NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 5, 2014

Total Value: $487M (100.0% shares, 0.0% debt)

Holdings (390)

AAPL APPLE INC 3.6%

Value $17.44M Shares 32,500 Est. Cost $16.58 Unrealized 0.0%

XOM EXXON MOBIL CORP 2.1%

Value $10.26M Shares 105,000 Est. Cost $58.08 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 1.7%

Value $8.196M Shares 135,000 Est. Cost $42.08 Unrealized 0.0%

MSFT MICROSOFT CORP 1.6%

Value $7.583M Shares 185,000 Est. Cost $31.26 Unrealized 0.0%

JNJ JOHNSON & JOHNSON 1.4%

Value $6.876M Shares 70,000 Est. Cost $66.63 Unrealized 0.0%

PG PROCTER & GAMBLE CO 1.2%

Value $5.642M Shares 70,000 Est. Cost $56.51 Unrealized 0.0%

CVX CHEVRON CORP NEW 1.1%

Value $5.351M Shares 45,000 Est. Cost $70.36 Unrealized 0.0%

MRK MERCK & CO INC NEW 1.1%

Value $5.294M Shares 93,252 Est. Cost $35.76 Unrealized 0.0%

WFC WELLS FARGO & CO NEW 1.0%

Value $4.974M Shares 100,000 Est. Cost $33.41 Unrealized 0.0%

PM PHILIP MORRIS INTL INC 1.0%

Value $4.912M Shares 60,000 Est. Cost $44.74 Unrealized 0.0%

PFE PFIZER INC 1.0%

Value $4.849M Shares 150,956 Est. Cost $18.20 Unrealized 0.0%

AXP AMERICAN EXPRESS CO 0.9%

Value $4.502M Shares 50,000 Est. Cost $75.50 Unrealized 0.0%

KO COCA COLA CO 0.9%

Value $4.253M Shares 110,000 Est. Cost $26.56 Unrealized 0.0%

GILD GILEAD SCIENCES INC 0.9%

Value $4.252M Shares 60,000 Est. Cost $54.49 Unrealized 0.0%

ORCL ORACLE CORP 0.8%

Value $4.091M Shares 100,000 Est. Cost $31.98 Unrealized 0.0%

DIS DISNEY WALT CO 0.8%

Value $4.004M Shares 50,000 Est. Cost $69.69 Unrealized 0.0%

IBM INTERNATIONAL BUSINESS MACHS 0.8%

Value $3.85M Shares 20,000 Est. Cost $109.22 Unrealized 0.0%

THC TENET HEALTHCARE CORP 0.7%

Value $3.639M Shares 85,000 Est. Cost $44.12 Unrealized 0.0%

— INTERMUNE INC 0.7%

Value $3.514M Shares 105,000 Est. Cost $33.47 Unrealized —

MCD MCDONALDS CORP 0.7%

Value $3.44M Shares 35,093 Est. Cost $70.27 Unrealized 0.0%

USB US BANCORP DEL 0.7%

Value $3.429M Shares 80,000 Est. Cost $27.34 Unrealized 0.0%

AMZN AMAZON COM INC 0.7%

Value $3.364M Shares 10,000 Est. Cost $18.56 Unrealized 0.0%

CSCO CISCO SYS INC 0.7%

Value $3.362M Shares 150,000 Est. Cost $15.30 Unrealized 0.0%

UNP UNION PAC CORP 0.7%

Value $3.19M Shares 17,000 Est. Cost $68.27 Unrealized 0.0%

COP CONOCOPHILLIPS 0.7%

Value $3.166M Shares 45,000 Est. Cost $45.41 Unrealized 0.0%

VZ VERIZON COMMUNICATIONS INC 0.6%

Value $3.092M Shares 65,000 Est. Cost $25.87 Unrealized 0.0%

WMT WAL-MART STORES INC 0.6%

Value $3.057M Shares 40,000 Est. Cost $19.90 Unrealized 0.0%

MO ALTRIA GROUP INC 0.6%

Value $2.994M Shares 80,000 Est. Cost $17.12 Unrealized 0.0%

LOW LOWES COS INC 0.6%

Value $2.934M Shares 60,000 Est. Cost $39.01 Unrealized 0.0%

— UNITED TECHNOLOGIES CORP 0.6%

Value $2.921M Shares 25,000 Est. Cost $116.84 Unrealized —

INTC INTEL CORP 0.6%

Value $2.84M Shares 110,000 Est. Cost $18.67 Unrealized 0.0%

BK BANK NEW YORK MELLON CORP 0.6%

Value $2.825M Shares 80,038 Est. Cost $24.75 Unrealized 0.0%

ALK ALASKA AIR GROUP INC 0.6%

Value $2.799M Shares 30,000 Est. Cost $37.56 Unrealized 0.0%

PEP PEPSICO INC 0.6%

Value $2.776M Shares 33,251 Est. Cost $56.86 Unrealized 0.0%

TRV TRAVELERS COMPANIES INC 0.6%

Value $2.761M Shares 32,443 Est. Cost $64.62 Unrealized 0.0%

LLY LILLY ELI & CO 0.5%

Value $2.649M Shares 45,000 Est. Cost $44.54 Unrealized 0.0%

ALKS ALKERMES PLC 0.5%

Value $2.645M Shares 60,000 Est. Cost $47.58 Unrealized 0.0%

CL COLGATE PALMOLIVE CO 0.5%

Value $2.595M Shares 40,000 Est. Cost $47.90 Unrealized 0.0%

— VIACOM INC NEW 0.5%

Value $2.55M Shares 30,000 Est. Cost $85.00 Unrealized —

GS GOLDMAN SACHS GROUP INC 0.5%

Value $2.458M Shares 15,000 Est. Cost $133.70 Unrealized 0.0%

AMT AMERICAN TOWER CORP NEW 0.5%

Value $2.456M Shares 30,000 Est. Cost $61.59 Unrealized 0.0%

— TIME WARNER INC 0.5%

Value $2.395M Shares 36,666 Est. Cost $65.32 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.5%

Value $2.382M Shares 25,000 Est. Cost $62.47 Unrealized 0.0%

QCOM QUALCOMM INC 0.5%

Value $2.366M Shares 30,000 Est. Cost $54.02 Unrealized 0.0%

— GOOGLE INC 0.5%

Value $2.318M Shares 2,080 Est. Cost $1114.42 Unrealized —

— MONSANTO CO NEW 0.5%

Value $2.275M Shares 20,000 Est. Cost $113.75 Unrealized —

COST COSTCO WHSL CORP NEW 0.5%

Value $2.234M Shares 20,000 Est. Cost $91.29 Unrealized 0.0%

— COMCAST CORP NEW 0.5%

Value $2.195M Shares 45,000 Est. Cost $48.78 Unrealized —

— HEARTWARE INTL INC 0.4%

Value $2.157M Shares 23,000 Est. Cost $93.78 Unrealized —

TROW PRICE T ROWE GROUP INC 0.4%

Value $2.141M Shares 26,000 Est. Cost $52.57 Unrealized 0.0%

PRU PRUDENTIAL FINL INC 0.4%

Value $2.116M Shares 25,000 Est. Cost $52.24 Unrealized 0.0%

— TWENTY FIRST CENTY FOX INC 0.4%

Value $2.078M Shares 65,000 Est. Cost $31.97 Unrealized —

WMB WILLIAMS COS INC DEL 0.4%

Value $2.029M Shares 50,000 Est. Cost $20.92 Unrealized 0.0%

GAP GAP INC DEL 0.4%

Value $2.003M Shares 50,000 Est. Cost $27.08 Unrealized 0.0%

— RAYTHEON CO 0.4%

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

— PRAXAIR INC 0.4%

Value $1.965M Shares 15,000 Est. Cost $131.00 Unrealized —

— DOW CHEM CO 0.4%

Value $1.952M Shares 40,165 Est. Cost $48.60 Unrealized —

AWR AMERICAN STS WTR CO 0.4%

Value $1.937M Shares 60,000 Est. Cost $23.08 Unrealized 0.0%

ALL ALLSTATE CORP 0.4%

Value $1.913M Shares 33,810 Est. Cost $41.54 Unrealized 0.0%

— AMERICAN EQTY INVT LIFE HLD 0.4%

Value $1.89M Shares 80,000 Est. Cost $23.63 Unrealized —

YUM YUM BRANDS INC 0.4%

Value $1.885M Shares 25,000 Est. Cost $42.07 Unrealized 0.0%

HON HONEYWELL INTL INC 0.4%

Value $1.855M Shares 20,000 Est. Cost $64.71 Unrealized 0.0%

— DISCOVER FINL SVCS 0.4%

Value $1.824M Shares 31,350 Est. Cost $58.18 Unrealized —

— CORE MARK HOLDING CO INC 0.4%

Value $1.815M Shares 25,000 Est. Cost $72.60 Unrealized —

SJM SMUCKER J M CO 0.4%

Value $1.79M Shares 18,405 Est. Cost $68.74 Unrealized 0.0%

— CELLDEX THERAPEUTICS INC NEW 0.4%

Value $1.767M Shares 100,000 Est. Cost $17.67 Unrealized —

PSX PHILLIPS 66 0.4%

Value $1.734M Shares 22,500 Est. Cost $49.82 Unrealized 0.0%

— EMPIRE DIST ELEC CO 0.3%

Value $1.702M Shares 70,000 Est. Cost $24.31 Unrealized —

— ANADARKO PETE CORP 0.3%

Value $1.695M Shares 20,000 Est. Cost $84.75 Unrealized —

— DU PONT E I DE NEMOURS & CO 0.3%

Value $1.678M Shares 25,000 Est. Cost $67.12 Unrealized —

— ACTIVISION BLIZZARD INC 0.3%

Value $1.635M Shares 80,000 Est. Cost $20.44 Unrealized —

BAC BANK OF AMERICA CORPORATION 0.3%

Value $1.635M Shares 95,082 Est. Cost $13.25 Unrealized 0.0%

ITW ILLINOIS TOOL WKS INC 0.3%

Value $1.627M Shares 20,000 Est. Cost $61.28 Unrealized 0.0%

EPR EPR PPTYS 0.3%

Value $1.602M Shares 30,000 Est. Cost $53.40 Unrealized —

PTC PTC INC 0.3%

Value $1.594M Shares 45,000 Est. Cost $36.75 Unrealized 0.0%

MDLZ MONDELEZ INTL INC 0.3%

Value $1.589M Shares 45,987 Est. Cost $26.35 Unrealized 0.0%

T AT&T INC 0.3%

Value $1.578M Shares 45,000 Est. Cost $10.85 Unrealized 0.0%

— SENIOR HSG PPTYS TR 0.3%

Value $1.573M Shares 70,000 Est. Cost $22.47 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.3%

Value $1.567M Shares 40,000 Est. Cost $33.03 Unrealized 0.0%

OXM OXFORD INDS INC 0.3%

Value $1.564M Shares 20,000 Est. Cost $77.21 Unrealized 0.0%

— GENERAL ELECTRIC CO 0.3%

Value $1.553M Shares 60,000 Est. Cost $25.88 Unrealized —

— THERAVANCE INC 0.3%

Value $1.548M Shares 50,000 Est. Cost $30.96 Unrealized —

— COLONY FINL INC 0.3%

Value $1.537M Shares 70,000 Est. Cost $21.96 Unrealized —

— INTEGRATED DEVICE TECHNOLOGY 0.3%

Value $1.529M Shares 125,000 Est. Cost $12.23 Unrealized —

ZTS ZOETIS INC 0.3%

Value $1.522M Shares 52,578 Est. Cost $27.83 Unrealized 0.0%

TGT TARGET CORP 0.3%

Value $1.513M Shares 25,000 Est. Cost $41.65 Unrealized 0.0%

HEI HEICO CORP NEW 0.3%

Value $1.504M Shares 25,000 Est. Cost $29.73 Unrealized 0.0%

CMCSA COMCAST CORP NEW 0.3%

Value $1.501M Shares 30,000 Est. Cost $19.96 Unrealized 0.0%

KFY KORN FERRY INTL 0.3%

Value $1.489M Shares 50,000 Est. Cost $22.02 Unrealized 0.0%

ILMN ILLUMINA INC 0.3%

Value $1.487M Shares 10,000 Est. Cost $146.95 Unrealized 0.0%

BAX BAXTER INTL INC 0.3%

Value $1.472M Shares 20,000 Est. Cost $30.34 Unrealized 0.0%

NPO ENPRO INDS INC 0.3%

Value $1.453M Shares 20,000 Est. Cost $70.90 Unrealized 0.0%

AMAT APPLIED MATLS INC 0.3%

Value $1.429M Shares 70,000 Est. Cost $15.75 Unrealized 0.0%

— CHESAPEAKE LODGING TR 0.3%

Value $1.415M Shares 55,000 Est. Cost $25.73 Unrealized —

MCK MCKESSON CORP 0.3%

Value $1.413M Shares 8,000 Est. Cost $160.13 Unrealized 0.0%

— LAM RESEARCH CORP 0.3%

Value $1.409M Shares 25,625 Est. Cost $54.99 Unrealized —

NSC NORFOLK SOUTHERN CORP 0.3%

Value $1.409M Shares 14,500 Est. Cost $71.41 Unrealized 0.0%

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value $1.397M Shares 26,884 Est. Cost $35.93 Unrealized 0.0%

EBAY EBAY INC 0.3%

Value $1.381M Shares 25,000 Est. Cost $20.67 Unrealized 0.0%

— E M C CORP MASS 0.3%

Value $1.377M Shares 50,250 Est. Cost $27.40 Unrealized —

— TIME WARNER CABLE INC 0.3%

Value $1.372M Shares 10,000 Est. Cost $137.20 Unrealized —

— GLATFELTER 0.3%

Value $1.361M Shares 50,000 Est. Cost $27.22 Unrealized —

BC BRUNSWICK CORP 0.3%

Value $1.359M Shares 30,000 Est. Cost $36.35 Unrealized 0.0%

— ENLINK MIDSTREAM LLC 0.3%

Value $1.358M Shares 40,000 Est. Cost $33.95 Unrealized —

SEIC SEI INVESTMENTS CO 0.3%

Value $1.344M Shares 40,000 Est. Cost $29.39 Unrealized 0.0%

— CHUBB CORP 0.3%

Value $1.34M Shares 15,000 Est. Cost $89.33 Unrealized —

EVC ENTRAVISION COMMUNICATIONS C 0.3%

Value $1.34M Shares 200,000 Est. Cost $3.76 Unrealized 0.0%

INCY INCYTE CORP 0.3%

Value $1.338M Shares 25,000 Est. Cost $62.06 Unrealized 0.0%

CMG CHIPOTLE MEXICAN GRILL INC 0.3%

Value $1.338M Shares 2,356 Est. Cost $11.02 Unrealized 0.0%

MRSH MARSH & MCLENNAN COS INC 0.3%

Value $1.331M Shares 27,000 Est. Cost $38.81 Unrealized 0.0%

SWK STANLEY BLACK & DECKER INC 0.3%

Value $1.33M Shares 16,375 Est. Cost $59.39 Unrealized 0.0%

WST WEST PHARMACEUTICAL SVSC INC 0.3%

Value $1.322M Shares 30,000 Est. Cost $44.55 Unrealized 0.0%

— SEMGROUP CORP 0.3%

Value $1.314M Shares 20,000 Est. Cost $65.70 Unrealized —

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.308M Shares 17,859 Est. Cost $73.24 Unrealized —

HMN HORACE MANN EDUCATORS CORP N 0.3%

Value $1.305M Shares 45,000 Est. Cost $28.89 Unrealized 0.0%

A AGILENT TECHNOLOGIES INC 0.3%

Value $1.291M Shares 23,084 Est. Cost $37.33 Unrealized 0.0%

— FIRST FINL HLDGS INC NEW 0.3%

Value $1.252M Shares 20,000 Est. Cost $62.60 Unrealized —

ROK ROCKWELL AUTOMATION INC 0.3%

Value $1.246M Shares 10,000 Est. Cost $93.82 Unrealized 0.0%

SF STIFEL FINL CORP 0.3%

Value $1.244M Shares 25,000 Est. Cost $28.20 Unrealized 0.0%

— CAMERON INTERNATIONAL CORP 0.3%

Value $1.235M Shares 20,000 Est. Cost $61.75 Unrealized —

NOC NORTHROP GRUMMAN CORP 0.3%

Value $1.234M Shares 10,000 Est. Cost $97.12 Unrealized 0.0%

— MEDTRONIC INC 0.3%

Value $1.231M Shares 20,000 Est. Cost $61.55 Unrealized —

CAR AVIS BUDGET GROUP 0.3%

Value $1.218M Shares 25,000 Est. Cost $40.83 Unrealized 0.0%

PLXS PLEXUS CORP 0.2%

Value $1.202M Shares 30,000 Est. Cost $40.84 Unrealized 0.0%

MET METLIFE INC 0.2%

Value $1.202M Shares 22,766 Est. Cost $31.07 Unrealized 0.0%

— AETNA INC NEW 0.2%

Value $1.2M Shares 16,012 Est. Cost $74.94 Unrealized —

— TRUSTCO BK CORP N Y 0.2%

Value $1.197M Shares 170,000 Est. Cost $7.04 Unrealized —

MCHP MICROCHIP TECHNOLOGY INC 0.2%

Value $1.194M Shares 25,000 Est. Cost $17.75 Unrealized 0.0%

M MACYS INC 0.2%

Value $1.186M Shares 20,000 Est. Cost $55.60 Unrealized 0.0%

FLR FLUOR CORP NEW 0.2%

Value $1.166M Shares 15,000 Est. Cost $69.22 Unrealized 0.0%

— CITRIX SYS INC 0.2%

Value $1.149M Shares 20,000 Est. Cost $57.45 Unrealized —

NPKI NEWPARK RES INC 0.2%

Value $1.145M Shares 100,000 Est. Cost $11.44 Unrealized 0.0%

DVN DEVON ENERGY CORP NEW 0.2%

Value $1.138M Shares 17,000 Est. Cost $41.69 Unrealized 0.0%

RUSHA RUSH ENTERPRISES INC 0.2%

Value $1.137M Shares 35,000 Est. Cost $12.91 Unrealized 0.0%

MUR MURPHY OIL CORP 0.2%

Value $1.131M Shares 18,000 Est. Cost $38.91 Unrealized 0.0%

CVS CVS CAREMARK CORPORATION 0.2%

Value $1.123M Shares 15,000 Est. Cost $51.11 Unrealized 0.0%

— DRIL-QUIP INC 0.2%

Value $1.121M Shares 10,000 Est. Cost $112.10 Unrealized —

AVB AVALONBAY CMNTYS INC 0.2%

Value $1.104M Shares 8,407 Est. Cost $84.84 Unrealized 0.0%

KR KROGER CO 0.2%

Value $1.091M Shares 25,000 Est. Cost $15.90 Unrealized 0.0%

GD GENERAL DYNAMICS CORP 0.2%

Value $1.089M Shares 10,000 Est. Cost $80.10 Unrealized 0.0%

SYY SYSCO CORP 0.2%

Value $1.084M Shares 30,000 Est. Cost $26.11 Unrealized 0.0%

TRN TRINITY INDS INC 0.2%

Value $1.081M Shares 15,000 Est. Cost $16.35 Unrealized 0.0%

OTTR OTTER TAIL CORP 0.2%

Value $1.078M Shares 35,000 Est. Cost $20.25 Unrealized 0.0%

— YAHOO INC 0.2%

Value $1.077M Shares 30,000 Est. Cost $35.90 Unrealized —

AZO AUTOZONE INC 0.2%

Value $1.074M Shares 2,000 Est. Cost $518.77 Unrealized 0.0%

— REYNOLDS AMERICAN INC 0.2%

Value $1.068M Shares 20,000 Est. Cost $53.40 Unrealized —

— PRIVATEBANCORP INC 0.2%

Value $1.068M Shares 35,000 Est. Cost $30.51 Unrealized —

— PINNACLE ENTMT INC 0.2%

Value $1.067M Shares 45,000 Est. Cost $23.71 Unrealized —

— ASPEN TECHNOLOGY INC 0.2%

Value $1.059M Shares 25,000 Est. Cost $42.36 Unrealized —

CAH CARDINAL HEALTH INC 0.2%

Value $1.05M Shares 15,000 Est. Cost $50.49 Unrealized 0.0%

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.049M Shares 14,733 Est. Cost $42.66 Unrealized 0.0%

DAN DANA HLDG CORP 0.2%

Value $1.047M Shares 45,000 Est. Cost $16.52 Unrealized 0.0%

— FMC TECHNOLOGIES INC 0.2%

Value $1.046M Shares 20,000 Est. Cost $52.30 Unrealized —

— WEATHERFORD INTERNATIONAL LT 0.2%

Value $1.042M Shares 60,000 Est. Cost $17.37 Unrealized —

KLAC KLA-TENCOR CORP 0.2%

Value $1.037M Shares 15,000 Est. Cost $41.11 Unrealized 0.0%

— ACTAVIS PLC 0.2%

Value $1.029M Shares 5,000 Est. Cost $205.80 Unrealized —

— BBCN BANCORP INC 0.2%

Value $1.028M Shares 60,000 Est. Cost $17.13 Unrealized —

— NAVIGANT CONSULTING INC 0.2%

Value $1.026M Shares 55,000 Est. Cost $18.65 Unrealized —

IRBTQ IROBOT CORP 0.2%

Value $1.026M Shares 25,000 Est. Cost $40.05 Unrealized 0.0%

EFX EQUIFAX INC 0.2%

Value $1.02M Shares 15,000 Est. Cost $62.16 Unrealized 0.0%

— ATMI INC 0.2%

Value $1.02M Shares 30,000 Est. Cost $34.00 Unrealized —

MATW MATTHEWS INTL CORP 0.2%

Value $1.02M Shares 25,000 Est. Cost $31.38 Unrealized 0.0%

SCSC SCANSOURCE INC 0.2%

Value $1.019M Shares 25,000 Est. Cost $39.39 Unrealized 0.0%

— OCWEN FINL CORP 0.2%

Value $1.019M Shares 26,000 Est. Cost $39.19 Unrealized —

— KAMAN CORP 0.2%

Value $1.017M Shares 25,000 Est. Cost $40.68 Unrealized —

— POPEYES LA KITCHEN INC 0.2%

Value $1.016M Shares 25,000 Est. Cost $40.64 Unrealized —

— ASSOCIATED ESTATES RLTY CORP 0.2%

Value $1.016M Shares 60,000 Est. Cost $16.93 Unrealized —

— MEAD JOHNSON NUTRITION CO 0.2%

Value $1.016M Shares 12,219 Est. Cost $83.15 Unrealized —

— CHEMTURA CORP 0.2%

Value $1.012M Shares 40,000 Est. Cost $25.30 Unrealized —

— AEGION CORP 0.2%

Value $1.012M Shares 40,000 Est. Cost $25.30 Unrealized —

— BRIGGS & STRATTON CORP 0.2%

Value $1.001M Shares 45,000 Est. Cost $22.24 Unrealized —

— KNOLL INC 0.2%

Value $1M Shares 55,000 Est. Cost $18.18 Unrealized —

WSO WATSCO INC 0.2%

Value $999K Shares 10,000 Est. Cost $96.52 Unrealized 0.0%

UNM UNUM GROUP 0.2%

Value $989K Shares 28,000 Est. Cost $34.13 Unrealized 0.0%

— DEALERTRACK TECHNOLOGIES INC 0.2%

Value $984K Shares 20,000 Est. Cost $49.20 Unrealized —

COR AMERISOURCEBERGEN CORP 0.2%

Value $984K Shares 14,996 Est. Cost $49.28 Unrealized 0.0%

— BAKER HUGHES INC 0.2%

Value $975K Shares 15,000 Est. Cost $65.00 Unrealized —

— CHEMICAL FINL CORP 0.2%

Value $974K Shares 30,000 Est. Cost $32.47 Unrealized —

CVLT COMMVAULT SYSTEMS INC 0.2%

Value $974K Shares 15,000 Est. Cost $69.18 Unrealized 0.0%

— HEWLETT PACKARD CO 0.2%

Value $971K Shares 30,000 Est. Cost $32.37 Unrealized —

NEE NEXTERA ENERGY INC 0.2%

Value $956K Shares 10,000 Est. Cost $16.57 Unrealized 0.0%

HURN HURON CONSULTING GROUP INC 0.2%

Value $951K Shares 15,000 Est. Cost $65.04 Unrealized 0.0%

WEX WEX INC 0.2%

Value $951K Shares 10,000 Est. Cost $91.59 Unrealized 0.0%

AFL AFLAC INC 0.2%

Value $946K Shares 15,000 Est. Cost $23.98 Unrealized 0.0%

— BROADCOM CORP 0.2%

Value $944K Shares 30,000 Est. Cost $31.47 Unrealized —

PPG PPG INDS INC 0.2%

Value $938K Shares 4,850 Est. Cost $77.19 Unrealized 0.0%

F FORD MTR CO DEL 0.2%

Value $936K Shares 60,000 Est. Cost $8.37 Unrealized 0.0%

ROG ROGERS CORP 0.2%

Value $936K Shares 15,000 Est. Cost $60.59 Unrealized 0.0%

JBHT HUNT J B TRANS SVCS INC 0.2%

Value $935K Shares 13,000 Est. Cost $65.88 Unrealized 0.0%

CNC CENTENE CORP DEL 0.2%

Value $934K Shares 15,000 Est. Cost $15.47 Unrealized 0.0%

— FORWARD AIR CORP 0.2%

Value $922K Shares 20,000 Est. Cost $46.10 Unrealized —

HTGC HERCULES TECH GROWTH CAP INC 0.2%

Value $915K Shares 65,000 Est. Cost $15.67 Unrealized 0.0%

ENTG ENTEGRIS INC 0.2%

Value $908K Shares 75,000 Est. Cost $11.16 Unrealized 0.0%

DE DEERE & CO 0.2%

Value $908K Shares 10,000 Est. Cost $70.10 Unrealized 0.0%

HAL HALLIBURTON CO 0.2%

Value $899K Shares 15,267 Est. Cost $42.79 Unrealized 0.0%

— PALL CORP 0.2%

Value $895K Shares 10,000 Est. Cost $89.50 Unrealized —

AZZ AZZ INC 0.2%

Value $894K Shares 20,000 Est. Cost $36.74 Unrealized 0.0%

KMT KENNAMETAL INC 0.2%

Value $886K Shares 20,000 Est. Cost $33.32 Unrealized 0.0%

O REALTY INCOME CORP 0.2%

Value $881K Shares 21,555 Est. Cost $22.70 Unrealized 0.0%

— CABOT MICROELECTRONICS CORP 0.2%

Value $880K Shares 20,000 Est. Cost $44.00 Unrealized —

— CAVIUM INC 0.2%

Value $875K Shares 20,000 Est. Cost $43.75 Unrealized —

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $872K Shares 13,571 Est. Cost $53.66 Unrealized 0.0%

EQR EQUITY RESIDENTIAL 0.2%

Value $870K Shares 15,000 Est. Cost $31.71 Unrealized 0.0%

PNC PNC FINL SVCS GROUP INC 0.2%

Value $870K Shares 10,000 Est. Cost $56.79 Unrealized 0.0%

MPC MARATHON PETE CORP 0.2%

Value $870K Shares 10,000 Est. Cost $30.73 Unrealized 0.0%

— NIC INC 0.2%

Value $869K Shares 45,000 Est. Cost $19.31 Unrealized —

DGX QUEST DIAGNOSTICS INC 0.2%

Value $869K Shares 15,000 Est. Cost $42.22 Unrealized 0.0%

— ISIS PHARMACEUTICALS INC 0.2%

Value $864K Shares 20,000 Est. Cost $43.20 Unrealized —

— KRAFT FOODS GROUP INC 0.2%

Value $860K Shares 15,329 Est. Cost $56.10 Unrealized —

PAYX PAYCHEX INC 0.2%

Value $852K Shares 20,000 Est. Cost $29.49 Unrealized 0.0%

EXC EXELON CORP 0.2%

Value $846K Shares 25,200 Est. Cost $13.80 Unrealized 0.0%

— OASIS PETE INC NEW 0.2%

Value $835K Shares 20,000 Est. Cost $41.75 Unrealized —

EEFT EURONET WORLDWIDE INC 0.2%

Value $832K Shares 20,000 Est. Cost $41.47 Unrealized 0.0%

WWD WOODWARD INC 0.2%

Value $831K Shares 20,000 Est. Cost $39.69 Unrealized 0.0%

— HESS CORP 0.2%

Value $829K Shares 10,000 Est. Cost $82.90 Unrealized —

KOP KOPPERS HOLDINGS INC 0.2%

Value $825K Shares 20,000 Est. Cost $38.65 Unrealized 0.0%

— SPECTRA ENERGY CORP 0.2%

Value $816K Shares 22,100 Est. Cost $36.92 Unrealized —

— FINISH LINE INC 0.2%

Value $813K Shares 30,000 Est. Cost $27.10 Unrealized —

FFBC FIRST FINL BANCORP OH 0.2%

Value $809K Shares 45,000 Est. Cost $11.01 Unrealized 0.0%

CLDT CHATHAM LODGING TR 0.2%

Value $809K Shares 40,000 Est. Cost $20.23 Unrealized —

— PHARMACYCLICS INC 0.2%

Value $802K Shares 8,000 Est. Cost $100.25 Unrealized —

HUBG HUB GROUP INC 0.2%

Value $800K Shares 20,000 Est. Cost $20.24 Unrealized 0.0%

— STATE BK FINL CORP 0.2%

Value $796K Shares 45,000 Est. Cost $17.69 Unrealized —

GTLS CHART INDS INC 0.2%

Value $795K Shares 10,000 Est. Cost $86.10 Unrealized 0.0%

— FARO TECHNOLOGIES INC 0.2%

Value $795K Shares 15,000 Est. Cost $53.00 Unrealized —

HD HOME DEPOT INC 0.2%

Value $791K Shares 10,000 Est. Cost $60.23 Unrealized 0.0%

INDB INDEPENDENT BANK CORP MASS 0.2%

Value $787K Shares 20,000 Est. Cost $26.89 Unrealized 0.0%

— PICO HLDGS INC 0.2%

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

— GREENHILL & CO INC 0.2%

Value $780K Shares 15,000 Est. Cost $52.00 Unrealized —

— CARDTRONICS INC 0.2%

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

CAG CONAGRA FOODS INC 0.2%

Value $776K Shares 25,000 Est. Cost $16.04 Unrealized 0.0%

— CORESITE RLTY CORP 0.2%

Value $775K Shares 25,000 Est. Cost $31.00 Unrealized —

— AMAG PHARMACEUTICALS INC 0.2%

Value $774K Shares 40,000 Est. Cost $19.35 Unrealized —

— INFINERA CORPORATION 0.2%

Value $772K Shares 85,000 Est. Cost $9.08 Unrealized —

— CUBIC CORP 0.2%

Value $766K Shares 15,000 Est. Cost $51.07 Unrealized —

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $763K Shares 35,000 Est. Cost $23.95 Unrealized 0.0%

DHR DANAHER CORP DEL 0.2%

Value $750K Shares 10,000 Est. Cost $30.77 Unrealized 0.0%

AEP AMERICAN ELEC PWR INC 0.2%

Value $748K Shares 14,760 Est. Cost $31.83 Unrealized 0.0%

SO SOUTHERN CO 0.2%

Value $747K Shares 17,000 Est. Cost $25.27 Unrealized 0.0%

GCO GENESCO INC 0.2%

Value $746K Shares 10,000 Est. Cost $72.64 Unrealized 0.0%

— VISTAPRINT N V 0.2%

Value $738K Shares 15,000 Est. Cost $49.20 Unrealized —

KSS KOHLS CORP 0.2%

Value $738K Shares 13,000 Est. Cost $53.60 Unrealized 0.0%

PNNT PENNANTPARK INVT CORP 0.2%

Value $737K Shares 66,710 Est. Cost $2.62 Unrealized 0.0%

VYX NCR CORP NEW 0.2%

Value $731K Shares 20,000 Est. Cost $21.25 Unrealized 0.0%

— LIFE TIME FITNESS INC 0.1%

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

— MYLAN INC 0.1%

Value $720K Shares 14,750 Est. Cost $48.81 Unrealized —

NRG NRG ENERGY INC 0.1%

Value $715K Shares 22,496 Est. Cost $22.10 Unrealized 0.0%

MU MICRON TECHNOLOGY INC 0.1%

Value $710K Shares 30,000 Est. Cost $23.18 Unrealized 0.0%

— MARATHON OIL CORP 0.1%

Value $710K Shares 20,000 Est. Cost $35.50 Unrealized —

— BOULDER BRANDS INC 0.1%

Value $705K Shares 40,000 Est. Cost $17.63 Unrealized —

KMX CARMAX INC 0.1%

Value $702K Shares 15,000 Est. Cost $46.71 Unrealized 0.0%

DAR DARLING INTL INC 0.1%

Value $701K Shares 35,000 Est. Cost $20.04 Unrealized 0.0%

— CONSOLIDATED COMM HLDGS INC 0.1%

Value $700K Shares 35,000 Est. Cost $20.00 Unrealized —

— ROSETTA RESOURCES INC 0.1%

Value $699K Shares 15,000 Est. Cost $46.60 Unrealized —

— CELGENE CORP 0.1%

Value $698K Shares 5,000 Est. Cost $139.60 Unrealized —

MYE MYERS INDS INC 0.1%

Value $697K Shares 35,000 Est. Cost $13.73 Unrealized 0.0%

— DIGITAL RIV INC 0.1%

Value $697K Shares 40,000 Est. Cost $17.43 Unrealized —

— RTI INTL METALS INC 0.1%

Value $695K Shares 25,000 Est. Cost $27.80 Unrealized —

EMN EASTMAN CHEM CO 0.1%

Value $690K Shares 8,000 Est. Cost $56.96 Unrealized 0.0%

HLX HELIX ENERGY SOLUTIONS GRP I 0.1%

Value $689K Shares 30,000 Est. Cost $22.27 Unrealized 0.0%

SCHW SCHWAB CHARLES CORP NEW 0.1%

Value $683K Shares 25,000 Est. Cost $22.70 Unrealized 0.0%

— LINNCO LLC 0.1%

Value $682K Shares 25,200 Est. Cost $27.06 Unrealized —

— ASHLAND INC NEW 0.1%

Value $682K Shares 6,860 Est. Cost $99.42 Unrealized —

SLB SCHLUMBERGER LTD 0.1%

Value $679K Shares 6,966 Est. Cost $65.48 Unrealized 0.0%

— CENTURYLINK INC 0.1%

Value $675K Shares 20,550 Est. Cost $32.85 Unrealized —

NTGR NETGEAR INC 0.1%

Value $675K Shares 20,000 Est. Cost $20.77 Unrealized 0.0%

COF CAPITAL ONE FINL CORP 0.1%

Value $674K Shares 8,733 Est. Cost $59.33 Unrealized 0.0%

— XENOPORT INC 0.1%

Value $672K Shares 130,000 Est. Cost $5.17 Unrealized —

— KODIAK OIL & GAS CORP 0.1%

Value $668K Shares 55,000 Est. Cost $12.15 Unrealized —

BALL BALL CORP 0.1%

Value $658K Shares 12,000 Est. Cost $23.53 Unrealized 0.0%

— ARUBA NETWORKS INC 0.1%

Value $656K Shares 35,000 Est. Cost $18.74 Unrealized —

NTRS NORTHERN TR CORP 0.1%

Value $656K Shares 10,000 Est. Cost $45.55 Unrealized 0.0%

WU WESTERN UN CO 0.1%

Value $654K Shares 40,000 Est. Cost $16.35 Unrealized —

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $651K Shares 15,000 Est. Cost $29.33 Unrealized 0.0%

— MEDIVATION INC 0.1%

Value $644K Shares 10,000 Est. Cost $64.40 Unrealized —

— ROCKWELL COLLINS INC 0.1%

Value $637K Shares 8,000 Est. Cost $79.63 Unrealized —

— ORITANI FINL CORP DEL 0.1%

Value $632K Shares 40,000 Est. Cost $15.80 Unrealized —

MTH MERITAGE HOMES CORP 0.1%

Value $628K Shares 15,000 Est. Cost $22.78 Unrealized 0.0%

— VERINT SYS INC 0.1%

Value $609K Shares 12,981 Est. Cost $46.91 Unrealized —

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value $601K Shares 5,000 Est. Cost $114.47 Unrealized 0.0%

— SYMANTEC CORP 0.1%

Value $599K Shares 30,000 Est. Cost $19.97 Unrealized —

PH PARKER HANNIFIN CORP 0.1%

Value $599K Shares 5,000 Est. Cost $98.49 Unrealized 0.0%

APD AIR PRODS & CHEMS INC 0.1%

Value $595K Shares 5,000 Est. Cost $79.28 Unrealized 0.0%

CDNS CADENCE DESIGN SYSTEM INC 0.1%

Value $594K Shares 38,250 Est. Cost $14.83 Unrealized 0.0%

BDX BECTON DICKINSON & CO 0.1%

Value $585K Shares 5,000 Est. Cost $91.42 Unrealized 0.0%

— BABCOCK & WILCOX CO NEW 0.1%

Value $581K Shares 17,500 Est. Cost $33.20 Unrealized —

— TENNECO INC 0.1%

Value $581K Shares 10,000 Est. Cost $58.10 Unrealized —

— ALCOA INC 0.1%

Value $579K Shares 45,000 Est. Cost $12.87 Unrealized —

KMI KINDER MORGAN INC DEL 0.1%

Value $561K Shares 17,265 Est. Cost $18.43 Unrealized 0.0%

KIM KIMCO RLTY CORP 0.1%

Value $547K Shares 25,000 Est. Cost $12.11 Unrealized 0.0%

HRB BLOCK H & R INC 0.1%

Value $543K Shares 18,000 Est. Cost $19.54 Unrealized 0.0%

BSX BOSTON SCIENTIFIC CORP 0.1%

Value $541K Shares 40,000 Est. Cost $13.13 Unrealized 0.0%

— HAYNES INTERNATIONAL INC 0.1%

Value $540K Shares 10,000 Est. Cost $54.00 Unrealized —

ABBV ABBVIE INC 0.1%

Value $514K Shares 10,000 Est. Cost $31.49 Unrealized 0.0%

RSG REPUBLIC SVCS INC 0.1%

Value $512K Shares 15,000 Est. Cost $26.51 Unrealized 0.0%

AVY AVERY DENNISON CORP 0.1%

Value $507K Shares 10,000 Est. Cost $39.54 Unrealized 0.0%

— XEROX CORP 0.1%

Value $497K Shares 44,000 Est. Cost $11.30 Unrealized —

— ROVI CORP 0.1%

Value $496K Shares 21,758 Est. Cost $22.80 Unrealized —

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $493K Shares 40,000 Est. Cost $11.24 Unrealized 0.0%

— NABORS INDUSTRIES LTD 0.1%

Value $493K Shares 20,000 Est. Cost $24.65 Unrealized —

XEL XCEL ENERGY INC 0.1%

Value $493K Shares 16,243 Est. Cost $19.89 Unrealized 0.0%

— FTD COS INC 0.1%

Value $477K Shares 15,000 Est. Cost $31.80 Unrealized —

— PIER 1 IMPORTS INC 0.1%

Value $472K Shares 25,000 Est. Cost $18.88 Unrealized —

— ENERGY XXI BERMUDA LTD 0.1%

Value $471K Shares 20,000 Est. Cost $23.55 Unrealized —

— URS CORP NEW 0.1%

Value $471K Shares 10,000 Est. Cost $47.10 Unrealized —

CROX CROCS INC 0.1%

Value $468K Shares 30,000 Est. Cost $15.31 Unrealized 0.0%

— FOREST LABS INC 0.1%

Value $461K Shares 5,000 Est. Cost $92.20 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value $458K Shares 4,000 Est. Cost $66.97 Unrealized 0.0%

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $448K Shares 6,666 Est. Cost $41.68 Unrealized 0.0%

— LEGG MASON INC 0.1%

Value $441K Shares 9,000 Est. Cost $49.00 Unrealized —

— COMPUWARE CORP 0.1%

Value $420K Shares 40,000 Est. Cost $10.50 Unrealized —

SNPS SYNOPSYS INC 0.1%

Value $413K Shares 10,742 Est. Cost $40.13 Unrealized 0.0%

DOV DOVER CORP 0.1%

Value $409K Shares 5,000 Est. Cost $50.30 Unrealized 0.0%

— ELEVEN BIOTHERAPEUTICS INC 0.1%

Value $406K Shares 25,000 Est. Cost $16.24 Unrealized —

— ARQULE INC 0.1%

Value $390K Shares 190,000 Est. Cost $2.05 Unrealized —

— JUNIPER NETWORKS INC 0.1%

Value $386K Shares 15,000 Est. Cost $25.73 Unrealized —

ABT ABBOTT LABS 0.1%

Value $385K Shares 10,000 Est. Cost $30.73 Unrealized 0.0%

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $381K Shares 10,000 Est. Cost $22.69 Unrealized 0.0%

C CITIGROUP INC 0.1%

Value $381K Shares 8,000 Est. Cost $37.07 Unrealized 0.0%

MOH MOLINA HEALTHCARE INC 0.1%

Value $376K Shares 10,000 Est. Cost $36.85 Unrealized 0.0%

— JONES GROUP INC 0.1%

Value $374K Shares 25,000 Est. Cost $14.96 Unrealized —

— NEKTAR THERAPEUTICS 0.1%

Value $364K Shares 30,000 Est. Cost $12.13 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.1%

Value $358K Shares 40,000 Est. Cost $10.39 Unrealized 0.0%

NI NISOURCE INC 0.1%

Value $355K Shares 10,000 Est. Cost $9.34 Unrealized 0.0%

LUV SOUTHWEST AIRLS CO 0.1%

Value $354K Shares 15,000 Est. Cost $19.19 Unrealized 0.0%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $353K Shares 10,000 Est. Cost $27.12 Unrealized 0.0%

NVRI HARSCO CORP 0.1%

Value $351K Shares 15,000 Est. Cost $24.55 Unrealized 0.0%

TRIP TRIPADVISOR INC 0.1%

Value $351K Shares 3,875 Est. Cost $81.07 Unrealized 0.0%

— COMVERSE INC 0.1%

Value $346K Shares 10,000 Est. Cost $34.60 Unrealized —

GERN GERON CORP 0.1%

Value $345K Shares 165,000 Est. Cost $3.99 Unrealized 0.0%

— STAPLES INC 0.1%

Value $344K Shares 30,348 Est. Cost $11.34 Unrealized —

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $341K Shares 3,333 Est. Cost $78.33 Unrealized 0.0%

HL HECLA MNG CO 0.1%

Value $338K Shares 110,000 Est. Cost $3.11 Unrealized 0.0%

EMR EMERSON ELEC CO 0.1%

Value $334K Shares 5,000 Est. Cost $47.79 Unrealized 0.0%

— EARTHLINK HLDGS CORP 0.1%

Value $325K Shares 90,000 Est. Cost $3.61 Unrealized —

— ORBITAL SCIENCES CORP 0.1%

Value $324K Shares 11,603 Est. Cost $27.92 Unrealized —

— KANSAS CITY SOUTHERN 0.1%

Value $306K Shares 3,000 Est. Cost $102.00 Unrealized —

— HOSPIRA INC 0.1%

Value $303K Shares 7,000 Est. Cost $43.29 Unrealized —

— CAREFUSION CORP 0.1%

Value $302K Shares 7,500 Est. Cost $40.27 Unrealized —

— WPX ENERGY INC 0.1%

Value $300K Shares 16,666 Est. Cost $18.00 Unrealized —

CRUS CIRRUS LOGIC INC 0.1%

Value $298K Shares 15,000 Est. Cost $19.04 Unrealized 0.0%

— INGERSOLL-RAND PLC 0.1%

Value $286K Shares 5,000 Est. Cost $57.20 Unrealized —

— ARRAY BIOPHARMA INC 0.1%

Value $282K Shares 60,000 Est. Cost $4.70 Unrealized —

EXPE EXPEDIA INC DEL 0.1%

Value $281K Shares 3,875 Est. Cost $67.77 Unrealized 0.0%

NWSA NEWS CORP NEW 0.1%

Value $280K Shares 16,250 Est. Cost $15.19 Unrealized 0.0%

— IAC INTERACTIVECORP 0.1%

Value $277K Shares 3,875 Est. Cost $71.48 Unrealized —

— DENTSPLY INTL INC NEW 0.1%

Value $276K Shares 6,000 Est. Cost $46.00 Unrealized —

AIG AMERICAN INTL GROUP INC 0.1%

Value $275K Shares 5,500 Est. Cost $37.86 Unrealized 0.0%

— MCDERMOTT INTL INC 0.1%

Value $274K Shares 35,000 Est. Cost $7.83 Unrealized —

— DREAMWORKS ANIMATION SKG INC 0.1%

Value $266K Shares 10,000 Est. Cost $26.60 Unrealized —

LNN LINDSAY CORP 0.1%

Value $265K Shares 3,000 Est. Cost $72.98 Unrealized 0.0%

— AOL INC 0.1%

Value $265K Shares 6,060 Est. Cost $43.73 Unrealized —

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $261K Shares 10,000 Est. Cost $25.47 Unrealized 0.0%

— QUALITY SYS INC 0.1%

Value $253K Shares 15,000 Est. Cost $16.87 Unrealized —

— ADTRAN INC 0.1%

Value $244K Shares 10,000 Est. Cost $24.40 Unrealized —

— DIAMOND OFFSHORE DRILLING IN 0.1%

Value $244K Shares 5,000 Est. Cost $48.80 Unrealized —

— ACCELERON PHARMA INC 0.0%

Value $241K Shares 7,000 Est. Cost $34.43 Unrealized —

VTR VENTAS INC 0.0%

Value $238K Shares 3,933 Est. Cost $41.21 Unrealized 0.0%

SWKS SKYWORKS SOLUTIONS INC 0.0%

Value $237K Shares 6,318 Est. Cost $26.27 Unrealized 0.0%

MAN MANPOWERGROUP INC 0.0%

Value $236K Shares 3,000 Est. Cost $79.12 Unrealized 0.0%

CVCO CAVCO INDS INC DEL 0.0%

Value $235K Shares 3,000 Est. Cost $76.06 Unrealized 0.0%

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $229K Shares 21,572 Est. Cost $10.62 Unrealized —

MCY MERCURY GENL CORP NEW 0.0%

Value $225K Shares 5,000 Est. Cost $45.68 Unrealized 0.0%

RGA REINSURANCE GROUP AMER INC 0.0%

Value $225K Shares 2,829 Est. Cost $75.92 Unrealized 0.0%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $224K Shares 15,087 Est. Cost $11.21 Unrealized 0.0%

PLD PROLOGIS INC 0.0%

Value $223K Shares 5,464 Est. Cost $27.64 Unrealized 0.0%

— UNITED STATES STL CORP NEW 0.0%

Value $221K Shares 8,000 Est. Cost $27.63 Unrealized —

— AVON PRODS INC 0.0%

Value $220K Shares 15,000 Est. Cost $14.67 Unrealized —

— SCHULMAN A INC 0.0%

Value $218K Shares 6,000 Est. Cost $36.33 Unrealized —

— WINDSTREAM HLDGS INC 0.0%

Value $213K Shares 25,848 Est. Cost $8.24 Unrealized —

— DISCOVERY COMMUNICATNS NEW 0.0%

Value $207K Shares 2,500 Est. Cost $82.80 Unrealized —

— ASTORIA FINL CORP 0.0%

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

— AUSPEX PHARMACEUTICALS INC 0.0%

Value $204K Shares 6,600 Est. Cost $30.91 Unrealized —

— ROWAN COMPANIES PLC 0.0%

Value $202K Shares 6,000 Est. Cost $33.67 Unrealized —

— HILLSHIRE BRANDS CO 0.0%

Value $201K Shares 5,400 Est. Cost $37.22 Unrealized —

— LSI CORPORATION 0.0%

Value $200K Shares 18,060 Est. Cost $11.07 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $192K Shares 10,000 Est. Cost $17.01 Unrealized 0.0%

— PROTALIX BIOTHERAPEUTICS INC 0.0%

Value $183K Shares 40,000 Est. Cost $4.58 Unrealized —

— CHICOS FAS INC 0.0%

Value $160K Shares 10,000 Est. Cost $16.00 Unrealized —

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $151K Shares 12,000 Est. Cost $10.36 Unrealized 0.0%

FSS FEDERAL SIGNAL CORP 0.0%

Value $149K Shares 10,000 Est. Cost $11.92 Unrealized 0.0%

— SPRINT CORP 0.0%

Value $138K Shares 15,000 Est. Cost $9.20 Unrealized —

— UNITED ONLINE INC 0.0%

Value $124K Shares 10,714 Est. Cost $11.57 Unrealized —

— PENNEY J C INC 0.0%

Value $108K Shares 12,500 Est. Cost $8.64 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $89,000 Shares 15,602 Est. Cost $5.70 Unrealized —

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $79,000 Shares 10,000 Est. Cost $7.90 Unrealized —

— AK STL HLDG CORP 0.0%

Value $72,000 Shares 10,000 Est. Cost $7.20 Unrealized —

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $68,000 Shares 17,000 Est. Cost $3.82 Unrealized 0.0%

— KINDER MORGAN INC DEL 0.0%

Value $46,000 Shares 26,117 Est. Cost $1.76 Unrealized —

FOLD AMICUS THERAPEUTICS INC 0.0%

Value $31,000 Shares 15,000 Est. Cost $2.50 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	32,500	$17.44M	3.6%	$16.58	0.0%	COM	037833100
XOM	EXXON MOBIL CORP	105,000	$10.26M	2.1%	$58.08	0.0%	COM	30231G102
JPM	JPMORGAN CHASE & CO	135,000	$8.196M	1.7%	$42.08	0.0%	COM	46625H100
MSFT	MICROSOFT CORP	185,000	$7.583M	1.6%	$31.26	0.0%	COM	594918104
JNJ	JOHNSON & JOHNSON	70,000	$6.876M	1.4%	$66.63	0.0%	COM	478160104
PG	PROCTER & GAMBLE CO	70,000	$5.642M	1.2%	$56.51	0.0%	COM	742718109
CVX	CHEVRON CORP NEW	45,000	$5.351M	1.1%	$70.36	0.0%	COM	166764100
MRK	MERCK & CO INC NEW	93,252	$5.294M	1.1%	$35.76	0.0%	COM	58933Y105
WFC	WELLS FARGO & CO NEW	100,000	$4.974M	1.0%	$33.41	0.0%	COM	949746101
PM	PHILIP MORRIS INTL INC	60,000	$4.912M	1.0%	$44.74	0.0%	COM	718172109
PFE	PFIZER INC	150,956	$4.849M	1.0%	$18.20	0.0%	COM	717081103
AXP	AMERICAN EXPRESS CO	50,000	$4.502M	0.9%	$75.50	0.0%	COM	025816109
KO	COCA COLA CO	110,000	$4.253M	0.9%	$26.56	0.0%	COM	191216100
GILD	GILEAD SCIENCES INC	60,000	$4.252M	0.9%	$54.49	0.0%	COM	375558103
ORCL	ORACLE CORP	100,000	$4.091M	0.8%	$31.98	0.0%	COM	68389X105
DIS	DISNEY WALT CO	50,000	$4.004M	0.8%	$69.69	0.0%	COM DISNEY	254687106
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$3.85M	0.8%	$109.22	0.0%	COM	459200101
THC	TENET HEALTHCARE CORP	85,000	$3.639M	0.7%	$44.12	0.0%	COM NEW	88033G407
—	INTERMUNE INC	105,000	$3.514M	0.7%	$33.47	—	COM	45884X103
MCD	MCDONALDS CORP	35,093	$3.44M	0.7%	$70.27	0.0%	COM	580135101
USB	US BANCORP DEL	80,000	$3.429M	0.7%	$27.34	0.0%	COM NEW	902973304
AMZN	AMAZON COM INC	10,000	$3.364M	0.7%	$18.56	0.0%	COM	023135106
CSCO	CISCO SYS INC	150,000	$3.362M	0.7%	$15.30	0.0%	COM	17275R102
UNP	UNION PAC CORP	17,000	$3.19M	0.7%	$68.27	0.0%	COM	907818108
COP	CONOCOPHILLIPS	45,000	$3.166M	0.7%	$45.41	0.0%	COM	20825C104
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.092M	0.6%	$25.87	0.0%	COM	92343V104
WMT	WAL-MART STORES INC	40,000	$3.057M	0.6%	$19.90	0.0%	COM	931142103
MO	ALTRIA GROUP INC	80,000	$2.994M	0.6%	$17.12	0.0%	COM	02209S103
LOW	LOWES COS INC	60,000	$2.934M	0.6%	$39.01	0.0%	COM	548661107
—	UNITED TECHNOLOGIES CORP	25,000	$2.921M	0.6%	$116.84	—	COM	913017109
INTC	INTEL CORP	110,000	$2.84M	0.6%	$18.67	0.0%	COM	458140100
BK	BANK NEW YORK MELLON CORP	80,038	$2.825M	0.6%	$24.75	0.0%	COM	064058100
ALK	ALASKA AIR GROUP INC	30,000	$2.799M	0.6%	$37.56	0.0%	COM	011659109
PEP	PEPSICO INC	33,251	$2.776M	0.6%	$56.86	0.0%	COM	713448108
TRV	TRAVELERS COMPANIES INC	32,443	$2.761M	0.6%	$64.62	0.0%	COM	89417E109
LLY	LILLY ELI & CO	45,000	$2.649M	0.5%	$44.54	0.0%	COM	532457108
ALKS	ALKERMES PLC	60,000	$2.645M	0.5%	$47.58	0.0%	SHS	G01767105
CL	COLGATE PALMOLIVE CO	40,000	$2.595M	0.5%	$47.90	0.0%	COM	194162103
—	VIACOM INC NEW	30,000	$2.55M	0.5%	$85.00	—	CL B	92553P201
GS	GOLDMAN SACHS GROUP INC	15,000	$2.458M	0.5%	$133.70	0.0%	COM	38141G104
AMT	AMERICAN TOWER CORP NEW	30,000	$2.456M	0.5%	$61.59	0.0%	COM	03027X100
—	TIME WARNER INC	36,666	$2.395M	0.5%	$65.32	—	COM NEW	887317303
OXY	OCCIDENTAL PETE CORP DEL	25,000	$2.382M	0.5%	$62.47	0.0%	COM	674599105
QCOM	QUALCOMM INC	30,000	$2.366M	0.5%	$54.02	0.0%	COM	747525103
—	GOOGLE INC	2,080	$2.318M	0.5%	$1114.42	—	CL A	38259P508
—	MONSANTO CO NEW	20,000	$2.275M	0.5%	$113.75	—	COM	61166W101
COST	COSTCO WHSL CORP NEW	20,000	$2.234M	0.5%	$91.29	0.0%	COM	22160K105
—	COMCAST CORP NEW	45,000	$2.195M	0.5%	$48.78	—	CL A SPL	20030N200
—	HEARTWARE INTL INC	23,000	$2.157M	0.4%	$93.78	—	COM	422368100
TROW	PRICE T ROWE GROUP INC	26,000	$2.141M	0.4%	$52.57	0.0%	COM	74144T108
PRU	PRUDENTIAL FINL INC	25,000	$2.116M	0.4%	$52.24	0.0%	COM	744320102
—	TWENTY FIRST CENTY FOX INC	65,000	$2.078M	0.4%	$31.97	—	CL A	90130A101
WMB	WILLIAMS COS INC DEL	50,000	$2.029M	0.4%	$20.92	0.0%	COM	969457100
GAP	GAP INC DEL	50,000	$2.003M	0.4%	$27.08	0.0%	COM	364760108
—	RAYTHEON CO	20,000	$1.976M	0.4%	$98.80	—	COM NEW	755111507
—	PRAXAIR INC	15,000	$1.965M	0.4%	$131.00	—	COM	74005P104
—	DOW CHEM CO	40,165	$1.952M	0.4%	$48.60	—	COM	260543103
AWR	AMERICAN STS WTR CO	60,000	$1.937M	0.4%	$23.08	0.0%	COM	029899101
ALL	ALLSTATE CORP	33,810	$1.913M	0.4%	$41.54	0.0%	COM	020002101
—	AMERICAN EQTY INVT LIFE HLD	80,000	$1.89M	0.4%	$23.63	—	COM	025676206
YUM	YUM BRANDS INC	25,000	$1.885M	0.4%	$42.07	0.0%	COM	988498101
HON	HONEYWELL INTL INC	20,000	$1.855M	0.4%	$64.71	0.0%	COM	438516106
—	DISCOVER FINL SVCS	31,350	$1.824M	0.4%	$58.18	—	COM	254709108
—	CORE MARK HOLDING CO INC	25,000	$1.815M	0.4%	$72.60	—	COM	218681104
SJM	SMUCKER J M CO	18,405	$1.79M	0.4%	$68.74	0.0%	COM NEW	832696405
—	CELLDEX THERAPEUTICS INC NEW	100,000	$1.767M	0.4%	$17.67	—	COM	15117B103
PSX	PHILLIPS 66	22,500	$1.734M	0.4%	$49.82	0.0%	COM	718546104
—	EMPIRE DIST ELEC CO	70,000	$1.702M	0.3%	$24.31	—	COM	291641108
—	ANADARKO PETE CORP	20,000	$1.695M	0.3%	$84.75	—	COM	032511107
—	DU PONT E I DE NEMOURS & CO	25,000	$1.678M	0.3%	$67.12	—	COM	263534109
—	ACTIVISION BLIZZARD INC	80,000	$1.635M	0.3%	$20.44	—	COM	00507V109
BAC	BANK OF AMERICA CORPORATION	95,082	$1.635M	0.3%	$13.25	0.0%	COM	060505104
ITW	ILLINOIS TOOL WKS INC	20,000	$1.627M	0.3%	$61.28	0.0%	COM	452308109
EPR	EPR PPTYS	30,000	$1.602M	0.3%	$53.40	—	COM SH BEN INT	26884U109
PTC	PTC INC	45,000	$1.594M	0.3%	$36.75	0.0%	COM	69370C100
MDLZ	MONDELEZ INTL INC	45,987	$1.589M	0.3%	$26.35	0.0%	CL A	609207105
T	AT&T INC	45,000	$1.578M	0.3%	$10.85	0.0%	COM	00206R102
—	SENIOR HSG PPTYS TR	70,000	$1.573M	0.3%	$22.47	—	SH BEN INT	81721M109
CYH	COMMUNITY HEALTH SYS INC NEW	40,000	$1.567M	0.3%	$33.03	0.0%	COM	203668108
OXM	OXFORD INDS INC	20,000	$1.564M	0.3%	$77.21	0.0%	COM	691497309
—	GENERAL ELECTRIC CO	60,000	$1.553M	0.3%	$25.88	—	COM	369604103
—	THERAVANCE INC	50,000	$1.548M	0.3%	$30.96	—	COM	88338T104
—	COLONY FINL INC	70,000	$1.537M	0.3%	$21.96	—	COM	19624R106
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$1.529M	0.3%	$12.23	—	COM	458118106
ZTS	ZOETIS INC	52,578	$1.522M	0.3%	$27.83	0.0%	CL A	98978V103
TGT	TARGET CORP	25,000	$1.513M	0.3%	$41.65	0.0%	COM	87612E106
HEI	HEICO CORP NEW	25,000	$1.504M	0.3%	$29.73	0.0%	COM	422806109
CMCSA	COMCAST CORP NEW	30,000	$1.501M	0.3%	$19.96	0.0%	CL A	20030N101
KFY	KORN FERRY INTL	50,000	$1.489M	0.3%	$22.02	0.0%	COM NEW	500643200
ILMN	ILLUMINA INC	10,000	$1.487M	0.3%	$146.95	0.0%	COM	452327109
BAX	BAXTER INTL INC	20,000	$1.472M	0.3%	$30.34	0.0%	COM	071813109
NPO	ENPRO INDS INC	20,000	$1.453M	0.3%	$70.90	0.0%	COM	29355X107
AMAT	APPLIED MATLS INC	70,000	$1.429M	0.3%	$15.75	0.0%	COM	038222105
—	CHESAPEAKE LODGING TR	55,000	$1.415M	0.3%	$25.73	—	SH BEN INT	165240102
MCK	MCKESSON CORP	8,000	$1.413M	0.3%	$160.13	0.0%	COM	58155Q103
—	LAM RESEARCH CORP	25,625	$1.409M	0.3%	$54.99	—	COM	512807108
NSC	NORFOLK SOUTHERN CORP	14,500	$1.409M	0.3%	$71.41	0.0%	COM	655844108
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.397M	0.3%	$35.93	0.0%	COM	110122108
EBAY	EBAY INC	25,000	$1.381M	0.3%	$20.67	0.0%	COM	278642103
—	E M C CORP MASS	50,250	$1.377M	0.3%	$27.40	—	COM	268648102
—	TIME WARNER CABLE INC	10,000	$1.372M	0.3%	$137.20	—	COM	88732J207
—	GLATFELTER	50,000	$1.361M	0.3%	$27.22	—	COM	377316104
BC	BRUNSWICK CORP	30,000	$1.359M	0.3%	$36.35	0.0%	COM	117043109
—	ENLINK MIDSTREAM LLC	40,000	$1.358M	0.3%	$33.95	—	COM UNIT REP LTD	29336T100
SEIC	SEI INVESTMENTS CO	40,000	$1.344M	0.3%	$29.39	0.0%	COM	784117103
—	CHUBB CORP	15,000	$1.34M	0.3%	$89.33	—	COM	171232101
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.34M	0.3%	$3.76	0.0%	CL A	29382R107
INCY	INCYTE CORP	25,000	$1.338M	0.3%	$62.06	0.0%	COM	45337C102
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$1.338M	0.3%	$11.02	0.0%	COM	169656105
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.331M	0.3%	$38.81	0.0%	COM	571748102
SWK	STANLEY BLACK & DECKER INC	16,375	$1.33M	0.3%	$59.39	0.0%	COM	854502101
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$1.322M	0.3%	$44.55	0.0%	COM	955306105
—	SEMGROUP CORP	20,000	$1.314M	0.3%	$65.70	—	CL A	81663A105
—	WYNDHAM WORLDWIDE CORP	17,859	$1.308M	0.3%	$73.24	—	COM	98310W108
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.305M	0.3%	$28.89	0.0%	COM	440327104
A	AGILENT TECHNOLOGIES INC	23,084	$1.291M	0.3%	$37.33	0.0%	COM	00846U101
—	FIRST FINL HLDGS INC NEW	20,000	$1.252M	0.3%	$62.60	—	COM	32023E105
ROK	ROCKWELL AUTOMATION INC	10,000	$1.246M	0.3%	$93.82	0.0%	COM	773903109
SF	STIFEL FINL CORP	25,000	$1.244M	0.3%	$28.20	0.0%	COM	860630102
—	CAMERON INTERNATIONAL CORP	20,000	$1.235M	0.3%	$61.75	—	COM	13342B105
NOC	NORTHROP GRUMMAN CORP	10,000	$1.234M	0.3%	$97.12	0.0%	COM	666807102
—	MEDTRONIC INC	20,000	$1.231M	0.3%	$61.55	—	COM	585055106
CAR	AVIS BUDGET GROUP	25,000	$1.218M	0.3%	$40.83	0.0%	COM	053774105
PLXS	PLEXUS CORP	30,000	$1.202M	0.2%	$40.84	0.0%	COM	729132100
MET	METLIFE INC	22,766	$1.202M	0.2%	$31.07	0.0%	COM	59156R108
—	AETNA INC NEW	16,012	$1.2M	0.2%	$74.94	—	COM	00817Y108
—	TRUSTCO BK CORP N Y	170,000	$1.197M	0.2%	$7.04	—	COM	898349105
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.194M	0.2%	$17.75	0.0%	COM	595017104
M	MACYS INC	20,000	$1.186M	0.2%	$55.60	0.0%	COM	55616P104
FLR	FLUOR CORP NEW	15,000	$1.166M	0.2%	$69.22	0.0%	COM	343412102
—	CITRIX SYS INC	20,000	$1.149M	0.2%	$57.45	—	COM	177376100
NPKI	NEWPARK RES INC	100,000	$1.145M	0.2%	$11.44	0.0%	COM PAR $.01NEW	651718504
DVN	DEVON ENERGY CORP NEW	17,000	$1.138M	0.2%	$41.69	0.0%	COM	25179M103
RUSHA	RUSH ENTERPRISES INC	35,000	$1.137M	0.2%	$12.91	0.0%	CL A	781846209
MUR	MURPHY OIL CORP	18,000	$1.131M	0.2%	$38.91	0.0%	COM	626717102
CVS	CVS CAREMARK CORPORATION	15,000	$1.123M	0.2%	$51.11	0.0%	COM	126650100
—	DRIL-QUIP INC	10,000	$1.121M	0.2%	$112.10	—	COM	262037104
AVB	AVALONBAY CMNTYS INC	8,407	$1.104M	0.2%	$84.84	0.0%	COM	053484101
KR	KROGER CO	25,000	$1.091M	0.2%	$15.90	0.0%	COM	501044101
GD	GENERAL DYNAMICS CORP	10,000	$1.089M	0.2%	$80.10	0.0%	COM	369550108
SYY	SYSCO CORP	30,000	$1.084M	0.2%	$26.11	0.0%	COM	871829107
TRN	TRINITY INDS INC	15,000	$1.081M	0.2%	$16.35	0.0%	COM	896522109
OTTR	OTTER TAIL CORP	35,000	$1.078M	0.2%	$20.25	0.0%	COM	689648103
—	YAHOO INC	30,000	$1.077M	0.2%	$35.90	—	COM	984332106
AZO	AUTOZONE INC	2,000	$1.074M	0.2%	$518.77	0.0%	COM	053332102
—	REYNOLDS AMERICAN INC	20,000	$1.068M	0.2%	$53.40	—	COM	761713106
—	PRIVATEBANCORP INC	35,000	$1.068M	0.2%	$30.51	—	COM	742962103
—	PINNACLE ENTMT INC	45,000	$1.067M	0.2%	$23.71	—	COM	723456109
—	ASPEN TECHNOLOGY INC	25,000	$1.059M	0.2%	$42.36	—	COM	045327103
CAH	CARDINAL HEALTH INC	15,000	$1.05M	0.2%	$50.49	0.0%	COM	14149Y108
DUK	DUKE ENERGY CORP NEW	14,733	$1.049M	0.2%	$42.66	0.0%	COM NEW	26441C204
DAN	DANA HLDG CORP	45,000	$1.047M	0.2%	$16.52	0.0%	COM	235825205
—	FMC TECHNOLOGIES INC	20,000	$1.046M	0.2%	$52.30	—	COM	30249U101
—	WEATHERFORD INTERNATIONAL LT	60,000	$1.042M	0.2%	$17.37	—	REG SHS	H27013103
KLAC	KLA-TENCOR CORP	15,000	$1.037M	0.2%	$41.11	0.0%	COM	482480100
—	ACTAVIS PLC	5,000	$1.029M	0.2%	$205.80	—	SHS	G0083B108
—	BBCN BANCORP INC	60,000	$1.028M	0.2%	$17.13	—	COM	073295107
—	NAVIGANT CONSULTING INC	55,000	$1.026M	0.2%	$18.65	—	COM	63935N107
IRBTQ	IROBOT CORP	25,000	$1.026M	0.2%	$40.05	0.0%	COM	462726100
EFX	EQUIFAX INC	15,000	$1.02M	0.2%	$62.16	0.0%	COM	294429105
—	ATMI INC	30,000	$1.02M	0.2%	$34.00	—	COM	00207R101
MATW	MATTHEWS INTL CORP	25,000	$1.02M	0.2%	$31.38	0.0%	CL A	577128101
SCSC	SCANSOURCE INC	25,000	$1.019M	0.2%	$39.39	0.0%	COM	806037107
—	OCWEN FINL CORP	26,000	$1.019M	0.2%	$39.19	—	COM NEW	675746309
—	KAMAN CORP	25,000	$1.017M	0.2%	$40.68	—	COM	483548103
—	POPEYES LA KITCHEN INC	25,000	$1.016M	0.2%	$40.64	—	COM	732872106
—	ASSOCIATED ESTATES RLTY CORP	60,000	$1.016M	0.2%	$16.93	—	COM	045604105
—	MEAD JOHNSON NUTRITION CO	12,219	$1.016M	0.2%	$83.15	—	COM	582839106
—	CHEMTURA CORP	40,000	$1.012M	0.2%	$25.30	—	COM NEW	163893209
—	AEGION CORP	40,000	$1.012M	0.2%	$25.30	—	COM	00770F104
—	BRIGGS & STRATTON CORP	45,000	$1.001M	0.2%	$22.24	—	COM	109043109
—	KNOLL INC	55,000	$1M	0.2%	$18.18	—	COM NEW	498904200
WSO	WATSCO INC	10,000	$999K	0.2%	$96.52	0.0%	COM	942622200
UNM	UNUM GROUP	28,000	$989K	0.2%	$34.13	0.0%	COM	91529Y106
—	DEALERTRACK TECHNOLOGIES INC	20,000	$984K	0.2%	$49.20	—	COM	242309102
COR	AMERISOURCEBERGEN CORP	14,996	$984K	0.2%	$49.28	0.0%	COM	03073E105
—	BAKER HUGHES INC	15,000	$975K	0.2%	$65.00	—	COM	057224107
—	CHEMICAL FINL CORP	30,000	$974K	0.2%	$32.47	—	COM	163731102
CVLT	COMMVAULT SYSTEMS INC	15,000	$974K	0.2%	$69.18	0.0%	COM	204166102
—	HEWLETT PACKARD CO	30,000	$971K	0.2%	$32.37	—	COM	428236103
NEE	NEXTERA ENERGY INC	10,000	$956K	0.2%	$16.57	0.0%	COM	65339F101
HURN	HURON CONSULTING GROUP INC	15,000	$951K	0.2%	$65.04	0.0%	COM	447462102
WEX	WEX INC	10,000	$951K	0.2%	$91.59	0.0%	COM	96208T104
AFL	AFLAC INC	15,000	$946K	0.2%	$23.98	0.0%	COM	001055102
—	BROADCOM CORP	30,000	$944K	0.2%	$31.47	—	CL A	111320107
PPG	PPG INDS INC	4,850	$938K	0.2%	$77.19	0.0%	COM	693506107
F	FORD MTR CO DEL	60,000	$936K	0.2%	$8.37	0.0%	COM PAR $0.01	345370860
ROG	ROGERS CORP	15,000	$936K	0.2%	$60.59	0.0%	COM	775133101
JBHT	HUNT J B TRANS SVCS INC	13,000	$935K	0.2%	$65.88	0.0%	COM	445658107
CNC	CENTENE CORP DEL	15,000	$934K	0.2%	$15.47	0.0%	COM	15135B101
—	FORWARD AIR CORP	20,000	$922K	0.2%	$46.10	—	COM	349853101
HTGC	HERCULES TECH GROWTH CAP INC	65,000	$915K	0.2%	$15.67	0.0%	COM	427096508
ENTG	ENTEGRIS INC	75,000	$908K	0.2%	$11.16	0.0%	COM	29362U104
DE	DEERE & CO	10,000	$908K	0.2%	$70.10	0.0%	COM	244199105
HAL	HALLIBURTON CO	15,267	$899K	0.2%	$42.79	0.0%	COM	406216101
—	PALL CORP	10,000	$895K	0.2%	$89.50	—	COM	696429307
AZZ	AZZ INC	20,000	$894K	0.2%	$36.74	0.0%	COM	002474104
KMT	KENNAMETAL INC	20,000	$886K	0.2%	$33.32	0.0%	COM	489170100
O	REALTY INCOME CORP	21,555	$881K	0.2%	$22.70	0.0%	COM	756109104
—	CABOT MICROELECTRONICS CORP	20,000	$880K	0.2%	$44.00	—	COM	12709P103
—	CAVIUM INC	20,000	$875K	0.2%	$43.75	—	COM	14964U108
MSI	MOTOROLA SOLUTIONS INC	13,571	$872K	0.2%	$53.66	0.0%	COM NEW	620076307
EQR	EQUITY RESIDENTIAL	15,000	$870K	0.2%	$31.71	0.0%	SH BEN INT	29476L107
PNC	PNC FINL SVCS GROUP INC	10,000	$870K	0.2%	$56.79	0.0%	COM	693475105
MPC	MARATHON PETE CORP	10,000	$870K	0.2%	$30.73	0.0%	COM	56585A102
—	NIC INC	45,000	$869K	0.2%	$19.31	—	COM	62914B100
DGX	QUEST DIAGNOSTICS INC	15,000	$869K	0.2%	$42.22	0.0%	COM	74834L100
—	ISIS PHARMACEUTICALS INC	20,000	$864K	0.2%	$43.20	—	COM	464330109
—	KRAFT FOODS GROUP INC	15,329	$860K	0.2%	$56.10	—	COM	50076Q106
PAYX	PAYCHEX INC	20,000	$852K	0.2%	$29.49	0.0%	COM	704326107
EXC	EXELON CORP	25,200	$846K	0.2%	$13.80	0.0%	COM	30161N101
—	OASIS PETE INC NEW	20,000	$835K	0.2%	$41.75	—	COM	674215108
EEFT	EURONET WORLDWIDE INC	20,000	$832K	0.2%	$41.47	0.0%	COM	298736109
WWD	WOODWARD INC	20,000	$831K	0.2%	$39.69	0.0%	COM	980745103
—	HESS CORP	10,000	$829K	0.2%	$82.90	—	COM	42809H107
KOP	KOPPERS HOLDINGS INC	20,000	$825K	0.2%	$38.65	0.0%	COM	50060P106
—	SPECTRA ENERGY CORP	22,100	$816K	0.2%	$36.92	—	COM	847560109
—	FINISH LINE INC	30,000	$813K	0.2%	$27.10	—	CL A	317923100
FFBC	FIRST FINL BANCORP OH	45,000	$809K	0.2%	$11.01	0.0%	COM	320209109
CLDT	CHATHAM LODGING TR	40,000	$809K	0.2%	$20.23	—	COM	16208T102
—	PHARMACYCLICS INC	8,000	$802K	0.2%	$100.25	—	COM	716933106
HUBG	HUB GROUP INC	20,000	$800K	0.2%	$20.24	0.0%	CL A	443320106
—	STATE BK FINL CORP	45,000	$796K	0.2%	$17.69	—	COM	856190103
GTLS	CHART INDS INC	10,000	$795K	0.2%	$86.10	0.0%	COM PAR $0.01	16115Q308
—	FARO TECHNOLOGIES INC	15,000	$795K	0.2%	$53.00	—	COM	311642102
HD	HOME DEPOT INC	10,000	$791K	0.2%	$60.23	0.0%	COM	437076102
INDB	INDEPENDENT BANK CORP MASS	20,000	$787K	0.2%	$26.89	0.0%	COM	453836108
—	PICO HLDGS INC	30,000	$780K	0.2%	$26.00	—	COM NEW	693366205
—	GREENHILL & CO INC	15,000	$780K	0.2%	$52.00	—	COM	395259104
—	CARDTRONICS INC	20,000	$777K	0.2%	$38.85	—	COM	14161H108
CAG	CONAGRA FOODS INC	25,000	$776K	0.2%	$16.04	0.0%	COM	205887102
—	CORESITE RLTY CORP	25,000	$775K	0.2%	$31.00	—	COM	21870Q105
—	AMAG PHARMACEUTICALS INC	40,000	$774K	0.2%	$19.35	—	COM	00163U106
—	INFINERA CORPORATION	85,000	$772K	0.2%	$9.08	—	COM	45667G103
—	CUBIC CORP	15,000	$766K	0.2%	$51.07	—	COM	229669106
PRGS	PROGRESS SOFTWARE CORP	35,000	$763K	0.2%	$23.95	0.0%	COM	743312100
DHR	DANAHER CORP DEL	10,000	$750K	0.2%	$30.77	0.0%	COM	235851102
AEP	AMERICAN ELEC PWR INC	14,760	$748K	0.2%	$31.83	0.0%	COM	025537101
SO	SOUTHERN CO	17,000	$747K	0.2%	$25.27	0.0%	COM	842587107
GCO	GENESCO INC	10,000	$746K	0.2%	$72.64	0.0%	COM	371532102
—	VISTAPRINT N V	15,000	$738K	0.2%	$49.20	—	SHS	N93540107
KSS	KOHLS CORP	13,000	$738K	0.2%	$53.60	0.0%	COM	500255104
PNNT	PENNANTPARK INVT CORP	66,710	$737K	0.2%	$2.62	0.0%	COM	708062104
VYX	NCR CORP NEW	20,000	$731K	0.2%	$21.25	0.0%	COM	62886E108
—	LIFE TIME FITNESS INC	15,000	$722K	0.1%	$48.13	—	COM	53217R207
—	MYLAN INC	14,750	$720K	0.1%	$48.81	—	COM	628530107
NRG	NRG ENERGY INC	22,496	$715K	0.1%	$22.10	0.0%	COM NEW	629377508
MU	MICRON TECHNOLOGY INC	30,000	$710K	0.1%	$23.18	0.0%	COM	595112103
—	MARATHON OIL CORP	20,000	$710K	0.1%	$35.50	—	COM	565849106
—	BOULDER BRANDS INC	40,000	$705K	0.1%	$17.63	—	COM	101405108
KMX	CARMAX INC	15,000	$702K	0.1%	$46.71	0.0%	COM	143130102
DAR	DARLING INTL INC	35,000	$701K	0.1%	$20.04	0.0%	COM	237266101
—	CONSOLIDATED COMM HLDGS INC	35,000	$700K	0.1%	$20.00	—	COM	209034107
—	ROSETTA RESOURCES INC	15,000	$699K	0.1%	$46.60	—	COM	777779307
—	CELGENE CORP	5,000	$698K	0.1%	$139.60	—	COM	151020104
MYE	MYERS INDS INC	35,000	$697K	0.1%	$13.73	0.0%	COM	628464109
—	DIGITAL RIV INC	40,000	$697K	0.1%	$17.43	—	COM	25388B104
—	RTI INTL METALS INC	25,000	$695K	0.1%	$27.80	—	COM	74973W107
EMN	EASTMAN CHEM CO	8,000	$690K	0.1%	$56.96	0.0%	COM	277432100
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$689K	0.1%	$22.27	0.0%	COM	42330P107
SCHW	SCHWAB CHARLES CORP NEW	25,000	$683K	0.1%	$22.70	0.0%	COM	808513105
—	LINNCO LLC	25,200	$682K	0.1%	$27.06	—	COMSHS LTD INT	535782106
—	ASHLAND INC NEW	6,860	$682K	0.1%	$99.42	—	COM	044209104
SLB	SCHLUMBERGER LTD	6,966	$679K	0.1%	$65.48	0.0%	COM	806857108
—	CENTURYLINK INC	20,550	$675K	0.1%	$32.85	—	COM	156700106
NTGR	NETGEAR INC	20,000	$675K	0.1%	$20.77	0.0%	COM	64111Q104
COF	CAPITAL ONE FINL CORP	8,733	$674K	0.1%	$59.33	0.0%	COM	14040H105
—	XENOPORT INC	130,000	$672K	0.1%	$5.17	—	COM	98411C100
—	KODIAK OIL & GAS CORP	55,000	$668K	0.1%	$12.15	—	COM	50015Q100
BALL	BALL CORP	12,000	$658K	0.1%	$23.53	0.0%	COM	058498106
—	ARUBA NETWORKS INC	35,000	$656K	0.1%	$18.74	—	COM	043176106
NTRS	NORTHERN TR CORP	10,000	$656K	0.1%	$45.55	0.0%	COM	665859104
WU	WESTERN UN CO	40,000	$654K	0.1%	$16.35	—	COM	959802109
ADM	ARCHER DANIELS MIDLAND CO	15,000	$651K	0.1%	$29.33	0.0%	COM	039483102
—	MEDIVATION INC	10,000	$644K	0.1%	$64.40	—	COM	58501N101
—	ROCKWELL COLLINS INC	8,000	$637K	0.1%	$79.63	—	COM	774341101
—	ORITANI FINL CORP DEL	40,000	$632K	0.1%	$15.80	—	COM	68633D103
MTH	MERITAGE HOMES CORP	15,000	$628K	0.1%	$22.78	0.0%	COM	59001A102
—	VERINT SYS INC	12,981	$609K	0.1%	$46.91	—	COM	92343X100
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$601K	0.1%	$114.47	0.0%	COM	883556102
—	SYMANTEC CORP	30,000	$599K	0.1%	$19.97	—	COM	871503108
PH	PARKER HANNIFIN CORP	5,000	$599K	0.1%	$98.49	0.0%	COM	701094104
APD	AIR PRODS & CHEMS INC	5,000	$595K	0.1%	$79.28	0.0%	COM	009158106
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$594K	0.1%	$14.83	0.0%	COM	127387108
BDX	BECTON DICKINSON & CO	5,000	$585K	0.1%	$91.42	0.0%	COM	075887109
—	BABCOCK & WILCOX CO NEW	17,500	$581K	0.1%	$33.20	—	COM	05615F102
—	TENNECO INC	10,000	$581K	0.1%	$58.10	—	COM	880349105
—	ALCOA INC	45,000	$579K	0.1%	$12.87	—	COM	013817101
KMI	KINDER MORGAN INC DEL	17,265	$561K	0.1%	$18.43	0.0%	COM	49456B101
KIM	KIMCO RLTY CORP	25,000	$547K	0.1%	$12.11	0.0%	COM	49446R109
HRB	BLOCK H & R INC	18,000	$543K	0.1%	$19.54	0.0%	COM	093671105
BSX	BOSTON SCIENTIFIC CORP	40,000	$541K	0.1%	$13.13	0.0%	COM	101137107
—	HAYNES INTERNATIONAL INC	10,000	$540K	0.1%	$54.00	—	COM NEW	420877201
ABBV	ABBVIE INC	10,000	$514K	0.1%	$31.49	0.0%	COM	00287Y109
RSG	REPUBLIC SVCS INC	15,000	$512K	0.1%	$26.51	0.0%	COM	760759100
AVY	AVERY DENNISON CORP	10,000	$507K	0.1%	$39.54	0.0%	COM	053611109
—	XEROX CORP	44,000	$497K	0.1%	$11.30	—	COM	984121103
—	ROVI CORP	21,758	$496K	0.1%	$22.80	—	COM	779376102
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$493K	0.1%	$11.24	0.0%	COM CL A	46333X108
—	NABORS INDUSTRIES LTD	20,000	$493K	0.1%	$24.65	—	SHS	G6359F103
XEL	XCEL ENERGY INC	16,243	$493K	0.1%	$19.89	0.0%	COM	98389B100
—	FTD COS INC	15,000	$477K	0.1%	$31.80	—	COM	30281V108
—	PIER 1 IMPORTS INC	25,000	$472K	0.1%	$18.88	—	COM	720279108
—	ENERGY XXI BERMUDA LTD	20,000	$471K	0.1%	$23.55	—	USD UNRS SHS	G10082140
—	URS CORP NEW	10,000	$471K	0.1%	$47.10	—	COM	903236107
CROX	CROCS INC	30,000	$468K	0.1%	$15.31	0.0%	COM	227046109
—	FOREST LABS INC	5,000	$461K	0.1%	$92.20	—	COM	345838106
BXP	BOSTON PROPERTIES INC	4,000	$458K	0.1%	$66.97	0.0%	COM	101121101
LGND	LIGAND PHARMACEUTICALS INC	6,666	$448K	0.1%	$41.68	0.0%	COM NEW	53220K504
—	LEGG MASON INC	9,000	$441K	0.1%	$49.00	—	COM	524901105
—	COMPUWARE CORP	40,000	$420K	0.1%	$10.50	—	COM	205638109
SNPS	SYNOPSYS INC	10,742	$413K	0.1%	$40.13	0.0%	COM	871607107
DOV	DOVER CORP	5,000	$409K	0.1%	$50.30	0.0%	COM	260003108
—	ELEVEN BIOTHERAPEUTICS INC	25,000	$406K	0.1%	$16.24	—	COM	286221106
—	ARQULE INC	190,000	$390K	0.1%	$2.05	—	COM	04269E107
—	JUNIPER NETWORKS INC	15,000	$386K	0.1%	$25.73	—	COM	48203R104
ABT	ABBOTT LABS	10,000	$385K	0.1%	$30.73	0.0%	COM	002824100
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$381K	0.1%	$22.69	0.0%	COM	744573106
C	CITIGROUP INC	8,000	$381K	0.1%	$37.07	0.0%	COM NEW	172967424
MOH	MOLINA HEALTHCARE INC	10,000	$376K	0.1%	$36.85	0.0%	COM	60855R100
—	JONES GROUP INC	25,000	$374K	0.1%	$14.96	—	COM	48020T101
—	NEKTAR THERAPEUTICS	30,000	$364K	0.1%	$12.13	—	COM	640268108
CLNE	CLEAN ENERGY FUELS CORP	40,000	$358K	0.1%	$10.39	0.0%	COM	184499101
NI	NISOURCE INC	10,000	$355K	0.1%	$9.34	0.0%	COM	65473P105
LUV	SOUTHWEST AIRLS CO	15,000	$354K	0.1%	$19.19	0.0%	COM	844741108
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$353K	0.1%	$27.12	0.0%	COM	416515104
NVRI	HARSCO CORP	15,000	$351K	0.1%	$24.55	0.0%	COM	415864107
TRIP	TRIPADVISOR INC	3,875	$351K	0.1%	$81.07	0.0%	COM	896945201
—	COMVERSE INC	10,000	$346K	0.1%	$34.60	—	COM	20585P105
GERN	GERON CORP	165,000	$345K	0.1%	$3.99	0.0%	COM	374163103
—	STAPLES INC	30,348	$344K	0.1%	$11.34	—	COM	855030102
HII	HUNTINGTON INGALLS INDS INC	3,333	$341K	0.1%	$78.33	0.0%	COM	446413106
HL	HECLA MNG CO	110,000	$338K	0.1%	$3.11	0.0%	COM	422704106
EMR	EMERSON ELEC CO	5,000	$334K	0.1%	$47.79	0.0%	COM	291011104
—	EARTHLINK HLDGS CORP	90,000	$325K	0.1%	$3.61	—	COM	27033X101
—	ORBITAL SCIENCES CORP	11,603	$324K	0.1%	$27.92	—	COM	685564106
—	KANSAS CITY SOUTHERN	3,000	$306K	0.1%	$102.00	—	COM NEW	485170302
—	HOSPIRA INC	7,000	$303K	0.1%	$43.29	—	COM	441060100
—	CAREFUSION CORP	7,500	$302K	0.1%	$40.27	—	COM	14170T101
—	WPX ENERGY INC	16,666	$300K	0.1%	$18.00	—	COM	98212B103
CRUS	CIRRUS LOGIC INC	15,000	$298K	0.1%	$19.04	0.0%	COM	172755100
—	INGERSOLL-RAND PLC	5,000	$286K	0.1%	$57.20	—	SHS	G47791101
—	ARRAY BIOPHARMA INC	60,000	$282K	0.1%	$4.70	—	COM	04269X105
EXPE	EXPEDIA INC DEL	3,875	$281K	0.1%	$67.77	0.0%	COM NEW	30212P303
NWSA	NEWS CORP NEW	16,250	$280K	0.1%	$15.19	0.0%	CL A	65249B109
—	IAC INTERACTIVECORP	3,875	$277K	0.1%	$71.48	—	COM PAR $.001	44919P508
—	DENTSPLY INTL INC NEW	6,000	$276K	0.1%	$46.00	—	COM	249030107
AIG	AMERICAN INTL GROUP INC	5,500	$275K	0.1%	$37.86	0.0%	COM NEW	026874784
—	MCDERMOTT INTL INC	35,000	$274K	0.1%	$7.83	—	COM	580037109
—	DREAMWORKS ANIMATION SKG INC	10,000	$266K	0.1%	$26.60	—	CL A	26153C103
LNN	LINDSAY CORP	3,000	$265K	0.1%	$72.98	0.0%	COM	535555106
—	AOL INC	6,060	$265K	0.1%	$43.73	—	COM	00184X105
GT	GOODYEAR TIRE & RUBR CO	10,000	$261K	0.1%	$25.47	0.0%	COM	382550101
—	QUALITY SYS INC	15,000	$253K	0.1%	$16.87	—	COM	747582104
—	ADTRAN INC	10,000	$244K	0.1%	$24.40	—	COM	00738A106
—	DIAMOND OFFSHORE DRILLING IN	5,000	$244K	0.1%	$48.80	—	COM	25271C102
—	ACCELERON PHARMA INC	7,000	$241K	0.0%	$34.43	—	COM	00434H108
VTR	VENTAS INC	3,933	$238K	0.0%	$41.21	0.0%	COM	92276F100
SWKS	SKYWORKS SOLUTIONS INC	6,318	$237K	0.0%	$26.27	0.0%	COM	83088M102
MAN	MANPOWERGROUP INC	3,000	$236K	0.0%	$79.12	0.0%	COM	56418H100
CVCO	CAVCO INDS INC DEL	3,000	$235K	0.0%	$76.06	0.0%	COM	149568107
—	BROCADE COMMUNICATIONS SYS I	21,572	$229K	0.0%	$10.62	—	COM NEW	111621306
MCY	MERCURY GENL CORP NEW	5,000	$225K	0.0%	$45.68	0.0%	COM	589400100
RGA	REINSURANCE GROUP AMER INC	2,829	$225K	0.0%	$75.92	0.0%	COM NEW	759351604
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$224K	0.0%	$11.21	0.0%	COM	928298108
PLD	PROLOGIS INC	5,464	$223K	0.0%	$27.64	0.0%	COM	74340W103
—	UNITED STATES STL CORP NEW	8,000	$221K	0.0%	$27.63	—	COM	912909108
—	AVON PRODS INC	15,000	$220K	0.0%	$14.67	—	COM	054303102
—	SCHULMAN A INC	6,000	$218K	0.0%	$36.33	—	COM	808194104
—	WINDSTREAM HLDGS INC	25,848	$213K	0.0%	$8.24	—	COM	97382A101
—	DISCOVERY COMMUNICATNS NEW	2,500	$207K	0.0%	$82.80	—	COM SER A	25470F104
—	ASTORIA FINL CORP	15,000	$207K	0.0%	$13.80	—	COM	046265104
—	AUSPEX PHARMACEUTICALS INC	6,600	$204K	0.0%	$30.91	—	COM	05211J102
—	ROWAN COMPANIES PLC	6,000	$202K	0.0%	$33.67	—	SHS CL A	G7665A101
—	HILLSHIRE BRANDS CO	5,400	$201K	0.0%	$37.22	—	COM	432589109
—	LSI CORPORATION	18,060	$200K	0.0%	$11.07	—	COM	502161102
PHM	PULTE GROUP INC	10,000	$192K	0.0%	$17.01	0.0%	COM	745867101
—	PROTALIX BIOTHERAPEUTICS INC	40,000	$183K	0.0%	$4.58	—	COM	74365A101
—	CHICOS FAS INC	10,000	$160K	0.0%	$16.00	—	COM	168615102
KLIC	KULICKE & SOFFA INDS INC	12,000	$151K	0.0%	$10.36	0.0%	COM	501242101
FSS	FEDERAL SIGNAL CORP	10,000	$149K	0.0%	$11.92	0.0%	COM	313855108
—	SPRINT CORP	15,000	$138K	0.0%	$9.20	—	COM SER 1	85207U105
—	UNITED ONLINE INC	10,714	$124K	0.0%	$11.57	—	COM NEW	911268209
—	PENNEY J C INC	12,500	$108K	0.0%	$8.64	—	COM	708160106
—	FRONTIER COMMUNICATIONS CORP	15,602	$89,000	0.0%	$5.70	—	COM	35906A108
—	AIR TRANSPORT SERVICES GRP I	10,000	$79,000	0.0%	$7.90	—	COM	00922R105
—	AK STL HLDG CORP	10,000	$72,000	0.0%	$7.20	—	COM	001547108
AMD	ADVANCED MICRO DEVICES INC	17,000	$68,000	0.0%	$3.82	0.0%	COM	007903107
—	KINDER MORGAN INC DEL	26,117	$46,000	0.0%	$1.76	—	*W EXP 05/25/201	49456B119
FOLD	AMICUS THERAPEUTICS INC	15,000	$31,000	0.0%	$2.50	0.0%	COM	03152W109