NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Jul 30, 2013

Total Value: $437M (100.0% shares, 0.0% debt)

Holdings (436)

— APPLE INC 3.2%

Value $13.88M Shares 35,000 Est. Cost $396.54 Unrealized —

— EXXON MOBIL CORP. 2.2%

Value $9.487M Shares 105,000 Est. Cost $90.35 Unrealized —

— MICROSOFT CORP. 1.8%

Value $7.945M Shares 230,000 Est. Cost $34.54 Unrealized —

— JP MORGAN CHASE & CO 1.6%

Value $7.127M Shares 135,000 Est. Cost $52.79 Unrealized —

— PROCTER & GAMBLE CO. 1.4%

Value $6.159M Shares 80,000 Est. Cost $76.99 Unrealized —

— JOHNSON & JOHNSON 1.4%

Value $6.01M Shares 70,000 Est. Cost $85.86 Unrealized —

— CHEVRON CORP. 1.2%

Value $5.325M Shares 45,000 Est. Cost $118.33 Unrealized —

— PHILIP MORRIS INTERNATIONAL,INC. 1.2%

Value $5.197M Shares 60,000 Est. Cost $86.62 Unrealized —

— COCA-COLA CO. (THE) 1.0%

Value $4.412M Shares 110,000 Est. Cost $40.11 Unrealized —

— MERCK & CO. INC. 1.0%

Value $4.332M Shares 93,252 Est. Cost $46.45 Unrealized —

— PFIZER INC 1.0%

Value $4.228M Shares 150,956 Est. Cost $28.01 Unrealized —

— WELLS FARGO & CO 0.9%

Value $4.127M Shares 100,000 Est. Cost $41.27 Unrealized —

— INTL BUSINESS MACHINES CORP. 0.9%

Value $3.822M Shares 20,000 Est. Cost $191.10 Unrealized —

— AMERICAN EXPRESS CO 0.9%

Value $3.738M Shares 50,000 Est. Cost $74.76 Unrealized —

— CISCO SYSTEMS INC 0.8%

Value $3.65M Shares 150,000 Est. Cost $24.33 Unrealized —

— MCDONALD'S CORP. 0.8%

Value $3.474M Shares 35,093 Est. Cost $98.99 Unrealized —

— VERIZON COMMUNICATIONS INC 0.7%

Value $3.272M Shares 65,000 Est. Cost $50.34 Unrealized —

— WALT DISNEY CO. (THE) 0.7%

Value $3.158M Shares 50,000 Est. Cost $63.16 Unrealized —

— GILEAD SCIENCES INC 0.7%

Value $3.076M Shares 60,000 Est. Cost $51.27 Unrealized —

— ORACLE CORP 0.7%

Value $3.071M Shares 100,000 Est. Cost $30.71 Unrealized —

— QUALCOMM INC. 0.7%

Value $3.055M Shares 50,000 Est. Cost $61.10 Unrealized —

— WAL-MART STORES, INC. 0.7%

Value $2.98M Shares 40,000 Est. Cost $74.50 Unrealized —

— US BANCORP 0.7%

Value $2.892M Shares 80,000 Est. Cost $36.15 Unrealized —

— ALTRIA GROUP INC. 0.6%

Value $2.799M Shares 80,000 Est. Cost $34.99 Unrealized —

— AMAZON.COM INC. 0.6%

Value $2.777M Shares 10,000 Est. Cost $277.70 Unrealized —

— CONOCOPHILLIPS 0.6%

Value $2.723M Shares 45,000 Est. Cost $60.51 Unrealized —

— PEPSICO INC 0.6%

Value $2.72M Shares 33,251 Est. Cost $81.80 Unrealized —

— INTEL CORP 0.6%

Value $2.665M Shares 110,000 Est. Cost $24.23 Unrealized —

— UNION PACIFIC CORP 0.6%

Value $2.623M Shares 17,000 Est. Cost $154.29 Unrealized —

— TRAVELERS COS INC/THE 0.6%

Value $2.593M Shares 32,443 Est. Cost $79.92 Unrealized —

— TENET HEALTHCARE CORP 0.6%

Value $2.536M Shares 55,000 Est. Cost $46.11 Unrealized —

— LOWES COMPANIES, INC. 0.6%

Value $2.454M Shares 60,000 Est. Cost $40.90 Unrealized —

— UNITED TECHNOLOGIES CORP 0.5%

Value $2.324M Shares 25,000 Est. Cost $92.96 Unrealized —

— COLGATE-PALMOLIVE CO 0.5%

Value $2.292M Shares 40,000 Est. Cost $57.30 Unrealized —

— GOLDMAN SACHS GROUP INC 0.5%

Value $2.269M Shares 15,000 Est. Cost $151.27 Unrealized —

— BANK OF NEW YORK MELLON CORP 0.5%

Value $2.245M Shares 80,038 Est. Cost $28.05 Unrealized —

— OCCIDENTAL PETROLEUM CORP. 0.5%

Value $2.231M Shares 25,000 Est. Cost $89.24 Unrealized —

— COSTCO WHOLESALE CORP. 0.5%

Value $2.211M Shares 20,000 Est. Cost $110.55 Unrealized —

— ELI LILLY & CO. 0.5%

Value $2.21M Shares 45,000 Est. Cost $49.11 Unrealized —

— AMERICAN TOWER CORP 0.5%

Value $2.195M Shares 30,000 Est. Cost $73.17 Unrealized —

— HEARTWARE INTL INC 0.5%

Value $2.187M Shares 23,000 Est. Cost $95.09 Unrealized —

— ALKERMES PLC 0.5%

Value $2.151M Shares 75,000 Est. Cost $28.68 Unrealized —

— TIME WARNER INC 0.5%

Value $2.12M Shares 36,666 Est. Cost $57.82 Unrealized —

— NEWS CORP - CL A 0.5%

Value $2.118M Shares 65,000 Est. Cost $32.58 Unrealized —

— GAP INC/THE 0.5%

Value $2.087M Shares 50,000 Est. Cost $41.74 Unrealized —

— HALLIBURTON CO 0.5%

Value $2.086M Shares 50,000 Est. Cost $41.72 Unrealized —

— VIACOM INC CL B 0.5%

Value $2.041M Shares 30,000 Est. Cost $68.03 Unrealized —

— MONSANTO CO. 0.5%

Value $1.976M Shares 20,000 Est. Cost $98.80 Unrealized —

— THERAVANCE INC 0.4%

Value $1.926M Shares 50,000 Est. Cost $38.52 Unrealized —

— T ROWE PRICE GROUP INC. 0.4%

Value $1.903M Shares 26,000 Est. Cost $73.19 Unrealized —

— JM SMUCKER CO/THE 0.4%

Value $1.898M Shares 18,405 Est. Cost $103.12 Unrealized —

— COMMUNITY HEALTH SYSTEMS 0.4%

Value $1.875M Shares 40,000 Est. Cost $46.88 Unrealized —

— GOOGLE INC 0.4%

Value $1.831M Shares 2,080 Est. Cost $880.29 Unrealized —

— PRUDENTIAL FINANCIAL INC. 0.4%

Value $1.826M Shares 25,000 Est. Cost $73.04 Unrealized —

— SENIOR HOUSING PROP TRUST 0.4%

Value $1.815M Shares 70,000 Est. Cost $25.93 Unrealized —

— COMCAST CORP. "A SPL" 0.4%

Value $1.785M Shares 45,000 Est. Cost $39.67 Unrealized —

— SPRINT NEXTEL CORP. 0.4%

Value $1.755M Shares 250,000 Est. Cost $7.02 Unrealized —

— YUM! BRANDS, INC. 0.4%

Value $1.734M Shares 25,000 Est. Cost $69.36 Unrealized —

— PRAXAIR, INC. 0.4%

Value $1.727M Shares 15,000 Est. Cost $115.13 Unrealized —

— TARGET CORP. 0.4%

Value $1.722M Shares 25,000 Est. Cost $68.88 Unrealized —

— ANADARKO PETROLEUM CORP 0.4%

Value $1.719M Shares 20,000 Est. Cost $85.95 Unrealized —

— MCKESSON CORP. 0.4%

Value $1.718M Shares 15,000 Est. Cost $114.53 Unrealized —

— ALLSTATE CORP. (THE) 0.4%

Value $1.627M Shares 33,810 Est. Cost $48.12 Unrealized —

— ZOETIS INC 0.4%

Value $1.624M Shares 52,578 Est. Cost $30.89 Unrealized —

— WILLIAMS COS INC. 0.4%

Value $1.624M Shares 50,000 Est. Cost $32.48 Unrealized —

— AMERICAN STATES WATER CO 0.4%

Value $1.61M Shares 30,000 Est. Cost $53.67 Unrealized —

— AT&T INC. 0.4%

Value $1.593M Shares 45,000 Est. Cost $35.40 Unrealized —

— CORE MARK HOLDING CO INC 0.4%

Value $1.588M Shares 25,000 Est. Cost $63.52 Unrealized —

— HONEYWELL INTERNATIONAL INC 0.4%

Value $1.587M Shares 20,000 Est. Cost $79.35 Unrealized —

— CHIPOTLE MEXICAN GRILL INC. 0.4%

Value $1.587M Shares 4,356 Est. Cost $364.33 Unrealized —

— EMPIRE DISTRICT ELECTRIC CO 0.4%

Value $1.562M Shares 70,000 Est. Cost $22.31 Unrealized —

— CELLDEX THERAPEUTICS INC 0.4%

Value $1.561M Shares 100,000 Est. Cost $15.61 Unrealized —

— ALASKA AIR GRP 0.4%

Value $1.56M Shares 30,000 Est. Cost $52.00 Unrealized —

— EPR PROPERTIES 0.3%

Value $1.508M Shares 30,000 Est. Cost $50.27 Unrealized —

— DISCOVER FINANCIAL SERVICES LLC 0.3%

Value $1.494M Shares 31,350 Est. Cost $47.66 Unrealized —

— COLONY FINL INC 0.3%

Value $1.392M Shares 70,000 Est. Cost $19.89 Unrealized —

— GENL ELECTRIC 0.3%

Value $1.391M Shares 60,000 Est. Cost $23.18 Unrealized —

— BAXTER INTERNATIONAL INC 0.3%

Value $1.385M Shares 20,000 Est. Cost $69.25 Unrealized —

— ILLINOIS TOOL WORKS INC. 0.3%

Value $1.383M Shares 20,000 Est. Cost $69.15 Unrealized —

— PHILLIPS 66 0.3%

Value $1.325M Shares 22,500 Est. Cost $58.89 Unrealized —

— RAYTHEON CO. 0.3%

Value $1.322M Shares 20,000 Est. Cost $66.10 Unrealized —

— DU PONT (E.I.) DE NEMOURS 0.3%

Value $1.313M Shares 25,000 Est. Cost $52.52 Unrealized —

— MONDELEZ INTL INC 0.3%

Value $1.312M Shares 45,987 Est. Cost $28.53 Unrealized —

— EBAY INC 0.3%

Value $1.293M Shares 25,000 Est. Cost $51.72 Unrealized —

— DOW CHEMICAL CO. (THE) 0.3%

Value $1.292M Shares 40,165 Est. Cost $32.17 Unrealized —

— CHUBB CORP. (THE) 0.3%

Value $1.27M Shares 15,000 Est. Cost $84.67 Unrealized —

— STANLEY BLACK AND DECKER INC 0.3%

Value $1.266M Shares 16,375 Est. Cost $77.31 Unrealized —

— AMERICAN EQTY INVT LIFE H 0.3%

Value $1.256M Shares 80,000 Est. Cost $15.70 Unrealized —

— GLATFELTER 0.3%

Value $1.255M Shares 50,000 Est. Cost $25.10 Unrealized —

— COMCAST CORP NEW CL A 0.3%

Value $1.253M Shares 30,000 Est. Cost $41.77 Unrealized —

— OXFORD INDS INC 0.3%

Value $1.248M Shares 20,000 Est. Cost $62.40 Unrealized —

— KAYDON CORP 0.3%

Value $1.24M Shares 45,000 Est. Cost $27.56 Unrealized —

— ENTRAVISION COMMUNICATIONS CORP. 0.3%

Value $1.23M Shares 200,000 Est. Cost $6.15 Unrealized —

— WELLPOINT INC. 0.3%

Value $1.228M Shares 15,000 Est. Cost $81.87 Unrealized —

— CAMERON INTERNATIONAL CORP. 0.3%

Value $1.223M Shares 20,000 Est. Cost $61.15 Unrealized —

— BANK OF AMERICA CORP 0.3%

Value $1.223M Shares 95,082 Est. Cost $12.86 Unrealized —

— MICHAEL BAKER CORP 0.3%

Value $1.22M Shares 45,000 Est. Cost $27.11 Unrealized —

— CITRIX SYSTEMS INC. 0.3%

Value $1.207M Shares 20,000 Est. Cost $60.35 Unrealized —

— BRISTOL-MYERS SQUIBB CO. 0.3%

Value $1.201M Shares 26,884 Est. Cost $44.67 Unrealized —

— EMC CORP/MASS 0.3%

Value $1.187M Shares 50,250 Est. Cost $23.62 Unrealized —

— CELGENE CORP 0.3%

Value $1.17M Shares 10,000 Est. Cost $117.00 Unrealized —

— BELO CORP. 0.3%

Value $1.151M Shares 82,500 Est. Cost $13.95 Unrealized —

— CHESAPEAKE LODGING TRUST 0.3%

Value $1.143M Shares 55,000 Est. Cost $20.78 Unrealized —

— ACTIVISION BLIZZARD INC. 0.3%

Value $1.141M Shares 80,000 Est. Cost $14.26 Unrealized —

— COMMVAULT SYSTEMS INC 0.3%

Value $1.138M Shares 15,000 Est. Cost $75.87 Unrealized —

— SEI INVESTMENTS CO. 0.3%

Value $1.137M Shares 40,000 Est. Cost $28.43 Unrealized —

— LAM RESEARCH CORP. 0.3%

Value $1.136M Shares 25,625 Est. Cost $44.33 Unrealized —

— AVALONBAY COMMUNITIES INC 0.3%

Value $1.134M Shares 8,407 Est. Cost $134.89 Unrealized —

— TIME WARNER CABLE INC 0.3%

Value $1.125M Shares 10,000 Est. Cost $112.50 Unrealized —

— AMERISOURCEBERGEN CORP. 0.3%

Value $1.116M Shares 19,996 Est. Cost $55.81 Unrealized —

— FMC TECHNOLOGIES INC 0.3%

Value $1.114M Shares 20,000 Est. Cost $55.70 Unrealized —

— PTC INC 0.3%

Value $1.104M Shares 45,000 Est. Cost $24.53 Unrealized —

— NEWPARK RESOURCES INC 0.3%

Value $1.099M Shares 100,000 Est. Cost $10.99 Unrealized —

— HORACE MANN EDUCATORS 0.3%

Value $1.097M Shares 45,000 Est. Cost $24.38 Unrealized —

— MURPHY OIL CORP. 0.3%

Value $1.096M Shares 18,000 Est. Cost $60.89 Unrealized —

— MARSH & MCLENNAN COMPANIES, INC. 0.2%

Value $1.078M Shares 27,000 Est. Cost $39.93 Unrealized —

— SEMGROUP CORP-CLASS A 0.2%

Value $1.077M Shares 20,000 Est. Cost $53.85 Unrealized —

— OCWEN FINL CORP 0.2%

Value $1.072M Shares 26,000 Est. Cost $41.23 Unrealized —

— WEST PHARMACEUTICAL SERVICES 0.2%

Value $1.054M Shares 15,000 Est. Cost $70.27 Unrealized —

— NORFOLK SOUTHERN CORP. 0.2%

Value $1.053M Shares 14,500 Est. Cost $72.62 Unrealized —

— APPLIED MATERIALS, INC. 0.2%

Value $1.044M Shares 70,000 Est. Cost $14.91 Unrealized —

— METLIFE, INC. 0.2%

Value $1.042M Shares 22,766 Est. Cost $45.77 Unrealized —

— MEDTRONIC, INC. 0.2%

Value $1.029M Shares 20,000 Est. Cost $51.45 Unrealized —

— CEC ENTERTAINMN 0.2%

Value $1.026M Shares 25,000 Est. Cost $41.04 Unrealized —

— SYSCO CORP. 0.2%

Value $1.025M Shares 30,000 Est. Cost $34.17 Unrealized —

— WYNDHAM WORLDWIDE CORP. 0.2%

Value $1.022M Shares 17,859 Est. Cost $57.23 Unrealized —

— AETNA INC 0.2%

Value $1.017M Shares 16,012 Est. Cost $63.51 Unrealized —

— ENPRO INDUSTRIES INC 0.2%

Value $1.015M Shares 20,000 Est. Cost $50.75 Unrealized —

— BROADCOM CORP. 0.2%

Value $1.014M Shares 30,000 Est. Cost $33.80 Unrealized —

— INTERMUNE INC 0.2%

Value $1.01M Shares 105,000 Est. Cost $9.62 Unrealized —

— SCBT FINANCIAL CORP 0.2%

Value $1.008M Shares 20,000 Est. Cost $50.40 Unrealized —

— HEICO CORP 0.2%

Value $1.007M Shares 20,000 Est. Cost $50.35 Unrealized —

— DUKE ENERGY COR 0.2%

Value $994K Shares 14,733 Est. Cost $67.47 Unrealized —

— IROBOT CORP 0.2%

Value $994K Shares 25,000 Est. Cost $39.76 Unrealized —

— OTTER TAIL PWR 0.2%

Value $994K Shares 35,000 Est. Cost $28.40 Unrealized —

— INTEGRATED DEVICE TECH INC 0.2%

Value $993K Shares 125,000 Est. Cost $7.94 Unrealized —

— AGILENT TECHNOLOGIES, INC. 0.2%

Value $987K Shares 23,084 Est. Cost $42.76 Unrealized —

— MEAD JOHNSON NUTRITION CO 0.2%

Value $968K Shares 12,219 Est. Cost $79.22 Unrealized —

— REYNOLDS AMERICAN INC. 0.2%

Value $967K Shares 20,000 Est. Cost $48.35 Unrealized —

— ASSOC ESTATES REALTY CORP 0.2%

Value $965K Shares 60,000 Est. Cost $16.08 Unrealized —

— MACY'S INC 0.2%

Value $960K Shares 20,000 Est. Cost $48.00 Unrealized —

— BRUNSWICK CORP. 0.2%

Value $959K Shares 30,000 Est. Cost $31.97 Unrealized —

— MATTHEWS INTL A 0.2%

Value $943K Shares 25,000 Est. Cost $37.72 Unrealized —

— CHART INDUSTRIES 0.2%

Value $941K Shares 10,000 Est. Cost $94.10 Unrealized —

— HUNT (JB) TRANSPORT SVCS INC 0.2%

Value $939K Shares 13,000 Est. Cost $72.23 Unrealized —

— KORN FERRY INTL 0.2%

Value $937K Shares 50,000 Est. Cost $18.74 Unrealized —

— MICROCHIP TECHNOLOGY INC 0.2%

Value $931K Shares 25,000 Est. Cost $37.24 Unrealized —

— FORD MOTOR CO. 0.2%

Value $928K Shares 60,000 Est. Cost $15.47 Unrealized —

— TRUSTCO BNCP 0.2%

Value $925K Shares 170,000 Est. Cost $5.44 Unrealized —

— QUEST DIAGNOSTI 0.2%

Value $909K Shares 15,000 Est. Cost $60.60 Unrealized —

— INFINERA CORPORATION 0.2%

Value $907K Shares 85,000 Est. Cost $10.67 Unrealized —

— HERCULES TECH GROWTH CAP 0.2%

Value $906K Shares 65,000 Est. Cost $13.94 Unrealized —

— REALTY INCOME 0.2%

Value $904K Shares 21,555 Est. Cost $41.94 Unrealized —

— DRIL-QUIP 0.2%

Value $903K Shares 10,000 Est. Cost $90.30 Unrealized —

— AEGION CORP 0.2%

Value $900K Shares 40,000 Est. Cost $22.50 Unrealized —

— AFC ENTERPRISES 0.2%

Value $899K Shares 25,000 Est. Cost $35.96 Unrealized —

— PLEXUS CORP 0.2%

Value $897K Shares 30,000 Est. Cost $29.90 Unrealized —

— WMS INDUSTRIES 0.2%

Value $893K Shares 35,000 Est. Cost $25.51 Unrealized —

— STIFEL FINL CORP 0.2%

Value $892K Shares 25,000 Est. Cost $35.68 Unrealized —

— BRIGGS & STRAT 0.2%

Value $891K Shares 45,000 Est. Cost $19.80 Unrealized —

— AMAG PHARMACEUTICALS INC 0.2%

Value $890K Shares 40,000 Est. Cost $22.25 Unrealized —

— FLUOR CORP 0.2%

Value $890K Shares 15,000 Est. Cost $59.33 Unrealized —

— PINNACLE ENTERTAINMENT 0.2%

Value $885K Shares 45,000 Est. Cost $19.67 Unrealized —

— EQUIFAX INC. 0.2%

Value $884K Shares 15,000 Est. Cost $58.93 Unrealized —

— DEVON ENERGY CORPORATION 0.2%

Value $882K Shares 17,000 Est. Cost $51.88 Unrealized —

— CONAGRA FOODS, INC. 0.2%

Value $873K Shares 25,000 Est. Cost $34.92 Unrealized —

— AFLAC INC. 0.2%

Value $872K Shares 15,000 Est. Cost $58.13 Unrealized —

— EQUITY RESIDENTIAL PROPERTY TRUS 0.2%

Value $871K Shares 15,000 Est. Cost $58.07 Unrealized —

— DANA HOLDING CORP 0.2%

Value $867K Shares 45,000 Est. Cost $19.27 Unrealized —

— RUSH ENTERPRISES INC CL A 0.2%

Value $866K Shares 35,000 Est. Cost $24.74 Unrealized —

— KROGER CO. (THE) 0.2%

Value $864K Shares 25,000 Est. Cost $34.56 Unrealized —

— KAMAN CORP "A" 0.2%

Value $864K Shares 25,000 Est. Cost $34.56 Unrealized —

— CVS CAREMARK CORP 0.2%

Value $858K Shares 15,000 Est. Cost $57.20 Unrealized —

— KRAFT FOODS GROUP INC 0.2%

Value $856K Shares 15,329 Est. Cost $55.84 Unrealized —

— BBCN BANCORP INC 0.2%

Value $853K Shares 60,000 Est. Cost $14.22 Unrealized —

— AUTOZONE INC. 0.2%

Value $847K Shares 2,000 Est. Cost $423.50 Unrealized —

— WATSCO INC 0.2%

Value $840K Shares 10,000 Est. Cost $84.00 Unrealized —

— KLA-TENCOR CORPORATION 0.2%

Value $836K Shares 15,000 Est. Cost $55.73 Unrealized —

— ROCKWELL AUTOMATION, INC. 0.2%

Value $831K Shares 10,000 Est. Cost $83.10 Unrealized —

— NORTHROP GRUMMA 0.2%

Value $828K Shares 10,000 Est. Cost $82.80 Unrealized —

— UNUMPROVIDENT CORP. 0.2%

Value $822K Shares 28,000 Est. Cost $29.36 Unrealized —

— WEATHERFORD INTERNATIONAL LTD. 0.2%

Value $822K Shares 60,000 Est. Cost $13.70 Unrealized —

— FOREST LABORATORIES, INC. CL A 0.2%

Value $820K Shares 20,000 Est. Cost $41.00 Unrealized —

— NEXTERA ENERGY INC 0.2%

Value $815K Shares 10,000 Est. Cost $81.50 Unrealized —

— DEERE & CO. 0.2%

Value $813K Shares 10,000 Est. Cost $81.30 Unrealized —

— CHEMTURA CORP 0.2%

Value $812K Shares 40,000 Est. Cost $20.30 Unrealized —

— PROGRESS SOFTWARE CORP 0.2%

Value $805K Shares 35,000 Est. Cost $23.00 Unrealized —

— SCANSOURCE INC 0.2%

Value $800K Shares 25,000 Est. Cost $32.00 Unrealized —

— WOODWARD GOVERNOR CO 0.2%

Value $800K Shares 20,000 Est. Cost $40.00 Unrealized —

— CORESITE REALTY CORP 0.2%

Value $795K Shares 25,000 Est. Cost $31.80 Unrealized —

— PHARMACYCLICS 0.2%

Value $795K Shares 10,000 Est. Cost $79.50 Unrealized —

— CROSSTEX ENERGY 0.2%

Value $790K Shares 40,000 Est. Cost $19.75 Unrealized —

— CENTENE CORP DEL 0.2%

Value $787K Shares 15,000 Est. Cost $52.47 Unrealized —

— GENERAL DYNAMICS CORP 0.2%

Value $783K Shares 10,000 Est. Cost $78.30 Unrealized —

— MOTOROLA SOLUTIONS INC 0.2%

Value $783K Shares 13,571 Est. Cost $57.70 Unrealized —

— KNOLL INC 0.2%

Value $782K Shares 55,000 Est. Cost $14.22 Unrealized —

— CHEMICAL FINANCIAL CORP 0.2%

Value $780K Shares 30,000 Est. Cost $26.00 Unrealized —

— EXELON CORP. 0.2%

Value $778K Shares 25,200 Est. Cost $30.87 Unrealized —

— OASIS PETROLEUM INC 0.2%

Value $777K Shares 20,000 Est. Cost $38.85 Unrealized —

— KENNAMETAL INC. 0.2%

Value $777K Shares 20,000 Est. Cost $38.85 Unrealized —

— HOME DEPOT INC 0.2%

Value $775K Shares 10,000 Est. Cost $77.50 Unrealized —

— AZZ INCORPORATED 0.2%

Value $771K Shares 20,000 Est. Cost $38.55 Unrealized —

— WEX INC 0.2%

Value $767K Shares 10,000 Est. Cost $76.70 Unrealized —

— FORWARD AIR COR 0.2%

Value $766K Shares 20,000 Est. Cost $38.30 Unrealized —

— KOPPERS HOLDINGS INC 0.2%

Value $764K Shares 20,000 Est. Cost $38.20 Unrealized —

— SPECTRA ENERGY CORP. 0.2%

Value $762K Shares 22,100 Est. Cost $34.48 Unrealized —

— YAHOO! INC. 0.2%

Value $754K Shares 30,000 Est. Cost $25.13 Unrealized —

— LIFE TIME FITNESS INC 0.2%

Value $752K Shares 15,000 Est. Cost $50.13 Unrealized —

— DIGITAL RIVER INC 0.2%

Value $751K Shares 40,000 Est. Cost $18.77 Unrealized —

— SOUTHERN CO 0.2%

Value $750K Shares 17,000 Est. Cost $44.12 Unrealized —

— ILLUMINA, INC. 0.2%

Value $748K Shares 10,000 Est. Cost $74.80 Unrealized —

— NIC INC 0.2%

Value $744K Shares 45,000 Est. Cost $16.53 Unrealized —

— HEWLETT-PACKARD CO 0.2%

Value $744K Shares 30,000 Est. Cost $24.80 Unrealized —

— PRIVATEBANCORP INC 0.2%

Value $743K Shares 35,000 Est. Cost $21.23 Unrealized —

— VISTAPRINT LTD 0.2%

Value $741K Shares 15,000 Est. Cost $49.40 Unrealized —

— PENNANTPARK INVT CORP 0.2%

Value $737K Shares 66,710 Est. Cost $11.05 Unrealized —

— PAYCHEX, INC. 0.2%

Value $730K Shares 20,000 Est. Cost $36.50 Unrealized —

— PNC FINANCIAL SERVICES GROUP,INC 0.2%

Value $729K Shares 10,000 Est. Cost $72.90 Unrealized —

— HUB GROUP INC 0.2%

Value $728K Shares 20,000 Est. Cost $36.40 Unrealized —

— CENTURYTEL INC. 0.2%

Value $726K Shares 20,550 Est. Cost $35.33 Unrealized —

— CUBIC CORP. 0.2%

Value $722K Shares 15,000 Est. Cost $48.13 Unrealized —

— ASPEN TECH 0.2%

Value $720K Shares 25,000 Est. Cost $28.80 Unrealized —

— AVIS BUDGET GROUP INC 0.2%

Value $719K Shares 25,000 Est. Cost $28.76 Unrealized —

— MARATHON OIL CORP 0.2%

Value $711K Shares 10,000 Est. Cost $71.10 Unrealized —

— ROGERS CORP 0.2%

Value $710K Shares 15,000 Est. Cost $47.33 Unrealized —

— PPG INDUSTRIES, INC. 0.2%

Value $710K Shares 4,850 Est. Cost $146.39 Unrealized —

— ATMI INC 0.2%

Value $710K Shares 30,000 Est. Cost $23.67 Unrealized —

— DEALERTRACK HOLDINGS INC 0.2%

Value $709K Shares 20,000 Est. Cost $35.45 Unrealized —

— CARDINAL HEALTH, INC. 0.2%

Value $708K Shares 15,000 Est. Cost $47.20 Unrealized —

— CAVIUM NETWORKS INC 0.2%

Value $707K Shares 20,000 Est. Cost $35.35 Unrealized —

— ENTERGRIS INC 0.2%

Value $704K Shares 75,000 Est. Cost $9.39 Unrealized —

— HURON CONSULTING GROUP IN 0.2%

Value $694K Shares 15,000 Est. Cost $46.27 Unrealized —

— RTI ITNL METALS 0.2%

Value $693K Shares 25,000 Est. Cost $27.72 Unrealized —

— MARATHON OIL CORP. 0.2%

Value $692K Shares 20,000 Est. Cost $34.60 Unrealized —

— CARMAX, INC. 0.2%

Value $692K Shares 15,000 Est. Cost $46.13 Unrealized —

— BAKER HUGHES INC 0.2%

Value $692K Shares 15,000 Est. Cost $46.13 Unrealized —

— HELIX ENERGY SOLUTIONS 0.2%

Value $691K Shares 30,000 Est. Cost $23.03 Unrealized —

— INDEPENDENT BANK CORP/MA 0.2%

Value $690K Shares 20,000 Est. Cost $34.50 Unrealized —

— CHATHAM LODGING TRUST 0.2%

Value $687K Shares 40,000 Est. Cost $17.18 Unrealized —

— GREENHILL & CO INC 0.2%

Value $686K Shares 15,000 Est. Cost $45.73 Unrealized —

— WESTERN UNION CO 0.2%

Value $684K Shares 40,000 Est. Cost $17.10 Unrealized —

— STATE BANK FINANCIAL CORP 0.2%

Value $676K Shares 45,000 Est. Cost $15.02 Unrealized —

— SYMANTEC CORP 0.2%

Value $674K Shares 30,000 Est. Cost $22.47 Unrealized —

— 1ST FIN BANCORP 0.2%

Value $671K Shares 45,000 Est. Cost $14.91 Unrealized —

— GENESCO INC 0.2%

Value $670K Shares 10,000 Est. Cost $67.00 Unrealized —

— HESS CORP. 0.2%

Value $665K Shares 10,000 Est. Cost $66.50 Unrealized —

— PALL CORP. 0.2%

Value $664K Shares 10,000 Est. Cost $66.40 Unrealized —

— AMERICAN ELECTRIC POWER CO.,INC. 0.2%

Value $661K Shares 14,760 Est. Cost $44.78 Unrealized —

— NAVIGANT CONSULTING CO 0.2%

Value $660K Shares 55,000 Est. Cost $12.00 Unrealized —

— NCR CORP 0.2%

Value $660K Shares 20,000 Est. Cost $33.00 Unrealized —

— CABOT MICROELECTRONICS 0.2%

Value $660K Shares 20,000 Est. Cost $33.00 Unrealized —

— KINDER MORGAN INC 0.2%

Value $659K Shares 17,265 Est. Cost $38.17 Unrealized —

— KOHLS CORP. 0.2%

Value $657K Shares 13,000 Est. Cost $50.54 Unrealized —

— FINISH LINE A 0.2%

Value $656K Shares 30,000 Est. Cost $21.87 Unrealized —

— DARLING INTL INC 0.1%

Value $653K Shares 35,000 Est. Cost $18.66 Unrealized —

— MERITAGE HOMES CORP 0.1%

Value $650K Shares 15,000 Est. Cost $43.33 Unrealized —

— XENOPORT INC 0.1%

Value $644K Shares 130,000 Est. Cost $4.95 Unrealized —

— ROSETTA RESOURCES INC 0.1%

Value $638K Shares 15,000 Est. Cost $42.53 Unrealized —

— EURONET WORLDWIDE INC 0.1%

Value $637K Shares 20,000 Est. Cost $31.85 Unrealized —

— BERRY PETROLEUM CO 0.1%

Value $635K Shares 15,000 Est. Cost $42.33 Unrealized —

— DANAHER CORP. 0.1%

Value $633K Shares 10,000 Est. Cost $63.30 Unrealized —

— ACTAVIS INC 0.1%

Value $631K Shares 5,000 Est. Cost $126.20 Unrealized —

— PICO HOLDINGS 0.1%

Value $629K Shares 30,000 Est. Cost $20.97 Unrealized —

— ORITANI FINL CORP 0.1%

Value $627K Shares 40,000 Est. Cost $15.68 Unrealized —

— NETGEAR INC 0.1%

Value $611K Shares 20,000 Est. Cost $30.55 Unrealized —

— CONSOLIDATED COMM HLDGS I 0.1%

Value $609K Shares 35,000 Est. Cost $17.40 Unrealized —

— NRG ENERGY INC 0.1%

Value $601K Shares 22,496 Est. Cost $26.72 Unrealized —

— PIER 1 IMPORTS 0.1%

Value $587K Shares 25,000 Est. Cost $23.48 Unrealized —

— NORTHERN TRUST CORP. 0.1%

Value $579K Shares 10,000 Est. Cost $57.90 Unrealized —

— TRINITY INDUSTRIES INC. 0.1%

Value $577K Shares 15,000 Est. Cost $38.47 Unrealized —

— ASHLAND INC. 0.1%

Value $573K Shares 6,860 Est. Cost $83.53 Unrealized —

— UNITED ONLINE 0.1%

Value $569K Shares 75,000 Est. Cost $7.59 Unrealized —

— EASTMAN CHEMICAL CO. 0.1%

Value $560K Shares 8,000 Est. Cost $70.00 Unrealized —

— EARTHLINK, INC. 0.1%

Value $559K Shares 90,000 Est. Cost $6.21 Unrealized —

— CADENCE DESIGN SYSTEMS, INC. 0.1%

Value $554K Shares 38,250 Est. Cost $14.48 Unrealized —

— CARDTRONICS INC 0.1%

Value $552K Shares 20,000 Est. Cost $27.60 Unrealized —

— INCYTE CORP 0.1%

Value $550K Shares 25,000 Est. Cost $22.00 Unrealized —

— CAPITAL ONE FINANCIAL CORP. 0.1%

Value $549K Shares 8,733 Est. Cost $62.86 Unrealized —

— ARUBA NETWORKS INC 0.1%

Value $538K Shares 35,000 Est. Cost $15.37 Unrealized —

— ISIS PHARMACEUTICALS INC 0.1%

Value $537K Shares 20,000 Est. Cost $26.85 Unrealized —

— KIMCO REALTY CORP. 0.1%

Value $536K Shares 25,000 Est. Cost $21.44 Unrealized —

— SCHWAB (CHARLES) CORP. (THE) 0.1%

Value $531K Shares 25,000 Est. Cost $21.24 Unrealized —

— CLEAN ENERGY FUELS CORP 0.1%

Value $528K Shares 40,000 Est. Cost $13.20 Unrealized —

— BABCOCK & WILCOX CO NEW 0.1%

Value $526K Shares 17,500 Est. Cost $30.06 Unrealized —

— MYERS INDUSTRIES INC 0.1%

Value $525K Shares 35,000 Est. Cost $15.00 Unrealized —

— ARCHER DANIELS MIDLAND CO. 0.1%

Value $509K Shares 15,000 Est. Cost $33.93 Unrealized —

— REPUBLIC SERVICES, INC. 0.1%

Value $509K Shares 15,000 Est. Cost $33.93 Unrealized —

— ROCKWELL COLLINS, INC. 0.1%

Value $507K Shares 8,000 Est. Cost $63.38 Unrealized —

— FARO TECH INC 0.1%

Value $507K Shares 15,000 Est. Cost $33.80 Unrealized —

— BLOCK (H & R), INC. 0.1%

Value $500K Shares 18,000 Est. Cost $27.78 Unrealized —

— SCHLUMBERGER LTD. 0.1%

Value $499K Shares 6,966 Est. Cost $71.63 Unrealized —

— BALL CORP 0.1%

Value $498K Shares 12,000 Est. Cost $41.50 Unrealized —

— ROVI CORP 0.1%

Value $497K Shares 21,758 Est. Cost $22.84 Unrealized —

— CROCS INC 0.1%

Value $495K Shares 30,000 Est. Cost $16.50 Unrealized —

— BECTON DICKINSON AND CO 0.1%

Value $494K Shares 5,000 Est. Cost $98.80 Unrealized —

— MEDIVATION INC 0.1%

Value $492K Shares 10,000 Est. Cost $49.20 Unrealized —

— KODIAK OIL & GAS CORP 0.1%

Value $489K Shares 55,000 Est. Cost $8.89 Unrealized —

— STAPLES, INC. 0.1%

Value $482K Shares 30,348 Est. Cost $15.88 Unrealized —

— BOULDER BRANDS INC 0.1%

Value $482K Shares 40,000 Est. Cost $12.05 Unrealized —

— HAYNES INTL INC 0.1%

Value $479K Shares 10,000 Est. Cost $47.90 Unrealized —

— PARKER HANNIFIN CORP 0.1%

Value $477K Shares 5,000 Est. Cost $95.40 Unrealized —

— URS CORP 0.1%

Value $472K Shares 10,000 Est. Cost $47.20 Unrealized —

— VERINT SYSTEMS INC 0.1%

Value $460K Shares 12,981 Est. Cost $35.44 Unrealized —

— XCEL ENERGY INC. 0.1%

Value $460K Shares 16,243 Est. Cost $28.32 Unrealized —

— MYLAN LABORATORIES INC. 0.1%

Value $458K Shares 14,750 Est. Cost $31.05 Unrealized —

— AIR PRODUCTS & CHEMICALS INC 0.1%

Value $458K Shares 5,000 Est. Cost $91.60 Unrealized —

— TENNECO AUTOMOTIVE INC 0.1%

Value $453K Shares 10,000 Est. Cost $45.30 Unrealized —

— ENERGY XXI BERMUDA LTD 0.1%

Value $444K Shares 20,000 Est. Cost $22.20 Unrealized —

— MICRON TECHNOLOGY INC 0.1%

Value $430K Shares 30,000 Est. Cost $14.33 Unrealized —

— AVERY DENNISON CORP. 0.1%

Value $428K Shares 10,000 Est. Cost $42.80 Unrealized —

— THERMO ELECTRON CORP. 0.1%

Value $423K Shares 5,000 Est. Cost $84.60 Unrealized —

— BOSTON PROPERTIES, INC. 0.1%

Value $422K Shares 4,000 Est. Cost $105.50 Unrealized —

— COMPUWARE CORP. 0.1%

Value $414K Shares 40,000 Est. Cost $10.35 Unrealized —

— ABBVIE INC 0.1%

Value $413K Shares 10,000 Est. Cost $41.30 Unrealized —

— XEROX CORP. 0.1%

Value $399K Shares 44,000 Est. Cost $9.07 Unrealized —

— IRONWOOD PHARMACEUTICALS 0.1%

Value $397K Shares 40,000 Est. Cost $9.93 Unrealized —

— DOVER CORP. 0.1%

Value $388K Shares 5,000 Est. Cost $77.60 Unrealized —

— CITIGROUP INC 0.1%

Value $384K Shares 8,000 Est. Cost $48.00 Unrealized —

— SYNOPSYS INC 0.1%

Value $384K Shares 10,742 Est. Cost $35.75 Unrealized —

— TELLABS INC. 0.1%

Value $375K Shares 190,000 Est. Cost $1.97 Unrealized —

— MOLINA HEALTHCARE INC 0.1%

Value $372K Shares 10,000 Est. Cost $37.20 Unrealized —

— BOSTON SCIENTIFIC CORP. 0.1%

Value $371K Shares 40,000 Est. Cost $9.28 Unrealized —

— OPKO HEALTH INC 0.1%

Value $355K Shares 50,000 Est. Cost $7.10 Unrealized —

— ALCOA INC. 0.1%

Value $352K Shares 45,000 Est. Cost $7.82 Unrealized —

— ABBOTT LABORATORIES 0.1%

Value $349K Shares 10,000 Est. Cost $34.90 Unrealized —

— HARSCO CORP. 0.1%

Value $348K Shares 15,000 Est. Cost $23.20 Unrealized —

— NEKTAR THERAPEUTICS 0.1%

Value $347K Shares 30,000 Est. Cost $11.57 Unrealized —

— DIAMOND OFFSHORE DRILLING, INC. 0.1%

Value $344K Shares 5,000 Est. Cost $68.80 Unrealized —

— JONES GROUP INC/THE 0.1%

Value $344K Shares 25,000 Est. Cost $13.76 Unrealized —

— HECLA MINING CO. 0.1%

Value $328K Shares 110,000 Est. Cost $2.98 Unrealized —

— PUBLIC SVC ENTERPRISE GROUP INC. 0.1%

Value $327K Shares 10,000 Est. Cost $32.70 Unrealized —

— KANSAS CITY SOUTHERN 0.1%

Value $318K Shares 3,000 Est. Cost $106.00 Unrealized —

— WPX ENERGY INC 0.1%

Value $316K Shares 16,666 Est. Cost $18.96 Unrealized —

— AVON PRODUCTS, INC. 0.1%

Value $315K Shares 15,000 Est. Cost $21.00 Unrealized —

— HARTFORD FINANCIAL SVCS GROUP 0.1%

Value $309K Shares 10,000 Est. Cost $30.90 Unrealized —

— NABORS INDUSTRIES LTD. 0.1%

Value $306K Shares 20,000 Est. Cost $15.30 Unrealized —

— COMVERSE INC 0.1%

Value $297K Shares 10,000 Est. Cost $29.70 Unrealized —

— JUNIPER NETWORKS, INC. 0.1%

Value $290K Shares 15,000 Est. Cost $19.33 Unrealized —

— NISOURCE INC. 0.1%

Value $286K Shares 10,000 Est. Cost $28.60 Unrealized —

— MCDERMOTT INTERNATIONAL, INC. 0.1%

Value $286K Shares 35,000 Est. Cost $8.17 Unrealized —

— QUALITY SYSTEMS INC 0.1%

Value $281K Shares 15,000 Est. Cost $18.73 Unrealized —

— LEGG MASON INC 0.1%

Value $279K Shares 9,000 Est. Cost $31.00 Unrealized —

— INGERSOLL-RAND PLC 0.1%

Value $278K Shares 5,000 Est. Cost $55.60 Unrealized —

— CAREFUSION CORP 0.1%

Value $276K Shares 7,500 Est. Cost $36.80 Unrealized —

— VENTAS INC 0.1%

Value $273K Shares 3,933 Est. Cost $69.41 Unrealized —

— EMERSON ELECTRIC CO. 0.1%

Value $273K Shares 5,000 Est. Cost $54.60 Unrealized —

— ARRAY BIOPHARMA 0.1%

Value $272K Shares 60,000 Est. Cost $4.53 Unrealized —

— HOSPIRA, INC. 0.1%

Value $268K Shares 7,000 Est. Cost $38.29 Unrealized —

— CIRRUS LOGIC 0.1%

Value $260K Shares 15,000 Est. Cost $17.33 Unrealized —

— DREAMWORKS ANIMATION SKG, INC. 0.1%

Value $257K Shares 10,000 Est. Cost $25.70 Unrealized —

— LIGAND PHARMACEUTICALS INC 0.1%

Value $249K Shares 6,666 Est. Cost $37.35 Unrealized —

— ADTRAN, INC. 0.1%

Value $246K Shares 10,000 Est. Cost $24.60 Unrealized —

— AMERICAN INTERNATIONAL GROUP INC 0.1%

Value $246K Shares 5,500 Est. Cost $44.73 Unrealized —

— DENTSPLY INTERNATIONAL INC. 0.1%

Value $246K Shares 6,000 Est. Cost $41.00 Unrealized —

— TRIPADVISOR INC 0.1%

Value $236K Shares 3,875 Est. Cost $60.90 Unrealized —

— EXPEDIA, INC. 0.1%

Value $233K Shares 3,875 Est. Cost $60.13 Unrealized —

— LINDSAY CORP. 0.1%

Value $225K Shares 3,000 Est. Cost $75.00 Unrealized —

— ENANTA PHARMACEUTICALS INC 0.1%

Value $221K Shares 12,500 Est. Cost $17.68 Unrealized —

— AOL INC 0.1%

Value $221K Shares 6,060 Est. Cost $36.47 Unrealized —

— MERCURY GENERAL CORP. 0.1%

Value $220K Shares 5,000 Est. Cost $44.00 Unrealized —

— J.C. PENNEY CO INC 0.0%

Value $214K Shares 12,500 Est. Cost $17.12 Unrealized —

— VISHAY INTERTECHNOLOGY INC 0.0%

Value $210K Shares 15,087 Est. Cost $13.92 Unrealized —

— PROLOGIS INC 0.0%

Value $206K Shares 5,464 Est. Cost $37.70 Unrealized —

— ROWAN COMPANIES INC. 0.0%

Value $204K Shares 6,000 Est. Cost $34.00 Unrealized —

— ORBITAL SCIENCES CORP. 0.0%

Value $202K Shares 11,603 Est. Cost $17.41 Unrealized —

— WINDSTREAM CORP. 0.0%

Value $199K Shares 25,848 Est. Cost $7.70 Unrealized —

— REINSURANCE GROUP OF AMERICA,INC 0.0%

Value $196K Shares 2,829 Est. Cost $69.28 Unrealized —

— PROTALIX BIOTHERAPEUTICS 0.0%

Value $196K Shares 40,000 Est. Cost $4.90 Unrealized —

— DISCOVERY COMMUNICATIONS INC.CLA 0.0%

Value $193K Shares 2,500 Est. Cost $77.20 Unrealized —

— SOUTHWEST AIRLINES CO. 0.0%

Value $193K Shares 15,000 Est. Cost $12.87 Unrealized —

— PULTE GROUP INC 0.0%

Value $190K Shares 10,000 Est. Cost $19.00 Unrealized —

— NETAPP INC. 0.0%

Value $189K Shares 5,000 Est. Cost $37.80 Unrealized —

— HUNTINGTON INGALLS INDS INC 0.0%

Value $188K Shares 3,333 Est. Cost $56.41 Unrealized —

— IAC/INTERACTIVE CORP. 0.0%

Value $184K Shares 3,875 Est. Cost $47.48 Unrealized —

— HILLSHIRE BRANDS CO 0.0%

Value $179K Shares 5,400 Est. Cost $33.15 Unrealized —

— DISCOVERY COMMUNICATIONS INC.CLC 0.0%

Value $174K Shares 2,500 Est. Cost $69.60 Unrealized —

— CHICO'S FAS INC 0.0%

Value $171K Shares 10,000 Est. Cost $17.10 Unrealized —

— MANPOWER INC 0.0%

Value $164K Shares 3,000 Est. Cost $54.67 Unrealized —

— ASTORIA FINANCIAL CORP. 0.0%

Value $162K Shares 15,000 Est. Cost $10.80 Unrealized —

— SCHULMAN (A.), INC. 0.0%

Value $161K Shares 6,000 Est. Cost $26.83 Unrealized —

— GOODYEAR TIRE & RUBBER CO 0.0%

Value $153K Shares 10,000 Est. Cost $15.30 Unrealized —

— CAVCO INDUSTRIES, INC. 0.0%

Value $151K Shares 3,000 Est. Cost $50.33 Unrealized —

— LIBERTY PROPERTY TRUST 0.0%

Value $148K Shares 4,000 Est. Cost $37.00 Unrealized —

— UNITED STATES STEEL CORP. 0.0%

Value $140K Shares 8,000 Est. Cost $17.50 Unrealized —

— SKYWORKS SOLUTIONS, INC. 0.0%

Value $138K Shares 6,318 Est. Cost $21.84 Unrealized —

— SAKS INC. 0.0%

Value $136K Shares 10,000 Est. Cost $13.60 Unrealized —

— KINDER MORGAN INC DEL 0.0%

Value $134K Shares 26,117 Est. Cost $5.13 Unrealized —

— KULICKE & SOFFA INDUSTRIES, INC. 0.0%

Value $133K Shares 12,000 Est. Cost $11.08 Unrealized —

— CONVERGYS CORP. 0.0%

Value $131K Shares 7,500 Est. Cost $17.47 Unrealized —

— INTERPUBLIC GROUP OF COS INC 0.0%

Value $131K Shares 9,000 Est. Cost $14.56 Unrealized —

— BROCADE COMMUNICATIONS SYSTEMS 0.0%

Value $124K Shares 21,572 Est. Cost $5.75 Unrealized —

— LSI CORP. 0.0%

Value $124K Shares 18,060 Est. Cost $6.87 Unrealized —

— SAFEWAY INC. 0.0%

Value $118K Shares 5,000 Est. Cost $23.60 Unrealized —

— CON-WAY INC. 0.0%

Value $117K Shares 3,000 Est. Cost $39.00 Unrealized —

— SUNCOKE ENERGY INC 0.0%

Value $112K Shares 7,956 Est. Cost $14.08 Unrealized —

— JDS UNIPHASE CORP. 0.0%

Value $106K Shares 7,375 Est. Cost $14.37 Unrealized —

— LIFEPOINT HOSPITALS, INC. 0.0%

Value $103K Shares 2,105 Est. Cost $48.93 Unrealized —

— AAR CORP. 0.0%

Value $99,000 Shares 4,500 Est. Cost $22.00 Unrealized —

— KB HOME 0.0%

Value $98,000 Shares 5,000 Est. Cost $19.60 Unrealized —

— LIVE NATION, INC. 0.0%

Value $94,000 Shares 6,035 Est. Cost $15.58 Unrealized —

— PRINCIPAL FINANCIAL GROUP, INC. 0.0%

Value $94,000 Shares 2,500 Est. Cost $37.60 Unrealized —

— ARQULE INC 0.0%

Value $93,000 Shares 40,000 Est. Cost $2.33 Unrealized —

— PHH CORP. 0.0%

Value $91,000 Shares 4,464 Est. Cost $20.39 Unrealized —

— AVNET, INC. 0.0%

Value $88,000 Shares 2,610 Est. Cost $33.72 Unrealized —

— FEDERAL SIGNAL CORP 0.0%

Value $88,000 Shares 10,000 Est. Cost $8.80 Unrealized —

— HSN, INC. 0.0%

Value $83,000 Shares 1,550 Est. Cost $53.55 Unrealized —

— INTERMEC INC. 0.0%

Value $74,000 Shares 7,500 Est. Cost $9.87 Unrealized —

— WASHINGTON FEDERAL, INC. 0.0%

Value $74,000 Shares 3,896 Est. Cost $18.99 Unrealized —

— ARROW ELECTRONICS INC 0.0%

Value $70,000 Shares 1,750 Est. Cost $40.00 Unrealized —

— ADVANCED MICRO DEVICES, INC. 0.0%

Value $69,000 Shares 17,000 Est. Cost $4.06 Unrealized —

— AIR TRANSPORT SERVICES GROUP INC 0.0%

Value $66,000 Shares 10,000 Est. Cost $6.60 Unrealized —

— BARNES & NOBLE INC. 0.0%

Value $64,000 Shares 4,000 Est. Cost $16.00 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $63,000 Shares 15,602 Est. Cost $4.04 Unrealized —

— PDL BIOPHARMA, INC. 0.0%

Value $62,000 Shares 8,000 Est. Cost $7.75 Unrealized —

— NATIONAL OILWELL VARCO INC 0.0%

Value $59,000 Shares 854 Est. Cost $69.09 Unrealized —

— POST HOLDINGS INC 0.0%

Value $58,000 Shares 1,325 Est. Cost $43.77 Unrealized —

— UNISYS CORP 0.0%

Value $55,000 Shares 2,500 Est. Cost $22.00 Unrealized —

— AMERICAN INTERNATIONAL GROUP WTS 0.0%

Value $54,000 Shares 2,936 Est. Cost $18.39 Unrealized —

— JOHN BEAN TECHNOLOGIES CORP. 0.0%

Value $45,000 Shares 2,160 Est. Cost $20.83 Unrealized —

— CYPRESS SEMICONDUCTOR CORP 0.0%

Value $43,000 Shares 4,000 Est. Cost $10.75 Unrealized —

— AMICUS THERAPEUTICS INC 0.0%

Value $35,000 Shares 15,000 Est. Cost $2.33 Unrealized —

— LIPOSCIENCE INC 0.0%

Value $35,000 Shares 5,000 Est. Cost $7.00 Unrealized —

— SPEEDWAY MOTORSPORTS, INC. 0.0%

Value $35,000 Shares 2,000 Est. Cost $17.50 Unrealized —

— CASELLA WASTE SYSTEMS, INC. 0.0%

Value $34,000 Shares 8,000 Est. Cost $4.25 Unrealized —

— HOVNANIAN ENTERPRISES, INC. 0.0%

Value $34,000 Shares 6,000 Est. Cost $5.67 Unrealized —

— RAMBUS INC. 0.0%

Value $34,000 Shares 4,000 Est. Cost $8.50 Unrealized —

— INTERVAL LEISURE GROUP, INC. 0.0%

Value $31,000 Shares 1,550 Est. Cost $20.00 Unrealized —

— AK STEEL HOLDING CORP. 0.0%

Value $30,000 Shares 10,000 Est. Cost $3.00 Unrealized —

— SAFEGAURD SCIENTIFICS INC 0.0%

Value $29,000 Shares 1,833 Est. Cost $15.82 Unrealized —

— HARMONIC INC. 0.0%

Value $29,000 Shares 4,597 Est. Cost $6.31 Unrealized —

— CINCINNATI BELL INC. 0.0%

Value $23,000 Shares 7,500 Est. Cost $3.07 Unrealized —

— AXIALL CORP W/I 0.0%

Value $21,000 Shares 488 Est. Cost $43.03 Unrealized —

— AXCELIS TECHNOLOGIES, INC. 0.0%

Value $17,000 Shares 9,432 Est. Cost $1.80 Unrealized —

— VISHAY PRECISION GROUP-CL B 0.0%

Value $16,000 Shares 1,077 Est. Cost $14.86 Unrealized —

— AVIAT NETWORKS INC 0.0%

Value $13,000 Shares 4,968 Est. Cost $2.62 Unrealized —

— PHARMERICA CORP. 0.0%

Value $5,000 Shares 385 Est. Cost $12.99 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	APPLE INC	35,000	$13.88M	3.2%	$396.54	—	COM	03783310
—	EXXON MOBIL CORP.	105,000	$9.487M	2.2%	$90.35	—	COM	30231G10
—	MICROSOFT CORP.	230,000	$7.945M	1.8%	$34.54	—	COM	59491810
—	JP MORGAN CHASE & CO	135,000	$7.127M	1.6%	$52.79	—	COM	46625H10
—	PROCTER & GAMBLE CO.	80,000	$6.159M	1.4%	$76.99	—	COM	74271810
—	JOHNSON & JOHNSON	70,000	$6.01M	1.4%	$85.86	—	COM	47816010
—	CHEVRON CORP.	45,000	$5.325M	1.2%	$118.33	—	COM	16676410
—	PHILIP MORRIS INTERNATIONAL,INC.	60,000	$5.197M	1.2%	$86.62	—	COM	71817210
—	COCA-COLA CO. (THE)	110,000	$4.412M	1.0%	$40.11	—	COM	19121610
—	MERCK & CO. INC.	93,252	$4.332M	1.0%	$46.45	—	COM	58933Y10
—	PFIZER INC	150,956	$4.228M	1.0%	$28.01	—	COM	71708110
—	WELLS FARGO & CO	100,000	$4.127M	0.9%	$41.27	—	COM	94974610
—	INTL BUSINESS MACHINES CORP.	20,000	$3.822M	0.9%	$191.10	—	COM	45920010
—	AMERICAN EXPRESS CO	50,000	$3.738M	0.9%	$74.76	—	COM	02581610
—	CISCO SYSTEMS INC	150,000	$3.65M	0.8%	$24.33	—	COM	17275R10
—	MCDONALD'S CORP.	35,093	$3.474M	0.8%	$98.99	—	COM	58013510
—	VERIZON COMMUNICATIONS INC	65,000	$3.272M	0.7%	$50.34	—	COM	92343V10
—	WALT DISNEY CO. (THE)	50,000	$3.158M	0.7%	$63.16	—	COM DISNEY	25468710
—	GILEAD SCIENCES INC	60,000	$3.076M	0.7%	$51.27	—	COM	37555810
—	ORACLE CORP	100,000	$3.071M	0.7%	$30.71	—	COM	68389X10
—	QUALCOMM INC.	50,000	$3.055M	0.7%	$61.10	—	COM	74752510
—	WAL-MART STORES, INC.	40,000	$2.98M	0.7%	$74.50	—	COM	93114210
—	US BANCORP	80,000	$2.892M	0.7%	$36.15	—	COM NEW	90297330
—	ALTRIA GROUP INC.	80,000	$2.799M	0.6%	$34.99	—	COM	02209S10
—	AMAZON.COM INC.	10,000	$2.777M	0.6%	$277.70	—	COM	02313510
—	CONOCOPHILLIPS	45,000	$2.723M	0.6%	$60.51	—	COM	20825C10
—	PEPSICO INC	33,251	$2.72M	0.6%	$81.80	—	COM	71344810
—	INTEL CORP	110,000	$2.665M	0.6%	$24.23	—	COM	45814010
—	UNION PACIFIC CORP	17,000	$2.623M	0.6%	$154.29	—	COM	90781810
—	TRAVELERS COS INC/THE	32,443	$2.593M	0.6%	$79.92	—	COM	89417E10
—	TENET HEALTHCARE CORP	55,000	$2.536M	0.6%	$46.11	—	COM NEW	88033G40
—	LOWES COMPANIES, INC.	60,000	$2.454M	0.6%	$40.90	—	COM	54866110
—	UNITED TECHNOLOGIES CORP	25,000	$2.324M	0.5%	$92.96	—	COM	91301710
—	COLGATE-PALMOLIVE CO	40,000	$2.292M	0.5%	$57.30	—	COM	19416210
—	GOLDMAN SACHS GROUP INC	15,000	$2.269M	0.5%	$151.27	—	COM	38141G10
—	BANK OF NEW YORK MELLON CORP	80,038	$2.245M	0.5%	$28.05	—	COM	06405810
—	OCCIDENTAL PETROLEUM CORP.	25,000	$2.231M	0.5%	$89.24	—	COM	67459910
—	COSTCO WHOLESALE CORP.	20,000	$2.211M	0.5%	$110.55	—	COM	22160K10
—	ELI LILLY & CO.	45,000	$2.21M	0.5%	$49.11	—	COM	53245710
—	AMERICAN TOWER CORP	30,000	$2.195M	0.5%	$73.17	—	COM	03027X10
—	HEARTWARE INTL INC	23,000	$2.187M	0.5%	$95.09	—	COM	42236810
—	ALKERMES PLC	75,000	$2.151M	0.5%	$28.68	—	SHS	G0176710
—	TIME WARNER INC	36,666	$2.12M	0.5%	$57.82	—	COM NEW	88731730
—	NEWS CORP - CL A	65,000	$2.118M	0.5%	$32.58	—	CL A	65248E10
—	GAP INC/THE	50,000	$2.087M	0.5%	$41.74	—	COM	36476010
—	HALLIBURTON CO	50,000	$2.086M	0.5%	$41.72	—	COM	40621610
—	VIACOM INC CL B	30,000	$2.041M	0.5%	$68.03	—	CL B	92553P20
—	MONSANTO CO.	20,000	$1.976M	0.5%	$98.80	—	COM	61166W10
—	THERAVANCE INC	50,000	$1.926M	0.4%	$38.52	—	COM	88338T10
—	T ROWE PRICE GROUP INC.	26,000	$1.903M	0.4%	$73.19	—	COM	74144T10
—	JM SMUCKER CO/THE	18,405	$1.898M	0.4%	$103.12	—	COM NEW	83269640
—	COMMUNITY HEALTH SYSTEMS	40,000	$1.875M	0.4%	$46.88	—	COM	20366810
—	GOOGLE INC	2,080	$1.831M	0.4%	$880.29	—	CL A	38259P50
—	PRUDENTIAL FINANCIAL INC.	25,000	$1.826M	0.4%	$73.04	—	COM	74432010
—	SENIOR HOUSING PROP TRUST	70,000	$1.815M	0.4%	$25.93	—	SH BEN INT	81721M10
—	COMCAST CORP. "A SPL"	45,000	$1.785M	0.4%	$39.67	—	CL A SPL	20030N20
—	SPRINT NEXTEL CORP.	250,000	$1.755M	0.4%	$7.02	—	COM SER 1	85206110
—	YUM! BRANDS, INC.	25,000	$1.734M	0.4%	$69.36	—	COM	98849810
—	PRAXAIR, INC.	15,000	$1.727M	0.4%	$115.13	—	COM	74005P10
—	TARGET CORP.	25,000	$1.722M	0.4%	$68.88	—	COM	87612E10
—	ANADARKO PETROLEUM CORP	20,000	$1.719M	0.4%	$85.95	—	COM	03251110
—	MCKESSON CORP.	15,000	$1.718M	0.4%	$114.53	—	COM	58155Q10
—	ALLSTATE CORP. (THE)	33,810	$1.627M	0.4%	$48.12	—	COM	02000210
—	ZOETIS INC	52,578	$1.624M	0.4%	$30.89	—	CL A	98978V10
—	WILLIAMS COS INC.	50,000	$1.624M	0.4%	$32.48	—	COM	96945710
—	AMERICAN STATES WATER CO	30,000	$1.61M	0.4%	$53.67	—	COM	02989910
—	AT&T INC.	45,000	$1.593M	0.4%	$35.40	—	COM	00206R10
—	CORE MARK HOLDING CO INC	25,000	$1.588M	0.4%	$63.52	—	COM	21868110
—	HONEYWELL INTERNATIONAL INC	20,000	$1.587M	0.4%	$79.35	—	COM	43851610
—	CHIPOTLE MEXICAN GRILL INC.	4,356	$1.587M	0.4%	$364.33	—	COM	16965610
—	EMPIRE DISTRICT ELECTRIC CO	70,000	$1.562M	0.4%	$22.31	—	COM	29164110
—	CELLDEX THERAPEUTICS INC	100,000	$1.561M	0.4%	$15.61	—	COM	15117B10
—	ALASKA AIR GRP	30,000	$1.56M	0.4%	$52.00	—	COM	01165910
—	EPR PROPERTIES	30,000	$1.508M	0.3%	$50.27	—	COM SH BEN INT	26884U10
—	DISCOVER FINANCIAL SERVICES LLC	31,350	$1.494M	0.3%	$47.66	—	COM	25470910
—	COLONY FINL INC	70,000	$1.392M	0.3%	$19.89	—	COM	19624R10
—	GENL ELECTRIC	60,000	$1.391M	0.3%	$23.18	—	COM	36960410
—	BAXTER INTERNATIONAL INC	20,000	$1.385M	0.3%	$69.25	—	COM	07181310
—	ILLINOIS TOOL WORKS INC.	20,000	$1.383M	0.3%	$69.15	—	COM	45230810
—	PHILLIPS 66	22,500	$1.325M	0.3%	$58.89	—	COM	71854610
—	RAYTHEON CO.	20,000	$1.322M	0.3%	$66.10	—	COM NEW	75511150
—	DU PONT (E.I.) DE NEMOURS	25,000	$1.313M	0.3%	$52.52	—	COM	26353410
—	MONDELEZ INTL INC	45,987	$1.312M	0.3%	$28.53	—	CL A	60920710
—	EBAY INC	25,000	$1.293M	0.3%	$51.72	—	COM	27864210
—	DOW CHEMICAL CO. (THE)	40,165	$1.292M	0.3%	$32.17	—	COM	26054310
—	CHUBB CORP. (THE)	15,000	$1.27M	0.3%	$84.67	—	COM	17123210
—	STANLEY BLACK AND DECKER INC	16,375	$1.266M	0.3%	$77.31	—	COM	85450210
—	AMERICAN EQTY INVT LIFE H	80,000	$1.256M	0.3%	$15.70	—	COM	02567620
—	GLATFELTER	50,000	$1.255M	0.3%	$25.10	—	COM	37731610
—	COMCAST CORP NEW CL A	30,000	$1.253M	0.3%	$41.77	—	CL A	20030N10
—	OXFORD INDS INC	20,000	$1.248M	0.3%	$62.40	—	COM	69149730
—	KAYDON CORP	45,000	$1.24M	0.3%	$27.56	—	COM	48658710
—	ENTRAVISION COMMUNICATIONS CORP.	200,000	$1.23M	0.3%	$6.15	—	CL A	29382R10
—	WELLPOINT INC.	15,000	$1.228M	0.3%	$81.87	—	COM	94973V10
—	CAMERON INTERNATIONAL CORP.	20,000	$1.223M	0.3%	$61.15	—	COM	13342B10
—	BANK OF AMERICA CORP	95,082	$1.223M	0.3%	$12.86	—	COM	06050510
—	MICHAEL BAKER CORP	45,000	$1.22M	0.3%	$27.11	—	COM	05714910
—	CITRIX SYSTEMS INC.	20,000	$1.207M	0.3%	$60.35	—	COM	17737610
—	BRISTOL-MYERS SQUIBB CO.	26,884	$1.201M	0.3%	$44.67	—	COM	11012210
—	EMC CORP/MASS	50,250	$1.187M	0.3%	$23.62	—	COM	26864810
—	CELGENE CORP	10,000	$1.17M	0.3%	$117.00	—	COM	15102010
—	BELO CORP.	82,500	$1.151M	0.3%	$13.95	—	COM SER A	08055510
—	CHESAPEAKE LODGING TRUST	55,000	$1.143M	0.3%	$20.78	—	SH BEN INT	16524010
—	ACTIVISION BLIZZARD INC.	80,000	$1.141M	0.3%	$14.26	—	COM	00507V10
—	COMMVAULT SYSTEMS INC	15,000	$1.138M	0.3%	$75.87	—	COM	20416610
—	SEI INVESTMENTS CO.	40,000	$1.137M	0.3%	$28.43	—	COM	78411710
—	LAM RESEARCH CORP.	25,625	$1.136M	0.3%	$44.33	—	COM	51280710
—	AVALONBAY COMMUNITIES INC	8,407	$1.134M	0.3%	$134.89	—	COM	05348410
—	TIME WARNER CABLE INC	10,000	$1.125M	0.3%	$112.50	—	COM	88732J20
—	AMERISOURCEBERGEN CORP.	19,996	$1.116M	0.3%	$55.81	—	COM	03073E10
—	FMC TECHNOLOGIES INC	20,000	$1.114M	0.3%	$55.70	—	COM	30249U10
—	PTC INC	45,000	$1.104M	0.3%	$24.53	—	COM	69370C10
—	NEWPARK RESOURCES INC	100,000	$1.099M	0.3%	$10.99	—	COM PAR $.01NEW	65171850
—	HORACE MANN EDUCATORS	45,000	$1.097M	0.3%	$24.38	—	COM	44032710
—	MURPHY OIL CORP.	18,000	$1.096M	0.3%	$60.89	—	COM	62671710
—	MARSH & MCLENNAN COMPANIES, INC.	27,000	$1.078M	0.2%	$39.93	—	COM	57174810
—	SEMGROUP CORP-CLASS A	20,000	$1.077M	0.2%	$53.85	—	CL A	81663A10
—	OCWEN FINL CORP	26,000	$1.072M	0.2%	$41.23	—	COM NEW	67574630
—	WEST PHARMACEUTICAL SERVICES	15,000	$1.054M	0.2%	$70.27	—	COM	95530610
—	NORFOLK SOUTHERN CORP.	14,500	$1.053M	0.2%	$72.62	—	COM	65584410
—	APPLIED MATERIALS, INC.	70,000	$1.044M	0.2%	$14.91	—	COM	03822210
—	METLIFE, INC.	22,766	$1.042M	0.2%	$45.77	—	COM	59156R10
—	MEDTRONIC, INC.	20,000	$1.029M	0.2%	$51.45	—	COM	58505510
—	CEC ENTERTAINMN	25,000	$1.026M	0.2%	$41.04	—	COM	12513710
—	SYSCO CORP.	30,000	$1.025M	0.2%	$34.17	—	COM	87182910
—	WYNDHAM WORLDWIDE CORP.	17,859	$1.022M	0.2%	$57.23	—	COM	98310W10
—	AETNA INC	16,012	$1.017M	0.2%	$63.51	—	COM	00817Y10
—	ENPRO INDUSTRIES INC	20,000	$1.015M	0.2%	$50.75	—	COM	29355X10
—	BROADCOM CORP.	30,000	$1.014M	0.2%	$33.80	—	CL A	11132010
—	INTERMUNE INC	105,000	$1.01M	0.2%	$9.62	—	COM	45884X10
—	SCBT FINANCIAL CORP	20,000	$1.008M	0.2%	$50.40	—	COM	78401V10
—	HEICO CORP	20,000	$1.007M	0.2%	$50.35	—	COM	42280610
—	DUKE ENERGY COR	14,733	$994K	0.2%	$67.47	—	COM NEW	26441C20
—	IROBOT CORP	25,000	$994K	0.2%	$39.76	—	COM	46272610
—	OTTER TAIL PWR	35,000	$994K	0.2%	$28.40	—	COM	68964810
—	INTEGRATED DEVICE TECH INC	125,000	$993K	0.2%	$7.94	—	COM	45811810
—	AGILENT TECHNOLOGIES, INC.	23,084	$987K	0.2%	$42.76	—	COM	00846U10
—	MEAD JOHNSON NUTRITION CO	12,219	$968K	0.2%	$79.22	—	COM	58283910
—	REYNOLDS AMERICAN INC.	20,000	$967K	0.2%	$48.35	—	COM	76171310
—	ASSOC ESTATES REALTY CORP	60,000	$965K	0.2%	$16.08	—	COM	04560410
—	MACY'S INC	20,000	$960K	0.2%	$48.00	—	COM	55616P10
—	BRUNSWICK CORP.	30,000	$959K	0.2%	$31.97	—	COM	11704310
—	MATTHEWS INTL A	25,000	$943K	0.2%	$37.72	—	CL A	57712810
—	CHART INDUSTRIES	10,000	$941K	0.2%	$94.10	—	COM PAR $0.01	16115Q30
—	HUNT (JB) TRANSPORT SVCS INC	13,000	$939K	0.2%	$72.23	—	COM	44565810
—	KORN FERRY INTL	50,000	$937K	0.2%	$18.74	—	COM NEW	50064320
—	MICROCHIP TECHNOLOGY INC	25,000	$931K	0.2%	$37.24	—	COM	59501710
—	FORD MOTOR CO.	60,000	$928K	0.2%	$15.47	—	COM PAR $0.01	34537086
—	TRUSTCO BNCP	170,000	$925K	0.2%	$5.44	—	COM	89834910
—	QUEST DIAGNOSTI	15,000	$909K	0.2%	$60.60	—	COM	74834L10
—	INFINERA CORPORATION	85,000	$907K	0.2%	$10.67	—	COM	45667G10
—	HERCULES TECH GROWTH CAP	65,000	$906K	0.2%	$13.94	—	COM	42709650
—	REALTY INCOME	21,555	$904K	0.2%	$41.94	—	COM	75610910
—	DRIL-QUIP	10,000	$903K	0.2%	$90.30	—	COM	26203710
—	AEGION CORP	40,000	$900K	0.2%	$22.50	—	COM	00770F10
—	AFC ENTERPRISES	25,000	$899K	0.2%	$35.96	—	COM	00104Q10
—	PLEXUS CORP	30,000	$897K	0.2%	$29.90	—	COM	72913210
—	WMS INDUSTRIES	35,000	$893K	0.2%	$25.51	—	COM	92929710
—	STIFEL FINL CORP	25,000	$892K	0.2%	$35.68	—	COM	86063010
—	BRIGGS & STRAT	45,000	$891K	0.2%	$19.80	—	COM	10904310
—	AMAG PHARMACEUTICALS INC	40,000	$890K	0.2%	$22.25	—	COM	00163U10
—	FLUOR CORP	15,000	$890K	0.2%	$59.33	—	COM	34341210
—	PINNACLE ENTERTAINMENT	45,000	$885K	0.2%	$19.67	—	COM	72345610
—	EQUIFAX INC.	15,000	$884K	0.2%	$58.93	—	COM	29442910
—	DEVON ENERGY CORPORATION	17,000	$882K	0.2%	$51.88	—	COM	25179M10
—	CONAGRA FOODS, INC.	25,000	$873K	0.2%	$34.92	—	COM	20588710
—	AFLAC INC.	15,000	$872K	0.2%	$58.13	—	COM	00105510
—	EQUITY RESIDENTIAL PROPERTY TRUS	15,000	$871K	0.2%	$58.07	—	SH BEN INT	29476L10
—	DANA HOLDING CORP	45,000	$867K	0.2%	$19.27	—	COM	23582520
—	RUSH ENTERPRISES INC CL A	35,000	$866K	0.2%	$24.74	—	CL A	78184620
—	KROGER CO. (THE)	25,000	$864K	0.2%	$34.56	—	COM	50104410
—	KAMAN CORP "A"	25,000	$864K	0.2%	$34.56	—	COM	48354810
—	CVS CAREMARK CORP	15,000	$858K	0.2%	$57.20	—	COM	12665010
—	KRAFT FOODS GROUP INC	15,329	$856K	0.2%	$55.84	—	COM	50076Q10
—	BBCN BANCORP INC	60,000	$853K	0.2%	$14.22	—	COM	07329510
—	AUTOZONE INC.	2,000	$847K	0.2%	$423.50	—	COM	05333210
—	WATSCO INC	10,000	$840K	0.2%	$84.00	—	COM	94262220
—	KLA-TENCOR CORPORATION	15,000	$836K	0.2%	$55.73	—	COM	48248010
—	ROCKWELL AUTOMATION, INC.	10,000	$831K	0.2%	$83.10	—	COM	77390310
—	NORTHROP GRUMMA	10,000	$828K	0.2%	$82.80	—	COM	66680710
—	UNUMPROVIDENT CORP.	28,000	$822K	0.2%	$29.36	—	COM	91529Y10
—	WEATHERFORD INTERNATIONAL LTD.	60,000	$822K	0.2%	$13.70	—	REG SHS	H2701310
—	FOREST LABORATORIES, INC. CL A	20,000	$820K	0.2%	$41.00	—	COM	34583810
—	NEXTERA ENERGY INC	10,000	$815K	0.2%	$81.50	—	COM	65339F10
—	DEERE & CO.	10,000	$813K	0.2%	$81.30	—	COM	24419910
—	CHEMTURA CORP	40,000	$812K	0.2%	$20.30	—	COM NEW	16389320
—	PROGRESS SOFTWARE CORP	35,000	$805K	0.2%	$23.00	—	COM	74331210
—	SCANSOURCE INC	25,000	$800K	0.2%	$32.00	—	COM	80603710
—	WOODWARD GOVERNOR CO	20,000	$800K	0.2%	$40.00	—	COM	98074510
—	CORESITE REALTY CORP	25,000	$795K	0.2%	$31.80	—	COM	21870Q10
—	PHARMACYCLICS	10,000	$795K	0.2%	$79.50	—	COM	71693310
—	CROSSTEX ENERGY	40,000	$790K	0.2%	$19.75	—	COM	22765Y10
—	CENTENE CORP DEL	15,000	$787K	0.2%	$52.47	—	COM	15135B10
—	GENERAL DYNAMICS CORP	10,000	$783K	0.2%	$78.30	—	COM	36955010
—	MOTOROLA SOLUTIONS INC	13,571	$783K	0.2%	$57.70	—	COM NEW	62007630
—	KNOLL INC	55,000	$782K	0.2%	$14.22	—	COM NEW	49890420
—	CHEMICAL FINANCIAL CORP	30,000	$780K	0.2%	$26.00	—	COM	16373110
—	EXELON CORP.	25,200	$778K	0.2%	$30.87	—	COM	30161N10
—	OASIS PETROLEUM INC	20,000	$777K	0.2%	$38.85	—	COM	67421510
—	KENNAMETAL INC.	20,000	$777K	0.2%	$38.85	—	COM	48917010
—	HOME DEPOT INC	10,000	$775K	0.2%	$77.50	—	COM	43707610
—	AZZ INCORPORATED	20,000	$771K	0.2%	$38.55	—	COM	00247410
—	WEX INC	10,000	$767K	0.2%	$76.70	—	COM	96208T10
—	FORWARD AIR COR	20,000	$766K	0.2%	$38.30	—	COM	34985310
—	KOPPERS HOLDINGS INC	20,000	$764K	0.2%	$38.20	—	COM	50060P10
—	SPECTRA ENERGY CORP.	22,100	$762K	0.2%	$34.48	—	COM	84756010
—	YAHOO! INC.	30,000	$754K	0.2%	$25.13	—	COM	98433210
—	LIFE TIME FITNESS INC	15,000	$752K	0.2%	$50.13	—	COM	53217R20
—	DIGITAL RIVER INC	40,000	$751K	0.2%	$18.77	—	COM	25388B10
—	SOUTHERN CO	17,000	$750K	0.2%	$44.12	—	COM	84258710
—	ILLUMINA, INC.	10,000	$748K	0.2%	$74.80	—	COM	45232710
—	NIC INC	45,000	$744K	0.2%	$16.53	—	COM	62914B10
—	HEWLETT-PACKARD CO	30,000	$744K	0.2%	$24.80	—	COM	42823610
—	PRIVATEBANCORP INC	35,000	$743K	0.2%	$21.23	—	COM	74296210
—	VISTAPRINT LTD	15,000	$741K	0.2%	$49.40	—	SHS	N9354010
—	PENNANTPARK INVT CORP	66,710	$737K	0.2%	$11.05	—	COM	70806210
—	PAYCHEX, INC.	20,000	$730K	0.2%	$36.50	—	COM	70432610
—	PNC FINANCIAL SERVICES GROUP,INC	10,000	$729K	0.2%	$72.90	—	COM	69347510
—	HUB GROUP INC	20,000	$728K	0.2%	$36.40	—	CL A	44332010
—	CENTURYTEL INC.	20,550	$726K	0.2%	$35.33	—	COM	15670010
—	CUBIC CORP.	15,000	$722K	0.2%	$48.13	—	COM	22966910
—	ASPEN TECH	25,000	$720K	0.2%	$28.80	—	COM	04532710
—	AVIS BUDGET GROUP INC	25,000	$719K	0.2%	$28.76	—	COM	05377410
—	MARATHON OIL CORP	10,000	$711K	0.2%	$71.10	—	COM	56585A10
—	ROGERS CORP	15,000	$710K	0.2%	$47.33	—	COM	77513310
—	PPG INDUSTRIES, INC.	4,850	$710K	0.2%	$146.39	—	COM	69350610
—	ATMI INC	30,000	$710K	0.2%	$23.67	—	COM	00207R10
—	DEALERTRACK HOLDINGS INC	20,000	$709K	0.2%	$35.45	—	COM	24230910
—	CARDINAL HEALTH, INC.	15,000	$708K	0.2%	$47.20	—	COM	14149Y10
—	CAVIUM NETWORKS INC	20,000	$707K	0.2%	$35.35	—	COM	14964U10
—	ENTERGRIS INC	75,000	$704K	0.2%	$9.39	—	COM	29362U10
—	HURON CONSULTING GROUP IN	15,000	$694K	0.2%	$46.27	—	COM	44746210
—	RTI ITNL METALS	25,000	$693K	0.2%	$27.72	—	COM	74973W10
—	MARATHON OIL CORP.	20,000	$692K	0.2%	$34.60	—	COM	56584910
—	CARMAX, INC.	15,000	$692K	0.2%	$46.13	—	COM	14313010
—	BAKER HUGHES INC	15,000	$692K	0.2%	$46.13	—	COM	05722410
—	HELIX ENERGY SOLUTIONS	30,000	$691K	0.2%	$23.03	—	COM	42330P10
—	INDEPENDENT BANK CORP/MA	20,000	$690K	0.2%	$34.50	—	COM	45383610
—	CHATHAM LODGING TRUST	40,000	$687K	0.2%	$17.18	—	COM	16208T10
—	GREENHILL & CO INC	15,000	$686K	0.2%	$45.73	—	COM	39525910
—	WESTERN UNION CO	40,000	$684K	0.2%	$17.10	—	COM	95980210
—	STATE BANK FINANCIAL CORP	45,000	$676K	0.2%	$15.02	—	COM	85619010
—	SYMANTEC CORP	30,000	$674K	0.2%	$22.47	—	COM	87150310
—	1ST FIN BANCORP	45,000	$671K	0.2%	$14.91	—	COM	32020910
—	GENESCO INC	10,000	$670K	0.2%	$67.00	—	COM	37153210
—	HESS CORP.	10,000	$665K	0.2%	$66.50	—	COM	42809H10
—	PALL CORP.	10,000	$664K	0.2%	$66.40	—	COM	69642930
—	AMERICAN ELECTRIC POWER CO.,INC.	14,760	$661K	0.2%	$44.78	—	COM	02553710
—	NAVIGANT CONSULTING CO	55,000	$660K	0.2%	$12.00	—	COM	63935N10
—	NCR CORP	20,000	$660K	0.2%	$33.00	—	COM	62886E10
—	CABOT MICROELECTRONICS	20,000	$660K	0.2%	$33.00	—	COM	12709P10
—	KINDER MORGAN INC	17,265	$659K	0.2%	$38.17	—	COM	49456B10
—	KOHLS CORP.	13,000	$657K	0.2%	$50.54	—	COM	50025510
—	FINISH LINE A	30,000	$656K	0.2%	$21.87	—	CL A	31792310
—	DARLING INTL INC	35,000	$653K	0.1%	$18.66	—	COM	23726610
—	MERITAGE HOMES CORP	15,000	$650K	0.1%	$43.33	—	COM	59001A10
—	XENOPORT INC	130,000	$644K	0.1%	$4.95	—	COM	98411C10
—	ROSETTA RESOURCES INC	15,000	$638K	0.1%	$42.53	—	COM	77777930
—	EURONET WORLDWIDE INC	20,000	$637K	0.1%	$31.85	—	COM	29873610
—	BERRY PETROLEUM CO	15,000	$635K	0.1%	$42.33	—	CL A	08578910
—	DANAHER CORP.	10,000	$633K	0.1%	$63.30	—	COM	23585110
—	ACTAVIS INC	5,000	$631K	0.1%	$126.20	—	COM	00507K10
—	PICO HOLDINGS	30,000	$629K	0.1%	$20.97	—	COM NEW	69336620
—	ORITANI FINL CORP	40,000	$627K	0.1%	$15.68	—	COM	68633D10
—	NETGEAR INC	20,000	$611K	0.1%	$30.55	—	COM	64111Q10
—	CONSOLIDATED COMM HLDGS I	35,000	$609K	0.1%	$17.40	—	COM	20903410
—	NRG ENERGY INC	22,496	$601K	0.1%	$26.72	—	COM NEW	62937750
—	PIER 1 IMPORTS	25,000	$587K	0.1%	$23.48	—	COM	72027910
—	NORTHERN TRUST CORP.	10,000	$579K	0.1%	$57.90	—	COM	66585910
—	TRINITY INDUSTRIES INC.	15,000	$577K	0.1%	$38.47	—	COM	89652210
—	ASHLAND INC.	6,860	$573K	0.1%	$83.53	—	COM	04420910
—	UNITED ONLINE	75,000	$569K	0.1%	$7.59	—	COM	91126810
—	EASTMAN CHEMICAL CO.	8,000	$560K	0.1%	$70.00	—	COM	27743210
—	EARTHLINK, INC.	90,000	$559K	0.1%	$6.21	—	COM	27032110
—	CADENCE DESIGN SYSTEMS, INC.	38,250	$554K	0.1%	$14.48	—	COM	12738710
—	CARDTRONICS INC	20,000	$552K	0.1%	$27.60	—	COM	14161H10
—	INCYTE CORP	25,000	$550K	0.1%	$22.00	—	COM	45337C10
—	CAPITAL ONE FINANCIAL CORP.	8,733	$549K	0.1%	$62.86	—	COM	14040H10
—	ARUBA NETWORKS INC	35,000	$538K	0.1%	$15.37	—	COM	04317610
—	ISIS PHARMACEUTICALS INC	20,000	$537K	0.1%	$26.85	—	COM	46433010
—	KIMCO REALTY CORP.	25,000	$536K	0.1%	$21.44	—	COM	49446R10
—	SCHWAB (CHARLES) CORP. (THE)	25,000	$531K	0.1%	$21.24	—	COM	80851310
—	CLEAN ENERGY FUELS CORP	40,000	$528K	0.1%	$13.20	—	COM	18449910
—	BABCOCK & WILCOX CO NEW	17,500	$526K	0.1%	$30.06	—	COM	05615F10
—	MYERS INDUSTRIES INC	35,000	$525K	0.1%	$15.00	—	COM	62846410
—	ARCHER DANIELS MIDLAND CO.	15,000	$509K	0.1%	$33.93	—	COM	03948310
—	REPUBLIC SERVICES, INC.	15,000	$509K	0.1%	$33.93	—	COM	76075910
—	ROCKWELL COLLINS, INC.	8,000	$507K	0.1%	$63.38	—	COM	77434110
—	FARO TECH INC	15,000	$507K	0.1%	$33.80	—	COM	31164210
—	BLOCK (H & R), INC.	18,000	$500K	0.1%	$27.78	—	COM	09367110
—	SCHLUMBERGER LTD.	6,966	$499K	0.1%	$71.63	—	COM	80685710
—	BALL CORP	12,000	$498K	0.1%	$41.50	—	COM	05849810
—	ROVI CORP	21,758	$497K	0.1%	$22.84	—	COM	77937610
—	CROCS INC	30,000	$495K	0.1%	$16.50	—	COM	22704610
—	BECTON DICKINSON AND CO	5,000	$494K	0.1%	$98.80	—	COM	07588710
—	MEDIVATION INC	10,000	$492K	0.1%	$49.20	—	COM	58501N10
—	KODIAK OIL & GAS CORP	55,000	$489K	0.1%	$8.89	—	COM	50015Q10
—	STAPLES, INC.	30,348	$482K	0.1%	$15.88	—	COM	85503010
—	BOULDER BRANDS INC	40,000	$482K	0.1%	$12.05	—	COM	10140510
—	HAYNES INTL INC	10,000	$479K	0.1%	$47.90	—	COM NEW	42087720
—	PARKER HANNIFIN CORP	5,000	$477K	0.1%	$95.40	—	COM	70109410
—	URS CORP	10,000	$472K	0.1%	$47.20	—	COM	90323610
—	VERINT SYSTEMS INC	12,981	$460K	0.1%	$35.44	—	COM	92343X10
—	XCEL ENERGY INC.	16,243	$460K	0.1%	$28.32	—	COM	98389B10
—	MYLAN LABORATORIES INC.	14,750	$458K	0.1%	$31.05	—	COM	62853010
—	AIR PRODUCTS & CHEMICALS INC	5,000	$458K	0.1%	$91.60	—	COM	00915810
—	TENNECO AUTOMOTIVE INC	10,000	$453K	0.1%	$45.30	—	COM	88034910
—	ENERGY XXI BERMUDA LTD	20,000	$444K	0.1%	$22.20	—	USD UNRS SHS	G1008214
—	MICRON TECHNOLOGY INC	30,000	$430K	0.1%	$14.33	—	COM	59511210
—	AVERY DENNISON CORP.	10,000	$428K	0.1%	$42.80	—	COM	05361110
—	THERMO ELECTRON CORP.	5,000	$423K	0.1%	$84.60	—	COM	88355610
—	BOSTON PROPERTIES, INC.	4,000	$422K	0.1%	$105.50	—	COM	10112110
—	COMPUWARE CORP.	40,000	$414K	0.1%	$10.35	—	COM	20563810
—	ABBVIE INC	10,000	$413K	0.1%	$41.30	—	COM	00287Y10
—	XEROX CORP.	44,000	$399K	0.1%	$9.07	—	COM	98412110
—	IRONWOOD PHARMACEUTICALS	40,000	$397K	0.1%	$9.93	—	COM CL A	46333X10
—	DOVER CORP.	5,000	$388K	0.1%	$77.60	—	COM	26000310
—	CITIGROUP INC	8,000	$384K	0.1%	$48.00	—	COM NEW	17296742
—	SYNOPSYS INC	10,742	$384K	0.1%	$35.75	—	COM	87160710
—	TELLABS INC.	190,000	$375K	0.1%	$1.97	—	COM	87966410
—	MOLINA HEALTHCARE INC	10,000	$372K	0.1%	$37.20	—	COM	60855R10
—	BOSTON SCIENTIFIC CORP.	40,000	$371K	0.1%	$9.28	—	COM	10113710
—	OPKO HEALTH INC	50,000	$355K	0.1%	$7.10	—	COM	68375N10
—	ALCOA INC.	45,000	$352K	0.1%	$7.82	—	COM	01381710
—	ABBOTT LABORATORIES	10,000	$349K	0.1%	$34.90	—	COM	00282410
—	HARSCO CORP.	15,000	$348K	0.1%	$23.20	—	COM	41586410
—	NEKTAR THERAPEUTICS	30,000	$347K	0.1%	$11.57	—	COM	64026810
—	DIAMOND OFFSHORE DRILLING, INC.	5,000	$344K	0.1%	$68.80	—	COM	25271C10
—	JONES GROUP INC/THE	25,000	$344K	0.1%	$13.76	—	COM	48020T10
—	HECLA MINING CO.	110,000	$328K	0.1%	$2.98	—	COM	42270410
—	PUBLIC SVC ENTERPRISE GROUP INC.	10,000	$327K	0.1%	$32.70	—	COM	74457310
—	KANSAS CITY SOUTHERN	3,000	$318K	0.1%	$106.00	—	COM NEW	48517030
—	WPX ENERGY INC	16,666	$316K	0.1%	$18.96	—	COM	98212B10
—	AVON PRODUCTS, INC.	15,000	$315K	0.1%	$21.00	—	COM	05430310
—	HARTFORD FINANCIAL SVCS GROUP	10,000	$309K	0.1%	$30.90	—	COM	41651510
—	NABORS INDUSTRIES LTD.	20,000	$306K	0.1%	$15.30	—	SHS	G6359F10
—	COMVERSE INC	10,000	$297K	0.1%	$29.70	—	COM	20585P10
—	JUNIPER NETWORKS, INC.	15,000	$290K	0.1%	$19.33	—	COM	48203R10
—	NISOURCE INC.	10,000	$286K	0.1%	$28.60	—	COM	65473P10
—	MCDERMOTT INTERNATIONAL, INC.	35,000	$286K	0.1%	$8.17	—	COM	58003710
—	QUALITY SYSTEMS INC	15,000	$281K	0.1%	$18.73	—	COM	74758210
—	LEGG MASON INC	9,000	$279K	0.1%	$31.00	—	COM	52490110
—	INGERSOLL-RAND PLC	5,000	$278K	0.1%	$55.60	—	SHS	G4779110
—	CAREFUSION CORP	7,500	$276K	0.1%	$36.80	—	COM	14170T10
—	VENTAS INC	3,933	$273K	0.1%	$69.41	—	COM	92276F10
—	EMERSON ELECTRIC CO.	5,000	$273K	0.1%	$54.60	—	COM	29101110
—	ARRAY BIOPHARMA	60,000	$272K	0.1%	$4.53	—	COM	04269X10
—	HOSPIRA, INC.	7,000	$268K	0.1%	$38.29	—	COM	44106010
—	CIRRUS LOGIC	15,000	$260K	0.1%	$17.33	—	COM	17275510
—	DREAMWORKS ANIMATION SKG, INC.	10,000	$257K	0.1%	$25.70	—	CL A	26153C10
—	LIGAND PHARMACEUTICALS INC	6,666	$249K	0.1%	$37.35	—	COM NEW	53220K50
—	ADTRAN, INC.	10,000	$246K	0.1%	$24.60	—	COM	00738A10
—	AMERICAN INTERNATIONAL GROUP INC	5,500	$246K	0.1%	$44.73	—	COM NEW	02687478
—	DENTSPLY INTERNATIONAL INC.	6,000	$246K	0.1%	$41.00	—	COM	24903010
—	TRIPADVISOR INC	3,875	$236K	0.1%	$60.90	—	COM	89694520
—	EXPEDIA, INC.	3,875	$233K	0.1%	$60.13	—	COM NEW	30212P30
—	LINDSAY CORP.	3,000	$225K	0.1%	$75.00	—	COM	53555510
—	ENANTA PHARMACEUTICALS INC	12,500	$221K	0.1%	$17.68	—	COM	29251M10
—	AOL INC	6,060	$221K	0.1%	$36.47	—	COM	00184X10
—	MERCURY GENERAL CORP.	5,000	$220K	0.1%	$44.00	—	COM	58940010
—	J.C. PENNEY CO INC	12,500	$214K	0.0%	$17.12	—	COM	70816010
—	VISHAY INTERTECHNOLOGY INC	15,087	$210K	0.0%	$13.92	—	COM	92829810
—	PROLOGIS INC	5,464	$206K	0.0%	$37.70	—	COM	74340W10
—	ROWAN COMPANIES INC.	6,000	$204K	0.0%	$34.00	—	SHS CL A	G7665A10
—	ORBITAL SCIENCES CORP.	11,603	$202K	0.0%	$17.41	—	COM	68556410
—	WINDSTREAM CORP.	25,848	$199K	0.0%	$7.70	—	COM	97381W10
—	REINSURANCE GROUP OF AMERICA,INC	2,829	$196K	0.0%	$69.28	—	COM NEW	75935160
—	PROTALIX BIOTHERAPEUTICS	40,000	$196K	0.0%	$4.90	—	COM	74365A10
—	DISCOVERY COMMUNICATIONS INC.CLA	2,500	$193K	0.0%	$77.20	—	COM SER A	25470F10
—	SOUTHWEST AIRLINES CO.	15,000	$193K	0.0%	$12.87	—	COM	84474110
—	PULTE GROUP INC	10,000	$190K	0.0%	$19.00	—	COM	74586710
—	NETAPP INC.	5,000	$189K	0.0%	$37.80	—	COM	64110D10
—	HUNTINGTON INGALLS INDS INC	3,333	$188K	0.0%	$56.41	—	COM	44641310
—	IAC/INTERACTIVE CORP.	3,875	$184K	0.0%	$47.48	—	COM PAR $.001	44919P50
—	HILLSHIRE BRANDS CO	5,400	$179K	0.0%	$33.15	—	COM	43258910
—	DISCOVERY COMMUNICATIONS INC.CLC	2,500	$174K	0.0%	$69.60	—	COM SER C	25470F30
—	CHICO'S FAS INC	10,000	$171K	0.0%	$17.10	—	COM	16861510
—	MANPOWER INC	3,000	$164K	0.0%	$54.67	—	COM	56418H10
—	ASTORIA FINANCIAL CORP.	15,000	$162K	0.0%	$10.80	—	COM	04626510
—	SCHULMAN (A.), INC.	6,000	$161K	0.0%	$26.83	—	COM	80819410
—	GOODYEAR TIRE & RUBBER CO	10,000	$153K	0.0%	$15.30	—	COM	38255010
—	CAVCO INDUSTRIES, INC.	3,000	$151K	0.0%	$50.33	—	COM	14956810
—	LIBERTY PROPERTY TRUST	4,000	$148K	0.0%	$37.00	—	SH BEN INT	53117210
—	UNITED STATES STEEL CORP.	8,000	$140K	0.0%	$17.50	—	COM	91290910
—	SKYWORKS SOLUTIONS, INC.	6,318	$138K	0.0%	$21.84	—	COM	83088M10
—	SAKS INC.	10,000	$136K	0.0%	$13.60	—	COM	79377W10
—	KINDER MORGAN INC DEL	26,117	$134K	0.0%	$5.13	—	*W EXP 05/25/201	49456B11
—	KULICKE & SOFFA INDUSTRIES, INC.	12,000	$133K	0.0%	$11.08	—	COM	50124210
—	CONVERGYS CORP.	7,500	$131K	0.0%	$17.47	—	COM	21248510
—	INTERPUBLIC GROUP OF COS INC	9,000	$131K	0.0%	$14.56	—	COM	46069010
—	BROCADE COMMUNICATIONS SYSTEMS	21,572	$124K	0.0%	$5.75	—	COM NEW	11162130
—	LSI CORP.	18,060	$124K	0.0%	$6.87	—	COM	50216110
—	SAFEWAY INC.	5,000	$118K	0.0%	$23.60	—	COM NEW	78651420
—	CON-WAY INC.	3,000	$117K	0.0%	$39.00	—	COM	20594410
—	SUNCOKE ENERGY INC	7,956	$112K	0.0%	$14.08	—	COM	86722A10
—	JDS UNIPHASE CORP.	7,375	$106K	0.0%	$14.37	—	COM PAR $0.001	46612J50
—	LIFEPOINT HOSPITALS, INC.	2,105	$103K	0.0%	$48.93	—	COM	53219L10
—	AAR CORP.	4,500	$99,000	0.0%	$22.00	—	COM	00036110
—	KB HOME	5,000	$98,000	0.0%	$19.60	—	COM	48666K10
—	LIVE NATION, INC.	6,035	$94,000	0.0%	$15.58	—	COM	53803410
—	PRINCIPAL FINANCIAL GROUP, INC.	2,500	$94,000	0.0%	$37.60	—	COM	74251V10
—	ARQULE INC	40,000	$93,000	0.0%	$2.33	—	COM	04269E10
—	PHH CORP.	4,464	$91,000	0.0%	$20.39	—	COM NEW	69332020
—	AVNET, INC.	2,610	$88,000	0.0%	$33.72	—	COM	05380710
—	FEDERAL SIGNAL CORP	10,000	$88,000	0.0%	$8.80	—	COM	31385510
—	HSN, INC.	1,550	$83,000	0.0%	$53.55	—	COM	40430310
—	INTERMEC INC.	7,500	$74,000	0.0%	$9.87	—	COM	45878610
—	WASHINGTON FEDERAL, INC.	3,896	$74,000	0.0%	$18.99	—	COM	93882410
—	ARROW ELECTRONICS INC	1,750	$70,000	0.0%	$40.00	—	COM	04273510
—	ADVANCED MICRO DEVICES, INC.	17,000	$69,000	0.0%	$4.06	—	COM	00790310
—	AIR TRANSPORT SERVICES GROUP INC	10,000	$66,000	0.0%	$6.60	—	COM	00922R10
—	BARNES & NOBLE INC.	4,000	$64,000	0.0%	$16.00	—	COM	06777410
—	FRONTIER COMMUNICATIONS CORP	15,602	$63,000	0.0%	$4.04	—	COM	35906A10
—	PDL BIOPHARMA, INC.	8,000	$62,000	0.0%	$7.75	—	COM	69329Y10
—	NATIONAL OILWELL VARCO INC	854	$59,000	0.0%	$69.09	—	COM	63707110
—	POST HOLDINGS INC	1,325	$58,000	0.0%	$43.77	—	COM	73744610
—	UNISYS CORP	2,500	$55,000	0.0%	$22.00	—	COM NEW	90921430
—	AMERICAN INTERNATIONAL GROUP WTS	2,936	$54,000	0.0%	$18.39	—	*W EXP 01/19/202	02687415
—	JOHN BEAN TECHNOLOGIES CORP.	2,160	$45,000	0.0%	$20.83	—	COM	47783910
—	CYPRESS SEMICONDUCTOR CORP	4,000	$43,000	0.0%	$10.75	—	COM	23280610
—	AMICUS THERAPEUTICS INC	15,000	$35,000	0.0%	$2.33	—	COM	03152W10
—	LIPOSCIENCE INC	5,000	$35,000	0.0%	$7.00	—	COM	53630M10
—	SPEEDWAY MOTORSPORTS, INC.	2,000	$35,000	0.0%	$17.50	—	COM	84778810
—	CASELLA WASTE SYSTEMS, INC.	8,000	$34,000	0.0%	$4.25	—	CL A	14744810
—	HOVNANIAN ENTERPRISES, INC.	6,000	$34,000	0.0%	$5.67	—	CL A	44248720
—	RAMBUS INC.	4,000	$34,000	0.0%	$8.50	—	COM	75091710
—	INTERVAL LEISURE GROUP, INC.	1,550	$31,000	0.0%	$20.00	—	COM	46113M10
—	AK STEEL HOLDING CORP.	10,000	$30,000	0.0%	$3.00	—	COM	00154710
—	SAFEGAURD SCIENTIFICS INC	1,833	$29,000	0.0%	$15.82	—	COM NEW	78644920
—	HARMONIC INC.	4,597	$29,000	0.0%	$6.31	—	COM	41316010
—	CINCINNATI BELL INC.	7,500	$23,000	0.0%	$3.07	—	COM	17187110
—	AXIALL CORP W/I	488	$21,000	0.0%	$43.03	—	COM	05463D10
—	AXCELIS TECHNOLOGIES, INC.	9,432	$17,000	0.0%	$1.80	—	COM	05454010
—	VISHAY PRECISION GROUP-CL B	1,077	$16,000	0.0%	$14.86	—	COM	92835K10
—	AVIAT NETWORKS INC	4,968	$13,000	0.0%	$2.62	—	COM	05366Y10
—	PHARMERICA CORP.	385	$5,000	0.0%	$12.99	—	COM	71714F10