NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 6, 2015

Total Value: $514M (100.0% shares, 0.0% debt)

Holdings (378)

AAPL APPLE INC 4.6%

Value $23.89M Shares 190,500 Est. Cost $18.36 Unrealized +55.5%

JPM JPMORGAN CHASE & CO 1.8%

Value $9.148M Shares 135,000 Est. Cost $42.08 Unrealized +16.8%

MSFT MICROSOFT CORP 1.6%

Value $8.168M Shares 185,000 Est. Cost $31.26 Unrealized +25.7%

JNJ JOHNSON & JOHNSON 1.3%

Value $6.822M Shares 70,000 Est. Cost $66.63 Unrealized +11.8%

XOM EXXON MOBIL CORP 1.1%

Value $5.824M Shares 70,000 Est. Cost $58.08 Unrealized -6.5%

DIS DISNEY WALT CO 1.1%

Value $5.707M Shares 50,000 Est. Cost $69.69 Unrealized +43.5%

WFC WELLS FARGO & CO NEW 1.1%

Value $5.624M Shares 100,000 Est. Cost $33.41 Unrealized +23.8%

PG PROCTER & GAMBLE CO 1.1%

Value $5.477M Shares 70,000 Est. Cost $56.51 Unrealized +6.1%

MRK MERCK & CO INC NEW 1.0%

Value $5.309M Shares 93,252 Est. Cost $35.76 Unrealized +12.5%

PFE PFIZER INC 1.0%

Value $5.062M Shares 150,956 Est. Cost $18.20 Unrealized +14.1%

THC TENET HEALTHCARE CORP 1.0%

Value $4.92M Shares 85,000 Est. Cost $44.12 Unrealized +15.8%

PM PHILIP MORRIS INTL INC 0.9%

Value $4.81M Shares 60,000 Est. Cost $44.74 Unrealized +8.0%

GILD GILEAD SCIENCES INC 0.9%

Value $4.683M Shares 40,000 Est. Cost $54.49 Unrealized +39.4%

AMZN AMAZON COM INC 0.8%

Value $4.341M Shares 10,000 Est. Cost $18.56 Unrealized +12.6%

CSCO CISCO SYS INC 0.8%

Value $4.119M Shares 150,000 Est. Cost $15.30 Unrealized +34.8%

ORCL ORACLE CORP 0.8%

Value $4.03M Shares 100,000 Est. Cost $31.98 Unrealized +15.7%

— ISIS PHARMACEUTICALS INC 0.8%

Value $4.029M Shares 70,000 Est. Cost $36.96 Unrealized —

LOW LOWES COS INC 0.8%

Value $4.018M Shares 60,000 Est. Cost $39.01 Unrealized +50.7%

MO ALTRIA GROUP INC 0.8%

Value $3.913M Shares 80,000 Est. Cost $17.12 Unrealized +47.5%

AXP AMERICAN EXPRESS CO 0.8%

Value $3.886M Shares 50,000 Est. Cost $75.50 Unrealized -9.9%

ALK ALASKA AIR GROUP INC 0.8%

Value $3.866M Shares 60,000 Est. Cost $39.91 Unrealized +48.3%

ALKS ALKERMES PLC 0.8%

Value $3.86M Shares 60,000 Est. Cost $47.58 Unrealized +28.6%

LLY LILLY ELI & CO 0.7%

Value $3.757M Shares 45,000 Est. Cost $44.54 Unrealized +41.9%

USB US BANCORP DEL 0.7%

Value $3.472M Shares 80,000 Est. Cost $27.34 Unrealized +9.4%

CVX CHEVRON CORP NEW 0.7%

Value $3.376M Shares 35,000 Est. Cost $70.36 Unrealized -5.6%

BK BANK NEW YORK MELLON CORP 0.7%

Value $3.359M Shares 80,038 Est. Cost $24.75 Unrealized +32.0%

INTC INTEL CORP 0.7%

Value $3.346M Shares 110,000 Est. Cost $18.67 Unrealized +34.4%

MCD MCDONALDS CORP 0.6%

Value $3.336M Shares 35,093 Est. Cost $70.27 Unrealized +5.6%

IBM INTERNATIONAL BUSINESS MACHS 0.6%

Value $3.253M Shares 20,000 Est. Cost $109.22 Unrealized -5.7%

UNP UNION PAC CORP 0.6%

Value $3.243M Shares 34,000 Est. Cost $71.52 Unrealized +14.6%

— TIME WARNER INC 0.6%

Value $3.205M Shares 36,666 Est. Cost $65.32 Unrealized —

TRV TRAVELERS COMPANIES INC 0.6%

Value $3.136M Shares 32,443 Est. Cost $64.62 Unrealized +25.2%

GS GOLDMAN SACHS GROUP INC 0.6%

Value $3.132M Shares 15,000 Est. Cost $133.70 Unrealized +23.1%

VZ VERIZON COMMUNICATIONS INC 0.6%

Value $3.03M Shares 65,000 Est. Cost $25.87 Unrealized +9.5%

— CORE MARK HOLDING CO INC 0.6%

Value $2.963M Shares 50,000 Est. Cost $59.12 Unrealized —

WMT WAL-MART STORES INC 0.6%

Value $2.837M Shares 40,000 Est. Cost $19.90 Unrealized +4.9%

AMT AMERICAN TOWER CORP NEW 0.5%

Value $2.799M Shares 30,000 Est. Cost $61.59 Unrealized +18.5%

— UNITED TECHNOLOGIES CORP 0.5%

Value $2.773M Shares 25,000 Est. Cost $116.84 Unrealized —

COP CONOCOPHILLIPS 0.5%

Value $2.763M Shares 45,000 Est. Cost $45.41 Unrealized +2.1%

— AMAG PHARMACEUTICALS INC 0.5%

Value $2.762M Shares 40,000 Est. Cost $19.35 Unrealized —

— INTEGRATED DEVICE TECHNOLOGY 0.5%

Value $2.713M Shares 125,000 Est. Cost $12.23 Unrealized —

COST COSTCO WHSL CORP NEW 0.5%

Value $2.701M Shares 20,000 Est. Cost $91.29 Unrealized +31.7%

— COMCAST CORP NEW 0.5%

Value $2.697M Shares 45,000 Est. Cost $48.78 Unrealized —

CL COLGATE PALMOLIVE CO 0.5%

Value $2.616M Shares 40,000 Est. Cost $47.90 Unrealized +10.6%

INCY INCYTE CORP 0.5%

Value $2.605M Shares 25,000 Est. Cost $62.06 Unrealized +66.8%

KO COCA COLA CO 0.5%

Value $2.55M Shares 65,000 Est. Cost $26.56 Unrealized +9.3%

— CELLDEX THERAPEUTICS INC NEW 0.5%

Value $2.522M Shares 100,000 Est. Cost $17.67 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.5%

Value $2.519M Shares 40,000 Est. Cost $33.03 Unrealized +35.8%

— BAKER HUGHES INC 0.5%

Value $2.468M Shares 40,000 Est. Cost $64.11 Unrealized —

CNC CENTENE CORP DEL 0.5%

Value $2.412M Shares 30,000 Est. Cost $22.77 Unrealized +57.7%

YUM YUM BRANDS INC 0.4%

Value $2.252M Shares 25,000 Est. Cost $42.07 Unrealized +23.6%

AWR AMERICAN STS WTR CO 0.4%

Value $2.243M Shares 60,000 Est. Cost $23.08 Unrealized +35.8%

ALL ALLSTATE CORP 0.4%

Value $2.193M Shares 33,810 Est. Cost $41.54 Unrealized +30.7%

PRU PRUDENTIAL FINL INC 0.4%

Value $2.188M Shares 25,000 Est. Cost $52.24 Unrealized +1.9%

PEP PEPSICO INC 0.4%

Value $2.17M Shares 23,251 Est. Cost $56.86 Unrealized +21.9%

— AMERICAN EQTY INVT LIFE HLD 0.4%

Value $2.158M Shares 80,000 Est. Cost $23.63 Unrealized —

— MONSANTO CO NEW 0.4%

Value $2.132M Shares 20,000 Est. Cost $113.75 Unrealized —

— TWENTY FIRST CENTY FOX INC 0.4%

Value $2.115M Shares 65,000 Est. Cost $31.97 Unrealized —

— DOW CHEM CO 0.4%

Value $2.055M Shares 40,165 Est. Cost $48.60 Unrealized —

TGT TARGET CORP 0.4%

Value $2.041M Shares 25,000 Est. Cost $41.65 Unrealized +41.8%

— AETNA INC NEW 0.4%

Value $2.041M Shares 16,012 Est. Cost $74.94 Unrealized —

HON HONEYWELL INTL INC 0.4%

Value $2.039M Shares 20,000 Est. Cost $64.71 Unrealized +15.5%

TROW PRICE T ROWE GROUP INC 0.4%

Value $2.021M Shares 26,000 Est. Cost $52.57 Unrealized +4.8%

WMB WILLIAMS COS INC DEL 0.4%

Value $2.009M Shares 35,000 Est. Cost $20.92 Unrealized +34.2%

SJM SMUCKER J M CO 0.4%

Value $1.995M Shares 18,405 Est. Cost $68.74 Unrealized +22.6%

SEIC SEI INVESTMENTS CO 0.4%

Value $1.961M Shares 40,000 Est. Cost $29.39 Unrealized +40.3%

OXY OCCIDENTAL PETE CORP DEL 0.4%

Value $1.944M Shares 25,000 Est. Cost $62.47 Unrealized -9.0%

— VIACOM INC NEW 0.4%

Value $1.939M Shares 30,000 Est. Cost $85.00 Unrealized —

— ACTIVISION BLIZZARD INC 0.4%

Value $1.937M Shares 80,000 Est. Cost $20.44 Unrealized —

— RAYTHEON CO 0.4%

Value $1.914M Shares 20,000 Est. Cost $98.80 Unrealized —

GAP GAP INC DEL 0.4%

Value $1.909M Shares 50,000 Est. Cost $27.08 Unrealized +0.2%

MDLZ MONDELEZ INTL INC 0.4%

Value $1.892M Shares 45,987 Est. Cost $26.35 Unrealized +17.1%

QCOM QUALCOMM INC 0.4%

Value $1.879M Shares 30,000 Est. Cost $54.02 Unrealized -6.9%

PTC PTC INC 0.4%

Value $1.846M Shares 45,000 Est. Cost $36.75 Unrealized +7.6%

ITW ILLINOIS TOOL WKS INC 0.4%

Value $1.836M Shares 20,000 Est. Cost $61.28 Unrealized +20.7%

PSX PHILLIPS 66 0.4%

Value $1.813M Shares 22,500 Est. Cost $49.82 Unrealized +7.8%

— DISCOVER FINL SVCS 0.4%

Value $1.806M Shares 31,350 Est. Cost $58.18 Unrealized —

CMCSA COMCAST CORP NEW 0.4%

Value $1.804M Shares 30,000 Est. Cost $19.96 Unrealized +15.2%

MCK MCKESSON CORP 0.3%

Value $1.798M Shares 8,000 Est. Cost $160.13 Unrealized +33.1%

— PRAXAIR INC 0.3%

Value $1.793M Shares 15,000 Est. Cost $131.00 Unrealized —

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value $1.789M Shares 26,884 Est. Cost $35.93 Unrealized +28.1%

— INFINERA CORPORATION 0.3%

Value $1.783M Shares 85,000 Est. Cost $9.08 Unrealized —

— TIME WARNER CABLE INC 0.3%

Value $1.782M Shares 10,000 Est. Cost $137.20 Unrealized —

OXM OXFORD INDS INC 0.3%

Value $1.749M Shares 20,000 Est. Cost $77.21 Unrealized +2.6%

WST WEST PHARMACEUTICAL SVSC INC 0.3%

Value $1.742M Shares 30,000 Est. Cost $44.55 Unrealized +19.9%

KFY KORN FERRY INTL 0.3%

Value $1.739M Shares 50,000 Est. Cost $22.02 Unrealized +28.9%

SWK STANLEY BLACK & DECKER INC 0.3%

Value $1.723M Shares 16,375 Est. Cost $59.39 Unrealized +30.7%

— ALLERGAN PLC 0.3%

Value $1.718M Shares 5,663 Est. Cost $303.37 Unrealized —

— ASSOCIATED ESTATES RLTY CORP 0.3%

Value $1.718M Shares 60,000 Est. Cost $16.93 Unrealized —

— PINNACLE ENTMT INC 0.3%

Value $1.678M Shares 45,000 Est. Cost $23.71 Unrealized —

— CHESAPEAKE LODGING TR 0.3%

Value $1.676M Shares 55,000 Est. Cost $25.73 Unrealized —

— HEARTWARE INTL INC 0.3%

Value $1.672M Shares 23,000 Est. Cost $93.78 Unrealized —

EVC ENTRAVISION COMMUNICATIONS C 0.3%

Value $1.646M Shares 200,000 Est. Cost $3.76 Unrealized +12.0%

EPR EPR PPTYS 0.3%

Value $1.643M Shares 30,000 Est. Cost $53.40 Unrealized —

HMN HORACE MANN EDUCATORS CORP N 0.3%

Value $1.637M Shares 45,000 Est. Cost $28.89 Unrealized +21.7%

BAC BANK AMER CORP 0.3%

Value $1.618M Shares 95,082 Est. Cost $13.25 Unrealized -0.9%

— DU PONT E I DE NEMOURS & CO 0.3%

Value $1.599M Shares 25,000 Est. Cost $67.12 Unrealized —

T AT&T INC 0.3%

Value $1.598M Shares 45,000 Est. Cost $10.85 Unrealized +12.6%

COR AMERISOURCEBERGEN CORP 0.3%

Value $1.595M Shares 14,996 Est. Cost $49.28 Unrealized +68.4%

— GENERAL ELECTRIC CO 0.3%

Value $1.594M Shares 60,000 Est. Cost $25.88 Unrealized —

— SEMGROUP CORP 0.3%

Value $1.59M Shares 20,000 Est. Cost $65.70 Unrealized —

— COLONY CAP INC 0.3%

Value $1.586M Shares 70,000 Est. Cost $21.96 Unrealized —

NOC NORTHROP GRUMMAN CORP 0.3%

Value $1.586M Shares 10,000 Est. Cost $97.12 Unrealized +38.6%

CVS CVS HEALTH CORP 0.3%

Value $1.573M Shares 15,000 Est. Cost $51.11 Unrealized +47.2%

— ANADARKO PETE CORP 0.3%

Value $1.561M Shares 20,000 Est. Cost $84.75 Unrealized —

— BROADCOM CORP 0.3%

Value $1.545M Shares 30,000 Est. Cost $31.47 Unrealized —

MRSH MARSH & MCLENNAN COS INC 0.3%

Value $1.531M Shares 27,000 Est. Cost $38.81 Unrealized +23.9%

— EMPIRE DIST ELEC CO 0.3%

Value $1.526M Shares 70,000 Est. Cost $24.31 Unrealized —

BC BRUNSWICK CORP 0.3%

Value $1.526M Shares 30,000 Est. Cost $36.35 Unrealized +20.3%

— SOUTH ST CORP 0.3%

Value $1.52M Shares 20,000 Est. Cost $55.90 Unrealized —

EBAY EBAY INC 0.3%

Value $1.506M Shares 25,000 Est. Cost $20.67 Unrealized +7.4%

— POPEYES LA KITCHEN INC 0.3%

Value $1.5M Shares 25,000 Est. Cost $40.64 Unrealized —

— REYNOLDS AMERICAN INC 0.3%

Value $1.493M Shares 20,000 Est. Cost $53.40 Unrealized —

MDT MEDTRONIC PLC 0.3%

Value $1.482M Shares 20,000 Est. Cost $58.10 Unrealized +1.2%

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.463M Shares 17,859 Est. Cost $73.24 Unrealized —

HEI HEICO CORP NEW 0.3%

Value $1.458M Shares 25,000 Est. Cost $29.73 Unrealized +0.8%

EFX EQUIFAX INC 0.3%

Value $1.456M Shares 15,000 Est. Cost $62.16 Unrealized +41.8%

SF STIFEL FINL CORP 0.3%

Value $1.444M Shares 25,000 Est. Cost $28.20 Unrealized +16.1%

— CHUBB CORP 0.3%

Value $1.427M Shares 15,000 Est. Cost $89.33 Unrealized —

CMG CHIPOTLE MEXICAN GRILL INC 0.3%

Value $1.425M Shares 2,356 Est. Cost $11.02 Unrealized +14.7%

GD GENERAL DYNAMICS CORP 0.3%

Value $1.417M Shares 10,000 Est. Cost $80.10 Unrealized +37.7%

— CITRIX SYS INC 0.3%

Value $1.403M Shares 20,000 Est. Cost $57.45 Unrealized —

BAX BAXTER INTL INC 0.3%

Value $1.399M Shares 20,000 Est. Cost $30.34 Unrealized +3.7%

— PRIVATEBANCORP INC 0.3%

Value $1.394M Shares 35,000 Est. Cost $30.51 Unrealized —

— KNOLL INC 0.3%

Value $1.377M Shares 55,000 Est. Cost $18.18 Unrealized —

— CAVIUM INC 0.3%

Value $1.376M Shares 20,000 Est. Cost $43.75 Unrealized —

M MACYS INC 0.3%

Value $1.349M Shares 20,000 Est. Cost $55.60 Unrealized +21.6%

AMAT APPLIED MATLS INC 0.3%

Value $1.345M Shares 70,000 Est. Cost $15.75 Unrealized +14.3%

AVB AVALONBAY CMNTYS INC 0.3%

Value $1.344M Shares 8,407 Est. Cost $84.84 Unrealized +37.4%

AZO AUTOZONE INC 0.3%

Value $1.334M Shares 2,000 Est. Cost $518.77 Unrealized +32.0%

ZTS ZOETIS INC 0.3%

Value $1.33M Shares 27,578 Est. Cost $27.83 Unrealized +58.0%

MATW MATTHEWS INTL CORP 0.3%

Value $1.329M Shares 25,000 Est. Cost $31.38 Unrealized +25.3%

— E M C CORP MASS 0.3%

Value $1.326M Shares 50,250 Est. Cost $27.40 Unrealized —

PLXS PLEXUS CORP 0.3%

Value $1.316M Shares 30,000 Est. Cost $40.84 Unrealized +8.6%

— KRAFT FOODS GROUP INC 0.3%

Value $1.305M Shares 15,329 Est. Cost $56.10 Unrealized —

MET METLIFE INC 0.2%

Value $1.275M Shares 22,766 Est. Cost $31.07 Unrealized +6.6%

— LAM RESEARCH CORP 0.2%

Value $1.271M Shares 15,625 Est. Cost $54.99 Unrealized —

NSC NORFOLK SOUTHERN CORP 0.2%

Value $1.267M Shares 14,500 Est. Cost $71.41 Unrealized +8.4%

— CIMPRESS N V 0.2%

Value $1.262M Shares 15,000 Est. Cost $74.87 Unrealized —

— DEALERTRACK TECHNOLOGIES INC 0.2%

Value $1.256M Shares 20,000 Est. Cost $49.20 Unrealized —

CAH CARDINAL HEALTH INC 0.2%

Value $1.255M Shares 15,000 Est. Cost $50.49 Unrealized +29.8%

ROK ROCKWELL AUTOMATION INC 0.2%

Value $1.246M Shares 10,000 Est. Cost $93.82 Unrealized +4.2%

— PALL CORP 0.2%

Value $1.245M Shares 10,000 Est. Cost $89.50 Unrealized —

— ENLINK MIDSTREAM LLC 0.2%

Value $1.244M Shares 40,000 Est. Cost $33.95 Unrealized —

WSO WATSCO INC 0.2%

Value $1.237M Shares 10,000 Est. Cost $96.52 Unrealized +28.9%

EEFT EURONET WORLDWIDE INC 0.2%

Value $1.234M Shares 20,000 Est. Cost $41.47 Unrealized +43.4%

— SENIOR HSG PPTYS TR 0.2%

Value $1.229M Shares 70,000 Est. Cost $22.47 Unrealized —

— TRUSTCO BK CORP N Y 0.2%

Value $1.195M Shares 170,000 Est. Cost $7.04 Unrealized —

MCHP MICROCHIP TECHNOLOGY INC 0.2%

Value $1.186M Shares 25,000 Est. Cost $17.75 Unrealized +10.4%

— YAHOO INC 0.2%

Value $1.179M Shares 30,000 Est. Cost $35.90 Unrealized —

— CELGENE CORP 0.2%

Value $1.157M Shares 10,000 Est. Cost $112.75 Unrealized —

NPO ENPRO INDS INC 0.2%

Value $1.144M Shares 20,000 Est. Cost $70.90 Unrealized -11.2%

— MEDIVATION INC 0.2%

Value $1.142M Shares 10,000 Est. Cost $64.40 Unrealized —

WEX WEX INC 0.2%

Value $1.14M Shares 10,000 Est. Cost $91.59 Unrealized +24.0%

— ASPEN TECHNOLOGY INC 0.2%

Value $1.139M Shares 25,000 Est. Cost $42.36 Unrealized —

— CORESITE RLTY CORP 0.2%

Value $1.136M Shares 25,000 Est. Cost $31.00 Unrealized —

— CHEMTURA CORP 0.2%

Value $1.132M Shares 40,000 Est. Cost $25.30 Unrealized —

— GOOGLE INC 0.2%

Value $1.123M Shares 2,080 Est. Cost $1114.42 Unrealized —

PPG PPG INDS INC 0.2%

Value $1.113M Shares 9,700 Est. Cost $85.80 Unrealized +10.0%

HD HOME DEPOT INC 0.2%

Value $1.111M Shares 10,000 Est. Cost $60.23 Unrealized +44.6%

CAR AVIS BUDGET GROUP 0.2%

Value $1.102M Shares 25,000 Est. Cost $40.83 Unrealized +22.8%

— MEAD JOHNSON NUTRITION CO 0.2%

Value $1.102M Shares 12,219 Est. Cost $83.15 Unrealized —

WWD WOODWARD INC 0.2%

Value $1.1M Shares 20,000 Est. Cost $39.69 Unrealized +20.3%

— GLATFELTER 0.2%

Value $1.1M Shares 50,000 Est. Cost $27.22 Unrealized —

ENTG ENTEGRIS INC 0.2%

Value $1.093M Shares 75,000 Est. Cost $11.16 Unrealized +20.4%

CAG CONAGRA FOODS INC 0.2%

Value $1.093M Shares 25,000 Est. Cost $16.04 Unrealized +29.9%

KR KROGER CO 0.2%

Value $1.088M Shares 15,000 Est. Cost $15.90 Unrealized +85.6%

— GOOGLE INC 0.2%

Value $1.085M Shares 2,085 Est. Cost $575.48 Unrealized —

SYY SYSCO CORP 0.2%

Value $1.083M Shares 30,000 Est. Cost $26.11 Unrealized +8.3%

JBHT HUNT J B TRANS SVCS INC 0.2%

Value $1.067M Shares 13,000 Est. Cost $65.88 Unrealized +19.3%

CLDT CHATHAM LODGING TR 0.2%

Value $1.059M Shares 40,000 Est. Cost $20.23 Unrealized —

EQR EQUITY RESIDENTIAL 0.2%

Value $1.053M Shares 15,000 Est. Cost $31.71 Unrealized +36.6%

HURN HURON CONSULTING GROUP INC 0.2%

Value $1.051M Shares 15,000 Est. Cost $65.04 Unrealized +0.7%

— KAMAN CORP 0.2%

Value $1.049M Shares 25,000 Est. Cost $40.68 Unrealized —

— CAMERON INTERNATIONAL CORP 0.2%

Value $1.047M Shares 20,000 Est. Cost $61.75 Unrealized —

MPC MARATHON PETE CORP 0.2%

Value $1.046M Shares 20,000 Est. Cost $33.67 Unrealized +8.7%

— FORWARD AIR CORP 0.2%

Value $1.045M Shares 20,000 Est. Cost $46.10 Unrealized —

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.04M Shares 14,733 Est. Cost $42.66 Unrealized +14.2%

AZZ AZZ INC 0.2%

Value $1.036M Shares 20,000 Est. Cost $36.74 Unrealized +14.5%

DVN DEVON ENERGY CORP NEW 0.2%

Value $1.011M Shares 17,000 Est. Cost $41.69 Unrealized +6.1%

UNM UNUM GROUP 0.2%

Value $1.001M Shares 28,000 Est. Cost $34.13 Unrealized +2.5%

— MYLAN N V 0.2%

Value $1.001M Shares 14,750 Est. Cost $59.32 Unrealized —

KMX CARMAX INC 0.2%

Value $993K Shares 15,000 Est. Cost $46.71 Unrealized +52.6%

ROG ROGERS CORP 0.2%

Value $992K Shares 15,000 Est. Cost $60.59 Unrealized +22.1%

— CHEMICAL FINL CORP 0.2%

Value $992K Shares 30,000 Est. Cost $32.47 Unrealized —

NEE NEXTERA ENERGY INC 0.2%

Value $980K Shares 10,000 Est. Cost $16.57 Unrealized +16.4%

— STATE BK FINL CORP 0.2%

Value $977K Shares 45,000 Est. Cost $17.69 Unrealized —

DE DEERE & CO 0.2%

Value $971K Shares 10,000 Est. Cost $70.10 Unrealized +7.5%

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $963K Shares 35,000 Est. Cost $23.95 Unrealized +11.3%

O REALTY INCOME CORP 0.2%

Value $957K Shares 21,555 Est. Cost $22.70 Unrealized +22.4%

PNC PNC FINL SVCS GROUP INC 0.2%

Value $957K Shares 10,000 Est. Cost $56.79 Unrealized +19.2%

SCSC SCANSOURCE INC 0.2%

Value $952K Shares 25,000 Est. Cost $39.39 Unrealized +0.8%

— CABOT MICROELECTRONICS CORP 0.2%

Value $942K Shares 20,000 Est. Cost $44.00 Unrealized —

INDB INDEPENDENT BANK CORP MASS 0.2%

Value $938K Shares 20,000 Est. Cost $26.89 Unrealized +22.7%

PAYX PAYCHEX INC 0.2%

Value $938K Shares 20,000 Est. Cost $29.49 Unrealized +20.1%

AFL AFLAC INC 0.2%

Value $933K Shares 15,000 Est. Cost $23.98 Unrealized +2.7%

OTTR OTTER TAIL CORP 0.2%

Value $931K Shares 35,000 Est. Cost $20.25 Unrealized +2.4%

DAN DANA HLDG CORP 0.2%

Value $926K Shares 45,000 Est. Cost $16.52 Unrealized +5.5%

RUSHA RUSH ENTERPRISES INC 0.2%

Value $917K Shares 35,000 Est. Cost $12.91 Unrealized -6.9%

— THERAVANCE INC 0.2%

Value $904K Shares 50,000 Est. Cost $30.96 Unrealized —

F FORD MTR CO DEL 0.2%

Value $901K Shares 60,000 Est. Cost $8.37 Unrealized +4.6%

— HEWLETT PACKARD CO 0.2%

Value $900K Shares 30,000 Est. Cost $32.37 Unrealized —

A AGILENT TECHNOLOGIES INC 0.2%

Value $891K Shares 23,084 Est. Cost $37.33 Unrealized +2.0%

— BBCN BANCORP INC 0.2%

Value $887K Shares 60,000 Est. Cost $17.13 Unrealized —

— BRIGGS & STRATTON CORP 0.2%

Value $867K Shares 45,000 Est. Cost $22.24 Unrealized —

DHR DANAHER CORP DEL 0.2%

Value $856K Shares 10,000 Est. Cost $30.77 Unrealized +13.3%

KLAC KLA-TENCOR CORP 0.2%

Value $843K Shares 15,000 Est. Cost $41.11 Unrealized +16.5%

BALL BALL CORP 0.2%

Value $842K Shares 12,000 Est. Cost $23.53 Unrealized +37.5%

— ASHLAND INC NEW 0.2%

Value $836K Shares 6,860 Est. Cost $99.42 Unrealized —

— FINISH LINE INC 0.2%

Value $835K Shares 30,000 Est. Cost $27.10 Unrealized —

— FMC TECHNOLOGIES INC 0.2%

Value $830K Shares 20,000 Est. Cost $52.30 Unrealized —

— NIC INC 0.2%

Value $823K Shares 45,000 Est. Cost $19.31 Unrealized —

— NAVIGANT CONSULTING INC 0.2%

Value $818K Shares 55,000 Est. Cost $18.65 Unrealized —

SCHW SCHWAB CHARLES CORP NEW 0.2%

Value $816K Shares 25,000 Est. Cost $22.70 Unrealized +22.3%

KSS KOHLS CORP 0.2%

Value $814K Shares 13,000 Est. Cost $53.60 Unrealized +29.5%

WU WESTERN UN CO 0.2%

Value $813K Shares 40,000 Est. Cost $16.35 Unrealized —

NPKI NEWPARK RES INC 0.2%

Value $813K Shares 100,000 Est. Cost $11.44 Unrealized -19.0%

HUBG HUB GROUP INC 0.2%

Value $807K Shares 20,000 Est. Cost $20.24 Unrealized +1.0%

FFBC FIRST FINL BANCORP OH 0.2%

Value $807K Shares 45,000 Est. Cost $11.01 Unrealized +7.3%

— XENOPORT INC 0.2%

Value $797K Shares 130,000 Est. Cost $5.17 Unrealized —

IRBTQ IROBOT CORP 0.2%

Value $797K Shares 25,000 Est. Cost $40.05 Unrealized -18.1%

FLR FLUOR CORP NEW 0.2%

Value $795K Shares 15,000 Est. Cost $69.22 Unrealized -24.8%

TRN TRINITY INDS INC 0.2%

Value $793K Shares 30,000 Est. Cost $18.24 Unrealized -11.7%

BDX BECTON DICKINSON & CO 0.2%

Value $791K Shares 5,582 Est. Cost $94.25 Unrealized +24.6%

— VERINT SYS INC 0.2%

Value $789K Shares 12,981 Est. Cost $46.91 Unrealized —

— RTI INTL METALS INC 0.2%

Value $788K Shares 25,000 Est. Cost $27.80 Unrealized —

AEP AMERICAN ELEC PWR INC 0.2%

Value $782K Shares 14,760 Est. Cost $31.83 Unrealized +19.4%

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $778K Shares 13,571 Est. Cost $53.66 Unrealized -6.0%

COF CAPITAL ONE FINL CORP 0.1%

Value $768K Shares 8,733 Est. Cost $59.33 Unrealized +16.7%

NTRS NORTHERN TR CORP 0.1%

Value $765K Shares 10,000 Est. Cost $45.55 Unrealized +23.1%

— AEGION CORP 0.1%

Value $758K Shares 40,000 Est. Cost $25.30 Unrealized —

— DRIL-QUIP INC 0.1%

Value $753K Shares 10,000 Est. Cost $112.10 Unrealized —

CDNS CADENCE DESIGN SYSTEM INC 0.1%

Value $752K Shares 38,250 Est. Cost $14.83 Unrealized +30.7%

HTGC HERCULES TECH GROWTH CAP INC 0.1%

Value $751K Shares 65,000 Est. Cost $15.67 Unrealized -17.1%

MUR MURPHY OIL CORP 0.1%

Value $748K Shares 18,000 Est. Cost $38.91 Unrealized -21.9%

— CARDTRONICS INC 0.1%

Value $741K Shares 20,000 Est. Cost $38.85 Unrealized —

— ROCKWELL COLLINS INC 0.1%

Value $739K Shares 8,000 Est. Cost $79.63 Unrealized —

— CONSOLIDATED COMM HLDGS INC 0.1%

Value $735K Shares 35,000 Est. Cost $20.00 Unrealized —

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $723K Shares 15,000 Est. Cost $29.33 Unrealized +25.6%

— SPECTRA ENERGY CORP 0.1%

Value $720K Shares 22,100 Est. Cost $36.92 Unrealized —

— CUBIC CORP 0.1%

Value $714K Shares 15,000 Est. Cost $51.07 Unrealized —

SO SOUTHERN CO 0.1%

Value $712K Shares 17,000 Est. Cost $25.27 Unrealized +9.9%

BSX BOSTON SCIENTIFIC CORP 0.1%

Value $708K Shares 40,000 Est. Cost $13.13 Unrealized +36.1%

GERN GERON CORP 0.1%

Value $706K Shares 165,000 Est. Cost $3.99 Unrealized -0.6%

MTH MERITAGE HOMES CORP 0.1%

Value $706K Shares 15,000 Est. Cost $22.78 Unrealized -0.8%

MOH MOLINA HEALTHCARE INC 0.1%

Value $703K Shares 10,000 Est. Cost $36.85 Unrealized +81.5%

— FARO TECHNOLOGIES INC 0.1%

Value $701K Shares 15,000 Est. Cost $53.00 Unrealized —

— SYMANTEC CORP 0.1%

Value $698K Shares 30,000 Est. Cost $19.97 Unrealized —

APD AIR PRODS & CHEMS INC 0.1%

Value $684K Shares 5,000 Est. Cost $79.28 Unrealized +32.3%

KMT KENNAMETAL INC 0.1%

Value $682K Shares 20,000 Est. Cost $33.32 Unrealized -19.9%

— EARTHLINK HLDGS CORP 0.1%

Value $674K Shares 90,000 Est. Cost $3.61 Unrealized —

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $673K Shares 6,666 Est. Cost $41.68 Unrealized +30.9%

ABBV ABBVIE INC 0.1%

Value $672K Shares 10,000 Est. Cost $31.49 Unrealized +34.4%

— HESS CORP 0.1%

Value $669K Shares 10,000 Est. Cost $82.90 Unrealized —

MYE MYERS INDS INC 0.1%

Value $665K Shares 35,000 Est. Cost $13.73 Unrealized -8.9%

KMI KINDER MORGAN INC DEL 0.1%

Value $663K Shares 17,265 Est. Cost $18.43 Unrealized +32.0%

GCO GENESCO INC 0.1%

Value $660K Shares 10,000 Est. Cost $72.64 Unrealized -5.6%

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $658K Shares 6,318 Est. Cost $26.27 Unrealized +210.8%

HAL HALLIBURTON CO 0.1%

Value $658K Shares 15,267 Est. Cost $42.79 Unrealized -12.3%

EMN EASTMAN CHEM CO 0.1%

Value $655K Shares 8,000 Est. Cost $56.96 Unrealized -3.7%

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value $649K Shares 5,000 Est. Cost $114.47 Unrealized +10.3%

— ORITANI FINL CORP DEL 0.1%

Value $642K Shares 40,000 Est. Cost $15.80 Unrealized —

CVLT COMMVAULT SYSTEMS INC 0.1%

Value $636K Shares 15,000 Est. Cost $69.18 Unrealized -34.5%

Value $625K Shares 18,879 Est. Cost $30.01 Unrealized +5.8%

— HOSPIRA INC 0.1%

Value $621K Shares 7,000 Est. Cost $43.29 Unrealized —

— GREENHILL & CO INC 0.1%

Value $620K Shares 15,000 Est. Cost $52.00 Unrealized —

AVY AVERY DENNISON CORP 0.1%

Value $609K Shares 10,000 Est. Cost $39.54 Unrealized +20.5%

— CENTURYLINK INC 0.1%

Value $604K Shares 20,550 Est. Cost $32.85 Unrealized —

SLB SCHLUMBERGER LTD 0.1%

Value $600K Shares 6,966 Est. Cost $65.48 Unrealized +2.0%

NTGR NETGEAR INC 0.1%

Value $600K Shares 20,000 Est. Cost $20.77 Unrealized -6.3%

RSG REPUBLIC SVCS INC 0.1%

Value $588K Shares 15,000 Est. Cost $26.51 Unrealized +25.6%

PNNT PENNANTPARK INVT CORP 0.1%

Value $586K Shares 66,710 Est. Cost $2.62 Unrealized -4.6%

PH PARKER HANNIFIN CORP 0.1%

Value $582K Shares 5,000 Est. Cost $98.49 Unrealized +3.1%

— BABCOCK & WILCOX CO NEW 0.1%

Value $574K Shares 17,500 Est. Cost $33.20 Unrealized —

— TENNECO INC 0.1%

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

MU MICRON TECHNOLOGY INC 0.1%

Value $565K Shares 30,000 Est. Cost $23.18 Unrealized +12.2%

KIM KIMCO RLTY CORP 0.1%

Value $564K Shares 25,000 Est. Cost $12.11 Unrealized +20.4%

SNPS SYNOPSYS INC 0.1%

Value $544K Shares 10,742 Est. Cost $40.13 Unrealized +21.3%

HRB BLOCK H & R INC 0.1%

Value $534K Shares 18,000 Est. Cost $19.54 Unrealized +7.8%

— MARATHON OIL CORP 0.1%

Value $531K Shares 20,000 Est. Cost $35.50 Unrealized —

XEL XCEL ENERGY INC 0.1%

Value $523K Shares 16,243 Est. Cost $19.89 Unrealized +20.9%

NRG NRG ENERGY INC 0.1%

Value $515K Shares 22,496 Est. Cost $22.10 Unrealized -10.7%

DAR DARLING INGREDIENTS INC 0.1%

Value $513K Shares 35,000 Est. Cost $20.04 Unrealized -26.4%

CRUS CIRRUS LOGIC INC 0.1%

Value $510K Shares 15,000 Est. Cost $19.04 Unrealized +85.1%

LUV SOUTHWEST AIRLS CO 0.1%

Value $496K Shares 15,000 Est. Cost $19.19 Unrealized +80.3%

KOP KOPPERS HOLDINGS INC 0.1%

Value $494K Shares 20,000 Est. Cost $38.65 Unrealized -39.3%

— HAYNES INTERNATIONAL INC 0.1%

Value $493K Shares 10,000 Est. Cost $54.00 Unrealized —

ABT ABBOTT LABS 0.1%

Value $491K Shares 10,000 Est. Cost $30.73 Unrealized +28.0%

BXP BOSTON PROPERTIES INC 0.1%

Value $484K Shares 4,000 Est. Cost $66.97 Unrealized +28.3%

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $482K Shares 40,000 Est. Cost $11.24 Unrealized +3.4%

— XEROX CORP 0.1%

Value $468K Shares 44,000 Est. Cost $11.30 Unrealized —

— STAPLES INC 0.1%

Value $465K Shares 30,348 Est. Cost $11.34 Unrealized —

— LEGG MASON INC 0.1%

Value $464K Shares 9,000 Est. Cost $49.00 Unrealized —

NI NISOURCE INC 0.1%

Value $456K Shares 10,000 Est. Cost $9.34 Unrealized +36.0%

— PICO HLDGS INC 0.1%

Value $442K Shares 30,000 Est. Cost $26.00 Unrealized —

C CITIGROUP INC 0.1%

Value $442K Shares 8,000 Est. Cost $37.07 Unrealized +9.4%

CROX CROCS INC 0.1%

Value $441K Shares 30,000 Est. Cost $15.31 Unrealized -7.6%

— ARRAY BIOPHARMA INC 0.1%

Value $433K Shares 60,000 Est. Cost $4.70 Unrealized —

EXPE EXPEDIA INC DEL 0.1%

Value $424K Shares 3,875 Est. Cost $67.77 Unrealized +44.3%

— FTD COS INC 0.1%

Value $423K Shares 15,000 Est. Cost $31.80 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $416K Shares 10,000 Est. Cost $27.12 Unrealized +22.8%

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $393K Shares 10,000 Est. Cost $22.69 Unrealized +26.0%

— JUNIPER NETWORKS INC 0.1%

Value $390K Shares 15,000 Est. Cost $25.73 Unrealized —

— ORBITAL ATK INC 0.1%

Value $382K Shares 5,209 Est. Cost $76.60 Unrealized —

HLX HELIX ENERGY SOLUTIONS GRP I 0.1%

Value $379K Shares 30,000 Est. Cost $22.27 Unrealized -29.2%

— NEKTAR THERAPEUTICS 0.1%

Value $375K Shares 30,000 Est. Cost $12.13 Unrealized —

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $375K Shares 3,333 Est. Cost $78.33 Unrealized +32.9%

KEYS KEYSIGHT TECHNOLOGIES INC 0.1%

Value $360K Shares 11,542 Est. Cost $32.07 Unrealized +6.6%

GTLS CHART INDS INC 0.1%

Value $358K Shares 10,000 Est. Cost $86.10 Unrealized -57.5%

DOV DOVER CORP 0.1%

Value $351K Shares 5,000 Est. Cost $50.30 Unrealized -1.9%

— ROVI CORP 0.1%

Value $347K Shares 21,758 Est. Cost $22.80 Unrealized —

— ROSETTA RESOURCES INC 0.1%

Value $347K Shares 15,000 Est. Cost $46.60 Unrealized —

AIG AMERICAN INTL GROUP INC 0.1%

Value $340K Shares 5,500 Est. Cost $37.86 Unrealized +20.2%

TRIP TRIPADVISOR INC 0.1%

Value $338K Shares 3,875 Est. Cost $81.07 Unrealized -10.8%

— INGERSOLL-RAND PLC 0.1%

Value $337K Shares 5,000 Est. Cost $57.20 Unrealized —

— WHITING PETE CORP NEW 0.1%

Value $327K Shares 9,735 Est. Cost $32.97 Unrealized —

EXC EXELON CORP 0.1%

Value $320K Shares 10,200 Est. Cost $13.80 Unrealized +19.1%

— OASIS PETE INC NEW 0.1%

Value $317K Shares 20,000 Est. Cost $41.75 Unrealized —

— PIER 1 IMPORTS INC 0.1%

Value $316K Shares 25,000 Est. Cost $18.88 Unrealized —

— IAC INTERACTIVECORP 0.1%

Value $309K Shares 3,875 Est. Cost $71.48 Unrealized —

— DENTSPLY INTL INC NEW 0.1%

Value $309K Shares 6,000 Est. Cost $46.00 Unrealized —

— ARQULE INC 0.1%

Value $304K Shares 190,000 Est. Cost $2.05 Unrealized —

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $302K Shares 10,000 Est. Cost $25.47 Unrealized +16.7%

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $297K Shares 7,439 Est. Cost $36.77 Unrealized +17.9%

ADAPY ADAPTIMMUNE THERAPEUTICS PLC 0.1%

Value $293K Shares 16,000 Est. Cost $18.31 Unrealized —

HL HECLA MNG CO 0.1%

Value $289K Shares 110,000 Est. Cost $3.11 Unrealized -5.7%

— NABORS INDUSTRIES LTD 0.1%

Value $289K Shares 20,000 Est. Cost $24.65 Unrealized —

— BOULDER BRANDS INC 0.1%

Value $278K Shares 40,000 Est. Cost $17.63 Unrealized —

MCY MERCURY GENL CORP NEW 0.1%

Value $278K Shares 5,000 Est. Cost $45.68 Unrealized +23.3%

EMR EMERSON ELEC CO 0.1%

Value $277K Shares 5,000 Est. Cost $47.79 Unrealized -7.5%

— KANSAS CITY SOUTHERN 0.1%

Value $274K Shares 3,000 Est. Cost $102.00 Unrealized —

MAN MANPOWERGROUP INC 0.1%

Value $268K Shares 3,000 Est. Cost $79.12 Unrealized +9.0%

RGA REINSURANCE GROUP AMER INC 0.1%

Value $268K Shares 2,829 Est. Cost $75.92 Unrealized +23.9%

— OCWEN FINL CORP 0.1%

Value $265K Shares 26,000 Est. Cost $39.19 Unrealized —

LNN LINDSAY CORP 0.1%

Value $264K Shares 3,000 Est. Cost $72.98 Unrealized -4.7%

— DREAMWORKS ANIMATION SKG INC 0.1%

Value $264K Shares 10,000 Est. Cost $26.60 Unrealized —

— SCHULMAN A INC 0.1%

Value $262K Shares 6,000 Est. Cost $36.33 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.0%

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

MUSA MURPHY USA INC 0.0%

Value $251K Shares 4,500 Est. Cost $45.04 Unrealized +35.5%

— QUALITY SYS INC 0.0%

Value $249K Shares 15,000 Est. Cost $16.87 Unrealized —

NVRI HARSCO CORP 0.0%

Value $248K Shares 15,000 Est. Cost $24.55 Unrealized -32.7%

— WEATHERFORD INTL PLC 0.0%

Value $245K Shares 20,000 Est. Cost $20.80 Unrealized —

VTR VENTAS INC 0.0%

Value $244K Shares 3,933 Est. Cost $41.21 Unrealized +18.7%

— LINNCO LLC 0.0%

Value $238K Shares 25,200 Est. Cost $27.06 Unrealized —

NWSA NEWS CORP NEW 0.0%

Value $237K Shares 16,250 Est. Cost $15.19 Unrealized -11.2%

— DISCOVERY COMMUNICATNS NEW 0.0%

Value $233K Shares 7,500 Est. Cost $37.33 Unrealized —

XENE XENON PHARMACEUTICALS INC 0.0%

Value $231K Shares 20,000 Est. Cost $13.82 Unrealized 0.0%

CVCO CAVCO INDS INC DEL 0.0%

Value $226K Shares 3,000 Est. Cost $76.06 Unrealized -5.8%

CLNE CLEAN ENERGY FUELS CORP 0.0%

Value $225K Shares 40,000 Est. Cost $10.39 Unrealized -27.8%

— ACCELERON PHARMA INC 0.0%

Value $221K Shares 7,000 Est. Cost $34.43 Unrealized —

FOLD AMICUS THERAPEUTICS INC 0.0%

Value $212K Shares 15,000 Est. Cost $2.50 Unrealized +380.8%

— ASTORIA FINL CORP 0.0%

Value $207K Shares 15,000 Est. Cost $13.80 Unrealized —

— WPX ENERGY INC 0.0%

Value $205K Shares 16,666 Est. Cost $18.00 Unrealized —

PLD PROLOGIS INC 0.0%

Value $203K Shares 5,464 Est. Cost $27.64 Unrealized +7.5%

PHM PULTE GROUP INC 0.0%

Value $202K Shares 10,000 Est. Cost $17.01 Unrealized +4.3%

— COMVERSE INC 0.0%

Value $201K Shares 10,000 Est. Cost $34.60 Unrealized —

— MCDERMOTT INTL INC 0.0%

Value $187K Shares 35,000 Est. Cost $7.83 Unrealized —

TBPH THERAVANCE BIOPHARMA INC 0.0%

Value $186K Shares 14,284 Est. Cost $27.05 Unrealized -42.7%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $176K Shares 15,087 Est. Cost $11.21 Unrealized -6.5%

— UNITED ONLINE INC 0.0%

Value $168K Shares 10,714 Est. Cost $11.57 Unrealized —

— ALCOA INC 0.0%

Value $167K Shares 15,000 Est. Cost $12.87 Unrealized —

— CHICOS FAS INC 0.0%

Value $166K Shares 10,000 Est. Cost $16.00 Unrealized —

— ADTRAN INC 0.0%

Value $163K Shares 10,000 Est. Cost $24.40 Unrealized —

FSS FEDERAL SIGNAL CORP 0.0%

Value $149K Shares 10,000 Est. Cost $11.92 Unrealized +15.8%

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $141K Shares 12,000 Est. Cost $10.36 Unrealized +17.0%

— PENNEY J C INC 0.0%

Value $106K Shares 12,500 Est. Cost $8.64 Unrealized —

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $105K Shares 10,000 Est. Cost $7.90 Unrealized —

— AVON PRODS INC 0.0%

Value $94,000 Shares 15,000 Est. Cost $14.67 Unrealized —

— PROTALIX BIOTHERAPEUTICS INC 0.0%

Value $78,000 Shares 40,000 Est. Cost $4.58 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $77,000 Shares 15,602 Est. Cost $5.70 Unrealized —

— HARVARD APPARATUS REGENER TE 0.0%

Value $72,000 Shares 50,000 Est. Cost $1.44 Unrealized —

— KINDER MORGAN INC DEL 0.0%

Value $71,000 Shares 26,117 Est. Cost $1.76 Unrealized —

— ELEVEN BIOTHERAPEUTICS INC 0.0%

Value $70,000 Shares 25,000 Est. Cost $16.24 Unrealized —

— SPRINT CORP 0.0%

Value $68,000 Shares 15,000 Est. Cost $9.20 Unrealized —

— CALIFORNIA RES CORP 0.0%

Value $60,000 Shares 10,000 Est. Cost $5.50 Unrealized —

— ENERGY XXI LTD 0.0%

Value $53,000 Shares 20,000 Est. Cost $23.55 Unrealized —

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $45,000 Shares 17,000 Est. Cost $3.82 Unrealized -36.6%

— AK STL HLDG CORP 0.0%

Value $39,000 Shares 10,000 Est. Cost $7.20 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	190,500	$23.89M	4.6%	$18.36	+55.5%	COM	037833100
JPM	JPMORGAN CHASE & CO	135,000	$9.148M	1.8%	$42.08	+16.8%	COM	46625H100
MSFT	MICROSOFT CORP	185,000	$8.168M	1.6%	$31.26	+25.7%	COM	594918104
JNJ	JOHNSON & JOHNSON	70,000	$6.822M	1.3%	$66.63	+11.8%	COM	478160104
XOM	EXXON MOBIL CORP	70,000	$5.824M	1.1%	$58.08	-6.5%	COM	30231G102
DIS	DISNEY WALT CO	50,000	$5.707M	1.1%	$69.69	+43.5%	COM DISNEY	254687106
WFC	WELLS FARGO & CO NEW	100,000	$5.624M	1.1%	$33.41	+23.8%	COM	949746101
PG	PROCTER & GAMBLE CO	70,000	$5.477M	1.1%	$56.51	+6.1%	COM	742718109
MRK	MERCK & CO INC NEW	93,252	$5.309M	1.0%	$35.76	+12.5%	COM	58933Y105
PFE	PFIZER INC	150,956	$5.062M	1.0%	$18.20	+14.1%	COM	717081103
THC	TENET HEALTHCARE CORP	85,000	$4.92M	1.0%	$44.12	+15.8%	COM NEW	88033G407
PM	PHILIP MORRIS INTL INC	60,000	$4.81M	0.9%	$44.74	+8.0%	COM	718172109
GILD	GILEAD SCIENCES INC	40,000	$4.683M	0.9%	$54.49	+39.4%	COM	375558103
AMZN	AMAZON COM INC	10,000	$4.341M	0.8%	$18.56	+12.6%	COM	023135106
CSCO	CISCO SYS INC	150,000	$4.119M	0.8%	$15.30	+34.8%	COM	17275R102
ORCL	ORACLE CORP	100,000	$4.03M	0.8%	$31.98	+15.7%	COM	68389X105
—	ISIS PHARMACEUTICALS INC	70,000	$4.029M	0.8%	$36.96	—	COM	464330109
LOW	LOWES COS INC	60,000	$4.018M	0.8%	$39.01	+50.7%	COM	548661107
MO	ALTRIA GROUP INC	80,000	$3.913M	0.8%	$17.12	+47.5%	COM	02209S103
AXP	AMERICAN EXPRESS CO	50,000	$3.886M	0.8%	$75.50	-9.9%	COM	025816109
ALK	ALASKA AIR GROUP INC	60,000	$3.866M	0.8%	$39.91	+48.3%	COM	011659109
ALKS	ALKERMES PLC	60,000	$3.86M	0.8%	$47.58	+28.6%	SHS	G01767105
LLY	LILLY ELI & CO	45,000	$3.757M	0.7%	$44.54	+41.9%	COM	532457108
USB	US BANCORP DEL	80,000	$3.472M	0.7%	$27.34	+9.4%	COM NEW	902973304
CVX	CHEVRON CORP NEW	35,000	$3.376M	0.7%	$70.36	-5.6%	COM	166764100
BK	BANK NEW YORK MELLON CORP	80,038	$3.359M	0.7%	$24.75	+32.0%	COM	064058100
INTC	INTEL CORP	110,000	$3.346M	0.7%	$18.67	+34.4%	COM	458140100
MCD	MCDONALDS CORP	35,093	$3.336M	0.6%	$70.27	+5.6%	COM	580135101
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$3.253M	0.6%	$109.22	-5.7%	COM	459200101
UNP	UNION PAC CORP	34,000	$3.243M	0.6%	$71.52	+14.6%	COM	907818108
—	TIME WARNER INC	36,666	$3.205M	0.6%	$65.32	—	COM NEW	887317303
TRV	TRAVELERS COMPANIES INC	32,443	$3.136M	0.6%	$64.62	+25.2%	COM	89417E109
GS	GOLDMAN SACHS GROUP INC	15,000	$3.132M	0.6%	$133.70	+23.1%	COM	38141G104
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.03M	0.6%	$25.87	+9.5%	COM	92343V104
—	CORE MARK HOLDING CO INC	50,000	$2.963M	0.6%	$59.12	—	COM	218681104
WMT	WAL-MART STORES INC	40,000	$2.837M	0.6%	$19.90	+4.9%	COM	931142103
AMT	AMERICAN TOWER CORP NEW	30,000	$2.799M	0.5%	$61.59	+18.5%	COM	03027X100
—	UNITED TECHNOLOGIES CORP	25,000	$2.773M	0.5%	$116.84	—	COM	913017109
COP	CONOCOPHILLIPS	45,000	$2.763M	0.5%	$45.41	+2.1%	COM	20825C104
—	AMAG PHARMACEUTICALS INC	40,000	$2.762M	0.5%	$19.35	—	COM	00163U106
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$2.713M	0.5%	$12.23	—	COM	458118106
COST	COSTCO WHSL CORP NEW	20,000	$2.701M	0.5%	$91.29	+31.7%	COM	22160K105
—	COMCAST CORP NEW	45,000	$2.697M	0.5%	$48.78	—	CL A SPL	20030N200
CL	COLGATE PALMOLIVE CO	40,000	$2.616M	0.5%	$47.90	+10.6%	COM	194162103
INCY	INCYTE CORP	25,000	$2.605M	0.5%	$62.06	+66.8%	COM	45337C102
KO	COCA COLA CO	65,000	$2.55M	0.5%	$26.56	+9.3%	COM	191216100
—	CELLDEX THERAPEUTICS INC NEW	100,000	$2.522M	0.5%	$17.67	—	COM	15117B103
CYH	COMMUNITY HEALTH SYS INC NEW	40,000	$2.519M	0.5%	$33.03	+35.8%	COM	203668108
—	BAKER HUGHES INC	40,000	$2.468M	0.5%	$64.11	—	COM	057224107
CNC	CENTENE CORP DEL	30,000	$2.412M	0.5%	$22.77	+57.7%	COM	15135B101
YUM	YUM BRANDS INC	25,000	$2.252M	0.4%	$42.07	+23.6%	COM	988498101
AWR	AMERICAN STS WTR CO	60,000	$2.243M	0.4%	$23.08	+35.8%	COM	029899101
ALL	ALLSTATE CORP	33,810	$2.193M	0.4%	$41.54	+30.7%	COM	020002101
PRU	PRUDENTIAL FINL INC	25,000	$2.188M	0.4%	$52.24	+1.9%	COM	744320102
PEP	PEPSICO INC	23,251	$2.17M	0.4%	$56.86	+21.9%	COM	713448108
—	AMERICAN EQTY INVT LIFE HLD	80,000	$2.158M	0.4%	$23.63	—	COM	025676206
—	MONSANTO CO NEW	20,000	$2.132M	0.4%	$113.75	—	COM	61166W101
—	TWENTY FIRST CENTY FOX INC	65,000	$2.115M	0.4%	$31.97	—	CL A	90130A101
—	DOW CHEM CO	40,165	$2.055M	0.4%	$48.60	—	COM	260543103
TGT	TARGET CORP	25,000	$2.041M	0.4%	$41.65	+41.8%	COM	87612E106
—	AETNA INC NEW	16,012	$2.041M	0.4%	$74.94	—	COM	00817Y108
HON	HONEYWELL INTL INC	20,000	$2.039M	0.4%	$64.71	+15.5%	COM	438516106
TROW	PRICE T ROWE GROUP INC	26,000	$2.021M	0.4%	$52.57	+4.8%	COM	74144T108
WMB	WILLIAMS COS INC DEL	35,000	$2.009M	0.4%	$20.92	+34.2%	COM	969457100
SJM	SMUCKER J M CO	18,405	$1.995M	0.4%	$68.74	+22.6%	COM NEW	832696405
SEIC	SEI INVESTMENTS CO	40,000	$1.961M	0.4%	$29.39	+40.3%	COM	784117103
OXY	OCCIDENTAL PETE CORP DEL	25,000	$1.944M	0.4%	$62.47	-9.0%	COM	674599105
—	VIACOM INC NEW	30,000	$1.939M	0.4%	$85.00	—	CL B	92553P201
—	ACTIVISION BLIZZARD INC	80,000	$1.937M	0.4%	$20.44	—	COM	00507V109
—	RAYTHEON CO	20,000	$1.914M	0.4%	$98.80	—	COM NEW	755111507
GAP	GAP INC DEL	50,000	$1.909M	0.4%	$27.08	+0.2%	COM	364760108
MDLZ	MONDELEZ INTL INC	45,987	$1.892M	0.4%	$26.35	+17.1%	CL A	609207105
QCOM	QUALCOMM INC	30,000	$1.879M	0.4%	$54.02	-6.9%	COM	747525103
PTC	PTC INC	45,000	$1.846M	0.4%	$36.75	+7.6%	COM	69370C100
ITW	ILLINOIS TOOL WKS INC	20,000	$1.836M	0.4%	$61.28	+20.7%	COM	452308109
PSX	PHILLIPS 66	22,500	$1.813M	0.4%	$49.82	+7.8%	COM	718546104
—	DISCOVER FINL SVCS	31,350	$1.806M	0.4%	$58.18	—	COM	254709108
CMCSA	COMCAST CORP NEW	30,000	$1.804M	0.4%	$19.96	+15.2%	CL A	20030N101
MCK	MCKESSON CORP	8,000	$1.798M	0.3%	$160.13	+33.1%	COM	58155Q103
—	PRAXAIR INC	15,000	$1.793M	0.3%	$131.00	—	COM	74005P104
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.789M	0.3%	$35.93	+28.1%	COM	110122108
—	INFINERA CORPORATION	85,000	$1.783M	0.3%	$9.08	—	COM	45667G103
—	TIME WARNER CABLE INC	10,000	$1.782M	0.3%	$137.20	—	COM	88732J207
OXM	OXFORD INDS INC	20,000	$1.749M	0.3%	$77.21	+2.6%	COM	691497309
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$1.742M	0.3%	$44.55	+19.9%	COM	955306105
KFY	KORN FERRY INTL	50,000	$1.739M	0.3%	$22.02	+28.9%	COM NEW	500643200
SWK	STANLEY BLACK & DECKER INC	16,375	$1.723M	0.3%	$59.39	+30.7%	COM	854502101
—	ALLERGAN PLC	5,663	$1.718M	0.3%	$303.37	—	SHS	G0177J108
—	ASSOCIATED ESTATES RLTY CORP	60,000	$1.718M	0.3%	$16.93	—	COM	045604105
—	PINNACLE ENTMT INC	45,000	$1.678M	0.3%	$23.71	—	COM	723456109
—	CHESAPEAKE LODGING TR	55,000	$1.676M	0.3%	$25.73	—	SH BEN INT	165240102
—	HEARTWARE INTL INC	23,000	$1.672M	0.3%	$93.78	—	COM	422368100
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.646M	0.3%	$3.76	+12.0%	CL A	29382R107
EPR	EPR PPTYS	30,000	$1.643M	0.3%	$53.40	—	COM SH BEN INT	26884U109
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.637M	0.3%	$28.89	+21.7%	COM	440327104
BAC	BANK AMER CORP	95,082	$1.618M	0.3%	$13.25	-0.9%	COM	060505104
—	DU PONT E I DE NEMOURS & CO	25,000	$1.599M	0.3%	$67.12	—	COM	263534109
T	AT&T INC	45,000	$1.598M	0.3%	$10.85	+12.6%	COM	00206R102
COR	AMERISOURCEBERGEN CORP	14,996	$1.595M	0.3%	$49.28	+68.4%	COM	03073E105
—	GENERAL ELECTRIC CO	60,000	$1.594M	0.3%	$25.88	—	COM	369604103
—	SEMGROUP CORP	20,000	$1.59M	0.3%	$65.70	—	CL A	81663A105
—	COLONY CAP INC	70,000	$1.586M	0.3%	$21.96	—	CL A	19624R106
NOC	NORTHROP GRUMMAN CORP	10,000	$1.586M	0.3%	$97.12	+38.6%	COM	666807102
CVS	CVS HEALTH CORP	15,000	$1.573M	0.3%	$51.11	+47.2%	COM	126650100
—	ANADARKO PETE CORP	20,000	$1.561M	0.3%	$84.75	—	COM	032511107
—	BROADCOM CORP	30,000	$1.545M	0.3%	$31.47	—	CL A	111320107
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.531M	0.3%	$38.81	+23.9%	COM	571748102
—	EMPIRE DIST ELEC CO	70,000	$1.526M	0.3%	$24.31	—	COM	291641108
BC	BRUNSWICK CORP	30,000	$1.526M	0.3%	$36.35	+20.3%	COM	117043109
—	SOUTH ST CORP	20,000	$1.52M	0.3%	$55.90	—	COM	840441109
EBAY	EBAY INC	25,000	$1.506M	0.3%	$20.67	+7.4%	COM	278642103
—	POPEYES LA KITCHEN INC	25,000	$1.5M	0.3%	$40.64	—	COM	732872106
—	REYNOLDS AMERICAN INC	20,000	$1.493M	0.3%	$53.40	—	COM	761713106
MDT	MEDTRONIC PLC	20,000	$1.482M	0.3%	$58.10	+1.2%	SHS	G5960L103
—	WYNDHAM WORLDWIDE CORP	17,859	$1.463M	0.3%	$73.24	—	COM	98310W108
HEI	HEICO CORP NEW	25,000	$1.458M	0.3%	$29.73	+0.8%	COM	422806109
EFX	EQUIFAX INC	15,000	$1.456M	0.3%	$62.16	+41.8%	COM	294429105
SF	STIFEL FINL CORP	25,000	$1.444M	0.3%	$28.20	+16.1%	COM	860630102
—	CHUBB CORP	15,000	$1.427M	0.3%	$89.33	—	COM	171232101
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$1.425M	0.3%	$11.02	+14.7%	COM	169656105
GD	GENERAL DYNAMICS CORP	10,000	$1.417M	0.3%	$80.10	+37.7%	COM	369550108
—	CITRIX SYS INC	20,000	$1.403M	0.3%	$57.45	—	COM	177376100
BAX	BAXTER INTL INC	20,000	$1.399M	0.3%	$30.34	+3.7%	COM	071813109
—	PRIVATEBANCORP INC	35,000	$1.394M	0.3%	$30.51	—	COM	742962103
—	KNOLL INC	55,000	$1.377M	0.3%	$18.18	—	COM NEW	498904200
—	CAVIUM INC	20,000	$1.376M	0.3%	$43.75	—	COM	14964U108
M	MACYS INC	20,000	$1.349M	0.3%	$55.60	+21.6%	COM	55616P104
AMAT	APPLIED MATLS INC	70,000	$1.345M	0.3%	$15.75	+14.3%	COM	038222105
AVB	AVALONBAY CMNTYS INC	8,407	$1.344M	0.3%	$84.84	+37.4%	COM	053484101
AZO	AUTOZONE INC	2,000	$1.334M	0.3%	$518.77	+32.0%	COM	053332102
ZTS	ZOETIS INC	27,578	$1.33M	0.3%	$27.83	+58.0%	CL A	98978V103
MATW	MATTHEWS INTL CORP	25,000	$1.329M	0.3%	$31.38	+25.3%	CL A	577128101
—	E M C CORP MASS	50,250	$1.326M	0.3%	$27.40	—	COM	268648102
PLXS	PLEXUS CORP	30,000	$1.316M	0.3%	$40.84	+8.6%	COM	729132100
—	KRAFT FOODS GROUP INC	15,329	$1.305M	0.3%	$56.10	—	COM	50076Q106
MET	METLIFE INC	22,766	$1.275M	0.2%	$31.07	+6.6%	COM	59156R108
—	LAM RESEARCH CORP	15,625	$1.271M	0.2%	$54.99	—	COM	512807108
NSC	NORFOLK SOUTHERN CORP	14,500	$1.267M	0.2%	$71.41	+8.4%	COM	655844108
—	CIMPRESS N V	15,000	$1.262M	0.2%	$74.87	—	SHS EURO	N20146101
—	DEALERTRACK TECHNOLOGIES INC	20,000	$1.256M	0.2%	$49.20	—	COM	242309102
CAH	CARDINAL HEALTH INC	15,000	$1.255M	0.2%	$50.49	+29.8%	COM	14149Y108
ROK	ROCKWELL AUTOMATION INC	10,000	$1.246M	0.2%	$93.82	+4.2%	COM	773903109
—	PALL CORP	10,000	$1.245M	0.2%	$89.50	—	COM	696429307
—	ENLINK MIDSTREAM LLC	40,000	$1.244M	0.2%	$33.95	—	COM UNIT REP LTD	29336T100
WSO	WATSCO INC	10,000	$1.237M	0.2%	$96.52	+28.9%	COM	942622200
EEFT	EURONET WORLDWIDE INC	20,000	$1.234M	0.2%	$41.47	+43.4%	COM	298736109
—	SENIOR HSG PPTYS TR	70,000	$1.229M	0.2%	$22.47	—	SH BEN INT	81721M109
—	TRUSTCO BK CORP N Y	170,000	$1.195M	0.2%	$7.04	—	COM	898349105
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.186M	0.2%	$17.75	+10.4%	COM	595017104
—	YAHOO INC	30,000	$1.179M	0.2%	$35.90	—	COM	984332106
—	CELGENE CORP	10,000	$1.157M	0.2%	$112.75	—	COM	151020104
NPO	ENPRO INDS INC	20,000	$1.144M	0.2%	$70.90	-11.2%	COM	29355X107
—	MEDIVATION INC	10,000	$1.142M	0.2%	$64.40	—	COM	58501N101
WEX	WEX INC	10,000	$1.14M	0.2%	$91.59	+24.0%	COM	96208T104
—	ASPEN TECHNOLOGY INC	25,000	$1.139M	0.2%	$42.36	—	COM	045327103
—	CORESITE RLTY CORP	25,000	$1.136M	0.2%	$31.00	—	COM	21870Q105
—	CHEMTURA CORP	40,000	$1.132M	0.2%	$25.30	—	COM NEW	163893209
—	GOOGLE INC	2,080	$1.123M	0.2%	$1114.42	—	CL A	38259P508
PPG	PPG INDS INC	9,700	$1.113M	0.2%	$85.80	+10.0%	COM	693506107
HD	HOME DEPOT INC	10,000	$1.111M	0.2%	$60.23	+44.6%	COM	437076102
CAR	AVIS BUDGET GROUP	25,000	$1.102M	0.2%	$40.83	+22.8%	COM	053774105
—	MEAD JOHNSON NUTRITION CO	12,219	$1.102M	0.2%	$83.15	—	COM	582839106
WWD	WOODWARD INC	20,000	$1.1M	0.2%	$39.69	+20.3%	COM	980745103
—	GLATFELTER	50,000	$1.1M	0.2%	$27.22	—	COM	377316104
ENTG	ENTEGRIS INC	75,000	$1.093M	0.2%	$11.16	+20.4%	COM	29362U104
CAG	CONAGRA FOODS INC	25,000	$1.093M	0.2%	$16.04	+29.9%	COM	205887102
KR	KROGER CO	15,000	$1.088M	0.2%	$15.90	+85.6%	COM	501044101
—	GOOGLE INC	2,085	$1.085M	0.2%	$575.48	—	CL C	38259P706
SYY	SYSCO CORP	30,000	$1.083M	0.2%	$26.11	+8.3%	COM	871829107
JBHT	HUNT J B TRANS SVCS INC	13,000	$1.067M	0.2%	$65.88	+19.3%	COM	445658107
CLDT	CHATHAM LODGING TR	40,000	$1.059M	0.2%	$20.23	—	COM	16208T102
EQR	EQUITY RESIDENTIAL	15,000	$1.053M	0.2%	$31.71	+36.6%	SH BEN INT	29476L107
HURN	HURON CONSULTING GROUP INC	15,000	$1.051M	0.2%	$65.04	+0.7%	COM	447462102
—	KAMAN CORP	25,000	$1.049M	0.2%	$40.68	—	COM	483548103
—	CAMERON INTERNATIONAL CORP	20,000	$1.047M	0.2%	$61.75	—	COM	13342B105
MPC	MARATHON PETE CORP	20,000	$1.046M	0.2%	$33.67	+8.7%	COM	56585A102
—	FORWARD AIR CORP	20,000	$1.045M	0.2%	$46.10	—	COM	349853101
DUK	DUKE ENERGY CORP NEW	14,733	$1.04M	0.2%	$42.66	+14.2%	COM NEW	26441C204
AZZ	AZZ INC	20,000	$1.036M	0.2%	$36.74	+14.5%	COM	002474104
DVN	DEVON ENERGY CORP NEW	17,000	$1.011M	0.2%	$41.69	+6.1%	COM	25179M103
UNM	UNUM GROUP	28,000	$1.001M	0.2%	$34.13	+2.5%	COM	91529Y106
—	MYLAN N V	14,750	$1.001M	0.2%	$59.32	—	SHS EURO	N59465109
KMX	CARMAX INC	15,000	$993K	0.2%	$46.71	+52.6%	COM	143130102
ROG	ROGERS CORP	15,000	$992K	0.2%	$60.59	+22.1%	COM	775133101
—	CHEMICAL FINL CORP	30,000	$992K	0.2%	$32.47	—	COM	163731102
NEE	NEXTERA ENERGY INC	10,000	$980K	0.2%	$16.57	+16.4%	COM	65339F101
—	STATE BK FINL CORP	45,000	$977K	0.2%	$17.69	—	COM	856190103
DE	DEERE & CO	10,000	$971K	0.2%	$70.10	+7.5%	COM	244199105
PRGS	PROGRESS SOFTWARE CORP	35,000	$963K	0.2%	$23.95	+11.3%	COM	743312100
O	REALTY INCOME CORP	21,555	$957K	0.2%	$22.70	+22.4%	COM	756109104
PNC	PNC FINL SVCS GROUP INC	10,000	$957K	0.2%	$56.79	+19.2%	COM	693475105
SCSC	SCANSOURCE INC	25,000	$952K	0.2%	$39.39	+0.8%	COM	806037107
—	CABOT MICROELECTRONICS CORP	20,000	$942K	0.2%	$44.00	—	COM	12709P103
INDB	INDEPENDENT BANK CORP MASS	20,000	$938K	0.2%	$26.89	+22.7%	COM	453836108
PAYX	PAYCHEX INC	20,000	$938K	0.2%	$29.49	+20.1%	COM	704326107
AFL	AFLAC INC	15,000	$933K	0.2%	$23.98	+2.7%	COM	001055102
OTTR	OTTER TAIL CORP	35,000	$931K	0.2%	$20.25	+2.4%	COM	689648103
DAN	DANA HLDG CORP	45,000	$926K	0.2%	$16.52	+5.5%	COM	235825205
RUSHA	RUSH ENTERPRISES INC	35,000	$917K	0.2%	$12.91	-6.9%	CL A	781846209
—	THERAVANCE INC	50,000	$904K	0.2%	$30.96	—	COM	88338T104
F	FORD MTR CO DEL	60,000	$901K	0.2%	$8.37	+4.6%	COM PAR $0.01	345370860
—	HEWLETT PACKARD CO	30,000	$900K	0.2%	$32.37	—	COM	428236103
A	AGILENT TECHNOLOGIES INC	23,084	$891K	0.2%	$37.33	+2.0%	COM	00846U101
—	BBCN BANCORP INC	60,000	$887K	0.2%	$17.13	—	COM	073295107
—	BRIGGS & STRATTON CORP	45,000	$867K	0.2%	$22.24	—	COM	109043109
DHR	DANAHER CORP DEL	10,000	$856K	0.2%	$30.77	+13.3%	COM	235851102
KLAC	KLA-TENCOR CORP	15,000	$843K	0.2%	$41.11	+16.5%	COM	482480100
BALL	BALL CORP	12,000	$842K	0.2%	$23.53	+37.5%	COM	058498106
—	ASHLAND INC NEW	6,860	$836K	0.2%	$99.42	—	COM	044209104
—	FINISH LINE INC	30,000	$835K	0.2%	$27.10	—	CL A	317923100
—	FMC TECHNOLOGIES INC	20,000	$830K	0.2%	$52.30	—	COM	30249U101
—	NIC INC	45,000	$823K	0.2%	$19.31	—	COM	62914B100
—	NAVIGANT CONSULTING INC	55,000	$818K	0.2%	$18.65	—	COM	63935N107
SCHW	SCHWAB CHARLES CORP NEW	25,000	$816K	0.2%	$22.70	+22.3%	COM	808513105
KSS	KOHLS CORP	13,000	$814K	0.2%	$53.60	+29.5%	COM	500255104
WU	WESTERN UN CO	40,000	$813K	0.2%	$16.35	—	COM	959802109
NPKI	NEWPARK RES INC	100,000	$813K	0.2%	$11.44	-19.0%	COM PAR $.01NEW	651718504
HUBG	HUB GROUP INC	20,000	$807K	0.2%	$20.24	+1.0%	CL A	443320106
FFBC	FIRST FINL BANCORP OH	45,000	$807K	0.2%	$11.01	+7.3%	COM	320209109
—	XENOPORT INC	130,000	$797K	0.2%	$5.17	—	COM	98411C100
IRBTQ	IROBOT CORP	25,000	$797K	0.2%	$40.05	-18.1%	COM	462726100
FLR	FLUOR CORP NEW	15,000	$795K	0.2%	$69.22	-24.8%	COM	343412102
TRN	TRINITY INDS INC	30,000	$793K	0.2%	$18.24	-11.7%	COM	896522109
BDX	BECTON DICKINSON & CO	5,582	$791K	0.2%	$94.25	+24.6%	COM	075887109
—	VERINT SYS INC	12,981	$789K	0.2%	$46.91	—	COM	92343X100
—	RTI INTL METALS INC	25,000	$788K	0.2%	$27.80	—	COM	74973W107
AEP	AMERICAN ELEC PWR INC	14,760	$782K	0.2%	$31.83	+19.4%	COM	025537101
MSI	MOTOROLA SOLUTIONS INC	13,571	$778K	0.2%	$53.66	-6.0%	COM NEW	620076307
COF	CAPITAL ONE FINL CORP	8,733	$768K	0.1%	$59.33	+16.7%	COM	14040H105
NTRS	NORTHERN TR CORP	10,000	$765K	0.1%	$45.55	+23.1%	COM	665859104
—	AEGION CORP	40,000	$758K	0.1%	$25.30	—	COM	00770F104
—	DRIL-QUIP INC	10,000	$753K	0.1%	$112.10	—	COM	262037104
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$752K	0.1%	$14.83	+30.7%	COM	127387108
HTGC	HERCULES TECH GROWTH CAP INC	65,000	$751K	0.1%	$15.67	-17.1%	COM	427096508
MUR	MURPHY OIL CORP	18,000	$748K	0.1%	$38.91	-21.9%	COM	626717102
—	CARDTRONICS INC	20,000	$741K	0.1%	$38.85	—	COM	14161H108
—	ROCKWELL COLLINS INC	8,000	$739K	0.1%	$79.63	—	COM	774341101
—	CONSOLIDATED COMM HLDGS INC	35,000	$735K	0.1%	$20.00	—	COM	209034107
ADM	ARCHER DANIELS MIDLAND CO	15,000	$723K	0.1%	$29.33	+25.6%	COM	039483102
—	SPECTRA ENERGY CORP	22,100	$720K	0.1%	$36.92	—	COM	847560109
—	CUBIC CORP	15,000	$714K	0.1%	$51.07	—	COM	229669106
SO	SOUTHERN CO	17,000	$712K	0.1%	$25.27	+9.9%	COM	842587107
BSX	BOSTON SCIENTIFIC CORP	40,000	$708K	0.1%	$13.13	+36.1%	COM	101137107
GERN	GERON CORP	165,000	$706K	0.1%	$3.99	-0.6%	COM	374163103
MTH	MERITAGE HOMES CORP	15,000	$706K	0.1%	$22.78	-0.8%	COM	59001A102
MOH	MOLINA HEALTHCARE INC	10,000	$703K	0.1%	$36.85	+81.5%	COM	60855R100
—	FARO TECHNOLOGIES INC	15,000	$701K	0.1%	$53.00	—	COM	311642102
—	SYMANTEC CORP	30,000	$698K	0.1%	$19.97	—	COM	871503108
APD	AIR PRODS & CHEMS INC	5,000	$684K	0.1%	$79.28	+32.3%	COM	009158106
KMT	KENNAMETAL INC	20,000	$682K	0.1%	$33.32	-19.9%	COM	489170100
—	EARTHLINK HLDGS CORP	90,000	$674K	0.1%	$3.61	—	COM	27033X101
LGND	LIGAND PHARMACEUTICALS INC	6,666	$673K	0.1%	$41.68	+30.9%	COM NEW	53220K504
ABBV	ABBVIE INC	10,000	$672K	0.1%	$31.49	+34.4%	COM	00287Y109
—	HESS CORP	10,000	$669K	0.1%	$82.90	—	COM	42809H107
MYE	MYERS INDS INC	35,000	$665K	0.1%	$13.73	-8.9%	COM	628464109
KMI	KINDER MORGAN INC DEL	17,265	$663K	0.1%	$18.43	+32.0%	COM	49456B101
GCO	GENESCO INC	10,000	$660K	0.1%	$72.64	-5.6%	COM	371532102
SWKS	SKYWORKS SOLUTIONS INC	6,318	$658K	0.1%	$26.27	+210.8%	COM	83088M102
HAL	HALLIBURTON CO	15,267	$658K	0.1%	$42.79	-12.3%	COM	406216101
EMN	EASTMAN CHEM CO	8,000	$655K	0.1%	$56.96	-3.7%	COM	277432100
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$649K	0.1%	$114.47	+10.3%	COM	883556102
—	ORITANI FINL CORP DEL	40,000	$642K	0.1%	$15.80	—	COM	68633D103
CVLT	COMMVAULT SYSTEMS INC	15,000	$636K	0.1%	$69.18	-34.5%	COM	204166102
ACM	AECOM	18,879	$625K	0.1%	$30.01	+5.8%	COM	00766T100
—	HOSPIRA INC	7,000	$621K	0.1%	$43.29	—	COM	441060100
—	GREENHILL & CO INC	15,000	$620K	0.1%	$52.00	—	COM	395259104
AVY	AVERY DENNISON CORP	10,000	$609K	0.1%	$39.54	+20.5%	COM	053611109
—	CENTURYLINK INC	20,550	$604K	0.1%	$32.85	—	COM	156700106
SLB	SCHLUMBERGER LTD	6,966	$600K	0.1%	$65.48	+2.0%	COM	806857108
NTGR	NETGEAR INC	20,000	$600K	0.1%	$20.77	-6.3%	COM	64111Q104
RSG	REPUBLIC SVCS INC	15,000	$588K	0.1%	$26.51	+25.6%	COM	760759100
PNNT	PENNANTPARK INVT CORP	66,710	$586K	0.1%	$2.62	-4.6%	COM	708062104
PH	PARKER HANNIFIN CORP	5,000	$582K	0.1%	$98.49	+3.1%	COM	701094104
—	BABCOCK & WILCOX CO NEW	17,500	$574K	0.1%	$33.20	—	COM	05615F102
—	TENNECO INC	10,000	$574K	0.1%	$58.10	—	COM	880349105
MU	MICRON TECHNOLOGY INC	30,000	$565K	0.1%	$23.18	+12.2%	COM	595112103
KIM	KIMCO RLTY CORP	25,000	$564K	0.1%	$12.11	+20.4%	COM	49446R109
SNPS	SYNOPSYS INC	10,742	$544K	0.1%	$40.13	+21.3%	COM	871607107
HRB	BLOCK H & R INC	18,000	$534K	0.1%	$19.54	+7.8%	COM	093671105
—	MARATHON OIL CORP	20,000	$531K	0.1%	$35.50	—	COM	565849106
XEL	XCEL ENERGY INC	16,243	$523K	0.1%	$19.89	+20.9%	COM	98389B100
NRG	NRG ENERGY INC	22,496	$515K	0.1%	$22.10	-10.7%	COM NEW	629377508
DAR	DARLING INGREDIENTS INC	35,000	$513K	0.1%	$20.04	-26.4%	COM	237266101
CRUS	CIRRUS LOGIC INC	15,000	$510K	0.1%	$19.04	+85.1%	COM	172755100
LUV	SOUTHWEST AIRLS CO	15,000	$496K	0.1%	$19.19	+80.3%	COM	844741108
KOP	KOPPERS HOLDINGS INC	20,000	$494K	0.1%	$38.65	-39.3%	COM	50060P106
—	HAYNES INTERNATIONAL INC	10,000	$493K	0.1%	$54.00	—	COM NEW	420877201
ABT	ABBOTT LABS	10,000	$491K	0.1%	$30.73	+28.0%	COM	002824100
BXP	BOSTON PROPERTIES INC	4,000	$484K	0.1%	$66.97	+28.3%	COM	101121101
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$482K	0.1%	$11.24	+3.4%	COM CL A	46333X108
—	XEROX CORP	44,000	$468K	0.1%	$11.30	—	COM	984121103
—	STAPLES INC	30,348	$465K	0.1%	$11.34	—	COM	855030102
—	LEGG MASON INC	9,000	$464K	0.1%	$49.00	—	COM	524901105
NI	NISOURCE INC	10,000	$456K	0.1%	$9.34	+36.0%	COM	65473P105
—	PICO HLDGS INC	30,000	$442K	0.1%	$26.00	—	COM NEW	693366205
C	CITIGROUP INC	8,000	$442K	0.1%	$37.07	+9.4%	COM NEW	172967424
CROX	CROCS INC	30,000	$441K	0.1%	$15.31	-7.6%	COM	227046109
—	ARRAY BIOPHARMA INC	60,000	$433K	0.1%	$4.70	—	COM	04269X105
EXPE	EXPEDIA INC DEL	3,875	$424K	0.1%	$67.77	+44.3%	COM NEW	30212P303
—	FTD COS INC	15,000	$423K	0.1%	$31.80	—	COM	30281V108
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$416K	0.1%	$27.12	+22.8%	COM	416515104
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$393K	0.1%	$22.69	+26.0%	COM	744573106
—	JUNIPER NETWORKS INC	15,000	$390K	0.1%	$25.73	—	COM	48203R104
—	ORBITAL ATK INC	5,209	$382K	0.1%	$76.60	—	COM	68557N103
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$379K	0.1%	$22.27	-29.2%	COM	42330P107
—	NEKTAR THERAPEUTICS	30,000	$375K	0.1%	$12.13	—	COM	640268108
HII	HUNTINGTON INGALLS INDS INC	3,333	$375K	0.1%	$78.33	+32.9%	COM	446413106
KEYS	KEYSIGHT TECHNOLOGIES INC	11,542	$360K	0.1%	$32.07	+6.6%	COM	49338L103
GTLS	CHART INDS INC	10,000	$358K	0.1%	$86.10	-57.5%	COM PAR $0.01	16115Q308
DOV	DOVER CORP	5,000	$351K	0.1%	$50.30	-1.9%	COM	260003108
—	ROVI CORP	21,758	$347K	0.1%	$22.80	—	COM	779376102
—	ROSETTA RESOURCES INC	15,000	$347K	0.1%	$46.60	—	COM	777779307
AIG	AMERICAN INTL GROUP INC	5,500	$340K	0.1%	$37.86	+20.2%	COM NEW	026874784
TRIP	TRIPADVISOR INC	3,875	$338K	0.1%	$81.07	-10.8%	COM	896945201
—	INGERSOLL-RAND PLC	5,000	$337K	0.1%	$57.20	—	SHS	G47791101
—	WHITING PETE CORP NEW	9,735	$327K	0.1%	$32.97	—	COM	966387102
EXC	EXELON CORP	10,200	$320K	0.1%	$13.80	+19.1%	COM	30161N101
—	OASIS PETE INC NEW	20,000	$317K	0.1%	$41.75	—	COM	674215108
—	PIER 1 IMPORTS INC	25,000	$316K	0.1%	$18.88	—	COM	720279108
—	IAC INTERACTIVECORP	3,875	$309K	0.1%	$71.48	—	COM PAR $.001	44919P508
—	DENTSPLY INTL INC NEW	6,000	$309K	0.1%	$46.00	—	COM	249030107
—	ARQULE INC	190,000	$304K	0.1%	$2.05	—	COM	04269E107
GT	GOODYEAR TIRE & RUBR CO	10,000	$302K	0.1%	$25.47	+16.7%	COM	382550101
AAL	AMERICAN AIRLS GROUP INC	7,439	$297K	0.1%	$36.77	+17.9%	COM	02376R102
ADAPY	ADAPTIMMUNE THERAPEUTICS PLC	16,000	$293K	0.1%	$18.31	—	SPONDS ADR	00653A107
HL	HECLA MNG CO	110,000	$289K	0.1%	$3.11	-5.7%	COM	422704106
—	NABORS INDUSTRIES LTD	20,000	$289K	0.1%	$24.65	—	SHS	G6359F103
—	BOULDER BRANDS INC	40,000	$278K	0.1%	$17.63	—	COM	101405108
MCY	MERCURY GENL CORP NEW	5,000	$278K	0.1%	$45.68	+23.3%	COM	589400100
EMR	EMERSON ELEC CO	5,000	$277K	0.1%	$47.79	-7.5%	COM	291011104
—	KANSAS CITY SOUTHERN	3,000	$274K	0.1%	$102.00	—	COM NEW	485170302
MAN	MANPOWERGROUP INC	3,000	$268K	0.1%	$79.12	+9.0%	COM	56418H100
RGA	REINSURANCE GROUP AMER INC	2,829	$268K	0.1%	$75.92	+23.9%	COM NEW	759351604
—	OCWEN FINL CORP	26,000	$265K	0.1%	$39.19	—	COM NEW	675746309
LNN	LINDSAY CORP	3,000	$264K	0.1%	$72.98	-4.7%	COM	535555106
—	DREAMWORKS ANIMATION SKG INC	10,000	$264K	0.1%	$26.60	—	CL A	26153C103
—	SCHULMAN A INC	6,000	$262K	0.1%	$36.33	—	COM	808194104
—	BROCADE COMMUNICATIONS SYS I	21,572	$256K	0.0%	$10.62	—	COM NEW	111621306
MUSA	MURPHY USA INC	4,500	$251K	0.0%	$45.04	+35.5%	COM	626755102
—	QUALITY SYS INC	15,000	$249K	0.0%	$16.87	—	COM	747582104
NVRI	HARSCO CORP	15,000	$248K	0.0%	$24.55	-32.7%	COM	415864107
—	WEATHERFORD INTL PLC	20,000	$245K	0.0%	$20.80	—	ORD SHS	G48833100
VTR	VENTAS INC	3,933	$244K	0.0%	$41.21	+18.7%	COM	92276F100
—	LINNCO LLC	25,200	$238K	0.0%	$27.06	—	COM SHS LTD INT	535782106
NWSA	NEWS CORP NEW	16,250	$237K	0.0%	$15.19	-11.2%	CL A	65249B109
—	DISCOVERY COMMUNICATNS NEW	7,500	$233K	0.0%	$37.33	—	COM SER C	25470F302
XENE	XENON PHARMACEUTICALS INC	20,000	$231K	0.0%	$13.82	0.0%	COM	98420N105
CVCO	CAVCO INDS INC DEL	3,000	$226K	0.0%	$76.06	-5.8%	COM	149568107
CLNE	CLEAN ENERGY FUELS CORP	40,000	$225K	0.0%	$10.39	-27.8%	COM	184499101
—	ACCELERON PHARMA INC	7,000	$221K	0.0%	$34.43	—	COM	00434H108
FOLD	AMICUS THERAPEUTICS INC	15,000	$212K	0.0%	$2.50	+380.8%	COM	03152W109
—	ASTORIA FINL CORP	15,000	$207K	0.0%	$13.80	—	COM	046265104
—	WPX ENERGY INC	16,666	$205K	0.0%	$18.00	—	COM	98212B103
PLD	PROLOGIS INC	5,464	$203K	0.0%	$27.64	+7.5%	COM	74340W103
PHM	PULTE GROUP INC	10,000	$202K	0.0%	$17.01	+4.3%	COM	745867101
—	COMVERSE INC	10,000	$201K	0.0%	$34.60	—	COM	20585P105
—	MCDERMOTT INTL INC	35,000	$187K	0.0%	$7.83	—	COM	580037109
TBPH	THERAVANCE BIOPHARMA INC	14,284	$186K	0.0%	$27.05	-42.7%	COM	G8807B106
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$176K	0.0%	$11.21	-6.5%	COM	928298108
—	UNITED ONLINE INC	10,714	$168K	0.0%	$11.57	—	COM NEW	911268209
—	ALCOA INC	15,000	$167K	0.0%	$12.87	—	COM	013817101
—	CHICOS FAS INC	10,000	$166K	0.0%	$16.00	—	COM	168615102
—	ADTRAN INC	10,000	$163K	0.0%	$24.40	—	COM	00738A106
FSS	FEDERAL SIGNAL CORP	10,000	$149K	0.0%	$11.92	+15.8%	COM	313855108
KLIC	KULICKE & SOFFA INDS INC	12,000	$141K	0.0%	$10.36	+17.0%	COM	501242101
—	PENNEY J C INC	12,500	$106K	0.0%	$8.64	—	COM	708160106
—	AIR TRANSPORT SERVICES GRP I	10,000	$105K	0.0%	$7.90	—	COM	00922R105
—	AVON PRODS INC	15,000	$94,000	0.0%	$14.67	—	COM	054303102
—	PROTALIX BIOTHERAPEUTICS INC	40,000	$78,000	0.0%	$4.58	—	COM	74365A101
—	FRONTIER COMMUNICATIONS CORP	15,602	$77,000	0.0%	$5.70	—	COM	35906A108
—	HARVARD APPARATUS REGENER TE	50,000	$72,000	0.0%	$1.44	—	COM	41690A106
—	KINDER MORGAN INC DEL	26,117	$71,000	0.0%	$1.76	—	*W EXP 05/25/201	49456B119
—	ELEVEN BIOTHERAPEUTICS INC	25,000	$70,000	0.0%	$16.24	—	COM	286221106
—	SPRINT CORP	15,000	$68,000	0.0%	$9.20	—	COM SER 1	85207U105
—	CALIFORNIA RES CORP	10,000	$60,000	0.0%	$5.50	—	COM	13057Q107
—	ENERGY XXI LTD	20,000	$53,000	0.0%	$23.55	—	USD UNRS SHS	G10082140
AMD	ADVANCED MICRO DEVICES INC	17,000	$45,000	0.0%	$3.82	-36.6%	COM	007903107
—	AK STL HLDG CORP	10,000	$39,000	0.0%	$7.20	—	COM	001547108