State of New Jersey Common Pension Fund D Diversified Active

Location: Trenton, NJ

CIK: 0001483066 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Oct 21, 2016

Total Value: $23.22B (100.0% shares, 0.0% debt)

Holdings (929)

AAPL APPLE INC 2.9%

Value $673M Shares 5,957,000 Est. Cost $18.66 Unrealized +29.9%

GOOG ALPHABET INC 2.6%

Value $594M Shares 764,000 Est. Cost $35.61 Unrealized +5.8%

MSFT MICROSOFT CORP 2.2%

Value $508M Shares 8,816,900 Est. Cost $34.41 Unrealized +46.1%

META FACEBOOK INC 1.9%

Value $436M Shares 3,400,000 Est. Cost $72.94 Unrealized +69.0%

DIS DISNEY WALT CO 1.8%

Value $418M Shares 4,500,000 Est. Cost $80.45 Unrealized +10.5%

XOM EXXON MOBIL CORP 1.6%

Value $364M Shares 4,168,000 Est. Cost $59.91 Unrealized -2.3%

JNJ JOHNSON & JOHNSON 1.5%

Value $349M Shares 2,951,000 Est. Cost $73.83 Unrealized +26.8%

AMZN AMAZON COM INC 1.5%

Value $339M Shares 405,000 Est. Cost $17.28 Unrealized +121.4%

WFC WELLS FARGO & CO NEW 1.3%

Value $307M Shares 6,944,000 Est. Cost $36.55 Unrealized +0.8%

JPM JPMORGAN CHASE & CO 1.3%

Value $300M Shares 4,511,000 Est. Cost $41.68 Unrealized +22.0%

— GENERAL ELECTRIC CO 1.2%

Value $287M Shares 9,690,000 Est. Cost $29.57 Unrealized —

T AT&T INC 1.2%

Value $287M Shares 7,057,500 Est. Cost $13.84 Unrealized +17.8%

HD HOME DEPOT INC 1.2%

Value $272M Shares 2,114,000 Est. Cost $64.36 Unrealized +65.2%

MRK MERCK & CO INC 1.0%

Value $240M Shares 3,845,000 Est. Cost $38.11 Unrealized +14.8%

VZ VERIZON COMMUNICATIONS INC 1.0%

Value $237M Shares 4,563,468 Est. Cost $28.02 Unrealized +17.4%

V VISA INC 1.0%

Value $227M Shares 2,740,000 Est. Cost $59.26 Unrealized +26.5%

BAC BANK AMER CORP 0.9%

Value $220M Shares 14,048,000 Est. Cost $12.36 Unrealized -2.4%

PFE PFIZER INC 0.8%

Value $191M Shares 5,639,236 Est. Cost $17.69 Unrealized +25.8%

PG PROCTER AND GAMBLE CO 0.8%

Value $180M Shares 2,003,945 Est. Cost $58.18 Unrealized +16.0%

GILD GILEAD SCIENCES INC 0.8%

Value $179M Shares 2,260,000 Est. Cost $56.21 Unrealized +2.8%

— ISHARES 0.8%

Value $176M Shares 11,185,924 Est. Cost $14.67 Unrealized —

LLY LILLY ELI & CO 0.7%

Value $172M Shares 2,142,496 Est. Cost $48.02 Unrealized +42.8%

PM PHILIP MORRIS INTL INC 0.7%

Value $170M Shares 1,746,000 Est. Cost $48.98 Unrealized +27.1%

CMCSA COMCAST CORP NEW 0.7%

Value $159M Shares 2,400,000 Est. Cost $23.84 Unrealized +11.6%

EPR EPR PPTYS 0.7%

Value $156M Shares 1,986,500 Est. Cost $55.68 Unrealized —

C CITIGROUP INC 0.6%

Value $150M Shares 3,181,000 Est. Cost $36.10 Unrealized -5.4%

INDA ISHARES TR 0.6%

Value $148M Shares 5,022,846 Est. Cost $29.18 Unrealized —

KO COCA COLA CO 0.6%

Value $145M Shares 3,438,000 Est. Cost $30.04 Unrealized +8.4%

CSCO CISCO SYS INC 0.6%

Value $144M Shares 4,538,000 Est. Cost $16.86 Unrealized +36.8%

ABBV ABBVIE INC 0.6%

Value $144M Shares 2,277,000 Est. Cost $36.89 Unrealized +19.1%

BRK/B BERKSHIRE HATHAWAY INC DEL 0.6%

Value $136M Shares 940,000 Est. Cost $143.06 Unrealized +2.2%

INTC INTEL CORP 0.6%

Value $134M Shares 3,545,000 Est. Cost $25.98 Unrealized +10.2%

VNQ VANGUARD INDEX FDS 0.6%

Value $132M Shares 1,525,000 Est. Cost $81.61 Unrealized —

— TPG SPECIALTY LENDING INC 0.6%

Value $131M Shares 7,258,761 Est. Cost $16.22 Unrealized —

MO ALTRIA GROUP INC 0.6%

Value $130M Shares 2,060,000 Est. Cost $19.84 Unrealized +75.2%

— ST JUDE MED INC 0.6%

Value $130M Shares 1,625,000 Est. Cost $74.07 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 0.6%

Value $129M Shares 4,220,830 Est. Cost $20.94 Unrealized —

— UNITED TECHNOLOGIES CORP 0.5%

Value $111M Shares 1,090,000 Est. Cost $113.95 Unrealized —

PRU PRUDENTIAL FINL INC 0.5%

Value $109M Shares 1,338,500 Est. Cost $51.40 Unrealized -2.2%

BMY BRISTOL MYERS SQUIBB CO 0.5%

Value $106M Shares 1,966,938 Est. Cost $36.31 Unrealized +27.1%

SPG SIMON PPTY GROUP INC NEW 0.4%

Value $104M Shares 503,405 Est. Cost $96.51 Unrealized +37.7%

PNC PNC FINL SVCS GROUP INC 0.4%

Value $103M Shares 1,147,031 Est. Cost $61.01 Unrealized +3.7%

LMT LOCKHEED MARTIN CORP 0.4%

Value $102M Shares 425,500 Est. Cost $168.44 Unrealized +15.7%

PEP PEPSICO INC 0.4%

Value $102M Shares 934,600 Est. Cost $65.57 Unrealized +23.7%

QCOM QUALCOMM INC 0.4%

Value $101M Shares 1,473,000 Est. Cost $55.86 Unrealized -16.0%

WMT WAL-MART STORES INC 0.4%

Value $94.77M Shares 1,314,000 Est. Cost $20.60 Unrealized -0.0%

BA BOEING CO 0.4%

Value $94.19M Shares 715,000 Est. Cost $119.39 Unrealized +1.2%

PTC PTC INC 0.4%

Value $90.84M Shares 2,050,000 Est. Cost $35.75 Unrealized +16.0%

CAT CATERPILLAR INC DEL 0.4%

Value $90.81M Shares 1,023,000 Est. Cost $59.22 Unrealized +11.5%

NEE NEXTERA ENERGY INC 0.4%

Value $90.52M Shares 740,000 Est. Cost $18.00 Unrealized +37.9%

BIIB BIOGEN INC 0.4%

Value $90.3M Shares 288,485 Est. Cost $321.90 Unrealized -8.0%

AMT AMERICAN TOWER CORP NEW 0.4%

Value $89.02M Shares 785,500 Est. Cost $66.30 Unrealized +36.3%

EEM ISHARES TR 0.4%

Value $88.01M Shares 2,350,000 Est. Cost $36.16 Unrealized —

— REYNOLDS AMERICAN INC 0.4%

Value $87.98M Shares 1,866,000 Est. Cost $51.82 Unrealized —

LUV SOUTHWEST AIRLS CO 0.4%

Value $85.56M Shares 2,200,000 Est. Cost $32.83 Unrealized +3.5%

BABA ALIBABA GROUP HLDG LTD 0.4%

Value $83.63M Shares 790,485 Est. Cost $90.18 Unrealized —

AMP AMERIPRISE FINL INC 0.4%

Value $82.21M Shares 824,000 Est. Cost $87.34 Unrealized -8.3%

DAL DELTA AIR LINES INC DEL 0.4%

Value $81.87M Shares 2,080,000 Est. Cost $39.20 Unrealized -13.8%

GD GENERAL DYNAMICS CORP 0.3%

Value $80.68M Shares 520,000 Est. Cost $107.55 Unrealized +13.1%

D DOMINION RES INC VA NEW 0.3%

Value $80.58M Shares 1,085,000 Est. Cost $46.60 Unrealized +8.6%

CL COLGATE PALMOLIVE CO 0.3%

Value $80.37M Shares 1,084,000 Est. Cost $53.68 Unrealized +10.6%

CVX CHEVRON CORP NEW 0.3%

Value $79.76M Shares 775,000 Est. Cost $62.61 Unrealized +9.4%

— MONSANTO CO NEW 0.3%

Value $77.16M Shares 755,000 Est. Cost $97.92 Unrealized —

ARCC ARES CAP CORP 0.3%

Value $77.11M Shares 4,975,000 Est. Cost $6.13 Unrealized +2.8%

MET METLIFE INC 0.3%

Value $75.4M Shares 1,697,000 Est. Cost $31.33 Unrealized -12.6%

— L-3 COMMUNICATIONS HLDGS INC 0.3%

Value $74.61M Shares 495,000 Est. Cost $121.77 Unrealized —

— CBS CORP NEW 0.3%

Value $72.26M Shares 1,320,000 Est. Cost $48.53 Unrealized —

AMGN AMGEN INC 0.3%

Value $71.95M Shares 431,355 Est. Cost $84.91 Unrealized +50.4%

— CELGENE CORP 0.3%

Value $71.6M Shares 685,000 Est. Cost $90.40 Unrealized —

MLM MARTIN MARIETTA MATLS INC 0.3%

Value $70.75M Shares 395,000 Est. Cost $126.56 Unrealized +40.6%

— ISHARES GOLD TRUST 0.3%

Value $70.11M Shares 5,524,500 Est. Cost $12.82 Unrealized —

MCK MCKESSON CORP 0.3%

Value $70.03M Shares 420,000 Est. Cost $164.08 Unrealized +5.5%

MDT MEDTRONIC PLC 0.3%

Value $69.88M Shares 808,780 Est. Cost $58.10 Unrealized +18.4%

PFF ISHARES TR 0.3%

Value $68.14M Shares 1,725,000 Est. Cost $39.50 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.3%

Value $67.98M Shares 421,500 Est. Cost $130.92 Unrealized +2.2%

ASTE ASTEC INDS INC 0.3%

Value $67.65M Shares 1,130,000 Est. Cost $34.87 Unrealized +50.6%

GM GENERAL MTRS CO 0.3%

Value $67.38M Shares 2,121,000 Est. Cost $24.45 Unrealized +5.7%

UPS UNITED PARCEL SERVICE INC 0.3%

Value $67.26M Shares 615,000 Est. Cost $67.72 Unrealized +14.1%

TOL TOLL BROTHERS INC 0.3%

Value $67.04M Shares 2,245,000 Est. Cost $35.30 Unrealized -18.2%

CCI CROWN CASTLE INTL CORP NEW 0.3%

Value $66.89M Shares 710,000 Est. Cost $53.05 Unrealized +22.4%

MA MASTERCARD INCORPORATED 0.3%

Value $66.66M Shares 655,000 Est. Cost $74.27 Unrealized +22.3%

GLD SPDR GOLD TRUST 0.3%

Value $65.96M Shares 525,000 Est. Cost $125.78 Unrealized —

ZTS ZOETIS INC 0.3%

Value $65.7M Shares 1,263,234 Est. Cost $30.54 Unrealized +54.2%

OKE ONEOK INC NEW 0.3%

Value $65.52M Shares 1,275,000 Est. Cost $27.25 Unrealized -1.9%

WDC WESTERN DIGITAL CORP 0.3%

Value $65.09M Shares 1,113,209 Est. Cost $35.63 Unrealized -7.0%

— ALLERGAN PLC 0.3%

Value $64.65M Shares 280,702 Est. Cost $300.85 Unrealized —

CRM SALESFORCE COM INC 0.3%

Value $64.23M Shares 900,500 Est. Cost $70.71 Unrealized +9.0%

— INTEGRATED DEVICE TECHNOLOGY 0.3%

Value $63.87M Shares 2,765,000 Est. Cost $17.54 Unrealized —

CVS CVS HEALTH CORP 0.3%

Value $63.62M Shares 714,943 Est. Cost $54.89 Unrealized +29.1%

— DISH NETWORK CORP 0.3%

Value $63.55M Shares 1,160,000 Est. Cost $66.07 Unrealized —

— APACHE CORP 0.3%

Value $63.23M Shares 990,000 Est. Cost $60.65 Unrealized —

NKE NIKE INC 0.3%

Value $62.28M Shares 1,183,000 Est. Cost $50.54 Unrealized -1.1%

NWL NEWELL BRANDS INC 0.3%

Value $62.18M Shares 1,180,763 Est. Cost $25.69 Unrealized +35.5%

AIG AMERICAN INTL GROUP INC 0.3%

Value $61.83M Shares 1,042,000 Est. Cost $41.70 Unrealized +8.1%

PPL PPL CORP 0.3%

Value $61.36M Shares 1,775,000 Est. Cost $19.20 Unrealized +23.2%

WY WEYERHAEUSER CO 0.3%

Value $60.69M Shares 1,900,000 Est. Cost $18.77 Unrealized +16.8%

LNC LINCOLN NATL CORP IND 0.3%

Value $60.09M Shares 1,279,000 Est. Cost $33.01 Unrealized -5.7%

— CIGNA CORPORATION 0.3%

Value $59.58M Shares 457,182 Est. Cost $122.94 Unrealized —

ADI ANALOG DEVICES INC 0.3%

Value $58.33M Shares 905,000 Est. Cost $45.59 Unrealized +13.7%

Value $57.97M Shares 1,950,000 Est. Cost $30.00 Unrealized +3.3%

KMI KINDER MORGAN INC DEL 0.2%

Value $57.83M Shares 2,500,000 Est. Cost $15.00 Unrealized -13.0%

HUM HUMANA INC 0.2%

Value $57.49M Shares 325,000 Est. Cost $169.24 Unrealized -5.1%

— ACTIVISION BLIZZARD INC 0.2%

Value $56.98M Shares 1,286,300 Est. Cost $40.45 Unrealized —

— BROADCOM LTD 0.2%

Value $56.5M Shares 327,500 Est. Cost $154.89 Unrealized —

NVDA NVIDIA CORP 0.2%

Value $55.5M Shares 810,000 Est. Cost $0.63 Unrealized +129.1%

MCD MCDONALDS CORP 0.2%

Value $54.55M Shares 472,913 Est. Cost $72.95 Unrealized +29.6%

KMB KIMBERLY CLARK CORP 0.2%

Value $53.99M Shares 428,000 Est. Cost $74.62 Unrealized +25.3%

— BAKER HUGHES INC 0.2%

Value $52.99M Shares 1,050,000 Est. Cost $56.82 Unrealized —

UA UNDER ARMOUR INC 0.2%

Value $52.71M Shares 1,556,780 Est. Cost $37.28 Unrealized -3.2%

UNH UNITEDHEALTH GROUP INC 0.2%

Value $52.48M Shares 374,828 Est. Cost $82.29 Unrealized +46.4%

— DOW CHEM CO 0.2%

Value $51.88M Shares 1,001,000 Est. Cost $51.32 Unrealized —

AVB AVALONBAY CMNTYS INC 0.2%

Value $50.6M Shares 284,500 Est. Cost $120.61 Unrealized +8.4%

BIDU BAIDU INC 0.2%

Value $50.48M Shares 277,251 Est. Cost $176.82 Unrealized —

GT GOODYEAR TIRE & RUBR CO 0.2%

Value $50.06M Shares 1,550,000 Est. Cost $28.37 Unrealized +2.5%

JBLU JETBLUE AIRWAYS CORP 0.2%

Value $50M Shares 2,900,000 Est. Cost $14.77 Unrealized +15.7%

MNST MONSTER BEVERAGE CORP NEW 0.2%

Value $49.91M Shares 340,000 Est. Cost $23.66 Unrealized +9.7%

HAIN HAIN CELESTIAL GROUP INC 0.2%

Value $49.81M Shares 1,400,000 Est. Cost $47.78 Unrealized -8.3%

CCL CARNIVAL CORP 0.2%

Value $49.8M Shares 1,020,000 Est. Cost $43.24 Unrealized -5.1%

TXN TEXAS INSTRS INC 0.2%

Value $48.77M Shares 695,000 Est. Cost $34.00 Unrealized +54.9%

IBM INTERNATIONAL BUSINESS MACHS 0.2%

Value $48.77M Shares 307,000 Est. Cost $106.15 Unrealized -4.1%

— AETNA INC NEW 0.2%

Value $48.5M Shares 420,120 Est. Cost $81.08 Unrealized —

SYF SYNCHRONY FINL 0.2%

Value $47.59M Shares 1,699,648 Est. Cost $25.00 Unrealized -12.1%

— CYNOSURE INC 0.2%

Value $47.37M Shares 930,000 Est. Cost $27.75 Unrealized —

— WESTROCK CO 0.2%

Value $47.03M Shares 970,000 Est. Cost $50.85 Unrealized —

MDLZ MONDELEZ INTL INC 0.2%

Value $46.67M Shares 1,063,163 Est. Cost $28.30 Unrealized +24.5%

MS MORGAN STANLEY 0.2%

Value $46.49M Shares 1,450,000 Est. Cost $23.02 Unrealized -0.8%

ALK ALASKA AIR GROUP INC 0.2%

Value $45.77M Shares 695,000 Est. Cost $64.92 Unrealized -5.4%

THC TENET HEALTHCARE CORP 0.2%

Value $45.6M Shares 2,012,500 Est. Cost $44.40 Unrealized -41.4%

HON HONEYWELL INTL INC 0.2%

Value $45.47M Shares 390,000 Est. Cost $77.07 Unrealized +11.6%

HDB HDFC BANK LTD 0.2%

Value $45.25M Shares 629,394 Est. Cost $55.15 Unrealized —

— EXPRESS SCRIPTS HLDG CO 0.2%

Value $45.14M Shares 640,000 Est. Cost $69.85 Unrealized —

SBUX STARBUCKS CORP 0.2%

Value $44.4M Shares 820,000 Est. Cost $37.99 Unrealized +20.7%

— TIME WARNER INC 0.2%

Value $43.78M Shares 550,000 Est. Cost $71.40 Unrealized —

BXP BOSTON PROPERTIES INC 0.2%

Value $43.72M Shares 320,800 Est. Cost $75.41 Unrealized +24.4%

— COMSCORE INC 0.2%

Value $42.92M Shares 1,400,000 Est. Cost $30.26 Unrealized —

— LEGG MASON INC 0.2%

Value $42.85M Shares 1,280,000 Est. Cost $34.08 Unrealized —

— LABORATORY CORP AMER HLDGS 0.2%

Value $42.62M Shares 310,000 Est. Cost $111.10 Unrealized —

PRKS SEAWORLD ENTMT INC 0.2%

Value $41.79M Shares 3,100,000 Est. Cost $16.13 Unrealized -15.1%

— SPIRIT AEROSYSTEMS HLDGS INC 0.2%

Value $41.42M Shares 930,000 Est. Cost $43.12 Unrealized —

USB US BANCORP DEL 0.2%

Value $41.42M Shares 965,671 Est. Cost $27.92 Unrealized +7.3%

KHC KRAFT HEINZ CO 0.2%

Value $41.12M Shares 459,387 Est. Cost $48.04 Unrealized +20.8%

— PIMCO DYNMIC CREDIT AND MRT 0.2%

Value $40.88M Shares 2,005,000 Est. Cost $19.76 Unrealized —

CASY CASEYS GEN STORES INC 0.2%

Value $40.85M Shares 340,000 Est. Cost $105.06 Unrealized +14.4%

— RAYTHEON CO 0.2%

Value $40.84M Shares 300,000 Est. Cost $116.75 Unrealized —

RJF RAYMOND JAMES FINANCIAL INC 0.2%

Value $40.75M Shares 700,000 Est. Cost $28.35 Unrealized +13.1%

NTES NETEASE INC 0.2%

Value $40.63M Shares 168,749 Est. Cost $76.05 Unrealized —

— ALCOA INC 0.2%

Value $40.56M Shares 4,000,000 Est. Cost $9.77 Unrealized —

— DELPHI AUTOMOTIVE PLC 0.2%

Value $40.22M Shares 564,000 Est. Cost $72.78 Unrealized —

QRVO QORVO INC 0.2%

Value $40.13M Shares 720,000 Est. Cost $65.98 Unrealized -14.0%

PLD PROLOGIS INC 0.2%

Value $39.94M Shares 746,000 Est. Cost $29.51 Unrealized +36.9%

PANW PALO ALTO NETWORKS INC 0.2%

Value $39.83M Shares 250,000 Est. Cost $20.01 Unrealized +13.9%

— MALLINCKRODT PUB LTD CO 0.2%

Value $39.08M Shares 560,000 Est. Cost $71.96 Unrealized —

CF CF INDS HLDGS INC 0.2%

Value $38.96M Shares 1,600,000 Est. Cost $27.45 Unrealized -31.2%

AMD ADVANCED MICRO DEVICES INC 0.2%

Value $38.7M Shares 5,600,000 Est. Cost $6.38 Unrealized 0.0%

— WHOLE FOODS MKT INC 0.2%

Value $38.56M Shares 1,360,000 Est. Cost $29.64 Unrealized —

— BLACKROCK INC 0.2%

Value $37.88M Shares 104,500 Est. Cost $320.92 Unrealized —

AXP AMERICAN EXPRESS CO 0.2%

Value $37.72M Shares 589,000 Est. Cost $66.30 Unrealized -15.1%

CHD CHURCH & DWIGHT INC 0.2%

Value $37.62M Shares 785,000 Est. Cost $37.59 Unrealized +16.3%

ABT ABBOTT LABS 0.2%

Value $36.84M Shares 871,000 Est. Cost $31.69 Unrealized +14.0%

ESS ESSEX PPTY TR INC 0.2%

Value $36.77M Shares 165,086 Est. Cost $131.00 Unrealized +27.0%

— CUBIC CORP 0.2%

Value $36.51M Shares 780,000 Est. Cost $44.38 Unrealized —

— REXNORD CORP NEW 0.2%

Value $36.4M Shares 1,700,000 Est. Cost $27.01 Unrealized —

EL LAUDER ESTEE COS INC 0.2%

Value $35.95M Shares 406,000 Est. Cost $67.27 Unrealized +20.2%

GME GAMESTOP CORP NEW 0.2%

Value $35.87M Shares 1,300,000 Est. Cost $6.51 Unrealized -11.1%

PYPL PAYPAL HLDGS INC 0.2%

Value $35.64M Shares 870,000 Est. Cost $37.84 Unrealized +1.3%

UNP UNION PAC CORP 0.2%

Value $35.6M Shares 365,000 Est. Cost $78.89 Unrealized -3.7%

CB CHUBB LIMITED 0.2%

Value $35.57M Shares 283,114 Est. Cost $96.06 Unrealized +11.6%

— HOLLYFRONTIER CORP 0.2%

Value $35.52M Shares 1,450,000 Est. Cost $36.60 Unrealized —

— WALGREENS BOOTS ALLIANCE INC 0.2%

Value $35.22M Shares 436,800 Est. Cost $76.20 Unrealized —

— VIACOM INC NEW 0.1%

Value $34.29M Shares 900,000 Est. Cost $70.09 Unrealized —

— FS INVT CORP 0.1%

Value $34.28M Shares 3,620,000 Est. Cost $9.28 Unrealized —

FDX FEDEX CORP 0.1%

Value $34.06M Shares 195,000 Est. Cost $131.42 Unrealized +7.2%

— ATLAS AIR WORLDWIDE HLDGS IN 0.1%

Value $33.4M Shares 780,000 Est. Cost $40.20 Unrealized —

W WAYFAIR INC 0.1%

Value $33.39M Shares 848,000 Est. Cost $38.27 Unrealized +5.6%

— ORBITAL ATK INC 0.1%

Value $33.16M Shares 435,000 Est. Cost $76.63 Unrealized —

SATS ECHOSTAR CORP 0.1%

Value $33.09M Shares 755,000 Est. Cost $38.33 Unrealized -17.3%

AMAT APPLIED MATLS INC 0.1%

Value $33.01M Shares 1,095,000 Est. Cost $17.73 Unrealized +41.7%

HE HAWAIIAN ELEC INDUSTRIES 0.1%

Value $32.84M Shares 1,100,000 Est. Cost $30.73 Unrealized 0.0%

— CRAY INC 0.1%

Value $32.6M Shares 1,385,000 Est. Cost $25.17 Unrealized —

ORCL ORACLE CORP 0.1%

Value $32.57M Shares 829,200 Est. Cost $35.74 Unrealized -0.9%

— IAC INTERACTIVECORP 0.1%

Value $32.48M Shares 520,000 Est. Cost $60.05 Unrealized —

HAS HASBRO INC 0.1%

Value $31.73M Shares 400,000 Est. Cost $42.57 Unrealized +39.0%

— GENERAL GROWTH PPTYS INC NEW 0.1%

Value $31.12M Shares 1,127,575 Est. Cost $24.56 Unrealized —

— CHINA MOBILE LIMITED 0.1%

Value $30.87M Shares 501,754 Est. Cost $47.02 Unrealized —

COP CONOCOPHILLIPS 0.1%

Value $30.86M Shares 710,000 Est. Cost $47.95 Unrealized -35.1%

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $30.62M Shares 300,000 Est. Cost $73.82 Unrealized -0.5%

LYB LYONDELLBASELL INDUSTRIES N 0.1%

Value $30.25M Shares 375,000 Est. Cost $50.22 Unrealized -10.2%

CCOI COGENT COMMUNICATIONS HLDGS 0.1%

Value $30.18M Shares 820,000 Est. Cost $21.50 Unrealized +12.4%

WTS WATTS WATER TECHNOLOGIES INC 0.1%

Value $29.83M Shares 460,000 Est. Cost $56.33 Unrealized +11.5%

— AON PLC 0.1%

Value $29.81M Shares 265,000 Est. Cost $90.09 Unrealized —

CUBE CUBESMART 0.1%

Value $29.8M Shares 1,093,000 Est. Cost $18.59 Unrealized —

KLAC KLA-TENCOR CORP 0.1%

Value $29.63M Shares 425,000 Est. Cost $61.47 Unrealized 0.0%

TJX TJX COS INC NEW 0.1%

Value $29.02M Shares 388,000 Est. Cost $24.39 Unrealized +40.6%

EOG EOG RES INC 0.1%

Value $29.01M Shares 300,000 Est. Cost $64.75 Unrealized +0.6%

ADSK AUTODESK INC 0.1%

Value $28.93M Shares 400,000 Est. Cost $57.96 Unrealized +8.7%

— CORE MARK HOLDING CO INC 0.1%

Value $28.64M Shares 800,000 Est. Cost $35.80 Unrealized —

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $28.3M Shares 671,026 Est. Cost $33.27 Unrealized -1.6%

OLED UNIVERSAL DISPLAY CORP 0.1%

Value $28.2M Shares 508,000 Est. Cost $41.65 Unrealized +44.1%

CVGW CALAVO GROWERS INC 0.1%

Value $28.14M Shares 430,000 Est. Cost $32.87 Unrealized +65.9%

OXY OCCIDENTAL PETE CORP DEL 0.1%

Value $28.07M Shares 385,000 Est. Cost $65.10 Unrealized -11.8%

TLK P T TELEKOMUNIKASI INDONESIA 0.1%

Value $28.07M Shares 424,800 Est. Cost $40.14 Unrealized —

AFL AFLAC INC 0.1%

Value $28.03M Shares 390,000 Est. Cost $23.58 Unrealized +24.0%

INGR INGREDION INC 0.1%

Value $27.94M Shares 210,000 Est. Cost $76.78 Unrealized +74.0%

APD AIR PRODS & CHEMS INC 0.1%

Value $27.81M Shares 185,000 Est. Cost $99.51 Unrealized +10.5%

COST COSTCO WHSL CORP NEW 0.1%

Value $27.76M Shares 182,000 Est. Cost $91.81 Unrealized +49.2%

HYG ISHARES TR 0.1%

Value $27.7M Shares 317,400 Est. Cost $84.16 Unrealized —

PRI PRIMERICA INC 0.1%

Value $27.58M Shares 520,000 Est. Cost $46.07 Unrealized +19.9%

— RITE AID CORP 0.1%

Value $26.91M Shares 3,500,000 Est. Cost $7.64 Unrealized —

TGT TARGET CORP 0.1%

Value $26.84M Shares 390,880 Est. Cost $42.81 Unrealized +27.0%

ACGL ARCH CAP GROUP LTD 0.1%

Value $26.83M Shares 338,556 Est. Cost $18.11 Unrealized +33.6%

HSY HERSHEY CO 0.1%

Value $26.77M Shares 280,000 Est. Cost $84.63 Unrealized 0.0%

NOC NORTHROP GRUMMAN CORP 0.1%

Value $26.74M Shares 125,000 Est. Cost $167.37 Unrealized +11.3%

— HILTON WORLDWIDE HLDGS INC 0.1%

Value $26.74M Shares 1,166,000 Est. Cost $24.94 Unrealized —

WELL WELLTOWER INC 0.1%

Value $26.32M Shares 352,000 Est. Cost $45.28 Unrealized +19.3%

KIM KIMCO RLTY CORP 0.1%

Value $26.29M Shares 908,000 Est. Cost $14.64 Unrealized +30.2%

AKAM AKAMAI TECHNOLOGIES INC 0.1%

Value $26.05M Shares 491,500 Est. Cost $65.94 Unrealized -18.8%

DUK DUKE ENERGY CORP NEW 0.1%

Value $26.01M Shares 325,000 Est. Cost $44.49 Unrealized +26.7%

BAP CREDICORP LTD 0.1%

Value $25.66M Shares 168,586 Est. Cost $96.82 Unrealized +27.7%

— ANADARKO PETE CORP 0.1%

Value $25.66M Shares 405,000 Est. Cost $78.69 Unrealized —

— XEROX CORP 0.1%

Value $25.32M Shares 2,500,000 Est. Cost $10.13 Unrealized —

ABEV AMBEV SA 0.1%

Value $25.2M Shares 4,137,387 Est. Cost $6.64 Unrealized —

EXR EXTRA SPACE STORAGE INC 0.1%

Value $25.05M Shares 315,500 Est. Cost $35.63 Unrealized +66.1%

ACHC ACADIA HEALTHCARE COMPANY IN 0.1%

Value $24.77M Shares 500,000 Est. Cost $56.60 Unrealized -8.0%

— ISHARES INC 0.1%

Value $24.34M Shares 1,671,965 Est. Cost $13.54 Unrealized —

— LAM RESEARCH CORP 0.1%

Value $24.15M Shares 255,000 Est. Cost $69.02 Unrealized —

SO SOUTHERN CO 0.1%

Value $24.06M Shares 469,000 Est. Cost $27.87 Unrealized +27.7%

— EROS INTL PLC 0.1%

Value $24.05M Shares 1,569,990 Est. Cost $13.89 Unrealized —

— HOWARD HUGHES CORP 0.1%

Value $24.01M Shares 209,704 Est. Cost $141.59 Unrealized —

— TRIUMPH GROUP INC NEW 0.1%

Value $23.98M Shares 860,000 Est. Cost $54.34 Unrealized —

MU MICRON TECHNOLOGY INC 0.1%

Value $23.91M Shares 1,345,000 Est. Cost $17.65 Unrealized -15.6%

BK BANK NEW YORK MELLON CORP 0.1%

Value $23.89M Shares 599,167 Est. Cost $26.07 Unrealized +20.0%

TEVA TEVA PHARMACEUTICAL INDS LTD 0.1%

Value $23.78M Shares 516,800 Est. Cost $54.11 Unrealized —

NFLX NETFLIX INC 0.1%

Value $23.65M Shares 240,000 Est. Cost $9.79 Unrealized -2.5%

— PRAXAIR INC 0.1%

Value $23.2M Shares 192,000 Est. Cost $125.56 Unrealized —

KOP KOPPERS HOLDINGS INC 0.1%

Value $23.17M Shares 720,000 Est. Cost $36.67 Unrealized -16.6%

MRSH MARSH & MCLENNAN COS INC 0.1%

Value $22.93M Shares 341,000 Est. Cost $40.50 Unrealized +41.5%

— TASER INTL INC 0.1%

Value $22.89M Shares 800,000 Est. Cost $22.92 Unrealized —

— CERNER CORP 0.1%

Value $22.85M Shares 370,000 Est. Cost $54.15 Unrealized —

AAT AMERICAN ASSETS TR INC 0.1%

Value $22.77M Shares 525,000 Est. Cost $34.90 Unrealized —

VRTX VERTEX PHARMACEUTICALS INC 0.1%

Value $22.68M Shares 260,000 Est. Cost $82.96 Unrealized +13.9%

— MYLAN N V 0.1%

Value $22.23M Shares 583,255 Est. Cost $53.99 Unrealized —

MTSI MACOM TECH SOLUTIONS HLDGS I 0.1%

Value $22.02M Shares 520,000 Est. Cost $36.06 Unrealized +8.7%

CPB CAMPBELL SOUP CO 0.1%

Value $21.88M Shares 400,000 Est. Cost $32.88 Unrealized +36.1%

ACN ACCENTURE PLC IRELAND 0.1%

Value $21.77M Shares 178,200 Est. Cost $88.41 Unrealized +11.1%

— STAMPS COM INC 0.1%

Value $21.74M Shares 230,000 Est. Cost $87.42 Unrealized —

F FORD MTR CO DEL 0.1%

Value $21.73M Shares 1,800,000 Est. Cost $8.87 Unrealized -13.3%

SF STIFEL FINL CORP 0.1%

Value $21.53M Shares 560,000 Est. Cost $27.13 Unrealized -21.4%

— HSN INC 0.1%

Value $21.49M Shares 540,000 Est. Cost $49.28 Unrealized —

CVLT COMMVAULT SYSTEMS INC 0.1%

Value $21.25M Shares 400,000 Est. Cost $51.50 Unrealized -2.4%

ADC AGREE REALTY CORP 0.1%

Value $21.05M Shares 425,750 Est. Cost $33.72 Unrealized —

COF CAPITAL ONE FINL CORP 0.1%

Value $20.83M Shares 290,000 Est. Cost $63.28 Unrealized -7.9%

JCI JOHNSON CTLS INTL PLC 0.1%

Value $20.83M Shares 447,675 Est. Cost $33.21 Unrealized 0.0%

NXPI NXP SEMICONDUCTORS N V 0.1%

Value $20.74M Shares 203,347 Est. Cost $71.06 Unrealized +6.0%

BRK/A BERKSHIRE HATHAWAY INC DEL 0.1%

Value $20.54M Shares 95 Est. Cost $189817.56 Unrealized +15.6%

HPE HEWLETT PACKARD ENTERPRISE C 0.1%

Value $20.48M Shares 900,000 Est. Cost $6.50 Unrealized +45.2%

URI UNITED RENTALS INC 0.1%

Value $20.41M Shares 260,000 Est. Cost $91.11 Unrealized -18.5%

VTR VENTAS INC 0.1%

Value $20.32M Shares 287,700 Est. Cost $44.90 Unrealized +7.7%

GIS GENERAL MLS INC 0.1%

Value $20.23M Shares 316,720 Est. Cost $35.77 Unrealized +39.8%

KR KROGER CO 0.1%

Value $19.86M Shares 669,000 Est. Cost $24.43 Unrealized +12.1%

EPD ENTERPRISE PRODS PARTNERS L 0.1%

Value $19.8M Shares 716,800 Est. Cost $27.53 Unrealized —

ARE ALEXANDRIA REAL ESTATE EQ IN 0.1%

Value $19.77M Shares 181,750 Est. Cost $58.11 Unrealized +34.2%

MAIN MAIN STREET CAPITAL CORP 0.1%

Value $19.74M Shares 575,000 Est. Cost $33.64 Unrealized +0.5%

EQR EQUITY RESIDENTIAL 0.1%

Value $19.62M Shares 304,950 Est. Cost $40.46 Unrealized +12.5%

MCHP MICROCHIP TECHNOLOGY INC 0.1%

Value $19.57M Shares 315,000 Est. Cost $18.65 Unrealized +30.9%

STT STATE STR CORP 0.1%

Value $19.5M Shares 280,000 Est. Cost $47.89 Unrealized +3.8%

— SL GREEN RLTY CORP 0.1%

Value $19.38M Shares 179,250 Est. Cost $109.16 Unrealized —

AKR ACADIA RLTY TR 0.1%

Value $19.14M Shares 528,246 Est. Cost $29.85 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.1%

Value $19.14M Shares 4,600,000 Est. Cost $4.79 Unrealized —

— DISCOVER FINL SVCS 0.1%

Value $19.09M Shares 337,500 Est. Cost $58.35 Unrealized —

— AMERICAN CAMPUS CMNTYS INC 0.1%

Value $18.98M Shares 373,001 Est. Cost $38.24 Unrealized —

— CYPRESS SEMICONDUCTOR CORP 0.1%

Value $18.85M Shares 1,550,250 Est. Cost $11.31 Unrealized —

GNW GENWORTH FINL INC 0.1%

Value $18.85M Shares 3,800,000 Est. Cost $5.45 Unrealized -29.5%

AEP AMERICAN ELEC PWR INC 0.1%

Value $18.81M Shares 293,000 Est. Cost $36.64 Unrealized +31.9%

ALB ALBEMARLE CORP 0.1%

Value $18.81M Shares 220,000 Est. Cost $49.91 Unrealized +45.2%

— OFFICE DEPOT INC 0.1%

Value $18.56M Shares 5,200,000 Est. Cost $6.03 Unrealized —

— HESS CORP 0.1%

Value $18.23M Shares 340,000 Est. Cost $74.17 Unrealized —

ALL ALLSTATE CORP 0.1%

Value $18.06M Shares 261,054 Est. Cost $48.28 Unrealized +15.8%

TRV TRAVELERS COMPANIES INC 0.1%

Value $17.94M Shares 156,595 Est. Cost $70.51 Unrealized +35.1%

— BLACKSTONE GROUP L P 0.1%

Value $17.87M Shares 700,000 Est. Cost $28.33 Unrealized —

BDX BECTON DICKINSON & CO 0.1%

Value $17.86M Shares 99,374 Est. Cost $97.86 Unrealized +51.8%

— BANKRATE INC DEL 0.1%

Value $17.81M Shares 2,100,000 Est. Cost $13.95 Unrealized —

— KANSAS CITY SOUTHERN 0.1%

Value $17.73M Shares 190,000 Est. Cost $103.86 Unrealized —

INFY INFOSYS LTD 0.1%

Value $17.61M Shares 1,115,921 Est. Cost $18.88 Unrealized —

DVN DEVON ENERGY CORP NEW 0.1%

Value $17.42M Shares 395,000 Est. Cost $34.67 Unrealized -17.6%

GVA GRANITE CONSTR INC 0.1%

Value $17.41M Shares 350,000 Est. Cost $40.61 Unrealized +19.7%

WMB WILLIAMS COS INC DEL 0.1%

Value $17.36M Shares 565,000 Est. Cost $24.58 Unrealized -34.0%

PSX PHILLIPS 66 0.1%

Value $17.32M Shares 215,000 Est. Cost $54.20 Unrealized +0.4%

— GRAMERCY PPTY TR 0.1%

Value $17.2M Shares 1,784,822 Est. Cost $7.82 Unrealized —

— TE CONNECTIVITY LTD 0.1%

Value $17.13M Shares 266,000 Est. Cost $61.08 Unrealized —

EBAY EBAY INC 0.1%

Value $17.11M Shares 520,000 Est. Cost $21.78 Unrealized +23.4%

— AVON PRODS INC 0.1%

Value $16.98M Shares 3,000,000 Est. Cost $4.31 Unrealized —

EG EVEREST RE GROUP LTD 0.1%

Value $16.91M Shares 89,000 Est. Cost $123.83 Unrealized +24.9%

— AMERICA MOVIL SAB DE CV 0.1%

Value $16.77M Shares 1,465,470 Est. Cost $14.31 Unrealized —

LAD LITHIA MTRS INC 0.1%

Value $16.65M Shares 174,300 Est. Cost $81.09 Unrealized +3.6%

EPAM EPAM SYS INC 0.1%

Value $16.63M Shares 240,000 Est. Cost $67.94 Unrealized 0.0%

PPG PPG INDS INC 0.1%

Value $16.54M Shares 160,000 Est. Cost $86.09 Unrealized +2.6%

CNC CENTENE CORP DEL 0.1%

Value $16.44M Shares 245,550 Est. Cost $34.43 Unrealized +0.9%

BZH BEAZER HOMES USA INC 0.1%

Value $16.32M Shares 1,400,000 Est. Cost $18.64 Unrealized -45.3%

SYY SYSCO CORP 0.1%

Value $16.32M Shares 333,000 Est. Cost $26.91 Unrealized +49.6%

CAH CARDINAL HEALTH INC 0.1%

Value $16.32M Shares 210,000 Est. Cost $49.64 Unrealized +23.8%

HUN HUNTSMAN CORP 0.1%

Value $16.27M Shares 1,000,000 Est. Cost $21.86 Unrealized -27.5%

— TRITON INTL LTD 0.1%

Value $16.22M Shares 1,230,000 Est. Cost $13.19 Unrealized —

— TWITTER INC 0.1%

Value $16.14M Shares 700,000 Est. Cost $22.77 Unrealized —

— WEIGHT WATCHERS INTL INC NEW 0.1%

Value $16M Shares 1,550,000 Est. Cost $14.53 Unrealized —

SUI SUN CMNTYS INC 0.1%

Value $15.85M Shares 202,000 Est. Cost $56.78 Unrealized —

ITUB ITAU UNIBANCO HLDG SA 0.1%

Value $15.82M Shares 1,446,433 Est. Cost $8.99 Unrealized —

— RETAIL OPPORTUNITY INVTS COR 0.1%

Value $15.79M Shares 719,000 Est. Cost $16.25 Unrealized —

EVC ENTRAVISION COMMUNICATIONS C 0.1%

Value $15.72M Shares 2,060,000 Est. Cost $3.30 Unrealized +39.1%

FMX FOMENTO ECONOMICO MEXICANO S 0.1%

Value $15.71M Shares 170,713 Est. Cost $91.18 Unrealized —

CNK CINEMARK HOLDINGS INC 0.1%

Value $15.7M Shares 410,000 Est. Cost $24.95 Unrealized +32.0%

CME CME GROUP INC 0.1%

Value $15.68M Shares 150,000 Est. Cost $53.77 Unrealized +36.1%

ADBE ADOBE SYS INC 0.1%

Value $15.42M Shares 142,100 Est. Cost $87.37 Unrealized +14.8%

PCG PG&E CORP 0.1%

Value $15.29M Shares 250,000 Est. Cost $39.84 Unrealized +51.6%

BSX BOSTON SCIENTIFIC CORP 0.1%

Value $15.11M Shares 635,000 Est. Cost $13.00 Unrealized +83.5%

— PIONEER NAT RES CO 0.1%

Value $15.04M Shares 81,000 Est. Cost $229.81 Unrealized —

SLRC SOLAR CAP LTD 0.1%

Value $14.98M Shares 730,000 Est. Cost $7.03 Unrealized +18.7%

YPF YPF SOCIEDAD ANONIMA 0.1%

Value $14.84M Shares 814,700 Est. Cost $24.92 Unrealized —

SCHW SCHWAB CHARLES CORP NEW 0.1%

Value $14.84M Shares 470,000 Est. Cost $22.85 Unrealized +13.9%

— DREW INDS INC 0.1%

Value $14.7M Shares 150,000 Est. Cost $49.49 Unrealized —

EXC EXELON CORP 0.1%

Value $14.48M Shares 435,000 Est. Cost $16.87 Unrealized +7.2%

HOG HARLEY DAVIDSON INC 0.1%

Value $14.46M Shares 275,000 Est. Cost $65.21 Unrealized -20.7%

PEB PEBBLEBROOK HOTEL TR 0.1%

Value $14.24M Shares 535,434 Est. Cost $37.41 Unrealized —

RPM RPM INTL INC 0.1%

Value $13.97M Shares 260,000 Est. Cost $50.12 Unrealized +5.9%

— CALGON CARBON CORP 0.1%

Value $13.96M Shares 920,000 Est. Cost $20.00 Unrealized —

— CYRUSONE INC 0.1%

Value $13.89M Shares 292,000 Est. Cost $33.46 Unrealized —

— MORGAN STANLEY INDIA INVS FD 0.1%

Value $13.88M Shares 488,333 Est. Cost $20.31 Unrealized —

CX CEMEX SAB DE CV 0.1%

Value $13.77M Shares 1,733,875 Est. Cost $11.84 Unrealized —

NMFC NEW MTN FIN CORP 0.1%

Value $13.76M Shares 1,000,000 Est. Cost $5.02 Unrealized 0.0%

LOW LOWES COS INC 0.1%

Value $13.67M Shares 189,300 Est. Cost $54.30 Unrealized +20.5%

— HUDSON PAC PPTYS INC 0.1%

Value $13.66M Shares 415,500 Est. Cost $27.61 Unrealized —

SLB SCHLUMBERGER LTD 0.1%

Value $13.65M Shares 173,640 Est. Cost $58.80 Unrealized +3.2%

— PHYSICIANS RLTY TR 0.1%

Value $13.59M Shares 631,000 Est. Cost $15.83 Unrealized —

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value $13.52M Shares 85,000 Est. Cost $113.45 Unrealized +32.3%

SBRA SABRA HEALTH CARE REIT INC 0.1%

Value $13.48M Shares 535,500 Est. Cost $28.38 Unrealized —

COR AMERISOURCEBERGEN CORP 0.1%

Value $13.33M Shares 165,000 Est. Cost $49.82 Unrealized +29.0%

GIII G-III APPAREL GROUP LTD 0.1%

Value $13.28M Shares 455,500 Est. Cost $39.94 Unrealized -2.0%

JD JD COM INC 0.1%

Value $13.23M Shares 507,271 Est. Cost $27.75 Unrealized —

MHK MOHAWK INDS INC 0.1%

Value $13.17M Shares 65,750 Est. Cost $140.00 Unrealized +46.8%

XEL XCEL ENERGY INC 0.1%

Value $13.16M Shares 320,000 Est. Cost $23.34 Unrealized +37.0%

EW EDWARDS LIFESCIENCES CORP 0.1%

Value $13.07M Shares 108,400 Est. Cost $18.62 Unrealized +102.3%

— ALEXION PHARMACEUTICALS INC 0.1%

Value $12.87M Shares 105,000 Est. Cost $116.76 Unrealized —

SRE SEMPRA ENERGY 0.1%

Value $12.86M Shares 120,000 Est. Cost $34.62 Unrealized +16.5%

— NATIONAL OILWELL VARCO INC 0.1%

Value $12.86M Shares 350,000 Est. Cost $60.79 Unrealized —

ETN EATON CORP PLC 0.1%

Value $12.81M Shares 195,000 Est. Cost $55.30 Unrealized -4.3%

— VERIFONE SYS INC 0.1%

Value $12.79M Shares 812,500 Est. Cost $18.65 Unrealized —

WM WASTE MGMT INC DEL 0.1%

Value $12.75M Shares 200,000 Est. Cost $45.47 Unrealized +21.3%

— FOREST CITY RLTY TR INC 0.1%

Value $12.65M Shares 546,980 Est. Cost $21.19 Unrealized —

— MICROSEMI CORP 0.1%

Value $12.59M Shares 300,000 Est. Cost $26.81 Unrealized —

BKH BLACK HILLS CORP 0.1%

Value $12.55M Shares 205,000 Est. Cost $33.86 Unrealized +27.6%

DHR DANAHER CORP DEL 0.1%

Value $12.54M Shares 160,000 Est. Cost $38.22 Unrealized +76.0%

GLW CORNING INC 0.1%

Value $12.42M Shares 525,000 Est. Cost $15.67 Unrealized +10.8%

— SBA COMMUNICATIONS CORP 0.1%

Value $12.34M Shares 110,000 Est. Cost $107.94 Unrealized —

— SEQUENTIAL BRNDS GROUP INC N 0.1%

Value $12.27M Shares 1,534,200 Est. Cost $7.92 Unrealized —

— APARTMENT INVT & MGMT CO 0.1%

Value $12.17M Shares 265,000 Est. Cost $35.53 Unrealized —

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $12.14M Shares 290,000 Est. Cost $26.60 Unrealized +19.8%

— LIFE STORAGE INC 0.1%

Value $12.1M Shares 136,000 Est. Cost $88.94 Unrealized —

— VIRGIN AMER INC 0.1%

Value $12.05M Shares 225,200 Est. Cost $53.51 Unrealized —

— PINNACLE FOODS INC DEL 0.1%

Value $12.04M Shares 240,000 Est. Cost $46.29 Unrealized —

MKC MCCORMICK & CO INC 0.1%

Value $11.99M Shares 120,000 Est. Cost $28.56 Unrealized +48.4%

BURL BURLINGTON STORES INC 0.1%

Value $11.95M Shares 147,500 Est. Cost $43.95 Unrealized +76.0%

EIX EDISON INTL 0.1%

Value $11.92M Shares 165,000 Est. Cost $35.87 Unrealized +42.3%

OMC OMNICOM GROUP INC 0.1%

Value $11.9M Shares 140,000 Est. Cost $47.90 Unrealized +26.4%

DTE DTE ENERGY CO 0.1%

Value $11.9M Shares 127,000 Est. Cost $47.19 Unrealized +26.2%

EMN EASTMAN CHEM CO 0.1%

Value $11.84M Shares 175,000 Est. Cost $53.87 Unrealized -8.6%

GBDC GOLUB CAP BDC INC 0.1%

Value $11.72M Shares 631,310 Est. Cost $6.90 Unrealized +13.2%

— SUMMIT MATLS INC 0.0%

Value $11.61M Shares 625,600 Est. Cost $21.00 Unrealized —

MAA MID-AMER APT CMNTYS INC 0.0%

Value $11.59M Shares 123,350 Est. Cost $52.38 Unrealized +37.7%

— MEAD JOHNSON NUTRITION CO 0.0%

Value $11.54M Shares 146,026 Est. Cost $94.13 Unrealized —

ITW ILLINOIS TOOL WKS INC 0.0%

Value $11.47M Shares 95,750 Est. Cost $71.40 Unrealized +30.1%

INTU INTUIT 0.0%

Value $11.43M Shares 103,900 Est. Cost $89.54 Unrealized +16.5%

EA ELECTRONIC ARTS INC 0.0%

Value $11.37M Shares 133,099 Est. Cost $65.84 Unrealized +18.1%

INCY INCYTE CORP 0.0%

Value $11.31M Shares 120,000 Est. Cost $51.07 Unrealized +65.0%

MTZ MASTEC INC 0.0%

Value $11.3M Shares 380,000 Est. Cost $32.42 Unrealized -15.4%

— MARATHON OIL CORP 0.0%

Value $11.25M Shares 711,644 Est. Cost $28.98 Unrealized —

— GENESEE & WYO INC 0.0%

Value $11.24M Shares 163,000 Est. Cost $96.53 Unrealized —

— SPDR SERIES TRUST 0.0%

Value $11.15M Shares 290,000 Est. Cost $68.83 Unrealized —

MELI MERCADOLIBRE INC 0.0%

Value $11.12M Shares 60,143 Est. Cost $123.06 Unrealized +34.2%

ES EVERSOURCE ENERGY 0.0%

Value $11.11M Shares 205,000 Est. Cost $37.22 Unrealized +9.6%

— DISCOVERY COMMUNICATNS NEW 0.0%

Value $11.05M Shares 420,000 Est. Cost $31.17 Unrealized —

NTRS NORTHERN TR CORP 0.0%

Value $10.88M Shares 160,000 Est. Cost $45.46 Unrealized +15.4%

— NIC INC 0.0%

Value $10.81M Shares 460,000 Est. Cost $15.85 Unrealized —

CPA COPA HOLDINGS SA 0.0%

Value $10.78M Shares 122,638 Est. Cost $71.35 Unrealized -18.3%

— COVANTA HLDG CORP 0.0%

Value $10.77M Shares 700,000 Est. Cost $17.45 Unrealized —

SNPS SYNOPSYS INC 0.0%

Value $10.68M Shares 180,000 Est. Cost $38.15 Unrealized +48.9%

DG DOLLAR GEN CORP NEW 0.0%

Value $10.64M Shares 152,000 Est. Cost $49.73 Unrealized +50.9%

— MOBILEYE N V AMSTELVEEN 0.0%

Value $10.63M Shares 249,800 Est. Cost $43.75 Unrealized —

— PROS HOLDINGS INC 0.0%

Value $10.63M Shares 470,000 Est. Cost $26.25 Unrealized —

— INVENTURE FOODS INC 0.0%

Value $10.62M Shares 1,130,000 Est. Cost $7.02 Unrealized —

— TRAVELCENTERS AMER LLC 0.0%

Value $10.6M Shares 1,480,000 Est. Cost $9.02 Unrealized —

EQT EQT CORP 0.0%

Value $10.53M Shares 145,000 Est. Cost $44.72 Unrealized -18.6%

— SVB FINL GROUP 0.0%

Value $10.5M Shares 95,000 Est. Cost $116.62 Unrealized —

CDNS CADENCE DESIGN SYSTEM INC 0.0%

Value $10.49M Shares 411,000 Est. Cost $15.99 Unrealized +56.4%

CBRE CBRE GROUP INC 0.0%

Value $10.45M Shares 373,500 Est. Cost $28.78 Unrealized -0.8%

PHI PLDT INC 0.0%

Value $10.36M Shares 290,500 Est. Cost $35.67 Unrealized —

VLO VALERO ENERGY CORP NEW 0.0%

Value $10.34M Shares 195,000 Est. Cost $35.48 Unrealized +3.5%

HAL HALLIBURTON CO 0.0%

Value $10.32M Shares 230,000 Est. Cost $46.37 Unrealized -21.6%

— FIREEYE INC 0.0%

Value $10.31M Shares 700,000 Est. Cost $28.37 Unrealized —

YUM YUM BRANDS INC 0.0%

Value $10.26M Shares 113,000 Est. Cost $44.64 Unrealized +20.7%

KRC KILROY RLTY CORP 0.0%

Value $10.21M Shares 147,250 Est. Cost $63.95 Unrealized —

— TELEFONICA BRASIL SA 0.0%

Value $10.15M Shares 701,534 Est. Cost $11.49 Unrealized —

REXR REXFORD INDL RLTY INC 0.0%

Value $10.07M Shares 440,000 Est. Cost $14.40 Unrealized —

OPLN KAR AUCTION SVCS INC 0.0%

Value $9.97M Shares 231,000 Est. Cost $13.64 Unrealized +16.9%

TROW PRICE T ROWE GROUP INC 0.0%

Value $9.942M Shares 149,500 Est. Cost $53.20 Unrealized -7.1%

MSA MSA SAFETY INC 0.0%

Value $9.867M Shares 170,000 Est. Cost $54.84 Unrealized +2.0%

— TCP CAP CORP 0.0%

Value $9.828M Shares 600,000 Est. Cost $16.38 Unrealized —

FIVE FIVE BELOW INC 0.0%

Value $9.73M Shares 241,500 Est. Cost $34.30 Unrealized +34.9%

DLTR DOLLAR TREE INC 0.0%

Value $9.551M Shares 121,000 Est. Cost $52.57 Unrealized +71.1%

MPC MARATHON PETE CORP 0.0%

Value $9.539M Shares 235,000 Est. Cost $33.88 Unrealized -10.5%

LGIH LGI HOMES INC 0.0%

Value $9.533M Shares 258,760 Est. Cost $18.11 Unrealized +94.8%

— NIELSEN HLDGS PLC 0.0%

Value $9.514M Shares 177,600 Est. Cost $52.58 Unrealized —

PGR PROGRESSIVE CORP OHIO 0.0%

Value $9.45M Shares 300,000 Est. Cost $17.77 Unrealized +38.9%

— AMERICAN CAPITAL AGENCY CORP 0.0%

Value $9.438M Shares 483,000 Est. Cost $17.97 Unrealized —

— XL GROUP LTD 0.0%

Value $9.416M Shares 280,000 Est. Cost $33.63 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $9.387M Shares 2,100,000 Est. Cost $8.96 Unrealized -57.4%

— NATIONAL CINEMEDIA INC 0.0%

Value $9.273M Shares 630,000 Est. Cost $16.45 Unrealized —

DE DEERE & CO 0.0%

Value $9.218M Shares 108,000 Est. Cost $65.55 Unrealized +7.3%

ZBH ZIMMER BIOMET HLDGS INC 0.0%

Value $9.166M Shares 70,500 Est. Cost $88.67 Unrealized +29.0%

WEC WEC ENERGY GROUP INC 0.0%

Value $9.126M Shares 152,400 Est. Cost $33.96 Unrealized +35.9%

— REALPAGE INC 0.0%

Value $8.995M Shares 350,000 Est. Cost $25.70 Unrealized —

HSIC SCHEIN HENRY INC 0.0%

Value $8.964M Shares 55,000 Est. Cost $45.75 Unrealized +45.1%

VNO VORNADO RLTY TR 0.0%

Value $8.906M Shares 88,000 Est. Cost $102.23 Unrealized —

ELV ANTHEM INC 0.0%

Value $8.772M Shares 70,000 Est. Cost $105.54 Unrealized +7.8%

SJM SMUCKER J M CO 0.0%

Value $8.75M Shares 64,556 Est. Cost $71.42 Unrealized +53.9%

CIEN CIENA CORP 0.0%

Value $8.72M Shares 400,000 Est. Cost $18.65 Unrealized +11.8%

FIS FIDELITY NATL INFORMATION SV 0.0%

Value $8.643M Shares 112,200 Est. Cost $64.26 Unrealized +3.2%

MOS MOSAIC CO NEW 0.0%

Value $8.561M Shares 350,000 Est. Cost $31.76 Unrealized -27.5%

GEO GEO GROUP INC NEW 0.0%

Value $8.561M Shares 360,000 Est. Cost $12.12 Unrealized 0.0%

NVRI HARSCO CORP 0.0%

Value $8.54M Shares 860,000 Est. Cost $21.10 Unrealized -54.8%

— BB&T CORP 0.0%

Value $8.487M Shares 225,000 Est. Cost $37.79 Unrealized —

— FEDERAL REALTY INVT TR 0.0%

Value $8.466M Shares 55,000 Est. Cost $123.31 Unrealized —

FMC F M C CORP 0.0%

Value $8.46M Shares 175,000 Est. Cost $40.09 Unrealized -17.6%

— OCH ZIFF CAP MGMT GROUP 0.0%

Value $8.246M Shares 1,900,000 Est. Cost $5.41 Unrealized —

STWD STARWOOD PPTY TR INC 0.0%

Value $8.197M Shares 364,000 Est. Cost $23.72 Unrealized —

ULTA ULTA SALON COSMETCS & FRAG I 0.0%

Value $8.139M Shares 34,200 Est. Cost $100.00 Unrealized +152.7%

BDN BRANDYWINE RLTY TR 0.0%

Value $8.131M Shares 520,500 Est. Cost $14.33 Unrealized —

— SPECTRA ENERGY CORP 0.0%

Value $8.123M Shares 190,000 Est. Cost $39.07 Unrealized —

— RED HAT INC 0.0%

Value $8.083M Shares 100,000 Est. Cost $55.27 Unrealized —

CMG CHIPOTLE MEXICAN GRILL INC 0.0%

Value $8.047M Shares 19,000 Est. Cost $12.23 Unrealized -32.8%

CHKP CHECK POINT SOFTWARE TECH LT 0.0%

Value $8.04M Shares 103,600 Est. Cost $77.56 Unrealized 0.0%

UHS UNIVERSAL HLTH SVCS INC 0.0%

Value $8.009M Shares 65,000 Est. Cost $82.36 Unrealized +47.7%

GEL GENESIS ENERGY L P 0.0%

Value $7.963M Shares 209,726 Est. Cost $37.04 Unrealized —

TXT TEXTRON INC 0.0%

Value $7.95M Shares 200,000 Est. Cost $40.74 Unrealized -4.6%

— APOLLO ED GROUP INC 0.0%

Value $7.95M Shares 1,000,000 Est. Cost $7.90 Unrealized —

CAG CONAGRA FOODS INC 0.0%

Value $7.891M Shares 167,500 Est. Cost $16.30 Unrealized +57.4%

ODFL OLD DOMINION FGHT LINES INC 0.0%

Value $7.89M Shares 115,000 Est. Cost $21.42 Unrealized +1.4%

— NEW ORIENTAL ED & TECH GRP I 0.0%

Value $7.857M Shares 169,476 Est. Cost $34.54 Unrealized —

— ZELTIQ AESTHETICS INC 0.0%

Value $7.844M Shares 200,000 Est. Cost $27.33 Unrealized —

DEI DOUGLAS EMMETT INC 0.0%

Value $7.802M Shares 213,000 Est. Cost $28.80 Unrealized —

CLX CLOROX CO DEL 0.0%

Value $7.761M Shares 62,000 Est. Cost $64.50 Unrealized +55.4%

PSA PUBLIC STORAGE 0.0%

Value $7.715M Shares 34,575 Est. Cost $109.31 Unrealized +46.1%

PAG PENSKE AUTOMOTIVE GRP INC 0.0%

Value $7.697M Shares 159,750 Est. Cost $44.69 Unrealized -6.9%

ETR ENTERGY CORP NEW 0.0%

Value $7.673M Shares 100,000 Est. Cost $23.44 Unrealized +18.2%

WHR WHIRLPOOL CORP 0.0%

Value $7.662M Shares 47,250 Est. Cost $171.11 Unrealized +3.5%

FE FIRSTENERGY CORP 0.0%

Value $7.608M Shares 230,000 Est. Cost $20.72 Unrealized +11.1%

FCX FREEPORT-MCMORAN INC 0.0%

Value $7.602M Shares 700,000 Est. Cost $15.51 Unrealized -32.7%

— XO GROUP INC 0.0%

Value $7.539M Shares 390,000 Est. Cost $12.22 Unrealized —

— WYNDHAM WORLDWIDE CORP 0.0%

Value $7.474M Shares 111,000 Est. Cost $75.75 Unrealized —

— HANESBRANDS INC 0.0%

Value $7.449M Shares 295,000 Est. Cost $49.74 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 0.0%

Value $7.365M Shares 172,000 Est. Cost $27.56 Unrealized +23.9%

CTRA CABOT OIL & GAS CORP 0.0%

Value $7.353M Shares 285,000 Est. Cost $25.93 Unrealized -29.7%

— NOBLE ENERGY INC 0.0%

Value $7.255M Shares 203,000 Est. Cost $77.46 Unrealized —

HPQ HP INC 0.0%

Value $7.2M Shares 463,600 Est. Cost $9.12 Unrealized +14.8%

IRT INDEPENDENCE RLTY TR INC 0.0%

Value $7.183M Shares 798,100 Est. Cost $8.62 Unrealized —

— REGAL ENTMT GROUP 0.0%

Value $7.178M Shares 330,000 Est. Cost $22.84 Unrealized —

— COLONY STARWOOD HOMES 0.0%

Value $7.118M Shares 248,000 Est. Cost $25.45 Unrealized —

— GSV CAP CORP 0.0%

Value $7.08M Shares 1,500,000 Est. Cost $8.41 Unrealized —

IT GARTNER INC 0.0%

Value $7.076M Shares 80,000 Est. Cost $69.70 Unrealized +34.6%

WSR WHITESTONE REIT 0.0%

Value $7.072M Shares 509,500 Est. Cost $13.22 Unrealized —

A AGILENT TECHNOLOGIES INC 0.0%

Value $7.064M Shares 150,000 Est. Cost $36.49 Unrealized +19.0%

GPN GLOBAL PMTS INC 0.0%

Value $7.016M Shares 91,400 Est. Cost $66.05 Unrealized +8.4%

CCEP COCA COLA EUROPEAN PARTNERS 0.0%

Value $7.013M Shares 175,763 Est. Cost $29.28 Unrealized 0.0%

NBIS YANDEX N V 0.0%

Value $6.979M Shares 331,545 Est. Cost $20.66 Unrealized —

CLDT CHATHAM LODGING TR 0.0%

Value $6.958M Shares 361,500 Est. Cost $24.27 Unrealized —

— ADVANCED SEMICONDUCTOR ENGR 0.0%

Value $6.944M Shares 1,175,019 Est. Cost $6.05 Unrealized —

AER AERCAP HOLDINGS NV 0.0%

Value $6.897M Shares 179,200 Est. Cost $37.14 Unrealized 0.0%

SEE SEALED AIR CORP NEW 0.0%

Value $6.873M Shares 150,000 Est. Cost $40.47 Unrealized -1.3%

XRAY DENTSPLY SIRONA INC 0.0%

Value $6.834M Shares 115,000 Est. Cost $58.93 Unrealized +4.3%

— MAGELLAN MIDSTREAM PRTNRS LP 0.0%

Value $6.826M Shares 96,500 Est. Cost $71.04 Unrealized —

— CITRIX SYS INC 0.0%

Value $6.818M Shares 80,000 Est. Cost $62.55 Unrealized —

— TUPPERWARE BRANDS CORP 0.0%

Value $6.798M Shares 104,000 Est. Cost $83.70 Unrealized —

— INGERSOLL-RAND PLC 0.0%

Value $6.794M Shares 100,000 Est. Cost $51.67 Unrealized —

RRC RANGE RES CORP 0.0%

Value $6.781M Shares 175,000 Est. Cost $67.86 Unrealized -40.4%

GGAL GRUPO FINANCIERO GALICIA S A 0.0%

Value $6.781M Shares 217,933 Est. Cost $30.44 Unrealized —

— DU PONT E I DE NEMOURS & CO 0.0%

Value $6.697M Shares 100,000 Est. Cost $67.04 Unrealized —

ECL ECOLAB INC 0.0%

Value $6.695M Shares 55,000 Est. Cost $97.33 Unrealized +12.0%

— ZYNGA INC 0.0%

Value $6.678M Shares 2,294,800 Est. Cost $2.68 Unrealized —

— DATAWATCH CORP 0.0%

Value $6.669M Shares 900,000 Est. Cost $12.85 Unrealized —

EMR EMERSON ELEC CO 0.0%

Value $6.65M Shares 122,000 Est. Cost $38.27 Unrealized +10.5%

— JUNIPER NETWORKS INC 0.0%

Value $6.617M Shares 275,000 Est. Cost $22.95 Unrealized —

— KLX INC 0.0%

Value $6.6M Shares 187,500 Est. Cost $41.25 Unrealized —

— COMMUNICATIONS SALES&LEAS IN 0.0%

Value $6.578M Shares 209,400 Est. Cost $26.89 Unrealized —

TWI TITAN INTL INC ILL 0.0%

Value $6.578M Shares 650,000 Est. Cost $6.22 Unrealized +30.7%

CCK CROWN HOLDINGS INC 0.0%

Value $6.565M Shares 115,000 Est. Cost $48.36 Unrealized +5.3%

RDY DR REDDYS LABS LTD 0.0%

Value $6.54M Shares 140,900 Est. Cost $49.46 Unrealized —

— QTS RLTY TR INC 0.0%

Value $6.527M Shares 123,500 Est. Cost $46.70 Unrealized —

STAG STAG INDL INC 0.0%

Value $6.495M Shares 265,000 Est. Cost $23.80 Unrealized —

SAM BOSTON BEER INC 0.0%

Value $6.443M Shares 41,500 Est. Cost $227.88 Unrealized -23.5%

BVN COMPANIA DE MINAS BUENAVENTU 0.0%

Value $6.413M Shares 463,367 Est. Cost $9.30 Unrealized —

— STERICYCLE INC 0.0%

Value $6.411M Shares 80,000 Est. Cost $118.54 Unrealized —

— LIONS GATE ENTMNT CORP 0.0%

Value $6.397M Shares 320,000 Est. Cost $32.61 Unrealized —

— FMC TECHNOLOGIES INC 0.0%

Value $6.379M Shares 215,000 Est. Cost $50.58 Unrealized —

NOW SERVICENOW INC 0.0%

Value $6.332M Shares 80,000 Est. Cost $10.68 Unrealized +38.1%

HP HELMERICH & PAYNE INC 0.0%

Value $6.326M Shares 94,000 Est. Cost $101.12 Unrealized -37.9%

PAA PLAINS ALL AMERN PIPELINE L 0.0%

Value $6.26M Shares 199,311 Est. Cost $29.89 Unrealized —

AEE AMEREN CORP 0.0%

Value $6.246M Shares 127,000 Est. Cost $27.75 Unrealized +39.8%

MPT MEDICAL PPTYS TRUST INC 0.0%

Value $6.203M Shares 420,000 Est. Cost $12.12 Unrealized —

BWA BORGWARNER INC 0.0%

Value $6.157M Shares 175,000 Est. Cost $41.30 Unrealized -38.2%

CHCT COMMUNITY HEALTHCARE TR INC 0.0%

Value $6.127M Shares 279,500 Est. Cost $19.38 Unrealized —

AES AES CORP 0.0%

Value $6.104M Shares 475,000 Est. Cost $9.49 Unrealized -7.1%

VRSK VERISK ANALYTICS INC 0.0%

Value $6.096M Shares 75,000 Est. Cost $58.56 Unrealized +35.0%

CMS CMS ENERGY CORP 0.0%

Value $6.091M Shares 145,000 Est. Cost $24.12 Unrealized +37.2%

— FOOT LOCKER INC 0.0%

Value $6.027M Shares 89,000 Est. Cost $50.72 Unrealized —

MAR MARRIOTT INTL INC NEW 0.0%

Value $6.026M Shares 89,500 Est. Cost $66.25 Unrealized -2.4%

— SYMANTEC CORP 0.0%

Value $6.024M Shares 240,000 Est. Cost $22.90 Unrealized —

— BUCKEYE PARTNERS L P 0.0%

Value $5.957M Shares 83,200 Est. Cost $69.85 Unrealized —

— TOTAL SYS SVCS INC 0.0%

Value $5.936M Shares 125,900 Est. Cost $49.39 Unrealized —

THO THOR INDS INC 0.0%

Value $5.929M Shares 70,000 Est. Cost $47.71 Unrealized +35.2%

SIG SIGNET JEWELERS LIMITED 0.0%

Value $5.888M Shares 79,000 Est. Cost $96.20 Unrealized -27.6%

ELS EQUITY LIFESTYLE PPTYS INC 0.0%

Value $5.865M Shares 76,000 Est. Cost $44.16 Unrealized —

BRX BRIXMOR PPTY GROUP INC 0.0%

Value $5.85M Shares 210,500 Est. Cost $24.28 Unrealized —

TBPH THERAVANCE BIOPHARMA INC 0.0%

Value $5.815M Shares 160,459 Est. Cost $23.93 Unrealized +16.4%

CNP CENTERPOINT ENERGY INC 0.0%

Value $5.808M Shares 250,000 Est. Cost $16.16 Unrealized +7.1%

— LIFEPOINT HEALTH INC 0.0%

Value $5.696M Shares 96,164 Est. Cost $62.10 Unrealized —

— CORRECTIONS CORP AMER NEW 0.0%

Value $5.548M Shares 400,000 Est. Cost $13.87 Unrealized —

TRNO TERRENO RLTY CORP 0.0%

Value $5.502M Shares 200,000 Est. Cost $22.59 Unrealized —

MUR MURPHY OIL CORP 0.0%

Value $5.472M Shares 180,000 Est. Cost $40.74 Unrealized -50.2%

— SCANA CORP NEW 0.0%

Value $5.428M Shares 75,000 Est. Cost $53.81 Unrealized —

KRG KITE RLTY GROUP TR 0.0%

Value $5.371M Shares 193,750 Est. Cost $27.63 Unrealized —

CSX CSX CORP 0.0%

Value $5.338M Shares 175,000 Est. Cost $7.18 Unrealized +15.4%

AAL AMERICAN AIRLS GROUP INC 0.0%

Value $5.308M Shares 145,000 Est. Cost $37.32 Unrealized -8.8%

KW KENNEDY-WILSON HLDGS INC 0.0%

Value $5.3M Shares 235,000 Est. Cost $23.51 Unrealized -9.6%

SYK STRYKER CORP 0.0%

Value $5.238M Shares 45,000 Est. Cost $71.15 Unrealized +47.4%

— COMPUTER SCIENCES CORP 0.0%

Value $5.221M Shares 100,000 Est. Cost $61.38 Unrealized —

— NEWFIELD EXPL CO 0.0%

Value $5.215M Shares 120,000 Est. Cost $44.20 Unrealized —

— NABORS INDUSTRIES LTD 0.0%

Value $5.107M Shares 420,000 Est. Cost $24.77 Unrealized —

MPLX MPLX LP 0.0%

Value $5.096M Shares 150,500 Est. Cost $33.86 Unrealized —

— CAPITAL SR LIVING CORP 0.0%

Value $5.04M Shares 300,000 Est. Cost $23.79 Unrealized —

MPAA MOTORCAR PTS AMER INC 0.0%

Value $5.037M Shares 175,000 Est. Cost $26.64 Unrealized +5.6%

— ALLEGHANY CORP DEL 0.0%

Value $5.014M Shares 9,550 Est. Cost $438.12 Unrealized —

— CAPSTEAD MTG CORP 0.0%

Value $4.998M Shares 530,000 Est. Cost $9.53 Unrealized —

OHI OMEGA HEALTHCARE INVS INC 0.0%

Value $4.945M Shares 139,500 Est. Cost $34.96 Unrealized —

— TRIANGLE CAP CORP 0.0%

Value $4.925M Shares 250,000 Est. Cost $19.70 Unrealized —

ED CONSOLIDATED EDISON INC 0.0%

Value $4.895M Shares 65,000 Est. Cost $36.43 Unrealized +52.2%

— SPIRIT AIRLS INC 0.0%

Value $4.891M Shares 115,000 Est. Cost $54.07 Unrealized —

VRSN VERISIGN INC 0.0%

Value $4.882M Shares 62,400 Est. Cost $49.41 Unrealized +61.0%

— TWENTY FIRST CENTY FOX INC 0.0%

Value $4.844M Shares 200,000 Est. Cost $27.05 Unrealized —

— SKECHERS U S A INC 0.0%

Value $4.82M Shares 210,500 Est. Cost $34.83 Unrealized —

— BROOKFIELD PPTY PARTNERS L P 0.0%

Value $4.813M Shares 210,000 Est. Cost $22.18 Unrealized —

BWXT BWX TECHNOLOGIES INC 0.0%

Value $4.796M Shares 125,000 Est. Cost $20.82 Unrealized +62.5%

TPH TRI POINTE GROUP INC 0.0%

Value $4.789M Shares 363,336 Est. Cost $14.20 Unrealized -6.9%

— ROWAN COMPANIES PLC 0.0%

Value $4.775M Shares 315,000 Est. Cost $27.83 Unrealized —

FCPT FOUR CORNERS PPTY TR INC 0.0%

Value $4.72M Shares 221,274 Est. Cost $21.48 Unrealized —

TSCO TRACTOR SUPPLY CO 0.0%

Value $4.715M Shares 70,000 Est. Cost $11.24 Unrealized +27.9%

HOLX HOLOGIC INC 0.0%

Value $4.706M Shares 121,200 Est. Cost $23.37 Unrealized +61.5%

NTCT NETSCOUT SYS INC 0.0%

Value $4.68M Shares 160,000 Est. Cost $37.86 Unrealized -27.5%

AMCX AMC NETWORKS INC 0.0%

Value $4.667M Shares 90,000 Est. Cost $59.89 Unrealized -8.5%

— EXA CORP 0.0%

Value $4.655M Shares 290,000 Est. Cost $11.28 Unrealized —

TAL TAL ED GROUP 0.0%

Value $4.613M Shares 65,119 Est. Cost $29.56 Unrealized —

FLO FLOWERS FOODS INC 0.0%

Value $4.593M Shares 303,750 Est. Cost $13.40 Unrealized -14.6%

IEMG ISHARES INC 0.0%

Value $4.586M Shares 100,550 Est. Cost $47.61 Unrealized —

HL HECLA MNG CO 0.0%

Value $4.56M Shares 800,000 Est. Cost $3.71 Unrealized +57.9%

— MELLANOX TECHNOLOGIES LTD 0.0%

Value $4.541M Shares 105,000 Est. Cost $45.94 Unrealized —

— EQUITY COMWLTH 0.0%

Value $4.534M Shares 150,000 Est. Cost $27.44 Unrealized —

EFX EQUIFAX INC 0.0%

Value $4.522M Shares 33,600 Est. Cost $101.79 Unrealized +19.3%

ATI ALLEGHENY TECHNOLOGIES INC 0.0%

Value $4.518M Shares 250,000 Est. Cost $18.98 Unrealized -12.9%

— CLUBCORP HLDGS INC 0.0%

Value $4.5M Shares 311,000 Est. Cost $18.21 Unrealized —

— VANECK VECTORS ETF TR 0.0%

Value $4.491M Shares 239,400 Est. Cost $17.97 Unrealized —

RVTY PERKINELMER INC 0.0%

Value $4.489M Shares 80,000 Est. Cost $43.14 Unrealized +23.2%

— BARD C R INC 0.0%

Value $4.486M Shares 20,000 Est. Cost $143.00 Unrealized —

CMI CUMMINS INC 0.0%

Value $4.485M Shares 35,000 Est. Cost $75.80 Unrealized +25.0%

UNFI UNITED NAT FOODS INC 0.0%

Value $4.404M Shares 110,000 Est. Cost $67.33 Unrealized -31.8%

LKQ LKQ CORP 0.0%

Value $4.379M Shares 123,500 Est. Cost $29.16 Unrealized +6.7%

— PREFERRED APT CMNTYS INC 0.0%

Value $4.323M Shares 320,000 Est. Cost $9.56 Unrealized —

— ADTRAN INC 0.0%

Value $4.307M Shares 225,000 Est. Cost $20.19 Unrealized —

PSIX POWER SOLUTIONS INTL INC 0.0%

Value $4.305M Shares 420,000 Est. Cost $54.10 Unrealized -73.5%

— CITY OFFICE REIT INC 0.0%

Value $4.264M Shares 335,000 Est. Cost $11.83 Unrealized —

BMA BANCO MACRO SA 0.0%

Value $4.26M Shares 54,445 Est. Cost $74.22 Unrealized —

PVH PVH CORP 0.0%

Value $4.254M Shares 38,500 Est. Cost $118.68 Unrealized -14.1%

WRB BERKLEY W R CORP 0.0%

Value $4.211M Shares 72,905 Est. Cost $9.99 Unrealized +38.7%

MSCI MSCI INC 0.0%

Value $4.197M Shares 50,000 Est. Cost $37.97 Unrealized +102.4%

— ANSYS INC 0.0%

Value $4.167M Shares 45,000 Est. Cost $75.82 Unrealized —

COTY COTY INC 0.0%

Value $4.16M Shares 177,000 Est. Cost $13.82 Unrealized +67.2%

CHT CHUNGHWA TELECOM CO LTD 0.0%

Value $4.147M Shares 118,376 Est. Cost $31.67 Unrealized —

AWI ARMSTRONG WORLD INDS INC NEW 0.0%

Value $4.132M Shares 100,000 Est. Cost $45.49 Unrealized -14.4%

— BABCOCK & WILCOX ENTERPRIS I 0.0%

Value $4.125M Shares 250,000 Est. Cost $16.68 Unrealized —

— MENTOR GRAPHICS CORP 0.0%

Value $4.098M Shares 155,000 Est. Cost $21.06 Unrealized —

— EDUCATION RLTY TR INC 0.0%

Value $4.098M Shares 95,000 Est. Cost $34.85 Unrealized —

OLLI OLLIES BARGAIN OUTLT HLDGS I 0.0%

Value $4.076M Shares 155,500 Est. Cost $20.58 Unrealized +26.7%

— TATA MTRS LTD 0.0%

Value $4.063M Shares 101,615 Est. Cost $37.61 Unrealized —

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.0%

Value $4.055M Shares 85,000 Est. Cost $55.65 Unrealized -9.4%

ALEX ALEXANDER & BALDWIN INC NEW 0.0%

Value $4.034M Shares 105,000 Est. Cost $41.68 Unrealized —

— DDR CORP 0.0%

Value $4.009M Shares 230,000 Est. Cost $17.36 Unrealized —

— HORTONWORKS INC 0.0%

Value $4.008M Shares 480,000 Est. Cost $22.87 Unrealized —

— CTRIP COM INTL LTD 0.0%

Value $3.998M Shares 85,860 Est. Cost $45.74 Unrealized —

— GRUPO FINANCIERO SANTANDER M 0.0%

Value $3.997M Shares 454,238 Est. Cost $9.09 Unrealized —

PWR QUANTA SVCS INC 0.0%

Value $3.989M Shares 142,500 Est. Cost $32.42 Unrealized -22.9%

HXL HEXCEL CORP NEW 0.0%

Value $3.987M Shares 90,000 Est. Cost $43.39 Unrealized +0.9%

— WILLIAMS PARTNERS L P NEW 0.0%

Value $3.968M Shares 106,700 Est. Cost $37.19 Unrealized —

KEYS KEYSIGHT TECHNOLOGIES INC 0.0%

Value $3.961M Shares 125,000 Est. Cost $32.07 Unrealized -7.3%

— KATE SPADE & CO 0.0%

Value $3.936M Shares 229,750 Est. Cost $37.23 Unrealized —

DAN DANA INCORPORATED 0.0%

Value $3.898M Shares 250,000 Est. Cost $16.17 Unrealized -30.6%

LMNR LIMONEIRA CO 0.0%

Value $3.875M Shares 205,000 Est. Cost $18.46 Unrealized -16.3%

M MACYS INC 0.0%

Value $3.872M Shares 104,500 Est. Cost $58.20 Unrealized -37.7%

— SUNOCO LOGISTICS PRTNRS L P 0.0%

Value $3.861M Shares 135,900 Est. Cost $27.02 Unrealized —

INVA INNOVIVA INC 0.0%

Value $3.837M Shares 349,108 Est. Cost $10.97 Unrealized +6.4%

— WORLD WRESTLING ENTMT INC 0.0%

Value $3.834M Shares 180,000 Est. Cost $12.97 Unrealized —

— FELCOR LODGING TR INC 0.0%

Value $3.832M Shares 596,000 Est. Cost $10.33 Unrealized —

RGA REINSURANCE GROUP AMER INC 0.0%

Value $3.807M Shares 35,272 Est. Cost $77.94 Unrealized +31.0%

OSIS OSI SYSTEMS INC 0.0%

Value $3.805M Shares 58,200 Est. Cost $59.67 Unrealized +5.6%

SHW SHERWIN WILLIAMS CO 0.0%

Value $3.804M Shares 13,750 Est. Cost $82.21 Unrealized +8.3%

GEF/B GREIF INC 0.0%

Value $3.757M Shares 62,000 Est. Cost $33.05 Unrealized +4.7%

CSTE CAESARSTONE LTD 0.0%

Value $3.752M Shares 99,500 Est. Cost $38.97 Unrealized -10.3%

BXMT BLACKSTONE MTG TR INC 0.0%

Value $3.74M Shares 127,000 Est. Cost $27.47 Unrealized —

— SOUTHWESTERN ENERGY CO 0.0%

Value $3.737M Shares 270,000 Est. Cost $33.77 Unrealized —

NI NISOURCE INC 0.0%

Value $3.737M Shares 155,000 Est. Cost $11.29 Unrealized +64.2%

— VALSPAR CORP 0.0%

Value $3.712M Shares 35,000 Est. Cost $85.25 Unrealized —

— SNYDERS-LANCE INC 0.0%

Value $3.694M Shares 110,000 Est. Cost $28.42 Unrealized —

— TALLGRASS ENERGY PARTNERS LP 0.0%

Value $3.673M Shares 76,200 Est. Cost $48.20 Unrealized —

EWBC EAST WEST BANCORP INC 0.0%

Value $3.671M Shares 100,000 Est. Cost $26.68 Unrealized +6.2%

IONS IONIS PHARMACEUTICALS INC 0.0%

Value $3.664M Shares 100,000 Est. Cost $53.96 Unrealized -42.0%

LAND GLADSTONE LD CORP 0.0%

Value $3.643M Shares 344,000 Est. Cost $11.38 Unrealized —

— VEREIT INC 0.0%

Value $3.63M Shares 350,000 Est. Cost $7.72 Unrealized —

— NATIONAL INSTRS CORP 0.0%

Value $3.618M Shares 127,400 Est. Cost $28.40 Unrealized —

AAP ADVANCE AUTO PARTS INC 0.0%

Value $3.601M Shares 24,150 Est. Cost $110.25 Unrealized +27.0%

— PHILLIPS 66 PARTNERS LP 0.0%

Value $3.591M Shares 73,880 Est. Cost $48.61 Unrealized —

UMH UMH PPTYS INC 0.0%

Value $3.54M Shares 297,000 Est. Cost $10.09 Unrealized —

SGA SAGA COMMUNICATIONS INC 0.0%

Value $3.537M Shares 78,000 Est. Cost $43.69 Unrealized -5.5%

— ONEOK PARTNERS LP 0.0%

Value $3.516M Shares 88,000 Est. Cost $34.22 Unrealized —

— BALLANTYNE STRONG INC 0.0%

Value $3.5M Shares 500,000 Est. Cost $4.18 Unrealized —

TR TOOTSIE ROLL INDS INC 0.0%

Value $3.465M Shares 94,069 Est. Cost $22.20 Unrealized +37.4%

— CHESAPEAKE ENERGY CORP 0.0%

Value $3.449M Shares 550,000 Est. Cost $25.57 Unrealized —

— BLUE BUFFALO PET PRODS INC 0.0%

Value $3.445M Shares 145,000 Est. Cost $18.60 Unrealized —

DCH AMERICAN AXLE & MFG HLDGS IN 0.0%

Value $3.444M Shares 200,000 Est. Cost $22.15 Unrealized -24.1%

— WESTERN GAS PARTNERS LP 0.0%

Value $3.435M Shares 62,400 Est. Cost $47.67 Unrealized —

OXM OXFORD INDS INC 0.0%

Value $3.432M Shares 50,700 Est. Cost $65.84 Unrealized -4.9%

BSAC BANCO SANTANDER CHILE NEW 0.0%

Value $3.426M Shares 165,592 Est. Cost $20.92 Unrealized —

PNW PINNACLE WEST CAP CORP 0.0%

Value $3.42M Shares 45,000 Est. Cost $35.10 Unrealized +53.2%

REG REGENCY CTRS CORP 0.0%

Value $3.409M Shares 44,000 Est. Cost $49.25 Unrealized +13.6%

DGX QUEST DIAGNOSTICS INC 0.0%

Value $3.385M Shares 40,000 Est. Cost $46.37 Unrealized +50.6%

MAN MANPOWERGROUP INC 0.0%

Value $3.367M Shares 46,600 Est. Cost $84.40 Unrealized -18.3%

— LIBERTY MEDIA CORP DELAWARE 0.0%

Value $3.341M Shares 100,000 Est. Cost $30.87 Unrealized —

GLIN VANECK VECTORS ETF TR 0.0%

Value $3.333M Shares 71,738 Est. Cost $42.38 Unrealized —

— SINCLAIR BROADCAST GROUP INC 0.0%

Value $3.321M Shares 115,000 Est. Cost $34.75 Unrealized —

— WCI CMNTYS INC 0.0%

Value $3.321M Shares 140,000 Est. Cost $21.13 Unrealized —

Value $3.25M Shares 260,000 Est. Cost $11.43 Unrealized —

— SAFEGUARD SCIENTIFICS INC 0.0%

Value $3.24M Shares 250,000 Est. Cost $20.79 Unrealized —

LULU LULULEMON ATHLETICA INC 0.0%

Value $3.232M Shares 53,000 Est. Cost $51.30 Unrealized +43.9%

CAL CALERES INC 0.0%

Value $3.212M Shares 127,000 Est. Cost $23.84 Unrealized -6.7%

— HARRIS CORP DEL 0.0%

Value $3.206M Shares 35,000 Est. Cost $75.75 Unrealized —

— NEW SR INVT GROUP INC 0.0%

Value $3.174M Shares 275,000 Est. Cost $10.44 Unrealized —

OGE OGE ENERGY CORP 0.0%

Value $3.162M Shares 100,000 Est. Cost $33.87 Unrealized -6.5%

— EQUITY ONE 0.0%

Value $3.153M Shares 103,000 Est. Cost $26.16 Unrealized —

NWSA NEWS CORP NEW 0.0%

Value $3.146M Shares 225,000 Est. Cost $14.16 Unrealized -16.6%

— DELL TECHNOLOGIES INC 0.0%

Value $3.143M Shares 65,761 Est. Cost $47.79 Unrealized —

— QEP RES INC 0.0%

Value $3.125M Shares 160,000 Est. Cost $34.50 Unrealized —

— RIGEL PHARMACEUTICALS INC 0.0%

Value $3.12M Shares 850,000 Est. Cost $2.89 Unrealized —

PCH POTLATCH CORP NEW 0.0%

Value $3.111M Shares 80,000 Est. Cost $30.24 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.0%

Value $3.101M Shares 268,743 Est. Cost $33.27 Unrealized -65.3%

— COLONY CAP INC 0.0%

Value $3.081M Shares 169,000 Est. Cost $18.94 Unrealized —

HTGC HERCULES CAPITAL INC 0.0%

Value $3.051M Shares 225,000 Est. Cost $13.33 Unrealized 0.0%

— ASPEN TECHNOLOGY INC 0.0%

Value $3.041M Shares 65,000 Est. Cost $46.40 Unrealized —

— FINISAR CORP 0.0%

Value $2.98M Shares 100,000 Est. Cost $19.75 Unrealized —

KSS KOHLS CORP 0.0%

Value $2.975M Shares 68,000 Est. Cost $41.89 Unrealized 0.0%

— CARMIKE CINEMAS INC 0.0%

Value $2.942M Shares 90,000 Est. Cost $35.13 Unrealized —

CRL CHARLES RIV LABS INTL INC 0.0%

Value $2.917M Shares 35,000 Est. Cost $54.87 Unrealized +52.8%

— TAUBMAN CTRS INC 0.0%

Value $2.902M Shares 39,000 Est. Cost $74.87 Unrealized —

AMG AFFILIATED MANAGERS GROUP 0.0%

Value $2.894M Shares 20,000 Est. Cost $187.17 Unrealized -26.0%

GZTGF GAZIT GLOBE LTD 0.0%

Value $2.892M Shares 277,500 Est. Cost $12.57 Unrealized -20.8%

— CONSOL ENERGY INC 0.0%

Value $2.88M Shares 150,000 Est. Cost $46.07 Unrealized —

— BROOKFIELD ASSET MGMT INC 0.0%

Value $2.863M Shares 81,369 Est. Cost $40.99 Unrealized —

AZO AUTOZONE INC 0.0%

Value $2.843M Shares 3,700 Est. Cost $562.68 Unrealized +38.3%

— EQT MIDSTREAM PARTNERS LP 0.0%

Value $2.842M Shares 37,300 Est. Cost $77.35 Unrealized —

PAM PAMPA ENERGIA S A 0.0%

Value $2.841M Shares 87,687 Est. Cost $28.15 Unrealized —

CRI CARTER INC 0.0%

Value $2.818M Shares 32,500 Est. Cost $55.25 Unrealized +40.6%

NFG NATIONAL FUEL GAS CO N J 0.0%

Value $2.812M Shares 52,000 Est. Cost $57.38 Unrealized -1.5%

— GLOBAL MED REIT INC 0.0%

Value $2.782M Shares 285,000 Est. Cost $10.01 Unrealized —

— SPIRIT RLTY CAP INC NEW 0.0%

Value $2.733M Shares 205,000 Est. Cost $11.80 Unrealized —

EC ECOPETROL S A 0.0%

Value $2.732M Shares 311,868 Est. Cost $8.98 Unrealized —

— SPECTRA ENERGY PARTNERS LP 0.0%

Value $2.731M Shares 62,500 Est. Cost $47.49 Unrealized —

— GREAT PLAINS ENERGY INC 0.0%

Value $2.729M Shares 100,000 Est. Cost $26.87 Unrealized —

— 2U INC 0.0%

Value $2.715M Shares 70,900 Est. Cost $34.00 Unrealized —

PTEN PATTERSON UTI ENERGY INC 0.0%

Value $2.707M Shares 121,000 Est. Cost $32.83 Unrealized -38.9%

— CIMAREX ENERGY CO 0.0%

Value $2.687M Shares 20,000 Est. Cost $143.45 Unrealized —

— SUPERIOR ENERGY SVCS INC 0.0%

Value $2.685M Shares 150,000 Est. Cost $24.39 Unrealized —

LNT ALLIANT ENERGY CORP 0.0%

Value $2.682M Shares 70,000 Est. Cost $23.72 Unrealized +23.4%

— RETAIL PPTYS AMER INC 0.0%

Value $2.663M Shares 158,500 Est. Cost $16.80 Unrealized —

— ENBRIDGE ENERGY PARTNERS L P 0.0%

Value $2.64M Shares 103,800 Est. Cost $25.43 Unrealized —

R RYDER SYS INC 0.0%

Value $2.638M Shares 40,000 Est. Cost $84.32 Unrealized -22.4%

BKD BROOKDALE SR LIVING INC 0.0%

Value $2.635M Shares 151,000 Est. Cost $20.66 Unrealized -16.5%

ITGR INTEGER HLDGS CORP 0.0%

Value $2.603M Shares 120,000 Est. Cost $25.58 Unrealized 0.0%

— ENERGEN CORP 0.0%

Value $2.597M Shares 45,000 Est. Cost $88.88 Unrealized —

BBY BEST BUY INC 0.0%

Value $2.585M Shares 67,700 Est. Cost $20.61 Unrealized +22.5%

MDU MDU RES GROUP INC 0.0%

Value $2.544M Shares 100,000 Est. Cost $9.15 Unrealized -24.4%

— XCEL BRANDS INC 0.0%

Value $2.541M Shares 515,419 Est. Cost $8.49 Unrealized —

MSTR MICROSTRATEGY INC 0.0%

Value $2.512M Shares 15,000 Est. Cost $12.76 Unrealized +34.8%

— TWENTY FIRST CENTY FOX INC 0.0%

Value $2.474M Shares 100,000 Est. Cost $29.27 Unrealized —

— LIBERTY GLOBAL PLC 0.0%

Value $2.461M Shares 87,739 Est. Cost $28.78 Unrealized —

DRI DARDEN RESTAURANTS INC 0.0%

Value $2.453M Shares 40,000 Est. Cost $31.36 Unrealized +52.0%

RIG TRANSOCEAN LTD 0.0%

Value $2.452M Shares 230,000 Est. Cost $36.15 Unrealized -70.8%

— WPX ENERGY INC 0.0%

Value $2.44M Shares 185,000 Est. Cost $23.91 Unrealized —

— HD SUPPLY HLDGS INC 0.0%

Value $2.399M Shares 75,000 Est. Cost $28.27 Unrealized —

— ENERGY TRANSFER PRTNRS L P 0.0%

Value $2.383M Shares 64,400 Est. Cost $37.00 Unrealized —

— PENNSYLVANIA RL ESTATE INVT 0.0%

Value $2.361M Shares 102,500 Est. Cost $22.13 Unrealized —

— WASHINGTON PRIME GROUP NEW 0.0%

Value $2.318M Shares 187,188 Est. Cost $12.38 Unrealized —

PLNT PLANET FITNESS INC 0.0%

Value $2.308M Shares 115,000 Est. Cost $16.20 Unrealized +27.1%

RITM NEW RESIDENTIAL INVT CORP 0.0%

Value $2.306M Shares 167,000 Est. Cost $13.83 Unrealized —

EPC EDGEWELL PERS CARE CO 0.0%

Value $2.306M Shares 29,000 Est. Cost $93.45 Unrealized -21.3%

NJR NEW JERSEY RES 0.0%

Value $2.3M Shares 70,000 Est. Cost $19.81 Unrealized +30.5%

— AQUA AMERICA INC 0.0%

Value $2.286M Shares 75,000 Est. Cost $29.06 Unrealized —

SUN SUNOCO LP 0.0%

Value $2.269M Shares 78,200 Est. Cost $33.17 Unrealized —

— ENSCO PLC 0.0%

Value $2.253M Shares 265,000 Est. Cost $50.19 Unrealized —

NRG NRG ENERGY INC 0.0%

Value $2.252M Shares 200,890 Est. Cost $17.83 Unrealized -40.0%

— FINANCIAL ENGINES INC 0.0%

Value $2.231M Shares 75,087 Est. Cost $45.28 Unrealized —

ABM ABM INDS INC 0.0%

Value $2.223M Shares 56,000 Est. Cost $26.21 Unrealized +20.3%

— 58 COM INC 0.0%

Value $2.205M Shares 46,279 Est. Cost $46.59 Unrealized —

RHI ROBERT HALF INTL INC 0.0%

Value $2.203M Shares 58,200 Est. Cost $44.79 Unrealized -14.9%

HALO HALOZYME THERAPEUTICS INC 0.0%

Value $2.174M Shares 180,000 Est. Cost $8.48 Unrealized +20.5%

SABR SABRE CORP 0.0%

Value $2.173M Shares 77,100 Est. Cost $26.67 Unrealized +4.7%

— ANGLOGOLD ASHANTI LTD 0.0%

Value $2.132M Shares 133,937 Est. Cost $14.07 Unrealized —

— CUMULUS MEDIA INC 0.0%

Value $2.128M Shares 6,450,000 Est. Cost $4.06 Unrealized —

ALKS ALKERMES PLC 0.0%

Value $2.116M Shares 45,000 Est. Cost $46.12 Unrealized +3.1%

HIW HIGHWOODS PPTYS INC 0.0%

Value $2.085M Shares 40,000 Est. Cost $38.87 Unrealized —

— ZAIS FINL CORP 0.0%

Value $2.078M Shares 144,000 Est. Cost $16.62 Unrealized —

— WEB COM GROUP INC 0.0%

Value $2.072M Shares 120,000 Est. Cost $28.87 Unrealized —

— RESTORATION HARDWARE HLDGS I 0.0%

Value $2.071M Shares 59,900 Est. Cost $94.22 Unrealized —

— U S G CORP 0.0%

Value $2.068M Shares 80,000 Est. Cost $29.39 Unrealized —

BELFB BEL FUSE INC 0.0%

Value $2.052M Shares 85,000 Est. Cost $20.44 Unrealized -7.2%

ACCO ACCO BRANDS CORP 0.0%

Value $2.044M Shares 212,000 Est. Cost $4.27 Unrealized +67.9%

— BANCOLOMBIA S A 0.0%

Value $2.025M Shares 51,869 Est. Cost $39.04 Unrealized —

RMD RESMED INC 0.0%

Value $2.021M Shares 31,200 Est. Cost $42.61 Unrealized +40.7%

VIPS VIPSHOP HLDGS LTD 0.0%

Value $2.015M Shares 137,347 Est. Cost $14.81 Unrealized —

GERN GERON CORP 0.0%

Value $1.966M Shares 870,000 Est. Cost $3.24 Unrealized -19.9%

URBN URBAN OUTFITTERS INC 0.0%

Value $1.95M Shares 56,500 Est. Cost $35.29 Unrealized -7.2%

— CELLDEX THERAPEUTICS INC NEW 0.0%

Value $1.919M Shares 475,000 Est. Cost $15.53 Unrealized —

— NXSTAGE MEDICAL INC 0.0%

Value $1.917M Shares 76,700 Est. Cost $14.37 Unrealized —

RWT REDWOOD TR INC 0.0%

Value $1.912M Shares 135,000 Est. Cost $17.40 Unrealized —

BBD BANCO BRADESCO S A 0.0%

Value $1.908M Shares 210,417 Est. Cost $6.94 Unrealized —

— ACORDA THERAPEUTICS INC 0.0%

Value $1.879M Shares 90,000 Est. Cost $33.71 Unrealized —

ATO ATMOS ENERGY CORP 0.0%

Value $1.862M Shares 25,000 Est. Cost $38.03 Unrealized +61.9%

IBN ICICI BK LTD 0.0%

Value $1.851M Shares 247,876 Est. Cost $17.48 Unrealized —

— NOBLE CORP PLC 0.0%

Value $1.839M Shares 290,000 Est. Cost $31.95 Unrealized —

DKS DICKS SPORTING GOODS INC 0.0%

Value $1.815M Shares 32,000 Est. Cost $38.25 Unrealized +10.2%

— NEKTAR THERAPEUTICS 0.0%

Value $1.804M Shares 105,000 Est. Cost $12.82 Unrealized —

SHOO MADDEN STEVEN LTD 0.0%

Value $1.797M Shares 52,000 Est. Cost $19.49 Unrealized +3.4%

— VISTA OUTDOOR INC 0.0%

Value $1.794M Shares 45,000 Est. Cost $42.82 Unrealized —

— ARRAY BIOPHARMA INC 0.0%

Value $1.789M Shares 265,000 Est. Cost $4.56 Unrealized —

— POWERSHARES ETF TR II 0.0%

Value $1.786M Shares 70,000 Est. Cost $25.51 Unrealized —

— MOBILE TELESYSTEMS PJSC 0.0%

Value $1.782M Shares 233,585 Est. Cost $7.03 Unrealized —

SBNY SIGNATURE BK NEW YORK N Y 0.0%

Value $1.777M Shares 15,000 Est. Cost $126.20 Unrealized —

— PERFORMANCE SPORTS GROUP LTD 0.0%

Value $1.776M Shares 437,500 Est. Cost $14.49 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 0.0%

Value $1.768M Shares 70,000 Est. Cost $25.26 Unrealized —

PBYI PUMA BIOTECHNOLOGY INC 0.0%

Value $1.732M Shares 25,833 Est. Cost $147.95 Unrealized -65.8%

GPI GROUP 1 AUTOMOTIVE INC 0.0%

Value $1.725M Shares 27,000 Est. Cost $70.36 Unrealized -16.2%

PKBK PARKE BANCORP INC 0.0%

Value $1.704M Shares 114,241 Est. Cost $6.75 Unrealized +26.5%

— NORTHSTAR ASSET MGMT GROUP I 0.0%

Value $1.701M Shares 131,564 Est. Cost $18.42 Unrealized —

TV GRUPO TELEVISA SA 0.0%

Value $1.654M Shares 64,400 Est. Cost $26.55 Unrealized —

DGII DIGI INTL INC 0.0%

Value $1.653M Shares 145,000 Est. Cost $9.15 Unrealized +24.3%

— AMAG PHARMACEUTICALS INC 0.0%

Value $1.622M Shares 66,167 Est. Cost $20.72 Unrealized —

NPKI NEWPARK RES INC 0.0%

Value $1.619M Shares 220,000 Est. Cost $11.66 Unrealized -43.3%

AEO AMERICAN EAGLE OUTFITTERS NE 0.0%

Value $1.607M Shares 90,000 Est. Cost $10.54 Unrealized +31.7%

SAH SONIC AUTOMOTIVE INC 0.0%

Value $1.598M Shares 85,000 Est. Cost $24.96 Unrealized -29.2%

— BEASLEY BROADCAST GROUP INC 0.0%

Value $1.596M Shares 294,000 Est. Cost $6.35 Unrealized —

— SUMMIT MIDSTREAM PARTNERS LP 0.0%

Value $1.585M Shares 69,100 Est. Cost $22.94 Unrealized —

THRM GENTHERM INC 0.0%

Value $1.571M Shares 50,000 Est. Cost $39.11 Unrealized -15.5%

AGRO ADECOAGRO S A 0.0%

Value $1.571M Shares 137,716 Est. Cost $9.70 Unrealized -3.1%

— WGL HLDGS INC 0.0%

Value $1.568M Shares 25,000 Est. Cost $43.11 Unrealized —

— IMS HEALTH HLDGS INC 0.0%

Value $1.567M Shares 50,000 Est. Cost $25.68 Unrealized —

IDA IDACORP INC 0.0%

Value $1.566M Shares 20,000 Est. Cost $55.23 Unrealized +42.9%

— BRIGHTCOVE INC 0.0%

Value $1.566M Shares 120,000 Est. Cost $10.41 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.0%

Value $1.56M Shares 1,700,000 Est. Cost $0.92 Unrealized —

— ENTERCOM COMMUNICATIONS CORP 0.0%

Value $1.553M Shares 120,000 Est. Cost $10.73 Unrealized —

VALE VALE S A 0.0%

Value $1.543M Shares 280,584 Est. Cost $5.06 Unrealized —

— ADAMAS PHARMACEUTICALS INC 0.0%

Value $1.534M Shares 93,500 Est. Cost $18.28 Unrealized —

EMMS EMMIS COMMUNICATIONS CORP 0.0%

Value $1.519M Shares 375,000 Est. Cost $3.71 Unrealized 0.0%

UCTT ULTRA CLEAN HLDGS INC 0.0%

Value $1.482M Shares 200,000 Est. Cost $9.38 Unrealized -30.0%

— SOUTH JERSEY INDS INC 0.0%

Value $1.478M Shares 50,000 Est. Cost $42.56 Unrealized —

ENR ENERGIZER HLDGS INC NEW 0.0%

Value $1.449M Shares 29,000 Est. Cost $28.77 Unrealized +25.3%

— CHICAGO BRIDGE & IRON CO N V 0.0%

Value $1.402M Shares 50,000 Est. Cost $59.44 Unrealized —

GPK GRAPHIC PACKAGING HLDG CO 0.0%

Value $1.399M Shares 100,000 Est. Cost $13.06 Unrealized +5.3%

— DIAMOND OFFSHORE DRILLING IN 0.0%

Value $1.391M Shares 79,000 Est. Cost $49.63 Unrealized —

ALLE ALLEGION PUB LTD CO 0.0%

Value $1.378M Shares 20,000 Est. Cost $46.47 Unrealized +35.9%

SHOP SHOPIFY INC 0.0%

Value $1.364M Shares 31,787 Est. Cost $2.37 Unrealized +61.1%

— CSRA INC 0.0%

Value $1.345M Shares 50,000 Est. Cost $30.00 Unrealized —

ESNT ESSENT GROUP LTD 0.0%

Value $1.331M Shares 50,000 Est. Cost $19.08 Unrealized +18.8%

RYN RAYONIER INC 0.0%

Value $1.327M Shares 50,000 Est. Cost $35.56 Unrealized —

— BRF SA 0.0%

Value $1.324M Shares 77,621 Est. Cost $15.51 Unrealized —

— VALE S A 0.0%

Value $1.316M Shares 279,500 Est. Cost $4.71 Unrealized —

ABR ARBOR RLTY TR INC 0.0%

Value $1.299M Shares 175,000 Est. Cost $6.95 Unrealized —

— BITAUTO HLDGS LTD 0.0%

Value $1.297M Shares 44,614 Est. Cost $24.78 Unrealized —

— NORDSTROM INC 0.0%

Value $1.297M Shares 25,000 Est. Cost $67.93 Unrealized —

— JAKKS PAC INC 0.0%

Value $1.296M Shares 150,000 Est. Cost $6.99 Unrealized —

— JACOBS ENGR GROUP INC DEL 0.0%

Value $1.293M Shares 25,000 Est. Cost $51.41 Unrealized —

TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.0%

Value $1.285M Shares 28,500 Est. Cost $34.63 Unrealized +21.7%

MBWM MERCANTILE BANK CORP 0.0%

Value $1.271M Shares 47,339 Est. Cost $13.00 Unrealized +39.0%

— SUMMER INFANT INC 0.0%

Value $1.184M Shares 548,000 Est. Cost $2.53 Unrealized —

NVEC NVE CORP 0.0%

Value $1.179M Shares 20,000 Est. Cost $53.49 Unrealized +8.6%

KFY KORN FERRY INTL 0.0%

Value $1.168M Shares 55,600 Est. Cost $25.31 Unrealized -21.3%

— CYS INVTS INC 0.0%

Value $1.168M Shares 134,000 Est. Cost $8.24 Unrealized —

— CLOUD PEAK ENERGY INC 0.0%

Value $1.164M Shares 214,000 Est. Cost $15.71 Unrealized —

— HFF INC 0.0%

Value $1.163M Shares 42,000 Est. Cost $31.32 Unrealized —

SM SM ENERGY CO 0.0%

Value $1.157M Shares 30,000 Est. Cost $68.14 Unrealized -58.0%

NGVT INGEVITY CORP 0.0%

Value $1.153M Shares 25,000 Est. Cost $30.20 Unrealized +39.8%

— ALLIANCE ONE INTL INC 0.0%

Value $1.147M Shares 60,000 Est. Cost $23.92 Unrealized —

ANGO ANGIODYNAMICS INC 0.0%

Value $1.14M Shares 65,000 Est. Cost $14.48 Unrealized +12.0%

— BSQUARE CORP 0.0%

Value $1.132M Shares 230,000 Est. Cost $3.20 Unrealized —

AWK AMERICAN WTR WKS CO INC NEW 0.0%

Value $1.123M Shares 15,000 Est. Cost $37.25 Unrealized +75.4%

— LYON WILLIAM HOMES 0.0%

Value $1.113M Shares 60,000 Est. Cost $15.67 Unrealized —

— TIVO CORP 0.0%

Value $1.112M Shares 57,060 Est. Cost $19.49 Unrealized —

— TAILORED BRANDS INC 0.0%

Value $1.099M Shares 70,000 Est. Cost $15.70 Unrealized —

— ENERSIS AMERICAS SA 0.0%

Value $1.094M Shares 133,659 Est. Cost $10.56 Unrealized —

LNG CHENIERE ENERGY INC 0.0%

Value $1.09M Shares 25,000 Est. Cost $60.75 Unrealized -30.6%

NXRT NEXPOINT RESIDENTIAL TR INC 0.0%

Value $1.081M Shares 55,000 Est. Cost $16.69 Unrealized —

HII HUNTINGTON INGALLS INDS INC 0.0%

Value $1.074M Shares 7,000 Est. Cost $93.25 Unrealized +48.3%

PFS PROVIDENT FINL SVCS INC 0.0%

Value $1.062M Shares 50,000 Est. Cost $10.34 Unrealized +28.3%

— AT HOME GROUP INC 0.0%

Value $1.061M Shares 70,000 Est. Cost $15.16 Unrealized —

HLX HELIX ENERGY SOLUTIONS GRP I 0.0%

Value $1.057M Shares 130,000 Est. Cost $20.05 Unrealized -62.2%

MSEX MIDDLESEX WATER CO 0.0%

Value $1.057M Shares 30,000 Est. Cost $20.63 Unrealized +83.0%

— INTRAWEST RESORTS HLDGS INC 0.0%

Value $1.054M Shares 65,000 Est. Cost $11.47 Unrealized —

— DYNEGY INC NEW DEL 0.0%

Value $1.053M Shares 85,000 Est. Cost $13.56 Unrealized —

— VECTREN CORP 0.0%

Value $1.004M Shares 20,000 Est. Cost $42.50 Unrealized —

— MONMOUTH REAL ESTATE INVT CO 0.0%

Value $999K Shares 70,000 Est. Cost $12.19 Unrealized —

— CONNECTICUT WTR SVC INC 0.0%

Value $995K Shares 20,000 Est. Cost $33.87 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETRO 0.0%

Value $988K Shares 118,841 Est. Cost $8.31 Unrealized —

— DENBURY RES INC 0.0%

Value $969K Shares 300,000 Est. Cost $18.46 Unrealized —

— MERIDIAN BIOSCIENCE INC 0.0%

Value $965K Shares 50,000 Est. Cost $20.64 Unrealized —

— INTRA CELLULAR THERAPIES INC 0.0%

Value $953K Shares 62,500 Est. Cost $23.36 Unrealized —

— STEELCASE INC 0.0%

Value $931K Shares 67,000 Est. Cost $15.13 Unrealized —

MDRX ALLSCRIPTS HEALTHCARE SOLUTN 0.0%

Value $922K Shares 70,000 Est. Cost $15.59 Unrealized -14.2%

UE URBAN EDGE PPTYS 0.0%

Value $893K Shares 31,750 Est. Cost $22.70 Unrealized —

OII OCEANEERING INTL INC 0.0%

Value $853K Shares 31,000 Est. Cost $58.63 Unrealized -52.8%

CROX CROCS INC 0.0%

Value $830K Shares 100,000 Est. Cost $9.69 Unrealized -1.2%

— VEDANTA LTD 0.0%

Value $825K Shares 79,600 Est. Cost $9.32 Unrealized —

— EXPRESS INC 0.0%

Value $825K Shares 70,000 Est. Cost $15.26 Unrealized —

— CALPINE CORP 0.0%

Value $822K Shares 65,000 Est. Cost $20.48 Unrealized —

EIDO ISHARES TR 0.0%

Value $821K Shares 31,068 Est. Cost $21.91 Unrealized —

— OPHTHOTECH CORP 0.0%

Value $807K Shares 17,500 Est. Cost $42.29 Unrealized —

CWT CALIFORNIA WTR SVC GROUP 0.0%

Value $802K Shares 25,000 Est. Cost $17.56 Unrealized +52.4%

— NEW HOME CO INC 0.0%

Value $800K Shares 75,000 Est. Cost $14.13 Unrealized —

PBR PETROLEO BRASILEIRO SA PETRO 0.0%

Value $797K Shares 85,444 Est. Cost $9.33 Unrealized —

UAL UNITED CONTL HLDGS INC 0.0%

Value $787K Shares 15,000 Est. Cost $47.34 Unrealized +1.6%

NEM NEWMONT MINING CORP 0.0%

Value $786K Shares 20,000 Est. Cost $16.22 Unrealized +100.9%

— COLUMBIA PPTY TR INC 0.0%

Value $784K Shares 35,000 Est. Cost $22.40 Unrealized —

— ASHFORD HOSPITALITY TR INC 0.0%

Value $766K Shares 130,000 Est. Cost $9.52 Unrealized —

— PIER 1 IMPORTS INC 0.0%

Value $763K Shares 180,000 Est. Cost $15.41 Unrealized —

— WESCO AIRCRAFT HLDGS INC 0.0%

Value $739K Shares 55,000 Est. Cost $18.39 Unrealized —

— AMARIN CORP PLC 0.0%

Value $722K Shares 226,033 Est. Cost $2.01 Unrealized —

SCCO SOUTHERN COPPER CORP 0.0%

Value $714K Shares 27,162 Est. Cost $17.51 Unrealized -1.2%

— LIBERTY MEDIA CORP DELAWARE 0.0%

Value $704K Shares 25,000 Est. Cost $18.96 Unrealized —

— ORBOTECH LTD 0.0%

Value $695K Shares 23,480 Est. Cost $22.91 Unrealized —

VRE MACK CALI RLTY CORP 0.0%

Value $681K Shares 25,000 Est. Cost $27.24 Unrealized —

— SELECT INCOME REIT 0.0%

Value $673K Shares 25,000 Est. Cost $26.92 Unrealized —

RARE ULTRAGENYX PHARMACEUTICAL IN 0.0%

Value $667K Shares 9,400 Est. Cost $41.17 Unrealized +55.0%

AMRC AMERESCO INC 0.0%

Value $658K Shares 125,000 Est. Cost $6.77 Unrealized -26.8%

WIT WIPRO LTD 0.0%

Value $656K Shares 67,500 Est. Cost $12.16 Unrealized —

— ACCELERON PHARMA INC 0.0%

Value $651K Shares 18,000 Est. Cost $33.94 Unrealized —

— ADURO BIOTECH INC 0.0%

Value $643K Shares 51,700 Est. Cost $21.85 Unrealized —

— HALYARD HEALTH INC 0.0%

Value $641K Shares 18,500 Est. Cost $45.46 Unrealized —

— DOVER MOTORSPORTS INC 0.0%

Value $618K Shares 250,000 Est. Cost $2.87 Unrealized —

CQP CHENIERE ENERGY PARTNERS LP 0.0%

Value $600K Shares 20,500 Est. Cost $29.27 Unrealized —

DECK DECKERS OUTDOOR CORP 0.0%

Value $596K Shares 10,000 Est. Cost $12.52 Unrealized -16.3%

AVAL GRUPO AVAL ACCIONES Y VALORE 0.0%

Value $592K Shares 67,100 Est. Cost $7.60 Unrealized —

— UCP INC 0.0%

Value $560K Shares 63,534 Est. Cost $13.36 Unrealized —

— SILICONWARE PRECISION INDS L 0.0%

Value $546K Shares 73,800 Est. Cost $6.43 Unrealized —

SQM SOCIEDAD QUIMICA MINERA DE C 0.0%

Value $546K Shares 20,300 Est. Cost $21.52 Unrealized —

XENE XENON PHARMACEUTICALS INC 0.0%

Value $527K Shares 65,000 Est. Cost $13.82 Unrealized -44.1%

MMI MARCUS & MILLICHAP INC 0.0%

Value $523K Shares 20,000 Est. Cost $24.51 Unrealized 0.0%

UMC UNITED MICROELECTRONICS CORP 0.0%

Value $520K Shares 281,200 Est. Cost $1.88 Unrealized —

— BARCLAYS PLC 0.0%

Value $499K Shares 500,000 Est. Cost $0.98 Unrealized —

— ASHFORD HOSPITALITY PRIME IN 0.0%

Value $494K Shares 35,000 Est. Cost $16.39 Unrealized —

— VALEANT PHARMACEUTICALS INTL 0.0%

Value $491K Shares 20,000 Est. Cost $101.65 Unrealized —

— AU OPTRONICS CORP 0.0%

Value $489K Shares 134,100 Est. Cost $2.91 Unrealized —

— NUMEREX CORP PA 0.0%

Value $467K Shares 60,000 Est. Cost $11.48 Unrealized —

— B/E AEROSPACE INC 0.0%

Value $465K Shares 9,000 Est. Cost $76.59 Unrealized —

CDP CORPORATE OFFICE PPTYS TR 0.0%

Value $439K Shares 15,500 Est. Cost $21.83 Unrealized —

— WHEELER REAL ESTATE INVT TR 0.0%

Value $438K Shares 250,000 Est. Cost $2.42 Unrealized —

CGIP CELADON GROUP INC 0.0%

Value $437K Shares 50,000 Est. Cost $13.33 Unrealized -40.1%

— WNS HOLDINGS LTD 0.0%

Value $428K Shares 14,300 Est. Cost $30.97 Unrealized —

— QUORUM HEALTH CORP 0.0%

Value $421K Shares 67,185 Est. Cost $10.72 Unrealized —

— PHARMERICA CORP 0.0%

Value $421K Shares 15,000 Est. Cost $28.60 Unrealized —

— REVANCE THERAPEUTICS INC 0.0%

Value $421K Shares 26,000 Est. Cost $34.00 Unrealized —

LEN/B LENNAR CORP 0.0%

Value $420K Shares 12,500 Est. Cost $28.31 Unrealized +9.6%

— PDL BIOPHARMA INC 0.0%

Value $419K Shares 125,000 Est. Cost $9.68 Unrealized —

— AKORN INC 0.0%

Value $409K Shares 15,000 Est. Cost $33.27 Unrealized —

— FLAMEL TECHNOLOGIES SA 0.0%

Value $408K Shares 32,915 Est. Cost $11.65 Unrealized —

— CONCERT PHARMACEUTICALS INC 0.0%

Value $404K Shares 40,000 Est. Cost $18.98 Unrealized —

MAC MACERICH CO 0.0%

Value $404K Shares 5,000 Est. Cost $85.40 Unrealized —

— ARQULE INC 0.0%

Value $401K Shares 223,774 Est. Cost $1.55 Unrealized —

— CINEDIGM CORP 0.0%

Value $384K Shares 195,999 Est. Cost $1.21 Unrealized —

STLD STEEL DYNAMICS INC 0.0%

Value $375K Shares 15,000 Est. Cost $13.98 Unrealized +50.6%

— FIBROGEN INC 0.0%

Value $365K Shares 17,648 Est. Cost $27.31 Unrealized —

— SI FINL GROUP INC MD 0.0%

Value $356K Shares 26,943 Est. Cost $11.51 Unrealized —

— AXOVANT SCIENCES LTD 0.0%

Value $350K Shares 25,000 Est. Cost $12.92 Unrealized —

ARCO ARCOS DORADOS HOLDINGS INC 0.0%

Value $336K Shares 63,800 Est. Cost $3.30 Unrealized +39.6%

— PARAMOUNT GROUP INC 0.0%

Value $328K Shares 20,000 Est. Cost $18.47 Unrealized —

CC CHEMOURS CO 0.0%

Value $320K Shares 20,000 Est. Cost $4.76 Unrealized +75.0%

— PATHEON N V 0.0%

Value $305K Shares 10,301 Est. Cost $29.61 Unrealized —

SAIA SAIA INC 0.0%

Value $300K Shares 10,000 Est. Cost $42.43 Unrealized -32.4%

SHO SUNSTONE HOTEL INVS INC NEW 0.0%

Value $295K Shares 23,084 Est. Cost $14.24 Unrealized —

TEO TELECOM ARGENTINA S A 0.0%

Value $287K Shares 15,700 Est. Cost $16.53 Unrealized —

— NUVECTRA CORP 0.0%

Value $277K Shares 40,000 Est. Cost $5.40 Unrealized —

— UNITED STATES STL CORP NEW 0.0%

Value $264K Shares 14,000 Est. Cost $26.12 Unrealized —

— VIMPELCOM LTD 0.0%

Value $256K Shares 73,500 Est. Cost $3.37 Unrealized —

— RESOURCE CAP CORP 0.0%

Value $256K Shares 20,000 Est. Cost $12.80 Unrealized —

RSG REPUBLIC SVCS INC 0.0%

Value $252K Shares 5,000 Est. Cost $34.34 Unrealized +27.7%

BRSL INTERNATIONAL GAME TECHNOLOG 0.0%

Value $250K Shares 10,249 Est. Cost $13.09 Unrealized 0.0%

LZB LA Z BOY INC 0.0%

Value $246K Shares 10,000 Est. Cost $24.73 Unrealized +13.8%

— ION GEOPHYSICAL CORP 0.0%

Value $210K Shares 30,666 Est. Cost $7.68 Unrealized —

— BASIC ENERGY SVCS INC NEW 0.0%

Value $203K Shares 245,000 Est. Cost $19.32 Unrealized —

KOF COCA COLA FEMSA S A B DE C V 0.0%

Value $203K Shares 2,700 Est. Cost $75.19 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 0.0%

Value $196K Shares 200,000 Est. Cost $0.98 Unrealized —

— GASLOG LTD 0.0%

Value $194K Shares 13,300 Est. Cost $14.59 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.0%

Value $188K Shares 200,000 Est. Cost $0.94 Unrealized —

— QIWI PLC 0.0%

Value $179K Shares 12,200 Est. Cost $14.67 Unrealized —

— ENZYMOTEC LTD 0.0%

Value $175K Shares 24,997 Est. Cost $8.53 Unrealized —

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.0%

Value $169K Shares 24,000 Est. Cost $18.33 Unrealized —

SBLK STAR BULK CARRIERS CORP 0.0%

Value $145K Shares 31,980 Est. Cost $4.02 Unrealized +5.0%

CMRE COSTAMARE INC 0.0%

Value $139K Shares 15,200 Est. Cost $6.13 Unrealized 0.0%

— TSAKOS ENERGY NAVIGATION LTD 0.0%

Value $122K Shares 25,300 Est. Cost $6.25 Unrealized —

NVMI NOVA MEASURING INSTRUMENTS L 0.0%

Value $119K Shares 10,074 Est. Cost $11.58 Unrealized 0.0%

— BIOSTAGE INC 0.0%

Value $112K Shares 105,000 Est. Cost $1.14 Unrealized —

— MARIN SOFTWARE INC 0.0%

Value $101K Shares 40,000 Est. Cost $11.78 Unrealized —

DSX DIANA SHIPPING INC 0.0%

Value $101K Shares 38,700 Est. Cost $2.38 Unrealized -35.0%

— ADAMIS PHARMACEUTICALS CORP 0.0%

Value $101K Shares 29,338 Est. Cost $2.80 Unrealized —

— NAVIOS MARITIME HOLDINGS INC 0.0%

Value $88,000 Shares 72,800 Est. Cost $1.41 Unrealized —

CRNT CERAGON NETWORKS LTD 0.0%

Value $87,000 Shares 36,991 Est. Cost $1.46 Unrealized +57.1%

— FANG HLDGS LTD 0.0%

Value $87,000 Shares 19,447 Est. Cost $4.47 Unrealized —

ENIC ENERSIS CHILE SA 0.0%

Value $84,000 Shares 17,600 Est. Cost $5.83 Unrealized —

— TRANSGLOBE ENERGY CORP 0.0%

Value $50,000 Shares 25,147 Est. Cost $1.85 Unrealized —

— BIOTIME INC 0.0%

Value $9,000 Shares 11,216 Est. Cost $1.07 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	5,957,000	$673M	2.9%	$18.66	+29.9%	COM	037833100
GOOG	ALPHABET INC	764,000	$594M	2.6%	$35.61	+5.8%	CAP STK CL C	02079K107
MSFT	MICROSOFT CORP	8,816,900	$508M	2.2%	$34.41	+46.1%	COM	594918104
META	FACEBOOK INC	3,400,000	$436M	1.9%	$72.94	+69.0%	CL A	30303M102
DIS	DISNEY WALT CO	4,500,000	$418M	1.8%	$80.45	+10.5%	COM DISNEY	254687106
XOM	EXXON MOBIL CORP	4,168,000	$364M	1.6%	$59.91	-2.3%	COM	30231G102
JNJ	JOHNSON & JOHNSON	2,951,000	$349M	1.5%	$73.83	+26.8%	COM	478160104
AMZN	AMAZON COM INC	405,000	$339M	1.5%	$17.28	+121.4%	COM	023135106
WFC	WELLS FARGO & CO NEW	6,944,000	$307M	1.3%	$36.55	+0.8%	COM	949746101
JPM	JPMORGAN CHASE & CO	4,511,000	$300M	1.3%	$41.68	+22.0%	COM	46625H100
—	GENERAL ELECTRIC CO	9,690,000	$287M	1.2%	$29.57	—	COM	369604103
T	AT&T INC	7,057,500	$287M	1.2%	$13.84	+17.8%	COM	00206R102
HD	HOME DEPOT INC	2,114,000	$272M	1.2%	$64.36	+65.2%	COM	437076102
MRK	MERCK & CO INC	3,845,000	$240M	1.0%	$38.11	+14.8%	COM	58933Y105
VZ	VERIZON COMMUNICATIONS INC	4,563,468	$237M	1.0%	$28.02	+17.4%	COM	92343V104
V	VISA INC	2,740,000	$227M	1.0%	$59.26	+26.5%	COM CL A	92826C839
BAC	BANK AMER CORP	14,048,000	$220M	0.9%	$12.36	-2.4%	COM	060505104
PFE	PFIZER INC	5,639,236	$191M	0.8%	$17.69	+25.8%	COM	717081103
PG	PROCTER AND GAMBLE CO	2,003,945	$180M	0.8%	$58.18	+16.0%	COM	742718109
GILD	GILEAD SCIENCES INC	2,260,000	$179M	0.8%	$56.21	+2.8%	COM	375558103
—	ISHARES	11,185,924	$176M	0.8%	$14.67	—	MSCI TAIWAN ETF	464286731
LLY	LILLY ELI & CO	2,142,496	$172M	0.7%	$48.02	+42.8%	COM	532457108
PM	PHILIP MORRIS INTL INC	1,746,000	$170M	0.7%	$48.98	+27.1%	COM	718172109
CMCSA	COMCAST CORP NEW	2,400,000	$159M	0.7%	$23.84	+11.6%	CL A	20030N101
EPR	EPR PPTYS	1,986,500	$156M	0.7%	$55.68	—	COM SH BEN INT	26884U109
C	CITIGROUP INC	3,181,000	$150M	0.6%	$36.10	-5.4%	COM NEW	172967424
INDA	ISHARES TR	5,022,846	$148M	0.6%	$29.18	—	MSCI INDIA ETF	46429B598
KO	COCA COLA CO	3,438,000	$145M	0.6%	$30.04	+8.4%	COM	191216100
CSCO	CISCO SYS INC	4,538,000	$144M	0.6%	$16.86	+36.8%	COM	17275R102
ABBV	ABBVIE INC	2,277,000	$144M	0.6%	$36.89	+19.1%	COM	00287Y109
BRK/B	BERKSHIRE HATHAWAY INC DEL	940,000	$136M	0.6%	$143.06	+2.2%	CL B NEW	084670702
INTC	INTEL CORP	3,545,000	$134M	0.6%	$25.98	+10.2%	COM	458140100
VNQ	VANGUARD INDEX FDS	1,525,000	$132M	0.6%	$81.61	—	REIT ETF	922908553
—	TPG SPECIALTY LENDING INC	7,258,761	$131M	0.6%	$16.22	—	COM	87265K102
MO	ALTRIA GROUP INC	2,060,000	$130M	0.6%	$19.84	+75.2%	COM	02209S103
—	ST JUDE MED INC	1,625,000	$130M	0.6%	$74.07	—	COM	790849103
TSM	TAIWAN SEMICONDUCTOR MFG LTD	4,220,830	$129M	0.6%	$20.94	—	SPONSORED ADR	874039100
—	UNITED TECHNOLOGIES CORP	1,090,000	$111M	0.5%	$113.95	—	COM	913017109
PRU	PRUDENTIAL FINL INC	1,338,500	$109M	0.5%	$51.40	-2.2%	COM	744320102
BMY	BRISTOL MYERS SQUIBB CO	1,966,938	$106M	0.5%	$36.31	+27.1%	COM	110122108
SPG	SIMON PPTY GROUP INC NEW	503,405	$104M	0.4%	$96.51	+37.7%	COM	828806109
PNC	PNC FINL SVCS GROUP INC	1,147,031	$103M	0.4%	$61.01	+3.7%	COM	693475105
LMT	LOCKHEED MARTIN CORP	425,500	$102M	0.4%	$168.44	+15.7%	COM	539830109
PEP	PEPSICO INC	934,600	$102M	0.4%	$65.57	+23.7%	COM	713448108
QCOM	QUALCOMM INC	1,473,000	$101M	0.4%	$55.86	-16.0%	COM	747525103
WMT	WAL-MART STORES INC	1,314,000	$94.77M	0.4%	$20.60	-0.0%	COM	931142103
BA	BOEING CO	715,000	$94.19M	0.4%	$119.39	+1.2%	COM	097023105
PTC	PTC INC	2,050,000	$90.84M	0.4%	$35.75	+16.0%	COM	69370C100
CAT	CATERPILLAR INC DEL	1,023,000	$90.81M	0.4%	$59.22	+11.5%	COM	149123101
NEE	NEXTERA ENERGY INC	740,000	$90.52M	0.4%	$18.00	+37.9%	COM	65339F101
BIIB	BIOGEN INC	288,485	$90.3M	0.4%	$321.90	-8.0%	COM	09062X103
AMT	AMERICAN TOWER CORP NEW	785,500	$89.02M	0.4%	$66.30	+36.3%	COM	03027X100
EEM	ISHARES TR	2,350,000	$88.01M	0.4%	$36.16	—	MSCI EMG MKT ETF	464287234
—	REYNOLDS AMERICAN INC	1,866,000	$87.98M	0.4%	$51.82	—	COM	761713106
LUV	SOUTHWEST AIRLS CO	2,200,000	$85.56M	0.4%	$32.83	+3.5%	COM	844741108
BABA	ALIBABA GROUP HLDG LTD	790,485	$83.63M	0.4%	$90.18	—	SPONSORED ADS	01609W102
AMP	AMERIPRISE FINL INC	824,000	$82.21M	0.4%	$87.34	-8.3%	COM	03076C106
DAL	DELTA AIR LINES INC DEL	2,080,000	$81.87M	0.4%	$39.20	-13.8%	COM NEW	247361702
GD	GENERAL DYNAMICS CORP	520,000	$80.68M	0.3%	$107.55	+13.1%	COM	369550108
D	DOMINION RES INC VA NEW	1,085,000	$80.58M	0.3%	$46.60	+8.6%	COM	25746U109
CL	COLGATE PALMOLIVE CO	1,084,000	$80.37M	0.3%	$53.68	+10.6%	COM	194162103
CVX	CHEVRON CORP NEW	775,000	$79.76M	0.3%	$62.61	+9.4%	COM	166764100
—	MONSANTO CO NEW	755,000	$77.16M	0.3%	$97.92	—	COM	61166W101
ARCC	ARES CAP CORP	4,975,000	$77.11M	0.3%	$6.13	+2.8%	COM	04010L103
MET	METLIFE INC	1,697,000	$75.4M	0.3%	$31.33	-12.6%	COM	59156R108
—	L-3 COMMUNICATIONS HLDGS INC	495,000	$74.61M	0.3%	$121.77	—	COM	502424104
—	CBS CORP NEW	1,320,000	$72.26M	0.3%	$48.53	—	CL B	124857202
AMGN	AMGEN INC	431,355	$71.95M	0.3%	$84.91	+50.4%	COM	031162100
—	CELGENE CORP	685,000	$71.6M	0.3%	$90.40	—	COM	151020104
MLM	MARTIN MARIETTA MATLS INC	395,000	$70.75M	0.3%	$126.56	+40.6%	COM	573284106
—	ISHARES GOLD TRUST	5,524,500	$70.11M	0.3%	$12.82	—	ISHARES	464285105
MCK	MCKESSON CORP	420,000	$70.03M	0.3%	$164.08	+5.5%	COM	58155Q103
MDT	MEDTRONIC PLC	808,780	$69.88M	0.3%	$58.10	+18.4%	SHS	G5960L103
PFF	ISHARES TR	1,725,000	$68.14M	0.3%	$39.50	—	U.S. PFD STK ETF	464288687
GS	GOLDMAN SACHS GROUP INC	421,500	$67.98M	0.3%	$130.92	+2.2%	COM	38141G104
ASTE	ASTEC INDS INC	1,130,000	$67.65M	0.3%	$34.87	+50.6%	COM	046224101
GM	GENERAL MTRS CO	2,121,000	$67.38M	0.3%	$24.45	+5.7%	COM	37045V100
UPS	UNITED PARCEL SERVICE INC	615,000	$67.26M	0.3%	$67.72	+14.1%	CL B	911312106
TOL	TOLL BROTHERS INC	2,245,000	$67.04M	0.3%	$35.30	-18.2%	COM	889478103
CCI	CROWN CASTLE INTL CORP NEW	710,000	$66.89M	0.3%	$53.05	+22.4%	COM	22822V101
MA	MASTERCARD INCORPORATED	655,000	$66.66M	0.3%	$74.27	+22.3%	CL A	57636Q104
GLD	SPDR GOLD TRUST	525,000	$65.96M	0.3%	$125.78	—	GOLD SHS	78463V107
ZTS	ZOETIS INC	1,263,234	$65.7M	0.3%	$30.54	+54.2%	CL A	98978V103
OKE	ONEOK INC NEW	1,275,000	$65.52M	0.3%	$27.25	-1.9%	COM	682680103
WDC	WESTERN DIGITAL CORP	1,113,209	$65.09M	0.3%	$35.63	-7.0%	COM	958102105
—	ALLERGAN PLC	280,702	$64.65M	0.3%	$300.85	—	SHS	G0177J108
CRM	SALESFORCE COM INC	900,500	$64.23M	0.3%	$70.71	+9.0%	COM	79466L302
—	INTEGRATED DEVICE TECHNOLOGY	2,765,000	$63.87M	0.3%	$17.54	—	COM	458118106
CVS	CVS HEALTH CORP	714,943	$63.62M	0.3%	$54.89	+29.1%	COM	126650100
—	DISH NETWORK CORP	1,160,000	$63.55M	0.3%	$66.07	—	CL A	25470M109
—	APACHE CORP	990,000	$63.23M	0.3%	$60.65	—	COM	037411105
NKE	NIKE INC	1,183,000	$62.28M	0.3%	$50.54	-1.1%	CL B	654106103
NWL	NEWELL BRANDS INC	1,180,763	$62.18M	0.3%	$25.69	+35.5%	COM	651229106
AIG	AMERICAN INTL GROUP INC	1,042,000	$61.83M	0.3%	$41.70	+8.1%	COM NEW	026874784
PPL	PPL CORP	1,775,000	$61.36M	0.3%	$19.20	+23.2%	COM	69351T106
WY	WEYERHAEUSER CO	1,900,000	$60.69M	0.3%	$18.77	+16.8%	COM	962166104
LNC	LINCOLN NATL CORP IND	1,279,000	$60.09M	0.3%	$33.01	-5.7%	COM	534187109
—	CIGNA CORPORATION	457,182	$59.58M	0.3%	$122.94	—	COM	125509109
ADI	ANALOG DEVICES INC	905,000	$58.33M	0.3%	$45.59	+13.7%	COM	032654105
ACM	AECOM	1,950,000	$57.97M	0.2%	$30.00	+3.3%	COM	00766T100
KMI	KINDER MORGAN INC DEL	2,500,000	$57.83M	0.2%	$15.00	-13.0%	COM	49456B101
HUM	HUMANA INC	325,000	$57.49M	0.2%	$169.24	-5.1%	COM	444859102
—	ACTIVISION BLIZZARD INC	1,286,300	$56.98M	0.2%	$40.45	—	COM	00507V109
—	BROADCOM LTD	327,500	$56.5M	0.2%	$154.89	—	SHS	Y09827109
NVDA	NVIDIA CORP	810,000	$55.5M	0.2%	$0.63	+129.1%	COM	67066G104
MCD	MCDONALDS CORP	472,913	$54.55M	0.2%	$72.95	+29.6%	COM	580135101
KMB	KIMBERLY CLARK CORP	428,000	$53.99M	0.2%	$74.62	+25.3%	COM	494368103
—	BAKER HUGHES INC	1,050,000	$52.99M	0.2%	$56.82	—	COM	057224107
UA	UNDER ARMOUR INC	1,556,780	$52.71M	0.2%	$37.28	-3.2%	CL C	904311206
UNH	UNITEDHEALTH GROUP INC	374,828	$52.48M	0.2%	$82.29	+46.4%	COM	91324P102
—	DOW CHEM CO	1,001,000	$51.88M	0.2%	$51.32	—	COM	260543103
AVB	AVALONBAY CMNTYS INC	284,500	$50.6M	0.2%	$120.61	+8.4%	COM	053484101
BIDU	BAIDU INC	277,251	$50.48M	0.2%	$176.82	—	SPON ADR REP A	056752108
GT	GOODYEAR TIRE & RUBR CO	1,550,000	$50.06M	0.2%	$28.37	+2.5%	COM	382550101
JBLU	JETBLUE AIRWAYS CORP	2,900,000	$50M	0.2%	$14.77	+15.7%	COM	477143101
MNST	MONSTER BEVERAGE CORP NEW	340,000	$49.91M	0.2%	$23.66	+9.7%	COM	61174X109
HAIN	HAIN CELESTIAL GROUP INC	1,400,000	$49.81M	0.2%	$47.78	-8.3%	COM	405217100
CCL	CARNIVAL CORP	1,020,000	$49.8M	0.2%	$43.24	-5.1%	UNIT 99/99/9999	143658300
TXN	TEXAS INSTRS INC	695,000	$48.77M	0.2%	$34.00	+54.9%	COM	882508104
IBM	INTERNATIONAL BUSINESS MACHS	307,000	$48.77M	0.2%	$106.15	-4.1%	COM	459200101
—	AETNA INC NEW	420,120	$48.5M	0.2%	$81.08	—	COM	00817Y108
SYF	SYNCHRONY FINL	1,699,648	$47.59M	0.2%	$25.00	-12.1%	COM	87165B103
—	CYNOSURE INC	930,000	$47.37M	0.2%	$27.75	—	CL A	232577205
—	WESTROCK CO	970,000	$47.03M	0.2%	$50.85	—	COM	96145D105
MDLZ	MONDELEZ INTL INC	1,063,163	$46.67M	0.2%	$28.30	+24.5%	CL A	609207105
MS	MORGAN STANLEY	1,450,000	$46.49M	0.2%	$23.02	-0.8%	COM NEW	617446448
ALK	ALASKA AIR GROUP INC	695,000	$45.77M	0.2%	$64.92	-5.4%	COM	011659109
THC	TENET HEALTHCARE CORP	2,012,500	$45.6M	0.2%	$44.40	-41.4%	COM NEW	88033G407
HON	HONEYWELL INTL INC	390,000	$45.47M	0.2%	$77.07	+11.6%	COM	438516106
HDB	HDFC BANK LTD	629,394	$45.25M	0.2%	$55.15	—	ADR REPS 3 SHS	40415F101
—	EXPRESS SCRIPTS HLDG CO	640,000	$45.14M	0.2%	$69.85	—	COM	30219G108
SBUX	STARBUCKS CORP	820,000	$44.4M	0.2%	$37.99	+20.7%	COM	855244109
—	TIME WARNER INC	550,000	$43.78M	0.2%	$71.40	—	COM NEW	887317303
BXP	BOSTON PROPERTIES INC	320,800	$43.72M	0.2%	$75.41	+24.4%	COM	101121101
—	COMSCORE INC	1,400,000	$42.92M	0.2%	$30.26	—	COM	20564W105
—	LEGG MASON INC	1,280,000	$42.85M	0.2%	$34.08	—	COM	524901105
—	LABORATORY CORP AMER HLDGS	310,000	$42.62M	0.2%	$111.10	—	COM NEW	50540R409
PRKS	SEAWORLD ENTMT INC	3,100,000	$41.79M	0.2%	$16.13	-15.1%	COM	81282V100
—	SPIRIT AEROSYSTEMS HLDGS INC	930,000	$41.42M	0.2%	$43.12	—	COM CL A	848574109
USB	US BANCORP DEL	965,671	$41.42M	0.2%	$27.92	+7.3%	COM NEW	902973304
KHC	KRAFT HEINZ CO	459,387	$41.12M	0.2%	$48.04	+20.8%	COM	500754106
—	PIMCO DYNMIC CREDIT AND MRT	2,005,000	$40.88M	0.2%	$19.76	—	COM SHS	72202D106
CASY	CASEYS GEN STORES INC	340,000	$40.85M	0.2%	$105.06	+14.4%	COM	147528103
—	RAYTHEON CO	300,000	$40.84M	0.2%	$116.75	—	COM NEW	755111507
RJF	RAYMOND JAMES FINANCIAL INC	700,000	$40.75M	0.2%	$28.35	+13.1%	COM	754730109
NTES	NETEASE INC	168,749	$40.63M	0.2%	$76.05	—	SPONSORED ADR	64110W102
—	ALCOA INC	4,000,000	$40.56M	0.2%	$9.77	—	COM	013817101
—	DELPHI AUTOMOTIVE PLC	564,000	$40.22M	0.2%	$72.78	—	SHS	G27823106
QRVO	QORVO INC	720,000	$40.13M	0.2%	$65.98	-14.0%	COM	74736K101
PLD	PROLOGIS INC	746,000	$39.94M	0.2%	$29.51	+36.9%	COM	74340W103
PANW	PALO ALTO NETWORKS INC	250,000	$39.83M	0.2%	$20.01	+13.9%	COM	697435105
—	MALLINCKRODT PUB LTD CO	560,000	$39.08M	0.2%	$71.96	—	SHS	G5785G107
CF	CF INDS HLDGS INC	1,600,000	$38.96M	0.2%	$27.45	-31.2%	COM	125269100
AMD	ADVANCED MICRO DEVICES INC	5,600,000	$38.7M	0.2%	$6.38	0.0%	COM	007903107
—	WHOLE FOODS MKT INC	1,360,000	$38.56M	0.2%	$29.64	—	COM	966837106
—	BLACKROCK INC	104,500	$37.88M	0.2%	$320.92	—	COM	09247X101
AXP	AMERICAN EXPRESS CO	589,000	$37.72M	0.2%	$66.30	-15.1%	COM	025816109
CHD	CHURCH & DWIGHT INC	785,000	$37.62M	0.2%	$37.59	+16.3%	COM	171340102
ABT	ABBOTT LABS	871,000	$36.84M	0.2%	$31.69	+14.0%	COM	002824100
ESS	ESSEX PPTY TR INC	165,086	$36.77M	0.2%	$131.00	+27.0%	COM	297178105
—	CUBIC CORP	780,000	$36.51M	0.2%	$44.38	—	COM	229669106
—	REXNORD CORP NEW	1,700,000	$36.4M	0.2%	$27.01	—	COM	76169B102
EL	LAUDER ESTEE COS INC	406,000	$35.95M	0.2%	$67.27	+20.2%	CL A	518439104
GME	GAMESTOP CORP NEW	1,300,000	$35.87M	0.2%	$6.51	-11.1%	CL A	36467W109
PYPL	PAYPAL HLDGS INC	870,000	$35.64M	0.2%	$37.84	+1.3%	COM	70450Y103
UNP	UNION PAC CORP	365,000	$35.6M	0.2%	$78.89	-3.7%	COM	907818108
CB	CHUBB LIMITED	283,114	$35.57M	0.2%	$96.06	+11.6%	COM	H1467J104
—	HOLLYFRONTIER CORP	1,450,000	$35.52M	0.2%	$36.60	—	COM	436106108
—	WALGREENS BOOTS ALLIANCE INC	436,800	$35.22M	0.2%	$76.20	—	COM	931427108
—	VIACOM INC NEW	900,000	$34.29M	0.1%	$70.09	—	CL B	92553P201
—	FS INVT CORP	3,620,000	$34.28M	0.1%	$9.28	—	COM	302635107
FDX	FEDEX CORP	195,000	$34.06M	0.1%	$131.42	+7.2%	COM	31428X106
—	ATLAS AIR WORLDWIDE HLDGS IN	780,000	$33.4M	0.1%	$40.20	—	COM NEW	049164205
W	WAYFAIR INC	848,000	$33.39M	0.1%	$38.27	+5.6%	CL A	94419L101
—	ORBITAL ATK INC	435,000	$33.16M	0.1%	$76.63	—	COM	68557N103
SATS	ECHOSTAR CORP	755,000	$33.09M	0.1%	$38.33	-17.3%	CL A	278768106
AMAT	APPLIED MATLS INC	1,095,000	$33.01M	0.1%	$17.73	+41.7%	COM	038222105
HE	HAWAIIAN ELEC INDUSTRIES	1,100,000	$32.84M	0.1%	$30.73	0.0%	COM	419870100
—	CRAY INC	1,385,000	$32.6M	0.1%	$25.17	—	COM NEW	225223304
ORCL	ORACLE CORP	829,200	$32.57M	0.1%	$35.74	-0.9%	COM	68389X105
—	IAC INTERACTIVECORP	520,000	$32.48M	0.1%	$60.05	—	COM	44919P508
HAS	HASBRO INC	400,000	$31.73M	0.1%	$42.57	+39.0%	COM	418056107
—	GENERAL GROWTH PPTYS INC NEW	1,127,575	$31.12M	0.1%	$24.56	—	COM	370023103
—	CHINA MOBILE LIMITED	501,754	$30.87M	0.1%	$47.02	—	SPONSORED ADR	16941M109
COP	CONOCOPHILLIPS	710,000	$30.86M	0.1%	$47.95	-35.1%	COM	20825C104
LGND	LIGAND PHARMACEUTICALS INC	300,000	$30.62M	0.1%	$73.82	-0.5%	COM NEW	53220K504
LYB	LYONDELLBASELL INDUSTRIES N	375,000	$30.25M	0.1%	$50.22	-10.2%	SHS - A -	N53745100
CCOI	COGENT COMMUNICATIONS HLDGS	820,000	$30.18M	0.1%	$21.50	+12.4%	COM NEW	19239V302
WTS	WATTS WATER TECHNOLOGIES INC	460,000	$29.83M	0.1%	$56.33	+11.5%	CL A	942749102
—	AON PLC	265,000	$29.81M	0.1%	$90.09	—	SHS CL A	G0408V102
CUBE	CUBESMART	1,093,000	$29.8M	0.1%	$18.59	—	COM	229663109
KLAC	KLA-TENCOR CORP	425,000	$29.63M	0.1%	$61.47	0.0%	COM	482480100
TJX	TJX COS INC NEW	388,000	$29.02M	0.1%	$24.39	+40.6%	COM	872540109
EOG	EOG RES INC	300,000	$29.01M	0.1%	$64.75	+0.6%	COM	26875P101
ADSK	AUTODESK INC	400,000	$28.93M	0.1%	$57.96	+8.7%	COM	052769106
—	CORE MARK HOLDING CO INC	800,000	$28.64M	0.1%	$35.80	—	COM	218681104
ADM	ARCHER DANIELS MIDLAND CO	671,026	$28.3M	0.1%	$33.27	-1.6%	COM	039483102
OLED	UNIVERSAL DISPLAY CORP	508,000	$28.2M	0.1%	$41.65	+44.1%	COM	91347P105
CVGW	CALAVO GROWERS INC	430,000	$28.14M	0.1%	$32.87	+65.9%	COM	128246105
OXY	OCCIDENTAL PETE CORP DEL	385,000	$28.07M	0.1%	$65.10	-11.8%	COM	674599105
TLK	P T TELEKOMUNIKASI INDONESIA	424,800	$28.07M	0.1%	$40.14	—	SPONSORED ADR	715684106
AFL	AFLAC INC	390,000	$28.03M	0.1%	$23.58	+24.0%	COM	001055102
INGR	INGREDION INC	210,000	$27.94M	0.1%	$76.78	+74.0%	COM	457187102
APD	AIR PRODS & CHEMS INC	185,000	$27.81M	0.1%	$99.51	+10.5%	COM	009158106
COST	COSTCO WHSL CORP NEW	182,000	$27.76M	0.1%	$91.81	+49.2%	COM	22160K105
HYG	ISHARES TR	317,400	$27.7M	0.1%	$84.16	—	IBOXX HI YD ETF	464288513
PRI	PRIMERICA INC	520,000	$27.58M	0.1%	$46.07	+19.9%	COM	74164M108
—	RITE AID CORP	3,500,000	$26.91M	0.1%	$7.64	—	COM	767754104
TGT	TARGET CORP	390,880	$26.84M	0.1%	$42.81	+27.0%	COM	87612E106
ACGL	ARCH CAP GROUP LTD	338,556	$26.83M	0.1%	$18.11	+33.6%	ORD	G0450A105
HSY	HERSHEY CO	280,000	$26.77M	0.1%	$84.63	0.0%	COM	427866108
NOC	NORTHROP GRUMMAN CORP	125,000	$26.74M	0.1%	$167.37	+11.3%	COM	666807102
—	HILTON WORLDWIDE HLDGS INC	1,166,000	$26.74M	0.1%	$24.94	—	COM	43300A104
WELL	WELLTOWER INC	352,000	$26.32M	0.1%	$45.28	+19.3%	COM	95040Q104
KIM	KIMCO RLTY CORP	908,000	$26.29M	0.1%	$14.64	+30.2%	COM	49446R109
AKAM	AKAMAI TECHNOLOGIES INC	491,500	$26.05M	0.1%	$65.94	-18.8%	COM	00971T101
DUK	DUKE ENERGY CORP NEW	325,000	$26.01M	0.1%	$44.49	+26.7%	COM NEW	26441C204
BAP	CREDICORP LTD	168,586	$25.66M	0.1%	$96.82	+27.7%	COM	G2519Y108
—	ANADARKO PETE CORP	405,000	$25.66M	0.1%	$78.69	—	COM	032511107
—	XEROX CORP	2,500,000	$25.32M	0.1%	$10.13	—	COM	984121103
ABEV	AMBEV SA	4,137,387	$25.2M	0.1%	$6.64	—	SPONSORED ADR	02319V103
EXR	EXTRA SPACE STORAGE INC	315,500	$25.05M	0.1%	$35.63	+66.1%	COM	30225T102
ACHC	ACADIA HEALTHCARE COMPANY IN	500,000	$24.77M	0.1%	$56.60	-8.0%	COM	00404A109
—	ISHARES INC	1,671,965	$24.34M	0.1%	$13.54	—	MSCI RUSSIA CAP	46434G806
—	LAM RESEARCH CORP	255,000	$24.15M	0.1%	$69.02	—	COM	512807108
SO	SOUTHERN CO	469,000	$24.06M	0.1%	$27.87	+27.7%	COM	842587107
—	EROS INTL PLC	1,569,990	$24.05M	0.1%	$13.89	—	SHS NEW	G3788M114
—	HOWARD HUGHES CORP	209,704	$24.01M	0.1%	$141.59	—	COM	44267D107
—	TRIUMPH GROUP INC NEW	860,000	$23.98M	0.1%	$54.34	—	COM	896818101
MU	MICRON TECHNOLOGY INC	1,345,000	$23.91M	0.1%	$17.65	-15.6%	COM	595112103
BK	BANK NEW YORK MELLON CORP	599,167	$23.89M	0.1%	$26.07	+20.0%	COM	064058100
TEVA	TEVA PHARMACEUTICAL INDS LTD	516,800	$23.78M	0.1%	$54.11	—	ADR	881624209
NFLX	NETFLIX INC	240,000	$23.65M	0.1%	$9.79	-2.5%	COM	64110L106
—	PRAXAIR INC	192,000	$23.2M	0.1%	$125.56	—	COM	74005P104
KOP	KOPPERS HOLDINGS INC	720,000	$23.17M	0.1%	$36.67	-16.6%	COM	50060P106
MRSH	MARSH & MCLENNAN COS INC	341,000	$22.93M	0.1%	$40.50	+41.5%	COM	571748102
—	TASER INTL INC	800,000	$22.89M	0.1%	$22.92	—	COM	87651B104
—	CERNER CORP	370,000	$22.85M	0.1%	$54.15	—	COM	156782104
AAT	AMERICAN ASSETS TR INC	525,000	$22.77M	0.1%	$34.90	—	COM	024013104
VRTX	VERTEX PHARMACEUTICALS INC	260,000	$22.68M	0.1%	$82.96	+13.9%	COM	92532F100
—	MYLAN N V	583,255	$22.23M	0.1%	$53.99	—	SHS EURO	N59465109
MTSI	MACOM TECH SOLUTIONS HLDGS I	520,000	$22.02M	0.1%	$36.06	+8.7%	COM	55405Y100
CPB	CAMPBELL SOUP CO	400,000	$21.88M	0.1%	$32.88	+36.1%	COM	134429109
ACN	ACCENTURE PLC IRELAND	178,200	$21.77M	0.1%	$88.41	+11.1%	SHS CLASS A	G1151C101
—	STAMPS COM INC	230,000	$21.74M	0.1%	$87.42	—	COM NEW	852857200
F	FORD MTR CO DEL	1,800,000	$21.73M	0.1%	$8.87	-13.3%	COM PAR $0.01	345370860
SF	STIFEL FINL CORP	560,000	$21.53M	0.1%	$27.13	-21.4%	COM	860630102
—	HSN INC	540,000	$21.49M	0.1%	$49.28	—	COM	404303109
CVLT	COMMVAULT SYSTEMS INC	400,000	$21.25M	0.1%	$51.50	-2.4%	COM	204166102
ADC	AGREE REALTY CORP	425,750	$21.05M	0.1%	$33.72	—	COM	008492100
COF	CAPITAL ONE FINL CORP	290,000	$20.83M	0.1%	$63.28	-7.9%	COM	14040H105
JCI	JOHNSON CTLS INTL PLC	447,675	$20.83M	0.1%	$33.21	0.0%	SHS	G51502105
NXPI	NXP SEMICONDUCTORS N V	203,347	$20.74M	0.1%	$71.06	+6.0%	COM	N6596X109
BRK/A	BERKSHIRE HATHAWAY INC DEL	95	$20.54M	0.1%	$189817.56	+15.6%	CL A	084670108
HPE	HEWLETT PACKARD ENTERPRISE C	900,000	$20.48M	0.1%	$6.50	+45.2%	COM	42824C109
URI	UNITED RENTALS INC	260,000	$20.41M	0.1%	$91.11	-18.5%	COM	911363109
VTR	VENTAS INC	287,700	$20.32M	0.1%	$44.90	+7.7%	COM	92276F100
GIS	GENERAL MLS INC	316,720	$20.23M	0.1%	$35.77	+39.8%	COM	370334104
KR	KROGER CO	669,000	$19.86M	0.1%	$24.43	+12.1%	COM	501044101
EPD	ENTERPRISE PRODS PARTNERS L	716,800	$19.8M	0.1%	$27.53	—	COM	293792107
ARE	ALEXANDRIA REAL ESTATE EQ IN	181,750	$19.77M	0.1%	$58.11	+34.2%	COM	015271109
MAIN	MAIN STREET CAPITAL CORP	575,000	$19.74M	0.1%	$33.64	+0.5%	COM	56035L104
EQR	EQUITY RESIDENTIAL	304,950	$19.62M	0.1%	$40.46	+12.5%	SH BEN INT	29476L107
MCHP	MICROCHIP TECHNOLOGY INC	315,000	$19.57M	0.1%	$18.65	+30.9%	COM	595017104
STT	STATE STR CORP	280,000	$19.5M	0.1%	$47.89	+3.8%	COM	857477103
—	SL GREEN RLTY CORP	179,250	$19.38M	0.1%	$109.16	—	COM	78440X101
AKR	ACADIA RLTY TR	528,246	$19.14M	0.1%	$29.85	—	COM SH BEN INT	004239109
—	FRONTIER COMMUNICATIONS CORP	4,600,000	$19.14M	0.1%	$4.79	—	COM	35906A108
—	DISCOVER FINL SVCS	337,500	$19.09M	0.1%	$58.35	—	COM	254709108
—	AMERICAN CAMPUS CMNTYS INC	373,001	$18.98M	0.1%	$38.24	—	COM	024835100
—	CYPRESS SEMICONDUCTOR CORP	1,550,250	$18.85M	0.1%	$11.31	—	COM	232806109
GNW	GENWORTH FINL INC	3,800,000	$18.85M	0.1%	$5.45	-29.5%	COM CL A	37247D106
AEP	AMERICAN ELEC PWR INC	293,000	$18.81M	0.1%	$36.64	+31.9%	COM	025537101
ALB	ALBEMARLE CORP	220,000	$18.81M	0.1%	$49.91	+45.2%	COM	012653101
—	OFFICE DEPOT INC	5,200,000	$18.56M	0.1%	$6.03	—	COM	676220106
—	HESS CORP	340,000	$18.23M	0.1%	$74.17	—	COM	42809H107
ALL	ALLSTATE CORP	261,054	$18.06M	0.1%	$48.28	+15.8%	COM	020002101
TRV	TRAVELERS COMPANIES INC	156,595	$17.94M	0.1%	$70.51	+35.1%	COM	89417E109
—	BLACKSTONE GROUP L P	700,000	$17.87M	0.1%	$28.33	—	COM UNIT LTD	09253U108
BDX	BECTON DICKINSON & CO	99,374	$17.86M	0.1%	$97.86	+51.8%	COM	075887109
—	BANKRATE INC DEL	2,100,000	$17.81M	0.1%	$13.95	—	COM	06647F102
—	KANSAS CITY SOUTHERN	190,000	$17.73M	0.1%	$103.86	—	COM NEW	485170302
INFY	INFOSYS LTD	1,115,921	$17.61M	0.1%	$18.88	—	SPONSORED ADR	456788108
DVN	DEVON ENERGY CORP NEW	395,000	$17.42M	0.1%	$34.67	-17.6%	COM	25179M103
GVA	GRANITE CONSTR INC	350,000	$17.41M	0.1%	$40.61	+19.7%	COM	387328107
WMB	WILLIAMS COS INC DEL	565,000	$17.36M	0.1%	$24.58	-34.0%	COM	969457100
PSX	PHILLIPS 66	215,000	$17.32M	0.1%	$54.20	+0.4%	COM	718546104
—	GRAMERCY PPTY TR	1,784,822	$17.2M	0.1%	$7.82	—	COM	385002100
—	TE CONNECTIVITY LTD	266,000	$17.13M	0.1%	$61.08	—	REG SHS	H84989104
EBAY	EBAY INC	520,000	$17.11M	0.1%	$21.78	+23.4%	COM	278642103
—	AVON PRODS INC	3,000,000	$16.98M	0.1%	$4.31	—	COM	054303102
EG	EVEREST RE GROUP LTD	89,000	$16.91M	0.1%	$123.83	+24.9%	COM	G3223R108
—	AMERICA MOVIL SAB DE CV	1,465,470	$16.77M	0.1%	$14.31	—	SPON ADR L SHS	02364W105
LAD	LITHIA MTRS INC	174,300	$16.65M	0.1%	$81.09	+3.6%	CL A	536797103
EPAM	EPAM SYS INC	240,000	$16.63M	0.1%	$67.94	0.0%	COM	29414B104
PPG	PPG INDS INC	160,000	$16.54M	0.1%	$86.09	+2.6%	COM	693506107
CNC	CENTENE CORP DEL	245,550	$16.44M	0.1%	$34.43	+0.9%	COM	15135B101
BZH	BEAZER HOMES USA INC	1,400,000	$16.32M	0.1%	$18.64	-45.3%	COM NEW	07556Q881
SYY	SYSCO CORP	333,000	$16.32M	0.1%	$26.91	+49.6%	COM	871829107
CAH	CARDINAL HEALTH INC	210,000	$16.32M	0.1%	$49.64	+23.8%	COM	14149Y108
HUN	HUNTSMAN CORP	1,000,000	$16.27M	0.1%	$21.86	-27.5%	COM	447011107
—	TRITON INTL LTD	1,230,000	$16.22M	0.1%	$13.19	—	CL A	G9078F107
—	TWITTER INC	700,000	$16.14M	0.1%	$22.77	—	COM	90184L102
—	WEIGHT WATCHERS INTL INC NEW	1,550,000	$16M	0.1%	$14.53	—	COM	948626106
SUI	SUN CMNTYS INC	202,000	$15.85M	0.1%	$56.78	—	COM	866674104
ITUB	ITAU UNIBANCO HLDG SA	1,446,433	$15.82M	0.1%	$8.99	—	SPON ADR REP PFD	465562106
—	RETAIL OPPORTUNITY INVTS COR	719,000	$15.79M	0.1%	$16.25	—	COM	76131N101
EVC	ENTRAVISION COMMUNICATIONS C	2,060,000	$15.72M	0.1%	$3.30	+39.1%	CL A	29382R107
FMX	FOMENTO ECONOMICO MEXICANO S	170,713	$15.71M	0.1%	$91.18	—	SPON ADR UNITS	344419106
CNK	CINEMARK HOLDINGS INC	410,000	$15.7M	0.1%	$24.95	+32.0%	COM	17243V102
CME	CME GROUP INC	150,000	$15.68M	0.1%	$53.77	+36.1%	COM	12572Q105
ADBE	ADOBE SYS INC	142,100	$15.42M	0.1%	$87.37	+14.8%	COM	00724F101
PCG	PG&E CORP	250,000	$15.29M	0.1%	$39.84	+51.6%	COM	69331C108
BSX	BOSTON SCIENTIFIC CORP	635,000	$15.11M	0.1%	$13.00	+83.5%	COM	101137107
—	PIONEER NAT RES CO	81,000	$15.04M	0.1%	$229.81	—	COM	723787107
SLRC	SOLAR CAP LTD	730,000	$14.98M	0.1%	$7.03	+18.7%	COM	83413U100
YPF	YPF SOCIEDAD ANONIMA	814,700	$14.84M	0.1%	$24.92	—	SPON ADR CL D	984245100
SCHW	SCHWAB CHARLES CORP NEW	470,000	$14.84M	0.1%	$22.85	+13.9%	COM	808513105
—	DREW INDS INC	150,000	$14.7M	0.1%	$49.49	—	COM NEW	26168L205
EXC	EXELON CORP	435,000	$14.48M	0.1%	$16.87	+7.2%	COM	30161N101
HOG	HARLEY DAVIDSON INC	275,000	$14.46M	0.1%	$65.21	-20.7%	COM	412822108
PEB	PEBBLEBROOK HOTEL TR	535,434	$14.24M	0.1%	$37.41	—	COM	70509V100
RPM	RPM INTL INC	260,000	$13.97M	0.1%	$50.12	+5.9%	COM	749685103
—	CALGON CARBON CORP	920,000	$13.96M	0.1%	$20.00	—	COM	129603106
—	CYRUSONE INC	292,000	$13.89M	0.1%	$33.46	—	COM	23283R100
—	MORGAN STANLEY INDIA INVS FD	488,333	$13.88M	0.1%	$20.31	—	COM	61745C105
CX	CEMEX SAB DE CV	1,733,875	$13.77M	0.1%	$11.84	—	SPON ADR NEW	151290889
NMFC	NEW MTN FIN CORP	1,000,000	$13.76M	0.1%	$5.02	0.0%	COM	647551100
LOW	LOWES COS INC	189,300	$13.67M	0.1%	$54.30	+20.5%	COM	548661107
—	HUDSON PAC PPTYS INC	415,500	$13.66M	0.1%	$27.61	—	COM	444097109
SLB	SCHLUMBERGER LTD	173,640	$13.65M	0.1%	$58.80	+3.2%	COM	806857108
—	PHYSICIANS RLTY TR	631,000	$13.59M	0.1%	$15.83	—	COM	71943U104
TMO	THERMO FISHER SCIENTIFIC INC	85,000	$13.52M	0.1%	$113.45	+32.3%	COM	883556102
SBRA	SABRA HEALTH CARE REIT INC	535,500	$13.48M	0.1%	$28.38	—	COM	78573L106
COR	AMERISOURCEBERGEN CORP	165,000	$13.33M	0.1%	$49.82	+29.0%	COM	03073E105
GIII	G-III APPAREL GROUP LTD	455,500	$13.28M	0.1%	$39.94	-2.0%	COM	36237H101
JD	JD COM INC	507,271	$13.23M	0.1%	$27.75	—	SPON ADR CL A	47215P106
MHK	MOHAWK INDS INC	65,750	$13.17M	0.1%	$140.00	+46.8%	COM	608190104
XEL	XCEL ENERGY INC	320,000	$13.16M	0.1%	$23.34	+37.0%	COM	98389B100
EW	EDWARDS LIFESCIENCES CORP	108,400	$13.07M	0.1%	$18.62	+102.3%	COM	28176E108
—	ALEXION PHARMACEUTICALS INC	105,000	$12.87M	0.1%	$116.76	—	COM	015351109
SRE	SEMPRA ENERGY	120,000	$12.86M	0.1%	$34.62	+16.5%	COM	816851109
—	NATIONAL OILWELL VARCO INC	350,000	$12.86M	0.1%	$60.79	—	COM	637071101
ETN	EATON CORP PLC	195,000	$12.81M	0.1%	$55.30	-4.3%	SHS	G29183103
—	VERIFONE SYS INC	812,500	$12.79M	0.1%	$18.65	—	COM	92342Y109
WM	WASTE MGMT INC DEL	200,000	$12.75M	0.1%	$45.47	+21.3%	COM	94106L109
—	FOREST CITY RLTY TR INC	546,980	$12.65M	0.1%	$21.19	—	COM CL A	345605109
—	MICROSEMI CORP	300,000	$12.59M	0.1%	$26.81	—	COM	595137100
BKH	BLACK HILLS CORP	205,000	$12.55M	0.1%	$33.86	+27.6%	COM	092113109
DHR	DANAHER CORP DEL	160,000	$12.54M	0.1%	$38.22	+76.0%	COM	235851102
GLW	CORNING INC	525,000	$12.42M	0.1%	$15.67	+10.8%	COM	219350105
—	SBA COMMUNICATIONS CORP	110,000	$12.34M	0.1%	$107.94	—	COM	78388J106
—	SEQUENTIAL BRNDS GROUP INC N	1,534,200	$12.27M	0.1%	$7.92	—	COM	81734P107
—	APARTMENT INVT & MGMT CO	265,000	$12.17M	0.1%	$35.53	—	CL A	03748R101
PEG	PUBLIC SVC ENTERPRISE GROUP	290,000	$12.14M	0.1%	$26.60	+19.8%	COM	744573106
—	LIFE STORAGE INC	136,000	$12.1M	0.1%	$88.94	—	COM	53223X107
—	VIRGIN AMER INC	225,200	$12.05M	0.1%	$53.51	—	COM VTG	92765X208
—	PINNACLE FOODS INC DEL	240,000	$12.04M	0.1%	$46.29	—	COM	72348P104
MKC	MCCORMICK & CO INC	120,000	$11.99M	0.1%	$28.56	+48.4%	COM NON VTG	579780206
BURL	BURLINGTON STORES INC	147,500	$11.95M	0.1%	$43.95	+76.0%	COM	122017106
EIX	EDISON INTL	165,000	$11.92M	0.1%	$35.87	+42.3%	COM	281020107
OMC	OMNICOM GROUP INC	140,000	$11.9M	0.1%	$47.90	+26.4%	COM	681919106
DTE	DTE ENERGY CO	127,000	$11.9M	0.1%	$47.19	+26.2%	COM	233331107
EMN	EASTMAN CHEM CO	175,000	$11.84M	0.1%	$53.87	-8.6%	COM	277432100
GBDC	GOLUB CAP BDC INC	631,310	$11.72M	0.1%	$6.90	+13.2%	COM	38173M102
—	SUMMIT MATLS INC	625,600	$11.61M	0.0%	$21.00	—	CL A	86614U100
MAA	MID-AMER APT CMNTYS INC	123,350	$11.59M	0.0%	$52.38	+37.7%	COM	59522J103
—	MEAD JOHNSON NUTRITION CO	146,026	$11.54M	0.0%	$94.13	—	COM	582839106
ITW	ILLINOIS TOOL WKS INC	95,750	$11.47M	0.0%	$71.40	+30.1%	COM	452308109
INTU	INTUIT	103,900	$11.43M	0.0%	$89.54	+16.5%	COM	461202103
EA	ELECTRONIC ARTS INC	133,099	$11.37M	0.0%	$65.84	+18.1%	COM	285512109
INCY	INCYTE CORP	120,000	$11.31M	0.0%	$51.07	+65.0%	COM	45337C102
MTZ	MASTEC INC	380,000	$11.3M	0.0%	$32.42	-15.4%	COM	576323109
—	MARATHON OIL CORP	711,644	$11.25M	0.0%	$28.98	—	COM	565849106
—	GENESEE & WYO INC	163,000	$11.24M	0.0%	$96.53	—	CL A	371559105
—	SPDR SERIES TRUST	290,000	$11.15M	0.0%	$68.83	—	S&P OILGAS EXP	78464A730
MELI	MERCADOLIBRE INC	60,143	$11.12M	0.0%	$123.06	+34.2%	COM	58733R102
ES	EVERSOURCE ENERGY	205,000	$11.11M	0.0%	$37.22	+9.6%	COM	30040W108
—	DISCOVERY COMMUNICATNS NEW	420,000	$11.05M	0.0%	$31.17	—	COM SER C	25470F302
NTRS	NORTHERN TR CORP	160,000	$10.88M	0.0%	$45.46	+15.4%	COM	665859104
—	NIC INC	460,000	$10.81M	0.0%	$15.85	—	COM	62914B100
CPA	COPA HOLDINGS SA	122,638	$10.78M	0.0%	$71.35	-18.3%	CL A	P31076105
—	COVANTA HLDG CORP	700,000	$10.77M	0.0%	$17.45	—	COM	22282E102
SNPS	SYNOPSYS INC	180,000	$10.68M	0.0%	$38.15	+48.9%	COM	871607107
DG	DOLLAR GEN CORP NEW	152,000	$10.64M	0.0%	$49.73	+50.9%	COM	256677105
—	MOBILEYE N V AMSTELVEEN	249,800	$10.63M	0.0%	$43.75	—	ORD SHS	N51488117
—	PROS HOLDINGS INC	470,000	$10.63M	0.0%	$26.25	—	COM	74346Y103
—	INVENTURE FOODS INC	1,130,000	$10.62M	0.0%	$7.02	—	COM	461212102
—	TRAVELCENTERS AMER LLC	1,480,000	$10.6M	0.0%	$9.02	—	COM	894174101
EQT	EQT CORP	145,000	$10.53M	0.0%	$44.72	-18.6%	COM	26884L109
—	SVB FINL GROUP	95,000	$10.5M	0.0%	$116.62	—	COM	78486Q101
CDNS	CADENCE DESIGN SYSTEM INC	411,000	$10.49M	0.0%	$15.99	+56.4%	COM	127387108
CBRE	CBRE GROUP INC	373,500	$10.45M	0.0%	$28.78	-0.8%	CL A	12504L109
PHI	PLDT INC	290,500	$10.36M	0.0%	$35.67	—	SPONSORED ADR	69344D408
VLO	VALERO ENERGY CORP NEW	195,000	$10.34M	0.0%	$35.48	+3.5%	COM	91913Y100
HAL	HALLIBURTON CO	230,000	$10.32M	0.0%	$46.37	-21.6%	COM	406216101
—	FIREEYE INC	700,000	$10.31M	0.0%	$28.37	—	COM	31816Q101
YUM	YUM BRANDS INC	113,000	$10.26M	0.0%	$44.64	+20.7%	COM	988498101
KRC	KILROY RLTY CORP	147,250	$10.21M	0.0%	$63.95	—	COM	49427F108
—	TELEFONICA BRASIL SA	701,534	$10.15M	0.0%	$11.49	—	SPONSORED ADR	87936R106
REXR	REXFORD INDL RLTY INC	440,000	$10.07M	0.0%	$14.40	—	COM	76169C100
OPLN	KAR AUCTION SVCS INC	231,000	$9.97M	0.0%	$13.64	+16.9%	COM	48238T109
TROW	PRICE T ROWE GROUP INC	149,500	$9.942M	0.0%	$53.20	-7.1%	COM	74144T108
MSA	MSA SAFETY INC	170,000	$9.867M	0.0%	$54.84	+2.0%	COM	553498106
—	TCP CAP CORP	600,000	$9.828M	0.0%	$16.38	—	COM	87238Q103
FIVE	FIVE BELOW INC	241,500	$9.73M	0.0%	$34.30	+34.9%	COM	33829M101
DLTR	DOLLAR TREE INC	121,000	$9.551M	0.0%	$52.57	+71.1%	COM	256746108
MPC	MARATHON PETE CORP	235,000	$9.539M	0.0%	$33.88	-10.5%	COM	56585A102
LGIH	LGI HOMES INC	258,760	$9.533M	0.0%	$18.11	+94.8%	COM	50187T106
—	NIELSEN HLDGS PLC	177,600	$9.514M	0.0%	$52.58	—	SHS EUR	G6518L108
PGR	PROGRESSIVE CORP OHIO	300,000	$9.45M	0.0%	$17.77	+38.9%	COM	743315103
—	AMERICAN CAPITAL AGENCY CORP	483,000	$9.438M	0.0%	$17.97	—	COM	02503X105
—	XL GROUP LTD	280,000	$9.416M	0.0%	$33.63	—	COM	G98294104
CLNE	CLEAN ENERGY FUELS CORP	2,100,000	$9.387M	0.0%	$8.96	-57.4%	COM	184499101
—	NATIONAL CINEMEDIA INC	630,000	$9.273M	0.0%	$16.45	—	COM	635309107
DE	DEERE & CO	108,000	$9.218M	0.0%	$65.55	+7.3%	COM	244199105
ZBH	ZIMMER BIOMET HLDGS INC	70,500	$9.166M	0.0%	$88.67	+29.0%	COM	98956P102
WEC	WEC ENERGY GROUP INC	152,400	$9.126M	0.0%	$33.96	+35.9%	COM	92939U106
—	REALPAGE INC	350,000	$8.995M	0.0%	$25.70	—	COM	75606N109
HSIC	SCHEIN HENRY INC	55,000	$8.964M	0.0%	$45.75	+45.1%	COM	806407102
VNO	VORNADO RLTY TR	88,000	$8.906M	0.0%	$102.23	—	SH BEN INT	929042109
ELV	ANTHEM INC	70,000	$8.772M	0.0%	$105.54	+7.8%	COM	036752103
SJM	SMUCKER J M CO	64,556	$8.75M	0.0%	$71.42	+53.9%	COM NEW	832696405
CIEN	CIENA CORP	400,000	$8.72M	0.0%	$18.65	+11.8%	COM NEW	171779309
FIS	FIDELITY NATL INFORMATION SV	112,200	$8.643M	0.0%	$64.26	+3.2%	COM	31620M106
MOS	MOSAIC CO NEW	350,000	$8.561M	0.0%	$31.76	-27.5%	COM	61945C103
GEO	GEO GROUP INC NEW	360,000	$8.561M	0.0%	$12.12	0.0%	COM	36162J106
NVRI	HARSCO CORP	860,000	$8.54M	0.0%	$21.10	-54.8%	COM	415864107
—	BB&T CORP	225,000	$8.487M	0.0%	$37.79	—	COM	054937107
—	FEDERAL REALTY INVT TR	55,000	$8.466M	0.0%	$123.31	—	SH BEN INT NEW	313747206
FMC	F M C CORP	175,000	$8.46M	0.0%	$40.09	-17.6%	COM NEW	302491303
—	OCH ZIFF CAP MGMT GROUP	1,900,000	$8.246M	0.0%	$5.41	—	CL A	67551U105
STWD	STARWOOD PPTY TR INC	364,000	$8.197M	0.0%	$23.72	—	COM	85571B105
ULTA	ULTA SALON COSMETCS & FRAG I	34,200	$8.139M	0.0%	$100.00	+152.7%	COM	90384S303
BDN	BRANDYWINE RLTY TR	520,500	$8.131M	0.0%	$14.33	—	SH BEN INT NEW	105368203
—	SPECTRA ENERGY CORP	190,000	$8.123M	0.0%	$39.07	—	COM	847560109
—	RED HAT INC	100,000	$8.083M	0.0%	$55.27	—	COM	756577102
CMG	CHIPOTLE MEXICAN GRILL INC	19,000	$8.047M	0.0%	$12.23	-32.8%	COM	169656105
CHKP	CHECK POINT SOFTWARE TECH LT	103,600	$8.04M	0.0%	$77.56	0.0%	ORD	M22465104
UHS	UNIVERSAL HLTH SVCS INC	65,000	$8.009M	0.0%	$82.36	+47.7%	CL B	913903100
GEL	GENESIS ENERGY L P	209,726	$7.963M	0.0%	$37.04	—	UNIT LTD PARTN	371927104
TXT	TEXTRON INC	200,000	$7.95M	0.0%	$40.74	-4.6%	COM	883203101
—	APOLLO ED GROUP INC	1,000,000	$7.95M	0.0%	$7.90	—	CL A	037604105
CAG	CONAGRA FOODS INC	167,500	$7.891M	0.0%	$16.30	+57.4%	COM	205887102
ODFL	OLD DOMINION FGHT LINES INC	115,000	$7.89M	0.0%	$21.42	+1.4%	COM	679580100
—	NEW ORIENTAL ED & TECH GRP I	169,476	$7.857M	0.0%	$34.54	—	SPON ADR	647581107
—	ZELTIQ AESTHETICS INC	200,000	$7.844M	0.0%	$27.33	—	COM	98933Q108
DEI	DOUGLAS EMMETT INC	213,000	$7.802M	0.0%	$28.80	—	COM	25960P109
CLX	CLOROX CO DEL	62,000	$7.761M	0.0%	$64.50	+55.4%	COM	189054109
PSA	PUBLIC STORAGE	34,575	$7.715M	0.0%	$109.31	+46.1%	COM	74460D109
PAG	PENSKE AUTOMOTIVE GRP INC	159,750	$7.697M	0.0%	$44.69	-6.9%	COM	70959W103
ETR	ENTERGY CORP NEW	100,000	$7.673M	0.0%	$23.44	+18.2%	COM	29364G103
WHR	WHIRLPOOL CORP	47,250	$7.662M	0.0%	$171.11	+3.5%	COM	963320106
FE	FIRSTENERGY CORP	230,000	$7.608M	0.0%	$20.72	+11.1%	COM	337932107
FCX	FREEPORT-MCMORAN INC	700,000	$7.602M	0.0%	$15.51	-32.7%	CL B	35671D857
—	XO GROUP INC	390,000	$7.539M	0.0%	$12.22	—	COM	983772104
—	WYNDHAM WORLDWIDE CORP	111,000	$7.474M	0.0%	$75.75	—	COM	98310W108
—	HANESBRANDS INC	295,000	$7.449M	0.0%	$49.74	—	COM	410345102
HIG	HARTFORD FINL SVCS GROUP INC	172,000	$7.365M	0.0%	$27.56	+23.9%	COM	416515104
CTRA	CABOT OIL & GAS CORP	285,000	$7.353M	0.0%	$25.93	-29.7%	COM	127097103
—	NOBLE ENERGY INC	203,000	$7.255M	0.0%	$77.46	—	COM	655044105
HPQ	HP INC	463,600	$7.2M	0.0%	$9.12	+14.8%	COM	40434L105
IRT	INDEPENDENCE RLTY TR INC	798,100	$7.183M	0.0%	$8.62	—	COM	45378A106
—	REGAL ENTMT GROUP	330,000	$7.178M	0.0%	$22.84	—	CL A	758766109
—	COLONY STARWOOD HOMES	248,000	$7.118M	0.0%	$25.45	—	COM	19625X102
—	GSV CAP CORP	1,500,000	$7.08M	0.0%	$8.41	—	COM	36191J101
IT	GARTNER INC	80,000	$7.076M	0.0%	$69.70	+34.6%	COM	366651107
WSR	WHITESTONE REIT	509,500	$7.072M	0.0%	$13.22	—	COM	966084204
A	AGILENT TECHNOLOGIES INC	150,000	$7.064M	0.0%	$36.49	+19.0%	COM	00846U101
GPN	GLOBAL PMTS INC	91,400	$7.016M	0.0%	$66.05	+8.4%	COM	37940X102
CCEP	COCA COLA EUROPEAN PARTNERS	175,763	$7.013M	0.0%	$29.28	0.0%	SHS	G25839104
NBIS	YANDEX N V	331,545	$6.979M	0.0%	$20.66	—	SHS CLASS A	N97284108
CLDT	CHATHAM LODGING TR	361,500	$6.958M	0.0%	$24.27	—	COM	16208T102
—	ADVANCED SEMICONDUCTOR ENGR	1,175,019	$6.944M	0.0%	$6.05	—	SPONSORED ADR	00756M404
AER	AERCAP HOLDINGS NV	179,200	$6.897M	0.0%	$37.14	0.0%	SHS	N00985106
SEE	SEALED AIR CORP NEW	150,000	$6.873M	0.0%	$40.47	-1.3%	COM	81211K100
XRAY	DENTSPLY SIRONA INC	115,000	$6.834M	0.0%	$58.93	+4.3%	COM	24906P109
—	MAGELLAN MIDSTREAM PRTNRS LP	96,500	$6.826M	0.0%	$71.04	—	COM UNIT RP LP	559080106
—	CITRIX SYS INC	80,000	$6.818M	0.0%	$62.55	—	COM	177376100
—	TUPPERWARE BRANDS CORP	104,000	$6.798M	0.0%	$83.70	—	COM	899896104
—	INGERSOLL-RAND PLC	100,000	$6.794M	0.0%	$51.67	—	SHS	G47791101
RRC	RANGE RES CORP	175,000	$6.781M	0.0%	$67.86	-40.4%	COM	75281A109
GGAL	GRUPO FINANCIERO GALICIA S A	217,933	$6.781M	0.0%	$30.44	—	SP ADR 10 SH B	399909100
—	DU PONT E I DE NEMOURS & CO	100,000	$6.697M	0.0%	$67.04	—	COM	263534109
ECL	ECOLAB INC	55,000	$6.695M	0.0%	$97.33	+12.0%	COM	278865100
—	ZYNGA INC	2,294,800	$6.678M	0.0%	$2.68	—	CL A	98986T108
—	DATAWATCH CORP	900,000	$6.669M	0.0%	$12.85	—	COM NEW	237917208
EMR	EMERSON ELEC CO	122,000	$6.65M	0.0%	$38.27	+10.5%	COM	291011104
—	JUNIPER NETWORKS INC	275,000	$6.617M	0.0%	$22.95	—	COM	48203R104
—	KLX INC	187,500	$6.6M	0.0%	$41.25	—	COM	482539103
—	COMMUNICATIONS SALES&LEAS IN	209,400	$6.578M	0.0%	$26.89	—	COM	20341J104
TWI	TITAN INTL INC ILL	650,000	$6.578M	0.0%	$6.22	+30.7%	COM	88830M102
CCK	CROWN HOLDINGS INC	115,000	$6.565M	0.0%	$48.36	+5.3%	COM	228368106
RDY	DR REDDYS LABS LTD	140,900	$6.54M	0.0%	$49.46	—	ADR	256135203
—	QTS RLTY TR INC	123,500	$6.527M	0.0%	$46.70	—	COM CL A	74736A103
STAG	STAG INDL INC	265,000	$6.495M	0.0%	$23.80	—	COM	85254J102
SAM	BOSTON BEER INC	41,500	$6.443M	0.0%	$227.88	-23.5%	CL A	100557107
BVN	COMPANIA DE MINAS BUENAVENTU	463,367	$6.413M	0.0%	$9.30	—	SPONSORED ADR	204448104
—	STERICYCLE INC	80,000	$6.411M	0.0%	$118.54	—	COM	858912108
—	LIONS GATE ENTMNT CORP	320,000	$6.397M	0.0%	$32.61	—	COM NEW	535919203
—	FMC TECHNOLOGIES INC	215,000	$6.379M	0.0%	$50.58	—	COM	30249U101
NOW	SERVICENOW INC	80,000	$6.332M	0.0%	$10.68	+38.1%	COM	81762P102
HP	HELMERICH & PAYNE INC	94,000	$6.326M	0.0%	$101.12	-37.9%	COM	423452101
PAA	PLAINS ALL AMERN PIPELINE L	199,311	$6.26M	0.0%	$29.89	—	UNIT LTD PARTN	726503105
AEE	AMEREN CORP	127,000	$6.246M	0.0%	$27.75	+39.8%	COM	023608102
MPT	MEDICAL PPTYS TRUST INC	420,000	$6.203M	0.0%	$12.12	—	COM	58463J304
BWA	BORGWARNER INC	175,000	$6.157M	0.0%	$41.30	-38.2%	COM	099724106
CHCT	COMMUNITY HEALTHCARE TR INC	279,500	$6.127M	0.0%	$19.38	—	COM	20369C106
AES	AES CORP	475,000	$6.104M	0.0%	$9.49	-7.1%	COM	00130H105
VRSK	VERISK ANALYTICS INC	75,000	$6.096M	0.0%	$58.56	+35.0%	COM	92345Y106
CMS	CMS ENERGY CORP	145,000	$6.091M	0.0%	$24.12	+37.2%	COM	125896100
—	FOOT LOCKER INC	89,000	$6.027M	0.0%	$50.72	—	COM	344849104
MAR	MARRIOTT INTL INC NEW	89,500	$6.026M	0.0%	$66.25	-2.4%	CL A	571903202
—	SYMANTEC CORP	240,000	$6.024M	0.0%	$22.90	—	COM	871503108
—	BUCKEYE PARTNERS L P	83,200	$5.957M	0.0%	$69.85	—	UNIT LTD PARTN	118230101
—	TOTAL SYS SVCS INC	125,900	$5.936M	0.0%	$49.39	—	COM	891906109
THO	THOR INDS INC	70,000	$5.929M	0.0%	$47.71	+35.2%	COM	885160101
SIG	SIGNET JEWELERS LIMITED	79,000	$5.888M	0.0%	$96.20	-27.6%	SHS	G81276100
ELS	EQUITY LIFESTYLE PPTYS INC	76,000	$5.865M	0.0%	$44.16	—	COM	29472R108
BRX	BRIXMOR PPTY GROUP INC	210,500	$5.85M	0.0%	$24.28	—	COM	11120U105
TBPH	THERAVANCE BIOPHARMA INC	160,459	$5.815M	0.0%	$23.93	+16.4%	COM	G8807B106
CNP	CENTERPOINT ENERGY INC	250,000	$5.808M	0.0%	$16.16	+7.1%	COM	15189T107
—	LIFEPOINT HEALTH INC	96,164	$5.696M	0.0%	$62.10	—	COM	53219L109
—	CORRECTIONS CORP AMER NEW	400,000	$5.548M	0.0%	$13.87	—	COM NEW	22025Y407
TRNO	TERRENO RLTY CORP	200,000	$5.502M	0.0%	$22.59	—	COM	88146M101
MUR	MURPHY OIL CORP	180,000	$5.472M	0.0%	$40.74	-50.2%	COM	626717102
—	SCANA CORP NEW	75,000	$5.428M	0.0%	$53.81	—	COM	80589M102
KRG	KITE RLTY GROUP TR	193,750	$5.371M	0.0%	$27.63	—	COM NEW	49803T300
CSX	CSX CORP	175,000	$5.338M	0.0%	$7.18	+15.4%	COM	126408103
AAL	AMERICAN AIRLS GROUP INC	145,000	$5.308M	0.0%	$37.32	-8.8%	COM	02376R102
KW	KENNEDY-WILSON HLDGS INC	235,000	$5.3M	0.0%	$23.51	-9.6%	COM	489398107
SYK	STRYKER CORP	45,000	$5.238M	0.0%	$71.15	+47.4%	COM	863667101
—	COMPUTER SCIENCES CORP	100,000	$5.221M	0.0%	$61.38	—	COM	205363104
—	NEWFIELD EXPL CO	120,000	$5.215M	0.0%	$44.20	—	COM	651290108
—	NABORS INDUSTRIES LTD	420,000	$5.107M	0.0%	$24.77	—	SHS	G6359F103
MPLX	MPLX LP	150,500	$5.096M	0.0%	$33.86	—	COM UNIT REP LTD	55336V100
—	CAPITAL SR LIVING CORP	300,000	$5.04M	0.0%	$23.79	—	COM	140475104
MPAA	MOTORCAR PTS AMER INC	175,000	$5.037M	0.0%	$26.64	+5.6%	COM	620071100
—	ALLEGHANY CORP DEL	9,550	$5.014M	0.0%	$438.12	—	COM	017175100
—	CAPSTEAD MTG CORP	530,000	$4.998M	0.0%	$9.53	—	COM NO PAR	14067E506
OHI	OMEGA HEALTHCARE INVS INC	139,500	$4.945M	0.0%	$34.96	—	COM	681936100
—	TRIANGLE CAP CORP	250,000	$4.925M	0.0%	$19.70	—	COM	895848109
ED	CONSOLIDATED EDISON INC	65,000	$4.895M	0.0%	$36.43	+52.2%	COM	209115104
—	SPIRIT AIRLS INC	115,000	$4.891M	0.0%	$54.07	—	COM	848577102
VRSN	VERISIGN INC	62,400	$4.882M	0.0%	$49.41	+61.0%	COM	92343E102
—	TWENTY FIRST CENTY FOX INC	200,000	$4.844M	0.0%	$27.05	—	CL A	90130A101
—	SKECHERS U S A INC	210,500	$4.82M	0.0%	$34.83	—	CL A	830566105
—	BROOKFIELD PPTY PARTNERS L P	210,000	$4.813M	0.0%	$22.18	—	UNIT LTD PARTN	G16249107
BWXT	BWX TECHNOLOGIES INC	125,000	$4.796M	0.0%	$20.82	+62.5%	COM	05605H100
TPH	TRI POINTE GROUP INC	363,336	$4.789M	0.0%	$14.20	-6.9%	COM	87265H109
—	ROWAN COMPANIES PLC	315,000	$4.775M	0.0%	$27.83	—	SHS CL A	G7665A101
FCPT	FOUR CORNERS PPTY TR INC	221,274	$4.72M	0.0%	$21.48	—	COM	35086T109
TSCO	TRACTOR SUPPLY CO	70,000	$4.715M	0.0%	$11.24	+27.9%	COM	892356106
HOLX	HOLOGIC INC	121,200	$4.706M	0.0%	$23.37	+61.5%	COM	436440101
NTCT	NETSCOUT SYS INC	160,000	$4.68M	0.0%	$37.86	-27.5%	COM	64115T104
AMCX	AMC NETWORKS INC	90,000	$4.667M	0.0%	$59.89	-8.5%	CL A	00164V103
—	EXA CORP	290,000	$4.655M	0.0%	$11.28	—	COM	300614500
TAL	TAL ED GROUP	65,119	$4.613M	0.0%	$29.56	—	ADS REPSTG COM	874080104
FLO	FLOWERS FOODS INC	303,750	$4.593M	0.0%	$13.40	-14.6%	COM	343498101
IEMG	ISHARES INC	100,550	$4.586M	0.0%	$47.61	—	CORE MSCI EMKT	46434G103
HL	HECLA MNG CO	800,000	$4.56M	0.0%	$3.71	+57.9%	COM	422704106
—	MELLANOX TECHNOLOGIES LTD	105,000	$4.541M	0.0%	$45.94	—	SHS	M51363113
—	EQUITY COMWLTH	150,000	$4.534M	0.0%	$27.44	—	COM SH BEN INT	294628102
EFX	EQUIFAX INC	33,600	$4.522M	0.0%	$101.79	+19.3%	COM	294429105
ATI	ALLEGHENY TECHNOLOGIES INC	250,000	$4.518M	0.0%	$18.98	-12.9%	COM	01741R102
—	CLUBCORP HLDGS INC	311,000	$4.5M	0.0%	$18.21	—	COM	18948M108
—	VANECK VECTORS ETF TR	239,400	$4.491M	0.0%	$17.97	—	RUSSIA ETF	92189F403
RVTY	PERKINELMER INC	80,000	$4.489M	0.0%	$43.14	+23.2%	COM	714046109
—	BARD C R INC	20,000	$4.486M	0.0%	$143.00	—	COM	067383109
CMI	CUMMINS INC	35,000	$4.485M	0.0%	$75.80	+25.0%	COM	231021106
UNFI	UNITED NAT FOODS INC	110,000	$4.404M	0.0%	$67.33	-31.8%	COM	911163103
LKQ	LKQ CORP	123,500	$4.379M	0.0%	$29.16	+6.7%	COM	501889208
—	PREFERRED APT CMNTYS INC	320,000	$4.323M	0.0%	$9.56	—	COM	74039L103
—	ADTRAN INC	225,000	$4.307M	0.0%	$20.19	—	COM	00738A106
PSIX	POWER SOLUTIONS INTL INC	420,000	$4.305M	0.0%	$54.10	-73.5%	COM NEW	73933G202
—	CITY OFFICE REIT INC	335,000	$4.264M	0.0%	$11.83	—	COM	178587101
BMA	BANCO MACRO SA	54,445	$4.26M	0.0%	$74.22	—	SPON ADR B	05961W105
PVH	PVH CORP	38,500	$4.254M	0.0%	$118.68	-14.1%	COM	693656100
WRB	BERKLEY W R CORP	72,905	$4.211M	0.0%	$9.99	+38.7%	COM	084423102
MSCI	MSCI INC	50,000	$4.197M	0.0%	$37.97	+102.4%	COM	55354G100
—	ANSYS INC	45,000	$4.167M	0.0%	$75.82	—	COM	03662Q105
COTY	COTY INC	177,000	$4.16M	0.0%	$13.82	+67.2%	COM CL A	222070203
CHT	CHUNGHWA TELECOM CO LTD	118,376	$4.147M	0.0%	$31.67	—	SPON ADR NEW11	17133Q502
AWI	ARMSTRONG WORLD INDS INC NEW	100,000	$4.132M	0.0%	$45.49	-14.4%	COM	04247X102
—	BABCOCK & WILCOX ENTERPRIS I	250,000	$4.125M	0.0%	$16.68	—	COM	05614L100
—	MENTOR GRAPHICS CORP	155,000	$4.098M	0.0%	$21.06	—	COM	587200106
—	EDUCATION RLTY TR INC	95,000	$4.098M	0.0%	$34.85	—	COM NEW	28140H203
OLLI	OLLIES BARGAIN OUTLT HLDGS I	155,500	$4.076M	0.0%	$20.58	+26.7%	COM	681116109
—	TATA MTRS LTD	101,615	$4.063M	0.0%	$37.61	—	SPONSORED ADR	876568502
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	85,000	$4.055M	0.0%	$55.65	-9.4%	CL A	192446102
ALEX	ALEXANDER & BALDWIN INC NEW	105,000	$4.034M	0.0%	$41.68	—	COM	014491104
—	DDR CORP	230,000	$4.009M	0.0%	$17.36	—	COM	23317H102
—	HORTONWORKS INC	480,000	$4.008M	0.0%	$22.87	—	COM	440894103
—	CTRIP COM INTL LTD	85,860	$3.998M	0.0%	$45.74	—	AMERICAN DEP SHS	22943F100
—	GRUPO FINANCIERO SANTANDER M	454,238	$3.997M	0.0%	$9.09	—	SPON ADR SHS B	40053C105
PWR	QUANTA SVCS INC	142,500	$3.989M	0.0%	$32.42	-22.9%	COM	74762E102
HXL	HEXCEL CORP NEW	90,000	$3.987M	0.0%	$43.39	+0.9%	COM	428291108
—	WILLIAMS PARTNERS L P NEW	106,700	$3.968M	0.0%	$37.19	—	COM UNIT LTD PAR	96949L105
KEYS	KEYSIGHT TECHNOLOGIES INC	125,000	$3.961M	0.0%	$32.07	-7.3%	COM	49338L103
—	KATE SPADE & CO	229,750	$3.936M	0.0%	$37.23	—	COM	485865109
DAN	DANA INCORPORATED	250,000	$3.898M	0.0%	$16.17	-30.6%	COM	235825205
LMNR	LIMONEIRA CO	205,000	$3.875M	0.0%	$18.46	-16.3%	COM	532746104
M	MACYS INC	104,500	$3.872M	0.0%	$58.20	-37.7%	COM	55616P104
—	SUNOCO LOGISTICS PRTNRS L P	135,900	$3.861M	0.0%	$27.02	—	COM UNITS	86764L108
INVA	INNOVIVA INC	349,108	$3.837M	0.0%	$10.97	+6.4%	COM	45781M101
—	WORLD WRESTLING ENTMT INC	180,000	$3.834M	0.0%	$12.97	—	CL A	98156Q108
—	FELCOR LODGING TR INC	596,000	$3.832M	0.0%	$10.33	—	COM	31430F101
RGA	REINSURANCE GROUP AMER INC	35,272	$3.807M	0.0%	$77.94	+31.0%	COM NEW	759351604
OSIS	OSI SYSTEMS INC	58,200	$3.805M	0.0%	$59.67	+5.6%	COM	671044105
SHW	SHERWIN WILLIAMS CO	13,750	$3.804M	0.0%	$82.21	+8.3%	COM	824348106
GEF/B	GREIF INC	62,000	$3.757M	0.0%	$33.05	+4.7%	CL B	397624206
CSTE	CAESARSTONE LTD	99,500	$3.752M	0.0%	$38.97	-10.3%	ORD SHS	M20598104
BXMT	BLACKSTONE MTG TR INC	127,000	$3.74M	0.0%	$27.47	—	COM CL A	09257W100
—	SOUTHWESTERN ENERGY CO	270,000	$3.737M	0.0%	$33.77	—	COM	845467109
NI	NISOURCE INC	155,000	$3.737M	0.0%	$11.29	+64.2%	COM	65473P105
—	VALSPAR CORP	35,000	$3.712M	0.0%	$85.25	—	COM	920355104
—	SNYDERS-LANCE INC	110,000	$3.694M	0.0%	$28.42	—	COM	833551104
—	TALLGRASS ENERGY PARTNERS LP	76,200	$3.673M	0.0%	$48.20	—	COM UNIT	874697105
EWBC	EAST WEST BANCORP INC	100,000	$3.671M	0.0%	$26.68	+6.2%	COM	27579R104
IONS	IONIS PHARMACEUTICALS INC	100,000	$3.664M	0.0%	$53.96	-42.0%	COM	462222100
LAND	GLADSTONE LD CORP	344,000	$3.643M	0.0%	$11.38	—	COM	376549101
—	VEREIT INC	350,000	$3.63M	0.0%	$7.72	—	COM	92339V100
—	NATIONAL INSTRS CORP	127,400	$3.618M	0.0%	$28.40	—	COM	636518102
AAP	ADVANCE AUTO PARTS INC	24,150	$3.601M	0.0%	$110.25	+27.0%	COM	00751Y106
—	PHILLIPS 66 PARTNERS LP	73,880	$3.591M	0.0%	$48.61	—	COM UNIT REP INT	718549207
UMH	UMH PPTYS INC	297,000	$3.54M	0.0%	$10.09	—	COM	903002103
SGA	SAGA COMMUNICATIONS INC	78,000	$3.537M	0.0%	$43.69	-5.5%	CL A NEW	786598300
—	ONEOK PARTNERS LP	88,000	$3.516M	0.0%	$34.22	—	UNIT LTD PARTN	68268N103
—	BALLANTYNE STRONG INC	500,000	$3.5M	0.0%	$4.18	—	COM	058516105
TR	TOOTSIE ROLL INDS INC	94,069	$3.465M	0.0%	$22.20	+37.4%	COM	890516107
—	CHESAPEAKE ENERGY CORP	550,000	$3.449M	0.0%	$25.57	—	COM	165167107
—	BLUE BUFFALO PET PRODS INC	145,000	$3.445M	0.0%	$18.60	—	COM	09531U102
DCH	AMERICAN AXLE & MFG HLDGS IN	200,000	$3.444M	0.0%	$22.15	-24.1%	COM	024061103
—	WESTERN GAS PARTNERS LP	62,400	$3.435M	0.0%	$47.67	—	COM UNIT LP IN	958254104
OXM	OXFORD INDS INC	50,700	$3.432M	0.0%	$65.84	-4.9%	COM	691497309
BSAC	BANCO SANTANDER CHILE NEW	165,592	$3.426M	0.0%	$20.92	—	SP ADR REP COM	05965X109
PNW	PINNACLE WEST CAP CORP	45,000	$3.42M	0.0%	$35.10	+53.2%	COM	723484101
REG	REGENCY CTRS CORP	44,000	$3.409M	0.0%	$49.25	+13.6%	COM	758849103
DGX	QUEST DIAGNOSTICS INC	40,000	$3.385M	0.0%	$46.37	+50.6%	COM	74834L100
MAN	MANPOWERGROUP INC	46,600	$3.367M	0.0%	$84.40	-18.3%	COM	56418H100
—	LIBERTY MEDIA CORP DELAWARE	100,000	$3.341M	0.0%	$30.87	—	COM C SIRIUSXM	531229607
GLIN	VANECK VECTORS ETF TR	71,738	$3.333M	0.0%	$42.38	—	INDIA SMALL CAP	92189F767
—	SINCLAIR BROADCAST GROUP INC	115,000	$3.321M	0.0%	$34.75	—	CL A	829226109
—	WCI CMNTYS INC	140,000	$3.321M	0.0%	$21.13	—	COM PAR $0.01	92923C807
—	IXIA	260,000	$3.25M	0.0%	$11.43	—	COM	45071R109
—	SAFEGUARD SCIENTIFICS INC	250,000	$3.24M	0.0%	$20.79	—	COM NEW	786449207
LULU	LULULEMON ATHLETICA INC	53,000	$3.232M	0.0%	$51.30	+43.9%	COM	550021109
CAL	CALERES INC	127,000	$3.212M	0.0%	$23.84	-6.7%	COM	129500104
—	HARRIS CORP DEL	35,000	$3.206M	0.0%	$75.75	—	COM	413875105
—	NEW SR INVT GROUP INC	275,000	$3.174M	0.0%	$10.44	—	COM	648691103
OGE	OGE ENERGY CORP	100,000	$3.162M	0.0%	$33.87	-6.5%	COM	670837103
—	EQUITY ONE	103,000	$3.153M	0.0%	$26.16	—	COM	294752100
NWSA	NEWS CORP NEW	225,000	$3.146M	0.0%	$14.16	-16.6%	CL A	65249B109
—	DELL TECHNOLOGIES INC	65,761	$3.143M	0.0%	$47.79	—	COM CL V	24703L103
—	QEP RES INC	160,000	$3.125M	0.0%	$34.50	—	COM	74733V100
—	RIGEL PHARMACEUTICALS INC	850,000	$3.12M	0.0%	$2.89	—	COM NEW	766559603
PCH	POTLATCH CORP NEW	80,000	$3.111M	0.0%	$30.24	—	COM	737630103
CYH	COMMUNITY HEALTH SYS INC NEW	268,743	$3.101M	0.0%	$33.27	-65.3%	COM	203668108
—	COLONY CAP INC	169,000	$3.081M	0.0%	$18.94	—	CL A	19624R106
HTGC	HERCULES CAPITAL INC	225,000	$3.051M	0.0%	$13.33	0.0%	COM	427096508
—	ASPEN TECHNOLOGY INC	65,000	$3.041M	0.0%	$46.40	—	COM	045327103
—	FINISAR CORP	100,000	$2.98M	0.0%	$19.75	—	COM NEW	31787A507
KSS	KOHLS CORP	68,000	$2.975M	0.0%	$41.89	0.0%	COM	500255104
—	CARMIKE CINEMAS INC	90,000	$2.942M	0.0%	$35.13	—	COM	143436400
CRL	CHARLES RIV LABS INTL INC	35,000	$2.917M	0.0%	$54.87	+52.8%	COM	159864107
—	TAUBMAN CTRS INC	39,000	$2.902M	0.0%	$74.87	—	COM	876664103
AMG	AFFILIATED MANAGERS GROUP	20,000	$2.894M	0.0%	$187.17	-26.0%	COM	008252108
GZTGF	GAZIT GLOBE LTD	277,500	$2.892M	0.0%	$12.57	-20.8%	SHS	M4793C102
—	CONSOL ENERGY INC	150,000	$2.88M	0.0%	$46.07	—	COM	20854P109
—	BROOKFIELD ASSET MGMT INC	81,369	$2.863M	0.0%	$40.99	—	CL A LTD VT SH	112585104
AZO	AUTOZONE INC	3,700	$2.843M	0.0%	$562.68	+38.3%	COM	053332102
—	EQT MIDSTREAM PARTNERS LP	37,300	$2.842M	0.0%	$77.35	—	UNIT LTD PARTN	26885B100
PAM	PAMPA ENERGIA S A	87,687	$2.841M	0.0%	$28.15	—	SPONS ADR LVL I	697660207
CRI	CARTER INC	32,500	$2.818M	0.0%	$55.25	+40.6%	COM	146229109
NFG	NATIONAL FUEL GAS CO N J	52,000	$2.812M	0.0%	$57.38	-1.5%	COM	636180101
—	GLOBAL MED REIT INC	285,000	$2.782M	0.0%	$10.01	—	COM NEW	37954A204
—	SPIRIT RLTY CAP INC NEW	205,000	$2.733M	0.0%	$11.80	—	COM	84860W102
EC	ECOPETROL S A	311,868	$2.732M	0.0%	$8.98	—	SPONSORED ADS	279158109
—	SPECTRA ENERGY PARTNERS LP	62,500	$2.731M	0.0%	$47.49	—	COM	84756N109
—	GREAT PLAINS ENERGY INC	100,000	$2.729M	0.0%	$26.87	—	COM	391164100
—	2U INC	70,900	$2.715M	0.0%	$34.00	—	COM	90214J101
PTEN	PATTERSON UTI ENERGY INC	121,000	$2.707M	0.0%	$32.83	-38.9%	COM	703481101
—	CIMAREX ENERGY CO	20,000	$2.687M	0.0%	$143.45	—	COM	171798101
—	SUPERIOR ENERGY SVCS INC	150,000	$2.685M	0.0%	$24.39	—	COM	868157108
LNT	ALLIANT ENERGY CORP	70,000	$2.682M	0.0%	$23.72	+23.4%	COM	018802108
—	RETAIL PPTYS AMER INC	158,500	$2.663M	0.0%	$16.80	—	CL A	76131V202
—	ENBRIDGE ENERGY PARTNERS L P	103,800	$2.64M	0.0%	$25.43	—	COM	29250R106
R	RYDER SYS INC	40,000	$2.638M	0.0%	$84.32	-22.4%	COM	783549108
BKD	BROOKDALE SR LIVING INC	151,000	$2.635M	0.0%	$20.66	-16.5%	COM	112463104
ITGR	INTEGER HLDGS CORP	120,000	$2.603M	0.0%	$25.58	0.0%	COM	45826H109
—	ENERGEN CORP	45,000	$2.597M	0.0%	$88.88	—	COM	29265N108
BBY	BEST BUY INC	67,700	$2.585M	0.0%	$20.61	+22.5%	COM	086516101
MDU	MDU RES GROUP INC	100,000	$2.544M	0.0%	$9.15	-24.4%	COM	552690109
—	XCEL BRANDS INC	515,419	$2.541M	0.0%	$8.49	—	COM NEW	98400M101
MSTR	MICROSTRATEGY INC	15,000	$2.512M	0.0%	$12.76	+34.8%	CL A NEW	594972408
—	TWENTY FIRST CENTY FOX INC	100,000	$2.474M	0.0%	$29.27	—	CL B	90130A200
—	LIBERTY GLOBAL PLC	87,739	$2.461M	0.0%	$28.78	—	LILAC SHS CL C	G5480U153
DRI	DARDEN RESTAURANTS INC	40,000	$2.453M	0.0%	$31.36	+52.0%	COM	237194105
RIG	TRANSOCEAN LTD	230,000	$2.452M	0.0%	$36.15	-70.8%	REG SHS	H8817H100
—	WPX ENERGY INC	185,000	$2.44M	0.0%	$23.91	—	COM	98212B103
—	HD SUPPLY HLDGS INC	75,000	$2.399M	0.0%	$28.27	—	COM	40416M105
—	ENERGY TRANSFER PRTNRS L P	64,400	$2.383M	0.0%	$37.00	—	UNIT LTD PARTN	29273R109
—	PENNSYLVANIA RL ESTATE INVT	102,500	$2.361M	0.0%	$22.13	—	SH BEN INT	709102107
—	WASHINGTON PRIME GROUP NEW	187,188	$2.318M	0.0%	$12.38	—	COM	93964W108
PLNT	PLANET FITNESS INC	115,000	$2.308M	0.0%	$16.20	+27.1%	CL A	72703H101
RITM	NEW RESIDENTIAL INVT CORP	167,000	$2.306M	0.0%	$13.83	—	COM NEW	64828T201
EPC	EDGEWELL PERS CARE CO	29,000	$2.306M	0.0%	$93.45	-21.3%	COM	28035Q102
NJR	NEW JERSEY RES	70,000	$2.3M	0.0%	$19.81	+30.5%	COM	646025106
—	AQUA AMERICA INC	75,000	$2.286M	0.0%	$29.06	—	COM	03836W103
SUN	SUNOCO LP	78,200	$2.269M	0.0%	$33.17	—	COM U REP LP	86765K109
—	ENSCO PLC	265,000	$2.253M	0.0%	$50.19	—	SHS CLASS A	G3157S106
NRG	NRG ENERGY INC	200,890	$2.252M	0.0%	$17.83	-40.0%	COM NEW	629377508
—	FINANCIAL ENGINES INC	75,087	$2.231M	0.0%	$45.28	—	COM	317485100
ABM	ABM INDS INC	56,000	$2.223M	0.0%	$26.21	+20.3%	COM	000957100
—	58 COM INC	46,279	$2.205M	0.0%	$46.59	—	SPON ADR REP A	31680Q104
RHI	ROBERT HALF INTL INC	58,200	$2.203M	0.0%	$44.79	-14.9%	COM	770323103
HALO	HALOZYME THERAPEUTICS INC	180,000	$2.174M	0.0%	$8.48	+20.5%	COM	40637H109
SABR	SABRE CORP	77,100	$2.173M	0.0%	$26.67	+4.7%	COM	78573M104
—	ANGLOGOLD ASHANTI LTD	133,937	$2.132M	0.0%	$14.07	—	SPONSORED ADR	035128206
—	CUMULUS MEDIA INC	6,450,000	$2.128M	0.0%	$4.06	—	CL A	231082108
ALKS	ALKERMES PLC	45,000	$2.116M	0.0%	$46.12	+3.1%	SHS	G01767105
HIW	HIGHWOODS PPTYS INC	40,000	$2.085M	0.0%	$38.87	—	COM	431284108
—	ZAIS FINL CORP	144,000	$2.078M	0.0%	$16.62	—	COM	98886K108
—	WEB COM GROUP INC	120,000	$2.072M	0.0%	$28.87	—	COM	94733A104
—	RESTORATION HARDWARE HLDGS I	59,900	$2.071M	0.0%	$94.22	—	COM	761283100
—	U S G CORP	80,000	$2.068M	0.0%	$29.39	—	COM NEW	903293405
BELFB	BEL FUSE INC	85,000	$2.052M	0.0%	$20.44	-7.2%	CL B	077347300
ACCO	ACCO BRANDS CORP	212,000	$2.044M	0.0%	$4.27	+67.9%	COM	00081T108
—	BANCOLOMBIA S A	51,869	$2.025M	0.0%	$39.04	—	SPON ADR PREF	05968L102
RMD	RESMED INC	31,200	$2.021M	0.0%	$42.61	+40.7%	COM	761152107
VIPS	VIPSHOP HLDGS LTD	137,347	$2.015M	0.0%	$14.81	—	SPONSORED ADR	92763W103
GERN	GERON CORP	870,000	$1.966M	0.0%	$3.24	-19.9%	COM	374163103
URBN	URBAN OUTFITTERS INC	56,500	$1.95M	0.0%	$35.29	-7.2%	COM	917047102
—	CELLDEX THERAPEUTICS INC NEW	475,000	$1.919M	0.0%	$15.53	—	COM	15117B103
—	NXSTAGE MEDICAL INC	76,700	$1.917M	0.0%	$14.37	—	COM	67072V103
RWT	REDWOOD TR INC	135,000	$1.912M	0.0%	$17.40	—	COM	758075402
BBD	BANCO BRADESCO S A	210,417	$1.908M	0.0%	$6.94	—	SP ADR PFD NEW	059460303
—	ACORDA THERAPEUTICS INC	90,000	$1.879M	0.0%	$33.71	—	COM	00484M106
ATO	ATMOS ENERGY CORP	25,000	$1.862M	0.0%	$38.03	+61.9%	COM	049560105
IBN	ICICI BK LTD	247,876	$1.851M	0.0%	$17.48	—	ADR	45104G104
—	NOBLE CORP PLC	290,000	$1.839M	0.0%	$31.95	—	SHS USD	G65431101
DKS	DICKS SPORTING GOODS INC	32,000	$1.815M	0.0%	$38.25	+10.2%	COM	253393102
—	NEKTAR THERAPEUTICS	105,000	$1.804M	0.0%	$12.82	—	COM	640268108
SHOO	MADDEN STEVEN LTD	52,000	$1.797M	0.0%	$19.49	+3.4%	COM	556269108
—	VISTA OUTDOOR INC	45,000	$1.794M	0.0%	$42.82	—	COM	928377100
—	ARRAY BIOPHARMA INC	265,000	$1.789M	0.0%	$4.56	—	COM	04269X105
—	POWERSHARES ETF TR II	70,000	$1.786M	0.0%	$25.51	—	VAR RATE PFD POR	73937B597
—	MOBILE TELESYSTEMS PJSC	233,585	$1.782M	0.0%	$7.03	—	SPONSORED ADR	607409109
SBNY	SIGNATURE BK NEW YORK N Y	15,000	$1.777M	0.0%	$126.20	—	COM	82669G104
—	PERFORMANCE SPORTS GROUP LTD	437,500	$1.776M	0.0%	$14.49	—	COM	71377G100
—	ROYAL BK SCOTLAND GROUP PLC	70,000	$1.768M	0.0%	$25.26	—	SP ADR PREF S	780097739
PBYI	PUMA BIOTECHNOLOGY INC	25,833	$1.732M	0.0%	$147.95	-65.8%	COM	74587V107
GPI	GROUP 1 AUTOMOTIVE INC	27,000	$1.725M	0.0%	$70.36	-16.2%	COM	398905109
PKBK	PARKE BANCORP INC	114,241	$1.704M	0.0%	$6.75	+26.5%	COM	700885106
—	NORTHSTAR ASSET MGMT GROUP I	131,564	$1.701M	0.0%	$18.42	—	COM	66705Y104
TV	GRUPO TELEVISA SA	64,400	$1.654M	0.0%	$26.55	—	SPON ADR REP ORD	40049J206
DGII	DIGI INTL INC	145,000	$1.653M	0.0%	$9.15	+24.3%	COM	253798102
—	AMAG PHARMACEUTICALS INC	66,167	$1.622M	0.0%	$20.72	—	COM	00163U106
NPKI	NEWPARK RES INC	220,000	$1.619M	0.0%	$11.66	-43.3%	COM PAR $.01NEW	651718504
AEO	AMERICAN EAGLE OUTFITTERS NE	90,000	$1.607M	0.0%	$10.54	+31.7%	COM	02553E106
SAH	SONIC AUTOMOTIVE INC	85,000	$1.598M	0.0%	$24.96	-29.2%	CL A	83545G102
—	BEASLEY BROADCAST GROUP INC	294,000	$1.596M	0.0%	$6.35	—	CL A	074014101
—	SUMMIT MIDSTREAM PARTNERS LP	69,100	$1.585M	0.0%	$22.94	—	COM UNIT LTD	866142102
THRM	GENTHERM INC	50,000	$1.571M	0.0%	$39.11	-15.5%	COM	37253A103
AGRO	ADECOAGRO S A	137,716	$1.571M	0.0%	$9.70	-3.1%	COM	L00849106
—	WGL HLDGS INC	25,000	$1.568M	0.0%	$43.11	—	COM	92924F106
—	IMS HEALTH HLDGS INC	50,000	$1.567M	0.0%	$25.68	—	COM	44970B109
IDA	IDACORP INC	20,000	$1.566M	0.0%	$55.23	+42.9%	COM	451107106
—	BRIGHTCOVE INC	120,000	$1.566M	0.0%	$10.41	—	COM	10921T101
—	ROYAL BK OF SCOTLAND PLC	1,700,000	$1.56M	0.0%	$0.92	—	DEBT 7.500%12/3	780099CJ4
—	ENTERCOM COMMUNICATIONS CORP	120,000	$1.553M	0.0%	$10.73	—	CL A	293639100
VALE	VALE S A	280,584	$1.543M	0.0%	$5.06	—	ADR	91912E105
—	ADAMAS PHARMACEUTICALS INC	93,500	$1.534M	0.0%	$18.28	—	COM	00548A106
EMMS	EMMIS COMMUNICATIONS CORP	375,000	$1.519M	0.0%	$3.71	0.0%	COM NEW CL A	291525400
UCTT	ULTRA CLEAN HLDGS INC	200,000	$1.482M	0.0%	$9.38	-30.0%	COM	90385V107
—	SOUTH JERSEY INDS INC	50,000	$1.478M	0.0%	$42.56	—	COM	838518108
ENR	ENERGIZER HLDGS INC NEW	29,000	$1.449M	0.0%	$28.77	+25.3%	COM	29272W109
—	CHICAGO BRIDGE & IRON CO N V	50,000	$1.402M	0.0%	$59.44	—	COM	167250109
GPK	GRAPHIC PACKAGING HLDG CO	100,000	$1.399M	0.0%	$13.06	+5.3%	COM	388689101
—	DIAMOND OFFSHORE DRILLING IN	79,000	$1.391M	0.0%	$49.63	—	COM	25271C102
ALLE	ALLEGION PUB LTD CO	20,000	$1.378M	0.0%	$46.47	+35.9%	ORD SHS	G0176J109
SHOP	SHOPIFY INC	31,787	$1.364M	0.0%	$2.37	+61.1%	CL A	82509L107
—	CSRA INC	50,000	$1.345M	0.0%	$30.00	—	COM	12650T104
ESNT	ESSENT GROUP LTD	50,000	$1.331M	0.0%	$19.08	+18.8%	COM	G3198U102
RYN	RAYONIER INC	50,000	$1.327M	0.0%	$35.56	—	COM	754907103
—	BRF SA	77,621	$1.324M	0.0%	$15.51	—	SPONSORED ADR	10552T107
—	VALE S A	279,500	$1.316M	0.0%	$4.71	—	ADR REPSTG PFD	91912E204
ABR	ARBOR RLTY TR INC	175,000	$1.299M	0.0%	$6.95	—	COM	038923108
—	BITAUTO HLDGS LTD	44,614	$1.297M	0.0%	$24.78	—	SPONSORED ADS	091727107
—	NORDSTROM INC	25,000	$1.297M	0.0%	$67.93	—	COM	655664100
—	JAKKS PAC INC	150,000	$1.296M	0.0%	$6.99	—	COM	47012E106
—	JACOBS ENGR GROUP INC DEL	25,000	$1.293M	0.0%	$51.41	—	COM	469814107
TTWO	TAKE-TWO INTERACTIVE SOFTWAR	28,500	$1.285M	0.0%	$34.63	+21.7%	COM	874054109
MBWM	MERCANTILE BANK CORP	47,339	$1.271M	0.0%	$13.00	+39.0%	COM	587376104
—	SUMMER INFANT INC	548,000	$1.184M	0.0%	$2.53	—	COM	865646103
NVEC	NVE CORP	20,000	$1.179M	0.0%	$53.49	+8.6%	COM NEW	629445206
KFY	KORN FERRY INTL	55,600	$1.168M	0.0%	$25.31	-21.3%	COM NEW	500643200
—	CYS INVTS INC	134,000	$1.168M	0.0%	$8.24	—	COM	12673A108
—	CLOUD PEAK ENERGY INC	214,000	$1.164M	0.0%	$15.71	—	COM	18911Q102
—	HFF INC	42,000	$1.163M	0.0%	$31.32	—	CL A	40418F108
SM	SM ENERGY CO	30,000	$1.157M	0.0%	$68.14	-58.0%	COM	78454L100
NGVT	INGEVITY CORP	25,000	$1.153M	0.0%	$30.20	+39.8%	COM	45688C107
—	ALLIANCE ONE INTL INC	60,000	$1.147M	0.0%	$23.92	—	COM NEW	018772301
ANGO	ANGIODYNAMICS INC	65,000	$1.14M	0.0%	$14.48	+12.0%	COM	03475V101
—	BSQUARE CORP	230,000	$1.132M	0.0%	$3.20	—	COM NEW	11776U300
AWK	AMERICAN WTR WKS CO INC NEW	15,000	$1.123M	0.0%	$37.25	+75.4%	COM	030420103
—	LYON WILLIAM HOMES	60,000	$1.113M	0.0%	$15.67	—	CL A NEW	552074700
—	TIVO CORP	57,060	$1.112M	0.0%	$19.49	—	COM	88870P106
—	TAILORED BRANDS INC	70,000	$1.099M	0.0%	$15.70	—	COM	87403A107
—	ENERSIS AMERICAS SA	133,659	$1.094M	0.0%	$10.56	—	SPONSORED ADR	29274F104
LNG	CHENIERE ENERGY INC	25,000	$1.09M	0.0%	$60.75	-30.6%	COM NEW	16411R208
NXRT	NEXPOINT RESIDENTIAL TR INC	55,000	$1.081M	0.0%	$16.69	—	COM	65341D102
HII	HUNTINGTON INGALLS INDS INC	7,000	$1.074M	0.0%	$93.25	+48.3%	COM	446413106
PFS	PROVIDENT FINL SVCS INC	50,000	$1.062M	0.0%	$10.34	+28.3%	COM	74386T105
—	AT HOME GROUP INC	70,000	$1.061M	0.0%	$15.16	—	COM	04650Y100
HLX	HELIX ENERGY SOLUTIONS GRP I	130,000	$1.057M	0.0%	$20.05	-62.2%	COM	42330P107
MSEX	MIDDLESEX WATER CO	30,000	$1.057M	0.0%	$20.63	+83.0%	COM	596680108
—	INTRAWEST RESORTS HLDGS INC	65,000	$1.054M	0.0%	$11.47	—	COM	46090K109
—	DYNEGY INC NEW DEL	85,000	$1.053M	0.0%	$13.56	—	COM	26817R108
—	VECTREN CORP	20,000	$1.004M	0.0%	$42.50	—	COM	92240G101
—	MONMOUTH REAL ESTATE INVT CO	70,000	$999K	0.0%	$12.19	—	CL A	609720107
—	CONNECTICUT WTR SVC INC	20,000	$995K	0.0%	$33.87	—	COM	207797101
PBR/A	PETROLEO BRASILEIRO SA PETRO	118,841	$988K	0.0%	$8.31	—	SP ADR NON VTG	71654V101
—	DENBURY RES INC	300,000	$969K	0.0%	$18.46	—	COM NEW	247916208
—	MERIDIAN BIOSCIENCE INC	50,000	$965K	0.0%	$20.64	—	COM	589584101
—	INTRA CELLULAR THERAPIES INC	62,500	$953K	0.0%	$23.36	—	COM	46116X101
—	STEELCASE INC	67,000	$931K	0.0%	$15.13	—	CL A	858155203
MDRX	ALLSCRIPTS HEALTHCARE SOLUTN	70,000	$922K	0.0%	$15.59	-14.2%	COM	01988P108
UE	URBAN EDGE PPTYS	31,750	$893K	0.0%	$22.70	—	COM	91704F104
OII	OCEANEERING INTL INC	31,000	$853K	0.0%	$58.63	-52.8%	COM	675232102
CROX	CROCS INC	100,000	$830K	0.0%	$9.69	-1.2%	COM	227046109
—	VEDANTA LTD	79,600	$825K	0.0%	$9.32	—	SPONSORED ADR	92242Y100
—	EXPRESS INC	70,000	$825K	0.0%	$15.26	—	COM	30219E103
—	CALPINE CORP	65,000	$822K	0.0%	$20.48	—	COM NEW	131347304
EIDO	ISHARES TR	31,068	$821K	0.0%	$21.91	—	MSCI INDONIA ETF	46429B309
—	OPHTHOTECH CORP	17,500	$807K	0.0%	$42.29	—	COM	683745103
CWT	CALIFORNIA WTR SVC GROUP	25,000	$802K	0.0%	$17.56	+52.4%	COM	130788102
—	NEW HOME CO INC	75,000	$800K	0.0%	$14.13	—	COM	645370107
PBR	PETROLEO BRASILEIRO SA PETRO	85,444	$797K	0.0%	$9.33	—	SPONSORED ADR	71654V408
UAL	UNITED CONTL HLDGS INC	15,000	$787K	0.0%	$47.34	+1.6%	COM	910047109
NEM	NEWMONT MINING CORP	20,000	$786K	0.0%	$16.22	+100.9%	COM	651639106
—	COLUMBIA PPTY TR INC	35,000	$784K	0.0%	$22.40	—	COM NEW	198287203
—	ASHFORD HOSPITALITY TR INC	130,000	$766K	0.0%	$9.52	—	COM SHS	044103109
—	PIER 1 IMPORTS INC	180,000	$763K	0.0%	$15.41	—	COM	720279108
—	WESCO AIRCRAFT HLDGS INC	55,000	$739K	0.0%	$18.39	—	COM	950814103
—	AMARIN CORP PLC	226,033	$722K	0.0%	$2.01	—	SPONS ADR NEW	023111206
SCCO	SOUTHERN COPPER CORP	27,162	$714K	0.0%	$17.51	-1.2%	COM	84265V105
—	LIBERTY MEDIA CORP DELAWARE	25,000	$704K	0.0%	$18.96	—	COM C MEDIA GRP	531229854
—	ORBOTECH LTD	23,480	$695K	0.0%	$22.91	—	ORD	M75253100
VRE	MACK CALI RLTY CORP	25,000	$681K	0.0%	$27.24	—	COM	554489104
—	SELECT INCOME REIT	25,000	$673K	0.0%	$26.92	—	COM SH BEN INT	81618T100
RARE	ULTRAGENYX PHARMACEUTICAL IN	9,400	$667K	0.0%	$41.17	+55.0%	COM	90400D108
AMRC	AMERESCO INC	125,000	$658K	0.0%	$6.77	-26.8%	CL A	02361E108
WIT	WIPRO LTD	67,500	$656K	0.0%	$12.16	—	SPON ADR 1 SH	97651M109
—	ACCELERON PHARMA INC	18,000	$651K	0.0%	$33.94	—	COM	00434H108
—	ADURO BIOTECH INC	51,700	$643K	0.0%	$21.85	—	COM	00739L101
—	HALYARD HEALTH INC	18,500	$641K	0.0%	$45.46	—	COM	40650V100
—	DOVER MOTORSPORTS INC	250,000	$618K	0.0%	$2.87	—	COM	260174107
CQP	CHENIERE ENERGY PARTNERS LP	20,500	$600K	0.0%	$29.27	—	COM UNIT	16411Q101
DECK	DECKERS OUTDOOR CORP	10,000	$596K	0.0%	$12.52	-16.3%	COM	243537107
AVAL	GRUPO AVAL ACCIONES Y VALORE	67,100	$592K	0.0%	$7.60	—	SPONSORED ADS	40053W101
—	UCP INC	63,534	$560K	0.0%	$13.36	—	CL A	90265Y106
—	SILICONWARE PRECISION INDS L	73,800	$546K	0.0%	$6.43	—	SPONSD ADR SPL	827084864
SQM	SOCIEDAD QUIMICA MINERA DE C	20,300	$546K	0.0%	$21.52	—	SPON ADR SER B	833635105
XENE	XENON PHARMACEUTICALS INC	65,000	$527K	0.0%	$13.82	-44.1%	COM	98420N105
MMI	MARCUS & MILLICHAP INC	20,000	$523K	0.0%	$24.51	0.0%	COM	566324109
UMC	UNITED MICROELECTRONICS CORP	281,200	$520K	0.0%	$1.88	—	SPON ADR NEW	910873405
—	BARCLAYS PLC	500,000	$499K	0.0%	$0.98	—	NOTE 8.250%12/3	06738EAA3
—	ASHFORD HOSPITALITY PRIME IN	35,000	$494K	0.0%	$16.39	—	COM	044102101
—	VALEANT PHARMACEUTICALS INTL	20,000	$491K	0.0%	$101.65	—	COM	91911K102
—	AU OPTRONICS CORP	134,100	$489K	0.0%	$2.91	—	SPONSORED ADR	002255107
—	NUMEREX CORP PA	60,000	$467K	0.0%	$11.48	—	CL A	67053A102
—	B/E AEROSPACE INC	9,000	$465K	0.0%	$76.59	—	COM	073302101
CDP	CORPORATE OFFICE PPTYS TR	15,500	$439K	0.0%	$21.83	—	SH BEN INT	22002T108
—	WHEELER REAL ESTATE INVT TR	250,000	$438K	0.0%	$2.42	—	COM	963025101
CGIP	CELADON GROUP INC	50,000	$437K	0.0%	$13.33	-40.1%	COM	150838100
—	WNS HOLDINGS LTD	14,300	$428K	0.0%	$30.97	—	SPON ADR	92932M101
—	QUORUM HEALTH CORP	67,185	$421K	0.0%	$10.72	—	COM	74909E106
—	PHARMERICA CORP	15,000	$421K	0.0%	$28.60	—	COM	71714F104
—	REVANCE THERAPEUTICS INC	26,000	$421K	0.0%	$34.00	—	COM	761330109
LEN/B	LENNAR CORP	12,500	$420K	0.0%	$28.31	+9.6%	CL B	526057302
—	PDL BIOPHARMA INC	125,000	$419K	0.0%	$9.68	—	COM	69329Y104
—	AKORN INC	15,000	$409K	0.0%	$33.27	—	COM	009728106
—	FLAMEL TECHNOLOGIES SA	32,915	$408K	0.0%	$11.65	—	SPONSORED ADR	338488109
—	CONCERT PHARMACEUTICALS INC	40,000	$404K	0.0%	$18.98	—	COM	206022105
MAC	MACERICH CO	5,000	$404K	0.0%	$85.40	—	COM	554382101
—	ARQULE INC	223,774	$401K	0.0%	$1.55	—	COM	04269E107
—	CINEDIGM CORP	195,999	$384K	0.0%	$1.21	—	COM NEW	172406209
STLD	STEEL DYNAMICS INC	15,000	$375K	0.0%	$13.98	+50.6%	COM	858119100
—	FIBROGEN INC	17,648	$365K	0.0%	$27.31	—	COM	31572Q808
—	SI FINL GROUP INC MD	26,943	$356K	0.0%	$11.51	—	COM	78425V104
—	AXOVANT SCIENCES LTD	25,000	$350K	0.0%	$12.92	—	COM	G0750W104
ARCO	ARCOS DORADOS HOLDINGS INC	63,800	$336K	0.0%	$3.30	+39.6%	SHS CLASS -A -	G0457F107
—	PARAMOUNT GROUP INC	20,000	$328K	0.0%	$18.47	—	COM	69924R108
CC	CHEMOURS CO	20,000	$320K	0.0%	$4.76	+75.0%	COM	163851108
—	PATHEON N V	10,301	$305K	0.0%	$29.61	—	SHS	N6865W105
SAIA	SAIA INC	10,000	$300K	0.0%	$42.43	-32.4%	COM	78709Y105
SHO	SUNSTONE HOTEL INVS INC NEW	23,084	$295K	0.0%	$14.24	—	COM	867892101
TEO	TELECOM ARGENTINA S A	15,700	$287K	0.0%	$16.53	—	SPON ADR REP B	879273209
—	NUVECTRA CORP	40,000	$277K	0.0%	$5.40	—	COM	67075N108
—	UNITED STATES STL CORP NEW	14,000	$264K	0.0%	$26.12	—	COM	912909108
—	VIMPELCOM LTD	73,500	$256K	0.0%	$3.37	—	SPONSORED ADR	92719A106
—	RESOURCE CAP CORP	20,000	$256K	0.0%	$12.80	—	COM NEW	76120W708
RSG	REPUBLIC SVCS INC	5,000	$252K	0.0%	$34.34	+27.7%	COM	760759100
BRSL	INTERNATIONAL GAME TECHNOLOG	10,249	$250K	0.0%	$13.09	0.0%	SHS USD	G4863A108
LZB	LA Z BOY INC	10,000	$246K	0.0%	$24.73	+13.8%	COM	505336107
—	ION GEOPHYSICAL CORP	30,666	$210K	0.0%	$7.68	—	COM NEW	462044207
—	BASIC ENERGY SVCS INC NEW	245,000	$203K	0.0%	$19.32	—	COM	06985P100
KOF	COCA COLA FEMSA S A B DE C V	2,700	$203K	0.0%	$75.19	—	SPON ADR REP L	191241108
—	ROYAL BK SCOTLAND GROUP PLC	200,000	$196K	0.0%	$0.98	—	NOTE 8.625%12/3	780097BB6
—	GASLOG LTD	13,300	$194K	0.0%	$14.59	—	SHS	G37585109
—	ROYAL BK OF SCOTLAND PLC	200,000	$188K	0.0%	$0.94	—	NOTE 8.000%12/3	780099CK1
—	QIWI PLC	12,200	$179K	0.0%	$14.67	—	SPON ADR REP B	74735M108
—	ENZYMOTEC LTD	24,997	$175K	0.0%	$8.53	—	SHS	M4059L101
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	24,000	$169K	0.0%	$18.33	—	SPONDS ADR	00653A107
SBLK	STAR BULK CARRIERS CORP	31,980	$145K	0.0%	$4.02	+5.0%	SHS PAR	Y8162K204
CMRE	COSTAMARE INC	15,200	$139K	0.0%	$6.13	0.0%	SHS	Y1771G102
—	TSAKOS ENERGY NAVIGATION LTD	25,300	$122K	0.0%	$6.25	—	SHS	G9108L108
NVMI	NOVA MEASURING INSTRUMENTS L	10,074	$119K	0.0%	$11.58	0.0%	COM	M7516K103
—	BIOSTAGE INC	105,000	$112K	0.0%	$1.14	—	COM	09074M103
—	MARIN SOFTWARE INC	40,000	$101K	0.0%	$11.78	—	COM	56804T106
DSX	DIANA SHIPPING INC	38,700	$101K	0.0%	$2.38	-35.0%	COM	Y2066G104
—	ADAMIS PHARMACEUTICALS CORP	29,338	$101K	0.0%	$2.80	—	COM NEW	00547W208
—	NAVIOS MARITIME HOLDINGS INC	72,800	$88,000	0.0%	$1.41	—	COM	Y62196103
CRNT	CERAGON NETWORKS LTD	36,991	$87,000	0.0%	$1.46	+57.1%	ORD	M22013102
—	FANG HLDGS LTD	19,447	$87,000	0.0%	$4.47	—	ADR	30711Y102
ENIC	ENERSIS CHILE SA	17,600	$84,000	0.0%	$5.83	—	SPON ADR	29278D105
—	TRANSGLOBE ENERGY CORP	25,147	$50,000	0.0%	$1.85	—	COM	893662106
—	BIOTIME INC	11,216	$9,000	0.0%	$1.07	—	*W EXP 10/01/201	09066L162