NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 10, 2014

Total Value: $490M (100.0% shares, 0.0% debt)

Holdings (434)

— APPLE INC 3.9%

Value $19.07M Shares 34,000 Est. Cost $396.54 Unrealized —

— EXXON MOBIL CORP. 2.2%

Value $10.63M Shares 105,000 Est. Cost $90.35 Unrealized —

— JP MORGAN CHASE & CO 1.6%

Value $7.895M Shares 135,000 Est. Cost $52.79 Unrealized —

— MICROSOFT CORP. 1.4%

Value $6.921M Shares 185,000 Est. Cost $34.54 Unrealized —

— JOHNSON & JOHNSON 1.3%

Value $6.411M Shares 70,000 Est. Cost $85.86 Unrealized —

— PROCTER & GAMBLE CO. 1.2%

Value $5.699M Shares 70,000 Est. Cost $76.99 Unrealized —

— CHEVRON CORP. 1.1%

Value $5.621M Shares 45,000 Est. Cost $118.33 Unrealized —

— PHILIP MORRIS INTERNATIONAL,INC. 1.1%

Value $5.228M Shares 60,000 Est. Cost $86.62 Unrealized —

— MERCK & CO. INC. 1.0%

Value $4.667M Shares 93,252 Est. Cost $46.45 Unrealized —

— PFIZER INC 0.9%

Value $4.624M Shares 150,956 Est. Cost $28.01 Unrealized —

— COCA-COLA CO. (THE) 0.9%

Value $4.544M Shares 110,000 Est. Cost $40.11 Unrealized —

— WELLS FARGO & CO 0.9%

Value $4.54M Shares 100,000 Est. Cost $41.27 Unrealized —

— AMERICAN EXPRESS CO 0.9%

Value $4.537M Shares 50,000 Est. Cost $74.76 Unrealized —

— GILEAD SCIENCES INC 0.9%

Value $4.506M Shares 60,000 Est. Cost $51.27 Unrealized —

— AMAZON.COM INC. 0.8%

Value $3.988M Shares 10,000 Est. Cost $277.70 Unrealized —

— ORACLE CORP 0.8%

Value $3.826M Shares 100,000 Est. Cost $30.71 Unrealized —

— WALT DISNEY CO. (THE) 0.8%

Value $3.82M Shares 50,000 Est. Cost $63.16 Unrealized —

— INTL BUSINESS MACHINES CORP. 0.8%

Value $3.751M Shares 20,000 Est. Cost $191.10 Unrealized —

— TENET HEALTHCARE CORP 0.7%

Value $3.58M Shares 85,000 Est. Cost $44.70 Unrealized —

— MCDONALDS CORP. 0.7%

Value $3.405M Shares 35,093 Est. Cost $98.99 Unrealized —

— CISCO SYSTEMS INC 0.7%

Value $3.365M Shares 150,000 Est. Cost $24.33 Unrealized —

— US BANCORP 0.7%

Value $3.232M Shares 80,000 Est. Cost $36.15 Unrealized —

— VERIZON COMMUNICATIONS INC 0.7%

Value $3.194M Shares 65,000 Est. Cost $50.34 Unrealized —

— CONOCOPHILLIPS 0.6%

Value $3.179M Shares 45,000 Est. Cost $60.51 Unrealized —

— WAL-MART STORES, INC. 0.6%

Value $3.148M Shares 40,000 Est. Cost $74.50 Unrealized —

— ALTRIA GROUP INC. 0.6%

Value $3.071M Shares 80,000 Est. Cost $34.99 Unrealized —

— LOWES COMPANIES, INC. 0.6%

Value $2.973M Shares 60,000 Est. Cost $40.90 Unrealized —

— TRAVELERS COS INC/THE 0.6%

Value $2.937M Shares 32,443 Est. Cost $79.92 Unrealized —

— UNION PACIFIC CORP 0.6%

Value $2.856M Shares 17,000 Est. Cost $154.29 Unrealized —

— INTEL CORP 0.6%

Value $2.855M Shares 110,000 Est. Cost $24.23 Unrealized —

— UNITED TECHNOLOGIES CORP 0.6%

Value $2.845M Shares 25,000 Est. Cost $92.96 Unrealized —

— BANK OF NEW YORK MELLON CORP 0.6%

Value $2.797M Shares 80,038 Est. Cost $28.05 Unrealized —

— PEPSICO INC 0.6%

Value $2.758M Shares 33,251 Est. Cost $81.80 Unrealized —

— GOLDMAN SACHS GROUP INC 0.5%

Value $2.659M Shares 15,000 Est. Cost $151.27 Unrealized —

— VIACOM INC CL B 0.5%

Value $2.62M Shares 30,000 Est. Cost $68.03 Unrealized —

— COLGATE-PALMOLIVE CO 0.5%

Value $2.608M Shares 40,000 Est. Cost $57.30 Unrealized —

— TIME WARNER INC 0.5%

Value $2.556M Shares 36,666 Est. Cost $57.82 Unrealized —

— ALKERMES PLC 0.5%

Value $2.44M Shares 60,000 Est. Cost $28.68 Unrealized —

— CELLDEX THERAPEUTICS INC 0.5%

Value $2.421M Shares 100,000 Est. Cost $15.61 Unrealized —

— AMERICAN TOWER CORP 0.5%

Value $2.395M Shares 30,000 Est. Cost $73.17 Unrealized —

— COSTCO WHOLESALE CORP. 0.5%

Value $2.38M Shares 20,000 Est. Cost $110.55 Unrealized —

— OCCIDENTAL PETROLEUM CORP. 0.5%

Value $2.378M Shares 25,000 Est. Cost $89.24 Unrealized —

— GOOGLE INC 0.5%

Value $2.331M Shares 2,080 Est. Cost $880.29 Unrealized —

— MONSANTO CO. 0.5%

Value $2.331M Shares 20,000 Est. Cost $98.80 Unrealized —

— CHIPOTLE MEXICAN GRILL INC. 0.5%

Value $2.321M Shares 4,356 Est. Cost $364.33 Unrealized —

— PRUDENTIAL FINANCIAL INC. 0.5%

Value $2.306M Shares 25,000 Est. Cost $73.04 Unrealized —

— ELI LILLY & CO. 0.5%

Value $2.295M Shares 45,000 Est. Cost $49.11 Unrealized —

— TWENTY-FIRST CENTURY FOX INC 0.5%

Value $2.286M Shares 65,000 Est. Cost $33.51 Unrealized —

— COMCAST CORP. "A SPL" 0.5%

Value $2.245M Shares 45,000 Est. Cost $39.67 Unrealized —

— QUALCOMM INC. 0.5%

Value $2.228M Shares 30,000 Est. Cost $61.10 Unrealized —

— ALASKA AIR GRP 0.4%

Value $2.201M Shares 30,000 Est. Cost $52.00 Unrealized —

— T ROWE PRICE GROUP INC. 0.4%

Value $2.178M Shares 26,000 Est. Cost $73.19 Unrealized —

— HEARTWARE INTL INC 0.4%

Value $2.16M Shares 23,000 Est. Cost $95.09 Unrealized —

— AMERICAN EQTY INVT LIFE H 0.4%

Value $2.11M Shares 80,000 Est. Cost $15.70 Unrealized —

— GAP INC/THE 0.4%

Value $1.954M Shares 50,000 Est. Cost $41.74 Unrealized —

— PRAXAIR, INC. 0.4%

Value $1.95M Shares 15,000 Est. Cost $115.13 Unrealized —

— WILLIAMS COS INC. 0.4%

Value $1.929M Shares 50,000 Est. Cost $32.48 Unrealized —

— JM SMUCKER CO/THE 0.4%

Value $1.907M Shares 18,405 Est. Cost $103.12 Unrealized —

— CORE MARK HOLDING CO INC 0.4%

Value $1.898M Shares 25,000 Est. Cost $63.52 Unrealized —

— YUM! BRANDS, INC. 0.4%

Value $1.89M Shares 25,000 Est. Cost $69.36 Unrealized —

— ALLSTATE CORP. (THE) 0.4%

Value $1.844M Shares 33,810 Est. Cost $48.12 Unrealized —

— HONEYWELL INTERNATIONAL INC 0.4%

Value $1.827M Shares 20,000 Est. Cost $79.35 Unrealized —

— RAYTHEON CO. 0.4%

Value $1.814M Shares 20,000 Est. Cost $66.10 Unrealized —

— DOW CHEMICAL CO. (THE) 0.4%

Value $1.783M Shares 40,165 Est. Cost $32.17 Unrealized —

— THERAVANCE INC 0.4%

Value $1.782M Shares 50,000 Est. Cost $38.52 Unrealized —

— DISCOVER FINANCIAL SERVICES LLC 0.4%

Value $1.754M Shares 31,350 Est. Cost $47.66 Unrealized —

— PHILLIPS 66 0.4%

Value $1.735M Shares 22,500 Est. Cost $58.89 Unrealized —

— AMERICAN STATES WATER CO 0.4%

Value $1.724M Shares 60,000 Est. Cost $40.62 Unrealized —

— ZOETIS INC 0.4%

Value $1.719M Shares 52,578 Est. Cost $30.89 Unrealized —

— CELGENE CORP 0.3%

Value $1.69M Shares 10,000 Est. Cost $117.00 Unrealized —

— ILLINOIS TOOL WORKS INC. 0.3%

Value $1.682M Shares 20,000 Est. Cost $69.15 Unrealized —

— GENL ELECTRIC 0.3%

Value $1.682M Shares 60,000 Est. Cost $23.18 Unrealized —

— DU PONT (E.I.) DE NEMOURS 0.3%

Value $1.624M Shares 25,000 Est. Cost $52.52 Unrealized —

— MONDELEZ INTL INC 0.3%

Value $1.623M Shares 45,987 Est. Cost $28.53 Unrealized —

— OXFORD INDS INC 0.3%

Value $1.613M Shares 20,000 Est. Cost $62.40 Unrealized —

— PTC INC 0.3%

Value $1.593M Shares 45,000 Est. Cost $24.53 Unrealized —

— EMPIRE DISTRICT ELECTRIC CO 0.3%

Value $1.588M Shares 70,000 Est. Cost $22.31 Unrealized —

— ANADARKO PETROLEUM CORP 0.3%

Value $1.586M Shares 20,000 Est. Cost $85.95 Unrealized —

— AT&T INC. 0.3%

Value $1.582M Shares 45,000 Est. Cost $35.40 Unrealized —

— TARGET CORP. 0.3%

Value $1.582M Shares 25,000 Est. Cost $68.88 Unrealized —

— COMMUNITY HEALTH SYSTEMS 0.3%

Value $1.571M Shares 40,000 Est. Cost $46.88 Unrealized —

— COMCAST CORP NEW CL A 0.3%

Value $1.559M Shares 30,000 Est. Cost $41.77 Unrealized —

— SENIOR HOUSING PROP TRUST 0.3%

Value $1.556M Shares 70,000 Est. Cost $25.93 Unrealized —

— INTERMUNE INC 0.3%

Value $1.547M Shares 105,000 Est. Cost $9.62 Unrealized —

— BANK OF AMERICA CORP 0.3%

Value $1.48M Shares 95,082 Est. Cost $12.86 Unrealized —

— EPR PROPERTIES 0.3%

Value $1.475M Shares 30,000 Est. Cost $50.27 Unrealized —

— WEST PHARMACEUTICAL SERVICES 0.3%

Value $1.472M Shares 30,000 Est. Cost $55.72 Unrealized —

— HEICO CORP 0.3%

Value $1.449M Shares 25,000 Est. Cost $51.87 Unrealized —

— CHUBB CORP. (THE) 0.3%

Value $1.449M Shares 15,000 Est. Cost $84.67 Unrealized —

— CROSSTEX ENERGY 0.3%

Value $1.446M Shares 40,000 Est. Cost $19.75 Unrealized —

— OCWEN FINL CORP 0.3%

Value $1.442M Shares 26,000 Est. Cost $41.23 Unrealized —

— BRISTOL-MYERS SQUIBB CO. 0.3%

Value $1.429M Shares 26,884 Est. Cost $44.67 Unrealized —

— ACTIVISION BLIZZARD INC. 0.3%

Value $1.426M Shares 80,000 Est. Cost $14.26 Unrealized —

— COLONY FINL INC 0.3%

Value $1.42M Shares 70,000 Est. Cost $19.89 Unrealized —

— HORACE MANN EDUCATORS 0.3%

Value $1.419M Shares 45,000 Est. Cost $24.38 Unrealized —

— LAM RESEARCH CORP. 0.3%

Value $1.395M Shares 25,625 Est. Cost $44.33 Unrealized —

— CHESAPEAKE LODGING TRUST 0.3%

Value $1.391M Shares 55,000 Est. Cost $20.78 Unrealized —

— BAXTER INTERNATIONAL INC 0.3%

Value $1.391M Shares 20,000 Est. Cost $69.25 Unrealized —

— SEI INVESTMENTS CO. 0.3%

Value $1.389M Shares 40,000 Est. Cost $28.43 Unrealized —

— BRUNSWICK CORP. 0.3%

Value $1.382M Shares 30,000 Est. Cost $31.97 Unrealized —

— GLATFELTER 0.3%

Value $1.382M Shares 50,000 Est. Cost $25.10 Unrealized —

— EBAY INC 0.3%

Value $1.372M Shares 25,000 Est. Cost $51.72 Unrealized —

— TIME WARNER CABLE INC 0.3%

Value $1.355M Shares 10,000 Est. Cost $112.50 Unrealized —

— NORFOLK SOUTHERN CORP. 0.3%

Value $1.346M Shares 14,500 Est. Cost $72.62 Unrealized —

— SCBT FINANCIAL CORP 0.3%

Value $1.33M Shares 20,000 Est. Cost $55.15 Unrealized —

— STANLEY BLACK AND DECKER INC 0.3%

Value $1.321M Shares 16,375 Est. Cost $77.31 Unrealized —

— AGILENT TECHNOLOGIES, INC. 0.3%

Value $1.32M Shares 23,084 Est. Cost $42.76 Unrealized —

— WYNDHAM WORLDWIDE CORP. 0.3%

Value $1.316M Shares 17,859 Est. Cost $57.23 Unrealized —

— KORN FERRY INTL 0.3%

Value $1.306M Shares 50,000 Est. Cost $18.74 Unrealized —

— MARSH & MCLENNAN COMPANIES, INC. 0.3%

Value $1.306M Shares 27,000 Est. Cost $39.93 Unrealized —

— SEMGROUP CORP-CLASS A 0.3%

Value $1.305M Shares 20,000 Est. Cost $53.85 Unrealized —

— PLEXUS CORP 0.3%

Value $1.299M Shares 30,000 Est. Cost $29.90 Unrealized —

— MCKESSON CORP. 0.3%

Value $1.291M Shares 8,000 Est. Cost $114.53 Unrealized —

— INTEGRATED DEVICE TECH INC 0.3%

Value $1.273M Shares 125,000 Est. Cost $7.94 Unrealized —

— INCYTE CORP 0.3%

Value $1.266M Shares 25,000 Est. Cost $22.00 Unrealized —

— CITRIX SYSTEMS INC. 0.3%

Value $1.265M Shares 20,000 Est. Cost $60.35 Unrealized —

— EMC CORP/MASS 0.3%

Value $1.264M Shares 50,250 Est. Cost $23.62 Unrealized —

— APPLIED MATERIALS, INC. 0.3%

Value $1.238M Shares 70,000 Est. Cost $14.91 Unrealized —

— NEWPARK RESOURCES INC 0.3%

Value $1.229M Shares 100,000 Est. Cost $10.99 Unrealized —

— METLIFE, INC. 0.3%

Value $1.228M Shares 22,766 Est. Cost $45.77 Unrealized —

— TRUSTCO BNCP 0.2%

Value $1.221M Shares 170,000 Est. Cost $5.44 Unrealized —

— ENTRAVISION COMMUNICATIONS CORP. 0.2%

Value $1.218M Shares 200,000 Est. Cost $6.15 Unrealized —

— YAHOO! INC. 0.2%

Value $1.213M Shares 30,000 Est. Cost $25.13 Unrealized —

— FLUOR CORP 0.2%

Value $1.204M Shares 15,000 Est. Cost $59.33 Unrealized —

— FOREST LABORATORIES, INC. CL A 0.2%

Value $1.201M Shares 20,000 Est. Cost $41.00 Unrealized —

— STIFEL FINL CORP 0.2%

Value $1.198M Shares 25,000 Est. Cost $35.68 Unrealized —

— CAMERON INTERNATIONAL CORP. 0.2%

Value $1.191M Shares 20,000 Est. Cost $61.15 Unrealized —

— ROCKWELL AUTOMATION, INC. 0.2%

Value $1.182M Shares 10,000 Est. Cost $83.10 Unrealized —

— PINNACLE ENTERTAINMENT 0.2%

Value $1.17M Shares 45,000 Est. Cost $19.67 Unrealized —

— MURPHY OIL CORP. 0.2%

Value $1.168M Shares 18,000 Est. Cost $60.89 Unrealized —

— ENPRO INDUSTRIES INC 0.2%

Value $1.153M Shares 20,000 Est. Cost $50.75 Unrealized —

— MEDTRONIC, INC. 0.2%

Value $1.148M Shares 20,000 Est. Cost $51.45 Unrealized —

— NORTHROP GRUMMA 0.2%

Value $1.146M Shares 10,000 Est. Cost $82.80 Unrealized —

— COMMVAULT SYSTEMS INC 0.2%

Value $1.123M Shares 15,000 Est. Cost $75.87 Unrealized —

— MICROCHIP TECHNOLOGY INC 0.2%

Value $1.119M Shares 25,000 Est. Cost $37.24 Unrealized —

— NIC INC 0.2%

Value $1.119M Shares 45,000 Est. Cost $16.53 Unrealized —

— CHEMTURA CORP 0.2%

Value $1.117M Shares 40,000 Est. Cost $20.30 Unrealized —

— CEC ENTERTAINMN 0.2%

Value $1.107M Shares 25,000 Est. Cost $41.04 Unrealized —

— ILLUMINA, INC. 0.2%

Value $1.106M Shares 10,000 Est. Cost $74.80 Unrealized —

— DRIL-QUIP 0.2%

Value $1.099M Shares 10,000 Est. Cost $90.30 Unrealized —

— AETNA INC 0.2%

Value $1.098M Shares 16,012 Est. Cost $63.51 Unrealized —

— SYSCO CORP. 0.2%

Value $1.083M Shares 30,000 Est. Cost $34.17 Unrealized —

— CVS CAREMARK CORP 0.2%

Value $1.074M Shares 15,000 Est. Cost $57.20 Unrealized —

— MACYS INC 0.2%

Value $1.068M Shares 20,000 Est. Cost $48.00 Unrealized —

— HERCULES TECH GROWTH CAP 0.2%

Value $1.066M Shares 65,000 Est. Cost $13.94 Unrealized —

— MATTHEWS INTL A 0.2%

Value $1.065M Shares 25,000 Est. Cost $37.72 Unrealized —

— SCANSOURCE INC 0.2%

Value $1.061M Shares 25,000 Est. Cost $32.00 Unrealized —

— NAVIGANT CONSULTING CO 0.2%

Value $1.056M Shares 55,000 Est. Cost $12.00 Unrealized —

— AMERISOURCEBERGEN CORP. 0.2%

Value $1.054M Shares 14,996 Est. Cost $55.81 Unrealized —

— DEVON ENERGY CORPORATION 0.2%

Value $1.052M Shares 17,000 Est. Cost $51.88 Unrealized —

— ASPEN TECH 0.2%

Value $1.045M Shares 25,000 Est. Cost $28.80 Unrealized —

— FMC TECHNOLOGIES INC 0.2%

Value $1.044M Shares 20,000 Est. Cost $55.70 Unrealized —

— KENNAMETAL INC. 0.2%

Value $1.041M Shares 20,000 Est. Cost $38.85 Unrealized —

— RUSH ENTERPRISES INC CL A 0.2%

Value $1.038M Shares 35,000 Est. Cost $24.74 Unrealized —

— EQUIFAX INC. 0.2%

Value $1.036M Shares 15,000 Est. Cost $58.93 Unrealized —

— OTTER TAIL PWR 0.2%

Value $1.024M Shares 35,000 Est. Cost $28.40 Unrealized —

— MEAD JOHNSON NUTRITION CO 0.2%

Value $1.023M Shares 12,219 Est. Cost $79.22 Unrealized —

— DUKE ENERGY COR 0.2%

Value $1.017M Shares 14,733 Est. Cost $67.47 Unrealized —

— PRIVATEBANCORP INC 0.2%

Value $1.013M Shares 35,000 Est. Cost $21.23 Unrealized —

— AVIS BUDGET GROUP INC 0.2%

Value $1.011M Shares 25,000 Est. Cost $28.76 Unrealized —

— KNOLL INC 0.2%

Value $1.007M Shares 55,000 Est. Cost $14.22 Unrealized —

— HUNT (JB) TRANSPORT SVCS INC 0.2%

Value $1.005M Shares 13,000 Est. Cost $72.23 Unrealized —

— CARDINAL HEALTH, INC. 0.2%

Value $1.002M Shares 15,000 Est. Cost $47.20 Unrealized —

— AFLAC INC. 0.2%

Value $1.002M Shares 15,000 Est. Cost $58.13 Unrealized —

— REYNOLDS AMERICAN INC. 0.2%

Value $1M Shares 20,000 Est. Cost $48.35 Unrealized —

— BBCN BANCORP INC 0.2%

Value $995K Shares 60,000 Est. Cost $14.22 Unrealized —

— AVALONBAY COMMUNITIES INC 0.2%

Value $994K Shares 8,407 Est. Cost $134.89 Unrealized —

— KAMAN CORP "A" 0.2%

Value $993K Shares 25,000 Est. Cost $34.56 Unrealized —

— WEX INC 0.2%

Value $990K Shares 10,000 Est. Cost $76.70 Unrealized —

— KROGER CO. (THE) 0.2%

Value $988K Shares 25,000 Est. Cost $34.56 Unrealized —

— UNUMPROVIDENT CORP. 0.2%

Value $982K Shares 28,000 Est. Cost $29.36 Unrealized —

— BRIGGS & STRAT 0.2%

Value $979K Shares 45,000 Est. Cost $19.80 Unrealized —

— AZZ INCORPORATED 0.2%

Value $977K Shares 20,000 Est. Cost $38.55 Unrealized —

— AMAG PHARMACEUTICALS INC 0.2%

Value $972K Shares 40,000 Est. Cost $22.25 Unrealized —

— KLA-TENCOR CORPORATION 0.2%

Value $967K Shares 15,000 Est. Cost $55.73 Unrealized —

— AFC ENTERPRISES 0.2%

Value $963K Shares 25,000 Est. Cost $35.96 Unrealized —

— ASSOC ESTATES REALTY CORP 0.2%

Value $963K Shares 60,000 Est. Cost $16.08 Unrealized —

— DEALERTRACK HOLDINGS INC 0.2%

Value $962K Shares 20,000 Est. Cost $35.45 Unrealized —

— WATSCO INC 0.2%

Value $961K Shares 10,000 Est. Cost $84.00 Unrealized —

— EURONET WORLDWIDE INC 0.2%

Value $957K Shares 20,000 Est. Cost $31.85 Unrealized —

— GENERAL DYNAMICS CORP 0.2%

Value $956K Shares 10,000 Est. Cost $78.30 Unrealized —

— AUTOZONE INC. 0.2%

Value $956K Shares 2,000 Est. Cost $423.50 Unrealized —

— CHART INDUSTRIES 0.2%

Value $956K Shares 10,000 Est. Cost $94.10 Unrealized —

— CHEMICAL FINANCIAL CORP 0.2%

Value $950K Shares 30,000 Est. Cost $26.00 Unrealized —

— HURON CONSULTING GROUP IN 0.2%

Value $940K Shares 15,000 Est. Cost $46.27 Unrealized —

— OASIS PETROLEUM INC 0.2%

Value $939K Shares 20,000 Est. Cost $38.85 Unrealized —

— WEATHERFORD INTERNATIONAL LTD. 0.2%

Value $929K Shares 60,000 Est. Cost $13.70 Unrealized —

— FORD MOTOR CO. 0.2%

Value $926K Shares 60,000 Est. Cost $15.47 Unrealized —

— ROGERS CORP 0.2%

Value $923K Shares 15,000 Est. Cost $47.33 Unrealized —

— PPG INDUSTRIES, INC. 0.2%

Value $920K Shares 4,850 Est. Cost $146.39 Unrealized —

— MARATHON OIL CORP 0.2%

Value $917K Shares 10,000 Est. Cost $71.10 Unrealized —

— MOTOROLA SOLUTIONS INC 0.2%

Value $916K Shares 13,571 Est. Cost $57.70 Unrealized —

— KOPPERS HOLDINGS INC 0.2%

Value $915K Shares 20,000 Est. Cost $38.20 Unrealized —

— CABOT MICROELECTRONICS 0.2%

Value $914K Shares 20,000 Est. Cost $33.00 Unrealized —

— DEERE & CO. 0.2%

Value $913K Shares 10,000 Est. Cost $81.30 Unrealized —

— WOODWARD GOVERNOR CO 0.2%

Value $912K Shares 20,000 Est. Cost $40.00 Unrealized —

— PAYCHEX, INC. 0.2%

Value $911K Shares 20,000 Est. Cost $36.50 Unrealized —

— ATMI INC 0.2%

Value $906K Shares 30,000 Est. Cost $23.67 Unrealized —

— PROGRESS SOFTWARE CORP 0.2%

Value $904K Shares 35,000 Est. Cost $23.00 Unrealized —

— BROADCOM CORP. 0.2%

Value $889K Shares 30,000 Est. Cost $33.80 Unrealized —

— CENTENE CORP DEL 0.2%

Value $884K Shares 15,000 Est. Cost $52.47 Unrealized —

— DANA HOLDING CORP 0.2%

Value $883K Shares 45,000 Est. Cost $19.27 Unrealized —

— FORWARD AIR COR 0.2%

Value $878K Shares 20,000 Est. Cost $38.30 Unrealized —

— AEGION CORP 0.2%

Value $876K Shares 40,000 Est. Cost $22.50 Unrealized —

— FARO TECH INC 0.2%

Value $875K Shares 15,000 Est. Cost $33.80 Unrealized —

— ENTERGRIS INC 0.2%

Value $869K Shares 75,000 Est. Cost $9.39 Unrealized —

— GREENHILL & CO INC 0.2%

Value $869K Shares 15,000 Est. Cost $45.73 Unrealized —

— IROBOT CORP 0.2%

Value $869K Shares 25,000 Est. Cost $39.76 Unrealized —

— CARDTRONICS INC 0.2%

Value $869K Shares 20,000 Est. Cost $27.60 Unrealized —

— NEXTERA ENERGY INC 0.2%

Value $856K Shares 10,000 Est. Cost $81.50 Unrealized —

— RTI ITNL METALS 0.2%

Value $855K Shares 25,000 Est. Cost $27.72 Unrealized —

— PALL CORP. 0.2%

Value $854K Shares 10,000 Est. Cost $66.40 Unrealized —

— VISTAPRINT LTD 0.2%

Value $853K Shares 15,000 Est. Cost $49.40 Unrealized —

— PHARMACYCLICS 0.2%

Value $846K Shares 8,000 Est. Cost $79.50 Unrealized —

— FINISH LINE A 0.2%

Value $845K Shares 30,000 Est. Cost $21.87 Unrealized —

— CONAGRA FOODS, INC. 0.2%

Value $843K Shares 25,000 Est. Cost $34.92 Unrealized —

— ACTAVIS PLC 0.2%

Value $840K Shares 5,000 Est. Cost $168.00 Unrealized —

— HEWLETT-PACKARD CO 0.2%

Value $839K Shares 30,000 Est. Cost $24.80 Unrealized —

— INFINERA CORPORATION 0.2%

Value $831K Shares 85,000 Est. Cost $10.67 Unrealized —

— HESS CORP. 0.2%

Value $830K Shares 10,000 Est. Cost $66.50 Unrealized —

— BAKER HUGHES INC 0.2%

Value $829K Shares 15,000 Est. Cost $46.13 Unrealized —

— KRAFT FOODS GROUP INC 0.2%

Value $826K Shares 15,329 Est. Cost $55.84 Unrealized —

— HOME DEPOT INC 0.2%

Value $823K Shares 10,000 Est. Cost $77.50 Unrealized —

— STATE BANK FINANCIAL CORP 0.2%

Value $819K Shares 45,000 Est. Cost $15.02 Unrealized —

— TRINITY INDUSTRIES INC. 0.2%

Value $818K Shares 15,000 Est. Cost $38.47 Unrealized —

— CHATHAM LODGING TRUST 0.2%

Value $818K Shares 40,000 Est. Cost $17.18 Unrealized —

— CORESITE REALTY CORP 0.2%

Value $805K Shares 25,000 Est. Cost $31.80 Unrealized —

— REALTY INCOME 0.2%

Value $805K Shares 21,555 Est. Cost $41.94 Unrealized —

— QUEST DIAGNOSTI 0.2%

Value $803K Shares 15,000 Est. Cost $60.60 Unrealized —

— HUB GROUP INC 0.2%

Value $798K Shares 20,000 Est. Cost $36.40 Unrealized —

— ISIS PHARMACEUTICALS INC 0.2%

Value $797K Shares 20,000 Est. Cost $26.85 Unrealized —

— CUBIC CORP. 0.2%

Value $790K Shares 15,000 Est. Cost $48.13 Unrealized —

— SPECTRA ENERGY CORP. 0.2%

Value $787K Shares 22,100 Est. Cost $34.48 Unrealized —

— 1ST FIN BANCORP 0.2%

Value $784K Shares 45,000 Est. Cost $14.91 Unrealized —

— GERON CORP 0.2%

Value $783K Shares 165,000 Est. Cost $4.75 Unrealized —

— INDEPENDENT BANK CORP/MA 0.2%

Value $782K Shares 20,000 Est. Cost $34.50 Unrealized —

— EQUITY RESIDENTIAL PROPERTY TRUS 0.2%

Value $778K Shares 15,000 Est. Cost $58.07 Unrealized —

— LINNCO LLC 0.2%

Value $776K Shares 25,200 Est. Cost $30.79 Unrealized —

— PNC FINANCIAL SERVICES GROUP,INC 0.2%

Value $776K Shares 10,000 Est. Cost $72.90 Unrealized —

— HALLIBURTON CO 0.2%

Value $775K Shares 15,267 Est. Cost $41.72 Unrealized —

— PENNANTPARK INVT CORP 0.2%

Value $774K Shares 66,710 Est. Cost $11.05 Unrealized —

— DANAHER CORP. 0.2%

Value $772K Shares 10,000 Est. Cost $63.30 Unrealized —

— XENOPORT INC 0.2%

Value $748K Shares 130,000 Est. Cost $4.95 Unrealized —

— DIGITAL RIVER INC 0.2%

Value $739K Shares 40,000 Est. Cost $18.77 Unrealized —

— MYERS INDUSTRIES INC 0.2%

Value $739K Shares 35,000 Est. Cost $15.00 Unrealized —

— KOHLS CORP. 0.2%

Value $738K Shares 13,000 Est. Cost $50.54 Unrealized —

— DARLING INTL INC 0.1%

Value $731K Shares 35,000 Est. Cost $18.66 Unrealized —

— GENESCO INC 0.1%

Value $731K Shares 10,000 Est. Cost $67.00 Unrealized —

— ROSETTA RESOURCES INC 0.1%

Value $721K Shares 15,000 Est. Cost $42.53 Unrealized —

— MERITAGE HOMES CORP 0.1%

Value $720K Shares 15,000 Est. Cost $43.33 Unrealized —

— SYMANTEC CORP 0.1%

Value $707K Shares 30,000 Est. Cost $22.47 Unrealized —

— MARATHON OIL CORP. 0.1%

Value $706K Shares 20,000 Est. Cost $34.60 Unrealized —

— LIFE TIME FITNESS INC 0.1%

Value $705K Shares 15,000 Est. Cost $50.13 Unrealized —

— CARMAX, INC. 0.1%

Value $705K Shares 15,000 Est. Cost $46.13 Unrealized —

— SOUTHERN CO 0.1%

Value $699K Shares 17,000 Est. Cost $44.12 Unrealized —

— HELIX ENERGY SOLUTIONS 0.1%

Value $695K Shares 30,000 Est. Cost $23.03 Unrealized —

— PICO HOLDINGS 0.1%

Value $693K Shares 30,000 Est. Cost $20.97 Unrealized —

— AMERICAN ELECTRIC POWER CO.,INC. 0.1%

Value $690K Shares 14,760 Est. Cost $44.78 Unrealized —

— EXELON CORP. 0.1%

Value $690K Shares 25,200 Est. Cost $30.87 Unrealized —

— WESTERN UNION CO 0.1%

Value $690K Shares 40,000 Est. Cost $17.10 Unrealized —

— CAVIUM NETWORKS INC 0.1%

Value $690K Shares 20,000 Est. Cost $35.35 Unrealized —

— CONSOLIDATED COMM HLDGS I 0.1%

Value $687K Shares 35,000 Est. Cost $17.40 Unrealized —

— NCR CORP 0.1%

Value $681K Shares 20,000 Est. Cost $33.00 Unrealized —

— CAPITAL ONE FINANCIAL CORP. 0.1%

Value $669K Shares 8,733 Est. Cost $62.86 Unrealized —

— ASHLAND INC. 0.1%

Value $666K Shares 6,860 Est. Cost $83.53 Unrealized —

— NETGEAR INC 0.1%

Value $659K Shares 20,000 Est. Cost $30.55 Unrealized —

— CENTURYTEL INC. 0.1%

Value $655K Shares 20,550 Est. Cost $35.33 Unrealized —

— MICRON TECHNOLOGY INC 0.1%

Value $653K Shares 30,000 Est. Cost $14.33 Unrealized —

— ARCHER DANIELS MIDLAND CO. 0.1%

Value $651K Shares 15,000 Est. Cost $33.93 Unrealized —

— SCHWAB (CHARLES) CORP. (THE) 0.1%

Value $650K Shares 25,000 Est. Cost $21.24 Unrealized —

— EASTMAN CHEMICAL CO. 0.1%

Value $646K Shares 8,000 Est. Cost $70.00 Unrealized —

— NRG ENERGY INC 0.1%

Value $646K Shares 22,496 Est. Cost $26.72 Unrealized —

— PARKER HANNIFIN CORP 0.1%

Value $643K Shares 5,000 Est. Cost $95.40 Unrealized —

— ORITANI FINL CORP 0.1%

Value $642K Shares 40,000 Est. Cost $15.68 Unrealized —

— MYLAN LABORATORIES INC. 0.1%

Value $640K Shares 14,750 Est. Cost $31.05 Unrealized —

— MEDIVATION INC 0.1%

Value $638K Shares 10,000 Est. Cost $49.20 Unrealized —

— BOULDER BRANDS INC 0.1%

Value $634K Shares 40,000 Est. Cost $12.05 Unrealized —

— SCHLUMBERGER LTD. 0.1%

Value $628K Shares 6,966 Est. Cost $71.63 Unrealized —

— ARUBA NETWORKS INC 0.1%

Value $627K Shares 35,000 Est. Cost $15.37 Unrealized —

— KINDER MORGAN INC 0.1%

Value $622K Shares 17,264 Est. Cost $38.17 Unrealized —

— BALL CORP 0.1%

Value $620K Shares 12,000 Est. Cost $41.50 Unrealized —

— NORTHERN TRUST CORP. 0.1%

Value $619K Shares 10,000 Est. Cost $57.90 Unrealized —

— KODIAK OIL & GAS CORP 0.1%

Value $617K Shares 55,000 Est. Cost $8.89 Unrealized —

— BABCOCK & WILCOX CO NEW 0.1%

Value $598K Shares 17,500 Est. Cost $30.06 Unrealized —

— ROCKWELL COLLINS, INC. 0.1%

Value $591K Shares 8,000 Est. Cost $63.38 Unrealized —

— PIER 1 IMPORTS 0.1%

Value $577K Shares 25,000 Est. Cost $23.48 Unrealized —

— TENNECO AUTOMOTIVE INC 0.1%

Value $566K Shares 10,000 Est. Cost $45.30 Unrealized —

— AIR PRODUCTS & CHEMICALS INC 0.1%

Value $559K Shares 5,000 Est. Cost $91.60 Unrealized —

— VERINT SYSTEMS INC 0.1%

Value $557K Shares 12,981 Est. Cost $35.44 Unrealized —

— THERMO ELECTRON CORP. 0.1%

Value $557K Shares 5,000 Est. Cost $84.60 Unrealized —

— BECTON DICKINSON AND CO 0.1%

Value $552K Shares 5,000 Est. Cost $98.80 Unrealized —

— HAYNES INTL INC 0.1%

Value $552K Shares 10,000 Est. Cost $47.90 Unrealized —

— ENERGY XXI BERMUDA LTD 0.1%

Value $541K Shares 20,000 Est. Cost $22.20 Unrealized —

— CADENCE DESIGN SYSTEMS, INC. 0.1%

Value $536K Shares 38,250 Est. Cost $14.48 Unrealized —

— XEROX CORP. 0.1%

Value $535K Shares 44,000 Est. Cost $9.07 Unrealized —

— URS CORP 0.1%

Value $530K Shares 10,000 Est. Cost $47.20 Unrealized —

— ABBVIE INC 0.1%

Value $528K Shares 10,000 Est. Cost $41.30 Unrealized —

— BLOCK (H & R), INC. 0.1%

Value $523K Shares 18,000 Est. Cost $27.78 Unrealized —

— CLEAN ENERGY FUELS CORP 0.1%

Value $515K Shares 40,000 Est. Cost $13.20 Unrealized —

— AVERY DENNISON CORP. 0.1%

Value $502K Shares 10,000 Est. Cost $42.80 Unrealized —

— REPUBLIC SERVICES, INC. 0.1%

Value $498K Shares 15,000 Est. Cost $33.93 Unrealized —

— KIMCO REALTY CORP. 0.1%

Value $494K Shares 25,000 Est. Cost $21.44 Unrealized —

— FTD COS INC 0.1%

Value $489K Shares 15,000 Est. Cost $32.60 Unrealized —

— DOVER CORP. 0.1%

Value $483K Shares 5,000 Est. Cost $77.60 Unrealized —

— STAPLES, INC. 0.1%

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

— BOSTON SCIENTIFIC CORP. 0.1%

Value $481K Shares 40,000 Est. Cost $9.28 Unrealized —

— ALCOA INC. 0.1%

Value $478K Shares 45,000 Est. Cost $7.82 Unrealized —

— CROCS INC 0.1%

Value $478K Shares 30,000 Est. Cost $16.50 Unrealized —

— IRONWOOD PHARMACEUTICALS 0.1%

Value $464K Shares 40,000 Est. Cost $9.93 Unrealized —

— EARTHLINK, INC. 0.1%

Value $456K Shares 90,000 Est. Cost $6.21 Unrealized —

— XCEL ENERGY INC. 0.1%

Value $454K Shares 16,243 Est. Cost $28.32 Unrealized —

— COMPUWARE CORP. 0.1%

Value $448K Shares 40,000 Est. Cost $10.35 Unrealized —

— SYNOPSYS INC 0.1%

Value $436K Shares 10,742 Est. Cost $35.75 Unrealized —

— ROVI CORP 0.1%

Value $428K Shares 21,758 Est. Cost $22.84 Unrealized —

— HARSCO CORP. 0.1%

Value $420K Shares 15,000 Est. Cost $23.20 Unrealized —

— CITIGROUP INC 0.1%

Value $417K Shares 8,000 Est. Cost $48.00 Unrealized —

— ARQULE INC 0.1%

Value $409K Shares 190,000 Est. Cost $2.33 Unrealized —

— BOSTON PROPERTIES, INC. 0.1%

Value $401K Shares 4,000 Est. Cost $105.50 Unrealized —

— LEGG MASON INC 0.1%

Value $391K Shares 9,000 Est. Cost $31.00 Unrealized —

— COMVERSE INC 0.1%

Value $388K Shares 10,000 Est. Cost $29.70 Unrealized —

— ABBOTT LABORATORIES 0.1%

Value $383K Shares 10,000 Est. Cost $34.90 Unrealized —

— JONES GROUP INC/THE 0.1%

Value $374K Shares 25,000 Est. Cost $13.76 Unrealized —

— KANSAS CITY SOUTHERN 0.1%

Value $371K Shares 3,000 Est. Cost $106.00 Unrealized —

— HARTFORD FINANCIAL SVCS GROUP 0.1%

Value $362K Shares 10,000 Est. Cost $30.90 Unrealized —

— DREAMWORKS ANIMATION SKG, INC. 0.1%

Value $355K Shares 10,000 Est. Cost $25.70 Unrealized —

— EMERSON ELECTRIC CO. 0.1%

Value $351K Shares 5,000 Est. Cost $54.60 Unrealized —

— LIGAND PHARMACEUTICALS INC 0.1%

Value $351K Shares 6,666 Est. Cost $37.35 Unrealized —

— MOLINA HEALTHCARE INC 0.1%

Value $348K Shares 10,000 Est. Cost $37.20 Unrealized —

— NEKTAR THERAPEUTICS 0.1%

Value $341K Shares 30,000 Est. Cost $11.57 Unrealized —

— NABORS INDUSTRIES LTD. 0.1%

Value $340K Shares 20,000 Est. Cost $15.30 Unrealized —

— WPX ENERGY INC 0.1%

Value $340K Shares 16,666 Est. Cost $18.96 Unrealized —

— JUNIPER NETWORKS, INC. 0.1%

Value $339K Shares 15,000 Est. Cost $19.33 Unrealized —

— HECLA MINING CO. 0.1%

Value $339K Shares 110,000 Est. Cost $2.98 Unrealized —

— NISOURCE INC. 0.1%

Value $329K Shares 10,000 Est. Cost $28.60 Unrealized —

— MCDERMOTT INTERNATIONAL, INC. 0.1%

Value $321K Shares 35,000 Est. Cost $8.17 Unrealized —

— TRIPADVISOR INC 0.1%

Value $321K Shares 3,875 Est. Cost $60.90 Unrealized —

— PUBLIC SVC ENTERPRISE GROUP INC. 0.1%

Value $320K Shares 10,000 Est. Cost $32.70 Unrealized —

— QUALITY SYSTEMS INC 0.1%

Value $316K Shares 15,000 Est. Cost $18.73 Unrealized —

— INGERSOLL-RAND PLC 0.1%

Value $308K Shares 5,000 Est. Cost $55.60 Unrealized —

— CIRRUS LOGIC 0.1%

Value $306K Shares 15,000 Est. Cost $17.33 Unrealized —

— ARRAY BIOPHARMA 0.1%

Value $301K Shares 60,000 Est. Cost $4.53 Unrealized —

— HUNTINGTON INGALLS INDS INC 0.1%

Value $300K Shares 3,333 Est. Cost $56.41 Unrealized —

— CAREFUSION CORP 0.1%

Value $299K Shares 7,500 Est. Cost $36.80 Unrealized —

— NEWS CORP NEW 0.1%

Value $293K Shares 16,250 Est. Cost $16.06 Unrealized —

— DENTSPLY INTERNATIONAL INC. 0.1%

Value $291K Shares 6,000 Est. Cost $41.00 Unrealized —

— HOSPIRA, INC. 0.1%

Value $289K Shares 7,000 Est. Cost $38.29 Unrealized —

— DIAMOND OFFSHORE DRILLING, INC. 0.1%

Value $285K Shares 5,000 Est. Cost $68.80 Unrealized —

— SOUTHWEST AIRLINES CO. 0.1%

Value $283K Shares 15,000 Est. Cost $12.87 Unrealized —

— AOL INC 0.1%

Value $283K Shares 6,060 Est. Cost $36.47 Unrealized —

— AMERICAN INTERNATIONAL GROUP INC 0.1%

Value $281K Shares 5,500 Est. Cost $44.73 Unrealized —

— ACCELERON PHARMA INC 0.1%

Value $277K Shares 7,000 Est. Cost $39.57 Unrealized —

— EXPEDIA, INC. 0.1%

Value $270K Shares 3,875 Est. Cost $60.13 Unrealized —

— ADTRAN, INC. 0.1%

Value $270K Shares 10,000 Est. Cost $24.60 Unrealized —

— ORBITAL SCIENCES CORP. 0.1%

Value $270K Shares 11,603 Est. Cost $17.41 Unrealized —

— IAC/INTERACTIVE CORP. 0.1%

Value $266K Shares 3,875 Est. Cost $47.48 Unrealized —

— AVON PRODUCTS, INC. 0.1%

Value $258K Shares 15,000 Est. Cost $21.00 Unrealized —

— MANPOWER INC 0.1%

Value $258K Shares 3,000 Est. Cost $54.67 Unrealized —

— MERCURY GENERAL CORP. 0.1%

Value $249K Shares 5,000 Est. Cost $44.00 Unrealized —

— LINDSAY CORP. 0.1%

Value $248K Shares 3,000 Est. Cost $75.00 Unrealized —

— GOODYEAR TIRE & RUBBER CO 0.0%

Value $239K Shares 10,000 Est. Cost $15.30 Unrealized —

— UNITED STATES STEEL CORP. 0.0%

Value $236K Shares 8,000 Est. Cost $17.50 Unrealized —

— DISCOVERY COMMUNICATIONS INC.CLA 0.0%

Value $226K Shares 2,500 Est. Cost $77.20 Unrealized —

— VENTAS INC 0.0%

Value $225K Shares 3,933 Est. Cost $69.41 Unrealized —

— REINSURANCE GROUP OF AMERICA,INC 0.0%

Value $219K Shares 2,829 Est. Cost $69.28 Unrealized —

— SCHULMAN (A.), INC. 0.0%

Value $212K Shares 6,000 Est. Cost $26.83 Unrealized —

— ROWAN COMPANIES INC. 0.0%

Value $212K Shares 6,000 Est. Cost $34.00 Unrealized —

— DISCOVERY COMMUNICATIONS INC.CLC 0.0%

Value $210K Shares 2,500 Est. Cost $69.60 Unrealized —

— ASTORIA FINANCIAL CORP. 0.0%

Value $207K Shares 15,000 Est. Cost $10.80 Unrealized —

— NETAPP INC. 0.0%

Value $206K Shares 5,000 Est. Cost $37.80 Unrealized —

— CAVCO INDUSTRIES, INC. 0.0%

Value $206K Shares 3,000 Est. Cost $50.33 Unrealized —

— WINDSTREAM CORP. 0.0%

Value $206K Shares 25,848 Est. Cost $8.01 Unrealized —

— PULTE GROUP INC 0.0%

Value $204K Shares 10,000 Est. Cost $19.00 Unrealized —

— PROLOGIS INC 0.0%

Value $202K Shares 5,464 Est. Cost $37.70 Unrealized —

— VISHAY INTERTECHNOLOGY INC 0.0%

Value $200K Shares 15,087 Est. Cost $13.92 Unrealized —

— LSI CORP. 0.0%

Value $199K Shares 18,060 Est. Cost $6.87 Unrealized —

— BROCADE COMMUNICATIONS SYSTEMS 0.0%

Value $191K Shares 21,572 Est. Cost $5.75 Unrealized —

— CHICO'S FAS INC 0.0%

Value $188K Shares 10,000 Est. Cost $17.10 Unrealized —

— MURPHY USA INC 0.0%

Value $187K Shares 4,500 Est. Cost $40.44 Unrealized —

— HILLSHIRE BRANDS CO 0.0%

Value $181K Shares 5,400 Est. Cost $33.15 Unrealized —

— SUNCOKE ENERGY INC 0.0%

Value $181K Shares 7,956 Est. Cost $14.08 Unrealized —

— SKYWORKS SOLUTIONS, INC. 0.0%

Value $180K Shares 6,318 Est. Cost $21.84 Unrealized —

— SAFEWAY INC. 0.0%

Value $163K Shares 5,000 Est. Cost $23.60 Unrealized —

— SPRINT CORP W/I 0.0%

Value $161K Shares 15,000 Est. Cost $6.22 Unrealized —

— KULICKE & SOFFA INDUSTRIES, INC. 0.0%

Value $160K Shares 12,000 Est. Cost $11.08 Unrealized —

— INTERPUBLIC GROUP OF COS INC 0.0%

Value $159K Shares 9,000 Est. Cost $14.56 Unrealized —

— CONVERGYS CORP. 0.0%

Value $158K Shares 7,500 Est. Cost $17.47 Unrealized —

— PROTALIX BIOTHERAPEUTICS 0.0%

Value $156K Shares 40,000 Est. Cost $4.90 Unrealized —

— FEDERAL SIGNAL CORP 0.0%

Value $147K Shares 10,000 Est. Cost $8.80 Unrealized —

— UNITED ONLINE INC 0.0%

Value $147K Shares 10,714 Est. Cost $13.72 Unrealized —

— LIBERTY PROPERTY TRUST 0.0%

Value $135K Shares 4,000 Est. Cost $37.00 Unrealized —

— AAR CORP. 0.0%

Value $126K Shares 4,500 Est. Cost $22.00 Unrealized —

— PRINCIPAL FINANCIAL GROUP, INC. 0.0%

Value $123K Shares 2,500 Est. Cost $37.60 Unrealized —

— CON-WAY INC. 0.0%

Value $119K Shares 3,000 Est. Cost $39.00 Unrealized —

— LIVE NATION, INC. 0.0%

Value $119K Shares 6,035 Est. Cost $15.58 Unrealized —

— AVNET, INC. 0.0%

Value $115K Shares 2,610 Est. Cost $33.72 Unrealized —

— J.C. PENNEY CO INC 0.0%

Value $114K Shares 12,500 Est. Cost $17.12 Unrealized —

— LIFEPOINT HOSPITALS, INC. 0.0%

Value $111K Shares 2,105 Est. Cost $48.93 Unrealized —

— PHH CORP. 0.0%

Value $109K Shares 4,464 Est. Cost $20.39 Unrealized —

— KINDER MORGAN INC DEL 0.0%

Value $106K Shares 26,117 Est. Cost $5.13 Unrealized —

— HSN, INC. 0.0%

Value $97,000 Shares 1,550 Est. Cost $53.55 Unrealized —

— JDS UNIPHASE CORP. 0.0%

Value $96,000 Shares 7,375 Est. Cost $14.37 Unrealized —

— ARROW ELECTRONICS INC 0.0%

Value $95,000 Shares 1,750 Est. Cost $40.00 Unrealized —

— WASHINGTON FEDERAL, INC. 0.0%

Value $91,000 Shares 3,896 Est. Cost $18.99 Unrealized —

— KB HOME 0.0%

Value $91,000 Shares 5,000 Est. Cost $19.60 Unrealized —

— UNISYS CORP 0.0%

Value $84,000 Shares 2,500 Est. Cost $22.00 Unrealized —

— AK STEEL HOLDING CORP. 0.0%

Value $82,000 Shares 10,000 Est. Cost $3.00 Unrealized —

— OPHTHOTECH CORP 0.0%

Value $81,000 Shares 2,500 Est. Cost $32.40 Unrealized —

— AIR TRANSPORT SERVICES GROUP INC 0.0%

Value $81,000 Shares 10,000 Est. Cost $6.60 Unrealized —

— ALLEGION PLC 0.0%

Value $74,000 Shares 1,666 Est. Cost $44.42 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $73,000 Shares 15,602 Est. Cost $4.04 Unrealized —

— NATIONAL OILWELL VARCO INC 0.0%

Value $68,000 Shares 854 Est. Cost $69.09 Unrealized —

— PDL BIOPHARMA, INC. 0.0%

Value $68,000 Shares 8,000 Est. Cost $7.75 Unrealized —

— ADVANCED MICRO DEVICES, INC. 0.0%

Value $66,000 Shares 17,000 Est. Cost $4.06 Unrealized —

— POST HOLDINGS INC 0.0%

Value $65,000 Shares 1,325 Est. Cost $43.77 Unrealized —

— JOHN BEAN TECHNOLOGIES CORP. 0.0%

Value $63,000 Shares 2,160 Est. Cost $20.83 Unrealized —

— BARNES & NOBLE INC. 0.0%

Value $60,000 Shares 4,000 Est. Cost $16.00 Unrealized —

— AMERICAN INTERNATIONAL GROUP WTS 0.0%

Value $59,000 Shares 2,936 Est. Cost $18.39 Unrealized —

— INTERVAL LEISURE GROUP, INC. 0.0%

Value $48,000 Shares 1,550 Est. Cost $20.00 Unrealized —

— CASELLA WASTE SYSTEMS, INC. 0.0%

Value $46,000 Shares 8,000 Est. Cost $4.25 Unrealized —

— CYPRESS SEMICONDUCTOR CORP 0.0%

Value $42,000 Shares 4,000 Est. Cost $10.75 Unrealized —

— HOVNANIAN ENTERPRISES, INC. 0.0%

Value $40,000 Shares 6,000 Est. Cost $5.67 Unrealized —

— SPEEDWAY MOTORSPORTS, INC. 0.0%

Value $40,000 Shares 2,000 Est. Cost $17.50 Unrealized —

— RAMBUS INC. 0.0%

Value $38,000 Shares 4,000 Est. Cost $8.50 Unrealized —

— SAFEGAURD SCIENTIFICS INC 0.0%

Value $37,000 Shares 1,833 Est. Cost $15.82 Unrealized —

— AMICUS THERAPEUTICS INC 0.0%

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

— HARMONIC INC. 0.0%

Value $34,000 Shares 4,597 Est. Cost $6.31 Unrealized —

— CINCINNATI BELL INC. 0.0%

Value $27,000 Shares 7,500 Est. Cost $3.07 Unrealized —

— AXCELIS TECHNOLOGIES, INC. 0.0%

Value $23,000 Shares 9,432 Est. Cost $1.80 Unrealized —

— AXIALL CORP W/I 0.0%

Value $23,000 Shares 488 Est. Cost $43.03 Unrealized —

— LIPOSCIENCE INC 0.0%

Value $21,000 Shares 5,000 Est. Cost $7.00 Unrealized —

— AMERICAN AIRLINES GROUP INC 0.0%

Value $17,000 Shares 665 Est. Cost $25.56 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 $11,000 Shares 4,968 Est. Cost $2.62 Unrealized —

— PHARMERICA CORP. 0.0%

Value $8,000 Shares 385 Est. Cost $12.99 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	APPLE INC	34,000	$19.07M	3.9%	$396.54	—	COM	03783310
—	EXXON MOBIL CORP.	105,000	$10.63M	2.2%	$90.35	—	COM	30231G10
—	JP MORGAN CHASE & CO	135,000	$7.895M	1.6%	$52.79	—	COM	46625H10
—	MICROSOFT CORP.	185,000	$6.921M	1.4%	$34.54	—	COM	59491810
—	JOHNSON & JOHNSON	70,000	$6.411M	1.3%	$85.86	—	COM	47816010
—	PROCTER & GAMBLE CO.	70,000	$5.699M	1.2%	$76.99	—	COM	74271810
—	CHEVRON CORP.	45,000	$5.621M	1.1%	$118.33	—	COM	16676410
—	PHILIP MORRIS INTERNATIONAL,INC.	60,000	$5.228M	1.1%	$86.62	—	COM	71817210
—	MERCK & CO. INC.	93,252	$4.667M	1.0%	$46.45	—	COM	58933Y10
—	PFIZER INC	150,956	$4.624M	0.9%	$28.01	—	COM	71708110
—	COCA-COLA CO. (THE)	110,000	$4.544M	0.9%	$40.11	—	COM	19121610
—	WELLS FARGO & CO	100,000	$4.54M	0.9%	$41.27	—	COM	94974610
—	AMERICAN EXPRESS CO	50,000	$4.537M	0.9%	$74.76	—	COM	02581610
—	GILEAD SCIENCES INC	60,000	$4.506M	0.9%	$51.27	—	COM	37555810
—	AMAZON.COM INC.	10,000	$3.988M	0.8%	$277.70	—	COM	02313510
—	ORACLE CORP	100,000	$3.826M	0.8%	$30.71	—	COM	68389X10
—	WALT DISNEY CO. (THE)	50,000	$3.82M	0.8%	$63.16	—	COM DISNEY	25468710
—	INTL BUSINESS MACHINES CORP.	20,000	$3.751M	0.8%	$191.10	—	COM	45920010
—	TENET HEALTHCARE CORP	85,000	$3.58M	0.7%	$44.70	—	COM NEW	88033G40
—	MCDONALDS CORP.	35,093	$3.405M	0.7%	$98.99	—	COM	58013510
—	CISCO SYSTEMS INC	150,000	$3.365M	0.7%	$24.33	—	COM	17275R10
—	US BANCORP	80,000	$3.232M	0.7%	$36.15	—	COM NEW	90297330
—	VERIZON COMMUNICATIONS INC	65,000	$3.194M	0.7%	$50.34	—	COM	92343V10
—	CONOCOPHILLIPS	45,000	$3.179M	0.6%	$60.51	—	COM	20825C10
—	WAL-MART STORES, INC.	40,000	$3.148M	0.6%	$74.50	—	COM	93114210
—	ALTRIA GROUP INC.	80,000	$3.071M	0.6%	$34.99	—	COM	02209S10
—	LOWES COMPANIES, INC.	60,000	$2.973M	0.6%	$40.90	—	COM	54866110
—	TRAVELERS COS INC/THE	32,443	$2.937M	0.6%	$79.92	—	COM	89417E10
—	UNION PACIFIC CORP	17,000	$2.856M	0.6%	$154.29	—	COM	90781810
—	INTEL CORP	110,000	$2.855M	0.6%	$24.23	—	COM	45814010
—	UNITED TECHNOLOGIES CORP	25,000	$2.845M	0.6%	$92.96	—	COM	91301710
—	BANK OF NEW YORK MELLON CORP	80,038	$2.797M	0.6%	$28.05	—	COM	06405810
—	PEPSICO INC	33,251	$2.758M	0.6%	$81.80	—	COM	71344810
—	GOLDMAN SACHS GROUP INC	15,000	$2.659M	0.5%	$151.27	—	COM	38141G10
—	VIACOM INC CL B	30,000	$2.62M	0.5%	$68.03	—	CL B	92553P20
—	COLGATE-PALMOLIVE CO	40,000	$2.608M	0.5%	$57.30	—	COM	19416210
—	TIME WARNER INC	36,666	$2.556M	0.5%	$57.82	—	COM NEW	88731730
—	ALKERMES PLC	60,000	$2.44M	0.5%	$28.68	—	SHS	G0176710
—	CELLDEX THERAPEUTICS INC	100,000	$2.421M	0.5%	$15.61	—	COM	15117B10
—	AMERICAN TOWER CORP	30,000	$2.395M	0.5%	$73.17	—	COM	03027X10
—	COSTCO WHOLESALE CORP.	20,000	$2.38M	0.5%	$110.55	—	COM	22160K10
—	OCCIDENTAL PETROLEUM CORP.	25,000	$2.378M	0.5%	$89.24	—	COM	67459910
—	GOOGLE INC	2,080	$2.331M	0.5%	$880.29	—	CL A	38259P50
—	MONSANTO CO.	20,000	$2.331M	0.5%	$98.80	—	COM	61166W10
—	CHIPOTLE MEXICAN GRILL INC.	4,356	$2.321M	0.5%	$364.33	—	COM	16965610
—	PRUDENTIAL FINANCIAL INC.	25,000	$2.306M	0.5%	$73.04	—	COM	74432010
—	ELI LILLY & CO.	45,000	$2.295M	0.5%	$49.11	—	COM	53245710
—	TWENTY-FIRST CENTURY FOX INC	65,000	$2.286M	0.5%	$33.51	—	CL A	90130A10
—	COMCAST CORP. "A SPL"	45,000	$2.245M	0.5%	$39.67	—	CL A SPL	20030N20
—	QUALCOMM INC.	30,000	$2.228M	0.5%	$61.10	—	COM	74752510
—	ALASKA AIR GRP	30,000	$2.201M	0.4%	$52.00	—	COM	01165910
—	T ROWE PRICE GROUP INC.	26,000	$2.178M	0.4%	$73.19	—	COM	74144T10
—	HEARTWARE INTL INC	23,000	$2.16M	0.4%	$95.09	—	COM	42236810
—	AMERICAN EQTY INVT LIFE H	80,000	$2.11M	0.4%	$15.70	—	COM	02567620
—	GAP INC/THE	50,000	$1.954M	0.4%	$41.74	—	COM	36476010
—	PRAXAIR, INC.	15,000	$1.95M	0.4%	$115.13	—	COM	74005P10
—	WILLIAMS COS INC.	50,000	$1.929M	0.4%	$32.48	—	COM	96945710
—	JM SMUCKER CO/THE	18,405	$1.907M	0.4%	$103.12	—	COM NEW	83269640
—	CORE MARK HOLDING CO INC	25,000	$1.898M	0.4%	$63.52	—	COM	21868110
—	YUM! BRANDS, INC.	25,000	$1.89M	0.4%	$69.36	—	COM	98849810
—	ALLSTATE CORP. (THE)	33,810	$1.844M	0.4%	$48.12	—	COM	02000210
—	HONEYWELL INTERNATIONAL INC	20,000	$1.827M	0.4%	$79.35	—	COM	43851610
—	RAYTHEON CO.	20,000	$1.814M	0.4%	$66.10	—	COM NEW	75511150
—	DOW CHEMICAL CO. (THE)	40,165	$1.783M	0.4%	$32.17	—	COM	26054310
—	THERAVANCE INC	50,000	$1.782M	0.4%	$38.52	—	COM	88338T10
—	DISCOVER FINANCIAL SERVICES LLC	31,350	$1.754M	0.4%	$47.66	—	COM	25470910
—	PHILLIPS 66	22,500	$1.735M	0.4%	$58.89	—	COM	71854610
—	AMERICAN STATES WATER CO	60,000	$1.724M	0.4%	$40.62	—	COM	02989910
—	ZOETIS INC	52,578	$1.719M	0.4%	$30.89	—	CL A	98978V10
—	CELGENE CORP	10,000	$1.69M	0.3%	$117.00	—	COM	15102010
—	ILLINOIS TOOL WORKS INC.	20,000	$1.682M	0.3%	$69.15	—	COM	45230810
—	GENL ELECTRIC	60,000	$1.682M	0.3%	$23.18	—	COM	36960410
—	DU PONT (E.I.) DE NEMOURS	25,000	$1.624M	0.3%	$52.52	—	COM	26353410
—	MONDELEZ INTL INC	45,987	$1.623M	0.3%	$28.53	—	CL A	60920710
—	OXFORD INDS INC	20,000	$1.613M	0.3%	$62.40	—	COM	69149730
—	PTC INC	45,000	$1.593M	0.3%	$24.53	—	COM	69370C10
—	EMPIRE DISTRICT ELECTRIC CO	70,000	$1.588M	0.3%	$22.31	—	COM	29164110
—	ANADARKO PETROLEUM CORP	20,000	$1.586M	0.3%	$85.95	—	COM	03251110
—	AT&T INC.	45,000	$1.582M	0.3%	$35.40	—	COM	00206R10
—	TARGET CORP.	25,000	$1.582M	0.3%	$68.88	—	COM	87612E10
—	COMMUNITY HEALTH SYSTEMS	40,000	$1.571M	0.3%	$46.88	—	COM	20366810
—	COMCAST CORP NEW CL A	30,000	$1.559M	0.3%	$41.77	—	CL A	20030N10
—	SENIOR HOUSING PROP TRUST	70,000	$1.556M	0.3%	$25.93	—	SH BEN INT	81721M10
—	INTERMUNE INC	105,000	$1.547M	0.3%	$9.62	—	COM	45884X10
—	BANK OF AMERICA CORP	95,082	$1.48M	0.3%	$12.86	—	COM	06050510
—	EPR PROPERTIES	30,000	$1.475M	0.3%	$50.27	—	COM SH BEN INT	26884U10
—	WEST PHARMACEUTICAL SERVICES	30,000	$1.472M	0.3%	$55.72	—	COM	95530610
—	HEICO CORP	25,000	$1.449M	0.3%	$51.87	—	COM	42280610
—	CHUBB CORP. (THE)	15,000	$1.449M	0.3%	$84.67	—	COM	17123210
—	CROSSTEX ENERGY	40,000	$1.446M	0.3%	$19.75	—	COM	22765Y10
—	OCWEN FINL CORP	26,000	$1.442M	0.3%	$41.23	—	COM NEW	67574630
—	BRISTOL-MYERS SQUIBB CO.	26,884	$1.429M	0.3%	$44.67	—	COM	11012210
—	ACTIVISION BLIZZARD INC.	80,000	$1.426M	0.3%	$14.26	—	COM	00507V10
—	COLONY FINL INC	70,000	$1.42M	0.3%	$19.89	—	COM	19624R10
—	HORACE MANN EDUCATORS	45,000	$1.419M	0.3%	$24.38	—	COM	44032710
—	LAM RESEARCH CORP.	25,625	$1.395M	0.3%	$44.33	—	COM	51280710
—	CHESAPEAKE LODGING TRUST	55,000	$1.391M	0.3%	$20.78	—	SH BEN INT	16524010
—	BAXTER INTERNATIONAL INC	20,000	$1.391M	0.3%	$69.25	—	COM	07181310
—	SEI INVESTMENTS CO.	40,000	$1.389M	0.3%	$28.43	—	COM	78411710
—	BRUNSWICK CORP.	30,000	$1.382M	0.3%	$31.97	—	COM	11704310
—	GLATFELTER	50,000	$1.382M	0.3%	$25.10	—	COM	37731610
—	EBAY INC	25,000	$1.372M	0.3%	$51.72	—	COM	27864210
—	TIME WARNER CABLE INC	10,000	$1.355M	0.3%	$112.50	—	COM	88732J20
—	NORFOLK SOUTHERN CORP.	14,500	$1.346M	0.3%	$72.62	—	COM	65584410
—	SCBT FINANCIAL CORP	20,000	$1.33M	0.3%	$55.15	—	COM	32023E10
—	STANLEY BLACK AND DECKER INC	16,375	$1.321M	0.3%	$77.31	—	COM	85450210
—	AGILENT TECHNOLOGIES, INC.	23,084	$1.32M	0.3%	$42.76	—	COM	00846U10
—	WYNDHAM WORLDWIDE CORP.	17,859	$1.316M	0.3%	$57.23	—	COM	98310W10
—	KORN FERRY INTL	50,000	$1.306M	0.3%	$18.74	—	COM NEW	50064320
—	MARSH & MCLENNAN COMPANIES, INC.	27,000	$1.306M	0.3%	$39.93	—	COM	57174810
—	SEMGROUP CORP-CLASS A	20,000	$1.305M	0.3%	$53.85	—	CL A	81663A10
—	PLEXUS CORP	30,000	$1.299M	0.3%	$29.90	—	COM	72913210
—	MCKESSON CORP.	8,000	$1.291M	0.3%	$114.53	—	COM	58155Q10
—	INTEGRATED DEVICE TECH INC	125,000	$1.273M	0.3%	$7.94	—	COM	45811810
—	INCYTE CORP	25,000	$1.266M	0.3%	$22.00	—	COM	45337C10
—	CITRIX SYSTEMS INC.	20,000	$1.265M	0.3%	$60.35	—	COM	17737610
—	EMC CORP/MASS	50,250	$1.264M	0.3%	$23.62	—	COM	26864810
—	APPLIED MATERIALS, INC.	70,000	$1.238M	0.3%	$14.91	—	COM	03822210
—	NEWPARK RESOURCES INC	100,000	$1.229M	0.3%	$10.99	—	COM PAR $.01NEW	65171850
—	METLIFE, INC.	22,766	$1.228M	0.3%	$45.77	—	COM	59156R10
—	TRUSTCO BNCP	170,000	$1.221M	0.2%	$5.44	—	COM	89834910
—	ENTRAVISION COMMUNICATIONS CORP.	200,000	$1.218M	0.2%	$6.15	—	CL A	29382R10
—	YAHOO! INC.	30,000	$1.213M	0.2%	$25.13	—	COM	98433210
—	FLUOR CORP	15,000	$1.204M	0.2%	$59.33	—	COM	34341210
—	FOREST LABORATORIES, INC. CL A	20,000	$1.201M	0.2%	$41.00	—	COM	34583810
—	STIFEL FINL CORP	25,000	$1.198M	0.2%	$35.68	—	COM	86063010
—	CAMERON INTERNATIONAL CORP.	20,000	$1.191M	0.2%	$61.15	—	COM	13342B10
—	ROCKWELL AUTOMATION, INC.	10,000	$1.182M	0.2%	$83.10	—	COM	77390310
—	PINNACLE ENTERTAINMENT	45,000	$1.17M	0.2%	$19.67	—	COM	72345610
—	MURPHY OIL CORP.	18,000	$1.168M	0.2%	$60.89	—	COM	62671710
—	ENPRO INDUSTRIES INC	20,000	$1.153M	0.2%	$50.75	—	COM	29355X10
—	MEDTRONIC, INC.	20,000	$1.148M	0.2%	$51.45	—	COM	58505510
—	NORTHROP GRUMMA	10,000	$1.146M	0.2%	$82.80	—	COM	66680710
—	COMMVAULT SYSTEMS INC	15,000	$1.123M	0.2%	$75.87	—	COM	20416610
—	MICROCHIP TECHNOLOGY INC	25,000	$1.119M	0.2%	$37.24	—	COM	59501710
—	NIC INC	45,000	$1.119M	0.2%	$16.53	—	COM	62914B10
—	CHEMTURA CORP	40,000	$1.117M	0.2%	$20.30	—	COM NEW	16389320
—	CEC ENTERTAINMN	25,000	$1.107M	0.2%	$41.04	—	COM	12513710
—	ILLUMINA, INC.	10,000	$1.106M	0.2%	$74.80	—	COM	45232710
—	DRIL-QUIP	10,000	$1.099M	0.2%	$90.30	—	COM	26203710
—	AETNA INC	16,012	$1.098M	0.2%	$63.51	—	COM	00817Y10
—	SYSCO CORP.	30,000	$1.083M	0.2%	$34.17	—	COM	87182910
—	CVS CAREMARK CORP	15,000	$1.074M	0.2%	$57.20	—	COM	12665010
—	MACYS INC	20,000	$1.068M	0.2%	$48.00	—	COM	55616P10
—	HERCULES TECH GROWTH CAP	65,000	$1.066M	0.2%	$13.94	—	COM	42709650
—	MATTHEWS INTL A	25,000	$1.065M	0.2%	$37.72	—	CL A	57712810
—	SCANSOURCE INC	25,000	$1.061M	0.2%	$32.00	—	COM	80603710
—	NAVIGANT CONSULTING CO	55,000	$1.056M	0.2%	$12.00	—	COM	63935N10
—	AMERISOURCEBERGEN CORP.	14,996	$1.054M	0.2%	$55.81	—	COM	03073E10
—	DEVON ENERGY CORPORATION	17,000	$1.052M	0.2%	$51.88	—	COM	25179M10
—	ASPEN TECH	25,000	$1.045M	0.2%	$28.80	—	COM	04532710
—	FMC TECHNOLOGIES INC	20,000	$1.044M	0.2%	$55.70	—	COM	30249U10
—	KENNAMETAL INC.	20,000	$1.041M	0.2%	$38.85	—	COM	48917010
—	RUSH ENTERPRISES INC CL A	35,000	$1.038M	0.2%	$24.74	—	CL A	78184620
—	EQUIFAX INC.	15,000	$1.036M	0.2%	$58.93	—	COM	29442910
—	OTTER TAIL PWR	35,000	$1.024M	0.2%	$28.40	—	COM	68964810
—	MEAD JOHNSON NUTRITION CO	12,219	$1.023M	0.2%	$79.22	—	COM	58283910
—	DUKE ENERGY COR	14,733	$1.017M	0.2%	$67.47	—	COM NEW	26441C20
—	PRIVATEBANCORP INC	35,000	$1.013M	0.2%	$21.23	—	COM	74296210
—	AVIS BUDGET GROUP INC	25,000	$1.011M	0.2%	$28.76	—	COM	05377410
—	KNOLL INC	55,000	$1.007M	0.2%	$14.22	—	COM NEW	49890420
—	HUNT (JB) TRANSPORT SVCS INC	13,000	$1.005M	0.2%	$72.23	—	COM	44565810
—	CARDINAL HEALTH, INC.	15,000	$1.002M	0.2%	$47.20	—	COM	14149Y10
—	AFLAC INC.	15,000	$1.002M	0.2%	$58.13	—	COM	00105510
—	REYNOLDS AMERICAN INC.	20,000	$1M	0.2%	$48.35	—	COM	76171310
—	BBCN BANCORP INC	60,000	$995K	0.2%	$14.22	—	COM	07329510
—	AVALONBAY COMMUNITIES INC	8,407	$994K	0.2%	$134.89	—	COM	05348410
—	KAMAN CORP "A"	25,000	$993K	0.2%	$34.56	—	COM	48354810
—	WEX INC	10,000	$990K	0.2%	$76.70	—	COM	96208T10
—	KROGER CO. (THE)	25,000	$988K	0.2%	$34.56	—	COM	50104410
—	UNUMPROVIDENT CORP.	28,000	$982K	0.2%	$29.36	—	COM	91529Y10
—	BRIGGS & STRAT	45,000	$979K	0.2%	$19.80	—	COM	10904310
—	AZZ INCORPORATED	20,000	$977K	0.2%	$38.55	—	COM	00247410
—	AMAG PHARMACEUTICALS INC	40,000	$972K	0.2%	$22.25	—	COM	00163U10
—	KLA-TENCOR CORPORATION	15,000	$967K	0.2%	$55.73	—	COM	48248010
—	AFC ENTERPRISES	25,000	$963K	0.2%	$35.96	—	COM	00104Q10
—	ASSOC ESTATES REALTY CORP	60,000	$963K	0.2%	$16.08	—	COM	04560410
—	DEALERTRACK HOLDINGS INC	20,000	$962K	0.2%	$35.45	—	COM	24230910
—	WATSCO INC	10,000	$961K	0.2%	$84.00	—	COM	94262220
—	EURONET WORLDWIDE INC	20,000	$957K	0.2%	$31.85	—	COM	29873610
—	GENERAL DYNAMICS CORP	10,000	$956K	0.2%	$78.30	—	COM	36955010
—	AUTOZONE INC.	2,000	$956K	0.2%	$423.50	—	COM	05333210
—	CHART INDUSTRIES	10,000	$956K	0.2%	$94.10	—	COM PAR $0.01	16115Q30
—	CHEMICAL FINANCIAL CORP	30,000	$950K	0.2%	$26.00	—	COM	16373110
—	HURON CONSULTING GROUP IN	15,000	$940K	0.2%	$46.27	—	COM	44746210
—	OASIS PETROLEUM INC	20,000	$939K	0.2%	$38.85	—	COM	67421510
—	WEATHERFORD INTERNATIONAL LTD.	60,000	$929K	0.2%	$13.70	—	REG SHS	H2701310
—	FORD MOTOR CO.	60,000	$926K	0.2%	$15.47	—	COM PAR $0.01	34537086
—	ROGERS CORP	15,000	$923K	0.2%	$47.33	—	COM	77513310
—	PPG INDUSTRIES, INC.	4,850	$920K	0.2%	$146.39	—	COM	69350610
—	MARATHON OIL CORP	10,000	$917K	0.2%	$71.10	—	COM	56585A10
—	MOTOROLA SOLUTIONS INC	13,571	$916K	0.2%	$57.70	—	COM NEW	62007630
—	KOPPERS HOLDINGS INC	20,000	$915K	0.2%	$38.20	—	COM	50060P10
—	CABOT MICROELECTRONICS	20,000	$914K	0.2%	$33.00	—	COM	12709P10
—	DEERE & CO.	10,000	$913K	0.2%	$81.30	—	COM	24419910
—	WOODWARD GOVERNOR CO	20,000	$912K	0.2%	$40.00	—	COM	98074510
—	PAYCHEX, INC.	20,000	$911K	0.2%	$36.50	—	COM	70432610
—	ATMI INC	30,000	$906K	0.2%	$23.67	—	COM	00207R10
—	PROGRESS SOFTWARE CORP	35,000	$904K	0.2%	$23.00	—	COM	74331210
—	BROADCOM CORP.	30,000	$889K	0.2%	$33.80	—	CL A	11132010
—	CENTENE CORP DEL	15,000	$884K	0.2%	$52.47	—	COM	15135B10
—	DANA HOLDING CORP	45,000	$883K	0.2%	$19.27	—	COM	23582520
—	FORWARD AIR COR	20,000	$878K	0.2%	$38.30	—	COM	34985310
—	AEGION CORP	40,000	$876K	0.2%	$22.50	—	COM	00770F10
—	FARO TECH INC	15,000	$875K	0.2%	$33.80	—	COM	31164210
—	ENTERGRIS INC	75,000	$869K	0.2%	$9.39	—	COM	29362U10
—	GREENHILL & CO INC	15,000	$869K	0.2%	$45.73	—	COM	39525910
—	IROBOT CORP	25,000	$869K	0.2%	$39.76	—	COM	46272610
—	CARDTRONICS INC	20,000	$869K	0.2%	$27.60	—	COM	14161H10
—	NEXTERA ENERGY INC	10,000	$856K	0.2%	$81.50	—	COM	65339F10
—	RTI ITNL METALS	25,000	$855K	0.2%	$27.72	—	COM	74973W10
—	PALL CORP.	10,000	$854K	0.2%	$66.40	—	COM	69642930
—	VISTAPRINT LTD	15,000	$853K	0.2%	$49.40	—	SHS	N9354010
—	PHARMACYCLICS	8,000	$846K	0.2%	$79.50	—	COM	71693310
—	FINISH LINE A	30,000	$845K	0.2%	$21.87	—	CL A	31792310
—	CONAGRA FOODS, INC.	25,000	$843K	0.2%	$34.92	—	COM	20588710
—	ACTAVIS PLC	5,000	$840K	0.2%	$168.00	—	SHS	G0083B10
—	HEWLETT-PACKARD CO	30,000	$839K	0.2%	$24.80	—	COM	42823610
—	INFINERA CORPORATION	85,000	$831K	0.2%	$10.67	—	COM	45667G10
—	HESS CORP.	10,000	$830K	0.2%	$66.50	—	COM	42809H10
—	BAKER HUGHES INC	15,000	$829K	0.2%	$46.13	—	COM	05722410
—	KRAFT FOODS GROUP INC	15,329	$826K	0.2%	$55.84	—	COM	50076Q10
—	HOME DEPOT INC	10,000	$823K	0.2%	$77.50	—	COM	43707610
—	STATE BANK FINANCIAL CORP	45,000	$819K	0.2%	$15.02	—	COM	85619010
—	TRINITY INDUSTRIES INC.	15,000	$818K	0.2%	$38.47	—	COM	89652210
—	CHATHAM LODGING TRUST	40,000	$818K	0.2%	$17.18	—	COM	16208T10
—	CORESITE REALTY CORP	25,000	$805K	0.2%	$31.80	—	COM	21870Q10
—	REALTY INCOME	21,555	$805K	0.2%	$41.94	—	COM	75610910
—	QUEST DIAGNOSTI	15,000	$803K	0.2%	$60.60	—	COM	74834L10
—	HUB GROUP INC	20,000	$798K	0.2%	$36.40	—	CL A	44332010
—	ISIS PHARMACEUTICALS INC	20,000	$797K	0.2%	$26.85	—	COM	46433010
—	CUBIC CORP.	15,000	$790K	0.2%	$48.13	—	COM	22966910
—	SPECTRA ENERGY CORP.	22,100	$787K	0.2%	$34.48	—	COM	84756010
—	1ST FIN BANCORP	45,000	$784K	0.2%	$14.91	—	COM	32020910
—	GERON CORP	165,000	$783K	0.2%	$4.75	—	COM	37416310
—	INDEPENDENT BANK CORP/MA	20,000	$782K	0.2%	$34.50	—	COM	45383610
—	EQUITY RESIDENTIAL PROPERTY TRUS	15,000	$778K	0.2%	$58.07	—	SH BEN INT	29476L10
—	LINNCO LLC	25,200	$776K	0.2%	$30.79	—	COMSHS LTD INT	53578210
—	PNC FINANCIAL SERVICES GROUP,INC	10,000	$776K	0.2%	$72.90	—	COM	69347510
—	HALLIBURTON CO	15,267	$775K	0.2%	$41.72	—	COM	40621610
—	PENNANTPARK INVT CORP	66,710	$774K	0.2%	$11.05	—	COM	70806210
—	DANAHER CORP.	10,000	$772K	0.2%	$63.30	—	COM	23585110
—	XENOPORT INC	130,000	$748K	0.2%	$4.95	—	COM	98411C10
—	DIGITAL RIVER INC	40,000	$739K	0.2%	$18.77	—	COM	25388B10
—	MYERS INDUSTRIES INC	35,000	$739K	0.2%	$15.00	—	COM	62846410
—	KOHLS CORP.	13,000	$738K	0.2%	$50.54	—	COM	50025510
—	DARLING INTL INC	35,000	$731K	0.1%	$18.66	—	COM	23726610
—	GENESCO INC	10,000	$731K	0.1%	$67.00	—	COM	37153210
—	ROSETTA RESOURCES INC	15,000	$721K	0.1%	$42.53	—	COM	77777930
—	MERITAGE HOMES CORP	15,000	$720K	0.1%	$43.33	—	COM	59001A10
—	SYMANTEC CORP	30,000	$707K	0.1%	$22.47	—	COM	87150310
—	MARATHON OIL CORP.	20,000	$706K	0.1%	$34.60	—	COM	56584910
—	LIFE TIME FITNESS INC	15,000	$705K	0.1%	$50.13	—	COM	53217R20
—	CARMAX, INC.	15,000	$705K	0.1%	$46.13	—	COM	14313010
—	SOUTHERN CO	17,000	$699K	0.1%	$44.12	—	COM	84258710
—	HELIX ENERGY SOLUTIONS	30,000	$695K	0.1%	$23.03	—	COM	42330P10
—	PICO HOLDINGS	30,000	$693K	0.1%	$20.97	—	COM NEW	69336620
—	AMERICAN ELECTRIC POWER CO.,INC.	14,760	$690K	0.1%	$44.78	—	COM	02553710
—	EXELON CORP.	25,200	$690K	0.1%	$30.87	—	COM	30161N10
—	WESTERN UNION CO	40,000	$690K	0.1%	$17.10	—	COM	95980210
—	CAVIUM NETWORKS INC	20,000	$690K	0.1%	$35.35	—	COM	14964U10
—	CONSOLIDATED COMM HLDGS I	35,000	$687K	0.1%	$17.40	—	COM	20903410
—	NCR CORP	20,000	$681K	0.1%	$33.00	—	COM	62886E10
—	CAPITAL ONE FINANCIAL CORP.	8,733	$669K	0.1%	$62.86	—	COM	14040H10
—	ASHLAND INC.	6,860	$666K	0.1%	$83.53	—	COM	04420910
—	NETGEAR INC	20,000	$659K	0.1%	$30.55	—	COM	64111Q10
—	CENTURYTEL INC.	20,550	$655K	0.1%	$35.33	—	COM	15670010
—	MICRON TECHNOLOGY INC	30,000	$653K	0.1%	$14.33	—	COM	59511210
—	ARCHER DANIELS MIDLAND CO.	15,000	$651K	0.1%	$33.93	—	COM	03948310
—	SCHWAB (CHARLES) CORP. (THE)	25,000	$650K	0.1%	$21.24	—	COM	80851310
—	EASTMAN CHEMICAL CO.	8,000	$646K	0.1%	$70.00	—	COM	27743210
—	NRG ENERGY INC	22,496	$646K	0.1%	$26.72	—	COM NEW	62937750
—	PARKER HANNIFIN CORP	5,000	$643K	0.1%	$95.40	—	COM	70109410
—	ORITANI FINL CORP	40,000	$642K	0.1%	$15.68	—	COM	68633D10
—	MYLAN LABORATORIES INC.	14,750	$640K	0.1%	$31.05	—	COM	62853010
—	MEDIVATION INC	10,000	$638K	0.1%	$49.20	—	COM	58501N10
—	BOULDER BRANDS INC	40,000	$634K	0.1%	$12.05	—	COM	10140510
—	SCHLUMBERGER LTD.	6,966	$628K	0.1%	$71.63	—	COM	80685710
—	ARUBA NETWORKS INC	35,000	$627K	0.1%	$15.37	—	COM	04317610
—	KINDER MORGAN INC	17,264	$622K	0.1%	$38.17	—	COM	49456B10
—	BALL CORP	12,000	$620K	0.1%	$41.50	—	COM	05849810
—	NORTHERN TRUST CORP.	10,000	$619K	0.1%	$57.90	—	COM	66585910
—	KODIAK OIL & GAS CORP	55,000	$617K	0.1%	$8.89	—	COM	50015Q10
—	BABCOCK & WILCOX CO NEW	17,500	$598K	0.1%	$30.06	—	COM	05615F10
—	ROCKWELL COLLINS, INC.	8,000	$591K	0.1%	$63.38	—	COM	77434110
—	PIER 1 IMPORTS	25,000	$577K	0.1%	$23.48	—	COM	72027910
—	TENNECO AUTOMOTIVE INC	10,000	$566K	0.1%	$45.30	—	COM	88034910
—	AIR PRODUCTS & CHEMICALS INC	5,000	$559K	0.1%	$91.60	—	COM	00915810
—	VERINT SYSTEMS INC	12,981	$557K	0.1%	$35.44	—	COM	92343X10
—	THERMO ELECTRON CORP.	5,000	$557K	0.1%	$84.60	—	COM	88355610
—	BECTON DICKINSON AND CO	5,000	$552K	0.1%	$98.80	—	COM	07588710
—	HAYNES INTL INC	10,000	$552K	0.1%	$47.90	—	COM NEW	42087720
—	ENERGY XXI BERMUDA LTD	20,000	$541K	0.1%	$22.20	—	USD UNRS SHS	G1008214
—	CADENCE DESIGN SYSTEMS, INC.	38,250	$536K	0.1%	$14.48	—	COM	12738710
—	XEROX CORP.	44,000	$535K	0.1%	$9.07	—	COM	98412110
—	URS CORP	10,000	$530K	0.1%	$47.20	—	COM	90323610
—	ABBVIE INC	10,000	$528K	0.1%	$41.30	—	COM	00287Y10
—	BLOCK (H & R), INC.	18,000	$523K	0.1%	$27.78	—	COM	09367110
—	CLEAN ENERGY FUELS CORP	40,000	$515K	0.1%	$13.20	—	COM	18449910
—	AVERY DENNISON CORP.	10,000	$502K	0.1%	$42.80	—	COM	05361110
—	REPUBLIC SERVICES, INC.	15,000	$498K	0.1%	$33.93	—	COM	76075910
—	KIMCO REALTY CORP.	25,000	$494K	0.1%	$21.44	—	COM	49446R10
—	FTD COS INC	15,000	$489K	0.1%	$32.60	—	COM	30281V10
—	DOVER CORP.	5,000	$483K	0.1%	$77.60	—	COM	26000310
—	STAPLES, INC.	30,348	$482K	0.1%	$15.88	—	COM	85503010
—	BOSTON SCIENTIFIC CORP.	40,000	$481K	0.1%	$9.28	—	COM	10113710
—	ALCOA INC.	45,000	$478K	0.1%	$7.82	—	COM	01381710
—	CROCS INC	30,000	$478K	0.1%	$16.50	—	COM	22704610
—	IRONWOOD PHARMACEUTICALS	40,000	$464K	0.1%	$9.93	—	COM CL A	46333X10
—	EARTHLINK, INC.	90,000	$456K	0.1%	$6.21	—	COM	27032110
—	XCEL ENERGY INC.	16,243	$454K	0.1%	$28.32	—	COM	98389B10
—	COMPUWARE CORP.	40,000	$448K	0.1%	$10.35	—	COM	20563810
—	SYNOPSYS INC	10,742	$436K	0.1%	$35.75	—	COM	87160710
—	ROVI CORP	21,758	$428K	0.1%	$22.84	—	COM	77937610
—	HARSCO CORP.	15,000	$420K	0.1%	$23.20	—	COM	41586410
—	CITIGROUP INC	8,000	$417K	0.1%	$48.00	—	COM NEW	17296742
—	ARQULE INC	190,000	$409K	0.1%	$2.33	—	COM	04269E10
—	BOSTON PROPERTIES, INC.	4,000	$401K	0.1%	$105.50	—	COM	10112110
—	LEGG MASON INC	9,000	$391K	0.1%	$31.00	—	COM	52490110
—	COMVERSE INC	10,000	$388K	0.1%	$29.70	—	COM	20585P10
—	ABBOTT LABORATORIES	10,000	$383K	0.1%	$34.90	—	COM	00282410
—	JONES GROUP INC/THE	25,000	$374K	0.1%	$13.76	—	COM	48020T10
—	KANSAS CITY SOUTHERN	3,000	$371K	0.1%	$106.00	—	COM NEW	48517030
—	HARTFORD FINANCIAL SVCS GROUP	10,000	$362K	0.1%	$30.90	—	COM	41651510
—	DREAMWORKS ANIMATION SKG, INC.	10,000	$355K	0.1%	$25.70	—	CL A	26153C10
—	EMERSON ELECTRIC CO.	5,000	$351K	0.1%	$54.60	—	COM	29101110
—	LIGAND PHARMACEUTICALS INC	6,666	$351K	0.1%	$37.35	—	COM NEW	53220K50
—	MOLINA HEALTHCARE INC	10,000	$348K	0.1%	$37.20	—	COM	60855R10
—	NEKTAR THERAPEUTICS	30,000	$341K	0.1%	$11.57	—	COM	64026810
—	NABORS INDUSTRIES LTD.	20,000	$340K	0.1%	$15.30	—	SHS	G6359F10
—	WPX ENERGY INC	16,666	$340K	0.1%	$18.96	—	COM	98212B10
—	JUNIPER NETWORKS, INC.	15,000	$339K	0.1%	$19.33	—	COM	48203R10
—	HECLA MINING CO.	110,000	$339K	0.1%	$2.98	—	COM	42270410
—	NISOURCE INC.	10,000	$329K	0.1%	$28.60	—	COM	65473P10
—	MCDERMOTT INTERNATIONAL, INC.	35,000	$321K	0.1%	$8.17	—	COM	58003710
—	TRIPADVISOR INC	3,875	$321K	0.1%	$60.90	—	COM	89694520
—	PUBLIC SVC ENTERPRISE GROUP INC.	10,000	$320K	0.1%	$32.70	—	COM	74457310
—	QUALITY SYSTEMS INC	15,000	$316K	0.1%	$18.73	—	COM	74758210
—	INGERSOLL-RAND PLC	5,000	$308K	0.1%	$55.60	—	SHS	G4779110
—	CIRRUS LOGIC	15,000	$306K	0.1%	$17.33	—	COM	17275510
—	ARRAY BIOPHARMA	60,000	$301K	0.1%	$4.53	—	COM	04269X10
—	HUNTINGTON INGALLS INDS INC	3,333	$300K	0.1%	$56.41	—	COM	44641310
—	CAREFUSION CORP	7,500	$299K	0.1%	$36.80	—	COM	14170T10
—	NEWS CORP NEW	16,250	$293K	0.1%	$16.06	—	CL A	65249B10
—	DENTSPLY INTERNATIONAL INC.	6,000	$291K	0.1%	$41.00	—	COM	24903010
—	HOSPIRA, INC.	7,000	$289K	0.1%	$38.29	—	COM	44106010
—	DIAMOND OFFSHORE DRILLING, INC.	5,000	$285K	0.1%	$68.80	—	COM	25271C10
—	SOUTHWEST AIRLINES CO.	15,000	$283K	0.1%	$12.87	—	COM	84474110
—	AOL INC	6,060	$283K	0.1%	$36.47	—	COM	00184X10
—	AMERICAN INTERNATIONAL GROUP INC	5,500	$281K	0.1%	$44.73	—	COM NEW	02687478
—	ACCELERON PHARMA INC	7,000	$277K	0.1%	$39.57	—	COM	00434H10
—	EXPEDIA, INC.	3,875	$270K	0.1%	$60.13	—	COM NEW	30212P30
—	ADTRAN, INC.	10,000	$270K	0.1%	$24.60	—	COM	00738A10
—	ORBITAL SCIENCES CORP.	11,603	$270K	0.1%	$17.41	—	COM	68556410
—	IAC/INTERACTIVE CORP.	3,875	$266K	0.1%	$47.48	—	COM PAR $.001	44919P50
—	AVON PRODUCTS, INC.	15,000	$258K	0.1%	$21.00	—	COM	05430310
—	MANPOWER INC	3,000	$258K	0.1%	$54.67	—	COM	56418H10
—	MERCURY GENERAL CORP.	5,000	$249K	0.1%	$44.00	—	COM	58940010
—	LINDSAY CORP.	3,000	$248K	0.1%	$75.00	—	COM	53555510
—	GOODYEAR TIRE & RUBBER CO	10,000	$239K	0.0%	$15.30	—	COM	38255010
—	UNITED STATES STEEL CORP.	8,000	$236K	0.0%	$17.50	—	COM	91290910
—	DISCOVERY COMMUNICATIONS INC.CLA	2,500	$226K	0.0%	$77.20	—	COM SER A	25470F10
—	VENTAS INC	3,933	$225K	0.0%	$69.41	—	COM	92276F10
—	REINSURANCE GROUP OF AMERICA,INC	2,829	$219K	0.0%	$69.28	—	COM NEW	75935160
—	SCHULMAN (A.), INC.	6,000	$212K	0.0%	$26.83	—	COM	80819410
—	ROWAN COMPANIES INC.	6,000	$212K	0.0%	$34.00	—	SHS CL A	G7665A10
—	DISCOVERY COMMUNICATIONS INC.CLC	2,500	$210K	0.0%	$69.60	—	COM SER C	25470F30
—	ASTORIA FINANCIAL CORP.	15,000	$207K	0.0%	$10.80	—	COM	04626510
—	NETAPP INC.	5,000	$206K	0.0%	$37.80	—	COM	64110D10
—	CAVCO INDUSTRIES, INC.	3,000	$206K	0.0%	$50.33	—	COM	14956810
—	WINDSTREAM CORP.	25,848	$206K	0.0%	$8.01	—	COM	97382A10
—	PULTE GROUP INC	10,000	$204K	0.0%	$19.00	—	COM	74586710
—	PROLOGIS INC	5,464	$202K	0.0%	$37.70	—	COM	74340W10
—	VISHAY INTERTECHNOLOGY INC	15,087	$200K	0.0%	$13.92	—	COM	92829810
—	LSI CORP.	18,060	$199K	0.0%	$6.87	—	COM	50216110
—	BROCADE COMMUNICATIONS SYSTEMS	21,572	$191K	0.0%	$5.75	—	COM NEW	11162130
—	CHICO'S FAS INC	10,000	$188K	0.0%	$17.10	—	COM	16861510
—	MURPHY USA INC	4,500	$187K	0.0%	$40.44	—	COM	62675510
—	HILLSHIRE BRANDS CO	5,400	$181K	0.0%	$33.15	—	COM	43258910
—	SUNCOKE ENERGY INC	7,956	$181K	0.0%	$14.08	—	COM	86722A10
—	SKYWORKS SOLUTIONS, INC.	6,318	$180K	0.0%	$21.84	—	COM	83088M10
—	SAFEWAY INC.	5,000	$163K	0.0%	$23.60	—	COM NEW	78651420
—	SPRINT CORP W/I	15,000	$161K	0.0%	$6.22	—	COM SER 1	85207U10
—	KULICKE & SOFFA INDUSTRIES, INC.	12,000	$160K	0.0%	$11.08	—	COM	50124210
—	INTERPUBLIC GROUP OF COS INC	9,000	$159K	0.0%	$14.56	—	COM	46069010
—	CONVERGYS CORP.	7,500	$158K	0.0%	$17.47	—	COM	21248510
—	PROTALIX BIOTHERAPEUTICS	40,000	$156K	0.0%	$4.90	—	COM	74365A10
—	FEDERAL SIGNAL CORP	10,000	$147K	0.0%	$8.80	—	COM	31385510
—	UNITED ONLINE INC	10,714	$147K	0.0%	$13.72	—	COM NEW	91126820
—	LIBERTY PROPERTY TRUST	4,000	$135K	0.0%	$37.00	—	SH BEN INT	53117210
—	AAR CORP.	4,500	$126K	0.0%	$22.00	—	COM	00036110
—	PRINCIPAL FINANCIAL GROUP, INC.	2,500	$123K	0.0%	$37.60	—	COM	74251V10
—	CON-WAY INC.	3,000	$119K	0.0%	$39.00	—	COM	20594410
—	LIVE NATION, INC.	6,035	$119K	0.0%	$15.58	—	COM	53803410
—	AVNET, INC.	2,610	$115K	0.0%	$33.72	—	COM	05380710
—	J.C. PENNEY CO INC	12,500	$114K	0.0%	$17.12	—	COM	70816010
—	LIFEPOINT HOSPITALS, INC.	2,105	$111K	0.0%	$48.93	—	COM	53219L10
—	PHH CORP.	4,464	$109K	0.0%	$20.39	—	COM NEW	69332020
—	KINDER MORGAN INC DEL	26,117	$106K	0.0%	$5.13	—	*W EXP 05/25/201	49456B11
—	HSN, INC.	1,550	$97,000	0.0%	$53.55	—	COM	40430310
—	JDS UNIPHASE CORP.	7,375	$96,000	0.0%	$14.37	—	COM PAR $0.001	46612J50
—	ARROW ELECTRONICS INC	1,750	$95,000	0.0%	$40.00	—	COM	04273510
—	WASHINGTON FEDERAL, INC.	3,896	$91,000	0.0%	$18.99	—	COM	93882410
—	KB HOME	5,000	$91,000	0.0%	$19.60	—	COM	48666K10
—	UNISYS CORP	2,500	$84,000	0.0%	$22.00	—	COM NEW	90921430
—	AK STEEL HOLDING CORP.	10,000	$82,000	0.0%	$3.00	—	COM	00154710
—	OPHTHOTECH CORP	2,500	$81,000	0.0%	$32.40	—	COM	68374510
—	AIR TRANSPORT SERVICES GROUP INC	10,000	$81,000	0.0%	$6.60	—	COM	00922R10
—	ALLEGION PLC	1,666	$74,000	0.0%	$44.42	—	ORD SHS	G0176J10
—	FRONTIER COMMUNICATIONS CORP	15,602	$73,000	0.0%	$4.04	—	COM	35906A10
—	NATIONAL OILWELL VARCO INC	854	$68,000	0.0%	$69.09	—	COM	63707110
—	PDL BIOPHARMA, INC.	8,000	$68,000	0.0%	$7.75	—	COM	69329Y10
—	ADVANCED MICRO DEVICES, INC.	17,000	$66,000	0.0%	$4.06	—	COM	00790310
—	POST HOLDINGS INC	1,325	$65,000	0.0%	$43.77	—	COM	73744610
—	JOHN BEAN TECHNOLOGIES CORP.	2,160	$63,000	0.0%	$20.83	—	COM	47783910
—	BARNES & NOBLE INC.	4,000	$60,000	0.0%	$16.00	—	COM	06777410
—	AMERICAN INTERNATIONAL GROUP WTS	2,936	$59,000	0.0%	$18.39	—	*W EXP 01/19/202	02687415
—	INTERVAL LEISURE GROUP, INC.	1,550	$48,000	0.0%	$20.00	—	COM	46113M10
—	CASELLA WASTE SYSTEMS, INC.	8,000	$46,000	0.0%	$4.25	—	CL A	14744810
—	CYPRESS SEMICONDUCTOR CORP	4,000	$42,000	0.0%	$10.75	—	COM	23280610
—	HOVNANIAN ENTERPRISES, INC.	6,000	$40,000	0.0%	$5.67	—	CL A	44248720
—	SPEEDWAY MOTORSPORTS, INC.	2,000	$40,000	0.0%	$17.50	—	COM	84778810
—	RAMBUS INC.	4,000	$38,000	0.0%	$8.50	—	COM	75091710
—	SAFEGAURD SCIENTIFICS INC	1,833	$37,000	0.0%	$15.82	—	COM NEW	78644920
—	AMICUS THERAPEUTICS INC	15,000	$35,000	0.0%	$2.33	—	COM	03152W10
—	HARMONIC INC.	4,597	$34,000	0.0%	$6.31	—	COM	41316010
—	CINCINNATI BELL INC.	7,500	$27,000	0.0%	$3.07	—	COM	17187110
—	AXCELIS TECHNOLOGIES, INC.	9,432	$23,000	0.0%	$1.80	—	COM	05454010
—	AXIALL CORP W/I	488	$23,000	0.0%	$43.03	—	COM	05463D10
—	LIPOSCIENCE INC	5,000	$21,000	0.0%	$7.00	—	COM	53630M10
—	AMERICAN AIRLINES GROUP INC	665	$17,000	0.0%	$25.56	—	COM	02376R10
—	VISHAY PRECISION GROUP-CL B	1,077	$16,000	0.0%	$14.86	—	COM	92835K10
—	AVIAT NETWORKS INC	4,968	$11,000	0.0%	$2.62	—	COM	05366Y10
—	PHARMERICA CORP.	385	$8,000	0.0%	$12.99	—	COM	71714F10