The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
1ST FIN BANCORP | COM | 32020910 | 671 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
AAR CORP. | COM | 00036110 | 99 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
ABBOTT LABORATORIES | COM | 00282410 | 349 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y10 | 413 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ACTAVIS INC | COM | 00507K10 | 631 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ACTIVISION BLIZZARD INC. | COM | 00507V10 | 1,141 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
ADTRAN, INC. | COM | 00738A10 | 246 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ADVANCED MICRO DEVICES, INC. | COM | 00790310 | 69 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
AEGION CORP | COM | 00770F10 | 900 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
AETNA INC | COM | 00817Y10 | 1,017 | 16,012 | SH | SOLE | 16,012 | 0 | 0 | ||
AFC ENTERPRISES | COM | 00104Q10 | 899 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
AFLAC INC. | COM | 00105510 | 872 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
AGILENT TECHNOLOGIES, INC. | COM | 00846U10 | 987 | 23,084 | SH | SOLE | 23,084 | 0 | 0 | ||
AIR PRODUCTS & CHEMICALS INC | COM | 00915810 | 458 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES GROUP INC | COM | 00922R10 | 66 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
AK STEEL HOLDING CORP. | COM | 00154710 | 30 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ALASKA AIR GRP | COM | 01165910 | 1,560 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
ALCOA INC. | COM | 01381710 | 352 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
ALKERMES PLC | SHS | G0176710 | 2,151 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ALLSTATE CORP. (THE) | COM | 02000210 | 1,627 | 33,810 | SH | SOLE | 33,810 | 0 | 0 | ||
ALTRIA GROUP INC. | COM | 02209S10 | 2,799 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
AMAG PHARMACEUTICALS INC | COM | 00163U10 | 890 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
AMAZON.COM INC. | COM | 02313510 | 2,777 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
AMERICAN ELECTRIC POWER CO.,INC. | COM | 02553710 | 661 | 14,760 | SH | SOLE | 14,760 | 0 | 0 | ||
AMERICAN EQTY INVT LIFE H | COM | 02567620 | 1,256 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 02581610 | 3,738 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP INC | COM NEW | 02687478 | 246 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP WTS | *W EXP 01/19/202 | 02687415 | 54 | 2,936 | SH | SOLE | 2,936 | 0 | 0 | ||
AMERICAN STATES WATER CO | COM | 02989910 | 1,610 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
AMERICAN TOWER CORP | COM | 03027X10 | 2,195 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
AMERISOURCEBERGEN CORP. | COM | 03073E10 | 1,116 | 19,996 | SH | SOLE | 19,996 | 0 | 0 | ||
AMICUS THERAPEUTICS INC | COM | 03152W10 | 35 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
ANADARKO PETROLEUM CORP | COM | 03251110 | 1,719 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
AOL INC | COM | 00184X10 | 221 | 6,060 | SH | SOLE | 6,060 | 0 | 0 | ||
APPLE INC | COM | 03783310 | 13,879 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
APPLIED MATERIALS, INC. | COM | 03822210 | 1,044 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO. | COM | 03948310 | 509 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
ARQULE INC | COM | 04269E10 | 93 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
ARRAY BIOPHARMA | COM | 04269X10 | 272 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
ARROW ELECTRONICS INC | COM | 04273510 | 70 | 1,750 | SH | SOLE | 1,750 | 0 | 0 | ||
ARUBA NETWORKS INC | COM | 04317610 | 538 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ASHLAND INC. | COM | 04420910 | 573 | 6,860 | SH | SOLE | 6,860 | 0 | 0 | ||
ASPEN TECH | COM | 04532710 | 720 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ASSOC ESTATES REALTY CORP | COM | 04560410 | 965 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
ASTORIA FINANCIAL CORP. | COM | 04626510 | 162 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
AT&T INC. | COM | 00206R10 | 1,593 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
ATMI INC | COM | 00207R10 | 710 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
AUTOZONE INC. | COM | 05333210 | 847 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
AVALONBAY COMMUNITIES INC | COM | 05348410 | 1,134 | 8,407 | SH | SOLE | 8,407 | 0 | 0 | ||
AVERY DENNISON CORP. | COM | 05361110 | 428 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
AVIAT NETWORKS INC | COM | 05366Y10 | 13 | 4,968 | SH | SOLE | 4,968 | 0 | 0 | ||
AVIS BUDGET GROUP INC | COM | 05377410 | 719 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
AVNET, INC. | COM | 05380710 | 88 | 2,610 | SH | SOLE | 2,610 | 0 | 0 | ||
AVON PRODUCTS, INC. | COM | 05430310 | 315 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
AXCELIS TECHNOLOGIES, INC. | COM | 05454010 | 17 | 9,432 | SH | SOLE | 9,432 | 0 | 0 | ||
AXIALL CORP W/I | COM | 05463D10 | 21 | 488 | SH | SOLE | 488 | 0 | 0 | ||
AZZ INCORPORATED | COM | 00247410 | 771 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
BABCOCK & WILCOX CO NEW | COM | 05615F10 | 526 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
BAKER HUGHES INC | COM | 05722410 | 692 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
BALL CORP | COM | 05849810 | 498 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
BANK OF AMERICA CORP | COM | 06050510 | 1,223 | 95,082 | SH | SOLE | 95,082 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP | COM | 06405810 | 2,245 | 80,038 | SH | SOLE | 80,038 | 0 | 0 | ||
BARNES & NOBLE INC. | COM | 06777410 | 64 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
BAXTER INTERNATIONAL INC | COM | 07181310 | 1,385 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
BBCN BANCORP INC | COM | 07329510 | 853 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
BECTON DICKINSON AND CO | COM | 07588710 | 494 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
BELO CORP. | COM SER A | 08055510 | 1,151 | 82,500 | SH | SOLE | 82,500 | 0 | 0 | ||
BERRY PETROLEUM CO | CL A | 08578910 | 635 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
BLOCK (H & R), INC. | COM | 09367110 | 500 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
BOSTON PROPERTIES, INC. | COM | 10112110 | 422 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP. | COM | 10113710 | 371 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
BOULDER BRANDS INC | COM | 10140510 | 482 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
BRIGGS & STRAT | COM | 10904310 | 891 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO. | COM | 11012210 | 1,201 | 26,884 | SH | SOLE | 26,884 | 0 | 0 | ||
BROADCOM CORP. | CL A | 11132010 | 1,014 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYSTEMS | COM NEW | 11162130 | 124 | 21,572 | SH | SOLE | 21,572 | 0 | 0 | ||
BRUNSWICK CORP. | COM | 11704310 | 959 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
CABOT MICROELECTRONICS | COM | 12709P10 | 660 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CADENCE DESIGN SYSTEMS, INC. | COM | 12738710 | 554 | 38,250 | SH | SOLE | 38,250 | 0 | 0 | ||
CAMERON INTERNATIONAL CORP. | COM | 13342B10 | 1,223 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP. | COM | 14040H10 | 549 | 8,733 | SH | SOLE | 8,733 | 0 | 0 | ||
CARDINAL HEALTH, INC. | COM | 14149Y10 | 708 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CARDTRONICS INC | COM | 14161H10 | 552 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CAREFUSION CORP | COM | 14170T10 | 276 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
CARMAX, INC. | COM | 14313010 | 692 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CASELLA WASTE SYSTEMS, INC. | CL A | 14744810 | 34 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CAVCO INDUSTRIES, INC. | COM | 14956810 | 151 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
CAVIUM NETWORKS INC | COM | 14964U10 | 707 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CEC ENTERTAINMN | COM | 12513710 | 1,026 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CELGENE CORP | COM | 15102010 | 1,170 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
CELLDEX THERAPEUTICS INC | COM | 15117B10 | 1,561 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CENTENE CORP DEL | COM | 15135B10 | 787 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CENTURYTEL INC. | COM | 15670010 | 726 | 20,550 | SH | SOLE | 20,550 | 0 | 0 | ||
CHART INDUSTRIES | COM PAR $0.01 | 16115Q30 | 941 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
CHATHAM LODGING TRUST | COM | 16208T10 | 687 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
CHEMICAL FINANCIAL CORP | COM | 16373110 | 780 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
CHEMTURA CORP | COM NEW | 16389320 | 812 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
CHESAPEAKE LODGING TRUST | SH BEN INT | 16524010 | 1,143 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
CHEVRON CORP. | COM | 16676410 | 5,325 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
CHICO'S FAS INC | COM | 16861510 | 171 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL INC. | COM | 16965610 | 1,587 | 4,356 | SH | SOLE | 4,356 | 0 | 0 | ||
CHUBB CORP. (THE) | COM | 17123210 | 1,270 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CINCINNATI BELL INC. | COM | 17187110 | 23 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
CIRRUS LOGIC | COM | 17275510 | 260 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CISCO SYSTEMS INC | COM | 17275R10 | 3,650 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 17296742 | 384 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CITRIX SYSTEMS INC. | COM | 17737610 | 1,207 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CLEAN ENERGY FUELS CORP | COM | 18449910 | 528 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
COCA-COLA CO. (THE) | COM | 19121610 | 4,412 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
COLGATE-PALMOLIVE CO | COM | 19416210 | 2,292 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
COLONY FINL INC | COM | 19624R10 | 1,392 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
COMCAST CORP NEW CL A | CL A | 20030N10 | 1,253 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
COMCAST CORP. "A SPL" | CL A SPL | 20030N20 | 1,785 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
COMMUNITY HEALTH SYSTEMS | COM | 20366810 | 1,875 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COM | 20416610 | 1,138 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
COMPUWARE CORP. | COM | 20563810 | 414 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
COMVERSE INC | COM | 20585P10 | 297 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
CONAGRA FOODS, INC. | COM | 20588710 | 873 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C10 | 2,723 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
CONSOLIDATED COMM HLDGS I | COM | 20903410 | 609 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
CONVERGYS CORP. | COM | 21248510 | 131 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
CON-WAY INC. | COM | 20594410 | 117 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
CORE MARK HOLDING CO INC | COM | 21868110 | 1,588 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CORESITE REALTY CORP | COM | 21870Q10 | 795 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
COSTCO WHOLESALE CORP. | COM | 22160K10 | 2,211 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CROCS INC | COM | 22704610 | 495 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
CROSSTEX ENERGY | COM | 22765Y10 | 790 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
CUBIC CORP. | COM | 22966910 | 722 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CVS CAREMARK CORP | COM | 12665010 | 858 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORP | COM | 23280610 | 43 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
DANA HOLDING CORP | COM | 23582520 | 867 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
DANAHER CORP. | COM | 23585110 | 633 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
DARLING INTL INC | COM | 23726610 | 653 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
DEALERTRACK HOLDINGS INC | COM | 24230910 | 709 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
DEERE & CO. | COM | 24419910 | 813 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
DENTSPLY INTERNATIONAL INC. | COM | 24903010 | 246 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
DEVON ENERGY CORPORATION | COM | 25179M10 | 882 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING, INC. | COM | 25271C10 | 344 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
DIGITAL RIVER INC | COM | 25388B10 | 751 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES LLC | COM | 25470910 | 1,494 | 31,350 | SH | SOLE | 31,350 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS INC.CLA | COM SER A | 25470F10 | 193 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS INC.CLC | COM SER C | 25470F30 | 174 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
DOVER CORP. | COM | 26000310 | 388 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
DOW CHEMICAL CO. (THE) | COM | 26054310 | 1,292 | 40,165 | SH | SOLE | 40,165 | 0 | 0 | ||
DREAMWORKS ANIMATION SKG, INC. | CL A | 26153C10 | 257 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
DRIL-QUIP | COM | 26203710 | 903 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
DU PONT (E.I.) DE NEMOURS | COM | 26353410 | 1,313 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
DUKE ENERGY COR | COM NEW | 26441C20 | 994 | 14,733 | SH | SOLE | 14,733 | 0 | 0 | ||
EARTHLINK, INC. | COM | 27032110 | 559 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
EASTMAN CHEMICAL CO. | COM | 27743210 | 560 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
EBAY INC | COM | 27864210 | 1,293 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ELI LILLY & CO. | COM | 53245710 | 2,210 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
EMC CORP/MASS | COM | 26864810 | 1,187 | 50,250 | SH | SOLE | 50,250 | 0 | 0 | ||
EMERSON ELECTRIC CO. | COM | 29101110 | 273 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
EMPIRE DISTRICT ELECTRIC CO | COM | 29164110 | 1,562 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
ENANTA PHARMACEUTICALS INC | COM | 29251M10 | 221 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
ENERGY XXI BERMUDA LTD | USD UNRS SHS | G1008214 | 444 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ENPRO INDUSTRIES INC | COM | 29355X10 | 1,015 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ENTERGRIS INC | COM | 29362U10 | 704 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ENTRAVISION COMMUNICATIONS CORP. | CL A | 29382R10 | 1,230 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
EPR PROPERTIES | COM SH BEN INT | 26884U10 | 1,508 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
EQUIFAX INC. | COM | 29442910 | 884 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
EQUITY RESIDENTIAL PROPERTY TRUS | SH BEN INT | 29476L10 | 871 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 29873610 | 637 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
EXELON CORP. | COM | 30161N10 | 778 | 25,200 | SH | SOLE | 25,200 | 0 | 0 | ||
EXPEDIA, INC. | COM NEW | 30212P30 | 233 | 3,875 | SH | SOLE | 3,875 | 0 | 0 | ||
EXXON MOBIL CORP. | COM | 30231G10 | 9,487 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
FARO TECH INC | COM | 31164210 | 507 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
FEDERAL SIGNAL CORP | COM | 31385510 | 88 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
FINISH LINE A | CL A | 31792310 | 656 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
FLUOR CORP | COM | 34341210 | 890 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
FMC TECHNOLOGIES INC | COM | 30249U10 | 1,114 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
FORD MOTOR CO. | COM PAR $0.01 | 34537086 | 928 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
FOREST LABORATORIES, INC. CL A | COM | 34583810 | 820 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
FORWARD AIR COR | COM | 34985310 | 766 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP | COM | 35906A10 | 63 | 15,602 | SH | SOLE | 15,602 | 0 | 0 | ||
GAP INC/THE | COM | 36476010 | 2,087 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 36955010 | 783 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GENESCO INC | COM | 37153210 | 670 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GENL ELECTRIC | COM | 36960410 | 1,391 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 37555810 | 3,076 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
GLATFELTER | COM | 37731610 | 1,255 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G10 | 2,269 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
GOODYEAR TIRE & RUBBER CO | COM | 38255010 | 153 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GOOGLE INC | CL A | 38259P50 | 1,831 | 2,080 | SH | SOLE | 2,080 | 0 | 0 | ||
GREENHILL & CO INC | COM | 39525910 | 686 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
HALLIBURTON CO | COM | 40621610 | 2,086 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
HARMONIC INC. | COM | 41316010 | 29 | 4,597 | SH | SOLE | 4,597 | 0 | 0 | ||
HARSCO CORP. | COM | 41586410 | 348 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
HARTFORD FINANCIAL SVCS GROUP | COM | 41651510 | 309 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HAYNES INTL INC | COM NEW | 42087720 | 479 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HEARTWARE INTL INC | COM | 42236810 | 2,187 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
HECLA MINING CO. | COM | 42270410 | 328 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
HEICO CORP | COM | 42280610 | 1,007 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS | COM | 42330P10 | 691 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
HERCULES TECH GROWTH CAP | COM | 42709650 | 906 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
HESS CORP. | COM | 42809H10 | 665 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HEWLETT-PACKARD CO | COM | 42823610 | 744 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
HILLSHIRE BRANDS CO | COM | 43258910 | 179 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
HOME DEPOT INC | COM | 43707610 | 775 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC | COM | 43851610 | 1,587 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
HORACE MANN EDUCATORS | COM | 44032710 | 1,097 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
HOSPIRA, INC. | COM | 44106010 | 268 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
HOVNANIAN ENTERPRISES, INC. | CL A | 44248720 | 34 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
HSN, INC. | COM | 40430310 | 83 | 1,550 | SH | SOLE | 1,550 | 0 | 0 | ||
HUB GROUP INC | CL A | 44332010 | 728 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
HUNT (JB) TRANSPORT SVCS INC | COM | 44565810 | 939 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 44641310 | 188 | 3,333 | SH | SOLE | 3,333 | 0 | 0 | ||
HURON CONSULTING GROUP IN | COM | 44746210 | 694 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
IAC/INTERACTIVE CORP. | COM PAR $.001 | 44919P50 | 184 | 3,875 | SH | SOLE | 3,875 | 0 | 0 | ||
ILLINOIS TOOL WORKS INC. | COM | 45230810 | 1,383 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ILLUMINA, INC. | COM | 45232710 | 748 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
INCYTE CORP | COM | 45337C10 | 550 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
INDEPENDENT BANK CORP/MA | COM | 45383610 | 690 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
INFINERA CORPORATION | COM | 45667G10 | 907 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
INGERSOLL-RAND PLC | SHS | G4779110 | 278 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
INTEGRATED DEVICE TECH INC | COM | 45811810 | 993 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
INTEL CORP | COM | 45814010 | 2,665 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
INTERMEC INC. | COM | 45878610 | 74 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
INTERMUNE INC | COM | 45884X10 | 1,010 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
INTERPUBLIC GROUP OF COS INC | COM | 46069010 | 131 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
INTERVAL LEISURE GROUP, INC. | COM | 46113M10 | 31 | 1,550 | SH | SOLE | 1,550 | 0 | 0 | ||
INTL BUSINESS MACHINES CORP. | COM | 45920010 | 3,822 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
IROBOT CORP | COM | 46272610 | 994 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS | COM CL A | 46333X10 | 397 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC | COM | 46433010 | 537 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
J.C. PENNEY CO INC | COM | 70816010 | 214 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
JDS UNIPHASE CORP. | COM PAR $0.001 | 46612J50 | 106 | 7,375 | SH | SOLE | 7,375 | 0 | 0 | ||
JM SMUCKER CO/THE | COM NEW | 83269640 | 1,898 | 18,405 | SH | SOLE | 18,405 | 0 | 0 | ||
JOHN BEAN TECHNOLOGIES CORP. | COM | 47783910 | 45 | 2,160 | SH | SOLE | 2,160 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 47816010 | 6,010 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
JONES GROUP INC/THE | COM | 48020T10 | 344 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
JP MORGAN CHASE & CO | COM | 46625H10 | 7,127 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
JUNIPER NETWORKS, INC. | COM | 48203R10 | 290 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
KAMAN CORP "A" | COM | 48354810 | 864 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COM NEW | 48517030 | 318 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
KAYDON CORP | COM | 48658710 | 1,240 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
KB HOME | COM | 48666K10 | 98 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
KENNAMETAL INC. | COM | 48917010 | 777 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
KIMCO REALTY CORP. | COM | 49446R10 | 536 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
KINDER MORGAN INC | COM | 49456B10 | 659 | 17,265 | SH | SOLE | 17,265 | 0 | 0 | ||
KINDER MORGAN INC DEL | *W EXP 05/25/201 | 49456B11 | 134 | 26,117 | SH | SOLE | 26,117 | 0 | 0 | ||
KLA-TENCOR CORPORATION | COM | 48248010 | 836 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
KNOLL INC | COM NEW | 49890420 | 782 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
KODIAK OIL & GAS CORP | COM | 50015Q10 | 489 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
KOHLS CORP. | COM | 50025510 | 657 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
KOPPERS HOLDINGS INC | COM | 50060P10 | 764 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
KORN FERRY INTL | COM NEW | 50064320 | 937 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
KRAFT FOODS GROUP INC | COM | 50076Q10 | 856 | 15,329 | SH | SOLE | 15,329 | 0 | 0 | ||
KROGER CO. (THE) | COM | 50104410 | 864 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
KULICKE & SOFFA INDUSTRIES, INC. | COM | 50124210 | 133 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
LAM RESEARCH CORP. | COM | 51280710 | 1,136 | 25,625 | SH | SOLE | 25,625 | 0 | 0 | ||
LEGG MASON INC | COM | 52490110 | 279 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
LIBERTY PROPERTY TRUST | SH BEN INT | 53117210 | 148 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
LIFE TIME FITNESS INC | COM | 53217R20 | 752 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
LIFEPOINT HOSPITALS, INC. | COM | 53219L10 | 103 | 2,105 | SH | SOLE | 2,105 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | COM NEW | 53220K50 | 249 | 6,666 | SH | SOLE | 6,666 | 0 | 0 | ||
LINDSAY CORP. | COM | 53555510 | 225 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
LIPOSCIENCE INC | COM | 53630M10 | 35 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
LIVE NATION, INC. | COM | 53803410 | 94 | 6,035 | SH | SOLE | 6,035 | 0 | 0 | ||
LOWES COMPANIES, INC. | COM | 54866110 | 2,454 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
LSI CORP. | COM | 50216110 | 124 | 18,060 | SH | SOLE | 18,060 | 0 | 0 | ||
MACY'S INC | COM | 55616P10 | 960 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MANPOWER INC | COM | 56418H10 | 164 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
MARATHON OIL CORP | COM | 56585A10 | 711 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
MARATHON OIL CORP. | COM | 56584910 | 692 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MARSH & MCLENNAN COMPANIES, INC. | COM | 57174810 | 1,078 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
MATTHEWS INTL A | CL A | 57712810 | 943 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
MCDERMOTT INTERNATIONAL, INC. | COM | 58003710 | 286 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
MCDONALD'S CORP. | COM | 58013510 | 3,474 | 35,093 | SH | SOLE | 35,093 | 0 | 0 | ||
MCKESSON CORP. | COM | 58155Q10 | 1,718 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
MEAD JOHNSON NUTRITION CO | COM | 58283910 | 968 | 12,219 | SH | SOLE | 12,219 | 0 | 0 | ||
MEDIVATION INC | COM | 58501N10 | 492 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
MEDTRONIC, INC. | COM | 58505510 | 1,029 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MERCK & CO. INC. | COM | 58933Y10 | 4,332 | 93,252 | SH | SOLE | 93,252 | 0 | 0 | ||
MERCURY GENERAL CORP. | COM | 58940010 | 220 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
MERITAGE HOMES CORP | COM | 59001A10 | 650 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
METLIFE, INC. | COM | 59156R10 | 1,042 | 22,766 | SH | SOLE | 22,766 | 0 | 0 | ||
MICHAEL BAKER CORP | COM | 05714910 | 1,220 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COM | 59501710 | 931 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 59511210 | 430 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
MICROSOFT CORP. | COM | 59491810 | 7,945 | 230,000 | SH | SOLE | 230,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | COM | 60855R10 | 372 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 60920710 | 1,312 | 45,987 | SH | SOLE | 45,987 | 0 | 0 | ||
MONSANTO CO. | COM | 61166W10 | 1,976 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COM NEW | 62007630 | 783 | 13,571 | SH | SOLE | 13,571 | 0 | 0 | ||
MURPHY OIL CORP. | COM | 62671710 | 1,096 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
MYERS INDUSTRIES INC | COM | 62846410 | 525 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
MYLAN LABORATORIES INC. | COM | 62853010 | 458 | 14,750 | SH | SOLE | 14,750 | 0 | 0 | ||
NABORS INDUSTRIES LTD. | SHS | G6359F10 | 306 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COM | 63707110 | 59 | 854 | SH | SOLE | 854 | 0 | 0 | ||
NAVIGANT CONSULTING CO | COM | 63935N10 | 660 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
NCR CORP | COM | 62886E10 | 660 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NEKTAR THERAPEUTICS | COM | 64026810 | 347 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
NETAPP INC. | COM | 64110D10 | 189 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
NETGEAR INC | COM | 64111Q10 | 611 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
NEWPARK RESOURCES INC | COM PAR $.01NEW | 65171850 | 1,099 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
NEWS CORP - CL A | CL A | 65248E10 | 2,118 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F10 | 815 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NIC INC | COM | 62914B10 | 744 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
NISOURCE INC. | COM | 65473P10 | 286 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NORFOLK SOUTHERN CORP. | COM | 65584410 | 1,053 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
NORTHERN TRUST CORP. | COM | 66585910 | 579 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NORTHROP GRUMMA | COM | 66680710 | 828 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 62937750 | 601 | 22,496 | SH | SOLE | 22,496 | 0 | 0 | ||
OASIS PETROLEUM INC | COM | 67421510 | 777 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP. | COM | 67459910 | 2,231 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
OCWEN FINL CORP | COM NEW | 67574630 | 1,072 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
OPKO HEALTH INC | COM | 68375N10 | 355 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X10 | 3,071 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
ORBITAL SCIENCES CORP. | COM | 68556410 | 202 | 11,603 | SH | SOLE | 11,603 | 0 | 0 | ||
ORITANI FINL CORP | COM | 68633D10 | 627 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
OTTER TAIL PWR | COM | 68964810 | 994 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
OXFORD INDS INC | COM | 69149730 | 1,248 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PALL CORP. | COM | 69642930 | 664 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
PARKER HANNIFIN CORP | COM | 70109410 | 477 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
PAYCHEX, INC. | COM | 70432610 | 730 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PDL BIOPHARMA, INC. | COM | 69329Y10 | 62 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
PENNANTPARK INVT CORP | COM | 70806210 | 737 | 66,710 | SH | SOLE | 66,710 | 0 | 0 | ||
PEPSICO INC | COM | 71344810 | 2,720 | 33,251 | SH | SOLE | 33,251 | 0 | 0 | ||
PFIZER INC | COM | 71708110 | 4,228 | 150,956 | SH | SOLE | 150,956 | 0 | 0 | ||
PHARMACYCLICS | COM | 71693310 | 795 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
PHARMERICA CORP. | COM | 71714F10 | 5 | 385 | SH | SOLE | 385 | 0 | 0 | ||
PHH CORP. | COM NEW | 69332020 | 91 | 4,464 | SH | SOLE | 4,464 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL,INC. | COM | 71817210 | 5,197 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
PHILLIPS 66 | COM | 71854610 | 1,325 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
PICO HOLDINGS | COM NEW | 69336620 | 629 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
PIER 1 IMPORTS | COM | 72027910 | 587 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
PINNACLE ENTERTAINMENT | COM | 72345610 | 885 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
PLEXUS CORP | COM | 72913210 | 897 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP,INC | COM | 69347510 | 729 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
POST HOLDINGS INC | COM | 73744610 | 58 | 1,325 | SH | SOLE | 1,325 | 0 | 0 | ||
PPG INDUSTRIES, INC. | COM | 69350610 | 710 | 4,850 | SH | SOLE | 4,850 | 0 | 0 | ||
PRAXAIR, INC. | COM | 74005P10 | 1,727 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP, INC. | COM | 74251V10 | 94 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
PRIVATEBANCORP INC | COM | 74296210 | 743 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
PROCTER & GAMBLE CO. | COM | 74271810 | 6,159 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
PROGRESS SOFTWARE CORP | COM | 74331210 | 805 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
PROLOGIS INC | COM | 74340W10 | 206 | 5,464 | SH | SOLE | 5,464 | 0 | 0 | ||
PROTALIX BIOTHERAPEUTICS | COM | 74365A10 | 196 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC. | COM | 74432010 | 1,826 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
PTC INC | COM | 69370C10 | 1,104 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GROUP INC. | COM | 74457310 | 327 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
PULTE GROUP INC | COM | 74586710 | 190 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
QUALCOMM INC. | COM | 74752510 | 3,055 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
QUALITY SYSTEMS INC | COM | 74758210 | 281 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
QUEST DIAGNOSTI | COM | 74834L10 | 909 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
RAMBUS INC. | COM | 75091710 | 34 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
RAYTHEON CO. | COM NEW | 75511150 | 1,322 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
REALTY INCOME | COM | 75610910 | 904 | 21,555 | SH | SOLE | 21,555 | 0 | 0 | ||
REINSURANCE GROUP OF AMERICA,INC | COM NEW | 75935160 | 196 | 2,829 | SH | SOLE | 2,829 | 0 | 0 | ||
REPUBLIC SERVICES, INC. | COM | 76075910 | 509 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
REYNOLDS AMERICAN INC. | COM | 76171310 | 967 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ROCKWELL AUTOMATION, INC. | COM | 77390310 | 831 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ROCKWELL COLLINS, INC. | COM | 77434110 | 507 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
ROGERS CORP | COM | 77513310 | 710 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
ROSETTA RESOURCES INC | COM | 77777930 | 638 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
ROVI CORP | COM | 77937610 | 497 | 21,758 | SH | SOLE | 21,758 | 0 | 0 | ||
ROWAN COMPANIES INC. | SHS CL A | G7665A10 | 204 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
RTI ITNL METALS | COM | 74973W10 | 693 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
RUSH ENTERPRISES INC CL A | CL A | 78184620 | 866 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
SAFEGAURD SCIENTIFICS INC | COM NEW | 78644920 | 29 | 1,833 | SH | SOLE | 1,833 | 0 | 0 | ||
SAFEWAY INC. | COM NEW | 78651420 | 118 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
SAKS INC. | COM | 79377W10 | 136 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
SCANSOURCE INC | COM | 80603710 | 800 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SCBT FINANCIAL CORP | COM | 78401V10 | 1,008 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
SCHLUMBERGER LTD. | COM | 80685710 | 499 | 6,966 | SH | SOLE | 6,966 | 0 | 0 | ||
SCHULMAN (A.), INC. | COM | 80819410 | 161 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
SCHWAB (CHARLES) CORP. (THE) | COM | 80851310 | 531 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SEI INVESTMENTS CO. | COM | 78411710 | 1,137 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
SEMGROUP CORP-CLASS A | CL A | 81663A10 | 1,077 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
SENIOR HOUSING PROP TRUST | SH BEN INT | 81721M10 | 1,815 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
SKYWORKS SOLUTIONS, INC. | COM | 83088M10 | 138 | 6,318 | SH | SOLE | 6,318 | 0 | 0 | ||
SOUTHERN CO | COM | 84258710 | 750 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
SOUTHWEST AIRLINES CO. | COM | 84474110 | 193 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
SPECTRA ENERGY CORP. | COM | 84756010 | 762 | 22,100 | SH | SOLE | 22,100 | 0 | 0 | ||
SPEEDWAY MOTORSPORTS, INC. | COM | 84778810 | 35 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
SPRINT NEXTEL CORP. | COM SER 1 | 85206110 | 1,755 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
STANLEY BLACK AND DECKER INC | COM | 85450210 | 1,266 | 16,375 | SH | SOLE | 16,375 | 0 | 0 | ||
STAPLES, INC. | COM | 85503010 | 482 | 30,348 | SH | SOLE | 30,348 | 0 | 0 | ||
STATE BANK FINANCIAL CORP | COM | 85619010 | 676 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
STIFEL FINL CORP | COM | 86063010 | 892 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SUNCOKE ENERGY INC | COM | 86722A10 | 112 | 7,956 | SH | SOLE | 7,956 | 0 | 0 | ||
SYMANTEC CORP | COM | 87150310 | 674 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
SYNOPSYS INC | COM | 87160710 | 384 | 10,742 | SH | SOLE | 10,742 | 0 | 0 | ||
SYSCO CORP. | COM | 87182910 | 1,025 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
T ROWE PRICE GROUP INC. | COM | 74144T10 | 1,903 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
TARGET CORP. | COM | 87612E10 | 1,722 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
TELLABS INC. | COM | 87966410 | 375 | 190,000 | SH | SOLE | 190,000 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G40 | 2,536 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
TENNECO AUTOMOTIVE INC | COM | 88034910 | 453 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
THERAVANCE INC | COM | 88338T10 | 1,926 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
THERMO ELECTRON CORP. | COM | 88355610 | 423 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
TIME WARNER CABLE INC | COM | 88732J20 | 1,125 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 88731730 | 2,120 | 36,666 | SH | SOLE | 36,666 | 0 | 0 | ||
TRAVELERS COS INC/THE | COM | 89417E10 | 2,593 | 32,443 | SH | SOLE | 32,443 | 0 | 0 | ||
TRINITY INDUSTRIES INC. | COM | 89652210 | 577 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
TRIPADVISOR INC | COM | 89694520 | 236 | 3,875 | SH | SOLE | 3,875 | 0 | 0 | ||
TRUSTCO BNCP | COM | 89834910 | 925 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
UNION PACIFIC CORP | COM | 90781810 | 2,623 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
UNISYS CORP | COM NEW | 90921430 | 55 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
UNITED ONLINE | COM | 91126810 | 569 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
UNITED STATES STEEL CORP. | COM | 91290910 | 140 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 91301710 | 2,324 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
UNUMPROVIDENT CORP. | COM | 91529Y10 | 822 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
URS CORP | COM | 90323610 | 472 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
US BANCORP | COM NEW | 90297330 | 2,892 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
VENTAS INC | COM | 92276F10 | 273 | 3,933 | SH | SOLE | 3,933 | 0 | 0 | ||
VERINT SYSTEMS INC | COM | 92343X10 | 460 | 12,981 | SH | SOLE | 12,981 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V10 | 3,272 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
VIACOM INC CL B | CL B | 92553P20 | 2,041 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COM | 92829810 | 210 | 15,087 | SH | SOLE | 15,087 | 0 | 0 | ||
VISHAY PRECISION GROUP-CL B | COM | 92835K10 | 16 | 1,077 | SH | SOLE | 1,077 | 0 | 0 | ||
VISTAPRINT LTD | SHS | N9354010 | 741 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
WAL-MART STORES, INC. | COM | 93114210 | 2,980 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
WALT DISNEY CO. (THE) | COM DISNEY | 25468710 | 3,158 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
WASHINGTON FEDERAL, INC. | COM | 93882410 | 74 | 3,896 | SH | SOLE | 3,896 | 0 | 0 | ||
WATSCO INC | COM | 94262220 | 840 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
WEATHERFORD INTERNATIONAL LTD. | REG SHS | H2701310 | 822 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
WELLPOINT INC. | COM | 94973V10 | 1,228 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
WELLS FARGO & CO | COM | 94974610 | 4,127 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
WEST PHARMACEUTICAL SERVICES | COM | 95530610 | 1,054 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
WESTERN UNION CO | COM | 95980210 | 684 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
WEX INC | COM | 96208T10 | 767 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
WILLIAMS COS INC. | COM | 96945710 | 1,624 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
WINDSTREAM CORP. | COM | 97381W10 | 199 | 25,848 | SH | SOLE | 25,848 | 0 | 0 | ||
WMS INDUSTRIES | COM | 92929710 | 893 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
WOODWARD GOVERNOR CO | COM | 98074510 | 800 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
WPX ENERGY INC | COM | 98212B10 | 316 | 16,666 | SH | SOLE | 16,666 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORP. | COM | 98310W10 | 1,022 | 17,859 | SH | SOLE | 17,859 | 0 | 0 | ||
XCEL ENERGY INC. | COM | 98389B10 | 460 | 16,243 | SH | SOLE | 16,243 | 0 | 0 | ||
XENOPORT INC | COM | 98411C10 | 644 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
XEROX CORP. | COM | 98412110 | 399 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
YAHOO! INC. | COM | 98433210 | 754 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
YUM! BRANDS, INC. | COM | 98849810 | 1,734 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V10 | 1,624 | 52,578 | SH | SOLE | 52,578 | 0 | 0 |