NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Jan 26, 2017

Total Value: $503M (100.0% shares, 0.0% debt)

Holdings (367)

AAPL APPLE INC 4.0%

Value $19.98M Shares 172,500 Est. Cost $18.36 Unrealized +42.1%

JPM JPMORGAN CHASE & CO 2.3%

Value $11.65M Shares 135,000 Est. Cost $42.08 Unrealized +42.3%

MSFT MICROSOFT CORP 2.1%

Value $10.56M Shares 170,000 Est. Cost $31.26 Unrealized +72.5%

XOM EXXON MOBIL CORP 1.3%

Value $6.318M Shares 70,000 Est. Cost $58.08 Unrealized +0.2%

AMZN AMAZON COM INC 1.2%

Value $5.999M Shares 8,000 Est. Cost $18.56 Unrealized +111.2%

PG PROCTER AND GAMBLE CO 1.2%

Value $5.886M Shares 70,000 Est. Cost $56.51 Unrealized +18.1%

JNJ JOHNSON & JOHNSON 1.1%

Value $5.761M Shares 50,000 Est. Cost $66.63 Unrealized +34.6%

WFC WELLS FARGO & CO NEW 1.1%

Value $5.511M Shares 100,000 Est. Cost $33.41 Unrealized +16.8%

MRK MERCK & CO INC 1.1%

Value $5.49M Shares 93,252 Est. Cost $35.76 Unrealized +23.3%

PM PHILIP MORRIS INTL INC 1.1%

Value $5.489M Shares 60,000 Est. Cost $44.74 Unrealized +30.2%

DIS DISNEY WALT CO 1.0%

Value $5.211M Shares 50,000 Est. Cost $69.69 Unrealized +30.2%

CMCSA COMCAST CORP NEW 1.0%

Value $5.179M Shares 75,000 Est. Cost $22.24 Unrealized +20.6%

CSCO CISCO SYS INC 0.9%

Value $4.533M Shares 150,000 Est. Cost $15.30 Unrealized +50.7%

MO ALTRIA GROUP INC 0.9%

Value $4.395M Shares 65,000 Est. Cost $17.12 Unrealized +98.4%

CVX CHEVRON CORP NEW 0.8%

Value $4.12M Shares 35,000 Est. Cost $70.36 Unrealized +4.9%

USB US BANCORP DEL 0.8%

Value $4.11M Shares 80,000 Est. Cost $27.34 Unrealized +23.5%

INTC INTEL CORP 0.8%

Value $3.99M Shares 110,000 Est. Cost $18.67 Unrealized +56.1%

BK BANK NEW YORK MELLON CORP 0.8%

Value $3.792M Shares 80,038 Est. Cost $24.75 Unrealized +43.4%

PFE PFIZER INC 0.7%

Value $3.766M Shares 115,956 Est. Cost $18.20 Unrealized +12.6%

AXP AMERICAN EXPRESS CO 0.7%

Value $3.704M Shares 50,000 Est. Cost $75.50 Unrealized -19.2%

GS GOLDMAN SACHS GROUP INC 0.7%

Value $3.592M Shares 15,000 Est. Cost $133.70 Unrealized +25.5%

LOW LOWES COS INC 0.7%

Value $3.556M Shares 50,000 Est. Cost $39.01 Unrealized +53.3%

— TIME WARNER INC 0.7%

Value $3.539M Shares 36,666 Est. Cost $65.32 Unrealized —

UNP UNION PAC CORP 0.7%

Value $3.525M Shares 34,000 Est. Cost $71.52 Unrealized +12.3%

VZ VERIZON COMMUNICATIONS INC 0.7%

Value $3.47M Shares 65,000 Est. Cost $25.87 Unrealized +19.8%

IONS IONIS PHARMACEUTICALS INC 0.7%

Value $3.348M Shares 70,000 Est. Cost $53.96 Unrealized -26.7%

ALKS ALKERMES PLC 0.7%

Value $3.335M Shares 60,000 Est. Cost $47.58 Unrealized +12.4%

IBM INTERNATIONAL BUSINESS MACHS 0.7%

Value $3.32M Shares 20,000 Est. Cost $109.22 Unrealized -5.7%

COST COSTCO WHSL CORP NEW 0.6%

Value $3.202M Shares 20,000 Est. Cost $91.29 Unrealized +42.2%

AMT AMERICAN TOWER CORP NEW 0.6%

Value $3.17M Shares 30,000 Est. Cost $61.59 Unrealized +40.2%

ORCL ORACLE CORP 0.6%

Value $3.076M Shares 80,000 Est. Cost $31.98 Unrealized +6.7%

MCD MCDONALDS CORP 0.6%

Value $3.054M Shares 25,093 Est. Cost $70.27 Unrealized +34.2%

— CORE MARK HOLDING CO INC 0.6%

Value $3.015M Shares 70,000 Est. Cost $52.99 Unrealized —

— INTEGRATED DEVICE TECHNOLOGY 0.6%

Value $2.945M Shares 125,000 Est. Cost $12.23 Unrealized —

— ACTIVISION BLIZZARD INC 0.6%

Value $2.889M Shares 80,000 Est. Cost $20.44 Unrealized —

GILD GILEAD SCIENCES INC 0.6%

Value $2.864M Shares 40,000 Est. Cost $54.49 Unrealized -2.4%

— RAYTHEON CO 0.6%

Value $2.84M Shares 20,000 Est. Cost $98.80 Unrealized —

WMT WAL-MART STORES INC 0.5%

Value $2.765M Shares 40,000 Est. Cost $19.90 Unrealized +0.1%

TRV TRAVELERS COMPANIES INC 0.5%

Value $2.747M Shares 22,443 Est. Cost $64.62 Unrealized +44.6%

— UNITED TECHNOLOGIES CORP 0.5%

Value $2.741M Shares 25,000 Est. Cost $116.84 Unrealized —

AWR AMERICAN STS WTR CO 0.5%

Value $2.734M Shares 60,000 Est. Cost $23.08 Unrealized +51.9%

KO COCA COLA CO 0.5%

Value $2.695M Shares 65,000 Est. Cost $26.56 Unrealized +17.5%

CL COLGATE PALMOLIVE CO 0.5%

Value $2.618M Shares 40,000 Est. Cost $47.90 Unrealized +15.6%

PRU PRUDENTIAL FINL INC 0.5%

Value $2.602M Shares 25,000 Est. Cost $52.24 Unrealized +19.8%

— BAKER HUGHES INC 0.5%

Value $2.599M Shares 40,000 Est. Cost $64.11 Unrealized —

LLY LILLY ELI & CO 0.5%

Value $2.574M Shares 35,000 Est. Cost $44.54 Unrealized +44.2%

WST WEST PHARMACEUTICAL SVSC INC 0.5%

Value $2.545M Shares 30,000 Est. Cost $44.55 Unrealized +70.9%

ALL ALLSTATE CORP 0.5%

Value $2.506M Shares 33,810 Est. Cost $41.54 Unrealized +38.3%

ABBV ABBVIE INC 0.5%

Value $2.505M Shares 40,000 Est. Cost $39.76 Unrealized +5.1%

— AETNA INC NEW 0.5%

Value $2.482M Shares 20,012 Est. Cost $81.84 Unrealized —

ITW ILLINOIS TOOL WKS INC 0.5%

Value $2.449M Shares 20,000 Est. Cost $61.28 Unrealized +58.6%

PEP PEPSICO INC 0.5%

Value $2.433M Shares 23,251 Est. Cost $56.86 Unrealized +39.6%

— EMPIRE DIST ELEC CO 0.5%

Value $2.386M Shares 70,000 Est. Cost $24.31 Unrealized —

SJM SMUCKER J M CO 0.5%

Value $2.357M Shares 18,405 Est. Cost $68.74 Unrealized +42.0%

NOC NORTHROP GRUMMAN CORP 0.5%

Value $2.326M Shares 10,000 Est. Cost $97.12 Unrealized +106.6%

HON HONEYWELL INTL INC 0.5%

Value $2.317M Shares 20,000 Est. Cost $64.71 Unrealized +30.1%

— DOW CHEM CO 0.5%

Value $2.298M Shares 40,165 Est. Cost $48.60 Unrealized —

— DISCOVER FINL SVCS 0.4%

Value $2.26M Shares 31,350 Est. Cost $58.18 Unrealized —

COP CONOCOPHILLIPS 0.4%

Value $2.256M Shares 45,000 Est. Cost $45.41 Unrealized -23.4%

EPR EPR PPTYS 0.4%

Value $2.153M Shares 30,000 Est. Cost $53.40 Unrealized —

— MONSANTO CO NEW 0.4%

Value $2.104M Shares 20,000 Est. Cost $113.75 Unrealized —

BAC BANK AMER CORP 0.4%

Value $2.101M Shares 95,082 Est. Cost $13.25 Unrealized +18.3%

PTC PTC INC 0.4%

Value $2.082M Shares 45,000 Est. Cost $36.75 Unrealized +27.2%

MDLZ MONDELEZ INTL INC 0.4%

Value $2.039M Shares 45,987 Est. Cost $26.35 Unrealized +31.8%

— CORESITE RLTY CORP 0.4%

Value $1.984M Shares 25,000 Est. Cost $31.00 Unrealized —

SEIC SEI INVESTMENTS CO 0.4%

Value $1.974M Shares 40,000 Est. Cost $29.39 Unrealized +41.4%

TROW PRICE T ROWE GROUP INC 0.4%

Value $1.957M Shares 26,000 Est. Cost $52.57 Unrealized -3.7%

QCOM QUALCOMM INC 0.4%

Value $1.956M Shares 30,000 Est. Cost $54.02 Unrealized -3.3%

PSX PHILLIPS 66 0.4%

Value $1.944M Shares 22,500 Est. Cost $49.82 Unrealized +17.7%

HEI HEICO CORP NEW 0.4%

Value $1.929M Shares 25,000 Est. Cost $29.73 Unrealized +26.3%

HMN HORACE MANN EDUCATORS CORP N 0.4%

Value $1.926M Shares 45,000 Est. Cost $28.89 Unrealized +35.0%

MATW MATTHEWS INTL CORP 0.4%

Value $1.921M Shares 25,000 Est. Cost $31.38 Unrealized +67.9%

T AT&T INC 0.4%

Value $1.914M Shares 45,000 Est. Cost $10.85 Unrealized +42.4%

— PRIVATEBANCORP INC 0.4%

Value $1.897M Shares 35,000 Est. Cost $30.51 Unrealized —

SWK STANLEY BLACK & DECKER INC 0.4%

Value $1.878M Shares 16,375 Est. Cost $59.39 Unrealized +57.6%

— DU PONT E I DE NEMOURS & CO 0.4%

Value $1.835M Shares 25,000 Est. Cost $67.12 Unrealized —

MRSH MARSH & MCLENNAN COS INC 0.4%

Value $1.825M Shares 27,000 Est. Cost $38.81 Unrealized +48.6%

— TWENTY FIRST CENTY FOX INC 0.4%

Value $1.823M Shares 65,000 Est. Cost $31.97 Unrealized —

TGT TARGET CORP 0.4%

Value $1.806M Shares 25,000 Est. Cost $41.65 Unrealized +32.9%

— AMERICAN EQTY INVT LIFE HLD 0.4%

Value $1.803M Shares 80,000 Est. Cost $23.63 Unrealized —

SLB SCHLUMBERGER LTD 0.4%

Value $1.787M Shares 21,286 Est. Cost $57.17 Unrealized +10.3%

— CITRIX SYS INC 0.4%

Value $1.786M Shares 20,000 Est. Cost $57.45 Unrealized —

AMAT APPLIED MATLS INC 0.4%

Value $1.775M Shares 55,000 Est. Cost $15.75 Unrealized +74.5%

EFX EQUIFAX INC 0.4%

Value $1.773M Shares 15,000 Est. Cost $62.16 Unrealized +80.6%

— PRAXAIR INC 0.3%

Value $1.758M Shares 15,000 Est. Cost $131.00 Unrealized —

— SOUTH ST CORP 0.3%

Value $1.748M Shares 20,000 Est. Cost $55.90 Unrealized —

GD GENERAL DYNAMICS CORP 0.3%

Value $1.727M Shares 10,000 Est. Cost $80.10 Unrealized +67.4%

— REYNOLDS AMERICAN INC 0.3%

Value $1.681M Shares 30,000 Est. Cost $48.84 Unrealized —

SYY SYSCO CORP 0.3%

Value $1.661M Shares 30,000 Est. Cost $26.11 Unrealized +56.9%

— LAM RESEARCH CORP 0.3%

Value $1.652M Shares 15,625 Est. Cost $54.99 Unrealized —

GOOGL ALPHABET INC 0.3%

Value $1.648M Shares 2,080 Est. Cost $36.73 Unrealized +8.0%

BC BRUNSWICK CORP 0.3%

Value $1.636M Shares 30,000 Est. Cost $36.35 Unrealized +16.0%

— CHEMICAL FINL CORP 0.3%

Value $1.625M Shares 30,000 Est. Cost $32.47 Unrealized —

PLXS PLEXUS CORP 0.3%

Value $1.621M Shares 30,000 Est. Cost $40.84 Unrealized +21.1%

GOOG ALPHABET INC 0.3%

Value $1.609M Shares 2,085 Est. Cost $35.61 Unrealized +8.6%

MCHP MICROCHIP TECHNOLOGY INC 0.3%

Value $1.604M Shares 25,000 Est. Cost $17.75 Unrealized +49.5%

YUM YUM BRANDS INC 0.3%

Value $1.583M Shares 25,000 Est. Cost $42.07 Unrealized +26.7%

AZO AUTOZONE INC 0.3%

Value $1.58M Shares 2,000 Est. Cost $518.77 Unrealized +48.4%

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value $1.571M Shares 26,884 Est. Cost $35.93 Unrealized +10.0%

TBPH THERAVANCE BIOPHARMA INC 0.3%

Value $1.571M Shares 49,284 Est. Cost $16.88 Unrealized +83.7%

NSC NORFOLK SOUTHERN CORP 0.3%

Value $1.567M Shares 14,500 Est. Cost $71.41 Unrealized +17.6%

— KNOLL INC 0.3%

Value $1.536M Shares 55,000 Est. Cost $18.18 Unrealized —

— POPEYES LA KITCHEN INC 0.3%

Value $1.512M Shares 25,000 Est. Cost $40.64 Unrealized —

INCY INCYTE CORP 0.3%

Value $1.504M Shares 15,000 Est. Cost $62.06 Unrealized +57.2%

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.489M Shares 8,407 Est. Cost $84.84 Unrealized +45.4%

— TRUSTCO BK CORP N Y 0.3%

Value $1.488M Shares 170,000 Est. Cost $7.04 Unrealized —

WSO WATSCO INC 0.3%

Value $1.481M Shares 10,000 Est. Cost $96.52 Unrealized +50.1%

KFY KORN FERRY INTL 0.3%

Value $1.472M Shares 50,000 Est. Cost $22.02 Unrealized -2.8%

IRBTQ IROBOT CORP 0.3%

Value $1.461M Shares 25,000 Est. Cost $40.05 Unrealized +30.3%

EEFT EURONET WORLDWIDE INC 0.3%

Value $1.449M Shares 20,000 Est. Cost $41.47 Unrealized +86.4%

— NAVIGANT CONSULTING INC 0.3%

Value $1.44M Shares 55,000 Est. Cost $18.65 Unrealized —

HALO HALOZYME THERAPEUTICS INC 0.3%

Value $1.433M Shares 145,000 Est. Cost $16.65 Unrealized -34.2%

OTTR OTTER TAIL CORP 0.3%

Value $1.428M Shares 35,000 Est. Cost $20.25 Unrealized +41.5%

MDT MEDTRONIC PLC 0.3%

Value $1.425M Shares 20,000 Est. Cost $58.10 Unrealized +7.3%

ZTS ZOETIS INC 0.3%

Value $1.423M Shares 26,578 Est. Cost $27.83 Unrealized +70.2%

— CHESAPEAKE LODGING TR 0.3%

Value $1.422M Shares 55,000 Est. Cost $25.73 Unrealized —

— COLONY CAP INC 0.3%

Value $1.418M Shares 70,000 Est. Cost $21.96 Unrealized —

INDB INDEPENDENT BANK CORP MASS 0.3%

Value $1.409M Shares 20,000 Est. Cost $26.89 Unrealized +75.0%

EVC ENTRAVISION COMMUNICATIONS C 0.3%

Value $1.4M Shares 200,000 Est. Cost $3.76 Unrealized +12.0%

— ANADARKO PETE CORP 0.3%

Value $1.395M Shares 20,000 Est. Cost $84.75 Unrealized —

WWD WOODWARD INC 0.3%

Value $1.381M Shares 20,000 Est. Cost $39.69 Unrealized +53.4%

— CIMPRESS N V 0.3%

Value $1.374M Shares 15,000 Est. Cost $74.87 Unrealized —

— ASPEN TECHNOLOGY INC 0.3%

Value $1.367M Shares 25,000 Est. Cost $42.36 Unrealized —

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.364M Shares 17,859 Est. Cost $73.24 Unrealized —

NPO ENPRO INDS INC 0.3%

Value $1.347M Shares 20,000 Est. Cost $70.90 Unrealized -15.2%

ROK ROCKWELL AUTOMATION INC 0.3%

Value $1.344M Shares 10,000 Est. Cost $93.82 Unrealized +14.9%

ENTG ENTEGRIS INC 0.3%

Value $1.343M Shares 75,000 Est. Cost $11.16 Unrealized +48.9%

HD HOME DEPOT INC 0.3%

Value $1.341M Shares 10,000 Est. Cost $60.23 Unrealized +71.7%

KHC KRAFT HEINZ CO 0.3%

Value $1.339M Shares 15,329 Est. Cost $47.82 Unrealized +18.1%

— CHEMTURA CORP 0.3%

Value $1.328M Shares 40,000 Est. Cost $25.30 Unrealized —

— SENIOR HSG PPTYS TR 0.3%

Value $1.325M Shares 70,000 Est. Cost $22.47 Unrealized —

HOPE HOPE BANCORP INC 0.3%

Value $1.313M Shares 60,000 Est. Cost $16.20 Unrealized +16.7%

— GENERAL ELECTRIC CO 0.3%

Value $1.303M Shares 41,228 Est. Cost $25.88 Unrealized —

FFBC FIRST FINL BANCORP OH 0.3%

Value $1.28M Shares 45,000 Est. Cost $11.01 Unrealized +58.2%

AZZ AZZ INC 0.3%

Value $1.278M Shares 20,000 Est. Cost $36.74 Unrealized +44.5%

— CABOT MICROELECTRONICS CORP 0.3%

Value $1.263M Shares 20,000 Est. Cost $44.00 Unrealized —

JBHT HUNT J B TRANS SVCS INC 0.3%

Value $1.262M Shares 13,000 Est. Cost $65.88 Unrealized +24.2%

THC TENET HEALTHCARE CORP 0.3%

Value $1.261M Shares 85,000 Est. Cost $44.12 Unrealized -59.3%

SF STIFEL FINL CORP 0.2%

Value $1.249M Shares 25,000 Est. Cost $28.20 Unrealized -5.4%

— CAVIUM INC 0.2%

Value $1.249M Shares 20,000 Est. Cost $43.75 Unrealized —

UNM UNUM GROUP 0.2%

Value $1.23M Shares 28,000 Est. Cost $34.13 Unrealized +17.2%

MET METLIFE INC 0.2%

Value $1.227M Shares 22,766 Est. Cost $31.07 Unrealized +8.5%

— KAMAN CORP 0.2%

Value $1.223M Shares 25,000 Est. Cost $40.68 Unrealized —

PAYX PAYCHEX INC 0.2%

Value $1.218M Shares 20,000 Est. Cost $29.49 Unrealized +48.9%

— STATE BK FINL CORP 0.2%

Value $1.209M Shares 45,000 Est. Cost $17.69 Unrealized —

OXM OXFORD INDS INC 0.2%

Value $1.203M Shares 20,000 Est. Cost $77.21 Unrealized -14.6%

— GLATFELTER 0.2%

Value $1.195M Shares 50,000 Est. Cost $27.22 Unrealized —

NEE NEXTERA ENERGY INC 0.2%

Value $1.195M Shares 10,000 Est. Cost $16.57 Unrealized +43.2%

CB CHUBB LIMITED 0.2%

Value $1.193M Shares 9,028 Est. Cost $96.06 Unrealized +12.8%

CVS CVS HEALTH CORP 0.2%

Value $1.184M Shares 15,000 Est. Cost $51.11 Unrealized +19.4%

KLAC KLA-TENCOR CORP 0.2%

Value $1.18M Shares 15,000 Est. Cost $41.11 Unrealized +59.9%

GLPI GAMING & LEISURE PPTYS INC 0.2%

Value $1.171M Shares 38,250 Est. Cost $34.48 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.2%

Value $1.17M Shares 10,000 Est. Cost $56.79 Unrealized +35.8%

— YAHOO INC 0.2%

Value $1.16M Shares 30,000 Est. Cost $35.90 Unrealized —

— CELGENE CORP 0.2%

Value $1.158M Shares 10,000 Est. Cost $112.75 Unrealized —

ROG ROGERS CORP 0.2%

Value $1.152M Shares 15,000 Est. Cost $60.59 Unrealized +11.8%

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.144M Shares 14,733 Est. Cost $42.66 Unrealized +23.5%

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $1.125M Shares 13,571 Est. Cost $53.66 Unrealized +27.4%

MCK MCKESSON CORP 0.2%

Value $1.124M Shares 8,000 Est. Cost $160.13 Unrealized -14.5%

GAP GAP INC DEL 0.2%

Value $1.122M Shares 50,000 Est. Cost $27.08 Unrealized -31.1%

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $1.118M Shares 35,000 Est. Cost $23.95 Unrealized +21.2%

RUSHA RUSH ENTERPRISES INC 0.2%

Value $1.117M Shares 35,000 Est. Cost $12.91 Unrealized -4.2%

WEX WEX INC 0.2%

Value $1.116M Shares 10,000 Est. Cost $91.59 Unrealized +18.1%

INVA INNOVIVA INC 0.2%

Value $1.092M Shares 102,000 Est. Cost $10.97 Unrealized -4.3%

— CARDTRONICS PLC 0.2%

Value $1.091M Shares 20,000 Est. Cost $44.60 Unrealized —

WMB WILLIAMS COS INC DEL 0.2%

Value $1.09M Shares 35,000 Est. Cost $20.92 Unrealized -11.4%

NTGR NETGEAR INC 0.2%

Value $1.087M Shares 20,000 Est. Cost $20.77 Unrealized +59.5%

CAH CARDINAL HEALTH INC 0.2%

Value $1.08M Shares 15,000 Est. Cost $50.49 Unrealized +9.5%

— NIC INC 0.2%

Value $1.076M Shares 45,000 Est. Cost $19.31 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.2%

Value $1.068M Shares 15,000 Est. Cost $62.47 Unrealized -12.0%

— VIACOM INC NEW 0.2%

Value $1.053M Shares 30,000 Est. Cost $85.00 Unrealized —

AFL AFLAC INC 0.2%

Value $1.044M Shares 15,000 Est. Cost $23.98 Unrealized +18.6%

KR KROGER CO 0.2%

Value $1.035M Shares 30,000 Est. Cost $23.04 Unrealized +17.1%

DE DEERE & CO 0.2%

Value $1.03M Shares 10,000 Est. Cost $70.10 Unrealized +16.2%

HUM HUMANA INC 0.2%

Value $1.02M Shares 5,000 Est. Cost $170.02 Unrealized +4.0%

GERN GERON CORP 0.2%

Value $1.014M Shares 490,000 Est. Cost $3.75 Unrealized -43.7%

SCSC SCANSOURCE INC 0.2%

Value $1.009M Shares 25,000 Est. Cost $39.39 Unrealized -5.5%

MPC MARATHON PETE CORP 0.2%

Value $1.007M Shares 20,000 Est. Cost $33.67 Unrealized +1.7%

— BRIGGS & STRATTON CORP 0.2%

Value $1.002M Shares 45,000 Est. Cost $22.24 Unrealized —

CAG CONAGRA BRANDS INC 0.2%

Value $989K Shares 25,000 Est. Cost $16.04 Unrealized +67.4%

SCHW SCHWAB CHARLES CORP NEW 0.2%

Value $987K Shares 25,000 Est. Cost $22.70 Unrealized +40.0%

PYPL PAYPAL HLDGS INC 0.2%

Value $987K Shares 25,000 Est. Cost $35.85 Unrealized +11.8%

KMX CARMAX INC 0.2%

Value $966K Shares 15,000 Est. Cost $46.71 Unrealized +20.1%

CDNS CADENCE DESIGN SYSTEM INC 0.2%

Value $965K Shares 38,250 Est. Cost $14.83 Unrealized +73.4%

EQR EQUITY RESIDENTIAL 0.2%

Value $965K Shares 15,000 Est. Cost $31.71 Unrealized +38.9%

— AEGION CORP 0.2%

Value $948K Shares 40,000 Est. Cost $25.30 Unrealized —

— FORWARD AIR CORP 0.2%

Value $948K Shares 20,000 Est. Cost $46.10 Unrealized —

— CONSOLIDATED COMM HLDGS INC 0.2%

Value $940K Shares 35,000 Est. Cost $20.00 Unrealized —

AEP AMERICAN ELEC PWR INC 0.2%

Value $929K Shares 14,760 Est. Cost $31.83 Unrealized +40.4%

BDX BECTON DICKINSON & CO 0.2%

Value $924K Shares 5,582 Est. Cost $94.25 Unrealized +53.5%

PPG PPG INDS INC 0.2%

Value $919K Shares 9,700 Est. Cost $85.80 Unrealized -6.0%

CAR AVIS BUDGET GROUP 0.2%

Value $917K Shares 25,000 Est. Cost $40.83 Unrealized -15.7%

HTGC HERCULES CAPITAL INC 0.2%

Value $917K Shares 65,000 Est. Cost $15.67 Unrealized -13.1%

— SPECTRA ENERGY CORP 0.2%

Value $908K Shares 22,100 Est. Cost $36.92 Unrealized —

BALL BALL CORP 0.2%

Value $901K Shares 12,000 Est. Cost $23.53 Unrealized +48.9%

NTRS NORTHERN TR CORP 0.2%

Value $891K Shares 10,000 Est. Cost $45.55 Unrealized +35.5%

CMG CHIPOTLE MEXICAN GRILL INC 0.2%

Value $889K Shares 2,356 Est. Cost $11.02 Unrealized -28.4%

HUBG HUB GROUP INC 0.2%

Value $875K Shares 20,000 Est. Cost $20.24 Unrealized +2.0%

WU WESTERN UN CO 0.2%

Value $869K Shares 40,000 Est. Cost $16.35 Unrealized —

BSX BOSTON SCIENTIFIC CORP 0.2%

Value $865K Shares 40,000 Est. Cost $13.13 Unrealized +66.2%

— MEAD JOHNSON NUTRITION CO 0.2%

Value $865K Shares 12,219 Est. Cost $83.15 Unrealized —

— ALEXION PHARMACEUTICALS INC 0.2%

Value $856K Shares 7,000 Est. Cost $116.71 Unrealized —

RSG REPUBLIC SVCS INC 0.2%

Value $856K Shares 15,000 Est. Cost $26.51 Unrealized +74.2%

DAN DANA INCORPORATED 0.2%

Value $854K Shares 45,000 Est. Cost $16.52 Unrealized -16.3%

CRUS CIRRUS LOGIC INC 0.2%

Value $848K Shares 15,000 Est. Cost $19.04 Unrealized +190.8%

— RIGEL PHARMACEUTICALS INC 0.2%

Value $845K Shares 355,000 Est. Cost $2.81 Unrealized —

SO SOUTHERN CO 0.2%

Value $836K Shares 17,000 Est. Cost $25.27 Unrealized +32.8%

— SEMGROUP CORP 0.2%

Value $835K Shares 20,000 Est. Cost $65.70 Unrealized —

TRN TRINITY INDS INC 0.2%

Value $833K Shares 30,000 Est. Cost $18.24 Unrealized -25.3%

HAL HALLIBURTON CO 0.2%

Value $826K Shares 15,267 Est. Cost $42.79 Unrealized -2.5%

CLDT CHATHAM LODGING TR 0.2%

Value $822K Shares 40,000 Est. Cost $20.23 Unrealized —

KOP KOPPERS HOLDINGS INC 0.2%

Value $806K Shares 20,000 Est. Cost $38.65 Unrealized -7.9%

FLR FLUOR CORP NEW 0.2%

Value $788K Shares 15,000 Est. Cost $69.22 Unrealized -30.6%

DVN DEVON ENERGY CORP NEW 0.2%

Value $776K Shares 17,000 Est. Cost $41.69 Unrealized -25.3%

CVLT COMMVAULT SYSTEMS INC 0.2%

Value $771K Shares 15,000 Est. Cost $69.18 Unrealized -22.5%

— ENLINK MIDSTREAM LLC 0.2%

Value $762K Shares 40,000 Est. Cost $33.95 Unrealized —

COF CAPITAL ONE FINL CORP 0.2%

Value $762K Shares 8,733 Est. Cost $59.33 Unrealized +15.9%

HURN HURON CONSULTING GROUP INC 0.2%

Value $760K Shares 15,000 Est. Cost $65.04 Unrealized -18.0%

ASH ASHLAND GLOBAL HLDGS INC 0.1%

Value $750K Shares 6,860 Est. Cost $49.37 Unrealized -4.0%

— ORITANI FINL CORP DEL 0.1%

Value $750K Shares 40,000 Est. Cost $15.80 Unrealized —

NPKI NEWPARK RES INC 0.1%

Value $750K Shares 100,000 Est. Cost $11.44 Unrealized -36.5%

LUV SOUTHWEST AIRLS CO 0.1%

Value $748K Shares 15,000 Est. Cost $19.19 Unrealized +109.3%

— ROCKWELL COLLINS INC 0.1%

Value $742K Shares 8,000 Est. Cost $79.63 Unrealized —

EBAY EBAY INC 0.1%

Value $742K Shares 25,000 Est. Cost $20.67 Unrealized +27.2%

F FORD MTR CO DEL 0.1%

Value $728K Shares 60,000 Est. Cost $8.37 Unrealized -10.7%

— INFINERA CORPORATION 0.1%

Value $722K Shares 85,000 Est. Cost $9.08 Unrealized —

— CUBIC CORP 0.1%

Value $719K Shares 15,000 Est. Cost $51.07 Unrealized —

APD AIR PRODS & CHEMS INC 0.1%

Value $719K Shares 5,000 Est. Cost $79.28 Unrealized +40.8%

— SYMANTEC CORP 0.1%

Value $717K Shares 30,000 Est. Cost $19.97 Unrealized —

SYF SYNCHRONY FINL 0.1%

Value $715K Shares 19,719 Est. Cost $25.00 Unrealized +2.7%

— FMC TECHNOLOGIES INC 0.1%

Value $711K Shares 20,000 Est. Cost $52.30 Unrealized —

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value $706K Shares 5,000 Est. Cost $114.47 Unrealized +25.6%

AVY AVERY DENNISON CORP 0.1%

Value $702K Shares 10,000 Est. Cost $39.54 Unrealized +55.8%

PH PARKER HANNIFIN CORP 0.1%

Value $700K Shares 5,000 Est. Cost $98.49 Unrealized +17.4%

BWXT BWX TECHNOLOGIES INC 0.1%

Value $695K Shares 17,500 Est. Cost $22.66 Unrealized +54.0%

HPE HEWLETT PACKARD ENTERPRISE C 0.1%

Value $694K Shares 30,000 Est. Cost $6.50 Unrealized +57.5%

Value $686K Shares 18,879 Est. Cost $30.01 Unrealized +6.4%

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $685K Shares 15,000 Est. Cost $29.33 Unrealized +15.1%

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $677K Shares 6,666 Est. Cost $41.68 Unrealized +51.4%

XEL XCEL ENERGY INC 0.1%

Value $661K Shares 16,243 Est. Cost $19.89 Unrealized +51.5%

MU MICRON TECHNOLOGY INC 0.1%

Value $658K Shares 30,000 Est. Cost $23.18 Unrealized -20.9%

YUMC YUM CHINA HLDGS INC 0.1%

Value $653K Shares 25,000 Est. Cost $26.68 Unrealized 0.0%

— PINNACLE ENTMT INC NEW 0.1%

Value $653K Shares 45,000 Est. Cost $11.09 Unrealized —

KSS KOHLS CORP 0.1%

Value $642K Shares 13,000 Est. Cost $53.60 Unrealized -7.7%

SNPS SYNOPSYS INC 0.1%

Value $632K Shares 10,742 Est. Cost $40.13 Unrealized +48.3%

NTCT NETSCOUT SYS INC 0.1%

Value $629K Shares 19,977 Est. Cost $37.86 Unrealized -19.0%

KIM KIMCO RLTY CORP 0.1%

Value $629K Shares 25,000 Est. Cost $12.11 Unrealized +37.4%

KMT KENNAMETAL INC 0.1%

Value $625K Shares 20,000 Est. Cost $33.32 Unrealized -26.4%

— TENNECO INC 0.1%

Value $625K Shares 10,000 Est. Cost $58.10 Unrealized —

— HESS CORP 0.1%

Value $623K Shares 10,000 Est. Cost $82.90 Unrealized —

GCO GENESCO INC 0.1%

Value $621K Shares 10,000 Est. Cost $72.64 Unrealized -16.0%

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $614K Shares 3,333 Est. Cost $78.33 Unrealized +81.2%

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $612K Shares 40,000 Est. Cost $11.24 Unrealized +12.3%

— ADURO BIOTECH INC 0.1%

Value $608K Shares 53,300 Est. Cost $19.36 Unrealized —

EMN EASTMAN CHEM CO 0.1%

Value $602K Shares 8,000 Est. Cost $56.96 Unrealized -6.4%

— DRIL-QUIP INC 0.1%

Value $601K Shares 10,000 Est. Cost $112.10 Unrealized —

HL HECLA MNG CO 0.1%

Value $576K Shares 110,000 Est. Cost $3.11 Unrealized +80.6%

— FINISH LINE INC 0.1%

Value $564K Shares 30,000 Est. Cost $27.10 Unrealized —

— MYLAN N V 0.1%

Value $563K Shares 14,750 Est. Cost $59.32 Unrealized —

MUR MURPHY OIL CORP 0.1%

Value $560K Shares 18,000 Est. Cost $38.91 Unrealized -44.1%

MOH MOLINA HEALTHCARE INC 0.1%

Value $543K Shares 10,000 Est. Cost $36.85 Unrealized +48.4%

— FARO TECHNOLOGIES INC 0.1%

Value $540K Shares 15,000 Est. Cost $53.00 Unrealized —

— ONCOMED PHARMACEUTICALS INC 0.1%

Value $540K Shares 70,000 Est. Cost $22.54 Unrealized —

— ARRAY BIOPHARMA INC 0.1%

Value $527K Shares 60,000 Est. Cost $4.70 Unrealized —

MTH MERITAGE HOMES CORP 0.1%

Value $522K Shares 15,000 Est. Cost $22.78 Unrealized -24.0%

PNNT PENNANTPARK INVT CORP 0.1%

Value $511K Shares 66,710 Est. Cost $2.62 Unrealized -2.2%

— EARTHLINK HLDGS CORP 0.1%

Value $508K Shares 90,000 Est. Cost $3.61 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value $503K Shares 4,000 Est. Cost $66.97 Unrealized +26.1%

MYE MYERS INDS INC 0.1%

Value $501K Shares 35,000 Est. Cost $13.73 Unrealized -25.8%

— CENTURYLINK INC 0.1%

Value $489K Shares 20,550 Est. Cost $32.85 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $477K Shares 10,000 Est. Cost $27.12 Unrealized +38.7%

C CITIGROUP INC 0.1%

Value $475K Shares 8,000 Est. Cost $37.07 Unrealized +9.6%

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $472K Shares 6,318 Est. Cost $26.27 Unrealized +141.4%

— VERINT SYS INC 0.1%

Value $458K Shares 12,981 Est. Cost $46.91 Unrealized —

— ORBITAL ATK INC 0.1%

Value $457K Shares 5,209 Est. Cost $76.60 Unrealized —

— PICO HLDGS INC 0.1%

Value $455K Shares 30,000 Est. Cost $26.00 Unrealized —

— TIVO CORP 0.1%

Value $455K Shares 21,758 Est. Cost $19.49 Unrealized —

DAR DARLING INGREDIENTS INC 0.1%

Value $452K Shares 35,000 Est. Cost $20.04 Unrealized -32.4%

HPQ HP INC 0.1%

Value $445K Shares 30,000 Est. Cost $9.12 Unrealized +23.0%

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $439K Shares 10,000 Est. Cost $22.69 Unrealized +34.2%

EXPE EXPEDIA INC DEL 0.1%

Value $439K Shares 3,875 Est. Cost $67.77 Unrealized +72.3%

— HAYNES INTERNATIONAL INC 0.1%

Value $430K Shares 10,000 Est. Cost $54.00 Unrealized —

— JUNIPER NETWORKS INC 0.1%

Value $424K Shares 15,000 Est. Cost $25.73 Unrealized —

KEYS KEYSIGHT TECHNOLOGIES INC 0.1%

Value $422K Shares 11,542 Est. Cost $32.07 Unrealized +7.4%

— GREENHILL & CO INC 0.1%

Value $416K Shares 15,000 Est. Cost $52.00 Unrealized —

HRB BLOCK H & R INC 0.1%

Value $414K Shares 18,000 Est. Cost $19.54 Unrealized -17.7%

— ST JUDE MED INC 0.1%

Value $401K Shares 5,000 Est. Cost $79.80 Unrealized —

COR AMERISOURCEBERGEN CORP 0.1%

Value $391K Shares 4,996 Est. Cost $49.28 Unrealized +19.2%

ABT ABBOTT LABS 0.1%

Value $384K Shares 10,000 Est. Cost $30.73 Unrealized +9.5%

— XEROX CORP 0.1%

Value $384K Shares 44,000 Est. Cost $11.30 Unrealized —

— INGERSOLL-RAND PLC 0.1%

Value $375K Shares 5,000 Est. Cost $57.20 Unrealized —

DOV DOVER CORP 0.1%

Value $375K Shares 5,000 Est. Cost $50.30 Unrealized -1.1%

— NEKTAR THERAPEUTICS 0.1%

Value $368K Shares 30,000 Est. Cost $12.13 Unrealized —

EXC EXELON CORP 0.1%

Value $362K Shares 10,200 Est. Cost $13.80 Unrealized +24.9%

GTLS CHART INDS INC 0.1%

Value $360K Shares 10,000 Est. Cost $86.10 Unrealized -60.4%

AIG AMERICAN INTL GROUP INC 0.1%

Value $359K Shares 5,500 Est. Cost $37.86 Unrealized +31.5%

M MACYS INC 0.1%

Value $358K Shares 10,000 Est. Cost $55.60 Unrealized -30.0%

KMI KINDER MORGAN INC DEL 0.1%

Value $358K Shares 17,265 Est. Cost $18.43 Unrealized -28.9%

— FTD COS INC 0.1%

Value $358K Shares 15,000 Est. Cost $31.80 Unrealized —

RGA REINSURANCE GROUP AMER INC 0.1%

Value $356K Shares 2,829 Est. Cost $75.92 Unrealized +54.4%

— CELLDEX THERAPEUTICS INC NEW 0.1%

Value $354K Shares 100,000 Est. Cost $17.67 Unrealized —

— AMAG PHARMACEUTICALS INC 0.1%

Value $348K Shares 10,000 Est. Cost $19.35 Unrealized —

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $347K Shares 7,439 Est. Cost $36.77 Unrealized +14.3%

XRAY DENTSPLY SIRONA INC 0.1%

Value $346K Shares 6,000 Est. Cost $58.93 Unrealized +0.2%

— MARATHON OIL CORP 0.1%

Value $346K Shares 20,000 Est. Cost $35.50 Unrealized —

— NABORS INDUSTRIES LTD 0.1%

Value $328K Shares 20,000 Est. Cost $24.65 Unrealized —

LW LAMB WESTON HLDGS INC 0.1%

Value $315K Shares 8,333 Est. Cost $29.75 Unrealized 0.0%

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $309K Shares 10,000 Est. Cost $25.47 Unrealized +21.5%

— DELL TECHNOLOGIES INC 0.1%

Value $308K Shares 5,600 Est. Cost $47.85 Unrealized —

— FIBROGEN INC 0.1%

Value $307K Shares 14,352 Est. Cost $21.95 Unrealized —

— OASIS PETE INC NEW 0.1%

Value $303K Shares 20,000 Est. Cost $41.75 Unrealized —

MCY MERCURY GENL CORP NEW 0.1%

Value $301K Shares 5,000 Est. Cost $45.68 Unrealized +24.4%

CVCO CAVCO INDS INC DEL 0.1%

Value $300K Shares 3,000 Est. Cost $76.06 Unrealized +26.5%

PLD PROLOGIS INC 0.1%

Value $288K Shares 5,464 Est. Cost $27.64 Unrealized +42.0%

PBYI PUMA BIOTECHNOLOGY INC 0.1%

Value $282K Shares 9,167 Est. Cost $94.57 Unrealized -54.3%

— ASTORIA FINL CORP 0.1%

Value $280K Shares 15,000 Est. Cost $13.80 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.1%

Value $280K Shares 50,000 Est. Cost $35.59 Unrealized -80.5%

EMR EMERSON ELEC CO 0.1%

Value $279K Shares 5,000 Est. Cost $47.79 Unrealized -10.3%

MUSA MURPHY USA INC 0.1%

Value $277K Shares 4,500 Est. Cost $45.04 Unrealized +45.2%

NRG NRG ENERGY INC 0.1%

Value $276K Shares 22,496 Est. Cost $22.10 Unrealized -57.2%

— STAPLES INC 0.1%

Value $275K Shares 30,348 Est. Cost $11.34 Unrealized —

— LEGG MASON INC 0.1%

Value $269K Shares 9,000 Est. Cost $49.00 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.1%

Value $269K Shares 21,572 Est. Cost $10.62 Unrealized —

MAN MANPOWERGROUP INC 0.1%

Value $267K Shares 3,000 Est. Cost $68.93 Unrealized +19.6%

HLX HELIX ENERGY SOLUTIONS GRP I 0.1%

Value $265K Shares 30,000 Est. Cost $22.27 Unrealized -56.7%

— UNITED STATES STL CORP NEW 0.1%

Value $264K Shares 8,000 Est. Cost $33.00 Unrealized —

— INTRA CELLULAR THERAPIES INC 0.1%

Value $264K Shares 17,500 Est. Cost $40.06 Unrealized —

— AXOVANT SCIENCES LTD 0.1%

Value $261K Shares 21,000 Est. Cost $12.92 Unrealized —

— MCDERMOTT INTL INC 0.1%

Value $259K Shares 35,000 Est. Cost $7.83 Unrealized —

— KANSAS CITY SOUTHERN 0.1%

Value $255K Shares 3,000 Est. Cost $102.00 Unrealized —

— IAC INTERACTIVECORP 0.0%

Value $251K Shares 3,875 Est. Cost $56.26 Unrealized —

VTR VENTAS INC 0.0%

Value $246K Shares 3,933 Est. Cost $41.21 Unrealized +3.3%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $244K Shares 15,087 Est. Cost $11.21 Unrealized +11.5%

— WPX ENERGY INC 0.0%

Value $243K Shares 16,666 Est. Cost $18.00 Unrealized —

— ARQULE INC 0.0%

Value $239K Shares 190,000 Est. Cost $2.05 Unrealized —

— ADTRAN INC 0.0%

Value $224K Shares 10,000 Est. Cost $24.40 Unrealized —

LNN LINDSAY CORP 0.0%

Value $224K Shares 3,000 Est. Cost $72.98 Unrealized -2.7%

NI NISOURCE INC 0.0%

Value $221K Shares 10,000 Est. Cost $9.34 Unrealized +77.7%

— PIER 1 IMPORTS INC 0.0%

Value $214K Shares 25,000 Est. Cost $18.88 Unrealized —

— INTERPUBLIC GROUP COS INC 0.0%

Value $211K Shares 9,000 Est. Cost $15.38 Unrealized +5.5%

CROX CROCS INC 0.0%

Value $206K Shares 30,000 Est. Cost $15.31 Unrealized -49.3%

NVRI HARSCO CORP 0.0%

Value $204K Shares 15,000 Est. Cost $24.55 Unrealized -51.1%

— SCHULMAN A INC 0.0%

Value $201K Shares 6,000 Est. Cost $33.50 Unrealized —

— DISCOVERY COMMUNICATNS NEW 0.0%

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

— QUALITY SYS INC 0.0%

Value $197K Shares 15,000 Est. Cost $16.87 Unrealized —

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $193K Shares 17,000 Est. Cost $3.82 Unrealized +119.7%

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $191K Shares 12,000 Est. Cost $10.36 Unrealized +22.8%

NWSA NEWS CORP NEW 0.0%

Value $186K Shares 16,250 Est. Cost $15.19 Unrealized -26.7%

PHM PULTE GROUP INC 0.0%

Value $184K Shares 10,000 Est. Cost $17.01 Unrealized +0.4%

— ACHILLION PHARMACEUTICALS IN 0.0%

Value $165K Shares 40,000 Est. Cost $6.90 Unrealized —

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $160K Shares 10,000 Est. Cost $7.90 Unrealized —

FSS FEDERAL SIGNAL CORP 0.0%

Value $156K Shares 10,000 Est. Cost $11.92 Unrealized +10.7%

XENE XENON PHARMACEUTICALS INC 0.0%

Value $154K Shares 20,000 Est. Cost $13.82 Unrealized -41.9%

— CHICOS FAS INC 0.0%

Value $144K Shares 10,000 Est. Cost $16.00 Unrealized —

— OCWEN FINL CORP 0.0%

Value $140K Shares 26,000 Est. Cost $39.19 Unrealized —

— SPRINT CORP 0.0%

Value $126K Shares 15,000 Est. Cost $9.20 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $114K Shares 40,000 Est. Cost $10.39 Unrealized -63.7%

— AK STL HLDG CORP 0.0%

Value $102K Shares 10,000 Est. Cost $7.20 Unrealized —

— WEATHERFORD INTL PLC 0.0%

Value $100K Shares 20,000 Est. Cost $20.80 Unrealized —

— QUORUM HEALTH CORP 0.0%

Value $91,000 Shares 12,500 Est. Cost $10.72 Unrealized —

— AVON PRODS INC 0.0%

Value $76,000 Shares 15,000 Est. Cost $14.67 Unrealized —

FOLD AMICUS THERAPEUTICS INC 0.0%

Value $75,000 Shares 15,000 Est. Cost $2.50 Unrealized +176.8%

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.0%

Value $64,000 Shares 16,000 Est. Cost $18.31 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $53,000 Shares 15,602 Est. Cost $5.70 Unrealized —

— ADAMIS PHARMACEUTICALS CORP 0.0%

Value $39,000 Shares 12,224 Est. Cost $2.78 Unrealized —

— TOKAI PHARMACEUTICALS INC 0.0%

Value $34,000 Shares 35,000 Est. Cost $10.34 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	172,500	$19.98M	4.0%	$18.36	+42.1%	COM	037833100
JPM	JPMORGAN CHASE & CO	135,000	$11.65M	2.3%	$42.08	+42.3%	COM	46625H100
MSFT	MICROSOFT CORP	170,000	$10.56M	2.1%	$31.26	+72.5%	COM	594918104
XOM	EXXON MOBIL CORP	70,000	$6.318M	1.3%	$58.08	+0.2%	COM	30231G102
AMZN	AMAZON COM INC	8,000	$5.999M	1.2%	$18.56	+111.2%	COM	023135106
PG	PROCTER AND GAMBLE CO	70,000	$5.886M	1.2%	$56.51	+18.1%	COM	742718109
JNJ	JOHNSON & JOHNSON	50,000	$5.761M	1.1%	$66.63	+34.6%	COM	478160104
WFC	WELLS FARGO & CO NEW	100,000	$5.511M	1.1%	$33.41	+16.8%	COM	949746101
MRK	MERCK & CO INC	93,252	$5.49M	1.1%	$35.76	+23.3%	COM	58933Y105
PM	PHILIP MORRIS INTL INC	60,000	$5.489M	1.1%	$44.74	+30.2%	COM	718172109
DIS	DISNEY WALT CO	50,000	$5.211M	1.0%	$69.69	+30.2%	COM DISNEY	254687106
CMCSA	COMCAST CORP NEW	75,000	$5.179M	1.0%	$22.24	+20.6%	CL A	20030N101
CSCO	CISCO SYS INC	150,000	$4.533M	0.9%	$15.30	+50.7%	COM	17275R102
MO	ALTRIA GROUP INC	65,000	$4.395M	0.9%	$17.12	+98.4%	COM	02209S103
CVX	CHEVRON CORP NEW	35,000	$4.12M	0.8%	$70.36	+4.9%	COM	166764100
USB	US BANCORP DEL	80,000	$4.11M	0.8%	$27.34	+23.5%	COM NEW	902973304
INTC	INTEL CORP	110,000	$3.99M	0.8%	$18.67	+56.1%	COM	458140100
BK	BANK NEW YORK MELLON CORP	80,038	$3.792M	0.8%	$24.75	+43.4%	COM	064058100
PFE	PFIZER INC	115,956	$3.766M	0.7%	$18.20	+12.6%	COM	717081103
AXP	AMERICAN EXPRESS CO	50,000	$3.704M	0.7%	$75.50	-19.2%	COM	025816109
GS	GOLDMAN SACHS GROUP INC	15,000	$3.592M	0.7%	$133.70	+25.5%	COM	38141G104
LOW	LOWES COS INC	50,000	$3.556M	0.7%	$39.01	+53.3%	COM	548661107
—	TIME WARNER INC	36,666	$3.539M	0.7%	$65.32	—	COM NEW	887317303
UNP	UNION PAC CORP	34,000	$3.525M	0.7%	$71.52	+12.3%	COM	907818108
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.47M	0.7%	$25.87	+19.8%	COM	92343V104
IONS	IONIS PHARMACEUTICALS INC	70,000	$3.348M	0.7%	$53.96	-26.7%	COM	462222100
ALKS	ALKERMES PLC	60,000	$3.335M	0.7%	$47.58	+12.4%	SHS	G01767105
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$3.32M	0.7%	$109.22	-5.7%	COM	459200101
COST	COSTCO WHSL CORP NEW	20,000	$3.202M	0.6%	$91.29	+42.2%	COM	22160K105
AMT	AMERICAN TOWER CORP NEW	30,000	$3.17M	0.6%	$61.59	+40.2%	COM	03027X100
ORCL	ORACLE CORP	80,000	$3.076M	0.6%	$31.98	+6.7%	COM	68389X105
MCD	MCDONALDS CORP	25,093	$3.054M	0.6%	$70.27	+34.2%	COM	580135101
—	CORE MARK HOLDING CO INC	70,000	$3.015M	0.6%	$52.99	—	COM	218681104
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$2.945M	0.6%	$12.23	—	COM	458118106
—	ACTIVISION BLIZZARD INC	80,000	$2.889M	0.6%	$20.44	—	COM	00507V109
GILD	GILEAD SCIENCES INC	40,000	$2.864M	0.6%	$54.49	-2.4%	COM	375558103
—	RAYTHEON CO	20,000	$2.84M	0.6%	$98.80	—	COM NEW	755111507
WMT	WAL-MART STORES INC	40,000	$2.765M	0.5%	$19.90	+0.1%	COM	931142103
TRV	TRAVELERS COMPANIES INC	22,443	$2.747M	0.5%	$64.62	+44.6%	COM	89417E109
—	UNITED TECHNOLOGIES CORP	25,000	$2.741M	0.5%	$116.84	—	COM	913017109
AWR	AMERICAN STS WTR CO	60,000	$2.734M	0.5%	$23.08	+51.9%	COM	029899101
KO	COCA COLA CO	65,000	$2.695M	0.5%	$26.56	+17.5%	COM	191216100
CL	COLGATE PALMOLIVE CO	40,000	$2.618M	0.5%	$47.90	+15.6%	COM	194162103
PRU	PRUDENTIAL FINL INC	25,000	$2.602M	0.5%	$52.24	+19.8%	COM	744320102
—	BAKER HUGHES INC	40,000	$2.599M	0.5%	$64.11	—	COM	057224107
LLY	LILLY ELI & CO	35,000	$2.574M	0.5%	$44.54	+44.2%	COM	532457108
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$2.545M	0.5%	$44.55	+70.9%	COM	955306105
ALL	ALLSTATE CORP	33,810	$2.506M	0.5%	$41.54	+38.3%	COM	020002101
ABBV	ABBVIE INC	40,000	$2.505M	0.5%	$39.76	+5.1%	COM	00287Y109
—	AETNA INC NEW	20,012	$2.482M	0.5%	$81.84	—	COM	00817Y108
ITW	ILLINOIS TOOL WKS INC	20,000	$2.449M	0.5%	$61.28	+58.6%	COM	452308109
PEP	PEPSICO INC	23,251	$2.433M	0.5%	$56.86	+39.6%	COM	713448108
—	EMPIRE DIST ELEC CO	70,000	$2.386M	0.5%	$24.31	—	COM	291641108
SJM	SMUCKER J M CO	18,405	$2.357M	0.5%	$68.74	+42.0%	COM NEW	832696405
NOC	NORTHROP GRUMMAN CORP	10,000	$2.326M	0.5%	$97.12	+106.6%	COM	666807102
HON	HONEYWELL INTL INC	20,000	$2.317M	0.5%	$64.71	+30.1%	COM	438516106
—	DOW CHEM CO	40,165	$2.298M	0.5%	$48.60	—	COM	260543103
—	DISCOVER FINL SVCS	31,350	$2.26M	0.4%	$58.18	—	COM	254709108
COP	CONOCOPHILLIPS	45,000	$2.256M	0.4%	$45.41	-23.4%	COM	20825C104
EPR	EPR PPTYS	30,000	$2.153M	0.4%	$53.40	—	COM SH BEN INT	26884U109
—	MONSANTO CO NEW	20,000	$2.104M	0.4%	$113.75	—	COM	61166W101
BAC	BANK AMER CORP	95,082	$2.101M	0.4%	$13.25	+18.3%	COM	060505104
PTC	PTC INC	45,000	$2.082M	0.4%	$36.75	+27.2%	COM	69370C100
MDLZ	MONDELEZ INTL INC	45,987	$2.039M	0.4%	$26.35	+31.8%	CL A	609207105
—	CORESITE RLTY CORP	25,000	$1.984M	0.4%	$31.00	—	COM	21870Q105
SEIC	SEI INVESTMENTS CO	40,000	$1.974M	0.4%	$29.39	+41.4%	COM	784117103
TROW	PRICE T ROWE GROUP INC	26,000	$1.957M	0.4%	$52.57	-3.7%	COM	74144T108
QCOM	QUALCOMM INC	30,000	$1.956M	0.4%	$54.02	-3.3%	COM	747525103
PSX	PHILLIPS 66	22,500	$1.944M	0.4%	$49.82	+17.7%	COM	718546104
HEI	HEICO CORP NEW	25,000	$1.929M	0.4%	$29.73	+26.3%	COM	422806109
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.926M	0.4%	$28.89	+35.0%	COM	440327104
MATW	MATTHEWS INTL CORP	25,000	$1.921M	0.4%	$31.38	+67.9%	CL A	577128101
T	AT&T INC	45,000	$1.914M	0.4%	$10.85	+42.4%	COM	00206R102
—	PRIVATEBANCORP INC	35,000	$1.897M	0.4%	$30.51	—	COM	742962103
SWK	STANLEY BLACK & DECKER INC	16,375	$1.878M	0.4%	$59.39	+57.6%	COM	854502101
—	DU PONT E I DE NEMOURS & CO	25,000	$1.835M	0.4%	$67.12	—	COM	263534109
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.825M	0.4%	$38.81	+48.6%	COM	571748102
—	TWENTY FIRST CENTY FOX INC	65,000	$1.823M	0.4%	$31.97	—	CL A	90130A101
TGT	TARGET CORP	25,000	$1.806M	0.4%	$41.65	+32.9%	COM	87612E106
—	AMERICAN EQTY INVT LIFE HLD	80,000	$1.803M	0.4%	$23.63	—	COM	025676206
SLB	SCHLUMBERGER LTD	21,286	$1.787M	0.4%	$57.17	+10.3%	COM	806857108
—	CITRIX SYS INC	20,000	$1.786M	0.4%	$57.45	—	COM	177376100
AMAT	APPLIED MATLS INC	55,000	$1.775M	0.4%	$15.75	+74.5%	COM	038222105
EFX	EQUIFAX INC	15,000	$1.773M	0.4%	$62.16	+80.6%	COM	294429105
—	PRAXAIR INC	15,000	$1.758M	0.3%	$131.00	—	COM	74005P104
—	SOUTH ST CORP	20,000	$1.748M	0.3%	$55.90	—	COM	840441109
GD	GENERAL DYNAMICS CORP	10,000	$1.727M	0.3%	$80.10	+67.4%	COM	369550108
—	REYNOLDS AMERICAN INC	30,000	$1.681M	0.3%	$48.84	—	COM	761713106
SYY	SYSCO CORP	30,000	$1.661M	0.3%	$26.11	+56.9%	COM	871829107
—	LAM RESEARCH CORP	15,625	$1.652M	0.3%	$54.99	—	COM	512807108
GOOGL	ALPHABET INC	2,080	$1.648M	0.3%	$36.73	+8.0%	CAP STK CL A	02079K305
BC	BRUNSWICK CORP	30,000	$1.636M	0.3%	$36.35	+16.0%	COM	117043109
—	CHEMICAL FINL CORP	30,000	$1.625M	0.3%	$32.47	—	COM	163731102
PLXS	PLEXUS CORP	30,000	$1.621M	0.3%	$40.84	+21.1%	COM	729132100
GOOG	ALPHABET INC	2,085	$1.609M	0.3%	$35.61	+8.6%	CAP STK CL C	02079K107
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.604M	0.3%	$17.75	+49.5%	COM	595017104
YUM	YUM BRANDS INC	25,000	$1.583M	0.3%	$42.07	+26.7%	COM	988498101
AZO	AUTOZONE INC	2,000	$1.58M	0.3%	$518.77	+48.4%	COM	053332102
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.571M	0.3%	$35.93	+10.0%	COM	110122108
TBPH	THERAVANCE BIOPHARMA INC	49,284	$1.571M	0.3%	$16.88	+83.7%	COM	G8807B106
NSC	NORFOLK SOUTHERN CORP	14,500	$1.567M	0.3%	$71.41	+17.6%	COM	655844108
—	KNOLL INC	55,000	$1.536M	0.3%	$18.18	—	COM NEW	498904200
—	POPEYES LA KITCHEN INC	25,000	$1.512M	0.3%	$40.64	—	COM	732872106
INCY	INCYTE CORP	15,000	$1.504M	0.3%	$62.06	+57.2%	COM	45337C102
AVB	AVALONBAY CMNTYS INC	8,407	$1.489M	0.3%	$84.84	+45.4%	COM	053484101
—	TRUSTCO BK CORP N Y	170,000	$1.488M	0.3%	$7.04	—	COM	898349105
WSO	WATSCO INC	10,000	$1.481M	0.3%	$96.52	+50.1%	COM	942622200
KFY	KORN FERRY INTL	50,000	$1.472M	0.3%	$22.02	-2.8%	COM NEW	500643200
IRBTQ	IROBOT CORP	25,000	$1.461M	0.3%	$40.05	+30.3%	COM	462726100
EEFT	EURONET WORLDWIDE INC	20,000	$1.449M	0.3%	$41.47	+86.4%	COM	298736109
—	NAVIGANT CONSULTING INC	55,000	$1.44M	0.3%	$18.65	—	COM	63935N107
HALO	HALOZYME THERAPEUTICS INC	145,000	$1.433M	0.3%	$16.65	-34.2%	COM	40637H109
OTTR	OTTER TAIL CORP	35,000	$1.428M	0.3%	$20.25	+41.5%	COM	689648103
MDT	MEDTRONIC PLC	20,000	$1.425M	0.3%	$58.10	+7.3%	SHS	G5960L103
ZTS	ZOETIS INC	26,578	$1.423M	0.3%	$27.83	+70.2%	CL A	98978V103
—	CHESAPEAKE LODGING TR	55,000	$1.422M	0.3%	$25.73	—	SH BEN INT	165240102
—	COLONY CAP INC	70,000	$1.418M	0.3%	$21.96	—	CL A	19624R106
INDB	INDEPENDENT BANK CORP MASS	20,000	$1.409M	0.3%	$26.89	+75.0%	COM	453836108
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.4M	0.3%	$3.76	+12.0%	CL A	29382R107
—	ANADARKO PETE CORP	20,000	$1.395M	0.3%	$84.75	—	COM	032511107
WWD	WOODWARD INC	20,000	$1.381M	0.3%	$39.69	+53.4%	COM	980745103
—	CIMPRESS N V	15,000	$1.374M	0.3%	$74.87	—	SHS EURO	N20146101
—	ASPEN TECHNOLOGY INC	25,000	$1.367M	0.3%	$42.36	—	COM	045327103
—	WYNDHAM WORLDWIDE CORP	17,859	$1.364M	0.3%	$73.24	—	COM	98310W108
NPO	ENPRO INDS INC	20,000	$1.347M	0.3%	$70.90	-15.2%	COM	29355X107
ROK	ROCKWELL AUTOMATION INC	10,000	$1.344M	0.3%	$93.82	+14.9%	COM	773903109
ENTG	ENTEGRIS INC	75,000	$1.343M	0.3%	$11.16	+48.9%	COM	29362U104
HD	HOME DEPOT INC	10,000	$1.341M	0.3%	$60.23	+71.7%	COM	437076102
KHC	KRAFT HEINZ CO	15,329	$1.339M	0.3%	$47.82	+18.1%	COM	500754106
—	CHEMTURA CORP	40,000	$1.328M	0.3%	$25.30	—	COM NEW	163893209
—	SENIOR HSG PPTYS TR	70,000	$1.325M	0.3%	$22.47	—	SH BEN INT	81721M109
HOPE	HOPE BANCORP INC	60,000	$1.313M	0.3%	$16.20	+16.7%	COM	43940T109
—	GENERAL ELECTRIC CO	41,228	$1.303M	0.3%	$25.88	—	COM	369604103
FFBC	FIRST FINL BANCORP OH	45,000	$1.28M	0.3%	$11.01	+58.2%	COM	320209109
AZZ	AZZ INC	20,000	$1.278M	0.3%	$36.74	+44.5%	COM	002474104
—	CABOT MICROELECTRONICS CORP	20,000	$1.263M	0.3%	$44.00	—	COM	12709P103
JBHT	HUNT J B TRANS SVCS INC	13,000	$1.262M	0.3%	$65.88	+24.2%	COM	445658107
THC	TENET HEALTHCARE CORP	85,000	$1.261M	0.3%	$44.12	-59.3%	COM NEW	88033G407
SF	STIFEL FINL CORP	25,000	$1.249M	0.2%	$28.20	-5.4%	COM	860630102
—	CAVIUM INC	20,000	$1.249M	0.2%	$43.75	—	COM	14964U108
UNM	UNUM GROUP	28,000	$1.23M	0.2%	$34.13	+17.2%	COM	91529Y106
MET	METLIFE INC	22,766	$1.227M	0.2%	$31.07	+8.5%	COM	59156R108
—	KAMAN CORP	25,000	$1.223M	0.2%	$40.68	—	COM	483548103
PAYX	PAYCHEX INC	20,000	$1.218M	0.2%	$29.49	+48.9%	COM	704326107
—	STATE BK FINL CORP	45,000	$1.209M	0.2%	$17.69	—	COM	856190103
OXM	OXFORD INDS INC	20,000	$1.203M	0.2%	$77.21	-14.6%	COM	691497309
—	GLATFELTER	50,000	$1.195M	0.2%	$27.22	—	COM	377316104
NEE	NEXTERA ENERGY INC	10,000	$1.195M	0.2%	$16.57	+43.2%	COM	65339F101
CB	CHUBB LIMITED	9,028	$1.193M	0.2%	$96.06	+12.8%	COM	H1467J104
CVS	CVS HEALTH CORP	15,000	$1.184M	0.2%	$51.11	+19.4%	COM	126650100
KLAC	KLA-TENCOR CORP	15,000	$1.18M	0.2%	$41.11	+59.9%	COM	482480100
GLPI	GAMING & LEISURE PPTYS INC	38,250	$1.171M	0.2%	$34.48	—	COM	36467J108
PNC	PNC FINL SVCS GROUP INC	10,000	$1.17M	0.2%	$56.79	+35.8%	COM	693475105
—	YAHOO INC	30,000	$1.16M	0.2%	$35.90	—	COM	984332106
—	CELGENE CORP	10,000	$1.158M	0.2%	$112.75	—	COM	151020104
ROG	ROGERS CORP	15,000	$1.152M	0.2%	$60.59	+11.8%	COM	775133101
DUK	DUKE ENERGY CORP NEW	14,733	$1.144M	0.2%	$42.66	+23.5%	COM NEW	26441C204
MSI	MOTOROLA SOLUTIONS INC	13,571	$1.125M	0.2%	$53.66	+27.4%	COM NEW	620076307
MCK	MCKESSON CORP	8,000	$1.124M	0.2%	$160.13	-14.5%	COM	58155Q103
GAP	GAP INC DEL	50,000	$1.122M	0.2%	$27.08	-31.1%	COM	364760108
PRGS	PROGRESS SOFTWARE CORP	35,000	$1.118M	0.2%	$23.95	+21.2%	COM	743312100
RUSHA	RUSH ENTERPRISES INC	35,000	$1.117M	0.2%	$12.91	-4.2%	CL A	781846209
WEX	WEX INC	10,000	$1.116M	0.2%	$91.59	+18.1%	COM	96208T104
INVA	INNOVIVA INC	102,000	$1.092M	0.2%	$10.97	-4.3%	COM	45781M101
—	CARDTRONICS PLC	20,000	$1.091M	0.2%	$44.60	—	SHS CL A	G1991C105
WMB	WILLIAMS COS INC DEL	35,000	$1.09M	0.2%	$20.92	-11.4%	COM	969457100
NTGR	NETGEAR INC	20,000	$1.087M	0.2%	$20.77	+59.5%	COM	64111Q104
CAH	CARDINAL HEALTH INC	15,000	$1.08M	0.2%	$50.49	+9.5%	COM	14149Y108
—	NIC INC	45,000	$1.076M	0.2%	$19.31	—	COM	62914B100
OXY	OCCIDENTAL PETE CORP DEL	15,000	$1.068M	0.2%	$62.47	-12.0%	COM	674599105
—	VIACOM INC NEW	30,000	$1.053M	0.2%	$85.00	—	CL B	92553P201
AFL	AFLAC INC	15,000	$1.044M	0.2%	$23.98	+18.6%	COM	001055102
KR	KROGER CO	30,000	$1.035M	0.2%	$23.04	+17.1%	COM	501044101
DE	DEERE & CO	10,000	$1.03M	0.2%	$70.10	+16.2%	COM	244199105
HUM	HUMANA INC	5,000	$1.02M	0.2%	$170.02	+4.0%	COM	444859102
GERN	GERON CORP	490,000	$1.014M	0.2%	$3.75	-43.7%	COM	374163103
SCSC	SCANSOURCE INC	25,000	$1.009M	0.2%	$39.39	-5.5%	COM	806037107
MPC	MARATHON PETE CORP	20,000	$1.007M	0.2%	$33.67	+1.7%	COM	56585A102
—	BRIGGS & STRATTON CORP	45,000	$1.002M	0.2%	$22.24	—	COM	109043109
CAG	CONAGRA BRANDS INC	25,000	$989K	0.2%	$16.04	+67.4%	COM	205887102
SCHW	SCHWAB CHARLES CORP NEW	25,000	$987K	0.2%	$22.70	+40.0%	COM	808513105
PYPL	PAYPAL HLDGS INC	25,000	$987K	0.2%	$35.85	+11.8%	COM	70450Y103
KMX	CARMAX INC	15,000	$966K	0.2%	$46.71	+20.1%	COM	143130102
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$965K	0.2%	$14.83	+73.4%	COM	127387108
EQR	EQUITY RESIDENTIAL	15,000	$965K	0.2%	$31.71	+38.9%	SH BEN INT	29476L107
—	AEGION CORP	40,000	$948K	0.2%	$25.30	—	COM	00770F104
—	FORWARD AIR CORP	20,000	$948K	0.2%	$46.10	—	COM	349853101
—	CONSOLIDATED COMM HLDGS INC	35,000	$940K	0.2%	$20.00	—	COM	209034107
AEP	AMERICAN ELEC PWR INC	14,760	$929K	0.2%	$31.83	+40.4%	COM	025537101
BDX	BECTON DICKINSON & CO	5,582	$924K	0.2%	$94.25	+53.5%	COM	075887109
PPG	PPG INDS INC	9,700	$919K	0.2%	$85.80	-6.0%	COM	693506107
CAR	AVIS BUDGET GROUP	25,000	$917K	0.2%	$40.83	-15.7%	COM	053774105
HTGC	HERCULES CAPITAL INC	65,000	$917K	0.2%	$15.67	-13.1%	COM	427096508
—	SPECTRA ENERGY CORP	22,100	$908K	0.2%	$36.92	—	COM	847560109
BALL	BALL CORP	12,000	$901K	0.2%	$23.53	+48.9%	COM	058498106
NTRS	NORTHERN TR CORP	10,000	$891K	0.2%	$45.55	+35.5%	COM	665859104
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$889K	0.2%	$11.02	-28.4%	COM	169656105
HUBG	HUB GROUP INC	20,000	$875K	0.2%	$20.24	+2.0%	CL A	443320106
WU	WESTERN UN CO	40,000	$869K	0.2%	$16.35	—	COM	959802109
BSX	BOSTON SCIENTIFIC CORP	40,000	$865K	0.2%	$13.13	+66.2%	COM	101137107
—	MEAD JOHNSON NUTRITION CO	12,219	$865K	0.2%	$83.15	—	COM	582839106
—	ALEXION PHARMACEUTICALS INC	7,000	$856K	0.2%	$116.71	—	COM	015351109
RSG	REPUBLIC SVCS INC	15,000	$856K	0.2%	$26.51	+74.2%	COM	760759100
DAN	DANA INCORPORATED	45,000	$854K	0.2%	$16.52	-16.3%	COM	235825205
CRUS	CIRRUS LOGIC INC	15,000	$848K	0.2%	$19.04	+190.8%	COM	172755100
—	RIGEL PHARMACEUTICALS INC	355,000	$845K	0.2%	$2.81	—	COM NEW	766559603
SO	SOUTHERN CO	17,000	$836K	0.2%	$25.27	+32.8%	COM	842587107
—	SEMGROUP CORP	20,000	$835K	0.2%	$65.70	—	CL A	81663A105
TRN	TRINITY INDS INC	30,000	$833K	0.2%	$18.24	-25.3%	COM	896522109
HAL	HALLIBURTON CO	15,267	$826K	0.2%	$42.79	-2.5%	COM	406216101
CLDT	CHATHAM LODGING TR	40,000	$822K	0.2%	$20.23	—	COM	16208T102
KOP	KOPPERS HOLDINGS INC	20,000	$806K	0.2%	$38.65	-7.9%	COM	50060P106
FLR	FLUOR CORP NEW	15,000	$788K	0.2%	$69.22	-30.6%	COM	343412102
DVN	DEVON ENERGY CORP NEW	17,000	$776K	0.2%	$41.69	-25.3%	COM	25179M103
CVLT	COMMVAULT SYSTEMS INC	15,000	$771K	0.2%	$69.18	-22.5%	COM	204166102
—	ENLINK MIDSTREAM LLC	40,000	$762K	0.2%	$33.95	—	COM UNIT REP LTD	29336T100
COF	CAPITAL ONE FINL CORP	8,733	$762K	0.2%	$59.33	+15.9%	COM	14040H105
HURN	HURON CONSULTING GROUP INC	15,000	$760K	0.2%	$65.04	-18.0%	COM	447462102
ASH	ASHLAND GLOBAL HLDGS INC	6,860	$750K	0.1%	$49.37	-4.0%	COM	044186104
—	ORITANI FINL CORP DEL	40,000	$750K	0.1%	$15.80	—	COM	68633D103
NPKI	NEWPARK RES INC	100,000	$750K	0.1%	$11.44	-36.5%	COM PAR $.01NEW	651718504
LUV	SOUTHWEST AIRLS CO	15,000	$748K	0.1%	$19.19	+109.3%	COM	844741108
—	ROCKWELL COLLINS INC	8,000	$742K	0.1%	$79.63	—	COM	774341101
EBAY	EBAY INC	25,000	$742K	0.1%	$20.67	+27.2%	COM	278642103
F	FORD MTR CO DEL	60,000	$728K	0.1%	$8.37	-10.7%	COM PAR $0.01	345370860
—	INFINERA CORPORATION	85,000	$722K	0.1%	$9.08	—	COM	45667G103
—	CUBIC CORP	15,000	$719K	0.1%	$51.07	—	COM	229669106
APD	AIR PRODS & CHEMS INC	5,000	$719K	0.1%	$79.28	+40.8%	COM	009158106
—	SYMANTEC CORP	30,000	$717K	0.1%	$19.97	—	COM	871503108
SYF	SYNCHRONY FINL	19,719	$715K	0.1%	$25.00	+2.7%	COM	87165B103
—	FMC TECHNOLOGIES INC	20,000	$711K	0.1%	$52.30	—	COM	30249U101
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$706K	0.1%	$114.47	+25.6%	COM	883556102
AVY	AVERY DENNISON CORP	10,000	$702K	0.1%	$39.54	+55.8%	COM	053611109
PH	PARKER HANNIFIN CORP	5,000	$700K	0.1%	$98.49	+17.4%	COM	701094104
BWXT	BWX TECHNOLOGIES INC	17,500	$695K	0.1%	$22.66	+54.0%	COM	05605H100
HPE	HEWLETT PACKARD ENTERPRISE C	30,000	$694K	0.1%	$6.50	+57.5%	COM	42824C109
ACM	AECOM	18,879	$686K	0.1%	$30.01	+6.4%	COM	00766T100
ADM	ARCHER DANIELS MIDLAND CO	15,000	$685K	0.1%	$29.33	+15.1%	COM	039483102
LGND	LIGAND PHARMACEUTICALS INC	6,666	$677K	0.1%	$41.68	+51.4%	COM NEW	53220K504
XEL	XCEL ENERGY INC	16,243	$661K	0.1%	$19.89	+51.5%	COM	98389B100
MU	MICRON TECHNOLOGY INC	30,000	$658K	0.1%	$23.18	-20.9%	COM	595112103
YUMC	YUM CHINA HLDGS INC	25,000	$653K	0.1%	$26.68	0.0%	COM	98850P109
—	PINNACLE ENTMT INC NEW	45,000	$653K	0.1%	$11.09	—	COM	72348Y105
KSS	KOHLS CORP	13,000	$642K	0.1%	$53.60	-7.7%	COM	500255104
SNPS	SYNOPSYS INC	10,742	$632K	0.1%	$40.13	+48.3%	COM	871607107
NTCT	NETSCOUT SYS INC	19,977	$629K	0.1%	$37.86	-19.0%	COM	64115T104
KIM	KIMCO RLTY CORP	25,000	$629K	0.1%	$12.11	+37.4%	COM	49446R109
KMT	KENNAMETAL INC	20,000	$625K	0.1%	$33.32	-26.4%	COM	489170100
—	TENNECO INC	10,000	$625K	0.1%	$58.10	—	COM	880349105
—	HESS CORP	10,000	$623K	0.1%	$82.90	—	COM	42809H107
GCO	GENESCO INC	10,000	$621K	0.1%	$72.64	-16.0%	COM	371532102
HII	HUNTINGTON INGALLS INDS INC	3,333	$614K	0.1%	$78.33	+81.2%	COM	446413106
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$612K	0.1%	$11.24	+12.3%	COM CL A	46333X108
—	ADURO BIOTECH INC	53,300	$608K	0.1%	$19.36	—	COM	00739L101
EMN	EASTMAN CHEM CO	8,000	$602K	0.1%	$56.96	-6.4%	COM	277432100
—	DRIL-QUIP INC	10,000	$601K	0.1%	$112.10	—	COM	262037104
HL	HECLA MNG CO	110,000	$576K	0.1%	$3.11	+80.6%	COM	422704106
—	FINISH LINE INC	30,000	$564K	0.1%	$27.10	—	CL A	317923100
—	MYLAN N V	14,750	$563K	0.1%	$59.32	—	SHS EURO	N59465109
MUR	MURPHY OIL CORP	18,000	$560K	0.1%	$38.91	-44.1%	COM	626717102
MOH	MOLINA HEALTHCARE INC	10,000	$543K	0.1%	$36.85	+48.4%	COM	60855R100
—	FARO TECHNOLOGIES INC	15,000	$540K	0.1%	$53.00	—	COM	311642102
—	ONCOMED PHARMACEUTICALS INC	70,000	$540K	0.1%	$22.54	—	COM	68234X102
—	ARRAY BIOPHARMA INC	60,000	$527K	0.1%	$4.70	—	COM	04269X105
MTH	MERITAGE HOMES CORP	15,000	$522K	0.1%	$22.78	-24.0%	COM	59001A102
PNNT	PENNANTPARK INVT CORP	66,710	$511K	0.1%	$2.62	-2.2%	COM	708062104
—	EARTHLINK HLDGS CORP	90,000	$508K	0.1%	$3.61	—	COM	27033X101
BXP	BOSTON PROPERTIES INC	4,000	$503K	0.1%	$66.97	+26.1%	COM	101121101
MYE	MYERS INDS INC	35,000	$501K	0.1%	$13.73	-25.8%	COM	628464109
—	CENTURYLINK INC	20,550	$489K	0.1%	$32.85	—	COM	156700106
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$477K	0.1%	$27.12	+38.7%	COM	416515104
C	CITIGROUP INC	8,000	$475K	0.1%	$37.07	+9.6%	COM NEW	172967424
SWKS	SKYWORKS SOLUTIONS INC	6,318	$472K	0.1%	$26.27	+141.4%	COM	83088M102
—	VERINT SYS INC	12,981	$458K	0.1%	$46.91	—	COM	92343X100
—	ORBITAL ATK INC	5,209	$457K	0.1%	$76.60	—	COM	68557N103
—	PICO HLDGS INC	30,000	$455K	0.1%	$26.00	—	COM NEW	693366205
—	TIVO CORP	21,758	$455K	0.1%	$19.49	—	COM	88870P106
DAR	DARLING INGREDIENTS INC	35,000	$452K	0.1%	$20.04	-32.4%	COM	237266101
HPQ	HP INC	30,000	$445K	0.1%	$9.12	+23.0%	COM	40434L105
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$439K	0.1%	$22.69	+34.2%	COM	744573106
EXPE	EXPEDIA INC DEL	3,875	$439K	0.1%	$67.77	+72.3%	COM NEW	30212P303
—	HAYNES INTERNATIONAL INC	10,000	$430K	0.1%	$54.00	—	COM NEW	420877201
—	JUNIPER NETWORKS INC	15,000	$424K	0.1%	$25.73	—	COM	48203R104
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$422K	0.1%	$32.07	+7.4%	COM	49338L103
—	GREENHILL & CO INC	15,000	$416K	0.1%	$52.00	—	COM	395259104
HRB	BLOCK H & R INC	18,000	$414K	0.1%	$19.54	-17.7%	COM	093671105
—	ST JUDE MED INC	5,000	$401K	0.1%	$79.80	—	COM	790849103
COR	AMERISOURCEBERGEN CORP	4,996	$391K	0.1%	$49.28	+19.2%	COM	03073E105
ABT	ABBOTT LABS	10,000	$384K	0.1%	$30.73	+9.5%	COM	002824100
—	XEROX CORP	44,000	$384K	0.1%	$11.30	—	COM	984121103
—	INGERSOLL-RAND PLC	5,000	$375K	0.1%	$57.20	—	SHS	G47791101
DOV	DOVER CORP	5,000	$375K	0.1%	$50.30	-1.1%	COM	260003108
—	NEKTAR THERAPEUTICS	30,000	$368K	0.1%	$12.13	—	COM	640268108
EXC	EXELON CORP	10,200	$362K	0.1%	$13.80	+24.9%	COM	30161N101
GTLS	CHART INDS INC	10,000	$360K	0.1%	$86.10	-60.4%	COM PAR $0.01	16115Q308
AIG	AMERICAN INTL GROUP INC	5,500	$359K	0.1%	$37.86	+31.5%	COM NEW	026874784
M	MACYS INC	10,000	$358K	0.1%	$55.60	-30.0%	COM	55616P104
KMI	KINDER MORGAN INC DEL	17,265	$358K	0.1%	$18.43	-28.9%	COM	49456B101
—	FTD COS INC	15,000	$358K	0.1%	$31.80	—	COM	30281V108
RGA	REINSURANCE GROUP AMER INC	2,829	$356K	0.1%	$75.92	+54.4%	COM NEW	759351604
—	CELLDEX THERAPEUTICS INC NEW	100,000	$354K	0.1%	$17.67	—	COM	15117B103
—	AMAG PHARMACEUTICALS INC	10,000	$348K	0.1%	$19.35	—	COM	00163U106
AAL	AMERICAN AIRLS GROUP INC	7,439	$347K	0.1%	$36.77	+14.3%	COM	02376R102
XRAY	DENTSPLY SIRONA INC	6,000	$346K	0.1%	$58.93	+0.2%	COM	24906P109
—	MARATHON OIL CORP	20,000	$346K	0.1%	$35.50	—	COM	565849106
—	NABORS INDUSTRIES LTD	20,000	$328K	0.1%	$24.65	—	SHS	G6359F103
LW	LAMB WESTON HLDGS INC	8,333	$315K	0.1%	$29.75	0.0%	COM	513272104
GT	GOODYEAR TIRE & RUBR CO	10,000	$309K	0.1%	$25.47	+21.5%	COM	382550101
—	DELL TECHNOLOGIES INC	5,600	$308K	0.1%	$47.85	—	COM CL V	24703L103
—	FIBROGEN INC	14,352	$307K	0.1%	$21.95	—	COM	31572Q808
—	OASIS PETE INC NEW	20,000	$303K	0.1%	$41.75	—	COM	674215108
MCY	MERCURY GENL CORP NEW	5,000	$301K	0.1%	$45.68	+24.4%	COM	589400100
CVCO	CAVCO INDS INC DEL	3,000	$300K	0.1%	$76.06	+26.5%	COM	149568107
PLD	PROLOGIS INC	5,464	$288K	0.1%	$27.64	+42.0%	COM	74340W103
PBYI	PUMA BIOTECHNOLOGY INC	9,167	$282K	0.1%	$94.57	-54.3%	COM	74587V107
—	ASTORIA FINL CORP	15,000	$280K	0.1%	$13.80	—	COM	046265104
CYH	COMMUNITY HEALTH SYS INC NEW	50,000	$280K	0.1%	$35.59	-80.5%	COM	203668108
EMR	EMERSON ELEC CO	5,000	$279K	0.1%	$47.79	-10.3%	COM	291011104
MUSA	MURPHY USA INC	4,500	$277K	0.1%	$45.04	+45.2%	COM	626755102
NRG	NRG ENERGY INC	22,496	$276K	0.1%	$22.10	-57.2%	COM NEW	629377508
—	STAPLES INC	30,348	$275K	0.1%	$11.34	—	COM	855030102
—	LEGG MASON INC	9,000	$269K	0.1%	$49.00	—	COM	524901105
—	BROCADE COMMUNICATIONS SYS I	21,572	$269K	0.1%	$10.62	—	COM NEW	111621306
MAN	MANPOWERGROUP INC	3,000	$267K	0.1%	$68.93	+19.6%	COM	56418H100
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$265K	0.1%	$22.27	-56.7%	COM	42330P107
—	UNITED STATES STL CORP NEW	8,000	$264K	0.1%	$33.00	—	COM	912909108
—	INTRA CELLULAR THERAPIES INC	17,500	$264K	0.1%	$40.06	—	COM	46116X101
—	AXOVANT SCIENCES LTD	21,000	$261K	0.1%	$12.92	—	COM	G0750W104
—	MCDERMOTT INTL INC	35,000	$259K	0.1%	$7.83	—	COM	580037109
—	KANSAS CITY SOUTHERN	3,000	$255K	0.1%	$102.00	—	COM NEW	485170302
—	IAC INTERACTIVECORP	3,875	$251K	0.0%	$56.26	—	COM	44919P508
VTR	VENTAS INC	3,933	$246K	0.0%	$41.21	+3.3%	COM	92276F100
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$244K	0.0%	$11.21	+11.5%	COM	928298108
—	WPX ENERGY INC	16,666	$243K	0.0%	$18.00	—	COM	98212B103
—	ARQULE INC	190,000	$239K	0.0%	$2.05	—	COM	04269E107
—	ADTRAN INC	10,000	$224K	0.0%	$24.40	—	COM	00738A106
LNN	LINDSAY CORP	3,000	$224K	0.0%	$72.98	-2.7%	COM	535555106
NI	NISOURCE INC	10,000	$221K	0.0%	$9.34	+77.7%	COM	65473P105
—	PIER 1 IMPORTS INC	25,000	$214K	0.0%	$18.88	—	COM	720279108
—	INTERPUBLIC GROUP COS INC	9,000	$211K	0.0%	$15.38	+5.5%	COM	460690100
CROX	CROCS INC	30,000	$206K	0.0%	$15.31	-49.3%	COM	227046109
NVRI	HARSCO CORP	15,000	$204K	0.0%	$24.55	-51.1%	COM	415864107
—	SCHULMAN A INC	6,000	$201K	0.0%	$33.50	—	COM	808194104
—	DISCOVERY COMMUNICATNS NEW	7,500	$201K	0.0%	$26.80	—	COM SER C	25470F302
—	QUALITY SYS INC	15,000	$197K	0.0%	$16.87	—	COM	747582104
AMD	ADVANCED MICRO DEVICES INC	17,000	$193K	0.0%	$3.82	+119.7%	COM	007903107
KLIC	KULICKE & SOFFA INDS INC	12,000	$191K	0.0%	$10.36	+22.8%	COM	501242101
NWSA	NEWS CORP NEW	16,250	$186K	0.0%	$15.19	-26.7%	CL A	65249B109
PHM	PULTE GROUP INC	10,000	$184K	0.0%	$17.01	+0.4%	COM	745867101
—	ACHILLION PHARMACEUTICALS IN	40,000	$165K	0.0%	$6.90	—	COM	00448Q201
—	AIR TRANSPORT SERVICES GRP I	10,000	$160K	0.0%	$7.90	—	COM	00922R105
FSS	FEDERAL SIGNAL CORP	10,000	$156K	0.0%	$11.92	+10.7%	COM	313855108
XENE	XENON PHARMACEUTICALS INC	20,000	$154K	0.0%	$13.82	-41.9%	COM	98420N105
—	CHICOS FAS INC	10,000	$144K	0.0%	$16.00	—	COM	168615102
—	OCWEN FINL CORP	26,000	$140K	0.0%	$39.19	—	COM NEW	675746309
—	SPRINT CORP	15,000	$126K	0.0%	$9.20	—	COM SER 1	85207U105
CLNE	CLEAN ENERGY FUELS CORP	40,000	$114K	0.0%	$10.39	-63.7%	COM	184499101
—	AK STL HLDG CORP	10,000	$102K	0.0%	$7.20	—	COM	001547108
—	WEATHERFORD INTL PLC	20,000	$100K	0.0%	$20.80	—	ORD SHS	G48833100
—	QUORUM HEALTH CORP	12,500	$91,000	0.0%	$10.72	—	COM	74909E106
—	AVON PRODS INC	15,000	$76,000	0.0%	$14.67	—	COM	054303102
FOLD	AMICUS THERAPEUTICS INC	15,000	$75,000	0.0%	$2.50	+176.8%	COM	03152W109
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	16,000	$64,000	0.0%	$18.31	—	SPONDS ADR	00653A107
—	FRONTIER COMMUNICATIONS CORP	15,602	$53,000	0.0%	$5.70	—	COM	35906A108
—	ADAMIS PHARMACEUTICALS CORP	12,224	$39,000	0.0%	$2.78	—	COM NEW	00547W208
—	TOKAI PHARMACEUTICALS INC	35,000	$34,000	0.0%	$10.34	—	COM	88907J107
—	KINDER MORGAN INC DEL	26,117	$0	0.0%	$1.76	—	*W EXP 05/25/201	49456B119