NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 3, 2016

Total Value: $471M (100.0% shares, 0.0% debt)

Holdings (372)

AAPL APPLE INC 3.8%

Value $17.73M Shares 185,500 Est. Cost $18.36 Unrealized +23.2%

MSFT MICROSOFT CORP 2.0%

Value $9.466M Shares 185,000 Est. Cost $31.26 Unrealized +47.1%

JPM JPMORGAN CHASE & CO 1.8%

Value $8.389M Shares 135,000 Est. Cost $42.08 Unrealized +14.8%

XOM EXXON MOBIL CORP 1.4%

Value $6.562M Shares 70,000 Est. Cost $58.08 Unrealized -0.4%

PM PHILIP MORRIS INTL INC 1.3%

Value $6.103M Shares 60,000 Est. Cost $44.74 Unrealized +37.2%

JNJ JOHNSON & JOHNSON 1.3%

Value $6.065M Shares 50,000 Est. Cost $66.63 Unrealized +30.6%

PG PROCTER & GAMBLE CO 1.3%

Value $5.927M Shares 70,000 Est. Cost $56.51 Unrealized +12.1%

AMZN AMAZON COM INC 1.2%

Value $5.725M Shares 8,000 Est. Cost $18.56 Unrealized +82.3%

MRK MERCK & CO INC 1.1%

Value $5.372M Shares 93,252 Est. Cost $35.76 Unrealized +10.4%

DIS DISNEY WALT CO 1.0%

Value $4.891M Shares 50,000 Est. Cost $69.69 Unrealized +32.3%

CMCSA COMCAST CORP NEW 1.0%

Value $4.889M Shares 75,000 Est. Cost $22.24 Unrealized +11.2%

WFC WELLS FARGO & CO NEW 1.0%

Value $4.733M Shares 100,000 Est. Cost $33.41 Unrealized +11.4%

MO ALTRIA GROUP INC 1.0%

Value $4.482M Shares 65,000 Est. Cost $17.12 Unrealized +94.0%

CSCO CISCO SYS INC 0.9%

Value $4.304M Shares 150,000 Est. Cost $15.30 Unrealized +36.3%

PFE PFIZER INC 0.9%

Value $4.083M Shares 115,956 Est. Cost $18.20 Unrealized +15.6%

LOW LOWES COS INC 0.8%

Value $3.959M Shares 50,000 Est. Cost $39.01 Unrealized +66.1%

TRV TRAVELERS COMPANIES INC 0.8%

Value $3.862M Shares 32,443 Est. Cost $64.62 Unrealized +41.6%

CVX CHEVRON CORP NEW 0.8%

Value $3.669M Shares 35,000 Est. Cost $70.36 Unrealized -5.1%

VZ VERIZON COMMUNICATIONS INC 0.8%

Value $3.63M Shares 65,000 Est. Cost $25.87 Unrealized +21.6%

INTC INTEL CORP 0.8%

Value $3.608M Shares 110,000 Est. Cost $18.67 Unrealized +34.5%

AMT AMERICAN TOWER CORP NEW 0.7%

Value $3.408M Shares 30,000 Est. Cost $61.59 Unrealized +36.0%

GILD GILEAD SCIENCES INC 0.7%

Value $3.337M Shares 40,000 Est. Cost $54.49 Unrealized +15.2%

— CORE MARK HOLDING CO INC 0.7%

Value $3.28M Shares 70,000 Est. Cost $52.99 Unrealized —

ORCL ORACLE CORP 0.7%

Value $3.274M Shares 80,000 Est. Cost $31.98 Unrealized +8.1%

USB US BANCORP DEL 0.7%

Value $3.226M Shares 80,000 Est. Cost $27.34 Unrealized +6.7%

— ACTIVISION BLIZZARD INC 0.7%

Value $3.17M Shares 80,000 Est. Cost $20.44 Unrealized —

COST COSTCO WHSL CORP NEW 0.7%

Value $3.141M Shares 20,000 Est. Cost $91.29 Unrealized +40.3%

BK BANK NEW YORK MELLON CORP 0.7%

Value $3.109M Shares 80,038 Est. Cost $24.75 Unrealized +25.3%

AXP AMERICAN EXPRESS CO 0.6%

Value $3.038M Shares 50,000 Est. Cost $75.50 Unrealized -26.8%

IBM INTERNATIONAL BUSINESS MACHS 0.6%

Value $3.036M Shares 20,000 Est. Cost $109.22 Unrealized -12.9%

MCD MCDONALDS CORP 0.6%

Value $3.02M Shares 25,093 Est. Cost $70.27 Unrealized +41.1%

UNP UNION PAC CORP 0.6%

Value $2.967M Shares 34,000 Est. Cost $71.52 Unrealized -4.6%

KO COCA COLA CO 0.6%

Value $2.946M Shares 65,000 Est. Cost $26.56 Unrealized +25.4%

CL COLGATE PALMOLIVE CO 0.6%

Value $2.928M Shares 40,000 Est. Cost $47.90 Unrealized +18.8%

WMT WAL-MART STORES INC 0.6%

Value $2.921M Shares 40,000 Est. Cost $19.90 Unrealized -1.9%

SJM SMUCKER J M CO 0.6%

Value $2.805M Shares 18,405 Est. Cost $68.74 Unrealized +44.2%

LLY LILLY ELI & CO 0.6%

Value $2.756M Shares 35,000 Est. Cost $44.54 Unrealized +43.9%

— RAYTHEON CO 0.6%

Value $2.719M Shares 20,000 Est. Cost $98.80 Unrealized —

— TIME WARNER INC 0.6%

Value $2.696M Shares 36,666 Est. Cost $65.32 Unrealized —

AWR AMERICAN STS WTR CO 0.6%

Value $2.629M Shares 60,000 Est. Cost $23.08 Unrealized +45.3%

ALKS ALKERMES PLC 0.6%

Value $2.593M Shares 60,000 Est. Cost $47.58 Unrealized -13.3%

— UNITED TECHNOLOGIES CORP 0.5%

Value $2.564M Shares 25,000 Est. Cost $116.84 Unrealized —

— INTEGRATED DEVICE TECHNOLOGY 0.5%

Value $2.516M Shares 125,000 Est. Cost $12.23 Unrealized —

ABBV ABBVIE INC 0.5%

Value $2.476M Shares 40,000 Est. Cost $39.76 Unrealized +3.0%

PEP PEPSICO INC 0.5%

Value $2.463M Shares 23,251 Est. Cost $56.86 Unrealized +35.6%

— AETNA INC NEW 0.5%

Value $2.444M Shares 20,012 Est. Cost $81.84 Unrealized —

EPR EPR PPTYS 0.5%

Value $2.42M Shares 30,000 Est. Cost $53.40 Unrealized —

— EMPIRE DIST ELEC CO 0.5%

Value $2.378M Shares 70,000 Est. Cost $24.31 Unrealized —

ALL ALLSTATE CORP 0.5%

Value $2.365M Shares 33,810 Est. Cost $41.54 Unrealized +30.2%

THC TENET HEALTHCARE CORP 0.5%

Value $2.349M Shares 85,000 Est. Cost $44.12 Unrealized -33.0%

HON HONEYWELL INTL INC 0.5%

Value $2.326M Shares 20,000 Est. Cost $64.71 Unrealized +30.1%

WST WEST PHARMACEUTICAL SVSC INC 0.5%

Value $2.276M Shares 30,000 Est. Cost $44.55 Unrealized +57.6%

GS GOLDMAN SACHS GROUP INC 0.5%

Value $2.229M Shares 15,000 Est. Cost $133.70 Unrealized -4.3%

NOC NORTHROP GRUMMAN CORP 0.5%

Value $2.223M Shares 10,000 Est. Cost $97.12 Unrealized +85.5%

— CORESITE RLTY CORP 0.5%

Value $2.217M Shares 25,000 Est. Cost $31.00 Unrealized —

— REYNOLDS AMERICAN INC 0.5%

Value $2.157M Shares 40,000 Est. Cost $48.84 Unrealized —

MDLZ MONDELEZ INTL INC 0.4%

Value $2.093M Shares 45,987 Est. Cost $26.35 Unrealized +32.2%

ITW ILLINOIS TOOL WKS INC 0.4%

Value $2.083M Shares 20,000 Est. Cost $61.28 Unrealized +35.9%

YUM YUM BRANDS INC 0.4%

Value $2.073M Shares 25,000 Est. Cost $42.07 Unrealized +17.6%

— MONSANTO CO NEW 0.4%

Value $2.068M Shares 20,000 Est. Cost $113.75 Unrealized —

— DOW CHEM CO 0.4%

Value $1.997M Shares 40,165 Est. Cost $48.60 Unrealized —

BMY BRISTOL MYERS SQUIBB CO 0.4%

Value $1.977M Shares 26,884 Est. Cost $35.93 Unrealized +40.6%

COP CONOCOPHILLIPS 0.4%

Value $1.962M Shares 45,000 Est. Cost $45.41 Unrealized -27.8%

T AT&T INC 0.4%

Value $1.944M Shares 45,000 Est. Cost $10.85 Unrealized +39.2%

EFX EQUIFAX INC 0.4%

Value $1.926M Shares 15,000 Est. Cost $62.16 Unrealized +78.1%

SEIC SEI INVESTMENTS CO 0.4%

Value $1.924M Shares 40,000 Est. Cost $29.39 Unrealized +44.9%

TROW PRICE T ROWE GROUP INC 0.4%

Value $1.897M Shares 26,000 Est. Cost $52.57 Unrealized -0.3%

MRSH MARSH & MCLENNAN COS INC 0.4%

Value $1.848M Shares 27,000 Est. Cost $38.81 Unrealized +40.9%

SWK STANLEY BLACK & DECKER INC 0.4%

Value $1.821M Shares 16,375 Est. Cost $59.39 Unrealized +45.7%

— BAKER HUGHES INC 0.4%

Value $1.805M Shares 40,000 Est. Cost $64.11 Unrealized —

PSX PHILLIPS 66 0.4%

Value $1.785M Shares 22,500 Est. Cost $49.82 Unrealized +13.8%

PRU PRUDENTIAL FINL INC 0.4%

Value $1.784M Shares 25,000 Est. Cost $52.24 Unrealized -6.3%

— TWENTY FIRST CENTY FOX INC 0.4%

Value $1.758M Shares 65,000 Est. Cost $31.97 Unrealized —

TGT TARGET CORP 0.4%

Value $1.746M Shares 25,000 Est. Cost $41.65 Unrealized +34.7%

MDT MEDTRONIC PLC 0.4%

Value $1.735M Shares 20,000 Est. Cost $58.10 Unrealized +9.3%

BIIB BIOGEN INC 0.4%

Value $1.693M Shares 7,000 Est. Cost $330.23 Unrealized -20.2%

PTC PTC INC 0.4%

Value $1.691M Shares 45,000 Est. Cost $36.75 Unrealized -2.5%

— PRAXAIR INC 0.4%

Value $1.686M Shares 15,000 Est. Cost $131.00 Unrealized —

SLB SCHLUMBERGER LTD 0.4%

Value $1.683M Shares 21,286 Est. Cost $57.17 Unrealized +1.9%

— DISCOVER FINL SVCS 0.4%

Value $1.68M Shares 31,350 Est. Cost $58.18 Unrealized —

AMAT APPLIED MATLS INC 0.4%

Value $1.678M Shares 70,000 Est. Cost $15.75 Unrealized +25.6%

HEI HEICO CORP NEW 0.4%

Value $1.67M Shares 25,000 Est. Cost $29.73 Unrealized +8.8%

IONS IONIS PHARMACEUTICALS INC 0.3%

Value $1.631M Shares 70,000 Est. Cost $53.96 Unrealized -40.2%

— DU PONT E I DE NEMOURS & CO 0.3%

Value $1.62M Shares 25,000 Est. Cost $67.12 Unrealized —

QCOM QUALCOMM INC 0.3%

Value $1.607M Shares 30,000 Est. Cost $54.02 Unrealized -25.4%

— CITRIX SYS INC 0.3%

Value $1.602M Shares 20,000 Est. Cost $57.45 Unrealized —

AZO AUTOZONE INC 0.3%

Value $1.588M Shares 2,000 Est. Cost $518.77 Unrealized +48.5%

— PRIVATEBANCORP INC 0.3%

Value $1.541M Shares 35,000 Est. Cost $30.51 Unrealized —

SYY SYSCO CORP 0.3%

Value $1.522M Shares 30,000 Est. Cost $26.11 Unrealized +44.3%

HMN HORACE MANN EDUCATORS CORP N 0.3%

Value $1.521M Shares 45,000 Est. Cost $28.89 Unrealized +12.6%

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.517M Shares 8,407 Est. Cost $84.84 Unrealized +53.1%

MCK MCKESSON CORP 0.3%

Value $1.493M Shares 8,000 Est. Cost $160.13 Unrealized +1.6%

GOOGL ALPHABET INC 0.3%

Value $1.463M Shares 2,080 Est. Cost $36.73 Unrealized -0.8%

— SENIOR HSG PPTYS TR 0.3%

Value $1.458M Shares 70,000 Est. Cost $22.47 Unrealized —

GOOG ALPHABET INC 0.3%

Value $1.443M Shares 2,085 Est. Cost $35.61 Unrealized +0.1%

CVS CVS HEALTH CORP 0.3%

Value $1.436M Shares 15,000 Est. Cost $51.11 Unrealized +45.8%

WSO WATSCO INC 0.3%

Value $1.407M Shares 10,000 Est. Cost $96.52 Unrealized +39.0%

GD GENERAL DYNAMICS CORP 0.3%

Value $1.392M Shares 10,000 Est. Cost $80.10 Unrealized +41.2%

MATW MATTHEWS INTL CORP 0.3%

Value $1.391M Shares 25,000 Est. Cost $31.38 Unrealized +31.0%

— CIMPRESS N V 0.3%

Value $1.387M Shares 15,000 Est. Cost $74.87 Unrealized —

EEFT EURONET WORLDWIDE INC 0.3%

Value $1.384M Shares 20,000 Est. Cost $41.47 Unrealized +83.5%

— POPEYES LA KITCHEN INC 0.3%

Value $1.366M Shares 25,000 Est. Cost $40.64 Unrealized —

— E M C CORP MASS 0.3%

Value $1.365M Shares 50,250 Est. Cost $27.40 Unrealized —

— SOUTH ST CORP 0.3%

Value $1.361M Shares 20,000 Est. Cost $55.90 Unrealized —

BC BRUNSWICK CORP 0.3%

Value $1.36M Shares 30,000 Est. Cost $36.35 Unrealized +10.3%

KHC KRAFT HEINZ CO 0.3%

Value $1.356M Shares 15,329 Est. Cost $47.82 Unrealized +12.1%

EVC ENTRAVISION COMMUNICATIONS C 0.3%

Value $1.344M Shares 200,000 Est. Cost $3.76 Unrealized +17.0%

— KNOLL INC 0.3%

Value $1.335M Shares 55,000 Est. Cost $18.18 Unrealized —

— HEARTWARE INTL INC 0.3%

Value $1.329M Shares 23,000 Est. Cost $93.78 Unrealized —

GLPI GAMING & LEISURE PPTYS INC 0.3%

Value $1.319M Shares 38,250 Est. Cost $34.48 Unrealized —

GERN GERON CORP 0.3%

Value $1.314M Shares 490,000 Est. Cost $3.75 Unrealized -22.3%

— LAM RESEARCH CORP 0.3%

Value $1.313M Shares 15,625 Est. Cost $54.99 Unrealized —

NEE NEXTERA ENERGY INC 0.3%

Value $1.304M Shares 10,000 Est. Cost $16.57 Unrealized +41.8%

— GENERAL ELECTRIC CO 0.3%

Value $1.298M Shares 41,228 Est. Cost $25.88 Unrealized —

PLXS PLEXUS CORP 0.3%

Value $1.296M Shares 30,000 Est. Cost $40.84 Unrealized +3.2%

— CHESAPEAKE LODGING TR 0.3%

Value $1.279M Shares 55,000 Est. Cost $25.73 Unrealized —

HD HOME DEPOT INC 0.3%

Value $1.277M Shares 10,000 Est. Cost $60.23 Unrealized +74.3%

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.272M Shares 17,859 Est. Cost $73.24 Unrealized —

MCHP MICROCHIP TECHNOLOGY INC 0.3%

Value $1.269M Shares 25,000 Est. Cost $17.75 Unrealized +16.9%

DUK DUKE ENERGY CORP NEW 0.3%

Value $1.264M Shares 14,733 Est. Cost $42.66 Unrealized +26.2%

BAC BANK AMER CORP 0.3%

Value $1.262M Shares 95,082 Est. Cost $13.25 Unrealized -14.5%

ZTS ZOETIS INC 0.3%

Value $1.261M Shares 26,578 Est. Cost $27.83 Unrealized +57.6%

HALO HALOZYME THERAPEUTICS INC 0.3%

Value $1.251M Shares 145,000 Est. Cost $16.65 Unrealized -40.7%

— VIACOM INC NEW 0.3%

Value $1.244M Shares 30,000 Est. Cost $85.00 Unrealized —

NSC NORFOLK SOUTHERN CORP 0.3%

Value $1.234M Shares 14,500 Est. Cost $71.41 Unrealized -2.4%

— MEDIVATION INC 0.3%

Value $1.206M Shares 20,000 Est. Cost $53.45 Unrealized —

INCY INCYTE CORP 0.3%

Value $1.2M Shares 15,000 Est. Cost $62.06 Unrealized +25.1%

AZZ AZZ INC 0.3%

Value $1.2M Shares 20,000 Est. Cost $36.74 Unrealized +36.3%

CAG CONAGRA FOODS INC 0.3%

Value $1.195M Shares 25,000 Est. Cost $16.04 Unrealized +58.0%

PAYX PAYCHEX INC 0.3%

Value $1.19M Shares 20,000 Est. Cost $29.49 Unrealized +36.2%

CB CHUBB LIMITED 0.3%

Value $1.18M Shares 9,028 Est. Cost $96.06 Unrealized +7.8%

OTTR OTTER TAIL CORP 0.2%

Value $1.172M Shares 35,000 Est. Cost $20.25 Unrealized +12.2%

CAH CARDINAL HEALTH INC 0.2%

Value $1.17M Shares 15,000 Est. Cost $50.49 Unrealized +19.4%

ALK ALASKA AIR GROUP INC 0.2%

Value $1.166M Shares 20,000 Est. Cost $39.91 Unrealized +60.9%

WWD WOODWARD INC 0.2%

Value $1.153M Shares 20,000 Est. Cost $39.69 Unrealized +30.8%

ROK ROCKWELL AUTOMATION INC 0.2%

Value $1.148M Shares 10,000 Est. Cost $93.82 Unrealized +1.7%

— AMERICAN EQTY INVT LIFE HLD 0.2%

Value $1.14M Shares 80,000 Est. Cost $23.63 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.2%

Value $1.133M Shares 15,000 Est. Cost $62.47 Unrealized -9.2%

OXM OXFORD INDS INC 0.2%

Value $1.132M Shares 20,000 Est. Cost $77.21 Unrealized -19.9%

— YAHOO INC 0.2%

Value $1.127M Shares 30,000 Est. Cost $35.90 Unrealized —

— CHEMICAL FINL CORP 0.2%

Value $1.119M Shares 30,000 Est. Cost $32.47 Unrealized —

TBPH THERAVANCE BIOPHARMA INC 0.2%

Value $1.118M Shares 49,284 Est. Cost $16.88 Unrealized +27.9%

— MEAD JOHNSON NUTRITION CO 0.2%

Value $1.109M Shares 12,219 Est. Cost $83.15 Unrealized —

KR KROGER CO 0.2%

Value $1.104M Shares 30,000 Est. Cost $23.04 Unrealized +28.3%

KLAC KLA-TENCOR CORP 0.2%

Value $1.099M Shares 15,000 Est. Cost $41.11 Unrealized +47.8%

— TRUSTCO BK CORP N Y 0.2%

Value $1.09M Shares 170,000 Est. Cost $7.04 Unrealized —

ENTG ENTEGRIS INC 0.2%

Value $1.085M Shares 75,000 Est. Cost $11.16 Unrealized +17.9%

AFL AFLAC INC 0.2%

Value $1.082M Shares 15,000 Est. Cost $23.98 Unrealized +13.7%

— COLONY CAP INC 0.2%

Value $1.075M Shares 70,000 Est. Cost $21.96 Unrealized —

INVA INNOVIVA INC 0.2%

Value $1.074M Shares 102,000 Est. Cost $10.97 Unrealized +7.8%

— ANADARKO PETE CORP 0.2%

Value $1.065M Shares 20,000 Est. Cost $84.75 Unrealized —

— KAMAN CORP 0.2%

Value $1.063M Shares 25,000 Est. Cost $40.68 Unrealized —

GAP GAP INC DEL 0.2%

Value $1.061M Shares 50,000 Est. Cost $27.08 Unrealized -44.2%

— CHEMTURA CORP 0.2%

Value $1.055M Shares 40,000 Est. Cost $25.30 Unrealized —

JBHT HUNT J B TRANS SVCS INC 0.2%

Value $1.052M Shares 13,000 Est. Cost $65.88 Unrealized +14.5%

AEP AMERICAN ELEC PWR INC 0.2%

Value $1.035M Shares 14,760 Est. Cost $31.83 Unrealized +46.5%

KFY KORN FERRY INTL 0.2%

Value $1.035M Shares 50,000 Est. Cost $22.02 Unrealized +8.1%

EQR EQUITY RESIDENTIAL 0.2%

Value $1.033M Shares 15,000 Est. Cost $31.71 Unrealized +46.2%

PPG PPG INDS INC 0.2%

Value $1.01M Shares 9,700 Est. Cost $85.80 Unrealized +6.7%

— ASPEN TECHNOLOGY INC 0.2%

Value $1.006M Shares 25,000 Est. Cost $42.36 Unrealized —

— NIC INC 0.2%

Value $987K Shares 45,000 Est. Cost $19.31 Unrealized —

— CELGENE CORP 0.2%

Value $986K Shares 10,000 Est. Cost $112.75 Unrealized —

— GLATFELTER 0.2%

Value $978K Shares 50,000 Est. Cost $27.22 Unrealized —

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $961K Shares 35,000 Est. Cost $23.95 Unrealized +7.3%

— INFINERA CORPORATION 0.2%

Value $959K Shares 85,000 Est. Cost $9.08 Unrealized —

— BRIGGS & STRATTON CORP 0.2%

Value $953K Shares 45,000 Est. Cost $22.24 Unrealized —

— CONSOLIDATED COMM HLDGS INC 0.2%

Value $953K Shares 35,000 Est. Cost $20.00 Unrealized —

NTGR NETGEAR INC 0.2%

Value $951K Shares 20,000 Est. Cost $20.77 Unrealized +28.3%

CMG CHIPOTLE MEXICAN GRILL INC 0.2%

Value $949K Shares 2,356 Est. Cost $11.02 Unrealized -21.1%

BDX BECTON DICKINSON & CO 0.2%

Value $947K Shares 5,582 Est. Cost $94.25 Unrealized +46.8%

BSX BOSTON SCIENTIFIC CORP 0.2%

Value $935K Shares 40,000 Est. Cost $13.13 Unrealized +64.8%

CDNS CADENCE DESIGN SYSTEM INC 0.2%

Value $929K Shares 38,250 Est. Cost $14.83 Unrealized +61.5%

SCSC SCANSOURCE INC 0.2%

Value $928K Shares 25,000 Est. Cost $39.39 Unrealized -0.3%

ROG ROGERS CORP 0.2%

Value $917K Shares 15,000 Est. Cost $60.59 Unrealized +1.6%

— STATE BK FINL CORP 0.2%

Value $916K Shares 45,000 Est. Cost $17.69 Unrealized —

— XENOPORT INC 0.2%

Value $915K Shares 130,000 Est. Cost $5.17 Unrealized —

INDB INDEPENDENT BANK CORP MASS 0.2%

Value $914K Shares 20,000 Est. Cost $26.89 Unrealized +31.6%

PYPL PAYPAL HLDGS INC 0.2%

Value $913K Shares 25,000 Est. Cost $35.85 Unrealized +6.4%

SO SOUTHERN CO 0.2%

Value $912K Shares 17,000 Est. Cost $25.27 Unrealized +33.0%

MET METLIFE INC 0.2%

Value $907K Shares 22,766 Est. Cost $31.07 Unrealized -9.4%

HURN HURON CONSULTING GROUP INC 0.2%

Value $906K Shares 15,000 Est. Cost $65.04 Unrealized -10.6%

HUM HUMANA INC 0.2%

Value $899K Shares 5,000 Est. Cost $170.02 Unrealized -3.4%

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $895K Shares 13,571 Est. Cost $53.66 Unrealized +14.2%

— BBCN BANCORP INC 0.2%

Value $895K Shares 60,000 Est. Cost $17.13 Unrealized —

— FORWARD AIR CORP 0.2%

Value $891K Shares 20,000 Est. Cost $46.10 Unrealized —

UNM UNUM GROUP 0.2%

Value $890K Shares 28,000 Est. Cost $34.13 Unrealized -0.9%

NPO ENPRO INDS INC 0.2%

Value $888K Shares 20,000 Est. Cost $70.90 Unrealized -27.0%

— NAVIGANT CONSULTING INC 0.2%

Value $888K Shares 55,000 Est. Cost $18.65 Unrealized —

WEX WEX INC 0.2%

Value $887K Shares 10,000 Est. Cost $91.59 Unrealized -2.6%

CLDT CHATHAM LODGING TR 0.2%

Value $879K Shares 40,000 Est. Cost $20.23 Unrealized —

IRBTQ IROBOT CORP 0.2%

Value $877K Shares 25,000 Est. Cost $40.05 Unrealized -8.4%

FFBC FIRST FINL BANCORP OH 0.2%

Value $875K Shares 45,000 Est. Cost $11.01 Unrealized +21.2%

BALL BALL CORP 0.2%

Value $867K Shares 12,000 Est. Cost $23.53 Unrealized +38.9%

— ONCOMED PHARMACEUTICALS INC 0.2%

Value $862K Shares 70,000 Est. Cost $22.54 Unrealized —

— CABOT MICROELECTRONICS CORP 0.2%

Value $847K Shares 20,000 Est. Cost $44.00 Unrealized —

— ALEXION PHARMACEUTICALS INC 0.2%

Value $817K Shares 7,000 Est. Cost $116.71 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.2%

Value $814K Shares 10,000 Est. Cost $56.79 Unrealized +10.9%

DE DEERE & CO 0.2%

Value $810K Shares 10,000 Est. Cost $70.10 Unrealized -0.2%

— SPECTRA ENERGY CORP 0.2%

Value $810K Shares 22,100 Est. Cost $36.92 Unrealized —

HTGC HERCULES CAPITAL INC 0.2%

Value $807K Shares 65,000 Est. Cost $15.67 Unrealized -22.5%

CAR AVIS BUDGET GROUP 0.2%

Value $806K Shares 25,000 Est. Cost $40.83 Unrealized -35.7%

— CARDTRONICS INC 0.2%

Value $796K Shares 20,000 Est. Cost $38.85 Unrealized —

LGND LIGAND PHARMACEUTICALS INC 0.2%

Value $795K Shares 6,666 Est. Cost $41.68 Unrealized +78.0%

— ASHLAND INC NEW 0.2%

Value $787K Shares 6,860 Est. Cost $99.42 Unrealized —

SF STIFEL FINL CORP 0.2%

Value $786K Shares 25,000 Est. Cost $28.20 Unrealized -29.9%

KIM KIMCO RLTY CORP 0.2%

Value $785K Shares 25,000 Est. Cost $12.11 Unrealized +47.6%

— AEGION CORP 0.2%

Value $780K Shares 40,000 Est. Cost $25.30 Unrealized —

— CAVIUM INC 0.2%

Value $772K Shares 20,000 Est. Cost $43.75 Unrealized —

RSG REPUBLIC SVCS INC 0.2%

Value $770K Shares 15,000 Est. Cost $26.51 Unrealized +54.0%

WU WESTERN UN CO 0.2%

Value $767K Shares 40,000 Est. Cost $16.35 Unrealized —

HUBG HUB GROUP INC 0.2%

Value $767K Shares 20,000 Est. Cost $20.24 Unrealized -3.4%

MPC MARATHON PETE CORP 0.2%

Value $759K Shares 20,000 Est. Cost $33.67 Unrealized -19.2%

WMB WILLIAMS COS INC DEL 0.2%

Value $757K Shares 35,000 Est. Cost $20.92 Unrealized -42.8%

RUSHA RUSH ENTERPRISES INC 0.2%

Value $754K Shares 35,000 Est. Cost $12.91 Unrealized -31.4%

F FORD MTR CO DEL 0.2%

Value $754K Shares 60,000 Est. Cost $8.37 Unrealized -5.2%

AVY AVERY DENNISON CORP 0.2%

Value $748K Shares 10,000 Est. Cost $39.54 Unrealized +57.6%

FLR FLUOR CORP NEW 0.2%

Value $739K Shares 15,000 Est. Cost $69.22 Unrealized -31.1%

TMO THERMO FISHER SCIENTIFIC INC 0.2%

Value $739K Shares 5,000 Est. Cost $114.47 Unrealized +25.5%

KMX CARMAX INC 0.2%

Value $735K Shares 15,000 Est. Cost $46.71 Unrealized +10.0%

XEL XCEL ENERGY INC 0.2%

Value $727K Shares 16,243 Est. Cost $19.89 Unrealized +54.4%

APD AIR PRODS & CHEMS INC 0.2%

Value $710K Shares 5,000 Est. Cost $79.28 Unrealized +32.3%

HAL HALLIBURTON CO 0.1%

Value $691K Shares 15,267 Est. Cost $42.79 Unrealized -20.2%

— ROCKWELL COLLINS INC 0.1%

Value $681K Shares 8,000 Est. Cost $79.63 Unrealized —

— INTRA CELLULAR THERAPIES INC 0.1%

Value $679K Shares 17,500 Est. Cost $40.06 Unrealized —

NTRS NORTHERN TR CORP 0.1%

Value $663K Shares 10,000 Est. Cost $45.55 Unrealized +17.4%

— AXOVANT SCIENCES LTD 0.1%

Value $655K Shares 51,000 Est. Cost $12.92 Unrealized —

— SEMGROUP CORP 0.1%

Value $651K Shares 20,000 Est. Cost $65.70 Unrealized —

CVLT COMMVAULT SYSTEMS INC 0.1%

Value $648K Shares 15,000 Est. Cost $69.18 Unrealized -36.2%

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $643K Shares 15,000 Est. Cost $29.33 Unrealized +2.2%

GCO GENESCO INC 0.1%

Value $643K Shares 10,000 Est. Cost $72.64 Unrealized -9.0%

— ORITANI FINL CORP DEL 0.1%

Value $640K Shares 40,000 Est. Cost $15.80 Unrealized —

— MYLAN N V 0.1%

Value $638K Shares 14,750 Est. Cost $59.32 Unrealized —

— ENLINK MIDSTREAM LLC 0.1%

Value $636K Shares 40,000 Est. Cost $33.95 Unrealized —

SCHW SCHWAB CHARLES CORP NEW 0.1%

Value $633K Shares 25,000 Est. Cost $22.70 Unrealized +10.9%

BWXT BWX TECHNOLOGIES INC 0.1%

Value $626K Shares 17,500 Est. Cost $22.66 Unrealized +35.0%

— SYMANTEC CORP 0.1%

Value $616K Shares 30,000 Est. Cost $19.97 Unrealized —

DVN DEVON ENERGY CORP NEW 0.1%

Value $616K Shares 17,000 Est. Cost $41.69 Unrealized -42.8%

KOP KOPPERS HOLDINGS INC 0.1%

Value $615K Shares 20,000 Est. Cost $38.65 Unrealized -35.1%

— FINISH LINE INC 0.1%

Value $606K Shares 30,000 Est. Cost $27.10 Unrealized —

— ADURO BIOTECH INC 0.1%

Value $603K Shares 53,300 Est. Cost $19.36 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.1%

Value $603K Shares 50,000 Est. Cost $35.59 Unrealized -58.8%

— CUBIC CORP 0.1%

Value $602K Shares 15,000 Est. Cost $51.07 Unrealized —

— HESS CORP 0.1%

Value $601K Shares 10,000 Est. Cost $82.90 Unrealized —

Value $600K Shares 18,879 Est. Cost $30.01 Unrealized +1.4%

— CENTURYLINK INC 0.1%

Value $596K Shares 20,550 Est. Cost $32.85 Unrealized —

LUV SOUTHWEST AIRLS CO 0.1%

Value $588K Shares 15,000 Est. Cost $19.19 Unrealized +98.8%

EBAY EBAY INC 0.1%

Value $585K Shares 25,000 Est. Cost $20.67 Unrealized +3.9%

— DRIL-QUIP INC 0.1%

Value $584K Shares 10,000 Est. Cost $112.10 Unrealized —

CRUS CIRRUS LOGIC INC 0.1%

Value $582K Shares 15,000 Est. Cost $19.04 Unrealized +88.3%

SNPS SYNOPSYS INC 0.1%

Value $581K Shares 10,742 Est. Cost $40.13 Unrealized +24.9%

NPKI NEWPARK RES INC 0.1%

Value $579K Shares 100,000 Est. Cost $11.44 Unrealized -57.2%

— EARTHLINK HLDGS CORP 0.1%

Value $576K Shares 90,000 Est. Cost $3.61 Unrealized —

MUR MURPHY OIL CORP 0.1%

Value $572K Shares 18,000 Est. Cost $38.91 Unrealized -45.3%

— RIGEL PHARMACEUTICALS INC 0.1%

Value $569K Shares 255,000 Est. Cost $2.47 Unrealized —

MTH MERITAGE HOMES CORP 0.1%

Value $563K Shares 15,000 Est. Cost $22.78 Unrealized -20.4%

HL HECLA MNG CO 0.1%

Value $561K Shares 110,000 Est. Cost $3.11 Unrealized +24.4%

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $560K Shares 3,333 Est. Cost $78.33 Unrealized +61.2%

TRN TRINITY INDS INC 0.1%

Value $557K Shares 30,000 Est. Cost $18.24 Unrealized -46.9%

COF CAPITAL ONE FINL CORP 0.1%

Value $555K Shares 8,733 Est. Cost $59.33 Unrealized -1.1%

HPE HEWLETT PACKARD ENTERPRISE C 0.1%

Value $548K Shares 30,000 Est. Cost $6.50 Unrealized +19.4%

EMN EASTMAN CHEM CO 0.1%

Value $543K Shares 8,000 Est. Cost $56.96 Unrealized -6.0%

PH PARKER HANNIFIN CORP 0.1%

Value $540K Shares 5,000 Est. Cost $98.49 Unrealized -2.1%

— FMC TECHNOLOGIES INC 0.1%

Value $533K Shares 20,000 Est. Cost $52.30 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value $528K Shares 4,000 Est. Cost $66.97 Unrealized +29.0%

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $523K Shares 40,000 Est. Cost $11.24 Unrealized -13.1%

DAR DARLING INGREDIENTS INC 0.1%

Value $522K Shares 35,000 Est. Cost $20.04 Unrealized -27.9%

— FARO TECHNOLOGIES INC 0.1%

Value $507K Shares 15,000 Est. Cost $53.00 Unrealized —

MYE MYERS INDS INC 0.1%

Value $504K Shares 35,000 Est. Cost $13.73 Unrealized -25.6%

MOH MOLINA HEALTHCARE INC 0.1%

Value $499K Shares 10,000 Est. Cost $36.85 Unrealized +45.0%

— PINNACLE ENTMT INC NEW 0.1%

Value $499K Shares 45,000 Est. Cost $11.09 Unrealized —

SYF SYNCHRONY FINL 0.1%

Value $498K Shares 19,719 Est. Cost $25.00 Unrealized -7.1%

KSS KOHLS CORP 0.1%

Value $493K Shares 13,000 Est. Cost $53.60 Unrealized -25.9%

DAN DANA HLDG CORP 0.1%

Value $475K Shares 45,000 Est. Cost $16.52 Unrealized -38.8%

— TENNECO INC 0.1%

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

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $466K Shares 10,000 Est. Cost $22.69 Unrealized +43.3%

PNNT PENNANTPARK INVT CORP 0.1%

Value $456K Shares 66,710 Est. Cost $2.62 Unrealized -22.7%

NTCT NETSCOUT SYS INC 0.1%

Value $444K Shares 19,977 Est. Cost $37.86 Unrealized -38.8%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $444K Shares 10,000 Est. Cost $27.12 Unrealized +33.7%

— ORBITAL ATK INC 0.1%

Value $443K Shares 5,209 Est. Cost $76.60 Unrealized —

KMT KENNAMETAL INC 0.1%

Value $442K Shares 20,000 Est. Cost $33.32 Unrealized -45.6%

— CELLDEX THERAPEUTICS INC NEW 0.1%

Value $439K Shares 100,000 Est. Cost $17.67 Unrealized —

— VERINT SYS INC 0.1%

Value $430K Shares 12,981 Est. Cost $46.91 Unrealized —

— NEKTAR THERAPEUTICS 0.1%

Value $427K Shares 30,000 Est. Cost $12.13 Unrealized —

— XEROX CORP 0.1%

Value $418K Shares 44,000 Est. Cost $11.30 Unrealized —

HRB BLOCK H & R INC 0.1%

Value $414K Shares 18,000 Est. Cost $19.54 Unrealized -21.6%

MU MICRON TECHNOLOGY INC 0.1%

Value $413K Shares 30,000 Est. Cost $23.18 Unrealized -52.2%

EXPE EXPEDIA INC DEL 0.1%

Value $412K Shares 3,875 Est. Cost $67.77 Unrealized +52.8%

— DREAMWORKS ANIMATION SKG INC 0.1%

Value $409K Shares 10,000 Est. Cost $26.60 Unrealized —

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $400K Shares 6,318 Est. Cost $26.27 Unrealized +111.5%

COR AMERISOURCEBERGEN CORP 0.1%

Value $396K Shares 4,996 Est. Cost $49.28 Unrealized +21.5%

ABT ABBOTT LABS 0.1%

Value $393K Shares 10,000 Est. Cost $30.73 Unrealized +8.5%

HPQ HP INC 0.1%

Value $377K Shares 30,000 Est. Cost $9.12 Unrealized -0.7%

— FTD COS INC 0.1%

Value $374K Shares 15,000 Est. Cost $31.80 Unrealized —

XRAY DENTSPLY SIRONA INC 0.1%

Value $372K Shares 6,000 Est. Cost $58.93 Unrealized +4.4%

EXC EXELON CORP 0.1%

Value $371K Shares 10,200 Est. Cost $13.80 Unrealized +27.9%

— ARQULE INC 0.1%

Value $361K Shares 190,000 Est. Cost $2.05 Unrealized —

DOV DOVER CORP 0.1%

Value $347K Shares 5,000 Est. Cost $50.30 Unrealized -8.9%

— ROVI CORP 0.1%

Value $340K Shares 21,758 Est. Cost $22.80 Unrealized —

C CITIGROUP INC 0.1%

Value $339K Shares 8,000 Est. Cost $37.07 Unrealized -10.7%

CROX CROCS INC 0.1%

Value $338K Shares 30,000 Est. Cost $15.31 Unrealized -36.7%

NRG NRG ENERGY INC 0.1%

Value $337K Shares 22,496 Est. Cost $22.10 Unrealized -45.1%

— JUNIPER NETWORKS INC 0.1%

Value $337K Shares 15,000 Est. Cost $25.73 Unrealized —

M MACYS INC 0.1%

Value $336K Shares 10,000 Est. Cost $55.60 Unrealized -35.6%

KEYS KEYSIGHT TECHNOLOGIES INC 0.1%

Value $336K Shares 11,542 Est. Cost $32.07 Unrealized -11.8%

MUSA MURPHY USA INC 0.1%

Value $334K Shares 4,500 Est. Cost $45.04 Unrealized +40.5%

KMI KINDER MORGAN INC DEL 0.1%

Value $323K Shares 17,265 Est. Cost $18.43 Unrealized -40.8%

— HAYNES INTERNATIONAL INC 0.1%

Value $321K Shares 10,000 Est. Cost $54.00 Unrealized —

— INGERSOLL-RAND PLC 0.1%

Value $318K Shares 5,000 Est. Cost $57.20 Unrealized —

— ACHILLION PHARMACEUTICALS IN 0.1%

Value $312K Shares 40,000 Est. Cost $6.90 Unrealized —

— MARATHON OIL CORP 0.1%

Value $300K Shares 20,000 Est. Cost $35.50 Unrealized —

AIG AMERICAN INTL GROUP INC 0.1%

Value $291K Shares 5,500 Est. Cost $37.86 Unrealized +14.4%

VTR VENTAS INC 0.1%

Value $286K Shares 3,933 Est. Cost $41.21 Unrealized +5.4%

— PICO HLDGS INC 0.1%

Value $284K Shares 30,000 Est. Cost $26.00 Unrealized —

CVCO CAVCO INDS INC DEL 0.1%

Value $281K Shares 3,000 Est. Cost $76.06 Unrealized +21.2%

RGA REINSURANCE GROUP AMER INC 0.1%

Value $274K Shares 2,829 Est. Cost $75.92 Unrealized +26.3%

PBYI PUMA BIOTECHNOLOGY INC 0.1%

Value $273K Shares 9,167 Est. Cost $94.57 Unrealized -66.9%

— KANSAS CITY SOUTHERN 0.1%

Value $270K Shares 3,000 Est. Cost $102.00 Unrealized —

PLD PROLOGIS INC 0.1%

Value $268K Shares 5,464 Est. Cost $27.64 Unrealized +29.2%

MCY MERCURY GENL CORP NEW 0.1%

Value $266K Shares 5,000 Est. Cost $45.68 Unrealized +15.2%

NI NISOURCE INC 0.1%

Value $265K Shares 10,000 Est. Cost $9.34 Unrealized +89.2%

— LEGG MASON INC 0.1%

Value $265K Shares 9,000 Est. Cost $49.00 Unrealized —

— STAPLES INC 0.1%

Value $262K Shares 30,348 Est. Cost $11.34 Unrealized —

EMR EMERSON ELEC CO 0.1%

Value $261K Shares 5,000 Est. Cost $47.79 Unrealized -13.1%

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $257K Shares 10,000 Est. Cost $25.47 Unrealized +12.6%

— COLUMBIA PIPELINE GROUP INC 0.1%

Value $255K Shares 10,000 Est. Cost $18.30 Unrealized —

TRIP TRIPADVISOR INC 0.1%

Value $249K Shares 3,875 Est. Cost $81.07 Unrealized -28.9%

— XURA INC 0.1%

Value $244K Shares 10,000 Est. Cost $22.40 Unrealized —

— GREENHILL & CO INC 0.1%

Value $242K Shares 15,000 Est. Cost $52.00 Unrealized —

GTLS CHART INDS INC 0.1%

Value $241K Shares 10,000 Est. Cost $86.10 Unrealized -71.3%

— AMAG PHARMACEUTICALS INC 0.1%

Value $239K Shares 10,000 Est. Cost $19.35 Unrealized —

— ACCELERON PHARMA INC 0.1%

Value $238K Shares 7,000 Est. Cost $48.86 Unrealized —

— FIBROGEN INC 0.1%

Value $236K Shares 14,352 Est. Cost $21.95 Unrealized —

— ASTORIA FINL CORP 0.0%

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

— IAC INTERACTIVECORP 0.0%

Value $218K Shares 3,875 Est. Cost $56.26 Unrealized —

— ARRAY BIOPHARMA INC 0.0%

Value $214K Shares 60,000 Est. Cost $4.70 Unrealized —

AAL AMERICAN AIRLS GROUP INC 0.0%

Value $211K Shares 7,439 Est. Cost $36.77 Unrealized -11.8%

— INTERPUBLIC GROUP COS INC 0.0%

Value $208K Shares 9,000 Est. Cost $15.38 Unrealized +5.9%

LNN LINDSAY CORP 0.0%

Value $204K Shares 3,000 Est. Cost $72.98 Unrealized -13.3%

HLX HELIX ENERGY SOLUTIONS GRP I 0.0%

Value $203K Shares 30,000 Est. Cost $22.27 Unrealized -67.5%

— NABORS INDUSTRIES LTD 0.0%

Value $201K Shares 20,000 Est. Cost $24.65 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $198K Shares 21,572 Est. Cost $10.62 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $195K Shares 10,000 Est. Cost $17.01 Unrealized -2.9%

— TOKAI PHARMACEUTICALS INC 0.0%

Value $193K Shares 35,000 Est. Cost $10.34 Unrealized —

— ADTRAN INC 0.0%

Value $187K Shares 10,000 Est. Cost $24.40 Unrealized —

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $187K Shares 15,087 Est. Cost $11.21 Unrealized -7.6%

— OASIS PETE INC NEW 0.0%

Value $187K Shares 20,000 Est. Cost $41.75 Unrealized —

NWSA NEWS CORP NEW 0.0%

Value $184K Shares 16,250 Est. Cost $15.19 Unrealized -29.1%

— QUALITY SYS INC 0.0%

Value $179K Shares 15,000 Est. Cost $16.87 Unrealized —

— MCDERMOTT INTL INC 0.0%

Value $173K Shares 35,000 Est. Cost $7.83 Unrealized —

— WPX ENERGY INC 0.0%

Value $155K Shares 16,666 Est. Cost $18.00 Unrealized —

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $146K Shares 12,000 Est. Cost $10.36 Unrealized -2.0%

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $139K Shares 40,000 Est. Cost $10.39 Unrealized -69.6%

— ALCOA INC 0.0%

Value $139K Shares 15,000 Est. Cost $10.22 Unrealized —

— QUORUM HEALTH CORP 0.0%

Value $134K Shares 12,500 Est. Cost $10.72 Unrealized —

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.0%

Value $130K Shares 16,000 Est. Cost $18.31 Unrealized —

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $130K Shares 10,000 Est. Cost $7.90 Unrealized —

— PIER 1 IMPORTS INC 0.0%

Value $129K Shares 25,000 Est. Cost $18.88 Unrealized —

FSS FEDERAL SIGNAL CORP 0.0%

Value $129K Shares 10,000 Est. Cost $11.92 Unrealized -0.4%

— UNITED ONLINE INC 0.0%

Value $118K Shares 10,714 Est. Cost $11.57 Unrealized —

XENE XENON PHARMACEUTICALS INC 0.0%

Value $118K Shares 20,000 Est. Cost $13.82 Unrealized -50.4%

— WEATHERFORD INTL PLC 0.0%

Value $111K Shares 20,000 Est. Cost $20.80 Unrealized —

— CHICOS FAS INC 0.0%

Value $107K Shares 10,000 Est. Cost $16.00 Unrealized —

NVRI HARSCO CORP 0.0%

Value $100K Shares 15,000 Est. Cost $24.55 Unrealized -73.5%

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $87,000 Shares 17,000 Est. Cost $3.82 Unrealized +1.8%

FOLD AMICUS THERAPEUTICS INC 0.0%

Value $82,000 Shares 15,000 Est. Cost $2.50 Unrealized +179.7%

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $77,000 Shares 15,602 Est. Cost $5.70 Unrealized —

— SPRINT CORP 0.0%

Value $68,000 Shares 15,000 Est. Cost $9.20 Unrealized —

— AVON PRODS INC 0.0%

Value $57,000 Shares 15,000 Est. Cost $14.67 Unrealized —

— AK STL HLDG CORP 0.0%

Value $47,000 Shares 10,000 Est. Cost $7.20 Unrealized —

— OCWEN FINL CORP 0.0%

Value $44,000 Shares 26,000 Est. Cost $39.19 Unrealized —

— ADAMIS PHARMACEUTICALS CORP 0.0%

Value $34,000 Shares 12,224 Est. Cost $2.78 Unrealized —

— KINDER MORGAN INC DEL 0.0%

Value $0 Shares 26,117 Est. Cost $1.76 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	185,500	$17.73M	3.8%	$18.36	+23.2%	COM	037833100
MSFT	MICROSOFT CORP	185,000	$9.466M	2.0%	$31.26	+47.1%	COM	594918104
JPM	JPMORGAN CHASE & CO	135,000	$8.389M	1.8%	$42.08	+14.8%	COM	46625H100
XOM	EXXON MOBIL CORP	70,000	$6.562M	1.4%	$58.08	-0.4%	COM	30231G102
PM	PHILIP MORRIS INTL INC	60,000	$6.103M	1.3%	$44.74	+37.2%	COM	718172109
JNJ	JOHNSON & JOHNSON	50,000	$6.065M	1.3%	$66.63	+30.6%	COM	478160104
PG	PROCTER & GAMBLE CO	70,000	$5.927M	1.3%	$56.51	+12.1%	COM	742718109
AMZN	AMAZON COM INC	8,000	$5.725M	1.2%	$18.56	+82.3%	COM	023135106
MRK	MERCK & CO INC	93,252	$5.372M	1.1%	$35.76	+10.4%	COM	58933Y105
DIS	DISNEY WALT CO	50,000	$4.891M	1.0%	$69.69	+32.3%	COM DISNEY	254687106
CMCSA	COMCAST CORP NEW	75,000	$4.889M	1.0%	$22.24	+11.2%	CL A	20030N101
WFC	WELLS FARGO & CO NEW	100,000	$4.733M	1.0%	$33.41	+11.4%	COM	949746101
MO	ALTRIA GROUP INC	65,000	$4.482M	1.0%	$17.12	+94.0%	COM	02209S103
CSCO	CISCO SYS INC	150,000	$4.304M	0.9%	$15.30	+36.3%	COM	17275R102
PFE	PFIZER INC	115,956	$4.083M	0.9%	$18.20	+15.6%	COM	717081103
LOW	LOWES COS INC	50,000	$3.959M	0.8%	$39.01	+66.1%	COM	548661107
TRV	TRAVELERS COMPANIES INC	32,443	$3.862M	0.8%	$64.62	+41.6%	COM	89417E109
CVX	CHEVRON CORP NEW	35,000	$3.669M	0.8%	$70.36	-5.1%	COM	166764100
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.63M	0.8%	$25.87	+21.6%	COM	92343V104
INTC	INTEL CORP	110,000	$3.608M	0.8%	$18.67	+34.5%	COM	458140100
AMT	AMERICAN TOWER CORP NEW	30,000	$3.408M	0.7%	$61.59	+36.0%	COM	03027X100
GILD	GILEAD SCIENCES INC	40,000	$3.337M	0.7%	$54.49	+15.2%	COM	375558103
—	CORE MARK HOLDING CO INC	70,000	$3.28M	0.7%	$52.99	—	COM	218681104
ORCL	ORACLE CORP	80,000	$3.274M	0.7%	$31.98	+8.1%	COM	68389X105
USB	US BANCORP DEL	80,000	$3.226M	0.7%	$27.34	+6.7%	COM NEW	902973304
—	ACTIVISION BLIZZARD INC	80,000	$3.17M	0.7%	$20.44	—	COM	00507V109
COST	COSTCO WHSL CORP NEW	20,000	$3.141M	0.7%	$91.29	+40.3%	COM	22160K105
BK	BANK NEW YORK MELLON CORP	80,038	$3.109M	0.7%	$24.75	+25.3%	COM	064058100
AXP	AMERICAN EXPRESS CO	50,000	$3.038M	0.6%	$75.50	-26.8%	COM	025816109
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$3.036M	0.6%	$109.22	-12.9%	COM	459200101
MCD	MCDONALDS CORP	25,093	$3.02M	0.6%	$70.27	+41.1%	COM	580135101
UNP	UNION PAC CORP	34,000	$2.967M	0.6%	$71.52	-4.6%	COM	907818108
KO	COCA COLA CO	65,000	$2.946M	0.6%	$26.56	+25.4%	COM	191216100
CL	COLGATE PALMOLIVE CO	40,000	$2.928M	0.6%	$47.90	+18.8%	COM	194162103
WMT	WAL-MART STORES INC	40,000	$2.921M	0.6%	$19.90	-1.9%	COM	931142103
SJM	SMUCKER J M CO	18,405	$2.805M	0.6%	$68.74	+44.2%	COM NEW	832696405
LLY	LILLY ELI & CO	35,000	$2.756M	0.6%	$44.54	+43.9%	COM	532457108
—	RAYTHEON CO	20,000	$2.719M	0.6%	$98.80	—	COM NEW	755111507
—	TIME WARNER INC	36,666	$2.696M	0.6%	$65.32	—	COM NEW	887317303
AWR	AMERICAN STS WTR CO	60,000	$2.629M	0.6%	$23.08	+45.3%	COM	029899101
ALKS	ALKERMES PLC	60,000	$2.593M	0.6%	$47.58	-13.3%	SHS	G01767105
—	UNITED TECHNOLOGIES CORP	25,000	$2.564M	0.5%	$116.84	—	COM	913017109
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$2.516M	0.5%	$12.23	—	COM	458118106
ABBV	ABBVIE INC	40,000	$2.476M	0.5%	$39.76	+3.0%	COM	00287Y109
PEP	PEPSICO INC	23,251	$2.463M	0.5%	$56.86	+35.6%	COM	713448108
—	AETNA INC NEW	20,012	$2.444M	0.5%	$81.84	—	COM	00817Y108
EPR	EPR PPTYS	30,000	$2.42M	0.5%	$53.40	—	COM SH BEN INT	26884U109
—	EMPIRE DIST ELEC CO	70,000	$2.378M	0.5%	$24.31	—	COM	291641108
ALL	ALLSTATE CORP	33,810	$2.365M	0.5%	$41.54	+30.2%	COM	020002101
THC	TENET HEALTHCARE CORP	85,000	$2.349M	0.5%	$44.12	-33.0%	COM NEW	88033G407
HON	HONEYWELL INTL INC	20,000	$2.326M	0.5%	$64.71	+30.1%	COM	438516106
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$2.276M	0.5%	$44.55	+57.6%	COM	955306105
GS	GOLDMAN SACHS GROUP INC	15,000	$2.229M	0.5%	$133.70	-4.3%	COM	38141G104
NOC	NORTHROP GRUMMAN CORP	10,000	$2.223M	0.5%	$97.12	+85.5%	COM	666807102
—	CORESITE RLTY CORP	25,000	$2.217M	0.5%	$31.00	—	COM	21870Q105
—	REYNOLDS AMERICAN INC	40,000	$2.157M	0.5%	$48.84	—	COM	761713106
MDLZ	MONDELEZ INTL INC	45,987	$2.093M	0.4%	$26.35	+32.2%	CL A	609207105
ITW	ILLINOIS TOOL WKS INC	20,000	$2.083M	0.4%	$61.28	+35.9%	COM	452308109
YUM	YUM BRANDS INC	25,000	$2.073M	0.4%	$42.07	+17.6%	COM	988498101
—	MONSANTO CO NEW	20,000	$2.068M	0.4%	$113.75	—	COM	61166W101
—	DOW CHEM CO	40,165	$1.997M	0.4%	$48.60	—	COM	260543103
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.977M	0.4%	$35.93	+40.6%	COM	110122108
COP	CONOCOPHILLIPS	45,000	$1.962M	0.4%	$45.41	-27.8%	COM	20825C104
T	AT&T INC	45,000	$1.944M	0.4%	$10.85	+39.2%	COM	00206R102
EFX	EQUIFAX INC	15,000	$1.926M	0.4%	$62.16	+78.1%	COM	294429105
SEIC	SEI INVESTMENTS CO	40,000	$1.924M	0.4%	$29.39	+44.9%	COM	784117103
TROW	PRICE T ROWE GROUP INC	26,000	$1.897M	0.4%	$52.57	-0.3%	COM	74144T108
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.848M	0.4%	$38.81	+40.9%	COM	571748102
SWK	STANLEY BLACK & DECKER INC	16,375	$1.821M	0.4%	$59.39	+45.7%	COM	854502101
—	BAKER HUGHES INC	40,000	$1.805M	0.4%	$64.11	—	COM	057224107
PSX	PHILLIPS 66	22,500	$1.785M	0.4%	$49.82	+13.8%	COM	718546104
PRU	PRUDENTIAL FINL INC	25,000	$1.784M	0.4%	$52.24	-6.3%	COM	744320102
—	TWENTY FIRST CENTY FOX INC	65,000	$1.758M	0.4%	$31.97	—	CL A	90130A101
TGT	TARGET CORP	25,000	$1.746M	0.4%	$41.65	+34.7%	COM	87612E106
MDT	MEDTRONIC PLC	20,000	$1.735M	0.4%	$58.10	+9.3%	SHS	G5960L103
BIIB	BIOGEN INC	7,000	$1.693M	0.4%	$330.23	-20.2%	COM	09062X103
PTC	PTC INC	45,000	$1.691M	0.4%	$36.75	-2.5%	COM	69370C100
—	PRAXAIR INC	15,000	$1.686M	0.4%	$131.00	—	COM	74005P104
SLB	SCHLUMBERGER LTD	21,286	$1.683M	0.4%	$57.17	+1.9%	COM	806857108
—	DISCOVER FINL SVCS	31,350	$1.68M	0.4%	$58.18	—	COM	254709108
AMAT	APPLIED MATLS INC	70,000	$1.678M	0.4%	$15.75	+25.6%	COM	038222105
HEI	HEICO CORP NEW	25,000	$1.67M	0.4%	$29.73	+8.8%	COM	422806109
IONS	IONIS PHARMACEUTICALS INC	70,000	$1.631M	0.3%	$53.96	-40.2%	COM	462222100
—	DU PONT E I DE NEMOURS & CO	25,000	$1.62M	0.3%	$67.12	—	COM	263534109
QCOM	QUALCOMM INC	30,000	$1.607M	0.3%	$54.02	-25.4%	COM	747525103
—	CITRIX SYS INC	20,000	$1.602M	0.3%	$57.45	—	COM	177376100
AZO	AUTOZONE INC	2,000	$1.588M	0.3%	$518.77	+48.5%	COM	053332102
—	PRIVATEBANCORP INC	35,000	$1.541M	0.3%	$30.51	—	COM	742962103
SYY	SYSCO CORP	30,000	$1.522M	0.3%	$26.11	+44.3%	COM	871829107
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.521M	0.3%	$28.89	+12.6%	COM	440327104
AVB	AVALONBAY CMNTYS INC	8,407	$1.517M	0.3%	$84.84	+53.1%	COM	053484101
MCK	MCKESSON CORP	8,000	$1.493M	0.3%	$160.13	+1.6%	COM	58155Q103
GOOGL	ALPHABET INC	2,080	$1.463M	0.3%	$36.73	-0.8%	CAP STK CL A	02079K305
—	SENIOR HSG PPTYS TR	70,000	$1.458M	0.3%	$22.47	—	SH BEN INT	81721M109
GOOG	ALPHABET INC	2,085	$1.443M	0.3%	$35.61	+0.1%	CAP STK CL C	02079K107
CVS	CVS HEALTH CORP	15,000	$1.436M	0.3%	$51.11	+45.8%	COM	126650100
WSO	WATSCO INC	10,000	$1.407M	0.3%	$96.52	+39.0%	COM	942622200
GD	GENERAL DYNAMICS CORP	10,000	$1.392M	0.3%	$80.10	+41.2%	COM	369550108
MATW	MATTHEWS INTL CORP	25,000	$1.391M	0.3%	$31.38	+31.0%	CL A	577128101
—	CIMPRESS N V	15,000	$1.387M	0.3%	$74.87	—	SHS EURO	N20146101
EEFT	EURONET WORLDWIDE INC	20,000	$1.384M	0.3%	$41.47	+83.5%	COM	298736109
—	POPEYES LA KITCHEN INC	25,000	$1.366M	0.3%	$40.64	—	COM	732872106
—	E M C CORP MASS	50,250	$1.365M	0.3%	$27.40	—	COM	268648102
—	SOUTH ST CORP	20,000	$1.361M	0.3%	$55.90	—	COM	840441109
BC	BRUNSWICK CORP	30,000	$1.36M	0.3%	$36.35	+10.3%	COM	117043109
KHC	KRAFT HEINZ CO	15,329	$1.356M	0.3%	$47.82	+12.1%	COM	500754106
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.344M	0.3%	$3.76	+17.0%	CL A	29382R107
—	KNOLL INC	55,000	$1.335M	0.3%	$18.18	—	COM NEW	498904200
—	HEARTWARE INTL INC	23,000	$1.329M	0.3%	$93.78	—	COM	422368100
GLPI	GAMING & LEISURE PPTYS INC	38,250	$1.319M	0.3%	$34.48	—	COM	36467J108
GERN	GERON CORP	490,000	$1.314M	0.3%	$3.75	-22.3%	COM	374163103
—	LAM RESEARCH CORP	15,625	$1.313M	0.3%	$54.99	—	COM	512807108
NEE	NEXTERA ENERGY INC	10,000	$1.304M	0.3%	$16.57	+41.8%	COM	65339F101
—	GENERAL ELECTRIC CO	41,228	$1.298M	0.3%	$25.88	—	COM	369604103
PLXS	PLEXUS CORP	30,000	$1.296M	0.3%	$40.84	+3.2%	COM	729132100
—	CHESAPEAKE LODGING TR	55,000	$1.279M	0.3%	$25.73	—	SH BEN INT	165240102
HD	HOME DEPOT INC	10,000	$1.277M	0.3%	$60.23	+74.3%	COM	437076102
—	WYNDHAM WORLDWIDE CORP	17,859	$1.272M	0.3%	$73.24	—	COM	98310W108
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.269M	0.3%	$17.75	+16.9%	COM	595017104
DUK	DUKE ENERGY CORP NEW	14,733	$1.264M	0.3%	$42.66	+26.2%	COM NEW	26441C204
BAC	BANK AMER CORP	95,082	$1.262M	0.3%	$13.25	-14.5%	COM	060505104
ZTS	ZOETIS INC	26,578	$1.261M	0.3%	$27.83	+57.6%	CL A	98978V103
HALO	HALOZYME THERAPEUTICS INC	145,000	$1.251M	0.3%	$16.65	-40.7%	COM	40637H109
—	VIACOM INC NEW	30,000	$1.244M	0.3%	$85.00	—	CL B	92553P201
NSC	NORFOLK SOUTHERN CORP	14,500	$1.234M	0.3%	$71.41	-2.4%	COM	655844108
—	MEDIVATION INC	20,000	$1.206M	0.3%	$53.45	—	COM	58501N101
INCY	INCYTE CORP	15,000	$1.2M	0.3%	$62.06	+25.1%	COM	45337C102
AZZ	AZZ INC	20,000	$1.2M	0.3%	$36.74	+36.3%	COM	002474104
CAG	CONAGRA FOODS INC	25,000	$1.195M	0.3%	$16.04	+58.0%	COM	205887102
PAYX	PAYCHEX INC	20,000	$1.19M	0.3%	$29.49	+36.2%	COM	704326107
CB	CHUBB LIMITED	9,028	$1.18M	0.3%	$96.06	+7.8%	COM	H1467J104
OTTR	OTTER TAIL CORP	35,000	$1.172M	0.2%	$20.25	+12.2%	COM	689648103
CAH	CARDINAL HEALTH INC	15,000	$1.17M	0.2%	$50.49	+19.4%	COM	14149Y108
ALK	ALASKA AIR GROUP INC	20,000	$1.166M	0.2%	$39.91	+60.9%	COM	011659109
WWD	WOODWARD INC	20,000	$1.153M	0.2%	$39.69	+30.8%	COM	980745103
ROK	ROCKWELL AUTOMATION INC	10,000	$1.148M	0.2%	$93.82	+1.7%	COM	773903109
—	AMERICAN EQTY INVT LIFE HLD	80,000	$1.14M	0.2%	$23.63	—	COM	025676206
OXY	OCCIDENTAL PETE CORP DEL	15,000	$1.133M	0.2%	$62.47	-9.2%	COM	674599105
OXM	OXFORD INDS INC	20,000	$1.132M	0.2%	$77.21	-19.9%	COM	691497309
—	YAHOO INC	30,000	$1.127M	0.2%	$35.90	—	COM	984332106
—	CHEMICAL FINL CORP	30,000	$1.119M	0.2%	$32.47	—	COM	163731102
TBPH	THERAVANCE BIOPHARMA INC	49,284	$1.118M	0.2%	$16.88	+27.9%	COM	G8807B106
—	MEAD JOHNSON NUTRITION CO	12,219	$1.109M	0.2%	$83.15	—	COM	582839106
KR	KROGER CO	30,000	$1.104M	0.2%	$23.04	+28.3%	COM	501044101
KLAC	KLA-TENCOR CORP	15,000	$1.099M	0.2%	$41.11	+47.8%	COM	482480100
—	TRUSTCO BK CORP N Y	170,000	$1.09M	0.2%	$7.04	—	COM	898349105
ENTG	ENTEGRIS INC	75,000	$1.085M	0.2%	$11.16	+17.9%	COM	29362U104
AFL	AFLAC INC	15,000	$1.082M	0.2%	$23.98	+13.7%	COM	001055102
—	COLONY CAP INC	70,000	$1.075M	0.2%	$21.96	—	CL A	19624R106
INVA	INNOVIVA INC	102,000	$1.074M	0.2%	$10.97	+7.8%	COM	45781M101
—	ANADARKO PETE CORP	20,000	$1.065M	0.2%	$84.75	—	COM	032511107
—	KAMAN CORP	25,000	$1.063M	0.2%	$40.68	—	COM	483548103
GAP	GAP INC DEL	50,000	$1.061M	0.2%	$27.08	-44.2%	COM	364760108
—	CHEMTURA CORP	40,000	$1.055M	0.2%	$25.30	—	COM NEW	163893209
JBHT	HUNT J B TRANS SVCS INC	13,000	$1.052M	0.2%	$65.88	+14.5%	COM	445658107
AEP	AMERICAN ELEC PWR INC	14,760	$1.035M	0.2%	$31.83	+46.5%	COM	025537101
KFY	KORN FERRY INTL	50,000	$1.035M	0.2%	$22.02	+8.1%	COM NEW	500643200
EQR	EQUITY RESIDENTIAL	15,000	$1.033M	0.2%	$31.71	+46.2%	SH BEN INT	29476L107
PPG	PPG INDS INC	9,700	$1.01M	0.2%	$85.80	+6.7%	COM	693506107
—	ASPEN TECHNOLOGY INC	25,000	$1.006M	0.2%	$42.36	—	COM	045327103
—	NIC INC	45,000	$987K	0.2%	$19.31	—	COM	62914B100
—	CELGENE CORP	10,000	$986K	0.2%	$112.75	—	COM	151020104
—	GLATFELTER	50,000	$978K	0.2%	$27.22	—	COM	377316104
PRGS	PROGRESS SOFTWARE CORP	35,000	$961K	0.2%	$23.95	+7.3%	COM	743312100
—	INFINERA CORPORATION	85,000	$959K	0.2%	$9.08	—	COM	45667G103
—	BRIGGS & STRATTON CORP	45,000	$953K	0.2%	$22.24	—	COM	109043109
—	CONSOLIDATED COMM HLDGS INC	35,000	$953K	0.2%	$20.00	—	COM	209034107
NTGR	NETGEAR INC	20,000	$951K	0.2%	$20.77	+28.3%	COM	64111Q104
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$949K	0.2%	$11.02	-21.1%	COM	169656105
BDX	BECTON DICKINSON & CO	5,582	$947K	0.2%	$94.25	+46.8%	COM	075887109
BSX	BOSTON SCIENTIFIC CORP	40,000	$935K	0.2%	$13.13	+64.8%	COM	101137107
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$929K	0.2%	$14.83	+61.5%	COM	127387108
SCSC	SCANSOURCE INC	25,000	$928K	0.2%	$39.39	-0.3%	COM	806037107
ROG	ROGERS CORP	15,000	$917K	0.2%	$60.59	+1.6%	COM	775133101
—	STATE BK FINL CORP	45,000	$916K	0.2%	$17.69	—	COM	856190103
—	XENOPORT INC	130,000	$915K	0.2%	$5.17	—	COM	98411C100
INDB	INDEPENDENT BANK CORP MASS	20,000	$914K	0.2%	$26.89	+31.6%	COM	453836108
PYPL	PAYPAL HLDGS INC	25,000	$913K	0.2%	$35.85	+6.4%	COM	70450Y103
SO	SOUTHERN CO	17,000	$912K	0.2%	$25.27	+33.0%	COM	842587107
MET	METLIFE INC	22,766	$907K	0.2%	$31.07	-9.4%	COM	59156R108
HURN	HURON CONSULTING GROUP INC	15,000	$906K	0.2%	$65.04	-10.6%	COM	447462102
HUM	HUMANA INC	5,000	$899K	0.2%	$170.02	-3.4%	COM	444859102
MSI	MOTOROLA SOLUTIONS INC	13,571	$895K	0.2%	$53.66	+14.2%	COM NEW	620076307
—	BBCN BANCORP INC	60,000	$895K	0.2%	$17.13	—	COM	073295107
—	FORWARD AIR CORP	20,000	$891K	0.2%	$46.10	—	COM	349853101
UNM	UNUM GROUP	28,000	$890K	0.2%	$34.13	-0.9%	COM	91529Y106
NPO	ENPRO INDS INC	20,000	$888K	0.2%	$70.90	-27.0%	COM	29355X107
—	NAVIGANT CONSULTING INC	55,000	$888K	0.2%	$18.65	—	COM	63935N107
WEX	WEX INC	10,000	$887K	0.2%	$91.59	-2.6%	COM	96208T104
CLDT	CHATHAM LODGING TR	40,000	$879K	0.2%	$20.23	—	COM	16208T102
IRBTQ	IROBOT CORP	25,000	$877K	0.2%	$40.05	-8.4%	COM	462726100
FFBC	FIRST FINL BANCORP OH	45,000	$875K	0.2%	$11.01	+21.2%	COM	320209109
BALL	BALL CORP	12,000	$867K	0.2%	$23.53	+38.9%	COM	058498106
—	ONCOMED PHARMACEUTICALS INC	70,000	$862K	0.2%	$22.54	—	COM	68234X102
—	CABOT MICROELECTRONICS CORP	20,000	$847K	0.2%	$44.00	—	COM	12709P103
—	ALEXION PHARMACEUTICALS INC	7,000	$817K	0.2%	$116.71	—	COM	015351109
PNC	PNC FINL SVCS GROUP INC	10,000	$814K	0.2%	$56.79	+10.9%	COM	693475105
DE	DEERE & CO	10,000	$810K	0.2%	$70.10	-0.2%	COM	244199105
—	SPECTRA ENERGY CORP	22,100	$810K	0.2%	$36.92	—	COM	847560109
HTGC	HERCULES CAPITAL INC	65,000	$807K	0.2%	$15.67	-22.5%	COM	427096508
CAR	AVIS BUDGET GROUP	25,000	$806K	0.2%	$40.83	-35.7%	COM	053774105
—	CARDTRONICS INC	20,000	$796K	0.2%	$38.85	—	COM	14161H108
LGND	LIGAND PHARMACEUTICALS INC	6,666	$795K	0.2%	$41.68	+78.0%	COM NEW	53220K504
—	ASHLAND INC NEW	6,860	$787K	0.2%	$99.42	—	COM	044209104
SF	STIFEL FINL CORP	25,000	$786K	0.2%	$28.20	-29.9%	COM	860630102
KIM	KIMCO RLTY CORP	25,000	$785K	0.2%	$12.11	+47.6%	COM	49446R109
—	AEGION CORP	40,000	$780K	0.2%	$25.30	—	COM	00770F104
—	CAVIUM INC	20,000	$772K	0.2%	$43.75	—	COM	14964U108
RSG	REPUBLIC SVCS INC	15,000	$770K	0.2%	$26.51	+54.0%	COM	760759100
WU	WESTERN UN CO	40,000	$767K	0.2%	$16.35	—	COM	959802109
HUBG	HUB GROUP INC	20,000	$767K	0.2%	$20.24	-3.4%	CL A	443320106
MPC	MARATHON PETE CORP	20,000	$759K	0.2%	$33.67	-19.2%	COM	56585A102
WMB	WILLIAMS COS INC DEL	35,000	$757K	0.2%	$20.92	-42.8%	COM	969457100
RUSHA	RUSH ENTERPRISES INC	35,000	$754K	0.2%	$12.91	-31.4%	CL A	781846209
F	FORD MTR CO DEL	60,000	$754K	0.2%	$8.37	-5.2%	COM PAR $0.01	345370860
AVY	AVERY DENNISON CORP	10,000	$748K	0.2%	$39.54	+57.6%	COM	053611109
FLR	FLUOR CORP NEW	15,000	$739K	0.2%	$69.22	-31.1%	COM	343412102
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$739K	0.2%	$114.47	+25.5%	COM	883556102
KMX	CARMAX INC	15,000	$735K	0.2%	$46.71	+10.0%	COM	143130102
XEL	XCEL ENERGY INC	16,243	$727K	0.2%	$19.89	+54.4%	COM	98389B100
APD	AIR PRODS & CHEMS INC	5,000	$710K	0.2%	$79.28	+32.3%	COM	009158106
HAL	HALLIBURTON CO	15,267	$691K	0.1%	$42.79	-20.2%	COM	406216101
—	ROCKWELL COLLINS INC	8,000	$681K	0.1%	$79.63	—	COM	774341101
—	INTRA CELLULAR THERAPIES INC	17,500	$679K	0.1%	$40.06	—	COM	46116X101
NTRS	NORTHERN TR CORP	10,000	$663K	0.1%	$45.55	+17.4%	COM	665859104
—	AXOVANT SCIENCES LTD	51,000	$655K	0.1%	$12.92	—	COM	G0750W104
—	SEMGROUP CORP	20,000	$651K	0.1%	$65.70	—	CL A	81663A105
CVLT	COMMVAULT SYSTEMS INC	15,000	$648K	0.1%	$69.18	-36.2%	COM	204166102
ADM	ARCHER DANIELS MIDLAND CO	15,000	$643K	0.1%	$29.33	+2.2%	COM	039483102
GCO	GENESCO INC	10,000	$643K	0.1%	$72.64	-9.0%	COM	371532102
—	ORITANI FINL CORP DEL	40,000	$640K	0.1%	$15.80	—	COM	68633D103
—	MYLAN N V	14,750	$638K	0.1%	$59.32	—	SHS EURO	N59465109
—	ENLINK MIDSTREAM LLC	40,000	$636K	0.1%	$33.95	—	COM UNIT REP LTD	29336T100
SCHW	SCHWAB CHARLES CORP NEW	25,000	$633K	0.1%	$22.70	+10.9%	COM	808513105
BWXT	BWX TECHNOLOGIES INC	17,500	$626K	0.1%	$22.66	+35.0%	COM	05605H100
—	SYMANTEC CORP	30,000	$616K	0.1%	$19.97	—	COM	871503108
DVN	DEVON ENERGY CORP NEW	17,000	$616K	0.1%	$41.69	-42.8%	COM	25179M103
KOP	KOPPERS HOLDINGS INC	20,000	$615K	0.1%	$38.65	-35.1%	COM	50060P106
—	FINISH LINE INC	30,000	$606K	0.1%	$27.10	—	CL A	317923100
—	ADURO BIOTECH INC	53,300	$603K	0.1%	$19.36	—	COM	00739L101
CYH	COMMUNITY HEALTH SYS INC NEW	50,000	$603K	0.1%	$35.59	-58.8%	COM	203668108
—	CUBIC CORP	15,000	$602K	0.1%	$51.07	—	COM	229669106
—	HESS CORP	10,000	$601K	0.1%	$82.90	—	COM	42809H107
ACM	AECOM	18,879	$600K	0.1%	$30.01	+1.4%	COM	00766T100
—	CENTURYLINK INC	20,550	$596K	0.1%	$32.85	—	COM	156700106
LUV	SOUTHWEST AIRLS CO	15,000	$588K	0.1%	$19.19	+98.8%	COM	844741108
EBAY	EBAY INC	25,000	$585K	0.1%	$20.67	+3.9%	COM	278642103
—	DRIL-QUIP INC	10,000	$584K	0.1%	$112.10	—	COM	262037104
CRUS	CIRRUS LOGIC INC	15,000	$582K	0.1%	$19.04	+88.3%	COM	172755100
SNPS	SYNOPSYS INC	10,742	$581K	0.1%	$40.13	+24.9%	COM	871607107
NPKI	NEWPARK RES INC	100,000	$579K	0.1%	$11.44	-57.2%	COM PAR $.01NEW	651718504
—	EARTHLINK HLDGS CORP	90,000	$576K	0.1%	$3.61	—	COM	27033X101
MUR	MURPHY OIL CORP	18,000	$572K	0.1%	$38.91	-45.3%	COM	626717102
—	RIGEL PHARMACEUTICALS INC	255,000	$569K	0.1%	$2.47	—	COM NEW	766559603
MTH	MERITAGE HOMES CORP	15,000	$563K	0.1%	$22.78	-20.4%	COM	59001A102
HL	HECLA MNG CO	110,000	$561K	0.1%	$3.11	+24.4%	COM	422704106
HII	HUNTINGTON INGALLS INDS INC	3,333	$560K	0.1%	$78.33	+61.2%	COM	446413106
TRN	TRINITY INDS INC	30,000	$557K	0.1%	$18.24	-46.9%	COM	896522109
COF	CAPITAL ONE FINL CORP	8,733	$555K	0.1%	$59.33	-1.1%	COM	14040H105
HPE	HEWLETT PACKARD ENTERPRISE C	30,000	$548K	0.1%	$6.50	+19.4%	COM	42824C109
EMN	EASTMAN CHEM CO	8,000	$543K	0.1%	$56.96	-6.0%	COM	277432100
PH	PARKER HANNIFIN CORP	5,000	$540K	0.1%	$98.49	-2.1%	COM	701094104
—	FMC TECHNOLOGIES INC	20,000	$533K	0.1%	$52.30	—	COM	30249U101
BXP	BOSTON PROPERTIES INC	4,000	$528K	0.1%	$66.97	+29.0%	COM	101121101
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$523K	0.1%	$11.24	-13.1%	COM CL A	46333X108
DAR	DARLING INGREDIENTS INC	35,000	$522K	0.1%	$20.04	-27.9%	COM	237266101
—	FARO TECHNOLOGIES INC	15,000	$507K	0.1%	$53.00	—	COM	311642102
MYE	MYERS INDS INC	35,000	$504K	0.1%	$13.73	-25.6%	COM	628464109
MOH	MOLINA HEALTHCARE INC	10,000	$499K	0.1%	$36.85	+45.0%	COM	60855R100
—	PINNACLE ENTMT INC NEW	45,000	$499K	0.1%	$11.09	—	COM	72348Y105
SYF	SYNCHRONY FINL	19,719	$498K	0.1%	$25.00	-7.1%	COM	87165B103
KSS	KOHLS CORP	13,000	$493K	0.1%	$53.60	-25.9%	COM	500255104
DAN	DANA HLDG CORP	45,000	$475K	0.1%	$16.52	-38.8%	COM	235825205
—	TENNECO INC	10,000	$466K	0.1%	$58.10	—	COM	880349105
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$466K	0.1%	$22.69	+43.3%	COM	744573106
PNNT	PENNANTPARK INVT CORP	66,710	$456K	0.1%	$2.62	-22.7%	COM	708062104
NTCT	NETSCOUT SYS INC	19,977	$444K	0.1%	$37.86	-38.8%	COM	64115T104
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$444K	0.1%	$27.12	+33.7%	COM	416515104
—	ORBITAL ATK INC	5,209	$443K	0.1%	$76.60	—	COM	68557N103
KMT	KENNAMETAL INC	20,000	$442K	0.1%	$33.32	-45.6%	COM	489170100
—	CELLDEX THERAPEUTICS INC NEW	100,000	$439K	0.1%	$17.67	—	COM	15117B103
—	VERINT SYS INC	12,981	$430K	0.1%	$46.91	—	COM	92343X100
—	NEKTAR THERAPEUTICS	30,000	$427K	0.1%	$12.13	—	COM	640268108
—	XEROX CORP	44,000	$418K	0.1%	$11.30	—	COM	984121103
HRB	BLOCK H & R INC	18,000	$414K	0.1%	$19.54	-21.6%	COM	093671105
MU	MICRON TECHNOLOGY INC	30,000	$413K	0.1%	$23.18	-52.2%	COM	595112103
EXPE	EXPEDIA INC DEL	3,875	$412K	0.1%	$67.77	+52.8%	COM NEW	30212P303
—	DREAMWORKS ANIMATION SKG INC	10,000	$409K	0.1%	$26.60	—	CL A	26153C103
SWKS	SKYWORKS SOLUTIONS INC	6,318	$400K	0.1%	$26.27	+111.5%	COM	83088M102
COR	AMERISOURCEBERGEN CORP	4,996	$396K	0.1%	$49.28	+21.5%	COM	03073E105
ABT	ABBOTT LABS	10,000	$393K	0.1%	$30.73	+8.5%	COM	002824100
HPQ	HP INC	30,000	$377K	0.1%	$9.12	-0.7%	COM	40434L105
—	FTD COS INC	15,000	$374K	0.1%	$31.80	—	COM	30281V108
XRAY	DENTSPLY SIRONA INC	6,000	$372K	0.1%	$58.93	+4.4%	COM	24906P109
EXC	EXELON CORP	10,200	$371K	0.1%	$13.80	+27.9%	COM	30161N101
—	ARQULE INC	190,000	$361K	0.1%	$2.05	—	COM	04269E107
DOV	DOVER CORP	5,000	$347K	0.1%	$50.30	-8.9%	COM	260003108
—	ROVI CORP	21,758	$340K	0.1%	$22.80	—	COM	779376102
C	CITIGROUP INC	8,000	$339K	0.1%	$37.07	-10.7%	COM NEW	172967424
CROX	CROCS INC	30,000	$338K	0.1%	$15.31	-36.7%	COM	227046109
NRG	NRG ENERGY INC	22,496	$337K	0.1%	$22.10	-45.1%	COM NEW	629377508
—	JUNIPER NETWORKS INC	15,000	$337K	0.1%	$25.73	—	COM	48203R104
M	MACYS INC	10,000	$336K	0.1%	$55.60	-35.6%	COM	55616P104
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$336K	0.1%	$32.07	-11.8%	COM	49338L103
MUSA	MURPHY USA INC	4,500	$334K	0.1%	$45.04	+40.5%	COM	626755102
KMI	KINDER MORGAN INC DEL	17,265	$323K	0.1%	$18.43	-40.8%	COM	49456B101
—	HAYNES INTERNATIONAL INC	10,000	$321K	0.1%	$54.00	—	COM NEW	420877201
—	INGERSOLL-RAND PLC	5,000	$318K	0.1%	$57.20	—	SHS	G47791101
—	ACHILLION PHARMACEUTICALS IN	40,000	$312K	0.1%	$6.90	—	COM	00448Q201
—	MARATHON OIL CORP	20,000	$300K	0.1%	$35.50	—	COM	565849106
AIG	AMERICAN INTL GROUP INC	5,500	$291K	0.1%	$37.86	+14.4%	COM NEW	026874784
VTR	VENTAS INC	3,933	$286K	0.1%	$41.21	+5.4%	COM	92276F100
—	PICO HLDGS INC	30,000	$284K	0.1%	$26.00	—	COM NEW	693366205
CVCO	CAVCO INDS INC DEL	3,000	$281K	0.1%	$76.06	+21.2%	COM	149568107
RGA	REINSURANCE GROUP AMER INC	2,829	$274K	0.1%	$75.92	+26.3%	COM NEW	759351604
PBYI	PUMA BIOTECHNOLOGY INC	9,167	$273K	0.1%	$94.57	-66.9%	COM	74587V107
—	KANSAS CITY SOUTHERN	3,000	$270K	0.1%	$102.00	—	COM NEW	485170302
PLD	PROLOGIS INC	5,464	$268K	0.1%	$27.64	+29.2%	COM	74340W103
MCY	MERCURY GENL CORP NEW	5,000	$266K	0.1%	$45.68	+15.2%	COM	589400100
NI	NISOURCE INC	10,000	$265K	0.1%	$9.34	+89.2%	COM	65473P105
—	LEGG MASON INC	9,000	$265K	0.1%	$49.00	—	COM	524901105
—	STAPLES INC	30,348	$262K	0.1%	$11.34	—	COM	855030102
EMR	EMERSON ELEC CO	5,000	$261K	0.1%	$47.79	-13.1%	COM	291011104
GT	GOODYEAR TIRE & RUBR CO	10,000	$257K	0.1%	$25.47	+12.6%	COM	382550101
—	COLUMBIA PIPELINE GROUP INC	10,000	$255K	0.1%	$18.30	—	COM	198280109
TRIP	TRIPADVISOR INC	3,875	$249K	0.1%	$81.07	-28.9%	COM	896945201
—	XURA INC	10,000	$244K	0.1%	$22.40	—	COM	98420V107
—	GREENHILL & CO INC	15,000	$242K	0.1%	$52.00	—	COM	395259104
GTLS	CHART INDS INC	10,000	$241K	0.1%	$86.10	-71.3%	COM PAR $0.01	16115Q308
—	AMAG PHARMACEUTICALS INC	10,000	$239K	0.1%	$19.35	—	COM	00163U106
—	ACCELERON PHARMA INC	7,000	$238K	0.1%	$48.86	—	COM	00434H108
—	FIBROGEN INC	14,352	$236K	0.1%	$21.95	—	COM	31572Q808
—	ASTORIA FINL CORP	15,000	$230K	0.0%	$13.80	—	COM	046265104
—	IAC INTERACTIVECORP	3,875	$218K	0.0%	$56.26	—	COM	44919P508
—	ARRAY BIOPHARMA INC	60,000	$214K	0.0%	$4.70	—	COM	04269X105
AAL	AMERICAN AIRLS GROUP INC	7,439	$211K	0.0%	$36.77	-11.8%	COM	02376R102
—	INTERPUBLIC GROUP COS INC	9,000	$208K	0.0%	$15.38	+5.9%	COM	460690100
LNN	LINDSAY CORP	3,000	$204K	0.0%	$72.98	-13.3%	COM	535555106
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$203K	0.0%	$22.27	-67.5%	COM	42330P107
—	NABORS INDUSTRIES LTD	20,000	$201K	0.0%	$24.65	—	SHS	G6359F103
—	BROCADE COMMUNICATIONS SYS I	21,572	$198K	0.0%	$10.62	—	COM NEW	111621306
PHM	PULTE GROUP INC	10,000	$195K	0.0%	$17.01	-2.9%	COM	745867101
—	TOKAI PHARMACEUTICALS INC	35,000	$193K	0.0%	$10.34	—	COM	88907J107
—	ADTRAN INC	10,000	$187K	0.0%	$24.40	—	COM	00738A106
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$187K	0.0%	$11.21	-7.6%	COM	928298108
—	OASIS PETE INC NEW	20,000	$187K	0.0%	$41.75	—	COM	674215108
NWSA	NEWS CORP NEW	16,250	$184K	0.0%	$15.19	-29.1%	CL A	65249B109
—	QUALITY SYS INC	15,000	$179K	0.0%	$16.87	—	COM	747582104
—	MCDERMOTT INTL INC	35,000	$173K	0.0%	$7.83	—	COM	580037109
—	WPX ENERGY INC	16,666	$155K	0.0%	$18.00	—	COM	98212B103
KLIC	KULICKE & SOFFA INDS INC	12,000	$146K	0.0%	$10.36	-2.0%	COM	501242101
CLNE	CLEAN ENERGY FUELS CORP	40,000	$139K	0.0%	$10.39	-69.6%	COM	184499101
—	ALCOA INC	15,000	$139K	0.0%	$10.22	—	COM	013817101
—	QUORUM HEALTH CORP	12,500	$134K	0.0%	$10.72	—	COM	74909E106
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	16,000	$130K	0.0%	$18.31	—	SPONDS ADR	00653A107
—	AIR TRANSPORT SERVICES GRP I	10,000	$130K	0.0%	$7.90	—	COM	00922R105
—	PIER 1 IMPORTS INC	25,000	$129K	0.0%	$18.88	—	COM	720279108
FSS	FEDERAL SIGNAL CORP	10,000	$129K	0.0%	$11.92	-0.4%	COM	313855108
—	UNITED ONLINE INC	10,714	$118K	0.0%	$11.57	—	COM NEW	911268209
XENE	XENON PHARMACEUTICALS INC	20,000	$118K	0.0%	$13.82	-50.4%	COM	98420N105
—	WEATHERFORD INTL PLC	20,000	$111K	0.0%	$20.80	—	ORD SHS	G48833100
—	CHICOS FAS INC	10,000	$107K	0.0%	$16.00	—	COM	168615102
NVRI	HARSCO CORP	15,000	$100K	0.0%	$24.55	-73.5%	COM	415864107
AMD	ADVANCED MICRO DEVICES INC	17,000	$87,000	0.0%	$3.82	+1.8%	COM	007903107
FOLD	AMICUS THERAPEUTICS INC	15,000	$82,000	0.0%	$2.50	+179.7%	COM	03152W109
—	FRONTIER COMMUNICATIONS CORP	15,602	$77,000	0.0%	$5.70	—	COM	35906A108
—	SPRINT CORP	15,000	$68,000	0.0%	$9.20	—	COM SER 1	85207U105
—	AVON PRODS INC	15,000	$57,000	0.0%	$14.67	—	COM	054303102
—	AK STL HLDG CORP	10,000	$47,000	0.0%	$7.20	—	COM	001547108
—	OCWEN FINL CORP	26,000	$44,000	0.0%	$39.19	—	COM NEW	675746309
—	ADAMIS PHARMACEUTICALS CORP	12,224	$34,000	0.0%	$2.78	—	COM NEW	00547W208
—	KINDER MORGAN INC DEL	26,117	$0	0.0%	$1.76	—	*W EXP 05/25/201	49456B119