NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 5, 2016

Total Value: $487M (100.0% shares, 0.0% debt)

Holdings (384)

AAPL APPLE INC 4.0%

Value $19.53M Shares 185,500 Est. Cost $18.36 Unrealized +40.1%

MSFT MICROSOFT CORP 2.1%

Value $10.26M Shares 185,000 Est. Cost $31.26 Unrealized +46.9%

JPM JPMORGAN CHASE & CO 1.8%

Value $8.914M Shares 135,000 Est. Cost $42.08 Unrealized +18.0%

PG PROCTER & GAMBLE CO 1.1%

Value $5.559M Shares 70,000 Est. Cost $56.51 Unrealized +2.5%

XOM EXXON MOBIL CORP 1.1%

Value $5.457M Shares 70,000 Est. Cost $58.08 Unrealized -11.5%

WFC WELLS FARGO & CO NEW 1.1%

Value $5.436M Shares 100,000 Est. Cost $33.41 Unrealized +22.2%

AMZN AMAZON COM INC 1.1%

Value $5.407M Shares 8,000 Est. Cost $18.56 Unrealized +69.9%

PM PHILIP MORRIS INTL INC 1.1%

Value $5.275M Shares 60,000 Est. Cost $44.74 Unrealized +16.9%

DIS DISNEY WALT CO 1.1%

Value $5.254M Shares 50,000 Est. Cost $69.69 Unrealized +46.7%

JNJ JOHNSON & JOHNSON 1.1%

Value $5.136M Shares 50,000 Est. Cost $66.63 Unrealized +14.0%

MRK MERCK & CO INC NEW 1.0%

Value $4.926M Shares 93,252 Est. Cost $35.76 Unrealized +2.8%

ALK ALASKA AIR GROUP INC 1.0%

Value $4.831M Shares 60,000 Est. Cost $39.91 Unrealized +83.3%

ALKS ALKERMES PLC 1.0%

Value $4.763M Shares 60,000 Est. Cost $47.58 Unrealized +47.2%

MO ALTRIA GROUP INC 1.0%

Value $4.657M Shares 80,000 Est. Cost $17.12 Unrealized +72.1%

IONS IONIS PHARMACEUTICALS INC 0.9%

Value $4.335M Shares 70,000 Est. Cost $53.96 Unrealized 0.0%

CMCSA COMCAST CORP NEW 0.9%

Value $4.232M Shares 75,000 Est. Cost $22.24 Unrealized +6.8%

CSCO CISCO SYS INC 0.8%

Value $4.073M Shares 150,000 Est. Cost $15.30 Unrealized +31.8%

GILD GILEAD SCIENCES INC 0.8%

Value $4.048M Shares 40,000 Est. Cost $54.49 Unrealized +33.8%

LOW LOWES COS INC 0.8%

Value $3.802M Shares 50,000 Est. Cost $39.01 Unrealized +58.2%

INTC INTEL CORP 0.8%

Value $3.79M Shares 110,000 Est. Cost $18.67 Unrealized +42.7%

PFE PFIZER INC 0.8%

Value $3.743M Shares 115,956 Est. Cost $18.20 Unrealized +11.9%

TRV TRAVELERS COMPANIES INC 0.8%

Value $3.662M Shares 32,443 Est. Cost $64.62 Unrealized +37.6%

ORCL ORACLE CORP 0.7%

Value $3.653M Shares 100,000 Est. Cost $31.98 Unrealized +2.6%

AXP AMERICAN EXPRESS CO 0.7%

Value $3.478M Shares 50,000 Est. Cost $75.50 Unrealized -16.7%

USB US BANCORP DEL 0.7%

Value $3.414M Shares 80,000 Est. Cost $27.34 Unrealized +8.2%

BK BANK NEW YORK MELLON CORP 0.7%

Value $3.299M Shares 80,038 Est. Cost $24.75 Unrealized +31.2%

— INTEGRATED DEVICE TECHNOLOGY 0.7%

Value $3.294M Shares 125,000 Est. Cost $12.23 Unrealized —

COST COSTCO WHSL CORP NEW 0.7%

Value $3.23M Shares 20,000 Est. Cost $91.29 Unrealized +45.5%

CVX CHEVRON CORP NEW 0.6%

Value $3.149M Shares 35,000 Est. Cost $70.36 Unrealized -17.0%

— ACTIVISION BLIZZARD INC 0.6%

Value $3.097M Shares 80,000 Est. Cost $20.44 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.6%

Value $3.004M Shares 65,000 Est. Cost $25.87 Unrealized +4.1%

MCD MCDONALDS CORP 0.6%

Value $2.964M Shares 25,093 Est. Cost $70.27 Unrealized +24.1%

LLY LILLY ELI & CO 0.6%

Value $2.949M Shares 35,000 Est. Cost $44.54 Unrealized +56.5%

AMT AMERICAN TOWER CORP NEW 0.6%

Value $2.909M Shares 30,000 Est. Cost $61.59 Unrealized +23.3%

— CORE MARK HOLDING CO INC 0.6%

Value $2.868M Shares 35,000 Est. Cost $59.12 Unrealized —

KO COCA COLA CO 0.6%

Value $2.792M Shares 65,000 Est. Cost $26.56 Unrealized +16.1%

IBM INTERNATIONAL BUSINESS MACHS 0.6%

Value $2.752M Shares 20,000 Est. Cost $109.22 Unrealized -19.9%

GS GOLDMAN SACHS GROUP INC 0.6%

Value $2.703M Shares 15,000 Est. Cost $133.70 Unrealized +13.0%

CL COLGATE PALMOLIVE CO 0.5%

Value $2.665M Shares 40,000 Est. Cost $47.90 Unrealized +9.7%

UNP UNION PAC CORP 0.5%

Value $2.659M Shares 34,000 Est. Cost $71.52 Unrealized -4.5%

THC TENET HEALTHCARE CORP 0.5%

Value $2.576M Shares 85,000 Est. Cost $44.12 Unrealized -25.7%

AWR AMERICAN STS WTR CO 0.5%

Value $2.517M Shares 60,000 Est. Cost $23.08 Unrealized +47.6%

HALO HALOZYME THERAPEUTICS INC 0.5%

Value $2.513M Shares 145,000 Est. Cost $16.65 Unrealized -4.3%

— RAYTHEON CO 0.5%

Value $2.491M Shares 20,000 Est. Cost $98.80 Unrealized —

WMT WAL-MART STORES INC 0.5%

Value $2.452M Shares 40,000 Est. Cost $19.90 Unrealized -16.4%

— UNITED TECHNOLOGIES CORP 0.5%

Value $2.402M Shares 25,000 Est. Cost $116.84 Unrealized —

GERN GERON CORP 0.5%

Value $2.372M Shares 490,000 Est. Cost $3.75 Unrealized +7.2%

— TIME WARNER INC 0.5%

Value $2.371M Shares 36,666 Est. Cost $65.32 Unrealized —

ABBV ABBVIE INC 0.5%

Value $2.37M Shares 40,000 Est. Cost $39.76 Unrealized -4.5%

PEP PEPSICO INC 0.5%

Value $2.323M Shares 23,251 Est. Cost $56.86 Unrealized +29.2%

SJM SMUCKER J M CO 0.5%

Value $2.27M Shares 18,405 Est. Cost $68.74 Unrealized +27.9%

— AETNA INC NEW 0.4%

Value $2.164M Shares 20,012 Est. Cost $81.84 Unrealized —

BIIB BIOGEN INC 0.4%

Value $2.144M Shares 7,000 Est. Cost $330.23 Unrealized -13.0%

COP CONOCOPHILLIPS 0.4%

Value $2.101M Shares 45,000 Est. Cost $45.41 Unrealized -15.5%

ALL ALLSTATE CORP 0.4%

Value $2.099M Shares 33,810 Est. Cost $41.54 Unrealized +19.8%

SEIC SEI INVESTMENTS CO 0.4%

Value $2.096M Shares 40,000 Est. Cost $29.39 Unrealized +56.0%

HON HONEYWELL INTL INC 0.4%

Value $2.071M Shares 20,000 Est. Cost $64.71 Unrealized +14.8%

— DOW CHEM CO 0.4%

Value $2.068M Shares 40,165 Est. Cost $48.60 Unrealized —

MDLZ MONDELEZ INTL INC 0.4%

Value $2.062M Shares 45,987 Est. Cost $26.35 Unrealized +34.6%

PRU PRUDENTIAL FINL INC 0.4%

Value $2.035M Shares 25,000 Est. Cost $52.24 Unrealized +0.7%

— CHUBB CORP 0.4%

Value $1.99M Shares 15,000 Est. Cost $89.33 Unrealized —

— MONSANTO CO NEW 0.4%

Value $1.97M Shares 20,000 Est. Cost $113.75 Unrealized —

— EMPIRE DIST ELEC CO 0.4%

Value $1.965M Shares 70,000 Est. Cost $24.31 Unrealized —

— AMERICAN EQTY INVT LIFE HLD 0.4%

Value $1.922M Shares 80,000 Est. Cost $23.63 Unrealized —

NOC NORTHROP GRUMMAN CORP 0.4%

Value $1.888M Shares 10,000 Est. Cost $97.12 Unrealized +60.2%

TROW PRICE T ROWE GROUP INC 0.4%

Value $1.859M Shares 26,000 Est. Cost $52.57 Unrealized -3.2%

— TIME WARNER CABLE INC 0.4%

Value $1.856M Shares 10,000 Est. Cost $137.20 Unrealized —

ITW ILLINOIS TOOL WKS INC 0.4%

Value $1.854M Shares 20,000 Est. Cost $61.28 Unrealized +16.5%

BMY BRISTOL MYERS SQUIBB CO 0.4%

Value $1.849M Shares 26,884 Est. Cost $35.93 Unrealized +30.0%

— BAKER HUGHES INC 0.4%

Value $1.846M Shares 40,000 Est. Cost $64.11 Unrealized —

— REYNOLDS AMERICAN INC 0.4%

Value $1.846M Shares 40,000 Est. Cost $48.84 Unrealized —

PSX PHILLIPS 66 0.4%

Value $1.841M Shares 22,500 Est. Cost $49.82 Unrealized +18.6%

YUM YUM BRANDS INC 0.4%

Value $1.826M Shares 25,000 Est. Cost $42.07 Unrealized +2.9%

TGT TARGET CORP 0.4%

Value $1.815M Shares 25,000 Est. Cost $41.65 Unrealized +32.7%

WST WEST PHARMACEUTICAL SVSC INC 0.4%

Value $1.807M Shares 30,000 Est. Cost $44.55 Unrealized +29.8%

— TWENTY FIRST CENTY FOX INC 0.4%

Value $1.765M Shares 65,000 Est. Cost $31.97 Unrealized —

EPR EPR PPTYS 0.4%

Value $1.754M Shares 30,000 Est. Cost $53.40 Unrealized —

SWK STANLEY BLACK & DECKER INC 0.4%

Value $1.748M Shares 16,375 Est. Cost $59.39 Unrealized +36.6%

— BROADCOM CORP 0.4%

Value $1.735M Shares 30,000 Est. Cost $31.47 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.3%

Value $1.69M Shares 25,000 Est. Cost $62.47 Unrealized -14.5%

— DISCOVER FINL SVCS 0.3%

Value $1.681M Shares 31,350 Est. Cost $58.18 Unrealized —

EFX EQUIFAX INC 0.3%

Value $1.671M Shares 15,000 Est. Cost $62.16 Unrealized +57.9%

— DU PONT E I DE NEMOURS & CO 0.3%

Value $1.665M Shares 25,000 Est. Cost $67.12 Unrealized —

KFY KORN FERRY INTL 0.3%

Value $1.659M Shares 50,000 Est. Cost $22.02 Unrealized +37.8%

INCY INCYTE CORP 0.3%

Value $1.627M Shares 15,000 Est. Cost $62.06 Unrealized +79.7%

GOOGL ALPHABET INC 0.3%

Value $1.618M Shares 2,080 Est. Cost $36.73 Unrealized 0.0%

BAC BANK AMER CORP 0.3%

Value $1.6M Shares 95,082 Est. Cost $13.25 Unrealized +2.3%

GOOG ALPHABET INC 0.3%

Value $1.582M Shares 2,085 Est. Cost $35.61 Unrealized 0.0%

MCK MCKESSON CORP 0.3%

Value $1.578M Shares 8,000 Est. Cost $160.13 Unrealized +9.0%

— ONCOMED PHARMACEUTICALS INC 0.3%

Value $1.578M Shares 70,000 Est. Cost $22.54 Unrealized —

— CELLDEX THERAPEUTICS INC NEW 0.3%

Value $1.568M Shares 100,000 Est. Cost $17.67 Unrealized —

PTC PTC INC 0.3%

Value $1.558M Shares 45,000 Est. Cost $36.75 Unrealized -4.7%

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.548M Shares 8,407 Est. Cost $84.84 Unrealized +49.9%

T AT&T INC 0.3%

Value $1.548M Shares 45,000 Est. Cost $10.85 Unrealized +14.6%

EVC ENTRAVISION COMMUNICATIONS C 0.3%

Value $1.542M Shares 200,000 Est. Cost $3.76 Unrealized +31.8%

— INFINERA CORPORATION 0.3%

Value $1.54M Shares 85,000 Est. Cost $9.08 Unrealized —

MDT MEDTRONIC PLC 0.3%

Value $1.538M Shares 20,000 Est. Cost $58.10 Unrealized +0.8%

— PRAXAIR INC 0.3%

Value $1.536M Shares 15,000 Est. Cost $131.00 Unrealized —

BC BRUNSWICK CORP 0.3%

Value $1.515M Shares 30,000 Est. Cost $36.35 Unrealized +19.2%

— CITRIX SYS INC 0.3%

Value $1.513M Shares 20,000 Est. Cost $57.45 Unrealized —

QCOM QUALCOMM INC 0.3%

Value $1.5M Shares 30,000 Est. Cost $54.02 Unrealized -26.0%

— ADURO BIOTECH INC 0.3%

Value $1.5M Shares 53,300 Est. Cost $19.36 Unrealized —

MRSH MARSH & MCLENNAN COS INC 0.3%

Value $1.497M Shares 27,000 Est. Cost $38.81 Unrealized +19.6%

HMN HORACE MANN EDUCATORS CORP N 0.3%

Value $1.493M Shares 45,000 Est. Cost $28.89 Unrealized +18.4%

AZO AUTOZONE INC 0.3%

Value $1.484M Shares 2,000 Est. Cost $518.77 Unrealized +47.1%

CVS CVS HEALTH CORP 0.3%

Value $1.467M Shares 15,000 Est. Cost $51.11 Unrealized +42.1%

— POPEYES LA KITCHEN INC 0.3%

Value $1.463M Shares 25,000 Est. Cost $40.64 Unrealized —

EEFT EURONET WORLDWIDE INC 0.3%

Value $1.449M Shares 20,000 Est. Cost $41.47 Unrealized +84.5%

— SOUTH ST CORP 0.3%

Value $1.439M Shares 20,000 Est. Cost $55.90 Unrealized —

— PRIVATEBANCORP INC 0.3%

Value $1.436M Shares 35,000 Est. Cost $30.51 Unrealized —

— CORESITE RLTY CORP 0.3%

Value $1.418M Shares 25,000 Est. Cost $31.00 Unrealized —

— PINNACLE ENTMT INC 0.3%

Value $1.4M Shares 45,000 Est. Cost $23.71 Unrealized —

— CHESAPEAKE LODGING TR 0.3%

Value $1.384M Shares 55,000 Est. Cost $25.73 Unrealized —

GD GENERAL DYNAMICS CORP 0.3%

Value $1.374M Shares 10,000 Est. Cost $80.10 Unrealized +43.1%

— COLONY CAP INC 0.3%

Value $1.364M Shares 70,000 Est. Cost $21.96 Unrealized —

HEI HEICO CORP NEW 0.3%

Value $1.359M Shares 25,000 Est. Cost $29.73 Unrealized -12.5%

CAH CARDINAL HEALTH INC 0.3%

Value $1.339M Shares 15,000 Est. Cost $50.49 Unrealized +26.0%

MATW MATTHEWS INTL CORP 0.3%

Value $1.336M Shares 25,000 Est. Cost $31.38 Unrealized +37.9%

CYH COMMUNITY HEALTH SYS INC NEW 0.3%

Value $1.326M Shares 50,000 Est. Cost $35.59 Unrealized -27.4%

HD HOME DEPOT INC 0.3%

Value $1.323M Shares 10,000 Est. Cost $60.23 Unrealized +66.0%

CNC CENTENE CORP DEL 0.3%

Value $1.316M Shares 20,000 Est. Cost $22.77 Unrealized +30.1%

— CAVIUM INC 0.3%

Value $1.314M Shares 20,000 Est. Cost $43.75 Unrealized —

AMAT APPLIED MATLS INC 0.3%

Value $1.307M Shares 70,000 Est. Cost $15.75 Unrealized -2.1%

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.297M Shares 17,859 Est. Cost $73.24 Unrealized —

— E M C CORP MASS 0.3%

Value $1.29M Shares 50,250 Est. Cost $27.40 Unrealized —

— GENERAL ELECTRIC CO 0.3%

Value $1.284M Shares 41,228 Est. Cost $25.88 Unrealized —

OXM OXFORD INDS INC 0.3%

Value $1.276M Shares 20,000 Est. Cost $77.21 Unrealized -10.8%

ZTS ZOETIS INC 0.3%

Value $1.274M Shares 26,578 Est. Cost $27.83 Unrealized +50.0%

— CAMERON INTERNATIONAL CORP 0.3%

Value $1.264M Shares 20,000 Est. Cost $61.75 Unrealized —

KR KROGER CO 0.3%

Value $1.255M Shares 30,000 Est. Cost $23.04 Unrealized +37.4%

— LAM RESEARCH CORP 0.3%

Value $1.241M Shares 15,625 Est. Cost $54.99 Unrealized —

— VIACOM INC NEW 0.3%

Value $1.235M Shares 30,000 Est. Cost $85.00 Unrealized —

GAP GAP INC DEL 0.3%

Value $1.235M Shares 50,000 Est. Cost $27.08 Unrealized -31.3%

SYY SYSCO CORP 0.3%

Value $1.23M Shares 30,000 Est. Cost $26.11 Unrealized +20.6%

NSC NORFOLK SOUTHERN CORP 0.3%

Value $1.227M Shares 14,500 Est. Cost $71.41 Unrealized -3.2%

EQR EQUITY RESIDENTIAL 0.3%

Value $1.224M Shares 15,000 Est. Cost $31.71 Unrealized +47.5%

— CIMPRESS N V 0.2%

Value $1.217M Shares 15,000 Est. Cost $74.87 Unrealized —

— CELGENE CORP 0.2%

Value $1.198M Shares 10,000 Est. Cost $112.75 Unrealized —

WSO WATSCO INC 0.2%

Value $1.171M Shares 10,000 Est. Cost $96.52 Unrealized +27.7%

MCHP MICROCHIP TECHNOLOGY INC 0.2%

Value $1.164M Shares 25,000 Est. Cost $17.75 Unrealized +8.4%

— HEARTWARE INTL INC 0.2%

Value $1.159M Shares 23,000 Est. Cost $93.78 Unrealized —

CMG CHIPOTLE MEXICAN GRILL INC 0.2%

Value $1.131M Shares 2,356 Est. Cost $11.02 Unrealized +10.9%

KHC KRAFT HEINZ CO 0.2%

Value $1.115M Shares 15,329 Est. Cost $47.82 Unrealized -1.6%

O REALTY INCOME CORP 0.2%

Value $1.113M Shares 21,555 Est. Cost $22.70 Unrealized +31.1%

AZZ AZZ INC 0.2%

Value $1.111M Shares 20,000 Est. Cost $36.74 Unrealized +32.2%

MET METLIFE INC 0.2%

Value $1.098M Shares 22,766 Est. Cost $31.07 Unrealized +0.4%

— CHEMTURA CORP 0.2%

Value $1.091M Shares 40,000 Est. Cost $25.30 Unrealized —

— THERAVANCE INC 0.2%

Value $1.075M Shares 102,000 Est. Cost $18.84 Unrealized —

SF STIFEL FINL CORP 0.2%

Value $1.059M Shares 25,000 Est. Cost $28.20 Unrealized -8.4%

PAYX PAYCHEX INC 0.2%

Value $1.058M Shares 20,000 Est. Cost $29.49 Unrealized +30.7%

CAG CONAGRA FOODS INC 0.2%

Value $1.054M Shares 25,000 Est. Cost $16.04 Unrealized +39.9%

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.052M Shares 14,733 Est. Cost $42.66 Unrealized +8.7%

PLXS PLEXUS CORP 0.2%

Value $1.048M Shares 30,000 Est. Cost $40.84 Unrealized -8.6%

— TRUSTCO BK CORP N Y 0.2%

Value $1.044M Shares 170,000 Est. Cost $7.04 Unrealized —

KLAC KLA-TENCOR CORP 0.2%

Value $1.04M Shares 15,000 Est. Cost $41.11 Unrealized +29.9%

NEE NEXTERA ENERGY INC 0.2%

Value $1.039M Shares 10,000 Est. Cost $16.57 Unrealized +17.7%

— SENIOR HSG PPTYS TR 0.2%

Value $1.039M Shares 70,000 Est. Cost $22.47 Unrealized —

MPC MARATHON PETE CORP 0.2%

Value $1.037M Shares 20,000 Est. Cost $33.67 Unrealized +13.1%

— KNOLL INC 0.2%

Value $1.034M Shares 55,000 Est. Cost $18.18 Unrealized —

— BBCN BANCORP INC 0.2%

Value $1.033M Shares 60,000 Est. Cost $17.13 Unrealized —

— CHEMICAL FINL CORP 0.2%

Value $1.028M Shares 30,000 Est. Cost $32.47 Unrealized —

ROK ROCKWELL AUTOMATION INC 0.2%

Value $1.026M Shares 10,000 Est. Cost $93.82 Unrealized -8.3%

— KAMAN CORP 0.2%

Value $1.02M Shares 25,000 Est. Cost $40.68 Unrealized —

— YAHOO INC 0.2%

Value $998K Shares 30,000 Est. Cost $35.90 Unrealized —

ENTG ENTEGRIS INC 0.2%

Value $995K Shares 75,000 Est. Cost $11.16 Unrealized +14.6%

WWD WOODWARD INC 0.2%

Value $993K Shares 20,000 Est. Cost $39.69 Unrealized +11.1%

— ANADARKO PETE CORP 0.2%

Value $972K Shares 20,000 Est. Cost $84.75 Unrealized —

— MEDIVATION INC 0.2%

Value $967K Shares 20,000 Est. Cost $53.45 Unrealized —

A AGILENT TECHNOLOGIES INC 0.2%

Value $965K Shares 23,084 Est. Cost $37.33 Unrealized -4.4%

— MEAD JOHNSON NUTRITION CO 0.2%

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

PPG PPG INDS INC 0.2%

Value $959K Shares 9,700 Est. Cost $85.80 Unrealized -2.0%

JBHT HUNT J B TRANS SVCS INC 0.2%

Value $954K Shares 13,000 Est. Cost $65.88 Unrealized +3.8%

PNC PNC FINL SVCS GROUP INC 0.2%

Value $953K Shares 10,000 Est. Cost $56.79 Unrealized +18.3%

— STATE BK FINL CORP 0.2%

Value $946K Shares 45,000 Est. Cost $17.69 Unrealized —

— ASPEN TECHNOLOGY INC 0.2%

Value $944K Shares 25,000 Est. Cost $42.36 Unrealized —

— INTRA CELLULAR THERAPIES INC 0.2%

Value $941K Shares 17,500 Est. Cost $40.06 Unrealized —

OTTR OTTER TAIL CORP 0.2%

Value $932K Shares 35,000 Est. Cost $20.25 Unrealized -2.0%

UNM UNUM GROUP 0.2%

Value $932K Shares 28,000 Est. Cost $34.13 Unrealized +1.0%

INDB INDEPENDENT BANK CORP MASS 0.2%

Value $930K Shares 20,000 Est. Cost $26.89 Unrealized +34.0%

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $929K Shares 13,571 Est. Cost $53.66 Unrealized +10.7%

— GLATFELTER 0.2%

Value $922K Shares 50,000 Est. Cost $27.22 Unrealized —

— AXOVANT SCIENCES LTD 0.2%

Value $920K Shares 51,000 Est. Cost $12.92 Unrealized —

CAR AVIS BUDGET GROUP 0.2%

Value $907K Shares 25,000 Est. Cost $40.83 Unrealized -2.0%

PYPL PAYPAL HLDGS INC 0.2%

Value $905K Shares 25,000 Est. Cost $35.85 Unrealized -1.8%

WMB WILLIAMS COS INC DEL 0.2%

Value $900K Shares 35,000 Est. Cost $20.92 Unrealized -6.5%

AFL AFLAC INC 0.2%

Value $899K Shares 15,000 Est. Cost $23.98 Unrealized +2.3%

HUM HUMANA INC 0.2%

Value $893K Shares 5,000 Est. Cost $170.02 Unrealized -4.9%

HURN HURON CONSULTING GROUP INC 0.2%

Value $891K Shares 15,000 Est. Cost $65.04 Unrealized -13.6%

— NIC INC 0.2%

Value $886K Shares 45,000 Est. Cost $19.31 Unrealized —

IRBTQ IROBOT CORP 0.2%

Value $885K Shares 25,000 Est. Cost $40.05 Unrealized -19.2%

WEX WEX INC 0.2%

Value $884K Shares 10,000 Est. Cost $91.59 Unrealized -1.0%

— NAVIGANT CONSULTING INC 0.2%

Value $883K Shares 55,000 Est. Cost $18.65 Unrealized —

NPO ENPRO INDS INC 0.2%

Value $877K Shares 20,000 Est. Cost $70.90 Unrealized -33.7%

— CABOT MICROELECTRONICS CORP 0.2%

Value $876K Shares 20,000 Est. Cost $44.00 Unrealized —

BALL BALL CORP 0.2%

Value $873K Shares 12,000 Est. Cost $23.53 Unrealized +30.6%

BDX BECTON DICKINSON & CO 0.2%

Value $860K Shares 5,582 Est. Cost $94.25 Unrealized +31.0%

AEP AMERICAN ELEC PWR INC 0.2%

Value $860K Shares 14,760 Est. Cost $31.83 Unrealized +24.5%

— FORWARD AIR CORP 0.2%

Value $860K Shares 20,000 Est. Cost $46.10 Unrealized —

— ALCOA INC 0.2%

Value $847K Shares 85,787 Est. Cost $10.22 Unrealized —

F FORD MTR CO DEL 0.2%

Value $845K Shares 60,000 Est. Cost $8.37 Unrealized -0.3%

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $840K Shares 35,000 Est. Cost $23.95 Unrealized -0.3%

NTGR NETGEAR INC 0.2%

Value $838K Shares 20,000 Est. Cost $20.77 Unrealized +20.7%

SCHW SCHWAB CHARLES CORP NEW 0.2%

Value $823K Shares 25,000 Est. Cost $22.70 Unrealized +22.9%

CLDT CHATHAM LODGING TR 0.2%

Value $819K Shares 40,000 Est. Cost $20.23 Unrealized —

FFBC FIRST FINL BANCORP OH 0.2%

Value $813K Shares 45,000 Est. Cost $11.01 Unrealized +19.2%

KMX CARMAX INC 0.2%

Value $810K Shares 15,000 Est. Cost $46.71 Unrealized +22.2%

TBPH THERAVANCE BIOPHARMA INC 0.2%

Value $808K Shares 49,284 Est. Cost $16.88 Unrealized -6.0%

SCSC SCANSOURCE INC 0.2%

Value $806K Shares 25,000 Est. Cost $39.39 Unrealized -6.3%

— MYLAN N V 0.2%

Value $798K Shares 14,750 Est. Cost $59.32 Unrealized —

CDNS CADENCE DESIGN SYSTEM INC 0.2%

Value $796K Shares 38,250 Est. Cost $14.83 Unrealized +46.3%

SO SOUTHERN CO 0.2%

Value $795K Shares 17,000 Est. Cost $25.27 Unrealized +17.2%

HTGC HERCULES TECH GROWTH CAP INC 0.2%

Value $792K Shares 65,000 Est. Cost $15.67 Unrealized -28.2%

— BAXALTA INC 0.2%

Value $781K Shares 20,000 Est. Cost $31.50 Unrealized —

— BRIGGS & STRATTON CORP 0.2%

Value $779K Shares 45,000 Est. Cost $22.24 Unrealized —

ROG ROGERS CORP 0.2%

Value $774K Shares 15,000 Est. Cost $60.59 Unrealized -13.5%

— RIGEL PHARMACEUTICALS INC 0.2%

Value $773K Shares 255,000 Est. Cost $2.47 Unrealized —

— AEGION CORP 0.2%

Value $772K Shares 40,000 Est. Cost $25.30 Unrealized —

RUSHA RUSH ENTERPRISES INC 0.2%

Value $766K Shares 35,000 Est. Cost $12.91 Unrealized -17.6%

DE DEERE & CO 0.2%

Value $763K Shares 10,000 Est. Cost $70.10 Unrealized -7.2%

BAX BAXTER INTL INC 0.2%

Value $763K Shares 20,000 Est. Cost $30.34 Unrealized +2.3%

BSX BOSTON SCIENTIFIC CORP 0.2%

Value $738K Shares 40,000 Est. Cost $13.13 Unrealized +36.5%

— ROCKWELL COLLINS INC 0.2%

Value $738K Shares 8,000 Est. Cost $79.63 Unrealized —

— CONSOLIDATED COMM HLDGS INC 0.2%

Value $733K Shares 35,000 Est. Cost $20.00 Unrealized —

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $723K Shares 6,666 Est. Cost $41.68 Unrealized +48.1%

NTRS NORTHERN TR CORP 0.1%

Value $721K Shares 10,000 Est. Cost $45.55 Unrealized +20.0%

TRN TRINITY INDS INC 0.1%

Value $721K Shares 30,000 Est. Cost $18.24 Unrealized -26.3%

PBYI PUMA BIOTECHNOLOGY INC 0.1%

Value $719K Shares 9,167 Est. Cost $94.57 Unrealized -17.0%

WU WESTERN UN CO 0.1%

Value $716K Shares 40,000 Est. Cost $16.35 Unrealized —

— XENOPORT INC 0.1%

Value $714K Shares 130,000 Est. Cost $5.17 Unrealized —

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value $709K Shares 5,000 Est. Cost $114.47 Unrealized +13.1%

— CUBIC CORP 0.1%

Value $709K Shares 15,000 Est. Cost $51.07 Unrealized —

FLR FLUOR CORP NEW 0.1%

Value $708K Shares 15,000 Est. Cost $69.22 Unrealized -38.2%

— ASHLAND INC NEW 0.1%

Value $705K Shares 6,860 Est. Cost $99.42 Unrealized —

M MACYS INC 0.1%

Value $700K Shares 20,000 Est. Cost $55.60 Unrealized -22.1%

EBAY EBAY INC 0.1%

Value $687K Shares 25,000 Est. Cost $20.67 Unrealized +18.9%

— CARDTRONICS INC 0.1%

Value $673K Shares 20,000 Est. Cost $38.85 Unrealized —

— EARTHLINK HLDGS CORP 0.1%

Value $669K Shares 90,000 Est. Cost $3.61 Unrealized —

KIM KIMCO RLTY CORP 0.1%

Value $662K Shares 25,000 Est. Cost $12.11 Unrealized +31.1%

RSG REPUBLIC SVCS INC 0.1%

Value $660K Shares 15,000 Est. Cost $26.51 Unrealized +38.2%

— ORITANI FINL CORP DEL 0.1%

Value $660K Shares 40,000 Est. Cost $15.80 Unrealized —

HUBG HUB GROUP INC 0.1%

Value $659K Shares 20,000 Est. Cost $20.24 Unrealized -7.9%

APD AIR PRODS & CHEMS INC 0.1%

Value $651K Shares 5,000 Est. Cost $79.28 Unrealized +23.6%

LUV SOUTHWEST AIRLS CO 0.1%

Value $646K Shares 15,000 Est. Cost $19.19 Unrealized +105.0%

— SYMANTEC CORP 0.1%

Value $630K Shares 30,000 Est. Cost $19.97 Unrealized —

COF CAPITAL ONE FINL CORP 0.1%

Value $630K Shares 8,733 Est. Cost $59.33 Unrealized +7.5%

AVY AVERY DENNISON CORP 0.1%

Value $627K Shares 10,000 Est. Cost $39.54 Unrealized +32.5%

DAN DANA HLDG CORP 0.1%

Value $621K Shares 45,000 Est. Cost $16.52 Unrealized -22.5%

KSS KOHLS CORP 0.1%

Value $619K Shares 13,000 Est. Cost $53.60 Unrealized -13.7%

NTCT NETSCOUT SYS INC 0.1%

Value $613K Shares 19,977 Est. Cost $37.86 Unrealized -9.2%

— ENLINK MIDSTREAM LLC 0.1%

Value $604K Shares 40,000 Est. Cost $33.95 Unrealized —

MOH MOLINA HEALTHCARE INC 0.1%

Value $601K Shares 10,000 Est. Cost $36.85 Unrealized +71.0%

SYF SYNCHRONY FINL 0.1%

Value $600K Shares 19,719 Est. Cost $25.00 Unrealized 0.0%

HRB BLOCK H & R INC 0.1%

Value $600K Shares 18,000 Est. Cost $19.54 Unrealized +23.7%

— DRIL-QUIP INC 0.1%

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

CVLT COMMVAULT SYSTEMS INC 0.1%

Value $590K Shares 15,000 Est. Cost $69.18 Unrealized -43.5%

XEL XCEL ENERGY INC 0.1%

Value $583K Shares 16,243 Est. Cost $19.89 Unrealized +30.8%

— FMC TECHNOLOGIES INC 0.1%

Value $580K Shares 20,000 Est. Cost $52.30 Unrealized —

— SEMGROUP CORP 0.1%

Value $577K Shares 20,000 Est. Cost $65.70 Unrealized —

GCO GENESCO INC 0.1%

Value $568K Shares 10,000 Est. Cost $72.64 Unrealized -20.4%

Value $567K Shares 18,879 Est. Cost $30.01 Unrealized -3.7%

BWXT BWX TECHNOLOGIES INC 0.1%

Value $556K Shares 17,500 Est. Cost $22.66 Unrealized +15.6%

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $550K Shares 15,000 Est. Cost $29.33 Unrealized +1.0%

DVN DEVON ENERGY CORP NEW 0.1%

Value $544K Shares 17,000 Est. Cost $41.69 Unrealized -32.0%

— FINISH LINE INC 0.1%

Value $542K Shares 30,000 Est. Cost $27.10 Unrealized —

EMN EASTMAN CHEM CO 0.1%

Value $540K Shares 8,000 Est. Cost $56.96 Unrealized -11.7%

— SPECTRA ENERGY CORP 0.1%

Value $529K Shares 22,100 Est. Cost $36.92 Unrealized —

NPKI NEWPARK RES INC 0.1%

Value $528K Shares 100,000 Est. Cost $11.44 Unrealized -49.6%

— VERINT SYS INC 0.1%

Value $527K Shares 12,981 Est. Cost $46.91 Unrealized —

HAL HALLIBURTON CO 0.1%

Value $520K Shares 15,267 Est. Cost $42.79 Unrealized -27.6%

COR AMERISOURCEBERGEN CORP 0.1%

Value $518K Shares 4,996 Est. Cost $49.28 Unrealized +47.6%

— CENTURYLINK INC 0.1%

Value $517K Shares 20,550 Est. Cost $32.85 Unrealized —

MTH MERITAGE HOMES CORP 0.1%

Value $510K Shares 15,000 Est. Cost $22.78 Unrealized -19.7%

BXP BOSTON PROPERTIES INC 0.1%

Value $510K Shares 4,000 Est. Cost $66.97 Unrealized +22.6%

— NEKTAR THERAPEUTICS 0.1%

Value $506K Shares 30,000 Est. Cost $12.13 Unrealized —

SNPS SYNOPSYS INC 0.1%

Value $490K Shares 10,742 Est. Cost $40.13 Unrealized +20.5%

SLB SCHLUMBERGER LTD 0.1%

Value $486K Shares 6,966 Est. Cost $65.48 Unrealized -14.3%

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $485K Shares 6,318 Est. Cost $26.27 Unrealized +147.1%

— HESS CORP 0.1%

Value $485K Shares 10,000 Est. Cost $82.90 Unrealized —

PH PARKER HANNIFIN CORP 0.1%

Value $485K Shares 5,000 Est. Cost $98.49 Unrealized -12.6%

EXPE EXPEDIA INC DEL 0.1%

Value $482K Shares 3,875 Est. Cost $67.77 Unrealized +77.3%

— XEROX CORP 0.1%

Value $468K Shares 44,000 Est. Cost $11.30 Unrealized —

MYE MYERS INDS INC 0.1%

Value $466K Shares 35,000 Est. Cost $13.73 Unrealized -23.7%

— ORBITAL ATK INC 0.1%

Value $465K Shares 5,209 Est. Cost $76.60 Unrealized —

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $464K Shares 40,000 Est. Cost $11.24 Unrealized -14.0%

— TENNECO INC 0.1%

Value $459K Shares 10,000 Est. Cost $58.10 Unrealized —

HPE HEWLETT PACKARD ENTERPRISE C 0.1%

Value $456K Shares 30,000 Est. Cost $6.50 Unrealized 0.0%

ABT ABBOTT LABS 0.1%

Value $449K Shares 10,000 Est. Cost $30.73 Unrealized +18.9%

— FARO TECHNOLOGIES INC 0.1%

Value $443K Shares 15,000 Est. Cost $53.00 Unrealized —

CRUS CIRRUS LOGIC INC 0.1%

Value $443K Shares 15,000 Est. Cost $19.04 Unrealized +63.2%

— BOULDER BRANDS INC 0.1%

Value $439K Shares 40,000 Est. Cost $17.63 Unrealized —

— FIBROGEN INC 0.1%

Value $437K Shares 14,352 Est. Cost $21.95 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $435K Shares 10,000 Est. Cost $27.12 Unrealized +36.0%

— ACHILLION PHARMACEUTICALS IN 0.1%

Value $432K Shares 40,000 Est. Cost $6.90 Unrealized —

— GREENHILL & CO INC 0.1%

Value $429K Shares 15,000 Est. Cost $52.00 Unrealized —

MU MICRON TECHNOLOGY INC 0.1%

Value $425K Shares 30,000 Est. Cost $23.18 Unrealized -32.7%

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $423K Shares 3,333 Est. Cost $78.33 Unrealized +28.8%

C CITIGROUP INC 0.1%

Value $414K Shares 8,000 Est. Cost $37.07 Unrealized +6.9%

— JUNIPER NETWORKS INC 0.1%

Value $414K Shares 15,000 Est. Cost $25.73 Unrealized —

— ARQULE INC 0.1%

Value $412K Shares 190,000 Est. Cost $2.05 Unrealized —

PNNT PENNANTPARK INVT CORP 0.1%

Value $412K Shares 66,710 Est. Cost $2.62 Unrealized -25.9%

MUR MURPHY OIL CORP 0.1%

Value $404K Shares 18,000 Est. Cost $38.91 Unrealized -52.8%

— FTD COS INC 0.1%

Value $393K Shares 15,000 Est. Cost $31.80 Unrealized —

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $387K Shares 10,000 Est. Cost $22.69 Unrealized +24.2%

KMT KENNAMETAL INC 0.1%

Value $384K Shares 20,000 Est. Cost $33.32 Unrealized -41.6%

DAR DARLING INGREDIENTS INC 0.1%

Value $368K Shares 35,000 Est. Cost $20.04 Unrealized -48.0%

— HAYNES INTERNATIONAL INC 0.1%

Value $367K Shares 10,000 Est. Cost $54.00 Unrealized —

KOP KOPPERS HOLDINGS INC 0.1%

Value $365K Shares 20,000 Est. Cost $38.65 Unrealized -49.1%

— DENTSPLY INTL INC NEW 0.1%

Value $365K Shares 6,000 Est. Cost $46.00 Unrealized —

— ROVI CORP 0.1%

Value $362K Shares 21,758 Est. Cost $22.80 Unrealized —

HPQ HP INC 0.1%

Value $355K Shares 30,000 Est. Cost $9.12 Unrealized 0.0%

— LEGG MASON INC 0.1%

Value $353K Shares 9,000 Est. Cost $49.00 Unrealized —

— ACCELERON PHARMA INC 0.1%

Value $342K Shares 7,000 Est. Cost $48.86 Unrealized —

AIG AMERICAN INTL GROUP INC 0.1%

Value $341K Shares 5,500 Est. Cost $37.86 Unrealized +25.0%

TRIP TRIPADVISOR INC 0.1%

Value $330K Shares 3,875 Est. Cost $81.07 Unrealized -11.5%

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $327K Shares 10,000 Est. Cost $25.47 Unrealized +28.8%

KEYS KEYSIGHT TECHNOLOGIES INC 0.1%

Value $327K Shares 11,542 Est. Cost $32.07 Unrealized -4.2%

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $315K Shares 7,439 Est. Cost $36.77 Unrealized +12.5%

— PICO HLDGS INC 0.1%

Value $310K Shares 30,000 Est. Cost $26.00 Unrealized —

CROX CROCS INC 0.1%

Value $307K Shares 30,000 Est. Cost $15.31 Unrealized -29.7%

DOV DOVER CORP 0.1%

Value $307K Shares 5,000 Est. Cost $50.30 Unrealized -15.4%

— TOKAI PHARMACEUTICALS INC 0.1%

Value $305K Shares 35,000 Est. Cost $10.34 Unrealized —

— AMAG PHARMACEUTICALS INC 0.1%

Value $302K Shares 10,000 Est. Cost $19.35 Unrealized —

— STAPLES INC 0.1%

Value $287K Shares 30,348 Est. Cost $11.34 Unrealized —

EXC EXELON CORP 0.1%

Value $283K Shares 10,200 Est. Cost $13.80 Unrealized +2.8%

— INGERSOLL-RAND PLC 0.1%

Value $276K Shares 5,000 Est. Cost $57.20 Unrealized —

MUSA MURPHY USA INC 0.1%

Value $273K Shares 4,500 Est. Cost $45.04 Unrealized +29.0%

— NOBLE ENERGY INC 0.1%

Value $268K Shares 8,130 Est. Cost $30.14 Unrealized —

NRG NRG ENERGY INC 0.1%

Value $265K Shares 22,496 Est. Cost $22.10 Unrealized -54.1%

KMI KINDER MORGAN INC DEL 0.1%

Value $258K Shares 17,264 Est. Cost $18.43 Unrealized -22.5%

— DREAMWORKS ANIMATION SKG INC 0.1%

Value $258K Shares 10,000 Est. Cost $26.60 Unrealized —

MAN MANPOWERGROUP INC 0.1%

Value $253K Shares 3,000 Est. Cost $79.12 Unrealized +10.5%

— ARRAY BIOPHARMA INC 0.1%

Value $253K Shares 60,000 Est. Cost $4.70 Unrealized —

— MARATHON OIL CORP 0.1%

Value $252K Shares 20,000 Est. Cost $35.50 Unrealized —

CVCO CAVCO INDS INC DEL 0.1%

Value $250K Shares 3,000 Est. Cost $76.06 Unrealized +11.7%

— XURA INC 0.1%

Value $246K Shares 10,000 Est. Cost $22.40 Unrealized —

— QUALITY SYS INC 0.0%

Value $242K Shares 15,000 Est. Cost $16.87 Unrealized —

RGA REINSURANCE GROUP AMER INC 0.0%

Value $242K Shares 2,829 Est. Cost $75.92 Unrealized +19.3%

EMR EMERSON ELEC CO 0.0%

Value $239K Shares 5,000 Est. Cost $47.79 Unrealized -23.6%

— ASTORIA FINL CORP 0.0%

Value $238K Shares 15,000 Est. Cost $13.80 Unrealized —

PLD PROLOGIS INC 0.0%

Value $235K Shares 5,464 Est. Cost $27.64 Unrealized +13.7%

— IAC INTERACTIVECORP 0.0%

Value $233K Shares 3,875 Est. Cost $71.48 Unrealized —

MCY MERCURY GENL CORP NEW 0.0%

Value $233K Shares 5,000 Est. Cost $45.68 Unrealized +10.9%

— KANSAS CITY SOUTHERN 0.0%

Value $224K Shares 3,000 Est. Cost $102.00 Unrealized —

VTR VENTAS INC 0.0%

Value $222K Shares 3,933 Est. Cost $41.21 Unrealized -15.3%

— NEWLINK GENETICS CORP 0.0%

Value $218K Shares 6,000 Est. Cost $35.83 Unrealized —

LNN LINDSAY CORP 0.0%

Value $217K Shares 3,000 Est. Cost $72.98 Unrealized -16.4%

NWSA NEWS CORP NEW 0.0%

Value $217K Shares 16,250 Est. Cost $15.19 Unrealized -17.7%

— INTERPUBLIC GROUP COS INC 0.0%

Value $210K Shares 9,000 Est. Cost $15.38 Unrealized 0.0%

HL HECLA MNG CO 0.0%

Value $208K Shares 110,000 Est. Cost $3.11 Unrealized -36.2%

— COLUMBIA PIPELINE GROUP INC 0.0%

Value $200K Shares 10,000 Est. Cost $18.30 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.0%

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

NI NISOURCE INC 0.0%

Value $195K Shares 10,000 Est. Cost $9.34 Unrealized +49.4%

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.0%

Value $193K Shares 16,000 Est. Cost $18.31 Unrealized —

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $182K Shares 15,087 Est. Cost $11.21 Unrealized -17.0%

— OCWEN FINL CORP 0.0%

Value $181K Shares 26,000 Est. Cost $39.19 Unrealized —

GTLS CHART INDS INC 0.0%

Value $180K Shares 10,000 Est. Cost $86.10 Unrealized -76.7%

PHM PULTE GROUP INC 0.0%

Value $178K Shares 10,000 Est. Cost $17.01 Unrealized -3.3%

— ADTRAN INC 0.0%

Value $172K Shares 10,000 Est. Cost $24.40 Unrealized —

— NABORS INDUSTRIES LTD 0.0%

Value $170K Shares 20,000 Est. Cost $24.65 Unrealized —

— WEATHERFORD INTL PLC 0.0%

Value $168K Shares 20,000 Est. Cost $20.80 Unrealized —

XENE XENON PHARMACEUTICALS INC 0.0%

Value $161K Shares 20,000 Est. Cost $13.82 Unrealized -38.0%

FSS FEDERAL SIGNAL CORP 0.0%

Value $159K Shares 10,000 Est. Cost $11.92 Unrealized +18.6%

HLX HELIX ENERGY SOLUTIONS GRP I 0.0%

Value $158K Shares 30,000 Est. Cost $22.27 Unrealized -74.0%

— OASIS PETE INC NEW 0.0%

Value $147K Shares 20,000 Est. Cost $41.75 Unrealized —

FOLD AMICUS THERAPEUTICS INC 0.0%

Value $146K Shares 15,000 Est. Cost $2.50 Unrealized +260.4%

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $144K Shares 40,000 Est. Cost $10.39 Unrealized -53.9%

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $140K Shares 12,000 Est. Cost $10.36 Unrealized -8.4%

— PIER 1 IMPORTS INC 0.0%

Value $127K Shares 25,000 Est. Cost $18.88 Unrealized —

— UNITED ONLINE INC 0.0%

Value $126K Shares 10,714 Est. Cost $11.57 Unrealized —

NVRI HARSCO CORP 0.0%

Value $118K Shares 15,000 Est. Cost $24.55 Unrealized -60.2%

— MCDERMOTT INTL INC 0.0%

Value $117K Shares 35,000 Est. Cost $7.83 Unrealized —

— CHICOS FAS INC 0.0%

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

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $101K Shares 10,000 Est. Cost $7.90 Unrealized —

— WPX ENERGY INC 0.0%

Value $96,000 Shares 16,666 Est. Cost $18.00 Unrealized —

— PENNEY J C INC 0.0%

Value $83,000 Shares 12,500 Est. Cost $8.64 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $73,000 Shares 15,602 Est. Cost $5.70 Unrealized —

— AVON PRODS INC 0.0%

Value $61,000 Shares 15,000 Est. Cost $14.67 Unrealized —

— SPRINT CORP 0.0%

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

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $49,000 Shares 17,000 Est. Cost $3.82 Unrealized -41.3%

— LINNCO LLC 0.0%

Value $26,000 Shares 25,200 Est. Cost $27.06 Unrealized —

— CALIFORNIA RES CORP 0.0%

Value $23,000 Shares 10,000 Est. Cost $5.50 Unrealized —

— AK STL HLDG CORP 0.0%

Value $22,000 Shares 10,000 Est. Cost $7.20 Unrealized —

— ENERGY XXI LTD 0.0%

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

— KINDER MORGAN INC DEL 0.0%

Value $2,000 Shares 26,117 Est. Cost $1.76 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	185,500	$19.53M	4.0%	$18.36	+40.1%	COM	037833100
MSFT	MICROSOFT CORP	185,000	$10.26M	2.1%	$31.26	+46.9%	COM	594918104
JPM	JPMORGAN CHASE & CO	135,000	$8.914M	1.8%	$42.08	+18.0%	COM	46625H100
PG	PROCTER & GAMBLE CO	70,000	$5.559M	1.1%	$56.51	+2.5%	COM	742718109
XOM	EXXON MOBIL CORP	70,000	$5.457M	1.1%	$58.08	-11.5%	COM	30231G102
WFC	WELLS FARGO & CO NEW	100,000	$5.436M	1.1%	$33.41	+22.2%	COM	949746101
AMZN	AMAZON COM INC	8,000	$5.407M	1.1%	$18.56	+69.9%	COM	023135106
PM	PHILIP MORRIS INTL INC	60,000	$5.275M	1.1%	$44.74	+16.9%	COM	718172109
DIS	DISNEY WALT CO	50,000	$5.254M	1.1%	$69.69	+46.7%	COM DISNEY	254687106
JNJ	JOHNSON & JOHNSON	50,000	$5.136M	1.1%	$66.63	+14.0%	COM	478160104
MRK	MERCK & CO INC NEW	93,252	$4.926M	1.0%	$35.76	+2.8%	COM	58933Y105
ALK	ALASKA AIR GROUP INC	60,000	$4.831M	1.0%	$39.91	+83.3%	COM	011659109
ALKS	ALKERMES PLC	60,000	$4.763M	1.0%	$47.58	+47.2%	SHS	G01767105
MO	ALTRIA GROUP INC	80,000	$4.657M	1.0%	$17.12	+72.1%	COM	02209S103
IONS	IONIS PHARMACEUTICALS INC	70,000	$4.335M	0.9%	$53.96	0.0%	COM	462222100
CMCSA	COMCAST CORP NEW	75,000	$4.232M	0.9%	$22.24	+6.8%	CL A	20030N101
CSCO	CISCO SYS INC	150,000	$4.073M	0.8%	$15.30	+31.8%	COM	17275R102
GILD	GILEAD SCIENCES INC	40,000	$4.048M	0.8%	$54.49	+33.8%	COM	375558103
LOW	LOWES COS INC	50,000	$3.802M	0.8%	$39.01	+58.2%	COM	548661107
INTC	INTEL CORP	110,000	$3.79M	0.8%	$18.67	+42.7%	COM	458140100
PFE	PFIZER INC	115,956	$3.743M	0.8%	$18.20	+11.9%	COM	717081103
TRV	TRAVELERS COMPANIES INC	32,443	$3.662M	0.8%	$64.62	+37.6%	COM	89417E109
ORCL	ORACLE CORP	100,000	$3.653M	0.7%	$31.98	+2.6%	COM	68389X105
AXP	AMERICAN EXPRESS CO	50,000	$3.478M	0.7%	$75.50	-16.7%	COM	025816109
USB	US BANCORP DEL	80,000	$3.414M	0.7%	$27.34	+8.2%	COM NEW	902973304
BK	BANK NEW YORK MELLON CORP	80,038	$3.299M	0.7%	$24.75	+31.2%	COM	064058100
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$3.294M	0.7%	$12.23	—	COM	458118106
COST	COSTCO WHSL CORP NEW	20,000	$3.23M	0.7%	$91.29	+45.5%	COM	22160K105
CVX	CHEVRON CORP NEW	35,000	$3.149M	0.6%	$70.36	-17.0%	COM	166764100
—	ACTIVISION BLIZZARD INC	80,000	$3.097M	0.6%	$20.44	—	COM	00507V109
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.004M	0.6%	$25.87	+4.1%	COM	92343V104
MCD	MCDONALDS CORP	25,093	$2.964M	0.6%	$70.27	+24.1%	COM	580135101
LLY	LILLY ELI & CO	35,000	$2.949M	0.6%	$44.54	+56.5%	COM	532457108
AMT	AMERICAN TOWER CORP NEW	30,000	$2.909M	0.6%	$61.59	+23.3%	COM	03027X100
—	CORE MARK HOLDING CO INC	35,000	$2.868M	0.6%	$59.12	—	COM	218681104
KO	COCA COLA CO	65,000	$2.792M	0.6%	$26.56	+16.1%	COM	191216100
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$2.752M	0.6%	$109.22	-19.9%	COM	459200101
GS	GOLDMAN SACHS GROUP INC	15,000	$2.703M	0.6%	$133.70	+13.0%	COM	38141G104
CL	COLGATE PALMOLIVE CO	40,000	$2.665M	0.5%	$47.90	+9.7%	COM	194162103
UNP	UNION PAC CORP	34,000	$2.659M	0.5%	$71.52	-4.5%	COM	907818108
THC	TENET HEALTHCARE CORP	85,000	$2.576M	0.5%	$44.12	-25.7%	COM NEW	88033G407
AWR	AMERICAN STS WTR CO	60,000	$2.517M	0.5%	$23.08	+47.6%	COM	029899101
HALO	HALOZYME THERAPEUTICS INC	145,000	$2.513M	0.5%	$16.65	-4.3%	COM	40637H109
—	RAYTHEON CO	20,000	$2.491M	0.5%	$98.80	—	COM NEW	755111507
WMT	WAL-MART STORES INC	40,000	$2.452M	0.5%	$19.90	-16.4%	COM	931142103
—	UNITED TECHNOLOGIES CORP	25,000	$2.402M	0.5%	$116.84	—	COM	913017109
GERN	GERON CORP	490,000	$2.372M	0.5%	$3.75	+7.2%	COM	374163103
—	TIME WARNER INC	36,666	$2.371M	0.5%	$65.32	—	COM NEW	887317303
ABBV	ABBVIE INC	40,000	$2.37M	0.5%	$39.76	-4.5%	COM	00287Y109
PEP	PEPSICO INC	23,251	$2.323M	0.5%	$56.86	+29.2%	COM	713448108
SJM	SMUCKER J M CO	18,405	$2.27M	0.5%	$68.74	+27.9%	COM NEW	832696405
—	AETNA INC NEW	20,012	$2.164M	0.4%	$81.84	—	COM	00817Y108
BIIB	BIOGEN INC	7,000	$2.144M	0.4%	$330.23	-13.0%	COM	09062X103
COP	CONOCOPHILLIPS	45,000	$2.101M	0.4%	$45.41	-15.5%	COM	20825C104
ALL	ALLSTATE CORP	33,810	$2.099M	0.4%	$41.54	+19.8%	COM	020002101
SEIC	SEI INVESTMENTS CO	40,000	$2.096M	0.4%	$29.39	+56.0%	COM	784117103
HON	HONEYWELL INTL INC	20,000	$2.071M	0.4%	$64.71	+14.8%	COM	438516106
—	DOW CHEM CO	40,165	$2.068M	0.4%	$48.60	—	COM	260543103
MDLZ	MONDELEZ INTL INC	45,987	$2.062M	0.4%	$26.35	+34.6%	CL A	609207105
PRU	PRUDENTIAL FINL INC	25,000	$2.035M	0.4%	$52.24	+0.7%	COM	744320102
—	CHUBB CORP	15,000	$1.99M	0.4%	$89.33	—	COM	171232101
—	MONSANTO CO NEW	20,000	$1.97M	0.4%	$113.75	—	COM	61166W101
—	EMPIRE DIST ELEC CO	70,000	$1.965M	0.4%	$24.31	—	COM	291641108
—	AMERICAN EQTY INVT LIFE HLD	80,000	$1.922M	0.4%	$23.63	—	COM	025676206
NOC	NORTHROP GRUMMAN CORP	10,000	$1.888M	0.4%	$97.12	+60.2%	COM	666807102
TROW	PRICE T ROWE GROUP INC	26,000	$1.859M	0.4%	$52.57	-3.2%	COM	74144T108
—	TIME WARNER CABLE INC	10,000	$1.856M	0.4%	$137.20	—	COM	88732J207
ITW	ILLINOIS TOOL WKS INC	20,000	$1.854M	0.4%	$61.28	+16.5%	COM	452308109
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.849M	0.4%	$35.93	+30.0%	COM	110122108
—	BAKER HUGHES INC	40,000	$1.846M	0.4%	$64.11	—	COM	057224107
—	REYNOLDS AMERICAN INC	40,000	$1.846M	0.4%	$48.84	—	COM	761713106
PSX	PHILLIPS 66	22,500	$1.841M	0.4%	$49.82	+18.6%	COM	718546104
YUM	YUM BRANDS INC	25,000	$1.826M	0.4%	$42.07	+2.9%	COM	988498101
TGT	TARGET CORP	25,000	$1.815M	0.4%	$41.65	+32.7%	COM	87612E106
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$1.807M	0.4%	$44.55	+29.8%	COM	955306105
—	TWENTY FIRST CENTY FOX INC	65,000	$1.765M	0.4%	$31.97	—	CL A	90130A101
EPR	EPR PPTYS	30,000	$1.754M	0.4%	$53.40	—	COM SH BEN INT	26884U109
SWK	STANLEY BLACK & DECKER INC	16,375	$1.748M	0.4%	$59.39	+36.6%	COM	854502101
—	BROADCOM CORP	30,000	$1.735M	0.4%	$31.47	—	CL A	111320107
OXY	OCCIDENTAL PETE CORP DEL	25,000	$1.69M	0.3%	$62.47	-14.5%	COM	674599105
—	DISCOVER FINL SVCS	31,350	$1.681M	0.3%	$58.18	—	COM	254709108
EFX	EQUIFAX INC	15,000	$1.671M	0.3%	$62.16	+57.9%	COM	294429105
—	DU PONT E I DE NEMOURS & CO	25,000	$1.665M	0.3%	$67.12	—	COM	263534109
KFY	KORN FERRY INTL	50,000	$1.659M	0.3%	$22.02	+37.8%	COM NEW	500643200
INCY	INCYTE CORP	15,000	$1.627M	0.3%	$62.06	+79.7%	COM	45337C102
GOOGL	ALPHABET INC	2,080	$1.618M	0.3%	$36.73	0.0%	CAP STK CL A	02079K305
BAC	BANK AMER CORP	95,082	$1.6M	0.3%	$13.25	+2.3%	COM	060505104
GOOG	ALPHABET INC	2,085	$1.582M	0.3%	$35.61	0.0%	CAP STK CL C	02079K107
MCK	MCKESSON CORP	8,000	$1.578M	0.3%	$160.13	+9.0%	COM	58155Q103
—	ONCOMED PHARMACEUTICALS INC	70,000	$1.578M	0.3%	$22.54	—	COM	68234X102
—	CELLDEX THERAPEUTICS INC NEW	100,000	$1.568M	0.3%	$17.67	—	COM	15117B103
PTC	PTC INC	45,000	$1.558M	0.3%	$36.75	-4.7%	COM	69370C100
AVB	AVALONBAY CMNTYS INC	8,407	$1.548M	0.3%	$84.84	+49.9%	COM	053484101
T	AT&T INC	45,000	$1.548M	0.3%	$10.85	+14.6%	COM	00206R102
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.542M	0.3%	$3.76	+31.8%	CL A	29382R107
—	INFINERA CORPORATION	85,000	$1.54M	0.3%	$9.08	—	COM	45667G103
MDT	MEDTRONIC PLC	20,000	$1.538M	0.3%	$58.10	+0.8%	SHS	G5960L103
—	PRAXAIR INC	15,000	$1.536M	0.3%	$131.00	—	COM	74005P104
BC	BRUNSWICK CORP	30,000	$1.515M	0.3%	$36.35	+19.2%	COM	117043109
—	CITRIX SYS INC	20,000	$1.513M	0.3%	$57.45	—	COM	177376100
QCOM	QUALCOMM INC	30,000	$1.5M	0.3%	$54.02	-26.0%	COM	747525103
—	ADURO BIOTECH INC	53,300	$1.5M	0.3%	$19.36	—	COM	00739L101
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.497M	0.3%	$38.81	+19.6%	COM	571748102
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.493M	0.3%	$28.89	+18.4%	COM	440327104
AZO	AUTOZONE INC	2,000	$1.484M	0.3%	$518.77	+47.1%	COM	053332102
CVS	CVS HEALTH CORP	15,000	$1.467M	0.3%	$51.11	+42.1%	COM	126650100
—	POPEYES LA KITCHEN INC	25,000	$1.463M	0.3%	$40.64	—	COM	732872106
EEFT	EURONET WORLDWIDE INC	20,000	$1.449M	0.3%	$41.47	+84.5%	COM	298736109
—	SOUTH ST CORP	20,000	$1.439M	0.3%	$55.90	—	COM	840441109
—	PRIVATEBANCORP INC	35,000	$1.436M	0.3%	$30.51	—	COM	742962103
—	CORESITE RLTY CORP	25,000	$1.418M	0.3%	$31.00	—	COM	21870Q105
—	PINNACLE ENTMT INC	45,000	$1.4M	0.3%	$23.71	—	COM	723456109
—	CHESAPEAKE LODGING TR	55,000	$1.384M	0.3%	$25.73	—	SH BEN INT	165240102
GD	GENERAL DYNAMICS CORP	10,000	$1.374M	0.3%	$80.10	+43.1%	COM	369550108
—	COLONY CAP INC	70,000	$1.364M	0.3%	$21.96	—	CL A	19624R106
HEI	HEICO CORP NEW	25,000	$1.359M	0.3%	$29.73	-12.5%	COM	422806109
CAH	CARDINAL HEALTH INC	15,000	$1.339M	0.3%	$50.49	+26.0%	COM	14149Y108
MATW	MATTHEWS INTL CORP	25,000	$1.336M	0.3%	$31.38	+37.9%	CL A	577128101
CYH	COMMUNITY HEALTH SYS INC NEW	50,000	$1.326M	0.3%	$35.59	-27.4%	COM	203668108
HD	HOME DEPOT INC	10,000	$1.323M	0.3%	$60.23	+66.0%	COM	437076102
CNC	CENTENE CORP DEL	20,000	$1.316M	0.3%	$22.77	+30.1%	COM	15135B101
—	CAVIUM INC	20,000	$1.314M	0.3%	$43.75	—	COM	14964U108
AMAT	APPLIED MATLS INC	70,000	$1.307M	0.3%	$15.75	-2.1%	COM	038222105
—	WYNDHAM WORLDWIDE CORP	17,859	$1.297M	0.3%	$73.24	—	COM	98310W108
—	E M C CORP MASS	50,250	$1.29M	0.3%	$27.40	—	COM	268648102
—	GENERAL ELECTRIC CO	41,228	$1.284M	0.3%	$25.88	—	COM	369604103
OXM	OXFORD INDS INC	20,000	$1.276M	0.3%	$77.21	-10.8%	COM	691497309
ZTS	ZOETIS INC	26,578	$1.274M	0.3%	$27.83	+50.0%	CL A	98978V103
—	CAMERON INTERNATIONAL CORP	20,000	$1.264M	0.3%	$61.75	—	COM	13342B105
KR	KROGER CO	30,000	$1.255M	0.3%	$23.04	+37.4%	COM	501044101
—	LAM RESEARCH CORP	15,625	$1.241M	0.3%	$54.99	—	COM	512807108
—	VIACOM INC NEW	30,000	$1.235M	0.3%	$85.00	—	CL B	92553P201
GAP	GAP INC DEL	50,000	$1.235M	0.3%	$27.08	-31.3%	COM	364760108
SYY	SYSCO CORP	30,000	$1.23M	0.3%	$26.11	+20.6%	COM	871829107
NSC	NORFOLK SOUTHERN CORP	14,500	$1.227M	0.3%	$71.41	-3.2%	COM	655844108
EQR	EQUITY RESIDENTIAL	15,000	$1.224M	0.3%	$31.71	+47.5%	SH BEN INT	29476L107
—	CIMPRESS N V	15,000	$1.217M	0.2%	$74.87	—	SHS EURO	N20146101
—	CELGENE CORP	10,000	$1.198M	0.2%	$112.75	—	COM	151020104
WSO	WATSCO INC	10,000	$1.171M	0.2%	$96.52	+27.7%	COM	942622200
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.164M	0.2%	$17.75	+8.4%	COM	595017104
—	HEARTWARE INTL INC	23,000	$1.159M	0.2%	$93.78	—	COM	422368100
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$1.131M	0.2%	$11.02	+10.9%	COM	169656105
KHC	KRAFT HEINZ CO	15,329	$1.115M	0.2%	$47.82	-1.6%	COM	500754106
O	REALTY INCOME CORP	21,555	$1.113M	0.2%	$22.70	+31.1%	COM	756109104
AZZ	AZZ INC	20,000	$1.111M	0.2%	$36.74	+32.2%	COM	002474104
MET	METLIFE INC	22,766	$1.098M	0.2%	$31.07	+0.4%	COM	59156R108
—	CHEMTURA CORP	40,000	$1.091M	0.2%	$25.30	—	COM NEW	163893209
—	THERAVANCE INC	102,000	$1.075M	0.2%	$18.84	—	COM	88338T104
SF	STIFEL FINL CORP	25,000	$1.059M	0.2%	$28.20	-8.4%	COM	860630102
PAYX	PAYCHEX INC	20,000	$1.058M	0.2%	$29.49	+30.7%	COM	704326107
CAG	CONAGRA FOODS INC	25,000	$1.054M	0.2%	$16.04	+39.9%	COM	205887102
DUK	DUKE ENERGY CORP NEW	14,733	$1.052M	0.2%	$42.66	+8.7%	COM NEW	26441C204
PLXS	PLEXUS CORP	30,000	$1.048M	0.2%	$40.84	-8.6%	COM	729132100
—	TRUSTCO BK CORP N Y	170,000	$1.044M	0.2%	$7.04	—	COM	898349105
KLAC	KLA-TENCOR CORP	15,000	$1.04M	0.2%	$41.11	+29.9%	COM	482480100
NEE	NEXTERA ENERGY INC	10,000	$1.039M	0.2%	$16.57	+17.7%	COM	65339F101
—	SENIOR HSG PPTYS TR	70,000	$1.039M	0.2%	$22.47	—	SH BEN INT	81721M109
MPC	MARATHON PETE CORP	20,000	$1.037M	0.2%	$33.67	+13.1%	COM	56585A102
—	KNOLL INC	55,000	$1.034M	0.2%	$18.18	—	COM NEW	498904200
—	BBCN BANCORP INC	60,000	$1.033M	0.2%	$17.13	—	COM	073295107
—	CHEMICAL FINL CORP	30,000	$1.028M	0.2%	$32.47	—	COM	163731102
ROK	ROCKWELL AUTOMATION INC	10,000	$1.026M	0.2%	$93.82	-8.3%	COM	773903109
—	KAMAN CORP	25,000	$1.02M	0.2%	$40.68	—	COM	483548103
—	YAHOO INC	30,000	$998K	0.2%	$35.90	—	COM	984332106
ENTG	ENTEGRIS INC	75,000	$995K	0.2%	$11.16	+14.6%	COM	29362U104
WWD	WOODWARD INC	20,000	$993K	0.2%	$39.69	+11.1%	COM	980745103
—	ANADARKO PETE CORP	20,000	$972K	0.2%	$84.75	—	COM	032511107
—	MEDIVATION INC	20,000	$967K	0.2%	$53.45	—	COM	58501N101
A	AGILENT TECHNOLOGIES INC	23,084	$965K	0.2%	$37.33	-4.4%	COM	00846U101
—	MEAD JOHNSON NUTRITION CO	12,219	$965K	0.2%	$83.15	—	COM	582839106
PPG	PPG INDS INC	9,700	$959K	0.2%	$85.80	-2.0%	COM	693506107
JBHT	HUNT J B TRANS SVCS INC	13,000	$954K	0.2%	$65.88	+3.8%	COM	445658107
PNC	PNC FINL SVCS GROUP INC	10,000	$953K	0.2%	$56.79	+18.3%	COM	693475105
—	STATE BK FINL CORP	45,000	$946K	0.2%	$17.69	—	COM	856190103
—	ASPEN TECHNOLOGY INC	25,000	$944K	0.2%	$42.36	—	COM	045327103
—	INTRA CELLULAR THERAPIES INC	17,500	$941K	0.2%	$40.06	—	COM	46116X101
OTTR	OTTER TAIL CORP	35,000	$932K	0.2%	$20.25	-2.0%	COM	689648103
UNM	UNUM GROUP	28,000	$932K	0.2%	$34.13	+1.0%	COM	91529Y106
INDB	INDEPENDENT BANK CORP MASS	20,000	$930K	0.2%	$26.89	+34.0%	COM	453836108
MSI	MOTOROLA SOLUTIONS INC	13,571	$929K	0.2%	$53.66	+10.7%	COM NEW	620076307
—	GLATFELTER	50,000	$922K	0.2%	$27.22	—	COM	377316104
—	AXOVANT SCIENCES LTD	51,000	$920K	0.2%	$12.92	—	COM	G0750W104
CAR	AVIS BUDGET GROUP	25,000	$907K	0.2%	$40.83	-2.0%	COM	053774105
PYPL	PAYPAL HLDGS INC	25,000	$905K	0.2%	$35.85	-1.8%	COM	70450Y103
WMB	WILLIAMS COS INC DEL	35,000	$900K	0.2%	$20.92	-6.5%	COM	969457100
AFL	AFLAC INC	15,000	$899K	0.2%	$23.98	+2.3%	COM	001055102
HUM	HUMANA INC	5,000	$893K	0.2%	$170.02	-4.9%	COM	444859102
HURN	HURON CONSULTING GROUP INC	15,000	$891K	0.2%	$65.04	-13.6%	COM	447462102
—	NIC INC	45,000	$886K	0.2%	$19.31	—	COM	62914B100
IRBTQ	IROBOT CORP	25,000	$885K	0.2%	$40.05	-19.2%	COM	462726100
WEX	WEX INC	10,000	$884K	0.2%	$91.59	-1.0%	COM	96208T104
—	NAVIGANT CONSULTING INC	55,000	$883K	0.2%	$18.65	—	COM	63935N107
NPO	ENPRO INDS INC	20,000	$877K	0.2%	$70.90	-33.7%	COM	29355X107
—	CABOT MICROELECTRONICS CORP	20,000	$876K	0.2%	$44.00	—	COM	12709P103
BALL	BALL CORP	12,000	$873K	0.2%	$23.53	+30.6%	COM	058498106
BDX	BECTON DICKINSON & CO	5,582	$860K	0.2%	$94.25	+31.0%	COM	075887109
AEP	AMERICAN ELEC PWR INC	14,760	$860K	0.2%	$31.83	+24.5%	COM	025537101
—	FORWARD AIR CORP	20,000	$860K	0.2%	$46.10	—	COM	349853101
—	ALCOA INC	85,787	$847K	0.2%	$10.22	—	COM	013817101
F	FORD MTR CO DEL	60,000	$845K	0.2%	$8.37	-0.3%	COM PAR $0.01	345370860
PRGS	PROGRESS SOFTWARE CORP	35,000	$840K	0.2%	$23.95	-0.3%	COM	743312100
NTGR	NETGEAR INC	20,000	$838K	0.2%	$20.77	+20.7%	COM	64111Q104
SCHW	SCHWAB CHARLES CORP NEW	25,000	$823K	0.2%	$22.70	+22.9%	COM	808513105
CLDT	CHATHAM LODGING TR	40,000	$819K	0.2%	$20.23	—	COM	16208T102
FFBC	FIRST FINL BANCORP OH	45,000	$813K	0.2%	$11.01	+19.2%	COM	320209109
KMX	CARMAX INC	15,000	$810K	0.2%	$46.71	+22.2%	COM	143130102
TBPH	THERAVANCE BIOPHARMA INC	49,284	$808K	0.2%	$16.88	-6.0%	COM	G8807B106
SCSC	SCANSOURCE INC	25,000	$806K	0.2%	$39.39	-6.3%	COM	806037107
—	MYLAN N V	14,750	$798K	0.2%	$59.32	—	SHS EURO	N59465109
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$796K	0.2%	$14.83	+46.3%	COM	127387108
SO	SOUTHERN CO	17,000	$795K	0.2%	$25.27	+17.2%	COM	842587107
HTGC	HERCULES TECH GROWTH CAP INC	65,000	$792K	0.2%	$15.67	-28.2%	COM	427096508
—	BAXALTA INC	20,000	$781K	0.2%	$31.50	—	COM	07177M103
—	BRIGGS & STRATTON CORP	45,000	$779K	0.2%	$22.24	—	COM	109043109
ROG	ROGERS CORP	15,000	$774K	0.2%	$60.59	-13.5%	COM	775133101
—	RIGEL PHARMACEUTICALS INC	255,000	$773K	0.2%	$2.47	—	COM NEW	766559603
—	AEGION CORP	40,000	$772K	0.2%	$25.30	—	COM	00770F104
RUSHA	RUSH ENTERPRISES INC	35,000	$766K	0.2%	$12.91	-17.6%	CL A	781846209
DE	DEERE & CO	10,000	$763K	0.2%	$70.10	-7.2%	COM	244199105
BAX	BAXTER INTL INC	20,000	$763K	0.2%	$30.34	+2.3%	COM	071813109
BSX	BOSTON SCIENTIFIC CORP	40,000	$738K	0.2%	$13.13	+36.5%	COM	101137107
—	ROCKWELL COLLINS INC	8,000	$738K	0.2%	$79.63	—	COM	774341101
—	CONSOLIDATED COMM HLDGS INC	35,000	$733K	0.2%	$20.00	—	COM	209034107
LGND	LIGAND PHARMACEUTICALS INC	6,666	$723K	0.1%	$41.68	+48.1%	COM NEW	53220K504
NTRS	NORTHERN TR CORP	10,000	$721K	0.1%	$45.55	+20.0%	COM	665859104
TRN	TRINITY INDS INC	30,000	$721K	0.1%	$18.24	-26.3%	COM	896522109
PBYI	PUMA BIOTECHNOLOGY INC	9,167	$719K	0.1%	$94.57	-17.0%	COM	74587V107
WU	WESTERN UN CO	40,000	$716K	0.1%	$16.35	—	COM	959802109
—	XENOPORT INC	130,000	$714K	0.1%	$5.17	—	COM	98411C100
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$709K	0.1%	$114.47	+13.1%	COM	883556102
—	CUBIC CORP	15,000	$709K	0.1%	$51.07	—	COM	229669106
FLR	FLUOR CORP NEW	15,000	$708K	0.1%	$69.22	-38.2%	COM	343412102
—	ASHLAND INC NEW	6,860	$705K	0.1%	$99.42	—	COM	044209104
M	MACYS INC	20,000	$700K	0.1%	$55.60	-22.1%	COM	55616P104
EBAY	EBAY INC	25,000	$687K	0.1%	$20.67	+18.9%	COM	278642103
—	CARDTRONICS INC	20,000	$673K	0.1%	$38.85	—	COM	14161H108
—	EARTHLINK HLDGS CORP	90,000	$669K	0.1%	$3.61	—	COM	27033X101
KIM	KIMCO RLTY CORP	25,000	$662K	0.1%	$12.11	+31.1%	COM	49446R109
RSG	REPUBLIC SVCS INC	15,000	$660K	0.1%	$26.51	+38.2%	COM	760759100
—	ORITANI FINL CORP DEL	40,000	$660K	0.1%	$15.80	—	COM	68633D103
HUBG	HUB GROUP INC	20,000	$659K	0.1%	$20.24	-7.9%	CL A	443320106
APD	AIR PRODS & CHEMS INC	5,000	$651K	0.1%	$79.28	+23.6%	COM	009158106
LUV	SOUTHWEST AIRLS CO	15,000	$646K	0.1%	$19.19	+105.0%	COM	844741108
—	SYMANTEC CORP	30,000	$630K	0.1%	$19.97	—	COM	871503108
COF	CAPITAL ONE FINL CORP	8,733	$630K	0.1%	$59.33	+7.5%	COM	14040H105
AVY	AVERY DENNISON CORP	10,000	$627K	0.1%	$39.54	+32.5%	COM	053611109
DAN	DANA HLDG CORP	45,000	$621K	0.1%	$16.52	-22.5%	COM	235825205
KSS	KOHLS CORP	13,000	$619K	0.1%	$53.60	-13.7%	COM	500255104
NTCT	NETSCOUT SYS INC	19,977	$613K	0.1%	$37.86	-9.2%	COM	64115T104
—	ENLINK MIDSTREAM LLC	40,000	$604K	0.1%	$33.95	—	COM UNIT REP LTD	29336T100
MOH	MOLINA HEALTHCARE INC	10,000	$601K	0.1%	$36.85	+71.0%	COM	60855R100
SYF	SYNCHRONY FINL	19,719	$600K	0.1%	$25.00	0.0%	COM	87165B103
HRB	BLOCK H & R INC	18,000	$600K	0.1%	$19.54	+23.7%	COM	093671105
—	DRIL-QUIP INC	10,000	$592K	0.1%	$112.10	—	COM	262037104
CVLT	COMMVAULT SYSTEMS INC	15,000	$590K	0.1%	$69.18	-43.5%	COM	204166102
XEL	XCEL ENERGY INC	16,243	$583K	0.1%	$19.89	+30.8%	COM	98389B100
—	FMC TECHNOLOGIES INC	20,000	$580K	0.1%	$52.30	—	COM	30249U101
—	SEMGROUP CORP	20,000	$577K	0.1%	$65.70	—	CL A	81663A105
GCO	GENESCO INC	10,000	$568K	0.1%	$72.64	-20.4%	COM	371532102
ACM	AECOM	18,879	$567K	0.1%	$30.01	-3.7%	COM	00766T100
BWXT	BWX TECHNOLOGIES INC	17,500	$556K	0.1%	$22.66	+15.6%	COM	05605H100
ADM	ARCHER DANIELS MIDLAND CO	15,000	$550K	0.1%	$29.33	+1.0%	COM	039483102
DVN	DEVON ENERGY CORP NEW	17,000	$544K	0.1%	$41.69	-32.0%	COM	25179M103
—	FINISH LINE INC	30,000	$542K	0.1%	$27.10	—	CL A	317923100
EMN	EASTMAN CHEM CO	8,000	$540K	0.1%	$56.96	-11.7%	COM	277432100
—	SPECTRA ENERGY CORP	22,100	$529K	0.1%	$36.92	—	COM	847560109
NPKI	NEWPARK RES INC	100,000	$528K	0.1%	$11.44	-49.6%	COM PAR $.01NEW	651718504
—	VERINT SYS INC	12,981	$527K	0.1%	$46.91	—	COM	92343X100
HAL	HALLIBURTON CO	15,267	$520K	0.1%	$42.79	-27.6%	COM	406216101
COR	AMERISOURCEBERGEN CORP	4,996	$518K	0.1%	$49.28	+47.6%	COM	03073E105
—	CENTURYLINK INC	20,550	$517K	0.1%	$32.85	—	COM	156700106
MTH	MERITAGE HOMES CORP	15,000	$510K	0.1%	$22.78	-19.7%	COM	59001A102
BXP	BOSTON PROPERTIES INC	4,000	$510K	0.1%	$66.97	+22.6%	COM	101121101
—	NEKTAR THERAPEUTICS	30,000	$506K	0.1%	$12.13	—	COM	640268108
SNPS	SYNOPSYS INC	10,742	$490K	0.1%	$40.13	+20.5%	COM	871607107
SLB	SCHLUMBERGER LTD	6,966	$486K	0.1%	$65.48	-14.3%	COM	806857108
SWKS	SKYWORKS SOLUTIONS INC	6,318	$485K	0.1%	$26.27	+147.1%	COM	83088M102
—	HESS CORP	10,000	$485K	0.1%	$82.90	—	COM	42809H107
PH	PARKER HANNIFIN CORP	5,000	$485K	0.1%	$98.49	-12.6%	COM	701094104
EXPE	EXPEDIA INC DEL	3,875	$482K	0.1%	$67.77	+77.3%	COM NEW	30212P303
—	XEROX CORP	44,000	$468K	0.1%	$11.30	—	COM	984121103
MYE	MYERS INDS INC	35,000	$466K	0.1%	$13.73	-23.7%	COM	628464109
—	ORBITAL ATK INC	5,209	$465K	0.1%	$76.60	—	COM	68557N103
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$464K	0.1%	$11.24	-14.0%	COM CL A	46333X108
—	TENNECO INC	10,000	$459K	0.1%	$58.10	—	COM	880349105
HPE	HEWLETT PACKARD ENTERPRISE C	30,000	$456K	0.1%	$6.50	0.0%	COM	42824C109
ABT	ABBOTT LABS	10,000	$449K	0.1%	$30.73	+18.9%	COM	002824100
—	FARO TECHNOLOGIES INC	15,000	$443K	0.1%	$53.00	—	COM	311642102
CRUS	CIRRUS LOGIC INC	15,000	$443K	0.1%	$19.04	+63.2%	COM	172755100
—	BOULDER BRANDS INC	40,000	$439K	0.1%	$17.63	—	COM	101405108
—	FIBROGEN INC	14,352	$437K	0.1%	$21.95	—	COM	31572Q808
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$435K	0.1%	$27.12	+36.0%	COM	416515104
—	ACHILLION PHARMACEUTICALS IN	40,000	$432K	0.1%	$6.90	—	COM	00448Q201
—	GREENHILL & CO INC	15,000	$429K	0.1%	$52.00	—	COM	395259104
MU	MICRON TECHNOLOGY INC	30,000	$425K	0.1%	$23.18	-32.7%	COM	595112103
HII	HUNTINGTON INGALLS INDS INC	3,333	$423K	0.1%	$78.33	+28.8%	COM	446413106
C	CITIGROUP INC	8,000	$414K	0.1%	$37.07	+6.9%	COM NEW	172967424
—	JUNIPER NETWORKS INC	15,000	$414K	0.1%	$25.73	—	COM	48203R104
—	ARQULE INC	190,000	$412K	0.1%	$2.05	—	COM	04269E107
PNNT	PENNANTPARK INVT CORP	66,710	$412K	0.1%	$2.62	-25.9%	COM	708062104
MUR	MURPHY OIL CORP	18,000	$404K	0.1%	$38.91	-52.8%	COM	626717102
—	FTD COS INC	15,000	$393K	0.1%	$31.80	—	COM	30281V108
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$387K	0.1%	$22.69	+24.2%	COM	744573106
KMT	KENNAMETAL INC	20,000	$384K	0.1%	$33.32	-41.6%	COM	489170100
DAR	DARLING INGREDIENTS INC	35,000	$368K	0.1%	$20.04	-48.0%	COM	237266101
—	HAYNES INTERNATIONAL INC	10,000	$367K	0.1%	$54.00	—	COM NEW	420877201
KOP	KOPPERS HOLDINGS INC	20,000	$365K	0.1%	$38.65	-49.1%	COM	50060P106
—	DENTSPLY INTL INC NEW	6,000	$365K	0.1%	$46.00	—	COM	249030107
—	ROVI CORP	21,758	$362K	0.1%	$22.80	—	COM	779376102
HPQ	HP INC	30,000	$355K	0.1%	$9.12	0.0%	COM	40434L105
—	LEGG MASON INC	9,000	$353K	0.1%	$49.00	—	COM	524901105
—	ACCELERON PHARMA INC	7,000	$342K	0.1%	$48.86	—	COM	00434H108
AIG	AMERICAN INTL GROUP INC	5,500	$341K	0.1%	$37.86	+25.0%	COM NEW	026874784
TRIP	TRIPADVISOR INC	3,875	$330K	0.1%	$81.07	-11.5%	COM	896945201
GT	GOODYEAR TIRE & RUBR CO	10,000	$327K	0.1%	$25.47	+28.8%	COM	382550101
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$327K	0.1%	$32.07	-4.2%	COM	49338L103
AAL	AMERICAN AIRLS GROUP INC	7,439	$315K	0.1%	$36.77	+12.5%	COM	02376R102
—	PICO HLDGS INC	30,000	$310K	0.1%	$26.00	—	COM NEW	693366205
CROX	CROCS INC	30,000	$307K	0.1%	$15.31	-29.7%	COM	227046109
DOV	DOVER CORP	5,000	$307K	0.1%	$50.30	-15.4%	COM	260003108
—	TOKAI PHARMACEUTICALS INC	35,000	$305K	0.1%	$10.34	—	COM	88907J107
—	AMAG PHARMACEUTICALS INC	10,000	$302K	0.1%	$19.35	—	COM	00163U106
—	STAPLES INC	30,348	$287K	0.1%	$11.34	—	COM	855030102
EXC	EXELON CORP	10,200	$283K	0.1%	$13.80	+2.8%	COM	30161N101
—	INGERSOLL-RAND PLC	5,000	$276K	0.1%	$57.20	—	SHS	G47791101
MUSA	MURPHY USA INC	4,500	$273K	0.1%	$45.04	+29.0%	COM	626755102
—	NOBLE ENERGY INC	8,130	$268K	0.1%	$30.14	—	COM	655044105
NRG	NRG ENERGY INC	22,496	$265K	0.1%	$22.10	-54.1%	COM NEW	629377508
KMI	KINDER MORGAN INC DEL	17,264	$258K	0.1%	$18.43	-22.5%	COM	49456B101
—	DREAMWORKS ANIMATION SKG INC	10,000	$258K	0.1%	$26.60	—	CL A	26153C103
MAN	MANPOWERGROUP INC	3,000	$253K	0.1%	$79.12	+10.5%	COM	56418H100
—	ARRAY BIOPHARMA INC	60,000	$253K	0.1%	$4.70	—	COM	04269X105
—	MARATHON OIL CORP	20,000	$252K	0.1%	$35.50	—	COM	565849106
CVCO	CAVCO INDS INC DEL	3,000	$250K	0.1%	$76.06	+11.7%	COM	149568107
—	XURA INC	10,000	$246K	0.1%	$22.40	—	COM	98420V107
—	QUALITY SYS INC	15,000	$242K	0.0%	$16.87	—	COM	747582104
RGA	REINSURANCE GROUP AMER INC	2,829	$242K	0.0%	$75.92	+19.3%	COM NEW	759351604
EMR	EMERSON ELEC CO	5,000	$239K	0.0%	$47.79	-23.6%	COM	291011104
—	ASTORIA FINL CORP	15,000	$238K	0.0%	$13.80	—	COM	046265104
PLD	PROLOGIS INC	5,464	$235K	0.0%	$27.64	+13.7%	COM	74340W103
—	IAC INTERACTIVECORP	3,875	$233K	0.0%	$71.48	—	COM PAR $.001	44919P508
MCY	MERCURY GENL CORP NEW	5,000	$233K	0.0%	$45.68	+10.9%	COM	589400100
—	KANSAS CITY SOUTHERN	3,000	$224K	0.0%	$102.00	—	COM NEW	485170302
VTR	VENTAS INC	3,933	$222K	0.0%	$41.21	-15.3%	COM	92276F100
—	NEWLINK GENETICS CORP	6,000	$218K	0.0%	$35.83	—	COM	651511107
LNN	LINDSAY CORP	3,000	$217K	0.0%	$72.98	-16.4%	COM	535555106
NWSA	NEWS CORP NEW	16,250	$217K	0.0%	$15.19	-17.7%	CL A	65249B109
—	INTERPUBLIC GROUP COS INC	9,000	$210K	0.0%	$15.38	0.0%	COM	460690100
HL	HECLA MNG CO	110,000	$208K	0.0%	$3.11	-36.2%	COM	422704106
—	COLUMBIA PIPELINE GROUP INC	10,000	$200K	0.0%	$18.30	—	COM	198280109
—	BROCADE COMMUNICATIONS SYS I	21,572	$198K	0.0%	$10.62	—	COM NEW	111621306
NI	NISOURCE INC	10,000	$195K	0.0%	$9.34	+49.4%	COM	65473P105
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	16,000	$193K	0.0%	$18.31	—	SPONDS ADR	00653A107
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$182K	0.0%	$11.21	-17.0%	COM	928298108
—	OCWEN FINL CORP	26,000	$181K	0.0%	$39.19	—	COM NEW	675746309
GTLS	CHART INDS INC	10,000	$180K	0.0%	$86.10	-76.7%	COM PAR $0.01	16115Q308
PHM	PULTE GROUP INC	10,000	$178K	0.0%	$17.01	-3.3%	COM	745867101
—	ADTRAN INC	10,000	$172K	0.0%	$24.40	—	COM	00738A106
—	NABORS INDUSTRIES LTD	20,000	$170K	0.0%	$24.65	—	SHS	G6359F103
—	WEATHERFORD INTL PLC	20,000	$168K	0.0%	$20.80	—	ORD SHS	G48833100
XENE	XENON PHARMACEUTICALS INC	20,000	$161K	0.0%	$13.82	-38.0%	COM	98420N105
FSS	FEDERAL SIGNAL CORP	10,000	$159K	0.0%	$11.92	+18.6%	COM	313855108
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$158K	0.0%	$22.27	-74.0%	COM	42330P107
—	OASIS PETE INC NEW	20,000	$147K	0.0%	$41.75	—	COM	674215108
FOLD	AMICUS THERAPEUTICS INC	15,000	$146K	0.0%	$2.50	+260.4%	COM	03152W109
CLNE	CLEAN ENERGY FUELS CORP	40,000	$144K	0.0%	$10.39	-53.9%	COM	184499101
KLIC	KULICKE & SOFFA INDS INC	12,000	$140K	0.0%	$10.36	-8.4%	COM	501242101
—	PIER 1 IMPORTS INC	25,000	$127K	0.0%	$18.88	—	COM	720279108
—	UNITED ONLINE INC	10,714	$126K	0.0%	$11.57	—	COM NEW	911268209
NVRI	HARSCO CORP	15,000	$118K	0.0%	$24.55	-60.2%	COM	415864107
—	MCDERMOTT INTL INC	35,000	$117K	0.0%	$7.83	—	COM	580037109
—	CHICOS FAS INC	10,000	$107K	0.0%	$16.00	—	COM	168615102
—	AIR TRANSPORT SERVICES GRP I	10,000	$101K	0.0%	$7.90	—	COM	00922R105
—	WPX ENERGY INC	16,666	$96,000	0.0%	$18.00	—	COM	98212B103
—	PENNEY J C INC	12,500	$83,000	0.0%	$8.64	—	COM	708160106
—	FRONTIER COMMUNICATIONS CORP	15,602	$73,000	0.0%	$5.70	—	COM	35906A108
—	AVON PRODS INC	15,000	$61,000	0.0%	$14.67	—	COM	054303102
—	SPRINT CORP	15,000	$54,000	0.0%	$9.20	—	COM SER 1	85207U105
AMD	ADVANCED MICRO DEVICES INC	17,000	$49,000	0.0%	$3.82	-41.3%	COM	007903107
—	LINNCO LLC	25,200	$26,000	0.0%	$27.06	—	COM SHS LTD INT	535782106
—	CALIFORNIA RES CORP	10,000	$23,000	0.0%	$5.50	—	COM	13057Q107
—	AK STL HLDG CORP	10,000	$22,000	0.0%	$7.20	—	COM	001547108
—	ENERGY XXI LTD	20,000	$20,000	0.0%	$23.55	—	USD UNRS SHS	G10082140
—	KINDER MORGAN INC DEL	26,117	$2,000	0.0%	$1.76	—	*W EXP 05/25/201	49456B119