NJ State Employees Deferred Compensation Plan Diversified Active

Location: Trenton, NJ

CIK: 0001483259 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 11, 2014

Total Value: $505M (100.0% shares, 0.0% debt)

Holdings (387)

AAPL APPLE INC 4.2%

Value $21.14M Shares 227,500 Est. Cost $18.36 Unrealized +1.6%

XOM EXXON MOBIL CORP 1.9%

Value $9.565M Shares 95,000 Est. Cost $58.08 Unrealized +6.5%

JPM JPMORGAN CHASE & CO 1.5%

Value $7.779M Shares 135,000 Est. Cost $42.08 Unrealized -2.1%

MSFT MICROSOFT CORP 1.5%

Value $7.715M Shares 185,000 Est. Cost $31.26 Unrealized +8.6%

JNJ JOHNSON & JOHNSON 1.4%

Value $7.323M Shares 70,000 Est. Cost $66.63 Unrealized +9.8%

CVX CHEVRON CORP NEW 1.2%

Value $5.875M Shares 45,000 Est. Cost $70.36 Unrealized +7.9%

PG PROCTER & GAMBLE CO 1.1%

Value $5.501M Shares 70,000 Est. Cost $56.51 Unrealized +3.1%

MRK MERCK & CO INC NEW 1.1%

Value $5.395M Shares 93,252 Est. Cost $35.76 Unrealized +6.2%

WFC WELLS FARGO & CO NEW 1.0%

Value $5.256M Shares 100,000 Est. Cost $33.41 Unrealized +8.7%

PM PHILIP MORRIS INTL INC 1.0%

Value $5.059M Shares 60,000 Est. Cost $44.74 Unrealized +7.8%

GILD GILEAD SCIENCES INC 1.0%

Value $4.975M Shares 60,000 Est. Cost $54.49 Unrealized -0.8%

AXP AMERICAN EXPRESS CO 0.9%

Value $4.744M Shares 50,000 Est. Cost $75.50 Unrealized +1.2%

— INTERMUNE INC 0.9%

Value $4.636M Shares 105,000 Est. Cost $33.47 Unrealized —

PFE PFIZER INC 0.9%

Value $4.48M Shares 150,956 Est. Cost $18.20 Unrealized -3.6%

DIS DISNEY WALT CO 0.8%

Value $4.287M Shares 50,000 Est. Cost $69.69 Unrealized +5.4%

ORCL ORACLE CORP 0.8%

Value $4.053M Shares 100,000 Est. Cost $31.98 Unrealized +8.4%

THC TENET HEALTHCARE CORP 0.8%

Value $3.99M Shares 85,000 Est. Cost $44.12 Unrealized +2.4%

COP CONOCOPHILLIPS 0.8%

Value $3.858M Shares 45,000 Est. Cost $45.41 Unrealized +17.5%

CSCO CISCO SYS INC 0.7%

Value $3.728M Shares 150,000 Est. Cost $15.30 Unrealized +8.8%

IBM INTERNATIONAL BUSINESS MACHS 0.7%

Value $3.625M Shares 20,000 Est. Cost $109.22 Unrealized +2.8%

KO COCA COLA CO 0.7%

Value $3.601M Shares 85,000 Est. Cost $26.56 Unrealized +5.8%

MCD MCDONALDS CORP 0.7%

Value $3.535M Shares 35,093 Est. Cost $70.27 Unrealized +6.4%

USB US BANCORP DEL 0.7%

Value $3.466M Shares 80,000 Est. Cost $27.34 Unrealized +2.1%

INTC INTEL CORP 0.7%

Value $3.399M Shares 110,000 Est. Cost $18.67 Unrealized +10.8%

UNP UNION PAC CORP 0.7%

Value $3.392M Shares 34,000 Est. Cost $71.52 Unrealized +4.5%

MO ALTRIA GROUP INC 0.7%

Value $3.355M Shares 80,000 Est. Cost $17.12 Unrealized +12.1%

AMZN AMAZON COM INC 0.6%

Value $3.248M Shares 10,000 Est. Cost $18.56 Unrealized -14.8%

VZ VERIZON COMMUNICATIONS INC 0.6%

Value $3.18M Shares 65,000 Est. Cost $25.87 Unrealized +3.6%

TRV TRAVELERS COMPANIES INC 0.6%

Value $3.052M Shares 32,443 Est. Cost $64.62 Unrealized +9.1%

ALKS ALKERMES PLC 0.6%

Value $3.02M Shares 60,000 Est. Cost $47.58 Unrealized -3.1%

WMT WAL-MART STORES INC 0.6%

Value $3.003M Shares 40,000 Est. Cost $19.90 Unrealized +3.2%

BK BANK NEW YORK MELLON CORP 0.6%

Value $3M Shares 80,038 Est. Cost $24.75 Unrealized +5.3%

— UNITED TECHNOLOGIES CORP 0.6%

Value $2.886M Shares 25,000 Est. Cost $116.84 Unrealized —

LOW LOWES COS INC 0.6%

Value $2.879M Shares 60,000 Est. Cost $39.01 Unrealized -3.0%

ALK ALASKA AIR GROUP INC 0.6%

Value $2.852M Shares 30,000 Est. Cost $37.56 Unrealized +15.2%

LLY LILLY ELI & CO 0.6%

Value $2.798M Shares 45,000 Est. Cost $44.54 Unrealized +7.8%

CL COLGATE PALMOLIVE CO 0.5%

Value $2.727M Shares 40,000 Est. Cost $47.90 Unrealized +6.9%

AMT AMERICAN TOWER CORP NEW 0.5%

Value $2.699M Shares 30,000 Est. Cost $61.59 Unrealized +6.7%

— VIACOM INC NEW 0.5%

Value $2.602M Shares 30,000 Est. Cost $85.00 Unrealized —

— TIME WARNER INC 0.5%

Value $2.576M Shares 36,666 Est. Cost $65.32 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.5%

Value $2.566M Shares 25,000 Est. Cost $62.47 Unrealized +5.9%

GS GOLDMAN SACHS GROUP INC 0.5%

Value $2.512M Shares 15,000 Est. Cost $133.70 Unrealized -3.7%

— MONSANTO CO NEW 0.5%

Value $2.495M Shares 20,000 Est. Cost $113.75 Unrealized —

— ISIS PHARMACEUTICALS INC 0.5%

Value $2.412M Shares 70,000 Est. Cost $36.96 Unrealized —

— COMCAST CORP NEW 0.5%

Value $2.4M Shares 45,000 Est. Cost $48.78 Unrealized —

QCOM QUALCOMM INC 0.5%

Value $2.376M Shares 30,000 Est. Cost $54.02 Unrealized +6.1%

COST COSTCO WHSL CORP NEW 0.5%

Value $2.303M Shares 20,000 Est. Cost $91.29 Unrealized +0.6%

— TWENTY FIRST CENTY FOX INC 0.5%

Value $2.285M Shares 65,000 Est. Cost $31.97 Unrealized —

— CORE MARK HOLDING CO INC 0.5%

Value $2.282M Shares 50,000 Est. Cost $59.12 Unrealized —

PRU PRUDENTIAL FINL INC 0.4%

Value $2.219M Shares 25,000 Est. Cost $52.24 Unrealized -1.7%

TROW PRICE T ROWE GROUP INC 0.4%

Value $2.195M Shares 26,000 Est. Cost $52.57 Unrealized +1.2%

— ANADARKO PETE CORP 0.4%

Value $2.189M Shares 20,000 Est. Cost $84.75 Unrealized —

GAP GAP INC DEL 0.4%

Value $2.079M Shares 50,000 Est. Cost $27.08 Unrealized +0.6%

PEP PEPSICO INC 0.4%

Value $2.077M Shares 23,251 Est. Cost $56.86 Unrealized +7.1%

— DOW CHEM CO 0.4%

Value $2.067M Shares 40,165 Est. Cost $48.60 Unrealized —

WMB WILLIAMS COS INC DEL 0.4%

Value $2.037M Shares 35,000 Est. Cost $20.92 Unrealized +15.5%

— HEARTWARE INTL INC 0.4%

Value $2.036M Shares 23,000 Est. Cost $93.78 Unrealized —

YUM YUM BRANDS INC 0.4%

Value $2.03M Shares 25,000 Est. Cost $42.07 Unrealized +6.1%

AWR AMERICAN STS WTR CO 0.4%

Value $1.994M Shares 60,000 Est. Cost $23.08 Unrealized +5.3%

— PRAXAIR INC 0.4%

Value $1.993M Shares 15,000 Est. Cost $131.00 Unrealized —

ALL ALLSTATE CORP 0.4%

Value $1.985M Shares 33,810 Est. Cost $41.54 Unrealized +8.0%

— AMERICAN EQTY INVT LIFE HLD 0.4%

Value $1.968M Shares 80,000 Est. Cost $23.63 Unrealized —

SJM SMUCKER J M CO 0.4%

Value $1.961M Shares 18,405 Est. Cost $68.74 Unrealized +3.9%

— DISCOVER FINL SVCS 0.4%

Value $1.943M Shares 31,350 Est. Cost $58.18 Unrealized —

— INTEGRATED DEVICE TECHNOLOGY 0.4%

Value $1.933M Shares 125,000 Est. Cost $12.23 Unrealized —

HON HONEYWELL INTL INC 0.4%

Value $1.859M Shares 20,000 Est. Cost $64.71 Unrealized +1.5%

— RAYTHEON CO 0.4%

Value $1.845M Shares 20,000 Est. Cost $98.80 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.4%

Value $1.815M Shares 40,000 Est. Cost $33.03 Unrealized +0.7%

PSX PHILLIPS 66 0.4%

Value $1.81M Shares 22,500 Est. Cost $49.82 Unrealized +8.8%

— EMPIRE DIST ELEC CO 0.4%

Value $1.798M Shares 70,000 Est. Cost $24.31 Unrealized —

ILMN ILLUMINA INC 0.4%

Value $1.785M Shares 10,000 Est. Cost $146.95 Unrealized +1.5%

— ACTIVISION BLIZZARD INC 0.4%

Value $1.784M Shares 80,000 Est. Cost $20.44 Unrealized —

ITW ILLINOIS TOOL WKS INC 0.3%

Value $1.751M Shares 20,000 Est. Cost $61.28 Unrealized +6.8%

PTC PTC INC 0.3%

Value $1.746M Shares 45,000 Est. Cost $36.75 Unrealized -2.0%

— LAM RESEARCH CORP 0.3%

Value $1.732M Shares 25,625 Est. Cost $54.99 Unrealized —

MDLZ MONDELEZ INTL INC 0.3%

Value $1.73M Shares 45,987 Est. Cost $26.35 Unrealized +7.4%

— SENIOR HSG PPTYS TR 0.3%

Value $1.7M Shares 70,000 Est. Cost $22.47 Unrealized —

EPR EPR PPTYS 0.3%

Value $1.676M Shares 30,000 Est. Cost $53.40 Unrealized —

— ENLINK MIDSTREAM LLC 0.3%

Value $1.666M Shares 40,000 Est. Cost $33.95 Unrealized —

— CHESAPEAKE LODGING TR 0.3%

Value $1.663M Shares 55,000 Est. Cost $25.73 Unrealized —

— DU PONT E I DE NEMOURS & CO 0.3%

Value $1.636M Shares 25,000 Est. Cost $67.12 Unrealized —

— CELLDEX THERAPEUTICS INC NEW 0.3%

Value $1.632M Shares 100,000 Est. Cost $17.67 Unrealized —

— COLONY FINL INC 0.3%

Value $1.625M Shares 70,000 Est. Cost $21.96 Unrealized —

CMCSA COMCAST CORP NEW 0.3%

Value $1.61M Shares 30,000 Est. Cost $19.96 Unrealized -0.9%

T AT&T INC 0.3%

Value $1.591M Shares 45,000 Est. Cost $10.85 Unrealized +8.5%

AMAT APPLIED MATLS INC 0.3%

Value $1.579M Shares 70,000 Est. Cost $15.75 Unrealized +11.6%

— SEMGROUP CORP 0.3%

Value $1.577M Shares 20,000 Est. Cost $65.70 Unrealized —

— GENERAL ELECTRIC CO 0.3%

Value $1.577M Shares 60,000 Est. Cost $25.88 Unrealized —

NSC NORFOLK SOUTHERN CORP 0.3%

Value $1.494M Shares 14,500 Est. Cost $71.41 Unrealized +6.4%

CAR AVIS BUDGET GROUP 0.3%

Value $1.492M Shares 25,000 Est. Cost $40.83 Unrealized +27.6%

MCK MCKESSON CORP 0.3%

Value $1.49M Shares 8,000 Est. Cost $160.13 Unrealized +1.9%

— THERAVANCE INC 0.3%

Value $1.49M Shares 50,000 Est. Cost $30.96 Unrealized —

— TIME WARNER CABLE INC 0.3%

Value $1.473M Shares 10,000 Est. Cost $137.20 Unrealized —

KFY KORN FERRY INTL 0.3%

Value $1.469M Shares 50,000 Est. Cost $22.02 Unrealized +14.9%

NPO ENPRO INDS INC 0.3%

Value $1.463M Shares 20,000 Est. Cost $70.90 Unrealized +1.5%

BAC BANK OF AMERICA CORPORATION 0.3%

Value $1.461M Shares 95,082 Est. Cost $13.25 Unrealized -7.6%

TGT TARGET CORP 0.3%

Value $1.449M Shares 25,000 Est. Cost $41.65 Unrealized -0.0%

BAX BAXTER INTL INC 0.3%

Value $1.446M Shares 20,000 Est. Cost $30.34 Unrealized +7.8%

SWK STANLEY BLACK & DECKER INC 0.3%

Value $1.438M Shares 16,375 Est. Cost $59.39 Unrealized +6.9%

INCY INCYTE CORP 0.3%

Value $1.411M Shares 25,000 Est. Cost $62.06 Unrealized -17.7%

HMN HORACE MANN EDUCATORS CORP N 0.3%

Value $1.407M Shares 45,000 Est. Cost $28.89 Unrealized +2.5%

MRSH MARSH & MCLENNAN COS INC 0.3%

Value $1.399M Shares 27,000 Est. Cost $38.81 Unrealized +4.4%

CMG CHIPOTLE MEXICAN GRILL INC 0.3%

Value $1.396M Shares 2,356 Est. Cost $11.02 Unrealized -1.8%

— CHUBB CORP 0.3%

Value $1.383M Shares 15,000 Est. Cost $89.33 Unrealized —

— CAMERON INTERNATIONAL CORP 0.3%

Value $1.354M Shares 20,000 Est. Cost $61.75 Unrealized —

— WYNDHAM WORLDWIDE CORP 0.3%

Value $1.352M Shares 17,859 Est. Cost $73.24 Unrealized —

DVN DEVON ENERGY CORP NEW 0.3%

Value $1.35M Shares 17,000 Est. Cost $41.69 Unrealized +17.6%

OXM OXFORD INDS INC 0.3%

Value $1.333M Shares 20,000 Est. Cost $77.21 Unrealized -12.7%

— GLATFELTER 0.3%

Value $1.327M Shares 50,000 Est. Cost $27.22 Unrealized —

A AGILENT TECHNOLOGIES INC 0.3%

Value $1.326M Shares 23,084 Est. Cost $37.33 Unrealized -2.3%

— E M C CORP MASS 0.3%

Value $1.324M Shares 50,250 Est. Cost $27.40 Unrealized —

TRN TRINITY INDS INC 0.3%

Value $1.312M Shares 30,000 Est. Cost $18.24 Unrealized +10.4%

SEIC SEI INVESTMENTS CO 0.3%

Value $1.311M Shares 40,000 Est. Cost $29.39 Unrealized -5.1%

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value $1.304M Shares 26,884 Est. Cost $35.93 Unrealized -6.8%

HEI HEICO CORP NEW 0.3%

Value $1.299M Shares 25,000 Est. Cost $29.73 Unrealized -5.5%

PLXS PLEXUS CORP 0.3%

Value $1.299M Shares 30,000 Est. Cost $40.84 Unrealized +2.4%

— AETNA INC NEW 0.3%

Value $1.298M Shares 16,012 Est. Cost $74.94 Unrealized —

— MEDTRONIC INC 0.3%

Value $1.275M Shares 20,000 Est. Cost $61.55 Unrealized —

MET METLIFE INC 0.3%

Value $1.265M Shares 22,766 Est. Cost $31.07 Unrealized +2.5%

WST WEST PHARMACEUTICAL SVSC INC 0.3%

Value $1.265M Shares 30,000 Est. Cost $44.55 Unrealized -8.8%

BC BRUNSWICK CORP 0.3%

Value $1.264M Shares 30,000 Est. Cost $36.35 Unrealized -3.8%

ROK ROCKWELL AUTOMATION INC 0.2%

Value $1.252M Shares 10,000 Est. Cost $93.82 Unrealized +4.3%

EBAY EBAY INC 0.2%

Value $1.252M Shares 25,000 Est. Cost $20.67 Unrealized -6.2%

— CITRIX SYS INC 0.2%

Value $1.251M Shares 20,000 Est. Cost $57.45 Unrealized —

NPKI NEWPARK RES INC 0.2%

Value $1.246M Shares 100,000 Est. Cost $11.44 Unrealized +1.9%

EVC ENTRAVISION COMMUNICATIONS C 0.2%

Value $1.244M Shares 200,000 Est. Cost $3.76 Unrealized -12.0%

— FMC TECHNOLOGIES INC 0.2%

Value $1.221M Shares 20,000 Est. Cost $52.30 Unrealized —

MCHP MICROCHIP TECHNOLOGY INC 0.2%

Value $1.22M Shares 25,000 Est. Cost $17.75 Unrealized +5.2%

— GOOGLE INC 0.2%

Value $1.216M Shares 2,080 Est. Cost $1114.42 Unrealized —

RUSHA RUSH ENTERPRISES INC 0.2%

Value $1.213M Shares 35,000 Est. Cost $12.91 Unrealized +14.4%

— REYNOLDS AMERICAN INC 0.2%

Value $1.207M Shares 20,000 Est. Cost $53.40 Unrealized —

— GOOGLE INC 0.2%

Value $1.197M Shares 2,080 Est. Cost $575.48 Unrealized —

MUR MURPHY OIL CORP 0.2%

Value $1.197M Shares 18,000 Est. Cost $38.91 Unrealized +4.8%

NOC NORTHROP GRUMMAN CORP 0.2%

Value $1.196M Shares 10,000 Est. Cost $97.12 Unrealized +2.5%

AVB AVALONBAY CMNTYS INC 0.2%

Value $1.195M Shares 8,407 Est. Cost $84.84 Unrealized +10.7%

SF STIFEL FINL CORP 0.2%

Value $1.184M Shares 25,000 Est. Cost $28.20 Unrealized -2.9%

GD GENERAL DYNAMICS CORP 0.2%

Value $1.166M Shares 10,000 Est. Cost $80.10 Unrealized +10.5%

— ASPEN TECHNOLOGY INC 0.2%

Value $1.16M Shares 25,000 Est. Cost $42.36 Unrealized —

M MACYS INC 0.2%

Value $1.16M Shares 20,000 Est. Cost $55.60 Unrealized +4.4%

FLR FLUOR CORP NEW 0.2%

Value $1.154M Shares 15,000 Est. Cost $69.22 Unrealized -2.0%

— MEAD JOHNSON NUTRITION CO 0.2%

Value $1.138M Shares 12,219 Est. Cost $83.15 Unrealized —

— TRUSTCO BK CORP N Y 0.2%

Value $1.136M Shares 170,000 Est. Cost $7.04 Unrealized —

CNC CENTENE CORP DEL 0.2%

Value $1.134M Shares 15,000 Est. Cost $15.47 Unrealized +11.0%

— PINNACLE ENTMT INC 0.2%

Value $1.133M Shares 45,000 Est. Cost $23.71 Unrealized —

CVS CVS CAREMARK CORPORATION 0.2%

Value $1.131M Shares 15,000 Est. Cost $51.11 Unrealized +7.4%

SYY SYSCO CORP 0.2%

Value $1.124M Shares 30,000 Est. Cost $26.11 Unrealized +3.1%

— OASIS PETE INC NEW 0.2%

Value $1.118M Shares 20,000 Est. Cost $41.75 Unrealized —

— BAKER HUGHES INC 0.2%

Value $1.117M Shares 15,000 Est. Cost $65.00 Unrealized —

— ACTAVIS PLC 0.2%

Value $1.115M Shares 5,000 Est. Cost $205.80 Unrealized —

— BROADCOM CORP 0.2%

Value $1.114M Shares 30,000 Est. Cost $31.47 Unrealized —

DAN DANA HLDG CORP 0.2%

Value $1.099M Shares 45,000 Est. Cost $16.52 Unrealized +8.3%

DUK DUKE ENERGY CORP NEW 0.2%

Value $1.093M Shares 14,733 Est. Cost $42.66 Unrealized +4.3%

— POPEYES LA KITCHEN INC 0.2%

Value $1.093M Shares 25,000 Est. Cost $40.64 Unrealized —

— DRIL-QUIP INC 0.2%

Value $1.092M Shares 10,000 Est. Cost $112.10 Unrealized —

KLAC KLA-TENCOR CORP 0.2%

Value $1.09M Shares 15,000 Est. Cost $41.11 Unrealized +3.3%

COR AMERISOURCEBERGEN CORP 0.2%

Value $1.09M Shares 14,996 Est. Cost $49.28 Unrealized +1.1%

EFX EQUIFAX INC 0.2%

Value $1.088M Shares 15,000 Est. Cost $62.16 Unrealized +0.7%

HAL HALLIBURTON CO 0.2%

Value $1.084M Shares 15,267 Est. Cost $42.79 Unrealized +20.3%

— ASSOCIATED ESTATES RLTY CORP 0.2%

Value $1.081M Shares 60,000 Est. Cost $16.93 Unrealized —

AZO AUTOZONE INC 0.2%

Value $1.072M Shares 2,000 Est. Cost $518.77 Unrealized +2.0%

— KAMAN CORP 0.2%

Value $1.068M Shares 25,000 Est. Cost $40.68 Unrealized —

HURN HURON CONSULTING GROUP INC 0.2%

Value $1.062M Shares 15,000 Est. Cost $65.04 Unrealized +1.5%

OTTR OTTER TAIL CORP 0.2%

Value $1.06M Shares 35,000 Est. Cost $20.25 Unrealized -0.3%

— YAHOO INC 0.2%

Value $1.054M Shares 30,000 Est. Cost $35.90 Unrealized —

WEX WEX INC 0.2%

Value $1.05M Shares 10,000 Est. Cost $91.59 Unrealized +4.3%

HTGC HERCULES TECH GROWTH CAP INC 0.2%

Value $1.05M Shares 65,000 Est. Cost $15.67 Unrealized -6.6%

— CHEMTURA CORP 0.2%

Value $1.045M Shares 40,000 Est. Cost $25.30 Unrealized —

MATW MATTHEWS INTL CORP 0.2%

Value $1.039M Shares 25,000 Est. Cost $31.38 Unrealized -0.7%

F FORD MTR CO DEL 0.2%

Value $1.034M Shares 60,000 Est. Cost $8.37 Unrealized +5.9%

ENTG ENTEGRIS INC 0.2%

Value $1.031M Shares 75,000 Est. Cost $11.16 Unrealized +1.8%

WSO WATSCO INC 0.2%

Value $1.028M Shares 10,000 Est. Cost $96.52 Unrealized +4.8%

CAH CARDINAL HEALTH INC 0.2%

Value $1.028M Shares 15,000 Est. Cost $50.49 Unrealized -1.7%

NEE NEXTERA ENERGY INC 0.2%

Value $1.025M Shares 10,000 Est. Cost $16.57 Unrealized +8.2%

IRBTQ IROBOT CORP 0.2%

Value $1.024M Shares 25,000 Est. Cost $40.05 Unrealized -9.7%

PPG PPG INDS INC 0.2%

Value $1.019M Shares 4,850 Est. Cost $77.19 Unrealized +4.8%

— PRIVATEBANCORP INC 0.2%

Value $1.017M Shares 35,000 Est. Cost $30.51 Unrealized —

— HEWLETT PACKARD CO 0.2%

Value $1.01M Shares 30,000 Est. Cost $32.37 Unrealized —

HUBG HUB GROUP INC 0.2%

Value $1.008M Shares 20,000 Est. Cost $20.24 Unrealized +12.6%

WWD WOODWARD INC 0.2%

Value $1.004M Shares 20,000 Est. Cost $39.69 Unrealized +6.1%

ROG ROGERS CORP 0.2%

Value $995K Shares 15,000 Est. Cost $60.59 Unrealized +2.0%

— CAVIUM INC 0.2%

Value $993K Shares 20,000 Est. Cost $43.75 Unrealized —

— HESS CORP 0.2%

Value $989K Shares 10,000 Est. Cost $82.90 Unrealized —

MU MICRON TECHNOLOGY INC 0.2%

Value $989K Shares 30,000 Est. Cost $23.18 Unrealized +14.8%

UNM UNUM GROUP 0.2%

Value $973K Shares 28,000 Est. Cost $34.13 Unrealized +0.0%

— OCWEN FINL CORP 0.2%

Value $965K Shares 26,000 Est. Cost $39.19 Unrealized —

EEFT EURONET WORLDWIDE INC 0.2%

Value $965K Shares 20,000 Est. Cost $41.47 Unrealized +9.6%

— NAVIGANT CONSULTING INC 0.2%

Value $960K Shares 55,000 Est. Cost $18.65 Unrealized —

JBHT HUNT J B TRANS SVCS INC 0.2%

Value $959K Shares 13,000 Est. Cost $65.88 Unrealized +3.0%

— BBCN BANCORP INC 0.2%

Value $957K Shares 60,000 Est. Cost $17.13 Unrealized —

— FORWARD AIR CORP 0.2%

Value $957K Shares 20,000 Est. Cost $46.10 Unrealized —

O REALTY INCOME CORP 0.2%

Value $957K Shares 21,555 Est. Cost $22.70 Unrealized +6.7%

— KNOLL INC 0.2%

Value $953K Shares 55,000 Est. Cost $18.18 Unrealized —

SCSC SCANSOURCE INC 0.2%

Value $952K Shares 25,000 Est. Cost $39.39 Unrealized -3.1%

EQR EQUITY RESIDENTIAL 0.2%

Value $945K Shares 15,000 Est. Cost $31.71 Unrealized +8.6%

— SPECTRA ENERGY CORP 0.2%

Value $939K Shares 22,100 Est. Cost $36.92 Unrealized —

AFL AFLAC INC 0.2%

Value $934K Shares 15,000 Est. Cost $23.98 Unrealized -1.3%

— AEGION CORP 0.2%

Value $931K Shares 40,000 Est. Cost $25.30 Unrealized —

KMT KENNAMETAL INC 0.2%

Value $926K Shares 20,000 Est. Cost $33.32 Unrealized +1.5%

AZZ AZZ INC 0.2%

Value $922K Shares 20,000 Est. Cost $36.74 Unrealized +2.5%

— BRIGGS & STRATTON CORP 0.2%

Value $921K Shares 45,000 Est. Cost $22.24 Unrealized —

— KRAFT FOODS GROUP INC 0.2%

Value $919K Shares 15,329 Est. Cost $56.10 Unrealized —

— DEALERTRACK TECHNOLOGIES INC 0.2%

Value $907K Shares 20,000 Est. Cost $49.20 Unrealized —

DE DEERE & CO 0.2%

Value $906K Shares 10,000 Est. Cost $70.10 Unrealized +5.7%

MSI MOTOROLA SOLUTIONS INC 0.2%

Value $903K Shares 13,571 Est. Cost $53.66 Unrealized +1.2%

— CABOT MICROELECTRONICS CORP 0.2%

Value $893K Shares 20,000 Est. Cost $44.00 Unrealized —

— FINISH LINE INC 0.2%

Value $892K Shares 30,000 Est. Cost $27.10 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.2%

Value $891K Shares 10,000 Est. Cost $56.79 Unrealized +5.2%

ZTS ZOETIS INC 0.2%

Value $890K Shares 27,578 Est. Cost $27.83 Unrealized +0.7%

DGX QUEST DIAGNOSTICS INC 0.2%

Value $880K Shares 15,000 Est. Cost $42.22 Unrealized +9.8%

CLDT CHATHAM LODGING TR 0.2%

Value $876K Shares 40,000 Est. Cost $20.23 Unrealized —

— CELGENE CORP 0.2%

Value $859K Shares 10,000 Est. Cost $112.75 Unrealized —

— PALL CORP 0.2%

Value $854K Shares 10,000 Est. Cost $89.50 Unrealized —

— CHEMICAL FINL CORP 0.2%

Value $842K Shares 30,000 Est. Cost $32.47 Unrealized —

PRGS PROGRESS SOFTWARE CORP 0.2%

Value $841K Shares 35,000 Est. Cost $23.95 Unrealized -8.9%

NRG NRG ENERGY INC 0.2%

Value $837K Shares 22,496 Est. Cost $22.10 Unrealized +20.5%

PAYX PAYCHEX INC 0.2%

Value $831K Shares 20,000 Est. Cost $29.49 Unrealized -2.4%

— AMAG PHARMACEUTICALS INC 0.2%

Value $828K Shares 40,000 Est. Cost $19.35 Unrealized —

GTLS CHART INDS INC 0.2%

Value $827K Shares 10,000 Est. Cost $86.10 Unrealized -12.0%

— CORESITE RLTY CORP 0.2%

Value $827K Shares 25,000 Est. Cost $31.00 Unrealized —

AEP AMERICAN ELEC PWR INC 0.2%

Value $823K Shares 14,760 Est. Cost $31.83 Unrealized +9.6%

— ROSETTA RESOURCES INC 0.2%

Value $823K Shares 15,000 Est. Cost $46.60 Unrealized —

SLB SCHLUMBERGER LTD 0.2%

Value $822K Shares 6,966 Est. Cost $65.48 Unrealized +14.3%

GCO GENESCO INC 0.2%

Value $821K Shares 10,000 Est. Cost $72.64 Unrealized +5.3%

HD HOME DEPOT INC 0.2%

Value $810K Shares 10,000 Est. Cost $60.23 Unrealized -0.2%

— KODIAK OIL & GAS CORP 0.2%

Value $800K Shares 55,000 Est. Cost $12.15 Unrealized —

— MARATHON OIL CORP 0.2%

Value $798K Shares 20,000 Est. Cost $35.50 Unrealized —

— LINNCO LLC 0.2%

Value $789K Shares 25,200 Est. Cost $27.06 Unrealized —

HLX HELIX ENERGY SOLUTIONS GRP I 0.2%

Value $789K Shares 30,000 Est. Cost $22.27 Unrealized +6.8%

DHR DANAHER CORP DEL 0.2%

Value $787K Shares 10,000 Est. Cost $30.77 Unrealized +1.0%

— INFINERA CORPORATION 0.2%

Value $782K Shares 85,000 Est. Cost $9.08 Unrealized —

MPC MARATHON PETE CORP 0.2%

Value $781K Shares 10,000 Est. Cost $30.73 Unrealized +1.4%

KMX CARMAX INC 0.2%

Value $780K Shares 15,000 Est. Cost $46.71 Unrealized -2.8%

— CONSOLIDATED COMM HLDGS INC 0.2%

Value $778K Shares 35,000 Est. Cost $20.00 Unrealized —

FFBC FIRST FINL BANCORP OH 0.2%

Value $774K Shares 45,000 Est. Cost $11.01 Unrealized -1.6%

— MEDIVATION INC 0.2%

Value $771K Shares 10,000 Est. Cost $64.40 Unrealized —

SO SOUTHERN CO 0.2%

Value $771K Shares 17,000 Est. Cost $25.27 Unrealized +6.7%

INDB INDEPENDENT BANK CORP MASS 0.2%

Value $768K Shares 20,000 Est. Cost $26.89 Unrealized +0.7%

KOP KOPPERS HOLDINGS INC 0.2%

Value $765K Shares 20,000 Est. Cost $38.65 Unrealized -3.6%

PNNT PENNANTPARK INVT CORP 0.2%

Value $764K Shares 66,710 Est. Cost $2.62 Unrealized -0.2%

— MYLAN INC 0.2%

Value $761K Shares 14,750 Est. Cost $48.81 Unrealized —

— STATE BK FINL CORP 0.2%

Value $761K Shares 45,000 Est. Cost $17.69 Unrealized —

BALL BALL CORP 0.1%

Value $752K Shares 12,000 Est. Cost $23.53 Unrealized +10.6%

— ASHLAND INC NEW 0.1%

Value $746K Shares 6,860 Est. Cost $99.42 Unrealized —

— CENTURYLINK INC 0.1%

Value $744K Shares 20,550 Est. Cost $32.85 Unrealized —

CAG CONAGRA FOODS INC 0.1%

Value $742K Shares 25,000 Est. Cost $16.04 Unrealized +1.6%

KR KROGER CO 0.1%

Value $741K Shares 15,000 Est. Cost $15.90 Unrealized +17.5%

— GREENHILL & CO INC 0.1%

Value $739K Shares 15,000 Est. Cost $52.00 Unrealized —

CVLT COMMVAULT SYSTEMS INC 0.1%

Value $738K Shares 15,000 Est. Cost $69.18 Unrealized -22.2%

— FARO TECHNOLOGIES INC 0.1%

Value $737K Shares 15,000 Est. Cost $53.00 Unrealized —

DAR DARLING INGREDIENTS INC 0.1%

Value $732K Shares 35,000 Est. Cost $20.04 Unrealized +0.6%

— LIFE TIME FITNESS INC 0.1%

Value $731K Shares 15,000 Est. Cost $48.13 Unrealized —

COF CAPITAL ONE FINL CORP 0.1%

Value $721K Shares 8,733 Est. Cost $59.33 Unrealized +6.3%

— PHARMACYCLICS INC 0.1%

Value $718K Shares 8,000 Est. Cost $100.25 Unrealized —

— PICO HLDGS INC 0.1%

Value $713K Shares 30,000 Est. Cost $26.00 Unrealized —

— NIC INC 0.1%

Value $713K Shares 45,000 Est. Cost $19.31 Unrealized —

MYE MYERS INDS INC 0.1%

Value $703K Shares 35,000 Est. Cost $13.73 Unrealized +4.7%

VYX NCR CORP NEW 0.1%

Value $702K Shares 20,000 Est. Cost $21.25 Unrealized -4.9%

EMN EASTMAN CHEM CO 0.1%

Value $699K Shares 8,000 Est. Cost $56.96 Unrealized +6.4%

NTGR NETGEAR INC 0.1%

Value $695K Shares 20,000 Est. Cost $20.77 Unrealized -0.5%

WU WESTERN UN CO 0.1%

Value $694K Shares 40,000 Est. Cost $16.35 Unrealized —

— SYMANTEC CORP 0.1%

Value $687K Shares 30,000 Est. Cost $19.97 Unrealized —

KSS KOHLS CORP 0.1%

Value $685K Shares 13,000 Est. Cost $53.60 Unrealized +1.1%

— CARDTRONICS INC 0.1%

Value $682K Shares 20,000 Est. Cost $38.85 Unrealized —

SCHW SCHWAB CHARLES CORP NEW 0.1%

Value $673K Shares 25,000 Est. Cost $22.70 Unrealized +0.7%

CDNS CADENCE DESIGN SYSTEM INC 0.1%

Value $669K Shares 38,250 Est. Cost $14.83 Unrealized +7.8%

— CUBIC CORP 0.1%

Value $668K Shares 15,000 Est. Cost $51.07 Unrealized —

— RTI INTL METALS INC 0.1%

Value $665K Shares 25,000 Est. Cost $27.80 Unrealized —

ADM ARCHER DANIELS MIDLAND CO 0.1%

Value $662K Shares 15,000 Est. Cost $29.33 Unrealized +7.8%

— TENNECO INC 0.1%

Value $657K Shares 10,000 Est. Cost $58.10 Unrealized —

APD AIR PRODS & CHEMS INC 0.1%

Value $643K Shares 5,000 Est. Cost $79.28 Unrealized +5.8%

NTRS NORTHERN TR CORP 0.1%

Value $642K Shares 10,000 Est. Cost $45.55 Unrealized -0.2%

— VERINT SYS INC 0.1%

Value $637K Shares 12,981 Est. Cost $46.91 Unrealized —

MTH MERITAGE HOMES CORP 0.1%

Value $633K Shares 15,000 Est. Cost $22.78 Unrealized -11.0%

PH PARKER HANNIFIN CORP 0.1%

Value $629K Shares 5,000 Est. Cost $98.49 Unrealized +4.3%

— XENOPORT INC 0.1%

Value $628K Shares 130,000 Est. Cost $5.17 Unrealized —

KMI KINDER MORGAN INC DEL 0.1%

Value $626K Shares 17,265 Est. Cost $18.43 Unrealized +2.0%

— ROCKWELL COLLINS INC 0.1%

Value $625K Shares 8,000 Est. Cost $79.63 Unrealized —

— DIGITAL RIV INC 0.1%

Value $617K Shares 40,000 Est. Cost $17.43 Unrealized —

— ORITANI FINL CORP DEL 0.1%

Value $616K Shares 40,000 Est. Cost $15.80 Unrealized —

— ARUBA NETWORKS INC 0.1%

Value $613K Shares 35,000 Est. Cost $18.74 Unrealized —

IRWD IRONWOOD PHARMACEUTICALS INC 0.1%

Value $613K Shares 40,000 Est. Cost $11.24 Unrealized -3.3%

— VISTAPRINT N V 0.1%

Value $607K Shares 15,000 Est. Cost $49.20 Unrealized —

HRB BLOCK H & R INC 0.1%

Value $603K Shares 18,000 Est. Cost $19.54 Unrealized -0.1%

BDX BECTON DICKINSON & CO 0.1%

Value $592K Shares 5,000 Est. Cost $91.42 Unrealized +3.6%

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value $590K Shares 5,000 Est. Cost $114.47 Unrealized -0.9%

— NABORS INDUSTRIES LTD 0.1%

Value $587K Shares 20,000 Est. Cost $24.65 Unrealized —

KIM KIMCO RLTY CORP 0.1%

Value $575K Shares 25,000 Est. Cost $12.11 Unrealized +7.7%

RSG REPUBLIC SVCS INC 0.1%

Value $570K Shares 15,000 Est. Cost $26.51 Unrealized +7.7%

— BABCOCK & WILCOX CO NEW 0.1%

Value $568K Shares 17,500 Est. Cost $33.20 Unrealized —

— BOULDER BRANDS INC 0.1%

Value $567K Shares 40,000 Est. Cost $17.63 Unrealized —

— HAYNES INTERNATIONAL INC 0.1%

Value $566K Shares 10,000 Est. Cost $54.00 Unrealized —

ABBV ABBVIE INC 0.1%

Value $564K Shares 10,000 Est. Cost $31.49 Unrealized +4.7%

— XEROX CORP 0.1%

Value $547K Shares 44,000 Est. Cost $11.30 Unrealized —

GERN GERON CORP 0.1%

Value $530K Shares 165,000 Est. Cost $3.99 Unrealized -47.6%

XEL XCEL ENERGY INC 0.1%

Value $524K Shares 16,243 Est. Cost $19.89 Unrealized +7.3%

— ROVI CORP 0.1%

Value $521K Shares 21,758 Est. Cost $22.80 Unrealized —

AVY AVERY DENNISON CORP 0.1%

Value $513K Shares 10,000 Est. Cost $39.54 Unrealized -0.0%

BSX BOSTON SCIENTIFIC CORP 0.1%

Value $511K Shares 40,000 Est. Cost $13.13 Unrealized -0.9%

— FOREST LABS INC 0.1%

Value $495K Shares 5,000 Est. Cost $92.20 Unrealized —

— FTD COS INC 0.1%

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

— ENERGY XXI BERMUDA LTD 0.1%

Value $473K Shares 20,000 Est. Cost $23.55 Unrealized —

BXP BOSTON PROPERTIES INC 0.1%

Value $473K Shares 4,000 Est. Cost $66.97 Unrealized +8.9%

CLNE CLEAN ENERGY FUELS CORP 0.1%

Value $469K Shares 40,000 Est. Cost $10.39 Unrealized -4.6%

— LEGG MASON INC 0.1%

Value $462K Shares 9,000 Est. Cost $49.00 Unrealized —

— URS CORP NEW 0.1%

Value $459K Shares 10,000 Est. Cost $47.10 Unrealized —

TBPH THERAVANCE BIOPHARMA INC 0.1%

Value $456K Shares 14,284 Est. Cost $27.05 Unrealized 0.0%

DOV DOVER CORP 0.1%

Value $455K Shares 5,000 Est. Cost $50.30 Unrealized +12.9%

CROX CROCS INC 0.1%

Value $451K Shares 30,000 Est. Cost $15.31 Unrealized -2.7%

— WEATHERFORD INTERNATIONAL LT 0.1%

Value $447K Shares 20,000 Est. Cost $17.37 Unrealized —

MOH MOLINA HEALTHCARE INC 0.1%

Value $446K Shares 10,000 Est. Cost $36.85 Unrealized +10.0%

TRIP TRIPADVISOR INC 0.1%

Value $421K Shares 3,875 Est. Cost $81.07 Unrealized +0.9%

SNPS SYNOPSYS INC 0.1%

Value $417K Shares 10,742 Est. Cost $40.13 Unrealized -4.9%

LGND LIGAND PHARMACEUTICALS INC 0.1%

Value $415K Shares 6,666 Est. Cost $41.68 Unrealized -2.7%

ABT ABBOTT LABS 0.1%

Value $409K Shares 10,000 Est. Cost $30.73 Unrealized +2.5%

PEG PUBLIC SVC ENTERPRISE GROUP 0.1%

Value $408K Shares 10,000 Est. Cost $22.69 Unrealized +13.6%

LUV SOUTHWEST AIRLS CO 0.1%

Value $403K Shares 15,000 Est. Cost $19.19 Unrealized +15.5%

— COMPUWARE CORP 0.1%

Value $400K Shares 40,000 Est. Cost $10.50 Unrealized —

NVRI HARSCO CORP 0.1%

Value $399K Shares 15,000 Est. Cost $24.55 Unrealized +4.1%

— WPX ENERGY INC 0.1%

Value $398K Shares 16,666 Est. Cost $18.00 Unrealized —

NI NISOURCE INC 0.1%

Value $393K Shares 10,000 Est. Cost $9.34 Unrealized +7.7%

— NEKTAR THERAPEUTICS 0.1%

Value $385K Shares 30,000 Est. Cost $12.13 Unrealized —

— PIER 1 IMPORTS INC 0.1%

Value $385K Shares 25,000 Est. Cost $18.88 Unrealized —

HL HECLA MNG CO 0.1%

Value $380K Shares 110,000 Est. Cost $3.11 Unrealized -6.4%

C CITIGROUP INC 0.1%

Value $377K Shares 8,000 Est. Cost $37.07 Unrealized -4.5%

EXC EXELON CORP 0.1%

Value $372K Shares 10,200 Est. Cost $13.80 Unrealized +22.3%

— JUNIPER NETWORKS INC 0.1%

Value $368K Shares 15,000 Est. Cost $25.73 Unrealized —

— HOSPIRA INC 0.1%

Value $360K Shares 7,000 Est. Cost $43.29 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $358K Shares 10,000 Est. Cost $27.12 Unrealized +1.6%

— ORBITAL SCIENCES CORP 0.1%

Value $343K Shares 11,603 Est. Cost $27.92 Unrealized —

CRUS CIRRUS LOGIC INC 0.1%

Value $341K Shares 15,000 Est. Cost $19.04 Unrealized +15.0%

— HILLSHIRE BRANDS CO 0.1%

Value $336K Shares 5,400 Est. Cost $37.22 Unrealized —

— EARTHLINK HLDGS CORP 0.1%

Value $335K Shares 90,000 Est. Cost $3.61 Unrealized —

— CAREFUSION CORP 0.1%

Value $333K Shares 7,500 Est. Cost $40.27 Unrealized —

EMR EMERSON ELEC CO 0.1%

Value $332K Shares 5,000 Est. Cost $47.79 Unrealized +2.8%

— ELEVEN BIOTHERAPEUTICS INC 0.1%

Value $330K Shares 25,000 Est. Cost $16.24 Unrealized —

— STAPLES INC 0.1%

Value $329K Shares 30,348 Est. Cost $11.34 Unrealized —

— KANSAS CITY SOUTHERN 0.1%

Value $323K Shares 3,000 Est. Cost $102.00 Unrealized —

AAL AMERICAN AIRLS GROUP INC 0.1%

Value $320K Shares 7,439 Est. Cost $36.77 Unrealized 0.0%

HII HUNTINGTON INGALLS INDS INC 0.1%

Value $315K Shares 3,333 Est. Cost $78.33 Unrealized +3.3%

— INGERSOLL-RAND PLC 0.1%

Value $313K Shares 5,000 Est. Cost $57.20 Unrealized —

EXPE EXPEDIA INC DEL 0.1%

Value $305K Shares 3,875 Est. Cost $67.77 Unrealized +0.8%

AIG AMERICAN INTL GROUP INC 0.1%

Value $300K Shares 5,500 Est. Cost $37.86 Unrealized +6.7%

SWKS SKYWORKS SOLUTIONS INC 0.1%

Value $297K Shares 6,318 Est. Cost $26.27 Unrealized +28.3%

— ARQULE INC 0.1%

Value $295K Shares 190,000 Est. Cost $2.05 Unrealized —

NWSA NEWS CORP NEW 0.1%

Value $292K Shares 16,250 Est. Cost $15.19 Unrealized -0.1%

— DENTSPLY INTL INC NEW 0.1%

Value $284K Shares 6,000 Est. Cost $46.00 Unrealized —

— MCDERMOTT INTL INC 0.1%

Value $283K Shares 35,000 Est. Cost $7.83 Unrealized —

GT GOODYEAR TIRE & RUBR CO 0.1%

Value $278K Shares 10,000 Est. Cost $25.47 Unrealized +2.5%

— ARRAY BIOPHARMA INC 0.1%

Value $274K Shares 60,000 Est. Cost $4.70 Unrealized —

— IAC INTERACTIVECORP 0.1%

Value $268K Shares 3,875 Est. Cost $71.48 Unrealized —

— COMVERSE INC 0.1%

Value $267K Shares 10,000 Est. Cost $34.60 Unrealized —

— WINDSTREAM HLDGS INC 0.1%

Value $257K Shares 25,848 Est. Cost $8.24 Unrealized —

CVCO CAVCO INDS INC DEL 0.1%

Value $256K Shares 3,000 Est. Cost $76.06 Unrealized +2.4%

MAN MANPOWERGROUP INC 0.1%

Value $255K Shares 3,000 Est. Cost $79.12 Unrealized +2.9%

LNN LINDSAY CORP 0.1%

Value $253K Shares 3,000 Est. Cost $72.98 Unrealized +2.5%

VTR VENTAS INC 0.0%

Value $252K Shares 3,933 Est. Cost $41.21 Unrealized +8.1%

— DIAMOND OFFSHORE DRILLING IN 0.0%

Value $248K Shares 5,000 Est. Cost $48.80 Unrealized —

— QUALITY SYS INC 0.0%

Value $241K Shares 15,000 Est. Cost $16.87 Unrealized —

— AOL INC 0.0%

Value $241K Shares 6,060 Est. Cost $43.73 Unrealized —

— ACCELERON PHARMA INC 0.0%

Value $238K Shares 7,000 Est. Cost $34.43 Unrealized —

MCY MERCURY GENL CORP NEW 0.0%

Value $235K Shares 5,000 Est. Cost $45.68 Unrealized +2.8%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $234K Shares 15,087 Est. Cost $11.21 Unrealized +5.9%

— DREAMWORKS ANIMATION SKG INC 0.0%

Value $233K Shares 10,000 Est. Cost $26.60 Unrealized —

— SCHULMAN A INC 0.0%

Value $232K Shares 6,000 Est. Cost $36.33 Unrealized —

— ADTRAN INC 0.0%

Value $226K Shares 10,000 Est. Cost $24.40 Unrealized —

PLD PROLOGIS INC 0.0%

Value $225K Shares 5,464 Est. Cost $27.64 Unrealized +5.1%

RGA REINSURANCE GROUP AMER INC 0.0%

Value $223K Shares 2,829 Est. Cost $75.92 Unrealized +2.7%

— ALCOA INC 0.0%

Value $223K Shares 15,000 Est. Cost $12.87 Unrealized —

MUSA MURPHY USA INC 0.0%

Value $220K Shares 4,500 Est. Cost $45.04 Unrealized 0.0%

— AVON PRODS INC 0.0%

Value $219K Shares 15,000 Est. Cost $14.67 Unrealized —

— UNITED STATES STL CORP NEW 0.0%

Value $208K Shares 8,000 Est. Cost $27.63 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $202K Shares 10,000 Est. Cost $17.01 Unrealized -2.6%

— ASTORIA FINL CORP 0.0%

Value $202K Shares 15,000 Est. Cost $13.80 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $198K Shares 21,572 Est. Cost $10.62 Unrealized —

KLIC KULICKE & SOFFA INDS INC 0.0%

Value $171K Shares 12,000 Est. Cost $10.36 Unrealized +15.4%

— CHICOS FAS INC 0.0%

Value $170K Shares 10,000 Est. Cost $16.00 Unrealized —

FSS FEDERAL SIGNAL CORP 0.0%

Value $147K Shares 10,000 Est. Cost $11.92 Unrealized +7.9%

— PROTALIX BIOTHERAPEUTICS INC 0.0%

Value $146K Shares 40,000 Est. Cost $4.58 Unrealized —

— SPRINT CORP 0.0%

Value $128K Shares 15,000 Est. Cost $9.20 Unrealized —

— PENNEY J C INC 0.0%

Value $113K Shares 12,500 Est. Cost $8.64 Unrealized —

— UNITED ONLINE INC 0.0%

Value $111K Shares 10,714 Est. Cost $11.57 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $91,000 Shares 15,602 Est. Cost $5.70 Unrealized —

— AIR TRANSPORT SERVICES GRP I 0.0%

Value $84,000 Shares 10,000 Est. Cost $7.90 Unrealized —

— AK STL HLDG CORP 0.0%

Value $80,000 Shares 10,000 Est. Cost $7.20 Unrealized —

— KINDER MORGAN INC DEL 0.0%

Value $73,000 Shares 26,117 Est. Cost $1.76 Unrealized —

AMD ADVANCED MICRO DEVICES INC 0.0%

Value $71,000 Shares 17,000 Est. Cost $3.82 Unrealized +6.2%

FOLD AMICUS THERAPEUTICS INC 0.0%

Value $50,000 Shares 15,000 Est. Cost $2.50 Unrealized -6.1%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AAPL	APPLE INC	227,500	$21.14M	4.2%	$18.36	+1.6%	COM	037833100
XOM	EXXON MOBIL CORP	95,000	$9.565M	1.9%	$58.08	+6.5%	COM	30231G102
JPM	JPMORGAN CHASE & CO	135,000	$7.779M	1.5%	$42.08	-2.1%	COM	46625H100
MSFT	MICROSOFT CORP	185,000	$7.715M	1.5%	$31.26	+8.6%	COM	594918104
JNJ	JOHNSON & JOHNSON	70,000	$7.323M	1.4%	$66.63	+9.8%	COM	478160104
CVX	CHEVRON CORP NEW	45,000	$5.875M	1.2%	$70.36	+7.9%	COM	166764100
PG	PROCTER & GAMBLE CO	70,000	$5.501M	1.1%	$56.51	+3.1%	COM	742718109
MRK	MERCK & CO INC NEW	93,252	$5.395M	1.1%	$35.76	+6.2%	COM	58933Y105
WFC	WELLS FARGO & CO NEW	100,000	$5.256M	1.0%	$33.41	+8.7%	COM	949746101
PM	PHILIP MORRIS INTL INC	60,000	$5.059M	1.0%	$44.74	+7.8%	COM	718172109
GILD	GILEAD SCIENCES INC	60,000	$4.975M	1.0%	$54.49	-0.8%	COM	375558103
AXP	AMERICAN EXPRESS CO	50,000	$4.744M	0.9%	$75.50	+1.2%	COM	025816109
—	INTERMUNE INC	105,000	$4.636M	0.9%	$33.47	—	COM	45884X103
PFE	PFIZER INC	150,956	$4.48M	0.9%	$18.20	-3.6%	COM	717081103
DIS	DISNEY WALT CO	50,000	$4.287M	0.8%	$69.69	+5.4%	COM DISNEY	254687106
ORCL	ORACLE CORP	100,000	$4.053M	0.8%	$31.98	+8.4%	COM	68389X105
THC	TENET HEALTHCARE CORP	85,000	$3.99M	0.8%	$44.12	+2.4%	COM NEW	88033G407
COP	CONOCOPHILLIPS	45,000	$3.858M	0.8%	$45.41	+17.5%	COM	20825C104
CSCO	CISCO SYS INC	150,000	$3.728M	0.7%	$15.30	+8.8%	COM	17275R102
IBM	INTERNATIONAL BUSINESS MACHS	20,000	$3.625M	0.7%	$109.22	+2.8%	COM	459200101
KO	COCA COLA CO	85,000	$3.601M	0.7%	$26.56	+5.8%	COM	191216100
MCD	MCDONALDS CORP	35,093	$3.535M	0.7%	$70.27	+6.4%	COM	580135101
USB	US BANCORP DEL	80,000	$3.466M	0.7%	$27.34	+2.1%	COM NEW	902973304
INTC	INTEL CORP	110,000	$3.399M	0.7%	$18.67	+10.8%	COM	458140100
UNP	UNION PAC CORP	34,000	$3.392M	0.7%	$71.52	+4.5%	COM	907818108
MO	ALTRIA GROUP INC	80,000	$3.355M	0.7%	$17.12	+12.1%	COM	02209S103
AMZN	AMAZON COM INC	10,000	$3.248M	0.6%	$18.56	-14.8%	COM	023135106
VZ	VERIZON COMMUNICATIONS INC	65,000	$3.18M	0.6%	$25.87	+3.6%	COM	92343V104
TRV	TRAVELERS COMPANIES INC	32,443	$3.052M	0.6%	$64.62	+9.1%	COM	89417E109
ALKS	ALKERMES PLC	60,000	$3.02M	0.6%	$47.58	-3.1%	SHS	G01767105
WMT	WAL-MART STORES INC	40,000	$3.003M	0.6%	$19.90	+3.2%	COM	931142103
BK	BANK NEW YORK MELLON CORP	80,038	$3M	0.6%	$24.75	+5.3%	COM	064058100
—	UNITED TECHNOLOGIES CORP	25,000	$2.886M	0.6%	$116.84	—	COM	913017109
LOW	LOWES COS INC	60,000	$2.879M	0.6%	$39.01	-3.0%	COM	548661107
ALK	ALASKA AIR GROUP INC	30,000	$2.852M	0.6%	$37.56	+15.2%	COM	011659109
LLY	LILLY ELI & CO	45,000	$2.798M	0.6%	$44.54	+7.8%	COM	532457108
CL	COLGATE PALMOLIVE CO	40,000	$2.727M	0.5%	$47.90	+6.9%	COM	194162103
AMT	AMERICAN TOWER CORP NEW	30,000	$2.699M	0.5%	$61.59	+6.7%	COM	03027X100
—	VIACOM INC NEW	30,000	$2.602M	0.5%	$85.00	—	CL B	92553P201
—	TIME WARNER INC	36,666	$2.576M	0.5%	$65.32	—	COM NEW	887317303
OXY	OCCIDENTAL PETE CORP DEL	25,000	$2.566M	0.5%	$62.47	+5.9%	COM	674599105
GS	GOLDMAN SACHS GROUP INC	15,000	$2.512M	0.5%	$133.70	-3.7%	COM	38141G104
—	MONSANTO CO NEW	20,000	$2.495M	0.5%	$113.75	—	COM	61166W101
—	ISIS PHARMACEUTICALS INC	70,000	$2.412M	0.5%	$36.96	—	COM	464330109
—	COMCAST CORP NEW	45,000	$2.4M	0.5%	$48.78	—	CL A SPL	20030N200
QCOM	QUALCOMM INC	30,000	$2.376M	0.5%	$54.02	+6.1%	COM	747525103
COST	COSTCO WHSL CORP NEW	20,000	$2.303M	0.5%	$91.29	+0.6%	COM	22160K105
—	TWENTY FIRST CENTY FOX INC	65,000	$2.285M	0.5%	$31.97	—	CL A	90130A101
—	CORE MARK HOLDING CO INC	50,000	$2.282M	0.5%	$59.12	—	COM	218681104
PRU	PRUDENTIAL FINL INC	25,000	$2.219M	0.4%	$52.24	-1.7%	COM	744320102
TROW	PRICE T ROWE GROUP INC	26,000	$2.195M	0.4%	$52.57	+1.2%	COM	74144T108
—	ANADARKO PETE CORP	20,000	$2.189M	0.4%	$84.75	—	COM	032511107
GAP	GAP INC DEL	50,000	$2.079M	0.4%	$27.08	+0.6%	COM	364760108
PEP	PEPSICO INC	23,251	$2.077M	0.4%	$56.86	+7.1%	COM	713448108
—	DOW CHEM CO	40,165	$2.067M	0.4%	$48.60	—	COM	260543103
WMB	WILLIAMS COS INC DEL	35,000	$2.037M	0.4%	$20.92	+15.5%	COM	969457100
—	HEARTWARE INTL INC	23,000	$2.036M	0.4%	$93.78	—	COM	422368100
YUM	YUM BRANDS INC	25,000	$2.03M	0.4%	$42.07	+6.1%	COM	988498101
AWR	AMERICAN STS WTR CO	60,000	$1.994M	0.4%	$23.08	+5.3%	COM	029899101
—	PRAXAIR INC	15,000	$1.993M	0.4%	$131.00	—	COM	74005P104
ALL	ALLSTATE CORP	33,810	$1.985M	0.4%	$41.54	+8.0%	COM	020002101
—	AMERICAN EQTY INVT LIFE HLD	80,000	$1.968M	0.4%	$23.63	—	COM	025676206
SJM	SMUCKER J M CO	18,405	$1.961M	0.4%	$68.74	+3.9%	COM NEW	832696405
—	DISCOVER FINL SVCS	31,350	$1.943M	0.4%	$58.18	—	COM	254709108
—	INTEGRATED DEVICE TECHNOLOGY	125,000	$1.933M	0.4%	$12.23	—	COM	458118106
HON	HONEYWELL INTL INC	20,000	$1.859M	0.4%	$64.71	+1.5%	COM	438516106
—	RAYTHEON CO	20,000	$1.845M	0.4%	$98.80	—	COM NEW	755111507
CYH	COMMUNITY HEALTH SYS INC NEW	40,000	$1.815M	0.4%	$33.03	+0.7%	COM	203668108
PSX	PHILLIPS 66	22,500	$1.81M	0.4%	$49.82	+8.8%	COM	718546104
—	EMPIRE DIST ELEC CO	70,000	$1.798M	0.4%	$24.31	—	COM	291641108
ILMN	ILLUMINA INC	10,000	$1.785M	0.4%	$146.95	+1.5%	COM	452327109
—	ACTIVISION BLIZZARD INC	80,000	$1.784M	0.4%	$20.44	—	COM	00507V109
ITW	ILLINOIS TOOL WKS INC	20,000	$1.751M	0.3%	$61.28	+6.8%	COM	452308109
PTC	PTC INC	45,000	$1.746M	0.3%	$36.75	-2.0%	COM	69370C100
—	LAM RESEARCH CORP	25,625	$1.732M	0.3%	$54.99	—	COM	512807108
MDLZ	MONDELEZ INTL INC	45,987	$1.73M	0.3%	$26.35	+7.4%	CL A	609207105
—	SENIOR HSG PPTYS TR	70,000	$1.7M	0.3%	$22.47	—	SH BEN INT	81721M109
EPR	EPR PPTYS	30,000	$1.676M	0.3%	$53.40	—	COM SH BEN INT	26884U109
—	ENLINK MIDSTREAM LLC	40,000	$1.666M	0.3%	$33.95	—	COM UNIT REP LTD	29336T100
—	CHESAPEAKE LODGING TR	55,000	$1.663M	0.3%	$25.73	—	SH BEN INT	165240102
—	DU PONT E I DE NEMOURS & CO	25,000	$1.636M	0.3%	$67.12	—	COM	263534109
—	CELLDEX THERAPEUTICS INC NEW	100,000	$1.632M	0.3%	$17.67	—	COM	15117B103
—	COLONY FINL INC	70,000	$1.625M	0.3%	$21.96	—	COM	19624R106
CMCSA	COMCAST CORP NEW	30,000	$1.61M	0.3%	$19.96	-0.9%	CL A	20030N101
T	AT&T INC	45,000	$1.591M	0.3%	$10.85	+8.5%	COM	00206R102
AMAT	APPLIED MATLS INC	70,000	$1.579M	0.3%	$15.75	+11.6%	COM	038222105
—	SEMGROUP CORP	20,000	$1.577M	0.3%	$65.70	—	CL A	81663A105
—	GENERAL ELECTRIC CO	60,000	$1.577M	0.3%	$25.88	—	COM	369604103
NSC	NORFOLK SOUTHERN CORP	14,500	$1.494M	0.3%	$71.41	+6.4%	COM	655844108
CAR	AVIS BUDGET GROUP	25,000	$1.492M	0.3%	$40.83	+27.6%	COM	053774105
MCK	MCKESSON CORP	8,000	$1.49M	0.3%	$160.13	+1.9%	COM	58155Q103
—	THERAVANCE INC	50,000	$1.49M	0.3%	$30.96	—	COM	88338T104
—	TIME WARNER CABLE INC	10,000	$1.473M	0.3%	$137.20	—	COM	88732J207
KFY	KORN FERRY INTL	50,000	$1.469M	0.3%	$22.02	+14.9%	COM NEW	500643200
NPO	ENPRO INDS INC	20,000	$1.463M	0.3%	$70.90	+1.5%	COM	29355X107
BAC	BANK OF AMERICA CORPORATION	95,082	$1.461M	0.3%	$13.25	-7.6%	COM	060505104
TGT	TARGET CORP	25,000	$1.449M	0.3%	$41.65	-0.0%	COM	87612E106
BAX	BAXTER INTL INC	20,000	$1.446M	0.3%	$30.34	+7.8%	COM	071813109
SWK	STANLEY BLACK & DECKER INC	16,375	$1.438M	0.3%	$59.39	+6.9%	COM	854502101
INCY	INCYTE CORP	25,000	$1.411M	0.3%	$62.06	-17.7%	COM	45337C102
HMN	HORACE MANN EDUCATORS CORP N	45,000	$1.407M	0.3%	$28.89	+2.5%	COM	440327104
MRSH	MARSH & MCLENNAN COS INC	27,000	$1.399M	0.3%	$38.81	+4.4%	COM	571748102
CMG	CHIPOTLE MEXICAN GRILL INC	2,356	$1.396M	0.3%	$11.02	-1.8%	COM	169656105
—	CHUBB CORP	15,000	$1.383M	0.3%	$89.33	—	COM	171232101
—	CAMERON INTERNATIONAL CORP	20,000	$1.354M	0.3%	$61.75	—	COM	13342B105
—	WYNDHAM WORLDWIDE CORP	17,859	$1.352M	0.3%	$73.24	—	COM	98310W108
DVN	DEVON ENERGY CORP NEW	17,000	$1.35M	0.3%	$41.69	+17.6%	COM	25179M103
OXM	OXFORD INDS INC	20,000	$1.333M	0.3%	$77.21	-12.7%	COM	691497309
—	GLATFELTER	50,000	$1.327M	0.3%	$27.22	—	COM	377316104
A	AGILENT TECHNOLOGIES INC	23,084	$1.326M	0.3%	$37.33	-2.3%	COM	00846U101
—	E M C CORP MASS	50,250	$1.324M	0.3%	$27.40	—	COM	268648102
TRN	TRINITY INDS INC	30,000	$1.312M	0.3%	$18.24	+10.4%	COM	896522109
SEIC	SEI INVESTMENTS CO	40,000	$1.311M	0.3%	$29.39	-5.1%	COM	784117103
BMY	BRISTOL MYERS SQUIBB CO	26,884	$1.304M	0.3%	$35.93	-6.8%	COM	110122108
HEI	HEICO CORP NEW	25,000	$1.299M	0.3%	$29.73	-5.5%	COM	422806109
PLXS	PLEXUS CORP	30,000	$1.299M	0.3%	$40.84	+2.4%	COM	729132100
—	AETNA INC NEW	16,012	$1.298M	0.3%	$74.94	—	COM	00817Y108
—	MEDTRONIC INC	20,000	$1.275M	0.3%	$61.55	—	COM	585055106
MET	METLIFE INC	22,766	$1.265M	0.3%	$31.07	+2.5%	COM	59156R108
WST	WEST PHARMACEUTICAL SVSC INC	30,000	$1.265M	0.3%	$44.55	-8.8%	COM	955306105
BC	BRUNSWICK CORP	30,000	$1.264M	0.3%	$36.35	-3.8%	COM	117043109
ROK	ROCKWELL AUTOMATION INC	10,000	$1.252M	0.2%	$93.82	+4.3%	COM	773903109
EBAY	EBAY INC	25,000	$1.252M	0.2%	$20.67	-6.2%	COM	278642103
—	CITRIX SYS INC	20,000	$1.251M	0.2%	$57.45	—	COM	177376100
NPKI	NEWPARK RES INC	100,000	$1.246M	0.2%	$11.44	+1.9%	COM PAR $.01NEW	651718504
EVC	ENTRAVISION COMMUNICATIONS C	200,000	$1.244M	0.2%	$3.76	-12.0%	CL A	29382R107
—	FMC TECHNOLOGIES INC	20,000	$1.221M	0.2%	$52.30	—	COM	30249U101
MCHP	MICROCHIP TECHNOLOGY INC	25,000	$1.22M	0.2%	$17.75	+5.2%	COM	595017104
—	GOOGLE INC	2,080	$1.216M	0.2%	$1114.42	—	CL A	38259P508
RUSHA	RUSH ENTERPRISES INC	35,000	$1.213M	0.2%	$12.91	+14.4%	CL A	781846209
—	REYNOLDS AMERICAN INC	20,000	$1.207M	0.2%	$53.40	—	COM	761713106
—	GOOGLE INC	2,080	$1.197M	0.2%	$575.48	—	CL C	38259P706
MUR	MURPHY OIL CORP	18,000	$1.197M	0.2%	$38.91	+4.8%	COM	626717102
NOC	NORTHROP GRUMMAN CORP	10,000	$1.196M	0.2%	$97.12	+2.5%	COM	666807102
AVB	AVALONBAY CMNTYS INC	8,407	$1.195M	0.2%	$84.84	+10.7%	COM	053484101
SF	STIFEL FINL CORP	25,000	$1.184M	0.2%	$28.20	-2.9%	COM	860630102
GD	GENERAL DYNAMICS CORP	10,000	$1.166M	0.2%	$80.10	+10.5%	COM	369550108
—	ASPEN TECHNOLOGY INC	25,000	$1.16M	0.2%	$42.36	—	COM	045327103
M	MACYS INC	20,000	$1.16M	0.2%	$55.60	+4.4%	COM	55616P104
FLR	FLUOR CORP NEW	15,000	$1.154M	0.2%	$69.22	-2.0%	COM	343412102
—	MEAD JOHNSON NUTRITION CO	12,219	$1.138M	0.2%	$83.15	—	COM	582839106
—	TRUSTCO BK CORP N Y	170,000	$1.136M	0.2%	$7.04	—	COM	898349105
CNC	CENTENE CORP DEL	15,000	$1.134M	0.2%	$15.47	+11.0%	COM	15135B101
—	PINNACLE ENTMT INC	45,000	$1.133M	0.2%	$23.71	—	COM	723456109
CVS	CVS CAREMARK CORPORATION	15,000	$1.131M	0.2%	$51.11	+7.4%	COM	126650100
SYY	SYSCO CORP	30,000	$1.124M	0.2%	$26.11	+3.1%	COM	871829107
—	OASIS PETE INC NEW	20,000	$1.118M	0.2%	$41.75	—	COM	674215108
—	BAKER HUGHES INC	15,000	$1.117M	0.2%	$65.00	—	COM	057224107
—	ACTAVIS PLC	5,000	$1.115M	0.2%	$205.80	—	SHS	G0083B108
—	BROADCOM CORP	30,000	$1.114M	0.2%	$31.47	—	CL A	111320107
DAN	DANA HLDG CORP	45,000	$1.099M	0.2%	$16.52	+8.3%	COM	235825205
DUK	DUKE ENERGY CORP NEW	14,733	$1.093M	0.2%	$42.66	+4.3%	COM NEW	26441C204
—	POPEYES LA KITCHEN INC	25,000	$1.093M	0.2%	$40.64	—	COM	732872106
—	DRIL-QUIP INC	10,000	$1.092M	0.2%	$112.10	—	COM	262037104
KLAC	KLA-TENCOR CORP	15,000	$1.09M	0.2%	$41.11	+3.3%	COM	482480100
COR	AMERISOURCEBERGEN CORP	14,996	$1.09M	0.2%	$49.28	+1.1%	COM	03073E105
EFX	EQUIFAX INC	15,000	$1.088M	0.2%	$62.16	+0.7%	COM	294429105
HAL	HALLIBURTON CO	15,267	$1.084M	0.2%	$42.79	+20.3%	COM	406216101
—	ASSOCIATED ESTATES RLTY CORP	60,000	$1.081M	0.2%	$16.93	—	COM	045604105
AZO	AUTOZONE INC	2,000	$1.072M	0.2%	$518.77	+2.0%	COM	053332102
—	KAMAN CORP	25,000	$1.068M	0.2%	$40.68	—	COM	483548103
HURN	HURON CONSULTING GROUP INC	15,000	$1.062M	0.2%	$65.04	+1.5%	COM	447462102
OTTR	OTTER TAIL CORP	35,000	$1.06M	0.2%	$20.25	-0.3%	COM	689648103
—	YAHOO INC	30,000	$1.054M	0.2%	$35.90	—	COM	984332106
WEX	WEX INC	10,000	$1.05M	0.2%	$91.59	+4.3%	COM	96208T104
HTGC	HERCULES TECH GROWTH CAP INC	65,000	$1.05M	0.2%	$15.67	-6.6%	COM	427096508
—	CHEMTURA CORP	40,000	$1.045M	0.2%	$25.30	—	COM NEW	163893209
MATW	MATTHEWS INTL CORP	25,000	$1.039M	0.2%	$31.38	-0.7%	CL A	577128101
F	FORD MTR CO DEL	60,000	$1.034M	0.2%	$8.37	+5.9%	COM PAR $0.01	345370860
ENTG	ENTEGRIS INC	75,000	$1.031M	0.2%	$11.16	+1.8%	COM	29362U104
WSO	WATSCO INC	10,000	$1.028M	0.2%	$96.52	+4.8%	COM	942622200
CAH	CARDINAL HEALTH INC	15,000	$1.028M	0.2%	$50.49	-1.7%	COM	14149Y108
NEE	NEXTERA ENERGY INC	10,000	$1.025M	0.2%	$16.57	+8.2%	COM	65339F101
IRBTQ	IROBOT CORP	25,000	$1.024M	0.2%	$40.05	-9.7%	COM	462726100
PPG	PPG INDS INC	4,850	$1.019M	0.2%	$77.19	+4.8%	COM	693506107
—	PRIVATEBANCORP INC	35,000	$1.017M	0.2%	$30.51	—	COM	742962103
—	HEWLETT PACKARD CO	30,000	$1.01M	0.2%	$32.37	—	COM	428236103
HUBG	HUB GROUP INC	20,000	$1.008M	0.2%	$20.24	+12.6%	CL A	443320106
WWD	WOODWARD INC	20,000	$1.004M	0.2%	$39.69	+6.1%	COM	980745103
ROG	ROGERS CORP	15,000	$995K	0.2%	$60.59	+2.0%	COM	775133101
—	CAVIUM INC	20,000	$993K	0.2%	$43.75	—	COM	14964U108
—	HESS CORP	10,000	$989K	0.2%	$82.90	—	COM	42809H107
MU	MICRON TECHNOLOGY INC	30,000	$989K	0.2%	$23.18	+14.8%	COM	595112103
UNM	UNUM GROUP	28,000	$973K	0.2%	$34.13	+0.0%	COM	91529Y106
—	OCWEN FINL CORP	26,000	$965K	0.2%	$39.19	—	COM NEW	675746309
EEFT	EURONET WORLDWIDE INC	20,000	$965K	0.2%	$41.47	+9.6%	COM	298736109
—	NAVIGANT CONSULTING INC	55,000	$960K	0.2%	$18.65	—	COM	63935N107
JBHT	HUNT J B TRANS SVCS INC	13,000	$959K	0.2%	$65.88	+3.0%	COM	445658107
—	BBCN BANCORP INC	60,000	$957K	0.2%	$17.13	—	COM	073295107
—	FORWARD AIR CORP	20,000	$957K	0.2%	$46.10	—	COM	349853101
O	REALTY INCOME CORP	21,555	$957K	0.2%	$22.70	+6.7%	COM	756109104
—	KNOLL INC	55,000	$953K	0.2%	$18.18	—	COM NEW	498904200
SCSC	SCANSOURCE INC	25,000	$952K	0.2%	$39.39	-3.1%	COM	806037107
EQR	EQUITY RESIDENTIAL	15,000	$945K	0.2%	$31.71	+8.6%	SH BEN INT	29476L107
—	SPECTRA ENERGY CORP	22,100	$939K	0.2%	$36.92	—	COM	847560109
AFL	AFLAC INC	15,000	$934K	0.2%	$23.98	-1.3%	COM	001055102
—	AEGION CORP	40,000	$931K	0.2%	$25.30	—	COM	00770F104
KMT	KENNAMETAL INC	20,000	$926K	0.2%	$33.32	+1.5%	COM	489170100
AZZ	AZZ INC	20,000	$922K	0.2%	$36.74	+2.5%	COM	002474104
—	BRIGGS & STRATTON CORP	45,000	$921K	0.2%	$22.24	—	COM	109043109
—	KRAFT FOODS GROUP INC	15,329	$919K	0.2%	$56.10	—	COM	50076Q106
—	DEALERTRACK TECHNOLOGIES INC	20,000	$907K	0.2%	$49.20	—	COM	242309102
DE	DEERE & CO	10,000	$906K	0.2%	$70.10	+5.7%	COM	244199105
MSI	MOTOROLA SOLUTIONS INC	13,571	$903K	0.2%	$53.66	+1.2%	COM NEW	620076307
—	CABOT MICROELECTRONICS CORP	20,000	$893K	0.2%	$44.00	—	COM	12709P103
—	FINISH LINE INC	30,000	$892K	0.2%	$27.10	—	CL A	317923100
PNC	PNC FINL SVCS GROUP INC	10,000	$891K	0.2%	$56.79	+5.2%	COM	693475105
ZTS	ZOETIS INC	27,578	$890K	0.2%	$27.83	+0.7%	CL A	98978V103
DGX	QUEST DIAGNOSTICS INC	15,000	$880K	0.2%	$42.22	+9.8%	COM	74834L100
CLDT	CHATHAM LODGING TR	40,000	$876K	0.2%	$20.23	—	COM	16208T102
—	CELGENE CORP	10,000	$859K	0.2%	$112.75	—	COM	151020104
—	PALL CORP	10,000	$854K	0.2%	$89.50	—	COM	696429307
—	CHEMICAL FINL CORP	30,000	$842K	0.2%	$32.47	—	COM	163731102
PRGS	PROGRESS SOFTWARE CORP	35,000	$841K	0.2%	$23.95	-8.9%	COM	743312100
NRG	NRG ENERGY INC	22,496	$837K	0.2%	$22.10	+20.5%	COM NEW	629377508
PAYX	PAYCHEX INC	20,000	$831K	0.2%	$29.49	-2.4%	COM	704326107
—	AMAG PHARMACEUTICALS INC	40,000	$828K	0.2%	$19.35	—	COM	00163U106
GTLS	CHART INDS INC	10,000	$827K	0.2%	$86.10	-12.0%	COM PAR $0.01	16115Q308
—	CORESITE RLTY CORP	25,000	$827K	0.2%	$31.00	—	COM	21870Q105
AEP	AMERICAN ELEC PWR INC	14,760	$823K	0.2%	$31.83	+9.6%	COM	025537101
—	ROSETTA RESOURCES INC	15,000	$823K	0.2%	$46.60	—	COM	777779307
SLB	SCHLUMBERGER LTD	6,966	$822K	0.2%	$65.48	+14.3%	COM	806857108
GCO	GENESCO INC	10,000	$821K	0.2%	$72.64	+5.3%	COM	371532102
HD	HOME DEPOT INC	10,000	$810K	0.2%	$60.23	-0.2%	COM	437076102
—	KODIAK OIL & GAS CORP	55,000	$800K	0.2%	$12.15	—	COM	50015Q100
—	MARATHON OIL CORP	20,000	$798K	0.2%	$35.50	—	COM	565849106
—	LINNCO LLC	25,200	$789K	0.2%	$27.06	—	COMSHS LTD INT	535782106
HLX	HELIX ENERGY SOLUTIONS GRP I	30,000	$789K	0.2%	$22.27	+6.8%	COM	42330P107
DHR	DANAHER CORP DEL	10,000	$787K	0.2%	$30.77	+1.0%	COM	235851102
—	INFINERA CORPORATION	85,000	$782K	0.2%	$9.08	—	COM	45667G103
MPC	MARATHON PETE CORP	10,000	$781K	0.2%	$30.73	+1.4%	COM	56585A102
KMX	CARMAX INC	15,000	$780K	0.2%	$46.71	-2.8%	COM	143130102
—	CONSOLIDATED COMM HLDGS INC	35,000	$778K	0.2%	$20.00	—	COM	209034107
FFBC	FIRST FINL BANCORP OH	45,000	$774K	0.2%	$11.01	-1.6%	COM	320209109
—	MEDIVATION INC	10,000	$771K	0.2%	$64.40	—	COM	58501N101
SO	SOUTHERN CO	17,000	$771K	0.2%	$25.27	+6.7%	COM	842587107
INDB	INDEPENDENT BANK CORP MASS	20,000	$768K	0.2%	$26.89	+0.7%	COM	453836108
KOP	KOPPERS HOLDINGS INC	20,000	$765K	0.2%	$38.65	-3.6%	COM	50060P106
PNNT	PENNANTPARK INVT CORP	66,710	$764K	0.2%	$2.62	-0.2%	COM	708062104
—	MYLAN INC	14,750	$761K	0.2%	$48.81	—	COM	628530107
—	STATE BK FINL CORP	45,000	$761K	0.2%	$17.69	—	COM	856190103
BALL	BALL CORP	12,000	$752K	0.1%	$23.53	+10.6%	COM	058498106
—	ASHLAND INC NEW	6,860	$746K	0.1%	$99.42	—	COM	044209104
—	CENTURYLINK INC	20,550	$744K	0.1%	$32.85	—	COM	156700106
CAG	CONAGRA FOODS INC	25,000	$742K	0.1%	$16.04	+1.6%	COM	205887102
KR	KROGER CO	15,000	$741K	0.1%	$15.90	+17.5%	COM	501044101
—	GREENHILL & CO INC	15,000	$739K	0.1%	$52.00	—	COM	395259104
CVLT	COMMVAULT SYSTEMS INC	15,000	$738K	0.1%	$69.18	-22.2%	COM	204166102
—	FARO TECHNOLOGIES INC	15,000	$737K	0.1%	$53.00	—	COM	311642102
DAR	DARLING INGREDIENTS INC	35,000	$732K	0.1%	$20.04	+0.6%	COM	237266101
—	LIFE TIME FITNESS INC	15,000	$731K	0.1%	$48.13	—	COM	53217R207
COF	CAPITAL ONE FINL CORP	8,733	$721K	0.1%	$59.33	+6.3%	COM	14040H105
—	PHARMACYCLICS INC	8,000	$718K	0.1%	$100.25	—	COM	716933106
—	PICO HLDGS INC	30,000	$713K	0.1%	$26.00	—	COM NEW	693366205
—	NIC INC	45,000	$713K	0.1%	$19.31	—	COM	62914B100
MYE	MYERS INDS INC	35,000	$703K	0.1%	$13.73	+4.7%	COM	628464109
VYX	NCR CORP NEW	20,000	$702K	0.1%	$21.25	-4.9%	COM	62886E108
EMN	EASTMAN CHEM CO	8,000	$699K	0.1%	$56.96	+6.4%	COM	277432100
NTGR	NETGEAR INC	20,000	$695K	0.1%	$20.77	-0.5%	COM	64111Q104
WU	WESTERN UN CO	40,000	$694K	0.1%	$16.35	—	COM	959802109
—	SYMANTEC CORP	30,000	$687K	0.1%	$19.97	—	COM	871503108
KSS	KOHLS CORP	13,000	$685K	0.1%	$53.60	+1.1%	COM	500255104
—	CARDTRONICS INC	20,000	$682K	0.1%	$38.85	—	COM	14161H108
SCHW	SCHWAB CHARLES CORP NEW	25,000	$673K	0.1%	$22.70	+0.7%	COM	808513105
CDNS	CADENCE DESIGN SYSTEM INC	38,250	$669K	0.1%	$14.83	+7.8%	COM	127387108
—	CUBIC CORP	15,000	$668K	0.1%	$51.07	—	COM	229669106
—	RTI INTL METALS INC	25,000	$665K	0.1%	$27.80	—	COM	74973W107
ADM	ARCHER DANIELS MIDLAND CO	15,000	$662K	0.1%	$29.33	+7.8%	COM	039483102
—	TENNECO INC	10,000	$657K	0.1%	$58.10	—	COM	880349105
APD	AIR PRODS & CHEMS INC	5,000	$643K	0.1%	$79.28	+5.8%	COM	009158106
NTRS	NORTHERN TR CORP	10,000	$642K	0.1%	$45.55	-0.2%	COM	665859104
—	VERINT SYS INC	12,981	$637K	0.1%	$46.91	—	COM	92343X100
MTH	MERITAGE HOMES CORP	15,000	$633K	0.1%	$22.78	-11.0%	COM	59001A102
PH	PARKER HANNIFIN CORP	5,000	$629K	0.1%	$98.49	+4.3%	COM	701094104
—	XENOPORT INC	130,000	$628K	0.1%	$5.17	—	COM	98411C100
KMI	KINDER MORGAN INC DEL	17,265	$626K	0.1%	$18.43	+2.0%	COM	49456B101
—	ROCKWELL COLLINS INC	8,000	$625K	0.1%	$79.63	—	COM	774341101
—	DIGITAL RIV INC	40,000	$617K	0.1%	$17.43	—	COM	25388B104
—	ORITANI FINL CORP DEL	40,000	$616K	0.1%	$15.80	—	COM	68633D103
—	ARUBA NETWORKS INC	35,000	$613K	0.1%	$18.74	—	COM	043176106
IRWD	IRONWOOD PHARMACEUTICALS INC	40,000	$613K	0.1%	$11.24	-3.3%	COM CL A	46333X108
—	VISTAPRINT N V	15,000	$607K	0.1%	$49.20	—	SHS	N93540107
HRB	BLOCK H & R INC	18,000	$603K	0.1%	$19.54	-0.1%	COM	093671105
BDX	BECTON DICKINSON & CO	5,000	$592K	0.1%	$91.42	+3.6%	COM	075887109
TMO	THERMO FISHER SCIENTIFIC INC	5,000	$590K	0.1%	$114.47	-0.9%	COM	883556102
—	NABORS INDUSTRIES LTD	20,000	$587K	0.1%	$24.65	—	SHS	G6359F103
KIM	KIMCO RLTY CORP	25,000	$575K	0.1%	$12.11	+7.7%	COM	49446R109
RSG	REPUBLIC SVCS INC	15,000	$570K	0.1%	$26.51	+7.7%	COM	760759100
—	BABCOCK & WILCOX CO NEW	17,500	$568K	0.1%	$33.20	—	COM	05615F102
—	BOULDER BRANDS INC	40,000	$567K	0.1%	$17.63	—	COM	101405108
—	HAYNES INTERNATIONAL INC	10,000	$566K	0.1%	$54.00	—	COM NEW	420877201
ABBV	ABBVIE INC	10,000	$564K	0.1%	$31.49	+4.7%	COM	00287Y109
—	XEROX CORP	44,000	$547K	0.1%	$11.30	—	COM	984121103
GERN	GERON CORP	165,000	$530K	0.1%	$3.99	-47.6%	COM	374163103
XEL	XCEL ENERGY INC	16,243	$524K	0.1%	$19.89	+7.3%	COM	98389B100
—	ROVI CORP	21,758	$521K	0.1%	$22.80	—	COM	779376102
AVY	AVERY DENNISON CORP	10,000	$513K	0.1%	$39.54	-0.0%	COM	053611109
BSX	BOSTON SCIENTIFIC CORP	40,000	$511K	0.1%	$13.13	-0.9%	COM	101137107
—	FOREST LABS INC	5,000	$495K	0.1%	$92.20	—	COM	345838106
—	FTD COS INC	15,000	$477K	0.1%	$31.80	—	COM	30281V108
—	ENERGY XXI BERMUDA LTD	20,000	$473K	0.1%	$23.55	—	USD UNRS SHS	G10082140
BXP	BOSTON PROPERTIES INC	4,000	$473K	0.1%	$66.97	+8.9%	COM	101121101
CLNE	CLEAN ENERGY FUELS CORP	40,000	$469K	0.1%	$10.39	-4.6%	COM	184499101
—	LEGG MASON INC	9,000	$462K	0.1%	$49.00	—	COM	524901105
—	URS CORP NEW	10,000	$459K	0.1%	$47.10	—	COM	903236107
TBPH	THERAVANCE BIOPHARMA INC	14,284	$456K	0.1%	$27.05	0.0%	COM	G8807B106
DOV	DOVER CORP	5,000	$455K	0.1%	$50.30	+12.9%	COM	260003108
CROX	CROCS INC	30,000	$451K	0.1%	$15.31	-2.7%	COM	227046109
—	WEATHERFORD INTERNATIONAL LT	20,000	$447K	0.1%	$17.37	—	REG SHS	H27013103
MOH	MOLINA HEALTHCARE INC	10,000	$446K	0.1%	$36.85	+10.0%	COM	60855R100
TRIP	TRIPADVISOR INC	3,875	$421K	0.1%	$81.07	+0.9%	COM	896945201
SNPS	SYNOPSYS INC	10,742	$417K	0.1%	$40.13	-4.9%	COM	871607107
LGND	LIGAND PHARMACEUTICALS INC	6,666	$415K	0.1%	$41.68	-2.7%	COM NEW	53220K504
ABT	ABBOTT LABS	10,000	$409K	0.1%	$30.73	+2.5%	COM	002824100
PEG	PUBLIC SVC ENTERPRISE GROUP	10,000	$408K	0.1%	$22.69	+13.6%	COM	744573106
LUV	SOUTHWEST AIRLS CO	15,000	$403K	0.1%	$19.19	+15.5%	COM	844741108
—	COMPUWARE CORP	40,000	$400K	0.1%	$10.50	—	COM	205638109
NVRI	HARSCO CORP	15,000	$399K	0.1%	$24.55	+4.1%	COM	415864107
—	WPX ENERGY INC	16,666	$398K	0.1%	$18.00	—	COM	98212B103
NI	NISOURCE INC	10,000	$393K	0.1%	$9.34	+7.7%	COM	65473P105
—	NEKTAR THERAPEUTICS	30,000	$385K	0.1%	$12.13	—	COM	640268108
—	PIER 1 IMPORTS INC	25,000	$385K	0.1%	$18.88	—	COM	720279108
HL	HECLA MNG CO	110,000	$380K	0.1%	$3.11	-6.4%	COM	422704106
C	CITIGROUP INC	8,000	$377K	0.1%	$37.07	-4.5%	COM NEW	172967424
EXC	EXELON CORP	10,200	$372K	0.1%	$13.80	+22.3%	COM	30161N101
—	JUNIPER NETWORKS INC	15,000	$368K	0.1%	$25.73	—	COM	48203R104
—	HOSPIRA INC	7,000	$360K	0.1%	$43.29	—	COM	441060100
HIG	HARTFORD FINL SVCS GROUP INC	10,000	$358K	0.1%	$27.12	+1.6%	COM	416515104
—	ORBITAL SCIENCES CORP	11,603	$343K	0.1%	$27.92	—	COM	685564106
CRUS	CIRRUS LOGIC INC	15,000	$341K	0.1%	$19.04	+15.0%	COM	172755100
—	HILLSHIRE BRANDS CO	5,400	$336K	0.1%	$37.22	—	COM	432589109
—	EARTHLINK HLDGS CORP	90,000	$335K	0.1%	$3.61	—	COM	27033X101
—	CAREFUSION CORP	7,500	$333K	0.1%	$40.27	—	COM	14170T101
EMR	EMERSON ELEC CO	5,000	$332K	0.1%	$47.79	+2.8%	COM	291011104
—	ELEVEN BIOTHERAPEUTICS INC	25,000	$330K	0.1%	$16.24	—	COM	286221106
—	STAPLES INC	30,348	$329K	0.1%	$11.34	—	COM	855030102
—	KANSAS CITY SOUTHERN	3,000	$323K	0.1%	$102.00	—	COM NEW	485170302
AAL	AMERICAN AIRLS GROUP INC	7,439	$320K	0.1%	$36.77	0.0%	COM	02376R102
HII	HUNTINGTON INGALLS INDS INC	3,333	$315K	0.1%	$78.33	+3.3%	COM	446413106
—	INGERSOLL-RAND PLC	5,000	$313K	0.1%	$57.20	—	SHS	G47791101
EXPE	EXPEDIA INC DEL	3,875	$305K	0.1%	$67.77	+0.8%	COM NEW	30212P303
AIG	AMERICAN INTL GROUP INC	5,500	$300K	0.1%	$37.86	+6.7%	COM NEW	026874784
SWKS	SKYWORKS SOLUTIONS INC	6,318	$297K	0.1%	$26.27	+28.3%	COM	83088M102
—	ARQULE INC	190,000	$295K	0.1%	$2.05	—	COM	04269E107
NWSA	NEWS CORP NEW	16,250	$292K	0.1%	$15.19	-0.1%	CL A	65249B109
—	DENTSPLY INTL INC NEW	6,000	$284K	0.1%	$46.00	—	COM	249030107
—	MCDERMOTT INTL INC	35,000	$283K	0.1%	$7.83	—	COM	580037109
GT	GOODYEAR TIRE & RUBR CO	10,000	$278K	0.1%	$25.47	+2.5%	COM	382550101
—	ARRAY BIOPHARMA INC	60,000	$274K	0.1%	$4.70	—	COM	04269X105
—	IAC INTERACTIVECORP	3,875	$268K	0.1%	$71.48	—	COM PAR $.001	44919P508
—	COMVERSE INC	10,000	$267K	0.1%	$34.60	—	COM	20585P105
—	WINDSTREAM HLDGS INC	25,848	$257K	0.1%	$8.24	—	COM	97382A101
CVCO	CAVCO INDS INC DEL	3,000	$256K	0.1%	$76.06	+2.4%	COM	149568107
MAN	MANPOWERGROUP INC	3,000	$255K	0.1%	$79.12	+2.9%	COM	56418H100
LNN	LINDSAY CORP	3,000	$253K	0.1%	$72.98	+2.5%	COM	535555106
VTR	VENTAS INC	3,933	$252K	0.0%	$41.21	+8.1%	COM	92276F100
—	DIAMOND OFFSHORE DRILLING IN	5,000	$248K	0.0%	$48.80	—	COM	25271C102
—	QUALITY SYS INC	15,000	$241K	0.0%	$16.87	—	COM	747582104
—	AOL INC	6,060	$241K	0.0%	$43.73	—	COM	00184X105
—	ACCELERON PHARMA INC	7,000	$238K	0.0%	$34.43	—	COM	00434H108
MCY	MERCURY GENL CORP NEW	5,000	$235K	0.0%	$45.68	+2.8%	COM	589400100
VSH	VISHAY INTERTECHNOLOGY INC	15,087	$234K	0.0%	$11.21	+5.9%	COM	928298108
—	DREAMWORKS ANIMATION SKG INC	10,000	$233K	0.0%	$26.60	—	CL A	26153C103
—	SCHULMAN A INC	6,000	$232K	0.0%	$36.33	—	COM	808194104
—	ADTRAN INC	10,000	$226K	0.0%	$24.40	—	COM	00738A106
PLD	PROLOGIS INC	5,464	$225K	0.0%	$27.64	+5.1%	COM	74340W103
RGA	REINSURANCE GROUP AMER INC	2,829	$223K	0.0%	$75.92	+2.7%	COM NEW	759351604
—	ALCOA INC	15,000	$223K	0.0%	$12.87	—	COM	013817101
MUSA	MURPHY USA INC	4,500	$220K	0.0%	$45.04	0.0%	COM	626755102
—	AVON PRODS INC	15,000	$219K	0.0%	$14.67	—	COM	054303102
—	UNITED STATES STL CORP NEW	8,000	$208K	0.0%	$27.63	—	COM	912909108
PHM	PULTE GROUP INC	10,000	$202K	0.0%	$17.01	-2.6%	COM	745867101
—	ASTORIA FINL CORP	15,000	$202K	0.0%	$13.80	—	COM	046265104
—	BROCADE COMMUNICATIONS SYS I	21,572	$198K	0.0%	$10.62	—	COM NEW	111621306
KLIC	KULICKE & SOFFA INDS INC	12,000	$171K	0.0%	$10.36	+15.4%	COM	501242101
—	CHICOS FAS INC	10,000	$170K	0.0%	$16.00	—	COM	168615102
FSS	FEDERAL SIGNAL CORP	10,000	$147K	0.0%	$11.92	+7.9%	COM	313855108
—	PROTALIX BIOTHERAPEUTICS INC	40,000	$146K	0.0%	$4.58	—	COM	74365A101
—	SPRINT CORP	15,000	$128K	0.0%	$9.20	—	COM SER 1	85207U105
—	PENNEY J C INC	12,500	$113K	0.0%	$8.64	—	COM	708160106
—	UNITED ONLINE INC	10,714	$111K	0.0%	$11.57	—	COM NEW	911268209
—	FRONTIER COMMUNICATIONS CORP	15,602	$91,000	0.0%	$5.70	—	COM	35906A108
—	AIR TRANSPORT SERVICES GRP I	10,000	$84,000	0.0%	$7.90	—	COM	00922R105
—	AK STL HLDG CORP	10,000	$80,000	0.0%	$7.20	—	COM	001547108
—	KINDER MORGAN INC DEL	26,117	$73,000	0.0%	$1.76	—	*W EXP 05/25/201	49456B119
AMD	ADVANCED MICRO DEVICES INC	17,000	$71,000	0.0%	$3.82	+6.2%	COM	007903107
FOLD	AMICUS THERAPEUTICS INC	15,000	$50,000	0.0%	$2.50	-6.1%	COM	03152W109