InvestorNJ State Employees Deferred Compensation Plan
Portfolio Value $ 577,936,000
Current Positions461
Opened Positions5
Closed Positions45


Latest Holdings, Performance, AUM (from 13F, 13D)

NJ State Employees Deferred Compensation Plan has disclosed 461 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 577,936,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed).

Top Holdings

NJ State Employees Deferred Compensation Plan's top holdings are Apple, Inc. (NASDAQ:AAPL) , Microsoft Corp. (NASDAQ:MSFT) , JPMorgan Chase & Co. (NYSE:JPM) , Amazon.com, Inc. (NASDAQ:AMZN) , and Johnson & Johnson (NYSE:JNJ) . NJ State Employees Deferred Compensation Plan's new positions include Oceaneering International, Inc. (NYSE:OII) , OSI Systems, Inc. (NASDAQ:OSIS) , Facebook, Inc. (NASDAQ:FB) , NxStage Medical, Inc. (NASDAQ:NXTM) , and Casella Waste Systems, Inc. (NASDAQ:CWST) .

All NJ State Employees Deferred Compensation Plan holdings are listed in the following tables. Data is sourced from 13D/13G, 13F, and N-Q filings. Green rows indicate new positions. Red rows indicate closed positions.

This form was filed on February 06, 2018. Click the link icon to see the full transaction history.

Reporting PeriodFormSecurity Imputed
Share Price
Prev SharesCurrent SharesChange
(Percent)
Prev Value ($K)Current Value ($K)Change
(Percent)
2017-12-31 13F-HR NI / NiSource, Inc. 25.70 10,000 10,000 0.00 256 257 0.39
2017-12-31 13F-HR NXTM / NxStage Medical, Inc. 24.22 36,000 872
2017-12-31 13F-HR OA / Orbital ATK, Inc. 131.50 5,209 5,209 0.00 694 685 -1.30
2017-12-31 13F-HR P / Pandora Media, Inc. 4.82 100,000 482
2017-12-31 13F-HR TROW / Price (T.) Rowe Group, Inc. 104.92 26,000 26,000 0.00 2,357 2,728 15.74
2017-12-31 13F-HR RTN / Raytheon Co. 187.85 20,000 20,000 0.00 3,732 3,757 0.67
2017-12-31 13F-HR TRN / Trinity Industries, Inc. 37.47 30,000 30,000 0.00 957 1,124 17.45
2017-12-31 13F-HR TRST / TrustCo Bank Corp. NY 9.20 170,000 160,000 -5.88 1,513 1,472 -2.71
2017-12-31 13F-HR USCR / U.S. Concrete, Inc. 83.64 12,000 11,000 -8.33 916 920 0.44
2017-12-31 13F-HR UAA / Under Armour, Inc. 13.32 50,000 666
2017-12-31 13F-HR USB / U.S. Bancorp 53.58 80,000 80,000 0.00 4,287 4,286 -0.02
2017-12-31 13F-HR VERI / Veritone, Inc. 23.22 18,000 418
2017-12-31 13F-HR VSH / Vishay Intertechnology, Inc. 20.75 15,087 15,087 0.00 284 313 10.21
2017-12-31 13F-HR AIR / AAR Corp. 39.27 11,000 432
2017-12-31 13F-HR ABC / AmerisourceBergen Corp. 91.87 4,996 4,996 0.00 413 459 11.14
2017-12-31 13F-HR CL / Colgate-Palmolive Co. 75.45 40,000 40,000 0.00 2,914 3,018 3.57
2017-12-31 13F-HR CPI CARD GROUP INC / (12634H200) 3.67 12,000 44
2017-12-31 13F-HR ESPR / Esperion Therapeutics, Inc. 65.83 13,125 13,125 0.00 658 864 31.31
2017-12-31 13F-HR KMT / Kennametal Inc. 48.40 20,000 20,000 0.00 807 968 19.95
2017-12-31 13F-HR NCR / NCR Corp. 34.00 0 20,000 0 680
2017-12-31 13F-HR SKY / Skyline Corp. 12.85 24,000 20,000 -16.67 290 257 -11.38
2017-12-31 13F-HR ZNGA / Zynga Inc. 4.00 140,000 560
2017-12-31 13F-HR PBYI / Puma Biotechnology Inc. 98.88 9,000 8,000 -11.11 1,078 791 -26.62
2017-12-31 13F-HR CYBE / CyberOptics Corp. 15.00 36,000 38,000 5.56 585 570 -2.56
2017-12-31 13F-HR AMZN / Amazon.com, Inc. 1,169.50 8,000 8,000 0.00 7,691 9,356 21.65
2017-12-31 13F-HR RDN / Radian Group, Inc. 20.58 20,000 12,000 -40.00 374 247 -33.96
2017-12-31 13F-HR LOGM / LogMein, Inc. 114.38 3,436 3,436 0.00 378 393 3.97
2017-12-31 13F-HR PLAB / Photronics, Inc. 8.53 60,000 40,000 -33.33 531 341 -35.78
2017-12-31 13F-HR OXY / Occidental Petroleum Corp. 73.67 15,000 15,000 0.00 963 1,105 14.75
2017-12-31 13F-HR TBPH / Theravance Biopharma, Inc. 27.88 24,142 34,142 41.42 827 952 15.11
2017-12-31 13F-HR SNH / Senior Housing Properties Trust 20,000 0 -100.00 391 0 -100.00
2017-12-31 13F-HR WMB / Williams Companies, Inc. (The) 30.49 35,000 35,000 0.00 1,050 1,067 1.62
2017-12-31 13F-HR CVCO / Cavco Industries, Inc. 152.67 3,000 3,000 0.00 443 458 3.39
2017-12-31 13F-HR ATVI / Activision Blizzard, Inc. 63.33 58,000 58,000 0.00 3,742 3,673 -1.84
2017-12-31 13F-HR UCTT / Ultra Clean Holdings, Inc. 23.10 24,000 42,000 75.00 735 970 31.97
2017-12-31 13F-HR EMN / Eastman Chemical Company 92.62 8,000 8,000 0.00 724 741 2.35
2017-12-31 13F-HR CHS / Chico's FAS, Inc. 8.80 10,000 10,000 0.00 90 88 -2.22
2017-12-31 13F-HR LUV / Southwest Airlines Co. 65.47 15,000 15,000 0.00 840 982 16.90
2017-12-31 13F-HR FOX / Twenty-First Century Fox, Inc. 34.52 65,000 65,000 0.00 1,715 2,244 30.85
2017-12-31 13F-HR VLY / Valley National Bancorp 11.22 50,000 60,000 20.00 603 673 11.61
2017-12-31 13F-HR AMAT / Applied Materials, Inc. 51.13 55,000 55,000 0.00 2,865 2,812 -1.85
2017-12-31 13F-HR SFBS / ServisFirst Bancshares, Inc. 41.50 8,000 8,000 0.00 311 332 6.75
2017-12-31 13F-HR KOP / Kopper Holdings, Inc. 50.88 22,000 17,000 -22.73 1,015 865 -14.78
2017-12-31 13F-HR MYL / Mylan N.V. 42.31 14,750 14,750 0.00 463 624 34.77
2017-12-31 13F-HR AZPN / Aspen Technology, Inc. 66.22 10,000 9,000 -10.00 628 596 -5.10
2017-12-31 13F-HR DOW / Dow Chemical Co. (The) 71.22 72,215 72,215 0.00 4,999 5,143 2.88
2017-12-31 13F-HR IDCC / InterDigital, Inc. 76.11 6,000 9,000 50.00 443 685 54.63
2017-12-31 13F-HR CLDX / Celldex Therapeutics, Inc. 2.84 80,000 80,000 0.00 229 227 -0.87
2017-12-31 13F-HR C / Citigroup, Inc. 74.38 8,000 8,000 0.00 582 595 2.23
2017-12-31 13F-HR EXPE / Expedia, Inc. 119.74 3,875 3,875 0.00 558 464 -16.85
2017-12-31 13F-HR BW / Babcock & Wilcox Enterprises Inc. 5.70 68,750 28,750 -58.18 229 164 -28.38
2017-12-31 13F-HR ADTN / ADTRAN, Inc. 19.40 10,000 10,000 0.00 240 194 -19.17
2017-12-31 13F-HR AAWW / Atlas Air Worldwide Holdings, Inc. 58.67 14,000 18,000 28.57 921 1,056 14.66
2017-12-31 13F-HR WFC / Wells Fargo & Co. 60.67 100,000 100,000 0.00 5,515 6,067 10.01
2017-12-31 13F-HR LM / Legg Mason, Inc. 42.00 9,000 9,000 0.00 354 378 6.78
2017-12-31 13F-HR MU / Micron Technology, Inc. 41.13 30,000 30,000 0.00 1,180 1,234 4.58
2017-12-31 13F-HR LAZ / Lazard Ltd. 52.50 10,000 10,000 0.00 452 525 16.15
2017-12-31 13F-HR AUXO / AUXILIO, Inc. 4.05 55,000 66,000 20.00 201 267 32.84
2017-12-31 13F-HR AVP / Avon Products, Inc. 2.15 165,000 255,000 54.55 385 548 42.34
2017-12-31 13F-HR NSC / Norfolk Southern Corp. 144.90 14,500 14,500 0.00 1,917 2,101 9.60
2017-12-31 13F-HR HALO / Halozyme Therapeutics, Inc. 20.25 50,000 40,000 -20.00 869 810 -6.79
2017-12-31 13F-HR GILD / Gilead Sciences, Inc. 71.65 40,000 40,000 0.00 3,241 2,866 -11.57
2017-12-31 13F-HR CAH / Cardinal Health, Inc. 61.27 15,000 15,000 0.00 1,004 919 -8.47
2017-12-31 13F-HR ROK / Rockwell Automation, Inc. 196.40 10,000 10,000 0.00 1,782 1,964 10.21
2017-12-31 13F-HR ORCL / Oracle Corp. 47.27 80,000 80,000 0.00 3,868 3,782 -2.22
2017-12-31 13F-HR PTC / PTC Inc. 25,000 0 -100.00 1,407 0 -100.00
2017-12-31 13F-HR CW / Curtiss-Wright Corp. 121.75 4,000 4,000 0.00 418 487 16.51
2017-12-31 13F-HR ARRY / Array BioPharma, Inc. 12.80 45,000 45,000 0.00 554 576 3.97
2017-12-31 13F-HR SATS / EchoStar Corp. 59.90 9,000 10,000 11.11 515 599 16.31
2017-12-31 13F-HR HBHC / Hancock Holding Co. 49.50 12,000 12,000 0.00 581 594 2.24
2017-12-31 13F-HR DW / Drew Industries, Inc. 130.00 8,000 8,000 0.00 927 1,040 12.19
2017-12-31 13F-HR MCHP / Microchip Technology Inc. 87.88 25,000 25,000 0.00 2,245 2,197 -2.14
2017-12-31 13F-HR HD / Home Depot, Inc. (The) 189.50 10,000 10,000 0.00 1,636 1,895 15.83
2017-12-31 13F-HR LW / Lamb Weston Holdings, Inc. 56.40 8,333 8,333 0.00 391 470 20.20
2017-12-31 13F-HR CBU / Community Bank System, Inc. 53.75 12,000 12,000 0.00 663 645 -2.71
2017-12-31 13F-HR LGF.B / Lions Gate Entertainment Corp. Class B Non-Voting 31.75 10,000 24,000 140.00 318 762 139.62
2017-12-31 13F-HR KSS / Kohl's Corp. 54.23 13,000 13,000 0.00 593 705 18.89
2017-12-31 13F-HR HAL / Halliburton Co. (Holding Company) 48.86 15,267 15,267 0.00 703 746 6.12
2017-12-31 13F-HR SHLM / Schulman (A.), Inc. 37.33 6,000 6,000 0.00 205 224 9.27
2017-12-31 13F-HR TCBIP / Texas Capital Bancshares, Inc. 88.86 6,000 7,000 16.67 515 622 20.78
2017-12-31 13F-HR UNM / Unum Group 54.89 28,000 28,000 0.00 1,432 1,537 7.33
2017-12-31 13F-HR NOC / Northrop Grumman Corp. 306.90 10,000 10,000 0.00 2,877 3,069 6.67
2017-12-31 13F-HR CC / Chemours Company (The) 50.00 5,000 5,000 0.00 253 250 -1.19
2017-12-31 13F-HR OMED / OncoMed Pharmaceuticals, Inc. 4.11 38,000 38,000 0.00 172 156 -9.30
2017-12-31 13F-HR APC / Anadarko Petroleum Corp. 53.65 20,000 20,000 0.00 977 1,073 9.83
2017-12-31 13F-HR EFX / Equifax, Inc. 117.93 15,000 15,000 0.00 1,590 1,769 11.26
2017-12-31 13F-HR JNJ / Johnson & Johnson 139.72 50,000 50,000 0.00 6,501 6,986 7.46
2017-12-31 13F-HR KLAC / KLA-Tencor Corp. 105.07 15,000 15,000 0.00 1,590 1,576 -0.88
2017-12-31 13F-HR PM / Philip Morris International, Inc. 105.66 50,000 50,000 0.00 5,551 5,283 -4.83
2017-12-31 13F-HR PRI / Primerica, Inc. 101.56 10,000 9,000 -10.00 816 914 12.01
2017-12-31 13F-HR SLB / Schlumberger Ltd. 67.37 21,286 21,286 0.00 1,485 1,434 -3.43
2017-12-31 13F-HR CORE / Core Mark Holdings Company, Inc. 31.58 37,000 19,000 -48.65 1,189 600 -49.54
2017-12-31 13F-HR WMT / Wal-Mart Stores, Inc. 98.75 40,000 40,000 0.00 3,126 3,950 26.36
2017-12-31 13F-HR HIG / Hartford Financial Services Group, Inc. (The) 56.30 10,000 10,000 0.00 554 563 1.62
2017-12-31 13F-HR AFL / AFLAC, Inc. 87.80 15,000 15,000 0.00 1,221 1,317 7.86
2017-12-31 13F-HR MON / Monsanto Co. 116.80 20,000 20,000 0.00 2,396 2,336 -2.50
2017-12-31 13F-HR NTGR / NETGEAR, Inc. 58.80 10,000 10,000 0.00 476 588 23.53
2017-12-31 13F-HR FARO / FARO Technologies, Inc. 47.00 20,000 9,000 -55.00 765 423 -44.71
2017-12-31 13F-HR RP / RealPage, Inc. 44.27 14,000 11,000 -21.43 559 487 -12.88
2017-12-31 13F-HR INVA / Innoviva, Inc. 14.20 92,000 92,000 0.00 1,299 1,306 0.54
2017-12-31 13F-HR BDN / Brandywine Realty Trust 18.20 30,000 30,000 0.00 525 546 4.00
2017-12-31 13F-HR RGA / Reinsurance Group of America, Inc. 155.89 2,829 2,829 0.00 395 441 11.65
2017-12-31 13F-HR AAPL / Apple, Inc. 169.23 157,500 147,500 -6.35 24,274 24,961 2.83
2017-12-31 13F-HR AEP / American Electric Power Company, Inc. 73.58 14,760 14,760 0.00 1,037 1,086 4.73
2017-12-31 13F-HR HUM / Humana, Inc. 248.00 5,000 5,000 0.00 1,218 1,240 1.81
2017-12-31 13F-HR CTL / CenturyLink, Inc. 16.69 20,550 20,550 0.00 388 343 -11.60
2017-12-31 13F-HR LMB / Limbach Holdings, Inc. 13.83 36,000 42,000 16.67 477 581 21.80
2017-12-31 13F-HR KEYS / Keysight Technologies Inc. 41.59 11,542 11,542 0.00 481 480 -0.21
2017-12-31 13F-HR CPE / Callon Petroleum Co. 12.15 50,000 60,000 20.00 562 729 29.72
2017-12-31 13F-HR ARQL / ArQule, Inc. 1.65 86,202 86,202 0.00 96 142 47.92
2017-12-31 13F-HR BHGE / Baker Hughes, a GE company 31.65 40,000 40,000 0.00 1,465 1,266 -13.58
2017-12-31 13F-HR PICO / PICO Holdings, Inc. 12.80 30,000 30,000 0.00 501 384 -23.35
2017-12-31 13F-HR JPM / JPMorgan Chase & Co. 106.94 135,000 135,000 0.00 12,894 14,437 11.97
2017-12-31 13F-HR MUSA / Murphy USA Inc. 80.44 4,500 4,500 0.00 311 362 16.40
2017-12-31 13F-HR TRUP / Trupanion, Inc. 29.28 40,000 36,000 -10.00 1,056 1,054 -0.19
2017-12-31 13F-HR KLIC / Kulicke and Soffa Industries Inc. 24.34 72,000 32,000 -55.56 1,553 779 -49.84
2017-12-31 13F-HR XRAY / DENTSPLY SIRONA Inc. 65.83 6,000 6,000 0.00 359 395 10.03
2017-12-31 13F-HR DFS / Discover Financial Services 76.91 31,350 31,350 0.00 2,021 2,411 19.30
2017-12-31 13F-HR GE / General Electric Co. 17.44 41,228 41,228 0.00 997 719 -27.88
2017-12-31 13F-HR SF / Stifel Financial Corp. 59.53 18,000 15,000 -16.67 962 893 -7.17
2017-12-31 13F-HR BDX / Becton Dickinson & Co. 214.08 5,582 5,582 0.00 1,094 1,195 9.23
2017-12-31 13F-HR PFE / Pfizer, Inc. 36.22 115,956 115,956 0.00 4,140 4,200 1.45
2017-12-31 13F-HR YELP / Yelp, Inc. 42.00 12,000 6,000 -50.00 520 252 -51.54
2017-12-31 13F-HR WPX / WPX Energy, Inc. 14.04 16,666 16,666 0.00 192 234 21.88
2017-12-31 13F-HR KSU / Kansas City Southern 105.33 3,000 3,000 0.00 326 316 -3.07
2017-12-31 13F-HR FTAI / Fortress Transportation and Infrastructure Investors LLC 19.92 25,000 24,000 -4.00 451 478 5.99
2017-12-31 13F-HR KHC / Kraft Heinz Company 77.76 15,329 15,329 0.00 1,189 1,192 0.25
2017-12-31 13F-HR SQBG / Sequential Brands Group Inc. New 1.78 50,000 200,000 300.00 150 356 137.33
2017-12-31 13F-HR WTFC / Wintrust Financial Corp. 82.40 10,000 10,000 0.00 783 824 5.24
2017-12-31 13F-HR MUR / Murphy Oil Corp. 31.06 18,000 18,000 0.00 478 559 16.95
2017-12-31 13F-HR MPC / Marathon Petroleum Corp. 66.00 20,000 20,000 0.00 1,122 1,320 17.65
2017-12-31 13F-HR SYMC / Symantec Corp. 28.07 30,000 30,000 0.00 984 842 -14.43
2017-12-31 13F-HR HL / Hecla Mining Co. 3.97 160,000 250,000 56.25 803 993 23.66
2017-12-31 13F-HR NPO / EnPro Industries, Inc. 93.60 10,000 5,000 -50.00 805 468 -41.86
2017-12-31 13F-HR AVY / Avery Dennison Corp. 114.90 10,000 10,000 0.00 983 1,149 16.89
2017-12-31 13F-HR PI / Impinj, Inc. 22.54 27,000 28,000 3.70 1,123 631 -43.81
2017-12-31 13F-HR LPX / Louisiana-Pacific Corp. 26.27 10,000 30,000 200.00 271 788 190.77
2017-12-31 13F-HR APD / Air Products & Chemicals, Inc. 164.00 5,000 5,000 0.00 756 820 8.47
2017-12-31 13F-HR TIVO / TiVo Inc. 15.59 51,758 76,758 48.30 1,028 1,197 16.44
2017-12-31 13F-HR ABBV / AbbVie Inc. 96.70 40,000 40,000 0.00 3,554 3,868 8.84
2017-12-31 13F-HR NCI / Navigant Consulting Co. 19.40 55,000 30,000 -45.45 931 582 -37.49
2017-12-31 13F-HR TMO / Thermo Fisher Scientific, Inc. 189.80 5,000 5,000 0.00 946 949 0.32
2017-12-31 13F-HR BTI / British American Tobacco p.l.c. 66.98 15,780 15,780 0.00 985 1,057 7.31
2017-12-31 13F-HR INFN / Infinera Corp. 6.33 85,000 30,000 -64.71 754 190 -74.80
2017-12-31 13F-HR AAXN / Axon Enterprise Inc 26.50 20,000 16,000 -20.00 453 424 -6.40
2017-12-31 13F-HR LYV / Live Nation Entertainment, Inc. 42.58 6,035 6,035 0.00 263 257 -2.28
2017-12-31 13F-HR LGND / Ligand Pharmaceuticals Incorporated 137.00 4,000 6,000 50.00 545 822 50.83
2017-12-31 13F-HR MSM / MSC Industrial Direct Co., Inc. 96.62 12,000 8,000 -33.33 907 773 -14.77
2017-12-31 13F-HR PRU / Prudential Financial, Inc. 115.00 25,000 25,000 0.00 2,658 2,875 8.16
2017-12-31 13F-HR DSKE / Daseke, Inc. 14.30 50,000 50,000 0.00 653 715 9.49
2017-12-31 13F-HR LMNR / Limoneira Co. 22.40 26,000 25,000 -3.85 602 560 -6.98
2017-12-31 13F-HR WGL / WGL Holdings, Inc. 85.86 6,000 7,000 16.67 505 601 19.01
2017-12-31 13F-HR HMN / Horace Mann Educators Corp. 44.10 25,000 10,000 -60.00 984 441 -55.18
2017-12-31 13F-HR MMC / Marsh & McLennan Companies, Inc. 81.41 27,000 27,000 0.00 2,263 2,198 -2.87
2017-12-31 13F-HR TGT / Target Corp. 65.24 25,000 25,000 0.00 1,475 1,631 10.58
2017-12-31 13F-HR NTRSP / Northern Trust Corp. 99.90 10,000 10,000 0.00 919 999 8.71
2017-12-31 13F-HR CAVM / Cavium, Inc. 83.86 15,000 7,000 -53.33 989 587 -40.65
2017-12-31 13F-HR AIG / American International Group, Inc. 59.64 5,500 5,500 0.00 338 328 -2.96
2017-12-31 13F-HR IBM / International Business Machines Corp. 153.40 20,000 20,000 0.00 2,902 3,068 5.72
2017-12-31 13F-HR STBZ / State Bank Financial Corp. 29.84 45,000 45,000 0.00 1,289 1,343 4.19
2017-12-31 13F-HR TIS / Orchids Paper Products Company 12.81 52,000 52,000 0.00 732 666 -9.02
2017-12-31 13F-HR ASTE / Astec Industries, Inc. 58.50 20,000 20,000 0.00 1,120 1,170 4.46
2017-12-31 13F-HR DVMT / Dell Technologies Inc. 81.25 5,600 5,600 0.00 432 455 5.32
2017-12-31 13F-HR KAMN / Kaman Corp. 58.88 9,000 8,000 -11.11 502 471 -6.18
2017-12-31 13F-HR CLNE / Clean Energy Fuels Corp. 2.03 30,000 30,000 0.00 74 61 -17.57
2017-12-31 13F-HR CLDT / Chatham Lodging Trust 22.75 40,000 20,000 -50.00 853 455 -46.66
2017-12-31 13F-HR DVN / Devon Energy Corp. 41.41 17,000 17,000 0.00 624 704 12.82
2017-12-31 13F-HR CVS / CVS Health Corporation 72.53 15,000 15,000 0.00 1,220 1,088 -10.82
2017-12-31 13F-HR EPAM / EPAM Systems Inc. 107.33 4,000 3,000 -25.00 352 322 -8.52
2017-12-31 13F-HR SEMG / Semgroup Corp. 30.20 20,000 20,000 0.00 575 604 5.04
2017-12-31 13F-HR BOFI / Bofi Holding, Inc. 29.90 20,000 598
2017-12-31 13F-HR BBCN / BBCN Bancorp Inc. 18.25 60,000 60,000 0.00 1,063 1,095 3.01
2017-12-31 13F-HR ENTG / Entegris, Inc. 30.45 30,000 20,000 -33.33 866 609 -29.68
2017-12-31 13F-HR LOW / Lowe's Companies, Inc. 92.94 50,000 50,000 0.00 3,997 4,647 16.26
2017-12-31 13F-HR NUAN / Nuance Communications, Inc. 16.35 40,000 48,000 20.00 629 785 24.80
2017-12-31 13F-HR LLY / Eli Lilly & Co. 84.46 35,000 35,000 0.00 2,994 2,956 -1.27
2017-12-31 13F-HR DOV / Dover Corp. 101.00 5,000 5,000 0.00 457 505 10.50
2017-12-31 13F-HR WAGE / WageWorks Inc. 62.00 18,000 12,000 -33.33 1,093 744 -31.93
2017-12-31 13F-HR UNP / Union Pacific Corp. 134.09 34,000 34,000 0.00 3,943 4,559 15.62
2017-12-31 13F-HR CVU / CPI Aerostructures, Inc. 8.95 54,000 62,000 14.81 505 555 9.90
2017-12-31 13F-HR MDT / Medtronic plc 80.75 20,000 20,000 0.00 1,555 1,615 3.86
2017-12-31 13F-HR ASH / Ashland Global Holdings, Inc. 71.14 6,860 6,860 0.00 449 488 8.69
2017-12-31 13F-HR CRAY / Cray, Inc. 24.21 20,000 34,000 70.00 389 823 111.57
2017-12-31 13F-HR XEL / Xcel Energy, Inc. 48.08 16,243 16,243 0.00 769 781 1.56
2017-12-31 13F-HR PLUG / Plug Power, Inc. 2.36 300,000 320,000 6.67 783 755 -3.58
2017-12-31 13F-HR CWCO / Consolidated Water Co. Ltd. 12.60 90,000 86,000 -4.44 1,152 1,084 -5.90
2017-12-31 13F-HR ESL / Esterline Technologies Corp. 74.67 9,000 9,000 0.00 811 672 -17.14
2017-12-31 13F-HR AXP / American Express Co. 99.32 50,000 50,000 0.00 4,523 4,966 9.79
2017-12-31 13F-HR CTRL / Control4 Corp 29.77 32,000 30,000 -6.25 943 893 -5.30
2017-12-31 13F-HR ALXN / Alexion Pharmaceuticals, Inc. 119.58 12,000 12,000 0.00 1,683 1,435 -14.74
2017-12-31 13F-HR SCHW / Schwab Charles Corp 51.36 25,000 25,000 0.00 1,094 1,284 17.37
2017-12-31 13F-HR KO / Coca Cola Co. 45.88 65,000 65,000 0.00 2,926 2,982 1.91
2017-12-31 13F-HR MAN / ManpowerGroup 126.00 3,000 3,000 0.00 353 378 7.08
2017-12-31 13F-HR AEGN / Aegion Corp 25.43 50,000 35,000 -30.00 1,164 890 -23.54
2017-12-31 13F-HR XOM / Exxon Mobil Corp. 83.64 70,000 70,000 0.00 5,739 5,855 2.02
2017-12-31 13F-HR BK / Bank of New York Mellon Corp. (The) 53.86 80,038 80,038 0.00 4,244 4,311 1.58
2017-12-31 13F-HR IBKCP / IBERIABANK Corp. 77.50 6,000 6,000 0.00 493 465 -5.68
2017-12-31 13F-HR SO / Southern Co. (The) 48.12 17,000 17,000 0.00 835 818 -2.04
2017-12-31 13F-HR VVV / Valvoline Inc. 25.06 18,833 18,833 0.00 442 472 6.79
2017-12-31 13F-HR DXC / DXC Technology Company 95.07 2,577 2,577 0.00 221 245 10.86
2017-12-31 13F-HR HRB / Block (H.&R.), Inc. 26.22 18,000 18,000 0.00 477 472 -1.05
2017-12-31 13F-HR LNN / Lindsay Corp. 88.33 3,000 3,000 0.00 276 265 -3.99
2017-12-31 13F-HR LITE / Lumentum Holdings Inc. 48.90 10,475 12,475 19.09 569 610 7.21
2017-12-31 13F-HR EVC / Entravision Communications Corp. 7.15 200,000 115,000 -42.50 1,140 822 -27.89
2017-12-31 13F-HR WYN / Wyndham Worldwide Corp. 115.85 17,859 17,859 0.00 1,883 2,069 9.88
2017-12-31 13F-HR GEO / Geo Group, Inc. (The) 23.60 36,000 10,000 -72.22 968 236 -75.62
2017-12-31 13F-HR XLRN / Acceleron Pharma Inc. 42.43 7,000 7,000 0.00 261 297 13.79
2017-12-31 13F-HR GS / Goldman Sachs Group, Inc. (The) 254.73 15,000 15,000 0.00 3,558 3,821 7.39
2017-12-31 13F-HR LRCX / Lam Research Corp. 184.06 15,625 15,625 0.00 2,891 2,876 -0.52
2017-12-31 13F-HR AMD / Advanced Micro Devices, Inc. 10.29 17,000 17,000 0.00 217 175 -19.35
2017-12-31 13F-HR FNSR / Finisar Corporation 20.36 28,000 28,000 0.00 621 570 -8.21
2017-12-31 13F-HR CIEN / Ciena Corp. 20.93 30,000 30,000 0.00 659 628 -4.70
2017-12-31 13F-HR KEM / KEMET Corp. 15.05 40,000 40,000 0.00 845 602 -28.76
2017-12-31 13F-HR STL / Sterling Bancorp 24.61 34,000 49,125 44.49 838 1,209 44.27
2017-12-31 13F-HR FMBI / First Midwest Bancorp, Inc. 24.00 33,000 33,000 0.00 773 792 2.46
2017-12-31 13F-HR PLD / Prologis, Inc. 64.42 5,464 5,464 0.00 347 352 1.44
2017-12-31 13F-HR GLT / Glatfelter 21.44 50,000 50,000 0.00 973 1,072 10.17
2017-12-31 13F-HR PATK / Patrick Industries, Inc. 69.43 10,000 14,000 40.00 841 972 15.58
2017-12-31 13F-HR WWD / Woodward, Inc 76.50 14,000 4,000 -71.43 1,087 306 -71.85
2017-12-31 13F-HR AZO / AutoZone, Inc. 711.50 2,000 2,000 0.00 1,190 1,423 19.58
2017-12-31 13F-HR IDA / IDACORP, Inc. 91.38 9,000 8,000 -11.11 791 731 -7.59
2017-12-31 13F-HR S / Sprint Corporation 5.87 15,000 15,000 0.00 117 88 -24.79
2017-12-31 13F-HR TWX / Time Warner, Inc. 91.47 36,666 36,666 0.00 3,756 3,354 -10.70
2017-12-31 13F-HR COP / ConocoPhillips 54.89 45,000 45,000 0.00 2,252 2,470 9.68
2017-12-31 13F-HR VIAB / Viacom, Inc. 30.80 30,000 30,000 0.00 835 924 10.66
2017-12-31 13F-HR GPS / Gap, Inc. (The) 34.06 50,000 50,000 0.00 1,477 1,703 15.30
2017-12-31 13F-HR XRX / Xerox Corp. 29.18 11,000 11,000 0.00 366 321 -12.30
2017-12-31 13F-HR DIS / The Walt Disney Co. 107.52 50,000 50,000 0.00 4,929 5,376 9.07
2017-12-31 13F-HR EEFT / Euronet Worldwide, Inc. 6,000 0 -100.00 569 0 -100.00
2017-12-31 13F-HR SNAK / Inventure Foods, Inc. 90,000 0 -100.00 422 0 -100.00
2017-12-31 13F-HR AWR / American States Water Co. (Holding Co.) 20,000 0 -100.00 985 0 -100.00
2017-12-31 13F-HR GHL / Greenhill & Co., Inc. 15,000 0 -100.00 249 0 -100.00
2017-12-31 13F-HR NWS / News Corp 16,250 0 -100.00 215 0 -100.00
2017-12-31 13F-HR MTH / Meritage Homes Corp. 20,000 0 -100.00 888 0 -100.00
2017-12-31 13F-HR NKTR / Nektar Therapeutics 20,000 0 -100.00 480 0 -100.00
2017-12-31 13F-HR NTNX / Nutanix, Inc. 30,000 0 -100.00 672 0 -100.00
2017-12-31 13F-HR PN / Patriot National, Inc. 50,000 0 -100.00 68 0 -100.00
2017-12-31 13F-HR OCN / Ocwen Financial Corp. 26,000 0 -100.00 89 0 -100.00
2017-12-31 13F-HR OLLI / Ollie's Bargain Outlet Holdings, Inc. 7,000 0 -100.00 325 0 -100.00
2017-12-31 13F-HR PAYX / Paychex, Inc. 20,000 0 -100.00 1,199 0 -100.00
2017-12-31 13F-HR PMC / PharMerica Corp. 10,000 0 -100.00 293 0 -100.00
2017-12-31 13F-HR PNNT / PennantPark Investment Corp. 46,710 0 -100.00 351 0 -100.00
2017-12-31 13F-HR PLXS / Plexus Corp. 12,000 0 -100.00 673 0 -100.00
2017-12-31 13F-HR SGZA / Selective Insurance Group, Inc. 10,000 0 -100.00 539 0 -100.00
2017-12-31 13F-HR STARWOOD WAYPOINT HOMES / (85572F105) 10,000 0 -100.00 364 0
2017-12-31 13F-HR TRCO / Tribune Media Company 10,000 0 -100.00 409 0 -100.00
2017-12-31 13F-HR SAVE / Spirit Airlines, Inc. 14,000 0 -100.00 468 0 -100.00
2017-12-31 13F-HR TEN / Tenneco, Inc. 5,000 0 -100.00 303 0 -100.00
2017-12-31 13F-HR WSO / Watsco, Inc. 3,000 0 -100.00 483 0 -100.00
2017-12-31 13F-HR HURN / Huron Consulting Group, Inc. 10,000 0 -100.00 343 0 -100.00
2017-12-31 13F-HR PRGS / Progress Software Corp. 15,000 0 -100.00 573 0 -100.00
2017-12-31 13F-HR AF / Astoria Financial Corp. 15,000 0 -100.00 323 0 -100.00
2017-12-31 13F-HR MOH / Molina Healthcare, Inc. 5,000 0 -100.00 344 0 -100.00
2017-12-31 13F-HR ADAP / Adaptimmune Therapeutics plc 16,000 0 -100.00 131 0 -100.00
2017-12-31 13F-HR AMC / AMC Entertainment Holdings, Inc. 10,000 0 -100.00 147 0 -100.00
2017-12-31 13F-HR ALKS / Alkermes plc 10,000 0 -100.00 508 0 -100.00
2017-12-31 13F-HR CCC / Calgon Carbon Corp. 28,000 0 -100.00 599 0 -100.00
2017-12-31 13F-HR BGG / Briggs & Stratton Corp. 15,000 0 -100.00 353 0 -100.00
2017-12-31 13F-HR BRCD / Brocade Communications Systems, Inc. 21,572 0 -100.00 258 0 -100.00
2017-12-31 13F-HR AZZ / AZZ, Inc. 12,000 0 -100.00 584 0 -100.00
2017-12-31 13F-HR CMP / Compass Minerals Group, Inc. 5,000 0 -100.00 325 0 -100.00
2017-12-31 13F-HR FWP / Forward Pharma A/S 10,000 0 -100.00 59 0 -100.00
2017-12-31 13F-HR FGEN / FibroGen, Inc. 4,000 0 -100.00 215 0 -100.00
2017-12-31 13F-HR GLDD / Great Lakes Dredge & Dock Corp. 70,000 0 -100.00 340 0 -100.00
2017-12-31 13F-HR HTGC / Hercules Capital, Inc. 40,000 0 -100.00 516 0 -100.00
2017-12-31 13F-HR GRPN / Groupon, Inc. 110,000 0 -100.00 572 0 -100.00
2017-12-31 13F-HR HHC / Howard Hughes Corp. (The) 6,000 0 -100.00 708 0 -100.00
2017-12-31 13F-HR KFY / Korn/Ferry International 10,000 0 -100.00 394 0 -100.00
2017-12-31 13F-HR IRWD / Ironwood Pharmaceuticals, Inc. 10,000 0 -100.00 158 0 -100.00
2017-12-31 13F-HR MATW / Matthews International Corp. 10,000 0 -100.00 623 0 -100.00
2017-12-31 13F-HR RUSHA / Rush Enterprises, Inc. 20,000 0 -100.00 926 0 -100.00
2017-12-31 13F-HR CSCO / Cisco Systems, Inc. 38.30 150,000 150,000 0.00 5,045 5,745 13.88
2017-12-31 13F-HR BWXT / BWX Technologies, Inc. 60.51 17,500 17,500 0.00 980 1,059 8.06
2017-12-31 13F-HR COST / Costco Wholesale Corp. 186.08 15,000 12,000 -20.00 2,464 2,233 -9.37
2017-12-31 13F-HR FFBCW / First Financial Bancorp 26.36 45,000 45,000 0.00 1,177 1,186 0.76
2017-12-31 13F-HR HLX / Helix Energy Solutions Group, Inc. 7.54 30,000 90,000 200.00 222 679 205.86
2017-12-31 13F-HR CVLT / CommVault Systems, Inc. 52.50 4,000 8,000 100.00 243 420 72.84
2017-12-31 13F-HR MPWR / Monolithic Power Systems, Inc. 112.25 4,000 4,000 0.00 426 449 5.40
2017-12-31 13F-HR QSII / Quality Systems, Inc. 13.60 20,000 20,000 0.00 315 272 -13.65
2017-12-31 13F-HR CCMP / Cabot Microelectronics Corp. 94.11 18,000 9,000 -50.00 1,439 847 -41.14
2017-12-31 13F-HR KMX / CarMax, Inc. 64.13 15,000 15,000 0.00 1,137 962 -15.39
2017-12-31 13F-HR T / AT & T, Inc. 38.89 45,000 45,000 0.00 1,763 1,750 -0.74
2017-12-31 13F-HR ACTG / Acacia Research Corp. 4.06 45,000 50,000 11.11 205 203 -0.98
2017-12-31 13F-HR PH / Parker-Hannifin Corp. 199.60 5,000 5,000 0.00 875 998 14.06
2017-12-31 13F-HR EROS / Eros International Plc Douglas 9.65 60,000 72,000 20.00 858 695 -19.00
2017-12-31 13F-HR JBHT / Hunt (J.B.) Transport Services, Inc. 115.00 13,000 13,000 0.00 1,444 1,495 3.53
2017-12-31 13F-HR CMG / Chipotle Mexican Grill, Inc. 289.05 2,356 2,356 0.00 725 681 -6.07
2017-12-31 13F-HR HA / Hawaiian Holdings, Inc. 39.90 20,000 10,000 -50.00 751 399 -46.87
2017-12-31 13F-HR MSI / Motorola Solutions, Inc. 90.34 13,571 13,571 0.00 1,152 1,226 6.42
2017-12-31 13F-HR HPQ / HP Inc. 21.00 30,000 30,000 0.00 599 630 5.18
2017-12-31 13F-HR TWI / Titan International, Inc. 12.88 80,000 74,000 -7.50 812 953 17.36
2017-12-31 13F-HR SEAS / SeaWorld Entertainment, Inc. 13.57 76,000 76,000 0.00 987 1,031 4.46
2017-12-31 13F-HR GNW / Genworth Financial, Inc. 3.11 200,000 240,000 20.00 770 746 -3.12
2017-12-31 13F-HR CPK / Chesapeake Utilities Corp. 78.55 11,000 11,000 0.00 861 864 0.35
2017-12-31 13F-HR INDB / Independent Bank Corp. 69.90 10,000 10,000 0.00 747 699 -6.43
2017-12-31 13F-HR XENE / Xenon Pharmaceuticals Inc. 2.85 20,000 20,000 0.00 59 57 -3.39
2017-12-31 13F-HR RSG / Republic Services, Inc. 67.60 15,000 15,000 0.00 991 1,014 2.32
2017-12-31 13F-HR VNTR / Venator Materials PLC 22.12 32,000 708
2017-12-31 13F-HR TR / Tootsie Roll Industries, Inc. 36.40 10,000 364
2017-12-31 13F-HR TLGT / Teligent, Inc. New 3.63 120,000 436
2017-12-31 13F-HR SNCR / Synchronoss Technologies, Inc. 8.93 60,000 536
2017-12-31 13F-HR SCMP / Sucampo Pharmaceuticals, Inc. 17.97 30,000 539
2017-12-31 13F-HR SAFM / Sanderson Farms, Inc. 138.80 5,000 694
2017-12-31 13F-HR RRC / Range Resources Corp. 17.05 40,000 682
2017-12-31 13F-HR PDCO / Patterson Companies, Inc. 36.14 14,000 506
2017-12-31 13F-HR OMI / Owens & Minor, Inc. (Holding Company) 18.86 21,000 396
2017-12-31 13F-HR OSIS / OSI Systems, Inc. 64.36 14,000 901
2017-12-31 13F-HR OII / Oceaneering International, Inc. 21.14 44,000 930
2017-12-31 13F-HR NVDA / NVIDIA Corp. 193.67 3,000 581
2017-12-31 13F-HR MSGN / MSG Networks Inc. 20.25 40,000 810
2017-12-31 13F-HR MODN / Model N, Inc. 15.75 20,000 315
2017-12-31 13F-HR MNK / Maillinckrodt plc. 22.57 14,000 316
2017-12-31 13F-HR LFUS / Littelfuse, Inc. 198.00 2,000 396
2017-12-31 13F-HR LVNTA / Liberty Interactive Ventures Corp Series A 54.27 15,000 814
2017-12-31 13F-HR KN / Knowles Corp 14.67 52,500 770
2017-12-31 13F-HR KIN / Kindred Biosciences, Inc. 9.46 50,000 473
2017-12-31 13F-HR BAC / Bank of America Corp. 29.52 95,082 95,082 0.00 2,409 2,807 16.52
2017-12-31 13F-HR CDNS / Cadence Design Systems, Inc. 41.83 38,250 38,250 0.00 1,510 1,600 5.96
2017-12-31 13F-HR HSC / Harsco Corp. 18.66 51,000 65,000 27.45 1,066 1,213 13.79
2017-12-31 13F-HR TGI / Triumph Group, Inc. 27.19 27,000 27,000 0.00 803 734 -8.59
2017-12-31 13F-HR POR / Portland General Electric Co. 45.60 12,000 10,000 -16.67 548 456 -16.79
2017-12-31 13F-HR INCY / Incyte Corp. 94.69 13,000 13,000 0.00 1,518 1,231 -18.91
2017-12-31 13F-HR FIVE / Five Below, Inc. 66.25 5,000 4,000 -20.00 274 265 -3.28
2017-12-31 13F-HR VRNT / Verint Systems, Inc. 41.83 12,981 12,981 0.00 543 543 0.00
2017-12-31 13F-HR COF / Capital One Financial Corp. 99.62 8,733 8,733 0.00 739 870 17.73
2017-12-31 13F-HR AEL / American Equity Investment Life Holding Co. 30.73 40,000 30,000 -25.00 1,163 922 -20.72
2017-12-31 13F-HR MDR / McDermott International, Inc. 6.57 35,000 35,000 0.00 254 230 -9.45
2017-12-31 13F-HR GSVC / GSV Capital Corp. 5.45 80,000 60,000 -25.00 433 327 -24.48
2017-12-31 13F-HR BLL / Ball Corp. 37.83 24,000 24,000 0.00 991 908 -8.38
2017-12-31 13F-HR PDCE / PDC Energy, Inc. 51.56 18,000 18,000 0.00 883 928 5.10
2017-12-31 13F-HR PEG / Public Service Enterprise Group, Inc. 51.50 10,000 10,000 0.00 463 515 11.23
2017-12-31 13F-HR KR / Kroger Co. 27.47 30,000 30,000 0.00 602 824 36.88
2017-12-31 13F-HR SJI / South Jersey Industries, Inc. 31.25 20,000 24,000 20.00 691 750 8.54
2017-12-31 13F-HR RXN / Rexnord Corp. 26.00 20,000 20,000 0.00 508 520 2.36
2017-12-31 13F-HR IR / Ingersoll-Rand plc 89.20 5,000 5,000 0.00 446 446 0.00
2017-12-31 13F-HR CHSP / Chesapeake Lodging Trust 27.10 50,000 40,000 -20.00 1,349 1,084 -19.64
2017-12-31 13F-HR TSRO / TESARO, Inc. 82.88 6,000 8,000 33.33 775 663 -14.45
2017-12-31 13F-HR PRGO / Perrigo Company plc 87.00 3,000 3,000 0.00 254 261 2.76
2017-12-31 13F-HR DE / Deere & Co. 156.50 10,000 10,000 0.00 1,256 1,565 24.60
2017-12-31 13F-HR SWKS / Skyworks Solutions, Inc. 94.97 6,318 6,318 0.00 644 600 -6.83
2017-12-31 13F-HR TKPPY / TechnipFMC 31.30 20,000 20,000 0.00 558 626 12.19
2017-12-31 13F-HR HES / Hess Corp. 47.50 10,000 10,000 0.00 469 475 1.28
2017-12-31 13F-HR KBR / KBR, Inc. 19.83 40,000 36,000 -10.00 715 714 -0.14
2017-12-31 13F-HR SJM / Smucker (J.M.) Co. 124.26 18,405 18,405 0.00 1,931 2,287 18.44
2017-12-31 13F-HR AAL / American Airlines Group Inc. 52.02 7,439 7,439 0.00 353 387 9.63
2017-12-31 13F-HR HON / Honeywell International, Inc. 153.35 20,000 20,000 0.00 2,835 3,067 8.18
2017-12-31 13F-HR R / Ryder System, Inc. 84.25 4,000 4,000 0.00 338 337 -0.30
2017-12-31 13F-HR PSX / Phillips 66 101.16 22,500 22,500 0.00 2,061 2,276 10.43
2017-12-31 13F-HR OAS / Oasis Petroleum Inc. 8.41 70,000 70,000 0.00 638 589 -7.68
2017-12-31 13F-HR VTR / Ventas, Inc. 60.01 3,933 3,933 0.00 256 236 -7.81
2017-12-31 13F-HR THC / Tenet Healthcare Corp. 15.16 85,000 75,000 -11.76 1,397 1,137 -18.61
2017-12-31 13F-HR NTCT / NetScout Systems, Inc. 30.44 19,977 19,977 0.00 646 608 -5.88
2017-12-31 13F-HR HPE / Hewlett Packard Enterprise Company 14.37 30,000 30,000 0.00 441 431 -2.27
2017-12-31 13F-HR PEP / PepsiCo, Inc. 119.91 23,251 23,251 0.00 2,591 2,788 7.60
2017-12-31 13F-HR BMY / Bristol-Myers Squibb Co. 61.26 26,884 26,884 0.00 1,714 1,647 -3.91
2017-12-31 13F-HR SSB / South State Corporation 87.14 16,000 14,000 -12.50 1,441 1,220 -15.34
2017-12-31 13F-HR AKS / AK Steel Holding Corp. 5.66 250,000 260,000 4.00 1,398 1,472 5.29
2017-12-31 13F-HR MCK / McKesson Corp. 156.00 8,000 8,000 0.00 1,229 1,248 1.55
2017-12-31 13F-HR IONS / Ionis Pharmaceuticals, Inc. 50.30 45,000 37,000 -17.78 2,282 1,861 -18.45
2017-12-31 13F-HR BSX / Boston Scientific Corp. 24.80 40,000 40,000 0.00 1,167 992 -15.00
2017-12-31 13F-HR NRG / NRG Energy, Inc. 28.48 15,000 21,000 40.00 384 598 55.73
2017-12-31 13F-HR ACIW / ACI Worldwide, Inc. 22.68 30,000 40,000 33.33 683 907 32.80
2017-12-31 13F-HR SLCA / U.S. Silica Holdings, Inc. 32.55 20,000 20,000 0.00 621 651 4.83
2017-12-31 13F-HR MRK / Merck & Co., Inc. 56.27 93,252 93,252 0.00 5,971 5,247 -12.13
2017-12-31 13F-HR ROG / Rogers Corp. 162.00 5,000 3,000 -40.00 666 486 -27.03
2017-12-31 13F-HR MTX / Minerals Technologies, Inc. 68.83 6,000 6,000 0.00 424 413 -2.59
2017-12-31 13F-HR EBAY / eBay, Inc. 37.76 25,000 25,000 0.00 962 944 -1.87
2017-12-31 13F-HR FLR / Fluor Corp. 51.67 15,000 15,000 0.00 632 775 22.63
2017-12-31 13F-HR FNB / F.N.B. Corp. 13.82 40,000 50,000 25.00 561 691 23.17
2017-12-31 13F-HR GME / GameStop Corp. 17.96 18,000 24,000 33.33 372 431 15.86
2017-12-31 13F-HR SUM / Summit Materials, Inc. 31.46 22,000 20,280 -7.82 705 638 -9.50
2017-12-31 13F-HR COR / Coresite Realty Corp 114.00 4,000 4,000 0.00 448 456 1.79
2017-12-31 13F-HR NBR / Nabors Industries Ltd. 6.85 20,000 20,000 0.00 161 137 -14.91
2017-12-31 13F-HR FSS / Federal Signal Corp. 20.10 10,000 10,000 0.00 213 201 -5.63
2017-12-31 13F-HR GBCI / Glacier Bancorp, Inc. 39.39 18,000 18,000 0.00 680 709 4.26
2017-12-31 13F-HR MO / Altria Group, Inc. 71.40 35,000 35,000 0.00 2,220 2,499 12.57
2017-12-31 13F-HR PYPL / PayPal Holdings, Inc. 73.64 25,000 25,000 0.00 1,601 1,841 14.99
2017-12-31 13F-HR OCLR / Oclaro, Inc 6.74 80,000 80,000 0.00 690 539 -21.88
2017-12-31 13F-HR IDTI / Integrated Device Technology, Inc. 29.70 10,000 10,000 0.00 266 297 11.65
2017-12-31 13F-HR CYH / Community Health Systems, Inc. 4.26 50,000 50,000 0.00 384 213 -44.53
2017-12-31 13F-HR HDP / Hortonworks, Inc. 20.12 40,000 50,000 25.00 678 1,006 48.38
2017-12-31 13F-HR MCD / McDonald's Corp. 172.12 25,093 25,093 0.00 3,932 4,319 9.84
2017-12-31 13F-HR GD / General Dynamics Corp. 203.50 10,000 10,000 0.00 2,056 2,035 -1.02
2017-12-31 13F-HR MET / MetLife, Inc. 50.56 22,766 22,766 0.00 1,183 1,151 -2.70
2017-12-31 13F-HR CRUS / Cirrus Logic, Inc. 51.85 12,000 13,000 8.33 640 674 5.31
2017-12-31 13F-HR CSAL / Communications Sales & Leasing, Inc. 17.78 55,169 65,169 18.13 809 1,159 43.26
2017-12-31 13F-HR DUK / Duke Energy Corp. (Holding Co.) 84.10 14,733 14,733 0.00 1,236 1,239 0.24
2017-12-31 13F-HR CLVS / Clovis Oncology, Inc. 68.00 9,000 9,000 0.00 742 612 -17.52
2017-12-31 13F-HR WTS / Watts Water Technologies, Inc. 76.00 6,000 4,000 -33.33 415 304 -26.75
2017-12-31 13F-HR M / Macy's, Inc. 25.20 10,000 10,000 0.00 218 252 15.60
2017-12-31 13F-HR AVB / AvalonBay Communities, Inc. 178.42 8,407 8,407 0.00 1,500 1,500 0.00
2017-12-31 13F-HR PPG / PPG Industries, Inc. 116.80 9,700 9,700 0.00 1,054 1,133 7.50
2017-12-31 13F-HR SYF / Synchrony Financial 38.59 19,719 19,719 0.00 612 761 24.35
2017-12-31 13F-HR CVGW / Calavo Growers, Inc. 84.44 11,000 9,000 -18.18 805 760 -5.59
2017-12-31 13F-HR WIFI / Boingo Wireless, Inc. 22.50 32,000 34,000 6.25 684 765 11.84
2017-12-31 13F-HR X / United States Steel Corp. 35.25 8,000 8,000 0.00 205 282 37.56
2017-12-31 13F-HR SNPS / Synopsys, Inc. 85.27 10,742 10,742 0.00 865 916 5.90
2017-12-31 13F-HR SWN / Southwestern Energy Co. 5.58 130,000 170,000 30.77 794 949 19.52
2017-12-31 13F-HR SWK / Stanley Black & Decker, Inc. 169.71 16,375 16,375 0.00 2,472 2,779 12.42
2017-12-31 13F-HR GT / Goodyear Tire & Rubber Co. (The) 32.30 10,000 10,000 0.00 333 323 -3.00
2017-12-31 13F-HR WU / Western Union Co. (The) 19.00 40,000 40,000 0.00 768 760 -1.04
2017-12-31 13F-HR FICO / Fair Isaac Corp. 153.20 7,000 5,000 -28.57 984 766 -22.15
2017-12-31 13F-HR EQR / Equity Residential 63.80 15,000 15,000 0.00 989 957 -3.24
2017-12-31 13F-HR ORIT / Oritani Financial Corp. 16.40 50,000 45,000 -10.00 840 738 -12.14
2017-12-31 13F-HR MYE / Myers Industries, Inc. 19.50 35,000 20,000 -42.86 733 390 -46.79
2017-12-31 13F-HR JNPR / Juniper Networks, Inc. 28.53 15,000 15,000 0.00 417 428 2.64
2017-12-31 13F-HR EXC / Exelon Corp. 39.41 10,200 10,200 0.00 384 402 4.69
2017-12-31 13F-HR MSFT / Microsoft Corp. 85.54 170,000 170,000 0.00 12,663 14,542 14.84
2017-12-31 13F-HR COL / Rockwell Collins, Inc. 135.62 8,000 8,000 0.00 1,046 1,085 3.73
2017-12-31 13F-HR ACM / AECOM 37.13 18,879 18,879 0.00 695 701 0.86
2017-12-31 13F-HR PG / Procter & Gamble Co. (The) 91.89 70,000 70,000 0.00 6,369 6,432 0.99
2017-12-31 13F-HR ABT / Abbott Laboratories 57.06 14,354 14,354 0.00 766 819 6.92
2017-12-31 13F-HR PNFP / Pinnacle Financial Partners, Inc. 66.30 10,000 10,000 0.00 670 663 -1.04
2017-12-31 13F-HR QCOM / QUALCOMM Incorporated 64.03 30,000 30,000 0.00 1,555 1,921 23.54
2017-12-31 13F-HR CMCSA / Comcast Corp. 40.05 150,000 150,000 0.00 5,772 6,008 4.09
2017-12-31 13F-HR WGO / Winnebago Industries, Inc. 55.62 16,000 16,000 0.00 716 890 24.30
2017-12-31 13F-HR MTZ / MasTec, Inc. 48.95 25,000 20,000 -20.00 1,160 979 -15.60
2017-12-31 13F-HR ADMP / Adamis Pharmaceuticals Corp. 4.42 12,224 12,224 0.00 64 54 -15.62
2017-12-31 13F-HR PX / Praxair, Inc. 154.67 15,000 15,000 0.00 2,096 2,320 10.69
2017-12-31 13F-HR MCY / Mercury General Corp. 53.40 5,000 5,000 0.00 283 267 -5.65
2017-12-31 13F-HR CVX / Chevron Corp. 125.20 35,000 35,000 0.00 4,113 4,382 6.54
2017-12-31 13F-HR PNC / PNC Financial Services Group, Inc. (The) 144.30 10,000 10,000 0.00 1,348 1,443 7.05
2017-12-31 13F-HR IAC / IAC/InterActiveCorp. 122.32 3,875 3,875 0.00 456 474 3.95
2017-12-31 13F-HR DNKN / Dunkin' Brands Group, Inc. 64.50 20,000 8,000 -60.00 1,062 516 -51.41
2017-12-31 13F-HR MTSI / MACOM Technology Solutions Holdings, Inc. 32.57 20,000 14,000 -30.00 892 456 -48.88
2017-12-31 13F-HR PHM / PulteGroup, Inc. 33.30 10,000 10,000 0.00 273 333 21.98
2017-12-31 13F-HR CTXS / Citrix Systems, Inc. 88.00 20,000 20,000 0.00 1,536 1,760 14.58
2017-12-31 13F-HR EPR / EPR Properties 65.45 15,000 20,000 33.33 1,046 1,309 25.14
2017-12-31 13F-HR MDSO / Medidata Solutions, Inc. 63.43 5,000 7,000 40.00 390 444 13.85
2017-12-31 13F-HR NTAP / NetApp, Inc. 55.40 5,000 5,000 0.00 219 277 26.48
2017-12-31 13F-HR YUM / Yum! Brands, Inc. 81.60 25,000 25,000 0.00 1,840 2,040 10.87
2017-12-31 13F-HR SEIC / SEI Investments Co. 71.85 40,000 40,000 0.00 2,442 2,874 17.69
2017-12-31 13F-HR OTTR / Otter Tail Corp. 44.46 30,000 26,000 -13.33 1,301 1,156 -11.15
2017-12-31 13F-HR CELG / Celgene Corp. 104.40 10,000 10,000 0.00 1,458 1,044 -28.40
2017-12-31 13F-HR MDLZ / Mondelez International, Inc. 42.79 45,987 45,987 0.00 1,870 1,968 5.24
2017-12-31 13F-HR THS / TreeHouse Foods, Inc. 49.50 12,000 10,000 -16.67 813 495 -39.11
2017-12-31 13F-HR NEE / NextEra Energy, Inc. 156.20 10,000 10,000 0.00 1,466 1,562 6.55
2017-12-31 13F-HR EGLT / Egalet Corporation 1.00 340,000 230,000 -32.35 435 230 -47.13
2017-12-31 13F-HR F / Ford Motor Co. 12.48 60,000 60,000 0.00 718 749 4.32
2017-12-31 13F-HR VZ / Verizon Communications, Inc. 52.92 65,000 65,000 0.00 3,217 3,440 6.93
2017-12-31 13F-HR FWRD / Forward Air Corp. 57.45 20,000 20,000 0.00 1,145 1,149 0.35
2017-12-31 13F-HR NCMI / National CineMedia, Inc. 6.85 60,000 40,000 -33.33 419 274 -34.61
2017-12-31 13F-HR ACHN / Achillion Pharmaceuticals, Inc. 2.87 30,000 30,000 0.00 135 86 -36.30
2017-12-31 13F-HR GERN / Geron Corp. 1.80 280,000 280,000 0.00 611 504 -17.51
2017-12-31 13F-HR UTX / United Technologies Corp. 127.56 25,000 25,000 0.00 2,902 3,189 9.89
2017-12-31 13F-HR ATSG / Air Transport Services Group, Inc. 23.10 10,000 10,000 0.00 243 231 -4.94
2017-12-31 13F-HR CB / Chubb Ltd 146.10 9,028 9,028 0.00 1,287 1,319 2.49
2017-12-31 13F-HR ADM / Archer-Daniels-Midland Co. 40.07 15,000 15,000 0.00 638 601 -5.80
2017-12-31 13F-HR YUMC / Yum China Holdings, Inc. 40.04 25,000 25,000 0.00 999 1,001 0.20
2017-12-31 13F-HR ITW / Illinois Tool Works, Inc. 166.85 20,000 20,000 0.00 2,959 3,337 12.77
2017-12-31 13F-HR AMT / American Tower Corp. (REIT) 142.67 30,000 30,000 0.00 4,100 4,280 4.39
2017-12-31 13F-HR MBFI / MB Financial, Inc. 44.50 20,000 20,000 0.00 900 890 -1.11
2017-12-31 13F-HR AET / Aetna, Inc. 180.39 20,012 20,012 0.00 3,182 3,610 13.45
2017-12-31 13F-HR SXT / Sensient Technologies Corp. 73.17 12,000 12,000 0.00 923 878 -4.88
2017-12-31 13F-HR BXP / Boston Properties, Inc. 130.00 4,000 4,000 0.00 492 520 5.69
2017-12-31 13F-HR KMI / Kinder Morgan, Inc. 18.07 17,265 17,265 0.00 331 312 -5.74
2017-12-31 13F-HR MRO / Marathon Oil Corp. 16.95 20,000 20,000 0.00 271 339 25.09
2017-12-31 13F-HR WOW / WideOpenWest, Inc. 10.57 46,000 54,000 17.39 694 571 -17.72
2017-12-31 13F-HR ACHC / Acadia Healthcare Company, Inc. 32.62 10,000 24,000 140.00 478 783 63.81
2017-12-31 13F-HR INTC / Intel Corp. 46.16 110,000 110,000 0.00 4,189 5,078 21.22
2017-12-31 13F-HR BIVV / Bioverativ Inc. 53.91 11,000 593
2017-12-31 13F-HR HII / Huntington Ingalls Industries, Inc. 235.82 3,333 3,333 0.00 755 786 4.11
2017-12-31 13F-HR ZTS / Zoetis Inc. 72.05 26,578 26,578 0.00 1,695 1,915 12.98
2017-12-31 13F-HR JBT / John Bean Technologies Corp. 110.65 2,160 2,160 0.00 218 239 9.63
2017-12-31 13F-HR HAIN / Hain Celestial Group, Inc. (The) 42.41 12,000 27,000 125.00 494 1,145 131.78
2017-12-31 13F-HR SYY / SYSCO Corp. 60.73 30,000 30,000 0.00 1,619 1,822 12.54
2017-12-31 13F-HR WFT / Weatherford International plc 4.15 20,000 20,000 0.00 92 83 -9.78
2017-12-31 13F-HR CHFC / Chemical Financial Corp. 53.48 28,000 25,000 -10.71 1,463 1,337 -8.61
2017-12-31 13F-HR FULT / Fulton Financial Corp. 17.89 36,000 38,000 5.56 675 680 0.74
2017-12-31 13F-HR RIGL / Rigel Pharmaceuticals, Inc. 3.88 290,000 150,000 -48.28 737 582 -21.03
2017-12-31 13F-HR CAG / ConAgra Foods, Inc. 37.68 25,000 25,000 0.00 844 942 11.61
2017-12-31 13F-HR NR / Newpark Resources, Inc. 8.60 100,000 100,000 0.00 1,000 860 -14.00
2017-12-31 13F-HR GOOG / Alphabet Inc. Class C 1,046.35 2,085 3,085 47.96 2,000 3,228 61.40
2017-12-31 13F-HR EMR / Emerson Electric Co. 69.60 5,000 5,000 0.00 314 348 10.83
2017-12-31 13F-HR UMPQ / Umpqua Holdings Corp. 20.80 40,000 40,000 0.00 780 832 6.67
2017-12-31 13F-HR CSII / Cardiovascular Systems, Inc. 23.70 10,000 10,000 0.00 282 237 -15.96
2017-12-31 13F-HR TRV / Travelers Companies, Inc. (The) 135.63 22,443 22,443 0.00 2,750 3,044 10.69
2017-12-31 13F-HR HAYN / Haynes International Inc. 32.09 10,000 11,000 10.00 359 353 -1.67
2017-12-31 13F-HR ALL / Allstate Corp. (The) 104.70 33,810 33,810 0.00 3,107 3,540 13.94
2017-12-31 13F-HR GOOGL / Alphabet Inc. 1,053.37 2,080 2,080 0.00 2,025 2,191 8.20
2017-12-31 13F-HR DRQ / Dril-Quip, Inc. 47.70 10,000 10,000 0.00 442 477 7.92
2017-12-31 13F-HR KIM / Kimco Realty Corporation 18.16 25,000 25,000 0.00 489 454 -7.16
2017-12-31 13F-HR CUB / Cubic Corp. 58.93 16,000 14,000 -12.50 816 825 1.10
2017-12-31 13F-HR RAD / Rite Aid Corp. 1.97 300,000 300,000 0.00 588 591 0.51
2017-12-31 13F-HR VSAT / ViaSat, Inc. 74.83 6,000 449
2017-12-31 13F-HR HYGS / Hydrogenics Corp 11.09 22,000 244
2017-12-31 13F-HR HIL / Hill International, Inc. 5.45 100,000 545
2017-12-31 13F-HR HSKA / Heska Corp. 80.20 10,000 802
2017-12-31 13F-HR HMTV / Hemisphere Media Group, Inc. 11.55 20,000 231
2017-12-31 13F-HR GFF / Griffon Corp. 20.37 30,000 611
2017-12-31 13F-HR FORM / FormFactor, Inc. 15.67 30,000 470
2017-12-31 13F-HR FNGN / Financial Engines, Inc. 30.30 20,000 606
2017-12-31 13F-HR FB / Facebook, Inc. 176.40 5,000 882
2017-12-31 13F-HR ETM / Entercom Communications Corp. 10.80 40,000 432
2017-12-31 13F-HR ERII / Energy Recovery, Inc. 8.76 90,000 788
2017-12-31 13F-HR CCOI / Cogent Communications Holdings, Inc. 45.31 16,000 725
2017-12-31 13F-HR CBI / Chicago Bridge & Iron Co., N.V. 16.15 48,000 775
2017-12-31 13F-HR CTLT / Catalent Inc. 41.11 9,000 370
2017-12-31 13F-HR CWST / Casella Waste Systems, Inc. 23.03 36,000 829
2017-12-31 13F-HR CBM / Cambrex Corp. 48.00 12,000 576
2017-12-31 13F-HR BBBY / Bed Bath & Beyond Inc. 22.00 31,000 682
2017-12-31 13F-HR PETX / Aratana Therapeutics, Inc. 5.26 140,000 736
2017-12-31 13F-HR ALE / ALLETE, Inc. 74.43 7,000 521
2017-12-31 13F-HR HIVE / Aerohive Networks, Inc. 5.83 70,000 408
2017-12-31 13F-HR ADMS / Adamas Pharmaceuticals, Inc. 33.85 6,500 220
2017-12-31 13F-HR ABM / ABM Industries Inc. 37.70 20,000 754