NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Oct 30, 2017

Total Value: $552M (100.0% shares, 0.0% debt)

Holdings (455)

AAPL APPLE INC 4.4%

Value $24.27M Shares 157,500 Est. Cost $18.36 Unrealized +96.9%

JPM JPMORGAN CHASE & CO 2.3%

Value $12.89M Shares 135,000 Est. Cost $42.08 Unrealized +75.0%

MSFT MICROSOFT CORP 2.3%

Value $12.66M Shares 170,000 Est. Cost $31.26 Unrealized +113.3%

AMZN AMAZON COM INC 1.4%

Value $7.691M Shares 8,000 Est. Cost $18.56 Unrealized +164.7%

JNJ JOHNSON & JOHNSON 1.2%

Value $6.501M Shares 50,000 Est. Cost $66.63 Unrealized +57.5%

PG PROCTER AND GAMBLE CO 1.2%

Value $6.369M Shares 70,000 Est. Cost $56.51 Unrealized +29.2%

MRK MERCK & CO INC 1.1%

Value $5.971M Shares 93,252 Est. Cost $35.76 Unrealized +30.6%

CMCSA COMCAST CORP NEW 1.0%

Value $5.772M Shares 150,000 Est. Cost $26.08 Unrealized +22.8%

XOM EXXON MOBIL CORP 1.0%

Value $5.739M Shares 70,000 Est. Cost $58.08 Unrealized -6.4%

PM PHILIP MORRIS INTL INC 1.0%

Value $5.551M Shares 50,000 Est. Cost $44.74 Unrealized +68.2%

WFC WELLS FARGO CO NEW 1.0%

Value $5.515M Shares 100,000 Est. Cost $33.41 Unrealized +26.1%

CSCO CISCO SYS INC 0.9%

Value $5.045M Shares 150,000 Est. Cost $15.30 Unrealized +61.5%

— DOWDUPONT INC 0.9%

Value $4.999M Shares 72,215 Est. Cost $69.22 Unrealized —

DIS DISNEY WALT CO 0.9%

Value $4.929M Shares 50,000 Est. Cost $69.69 Unrealized +39.1%

AXP AMERICAN EXPRESS CO 0.8%

Value $4.523M Shares 50,000 Est. Cost $75.50 Unrealized +1.5%

USB US BANCORP DEL 0.8%

Value $4.287M Shares 80,000 Est. Cost $27.34 Unrealized +38.1%

BK BANK NEW YORK MELLON CORP 0.8%

Value $4.244M Shares 80,038 Est. Cost $24.75 Unrealized +69.0%

INTC INTEL CORP 0.8%

Value $4.189M Shares 110,000 Est. Cost $18.67 Unrealized +58.5%

PFE PFIZER INC 0.8%

Value $4.14M Shares 115,956 Est. Cost $18.20 Unrealized +22.2%

CVX CHEVRON CORP NEW 0.7%

Value $4.113M Shares 35,000 Est. Cost $70.36 Unrealized +8.3%

AMT AMERICAN TOWER CORP NEW 0.7%

Value $4.1M Shares 30,000 Est. Cost $61.59 Unrealized +82.4%

LOW LOWES COS INC 0.7%

Value $3.997M Shares 50,000 Est. Cost $39.01 Unrealized +68.3%

UNP UNION PAC CORP 0.7%

Value $3.943M Shares 34,000 Est. Cost $71.52 Unrealized +24.6%

MCD MCDONALDS CORP 0.7%

Value $3.932M Shares 25,093 Est. Cost $70.27 Unrealized +83.1%

ORCL ORACLE CORP 0.7%

Value $3.868M Shares 80,000 Est. Cost $31.98 Unrealized +37.4%

— TIME WARNER INC 0.7%

Value $3.756M Shares 36,666 Est. Cost $65.32 Unrealized —

— ACTIVISION BLIZZARD INC 0.7%

Value $3.742M Shares 58,000 Est. Cost $20.44 Unrealized —

— RAYTHEON CO 0.7%

Value $3.732M Shares 20,000 Est. Cost $98.80 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.6%

Value $3.558M Shares 15,000 Est. Cost $133.70 Unrealized +40.6%

ABBV ABBVIE INC 0.6%

Value $3.554M Shares 40,000 Est. Cost $39.76 Unrealized +34.9%

GILD GILEAD SCIENCES INC 0.6%

Value $3.241M Shares 40,000 Est. Cost $54.49 Unrealized +2.7%

VZ VERIZON COMMUNICATIONS INC 0.6%

Value $3.217M Shares 65,000 Est. Cost $25.87 Unrealized +16.8%

— AETNA INC NEW 0.6%

Value $3.182M Shares 20,012 Est. Cost $81.84 Unrealized —

WMT WAL-MART STORES INC 0.6%

Value $3.126M Shares 40,000 Est. Cost $19.90 Unrealized +15.1%

ALL ALLSTATE CORP 0.6%

Value $3.107M Shares 33,810 Est. Cost $41.54 Unrealized +80.9%

LLY LILLY ELI & CO 0.5%

Value $2.994M Shares 35,000 Est. Cost $44.54 Unrealized +61.9%

ITW ILLINOIS TOOL WKS INC 0.5%

Value $2.959M Shares 20,000 Est. Cost $61.28 Unrealized +89.4%

KO COCA COLA CO 0.5%

Value $2.926M Shares 65,000 Est. Cost $26.56 Unrealized +31.6%

CL COLGATE PALMOLIVE CO 0.5%

Value $2.914M Shares 40,000 Est. Cost $47.90 Unrealized +23.6%

— UNITED TECHNOLOGIES CORP 0.5%

Value $2.902M Shares 25,000 Est. Cost $116.84 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.5%

Value $2.902M Shares 20,000 Est. Cost $109.22 Unrealized -11.3%

— LAM RESEARCH CORP 0.5%

Value $2.891M Shares 15,625 Est. Cost $54.99 Unrealized —

NOC NORTHROP GRUMMAN CORP 0.5%

Value $2.877M Shares 10,000 Est. Cost $97.12 Unrealized +141.9%

AMAT APPLIED MATLS INC 0.5%

Value $2.865M Shares 55,000 Est. Cost $15.75 Unrealized +161.4%

HON HONEYWELL INTL INC 0.5%

Value $2.835M Shares 20,000 Est. Cost $64.71 Unrealized +61.2%

TRV TRAVELERS COMPANIES INC 0.5%

Value $2.75M Shares 22,443 Est. Cost $64.62 Unrealized +60.9%

PRU PRUDENTIAL FINL INC 0.5%

Value $2.658M Shares 25,000 Est. Cost $52.24 Unrealized +38.0%

PEP PEPSICO INC 0.5%

Value $2.591M Shares 23,251 Est. Cost $56.86 Unrealized +57.2%

SWK STANLEY BLACK & DECKER INC 0.4%

Value $2.472M Shares 16,375 Est. Cost $59.39 Unrealized +92.8%

COST COSTCO WHSL CORP NEW 0.4%

Value $2.464M Shares 15,000 Est. Cost $91.29 Unrealized +53.5%

SEIC SEI INVESTMENTS CO 0.4%

Value $2.442M Shares 40,000 Est. Cost $29.39 Unrealized +73.6%

BAC BANK AMER CORP 0.4%

Value $2.409M Shares 95,082 Est. Cost $13.25 Unrealized +50.6%

— MONSANTO CO NEW 0.4%

Value $2.396M Shares 20,000 Est. Cost $113.75 Unrealized —

TROW PRICE T ROWE GROUP INC 0.4%

Value $2.357M Shares 26,000 Est. Cost $52.57 Unrealized +15.0%

IONS IONIS PHARMACEUTICALS INC 0.4%

Value $2.282M Shares 45,000 Est. Cost $53.96 Unrealized -2.9%

MRSH MARSH & MCLENNAN COS INC 0.4%

Value $2.263M Shares 27,000 Est. Cost $38.81 Unrealized +78.3%

COP CONOCOPHILLIPS 0.4%

Value $2.252M Shares 45,000 Est. Cost $45.41 Unrealized -24.2%

MCHP MICROCHIP TECHNOLOGY INC 0.4%

Value $2.245M Shares 25,000 Est. Cost $17.75 Unrealized +102.3%

MO ALTRIA GROUP INC 0.4%

Value $2.22M Shares 35,000 Est. Cost $17.12 Unrealized +110.8%

— PRAXAIR INC 0.4%

Value $2.096M Shares 15,000 Est. Cost $131.00 Unrealized —

PSX PHILLIPS 66 0.4%

Value $2.061M Shares 22,500 Est. Cost $49.82 Unrealized +23.0%

GD GENERAL DYNAMICS CORP 0.4%

Value $2.056M Shares 10,000 Est. Cost $80.10 Unrealized +107.8%

GOOGL ALPHABET INC 0.4%

Value $2.025M Shares 2,080 Est. Cost $36.73 Unrealized +28.2%

— DISCOVER FINL SVCS 0.4%

Value $2.021M Shares 31,350 Est. Cost $58.18 Unrealized —

GOOG ALPHABET INC 0.4%

Value $2M Shares 2,085 Est. Cost $35.61 Unrealized +29.8%

SJM SMUCKER J M CO 0.4%

Value $1.931M Shares 18,405 Est. Cost $68.74 Unrealized +27.3%

NSC NORFOLK SOUTHERN CORP 0.3%

Value $1.917M Shares 14,500 Est. Cost $71.41 Unrealized +43.8%

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.883M Shares 17,859 Est. Cost $73.24 Unrealized —

MDLZ MONDELEZ INTL INC 0.3%

Value $1.87M Shares 45,987 Est. Cost $26.35 Unrealized +31.6%

YUM YUM BRANDS INC 0.3%

Value $1.84M Shares 25,000 Est. Cost $42.07 Unrealized +53.9%

ROK ROCKWELL AUTOMATION INC 0.3%

Value $1.782M Shares 10,000 Est. Cost $93.82 Unrealized +51.9%

T AT&T INC 0.3%

Value $1.763M Shares 45,000 Est. Cost $10.85 Unrealized +43.8%

— TWENTY FIRST CENTY FOX INC 0.3%

Value $1.715M Shares 65,000 Est. Cost $31.97 Unrealized —

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value $1.714M Shares 26,884 Est. Cost $35.93 Unrealized +20.0%

ZTS ZOETIS INC 0.3%

Value $1.695M Shares 26,578 Est. Cost $27.83 Unrealized +111.0%

— ALEXION PHARMACEUTICALS INC 0.3%

Value $1.683M Shares 12,000 Est. Cost $118.60 Unrealized —

HD HOME DEPOT INC 0.3%

Value $1.636M Shares 10,000 Est. Cost $60.23 Unrealized +107.8%

SYY SYSCO CORP 0.3%

Value $1.619M Shares 30,000 Est. Cost $26.11 Unrealized +60.2%

PYPL PAYPAL HLDGS INC 0.3%

Value $1.601M Shares 25,000 Est. Cost $35.85 Unrealized +66.7%

EFX EQUIFAX INC 0.3%

Value $1.59M Shares 15,000 Est. Cost $62.16 Unrealized +97.1%

KLAC KLA-TENCOR CORP 0.3%

Value $1.59M Shares 15,000 Est. Cost $41.11 Unrealized +103.5%

QCOM QUALCOMM INC 0.3%

Value $1.555M Shares 30,000 Est. Cost $54.02 Unrealized -21.7%

MDT MEDTRONIC PLC 0.3%

Value $1.555M Shares 20,000 Est. Cost $58.10 Unrealized +15.2%

KLIC KULICKE & SOFFA INDS INC 0.3%

Value $1.553M Shares 72,000 Est. Cost $16.79 Unrealized +4.2%

— CITRIX SYS INC 0.3%

Value $1.536M Shares 20,000 Est. Cost $57.45 Unrealized —

INCY INCYTE CORP 0.3%

Value $1.518M Shares 13,000 Est. Cost $62.06 Unrealized +103.9%

— TRUSTCO BK CORP N Y 0.3%

Value $1.513M Shares 170,000 Est. Cost $7.04 Unrealized —

CDNS CADENCE DESIGN SYSTEM INC 0.3%

Value $1.51M Shares 38,250 Est. Cost $14.83 Unrealized +148.4%

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.5M Shares 8,407 Est. Cost $84.84 Unrealized +65.3%

SLB SCHLUMBERGER LTD 0.3%

Value $1.485M Shares 21,286 Est. Cost $57.17 Unrealized -9.3%

GAP GAP INC DEL 0.3%

Value $1.477M Shares 50,000 Est. Cost $27.08 Unrealized -32.2%

TGT TARGET CORP 0.3%

Value $1.475M Shares 25,000 Est. Cost $41.65 Unrealized +6.0%

NEE NEXTERA ENERGY INC 0.3%

Value $1.466M Shares 10,000 Est. Cost $16.57 Unrealized +79.4%

BKR BAKER HUGHES A GE CO 0.3%

Value $1.465M Shares 40,000 Est. Cost $28.18 Unrealized 0.0%

— CHEMICAL FINL CORP 0.3%

Value $1.463M Shares 28,000 Est. Cost $32.47 Unrealized —

— CELGENE CORP 0.3%

Value $1.458M Shares 10,000 Est. Cost $112.75 Unrealized —

JBHT HUNT J B TRANS SVCS INC 0.3%

Value $1.444M Shares 13,000 Est. Cost $65.88 Unrealized +36.1%

— SOUTH ST CORP 0.3%

Value $1.441M Shares 16,000 Est. Cost $55.90 Unrealized —

— CABOT MICROELECTRONICS CORP 0.3%

Value $1.439M Shares 18,000 Est. Cost $44.00 Unrealized —

UNM UNUM GROUP 0.3%

Value $1.432M Shares 28,000 Est. Cost $34.13 Unrealized +42.9%

PTC PTC INC 0.3%

Value $1.407M Shares 25,000 Est. Cost $36.75 Unrealized +50.7%

— AK STL HLDG CORP 0.3%

Value $1.398M Shares 250,000 Est. Cost $5.66 Unrealized —

THC TENET HEALTHCARE CORP 0.3%

Value $1.397M Shares 85,000 Est. Cost $44.12 Unrealized -61.6%

— CHESAPEAKE LODGING TR 0.2%

Value $1.349M Shares 50,000 Est. Cost $25.73 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.2%

Value $1.348M Shares 10,000 Est. Cost $56.79 Unrealized +70.2%

OTTR OTTER TAIL CORP 0.2%

Value $1.301M Shares 30,000 Est. Cost $20.25 Unrealized +61.4%

INVA INNOVIVA INC 0.2%

Value $1.299M Shares 92,000 Est. Cost $10.97 Unrealized +20.5%

— STATE BK FINL CORP 0.2%

Value $1.289M Shares 45,000 Est. Cost $17.69 Unrealized —

CB CHUBB LIMITED 0.2%

Value $1.287M Shares 9,028 Est. Cost $96.06 Unrealized +30.0%

DE DEERE & CO 0.2%

Value $1.256M Shares 10,000 Est. Cost $70.10 Unrealized +54.9%

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.236M Shares 14,733 Est. Cost $42.66 Unrealized +42.6%

MCK MCKESSON CORP 0.2%

Value $1.229M Shares 8,000 Est. Cost $160.13 Unrealized -8.8%

AFL AFLAC INC 0.2%

Value $1.221M Shares 15,000 Est. Cost $23.98 Unrealized +38.1%

CVS CVS HEALTH CORP 0.2%

Value $1.22M Shares 15,000 Est. Cost $51.11 Unrealized +19.0%

HUM HUMANA INC 0.2%

Value $1.218M Shares 5,000 Est. Cost $170.02 Unrealized +34.3%

PAYX PAYCHEX INC 0.2%

Value $1.199M Shares 20,000 Est. Cost $29.49 Unrealized +51.2%

AZO AUTOZONE INC 0.2%

Value $1.19M Shares 2,000 Est. Cost $518.77 Unrealized +2.7%

— CORE MARK HOLDING CO INC 0.2%

Value $1.189M Shares 37,000 Est. Cost $52.99 Unrealized —

KHC KRAFT HEINZ CO 0.2%

Value $1.189M Shares 15,329 Est. Cost $47.82 Unrealized +18.0%

MET METLIFE INC 0.2%

Value $1.183M Shares 22,766 Est. Cost $31.07 Unrealized +17.9%

MU MICRON TECHNOLOGY INC 0.2%

Value $1.18M Shares 30,000 Est. Cost $23.18 Unrealized +33.1%

FFBC FIRST FINL BANCORP OH 0.2%

Value $1.177M Shares 45,000 Est. Cost $11.01 Unrealized +67.1%

BSX BOSTON SCIENTIFIC CORP 0.2%

Value $1.167M Shares 40,000 Est. Cost $13.13 Unrealized +110.4%

— AEGION CORP 0.2%

Value $1.164M Shares 50,000 Est. Cost $24.90 Unrealized —

— AMERICAN EQTY INVT LIFE HLD 0.2%

Value $1.163M Shares 40,000 Est. Cost $23.63 Unrealized —

MTZ MASTEC INC 0.2%

Value $1.16M Shares 25,000 Est. Cost $43.41 Unrealized +0.3%

CWCO CONSOLIDATED WATER CO INC 0.2%

Value $1.152M Shares 90,000 Est. Cost $9.64 Unrealized +8.0%

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $1.152M Shares 13,571 Est. Cost $53.66 Unrealized +44.6%

— FORWARD AIR CORP 0.2%

Value $1.145M Shares 20,000 Est. Cost $46.10 Unrealized —

EVC ENTRAVISION COMMUNICATIONS C 0.2%

Value $1.14M Shares 200,000 Est. Cost $3.72 Unrealized +2.0%

KMX CARMAX INC 0.2%

Value $1.137M Shares 15,000 Est. Cost $46.71 Unrealized +42.7%

PI IMPINJ INC 0.2%

Value $1.123M Shares 27,000 Est. Cost $42.09 Unrealized 0.0%

MPC MARATHON PETE CORP 0.2%

Value $1.122M Shares 20,000 Est. Cost $33.67 Unrealized +22.7%

ASTE ASTEC INDS INC 0.2%

Value $1.12M Shares 20,000 Est. Cost $53.17 Unrealized -12.8%

SCHW SCHWAB CHARLES CORP NEW 0.2%

Value $1.094M Shares 25,000 Est. Cost $22.70 Unrealized +63.7%

BDX BECTON DICKINSON & CO 0.2%

Value $1.094M Shares 5,582 Est. Cost $94.25 Unrealized +81.5%

— WAGEWORKS INC 0.2%

Value $1.093M Shares 18,000 Est. Cost $60.72 Unrealized —

WWD WOODWARD INC 0.2%

Value $1.087M Shares 14,000 Est. Cost $39.69 Unrealized +68.1%

PBYI PUMA BIOTECHNOLOGY INC 0.2%

Value $1.078M Shares 9,000 Est. Cost $93.88 Unrealized -0.9%

NVRI HARSCO CORP 0.2%

Value $1.066M Shares 51,000 Est. Cost $17.71 Unrealized -3.7%

HOPE HOPE BANCORP INC 0.2%

Value $1.063M Shares 60,000 Est. Cost $16.20 Unrealized +5.5%

— DUNKIN BRANDS GROUP INC 0.2%

Value $1.062M Shares 20,000 Est. Cost $53.10 Unrealized —

TRUP TRUPANION INC 0.2%

Value $1.056M Shares 40,000 Est. Cost $22.96 Unrealized 0.0%

PPG PPG INDS INC 0.2%

Value $1.054M Shares 9,700 Est. Cost $85.80 Unrealized +6.1%

WMB WILLIAMS COS INC DEL 0.2%

Value $1.05M Shares 35,000 Est. Cost $20.92 Unrealized -8.0%

— ROCKWELL COLLINS INC 0.2%

Value $1.046M Shares 8,000 Est. Cost $79.63 Unrealized —

EPR EPR PPTYS 0.2%

Value $1.046M Shares 15,000 Est. Cost $53.40 Unrealized —

AEP AMERICAN ELEC PWR INC 0.2%

Value $1.037M Shares 14,760 Est. Cost $31.83 Unrealized +66.6%

— TIVO CORP 0.2%

Value $1.028M Shares 51,758 Est. Cost $19.43 Unrealized —

KOP KOPPERS HOLDINGS INC 0.2%

Value $1.015M Shares 22,000 Est. Cost $38.53 Unrealized -2.2%

CAH CARDINAL HEALTH INC 0.2%

Value $1.004M Shares 15,000 Est. Cost $50.49 Unrealized +9.0%

NPKI NEWPARK RES INC 0.2%

Value $1M Shares 100,000 Est. Cost $11.44 Unrealized -28.5%

YUMC YUM CHINA HLDGS INC 0.2%

Value $999K Shares 25,000 Est. Cost $26.68 Unrealized +39.7%

— GENERAL ELECTRIC CO 0.2%

Value $997K Shares 41,228 Est. Cost $25.88 Unrealized —

RSG REPUBLIC SVCS INC 0.2%

Value $991K Shares 15,000 Est. Cost $26.51 Unrealized +114.5%

BALL BALL CORP 0.2%

Value $991K Shares 24,000 Est. Cost $29.74 Unrealized +25.7%

EQR EQUITY RESIDENTIAL 0.2%

Value $989K Shares 15,000 Est. Cost $31.71 Unrealized +54.9%

— CAVIUM INC 0.2%

Value $989K Shares 15,000 Est. Cost $43.75 Unrealized —

PRKS SEAWORLD ENTMT INC 0.2%

Value $987K Shares 76,000 Est. Cost $15.52 Unrealized -11.8%

AWR AMERICAN STS WTR CO 0.2%

Value $985K Shares 20,000 Est. Cost $23.08 Unrealized +82.7%

BTI BRITISH AMERN TOB PLC 0.2%

Value $985K Shares 15,780 Est. Cost $62.42 Unrealized —

HMN HORACE MANN EDUCATORS CORP N 0.2%

Value $984K Shares 25,000 Est. Cost $28.89 Unrealized +27.5%

— SYMANTEC CORP 0.2%

Value $984K Shares 30,000 Est. Cost $19.97 Unrealized —

FICO FAIR ISAAC CORP 0.2%

Value $984K Shares 7,000 Est. Cost $140.07 Unrealized 0.0%

AVY AVERY DENNISON CORP 0.2%

Value $983K Shares 10,000 Est. Cost $39.54 Unrealized +105.0%

BWXT BWX TECHNOLOGIES INC 0.2%

Value $980K Shares 17,500 Est. Cost $22.66 Unrealized +111.5%

— ANADARKO PETE CORP 0.2%

Value $977K Shares 20,000 Est. Cost $84.75 Unrealized —

— GLATFELTER 0.2%

Value $973K Shares 50,000 Est. Cost $27.22 Unrealized —

GEO GEO GROUP INC NEW 0.2%

Value $968K Shares 36,000 Est. Cost $20.12 Unrealized -4.6%

OXY OCCIDENTAL PETE CORP DEL 0.2%

Value $963K Shares 15,000 Est. Cost $62.47 Unrealized -21.8%

EBAY EBAY INC 0.2%

Value $962K Shares 25,000 Est. Cost $20.67 Unrealized +56.5%

SF STIFEL FINL CORP 0.2%

Value $962K Shares 18,000 Est. Cost $28.20 Unrealized +2.1%

TRN TRINITY INDS INC 0.2%

Value $957K Shares 30,000 Est. Cost $18.24 Unrealized -15.2%

TMO THERMO FISHER SCIENTIFIC INC 0.2%

Value $946K Shares 5,000 Est. Cost $114.47 Unrealized +54.7%

— CONTROL4 CORP 0.2%

Value $943K Shares 32,000 Est. Cost $29.47 Unrealized —

— NAVIGANT CONSULTING INC 0.2%

Value $931K Shares 55,000 Est. Cost $18.65 Unrealized —

LCII LCI INDS 0.2%

Value $927K Shares 8,000 Est. Cost $79.71 Unrealized -2.1%

RUSHA RUSH ENTERPRISES INC 0.2%

Value $926K Shares 20,000 Est. Cost $12.91 Unrealized +39.1%

SXT SENSIENT TECHNOLOGIES CORP 0.2%

Value $923K Shares 12,000 Est. Cost $75.74 Unrealized 0.0%

— ATLAS AIR WORLDWIDE HLDGS IN 0.2%

Value $921K Shares 14,000 Est. Cost $53.52 Unrealized —

NTRS NORTHERN TR CORP 0.2%

Value $919K Shares 10,000 Est. Cost $45.55 Unrealized +56.0%

— U S CONCRETE INC 0.2%

Value $916K Shares 12,000 Est. Cost $77.64 Unrealized —

MSM MSC INDL DIRECT INC 0.2%

Value $907K Shares 12,000 Est. Cost $72.54 Unrealized 0.0%

— MB FINANCIAL INC NEW 0.2%

Value $900K Shares 20,000 Est. Cost $44.30 Unrealized —

MTSI MACOM TECH SOLUTIONS HLDGS I 0.2%

Value $892K Shares 20,000 Est. Cost $48.78 Unrealized 0.0%

MTH MERITAGE HOMES CORP 0.2%

Value $888K Shares 20,000 Est. Cost $22.31 Unrealized -6.3%

— PDC ENERGY INC 0.2%

Value $883K Shares 18,000 Est. Cost $49.06 Unrealized —

PH PARKER HANNIFIN CORP 0.2%

Value $875K Shares 5,000 Est. Cost $98.49 Unrealized +46.7%

HALO HALOZYME THERAPEUTICS INC 0.2%

Value $869K Shares 50,000 Est. Cost $16.65 Unrealized -18.7%

ENTG ENTEGRIS INC 0.2%

Value $866K Shares 30,000 Est. Cost $11.16 Unrealized +118.3%

SNPS SYNOPSYS INC 0.2%

Value $865K Shares 10,742 Est. Cost $40.13 Unrealized +93.3%

CPK CHESAPEAKE UTILS CORP 0.2%

Value $861K Shares 11,000 Est. Cost $66.94 Unrealized 0.0%

— EROS INTL PLC 0.2%

Value $858K Shares 60,000 Est. Cost $10.88 Unrealized —

CLDT CHATHAM LODGING TR 0.2%

Value $853K Shares 40,000 Est. Cost $20.23 Unrealized —

— KEMET CORP 0.2%

Value $845K Shares 40,000 Est. Cost $21.13 Unrealized —

CAG CONAGRA BRANDS INC 0.2%

Value $844K Shares 25,000 Est. Cost $16.04 Unrealized +54.7%

PATK PATRICK INDS INC 0.2%

Value $841K Shares 10,000 Est. Cost $28.27 Unrealized +3.5%

— ORITANI FINL CORP DEL 0.2%

Value $840K Shares 50,000 Est. Cost $16.00 Unrealized —

LUV SOUTHWEST AIRLS CO 0.2%

Value $840K Shares 15,000 Est. Cost $19.19 Unrealized +163.7%

— STERLING BANCORP DEL 0.2%

Value $838K Shares 34,000 Est. Cost $23.61 Unrealized —

SO SOUTHERN CO 0.2%

Value $835K Shares 17,000 Est. Cost $25.27 Unrealized +35.7%

— VIACOM INC NEW 0.2%

Value $835K Shares 30,000 Est. Cost $85.00 Unrealized —

TBPH THERAVANCE BIOPHARMA INC 0.1%

Value $827K Shares 24,142 Est. Cost $16.88 Unrealized +93.7%

PRI PRIMERICA INC 0.1%

Value $816K Shares 10,000 Est. Cost $78.09 Unrealized 0.0%

— CUBIC CORP 0.1%

Value $816K Shares 16,000 Est. Cost $51.06 Unrealized —

— TREEHOUSE FOODS INC 0.1%

Value $813K Shares 12,000 Est. Cost $78.19 Unrealized —

TWI TITAN INTL INC ILL 0.1%

Value $812K Shares 80,000 Est. Cost $10.29 Unrealized 0.0%

— ESTERLINE TECHNOLOGIES CORP 0.1%

Value $811K Shares 9,000 Est. Cost $90.11 Unrealized —

— UNITI GROUP INC 0.1%

Value $809K Shares 55,169 Est. Cost $19.77 Unrealized —

KMT KENNAMETAL INC 0.1%

Value $807K Shares 20,000 Est. Cost $33.32 Unrealized -12.0%

NPO ENPRO INDS INC 0.1%

Value $805K Shares 10,000 Est. Cost $70.90 Unrealized +2.9%

CVGW CALAVO GROWERS INC 0.1%

Value $805K Shares 11,000 Est. Cost $57.68 Unrealized +4.8%

— TRIUMPH GROUP INC NEW 0.1%

Value $803K Shares 27,000 Est. Cost $29.74 Unrealized —

HL HECLA MNG CO 0.1%

Value $803K Shares 160,000 Est. Cost $3.68 Unrealized +33.9%

— SOUTHWESTERN ENERGY CO 0.1%

Value $794K Shares 130,000 Est. Cost $6.90 Unrealized —

IDA IDACORP INC 0.1%

Value $791K Shares 9,000 Est. Cost $86.34 Unrealized +1.3%

PLUG PLUG POWER INC 0.1%

Value $783K Shares 300,000 Est. Cost $2.23 Unrealized 0.0%

WTFC WINTRUST FINL CORP 0.1%

Value $783K Shares 10,000 Est. Cost $74.32 Unrealized 0.0%

— UMPQUA HLDGS CORP 0.1%

Value $780K Shares 40,000 Est. Cost $19.50 Unrealized —

— TESARO INC 0.1%

Value $775K Shares 6,000 Est. Cost $129.17 Unrealized —

— FIRST MIDWEST BANCORP DEL 0.1%

Value $773K Shares 33,000 Est. Cost $23.61 Unrealized —

GNW GENWORTH FINL INC 0.1%

Value $770K Shares 200,000 Est. Cost $3.57 Unrealized 0.0%

XEL XCEL ENERGY INC 0.1%

Value $769K Shares 16,243 Est. Cost $19.89 Unrealized +86.3%

WU WESTERN UN CO 0.1%

Value $768K Shares 40,000 Est. Cost $16.35 Unrealized —

ABT ABBOTT LABS 0.1%

Value $766K Shares 14,354 Est. Cost $32.61 Unrealized +33.0%

— FARO TECHNOLOGIES INC 0.1%

Value $765K Shares 20,000 Est. Cost $49.31 Unrealized —

APD AIR PRODS & CHEMS INC 0.1%

Value $756K Shares 5,000 Est. Cost $79.28 Unrealized +50.3%

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $755K Shares 3,333 Est. Cost $78.33 Unrealized +124.6%

— INFINERA CORPORATION 0.1%

Value $754K Shares 85,000 Est. Cost $9.08 Unrealized —

— HAWAIIAN HOLDINGS INC 0.1%

Value $751K Shares 20,000 Est. Cost $42.27 Unrealized —

INDB INDEPENDENT BANK CORP MASS 0.1%

Value $747K Shares 10,000 Est. Cost $26.89 Unrealized +101.4%

— CLOVIS ONCOLOGY INC 0.1%

Value $742K Shares 9,000 Est. Cost $82.44 Unrealized —

COF CAPITAL ONE FINL CORP 0.1%

Value $739K Shares 8,733 Est. Cost $59.33 Unrealized +20.2%

— RIGEL PHARMACEUTICALS INC 0.1%

Value $737K Shares 290,000 Est. Cost $2.81 Unrealized —

UCTT ULTRA CLEAN HLDGS INC 0.1%

Value $735K Shares 24,000 Est. Cost $23.64 Unrealized 0.0%

MYE MYERS INDS INC 0.1%

Value $733K Shares 35,000 Est. Cost $13.73 Unrealized +2.9%

— ORCHIDS PAPER PRODS CO DEL 0.1%

Value $732K Shares 52,000 Est. Cost $13.44 Unrealized —

CMG CHIPOTLE MEXICAN GRILL INC 0.1%

Value $725K Shares 2,356 Est. Cost $11.02 Unrealized -38.9%

EMN EASTMAN CHEM CO 0.1%

Value $724K Shares 8,000 Est. Cost $56.96 Unrealized +12.5%

F FORD MTR CO DEL 0.1%

Value $718K Shares 60,000 Est. Cost $8.37 Unrealized -13.3%

WGO WINNEBAGO INDS INC 0.1%

Value $716K Shares 16,000 Est. Cost $30.20 Unrealized +21.7%

KBR KBR INC 0.1%

Value $715K Shares 40,000 Est. Cost $13.53 Unrealized +7.1%

— HOWARD HUGHES CORP 0.1%

Value $708K Shares 6,000 Est. Cost $118.00 Unrealized —

— SUMMIT MATLS INC 0.1%

Value $705K Shares 22,000 Est. Cost $32.05 Unrealized —

HAL HALLIBURTON CO 0.1%

Value $703K Shares 15,267 Est. Cost $42.79 Unrealized -17.2%

Value $695K Shares 18,879 Est. Cost $30.01 Unrealized +5.3%

— ORBITAL ATK INC 0.1%

Value $694K Shares 5,209 Est. Cost $76.60 Unrealized —

— WIDEOPENWEST INC 0.1%

Value $694K Shares 46,000 Est. Cost $15.09 Unrealized —

— SOUTH JERSEY INDS INC 0.1%

Value $691K Shares 20,000 Est. Cost $34.55 Unrealized —

— OCLARO INC 0.1%

Value $690K Shares 80,000 Est. Cost $8.63 Unrealized —

— BOINGO WIRELESS INC 0.1%

Value $684K Shares 32,000 Est. Cost $21.38 Unrealized —

ACIW ACI WORLDWIDE INC 0.1%

Value $683K Shares 30,000 Est. Cost $22.65 Unrealized 0.0%

GBCI GLACIER BANCORP INC NEW 0.1%

Value $680K Shares 18,000 Est. Cost $26.04 Unrealized +1.7%

— HORTONWORKS INC 0.1%

Value $678K Shares 40,000 Est. Cost $11.59 Unrealized —

FULT FULTON FINL CORP PA 0.1%

Value $675K Shares 36,000 Est. Cost $12.84 Unrealized 0.0%

PLXS PLEXUS CORP 0.1%

Value $673K Shares 12,000 Est. Cost $40.84 Unrealized +28.9%

NTNX NUTANIX INC 0.1%

Value $672K Shares 30,000 Est. Cost $21.88 Unrealized 0.0%

— PINNACLE FINL PARTNERS INC 0.1%

Value $670K Shares 10,000 Est. Cost $66.80 Unrealized —

ROG ROGERS CORP 0.1%

Value $666K Shares 5,000 Est. Cost $60.59 Unrealized +95.6%

CBU COMMUNITY BK SYS INC 0.1%

Value $663K Shares 12,000 Est. Cost $42.99 Unrealized -2.4%

CIEN CIENA CORP 0.1%

Value $659K Shares 30,000 Est. Cost $23.93 Unrealized 0.0%

ESPR ESPERION THERAPEUTICS INC NE 0.1%

Value $658K Shares 13,125 Est. Cost $48.22 Unrealized 0.0%

— DASEKE INC 0.1%

Value $653K Shares 50,000 Est. Cost $13.06 Unrealized —

NTCT NETSCOUT SYS INC 0.1%

Value $646K Shares 19,977 Est. Cost $37.86 Unrealized -11.9%

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $644K Shares 6,318 Est. Cost $26.27 Unrealized +228.5%

CRUS CIRRUS LOGIC INC 0.1%

Value $640K Shares 12,000 Est. Cost $19.04 Unrealized +207.5%

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $638K Shares 15,000 Est. Cost $29.33 Unrealized +12.1%

— OASIS PETE INC NEW 0.1%

Value $638K Shares 70,000 Est. Cost $18.44 Unrealized —

FLR FLUOR CORP NEW 0.1%

Value $632K Shares 15,000 Est. Cost $69.22 Unrealized -43.9%

— NUANCE COMMUNICATIONS INC 0.1%

Value $629K Shares 40,000 Est. Cost $15.72 Unrealized —

— ASPEN TECHNOLOGY INC 0.1%

Value $628K Shares 10,000 Est. Cost $42.36 Unrealized —

DVN DEVON ENERGY CORP NEW 0.1%

Value $624K Shares 17,000 Est. Cost $41.69 Unrealized -44.9%

MATW MATTHEWS INTL CORP 0.1%

Value $623K Shares 10,000 Est. Cost $31.38 Unrealized +57.0%

— U S SILICA HLDGS INC 0.1%

Value $621K Shares 20,000 Est. Cost $31.05 Unrealized —

— FINISAR CORP 0.1%

Value $621K Shares 28,000 Est. Cost $22.18 Unrealized —

SYF SYNCHRONY FINL 0.1%

Value $612K Shares 19,719 Est. Cost $25.00 Unrealized -2.5%

GERN GERON CORP 0.1%

Value $611K Shares 280,000 Est. Cost $3.75 Unrealized -37.0%

VLY VALLEY NATL BANCORP 0.1%

Value $603K Shares 50,000 Est. Cost $11.71 Unrealized -1.6%

LMNR LIMONEIRA CO 0.1%

Value $602K Shares 26,000 Est. Cost $18.28 Unrealized +5.5%

KR KROGER CO 0.1%

Value $602K Shares 30,000 Est. Cost $23.04 Unrealized -18.1%

— CALGON CARBON CORP 0.1%

Value $599K Shares 28,000 Est. Cost $21.39 Unrealized —

HPQ HP INC 0.1%

Value $599K Shares 30,000 Est. Cost $9.12 Unrealized +58.3%

KSS KOHLS CORP 0.1%

Value $593K Shares 13,000 Est. Cost $53.60 Unrealized -23.5%

— RITE AID CORP 0.1%

Value $588K Shares 300,000 Est. Cost $1.96 Unrealized —

— CYBEROPTICS CORP 0.1%

Value $585K Shares 36,000 Est. Cost $16.25 Unrealized —

AZZ AZZ INC 0.1%

Value $584K Shares 12,000 Est. Cost $44.17 Unrealized 0.0%

C CITIGROUP INC 0.1%

Value $582K Shares 8,000 Est. Cost $37.07 Unrealized +40.0%

HWC HANCOCK HLDG CO 0.1%

Value $581K Shares 12,000 Est. Cost $45.79 Unrealized 0.0%

— SEMGROUP CORP 0.1%

Value $575K Shares 20,000 Est. Cost $65.70 Unrealized —

PRGS PROGRESS SOFTWARE CORP 0.1%

Value $573K Shares 15,000 Est. Cost $23.95 Unrealized +39.5%

— GROUPON INC 0.1%

Value $572K Shares 110,000 Est. Cost $3.84 Unrealized —

LITE LUMENTUM HLDGS INC 0.1%

Value $569K Shares 10,475 Est. Cost $58.13 Unrealized 0.0%

EEFT EURONET WORLDWIDE INC 0.1%

Value $569K Shares 6,000 Est. Cost $41.47 Unrealized +128.5%

— CALLON PETE CO DEL 0.1%

Value $562K Shares 50,000 Est. Cost $11.24 Unrealized —

FNB FNB CORP PA 0.1%

Value $561K Shares 40,000 Est. Cost $10.76 Unrealized -10.8%

— REALPAGE INC 0.1%

Value $559K Shares 14,000 Est. Cost $39.93 Unrealized —

FTI TECHNIPFMC PLC 0.1%

Value $558K Shares 20,000 Est. Cost $22.64 Unrealized -18.7%

EXPE EXPEDIA INC DEL 0.1%

Value $558K Shares 3,875 Est. Cost $67.77 Unrealized +110.6%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $554K Shares 10,000 Est. Cost $27.12 Unrealized +66.8%

— ARRAY BIOPHARMA INC 0.1%

Value $554K Shares 45,000 Est. Cost $4.70 Unrealized —

POR PORTLAND GEN ELEC CO 0.1%

Value $548K Shares 12,000 Est. Cost $33.41 Unrealized 0.0%

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $545K Shares 4,000 Est. Cost $41.68 Unrealized +90.0%

— VERINT SYS INC 0.1%

Value $543K Shares 12,981 Est. Cost $46.91 Unrealized —

SIGI SELECTIVE INS GROUP INC 0.1%

Value $539K Shares 10,000 Est. Cost $44.86 Unrealized 0.0%

PLAB PHOTRONICS INC 0.1%

Value $531K Shares 60,000 Est. Cost $8.88 Unrealized 0.0%

BDN BRANDYWINE RLTY TR 0.1%

Value $525K Shares 30,000 Est. Cost $17.50 Unrealized —

YELP YELP INC 0.1%

Value $520K Shares 12,000 Est. Cost $31.20 Unrealized +23.6%

HTGC HERCULES CAPITAL INC 0.1%

Value $516K Shares 40,000 Est. Cost $15.67 Unrealized -18.1%

TCBI TEXAS CAPITAL BANCSHARES INC 0.1%

Value $515K Shares 6,000 Est. Cost $77.65 Unrealized 0.0%

SATS ECHOSTAR CORP 0.1%

Value $515K Shares 9,000 Est. Cost $47.67 Unrealized 0.0%

ALKS ALKERMES PLC 0.1%

Value $508K Shares 10,000 Est. Cost $47.58 Unrealized +12.4%

— REXNORD CORP NEW 0.1%

Value $508K Shares 20,000 Est. Cost $23.65 Unrealized —

CVU CPI AEROSTRUCTURES INC 0.1%

Value $505K Shares 54,000 Est. Cost $8.53 Unrealized +6.3%

— WGL HLDGS INC 0.1%

Value $505K Shares 6,000 Est. Cost $84.17 Unrealized —

— KAMAN CORP 0.1%

Value $502K Shares 9,000 Est. Cost $40.68 Unrealized —

— PICO HLDGS INC 0.1%

Value $501K Shares 30,000 Est. Cost $26.00 Unrealized —

HAIN HAIN CELESTIAL GROUP INC 0.1%

Value $494K Shares 12,000 Est. Cost $41.33 Unrealized 0.0%

— IBERIABANK CORP 0.1%

Value $493K Shares 6,000 Est. Cost $82.17 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value $492K Shares 4,000 Est. Cost $66.97 Unrealized +25.1%

KIM KIMCO RLTY CORP 0.1%

Value $489K Shares 25,000 Est. Cost $12.11 Unrealized +6.2%

WSO WATSCO INC 0.1%

Value $483K Shares 3,000 Est. Cost $96.52 Unrealized +56.5%

KEYS KEYSIGHT TECHNOLOGIES INC 0.1%

Value $481K Shares 11,542 Est. Cost $32.07 Unrealized +27.7%

— NEKTAR THERAPEUTICS 0.1%

Value $480K Shares 20,000 Est. Cost $12.13 Unrealized —

MUR MURPHY OIL CORP 0.1%

Value $478K Shares 18,000 Est. Cost $38.91 Unrealized -52.4%

ACHC ACADIA HEALTHCARE COMPANY IN 0.1%

Value $478K Shares 10,000 Est. Cost $48.74 Unrealized 0.0%

HRB BLOCK H & R INC 0.1%

Value $477K Shares 18,000 Est. Cost $19.54 Unrealized +7.3%

LMB LIMBACH HLDGS INC 0.1%

Value $477K Shares 36,000 Est. Cost $13.80 Unrealized -7.6%

NTGR NETGEAR INC 0.1%

Value $476K Shares 10,000 Est. Cost $20.77 Unrealized +38.5%

— HESS CORP 0.1%

Value $469K Shares 10,000 Est. Cost $82.90 Unrealized —

— SPIRIT AIRLS INC 0.1%

Value $468K Shares 14,000 Est. Cost $43.21 Unrealized —

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $463K Shares 10,000 Est. Cost $22.69 Unrealized +50.1%

— MYLAN N V 0.1%

Value $463K Shares 14,750 Est. Cost $59.32 Unrealized —

DOV DOVER CORP 0.1%

Value $457K Shares 5,000 Est. Cost $50.30 Unrealized +20.9%

— IAC INTERACTIVECORP 0.1%

Value $456K Shares 3,875 Est. Cost $56.26 Unrealized —

AXON AXON ENTERPRISE INC 0.1%

Value $453K Shares 20,000 Est. Cost $23.41 Unrealized 0.0%

— LAZARD LTD 0.1%

Value $452K Shares 10,000 Est. Cost $45.68 Unrealized —

— FORTRESS TRANS INFRST INVS L 0.1%

Value $451K Shares 25,000 Est. Cost $18.04 Unrealized —

ASH ASHLAND GLOBAL HLDGS INC 0.1%

Value $449K Shares 6,860 Est. Cost $49.37 Unrealized +12.5%

— CORESITE RLTY CORP 0.1%

Value $448K Shares 4,000 Est. Cost $31.00 Unrealized —

— INGERSOLL-RAND PLC 0.1%

Value $446K Shares 5,000 Est. Cost $57.20 Unrealized —

IDCC INTERDIGITAL INC 0.1%

Value $443K Shares 6,000 Est. Cost $83.80 Unrealized -12.7%

CVCO CAVCO INDS INC DEL 0.1%

Value $443K Shares 3,000 Est. Cost $76.06 Unrealized +75.1%

— DRIL-QUIP INC 0.1%

Value $442K Shares 10,000 Est. Cost $112.10 Unrealized —

VVV VALVOLINE INC 0.1%

Value $442K Shares 18,833 Est. Cost $23.16 Unrealized -3.1%

HPE HEWLETT PACKARD ENTERPRISE C 0.1%

Value $441K Shares 30,000 Est. Cost $6.50 Unrealized +62.4%

— EGALET CORP 0.1%

Value $435K Shares 340,000 Est. Cost $1.28 Unrealized —

— GSV CAP CORP 0.1%

Value $433K Shares 80,000 Est. Cost $4.65 Unrealized —

— DELL TECHNOLOGIES INC 0.1%

Value $432K Shares 5,600 Est. Cost $47.85 Unrealized —

MPWR MONOLITHIC PWR SYS INC 0.1%

Value $426K Shares 4,000 Est. Cost $94.77 Unrealized 0.0%

MTX MINERALS TECHNOLOGIES INC 0.1%

Value $424K Shares 6,000 Est. Cost $71.89 Unrealized -8.2%

— INVENTURE FOODS INC 0.1%

Value $422K Shares 90,000 Est. Cost $4.48 Unrealized —

— NATIONAL CINEMEDIA INC 0.1%

Value $419K Shares 60,000 Est. Cost $10.74 Unrealized —

CW CURTISS WRIGHT CORP 0.1%

Value $418K Shares 4,000 Est. Cost $93.26 Unrealized 0.0%

— JUNIPER NETWORKS INC 0.1%

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

WTS WATTS WATER TECHNOLOGIES INC 0.1%

Value $415K Shares 6,000 Est. Cost $63.64 Unrealized +1.0%

COR AMERISOURCEBERGEN CORP 0.1%

Value $413K Shares 4,996 Est. Cost $49.28 Unrealized +31.3%

— TRIBUNE MEDIA CO 0.1%

Value $409K Shares 10,000 Est. Cost $40.90 Unrealized —

RGA REINSURANCE GROUP AMER INC 0.1%

Value $395K Shares 2,829 Est. Cost $75.92 Unrealized +78.2%

KFY KORN FERRY INTL 0.1%

Value $394K Shares 10,000 Est. Cost $22.02 Unrealized +39.2%

LW LAMB WESTON HLDGS INC 0.1%

Value $391K Shares 8,333 Est. Cost $29.75 Unrealized +33.2%

— SENIOR HSG PPTYS TR 0.1%

Value $391K Shares 20,000 Est. Cost $22.47 Unrealized —

— MEDIDATA SOLUTIONS INC 0.1%

Value $390K Shares 5,000 Est. Cost $78.00 Unrealized —

— CRAY INC 0.1%

Value $389K Shares 20,000 Est. Cost $19.45 Unrealized —

— CENTURYLINK INC 0.1%

Value $388K Shares 20,550 Est. Cost $32.85 Unrealized —

— AVON PRODS INC 0.1%

Value $385K Shares 165,000 Est. Cost $4.46 Unrealized —

EXC EXELON CORP 0.1%

Value $384K Shares 10,200 Est. Cost $13.80 Unrealized +45.0%

NRG NRG ENERGY INC 0.1%

Value $384K Shares 15,000 Est. Cost $22.10 Unrealized -11.6%

CYH COMMUNITY HEALTH SYS INC NEW 0.1%

Value $384K Shares 50,000 Est. Cost $35.59 Unrealized -78.1%

— LOGMEIN INC 0.1%

Value $378K Shares 3,436 Est. Cost $97.50 Unrealized —

RDN RADIAN GROUP INC 0.1%

Value $374K Shares 20,000 Est. Cost $14.36 Unrealized 0.0%

GME GAMESTOP CORP NEW 0.1%

Value $372K Shares 18,000 Est. Cost $4.68 Unrealized -6.7%

— XEROX CORP 0.1%

Value $366K Shares 11,000 Est. Cost $28.73 Unrealized —

— STARWOOD WAYPOINT HOMES 0.1%

Value $364K Shares 10,000 Est. Cost $36.40 Unrealized —

XRAY DENTSPLY SIRONA INC 0.1%

Value $359K Shares 6,000 Est. Cost $58.93 Unrealized +0.9%

— HAYNES INTERNATIONAL INC 0.1%

Value $359K Shares 10,000 Est. Cost $54.00 Unrealized —

— LEGG MASON INC 0.1%

Value $354K Shares 9,000 Est. Cost $49.00 Unrealized —

— BRIGGS & STRATTON CORP 0.1%

Value $353K Shares 15,000 Est. Cost $22.24 Unrealized —

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $353K Shares 7,439 Est. Cost $36.77 Unrealized +27.8%

MAN MANPOWERGROUP INC 0.1%

Value $353K Shares 3,000 Est. Cost $68.93 Unrealized +62.4%

EPAM EPAM SYS INC 0.1%

Value $352K Shares 4,000 Est. Cost $83.40 Unrealized 0.0%

PNNT PENNANTPARK INVT CORP 0.1%

Value $351K Shares 46,710 Est. Cost $2.62 Unrealized +5.1%

PLD PROLOGIS INC 0.1%

Value $347K Shares 5,464 Est. Cost $27.64 Unrealized +76.4%

MOH MOLINA HEALTHCARE INC 0.1%

Value $344K Shares 5,000 Est. Cost $36.85 Unrealized +76.7%

HURN HURON CONSULTING GROUP INC 0.1%

Value $343K Shares 10,000 Est. Cost $65.04 Unrealized -45.7%

GLDD GREAT LAKES DREDGE & DOCK CO 0.1%

Value $340K Shares 70,000 Est. Cost $4.17 Unrealized 0.0%

AIG AMERICAN INTL GROUP INC 0.1%

Value $338K Shares 5,500 Est. Cost $37.86 Unrealized +32.5%

R RYDER SYS INC 0.1%

Value $338K Shares 4,000 Est. Cost $75.70 Unrealized +0.0%

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $333K Shares 10,000 Est. Cost $25.47 Unrealized +27.6%

KMI KINDER MORGAN INC DEL 0.1%

Value $331K Shares 17,265 Est. Cost $18.43 Unrealized -33.3%

— KANSAS CITY SOUTHERN 0.1%

Value $326K Shares 3,000 Est. Cost $102.00 Unrealized —

CMP COMPASS MINERALS INTL INC 0.1%

Value $325K Shares 5,000 Est. Cost $52.24 Unrealized 0.0%

OLLI OLLIES BARGAIN OUTLT HLDGS I 0.1%

Value $325K Shares 7,000 Est. Cost $31.45 Unrealized +40.3%

— ASTORIA FINL CORP 0.1%

Value $323K Shares 15,000 Est. Cost $13.80 Unrealized —

— LIONS GATE ENTMNT CORP 0.1%

Value $318K Shares 10,000 Est. Cost $26.30 Unrealized —

— QUALITY SYS INC 0.1%

Value $315K Shares 20,000 Est. Cost $16.59 Unrealized —

EMR EMERSON ELEC CO 0.1%

Value $314K Shares 5,000 Est. Cost $47.79 Unrealized +3.0%

SFBS SERVISFIRST BANCSHARES INC 0.1%

Value $311K Shares 8,000 Est. Cost $34.20 Unrealized -9.1%

MUSA MURPHY USA INC 0.1%

Value $311K Shares 4,500 Est. Cost $45.04 Unrealized +50.1%

— TENNECO INC 0.1%

Value $303K Shares 5,000 Est. Cost $58.10 Unrealized —

— PHARMERICA CORP 0.1%

Value $293K Shares 10,000 Est. Cost $29.30 Unrealized —

SKY SKYLINE CORP 0.1%

Value $290K Shares 24,000 Est. Cost $6.39 Unrealized +43.4%

VSH VISHAY INTERTECHNOLOGY INC 0.1%

Value $284K Shares 15,087 Est. Cost $11.21 Unrealized +33.3%

MCY MERCURY GENL CORP NEW 0.1%

Value $283K Shares 5,000 Est. Cost $45.68 Unrealized +23.9%

— CARDIOVASCULAR SYS INC DEL 0.1%

Value $282K Shares 10,000 Est. Cost $28.27 Unrealized —

LNN LINDSAY CORP 0.1%

Value $276K Shares 3,000 Est. Cost $72.98 Unrealized +10.6%

FIVE FIVE BELOW INC 0.0%

Value $274K Shares 5,000 Est. Cost $45.02 Unrealized +8.7%

PHM PULTE GROUP INC 0.0%

Value $273K Shares 10,000 Est. Cost $17.01 Unrealized +35.4%

— MARATHON OIL CORP 0.0%

Value $271K Shares 20,000 Est. Cost $35.50 Unrealized —

LPX LOUISIANA PAC CORP 0.0%

Value $271K Shares 10,000 Est. Cost $25.49 Unrealized 0.0%

— INTEGRATED DEVICE TECHNOLOGY 0.0%

Value $266K Shares 10,000 Est. Cost $12.23 Unrealized —

LYV LIVE NATION ENTERTAINMENT IN 0.0%

Value $263K Shares 6,035 Est. Cost $33.53 Unrealized +15.8%

— ACCELERON PHARMA INC 0.0%

Value $261K Shares 7,000 Est. Cost $30.43 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $258K Shares 21,572 Est. Cost $10.62 Unrealized —

VTR VENTAS INC 0.0%

Value $256K Shares 3,933 Est. Cost $41.21 Unrealized +14.3%

NI NISOURCE INC 0.0%

Value $256K Shares 10,000 Est. Cost $9.34 Unrealized +114.8%

— MCDERMOTT INTL INC 0.0%

Value $254K Shares 35,000 Est. Cost $7.83 Unrealized —

PRGO PERRIGO CO PLC 0.0%

Value $254K Shares 3,000 Est. Cost $71.71 Unrealized +8.5%

CC CHEMOURS CO 0.0%

Value $253K Shares 5,000 Est. Cost $34.56 Unrealized 0.0%

— GREENHILL & CO INC 0.0%

Value $249K Shares 15,000 Est. Cost $52.00 Unrealized —

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $243K Shares 10,000 Est. Cost $7.90 Unrealized —

CVLT COMMVAULT SYSTEMS INC 0.0%

Value $243K Shares 4,000 Est. Cost $69.18 Unrealized -13.7%

— ADTRAN INC 0.0%

Value $240K Shares 10,000 Est. Cost $24.40 Unrealized —

— BABCOCK & WILCOX ENTERPRIS I 0.0%

Value $229K Shares 68,750 Est. Cost $3.33 Unrealized —

— CELLDEX THERAPEUTICS INC NEW 0.0%

Value $229K Shares 80,000 Est. Cost $17.67 Unrealized —

HLX HELIX ENERGY SOLUTIONS GRP I 0.0%

Value $222K Shares 30,000 Est. Cost $22.27 Unrealized -71.6%

DXC DXC TECHNOLOGY CO 0.0%

Value $221K Shares 2,577 Est. Cost $67.37 Unrealized 0.0%

NTAP NETAPP INC 0.0%

Value $219K Shares 5,000 Est. Cost $31.40 Unrealized +5.7%

JBTM JOHN BEAN TECHNOLOGIES CORP 0.0%

Value $218K Shares 2,160 Est. Cost $85.96 Unrealized +4.0%

M MACYS INC 0.0%

Value $218K Shares 10,000 Est. Cost $55.60 Unrealized -60.5%

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $217K Shares 17,000 Est. Cost $3.82 Unrealized +241.9%

— FIBROGEN INC 0.0%

Value $215K Shares 4,000 Est. Cost $21.95 Unrealized —

NWSA NEWS CORP NEW 0.0%

Value $215K Shares 16,250 Est. Cost $15.19 Unrealized -19.1%

FSS FEDERAL SIGNAL CORP 0.0%

Value $213K Shares 10,000 Est. Cost $11.92 Unrealized +45.4%

— UNITED STATES STL CORP NEW 0.0%

Value $205K Shares 8,000 Est. Cost $25.63 Unrealized —

— SCHULMAN A INC 0.0%

Value $205K Shares 6,000 Est. Cost $34.17 Unrealized —

ACTG ACACIA RESH CORP 0.0%

Value $205K Shares 45,000 Est. Cost $3.74 Unrealized 0.0%

— CYNERGISTEK INC 0.0%

Value $201K Shares 55,000 Est. Cost $3.65 Unrealized —

— WPX ENERGY INC 0.0%

Value $192K Shares 16,666 Est. Cost $18.00 Unrealized —

— ONCOMED PHARMACEUTICALS INC 0.0%

Value $172K Shares 38,000 Est. Cost $22.54 Unrealized —

— NABORS INDUSTRIES LTD 0.0%

Value $161K Shares 20,000 Est. Cost $24.65 Unrealized —

IRWD IRONWOOD PHARMACEUTICALS INC 0.0%

Value $158K Shares 10,000 Est. Cost $11.24 Unrealized +22.4%

— SEQUENTIAL BRNDS GROUP INC N 0.0%

Value $150K Shares 50,000 Est. Cost $3.00 Unrealized —

— AMC ENTMT HLDGS INC 0.0%

Value $147K Shares 10,000 Est. Cost $14.70 Unrealized —

— ACHILLION PHARMACEUTICALS IN 0.0%

Value $135K Shares 30,000 Est. Cost $6.90 Unrealized —

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.0%

Value $131K Shares 16,000 Est. Cost $18.31 Unrealized —

— SPRINT CORP 0.0%

Value $117K Shares 15,000 Est. Cost $9.20 Unrealized —

— ARQULE INC 0.0%

Value $96,000 Shares 86,202 Est. Cost $2.05 Unrealized —

— WEATHERFORD INTL PLC 0.0%

Value $92,000 Shares 20,000 Est. Cost $20.80 Unrealized —

— CHICOS FAS INC 0.0%

Value $90,000 Shares 10,000 Est. Cost $16.00 Unrealized —

— OCWEN FINL CORP 0.0%

Value $89,000 Shares 26,000 Est. Cost $39.19 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $74,000 Shares 30,000 Est. Cost $10.39 Unrealized -75.8%

— PATRIOT NATL INC 0.0%

Value $68,000 Shares 50,000 Est. Cost $1.36 Unrealized —

— ADAMIS PHARMACEUTICALS CORP 0.0%

Value $64,000 Shares 12,224 Est. Cost $2.78 Unrealized —

— FORWARD PHARMA A/S 0.0%

Value $59,000 Shares 10,000 Est. Cost $21.53 Unrealized —

XENE XENON PHARMACEUTICALS INC 0.0%

Value $59,000 Shares 20,000 Est. Cost $13.82 Unrealized -77.6%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	157,500	$24.27M	4.4%	$18.36	+96.9%	COM	037833100
JPM	JPMORGAN CHASE & CO	135,000	$12.89M	2.3%	$42.08	+75.0%	COM	46625H100
MSFT	MICROSOFT CORP	170,000	$12.66M	2.3%	$31.26	+113.3%	COM	594918104
AMZN	AMAZON COM INC	8,000	$7.691M	1.4%	$18.56	+164.7%	COM	023135106
JNJ	JOHNSON & JOHNSON	50,000	$6.501M	1.2%	$66.63	+57.5%	COM	478160104
PG	PROCTER AND GAMBLE CO	70,000	$6.369M	1.2%	$56.51	+29.2%	COM	742718109
MRK	MERCK & CO INC	93,252	$5.971M	1.1%	$35.76	+30.6%	COM	58933Y105
CMCSA	COMCAST CORP NEW	150,000	$5.772M	1.0%	$26.08	+22.8%	CL A	20030N101
XOM	EXXON MOBIL CORP	70,000	$5.739M	1.0%	$58.08	-6.4%	COM	30231G102
PM	PHILIP MORRIS INTL INC	50,000	$5.551M	1.0%	$44.74	+68.2%	COM	718172109
WFC	WELLS FARGO CO NEW	100,000	$5.515M	1.0%	$33.41	+26.1%	COM	949746101
CSCO	CISCO SYS INC	150,000	$5.045M	0.9%	$15.30	+61.5%	COM	17275R102
—	DOWDUPONT INC	72,215	$4.999M	0.9%	$69.22	—	COM	26078J100
DIS	DISNEY WALT CO	50,000	$4.929M	0.9%	$69.69	+39.1%	COM DISNEY	254687106
AXP	AMERICAN EXPRESS CO	50,000	$4.523M	0.8%	$75.50	+1.5%	COM	025816109
USB	US BANCORP DEL	80,000	$4.287M	0.8%	$27.34	+38.1%	COM NEW	902973304
BK	BANK NEW YORK MELLON CORP	80,038	$4.244M	0.8%	$24.75	+69.0%	COM	064058100
INTC	INTEL CORP	110,000	$4.189M	0.8%	$18.67	+58.5%	COM	458140100
PFE	PFIZER INC	115,956	$4.14M	0.8%	$18.20	+22.2%	COM	717081103
CVX	CHEVRON CORP NEW	35,000	$4.113M	0.7%	$70.36	+8.3%	COM	166764100
AMT	AMERICAN TOWER CORP NEW	30,000	$4.1M	0.7%	$61.59	+82.4%	COM	03027X100
LOW	LOWES COS INC	50,000	$3.997M	0.7%	$39.01	+68.3%	COM	548661107
UNP	UNION PAC CORP	34,000	$3.943M	0.7%	$71.52	+24.6%	COM	907818108
MCD	MCDONALDS CORP	25,093	$3.932M	0.7%	$70.27	+83.1%	COM	580135101
ORCL	ORACLE CORP	80,000	$3.868M	0.7%	$31.98	+37.4%	COM	68389X105
—	TIME WARNER INC	36,666	$3.756M	0.7%	$65.32	—	COM NEW	887317303
—	ACTIVISION BLIZZARD INC	58,000	$3.742M	0.7%	$20.44	—	COM	00507V109
—	RAYTHEON CO	20,000	$3.732M	0.7%	$98.80	—	COM NEW	755111507
GS	GOLDMAN SACHS GROUP INC	15,000	$3.558M	0.6%	$133.70	+40.6%	COM	38141G104
ABBV	ABBVIE INC	40,000	$3.554M	0.6%	$39.76	+34.9%	COM	00287Y109
GILD	GILEAD SCIENCES INC	40,000	$3.241M	0.6%	$54.49	+2.7%	COM	375558103
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.217M	0.6%	$25.87	+16.8%	COM	92343V104
—	AETNA INC NEW	20,012	$3.182M	0.6%	$81.84	—	COM	00817Y108
WMT	WAL-MART STORES INC	40,000	$3.126M	0.6%	$19.90	+15.1%	COM	931142103
ALL	ALLSTATE CORP	33,810	$3.107M	0.6%	$41.54	+80.9%	COM	020002101
LLY	LILLY ELI & CO	35,000	$2.994M	0.5%	$44.54	+61.9%	COM	532457108
ITW	ILLINOIS TOOL WKS INC	20,000	$2.959M	0.5%	$61.28	+89.4%	COM	452308109
KO	COCA COLA CO	65,000	$2.926M	0.5%	$26.56	+31.6%	COM	191216100
CL	COLGATE PALMOLIVE CO	40,000	$2.914M	0.5%	$47.90	+23.6%	COM	194162103
—	UNITED TECHNOLOGIES CORP	25,000	$2.902M	0.5%	$116.84	—	COM	913017109
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$2.902M	0.5%	$109.22	-11.3%	COM	459200101
—	LAM RESEARCH CORP	15,625	$2.891M	0.5%	$54.99	—	COM	512807108
NOC	NORTHROP GRUMMAN CORP	10,000	$2.877M	0.5%	$97.12	+141.9%	COM	666807102
AMAT	APPLIED MATLS INC	55,000	$2.865M	0.5%	$15.75	+161.4%	COM	038222105
HON	HONEYWELL INTL INC	20,000	$2.835M	0.5%	$64.71	+61.2%	COM	438516106
TRV	TRAVELERS COMPANIES INC	22,443	$2.75M	0.5%	$64.62	+60.9%	COM	89417E109
PRU	PRUDENTIAL FINL INC	25,000	$2.658M	0.5%	$52.24	+38.0%	COM	744320102
PEP	PEPSICO INC	23,251	$2.591M	0.5%	$56.86	+57.2%	COM	713448108
SWK	STANLEY BLACK & DECKER INC	16,375	$2.472M	0.4%	$59.39	+92.8%	COM	854502101
COST	COSTCO WHSL CORP NEW	15,000	$2.464M	0.4%	$91.29	+53.5%	COM	22160K105
SEIC	SEI INVESTMENTS CO	40,000	$2.442M	0.4%	$29.39	+73.6%	COM	784117103
BAC	BANK AMER CORP	95,082	$2.409M	0.4%	$13.25	+50.6%	COM	060505104
—	MONSANTO CO NEW	20,000	$2.396M	0.4%	$113.75	—	COM	61166W101
TROW	PRICE T ROWE GROUP INC	26,000	$2.357M	0.4%	$52.57	+15.0%	COM	74144T108
IONS	IONIS PHARMACEUTICALS INC	45,000	$2.282M	0.4%	$53.96	-2.9%	COM	462222100
MRSH	MARSH & MCLENNAN COS INC	27,000	$2.263M	0.4%	$38.81	+78.3%	COM	571748102
COP	CONOCOPHILLIPS	45,000	$2.252M	0.4%	$45.41	-24.2%	COM	20825C104
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$2.245M	0.4%	$17.75	+102.3%	COM	595017104
MO	ALTRIA GROUP INC	35,000	$2.22M	0.4%	$17.12	+110.8%	COM	02209S103
—	PRAXAIR INC	15,000	$2.096M	0.4%	$131.00	—	COM	74005P104
PSX	PHILLIPS 66	22,500	$2.061M	0.4%	$49.82	+23.0%	COM	718546104
GD	GENERAL DYNAMICS CORP	10,000	$2.056M	0.4%	$80.10	+107.8%	COM	369550108
GOOGL	ALPHABET INC	2,080	$2.025M	0.4%	$36.73	+28.2%	CAP STK CL A	02079K305
—	DISCOVER FINL SVCS	31,350	$2.021M	0.4%	$58.18	—	COM	254709108
GOOG	ALPHABET INC	2,085	$2M	0.4%	$35.61	+29.8%	CAP STK CL C	02079K107
SJM	SMUCKER J M CO	18,405	$1.931M	0.4%	$68.74	+27.3%	COM NEW	832696405
NSC	NORFOLK SOUTHERN CORP	14,500	$1.917M	0.3%	$71.41	+43.8%	COM	655844108
—	WYNDHAM WORLDWIDE CORP	17,859	$1.883M	0.3%	$73.24	—	COM	98310W108
MDLZ	MONDELEZ INTL INC	45,987	$1.87M	0.3%	$26.35	+31.6%	CL A	609207105
YUM	YUM BRANDS INC	25,000	$1.84M	0.3%	$42.07	+53.9%	COM	988498101
ROK	ROCKWELL AUTOMATION INC	10,000	$1.782M	0.3%	$93.82	+51.9%	COM	773903109
T	AT&T INC	45,000	$1.763M	0.3%	$10.85	+43.8%	COM	00206R102
—	TWENTY FIRST CENTY FOX INC	65,000	$1.715M	0.3%	$31.97	—	CL A	90130A101
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.714M	0.3%	$35.93	+20.0%	COM	110122108
ZTS	ZOETIS INC	26,578	$1.695M	0.3%	$27.83	+111.0%	CL A	98978V103
—	ALEXION PHARMACEUTICALS INC	12,000	$1.683M	0.3%	$118.60	—	COM	015351109
HD	HOME DEPOT INC	10,000	$1.636M	0.3%	$60.23	+107.8%	COM	437076102
SYY	SYSCO CORP	30,000	$1.619M	0.3%	$26.11	+60.2%	COM	871829107
PYPL	PAYPAL HLDGS INC	25,000	$1.601M	0.3%	$35.85	+66.7%	COM	70450Y103
EFX	EQUIFAX INC	15,000	$1.59M	0.3%	$62.16	+97.1%	COM	294429105
KLAC	KLA-TENCOR CORP	15,000	$1.59M	0.3%	$41.11	+103.5%	COM	482480100
QCOM	QUALCOMM INC	30,000	$1.555M	0.3%	$54.02	-21.7%	COM	747525103
MDT	MEDTRONIC PLC	20,000	$1.555M	0.3%	$58.10	+15.2%	SHS	G5960L103
KLIC	KULICKE & SOFFA INDS INC	72,000	$1.553M	0.3%	$16.79	+4.2%	COM	501242101
—	CITRIX SYS INC	20,000	$1.536M	0.3%	$57.45	—	COM	177376100
INCY	INCYTE CORP	13,000	$1.518M	0.3%	$62.06	+103.9%	COM	45337C102
—	TRUSTCO BK CORP N Y	170,000	$1.513M	0.3%	$7.04	—	COM	898349105
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$1.51M	0.3%	$14.83	+148.4%	COM	127387108
AVB	AVALONBAY CMNTYS INC	8,407	$1.5M	0.3%	$84.84	+65.3%	COM	053484101
SLB	SCHLUMBERGER LTD	21,286	$1.485M	0.3%	$57.17	-9.3%	COM	806857108
GAP	GAP INC DEL	50,000	$1.477M	0.3%	$27.08	-32.2%	COM	364760108
TGT	TARGET CORP	25,000	$1.475M	0.3%	$41.65	+6.0%	COM	87612E106
NEE	NEXTERA ENERGY INC	10,000	$1.466M	0.3%	$16.57	+79.4%	COM	65339F101
BKR	BAKER HUGHES A GE CO	40,000	$1.465M	0.3%	$28.18	0.0%	CL A	05722G100
—	CHEMICAL FINL CORP	28,000	$1.463M	0.3%	$32.47	—	COM	163731102
—	CELGENE CORP	10,000	$1.458M	0.3%	$112.75	—	COM	151020104
JBHT	HUNT J B TRANS SVCS INC	13,000	$1.444M	0.3%	$65.88	+36.1%	COM	445658107
—	SOUTH ST CORP	16,000	$1.441M	0.3%	$55.90	—	COM	840441109
—	CABOT MICROELECTRONICS CORP	18,000	$1.439M	0.3%	$44.00	—	COM	12709P103
UNM	UNUM GROUP	28,000	$1.432M	0.3%	$34.13	+42.9%	COM	91529Y106
PTC	PTC INC	25,000	$1.407M	0.3%	$36.75	+50.7%	COM	69370C100
—	AK STL HLDG CORP	250,000	$1.398M	0.3%	$5.66	—	COM	001547108
THC	TENET HEALTHCARE CORP	85,000	$1.397M	0.3%	$44.12	-61.6%	COM NEW	88033G407
—	CHESAPEAKE LODGING TR	50,000	$1.349M	0.2%	$25.73	—	SH BEN INT	165240102
PNC	PNC FINL SVCS GROUP INC	10,000	$1.348M	0.2%	$56.79	+70.2%	COM	693475105
OTTR	OTTER TAIL CORP	30,000	$1.301M	0.2%	$20.25	+61.4%	COM	689648103
INVA	INNOVIVA INC	92,000	$1.299M	0.2%	$10.97	+20.5%	COM	45781M101
—	STATE BK FINL CORP	45,000	$1.289M	0.2%	$17.69	—	COM	856190103
CB	CHUBB LIMITED	9,028	$1.287M	0.2%	$96.06	+30.0%	COM	H1467J104
DE	DEERE & CO	10,000	$1.256M	0.2%	$70.10	+54.9%	COM	244199105
DUK	DUKE ENERGY CORP NEW	14,733	$1.236M	0.2%	$42.66	+42.6%	COM NEW	26441C204
MCK	MCKESSON CORP	8,000	$1.229M	0.2%	$160.13	-8.8%	COM	58155Q103
AFL	AFLAC INC	15,000	$1.221M	0.2%	$23.98	+38.1%	COM	001055102
CVS	CVS HEALTH CORP	15,000	$1.22M	0.2%	$51.11	+19.0%	COM	126650100
HUM	HUMANA INC	5,000	$1.218M	0.2%	$170.02	+34.3%	COM	444859102
PAYX	PAYCHEX INC	20,000	$1.199M	0.2%	$29.49	+51.2%	COM	704326107
AZO	AUTOZONE INC	2,000	$1.19M	0.2%	$518.77	+2.7%	COM	053332102
—	CORE MARK HOLDING CO INC	37,000	$1.189M	0.2%	$52.99	—	COM	218681104
KHC	KRAFT HEINZ CO	15,329	$1.189M	0.2%	$47.82	+18.0%	COM	500754106
MET	METLIFE INC	22,766	$1.183M	0.2%	$31.07	+17.9%	COM	59156R108
MU	MICRON TECHNOLOGY INC	30,000	$1.18M	0.2%	$23.18	+33.1%	COM	595112103
FFBC	FIRST FINL BANCORP OH	45,000	$1.177M	0.2%	$11.01	+67.1%	COM	320209109
BSX	BOSTON SCIENTIFIC CORP	40,000	$1.167M	0.2%	$13.13	+110.4%	COM	101137107
—	AEGION CORP	50,000	$1.164M	0.2%	$24.90	—	COM	00770F104
—	AMERICAN EQTY INVT LIFE HLD	40,000	$1.163M	0.2%	$23.63	—	COM	025676206
MTZ	MASTEC INC	25,000	$1.16M	0.2%	$43.41	+0.3%	COM	576323109
CWCO	CONSOLIDATED WATER CO INC	90,000	$1.152M	0.2%	$9.64	+8.0%	ORD	G23773107
MSI	MOTOROLA SOLUTIONS INC	13,571	$1.152M	0.2%	$53.66	+44.6%	COM NEW	620076307
—	FORWARD AIR CORP	20,000	$1.145M	0.2%	$46.10	—	COM	349853101
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.14M	0.2%	$3.72	+2.0%	CL A	29382R107
KMX	CARMAX INC	15,000	$1.137M	0.2%	$46.71	+42.7%	COM	143130102
PI	IMPINJ INC	27,000	$1.123M	0.2%	$42.09	0.0%	COM	453204109
MPC	MARATHON PETE CORP	20,000	$1.122M	0.2%	$33.67	+22.7%	COM	56585A102
ASTE	ASTEC INDS INC	20,000	$1.12M	0.2%	$53.17	-12.8%	COM	046224101
SCHW	SCHWAB CHARLES CORP NEW	25,000	$1.094M	0.2%	$22.70	+63.7%	COM	808513105
BDX	BECTON DICKINSON & CO	5,582	$1.094M	0.2%	$94.25	+81.5%	COM	075887109
—	WAGEWORKS INC	18,000	$1.093M	0.2%	$60.72	—	COM	930427109
WWD	WOODWARD INC	14,000	$1.087M	0.2%	$39.69	+68.1%	COM	980745103
PBYI	PUMA BIOTECHNOLOGY INC	9,000	$1.078M	0.2%	$93.88	-0.9%	COM	74587V107
NVRI	HARSCO CORP	51,000	$1.066M	0.2%	$17.71	-3.7%	COM	415864107
HOPE	HOPE BANCORP INC	60,000	$1.063M	0.2%	$16.20	+5.5%	COM	43940T109
—	DUNKIN BRANDS GROUP INC	20,000	$1.062M	0.2%	$53.10	—	COM	265504100
TRUP	TRUPANION INC	40,000	$1.056M	0.2%	$22.96	0.0%	COM	898202106
PPG	PPG INDS INC	9,700	$1.054M	0.2%	$85.80	+6.1%	COM	693506107
WMB	WILLIAMS COS INC DEL	35,000	$1.05M	0.2%	$20.92	-8.0%	COM	969457100
—	ROCKWELL COLLINS INC	8,000	$1.046M	0.2%	$79.63	—	COM	774341101
EPR	EPR PPTYS	15,000	$1.046M	0.2%	$53.40	—	COM SH BEN INT	26884U109
AEP	AMERICAN ELEC PWR INC	14,760	$1.037M	0.2%	$31.83	+66.6%	COM	025537101
—	TIVO CORP	51,758	$1.028M	0.2%	$19.43	—	COM	88870P106
KOP	KOPPERS HOLDINGS INC	22,000	$1.015M	0.2%	$38.53	-2.2%	COM	50060P106
CAH	CARDINAL HEALTH INC	15,000	$1.004M	0.2%	$50.49	+9.0%	COM	14149Y108
NPKI	NEWPARK RES INC	100,000	$1M	0.2%	$11.44	-28.5%	COM PAR $.01NEW	651718504
YUMC	YUM CHINA HLDGS INC	25,000	$999K	0.2%	$26.68	+39.7%	COM	98850P109
—	GENERAL ELECTRIC CO	41,228	$997K	0.2%	$25.88	—	COM	369604103
RSG	REPUBLIC SVCS INC	15,000	$991K	0.2%	$26.51	+114.5%	COM	760759100
BALL	BALL CORP	24,000	$991K	0.2%	$29.74	+25.7%	COM	058498106
EQR	EQUITY RESIDENTIAL	15,000	$989K	0.2%	$31.71	+54.9%	SH BEN INT	29476L107
—	CAVIUM INC	15,000	$989K	0.2%	$43.75	—	COM	14964U108
PRKS	SEAWORLD ENTMT INC	76,000	$987K	0.2%	$15.52	-11.8%	COM	81282V100
AWR	AMERICAN STS WTR CO	20,000	$985K	0.2%	$23.08	+82.7%	COM	029899101
BTI	BRITISH AMERN TOB PLC	15,780	$985K	0.2%	$62.42	—	SPONSORED ADR	110448107
HMN	HORACE MANN EDUCATORS CORP N	25,000	$984K	0.2%	$28.89	+27.5%	COM	440327104
—	SYMANTEC CORP	30,000	$984K	0.2%	$19.97	—	COM	871503108
FICO	FAIR ISAAC CORP	7,000	$984K	0.2%	$140.07	0.0%	COM	303250104
AVY	AVERY DENNISON CORP	10,000	$983K	0.2%	$39.54	+105.0%	COM	053611109
BWXT	BWX TECHNOLOGIES INC	17,500	$980K	0.2%	$22.66	+111.5%	COM	05605H100
—	ANADARKO PETE CORP	20,000	$977K	0.2%	$84.75	—	COM	032511107
—	GLATFELTER	50,000	$973K	0.2%	$27.22	—	COM	377316104
GEO	GEO GROUP INC NEW	36,000	$968K	0.2%	$20.12	-4.6%	COM	36162J106
OXY	OCCIDENTAL PETE CORP DEL	15,000	$963K	0.2%	$62.47	-21.8%	COM	674599105
EBAY	EBAY INC	25,000	$962K	0.2%	$20.67	+56.5%	COM	278642103
SF	STIFEL FINL CORP	18,000	$962K	0.2%	$28.20	+2.1%	COM	860630102
TRN	TRINITY INDS INC	30,000	$957K	0.2%	$18.24	-15.2%	COM	896522109
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$946K	0.2%	$114.47	+54.7%	COM	883556102
—	CONTROL4 CORP	32,000	$943K	0.2%	$29.47	—	COM	21240D107
—	NAVIGANT CONSULTING INC	55,000	$931K	0.2%	$18.65	—	COM	63935N107
LCII	LCI INDS	8,000	$927K	0.2%	$79.71	-2.1%	COM	50189K103
RUSHA	RUSH ENTERPRISES INC	20,000	$926K	0.2%	$12.91	+39.1%	CL A	781846209
SXT	SENSIENT TECHNOLOGIES CORP	12,000	$923K	0.2%	$75.74	0.0%	COM	81725T100
—	ATLAS AIR WORLDWIDE HLDGS IN	14,000	$921K	0.2%	$53.52	—	COM NEW	049164205
NTRS	NORTHERN TR CORP	10,000	$919K	0.2%	$45.55	+56.0%	COM	665859104
—	U S CONCRETE INC	12,000	$916K	0.2%	$77.64	—	COM NEW	90333L201
MSM	MSC INDL DIRECT INC	12,000	$907K	0.2%	$72.54	0.0%	CL A	553530106
—	MB FINANCIAL INC NEW	20,000	$900K	0.2%	$44.30	—	COM	55264U108
MTSI	MACOM TECH SOLUTIONS HLDGS I	20,000	$892K	0.2%	$48.78	0.0%	COM	55405Y100
MTH	MERITAGE HOMES CORP	20,000	$888K	0.2%	$22.31	-6.3%	COM	59001A102
—	PDC ENERGY INC	18,000	$883K	0.2%	$49.06	—	COM	69327R101
PH	PARKER HANNIFIN CORP	5,000	$875K	0.2%	$98.49	+46.7%	COM	701094104
HALO	HALOZYME THERAPEUTICS INC	50,000	$869K	0.2%	$16.65	-18.7%	COM	40637H109
ENTG	ENTEGRIS INC	30,000	$866K	0.2%	$11.16	+118.3%	COM	29362U104
SNPS	SYNOPSYS INC	10,742	$865K	0.2%	$40.13	+93.3%	COM	871607107
CPK	CHESAPEAKE UTILS CORP	11,000	$861K	0.2%	$66.94	0.0%	COM	165303108
—	EROS INTL PLC	60,000	$858K	0.2%	$10.88	—	SHS NEW	G3788M114
CLDT	CHATHAM LODGING TR	40,000	$853K	0.2%	$20.23	—	COM	16208T102
—	KEMET CORP	40,000	$845K	0.2%	$21.13	—	COM NEW	488360207
CAG	CONAGRA BRANDS INC	25,000	$844K	0.2%	$16.04	+54.7%	COM	205887102
PATK	PATRICK INDS INC	10,000	$841K	0.2%	$28.27	+3.5%	COM	703343103
—	ORITANI FINL CORP DEL	50,000	$840K	0.2%	$16.00	—	COM	68633D103
LUV	SOUTHWEST AIRLS CO	15,000	$840K	0.2%	$19.19	+163.7%	COM	844741108
—	STERLING BANCORP DEL	34,000	$838K	0.2%	$23.61	—	COM	85917A100
SO	SOUTHERN CO	17,000	$835K	0.2%	$25.27	+35.7%	COM	842587107
—	VIACOM INC NEW	30,000	$835K	0.2%	$85.00	—	CL B	92553P201
TBPH	THERAVANCE BIOPHARMA INC	24,142	$827K	0.1%	$16.88	+93.7%	COM	G8807B106
PRI	PRIMERICA INC	10,000	$816K	0.1%	$78.09	0.0%	COM	74164M108
—	CUBIC CORP	16,000	$816K	0.1%	$51.06	—	COM	229669106
—	TREEHOUSE FOODS INC	12,000	$813K	0.1%	$78.19	—	COM	89469A104
TWI	TITAN INTL INC ILL	80,000	$812K	0.1%	$10.29	0.0%	COM	88830M102
—	ESTERLINE TECHNOLOGIES CORP	9,000	$811K	0.1%	$90.11	—	COM	297425100
—	UNITI GROUP INC	55,169	$809K	0.1%	$19.77	—	COM	91325V108
KMT	KENNAMETAL INC	20,000	$807K	0.1%	$33.32	-12.0%	COM	489170100
NPO	ENPRO INDS INC	10,000	$805K	0.1%	$70.90	+2.9%	COM	29355X107
CVGW	CALAVO GROWERS INC	11,000	$805K	0.1%	$57.68	+4.8%	COM	128246105
—	TRIUMPH GROUP INC NEW	27,000	$803K	0.1%	$29.74	—	COM	896818101
HL	HECLA MNG CO	160,000	$803K	0.1%	$3.68	+33.9%	COM	422704106
—	SOUTHWESTERN ENERGY CO	130,000	$794K	0.1%	$6.90	—	COM	845467109
IDA	IDACORP INC	9,000	$791K	0.1%	$86.34	+1.3%	COM	451107106
PLUG	PLUG POWER INC	300,000	$783K	0.1%	$2.23	0.0%	COM NEW	72919P202
WTFC	WINTRUST FINL CORP	10,000	$783K	0.1%	$74.32	0.0%	COM	97650W108
—	UMPQUA HLDGS CORP	40,000	$780K	0.1%	$19.50	—	COM	904214103
—	TESARO INC	6,000	$775K	0.1%	$129.17	—	COM	881569107
—	FIRST MIDWEST BANCORP DEL	33,000	$773K	0.1%	$23.61	—	COM	320867104
GNW	GENWORTH FINL INC	200,000	$770K	0.1%	$3.57	0.0%	COM CL A	37247D106
XEL	XCEL ENERGY INC	16,243	$769K	0.1%	$19.89	+86.3%	COM	98389B100
WU	WESTERN UN CO	40,000	$768K	0.1%	$16.35	—	COM	959802109
ABT	ABBOTT LABS	14,354	$766K	0.1%	$32.61	+33.0%	COM	002824100
—	FARO TECHNOLOGIES INC	20,000	$765K	0.1%	$49.31	—	COM	311642102
APD	AIR PRODS & CHEMS INC	5,000	$756K	0.1%	$79.28	+50.3%	COM	009158106
HII	HUNTINGTON INGALLS INDS INC	3,333	$755K	0.1%	$78.33	+124.6%	COM	446413106
—	INFINERA CORPORATION	85,000	$754K	0.1%	$9.08	—	COM	45667G103
—	HAWAIIAN HOLDINGS INC	20,000	$751K	0.1%	$42.27	—	COM	419879101
INDB	INDEPENDENT BANK CORP MASS	10,000	$747K	0.1%	$26.89	+101.4%	COM	453836108
—	CLOVIS ONCOLOGY INC	9,000	$742K	0.1%	$82.44	—	COM	189464100
COF	CAPITAL ONE FINL CORP	8,733	$739K	0.1%	$59.33	+20.2%	COM	14040H105
—	RIGEL PHARMACEUTICALS INC	290,000	$737K	0.1%	$2.81	—	COM NEW	766559603
UCTT	ULTRA CLEAN HLDGS INC	24,000	$735K	0.1%	$23.64	0.0%	COM	90385V107
MYE	MYERS INDS INC	35,000	$733K	0.1%	$13.73	+2.9%	COM	628464109
—	ORCHIDS PAPER PRODS CO DEL	52,000	$732K	0.1%	$13.44	—	COM	68572N104
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$725K	0.1%	$11.02	-38.9%	COM	169656105
EMN	EASTMAN CHEM CO	8,000	$724K	0.1%	$56.96	+12.5%	COM	277432100
F	FORD MTR CO DEL	60,000	$718K	0.1%	$8.37	-13.3%	COM PAR $0.01	345370860
WGO	WINNEBAGO INDS INC	16,000	$716K	0.1%	$30.20	+21.7%	COM	974637100
KBR	KBR INC	40,000	$715K	0.1%	$13.53	+7.1%	COM	48242W106
—	HOWARD HUGHES CORP	6,000	$708K	0.1%	$118.00	—	COM	44267D107
—	SUMMIT MATLS INC	22,000	$705K	0.1%	$32.05	—	CL A	86614U100
HAL	HALLIBURTON CO	15,267	$703K	0.1%	$42.79	-17.2%	COM	406216101
ACM	AECOM	18,879	$695K	0.1%	$30.01	+5.3%	COM	00766T100
—	ORBITAL ATK INC	5,209	$694K	0.1%	$76.60	—	COM	68557N103
—	WIDEOPENWEST INC	46,000	$694K	0.1%	$15.09	—	COM	96758W101
—	SOUTH JERSEY INDS INC	20,000	$691K	0.1%	$34.55	—	COM	838518108
—	OCLARO INC	80,000	$690K	0.1%	$8.63	—	COM NEW	67555N206
—	BOINGO WIRELESS INC	32,000	$684K	0.1%	$21.38	—	COM	09739C102
ACIW	ACI WORLDWIDE INC	30,000	$683K	0.1%	$22.65	0.0%	COM	004498101
GBCI	GLACIER BANCORP INC NEW	18,000	$680K	0.1%	$26.04	+1.7%	COM	37637Q105
—	HORTONWORKS INC	40,000	$678K	0.1%	$11.59	—	COM	440894103
FULT	FULTON FINL CORP PA	36,000	$675K	0.1%	$12.84	0.0%	COM	360271100
PLXS	PLEXUS CORP	12,000	$673K	0.1%	$40.84	+28.9%	COM	729132100
NTNX	NUTANIX INC	30,000	$672K	0.1%	$21.88	0.0%	CL A	67059N108
—	PINNACLE FINL PARTNERS INC	10,000	$670K	0.1%	$66.80	—	COM	72346Q104
ROG	ROGERS CORP	5,000	$666K	0.1%	$60.59	+95.6%	COM	775133101
CBU	COMMUNITY BK SYS INC	12,000	$663K	0.1%	$42.99	-2.4%	COM	203607106
CIEN	CIENA CORP	30,000	$659K	0.1%	$23.93	0.0%	COM NEW	171779309
ESPR	ESPERION THERAPEUTICS INC NE	13,125	$658K	0.1%	$48.22	0.0%	COM	29664W105
—	DASEKE INC	50,000	$653K	0.1%	$13.06	—	COM	23753F107
NTCT	NETSCOUT SYS INC	19,977	$646K	0.1%	$37.86	-11.9%	COM	64115T104
SWKS	SKYWORKS SOLUTIONS INC	6,318	$644K	0.1%	$26.27	+228.5%	COM	83088M102
CRUS	CIRRUS LOGIC INC	12,000	$640K	0.1%	$19.04	+207.5%	COM	172755100
ADM	ARCHER DANIELS MIDLAND CO	15,000	$638K	0.1%	$29.33	+12.1%	COM	039483102
—	OASIS PETE INC NEW	70,000	$638K	0.1%	$18.44	—	COM	674215108
FLR	FLUOR CORP NEW	15,000	$632K	0.1%	$69.22	-43.9%	COM	343412102
—	NUANCE COMMUNICATIONS INC	40,000	$629K	0.1%	$15.72	—	COM	67020Y100
—	ASPEN TECHNOLOGY INC	10,000	$628K	0.1%	$42.36	—	COM	045327103
DVN	DEVON ENERGY CORP NEW	17,000	$624K	0.1%	$41.69	-44.9%	COM	25179M103
MATW	MATTHEWS INTL CORP	10,000	$623K	0.1%	$31.38	+57.0%	CL A	577128101
—	U S SILICA HLDGS INC	20,000	$621K	0.1%	$31.05	—	COM	90346E103
—	FINISAR CORP	28,000	$621K	0.1%	$22.18	—	COM NEW	31787A507
SYF	SYNCHRONY FINL	19,719	$612K	0.1%	$25.00	-2.5%	COM	87165B103
GERN	GERON CORP	280,000	$611K	0.1%	$3.75	-37.0%	COM	374163103
VLY	VALLEY NATL BANCORP	50,000	$603K	0.1%	$11.71	-1.6%	COM	919794107
LMNR	LIMONEIRA CO	26,000	$602K	0.1%	$18.28	+5.5%	COM	532746104
KR	KROGER CO	30,000	$602K	0.1%	$23.04	-18.1%	COM	501044101
—	CALGON CARBON CORP	28,000	$599K	0.1%	$21.39	—	COM	129603106
HPQ	HP INC	30,000	$599K	0.1%	$9.12	+58.3%	COM	40434L105
KSS	KOHLS CORP	13,000	$593K	0.1%	$53.60	-23.5%	COM	500255104
—	RITE AID CORP	300,000	$588K	0.1%	$1.96	—	COM	767754104
—	CYBEROPTICS CORP	36,000	$585K	0.1%	$16.25	—	COM	232517102
AZZ	AZZ INC	12,000	$584K	0.1%	$44.17	0.0%	COM	002474104
C	CITIGROUP INC	8,000	$582K	0.1%	$37.07	+40.0%	COM NEW	172967424
HWC	HANCOCK HLDG CO	12,000	$581K	0.1%	$45.79	0.0%	COM	410120109
—	SEMGROUP CORP	20,000	$575K	0.1%	$65.70	—	CL A	81663A105
PRGS	PROGRESS SOFTWARE CORP	15,000	$573K	0.1%	$23.95	+39.5%	COM	743312100
—	GROUPON INC	110,000	$572K	0.1%	$3.84	—	COM	399473107
LITE	LUMENTUM HLDGS INC	10,475	$569K	0.1%	$58.13	0.0%	COM	55024U109
EEFT	EURONET WORLDWIDE INC	6,000	$569K	0.1%	$41.47	+128.5%	COM	298736109
—	CALLON PETE CO DEL	50,000	$562K	0.1%	$11.24	—	COM	13123X102
FNB	FNB CORP PA	40,000	$561K	0.1%	$10.76	-10.8%	COM	302520101
—	REALPAGE INC	14,000	$559K	0.1%	$39.93	—	COM	75606N109
FTI	TECHNIPFMC PLC	20,000	$558K	0.1%	$22.64	-18.7%	COM	G87110105
EXPE	EXPEDIA INC DEL	3,875	$558K	0.1%	$67.77	+110.6%	COM NEW	30212P303
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$554K	0.1%	$27.12	+66.8%	COM	416515104
—	ARRAY BIOPHARMA INC	45,000	$554K	0.1%	$4.70	—	COM	04269X105
POR	PORTLAND GEN ELEC CO	12,000	$548K	0.1%	$33.41	0.0%	COM NEW	736508847
LGND	LIGAND PHARMACEUTICALS INC	4,000	$545K	0.1%	$41.68	+90.0%	COM NEW	53220K504
—	VERINT SYS INC	12,981	$543K	0.1%	$46.91	—	COM	92343X100
SIGI	SELECTIVE INS GROUP INC	10,000	$539K	0.1%	$44.86	0.0%	COM	816300107
PLAB	PHOTRONICS INC	60,000	$531K	0.1%	$8.88	0.0%	COM	719405102
BDN	BRANDYWINE RLTY TR	30,000	$525K	0.1%	$17.50	—	SH BEN INT NEW	105368203
YELP	YELP INC	12,000	$520K	0.1%	$31.20	+23.6%	CL A	985817105
HTGC	HERCULES CAPITAL INC	40,000	$516K	0.1%	$15.67	-18.1%	COM	427096508
TCBI	TEXAS CAPITAL BANCSHARES INC	6,000	$515K	0.1%	$77.65	0.0%	COM	88224Q107
SATS	ECHOSTAR CORP	9,000	$515K	0.1%	$47.67	0.0%	CL A	278768106
ALKS	ALKERMES PLC	10,000	$508K	0.1%	$47.58	+12.4%	SHS	G01767105
—	REXNORD CORP NEW	20,000	$508K	0.1%	$23.65	—	COM	76169B102
CVU	CPI AEROSTRUCTURES INC	54,000	$505K	0.1%	$8.53	+6.3%	COM NEW	125919308
—	WGL HLDGS INC	6,000	$505K	0.1%	$84.17	—	COM	92924F106
—	KAMAN CORP	9,000	$502K	0.1%	$40.68	—	COM	483548103
—	PICO HLDGS INC	30,000	$501K	0.1%	$26.00	—	COM NEW	693366205
HAIN	HAIN CELESTIAL GROUP INC	12,000	$494K	0.1%	$41.33	0.0%	COM	405217100
—	IBERIABANK CORP	6,000	$493K	0.1%	$82.17	—	COM	450828108
BXP	BOSTON PROPERTIES INC	4,000	$492K	0.1%	$66.97	+25.1%	COM	101121101
KIM	KIMCO RLTY CORP	25,000	$489K	0.1%	$12.11	+6.2%	COM	49446R109
WSO	WATSCO INC	3,000	$483K	0.1%	$96.52	+56.5%	COM	942622200
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$481K	0.1%	$32.07	+27.7%	COM	49338L103
—	NEKTAR THERAPEUTICS	20,000	$480K	0.1%	$12.13	—	COM	640268108
MUR	MURPHY OIL CORP	18,000	$478K	0.1%	$38.91	-52.4%	COM	626717102
ACHC	ACADIA HEALTHCARE COMPANY IN	10,000	$478K	0.1%	$48.74	0.0%	COM	00404A109
HRB	BLOCK H & R INC	18,000	$477K	0.1%	$19.54	+7.3%	COM	093671105
LMB	LIMBACH HLDGS INC	36,000	$477K	0.1%	$13.80	-7.6%	COM	53263P105
NTGR	NETGEAR INC	10,000	$476K	0.1%	$20.77	+38.5%	COM	64111Q104
—	HESS CORP	10,000	$469K	0.1%	$82.90	—	COM	42809H107
—	SPIRIT AIRLS INC	14,000	$468K	0.1%	$43.21	—	COM	848577102
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$463K	0.1%	$22.69	+50.1%	COM	744573106
—	MYLAN N V	14,750	$463K	0.1%	$59.32	—	SHS EURO	N59465109
DOV	DOVER CORP	5,000	$457K	0.1%	$50.30	+20.9%	COM	260003108
—	IAC INTERACTIVECORP	3,875	$456K	0.1%	$56.26	—	COM	44919P508
AXON	AXON ENTERPRISE INC	20,000	$453K	0.1%	$23.41	0.0%	COM	05464C101
—	LAZARD LTD	10,000	$452K	0.1%	$45.68	—	SHS A	G54050102
—	FORTRESS TRANS INFRST INVS L	25,000	$451K	0.1%	$18.04	—	COM REP LTD LIAB	34960P101
ASH	ASHLAND GLOBAL HLDGS INC	6,860	$449K	0.1%	$49.37	+12.5%	COM	044186104
—	CORESITE RLTY CORP	4,000	$448K	0.1%	$31.00	—	COM	21870Q105
—	INGERSOLL-RAND PLC	5,000	$446K	0.1%	$57.20	—	SHS	G47791101
IDCC	INTERDIGITAL INC	6,000	$443K	0.1%	$83.80	-12.7%	COM	45867G101
CVCO	CAVCO INDS INC DEL	3,000	$443K	0.1%	$76.06	+75.1%	COM	149568107
—	DRIL-QUIP INC	10,000	$442K	0.1%	$112.10	—	COM	262037104
VVV	VALVOLINE INC	18,833	$442K	0.1%	$23.16	-3.1%	COM	92047W101
HPE	HEWLETT PACKARD ENTERPRISE C	30,000	$441K	0.1%	$6.50	+62.4%	COM	42824C109
—	EGALET CORP	340,000	$435K	0.1%	$1.28	—	COM	28226B104
—	GSV CAP CORP	80,000	$433K	0.1%	$4.65	—	COM	36191J101
—	DELL TECHNOLOGIES INC	5,600	$432K	0.1%	$47.85	—	COM CL V	24703L103
MPWR	MONOLITHIC PWR SYS INC	4,000	$426K	0.1%	$94.77	0.0%	COM	609839105
MTX	MINERALS TECHNOLOGIES INC	6,000	$424K	0.1%	$71.89	-8.2%	COM	603158106
—	INVENTURE FOODS INC	90,000	$422K	0.1%	$4.48	—	COM	461212102
—	NATIONAL CINEMEDIA INC	60,000	$419K	0.1%	$10.74	—	COM	635309107
CW	CURTISS WRIGHT CORP	4,000	$418K	0.1%	$93.26	0.0%	COM	231561101
—	JUNIPER NETWORKS INC	15,000	$417K	0.1%	$25.73	—	COM	48203R104
WTS	WATTS WATER TECHNOLOGIES INC	6,000	$415K	0.1%	$63.64	+1.0%	CL A	942749102
COR	AMERISOURCEBERGEN CORP	4,996	$413K	0.1%	$49.28	+31.3%	COM	03073E105
—	TRIBUNE MEDIA CO	10,000	$409K	0.1%	$40.90	—	CL A	896047503
RGA	REINSURANCE GROUP AMER INC	2,829	$395K	0.1%	$75.92	+78.2%	COM NEW	759351604
KFY	KORN FERRY INTL	10,000	$394K	0.1%	$22.02	+39.2%	COM NEW	500643200
LW	LAMB WESTON HLDGS INC	8,333	$391K	0.1%	$29.75	+33.2%	COM	513272104
—	SENIOR HSG PPTYS TR	20,000	$391K	0.1%	$22.47	—	SH BEN INT	81721M109
—	MEDIDATA SOLUTIONS INC	5,000	$390K	0.1%	$78.00	—	COM	58471A105
—	CRAY INC	20,000	$389K	0.1%	$19.45	—	COM NEW	225223304
—	CENTURYLINK INC	20,550	$388K	0.1%	$32.85	—	COM	156700106
—	AVON PRODS INC	165,000	$385K	0.1%	$4.46	—	COM	054303102
EXC	EXELON CORP	10,200	$384K	0.1%	$13.80	+45.0%	COM	30161N101
NRG	NRG ENERGY INC	15,000	$384K	0.1%	$22.10	-11.6%	COM NEW	629377508
CYH	COMMUNITY HEALTH SYS INC NEW	50,000	$384K	0.1%	$35.59	-78.1%	COM	203668108
—	LOGMEIN INC	3,436	$378K	0.1%	$97.50	—	COM	54142L109
RDN	RADIAN GROUP INC	20,000	$374K	0.1%	$14.36	0.0%	COM	750236101
GME	GAMESTOP CORP NEW	18,000	$372K	0.1%	$4.68	-6.7%	CL A	36467W109
—	XEROX CORP	11,000	$366K	0.1%	$28.73	—	COM NEW	984121608
—	STARWOOD WAYPOINT HOMES	10,000	$364K	0.1%	$36.40	—	COM	85572F105
XRAY	DENTSPLY SIRONA INC	6,000	$359K	0.1%	$58.93	+0.9%	COM	24906P109
—	HAYNES INTERNATIONAL INC	10,000	$359K	0.1%	$54.00	—	COM NEW	420877201
—	LEGG MASON INC	9,000	$354K	0.1%	$49.00	—	COM	524901105
—	BRIGGS & STRATTON CORP	15,000	$353K	0.1%	$22.24	—	COM	109043109
AAL	AMERICAN AIRLS GROUP INC	7,439	$353K	0.1%	$36.77	+27.8%	COM	02376R102
MAN	MANPOWERGROUP INC	3,000	$353K	0.1%	$68.93	+62.4%	COM	56418H100
EPAM	EPAM SYS INC	4,000	$352K	0.1%	$83.40	0.0%	COM	29414B104
PNNT	PENNANTPARK INVT CORP	46,710	$351K	0.1%	$2.62	+5.1%	COM	708062104
PLD	PROLOGIS INC	5,464	$347K	0.1%	$27.64	+76.4%	COM	74340W103
MOH	MOLINA HEALTHCARE INC	5,000	$344K	0.1%	$36.85	+76.7%	COM	60855R100
HURN	HURON CONSULTING GROUP INC	10,000	$343K	0.1%	$65.04	-45.7%	COM	447462102
GLDD	GREAT LAKES DREDGE & DOCK CO	70,000	$340K	0.1%	$4.17	0.0%	COM	390607109
AIG	AMERICAN INTL GROUP INC	5,500	$338K	0.1%	$37.86	+32.5%	COM NEW	026874784
R	RYDER SYS INC	4,000	$338K	0.1%	$75.70	+0.0%	COM	783549108
GT	GOODYEAR TIRE & RUBR CO	10,000	$333K	0.1%	$25.47	+27.6%	COM	382550101
KMI	KINDER MORGAN INC DEL	17,265	$331K	0.1%	$18.43	-33.3%	COM	49456B101
—	KANSAS CITY SOUTHERN	3,000	$326K	0.1%	$102.00	—	COM NEW	485170302
CMP	COMPASS MINERALS INTL INC	5,000	$325K	0.1%	$52.24	0.0%	COM	20451N101
OLLI	OLLIES BARGAIN OUTLT HLDGS I	7,000	$325K	0.1%	$31.45	+40.3%	COM	681116109
—	ASTORIA FINL CORP	15,000	$323K	0.1%	$13.80	—	COM	046265104
—	LIONS GATE ENTMNT CORP	10,000	$318K	0.1%	$26.30	—	CL B NON VTG	535919500
—	QUALITY SYS INC	20,000	$315K	0.1%	$16.59	—	COM	747582104
EMR	EMERSON ELEC CO	5,000	$314K	0.1%	$47.79	+3.0%	COM	291011104
SFBS	SERVISFIRST BANCSHARES INC	8,000	$311K	0.1%	$34.20	-9.1%	COM	81768T108
MUSA	MURPHY USA INC	4,500	$311K	0.1%	$45.04	+50.1%	COM	626755102
—	TENNECO INC	5,000	$303K	0.1%	$58.10	—	COM	880349105
—	PHARMERICA CORP	10,000	$293K	0.1%	$29.30	—	COM	71714F104
SKY	SKYLINE CORP	24,000	$290K	0.1%	$6.39	+43.4%	COM	830830105
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$284K	0.1%	$11.21	+33.3%	COM	928298108
MCY	MERCURY GENL CORP NEW	5,000	$283K	0.1%	$45.68	+23.9%	COM	589400100
—	CARDIOVASCULAR SYS INC DEL	10,000	$282K	0.1%	$28.27	—	COM	141619106
LNN	LINDSAY CORP	3,000	$276K	0.1%	$72.98	+10.6%	COM	535555106
FIVE	FIVE BELOW INC	5,000	$274K	0.0%	$45.02	+8.7%	COM	33829M101
PHM	PULTE GROUP INC	10,000	$273K	0.0%	$17.01	+35.4%	COM	745867101
—	MARATHON OIL CORP	20,000	$271K	0.0%	$35.50	—	COM	565849106
LPX	LOUISIANA PAC CORP	10,000	$271K	0.0%	$25.49	0.0%	COM	546347105
—	INTEGRATED DEVICE TECHNOLOGY	10,000	$266K	0.0%	$12.23	—	COM	458118106
LYV	LIVE NATION ENTERTAINMENT IN	6,035	$263K	0.0%	$33.53	+15.8%	COM	538034109
—	ACCELERON PHARMA INC	7,000	$261K	0.0%	$30.43	—	COM	00434H108
—	BROCADE COMMUNICATIONS SYS I	21,572	$258K	0.0%	$10.62	—	COM NEW	111621306
VTR	VENTAS INC	3,933	$256K	0.0%	$41.21	+14.3%	COM	92276F100
NI	NISOURCE INC	10,000	$256K	0.0%	$9.34	+114.8%	COM	65473P105
—	MCDERMOTT INTL INC	35,000	$254K	0.0%	$7.83	—	COM	580037109
PRGO	PERRIGO CO PLC	3,000	$254K	0.0%	$71.71	+8.5%	SHS	G97822103
CC	CHEMOURS CO	5,000	$253K	0.0%	$34.56	0.0%	COM	163851108
—	GREENHILL & CO INC	15,000	$249K	0.0%	$52.00	—	COM	395259104
—	AIR TRANSPORT SERVICES GRP I	10,000	$243K	0.0%	$7.90	—	COM	00922R105
CVLT	COMMVAULT SYSTEMS INC	4,000	$243K	0.0%	$69.18	-13.7%	COM	204166102
—	ADTRAN INC	10,000	$240K	0.0%	$24.40	—	COM	00738A106
—	BABCOCK & WILCOX ENTERPRIS I	68,750	$229K	0.0%	$3.33	—	COM	05614L100
—	CELLDEX THERAPEUTICS INC NEW	80,000	$229K	0.0%	$17.67	—	COM	15117B103
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$222K	0.0%	$22.27	-71.6%	COM	42330P107
DXC	DXC TECHNOLOGY CO	2,577	$221K	0.0%	$67.37	0.0%	COM	23355L106
NTAP	NETAPP INC	5,000	$219K	0.0%	$31.40	+5.7%	COM	64110D104
JBTM	JOHN BEAN TECHNOLOGIES CORP	2,160	$218K	0.0%	$85.96	+4.0%	COM	477839104
M	MACYS INC	10,000	$218K	0.0%	$55.60	-60.5%	COM	55616P104
AMD	ADVANCED MICRO DEVICES INC	17,000	$217K	0.0%	$3.82	+241.9%	COM	007903107
—	FIBROGEN INC	4,000	$215K	0.0%	$21.95	—	COM	31572Q808
NWSA	NEWS CORP NEW	16,250	$215K	0.0%	$15.19	-19.1%	CL A	65249B109
FSS	FEDERAL SIGNAL CORP	10,000	$213K	0.0%	$11.92	+45.4%	COM	313855108
—	UNITED STATES STL CORP NEW	8,000	$205K	0.0%	$25.63	—	COM	912909108
—	SCHULMAN A INC	6,000	$205K	0.0%	$34.17	—	COM	808194104
ACTG	ACACIA RESH CORP	45,000	$205K	0.0%	$3.74	0.0%	ACACIA TCH COM	003881307
—	CYNERGISTEK INC	55,000	$201K	0.0%	$3.65	—	COM	23258P105
—	WPX ENERGY INC	16,666	$192K	0.0%	$18.00	—	COM	98212B103
—	ONCOMED PHARMACEUTICALS INC	38,000	$172K	0.0%	$22.54	—	COM	68234X102
—	NABORS INDUSTRIES LTD	20,000	$161K	0.0%	$24.65	—	SHS	G6359F103
IRWD	IRONWOOD PHARMACEUTICALS INC	10,000	$158K	0.0%	$11.24	+22.4%	COM CL A	46333X108
—	SEQUENTIAL BRNDS GROUP INC N	50,000	$150K	0.0%	$3.00	—	COM	81734P107
—	AMC ENTMT HLDGS INC	10,000	$147K	0.0%	$14.70	—	CL A COM	00165C104
—	ACHILLION PHARMACEUTICALS IN	30,000	$135K	0.0%	$6.90	—	COM	00448Q201
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	16,000	$131K	0.0%	$18.31	—	SPONDS ADR	00653A107
—	SPRINT CORP	15,000	$117K	0.0%	$9.20	—	COM SER 1	85207U105
—	ARQULE INC	86,202	$96,000	0.0%	$2.05	—	COM	04269E107
—	WEATHERFORD INTL PLC	20,000	$92,000	0.0%	$20.80	—	ORD SHS	G48833100
—	CHICOS FAS INC	10,000	$90,000	0.0%	$16.00	—	COM	168615102
—	OCWEN FINL CORP	26,000	$89,000	0.0%	$39.19	—	COM NEW	675746309
CLNE	CLEAN ENERGY FUELS CORP	30,000	$74,000	0.0%	$10.39	-75.8%	COM	184499101
—	PATRIOT NATL INC	50,000	$68,000	0.0%	$1.36	—	COM	70338T102
—	ADAMIS PHARMACEUTICALS CORP	12,224	$64,000	0.0%	$2.78	—	COM NEW	00547W208
—	FORWARD PHARMA A/S	10,000	$59,000	0.0%	$21.53	—	SPONSORED ADR	34986J105
XENE	XENON PHARMACEUTICALS INC	20,000	$59,000	0.0%	$13.82	-77.6%	COM	98420N105