NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: Apr 28, 2016

Total Value: $470M (100.0% shares, 0.0% debt)

Holdings (380)

AAPL APPLE INC 4.4%

Value $20.58M Shares 185,500 Est. Cost $18.36 Unrealized +22.8%

MSFT MICROSOFT CORP 2.2%

Value $10.2M Shares 185,000 Est. Cost $31.26 Unrealized +47.4%

JPM JPMORGAN CHASE & CO 1.7%

Value $7.939M Shares 135,000 Est. Cost $42.08 Unrealized +6.6%

PM PHILIP MORRIS INTL INC 1.3%

Value $6.07M Shares 60,000 Est. Cost $44.74 Unrealized +24.9%

PG PROCTER & GAMBLE CO 1.2%

Value $5.867M Shares 70,000 Est. Cost $56.51 Unrealized +9.1%

XOM EXXON MOBIL CORP 1.2%

Value $5.832M Shares 70,000 Est. Cost $58.08 Unrealized -10.5%

JNJ JOHNSON & JOHNSON 1.2%

Value $5.471M Shares 50,000 Est. Cost $66.63 Unrealized +18.2%

MRK MERCK & CO INC NEW 1.1%

Value $5.188M Shares 93,252 Est. Cost $35.76 Unrealized +0.8%

MO ALTRIA GROUP INC 1.1%

Value $5.085M Shares 80,000 Est. Cost $17.12 Unrealized +81.5%

DIS DISNEY WALT CO 1.0%

Value $4.874M Shares 50,000 Est. Cost $69.69 Unrealized +27.7%

AMZN AMAZON COM INC 1.0%

Value $4.817M Shares 8,000 Est. Cost $18.56 Unrealized +52.9%

WFC WELLS FARGO & CO NEW 1.0%

Value $4.808M Shares 100,000 Est. Cost $33.41 Unrealized +11.0%

CMCSA COMCAST CORP NEW 1.0%

Value $4.665M Shares 75,000 Est. Cost $22.24 Unrealized +2.3%

CSCO CISCO SYS INC 0.9%

Value $4.2M Shares 150,000 Est. Cost $15.30 Unrealized +23.8%

GILD GILEAD SCIENCES INC 0.8%

Value $3.898M Shares 40,000 Est. Cost $54.49 Unrealized +16.5%

PFE PFIZER INC 0.8%

Value $3.818M Shares 115,956 Est. Cost $18.20 Unrealized +2.6%

LOW LOWES COS INC 0.8%

Value $3.805M Shares 50,000 Est. Cost $39.01 Unrealized +50.9%

TRV TRAVELERS COMPANIES INC 0.8%

Value $3.761M Shares 32,443 Est. Cost $64.62 Unrealized +35.9%

INTC INTEL CORP 0.8%

Value $3.529M Shares 110,000 Est. Cost $18.67 Unrealized +30.6%

VZ VERIZON COMMUNICATIONS INC 0.7%

Value $3.479M Shares 65,000 Est. Cost $25.87 Unrealized +16.1%

CVX CHEVRON CORP NEW 0.7%

Value $3.319M Shares 35,000 Est. Cost $70.36 Unrealized -18.4%

ORCL ORACLE CORP 0.7%

Value $3.26M Shares 80,000 Est. Cost $31.98 Unrealized -0.1%

IONS IONIS PHARMACEUTICALS INC 0.7%

Value $3.257M Shares 70,000 Est. Cost $53.96 Unrealized -24.7%

USB US BANCORP DEL 0.7%

Value $3.207M Shares 80,000 Est. Cost $27.34 Unrealized +1.7%

MCD MCDONALDS CORP 0.7%

Value $3.2M Shares 25,093 Est. Cost $70.27 Unrealized +33.7%

AMT AMERICAN TOWER CORP NEW 0.7%

Value $3.171M Shares 30,000 Est. Cost $61.59 Unrealized +18.8%

COST COSTCO WHSL CORP NEW 0.7%

Value $3.135M Shares 20,000 Est. Cost $91.29 Unrealized +39.9%

KO COCA COLA CO 0.6%

Value $3.036M Shares 65,000 Est. Cost $26.56 Unrealized +19.9%

IBM INTERNATIONAL BUSINESS MACHS 0.6%

Value $3M Shares 20,000 Est. Cost $109.22 Unrealized -23.0%

AXP AMERICAN EXPRESS CO 0.6%

Value $2.994M Shares 50,000 Est. Cost $75.50 Unrealized -33.1%

BK BANK NEW YORK MELLON CORP 0.6%

Value $2.959M Shares 80,038 Est. Cost $24.75 Unrealized +13.7%

CL COLGATE PALMOLIVE CO 0.6%

Value $2.856M Shares 40,000 Est. Cost $47.90 Unrealized +10.4%

— CORE MARK HOLDING CO INC 0.6%

Value $2.786M Shares 35,000 Est. Cost $59.12 Unrealized —

WMT WAL-MART STORES INC 0.6%

Value $2.762M Shares 40,000 Est. Cost $19.90 Unrealized -8.0%

— ACTIVISION BLIZZARD INC 0.6%

Value $2.72M Shares 80,000 Est. Cost $20.44 Unrealized —

— TIME WARNER INC 0.6%

Value $2.712M Shares 36,666 Est. Cost $65.32 Unrealized —

UNP UNION PAC CORP 0.6%

Value $2.664M Shares 34,000 Est. Cost $71.52 Unrealized -13.3%

LLY LILLY ELI & CO 0.6%

Value $2.617M Shares 35,000 Est. Cost $44.54 Unrealized +43.6%

— INTEGRATED DEVICE TECHNOLOGY 0.5%

Value $2.56M Shares 125,000 Est. Cost $12.23 Unrealized —

— RAYTHEON CO 0.5%

Value $2.542M Shares 20,000 Est. Cost $98.80 Unrealized —

— UNITED TECHNOLOGIES CORP 0.5%

Value $2.509M Shares 25,000 Est. Cost $116.84 Unrealized —

THC TENET HEALTHCARE CORP 0.5%

Value $2.453M Shares 85,000 Est. Cost $44.12 Unrealized -41.0%

PEP PEPSICO INC 0.5%

Value $2.416M Shares 23,251 Est. Cost $56.86 Unrealized +28.8%

ABBV ABBVIE INC 0.5%

Value $2.396M Shares 40,000 Est. Cost $39.76 Unrealized -6.7%

SJM SMUCKER J M CO 0.5%

Value $2.347M Shares 18,405 Est. Cost $68.74 Unrealized +36.0%

GS GOLDMAN SACHS GROUP INC 0.5%

Value $2.328M Shares 15,000 Est. Cost $133.70 Unrealized -5.6%

AWR AMERICAN STS WTR CO 0.5%

Value $2.326M Shares 60,000 Est. Cost $23.08 Unrealized +51.7%

— EMPIRE DIST ELEC CO 0.5%

Value $2.325M Shares 70,000 Est. Cost $24.31 Unrealized —

ALKS ALKERMES PLC 0.5%

Value $2.299M Shares 60,000 Est. Cost $47.58 Unrealized -17.0%

ALL ALLSTATE CORP 0.5%

Value $2.266M Shares 33,810 Est. Cost $41.54 Unrealized +21.6%

HON HONEYWELL INTL INC 0.5%

Value $2.261M Shares 20,000 Est. Cost $64.71 Unrealized +18.0%

— AETNA INC NEW 0.5%

Value $2.244M Shares 20,012 Est. Cost $81.84 Unrealized —

WST WEST PHARMACEUTICAL SVSC INC 0.4%

Value $2.095M Shares 30,000 Est. Cost $44.55 Unrealized +30.1%

— TIME WARNER CABLE INC 0.4%

Value $2.061M Shares 10,000 Est. Cost $137.20 Unrealized —

TGT TARGET CORP 0.4%

Value $2.054M Shares 25,000 Est. Cost $41.65 Unrealized +35.4%

ITW ILLINOIS TOOL WKS INC 0.4%

Value $2.054M Shares 20,000 Est. Cost $61.28 Unrealized +19.5%

YUM YUM BRANDS INC 0.4%

Value $2.047M Shares 25,000 Est. Cost $42.07 Unrealized +4.1%

— DOW CHEM CO 0.4%

Value $2.046M Shares 40,165 Est. Cost $48.60 Unrealized —

NOC NORTHROP GRUMMAN CORP 0.4%

Value $2.021M Shares 10,000 Est. Cost $97.12 Unrealized +65.8%

— REYNOLDS AMERICAN INC 0.4%

Value $2.014M Shares 40,000 Est. Cost $48.84 Unrealized —

EPR EPR PPTYS 0.4%

Value $1.979M Shares 30,000 Est. Cost $53.40 Unrealized —

BIIB BIOGEN INC 0.4%

Value $1.957M Shares 7,000 Est. Cost $330.23 Unrealized -20.0%

MDLZ MONDELEZ INTL INC 0.4%

Value $1.926M Shares 45,987 Est. Cost $26.35 Unrealized +23.0%

PSX PHILLIPS 66 0.4%

Value $1.913M Shares 22,500 Est. Cost $49.82 Unrealized +12.5%

TROW PRICE T ROWE GROUP INC 0.4%

Value $1.907M Shares 26,000 Est. Cost $52.57 Unrealized -7.7%

— TWENTY FIRST CENTY FOX INC 0.4%

Value $1.877M Shares 65,000 Est. Cost $31.97 Unrealized —

COP CONOCOPHILLIPS 0.4%

Value $1.834M Shares 45,000 Est. Cost $45.41 Unrealized -38.1%

PRU PRUDENTIAL FINL INC 0.4%

Value $1.796M Shares 25,000 Est. Cost $52.24 Unrealized -14.2%

BMY BRISTOL MYERS SQUIBB CO 0.4%

Value $1.789M Shares 26,884 Est. Cost $35.93 Unrealized +24.7%

— CORESITE RLTY CORP 0.4%

Value $1.771M Shares 25,000 Est. Cost $31.00 Unrealized —

SEIC SEI INVESTMENTS CO 0.4%

Value $1.763M Shares 40,000 Est. Cost $29.39 Unrealized +23.4%

OXY OCCIDENTAL PETE CORP DEL 0.4%

Value $1.753M Shares 25,000 Est. Cost $62.47 Unrealized -19.4%

— MONSANTO CO NEW 0.4%

Value $1.74M Shares 20,000 Est. Cost $113.75 Unrealized —

T AT&T INC 0.4%

Value $1.739M Shares 45,000 Est. Cost $10.85 Unrealized +27.5%

EFX EQUIFAX INC 0.4%

Value $1.732M Shares 15,000 Est. Cost $62.16 Unrealized +54.2%

SWK STANLEY BLACK & DECKER INC 0.4%

Value $1.731M Shares 16,375 Est. Cost $59.39 Unrealized +26.5%

— BAKER HUGHES INC 0.4%

Value $1.713M Shares 40,000 Est. Cost $64.11 Unrealized —

— PRAXAIR INC 0.4%

Value $1.699M Shares 15,000 Est. Cost $131.00 Unrealized —

MRSH MARSH & MCLENNAN COS INC 0.3%

Value $1.64M Shares 27,000 Est. Cost $38.81 Unrealized +22.1%

— PINNACLE ENTMT INC 0.3%

Value $1.613M Shares 45,000 Est. Cost $23.71 Unrealized —

GERN GERON CORP 0.3%

Value $1.612M Shares 490,000 Est. Cost $3.75 Unrealized -20.1%

— DISCOVER FINL SVCS 0.3%

Value $1.605M Shares 31,350 Est. Cost $58.18 Unrealized —

HALO HALOZYME THERAPEUTICS INC 0.3%

Value $1.601M Shares 145,000 Est. Cost $16.65 Unrealized -43.5%

GOOGL ALPHABET INC 0.3%

Value $1.598M Shares 2,080 Est. Cost $36.73 Unrealized -0.5%

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.593M Shares 8,407 Est. Cost $84.84 Unrealized +48.9%

ALK ALASKA AIR GROUP INC 0.3%

Value $1.593M Shares 20,000 Est. Cost $39.91 Unrealized +71.6%

— CITRIX SYS INC 0.3%

Value $1.588M Shares 20,000 Est. Cost $57.45 Unrealized —

— DU PONT E I DE NEMOURS & CO 0.3%

Value $1.588M Shares 25,000 Est. Cost $67.12 Unrealized —

AZO AUTOZONE INC 0.3%

Value $1.577M Shares 2,000 Est. Cost $518.77 Unrealized +45.8%

SLB SCHLUMBERGER LTD 0.3%

Value $1.557M Shares 21,286 Est. Cost $57.17 Unrealized -7.1%

GOOG ALPHABET INC 0.3%

Value $1.555M Shares 2,085 Est. Cost $35.61 Unrealized -0.2%

CVS CVS HEALTH CORP 0.3%

Value $1.551M Shares 15,000 Est. Cost $51.11 Unrealized +41.7%

MDT MEDTRONIC PLC 0.3%

Value $1.546M Shares 20,000 Est. Cost $58.10 Unrealized +1.4%

QCOM QUALCOMM INC 0.3%

Value $1.519M Shares 30,000 Est. Cost $54.02 Unrealized -31.7%

EEFT EURONET WORLDWIDE INC 0.3%

Value $1.481M Shares 20,000 Est. Cost $41.47 Unrealized +70.3%

HEI HEICO CORP NEW 0.3%

Value $1.474M Shares 25,000 Est. Cost $29.73 Unrealized -3.3%

AMAT APPLIED MATLS INC 0.3%

Value $1.474M Shares 70,000 Est. Cost $15.75 Unrealized +3.3%

PTC PTC INC 0.3%

Value $1.469M Shares 45,000 Est. Cost $36.75 Unrealized -16.0%

EVC ENTRAVISION COMMUNICATIONS C 0.3%

Value $1.448M Shares 200,000 Est. Cost $3.76 Unrealized +20.1%

GAP GAP INC DEL 0.3%

Value $1.443M Shares 50,000 Est. Cost $27.08 Unrealized -31.7%

BC BRUNSWICK CORP 0.3%

Value $1.418M Shares 30,000 Est. Cost $36.35 Unrealized +0.3%

SYY SYSCO CORP 0.3%

Value $1.409M Shares 30,000 Est. Cost $26.11 Unrealized +27.9%

— CHESAPEAKE LODGING TR 0.3%

Value $1.4M Shares 55,000 Est. Cost $25.73 Unrealized —

KFY KORN FERRY INTL 0.3%

Value $1.394M Shares 50,000 Est. Cost $22.02 Unrealized +12.8%

HMN HORACE MANN EDUCATORS CORP N 0.3%

Value $1.387M Shares 45,000 Est. Cost $28.89 Unrealized +6.2%

INVA INNOVIVA INC 0.3%

Value $1.378M Shares 102,000 Est. Cost $10.97 Unrealized 0.0%

— CIMPRESS N V 0.3%

Value $1.363M Shares 15,000 Est. Cost $74.87 Unrealized —

HD HOME DEPOT INC 0.3%

Value $1.354M Shares 10,000 Est. Cost $60.23 Unrealized +63.3%

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.348M Shares 17,859 Est. Cost $73.24 Unrealized —

WSO WATSCO INC 0.3%

Value $1.343M Shares 10,000 Est. Cost $96.52 Unrealized +25.7%

— POPEYES LA KITCHEN INC 0.3%

Value $1.329M Shares 25,000 Est. Cost $40.64 Unrealized —

— E M C CORP MASS 0.3%

Value $1.327M Shares 50,250 Est. Cost $27.40 Unrealized —

— PRIVATEBANCORP INC 0.3%

Value $1.323M Shares 35,000 Est. Cost $30.51 Unrealized —

GD GENERAL DYNAMICS CORP 0.3%

Value $1.317M Shares 10,000 Est. Cost $80.10 Unrealized +33.4%

MCK MCKESSON CORP 0.3%

Value $1.306M Shares 8,000 Est. Cost $160.13 Unrealized -6.6%

— INFINERA CORPORATION 0.3%

Value $1.295M Shares 85,000 Est. Cost $9.08 Unrealized —

— LAM RESEARCH CORP 0.3%

Value $1.291M Shares 15,625 Est. Cost $54.99 Unrealized —

— SOUTH ST CORP 0.3%

Value $1.276M Shares 20,000 Est. Cost $55.90 Unrealized —

— GENERAL ELECTRIC CO 0.3%

Value $1.274M Shares 41,228 Est. Cost $25.88 Unrealized —

BAC BANK AMER CORP 0.3%

Value $1.262M Shares 95,082 Est. Cost $13.25 Unrealized -18.1%

CAH CARDINAL HEALTH INC 0.3%

Value $1.261M Shares 15,000 Est. Cost $50.49 Unrealized +21.2%

MATW MATTHEWS INTL CORP 0.3%

Value $1.258M Shares 25,000 Est. Cost $31.38 Unrealized +21.0%

ZTS ZOETIS INC 0.3%

Value $1.256M Shares 26,578 Est. Cost $27.83 Unrealized +41.2%

— CAVIUM INC 0.3%

Value $1.25M Shares 20,000 Est. Cost $43.75 Unrealized —

OXM OXFORD INDS INC 0.3%

Value $1.249M Shares 20,000 Est. Cost $77.21 Unrealized -11.8%

— SENIOR HSG PPTYS TR 0.3%

Value $1.231M Shares 70,000 Est. Cost $22.47 Unrealized —

INCY INCYTE CORP 0.3%

Value $1.228M Shares 15,000 Est. Cost $62.06 Unrealized +20.1%

MCHP MICROCHIP TECHNOLOGY INC 0.3%

Value $1.216M Shares 25,000 Est. Cost $17.75 Unrealized +3.8%

KHC KRAFT HEINZ CO 0.3%

Value $1.201M Shares 15,329 Est. Cost $47.82 Unrealized +1.0%

— KNOLL INC 0.3%

Value $1.184M Shares 55,000 Est. Cost $18.18 Unrealized —

— VIACOM INC NEW 0.3%

Value $1.183M Shares 30,000 Est. Cost $85.00 Unrealized —

NSC NORFOLK SOUTHERN CORP 0.3%

Value $1.177M Shares 14,500 Est. Cost $71.41 Unrealized -13.8%

KR KROGER CO 0.2%

Value $1.172M Shares 30,000 Est. Cost $23.04 Unrealized +37.2%

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.169M Shares 14,733 Est. Cost $42.66 Unrealized +18.3%

NEE NEXTERA ENERGY INC 0.2%

Value $1.167M Shares 10,000 Est. Cost $16.57 Unrealized +31.6%

— COLONY CAP INC 0.2%

Value $1.163M Shares 70,000 Est. Cost $21.96 Unrealized —

PLXS PLEXUS CORP 0.2%

Value $1.16M Shares 30,000 Est. Cost $40.84 Unrealized -13.2%

CAG CONAGRA FOODS INC 0.2%

Value $1.136M Shares 25,000 Est. Cost $16.04 Unrealized +43.1%

NPO ENPRO INDS INC 0.2%

Value $1.126M Shares 20,000 Est. Cost $70.90 Unrealized -32.0%

EQR EQUITY RESIDENTIAL 0.2%

Value $1.119M Shares 15,000 Est. Cost $31.71 Unrealized +46.8%

ROK ROCKWELL AUTOMATION INC 0.2%

Value $1.116M Shares 10,000 Est. Cost $93.82 Unrealized -10.5%

— YAHOO INC 0.2%

Value $1.1M Shares 30,000 Est. Cost $35.90 Unrealized —

AZZ AZZ INC 0.2%

Value $1.097M Shares 20,000 Est. Cost $36.74 Unrealized +23.3%

— AMERICAN EQTY INVT LIFE HLD 0.2%

Value $1.095M Shares 80,000 Est. Cost $23.63 Unrealized —

KLAC KLA-TENCOR CORP 0.2%

Value $1.091M Shares 15,000 Est. Cost $41.11 Unrealized +37.6%

PPG PPG INDS INC 0.2%

Value $1.087M Shares 9,700 Est. Cost $85.80 Unrealized -4.3%

— CELGENE CORP 0.2%

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

JBHT HUNT J B TRANS SVCS INC 0.2%

Value $1.081M Shares 13,000 Est. Cost $65.88 Unrealized +4.8%

— CHEMTURA CORP 0.2%

Value $1.08M Shares 40,000 Est. Cost $25.30 Unrealized —

CB CHUBB LIMITED 0.2%

Value $1.076M Shares 9,028 Est. Cost $96.06 Unrealized 0.0%

CMG CHIPOTLE MEXICAN GRILL INC 0.2%

Value $1.073M Shares 2,356 Est. Cost $11.02 Unrealized -13.7%

PAYX PAYCHEX INC 0.2%

Value $1.073M Shares 20,000 Est. Cost $29.49 Unrealized +27.1%

— CHEMICAL FINL CORP 0.2%

Value $1.067M Shares 30,000 Est. Cost $32.47 Unrealized —

— KAMAN CORP 0.2%

Value $1.04M Shares 25,000 Est. Cost $40.68 Unrealized —

— MEAD JOHNSON NUTRITION CO 0.2%

Value $1.038M Shares 12,219 Est. Cost $83.15 Unrealized —

WWD WOODWARD INC 0.2%

Value $1.033M Shares 20,000 Est. Cost $39.69 Unrealized +12.7%

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $1.033M Shares 13,571 Est. Cost $53.66 Unrealized +8.0%

— BRIGGS & STRATTON CORP 0.2%

Value $1.03M Shares 45,000 Est. Cost $22.24 Unrealized —

TBPH THERAVANCE BIOPHARMA INC 0.2%

Value $1.027M Shares 49,284 Est. Cost $16.88 Unrealized -3.1%

— GLATFELTER 0.2%

Value $1.011M Shares 50,000 Est. Cost $27.22 Unrealized —

— TRUSTCO BK CORP N Y 0.2%

Value $998K Shares 170,000 Est. Cost $7.04 Unrealized —

ENTG ENTEGRIS INC 0.2%

Value $997K Shares 75,000 Est. Cost $11.16 Unrealized +3.9%

SCSC SCANSOURCE INC 0.2%

Value $996K Shares 25,000 Est. Cost $39.39 Unrealized -11.5%

OTTR OTTER TAIL CORP 0.2%

Value $989K Shares 35,000 Est. Cost $20.25 Unrealized +1.4%

PYPL PAYPAL HLDGS INC 0.2%

Value $979K Shares 25,000 Est. Cost $35.85 Unrealized +0.5%

MET METLIFE INC 0.2%

Value $978K Shares 22,766 Est. Cost $31.07 Unrealized -13.9%

AEP AMERICAN ELEC PWR INC 0.2%

Value $969K Shares 14,760 Est. Cost $31.83 Unrealized +37.2%

AFL AFLAC INC 0.2%

Value $955K Shares 15,000 Est. Cost $23.98 Unrealized -1.7%

— MEDIVATION INC 0.2%

Value $942K Shares 20,000 Est. Cost $53.45 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.2%

Value $931K Shares 50,000 Est. Cost $35.59 Unrealized -57.1%

A AGILENT TECHNOLOGIES INC 0.2%

Value $929K Shares 23,084 Est. Cost $37.33 Unrealized -5.6%

— ANADARKO PETE CORP 0.2%

Value $914K Shares 20,000 Est. Cost $84.75 Unrealized —

HUM HUMANA INC 0.2%

Value $902K Shares 5,000 Est. Cost $170.02 Unrealized -5.8%

— FORWARD AIR CORP 0.2%

Value $902K Shares 20,000 Est. Cost $46.10 Unrealized —

INDB INDEPENDENT BANK CORP MASS 0.2%

Value $897K Shares 20,000 Est. Cost $26.89 Unrealized +25.0%

CDNS CADENCE DESIGN SYSTEM INC 0.2%

Value $897K Shares 38,250 Est. Cost $14.83 Unrealized +41.2%

— ASPEN TECHNOLOGY INC 0.2%

Value $895K Shares 25,000 Est. Cost $42.36 Unrealized —

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $885K Shares 35,000 Est. Cost $23.95 Unrealized +2.6%

— BBCN BANCORP INC 0.2%

Value $882K Shares 60,000 Est. Cost $17.13 Unrealized —

IRBTQ IROBOT CORP 0.2%

Value $882K Shares 25,000 Est. Cost $40.05 Unrealized -18.7%

ROG ROGERS CORP 0.2%

Value $876K Shares 15,000 Est. Cost $60.59 Unrealized -16.9%

BDX BECTON DICKINSON & CO 0.2%

Value $868K Shares 5,582 Est. Cost $94.25 Unrealized +29.7%

UNM UNUM GROUP 0.2%

Value $865K Shares 28,000 Est. Cost $34.13 Unrealized -14.1%

— STATE BK FINL CORP 0.2%

Value $864K Shares 45,000 Est. Cost $17.69 Unrealized —

— NAVIGANT CONSULTING INC 0.2%

Value $858K Shares 55,000 Est. Cost $18.65 Unrealized —

SO SOUTHERN CO 0.2%

Value $856K Shares 17,000 Est. Cost $25.27 Unrealized +27.5%

BALL BALL CORP 0.2%

Value $855K Shares 12,000 Est. Cost $23.53 Unrealized +30.5%

— CONSOLIDATED COMM HLDGS INC 0.2%

Value $855K Shares 35,000 Est. Cost $20.00 Unrealized —

HURN HURON CONSULTING GROUP INC 0.2%

Value $849K Shares 15,000 Est. Cost $65.04 Unrealized -15.1%

BAX BAXTER INTL INC 0.2%

Value $844K Shares 20,000 Est. Cost $30.34 Unrealized +7.0%

PNC PNC FINL SVCS GROUP INC 0.2%

Value $838K Shares 10,000 Est. Cost $56.79 Unrealized +9.1%

M MACYS INC 0.2%

Value $831K Shares 20,000 Est. Cost $55.60 Unrealized -25.7%

— AEGION CORP 0.2%

Value $823K Shares 40,000 Est. Cost $25.30 Unrealized —

WEX WEX INC 0.2%

Value $820K Shares 10,000 Est. Cost $91.59 Unrealized -21.1%

— CABOT MICROELECTRONICS CORP 0.2%

Value $817K Shares 20,000 Est. Cost $44.00 Unrealized —

— ALCOA INC 0.2%

Value $815K Shares 85,787 Est. Cost $10.22 Unrealized —

— BAXALTA INC 0.2%

Value $813K Shares 20,000 Est. Cost $31.50 Unrealized —

FFBC FIRST FINL BANCORP OH 0.2%

Value $810K Shares 45,000 Est. Cost $11.01 Unrealized +6.2%

NTGR NETGEAR INC 0.2%

Value $801K Shares 20,000 Est. Cost $20.77 Unrealized +14.9%

CLDT CHATHAM LODGING TR 0.2%

Value $801K Shares 40,000 Est. Cost $20.23 Unrealized —

KMX CARMAX INC 0.2%

Value $799K Shares 15,000 Est. Cost $46.71 Unrealized +1.0%

— NIC INC 0.2%

Value $793K Shares 45,000 Est. Cost $19.31 Unrealized —

WU WESTERN UN CO 0.2%

Value $788K Shares 40,000 Est. Cost $16.35 Unrealized —

— ADURO BIOTECH INC 0.2%

Value $786K Shares 53,300 Est. Cost $19.36 Unrealized —

HTGC HERCULES CAPITAL INC 0.2%

Value $786K Shares 65,000 Est. Cost $15.67 Unrealized -29.1%

— ONCOMED PHARMACEUTICALS INC 0.2%

Value $784K Shares 70,000 Est. Cost $22.54 Unrealized —

LGND LIGAND PHARMACEUTICALS INC 0.2%

Value $782K Shares 6,666 Est. Cost $41.68 Unrealized +45.8%

BSX BOSTON SCIENTIFIC CORP 0.2%

Value $782K Shares 40,000 Est. Cost $13.13 Unrealized +33.8%

HUBG HUB GROUP INC 0.2%

Value $778K Shares 20,000 Est. Cost $20.24 Unrealized -14.4%

FLR FLUOR CORP NEW 0.2%

Value $777K Shares 15,000 Est. Cost $69.22 Unrealized -38.0%

F FORD MTR CO DEL 0.2%

Value $769K Shares 60,000 Est. Cost $8.37 Unrealized -11.0%

DE DEERE & CO 0.2%

Value $763K Shares 10,000 Est. Cost $70.10 Unrealized -5.4%

— ASHLAND INC NEW 0.2%

Value $753K Shares 6,860 Est. Cost $99.42 Unrealized —

— ROCKWELL COLLINS INC 0.2%

Value $737K Shares 8,000 Est. Cost $79.63 Unrealized —

AVY AVERY DENNISON CORP 0.2%

Value $730K Shares 10,000 Est. Cost $39.54 Unrealized +36.5%

MPC MARATHON PETE CORP 0.2%

Value $729K Shares 20,000 Est. Cost $33.67 Unrealized -17.2%

SF STIFEL FINL CORP 0.2%

Value $728K Shares 25,000 Est. Cost $28.20 Unrealized -33.1%

O REALTY INCOME CORP 0.2%

Value $728K Shares 11,555 Est. Cost $22.70 Unrealized +54.4%

TMO THERMO FISHER SCIENTIFIC INC 0.2%

Value $726K Shares 5,000 Est. Cost $114.47 Unrealized +13.8%

— HEARTWARE INTL INC 0.2%

Value $724K Shares 23,000 Est. Cost $93.78 Unrealized —

— CARDTRONICS INC 0.2%

Value $721K Shares 20,000 Est. Cost $38.85 Unrealized —

APD AIR PRODS & CHEMS INC 0.2%

Value $718K Shares 5,000 Est. Cost $79.28 Unrealized +19.5%

— MYLAN N V 0.2%

Value $713K Shares 14,750 Est. Cost $59.32 Unrealized —

KIM KIMCO RLTY CORP 0.2%

Value $710K Shares 25,000 Est. Cost $12.11 Unrealized +37.2%

GCO GENESCO INC 0.1%

Value $697K Shares 10,000 Est. Cost $72.64 Unrealized -11.2%

SCHW SCHWAB CHARLES CORP NEW 0.1%

Value $696K Shares 25,000 Est. Cost $22.70 Unrealized +2.7%

RSG REPUBLIC SVCS INC 0.1%

Value $694K Shares 15,000 Est. Cost $26.51 Unrealized +44.7%

— ORITANI FINL CORP DEL 0.1%

Value $669K Shares 40,000 Est. Cost $15.80 Unrealized —

— CENTURYLINK INC 0.1%

Value $668K Shares 20,550 Est. Cost $32.85 Unrealized —

XEL XCEL ENERGY INC 0.1%

Value $664K Shares 16,243 Est. Cost $19.89 Unrealized +44.3%

— SPECTRA ENERGY CORP 0.1%

Value $661K Shares 22,100 Est. Cost $36.92 Unrealized —

LUV SOUTHWEST AIRLS CO 0.1%

Value $655K Shares 15,000 Est. Cost $19.19 Unrealized +88.7%

NTRS NORTHERN TR CORP 0.1%

Value $652K Shares 10,000 Est. Cost $45.55 Unrealized +5.1%

— XENOPORT INC 0.1%

Value $646K Shares 130,000 Est. Cost $5.17 Unrealized —

— RIGEL PHARMACEUTICALS INC 0.1%

Value $645K Shares 255,000 Est. Cost $2.47 Unrealized —

MOH MOLINA HEALTHCARE INC 0.1%

Value $643K Shares 10,000 Est. Cost $36.85 Unrealized +61.1%

— AXOVANT SCIENCES LTD 0.1%

Value $640K Shares 51,000 Est. Cost $12.92 Unrealized —

EBAY EBAY INC 0.1%

Value $636K Shares 25,000 Est. Cost $20.67 Unrealized +4.7%

CVLT COMMVAULT SYSTEMS INC 0.1%

Value $635K Shares 15,000 Est. Cost $69.18 Unrealized -46.5%

CAR AVIS BUDGET GROUP 0.1%

Value $628K Shares 25,000 Est. Cost $40.83 Unrealized -36.4%

CNC CENTENE CORP DEL 0.1%

Value $615K Shares 10,000 Est. Cost $22.77 Unrealized +31.1%

— FINISH LINE INC 0.1%

Value $608K Shares 30,000 Est. Cost $27.10 Unrealized —

RUSHA RUSH ENTERPRISES INC 0.1%

Value $603K Shares 35,000 Est. Cost $12.91 Unrealized -37.6%

— INTRA CELLULAR THERAPIES INC 0.1%

Value $603K Shares 17,500 Est. Cost $40.06 Unrealized —

— CUBIC CORP 0.1%

Value $598K Shares 15,000 Est. Cost $51.07 Unrealized —

COF CAPITAL ONE FINL CORP 0.1%

Value $596K Shares 8,733 Est. Cost $59.33 Unrealized -6.7%

— DRIL-QUIP INC 0.1%

Value $592K Shares 10,000 Est. Cost $112.10 Unrealized —

KSS KOHLS CORP 0.1%

Value $583K Shares 13,000 Est. Cost $53.60 Unrealized -12.5%

DAN DANA HLDG CORP 0.1%

Value $582K Shares 45,000 Est. Cost $16.52 Unrealized -38.4%

EMN EASTMAN CHEM CO 0.1%

Value $578K Shares 8,000 Est. Cost $56.96 Unrealized -16.7%

BWXT BWX TECHNOLOGIES INC 0.1%

Value $572K Shares 17,500 Est. Cost $22.66 Unrealized +21.4%

SYF SYNCHRONY FINL 0.1%

Value $565K Shares 19,719 Est. Cost $25.00 Unrealized -11.3%

Value $563K Shares 18,879 Est. Cost $30.01 Unrealized -11.1%

HAL HALLIBURTON CO 0.1%

Value $556K Shares 15,267 Est. Cost $42.79 Unrealized -37.0%

— SYMANTEC CORP 0.1%

Value $555K Shares 30,000 Est. Cost $19.97 Unrealized —

MTH MERITAGE HOMES CORP 0.1%

Value $553K Shares 15,000 Est. Cost $22.78 Unrealized -30.1%

— FMC TECHNOLOGIES INC 0.1%

Value $551K Shares 20,000 Est. Cost $52.30 Unrealized —

CRUS CIRRUS LOGIC INC 0.1%

Value $549K Shares 15,000 Est. Cost $19.04 Unrealized +70.3%

TRN TRINITY INDS INC 0.1%

Value $548K Shares 30,000 Est. Cost $18.24 Unrealized -43.9%

PH PARKER HANNIFIN CORP 0.1%

Value $547K Shares 5,000 Est. Cost $98.49 Unrealized -12.7%

WMB WILLIAMS COS INC DEL 0.1%

Value $542K Shares 35,000 Est. Cost $20.92 Unrealized -52.7%

— HESS CORP 0.1%

Value $540K Shares 10,000 Est. Cost $82.90 Unrealized —

HPE HEWLETT PACKARD ENTERPRISE C 0.1%

Value $539K Shares 30,000 Est. Cost $6.50 Unrealized -2.0%

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $533K Shares 15,000 Est. Cost $29.33 Unrealized -11.5%

— EARTHLINK HLDGS CORP 0.1%

Value $523K Shares 90,000 Est. Cost $3.61 Unrealized —

SNPS SYNOPSYS INC 0.1%

Value $522K Shares 10,742 Est. Cost $40.13 Unrealized +10.0%

BXP BOSTON PROPERTIES INC 0.1%

Value $512K Shares 4,000 Est. Cost $66.97 Unrealized +18.6%

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $494K Shares 6,318 Est. Cost $26.27 Unrealized +110.2%

— CELLDEX THERAPEUTICS INC NEW 0.1%

Value $489K Shares 100,000 Est. Cost $17.67 Unrealized —

— XEROX CORP 0.1%

Value $487K Shares 44,000 Est. Cost $11.30 Unrealized —

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $470K Shares 40,000 Est. Cost $11.24 Unrealized -26.6%

DVN DEVON ENERGY CORP NEW 0.1%

Value $469K Shares 17,000 Est. Cost $41.69 Unrealized -59.3%

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $469K Shares 3,333 Est. Cost $78.33 Unrealized +37.5%

— TENNECO INC 0.1%

Value $466K Shares 10,000 Est. Cost $58.10 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $461K Shares 10,000 Est. Cost $27.12 Unrealized +25.3%

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $461K Shares 10,000 Est. Cost $22.69 Unrealized +33.0%

— FARO TECHNOLOGIES INC 0.1%

Value $460K Shares 15,000 Est. Cost $53.00 Unrealized —

DAR DARLING INGREDIENTS INC 0.1%

Value $460K Shares 35,000 Est. Cost $20.04 Unrealized -49.7%

— NEKTAR THERAPEUTICS 0.1%

Value $460K Shares 30,000 Est. Cost $12.13 Unrealized —

HRB BLOCK H & R INC 0.1%

Value $458K Shares 18,000 Est. Cost $19.54 Unrealized +9.9%

— ORBITAL ATK INC 0.1%

Value $452K Shares 5,209 Est. Cost $76.60 Unrealized —

NTCT NETSCOUT SYS INC 0.1%

Value $451K Shares 19,977 Est. Cost $37.86 Unrealized -40.5%

MUR MURPHY OIL CORP 0.1%

Value $444K Shares 18,000 Est. Cost $38.91 Unrealized -64.3%

KOP KOPPERS HOLDINGS INC 0.1%

Value $442K Shares 20,000 Est. Cost $38.65 Unrealized -55.3%

— VERINT SYS INC 0.1%

Value $442K Shares 12,981 Est. Cost $46.91 Unrealized —

KMT KENNAMETAL INC 0.1%

Value $440K Shares 20,000 Est. Cost $33.32 Unrealized -55.6%

— SEMGROUP CORP 0.1%

Value $438K Shares 20,000 Est. Cost $65.70 Unrealized —

MYE MYERS INDS INC 0.1%

Value $437K Shares 35,000 Est. Cost $13.73 Unrealized -37.5%

COR AMERISOURCEBERGEN CORP 0.1%

Value $437K Shares 4,996 Est. Cost $49.28 Unrealized +34.4%

ABT ABBOTT LABS 0.1%

Value $431K Shares 10,000 Est. Cost $30.73 Unrealized +7.4%

— ENLINK MIDSTREAM LLC 0.1%

Value $429K Shares 40,000 Est. Cost $33.95 Unrealized —

PNNT PENNANTPARK INVT CORP 0.1%

Value $424K Shares 66,710 Est. Cost $2.62 Unrealized -34.8%

EXPE EXPEDIA INC DEL 0.1%

Value $410K Shares 3,875 Est. Cost $67.77 Unrealized +49.6%

NPKI NEWPARK RES INC 0.1%

Value $398K Shares 100,000 Est. Cost $11.44 Unrealized -62.6%

— FTD COS INC 0.1%

Value $391K Shares 15,000 Est. Cost $31.80 Unrealized —

— ROVI CORP 0.1%

Value $386K Shares 21,758 Est. Cost $22.80 Unrealized —

— JUNIPER NETWORKS INC 0.1%

Value $382K Shares 15,000 Est. Cost $25.73 Unrealized —

HPQ HP INC 0.1%

Value $368K Shares 30,000 Est. Cost $9.12 Unrealized -15.5%

XRAY DENTSPLY SIRONA INC 0.1%

Value $366K Shares 6,000 Est. Cost $58.93 Unrealized 0.0%

EXC EXELON CORP 0.1%

Value $350K Shares 10,200 Est. Cost $13.80 Unrealized +14.8%

— HAYNES INTERNATIONAL INC 0.1%

Value $349K Shares 10,000 Est. Cost $54.00 Unrealized —

— STAPLES INC 0.1%

Value $335K Shares 30,348 Est. Cost $11.34 Unrealized —

C CITIGROUP INC 0.1%

Value $335K Shares 8,000 Est. Cost $37.07 Unrealized -15.7%

— ACHILLION PHARMACEUTICALS IN 0.1%

Value $328K Shares 40,000 Est. Cost $6.90 Unrealized —

— FIBROGEN INC 0.1%

Value $318K Shares 14,352 Est. Cost $21.95 Unrealized —

DOV DOVER CORP 0.1%

Value $315K Shares 5,000 Est. Cost $50.30 Unrealized -18.5%

MU MICRON TECHNOLOGY INC 0.1%

Value $314K Shares 30,000 Est. Cost $23.18 Unrealized -53.0%

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $312K Shares 10,000 Est. Cost $25.47 Unrealized +18.3%

HL HECLA MNG CO 0.1%

Value $311K Shares 110,000 Est. Cost $3.11 Unrealized -30.5%

KEYS KEYSIGHT TECHNOLOGIES INC 0.1%

Value $309K Shares 11,542 Est. Cost $32.07 Unrealized -21.8%

— PICO HLDGS INC 0.1%

Value $308K Shares 30,000 Est. Cost $26.00 Unrealized —

KMI KINDER MORGAN INC DEL 0.1%

Value $304K Shares 17,264 Est. Cost $18.43 Unrealized -46.0%

— GREENHILL & CO INC 0.1%

Value $300K Shares 15,000 Est. Cost $52.00 Unrealized —

— INGERSOLL-RAND PLC 0.1%

Value $299K Shares 5,000 Est. Cost $57.20 Unrealized —

AIG AMERICAN INTL GROUP INC 0.1%

Value $298K Shares 5,500 Est. Cost $37.86 Unrealized +11.2%

— LEGG MASON INC 0.1%

Value $294K Shares 9,000 Est. Cost $49.00 Unrealized —

PBYI PUMA BIOTECHNOLOGY INC 0.1%

Value $292K Shares 9,167 Est. Cost $94.57 Unrealized -52.2%

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $289K Shares 7,439 Est. Cost $36.77 Unrealized +4.8%

CVCO CAVCO INDS INC DEL 0.1%

Value $273K Shares 3,000 Est. Cost $76.06 Unrealized +8.3%

— ARQULE INC 0.1%

Value $272K Shares 190,000 Est. Cost $2.05 Unrealized —

NRG NRG ENERGY INC 0.1%

Value $271K Shares 22,496 Est. Cost $22.10 Unrealized -57.9%

— TOKAI PHARMACEUTICALS INC 0.1%

Value $271K Shares 35,000 Est. Cost $10.34 Unrealized —

MCY MERCURY GENL CORP NEW 0.1%

Value $270K Shares 5,000 Est. Cost $45.68 Unrealized +9.1%

MUSA MURPHY USA INC 0.1%

Value $270K Shares 4,500 Est. Cost $45.04 Unrealized +32.8%

CROX CROCS INC 0.1%

Value $270K Shares 30,000 Est. Cost $15.31 Unrealized -39.2%

RGA REINSURANCE GROUP AMER INC 0.1%

Value $268K Shares 2,829 Est. Cost $75.92 Unrealized +16.0%

EMR EMERSON ELEC CO 0.1%

Value $266K Shares 5,000 Est. Cost $47.79 Unrealized -21.8%

— KANSAS CITY SOUTHERN 0.1%

Value $258K Shares 3,000 Est. Cost $102.00 Unrealized —

TRIP TRIPADVISOR INC 0.1%

Value $254K Shares 3,875 Est. Cost $81.07 Unrealized -27.4%

— DREAMWORKS ANIMATION SKG INC 0.1%

Value $252K Shares 10,000 Est. Cost $26.60 Unrealized —

— COLUMBIA PIPELINE GROUP INC 0.1%

Value $251K Shares 10,000 Est. Cost $18.30 Unrealized —

— AMAG PHARMACEUTICALS INC 0.1%

Value $251K Shares 10,000 Est. Cost $19.35 Unrealized —

VTR VENTAS INC 0.1%

Value $244K Shares 3,933 Est. Cost $41.21 Unrealized -11.0%

PLD PROLOGIS INC 0.1%

Value $241K Shares 5,464 Est. Cost $27.64 Unrealized +9.2%

MAN MANPOWERGROUP INC 0.1%

Value $240K Shares 3,000 Est. Cost $79.12 Unrealized -3.1%

NI NISOURCE INC 0.0%

Value $234K Shares 10,000 Est. Cost $9.34 Unrealized +67.8%

— ASTORIA FINL CORP 0.0%

Value $230K Shares 15,000 Est. Cost $13.80 Unrealized —

— ACCELERON PHARMA INC 0.0%

Value $223K Shares 7,000 Est. Cost $48.86 Unrealized —

— QUALITY SYS INC 0.0%

Value $220K Shares 15,000 Est. Cost $16.87 Unrealized —

GTLS CHART INDS INC 0.0%

Value $220K Shares 10,000 Est. Cost $86.10 Unrealized -79.3%

— MARATHON OIL CORP 0.0%

Value $220K Shares 20,000 Est. Cost $35.50 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $209K Shares 21,572 Est. Cost $10.62 Unrealized —

— INTERPUBLIC GROUP COS INC 0.0%

Value $209K Shares 9,000 Est. Cost $15.38 Unrealized -3.2%

— DISCOVERY COMMUNICATNS NEW 0.0%

Value $208K Shares 7,500 Est. Cost $27.73 Unrealized —

NWSA NEWS CORP NEW 0.0%

Value $208K Shares 16,250 Est. Cost $15.19 Unrealized -30.8%

— CONVERGYS CORP 0.0%

Value $201K Shares 7,500 Est. Cost $26.80 Unrealized —

LNN LINDSAY CORP 0.0%

Value $200K Shares 3,000 Est. Cost $72.98 Unrealized -12.9%

— ADTRAN INC 0.0%

Value $198K Shares 10,000 Est. Cost $24.40 Unrealized —

— XURA INC 0.0%

Value $194K Shares 10,000 Est. Cost $22.40 Unrealized —

— ARRAY BIOPHARMA INC 0.0%

Value $189K Shares 60,000 Est. Cost $4.70 Unrealized —

— NABORS INDUSTRIES LTD 0.0%

Value $184K Shares 20,000 Est. Cost $24.65 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $180K Shares 10,000 Est. Cost $17.01 Unrealized -11.1%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $177K Shares 15,087 Est. Cost $11.21 Unrealized -15.2%

— PIER 1 IMPORTS INC 0.0%

Value $165K Shares 25,000 Est. Cost $18.88 Unrealized —

— OASIS PETE INC NEW 0.0%

Value $158K Shares 20,000 Est. Cost $41.75 Unrealized —

HLX HELIX ENERGY SOLUTIONS GRP I 0.0%

Value $155K Shares 30,000 Est. Cost $22.27 Unrealized -81.1%

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.0%

Value $151K Shares 16,000 Est. Cost $18.31 Unrealized —

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $149K Shares 10,000 Est. Cost $7.90 Unrealized —

XENE XENON PHARMACEUTICALS INC 0.0%

Value $143K Shares 20,000 Est. Cost $13.82 Unrealized -48.0%

— WEATHERFORD INTL PLC 0.0%

Value $142K Shares 20,000 Est. Cost $20.80 Unrealized —

— MCDERMOTT INTL INC 0.0%

Value $133K Shares 35,000 Est. Cost $7.83 Unrealized —

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $133K Shares 12,000 Est. Cost $10.36 Unrealized -8.3%

— PENNEY J C INC 0.0%

Value $132K Shares 12,500 Est. Cost $8.64 Unrealized —

FOLD AMICUS THERAPEUTICS INC 0.0%

Value $129K Shares 15,000 Est. Cost $2.50 Unrealized +183.3%

FSS FEDERAL SIGNAL CORP 0.0%

Value $128K Shares 10,000 Est. Cost $11.92 Unrealized +3.7%

— CHICOS FAS INC 0.0%

Value $126K Shares 10,000 Est. Cost $16.00 Unrealized —

— UNITED ONLINE INC 0.0%

Value $123K Shares 10,714 Est. Cost $11.57 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $115K Shares 40,000 Est. Cost $10.39 Unrealized -72.9%

— WPX ENERGY INC 0.0%

Value $114K Shares 16,666 Est. Cost $18.00 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $84,000 Shares 15,602 Est. Cost $5.70 Unrealized —

NVRI HARSCO CORP 0.0%

Value $79,000 Shares 15,000 Est. Cost $24.55 Unrealized -76.5%

— AVON PRODS INC 0.0%

Value $73,000 Shares 15,000 Est. Cost $14.67 Unrealized —

— OCWEN FINL CORP 0.0%

Value $62,000 Shares 26,000 Est. Cost $39.19 Unrealized —

— SPRINT CORP 0.0%

Value $54,000 Shares 15,000 Est. Cost $9.20 Unrealized —

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $48,000 Shares 17,000 Est. Cost $3.82 Unrealized -40.4%

— AK STL HLDG CORP 0.0%

Value $43,000 Shares 10,000 Est. Cost $7.20 Unrealized —

— CALIFORNIA RES CORP 0.0%

Value $14,000 Shares 12,340 Est. Cost $4.67 Unrealized —

— ENERGY XXI LTD 0.0%

Value $12,000 Shares 20,000 Est. Cost $23.55 Unrealized —

— LINNCO LLC 0.0%

Value $9,000 Shares 25,200 Est. Cost $27.06 Unrealized —

— KINDER MORGAN INC DEL 0.0%

Value $1,000 Shares 26,117 Est. Cost $1.76 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	185,500	$20.58M	4.4%	$18.36	+22.8%	COM	037833100
MSFT	MICROSOFT CORP	185,000	$10.2M	2.2%	$31.26	+47.4%	COM	594918104
JPM	JPMORGAN CHASE & CO	135,000	$7.939M	1.7%	$42.08	+6.6%	COM	46625H100
PM	PHILIP MORRIS INTL INC	60,000	$6.07M	1.3%	$44.74	+24.9%	COM	718172109
PG	PROCTER & GAMBLE CO	70,000	$5.867M	1.2%	$56.51	+9.1%	COM	742718109
XOM	EXXON MOBIL CORP	70,000	$5.832M	1.2%	$58.08	-10.5%	COM	30231G102
JNJ	JOHNSON & JOHNSON	50,000	$5.471M	1.2%	$66.63	+18.2%	COM	478160104
MRK	MERCK & CO INC NEW	93,252	$5.188M	1.1%	$35.76	+0.8%	COM	58933Y105
MO	ALTRIA GROUP INC	80,000	$5.085M	1.1%	$17.12	+81.5%	COM	02209S103
DIS	DISNEY WALT CO	50,000	$4.874M	1.0%	$69.69	+27.7%	COM DISNEY	254687106
AMZN	AMAZON COM INC	8,000	$4.817M	1.0%	$18.56	+52.9%	COM	023135106
WFC	WELLS FARGO & CO NEW	100,000	$4.808M	1.0%	$33.41	+11.0%	COM	949746101
CMCSA	COMCAST CORP NEW	75,000	$4.665M	1.0%	$22.24	+2.3%	CL A	20030N101
CSCO	CISCO SYS INC	150,000	$4.2M	0.9%	$15.30	+23.8%	COM	17275R102
GILD	GILEAD SCIENCES INC	40,000	$3.898M	0.8%	$54.49	+16.5%	COM	375558103
PFE	PFIZER INC	115,956	$3.818M	0.8%	$18.20	+2.6%	COM	717081103
LOW	LOWES COS INC	50,000	$3.805M	0.8%	$39.01	+50.9%	COM	548661107
TRV	TRAVELERS COMPANIES INC	32,443	$3.761M	0.8%	$64.62	+35.9%	COM	89417E109
INTC	INTEL CORP	110,000	$3.529M	0.8%	$18.67	+30.6%	COM	458140100
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.479M	0.7%	$25.87	+16.1%	COM	92343V104
CVX	CHEVRON CORP NEW	35,000	$3.319M	0.7%	$70.36	-18.4%	COM	166764100
ORCL	ORACLE CORP	80,000	$3.26M	0.7%	$31.98	-0.1%	COM	68389X105
IONS	IONIS PHARMACEUTICALS INC	70,000	$3.257M	0.7%	$53.96	-24.7%	COM	462222100
USB	US BANCORP DEL	80,000	$3.207M	0.7%	$27.34	+1.7%	COM NEW	902973304
MCD	MCDONALDS CORP	25,093	$3.2M	0.7%	$70.27	+33.7%	COM	580135101
AMT	AMERICAN TOWER CORP NEW	30,000	$3.171M	0.7%	$61.59	+18.8%	COM	03027X100
COST	COSTCO WHSL CORP NEW	20,000	$3.135M	0.7%	$91.29	+39.9%	COM	22160K105
KO	COCA COLA CO	65,000	$3.036M	0.6%	$26.56	+19.9%	COM	191216100
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$3M	0.6%	$109.22	-23.0%	COM	459200101
AXP	AMERICAN EXPRESS CO	50,000	$2.994M	0.6%	$75.50	-33.1%	COM	025816109
BK	BANK NEW YORK MELLON CORP	80,038	$2.959M	0.6%	$24.75	+13.7%	COM	064058100
CL	COLGATE PALMOLIVE CO	40,000	$2.856M	0.6%	$47.90	+10.4%	COM	194162103
—	CORE MARK HOLDING CO INC	35,000	$2.786M	0.6%	$59.12	—	COM	218681104
WMT	WAL-MART STORES INC	40,000	$2.762M	0.6%	$19.90	-8.0%	COM	931142103
—	ACTIVISION BLIZZARD INC	80,000	$2.72M	0.6%	$20.44	—	COM	00507V109
—	TIME WARNER INC	36,666	$2.712M	0.6%	$65.32	—	COM NEW	887317303
UNP	UNION PAC CORP	34,000	$2.664M	0.6%	$71.52	-13.3%	COM	907818108
LLY	LILLY ELI & CO	35,000	$2.617M	0.6%	$44.54	+43.6%	COM	532457108
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$2.56M	0.5%	$12.23	—	COM	458118106
—	RAYTHEON CO	20,000	$2.542M	0.5%	$98.80	—	COM NEW	755111507
—	UNITED TECHNOLOGIES CORP	25,000	$2.509M	0.5%	$116.84	—	COM	913017109
THC	TENET HEALTHCARE CORP	85,000	$2.453M	0.5%	$44.12	-41.0%	COM NEW	88033G407
PEP	PEPSICO INC	23,251	$2.416M	0.5%	$56.86	+28.8%	COM	713448108
ABBV	ABBVIE INC	40,000	$2.396M	0.5%	$39.76	-6.7%	COM	00287Y109
SJM	SMUCKER J M CO	18,405	$2.347M	0.5%	$68.74	+36.0%	COM NEW	832696405
GS	GOLDMAN SACHS GROUP INC	15,000	$2.328M	0.5%	$133.70	-5.6%	COM	38141G104
AWR	AMERICAN STS WTR CO	60,000	$2.326M	0.5%	$23.08	+51.7%	COM	029899101
—	EMPIRE DIST ELEC CO	70,000	$2.325M	0.5%	$24.31	—	COM	291641108
ALKS	ALKERMES PLC	60,000	$2.299M	0.5%	$47.58	-17.0%	SHS	G01767105
ALL	ALLSTATE CORP	33,810	$2.266M	0.5%	$41.54	+21.6%	COM	020002101
HON	HONEYWELL INTL INC	20,000	$2.261M	0.5%	$64.71	+18.0%	COM	438516106
—	AETNA INC NEW	20,012	$2.244M	0.5%	$81.84	—	COM	00817Y108
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$2.095M	0.4%	$44.55	+30.1%	COM	955306105
—	TIME WARNER CABLE INC	10,000	$2.061M	0.4%	$137.20	—	COM	88732J207
TGT	TARGET CORP	25,000	$2.054M	0.4%	$41.65	+35.4%	COM	87612E106
ITW	ILLINOIS TOOL WKS INC	20,000	$2.054M	0.4%	$61.28	+19.5%	COM	452308109
YUM	YUM BRANDS INC	25,000	$2.047M	0.4%	$42.07	+4.1%	COM	988498101
—	DOW CHEM CO	40,165	$2.046M	0.4%	$48.60	—	COM	260543103
NOC	NORTHROP GRUMMAN CORP	10,000	$2.021M	0.4%	$97.12	+65.8%	COM	666807102
—	REYNOLDS AMERICAN INC	40,000	$2.014M	0.4%	$48.84	—	COM	761713106
EPR	EPR PPTYS	30,000	$1.979M	0.4%	$53.40	—	COM SH BEN INT	26884U109
BIIB	BIOGEN INC	7,000	$1.957M	0.4%	$330.23	-20.0%	COM	09062X103
MDLZ	MONDELEZ INTL INC	45,987	$1.926M	0.4%	$26.35	+23.0%	CL A	609207105
PSX	PHILLIPS 66	22,500	$1.913M	0.4%	$49.82	+12.5%	COM	718546104
TROW	PRICE T ROWE GROUP INC	26,000	$1.907M	0.4%	$52.57	-7.7%	COM	74144T108
—	TWENTY FIRST CENTY FOX INC	65,000	$1.877M	0.4%	$31.97	—	CL A	90130A101
COP	CONOCOPHILLIPS	45,000	$1.834M	0.4%	$45.41	-38.1%	COM	20825C104
PRU	PRUDENTIAL FINL INC	25,000	$1.796M	0.4%	$52.24	-14.2%	COM	744320102
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.789M	0.4%	$35.93	+24.7%	COM	110122108
—	CORESITE RLTY CORP	25,000	$1.771M	0.4%	$31.00	—	COM	21870Q105
SEIC	SEI INVESTMENTS CO	40,000	$1.763M	0.4%	$29.39	+23.4%	COM	784117103
OXY	OCCIDENTAL PETE CORP DEL	25,000	$1.753M	0.4%	$62.47	-19.4%	COM	674599105
—	MONSANTO CO NEW	20,000	$1.74M	0.4%	$113.75	—	COM	61166W101
T	AT&T INC	45,000	$1.739M	0.4%	$10.85	+27.5%	COM	00206R102
EFX	EQUIFAX INC	15,000	$1.732M	0.4%	$62.16	+54.2%	COM	294429105
SWK	STANLEY BLACK & DECKER INC	16,375	$1.731M	0.4%	$59.39	+26.5%	COM	854502101
—	BAKER HUGHES INC	40,000	$1.713M	0.4%	$64.11	—	COM	057224107
—	PRAXAIR INC	15,000	$1.699M	0.4%	$131.00	—	COM	74005P104
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.64M	0.3%	$38.81	+22.1%	COM	571748102
—	PINNACLE ENTMT INC	45,000	$1.613M	0.3%	$23.71	—	COM	723456109
GERN	GERON CORP	490,000	$1.612M	0.3%	$3.75	-20.1%	COM	374163103
—	DISCOVER FINL SVCS	31,350	$1.605M	0.3%	$58.18	—	COM	254709108
HALO	HALOZYME THERAPEUTICS INC	145,000	$1.601M	0.3%	$16.65	-43.5%	COM	40637H109
GOOGL	ALPHABET INC	2,080	$1.598M	0.3%	$36.73	-0.5%	CAP STK CL A	02079K305
AVB	AVALONBAY CMNTYS INC	8,407	$1.593M	0.3%	$84.84	+48.9%	COM	053484101
ALK	ALASKA AIR GROUP INC	20,000	$1.593M	0.3%	$39.91	+71.6%	COM	011659109
—	CITRIX SYS INC	20,000	$1.588M	0.3%	$57.45	—	COM	177376100
—	DU PONT E I DE NEMOURS & CO	25,000	$1.588M	0.3%	$67.12	—	COM	263534109
AZO	AUTOZONE INC	2,000	$1.577M	0.3%	$518.77	+45.8%	COM	053332102
SLB	SCHLUMBERGER LTD	21,286	$1.557M	0.3%	$57.17	-7.1%	COM	806857108
GOOG	ALPHABET INC	2,085	$1.555M	0.3%	$35.61	-0.2%	CAP STK CL C	02079K107
CVS	CVS HEALTH CORP	15,000	$1.551M	0.3%	$51.11	+41.7%	COM	126650100
MDT	MEDTRONIC PLC	20,000	$1.546M	0.3%	$58.10	+1.4%	SHS	G5960L103
QCOM	QUALCOMM INC	30,000	$1.519M	0.3%	$54.02	-31.7%	COM	747525103
EEFT	EURONET WORLDWIDE INC	20,000	$1.481M	0.3%	$41.47	+70.3%	COM	298736109
HEI	HEICO CORP NEW	25,000	$1.474M	0.3%	$29.73	-3.3%	COM	422806109
AMAT	APPLIED MATLS INC	70,000	$1.474M	0.3%	$15.75	+3.3%	COM	038222105
PTC	PTC INC	45,000	$1.469M	0.3%	$36.75	-16.0%	COM	69370C100
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.448M	0.3%	$3.76	+20.1%	CL A	29382R107
GAP	GAP INC DEL	50,000	$1.443M	0.3%	$27.08	-31.7%	COM	364760108
BC	BRUNSWICK CORP	30,000	$1.418M	0.3%	$36.35	+0.3%	COM	117043109
SYY	SYSCO CORP	30,000	$1.409M	0.3%	$26.11	+27.9%	COM	871829107
—	CHESAPEAKE LODGING TR	55,000	$1.4M	0.3%	$25.73	—	SH BEN INT	165240102
KFY	KORN FERRY INTL	50,000	$1.394M	0.3%	$22.02	+12.8%	COM NEW	500643200
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.387M	0.3%	$28.89	+6.2%	COM	440327104
INVA	INNOVIVA INC	102,000	$1.378M	0.3%	$10.97	0.0%	COM	45781M101
—	CIMPRESS N V	15,000	$1.363M	0.3%	$74.87	—	SHS EURO	N20146101
HD	HOME DEPOT INC	10,000	$1.354M	0.3%	$60.23	+63.3%	COM	437076102
—	WYNDHAM WORLDWIDE CORP	17,859	$1.348M	0.3%	$73.24	—	COM	98310W108
WSO	WATSCO INC	10,000	$1.343M	0.3%	$96.52	+25.7%	COM	942622200
—	POPEYES LA KITCHEN INC	25,000	$1.329M	0.3%	$40.64	—	COM	732872106
—	E M C CORP MASS	50,250	$1.327M	0.3%	$27.40	—	COM	268648102
—	PRIVATEBANCORP INC	35,000	$1.323M	0.3%	$30.51	—	COM	742962103
GD	GENERAL DYNAMICS CORP	10,000	$1.317M	0.3%	$80.10	+33.4%	COM	369550108
MCK	MCKESSON CORP	8,000	$1.306M	0.3%	$160.13	-6.6%	COM	58155Q103
—	INFINERA CORPORATION	85,000	$1.295M	0.3%	$9.08	—	COM	45667G103
—	LAM RESEARCH CORP	15,625	$1.291M	0.3%	$54.99	—	COM	512807108
—	SOUTH ST CORP	20,000	$1.276M	0.3%	$55.90	—	COM	840441109
—	GENERAL ELECTRIC CO	41,228	$1.274M	0.3%	$25.88	—	COM	369604103
BAC	BANK AMER CORP	95,082	$1.262M	0.3%	$13.25	-18.1%	COM	060505104
CAH	CARDINAL HEALTH INC	15,000	$1.261M	0.3%	$50.49	+21.2%	COM	14149Y108
MATW	MATTHEWS INTL CORP	25,000	$1.258M	0.3%	$31.38	+21.0%	CL A	577128101
ZTS	ZOETIS INC	26,578	$1.256M	0.3%	$27.83	+41.2%	CL A	98978V103
—	CAVIUM INC	20,000	$1.25M	0.3%	$43.75	—	COM	14964U108
OXM	OXFORD INDS INC	20,000	$1.249M	0.3%	$77.21	-11.8%	COM	691497309
—	SENIOR HSG PPTYS TR	70,000	$1.231M	0.3%	$22.47	—	SH BEN INT	81721M109
INCY	INCYTE CORP	15,000	$1.228M	0.3%	$62.06	+20.1%	COM	45337C102
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.216M	0.3%	$17.75	+3.8%	COM	595017104
KHC	KRAFT HEINZ CO	15,329	$1.201M	0.3%	$47.82	+1.0%	COM	500754106
—	KNOLL INC	55,000	$1.184M	0.3%	$18.18	—	COM NEW	498904200
—	VIACOM INC NEW	30,000	$1.183M	0.3%	$85.00	—	CL B	92553P201
NSC	NORFOLK SOUTHERN CORP	14,500	$1.177M	0.3%	$71.41	-13.8%	COM	655844108
KR	KROGER CO	30,000	$1.172M	0.2%	$23.04	+37.2%	COM	501044101
DUK	DUKE ENERGY CORP NEW	14,733	$1.169M	0.2%	$42.66	+18.3%	COM NEW	26441C204
NEE	NEXTERA ENERGY INC	10,000	$1.167M	0.2%	$16.57	+31.6%	COM	65339F101
—	COLONY CAP INC	70,000	$1.163M	0.2%	$21.96	—	CL A	19624R106
PLXS	PLEXUS CORP	30,000	$1.16M	0.2%	$40.84	-13.2%	COM	729132100
CAG	CONAGRA FOODS INC	25,000	$1.136M	0.2%	$16.04	+43.1%	COM	205887102
NPO	ENPRO INDS INC	20,000	$1.126M	0.2%	$70.90	-32.0%	COM	29355X107
EQR	EQUITY RESIDENTIAL	15,000	$1.119M	0.2%	$31.71	+46.8%	SH BEN INT	29476L107
ROK	ROCKWELL AUTOMATION INC	10,000	$1.116M	0.2%	$93.82	-10.5%	COM	773903109
—	YAHOO INC	30,000	$1.1M	0.2%	$35.90	—	COM	984332106
AZZ	AZZ INC	20,000	$1.097M	0.2%	$36.74	+23.3%	COM	002474104
—	AMERICAN EQTY INVT LIFE HLD	80,000	$1.095M	0.2%	$23.63	—	COM	025676206
KLAC	KLA-TENCOR CORP	15,000	$1.091M	0.2%	$41.11	+37.6%	COM	482480100
PPG	PPG INDS INC	9,700	$1.087M	0.2%	$85.80	-4.3%	COM	693506107
—	CELGENE CORP	10,000	$1.082M	0.2%	$112.75	—	COM	151020104
JBHT	HUNT J B TRANS SVCS INC	13,000	$1.081M	0.2%	$65.88	+4.8%	COM	445658107
—	CHEMTURA CORP	40,000	$1.08M	0.2%	$25.30	—	COM NEW	163893209
CB	CHUBB LIMITED	9,028	$1.076M	0.2%	$96.06	0.0%	COM	H1467J104
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$1.073M	0.2%	$11.02	-13.7%	COM	169656105
PAYX	PAYCHEX INC	20,000	$1.073M	0.2%	$29.49	+27.1%	COM	704326107
—	CHEMICAL FINL CORP	30,000	$1.067M	0.2%	$32.47	—	COM	163731102
—	KAMAN CORP	25,000	$1.04M	0.2%	$40.68	—	COM	483548103
—	MEAD JOHNSON NUTRITION CO	12,219	$1.038M	0.2%	$83.15	—	COM	582839106
WWD	WOODWARD INC	20,000	$1.033M	0.2%	$39.69	+12.7%	COM	980745103
MSI	MOTOROLA SOLUTIONS INC	13,571	$1.033M	0.2%	$53.66	+8.0%	COM NEW	620076307
—	BRIGGS & STRATTON CORP	45,000	$1.03M	0.2%	$22.24	—	COM	109043109
TBPH	THERAVANCE BIOPHARMA INC	49,284	$1.027M	0.2%	$16.88	-3.1%	COM	G8807B106
—	GLATFELTER	50,000	$1.011M	0.2%	$27.22	—	COM	377316104
—	TRUSTCO BK CORP N Y	170,000	$998K	0.2%	$7.04	—	COM	898349105
ENTG	ENTEGRIS INC	75,000	$997K	0.2%	$11.16	+3.9%	COM	29362U104
SCSC	SCANSOURCE INC	25,000	$996K	0.2%	$39.39	-11.5%	COM	806037107
OTTR	OTTER TAIL CORP	35,000	$989K	0.2%	$20.25	+1.4%	COM	689648103
PYPL	PAYPAL HLDGS INC	25,000	$979K	0.2%	$35.85	+0.5%	COM	70450Y103
MET	METLIFE INC	22,766	$978K	0.2%	$31.07	-13.9%	COM	59156R108
AEP	AMERICAN ELEC PWR INC	14,760	$969K	0.2%	$31.83	+37.2%	COM	025537101
AFL	AFLAC INC	15,000	$955K	0.2%	$23.98	-1.7%	COM	001055102
—	MEDIVATION INC	20,000	$942K	0.2%	$53.45	—	COM	58501N101
CYH	COMMUNITY HEALTH SYS INC NEW	50,000	$931K	0.2%	$35.59	-57.1%	COM	203668108
A	AGILENT TECHNOLOGIES INC	23,084	$929K	0.2%	$37.33	-5.6%	COM	00846U101
—	ANADARKO PETE CORP	20,000	$914K	0.2%	$84.75	—	COM	032511107
HUM	HUMANA INC	5,000	$902K	0.2%	$170.02	-5.8%	COM	444859102
—	FORWARD AIR CORP	20,000	$902K	0.2%	$46.10	—	COM	349853101
INDB	INDEPENDENT BANK CORP MASS	20,000	$897K	0.2%	$26.89	+25.0%	COM	453836108
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$897K	0.2%	$14.83	+41.2%	COM	127387108
—	ASPEN TECHNOLOGY INC	25,000	$895K	0.2%	$42.36	—	COM	045327103
PRGS	PROGRESS SOFTWARE CORP	35,000	$885K	0.2%	$23.95	+2.6%	COM	743312100
—	BBCN BANCORP INC	60,000	$882K	0.2%	$17.13	—	COM	073295107
IRBTQ	IROBOT CORP	25,000	$882K	0.2%	$40.05	-18.7%	COM	462726100
ROG	ROGERS CORP	15,000	$876K	0.2%	$60.59	-16.9%	COM	775133101
BDX	BECTON DICKINSON & CO	5,582	$868K	0.2%	$94.25	+29.7%	COM	075887109
UNM	UNUM GROUP	28,000	$865K	0.2%	$34.13	-14.1%	COM	91529Y106
—	STATE BK FINL CORP	45,000	$864K	0.2%	$17.69	—	COM	856190103
—	NAVIGANT CONSULTING INC	55,000	$858K	0.2%	$18.65	—	COM	63935N107
SO	SOUTHERN CO	17,000	$856K	0.2%	$25.27	+27.5%	COM	842587107
BALL	BALL CORP	12,000	$855K	0.2%	$23.53	+30.5%	COM	058498106
—	CONSOLIDATED COMM HLDGS INC	35,000	$855K	0.2%	$20.00	—	COM	209034107
HURN	HURON CONSULTING GROUP INC	15,000	$849K	0.2%	$65.04	-15.1%	COM	447462102
BAX	BAXTER INTL INC	20,000	$844K	0.2%	$30.34	+7.0%	COM	071813109
PNC	PNC FINL SVCS GROUP INC	10,000	$838K	0.2%	$56.79	+9.1%	COM	693475105
M	MACYS INC	20,000	$831K	0.2%	$55.60	-25.7%	COM	55616P104
—	AEGION CORP	40,000	$823K	0.2%	$25.30	—	COM	00770F104
WEX	WEX INC	10,000	$820K	0.2%	$91.59	-21.1%	COM	96208T104
—	CABOT MICROELECTRONICS CORP	20,000	$817K	0.2%	$44.00	—	COM	12709P103
—	ALCOA INC	85,787	$815K	0.2%	$10.22	—	COM	013817101
—	BAXALTA INC	20,000	$813K	0.2%	$31.50	—	COM	07177M103
FFBC	FIRST FINL BANCORP OH	45,000	$810K	0.2%	$11.01	+6.2%	COM	320209109
NTGR	NETGEAR INC	20,000	$801K	0.2%	$20.77	+14.9%	COM	64111Q104
CLDT	CHATHAM LODGING TR	40,000	$801K	0.2%	$20.23	—	COM	16208T102
KMX	CARMAX INC	15,000	$799K	0.2%	$46.71	+1.0%	COM	143130102
—	NIC INC	45,000	$793K	0.2%	$19.31	—	COM	62914B100
WU	WESTERN UN CO	40,000	$788K	0.2%	$16.35	—	COM	959802109
—	ADURO BIOTECH INC	53,300	$786K	0.2%	$19.36	—	COM	00739L101
HTGC	HERCULES CAPITAL INC	65,000	$786K	0.2%	$15.67	-29.1%	COM	427096508
—	ONCOMED PHARMACEUTICALS INC	70,000	$784K	0.2%	$22.54	—	COM	68234X102
LGND	LIGAND PHARMACEUTICALS INC	6,666	$782K	0.2%	$41.68	+45.8%	COM NEW	53220K504
BSX	BOSTON SCIENTIFIC CORP	40,000	$782K	0.2%	$13.13	+33.8%	COM	101137107
HUBG	HUB GROUP INC	20,000	$778K	0.2%	$20.24	-14.4%	CL A	443320106
FLR	FLUOR CORP NEW	15,000	$777K	0.2%	$69.22	-38.0%	COM	343412102
F	FORD MTR CO DEL	60,000	$769K	0.2%	$8.37	-11.0%	COM PAR $0.01	345370860
DE	DEERE & CO	10,000	$763K	0.2%	$70.10	-5.4%	COM	244199105
—	ASHLAND INC NEW	6,860	$753K	0.2%	$99.42	—	COM	044209104
—	ROCKWELL COLLINS INC	8,000	$737K	0.2%	$79.63	—	COM	774341101
AVY	AVERY DENNISON CORP	10,000	$730K	0.2%	$39.54	+36.5%	COM	053611109
MPC	MARATHON PETE CORP	20,000	$729K	0.2%	$33.67	-17.2%	COM	56585A102
SF	STIFEL FINL CORP	25,000	$728K	0.2%	$28.20	-33.1%	COM	860630102
O	REALTY INCOME CORP	11,555	$728K	0.2%	$22.70	+54.4%	COM	756109104
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$726K	0.2%	$114.47	+13.8%	COM	883556102
—	HEARTWARE INTL INC	23,000	$724K	0.2%	$93.78	—	COM	422368100
—	CARDTRONICS INC	20,000	$721K	0.2%	$38.85	—	COM	14161H108
APD	AIR PRODS & CHEMS INC	5,000	$718K	0.2%	$79.28	+19.5%	COM	009158106
—	MYLAN N V	14,750	$713K	0.2%	$59.32	—	SHS EURO	N59465109
KIM	KIMCO RLTY CORP	25,000	$710K	0.2%	$12.11	+37.2%	COM	49446R109
GCO	GENESCO INC	10,000	$697K	0.1%	$72.64	-11.2%	COM	371532102
SCHW	SCHWAB CHARLES CORP NEW	25,000	$696K	0.1%	$22.70	+2.7%	COM	808513105
RSG	REPUBLIC SVCS INC	15,000	$694K	0.1%	$26.51	+44.7%	COM	760759100
—	ORITANI FINL CORP DEL	40,000	$669K	0.1%	$15.80	—	COM	68633D103
—	CENTURYLINK INC	20,550	$668K	0.1%	$32.85	—	COM	156700106
XEL	XCEL ENERGY INC	16,243	$664K	0.1%	$19.89	+44.3%	COM	98389B100
—	SPECTRA ENERGY CORP	22,100	$661K	0.1%	$36.92	—	COM	847560109
LUV	SOUTHWEST AIRLS CO	15,000	$655K	0.1%	$19.19	+88.7%	COM	844741108
NTRS	NORTHERN TR CORP	10,000	$652K	0.1%	$45.55	+5.1%	COM	665859104
—	XENOPORT INC	130,000	$646K	0.1%	$5.17	—	COM	98411C100
—	RIGEL PHARMACEUTICALS INC	255,000	$645K	0.1%	$2.47	—	COM NEW	766559603
MOH	MOLINA HEALTHCARE INC	10,000	$643K	0.1%	$36.85	+61.1%	COM	60855R100
—	AXOVANT SCIENCES LTD	51,000	$640K	0.1%	$12.92	—	COM	G0750W104
EBAY	EBAY INC	25,000	$636K	0.1%	$20.67	+4.7%	COM	278642103
CVLT	COMMVAULT SYSTEMS INC	15,000	$635K	0.1%	$69.18	-46.5%	COM	204166102
CAR	AVIS BUDGET GROUP	25,000	$628K	0.1%	$40.83	-36.4%	COM	053774105
CNC	CENTENE CORP DEL	10,000	$615K	0.1%	$22.77	+31.1%	COM	15135B101
—	FINISH LINE INC	30,000	$608K	0.1%	$27.10	—	CL A	317923100
RUSHA	RUSH ENTERPRISES INC	35,000	$603K	0.1%	$12.91	-37.6%	CL A	781846209
—	INTRA CELLULAR THERAPIES INC	17,500	$603K	0.1%	$40.06	—	COM	46116X101
—	CUBIC CORP	15,000	$598K	0.1%	$51.07	—	COM	229669106
COF	CAPITAL ONE FINL CORP	8,733	$596K	0.1%	$59.33	-6.7%	COM	14040H105
—	DRIL-QUIP INC	10,000	$592K	0.1%	$112.10	—	COM	262037104
KSS	KOHLS CORP	13,000	$583K	0.1%	$53.60	-12.5%	COM	500255104
DAN	DANA HLDG CORP	45,000	$582K	0.1%	$16.52	-38.4%	COM	235825205
EMN	EASTMAN CHEM CO	8,000	$578K	0.1%	$56.96	-16.7%	COM	277432100
BWXT	BWX TECHNOLOGIES INC	17,500	$572K	0.1%	$22.66	+21.4%	COM	05605H100
SYF	SYNCHRONY FINL	19,719	$565K	0.1%	$25.00	-11.3%	COM	87165B103
ACM	AECOM	18,879	$563K	0.1%	$30.01	-11.1%	COM	00766T100
HAL	HALLIBURTON CO	15,267	$556K	0.1%	$42.79	-37.0%	COM	406216101
—	SYMANTEC CORP	30,000	$555K	0.1%	$19.97	—	COM	871503108
MTH	MERITAGE HOMES CORP	15,000	$553K	0.1%	$22.78	-30.1%	COM	59001A102
—	FMC TECHNOLOGIES INC	20,000	$551K	0.1%	$52.30	—	COM	30249U101
CRUS	CIRRUS LOGIC INC	15,000	$549K	0.1%	$19.04	+70.3%	COM	172755100
TRN	TRINITY INDS INC	30,000	$548K	0.1%	$18.24	-43.9%	COM	896522109
PH	PARKER HANNIFIN CORP	5,000	$547K	0.1%	$98.49	-12.7%	COM	701094104
WMB	WILLIAMS COS INC DEL	35,000	$542K	0.1%	$20.92	-52.7%	COM	969457100
—	HESS CORP	10,000	$540K	0.1%	$82.90	—	COM	42809H107
HPE	HEWLETT PACKARD ENTERPRISE C	30,000	$539K	0.1%	$6.50	-2.0%	COM	42824C109
ADM	ARCHER DANIELS MIDLAND CO	15,000	$533K	0.1%	$29.33	-11.5%	COM	039483102
—	EARTHLINK HLDGS CORP	90,000	$523K	0.1%	$3.61	—	COM	27033X101
SNPS	SYNOPSYS INC	10,742	$522K	0.1%	$40.13	+10.0%	COM	871607107
BXP	BOSTON PROPERTIES INC	4,000	$512K	0.1%	$66.97	+18.6%	COM	101121101
SWKS	SKYWORKS SOLUTIONS INC	6,318	$494K	0.1%	$26.27	+110.2%	COM	83088M102
—	CELLDEX THERAPEUTICS INC NEW	100,000	$489K	0.1%	$17.67	—	COM	15117B103
—	XEROX CORP	44,000	$487K	0.1%	$11.30	—	COM	984121103
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$470K	0.1%	$11.24	-26.6%	COM CL A	46333X108
DVN	DEVON ENERGY CORP NEW	17,000	$469K	0.1%	$41.69	-59.3%	COM	25179M103
HII	HUNTINGTON INGALLS INDS INC	3,333	$469K	0.1%	$78.33	+37.5%	COM	446413106
—	TENNECO INC	10,000	$466K	0.1%	$58.10	—	COM	880349105
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$461K	0.1%	$27.12	+25.3%	COM	416515104
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$461K	0.1%	$22.69	+33.0%	COM	744573106
—	FARO TECHNOLOGIES INC	15,000	$460K	0.1%	$53.00	—	COM	311642102
DAR	DARLING INGREDIENTS INC	35,000	$460K	0.1%	$20.04	-49.7%	COM	237266101
—	NEKTAR THERAPEUTICS	30,000	$460K	0.1%	$12.13	—	COM	640268108
HRB	BLOCK H & R INC	18,000	$458K	0.1%	$19.54	+9.9%	COM	093671105
—	ORBITAL ATK INC	5,209	$452K	0.1%	$76.60	—	COM	68557N103
NTCT	NETSCOUT SYS INC	19,977	$451K	0.1%	$37.86	-40.5%	COM	64115T104
MUR	MURPHY OIL CORP	18,000	$444K	0.1%	$38.91	-64.3%	COM	626717102
KOP	KOPPERS HOLDINGS INC	20,000	$442K	0.1%	$38.65	-55.3%	COM	50060P106
—	VERINT SYS INC	12,981	$442K	0.1%	$46.91	—	COM	92343X100
KMT	KENNAMETAL INC	20,000	$440K	0.1%	$33.32	-55.6%	COM	489170100
—	SEMGROUP CORP	20,000	$438K	0.1%	$65.70	—	CL A	81663A105
MYE	MYERS INDS INC	35,000	$437K	0.1%	$13.73	-37.5%	COM	628464109
COR	AMERISOURCEBERGEN CORP	4,996	$437K	0.1%	$49.28	+34.4%	COM	03073E105
ABT	ABBOTT LABS	10,000	$431K	0.1%	$30.73	+7.4%	COM	002824100
—	ENLINK MIDSTREAM LLC	40,000	$429K	0.1%	$33.95	—	COM UNIT REP LTD	29336T100
PNNT	PENNANTPARK INVT CORP	66,710	$424K	0.1%	$2.62	-34.8%	COM	708062104
EXPE	EXPEDIA INC DEL	3,875	$410K	0.1%	$67.77	+49.6%	COM NEW	30212P303
NPKI	NEWPARK RES INC	100,000	$398K	0.1%	$11.44	-62.6%	COM PAR $.01NEW	651718504
—	FTD COS INC	15,000	$391K	0.1%	$31.80	—	COM	30281V108
—	ROVI CORP	21,758	$386K	0.1%	$22.80	—	COM	779376102
—	JUNIPER NETWORKS INC	15,000	$382K	0.1%	$25.73	—	COM	48203R104
HPQ	HP INC	30,000	$368K	0.1%	$9.12	-15.5%	COM	40434L105
XRAY	DENTSPLY SIRONA INC	6,000	$366K	0.1%	$58.93	0.0%	COM	24906P109
EXC	EXELON CORP	10,200	$350K	0.1%	$13.80	+14.8%	COM	30161N101
—	HAYNES INTERNATIONAL INC	10,000	$349K	0.1%	$54.00	—	COM NEW	420877201
—	STAPLES INC	30,348	$335K	0.1%	$11.34	—	COM	855030102
C	CITIGROUP INC	8,000	$335K	0.1%	$37.07	-15.7%	COM NEW	172967424
—	ACHILLION PHARMACEUTICALS IN	40,000	$328K	0.1%	$6.90	—	COM	00448Q201
—	FIBROGEN INC	14,352	$318K	0.1%	$21.95	—	COM	31572Q808
DOV	DOVER CORP	5,000	$315K	0.1%	$50.30	-18.5%	COM	260003108
MU	MICRON TECHNOLOGY INC	30,000	$314K	0.1%	$23.18	-53.0%	COM	595112103
GT	GOODYEAR TIRE & RUBR CO	10,000	$312K	0.1%	$25.47	+18.3%	COM	382550101
HL	HECLA MNG CO	110,000	$311K	0.1%	$3.11	-30.5%	COM	422704106
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$309K	0.1%	$32.07	-21.8%	COM	49338L103
—	PICO HLDGS INC	30,000	$308K	0.1%	$26.00	—	COM NEW	693366205
KMI	KINDER MORGAN INC DEL	17,264	$304K	0.1%	$18.43	-46.0%	COM	49456B101
—	GREENHILL & CO INC	15,000	$300K	0.1%	$52.00	—	COM	395259104
—	INGERSOLL-RAND PLC	5,000	$299K	0.1%	$57.20	—	SHS	G47791101
AIG	AMERICAN INTL GROUP INC	5,500	$298K	0.1%	$37.86	+11.2%	COM NEW	026874784
—	LEGG MASON INC	9,000	$294K	0.1%	$49.00	—	COM	524901105
PBYI	PUMA BIOTECHNOLOGY INC	9,167	$292K	0.1%	$94.57	-52.2%	COM	74587V107
AAL	AMERICAN AIRLS GROUP INC	7,439	$289K	0.1%	$36.77	+4.8%	COM	02376R102
CVCO	CAVCO INDS INC DEL	3,000	$273K	0.1%	$76.06	+8.3%	COM	149568107
—	ARQULE INC	190,000	$272K	0.1%	$2.05	—	COM	04269E107
NRG	NRG ENERGY INC	22,496	$271K	0.1%	$22.10	-57.9%	COM NEW	629377508
—	TOKAI PHARMACEUTICALS INC	35,000	$271K	0.1%	$10.34	—	COM	88907J107
MCY	MERCURY GENL CORP NEW	5,000	$270K	0.1%	$45.68	+9.1%	COM	589400100
MUSA	MURPHY USA INC	4,500	$270K	0.1%	$45.04	+32.8%	COM	626755102
CROX	CROCS INC	30,000	$270K	0.1%	$15.31	-39.2%	COM	227046109
RGA	REINSURANCE GROUP AMER INC	2,829	$268K	0.1%	$75.92	+16.0%	COM NEW	759351604
EMR	EMERSON ELEC CO	5,000	$266K	0.1%	$47.79	-21.8%	COM	291011104
—	KANSAS CITY SOUTHERN	3,000	$258K	0.1%	$102.00	—	COM NEW	485170302
TRIP	TRIPADVISOR INC	3,875	$254K	0.1%	$81.07	-27.4%	COM	896945201
—	DREAMWORKS ANIMATION SKG INC	10,000	$252K	0.1%	$26.60	—	CL A	26153C103
—	COLUMBIA PIPELINE GROUP INC	10,000	$251K	0.1%	$18.30	—	COM	198280109
—	AMAG PHARMACEUTICALS INC	10,000	$251K	0.1%	$19.35	—	COM	00163U106
VTR	VENTAS INC	3,933	$244K	0.1%	$41.21	-11.0%	COM	92276F100
PLD	PROLOGIS INC	5,464	$241K	0.1%	$27.64	+9.2%	COM	74340W103
MAN	MANPOWERGROUP INC	3,000	$240K	0.1%	$79.12	-3.1%	COM	56418H100
NI	NISOURCE INC	10,000	$234K	0.0%	$9.34	+67.8%	COM	65473P105
—	ASTORIA FINL CORP	15,000	$230K	0.0%	$13.80	—	COM	046265104
—	ACCELERON PHARMA INC	7,000	$223K	0.0%	$48.86	—	COM	00434H108
—	QUALITY SYS INC	15,000	$220K	0.0%	$16.87	—	COM	747582104
GTLS	CHART INDS INC	10,000	$220K	0.0%	$86.10	-79.3%	COM PAR $0.01	16115Q308
—	MARATHON OIL CORP	20,000	$220K	0.0%	$35.50	—	COM	565849106
—	BROCADE COMMUNICATIONS SYS I	21,572	$209K	0.0%	$10.62	—	COM NEW	111621306
—	INTERPUBLIC GROUP COS INC	9,000	$209K	0.0%	$15.38	-3.2%	COM	460690100
—	DISCOVERY COMMUNICATNS NEW	7,500	$208K	0.0%	$27.73	—	COM SER C	25470F302
NWSA	NEWS CORP NEW	16,250	$208K	0.0%	$15.19	-30.8%	CL A	65249B109
—	CONVERGYS CORP	7,500	$201K	0.0%	$26.80	—	COM	212485106
LNN	LINDSAY CORP	3,000	$200K	0.0%	$72.98	-12.9%	COM	535555106
—	ADTRAN INC	10,000	$198K	0.0%	$24.40	—	COM	00738A106
—	XURA INC	10,000	$194K	0.0%	$22.40	—	COM	98420V107
—	ARRAY BIOPHARMA INC	60,000	$189K	0.0%	$4.70	—	COM	04269X105
—	NABORS INDUSTRIES LTD	20,000	$184K	0.0%	$24.65	—	SHS	G6359F103
PHM	PULTE GROUP INC	10,000	$180K	0.0%	$17.01	-11.1%	COM	745867101
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$177K	0.0%	$11.21	-15.2%	COM	928298108
—	PIER 1 IMPORTS INC	25,000	$165K	0.0%	$18.88	—	COM	720279108
—	OASIS PETE INC NEW	20,000	$158K	0.0%	$41.75	—	COM	674215108
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$155K	0.0%	$22.27	-81.1%	COM	42330P107
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	16,000	$151K	0.0%	$18.31	—	SPONDS ADR	00653A107
—	AIR TRANSPORT SERVICES GRP I	10,000	$149K	0.0%	$7.90	—	COM	00922R105
XENE	XENON PHARMACEUTICALS INC	20,000	$143K	0.0%	$13.82	-48.0%	COM	98420N105
—	WEATHERFORD INTL PLC	20,000	$142K	0.0%	$20.80	—	ORD SHS	G48833100
—	MCDERMOTT INTL INC	35,000	$133K	0.0%	$7.83	—	COM	580037109
KLIC	KULICKE & SOFFA INDS INC	12,000	$133K	0.0%	$10.36	-8.3%	COM	501242101
—	PENNEY J C INC	12,500	$132K	0.0%	$8.64	—	COM	708160106
FOLD	AMICUS THERAPEUTICS INC	15,000	$129K	0.0%	$2.50	+183.3%	COM	03152W109
FSS	FEDERAL SIGNAL CORP	10,000	$128K	0.0%	$11.92	+3.7%	COM	313855108
—	CHICOS FAS INC	10,000	$126K	0.0%	$16.00	—	COM	168615102
—	UNITED ONLINE INC	10,714	$123K	0.0%	$11.57	—	COM NEW	911268209
CLNE	CLEAN ENERGY FUELS CORP	40,000	$115K	0.0%	$10.39	-72.9%	COM	184499101
—	WPX ENERGY INC	16,666	$114K	0.0%	$18.00	—	COM	98212B103
—	FRONTIER COMMUNICATIONS CORP	15,602	$84,000	0.0%	$5.70	—	COM	35906A108
NVRI	HARSCO CORP	15,000	$79,000	0.0%	$24.55	-76.5%	COM	415864107
—	AVON PRODS INC	15,000	$73,000	0.0%	$14.67	—	COM	054303102
—	OCWEN FINL CORP	26,000	$62,000	0.0%	$39.19	—	COM NEW	675746309
—	SPRINT CORP	15,000	$54,000	0.0%	$9.20	—	COM SER 1	85207U105
AMD	ADVANCED MICRO DEVICES INC	17,000	$48,000	0.0%	$3.82	-40.4%	COM	007903107
—	AK STL HLDG CORP	10,000	$43,000	0.0%	$7.20	—	COM	001547108
—	CALIFORNIA RES CORP	12,340	$14,000	0.0%	$4.67	—	COM	13057Q107
—	ENERGY XXI LTD	20,000	$12,000	0.0%	$23.55	—	USD UNRS SHS	G10082140
—	LINNCO LLC	25,200	$9,000	0.0%	$27.06	—	COM SHS LTD INT	535782106
—	KINDER MORGAN INC DEL	26,117	$1,000	0.0%	$1.76	—	*W EXP 05/25/201	49456B119