NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 14, 2015

Total Value: $518M (100.0% shares, 0.0% debt)

Holdings (381)

AAPL APPLE INC 4.6%

Value $23.7M Shares 190,500 Est. Cost $18.36 Unrealized +46.2%

JPM JPMORGAN CHASE & CO 1.6%

Value $8.178M Shares 135,000 Est. Cost $42.08 Unrealized +5.2%

MSFT MICROSOFT CORP 1.5%

Value $7.521M Shares 185,000 Est. Cost $31.26 Unrealized +19.1%

JNJ JOHNSON & JOHNSON 1.4%

Value $7.042M Shares 70,000 Est. Cost $66.63 Unrealized +12.7%

XOM EXXON MOBIL CORP 1.1%

Value $5.95M Shares 70,000 Est. Cost $58.08 Unrealized -4.3%

PG PROCTER & GAMBLE CO 1.1%

Value $5.736M Shares 70,000 Est. Cost $56.51 Unrealized +12.5%

WFC WELLS FARGO & CO NEW 1.1%

Value $5.44M Shares 100,000 Est. Cost $33.41 Unrealized +19.3%

MRK MERCK & CO INC NEW 1.0%

Value $5.36M Shares 93,252 Est. Cost $35.76 Unrealized +12.7%

PFE PFIZER INC 1.0%

Value $5.252M Shares 150,956 Est. Cost $18.20 Unrealized +10.4%

DIS DISNEY WALT CO 1.0%

Value $5.245M Shares 50,000 Est. Cost $69.69 Unrealized +31.8%

PM PHILIP MORRIS INTL INC 0.9%

Value $4.52M Shares 60,000 Est. Cost $44.74 Unrealized +5.2%

LOW LOWES COS INC 0.9%

Value $4.463M Shares 60,000 Est. Cost $39.01 Unrealized +51.1%

— ISIS PHARMACEUTICALS INC 0.9%

Value $4.457M Shares 70,000 Est. Cost $36.96 Unrealized —

ORCL ORACLE CORP 0.8%

Value $4.315M Shares 100,000 Est. Cost $31.98 Unrealized +15.2%

THC TENET HEALTHCARE CORP 0.8%

Value $4.209M Shares 85,000 Est. Cost $44.12 Unrealized +5.9%

CSCO CISCO SYS INC 0.8%

Value $4.129M Shares 150,000 Est. Cost $15.30 Unrealized +31.4%

MO ALTRIA GROUP INC 0.8%

Value $4.002M Shares 80,000 Est. Cost $17.12 Unrealized +53.0%

ALK ALASKA AIR GROUP INC 0.8%

Value $3.971M Shares 60,000 Est. Cost $39.91 Unrealized +48.9%

GILD GILEAD SCIENCES INC 0.8%

Value $3.925M Shares 40,000 Est. Cost $54.49 Unrealized +29.5%

AXP AMERICAN EXPRESS CO 0.8%

Value $3.906M Shares 50,000 Est. Cost $75.50 Unrealized -5.9%

AMZN AMAZON COM INC 0.7%

Value $3.721M Shares 10,000 Est. Cost $18.56 Unrealized -5.3%

UNP UNION PAC CORP 0.7%

Value $3.683M Shares 34,000 Est. Cost $71.52 Unrealized +28.4%

CVX CHEVRON CORP NEW 0.7%

Value $3.674M Shares 35,000 Est. Cost $70.36 Unrealized -4.9%

ALKS ALKERMES PLC 0.7%

Value $3.658M Shares 60,000 Est. Cost $47.58 Unrealized +43.6%

TRV TRAVELERS COMPANIES INC 0.7%

Value $3.508M Shares 32,443 Est. Cost $64.62 Unrealized +30.0%

USB US BANCORP DEL 0.7%

Value $3.494M Shares 80,000 Est. Cost $27.34 Unrealized +9.0%

INTC INTEL CORP 0.7%

Value $3.44M Shares 110,000 Est. Cost $18.67 Unrealized +39.3%

MCD MCDONALDS CORP 0.7%

Value $3.419M Shares 35,093 Est. Cost $70.27 Unrealized +2.7%

WMT WAL-MART STORES INC 0.6%

Value $3.29M Shares 40,000 Est. Cost $19.90 Unrealized +15.8%

LLY LILLY ELI & CO 0.6%

Value $3.269M Shares 45,000 Est. Cost $44.54 Unrealized +31.6%

BK BANK NEW YORK MELLON CORP 0.6%

Value $3.221M Shares 80,038 Est. Cost $24.75 Unrealized +20.1%

— CORE MARK HOLDING CO INC 0.6%

Value $3.216M Shares 50,000 Est. Cost $59.12 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.6%

Value $3.21M Shares 20,000 Est. Cost $109.22 Unrealized -11.7%

VZ VERIZON COMMUNICATIONS INC 0.6%

Value $3.161M Shares 65,000 Est. Cost $25.87 Unrealized +6.7%

— TIME WARNER INC 0.6%

Value $3.096M Shares 36,666 Est. Cost $65.32 Unrealized —

COST COSTCO WHSL CORP NEW 0.6%

Value $3.03M Shares 20,000 Est. Cost $91.29 Unrealized +32.4%

— UNITED TECHNOLOGIES CORP 0.6%

Value $2.93M Shares 25,000 Est. Cost $116.84 Unrealized —

AMT AMERICAN TOWER CORP NEW 0.5%

Value $2.825M Shares 30,000 Est. Cost $61.59 Unrealized +21.2%

GS GOLDMAN SACHS GROUP INC 0.5%

Value $2.82M Shares 15,000 Est. Cost $133.70 Unrealized +12.0%

COP CONOCOPHILLIPS 0.5%

Value $2.802M Shares 45,000 Est. Cost $45.41 Unrealized +0.3%

— CELLDEX THERAPEUTICS INC NEW 0.5%

Value $2.787M Shares 100,000 Est. Cost $17.67 Unrealized —

CL COLGATE PALMOLIVE CO 0.5%

Value $2.774M Shares 40,000 Est. Cost $47.90 Unrealized +12.1%

KO COCA COLA CO 0.5%

Value $2.636M Shares 65,000 Est. Cost $26.56 Unrealized +11.5%

— BAKER HUGHES INC 0.5%

Value $2.543M Shares 40,000 Est. Cost $64.11 Unrealized —

— COMCAST CORP NEW 0.5%

Value $2.523M Shares 45,000 Est. Cost $48.78 Unrealized —

— INTEGRATED DEVICE TECHNOLOGY 0.5%

Value $2.503M Shares 125,000 Est. Cost $12.23 Unrealized —

ALL ALLSTATE CORP 0.5%

Value $2.406M Shares 33,810 Est. Cost $41.54 Unrealized +34.0%

AWR AMERICAN STS WTR CO 0.5%

Value $2.393M Shares 60,000 Est. Cost $23.08 Unrealized +39.2%

— AMERICAN EQTY INVT LIFE HLD 0.4%

Value $2.33M Shares 80,000 Est. Cost $23.63 Unrealized —

INCY INCYTE CORP 0.4%

Value $2.292M Shares 25,000 Est. Cost $62.06 Unrealized +33.2%

— MONSANTO CO NEW 0.4%

Value $2.251M Shares 20,000 Est. Cost $113.75 Unrealized —

PEP PEPSICO INC 0.4%

Value $2.223M Shares 23,251 Est. Cost $56.86 Unrealized +22.6%

— TWENTY FIRST CENTY FOX INC 0.4%

Value $2.2M Shares 65,000 Est. Cost $31.97 Unrealized —

— AMAG PHARMACEUTICALS INC 0.4%

Value $2.186M Shares 40,000 Est. Cost $19.35 Unrealized —

— RAYTHEON CO 0.4%

Value $2.185M Shares 20,000 Est. Cost $98.80 Unrealized —

GAP GAP INC DEL 0.4%

Value $2.167M Shares 50,000 Est. Cost $27.08 Unrealized +5.2%

SJM SMUCKER J M CO 0.4%

Value $2.13M Shares 18,405 Est. Cost $68.74 Unrealized +15.5%

CNC CENTENE CORP DEL 0.4%

Value $2.121M Shares 30,000 Est. Cost $22.77 Unrealized +32.0%

TROW PRICE T ROWE GROUP INC 0.4%

Value $2.105M Shares 26,000 Est. Cost $52.57 Unrealized +3.8%

CYH COMMUNITY HEALTH SYS INC NEW 0.4%

Value $2.091M Shares 40,000 Est. Cost $33.03 Unrealized +25.4%

HON HONEYWELL INTL INC 0.4%

Value $2.086M Shares 20,000 Est. Cost $64.71 Unrealized +12.8%

QCOM QUALCOMM INC 0.4%

Value $2.08M Shares 30,000 Est. Cost $54.02 Unrealized -4.4%

TGT TARGET CORP 0.4%

Value $2.052M Shares 25,000 Est. Cost $41.65 Unrealized +34.5%

— VIACOM INC NEW 0.4%

Value $2.049M Shares 30,000 Est. Cost $85.00 Unrealized —

— PHARMACYCLICS INC 0.4%

Value $2.048M Shares 8,000 Est. Cost $100.25 Unrealized —

— HEARTWARE INTL INC 0.4%

Value $2.019M Shares 23,000 Est. Cost $93.78 Unrealized —

PRU PRUDENTIAL FINL INC 0.4%

Value $2.008M Shares 25,000 Est. Cost $52.24 Unrealized -3.4%

YUM YUM BRANDS INC 0.4%

Value $1.968M Shares 25,000 Est. Cost $42.07 Unrealized +5.9%

ITW ILLINOIS TOOL WKS INC 0.4%

Value $1.943M Shares 20,000 Est. Cost $61.28 Unrealized +21.6%

— DOW CHEM CO 0.4%

Value $1.927M Shares 40,165 Est. Cost $48.60 Unrealized —

— CHESAPEAKE LODGING TR 0.4%

Value $1.861M Shares 55,000 Est. Cost $25.73 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.4%

Value $1.825M Shares 25,000 Est. Cost $62.47 Unrealized -10.7%

— ACTIVISION BLIZZARD INC 0.4%

Value $1.818M Shares 80,000 Est. Cost $20.44 Unrealized —

— COLONY FINL INC 0.4%

Value $1.814M Shares 70,000 Est. Cost $21.96 Unrealized —

— PRAXAIR INC 0.3%

Value $1.811M Shares 15,000 Est. Cost $131.00 Unrealized —

MCK MCKESSON CORP 0.3%

Value $1.81M Shares 8,000 Est. Cost $160.13 Unrealized +27.6%

WST WEST PHARMACEUTICAL SVSC INC 0.3%

Value $1.806M Shares 30,000 Est. Cost $44.55 Unrealized +14.3%

EPR EPR PPTYS 0.3%

Value $1.801M Shares 30,000 Est. Cost $53.40 Unrealized —

— DU PONT E I DE NEMOURS & CO 0.3%

Value $1.787M Shares 25,000 Est. Cost $67.12 Unrealized —

WMB WILLIAMS COS INC DEL 0.3%

Value $1.771M Shares 35,000 Est. Cost $20.92 Unrealized +19.3%

PSX PHILLIPS 66 0.3%

Value $1.769M Shares 22,500 Est. Cost $49.82 Unrealized -1.1%

— DISCOVER FINL SVCS 0.3%

Value $1.767M Shares 31,350 Est. Cost $58.18 Unrealized —

SEIC SEI INVESTMENTS CO 0.3%

Value $1.764M Shares 40,000 Est. Cost $29.39 Unrealized +25.0%

— EMPIRE DIST ELEC CO 0.3%

Value $1.737M Shares 70,000 Est. Cost $24.31 Unrealized —

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value $1.734M Shares 26,884 Est. Cost $35.93 Unrealized +21.0%

— AETNA INC NEW 0.3%

Value $1.706M Shares 16,012 Est. Cost $74.94 Unrealized —

COR AMERISOURCEBERGEN CORP 0.3%

Value $1.705M Shares 14,996 Est. Cost $49.28 Unrealized +50.0%

CMCSA COMCAST CORP NEW 0.3%

Value $1.694M Shares 30,000 Est. Cost $19.96 Unrealized +12.3%

— ACTAVIS PLC 0.3%

Value $1.685M Shares 5,663 Est. Cost $209.95 Unrealized —

— INFINERA CORPORATION 0.3%

Value $1.672M Shares 85,000 Est. Cost $9.08 Unrealized —

MDLZ MONDELEZ INTL INC 0.3%

Value $1.66M Shares 45,987 Est. Cost $26.35 Unrealized +7.5%

— ANADARKO PETE CORP 0.3%

Value $1.656M Shares 20,000 Est. Cost $84.75 Unrealized —

KFY KORN FERRY INTL 0.3%

Value $1.644M Shares 50,000 Est. Cost $22.02 Unrealized +17.9%

PTC PTC INC 0.3%

Value $1.628M Shares 45,000 Est. Cost $36.75 Unrealized -6.1%

— SEMGROUP CORP 0.3%

Value $1.627M Shares 20,000 Est. Cost $65.70 Unrealized —

— PINNACLE ENTMT INC 0.3%

Value $1.624M Shares 45,000 Est. Cost $23.71 Unrealized —

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.616M Shares 17,859 Est. Cost $73.24 Unrealized —

NOC NORTHROP GRUMMAN CORP 0.3%

Value $1.61M Shares 10,000 Est. Cost $97.12 Unrealized +37.8%

AMAT APPLIED MATLS INC 0.3%

Value $1.579M Shares 70,000 Est. Cost $15.75 Unrealized +32.9%

SWK STANLEY BLACK & DECKER INC 0.3%

Value $1.562M Shares 16,375 Est. Cost $59.39 Unrealized +22.1%

MDT MEDTRONIC PLC 0.3%

Value $1.56M Shares 20,000 Est. Cost $58.10 Unrealized 0.0%

— SENIOR HSG PPTYS TR 0.3%

Value $1.553M Shares 70,000 Est. Cost $22.47 Unrealized —

CVS CVS HEALTH CORP 0.3%

Value $1.548M Shares 15,000 Est. Cost $51.11 Unrealized +45.3%

BC BRUNSWICK CORP 0.3%

Value $1.544M Shares 30,000 Est. Cost $36.35 Unrealized +21.8%

HMN HORACE MANN EDUCATORS CORP N 0.3%

Value $1.539M Shares 45,000 Est. Cost $28.89 Unrealized +11.4%

CMG CHIPOTLE MEXICAN GRILL INC 0.3%

Value $1.533M Shares 2,356 Est. Cost $11.02 Unrealized +23.8%

HEI HEICO CORP NEW 0.3%

Value $1.527M Shares 25,000 Est. Cost $29.73 Unrealized +3.7%

— CHUBB CORP 0.3%

Value $1.517M Shares 15,000 Est. Cost $89.33 Unrealized —

MRSH MARSH & MCLENNAN COS INC 0.3%

Value $1.514M Shares 27,000 Est. Cost $38.81 Unrealized +20.3%

OXM OXFORD INDS INC 0.3%

Value $1.509M Shares 20,000 Est. Cost $77.21 Unrealized -27.1%

— TIME WARNER CABLE INC 0.3%

Value $1.499M Shares 10,000 Est. Cost $137.20 Unrealized —

— POPEYES LA KITCHEN INC 0.3%

Value $1.496M Shares 25,000 Est. Cost $40.64 Unrealized —

NSC NORFOLK SOUTHERN CORP 0.3%

Value $1.492M Shares 14,500 Est. Cost $71.41 Unrealized +17.9%

— GENERAL ELECTRIC CO 0.3%

Value $1.489M Shares 60,000 Est. Cost $25.88 Unrealized —

— ASSOCIATED ESTATES RLTY CORP 0.3%

Value $1.481M Shares 60,000 Est. Cost $16.93 Unrealized —

CAR AVIS BUDGET GROUP 0.3%

Value $1.475M Shares 25,000 Est. Cost $40.83 Unrealized +42.0%

T AT&T INC 0.3%

Value $1.469M Shares 45,000 Est. Cost $10.85 Unrealized +8.6%

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.465M Shares 8,407 Est. Cost $84.84 Unrealized +41.6%

BAC BANK AMER CORP 0.3%

Value $1.463M Shares 95,082 Est. Cost $13.25 Unrealized -3.8%

EBAY EBAY INC 0.3%

Value $1.442M Shares 25,000 Est. Cost $20.67 Unrealized +2.7%

— CAVIUM INC 0.3%

Value $1.416M Shares 20,000 Est. Cost $43.75 Unrealized —

EFX EQUIFAX INC 0.3%

Value $1.395M Shares 15,000 Est. Cost $62.16 Unrealized +28.6%

SF STIFEL FINL CORP 0.3%

Value $1.394M Shares 25,000 Est. Cost $28.20 Unrealized +8.8%

— REYNOLDS AMERICAN INC 0.3%

Value $1.378M Shares 20,000 Est. Cost $53.40 Unrealized —

— GLATFELTER 0.3%

Value $1.377M Shares 50,000 Est. Cost $27.22 Unrealized —

BAX BAXTER INTL INC 0.3%

Value $1.37M Shares 20,000 Est. Cost $30.34 Unrealized +4.3%

— SOUTH ST CORP 0.3%

Value $1.368M Shares 20,000 Est. Cost $55.90 Unrealized —

AZO AUTOZONE INC 0.3%

Value $1.364M Shares 2,000 Est. Cost $518.77 Unrealized +21.1%

GD GENERAL DYNAMICS CORP 0.3%

Value $1.357M Shares 10,000 Est. Cost $80.10 Unrealized +35.3%

CAH CARDINAL HEALTH INC 0.3%

Value $1.354M Shares 15,000 Est. Cost $50.49 Unrealized +26.1%

— KRAFT FOODS GROUP INC 0.3%

Value $1.335M Shares 15,329 Est. Cost $56.10 Unrealized —

— YAHOO INC 0.3%

Value $1.333M Shares 30,000 Est. Cost $35.90 Unrealized —

NPO ENPRO INDS INC 0.3%

Value $1.319M Shares 20,000 Est. Cost $70.90 Unrealized -9.7%

— ENLINK MIDSTREAM LLC 0.3%

Value $1.302M Shares 40,000 Est. Cost $33.95 Unrealized —

— BROADCOM CORP 0.3%

Value $1.299M Shares 30,000 Est. Cost $31.47 Unrealized —

M MACYS INC 0.3%

Value $1.298M Shares 20,000 Est. Cost $55.60 Unrealized +15.8%

— MEDIVATION INC 0.2%

Value $1.291M Shares 10,000 Est. Cost $64.40 Unrealized —

— KNOLL INC 0.2%

Value $1.289M Shares 55,000 Est. Cost $18.18 Unrealized —

MATW MATTHEWS INTL CORP 0.2%

Value $1.288M Shares 25,000 Est. Cost $31.38 Unrealized +18.1%

— E M C CORP MASS 0.2%

Value $1.284M Shares 50,250 Est. Cost $27.40 Unrealized —

— CITRIX SYS INC 0.2%

Value $1.277M Shares 20,000 Est. Cost $57.45 Unrealized —

ZTS ZOETIS INC 0.2%

Value $1.277M Shares 27,578 Est. Cost $27.83 Unrealized +48.9%

EVC ENTRAVISION COMMUNICATIONS C 0.2%

Value $1.266M Shares 200,000 Est. Cost $3.76 Unrealized +6.0%

— CIMPRESS N V 0.2%

Value $1.266M Shares 15,000 Est. Cost $74.87 Unrealized —

WSO WATSCO INC 0.2%

Value $1.257M Shares 10,000 Est. Cost $96.52 Unrealized +18.9%

ROG ROGERS CORP 0.2%

Value $1.233M Shares 15,000 Est. Cost $60.59 Unrealized +29.7%

— PRIVATEBANCORP INC 0.2%

Value $1.231M Shares 35,000 Est. Cost $30.51 Unrealized —

— MEAD JOHNSON NUTRITION CO 0.2%

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

MCHP MICROCHIP TECHNOLOGY INC 0.2%

Value $1.223M Shares 25,000 Est. Cost $17.75 Unrealized +8.9%

PLXS PLEXUS CORP 0.2%

Value $1.223M Shares 30,000 Est. Cost $40.84 Unrealized -1.9%

— CORESITE RLTY CORP 0.2%

Value $1.217M Shares 25,000 Est. Cost $31.00 Unrealized —

CLDT CHATHAM LODGING TR 0.2%

Value $1.176M Shares 40,000 Est. Cost $20.23 Unrealized —

EEFT EURONET WORLDWIDE INC 0.2%

Value $1.175M Shares 20,000 Est. Cost $41.47 Unrealized +27.7%

— TRUSTCO BK CORP N Y 0.2%

Value $1.17M Shares 170,000 Est. Cost $7.04 Unrealized —

EQR EQUITY RESIDENTIAL 0.2%

Value $1.168M Shares 15,000 Est. Cost $31.71 Unrealized +42.9%

ROK ROCKWELL AUTOMATION INC 0.2%

Value $1.16M Shares 10,000 Est. Cost $93.82 Unrealized -3.3%

— GOOGLE INC 0.2%

Value $1.154M Shares 2,080 Est. Cost $1114.42 Unrealized —

— CELGENE CORP 0.2%

Value $1.153M Shares 10,000 Est. Cost $112.75 Unrealized —

MET METLIFE INC 0.2%

Value $1.151M Shares 22,766 Est. Cost $31.07 Unrealized +0.5%

KR KROGER CO 0.2%

Value $1.15M Shares 15,000 Est. Cost $15.90 Unrealized +81.8%

— GOOGLE INC 0.2%

Value $1.14M Shares 2,080 Est. Cost $575.48 Unrealized —

HD HOME DEPOT INC 0.2%

Value $1.136M Shares 10,000 Est. Cost $60.23 Unrealized +41.7%

SYY SYSCO CORP 0.2%

Value $1.132M Shares 30,000 Est. Cost $26.11 Unrealized +13.2%

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.131M Shares 14,733 Est. Cost $42.66 Unrealized +21.4%

OTTR OTTER TAIL CORP 0.2%

Value $1.126M Shares 35,000 Est. Cost $20.25 Unrealized +12.5%

O REALTY INCOME CORP 0.2%

Value $1.112M Shares 21,555 Est. Cost $22.70 Unrealized +32.5%

JBHT HUNT J B TRANS SVCS INC 0.2%

Value $1.11M Shares 13,000 Est. Cost $65.88 Unrealized +14.5%

— LAM RESEARCH CORP 0.2%

Value $1.097M Shares 15,625 Est. Cost $54.99 Unrealized —

PPG PPG INDS INC 0.2%

Value $1.094M Shares 4,850 Est. Cost $77.19 Unrealized +22.3%

— CHEMTURA CORP 0.2%

Value $1.092M Shares 40,000 Est. Cost $25.30 Unrealized —

— FORWARD AIR CORP 0.2%

Value $1.086M Shares 20,000 Est. Cost $46.10 Unrealized —

WEX WEX INC 0.2%

Value $1.074M Shares 10,000 Est. Cost $91.59 Unrealized +10.1%

TRN TRINITY INDS INC 0.2%

Value $1.065M Shares 30,000 Est. Cost $18.24 Unrealized -14.1%

— LIFE TIME FITNESS INC 0.2%

Value $1.064M Shares 15,000 Est. Cost $48.13 Unrealized —

— KAMAN CORP 0.2%

Value $1.061M Shares 25,000 Est. Cost $40.68 Unrealized —

NEE NEXTERA ENERGY INC 0.2%

Value $1.041M Shares 10,000 Est. Cost $16.57 Unrealized +19.9%

KMX CARMAX INC 0.2%

Value $1.035M Shares 15,000 Est. Cost $46.71 Unrealized +39.6%

ENTG ENTEGRIS INC 0.2%

Value $1.027M Shares 75,000 Est. Cost $11.16 Unrealized +13.1%

DVN DEVON ENERGY CORP NEW 0.2%

Value $1.025M Shares 17,000 Est. Cost $41.69 Unrealized -0.3%

MPC MARATHON PETE CORP 0.2%

Value $1.024M Shares 10,000 Est. Cost $30.73 Unrealized +11.9%

WWD WOODWARD INC 0.2%

Value $1.02M Shares 20,000 Est. Cost $39.69 Unrealized +11.7%

KSS KOHLS CORP 0.2%

Value $1.017M Shares 13,000 Est. Cost $53.60 Unrealized +27.0%

SCSC SCANSOURCE INC 0.2%

Value $1.016M Shares 25,000 Est. Cost $39.39 Unrealized -3.8%

— PALL CORP 0.2%

Value $1.004M Shares 10,000 Est. Cost $89.50 Unrealized —

— CABOT MICROELECTRONICS CORP 0.2%

Value $999K Shares 20,000 Est. Cost $44.00 Unrealized —

HURN HURON CONSULTING GROUP INC 0.2%

Value $992K Shares 15,000 Est. Cost $65.04 Unrealized +7.9%

PAYX PAYCHEX INC 0.2%

Value $992K Shares 20,000 Est. Cost $29.49 Unrealized +18.5%

F FORD MTR CO DEL 0.2%

Value $968K Shares 60,000 Est. Cost $8.37 Unrealized +5.5%

— ASPEN TECHNOLOGY INC 0.2%

Value $962K Shares 25,000 Est. Cost $42.36 Unrealized —

AFL AFLAC INC 0.2%

Value $960K Shares 15,000 Est. Cost $23.98 Unrealized -1.6%

A AGILENT TECHNOLOGIES INC 0.2%

Value $959K Shares 23,084 Est. Cost $37.33 Unrealized -0.8%

RUSHA RUSH ENTERPRISES INC 0.2%

Value $958K Shares 35,000 Est. Cost $12.91 Unrealized -2.0%

DAN DANA HLDG CORP 0.2%

Value $952K Shares 45,000 Est. Cost $16.52 Unrealized +5.1%

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $951K Shares 35,000 Est. Cost $23.95 Unrealized +10.5%

— STATE BK FINL CORP 0.2%

Value $945K Shares 45,000 Est. Cost $17.69 Unrealized —

UNM UNUM GROUP 0.2%

Value $944K Shares 28,000 Est. Cost $34.13 Unrealized -2.8%

— CHEMICAL FINL CORP 0.2%

Value $941K Shares 30,000 Est. Cost $32.47 Unrealized —

— HEWLETT PACKARD CO 0.2%

Value $935K Shares 30,000 Est. Cost $32.37 Unrealized —

AZZ AZZ INC 0.2%

Value $932K Shares 20,000 Est. Cost $36.74 Unrealized +3.4%

PNC PNC FINL SVCS GROUP INC 0.2%

Value $932K Shares 10,000 Est. Cost $56.79 Unrealized +13.2%

— FARO TECHNOLOGIES INC 0.2%

Value $932K Shares 15,000 Est. Cost $53.00 Unrealized —

— XENOPORT INC 0.2%

Value $926K Shares 130,000 Est. Cost $5.17 Unrealized —

— BRIGGS & STRATTON CORP 0.2%

Value $924K Shares 45,000 Est. Cost $22.24 Unrealized —

CAG CONAGRA FOODS INC 0.2%

Value $913K Shares 25,000 Est. Cost $16.04 Unrealized +18.4%

NPKI NEWPARK RES INC 0.2%

Value $911K Shares 100,000 Est. Cost $11.44 Unrealized -20.1%

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $905K Shares 13,571 Est. Cost $53.66 Unrealized +3.3%

— CAMERON INTERNATIONAL CORP 0.2%

Value $902K Shares 20,000 Est. Cost $61.75 Unrealized —

— RTI INTL METALS INC 0.2%

Value $898K Shares 25,000 Est. Cost $27.80 Unrealized —

INDB INDEPENDENT BANK CORP MASS 0.2%

Value $877K Shares 20,000 Est. Cost $26.89 Unrealized +12.7%

DE DEERE & CO 0.2%

Value $877K Shares 10,000 Est. Cost $70.10 Unrealized +4.2%

HTGC HERCULES TECH GROWTH CAP INC 0.2%

Value $876K Shares 65,000 Est. Cost $15.67 Unrealized -6.5%

— MYLAN N V 0.2%

Value $875K Shares 14,750 Est. Cost $59.32 Unrealized —

KLAC KLA-TENCOR CORP 0.2%

Value $874K Shares 15,000 Est. Cost $41.11 Unrealized +26.5%

— ASHLAND INC NEW 0.2%

Value $873K Shares 6,860 Est. Cost $99.42 Unrealized —

— BBCN BANCORP INC 0.2%

Value $868K Shares 60,000 Est. Cost $17.13 Unrealized —

— ARUBA NETWORKS INC 0.2%

Value $857K Shares 35,000 Est. Cost $18.74 Unrealized —

FLR FLUOR CORP NEW 0.2%

Value $857K Shares 15,000 Est. Cost $69.22 Unrealized -26.2%

DHR DANAHER CORP DEL 0.2%

Value $849K Shares 10,000 Est. Cost $30.77 Unrealized +13.3%

BALL BALL CORP 0.2%

Value $848K Shares 12,000 Est. Cost $23.53 Unrealized +31.6%

MUR MURPHY OIL CORP 0.2%

Value $839K Shares 18,000 Est. Cost $38.91 Unrealized -17.7%

WU WESTERN UN CO 0.2%

Value $832K Shares 40,000 Est. Cost $16.35 Unrealized —

AEP AMERICAN ELEC PWR INC 0.2%

Value $830K Shares 14,760 Est. Cost $31.83 Unrealized +26.7%

IRBTQ IROBOT CORP 0.2%

Value $816K Shares 25,000 Est. Cost $40.05 Unrealized -19.0%

MU MICRON TECHNOLOGY INC 0.2%

Value $814K Shares 30,000 Est. Cost $23.18 Unrealized +25.8%

— VERINT SYS INC 0.2%

Value $804K Shares 12,981 Est. Cost $46.91 Unrealized —

BDX BECTON DICKINSON & CO 0.2%

Value $802K Shares 5,582 Est. Cost $94.25 Unrealized +25.8%

FFBC FIRST FINL BANCORP OH 0.2%

Value $801K Shares 45,000 Est. Cost $11.01 Unrealized +5.3%

— SPECTRA ENERGY CORP 0.2%

Value $799K Shares 22,100 Est. Cost $36.92 Unrealized —

— NIC INC 0.2%

Value $795K Shares 45,000 Est. Cost $19.31 Unrealized —

HUBG HUB GROUP INC 0.2%

Value $786K Shares 20,000 Est. Cost $20.24 Unrealized -6.9%

— THERAVANCE INC 0.2%

Value $786K Shares 50,000 Est. Cost $30.96 Unrealized —

— CUBIC CORP 0.2%

Value $777K Shares 15,000 Est. Cost $51.07 Unrealized —

— ROCKWELL COLLINS INC 0.1%

Value $772K Shares 8,000 Est. Cost $79.63 Unrealized —

— DEALERTRACK TECHNOLOGIES INC 0.1%

Value $770K Shares 20,000 Est. Cost $49.20 Unrealized —

SCHW SCHWAB CHARLES CORP NEW 0.1%

Value $761K Shares 25,000 Est. Cost $22.70 Unrealized +11.9%

APD AIR PRODS & CHEMS INC 0.1%

Value $756K Shares 5,000 Est. Cost $79.28 Unrealized +33.5%

SO SOUTHERN CO 0.1%

Value $753K Shares 17,000 Est. Cost $25.27 Unrealized +18.5%

— CARDTRONICS INC 0.1%

Value $752K Shares 20,000 Est. Cost $38.85 Unrealized —

— FMC TECHNOLOGIES INC 0.1%

Value $740K Shares 20,000 Est. Cost $52.30 Unrealized —

— FINISH LINE INC 0.1%

Value $736K Shares 30,000 Est. Cost $27.10 Unrealized —

MTH MERITAGE HOMES CORP 0.1%

Value $730K Shares 15,000 Est. Cost $22.78 Unrealized -11.3%

KMI KINDER MORGAN INC DEL 0.1%

Value $726K Shares 17,265 Est. Cost $18.43 Unrealized +29.5%

— AEGION CORP 0.1%

Value $722K Shares 40,000 Est. Cost $25.30 Unrealized —

— CONSOLIDATED COMM HLDGS INC 0.1%

Value $714K Shares 35,000 Est. Cost $20.00 Unrealized —

— NAVIGANT CONSULTING INC 0.1%

Value $713K Shares 55,000 Est. Cost $18.65 Unrealized —

GCO GENESCO INC 0.1%

Value $712K Shares 10,000 Est. Cost $72.64 Unrealized -0.2%

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $711K Shares 15,000 Est. Cost $29.33 Unrealized +17.9%

BSX BOSTON SCIENTIFIC CORP 0.1%

Value $710K Shares 40,000 Est. Cost $13.13 Unrealized +20.4%

— CENTURYLINK INC 0.1%

Value $710K Shares 20,550 Est. Cost $32.85 Unrealized —

CDNS CADENCE DESIGN SYSTEM INC 0.1%

Value $705K Shares 38,250 Est. Cost $14.83 Unrealized +22.8%

— SYMANTEC CORP 0.1%

Value $701K Shares 30,000 Est. Cost $19.97 Unrealized —

NTRS NORTHERN TR CORP 0.1%

Value $697K Shares 10,000 Est. Cost $45.55 Unrealized +12.3%

COF CAPITAL ONE FINL CORP 0.1%

Value $688K Shares 8,733 Est. Cost $59.33 Unrealized +8.8%

— DRIL-QUIP INC 0.1%

Value $684K Shares 10,000 Est. Cost $112.10 Unrealized —

— HESS CORP 0.1%

Value $679K Shares 10,000 Est. Cost $82.90 Unrealized —

KMT KENNAMETAL INC 0.1%

Value $674K Shares 20,000 Est. Cost $33.32 Unrealized -24.9%

MOH MOLINA HEALTHCARE INC 0.1%

Value $673K Shares 10,000 Est. Cost $36.85 Unrealized +56.8%

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value $672K Shares 5,000 Est. Cost $114.47 Unrealized +9.0%

KIM KIMCO RLTY CORP 0.1%

Value $671K Shares 25,000 Est. Cost $12.11 Unrealized +31.2%

HAL HALLIBURTON CO 0.1%

Value $670K Shares 15,267 Est. Cost $42.79 Unrealized -21.0%

LUV SOUTHWEST AIRLS CO 0.1%

Value $665K Shares 15,000 Est. Cost $19.19 Unrealized +101.2%

— AUSPEX PHARMACEUTICALS INC 0.1%

Value $662K Shares 6,600 Est. Cost $52.42 Unrealized —

NTGR NETGEAR INC 0.1%

Value $658K Shares 20,000 Est. Cost $20.77 Unrealized -1.0%

CVLT COMMVAULT SYSTEMS INC 0.1%

Value $656K Shares 15,000 Est. Cost $69.18 Unrealized -33.4%

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $640K Shares 40,000 Est. Cost $11.24 Unrealized +16.7%

GERN GERON CORP 0.1%

Value $622K Shares 165,000 Est. Cost $3.99 Unrealized -14.8%

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $621K Shares 6,318 Est. Cost $26.27 Unrealized +161.6%

— HOSPIRA INC 0.1%

Value $615K Shares 7,000 Est. Cost $43.29 Unrealized —

MYE MYERS INDS INC 0.1%

Value $614K Shares 35,000 Est. Cost $13.73 Unrealized -9.6%

RSG REPUBLIC SVCS INC 0.1%

Value $608K Shares 15,000 Est. Cost $26.51 Unrealized +26.3%

PNNT PENNANTPARK INVT CORP 0.1%

Value $604K Shares 66,710 Est. Cost $2.62 Unrealized -9.2%

— GREENHILL & CO INC 0.1%

Value $595K Shares 15,000 Est. Cost $52.00 Unrealized —

PH PARKER HANNIFIN CORP 0.1%

Value $594K Shares 5,000 Est. Cost $98.49 Unrealized +2.8%

ABBV ABBVIE INC 0.1%

Value $585K Shares 10,000 Est. Cost $31.49 Unrealized +23.3%

— ORITANI FINL CORP DEL 0.1%

Value $582K Shares 40,000 Est. Cost $15.80 Unrealized —

Value $582K Shares 18,879 Est. Cost $30.01 Unrealized -8.6%

SLB SCHLUMBERGER LTD 0.1%

Value $581K Shares 6,966 Est. Cost $65.48 Unrealized -6.3%

HRB BLOCK H & R INC 0.1%

Value $577K Shares 18,000 Est. Cost $19.54 Unrealized +14.4%

— TENNECO INC 0.1%

Value $574K Shares 10,000 Est. Cost $58.10 Unrealized —

NRG NRG ENERGY INC 0.1%

Value $567K Shares 22,496 Est. Cost $22.10 Unrealized -10.3%

— XEROX CORP 0.1%

Value $565K Shares 44,000 Est. Cost $11.30 Unrealized —

XEL XCEL ENERGY INC 0.1%

Value $565K Shares 16,243 Est. Cost $19.89 Unrealized +27.4%

— BABCOCK & WILCOX CO NEW 0.1%

Value $562K Shares 17,500 Est. Cost $33.20 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value $562K Shares 4,000 Est. Cost $66.97 Unrealized +35.3%

EMN EASTMAN CHEM CO 0.1%

Value $554K Shares 8,000 Est. Cost $56.96 Unrealized -10.3%

AVY AVERY DENNISON CORP 0.1%

Value $529K Shares 10,000 Est. Cost $39.54 Unrealized +9.0%

— MARATHON OIL CORP 0.1%

Value $522K Shares 20,000 Est. Cost $35.50 Unrealized —

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $514K Shares 6,666 Est. Cost $41.68 Unrealized -8.1%

CRUS CIRRUS LOGIC INC 0.1%

Value $499K Shares 15,000 Est. Cost $19.04 Unrealized +52.5%

SNPS SYNOPSYS INC 0.1%

Value $498K Shares 10,742 Est. Cost $40.13 Unrealized +11.6%

— LEGG MASON INC 0.1%

Value $497K Shares 9,000 Est. Cost $49.00 Unrealized —

— STAPLES INC 0.1%

Value $494K Shares 30,348 Est. Cost $11.34 Unrealized —

DAR DARLING INGREDIENTS INC 0.1%

Value $490K Shares 35,000 Est. Cost $20.04 Unrealized -17.9%

— PICO HLDGS INC 0.1%

Value $486K Shares 30,000 Est. Cost $26.00 Unrealized —

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $467K Shares 3,333 Est. Cost $78.33 Unrealized +34.2%

ABT ABBOTT LABS 0.1%

Value $463K Shares 10,000 Est. Cost $30.73 Unrealized +21.8%

HLX HELIX ENERGY SOLUTIONS GRP I 0.1%

Value $449K Shares 30,000 Est. Cost $22.27 Unrealized -24.2%

— FTD COS INC 0.1%

Value $449K Shares 15,000 Est. Cost $31.80 Unrealized —

— HAYNES INTERNATIONAL INC 0.1%

Value $446K Shares 10,000 Est. Cost $54.00 Unrealized —

NI NISOURCE INC 0.1%

Value $442K Shares 10,000 Est. Cost $9.34 Unrealized +28.7%

— ARRAY BIOPHARMA INC 0.1%

Value $442K Shares 60,000 Est. Cost $4.70 Unrealized —

KEYS KEYSIGHT TECHNOLOGIES INC 0.1%

Value $429K Shares 11,542 Est. Cost $32.07 Unrealized +12.4%

— ARQULE INC 0.1%

Value $426K Shares 190,000 Est. Cost $2.05 Unrealized —

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $419K Shares 10,000 Est. Cost $22.69 Unrealized +25.7%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $418K Shares 10,000 Est. Cost $27.12 Unrealized +20.0%

C CITIGROUP INC 0.1%

Value $412K Shares 8,000 Est. Cost $37.07 Unrealized +2.3%

— EARTHLINK HLDGS CORP 0.1%

Value $400K Shares 90,000 Est. Cost $3.61 Unrealized —

— ORBITAL ATK INC 0.1%

Value $399K Shares 5,209 Est. Cost $76.60 Unrealized —

— ROVI CORP 0.1%

Value $396K Shares 21,758 Est. Cost $22.80 Unrealized —

KOP KOPPERS HOLDINGS INC 0.1%

Value $394K Shares 20,000 Est. Cost $38.65 Unrealized -49.6%

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $393K Shares 7,439 Est. Cost $36.77 Unrealized +31.0%

— BOULDER BRANDS INC 0.1%

Value $381K Shares 40,000 Est. Cost $17.63 Unrealized —

EXPE EXPEDIA INC DEL 0.1%

Value $365K Shares 3,875 Est. Cost $67.77 Unrealized +23.6%

CROX CROCS INC 0.1%

Value $354K Shares 30,000 Est. Cost $15.31 Unrealized -26.8%

GTLS CHART INDS INC 0.1%

Value $351K Shares 10,000 Est. Cost $86.10 Unrealized -62.7%

— PIER 1 IMPORTS INC 0.1%

Value $350K Shares 25,000 Est. Cost $18.88 Unrealized —

DOV DOVER CORP 0.1%

Value $346K Shares 5,000 Est. Cost $50.30 Unrealized -5.6%

EXC EXELON CORP 0.1%

Value $343K Shares 10,200 Est. Cost $13.80 Unrealized +22.0%

— INGERSOLL-RAND PLC 0.1%

Value $340K Shares 5,000 Est. Cost $57.20 Unrealized —

— JUNIPER NETWORKS INC 0.1%

Value $339K Shares 15,000 Est. Cost $25.73 Unrealized —

— NEKTAR THERAPEUTICS 0.1%

Value $330K Shares 30,000 Est. Cost $12.13 Unrealized —

HL HECLA MNG CO 0.1%

Value $328K Shares 110,000 Est. Cost $3.11 Unrealized -2.8%

MUSA MURPHY USA INC 0.1%

Value $326K Shares 4,500 Est. Cost $45.04 Unrealized +51.6%

TRIP TRIPADVISOR INC 0.1%

Value $322K Shares 3,875 Est. Cost $81.07 Unrealized -13.8%

— KANSAS CITY SOUTHERN 0.1%

Value $306K Shares 3,000 Est. Cost $102.00 Unrealized —

— DENTSPLY INTL INC NEW 0.1%

Value $305K Shares 6,000 Est. Cost $46.00 Unrealized —

— WHITING PETE CORP NEW 0.1%

Value $301K Shares 9,735 Est. Cost $32.97 Unrealized —

AIG AMERICAN INTL GROUP INC 0.1%

Value $301K Shares 5,500 Est. Cost $37.86 Unrealized +8.8%

MCY MERCURY GENL CORP NEW 0.1%

Value $289K Shares 5,000 Est. Cost $45.68 Unrealized +23.0%

— SCHULMAN A INC 0.1%

Value $289K Shares 6,000 Est. Cost $36.33 Unrealized —

VTR VENTAS INC 0.1%

Value $287K Shares 3,933 Est. Cost $41.21 Unrealized +29.7%

— OASIS PETE INC NEW 0.1%

Value $284K Shares 20,000 Est. Cost $41.75 Unrealized —

EMR EMERSON ELEC CO 0.1%

Value $283K Shares 5,000 Est. Cost $47.79 Unrealized -9.2%

— NABORS INDUSTRIES LTD 0.1%

Value $273K Shares 20,000 Est. Cost $24.65 Unrealized —

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $271K Shares 10,000 Est. Cost $25.47 Unrealized +2.6%

— ACCELERON PHARMA INC 0.1%

Value $267K Shares 7,000 Est. Cost $34.43 Unrealized —

RGA REINSURANCE GROUP AMER INC 0.1%

Value $264K Shares 2,829 Est. Cost $75.92 Unrealized +16.3%

— IAC INTERACTIVECORP 0.1%

Value $261K Shares 3,875 Est. Cost $71.48 Unrealized —

NWSA NEWS CORP NEW 0.1%

Value $260K Shares 16,250 Est. Cost $15.19 Unrealized -6.4%

NVRI HARSCO CORP 0.1%

Value $259K Shares 15,000 Est. Cost $24.55 Unrealized -32.8%

MAN MANPOWERGROUP INC 0.0%

Value $258K Shares 3,000 Est. Cost $79.12 Unrealized -3.7%

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $256K Shares 21,572 Est. Cost $10.62 Unrealized —

— ROSETTA RESOURCES INC 0.0%

Value $255K Shares 15,000 Est. Cost $46.60 Unrealized —

TBPH THERAVANCE BIOPHARMA INC 0.0%

Value $248K Shares 14,284 Est. Cost $27.05 Unrealized -32.2%

— WEATHERFORD INTL PLC 0.0%

Value $246K Shares 20,000 Est. Cost $20.80 Unrealized —

— DREAMWORKS ANIMATION SKG INC 0.0%

Value $242K Shares 10,000 Est. Cost $26.60 Unrealized —

— LINNCO LLC 0.0%

Value $241K Shares 25,200 Est. Cost $27.06 Unrealized —

— AOL INC 0.0%

Value $240K Shares 6,060 Est. Cost $43.73 Unrealized —

— QUALITY SYS INC 0.0%

Value $240K Shares 15,000 Est. Cost $16.87 Unrealized —

PLD PROLOGIS INC 0.0%

Value $238K Shares 5,464 Est. Cost $27.64 Unrealized +14.8%

LNN LINDSAY CORP 0.0%

Value $229K Shares 3,000 Est. Cost $72.98 Unrealized +0.5%

CVCO CAVCO INDS INC DEL 0.0%

Value $225K Shares 3,000 Est. Cost $76.06 Unrealized -2.7%

— ELEVEN BIOTHERAPEUTICS INC 0.0%

Value $224K Shares 25,000 Est. Cost $16.24 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $222K Shares 10,000 Est. Cost $17.01 Unrealized +11.6%

— DISCOVERY COMMUNICATNS NEW 0.0%

Value $221K Shares 7,500 Est. Cost $37.33 Unrealized —

— OCWEN FINL CORP 0.0%

Value $215K Shares 26,000 Est. Cost $39.19 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $213K Shares 40,000 Est. Cost $10.39 Unrealized -52.2%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $209K Shares 15,087 Est. Cost $11.21 Unrealized -0.3%

— COMVERSE INC 0.0%

Value $197K Shares 10,000 Est. Cost $34.60 Unrealized —

— ASTORIA FINL CORP 0.0%

Value $194K Shares 15,000 Est. Cost $13.80 Unrealized —

— ALCOA INC 0.0%

Value $194K Shares 15,000 Est. Cost $12.87 Unrealized —

— WINDSTREAM HLDGS INC 0.0%

Value $191K Shares 25,848 Est. Cost $8.24 Unrealized —

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $188K Shares 12,000 Est. Cost $10.36 Unrealized +30.8%

— ADTRAN INC 0.0%

Value $187K Shares 10,000 Est. Cost $24.40 Unrealized —

— WPX ENERGY INC 0.0%

Value $182K Shares 16,666 Est. Cost $18.00 Unrealized —

— CHICOS FAS INC 0.0%

Value $177K Shares 10,000 Est. Cost $16.00 Unrealized —

— UNITED ONLINE INC 0.0%

Value $171K Shares 10,714 Est. Cost $11.57 Unrealized —

FOLD AMICUS THERAPEUTICS INC 0.0%

Value $163K Shares 15,000 Est. Cost $2.50 Unrealized +252.5%

FSS FEDERAL SIGNAL CORP 0.0%

Value $158K Shares 10,000 Est. Cost $11.92 Unrealized +15.4%

— MCDERMOTT INTL INC 0.0%

Value $134K Shares 35,000 Est. Cost $7.83 Unrealized —

— AVON PRODS INC 0.0%

Value $120K Shares 15,000 Est. Cost $14.67 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $110K Shares 15,602 Est. Cost $5.70 Unrealized —

— KINDER MORGAN INC DEL 0.0%

Value $107K Shares 26,117 Est. Cost $1.76 Unrealized —

— PENNEY J C INC 0.0%

Value $105K Shares 12,500 Est. Cost $8.64 Unrealized —

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $92,000 Shares 10,000 Est. Cost $7.90 Unrealized —

— CALIFORNIA RES CORP 0.0%

Value $76,000 Shares 10,000 Est. Cost $5.50 Unrealized —

— ENERGY XXI LTD 0.0%

Value $73,000 Shares 20,000 Est. Cost $23.55 Unrealized —

— PROTALIX BIOTHERAPEUTICS INC 0.0%

Value $71,000 Shares 40,000 Est. Cost $4.58 Unrealized —

— SPRINT CORP 0.0%

Value $71,000 Shares 15,000 Est. Cost $9.20 Unrealized —

— AK STL HLDG CORP 0.0%

Value $45,000 Shares 10,000 Est. Cost $7.20 Unrealized —

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $45,000 Shares 17,000 Est. Cost $3.82 Unrealized -26.3%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	190,500	$23.7M	4.6%	$18.36	+46.2%	COM	037833100
JPM	JPMORGAN CHASE & CO	135,000	$8.178M	1.6%	$42.08	+5.2%	COM	46625H100
MSFT	MICROSOFT CORP	185,000	$7.521M	1.5%	$31.26	+19.1%	COM	594918104
JNJ	JOHNSON & JOHNSON	70,000	$7.042M	1.4%	$66.63	+12.7%	COM	478160104
XOM	EXXON MOBIL CORP	70,000	$5.95M	1.1%	$58.08	-4.3%	COM	30231G102
PG	PROCTER & GAMBLE CO	70,000	$5.736M	1.1%	$56.51	+12.5%	COM	742718109
WFC	WELLS FARGO & CO NEW	100,000	$5.44M	1.1%	$33.41	+19.3%	COM	949746101
MRK	MERCK & CO INC NEW	93,252	$5.36M	1.0%	$35.76	+12.7%	COM	58933Y105
PFE	PFIZER INC	150,956	$5.252M	1.0%	$18.20	+10.4%	COM	717081103
DIS	DISNEY WALT CO	50,000	$5.245M	1.0%	$69.69	+31.8%	COM DISNEY	254687106
PM	PHILIP MORRIS INTL INC	60,000	$4.52M	0.9%	$44.74	+5.2%	COM	718172109
LOW	LOWES COS INC	60,000	$4.463M	0.9%	$39.01	+51.1%	COM	548661107
—	ISIS PHARMACEUTICALS INC	70,000	$4.457M	0.9%	$36.96	—	COM	464330109
ORCL	ORACLE CORP	100,000	$4.315M	0.8%	$31.98	+15.2%	COM	68389X105
THC	TENET HEALTHCARE CORP	85,000	$4.209M	0.8%	$44.12	+5.9%	COM NEW	88033G407
CSCO	CISCO SYS INC	150,000	$4.129M	0.8%	$15.30	+31.4%	COM	17275R102
MO	ALTRIA GROUP INC	80,000	$4.002M	0.8%	$17.12	+53.0%	COM	02209S103
ALK	ALASKA AIR GROUP INC	60,000	$3.971M	0.8%	$39.91	+48.9%	COM	011659109
GILD	GILEAD SCIENCES INC	40,000	$3.925M	0.8%	$54.49	+29.5%	COM	375558103
AXP	AMERICAN EXPRESS CO	50,000	$3.906M	0.8%	$75.50	-5.9%	COM	025816109
AMZN	AMAZON COM INC	10,000	$3.721M	0.7%	$18.56	-5.3%	COM	023135106
UNP	UNION PAC CORP	34,000	$3.683M	0.7%	$71.52	+28.4%	COM	907818108
CVX	CHEVRON CORP NEW	35,000	$3.674M	0.7%	$70.36	-4.9%	COM	166764100
ALKS	ALKERMES PLC	60,000	$3.658M	0.7%	$47.58	+43.6%	SHS	G01767105
TRV	TRAVELERS COMPANIES INC	32,443	$3.508M	0.7%	$64.62	+30.0%	COM	89417E109
USB	US BANCORP DEL	80,000	$3.494M	0.7%	$27.34	+9.0%	COM NEW	902973304
INTC	INTEL CORP	110,000	$3.44M	0.7%	$18.67	+39.3%	COM	458140100
MCD	MCDONALDS CORP	35,093	$3.419M	0.7%	$70.27	+2.7%	COM	580135101
WMT	WAL-MART STORES INC	40,000	$3.29M	0.6%	$19.90	+15.8%	COM	931142103
LLY	LILLY ELI & CO	45,000	$3.269M	0.6%	$44.54	+31.6%	COM	532457108
BK	BANK NEW YORK MELLON CORP	80,038	$3.221M	0.6%	$24.75	+20.1%	COM	064058100
—	CORE MARK HOLDING CO INC	50,000	$3.216M	0.6%	$59.12	—	COM	218681104
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$3.21M	0.6%	$109.22	-11.7%	COM	459200101
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.161M	0.6%	$25.87	+6.7%	COM	92343V104
—	TIME WARNER INC	36,666	$3.096M	0.6%	$65.32	—	COM NEW	887317303
COST	COSTCO WHSL CORP NEW	20,000	$3.03M	0.6%	$91.29	+32.4%	COM	22160K105
—	UNITED TECHNOLOGIES CORP	25,000	$2.93M	0.6%	$116.84	—	COM	913017109
AMT	AMERICAN TOWER CORP NEW	30,000	$2.825M	0.5%	$61.59	+21.2%	COM	03027X100
GS	GOLDMAN SACHS GROUP INC	15,000	$2.82M	0.5%	$133.70	+12.0%	COM	38141G104
COP	CONOCOPHILLIPS	45,000	$2.802M	0.5%	$45.41	+0.3%	COM	20825C104
—	CELLDEX THERAPEUTICS INC NEW	100,000	$2.787M	0.5%	$17.67	—	COM	15117B103
CL	COLGATE PALMOLIVE CO	40,000	$2.774M	0.5%	$47.90	+12.1%	COM	194162103
KO	COCA COLA CO	65,000	$2.636M	0.5%	$26.56	+11.5%	COM	191216100
—	BAKER HUGHES INC	40,000	$2.543M	0.5%	$64.11	—	COM	057224107
—	COMCAST CORP NEW	45,000	$2.523M	0.5%	$48.78	—	CL A SPL	20030N200
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$2.503M	0.5%	$12.23	—	COM	458118106
ALL	ALLSTATE CORP	33,810	$2.406M	0.5%	$41.54	+34.0%	COM	020002101
AWR	AMERICAN STS WTR CO	60,000	$2.393M	0.5%	$23.08	+39.2%	COM	029899101
—	AMERICAN EQTY INVT LIFE HLD	80,000	$2.33M	0.4%	$23.63	—	COM	025676206
INCY	INCYTE CORP	25,000	$2.292M	0.4%	$62.06	+33.2%	COM	45337C102
—	MONSANTO CO NEW	20,000	$2.251M	0.4%	$113.75	—	COM	61166W101
PEP	PEPSICO INC	23,251	$2.223M	0.4%	$56.86	+22.6%	COM	713448108
—	TWENTY FIRST CENTY FOX INC	65,000	$2.2M	0.4%	$31.97	—	CL A	90130A101
—	AMAG PHARMACEUTICALS INC	40,000	$2.186M	0.4%	$19.35	—	COM	00163U106
—	RAYTHEON CO	20,000	$2.185M	0.4%	$98.80	—	COM NEW	755111507
GAP	GAP INC DEL	50,000	$2.167M	0.4%	$27.08	+5.2%	COM	364760108
SJM	SMUCKER J M CO	18,405	$2.13M	0.4%	$68.74	+15.5%	COM NEW	832696405
CNC	CENTENE CORP DEL	30,000	$2.121M	0.4%	$22.77	+32.0%	COM	15135B101
TROW	PRICE T ROWE GROUP INC	26,000	$2.105M	0.4%	$52.57	+3.8%	COM	74144T108
CYH	COMMUNITY HEALTH SYS INC NEW	40,000	$2.091M	0.4%	$33.03	+25.4%	COM	203668108
HON	HONEYWELL INTL INC	20,000	$2.086M	0.4%	$64.71	+12.8%	COM	438516106
QCOM	QUALCOMM INC	30,000	$2.08M	0.4%	$54.02	-4.4%	COM	747525103
TGT	TARGET CORP	25,000	$2.052M	0.4%	$41.65	+34.5%	COM	87612E106
—	VIACOM INC NEW	30,000	$2.049M	0.4%	$85.00	—	CL B	92553P201
—	PHARMACYCLICS INC	8,000	$2.048M	0.4%	$100.25	—	COM	716933106
—	HEARTWARE INTL INC	23,000	$2.019M	0.4%	$93.78	—	COM	422368100
PRU	PRUDENTIAL FINL INC	25,000	$2.008M	0.4%	$52.24	-3.4%	COM	744320102
YUM	YUM BRANDS INC	25,000	$1.968M	0.4%	$42.07	+5.9%	COM	988498101
ITW	ILLINOIS TOOL WKS INC	20,000	$1.943M	0.4%	$61.28	+21.6%	COM	452308109
—	DOW CHEM CO	40,165	$1.927M	0.4%	$48.60	—	COM	260543103
—	CHESAPEAKE LODGING TR	55,000	$1.861M	0.4%	$25.73	—	SH BEN INT	165240102
OXY	OCCIDENTAL PETE CORP DEL	25,000	$1.825M	0.4%	$62.47	-10.7%	COM	674599105
—	ACTIVISION BLIZZARD INC	80,000	$1.818M	0.4%	$20.44	—	COM	00507V109
—	COLONY FINL INC	70,000	$1.814M	0.4%	$21.96	—	COM	19624R106
—	PRAXAIR INC	15,000	$1.811M	0.3%	$131.00	—	COM	74005P104
MCK	MCKESSON CORP	8,000	$1.81M	0.3%	$160.13	+27.6%	COM	58155Q103
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$1.806M	0.3%	$44.55	+14.3%	COM	955306105
EPR	EPR PPTYS	30,000	$1.801M	0.3%	$53.40	—	COM SH BEN INT	26884U109
—	DU PONT E I DE NEMOURS & CO	25,000	$1.787M	0.3%	$67.12	—	COM	263534109
WMB	WILLIAMS COS INC DEL	35,000	$1.771M	0.3%	$20.92	+19.3%	COM	969457100
PSX	PHILLIPS 66	22,500	$1.769M	0.3%	$49.82	-1.1%	COM	718546104
—	DISCOVER FINL SVCS	31,350	$1.767M	0.3%	$58.18	—	COM	254709108
SEIC	SEI INVESTMENTS CO	40,000	$1.764M	0.3%	$29.39	+25.0%	COM	784117103
—	EMPIRE DIST ELEC CO	70,000	$1.737M	0.3%	$24.31	—	COM	291641108
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.734M	0.3%	$35.93	+21.0%	COM	110122108
—	AETNA INC NEW	16,012	$1.706M	0.3%	$74.94	—	COM	00817Y108
COR	AMERISOURCEBERGEN CORP	14,996	$1.705M	0.3%	$49.28	+50.0%	COM	03073E105
CMCSA	COMCAST CORP NEW	30,000	$1.694M	0.3%	$19.96	+12.3%	CL A	20030N101
—	ACTAVIS PLC	5,663	$1.685M	0.3%	$209.95	—	SHS	G0083B108
—	INFINERA CORPORATION	85,000	$1.672M	0.3%	$9.08	—	COM	45667G103
MDLZ	MONDELEZ INTL INC	45,987	$1.66M	0.3%	$26.35	+7.5%	CL A	609207105
—	ANADARKO PETE CORP	20,000	$1.656M	0.3%	$84.75	—	COM	032511107
KFY	KORN FERRY INTL	50,000	$1.644M	0.3%	$22.02	+17.9%	COM NEW	500643200
PTC	PTC INC	45,000	$1.628M	0.3%	$36.75	-6.1%	COM	69370C100
—	SEMGROUP CORP	20,000	$1.627M	0.3%	$65.70	—	CL A	81663A105
—	PINNACLE ENTMT INC	45,000	$1.624M	0.3%	$23.71	—	COM	723456109
—	WYNDHAM WORLDWIDE CORP	17,859	$1.616M	0.3%	$73.24	—	COM	98310W108
NOC	NORTHROP GRUMMAN CORP	10,000	$1.61M	0.3%	$97.12	+37.8%	COM	666807102
AMAT	APPLIED MATLS INC	70,000	$1.579M	0.3%	$15.75	+32.9%	COM	038222105
SWK	STANLEY BLACK & DECKER INC	16,375	$1.562M	0.3%	$59.39	+22.1%	COM	854502101
MDT	MEDTRONIC PLC	20,000	$1.56M	0.3%	$58.10	0.0%	SHS	G5960L103
—	SENIOR HSG PPTYS TR	70,000	$1.553M	0.3%	$22.47	—	SH BEN INT	81721M109
CVS	CVS HEALTH CORP	15,000	$1.548M	0.3%	$51.11	+45.3%	COM	126650100
BC	BRUNSWICK CORP	30,000	$1.544M	0.3%	$36.35	+21.8%	COM	117043109
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.539M	0.3%	$28.89	+11.4%	COM	440327104
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$1.533M	0.3%	$11.02	+23.8%	COM	169656105
HEI	HEICO CORP NEW	25,000	$1.527M	0.3%	$29.73	+3.7%	COM	422806109
—	CHUBB CORP	15,000	$1.517M	0.3%	$89.33	—	COM	171232101
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.514M	0.3%	$38.81	+20.3%	COM	571748102
OXM	OXFORD INDS INC	20,000	$1.509M	0.3%	$77.21	-27.1%	COM	691497309
—	TIME WARNER CABLE INC	10,000	$1.499M	0.3%	$137.20	—	COM	88732J207
—	POPEYES LA KITCHEN INC	25,000	$1.496M	0.3%	$40.64	—	COM	732872106
NSC	NORFOLK SOUTHERN CORP	14,500	$1.492M	0.3%	$71.41	+17.9%	COM	655844108
—	GENERAL ELECTRIC CO	60,000	$1.489M	0.3%	$25.88	—	COM	369604103
—	ASSOCIATED ESTATES RLTY CORP	60,000	$1.481M	0.3%	$16.93	—	COM	045604105
CAR	AVIS BUDGET GROUP	25,000	$1.475M	0.3%	$40.83	+42.0%	COM	053774105
T	AT&T INC	45,000	$1.469M	0.3%	$10.85	+8.6%	COM	00206R102
AVB	AVALONBAY CMNTYS INC	8,407	$1.465M	0.3%	$84.84	+41.6%	COM	053484101
BAC	BANK AMER CORP	95,082	$1.463M	0.3%	$13.25	-3.8%	COM	060505104
EBAY	EBAY INC	25,000	$1.442M	0.3%	$20.67	+2.7%	COM	278642103
—	CAVIUM INC	20,000	$1.416M	0.3%	$43.75	—	COM	14964U108
EFX	EQUIFAX INC	15,000	$1.395M	0.3%	$62.16	+28.6%	COM	294429105
SF	STIFEL FINL CORP	25,000	$1.394M	0.3%	$28.20	+8.8%	COM	860630102
—	REYNOLDS AMERICAN INC	20,000	$1.378M	0.3%	$53.40	—	COM	761713106
—	GLATFELTER	50,000	$1.377M	0.3%	$27.22	—	COM	377316104
BAX	BAXTER INTL INC	20,000	$1.37M	0.3%	$30.34	+4.3%	COM	071813109
—	SOUTH ST CORP	20,000	$1.368M	0.3%	$55.90	—	COM	840441109
AZO	AUTOZONE INC	2,000	$1.364M	0.3%	$518.77	+21.1%	COM	053332102
GD	GENERAL DYNAMICS CORP	10,000	$1.357M	0.3%	$80.10	+35.3%	COM	369550108
CAH	CARDINAL HEALTH INC	15,000	$1.354M	0.3%	$50.49	+26.1%	COM	14149Y108
—	KRAFT FOODS GROUP INC	15,329	$1.335M	0.3%	$56.10	—	COM	50076Q106
—	YAHOO INC	30,000	$1.333M	0.3%	$35.90	—	COM	984332106
NPO	ENPRO INDS INC	20,000	$1.319M	0.3%	$70.90	-9.7%	COM	29355X107
—	ENLINK MIDSTREAM LLC	40,000	$1.302M	0.3%	$33.95	—	COM UNIT REP LTD	29336T100
—	BROADCOM CORP	30,000	$1.299M	0.3%	$31.47	—	CL A	111320107
M	MACYS INC	20,000	$1.298M	0.3%	$55.60	+15.8%	COM	55616P104
—	MEDIVATION INC	10,000	$1.291M	0.2%	$64.40	—	COM	58501N101
—	KNOLL INC	55,000	$1.289M	0.2%	$18.18	—	COM NEW	498904200
MATW	MATTHEWS INTL CORP	25,000	$1.288M	0.2%	$31.38	+18.1%	CL A	577128101
—	E M C CORP MASS	50,250	$1.284M	0.2%	$27.40	—	COM	268648102
—	CITRIX SYS INC	20,000	$1.277M	0.2%	$57.45	—	COM	177376100
ZTS	ZOETIS INC	27,578	$1.277M	0.2%	$27.83	+48.9%	CL A	98978V103
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.266M	0.2%	$3.76	+6.0%	CL A	29382R107
—	CIMPRESS N V	15,000	$1.266M	0.2%	$74.87	—	SHS EURO	N20146101
WSO	WATSCO INC	10,000	$1.257M	0.2%	$96.52	+18.9%	COM	942622200
ROG	ROGERS CORP	15,000	$1.233M	0.2%	$60.59	+29.7%	COM	775133101
—	PRIVATEBANCORP INC	35,000	$1.231M	0.2%	$30.51	—	COM	742962103
—	MEAD JOHNSON NUTRITION CO	12,219	$1.228M	0.2%	$83.15	—	COM	582839106
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.223M	0.2%	$17.75	+8.9%	COM	595017104
PLXS	PLEXUS CORP	30,000	$1.223M	0.2%	$40.84	-1.9%	COM	729132100
—	CORESITE RLTY CORP	25,000	$1.217M	0.2%	$31.00	—	COM	21870Q105
CLDT	CHATHAM LODGING TR	40,000	$1.176M	0.2%	$20.23	—	COM	16208T102
EEFT	EURONET WORLDWIDE INC	20,000	$1.175M	0.2%	$41.47	+27.7%	COM	298736109
—	TRUSTCO BK CORP N Y	170,000	$1.17M	0.2%	$7.04	—	COM	898349105
EQR	EQUITY RESIDENTIAL	15,000	$1.168M	0.2%	$31.71	+42.9%	SH BEN INT	29476L107
ROK	ROCKWELL AUTOMATION INC	10,000	$1.16M	0.2%	$93.82	-3.3%	COM	773903109
—	GOOGLE INC	2,080	$1.154M	0.2%	$1114.42	—	CL A	38259P508
—	CELGENE CORP	10,000	$1.153M	0.2%	$112.75	—	COM	151020104
MET	METLIFE INC	22,766	$1.151M	0.2%	$31.07	+0.5%	COM	59156R108
KR	KROGER CO	15,000	$1.15M	0.2%	$15.90	+81.8%	COM	501044101
—	GOOGLE INC	2,080	$1.14M	0.2%	$575.48	—	CL C	38259P706
HD	HOME DEPOT INC	10,000	$1.136M	0.2%	$60.23	+41.7%	COM	437076102
SYY	SYSCO CORP	30,000	$1.132M	0.2%	$26.11	+13.2%	COM	871829107
DUK	DUKE ENERGY CORP NEW	14,733	$1.131M	0.2%	$42.66	+21.4%	COM NEW	26441C204
OTTR	OTTER TAIL CORP	35,000	$1.126M	0.2%	$20.25	+12.5%	COM	689648103
O	REALTY INCOME CORP	21,555	$1.112M	0.2%	$22.70	+32.5%	COM	756109104
JBHT	HUNT J B TRANS SVCS INC	13,000	$1.11M	0.2%	$65.88	+14.5%	COM	445658107
—	LAM RESEARCH CORP	15,625	$1.097M	0.2%	$54.99	—	COM	512807108
PPG	PPG INDS INC	4,850	$1.094M	0.2%	$77.19	+22.3%	COM	693506107
—	CHEMTURA CORP	40,000	$1.092M	0.2%	$25.30	—	COM NEW	163893209
—	FORWARD AIR CORP	20,000	$1.086M	0.2%	$46.10	—	COM	349853101
WEX	WEX INC	10,000	$1.074M	0.2%	$91.59	+10.1%	COM	96208T104
TRN	TRINITY INDS INC	30,000	$1.065M	0.2%	$18.24	-14.1%	COM	896522109
—	LIFE TIME FITNESS INC	15,000	$1.064M	0.2%	$48.13	—	COM	53217R207
—	KAMAN CORP	25,000	$1.061M	0.2%	$40.68	—	COM	483548103
NEE	NEXTERA ENERGY INC	10,000	$1.041M	0.2%	$16.57	+19.9%	COM	65339F101
KMX	CARMAX INC	15,000	$1.035M	0.2%	$46.71	+39.6%	COM	143130102
ENTG	ENTEGRIS INC	75,000	$1.027M	0.2%	$11.16	+13.1%	COM	29362U104
DVN	DEVON ENERGY CORP NEW	17,000	$1.025M	0.2%	$41.69	-0.3%	COM	25179M103
MPC	MARATHON PETE CORP	10,000	$1.024M	0.2%	$30.73	+11.9%	COM	56585A102
WWD	WOODWARD INC	20,000	$1.02M	0.2%	$39.69	+11.7%	COM	980745103
KSS	KOHLS CORP	13,000	$1.017M	0.2%	$53.60	+27.0%	COM	500255104
SCSC	SCANSOURCE INC	25,000	$1.016M	0.2%	$39.39	-3.8%	COM	806037107
—	PALL CORP	10,000	$1.004M	0.2%	$89.50	—	COM	696429307
—	CABOT MICROELECTRONICS CORP	20,000	$999K	0.2%	$44.00	—	COM	12709P103
HURN	HURON CONSULTING GROUP INC	15,000	$992K	0.2%	$65.04	+7.9%	COM	447462102
PAYX	PAYCHEX INC	20,000	$992K	0.2%	$29.49	+18.5%	COM	704326107
F	FORD MTR CO DEL	60,000	$968K	0.2%	$8.37	+5.5%	COM PAR $0.01	345370860
—	ASPEN TECHNOLOGY INC	25,000	$962K	0.2%	$42.36	—	COM	045327103
AFL	AFLAC INC	15,000	$960K	0.2%	$23.98	-1.6%	COM	001055102
A	AGILENT TECHNOLOGIES INC	23,084	$959K	0.2%	$37.33	-0.8%	COM	00846U101
RUSHA	RUSH ENTERPRISES INC	35,000	$958K	0.2%	$12.91	-2.0%	CL A	781846209
DAN	DANA HLDG CORP	45,000	$952K	0.2%	$16.52	+5.1%	COM	235825205
PRGS	PROGRESS SOFTWARE CORP	35,000	$951K	0.2%	$23.95	+10.5%	COM	743312100
—	STATE BK FINL CORP	45,000	$945K	0.2%	$17.69	—	COM	856190103
UNM	UNUM GROUP	28,000	$944K	0.2%	$34.13	-2.8%	COM	91529Y106
—	CHEMICAL FINL CORP	30,000	$941K	0.2%	$32.47	—	COM	163731102
—	HEWLETT PACKARD CO	30,000	$935K	0.2%	$32.37	—	COM	428236103
AZZ	AZZ INC	20,000	$932K	0.2%	$36.74	+3.4%	COM	002474104
PNC	PNC FINL SVCS GROUP INC	10,000	$932K	0.2%	$56.79	+13.2%	COM	693475105
—	FARO TECHNOLOGIES INC	15,000	$932K	0.2%	$53.00	—	COM	311642102
—	XENOPORT INC	130,000	$926K	0.2%	$5.17	—	COM	98411C100
—	BRIGGS & STRATTON CORP	45,000	$924K	0.2%	$22.24	—	COM	109043109
CAG	CONAGRA FOODS INC	25,000	$913K	0.2%	$16.04	+18.4%	COM	205887102
NPKI	NEWPARK RES INC	100,000	$911K	0.2%	$11.44	-20.1%	COM PAR $.01NEW	651718504
MSI	MOTOROLA SOLUTIONS INC	13,571	$905K	0.2%	$53.66	+3.3%	COM NEW	620076307
—	CAMERON INTERNATIONAL CORP	20,000	$902K	0.2%	$61.75	—	COM	13342B105
—	RTI INTL METALS INC	25,000	$898K	0.2%	$27.80	—	COM	74973W107
INDB	INDEPENDENT BANK CORP MASS	20,000	$877K	0.2%	$26.89	+12.7%	COM	453836108
DE	DEERE & CO	10,000	$877K	0.2%	$70.10	+4.2%	COM	244199105
HTGC	HERCULES TECH GROWTH CAP INC	65,000	$876K	0.2%	$15.67	-6.5%	COM	427096508
—	MYLAN N V	14,750	$875K	0.2%	$59.32	—	SHS EURO	N59465109
KLAC	KLA-TENCOR CORP	15,000	$874K	0.2%	$41.11	+26.5%	COM	482480100
—	ASHLAND INC NEW	6,860	$873K	0.2%	$99.42	—	COM	044209104
—	BBCN BANCORP INC	60,000	$868K	0.2%	$17.13	—	COM	073295107
—	ARUBA NETWORKS INC	35,000	$857K	0.2%	$18.74	—	COM	043176106
FLR	FLUOR CORP NEW	15,000	$857K	0.2%	$69.22	-26.2%	COM	343412102
DHR	DANAHER CORP DEL	10,000	$849K	0.2%	$30.77	+13.3%	COM	235851102
BALL	BALL CORP	12,000	$848K	0.2%	$23.53	+31.6%	COM	058498106
MUR	MURPHY OIL CORP	18,000	$839K	0.2%	$38.91	-17.7%	COM	626717102
WU	WESTERN UN CO	40,000	$832K	0.2%	$16.35	—	COM	959802109
AEP	AMERICAN ELEC PWR INC	14,760	$830K	0.2%	$31.83	+26.7%	COM	025537101
IRBTQ	IROBOT CORP	25,000	$816K	0.2%	$40.05	-19.0%	COM	462726100
MU	MICRON TECHNOLOGY INC	30,000	$814K	0.2%	$23.18	+25.8%	COM	595112103
—	VERINT SYS INC	12,981	$804K	0.2%	$46.91	—	COM	92343X100
BDX	BECTON DICKINSON & CO	5,582	$802K	0.2%	$94.25	+25.8%	COM	075887109
FFBC	FIRST FINL BANCORP OH	45,000	$801K	0.2%	$11.01	+5.3%	COM	320209109
—	SPECTRA ENERGY CORP	22,100	$799K	0.2%	$36.92	—	COM	847560109
—	NIC INC	45,000	$795K	0.2%	$19.31	—	COM	62914B100
HUBG	HUB GROUP INC	20,000	$786K	0.2%	$20.24	-6.9%	CL A	443320106
—	THERAVANCE INC	50,000	$786K	0.2%	$30.96	—	COM	88338T104
—	CUBIC CORP	15,000	$777K	0.2%	$51.07	—	COM	229669106
—	ROCKWELL COLLINS INC	8,000	$772K	0.1%	$79.63	—	COM	774341101
—	DEALERTRACK TECHNOLOGIES INC	20,000	$770K	0.1%	$49.20	—	COM	242309102
SCHW	SCHWAB CHARLES CORP NEW	25,000	$761K	0.1%	$22.70	+11.9%	COM	808513105
APD	AIR PRODS & CHEMS INC	5,000	$756K	0.1%	$79.28	+33.5%	COM	009158106
SO	SOUTHERN CO	17,000	$753K	0.1%	$25.27	+18.5%	COM	842587107
—	CARDTRONICS INC	20,000	$752K	0.1%	$38.85	—	COM	14161H108
—	FMC TECHNOLOGIES INC	20,000	$740K	0.1%	$52.30	—	COM	30249U101
—	FINISH LINE INC	30,000	$736K	0.1%	$27.10	—	CL A	317923100
MTH	MERITAGE HOMES CORP	15,000	$730K	0.1%	$22.78	-11.3%	COM	59001A102
KMI	KINDER MORGAN INC DEL	17,265	$726K	0.1%	$18.43	+29.5%	COM	49456B101
—	AEGION CORP	40,000	$722K	0.1%	$25.30	—	COM	00770F104
—	CONSOLIDATED COMM HLDGS INC	35,000	$714K	0.1%	$20.00	—	COM	209034107
—	NAVIGANT CONSULTING INC	55,000	$713K	0.1%	$18.65	—	COM	63935N107
GCO	GENESCO INC	10,000	$712K	0.1%	$72.64	-0.2%	COM	371532102
ADM	ARCHER DANIELS MIDLAND CO	15,000	$711K	0.1%	$29.33	+17.9%	COM	039483102
BSX	BOSTON SCIENTIFIC CORP	40,000	$710K	0.1%	$13.13	+20.4%	COM	101137107
—	CENTURYLINK INC	20,550	$710K	0.1%	$32.85	—	COM	156700106
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$705K	0.1%	$14.83	+22.8%	COM	127387108
—	SYMANTEC CORP	30,000	$701K	0.1%	$19.97	—	COM	871503108
NTRS	NORTHERN TR CORP	10,000	$697K	0.1%	$45.55	+12.3%	COM	665859104
COF	CAPITAL ONE FINL CORP	8,733	$688K	0.1%	$59.33	+8.8%	COM	14040H105
—	DRIL-QUIP INC	10,000	$684K	0.1%	$112.10	—	COM	262037104
—	HESS CORP	10,000	$679K	0.1%	$82.90	—	COM	42809H107
KMT	KENNAMETAL INC	20,000	$674K	0.1%	$33.32	-24.9%	COM	489170100
MOH	MOLINA HEALTHCARE INC	10,000	$673K	0.1%	$36.85	+56.8%	COM	60855R100
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$672K	0.1%	$114.47	+9.0%	COM	883556102
KIM	KIMCO RLTY CORP	25,000	$671K	0.1%	$12.11	+31.2%	COM	49446R109
HAL	HALLIBURTON CO	15,267	$670K	0.1%	$42.79	-21.0%	COM	406216101
LUV	SOUTHWEST AIRLS CO	15,000	$665K	0.1%	$19.19	+101.2%	COM	844741108
—	AUSPEX PHARMACEUTICALS INC	6,600	$662K	0.1%	$52.42	—	COM	05211J102
NTGR	NETGEAR INC	20,000	$658K	0.1%	$20.77	-1.0%	COM	64111Q104
CVLT	COMMVAULT SYSTEMS INC	15,000	$656K	0.1%	$69.18	-33.4%	COM	204166102
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$640K	0.1%	$11.24	+16.7%	COM CL A	46333X108
GERN	GERON CORP	165,000	$622K	0.1%	$3.99	-14.8%	COM	374163103
SWKS	SKYWORKS SOLUTIONS INC	6,318	$621K	0.1%	$26.27	+161.6%	COM	83088M102
—	HOSPIRA INC	7,000	$615K	0.1%	$43.29	—	COM	441060100
MYE	MYERS INDS INC	35,000	$614K	0.1%	$13.73	-9.6%	COM	628464109
RSG	REPUBLIC SVCS INC	15,000	$608K	0.1%	$26.51	+26.3%	COM	760759100
PNNT	PENNANTPARK INVT CORP	66,710	$604K	0.1%	$2.62	-9.2%	COM	708062104
—	GREENHILL & CO INC	15,000	$595K	0.1%	$52.00	—	COM	395259104
PH	PARKER HANNIFIN CORP	5,000	$594K	0.1%	$98.49	+2.8%	COM	701094104
ABBV	ABBVIE INC	10,000	$585K	0.1%	$31.49	+23.3%	COM	00287Y109
—	ORITANI FINL CORP DEL	40,000	$582K	0.1%	$15.80	—	COM	68633D103
ACM	AECOM	18,879	$582K	0.1%	$30.01	-8.6%	COM	00766T100
SLB	SCHLUMBERGER LTD	6,966	$581K	0.1%	$65.48	-6.3%	COM	806857108
HRB	BLOCK H & R INC	18,000	$577K	0.1%	$19.54	+14.4%	COM	093671105
—	TENNECO INC	10,000	$574K	0.1%	$58.10	—	COM	880349105
NRG	NRG ENERGY INC	22,496	$567K	0.1%	$22.10	-10.3%	COM NEW	629377508
—	XEROX CORP	44,000	$565K	0.1%	$11.30	—	COM	984121103
XEL	XCEL ENERGY INC	16,243	$565K	0.1%	$19.89	+27.4%	COM	98389B100
—	BABCOCK & WILCOX CO NEW	17,500	$562K	0.1%	$33.20	—	COM	05615F102
BXP	BOSTON PROPERTIES INC	4,000	$562K	0.1%	$66.97	+35.3%	COM	101121101
EMN	EASTMAN CHEM CO	8,000	$554K	0.1%	$56.96	-10.3%	COM	277432100
AVY	AVERY DENNISON CORP	10,000	$529K	0.1%	$39.54	+9.0%	COM	053611109
—	MARATHON OIL CORP	20,000	$522K	0.1%	$35.50	—	COM	565849106
LGND	LIGAND PHARMACEUTICALS INC	6,666	$514K	0.1%	$41.68	-8.1%	COM NEW	53220K504
CRUS	CIRRUS LOGIC INC	15,000	$499K	0.1%	$19.04	+52.5%	COM	172755100
SNPS	SYNOPSYS INC	10,742	$498K	0.1%	$40.13	+11.6%	COM	871607107
—	LEGG MASON INC	9,000	$497K	0.1%	$49.00	—	COM	524901105
—	STAPLES INC	30,348	$494K	0.1%	$11.34	—	COM	855030102
DAR	DARLING INGREDIENTS INC	35,000	$490K	0.1%	$20.04	-17.9%	COM	237266101
—	PICO HLDGS INC	30,000	$486K	0.1%	$26.00	—	COM NEW	693366205
HII	HUNTINGTON INGALLS INDS INC	3,333	$467K	0.1%	$78.33	+34.2%	COM	446413106
ABT	ABBOTT LABS	10,000	$463K	0.1%	$30.73	+21.8%	COM	002824100
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$449K	0.1%	$22.27	-24.2%	COM	42330P107
—	FTD COS INC	15,000	$449K	0.1%	$31.80	—	COM	30281V108
—	HAYNES INTERNATIONAL INC	10,000	$446K	0.1%	$54.00	—	COM NEW	420877201
NI	NISOURCE INC	10,000	$442K	0.1%	$9.34	+28.7%	COM	65473P105
—	ARRAY BIOPHARMA INC	60,000	$442K	0.1%	$4.70	—	COM	04269X105
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$429K	0.1%	$32.07	+12.4%	COM	49338L103
—	ARQULE INC	190,000	$426K	0.1%	$2.05	—	COM	04269E107
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$419K	0.1%	$22.69	+25.7%	COM	744573106
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$418K	0.1%	$27.12	+20.0%	COM	416515104
C	CITIGROUP INC	8,000	$412K	0.1%	$37.07	+2.3%	COM NEW	172967424
—	EARTHLINK HLDGS CORP	90,000	$400K	0.1%	$3.61	—	COM	27033X101
—	ORBITAL ATK INC	5,209	$399K	0.1%	$76.60	—	COM	68557N103
—	ROVI CORP	21,758	$396K	0.1%	$22.80	—	COM	779376102
KOP	KOPPERS HOLDINGS INC	20,000	$394K	0.1%	$38.65	-49.6%	COM	50060P106
AAL	AMERICAN AIRLS GROUP INC	7,439	$393K	0.1%	$36.77	+31.0%	COM	02376R102
—	BOULDER BRANDS INC	40,000	$381K	0.1%	$17.63	—	COM	101405108
EXPE	EXPEDIA INC DEL	3,875	$365K	0.1%	$67.77	+23.6%	COM NEW	30212P303
CROX	CROCS INC	30,000	$354K	0.1%	$15.31	-26.8%	COM	227046109
GTLS	CHART INDS INC	10,000	$351K	0.1%	$86.10	-62.7%	COM PAR $0.01	16115Q308
—	PIER 1 IMPORTS INC	25,000	$350K	0.1%	$18.88	—	COM	720279108
DOV	DOVER CORP	5,000	$346K	0.1%	$50.30	-5.6%	COM	260003108
EXC	EXELON CORP	10,200	$343K	0.1%	$13.80	+22.0%	COM	30161N101
—	INGERSOLL-RAND PLC	5,000	$340K	0.1%	$57.20	—	SHS	G47791101
—	JUNIPER NETWORKS INC	15,000	$339K	0.1%	$25.73	—	COM	48203R104
—	NEKTAR THERAPEUTICS	30,000	$330K	0.1%	$12.13	—	COM	640268108
HL	HECLA MNG CO	110,000	$328K	0.1%	$3.11	-2.8%	COM	422704106
MUSA	MURPHY USA INC	4,500	$326K	0.1%	$45.04	+51.6%	COM	626755102
TRIP	TRIPADVISOR INC	3,875	$322K	0.1%	$81.07	-13.8%	COM	896945201
—	KANSAS CITY SOUTHERN	3,000	$306K	0.1%	$102.00	—	COM NEW	485170302
—	DENTSPLY INTL INC NEW	6,000	$305K	0.1%	$46.00	—	COM	249030107
—	WHITING PETE CORP NEW	9,735	$301K	0.1%	$32.97	—	COM	966387102
AIG	AMERICAN INTL GROUP INC	5,500	$301K	0.1%	$37.86	+8.8%	COM NEW	026874784
MCY	MERCURY GENL CORP NEW	5,000	$289K	0.1%	$45.68	+23.0%	COM	589400100
—	SCHULMAN A INC	6,000	$289K	0.1%	$36.33	—	COM	808194104
VTR	VENTAS INC	3,933	$287K	0.1%	$41.21	+29.7%	COM	92276F100
—	OASIS PETE INC NEW	20,000	$284K	0.1%	$41.75	—	COM	674215108
EMR	EMERSON ELEC CO	5,000	$283K	0.1%	$47.79	-9.2%	COM	291011104
—	NABORS INDUSTRIES LTD	20,000	$273K	0.1%	$24.65	—	SHS	G6359F103
GT	GOODYEAR TIRE & RUBR CO	10,000	$271K	0.1%	$25.47	+2.6%	COM	382550101
—	ACCELERON PHARMA INC	7,000	$267K	0.1%	$34.43	—	COM	00434H108
RGA	REINSURANCE GROUP AMER INC	2,829	$264K	0.1%	$75.92	+16.3%	COM NEW	759351604
—	IAC INTERACTIVECORP	3,875	$261K	0.1%	$71.48	—	COM PAR $.001	44919P508
NWSA	NEWS CORP NEW	16,250	$260K	0.1%	$15.19	-6.4%	CL A	65249B109
NVRI	HARSCO CORP	15,000	$259K	0.1%	$24.55	-32.8%	COM	415864107
MAN	MANPOWERGROUP INC	3,000	$258K	0.0%	$79.12	-3.7%	COM	56418H100
—	BROCADE COMMUNICATIONS SYS I	21,572	$256K	0.0%	$10.62	—	COM NEW	111621306
—	ROSETTA RESOURCES INC	15,000	$255K	0.0%	$46.60	—	COM	777779307
TBPH	THERAVANCE BIOPHARMA INC	14,284	$248K	0.0%	$27.05	-32.2%	COM	G8807B106
—	WEATHERFORD INTL PLC	20,000	$246K	0.0%	$20.80	—	ORD SHS	G48833100
—	DREAMWORKS ANIMATION SKG INC	10,000	$242K	0.0%	$26.60	—	CL A	26153C103
—	LINNCO LLC	25,200	$241K	0.0%	$27.06	—	COMSHS LTD INT	535782106
—	AOL INC	6,060	$240K	0.0%	$43.73	—	COM	00184X105
—	QUALITY SYS INC	15,000	$240K	0.0%	$16.87	—	COM	747582104
PLD	PROLOGIS INC	5,464	$238K	0.0%	$27.64	+14.8%	COM	74340W103
LNN	LINDSAY CORP	3,000	$229K	0.0%	$72.98	+0.5%	COM	535555106
CVCO	CAVCO INDS INC DEL	3,000	$225K	0.0%	$76.06	-2.7%	COM	149568107
—	ELEVEN BIOTHERAPEUTICS INC	25,000	$224K	0.0%	$16.24	—	COM	286221106
PHM	PULTE GROUP INC	10,000	$222K	0.0%	$17.01	+11.6%	COM	745867101
—	DISCOVERY COMMUNICATNS NEW	7,500	$221K	0.0%	$37.33	—	COM SER C	25470F302
—	OCWEN FINL CORP	26,000	$215K	0.0%	$39.19	—	COM NEW	675746309
CLNE	CLEAN ENERGY FUELS CORP	40,000	$213K	0.0%	$10.39	-52.2%	COM	184499101
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$209K	0.0%	$11.21	-0.3%	COM	928298108
—	COMVERSE INC	10,000	$197K	0.0%	$34.60	—	COM	20585P105
—	ASTORIA FINL CORP	15,000	$194K	0.0%	$13.80	—	COM	046265104
—	ALCOA INC	15,000	$194K	0.0%	$12.87	—	COM	013817101
—	WINDSTREAM HLDGS INC	25,848	$191K	0.0%	$8.24	—	COM	97382A101
KLIC	KULICKE & SOFFA INDS INC	12,000	$188K	0.0%	$10.36	+30.8%	COM	501242101
—	ADTRAN INC	10,000	$187K	0.0%	$24.40	—	COM	00738A106
—	WPX ENERGY INC	16,666	$182K	0.0%	$18.00	—	COM	98212B103
—	CHICOS FAS INC	10,000	$177K	0.0%	$16.00	—	COM	168615102
—	UNITED ONLINE INC	10,714	$171K	0.0%	$11.57	—	COM NEW	911268209
FOLD	AMICUS THERAPEUTICS INC	15,000	$163K	0.0%	$2.50	+252.5%	COM	03152W109
FSS	FEDERAL SIGNAL CORP	10,000	$158K	0.0%	$11.92	+15.4%	COM	313855108
—	MCDERMOTT INTL INC	35,000	$134K	0.0%	$7.83	—	COM	580037109
—	AVON PRODS INC	15,000	$120K	0.0%	$14.67	—	COM	054303102
—	FRONTIER COMMUNICATIONS CORP	15,602	$110K	0.0%	$5.70	—	COM	35906A108
—	KINDER MORGAN INC DEL	26,117	$107K	0.0%	$1.76	—	*W EXP 05/25/201	49456B119
—	PENNEY J C INC	12,500	$105K	0.0%	$8.64	—	COM	708160106
—	AIR TRANSPORT SERVICES GRP I	10,000	$92,000	0.0%	$7.90	—	COM	00922R105
—	CALIFORNIA RES CORP	10,000	$76,000	0.0%	$5.50	—	COM	13057Q107
—	ENERGY XXI LTD	20,000	$73,000	0.0%	$23.55	—	USD UNRS SHS	G10082140
—	PROTALIX BIOTHERAPEUTICS INC	40,000	$71,000	0.0%	$4.58	—	COM	74365A101
—	SPRINT CORP	15,000	$71,000	0.0%	$9.20	—	COM SER 1	85207U105
—	AK STL HLDG CORP	10,000	$45,000	0.0%	$7.20	—	COM	001547108
AMD	ADVANCED MICRO DEVICES INC	17,000	$45,000	0.0%	$3.82	-26.3%	COM	007903107