State of New Jersey Common Pension Fund A Diversified Active

CIK: 0001483262 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Jul 30, 2013

Total Value ($000): $20,482,290 (100.0% shares, 0.0% debt)

Holdings (827)

APPLE INC 2.7%
Value ($000) $560,057 Shares 1,414,000 Est. Cost $396.08 Unrealized
EXXON MOBIL CORP 2.3%
Value ($000) $478,855 Shares 5,300,000 Est. Cost $90.35 Unrealized
MICROSOFT CORP 2.0%
Value ($000) $402,275 Shares 11,650,000 Est. Cost $34.53 Unrealized
WELLS FARGO + CO 1.9%
Value ($000) $382,156 Shares 9,259,890 Est. Cost $41.27 Unrealized
JPMORGAN CHASE + CO 1.6%
Value ($000) $322,283 Shares 6,105,000 Est. Cost $52.79 Unrealized
GOOGLE INC CL A 1.6%
Value ($000) $320,455 Shares 364,000 Est. Cost $880.37 Unrealized
MERCK + CO. INC. 1.5%
Value ($000) $305,177 Shares 6,570,000 Est. Cost $46.45 Unrealized
PROCTER + GAMBLE CO/THE 1.4%
Value ($000) $282,934 Shares 3,674,945 Est. Cost $76.99 Unrealized
JOHNSON + JOHNSON 1.4%
Value ($000) $279,045 Shares 3,250,000 Est. Cost $85.86 Unrealized
PFIZER INC W/D 1.3%
Value ($000) $265,062 Shares 9,463,112 Est. Cost $28.01 Unrealized
PHILIP MORRIS INTERNATIONAL 1.2%
Value ($000) $241,323 Shares 2,786,000 Est. Cost $86.62 Unrealized
COCA COLA CO/THE 1.1%
Value ($000) $225,218 Shares 5,615,000 Est. Cost $40.11 Unrealized
INTL BUSINESS MACHINES CORP 1.0%
Value ($000) $214,043 Shares 1,120,000 Est. Cost $191.11 Unrealized
CITIGROUP INC 1.0%
Value ($000) $199,912 Shares 4,167,442 Est. Cost $47.97 Unrealized
GENERAL ELECTRIC CO 1.0%
Value ($000) $197,115 Shares 8,500,000 Est. Cost $23.19 Unrealized
CISCO SYSTEMS INC 0.9%
Value ($000) $192,049 Shares 7,900,000 Est. Cost $24.31 Unrealized
WALT DISNEY CO/THE 0.9%
Value ($000) $184,398 Shares 2,920,000 Est. Cost $63.15 Unrealized
WAL MART STORES INC 0.8%
Value ($000) $164,325 Shares 2,206,000 Est. Cost $74.49 Unrealized
HOME DEPOT INC 0.8%
Value ($000) $160,285 Shares 2,069,000 Est. Cost $77.47 Unrealized
BANK OF AMERICA CORP 0.8%
Value ($000) $154,238 Shares 11,993,615 Est. Cost $12.86 Unrealized
AT+T INC 0.6%
Value ($000) $130,980 Shares 3,700,000 Est. Cost $35.40 Unrealized
GILEAD SCIENCES INC 0.6%
Value ($000) $125,977 Shares 2,460,000 Est. Cost $51.21 Unrealized
COMCAST CORP SPECIAL CL A 0.6%
Value ($000) $119,010 Shares 3,000,000 Est. Cost $39.67 Unrealized
ELI LILLY + CO 0.6%
Value ($000) $118,993 Shares 2,422,496 Est. Cost $49.12 Unrealized
ALTRIA GROUP INC 0.6%
Value ($000) $117,426 Shares 3,356,000 Est. Cost $34.99 Unrealized
AMAZON.COM INC 0.6%
Value ($000) $113,853 Shares 410,000 Est. Cost $277.69 Unrealized
VISA INC CLASS A SHARES 0.6%
Value ($000) $113,305 Shares 620,000 Est. Cost $182.75 Unrealized
PRUDENTIAL FINANCIAL INC 0.6%
Value ($000) $113,197 Shares 1,550,000 Est. Cost $73.03 Unrealized
CONOCOPHILLIPS 0.5%
Value ($000) $112,228 Shares 1,855,000 Est. Cost $60.50 Unrealized
ORACLE CORP 0.5%
Value ($000) $110,592 Shares 3,600,000 Est. Cost $30.72 Unrealized
AMERICAN INTERNATIONAL GROUP 0.5%
Value ($000) $110,051 Shares 2,462,000 Est. Cost $44.70 Unrealized
QUALCOMM INC 0.5%
Value ($000) $109,944 Shares 1,800,000 Est. Cost $61.08 Unrealized
PEPSICO INC 0.5%
Value ($000) $106,294 Shares 1,299,600 Est. Cost $81.79 Unrealized
METLIFE INC 0.5%
Value ($000) $105,900 Shares 2,314,248 Est. Cost $45.76 Unrealized
BERKSHIRE HATHAWAY INC CL B 0.5%
Value ($000) $105,205 Shares 940,000 Est. Cost $111.92 Unrealized
AETNA INC 0.5%
Value ($000) $103,896 Shares 1,635,120 Est. Cost $63.54 Unrealized
PRECISION CASTPARTS CORP 0.5%
Value ($000) $101,705 Shares 450,000 Est. Cost $226.01 Unrealized
BOEING CO/THE 0.5%
Value ($000) $97,830 Shares 955,000 Est. Cost $102.44 Unrealized
BRISTOL MYERS SQUIBB CO 0.5%
Value ($000) $97,734 Shares 2,186,938 Est. Cost $44.69 Unrealized
CVS CAREMARK CORP 0.5%
Value ($000) $96,917 Shares 1,694,943 Est. Cost $57.18 Unrealized
ABBVIE INC 0.5%
Value ($000) $96,363 Shares 2,331,000 Est. Cost $41.34 Unrealized
VERIZON COMMUNICATIONS INC 0.5%
Value ($000) $95,646 Shares 1,900,000 Est. Cost $50.34 Unrealized
CHEVRON CORP 0.5%
Value ($000) $94,897 Shares 801,900 Est. Cost $118.34 Unrealized
EPR PROPERTIES 0.5%
Value ($000) $94,005 Shares 1,870,000 Est. Cost $50.27 Unrealized
ZOETIS INC W/I 0.4%
Value ($000) $92,132 Shares 2,982,577 Est. Cost $30.89 Unrealized
AMERIPRISE FINANCIAL INC 0.4%
Value ($000) $91,557 Shares 1,132,000 Est. Cost $80.88 Unrealized
ABBOTT LABORATORIES 0.4%
Value ($000) $91,246 Shares 2,616,000 Est. Cost $34.88 Unrealized
BLACKROCK INC 0.4%
Value ($000) $91,182 Shares 355,000 Est. Cost $256.85 Unrealized
BABCOCK + WILCOX CO/THE 0.4%
Value ($000) $90,090 Shares 3,000,000 Est. Cost $30.03 Unrealized
COLGATE PALMOLIVE CO 0.4%
Value ($000) $88,800 Shares 1,550,000 Est. Cost $57.29 Unrealized
UNITED TECHNOLOGIES CORP 0.4%
Value ($000) $88,293 Shares 950,000 Est. Cost $92.94 Unrealized
FEDEX CORP 0.4%
Value ($000) $84,779 Shares 860,000 Est. Cost $98.58 Unrealized
PNC FINANCIAL SERVICES GROUP 0.4%
Value ($000) $84,590 Shares 1,160,031 Est. Cost $72.92 Unrealized
TWENTY FIRST CENTURY FOX INC 0.4%
Value ($000) $81,500 Shares 2,500,000 Est. Cost $32.60 Unrealized
MCDONALD S CORP 0.4%
Value ($000) $80,676 Shares 814,913 Est. Cost $99.00 Unrealized
MCKESSON CORP 0.4%
Value ($000) $78,003 Shares 681,250 Est. Cost $114.50 Unrealized
WEYERHAEUSER CO 0.4%
Value ($000) $77,806 Shares 2,731,000 Est. Cost $28.49 Unrealized
INTEL CORP 0.4%
Value ($000) $77,504 Shares 3,200,000 Est. Cost $24.22 Unrealized
HALLIBURTON CO 0.4%
Value ($000) $75,469 Shares 1,808,948 Est. Cost $41.72 Unrealized
KANSAS CITY SOUTHERN 0.4%
Value ($000) $74,172 Shares 700,000 Est. Cost $105.96 Unrealized
AMERICAN TOWER CORP 0.4%
Value ($000) $74,070 Shares 1,012,300 Est. Cost $73.17 Unrealized
NEXTERA ENERGY INC 0.3%
Value ($000) $69,258 Shares 850,000 Est. Cost $81.48 Unrealized
AMERICAN EXPRESS CO 0.3%
Value ($000) $68,779 Shares 920,000 Est. Cost $74.76 Unrealized
ANADARKO PETROLEUM CORP 0.3%
Value ($000) $68,142 Shares 793,000 Est. Cost $85.93 Unrealized
HEWLETT PACKARD CO 0.3%
Value ($000) $66,960 Shares 2,700,000 Est. Cost $24.80 Unrealized
UNITED RENTALS INC 0.3%
Value ($000) $66,879 Shares 1,340,000 Est. Cost $49.91 Unrealized
L 3 COMMUNICATIONS HOLDINGS 0.3%
Value ($000) $65,163 Shares 760,000 Est. Cost $85.74 Unrealized
CHESAPEAKE ENERGY CORP 0.3%
Value ($000) $63,178 Shares 3,100,000 Est. Cost $20.38 Unrealized
CAPITAL ONE FINANCIAL CORP 0.3%
Value ($000) $62,182 Shares 990,000 Est. Cost $62.81 Unrealized
CITRIX SYSTEMS INC 0.3%
Value ($000) $62,140 Shares 1,030,000 Est. Cost $60.33 Unrealized
REYNOLDS AMERICAN INC 0.3%
Value ($000) $61,817 Shares 1,278,000 Est. Cost $48.37 Unrealized
GOLDMAN SACHS GROUP INC 0.3%
Value ($000) $61,483 Shares 406,500 Est. Cost $151.25 Unrealized
US BANCORP 0.3%
Value ($000) $61,335 Shares 1,696,671 Est. Cost $36.15 Unrealized
VIACOM INC CLASS B 0.3%
Value ($000) $61,245 Shares 900,000 Est. Cost $68.05 Unrealized
REPUBLIC SERVICES INC 0.3%
Value ($000) $61,092 Shares 1,800,000 Est. Cost $33.94 Unrealized
TIME WARNER INC 0.3%
Value ($000) $60,711 Shares 1,050,000 Est. Cost $57.82 Unrealized
TENET HEALTHCARE CORP 0.3%
Value ($000) $60,276 Shares 1,307,500 Est. Cost $46.10 Unrealized
COMMUNITY HEALTH SYSTEMS INC 0.3%
Value ($000) $59,538 Shares 1,270,000 Est. Cost $46.88 Unrealized
PHILLIPS 66 0.3%
Value ($000) $59,499 Shares 1,010,000 Est. Cost $58.91 Unrealized
ALASKA AIR GROUP INC 0.3%
Value ($000) $59,280 Shares 1,140,000 Est. Cost $52.00 Unrealized
GENERAL DYNAMICS CORP 0.3%
Value ($000) $58,748 Shares 750,000 Est. Cost $78.33 Unrealized
CHUBB CORP 0.3%
Value ($000) $58,155 Shares 687,000 Est. Cost $84.65 Unrealized
TRW AUTOMOTIVE HOLDINGS CORP 0.3%
Value ($000) $58,135 Shares 875,000 Est. Cost $66.44 Unrealized
PRAXAIR INC 0.3%
Value ($000) $57,580 Shares 500,000 Est. Cost $115.16 Unrealized
FACEBOOK INC A 0.3%
Value ($000) $57,178 Shares 2,300,000 Est. Cost $24.86 Unrealized
OCCIDENTAL PETROLEUM CORP 0.3%
Value ($000) $57,107 Shares 640,000 Est. Cost $89.23 Unrealized
MATTEL INC 0.3%
Value ($000) $57,090 Shares 1,260,000 Est. Cost $45.31 Unrealized
MONDELEZ INTERNATIONAL INC 0.3%
Value ($000) $56,865 Shares 1,993,163 Est. Cost $28.53 Unrealized
BALL CORP 0.3%
Value ($000) $56,540 Shares 1,361,100 Est. Cost $41.54 Unrealized
DEERE + CO 0.3%
Value ($000) $56,063 Shares 690,000 Est. Cost $81.25 Unrealized
MOSAIC CO/THE 0.3%
Value ($000) $55,962 Shares 1,040,000 Est. Cost $53.81 Unrealized
HONEYWELL INTERNATIONAL INC 0.3%
Value ($000) $55,538 Shares 700,000 Est. Cost $79.34 Unrealized
TJX COMPANIES INC 0.3%
Value ($000) $54,691 Shares 1,092,500 Est. Cost $50.06 Unrealized
CBS CORP CLASS B NON VOTING 0.3%
Value ($000) $53,757 Shares 1,100,000 Est. Cost $48.87 Unrealized
MONSANTO CO 0.3%
Value ($000) $53,500 Shares 541,500 Est. Cost $98.80 Unrealized
HESS CORP 0.3%
Value ($000) $53,192 Shares 800,000 Est. Cost $66.49 Unrealized
TOLL BROTHERS INC 0.3%
Value ($000) $53,187 Shares 1,630,000 Est. Cost $32.63 Unrealized
TRIUMPH GROUP INC 0.3%
Value ($000) $53,031 Shares 670,000 Est. Cost $79.15 Unrealized
LYONDELLBASELL INDU CL A 0.3%
Value ($000) $53,008 Shares 800,000 Est. Cost $66.26 Unrealized
RAYTHEON COMPANY 0.3%
Value ($000) $52,896 Shares 800,000 Est. Cost $66.12 Unrealized
LINCOLN NATIONAL CORP 0.3%
Value ($000) $52,882 Shares 1,450,000 Est. Cost $36.47 Unrealized
CHART INDUSTRIES INC 0.3%
Value ($000) $52,690 Shares 560,000 Est. Cost $94.09 Unrealized
CF INDUSTRIES HOLDINGS INC 0.3%
Value ($000) $52,685 Shares 307,200 Est. Cost $171.50 Unrealized
UNION PACIFIC CORP 0.3%
Value ($000) $52,455 Shares 340,000 Est. Cost $154.28 Unrealized
AMGEN INC 0.3%
Value ($000) $52,423 Shares 531,355 Est. Cost $98.66 Unrealized
PPL CORPORATION 0.3%
Value ($000) $52,244 Shares 1,726,500 Est. Cost $30.26 Unrealized
ENERGIZER HOLDINGS INC 0.3%
Value ($000) $52,165 Shares 519,000 Est. Cost $100.51 Unrealized
EXELON CORP 0.3%
Value ($000) $52,116 Shares 1,687,680 Est. Cost $30.88 Unrealized
UNITEDHEALTH GROUP INC 0.3%
Value ($000) $51,417 Shares 785,228 Est. Cost $65.48 Unrealized
SIMON PROPERTY GROUP INC 0.2%
Value ($000) $51,155 Shares 323,927 Est. Cost $157.92 Unrealized
DISH NETWORK CORP A 0.2%
Value ($000) $51,024 Shares 1,200,000 Est. Cost $42.52 Unrealized
AUTOMATIC DATA PROCESSING 0.2%
Value ($000) $50,956 Shares 740,000 Est. Cost $68.86 Unrealized
EXPRESS SCRIPTS HOLDING CO 0.2%
Value ($000) $50,586 Shares 820,000 Est. Cost $61.69 Unrealized
PTC INC 0.2%
Value ($000) $50,287 Shares 2,050,000 Est. Cost $24.53 Unrealized
DEVON ENERGY CORPORATION 0.2%
Value ($000) $50,064 Shares 965,000 Est. Cost $51.88 Unrealized
BED BATH + BEYOND INC 0.2%
Value ($000) $48,283 Shares 681,000 Est. Cost $70.90 Unrealized
KINDER MORGAN INC 0.2%
Value ($000) $47,569 Shares 1,246,887 Est. Cost $38.15 Unrealized
FLUOR CORP 0.2%
Value ($000) $47,448 Shares 800,000 Est. Cost $59.31 Unrealized
BROADCOM CORP CL A 0.2%
Value ($000) $47,264 Shares 1,400,000 Est. Cost $33.76 Unrealized
NORFOLK SOUTHERN CORP 0.2%
Value ($000) $47,223 Shares 650,000 Est. Cost $72.65 Unrealized
UNDER ARMOUR INC CLASS A 0.2%
Value ($000) $47,171 Shares 790,000 Est. Cost $59.71 Unrealized
TRAVELERS COS INC/THE 0.2%
Value ($000) $46,881 Shares 586,595 Est. Cost $79.92 Unrealized
HOLLYFRONTIER CORP 0.2%
Value ($000) $46,844 Shares 1,095,000 Est. Cost $42.78 Unrealized
GENERAL MOTORS CO 0.2%
Value ($000) $46,634 Shares 1,400,000 Est. Cost $33.31 Unrealized
EBAY INC 0.2%
Value ($000) $46,548 Shares 900,000 Est. Cost $51.72 Unrealized
FORD MOTOR CO 0.2%
Value ($000) $46,410 Shares 3,000,000 Est. Cost $15.47 Unrealized
MARATHON PETROLEUM CORP 0.2%
Value ($000) $45,479 Shares 640,000 Est. Cost $71.06 Unrealized
MCDERMOTT INTL INC 0.2%
Value ($000) $44,990 Shares 5,500,000 Est. Cost $8.18 Unrealized
EMC CORP/MA 0.2%
Value ($000) $44,878 Shares 1,900,000 Est. Cost $23.62 Unrealized
BAKER HUGHES INC 0.2%
Value ($000) $44,522 Shares 965,147 Est. Cost $46.13 Unrealized
MYLAN INC 0.2%
Value ($000) $44,474 Shares 1,433,255 Est. Cost $31.03 Unrealized
TRANSDIGM GROUP INC 0.2%
Value ($000) $43,896 Shares 280,000 Est. Cost $156.77 Unrealized
SOUTHWEST AIRLINES CO 0.2%
Value ($000) $43,826 Shares 3,400,000 Est. Cost $12.89 Unrealized
QUEST DIAGNOSTICS INC 0.2%
Value ($000) $43,351 Shares 715,000 Est. Cost $60.63 Unrealized
CUBIC CORP 0.2%
Value ($000) $43,290 Shares 900,000 Est. Cost $48.10 Unrealized
MASTERCARD INC CLASS A 0.2%
Value ($000) $43,088 Shares 75,000 Est. Cost $574.51 Unrealized
ROCK TENN COMPANY CL A 0.2%
Value ($000) $42,999 Shares 430,500 Est. Cost $99.88 Unrealized
PEABODY ENERGY CORP 0.2%
Value ($000) $42,822 Shares 2,925,000 Est. Cost $14.64 Unrealized
AUTODESK INC 0.2%
Value ($000) $42,764 Shares 1,260,000 Est. Cost $33.94 Unrealized
COSTCO WHOLESALE CORP 0.2%
Value ($000) $42,569 Shares 385,000 Est. Cost $110.57 Unrealized
URS CORP 0.2%
Value ($000) $42,498 Shares 900,000 Est. Cost $47.22 Unrealized
QUANTA SERVICES INC 0.2%
Value ($000) $42,336 Shares 1,600,000 Est. Cost $26.46 Unrealized
CABLEVISION SYSTEMS NY GRP A 0.2%
Value ($000) $42,218 Shares 2,510,000 Est. Cost $16.82 Unrealized
DOW CHEMICAL CO/THE 0.2%
Value ($000) $41,966 Shares 1,304,500 Est. Cost $32.17 Unrealized
MEDTRONIC INC 0.2%
Value ($000) $41,691 Shares 810,000 Est. Cost $51.47 Unrealized
DOLLAR TREE INC 0.2%
Value ($000) $41,486 Shares 816,000 Est. Cost $50.84 Unrealized
ONEOK INC 0.2%
Value ($000) $41,021 Shares 993,000 Est. Cost $41.31 Unrealized
DUKE ENERGY CORP 0.2%
Value ($000) $40,106 Shares 594,168 Est. Cost $67.50 Unrealized
CIT GROUP INC 0.2%
Value ($000) $39,636 Shares 850,000 Est. Cost $46.63 Unrealized
LOWE S COS INC 0.2%
Value ($000) $39,469 Shares 965,000 Est. Cost $40.90 Unrealized
BERRY PETROLEUM CO CLASS A 0.2%
Value ($000) $38,934 Shares 920,000 Est. Cost $42.32 Unrealized
UNITED PARCEL SERVICE CL B 0.2%
Value ($000) $38,916 Shares 450,000 Est. Cost $86.48 Unrealized
TAL INTERNATIONAL GROUP INC 0.2%
Value ($000) $38,777 Shares 890,000 Est. Cost $43.57 Unrealized
3D SYSTEMS CORP 0.2%
Value ($000) $38,632 Shares 880,000 Est. Cost $43.90 Unrealized
TYCO INTERNATIONAL LTD 0.2%
Value ($000) $37,893 Shares 1,150,000 Est. Cost $32.95 Unrealized
RACKSPACE HOSTING INC 0.2%
Value ($000) $37,890 Shares 1,000,000 Est. Cost $37.89 Unrealized
KRAFT FOODS GROUP INC 0.2%
Value ($000) $37,119 Shares 664,387 Est. Cost $55.87 Unrealized
HILLSHIRE BRANDS CO 0.2%
Value ($000) $37,090 Shares 1,121,200 Est. Cost $33.08 Unrealized
GENERAC HOLDINGS INC 0.2%
Value ($000) $37,010 Shares 1,000,000 Est. Cost $37.01 Unrealized
CUMMINS INC 0.2%
Value ($000) $36,876 Shares 340,000 Est. Cost $108.46 Unrealized
FIVE BELOW 0.2%
Value ($000) $36,760 Shares 1,000,000 Est. Cost $36.76 Unrealized
LEGG MASON INC 0.2%
Value ($000) $36,592 Shares 1,180,000 Est. Cost $31.01 Unrealized
REGIONS FINANCIAL CORP 0.2%
Value ($000) $36,214 Shares 3,800,000 Est. Cost $9.53 Unrealized
TAYLOR MORRISON HOME CORP A 0.2%
Value ($000) $35,595 Shares 1,460,000 Est. Cost $24.38 Unrealized
BAXTER INTERNATIONAL INC 0.2%
Value ($000) $35,397 Shares 511,000 Est. Cost $69.27 Unrealized
UNITED NATURAL FOODS INC 0.2%
Value ($000) $34,554 Shares 640,000 Est. Cost $53.99 Unrealized
MASTEC INC 0.2%
Value ($000) $34,545 Shares 1,050,000 Est. Cost $32.90 Unrealized
ALLERGAN INC 0.2%
Value ($000) $34,437 Shares 408,800 Est. Cost $84.24 Unrealized
E TRADE FINANCIAL CORP 0.2%
Value ($000) $34,182 Shares 2,700,000 Est. Cost $12.66 Unrealized
PERRIGO CO 0.2%
Value ($000) $33,880 Shares 280,000 Est. Cost $121.00 Unrealized
YUM BRANDS INC 0.2%
Value ($000) $33,838 Shares 488,000 Est. Cost $69.34 Unrealized
SPRINT NEXTEL CORP 0.2%
Value ($000) $33,696 Shares 4,800,000 Est. Cost $7.02 Unrealized
AVALONBAY COMMUNITIES INC 0.2%
Value ($000) $33,120 Shares 245,500 Est. Cost $134.91 Unrealized
ATMEL CORP 0.2%
Value ($000) $33,075 Shares 4,500,000 Est. Cost $7.35 Unrealized
CLEAN ENERGY FUELS CORP 0.2%
Value ($000) $33,000 Shares 2,500,000 Est. Cost $13.20 Unrealized
SOUTHERN CO/THE 0.2%
Value ($000) $32,700 Shares 741,000 Est. Cost $44.13 Unrealized
ACTAVIS INC 0.2%
Value ($000) $32,186 Shares 255,000 Est. Cost $126.22 Unrealized
NETAPP INC 0.2%
Value ($000) $32,113 Shares 850,000 Est. Cost $37.78 Unrealized
FOREST LABORATORIES INC 0.2%
Value ($000) $31,955 Shares 779,400 Est. Cost $41.00 Unrealized
ST JUDE MEDICAL INC 0.2%
Value ($000) $31,941 Shares 700,000 Est. Cost $45.63 Unrealized
CREE INC 0.2%
Value ($000) $31,930 Shares 500,000 Est. Cost $63.86 Unrealized
J + J SNACK FOODS CORP 0.2%
Value ($000) $31,509 Shares 405,000 Est. Cost $77.80 Unrealized
DU PONT (E.I.) DE NEMOURS 0.2%
Value ($000) $31,500 Shares 600,000 Est. Cost $52.50 Unrealized
LAS VEGAS SANDS CORP 0.2%
Value ($000) $31,440 Shares 594,000 Est. Cost $52.93 Unrealized
TARGET CORP 0.1%
Value ($000) $30,634 Shares 444,880 Est. Cost $68.86 Unrealized
TREX COMPANY INC 0.1%
Value ($000) $30,394 Shares 640,000 Est. Cost $47.49 Unrealized
CLEAN HARBORS INC 0.1%
Value ($000) $30,318 Shares 600,000 Est. Cost $50.53 Unrealized
WABASH NATIONAL CORP 0.1%
Value ($000) $29,522 Shares 2,900,000 Est. Cost $10.18 Unrealized
CIRRUS LOGIC INC 0.1%
Value ($000) $29,512 Shares 1,700,000 Est. Cost $17.36 Unrealized
MURPHY OIL CORP 0.1%
Value ($000) $29,349 Shares 482,000 Est. Cost $60.89 Unrealized
DOMINION RESOURCES INC/VA 0.1%
Value ($000) $29,319 Shares 515,994 Est. Cost $56.82 Unrealized
TE CONNECTIVITY LTD 0.1%
Value ($000) $29,146 Shares 640,000 Est. Cost $45.54 Unrealized
VERIFONE SYSTEMS INC 0.1%
Value ($000) $28,997 Shares 1,725,000 Est. Cost $16.81 Unrealized
ALLEGHENY TECHNOLOGIES INC 0.1%
Value ($000) $28,941 Shares 1,100,000 Est. Cost $26.31 Unrealized
CERNER CORP 0.1%
Value ($000) $28,827 Shares 300,000 Est. Cost $96.09 Unrealized
NIKE INC CL B 0.1%
Value ($000) $28,465 Shares 447,000 Est. Cost $63.68 Unrealized
EOG RESOURCES INC 0.1%
Value ($000) $28,180 Shares 214,000 Est. Cost $131.68 Unrealized
CELGENE CORP 0.1%
Value ($000) $28,058 Shares 240,000 Est. Cost $116.91 Unrealized
BIOGEN IDEC INC 0.1%
Value ($000) $27,976 Shares 130,000 Est. Cost $215.20 Unrealized
NVR INC 0.1%
Value ($000) $27,660 Shares 30,000 Est. Cost $922.00 Unrealized
WHITEWAVE FOODS CO CL A 0.1%
Value ($000) $27,625 Shares 1,700,000 Est. Cost $16.25 Unrealized
ACTIVISION BLIZZARD INC 0.1%
Value ($000) $27,094 Shares 1,900,000 Est. Cost $14.26 Unrealized
KIMBERLY CLARK CORP 0.1%
Value ($000) $26,714 Shares 275,000 Est. Cost $97.14 Unrealized
PROS HOLDINGS INC 0.1%
Value ($000) $26,656 Shares 890,000 Est. Cost $29.95 Unrealized
APOLLO GROUP INC CL A 0.1%
Value ($000) $26,580 Shares 1,500,000 Est. Cost $17.72 Unrealized
STANLEY BLACK + DECKER INC 0.1%
Value ($000) $26,282 Shares 340,000 Est. Cost $77.30 Unrealized
TEXAS INSTRUMENTS INC 0.1%
Value ($000) $26,153 Shares 750,000 Est. Cost $34.87 Unrealized
CIGNA CORP 0.1%
Value ($000) $26,096 Shares 360,000 Est. Cost $72.49 Unrealized
MICRON TECHNOLOGY INC 0.1%
Value ($000) $25,794 Shares 1,800,000 Est. Cost $14.33 Unrealized
NUANCE COMMUNICATIONS INC 0.1%
Value ($000) $25,732 Shares 1,400,000 Est. Cost $18.38 Unrealized
SPECTRA ENERGY CORP 0.1%
Value ($000) $25,673 Shares 745,000 Est. Cost $34.46 Unrealized
AON PLC 0.1%
Value ($000) $25,418 Shares 395,000 Est. Cost $64.35 Unrealized
DANAHER CORP 0.1%
Value ($000) $25,320 Shares 400,000 Est. Cost $63.30 Unrealized
PALO ALTO NETWORKS INC 0.1%
Value ($000) $25,296 Shares 600,000 Est. Cost $42.16 Unrealized
AMC NETWORKS INC A 0.1%
Value ($000) $25,183 Shares 385,000 Est. Cost $65.41 Unrealized
CINEMARK HOLDINGS INC 0.1%
Value ($000) $25,128 Shares 900,000 Est. Cost $27.92 Unrealized
EVEREST RE GROUP LTD 0.1%
Value ($000) $25,011 Shares 195,000 Est. Cost $128.26 Unrealized
GENERAL MILLS INC 0.1%
Value ($000) $24,834 Shares 511,720 Est. Cost $48.53 Unrealized
TIME WARNER CABLE 0.1%
Value ($000) $24,745 Shares 220,000 Est. Cost $112.48 Unrealized
ALLSTATE CORP 0.1%
Value ($000) $24,448 Shares 508,054 Est. Cost $48.12 Unrealized
CIENA CORP 0.1%
Value ($000) $24,275 Shares 1,250,000 Est. Cost $19.42 Unrealized
SEALED AIR CORP 0.1%
Value ($000) $23,950 Shares 1,000,000 Est. Cost $23.95 Unrealized
ECHOSTAR CORP A 0.1%
Value ($000) $23,857 Shares 610,000 Est. Cost $39.11 Unrealized
BANK OF NEW YORK MELLON CORP 0.1%
Value ($000) $23,819 Shares 849,167 Est. Cost $28.05 Unrealized
IAC/INTERACTIVECORP 0.1%
Value ($000) $23,780 Shares 500,000 Est. Cost $47.56 Unrealized
STATE STREET CORP 0.1%
Value ($000) $23,476 Shares 360,000 Est. Cost $65.21 Unrealized
NAVISTAR INTERNATIONAL CORP 0.1%
Value ($000) $23,318 Shares 840,000 Est. Cost $27.76 Unrealized
APACHE CORP 0.1%
Value ($000) $23,053 Shares 275,000 Est. Cost $83.83 Unrealized
US AIRWAYS GROUP INC 0.1%
Value ($000) $22,988 Shares 1,400,000 Est. Cost $16.42 Unrealized
CLIFFS NATURAL RESOURCES INC 0.1%
Value ($000) $22,750 Shares 1,400,000 Est. Cost $16.25 Unrealized
NABORS INDUSTRIES LTD 0.1%
Value ($000) $22,582 Shares 1,475,000 Est. Cost $15.31 Unrealized
APPLIED MATERIALS INC 0.1%
Value ($000) $22,365 Shares 1,500,000 Est. Cost $14.91 Unrealized
WELLPOINT INC 0.1%
Value ($000) $22,097 Shares 270,000 Est. Cost $81.84 Unrealized
NATIONAL OILWELL VARCO INC 0.1%
Value ($000) $22,048 Shares 320,000 Est. Cost $68.90 Unrealized
STARWOOD PROPERTY TRUST INC 0.1%
Value ($000) $21,990 Shares 888,500 Est. Cost $24.75 Unrealized
T ROWE PRICE GROUP INC 0.1%
Value ($000) $21,945 Shares 300,000 Est. Cost $73.15 Unrealized
BOSTON BEER COMPANY INC A 0.1%
Value ($000) $21,842 Shares 128,000 Est. Cost $170.64 Unrealized
RAYMOND JAMES FINANCIAL INC 0.1%
Value ($000) $21,490 Shares 500,000 Est. Cost $42.98 Unrealized
STIFEL FINANCIAL CORP 0.1%
Value ($000) $21,402 Shares 600,000 Est. Cost $35.67 Unrealized
AXIALL CORP 0.1%
Value ($000) $21,290 Shares 500,000 Est. Cost $42.58 Unrealized
KBR INC 0.1%
Value ($000) $21,125 Shares 650,000 Est. Cost $32.50 Unrealized
NEWELL RUBBERMAID INC 0.1%
Value ($000) $21,000 Shares 800,000 Est. Cost $26.25 Unrealized
THERAVANCE INC 0.1%
Value ($000) $20,772 Shares 539,108 Est. Cost $38.53 Unrealized
MORGAN STANLEY 0.1%
Value ($000) $20,766 Shares 850,000 Est. Cost $24.43 Unrealized
CARDINAL HEALTH INC 0.1%
Value ($000) $20,532 Shares 435,000 Est. Cost $47.20 Unrealized
CYPRESS SEMICONDUCTOR CORP 0.1%
Value ($000) $20,387 Shares 1,900,000 Est. Cost $10.73 Unrealized
CALAVO GROWERS INC 0.1%
Value ($000) $20,251 Shares 744,800 Est. Cost $27.19 Unrealized
PRIMERICA INC 0.1%
Value ($000) $20,218 Shares 540,000 Est. Cost $37.44 Unrealized
WILLIAMS COS INC 0.1%
Value ($000) $19,969 Shares 615,000 Est. Cost $32.47 Unrealized
WATTS WATER TECHNOLOGIES A 0.1%
Value ($000) $19,950 Shares 440,000 Est. Cost $45.34 Unrealized
HUNTSMAN CORP 0.1%
Value ($000) $19,872 Shares 1,200,000 Est. Cost $16.56 Unrealized
COVIDIEN PLC 0.1%
Value ($000) $19,795 Shares 315,000 Est. Cost $62.84 Unrealized
STEVEN MADDEN LTD 0.1%
Value ($000) $19,787 Shares 409,000 Est. Cost $48.38 Unrealized
NOBLE ENERGY INC 0.1%
Value ($000) $19,693 Shares 328,000 Est. Cost $60.04 Unrealized
INGREDION INC 0.1%
Value ($000) $19,686 Shares 300,000 Est. Cost $65.62 Unrealized
DREW INDUSTRIES INC 0.1%
Value ($000) $19,660 Shares 500,000 Est. Cost $39.32 Unrealized
DISCOVER FINANCIAL SERVICES 0.1%
Value ($000) $19,604 Shares 411,500 Est. Cost $47.64 Unrealized
KELLOGG CO 0.1%
Value ($000) $19,590 Shares 305,000 Est. Cost $64.23 Unrealized
INFORMATICA CORP 0.1%
Value ($000) $19,589 Shares 560,000 Est. Cost $34.98 Unrealized
WALGREEN CO 0.1%
Value ($000) $19,483 Shares 440,800 Est. Cost $44.20 Unrealized
KOPPERS HOLDINGS INC 0.1%
Value ($000) $19,472 Shares 510,000 Est. Cost $38.18 Unrealized
JUNIPER NETWORKS INC 0.1%
Value ($000) $19,310 Shares 1,000,000 Est. Cost $19.31 Unrealized
VALERO ENERGY CORP 0.1%
Value ($000) $19,124 Shares 550,000 Est. Cost $34.77 Unrealized
ARCHER DANIELS MIDLAND CO 0.1%
Value ($000) $19,075 Shares 562,526 Est. Cost $33.91 Unrealized
KROGER CO 0.1%
Value ($000) $19,032 Shares 551,000 Est. Cost $34.54 Unrealized
P G + E CORP 0.1%
Value ($000) $18,886 Shares 413,000 Est. Cost $45.73 Unrealized
BEAZER HOMES USA INC 0.1%
Value ($000) $18,834 Shares 1,075,000 Est. Cost $17.52 Unrealized
AMERICAN ELECTRIC POWER 0.1%
Value ($000) $18,628 Shares 416,000 Est. Cost $44.78 Unrealized
TITAN INTERNATIONAL INC 0.1%
Value ($000) $18,557 Shares 1,100,000 Est. Cost $16.87 Unrealized
MACY S INC 0.1%
Value ($000) $18,480 Shares 385,000 Est. Cost $48.00 Unrealized
WYNDHAM WORLDWIDE CORP 0.1%
Value ($000) $18,428 Shares 322,000 Est. Cost $57.23 Unrealized
CYTEC INDUSTRIES INC 0.1%
Value ($000) $18,422 Shares 251,500 Est. Cost $73.25 Unrealized
ESTEE LAUDER COMPANIES CL A 0.1%
Value ($000) $18,416 Shares 280,000 Est. Cost $65.77 Unrealized
CROWN HOLDINGS INC 0.1%
Value ($000) $18,385 Shares 447,000 Est. Cost $41.13 Unrealized
IPG PHOTONICS CORP 0.1%
Value ($000) $18,219 Shares 300,000 Est. Cost $60.73 Unrealized
COMMVAULT SYSTEMS INC 0.1%
Value ($000) $18,214 Shares 240,000 Est. Cost $75.89 Unrealized
ZIMMER HOLDINGS INC 0.1%
Value ($000) $18,023 Shares 240,500 Est. Cost $74.94 Unrealized
FMC CORP 0.1%
Value ($000) $18,013 Shares 295,000 Est. Cost $61.06 Unrealized
SYMANTEC CORP 0.1%
Value ($000) $17,976 Shares 800,000 Est. Cost $22.47 Unrealized
BECTON DICKINSON AND CO 0.1%
Value ($000) $17,789 Shares 180,000 Est. Cost $98.83 Unrealized
SEMPRA ENERGY 0.1%
Value ($000) $17,753 Shares 217,140 Est. Cost $81.76 Unrealized
PUBLIC SERVICE ENTERPRISE GP 0.1%
Value ($000) $17,440 Shares 534,000 Est. Cost $32.66 Unrealized
ARCH CAPITAL GROUP LTD 0.1%
Value ($000) $17,405 Shares 338,556 Est. Cost $51.41 Unrealized
JARDEN CORP 0.1%
Value ($000) $17,391 Shares 397,500 Est. Cost $43.75 Unrealized
PROLOGIS INC 0.1%
Value ($000) $17,351 Shares 460,000 Est. Cost $37.72 Unrealized
MCCORMICK + CO NON VTG SHRS 0.1%
Value ($000) $17,238 Shares 245,000 Est. Cost $70.36 Unrealized
BOSTON SCIENTIFIC CORP 0.1%
Value ($000) $16,850 Shares 1,817,697 Est. Cost $9.27 Unrealized
ALTERA CORP 0.1%
Value ($000) $16,495 Shares 500,000 Est. Cost $32.99 Unrealized
BERKSHIRE HATHAWAY INC CL A 0.1%
Value ($000) $16,017 Shares 95 Est. Cost $168600.00 Unrealized
KIRBY CORP 0.1%
Value ($000) $15,908 Shares 200,000 Est. Cost $79.54 Unrealized
BOSTON PROPERTIES INC 0.1%
Value ($000) $15,866 Shares 150,430 Est. Cost $105.47 Unrealized
CAREFUSION CORP 0.1%
Value ($000) $15,846 Shares 430,000 Est. Cost $36.85 Unrealized
FIRSTENERGY CORP 0.1%
Value ($000) $15,816 Shares 423,580 Est. Cost $37.34 Unrealized
UNIVERSAL HEALTH SERVICES B 0.1%
Value ($000) $15,736 Shares 235,000 Est. Cost $66.96 Unrealized
RIVERBED TECHNOLOGY INC 0.1%
Value ($000) $15,560 Shares 1,000,000 Est. Cost $15.56 Unrealized
COMPUWARE CORP 0.1%
Value ($000) $15,525 Shares 1,500,000 Est. Cost $10.35 Unrealized
EDISON INTERNATIONAL 0.1%
Value ($000) $15,411 Shares 320,000 Est. Cost $48.16 Unrealized
AES CORP 0.1%
Value ($000) $15,287 Shares 1,275,000 Est. Cost $11.99 Unrealized
GENESEE + WYOMING INC CL A 0.1%
Value ($000) $15,271 Shares 180,000 Est. Cost $84.84 Unrealized
PIONEER NATURAL RESOURCES CO 0.1%
Value ($000) $15,199 Shares 105,000 Est. Cost $144.75 Unrealized
G III APPAREL GROUP LTD 0.1%
Value ($000) $15,121 Shares 314,236 Est. Cost $48.12 Unrealized
AGILENT TECHNOLOGIES INC 0.1%
Value ($000) $14,966 Shares 350,000 Est. Cost $42.76 Unrealized
NATIONAL CINEMEDIA INC 0.1%
Value ($000) $14,864 Shares 880,000 Est. Cost $16.89 Unrealized
AMERISOURCEBERGEN CORP 0.1%
Value ($000) $14,795 Shares 265,000 Est. Cost $55.83 Unrealized
PPG INDUSTRIES INC 0.1%
Value ($000) $14,641 Shares 100,000 Est. Cost $146.41 Unrealized
SABRA HEALTH CARE REIT INC 0.1%
Value ($000) $14,622 Shares 560,000 Est. Cost $26.11 Unrealized
ENTERCOM COMMUNICATIONS CL A 0.1%
Value ($000) $14,349 Shares 1,520,000 Est. Cost $9.44 Unrealized
MARATHON OIL CORP 0.1%
Value ($000) $14,235 Shares 411,644 Est. Cost $34.58 Unrealized
NVIDIA CORP 0.1%
Value ($000) $14,030 Shares 1,000,000 Est. Cost $14.03 Unrealized
ULTA SALON COSMETICS + FRAGR 0.1%
Value ($000) $14,022 Shares 140,000 Est. Cost $100.16 Unrealized
EASTMAN CHEMICAL CO 0.1%
Value ($000) $14,002 Shares 200,000 Est. Cost $70.01 Unrealized
ESSEX PROPERTY TRUST INC 0.1%
Value ($000) $13,993 Shares 88,050 Est. Cost $158.92 Unrealized
UNITED ONLINE INC 0.1%
Value ($000) $13,947 Shares 1,840,000 Est. Cost $7.58 Unrealized
TITAN MACHINERY INC 0.1%
Value ($000) $13,545 Shares 690,000 Est. Cost $19.63 Unrealized
ENTERGY CORP 0.1%
Value ($000) $13,518 Shares 194,000 Est. Cost $69.68 Unrealized
ANALOG DEVICES INC 0.1%
Value ($000) $13,518 Shares 300,000 Est. Cost $45.06 Unrealized
XCEL ENERGY INC 0.1%
Value ($000) $13,490 Shares 476,000 Est. Cost $28.34 Unrealized
CONAGRA FOODS INC 0.1%
Value ($000) $13,448 Shares 385,000 Est. Cost $34.93 Unrealized
LAM RESEARCH CORP 0.1%
Value ($000) $13,302 Shares 300,000 Est. Cost $44.34 Unrealized
LIFEPOINT HOSPITALS INC 0.1%
Value ($000) $13,244 Shares 271,164 Est. Cost $48.84 Unrealized
SUN COMMUNITIES INC 0.1%
Value ($000) $13,037 Shares 262,000 Est. Cost $49.76 Unrealized
MICHAEL BAKER CORP 0.1%
Value ($000) $13,013 Shares 480,000 Est. Cost $27.11 Unrealized
FOOT LOCKER INC 0.1%
Value ($000) $12,822 Shares 365,000 Est. Cost $35.13 Unrealized
ENTRAVISION COMMUNICATIONS A 0.1%
Value ($000) $12,792 Shares 2,080,000 Est. Cost $6.15 Unrealized
SPX CORP 0.1%
Value ($000) $12,597 Shares 175,000 Est. Cost $71.98 Unrealized
TERADATA CORP 0.1%
Value ($000) $12,558 Shares 250,000 Est. Cost $50.23 Unrealized
DISCOVERY COMMUNICATIONS C 0.1%
Value ($000) $12,539 Shares 180,000 Est. Cost $69.66 Unrealized
NEWPARK RESOURCES INC 0.1%
Value ($000) $12,529 Shares 1,140,000 Est. Cost $10.99 Unrealized
PEBBLEBROOK HOTEL TRUST 0.1%
Value ($000) $12,484 Shares 482,934 Est. Cost $25.85 Unrealized
NEWFIELD EXPLORATION CO 0.1%
Value ($000) $12,471 Shares 522,000 Est. Cost $23.89 Unrealized
SOUTHWESTERN ENERGY CO 0.1%
Value ($000) $12,420 Shares 340,000 Est. Cost $36.53 Unrealized
CHURCH + DWIGHT CO INC 0.1%
Value ($000) $12,342 Shares 200,000 Est. Cost $61.71 Unrealized
STARWOOD HOTELS + RESORTS 0.1%
Value ($000) $12,322 Shares 195,000 Est. Cost $63.19 Unrealized
MARTIN MARIETTA MATERIALS 0.1%
Value ($000) $12,303 Shares 125,000 Est. Cost $98.42 Unrealized
CARTER S INC 0.1%
Value ($000) $12,296 Shares 166,000 Est. Cost $74.07 Unrealized
REXNORD CORP 0.1%
Value ($000) $12,132 Shares 720,000 Est. Cost $16.85 Unrealized
CABOT OIL + GAS CORP 0.1%
Value ($000) $12,073 Shares 170,000 Est. Cost $71.02 Unrealized
WESTERN UNION CO 0.1%
Value ($000) $11,977 Shares 700,000 Est. Cost $17.11 Unrealized
CUBESMART 0.1%
Value ($000) $11,969 Shares 749,000 Est. Cost $15.98 Unrealized
GOODYEAR TIRE + RUBBER CO 0.1%
Value ($000) $11,850 Shares 775,000 Est. Cost $15.29 Unrealized
CONSOLIDATED EDISON INC 0.1%
Value ($000) $11,837 Shares 203,000 Est. Cost $58.31 Unrealized
MEAD JOHNSON NUTRITION CO 0.1%
Value ($000) $11,807 Shares 149,026 Est. Cost $79.23 Unrealized
NORTHERN TRUST CORP 0.1%
Value ($000) $11,754 Shares 203,000 Est. Cost $57.90 Unrealized
CAMERON INTERNATIONAL CORP 0.1%
Value ($000) $11,743 Shares 192,000 Est. Cost $61.16 Unrealized
NRG ENERGY INC 0.1%
Value ($000) $11,741 Shares 439,720 Est. Cost $26.70 Unrealized
GENUINE PARTS CO 0.1%
Value ($000) $11,711 Shares 150,000 Est. Cost $78.07 Unrealized
DELTA AIR LINES INC 0.1%
Value ($000) $11,694 Shares 625,000 Est. Cost $18.71 Unrealized
ADT CORP/THE 0.1%
Value ($000) $11,636 Shares 292,000 Est. Cost $39.85 Unrealized
SYSCO CORP 0.1%
Value ($000) $11,614 Shares 340,000 Est. Cost $34.16 Unrealized
VALUECLICK INC 0.1%
Value ($000) $11,600 Shares 470,000 Est. Cost $24.68 Unrealized
RANGE RESOURCES CORP 0.1%
Value ($000) $11,598 Shares 150,000 Est. Cost $77.32 Unrealized
AUTOZONE INC 0.1%
Value ($000) $11,567 Shares 27,300 Est. Cost $423.70 Unrealized
DENTSPLY INTERNATIONAL INC 0.1%
Value ($000) $11,469 Shares 280,000 Est. Cost $40.96 Unrealized
TRACTOR SUPPLY COMPANY 0.1%
Value ($000) $11,314 Shares 96,200 Est. Cost $117.61 Unrealized
MICROCHIP TECHNOLOGY INC 0.1%
Value ($000) $11,175 Shares 300,000 Est. Cost $37.25 Unrealized
FMC TECHNOLOGIES INC 0.1%
Value ($000) $11,127 Shares 199,832 Est. Cost $55.68 Unrealized
AVNET INC 0.1%
Value ($000) $11,088 Shares 330,000 Est. Cost $33.60 Unrealized
HENRY SCHEIN INC 0.1%
Value ($000) $11,011 Shares 115,000 Est. Cost $95.75 Unrealized
CONSOL ENERGY INC 0.1%
Value ($000) $10,840 Shares 400,000 Est. Cost $27.10 Unrealized
NORDSTROM INC 0.1%
Value ($000) $10,789 Shares 180,000 Est. Cost $59.94 Unrealized
ACE LTD 0.1%
Value ($000) $10,738 Shares 120,000 Est. Cost $89.48 Unrealized
JOHNSON CONTROLS INC 0.1%
Value ($000) $10,737 Shares 300,000 Est. Cost $35.79 Unrealized
CALGON CARBON CORP 0.1%
Value ($000) $10,675 Shares 640,000 Est. Cost $16.68 Unrealized
CORNING INC 0.1%
Value ($000) $10,673 Shares 750,000 Est. Cost $14.23 Unrealized
CAVIUM INC 0.1%
Value ($000) $10,611 Shares 300,000 Est. Cost $35.37 Unrealized
PVH CORP 0.1%
Value ($000) $10,567 Shares 84,500 Est. Cost $125.05 Unrealized
MOLSON COORS BREWING CO B 0.1%
Value ($000) $10,529 Shares 220,000 Est. Cost $47.86 Unrealized
CSX CORP 0.1%
Value ($000) $10,488 Shares 452,250 Est. Cost $23.19 Unrealized
PLX TECHNOLOGY INC 0.1%
Value ($000) $10,472 Shares 2,200,000 Est. Cost $4.76 Unrealized
CADENCE DESIGN SYS INC 0.1%
Value ($000) $10,426 Shares 720,000 Est. Cost $14.48 Unrealized
MARSH + MCLENNAN COS 0.1%
Value ($000) $10,379 Shares 260,000 Est. Cost $39.92 Unrealized
LOUISIANA PACIFIC CORP 0.1%
Value ($000) $10,353 Shares 700,000 Est. Cost $14.79 Unrealized
PUBLIC STORAGE 0.1%
Value ($000) $10,350 Shares 67,500 Est. Cost $153.33 Unrealized
MONSTER BEVERAGE CORP 0.1%
Value ($000) $10,331 Shares 170,000 Est. Cost $60.77 Unrealized
HEXCEL CORP 0.0%
Value ($000) $10,215 Shares 300,000 Est. Cost $34.05 Unrealized
SPLUNK INC 0.0%
Value ($000) $10,199 Shares 220,000 Est. Cost $46.36 Unrealized
CHESAPEAKE LODGING TRUST 0.0%
Value ($000) $10,071 Shares 484,400 Est. Cost $20.79 Unrealized
ROSS STORES INC 0.0%
Value ($000) $10,046 Shares 155,000 Est. Cost $64.81 Unrealized
HCP INC 0.0%
Value ($000) $10,042 Shares 221,000 Est. Cost $45.44 Unrealized
SYNOPSYS INC 0.0%
Value ($000) $10,010 Shares 280,000 Est. Cost $35.75 Unrealized
SCHWAB (CHARLES) CORP 0.0%
Value ($000) $9,978 Shares 470,000 Est. Cost $21.23 Unrealized
CLOROX COMPANY 0.0%
Value ($000) $9,977 Shares 120,000 Est. Cost $83.14 Unrealized
ELECTRONIC ARTS INC 0.0%
Value ($000) $9,877 Shares 430,000 Est. Cost $22.97 Unrealized
HASBRO INC 0.0%
Value ($000) $9,863 Shares 220,000 Est. Cost $44.83 Unrealized
LIFE TECHNOLOGIES CORP 0.0%
Value ($000) $9,814 Shares 132,608 Est. Cost $74.01 Unrealized
SL GREEN REALTY CORP 0.0%
Value ($000) $9,569 Shares 108,500 Est. Cost $88.19 Unrealized
RED HAT INC 0.0%
Value ($000) $9,564 Shares 200,000 Est. Cost $47.82 Unrealized
EQT CORP 0.0%
Value ($000) $9,524 Shares 120,000 Est. Cost $79.37 Unrealized
CMS ENERGY CORP 0.0%
Value ($000) $9,510 Shares 350,000 Est. Cost $27.17 Unrealized
AMERICAN CAMPUS COMMUNITIES 0.0%
Value ($000) $9,495 Shares 233,516 Est. Cost $40.66 Unrealized
LENNAR CORP A 0.0%
Value ($000) $9,442 Shares 262,000 Est. Cost $36.04 Unrealized
CENTERPOINT ENERGY INC 0.0%
Value ($000) $9,396 Shares 400,000 Est. Cost $23.49 Unrealized
TUPPERWARE BRANDS CORP 0.0%
Value ($000) $9,323 Shares 120,000 Est. Cost $77.69 Unrealized
EQUITY RESIDENTIAL 0.0%
Value ($000) $9,168 Shares 157,900 Est. Cost $58.06 Unrealized
ALEXANDRIA REAL ESTATE EQUIT 0.0%
Value ($000) $9,168 Shares 139,500 Est. Cost $65.72 Unrealized
DIGITAL REALTY TRUST INC 0.0%
Value ($000) $9,120 Shares 149,500 Est. Cost $61.00 Unrealized
DARDEN RESTAURANTS INC 0.0%
Value ($000) $9,086 Shares 180,000 Est. Cost $50.48 Unrealized
DTE ENERGY COMPANY 0.0%
Value ($000) $9,046 Shares 135,000 Est. Cost $67.01 Unrealized
ROBERT HALF INTL INC 0.0%
Value ($000) $9,039 Shares 272,000 Est. Cost $33.23 Unrealized
FIFTH + PACIFIC COS INC 0.0%
Value ($000) $8,936 Shares 400,000 Est. Cost $22.34 Unrealized
B/E AEROSPACE INC 0.0%
Value ($000) $8,831 Shares 140,000 Est. Cost $63.08 Unrealized
MARRIOTT INTERNATIONAL CL A 0.0%
Value ($000) $8,829 Shares 218,705 Est. Cost $40.37 Unrealized
HARSCO CORP 0.0%
Value ($000) $8,812 Shares 380,000 Est. Cost $23.19 Unrealized
KIMCO REALTY CORP 0.0%
Value ($000) $8,743 Shares 408,000 Est. Cost $21.43 Unrealized
HEALTH CARE REIT INC 0.0%
Value ($000) $8,680 Shares 129,500 Est. Cost $67.03 Unrealized
HOSPIRA INC 0.0%
Value ($000) $8,662 Shares 226,100 Est. Cost $38.31 Unrealized
COACH INC 0.0%
Value ($000) $8,564 Shares 150,000 Est. Cost $57.09 Unrealized
MEADWESTVACO CORP 0.0%
Value ($000) $8,528 Shares 250,000 Est. Cost $34.11 Unrealized
XL GROUP PLC 0.0%
Value ($000) $8,490 Shares 280,000 Est. Cost $30.32 Unrealized
THERMO FISHER SCIENTIFIC INC 0.0%
Value ($000) $8,463 Shares 100,000 Est. Cost $84.63 Unrealized
DUPONT FABROS TECHNOLOGY 0.0%
Value ($000) $8,453 Shares 350,000 Est. Cost $24.15 Unrealized
UNIVERSAL DISPLAY CORP 0.0%
Value ($000) $8,433 Shares 300,000 Est. Cost $28.11 Unrealized
GAP INC/THE 0.0%
Value ($000) $8,346 Shares 200,000 Est. Cost $41.73 Unrealized
INGERSOLL RAND PLC 0.0%
Value ($000) $8,328 Shares 150,000 Est. Cost $55.52 Unrealized
DIAMOND FOODS INC 0.0%
Value ($000) $8,300 Shares 400,000 Est. Cost $20.75 Unrealized
JONES GROUP INC/THE 0.0%
Value ($000) $8,298 Shares 603,502 Est. Cost $13.75 Unrealized
CELLDEX THERAPEUTICS INC 0.0%
Value ($000) $8,273 Shares 530,000 Est. Cost $15.61 Unrealized
NIC INC 0.0%
Value ($000) $8,265 Shares 500,000 Est. Cost $16.53 Unrealized
NUVERRA ENVIRONMENTAL SOLUTI 0.0%
Value ($000) $8,120 Shares 2,800,000 Est. Cost $2.90 Unrealized
PIER 1 IMPORTS INC 0.0%
Value ($000) $7,987 Shares 340,000 Est. Cost $23.49 Unrealized
SVB FINANCIAL GROUP 0.0%
Value ($000) $7,915 Shares 95,000 Est. Cost $83.32 Unrealized
MINE SAFETY APPLIANCES CO 0.0%
Value ($000) $7,914 Shares 170,000 Est. Cost $46.55 Unrealized
WISCONSIN ENERGY CORP 0.0%
Value ($000) $7,886 Shares 192,400 Est. Cost $40.99 Unrealized
CBRE GROUP INC A 0.0%
Value ($000) $7,826 Shares 335,000 Est. Cost $23.36 Unrealized
HANESBRANDS INC 0.0%
Value ($000) $7,816 Shares 152,000 Est. Cost $51.42 Unrealized
TIFFANY + CO 0.0%
Value ($000) $7,757 Shares 106,500 Est. Cost $72.84 Unrealized
SYNAPTICS INC 0.0%
Value ($000) $7,712 Shares 200,000 Est. Cost $38.56 Unrealized
DOLLAR GENERAL CORP 0.0%
Value ($000) $7,665 Shares 152,000 Est. Cost $50.43 Unrealized
OCEANEERING INTL INC 0.0%
Value ($000) $7,653 Shares 106,000 Est. Cost $72.20 Unrealized
PROGRESSIVE CORP 0.0%
Value ($000) $7,626 Shares 300,000 Est. Cost $25.42 Unrealized
NISOURCE INC 0.0%
Value ($000) $7,618 Shares 266,000 Est. Cost $28.64 Unrealized
AVON PRODUCTS INC 0.0%
Value ($000) $7,571 Shares 360,000 Est. Cost $21.03 Unrealized
MWI VETERINARY SUPPLY INC 0.0%
Value ($000) $7,394 Shares 60,000 Est. Cost $123.23 Unrealized
ZAGG INC 0.0%
Value ($000) $7,383 Shares 1,380,000 Est. Cost $5.35 Unrealized
DENBURY RESOURCES INC 0.0%
Value ($000) $7,361 Shares 425,000 Est. Cost $17.32 Unrealized
ANSYS INC 0.0%
Value ($000) $7,310 Shares 100,000 Est. Cost $73.10 Unrealized
PACER INTERNATIONAL INC 0.0%
Value ($000) $7,257 Shares 1,150,000 Est. Cost $6.31 Unrealized
DDR CORP 0.0%
Value ($000) $7,226 Shares 434,000 Est. Cost $16.65 Unrealized
HEICO CORP CLASS A 0.0%
Value ($000) $7,209 Shares 195,312 Est. Cost $36.91 Unrealized
ASPEN TECHNOLOGY INC 0.0%
Value ($000) $7,198 Shares 250,000 Est. Cost $28.79 Unrealized
GROUP 1 AUTOMOTIVE INC 0.0%
Value ($000) $7,141 Shares 111,000 Est. Cost $64.33 Unrealized
VENTAS INC 0.0%
Value ($000) $6,946 Shares 100,000 Est. Cost $69.46 Unrealized
MOVE INC 0.0%
Value ($000) $6,923 Shares 540,000 Est. Cost $12.82 Unrealized
JM SMUCKER CO/THE 0.0%
Value ($000) $6,917 Shares 67,056 Est. Cost $103.15 Unrealized
ALEXANDER + BALDWIN INC 0.0%
Value ($000) $6,758 Shares 170,000 Est. Cost $39.75 Unrealized
HERSHA HOSPITALITY TRUST 0.0%
Value ($000) $6,712 Shares 1,190,000 Est. Cost $5.64 Unrealized
FLOWERS FOODS INC 0.0%
Value ($000) $6,698 Shares 303,750 Est. Cost $22.05 Unrealized
SPDR S+P 500 ETF TRUST 0.0%
Value ($000) $6,675 Shares 1,500,000 Est. Cost $4.45 Unrealized
AMEREN CORPORATION 0.0%
Value ($000) $6,612 Shares 192,000 Est. Cost $34.44 Unrealized
APPLIED MICRO CIRCUITS CORP 0.0%
Value ($000) $6,600 Shares 750,000 Est. Cost $8.80 Unrealized
AMAG PHARMACEUTICALS INC 0.0%
Value ($000) $6,590 Shares 296,167 Est. Cost $22.25 Unrealized
KINDRED HEALTHCARE INC 0.0%
Value ($000) $6,565 Shares 500,000 Est. Cost $13.13 Unrealized
OSI SYSTEMS INC 0.0%
Value ($000) $6,442 Shares 100,000 Est. Cost $64.42 Unrealized
DOUGLAS EMMETT INC 0.0%
Value ($000) $6,437 Shares 258,000 Est. Cost $24.95 Unrealized
WHIRLPOOL CORP 0.0%
Value ($000) $6,404 Shares 56,000 Est. Cost $114.36 Unrealized
OMNICOM GROUP 0.0%
Value ($000) $6,287 Shares 100,000 Est. Cost $62.87 Unrealized
SONIC AUTOMOTIVE INC CLASS A 0.0%
Value ($000) $6,194 Shares 293,000 Est. Cost $21.14 Unrealized
SANDISK CORP 0.0%
Value ($000) $6,110 Shares 100,000 Est. Cost $61.10 Unrealized
AMERICAN ASSETS TRUST INC 0.0%
Value ($000) $6,095 Shares 197,500 Est. Cost $30.86 Unrealized
COVANCE INC 0.0%
Value ($000) $6,072 Shares 79,750 Est. Cost $76.14 Unrealized
IXIA 0.0%
Value ($000) $5,980 Shares 325,000 Est. Cost $18.40 Unrealized
NATIONAL FUEL GAS CO 0.0%
Value ($000) $5,940 Shares 102,500 Est. Cost $57.95 Unrealized
UNITED TECHNOLOGIES CORP 0.0%
Value ($000) $5,936 Shares 100,000 Est. Cost $59.36 Unrealized
HELMERICH + PAYNE 0.0%
Value ($000) $5,908 Shares 94,600 Est. Cost $62.45 Unrealized
ADVANCE AUTO PARTS INC 0.0%
Value ($000) $5,885 Shares 72,500 Est. Cost $81.17 Unrealized
ICONIX BRAND GROUP INC 0.0%
Value ($000) $5,882 Shares 200,000 Est. Cost $29.41 Unrealized
XO GROUP INC 0.0%
Value ($000) $5,824 Shares 520,000 Est. Cost $11.20 Unrealized
CME GROUP INC 0.0%
Value ($000) $5,699 Shares 75,000 Est. Cost $75.99 Unrealized
GARTNER INC 0.0%
Value ($000) $5,699 Shares 100,000 Est. Cost $56.99 Unrealized
AVERY DENNISON CORP 0.0%
Value ($000) $5,687 Shares 133,000 Est. Cost $42.76 Unrealized
KLA TENCOR CORPORATION 0.0%
Value ($000) $5,573 Shares 100,000 Est. Cost $55.73 Unrealized
CORESITE REALTY CORP 0.0%
Value ($000) $5,567 Shares 175,000 Est. Cost $31.81 Unrealized
REGAL ENTERTAINMENT GROUP A 0.0%
Value ($000) $5,549 Shares 310,000 Est. Cost $17.90 Unrealized
REINSURANCE GROUP OF AMERICA 0.0%
Value ($000) $5,548 Shares 80,272 Est. Cost $69.12 Unrealized
STERICYCLE INC 0.0%
Value ($000) $5,522 Shares 50,000 Est. Cost $110.44 Unrealized
DICK S SPORTING GOODS INC 0.0%
Value ($000) $5,457 Shares 109,000 Est. Cost $50.06 Unrealized
PEPCO HOLDINGS INC 0.0%
Value ($000) $5,443 Shares 270,000 Est. Cost $20.16 Unrealized
DIAMOND OFFSHORE DRILLING 0.0%
Value ($000) $5,434 Shares 79,000 Est. Cost $68.78 Unrealized
APARTMENT INVT + MGMT CO A 0.0%
Value ($000) $5,407 Shares 180,000 Est. Cost $30.04 Unrealized
SCANA CORP 0.0%
Value ($000) $5,401 Shares 110,000 Est. Cost $49.10 Unrealized
VIASAT INC 0.0%
Value ($000) $5,360 Shares 75,000 Est. Cost $71.47 Unrealized
VERISIGN INC 0.0%
Value ($000) $5,359 Shares 120,000 Est. Cost $44.66 Unrealized
EXA CORP 0.0%
Value ($000) $5,356 Shares 520,000 Est. Cost $10.30 Unrealized
LSI CORP 0.0%
Value ($000) $5,355 Shares 750,000 Est. Cost $7.14 Unrealized
EDWARDS LIFESCIENCES CORP 0.0%
Value ($000) $5,322 Shares 79,200 Est. Cost $67.20 Unrealized
CARMAX INC 0.0%
Value ($000) $5,308 Shares 115,000 Est. Cost $46.16 Unrealized
HOWARD HUGHES CORP/THE 0.0%
Value ($000) $5,291 Shares 47,204 Est. Cost $112.09 Unrealized
NORTHEAST UTILITIES 0.0%
Value ($000) $5,274 Shares 125,500 Est. Cost $42.02 Unrealized
TERADYNE INC 0.0%
Value ($000) $5,271 Shares 300,000 Est. Cost $17.57 Unrealized
PINNACLE WEST CAPITAL 0.0%
Value ($000) $5,270 Shares 95,000 Est. Cost $55.47 Unrealized
HECLA MINING CO 0.0%
Value ($000) $5,215 Shares 1,750,000 Est. Cost $2.98 Unrealized
SBA COMMUNICATIONS CORP CL A 0.0%
Value ($000) $5,188 Shares 70,000 Est. Cost $74.11 Unrealized
INTEGRATED DEVICE TECH INC 0.0%
Value ($000) $5,161 Shares 650,000 Est. Cost $7.94 Unrealized
RIGNET INC 0.0%
Value ($000) $5,096 Shares 200,000 Est. Cost $25.48 Unrealized
MENTOR GRAPHICS CORP 0.0%
Value ($000) $5,083 Shares 260,000 Est. Cost $19.55 Unrealized
DSW INC CLASS A 0.0%
Value ($000) $5,033 Shares 68,499 Est. Cost $73.48 Unrealized
WPX ENERGY INC 0.0%
Value ($000) $5,019 Shares 265,000 Est. Cost $18.94 Unrealized
CATERPILLAR INC 0.0%
Value ($000) $4,949 Shares 60,000 Est. Cost $82.48 Unrealized
HARRIS CORP 0.0%
Value ($000) $4,925 Shares 100,000 Est. Cost $49.25 Unrealized
CRAY INC 0.0%
Value ($000) $4,910 Shares 250,000 Est. Cost $19.64 Unrealized
GNC HOLDINGS INC CL A 0.0%
Value ($000) $4,896 Shares 110,750 Est. Cost $44.21 Unrealized
CR BARD INC 0.0%
Value ($000) $4,891 Shares 45,000 Est. Cost $108.69 Unrealized
FINANCIAL ENGINES INC 0.0%
Value ($000) $4,882 Shares 107,087 Est. Cost $45.59 Unrealized
QEP RESOURCES INC 0.0%
Value ($000) $4,862 Shares 175,000 Est. Cost $27.78 Unrealized
TAUBMAN CENTERS INC 0.0%
Value ($000) $4,847 Shares 64,500 Est. Cost $75.15 Unrealized
CAMDEN PROPERTY TRUST 0.0%
Value ($000) $4,840 Shares 70,000 Est. Cost $69.14 Unrealized
VERTEX PHARMACEUTICALS INC 0.0%
Value ($000) $4,792 Shares 60,000 Est. Cost $79.87 Unrealized
REGAL BELOIT CORP 0.0%
Value ($000) $4,779 Shares 73,697 Est. Cost $64.85 Unrealized
QUESTAR CORP 0.0%
Value ($000) $4,770 Shares 200,000 Est. Cost $23.85 Unrealized
ACADIA REALTY TRUST 0.0%
Value ($000) $4,740 Shares 191,996 Est. Cost $24.69 Unrealized
EATON VANCE CORP 0.0%
Value ($000) $4,699 Shares 125,000 Est. Cost $37.59 Unrealized
HUDSON PACIFIC PROPERTIES IN 0.0%
Value ($000) $4,682 Shares 220,000 Est. Cost $21.28 Unrealized
JDS UNIPHASE CORP 0.0%
Value ($000) $4,674 Shares 325,000 Est. Cost $14.38 Unrealized
FINISAR CORPORATION 0.0%
Value ($000) $4,661 Shares 275,000 Est. Cost $16.95 Unrealized
LIVEPERSON INC 0.0%
Value ($000) $4,657 Shares 520,000 Est. Cost $8.96 Unrealized
BRIGHTCOVE 0.0%
Value ($000) $4,617 Shares 527,000 Est. Cost $8.76 Unrealized
GREATBATCH INC 0.0%
Value ($000) $4,591 Shares 140,000 Est. Cost $32.79 Unrealized
STAG INDUSTRIAL INC 0.0%
Value ($000) $4,589 Shares 230,000 Est. Cost $19.95 Unrealized
GENERAL GROWTH PROPERTIES 0.0%
Value ($000) $4,586 Shares 230,825 Est. Cost $19.87 Unrealized
AIR PRODUCTS + CHEMICALS INC 0.0%
Value ($000) $4,579 Shares 50,000 Est. Cost $91.58 Unrealized
CITY NATIONAL CORP 0.0%
Value ($000) $4,563 Shares 72,000 Est. Cost $63.38 Unrealized
MICROSEMI CORP 0.0%
Value ($000) $4,550 Shares 200,000 Est. Cost $22.75 Unrealized
CASH AMERICA INTL INC 0.0%
Value ($000) $4,546 Shares 100,000 Est. Cost $45.46 Unrealized
MDU RESOURCES GROUP INC 0.0%
Value ($000) $4,534 Shares 175,000 Est. Cost $25.91 Unrealized
OMNICARE INC 0.0%
Value ($000) $4,532 Shares 95,000 Est. Cost $47.71 Unrealized
NEWMONT MINING CORP 0.0%
Value ($000) $4,493 Shares 150,000 Est. Cost $29.95 Unrealized
ROWAN COMPANIES PLC A 0.0%
Value ($000) $4,429 Shares 130,000 Est. Cost $34.07 Unrealized
CIMAREX ENERGY CO 0.0%
Value ($000) $4,419 Shares 68,000 Est. Cost $64.99 Unrealized
WR BERKLEY CORP 0.0%
Value ($000) $4,409 Shares 107,905 Est. Cost $40.86 Unrealized
FORMFACTOR INC 0.0%
Value ($000) $4,388 Shares 650,000 Est. Cost $6.75 Unrealized
ENSCO PLC CL A 0.0%
Value ($000) $4,359 Shares 75,000 Est. Cost $58.12 Unrealized
CLOUD PEAK ENERGY INC 0.0%
Value ($000) $4,351 Shares 264,000 Est. Cost $16.48 Unrealized
FOSSIL GROUP INC 0.0%
Value ($000) $4,339 Shares 42,000 Est. Cost $103.31 Unrealized
HARTFORD FINANCIAL SVCS GRP 0.0%
Value ($000) $4,329 Shares 140,000 Est. Cost $30.92 Unrealized
O REILLY AUTOMOTIVE INC 0.0%
Value ($000) $4,280 Shares 38,000 Est. Cost $112.63 Unrealized
PULTEGROUP INC 0.0%
Value ($000) $4,268 Shares 225,000 Est. Cost $18.97 Unrealized
HEALTH MGMT ASSOCIATES INC A 0.0%
Value ($000) $4,244 Shares 270,000 Est. Cost $15.72 Unrealized
NV ENERGY INC 0.0%
Value ($000) $4,223 Shares 180,000 Est. Cost $23.46 Unrealized
URBAN OUTFITTERS INC 0.0%
Value ($000) $4,195 Shares 104,300 Est. Cost $40.22 Unrealized
ASHLAND INC 0.0%
Value ($000) $4,175 Shares 50,000 Est. Cost $83.50 Unrealized
KFORCE INC 0.0%
Value ($000) $4,161 Shares 285,000 Est. Cost $14.60 Unrealized
NEW YORK COMMUNITY BANCORP 0.0%
Value ($000) $4,149 Shares 296,331 Est. Cost $14.00 Unrealized
TECO ENERGY INC 0.0%
Value ($000) $4,143 Shares 241,000 Est. Cost $17.19 Unrealized
FREEPORT MCMORAN COPPER W/I 0.0%
Value ($000) $4,142 Shares 150,000 Est. Cost $27.61 Unrealized
FAIRCHILD SEMICONDUCTOR INTE 0.0%
Value ($000) $4,140 Shares 300,000 Est. Cost $13.80 Unrealized
EAST WEST BANCORP INC 0.0%
Value ($000) $4,125 Shares 150,000 Est. Cost $27.50 Unrealized
MID AMERICA APARTMENT COMM 0.0%
Value ($000) $4,097 Shares 60,450 Est. Cost $67.78 Unrealized
WEB.COM GROUP INC 0.0%
Value ($000) $4,096 Shares 160,000 Est. Cost $25.60 Unrealized
CROWN CASTLE INTL CORP 0.0%
Value ($000) $4,068 Shares 56,200 Est. Cost $72.38 Unrealized
GENESCO INC 0.0%
Value ($000) $4,053 Shares 60,500 Est. Cost $66.99 Unrealized
SAFEGUARD SCIENTIFICS INC 0.0%
Value ($000) $4,013 Shares 250,000 Est. Cost $16.05 Unrealized
MACQUARIE INFRASTRUCTURE CO 0.0%
Value ($000) $4,009 Shares 75,000 Est. Cost $53.45 Unrealized
TIVO INC 0.0%
Value ($000) $3,978 Shares 360,000 Est. Cost $11.05 Unrealized
PHARMACYCLICS INC 0.0%
Value ($000) $3,974 Shares 50,000 Est. Cost $79.48 Unrealized
CROWN MEDIA HOLDINGS CLASS A 0.0%
Value ($000) $3,952 Shares 1,600,000 Est. Cost $2.47 Unrealized
TANGER FACTORY OUTLET CENTER 0.0%
Value ($000) $3,915 Shares 117,000 Est. Cost $33.46 Unrealized
MSC INDUSTRIAL DIRECT CO A 0.0%
Value ($000) $3,873 Shares 50,000 Est. Cost $77.46 Unrealized
MANHATTAN ASSOCIATES INC 0.0%
Value ($000) $3,858 Shares 50,000 Est. Cost $77.16 Unrealized
INCYTE CORP 0.0%
Value ($000) $3,850 Shares 175,000 Est. Cost $22.00 Unrealized
LIONS GATE ENTERTAINMENT COR 0.0%
Value ($000) $3,846 Shares 140,000 Est. Cost $27.47 Unrealized
LIMONEIRA CO 0.0%
Value ($000) $3,835 Shares 185,000 Est. Cost $20.73 Unrealized
AQUA AMERICA INC 0.0%
Value ($000) $3,807 Shares 121,666 Est. Cost $31.29 Unrealized
CHATHAM LODGING TRUST 0.0%
Value ($000) $3,764 Shares 219,100 Est. Cost $17.18 Unrealized
ALKERMES PLC 0.0%
Value ($000) $3,728 Shares 130,000 Est. Cost $28.68 Unrealized
ADTRAN INC 0.0%
Value ($000) $3,692 Shares 150,000 Est. Cost $24.61 Unrealized
THOR INDUSTRIES INC 0.0%
Value ($000) $3,689 Shares 75,000 Est. Cost $49.19 Unrealized
SAGA COMMUNICATIONS INC CL A 0.0%
Value ($000) $3,673 Shares 80,000 Est. Cost $45.91 Unrealized
ALLEGHANY CORP 0.0%
Value ($000) $3,661 Shares 9,550 Est. Cost $383.35 Unrealized
ENERGEN CORP 0.0%
Value ($000) $3,658 Shares 70,000 Est. Cost $52.26 Unrealized
STEELCASE INC CL A 0.0%
Value ($000) $3,572 Shares 245,000 Est. Cost $14.58 Unrealized
PENSKE AUTOMOTIVE GROUP INC 0.0%
Value ($000) $3,543 Shares 116,000 Est. Cost $30.54 Unrealized
SHFL ENTERTAINMENT INC 0.0%
Value ($000) $3,542 Shares 200,000 Est. Cost $17.71 Unrealized
SINCLAIR BROADCAST GROUP A 0.0%
Value ($000) $3,526 Shares 120,000 Est. Cost $29.38 Unrealized
GREIF INC CL B 0.0%
Value ($000) $3,476 Shares 62,000 Est. Cost $56.06 Unrealized
ONYX PHARMACEUTICALS INC 0.0%
Value ($000) $3,473 Shares 40,000 Est. Cost $86.83 Unrealized
CINEDIGM DIGITAL CINEMA A 0.0%
Value ($000) $3,408 Shares 2,400,000 Est. Cost $1.42 Unrealized
AKAMAI TECHNOLOGIES INC 0.0%
Value ($000) $3,404 Shares 80,000 Est. Cost $42.55 Unrealized
MIDDLESEX WATER CO 0.0%
Value ($000) $3,392 Shares 170,268 Est. Cost $19.92 Unrealized
PENN VIRGINIA CORP 0.0%
Value ($000) $3,384 Shares 720,000 Est. Cost $4.70 Unrealized
FOREST CITY ENTERPRISES CL A 0.0%
Value ($000) $3,349 Shares 187,000 Est. Cost $17.91 Unrealized
HEALTH NET INC 0.0%
Value ($000) $3,341 Shares 105,000 Est. Cost $31.82 Unrealized
INTERNAP NETWORK SERVICES 0.0%
Value ($000) $3,308 Shares 400,000 Est. Cost $8.27 Unrealized
ORMAT TECHNOLOGIES INC 0.0%
Value ($000) $3,293 Shares 140,000 Est. Cost $23.52 Unrealized
AFFILIATED MANAGERS GROUP 0.0%
Value ($000) $3,279 Shares 20,000 Est. Cost $163.95 Unrealized
ALLIANT ENERGY CORP 0.0%
Value ($000) $3,277 Shares 65,000 Est. Cost $50.42 Unrealized
SCIQUEST INC 0.0%
Value ($000) $3,257 Shares 130,000 Est. Cost $25.05 Unrealized
PERKINELMER INC 0.0%
Value ($000) $3,250 Shares 100,000 Est. Cost $32.50 Unrealized
L BRANDS INC 0.0%
Value ($000) $3,201 Shares 65,000 Est. Cost $49.25 Unrealized
WESTAR ENERGY INC 0.0%
Value ($000) $3,196 Shares 100,000 Est. Cost $31.96 Unrealized
CHECKPOINT SYSTEMS INC 0.0%
Value ($000) $3,193 Shares 225,000 Est. Cost $14.19 Unrealized
AVX CORP 0.0%
Value ($000) $3,173 Shares 270,000 Est. Cost $11.75 Unrealized
SEACHANGE INTERNATIONAL INC 0.0%
Value ($000) $3,162 Shares 270,000 Est. Cost $11.71 Unrealized
POLYCOM INC 0.0%
Value ($000) $3,162 Shares 300,000 Est. Cost $10.54 Unrealized
KILROY REALTY CORP 0.0%
Value ($000) $3,128 Shares 59,000 Est. Cost $53.02 Unrealized
SNYDERS LANCE INC 0.0%
Value ($000) $3,125 Shares 110,000 Est. Cost $28.41 Unrealized
HOLOGIC INC 0.0%
Value ($000) $3,111 Shares 161,200 Est. Cost $19.30 Unrealized
AMERICAN EAGLE OUTFITTERS 0.0%
Value ($000) $3,104 Shares 170,000 Est. Cost $18.26 Unrealized
ABERCROMBIE + FITCH CO CL A 0.0%
Value ($000) $3,100 Shares 68,500 Est. Cost $45.26 Unrealized
DIGI INTERNATIONAL INC 0.0%
Value ($000) $3,092 Shares 330,000 Est. Cost $9.37 Unrealized
INVENSENSE INC 0.0%
Value ($000) $3,076 Shares 200,000 Est. Cost $15.38 Unrealized
EQUITY ONE INC 0.0%
Value ($000) $3,073 Shares 135,802 Est. Cost $22.63 Unrealized
COMSTOCK RESOURCES INC 0.0%
Value ($000) $3,067 Shares 195,000 Est. Cost $15.73 Unrealized
VORNADO REALTY TRUST 0.0%
Value ($000) $3,056 Shares 36,886 Est. Cost $82.85 Unrealized
MICROSTRATEGY INC CL A 0.0%
Value ($000) $3,044 Shares 35,000 Est. Cost $86.97 Unrealized
COTY INC CL A 0.0%
Value ($000) $3,041 Shares 177,000 Est. Cost $17.18 Unrealized
RYDER SYSTEM INC 0.0%
Value ($000) $3,040 Shares 50,000 Est. Cost $60.80 Unrealized
EMMIS COMMUNICATIONS CLASS A 0.0%
Value ($000) $3,039 Shares 1,420,000 Est. Cost $2.14 Unrealized
MODEL N INC 0.0%
Value ($000) $3,037 Shares 130,000 Est. Cost $23.36 Unrealized
AGL RESOURCES INC 0.0%
Value ($000) $3,000 Shares 70,000 Est. Cost $42.86 Unrealized
VERISK ANALYTICS INC CLASS A 0.0%
Value ($000) $2,985 Shares 50,000 Est. Cost $59.70 Unrealized
FEDERAL SIGNAL CORP 0.0%
Value ($000) $2,984 Shares 341,000 Est. Cost $8.75 Unrealized
BRIGGS + STRATTON 0.0%
Value ($000) $2,970 Shares 150,000 Est. Cost $19.80 Unrealized
ACORDA THERAPEUTICS INC 0.0%
Value ($000) $2,969 Shares 90,000 Est. Cost $32.99 Unrealized
GAMESTOP CORP CLASS A 0.0%
Value ($000) $2,942 Shares 70,000 Est. Cost $42.03 Unrealized
MDC HOLDINGS INC 0.0%
Value ($000) $2,926 Shares 90,000 Est. Cost $32.51 Unrealized
CUI GLOBAL INC 0.0%
Value ($000) $2,914 Shares 525,000 Est. Cost $5.55 Unrealized
STRYKER CORP 0.0%
Value ($000) $2,911 Shares 45,000 Est. Cost $64.69 Unrealized
WP CAREY INC 0.0%
Value ($000) $2,911 Shares 44,000 Est. Cost $66.16 Unrealized
CHICO S FAS INC 0.0%
Value ($000) $2,900 Shares 170,000 Est. Cost $17.06 Unrealized
FOREST OIL CORP 0.0%
Value ($000) $2,883 Shares 705,000 Est. Cost $4.09 Unrealized
SAKS INC 0.0%
Value ($000) $2,864 Shares 210,000 Est. Cost $13.64 Unrealized
NORTHSTAR REALTY FINANCE COR 0.0%
Value ($000) $2,849 Shares 313,128 Est. Cost $9.10 Unrealized
PROVIDENT FINANCIAL SERVICES 0.0%
Value ($000) $2,840 Shares 180,000 Est. Cost $15.78 Unrealized
E2OPEN INC 0.0%
Value ($000) $2,800 Shares 160,000 Est. Cost $17.50 Unrealized
CLECO CORPORATION 0.0%
Value ($000) $2,786 Shares 60,000 Est. Cost $46.43 Unrealized
STRATEGIC HOTELS + RESORTS I 0.0%
Value ($000) $2,747 Shares 310,000 Est. Cost $8.86 Unrealized
MANPOWERGROUP INC 0.0%
Value ($000) $2,740 Shares 50,000 Est. Cost $54.80 Unrealized
LA Z BOY INC 0.0%
Value ($000) $2,736 Shares 135,000 Est. Cost $20.27 Unrealized
TOOTSIE ROLL INDS 0.0%
Value ($000) $2,736 Shares 86,088 Est. Cost $31.78 Unrealized
J.C. PENNEY CO INC 0.0%
Value ($000) $2,733 Shares 160,000 Est. Cost $17.08 Unrealized
EDUCATION REALTY TRUST INC 0.0%
Value ($000) $2,711 Shares 265,000 Est. Cost $10.23 Unrealized
VALASSIS COMMUNICATIONS INC 0.0%
Value ($000) $2,705 Shares 110,000 Est. Cost $24.59 Unrealized
BALLANTYNE STRONG INC 0.0%
Value ($000) $2,701 Shares 640,000 Est. Cost $4.22 Unrealized
FAMILY DOLLAR STORES 0.0%
Value ($000) $2,679 Shares 43,000 Est. Cost $62.30 Unrealized
FEDERAL REALTY INVS TRUST 0.0%
Value ($000) $2,644 Shares 25,500 Est. Cost $103.69 Unrealized
UNITED STATES STEEL CORP 0.0%
Value ($000) $2,630 Shares 150,000 Est. Cost $17.53 Unrealized
ARIAD PHARMACEUTICALS INC 0.0%
Value ($000) $2,624 Shares 150,000 Est. Cost $17.49 Unrealized
OXFORD INDUSTRIES INC 0.0%
Value ($000) $2,621 Shares 42,000 Est. Cost $62.40 Unrealized
WHOLE FOODS MARKET INC 0.0%
Value ($000) $2,574 Shares 50,000 Est. Cost $51.48 Unrealized
SOVRAN SELF STORAGE INC 0.0%
Value ($000) $2,559 Shares 39,500 Est. Cost $64.78 Unrealized
BRINK S CO/THE 0.0%
Value ($000) $2,551 Shares 100,000 Est. Cost $25.51 Unrealized
FARO TECHNOLOGIES INC 0.0%
Value ($000) $2,537 Shares 75,000 Est. Cost $33.83 Unrealized
CONN S INC 0.0%
Value ($000) $2,536 Shares 49,000 Est. Cost $51.76 Unrealized
HAWAIIAN ELECTRIC INDS 0.0%
Value ($000) $2,531 Shares 100,000 Est. Cost $25.31 Unrealized
BEAM INC 0.0%
Value ($000) $2,524 Shares 40,000 Est. Cost $63.10 Unrealized
AGREE REALTY CORP 0.0%
Value ($000) $2,509 Shares 85,000 Est. Cost $29.52 Unrealized
SAIC INC 0.0%
Value ($000) $2,507 Shares 180,000 Est. Cost $13.93 Unrealized
BEASLEY BROADCAST GRP INC A 0.0%
Value ($000) $2,497 Shares 298,000 Est. Cost $8.38 Unrealized
MOLEX INC CL A 0.0%
Value ($000) $2,486 Shares 100,000 Est. Cost $24.86 Unrealized
VECTREN CORPORATION 0.0%
Value ($000) $2,368 Shares 70,000 Est. Cost $33.83 Unrealized
PATTERSON UTI ENERGY INC 0.0%
Value ($000) $2,342 Shares 121,000 Est. Cost $19.36 Unrealized
HELIX ENERGY SOLUTIONS GROUP 0.0%
Value ($000) $2,304 Shares 100,000 Est. Cost $23.04 Unrealized
REDWOOD TRUST INC 0.0%
Value ($000) $2,295 Shares 135,000 Est. Cost $17.00 Unrealized
GLIMCHER REALTY TRUST 0.0%
Value ($000) $2,293 Shares 210,000 Est. Cost $10.92 Unrealized
ALLIANCE ONE INTERNATIONAL 0.0%
Value ($000) $2,280 Shares 600,000 Est. Cost $3.80 Unrealized
ELIZABETH ARDEN INC 0.0%
Value ($000) $2,254 Shares 50,000 Est. Cost $45.08 Unrealized
GREAT PLAINS ENERGY INC 0.0%
Value ($000) $2,254 Shares 100,000 Est. Cost $22.54 Unrealized
WYNN RESORTS LTD 0.0%
Value ($000) $2,240 Shares 17,500 Est. Cost $128.00 Unrealized
INTERDIGITAL INC 0.0%
Value ($000) $2,233 Shares 50,000 Est. Cost $44.66 Unrealized
IRON MOUNTAIN INC 0.0%
Value ($000) $2,212 Shares 83,108 Est. Cost $26.62 Unrealized
EXPRESS INC 0.0%
Value ($000) $2,202 Shares 105,000 Est. Cost $20.97 Unrealized
ASCENA RETAIL GROUP INC 0.0%
Value ($000) $2,199 Shares 126,000 Est. Cost $17.45 Unrealized
BLACK HILLS CORP 0.0%
Value ($000) $2,194 Shares 45,000 Est. Cost $48.76 Unrealized
ARRIS GROUP INC 0.0%
Value ($000) $2,153 Shares 150,000 Est. Cost $14.35 Unrealized
TIBCO SOFTWARE INC 0.0%
Value ($000) $2,140 Shares 100,000 Est. Cost $21.40 Unrealized
ENTROPIC COMMUNICATIONS INC 0.0%
Value ($000) $2,135 Shares 500,000 Est. Cost $4.27 Unrealized
CYS INVESTMENTS INC 0.0%
Value ($000) $2,118 Shares 230,000 Est. Cost $9.21 Unrealized
INTL GAME TECHNOLOGY 0.0%
Value ($000) $2,089 Shares 125,000 Est. Cost $16.71 Unrealized
VCA ANTECH INC 0.0%
Value ($000) $2,087 Shares 80,000 Est. Cost $26.09 Unrealized
VISHAY INTERTECHNOLOGY INC 0.0%
Value ($000) $2,084 Shares 150,000 Est. Cost $13.89 Unrealized
CHENIERE ENERGY INC 0.0%
Value ($000) $2,082 Shares 75,000 Est. Cost $27.76 Unrealized
ATMOS ENERGY CORP 0.0%
Value ($000) $2,053 Shares 50,000 Est. Cost $41.06 Unrealized
CHARLES RIVER LABORATORIES 0.0%
Value ($000) $2,052 Shares 50,000 Est. Cost $41.04 Unrealized
JABIL CIRCUIT INC 0.0%
Value ($000) $2,038 Shares 100,000 Est. Cost $20.38 Unrealized
BRANDYWINE REALTY TRUST 0.0%
Value ($000) $2,028 Shares 150,000 Est. Cost $13.52 Unrealized
ON SEMICONDUCTOR CORPORATION 0.0%
Value ($000) $2,020 Shares 250,000 Est. Cost $8.08 Unrealized
PHOTRONICS INC 0.0%
Value ($000) $2,015 Shares 250,000 Est. Cost $8.06 Unrealized
PETSMART INC 0.0%
Value ($000) $2,010 Shares 30,000 Est. Cost $67.00 Unrealized
SOUTH JERSEY INDUSTRIES 0.0%
Value ($000) $2,009 Shares 35,000 Est. Cost $57.40 Unrealized
KINDER MORGAN INC 0.0%
Value ($000) $2,001 Shares 390,848 Est. Cost $5.12 Unrealized
ENANTA PHARMACEUTICALS INC 0.0%
Value ($000) $1,992 Shares 112,500 Est. Cost $17.71 Unrealized
SUPERIOR ENERGY SERVICES INC 0.0%
Value ($000) $1,946 Shares 75,000 Est. Cost $25.95 Unrealized
WGL HOLDINGS INC 0.0%
Value ($000) $1,945 Shares 45,000 Est. Cost $43.22 Unrealized
TELEDYNE TECHNOLOGIES INC 0.0%
Value ($000) $1,934 Shares 25,000 Est. Cost $77.36 Unrealized
LASALLE HOTEL PROPERTIES 0.0%
Value ($000) $1,932 Shares 78,204 Est. Cost $24.70 Unrealized
KOHLS CORP 0.0%
Value ($000) $1,919 Shares 38,000 Est. Cost $50.50 Unrealized
RALPH LAUREN CORP 0.0%
Value ($000) $1,911 Shares 11,000 Est. Cost $173.73 Unrealized
IDACORP INC 0.0%
Value ($000) $1,910 Shares 40,000 Est. Cost $47.75 Unrealized
PDL BIOPHARMA INC 0.0%
Value ($000) $1,891 Shares 245,000 Est. Cost $7.72 Unrealized
AMERICAN CAPITAL MORTGAGE IN 0.0%
Value ($000) $1,887 Shares 105,000 Est. Cost $17.97 Unrealized
NOBLE CORP 0.0%
Value ($000) $1,879 Shares 50,000 Est. Cost $37.58 Unrealized
WESTERN ASSET MORTGAGE CAPIT 0.0%
Value ($000) $1,877 Shares 107,500 Est. Cost $17.46 Unrealized
NEW JERSEY RESOURCES CORP 0.0%
Value ($000) $1,869 Shares 45,000 Est. Cost $41.53 Unrealized
NETSCOUT SYSTEMS INC 0.0%
Value ($000) $1,867 Shares 80,000 Est. Cost $23.34 Unrealized
ARCH COAL INC 0.0%
Value ($000) $1,867 Shares 494,000 Est. Cost $3.78 Unrealized
VAIL RESORTS INC 0.0%
Value ($000) $1,846 Shares 30,000 Est. Cost $61.53 Unrealized
INTERMUNE INC 0.0%
Value ($000) $1,828 Shares 190,000 Est. Cost $9.62 Unrealized
PCM INC 0.0%
Value ($000) $1,824 Shares 190,000 Est. Cost $9.60 Unrealized
SM ENERGY CO 0.0%
Value ($000) $1,799 Shares 30,000 Est. Cost $59.97 Unrealized
UMH PROPERTIES INC 0.0%
Value ($000) $1,797 Shares 175,000 Est. Cost $10.27 Unrealized
PNM RESOURCES INC 0.0%
Value ($000) $1,775 Shares 80,000 Est. Cost $22.19 Unrealized
CARMIKE CINEMAS INC 0.0%
Value ($000) $1,742 Shares 90,000 Est. Cost $19.36 Unrealized
OGE ENERGY CORP 0.0%
Value ($000) $1,705 Shares 25,000 Est. Cost $68.20 Unrealized
MSCI INC 0.0%
Value ($000) $1,664 Shares 50,000 Est. Cost $33.28 Unrealized
ION GEOPHYSICAL CORP 0.0%
Value ($000) $1,656 Shares 275,000 Est. Cost $6.02 Unrealized
AVID TECHNOLOGY INC 0.0%
Value ($000) $1,646 Shares 280,000 Est. Cost $5.88 Unrealized
DECKERS OUTDOOR CORP 0.0%
Value ($000) $1,642 Shares 32,500 Est. Cost $50.52 Unrealized
SOUTHWEST GAS CORP 0.0%
Value ($000) $1,638 Shares 35,000 Est. Cost $46.80 Unrealized
HEIDRICK + STRUGGLES INTL 0.0%
Value ($000) $1,622 Shares 97,000 Est. Cost $16.72 Unrealized
BILL BARRETT CORP 0.0%
Value ($000) $1,618 Shares 80,000 Est. Cost $20.23 Unrealized
ISIS PHARMACEUTICALS INC 0.0%
Value ($000) $1,612 Shares 60,000 Est. Cost $26.87 Unrealized
INTEGRYS ENERGY GROUP INC 0.0%
Value ($000) $1,610 Shares 27,500 Est. Cost $58.55 Unrealized
C+J ENERGY SERVICES INC 0.0%
Value ($000) $1,550 Shares 80,000 Est. Cost $19.38 Unrealized
ASHFORD HOSPITALITY TRUST 0.0%
Value ($000) $1,546 Shares 135,000 Est. Cost $11.45 Unrealized
CAMPUS CREST COMMUNITIES INC 0.0%
Value ($000) $1,535 Shares 133,000 Est. Cost $11.54 Unrealized
ULTRA CLEAN HOLDINGS 0.0%
Value ($000) $1,513 Shares 250,000 Est. Cost $6.05 Unrealized
LMI AEROSPACE INC 0.0%
Value ($000) $1,499 Shares 80,000 Est. Cost $18.74 Unrealized
SUMMER INFANT INC 0.0%
Value ($000) $1,484 Shares 485,000 Est. Cost $3.06 Unrealized
ANGIODYNAMICS INC 0.0%
Value ($000) $1,466 Shares 130,000 Est. Cost $11.28 Unrealized
SILICON IMAGE INC 0.0%
Value ($000) $1,463 Shares 250,000 Est. Cost $5.85 Unrealized
NATIONAL RETAIL PROPERTIES 0.0%
Value ($000) $1,462 Shares 42,500 Est. Cost $34.40 Unrealized
PANTRY INC 0.0%
Value ($000) $1,462 Shares 120,000 Est. Cost $12.18 Unrealized
LOJACK CORPORATION 0.0%
Value ($000) $1,449 Shares 460,000 Est. Cost $3.15 Unrealized
HEARTWARE INTERNATIONAL INC 0.0%
Value ($000) $1,427 Shares 15,000 Est. Cost $95.13 Unrealized
LENNAR CORP B SHS 0.0%
Value ($000) $1,418 Shares 50,000 Est. Cost $28.36 Unrealized
EQUITY LIFESTYLE PROPERTIES 0.0%
Value ($000) $1,415 Shares 18,000 Est. Cost $78.61 Unrealized
RESMED INC 0.0%
Value ($000) $1,408 Shares 31,200 Est. Cost $45.13 Unrealized
MOLYCORP INC 0.0%
Value ($000) $1,395 Shares 225,000 Est. Cost $6.20 Unrealized
HIBBETT SPORTS INC 0.0%
Value ($000) $1,388 Shares 25,000 Est. Cost $55.52 Unrealized
TRIQUINT SEMICONDUCTOR INC 0.0%
Value ($000) $1,386 Shares 200,000 Est. Cost $6.93 Unrealized
ACCO BRANDS CORP 0.0%
Value ($000) $1,348 Shares 212,000 Est. Cost $6.36 Unrealized
UNITED THERAPEUTICS CORP 0.0%
Value ($000) $1,316 Shares 20,000 Est. Cost $65.80 Unrealized
TEXAS INDUSTRIES INC 0.0%
Value ($000) $1,303 Shares 20,000 Est. Cost $65.15 Unrealized
CONNECTICUT WATER SVC INC 0.0%
Value ($000) $1,292 Shares 45,000 Est. Cost $28.71 Unrealized
HARMONIC INC 0.0%
Value ($000) $1,270 Shares 200,000 Est. Cost $6.35 Unrealized
ARBOR REALTY TRUST INC 0.0%
Value ($000) $1,256 Shares 200,000 Est. Cost $6.28 Unrealized
SIGNATURE BANK 0.0%
Value ($000) $1,245 Shares 15,000 Est. Cost $83.00 Unrealized
AMERICAN WATER WORKS CO INC 0.0%
Value ($000) $1,237 Shares 30,000 Est. Cost $41.23 Unrealized
KORN/FERRY INTERNATIONAL 0.0%
Value ($000) $1,229 Shares 65,600 Est. Cost $18.73 Unrealized
HEALTHCARE SERVICES GROUP 0.0%
Value ($000) $1,226 Shares 50,000 Est. Cost $24.52 Unrealized
NEKTAR THERAPEUTICS 0.0%
Value ($000) $1,213 Shares 105,000 Est. Cost $11.55 Unrealized
BEL FUSE INC CL B 0.0%
Value ($000) $1,211 Shares 90,000 Est. Cost $13.46 Unrealized
LIGAND PHARMACEUTICALS CL B 0.0%
Value ($000) $1,210 Shares 32,331 Est. Cost $37.43 Unrealized
AMERICAN STATES WATER CO 0.0%
Value ($000) $1,208 Shares 22,500 Est. Cost $53.69 Unrealized
WINTHROP REALTY TRUST 0.0%
Value ($000) $1,203 Shares 100,000 Est. Cost $12.03 Unrealized
ARRAY BIOPHARMA INC 0.0%
Value ($000) $1,203 Shares 265,000 Est. Cost $4.54 Unrealized
SKECHERS USA INC CL A 0.0%
Value ($000) $1,201 Shares 50,000 Est. Cost $24.02 Unrealized
CUMULUS MEDIA INC CL A 0.0%
Value ($000) $1,194 Shares 352,100 Est. Cost $3.39 Unrealized
PIEDMONT NATURAL GAS CO 0.0%
Value ($000) $1,181 Shares 35,000 Est. Cost $33.74 Unrealized
VF CORP 0.0%
Value ($000) $1,158 Shares 6,000 Est. Cost $193.00 Unrealized
MONEYGRAM INTERNATIONAL INC 0.0%
Value ($000) $1,133 Shares 50,000 Est. Cost $22.66 Unrealized
AMERESCO INC CL A 0.0%
Value ($000) $1,126 Shares 125,000 Est. Cost $9.01 Unrealized
FRANCESCAS HOLDINGS CORP 0.0%
Value ($000) $1,114 Shares 40,100 Est. Cost $27.78 Unrealized
NXSTAGE MEDICAL INC 0.0%
Value ($000) $1,095 Shares 76,700 Est. Cost $14.28 Unrealized
DENDREON CORP 0.0%
Value ($000) $1,092 Shares 265,000 Est. Cost $4.12 Unrealized
ROCKY MOUNTAIN CHOC FACT INC 0.0%
Value ($000) $1,088 Shares 90,000 Est. Cost $12.09 Unrealized
TUMI HOLDINGS INC 0.0%
Value ($000) $1,080 Shares 45,000 Est. Cost $24.00 Unrealized
TRI POINTE HOMES INC 0.0%
Value ($000) $1,078 Shares 65,000 Est. Cost $16.58 Unrealized
MERIDIAN BIOSCIENCE INC 0.0%
Value ($000) $1,075 Shares 50,000 Est. Cost $21.50 Unrealized
OMTHERA PHARMACEUTICALS INC 0.0%
Value ($000) $1,064 Shares 80,000 Est. Cost $13.30 Unrealized
PENN NATIONAL GAMING INC 0.0%
Value ($000) $1,057 Shares 20,000 Est. Cost $52.85 Unrealized
OLD DOMINION FREIGHT LINE 0.0%
Value ($000) $1,041 Shares 25,000 Est. Cost $41.64 Unrealized
HOME PROPERTIES INC 0.0%
Value ($000) $1,013 Shares 15,500 Est. Cost $65.35 Unrealized
MOHAWK INDUSTRIES INC 0.0%
Value ($000) $1,012 Shares 9,000 Est. Cost $112.44 Unrealized
BENCHMARK ELECTRONICS INC 0.0%
Value ($000) $1,005 Shares 50,000 Est. Cost $20.10 Unrealized
TEMPUR SEALY INTERNATIONAL I 0.0%
Value ($000) $966 Shares 22,000 Est. Cost $43.91 Unrealized
MERCANTILE BANK CORP 0.0%
Value ($000) $941 Shares 52,339 Est. Cost $17.98 Unrealized
NVE CORP 0.0%
Value ($000) $936 Shares 20,000 Est. Cost $46.80 Unrealized
BRE PROPERTIES INC 0.0%
Value ($000) $925 Shares 18,500 Est. Cost $50.00 Unrealized
VISHAY PRECISION GROUP 0.0%
Value ($000) $919 Shares 60,714 Est. Cost $15.14 Unrealized
ALLSCRIPTS HEALTHCARE SOLUTI 0.0%
Value ($000) $906 Shares 70,000 Est. Cost $12.94 Unrealized
SONUS NETWORKS INC 0.0%
Value ($000) $903 Shares 300,000 Est. Cost $3.01 Unrealized
CALIFORNIA WATER SERVICE GRP 0.0%
Value ($000) $878 Shares 45,000 Est. Cost $19.51 Unrealized
KID BRANDS INC 0.0%
Value ($000) $878 Shares 570,000 Est. Cost $1.54 Unrealized
BROCADE COMMUNICATIONS SYS 0.0%
Value ($000) $864 Shares 150,000 Est. Cost $5.76 Unrealized
AMERICAN RESIDENTIAL PROPERT 0.0%
Value ($000) $860 Shares 50,000 Est. Cost $17.20 Unrealized
RESOURCE AMERICA INC CL A 0.0%
Value ($000) $850 Shares 100,000 Est. Cost $8.50 Unrealized
CALPINE CORP 0.0%
Value ($000) $849 Shares 40,000 Est. Cost $21.23 Unrealized
MFA FINANCIAL INC 0.0%
Value ($000) $845 Shares 100,000 Est. Cost $8.45 Unrealized
HOST HOTELS + RESORTS INC 0.0%
Value ($000) $844 Shares 50,000 Est. Cost $16.88 Unrealized
PENNYMAC MORTGAGE INVESTMENT 0.0%
Value ($000) $842 Shares 40,000 Est. Cost $21.05 Unrealized
CAPITAL SENIOR LIVING CORP 0.0%
Value ($000) $837 Shares 35,000 Est. Cost $23.91 Unrealized
SUNEDISON INC 0.0%
Value ($000) $817 Shares 100,000 Est. Cost $8.17 Unrealized
MATTRESS FIRM HOLDING CORP 0.0%
Value ($000) $806 Shares 20,000 Est. Cost $40.30 Unrealized
PLY GEM HOLDINGS INC 0.0%
Value ($000) $802 Shares 40,000 Est. Cost $20.05 Unrealized
BSQUARE CORP 0.0%
Value ($000) $798 Shares 290,000 Est. Cost $2.75 Unrealized
IROBOT CORP 0.0%
Value ($000) $795 Shares 20,000 Est. Cost $39.75 Unrealized
PARKE BANCORP INC 0.0%
Value ($000) $790 Shares 103,856 Est. Cost $7.61 Unrealized
LEAPFROG ENTERPRISES INC 0.0%
Value ($000) $787 Shares 80,000 Est. Cost $9.84 Unrealized
FURIEX PHARMACEUTICALS 0.0%
Value ($000) $781 Shares 22,916 Est. Cost $34.08 Unrealized
FIRST INDUSTRIAL REALTY TR 0.0%
Value ($000) $759 Shares 50,000 Est. Cost $15.18 Unrealized
AKORN INC 0.0%
Value ($000) $676 Shares 50,000 Est. Cost $13.52 Unrealized
KEYW HOLDING CORP/THE 0.0%
Value ($000) $663 Shares 50,000 Est. Cost $13.26 Unrealized
SAPIENT CORPORATION 0.0%
Value ($000) $653 Shares 50,000 Est. Cost $13.06 Unrealized
DOVER MOTORSPORTS INC 0.0%
Value ($000) $648 Shares 300,000 Est. Cost $2.16 Unrealized
LIMELIGHT NETWORKS INC 0.0%
Value ($000) $630 Shares 280,000 Est. Cost $2.25 Unrealized
MACERICH CO/THE 0.0%
Value ($000) $610 Shares 10,000 Est. Cost $61.00 Unrealized
ACCELRYS INC 0.0%
Value ($000) $588 Shares 70,000 Est. Cost $8.40 Unrealized
LEXINGTON REALTY TRUST 0.0%
Value ($000) $584 Shares 50,000 Est. Cost $11.68 Unrealized
AFLAC INC 0.0%
Value ($000) $581 Shares 10,000 Est. Cost $58.10 Unrealized
DIGITAL RIVER INC 0.0%
Value ($000) $563 Shares 30,000 Est. Cost $18.77 Unrealized
SUNCOKE ENERGY INC 0.0%
Value ($000) $561 Shares 40,000 Est. Cost $14.03 Unrealized
BASIC ENERGY SERVICES INC 0.0%
Value ($000) $544 Shares 45,000 Est. Cost $12.09 Unrealized
AMERICAN APPAREL INC 0.0%
Value ($000) $518 Shares 270,000 Est. Cost $1.92 Unrealized
COLONY FINANCIAL INC 0.0%
Value ($000) $497 Shares 25,000 Est. Cost $19.88 Unrealized
XENOPORT INC 0.0%
Value ($000) $495 Shares 99,906 Est. Cost $4.95 Unrealized
MONRO MUFFLER BRAKE INC 0.0%
Value ($000) $481 Shares 10,000 Est. Cost $48.10 Unrealized
EMAGIN CORPORATION 0.0%
Value ($000) $463 Shares 130,000 Est. Cost $3.56 Unrealized
PHARMERICA CORP 0.0%
Value ($000) $416 Shares 30,000 Est. Cost $13.87 Unrealized
OCLARO INC 0.0%
Value ($000) $413 Shares 350,000 Est. Cost $1.18 Unrealized
MARIN SOFTWARE INC 0.0%
Value ($000) $410 Shares 40,000 Est. Cost $10.25 Unrealized
CALIX NETWORKS INC 0.0%
Value ($000) $404 Shares 40,000 Est. Cost $10.10 Unrealized
EMERITUS CORP 0.0%
Value ($000) $348 Shares 15,000 Est. Cost $23.20 Unrealized
INTEGRATED SILICON SOLUTION 0.0%
Value ($000) $327 Shares 29,870 Est. Cost $10.95 Unrealized
LIPOSCIENCE INC 0.0%
Value ($000) $315 Shares 45,000 Est. Cost $7.00 Unrealized
SI FINANCIAL GROUP INC 0.0%
Value ($000) $298 Shares 26,943 Est. Cost $11.06 Unrealized
REALNETWORKS INC 0.0%
Value ($000) $284 Shares 37,500 Est. Cost $7.57 Unrealized
BEBE STORES INC 0.0%
Value ($000) $281 Shares 50,000 Est. Cost $5.62 Unrealized
GIGAMON INC 0.0%
Value ($000) $276 Shares 10,000 Est. Cost $27.60 Unrealized
HAUPPAUGE DIGITAL INC 0.0%
Value ($000) $207 Shares 300,000 Est. Cost $0.69 Unrealized
NTN BUZZTIME INC 0.0%
Value ($000) $205 Shares 500,000 Est. Cost $0.41 Unrealized
ARES COMMERCIAL REAL ESTATE 0.0%
Value ($000) $192 Shares 15,000 Est. Cost $12.80 Unrealized
AFFYMETRIX INC 0.0%
Value ($000) $178 Shares 40,000 Est. Cost $4.45 Unrealized
ENZON PHARMACEUTICALS INC 0.0%
Value ($000) $120 Shares 60,000 Est. Cost $2.00 Unrealized
NOVATEL WIRELESS INC 0.0%
Value ($000) $119 Shares 30,000 Est. Cost $3.97 Unrealized
SUN BANCORP INC NJ 0.0%
Value ($000) $112 Shares 33,075 Est. Cost $3.39 Unrealized
LONE PINE RESOURCES INC 0.0%
Value ($000) $83 Shares 251,118 Est. Cost $0.33 Unrealized