NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 12, 2015

Total Value: $512M (100.0% shares, 0.0% debt)

Holdings (385)

AAPL APPLE INC 4.1%

Value $21.03M Shares 190,500 Est. Cost $18.36 Unrealized +31.2%

XOM EXXON MOBIL CORP 1.7%

Value $8.783M Shares 95,000 Est. Cost $58.08 Unrealized -0.1%

MSFT MICROSOFT CORP 1.7%

Value $8.593M Shares 185,000 Est. Cost $31.26 Unrealized +27.6%

JPM JPMORGAN CHASE & CO 1.6%

Value $8.448M Shares 135,000 Est. Cost $42.08 Unrealized +6.2%

JNJ JOHNSON & JOHNSON 1.4%

Value $7.32M Shares 70,000 Est. Cost $66.63 Unrealized +16.0%

PG PROCTER & GAMBLE CO 1.2%

Value $6.376M Shares 70,000 Est. Cost $56.51 Unrealized +14.3%

WFC WELLS FARGO & CO NEW 1.1%

Value $5.482M Shares 100,000 Est. Cost $33.41 Unrealized +16.0%

MRK MERCK & CO INC NEW 1.0%

Value $5.296M Shares 93,252 Est. Cost $35.76 Unrealized +10.0%

CVX CHEVRON CORP NEW 1.0%

Value $5.048M Shares 45,000 Est. Cost $70.36 Unrealized +0.2%

PM PHILIP MORRIS INTL INC 1.0%

Value $4.887M Shares 60,000 Est. Cost $44.74 Unrealized +10.0%

DIS DISNEY WALT CO 0.9%

Value $4.71M Shares 50,000 Est. Cost $69.69 Unrealized +16.7%

PFE PFIZER INC 0.9%

Value $4.702M Shares 150,956 Est. Cost $18.20 Unrealized -1.3%

AXP AMERICAN EXPRESS CO 0.9%

Value $4.652M Shares 50,000 Est. Cost $75.50 Unrealized +1.2%

ORCL ORACLE CORP 0.9%

Value $4.497M Shares 100,000 Est. Cost $31.98 Unrealized +7.9%

— ISIS PHARMACEUTICALS INC 0.8%

Value $4.322M Shares 70,000 Est. Cost $36.96 Unrealized —

THC TENET HEALTHCARE CORP 0.8%

Value $4.307M Shares 85,000 Est. Cost $44.12 Unrealized +18.5%

CSCO CISCO SYS INC 0.8%

Value $4.172M Shares 150,000 Est. Cost $15.30 Unrealized +19.6%

LOW LOWES COS INC 0.8%

Value $4.128M Shares 60,000 Est. Cost $39.01 Unrealized +25.7%

UNP UNION PAC CORP 0.8%

Value $4.05M Shares 34,000 Est. Cost $71.52 Unrealized +25.1%

INTC INTEL CORP 0.8%

Value $3.992M Shares 110,000 Est. Cost $18.67 Unrealized +42.6%

MO ALTRIA GROUP INC 0.8%

Value $3.942M Shares 80,000 Est. Cost $17.12 Unrealized +38.8%

GILD GILEAD SCIENCES INC 0.7%

Value $3.77M Shares 40,000 Est. Cost $54.49 Unrealized +31.9%

USB US BANCORP DEL 0.7%

Value $3.596M Shares 80,000 Est. Cost $27.34 Unrealized +6.5%

ALK ALASKA AIR GROUP INC 0.7%

Value $3.586M Shares 60,000 Est. Cost $39.91 Unrealized +20.6%

ALKS ALKERMES PLC 0.7%

Value $3.514M Shares 60,000 Est. Cost $47.58 Unrealized +7.1%

WMT WAL-MART STORES INC 0.7%

Value $3.435M Shares 40,000 Est. Cost $19.90 Unrealized +9.7%

TRV TRAVELERS COMPANIES INC 0.7%

Value $3.434M Shares 32,443 Est. Cost $64.62 Unrealized +22.2%

MCD MCDONALDS CORP 0.6%

Value $3.288M Shares 35,093 Est. Cost $70.27 Unrealized +0.4%

BK BANK NEW YORK MELLON CORP 0.6%

Value $3.247M Shares 80,038 Est. Cost $24.75 Unrealized +20.2%

IBM INTERNATIONAL BUSINESS MACHS 0.6%

Value $3.209M Shares 20,000 Est. Cost $109.22 Unrealized -8.0%

— TIME WARNER INC 0.6%

Value $3.132M Shares 36,666 Est. Cost $65.32 Unrealized —

COP CONOCOPHILLIPS 0.6%

Value $3.108M Shares 45,000 Est. Cost $45.41 Unrealized +7.6%

LLY LILLY ELI & CO 0.6%

Value $3.105M Shares 45,000 Est. Cost $44.54 Unrealized +23.9%

AMZN AMAZON COM INC 0.6%

Value $3.104M Shares 10,000 Est. Cost $18.56 Unrealized -16.0%

— CORE MARK HOLDING CO INC 0.6%

Value $3.097M Shares 50,000 Est. Cost $59.12 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.6%

Value $3.041M Shares 65,000 Est. Cost $25.87 Unrealized +6.9%

AMT AMERICAN TOWER CORP NEW 0.6%

Value $2.966M Shares 30,000 Est. Cost $61.59 Unrealized +22.1%

GS GOLDMAN SACHS GROUP INC 0.6%

Value $2.907M Shares 15,000 Est. Cost $133.70 Unrealized +12.8%

— UNITED TECHNOLOGIES CORP 0.6%

Value $2.875M Shares 25,000 Est. Cost $116.84 Unrealized —

COST COSTCO WHSL CORP NEW 0.6%

Value $2.835M Shares 20,000 Est. Cost $91.29 Unrealized +19.9%

CL COLGATE PALMOLIVE CO 0.5%

Value $2.768M Shares 40,000 Est. Cost $47.90 Unrealized +9.0%

KO COCA COLA CO 0.5%

Value $2.744M Shares 65,000 Est. Cost $26.56 Unrealized +13.2%

— COMCAST CORP NEW 0.5%

Value $2.59M Shares 45,000 Est. Cost $48.78 Unrealized —

— TWENTY FIRST CENTY FOX INC 0.5%

Value $2.496M Shares 65,000 Est. Cost $31.97 Unrealized —

— INTEGRATED DEVICE TECHNOLOGY 0.5%

Value $2.45M Shares 125,000 Est. Cost $12.23 Unrealized —

— MONSANTO CO NEW 0.5%

Value $2.389M Shares 20,000 Est. Cost $113.75 Unrealized —

ALL ALLSTATE CORP 0.5%

Value $2.375M Shares 33,810 Est. Cost $41.54 Unrealized +24.4%

— AMERICAN EQTY INVT LIFE HLD 0.5%

Value $2.335M Shares 80,000 Est. Cost $23.63 Unrealized —

PRU PRUDENTIAL FINL INC 0.4%

Value $2.262M Shares 25,000 Est. Cost $52.24 Unrealized +1.7%

AWR AMERICAN STS WTR CO 0.4%

Value $2.26M Shares 60,000 Est. Cost $23.08 Unrealized +19.8%

— VIACOM INC NEW 0.4%

Value $2.258M Shares 30,000 Est. Cost $85.00 Unrealized —

TROW PRICE T ROWE GROUP INC 0.4%

Value $2.232M Shares 26,000 Est. Cost $52.57 Unrealized +2.2%

QCOM QUALCOMM INC 0.4%

Value $2.23M Shares 30,000 Est. Cost $54.02 Unrealized -1.3%

PEP PEPSICO INC 0.4%

Value $2.199M Shares 23,251 Est. Cost $56.86 Unrealized +20.7%

— RAYTHEON CO 0.4%

Value $2.163M Shares 20,000 Est. Cost $98.80 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.4%

Value $2.157M Shares 40,000 Est. Cost $33.03 Unrealized +29.5%

GAP GAP INC DEL 0.4%

Value $2.106M Shares 50,000 Est. Cost $27.08 Unrealized -1.5%

— EMPIRE DIST ELEC CO 0.4%

Value $2.082M Shares 70,000 Est. Cost $24.31 Unrealized —

— DISCOVER FINL SVCS 0.4%

Value $2.053M Shares 31,350 Est. Cost $58.18 Unrealized —

— CHESAPEAKE LODGING TR 0.4%

Value $2.047M Shares 55,000 Est. Cost $25.73 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.4%

Value $2.015M Shares 25,000 Est. Cost $62.47 Unrealized -5.1%

HON HONEYWELL INTL INC 0.4%

Value $1.998M Shares 20,000 Est. Cost $64.71 Unrealized +5.5%

— PRAXAIR INC 0.4%

Value $1.943M Shares 15,000 Est. Cost $131.00 Unrealized —

TGT TARGET CORP 0.4%

Value $1.898M Shares 25,000 Est. Cost $41.65 Unrealized +16.7%

ITW ILLINOIS TOOL WKS INC 0.4%

Value $1.894M Shares 20,000 Est. Cost $61.28 Unrealized +14.4%

SJM SMUCKER J M CO 0.4%

Value $1.859M Shares 18,405 Est. Cost $68.74 Unrealized +6.1%

— DU PONT E I DE NEMOURS & CO 0.4%

Value $1.849M Shares 25,000 Est. Cost $67.12 Unrealized —

— DOW CHEM CO 0.4%

Value $1.832M Shares 40,165 Est. Cost $48.60 Unrealized —

INCY INCYTE CORP 0.4%

Value $1.828M Shares 25,000 Est. Cost $62.06 Unrealized +5.3%

— CELLDEX THERAPEUTICS INC NEW 0.4%

Value $1.825M Shares 100,000 Est. Cost $17.67 Unrealized —

YUM YUM BRANDS INC 0.4%

Value $1.821M Shares 25,000 Est. Cost $42.07 Unrealized +0.4%

AMAT APPLIED MATLS INC 0.3%

Value $1.744M Shares 70,000 Est. Cost $15.75 Unrealized +24.7%

CMCSA COMCAST CORP NEW 0.3%

Value $1.74M Shares 30,000 Est. Cost $19.96 Unrealized +6.5%

EPR EPR PPTYS 0.3%

Value $1.729M Shares 30,000 Est. Cost $53.40 Unrealized —

— AMAG PHARMACEUTICALS INC 0.3%

Value $1.704M Shares 40,000 Est. Cost $19.35 Unrealized —

BAC BANK AMER CORP 0.3%

Value $1.701M Shares 95,082 Est. Cost $13.25 Unrealized +2.2%

— HEARTWARE INTL INC 0.3%

Value $1.689M Shares 23,000 Est. Cost $93.78 Unrealized —

MDLZ MONDELEZ INTL INC 0.3%

Value $1.67M Shares 45,987 Est. Cost $26.35 Unrealized +7.8%

— COLONY FINL INC 0.3%

Value $1.667M Shares 70,000 Est. Cost $21.96 Unrealized —

MCK MCKESSON CORP 0.3%

Value $1.661M Shares 8,000 Est. Cost $160.13 Unrealized +16.7%

CAR AVIS BUDGET GROUP 0.3%

Value $1.658M Shares 25,000 Est. Cost $40.83 Unrealized +33.1%

— ANADARKO PETE CORP 0.3%

Value $1.65M Shares 20,000 Est. Cost $84.75 Unrealized —

PTC PTC INC 0.3%

Value $1.649M Shares 45,000 Est. Cost $36.75 Unrealized +0.7%

CMG CHIPOTLE MEXICAN GRILL INC 0.3%

Value $1.613M Shares 2,356 Est. Cost $11.02 Unrealized +18.7%

PSX PHILLIPS 66 0.3%

Value $1.613M Shares 22,500 Est. Cost $49.82 Unrealized -1.3%

— ACTIVISION BLIZZARD INC 0.3%

Value $1.612M Shares 80,000 Est. Cost $20.44 Unrealized —

SEIC SEI INVESTMENTS CO 0.3%

Value $1.602M Shares 40,000 Est. Cost $29.39 Unrealized +13.5%

WST WEST PHARMACEUTICAL SVSC INC 0.3%

Value $1.597M Shares 30,000 Est. Cost $44.55 Unrealized +7.0%

NSC NORFOLK SOUTHERN CORP 0.3%

Value $1.589M Shares 14,500 Est. Cost $71.41 Unrealized +20.2%

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value $1.587M Shares 26,884 Est. Cost $35.93 Unrealized +8.3%

SWK STANLEY BLACK & DECKER INC 0.3%

Value $1.573M Shares 16,375 Est. Cost $59.39 Unrealized +17.0%

WMB WILLIAMS COS INC DEL 0.3%

Value $1.573M Shares 35,000 Est. Cost $20.92 Unrealized +29.9%

CNC CENTENE CORP DEL 0.3%

Value $1.558M Shares 15,000 Est. Cost $15.47 Unrealized +50.8%

— CHUBB CORP 0.3%

Value $1.552M Shares 15,000 Est. Cost $89.33 Unrealized —

— SENIOR HSG PPTYS TR 0.3%

Value $1.548M Shares 70,000 Est. Cost $22.47 Unrealized —

MRSH MARSH & MCLENNAN COS INC 0.3%

Value $1.545M Shares 27,000 Est. Cost $38.81 Unrealized +16.5%

BC BRUNSWICK CORP 0.3%

Value $1.538M Shares 30,000 Est. Cost $36.35 Unrealized +7.2%

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.532M Shares 17,859 Est. Cost $73.24 Unrealized —

— TIME WARNER CABLE INC 0.3%

Value $1.521M Shares 10,000 Est. Cost $137.20 Unrealized —

— GENERAL ELECTRIC CO 0.3%

Value $1.516M Shares 60,000 Est. Cost $25.88 Unrealized —

— YAHOO INC 0.3%

Value $1.515M Shares 30,000 Est. Cost $35.90 Unrealized —

T AT&T INC 0.3%

Value $1.512M Shares 45,000 Est. Cost $10.85 Unrealized +8.8%

HEI HEICO CORP NEW 0.3%

Value $1.51M Shares 25,000 Est. Cost $29.73 Unrealized -9.1%

— E M C CORP MASS 0.3%

Value $1.494M Shares 50,250 Est. Cost $27.40 Unrealized —

HMN HORACE MANN EDUCATORS CORP N 0.3%

Value $1.493M Shares 45,000 Est. Cost $28.89 Unrealized +6.5%

NOC NORTHROP GRUMMAN CORP 0.3%

Value $1.474M Shares 10,000 Est. Cost $97.12 Unrealized +17.6%

BAX BAXTER INTL INC 0.3%

Value $1.466M Shares 20,000 Est. Cost $30.34 Unrealized +6.4%

— ACTAVIS PLC 0.3%

Value $1.458M Shares 5,663 Est. Cost $209.95 Unrealized —

CVS CVS HEALTH CORP 0.3%

Value $1.445M Shares 15,000 Est. Cost $51.11 Unrealized +26.1%

— MEDTRONIC INC 0.3%

Value $1.444M Shares 20,000 Est. Cost $61.55 Unrealized —

KFY KORN FERRY INTL 0.3%

Value $1.438M Shares 50,000 Est. Cost $22.02 Unrealized +5.7%

— AETNA INC NEW 0.3%

Value $1.422M Shares 16,012 Est. Cost $74.94 Unrealized —

— ENLINK MIDSTREAM LLC 0.3%

Value $1.422M Shares 40,000 Est. Cost $33.95 Unrealized —

— POPEYES LA KITCHEN INC 0.3%

Value $1.407M Shares 25,000 Est. Cost $40.64 Unrealized —

EBAY EBAY INC 0.3%

Value $1.403M Shares 25,000 Est. Cost $20.67 Unrealized -2.3%

— ASSOCIATED ESTATES RLTY CORP 0.3%

Value $1.393M Shares 60,000 Est. Cost $16.93 Unrealized —

GD GENERAL DYNAMICS CORP 0.3%

Value $1.376M Shares 10,000 Est. Cost $80.10 Unrealized +33.6%

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.374M Shares 8,407 Est. Cost $84.84 Unrealized +27.5%

— SEMGROUP CORP 0.3%

Value $1.368M Shares 20,000 Est. Cost $65.70 Unrealized —

COR AMERISOURCEBERGEN CORP 0.3%

Value $1.352M Shares 14,996 Est. Cost $49.28 Unrealized +27.4%

— SOUTH ST CORP 0.3%

Value $1.342M Shares 20,000 Est. Cost $55.90 Unrealized —

M MACYS INC 0.3%

Value $1.315M Shares 20,000 Est. Cost $55.60 Unrealized +8.8%

— BROADCOM CORP 0.3%

Value $1.3M Shares 30,000 Est. Cost $31.47 Unrealized —

EVC ENTRAVISION COMMUNICATIONS C 0.3%

Value $1.296M Shares 200,000 Est. Cost $3.76 Unrealized -10.0%

— REYNOLDS AMERICAN INC 0.3%

Value $1.285M Shares 20,000 Est. Cost $53.40 Unrealized —

— GLATFELTER 0.2%

Value $1.279M Shares 50,000 Est. Cost $27.22 Unrealized —

SF STIFEL FINL CORP 0.2%

Value $1.276M Shares 25,000 Est. Cost $28.20 Unrealized -0.3%

— CITRIX SYS INC 0.2%

Value $1.276M Shares 20,000 Est. Cost $57.45 Unrealized —

NPO ENPRO INDS INC 0.2%

Value $1.255M Shares 20,000 Est. Cost $70.90 Unrealized -11.2%

— INFINERA CORPORATION 0.2%

Value $1.251M Shares 85,000 Est. Cost $9.08 Unrealized —

— LAM RESEARCH CORP 0.2%

Value $1.24M Shares 15,625 Est. Cost $54.99 Unrealized —

AZO AUTOZONE INC 0.2%

Value $1.238M Shares 2,000 Est. Cost $518.77 Unrealized +8.7%

PLXS PLEXUS CORP 0.2%

Value $1.236M Shares 30,000 Est. Cost $40.84 Unrealized -4.5%

— CAVIUM INC 0.2%

Value $1.236M Shares 20,000 Est. Cost $43.75 Unrealized —

— TRUSTCO BK CORP N Y 0.2%

Value $1.234M Shares 170,000 Est. Cost $7.04 Unrealized —

MET METLIFE INC 0.2%

Value $1.231M Shares 22,766 Est. Cost $31.07 Unrealized +5.5%

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.231M Shares 14,733 Est. Cost $42.66 Unrealized +19.5%

— MEAD JOHNSON NUTRITION CO 0.2%

Value $1.228M Shares 12,219 Est. Cost $83.15 Unrealized —

ROG ROGERS CORP 0.2%

Value $1.222M Shares 15,000 Est. Cost $60.59 Unrealized +10.1%

MATW MATTHEWS INTL CORP 0.2%

Value $1.217M Shares 25,000 Est. Cost $31.38 Unrealized +11.6%

EFX EQUIFAX INC 0.2%

Value $1.213M Shares 15,000 Est. Cost $62.16 Unrealized +11.7%

CAH CARDINAL HEALTH INC 0.2%

Value $1.211M Shares 15,000 Est. Cost $50.49 Unrealized +15.1%

— HEWLETT PACKARD CO 0.2%

Value $1.204M Shares 30,000 Est. Cost $32.37 Unrealized —

SYY SYSCO CORP 0.2%

Value $1.191M Shares 30,000 Est. Cost $26.11 Unrealized +10.5%

ZTS ZOETIS INC 0.2%

Value $1.187M Shares 27,578 Est. Cost $27.83 Unrealized +33.7%

— PRIVATEBANCORP INC 0.2%

Value $1.169M Shares 35,000 Est. Cost $30.51 Unrealized —

— KNOLL INC 0.2%

Value $1.164M Shares 55,000 Est. Cost $18.18 Unrealized —

CLDT CHATHAM LODGING TR 0.2%

Value $1.159M Shares 40,000 Est. Cost $20.23 Unrealized —

— XENOPORT INC 0.2%

Value $1.14M Shares 130,000 Est. Cost $5.17 Unrealized —

MCHP MICROCHIP TECHNOLOGY INC 0.2%

Value $1.128M Shares 25,000 Est. Cost $17.75 Unrealized -2.5%

— CIMPRESS N V 0.2%

Value $1.123M Shares 15,000 Est. Cost $74.87 Unrealized —

RUSHA RUSH ENTERPRISES INC 0.2%

Value $1.122M Shares 35,000 Est. Cost $12.91 Unrealized +18.7%

PPG PPG INDS INC 0.2%

Value $1.121M Shares 4,850 Est. Cost $77.19 Unrealized +10.4%

— CELGENE CORP 0.2%

Value $1.119M Shares 10,000 Est. Cost $112.75 Unrealized —

ROK ROCKWELL AUTOMATION INC 0.2%

Value $1.112M Shares 10,000 Est. Cost $93.82 Unrealized -6.2%

— GOOGLE INC 0.2%

Value $1.104M Shares 2,080 Est. Cost $1114.42 Unrealized —

OXM OXFORD INDS INC 0.2%

Value $1.104M Shares 20,000 Est. Cost $77.21 Unrealized -21.0%

EEFT EURONET WORLDWIDE INC 0.2%

Value $1.098M Shares 20,000 Est. Cost $41.47 Unrealized +28.6%

— GOOGLE INC 0.2%

Value $1.095M Shares 2,080 Est. Cost $575.48 Unrealized —

JBHT HUNT J B TRANS SVCS INC 0.2%

Value $1.095M Shares 13,000 Est. Cost $65.88 Unrealized +8.7%

OTTR OTTER TAIL CORP 0.2%

Value $1.084M Shares 35,000 Est. Cost $20.25 Unrealized +3.3%

EQR EQUITY RESIDENTIAL 0.2%

Value $1.078M Shares 15,000 Est. Cost $31.71 Unrealized +25.8%

WSO WATSCO INC 0.2%

Value $1.07M Shares 10,000 Est. Cost $96.52 Unrealized +2.9%

NEE NEXTERA ENERGY INC 0.2%

Value $1.063M Shares 10,000 Est. Cost $16.57 Unrealized +14.0%

KLAC KLA-TENCOR CORP 0.2%

Value $1.055M Shares 15,000 Est. Cost $41.11 Unrealized +26.6%

MU MICRON TECHNOLOGY INC 0.2%

Value $1.05M Shares 30,000 Est. Cost $23.18 Unrealized +39.4%

HD HOME DEPOT INC 0.2%

Value $1.05M Shares 10,000 Est. Cost $60.23 Unrealized +24.2%

DVN DEVON ENERGY CORP NEW 0.2%

Value $1.041M Shares 17,000 Est. Cost $41.69 Unrealized -1.3%

O REALTY INCOME CORP 0.2%

Value $1.028M Shares 21,555 Est. Cost $22.70 Unrealized +16.0%

HURN HURON CONSULTING GROUP INC 0.2%

Value $1.026M Shares 15,000 Est. Cost $65.04 Unrealized +2.8%

— PALL CORP 0.2%

Value $1.012M Shares 10,000 Est. Cost $89.50 Unrealized —

— FORWARD AIR CORP 0.2%

Value $1.007M Shares 20,000 Est. Cost $46.10 Unrealized —

SCSC SCANSOURCE INC 0.2%

Value $1.004M Shares 25,000 Est. Cost $39.39 Unrealized -4.6%

— KAMAN CORP 0.2%

Value $1.002M Shares 25,000 Est. Cost $40.68 Unrealized —

— PINNACLE ENTMT INC 0.2%

Value $1.001M Shares 45,000 Est. Cost $23.71 Unrealized —

KMX CARMAX INC 0.2%

Value $999K Shares 15,000 Est. Cost $46.71 Unrealized +18.7%

— CAMERON INTERNATIONAL CORP 0.2%

Value $999K Shares 20,000 Est. Cost $61.75 Unrealized —

— MEDIVATION INC 0.2%

Value $996K Shares 10,000 Est. Cost $64.40 Unrealized —

ENTG ENTEGRIS INC 0.2%

Value $991K Shares 75,000 Est. Cost $11.16 Unrealized +10.1%

— CHEMTURA CORP 0.2%

Value $989K Shares 40,000 Est. Cost $25.30 Unrealized —

— DIGITAL RIV INC 0.2%

Value $989K Shares 40,000 Est. Cost $17.43 Unrealized —

WEX WEX INC 0.2%

Value $989K Shares 10,000 Est. Cost $91.59 Unrealized +16.3%

WWD WOODWARD INC 0.2%

Value $985K Shares 20,000 Est. Cost $39.69 Unrealized +15.7%

DAN DANA HLDG CORP 0.2%

Value $978K Shares 45,000 Est. Cost $16.52 Unrealized -1.8%

— PHARMACYCLICS INC 0.2%

Value $978K Shares 8,000 Est. Cost $100.25 Unrealized —

UNM UNUM GROUP 0.2%

Value $977K Shares 28,000 Est. Cost $34.13 Unrealized -1.1%

— CORESITE RLTY CORP 0.2%

Value $976K Shares 25,000 Est. Cost $31.00 Unrealized —

— CONSOLIDATED COMM HLDGS INC 0.2%

Value $974K Shares 35,000 Est. Cost $20.00 Unrealized —

HTGC HERCULES TECH GROWTH CAP INC 0.2%

Value $967K Shares 65,000 Est. Cost $15.67 Unrealized -3.7%

KR KROGER CO 0.2%

Value $963K Shares 15,000 Est. Cost $15.90 Unrealized +47.0%

— KRAFT FOODS GROUP INC 0.2%

Value $961K Shares 15,329 Est. Cost $56.10 Unrealized —

NPKI NEWPARK RES INC 0.2%

Value $954K Shares 100,000 Est. Cost $11.44 Unrealized -7.1%

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $946K Shares 35,000 Est. Cost $23.95 Unrealized +8.4%

— CABOT MICROELECTRONICS CORP 0.2%

Value $946K Shares 20,000 Est. Cost $44.00 Unrealized —

A AGILENT TECHNOLOGIES INC 0.2%

Value $945K Shares 23,084 Est. Cost $37.33 Unrealized -1.4%

— FARO TECHNOLOGIES INC 0.2%

Value $940K Shares 15,000 Est. Cost $53.00 Unrealized —

AZZ AZZ INC 0.2%

Value $938K Shares 20,000 Est. Cost $36.74 Unrealized +5.5%

— FMC TECHNOLOGIES INC 0.2%

Value $937K Shares 20,000 Est. Cost $52.30 Unrealized —

F FORD MTR CO DEL 0.2%

Value $930K Shares 60,000 Est. Cost $8.37 Unrealized -2.5%

PAYX PAYCHEX INC 0.2%

Value $923K Shares 20,000 Est. Cost $29.49 Unrealized +11.7%

— BRIGGS & STRATTON CORP 0.2%

Value $919K Shares 45,000 Est. Cost $22.24 Unrealized —

— CHEMICAL FINL CORP 0.2%

Value $919K Shares 30,000 Est. Cost $32.47 Unrealized —

AFL AFLAC INC 0.2%

Value $916K Shares 15,000 Est. Cost $23.98 Unrealized -5.4%

PNC PNC FINL SVCS GROUP INC 0.2%

Value $912K Shares 10,000 Est. Cost $56.79 Unrealized +8.0%

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $910K Shares 13,571 Est. Cost $53.66 Unrealized -0.9%

FLR FLUOR CORP NEW 0.2%

Value $909K Shares 15,000 Est. Cost $69.22 Unrealized -18.2%

MUR MURPHY OIL CORP 0.2%

Value $909K Shares 18,000 Est. Cost $38.91 Unrealized -13.4%

CAG CONAGRA FOODS INC 0.2%

Value $907K Shares 25,000 Est. Cost $16.04 Unrealized +16.8%

MPC MARATHON PETE CORP 0.2%

Value $903K Shares 10,000 Est. Cost $30.73 Unrealized +2.0%

— STATE BK FINL CORP 0.2%

Value $899K Shares 45,000 Est. Cost $17.69 Unrealized —

AEP AMERICAN ELEC PWR INC 0.2%

Value $896K Shares 14,760 Est. Cost $31.83 Unrealized +21.2%

— DEALERTRACK TECHNOLOGIES INC 0.2%

Value $886K Shares 20,000 Est. Cost $49.20 Unrealized —

DE DEERE & CO 0.2%

Value $885K Shares 10,000 Est. Cost $70.10 Unrealized +0.7%

— ASPEN TECHNOLOGY INC 0.2%

Value $876K Shares 25,000 Est. Cost $42.36 Unrealized —

IRBTQ IROBOT CORP 0.2%

Value $868K Shares 25,000 Est. Cost $40.05 Unrealized -14.3%

— BBCN BANCORP INC 0.2%

Value $863K Shares 60,000 Est. Cost $17.13 Unrealized —

DHR DANAHER CORP DEL 0.2%

Value $857K Shares 10,000 Est. Cost $30.77 Unrealized +7.0%

INDB INDEPENDENT BANK CORP MASS 0.2%

Value $856K Shares 20,000 Est. Cost $26.89 Unrealized +7.7%

— LIFE TIME FITNESS INC 0.2%

Value $849K Shares 15,000 Est. Cost $48.13 Unrealized —

— NAVIGANT CONSULTING INC 0.2%

Value $845K Shares 55,000 Est. Cost $18.65 Unrealized —

— BAKER HUGHES INC 0.2%

Value $841K Shares 15,000 Est. Cost $65.00 Unrealized —

TRN TRINITY INDS INC 0.2%

Value $840K Shares 30,000 Est. Cost $18.24 Unrealized -5.6%

FFBC FIRST FINL BANCORP OH 0.2%

Value $837K Shares 45,000 Est. Cost $11.01 Unrealized +3.6%

SO SOUTHERN CO 0.2%

Value $835K Shares 17,000 Est. Cost $25.27 Unrealized +16.7%

— MYLAN INC 0.2%

Value $831K Shares 14,750 Est. Cost $48.81 Unrealized —

— ASHLAND INC NEW 0.2%

Value $822K Shares 6,860 Est. Cost $99.42 Unrealized —

BALL BALL CORP 0.2%

Value $818K Shares 12,000 Est. Cost $23.53 Unrealized +25.0%

— CENTURYLINK INC 0.2%

Value $813K Shares 20,550 Est. Cost $32.85 Unrealized —

— NIC INC 0.2%

Value $810K Shares 45,000 Est. Cost $19.31 Unrealized —

— SPECTRA ENERGY CORP 0.2%

Value $802K Shares 22,100 Est. Cost $36.92 Unrealized —

KSS KOHLS CORP 0.2%

Value $794K Shares 13,000 Est. Cost $53.60 Unrealized +7.8%

— CUBIC CORP 0.2%

Value $790K Shares 15,000 Est. Cost $51.07 Unrealized —

ADM ARCHER DANIELS MIDLAND CO 0.2%

Value $780K Shares 15,000 Est. Cost $29.33 Unrealized +22.8%

CVLT COMMVAULT SYSTEMS INC 0.2%

Value $775K Shares 15,000 Est. Cost $69.18 Unrealized -30.5%

— CARDTRONICS INC 0.2%

Value $772K Shares 20,000 Est. Cost $38.85 Unrealized —

— SYMANTEC CORP 0.2%

Value $770K Shares 30,000 Est. Cost $19.97 Unrealized —

— DRIL-QUIP INC 0.1%

Value $767K Shares 10,000 Est. Cost $112.10 Unrealized —

GCO GENESCO INC 0.1%

Value $766K Shares 10,000 Est. Cost $72.64 Unrealized +4.5%

HUBG HUB GROUP INC 0.1%

Value $762K Shares 20,000 Est. Cost $20.24 Unrealized -8.1%

— VERINT SYS INC 0.1%

Value $757K Shares 12,981 Est. Cost $46.91 Unrealized —

SCHW SCHWAB CHARLES CORP NEW 0.1%

Value $755K Shares 25,000 Est. Cost $22.70 Unrealized +9.5%

— AEGION CORP 0.1%

Value $744K Shares 40,000 Est. Cost $25.30 Unrealized —

— HESS CORP 0.1%

Value $738K Shares 10,000 Est. Cost $82.90 Unrealized —

KMI KINDER MORGAN INC DEL 0.1%

Value $730K Shares 17,265 Est. Cost $18.43 Unrealized +21.8%

— FINISH LINE INC 0.1%

Value $729K Shares 30,000 Est. Cost $27.10 Unrealized —

CDNS CADENCE DESIGN SYSTEM INC 0.1%

Value $726K Shares 38,250 Est. Cost $14.83 Unrealized +21.0%

APD AIR PRODS & CHEMS INC 0.1%

Value $721K Shares 5,000 Est. Cost $79.28 Unrealized +21.4%

COF CAPITAL ONE FINL CORP 0.1%

Value $721K Shares 8,733 Est. Cost $59.33 Unrealized +12.1%

KMT KENNAMETAL INC 0.1%

Value $716K Shares 20,000 Est. Cost $33.32 Unrealized -15.7%

WU WESTERN UN CO 0.1%

Value $716K Shares 40,000 Est. Cost $16.35 Unrealized —

NTGR NETGEAR INC 0.1%

Value $712K Shares 20,000 Est. Cost $20.77 Unrealized +1.0%

— THERAVANCE INC 0.1%

Value $708K Shares 50,000 Est. Cost $30.96 Unrealized —

BDX BECTON DICKINSON & CO 0.1%

Value $696K Shares 5,000 Est. Cost $91.42 Unrealized +18.0%

— ROCKWELL COLLINS INC 0.1%

Value $676K Shares 8,000 Est. Cost $79.63 Unrealized —

NTRS NORTHERN TR CORP 0.1%

Value $674K Shares 10,000 Est. Cost $45.55 Unrealized +8.8%

ABBV ABBVIE INC 0.1%

Value $654K Shares 10,000 Est. Cost $31.49 Unrealized +27.8%

— GREENHILL & CO INC 0.1%

Value $654K Shares 15,000 Est. Cost $52.00 Unrealized —

HLX HELIX ENERGY SOLUTIONS GRP I 0.1%

Value $651K Shares 30,000 Est. Cost $22.27 Unrealized +6.8%

PH PARKER HANNIFIN CORP 0.1%

Value $645K Shares 5,000 Est. Cost $98.49 Unrealized +3.6%

PNNT PENNANTPARK INVT CORP 0.1%

Value $636K Shares 66,710 Est. Cost $2.62 Unrealized +0.3%

DAR DARLING INGREDIENTS INC 0.1%

Value $636K Shares 35,000 Est. Cost $20.04 Unrealized -9.8%

— ARUBA NETWORKS INC 0.1%

Value $636K Shares 35,000 Est. Cost $18.74 Unrealized —

LUV SOUTHWEST AIRLS CO 0.1%

Value $635K Shares 15,000 Est. Cost $19.19 Unrealized +71.6%

— RTI INTL METALS INC 0.1%

Value $632K Shares 25,000 Est. Cost $27.80 Unrealized —

KIM KIMCO RLTY CORP 0.1%

Value $629K Shares 25,000 Est. Cost $12.11 Unrealized +18.5%

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value $626K Shares 5,000 Est. Cost $114.47 Unrealized +2.7%

— ORITANI FINL CORP DEL 0.1%

Value $616K Shares 40,000 Est. Cost $15.80 Unrealized —

MYE MYERS INDS INC 0.1%

Value $616K Shares 35,000 Est. Cost $13.73 Unrealized -17.6%

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $613K Shares 40,000 Est. Cost $11.24 Unrealized +1.8%

— XEROX CORP 0.1%

Value $610K Shares 44,000 Est. Cost $11.30 Unrealized —

EMN EASTMAN CHEM CO 0.1%

Value $607K Shares 8,000 Est. Cost $56.96 Unrealized -2.4%

HRB BLOCK H & R INC 0.1%

Value $606K Shares 18,000 Est. Cost $19.54 Unrealized +8.8%

NRG NRG ENERGY INC 0.1%

Value $606K Shares 22,496 Est. Cost $22.10 Unrealized +4.5%

RSG REPUBLIC SVCS INC 0.1%

Value $604K Shares 15,000 Est. Cost $26.51 Unrealized +20.7%

HAL HALLIBURTON CO 0.1%

Value $600K Shares 15,267 Est. Cost $42.79 Unrealized -8.2%

SLB SCHLUMBERGER LTD 0.1%

Value $595K Shares 6,966 Est. Cost $65.48 Unrealized +2.8%

XEL XCEL ENERGY INC 0.1%

Value $583K Shares 16,243 Est. Cost $19.89 Unrealized +18.5%

ACM AECOM TECHNOLOGY CORP DELAWA 0.1%

Value $573K Shares 18,879 Est. Cost $30.01 Unrealized 0.0%

— TENNECO INC 0.1%

Value $566K Shares 10,000 Est. Cost $58.10 Unrealized —

— MARATHON OIL CORP 0.1%

Value $566K Shares 20,000 Est. Cost $35.50 Unrealized —

— PICO HLDGS INC 0.1%

Value $566K Shares 30,000 Est. Cost $26.00 Unrealized —

— STAPLES INC 0.1%

Value $550K Shares 30,348 Est. Cost $11.34 Unrealized —

MTH MERITAGE HOMES CORP 0.1%

Value $540K Shares 15,000 Est. Cost $22.78 Unrealized -19.9%

GERN GERON CORP 0.1%

Value $537K Shares 165,000 Est. Cost $3.99 Unrealized -30.6%

MOH MOLINA HEALTHCARE INC 0.1%

Value $535K Shares 10,000 Est. Cost $36.85 Unrealized +31.4%

BSX BOSTON SCIENTIFIC CORP 0.1%

Value $530K Shares 40,000 Est. Cost $13.13 Unrealized -2.6%

— BABCOCK & WILCOX CO NEW 0.1%

Value $530K Shares 17,500 Est. Cost $33.20 Unrealized —

— FTD COS INC 0.1%

Value $522K Shares 15,000 Est. Cost $31.80 Unrealized —

KOP KOPPERS HOLDINGS INC 0.1%

Value $520K Shares 20,000 Est. Cost $38.65 Unrealized -23.0%

AVY AVERY DENNISON CORP 0.1%

Value $519K Shares 10,000 Est. Cost $39.54 Unrealized -2.8%

BXP BOSTON PROPERTIES INC 0.1%

Value $515K Shares 4,000 Est. Cost $66.97 Unrealized +18.3%

— ROVI CORP 0.1%

Value $492K Shares 21,758 Est. Cost $22.80 Unrealized —

— HAYNES INTERNATIONAL INC 0.1%

Value $485K Shares 10,000 Est. Cost $54.00 Unrealized —

— LEGG MASON INC 0.1%

Value $480K Shares 9,000 Est. Cost $49.00 Unrealized —

SNPS SYNOPSYS INC 0.1%

Value $467K Shares 10,742 Est. Cost $40.13 Unrealized +3.5%

— NEKTAR THERAPEUTICS 0.1%

Value $465K Shares 30,000 Est. Cost $12.13 Unrealized —

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $459K Shares 6,318 Est. Cost $26.27 Unrealized +89.8%

ABT ABBOTT LABS 0.1%

Value $450K Shares 10,000 Est. Cost $30.73 Unrealized +14.9%

— CAREFUSION CORP 0.1%

Value $445K Shares 7,500 Est. Cost $40.27 Unrealized —

— BOULDER BRANDS INC 0.1%

Value $442K Shares 40,000 Est. Cost $17.63 Unrealized —

C CITIGROUP INC 0.1%

Value $433K Shares 8,000 Est. Cost $37.07 Unrealized +6.7%

— HOSPIRA INC 0.1%

Value $429K Shares 7,000 Est. Cost $43.29 Unrealized —

NI NISOURCE INC 0.1%

Value $424K Shares 10,000 Est. Cost $9.34 Unrealized +22.9%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $417K Shares 10,000 Est. Cost $27.12 Unrealized +15.3%

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $414K Shares 10,000 Est. Cost $22.69 Unrealized +20.0%

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $399K Shares 7,439 Est. Cost $36.77 Unrealized +10.9%

— EARTHLINK HLDGS CORP 0.1%

Value $395K Shares 90,000 Est. Cost $3.61 Unrealized —

— OCWEN FINL CORP 0.1%

Value $393K Shares 26,000 Est. Cost $39.19 Unrealized —

KEYS KEYSIGHT TECHNOLOGIES INC 0.1%

Value $390K Shares 11,542 Est. Cost $32.07 Unrealized 0.0%

— PIER 1 IMPORTS INC 0.1%

Value $385K Shares 25,000 Est. Cost $18.88 Unrealized —

EXC EXELON CORP 0.1%

Value $378K Shares 10,200 Est. Cost $13.80 Unrealized +25.3%

CROX CROCS INC 0.1%

Value $375K Shares 30,000 Est. Cost $15.31 Unrealized -19.2%

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $375K Shares 3,333 Est. Cost $78.33 Unrealized +9.1%

— KANSAS CITY SOUTHERN 0.1%

Value $366K Shares 3,000 Est. Cost $102.00 Unrealized —

DOV DOVER CORP 0.1%

Value $359K Shares 5,000 Est. Cost $50.30 Unrealized +1.0%

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $355K Shares 6,666 Est. Cost $41.68 Unrealized -22.0%

CRUS CIRRUS LOGIC INC 0.1%

Value $354K Shares 15,000 Est. Cost $19.04 Unrealized +5.8%

— AUSPEX PHARMACEUTICALS INC 0.1%

Value $346K Shares 6,600 Est. Cost $52.42 Unrealized —

GTLS CHART INDS INC 0.1%

Value $342K Shares 10,000 Est. Cost $86.10 Unrealized -51.5%

— JUNIPER NETWORKS INC 0.1%

Value $335K Shares 15,000 Est. Cost $25.73 Unrealized —

— ROSETTA RESOURCES INC 0.1%

Value $335K Shares 15,000 Est. Cost $46.60 Unrealized —

EXPE EXPEDIA INC DEL 0.1%

Value $331K Shares 3,875 Est. Cost $67.77 Unrealized +17.8%

— OASIS PETE INC NEW 0.1%

Value $331K Shares 20,000 Est. Cost $41.75 Unrealized —

— WHITING PETE CORP NEW 0.1%

Value $321K Shares 9,735 Est. Cost $32.97 Unrealized —

— DENTSPLY INTL INC NEW 0.1%

Value $320K Shares 6,000 Est. Cost $46.00 Unrealized —

— INGERSOLL-RAND PLC 0.1%

Value $317K Shares 5,000 Est. Cost $57.20 Unrealized —

— ORBITAL SCIENCES CORP 0.1%

Value $312K Shares 11,603 Est. Cost $27.92 Unrealized —

MUSA MURPHY USA INC 0.1%

Value $310K Shares 4,500 Est. Cost $45.04 Unrealized +28.1%

EMR EMERSON ELEC CO 0.1%

Value $309K Shares 5,000 Est. Cost $47.79 Unrealized -2.9%

AIG AMERICAN INTL GROUP INC 0.1%

Value $308K Shares 5,500 Est. Cost $37.86 Unrealized +8.6%

HL HECLA MNG CO 0.1%

Value $307K Shares 110,000 Est. Cost $3.11 Unrealized -24.4%

— ELEVEN BIOTHERAPEUTICS INC 0.1%

Value $298K Shares 25,000 Est. Cost $16.24 Unrealized —

TRIP TRIPADVISOR INC 0.1%

Value $289K Shares 3,875 Est. Cost $81.07 Unrealized -14.4%

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $286K Shares 10,000 Est. Cost $25.47 Unrealized -2.8%

— ARRAY BIOPHARMA INC 0.1%

Value $284K Shares 60,000 Est. Cost $4.70 Unrealized —

MCY MERCURY GENL CORP NEW 0.1%

Value $283K Shares 5,000 Est. Cost $45.68 Unrealized +17.2%

NVRI HARSCO CORP 0.1%

Value $283K Shares 15,000 Est. Cost $24.55 Unrealized -20.7%

VTR VENTAS INC 0.1%

Value $282K Shares 3,933 Est. Cost $41.21 Unrealized +17.2%

— AOL INC 0.1%

Value $280K Shares 6,060 Est. Cost $43.73 Unrealized —

— ACCELERON PHARMA INC 0.1%

Value $273K Shares 7,000 Est. Cost $34.43 Unrealized —

— LINNCO LLC 0.1%

Value $261K Shares 25,200 Est. Cost $27.06 Unrealized —

— NABORS INDUSTRIES LTD 0.1%

Value $260K Shares 20,000 Est. Cost $24.65 Unrealized —

LNN LINDSAY CORP 0.1%

Value $257K Shares 3,000 Est. Cost $72.98 Unrealized +1.3%

NWSA NEWS CORP NEW 0.0%

Value $255K Shares 16,250 Est. Cost $15.19 Unrealized -11.2%

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $255K Shares 21,572 Est. Cost $10.62 Unrealized —

— DISCOVERY COMMUNICATNS NEW 0.0%

Value $253K Shares 7,500 Est. Cost $37.33 Unrealized —

RGA REINSURANCE GROUP AMER INC 0.0%

Value $248K Shares 2,829 Est. Cost $75.92 Unrealized +10.1%

— SCHULMAN A INC 0.0%

Value $243K Shares 6,000 Est. Cost $36.33 Unrealized —

CVCO CAVCO INDS INC DEL 0.0%

Value $238K Shares 3,000 Est. Cost $76.06 Unrealized -3.5%

— ALCOA INC 0.0%

Value $237K Shares 15,000 Est. Cost $12.87 Unrealized —

— IAC INTERACTIVECORP 0.0%

Value $236K Shares 3,875 Est. Cost $71.48 Unrealized —

PLD PROLOGIS INC 0.0%

Value $235K Shares 5,464 Est. Cost $27.64 Unrealized +6.6%

— QUALITY SYS INC 0.0%

Value $234K Shares 15,000 Est. Cost $16.87 Unrealized —

— ARQULE INC 0.0%

Value $232K Shares 190,000 Est. Cost $2.05 Unrealized —

— WEATHERFORD INTL PLC 0.0%

Value $229K Shares 20,000 Est. Cost $20.80 Unrealized —

— DREAMWORKS ANIMATION SKG INC 0.0%

Value $223K Shares 10,000 Est. Cost $26.60 Unrealized —

— ADTRAN INC 0.0%

Value $218K Shares 10,000 Est. Cost $24.40 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $215K Shares 10,000 Est. Cost $17.01 Unrealized +1.8%

— UNITED STATES STL CORP NEW 0.0%

Value $214K Shares 8,000 Est. Cost $27.63 Unrealized —

TBPH THERAVANCE BIOPHARMA INC 0.0%

Value $214K Shares 14,284 Est. Cost $27.05 Unrealized -35.6%

— WINDSTREAM HLDGS INC 0.0%

Value $213K Shares 25,848 Est. Cost $8.24 Unrealized —

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $213K Shares 15,087 Est. Cost $11.21 Unrealized -1.2%

NTAP NETAPP INC 0.0%

Value $207K Shares 5,000 Est. Cost $30.14 Unrealized +4.1%

MAN MANPOWERGROUP INC 0.0%

Value $205K Shares 3,000 Est. Cost $79.12 Unrealized -16.0%

— ASTORIA FINL CORP 0.0%

Value $200K Shares 15,000 Est. Cost $13.80 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $200K Shares 40,000 Est. Cost $10.39 Unrealized -41.9%

— WPX ENERGY INC 0.0%

Value $194K Shares 16,666 Est. Cost $18.00 Unrealized —

— COMVERSE INC 0.0%

Value $188K Shares 10,000 Est. Cost $34.60 Unrealized —

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $174K Shares 12,000 Est. Cost $10.36 Unrealized +16.5%

— CHICOS FAS INC 0.0%

Value $162K Shares 10,000 Est. Cost $16.00 Unrealized —

— UNITED ONLINE INC 0.0%

Value $156K Shares 10,714 Est. Cost $11.57 Unrealized —

FSS FEDERAL SIGNAL CORP 0.0%

Value $154K Shares 10,000 Est. Cost $11.92 Unrealized +7.1%

— AVON PRODS INC 0.0%

Value $141K Shares 15,000 Est. Cost $14.67 Unrealized —

FOLD AMICUS THERAPEUTICS INC 0.0%

Value $125K Shares 15,000 Est. Cost $2.50 Unrealized +174.5%

— KINDER MORGAN INC DEL 0.0%

Value $111K Shares 26,117 Est. Cost $1.76 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $104K Shares 15,602 Est. Cost $5.70 Unrealized —

— MCDERMOTT INTL INC 0.0%

Value $102K Shares 35,000 Est. Cost $7.83 Unrealized —

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $86,000 Shares 10,000 Est. Cost $7.90 Unrealized —

— PENNEY J C INC 0.0%

Value $81,000 Shares 12,500 Est. Cost $8.64 Unrealized —

— PROTALIX BIOTHERAPEUTICS INC 0.0%

Value $74,000 Shares 40,000 Est. Cost $4.58 Unrealized —

— ENERGY XXI LTD 0.0%

Value $65,000 Shares 20,000 Est. Cost $23.55 Unrealized —

— SPRINT CORP 0.0%

Value $62,000 Shares 15,000 Est. Cost $9.20 Unrealized —

— AK STL HLDG CORP 0.0%

Value $59,000 Shares 10,000 Est. Cost $7.20 Unrealized —

— CALIFORNIA RES CORP 0.0%

Value $55,000 Shares 10,000 Est. Cost $5.50 Unrealized —

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $45,000 Shares 17,000 Est. Cost $3.82 Unrealized -28.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	190,500	$21.03M	4.1%	$18.36	+31.2%	COM	037833100
XOM	EXXON MOBIL CORP	95,000	$8.783M	1.7%	$58.08	-0.1%	COM	30231G102
MSFT	MICROSOFT CORP	185,000	$8.593M	1.7%	$31.26	+27.6%	COM	594918104
JPM	JPMORGAN CHASE & CO	135,000	$8.448M	1.6%	$42.08	+6.2%	COM	46625H100
JNJ	JOHNSON & JOHNSON	70,000	$7.32M	1.4%	$66.63	+16.0%	COM	478160104
PG	PROCTER & GAMBLE CO	70,000	$6.376M	1.2%	$56.51	+14.3%	COM	742718109
WFC	WELLS FARGO & CO NEW	100,000	$5.482M	1.1%	$33.41	+16.0%	COM	949746101
MRK	MERCK & CO INC NEW	93,252	$5.296M	1.0%	$35.76	+10.0%	COM	58933Y105
CVX	CHEVRON CORP NEW	45,000	$5.048M	1.0%	$70.36	+0.2%	COM	166764100
PM	PHILIP MORRIS INTL INC	60,000	$4.887M	1.0%	$44.74	+10.0%	COM	718172109
DIS	DISNEY WALT CO	50,000	$4.71M	0.9%	$69.69	+16.7%	COM DISNEY	254687106
PFE	PFIZER INC	150,956	$4.702M	0.9%	$18.20	-1.3%	COM	717081103
AXP	AMERICAN EXPRESS CO	50,000	$4.652M	0.9%	$75.50	+1.2%	COM	025816109
ORCL	ORACLE CORP	100,000	$4.497M	0.9%	$31.98	+7.9%	COM	68389X105
—	ISIS PHARMACEUTICALS INC	70,000	$4.322M	0.8%	$36.96	—	COM	464330109
THC	TENET HEALTHCARE CORP	85,000	$4.307M	0.8%	$44.12	+18.5%	COM NEW	88033G407
CSCO	CISCO SYS INC	150,000	$4.172M	0.8%	$15.30	+19.6%	COM	17275R102
LOW	LOWES COS INC	60,000	$4.128M	0.8%	$39.01	+25.7%	COM	548661107
UNP	UNION PAC CORP	34,000	$4.05M	0.8%	$71.52	+25.1%	COM	907818108
INTC	INTEL CORP	110,000	$3.992M	0.8%	$18.67	+42.6%	COM	458140100
MO	ALTRIA GROUP INC	80,000	$3.942M	0.8%	$17.12	+38.8%	COM	02209S103
GILD	GILEAD SCIENCES INC	40,000	$3.77M	0.7%	$54.49	+31.9%	COM	375558103
USB	US BANCORP DEL	80,000	$3.596M	0.7%	$27.34	+6.5%	COM NEW	902973304
ALK	ALASKA AIR GROUP INC	60,000	$3.586M	0.7%	$39.91	+20.6%	COM	011659109
ALKS	ALKERMES PLC	60,000	$3.514M	0.7%	$47.58	+7.1%	SHS	G01767105
WMT	WAL-MART STORES INC	40,000	$3.435M	0.7%	$19.90	+9.7%	COM	931142103
TRV	TRAVELERS COMPANIES INC	32,443	$3.434M	0.7%	$64.62	+22.2%	COM	89417E109
MCD	MCDONALDS CORP	35,093	$3.288M	0.6%	$70.27	+0.4%	COM	580135101
BK	BANK NEW YORK MELLON CORP	80,038	$3.247M	0.6%	$24.75	+20.2%	COM	064058100
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$3.209M	0.6%	$109.22	-8.0%	COM	459200101
—	TIME WARNER INC	36,666	$3.132M	0.6%	$65.32	—	COM NEW	887317303
COP	CONOCOPHILLIPS	45,000	$3.108M	0.6%	$45.41	+7.6%	COM	20825C104
LLY	LILLY ELI & CO	45,000	$3.105M	0.6%	$44.54	+23.9%	COM	532457108
AMZN	AMAZON COM INC	10,000	$3.104M	0.6%	$18.56	-16.0%	COM	023135106
—	CORE MARK HOLDING CO INC	50,000	$3.097M	0.6%	$59.12	—	COM	218681104
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.041M	0.6%	$25.87	+6.9%	COM	92343V104
AMT	AMERICAN TOWER CORP NEW	30,000	$2.966M	0.6%	$61.59	+22.1%	COM	03027X100
GS	GOLDMAN SACHS GROUP INC	15,000	$2.907M	0.6%	$133.70	+12.8%	COM	38141G104
—	UNITED TECHNOLOGIES CORP	25,000	$2.875M	0.6%	$116.84	—	COM	913017109
COST	COSTCO WHSL CORP NEW	20,000	$2.835M	0.6%	$91.29	+19.9%	COM	22160K105
CL	COLGATE PALMOLIVE CO	40,000	$2.768M	0.5%	$47.90	+9.0%	COM	194162103
KO	COCA COLA CO	65,000	$2.744M	0.5%	$26.56	+13.2%	COM	191216100
—	COMCAST CORP NEW	45,000	$2.59M	0.5%	$48.78	—	CL A SPL	20030N200
—	TWENTY FIRST CENTY FOX INC	65,000	$2.496M	0.5%	$31.97	—	CL A	90130A101
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$2.45M	0.5%	$12.23	—	COM	458118106
—	MONSANTO CO NEW	20,000	$2.389M	0.5%	$113.75	—	COM	61166W101
ALL	ALLSTATE CORP	33,810	$2.375M	0.5%	$41.54	+24.4%	COM	020002101
—	AMERICAN EQTY INVT LIFE HLD	80,000	$2.335M	0.5%	$23.63	—	COM	025676206
PRU	PRUDENTIAL FINL INC	25,000	$2.262M	0.4%	$52.24	+1.7%	COM	744320102
AWR	AMERICAN STS WTR CO	60,000	$2.26M	0.4%	$23.08	+19.8%	COM	029899101
—	VIACOM INC NEW	30,000	$2.258M	0.4%	$85.00	—	CL B	92553P201
TROW	PRICE T ROWE GROUP INC	26,000	$2.232M	0.4%	$52.57	+2.2%	COM	74144T108
QCOM	QUALCOMM INC	30,000	$2.23M	0.4%	$54.02	-1.3%	COM	747525103
PEP	PEPSICO INC	23,251	$2.199M	0.4%	$56.86	+20.7%	COM	713448108
—	RAYTHEON CO	20,000	$2.163M	0.4%	$98.80	—	COM NEW	755111507
CYH	COMMUNITY HEALTH SYS INC NEW	40,000	$2.157M	0.4%	$33.03	+29.5%	COM	203668108
GAP	GAP INC DEL	50,000	$2.106M	0.4%	$27.08	-1.5%	COM	364760108
—	EMPIRE DIST ELEC CO	70,000	$2.082M	0.4%	$24.31	—	COM	291641108
—	DISCOVER FINL SVCS	31,350	$2.053M	0.4%	$58.18	—	COM	254709108
—	CHESAPEAKE LODGING TR	55,000	$2.047M	0.4%	$25.73	—	SH BEN INT	165240102
OXY	OCCIDENTAL PETE CORP DEL	25,000	$2.015M	0.4%	$62.47	-5.1%	COM	674599105
HON	HONEYWELL INTL INC	20,000	$1.998M	0.4%	$64.71	+5.5%	COM	438516106
—	PRAXAIR INC	15,000	$1.943M	0.4%	$131.00	—	COM	74005P104
TGT	TARGET CORP	25,000	$1.898M	0.4%	$41.65	+16.7%	COM	87612E106
ITW	ILLINOIS TOOL WKS INC	20,000	$1.894M	0.4%	$61.28	+14.4%	COM	452308109
SJM	SMUCKER J M CO	18,405	$1.859M	0.4%	$68.74	+6.1%	COM NEW	832696405
—	DU PONT E I DE NEMOURS & CO	25,000	$1.849M	0.4%	$67.12	—	COM	263534109
—	DOW CHEM CO	40,165	$1.832M	0.4%	$48.60	—	COM	260543103
INCY	INCYTE CORP	25,000	$1.828M	0.4%	$62.06	+5.3%	COM	45337C102
—	CELLDEX THERAPEUTICS INC NEW	100,000	$1.825M	0.4%	$17.67	—	COM	15117B103
YUM	YUM BRANDS INC	25,000	$1.821M	0.4%	$42.07	+0.4%	COM	988498101
AMAT	APPLIED MATLS INC	70,000	$1.744M	0.3%	$15.75	+24.7%	COM	038222105
CMCSA	COMCAST CORP NEW	30,000	$1.74M	0.3%	$19.96	+6.5%	CL A	20030N101
EPR	EPR PPTYS	30,000	$1.729M	0.3%	$53.40	—	COM SH BEN INT	26884U109
—	AMAG PHARMACEUTICALS INC	40,000	$1.704M	0.3%	$19.35	—	COM	00163U106
BAC	BANK AMER CORP	95,082	$1.701M	0.3%	$13.25	+2.2%	COM	060505104
—	HEARTWARE INTL INC	23,000	$1.689M	0.3%	$93.78	—	COM	422368100
MDLZ	MONDELEZ INTL INC	45,987	$1.67M	0.3%	$26.35	+7.8%	CL A	609207105
—	COLONY FINL INC	70,000	$1.667M	0.3%	$21.96	—	COM	19624R106
MCK	MCKESSON CORP	8,000	$1.661M	0.3%	$160.13	+16.7%	COM	58155Q103
CAR	AVIS BUDGET GROUP	25,000	$1.658M	0.3%	$40.83	+33.1%	COM	053774105
—	ANADARKO PETE CORP	20,000	$1.65M	0.3%	$84.75	—	COM	032511107
PTC	PTC INC	45,000	$1.649M	0.3%	$36.75	+0.7%	COM	69370C100
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$1.613M	0.3%	$11.02	+18.7%	COM	169656105
PSX	PHILLIPS 66	22,500	$1.613M	0.3%	$49.82	-1.3%	COM	718546104
—	ACTIVISION BLIZZARD INC	80,000	$1.612M	0.3%	$20.44	—	COM	00507V109
SEIC	SEI INVESTMENTS CO	40,000	$1.602M	0.3%	$29.39	+13.5%	COM	784117103
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$1.597M	0.3%	$44.55	+7.0%	COM	955306105
NSC	NORFOLK SOUTHERN CORP	14,500	$1.589M	0.3%	$71.41	+20.2%	COM	655844108
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.587M	0.3%	$35.93	+8.3%	COM	110122108
SWK	STANLEY BLACK & DECKER INC	16,375	$1.573M	0.3%	$59.39	+17.0%	COM	854502101
WMB	WILLIAMS COS INC DEL	35,000	$1.573M	0.3%	$20.92	+29.9%	COM	969457100
CNC	CENTENE CORP DEL	15,000	$1.558M	0.3%	$15.47	+50.8%	COM	15135B101
—	CHUBB CORP	15,000	$1.552M	0.3%	$89.33	—	COM	171232101
—	SENIOR HSG PPTYS TR	70,000	$1.548M	0.3%	$22.47	—	SH BEN INT	81721M109
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.545M	0.3%	$38.81	+16.5%	COM	571748102
BC	BRUNSWICK CORP	30,000	$1.538M	0.3%	$36.35	+7.2%	COM	117043109
—	WYNDHAM WORLDWIDE CORP	17,859	$1.532M	0.3%	$73.24	—	COM	98310W108
—	TIME WARNER CABLE INC	10,000	$1.521M	0.3%	$137.20	—	COM	88732J207
—	GENERAL ELECTRIC CO	60,000	$1.516M	0.3%	$25.88	—	COM	369604103
—	YAHOO INC	30,000	$1.515M	0.3%	$35.90	—	COM	984332106
T	AT&T INC	45,000	$1.512M	0.3%	$10.85	+8.8%	COM	00206R102
HEI	HEICO CORP NEW	25,000	$1.51M	0.3%	$29.73	-9.1%	COM	422806109
—	E M C CORP MASS	50,250	$1.494M	0.3%	$27.40	—	COM	268648102
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.493M	0.3%	$28.89	+6.5%	COM	440327104
NOC	NORTHROP GRUMMAN CORP	10,000	$1.474M	0.3%	$97.12	+17.6%	COM	666807102
BAX	BAXTER INTL INC	20,000	$1.466M	0.3%	$30.34	+6.4%	COM	071813109
—	ACTAVIS PLC	5,663	$1.458M	0.3%	$209.95	—	SHS	G0083B108
CVS	CVS HEALTH CORP	15,000	$1.445M	0.3%	$51.11	+26.1%	COM	126650100
—	MEDTRONIC INC	20,000	$1.444M	0.3%	$61.55	—	COM	585055106
KFY	KORN FERRY INTL	50,000	$1.438M	0.3%	$22.02	+5.7%	COM NEW	500643200
—	AETNA INC NEW	16,012	$1.422M	0.3%	$74.94	—	COM	00817Y108
—	ENLINK MIDSTREAM LLC	40,000	$1.422M	0.3%	$33.95	—	COM UNIT REP LTD	29336T100
—	POPEYES LA KITCHEN INC	25,000	$1.407M	0.3%	$40.64	—	COM	732872106
EBAY	EBAY INC	25,000	$1.403M	0.3%	$20.67	-2.3%	COM	278642103
—	ASSOCIATED ESTATES RLTY CORP	60,000	$1.393M	0.3%	$16.93	—	COM	045604105
GD	GENERAL DYNAMICS CORP	10,000	$1.376M	0.3%	$80.10	+33.6%	COM	369550108
AVB	AVALONBAY CMNTYS INC	8,407	$1.374M	0.3%	$84.84	+27.5%	COM	053484101
—	SEMGROUP CORP	20,000	$1.368M	0.3%	$65.70	—	CL A	81663A105
COR	AMERISOURCEBERGEN CORP	14,996	$1.352M	0.3%	$49.28	+27.4%	COM	03073E105
—	SOUTH ST CORP	20,000	$1.342M	0.3%	$55.90	—	COM	840441109
M	MACYS INC	20,000	$1.315M	0.3%	$55.60	+8.8%	COM	55616P104
—	BROADCOM CORP	30,000	$1.3M	0.3%	$31.47	—	CL A	111320107
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.296M	0.3%	$3.76	-10.0%	CL A	29382R107
—	REYNOLDS AMERICAN INC	20,000	$1.285M	0.3%	$53.40	—	COM	761713106
—	GLATFELTER	50,000	$1.279M	0.2%	$27.22	—	COM	377316104
SF	STIFEL FINL CORP	25,000	$1.276M	0.2%	$28.20	-0.3%	COM	860630102
—	CITRIX SYS INC	20,000	$1.276M	0.2%	$57.45	—	COM	177376100
NPO	ENPRO INDS INC	20,000	$1.255M	0.2%	$70.90	-11.2%	COM	29355X107
—	INFINERA CORPORATION	85,000	$1.251M	0.2%	$9.08	—	COM	45667G103
—	LAM RESEARCH CORP	15,625	$1.24M	0.2%	$54.99	—	COM	512807108
AZO	AUTOZONE INC	2,000	$1.238M	0.2%	$518.77	+8.7%	COM	053332102
PLXS	PLEXUS CORP	30,000	$1.236M	0.2%	$40.84	-4.5%	COM	729132100
—	CAVIUM INC	20,000	$1.236M	0.2%	$43.75	—	COM	14964U108
—	TRUSTCO BK CORP N Y	170,000	$1.234M	0.2%	$7.04	—	COM	898349105
MET	METLIFE INC	22,766	$1.231M	0.2%	$31.07	+5.5%	COM	59156R108
DUK	DUKE ENERGY CORP NEW	14,733	$1.231M	0.2%	$42.66	+19.5%	COM NEW	26441C204
—	MEAD JOHNSON NUTRITION CO	12,219	$1.228M	0.2%	$83.15	—	COM	582839106
ROG	ROGERS CORP	15,000	$1.222M	0.2%	$60.59	+10.1%	COM	775133101
MATW	MATTHEWS INTL CORP	25,000	$1.217M	0.2%	$31.38	+11.6%	CL A	577128101
EFX	EQUIFAX INC	15,000	$1.213M	0.2%	$62.16	+11.7%	COM	294429105
CAH	CARDINAL HEALTH INC	15,000	$1.211M	0.2%	$50.49	+15.1%	COM	14149Y108
—	HEWLETT PACKARD CO	30,000	$1.204M	0.2%	$32.37	—	COM	428236103
SYY	SYSCO CORP	30,000	$1.191M	0.2%	$26.11	+10.5%	COM	871829107
ZTS	ZOETIS INC	27,578	$1.187M	0.2%	$27.83	+33.7%	CL A	98978V103
—	PRIVATEBANCORP INC	35,000	$1.169M	0.2%	$30.51	—	COM	742962103
—	KNOLL INC	55,000	$1.164M	0.2%	$18.18	—	COM NEW	498904200
CLDT	CHATHAM LODGING TR	40,000	$1.159M	0.2%	$20.23	—	COM	16208T102
—	XENOPORT INC	130,000	$1.14M	0.2%	$5.17	—	COM	98411C100
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.128M	0.2%	$17.75	-2.5%	COM	595017104
—	CIMPRESS N V	15,000	$1.123M	0.2%	$74.87	—	SHS EURO	N20146101
RUSHA	RUSH ENTERPRISES INC	35,000	$1.122M	0.2%	$12.91	+18.7%	CL A	781846209
PPG	PPG INDS INC	4,850	$1.121M	0.2%	$77.19	+10.4%	COM	693506107
—	CELGENE CORP	10,000	$1.119M	0.2%	$112.75	—	COM	151020104
ROK	ROCKWELL AUTOMATION INC	10,000	$1.112M	0.2%	$93.82	-6.2%	COM	773903109
—	GOOGLE INC	2,080	$1.104M	0.2%	$1114.42	—	CL A	38259P508
OXM	OXFORD INDS INC	20,000	$1.104M	0.2%	$77.21	-21.0%	COM	691497309
EEFT	EURONET WORLDWIDE INC	20,000	$1.098M	0.2%	$41.47	+28.6%	COM	298736109
—	GOOGLE INC	2,080	$1.095M	0.2%	$575.48	—	CL C	38259P706
JBHT	HUNT J B TRANS SVCS INC	13,000	$1.095M	0.2%	$65.88	+8.7%	COM	445658107
OTTR	OTTER TAIL CORP	35,000	$1.084M	0.2%	$20.25	+3.3%	COM	689648103
EQR	EQUITY RESIDENTIAL	15,000	$1.078M	0.2%	$31.71	+25.8%	SH BEN INT	29476L107
WSO	WATSCO INC	10,000	$1.07M	0.2%	$96.52	+2.9%	COM	942622200
NEE	NEXTERA ENERGY INC	10,000	$1.063M	0.2%	$16.57	+14.0%	COM	65339F101
KLAC	KLA-TENCOR CORP	15,000	$1.055M	0.2%	$41.11	+26.6%	COM	482480100
MU	MICRON TECHNOLOGY INC	30,000	$1.05M	0.2%	$23.18	+39.4%	COM	595112103
HD	HOME DEPOT INC	10,000	$1.05M	0.2%	$60.23	+24.2%	COM	437076102
DVN	DEVON ENERGY CORP NEW	17,000	$1.041M	0.2%	$41.69	-1.3%	COM	25179M103
O	REALTY INCOME CORP	21,555	$1.028M	0.2%	$22.70	+16.0%	COM	756109104
HURN	HURON CONSULTING GROUP INC	15,000	$1.026M	0.2%	$65.04	+2.8%	COM	447462102
—	PALL CORP	10,000	$1.012M	0.2%	$89.50	—	COM	696429307
—	FORWARD AIR CORP	20,000	$1.007M	0.2%	$46.10	—	COM	349853101
SCSC	SCANSOURCE INC	25,000	$1.004M	0.2%	$39.39	-4.6%	COM	806037107
—	KAMAN CORP	25,000	$1.002M	0.2%	$40.68	—	COM	483548103
—	PINNACLE ENTMT INC	45,000	$1.001M	0.2%	$23.71	—	COM	723456109
KMX	CARMAX INC	15,000	$999K	0.2%	$46.71	+18.7%	COM	143130102
—	CAMERON INTERNATIONAL CORP	20,000	$999K	0.2%	$61.75	—	COM	13342B105
—	MEDIVATION INC	10,000	$996K	0.2%	$64.40	—	COM	58501N101
ENTG	ENTEGRIS INC	75,000	$991K	0.2%	$11.16	+10.1%	COM	29362U104
—	CHEMTURA CORP	40,000	$989K	0.2%	$25.30	—	COM NEW	163893209
—	DIGITAL RIV INC	40,000	$989K	0.2%	$17.43	—	COM	25388B104
WEX	WEX INC	10,000	$989K	0.2%	$91.59	+16.3%	COM	96208T104
WWD	WOODWARD INC	20,000	$985K	0.2%	$39.69	+15.7%	COM	980745103
DAN	DANA HLDG CORP	45,000	$978K	0.2%	$16.52	-1.8%	COM	235825205
—	PHARMACYCLICS INC	8,000	$978K	0.2%	$100.25	—	COM	716933106
UNM	UNUM GROUP	28,000	$977K	0.2%	$34.13	-1.1%	COM	91529Y106
—	CORESITE RLTY CORP	25,000	$976K	0.2%	$31.00	—	COM	21870Q105
—	CONSOLIDATED COMM HLDGS INC	35,000	$974K	0.2%	$20.00	—	COM	209034107
HTGC	HERCULES TECH GROWTH CAP INC	65,000	$967K	0.2%	$15.67	-3.7%	COM	427096508
KR	KROGER CO	15,000	$963K	0.2%	$15.90	+47.0%	COM	501044101
—	KRAFT FOODS GROUP INC	15,329	$961K	0.2%	$56.10	—	COM	50076Q106
NPKI	NEWPARK RES INC	100,000	$954K	0.2%	$11.44	-7.1%	COM PAR $.01NEW	651718504
PRGS	PROGRESS SOFTWARE CORP	35,000	$946K	0.2%	$23.95	+8.4%	COM	743312100
—	CABOT MICROELECTRONICS CORP	20,000	$946K	0.2%	$44.00	—	COM	12709P103
A	AGILENT TECHNOLOGIES INC	23,084	$945K	0.2%	$37.33	-1.4%	COM	00846U101
—	FARO TECHNOLOGIES INC	15,000	$940K	0.2%	$53.00	—	COM	311642102
AZZ	AZZ INC	20,000	$938K	0.2%	$36.74	+5.5%	COM	002474104
—	FMC TECHNOLOGIES INC	20,000	$937K	0.2%	$52.30	—	COM	30249U101
F	FORD MTR CO DEL	60,000	$930K	0.2%	$8.37	-2.5%	COM PAR $0.01	345370860
PAYX	PAYCHEX INC	20,000	$923K	0.2%	$29.49	+11.7%	COM	704326107
—	BRIGGS & STRATTON CORP	45,000	$919K	0.2%	$22.24	—	COM	109043109
—	CHEMICAL FINL CORP	30,000	$919K	0.2%	$32.47	—	COM	163731102
AFL	AFLAC INC	15,000	$916K	0.2%	$23.98	-5.4%	COM	001055102
PNC	PNC FINL SVCS GROUP INC	10,000	$912K	0.2%	$56.79	+8.0%	COM	693475105
MSI	MOTOROLA SOLUTIONS INC	13,571	$910K	0.2%	$53.66	-0.9%	COM NEW	620076307
FLR	FLUOR CORP NEW	15,000	$909K	0.2%	$69.22	-18.2%	COM	343412102
MUR	MURPHY OIL CORP	18,000	$909K	0.2%	$38.91	-13.4%	COM	626717102
CAG	CONAGRA FOODS INC	25,000	$907K	0.2%	$16.04	+16.8%	COM	205887102
MPC	MARATHON PETE CORP	10,000	$903K	0.2%	$30.73	+2.0%	COM	56585A102
—	STATE BK FINL CORP	45,000	$899K	0.2%	$17.69	—	COM	856190103
AEP	AMERICAN ELEC PWR INC	14,760	$896K	0.2%	$31.83	+21.2%	COM	025537101
—	DEALERTRACK TECHNOLOGIES INC	20,000	$886K	0.2%	$49.20	—	COM	242309102
DE	DEERE & CO	10,000	$885K	0.2%	$70.10	+0.7%	COM	244199105
—	ASPEN TECHNOLOGY INC	25,000	$876K	0.2%	$42.36	—	COM	045327103
IRBTQ	IROBOT CORP	25,000	$868K	0.2%	$40.05	-14.3%	COM	462726100
—	BBCN BANCORP INC	60,000	$863K	0.2%	$17.13	—	COM	073295107
DHR	DANAHER CORP DEL	10,000	$857K	0.2%	$30.77	+7.0%	COM	235851102
INDB	INDEPENDENT BANK CORP MASS	20,000	$856K	0.2%	$26.89	+7.7%	COM	453836108
—	LIFE TIME FITNESS INC	15,000	$849K	0.2%	$48.13	—	COM	53217R207
—	NAVIGANT CONSULTING INC	55,000	$845K	0.2%	$18.65	—	COM	63935N107
—	BAKER HUGHES INC	15,000	$841K	0.2%	$65.00	—	COM	057224107
TRN	TRINITY INDS INC	30,000	$840K	0.2%	$18.24	-5.6%	COM	896522109
FFBC	FIRST FINL BANCORP OH	45,000	$837K	0.2%	$11.01	+3.6%	COM	320209109
SO	SOUTHERN CO	17,000	$835K	0.2%	$25.27	+16.7%	COM	842587107
—	MYLAN INC	14,750	$831K	0.2%	$48.81	—	COM	628530107
—	ASHLAND INC NEW	6,860	$822K	0.2%	$99.42	—	COM	044209104
BALL	BALL CORP	12,000	$818K	0.2%	$23.53	+25.0%	COM	058498106
—	CENTURYLINK INC	20,550	$813K	0.2%	$32.85	—	COM	156700106
—	NIC INC	45,000	$810K	0.2%	$19.31	—	COM	62914B100
—	SPECTRA ENERGY CORP	22,100	$802K	0.2%	$36.92	—	COM	847560109
KSS	KOHLS CORP	13,000	$794K	0.2%	$53.60	+7.8%	COM	500255104
—	CUBIC CORP	15,000	$790K	0.2%	$51.07	—	COM	229669106
ADM	ARCHER DANIELS MIDLAND CO	15,000	$780K	0.2%	$29.33	+22.8%	COM	039483102
CVLT	COMMVAULT SYSTEMS INC	15,000	$775K	0.2%	$69.18	-30.5%	COM	204166102
—	CARDTRONICS INC	20,000	$772K	0.2%	$38.85	—	COM	14161H108
—	SYMANTEC CORP	30,000	$770K	0.2%	$19.97	—	COM	871503108
—	DRIL-QUIP INC	10,000	$767K	0.1%	$112.10	—	COM	262037104
GCO	GENESCO INC	10,000	$766K	0.1%	$72.64	+4.5%	COM	371532102
HUBG	HUB GROUP INC	20,000	$762K	0.1%	$20.24	-8.1%	CL A	443320106
—	VERINT SYS INC	12,981	$757K	0.1%	$46.91	—	COM	92343X100
SCHW	SCHWAB CHARLES CORP NEW	25,000	$755K	0.1%	$22.70	+9.5%	COM	808513105
—	AEGION CORP	40,000	$744K	0.1%	$25.30	—	COM	00770F104
—	HESS CORP	10,000	$738K	0.1%	$82.90	—	COM	42809H107
KMI	KINDER MORGAN INC DEL	17,265	$730K	0.1%	$18.43	+21.8%	COM	49456B101
—	FINISH LINE INC	30,000	$729K	0.1%	$27.10	—	CL A	317923100
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$726K	0.1%	$14.83	+21.0%	COM	127387108
APD	AIR PRODS & CHEMS INC	5,000	$721K	0.1%	$79.28	+21.4%	COM	009158106
COF	CAPITAL ONE FINL CORP	8,733	$721K	0.1%	$59.33	+12.1%	COM	14040H105
KMT	KENNAMETAL INC	20,000	$716K	0.1%	$33.32	-15.7%	COM	489170100
WU	WESTERN UN CO	40,000	$716K	0.1%	$16.35	—	COM	959802109
NTGR	NETGEAR INC	20,000	$712K	0.1%	$20.77	+1.0%	COM	64111Q104
—	THERAVANCE INC	50,000	$708K	0.1%	$30.96	—	COM	88338T104
BDX	BECTON DICKINSON & CO	5,000	$696K	0.1%	$91.42	+18.0%	COM	075887109
—	ROCKWELL COLLINS INC	8,000	$676K	0.1%	$79.63	—	COM	774341101
NTRS	NORTHERN TR CORP	10,000	$674K	0.1%	$45.55	+8.8%	COM	665859104
ABBV	ABBVIE INC	10,000	$654K	0.1%	$31.49	+27.8%	COM	00287Y109
—	GREENHILL & CO INC	15,000	$654K	0.1%	$52.00	—	COM	395259104
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$651K	0.1%	$22.27	+6.8%	COM	42330P107
PH	PARKER HANNIFIN CORP	5,000	$645K	0.1%	$98.49	+3.6%	COM	701094104
PNNT	PENNANTPARK INVT CORP	66,710	$636K	0.1%	$2.62	+0.3%	COM	708062104
DAR	DARLING INGREDIENTS INC	35,000	$636K	0.1%	$20.04	-9.8%	COM	237266101
—	ARUBA NETWORKS INC	35,000	$636K	0.1%	$18.74	—	COM	043176106
LUV	SOUTHWEST AIRLS CO	15,000	$635K	0.1%	$19.19	+71.6%	COM	844741108
—	RTI INTL METALS INC	25,000	$632K	0.1%	$27.80	—	COM	74973W107
KIM	KIMCO RLTY CORP	25,000	$629K	0.1%	$12.11	+18.5%	COM	49446R109
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$626K	0.1%	$114.47	+2.7%	COM	883556102
—	ORITANI FINL CORP DEL	40,000	$616K	0.1%	$15.80	—	COM	68633D103
MYE	MYERS INDS INC	35,000	$616K	0.1%	$13.73	-17.6%	COM	628464109
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$613K	0.1%	$11.24	+1.8%	COM CL A	46333X108
—	XEROX CORP	44,000	$610K	0.1%	$11.30	—	COM	984121103
EMN	EASTMAN CHEM CO	8,000	$607K	0.1%	$56.96	-2.4%	COM	277432100
HRB	BLOCK H & R INC	18,000	$606K	0.1%	$19.54	+8.8%	COM	093671105
NRG	NRG ENERGY INC	22,496	$606K	0.1%	$22.10	+4.5%	COM NEW	629377508
RSG	REPUBLIC SVCS INC	15,000	$604K	0.1%	$26.51	+20.7%	COM	760759100
HAL	HALLIBURTON CO	15,267	$600K	0.1%	$42.79	-8.2%	COM	406216101
SLB	SCHLUMBERGER LTD	6,966	$595K	0.1%	$65.48	+2.8%	COM	806857108
XEL	XCEL ENERGY INC	16,243	$583K	0.1%	$19.89	+18.5%	COM	98389B100
ACM	AECOM TECHNOLOGY CORP DELAWA	18,879	$573K	0.1%	$30.01	0.0%	COM	00766T100
—	TENNECO INC	10,000	$566K	0.1%	$58.10	—	COM	880349105
—	MARATHON OIL CORP	20,000	$566K	0.1%	$35.50	—	COM	565849106
—	PICO HLDGS INC	30,000	$566K	0.1%	$26.00	—	COM NEW	693366205
—	STAPLES INC	30,348	$550K	0.1%	$11.34	—	COM	855030102
MTH	MERITAGE HOMES CORP	15,000	$540K	0.1%	$22.78	-19.9%	COM	59001A102
GERN	GERON CORP	165,000	$537K	0.1%	$3.99	-30.6%	COM	374163103
MOH	MOLINA HEALTHCARE INC	10,000	$535K	0.1%	$36.85	+31.4%	COM	60855R100
BSX	BOSTON SCIENTIFIC CORP	40,000	$530K	0.1%	$13.13	-2.6%	COM	101137107
—	BABCOCK & WILCOX CO NEW	17,500	$530K	0.1%	$33.20	—	COM	05615F102
—	FTD COS INC	15,000	$522K	0.1%	$31.80	—	COM	30281V108
KOP	KOPPERS HOLDINGS INC	20,000	$520K	0.1%	$38.65	-23.0%	COM	50060P106
AVY	AVERY DENNISON CORP	10,000	$519K	0.1%	$39.54	-2.8%	COM	053611109
BXP	BOSTON PROPERTIES INC	4,000	$515K	0.1%	$66.97	+18.3%	COM	101121101
—	ROVI CORP	21,758	$492K	0.1%	$22.80	—	COM	779376102
—	HAYNES INTERNATIONAL INC	10,000	$485K	0.1%	$54.00	—	COM NEW	420877201
—	LEGG MASON INC	9,000	$480K	0.1%	$49.00	—	COM	524901105
SNPS	SYNOPSYS INC	10,742	$467K	0.1%	$40.13	+3.5%	COM	871607107
—	NEKTAR THERAPEUTICS	30,000	$465K	0.1%	$12.13	—	COM	640268108
SWKS	SKYWORKS SOLUTIONS INC	6,318	$459K	0.1%	$26.27	+89.8%	COM	83088M102
ABT	ABBOTT LABS	10,000	$450K	0.1%	$30.73	+14.9%	COM	002824100
—	CAREFUSION CORP	7,500	$445K	0.1%	$40.27	—	COM	14170T101
—	BOULDER BRANDS INC	40,000	$442K	0.1%	$17.63	—	COM	101405108
C	CITIGROUP INC	8,000	$433K	0.1%	$37.07	+6.7%	COM NEW	172967424
—	HOSPIRA INC	7,000	$429K	0.1%	$43.29	—	COM	441060100
NI	NISOURCE INC	10,000	$424K	0.1%	$9.34	+22.9%	COM	65473P105
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$417K	0.1%	$27.12	+15.3%	COM	416515104
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$414K	0.1%	$22.69	+20.0%	COM	744573106
AAL	AMERICAN AIRLS GROUP INC	7,439	$399K	0.1%	$36.77	+10.9%	COM	02376R102
—	EARTHLINK HLDGS CORP	90,000	$395K	0.1%	$3.61	—	COM	27033X101
—	OCWEN FINL CORP	26,000	$393K	0.1%	$39.19	—	COM NEW	675746309
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$390K	0.1%	$32.07	0.0%	COM	49338L103
—	PIER 1 IMPORTS INC	25,000	$385K	0.1%	$18.88	—	COM	720279108
EXC	EXELON CORP	10,200	$378K	0.1%	$13.80	+25.3%	COM	30161N101
CROX	CROCS INC	30,000	$375K	0.1%	$15.31	-19.2%	COM	227046109
HII	HUNTINGTON INGALLS INDS INC	3,333	$375K	0.1%	$78.33	+9.1%	COM	446413106
—	KANSAS CITY SOUTHERN	3,000	$366K	0.1%	$102.00	—	COM NEW	485170302
DOV	DOVER CORP	5,000	$359K	0.1%	$50.30	+1.0%	COM	260003108
LGND	LIGAND PHARMACEUTICALS INC	6,666	$355K	0.1%	$41.68	-22.0%	COM NEW	53220K504
CRUS	CIRRUS LOGIC INC	15,000	$354K	0.1%	$19.04	+5.8%	COM	172755100
—	AUSPEX PHARMACEUTICALS INC	6,600	$346K	0.1%	$52.42	—	COM	05211J102
GTLS	CHART INDS INC	10,000	$342K	0.1%	$86.10	-51.5%	COM PAR $0.01	16115Q308
—	JUNIPER NETWORKS INC	15,000	$335K	0.1%	$25.73	—	COM	48203R104
—	ROSETTA RESOURCES INC	15,000	$335K	0.1%	$46.60	—	COM	777779307
EXPE	EXPEDIA INC DEL	3,875	$331K	0.1%	$67.77	+17.8%	COM NEW	30212P303
—	OASIS PETE INC NEW	20,000	$331K	0.1%	$41.75	—	COM	674215108
—	WHITING PETE CORP NEW	9,735	$321K	0.1%	$32.97	—	COM	966387102
—	DENTSPLY INTL INC NEW	6,000	$320K	0.1%	$46.00	—	COM	249030107
—	INGERSOLL-RAND PLC	5,000	$317K	0.1%	$57.20	—	SHS	G47791101
—	ORBITAL SCIENCES CORP	11,603	$312K	0.1%	$27.92	—	COM	685564106
MUSA	MURPHY USA INC	4,500	$310K	0.1%	$45.04	+28.1%	COM	626755102
EMR	EMERSON ELEC CO	5,000	$309K	0.1%	$47.79	-2.9%	COM	291011104
AIG	AMERICAN INTL GROUP INC	5,500	$308K	0.1%	$37.86	+8.6%	COM NEW	026874784
HL	HECLA MNG CO	110,000	$307K	0.1%	$3.11	-24.4%	COM	422704106
—	ELEVEN BIOTHERAPEUTICS INC	25,000	$298K	0.1%	$16.24	—	COM	286221106
TRIP	TRIPADVISOR INC	3,875	$289K	0.1%	$81.07	-14.4%	COM	896945201
GT	GOODYEAR TIRE & RUBR CO	10,000	$286K	0.1%	$25.47	-2.8%	COM	382550101
—	ARRAY BIOPHARMA INC	60,000	$284K	0.1%	$4.70	—	COM	04269X105
MCY	MERCURY GENL CORP NEW	5,000	$283K	0.1%	$45.68	+17.2%	COM	589400100
NVRI	HARSCO CORP	15,000	$283K	0.1%	$24.55	-20.7%	COM	415864107
VTR	VENTAS INC	3,933	$282K	0.1%	$41.21	+17.2%	COM	92276F100
—	AOL INC	6,060	$280K	0.1%	$43.73	—	COM	00184X105
—	ACCELERON PHARMA INC	7,000	$273K	0.1%	$34.43	—	COM	00434H108
—	LINNCO LLC	25,200	$261K	0.1%	$27.06	—	COMSHS LTD INT	535782106
—	NABORS INDUSTRIES LTD	20,000	$260K	0.1%	$24.65	—	SHS	G6359F103
LNN	LINDSAY CORP	3,000	$257K	0.1%	$72.98	+1.3%	COM	535555106
NWSA	NEWS CORP NEW	16,250	$255K	0.0%	$15.19	-11.2%	CL A	65249B109
—	BROCADE COMMUNICATIONS SYS I	21,572	$255K	0.0%	$10.62	—	COM NEW	111621306
—	DISCOVERY COMMUNICATNS NEW	7,500	$253K	0.0%	$37.33	—	COM SER C	25470F302
RGA	REINSURANCE GROUP AMER INC	2,829	$248K	0.0%	$75.92	+10.1%	COM NEW	759351604
—	SCHULMAN A INC	6,000	$243K	0.0%	$36.33	—	COM	808194104
CVCO	CAVCO INDS INC DEL	3,000	$238K	0.0%	$76.06	-3.5%	COM	149568107
—	ALCOA INC	15,000	$237K	0.0%	$12.87	—	COM	013817101
—	IAC INTERACTIVECORP	3,875	$236K	0.0%	$71.48	—	COM PAR $.001	44919P508
PLD	PROLOGIS INC	5,464	$235K	0.0%	$27.64	+6.6%	COM	74340W103
—	QUALITY SYS INC	15,000	$234K	0.0%	$16.87	—	COM	747582104
—	ARQULE INC	190,000	$232K	0.0%	$2.05	—	COM	04269E107
—	WEATHERFORD INTL PLC	20,000	$229K	0.0%	$20.80	—	ORD SHS	G48833100
—	DREAMWORKS ANIMATION SKG INC	10,000	$223K	0.0%	$26.60	—	CL A	26153C103
—	ADTRAN INC	10,000	$218K	0.0%	$24.40	—	COM	00738A106
PHM	PULTE GROUP INC	10,000	$215K	0.0%	$17.01	+1.8%	COM	745867101
—	UNITED STATES STL CORP NEW	8,000	$214K	0.0%	$27.63	—	COM	912909108
TBPH	THERAVANCE BIOPHARMA INC	14,284	$214K	0.0%	$27.05	-35.6%	COM	G8807B106
—	WINDSTREAM HLDGS INC	25,848	$213K	0.0%	$8.24	—	COM	97382A101
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$213K	0.0%	$11.21	-1.2%	COM	928298108
NTAP	NETAPP INC	5,000	$207K	0.0%	$30.14	+4.1%	COM	64110D104
MAN	MANPOWERGROUP INC	3,000	$205K	0.0%	$79.12	-16.0%	COM	56418H100
—	ASTORIA FINL CORP	15,000	$200K	0.0%	$13.80	—	COM	046265104
CLNE	CLEAN ENERGY FUELS CORP	40,000	$200K	0.0%	$10.39	-41.9%	COM	184499101
—	WPX ENERGY INC	16,666	$194K	0.0%	$18.00	—	COM	98212B103
—	COMVERSE INC	10,000	$188K	0.0%	$34.60	—	COM	20585P105
KLIC	KULICKE & SOFFA INDS INC	12,000	$174K	0.0%	$10.36	+16.5%	COM	501242101
—	CHICOS FAS INC	10,000	$162K	0.0%	$16.00	—	COM	168615102
—	UNITED ONLINE INC	10,714	$156K	0.0%	$11.57	—	COM NEW	911268209
FSS	FEDERAL SIGNAL CORP	10,000	$154K	0.0%	$11.92	+7.1%	COM	313855108
—	AVON PRODS INC	15,000	$141K	0.0%	$14.67	—	COM	054303102
FOLD	AMICUS THERAPEUTICS INC	15,000	$125K	0.0%	$2.50	+174.5%	COM	03152W109
—	KINDER MORGAN INC DEL	26,117	$111K	0.0%	$1.76	—	*W EXP 05/25/201	49456B119
—	FRONTIER COMMUNICATIONS CORP	15,602	$104K	0.0%	$5.70	—	COM	35906A108
—	MCDERMOTT INTL INC	35,000	$102K	0.0%	$7.83	—	COM	580037109
—	AIR TRANSPORT SERVICES GRP I	10,000	$86,000	0.0%	$7.90	—	COM	00922R105
—	PENNEY J C INC	12,500	$81,000	0.0%	$8.64	—	COM	708160106
—	PROTALIX BIOTHERAPEUTICS INC	40,000	$74,000	0.0%	$4.58	—	COM	74365A101
—	ENERGY XXI LTD	20,000	$65,000	0.0%	$23.55	—	USD UNRS SHS	G10082140
—	SPRINT CORP	15,000	$62,000	0.0%	$9.20	—	COM SER 1	85207U105
—	AK STL HLDG CORP	10,000	$59,000	0.0%	$7.20	—	COM	001547108
—	CALIFORNIA RES CORP	10,000	$55,000	0.0%	$5.50	—	COM	13057Q107
AMD	ADVANCED MICRO DEVICES INC	17,000	$45,000	0.0%	$3.82	-28.0%	COM	007903107