CORP 0.3%

Value $1.48M Shares 8,000 Est. Cost $160.13 Unrealized +22.1%

OXM OXFORD INDS INC 0.3%

Value $1.478M Shares 20,000 Est. Cost $77.21 Unrealized +7.4%

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.47M Shares 8,407 Est. Cost $84.84 Unrealized +40.8%

T AT&T INC 0.3%

Value $1.466M Shares 45,000 Est. Cost $10.85 Unrealized +13.0%

EFX EQUIFAX INC 0.3%

Value $1.458M Shares 15,000 Est. Cost $62.16 Unrealized +44.8%

AZO AUTOZONE INC 0.3%

Value $1.448M Shares 2,000 Est. Cost $518.77 Unrealized +36.5%

CVS CVS HEALTH CORP 0.3%

Value $1.447M Shares 15,000 Est. Cost $51.11 Unrealized +52.2%

BC BRUNSWICK CORP 0.3%

Value $1.437M Shares 30,000 Est. Cost $36.35 Unrealized +17.3%

— CHESAPEAKE LODGING TR 0.3%

Value $1.433M Shares 55,000 Est. Cost $25.73 Unrealized —

PTC PTC INC 0.3%

Value $1.428M Shares 45,000 Est. Cost $36.75 Unrealized -2.6%

GAP GAP INC DEL 0.3%

Value $1.425M Shares 50,000 Est. Cost $27.08 Unrealized -12.1%

MRSH MARSH & MCLENNAN COS INC 0.3%

Value $1.41M Shares 27,000 Est. Cost $38.81 Unrealized +20.4%

— POPEYES LA KITCHEN INC 0.3%

Value $1.409M Shares 25,000 Est. Cost $40.64 Unrealized —

— CITRIX SYS INC 0.3%

Value $1.386M Shares 20,000 Est. Cost $57.45 Unrealized —

GD GENERAL DYNAMICS CORP 0.3%

Value $1.38M Shares 10,000 Est. Cost $80.10 Unrealized +44.2%

— COLONY CAP INC 0.3%

Value $1.369M Shares 70,000 Est. Cost $21.96 Unrealized —

GERN GERON CORP 0.3%

Value $1.352M Shares 490,000 Est. Cost $3.75 Unrealized -3.3%

— PRIVATEBANCORP INC 0.3%

Value $1.342M Shares 35,000 Est. Cost $30.51 Unrealized —

MDT MEDTRONIC PLC 0.3%

Value $1.339M Shares 20,000 Est. Cost $58.10 Unrealized -1.9%

— GOOGLE INC 0.3%

Value $1.328M Shares 2,080 Est. Cost $1114.42 Unrealized —

EVC ENTRAVISION COMMUNICATIONS C 0.3%

Value $1.328M Shares 200,000 Est. Cost $3.76 Unrealized +23.2%

— VIACOM INC NEW 0.3%

Value $1.295M Shares 30,000 Est. Cost $85.00 Unrealized —

WMB WILLIAMS COS INC DEL 0.3%

Value $1.29M Shares 35,000 Est. Cost $20.92 Unrealized +31.1%

— CORESITE RLTY CORP 0.3%

Value $1.286M Shares 25,000 Est. Cost $31.00 Unrealized —

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.284M Shares 17,859 Est. Cost $73.24 Unrealized —

— GOOGLE INC 0.3%

Value $1.269M Shares 2,085 Est. Cost $575.48 Unrealized —

— DEALERTRACK TECHNOLOGIES INC 0.3%

Value $1.263M Shares 20,000 Est. Cost $49.20 Unrealized —

— CAVIUM INC 0.3%

Value $1.227M Shares 20,000 Est. Cost $43.75 Unrealized —

— CAMERON INTERNATIONAL CORP 0.3%

Value $1.226M Shares 20,000 Est. Cost $61.75 Unrealized —

MATW MATTHEWS INTL CORP 0.3%

Value $1.224M Shares 25,000 Est. Cost $31.38 Unrealized +28.4%

HEI HEICO CORP NEW 0.3%

Value $1.222M Shares 25,000 Est. Cost $29.73 Unrealized -8.3%

— E M C CORP MASS 0.3%

Value $1.214M Shares 50,250 Est. Cost $27.40 Unrealized —

— KNOLL INC 0.3%

Value $1.209M Shares 55,000 Est. Cost $18.18 Unrealized —

— ANADARKO PETE CORP 0.3%

Value $1.208M Shares 20,000 Est. Cost $84.75 Unrealized —

— DU PONT E I DE NEMOURS & CO 0.3%

Value $1.205M Shares 25,000 Est. Cost $67.12 Unrealized —

— HEARTWARE INTL INC 0.3%

Value $1.203M Shares 23,000 Est. Cost $93.78 Unrealized —

WSO WATSCO INC 0.3%

Value $1.185M Shares 10,000 Est. Cost $96.52 Unrealized +29.2%

SYY SYSCO CORP 0.3%

Value $1.169M Shares 30,000 Est. Cost $26.11 Unrealized +11.4%

PLXS PLEXUS CORP 0.3%

Value $1.157M Shares 30,000 Est. Cost $40.84 Unrealized -6.0%

HD HOME DEPOT INC 0.2%

Value $1.155M Shares 10,000 Est. Cost $60.23 Unrealized +50.2%

CAH CARDINAL HEALTH INC 0.2%

Value $1.152M Shares 15,000 Est. Cost $50.49 Unrealized +23.4%

— CHEMTURA CORP 0.2%

Value $1.145M Shares 40,000 Est. Cost $25.30 Unrealized —

— CIMPRESS N V 0.2%

Value $1.142M Shares 15,000 Est. Cost $74.87 Unrealized —

— SENIOR HSG PPTYS TR 0.2%

Value $1.134M Shares 70,000 Est. Cost $22.47 Unrealized —

EQR EQUITY RESIDENTIAL 0.2%

Value $1.127M Shares 15,000 Est. Cost $31.71 Unrealized +36.5%

NSC NORFOLK SOUTHERN CORP 0.2%

Value $1.108M Shares 14,500 Est. Cost $71.41 Unrealized -8.8%

ZTS ZOETIS INC 0.2%

Value $1.094M Shares 26,578 Est. Cost $27.83 Unrealized +53.6%

CAR AVIS BUDGET GROUP 0.2%

Value $1.092M Shares 25,000 Est. Cost $40.83 Unrealized +0.9%

CNC CENTENE CORP DEL 0.2%

Value $1.085M Shares 20,000 Est. Cost $22.77 Unrealized +46.9%

— CELGENE CORP 0.2%

Value $1.082M Shares 10,000 Est. Cost $112.75 Unrealized —

KHC KRAFT HEINZ CO 0.2%

Value $1.082M Shares 15,329 Est. Cost $47.82 Unrealized 0.0%

KR KROGER CO 0.2%

Value $1.082M Shares 30,000 Est. Cost $23.04 Unrealized +31.0%

MCHP MICROCHIP TECHNOLOGY INC 0.2%

Value $1.077M Shares 25,000 Est. Cost $17.75 Unrealized -1.4%

MET METLIFE INC 0.2%

Value $1.073M Shares 22,766 Est. Cost $31.07 Unrealized +5.9%

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.06M Shares 14,733 Est. Cost $42.66 Unrealized +10.6%

— CELLDEX THERAPEUTICS INC NEW 0.2%

Value $1.054M Shares 100,000 Est. Cost $17.67 Unrealized —

SF STIFEL FINL CORP 0.2%

Value $1.053M Shares 25,000 Est. Cost $28.20 Unrealized +6.6%

— ADURO BIOTECH INC 0.2%

Value $1.032M Shares 53,300 Est. Cost $19.36 Unrealized —

AMAT APPLIED MATLS INC 0.2%

Value $1.028M Shares 70,000 Est. Cost $15.75 Unrealized -6.4%

M MACYS INC 0.2%

Value $1.026M Shares 20,000 Est. Cost $55.60 Unrealized +12.8%

— LAM RESEARCH CORP 0.2%

Value $1.021M Shares 15,625 Est. Cost $54.99 Unrealized —

O REALTY INCOME CORP 0.2%

Value $1.021M Shares 21,555 Est. Cost $22.70 Unrealized +22.3%

ROK ROCKWELL AUTOMATION INC 0.2%

Value $1.015M Shares 10,000 Est. Cost $93.82 Unrealized -1.5%

CAG CONAGRA FOODS INC 0.2%

Value $1.013M Shares 25,000 Est. Cost $16.04 Unrealized +46.1%

— TRUSTCO BK CORP N Y 0.2%

Value $993K Shares 170,000 Est. Cost $7.04 Unrealized —

ENTG ENTEGRIS INC 0.2%

Value $989K Shares 75,000 Est. Cost $11.16 Unrealized +18.5%

NEE NEXTERA ENERGY INC 0.2%

Value $976K Shares 10,000 Est. Cost $16.57 Unrealized +17.4%

AZZ AZZ INC 0.2%

Value $974K Shares 20,000 Est. Cost $36.74 Unrealized +21.3%

— CHEMICAL FINL CORP 0.2%

Value $971K Shares 30,000 Est. Cost $32.47 Unrealized —

PAYX PAYCHEX INC 0.2%

Value $953K Shares 20,000 Est. Cost $29.49 Unrealized +15.6%

— ASPEN TECHNOLOGY INC 0.2%

Value $948K Shares 25,000 Est. Cost $42.36 Unrealized —

HURN HURON CONSULTING GROUP INC 0.2%

Value $938K Shares 15,000 Est. Cost $65.04 Unrealized +10.1%

— STATE BK FINL CORP 0.2%

Value $931K Shares 45,000 Est. Cost $17.69 Unrealized —

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $928K Shares 13,571 Est. Cost $53.66 Unrealized -0.4%

JBHT HUNT J B TRANS SVCS INC 0.2%

Value $928K Shares 13,000 Est. Cost $65.88 Unrealized +9.0%

MPC MARATHON PETE CORP 0.2%

Value $927K Shares 20,000 Est. Cost $33.67 Unrealized +10.5%

INDB INDEPENDENT BANK CORP MASS 0.2%

Value $922K Shares 20,000 Est. Cost $26.89 Unrealized +29.4%

OTTR OTTER TAIL CORP 0.2%

Value $912K Shares 35,000 Est. Cost $20.25 Unrealized -4.6%

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $904K Shares 35,000 Est. Cost $23.95 Unrealized +18.2%

— BBCN BANCORP INC 0.2%

Value $901K Shares 60,000 Est. Cost $17.13 Unrealized —

UNM UNUM GROUP 0.2%

Value $898K Shares 28,000 Est. Cost $34.13 Unrealized +0.9%

— KAMAN CORP 0.2%

Value $896K Shares 25,000 Est. Cost $40.68 Unrealized —

HUM HUMANA INC 0.2%

Value $895K Shares 5,000 Est. Cost $170.02 Unrealized 0.0%

PNC PNC FINL SVCS GROUP INC 0.2%

Value $892K Shares 10,000 Est. Cost $56.79 Unrealized +19.2%

KMX CARMAX INC 0.2%

Value $890K Shares 15,000 Est. Cost $46.71 Unrealized +34.1%

SCSC SCANSOURCE INC 0.2%

Value $887K Shares 25,000 Est. Cost $39.39 Unrealized -7.0%

— NAVIGANT CONSULTING INC 0.2%

Value $875K Shares 55,000 Est. Cost $18.65 Unrealized —

AFL AFLAC INC 0.2%

Value $872K Shares 15,000 Est. Cost $23.98 Unrealized -1.2%

— BRIGGS & STRATTON CORP 0.2%

Value $869K Shares 45,000 Est. Cost $22.24 Unrealized —

WEX WEX INC 0.2%

Value $868K Shares 10,000 Est. Cost $91.59 Unrealized +8.8%

— YAHOO INC 0.2%

Value $867K Shares 30,000 Est. Cost $35.90 Unrealized —

— SEMGROUP CORP 0.2%

Value $865K Shares 20,000 Est. Cost $65.70 Unrealized —

— GLATFELTER 0.2%

Value $861K Shares 50,000 Est. Cost $27.22 Unrealized —

— MEAD JOHNSON NUTRITION CO 0.2%

Value $860K Shares 12,219 Est. Cost $83.15 Unrealized —

CLDT CHATHAM LODGING TR 0.2%

Value $859K Shares 40,000 Est. Cost $20.23 Unrealized —

FFBC FIRST FINL BANCORP OH 0.2%

Value $859K Shares 45,000 Est. Cost $11.01 Unrealized +14.3%

PPG PPG INDS INC 0.2%

Value $851K Shares 9,700 Est. Cost $85.80 Unrealized -1.7%

— MEDIVATION INC 0.2%

Value $850K Shares 20,000 Est. Cost $53.45 Unrealized —

RUSHA RUSH ENTERPRISES INC 0.2%

Value $847K Shares 35,000 Est. Cost $12.91 Unrealized -13.6%

AEP AMERICAN ELEC PWR INC 0.2%

Value $839K Shares 14,760 Est. Cost $31.83 Unrealized +20.8%

— FORWARD AIR CORP 0.2%

Value $830K Shares 20,000 Est. Cost $46.10 Unrealized —

— ALCOA INC 0.2%

Value $829K Shares 85,787 Est. Cost $10.22 Unrealized —

F FORD MTR CO DEL 0.2%

Value $814K Shares 60,000 Est. Cost $8.37 Unrealized -2.6%

WWD WOODWARD INC 0.2%

Value $814K Shares 20,000 Est. Cost $39.69 Unrealized +11.1%

ROG ROGERS CORP 0.2%

Value $798K Shares 15,000 Est. Cost $60.59 Unrealized -7.1%

— NIC INC 0.2%

Value $797K Shares 45,000 Est. Cost $19.31 Unrealized —

A AGILENT TECHNOLOGIES INC 0.2%

Value $792K Shares 23,084 Est. Cost $37.33 Unrealized -6.8%

CDNS CADENCE DESIGN SYSTEM INC 0.2%

Value $791K Shares 38,250 Est. Cost $14.83 Unrealized +37.4%

NPO ENPRO INDS INC 0.2%

Value $783K Shares 20,000 Est. Cost $70.90 Unrealized -31.6%

PYPL PAYPAL HLDGS INC 0.2%

Value $776K Shares 25,000 Est. Cost $35.85 Unrealized 0.0%

— CABOT MICROELECTRONICS CORP 0.2%

Value $775K Shares 20,000 Est. Cost $44.00 Unrealized —

— HEWLETT PACKARD CO 0.2%

Value $768K Shares 30,000 Est. Cost $32.37 Unrealized —

SO SOUTHERN CO 0.2%

Value $760K Shares 17,000 Est. Cost $25.27 Unrealized +12.1%

KLAC KLA-TENCOR CORP 0.2%

Value $750K Shares 15,000 Est. Cost $41.11 Unrealized +3.4%

BALL BALL CORP 0.2%

Value $746K Shares 12,000 Est. Cost $23.53 Unrealized +29.2%

BDX BECTON DICKINSON & CO 0.2%

Value $741K Shares 5,582 Est. Cost $94.25 Unrealized +26.5%

DE DEERE & CO 0.2%

Value $740K Shares 10,000 Est. Cost $70.10 Unrealized +4.7%

WU WESTERN UN CO 0.2%

Value $734K Shares 40,000 Est. Cost $16.35 Unrealized —

— THERAVANCE INC 0.2%

Value $732K Shares 102,000 Est. Cost $18.84 Unrealized —

— ENLINK MIDSTREAM LLC 0.2%

Value $731K Shares 40,000 Est. Cost $33.95 Unrealized —

IRBTQ IROBOT CORP 0.2%

Value $729K Shares 25,000 Est. Cost $40.05 Unrealized -24.1%

HUBG HUB GROUP INC 0.2%

Value $728K Shares 20,000 Est. Cost $20.24 Unrealized -2.4%

DAN DANA HLDG CORP 0.2%

Value $715K Shares 45,000 Est. Cost $16.52 Unrealized -11.5%

SCHW SCHWAB CHARLES CORP NEW 0.2%

Value $714K Shares 25,000 Est. Cost $22.70 Unrealized +24.4%

NTCT NETSCOUT SYS INC 0.2%

Value $707K Shares 19,977 Est. Cost $37.86 Unrealized 0.0%

— INTRA CELLULAR THERAPIES INC 0.2%

Value $701K Shares 17,500 Est. Cost $40.06 Unrealized —

— EARTHLINK HLDGS CORP 0.2%

Value $700K Shares 90,000 Est. Cost $3.61 Unrealized —

PBYI PUMA BIOTECHNOLOGY INC 0.1%

Value $691K Shares 9,167 Est. Cost $94.57 Unrealized 0.0%

— ASHLAND INC NEW 0.1%

Value $690K Shares 6,860 Est. Cost $99.42 Unrealized —

MOH MOLINA HEALTHCARE INC 0.1%

Value $689K Shares 10,000 Est. Cost $36.85 Unrealized +101.3%

NTRS NORTHERN TR CORP 0.1%

Value $682K Shares 10,000 Est. Cost $45.55 Unrealized +21.9%

TRN TRINITY INDS INC 0.1%

Value $680K Shares 30,000 Est. Cost $18.24 Unrealized -24.9%

— CONSOLIDATED COMM HLDGS INC 0.1%

Value $674K Shares 35,000 Est. Cost $20.00 Unrealized —

— AEGION CORP 0.1%

Value $659K Shares 40,000 Est. Cost $25.30 Unrealized —

— AXOVANT SCIENCES LTD 0.1%

Value $659K Shares 51,000 Est. Cost $12.92 Unrealized —

HTGC HERCULES TECH GROWTH CAP INC 0.1%

Value $657K Shares 65,000 Est. Cost $15.67 Unrealized -27.7%

BAX BAXTER INTL INC 0.1%

Value $657K Shares 20,000 Est. Cost $30.34 Unrealized +5.6%

BSX BOSTON SCIENTIFIC CORP 0.1%

Value $656K Shares 40,000 Est. Cost $13.13 Unrealized +30.2%

— ROCKWELL COLLINS INC 0.1%

Value $655K Shares 8,000 Est. Cost $79.63 Unrealized —

— CARDTRONICS INC 0.1%

Value $654K Shares 20,000 Est. Cost $38.85 Unrealized —

HRB BLOCK H & R INC 0.1%

Value $652K Shares 18,000 Est. Cost $19.54 Unrealized +17.2%

APD AIR PRODS & CHEMS INC 0.1%

Value $638K Shares 5,000 Est. Cost $79.28 Unrealized +24.1%

FLR FLUOR CORP NEW 0.1%

Value $635K Shares 15,000 Est. Cost $69.22 Unrealized -38.7%

COF CAPITAL ONE FINL CORP 0.1%

Value $633K Shares 8,733 Est. Cost $59.33 Unrealized +12.2%

DVN DEVON ENERGY CORP NEW 0.1%

Value $631K Shares 17,000 Est. Cost $41.69 Unrealized -24.4%

— RIGEL PHARMACEUTICALS INC 0.1%

Value $630K Shares 255,000 Est. Cost $2.47 Unrealized —

— BAXALTA INC 0.1%

Value $630K Shares 20,000 Est. Cost $31.50 Unrealized —

— CUBIC CORP 0.1%

Value $629K Shares 15,000 Est. Cost $51.07 Unrealized —

— ORITANI FINL CORP DEL 0.1%

Value $625K Shares 40,000 Est. Cost $15.80 Unrealized —

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $622K Shares 15,000 Est. Cost $29.33 Unrealized +14.3%

— FMC TECHNOLOGIES INC 0.1%

Value $620K Shares 20,000 Est. Cost $52.30 Unrealized —

RSG REPUBLIC SVCS INC 0.1%

Value $618K Shares 15,000 Est. Cost $26.51 Unrealized +29.6%

KIM KIMCO RLTY CORP 0.1%

Value $611K Shares 25,000 Est. Cost $12.11 Unrealized +19.7%

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value $611K Shares 5,000 Est. Cost $114.47 Unrealized +10.4%

EBAY EBAY INC 0.1%

Value $611K Shares 25,000 Est. Cost $20.67 Unrealized +15.8%

KSS KOHLS CORP 0.1%

Value $602K Shares 13,000 Est. Cost $53.60 Unrealized +4.9%

— MYLAN N V 0.1%

Value $594K Shares 14,750 Est. Cost $59.32 Unrealized —

— SYMANTEC CORP 0.1%

Value $584K Shares 30,000 Est. Cost $19.97 Unrealized —

NTGR NETGEAR INC 0.1%

Value $583K Shares 20,000 Est. Cost $20.77 Unrealized -9.1%

— DRIL-QUIP INC 0.1%

Value $582K Shares 10,000 Est. Cost $112.10 Unrealized —

— SPECTRA ENERGY CORP 0.1%

Value $581K Shares 22,100 Est. Cost $36.92 Unrealized —

— FINISH LINE INC 0.1%

Value $579K Shares 30,000 Est. Cost $27.10 Unrealized —

XEL XCEL ENERGY INC 0.1%

Value $575K Shares 16,243 Est. Cost $19.89 Unrealized +23.5%

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $571K Shares 6,666 Est. Cost $41.68 Unrealized +45.6%

GCO GENESCO INC 0.1%

Value $571K Shares 10,000 Est. Cost $72.64 Unrealized -14.5%

LUV SOUTHWEST AIRLS CO 0.1%

Value $571K Shares 15,000 Est. Cost $19.19 Unrealized +70.6%

AVY AVERY DENNISON CORP 0.1%

Value $566K Shares 10,000 Est. Cost $39.54 Unrealized +25.8%

— VERINT SYS INC 0.1%

Value $560K Shares 12,981 Est. Cost $46.91 Unrealized —

MTH MERITAGE HOMES CORP 0.1%

Value $548K Shares 15,000 Est. Cost $22.78 Unrealized -5.6%

TBPH THERAVANCE BIOPHARMA INC 0.1%

Value $541K Shares 49,284 Est. Cost $16.88 Unrealized -24.6%

HAL HALLIBURTON CO 0.1%

Value $540K Shares 15,267 Est. Cost $42.79 Unrealized -24.8%

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $532K Shares 6,318 Est. Cost $26.27 Unrealized +181.5%

— FARO TECHNOLOGIES INC 0.1%

Value $525K Shares 15,000 Est. Cost $53.00 Unrealized —

Value $519K Shares 18,879 Est. Cost $30.01 Unrealized -7.0%

EMN EASTMAN CHEM CO 0.1%

Value $518K Shares 8,000 Est. Cost $56.96 Unrealized -7.3%

— CENTURYLINK INC 0.1%

Value $516K Shares 20,550 Est. Cost $32.85 Unrealized —

NPKI NEWPARK RES INC 0.1%

Value $512K Shares 100,000 Est. Cost $11.44 Unrealized -40.2%

CVLT COMMVAULT SYSTEMS INC 0.1%

Value $509K Shares 15,000 Est. Cost $69.18 Unrealized -46.0%

— HESS CORP 0.1%

Value $501K Shares 10,000 Est. Cost $82.90 Unrealized —

KMT KENNAMETAL INC 0.1%

Value $498K Shares 20,000 Est. Cost $33.32 Unrealized -32.9%

SNPS SYNOPSYS INC 0.1%

Value $496K Shares 10,742 Est. Cost $40.13 Unrealized +22.4%

PH PARKER HANNIFIN CORP 0.1%

Value $487K Shares 5,000 Est. Cost $98.49 Unrealized -7.0%

SLB SCHLUMBERGER LTD 0.1%

Value $480K Shares 6,966 Est. Cost $65.48 Unrealized -10.0%

KMI KINDER MORGAN INC DEL 0.1%

Value $478K Shares 17,265 Est. Cost $18.43 Unrealized +6.0%

COR AMERISOURCEBERGEN CORP 0.1%

Value $475K Shares 4,996 Est. Cost $49.28 Unrealized +57.2%

BXP BOSTON PROPERTIES INC 0.1%

Value $474K Shares 4,000 Est. Cost $66.97 Unrealized +17.0%

CRUS CIRRUS LOGIC INC 0.1%

Value $473K Shares 15,000 Est. Cost $19.04 Unrealized +60.8%

MYE MYERS INDS INC 0.1%

Value $469K Shares 35,000 Est. Cost $13.73 Unrealized -21.6%

BWXT BWX TECHNOLOGIES INC 0.1%

Value $461K Shares 17,500 Est. Cost $22.66 Unrealized 0.0%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $458K Shares 10,000 Est. Cost $27.12 Unrealized +36.4%

EXPE EXPEDIA INC DEL 0.1%

Value $456K Shares 3,875 Est. Cost $67.77 Unrealized +61.0%

— XENOPORT INC 0.1%

Value $451K Shares 130,000 Est. Cost $5.17 Unrealized —

MU MICRON TECHNOLOGY INC 0.1%

Value $449K Shares 30,000 Est. Cost $23.18 Unrealized -27.6%

— TENNECO INC 0.1%

Value $448K Shares 10,000 Est. Cost $58.10 Unrealized —

— FTD COS INC 0.1%

Value $447K Shares 15,000 Est. Cost $31.80 Unrealized —

MUR MURPHY OIL CORP 0.1%

Value $436K Shares 18,000 Est. Cost $38.91 Unrealized -44.7%

PNNT PENNANTPARK INVT CORP 0.1%

Value $432K Shares 66,710 Est. Cost $2.62 Unrealized -19.4%

— XEROX CORP 0.1%

Value $428K Shares 44,000 Est. Cost $11.30 Unrealized —

— GREENHILL & CO INC 0.1%

Value $427K Shares 15,000 Est. Cost $52.00 Unrealized —

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $422K Shares 10,000 Est. Cost $22.69 Unrealized +25.2%

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $417K Shares 40,000 Est. Cost $11.24 Unrealized -17.0%

KOP KOPPERS HOLDINGS INC 0.1%

Value $403K Shares 20,000 Est. Cost $38.65 Unrealized -46.8%

ABT ABBOTT LABS 0.1%

Value $402K Shares 10,000 Est. Cost $30.73 Unrealized +26.3%

— AMAG PHARMACEUTICALS INC 0.1%

Value $397K Shares 10,000 Est. Cost $19.35 Unrealized —

C CITIGROUP INC 0.1%

Value $397K Shares 8,000 Est. Cost $37.07 Unrealized +9.9%

DAR DARLING INGREDIENTS INC 0.1%

Value $393K Shares 35,000 Est. Cost $20.04 Unrealized -36.2%

CROX CROCS INC 0.1%

Value $388K Shares 30,000 Est. Cost $15.31 Unrealized -5.3%

— JUNIPER NETWORKS INC 0.1%

Value $386K Shares 15,000 Est. Cost $25.73 Unrealized —

— HAYNES INTERNATIONAL INC 0.1%

Value $378K Shares 10,000 Est. Cost $54.00 Unrealized —

— LEGG MASON INC 0.1%

Value $374K Shares 9,000 Est. Cost $49.00 Unrealized —

— ORBITAL ATK INC 0.1%

Value $374K Shares 5,209 Est. Cost $76.60 Unrealized —

— TOKAI PHARMACEUTICALS INC 0.1%

Value $362K Shares 35,000 Est. Cost $10.34 Unrealized —

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $357K Shares 3,333 Est. Cost $78.33 Unrealized +19.5%

— STAPLES INC 0.1%

Value $356K Shares 30,348 Est. Cost $11.34 Unrealized —

KEYS KEYSIGHT TECHNOLOGIES INC 0.1%

Value $356K Shares 11,542 Est. Cost $32.07 Unrealized -2.9%

— ARQULE INC 0.1%

Value $355K Shares 190,000 Est. Cost $2.05 Unrealized —

HALO HALOZYME THERAPEUTICS INC 0.1%

Value $336K Shares 25,000 Est. Cost $20.08 Unrealized 0.0%

NRG NRG ENERGY INC 0.1%

Value $334K Shares 22,496 Est. Cost $22.10 Unrealized -28.6%

— NEKTAR THERAPEUTICS 0.1%

Value $329K Shares 30,000 Est. Cost $12.13 Unrealized —

— BOULDER BRANDS INC 0.1%

Value $328K Shares 40,000 Est. Cost $17.63 Unrealized —

— FIBROGEN INC 0.1%

Value $315K Shares 14,352 Est. Cost $21.95 Unrealized —

AIG AMERICAN INTL GROUP INC 0.1%

Value $313K Shares 5,500 Est. Cost $37.86 Unrealized +24.6%

— MARATHON OIL CORP 0.1%

Value $308K Shares 20,000 Est. Cost $35.50 Unrealized —

— DENTSPLY INTL INC NEW 0.1%

Value $303K Shares 6,000 Est. Cost $46.00 Unrealized —

EXC EXELON CORP 0.1%

Value $303K Shares 10,200 Est. Cost $13.80 Unrealized +12.8%

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $293K Shares 10,000 Est. Cost $25.47 Unrealized +17.9%

— PICO HLDGS INC 0.1%

Value $290K Shares 30,000 Est. Cost $26.00 Unrealized —

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $289K Shares 7,439 Est. Cost $36.77 Unrealized +6.4%

DOV DOVER CORP 0.1%

Value $286K Shares 5,000 Est. Cost $50.30 Unrealized -16.1%

— ACHILLION PHARMACEUTICALS IN 0.1%

Value $276K Shares 40,000 Est. Cost $6.90 Unrealized —

— ARRAY BIOPHARMA INC 0.1%

Value $274K Shares 60,000 Est. Cost $4.70 Unrealized —

— KANSAS CITY SOUTHERN 0.1%

Value $273K Shares 3,000 Est. Cost $102.00 Unrealized —

RGA REINSURANCE GROUP AMER INC 0.1%

Value $256K Shares 2,829 Est. Cost $75.92 Unrealized +23.9%

— INGERSOLL-RAND PLC 0.1%

Value $254K Shares 5,000 Est. Cost $57.20 Unrealized —

MCY MERCURY GENL CORP NEW 0.1%

Value $253K Shares 5,000 Est. Cost $45.68 Unrealized +17.3%

— IAC INTERACTIVECORP 0.1%

Value $253K Shares 3,875 Est. Cost $71.48 Unrealized —

MUSA MURPHY USA INC 0.1%

Value $247K Shares 4,500 Est. Cost $45.04 Unrealized +14.9%

MAN MANPOWERGROUP INC 0.1%

Value $246K Shares 3,000 Est. Cost $79.12 Unrealized +12.6%

— NOBLE ENERGY INC 0.1%

Value $245K Shares 8,130 Est. Cost $30.14 Unrealized —

TRIP TRIPADVISOR INC 0.1%

Value $244K Shares 3,875 Est. Cost $81.07 Unrealized -17.0%

— ASTORIA FINL CORP 0.1%

Value $242K Shares 15,000 Est. Cost $13.80 Unrealized —

— ROVI CORP 0.0%

Value $228K Shares 21,758 Est. Cost $22.80 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $224K Shares 21,572 Est. Cost $10.62 Unrealized —

— XURA INC 0.0%

Value $224K Shares 10,000 Est. Cost $22.40 Unrealized —

EMR EMERSON ELEC CO 0.0%

Value $221K Shares 5,000 Est. Cost $47.79 Unrealized -21.9%

VTR VENTAS INC 0.0%

Value $220K Shares 3,933 Est. Cost $41.21 Unrealized +0.8%

HL HECLA MNG CO 0.0%

Value $217K Shares 110,000 Est. Cost $3.11 Unrealized -34.7%

— NEWLINK GENETICS CORP 0.0%

Value $215K Shares 6,000 Est. Cost $35.83 Unrealized —

PLD PROLOGIS INC 0.0%

Value $213K Shares 5,464 Est. Cost $27.64 Unrealized +4.3%

FOLD AMICUS THERAPEUTICS INC 0.0%

Value $210K Shares 15,000 Est. Cost $2.50 Unrealized +527.2%

NWSA NEWS CORP NEW 0.0%

Value $205K Shares 16,250 Est. Cost $15.19 Unrealized -19.4%

CVCO CAVCO INDS INC DEL 0.0%

Value $204K Shares 3,000 Est. Cost $76.06 Unrealized -4.6%

LNN LINDSAY CORP 0.0%

Value $203K Shares 3,000 Est. Cost $72.98 Unrealized -4.5%

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.0%

Value $192K Shares 16,000 Est. Cost $18.31 Unrealized —

GTLS CHART INDS INC 0.0%

Value $192K Shares 10,000 Est. Cost $86.10 Unrealized -69.4%

— NABORS INDUSTRIES LTD 0.0%

Value $189K Shares 20,000 Est. Cost $24.65 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $189K Shares 10,000 Est. Cost $17.01 Unrealized +5.1%

— QUALITY SYS INC 0.0%

Value $187K Shares 15,000 Est. Cost $16.87 Unrealized —

NI NISOURCE INC 0.0%

Value $186K Shares 10,000 Est. Cost $9.34 Unrealized +31.7%

— COLUMBIA PIPELINE GROUP INC 0.0%

Value $183K Shares 10,000 Est. Cost $18.30 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $180K Shares 40,000 Est. Cost $10.39 Unrealized -50.1%

— DREAMWORKS ANIMATION SKG INC 0.0%

Value $175K Shares 10,000 Est. Cost $26.60 Unrealized —

— OCWEN FINL CORP 0.0%

Value $174K Shares 26,000 Est. Cost $39.19 Unrealized —

— OASIS PETE INC NEW 0.0%

Value $174K Shares 20,000 Est. Cost $41.75 Unrealized —

— PIER 1 IMPORTS INC 0.0%

Value $173K Shares 25,000 Est. Cost $18.88 Unrealized —

— WEATHERFORD INTL PLC 0.0%

Value $170K Shares 20,000 Est. Cost $20.80 Unrealized —

XENE XENON PHARMACEUTICALS INC 0.0%

Value $165K Shares 20,000 Est. Cost $13.82 Unrealized -28.2%

— CHICOS FAS INC 0.0%

Value $157K Shares 10,000 Est. Cost $16.00 Unrealized —

— MCDERMOTT INTL INC 0.0%

Value $151K Shares 35,000 Est. Cost $7.83 Unrealized —

— ADTRAN INC 0.0%

Value $146K Shares 10,000 Est. Cost $24.40 Unrealized —

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $146K Shares 15,087 Est. Cost $11.21 Unrealized -22.5%

HLX HELIX ENERGY SOLUTIONS GRP I 0.0%

Value $144K Shares 30,000 Est. Cost $22.27 Unrealized -64.2%

FSS FEDERAL SIGNAL CORP 0.0%

Value $137K Shares 10,000 Est. Cost $11.92 Unrealized +6.3%

NVRI HARSCO CORP 0.0%

Value $136K Shares 15,000 Est. Cost $24.55 Unrealized -48.6%

— PENNEY J C INC 0.0%

Value $116K Shares 12,500 Est. Cost $8.64 Unrealized —

— WPX ENERGY INC 0.0%

Value $110K Shares 16,666 Est. Cost $18.00 Unrealized —

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $110K Shares 12,000 Est. Cost $10.36 Unrealized -13.4%

— UNITED ONLINE INC 0.0%

Value $107K Shares 10,714 Est. Cost $11.57 Unrealized —

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $86,000 Shares 10,000 Est. Cost $7.90 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $74,000 Shares 15,602 Est. Cost $5.70 Unrealized —

— LINNCO LLC 0.0%

Value $68,000 Shares 25,200 Est. Cost $27.06 Unrealized —

— SPRINT CORP 0.0%

Value $58,000 Shares 15,000 Est. Cost $9.20 Unrealized —

— AVON PRODS INC 0.0%

Value $49,000 Shares 15,000 Est. Cost $14.67 Unrealized —

— HARVARD APPARATUS REGENER TE 0.0%

Value $42,000 Shares 50,000 Est. Cost $1.44 Unrealized —

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $29,000 Shares 17,000 Est. Cost $3.82 Unrealized -50.7%

— CALIFORNIA RES CORP 0.0%

Value $26,000 Shares 10,000 Est. Cost $5.50 Unrealized —

— KINDER MORGAN INC DEL 0.0%

Value $24,000 Shares 26,117 Est. Cost $1.76 Unrealized —

— AK STL HLDG CORP 0.0%

Value $24,000 Shares 10,000 Est. Cost $7.20 Unrealized —

— ENERGY XXI LTD 0.0%

Value $21,000 Shares 20,000 Est. Cost $23.55 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	190,500	$21.01M	4.5%	$18.36	+43.2%	COM	037833100
JPM	JPMORGAN CHASE & CO	135,000	$8.231M	1.8%	$42.08	+17.9%	COM	46625H100
MSFT	MICROSOFT CORP	185,000	$8.188M	1.8%	$31.26	+24.5%	COM	594918104
XOM	EXXON MOBIL CORP	70,000	$5.205M	1.1%	$58.08	-15.5%	COM	30231G102
WFC	WELLS FARGO & CO NEW	100,000	$5.135M	1.1%	$33.41	+22.9%	COM	949746101
DIS	DISNEY WALT CO	50,000	$5.11M	1.1%	$69.69	+43.1%	COM DISNEY	254687106
PG	PROCTER & GAMBLE CO	70,000	$5.036M	1.1%	$56.51	-0.3%	COM	742718109
ALK	ALASKA AIR GROUP INC	60,000	$4.767M	1.0%	$39.91	+76.3%	COM	011659109
PM	PHILIP MORRIS INTL INC	60,000	$4.76M	1.0%	$44.74	+9.3%	COM	718172109
JNJ	JOHNSON & JOHNSON	50,000	$4.668M	1.0%	$66.63	+8.8%	COM	478160104
MRK	MERCK & CO INC NEW	93,252	$4.606M	1.0%	$35.76	+7.4%	COM	58933Y105
MO	ALTRIA GROUP INC	80,000	$4.352M	0.9%	$17.12	+57.7%	COM	02209S103
LOW	LOWES COS INC	60,000	$4.135M	0.9%	$39.01	+45.9%	COM	548661107
AMZN	AMAZON COM INC	8,000	$4.095M	0.9%	$18.56	+36.2%	COM	023135106
CSCO	CISCO SYS INC	150,000	$3.938M	0.9%	$15.30	+27.9%	COM	17275R102
GILD	GILEAD SCIENCES INC	40,000	$3.928M	0.8%	$54.49	+42.2%	COM	375558103
AXP	AMERICAN EXPRESS CO	50,000	$3.707M	0.8%	$75.50	-12.3%	COM	025816109
PFE	PFIZER INC	115,956	$3.642M	0.8%	$18.20	+13.2%	COM	717081103
ORCL	ORACLE CORP	100,000	$3.612M	0.8%	$31.98	+2.9%	COM	68389X105
ALKS	ALKERMES PLC	60,000	$3.52M	0.8%	$47.58	+38.8%	SHS	G01767105
MCD	MCDONALDS CORP	35,093	$3.458M	0.7%	$70.27	+7.2%	COM	580135101
INTC	INTEL CORP	110,000	$3.315M	0.7%	$18.67	+21.2%	COM	458140100
USB	US BANCORP DEL	80,000	$3.281M	0.7%	$27.34	+9.0%	COM NEW	902973304
—	CORE MARK HOLDING CO INC	50,000	$3.273M	0.7%	$59.12	—	COM	218681104
TRV	TRAVELERS COMPANIES INC	32,443	$3.229M	0.7%	$64.62	+25.9%	COM	89417E109
THC	TENET HEALTHCARE CORP	85,000	$3.138M	0.7%	$44.12	+17.1%	COM NEW	88033G407
BK	BANK NEW YORK MELLON CORP	80,038	$3.133M	0.7%	$24.75	+29.3%	COM	064058100
UNP	UNION PAC CORP	34,000	$3.006M	0.7%	$71.52	+0.9%	COM	907818108
LLY	LILLY ELI & CO	35,000	$2.929M	0.6%	$44.54	+58.2%	COM	532457108
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$2.899M	0.6%	$109.22	-12.7%	COM	459200101
COST	COSTCO WHSL CORP NEW	20,000	$2.891M	0.6%	$91.29	+31.0%	COM	22160K105
—	ISIS PHARMACEUTICALS INC	70,000	$2.83M	0.6%	$36.96	—	COM	464330109
VZ	VERIZON COMMUNICATIONS INC	65,000	$2.828M	0.6%	$25.87	+4.4%	COM	92343V104
CVX	CHEVRON CORP NEW	35,000	$2.761M	0.6%	$70.36	-23.5%	COM	166764100
AMT	AMERICAN TOWER CORP NEW	30,000	$2.639M	0.6%	$61.59	+18.5%	COM	03027X100
KO	COCA COLA CO	65,000	$2.608M	0.6%	$26.56	+8.6%	COM	191216100
GS	GOLDMAN SACHS GROUP INC	15,000	$2.606M	0.6%	$133.70	+18.8%	COM	38141G104
WMT	WAL-MART STORES INC	40,000	$2.594M	0.6%	$19.90	-5.0%	COM	931142103
—	COMCAST CORP NEW	45,000	$2.576M	0.6%	$48.78	—	CL A SPL	20030N200
CL	COLGATE PALMOLIVE CO	40,000	$2.538M	0.5%	$47.90	+7.1%	COM	194162103
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$2.538M	0.5%	$12.23	—	COM	458118106
—	TIME WARNER INC	36,666	$2.521M	0.5%	$65.32	—	COM NEW	887317303
AWR	AMERICAN STS WTR CO	60,000	$2.484M	0.5%	$23.08	+36.8%	COM	029899101
—	ACTIVISION BLIZZARD INC	80,000	$2.471M	0.5%	$20.44	—	COM	00507V109
—	UNITED TECHNOLOGIES CORP	25,000	$2.225M	0.5%	$116.84	—	COM	913017109
PEP	PEPSICO INC	23,251	$2.193M	0.5%	$56.86	+22.2%	COM	713448108
—	AETNA INC NEW	20,012	$2.19M	0.5%	$81.84	—	COM	00817Y108
—	RAYTHEON CO	20,000	$2.185M	0.5%	$98.80	—	COM NEW	755111507
ABBV	ABBVIE INC	40,000	$2.176M	0.5%	$39.76	+6.9%	COM	00287Y109
COP	CONOCOPHILLIPS	45,000	$2.158M	0.5%	$45.41	-19.0%	COM	20825C104
CYH	COMMUNITY HEALTH SYS INC NEW	50,000	$2.139M	0.5%	$35.59	+28.8%	COM	203668108
SJM	SMUCKER J M CO	18,405	$2.1M	0.5%	$68.74	+18.9%	COM NEW	832696405
—	BAKER HUGHES INC	40,000	$2.082M	0.5%	$64.11	—	COM	057224107
BIIB	BIOGEN INC	7,000	$2.043M	0.4%	$330.23	0.0%	COM	09062X103
YUM	YUM BRANDS INC	25,000	$1.999M	0.4%	$42.07	+18.5%	COM	988498101
ALL	ALLSTATE CORP	33,810	$1.969M	0.4%	$41.54	+19.8%	COM	020002101
TGT	TARGET CORP	25,000	$1.967M	0.4%	$41.65	+40.8%	COM	87612E106
SEIC	SEI INVESTMENTS CO	40,000	$1.929M	0.4%	$29.39	+52.4%	COM	784117103
MDLZ	MONDELEZ INTL INC	45,987	$1.925M	0.4%	$26.35	+29.1%	CL A	609207105
PRU	PRUDENTIAL FINL INC	25,000	$1.905M	0.4%	$52.24	+1.4%	COM	744320102
HON	HONEYWELL INTL INC	20,000	$1.894M	0.4%	$64.71	+13.3%	COM	438516106
—	AMERICAN EQTY INVT LIFE HLD	80,000	$1.865M	0.4%	$23.63	—	COM	025676206
—	CHUBB CORP	15,000	$1.84M	0.4%	$89.33	—	COM	171232101
TROW	PRICE T ROWE GROUP INC	26,000	$1.807M	0.4%	$52.57	-3.0%	COM	74144T108
—	TIME WARNER CABLE INC	10,000	$1.794M	0.4%	$137.20	—	COM	88732J207
—	REYNOLDS AMERICAN INC	40,000	$1.771M	0.4%	$48.84	—	COM	761713106
—	TWENTY FIRST CENTY FOX INC	65,000	$1.754M	0.4%	$31.97	—	CL A	90130A101
PSX	PHILLIPS 66	22,500	$1.729M	0.4%	$49.82	+8.5%	COM	718546104
—	MONSANTO CO NEW	20,000	$1.707M	0.4%	$113.75	—	COM	61166W101
CMCSA	COMCAST CORP NEW	30,000	$1.706M	0.4%	$19.96	+17.0%	CL A	20030N101
—	DOW CHEM CO	40,165	$1.703M	0.4%	$48.60	—	COM	260543103
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$1.697M	0.4%	$11.02	+29.0%	COM	169656105
—	INFINERA CORPORATION	85,000	$1.663M	0.4%	$9.08	—	COM	45667G103
NOC	NORTHROP GRUMMAN CORP	10,000	$1.66M	0.4%	$97.12	+45.8%	COM	666807102
INCY	INCYTE CORP	15,000	$1.655M	0.4%	$62.06	+80.7%	COM	45337C102
OXY	OCCIDENTAL PETE CORP DEL	25,000	$1.654M	0.4%	$62.47	-17.9%	COM	674599105
KFY	KORN FERRY INTL	50,000	$1.654M	0.4%	$22.02	+33.7%	COM NEW	500643200
ITW	ILLINOIS TOOL WKS INC	20,000	$1.646M	0.4%	$61.28	+11.5%	COM	452308109
—	DISCOVER FINL SVCS	31,350	$1.63M	0.4%	$58.18	—	COM	254709108
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$1.624M	0.4%	$44.55	+25.4%	COM	955306105
QCOM	QUALCOMM INC	30,000	$1.612M	0.3%	$54.02	-18.3%	COM	747525103
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.592M	0.3%	$35.93	+24.0%	COM	110122108
SWK	STANLEY BLACK & DECKER INC	16,375	$1.588M	0.3%	$59.39	+32.7%	COM	854502101
EPR	EPR PPTYS	30,000	$1.547M	0.3%	$53.40	—	COM SH BEN INT	26884U109
—	BROADCOM CORP	30,000	$1.543M	0.3%	$31.47	—	CL A	111320107
—	EMPIRE DIST ELEC CO	70,000	$1.542M	0.3%	$24.31	—	COM	291641108
—	ALLERGAN PLC	5,663	$1.539M	0.3%	$303.37	—	SHS	G0177J108
—	SOUTH ST CORP	20,000	$1.537M	0.3%	$55.90	—	COM	840441109
—	PRAXAIR INC	15,000	$1.528M	0.3%	$131.00	—	COM	74005P104
—	PINNACLE ENTMT INC	45,000	$1.523M	0.3%	$23.71	—	COM	723456109
—	GENERAL ELECTRIC CO	60,000	$1.513M	0.3%	$25.88	—	COM	369604103
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.495M	0.3%	$28.89	+20.0%	COM	440327104
EEFT	EURONET WORLDWIDE INC	20,000	$1.482M	0.3%	$41.47	+61.4%	COM	298736109
BAC	BANK AMER CORP	95,082	$1.481M	0.3%	$13.25	+1.4%	COM	060505104
MCK	MCKESSON CORP	8,000	$1.48M	0.3%	$160.13	+22.1%	COM	58155Q103
OXM	OXFORD INDS INC	20,000	$1.478M	0.3%	$77.21	+7.4%	COM	691497309
AVB	AVALONBAY CMNTYS INC	8,407	$1.47M	0.3%	$84.84	+40.8%	COM	053484101
T	AT&T INC	45,000	$1.466M	0.3%	$10.85	+13.0%	COM	00206R102
EFX	EQUIFAX INC	15,000	$1.458M	0.3%	$62.16	+44.8%	COM	294429105
AZO	AUTOZONE INC	2,000	$1.448M	0.3%	$518.77	+36.5%	COM	053332102
CVS	CVS HEALTH CORP	15,000	$1.447M	0.3%	$51.11	+52.2%	COM	126650100
BC	BRUNSWICK CORP	30,000	$1.437M	0.3%	$36.35	+17.3%	COM	117043109
—	CHESAPEAKE LODGING TR	55,000	$1.433M	0.3%	$25.73	—	SH BEN INT	165240102
PTC	PTC INC	45,000	$1.428M	0.3%	$36.75	-2.6%	COM	69370C100
GAP	GAP INC DEL	50,000	$1.425M	0.3%	$27.08	-12.1%	COM	364760108
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.41M	0.3%	$38.81	+20.4%	COM	571748102
—	POPEYES LA KITCHEN INC	25,000	$1.409M	0.3%	$40.64	—	COM	732872106
—	CITRIX SYS INC	20,000	$1.386M	0.3%	$57.45	—	COM	177376100
GD	GENERAL DYNAMICS CORP	10,000	$1.38M	0.3%	$80.10	+44.2%	COM	369550108
—	COLONY CAP INC	70,000	$1.369M	0.3%	$21.96	—	CL A	19624R106
GERN	GERON CORP	490,000	$1.352M	0.3%	$3.75	-3.3%	COM	374163103
—	PRIVATEBANCORP INC	35,000	$1.342M	0.3%	$30.51	—	COM	742962103
MDT	MEDTRONIC PLC	20,000	$1.339M	0.3%	$58.10	-1.9%	SHS	G5960L103
—	GOOGLE INC	2,080	$1.328M	0.3%	$1114.42	—	CL A	38259P508
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.328M	0.3%	$3.76	+23.2%	CL A	29382R107
—	VIACOM INC NEW	30,000	$1.295M	0.3%	$85.00	—	CL B	92553P201
WMB	WILLIAMS COS INC DEL	35,000	$1.29M	0.3%	$20.92	+31.1%	COM	969457100
—	CORESITE RLTY CORP	25,000	$1.286M	0.3%	$31.00	—	COM	21870Q105
—	WYNDHAM WORLDWIDE CORP	17,859	$1.284M	0.3%	$73.24	—	COM	98310W108
—	GOOGLE INC	2,085	$1.269M	0.3%	$575.48	—	CL C	38259P706
—	DEALERTRACK TECHNOLOGIES INC	20,000	$1.263M	0.3%	$49.20	—	COM	242309102
—	CAVIUM INC	20,000	$1.227M	0.3%	$43.75	—	COM	14964U108
—	CAMERON INTERNATIONAL CORP	20,000	$1.226M	0.3%	$61.75	—	COM	13342B105
MATW	MATTHEWS INTL CORP	25,000	$1.224M	0.3%	$31.38	+28.4%	CL A	577128101
HEI	HEICO CORP NEW	25,000	$1.222M	0.3%	$29.73	-8.3%	COM	422806109
—	E M C CORP MASS	50,250	$1.214M	0.3%	$27.40	—	COM	268648102
—	KNOLL INC	55,000	$1.209M	0.3%	$18.18	—	COM NEW	498904200
—	ANADARKO PETE CORP	20,000	$1.208M	0.3%	$84.75	—	COM	032511107
—	DU PONT E I DE NEMOURS & CO	25,000	$1.205M	0.3%	$67.12	—	COM	263534109
—	HEARTWARE INTL INC	23,000	$1.203M	0.3%	$93.78	—	COM	422368100
WSO	WATSCO INC	10,000	$1.185M	0.3%	$96.52	+29.2%	COM	942622200
SYY	SYSCO CORP	30,000	$1.169M	0.3%	$26.11	+11.4%	COM	871829107
PLXS	PLEXUS CORP	30,000	$1.157M	0.3%	$40.84	-6.0%	COM	729132100
HD	HOME DEPOT INC	10,000	$1.155M	0.2%	$60.23	+50.2%	COM	437076102
CAH	CARDINAL HEALTH INC	15,000	$1.152M	0.2%	$50.49	+23.4%	COM	14149Y108
—	CHEMTURA CORP	40,000	$1.145M	0.2%	$25.30	—	COM NEW	163893209
—	CIMPRESS N V	15,000	$1.142M	0.2%	$74.87	—	SHS EURO	N20146101
—	SENIOR HSG PPTYS TR	70,000	$1.134M	0.2%	$22.47	—	SH BEN INT	81721M109
EQR	EQUITY RESIDENTIAL	15,000	$1.127M	0.2%	$31.71	+36.5%	SH BEN INT	29476L107
NSC	NORFOLK SOUTHERN CORP	14,500	$1.108M	0.2%	$71.41	-8.8%	COM	655844108
ZTS	ZOETIS INC	26,578	$1.094M	0.2%	$27.83	+53.6%	CL A	98978V103
CAR	AVIS BUDGET GROUP	25,000	$1.092M	0.2%	$40.83	+0.9%	COM	053774105
CNC	CENTENE CORP DEL	20,000	$1.085M	0.2%	$22.77	+46.9%	COM	15135B101
—	CELGENE CORP	10,000	$1.082M	0.2%	$112.75	—	COM	151020104
KHC	KRAFT HEINZ CO	15,329	$1.082M	0.2%	$47.82	0.0%	COM	500754106
KR	KROGER CO	30,000	$1.082M	0.2%	$23.04	+31.0%	COM	501044101
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.077M	0.2%	$17.75	-1.4%	COM	595017104
MET	METLIFE INC	22,766	$1.073M	0.2%	$31.07	+5.9%	COM	59156R108
DUK	DUKE ENERGY CORP NEW	14,733	$1.06M	0.2%	$42.66	+10.6%	COM NEW	26441C204
—	CELLDEX THERAPEUTICS INC NEW	100,000	$1.054M	0.2%	$17.67	—	COM	15117B103
SF	STIFEL FINL CORP	25,000	$1.053M	0.2%	$28.20	+6.6%	COM	860630102
—	ADURO BIOTECH INC	53,300	$1.032M	0.2%	$19.36	—	COM	00739L101
AMAT	APPLIED MATLS INC	70,000	$1.028M	0.2%	$15.75	-6.4%	COM	038222105
M	MACYS INC	20,000	$1.026M	0.2%	$55.60	+12.8%	COM	55616P104
—	LAM RESEARCH CORP	15,625	$1.021M	0.2%	$54.99	—	COM	512807108
O	REALTY INCOME CORP	21,555	$1.021M	0.2%	$22.70	+22.3%	COM	756109104
ROK	ROCKWELL AUTOMATION INC	10,000	$1.015M	0.2%	$93.82	-1.5%	COM	773903109
CAG	CONAGRA FOODS INC	25,000	$1.013M	0.2%	$16.04	+46.1%	COM	205887102
—	TRUSTCO BK CORP N Y	170,000	$993K	0.2%	$7.04	—	COM	898349105
ENTG	ENTEGRIS INC	75,000	$989K	0.2%	$11.16	+18.5%	COM	29362U104
NEE	NEXTERA ENERGY INC	10,000	$976K	0.2%	$16.57	+17.4%	COM	65339F101
AZZ	AZZ INC	20,000	$974K	0.2%	$36.74	+21.3%	COM	002474104
—	CHEMICAL FINL CORP	30,000	$971K	0.2%	$32.47	—	COM	163731102
PAYX	PAYCHEX INC	20,000	$953K	0.2%	$29.49	+15.6%	COM	704326107
—	ASPEN TECHNOLOGY INC	25,000	$948K	0.2%	$42.36	—	COM	045327103
HURN	HURON CONSULTING GROUP INC	15,000	$938K	0.2%	$65.04	+10.1%	COM	447462102
—	STATE BK FINL CORP	45,000	$931K	0.2%	$17.69	—	COM	856190103
MSI	MOTOROLA SOLUTIONS INC	13,571	$928K	0.2%	$53.66	-0.4%	COM NEW	620076307
JBHT	HUNT J B TRANS SVCS INC	13,000	$928K	0.2%	$65.88	+9.0%	COM	445658107
MPC	MARATHON PETE CORP	20,000	$927K	0.2%	$33.67	+10.5%	COM	56585A102
INDB	INDEPENDENT BANK CORP MASS	20,000	$922K	0.2%	$26.89	+29.4%	COM	453836108
OTTR	OTTER TAIL CORP	35,000	$912K	0.2%	$20.25	-4.6%	COM	689648103
PRGS	PROGRESS SOFTWARE CORP	35,000	$904K	0.2%	$23.95	+18.2%	COM	743312100
—	BBCN BANCORP INC	60,000	$901K	0.2%	$17.13	—	COM	073295107
UNM	UNUM GROUP	28,000	$898K	0.2%	$34.13	+0.9%	COM	91529Y106
—	KAMAN CORP	25,000	$896K	0.2%	$40.68	—	COM	483548103
HUM	HUMANA INC	5,000	$895K	0.2%	$170.02	0.0%	COM	444859102
PNC	PNC FINL SVCS GROUP INC	10,000	$892K	0.2%	$56.79	+19.2%	COM	693475105
KMX	CARMAX INC	15,000	$890K	0.2%	$46.71	+34.1%	COM	143130102
SCSC	SCANSOURCE INC	25,000	$887K	0.2%	$39.39	-7.0%	COM	806037107
—	NAVIGANT CONSULTING INC	55,000	$875K	0.2%	$18.65	—	COM	63935N107
AFL	AFLAC INC	15,000	$872K	0.2%	$23.98	-1.2%	COM	001055102
—	BRIGGS & STRATTON CORP	45,000	$869K	0.2%	$22.24	—	COM	109043109
WEX	WEX INC	10,000	$868K	0.2%	$91.59	+8.8%	COM	96208T104
—	YAHOO INC	30,000	$867K	0.2%	$35.90	—	COM	984332106
—	SEMGROUP CORP	20,000	$865K	0.2%	$65.70	—	CL A	81663A105
—	GLATFELTER	50,000	$861K	0.2%	$27.22	—	COM	377316104
—	MEAD JOHNSON NUTRITION CO	12,219	$860K	0.2%	$83.15	—	COM	582839106
CLDT	CHATHAM LODGING TR	40,000	$859K	0.2%	$20.23	—	COM	16208T102
FFBC	FIRST FINL BANCORP OH	45,000	$859K	0.2%	$11.01	+14.3%	COM	320209109
PPG	PPG INDS INC	9,700	$851K	0.2%	$85.80	-1.7%	COM	693506107
—	MEDIVATION INC	20,000	$850K	0.2%	$53.45	—	COM	58501N101
RUSHA	RUSH ENTERPRISES INC	35,000	$847K	0.2%	$12.91	-13.6%	CL A	781846209
AEP	AMERICAN ELEC PWR INC	14,760	$839K	0.2%	$31.83	+20.8%	COM	025537101
—	FORWARD AIR CORP	20,000	$830K	0.2%	$46.10	—	COM	349853101
—	ALCOA INC	85,787	$829K	0.2%	$10.22	—	COM	013817101
F	FORD MTR CO DEL	60,000	$814K	0.2%	$8.37	-2.6%	COM PAR $0.01	345370860
WWD	WOODWARD INC	20,000	$814K	0.2%	$39.69	+11.1%	COM	980745103
ROG	ROGERS CORP	15,000	$798K	0.2%	$60.59	-7.1%	COM	775133101
—	NIC INC	45,000	$797K	0.2%	$19.31	—	COM	62914B100
A	AGILENT TECHNOLOGIES INC	23,084	$792K	0.2%	$37.33	-6.8%	COM	00846U101
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$791K	0.2%	$14.83	+37.4%	COM	127387108
NPO	ENPRO INDS INC	20,000	$783K	0.2%	$70.90	-31.6%	COM	29355X107
PYPL	PAYPAL HLDGS INC	25,000	$776K	0.2%	$35.85	0.0%	COM	70450Y103
—	CABOT MICROELECTRONICS CORP	20,000	$775K	0.2%	$44.00	—	COM	12709P103
—	HEWLETT PACKARD CO	30,000	$768K	0.2%	$32.37	—	COM	428236103
SO	SOUTHERN CO	17,000	$760K	0.2%	$25.27	+12.1%	COM	842587107
KLAC	KLA-TENCOR CORP	15,000	$750K	0.2%	$41.11	+3.4%	COM	482480100
BALL	BALL CORP	12,000	$746K	0.2%	$23.53	+29.2%	COM	058498106
BDX	BECTON DICKINSON & CO	5,582	$741K	0.2%	$94.25	+26.5%	COM	075887109
DE	DEERE & CO	10,000	$740K	0.2%	$70.10	+4.7%	COM	244199105
WU	WESTERN UN CO	40,000	$734K	0.2%	$16.35	—	COM	959802109
—	THERAVANCE INC	102,000	$732K	0.2%	$18.84	—	COM	88338T104
—	ENLINK MIDSTREAM LLC	40,000	$731K	0.2%	$33.95	—	COM UNIT REP LTD	29336T100
IRBTQ	IROBOT CORP	25,000	$729K	0.2%	$40.05	-24.1%	COM	462726100
HUBG	HUB GROUP INC	20,000	$728K	0.2%	$20.24	-2.4%	CL A	443320106
DAN	DANA HLDG CORP	45,000	$715K	0.2%	$16.52	-11.5%	COM	235825205
SCHW	SCHWAB CHARLES CORP NEW	25,000	$714K	0.2%	$22.70	+24.4%	COM	808513105
NTCT	NETSCOUT SYS INC	19,977	$707K	0.2%	$37.86	0.0%	COM	64115T104
—	INTRA CELLULAR THERAPIES INC	17,500	$701K	0.2%	$40.06	—	COM	46116X101
—	EARTHLINK HLDGS CORP	90,000	$700K	0.2%	$3.61	—	COM	27033X101
PBYI	PUMA BIOTECHNOLOGY INC	9,167	$691K	0.1%	$94.57	0.0%	COM	74587V107
—	ASHLAND INC NEW	6,860	$690K	0.1%	$99.42	—	COM	044209104
MOH	MOLINA HEALTHCARE INC	10,000	$689K	0.1%	$36.85	+101.3%	COM	60855R100
NTRS	NORTHERN TR CORP	10,000	$682K	0.1%	$45.55	+21.9%	COM	665859104
TRN	TRINITY INDS INC	30,000	$680K	0.1%	$18.24	-24.9%	COM	896522109
—	CONSOLIDATED COMM HLDGS INC	35,000	$674K	0.1%	$20.00	—	COM	209034107
—	AEGION CORP	40,000	$659K	0.1%	$25.30	—	COM	00770F104
—	AXOVANT SCIENCES LTD	51,000	$659K	0.1%	$12.92	—	COM	G0750W104
HTGC	HERCULES TECH GROWTH CAP INC	65,000	$657K	0.1%	$15.67	-27.7%	COM	427096508
BAX	BAXTER INTL INC	20,000	$657K	0.1%	$30.34	+5.6%	COM	071813109
BSX	BOSTON SCIENTIFIC CORP	40,000	$656K	0.1%	$13.13	+30.2%	COM	101137107
—	ROCKWELL COLLINS INC	8,000	$655K	0.1%	$79.63	—	COM	774341101
—	CARDTRONICS INC	20,000	$654K	0.1%	$38.85	—	COM	14161H108
HRB	BLOCK H & R INC	18,000	$652K	0.1%	$19.54	+17.2%	COM	093671105
APD	AIR PRODS & CHEMS INC	5,000	$638K	0.1%	$79.28	+24.1%	COM	009158106
FLR	FLUOR CORP NEW	15,000	$635K	0.1%	$69.22	-38.7%	COM	343412102
COF	CAPITAL ONE FINL CORP	8,733	$633K	0.1%	$59.33	+12.2%	COM	14040H105
DVN	DEVON ENERGY CORP NEW	17,000	$631K	0.1%	$41.69	-24.4%	COM	25179M103
—	RIGEL PHARMACEUTICALS INC	255,000	$630K	0.1%	$2.47	—	COM NEW	766559603
—	BAXALTA INC	20,000	$630K	0.1%	$31.50	—	COM	07177M103
—	CUBIC CORP	15,000	$629K	0.1%	$51.07	—	COM	229669106
—	ORITANI FINL CORP DEL	40,000	$625K	0.1%	$15.80	—	COM	68633D103
ADM	ARCHER DANIELS MIDLAND CO	15,000	$622K	0.1%	$29.33	+14.3%	COM	039483102
—	FMC TECHNOLOGIES INC	20,000	$620K	0.1%	$52.30	—	COM	30249U101
RSG	REPUBLIC SVCS INC	15,000	$618K	0.1%	$26.51	+29.6%	COM	760759100
KIM	KIMCO RLTY CORP	25,000	$611K	0.1%	$12.11	+19.7%	COM	49446R109
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$611K	0.1%	$114.47	+10.4%	COM	883556102
EBAY	EBAY INC	25,000	$611K	0.1%	$20.67	+15.8%	COM	278642103
KSS	KOHLS CORP	13,000	$602K	0.1%	$53.60	+4.9%	COM	500255104
—	MYLAN N V	14,750	$594K	0.1%	$59.32	—	SHS EURO	N59465109
—	SYMANTEC CORP	30,000	$584K	0.1%	$19.97	—	COM	871503108
NTGR	NETGEAR INC	20,000	$583K	0.1%	$20.77	-9.1%	COM	64111Q104
—	DRIL-QUIP INC	10,000	$582K	0.1%	$112.10	—	COM	262037104
—	SPECTRA ENERGY CORP	22,100	$581K	0.1%	$36.92	—	COM	847560109
—	FINISH LINE INC	30,000	$579K	0.1%	$27.10	—	CL A	317923100
XEL	XCEL ENERGY INC	16,243	$575K	0.1%	$19.89	+23.5%	COM	98389B100
LGND	LIGAND PHARMACEUTICALS INC	6,666	$571K	0.1%	$41.68	+45.6%	COM NEW	53220K504
GCO	GENESCO INC	10,000	$571K	0.1%	$72.64	-14.5%	COM	371532102
LUV	SOUTHWEST AIRLS CO	15,000	$571K	0.1%	$19.19	+70.6%	COM	844741108
AVY	AVERY DENNISON CORP	10,000	$566K	0.1%	$39.54	+25.8%	COM	053611109
—	VERINT SYS INC	12,981	$560K	0.1%	$46.91	—	COM	92343X100
MTH	MERITAGE HOMES CORP	15,000	$548K	0.1%	$22.78	-5.6%	COM	59001A102
TBPH	THERAVANCE BIOPHARMA INC	49,284	$541K	0.1%	$16.88	-24.6%	COM	G8807B106
HAL	HALLIBURTON CO	15,267	$540K	0.1%	$42.79	-24.8%	COM	406216101
SWKS	SKYWORKS SOLUTIONS INC	6,318	$532K	0.1%	$26.27	+181.5%	COM	83088M102
—	FARO TECHNOLOGIES INC	15,000	$525K	0.1%	$53.00	—	COM	311642102
ACM	AECOM	18,879	$519K	0.1%	$30.01	-7.0%	COM	00766T100
EMN	EASTMAN CHEM CO	8,000	$518K	0.1%	$56.96	-7.3%	COM	277432100
—	CENTURYLINK INC	20,550	$516K	0.1%	$32.85	—	COM	156700106
NPKI	NEWPARK RES INC	100,000	$512K	0.1%	$11.44	-40.2%	COM PAR $.01NEW	651718504
CVLT	COMMVAULT SYSTEMS INC	15,000	$509K	0.1%	$69.18	-46.0%	COM	204166102
—	HESS CORP	10,000	$501K	0.1%	$82.90	—	COM	42809H107
KMT	KENNAMETAL INC	20,000	$498K	0.1%	$33.32	-32.9%	COM	489170100
SNPS	SYNOPSYS INC	10,742	$496K	0.1%	$40.13	+22.4%	COM	871607107
PH	PARKER HANNIFIN CORP	5,000	$487K	0.1%	$98.49	-7.0%	COM	701094104
SLB	SCHLUMBERGER LTD	6,966	$480K	0.1%	$65.48	-10.0%	COM	806857108
KMI	KINDER MORGAN INC DEL	17,265	$478K	0.1%	$18.43	+6.0%	COM	49456B101
COR	AMERISOURCEBERGEN CORP	4,996	$475K	0.1%	$49.28	+57.2%	COM	03073E105
BXP	BOSTON PROPERTIES INC	4,000	$474K	0.1%	$66.97	+17.0%	COM	101121101
CRUS	CIRRUS LOGIC INC	15,000	$473K	0.1%	$19.04	+60.8%	COM	172755100
MYE	MYERS INDS INC	35,000	$469K	0.1%	$13.73	-21.6%	COM	628464109
BWXT	BWX TECHNOLOGIES INC	17,500	$461K	0.1%	$22.66	0.0%	COM	05605H100
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$458K	0.1%	$27.12	+36.4%	COM	416515104
EXPE	EXPEDIA INC DEL	3,875	$456K	0.1%	$67.77	+61.0%	COM NEW	30212P303
—	XENOPORT INC	130,000	$451K	0.1%	$5.17	—	COM	98411C100
MU	MICRON TECHNOLOGY INC	30,000	$449K	0.1%	$23.18	-27.6%	COM	595112103
—	TENNECO INC	10,000	$448K	0.1%	$58.10	—	COM	880349105
—	FTD COS INC	15,000	$447K	0.1%	$31.80	—	COM	30281V108
MUR	MURPHY OIL CORP	18,000	$436K	0.1%	$38.91	-44.7%	COM	626717102
PNNT	PENNANTPARK INVT CORP	66,710	$432K	0.1%	$2.62	-19.4%	COM	708062104
—	XEROX CORP	44,000	$428K	0.1%	$11.30	—	COM	984121103
—	GREENHILL & CO INC	15,000	$427K	0.1%	$52.00	—	COM	395259104
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$422K	0.1%	$22.69	+25.2%	COM	744573106
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$417K	0.1%	$11.24	-17.0%	COM CL A	46333X108
KOP	KOPPERS HOLDINGS INC	20,000	$403K	0.1%	$38.65	-46.8%	COM	50060P106
ABT	ABBOTT LABS	10,000	$402K	0.1%	$30.73	+26.3%	COM	002824100
—	AMAG PHARMACEUTICALS INC	10,000	$397K	0.1%	$19.35	—	COM	00163U106
C	CITIGROUP INC	8,000	$397K	0.1%	$37.07	+9.9%	COM NEW	172967424
DAR	DARLING INGREDIENTS INC	35,000	$393K	0.1%	$20.04	-36.2%	COM	237266101
CROX	CROCS INC	30,000	$388K	0.1%	$15.31	-5.3%	COM	227046109
—	JUNIPER NETWORKS INC	15,000	$386K	0.1%	$25.73	—	COM	48203R104
—	HAYNES INTERNATIONAL INC	10,000	$378K	0.1%	$54.00	—	COM NEW	420877201
—	LEGG MASON INC	9,000	$374K	0.1%	$49.00	—	COM	524901105
—	ORBITAL ATK INC	5,209	$374K	0.1%	$76.60	—	COM	68557N103
—	TOKAI PHARMACEUTICALS INC	35,000	$362K	0.1%	$10.34	—	COM	88907J107
HII	HUNTINGTON INGALLS INDS INC	3,333	$357K	0.1%	$78.33	+19.5%	COM	446413106
—	STAPLES INC	30,348	$356K	0.1%	$11.34	—	COM	855030102
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$356K	0.1%	$32.07	-2.9%	COM	49338L103
—	ARQULE INC	190,000	$355K	0.1%	$2.05	—	COM	04269E107
HALO	HALOZYME THERAPEUTICS INC	25,000	$336K	0.1%	$20.08	0.0%	COM	40637H109
NRG	NRG ENERGY INC	22,496	$334K	0.1%	$22.10	-28.6%	COM NEW	629377508
—	NEKTAR THERAPEUTICS	30,000	$329K	0.1%	$12.13	—	COM	640268108
—	BOULDER BRANDS INC	40,000	$328K	0.1%	$17.63	—	COM	101405108
—	FIBROGEN INC	14,352	$315K	0.1%	$21.95	—	COM	31572Q808
AIG	AMERICAN INTL GROUP INC	5,500	$313K	0.1%	$37.86	+24.6%	COM NEW	026874784
—	MARATHON OIL CORP	20,000	$308K	0.1%	$35.50	—	COM	565849106
—	DENTSPLY INTL INC NEW	6,000	$303K	0.1%	$46.00	—	COM	249030107
EXC	EXELON CORP	10,200	$303K	0.1%	$13.80	+12.8%	COM	30161N101
GT	GOODYEAR TIRE & RUBR CO	10,000	$293K	0.1%	$25.47	+17.9%	COM	382550101
—	PICO HLDGS INC	30,000	$290K	0.1%	$26.00	—	COM NEW	693366205
AAL	AMERICAN AIRLS GROUP INC	7,439	$289K	0.1%	$36.77	+6.4%	COM	02376R102
DOV	DOVER CORP	5,000	$286K	0.1%	$50.30	-16.1%	COM	260003108
—	ACHILLION PHARMACEUTICALS IN	40,000	$276K	0.1%	$6.90	—	COM	00448Q201
—	ARRAY BIOPHARMA INC	60,000	$274K	0.1%	$4.70	—	COM	04269X105
—	KANSAS CITY SOUTHERN	3,000	$273K	0.1%	$102.00	—	COM NEW	485170302
RGA	REINSURANCE GROUP AMER INC	2,829	$256K	0.1%	$75.92	+23.9%	COM NEW	759351604
—	INGERSOLL-RAND PLC	5,000	$254K	0.1%	$57.20	—	SHS	G47791101
MCY	MERCURY GENL CORP NEW	5,000	$253K	0.1%	$45.68	+17.3%	COM	589400100
—	IAC INTERACTIVECORP	3,875	$253K	0.1%	$71.48	—	COM PAR $.001	44919P508
MUSA	MURPHY USA INC	4,500	$247K	0.1%	$45.04	+14.9%	COM	626755102
MAN	MANPOWERGROUP INC	3,000	$246K	0.1%	$79.12	+12.6%	COM	56418H100
—	NOBLE ENERGY INC	8,130	$245K	0.1%	$30.14	—	COM	655044105
TRIP	TRIPADVISOR INC	3,875	$244K	0.1%	$81.07	-17.0%	COM	896945201
—	ASTORIA FINL CORP	15,000	$242K	0.1%	$13.80	—	COM	046265104
—	ROVI CORP	21,758	$228K	0.0%	$22.80	—	COM	779376102
—	BROCADE COMMUNICATIONS SYS I	21,572	$224K	0.0%	$10.62	—	COM NEW	111621306
—	XURA INC	10,000	$224K	0.0%	$22.40	—	COM	98420V107
EMR	EMERSON ELEC CO	5,000	$221K	0.0%	$47.79	-21.9%	COM	291011104
VTR	VENTAS INC	3,933	$220K	0.0%	$41.21	+0.8%	COM	92276F100
HL	HECLA MNG CO	110,000	$217K	0.0%	$3.11	-34.7%	COM	422704106
—	NEWLINK GENETICS CORP	6,000	$215K	0.0%	$35.83	—	COM	651511107
PLD	PROLOGIS INC	5,464	$213K	0.0%	$27.64	+4.3%	COM	74340W103
FOLD	AMICUS THERAPEUTICS INC	15,000	$210K	0.0%	$2.50	+527.2%	COM	03152W109
NWSA	NEWS CORP NEW	16,250	$205K	0.0%	$15.19	-19.4%	CL A	65249B109
CVCO	CAVCO INDS INC DEL	3,000	$204K	0.0%	$76.06	-4.6%	COM	149568107
LNN	LINDSAY CORP	3,000	$203K	0.0%	$72.98	-4.5%	COM	535555106
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	16,000	$192K	0.0%	$18.31	—	SPONDS ADR	00653A107
GTLS	CHART INDS INC	10,000	$192K	0.0%	$86.10	-69.4%	COM PAR $0.01	16115Q308
—	NABORS INDUSTRIES LTD	20,000	$189K	0.0%	$24.65	—	SHS	G6359F103
PHM	PULTE GROUP INC	10,000	$189K	0.0%	$17.01	+5.1%	COM	745867101
—	QUALITY SYS INC	15,000	$187K	0.0%	$16.87	—	COM	747582104
NI	NISOURCE INC	10,000	$186K	0.0%	$9.34	+31.7%	COM	65473P105
—	COLUMBIA PIPELINE GROUP INC	10,000	$183K	0.0%	$18.30	—	COM	198280109
CLNE	CLEAN ENERGY FUELS CORP	40,000	$180K	0.0%	$10.39	-50.1%	COM	184499101
—	DREAMWORKS ANIMATION SKG INC	10,000	$175K	0.0%	$26.60	—	CL A	26153C103
—	OCWEN FINL CORP	26,000	$174K	0.0%	$39.19	—	COM NEW	675746309
—	OASIS PETE INC NEW	20,000	$174K	0.0%	$41.75	—	COM	674215108
—	PIER 1 IMPORTS INC	25,000	$173K	0.0%	$18.88	—	COM	720279108
—	WEATHERFORD INTL PLC	20,000	$170K	0.0%	$20.80	—	ORD SHS	G48833100
XENE	XENON PHARMACEUTICALS INC	20,000	$165K	0.0%	$13.82	-28.2%	COM	98420N105
—	CHICOS FAS INC	10,000	$157K	0.0%	$16.00	—	COM	168615102
—	MCDERMOTT INTL INC	35,000	$151K	0.0%	$7.83	—	COM	580037109
—	ADTRAN INC	10,000	$146K	0.0%	$24.40	—	COM	00738A106
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$146K	0.0%	$11.21	-22.5%	COM	928298108
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$144K	0.0%	$22.27	-64.2%	COM	42330P107
FSS	FEDERAL SIGNAL CORP	10,000	$137K	0.0%	$11.92	+6.3%	COM	313855108
NVRI	HARSCO CORP	15,000	$136K	0.0%	$24.55	-48.6%	COM	415864107
—	PENNEY J C INC	12,500	$116K	0.0%	$8.64	—	COM	708160106
—	WPX ENERGY INC	16,666	$110K	0.0%	$18.00	—	COM	98212B103
KLIC	KULICKE & SOFFA INDS INC	12,000	$110K	0.0%	$10.36	-13.4%	COM	501242101
—	UNITED ONLINE INC	10,714	$107K	0.0%	$11.57	—	COM NEW	911268209
—	AIR TRANSPORT SERVICES GRP I	10,000	$86,000	0.0%	$7.90	—	COM	00922R105
—	FRONTIER COMMUNICATIONS CORP	15,602	$74,000	0.0%	$5.70	—	COM	35906A108
—	LINNCO LLC	25,200	$68,000	0.0%	$27.06	—	COM SHS LTD INT	535782106
—	SPRINT CORP	15,000	$58,000	0.0%	$9.20	—	COM SER 1	85207U105
—	AVON PRODS INC	15,000	$49,000	0.0%	$14.67	—	COM	054303102
—	HARVARD APPARATUS REGENER TE	50,000	$42,000	0.0%	$1.44	—	COM	41690A106
AMD	ADVANCED MICRO DEVICES INC	17,000	$29,000	0.0%	$3.82	-50.7%	COM	007903107
—	CALIFORNIA RES CORP	10,000	$26,000	0.0%	$5.50	—	COM	13057Q107
—	KINDER MORGAN INC DEL	26,117	$24,000	0.0%	$1.76	—	*W EXP 05/25/201	49456B119
—	AK STL HLDG CORP	10,000	$24,000	0.0%	$7.20	—	COM	001547108
—	ENERGY XXI LTD	20,000	$21,000	0.0%	$23.55	—	USD UNRS SHS	G10082140