NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Oct 21, 2016

Total Value: $483M (100.0% shares, 0.0% debt)

Holdings (366)

AAPL APPLE INC 4.3%

Value $20.97M Shares 185,500 Est. Cost $18.36 Unrealized +32.0%

MSFT MICROSOFT CORP 2.2%

Value $10.66M Shares 185,000 Est. Cost $31.26 Unrealized +60.9%

JPM JPMORGAN CHASE & CO 1.9%

Value $8.99M Shares 135,000 Est. Cost $42.08 Unrealized +20.8%

AMZN AMAZON COM INC 1.4%

Value $6.698M Shares 8,000 Est. Cost $18.56 Unrealized +106.2%

PG PROCTER AND GAMBLE CO 1.3%

Value $6.283M Shares 70,000 Est. Cost $56.51 Unrealized +19.5%

XOM EXXON MOBIL CORP 1.3%

Value $6.11M Shares 70,000 Est. Cost $58.08 Unrealized +0.8%

JNJ JOHNSON & JOHNSON 1.2%

Value $5.907M Shares 50,000 Est. Cost $66.63 Unrealized +40.4%

PM PHILIP MORRIS INTL INC 1.2%

Value $5.833M Shares 60,000 Est. Cost $44.74 Unrealized +39.2%

MRK MERCK & CO INC 1.2%

Value $5.82M Shares 93,252 Est. Cost $35.76 Unrealized +22.3%

CMCSA COMCAST CORP NEW 1.0%

Value $4.976M Shares 75,000 Est. Cost $22.24 Unrealized +19.7%

CSCO CISCO SYS INC 1.0%

Value $4.758M Shares 150,000 Est. Cost $15.30 Unrealized +50.7%

DIS DISNEY WALT CO 1.0%

Value $4.643M Shares 50,000 Est. Cost $69.69 Unrealized +27.5%

WFC WELLS FARGO & CO NEW 0.9%

Value $4.428M Shares 100,000 Est. Cost $33.41 Unrealized +10.2%

INTC INTEL CORP 0.9%

Value $4.153M Shares 110,000 Est. Cost $18.67 Unrealized +53.3%

MO ALTRIA GROUP INC 0.9%

Value $4.11M Shares 65,000 Est. Cost $17.12 Unrealized +103.0%

PFE PFIZER INC 0.8%

Value $3.927M Shares 115,956 Est. Cost $18.20 Unrealized +22.3%

TRV TRAVELERS COMPANIES INC 0.8%

Value $3.716M Shares 32,443 Est. Cost $64.62 Unrealized +47.4%

LOW LOWES COS INC 0.7%

Value $3.611M Shares 50,000 Est. Cost $39.01 Unrealized +67.7%

CVX CHEVRON CORP NEW 0.7%

Value $3.602M Shares 35,000 Est. Cost $70.36 Unrealized -2.7%

— ACTIVISION BLIZZARD INC 0.7%

Value $3.544M Shares 80,000 Est. Cost $20.44 Unrealized —

USB US BANCORP DEL 0.7%

Value $3.431M Shares 80,000 Est. Cost $27.34 Unrealized +9.6%

AMT AMERICAN TOWER CORP NEW 0.7%

Value $3.4M Shares 30,000 Est. Cost $61.59 Unrealized +46.8%

VZ VERIZON COMMUNICATIONS INC 0.7%

Value $3.379M Shares 65,000 Est. Cost $25.87 Unrealized +27.2%

UNP UNION PAC CORP 0.7%

Value $3.316M Shares 34,000 Est. Cost $71.52 Unrealized +6.2%

AXP AMERICAN EXPRESS CO 0.7%

Value $3.202M Shares 50,000 Est. Cost $75.50 Unrealized -25.4%

BK BANK NEW YORK MELLON CORP 0.7%

Value $3.192M Shares 80,038 Est. Cost $24.75 Unrealized +26.4%

IBM INTERNATIONAL BUSINESS MACHS 0.7%

Value $3.177M Shares 20,000 Est. Cost $109.22 Unrealized -6.8%

GILD GILEAD SCIENCES INC 0.7%

Value $3.165M Shares 40,000 Est. Cost $54.49 Unrealized +6.0%

ORCL ORACLE CORP 0.7%

Value $3.142M Shares 80,000 Est. Cost $31.98 Unrealized +10.8%

COST COSTCO WHSL CORP NEW 0.6%

Value $3.05M Shares 20,000 Est. Cost $91.29 Unrealized +50.0%

CL COLGATE PALMOLIVE CO 0.6%

Value $2.966M Shares 40,000 Est. Cost $47.90 Unrealized +24.0%

— TIME WARNER INC 0.6%

Value $2.919M Shares 36,666 Est. Cost $65.32 Unrealized —

MCD MCDONALDS CORP 0.6%

Value $2.895M Shares 25,093 Est. Cost $70.27 Unrealized +34.5%

— INTEGRATED DEVICE TECHNOLOGY 0.6%

Value $2.888M Shares 125,000 Est. Cost $12.23 Unrealized —

WMT WAL-MART STORES INC 0.6%

Value $2.885M Shares 40,000 Est. Cost $19.90 Unrealized +3.5%

ALKS ALKERMES PLC 0.6%

Value $2.822M Shares 60,000 Est. Cost $47.58 Unrealized -0.1%

LLY LILLY ELI & CO 0.6%

Value $2.809M Shares 35,000 Est. Cost $44.54 Unrealized +54.0%

KO COCA COLA CO 0.6%

Value $2.751M Shares 65,000 Est. Cost $26.56 Unrealized +22.6%

— RAYTHEON CO 0.6%

Value $2.723M Shares 20,000 Est. Cost $98.80 Unrealized —

IONS IONIS PHARMACEUTICALS INC 0.5%

Value $2.565M Shares 70,000 Est. Cost $53.96 Unrealized -42.0%

— UNITED TECHNOLOGIES CORP 0.5%

Value $2.54M Shares 25,000 Est. Cost $116.84 Unrealized —

PEP PEPSICO INC 0.5%

Value $2.529M Shares 23,251 Est. Cost $56.86 Unrealized +42.6%

ABBV ABBVIE INC 0.5%

Value $2.523M Shares 40,000 Est. Cost $39.76 Unrealized +10.4%

— CORE MARK HOLDING CO INC 0.5%

Value $2.506M Shares 70,000 Est. Cost $52.99 Unrealized —

SJM SMUCKER J M CO 0.5%

Value $2.495M Shares 18,405 Est. Cost $68.74 Unrealized +59.9%

GS GOLDMAN SACHS GROUP INC 0.5%

Value $2.419M Shares 15,000 Est. Cost $133.70 Unrealized +0.1%

AWR AMERICAN STS WTR CO 0.5%

Value $2.403M Shares 60,000 Est. Cost $23.08 Unrealized +49.8%

ITW ILLINOIS TOOL WKS INC 0.5%

Value $2.397M Shares 20,000 Est. Cost $61.28 Unrealized +51.5%

— EMPIRE DIST ELEC CO 0.5%

Value $2.39M Shares 70,000 Est. Cost $24.31 Unrealized —

EPR EPR PPTYS 0.5%

Value $2.362M Shares 30,000 Est. Cost $53.40 Unrealized —

ALL ALLSTATE CORP 0.5%

Value $2.339M Shares 33,810 Est. Cost $41.54 Unrealized +34.6%

HON HONEYWELL INTL INC 0.5%

Value $2.332M Shares 20,000 Est. Cost $64.71 Unrealized +33.0%

— AETNA INC NEW 0.5%

Value $2.31M Shares 20,012 Est. Cost $81.84 Unrealized —

YUM YUM BRANDS INC 0.5%

Value $2.27M Shares 25,000 Est. Cost $42.07 Unrealized +28.1%

WST WEST PHARMACEUTICAL SVSC INC 0.5%

Value $2.235M Shares 30,000 Est. Cost $44.55 Unrealized +72.2%

NOC NORTHROP GRUMMAN CORP 0.4%

Value $2.14M Shares 10,000 Est. Cost $97.12 Unrealized +91.8%

AMAT APPLIED MATLS INC 0.4%

Value $2.111M Shares 70,000 Est. Cost $15.75 Unrealized +59.5%

— DOW CHEM CO 0.4%

Value $2.082M Shares 40,165 Est. Cost $48.60 Unrealized —

QCOM QUALCOMM INC 0.4%

Value $2.055M Shares 30,000 Est. Cost $54.02 Unrealized -13.2%

— MONSANTO CO NEW 0.4%

Value $2.044M Shares 20,000 Est. Cost $113.75 Unrealized —

PRU PRUDENTIAL FINL INC 0.4%

Value $2.041M Shares 25,000 Est. Cost $52.24 Unrealized -3.8%

— BAKER HUGHES INC 0.4%

Value $2.019M Shares 40,000 Est. Cost $64.11 Unrealized —

EFX EQUIFAX INC 0.4%

Value $2.019M Shares 15,000 Est. Cost $62.16 Unrealized +95.5%

MDLZ MONDELEZ INTL INC 0.4%

Value $2.019M Shares 45,987 Est. Cost $26.35 Unrealized +33.6%

SWK STANLEY BLACK & DECKER INC 0.4%

Value $2.014M Shares 16,375 Est. Cost $59.39 Unrealized +58.9%

PTC PTC INC 0.4%

Value $1.994M Shares 45,000 Est. Cost $36.75 Unrealized +12.8%

COP CONOCOPHILLIPS 0.4%

Value $1.956M Shares 45,000 Est. Cost $45.41 Unrealized -31.4%

THC TENET HEALTHCARE CORP 0.4%

Value $1.926M Shares 85,000 Est. Cost $44.12 Unrealized -41.0%

— REYNOLDS AMERICAN INC 0.4%

Value $1.886M Shares 40,000 Est. Cost $48.84 Unrealized —

— CORESITE RLTY CORP 0.4%

Value $1.851M Shares 25,000 Est. Cost $31.00 Unrealized —

T AT&T INC 0.4%

Value $1.827M Shares 45,000 Est. Cost $10.85 Unrealized +50.1%

SEIC SEI INVESTMENTS CO 0.4%

Value $1.824M Shares 40,000 Est. Cost $29.39 Unrealized +41.8%

MRSH MARSH & MCLENNAN COS INC 0.4%

Value $1.816M Shares 27,000 Est. Cost $38.81 Unrealized +47.7%

— PRAXAIR INC 0.4%

Value $1.812M Shares 15,000 Est. Cost $131.00 Unrealized —

PSX PHILLIPS 66 0.4%

Value $1.812M Shares 22,500 Est. Cost $49.82 Unrealized +9.2%

TBPH THERAVANCE BIOPHARMA INC 0.4%

Value $1.786M Shares 49,284 Est. Cost $16.88 Unrealized +64.9%

— DISCOVER FINL SVCS 0.4%

Value $1.773M Shares 31,350 Est. Cost $58.18 Unrealized —

HALO HALOZYME THERAPEUTICS INC 0.4%

Value $1.752M Shares 145,000 Est. Cost $16.65 Unrealized -38.6%

HEI HEICO CORP NEW 0.4%

Value $1.73M Shares 25,000 Est. Cost $29.73 Unrealized +18.8%

TROW PRICE T ROWE GROUP INC 0.4%

Value $1.729M Shares 26,000 Est. Cost $52.57 Unrealized -6.0%

MDT MEDTRONIC PLC 0.4%

Value $1.728M Shares 20,000 Est. Cost $58.10 Unrealized +18.4%

TGT TARGET CORP 0.4%

Value $1.717M Shares 25,000 Est. Cost $41.65 Unrealized +30.5%

— CITRIX SYS INC 0.4%

Value $1.704M Shares 20,000 Est. Cost $57.45 Unrealized —

SLB SCHLUMBERGER LTD 0.3%

Value $1.674M Shares 21,286 Est. Cost $57.17 Unrealized +6.1%

— DU PONT E I DE NEMOURS & CO 0.3%

Value $1.674M Shares 25,000 Est. Cost $67.12 Unrealized —

GOOGL ALPHABET INC 0.3%

Value $1.672M Shares 2,080 Est. Cost $36.73 Unrealized +5.7%

HMN HORACE MANN EDUCATORS CORP N 0.3%

Value $1.649M Shares 45,000 Est. Cost $28.89 Unrealized +22.5%

EEFT EURONET WORLDWIDE INC 0.3%

Value $1.637M Shares 20,000 Est. Cost $41.47 Unrealized +84.8%

GOOG ALPHABET INC 0.3%

Value $1.621M Shares 2,085 Est. Cost $35.61 Unrealized +5.8%

— PRIVATEBANCORP INC 0.3%

Value $1.607M Shares 35,000 Est. Cost $30.51 Unrealized —

— SENIOR HSG PPTYS TR 0.3%

Value $1.59M Shares 70,000 Est. Cost $22.47 Unrealized —

— TWENTY FIRST CENTY FOX INC 0.3%

Value $1.574M Shares 65,000 Est. Cost $31.97 Unrealized —

MCHP MICROCHIP TECHNOLOGY INC 0.3%

Value $1.554M Shares 25,000 Est. Cost $17.75 Unrealized +37.5%

GD GENERAL DYNAMICS CORP 0.3%

Value $1.552M Shares 10,000 Est. Cost $80.10 Unrealized +51.8%

AZO AUTOZONE INC 0.3%

Value $1.537M Shares 2,000 Est. Cost $518.77 Unrealized +50.1%

EVC ENTRAVISION COMMUNICATIONS C 0.3%

Value $1.526M Shares 200,000 Est. Cost $3.76 Unrealized +22.1%

MATW MATTHEWS INTL CORP 0.3%

Value $1.519M Shares 25,000 Est. Cost $31.38 Unrealized +49.7%

— CIMPRESS N V 0.3%

Value $1.518M Shares 15,000 Est. Cost $74.87 Unrealized —

— SOUTH ST CORP 0.3%

Value $1.501M Shares 20,000 Est. Cost $55.90 Unrealized —

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.495M Shares 8,407 Est. Cost $84.84 Unrealized +54.1%

BAC BANK AMER CORP 0.3%

Value $1.488M Shares 95,082 Est. Cost $13.25 Unrealized -9.0%

— LAM RESEARCH CORP 0.3%

Value $1.48M Shares 15,625 Est. Cost $54.99 Unrealized —

SYY SYSCO CORP 0.3%

Value $1.47M Shares 30,000 Est. Cost $26.11 Unrealized +54.2%

BC BRUNSWICK CORP 0.3%

Value $1.463M Shares 30,000 Est. Cost $36.35 Unrealized +11.5%

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value $1.45M Shares 26,884 Est. Cost $35.93 Unrealized +28.4%

— AMERICAN EQTY INVT LIFE HLD 0.3%

Value $1.418M Shares 80,000 Est. Cost $23.63 Unrealized —

INCY INCYTE CORP 0.3%

Value $1.414M Shares 15,000 Est. Cost $62.06 Unrealized +35.8%

WSO WATSCO INC 0.3%

Value $1.409M Shares 10,000 Est. Cost $96.52 Unrealized +48.4%

NSC NORFOLK SOUTHERN CORP 0.3%

Value $1.407M Shares 14,500 Est. Cost $71.41 Unrealized +5.2%

PLXS PLEXUS CORP 0.3%

Value $1.403M Shares 30,000 Est. Cost $40.84 Unrealized +12.2%

ZTS ZOETIS INC 0.3%

Value $1.382M Shares 26,578 Est. Cost $27.83 Unrealized +69.2%

KHC KRAFT HEINZ CO 0.3%

Value $1.372M Shares 15,329 Est. Cost $47.82 Unrealized +21.4%

OXM OXFORD INDS INC 0.3%

Value $1.354M Shares 20,000 Est. Cost $77.21 Unrealized -18.9%

CVS CVS HEALTH CORP 0.3%

Value $1.335M Shares 15,000 Est. Cost $51.11 Unrealized +38.7%

MCK MCKESSON CORP 0.3%

Value $1.334M Shares 8,000 Est. Cost $160.13 Unrealized +8.1%

— POPEYES LA KITCHEN INC 0.3%

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

— CHEMICAL FINL CORP 0.3%

Value $1.324M Shares 30,000 Est. Cost $32.47 Unrealized —

— CHEMTURA CORP 0.3%

Value $1.312M Shares 40,000 Est. Cost $25.30 Unrealized —

ENTG ENTEGRIS INC 0.3%

Value $1.307M Shares 75,000 Est. Cost $11.16 Unrealized +40.8%

AZZ AZZ INC 0.3%

Value $1.305M Shares 20,000 Est. Cost $36.74 Unrealized +52.6%

— RIGEL PHARMACEUTICALS INC 0.3%

Value $1.303M Shares 355,000 Est. Cost $2.81 Unrealized —

— YAHOO INC 0.3%

Value $1.293M Shares 30,000 Est. Cost $35.90 Unrealized —

HD HOME DEPOT INC 0.3%

Value $1.287M Shares 10,000 Est. Cost $60.23 Unrealized +76.5%

GLPI GAMING & LEISURE PPTYS INC 0.3%

Value $1.279M Shares 38,250 Est. Cost $34.48 Unrealized —

— COLONY CAP INC 0.3%

Value $1.276M Shares 70,000 Est. Cost $21.96 Unrealized —

— ANADARKO PETE CORP 0.3%

Value $1.267M Shares 20,000 Est. Cost $84.75 Unrealized —

— CHESAPEAKE LODGING TR 0.3%

Value $1.26M Shares 55,000 Est. Cost $25.73 Unrealized —

— KNOLL INC 0.3%

Value $1.257M Shares 55,000 Est. Cost $18.18 Unrealized —

WWD WOODWARD INC 0.3%

Value $1.25M Shares 20,000 Est. Cost $39.69 Unrealized +42.5%

NEE NEXTERA ENERGY INC 0.3%

Value $1.223M Shares 10,000 Est. Cost $16.57 Unrealized +49.8%

ROK ROCKWELL AUTOMATION INC 0.3%

Value $1.223M Shares 10,000 Est. Cost $93.82 Unrealized +4.5%

— GENERAL ELECTRIC CO 0.3%

Value $1.221M Shares 41,228 Est. Cost $25.88 Unrealized —

OTTR OTTER TAIL CORP 0.3%

Value $1.211M Shares 35,000 Est. Cost $20.25 Unrealized +30.4%

NTGR NETGEAR INC 0.3%

Value $1.21M Shares 20,000 Est. Cost $20.77 Unrealized +62.5%

— TRUSTCO BK CORP N Y 0.2%

Value $1.205M Shares 170,000 Est. Cost $7.04 Unrealized —

— WYNDHAM WORLDWIDE CORP 0.2%

Value $1.202M Shares 17,859 Est. Cost $73.24 Unrealized —

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.179M Shares 14,733 Est. Cost $42.66 Unrealized +32.2%

CAG CONAGRA FOODS INC 0.2%

Value $1.178M Shares 25,000 Est. Cost $16.04 Unrealized +59.9%

— ASPEN TECHNOLOGY INC 0.2%

Value $1.17M Shares 25,000 Est. Cost $42.36 Unrealized —

CAH CARDINAL HEALTH INC 0.2%

Value $1.166M Shares 15,000 Est. Cost $50.49 Unrealized +21.7%

— CAVIUM INC 0.2%

Value $1.164M Shares 20,000 Est. Cost $43.75 Unrealized —

PAYX PAYCHEX INC 0.2%

Value $1.157M Shares 20,000 Est. Cost $29.49 Unrealized +53.7%

— VIACOM INC NEW 0.2%

Value $1.143M Shares 30,000 Est. Cost $85.00 Unrealized —

NPO ENPRO INDS INC 0.2%

Value $1.136M Shares 20,000 Est. Cost $70.90 Unrealized -27.6%

CB CHUBB LIMITED 0.2%

Value $1.134M Shares 9,028 Est. Cost $96.06 Unrealized +11.6%

INVA INNOVIVA INC 0.2%

Value $1.121M Shares 102,000 Est. Cost $10.97 Unrealized +6.4%

GAP GAP INC DEL 0.2%

Value $1.112M Shares 50,000 Est. Cost $27.08 Unrealized -36.1%

— NAVIGANT CONSULTING INC 0.2%

Value $1.112M Shares 55,000 Est. Cost $18.65 Unrealized —

GERN GERON CORP 0.2%

Value $1.107M Shares 490,000 Est. Cost $3.75 Unrealized -30.8%

IRBTQ IROBOT CORP 0.2%

Value $1.1M Shares 25,000 Est. Cost $40.05 Unrealized -2.1%

— KAMAN CORP 0.2%

Value $1.098M Shares 25,000 Est. Cost $40.68 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.2%

Value $1.094M Shares 15,000 Est. Cost $62.47 Unrealized -8.1%

— GLATFELTER 0.2%

Value $1.084M Shares 50,000 Est. Cost $27.22 Unrealized —

INDB INDEPENDENT BANK CORP MASS 0.2%

Value $1.082M Shares 20,000 Est. Cost $26.89 Unrealized +44.5%

WEX WEX INC 0.2%

Value $1.081M Shares 10,000 Est. Cost $91.59 Unrealized +6.9%

AFL AFLAC INC 0.2%

Value $1.078M Shares 15,000 Est. Cost $23.98 Unrealized +21.9%

WMB WILLIAMS COS INC DEL 0.2%

Value $1.076M Shares 35,000 Est. Cost $20.92 Unrealized -22.4%

— NIC INC 0.2%

Value $1.058M Shares 45,000 Est. Cost $19.31 Unrealized —

— CABOT MICROELECTRONICS CORP 0.2%

Value $1.058M Shares 20,000 Est. Cost $44.00 Unrealized —

JBHT HUNT J B TRANS SVCS INC 0.2%

Value $1.055M Shares 13,000 Est. Cost $65.88 Unrealized +13.6%

KFY KORN FERRY INTL 0.2%

Value $1.05M Shares 50,000 Est. Cost $22.02 Unrealized -9.6%

KLAC KLA-TENCOR CORP 0.2%

Value $1.046M Shares 15,000 Est. Cost $41.11 Unrealized +49.5%

— CELGENE CORP 0.2%

Value $1.045M Shares 10,000 Est. Cost $112.75 Unrealized —

HOPE HOPE BANCORP INC 0.2%

Value $1.042M Shares 60,000 Est. Cost $16.20 Unrealized 0.0%

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $1.035M Shares 13,571 Est. Cost $53.66 Unrealized +18.0%

— STATE BK FINL CORP 0.2%

Value $1.027M Shares 45,000 Est. Cost $17.69 Unrealized —

PYPL PAYPAL HLDGS INC 0.2%

Value $1.024M Shares 25,000 Est. Cost $35.85 Unrealized +6.9%

MET METLIFE INC 0.2%

Value $1.011M Shares 22,766 Est. Cost $31.07 Unrealized -11.9%

PPG PPG INDS INC 0.2%

Value $1.003M Shares 9,700 Est. Cost $85.80 Unrealized +2.9%

BDX BECTON DICKINSON & CO 0.2%

Value $1.003M Shares 5,582 Est. Cost $94.25 Unrealized +57.6%

CMG CHIPOTLE MEXICAN GRILL INC 0.2%

Value $998K Shares 2,356 Est. Cost $11.02 Unrealized -25.4%

UNM UNUM GROUP 0.2%

Value $989K Shares 28,000 Est. Cost $34.13 Unrealized -0.9%

FFBC FIRST FINL BANCORP OH 0.2%

Value $983K Shares 45,000 Est. Cost $11.01 Unrealized +35.2%

BALL BALL CORP 0.2%

Value $983K Shares 12,000 Est. Cost $23.53 Unrealized +46.9%

CDNS CADENCE DESIGN SYSTEM INC 0.2%

Value $977K Shares 38,250 Est. Cost $14.83 Unrealized +68.6%

— MEAD JOHNSON NUTRITION CO 0.2%

Value $965K Shares 12,219 Est. Cost $83.15 Unrealized —

EQR EQUITY RESIDENTIAL 0.2%

Value $965K Shares 15,000 Est. Cost $31.71 Unrealized +43.5%

SF STIFEL FINL CORP 0.2%

Value $961K Shares 25,000 Est. Cost $28.20 Unrealized -24.3%

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $952K Shares 35,000 Est. Cost $23.95 Unrealized +19.4%

BSX BOSTON SCIENTIFIC CORP 0.2%

Value $952K Shares 40,000 Est. Cost $13.13 Unrealized +81.7%

AEP AMERICAN ELEC PWR INC 0.2%

Value $948K Shares 14,760 Est. Cost $31.83 Unrealized +51.8%

— SPECTRA ENERGY CORP 0.2%

Value $945K Shares 22,100 Est. Cost $36.92 Unrealized —

ROG ROGERS CORP 0.2%

Value $916K Shares 15,000 Est. Cost $60.59 Unrealized +0.2%

SCSC SCANSOURCE INC 0.2%

Value $913K Shares 25,000 Est. Cost $39.39 Unrealized -1.1%

PNC PNC FINL SVCS GROUP INC 0.2%

Value $901K Shares 10,000 Est. Cost $56.79 Unrealized +11.4%

HURN HURON CONSULTING GROUP INC 0.2%

Value $896K Shares 15,000 Est. Cost $65.04 Unrealized -5.0%

— CARDTRONICS PLC 0.2%

Value $892K Shares 20,000 Est. Cost $44.60 Unrealized —

KR KROGER CO 0.2%

Value $890K Shares 30,000 Est. Cost $23.04 Unrealized +18.9%

HUM HUMANA INC 0.2%

Value $884K Shares 5,000 Est. Cost $170.02 Unrealized -5.5%

— CONSOLIDATED COMM HLDGS INC 0.2%

Value $883K Shares 35,000 Est. Cost $20.00 Unrealized —

HTGC HERCULES CAPITAL INC 0.2%

Value $881K Shares 65,000 Est. Cost $15.67 Unrealized -14.9%

SO SOUTHERN CO 0.2%

Value $872K Shares 17,000 Est. Cost $25.27 Unrealized +40.9%

— FORWARD AIR CORP 0.2%

Value $865K Shares 20,000 Est. Cost $46.10 Unrealized —

— ALEXION PHARMACEUTICALS INC 0.2%

Value $858K Shares 7,000 Est. Cost $116.71 Unrealized —

RUSHA RUSH ENTERPRISES INC 0.2%

Value $857K Shares 35,000 Est. Cost $12.91 Unrealized -20.5%

CAR AVIS BUDGET GROUP 0.2%

Value $855K Shares 25,000 Est. Cost $40.83 Unrealized -15.7%

DE DEERE & CO 0.2%

Value $854K Shares 10,000 Est. Cost $70.10 Unrealized +0.3%

— BRIGGS & STRATTON CORP 0.2%

Value $839K Shares 45,000 Est. Cost $22.24 Unrealized —

WU WESTERN UN CO 0.2%

Value $833K Shares 40,000 Est. Cost $16.35 Unrealized —

EBAY EBAY INC 0.2%

Value $823K Shares 25,000 Est. Cost $20.67 Unrealized +30.0%

HUBG HUB GROUP INC 0.2%

Value $815K Shares 20,000 Est. Cost $20.24 Unrealized +0.5%

MPC MARATHON PETE CORP 0.2%

Value $812K Shares 20,000 Est. Cost $33.67 Unrealized -9.9%

— ONCOMED PHARMACEUTICALS INC 0.2%

Value $800K Shares 70,000 Est. Cost $22.54 Unrealized —

KMX CARMAX INC 0.2%

Value $800K Shares 15,000 Est. Cost $46.71 Unrealized +21.3%

CRUS CIRRUS LOGIC INC 0.2%

Value $797K Shares 15,000 Est. Cost $19.04 Unrealized +152.5%

CVLT COMMVAULT SYSTEMS INC 0.2%

Value $797K Shares 15,000 Est. Cost $69.18 Unrealized -27.4%

TMO THERMO FISHER SCIENTIFIC INC 0.2%

Value $795K Shares 5,000 Est. Cost $114.47 Unrealized +31.1%

ASH ASHLAND GLOBAL HLDGS INC 0.2%

Value $795K Shares 6,860 Est. Cost $49.37 Unrealized 0.0%

SCHW SCHWAB CHARLES CORP NEW 0.2%

Value $789K Shares 25,000 Est. Cost $22.70 Unrealized +14.7%

AVY AVERY DENNISON CORP 0.2%

Value $778K Shares 10,000 Est. Cost $39.54 Unrealized +62.9%

CLDT CHATHAM LODGING TR 0.2%

Value $770K Shares 40,000 Est. Cost $20.23 Unrealized —

FLR FLUOR CORP NEW 0.2%

Value $770K Shares 15,000 Est. Cost $69.22 Unrealized -31.3%

— INFINERA CORPORATION 0.2%

Value $768K Shares 85,000 Est. Cost $9.08 Unrealized —

— AEGION CORP 0.2%

Value $763K Shares 40,000 Est. Cost $25.30 Unrealized —

RSG REPUBLIC SVCS INC 0.2%

Value $757K Shares 15,000 Est. Cost $26.51 Unrealized +65.4%

— SYMANTEC CORP 0.2%

Value $753K Shares 30,000 Est. Cost $19.97 Unrealized —

APD AIR PRODS & CHEMS INC 0.2%

Value $752K Shares 5,000 Est. Cost $79.28 Unrealized +38.6%

DVN DEVON ENERGY CORP NEW 0.2%

Value $750K Shares 17,000 Est. Cost $41.69 Unrealized -31.5%

NPKI NEWPARK RES INC 0.2%

Value $736K Shares 100,000 Est. Cost $11.44 Unrealized -42.2%

TRN TRINITY INDS INC 0.2%

Value $725K Shares 30,000 Est. Cost $18.24 Unrealized -33.5%

F FORD MTR CO DEL 0.1%

Value $724K Shares 60,000 Est. Cost $8.37 Unrealized -8.2%

KIM KIMCO RLTY CORP 0.1%

Value $724K Shares 25,000 Est. Cost $12.11 Unrealized +57.4%

— SEMGROUP CORP 0.1%

Value $707K Shares 20,000 Est. Cost $65.70 Unrealized —

DAN DANA INCORPORATED 0.1%

Value $702K Shares 45,000 Est. Cost $16.52 Unrealized -32.1%

— CUBIC CORP 0.1%

Value $702K Shares 15,000 Est. Cost $51.07 Unrealized —

— FINISH LINE INC 0.1%

Value $692K Shares 30,000 Est. Cost $27.10 Unrealized —

HAL HALLIBURTON CO 0.1%

Value $685K Shares 15,267 Est. Cost $42.79 Unrealized -15.0%

HPE HEWLETT PACKARD ENTERPRISE C 0.1%

Value $683K Shares 30,000 Est. Cost $6.50 Unrealized +45.2%

NTRS NORTHERN TR CORP 0.1%

Value $680K Shares 10,000 Est. Cost $45.55 Unrealized +15.2%

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $680K Shares 6,666 Est. Cost $41.68 Unrealized +76.2%

— ROCKWELL COLLINS INC 0.1%

Value $675K Shares 8,000 Est. Cost $79.63 Unrealized —

BWXT BWX TECHNOLOGIES INC 0.1%

Value $671K Shares 17,500 Est. Cost $22.66 Unrealized +49.3%

— ENLINK MIDSTREAM LLC 0.1%

Value $670K Shares 40,000 Est. Cost $33.95 Unrealized —

XEL XCEL ENERGY INC 0.1%

Value $668K Shares 16,243 Est. Cost $19.89 Unrealized +60.8%

— ADURO BIOTECH INC 0.1%

Value $663K Shares 53,300 Est. Cost $19.36 Unrealized —

KOP KOPPERS HOLDINGS INC 0.1%

Value $644K Shares 20,000 Est. Cost $38.65 Unrealized -20.9%

SNPS SYNOPSYS INC 0.1%

Value $638K Shares 10,742 Est. Cost $40.13 Unrealized +41.5%

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $635K Shares 40,000 Est. Cost $11.24 Unrealized +4.0%

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $633K Shares 15,000 Est. Cost $29.33 Unrealized +11.7%

— ORITANI FINL CORP DEL 0.1%

Value $629K Shares 40,000 Est. Cost $15.80 Unrealized —

PH PARKER HANNIFIN CORP 0.1%

Value $628K Shares 5,000 Est. Cost $98.49 Unrealized +4.6%

HL HECLA MNG CO 0.1%

Value $627K Shares 110,000 Est. Cost $3.11 Unrealized +88.2%

COF CAPITAL ONE FINL CORP 0.1%

Value $627K Shares 8,733 Est. Cost $59.33 Unrealized -1.8%

PBYI PUMA BIOTECHNOLOGY INC 0.1%

Value $614K Shares 9,167 Est. Cost $94.57 Unrealized -46.5%

— FMC TECHNOLOGIES INC 0.1%

Value $593K Shares 20,000 Est. Cost $52.30 Unrealized —

NTCT NETSCOUT SYS INC 0.1%

Value $584K Shares 19,977 Est. Cost $37.86 Unrealized -27.5%

LUV SOUTHWEST AIRLS CO 0.1%

Value $583K Shares 15,000 Est. Cost $19.19 Unrealized +77.1%

— TENNECO INC 0.1%

Value $583K Shares 10,000 Est. Cost $58.10 Unrealized —

MOH MOLINA HEALTHCARE INC 0.1%

Value $583K Shares 10,000 Est. Cost $36.85 Unrealized +49.6%

KMT KENNAMETAL INC 0.1%

Value $580K Shares 20,000 Est. Cost $33.32 Unrealized -38.5%

CYH COMMUNITY HEALTH SYS INC NEW 0.1%

Value $577K Shares 50,000 Est. Cost $35.59 Unrealized -67.6%

KSS KOHLS CORP 0.1%

Value $569K Shares 13,000 Est. Cost $53.60 Unrealized -21.9%

— CENTURYLINK INC 0.1%

Value $564K Shares 20,550 Est. Cost $32.85 Unrealized —

— MYLAN N V 0.1%

Value $562K Shares 14,750 Est. Cost $59.32 Unrealized —

Value $561K Shares 18,879 Est. Cost $30.01 Unrealized +3.3%

— EARTHLINK HLDGS CORP 0.1%

Value $558K Shares 90,000 Est. Cost $3.61 Unrealized —

— DRIL-QUIP INC 0.1%

Value $557K Shares 10,000 Est. Cost $112.10 Unrealized —

— PINNACLE ENTMT INC NEW 0.1%

Value $555K Shares 45,000 Est. Cost $11.09 Unrealized —

SYF SYNCHRONY FINL 0.1%

Value $552K Shares 19,719 Est. Cost $25.00 Unrealized -12.1%

MUR MURPHY OIL CORP 0.1%

Value $547K Shares 18,000 Est. Cost $38.91 Unrealized -47.9%

GCO GENESCO INC 0.1%

Value $545K Shares 10,000 Est. Cost $72.64 Unrealized -13.1%

BXP BOSTON PROPERTIES INC 0.1%

Value $545K Shares 4,000 Est. Cost $66.97 Unrealized +40.1%

EMN EASTMAN CHEM CO 0.1%

Value $541K Shares 8,000 Est. Cost $56.96 Unrealized -13.6%

— FARO TECHNOLOGIES INC 0.1%

Value $539K Shares 15,000 Est. Cost $53.00 Unrealized —

— HESS CORP 0.1%

Value $536K Shares 10,000 Est. Cost $82.90 Unrealized —

MU MICRON TECHNOLOGY INC 0.1%

Value $533K Shares 30,000 Est. Cost $23.18 Unrealized -35.8%

MTH MERITAGE HOMES CORP 0.1%

Value $521K Shares 15,000 Est. Cost $22.78 Unrealized -20.2%

— NEKTAR THERAPEUTICS 0.1%

Value $515K Shares 30,000 Est. Cost $12.13 Unrealized —

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $511K Shares 3,333 Est. Cost $78.33 Unrealized +76.6%

PNNT PENNANTPARK INVT CORP 0.1%

Value $502K Shares 66,710 Est. Cost $2.62 Unrealized -6.4%

— VERINT SYS INC 0.1%

Value $488K Shares 12,981 Est. Cost $46.91 Unrealized —

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $481K Shares 6,318 Est. Cost $26.27 Unrealized +117.9%

DAR DARLING INGREDIENTS INC 0.1%

Value $473K Shares 35,000 Est. Cost $20.04 Unrealized -28.0%

HPQ HP INC 0.1%

Value $466K Shares 30,000 Est. Cost $9.12 Unrealized +14.8%

MYE MYERS INDS INC 0.1%

Value $455K Shares 35,000 Est. Cost $13.73 Unrealized -22.7%

EXPE EXPEDIA INC DEL 0.1%

Value $452K Shares 3,875 Est. Cost $67.77 Unrealized +59.4%

— XEROX CORP 0.1%

Value $446K Shares 44,000 Est. Cost $11.30 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $428K Shares 10,000 Est. Cost $27.12 Unrealized +25.9%

— TIVO CORP 0.1%

Value $424K Shares 21,758 Est. Cost $19.49 Unrealized —

ABT ABBOTT LABS 0.1%

Value $423K Shares 10,000 Est. Cost $30.73 Unrealized +17.6%

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $419K Shares 10,000 Est. Cost $22.69 Unrealized +40.4%

HRB BLOCK H & R INC 0.1%

Value $417K Shares 18,000 Est. Cost $19.54 Unrealized -16.7%

— ARRAY BIOPHARMA INC 0.1%

Value $405K Shares 60,000 Est. Cost $4.70 Unrealized —

COR AMERISOURCEBERGEN CORP 0.1%

Value $404K Shares 4,996 Est. Cost $49.28 Unrealized +30.4%

— CELLDEX THERAPEUTICS INC NEW 0.1%

Value $404K Shares 100,000 Est. Cost $17.67 Unrealized —

KMI KINDER MORGAN INC DEL 0.1%

Value $399K Shares 17,265 Est. Cost $18.43 Unrealized -29.2%

— ST JUDE MED INC 0.1%

Value $399K Shares 5,000 Est. Cost $79.80 Unrealized —

— ORBITAL ATK INC 0.1%

Value $397K Shares 5,209 Est. Cost $76.60 Unrealized —

C CITIGROUP INC 0.1%

Value $378K Shares 8,000 Est. Cost $37.07 Unrealized -7.9%

M MACYS INC 0.1%

Value $371K Shares 10,000 Est. Cost $55.60 Unrealized -34.8%

— HAYNES INTERNATIONAL INC 0.1%

Value $371K Shares 10,000 Est. Cost $54.00 Unrealized —

DOV DOVER CORP 0.1%

Value $368K Shares 5,000 Est. Cost $50.30 Unrealized -1.5%

KEYS KEYSIGHT TECHNOLOGIES INC 0.1%

Value $366K Shares 11,542 Est. Cost $32.07 Unrealized -7.3%

— JUNIPER NETWORKS INC 0.1%

Value $361K Shares 15,000 Est. Cost $25.73 Unrealized —

XRAY DENTSPLY SIRONA INC 0.1%

Value $357K Shares 6,000 Est. Cost $58.93 Unrealized +4.3%

— PICO HLDGS INC 0.1%

Value $354K Shares 30,000 Est. Cost $26.00 Unrealized —

— GREENHILL & CO INC 0.1%

Value $354K Shares 15,000 Est. Cost $52.00 Unrealized —

EXC EXELON CORP 0.1%

Value $340K Shares 10,200 Est. Cost $13.80 Unrealized +31.1%

— INGERSOLL-RAND PLC 0.1%

Value $340K Shares 5,000 Est. Cost $57.20 Unrealized —

— ARQULE INC 0.1%

Value $340K Shares 190,000 Est. Cost $2.05 Unrealized —

GTLS CHART INDS INC 0.1%

Value $328K Shares 10,000 Est. Cost $86.10 Unrealized -66.3%

AIG AMERICAN INTL GROUP INC 0.1%

Value $326K Shares 5,500 Est. Cost $37.86 Unrealized +19.0%

— ACHILLION PHARMACEUTICALS IN 0.1%

Value $324K Shares 40,000 Est. Cost $6.90 Unrealized —

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $323K Shares 10,000 Est. Cost $25.47 Unrealized +14.2%

MUSA MURPHY USA INC 0.1%

Value $321K Shares 4,500 Est. Cost $45.04 Unrealized +61.2%

— MARATHON OIL CORP 0.1%

Value $316K Shares 20,000 Est. Cost $35.50 Unrealized —

— FTD COS INC 0.1%

Value $309K Shares 15,000 Est. Cost $31.80 Unrealized —

RGA REINSURANCE GROUP AMER INC 0.1%

Value $305K Shares 2,829 Est. Cost $75.92 Unrealized +34.5%

— LEGG MASON INC 0.1%

Value $301K Shares 9,000 Est. Cost $49.00 Unrealized —

— FIBROGEN INC 0.1%

Value $297K Shares 14,352 Est. Cost $21.95 Unrealized —

CVCO CAVCO INDS INC DEL 0.1%

Value $297K Shares 3,000 Est. Cost $76.06 Unrealized +31.1%

— AXOVANT SCIENCES LTD 0.1%

Value $294K Shares 21,000 Est. Cost $12.92 Unrealized —

PLD PROLOGIS INC 0.1%

Value $293K Shares 5,464 Est. Cost $27.64 Unrealized +46.2%

— KANSAS CITY SOUTHERN 0.1%

Value $280K Shares 3,000 Est. Cost $102.00 Unrealized —

VTR VENTAS INC 0.1%

Value $278K Shares 3,933 Est. Cost $41.21 Unrealized +17.3%

MCY MERCURY GENL CORP NEW 0.1%

Value $274K Shares 5,000 Est. Cost $45.68 Unrealized +18.3%

EMR EMERSON ELEC CO 0.1%

Value $273K Shares 5,000 Est. Cost $47.79 Unrealized -11.5%

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $272K Shares 7,439 Est. Cost $36.77 Unrealized -7.5%

— DELL TECHNOLOGIES INC 0.1%

Value $268K Shares 5,601 Est. Cost $47.85 Unrealized —

— INTRA CELLULAR THERAPIES INC 0.1%

Value $267K Shares 17,500 Est. Cost $40.06 Unrealized —

— STAPLES INC 0.1%

Value $259K Shares 30,348 Est. Cost $11.34 Unrealized —

— ACCELERON PHARMA INC 0.1%

Value $254K Shares 7,000 Est. Cost $48.86 Unrealized —

NRG NRG ENERGY INC 0.1%

Value $252K Shares 22,496 Est. Cost $22.10 Unrealized -51.6%

CROX CROCS INC 0.1%

Value $249K Shares 30,000 Est. Cost $15.31 Unrealized -37.4%

— AMAG PHARMACEUTICALS INC 0.1%

Value $245K Shares 10,000 Est. Cost $19.35 Unrealized —

TRIP TRIPADVISOR INC 0.1%

Value $245K Shares 3,875 Est. Cost $81.07 Unrealized -29.5%

HLX HELIX ENERGY SOLUTIONS GRP I 0.1%

Value $244K Shares 30,000 Est. Cost $22.27 Unrealized -66.0%

— NABORS INDUSTRIES LTD 0.1%

Value $243K Shares 20,000 Est. Cost $24.65 Unrealized —

— IAC INTERACTIVECORP 0.1%

Value $242K Shares 3,875 Est. Cost $56.26 Unrealized —

NI NISOURCE INC 0.0%

Value $241K Shares 10,000 Est. Cost $9.34 Unrealized +98.6%

— OASIS PETE INC NEW 0.0%

Value $229K Shares 20,000 Est. Cost $41.75 Unrealized —

— CONVERGYS CORP 0.0%

Value $228K Shares 7,500 Est. Cost $30.40 Unrealized —

NWSA NEWS CORP NEW 0.0%

Value $227K Shares 16,250 Est. Cost $15.19 Unrealized -22.3%

LNN LINDSAY CORP 0.0%

Value $222K Shares 3,000 Est. Cost $72.98 Unrealized -13.3%

— WPX ENERGY INC 0.0%

Value $220K Shares 16,666 Est. Cost $18.00 Unrealized —

— ASTORIA FINL CORP 0.0%

Value $219K Shares 15,000 Est. Cost $13.80 Unrealized —

MAN MANPOWERGROUP INC 0.0%

Value $217K Shares 3,000 Est. Cost $68.93 Unrealized 0.0%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $213K Shares 15,087 Est. Cost $11.21 Unrealized +0.3%

— INTERPUBLIC GROUP COS INC 0.0%

Value $201K Shares 9,000 Est. Cost $15.38 Unrealized +4.3%

PHM PULTE GROUP INC 0.0%

Value $200K Shares 10,000 Est. Cost $17.01 Unrealized +9.1%

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $199K Shares 21,572 Est. Cost $10.62 Unrealized —

— ADTRAN INC 0.0%

Value $191K Shares 10,000 Est. Cost $24.40 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $179K Shares 40,000 Est. Cost $10.39 Unrealized -63.3%

— MCDERMOTT INTL INC 0.0%

Value $175K Shares 35,000 Est. Cost $7.83 Unrealized —

— QUALITY SYS INC 0.0%

Value $170K Shares 15,000 Est. Cost $16.87 Unrealized —

XENE XENON PHARMACEUTICALS INC 0.0%

Value $162K Shares 20,000 Est. Cost $13.82 Unrealized -44.1%

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $155K Shares 12,000 Est. Cost $10.36 Unrealized +5.6%

— ALCOA INC 0.0%

Value $152K Shares 15,000 Est. Cost $10.22 Unrealized —

NVRI HARSCO CORP 0.0%

Value $149K Shares 15,000 Est. Cost $24.55 Unrealized -61.2%

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $144K Shares 10,000 Est. Cost $7.90 Unrealized —

FSS FEDERAL SIGNAL CORP 0.0%

Value $133K Shares 10,000 Est. Cost $11.92 Unrealized +0.2%

— CHICOS FAS INC 0.0%

Value $119K Shares 10,000 Est. Cost $16.00 Unrealized —

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $117K Shares 17,000 Est. Cost $3.82 Unrealized +67.3%

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.0%

Value $112K Shares 16,000 Est. Cost $18.31 Unrealized —

— WEATHERFORD INTL PLC 0.0%

Value $112K Shares 20,000 Est. Cost $20.80 Unrealized —

FOLD AMICUS THERAPEUTICS INC 0.0%

Value $111K Shares 15,000 Est. Cost $2.50 Unrealized +170.1%

— PIER 1 IMPORTS INC 0.0%

Value $106K Shares 25,000 Est. Cost $18.88 Unrealized —

— SPRINT CORP 0.0%

Value $99,000 Shares 15,000 Est. Cost $9.20 Unrealized —

— OCWEN FINL CORP 0.0%

Value $95,000 Shares 26,000 Est. Cost $39.19 Unrealized —

— AVON PRODS INC 0.0%

Value $85,000 Shares 15,000 Est. Cost $14.67 Unrealized —

— QUORUM HEALTH CORP 0.0%

Value $79,000 Shares 12,500 Est. Cost $10.72 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $65,000 Shares 15,602 Est. Cost $5.70 Unrealized —

— TOKAI PHARMACEUTICALS INC 0.0%

Value $54,000 Shares 35,000 Est. Cost $10.34 Unrealized —

— AK STL HLDG CORP 0.0%

Value $48,000 Shares 10,000 Est. Cost $7.20 Unrealized —

— ADAMIS PHARMACEUTICALS CORP 0.0%

Value $42,000 Shares 12,224 Est. Cost $2.78 Unrealized —

— KINDER MORGAN INC DEL 0.0%

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

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	185,500	$20.97M	4.3%	$18.36	+32.0%	COM	037833100
MSFT	MICROSOFT CORP	185,000	$10.66M	2.2%	$31.26	+60.9%	COM	594918104
JPM	JPMORGAN CHASE & CO	135,000	$8.99M	1.9%	$42.08	+20.8%	COM	46625H100
AMZN	AMAZON COM INC	8,000	$6.698M	1.4%	$18.56	+106.2%	COM	023135106
PG	PROCTER AND GAMBLE CO	70,000	$6.283M	1.3%	$56.51	+19.5%	COM	742718109
XOM	EXXON MOBIL CORP	70,000	$6.11M	1.3%	$58.08	+0.8%	COM	30231G102
JNJ	JOHNSON & JOHNSON	50,000	$5.907M	1.2%	$66.63	+40.4%	COM	478160104
PM	PHILIP MORRIS INTL INC	60,000	$5.833M	1.2%	$44.74	+39.2%	COM	718172109
MRK	MERCK & CO INC	93,252	$5.82M	1.2%	$35.76	+22.3%	COM	58933Y105
CMCSA	COMCAST CORP NEW	75,000	$4.976M	1.0%	$22.24	+19.7%	CL A	20030N101
CSCO	CISCO SYS INC	150,000	$4.758M	1.0%	$15.30	+50.7%	COM	17275R102
DIS	DISNEY WALT CO	50,000	$4.643M	1.0%	$69.69	+27.5%	COM DISNEY	254687106
WFC	WELLS FARGO & CO NEW	100,000	$4.428M	0.9%	$33.41	+10.2%	COM	949746101
INTC	INTEL CORP	110,000	$4.153M	0.9%	$18.67	+53.3%	COM	458140100
MO	ALTRIA GROUP INC	65,000	$4.11M	0.9%	$17.12	+103.0%	COM	02209S103
PFE	PFIZER INC	115,956	$3.927M	0.8%	$18.20	+22.3%	COM	717081103
TRV	TRAVELERS COMPANIES INC	32,443	$3.716M	0.8%	$64.62	+47.4%	COM	89417E109
LOW	LOWES COS INC	50,000	$3.611M	0.7%	$39.01	+67.7%	COM	548661107
CVX	CHEVRON CORP NEW	35,000	$3.602M	0.7%	$70.36	-2.7%	COM	166764100
—	ACTIVISION BLIZZARD INC	80,000	$3.544M	0.7%	$20.44	—	COM	00507V109
USB	US BANCORP DEL	80,000	$3.431M	0.7%	$27.34	+9.6%	COM NEW	902973304
AMT	AMERICAN TOWER CORP NEW	30,000	$3.4M	0.7%	$61.59	+46.8%	COM	03027X100
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.379M	0.7%	$25.87	+27.2%	COM	92343V104
UNP	UNION PAC CORP	34,000	$3.316M	0.7%	$71.52	+6.2%	COM	907818108
AXP	AMERICAN EXPRESS CO	50,000	$3.202M	0.7%	$75.50	-25.4%	COM	025816109
BK	BANK NEW YORK MELLON CORP	80,038	$3.192M	0.7%	$24.75	+26.4%	COM	064058100
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$3.177M	0.7%	$109.22	-6.8%	COM	459200101
GILD	GILEAD SCIENCES INC	40,000	$3.165M	0.7%	$54.49	+6.0%	COM	375558103
ORCL	ORACLE CORP	80,000	$3.142M	0.7%	$31.98	+10.8%	COM	68389X105
COST	COSTCO WHSL CORP NEW	20,000	$3.05M	0.6%	$91.29	+50.0%	COM	22160K105
CL	COLGATE PALMOLIVE CO	40,000	$2.966M	0.6%	$47.90	+24.0%	COM	194162103
—	TIME WARNER INC	36,666	$2.919M	0.6%	$65.32	—	COM NEW	887317303
MCD	MCDONALDS CORP	25,093	$2.895M	0.6%	$70.27	+34.5%	COM	580135101
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$2.888M	0.6%	$12.23	—	COM	458118106
WMT	WAL-MART STORES INC	40,000	$2.885M	0.6%	$19.90	+3.5%	COM	931142103
ALKS	ALKERMES PLC	60,000	$2.822M	0.6%	$47.58	-0.1%	SHS	G01767105
LLY	LILLY ELI & CO	35,000	$2.809M	0.6%	$44.54	+54.0%	COM	532457108
KO	COCA COLA CO	65,000	$2.751M	0.6%	$26.56	+22.6%	COM	191216100
—	RAYTHEON CO	20,000	$2.723M	0.6%	$98.80	—	COM NEW	755111507
IONS	IONIS PHARMACEUTICALS INC	70,000	$2.565M	0.5%	$53.96	-42.0%	COM	462222100
—	UNITED TECHNOLOGIES CORP	25,000	$2.54M	0.5%	$116.84	—	COM	913017109
PEP	PEPSICO INC	23,251	$2.529M	0.5%	$56.86	+42.6%	COM	713448108
ABBV	ABBVIE INC	40,000	$2.523M	0.5%	$39.76	+10.4%	COM	00287Y109
—	CORE MARK HOLDING CO INC	70,000	$2.506M	0.5%	$52.99	—	COM	218681104
SJM	SMUCKER J M CO	18,405	$2.495M	0.5%	$68.74	+59.9%	COM NEW	832696405
GS	GOLDMAN SACHS GROUP INC	15,000	$2.419M	0.5%	$133.70	+0.1%	COM	38141G104
AWR	AMERICAN STS WTR CO	60,000	$2.403M	0.5%	$23.08	+49.8%	COM	029899101
ITW	ILLINOIS TOOL WKS INC	20,000	$2.397M	0.5%	$61.28	+51.5%	COM	452308109
—	EMPIRE DIST ELEC CO	70,000	$2.39M	0.5%	$24.31	—	COM	291641108
EPR	EPR PPTYS	30,000	$2.362M	0.5%	$53.40	—	COM SH BEN INT	26884U109
ALL	ALLSTATE CORP	33,810	$2.339M	0.5%	$41.54	+34.6%	COM	020002101
HON	HONEYWELL INTL INC	20,000	$2.332M	0.5%	$64.71	+33.0%	COM	438516106
—	AETNA INC NEW	20,012	$2.31M	0.5%	$81.84	—	COM	00817Y108
YUM	YUM BRANDS INC	25,000	$2.27M	0.5%	$42.07	+28.1%	COM	988498101
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$2.235M	0.5%	$44.55	+72.2%	COM	955306105
NOC	NORTHROP GRUMMAN CORP	10,000	$2.14M	0.4%	$97.12	+91.8%	COM	666807102
AMAT	APPLIED MATLS INC	70,000	$2.111M	0.4%	$15.75	+59.5%	COM	038222105
—	DOW CHEM CO	40,165	$2.082M	0.4%	$48.60	—	COM	260543103
QCOM	QUALCOMM INC	30,000	$2.055M	0.4%	$54.02	-13.2%	COM	747525103
—	MONSANTO CO NEW	20,000	$2.044M	0.4%	$113.75	—	COM	61166W101
PRU	PRUDENTIAL FINL INC	25,000	$2.041M	0.4%	$52.24	-3.8%	COM	744320102
—	BAKER HUGHES INC	40,000	$2.019M	0.4%	$64.11	—	COM	057224107
EFX	EQUIFAX INC	15,000	$2.019M	0.4%	$62.16	+95.5%	COM	294429105
MDLZ	MONDELEZ INTL INC	45,987	$2.019M	0.4%	$26.35	+33.6%	CL A	609207105
SWK	STANLEY BLACK & DECKER INC	16,375	$2.014M	0.4%	$59.39	+58.9%	COM	854502101
PTC	PTC INC	45,000	$1.994M	0.4%	$36.75	+12.8%	COM	69370C100
COP	CONOCOPHILLIPS	45,000	$1.956M	0.4%	$45.41	-31.4%	COM	20825C104
THC	TENET HEALTHCARE CORP	85,000	$1.926M	0.4%	$44.12	-41.0%	COM NEW	88033G407
—	REYNOLDS AMERICAN INC	40,000	$1.886M	0.4%	$48.84	—	COM	761713106
—	CORESITE RLTY CORP	25,000	$1.851M	0.4%	$31.00	—	COM	21870Q105
T	AT&T INC	45,000	$1.827M	0.4%	$10.85	+50.1%	COM	00206R102
SEIC	SEI INVESTMENTS CO	40,000	$1.824M	0.4%	$29.39	+41.8%	COM	784117103
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.816M	0.4%	$38.81	+47.7%	COM	571748102
—	PRAXAIR INC	15,000	$1.812M	0.4%	$131.00	—	COM	74005P104
PSX	PHILLIPS 66	22,500	$1.812M	0.4%	$49.82	+9.2%	COM	718546104
TBPH	THERAVANCE BIOPHARMA INC	49,284	$1.786M	0.4%	$16.88	+64.9%	COM	G8807B106
—	DISCOVER FINL SVCS	31,350	$1.773M	0.4%	$58.18	—	COM	254709108
HALO	HALOZYME THERAPEUTICS INC	145,000	$1.752M	0.4%	$16.65	-38.6%	COM	40637H109
HEI	HEICO CORP NEW	25,000	$1.73M	0.4%	$29.73	+18.8%	COM	422806109
TROW	PRICE T ROWE GROUP INC	26,000	$1.729M	0.4%	$52.57	-6.0%	COM	74144T108
MDT	MEDTRONIC PLC	20,000	$1.728M	0.4%	$58.10	+18.4%	SHS	G5960L103
TGT	TARGET CORP	25,000	$1.717M	0.4%	$41.65	+30.5%	COM	87612E106
—	CITRIX SYS INC	20,000	$1.704M	0.4%	$57.45	—	COM	177376100
SLB	SCHLUMBERGER LTD	21,286	$1.674M	0.3%	$57.17	+6.1%	COM	806857108
—	DU PONT E I DE NEMOURS & CO	25,000	$1.674M	0.3%	$67.12	—	COM	263534109
GOOGL	ALPHABET INC	2,080	$1.672M	0.3%	$36.73	+5.7%	CAP STK CL A	02079K305
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.649M	0.3%	$28.89	+22.5%	COM	440327104
EEFT	EURONET WORLDWIDE INC	20,000	$1.637M	0.3%	$41.47	+84.8%	COM	298736109
GOOG	ALPHABET INC	2,085	$1.621M	0.3%	$35.61	+5.8%	CAP STK CL C	02079K107
—	PRIVATEBANCORP INC	35,000	$1.607M	0.3%	$30.51	—	COM	742962103
—	SENIOR HSG PPTYS TR	70,000	$1.59M	0.3%	$22.47	—	SH BEN INT	81721M109
—	TWENTY FIRST CENTY FOX INC	65,000	$1.574M	0.3%	$31.97	—	CL A	90130A101
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.554M	0.3%	$17.75	+37.5%	COM	595017104
GD	GENERAL DYNAMICS CORP	10,000	$1.552M	0.3%	$80.10	+51.8%	COM	369550108
AZO	AUTOZONE INC	2,000	$1.537M	0.3%	$518.77	+50.1%	COM	053332102
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.526M	0.3%	$3.76	+22.1%	CL A	29382R107
MATW	MATTHEWS INTL CORP	25,000	$1.519M	0.3%	$31.38	+49.7%	CL A	577128101
—	CIMPRESS N V	15,000	$1.518M	0.3%	$74.87	—	SHS EURO	N20146101
—	SOUTH ST CORP	20,000	$1.501M	0.3%	$55.90	—	COM	840441109
AVB	AVALONBAY CMNTYS INC	8,407	$1.495M	0.3%	$84.84	+54.1%	COM	053484101
BAC	BANK AMER CORP	95,082	$1.488M	0.3%	$13.25	-9.0%	COM	060505104
—	LAM RESEARCH CORP	15,625	$1.48M	0.3%	$54.99	—	COM	512807108
SYY	SYSCO CORP	30,000	$1.47M	0.3%	$26.11	+54.2%	COM	871829107
BC	BRUNSWICK CORP	30,000	$1.463M	0.3%	$36.35	+11.5%	COM	117043109
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.45M	0.3%	$35.93	+28.4%	COM	110122108
—	AMERICAN EQTY INVT LIFE HLD	80,000	$1.418M	0.3%	$23.63	—	COM	025676206
INCY	INCYTE CORP	15,000	$1.414M	0.3%	$62.06	+35.8%	COM	45337C102
WSO	WATSCO INC	10,000	$1.409M	0.3%	$96.52	+48.4%	COM	942622200
NSC	NORFOLK SOUTHERN CORP	14,500	$1.407M	0.3%	$71.41	+5.2%	COM	655844108
PLXS	PLEXUS CORP	30,000	$1.403M	0.3%	$40.84	+12.2%	COM	729132100
ZTS	ZOETIS INC	26,578	$1.382M	0.3%	$27.83	+69.2%	CL A	98978V103
KHC	KRAFT HEINZ CO	15,329	$1.372M	0.3%	$47.82	+21.4%	COM	500754106
OXM	OXFORD INDS INC	20,000	$1.354M	0.3%	$77.21	-18.9%	COM	691497309
CVS	CVS HEALTH CORP	15,000	$1.335M	0.3%	$51.11	+38.7%	COM	126650100
MCK	MCKESSON CORP	8,000	$1.334M	0.3%	$160.13	+8.1%	COM	58155Q103
—	POPEYES LA KITCHEN INC	25,000	$1.329M	0.3%	$40.64	—	COM	732872106
—	CHEMICAL FINL CORP	30,000	$1.324M	0.3%	$32.47	—	COM	163731102
—	CHEMTURA CORP	40,000	$1.312M	0.3%	$25.30	—	COM NEW	163893209
ENTG	ENTEGRIS INC	75,000	$1.307M	0.3%	$11.16	+40.8%	COM	29362U104
AZZ	AZZ INC	20,000	$1.305M	0.3%	$36.74	+52.6%	COM	002474104
—	RIGEL PHARMACEUTICALS INC	355,000	$1.303M	0.3%	$2.81	—	COM NEW	766559603
—	YAHOO INC	30,000	$1.293M	0.3%	$35.90	—	COM	984332106
HD	HOME DEPOT INC	10,000	$1.287M	0.3%	$60.23	+76.5%	COM	437076102
GLPI	GAMING & LEISURE PPTYS INC	38,250	$1.279M	0.3%	$34.48	—	COM	36467J108
—	COLONY CAP INC	70,000	$1.276M	0.3%	$21.96	—	CL A	19624R106
—	ANADARKO PETE CORP	20,000	$1.267M	0.3%	$84.75	—	COM	032511107
—	CHESAPEAKE LODGING TR	55,000	$1.26M	0.3%	$25.73	—	SH BEN INT	165240102
—	KNOLL INC	55,000	$1.257M	0.3%	$18.18	—	COM NEW	498904200
WWD	WOODWARD INC	20,000	$1.25M	0.3%	$39.69	+42.5%	COM	980745103
NEE	NEXTERA ENERGY INC	10,000	$1.223M	0.3%	$16.57	+49.8%	COM	65339F101
ROK	ROCKWELL AUTOMATION INC	10,000	$1.223M	0.3%	$93.82	+4.5%	COM	773903109
—	GENERAL ELECTRIC CO	41,228	$1.221M	0.3%	$25.88	—	COM	369604103
OTTR	OTTER TAIL CORP	35,000	$1.211M	0.3%	$20.25	+30.4%	COM	689648103
NTGR	NETGEAR INC	20,000	$1.21M	0.3%	$20.77	+62.5%	COM	64111Q104
—	TRUSTCO BK CORP N Y	170,000	$1.205M	0.2%	$7.04	—	COM	898349105
—	WYNDHAM WORLDWIDE CORP	17,859	$1.202M	0.2%	$73.24	—	COM	98310W108
DUK	DUKE ENERGY CORP NEW	14,733	$1.179M	0.2%	$42.66	+32.2%	COM NEW	26441C204
CAG	CONAGRA FOODS INC	25,000	$1.178M	0.2%	$16.04	+59.9%	COM	205887102
—	ASPEN TECHNOLOGY INC	25,000	$1.17M	0.2%	$42.36	—	COM	045327103
CAH	CARDINAL HEALTH INC	15,000	$1.166M	0.2%	$50.49	+21.7%	COM	14149Y108
—	CAVIUM INC	20,000	$1.164M	0.2%	$43.75	—	COM	14964U108
PAYX	PAYCHEX INC	20,000	$1.157M	0.2%	$29.49	+53.7%	COM	704326107
—	VIACOM INC NEW	30,000	$1.143M	0.2%	$85.00	—	CL B	92553P201
NPO	ENPRO INDS INC	20,000	$1.136M	0.2%	$70.90	-27.6%	COM	29355X107
CB	CHUBB LIMITED	9,028	$1.134M	0.2%	$96.06	+11.6%	COM	H1467J104
INVA	INNOVIVA INC	102,000	$1.121M	0.2%	$10.97	+6.4%	COM	45781M101
GAP	GAP INC DEL	50,000	$1.112M	0.2%	$27.08	-36.1%	COM	364760108
—	NAVIGANT CONSULTING INC	55,000	$1.112M	0.2%	$18.65	—	COM	63935N107
GERN	GERON CORP	490,000	$1.107M	0.2%	$3.75	-30.8%	COM	374163103
IRBTQ	IROBOT CORP	25,000	$1.1M	0.2%	$40.05	-2.1%	COM	462726100
—	KAMAN CORP	25,000	$1.098M	0.2%	$40.68	—	COM	483548103
OXY	OCCIDENTAL PETE CORP DEL	15,000	$1.094M	0.2%	$62.47	-8.1%	COM	674599105
—	GLATFELTER	50,000	$1.084M	0.2%	$27.22	—	COM	377316104
INDB	INDEPENDENT BANK CORP MASS	20,000	$1.082M	0.2%	$26.89	+44.5%	COM	453836108
WEX	WEX INC	10,000	$1.081M	0.2%	$91.59	+6.9%	COM	96208T104
AFL	AFLAC INC	15,000	$1.078M	0.2%	$23.98	+21.9%	COM	001055102
WMB	WILLIAMS COS INC DEL	35,000	$1.076M	0.2%	$20.92	-22.4%	COM	969457100
—	NIC INC	45,000	$1.058M	0.2%	$19.31	—	COM	62914B100
—	CABOT MICROELECTRONICS CORP	20,000	$1.058M	0.2%	$44.00	—	COM	12709P103
JBHT	HUNT J B TRANS SVCS INC	13,000	$1.055M	0.2%	$65.88	+13.6%	COM	445658107
KFY	KORN FERRY INTL	50,000	$1.05M	0.2%	$22.02	-9.6%	COM NEW	500643200
KLAC	KLA-TENCOR CORP	15,000	$1.046M	0.2%	$41.11	+49.5%	COM	482480100
—	CELGENE CORP	10,000	$1.045M	0.2%	$112.75	—	COM	151020104
HOPE	HOPE BANCORP INC	60,000	$1.042M	0.2%	$16.20	0.0%	COM	43940T109
MSI	MOTOROLA SOLUTIONS INC	13,571	$1.035M	0.2%	$53.66	+18.0%	COM NEW	620076307
—	STATE BK FINL CORP	45,000	$1.027M	0.2%	$17.69	—	COM	856190103
PYPL	PAYPAL HLDGS INC	25,000	$1.024M	0.2%	$35.85	+6.9%	COM	70450Y103
MET	METLIFE INC	22,766	$1.011M	0.2%	$31.07	-11.9%	COM	59156R108
PPG	PPG INDS INC	9,700	$1.003M	0.2%	$85.80	+2.9%	COM	693506107
BDX	BECTON DICKINSON & CO	5,582	$1.003M	0.2%	$94.25	+57.6%	COM	075887109
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$998K	0.2%	$11.02	-25.4%	COM	169656105
UNM	UNUM GROUP	28,000	$989K	0.2%	$34.13	-0.9%	COM	91529Y106
FFBC	FIRST FINL BANCORP OH	45,000	$983K	0.2%	$11.01	+35.2%	COM	320209109
BALL	BALL CORP	12,000	$983K	0.2%	$23.53	+46.9%	COM	058498106
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$977K	0.2%	$14.83	+68.6%	COM	127387108
—	MEAD JOHNSON NUTRITION CO	12,219	$965K	0.2%	$83.15	—	COM	582839106
EQR	EQUITY RESIDENTIAL	15,000	$965K	0.2%	$31.71	+43.5%	SH BEN INT	29476L107
SF	STIFEL FINL CORP	25,000	$961K	0.2%	$28.20	-24.3%	COM	860630102
PRGS	PROGRESS SOFTWARE CORP	35,000	$952K	0.2%	$23.95	+19.4%	COM	743312100
BSX	BOSTON SCIENTIFIC CORP	40,000	$952K	0.2%	$13.13	+81.7%	COM	101137107
AEP	AMERICAN ELEC PWR INC	14,760	$948K	0.2%	$31.83	+51.8%	COM	025537101
—	SPECTRA ENERGY CORP	22,100	$945K	0.2%	$36.92	—	COM	847560109
ROG	ROGERS CORP	15,000	$916K	0.2%	$60.59	+0.2%	COM	775133101
SCSC	SCANSOURCE INC	25,000	$913K	0.2%	$39.39	-1.1%	COM	806037107
PNC	PNC FINL SVCS GROUP INC	10,000	$901K	0.2%	$56.79	+11.4%	COM	693475105
HURN	HURON CONSULTING GROUP INC	15,000	$896K	0.2%	$65.04	-5.0%	COM	447462102
—	CARDTRONICS PLC	20,000	$892K	0.2%	$44.60	—	SHS CL A	G1991C105
KR	KROGER CO	30,000	$890K	0.2%	$23.04	+18.9%	COM	501044101
HUM	HUMANA INC	5,000	$884K	0.2%	$170.02	-5.5%	COM	444859102
—	CONSOLIDATED COMM HLDGS INC	35,000	$883K	0.2%	$20.00	—	COM	209034107
HTGC	HERCULES CAPITAL INC	65,000	$881K	0.2%	$15.67	-14.9%	COM	427096508
SO	SOUTHERN CO	17,000	$872K	0.2%	$25.27	+40.9%	COM	842587107
—	FORWARD AIR CORP	20,000	$865K	0.2%	$46.10	—	COM	349853101
—	ALEXION PHARMACEUTICALS INC	7,000	$858K	0.2%	$116.71	—	COM	015351109
RUSHA	RUSH ENTERPRISES INC	35,000	$857K	0.2%	$12.91	-20.5%	CL A	781846209
CAR	AVIS BUDGET GROUP	25,000	$855K	0.2%	$40.83	-15.7%	COM	053774105
DE	DEERE & CO	10,000	$854K	0.2%	$70.10	+0.3%	COM	244199105
—	BRIGGS & STRATTON CORP	45,000	$839K	0.2%	$22.24	—	COM	109043109
WU	WESTERN UN CO	40,000	$833K	0.2%	$16.35	—	COM	959802109
EBAY	EBAY INC	25,000	$823K	0.2%	$20.67	+30.0%	COM	278642103
HUBG	HUB GROUP INC	20,000	$815K	0.2%	$20.24	+0.5%	CL A	443320106
MPC	MARATHON PETE CORP	20,000	$812K	0.2%	$33.67	-9.9%	COM	56585A102
—	ONCOMED PHARMACEUTICALS INC	70,000	$800K	0.2%	$22.54	—	COM	68234X102
KMX	CARMAX INC	15,000	$800K	0.2%	$46.71	+21.3%	COM	143130102
CRUS	CIRRUS LOGIC INC	15,000	$797K	0.2%	$19.04	+152.5%	COM	172755100
CVLT	COMMVAULT SYSTEMS INC	15,000	$797K	0.2%	$69.18	-27.4%	COM	204166102
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$795K	0.2%	$114.47	+31.1%	COM	883556102
ASH	ASHLAND GLOBAL HLDGS INC	6,860	$795K	0.2%	$49.37	0.0%	COM	044186104
SCHW	SCHWAB CHARLES CORP NEW	25,000	$789K	0.2%	$22.70	+14.7%	COM	808513105
AVY	AVERY DENNISON CORP	10,000	$778K	0.2%	$39.54	+62.9%	COM	053611109
CLDT	CHATHAM LODGING TR	40,000	$770K	0.2%	$20.23	—	COM	16208T102
FLR	FLUOR CORP NEW	15,000	$770K	0.2%	$69.22	-31.3%	COM	343412102
—	INFINERA CORPORATION	85,000	$768K	0.2%	$9.08	—	COM	45667G103
—	AEGION CORP	40,000	$763K	0.2%	$25.30	—	COM	00770F104
RSG	REPUBLIC SVCS INC	15,000	$757K	0.2%	$26.51	+65.4%	COM	760759100
—	SYMANTEC CORP	30,000	$753K	0.2%	$19.97	—	COM	871503108
APD	AIR PRODS & CHEMS INC	5,000	$752K	0.2%	$79.28	+38.6%	COM	009158106
DVN	DEVON ENERGY CORP NEW	17,000	$750K	0.2%	$41.69	-31.5%	COM	25179M103
NPKI	NEWPARK RES INC	100,000	$736K	0.2%	$11.44	-42.2%	COM PAR $.01NEW	651718504
TRN	TRINITY INDS INC	30,000	$725K	0.2%	$18.24	-33.5%	COM	896522109
F	FORD MTR CO DEL	60,000	$724K	0.1%	$8.37	-8.2%	COM PAR $0.01	345370860
KIM	KIMCO RLTY CORP	25,000	$724K	0.1%	$12.11	+57.4%	COM	49446R109
—	SEMGROUP CORP	20,000	$707K	0.1%	$65.70	—	CL A	81663A105
DAN	DANA INCORPORATED	45,000	$702K	0.1%	$16.52	-32.1%	COM	235825205
—	CUBIC CORP	15,000	$702K	0.1%	$51.07	—	COM	229669106
—	FINISH LINE INC	30,000	$692K	0.1%	$27.10	—	CL A	317923100
HAL	HALLIBURTON CO	15,267	$685K	0.1%	$42.79	-15.0%	COM	406216101
HPE	HEWLETT PACKARD ENTERPRISE C	30,000	$683K	0.1%	$6.50	+45.2%	COM	42824C109
NTRS	NORTHERN TR CORP	10,000	$680K	0.1%	$45.55	+15.2%	COM	665859104
LGND	LIGAND PHARMACEUTICALS INC	6,666	$680K	0.1%	$41.68	+76.2%	COM NEW	53220K504
—	ROCKWELL COLLINS INC	8,000	$675K	0.1%	$79.63	—	COM	774341101
BWXT	BWX TECHNOLOGIES INC	17,500	$671K	0.1%	$22.66	+49.3%	COM	05605H100
—	ENLINK MIDSTREAM LLC	40,000	$670K	0.1%	$33.95	—	COM UNIT REP LTD	29336T100
XEL	XCEL ENERGY INC	16,243	$668K	0.1%	$19.89	+60.8%	COM	98389B100
—	ADURO BIOTECH INC	53,300	$663K	0.1%	$19.36	—	COM	00739L101
KOP	KOPPERS HOLDINGS INC	20,000	$644K	0.1%	$38.65	-20.9%	COM	50060P106
SNPS	SYNOPSYS INC	10,742	$638K	0.1%	$40.13	+41.5%	COM	871607107
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$635K	0.1%	$11.24	+4.0%	COM CL A	46333X108
ADM	ARCHER DANIELS MIDLAND CO	15,000	$633K	0.1%	$29.33	+11.7%	COM	039483102
—	ORITANI FINL CORP DEL	40,000	$629K	0.1%	$15.80	—	COM	68633D103
PH	PARKER HANNIFIN CORP	5,000	$628K	0.1%	$98.49	+4.6%	COM	701094104
HL	HECLA MNG CO	110,000	$627K	0.1%	$3.11	+88.2%	COM	422704106
COF	CAPITAL ONE FINL CORP	8,733	$627K	0.1%	$59.33	-1.8%	COM	14040H105
PBYI	PUMA BIOTECHNOLOGY INC	9,167	$614K	0.1%	$94.57	-46.5%	COM	74587V107
—	FMC TECHNOLOGIES INC	20,000	$593K	0.1%	$52.30	—	COM	30249U101
NTCT	NETSCOUT SYS INC	19,977	$584K	0.1%	$37.86	-27.5%	COM	64115T104
LUV	SOUTHWEST AIRLS CO	15,000	$583K	0.1%	$19.19	+77.1%	COM	844741108
—	TENNECO INC	10,000	$583K	0.1%	$58.10	—	COM	880349105
MOH	MOLINA HEALTHCARE INC	10,000	$583K	0.1%	$36.85	+49.6%	COM	60855R100
KMT	KENNAMETAL INC	20,000	$580K	0.1%	$33.32	-38.5%	COM	489170100
CYH	COMMUNITY HEALTH SYS INC NEW	50,000	$577K	0.1%	$35.59	-67.6%	COM	203668108
KSS	KOHLS CORP	13,000	$569K	0.1%	$53.60	-21.9%	COM	500255104
—	CENTURYLINK INC	20,550	$564K	0.1%	$32.85	—	COM	156700106
—	MYLAN N V	14,750	$562K	0.1%	$59.32	—	SHS EURO	N59465109
ACM	AECOM	18,879	$561K	0.1%	$30.01	+3.3%	COM	00766T100
—	EARTHLINK HLDGS CORP	90,000	$558K	0.1%	$3.61	—	COM	27033X101
—	DRIL-QUIP INC	10,000	$557K	0.1%	$112.10	—	COM	262037104
—	PINNACLE ENTMT INC NEW	45,000	$555K	0.1%	$11.09	—	COM	72348Y105
SYF	SYNCHRONY FINL	19,719	$552K	0.1%	$25.00	-12.1%	COM	87165B103
MUR	MURPHY OIL CORP	18,000	$547K	0.1%	$38.91	-47.9%	COM	626717102
GCO	GENESCO INC	10,000	$545K	0.1%	$72.64	-13.1%	COM	371532102
BXP	BOSTON PROPERTIES INC	4,000	$545K	0.1%	$66.97	+40.1%	COM	101121101
EMN	EASTMAN CHEM CO	8,000	$541K	0.1%	$56.96	-13.6%	COM	277432100
—	FARO TECHNOLOGIES INC	15,000	$539K	0.1%	$53.00	—	COM	311642102
—	HESS CORP	10,000	$536K	0.1%	$82.90	—	COM	42809H107
MU	MICRON TECHNOLOGY INC	30,000	$533K	0.1%	$23.18	-35.8%	COM	595112103
MTH	MERITAGE HOMES CORP	15,000	$521K	0.1%	$22.78	-20.2%	COM	59001A102
—	NEKTAR THERAPEUTICS	30,000	$515K	0.1%	$12.13	—	COM	640268108
HII	HUNTINGTON INGALLS INDS INC	3,333	$511K	0.1%	$78.33	+76.6%	COM	446413106
PNNT	PENNANTPARK INVT CORP	66,710	$502K	0.1%	$2.62	-6.4%	COM	708062104
—	VERINT SYS INC	12,981	$488K	0.1%	$46.91	—	COM	92343X100
SWKS	SKYWORKS SOLUTIONS INC	6,318	$481K	0.1%	$26.27	+117.9%	COM	83088M102
DAR	DARLING INGREDIENTS INC	35,000	$473K	0.1%	$20.04	-28.0%	COM	237266101
HPQ	HP INC	30,000	$466K	0.1%	$9.12	+14.8%	COM	40434L105
MYE	MYERS INDS INC	35,000	$455K	0.1%	$13.73	-22.7%	COM	628464109
EXPE	EXPEDIA INC DEL	3,875	$452K	0.1%	$67.77	+59.4%	COM NEW	30212P303
—	XEROX CORP	44,000	$446K	0.1%	$11.30	—	COM	984121103
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$428K	0.1%	$27.12	+25.9%	COM	416515104
—	TIVO CORP	21,758	$424K	0.1%	$19.49	—	COM	88870P106
ABT	ABBOTT LABS	10,000	$423K	0.1%	$30.73	+17.6%	COM	002824100
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$419K	0.1%	$22.69	+40.4%	COM	744573106
HRB	BLOCK H & R INC	18,000	$417K	0.1%	$19.54	-16.7%	COM	093671105
—	ARRAY BIOPHARMA INC	60,000	$405K	0.1%	$4.70	—	COM	04269X105
COR	AMERISOURCEBERGEN CORP	4,996	$404K	0.1%	$49.28	+30.4%	COM	03073E105
—	CELLDEX THERAPEUTICS INC NEW	100,000	$404K	0.1%	$17.67	—	COM	15117B103
KMI	KINDER MORGAN INC DEL	17,265	$399K	0.1%	$18.43	-29.2%	COM	49456B101
—	ST JUDE MED INC	5,000	$399K	0.1%	$79.80	—	COM	790849103
—	ORBITAL ATK INC	5,209	$397K	0.1%	$76.60	—	COM	68557N103
C	CITIGROUP INC	8,000	$378K	0.1%	$37.07	-7.9%	COM NEW	172967424
M	MACYS INC	10,000	$371K	0.1%	$55.60	-34.8%	COM	55616P104
—	HAYNES INTERNATIONAL INC	10,000	$371K	0.1%	$54.00	—	COM NEW	420877201
DOV	DOVER CORP	5,000	$368K	0.1%	$50.30	-1.5%	COM	260003108
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$366K	0.1%	$32.07	-7.3%	COM	49338L103
—	JUNIPER NETWORKS INC	15,000	$361K	0.1%	$25.73	—	COM	48203R104
XRAY	DENTSPLY SIRONA INC	6,000	$357K	0.1%	$58.93	+4.3%	COM	24906P109
—	PICO HLDGS INC	30,000	$354K	0.1%	$26.00	—	COM NEW	693366205
—	GREENHILL & CO INC	15,000	$354K	0.1%	$52.00	—	COM	395259104
EXC	EXELON CORP	10,200	$340K	0.1%	$13.80	+31.1%	COM	30161N101
—	INGERSOLL-RAND PLC	5,000	$340K	0.1%	$57.20	—	SHS	G47791101
—	ARQULE INC	190,000	$340K	0.1%	$2.05	—	COM	04269E107
GTLS	CHART INDS INC	10,000	$328K	0.1%	$86.10	-66.3%	COM PAR $0.01	16115Q308
AIG	AMERICAN INTL GROUP INC	5,500	$326K	0.1%	$37.86	+19.0%	COM NEW	026874784
—	ACHILLION PHARMACEUTICALS IN	40,000	$324K	0.1%	$6.90	—	COM	00448Q201
GT	GOODYEAR TIRE & RUBR CO	10,000	$323K	0.1%	$25.47	+14.2%	COM	382550101
MUSA	MURPHY USA INC	4,500	$321K	0.1%	$45.04	+61.2%	COM	626755102
—	MARATHON OIL CORP	20,000	$316K	0.1%	$35.50	—	COM	565849106
—	FTD COS INC	15,000	$309K	0.1%	$31.80	—	COM	30281V108
RGA	REINSURANCE GROUP AMER INC	2,829	$305K	0.1%	$75.92	+34.5%	COM NEW	759351604
—	LEGG MASON INC	9,000	$301K	0.1%	$49.00	—	COM	524901105
—	FIBROGEN INC	14,352	$297K	0.1%	$21.95	—	COM	31572Q808
CVCO	CAVCO INDS INC DEL	3,000	$297K	0.1%	$76.06	+31.1%	COM	149568107
—	AXOVANT SCIENCES LTD	21,000	$294K	0.1%	$12.92	—	COM	G0750W104
PLD	PROLOGIS INC	5,464	$293K	0.1%	$27.64	+46.2%	COM	74340W103
—	KANSAS CITY SOUTHERN	3,000	$280K	0.1%	$102.00	—	COM NEW	485170302
VTR	VENTAS INC	3,933	$278K	0.1%	$41.21	+17.3%	COM	92276F100
MCY	MERCURY GENL CORP NEW	5,000	$274K	0.1%	$45.68	+18.3%	COM	589400100
EMR	EMERSON ELEC CO	5,000	$273K	0.1%	$47.79	-11.5%	COM	291011104
AAL	AMERICAN AIRLS GROUP INC	7,439	$272K	0.1%	$36.77	-7.5%	COM	02376R102
—	DELL TECHNOLOGIES INC	5,601	$268K	0.1%	$47.85	—	COM CL V	24703L103
—	INTRA CELLULAR THERAPIES INC	17,500	$267K	0.1%	$40.06	—	COM	46116X101
—	STAPLES INC	30,348	$259K	0.1%	$11.34	—	COM	855030102
—	ACCELERON PHARMA INC	7,000	$254K	0.1%	$48.86	—	COM	00434H108
NRG	NRG ENERGY INC	22,496	$252K	0.1%	$22.10	-51.6%	COM NEW	629377508
CROX	CROCS INC	30,000	$249K	0.1%	$15.31	-37.4%	COM	227046109
—	AMAG PHARMACEUTICALS INC	10,000	$245K	0.1%	$19.35	—	COM	00163U106
TRIP	TRIPADVISOR INC	3,875	$245K	0.1%	$81.07	-29.5%	COM	896945201
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$244K	0.1%	$22.27	-66.0%	COM	42330P107
—	NABORS INDUSTRIES LTD	20,000	$243K	0.1%	$24.65	—	SHS	G6359F103
—	IAC INTERACTIVECORP	3,875	$242K	0.1%	$56.26	—	COM	44919P508
NI	NISOURCE INC	10,000	$241K	0.0%	$9.34	+98.6%	COM	65473P105
—	OASIS PETE INC NEW	20,000	$229K	0.0%	$41.75	—	COM	674215108
—	CONVERGYS CORP	7,500	$228K	0.0%	$30.40	—	COM	212485106
NWSA	NEWS CORP NEW	16,250	$227K	0.0%	$15.19	-22.3%	CL A	65249B109
LNN	LINDSAY CORP	3,000	$222K	0.0%	$72.98	-13.3%	COM	535555106
—	WPX ENERGY INC	16,666	$220K	0.0%	$18.00	—	COM	98212B103
—	ASTORIA FINL CORP	15,000	$219K	0.0%	$13.80	—	COM	046265104
MAN	MANPOWERGROUP INC	3,000	$217K	0.0%	$68.93	0.0%	COM	56418H100
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$213K	0.0%	$11.21	+0.3%	COM	928298108
—	INTERPUBLIC GROUP COS INC	9,000	$201K	0.0%	$15.38	+4.3%	COM	460690100
PHM	PULTE GROUP INC	10,000	$200K	0.0%	$17.01	+9.1%	COM	745867101
—	BROCADE COMMUNICATIONS SYS I	21,572	$199K	0.0%	$10.62	—	COM NEW	111621306
—	ADTRAN INC	10,000	$191K	0.0%	$24.40	—	COM	00738A106
CLNE	CLEAN ENERGY FUELS CORP	40,000	$179K	0.0%	$10.39	-63.3%	COM	184499101
—	MCDERMOTT INTL INC	35,000	$175K	0.0%	$7.83	—	COM	580037109
—	QUALITY SYS INC	15,000	$170K	0.0%	$16.87	—	COM	747582104
XENE	XENON PHARMACEUTICALS INC	20,000	$162K	0.0%	$13.82	-44.1%	COM	98420N105
KLIC	KULICKE & SOFFA INDS INC	12,000	$155K	0.0%	$10.36	+5.6%	COM	501242101
—	ALCOA INC	15,000	$152K	0.0%	$10.22	—	COM	013817101
NVRI	HARSCO CORP	15,000	$149K	0.0%	$24.55	-61.2%	COM	415864107
—	AIR TRANSPORT SERVICES GRP I	10,000	$144K	0.0%	$7.90	—	COM	00922R105
FSS	FEDERAL SIGNAL CORP	10,000	$133K	0.0%	$11.92	+0.2%	COM	313855108
—	CHICOS FAS INC	10,000	$119K	0.0%	$16.00	—	COM	168615102
AMD	ADVANCED MICRO DEVICES INC	17,000	$117K	0.0%	$3.82	+67.3%	COM	007903107
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	16,000	$112K	0.0%	$18.31	—	SPONDS ADR	00653A107
—	WEATHERFORD INTL PLC	20,000	$112K	0.0%	$20.80	—	ORD SHS	G48833100
FOLD	AMICUS THERAPEUTICS INC	15,000	$111K	0.0%	$2.50	+170.1%	COM	03152W109
—	PIER 1 IMPORTS INC	25,000	$106K	0.0%	$18.88	—	COM	720279108
—	SPRINT CORP	15,000	$99,000	0.0%	$9.20	—	COM SER 1	85207U105
—	OCWEN FINL CORP	26,000	$95,000	0.0%	$39.19	—	COM NEW	675746309
—	AVON PRODS INC	15,000	$85,000	0.0%	$14.67	—	COM	054303102
—	QUORUM HEALTH CORP	12,500	$79,000	0.0%	$10.72	—	COM	74909E106
—	FRONTIER COMMUNICATIONS CORP	15,602	$65,000	0.0%	$5.70	—	COM	35906A108
—	TOKAI PHARMACEUTICALS INC	35,000	$54,000	0.0%	$10.34	—	COM	88907J107
—	AK STL HLDG CORP	10,000	$48,000	0.0%	$7.20	—	COM	001547108
—	ADAMIS PHARMACEUTICALS CORP	12,224	$42,000	0.0%	$2.78	—	COM NEW	00547W208
—	KINDER MORGAN INC DEL	26,117	$0	0.0%	$1.76	—	*W EXP 05/25/201	49456B119