The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ABBOTT LABS COM 002824100 423 10,000 SH   SOLE 10,000 0 0
ABBVIE INC COM 00287Y109 2,523 40,000 SH   SOLE 40,000 0 0
ACCELERON PHARMA INC COM 00434H108 254 7,000 SH   SOLE 7,000 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 324 40,000 SH   SOLE 40,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,544 80,000 SH   SOLE 80,000 0 0
ADAMIS PHARMACEUTICALS CORP COM NEW 00547W208 42 12,224 SH   SOLE 12,224 0 0
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 112 16,000 SH   SOLE 16,000 0 0
ADTRAN INC COM 00738A106 191 10,000 SH   SOLE 10,000 0 0
ADURO BIOTECH INC COM 00739L101 663 53,300 SH   SOLE 53,300 0 0
ADVANCED MICRO DEVICES INC COM 007903107 117 17,000 SH   SOLE 17,000 0 0
AECOM COM 00766T100 561 18,879 SH   SOLE 18,879 0 0
AEGION CORP COM 00770F104 763 40,000 SH   SOLE 40,000 0 0
AETNA INC NEW COM 00817Y108 2,310 20,012 SH   SOLE 20,012 0 0
AFLAC INC COM 001055102 1,078 15,000 SH   SOLE 15,000 0 0
AIR PRODS & CHEMS INC COM 009158106 752 5,000 SH   SOLE 5,000 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 144 10,000 SH   SOLE 10,000 0 0
AK STL HLDG CORP COM 001547108 48 10,000 SH   SOLE 10,000 0 0
ALCOA INC COM 013817101 152 15,000 SH   SOLE 15,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 858 7,000 SH   SOLE 7,000 0 0
ALKERMES PLC SHS G01767105 2,822 60,000 SH   SOLE 60,000 0 0
ALLSTATE CORP COM 020002101 2,339 33,810 SH   SOLE 33,810 0 0
ALPHABET INC CAP STK CL C 02079K107 1,621 2,085 SH   SOLE 2,085 0 0
ALPHABET INC CAP STK CL A 02079K305 1,672 2,080 SH   SOLE 2,080 0 0
ALTRIA GROUP INC COM 02209S103 4,110 65,000 SH   SOLE 65,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 245 10,000 SH   SOLE 10,000 0 0
AMAZON COM INC COM 023135106 6,698 8,000 SH   SOLE 8,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 272 7,439 SH   SOLE 7,439 0 0
AMERICAN ELEC PWR INC COM 025537101 948 14,760 SH   SOLE 14,760 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,418 80,000 SH   SOLE 80,000 0 0
AMERICAN EXPRESS CO COM 025816109 3,202 50,000 SH   SOLE 50,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 326 5,500 SH   SOLE 5,500 0 0
AMERICAN STS WTR CO COM 029899101 2,403 60,000 SH   SOLE 60,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 3,400 30,000 SH   SOLE 30,000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 404 4,996 SH   SOLE 4,996 0 0
AMICUS THERAPEUTICS INC COM 03152W109 111 15,000 SH   SOLE 15,000 0 0
ANADARKO PETE CORP COM 032511107 1,267 20,000 SH   SOLE 20,000 0 0
APPLE INC COM 037833100 20,971 185,500 SH   SOLE 185,500 0 0
APPLIED MATLS INC COM 038222105 2,111 70,000 SH   SOLE 70,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 633 15,000 SH   SOLE 15,000 0 0
ARQULE INC COM 04269E107 340 190,000 SH   SOLE 190,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 405 60,000 SH   SOLE 60,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 795 6,860 SH   SOLE 6,860 0 0
ASPEN TECHNOLOGY INC COM 045327103 1,170 25,000 SH   SOLE 25,000 0 0
ASTORIA FINL CORP COM 046265104 219 15,000 SH   SOLE 15,000 0 0
AT&T INC COM 00206R102 1,827 45,000 SH   SOLE 45,000 0 0
AUTOZONE INC COM 053332102 1,537 2,000 SH   SOLE 2,000 0 0
AVALONBAY CMNTYS INC COM 053484101 1,495 8,407 SH   SOLE 8,407 0 0
AVERY DENNISON CORP COM 053611109 778 10,000 SH   SOLE 10,000 0 0
AVIS BUDGET GROUP COM 053774105 855 25,000 SH   SOLE 25,000 0 0
AVON PRODS INC COM 054303102 85 15,000 SH   SOLE 15,000 0 0
AXOVANT SCIENCES LTD COM G0750W104 294 21,000 SH   SOLE 21,000 0 0
AZZ INC COM 002474104 1,305 20,000 SH   SOLE 20,000 0 0
BAKER HUGHES INC COM 057224107 2,019 40,000 SH   SOLE 40,000 0 0
BALL CORP COM 058498106 983 12,000 SH   SOLE 12,000 0 0
BANK AMER CORP COM 060505104 1,488 95,082 SH   SOLE 95,082 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,192 80,038 SH   SOLE 80,038 0 0
BECTON DICKINSON & CO COM 075887109 1,003 5,582 SH   SOLE 5,582 0 0
BLOCK H & R INC COM 093671105 417 18,000 SH   SOLE 18,000 0 0
BOSTON PROPERTIES INC COM 101121101 545 4,000 SH   SOLE 4,000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 952 40,000 SH   SOLE 40,000 0 0
BRIGGS & STRATTON CORP COM 109043109 839 45,000 SH   SOLE 45,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,450 26,884 SH   SOLE 26,884 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 199 21,572 SH   SOLE 21,572 0 0
BRUNSWICK CORP COM 117043109 1,463 30,000 SH   SOLE 30,000 0 0
BWX TECHNOLOGIES INC COM 05605H100 671 17,500 SH   SOLE 17,500 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 1,058 20,000 SH   SOLE 20,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 977 38,250 SH   SOLE 38,250 0 0
CAPITAL ONE FINL CORP COM 14040H105 627 8,733 SH   SOLE 8,733 0 0
CARDINAL HEALTH INC COM 14149Y108 1,166 15,000 SH   SOLE 15,000 0 0
CARDTRONICS PLC SHS CL A G1991C105 892 20,000 SH   SOLE 20,000 0 0
CARMAX INC COM 143130102 800 15,000 SH   SOLE 15,000 0 0
CAVCO INDS INC DEL COM 149568107 297 3,000 SH   SOLE 3,000 0 0
CAVIUM INC COM 14964U108 1,164 20,000 SH   SOLE 20,000 0 0
CELGENE CORP COM 151020104 1,045 10,000 SH   SOLE 10,000 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 404 100,000 SH   SOLE 100,000 0 0
CENTURYLINK INC COM 156700106 564 20,550 SH   SOLE 20,550 0 0
CHART INDS INC COM PAR $0.01 16115Q308 328 10,000 SH   SOLE 10,000 0 0
CHATHAM LODGING TR COM 16208T102 770 40,000 SH   SOLE 40,000 0 0
CHEMICAL FINL CORP COM 163731102 1,324 30,000 SH   SOLE 30,000 0 0
CHEMTURA CORP COM NEW 163893209 1,312 40,000 SH   SOLE 40,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 1,260 55,000 SH   SOLE 55,000 0 0
CHEVRON CORP NEW COM 166764100 3,602 35,000 SH   SOLE 35,000 0 0
CHICOS FAS INC COM 168615102 119 10,000 SH   SOLE 10,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 998 2,356 SH   SOLE 2,356 0 0
CHUBB LIMITED COM H1467J104 1,134 9,028 SH   SOLE 9,028 0 0
CIMPRESS N V SHS EURO N20146101 1,518 15,000 SH   SOLE 15,000 0 0
CIRRUS LOGIC INC COM 172755100 797 15,000 SH   SOLE 15,000 0 0
CISCO SYS INC COM 17275R102 4,758 150,000 SH   SOLE 150,000 0 0
CITIGROUP INC COM NEW 172967424 378 8,000 SH   SOLE 8,000 0 0
CITRIX SYS INC COM 177376100 1,704 20,000 SH   SOLE 20,000 0 0
CLEAN ENERGY FUELS CORP COM 184499101 179 40,000 SH   SOLE 40,000 0 0
COCA COLA CO COM 191216100 2,751 65,000 SH   SOLE 65,000 0 0
COLGATE PALMOLIVE CO COM 194162103 2,966 40,000 SH   SOLE 40,000 0 0
COLONY CAP INC CL A 19624R106 1,276 70,000 SH   SOLE 70,000 0 0
COMCAST CORP NEW CL A 20030N101 4,976 75,000 SH   SOLE 75,000 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 577 50,000 SH   SOLE 50,000 0 0
COMMVAULT SYSTEMS INC COM 204166102 797 15,000 SH   SOLE 15,000 0 0
CONAGRA FOODS INC COM 205887102 1,178 25,000 SH   SOLE 25,000 0 0
CONOCOPHILLIPS COM 20825C104 1,956 45,000 SH   SOLE 45,000 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 883 35,000 SH   SOLE 35,000 0 0
CONVERGYS CORP COM 212485106 228 7,500 SH   SOLE 7,500 0 0
CORE MARK HOLDING CO INC COM 218681104 2,506 70,000 SH   SOLE 70,000 0 0
CORESITE RLTY CORP COM 21870Q105 1,851 25,000 SH   SOLE 25,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 3,050 20,000 SH   SOLE 20,000 0 0
CROCS INC COM 227046109 249 30,000 SH   SOLE 30,000 0 0
CUBIC CORP COM 229669106 702 15,000 SH   SOLE 15,000 0 0
CVS HEALTH CORP COM 126650100 1,335 15,000 SH   SOLE 15,000 0 0
DANA INCORPORATED COM 235825205 702 45,000 SH   SOLE 45,000 0 0
DARLING INGREDIENTS INC COM 237266101 473 35,000 SH   SOLE 35,000 0 0
DEERE & CO COM 244199105 854 10,000 SH   SOLE 10,000 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 268 5,601 SH   SOLE 5,601 0 0
DENTSPLY SIRONA INC COM 24906P109 357 6,000 SH   SOLE 6,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 750 17,000 SH   SOLE 17,000 0 0
DISCOVER FINL SVCS COM 254709108 1,773 31,350 SH   SOLE 31,350 0 0
DISNEY WALT CO COM DISNEY 254687106 4,643 50,000 SH   SOLE 50,000 0 0
DOVER CORP COM 260003108 368 5,000 SH   SOLE 5,000 0 0
DOW CHEM CO COM 260543103 2,082 40,165 SH   SOLE 40,165 0 0
DRIL-QUIP INC COM 262037104 557 10,000 SH   SOLE 10,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,674 25,000 SH   SOLE 25,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,179 14,733 SH   SOLE 14,733 0 0
EARTHLINK HLDGS CORP COM 27033X101 558 90,000 SH   SOLE 90,000 0 0
EASTMAN CHEM CO COM 277432100 541 8,000 SH   SOLE 8,000 0 0
EBAY INC COM 278642103 823 25,000 SH   SOLE 25,000 0 0
EMERSON ELEC CO COM 291011104 273 5,000 SH   SOLE 5,000 0 0
EMPIRE DIST ELEC CO COM 291641108 2,390 70,000 SH   SOLE 70,000 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 670 40,000 SH   SOLE 40,000 0 0
ENPRO INDS INC COM 29355X107 1,136 20,000 SH   SOLE 20,000 0 0
ENTEGRIS INC COM 29362U104 1,307 75,000 SH   SOLE 75,000 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,526 200,000 SH   SOLE 200,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 2,362 30,000 SH   SOLE 30,000 0 0
EQUIFAX INC COM 294429105 2,019 15,000 SH   SOLE 15,000 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 965 15,000 SH   SOLE 15,000 0 0
EURONET WORLDWIDE INC COM 298736109 1,637 20,000 SH   SOLE 20,000 0 0
EXELON CORP COM 30161N101 340 10,200 SH   SOLE 10,200 0 0
EXPEDIA INC DEL COM NEW 30212P303 452 3,875 SH   SOLE 3,875 0 0
EXXON MOBIL CORP COM 30231G102 6,110 70,000 SH   SOLE 70,000 0 0
FARO TECHNOLOGIES INC COM 311642102 539 15,000 SH   SOLE 15,000 0 0
FEDERAL SIGNAL CORP COM 313855108 133 10,000 SH   SOLE 10,000 0 0
FIBROGEN INC COM 31572Q808 297 14,352 SH   SOLE 14,352 0 0
FINISH LINE INC CL A 317923100 692 30,000 SH   SOLE 30,000 0 0
FIRST FINL BANCORP OH COM 320209109 983 45,000 SH   SOLE 45,000 0 0
FLUOR CORP NEW COM 343412102 770 15,000 SH   SOLE 15,000 0 0
FMC TECHNOLOGIES INC COM 30249U101 593 20,000 SH   SOLE 20,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 724 60,000 SH   SOLE 60,000 0 0
FORWARD AIR CORP COM 349853101 865 20,000 SH   SOLE 20,000 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 65 15,602 SH   SOLE 15,602 0 0
FTD COS INC COM 30281V108 309 15,000 SH   SOLE 15,000 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,279 38,250 SH   SOLE 38,250 0 0
GAP INC DEL COM 364760108 1,112 50,000 SH   SOLE 50,000 0 0
GENERAL DYNAMICS CORP COM 369550108 1,552 10,000 SH   SOLE 10,000 0 0
GENERAL ELECTRIC CO COM 369604103 1,221 41,228 SH   SOLE 41,228 0 0
GENESCO INC COM 371532102 545 10,000 SH   SOLE 10,000 0 0
GERON CORP COM 374163103 1,107 490,000 SH   SOLE 490,000 0 0
GILEAD SCIENCES INC COM 375558103 3,165 40,000 SH   SOLE 40,000 0 0
GLATFELTER COM 377316104 1,084 50,000 SH   SOLE 50,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,419 15,000 SH   SOLE 15,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 323 10,000 SH   SOLE 10,000 0 0
GREENHILL & CO INC COM 395259104 354 15,000 SH   SOLE 15,000 0 0
HALLIBURTON CO COM 406216101 685 15,267 SH   SOLE 15,267 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,752 145,000 SH   SOLE 145,000 0 0
HARSCO CORP COM 415864107 149 15,000 SH   SOLE 15,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 428 10,000 SH   SOLE 10,000 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 371 10,000 SH   SOLE 10,000 0 0
HECLA MNG CO COM 422704106 627 110,000 SH   SOLE 110,000 0 0
HEICO CORP NEW COM 422806109 1,730 25,000 SH   SOLE 25,000 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 244 30,000 SH   SOLE 30,000 0 0
HERCULES CAPITAL INC COM 427096508 881 65,000 SH   SOLE 65,000 0 0
HESS CORP COM 42809H107 536 10,000 SH   SOLE 10,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 683 30,000 SH   SOLE 30,000 0 0
HOME DEPOT INC COM 437076102 1,287 10,000 SH   SOLE 10,000 0 0
HONEYWELL INTL INC COM 438516106 2,332 20,000 SH   SOLE 20,000 0 0
HOPE BANCORP INC COM 43940T109 1,042 60,000 SH   SOLE 60,000 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,649 45,000 SH   SOLE 45,000 0 0
HP INC COM 40434L105 466 30,000 SH   SOLE 30,000 0 0
HUB GROUP INC CL A 443320106 815 20,000 SH   SOLE 20,000 0 0
HUMANA INC COM 444859102 884 5,000 SH   SOLE 5,000 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,055 13,000 SH   SOLE 13,000 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 511 3,333 SH   SOLE 3,333 0 0
HURON CONSULTING GROUP INC COM 447462102 896 15,000 SH   SOLE 15,000 0 0
IAC INTERACTIVECORP COM 44919P508 242 3,875 SH   SOLE 3,875 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,397 20,000 SH   SOLE 20,000 0 0
INCYTE CORP COM 45337C102 1,414 15,000 SH   SOLE 15,000 0 0
INDEPENDENT BANK CORP MASS COM 453836108 1,082 20,000 SH   SOLE 20,000 0 0
INFINERA CORPORATION COM 45667G103 768 85,000 SH   SOLE 85,000 0 0
INGERSOLL-RAND PLC SHS G47791101 340 5,000 SH   SOLE 5,000 0 0
INNOVIVA INC COM 45781M101 1,121 102,000 SH   SOLE 102,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,888 125,000 SH   SOLE 125,000 0 0
INTEL CORP COM 458140100 4,153 110,000 SH   SOLE 110,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,177 20,000 SH   SOLE 20,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 201 9,000 SH   SOLE 9,000 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 267 17,500 SH   SOLE 17,500 0 0
IONIS PHARMACEUTICALS INC COM 462222100 2,565 70,000 SH   SOLE 70,000 0 0
IROBOT CORP COM 462726100 1,100 25,000 SH   SOLE 25,000 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 635 40,000 SH   SOLE 40,000 0 0
JOHNSON & JOHNSON COM 478160104 5,907 50,000 SH   SOLE 50,000 0 0
JPMORGAN CHASE & CO COM 46625H100 8,990 135,000 SH   SOLE 135,000 0 0
JUNIPER NETWORKS INC COM 48203R104 361 15,000 SH   SOLE 15,000 0 0
KAMAN CORP COM 483548103 1,098 25,000 SH   SOLE 25,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 280 3,000 SH   SOLE 3,000 0 0
KENNAMETAL INC COM 489170100 580 20,000 SH   SOLE 20,000 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 366 11,542 SH   SOLE 11,542 0 0
KIMCO RLTY CORP COM 49446R109 724 25,000 SH   SOLE 25,000 0 0
KINDER MORGAN INC DEL COM 49456B101 399 17,265 SH   SOLE 17,265 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 0 26,117 SH   SOLE 26,117 0 0
KLA-TENCOR CORP COM 482480100 1,046 15,000 SH   SOLE 15,000 0 0
KNOLL INC COM NEW 498904200 1,257 55,000 SH   SOLE 55,000 0 0
KOHLS CORP COM 500255104 569 13,000 SH   SOLE 13,000 0 0
KOPPERS HOLDINGS INC COM 50060P106 644 20,000 SH   SOLE 20,000 0 0
KORN FERRY INTL COM NEW 500643200 1,050 50,000 SH   SOLE 50,000 0 0
KRAFT HEINZ CO COM 500754106 1,372 15,329 SH   SOLE 15,329 0 0
KROGER CO COM 501044101 890 30,000 SH   SOLE 30,000 0 0
KULICKE & SOFFA INDS INC COM 501242101 155 12,000 SH   SOLE 12,000 0 0
LAM RESEARCH CORP COM 512807108 1,480 15,625 SH   SOLE 15,625 0 0
LEGG MASON INC COM 524901105 301 9,000 SH   SOLE 9,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 680 6,666 SH   SOLE 6,666 0 0
LILLY ELI & CO COM 532457108 2,809 35,000 SH   SOLE 35,000 0 0
LINDSAY CORP COM 535555106 222 3,000 SH   SOLE 3,000 0 0
LOWES COS INC COM 548661107 3,611 50,000 SH   SOLE 50,000 0 0
MACYS INC COM 55616P104 371 10,000 SH   SOLE 10,000 0 0
MANPOWERGROUP INC COM 56418H100 217 3,000 SH   SOLE 3,000 0 0
MARATHON OIL CORP COM 565849106 316 20,000 SH   SOLE 20,000 0 0
MARATHON PETE CORP COM 56585A102 812 20,000 SH   SOLE 20,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,816 27,000 SH   SOLE 27,000 0 0
MATTHEWS INTL CORP CL A 577128101 1,519 25,000 SH   SOLE 25,000 0 0
MCDERMOTT INTL INC COM 580037109 175 35,000 SH   SOLE 35,000 0 0
MCDONALDS CORP COM 580135101 2,895 25,093 SH   SOLE 25,093 0 0
MCKESSON CORP COM 58155Q103 1,334 8,000 SH   SOLE 8,000 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 965 12,219 SH   SOLE 12,219 0 0
MEDTRONIC PLC SHS G5960L103 1,728 20,000 SH   SOLE 20,000 0 0
MERCK & CO INC COM 58933Y105 5,820 93,252 SH   SOLE 93,252 0 0
MERCURY GENL CORP NEW COM 589400100 274 5,000 SH   SOLE 5,000 0 0
MERITAGE HOMES CORP COM 59001A102 521 15,000 SH   SOLE 15,000 0 0
METLIFE INC COM 59156R108 1,011 22,766 SH   SOLE 22,766 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,554 25,000 SH   SOLE 25,000 0 0
MICRON TECHNOLOGY INC COM 595112103 533 30,000 SH   SOLE 30,000 0 0
MICROSOFT CORP COM 594918104 10,656 185,000 SH   SOLE 185,000 0 0
MOLINA HEALTHCARE INC COM 60855R100 583 10,000 SH   SOLE 10,000 0 0
MONDELEZ INTL INC CL A 609207105 2,019 45,987 SH   SOLE 45,987 0 0
MONSANTO CO NEW COM 61166W101 2,044 20,000 SH   SOLE 20,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,035 13,571 SH   SOLE 13,571 0 0
MURPHY OIL CORP COM 626717102 547 18,000 SH   SOLE 18,000 0 0
MURPHY USA INC COM 626755102 321 4,500 SH   SOLE 4,500 0 0
MYERS INDS INC COM 628464109 455 35,000 SH   SOLE 35,000 0 0
MYLAN N V SHS EURO N59465109 562 14,750 SH   SOLE 14,750 0 0
NABORS INDUSTRIES LTD SHS G6359F103 243 20,000 SH   SOLE 20,000 0 0
NAVIGANT CONSULTING INC COM 63935N107 1,112 55,000 SH   SOLE 55,000 0 0
NEKTAR THERAPEUTICS COM 640268108 515 30,000 SH   SOLE 30,000 0 0
NETGEAR INC COM 64111Q104 1,210 20,000 SH   SOLE 20,000 0 0
NETSCOUT SYS INC COM 64115T104 584 19,977 SH   SOLE 19,977 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 736 100,000 SH   SOLE 100,000 0 0
NEWS CORP NEW CL A 65249B109 227 16,250 SH   SOLE 16,250 0 0
NEXTERA ENERGY INC COM 65339F101 1,223 10,000 SH   SOLE 10,000 0 0
NIC INC COM 62914B100 1,058 45,000 SH   SOLE 45,000 0 0
NISOURCE INC COM 65473P105 241 10,000 SH   SOLE 10,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,407 14,500 SH   SOLE 14,500 0 0
NORTHERN TR CORP COM 665859104 680 10,000 SH   SOLE 10,000 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,140 10,000 SH   SOLE 10,000 0 0
NRG ENERGY INC COM NEW 629377508 252 22,496 SH   SOLE 22,496 0 0
OASIS PETE INC NEW COM 674215108 229 20,000 SH   SOLE 20,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,094 15,000 SH   SOLE 15,000 0 0
OCWEN FINL CORP COM NEW 675746309 95 26,000 SH   SOLE 26,000 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 800 70,000 SH   SOLE 70,000 0 0
ORACLE CORP COM 68389X105 3,142 80,000 SH   SOLE 80,000 0 0
ORBITAL ATK INC COM 68557N103 397 5,209 SH   SOLE 5,209 0 0
ORITANI FINL CORP DEL COM 68633D103 629 40,000 SH   SOLE 40,000 0 0
OTTER TAIL CORP COM 689648103 1,211 35,000 SH   SOLE 35,000 0 0
OXFORD INDS INC COM 691497309 1,354 20,000 SH   SOLE 20,000 0 0
PARKER HANNIFIN CORP COM 701094104 628 5,000 SH   SOLE 5,000 0 0
PAYCHEX INC COM 704326107 1,157 20,000 SH   SOLE 20,000 0 0
PAYPAL HLDGS INC COM 70450Y103 1,024 25,000 SH   SOLE 25,000 0 0
PENNANTPARK INVT CORP COM 708062104 502 66,710 SH   SOLE 66,710 0 0
PEPSICO INC COM 713448108 2,529 23,251 SH   SOLE 23,251 0 0
PFIZER INC COM 717081103 3,927 115,956 SH   SOLE 115,956 0 0
PHILIP MORRIS INTL INC COM 718172109 5,833 60,000 SH   SOLE 60,000 0 0
PHILLIPS 66 COM 718546104 1,812 22,500 SH   SOLE 22,500 0 0
PICO HLDGS INC COM NEW 693366205 354 30,000 SH   SOLE 30,000 0 0
PIER 1 IMPORTS INC COM 720279108 106 25,000 SH   SOLE 25,000 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 555 45,000 SH   SOLE 45,000 0 0
PLEXUS CORP COM 729132100 1,403 30,000 SH   SOLE 30,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 901 10,000 SH   SOLE 10,000 0 0
POPEYES LA KITCHEN INC COM 732872106 1,329 25,000 SH   SOLE 25,000 0 0
PPG INDS INC COM 693506107 1,003 9,700 SH   SOLE 9,700 0 0
PRAXAIR INC COM 74005P104 1,812 15,000 SH   SOLE 15,000 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,729 26,000 SH   SOLE 26,000 0 0
PRIVATEBANCORP INC COM 742962103 1,607 35,000 SH   SOLE 35,000 0 0
PROCTER AND GAMBLE CO COM 742718109 6,283 70,000 SH   SOLE 70,000 0 0
PROGRESS SOFTWARE CORP COM 743312100 952 35,000 SH   SOLE 35,000 0 0
PROLOGIS INC COM 74340W103 293 5,464 SH   SOLE 5,464 0 0
PRUDENTIAL FINL INC COM 744320102 2,041 25,000 SH   SOLE 25,000 0 0
PTC INC COM 69370C100 1,994 45,000 SH   SOLE 45,000 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 419 10,000 SH   SOLE 10,000 0 0
PULTE GROUP INC COM 745867101 200 10,000 SH   SOLE 10,000 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 614 9,167 SH   SOLE 9,167 0 0
QUALCOMM INC COM 747525103 2,055 30,000 SH   SOLE 30,000 0 0
QUALITY SYS INC COM 747582104 170 15,000 SH   SOLE 15,000 0 0
QUORUM HEALTH CORP COM 74909E106 79 12,500 SH   SOLE 12,500 0 0
RAYTHEON CO COM NEW 755111507 2,723 20,000 SH   SOLE 20,000 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 305 2,829 SH   SOLE 2,829 0 0
REPUBLIC SVCS INC COM 760759100 757 15,000 SH   SOLE 15,000 0 0
REYNOLDS AMERICAN INC COM 761713106 1,886 40,000 SH   SOLE 40,000 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1,303 355,000 SH   SOLE 355,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,223 10,000 SH   SOLE 10,000 0 0
ROCKWELL COLLINS INC COM 774341101 675 8,000 SH   SOLE 8,000 0 0
ROGERS CORP COM 775133101 916 15,000 SH   SOLE 15,000 0 0
RUSH ENTERPRISES INC CL A 781846209 857 35,000 SH   SOLE 35,000 0 0
SCANSOURCE INC COM 806037107 913 25,000 SH   SOLE 25,000 0 0
SCHLUMBERGER LTD COM 806857108 1,674 21,286 SH   SOLE 21,286 0 0
SCHWAB CHARLES CORP NEW COM 808513105 789 25,000 SH   SOLE 25,000 0 0
SEI INVESTMENTS CO COM 784117103 1,824 40,000 SH   SOLE 40,000 0 0
SEMGROUP CORP CL A 81663A105 707 20,000 SH   SOLE 20,000 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,590 70,000 SH   SOLE 70,000 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 481 6,318 SH   SOLE 6,318 0 0
SMUCKER J M CO COM NEW 832696405 2,495 18,405 SH   SOLE 18,405 0 0
SOUTH ST CORP COM 840441109 1,501 20,000 SH   SOLE 20,000 0 0
SOUTHERN CO COM 842587107 872 17,000 SH   SOLE 17,000 0 0
SOUTHWEST AIRLS CO COM 844741108 583 15,000 SH   SOLE 15,000 0 0
SPECTRA ENERGY CORP COM 847560109 945 22,100 SH   SOLE 22,100 0 0
SPRINT CORP COM SER 1 85207U105 99 15,000 SH   SOLE 15,000 0 0
ST JUDE MED INC COM 790849103 399 5,000 SH   SOLE 5,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 2,014 16,375 SH   SOLE 16,375 0 0
STAPLES INC COM 855030102 259 30,348 SH   SOLE 30,348 0 0
STATE BK FINL CORP COM 856190103 1,027 45,000 SH   SOLE 45,000 0 0
STIFEL FINL CORP COM 860630102 961 25,000 SH   SOLE 25,000 0 0
SYMANTEC CORP COM 871503108 753 30,000 SH   SOLE 30,000 0 0
SYNCHRONY FINL COM 87165B103 552 19,719 SH   SOLE 19,719 0 0
SYNOPSYS INC COM 871607107 638 10,742 SH   SOLE 10,742 0 0
SYSCO CORP COM 871829107 1,470 30,000 SH   SOLE 30,000 0 0
TARGET CORP COM 87612E106 1,717 25,000 SH   SOLE 25,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,926 85,000 SH   SOLE 85,000 0 0
TENNECO INC COM 880349105 583 10,000 SH   SOLE 10,000 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 1,786 49,284 SH   SOLE 49,284 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 795 5,000 SH   SOLE 5,000 0 0
TIME WARNER INC COM NEW 887317303 2,919 36,666 SH   SOLE 36,666 0 0
TIVO CORP COM 88870P106 424 21,758 SH   SOLE 21,758 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 54 35,000 SH   SOLE 35,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 3,716 32,443 SH   SOLE 32,443 0 0
TRINITY INDS INC COM 896522109 725 30,000 SH   SOLE 30,000 0 0
TRIPADVISOR INC COM 896945201 245 3,875 SH   SOLE 3,875 0 0
TRUSTCO BK CORP N Y COM 898349105 1,205 170,000 SH   SOLE 170,000 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,574 65,000 SH   SOLE 65,000 0 0
UNION PAC CORP COM 907818108 3,316 34,000 SH   SOLE 34,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,540 25,000 SH   SOLE 25,000 0 0
UNUM GROUP COM 91529Y106 989 28,000 SH   SOLE 28,000 0 0
US BANCORP DEL COM NEW 902973304 3,431 80,000 SH   SOLE 80,000 0 0
VENTAS INC COM 92276F100 278 3,933 SH   SOLE 3,933 0 0
VERINT SYS INC COM 92343X100 488 12,981 SH   SOLE 12,981 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,379 65,000 SH   SOLE 65,000 0 0
VIACOM INC NEW CL B 92553P201 1,143 30,000 SH   SOLE 30,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 213 15,087 SH   SOLE 15,087 0 0
WAL-MART STORES INC COM 931142103 2,885 40,000 SH   SOLE 40,000 0 0
WATSCO INC COM 942622200 1,409 10,000 SH   SOLE 10,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 112 20,000 SH   SOLE 20,000 0 0
WELLS FARGO & CO NEW COM 949746101 4,428 100,000 SH   SOLE 100,000 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 2,235 30,000 SH   SOLE 30,000 0 0
WESTERN UN CO COM 959802109 833 40,000 SH   SOLE 40,000 0 0
WEX INC COM 96208T104 1,081 10,000 SH   SOLE 10,000 0 0
WILLIAMS COS INC DEL COM 969457100 1,076 35,000 SH   SOLE 35,000 0 0
WOODWARD INC COM 980745103 1,250 20,000 SH   SOLE 20,000 0 0
WPX ENERGY INC COM 98212B103 220 16,666 SH   SOLE 16,666 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,202 17,859 SH   SOLE 17,859 0 0
XCEL ENERGY INC COM 98389B100 668 16,243 SH   SOLE 16,243 0 0
XENON PHARMACEUTICALS INC COM 98420N105 162 20,000 SH   SOLE 20,000 0 0
XEROX CORP COM 984121103 446 44,000 SH   SOLE 44,000 0 0
YAHOO INC COM 984332106 1,293 30,000 SH   SOLE 30,000 0 0
YUM BRANDS INC COM 988498101 2,270 25,000 SH   SOLE 25,000 0 0
ZOETIS INC CL A 98978V103 1,382 26,578 SH   SOLE 26,578 0 0