NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: Apr 27, 2017

Total Value: $526M (100.0% shares, 0.0% debt)

Holdings (387)

AAPL APPLE INC 4.3%

Value $22.63M Shares 157,500 Est. Cost $18.36 Unrealized +65.8%

JPM JPMORGAN CHASE & CO 2.3%

Value $11.86M Shares 135,000 Est. Cost $42.08 Unrealized +65.6%

MSFT MICROSOFT CORP 2.1%

Value $11.2M Shares 170,000 Est. Cost $31.26 Unrealized +85.0%

AMZN AMAZON COM INC 1.3%

Value $7.092M Shares 8,000 Est. Cost $18.56 Unrealized +124.6%

PM PHILIP MORRIS INTL INC 1.3%

Value $6.774M Shares 60,000 Est. Cost $44.74 Unrealized +46.6%

PG PROCTER AND GAMBLE CO 1.2%

Value $6.29M Shares 70,000 Est. Cost $56.51 Unrealized +23.9%

JNJ JOHNSON & JOHNSON 1.2%

Value $6.228M Shares 50,000 Est. Cost $66.63 Unrealized +40.2%

MRK MERCK & CO INC 1.1%

Value $5.925M Shares 93,252 Est. Cost $35.76 Unrealized +28.8%

XOM EXXON MOBIL CORP 1.1%

Value $5.741M Shares 70,000 Est. Cost $58.08 Unrealized -3.4%

DIS DISNEY WALT CO 1.1%

Value $5.67M Shares 50,000 Est. Cost $69.69 Unrealized +47.8%

CMCSA COMCAST CORP NEW 1.1%

Value $5.639M Shares 150,000 Est. Cost $26.08 Unrealized +14.7%

WFC WELLS FARGO & CO NEW 1.1%

Value $5.566M Shares 100,000 Est. Cost $33.41 Unrealized +32.8%

CSCO CISCO SYS INC 1.0%

Value $5.07M Shares 150,000 Est. Cost $15.30 Unrealized +61.6%

MO ALTRIA GROUP INC 0.9%

Value $4.642M Shares 65,000 Est. Cost $17.12 Unrealized +125.2%

USB US BANCORP DEL 0.8%

Value $4.12M Shares 80,000 Est. Cost $27.34 Unrealized +39.2%

LOW LOWES COS INC 0.8%

Value $4.111M Shares 50,000 Est. Cost $39.01 Unrealized +66.6%

— ACTIVISION BLIZZARD INC 0.8%

Value $3.989M Shares 80,000 Est. Cost $20.44 Unrealized —

INTC INTEL CORP 0.8%

Value $3.968M Shares 110,000 Est. Cost $18.67 Unrealized +58.9%

PFE PFIZER INC 0.8%

Value $3.967M Shares 115,956 Est. Cost $18.20 Unrealized +17.6%

AXP AMERICAN EXPRESS CO 0.8%

Value $3.956M Shares 50,000 Est. Cost $75.50 Unrealized -8.4%

BK BANK NEW YORK MELLON CORP 0.7%

Value $3.78M Shares 80,038 Est. Cost $24.75 Unrealized +49.3%

CVX CHEVRON CORP NEW 0.7%

Value $3.758M Shares 35,000 Est. Cost $70.36 Unrealized +9.1%

AMT AMERICAN TOWER CORP NEW 0.7%

Value $3.646M Shares 30,000 Est. Cost $61.59 Unrealized +42.7%

UNP UNION PAC CORP 0.7%

Value $3.601M Shares 34,000 Est. Cost $71.52 Unrealized +22.5%

— TIME WARNER INC 0.7%

Value $3.583M Shares 36,666 Est. Cost $65.32 Unrealized —

ORCL ORACLE CORP 0.7%

Value $3.569M Shares 80,000 Est. Cost $31.98 Unrealized +14.1%

IBM INTERNATIONAL BUSINESS MACHS 0.7%

Value $3.483M Shares 20,000 Est. Cost $109.22 Unrealized +4.7%

GS GOLDMAN SACHS GROUP INC 0.7%

Value $3.446M Shares 15,000 Est. Cost $133.70 Unrealized +49.6%

MCD MCDONALDS CORP 0.6%

Value $3.252M Shares 25,093 Est. Cost $70.27 Unrealized +44.7%

VZ VERIZON COMMUNICATIONS INC 0.6%

Value $3.169M Shares 65,000 Est. Cost $25.87 Unrealized +21.5%

— RAYTHEON CO 0.6%

Value $3.05M Shares 20,000 Est. Cost $98.80 Unrealized —

— INTEGRATED DEVICE TECHNOLOGY 0.6%

Value $2.959M Shares 125,000 Est. Cost $12.23 Unrealized —

LLY LILLY ELI & CO 0.6%

Value $2.944M Shares 35,000 Est. Cost $44.54 Unrealized +56.1%

CL COLGATE PALMOLIVE CO 0.6%

Value $2.928M Shares 40,000 Est. Cost $47.90 Unrealized +18.7%

WMT WAL-MART STORES INC 0.5%

Value $2.883M Shares 40,000 Est. Cost $19.90 Unrealized -0.6%

IONS IONIS PHARMACEUTICALS INC 0.5%

Value $2.814M Shares 70,000 Est. Cost $53.96 Unrealized -16.8%

— UNITED TECHNOLOGIES CORP 0.5%

Value $2.805M Shares 25,000 Est. Cost $116.84 Unrealized —

KO COCA COLA CO 0.5%

Value $2.759M Shares 65,000 Est. Cost $26.56 Unrealized +18.7%

ALL ALLSTATE CORP 0.5%

Value $2.755M Shares 33,810 Est. Cost $41.54 Unrealized +55.3%

GILD GILEAD SCIENCES INC 0.5%

Value $2.717M Shares 40,000 Est. Cost $54.49 Unrealized -7.0%

TRV TRAVELERS COMPANIES INC 0.5%

Value $2.705M Shares 22,443 Est. Cost $64.62 Unrealized +53.1%

PRU PRUDENTIAL FINL INC 0.5%

Value $2.667M Shares 25,000 Est. Cost $52.24 Unrealized +37.3%

AWR AMERICAN STS WTR CO 0.5%

Value $2.658M Shares 60,000 Est. Cost $23.08 Unrealized +60.2%

ITW ILLINOIS TOOL WKS INC 0.5%

Value $2.649M Shares 20,000 Est. Cost $61.28 Unrealized +70.7%

ABBV ABBVIE INC 0.5%

Value $2.606M Shares 40,000 Est. Cost $39.76 Unrealized +9.3%

PEP PEPSICO INC 0.5%

Value $2.601M Shares 23,251 Est. Cost $56.86 Unrealized +44.1%

— AETNA INC NEW 0.5%

Value $2.553M Shares 20,012 Est. Cost $81.84 Unrealized —

— DOW CHEM CO 0.5%

Value $2.552M Shares 40,165 Est. Cost $48.60 Unrealized —

COST COSTCO WHSL CORP NEW 0.5%

Value $2.515M Shares 15,000 Est. Cost $91.29 Unrealized +56.5%

HON HONEYWELL INTL INC 0.5%

Value $2.497M Shares 20,000 Est. Cost $64.71 Unrealized +42.1%

WST WEST PHARMACEUTICAL SVSC INC 0.5%

Value $2.448M Shares 30,000 Est. Cost $44.55 Unrealized +82.0%

SJM SMUCKER J M CO 0.5%

Value $2.413M Shares 18,405 Est. Cost $68.74 Unrealized +49.8%

— BAKER HUGHES INC 0.5%

Value $2.393M Shares 40,000 Est. Cost $64.11 Unrealized —

NOC NORTHROP GRUMMAN CORP 0.5%

Value $2.378M Shares 10,000 Est. Cost $97.12 Unrealized +111.9%

PTC PTC INC 0.4%

Value $2.365M Shares 45,000 Est. Cost $36.75 Unrealized +43.9%

— MONSANTO CO NEW 0.4%

Value $2.264M Shares 20,000 Est. Cost $113.75 Unrealized —

— CORESITE RLTY CORP 0.4%

Value $2.251M Shares 25,000 Est. Cost $31.00 Unrealized —

COP CONOCOPHILLIPS 0.4%

Value $2.244M Shares 45,000 Est. Cost $45.41 Unrealized -19.5%

BAC BANK AMER CORP 0.4%

Value $2.243M Shares 95,082 Est. Cost $13.25 Unrealized +46.2%

EPR EPR PPTYS 0.4%

Value $2.209M Shares 30,000 Est. Cost $53.40 Unrealized —

— CORE MARK HOLDING CO INC 0.4%

Value $2.183M Shares 70,000 Est. Cost $52.99 Unrealized —

HEI HEICO CORP NEW 0.4%

Value $2.18M Shares 25,000 Est. Cost $29.73 Unrealized +40.1%

SWK STANLEY BLACK & DECKER INC 0.4%

Value $2.176M Shares 16,375 Est. Cost $59.39 Unrealized +66.7%

— DISCOVER FINL SVCS 0.4%

Value $2.144M Shares 31,350 Est. Cost $58.18 Unrealized —

AMAT APPLIED MATLS INC 0.4%

Value $2.14M Shares 55,000 Est. Cost $15.75 Unrealized +106.6%

— TWENTY FIRST CENTY FOX INC 0.4%

Value $2.105M Shares 65,000 Est. Cost $31.97 Unrealized —

— PRIVATEBANCORP INC 0.4%

Value $2.078M Shares 35,000 Est. Cost $30.51 Unrealized —

EFX EQUIFAX INC 0.4%

Value $2.051M Shares 15,000 Est. Cost $62.16 Unrealized +88.5%

SEIC SEI INVESTMENTS CO 0.4%

Value $2.018M Shares 40,000 Est. Cost $29.39 Unrealized +53.5%

— DU PONT E I DE NEMOURS & CO 0.4%

Value $2.008M Shares 25,000 Est. Cost $67.12 Unrealized —

— LAM RESEARCH CORP 0.4%

Value $2.006M Shares 15,625 Est. Cost $54.99 Unrealized —

MRSH MARSH & MCLENNAN COS INC 0.4%

Value $1.995M Shares 27,000 Est. Cost $38.81 Unrealized +59.1%

MDLZ MONDELEZ INTL INC 0.4%

Value $1.981M Shares 45,987 Est. Cost $26.35 Unrealized +36.2%

— REYNOLDS AMERICAN INC 0.4%

Value $1.891M Shares 30,000 Est. Cost $48.84 Unrealized —

— AMERICAN EQTY INVT LIFE HLD 0.4%

Value $1.89M Shares 80,000 Est. Cost $23.63 Unrealized —

HALO HALOZYME THERAPEUTICS INC 0.4%

Value $1.879M Shares 145,000 Est. Cost $16.65 Unrealized -24.1%

GD GENERAL DYNAMICS CORP 0.4%

Value $1.872M Shares 10,000 Est. Cost $80.10 Unrealized +89.9%

T AT&T INC 0.4%

Value $1.87M Shares 45,000 Est. Cost $10.85 Unrealized +54.2%

HMN HORACE MANN EDUCATORS CORP N 0.4%

Value $1.847M Shares 45,000 Est. Cost $28.89 Unrealized +45.1%

MCHP MICROCHIP TECHNOLOGY INC 0.4%

Value $1.845M Shares 25,000 Est. Cost $17.75 Unrealized +68.6%

BC BRUNSWICK CORP 0.3%

Value $1.836M Shares 30,000 Est. Cost $36.35 Unrealized +38.9%

TBPH THERAVANCE BIOPHARMA INC 0.3%

Value $1.815M Shares 49,284 Est. Cost $16.88 Unrealized +89.2%

— SOUTH ST CORP 0.3%

Value $1.787M Shares 20,000 Est. Cost $55.90 Unrealized —

PSX PHILLIPS 66 0.3%

Value $1.782M Shares 22,500 Est. Cost $49.82 Unrealized +15.0%

— PRAXAIR INC 0.3%

Value $1.779M Shares 15,000 Est. Cost $131.00 Unrealized —

TROW PRICE T ROWE GROUP INC 0.3%

Value $1.772M Shares 26,000 Est. Cost $52.57 Unrealized -2.9%

GOOGL ALPHABET INC 0.3%

Value $1.763M Shares 2,080 Est. Cost $36.73 Unrealized +13.6%

ALKS ALKERMES PLC 0.3%

Value $1.755M Shares 30,000 Est. Cost $47.58 Unrealized +19.2%

ENTG ENTEGRIS INC 0.3%

Value $1.755M Shares 75,000 Est. Cost $11.16 Unrealized +77.3%

INCY INCYTE CORP 0.3%

Value $1.738M Shares 13,000 Est. Cost $62.06 Unrealized +105.1%

PLXS PLEXUS CORP 0.3%

Value $1.734M Shares 30,000 Est. Cost $40.84 Unrealized +36.5%

GOOG ALPHABET INC 0.3%

Value $1.73M Shares 2,085 Est. Cost $35.61 Unrealized +14.3%

QCOM QUALCOMM INC 0.3%

Value $1.72M Shares 30,000 Est. Cost $54.02 Unrealized -15.8%

EEFT EURONET WORLDWIDE INC 0.3%

Value $1.71M Shares 20,000 Est. Cost $41.47 Unrealized +89.5%

MATW MATTHEWS INTL CORP 0.3%

Value $1.691M Shares 25,000 Est. Cost $31.38 Unrealized +73.2%

EVC ENTRAVISION COMMUNICATIONS C 0.3%

Value $1.674M Shares 270,000 Est. Cost $3.72 Unrealized -2.9%

— CITRIX SYS INC 0.3%

Value $1.668M Shares 20,000 Est. Cost $57.45 Unrealized —

SLB SCHLUMBERGER LTD 0.3%

Value $1.662M Shares 21,286 Est. Cost $57.17 Unrealized +10.8%

NSC NORFOLK SOUTHERN CORP 0.3%

Value $1.624M Shares 14,500 Est. Cost $71.41 Unrealized +36.9%

MDT MEDTRONIC PLC 0.3%

Value $1.611M Shares 20,000 Est. Cost $58.10 Unrealized +7.4%

YUM YUM BRANDS INC 0.3%

Value $1.598M Shares 25,000 Est. Cost $42.07 Unrealized +32.0%

KFY KORN FERRY INTL 0.3%

Value $1.575M Shares 50,000 Est. Cost $22.02 Unrealized +20.1%

SYY SYSCO CORP 0.3%

Value $1.558M Shares 30,000 Est. Cost $26.11 Unrealized +61.1%

ROK ROCKWELL AUTOMATION INC 0.3%

Value $1.557M Shares 10,000 Est. Cost $93.82 Unrealized +35.1%

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.544M Shares 8,407 Est. Cost $84.84 Unrealized +56.0%

— CHEMICAL FINL CORP 0.3%

Value $1.535M Shares 30,000 Est. Cost $32.47 Unrealized —

— CABOT MICROELECTRONICS CORP 0.3%

Value $1.532M Shares 20,000 Est. Cost $44.00 Unrealized —

THC TENET HEALTHCARE CORP 0.3%

Value $1.506M Shares 85,000 Est. Cost $44.12 Unrealized -58.0%

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.505M Shares 17,859 Est. Cost $73.24 Unrealized —

— ASPEN TECHNOLOGY INC 0.3%

Value $1.473M Shares 25,000 Est. Cost $42.36 Unrealized —

HD HOME DEPOT INC 0.3%

Value $1.468M Shares 10,000 Est. Cost $60.23 Unrealized +89.9%

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value $1.462M Shares 26,884 Est. Cost $35.93 Unrealized +11.1%

— ALEXION PHARMACEUTICALS INC 0.3%

Value $1.455M Shares 12,000 Est. Cost $118.60 Unrealized —

AZO AUTOZONE INC 0.3%

Value $1.446M Shares 2,000 Est. Cost $518.77 Unrealized +42.7%

— CAVIUM INC 0.3%

Value $1.433M Shares 20,000 Est. Cost $43.75 Unrealized —

WSO WATSCO INC 0.3%

Value $1.432M Shares 10,000 Est. Cost $96.52 Unrealized +55.1%

KLAC KLA-TENCOR CORP 0.3%

Value $1.426M Shares 15,000 Est. Cost $41.11 Unrealized +85.6%

NPO ENPRO INDS INC 0.3%

Value $1.423M Shares 20,000 Est. Cost $70.90 Unrealized -6.5%

— SENIOR HSG PPTYS TR 0.3%

Value $1.418M Shares 70,000 Est. Cost $22.47 Unrealized —

ZTS ZOETIS INC 0.3%

Value $1.418M Shares 26,578 Est. Cost $27.83 Unrealized +81.3%

INVA INNOVIVA INC 0.3%

Value $1.411M Shares 102,000 Est. Cost $10.97 Unrealized +7.3%

— VIACOM INC NEW 0.3%

Value $1.399M Shares 30,000 Est. Cost $85.00 Unrealized —

— YAHOO INC 0.3%

Value $1.392M Shares 30,000 Est. Cost $35.90 Unrealized —

KHC KRAFT HEINZ CO 0.3%

Value $1.392M Shares 15,329 Est. Cost $47.82 Unrealized +25.3%

TGT TARGET CORP 0.3%

Value $1.38M Shares 25,000 Est. Cost $41.65 Unrealized +15.2%

WWD WOODWARD INC 0.3%

Value $1.358M Shares 20,000 Est. Cost $39.69 Unrealized +64.5%

— CHEMTURA CORP 0.3%

Value $1.336M Shares 40,000 Est. Cost $25.30 Unrealized —

— TRUSTCO BK CORP N Y 0.3%

Value $1.335M Shares 170,000 Est. Cost $7.04 Unrealized —

OTTR OTTER TAIL CORP 0.3%

Value $1.327M Shares 35,000 Est. Cost $20.25 Unrealized +45.3%

— CHESAPEAKE LODGING TR 0.3%

Value $1.318M Shares 55,000 Est. Cost $25.73 Unrealized —

UNM UNUM GROUP 0.2%

Value $1.313M Shares 28,000 Est. Cost $34.13 Unrealized +37.2%

— KNOLL INC 0.2%

Value $1.31M Shares 55,000 Est. Cost $18.18 Unrealized —

INDB INDEPENDENT BANK CORP MASS 0.2%

Value $1.3M Shares 20,000 Est. Cost $26.89 Unrealized +84.8%

— CIMPRESS N V 0.2%

Value $1.293M Shares 15,000 Est. Cost $74.87 Unrealized —

ROG ROGERS CORP 0.2%

Value $1.288M Shares 15,000 Est. Cost $60.59 Unrealized +34.9%

NEE NEXTERA ENERGY INC 0.2%

Value $1.284M Shares 10,000 Est. Cost $16.57 Unrealized +51.8%

GLPI GAMING & LEISURE PPTYS INC 0.2%

Value $1.278M Shares 38,250 Est. Cost $34.48 Unrealized —

— NAVIGANT CONSULTING INC 0.2%

Value $1.257M Shares 55,000 Est. Cost $18.65 Unrealized —

SF STIFEL FINL CORP 0.2%

Value $1.255M Shares 25,000 Est. Cost $28.20 Unrealized +8.5%

— CELGENE CORP 0.2%

Value $1.244M Shares 10,000 Est. Cost $112.75 Unrealized —

— ANADARKO PETE CORP 0.2%

Value $1.24M Shares 20,000 Est. Cost $84.75 Unrealized —

FFBC FIRST FINL BANCORP OH 0.2%

Value $1.235M Shares 45,000 Est. Cost $11.01 Unrealized +79.4%

CB CHUBB LIMITED 0.2%

Value $1.23M Shares 9,028 Est. Cost $96.06 Unrealized +19.6%

— GENERAL ELECTRIC CO 0.2%

Value $1.229M Shares 41,228 Est. Cost $25.88 Unrealized —

CAH CARDINAL HEALTH INC 0.2%

Value $1.223M Shares 15,000 Est. Cost $50.49 Unrealized +20.0%

GAP GAP INC DEL 0.2%

Value $1.215M Shares 50,000 Est. Cost $27.08 Unrealized -35.5%

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.208M Shares 14,733 Est. Cost $42.66 Unrealized +29.6%

— KAMAN CORP 0.2%

Value $1.203M Shares 25,000 Est. Cost $40.68 Unrealized —

MET METLIFE INC 0.2%

Value $1.203M Shares 22,766 Est. Cost $31.07 Unrealized +13.7%

PNC PNC FINL SVCS GROUP INC 0.2%

Value $1.202M Shares 10,000 Est. Cost $56.79 Unrealized +60.8%

CDNS CADENCE DESIGN SYSTEM INC 0.2%

Value $1.201M Shares 38,250 Est. Cost $14.83 Unrealized +96.8%

JBHT HUNT J B TRANS SVCS INC 0.2%

Value $1.193M Shares 13,000 Est. Cost $65.88 Unrealized +35.5%

AZZ AZZ INC 0.2%

Value $1.19M Shares 20,000 Est. Cost $36.74 Unrealized +41.7%

MCK MCKESSON CORP 0.2%

Value $1.186M Shares 8,000 Est. Cost $160.13 Unrealized -14.7%

PAYX PAYCHEX INC 0.2%

Value $1.178M Shares 20,000 Est. Cost $29.49 Unrealized +58.3%

CVS CVS HEALTH CORP 0.2%

Value $1.178M Shares 15,000 Est. Cost $51.11 Unrealized +18.6%

— STATE BK FINL CORP 0.2%

Value $1.175M Shares 45,000 Est. Cost $17.69 Unrealized —

— RIGEL PHARMACEUTICALS INC 0.2%

Value $1.175M Shares 355,000 Est. Cost $2.81 Unrealized —

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $1.17M Shares 13,571 Est. Cost $53.66 Unrealized +33.5%

RUSHA RUSH ENTERPRISES INC 0.2%

Value $1.158M Shares 35,000 Est. Cost $12.91 Unrealized +14.5%

HOPE HOPE BANCORP INC 0.2%

Value $1.15M Shares 60,000 Est. Cost $16.20 Unrealized +29.6%

OXM OXFORD INDS INC 0.2%

Value $1.145M Shares 20,000 Est. Cost $77.21 Unrealized -28.3%

IRBTQ IROBOT CORP 0.2%

Value $1.124M Shares 17,000 Est. Cost $40.05 Unrealized +47.7%

DE DEERE & CO 0.2%

Value $1.089M Shares 10,000 Est. Cost $70.10 Unrealized +34.6%

— MEAD JOHNSON NUTRITION CO 0.2%

Value $1.088M Shares 12,219 Est. Cost $83.15 Unrealized —

— GLATFELTER 0.2%

Value $1.087M Shares 50,000 Est. Cost $27.22 Unrealized —

AFL AFLAC INC 0.2%

Value $1.086M Shares 15,000 Est. Cost $23.98 Unrealized +20.2%

PYPL PAYPAL HLDGS INC 0.2%

Value $1.076M Shares 25,000 Est. Cost $35.85 Unrealized +16.4%

CMG CHIPOTLE MEXICAN GRILL INC 0.2%

Value $1.05M Shares 2,356 Est. Cost $11.02 Unrealized -25.1%

WMB WILLIAMS COS INC DEL 0.2%

Value $1.036M Shares 35,000 Est. Cost $20.92 Unrealized -14.3%

WEX WEX INC 0.2%

Value $1.035M Shares 10,000 Est. Cost $91.59 Unrealized +21.2%

HUM HUMANA INC 0.2%

Value $1.031M Shares 5,000 Est. Cost $170.02 Unrealized +12.9%

BDX BECTON DICKINSON & CO 0.2%

Value $1.024M Shares 5,582 Est. Cost $94.25 Unrealized +61.9%

SCHW SCHWAB CHARLES CORP NEW 0.2%

Value $1.02M Shares 25,000 Est. Cost $22.70 Unrealized +62.2%

PPG PPG INDS INC 0.2%

Value $1.019M Shares 9,700 Est. Cost $85.80 Unrealized +0.1%

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $1.017M Shares 35,000 Est. Cost $23.95 Unrealized +21.3%

MPC MARATHON PETE CORP 0.2%

Value $1.011M Shares 20,000 Est. Cost $33.67 Unrealized +12.3%

— BRIGGS & STRATTON CORP 0.2%

Value $1.01M Shares 45,000 Est. Cost $22.24 Unrealized —

CAG CONAGRA BRANDS INC 0.2%

Value $1.009M Shares 25,000 Est. Cost $16.04 Unrealized +79.8%

BSX BOSTON SCIENTIFIC CORP 0.2%

Value $995K Shares 40,000 Est. Cost $13.13 Unrealized +85.3%

AEP AMERICAN ELEC PWR INC 0.2%

Value $991K Shares 14,760 Est. Cost $31.83 Unrealized +48.9%

NTGR NETGEAR INC 0.2%

Value $991K Shares 20,000 Est. Cost $20.77 Unrealized +63.1%

HTGC HERCULES CAPITAL INC 0.2%

Value $983K Shares 65,000 Est. Cost $15.67 Unrealized -6.4%

SCSC SCANSOURCE INC 0.2%

Value $981K Shares 25,000 Est. Cost $39.39 Unrealized +3.5%

— FORWARD AIR CORP 0.2%

Value $951K Shares 20,000 Est. Cost $46.10 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.2%

Value $950K Shares 15,000 Est. Cost $62.47 Unrealized -16.6%

RSG REPUBLIC SVCS INC 0.2%

Value $942K Shares 15,000 Est. Cost $26.51 Unrealized +95.5%

— CARDTRONICS PLC 0.2%

Value $935K Shares 20,000 Est. Cost $44.60 Unrealized —

EQR EQUITY RESIDENTIAL 0.2%

Value $933K Shares 15,000 Est. Cost $31.71 Unrealized +42.5%

HUBG HUB GROUP INC 0.2%

Value $928K Shares 20,000 Est. Cost $20.24 Unrealized +16.8%

— SYMANTEC CORP 0.2%

Value $920K Shares 30,000 Est. Cost $19.97 Unrealized —

— AEGION CORP 0.2%

Value $916K Shares 40,000 Est. Cost $25.30 Unrealized —

ENB ENBRIDGE INC 0.2%

Value $910K Shares 21,746 Est. Cost $24.73 Unrealized 0.0%

CRUS CIRRUS LOGIC INC 0.2%

Value $910K Shares 15,000 Est. Cost $19.04 Unrealized +199.1%

— NIC INC 0.2%

Value $909K Shares 45,000 Est. Cost $19.31 Unrealized —

BALL BALL CORP 0.2%

Value $891K Shares 12,000 Est. Cost $23.53 Unrealized +44.0%

KMX CARMAX INC 0.2%

Value $888K Shares 15,000 Est. Cost $46.71 Unrealized +39.1%

KR KROGER CO 0.2%

Value $885K Shares 30,000 Est. Cost $23.04 Unrealized +15.1%

— PINNACLE ENTMT INC NEW 0.2%

Value $878K Shares 45,000 Est. Cost $11.09 Unrealized —

— INFINERA CORPORATION 0.2%

Value $870K Shares 85,000 Est. Cost $9.08 Unrealized —

DAN DANA INCORPORATED 0.2%

Value $869K Shares 45,000 Est. Cost $16.52 Unrealized -2.8%

MU MICRON TECHNOLOGY INC 0.2%

Value $867K Shares 30,000 Est. Cost $23.18 Unrealized +2.8%

NTRS NORTHERN TR CORP 0.2%

Value $866K Shares 10,000 Est. Cost $45.55 Unrealized +48.8%

ASH ASHLAND GLOBAL HLDGS INC 0.2%

Value $849K Shares 6,860 Est. Cost $49.37 Unrealized +1.7%

KOP KOPPERS HOLDINGS INC 0.2%

Value $847K Shares 20,000 Est. Cost $38.65 Unrealized +5.3%

SO SOUTHERN CO 0.2%

Value $846K Shares 17,000 Est. Cost $25.27 Unrealized +35.2%

EBAY EBAY INC 0.2%

Value $839K Shares 25,000 Est. Cost $20.67 Unrealized +40.0%

BWXT BWX TECHNOLOGIES INC 0.2%

Value $833K Shares 17,500 Est. Cost $22.66 Unrealized +73.2%

— CONSOLIDATED COMM HLDGS INC 0.2%

Value $820K Shares 35,000 Est. Cost $20.00 Unrealized —

WU WESTERN UN CO 0.2%

Value $814K Shares 40,000 Est. Cost $16.35 Unrealized —

NPKI NEWPARK RES INC 0.2%

Value $810K Shares 100,000 Est. Cost $11.44 Unrealized -32.8%

AVY AVERY DENNISON CORP 0.2%

Value $806K Shares 10,000 Est. Cost $39.54 Unrealized +67.6%

LUV SOUTHWEST AIRLS CO 0.2%

Value $806K Shares 15,000 Est. Cost $19.19 Unrealized +151.6%

PH PARKER HANNIFIN CORP 0.2%

Value $802K Shares 5,000 Est. Cost $98.49 Unrealized +34.6%

TRN TRINITY INDS INC 0.2%

Value $797K Shares 30,000 Est. Cost $18.24 Unrealized -19.8%

— CUBIC CORP 0.2%

Value $792K Shares 15,000 Est. Cost $51.07 Unrealized —

CLDT CHATHAM LODGING TR 0.2%

Value $790K Shares 40,000 Est. Cost $20.23 Unrealized —

FLR FLUOR CORP NEW 0.1%

Value $789K Shares 15,000 Est. Cost $69.22 Unrealized -26.9%

KMT KENNAMETAL INC 0.1%

Value $785K Shares 20,000 Est. Cost $33.32 Unrealized -13.3%

— ROCKWELL COLLINS INC 0.1%

Value $777K Shares 8,000 Est. Cost $79.63 Unrealized —

— ENLINK MIDSTREAM LLC 0.1%

Value $776K Shares 40,000 Est. Cost $33.95 Unrealized —

SNPS SYNOPSYS INC 0.1%

Value $775K Shares 10,742 Est. Cost $40.13 Unrealized +66.8%

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value $768K Shares 5,000 Est. Cost $114.47 Unrealized +30.3%

CVLT COMMVAULT SYSTEMS INC 0.1%

Value $762K Shares 15,000 Est. Cost $69.18 Unrealized -26.2%

NTCT NETSCOUT SYS INC 0.1%

Value $758K Shares 19,977 Est. Cost $37.86 Unrealized -6.7%

COF CAPITAL ONE FINL CORP 0.1%

Value $757K Shares 8,733 Est. Cost $59.33 Unrealized +28.7%

HAL HALLIBURTON CO 0.1%

Value $751K Shares 15,267 Est. Cost $42.79 Unrealized +5.5%

CAR AVIS BUDGET GROUP 0.1%

Value $740K Shares 25,000 Est. Cost $40.83 Unrealized -19.2%

XEL XCEL ENERGY INC 0.1%

Value $722K Shares 16,243 Est. Cost $19.89 Unrealized +62.1%

— SEMGROUP CORP 0.1%

Value $720K Shares 20,000 Est. Cost $65.70 Unrealized —

HPE HEWLETT PACKARD ENTERPRISE C 0.1%

Value $711K Shares 30,000 Est. Cost $6.50 Unrealized +58.9%

DVN DEVON ENERGY CORP NEW 0.1%

Value $709K Shares 17,000 Est. Cost $41.69 Unrealized -25.5%

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $706K Shares 6,666 Est. Cost $41.68 Unrealized +57.8%

— NEKTAR THERAPEUTICS 0.1%

Value $704K Shares 30,000 Est. Cost $12.13 Unrealized —

F FORD MTR CO DEL 0.1%

Value $698K Shares 60,000 Est. Cost $8.37 Unrealized -7.0%

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $691K Shares 15,000 Est. Cost $29.33 Unrealized +17.4%

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $682K Shares 40,000 Est. Cost $11.24 Unrealized +21.6%

GERN GERON CORP 0.1%

Value $681K Shares 300,000 Est. Cost $3.75 Unrealized -43.1%

YUMC YUM CHINA HLDGS INC 0.1%

Value $680K Shares 25,000 Est. Cost $26.68 Unrealized +0.2%

— ORITANI FINL CORP DEL 0.1%

Value $680K Shares 40,000 Est. Cost $15.80 Unrealized —

APD AIR PRODS & CHEMS INC 0.1%

Value $676K Shares 5,000 Est. Cost $79.28 Unrealized +42.7%

SYF SYNCHRONY FINL 0.1%

Value $676K Shares 19,719 Est. Cost $25.00 Unrealized +15.9%

Value $672K Shares 18,879 Est. Cost $30.01 Unrealized +17.2%

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $667K Shares 3,333 Est. Cost $78.33 Unrealized +117.7%

— TIVO CORP 0.1%

Value $652K Shares 34,758 Est. Cost $19.21 Unrealized —

— UNITI GROUP INC 0.1%

Value $651K Shares 25,169 Est. Cost $25.87 Unrealized —

FTI TECHNIPFMC PLC 0.1%

Value $650K Shares 20,000 Est. Cost $22.64 Unrealized 0.0%

EMN EASTMAN CHEM CO 0.1%

Value $646K Shares 8,000 Est. Cost $56.96 Unrealized +2.7%

ABT ABBOTT LABS 0.1%

Value $637K Shares 14,354 Est. Cost $32.61 Unrealized +13.2%

HURN HURON CONSULTING GROUP INC 0.1%

Value $632K Shares 15,000 Est. Cost $65.04 Unrealized -32.2%

— TENNECO INC 0.1%

Value $624K Shares 10,000 Est. Cost $58.10 Unrealized —

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $619K Shares 6,318 Est. Cost $26.27 Unrealized +187.4%

ASTE ASTEC INDS INC 0.1%

Value $615K Shares 10,000 Est. Cost $60.00 Unrealized 0.0%

HL HECLA MNG CO 0.1%

Value $582K Shares 110,000 Est. Cost $3.11 Unrealized +78.1%

— MYLAN N V 0.1%

Value $575K Shares 14,750 Est. Cost $59.32 Unrealized —

— VERINT SYS INC 0.1%

Value $563K Shares 12,981 Est. Cost $46.91 Unrealized —

MYE MYERS INDS INC 0.1%

Value $555K Shares 35,000 Est. Cost $13.73 Unrealized -21.8%

GCO GENESCO INC 0.1%

Value $555K Shares 10,000 Est. Cost $72.64 Unrealized -18.0%

MTH MERITAGE HOMES CORP 0.1%

Value $552K Shares 15,000 Est. Cost $22.78 Unrealized -21.4%

KIM KIMCO RLTY CORP 0.1%

Value $552K Shares 25,000 Est. Cost $12.11 Unrealized +26.7%

FNB FNB CORP PA 0.1%

Value $550K Shares 37,000 Est. Cost $10.85 Unrealized 0.0%

— DRIL-QUIP INC 0.1%

Value $546K Shares 10,000 Est. Cost $112.10 Unrealized —

— FIRST MIDWEST BANCORP DEL 0.1%

Value $545K Shares 23,000 Est. Cost $23.70 Unrealized —

PNNT PENNANTPARK INVT CORP 0.1%

Value $543K Shares 66,710 Est. Cost $2.62 Unrealized +7.6%

HPQ HP INC 0.1%

Value $536K Shares 30,000 Est. Cost $9.12 Unrealized +32.6%

— FARO TECHNOLOGIES INC 0.1%

Value $536K Shares 15,000 Est. Cost $53.00 Unrealized —

— ARRAY BIOPHARMA INC 0.1%

Value $536K Shares 60,000 Est. Cost $4.70 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value $530K Shares 4,000 Est. Cost $66.97 Unrealized +35.3%

KSS KOHLS CORP 0.1%

Value $518K Shares 13,000 Est. Cost $53.60 Unrealized -23.9%

MUR MURPHY OIL CORP 0.1%

Value $515K Shares 18,000 Est. Cost $38.91 Unrealized -46.3%

— ORBITAL ATK INC 0.1%

Value $510K Shares 5,209 Est. Cost $76.60 Unrealized —

DAR DARLING INGREDIENTS INC 0.1%

Value $508K Shares 35,000 Est. Cost $20.04 Unrealized -34.3%

— NATIONAL CINEMEDIA INC 0.1%

Value $505K Shares 40,000 Est. Cost $12.63 Unrealized —

EXPE EXPEDIA INC DEL 0.1%

Value $489K Shares 3,875 Est. Cost $67.77 Unrealized +72.8%

— CENTURYLINK INC 0.1%

Value $484K Shares 20,550 Est. Cost $32.85 Unrealized —

— HESS CORP 0.1%

Value $482K Shares 10,000 Est. Cost $82.90 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $481K Shares 10,000 Est. Cost $27.12 Unrealized +47.1%

C CITIGROUP INC 0.1%

Value $479K Shares 8,000 Est. Cost $37.07 Unrealized +20.5%

CWCO CONSOLIDATED WATER CO INC 0.1%

Value $466K Shares 40,000 Est. Cost $8.68 Unrealized 0.0%

W WAYFAIR INC 0.1%

Value $445K Shares 11,000 Est. Cost $39.52 Unrealized 0.0%

CYH COMMUNITY HEALTH SYS INC NEW 0.1%

Value $444K Shares 50,000 Est. Cost $35.59 Unrealized -78.1%

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $444K Shares 10,000 Est. Cost $22.69 Unrealized +43.5%

COR AMERISOURCEBERGEN CORP 0.1%

Value $442K Shares 4,996 Est. Cost $49.28 Unrealized +34.9%

— ONCOMED PHARMACEUTICALS INC 0.1%

Value $442K Shares 48,000 Est. Cost $22.54 Unrealized —

— GREENHILL & CO INC 0.1%

Value $440K Shares 15,000 Est. Cost $52.00 Unrealized —

— FINISH LINE INC 0.1%

Value $427K Shares 30,000 Est. Cost $27.10 Unrealized —

— CARDIOVASCULAR SYS INC DEL 0.1%

Value $424K Shares 15,000 Est. Cost $28.27 Unrealized —

— WINDSTREAM HLDGS INC 0.1%

Value $424K Shares 77,928 Est. Cost $5.44 Unrealized —

NRG NRG ENERGY INC 0.1%

Value $421K Shares 22,496 Est. Cost $22.10 Unrealized -38.2%

— PICO HLDGS INC 0.1%

Value $420K Shares 30,000 Est. Cost $26.00 Unrealized —

HRB BLOCK H & R INC 0.1%

Value $419K Shares 18,000 Est. Cost $19.54 Unrealized -18.8%

— AVON PRODS INC 0.1%

Value $418K Shares 95,000 Est. Cost $6.02 Unrealized —

LMB LIMBACH HLDGS INC 0.1%

Value $418K Shares 30,000 Est. Cost $14.01 Unrealized 0.0%

— JUNIPER NETWORKS INC 0.1%

Value $417K Shares 15,000 Est. Cost $25.73 Unrealized —

KEYS KEYSIGHT TECHNOLOGIES INC 0.1%

Value $417K Shares 11,542 Est. Cost $32.07 Unrealized +16.1%

— EROS INTL PLC 0.1%

Value $412K Shares 40,000 Est. Cost $10.30 Unrealized —

— SOUTHWESTERN ENERGY CO 0.1%

Value $409K Shares 50,000 Est. Cost $8.18 Unrealized —

— INGERSOLL-RAND PLC 0.1%

Value $407K Shares 5,000 Est. Cost $57.20 Unrealized —

DOV DOVER CORP 0.1%

Value $402K Shares 5,000 Est. Cost $50.30 Unrealized +9.8%

LCII LCI INDS 0.1%

Value $399K Shares 4,000 Est. Cost $81.42 Unrealized 0.0%

— ATLAS AIR WORLDWIDE HLDGS IN 0.1%

Value $388K Shares 7,000 Est. Cost $55.43 Unrealized —

— HAYNES INTERNATIONAL INC 0.1%

Value $381K Shares 10,000 Est. Cost $54.00 Unrealized —

KMI KINDER MORGAN INC DEL 0.1%

Value $375K Shares 17,265 Est. Cost $18.43 Unrealized -26.1%

XRAY DENTSPLY SIRONA INC 0.1%

Value $375K Shares 6,000 Est. Cost $58.93 Unrealized +2.1%

WTS WATTS WATER TECHNOLOGIES INC 0.1%

Value $374K Shares 6,000 Est. Cost $63.64 Unrealized 0.0%

— SPIRIT AIRLS INC 0.1%

Value $371K Shares 7,000 Est. Cost $53.00 Unrealized —

EXC EXELON CORP 0.1%

Value $367K Shares 10,200 Est. Cost $13.80 Unrealized +35.5%

— CELLDEX THERAPEUTICS INC NEW 0.1%

Value $361K Shares 100,000 Est. Cost $17.67 Unrealized —

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $360K Shares 10,000 Est. Cost $25.47 Unrealized +33.3%

— DELL TECHNOLOGIES INC 0.1%

Value $359K Shares 5,600 Est. Cost $47.85 Unrealized —

RGA REINSURANCE GROUP AMER INC 0.1%

Value $359K Shares 2,829 Est. Cost $75.92 Unrealized +67.1%

— FIBROGEN INC 0.1%

Value $354K Shares 14,352 Est. Cost $21.95 Unrealized —

LW LAMB WESTON HLDGS INC 0.1%

Value $350K Shares 8,333 Est. Cost $29.75 Unrealized +16.2%

GTLS CHART INDS INC 0.1%

Value $349K Shares 10,000 Est. Cost $86.10 Unrealized -57.0%

CVCO CAVCO INDS INC DEL 0.1%

Value $349K Shares 3,000 Est. Cost $76.06 Unrealized +42.7%

— REXNORD CORP NEW 0.1%

Value $346K Shares 15,000 Est. Cost $23.07 Unrealized —

FIVE FIVE BELOW INC 0.1%

Value $346K Shares 8,000 Est. Cost $39.74 Unrealized 0.0%

AIG AMERICAN INTL GROUP INC 0.1%

Value $343K Shares 5,500 Est. Cost $37.86 Unrealized +35.1%

PBYI PUMA BIOTECHNOLOGY INC 0.1%

Value $341K Shares 9,167 Est. Cost $94.57 Unrealized -61.4%

— LOGMEIN INC 0.1%

Value $335K Shares 3,436 Est. Cost $97.50 Unrealized —

MUSA MURPHY USA INC 0.1%

Value $330K Shares 4,500 Est. Cost $45.04 Unrealized +42.3%

— LEGG MASON INC 0.1%

Value $325K Shares 9,000 Est. Cost $49.00 Unrealized —

— FORWARD PHARMA A/S 0.1%

Value $323K Shares 15,000 Est. Cost $21.53 Unrealized —

— XEROX CORP 0.1%

Value $323K Shares 44,000 Est. Cost $11.30 Unrealized —

— MARATHON OIL CORP 0.1%

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

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $315K Shares 7,439 Est. Cost $36.77 Unrealized +19.0%

— AXOVANT SCIENCES LTD 0.1%

Value $314K Shares 21,000 Est. Cost $12.92 Unrealized —

— ASTORIA FINL CORP 0.1%

Value $308K Shares 15,000 Est. Cost $13.80 Unrealized —

MAN MANPOWERGROUP INC 0.1%

Value $308K Shares 3,000 Est. Cost $68.93 Unrealized +40.7%

MCY MERCURY GENL CORP NEW 0.1%

Value $305K Shares 5,000 Est. Cost $45.68 Unrealized +30.7%

— FTD COS INC 0.1%

Value $302K Shares 15,000 Est. Cost $31.80 Unrealized —

R RYDER SYS INC 0.1%

Value $302K Shares 4,000 Est. Cost $75.70 Unrealized 0.0%

EMR EMERSON ELEC CO 0.1%

Value $299K Shares 5,000 Est. Cost $47.79 Unrealized +0.3%

M MACYS INC 0.1%

Value $296K Shares 10,000 Est. Cost $55.60 Unrealized -44.4%

— HORTONWORKS INC 0.1%

Value $294K Shares 30,000 Est. Cost $9.80 Unrealized —

— GSV CAP CORP 0.1%

Value $291K Shares 65,000 Est. Cost $4.48 Unrealized —

SFBS SERVISFIRST BANCSHARES INC 0.1%

Value $291K Shares 8,000 Est. Cost $34.20 Unrealized 0.0%

— IAC INTERACTIVECORP 0.1%

Value $286K Shares 3,875 Est. Cost $56.26 Unrealized —

— OASIS PETE INC NEW 0.1%

Value $285K Shares 20,000 Est. Cost $41.75 Unrealized —

PLD PROLOGIS INC 0.1%

Value $283K Shares 5,464 Est. Cost $27.64 Unrealized +43.4%

— LAZARD LTD 0.1%

Value $276K Shares 6,000 Est. Cost $46.00 Unrealized —

— UNITED STATES STL CORP NEW 0.1%

Value $270K Shares 8,000 Est. Cost $33.00 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.1%

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

OLLI OLLIES BARGAIN OUTLT HLDGS I 0.1%

Value $268K Shares 8,000 Est. Cost $31.45 Unrealized 0.0%

— NEURODERM LTD 0.1%

Value $266K Shares 10,000 Est. Cost $26.60 Unrealized —

— PINNACLE FINL PARTNERS INC 0.1%

Value $266K Shares 4,000 Est. Cost $66.50 Unrealized —

— STAPLES INC 0.1%

Value $266K Shares 30,348 Est. Cost $11.34 Unrealized —

LNN LINDSAY CORP 0.1%

Value $264K Shares 3,000 Est. Cost $72.98 Unrealized -3.5%

— NABORS INDUSTRIES LTD 0.0%

Value $261K Shares 20,000 Est. Cost $24.65 Unrealized —

— KANSAS CITY SOUTHERN 0.0%

Value $257K Shares 3,000 Est. Cost $102.00 Unrealized —

VTR VENTAS INC 0.0%

Value $256K Shares 3,933 Est. Cost $41.21 Unrealized +3.2%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $248K Shares 15,087 Est. Cost $11.21 Unrealized +22.7%

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $247K Shares 17,000 Est. Cost $3.82 Unrealized +232.6%

MPAA MOTORCAR PTS AMER INC 0.0%

Value $246K Shares 8,000 Est. Cost $27.94 Unrealized 0.0%

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $244K Shares 12,000 Est. Cost $10.36 Unrealized +61.9%

NI NISOURCE INC 0.0%

Value $238K Shares 10,000 Est. Cost $9.34 Unrealized +84.1%

— MCDERMOTT INTL INC 0.0%

Value $236K Shares 35,000 Est. Cost $7.83 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $236K Shares 10,000 Est. Cost $17.01 Unrealized +14.4%

HLX HELIX ENERGY SOLUTIONS GRP I 0.0%

Value $233K Shares 30,000 Est. Cost $22.27 Unrealized -63.9%

— QUALITY SYS INC 0.0%

Value $229K Shares 15,000 Est. Cost $16.87 Unrealized —

MOH MOLINA HEALTHCARE INC 0.0%

Value $228K Shares 5,000 Est. Cost $36.85 Unrealized +42.0%

— WPX ENERGY INC 0.0%

Value $223K Shares 16,666 Est. Cost $18.00 Unrealized —

— INTERPUBLIC GROUP COS INC 0.0%

Value $221K Shares 9,000 Est. Cost $15.38 Unrealized +10.3%

CROX CROCS INC 0.0%

Value $212K Shares 30,000 Est. Cost $15.31 Unrealized -54.6%

— DISCOVERY COMMUNICATNS NEW 0.0%

Value $212K Shares 7,500 Est. Cost $26.80 Unrealized —

NWSA NEWS CORP NEW 0.0%

Value $211K Shares 16,250 Est. Cost $15.19 Unrealized -25.7%

NTAP NETAPP INC 0.0%

Value $209K Shares 5,000 Est. Cost $31.40 Unrealized 0.0%

— ADTRAN INC 0.0%

Value $208K Shares 10,000 Est. Cost $24.40 Unrealized —

NVRI HARSCO CORP 0.0%

Value $191K Shares 15,000 Est. Cost $24.55 Unrealized -45.6%

— PIER 1 IMPORTS INC 0.0%

Value $179K Shares 25,000 Est. Cost $18.88 Unrealized —

CVU CPI AEROSTRUCTURES INC 0.0%

Value $169K Shares 25,000 Est. Cost $7.91 Unrealized 0.0%

— ACHILLION PHARMACEUTICALS IN 0.0%

Value $168K Shares 40,000 Est. Cost $6.90 Unrealized —

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $161K Shares 10,000 Est. Cost $7.90 Unrealized —

— OCWEN FINL CORP 0.0%

Value $142K Shares 26,000 Est. Cost $39.19 Unrealized —

— CHICOS FAS INC 0.0%

Value $142K Shares 10,000 Est. Cost $16.00 Unrealized —

FSS FEDERAL SIGNAL CORP 0.0%

Value $138K Shares 10,000 Est. Cost $11.92 Unrealized +16.0%

— WEATHERFORD INTL PLC 0.0%

Value $133K Shares 20,000 Est. Cost $20.80 Unrealized —

— SPRINT CORP 0.0%

Value $130K Shares 15,000 Est. Cost $9.20 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $102K Shares 40,000 Est. Cost $10.39 Unrealized -74.7%

— ARQULE INC 0.0%

Value $91,000 Shares 86,202 Est. Cost $2.05 Unrealized —

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.0%

Value $89,000 Shares 16,000 Est. Cost $18.31 Unrealized —

XENE XENON PHARMACEUTICALS INC 0.0%

Value $80,000 Shares 20,000 Est. Cost $13.82 Unrealized -43.1%

— AK STL HLDG CORP 0.0%

Value $72,000 Shares 10,000 Est. Cost $7.20 Unrealized —

— QUORUM HEALTH CORP 0.0%

Value $68,000 Shares 12,500 Est. Cost $10.72 Unrealized —

— ADAMIS PHARMACEUTICALS CORP 0.0%

Value $52,000 Shares 12,224 Est. Cost $2.78 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $33,000 Shares 15,602 Est. Cost $5.70 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	157,500	$22.63M	4.3%	$18.36	+65.8%	COM	037833100
JPM	JPMORGAN CHASE & CO	135,000	$11.86M	2.3%	$42.08	+65.6%	COM	46625H100
MSFT	MICROSOFT CORP	170,000	$11.2M	2.1%	$31.26	+85.0%	COM	594918104
AMZN	AMAZON COM INC	8,000	$7.092M	1.3%	$18.56	+124.6%	COM	023135106
PM	PHILIP MORRIS INTL INC	60,000	$6.774M	1.3%	$44.74	+46.6%	COM	718172109
PG	PROCTER AND GAMBLE CO	70,000	$6.29M	1.2%	$56.51	+23.9%	COM	742718109
JNJ	JOHNSON & JOHNSON	50,000	$6.228M	1.2%	$66.63	+40.2%	COM	478160104
MRK	MERCK & CO INC	93,252	$5.925M	1.1%	$35.76	+28.8%	COM	58933Y105
XOM	EXXON MOBIL CORP	70,000	$5.741M	1.1%	$58.08	-3.4%	COM	30231G102
DIS	DISNEY WALT CO	50,000	$5.67M	1.1%	$69.69	+47.8%	COM DISNEY	254687106
CMCSA	COMCAST CORP NEW	150,000	$5.639M	1.1%	$26.08	+14.7%	CL A	20030N101
WFC	WELLS FARGO & CO NEW	100,000	$5.566M	1.1%	$33.41	+32.8%	COM	949746101
CSCO	CISCO SYS INC	150,000	$5.07M	1.0%	$15.30	+61.6%	COM	17275R102
MO	ALTRIA GROUP INC	65,000	$4.642M	0.9%	$17.12	+125.2%	COM	02209S103
USB	US BANCORP DEL	80,000	$4.12M	0.8%	$27.34	+39.2%	COM NEW	902973304
LOW	LOWES COS INC	50,000	$4.111M	0.8%	$39.01	+66.6%	COM	548661107
—	ACTIVISION BLIZZARD INC	80,000	$3.989M	0.8%	$20.44	—	COM	00507V109
INTC	INTEL CORP	110,000	$3.968M	0.8%	$18.67	+58.9%	COM	458140100
PFE	PFIZER INC	115,956	$3.967M	0.8%	$18.20	+17.6%	COM	717081103
AXP	AMERICAN EXPRESS CO	50,000	$3.956M	0.8%	$75.50	-8.4%	COM	025816109
BK	BANK NEW YORK MELLON CORP	80,038	$3.78M	0.7%	$24.75	+49.3%	COM	064058100
CVX	CHEVRON CORP NEW	35,000	$3.758M	0.7%	$70.36	+9.1%	COM	166764100
AMT	AMERICAN TOWER CORP NEW	30,000	$3.646M	0.7%	$61.59	+42.7%	COM	03027X100
UNP	UNION PAC CORP	34,000	$3.601M	0.7%	$71.52	+22.5%	COM	907818108
—	TIME WARNER INC	36,666	$3.583M	0.7%	$65.32	—	COM NEW	887317303
ORCL	ORACLE CORP	80,000	$3.569M	0.7%	$31.98	+14.1%	COM	68389X105
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$3.483M	0.7%	$109.22	+4.7%	COM	459200101
GS	GOLDMAN SACHS GROUP INC	15,000	$3.446M	0.7%	$133.70	+49.6%	COM	38141G104
MCD	MCDONALDS CORP	25,093	$3.252M	0.6%	$70.27	+44.7%	COM	580135101
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.169M	0.6%	$25.87	+21.5%	COM	92343V104
—	RAYTHEON CO	20,000	$3.05M	0.6%	$98.80	—	COM NEW	755111507
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$2.959M	0.6%	$12.23	—	COM	458118106
LLY	LILLY ELI & CO	35,000	$2.944M	0.6%	$44.54	+56.1%	COM	532457108
CL	COLGATE PALMOLIVE CO	40,000	$2.928M	0.6%	$47.90	+18.7%	COM	194162103
WMT	WAL-MART STORES INC	40,000	$2.883M	0.5%	$19.90	-0.6%	COM	931142103
IONS	IONIS PHARMACEUTICALS INC	70,000	$2.814M	0.5%	$53.96	-16.8%	COM	462222100
—	UNITED TECHNOLOGIES CORP	25,000	$2.805M	0.5%	$116.84	—	COM	913017109
KO	COCA COLA CO	65,000	$2.759M	0.5%	$26.56	+18.7%	COM	191216100
ALL	ALLSTATE CORP	33,810	$2.755M	0.5%	$41.54	+55.3%	COM	020002101
GILD	GILEAD SCIENCES INC	40,000	$2.717M	0.5%	$54.49	-7.0%	COM	375558103
TRV	TRAVELERS COMPANIES INC	22,443	$2.705M	0.5%	$64.62	+53.1%	COM	89417E109
PRU	PRUDENTIAL FINL INC	25,000	$2.667M	0.5%	$52.24	+37.3%	COM	744320102
AWR	AMERICAN STS WTR CO	60,000	$2.658M	0.5%	$23.08	+60.2%	COM	029899101
ITW	ILLINOIS TOOL WKS INC	20,000	$2.649M	0.5%	$61.28	+70.7%	COM	452308109
ABBV	ABBVIE INC	40,000	$2.606M	0.5%	$39.76	+9.3%	COM	00287Y109
PEP	PEPSICO INC	23,251	$2.601M	0.5%	$56.86	+44.1%	COM	713448108
—	AETNA INC NEW	20,012	$2.553M	0.5%	$81.84	—	COM	00817Y108
—	DOW CHEM CO	40,165	$2.552M	0.5%	$48.60	—	COM	260543103
COST	COSTCO WHSL CORP NEW	15,000	$2.515M	0.5%	$91.29	+56.5%	COM	22160K105
HON	HONEYWELL INTL INC	20,000	$2.497M	0.5%	$64.71	+42.1%	COM	438516106
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$2.448M	0.5%	$44.55	+82.0%	COM	955306105
SJM	SMUCKER J M CO	18,405	$2.413M	0.5%	$68.74	+49.8%	COM NEW	832696405
—	BAKER HUGHES INC	40,000	$2.393M	0.5%	$64.11	—	COM	057224107
NOC	NORTHROP GRUMMAN CORP	10,000	$2.378M	0.5%	$97.12	+111.9%	COM	666807102
PTC	PTC INC	45,000	$2.365M	0.4%	$36.75	+43.9%	COM	69370C100
—	MONSANTO CO NEW	20,000	$2.264M	0.4%	$113.75	—	COM	61166W101
—	CORESITE RLTY CORP	25,000	$2.251M	0.4%	$31.00	—	COM	21870Q105
COP	CONOCOPHILLIPS	45,000	$2.244M	0.4%	$45.41	-19.5%	COM	20825C104
BAC	BANK AMER CORP	95,082	$2.243M	0.4%	$13.25	+46.2%	COM	060505104
EPR	EPR PPTYS	30,000	$2.209M	0.4%	$53.40	—	COM SH BEN INT	26884U109
—	CORE MARK HOLDING CO INC	70,000	$2.183M	0.4%	$52.99	—	COM	218681104
HEI	HEICO CORP NEW	25,000	$2.18M	0.4%	$29.73	+40.1%	COM	422806109
SWK	STANLEY BLACK & DECKER INC	16,375	$2.176M	0.4%	$59.39	+66.7%	COM	854502101
—	DISCOVER FINL SVCS	31,350	$2.144M	0.4%	$58.18	—	COM	254709108
AMAT	APPLIED MATLS INC	55,000	$2.14M	0.4%	$15.75	+106.6%	COM	038222105
—	TWENTY FIRST CENTY FOX INC	65,000	$2.105M	0.4%	$31.97	—	CL A	90130A101
—	PRIVATEBANCORP INC	35,000	$2.078M	0.4%	$30.51	—	COM	742962103
EFX	EQUIFAX INC	15,000	$2.051M	0.4%	$62.16	+88.5%	COM	294429105
SEIC	SEI INVESTMENTS CO	40,000	$2.018M	0.4%	$29.39	+53.5%	COM	784117103
—	DU PONT E I DE NEMOURS & CO	25,000	$2.008M	0.4%	$67.12	—	COM	263534109
—	LAM RESEARCH CORP	15,625	$2.006M	0.4%	$54.99	—	COM	512807108
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.995M	0.4%	$38.81	+59.1%	COM	571748102
MDLZ	MONDELEZ INTL INC	45,987	$1.981M	0.4%	$26.35	+36.2%	CL A	609207105
—	REYNOLDS AMERICAN INC	30,000	$1.891M	0.4%	$48.84	—	COM	761713106
—	AMERICAN EQTY INVT LIFE HLD	80,000	$1.89M	0.4%	$23.63	—	COM	025676206
HALO	HALOZYME THERAPEUTICS INC	145,000	$1.879M	0.4%	$16.65	-24.1%	COM	40637H109
GD	GENERAL DYNAMICS CORP	10,000	$1.872M	0.4%	$80.10	+89.9%	COM	369550108
T	AT&T INC	45,000	$1.87M	0.4%	$10.85	+54.2%	COM	00206R102
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.847M	0.4%	$28.89	+45.1%	COM	440327104
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.845M	0.4%	$17.75	+68.6%	COM	595017104
BC	BRUNSWICK CORP	30,000	$1.836M	0.3%	$36.35	+38.9%	COM	117043109
TBPH	THERAVANCE BIOPHARMA INC	49,284	$1.815M	0.3%	$16.88	+89.2%	COM	G8807B106
—	SOUTH ST CORP	20,000	$1.787M	0.3%	$55.90	—	COM	840441109
PSX	PHILLIPS 66	22,500	$1.782M	0.3%	$49.82	+15.0%	COM	718546104
—	PRAXAIR INC	15,000	$1.779M	0.3%	$131.00	—	COM	74005P104
TROW	PRICE T ROWE GROUP INC	26,000	$1.772M	0.3%	$52.57	-2.9%	COM	74144T108
GOOGL	ALPHABET INC	2,080	$1.763M	0.3%	$36.73	+13.6%	CAP STK CL A	02079K305
ALKS	ALKERMES PLC	30,000	$1.755M	0.3%	$47.58	+19.2%	SHS	G01767105
ENTG	ENTEGRIS INC	75,000	$1.755M	0.3%	$11.16	+77.3%	COM	29362U104
INCY	INCYTE CORP	13,000	$1.738M	0.3%	$62.06	+105.1%	COM	45337C102
PLXS	PLEXUS CORP	30,000	$1.734M	0.3%	$40.84	+36.5%	COM	729132100
GOOG	ALPHABET INC	2,085	$1.73M	0.3%	$35.61	+14.3%	CAP STK CL C	02079K107
QCOM	QUALCOMM INC	30,000	$1.72M	0.3%	$54.02	-15.8%	COM	747525103
EEFT	EURONET WORLDWIDE INC	20,000	$1.71M	0.3%	$41.47	+89.5%	COM	298736109
MATW	MATTHEWS INTL CORP	25,000	$1.691M	0.3%	$31.38	+73.2%	CL A	577128101
EVC	ENTRAVISION COMMUNICATIONS C	270,000	$1.674M	0.3%	$3.72	-2.9%	CL A	29382R107
—	CITRIX SYS INC	20,000	$1.668M	0.3%	$57.45	—	COM	177376100
SLB	SCHLUMBERGER LTD	21,286	$1.662M	0.3%	$57.17	+10.8%	COM	806857108
NSC	NORFOLK SOUTHERN CORP	14,500	$1.624M	0.3%	$71.41	+36.9%	COM	655844108
MDT	MEDTRONIC PLC	20,000	$1.611M	0.3%	$58.10	+7.4%	SHS	G5960L103
YUM	YUM BRANDS INC	25,000	$1.598M	0.3%	$42.07	+32.0%	COM	988498101
KFY	KORN FERRY INTL	50,000	$1.575M	0.3%	$22.02	+20.1%	COM NEW	500643200
SYY	SYSCO CORP	30,000	$1.558M	0.3%	$26.11	+61.1%	COM	871829107
ROK	ROCKWELL AUTOMATION INC	10,000	$1.557M	0.3%	$93.82	+35.1%	COM	773903109
AVB	AVALONBAY CMNTYS INC	8,407	$1.544M	0.3%	$84.84	+56.0%	COM	053484101
—	CHEMICAL FINL CORP	30,000	$1.535M	0.3%	$32.47	—	COM	163731102
—	CABOT MICROELECTRONICS CORP	20,000	$1.532M	0.3%	$44.00	—	COM	12709P103
THC	TENET HEALTHCARE CORP	85,000	$1.506M	0.3%	$44.12	-58.0%	COM NEW	88033G407
—	WYNDHAM WORLDWIDE CORP	17,859	$1.505M	0.3%	$73.24	—	COM	98310W108
—	ASPEN TECHNOLOGY INC	25,000	$1.473M	0.3%	$42.36	—	COM	045327103
HD	HOME DEPOT INC	10,000	$1.468M	0.3%	$60.23	+89.9%	COM	437076102
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.462M	0.3%	$35.93	+11.1%	COM	110122108
—	ALEXION PHARMACEUTICALS INC	12,000	$1.455M	0.3%	$118.60	—	COM	015351109
AZO	AUTOZONE INC	2,000	$1.446M	0.3%	$518.77	+42.7%	COM	053332102
—	CAVIUM INC	20,000	$1.433M	0.3%	$43.75	—	COM	14964U108
WSO	WATSCO INC	10,000	$1.432M	0.3%	$96.52	+55.1%	COM	942622200
KLAC	KLA-TENCOR CORP	15,000	$1.426M	0.3%	$41.11	+85.6%	COM	482480100
NPO	ENPRO INDS INC	20,000	$1.423M	0.3%	$70.90	-6.5%	COM	29355X107
—	SENIOR HSG PPTYS TR	70,000	$1.418M	0.3%	$22.47	—	SH BEN INT	81721M109
ZTS	ZOETIS INC	26,578	$1.418M	0.3%	$27.83	+81.3%	CL A	98978V103
INVA	INNOVIVA INC	102,000	$1.411M	0.3%	$10.97	+7.3%	COM	45781M101
—	VIACOM INC NEW	30,000	$1.399M	0.3%	$85.00	—	CL B	92553P201
—	YAHOO INC	30,000	$1.392M	0.3%	$35.90	—	COM	984332106
KHC	KRAFT HEINZ CO	15,329	$1.392M	0.3%	$47.82	+25.3%	COM	500754106
TGT	TARGET CORP	25,000	$1.38M	0.3%	$41.65	+15.2%	COM	87612E106
WWD	WOODWARD INC	20,000	$1.358M	0.3%	$39.69	+64.5%	COM	980745103
—	CHEMTURA CORP	40,000	$1.336M	0.3%	$25.30	—	COM NEW	163893209
—	TRUSTCO BK CORP N Y	170,000	$1.335M	0.3%	$7.04	—	COM	898349105
OTTR	OTTER TAIL CORP	35,000	$1.327M	0.3%	$20.25	+45.3%	COM	689648103
—	CHESAPEAKE LODGING TR	55,000	$1.318M	0.3%	$25.73	—	SH BEN INT	165240102
UNM	UNUM GROUP	28,000	$1.313M	0.2%	$34.13	+37.2%	COM	91529Y106
—	KNOLL INC	55,000	$1.31M	0.2%	$18.18	—	COM NEW	498904200
INDB	INDEPENDENT BANK CORP MASS	20,000	$1.3M	0.2%	$26.89	+84.8%	COM	453836108
—	CIMPRESS N V	15,000	$1.293M	0.2%	$74.87	—	SHS EURO	N20146101
ROG	ROGERS CORP	15,000	$1.288M	0.2%	$60.59	+34.9%	COM	775133101
NEE	NEXTERA ENERGY INC	10,000	$1.284M	0.2%	$16.57	+51.8%	COM	65339F101
GLPI	GAMING & LEISURE PPTYS INC	38,250	$1.278M	0.2%	$34.48	—	COM	36467J108
—	NAVIGANT CONSULTING INC	55,000	$1.257M	0.2%	$18.65	—	COM	63935N107
SF	STIFEL FINL CORP	25,000	$1.255M	0.2%	$28.20	+8.5%	COM	860630102
—	CELGENE CORP	10,000	$1.244M	0.2%	$112.75	—	COM	151020104
—	ANADARKO PETE CORP	20,000	$1.24M	0.2%	$84.75	—	COM	032511107
FFBC	FIRST FINL BANCORP OH	45,000	$1.235M	0.2%	$11.01	+79.4%	COM	320209109
CB	CHUBB LIMITED	9,028	$1.23M	0.2%	$96.06	+19.6%	COM	H1467J104
—	GENERAL ELECTRIC CO	41,228	$1.229M	0.2%	$25.88	—	COM	369604103
CAH	CARDINAL HEALTH INC	15,000	$1.223M	0.2%	$50.49	+20.0%	COM	14149Y108
GAP	GAP INC DEL	50,000	$1.215M	0.2%	$27.08	-35.5%	COM	364760108
DUK	DUKE ENERGY CORP NEW	14,733	$1.208M	0.2%	$42.66	+29.6%	COM NEW	26441C204
—	KAMAN CORP	25,000	$1.203M	0.2%	$40.68	—	COM	483548103
MET	METLIFE INC	22,766	$1.203M	0.2%	$31.07	+13.7%	COM	59156R108
PNC	PNC FINL SVCS GROUP INC	10,000	$1.202M	0.2%	$56.79	+60.8%	COM	693475105
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$1.201M	0.2%	$14.83	+96.8%	COM	127387108
JBHT	HUNT J B TRANS SVCS INC	13,000	$1.193M	0.2%	$65.88	+35.5%	COM	445658107
AZZ	AZZ INC	20,000	$1.19M	0.2%	$36.74	+41.7%	COM	002474104
MCK	MCKESSON CORP	8,000	$1.186M	0.2%	$160.13	-14.7%	COM	58155Q103
PAYX	PAYCHEX INC	20,000	$1.178M	0.2%	$29.49	+58.3%	COM	704326107
CVS	CVS HEALTH CORP	15,000	$1.178M	0.2%	$51.11	+18.6%	COM	126650100
—	STATE BK FINL CORP	45,000	$1.175M	0.2%	$17.69	—	COM	856190103
—	RIGEL PHARMACEUTICALS INC	355,000	$1.175M	0.2%	$2.81	—	COM NEW	766559603
MSI	MOTOROLA SOLUTIONS INC	13,571	$1.17M	0.2%	$53.66	+33.5%	COM NEW	620076307
RUSHA	RUSH ENTERPRISES INC	35,000	$1.158M	0.2%	$12.91	+14.5%	CL A	781846209
HOPE	HOPE BANCORP INC	60,000	$1.15M	0.2%	$16.20	+29.6%	COM	43940T109
OXM	OXFORD INDS INC	20,000	$1.145M	0.2%	$77.21	-28.3%	COM	691497309
IRBTQ	IROBOT CORP	17,000	$1.124M	0.2%	$40.05	+47.7%	COM	462726100
DE	DEERE & CO	10,000	$1.089M	0.2%	$70.10	+34.6%	COM	244199105
—	MEAD JOHNSON NUTRITION CO	12,219	$1.088M	0.2%	$83.15	—	COM	582839106
—	GLATFELTER	50,000	$1.087M	0.2%	$27.22	—	COM	377316104
AFL	AFLAC INC	15,000	$1.086M	0.2%	$23.98	+20.2%	COM	001055102
PYPL	PAYPAL HLDGS INC	25,000	$1.076M	0.2%	$35.85	+16.4%	COM	70450Y103
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$1.05M	0.2%	$11.02	-25.1%	COM	169656105
WMB	WILLIAMS COS INC DEL	35,000	$1.036M	0.2%	$20.92	-14.3%	COM	969457100
WEX	WEX INC	10,000	$1.035M	0.2%	$91.59	+21.2%	COM	96208T104
HUM	HUMANA INC	5,000	$1.031M	0.2%	$170.02	+12.9%	COM	444859102
BDX	BECTON DICKINSON & CO	5,582	$1.024M	0.2%	$94.25	+61.9%	COM	075887109
SCHW	SCHWAB CHARLES CORP NEW	25,000	$1.02M	0.2%	$22.70	+62.2%	COM	808513105
PPG	PPG INDS INC	9,700	$1.019M	0.2%	$85.80	+0.1%	COM	693506107
PRGS	PROGRESS SOFTWARE CORP	35,000	$1.017M	0.2%	$23.95	+21.3%	COM	743312100
MPC	MARATHON PETE CORP	20,000	$1.011M	0.2%	$33.67	+12.3%	COM	56585A102
—	BRIGGS & STRATTON CORP	45,000	$1.01M	0.2%	$22.24	—	COM	109043109
CAG	CONAGRA BRANDS INC	25,000	$1.009M	0.2%	$16.04	+79.8%	COM	205887102
BSX	BOSTON SCIENTIFIC CORP	40,000	$995K	0.2%	$13.13	+85.3%	COM	101137107
AEP	AMERICAN ELEC PWR INC	14,760	$991K	0.2%	$31.83	+48.9%	COM	025537101
NTGR	NETGEAR INC	20,000	$991K	0.2%	$20.77	+63.1%	COM	64111Q104
HTGC	HERCULES CAPITAL INC	65,000	$983K	0.2%	$15.67	-6.4%	COM	427096508
SCSC	SCANSOURCE INC	25,000	$981K	0.2%	$39.39	+3.5%	COM	806037107
—	FORWARD AIR CORP	20,000	$951K	0.2%	$46.10	—	COM	349853101
OXY	OCCIDENTAL PETE CORP DEL	15,000	$950K	0.2%	$62.47	-16.6%	COM	674599105
RSG	REPUBLIC SVCS INC	15,000	$942K	0.2%	$26.51	+95.5%	COM	760759100
—	CARDTRONICS PLC	20,000	$935K	0.2%	$44.60	—	SHS CL A	G1991C105
EQR	EQUITY RESIDENTIAL	15,000	$933K	0.2%	$31.71	+42.5%	SH BEN INT	29476L107
HUBG	HUB GROUP INC	20,000	$928K	0.2%	$20.24	+16.8%	CL A	443320106
—	SYMANTEC CORP	30,000	$920K	0.2%	$19.97	—	COM	871503108
—	AEGION CORP	40,000	$916K	0.2%	$25.30	—	COM	00770F104
ENB	ENBRIDGE INC	21,746	$910K	0.2%	$24.73	0.0%	COM	29250N105
CRUS	CIRRUS LOGIC INC	15,000	$910K	0.2%	$19.04	+199.1%	COM	172755100
—	NIC INC	45,000	$909K	0.2%	$19.31	—	COM	62914B100
BALL	BALL CORP	12,000	$891K	0.2%	$23.53	+44.0%	COM	058498106
KMX	CARMAX INC	15,000	$888K	0.2%	$46.71	+39.1%	COM	143130102
KR	KROGER CO	30,000	$885K	0.2%	$23.04	+15.1%	COM	501044101
—	PINNACLE ENTMT INC NEW	45,000	$878K	0.2%	$11.09	—	COM	72348Y105
—	INFINERA CORPORATION	85,000	$870K	0.2%	$9.08	—	COM	45667G103
DAN	DANA INCORPORATED	45,000	$869K	0.2%	$16.52	-2.8%	COM	235825205
MU	MICRON TECHNOLOGY INC	30,000	$867K	0.2%	$23.18	+2.8%	COM	595112103
NTRS	NORTHERN TR CORP	10,000	$866K	0.2%	$45.55	+48.8%	COM	665859104
ASH	ASHLAND GLOBAL HLDGS INC	6,860	$849K	0.2%	$49.37	+1.7%	COM	044186104
KOP	KOPPERS HOLDINGS INC	20,000	$847K	0.2%	$38.65	+5.3%	COM	50060P106
SO	SOUTHERN CO	17,000	$846K	0.2%	$25.27	+35.2%	COM	842587107
EBAY	EBAY INC	25,000	$839K	0.2%	$20.67	+40.0%	COM	278642103
BWXT	BWX TECHNOLOGIES INC	17,500	$833K	0.2%	$22.66	+73.2%	COM	05605H100
—	CONSOLIDATED COMM HLDGS INC	35,000	$820K	0.2%	$20.00	—	COM	209034107
WU	WESTERN UN CO	40,000	$814K	0.2%	$16.35	—	COM	959802109
NPKI	NEWPARK RES INC	100,000	$810K	0.2%	$11.44	-32.8%	COM PAR $.01NEW	651718504
AVY	AVERY DENNISON CORP	10,000	$806K	0.2%	$39.54	+67.6%	COM	053611109
LUV	SOUTHWEST AIRLS CO	15,000	$806K	0.2%	$19.19	+151.6%	COM	844741108
PH	PARKER HANNIFIN CORP	5,000	$802K	0.2%	$98.49	+34.6%	COM	701094104
TRN	TRINITY INDS INC	30,000	$797K	0.2%	$18.24	-19.8%	COM	896522109
—	CUBIC CORP	15,000	$792K	0.2%	$51.07	—	COM	229669106
CLDT	CHATHAM LODGING TR	40,000	$790K	0.2%	$20.23	—	COM	16208T102
FLR	FLUOR CORP NEW	15,000	$789K	0.1%	$69.22	-26.9%	COM	343412102
KMT	KENNAMETAL INC	20,000	$785K	0.1%	$33.32	-13.3%	COM	489170100
—	ROCKWELL COLLINS INC	8,000	$777K	0.1%	$79.63	—	COM	774341101
—	ENLINK MIDSTREAM LLC	40,000	$776K	0.1%	$33.95	—	COM UNIT REP LTD	29336T100
SNPS	SYNOPSYS INC	10,742	$775K	0.1%	$40.13	+66.8%	COM	871607107
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$768K	0.1%	$114.47	+30.3%	COM	883556102
CVLT	COMMVAULT SYSTEMS INC	15,000	$762K	0.1%	$69.18	-26.2%	COM	204166102
NTCT	NETSCOUT SYS INC	19,977	$758K	0.1%	$37.86	-6.7%	COM	64115T104
COF	CAPITAL ONE FINL CORP	8,733	$757K	0.1%	$59.33	+28.7%	COM	14040H105
HAL	HALLIBURTON CO	15,267	$751K	0.1%	$42.79	+5.5%	COM	406216101
CAR	AVIS BUDGET GROUP	25,000	$740K	0.1%	$40.83	-19.2%	COM	053774105
XEL	XCEL ENERGY INC	16,243	$722K	0.1%	$19.89	+62.1%	COM	98389B100
—	SEMGROUP CORP	20,000	$720K	0.1%	$65.70	—	CL A	81663A105
HPE	HEWLETT PACKARD ENTERPRISE C	30,000	$711K	0.1%	$6.50	+58.9%	COM	42824C109
DVN	DEVON ENERGY CORP NEW	17,000	$709K	0.1%	$41.69	-25.5%	COM	25179M103
LGND	LIGAND PHARMACEUTICALS INC	6,666	$706K	0.1%	$41.68	+57.8%	COM NEW	53220K504
—	NEKTAR THERAPEUTICS	30,000	$704K	0.1%	$12.13	—	COM	640268108
F	FORD MTR CO DEL	60,000	$698K	0.1%	$8.37	-7.0%	COM PAR $0.01	345370860
ADM	ARCHER DANIELS MIDLAND CO	15,000	$691K	0.1%	$29.33	+17.4%	COM	039483102
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$682K	0.1%	$11.24	+21.6%	COM CL A	46333X108
GERN	GERON CORP	300,000	$681K	0.1%	$3.75	-43.1%	COM	374163103
YUMC	YUM CHINA HLDGS INC	25,000	$680K	0.1%	$26.68	+0.2%	COM	98850P109
—	ORITANI FINL CORP DEL	40,000	$680K	0.1%	$15.80	—	COM	68633D103
APD	AIR PRODS & CHEMS INC	5,000	$676K	0.1%	$79.28	+42.7%	COM	009158106
SYF	SYNCHRONY FINL	19,719	$676K	0.1%	$25.00	+15.9%	COM	87165B103
ACM	AECOM	18,879	$672K	0.1%	$30.01	+17.2%	COM	00766T100
HII	HUNTINGTON INGALLS INDS INC	3,333	$667K	0.1%	$78.33	+117.7%	COM	446413106
—	TIVO CORP	34,758	$652K	0.1%	$19.21	—	COM	88870P106
—	UNITI GROUP INC	25,169	$651K	0.1%	$25.87	—	COM	91325V108
FTI	TECHNIPFMC PLC	20,000	$650K	0.1%	$22.64	0.0%	COM	G87110105
EMN	EASTMAN CHEM CO	8,000	$646K	0.1%	$56.96	+2.7%	COM	277432100
ABT	ABBOTT LABS	14,354	$637K	0.1%	$32.61	+13.2%	COM	002824100
HURN	HURON CONSULTING GROUP INC	15,000	$632K	0.1%	$65.04	-32.2%	COM	447462102
—	TENNECO INC	10,000	$624K	0.1%	$58.10	—	COM	880349105
SWKS	SKYWORKS SOLUTIONS INC	6,318	$619K	0.1%	$26.27	+187.4%	COM	83088M102
ASTE	ASTEC INDS INC	10,000	$615K	0.1%	$60.00	0.0%	COM	046224101
HL	HECLA MNG CO	110,000	$582K	0.1%	$3.11	+78.1%	COM	422704106
—	MYLAN N V	14,750	$575K	0.1%	$59.32	—	SHS EURO	N59465109
—	VERINT SYS INC	12,981	$563K	0.1%	$46.91	—	COM	92343X100
MYE	MYERS INDS INC	35,000	$555K	0.1%	$13.73	-21.8%	COM	628464109
GCO	GENESCO INC	10,000	$555K	0.1%	$72.64	-18.0%	COM	371532102
MTH	MERITAGE HOMES CORP	15,000	$552K	0.1%	$22.78	-21.4%	COM	59001A102
KIM	KIMCO RLTY CORP	25,000	$552K	0.1%	$12.11	+26.7%	COM	49446R109
FNB	FNB CORP PA	37,000	$550K	0.1%	$10.85	0.0%	COM	302520101
—	DRIL-QUIP INC	10,000	$546K	0.1%	$112.10	—	COM	262037104
—	FIRST MIDWEST BANCORP DEL	23,000	$545K	0.1%	$23.70	—	COM	320867104
PNNT	PENNANTPARK INVT CORP	66,710	$543K	0.1%	$2.62	+7.6%	COM	708062104
HPQ	HP INC	30,000	$536K	0.1%	$9.12	+32.6%	COM	40434L105
—	FARO TECHNOLOGIES INC	15,000	$536K	0.1%	$53.00	—	COM	311642102
—	ARRAY BIOPHARMA INC	60,000	$536K	0.1%	$4.70	—	COM	04269X105
BXP	BOSTON PROPERTIES INC	4,000	$530K	0.1%	$66.97	+35.3%	COM	101121101
KSS	KOHLS CORP	13,000	$518K	0.1%	$53.60	-23.9%	COM	500255104
MUR	MURPHY OIL CORP	18,000	$515K	0.1%	$38.91	-46.3%	COM	626717102
—	ORBITAL ATK INC	5,209	$510K	0.1%	$76.60	—	COM	68557N103
DAR	DARLING INGREDIENTS INC	35,000	$508K	0.1%	$20.04	-34.3%	COM	237266101
—	NATIONAL CINEMEDIA INC	40,000	$505K	0.1%	$12.63	—	COM	635309107
EXPE	EXPEDIA INC DEL	3,875	$489K	0.1%	$67.77	+72.8%	COM NEW	30212P303
—	CENTURYLINK INC	20,550	$484K	0.1%	$32.85	—	COM	156700106
—	HESS CORP	10,000	$482K	0.1%	$82.90	—	COM	42809H107
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$481K	0.1%	$27.12	+47.1%	COM	416515104
C	CITIGROUP INC	8,000	$479K	0.1%	$37.07	+20.5%	COM NEW	172967424
CWCO	CONSOLIDATED WATER CO INC	40,000	$466K	0.1%	$8.68	0.0%	ORD	G23773107
W	WAYFAIR INC	11,000	$445K	0.1%	$39.52	0.0%	CL A	94419L101
CYH	COMMUNITY HEALTH SYS INC NEW	50,000	$444K	0.1%	$35.59	-78.1%	COM	203668108
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$444K	0.1%	$22.69	+43.5%	COM	744573106
COR	AMERISOURCEBERGEN CORP	4,996	$442K	0.1%	$49.28	+34.9%	COM	03073E105
—	ONCOMED PHARMACEUTICALS INC	48,000	$442K	0.1%	$22.54	—	COM	68234X102
—	GREENHILL & CO INC	15,000	$440K	0.1%	$52.00	—	COM	395259104
—	FINISH LINE INC	30,000	$427K	0.1%	$27.10	—	CL A	317923100
—	CARDIOVASCULAR SYS INC DEL	15,000	$424K	0.1%	$28.27	—	COM	141619106
—	WINDSTREAM HLDGS INC	77,928	$424K	0.1%	$5.44	—	COM NEW	97382A200
NRG	NRG ENERGY INC	22,496	$421K	0.1%	$22.10	-38.2%	COM NEW	629377508
—	PICO HLDGS INC	30,000	$420K	0.1%	$26.00	—	COM NEW	693366205
HRB	BLOCK H & R INC	18,000	$419K	0.1%	$19.54	-18.8%	COM	093671105
—	AVON PRODS INC	95,000	$418K	0.1%	$6.02	—	COM	054303102
LMB	LIMBACH HLDGS INC	30,000	$418K	0.1%	$14.01	0.0%	COM	53263P105
—	JUNIPER NETWORKS INC	15,000	$417K	0.1%	$25.73	—	COM	48203R104
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$417K	0.1%	$32.07	+16.1%	COM	49338L103
—	EROS INTL PLC	40,000	$412K	0.1%	$10.30	—	SHS NEW	G3788M114
—	SOUTHWESTERN ENERGY CO	50,000	$409K	0.1%	$8.18	—	COM	845467109
—	INGERSOLL-RAND PLC	5,000	$407K	0.1%	$57.20	—	SHS	G47791101
DOV	DOVER CORP	5,000	$402K	0.1%	$50.30	+9.8%	COM	260003108
LCII	LCI INDS	4,000	$399K	0.1%	$81.42	0.0%	COM	50189K103
—	ATLAS AIR WORLDWIDE HLDGS IN	7,000	$388K	0.1%	$55.43	—	COM NEW	049164205
—	HAYNES INTERNATIONAL INC	10,000	$381K	0.1%	$54.00	—	COM NEW	420877201
KMI	KINDER MORGAN INC DEL	17,265	$375K	0.1%	$18.43	-26.1%	COM	49456B101
XRAY	DENTSPLY SIRONA INC	6,000	$375K	0.1%	$58.93	+2.1%	COM	24906P109
WTS	WATTS WATER TECHNOLOGIES INC	6,000	$374K	0.1%	$63.64	0.0%	CL A	942749102
—	SPIRIT AIRLS INC	7,000	$371K	0.1%	$53.00	—	COM	848577102
EXC	EXELON CORP	10,200	$367K	0.1%	$13.80	+35.5%	COM	30161N101
—	CELLDEX THERAPEUTICS INC NEW	100,000	$361K	0.1%	$17.67	—	COM	15117B103
GT	GOODYEAR TIRE & RUBR CO	10,000	$360K	0.1%	$25.47	+33.3%	COM	382550101
—	DELL TECHNOLOGIES INC	5,600	$359K	0.1%	$47.85	—	COM CL V	24703L103
RGA	REINSURANCE GROUP AMER INC	2,829	$359K	0.1%	$75.92	+67.1%	COM NEW	759351604
—	FIBROGEN INC	14,352	$354K	0.1%	$21.95	—	COM	31572Q808
LW	LAMB WESTON HLDGS INC	8,333	$350K	0.1%	$29.75	+16.2%	COM	513272104
GTLS	CHART INDS INC	10,000	$349K	0.1%	$86.10	-57.0%	COM PAR $0.01	16115Q308
CVCO	CAVCO INDS INC DEL	3,000	$349K	0.1%	$76.06	+42.7%	COM	149568107
—	REXNORD CORP NEW	15,000	$346K	0.1%	$23.07	—	COM	76169B102
FIVE	FIVE BELOW INC	8,000	$346K	0.1%	$39.74	0.0%	COM	33829M101
AIG	AMERICAN INTL GROUP INC	5,500	$343K	0.1%	$37.86	+35.1%	COM NEW	026874784
PBYI	PUMA BIOTECHNOLOGY INC	9,167	$341K	0.1%	$94.57	-61.4%	COM	74587V107
—	LOGMEIN INC	3,436	$335K	0.1%	$97.50	—	COM	54142L109
MUSA	MURPHY USA INC	4,500	$330K	0.1%	$45.04	+42.3%	COM	626755102
—	LEGG MASON INC	9,000	$325K	0.1%	$49.00	—	COM	524901105
—	FORWARD PHARMA A/S	15,000	$323K	0.1%	$21.53	—	SPONSORED ADR	34986J105
—	XEROX CORP	44,000	$323K	0.1%	$11.30	—	COM	984121103
—	MARATHON OIL CORP	20,000	$316K	0.1%	$35.50	—	COM	565849106
AAL	AMERICAN AIRLS GROUP INC	7,439	$315K	0.1%	$36.77	+19.0%	COM	02376R102
—	AXOVANT SCIENCES LTD	21,000	$314K	0.1%	$12.92	—	COM	G0750W104
—	ASTORIA FINL CORP	15,000	$308K	0.1%	$13.80	—	COM	046265104
MAN	MANPOWERGROUP INC	3,000	$308K	0.1%	$68.93	+40.7%	COM	56418H100
MCY	MERCURY GENL CORP NEW	5,000	$305K	0.1%	$45.68	+30.7%	COM	589400100
—	FTD COS INC	15,000	$302K	0.1%	$31.80	—	COM	30281V108
R	RYDER SYS INC	4,000	$302K	0.1%	$75.70	0.0%	COM	783549108
EMR	EMERSON ELEC CO	5,000	$299K	0.1%	$47.79	+0.3%	COM	291011104
M	MACYS INC	10,000	$296K	0.1%	$55.60	-44.4%	COM	55616P104
—	HORTONWORKS INC	30,000	$294K	0.1%	$9.80	—	COM	440894103
—	GSV CAP CORP	65,000	$291K	0.1%	$4.48	—	COM	36191J101
SFBS	SERVISFIRST BANCSHARES INC	8,000	$291K	0.1%	$34.20	0.0%	COM	81768T108
—	IAC INTERACTIVECORP	3,875	$286K	0.1%	$56.26	—	COM	44919P508
—	OASIS PETE INC NEW	20,000	$285K	0.1%	$41.75	—	COM	674215108
PLD	PROLOGIS INC	5,464	$283K	0.1%	$27.64	+43.4%	COM	74340W103
—	LAZARD LTD	6,000	$276K	0.1%	$46.00	—	SHS A	G54050102
—	UNITED STATES STL CORP NEW	8,000	$270K	0.1%	$33.00	—	COM	912909108
—	BROCADE COMMUNICATIONS SYS I	21,572	$269K	0.1%	$10.62	—	COM NEW	111621306
OLLI	OLLIES BARGAIN OUTLT HLDGS I	8,000	$268K	0.1%	$31.45	0.0%	COM	681116109
—	NEURODERM LTD	10,000	$266K	0.1%	$26.60	—	ORD SHS	M74231107
—	PINNACLE FINL PARTNERS INC	4,000	$266K	0.1%	$66.50	—	COM	72346Q104
—	STAPLES INC	30,348	$266K	0.1%	$11.34	—	COM	855030102
LNN	LINDSAY CORP	3,000	$264K	0.1%	$72.98	-3.5%	COM	535555106
—	NABORS INDUSTRIES LTD	20,000	$261K	0.0%	$24.65	—	SHS	G6359F103
—	KANSAS CITY SOUTHERN	3,000	$257K	0.0%	$102.00	—	COM NEW	485170302
VTR	VENTAS INC	3,933	$256K	0.0%	$41.21	+3.2%	COM	92276F100
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$248K	0.0%	$11.21	+22.7%	COM	928298108
AMD	ADVANCED MICRO DEVICES INC	17,000	$247K	0.0%	$3.82	+232.6%	COM	007903107
MPAA	MOTORCAR PTS AMER INC	8,000	$246K	0.0%	$27.94	0.0%	COM	620071100
KLIC	KULICKE & SOFFA INDS INC	12,000	$244K	0.0%	$10.36	+61.9%	COM	501242101
NI	NISOURCE INC	10,000	$238K	0.0%	$9.34	+84.1%	COM	65473P105
—	MCDERMOTT INTL INC	35,000	$236K	0.0%	$7.83	—	COM	580037109
PHM	PULTE GROUP INC	10,000	$236K	0.0%	$17.01	+14.4%	COM	745867101
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$233K	0.0%	$22.27	-63.9%	COM	42330P107
—	QUALITY SYS INC	15,000	$229K	0.0%	$16.87	—	COM	747582104
MOH	MOLINA HEALTHCARE INC	5,000	$228K	0.0%	$36.85	+42.0%	COM	60855R100
—	WPX ENERGY INC	16,666	$223K	0.0%	$18.00	—	COM	98212B103
—	INTERPUBLIC GROUP COS INC	9,000	$221K	0.0%	$15.38	+10.3%	COM	460690100
CROX	CROCS INC	30,000	$212K	0.0%	$15.31	-54.6%	COM	227046109
—	DISCOVERY COMMUNICATNS NEW	7,500	$212K	0.0%	$26.80	—	COM SER C	25470F302
NWSA	NEWS CORP NEW	16,250	$211K	0.0%	$15.19	-25.7%	CL A	65249B109
NTAP	NETAPP INC	5,000	$209K	0.0%	$31.40	0.0%	COM	64110D104
—	ADTRAN INC	10,000	$208K	0.0%	$24.40	—	COM	00738A106
NVRI	HARSCO CORP	15,000	$191K	0.0%	$24.55	-45.6%	COM	415864107
—	PIER 1 IMPORTS INC	25,000	$179K	0.0%	$18.88	—	COM	720279108
CVU	CPI AEROSTRUCTURES INC	25,000	$169K	0.0%	$7.91	0.0%	COM NEW	125919308
—	ACHILLION PHARMACEUTICALS IN	40,000	$168K	0.0%	$6.90	—	COM	00448Q201
—	AIR TRANSPORT SERVICES GRP I	10,000	$161K	0.0%	$7.90	—	COM	00922R105
—	OCWEN FINL CORP	26,000	$142K	0.0%	$39.19	—	COM NEW	675746309
—	CHICOS FAS INC	10,000	$142K	0.0%	$16.00	—	COM	168615102
FSS	FEDERAL SIGNAL CORP	10,000	$138K	0.0%	$11.92	+16.0%	COM	313855108
—	WEATHERFORD INTL PLC	20,000	$133K	0.0%	$20.80	—	ORD SHS	G48833100
—	SPRINT CORP	15,000	$130K	0.0%	$9.20	—	COM SER 1	85207U105
CLNE	CLEAN ENERGY FUELS CORP	40,000	$102K	0.0%	$10.39	-74.7%	COM	184499101
—	ARQULE INC	86,202	$91,000	0.0%	$2.05	—	COM	04269E107
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	16,000	$89,000	0.0%	$18.31	—	SPONDS ADR	00653A107
XENE	XENON PHARMACEUTICALS INC	20,000	$80,000	0.0%	$13.82	-43.1%	COM	98420N105
—	AK STL HLDG CORP	10,000	$72,000	0.0%	$7.20	—	COM	001547108
—	QUORUM HEALTH CORP	12,500	$68,000	0.0%	$10.72	—	COM	74909E106
—	ADAMIS PHARMACEUTICALS CORP	12,224	$52,000	0.0%	$2.78	—	COM NEW	00547W208
—	FRONTIER COMMUNICATIONS CORP	15,602	$33,000	0.0%	$5.70	—	COM	35906A108
—	KINDER MORGAN INC DEL	26,117	$0	0.0%	$1.76	—	*W EXP 05/25/201	49456B119