Current Holdings (from 13F, 13D)

InvestorNJ State Employees Deferred Compensation Plan
Portfolio Value$ 503,230,000
Current Positions455
Opened Positions5
Closed Positions38

NJ State Employees Deferred Compensation Plan has disclosed 455 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 503,230,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). NJ State Employees Deferred Compensation Plan's top holdings are Apple, Inc. (NASDAQ:AAPL) , JPMorgan Chase & Co. (NYSE:JPM) , Microsoft Corp. (NASDAQ:MSFT) , Amazon.com, Inc. (NASDAQ:AMZN) , and Johnson & Johnson (NYSE:JNJ) . NJ State Employees Deferred Compensation Plan's new positions include DowDuPont Inc. (NYSE:DWDP) , Baker Hughes, a GE company (NYSE:BHGE) , Impinj, Inc. (NASDAQ:PI) , WageWorks Inc. (NYSE:WAGE) , and Dunkin' Brands Group, Inc. (NASDAQ:DNKN) .


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

This 13F was filed on 2017-10-30. 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)
2017‑09‑30 13F-HR DXC / DXC Technology Company 85.76 2,577 221
2017‑09‑30 13F-HR LCII / LCI Industries 115.88 4,000 8,000 100.00 410 927 126.10
2017‑09‑30 13F-HR RGA / Reinsurance Group of America, Inc. 139.63 2,829 2,829 0.00 363 395 8.82
2017‑09‑30 13F-HR UNIT / Uniti Group Inc. 14.66 25,169 55,169 119.19 633 809 27.80
2017‑09‑30 13F-HR TECHNIPFMC PLC / (G87110105) 27.90 20,000 20,000 0.00 544 558 2.57
2017‑09‑30 13F-HR XRX / Xerox Corp. 33.27 11,000 11,000 0.00 316 366 15.82
2017‑09‑30 13F-HR BHGE / Baker Hughes, a GE company 36.62 40,000 1,465
2017‑09‑30 13F-HR ACTG / Acacia Research Corp. 4.56 45,000 205
2017‑09‑30 13F-HR AMC / AMC Entertainment Holdings, Inc. 14.70 10,000 147
2017‑09‑30 13F-HR AAXN / Axon Enterprise Inc 22.65 20,000 453
2017‑09‑30 13F-HR CLVS / Clovis Oncology, Inc. 82.44 9,000 742
2017‑09‑30 13F-HR CTRL / Control4 Corp 29.47 32,000 943
2017‑09‑30 13F-HR DWDP / DowDuPont Inc. 69.22 72,215 4,999
2017‑09‑30 13F-HR GNW / Genworth Financial, Inc. 3.85 200,000 770
2017‑09‑30 13F-HR HAIN / Hain Celestial Group, Inc. (The) 41.17 12,000 494
2017‑09‑30 13F-HR HHC / Howard Hughes Corp. (The) 118.00 6,000 708
2017‑09‑30 13F-HR KEM / KEMET Corp. 21.12 40,000 845
2017‑09‑30 13F-HR MPWR / Monolithic Power Systems, Inc. 106.50 4,000 426
2017‑09‑30 13F-HR PDCE / PDC Energy, Inc. 49.06 18,000 883
2017‑09‑30 13F-HR RDN / Radian Group, Inc. 18.70 20,000 374
2017‑09‑30 13F-HR SEQUENTIAL BRNDS GROUP INC N / (81734P107) 3.00 50,000 150
2017‑09‑30 13F-HR SJI / South Jersey Industries, Inc. 34.55 20,000 691
2017‑09‑30 13F-HR WAGE / WageWorks Inc. 60.72 18,000 1,093
2017‑09‑30 13F-HR F / Ford Motor Co. 11.97 60,000 60,000 0.00 671 718 7.00
2017‑09‑30 13F-HR WIN / Windstream Holdings, Inc. 77,928 0 -100.00 303 0 -100.00
2017‑09‑30 13F-HR ACHC / Acadia Healthcare Company, Inc. 47.80 10,000 478
2017‑09‑30 13F-HR ACIW / ACI Worldwide, Inc. 22.77 30,000 683
2017‑09‑30 13F-HR ADMP / Adamis Pharmaceuticals Corp. 5.24 12,224 12,224 0.00 64 64 0.00
2017‑09‑30 13F-HR ABT / Abbott Laboratories 53.36 14,354 14,354 0.00 698 766 9.74
2017‑09‑30 13F-HR ACM / AECOM 36.81 18,879 18,879 0.00 610 695 13.93
2017‑09‑30 13F-HR XLRN / Acceleron Pharma Inc. 37.29 7,000 7,000 0.00 213 261 22.54
2017‑09‑30 13F-HR AEGN / Aegion Corp 23.28 40,000 50,000 25.00 875 1,164 33.03
2017‑09‑30 13F-HR GLPI / Gaming and Leisure Properties, Inc. 38,250 0 -100.00 1,441 0 -100.00
2017‑09‑30 13F-HR ABBV / AbbVie Inc. 88.85 40,000 40,000 0.00 2,900 3,554 22.55
2017‑09‑30 13F-HR ADAP / Adaptimmune Therapeutics plc 8.19 16,000 16,000 0.00 71 131 84.51
2017‑09‑30 13F-HR ADTN / ADTRAN, Inc. 24.00 10,000 10,000 0.00 207 240 15.94
2017‑09‑30 13F-HR ALL.PRA / Allstate Corp. (The) 91.90 33,810 33,810 0.00 2,990 3,107 3.91
2017‑09‑30 13F-HR AMT / American Tower Corp. (REIT) 136.67 30,000 30,000 0.00 3,970 4,100 3.27
2017‑09‑30 13F-HR ADM / Archer-Daniels-Midland Co. 42.53 15,000 15,000 0.00 621 638 2.74
2017‑09‑30 13F-HR MO / Altria Group, Inc. 63.43 65,000 35,000 -46.15 4,841 2,220 -54.14
2017‑09‑30 13F-HR AKS / AK Steel Holding Corp. 5.59 10,000 250,000 2,400.00 66 1,398 2,018.18
2017‑09‑30 13F-HR AEL / American Equity Investment Life Holding Co. 29.07 80,000 40,000 -50.00 2,102 1,163 -44.67
2017‑09‑30 13F-HR ALXN / Alexion Pharmaceuticals, Inc. 140.25 12,000 12,000 0.00 1,460 1,683 15.27
2017‑09‑30 13F-HR AXP / American Express Co. 90.46 50,000 50,000 0.00 4,212 4,523 7.38
2017‑09‑30 13F-HR AIG / American International Group, Inc. 61.45 5,500 5,500 0.00 344 338 -1.74
2017‑09‑30 13F-HR APD / Air Products & Chemicals, Inc. 151.20 5,000 5,000 0.00 715 756 5.73
2017‑09‑30 13F-HR ARQL / ArQule, Inc. 1.11 86,202 86,202 0.00 107 96 -10.28
2017‑09‑30 13F-HR AEP / American Electric Power Company, Inc. 70.26 14,760 14,760 0.00 1,025 1,037 1.17
2017‑09‑30 13F-HR AAPL / Apple, Inc. 154.12 157,500 157,500 0.00 22,683 24,274 7.01
2017‑09‑30 13F-HR ARRY / Array BioPharma, Inc. 12.31 60,000 45,000 -25.00 502 554 10.36
2017‑09‑30 13F-HR AMZN / Amazon.com, Inc. 961.38 8,000 8,000 0.00 7,744 7,691 -0.68
2017‑09‑30 13F-HR ALKS / Alkermes plc 50.80 20,000 10,000 -50.00 1,159 508 -56.17
2017‑09‑30 13F-HR AMAT / Applied Materials, Inc. 52.09 55,000 55,000 0.00 2,272 2,865 26.10
2017‑09‑30 13F-HR BW / Babcock & Wilcox Enterprises Inc. 3.33 68,750 229
2017‑09‑30 13F-HR WIFI / Boingo Wireless, Inc. 21.38 32,000 684
2017‑09‑30 13F-HR BDN / Brandywine Realty Trust 17.50 30,000 525
2017‑09‑30 13F-HR BTI / British American Tobacco p.l.c. 62.42 15,780 985
2017‑09‑30 13F-HR CCC / Calgon Carbon Corp. 21.39 28,000 599
2017‑09‑30 13F-HR CPE / Callon Petroleum Co. 11.24 50,000 562
2017‑09‑30 13F-HR CC / Chemours Company (The) 50.60 5,000 253
2017‑09‑30 13F-HR CPK / Chesapeake Utilities Corp. 78.27 11,000 861
2017‑09‑30 13F-HR CIEN / Ciena Corp. 21.97 30,000 659
2017‑09‑30 13F-HR BXP / Boston Properties, Inc. 123.00 4,000 4,000 0.00 492 492 0.00
2017‑09‑30 13F-HR CB / Chubb Ltd 142.56 9,028 9,028 0.00 1,312 1,287 -1.91
2017‑09‑30 13F-HR CELG / Celgene Corp. 145.80 10,000 10,000 0.00 1,299 1,458 12.24
2017‑09‑30 13F-HR CVGW / Calavo Growers, Inc. 73.18 10,000 11,000 10.00 691 805 16.50
2017‑09‑30 13F-HR AVB / AvalonBay Communities, Inc. 178.42 8,407 8,407 0.00 1,616 1,500 -7.18
2017‑09‑30 13F-HR BGG / Briggs & Stratton Corp. 23.53 45,000 15,000 -66.67 1,085 353 -67.47
2017‑09‑30 13F-HR BSX / Boston Scientific Corp. 29.18 40,000 40,000 0.00 1,109 1,167 5.23
2017‑09‑30 13F-HR CHSP / Chesapeake Lodging Trust 26.98 55,000 50,000 -9.09 1,346 1,349 0.22
2017‑09‑30 13F-HR BRCD / Brocade Communications Systems, Inc. 11.96 21,572 21,572 0.00 272 258 -5.15
2017‑09‑30 13F-HR BLL / Ball Corp. 41.29 24,000 24,000 0.00 1,013 991 -2.17
2017‑09‑30 13F-HR CDNS / Cadence Design Systems, Inc. 39.48 38,250 38,250 0.00 1,281 1,510 17.88
2017‑09‑30 13F-HR BAC / Bank of America Corp. 25.34 95,082 95,082 0.00 2,307 2,409 4.42
2017‑09‑30 13F-HR AZZ / AZZ, Inc. 48.67 0 12,000 0 584
2017‑09‑30 13F-HR HRB / Block (H.&R.), Inc. 26.50 18,000 18,000 0.00 556 477 -14.21
2017‑09‑30 13F-HR BK / Bank of New York Mellon Corp. (The) 53.02 80,038 80,038 0.00 4,084 4,244 3.92
2017‑09‑30 13F-HR ASTE / Astec Industries, Inc. 56.00 10,000 20,000 100.00 555 1,120 101.80
2017‑09‑30 13F-HR CAVM / Cavium, Inc. 65.93 20,000 15,000 -25.00 1,243 989 -20.43
2017‑09‑30 13F-HR BDX / Becton Dickinson & Co. 195.99 5,582 5,582 0.00 1,089 1,094 0.46
2017‑09‑30 13F-HR CTL / CenturyLink, Inc. 18.88 20,550 20,550 0.00 491 388 -20.98
2017‑09‑30 13F-HR AVP / Avon Products, Inc. 2.33 95,000 165,000 73.68 361 385 6.65
2017‑09‑30 13F-HR CLDX / Celldex Therapeutics, Inc. 2.86 100,000 80,000 -20.00 247 229 -7.29
2017‑09‑30 13F-HR CHS / Chico's FAS, Inc. 9.00 10,000 10,000 0.00 94 90 -4.26
2017‑09‑30 13F-HR CVCO / Cavco Industries, Inc. 147.67 3,000 3,000 0.00 389 443 13.88
2017‑09‑30 13F-HR CMG / Chipotle Mexican Grill, Inc. 307.72 2,356 2,356 0.00 980 725 -26.02
2017‑09‑30 13F-HR KMX / CarMax, Inc. 75.80 15,000 15,000 0.00 946 1,137 20.19
2017‑09‑30 13F-HR CCMP / Cabot Microelectronics Corp. 79.94 20,000 18,000 -10.00 1,477 1,439 -2.57
2017‑09‑30 13F-HR CMP / Compass Minerals Group, Inc. 65.00 5,000 325
2017‑09‑30 13F-HR CRAY / Cray, Inc. 19.45 20,000 389
2017‑09‑30 13F-HR CW / Curtiss-Wright Corp. 104.50 4,000 418
2017‑09‑30 13F-HR CYBE / CyberOptics Corp. 16.25 36,000 585
2017‑09‑30 13F-HR CAG / ConAgra Foods, Inc. 33.76 25,000 25,000 0.00 894 844 -5.59
2017‑09‑30 13F-HR CTXS / Citrix Systems, Inc. 76.80 20,000 20,000 0.00 1,592 1,536 -3.52
2017‑09‑30 13F-HR CRUS / Cirrus Logic, Inc. 53.33 15,000 12,000 -20.00 941 640 -31.99
2017‑09‑30 13F-HR CYH / Community Health Systems, Inc. 7.68 50,000 50,000 0.00 498 384 -22.89
2017‑09‑30 13F-HR COP / ConocoPhillips 50.04 45,000 45,000 0.00 1,978 2,252 13.85
2017‑09‑30 13F-HR KO / Coca Cola Co. 45.02 65,000 65,000 0.00 2,915 2,926 0.38
2017‑09‑30 13F-HR CVU / CPI Aerostructures, Inc. 9.35 25,000 54,000 116.00 235 505 114.89
2017‑09‑30 13F-HR CVS / CVS Health Corporation 81.33 15,000 15,000 0.00 1,207 1,220 1.08
2017‑09‑30 13F-HR CLNE / Clean Energy Fuels Corp. 2.47 40,000 30,000 -25.00 102 74 -27.45
2017‑09‑30 13F-HR CBU / Community Bank System, Inc. 55.25 10,000 12,000 20.00 558 663 18.82
2017‑09‑30 13F-HR CL / Colgate-Palmolive Co. 72.85 40,000 40,000 0.00 2,965 2,914 -1.72
2017‑09‑30 13F-HR CVLT / CommVault Systems, Inc. 60.75 15,000 4,000 -73.33 847 243 -71.31
2017‑09‑30 13F-HR COST / Costco Wholesale Corp. 164.27 15,000 15,000 0.00 2,399 2,464 2.71
2017‑09‑30 13F-HR DNKN / Dunkin' Brands Group, Inc. 53.10 20,000 1,062
2017‑09‑30 13F-HR SATS / EchoStar Corp. 57.22 9,000 515
2017‑09‑30 13F-HR EGLT / Egalet Corporation 1.28 340,000 435
2017‑09‑30 13F-HR EPAM / EPAM Systems Inc. 88.00 4,000 352
2017‑09‑30 13F-HR ESPR / Esperion Therapeutics, Inc. 50.13 13,125 658
2017‑09‑30 13F-HR ESL / Esterline Technologies Corp. 90.11 9,000 811
2017‑09‑30 13F-HR FICO / Fair Isaac Corp. 140.57 7,000 984
2017‑09‑30 13F-HR FNSR / Finisar Corporation 22.18 28,000 621
2017‑09‑30 13F-HR FTAI / Fortress Transportation and Infrastructure Investors LLC 18.04 25,000 451
2017‑09‑30 13F-HR FULT / Fulton Financial Corp. 18.75 36,000 675
2017‑09‑30 13F-HR EMR / Emerson Electric Co. 62.80 5,000 5,000 0.00 298 314 5.37
2017‑09‑30 13F-HR FWRD / Forward Air Corp. 57.25 20,000 20,000 0.00 1,066 1,145 7.41
2017‑09‑30 13F-HR EPR / EPR Properties 69.73 30,000 15,000 -50.00 2,156 1,046 -51.48
2017‑09‑30 13F-HR EXC / Exelon Corp. 37.65 10,200 10,200 0.00 368 384 4.35
2017‑09‑30 13F-HR FWP / Forward Pharma A/S 5.90 15,000 10,000 -33.33 305 59 -80.66
2017‑09‑30 13F-HR DUK / Duke Energy Corp. (Holding Co.) 83.89 14,733 14,733 0.00 1,232 1,236 0.32
2017‑09‑30 13F-HR FSS / Federal Signal Corp. 21.30 10,000 10,000 0.00 174 213 22.41
2017‑09‑30 13F-HR GME / GameStop Corp. 20.67 30,000 18,000 -40.00 648 372 -42.59
2017‑09‑30 13F-HR FLR / Fluor Corp. 42.13 15,000 15,000 0.00 687 632 -8.01
2017‑09‑30 13F-HR EBAY / eBay, Inc. 38.48 25,000 25,000 0.00 873 962 10.19
2017‑09‑30 13F-HR DSKE / Daseke, Inc. 13.06 50,000 653
2017‑09‑30 13F-HR CTEK / CynergisTek, Inc. 3.65 55,000 201
2017‑09‑30 13F-HR FIVE / Five Below, Inc. 54.80 18,000 5,000 -72.22 889 274 -69.18
2017‑09‑30 13F-HR DIS / The Walt Disney Co. 98.58 50,000 50,000 0.00 5,313 4,929 -7.23
2017‑09‑30 13F-HR FMBI / First Midwest Bancorp, Inc. 23.42 23,000 33,000 43.48 536 773 44.22
2017‑09‑30 13F-HR EVC / Entravision Communications Corp. 5.70 250,000 200,000 -20.00 1,650 1,140 -30.91
2017‑09‑30 13F-HR XOM / Exxon Mobil Corp. 81.99 70,000 70,000 0.00 5,651 5,739 1.56
2017‑09‑30 13F-HR DOV / Dover Corp. 91.40 5,000 5,000 0.00 401 457 13.97
2017‑09‑30 13F-HR ENTG / Entegris, Inc. 28.87 75,000 30,000 -60.00 1,646 866 -47.39
2017‑09‑30 13F-HR DVMT / Dell Technologies Inc. 77.14 5,600 5,600 0.00 342 432 26.32
2017‑09‑30 13F-HR NPO / EnPro Industries, Inc. 80.50 20,000 10,000 -50.00 1,427 805 -43.59
2017‑09‑30 13F-HR DFS / Discover Financial Services 64.47 31,350 31,350 0.00 1,950 2,021 3.64
2017‑09‑30 13F-HR XRAY / DENTSPLY SIRONA Inc. 59.83 6,000 6,000 0.00 389 359 -7.71
2017‑09‑30 13F-HR EFX / Equifax, Inc. 106.00 15,000 15,000 0.00 2,061 1,590 -22.85
2017‑09‑30 13F-HR EXPE / Expedia, Inc. 144.00 3,875 3,875 0.00 577 558 -3.29
2017‑09‑30 13F-HR EMN / Eastman Chemical Company 90.50 8,000 8,000 0.00 672 724 7.74
2017‑09‑30 13F-HR FGEN / FibroGen, Inc. 53.75 14,352 4,000 -72.13 464 215 -53.66
2017‑09‑30 13F-HR FFBCW / First Financial Bancorp 26.16 45,000 45,000 0.00 1,247 1,177 -5.61
2017‑09‑30 13F-HR GLDD / Great Lakes Dredge & Dock Corp. 4.86 70,000 340
2017‑09‑30 13F-HR HBHC / Hancock Holding Co. 48.42 12,000 581
2017‑09‑30 13F-HR HTGC / Hercules Capital, Inc. 12.90 65,000 40,000 -38.46 861 516 -40.07
2017‑09‑30 13F-HR GT / Goodyear Tire & Rubber Co. (The) 33.30 10,000 10,000 0.00 350 333 -4.86
2017‑09‑30 13F-HR GBCI / Glacier Bancorp, Inc. 37.78 15,000 18,000 20.00 549 680 23.86
2017‑09‑30 13F-HR HSC / Harsco Corp. 20.90 45,000 51,000 13.33 725 1,066 47.03
2017‑09‑30 13F-HR GLT / Glatfelter 19.46 50,000 50,000 0.00 977 973 -0.41
2017‑09‑30 13F-HR GEO / Geo Group, Inc. (The) 26.89 15,000 36,000 140.00 444 968 118.02
2017‑09‑30 13F-HR GRPN / Groupon, Inc. 5.20 120,000 110,000 -8.33 461 572 24.08
2017‑09‑30 13F-HR HIG / Hartford Financial Services Group, Inc. (The) 55.40 10,000 10,000 0.00 526 554 5.32
2017‑09‑30 13F-HR HAL / Halliburton Co. (Holding Company) 46.05 15,267 15,267 0.00 652 703 7.82
2017‑09‑30 13F-HR GILD / Gilead Sciences, Inc. 81.03 40,000 40,000 0.00 2,831 3,241 14.48
2017‑09‑30 13F-HR HALO / Halozyme Therapeutics, Inc. 17.38 145,000 50,000 -65.52 1,859 869 -53.25
2017‑09‑30 13F-HR HA / Hawaiian Holdings, Inc. 37.55 10,000 20,000 100.00 470 751 59.79
2017‑09‑30 13F-HR IBKCP / IBERIABANK Corp. 82.17 6,000 493
2017‑09‑30 13F-HR PI / Impinj, Inc. 41.59 27,000 1,123
2017‑09‑30 13F-HR HII / Huntington Ingalls Industries, Inc. 226.52 3,333 3,333 0.00 620 755 21.77
2017‑09‑30 13F-HR ITW / Illinois Tool Works, Inc. 147.95 20,000 20,000 0.00 2,865 2,959 3.28
2017‑09‑30 13F-HR IAC / IAC/InterActiveCorp. 117.68 3,875 3,875 0.00 400 456 14.00
2017‑09‑30 13F-HR HDP / Hortonworks, Inc. 16.95 30,000 40,000 33.33 386 678 75.65
2017‑09‑30 13F-HR HPE / Hewlett Packard Enterprise Company 14.70 30,000 30,000 0.00 498 441 -11.45
2017‑09‑30 13F-HR HON / Honeywell International, Inc. 141.75 20,000 20,000 0.00 2,666 2,835 6.34
2017‑09‑30 13F-HR IR / Ingersoll-Rand plc 89.20 5,000 5,000 0.00 457 446 -2.41
2017‑09‑30 13F-HR INCY / Incyte Corp. 116.77 13,000 13,000 0.00 1,637 1,518 -7.27
2017‑09‑30 13F-HR HOPE / Hope Bancorp, Inc. 17.72 60,000 60,000 0.00 1,119 1,063 -5.00
2017‑09‑30 13F-HR IBM / International Business Machines Corp. 145.10 20,000 20,000 0.00 3,077 2,902 -5.69
2017‑09‑30 13F-HR HMN / Horace Mann Educators Corp. 39.36 45,000 25,000 -44.44 1,701 984 -42.15
2017‑09‑30 13F-HR INFN / Infinera Corp. 8.87 85,000 85,000 0.00 907 754 -16.87
2017‑09‑30 13F-HR HUM / Humana, Inc. 243.60 5,000 5,000 0.00 1,203 1,218 1.25
2017‑09‑30 13F-HR HD / Home Depot, Inc. (The) 163.60 10,000 10,000 0.00 1,534 1,636 6.65
2017‑09‑30 13F-HR IDCC / InterDigital, Inc. 73.83 6,000 6,000 0.00 464 443 -4.53
2017‑09‑30 13F-HR HPQ / HP Inc. 19.97 30,000 30,000 0.00 524 599 14.31
2017‑09‑30 13F-HR JBHT / Hunt (J.B.) Transport Services, Inc. 111.08 13,000 13,000 0.00 1,188 1,444 21.55
2017‑09‑30 13F-HR LPX / Louisiana-Pacific Corp. 27.10 10,000 271
2017‑09‑30 13F-HR LITE / Lumentum Holdings Inc. 54.32 10,475 569
2017‑09‑30 13F-HR MTSI / MACOM Technology Solutions Holdings, Inc. 44.60 20,000 892
2017‑09‑30 13F-HR MDSO / Medidata Solutions, Inc. 78.00 5,000 390
2017‑09‑30 13F-HR MRO / Marathon Oil Corp. 13.55 20,000 20,000 0.00 237 271 14.35
2017‑09‑30 13F-HR KMI / Kinder Morgan, Inc. 19.17 17,265 17,265 0.00 331 331 0.00
2017‑09‑30 13F-HR MTZ / MasTec, Inc. 46.40 12,000 25,000 108.33 542 1,160 114.02
2017‑09‑30 13F-HR JNPR / Juniper Networks, Inc. 27.80 15,000 15,000 0.00 418 417 -0.24
2017‑09‑30 13F-HR M / Macy's, Inc. 21.80 10,000 10,000 0.00 232 218 -6.03
2017‑09‑30 13F-HR IONS / Ionis Pharmaceuticals, Inc. 50.71 50,000 45,000 -10.00 2,543 2,282 -10.26
2017‑09‑30 13F-HR MCK / McKesson Corp. 153.62 8,000 8,000 0.00 1,316 1,229 -6.61
2017‑09‑30 13F-HR KFY / Korn/Ferry International 39.40 50,000 10,000 -80.00 1,727 394 -77.19
2017‑09‑30 13F-HR IRWD / Ironwood Pharmaceuticals, Inc. 15.80 40,000 10,000 -75.00 755 158 -79.07
2017‑09‑30 13F-HR LRCX / Lam Research Corp. 185.02 15,625 15,625 0.00 2,210 2,891 30.81
2017‑09‑30 13F-HR LNN / Lindsay Corp. 92.00 3,000 3,000 0.00 268 276 2.99
2017‑09‑30 13F-HR MAN / ManpowerGroup 117.67 3,000 3,000 0.00 335 353 5.37
2017‑09‑30 13F-HR MATW / Matthews International Corp. 62.30 25,000 10,000 -60.00 1,531 623 -59.31
2017‑09‑30 13F-HR LLY / Eli Lilly & Co. 85.54 35,000 35,000 0.00 2,881 2,994 3.92
2017‑09‑30 13F-HR LOW / Lowe's Companies, Inc. 79.94 50,000 50,000 0.00 3,877 3,997 3.10
2017‑09‑30 13F-HR MMC / Marsh & McLennan Companies, Inc. 83.81 27,000 27,000 0.00 2,105 2,263 7.51
2017‑09‑30 13F-HR LMNR / Limoneira Co. 23.15 15,000 26,000 73.33 354 602 70.06
2017‑09‑30 13F-HR LYV / Live Nation Entertainment, Inc. 43.58 6,035 6,035 0.00 210 263 25.24
2017‑09‑30 13F-HR PDPR / Marathon Group Corp. 56.10 20,000 20,000 0.00 1,047 1,122 7.16
2017‑09‑30 13F-HR KHC / Kraft Heinz Company 77.57 15,329 15,329 0.00 1,313 1,189 -9.44
2017‑09‑30 13F-HR KLIC / Kulicke and Soffa Industries Inc. 21.57 52,000 72,000 38.46 989 1,553 57.03
2017‑09‑30 13F-HR JPM / JPMorgan Chase & Co. 95.51 135,000 135,000 0.00 12,339 12,894 4.50
2017‑09‑30 13F-HR LMB / Limbach Holdings, Inc. 13.25 30,000 36,000 20.00 360 477 32.50
2017‑09‑30 13F-HR KLAC / KLA-Tencor Corp. 106.00 15,000 15,000 0.00 1,373 1,590 15.80
2017‑09‑30 13F-HR KSS / Kohl's Corp. 45.62 13,000 13,000 0.00 503 593 17.89
2017‑09‑30 13F-HR LGF.B / Lions Gate Entertainment Corp. Class B Non-Voting 31.80 20,000 10,000 -50.00 526 318 -39.54
2017‑09‑30 13F-HR LAZ / Lazard Ltd. 45.20 6,000 10,000 66.67 278 452 62.59
2017‑09‑30 13F-HR KMT / Kennametal Inc. 40.35 20,000 20,000 0.00 748 807 7.89
2017‑09‑30 13F-HR KOP / Kopper Holdings, Inc. 46.14 22,000 22,000 0.00 795 1,015 27.67
2017‑09‑30 13F-HR LOGM / LogMein, Inc. 110.01 3,436 3,436 0.00 359 378 5.29
2017‑09‑30 13F-HR MSM / MSC Industrial Direct Co., Inc. 75.58 12,000 907
2017‑09‑30 13F-HR NUAN / Nuance Communications, Inc. 15.72 40,000 629
2017‑09‑30 13F-HR NTNX / Nutanix, Inc. 22.40 30,000 672
2017‑09‑30 13F-HR OCLR / Oclaro, Inc 8.62 80,000 690
2017‑09‑30 13F-HR PN / Patriot National, Inc. 1.36 50,000 68
2017‑09‑30 13F-HR NCMI / National CineMedia, Inc. 6.98 40,000 60,000 50.00 297 419 41.08
2017‑09‑30 13F-HR MDLZ / Mondelez International, Inc. 40.66 45,987 45,987 0.00 1,986 1,870 -5.84
2017‑09‑30 13F-HR OTTR / Otter Tail Corp. 43.37 35,000 30,000 -14.29 1,386 1,301 -6.13
2017‑09‑30 13F-HR MCY / Mercury General Corp. 56.60 5,000 5,000 0.00 270 283 4.81
2017‑09‑30 13F-HR OCN / Ocwen Financial Corp. 3.42 26,000 26,000 0.00 70 89 27.14
2017‑09‑30 13F-HR MSFT / Microsoft Corp. 74.49 170,000 170,000 0.00 11,718 12,663 8.06
2017‑09‑30 13F-HR ORIT / Oritani Financial Corp. 16.80 40,000 50,000 25.00 682 840 23.17
2017‑09‑30 13F-HR MET / MetLife, Inc. 51.96 22,766 22,766 0.00 1,251 1,183 -5.44
2017‑09‑30 13F-HR NBR / Nabors Industries Ltd. 8.05 20,000 20,000 0.00 163 161 -1.23
2017‑09‑30 13F-HR MTX / Minerals Technologies, Inc. 70.67 6,000 6,000 0.00 439 424 -3.42
2017‑09‑30 13F-HR NRG / NRG Energy, Inc. 25.60 22,496 15,000 -33.32 387 384 -0.78
2017‑09‑30 13F-HR NTCT / NetScout Systems, Inc. 32.34 19,977 19,977 0.00 687 646 -5.97
2017‑09‑30 13F-HR PATK / Patrick Industries, Inc. 84.10 6,000 10,000 66.67 437 841 92.45
2017‑09‑30 13F-HR NI / NiSource, Inc. 25.60 10,000 10,000 0.00 254 256 0.79
2017‑09‑30 13F-HR NTRSP / Northern Trust Corp. 91.90 10,000 10,000 0.00 972 919 -5.45
2017‑09‑30 13F-HR NCI / Navigant Consulting Co. 16.93 55,000 55,000 0.00 1,087 931 -14.35
2017‑09‑30 13F-HR MUR / Murphy Oil Corp. 26.56 18,000 18,000 0.00 461 478 3.69
2017‑09‑30 13F-HR NTGR / NETGEAR, Inc. 47.60 20,000 10,000 -50.00 862 476 -44.78
2017‑09‑30 13F-HR MON / Monsanto Co. 119.80 20,000 20,000 0.00 2,367 2,396 1.23
2017‑09‑30 13F-HR NOC / Northrop Grumman Corp. 287.70 10,000 10,000 0.00 2,567 2,877 12.08
2017‑09‑30 13F-HR OA / Orbital ATK, Inc. 133.23 5,209 5,209 0.00 512 694 35.55
2017‑09‑30 13F-HR OLLI / Ollie's Bargain Outlet Holdings, Inc. 46.43 8,000 7,000 -12.50 341 325 -4.69
2017‑09‑30 13F-HR ORCL / Oracle Corp. 48.35 80,000 80,000 0.00 4,011 3,868 -3.57
2017‑09‑30 13F-HR NSC / Norfolk Southern Corp. 132.21 14,500 14,500 0.00 1,765 1,917 8.61
2017‑09‑30 13F-HR MU / Micron Technology, Inc. 39.33 30,000 30,000 0.00 896 1,180 31.70
2017‑09‑30 13F-HR PAYX / Paychex, Inc. 59.95 20,000 20,000 0.00 1,139 1,199 5.27
2017‑09‑30 13F-HR MYL / Mylan N.V. 31.39 14,750 14,750 0.00 573 463 -19.20
2017‑09‑30 13F-HR OXY / Occidental Petroleum Corp. 64.20 15,000 15,000 0.00 898 963 7.24
2017‑09‑30 13F-HR MSI / Motorola Solutions, Inc. 84.89 13,571 13,571 0.00 1,177 1,152 -2.12
2017‑09‑30 13F-HR PH / Parker-Hannifin Corp. 175.00 5,000 5,000 0.00 799 875 9.51
2017‑09‑30 13F-HR PMC / PharMerica Corp. 29.30 10,000 293
2017‑09‑30 13F-HR PLAB / Photronics, Inc. 8.85 60,000 531
2017‑09‑30 13F-HR PLUG / Plug Power, Inc. 2.61 300,000 783
2017‑09‑30 13F-HR POR / Portland General Electric Co. 45.67 12,000 548
2017‑09‑30 13F-HR PRI / Primerica, Inc. 81.60 10,000 816
2017‑09‑30 13F-HR PX / Praxair, Inc. 139.73 15,000 15,000 0.00 1,988 2,096 5.43
2017‑09‑30 13F-HR PNFP / Pinnacle Financial Partners, Inc. 67.00 4,000 10,000 150.00 251 670 166.93
2017‑09‑30 13F-HR PNNT / PennantPark Investment Corp. 7.51 66,710 46,710 -29.98 493 351 -28.80
2017‑09‑30 13F-HR PLXS / Plexus Corp. 56.08 30,000 12,000 -60.00 1,577 673 -57.32
2017‑09‑30 13F-HR PPG / PPG Industries, Inc. 108.66 9,700 9,700 0.00 1,067 1,054 -1.22
2017‑09‑30 13F-HR PYPL / PayPal Holdings, Inc. 64.04 25,000 25,000 0.00 1,342 1,601 19.30
2017‑09‑30 13F-HR PEP / PepsiCo, Inc. 111.44 23,251 23,251 0.00 2,685 2,591 -3.50
2017‑09‑30 13F-HR PRGO / Perrigo Company plc 84.67 3,000 3,000 0.00 227 254 11.89
2017‑09‑30 13F-HR PTC / PTC Inc. 56.28 35,000 25,000 -28.57 1,929 1,407 -27.06
2017‑09‑30 13F-HR PBYI / Puma Biotechnology Inc. 119.78 5,000 9,000 80.00 437 1,078 146.68
2017‑09‑30 13F-HR PLD / Prologis, Inc. 63.51 5,464 5,464 0.00 320 347 8.44
2017‑09‑30 13F-HR PFE / Pfizer, Inc. 35.70 115,956 115,956 0.00 3,895 4,140 6.29
2017‑09‑30 13F-HR PICO / PICO Holdings, Inc. 16.70 30,000 30,000 0.00 525 501 -4.57
2017‑09‑30 13F-HR PM / Philip Morris International, Inc. 111.02 50,000 50,000 0.00 5,873 5,551 -5.48
2017‑09‑30 13F-HR RP / RealPage, Inc. 39.93 14,000 559
2017‑09‑30 13F-HR RAD / Rite Aid Corp. 1.96 300,000 588
2017‑09‑30 13F-HR SGZA / Selective Insurance Group, Inc. 53.90 10,000 539
2017‑09‑30 13F-HR SXT / Sensient Technologies Corp. 76.92 12,000 923
2017‑09‑30 13F-HR SEIC / SEI Investments Co. 61.05 40,000 40,000 0.00 2,151 2,442 13.53
2017‑09‑30 13F-HR RUSHB / Rush Enterprises, Inc. 46.30 35,000 20,000 -42.86 1,301 926 -28.82
2017‑09‑30 13F-HR COL / Rockwell Collins, Inc. 130.75 8,000 8,000 0.00 841 1,046 24.38
2017‑09‑30 13F-HR R / Ryder System, Inc. 84.50 4,000 4,000 0.00 288 338 17.36
2017‑09‑30 13F-HR RXN / Rexnord Corp. 25.40 15,000 20,000 33.33 349 508 45.56
2017‑09‑30 13F-HR SCHW / Schwab Charles Corp 43.76 25,000 25,000 0.00 1,074 1,094 1.86
2017‑09‑30 13F-HR SEMG / Semgroup Corp. 28.75 20,000 20,000 0.00 540 575 6.48
2017‑09‑30 13F-HR SHLM / Schulman (A.), Inc. 34.17 0 6,000 0 205
2017‑09‑30 13F-HR ROK / Rockwell Automation, Inc. 178.20 10,000 10,000 0.00 1,620 1,782 10.00
2017‑09‑30 13F-HR RTN / Raytheon Co. 186.60 20,000 20,000 0.00 3,230 3,732 15.54
2017‑09‑30 13F-HR SEAS / SeaWorld Entertainment, Inc. 12.99 40,000 76,000 90.00 651 987 51.61
2017‑09‑30 13F-HR QSII / Quality Systems, Inc. 15.75 15,000 20,000 33.33 258 315 22.09
2017‑09‑30 13F-HR STARWOOD WAYPOINT HOMES / (85572F105) 36.40 10,000 364
2017‑09‑30 13F-HR SUM / Summit Materials, Inc. 32.05 22,000 705
2017‑09‑30 13F-HR TSRO / TESARO, Inc. 129.17 6,000 775
2017‑09‑30 13F-HR TCBIP / Texas Capital Bancshares, Inc. 85.83 6,000 515
2017‑09‑30 13F-HR TWI / Titan International, Inc. 10.15 80,000 812
2017‑09‑30 13F-HR TRCO / Tribune Media Company 40.90 10,000 409
2017‑09‑30 13F-HR TGI / Triumph Group, Inc. 29.74 27,000 803
2017‑09‑30 13F-HR TRUP / Trupanion, Inc. 26.40 40,000 1,056
2017‑09‑30 13F-HR SLCA / U.S. Silica Holdings, Inc. 31.05 20,000 621
2017‑09‑30 13F-HR UCTT / Ultra Clean Holdings, Inc. 30.62 24,000 735
2017‑09‑30 13F-HR UMPQ / Umpqua Holdings Corp. 19.50 40,000 780
2017‑09‑30 13F-HR SYY / SYSCO Corp. 53.97 30,000 30,000 0.00 1,510 1,619 7.22
2017‑09‑30 13F-HR UTX / United Technologies Corp. 116.08 25,000 25,000 0.00 3,053 2,902 -4.95
2017‑09‑30 13F-HR SWK / Stanley Black & Decker, Inc. 150.96 16,375 16,375 0.00 2,304 2,472 7.29
2017‑09‑30 13F-HR SWN / Southwestern Energy Co. 6.11 50,000 130,000 160.00 304 794 161.18
2017‑09‑30 13F-HR X / United States Steel Corp. 25.62 0 8,000 0 205
2017‑09‑30 13F-HR SYF / Synchrony Financial 31.04 19,719 19,719 0.00 588 612 4.08
2017‑09‑30 13F-HR SAVE / Spirit Airlines, Inc. 33.43 7,000 14,000 100.00 362 468 29.28
2017‑09‑30 13F-HR SSB / South State Corporation 90.06 20,000 16,000 -20.00 1,714 1,441 -15.93
2017‑09‑30 13F-HR SJM / Smucker (J.M.) Co. 104.92 18,405 18,405 0.00 2,178 1,931 -11.34
2017‑09‑30 13F-HR SWKS / Skyworks Solutions, Inc. 101.93 6,318 6,318 0.00 606 644 6.27
2017‑09‑30 13F-HR S / Sprint Corporation 7.80 15,000 15,000 0.00 123 117 -4.88
2017‑09‑30 13F-HR TEN / Tenneco, Inc. 60.60 10,000 5,000 -50.00 578 303 -47.58
2017‑09‑30 13F-HR SO / Southern Co. (The) 49.12 17,000 17,000 0.00 814 835 2.58
2017‑09‑30 13F-HR UNP / Union Pacific Corp. 115.97 34,000 34,000 0.00 3,703 3,943 6.48
2017‑09‑30 13F-HR STBZ / State Bank Financial Corp. 28.64 45,000 45,000 0.00 1,220 1,289 5.66
2017‑09‑30 13F-HR TGT / Target Corp. 59.00 25,000 25,000 0.00 1,307 1,475 12.85
2017‑09‑30 13F-HR TIVO / TiVo Inc. 19.86 34,758 51,758 48.91 648 1,028 58.64
2017‑09‑30 13F-HR SYMC / Symantec Corp. 32.80 30,000 30,000 0.00 848 984 16.04
2017‑09‑30 13F-HR SF / Stifel Financial Corp. 53.44 25,000 18,000 -28.00 1,150 962 -16.35
2017‑09‑30 13F-HR TRST / TrustCo Bank Corp. NY 8.90 170,000 170,000 0.00 1,318 1,513 14.80
2017‑09‑30 13F-HR SFBS / ServisFirst Bancshares, Inc. 38.88 8,000 8,000 0.00 295 311 5.42
2017‑09‑30 13F-HR LUV / Southwest Airlines Co. 56.00 15,000 15,000 0.00 932 840 -9.87
2017‑09‑30 13F-HR TBPH / Theravance Biopharma, Inc. 34.26 49,284 24,142 -51.01 1,964 827 -57.89
2017‑09‑30 13F-HR WGL / WGL Holdings, Inc. 84.17 6,000 505
2017‑09‑30 13F-HR WTFC / Wintrust Financial Corp. 78.30 10,000 783
2017‑09‑30 13F-HR CUB / Cubic Corp. 51.00 15,000 16,000 6.67 695 816 17.41
2017‑09‑30 13F-HR KIM / Kimco Realty Corporation 19.56 25,000 25,000 0.00 459 489 6.54
2017‑09‑30 13F-HR ZTS / Zoetis Inc. 63.77 26,578 26,578 0.00 1,658 1,695 2.23
2017‑09‑30 13F-HR YUMC / Yum China Holdings, Inc. 39.96 25,000 25,000 0.00 986 999 1.32
2017‑09‑30 13F-HR YUM / Yum! Brands, Inc. 73.60 25,000 25,000 0.00 1,844 1,840 -0.22
2017‑09‑30 13F-HR WGO / Winnebago Industries, Inc. 44.75 12,000 16,000 33.33 420 716 70.48
2017‑09‑30 13F-HR WTS / Watts Water Technologies, Inc. 69.17 6,000 6,000 0.00 379 415 9.50
2017‑09‑30 13F-HR WSO / Watsco, Inc. 161.00 10,000 3,000 -70.00 1,542 483 -68.68
2017‑09‑30 13F-HR VTR / Ventas, Inc. 65.09 3,933 3,933 0.00 273 256 -6.23
2017‑09‑30 13F-HR WWD / Woodward, Inc 77.64 20,000 14,000 -30.00 1,352 1,087 -19.60
2017‑09‑30 13F-HR WYN / Wyndham Worldwide Corp. 105.44 17,859 17,859 0.00 1,793 1,883 5.02
2017‑09‑30 13F-HR VVV / Valvoline Inc. 23.47 18,832 18,833 0.01 447 442 -1.12
2017‑09‑30 13F-HR WPX / WPX Energy, Inc. 11.52 16,666 16,666 0.00 161 192 19.25
2017‑09‑30 13F-HR YELP / Yelp, Inc. 43.33 40,000 12,000 -70.00 1,201 520 -56.70
2017‑09‑30 13F-HR VSH / Vishay Intertechnology, Inc. 18.82 15,087 15,087 0.00 250 284 13.60
2017‑09‑30 13F-HR WFC / Wells Fargo & Co. 55.15 100,000 100,000 0.00 5,541 5,515 -0.47
2017‑09‑30 13F-HR VLY / Valley National Bancorp 12.06 50,000 50,000 0.00 591 603 2.03
2017‑09‑30 13F-HR XENE / Xenon Pharmaceuticals Inc. 2.95 20,000 20,000 0.00 63 59 -6.35
2017‑09‑30 13F-HR USB / U.S. Bancorp 53.59 80,000 80,000 0.00 4,154 4,287 3.20
2017‑09‑30 13F-HR DRQ / Dril-Quip, Inc. 44.20 10,000 10,000 0.00 488 442 -9.43
2017‑09‑30 13F-HR GOOGL / Alphabet Inc. Class A 973.56 2,080 2,080 0.00 1,934 2,025 4.71
2017‑09‑30 13F-HR HAYN / Haynes International Inc. 35.90 10,000 10,000 0.00 363 359 -1.10
2017‑09‑30 13F-HR TRV / Travelers Companies, Inc. (The) 122.53 22,443 22,443 0.00 2,840 2,750 -3.17
2017‑09‑30 13F-HR CSII / Cardiovascular Systems, Inc. 28.20 15,000 10,000 -33.33 483 282 -41.61
2017‑09‑30 13F-HR GOOG / Alphabet Inc. Class C 959.23 2,085 2,085 0.00 1,895 2,000 5.54
2017‑09‑30 13F-HR NR / Newpark Resources, Inc. 10.00 100,000 100,000 0.00 735 1,000 36.05
2017‑09‑30 13F-HR RIGL / Rigel Pharmaceuticals, Inc. 2.54 355,000 290,000 -18.31 969 737 -23.94
2017‑09‑30 13F-HR HURN / Huron Consulting Group, Inc. 34.30 15,000 10,000 -33.33 648 343 -47.07
2017‑09‑30 13F-HR CHFC / Chemical Financial Corp. 52.25 30,000 28,000 -6.67 1,452 1,463 0.76
2017‑09‑30 13F-HR WOW / WideOpenWest, Inc. 15.09 46,000 694
2017‑09‑30 13F-HR WFT / Weatherford International plc 4.60 20,000 20,000 0.00 77 92 19.48
2017‑09‑30 13F-HR JBT / John Bean Technologies Corp. 100.93 2,160 2,160 0.00 212 218 2.83
2017‑09‑30 13F-HR INTC / Intel Corp. 38.08 110,000 110,000 0.00 3,711 4,189 12.88
2017‑09‑30 13F-HR AET / Aetna, Inc. 159.00 20,012 20,012 0.00 3,038 3,182 4.74
2017‑09‑30 13F-HR MBFI / MB Financial, Inc. 45.00 15,000 20,000 33.33 661 900 36.16
2017‑09‑30 13F-HR ATSG / Air Transport Services Group, Inc. 24.30 10,000 10,000 0.00 218 243 11.47
2017‑09‑30 13F-HR GERN / Geron Corp. 2.18 300,000 280,000 -6.67 831 611 -26.47
2017‑09‑30 13F-HR ACHN / Achillion Pharmaceuticals, Inc. 4.50 40,000 30,000 -25.00 184 135 -26.63
2017‑09‑30 13F-HR VZ / Verizon Communications, Inc. 49.49 65,000 65,000 0.00 2,903 3,217 10.82
2017‑09‑30 13F-HR NEE / NextEra Energy, Inc. 146.60 10,000 10,000 0.00 1,401 1,466 4.64
2017‑09‑30 13F-HR THS / TreeHouse Foods, Inc. 67.75 9,000 12,000 33.33 735 813 10.61
2017‑09‑30 13F-HR NTAP / NetApp, Inc. 43.80 5,000 5,000 0.00 200 219 9.50
2017‑09‑30 13F-HR PHM / PulteGroup, Inc. 27.30 10,000 10,000 0.00 245 273 11.43
2017‑09‑30 13F-HR PNC / PNC Financial Services Group, Inc. (The) 134.80 10,000 10,000 0.00 1,249 1,348 7.93
2017‑09‑30 13F-HR CVX / Chevron Corp. 117.51 35,000 35,000 0.00 3,652 4,113 12.62
2017‑09‑30 13F-HR CMCSA / Comcast Corp. 38.48 150,000 150,000 0.00 5,838 5,772 -1.13
2017‑09‑30 13F-HR QCOM / QUALCOMM Incorporated 51.83 30,000 30,000 0.00 1,657 1,555 -6.16
2017‑09‑30 13F-HR PG / Procter & Gamble Co. (The) 90.99 70,000 70,000 0.00 6,101 6,369 4.39
2017‑09‑30 13F-HR MYE / Myers Industries, Inc. 20.94 35,000 35,000 0.00 628 733 16.72
2017‑09‑30 13F-HR EQR / Equity Residential 65.93 15,000 15,000 0.00 987 989 0.20
2017‑09‑30 13F-HR WU / Western Union Co. (The) 19.20 40,000 40,000 0.00 762 768 0.79
2017‑09‑30 13F-HR SNPS / Synopsys, Inc. 80.53 10,742 10,742 0.00 783 865 10.47
2017‑09‑30 13F-HR PRGS / Progress Software Corp. 38.20 35,000 15,000 -57.14 1,081 573 -46.99
2017‑09‑30 13F-HR AF / Astoria Financial Corp. 21.53 15,000 15,000 0.00 302 323 6.95
2017‑09‑30 13F-HR USCR / U.S. Concrete, Inc. 76.33 7,000 12,000 71.43 550 916 66.55
2017‑09‑30 13F-HR GD / General Dynamics Corp. 205.60 10,000 10,000 0.00 1,981 2,056 3.79
2017‑09‑30 13F-HR MCD / McDonald's Corp. 156.70 25,093 25,093 0.00 3,843 3,932 2.32
2017‑09‑30 13F-HR MOH / Molina Healthcare, Inc. 68.80 5,000 5,000 0.00 346 344 -0.58
2017‑09‑30 13F-HR IDTI / Integrated Device Technology, Inc. 26.60 25,000 10,000 -60.00 645 266 -58.76
2017‑09‑30 13F-HR COR / Coresite Realty Corp 112.00 5,000 4,000 -20.00 518 448 -13.51
2017‑09‑30 13F-HR FNB / F.N.B. Corp. 14.03 37,000 40,000 8.11 524 561 7.06
2017‑09‑30 13F-HR ROG / Rogers Corp. 133.20 15,000 5,000 -66.67 1,629 666 -59.12
2017‑09‑30 13F-HR MRK / Merck & Co., Inc. 64.03 93,252 93,252 0.00 5,977 5,971 -0.10
2017‑09‑30 13F-HR BMYMP / Bristol-Myers Squibb Co. 63.76 26,884 26,884 0.00 1,498 1,714 14.42
2017‑09‑30 13F-HR THC / Tenet Healthcare Corp. 16.44 85,000 85,000 0.00 1,644 1,397 -15.02
2017‑09‑30 13F-HR OAS / Oasis Petroleum Inc. 9.11 20,000 70,000 250.00 161 638 296.27
2017‑09‑30 13F-HR PSX / Phillips 66 91.60 22,500 22,500 0.00 1,861 2,061 10.75
2017‑09‑30 13F-HR AAL / American Airlines Group Inc. 47.45 7,439 7,439 0.00 374 353 -5.61
2017‑09‑30 13F-HR KBR / KBR, Inc. 17.88 30,000 40,000 33.33 457 715 56.46
2017‑09‑30 13F-HR HES / Hess Corp. 46.90 10,000 10,000 0.00 439 469 6.83
2017‑09‑30 13F-HR DE / Deere & Co. 125.60 10,000 10,000 0.00 1,236 1,256 1.62
2017‑09‑30 13F-HR KR / Kroger Co. 20.07 30,000 30,000 0.00 700 602 -14.00
2017‑09‑30 13F-HR PEG / Public Service Enterprise Group, Inc. 46.30 10,000 10,000 0.00 430 463 7.67
2017‑09‑30 13F-HR GSVC / GSV Capital Corp. 5.41 65,000 80,000 23.08 282 433 53.55
2017‑09‑30 13F-HR MDR / McDermott International, Inc. 7.26 35,000 35,000 0.00 251 254 1.20
2017‑09‑30 13F-HR COF / Capital One Financial Corp. 84.62 8,733 8,733 0.00 722 739 2.35
2017‑09‑30 13F-HR VRNT / Verint Systems, Inc. 41.83 12,981 12,981 0.00 528 543 2.84
2017‑09‑30 13F-HR GPS / Gap, Inc. (The) 29.54 50,000 50,000 0.00 1,100 1,477 34.27
2017‑09‑30 13F-HR VIA / Viacom, Inc. 27.83 30,000 30,000 0.00 1,007 835 -17.08
2017‑09‑30 13F-HR TWX / Time Warner, Inc. 102.44 36,666 36,666 0.00 3,682 3,756 2.01
2017‑09‑30 13F-HR IDA / IDACORP, Inc. 87.89 6,000 9,000 50.00 512 791 54.49
2017‑09‑30 13F-HR AZO / AutoZone, Inc. 595.00 2,000 2,000 0.00 1,141 1,190 4.29
2017‑09‑30 13F-HR STL / Sterling Bancorp 24.65 25,000 34,000 36.00 581 838 44.23
2017‑09‑30 13F-HR AMD / Advanced Micro Devices, Inc. 12.76 17,000 17,000 0.00 212 217 2.36
2017‑09‑30 13F-HR GS / Goldman Sachs Group, Inc. (The) 237.20 15,000 15,000 0.00 3,329 3,558 6.88
2017‑09‑30 13F-HR SNH / Senior Housing Properties Trust 19.55 70,000 20,000 -71.43 1,431 391 -72.68
2017‑09‑30 13F-HR CWCO / Consolidated Water Co. Ltd. 12.80 40,000 90,000 125.00 496 1,152 132.26
2017‑09‑30 13F-HR XEL / Xcel Energy, Inc. 47.34 16,243 16,243 0.00 745 769 3.22
2017‑09‑30 13F-HR ASH / Ashland Global Holdings, Inc. 65.45 6,860 6,860 0.00 452 449 -0.66
2017‑09‑30 13F-HR MDT / Medtronic plc 77.75 20,000 20,000 0.00 1,775 1,555 -12.39
2017‑09‑30 13F-HR EEFT / Euronet Worldwide, Inc. 94.83 20,000 6,000 -70.00 1,747 569 -67.43
2017‑09‑30 13F-HR TRN / Trinity Industries, Inc. 31.90 30,000 30,000 0.00 841 957 13.79
2017‑09‑30 13F-HR DVN / Devon Energy Corp. 36.71 17,000 17,000 0.00 543 624 14.92
2017‑09‑30 13F-HR CLDT / Chatham Lodging Trust 21.32 40,000 40,000 0.00 804 853 6.09
2017‑09‑30 13F-HR KAMN / Kaman Corp. 55.78 25,000 9,000 -64.00 1,247 502 -59.74
2017‑09‑30 13F-HR TIS / Orchids Paper Products Company 14.08 30,000 52,000 73.33 389 732 88.17
2017‑09‑30 13F-HR SNAK / Inventure Foods, Inc. 4.69 50,000 90,000 80.00 216 422 95.37
2017‑09‑30 13F-HR PRU / Prudential Financial, Inc. 106.32 25,000 25,000 0.00 2,704 2,658 -1.70
2017‑09‑30 13F-HR LGND / Ligand Pharmaceuticals Incorporated 136.25 6,666 4,000 -39.99 809 545 -32.63
2017‑09‑30 13F-HR TMO / Thermo Fisher Scientific, Inc. 189.20 5,000 5,000 0.00 872 946 8.49
2017‑09‑30 13F-HR AVY / Avery Dennison Corp. 98.30 10,000 10,000 0.00 884 983 11.20
2017‑09‑30 13F-HR HL.PRB / Hecla Mining Co. 5.02 110,000 160,000 45.45 561 803 43.14
2017‑09‑30 13F-HR KSU / Kansas City Southern 108.67 3,000 3,000 0.00 314 326 3.82
2017‑09‑30 13F-HR AWR / American States Water Co. (Holding Co.) 49.25 30,000 20,000 -33.33 1,422 985 -30.73
2017‑09‑30 13F-HR GE / General Electric Co. 24.18 41,228 41,228 0.00 1,114 997 -10.50
2017‑09‑30 13F-HR MUSA / Murphy USA Inc. 69.11 4,500 4,500 0.00 333 311 -6.61
2017‑09‑30 13F-HR KEYS / Keysight Technologies Inc. 41.67 11,542 11,542 0.00 449 481 7.13
2017‑09‑30 13F-HR INVA / Innoviva, Inc. 14.12 102,000 92,000 -9.80 1,306 1,299 -0.54
2017‑09‑30 13F-HR FARO / FARO Technologies, Inc. 38.25 15,000 20,000 33.33 567 765 34.92
2017‑09‑30 13F-HR AFL / AFLAC, Inc. 81.40 15,000 15,000 0.00 1,165 1,221 4.81
2017‑09‑30 13F-HR WMT / Wal-Mart Stores, Inc. 78.15 40,000 40,000 0.00 3,027 3,126 3.27
2017‑09‑30 13F-HR CORE / Core Mark Holdings Company, Inc. 32.14 50,000 37,000 -26.00 1,653 1,189 -28.07
2017‑09‑30 13F-HR SLB / Schlumberger Ltd. 69.76 21,286 21,286 0.00 1,401 1,485 6.00
2017‑09‑30 13F-HR JNJ / Johnson & Johnson 130.02 50,000 50,000 0.00 6,615 6,501 -1.72
2017‑09‑30 13F-HR APC / Anadarko Petroleum Corp. 48.85 20,000 20,000 0.00 907 977 7.72
2017‑09‑30 13F-HR OMED / OncoMed Pharmaceuticals, Inc. 4.53 48,000 38,000 -20.83 160 172 7.50
2017‑09‑30 13F-HR UNM / Unum Group 51.14 28,000 28,000 0.00 1,306 1,432 9.65
2017‑09‑30 13F-HR LW / Lamb Weston Holdings, Inc. 46.92 8,333 8,333 0.00 367 391 6.54
2017‑09‑30 13F-HR MCHP / Microchip Technology Inc. 89.80 25,000 25,000 0.00 1,930 2,245 16.32
2017‑09‑30 13F-HR CAH / Cardinal Health, Inc. 66.93 15,000 15,000 0.00 1,169 1,004 -14.11
2017‑09‑30 13F-HR GHL / Greenhill & Co., Inc. 16.60 15,000 15,000 0.00 302 249 -17.55
2017‑09‑30 13F-HR NWS / News Corp 13.23 16,250 16,250 0.00 223 215 -3.59
2017‑09‑30 13F-HR MTH / Meritage Homes Corp. 44.40 15,000 20,000 33.33 633 888 40.28
2017‑09‑30 13F-HR LM / Legg Mason, Inc. 39.33 9,000 9,000 0.00 343 354 3.21
2017‑09‑30 13F-HR NKTR / Nektar Therapeutics 24.00 30,000 20,000 -33.33 587 480 -18.23
2017‑09‑30 13F-HR AAWW / Atlas Air Worldwide Holdings, Inc. 65.79 17,000 14,000 -17.65 887 921 3.83
2017‑09‑30 13F-HR C / Citigroup, Inc. 72.75 8,000 8,000 0.00 535 582 8.79
2017‑09‑30 13F-HR AZPN / Aspen Technology, Inc. 62.80 25,000 10,000 -60.00 1,382 628 -54.56
2017‑09‑30 13F-HR FOXA / Twenty-First Century Fox, Inc. 26.38 65,000 65,000 0.00 1,842 1,715 -6.89
2017‑09‑30 13F-HR ATVI / Activision Blizzard, Inc. 64.52 58,000 58,000 0.00 3,339 3,742 12.07
2017‑09‑30 13F-HR WMB / Williams Companies, Inc. (The) 30.00 35,000 35,000 0.00 1,060 1,050 -0.94
2017‑09‑30 13F-HR ABC / AmerisourceBergen Corp. 82.67 4,996 4,996 0.00 472 413 -12.50
2017‑09‑30 13F-HR SKY / Skyline Corp. 12.08 50,000 24,000 -52.00 301 290 -3.65
2017‑09‑30 13F-HR TROW / Price (T.) Rowe Group, Inc. 90.65 26,000 26,000 0.00 1,929 2,357 22.19
2017‑09‑30 13F-HR RSG / Republic Services, Inc. 66.07 15,000 15,000 0.00 956 991 3.66
2017‑09‑30 13F-HR INDB / Independent Bank Corp. 74.70 20,000 10,000 -50.00 1,333 747 -43.96
2017‑09‑30 13F-HR EROS / Eros International Plc Douglas 14.30 80,000 60,000 -25.00 916 858 -6.33
2017‑09‑30 13F-HR T / AT & T, Inc. 39.18 45,000 45,000 0.00 1,698 1,763 3.83
2017‑09‑30 13F-HR HLX / Helix Energy Solutions Group, Inc. 7.40 30,000 30,000 0.00 169 222 31.36
2017‑09‑30 13F-HR BWXT / BWX Technologies, Inc. 56.00 17,500 17,500 0.00 853 980 14.89
2017‑09‑30 13F-HR CSCO / Cisco Systems, Inc. 33.63 150,000 150,000 0.00 4,695 5,045 7.45
2017‑09‑30 13F-HR FINL / Finish Line, Inc. (THE) 30,000 0 -100.00 425 0 -100.00
2017‑09‑30 13F-HR SCSC / ScanSource, Inc. 25,000 0 -100.00 1,008 0 -100.00
2017‑09‑30 13F-HR CM / Canadian Imperial Bank of Commerce, (Toronto, ON) 14,616 0 -100.00 1,186 0 -100.00
2017‑09‑30 13F-HR OXM / Oxford Industries, Inc. 20,000 0 -100.00 1,250 0 -100.00
2017‑09‑30 13F-HR FTR / Frontier Communications Corp. 15,602 0 -100.00 18 0 -100.00
2017‑09‑30 13F-HR GTLS / Chart Industries, Inc. 10,000 0 -100.00 347 0 -100.00
2017‑09‑30 13F-HR CAR / Avis Budget Group, Inc. 55,000 0 -100.00 1,500 0 -100.00
2017‑09‑30 13F-HR KNL / Knoll, Inc. 55,000 0 -100.00 1,103 0 -100.00
2017‑09‑30 13F-HR BHI / Baker Hughes Inc. 40,000 0 -100.00 2,180 0 -100.00
2017‑09‑30 13F-HR WEX / WEX Inc. 10,000 0 -100.00 1,043 0 -100.00
2017‑09‑30 13F-HR DOW / Dow Chemical Co. (The) 40,165 0 -100.00 2,533 0 -100.00
2017‑09‑30 13F-HR PINNACLE ENTMT INC NEW / (72348Y105) 45,000 0 -100.00 889 0 -100.00
2017‑09‑30 13F-HR IRBT / iRobot Corp. 7,000 0 -100.00 589 0 -100.00
2017‑09‑30 13F-HR DAN / Dana Holding Corp. 45,000 0 -100.00 1,005 0 -100.00
2017‑09‑30 13F-HR CATM / Cardtronics, Inc. 20,000 0 -100.00 657 0 -100.00
2017‑09‑30 13F-HR QHC / Quorum Health Corporation 12,500 0 -100.00 52 0 -100.00
2017‑09‑30 13F-HR W / Wayfair, Inc. 11,000 0 -100.00 846 0 -100.00
2017‑09‑30 13F-HR CMPR / Cimpress N.V. 15,000 0 -100.00 1,418 0 -100.00
2017‑09‑30 13F-HR ENB / Enbridge Inc. 21,746 0 -100.00 866 0 -100.00
2017‑09‑30 13F-HR DD / Du Pont (E.I.) De Nemours & Co., Inc. 25,000 0 -100.00 2,018 0 -100.00
2017‑09‑30 13F-HR SPLS / Staples, Inc. 30,348 0 -100.00 306 0 -100.00
2017‑09‑30 13F-HR IPG / Interpublic Group of Companies, Inc. (The) 9,000 0 -100.00 221 0 -100.00
2017‑09‑30 13F-HR MPAA / Motorcar Parts of America, Inc. 8,000 0 -100.00 226 0 -100.00
2017‑09‑30 13F-HR HUBG / Hub Group, Inc. 20,000 0 -100.00 767 0 -100.00
2017‑09‑30 13F-HR BC / Brunswick Corp. 30,000 0 -100.00 1,882 0 -100.00
2017‑09‑30 13F-HR RAI / Reynolds American, Inc. (Holding Co.) 30,000 0 -100.00 1,951 0 -100.00
2017‑09‑30 13F-HR EGOV / NIC, Inc. 45,000 0 -100.00 853 0 -100.00
2017‑09‑30 13F-HR CROX / Crocs, Inc. 30,000 0 -100.00 231 0 -100.00
2017‑09‑30 13F-HR WST / West Pharmaceutical Services, Inc. 10,000 0 -100.00 945 0 -100.00
2017‑09‑30 13F-HR PIR / Pier 1 Imports, Inc. 25,000 0 -100.00 130 0 -100.00
2017‑09‑30 13F-HR GCO / Genesco Inc. 10,000 0 -100.00 339 0 -100.00
2017‑09‑30 13F-HR NDRM / NeuroDerm Ltd. 10,000 0 -100.00 299 0 -100.00
2017‑09‑30 13F-HR ENLC / Enlink Midstream, LLC 40,000 0 -100.00 704 0 -100.00
2017‑09‑30 13F-HR DAR / Darling Ingredients Inc. 35,000 0 -100.00 551 0 -100.00
2017‑09‑30 13F-HR CNSL / Consolidated Communications Holdings, Inc. 35,000 0 -100.00 751 0 -100.00
2017‑09‑30 13F-HR FTD / FTD Companies, Inc. 15,000 0 -100.00 300 0 -100.00