State of New Jersey Common Pension Fund A Diversified Active

CIK: 0001483262 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 1, 2013

Total Value ($000): $20,818,182 (100.0% shares, 0.0% debt)

Holdings (824)

APPLE INC 3.1%
Value ($000) $643,136 Shares 1,349,000 Est. Cost $396.08 Unrealized
EXXON MOBIL CORP 2.3%
Value ($000) $485,696 Shares 5,645,000 Est. Cost $90.09 Unrealized
MICROSOFT CORP 1.8%
Value ($000) $376,403 Shares 11,300,000 Est. Cost $34.53 Unrealized
WELLS FARGO + CO 1.8%
Value ($000) $368,900 Shares 8,927,890 Est. Cost $41.27 Unrealized
GOOGLE INC CL A 1.5%
Value ($000) $320,583 Shares 366,000 Est. Cost $880.37 Unrealized
MERCK + CO. INC. 1.4%
Value ($000) $298,753 Shares 6,275,000 Est. Cost $46.45 Unrealized
JPMORGAN CHASE + CO 1.4%
Value ($000) $286,776 Shares 5,548,000 Est. Cost $52.79 Unrealized
JOHNSON + JOHNSON 1.4%
Value ($000) $281,743 Shares 3,250,000 Est. Cost $85.86 Unrealized
PFIZER INC 1.3%
Value ($000) $280,299 Shares 9,763,113 Est. Cost $28.03 Unrealized
PROCTER + GAMBLE CO/THE 1.2%
Value ($000) $258,136 Shares 3,414,945 Est. Cost $76.99 Unrealized
PHILIP MORRIS INTERNATIONAL 1.1%
Value ($000) $231,282 Shares 2,671,000 Est. Cost $86.62 Unrealized
CITIGROUP INC 1.0%
Value ($000) $216,716 Shares 4,467,442 Est. Cost $48.01 Unrealized
INTL BUSINESS MACHINES CORP 0.9%
Value ($000) $197,217 Shares 1,065,000 Est. Cost $191.11 Unrealized
WALT DISNEY CO/THE 0.9%
Value ($000) $193,470 Shares 3,000,000 Est. Cost $63.19 Unrealized
COCA COLA CO/THE 0.9%
Value ($000) $182,771 Shares 4,825,000 Est. Cost $40.11 Unrealized
HOME DEPOT INC 0.9%
Value ($000) $181,964 Shares 2,399,000 Est. Cost $77.25 Unrealized
CISCO SYSTEMS INC 0.8%
Value ($000) $175,650 Shares 7,500,000 Est. Cost $24.31 Unrealized
GENERAL ELECTRIC CO 0.8%
Value ($000) $174,039 Shares 7,285,000 Est. Cost $23.19 Unrealized
BANK OF AMERICA CORP 0.8%
Value ($000) $164,132 Shares 11,893,615 Est. Cost $12.86 Unrealized
VERIZON COMMUNICATIONS INC 0.8%
Value ($000) $163,310 Shares 3,500,000 Est. Cost $48.66 Unrealized
GILEAD SCIENCES INC 0.7%
Value ($000) $153,330 Shares 2,440,000 Est. Cost $51.21 Unrealized
AMAZON.COM INC 0.7%
Value ($000) $137,562 Shares 440,000 Est. Cost $280.07 Unrealized
VISA INC CLASS A SHARES 0.6%
Value ($000) $131,859 Shares 690,000 Est. Cost $183.60 Unrealized
PEPSICO INC 0.6%
Value ($000) $129,951 Shares 1,634,600 Est. Cost $81.32 Unrealized
PRUDENTIAL FINANCIAL INC 0.6%
Value ($000) $129,291 Shares 1,658,000 Est. Cost $73.35 Unrealized
WAL MART STORES INC 0.6%
Value ($000) $126,176 Shares 1,706,000 Est. Cost $74.49 Unrealized
COMCAST CORP SPECIAL CL A 0.6%
Value ($000) $125,773 Shares 2,900,000 Est. Cost $39.67 Unrealized
PRECISION CASTPARTS CORP 0.6%
Value ($000) $124,982 Shares 550,000 Est. Cost $226.23 Unrealized
QUALCOMM INC 0.6%
Value ($000) $123,942 Shares 1,840,000 Est. Cost $61.22 Unrealized
ELI LILLY + CO 0.6%
Value ($000) $121,924 Shares 2,422,496 Est. Cost $49.12 Unrealized
ALTRIA GROUP INC 0.6%
Value ($000) $118,714 Shares 3,456,000 Est. Cost $34.97 Unrealized
CONOCOPHILLIPS 0.6%
Value ($000) $118,514 Shares 1,705,000 Est. Cost $60.50 Unrealized
GOLDMAN SACHS GROUP INC 0.6%
Value ($000) $118,103 Shares 746,500 Est. Cost $154.42 Unrealized
METLIFE INC 0.5%
Value ($000) $112,222 Shares 2,390,248 Est. Cost $45.80 Unrealized
BERKSHIRE HATHAWAY INC CL B 0.5%
Value ($000) $108,970 Shares 960,000 Est. Cost $111.95 Unrealized
ORACLE CORP 0.5%
Value ($000) $104,486 Shares 3,150,000 Est. Cost $30.72 Unrealized
AMERIPRISE FINANCIAL INC 0.5%
Value ($000) $103,103 Shares 1,132,000 Est. Cost $80.88 Unrealized
BOEING CO/THE 0.5%
Value ($000) $102,813 Shares 875,000 Est. Cost $102.44 Unrealized
BRISTOL MYERS SQUIBB CO 0.5%
Value ($000) $100,517 Shares 2,171,938 Est. Cost $44.69 Unrealized
MONSANTO CO 0.5%
Value ($000) $100,195 Shares 960,000 Est. Cost $101.23 Unrealized
PRAXAIR INC 0.5%
Value ($000) $99,546 Shares 828,100 Est. Cost $117.16 Unrealized
ABBVIE INC 0.5%
Value ($000) $99,122 Shares 2,216,000 Est. Cost $41.34 Unrealized
CHEVRON CORP 0.5%
Value ($000) $98,658 Shares 812,000 Est. Cost $118.38 Unrealized
AETNA INC 0.5%
Value ($000) $97,638 Shares 1,525,120 Est. Cost $63.54 Unrealized
BLACKROCK INC 0.5%
Value ($000) $96,071 Shares 355,000 Est. Cost $256.85 Unrealized
COLGATE PALMOLIVE CO 0.5%
Value ($000) $95,770 Shares 1,615,000 Est. Cost $57.37 Unrealized
EPR PROPERTIES 0.4%
Value ($000) $90,656 Shares 1,860,000 Est. Cost $50.27 Unrealized
AMERICAN INTERNATIONAL GROUP 0.4%
Value ($000) $89,576 Shares 1,842,000 Est. Cost $44.70 Unrealized
TIME WARNER INC 0.4%
Value ($000) $89,502 Shares 1,360,000 Est. Cost $59.64 Unrealized
PNC FINANCIAL SERVICES GROUP 0.4%
Value ($000) $88,101 Shares 1,216,031 Est. Cost $72.90 Unrealized
ABBOTT LABORATORIES 0.4%
Value ($000) $86,825 Shares 2,616,000 Est. Cost $34.88 Unrealized
UNITED RENTALS INC 0.4%
Value ($000) $84,346 Shares 1,447,000 Est. Cost $50.53 Unrealized
ALLERGAN INC 0.4%
Value ($000) $82,943 Shares 917,000 Est. Cost $87.68 Unrealized
BABCOCK + WILCOX CO/THE 0.4%
Value ($000) $82,783 Shares 2,455,000 Est. Cost $30.03 Unrealized
FREEPORT MCMORAN COPPER W/I 0.4%
Value ($000) $81,046 Shares 2,450,000 Est. Cost $32.75 Unrealized
MOSAIC CO/THE 0.4%
Value ($000) $80,663 Shares 1,875,000 Est. Cost $49.00 Unrealized
TRIUMPH GROUP INC 0.4%
Value ($000) $77,944 Shares 1,110,000 Est. Cost $75.61 Unrealized
KANSAS CITY SOUTHERN 0.4%
Value ($000) $77,646 Shares 710,000 Est. Cost $106.01 Unrealized
AMERICAN TOWER CORP 0.4%
Value ($000) $77,637 Shares 1,047,300 Est. Cost $73.20 Unrealized
MCKESSON CORP 0.4%
Value ($000) $77,140 Shares 601,250 Est. Cost $114.50 Unrealized
WEYERHAEUSER CO 0.4%
Value ($000) $74,438 Shares 2,600,000 Est. Cost $28.49 Unrealized
TRANSDIGM GROUP INC 0.4%
Value ($000) $73,511 Shares 530,000 Est. Cost $148.25 Unrealized
MCDONALD S CORP 0.4%
Value ($000) $73,111 Shares 759,913 Est. Cost $99.00 Unrealized
AUTODESK INC 0.3%
Value ($000) $72,459 Shares 1,760,000 Est. Cost $35.99 Unrealized
ZOETIS INC W/I 0.3%
Value ($000) $72,143 Shares 2,318,234 Est. Cost $30.89 Unrealized
L 3 COMMUNICATIONS HOLDINGS 0.3%
Value ($000) $71,820 Shares 760,000 Est. Cost $85.74 Unrealized
CVS CAREMARK CORP 0.3%
Value ($000) $71,786 Shares 1,264,943 Est. Cost $57.18 Unrealized
VIACOM INC CLASS B 0.3%
Value ($000) $71,043 Shares 850,000 Est. Cost $68.05 Unrealized
EXELON CORP 0.3%
Value ($000) $70,771 Shares 2,387,680 Est. Cost $30.52 Unrealized
CITRIX SYSTEMS INC 0.3%
Value ($000) $69,904 Shares 990,000 Est. Cost $60.33 Unrealized
AMERICAN EXPRESS CO 0.3%
Value ($000) $69,478 Shares 920,000 Est. Cost $74.76 Unrealized
UNITED TECHNOLOGIES CORP 0.3%
Value ($000) $67,388 Shares 625,000 Est. Cost $92.94 Unrealized
NEXTERA ENERGY INC 0.3%
Value ($000) $66,533 Shares 830,000 Est. Cost $81.48 Unrealized
LINCOLN NATIONAL CORP 0.3%
Value ($000) $64,581 Shares 1,538,000 Est. Cost $36.79 Unrealized
ANADARKO PETROLEUM CORP 0.3%
Value ($000) $64,442 Shares 693,000 Est. Cost $85.93 Unrealized
INTEL CORP 0.3%
Value ($000) $64,176 Shares 2,800,000 Est. Cost $24.22 Unrealized
FEDEX CORP 0.3%
Value ($000) $63,902 Shares 560,000 Est. Cost $98.58 Unrealized
QUANTA SERVICES INC 0.3%
Value ($000) $63,273 Shares 2,300,000 Est. Cost $26.78 Unrealized
TIME WARNER CABLE 0.3%
Value ($000) $62,496 Shares 560,000 Est. Cost $111.94 Unrealized
REYNOLDS AMERICAN INC 0.3%
Value ($000) $62,341 Shares 1,278,000 Est. Cost $48.37 Unrealized
HEWLETT PACKARD CO 0.3%
Value ($000) $60,842 Shares 2,900,000 Est. Cost $24.54 Unrealized
PHILLIPS 66 0.3%
Value ($000) $60,711 Shares 1,050,000 Est. Cost $58.87 Unrealized
REPUBLIC SERVICES INC 0.3%
Value ($000) $60,048 Shares 1,800,000 Est. Cost $33.94 Unrealized
CAPITAL ONE FINANCIAL CORP 0.3%
Value ($000) $59,804 Shares 870,000 Est. Cost $62.81 Unrealized
DEVON ENERGY CORPORATION 0.3%
Value ($000) $59,782 Shares 1,035,000 Est. Cost $52.28 Unrealized
CHART INDUSTRIES INC 0.3%
Value ($000) $59,059 Shares 480,000 Est. Cost $94.09 Unrealized
NORFOLK SOUTHERN CORP 0.3%
Value ($000) $57,820 Shares 747,500 Est. Cost $73.26 Unrealized
DISH NETWORK CORP A 0.3%
Value ($000) $57,613 Shares 1,280,000 Est. Cost $42.68 Unrealized
MONDELEZ INTERNATIONAL INC 0.3%
Value ($000) $57,598 Shares 1,833,163 Est. Cost $28.53 Unrealized
PERRIGO CO 0.3%
Value ($000) $56,755 Shares 460,000 Est. Cost $121.93 Unrealized
HONEYWELL INTERNATIONAL INC 0.3%
Value ($000) $56,052 Shares 675,000 Est. Cost $79.34 Unrealized
JUNIPER NETWORKS INC 0.3%
Value ($000) $55,608 Shares 2,800,000 Est. Cost $19.66 Unrealized
TENET HEALTHCARE CORP 0.3%
Value ($000) $55,504 Shares 1,347,500 Est. Cost $45.95 Unrealized
FACEBOOK INC A 0.3%
Value ($000) $55,264 Shares 1,100,000 Est. Cost $24.86 Unrealized
MORGAN STANLEY 0.3%
Value ($000) $55,248 Shares 2,050,000 Est. Cost $25.91 Unrealized
CHUBB CORP 0.3%
Value ($000) $55,073 Shares 617,000 Est. Cost $84.65 Unrealized
AMGEN INC 0.3%
Value ($000) $55,002 Shares 491,355 Est. Cost $98.66 Unrealized
LYONDELLBASELL INDU CL A 0.3%
Value ($000) $54,923 Shares 750,000 Est. Cost $66.26 Unrealized
PPL CORPORATION 0.3%
Value ($000) $52,451 Shares 1,726,500 Est. Cost $30.26 Unrealized
SOUTHWEST AIRLINES CO 0.3%
Value ($000) $52,416 Shares 3,600,000 Est. Cost $12.98 Unrealized
BROADCOM CORP CL A 0.2%
Value ($000) $52,021 Shares 2,000,000 Est. Cost $31.44 Unrealized
OCCIDENTAL PETROLEUM CORP 0.2%
Value ($000) $51,915 Shares 555,000 Est. Cost $89.23 Unrealized
EXPRESS SCRIPTS HOLDING CO 0.2%
Value ($000) $51,895 Shares 840,000 Est. Cost $61.69 Unrealized
PTC INC 0.2%
Value ($000) $51,174 Shares 1,800,000 Est. Cost $24.53 Unrealized
UNDER ARMOUR INC CLASS A 0.2%
Value ($000) $50,848 Shares 640,000 Est. Cost $59.71 Unrealized
MASTERCARD INC CLASS A 0.2%
Value ($000) $50,459 Shares 75,000 Est. Cost $574.51 Unrealized
KINDER MORGAN INC 0.2%
Value ($000) $50,043 Shares 1,406,887 Est. Cost $37.86 Unrealized
BALL CORP 0.2%
Value ($000) $49,368 Shares 1,100,000 Est. Cost $41.54 Unrealized
TOLL BROTHERS INC 0.2%
Value ($000) $49,196 Shares 1,517,000 Est. Cost $32.63 Unrealized
CIT GROUP INC 0.2%
Value ($000) $48,770 Shares 1,000,000 Est. Cost $46.95 Unrealized
ENERGIZER HOLDINGS INC 0.2%
Value ($000) $48,218 Shares 529,000 Est. Cost $100.33 Unrealized
US BANCORP 0.2%
Value ($000) $48,091 Shares 1,314,671 Est. Cost $36.15 Unrealized
SIMON PROPERTY GROUP INC 0.2%
Value ($000) $48,016 Shares 323,927 Est. Cost $157.92 Unrealized
ONEOK INC 0.2%
Value ($000) $47,615 Shares 893,000 Est. Cost $41.31 Unrealized
AT+T INC 0.2%
Value ($000) $47,348 Shares 1,400,000 Est. Cost $35.40 Unrealized
ANALOG DEVICES INC 0.2%
Value ($000) $47,050 Shares 1,000,000 Est. Cost $46.45 Unrealized
ALASKA AIR GROUP INC 0.2%
Value ($000) $46,965 Shares 750,000 Est. Cost $52.00 Unrealized
CUBIC CORP 0.2%
Value ($000) $46,702 Shares 870,000 Est. Cost $48.10 Unrealized
UNION PACIFIC CORP 0.2%
Value ($000) $46,602 Shares 300,000 Est. Cost $154.28 Unrealized
LEGG MASON INC 0.2%
Value ($000) $46,147 Shares 1,380,000 Est. Cost $31.36 Unrealized
ESTEE LAUDER COMPANIES CL A 0.2%
Value ($000) $46,134 Shares 660,000 Est. Cost $68.15 Unrealized
HOLLYFRONTIER CORP 0.2%
Value ($000) $46,110 Shares 1,095,000 Est. Cost $42.78 Unrealized
DOW CHEMICAL CO/THE 0.2%
Value ($000) $46,080 Shares 1,200,000 Est. Cost $32.17 Unrealized
EMC CORP/MA 0.2%
Value ($000) $46,008 Shares 1,800,000 Est. Cost $23.62 Unrealized
UNITED PARCEL SERVICE CL B 0.2%
Value ($000) $45,685 Shares 500,000 Est. Cost $86.97 Unrealized
FORD MOTOR CO 0.2%
Value ($000) $45,549 Shares 2,700,000 Est. Cost $15.47 Unrealized
US AIRWAYS GROUP INC 0.2%
Value ($000) $45,504 Shares 2,400,000 Est. Cost $17.48 Unrealized
DOLLAR TREE INC 0.2%
Value ($000) $45,499 Shares 796,000 Est. Cost $50.84 Unrealized
BED BATH + BEYOND INC 0.2%
Value ($000) $45,333 Shares 586,000 Est. Cost $70.90 Unrealized
CREE INC 0.2%
Value ($000) $45,143 Shares 750,000 Est. Cost $62.64 Unrealized
CAMPBELL SOUP CO 0.2%
Value ($000) $44,781 Shares 1,100,000 Est. Cost $40.71 Unrealized
LOWE S COS INC 0.2%
Value ($000) $44,753 Shares 940,000 Est. Cost $40.90 Unrealized
UNITEDHEALTH GROUP INC 0.2%
Value ($000) $44,415 Shares 620,228 Est. Cost $65.48 Unrealized
COSTCO WHOLESALE CORP 0.2%
Value ($000) $44,321 Shares 385,000 Est. Cost $110.57 Unrealized
ACTAVIS INC 0.2%
Value ($000) $43,920 Shares 305,000 Est. Cost $129.13 Unrealized
MEDTRONIC INC 0.2%
Value ($000) $43,133 Shares 810,000 Est. Cost $51.47 Unrealized
MCDERMOTT INTL INC 0.2%
Value ($000) $43,094 Shares 5,800,000 Est. Cost $8.14 Unrealized
AMC NETWORKS INC A 0.2%
Value ($000) $42,800 Shares 625,000 Est. Cost $66.59 Unrealized
TAL INTERNATIONAL GROUP INC 0.2%
Value ($000) $42,057 Shares 900,000 Est. Cost $43.60 Unrealized
UNITED NATURAL FOODS INC 0.2%
Value ($000) $41,676 Shares 620,000 Est. Cost $53.99 Unrealized
GENERAL DYNAMICS CORP 0.2%
Value ($000) $41,572 Shares 475,000 Est. Cost $78.33 Unrealized
ROCK TENN COMPANY CL A 0.2%
Value ($000) $41,521 Shares 410,000 Est. Cost $99.88 Unrealized
MARATHON PETROLEUM CORP 0.2%
Value ($000) $41,165 Shares 640,000 Est. Cost $71.06 Unrealized
FLUOR CORP 0.2%
Value ($000) $40,625 Shares 572,500 Est. Cost $59.31 Unrealized
TREX COMPANY INC 0.2%
Value ($000) $40,615 Shares 820,000 Est. Cost $47.94 Unrealized
BERRY PETROLEUM CO CLASS A 0.2%
Value ($000) $40,542 Shares 940,000 Est. Cost $42.34 Unrealized
TRAVELERS COS INC/THE 0.2%
Value ($000) $40,316 Shares 475,595 Est. Cost $79.92 Unrealized
TYCO INTERNATIONAL LTD 0.2%
Value ($000) $40,227 Shares 1,150,000 Est. Cost $32.95 Unrealized
DEERE + CO 0.2%
Value ($000) $39,881 Shares 490,000 Est. Cost $81.25 Unrealized
CUMMINS INC 0.2%
Value ($000) $39,861 Shares 300,000 Est. Cost $108.46 Unrealized
COMMUNITY HEALTH SYSTEMS INC 0.2%
Value ($000) $39,840 Shares 960,000 Est. Cost $46.88 Unrealized
DUKE ENERGY CORP 0.2%
Value ($000) $39,679 Shares 594,168 Est. Cost $67.50 Unrealized
GENERAL MOTORS CO 0.2%
Value ($000) $39,567 Shares 1,100,000 Est. Cost $33.31 Unrealized
ABERCROMBIE + FITCH CO CL A 0.2%
Value ($000) $37,492 Shares 1,060,000 Est. Cost $36.01 Unrealized
NAVISTAR INTERNATIONAL CORP 0.2%
Value ($000) $37,210 Shares 1,020,000 Est. Cost $29.30 Unrealized
QUEST DIAGNOSTICS INC 0.2%
Value ($000) $37,074 Shares 600,000 Est. Cost $60.63 Unrealized
HILLSHIRE BRANDS CO 0.2%
Value ($000) $36,925 Shares 1,201,200 Est. Cost $32.92 Unrealized
VERIFONE SYSTEMS INC 0.2%
Value ($000) $36,576 Shares 1,600,000 Est. Cost $16.81 Unrealized
ST JUDE MEDICAL INC 0.2%
Value ($000) $36,475 Shares 680,000 Est. Cost $45.63 Unrealized
MASTEC INC 0.2%
Value ($000) $36,360 Shares 1,200,000 Est. Cost $32.58 Unrealized
EOG RESOURCES INC 0.2%
Value ($000) $36,226 Shares 214,000 Est. Cost $131.68 Unrealized
LORILLARD INC 0.2%
Value ($000) $35,824 Shares 800,000 Est. Cost $44.78 Unrealized
TJX COMPANIES INC 0.2%
Value ($000) $35,808 Shares 635,000 Est. Cost $50.06 Unrealized
APOLLO GROUP INC CL A 0.2%
Value ($000) $35,377 Shares 1,700,000 Est. Cost $18.08 Unrealized
GAMESTOP CORP CLASS A 0.2%
Value ($000) $35,301 Shares 711,000 Est. Cost $48.90 Unrealized
REGIONS FINANCIAL CORP 0.2%
Value ($000) $35,188 Shares 3,800,000 Est. Cost $9.53 Unrealized
BAKER HUGHES INC 0.2%
Value ($000) $35,114 Shares 715,147 Est. Cost $46.13 Unrealized
CLEAN HARBORS INC 0.2%
Value ($000) $34,609 Shares 590,000 Est. Cost $50.53 Unrealized
CERNER CORP 0.2%
Value ($000) $33,632 Shares 640,000 Est. Cost $72.96 Unrealized
ATMEL CORP 0.2%
Value ($000) $33,480 Shares 4,500,000 Est. Cost $7.35 Unrealized
MONSTER BEVERAGE CORP 0.2%
Value ($000) $33,440 Shares 640,000 Est. Cost $54.51 Unrealized
FOREST LABORATORIES INC 0.2%
Value ($000) $33,351 Shares 779,400 Est. Cost $41.00 Unrealized
CLEAN ENERGY FUELS CORP 0.2%
Value ($000) $32,589 Shares 2,550,000 Est. Cost $13.19 Unrealized
NIKE INC CL B 0.2%
Value ($000) $32,470 Shares 447,000 Est. Cost $63.68 Unrealized
APPLIED MATERIALS INC 0.2%
Value ($000) $32,449 Shares 1,850,000 Est. Cost $15.41 Unrealized
EBAY INC 0.2%
Value ($000) $32,358 Shares 580,000 Est. Cost $51.72 Unrealized
TE CONNECTIVITY LTD 0.2%
Value ($000) $32,104 Shares 620,000 Est. Cost $45.54 Unrealized
NETAPP INC 0.2%
Value ($000) $31,965 Shares 750,000 Est. Cost $37.78 Unrealized
KRAFT FOODS GROUP INC 0.2%
Value ($000) $31,956 Shares 609,387 Est. Cost $55.87 Unrealized
WHITEWAVE FOODS CO CL A 0.2%
Value ($000) $31,952 Shares 1,600,000 Est. Cost $16.25 Unrealized
UNITED STATES STEEL CORP 0.2%
Value ($000) $31,915 Shares 1,550,000 Est. Cost $20.29 Unrealized
SEALED AIR CORP 0.2%
Value ($000) $31,731 Shares 1,167,000 Est. Cost $24.41 Unrealized
PETSMART INC 0.2%
Value ($000) $31,648 Shares 415,000 Est. Cost $75.59 Unrealized
BIOGEN IDEC INC 0.2%
Value ($000) $31,299 Shares 130,000 Est. Cost $215.20 Unrealized
RAYMOND JAMES FINANCIAL INC 0.2%
Value ($000) $31,253 Shares 750,000 Est. Cost $42.54 Unrealized
AOL INC 0.1%
Value ($000) $31,122 Shares 900,000 Est. Cost $34.58 Unrealized
J + J SNACK FOODS CORP 0.1%
Value ($000) $31,078 Shares 385,000 Est. Cost $77.80 Unrealized
TEXAS INSTRUMENTS INC 0.1%
Value ($000) $30,203 Shares 750,000 Est. Cost $34.87 Unrealized
CELGENE CORP 0.1%
Value ($000) $30,016 Shares 195,000 Est. Cost $116.91 Unrealized
BAXTER INTERNATIONAL INC 0.1%
Value ($000) $29,955 Shares 456,000 Est. Cost $69.27 Unrealized
ECHOSTAR CORP A 0.1%
Value ($000) $29,880 Shares 680,000 Est. Cost $39.61 Unrealized
YAHOO INC 0.1%
Value ($000) $29,844 Shares 900,000 Est. Cost $33.16 Unrealized
YUM BRANDS INC 0.1%
Value ($000) $29,841 Shares 418,000 Est. Cost $69.34 Unrealized
PROS HOLDINGS INC 0.1%
Value ($000) $29,746 Shares 870,000 Est. Cost $29.95 Unrealized
PEABODY ENERGY CORP 0.1%
Value ($000) $29,584 Shares 1,715,000 Est. Cost $14.64 Unrealized
NVR INC 0.1%
Value ($000) $29,414 Shares 32,000 Est. Cost $921.82 Unrealized
AON PLC 0.1%
Value ($000) $29,404 Shares 395,000 Est. Cost $64.35 Unrealized
DU PONT (E.I.) DE NEMOURS 0.1%
Value ($000) $29,280 Shares 500,000 Est. Cost $52.50 Unrealized
CINEMARK HOLDINGS INC 0.1%
Value ($000) $29,201 Shares 920,000 Est. Cost $28.00 Unrealized
STANLEY BLACK + DECKER INC 0.1%
Value ($000) $28,982 Shares 320,000 Est. Cost $77.30 Unrealized
WABASH NATIONAL CORP 0.1%
Value ($000) $28,684 Shares 2,460,000 Est. Cost $10.18 Unrealized
TARGET CORP 0.1%
Value ($000) $28,463 Shares 444,880 Est. Cost $68.86 Unrealized
SOUTHERN CO/THE 0.1%
Value ($000) $28,455 Shares 691,000 Est. Cost $44.13 Unrealized
EVEREST RE GROUP LTD 0.1%
Value ($000) $28,355 Shares 195,000 Est. Cost $128.26 Unrealized
MATTEL INC 0.1%
Value ($000) $28,046 Shares 670,000 Est. Cost $45.31 Unrealized
DANAHER CORP 0.1%
Value ($000) $27,728 Shares 400,000 Est. Cost $63.30 Unrealized
RAYTHEON COMPANY 0.1%
Value ($000) $26,975 Shares 350,000 Est. Cost $66.12 Unrealized
TAYLOR MORRISON HOME CORP A 0.1%
Value ($000) $26,727 Shares 1,180,000 Est. Cost $24.38 Unrealized
INGREDION INC 0.1%
Value ($000) $26,468 Shares 400,000 Est. Cost $65.76 Unrealized
DOMINION RESOURCES INC/VA 0.1%
Value ($000) $26,242 Shares 420,000 Est. Cost $56.82 Unrealized
KIMBERLY CLARK CORP 0.1%
Value ($000) $25,911 Shares 275,000 Est. Cost $97.14 Unrealized
ACCENTURE PLC CL A 0.1%
Value ($000) $25,774 Shares 350,000 Est. Cost $73.64 Unrealized
ALLSTATE CORP 0.1%
Value ($000) $25,682 Shares 508,054 Est. Cost $48.12 Unrealized
BANK OF NEW YORK MELLON CORP 0.1%
Value ($000) $25,636 Shares 849,167 Est. Cost $28.05 Unrealized
LOCKHEED MARTIN CORP 0.1%
Value ($000) $25,510 Shares 200,000 Est. Cost $127.55 Unrealized
TYSON FOODS INC CL A 0.1%
Value ($000) $25,452 Shares 900,000 Est. Cost $28.28 Unrealized
NATIONAL OILWELL VARCO INC 0.1%
Value ($000) $24,995 Shares 320,000 Est. Cost $68.90 Unrealized
WATTS WATER TECHNOLOGIES A 0.1%
Value ($000) $24,803 Shares 440,000 Est. Cost $45.34 Unrealized
HUNTSMAN CORP 0.1%
Value ($000) $24,732 Shares 1,200,000 Est. Cost $16.56 Unrealized
LINKEDIN CORP A 0.1%
Value ($000) $24,606 Shares 100,000 Est. Cost $246.06 Unrealized
MARTIN MARIETTA MATERIALS 0.1%
Value ($000) $24,543 Shares 250,000 Est. Cost $98.30 Unrealized
GENERAL MILLS INC 0.1%
Value ($000) $24,522 Shares 511,720 Est. Cost $48.53 Unrealized
MICRON TECHNOLOGY INC 0.1%
Value ($000) $24,458 Shares 1,400,000 Est. Cost $14.33 Unrealized
CHESAPEAKE ENERGY CORP 0.1%
Value ($000) $23,939 Shares 925,000 Est. Cost $20.38 Unrealized
CIGNA CORP 0.1%
Value ($000) $23,827 Shares 310,000 Est. Cost $72.49 Unrealized
HESS CORP 0.1%
Value ($000) $23,767 Shares 307,300 Est. Cost $66.49 Unrealized
RACKSPACE HOSTING INC 0.1%
Value ($000) $23,742 Shares 450,000 Est. Cost $37.89 Unrealized
WALGREEN CO 0.1%
Value ($000) $23,715 Shares 440,800 Est. Cost $44.20 Unrealized
STATE STREET CORP 0.1%
Value ($000) $23,670 Shares 360,000 Est. Cost $65.21 Unrealized
AVALONBAY COMMUNITIES INC 0.1%
Value ($000) $23,576 Shares 185,500 Est. Cost $134.91 Unrealized
GENERAC HOLDINGS INC 0.1%
Value ($000) $23,452 Shares 550,000 Est. Cost $37.01 Unrealized
APACHE CORP 0.1%
Value ($000) $23,414 Shares 275,000 Est. Cost $83.83 Unrealized
TRW AUTOMOTIVE HOLDINGS CORP 0.1%
Value ($000) $23,176 Shares 325,000 Est. Cost $66.44 Unrealized
E TRADE FINANCIAL CORP 0.1%
Value ($000) $23,100 Shares 1,400,000 Est. Cost $12.66 Unrealized
STIFEL FINANCIAL CORP 0.1%
Value ($000) $23,083 Shares 560,000 Est. Cost $35.67 Unrealized
KOPPERS HOLDINGS INC 0.1%
Value ($000) $23,031 Shares 540,000 Est. Cost $38.43 Unrealized
DREW INDUSTRIES INC 0.1%
Value ($000) $22,770 Shares 500,000 Est. Cost $39.32 Unrealized
CARDINAL HEALTH INC 0.1%
Value ($000) $22,685 Shares 435,000 Est. Cost $47.20 Unrealized
SPECTRA ENERGY CORP 0.1%
Value ($000) $22,250 Shares 650,000 Est. Cost $34.46 Unrealized
KROGER CO 0.1%
Value ($000) $22,227 Shares 551,000 Est. Cost $34.54 Unrealized
CALAVO GROWERS INC 0.1%
Value ($000) $22,221 Shares 734,800 Est. Cost $27.19 Unrealized
NEWELL RUBBERMAID INC 0.1%
Value ($000) $22,000 Shares 800,000 Est. Cost $26.25 Unrealized
INFORMATICA CORP 0.1%
Value ($000) $21,823 Shares 560,000 Est. Cost $34.98 Unrealized
PRIMERICA INC 0.1%
Value ($000) $21,784 Shares 540,000 Est. Cost $37.44 Unrealized
T ROWE PRICE GROUP INC 0.1%
Value ($000) $21,579 Shares 300,000 Est. Cost $73.15 Unrealized
GENESEE + WYOMING INC CL A 0.1%
Value ($000) $21,383 Shares 230,000 Est. Cost $86.61 Unrealized
STARWOOD PROPERTY TRUST INC 0.1%
Value ($000) $21,297 Shares 888,500 Est. Cost $24.75 Unrealized
KBR INC 0.1%
Value ($000) $21,216 Shares 650,000 Est. Cost $32.50 Unrealized
DISCOVER FINANCIAL SERVICES 0.1%
Value ($000) $20,797 Shares 411,500 Est. Cost $47.64 Unrealized
ARCHER DANIELS MIDLAND CO 0.1%
Value ($000) $20,723 Shares 562,526 Est. Cost $33.91 Unrealized
SPIRIT AEROSYSTEMS HOLD CL A 0.1%
Value ($000) $20,604 Shares 850,000 Est. Cost $24.24 Unrealized
WILLIAMS COS INC 0.1%
Value ($000) $20,543 Shares 565,000 Est. Cost $32.47 Unrealized
SPRINT CORP 0.1%
Value ($000) $20,493 Shares 3,300,000 Est. Cost $6.21 Unrealized
BOSTON BEER COMPANY INC A 0.1%
Value ($000) $20,269 Shares 83,000 Est. Cost $170.64 Unrealized
FIRST SOLAR INC 0.1%
Value ($000) $20,105 Shares 500,000 Est. Cost $40.21 Unrealized
TWENTY FIRST CENTURY FOX A 0.1%
Value ($000) $20,100 Shares 600,000 Est. Cost $33.50 Unrealized
PIONEER NATURAL RESOURCES CO 0.1%
Value ($000) $19,824 Shares 105,000 Est. Cost $144.75 Unrealized
WYNDHAM WORLDWIDE CORP 0.1%
Value ($000) $19,632 Shares 322,000 Est. Cost $57.23 Unrealized
LAS VEGAS SANDS CORP 0.1%
Value ($000) $19,527 Shares 294,000 Est. Cost $52.93 Unrealized
JARDEN CORP 0.1%
Value ($000) $19,239 Shares 397,500 Est. Cost $43.75 Unrealized
COVIDIEN PLC 0.1%
Value ($000) $19,196 Shares 315,000 Est. Cost $62.84 Unrealized
NOBLE ENERGY INC 0.1%
Value ($000) $18,964 Shares 283,000 Est. Cost $60.04 Unrealized
AXIALL CORP 0.1%
Value ($000) $18,895 Shares 500,000 Est. Cost $42.58 Unrealized
WELLPOINT INC 0.1%
Value ($000) $18,812 Shares 225,000 Est. Cost $81.84 Unrealized
VALERO ENERGY CORP 0.1%
Value ($000) $18,783 Shares 550,000 Est. Cost $34.77 Unrealized
SEMPRA ENERGY 0.1%
Value ($000) $18,587 Shares 217,140 Est. Cost $81.76 Unrealized
URS CORP 0.1%
Value ($000) $18,544 Shares 345,000 Est. Cost $47.22 Unrealized
COMMVAULT SYSTEMS INC 0.1%
Value ($000) $18,444 Shares 210,000 Est. Cost $75.89 Unrealized
ACTIVISION BLIZZARD INC 0.1%
Value ($000) $18,337 Shares 1,100,000 Est. Cost $14.26 Unrealized
ARCH CAPITAL GROUP LTD 0.1%
Value ($000) $18,326 Shares 338,556 Est. Cost $51.41 Unrealized
AMERICAN ELECTRIC POWER 0.1%
Value ($000) $18,034 Shares 416,000 Est. Cost $44.78 Unrealized
COMPUWARE CORP 0.1%
Value ($000) $18,032 Shares 1,610,000 Est. Cost $10.41 Unrealized
BEAZER HOMES USA INC 0.1%
Value ($000) $18,000 Shares 1,000,000 Est. Cost $17.52 Unrealized
THERAVANCE INC 0.1%
Value ($000) $17,955 Shares 439,108 Est. Cost $38.53 Unrealized
FMC CORP 0.1%
Value ($000) $17,930 Shares 250,000 Est. Cost $61.06 Unrealized
KELLOGG CO 0.1%
Value ($000) $17,913 Shares 305,000 Est. Cost $64.23 Unrealized
LIONS GATE ENTERTAINMENT COR 0.1%
Value ($000) $17,876 Shares 510,000 Est. Cost $32.97 Unrealized
ALLEGHENY TECHNOLOGIES INC 0.1%
Value ($000) $17,854 Shares 585,000 Est. Cost $26.31 Unrealized
MICHAEL BAKER CORP 0.1%
Value ($000) $17,807 Shares 440,000 Est. Cost $27.11 Unrealized
UNIVERSAL HEALTH SERVICES B 0.1%
Value ($000) $17,623 Shares 235,000 Est. Cost $66.96 Unrealized
RIVERBED TECHNOLOGY INC 0.1%
Value ($000) $17,508 Shares 1,200,000 Est. Cost $15.40 Unrealized
CIENA CORP 0.1%
Value ($000) $17,486 Shares 700,000 Est. Cost $19.42 Unrealized
CELLDEX THERAPEUTICS INC 0.1%
Value ($000) $17,184 Shares 485,000 Est. Cost $15.61 Unrealized
CABLEVISION SYSTEMS NY GRP A 0.1%
Value ($000) $17,177 Shares 1,020,000 Est. Cost $16.82 Unrealized
HCA HOLDINGS INC 0.1%
Value ($000) $17,100 Shares 400,000 Est. Cost $42.75 Unrealized
P G + E CORP 0.1%
Value ($000) $16,900 Shares 413,000 Est. Cost $45.73 Unrealized
IPG PHOTONICS CORP 0.1%
Value ($000) $16,893 Shares 300,000 Est. Cost $60.73 Unrealized
ALTERA CORP 0.1%
Value ($000) $16,722 Shares 450,000 Est. Cost $32.99 Unrealized
MACY S INC 0.1%
Value ($000) $16,659 Shares 385,000 Est. Cost $48.00 Unrealized
AES CORP 0.1%
Value ($000) $16,280 Shares 1,225,000 Est. Cost $11.99 Unrealized
BERKSHIRE HATHAWAY INC CL A 0.1%
Value ($000) $16,189 Shares 95 Est. Cost $168600.00 Unrealized
BOSTON SCIENTIFIC CORP 0.1%
Value ($000) $16,115 Shares 1,372,697 Est. Cost $9.27 Unrealized
PROLOGIS INC 0.1%
Value ($000) $15,989 Shares 425,000 Est. Cost $37.72 Unrealized
MCCORMICK + CO NON VTG SHRS 0.1%
Value ($000) $15,852 Shares 245,000 Est. Cost $70.36 Unrealized
CYTEC INDUSTRIES INC 0.1%
Value ($000) $15,825 Shares 194,500 Est. Cost $73.25 Unrealized
TITAN INTERNATIONAL INC 0.1%
Value ($000) $15,811 Shares 1,080,000 Est. Cost $16.87 Unrealized
FIRSTENERGY CORP 0.1%
Value ($000) $15,439 Shares 423,580 Est. Cost $37.34 Unrealized
CLIFFS NATURAL RESOURCES INC 0.1%
Value ($000) $15,375 Shares 750,000 Est. Cost $16.25 Unrealized
AGILENT TECHNOLOGIES INC 0.1%
Value ($000) $15,375 Shares 300,000 Est. Cost $42.76 Unrealized
LAM RESEARCH CORP 0.1%
Value ($000) $15,357 Shares 300,000 Est. Cost $44.34 Unrealized
PPG INDUSTRIES INC 0.1%
Value ($000) $15,035 Shares 90,000 Est. Cost $146.41 Unrealized
STEVEN MADDEN LTD 0.1%
Value ($000) $14,992 Shares 278,500 Est. Cost $48.38 Unrealized
MARSH + MCLENNAN COS 0.1%
Value ($000) $14,851 Shares 341,000 Est. Cost $40.78 Unrealized
SYMANTEC CORP 0.1%
Value ($000) $14,850 Shares 600,000 Est. Cost $22.47 Unrealized
REXNORD CORP 0.1%
Value ($000) $14,768 Shares 710,000 Est. Cost $16.85 Unrealized
EDISON INTERNATIONAL 0.1%
Value ($000) $14,739 Shares 320,000 Est. Cost $48.16 Unrealized
MYLAN INC 0.1%
Value ($000) $14,629 Shares 383,255 Est. Cost $31.03 Unrealized
NATIONAL CINEMEDIA INC 0.1%
Value ($000) $14,522 Shares 770,000 Est. Cost $16.89 Unrealized
NEWPARK RESOURCES INC 0.1%
Value ($000) $14,432 Shares 1,140,000 Est. Cost $10.99 Unrealized
MARATHON OIL CORP 0.1%
Value ($000) $14,358 Shares 411,644 Est. Cost $34.58 Unrealized
NEWFIELD EXPLORATION CO 0.1%
Value ($000) $14,287 Shares 522,000 Est. Cost $23.89 Unrealized
G III APPAREL GROUP LTD 0.1%
Value ($000) $14,193 Shares 260,000 Est. Cost $48.12 Unrealized
AMERISOURCEBERGEN CORP 0.1%
Value ($000) $14,053 Shares 230,000 Est. Cost $55.83 Unrealized
ZIMMER HOLDINGS INC 0.1%
Value ($000) $14,005 Shares 170,500 Est. Cost $74.94 Unrealized
PEBBLEBROOK HOTEL TRUST 0.1%
Value ($000) $13,865 Shares 482,934 Est. Cost $25.85 Unrealized
TERADATA CORP 0.1%
Value ($000) $13,860 Shares 250,000 Est. Cost $50.23 Unrealized
HUNTINGTON INGALLS INDUSTRIE 0.1%
Value ($000) $13,480 Shares 200,000 Est. Cost $67.40 Unrealized
GOODYEAR TIRE + RUBBER CO 0.1%
Value ($000) $13,470 Shares 600,000 Est. Cost $15.29 Unrealized
CUBESMART 0.1%
Value ($000) $13,362 Shares 749,000 Est. Cost $15.98 Unrealized
ENTERCOM COMMUNICATIONS CL A 0.1%
Value ($000) $13,346 Shares 1,520,000 Est. Cost $9.44 Unrealized
PLX TECHNOLOGY INC 0.1%
Value ($000) $13,244 Shares 2,200,000 Est. Cost $4.76 Unrealized
PUBLIC SERVICE ENTERPRISE GP 0.1%
Value ($000) $13,172 Shares 400,000 Est. Cost $32.66 Unrealized
XCEL ENERGY INC 0.1%
Value ($000) $13,142 Shares 476,000 Est. Cost $28.34 Unrealized
ESSEX PROPERTY TRUST INC 0.1%
Value ($000) $13,005 Shares 88,050 Est. Cost $158.92 Unrealized
BECTON DICKINSON AND CO 0.1%
Value ($000) $13,003 Shares 130,000 Est. Cost $98.83 Unrealized
SABRA HEALTH CARE REIT INC 0.1%
Value ($000) $12,886 Shares 560,000 Est. Cost $26.11 Unrealized
BOSTON PROPERTIES INC 0.1%
Value ($000) $12,828 Shares 120,000 Est. Cost $105.47 Unrealized
CABOT OIL + GAS CORP 0.1%
Value ($000) $12,689 Shares 340,000 Est. Cost $54.17 Unrealized
LIFEPOINT HOSPITALS INC 0.1%
Value ($000) $12,644 Shares 271,164 Est. Cost $48.84 Unrealized
ULTA SALON COSMETICS + FRAGR 0.1%
Value ($000) $12,543 Shares 105,000 Est. Cost $100.16 Unrealized
JOHNSON CONTROLS INC 0.1%
Value ($000) $12,450 Shares 300,000 Est. Cost $35.79 Unrealized
SOUTHWESTERN ENERGY CO 0.1%
Value ($000) $12,369 Shares 340,000 Est. Cost $36.53 Unrealized
LOUISIANA PACIFIC CORP 0.1%
Value ($000) $12,313 Shares 700,000 Est. Cost $14.79 Unrealized
ENTERGY CORP 0.1%
Value ($000) $12,259 Shares 194,000 Est. Cost $69.68 Unrealized
FIVE BELOW 0.1%
Value ($000) $12,251 Shares 280,000 Est. Cost $36.76 Unrealized
ENTRAVISION COMMUNICATIONS A 0.1%
Value ($000) $12,213 Shares 2,070,000 Est. Cost $6.15 Unrealized
DENTSPLY INTERNATIONAL INC 0.1%
Value ($000) $12,155 Shares 280,000 Est. Cost $40.96 Unrealized
CALGON CARBON CORP 0.1%
Value ($000) $12,154 Shares 640,000 Est. Cost $16.68 Unrealized
MICROCHIP TECHNOLOGY INC 0.1%
Value ($000) $12,087 Shares 300,000 Est. Cost $37.25 Unrealized
CHURCH + DWIGHT CO INC 0.1%
Value ($000) $12,010 Shares 200,000 Est. Cost $61.71 Unrealized
CAVIUM INC 0.1%
Value ($000) $11,948 Shares 290,000 Est. Cost $35.37 Unrealized
HENRY SCHEIN INC 0.1%
Value ($000) $11,926 Shares 115,000 Est. Cost $95.75 Unrealized
HALLIBURTON CO 0.1%
Value ($000) $11,893 Shares 247,004 Est. Cost $41.72 Unrealized
FOOT LOCKER INC 0.1%
Value ($000) $11,811 Shares 348,000 Est. Cost $35.13 Unrealized
CONAGRA FOODS INC 0.1%
Value ($000) $11,681 Shares 385,000 Est. Cost $34.93 Unrealized
NVIDIA CORP 0.1%
Value ($000) $11,670 Shares 750,000 Est. Cost $14.03 Unrealized
NIC INC 0.1%
Value ($000) $11,555 Shares 500,000 Est. Cost $16.53 Unrealized
CHESAPEAKE LODGING TRUST 0.1%
Value ($000) $11,403 Shares 484,400 Est. Cost $20.79 Unrealized
RANGE RESOURCES CORP 0.1%
Value ($000) $11,384 Shares 150,000 Est. Cost $77.32 Unrealized
GENUINE PARTS CO 0.1%
Value ($000) $11,325 Shares 140,000 Est. Cost $78.07 Unrealized
ACE LTD 0.1%
Value ($000) $11,227 Shares 120,000 Est. Cost $89.48 Unrealized
NUANCE COMMUNICATIONS INC 0.1%
Value ($000) $11,217 Shares 600,000 Est. Cost $18.38 Unrealized
CAMERON INTERNATIONAL CORP 0.1%
Value ($000) $11,207 Shares 192,000 Est. Cost $61.16 Unrealized
CONSOLIDATED EDISON INC 0.1%
Value ($000) $11,193 Shares 203,000 Est. Cost $58.31 Unrealized
ADT CORP/THE 0.1%
Value ($000) $11,182 Shares 275,000 Est. Cost $39.85 Unrealized
FMC TECHNOLOGIES INC 0.1%
Value ($000) $11,075 Shares 199,832 Est. Cost $55.68 Unrealized
MEAD JOHNSON NUTRITION CO 0.1%
Value ($000) $11,067 Shares 149,026 Est. Cost $79.23 Unrealized
NORTHERN TRUST CORP 0.1%
Value ($000) $11,041 Shares 203,000 Est. Cost $57.90 Unrealized
MOLSON COORS BREWING CO B 0.1%
Value ($000) $11,029 Shares 220,000 Est. Cost $47.86 Unrealized
MURPHY OIL CORP 0.1%
Value ($000) $10,978 Shares 182,000 Est. Cost $60.89 Unrealized
CORNING INC 0.1%
Value ($000) $10,943 Shares 750,000 Est. Cost $14.23 Unrealized
SYSCO CORP 0.1%
Value ($000) $10,822 Shares 340,000 Est. Cost $34.16 Unrealized
CARTER S INC 0.1%
Value ($000) $10,700 Shares 141,000 Est. Cost $74.07 Unrealized
EQT CORP 0.1%
Value ($000) $10,646 Shares 120,000 Est. Cost $79.37 Unrealized
ROSS STORES INC 0.1%
Value ($000) $10,629 Shares 146,000 Est. Cost $64.81 Unrealized
ROBERT HALF INTL INC 0.1%
Value ($000) $10,616 Shares 272,000 Est. Cost $33.23 Unrealized
SYNOPSYS INC 0.1%
Value ($000) $10,556 Shares 280,000 Est. Cost $35.75 Unrealized
UNITED ONLINE INC 0.0%
Value ($000) $10,374 Shares 1,300,000 Est. Cost $7.58 Unrealized
HASBRO INC 0.0%
Value ($000) $10,371 Shares 220,000 Est. Cost $44.83 Unrealized
TUPPERWARE BRANDS CORP 0.0%
Value ($000) $10,364 Shares 120,000 Est. Cost $77.69 Unrealized
B/E AEROSPACE INC 0.0%
Value ($000) $10,335 Shares 140,000 Est. Cost $63.08 Unrealized
ELECTRONIC ARTS INC 0.0%
Value ($000) $10,220 Shares 400,000 Est. Cost $22.97 Unrealized
THERMO FISHER SCIENTIFIC INC 0.0%
Value ($000) $10,210 Shares 110,800 Est. Cost $85.36 Unrealized
MARRIOTT INTERNATIONAL CL A 0.0%
Value ($000) $10,166 Shares 241,705 Est. Cost $40.53 Unrealized
DISCOVERY COMMUNICATIONS C 0.0%
Value ($000) $10,156 Shares 130,000 Est. Cost $69.66 Unrealized
PVH CORP 0.0%
Value ($000) $10,029 Shares 84,500 Est. Cost $125.05 Unrealized
AVNET INC 0.0%
Value ($000) $10,010 Shares 240,000 Est. Cost $33.60 Unrealized
SCHWAB (CHARLES) CORP 0.0%
Value ($000) $9,936 Shares 470,000 Est. Cost $21.23 Unrealized
POTLATCH CORP 0.0%
Value ($000) $9,920 Shares 250,000 Est. Cost $39.68 Unrealized
LABORATORY CRP OF AMER HLDGS 0.0%
Value ($000) $9,914 Shares 100,000 Est. Cost $99.14 Unrealized
CLOROX COMPANY 0.0%
Value ($000) $9,806 Shares 120,000 Est. Cost $83.14 Unrealized
TITAN MACHINERY INC 0.0%
Value ($000) $9,803 Shares 610,000 Est. Cost $19.63 Unrealized
FIFTH + PACIFIC COS INC 0.0%
Value ($000) $9,801 Shares 390,000 Est. Cost $22.34 Unrealized
VALUECLICK INC 0.0%
Value ($000) $9,800 Shares 470,000 Est. Cost $24.68 Unrealized
HEICO CORP CLASS A 0.0%
Value ($000) $9,793 Shares 195,312 Est. Cost $36.91 Unrealized
CADENCE DESIGN SYS INC 0.0%
Value ($000) $9,720 Shares 720,000 Est. Cost $14.48 Unrealized
CONSOL ENERGY INC 0.0%
Value ($000) $9,590 Shares 285,000 Est. Cost $27.10 Unrealized
CENTERPOINT ENERGY INC 0.0%
Value ($000) $9,588 Shares 400,000 Est. Cost $23.49 Unrealized
NRG ENERGY INC 0.0%
Value ($000) $9,566 Shares 350,000 Est. Cost $26.70 Unrealized
TRACTOR SUPPLY COMPANY 0.0%
Value ($000) $9,565 Shares 142,400 Est. Cost $101.24 Unrealized
NORDSTROM INC 0.0%
Value ($000) $9,554 Shares 170,000 Est. Cost $59.94 Unrealized
OUTERWALL INC 0.0%
Value ($000) $9,498 Shares 190,000 Est. Cost $49.99 Unrealized
HANESBRANDS INC 0.0%
Value ($000) $9,471 Shares 152,000 Est. Cost $51.42 Unrealized
HARSCO CORP 0.0%
Value ($000) $9,462 Shares 380,000 Est. Cost $23.19 Unrealized
DELTA AIR LINES INC 0.0%
Value ($000) $9,436 Shares 400,000 Est. Cost $18.71 Unrealized
AUTOZONE INC 0.0%
Value ($000) $9,427 Shares 22,300 Est. Cost $423.70 Unrealized
EASTMAN CHEMICAL CO 0.0%
Value ($000) $9,348 Shares 120,000 Est. Cost $70.01 Unrealized
WESTERN UNION CO 0.0%
Value ($000) $9,330 Shares 500,000 Est. Cost $17.11 Unrealized
PUBLIC STORAGE 0.0%
Value ($000) $9,232 Shares 57,500 Est. Cost $153.33 Unrealized
RED HAT INC 0.0%
Value ($000) $9,228 Shares 200,000 Est. Cost $47.82 Unrealized
CMS ENERGY CORP 0.0%
Value ($000) $9,212 Shares 350,000 Est. Cost $27.17 Unrealized
MOVE INC 0.0%
Value ($000) $9,153 Shares 540,000 Est. Cost $12.82 Unrealized
NABORS INDUSTRIES LTD 0.0%
Value ($000) $9,074 Shares 565,000 Est. Cost $15.31 Unrealized
HCP INC 0.0%
Value ($000) $9,050 Shares 221,000 Est. Cost $45.44 Unrealized
SUN COMMUNITIES INC 0.0%
Value ($000) $8,950 Shares 210,000 Est. Cost $49.76 Unrealized
DTE ENERGY COMPANY 0.0%
Value ($000) $8,907 Shares 135,000 Est. Cost $67.01 Unrealized
UNIVERSAL DISPLAY CORP 0.0%
Value ($000) $8,808 Shares 275,000 Est. Cost $28.11 Unrealized
MINE SAFETY APPLIANCES CO 0.0%
Value ($000) $8,774 Shares 170,000 Est. Cost $46.55 Unrealized
CAREFUSION CORP 0.0%
Value ($000) $8,672 Shares 235,000 Est. Cost $36.85 Unrealized
ANSYS INC 0.0%
Value ($000) $8,652 Shares 100,000 Est. Cost $73.10 Unrealized
ASPEN TECHNOLOGY INC 0.0%
Value ($000) $8,638 Shares 250,000 Est. Cost $28.79 Unrealized
XL GROUP PLC 0.0%
Value ($000) $8,630 Shares 280,000 Est. Cost $30.32 Unrealized
GROUP 1 AUTOMOTIVE INC 0.0%
Value ($000) $8,622 Shares 111,000 Est. Cost $64.33 Unrealized
OCEANEERING INTL INC 0.0%
Value ($000) $8,611 Shares 106,000 Est. Cost $72.20 Unrealized
DOLLAR GENERAL CORP 0.0%
Value ($000) $8,582 Shares 152,000 Est. Cost $50.43 Unrealized
CYPRESS SEMICONDUCTOR CORP 0.0%
Value ($000) $8,406 Shares 900,000 Est. Cost $10.73 Unrealized
DARDEN RESTAURANTS INC 0.0%
Value ($000) $8,332 Shares 180,000 Est. Cost $50.48 Unrealized
AMERICAN CAMPUS COMMUNITIES 0.0%
Value ($000) $8,316 Shares 243,516 Est. Cost $40.39 Unrealized
GAP INC/THE 0.0%
Value ($000) $8,257 Shares 205,000 Est. Cost $41.69 Unrealized
KIMCO REALTY CORP 0.0%
Value ($000) $8,233 Shares 408,000 Est. Cost $21.43 Unrealized
NISOURCE INC 0.0%
Value ($000) $8,217 Shares 266,000 Est. Cost $28.64 Unrealized
CBRE GROUP INC A 0.0%
Value ($000) $8,211 Shares 355,000 Est. Cost $23.35 Unrealized
SVB FINANCIAL GROUP 0.0%
Value ($000) $8,205 Shares 95,000 Est. Cost $83.32 Unrealized
WHIRLPOOL CORP 0.0%
Value ($000) $8,201 Shares 56,000 Est. Cost $114.36 Unrealized
PROGRESSIVE CORP 0.0%
Value ($000) $8,169 Shares 300,000 Est. Cost $25.42 Unrealized
PIER 1 IMPORTS INC 0.0%
Value ($000) $8,052 Shares 412,500 Est. Cost $22.79 Unrealized
IXIA 0.0%
Value ($000) $7,835 Shares 500,000 Est. Cost $17.44 Unrealized
DENBURY RESOURCES INC 0.0%
Value ($000) $7,824 Shares 425,000 Est. Cost $17.32 Unrealized
WISCONSIN ENERGY CORP 0.0%
Value ($000) $7,769 Shares 192,400 Est. Cost $40.99 Unrealized
APPLIED MICRO CIRCUITS CORP 0.0%
Value ($000) $7,740 Shares 600,000 Est. Cost $8.80 Unrealized
JONES GROUP INC/THE 0.0%
Value ($000) $7,505 Shares 500,000 Est. Cost $13.75 Unrealized
LENNAR CORP A 0.0%
Value ($000) $7,505 Shares 212,000 Est. Cost $36.04 Unrealized
HEALTH CARE REIT INC 0.0%
Value ($000) $7,454 Shares 119,500 Est. Cost $67.03 Unrealized
OSI SYSTEMS INC 0.0%
Value ($000) $7,447 Shares 100,000 Est. Cost $64.42 Unrealized
AVON PRODUCTS INC 0.0%
Value ($000) $7,416 Shares 360,000 Est. Cost $21.03 Unrealized
STARWOOD HOTELS + RESORTS 0.0%
Value ($000) $7,310 Shares 110,000 Est. Cost $63.19 Unrealized
RIGNET INC 0.0%
Value ($000) $7,244 Shares 200,000 Est. Cost $25.48 Unrealized
DUPONT FABROS TECHNOLOGY 0.0%
Value ($000) $7,216 Shares 280,000 Est. Cost $24.15 Unrealized
SPLUNK INC 0.0%
Value ($000) $7,205 Shares 120,000 Est. Cost $46.36 Unrealized
PENSKE AUTOMOTIVE GROUP INC 0.0%
Value ($000) $7,136 Shares 167,000 Est. Cost $34.27 Unrealized
PACER INTERNATIONAL INC 0.0%
Value ($000) $7,119 Shares 1,150,000 Est. Cost $6.31 Unrealized
NATIONAL FUEL GAS CO 0.0%
Value ($000) $7,048 Shares 102,500 Est. Cost $57.95 Unrealized
JM SMUCKER CO/THE 0.0%
Value ($000) $7,044 Shares 67,056 Est. Cost $103.15 Unrealized
LMI AEROSPACE INC 0.0%
Value ($000) $6,947 Shares 520,000 Est. Cost $14.19 Unrealized
SL GREEN REALTY CORP 0.0%
Value ($000) $6,930 Shares 78,000 Est. Cost $88.19 Unrealized
DDR CORP 0.0%
Value ($000) $6,818 Shares 434,000 Est. Cost $16.65 Unrealized
COACH INC 0.0%
Value ($000) $6,816 Shares 125,000 Est. Cost $57.09 Unrealized
HEXCEL CORP 0.0%
Value ($000) $6,790 Shares 175,000 Est. Cost $34.05 Unrealized
XO GROUP INC 0.0%
Value ($000) $6,718 Shares 520,000 Est. Cost $11.20 Unrealized
GANNETT CO 0.0%
Value ($000) $6,698 Shares 250,000 Est. Cost $26.79 Unrealized
AMEREN CORPORATION 0.0%
Value ($000) $6,689 Shares 192,000 Est. Cost $34.44 Unrealized
INCYTE CORP 0.0%
Value ($000) $6,676 Shares 175,000 Est. Cost $22.00 Unrealized
HERSHA HOSPITALITY TRUST 0.0%
Value ($000) $6,652 Shares 1,190,000 Est. Cost $5.64 Unrealized
NUVERRA ENVIRONMENTAL SOLUTI 0.0%
Value ($000) $6,641 Shares 2,900,000 Est. Cost $2.88 Unrealized
DIAMOND FOODS INC 0.0%
Value ($000) $6,602 Shares 280,000 Est. Cost $20.75 Unrealized
CIMAREX ENERGY CO 0.0%
Value ($000) $6,555 Shares 68,000 Est. Cost $64.99 Unrealized
HELMERICH + PAYNE 0.0%
Value ($000) $6,523 Shares 94,600 Est. Cost $62.45 Unrealized
FLOWERS FOODS INC 0.0%
Value ($000) $6,512 Shares 303,750 Est. Cost $22.05 Unrealized
INGERSOLL RAND PLC 0.0%
Value ($000) $6,494 Shares 100,000 Est. Cost $55.52 Unrealized
TIFFANY + CO 0.0%
Value ($000) $6,436 Shares 84,000 Est. Cost $72.84 Unrealized
FINANCIAL ENGINES INC 0.0%
Value ($000) $6,365 Shares 107,087 Est. Cost $45.59 Unrealized
OMNICOM GROUP 0.0%
Value ($000) $6,344 Shares 100,000 Est. Cost $62.87 Unrealized
ALEXANDRIA REAL ESTATE EQUIT 0.0%
Value ($000) $6,257 Shares 98,000 Est. Cost $65.72 Unrealized
EXA CORP 0.0%
Value ($000) $6,196 Shares 400,000 Est. Cost $10.30 Unrealized
INTEGRATED DEVICE TECH INC 0.0%
Value ($000) $6,123 Shares 650,000 Est. Cost $7.94 Unrealized
ALEXANDER + BALDWIN INC 0.0%
Value ($000) $6,123 Shares 170,000 Est. Cost $39.75 Unrealized
VERISIGN INC 0.0%
Value ($000) $6,107 Shares 120,000 Est. Cost $44.66 Unrealized
KLA TENCOR CORPORATION 0.0%
Value ($000) $6,085 Shares 100,000 Est. Cost $55.73 Unrealized
MENTOR GRAPHICS CORP 0.0%
Value ($000) $6,076 Shares 260,000 Est. Cost $19.55 Unrealized
GNC HOLDINGS INC CL A 0.0%
Value ($000) $6,050 Shares 110,750 Est. Cost $44.21 Unrealized
AMERICAN ASSETS TRUST INC 0.0%
Value ($000) $6,026 Shares 197,500 Est. Cost $30.86 Unrealized
ROCKWOOD HOLDINGS INC 0.0%
Value ($000) $6,021 Shares 90,000 Est. Cost $66.90 Unrealized
CRAY INC 0.0%
Value ($000) $6,018 Shares 250,000 Est. Cost $19.64 Unrealized
GARTNER INC 0.0%
Value ($000) $6,000 Shares 100,000 Est. Cost $56.99 Unrealized
SANDISK CORP 0.0%
Value ($000) $5,951 Shares 100,000 Est. Cost $61.10 Unrealized
HARRIS CORP 0.0%
Value ($000) $5,930 Shares 100,000 Est. Cost $49.25 Unrealized
HOSPIRA INC 0.0%
Value ($000) $5,926 Shares 151,100 Est. Cost $38.31 Unrealized
REGAL ENTERTAINMENT GROUP A 0.0%
Value ($000) $5,884 Shares 310,000 Est. Cost $17.90 Unrealized
LSI CORP 0.0%
Value ($000) $5,865 Shares 750,000 Est. Cost $7.14 Unrealized
BRIGHTCOVE 0.0%
Value ($000) $5,850 Shares 520,000 Est. Cost $8.76 Unrealized
AVERY DENNISON CORP 0.0%
Value ($000) $5,788 Shares 133,000 Est. Cost $42.76 Unrealized
MEADWESTVACO CORP 0.0%
Value ($000) $5,757 Shares 150,000 Est. Cost $34.11 Unrealized
WOODWARD INC 0.0%
Value ($000) $5,716 Shares 140,000 Est. Cost $40.83 Unrealized
FINISAR CORPORATION 0.0%
Value ($000) $5,658 Shares 250,000 Est. Cost $16.95 Unrealized
SBA COMMUNICATIONS CORP CL A 0.0%
Value ($000) $5,632 Shares 70,000 Est. Cost $74.11 Unrealized
EQUITY RESIDENTIAL 0.0%
Value ($000) $5,625 Shares 105,000 Est. Cost $58.06 Unrealized
CME GROUP INC 0.0%
Value ($000) $5,541 Shares 75,000 Est. Cost $75.99 Unrealized
PHARMACYCLICS INC 0.0%
Value ($000) $5,537 Shares 40,000 Est. Cost $79.48 Unrealized
HOWARD HUGHES CORP/THE 0.0%
Value ($000) $5,529 Shares 49,204 Est. Cost $112.10 Unrealized
EDWARDS LIFESCIENCES CORP 0.0%
Value ($000) $5,515 Shares 79,200 Est. Cost $67.20 Unrealized
HECLA MINING CO 0.0%
Value ($000) $5,495 Shares 1,750,000 Est. Cost $2.98 Unrealized
AMAG PHARMACEUTICALS INC 0.0%
Value ($000) $5,395 Shares 251,167 Est. Cost $22.25 Unrealized
REINSURANCE GROUP OF AMERICA 0.0%
Value ($000) $5,377 Shares 80,272 Est. Cost $69.12 Unrealized
TERADYNE INC 0.0%
Value ($000) $5,369 Shares 325,000 Est. Cost $17.49 Unrealized
HARTFORD FINANCIAL SVCS GRP 0.0%
Value ($000) $5,353 Shares 172,000 Est. Cost $30.96 Unrealized
ENERGEN CORP 0.0%
Value ($000) $5,347 Shares 70,000 Est. Cost $52.26 Unrealized
POWER SOLUTIONS INTERNATIONA 0.0%
Value ($000) $5,321 Shares 90,000 Est. Cost $59.12 Unrealized
SONIC AUTOMOTIVE INC CLASS A 0.0%
Value ($000) $5,307 Shares 223,000 Est. Cost $21.14 Unrealized
PINNACLE WEST CAPITAL 0.0%
Value ($000) $5,200 Shares 95,000 Est. Cost $55.47 Unrealized
CR BARD INC 0.0%
Value ($000) $5,184 Shares 45,000 Est. Cost $108.69 Unrealized
UNITED TECHNOLOGIES CORP 0.0%
Value ($000) $5,183 Shares 80,000 Est. Cost $59.36 Unrealized
NORTHEAST UTILITIES 0.0%
Value ($000) $5,177 Shares 125,500 Est. Cost $42.02 Unrealized
WEB.COM GROUP INC 0.0%
Value ($000) $5,174 Shares 160,000 Est. Cost $25.60 Unrealized
VENTAS INC 0.0%
Value ($000) $5,105 Shares 83,000 Est. Cost $69.46 Unrealized
WPX ENERGY INC 0.0%
Value ($000) $5,104 Shares 265,000 Est. Cost $18.94 Unrealized
CARMAX INC 0.0%
Value ($000) $5,089 Shares 105,000 Est. Cost $46.16 Unrealized
SCANA CORP 0.0%
Value ($000) $5,064 Shares 110,000 Est. Cost $49.10 Unrealized
KFORCE INC 0.0%
Value ($000) $5,042 Shares 285,000 Est. Cost $14.60 Unrealized
APARTMENT INVT + MGMT CO A 0.0%
Value ($000) $5,029 Shares 180,000 Est. Cost $30.04 Unrealized
PEPCO HOLDINGS INC 0.0%
Value ($000) $4,984 Shares 270,000 Est. Cost $20.16 Unrealized
ADVANCE AUTO PARTS INC 0.0%
Value ($000) $4,961 Shares 60,000 Est. Cost $81.17 Unrealized
CROWN MEDIA HOLDINGS CLASS A 0.0%
Value ($000) $4,928 Shares 1,600,000 Est. Cost $2.47 Unrealized
DIAMOND OFFSHORE DRILLING 0.0%
Value ($000) $4,923 Shares 79,000 Est. Cost $68.78 Unrealized
LIVEPERSON INC 0.0%
Value ($000) $4,909 Shares 520,000 Est. Cost $8.96 Unrealized
EATON VANCE CORP 0.0%
Value ($000) $4,854 Shares 125,000 Est. Cost $37.59 Unrealized
MICROSEMI CORP 0.0%
Value ($000) $4,850 Shares 200,000 Est. Cost $22.75 Unrealized
QEP RESOURCES INC 0.0%
Value ($000) $4,846 Shares 175,000 Est. Cost $27.78 Unrealized
GENERAL GROWTH PROPERTIES 0.0%
Value ($000) $4,838 Shares 250,825 Est. Cost $19.82 Unrealized
CITY NATIONAL CORP 0.0%
Value ($000) $4,800 Shares 72,000 Est. Cost $63.38 Unrealized
EAST WEST BANCORP INC 0.0%
Value ($000) $4,793 Shares 150,000 Est. Cost $27.50 Unrealized
ROWAN COMPANIES PLC A 0.0%
Value ($000) $4,774 Shares 130,000 Est. Cost $34.07 Unrealized
DOUGLAS EMMETT INC 0.0%
Value ($000) $4,764 Shares 203,000 Est. Cost $24.95 Unrealized
LIMONEIRA CO 0.0%
Value ($000) $4,751 Shares 185,000 Est. Cost $20.73 Unrealized
WR BERKLEY CORP 0.0%
Value ($000) $4,625 Shares 107,905 Est. Cost $40.86 Unrealized
STERICYCLE INC 0.0%
Value ($000) $4,616 Shares 40,000 Est. Cost $110.44 Unrealized
GREATBATCH INC 0.0%
Value ($000) $4,594 Shares 135,000 Est. Cost $32.79 Unrealized
PALO ALTO NETWORKS INC 0.0%
Value ($000) $4,582 Shares 100,000 Est. Cost $42.16 Unrealized
VERTEX PHARMACEUTICALS INC 0.0%
Value ($000) $4,549 Shares 60,000 Est. Cost $79.87 Unrealized
CASH AMERICA INTL INC 0.0%
Value ($000) $4,528 Shares 100,000 Est. Cost $45.46 Unrealized
CORESITE REALTY CORP 0.0%
Value ($000) $4,514 Shares 133,000 Est. Cost $31.81 Unrealized
QUESTAR CORP 0.0%
Value ($000) $4,498 Shares 200,000 Est. Cost $23.85 Unrealized
MWI VETERINARY SUPPLY INC 0.0%
Value ($000) $4,481 Shares 30,000 Est. Cost $123.23 Unrealized
TIVO INC 0.0%
Value ($000) $4,478 Shares 360,000 Est. Cost $11.05 Unrealized
NEW YORK COMMUNITY BANCORP 0.0%
Value ($000) $4,478 Shares 296,331 Est. Cost $14.00 Unrealized
FORMFACTOR INC 0.0%
Value ($000) $4,459 Shares 650,000 Est. Cost $6.75 Unrealized
PENN VIRGINIA CORP 0.0%
Value ($000) $4,456 Shares 670,000 Est. Cost $4.70 Unrealized
REDWOOD TRUST INC 0.0%
Value ($000) $4,430 Shares 225,000 Est. Cost $18.08 Unrealized
SYNAPTICS INC 0.0%
Value ($000) $4,428 Shares 100,000 Est. Cost $38.56 Unrealized
JDS UNIPHASE CORP 0.0%
Value ($000) $4,413 Shares 300,000 Est. Cost $14.38 Unrealized
ALKERMES PLC 0.0%
Value ($000) $4,371 Shares 130,000 Est. Cost $28.68 Unrealized
THOR INDUSTRIES INC 0.0%
Value ($000) $4,353 Shares 75,000 Est. Cost $49.19 Unrealized
KIRBY CORP 0.0%
Value ($000) $4,328 Shares 50,000 Est. Cost $79.54 Unrealized
FOREST OIL CORP 0.0%
Value ($000) $4,301 Shares 705,000 Est. Cost $4.09 Unrealized
NV ENERGY INC 0.0%
Value ($000) $4,250 Shares 180,000 Est. Cost $23.46 Unrealized
ACADIA REALTY TRUST 0.0%
Value ($000) $4,245 Shares 171,996 Est. Cost $24.69 Unrealized
CROWN HOLDINGS INC 0.0%
Value ($000) $4,228 Shares 100,000 Est. Cost $41.13 Unrealized
NEWMONT MINING CORP 0.0%
Value ($000) $4,215 Shares 150,000 Est. Cost $29.95 Unrealized
FAIRCHILD SEMICONDUCTOR INTE 0.0%
Value ($000) $4,167 Shares 300,000 Est. Cost $13.80 Unrealized
OMNICARE INC 0.0%
Value ($000) $4,163 Shares 75,000 Est. Cost $47.71 Unrealized
VIASAT INC 0.0%
Value ($000) $4,144 Shares 65,000 Est. Cost $71.47 Unrealized
AKAMAI TECHNOLOGIES INC 0.0%
Value ($000) $4,136 Shares 80,000 Est. Cost $42.55 Unrealized
CROWN CASTLE INTL CORP 0.0%
Value ($000) $4,104 Shares 56,200 Est. Cost $72.38 Unrealized
STEELCASE INC CL A 0.0%
Value ($000) $4,072 Shares 245,000 Est. Cost $14.58 Unrealized
MSC INDUSTRIAL DIRECT CO A 0.0%
Value ($000) $4,068 Shares 50,000 Est. Cost $77.46 Unrealized
ENSCO PLC CL A 0.0%
Value ($000) $4,031 Shares 75,000 Est. Cost $58.12 Unrealized
SINCLAIR BROADCAST GROUP A 0.0%
Value ($000) $4,022 Shares 120,000 Est. Cost $29.38 Unrealized
ADTRAN INC 0.0%
Value ($000) $3,996 Shares 150,000 Est. Cost $24.61 Unrealized
TECO ENERGY INC 0.0%
Value ($000) $3,986 Shares 241,000 Est. Cost $17.19 Unrealized
L BRANDS INC 0.0%
Value ($000) $3,972 Shares 65,000 Est. Cost $49.25 Unrealized
SAFEGUARD SCIENTIFICS INC 0.0%
Value ($000) $3,923 Shares 250,000 Est. Cost $16.05 Unrealized
ALLEGHANY CORP 0.0%
Value ($000) $3,912 Shares 9,550 Est. Cost $383.35 Unrealized
CLOUD PEAK ENERGY INC 0.0%
Value ($000) $3,873 Shares 264,000 Est. Cost $16.48 Unrealized
RALPH LAUREN CORP 0.0%
Value ($000) $3,871 Shares 23,500 Est. Cost $168.94 Unrealized
COVANCE INC 0.0%
Value ($000) $3,869 Shares 44,750 Est. Cost $76.14 Unrealized
FEDERAL SIGNAL CORP 0.0%
Value ($000) $3,861 Shares 300,000 Est. Cost $8.75 Unrealized
URBAN OUTFITTERS INC 0.0%
Value ($000) $3,835 Shares 104,300 Est. Cost $40.22 Unrealized
MOLEX INC CL A 0.0%
Value ($000) $3,828 Shares 100,000 Est. Cost $24.86 Unrealized
O REILLY AUTOMOTIVE INC 0.0%
Value ($000) $3,828 Shares 30,000 Est. Cost $112.63 Unrealized
HUDSON PACIFIC PROPERTIES IN 0.0%
Value ($000) $3,793 Shares 195,000 Est. Cost $21.28 Unrealized
MID AMERICA APARTMENT COMM 0.0%
Value ($000) $3,778 Shares 60,450 Est. Cost $67.78 Unrealized
PERKINELMER INC 0.0%
Value ($000) $3,775 Shares 100,000 Est. Cost $32.50 Unrealized
AQUA AMERICA INC 0.0%
Value ($000) $3,761 Shares 152,082 Est. Cost $29.98 Unrealized
CHECKPOINT SYSTEMS INC 0.0%
Value ($000) $3,758 Shares 225,000 Est. Cost $14.19 Unrealized
ORMAT TECHNOLOGIES INC 0.0%
Value ($000) $3,748 Shares 140,000 Est. Cost $23.52 Unrealized
EMMIS COMMUNICATIONS CLASS A 0.0%
Value ($000) $3,712 Shares 1,380,000 Est. Cost $2.14 Unrealized
TAUBMAN CENTERS INC 0.0%
Value ($000) $3,668 Shares 54,500 Est. Cost $75.15 Unrealized
AFFILIATED MANAGERS GROUP 0.0%
Value ($000) $3,653 Shares 20,000 Est. Cost $163.95 Unrealized
MIDDLESEX WATER CO 0.0%
Value ($000) $3,642 Shares 170,268 Est. Cost $19.92 Unrealized
MANPOWERGROUP INC 0.0%
Value ($000) $3,637 Shares 50,000 Est. Cost $54.80 Unrealized
MICROSTRATEGY INC CL A 0.0%
Value ($000) $3,632 Shares 35,000 Est. Cost $86.97 Unrealized
STAG INDUSTRIAL INC 0.0%
Value ($000) $3,622 Shares 180,000 Est. Cost $19.95 Unrealized
NEWS CORP CLASS A 0.0%
Value ($000) $3,614 Shares 225,000 Est. Cost $16.06 Unrealized
CINEDIGM CORP 0.0%
Value ($000) $3,600 Shares 2,400,000 Est. Cost $1.42 Unrealized
E2OPEN INC 0.0%
Value ($000) $3,584 Shares 160,000 Est. Cost $17.50 Unrealized
SAGA COMMUNICATIONS INC CL A 0.0%
Value ($000) $3,550 Shares 80,000 Est. Cost $45.91 Unrealized
FOREST CITY ENTERPRISES CL A 0.0%
Value ($000) $3,542 Shares 187,000 Est. Cost $17.91 Unrealized
FOSSIL GROUP INC 0.0%
Value ($000) $3,487 Shares 30,000 Est. Cost $103.31 Unrealized
HEALTH MGMT ASSOCIATES INC A 0.0%
Value ($000) $3,456 Shares 270,000 Est. Cost $15.72 Unrealized
AVX CORP 0.0%
Value ($000) $3,361 Shares 256,000 Est. Cost $11.75 Unrealized
TANGER FACTORY OUTLET CENTER 0.0%
Value ($000) $3,330 Shares 102,000 Est. Cost $33.46 Unrealized
HEALTH NET INC 0.0%
Value ($000) $3,329 Shares 105,000 Est. Cost $31.82 Unrealized
HOLOGIC INC 0.0%
Value ($000) $3,329 Shares 161,200 Est. Cost $19.30 Unrealized
CAMDEN PROPERTY TRUST 0.0%
Value ($000) $3,318 Shares 54,000 Est. Cost $69.14 Unrealized
GREIF INC CL B 0.0%
Value ($000) $3,302 Shares 62,000 Est. Cost $56.06 Unrealized
VERISK ANALYTICS INC CLASS A 0.0%
Value ($000) $3,248 Shares 50,000 Est. Cost $59.70 Unrealized
AGL RESOURCES INC 0.0%
Value ($000) $3,222 Shares 70,000 Est. Cost $42.86 Unrealized
ALLIANT ENERGY CORP 0.0%
Value ($000) $3,221 Shares 65,000 Est. Cost $50.42 Unrealized
CONN S INC 0.0%
Value ($000) $3,203 Shares 64,000 Est. Cost $51.35 Unrealized
CHATHAM LODGING TRUST 0.0%
Value ($000) $3,199 Shares 179,100 Est. Cost $17.18 Unrealized
VALASSIS COMMUNICATIONS INC 0.0%
Value ($000) $3,177 Shares 110,000 Est. Cost $24.59 Unrealized
SNYDERS LANCE INC 0.0%
Value ($000) $3,174 Shares 110,000 Est. Cost $28.41 Unrealized
FARO TECHNOLOGIES INC 0.0%
Value ($000) $3,163 Shares 75,000 Est. Cost $33.83 Unrealized
MOHAWK INDUSTRIES INC 0.0%
Value ($000) $3,126 Shares 24,000 Est. Cost $123.57 Unrealized
COMSTOCK RESOURCES INC 0.0%
Value ($000) $3,102 Shares 195,000 Est. Cost $15.73 Unrealized
VORNADO REALTY TRUST 0.0%
Value ($000) $3,101 Shares 36,886 Est. Cost $82.85 Unrealized
SEACHANGE INTERNATIONAL INC 0.0%
Value ($000) $3,097 Shares 270,000 Est. Cost $11.71 Unrealized
FAMILY DOLLAR STORES 0.0%
Value ($000) $3,097 Shares 43,000 Est. Cost $62.30 Unrealized
ACORDA THERAPEUTICS INC 0.0%
Value ($000) $3,085 Shares 90,000 Est. Cost $32.99 Unrealized
ROVI CORP 0.0%
Value ($000) $3,067 Shares 160,000 Est. Cost $19.17 Unrealized
LA Z BOY INC 0.0%
Value ($000) $3,066 Shares 135,000 Est. Cost $20.27 Unrealized
WESTAR ENERGY INC 0.0%
Value ($000) $3,065 Shares 100,000 Est. Cost $31.96 Unrealized
STRYKER CORP 0.0%
Value ($000) $3,042 Shares 45,000 Est. Cost $64.69 Unrealized
XENOPORT INC 0.0%
Value ($000) $3,039 Shares 535,086 Est. Cost $5.54 Unrealized
CUI GLOBAL INC 0.0%
Value ($000) $3,029 Shares 525,000 Est. Cost $5.55 Unrealized
BRIGGS + STRATTON 0.0%
Value ($000) $3,018 Shares 150,000 Est. Cost $19.80 Unrealized
DICK S SPORTING GOODS INC 0.0%
Value ($000) $3,016 Shares 56,500 Est. Cost $50.06 Unrealized
DIGI INTERNATIONAL INC 0.0%
Value ($000) $3,003 Shares 300,000 Est. Cost $9.37 Unrealized
SOVRAN SELF STORAGE INC 0.0%
Value ($000) $2,989 Shares 39,500 Est. Cost $64.78 Unrealized
EQUITY ONE INC 0.0%
Value ($000) $2,969 Shares 135,802 Est. Cost $22.63 Unrealized
KILROY REALTY CORP 0.0%
Value ($000) $2,947 Shares 59,000 Est. Cost $53.02 Unrealized
WHOLE FOODS MARKET INC 0.0%
Value ($000) $2,925 Shares 50,000 Est. Cost $51.48 Unrealized
DIGITAL REALTY TRUST INC 0.0%
Value ($000) $2,921 Shares 55,000 Est. Cost $61.00 Unrealized
SCIQUEST INC 0.0%
Value ($000) $2,920 Shares 130,000 Est. Cost $25.05 Unrealized
INTERMUNE INC 0.0%
Value ($000) $2,920 Shares 190,000 Est. Cost $9.62 Unrealized
PROVIDENT FINANCIAL SERVICES 0.0%
Value ($000) $2,918 Shares 180,000 Est. Cost $15.78 Unrealized
NORTHSTAR REALTY FINANCE COR 0.0%
Value ($000) $2,906 Shares 313,128 Est. Cost $9.10 Unrealized
COTY INC CL A 0.0%
Value ($000) $2,869 Shares 177,000 Est. Cost $17.18 Unrealized
OXFORD INDUSTRIES INC 0.0%
Value ($000) $2,855 Shares 42,000 Est. Cost $62.40 Unrealized
WP CAREY INC 0.0%
Value ($000) $2,847 Shares 44,000 Est. Cost $66.16 Unrealized
BRINK S CO/THE 0.0%
Value ($000) $2,830 Shares 100,000 Est. Cost $25.51 Unrealized
SKECHERS USA INC CL A 0.0%
Value ($000) $2,800 Shares 90,000 Est. Cost $27.17 Unrealized
MDU RESOURCES GROUP INC 0.0%
Value ($000) $2,797 Shares 100,000 Est. Cost $25.91 Unrealized
INTERNAP NETWORK SERVICES 0.0%
Value ($000) $2,780 Shares 400,000 Est. Cost $8.27 Unrealized
DECKERS OUTDOOR CORP 0.0%
Value ($000) $2,769 Shares 42,000 Est. Cost $54.01 Unrealized
WYNN RESORTS LTD 0.0%
Value ($000) $2,765 Shares 17,500 Est. Cost $128.00 Unrealized
ARIAD PHARMACEUTICALS INC 0.0%
Value ($000) $2,760 Shares 150,000 Est. Cost $17.49 Unrealized
BALLANTYNE STRONG INC 0.0%
Value ($000) $2,726 Shares 640,000 Est. Cost $4.22 Unrealized
STRATEGIC HOTELS + RESORTS I 0.0%
Value ($000) $2,691 Shares 310,000 Est. Cost $8.86 Unrealized
CLECO CORPORATION 0.0%
Value ($000) $2,690 Shares 60,000 Est. Cost $46.43 Unrealized
TOOTSIE ROLL INDS 0.0%
Value ($000) $2,653 Shares 86,088 Est. Cost $31.78 Unrealized
WEYERHAEUSER CO 0.0%
Value ($000) $2,649 Shares 50,000 Est. Cost $52.98 Unrealized
INVENSENSE INC 0.0%
Value ($000) $2,643 Shares 150,000 Est. Cost $15.38 Unrealized
BEASLEY BROADCAST GRP INC A 0.0%
Value ($000) $2,590 Shares 298,000 Est. Cost $8.38 Unrealized
PATTERSON UTI ENERGY INC 0.0%
Value ($000) $2,587 Shares 121,000 Est. Cost $19.36 Unrealized
PLY GEM HOLDINGS INC 0.0%
Value ($000) $2,586 Shares 185,000 Est. Cost $15.29 Unrealized
BEAM INC 0.0%
Value ($000) $2,586 Shares 40,000 Est. Cost $63.10 Unrealized
ENANTA PHARMACEUTICALS INC 0.0%
Value ($000) $2,579 Shares 112,500 Est. Cost $17.71 Unrealized
CSX CORP 0.0%
Value ($000) $2,574 Shares 100,000 Est. Cost $23.19 Unrealized
AGREE REALTY CORP 0.0%
Value ($000) $2,565 Shares 85,000 Est. Cost $29.52 Unrealized
ARRIS GROUP INC 0.0%
Value ($000) $2,559 Shares 150,000 Est. Cost $14.35 Unrealized
TIBCO SOFTWARE INC 0.0%
Value ($000) $2,559 Shares 100,000 Est. Cost $21.40 Unrealized
HIBBETT SPORTS INC 0.0%
Value ($000) $2,555 Shares 45,500 Est. Cost $55.81 Unrealized
HELIX ENERGY SOLUTIONS GROUP 0.0%
Value ($000) $2,537 Shares 100,000 Est. Cost $23.04 Unrealized
HAWAIIAN ELECTRIC INDS 0.0%
Value ($000) $2,510 Shares 100,000 Est. Cost $25.31 Unrealized
BLACKSTONE GROUP LP/THE 0.0%
Value ($000) $2,489 Shares 100,000 Est. Cost $24.89 Unrealized
AMERICAN EAGLE OUTFITTERS 0.0%
Value ($000) $2,378 Shares 170,000 Est. Cost $18.26 Unrealized
INTL GAME TECHNOLOGY 0.0%
Value ($000) $2,366 Shares 125,000 Est. Cost $16.71 Unrealized
VECTREN CORPORATION 0.0%
Value ($000) $2,335 Shares 70,000 Est. Cost $33.83 Unrealized
SM ENERGY CO 0.0%
Value ($000) $2,316 Shares 30,000 Est. Cost $59.97 Unrealized
CHARLES RIVER LABORATORIES 0.0%
Value ($000) $2,313 Shares 50,000 Est. Cost $41.04 Unrealized
CIRRUS LOGIC INC 0.0%
Value ($000) $2,268 Shares 100,000 Est. Cost $17.36 Unrealized
ISIS PHARMACEUTICALS INC 0.0%
Value ($000) $2,252 Shares 60,000 Est. Cost $26.87 Unrealized
IRON MOUNTAIN INC 0.0%
Value ($000) $2,246 Shares 83,108 Est. Cost $26.62 Unrealized
BLACK HILLS CORP 0.0%
Value ($000) $2,244 Shares 45,000 Est. Cost $48.76 Unrealized
EXPRESS INC 0.0%
Value ($000) $2,241 Shares 95,000 Est. Cost $20.97 Unrealized
LASALLE HOTEL PROPERTIES 0.0%
Value ($000) $2,230 Shares 78,204 Est. Cost $24.70 Unrealized
UCP INC CL A 0.0%
Value ($000) $2,226 Shares 150,000 Est. Cost $14.84 Unrealized
GREAT PLAINS ENERGY INC 0.0%
Value ($000) $2,220 Shares 100,000 Est. Cost $22.54 Unrealized
VCA ANTECH INC 0.0%
Value ($000) $2,197 Shares 80,000 Est. Cost $26.09 Unrealized
ENTROPIC COMMUNICATIONS INC 0.0%
Value ($000) $2,190 Shares 500,000 Est. Cost $4.27 Unrealized
ATMOS ENERGY CORP 0.0%
Value ($000) $2,130 Shares 50,000 Est. Cost $41.06 Unrealized
TELEDYNE TECHNOLOGIES INC 0.0%
Value ($000) $2,123 Shares 25,000 Est. Cost $77.36 Unrealized
VAIL RESORTS INC 0.0%
Value ($000) $2,081 Shares 30,000 Est. Cost $61.53 Unrealized
AMERICAN CAPITAL MORTGAGE IN 0.0%
Value ($000) $2,075 Shares 105,000 Est. Cost $17.97 Unrealized
SOUTH JERSEY INDUSTRIES 0.0%
Value ($000) $2,050 Shares 35,000 Est. Cost $57.40 Unrealized
SAIC INC 0.0%
Value ($000) $2,048 Shares 45,000 Est. Cost $13.93 Unrealized
ARCH COAL INC 0.0%
Value ($000) $2,030 Shares 494,000 Est. Cost $3.78 Unrealized
MSCI INC 0.0%
Value ($000) $2,013 Shares 50,000 Est. Cost $33.28 Unrealized
CHICO S FAS INC 0.0%
Value ($000) $1,999 Shares 120,000 Est. Cost $17.06 Unrealized
CARMIKE CINEMAS INC 0.0%
Value ($000) $1,987 Shares 90,000 Est. Cost $19.36 Unrealized
NEW JERSEY RESOURCES CORP 0.0%
Value ($000) $1,982 Shares 45,000 Est. Cost $41.53 Unrealized
PHOTRONICS INC 0.0%
Value ($000) $1,958 Shares 250,000 Est. Cost $8.06 Unrealized
PDL BIOPHARMA INC 0.0%
Value ($000) $1,953 Shares 245,000 Est. Cost $7.72 Unrealized
KINDER MORGAN INC 0.0%
Value ($000) $1,943 Shares 390,848 Est. Cost $5.12 Unrealized
IDACORP INC 0.0%
Value ($000) $1,936 Shares 40,000 Est. Cost $47.75 Unrealized
VISHAY INTERTECHNOLOGY INC 0.0%
Value ($000) $1,934 Shares 150,000 Est. Cost $13.89 Unrealized
WGL HOLDINGS INC 0.0%
Value ($000) $1,922 Shares 45,000 Est. Cost $43.22 Unrealized
NOBLE CORP 0.0%
Value ($000) $1,889 Shares 50,000 Est. Cost $37.58 Unrealized
SUPERIOR ENERGY SERVICES INC 0.0%
Value ($000) $1,878 Shares 75,000 Est. Cost $25.95 Unrealized
CYS INVESTMENTS INC 0.0%
Value ($000) $1,870 Shares 230,000 Est. Cost $9.21 Unrealized
INTERDIGITAL INC 0.0%
Value ($000) $1,867 Shares 50,000 Est. Cost $44.66 Unrealized
CUMULUS MEDIA INC CL A 0.0%
Value ($000) $1,866 Shares 352,100 Est. Cost $3.39 Unrealized
SPDR S+P 500 ETF TRUST 0.0%
Value ($000) $1,850 Shares 500,000 Est. Cost $4.45 Unrealized
ASHLAND INC 0.0%
Value ($000) $1,850 Shares 20,000 Est. Cost $83.50 Unrealized
HEIDRICK + STRUGGLES INTL 0.0%
Value ($000) $1,849 Shares 97,000 Est. Cost $16.72 Unrealized
ELIZABETH ARDEN INC 0.0%
Value ($000) $1,846 Shares 50,000 Est. Cost $45.08 Unrealized
MURPHY USA INC 0.0%
Value ($000) $1,838 Shares 45,500 Est. Cost $40.40 Unrealized
ON SEMICONDUCTOR CORPORATION 0.0%
Value ($000) $1,825 Shares 250,000 Est. Cost $8.08 Unrealized
EDUCATION REALTY TRUST INC 0.0%
Value ($000) $1,820 Shares 200,000 Est. Cost $10.23 Unrealized
PNM RESOURCES INC 0.0%
Value ($000) $1,810 Shares 80,000 Est. Cost $22.19 Unrealized
OGE ENERGY CORP 0.0%
Value ($000) $1,805 Shares 50,000 Est. Cost $52.15 Unrealized
SOUTHWEST GAS CORP 0.0%
Value ($000) $1,750 Shares 35,000 Est. Cost $46.80 Unrealized
ALLIANCE ONE INTERNATIONAL 0.0%
Value ($000) $1,746 Shares 600,000 Est. Cost $3.80 Unrealized
ULTRA CLEAN HOLDINGS INC 0.0%
Value ($000) $1,728 Shares 250,000 Est. Cost $6.05 Unrealized
PCM INC 0.0%
Value ($000) $1,721 Shares 185,000 Est. Cost $9.60 Unrealized
ANGIODYNAMICS INC 0.0%
Value ($000) $1,716 Shares 130,000 Est. Cost $11.28 Unrealized
CHENIERE ENERGY INC 0.0%
Value ($000) $1,707 Shares 50,000 Est. Cost $27.76 Unrealized
DSW INC CLASS A 0.0%
Value ($000) $1,706 Shares 20,000 Est. Cost $73.48 Unrealized
REXFORD INDUSTRIAL REALTY IN 0.0%
Value ($000) $1,689 Shares 125,000 Est. Cost $13.51 Unrealized
AVID TECHNOLOGY INC 0.0%
Value ($000) $1,680 Shares 280,000 Est. Cost $5.88 Unrealized
ASHFORD HOSPITALITY TRUST 0.0%
Value ($000) $1,666 Shares 135,000 Est. Cost $11.45 Unrealized
BRANDYWINE REALTY TRUST 0.0%
Value ($000) $1,648 Shares 125,000 Est. Cost $13.52 Unrealized
ARRAY BIOPHARMA INC 0.0%
Value ($000) $1,648 Shares 265,000 Est. Cost $4.54 Unrealized
RESMED INC 0.0%
Value ($000) $1,648 Shares 31,200 Est. Cost $45.13 Unrealized
UMH PROPERTIES INC 0.0%
Value ($000) $1,638 Shares 165,000 Est. Cost $10.27 Unrealized
TRIQUINT SEMICONDUCTOR INC 0.0%
Value ($000) $1,626 Shares 200,000 Est. Cost $6.93 Unrealized
C+J ENERGY SERVICES INC 0.0%
Value ($000) $1,606 Shares 80,000 Est. Cost $19.38 Unrealized
UNITED THERAPEUTICS CORP 0.0%
Value ($000) $1,577 Shares 20,000 Est. Cost $65.80 Unrealized
BEL FUSE INC CL B 0.0%
Value ($000) $1,570 Shares 90,000 Est. Cost $13.46 Unrealized
CAMPUS CREST COMMUNITIES INC 0.0%
Value ($000) $1,544 Shares 143,000 Est. Cost $11.49 Unrealized
INTEGRYS ENERGY GROUP INC 0.0%
Value ($000) $1,537 Shares 27,500 Est. Cost $58.55 Unrealized
MDC HOLDINGS INC 0.0%
Value ($000) $1,501 Shares 50,000 Est. Cost $32.51 Unrealized
RYDER SYSTEM INC 0.0%
Value ($000) $1,493 Shares 25,000 Est. Cost $60.80 Unrealized
LOJACK CORPORATION 0.0%
Value ($000) $1,472 Shares 460,000 Est. Cost $3.15 Unrealized
LULULEMON ATHLETICA INC 0.0%
Value ($000) $1,462 Shares 20,000 Est. Cost $73.10 Unrealized
CONNECTICUT WATER SVC INC 0.0%
Value ($000) $1,447 Shares 45,000 Est. Cost $28.71 Unrealized
LENNAR CORP B SHS 0.0%
Value ($000) $1,433 Shares 50,000 Est. Cost $28.36 Unrealized
ION GEOPHYSICAL CORP 0.0%
Value ($000) $1,430 Shares 275,000 Est. Cost $6.02 Unrealized
ACCO BRANDS CORP 0.0%
Value ($000) $1,408 Shares 212,000 Est. Cost $6.36 Unrealized
KORN/FERRY INTERNATIONAL 0.0%
Value ($000) $1,404 Shares 65,600 Est. Cost $18.73 Unrealized
LIGAND PHARMACEUTICALS CL B 0.0%
Value ($000) $1,399 Shares 32,331 Est. Cost $37.43 Unrealized
ASCENA RETAIL GROUP INC 0.0%
Value ($000) $1,395 Shares 70,000 Est. Cost $17.45 Unrealized
HARMONIC INC 0.0%
Value ($000) $1,384 Shares 180,000 Est. Cost $6.35 Unrealized
FIRST INDUSTRIAL REALTY TR 0.0%
Value ($000) $1,383 Shares 85,000 Est. Cost $15.63 Unrealized
SIGNATURE BANK 0.0%
Value ($000) $1,373 Shares 15,000 Est. Cost $83.00 Unrealized
MACQUARIE INFRASTRUCTURE CO 0.0%
Value ($000) $1,365 Shares 25,500 Est. Cost $53.45 Unrealized
ARBOR REALTY TRUST INC 0.0%
Value ($000) $1,356 Shares 200,000 Est. Cost $6.28 Unrealized
NATIONAL RETAIL PROPERTIES 0.0%
Value ($000) $1,352 Shares 42,500 Est. Cost $34.40 Unrealized
SILICON IMAGE INC 0.0%
Value ($000) $1,335 Shares 250,000 Est. Cost $5.85 Unrealized
PANTRY INC 0.0%
Value ($000) $1,330 Shares 120,000 Est. Cost $12.18 Unrealized
TEXAS INDUSTRIES INC 0.0%
Value ($000) $1,326 Shares 20,000 Est. Cost $65.15 Unrealized
GENESCO INC 0.0%
Value ($000) $1,312 Shares 20,000 Est. Cost $66.99 Unrealized
HEALTHCARE SERVICES GROUP 0.0%
Value ($000) $1,288 Shares 50,000 Est. Cost $24.52 Unrealized
AMERESCO INC CL A 0.0%
Value ($000) $1,253 Shares 125,000 Est. Cost $9.01 Unrealized
AMERICAN STATES WATER CO 0.0%
Value ($000) $1,240 Shares 45,000 Est. Cost $40.62 Unrealized
AMERICAN WATER WORKS CO INC 0.0%
Value ($000) $1,238 Shares 30,000 Est. Cost $41.23 Unrealized
EQUITY LIFESTYLE PROPERTIES 0.0%
Value ($000) $1,230 Shares 36,000 Est. Cost $56.39 Unrealized
COLE REAL ESTATE INVESTMENT 0.0%
Value ($000) $1,226 Shares 100,000 Est. Cost $12.26 Unrealized
BROCADE COMMUNICATIONS SYS 0.0%
Value ($000) $1,208 Shares 150,000 Est. Cost $5.76 Unrealized
MERIDIAN BIOSCIENCE INC 0.0%
Value ($000) $1,183 Shares 50,000 Est. Cost $21.50 Unrealized
PIEDMONT NATURAL GAS CO 0.0%
Value ($000) $1,151 Shares 35,000 Est. Cost $33.74 Unrealized
BENCHMARK ELECTRONICS INC 0.0%
Value ($000) $1,145 Shares 50,000 Est. Cost $20.10 Unrealized
MERCANTILE BANK CORP 0.0%
Value ($000) $1,140 Shares 52,339 Est. Cost $17.98 Unrealized
SUMMER INFANT INC 0.0%
Value ($000) $1,108 Shares 400,000 Est. Cost $3.06 Unrealized
PENN NATIONAL GAMING INC 0.0%
Value ($000) $1,107 Shares 20,000 Est. Cost $52.85 Unrealized
HEARTWARE INTERNATIONAL INC 0.0%
Value ($000) $1,098 Shares 15,000 Est. Cost $95.13 Unrealized
NEKTAR THERAPEUTICS 0.0%
Value ($000) $1,097 Shares 105,000 Est. Cost $11.55 Unrealized
ROCKY MOUNTAIN CHOC FACT INC 0.0%
Value ($000) $1,089 Shares 90,000 Est. Cost $12.09 Unrealized
STAGE STORES INC 0.0%
Value ($000) $1,056 Shares 55,000 Est. Cost $19.20 Unrealized
ALLSCRIPTS HEALTHCARE SOLUTI 0.0%
Value ($000) $1,041 Shares 70,000 Est. Cost $12.94 Unrealized
FRANCESCAS HOLDINGS CORP 0.0%
Value ($000) $1,027 Shares 55,100 Est. Cost $25.29 Unrealized
NVE CORP 0.0%
Value ($000) $1,021 Shares 20,000 Est. Cost $46.80 Unrealized
SONUS NETWORKS INC 0.0%
Value ($000) $1,014 Shares 300,000 Est. Cost $3.01 Unrealized
NXSTAGE MEDICAL INC 0.0%
Value ($000) $1,009 Shares 76,700 Est. Cost $14.28 Unrealized
BILL BARRETT CORP 0.0%
Value ($000) $1,004 Shares 40,000 Est. Cost $20.23 Unrealized
AKORN INC 0.0%
Value ($000) $984 Shares 50,000 Est. Cost $13.52 Unrealized
MONEYGRAM INTERNATIONAL INC 0.0%
Value ($000) $979 Shares 50,000 Est. Cost $22.66 Unrealized
TEMPUR SEALY INTERNATIONAL I 0.0%
Value ($000) $967 Shares 22,000 Est. Cost $43.91 Unrealized
OLD DOMINION FREIGHT LINE 0.0%
Value ($000) $920 Shares 20,000 Est. Cost $41.64 Unrealized
PARKE BANCORP INC 0.0%
Value ($000) $918 Shares 103,856 Est. Cost $7.61 Unrealized
CALIFORNIA WATER SERVICE GRP 0.0%
Value ($000) $914 Shares 45,000 Est. Cost $19.51 Unrealized
PENNYMAC MORTGAGE INVESTMENT 0.0%
Value ($000) $907 Shares 40,000 Est. Cost $21.05 Unrealized
OFFICEMAX INC 0.0%
Value ($000) $895 Shares 70,000 Est. Cost $12.79 Unrealized
VISHAY PRECISION GROUP 0.0%
Value ($000) $883 Shares 60,714 Est. Cost $15.14 Unrealized
MOVADO GROUP INC 0.0%
Value ($000) $875 Shares 20,000 Est. Cost $43.75 Unrealized
RESOURCE AMERICA INC CL A 0.0%
Value ($000) $803 Shares 100,000 Est. Cost $8.50 Unrealized
BSQUARE CORP 0.0%
Value ($000) $798 Shares 290,000 Est. Cost $2.75 Unrealized
SUNEDISON INC 0.0%
Value ($000) $797 Shares 100,000 Est. Cost $8.17 Unrealized
SAPIENT CORPORATION 0.0%
Value ($000) $779 Shares 50,000 Est. Cost $13.06 Unrealized
CALPINE CORP 0.0%
Value ($000) $777 Shares 40,000 Est. Cost $21.23 Unrealized
DENDREON CORP 0.0%
Value ($000) $776 Shares 265,000 Est. Cost $4.12 Unrealized
LEAPFROG ENTERPRISES INC 0.0%
Value ($000) $754 Shares 80,000 Est. Cost $9.84 Unrealized
IROBOT CORP 0.0%
Value ($000) $753 Shares 20,000 Est. Cost $39.75 Unrealized
CAPITAL SENIOR LIVING CORP 0.0%
Value ($000) $740 Shares 35,000 Est. Cost $23.91 Unrealized
KID BRANDS INC 0.0%
Value ($000) $735 Shares 500,000 Est. Cost $1.54 Unrealized
DOVER MOTORSPORTS INC 0.0%
Value ($000) $723 Shares 300,000 Est. Cost $2.16 Unrealized
AMERICAN RESIDENTIAL PROPERT 0.0%
Value ($000) $704 Shares 40,000 Est. Cost $17.20 Unrealized
WCI COMMUNITIES INC 0.0%
Value ($000) $690 Shares 40,000 Est. Cost $17.25 Unrealized
ACCELRYS INC 0.0%
Value ($000) $690 Shares 70,000 Est. Cost $8.40 Unrealized
SUNCOKE ENERGY INC 0.0%
Value ($000) $680 Shares 40,000 Est. Cost $14.03 Unrealized
MOLYCORP INC 0.0%
Value ($000) $656 Shares 100,000 Est. Cost $6.20 Unrealized
MATTRESS FIRM HOLDING CORP 0.0%
Value ($000) $636 Shares 20,000 Est. Cost $40.30 Unrealized
AFLAC INC 0.0%
Value ($000) $620 Shares 10,000 Est. Cost $58.10 Unrealized
BASIC ENERGY SERVICES INC 0.0%
Value ($000) $569 Shares 45,000 Est. Cost $12.09 Unrealized
MACERICH CO/THE 0.0%
Value ($000) $564 Shares 10,000 Est. Cost $61.00 Unrealized
WINTHROP REALTY TRUST 0.0%
Value ($000) $558 Shares 50,000 Est. Cost $12.03 Unrealized
LIMELIGHT NETWORKS INC 0.0%
Value ($000) $540 Shares 280,000 Est. Cost $2.25 Unrealized
DIGITAL RIVER INC 0.0%
Value ($000) $536 Shares 30,000 Est. Cost $18.77 Unrealized
ARQULE INC 0.0%
Value ($000) $521 Shares 223,774 Est. Cost $2.33 Unrealized
CALIX NETWORKS INC 0.0%
Value ($000) $509 Shares 40,000 Est. Cost $10.10 Unrealized
TUMI HOLDINGS INC 0.0%
Value ($000) $504 Shares 25,000 Est. Cost $24.00 Unrealized
MARIN SOFTWARE INC 0.0%
Value ($000) $502 Shares 40,000 Est. Cost $10.25 Unrealized
MONRO MUFFLER BRAKE INC 0.0%
Value ($000) $465 Shares 10,000 Est. Cost $48.10 Unrealized
OCLARO INC 0.0%
Value ($000) $443 Shares 250,000 Est. Cost $1.18 Unrealized
TRI POINTE HOMES INC 0.0%
Value ($000) $440 Shares 30,000 Est. Cost $16.58 Unrealized
EMAGIN CORPORATION 0.0%
Value ($000) $391 Shares 130,000 Est. Cost $3.56 Unrealized
GIGAMON INC 0.0%
Value ($000) $386 Shares 10,000 Est. Cost $27.60 Unrealized
AMERICAN APPAREL INC 0.0%
Value ($000) $384 Shares 295,000 Est. Cost $1.87 Unrealized
BLACKSTONE MORTGAGE TRU CL A 0.0%
Value ($000) $378 Shares 15,000 Est. Cost $25.20 Unrealized
INTEGRATED SILICON SOLUTION 0.0%
Value ($000) $325 Shares 29,870 Est. Cost $10.95 Unrealized
REALNETWORKS INC 0.0%
Value ($000) $321 Shares 37,500 Est. Cost $7.57 Unrealized
SI FINANCIAL GROUP INC 0.0%
Value ($000) $306 Shares 26,943 Est. Cost $11.06 Unrealized
BEBE STORES INC 0.0%
Value ($000) $305 Shares 50,000 Est. Cost $5.62 Unrealized
EMERITUS CORP 0.0%
Value ($000) $278 Shares 15,000 Est. Cost $23.20 Unrealized
LIPOSCIENCE INC 0.0%
Value ($000) $225 Shares 45,000 Est. Cost $7.00 Unrealized
PHARMERICA CORP 0.0%
Value ($000) $199 Shares 15,000 Est. Cost $13.87 Unrealized
NTN BUZZTIME INC 0.0%
Value ($000) $173 Shares 500,000 Est. Cost $0.41 Unrealized
SUN BANCORP INC NJ 0.0%
Value ($000) $127 Shares 33,075 Est. Cost $3.39 Unrealized
FELCOR LODGING TRUST INC 0.0%
Value ($000) $123 Shares 20,000 Est. Cost $6.15 Unrealized
HAUPPAUGE DIGITAL INC 0.0%
Value ($000) $117 Shares 300,000 Est. Cost $0.69 Unrealized
NOVATEL WIRELESS INC 0.0%
Value ($000) $52 Shares 20,000 Est. Cost $3.97 Unrealized
FEDERAL REALTY INVS TRUST 0.0%
Value ($000) $51 Shares 500 Est. Cost $103.69 Unrealized
FOX FACTORY HOLDING CORP 0.0%
Value ($000) $39 Shares 2,000 Est. Cost $19.50 Unrealized
LONE PINE RESOURCES INC 0.0%
Value ($000) $1 Shares 200,000 Est. Cost $0.33 Unrealized