Location: Charlotte, NC
CIK: 0000009015 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Feb 14, 2014
Total Value: $2.397B (85.1% shares, 14.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BABSON CAPITAL GLOBAL INV FUND | 1,000,000 | $105M | 4.4% | $98.95 | — | COM | G0R5DZ663 |
| — | CHESAPEAKE ENERGY CORPORATION | 72,017,174 | $72.38M | 3.0% | $0.93 | — | CONV | 165167CA3 |
| IWV | ISHARES TRUST | 592,489 | $65.56M | 2.7% | $96.40 | — | ETF | 464287689 |
| — | AMGEN INC. | 47,142,857 | $37.54M | 1.6% | $0.80 | — | CONV | 031162AE0 |
| AAPL | APPLE, INC. | 55,958 | $31.4M | 1.3% | $13.16 | +24.4% | COM | 037833100 |
| XOM | EXXON CORPORATION | 308,166 | $31.19M | 1.3% | $53.69 | +4.2% | COM | 30231G102 |
| — | GENERAL ELECTRIC COMPANY | 1,069,601 | $29.98M | 1.3% | $23.84 | — | COM | 369604103 |
| — | ARCHSTONE-SMITH TRUST | 30,000,000 | $28.65M | 1.2% | $0.95 | — | CONV | 039584AC1 |
| — | MANOR CARE, INC. | 20,833,333 | $28.07M | 1.2% | $1.35 | — | CONV | 564055AP6 |
| — | TCP CAPITAL CORP | 1,603,372 | $26.91M | 1.1% | $16.77 | — | COM | 87238Q103 |
| — | ADVANCED MICRO DEVICES INC. | 25,000,000 | $26.13M | 1.1% | $1.02 | — | CONV | 007903AL1 |
| — | INTEL CORPORATION | 22,983,000 | $25.74M | 1.1% | $1.09 | — | CONV | 458140AD2 |
| PFE | PFIZER, INC. | 749,286 | $22.95M | 1.0% | $16.65 | +5.9% | COM | 717081103 |
| GPK | GRAPHIC PACKAGING HOLDING CO. | 2,362,500 | $22.68M | 0.9% | $7.63 | +14.7% | COM | 388689101 |
| JNJ | JOHNSON & JOHNSON | 246,100 | $22.54M | 0.9% | $59.75 | +10.0% | COM | 478160104 |
| MSFT | MICROSOFT CORP. | 569,896 | $21.33M | 0.9% | $26.95 | +11.4% | COM | 594918104 |
| — | CHESAPEAKE ENERGY CORPORATION | 19,885,000 | $20.18M | 0.8% | $0.94 | — | CONV | 165167BZ9 |
| CVX | CHEVRON CORPORATION | 158,626 | $19.81M | 0.8% | $71.30 | +1.7% | COM | 166764100 |
| — | ROCK-TENN CO. | 188,130 | $19.76M | 0.8% | $100.45 | — | COM | 772739207 |
| C | CITIGROUP, INC. | 369,832 | $19.27M | 0.8% | $35.76 | +5.3% | COM | 172967424 |
| WFC | WELLS FARGO & COMPANY | 402,980 | $18.3M | 0.8% | $27.47 | +12.0% | COM | 949746101 |
| — | AK STEEL CORP. | 11,250,000 | $18.16M | 0.8% | $0.86 | — | CONV | 001546AP5 |
| INTC | INTEL CORPORATION | 693,134 | $17.99M | 0.8% | $17.42 | +2.9% | COM | 458140100 |
| — | XSTRATA CAPITAL CORPORATION A.V.V. | 17,733,000 | $17.73M | 0.7% | $1.00 | — | CONV | EG3053709 |
| — | MELCO CROWN SPV LTD | 17,142,857 | $17.56M | 0.7% | $1.02 | — | CONV | EG6839385 |
| — | COTT CORP. | 2,074,090 | $16.72M | 0.7% | $7.77 | — | COM | 22163N106 |
| — | GOOGLE, INC. | 14,863 | $16.66M | 0.7% | $880.39 | — | COM | 38259P508 |
| PG | PROCTER & GAMBLE CO. | 200,803 | $16.35M | 0.7% | $55.00 | +5.5% | COM | 742718109 |
| — | HORNBECK OFFSHORE SERVICES INC. | 325,950 | $16.05M | 0.7% | $53.23 | — | COM | 440543106 |
| JPM | JPMORGAN CHASE & CO. | 248,743 | $14.55M | 0.6% | $36.24 | +9.4% | COM | 46625H100 |
| T | AT&T INC. | 409,369 | $14.39M | 0.6% | $11.37 | -1.7% | COM | 00206R102 |
| BRK/B | BERKSHIRE HATHAWAY INC. | 116,989 | $13.87M | 0.6% | $110.09 | +5.0% | COM | 084670702 |
| BAC | BANK OF AMERICA CORPORATION | 839,479 | $13.07M | 0.5% | $10.13 | +15.3% | COM | 060505104 |
| VZ | VERIZON COMMUNICATIONS INC. | 255,087 | $12.54M | 0.5% | $26.93 | -1.2% | COM | 92343V104 |
| — | BRIGGS & STRATTON CORP. | 571,700 | $12.44M | 0.5% | $20.53 | — | COM | 109043109 |
| ORCL | ORACLE CORP. | 308,645 | $11.81M | 0.5% | $27.58 | +4.4% | COM | 68389X105 |
| HD | HOME DEPOT, INC. | 133,117 | $10.96M | 0.5% | $56.05 | +4.8% | COM | 437076102 |
| BA | BOEING CO. | 80,168 | $10.94M | 0.5% | $91.02 | +21.9% | COM | 097023105 |
| CSCO | CISCO SYSTEMS INC. | 486,666 | $10.93M | 0.5% | $15.23 | -0.2% | COM | 17275R102 |
| — | E I DU PONT DE NEMOURS & CO. | 165,676 | $10.76M | 0.4% | $60.18 | — | COM | 263534109 |
| — | ALERE INC. | 295,318 | $10.69M | 0.4% | $25.46 | — | COM | 01449J105 |
| — | QUALITY DISTRIBUTION INC. | 812,700 | $10.43M | 0.4% | $8.84 | — | COM | 74756M102 |
| — | STANDARD PARKING CORP. | 395,979 | $10.31M | 0.4% | $26.04 | — | COM | 78469C103 |
| IBM | IBM CORPORATION | 54,410 | $10.21M | 0.4% | $118.94 | -10.5% | COM | 459200101 |
| PEP | PEPSICO INC. | 121,675 | $10.09M | 0.4% | $56.17 | +2.8% | COM | 713448108 |
| — | OCEAN RIG UDW INC. | 517,291 | $9.958M | 0.4% | $18.70 | — | COM | Y64354205 |
| VTGDF | VANTAGE DRILLING COMPANY | 5,368,000 | $9.877M | 0.4% | $1.78 | +1.8% | COM | G93205113 |
| CMCSA | COMCAST CORP. | 189,793 | $9.863M | 0.4% | $15.62 | +17.7% | COM | 20030N101 |
| ABBV | ABBVIE, INC. | 182,826 | $9.655M | 0.4% | $26.58 | +14.3% | COM | 00287Y109 |
| DIS | WALT DISNEY COMPANY, THE | 126,141 | $9.637M | 0.4% | $58.98 | +4.6% | COM | 254687106 |
| — | BECKMAN COULTER INC. | 8,000,000 | $9.565M | 0.4% | $1.20 | — | CONV | 075811AD1 |
| — | AXIALL CORPORATION | 195,850 | $9.291M | 0.4% | $39.65 | — | COM | 05463D100 |
| KO | COCA-COLA CO., THE | 221,514 | $9.151M | 0.4% | $27.75 | -2.9% | COM | 191216100 |
| MRK | MERCK & CO. INC. | 174,483 | $8.733M | 0.4% | $30.02 | +4.2% | COM | 58933Y105 |
| GS | GOLDMAN SACHS GROUP INC., THE | 47,168 | $8.361M | 0.3% | $120.06 | +8.8% | COM | 38141G104 |
| — | NABORS INDUSTRIES INC. | 8,307,373 | $8.307M | 0.3% | $1.00 | — | CONV | 629568AF3 |
| CHE | CHEMED CORPORATION | 108,000 | $8.275M | 0.3% | $67.55 | +3.2% | COM | 16359R103 |
| GLDD | GREAT LAKES DREDGE&DOCK CORP. | 892,060 | $8.207M | 0.3% | $7.61 | +10.1% | COM | 390607109 |
| — | USG CORP. | 288,700 | $8.193M | 0.3% | $28.38 | — | COM | 903293405 |
| — | MEDTRONIC INC. | 8,000,000 | $8.02M | 0.3% | $1.00 | — | CONV | 585055AB2 |
| AIG | AMERICAN INTERNATIONAL GROUP INC. | 152,414 | $7.781M | 0.3% | $32.86 | +15.2% | COM | 026874784 |
| PM | PHILIP MORRIS INTERNATIONAL INC. | 88,702 | $7.729M | 0.3% | $49.64 | -3.6% | COM | 718172109 |
| ADM | ARCHER DANIELS MIDLAND COMPANY | 177,638 | $7.709M | 0.3% | $24.10 | +18.7% | COM | 039483102 |
| SLB | SCHLUMBERGER LTD. | 85,359 | $7.692M | 0.3% | $54.96 | +18.4% | COM | 806857108 |
| AMGN | AMGEN INC. | 66,386 | $7.579M | 0.3% | $74.43 | +9.0% | COM | 031162100 |
| MA | MASTERCARD, INC. | 9,011 | $7.528M | 0.3% | $53.38 | +29.3% | COM | 57636Q104 |
| — | MEDTRONIC INC. | 129,017 | $7.404M | 0.3% | $52.20 | — | COM | 585055106 |
| — | OMNOVA SOLUTIONS INC. | 797,342 | $7.264M | 0.3% | $8.13 | — | COM | 682129101 |
| UNH | UNITEDHEALTH GROUP, INC. | 96,145 | $7.24M | 0.3% | $53.66 | +10.1% | COM | 91324P102 |
| COP | CONOCOPHILLIPS | 100,432 | $7.096M | 0.3% | $39.96 | +21.1% | COM | 20825C104 |
| UNP | UNION PACIFIC CORPORATION | 42,164 | $7.084M | 0.3% | $57.06 | +6.1% | COM | 907818108 |
| — | HEWLETT-PACKARD CO. | 247,137 | $6.915M | 0.3% | $24.91 | — | COM | 428236103 |
| — | KINDER MORGAN ENERGY PTR LP | 85,455 | $6.893M | 0.3% | $81.35 | — | COM | 494550106 |
| OXY | OCCIDENTAL PETROLEUM CORP. | 70,865 | $6.739M | 0.3% | $61.62 | +2.8% | COM | 674599105 |
| — | WALGREEN COMPANY | 117,263 | $6.736M | 0.3% | $49.71 | — | COM | 931422109 |
| — | MASSEY ENERGY CO. | 6,750,000 | $6.725M | 0.3% | $0.91 | — | CONV | 576203AJ2 |
| CNMD | CONMED CORP. | 158,150 | $6.721M | 0.3% | $27.79 | +18.0% | COM | 207410101 |
| — | CELGENE CORP. | 39,397 | $6.657M | 0.3% | $122.94 | — | COM | 151020104 |
| — | WELLPOINT, INC. | 70,214 | $6.487M | 0.3% | $83.03 | — | COM | 94973V107 |
| — | HERCULES, INC. | 7,401 | $6.457M | 0.3% | $872.45 | — | CONV | 427056BC9 |
| EPD | ENTERPRISE PRODUCTS PARTNERS L | 95,805 | $6.352M | 0.3% | $61.39 | — | COM | 293792107 |
| — | UNITED TECHNOLOGIES CORP. | 55,452 | $6.31M | 0.3% | $96.13 | — | COM | 913017109 |
| — | CHIQUITA BRANDS INTERNATIONAL INC. | 6,485,000 | $6.29M | 0.3% | $0.96 | — | CONV | 170032AT3 |
| MO | ALTRIA GROUP INC. | 160,070 | $6.145M | 0.3% | $16.37 | +4.8% | COM | 02209S103 |
| IART | INTEGRA LIFESCIENCES HOLDINGS CORP | 126,068 | $6.015M | 0.3% | $16.79 | +20.8% | COM | 457985208 |
| ARCC | ARES CAPITAL CORPORATION | 338,200 | $6.01M | 0.3% | $5.27 | +4.8% | COM | 04010L103 |
| LOW | LOWES COMPANIES, INC. | 121,024 | $5.997M | 0.3% | $33.43 | +17.1% | COM | 548661107 |
| — | MICRON TECHNOLOGY INC. | 6,000,000 | $5.906M | 0.2% | $0.98 | — | CONV | 595112AY9 |
| FCX | FREEPORT-MCMORAN COPPER & GOLD INC. | 155,175 | $5.856M | 0.2% | $25.13 | +19.6% | COM | 35671D857 |
| F | FORD MOTOR COMPANY | 379,375 | $5.854M | 0.2% | $7.77 | +15.8% | COM | 345370860 |
| USB | U.S. BANCORP | 143,699 | $5.805M | 0.2% | $23.52 | +7.9% | COM | 902973304 |
| — | SYMMETRY MEDICAL, INC. | 573,710 | $5.783M | 0.2% | $8.57 | — | COM | 871546206 |
| PSX | PHILLIPS 66 | 74,874 | $5.775M | 0.2% | $41.09 | +5.6% | COM | 718546104 |
| PBI | PITNEY BOWES INC. | 246,688 | $5.748M | 0.2% | $16.91 | +27.2% | COM | 724479100 |
| — | HARRIS CORPORATION | 81,994 | $5.724M | 0.2% | $61.44 | — | COM | 413875105 |
| HON | HONEYWELL INTERNATIONAL, INC. | 60,217 | $5.502M | 0.2% | $53.47 | +13.7% | COM | 438516106 |
| — | SOLECTRON CORPORATION | 8,000,000 | $5.44M | 0.2% | $0.68 | — | CONV | 834182AL1 |
| AXP | AMERICAN EXPRESS COMPANY | 59,737 | $5.42M | 0.2% | $59.62 | +16.2% | COM | 025816109 |
| ZTS | ZOETIS INC. | 165,047 | $5.395M | 0.2% | $28.11 | +3.2% | COM | 98978V103 |
| — | NOVATION CO INC | 19,258,775 | $5.391M | 0.2% | $0.41 | — | REIT | 66989V107 |
| CVS | CVS CAREMARK CORP. | 73,877 | $5.287M | 0.2% | $42.15 | +9.9% | COM | 126650100 |
| — | ENERGY TRANSFER PARTNERS | 91,974 | $5.266M | 0.2% | $52.32 | — | COM | 29273R109 |
| COF | CAPITAL ONE FINANCIAL CORP. | 68,067 | $5.215M | 0.2% | $48.17 | +19.0% | COM | 14040H105 |
| OC | OWENS CORNING | 126,100 | $5.135M | 0.2% | $38.10 | -0.5% | COM | 690742101 |
| — | HILLSHIRE BRANDS CO. (THE) | 151,080 | $5.052M | 0.2% | $33.44 | — | COM | 432589109 |
| — | VIACOM INC. | 57,600 | $5.031M | 0.2% | $79.17 | — | COM | 92553P201 |
| LYB | LYONDELLBASELL INDUSTRIES NV | 62,371 | $5.007M | 0.2% | $33.94 | +21.0% | COM | N53745100 |
| NKE | NIKE, INC. | 63,264 | $4.975M | 0.2% | $26.53 | +23.9% | COM | 654106103 |
| — | EXPRESS SCRIPTS HOLDING COMPANY | 70,426 | $4.947M | 0.2% | $62.68 | — | COM | 30219G108 |
| EFA | ISHARES TRUST | 73,430 | $4.924M | 0.2% | $57.37 | — | ETF | 464287465 |
| MS | MORGAN STANLEY | 155,893 | $4.889M | 0.2% | $17.86 | +22.1% | COM | 617446448 |
| — | DOW CHEMICAL CO., THE | 110,076 | $4.887M | 0.2% | $34.28 | — | COM | 260543103 |
| META | FACEBOOK INC | 89,100 | $4.87M | 0.2% | $39.78 | +25.3% | COM | 30303M102 |
| PNC | PNC FINANCIAL SERVICES GROUP | 62,758 | $4.869M | 0.2% | $47.56 | +9.1% | COM | 693475105 |
| TJX | TJX COMPANIES INC. | 75,866 | $4.835M | 0.2% | $20.82 | +23.5% | COM | 872540109 |
| TSN | TYSON FOODS, INC. | 144,021 | $4.819M | 0.2% | $21.57 | +8.8% | COM | 902494103 |
| GM | GENERAL MOTORS COMPANY | 117,288 | $4.794M | 0.2% | $23.66 | +19.1% | COM | 37045V100 |
| — | DETOUR GOLD CORPORATION | 6,170,000 | $4.789M | 0.2% | $0.88 | — | CONV | 250669AA6 |
| — | PRICELINE.COM, INC. | 4,120 | $4.789M | 0.2% | $913.53 | — | COM | 741503403 |
| — | ANADARKO PETROLEUM CORP. | 60,255 | $4.779M | 0.2% | $90.01 | — | COM | 032511107 |
| LMT | LOCKHEED MARTIN CORPORATION | 31,646 | $4.704M | 0.2% | $71.65 | +35.6% | COM | 539830109 |
| AMZN | AMAZON.COM INC. | 11,587 | $4.621M | 0.2% | $14.78 | +21.7% | COM | 023135106 |
| WMT | WAL-MART STORES, INC. | 58,215 | $4.581M | 0.2% | $19.98 | +1.8% | COM | 931142103 |
| AVY | AVERY DENNISON CORP. | 89,697 | $4.502M | 0.2% | $34.91 | +6.2% | COM | 053611109 |
| PRU | PRUDENTIAL FINANCIAL, INC. | 48,262 | $4.451M | 0.2% | $39.68 | +29.8% | COM | 744320102 |
| — | MALLINCKRODT PLC | 85,000 | $4.442M | 0.2% | $44.09 | — | COM | G5785G107 |
| PAA | PLAINS MARKETING LP | 85,430 | $4.423M | 0.2% | $53.61 | — | COM | 726503105 |
| CL | COLGATE-PALMOLIVE CO. | 66,142 | $4.313M | 0.2% | $45.21 | +7.1% | COM | 194162103 |
| ABT | ABBOTT LABORATORIES | 112,426 | $4.309M | 0.2% | $28.85 | +1.3% | COM | 002824100 |
| — | TIME WARNER INC. | 61,500 | $4.288M | 0.2% | $57.82 | — | COM | 887317303 |
| MET | METLIFE, INC. | 79,425 | $4.283M | 0.2% | $24.43 | +23.3% | COM | 59156R108 |
| — | FIESTA RESTAURANT GROUP | 80,618 | $4.211M | 0.2% | $34.38 | — | COM | 31660B101 |
| KR | KROGER COMPANY | 105,423 | $4.167M | 0.2% | $13.90 | +18.3% | COM | 501044101 |
| CAT | CATERPILLAR INC. | 45,535 | $4.135M | 0.2% | $62.29 | +0.6% | COM | 149123101 |
| LLY | ELI LILLY & CO. | 80,752 | $4.118M | 0.2% | $42.21 | -6.2% | COM | 532457108 |
| LUV | SOUTHWEST AIRLINES CO. | 206,449 | $3.889M | 0.2% | $12.00 | +27.2% | COM | 844741108 |
| V | VISA, INC. | 17,358 | $3.865M | 0.2% | $40.02 | +15.7% | COM | 92826C839 |
| — | DIRECTV | 55,014 | $3.801M | 0.2% | $62.94 | — | COM | 25490A309 |
| SPY | SPDR S&P 500 ETF TR | 24,550 | $3.798M | 0.2% | — | — | Put | 78462F103 |
| ENS | ENERSYS | 54,000 | $3.785M | 0.2% | $41.85 | +42.3% | COM | 29275Y102 |
| SBUX | STARBUCKS CORP. | 48,072 | $3.768M | 0.2% | $25.97 | +20.2% | COM | 855244109 |
| EMR | EMERSON ELECTRIC CO. | 52,822 | $3.707M | 0.2% | $41.91 | +15.0% | COM | 291011104 |
| TRV | TRAVELERS COMPANIES, INC., THE | 40,825 | $3.696M | 0.2% | $63.58 | +5.0% | COM | 89417E109 |
| — | COMPUTER SCIENCES CORP. | 65,216 | $3.644M | 0.2% | $45.14 | — | COM | 205363104 |
| IP | INTERNATIONAL PAPER COMPANY | 74,144 | $3.635M | 0.2% | $25.91 | +0.4% | COM | 460146103 |
| EXC | EXELON CORP. | 132,652 | $3.633M | 0.2% | $14.60 | -10.7% | COM | 30161N101 |
| AES | AES CORP., THE | 250,064 | $3.628M | 0.2% | $8.58 | +8.9% | COM | 00130H105 |
| — | BAKER HUGHES INC. | 65,268 | $3.607M | 0.2% | $52.53 | — | COM | 057224107 |
| — | EMC CORP. | 142,357 | $3.58M | 0.1% | $23.71 | — | COM | 268648102 |
| MCK | MCKESSON CORPORATION | 22,076 | $3.563M | 0.1% | $105.44 | +33.3% | COM | 58155Q103 |
| — | HALCON RESOURCES CORPORATION | 920,000 | $3.551M | 0.1% | $4.25 | — | COM | 40537Q209 |
| — | JOHNSON CONTROLS INC. | 69,077 | $3.544M | 0.1% | $40.95 | — | COM | 478366107 |
| — | CARDTRONICS INC. | 80,000 | $3.476M | 0.1% | $27.60 | — | COM | 14161H108 |
| DAL | DELTA AIR LINES INC. | 125,601 | $3.45M | 0.1% | $15.95 | +46.2% | COM | 247361702 |
| QCOM | QUALCOM, INC. | 46,378 | $3.444M | 0.1% | $45.06 | +11.8% | COM | 747525103 |
| TMO | THERMO FISHER SCIENTIFIC INC. | 30,904 | $3.441M | 0.1% | $81.83 | +16.8% | COM | 883556102 |
| DHR | DANAHER CORP. | 44,048 | $3.401M | 0.1% | $25.98 | +14.4% | COM | 235851102 |
| MDLZ | MONDELEZ INTERNATIONAL, INC. | 95,746 | $3.38M | 0.1% | $23.16 | +10.2% | COM | 609207105 |
| FDX | FEDEX CORP. | 23,306 | $3.351M | 0.1% | $87.89 | +27.6% | COM | 31428X106 |
| NOC | NORTHROP GRUMMAN CORP. | 29,160 | $3.342M | 0.1% | $62.64 | +39.4% | COM | 666807102 |
| MUSA | MURPHY USA INC. | 80,100 | $3.329M | 0.1% | $39.63 | +4.0% | COM | 626755102 |
| — | ACE LTD. | 32,140 | $3.327M | 0.1% | $90.19 | — | COM | H0023R105 |
| WOR | WORTHINGTON INDUSTRIES, INC. | 78,870 | $3.319M | 0.1% | $20.63 | +20.3% | COM | 981811102 |
| — | SANDISK CORP. | 46,853 | $3.305M | 0.1% | $62.63 | — | COM | 80004C101 |
| ACN | ACCENTURE PLC | 40,050 | $3.293M | 0.1% | $63.81 | -3.6% | COM | G1151C101 |
| SEE | SEALED AIR CORPORATION | 95,600 | $3.255M | 0.1% | $21.46 | +16.5% | COM | 81211K100 |
| — | NATIONAL OILWELL VARCO, INC. | 40,913 | $3.254M | 0.1% | $73.48 | — | COM | 637071101 |
| FISV | FISERV, INC. | 54,870 | $3.24M | 0.1% | $24.24 | +11.3% | COM | 337738108 |
| — | APACHE CORP. | 37,567 | $3.229M | 0.1% | $85.21 | — | COM | 037411105 |
| BK | BANK OF NEW YORK MELLON CORP. | 92,052 | $3.216M | 0.1% | $21.22 | +14.5% | COM | 064058100 |
| PPG | PPG INDUSTRIES INC. | 16,843 | $3.194M | 0.1% | $61.51 | +18.7% | COM | 693506107 |
| ET | ENERGY TRANSFER EQUITY LP | 38,920 | $3.181M | 0.1% | $63.66 | — | COM | 29273V100 |
| WDC | WESTERN DIGITAL CORPORATION | 37,883 | $3.178M | 0.1% | $35.98 | +27.5% | COM | 958102105 |
| EMN | EASTMAN CHEMICAL COMPANY | 39,271 | $3.169M | 0.1% | $48.32 | +11.1% | COM | 277432100 |
| — | R.R. DONNELLEY & SONS COMPANY | 156,126 | $3.166M | 0.1% | $14.64 | — | COM | 257867101 |
| AMP | AMERIPRISE FINANCIAL, INC. | 27,338 | $3.145M | 0.1% | $59.57 | +34.4% | COM | 03076C106 |
| MPC | MARATHON PETROLEUM CORPORATION | 34,155 | $3.133M | 0.1% | $26.96 | -0.4% | COM | 56585A102 |
| — | DUN & BRADSTREET CORP., THE | 25,475 | $3.127M | 0.1% | $102.28 | — | COM | 26483E100 |
| — | WHITEWAVE FOODS CO | 136,215 | $3.125M | 0.1% | $20.38 | — | COM | 966244105 |
| VEA | VANGUARD FTSE DEVELOPED MARKETS ETF | 74,840 | $3.119M | 0.1% | $35.61 | — | ETF | 921943858 |
| CPS | COOPER-STANDARD HOLDINGS, INC. | 63,455 | $3.116M | 0.1% | $44.43 | +14.4% | COM | 21676P103 |
| UPS | UNITED PARCEL SERVICE INC. | 29,515 | $3.101M | 0.1% | $63.36 | +1.7% | COM | 911312106 |
| — | MIDSTATES PETROLEUM COMPANY, INC. | 467,467 | $3.095M | 0.1% | $5.66 | — | COM | 59804T100 |
| LEA | LEAR CORP. | 37,751 | $3.057M | 0.1% | $46.85 | +36.3% | COM | 521865204 |
| TXN | TEXAS INSTRUMENTS INC. | 69,369 | $3.046M | 0.1% | $25.97 | +15.8% | COM | 882508104 |
| — | WILLIAMS PARTNERS LP | 59,605 | $3.032M | 0.1% | $52.15 | — | COM | 96950F104 |
| — | BLACKROCK, INC. | 9,570 | $3.029M | 0.1% | $257.57 | — | COM | 09247X101 |
| AIZ | ASSURANT INC. | 45,248 | $3.003M | 0.1% | $40.88 | +18.1% | COM | 04621X108 |
| HAL | HALLIBURTON CO. | 59,138 | $3.001M | 0.1% | $34.28 | +20.5% | COM | 406216101 |
| DOV | DOVER CORP. | 31,076 | $3M | 0.1% | $41.21 | +19.6% | COM | 260003108 |
| M | MACY'S, INC. | 56,113 | $2.996M | 0.1% | $46.44 | +4.4% | COM | 55616P104 |
| RSG | REPUBLIC SERVICES INC. | 90,189 | $2.994M | 0.1% | $26.41 | +1.7% | COM | 760759100 |
| CAH | CARDINAL HEALTH, INC. | 44,733 | $2.989M | 0.1% | $36.55 | +20.9% | COM | 14149Y108 |
| — | LAM RESEARCH CORP. | 53,922 | $2.936M | 0.1% | $50.15 | — | COM | 512807108 |
| — | CIGNA CORP. | 33,251 | $2.909M | 0.1% | $74.11 | — | COM | 125509109 |
| STT | STATE STREET CORP. | 39,561 | $2.903M | 0.1% | $45.09 | +12.3% | COM | 857477103 |
| GILD | GILEAD SCIENCES, INC. | 38,422 | $2.887M | 0.1% | $36.21 | +33.6% | COM | 375558103 |
| — | INTERNATIONAL GAME TECHNOLOGY | 158,501 | $2.878M | 0.1% | $16.71 | — | COM | 459902102 |
| VRSN | VERISIGN INC. | 48,020 | $2.871M | 0.1% | $48.35 | +12.9% | COM | 92343E102 |
| ALL | ALLSTATE CORP. | 52,560 | $2.867M | 0.1% | $37.96 | +8.3% | COM | 020002101 |
| — | TESORO PETROLEUM CORPORATION | 48,783 | $2.854M | 0.1% | $52.32 | — | COM | 881609101 |
| STZ | CONSTELLATION BRANDS INC. | 40,464 | $2.848M | 0.1% | $54.35 | +5.3% | COM | 21036P108 |
| WU | WESTERN UNION COMPANY, THE | 164,415 | $2.836M | 0.1% | $17.17 | — | COM | 959802109 |
| BBY | BEST BUY COMPANY, INC. | 70,950 | $2.829M | 0.1% | $20.61 | +29.7% | COM | 086516101 |
| EOG | EOG RESOURCES INC. | 16,605 | $2.787M | 0.1% | $49.05 | +27.1% | COM | 26875P101 |
| GME | GAMESTOP CORP. | 56,212 | $2.769M | 0.1% | $7.75 | +18.7% | COM | 36467W109 |
| MMM | 3M COMPANY | 19,587 | $2.747M | 0.1% | $62.07 | +17.1% | COM | 88579Y101 |
| HRB | H&R BLOCK INC. | 94,305 | $2.739M | 0.1% | $18.48 | -0.6% | COM | 093671105 |
| WHR | WHIRLPOOL CORPORATION | 17,267 | $2.709M | 0.1% | $121.92 | +20.3% | COM | 963320106 |
| DUK | DUKE ENERGY CORP. | 39,181 | $2.704M | 0.1% | $42.18 | +0.4% | COM | 26441C204 |
| — | NEENAH ENTERPRISES, INC. | 154,333 | $2.701M | 0.1% | $10.50 | — | COM | 64007R109 |
| FITB | FIFTH THIRD BANCORP | 125,393 | $2.637M | 0.1% | $11.58 | +12.9% | COM | 316773100 |
| — | SUNCO LOGISTICS PARTNERS LP | 34,915 | $2.635M | 0.1% | $65.71 | — | COM | 86764L108 |
| LNC | LINCOLN NATIONAL CORP. | 50,302 | $2.597M | 0.1% | $24.21 | +31.3% | COM | 534187109 |
| KMB | KIMBERLY-CLARK CORP. | 24,854 | $2.596M | 0.1% | $63.06 | +5.2% | COM | 494368103 |
| EIX | EDISON INTERNATIONAL | 56,054 | $2.595M | 0.1% | $30.20 | -1.2% | COM | 281020107 |
| CLNE | CLEAN ENERGY FUELS CORP. | 200,000 | $2.576M | 0.1% | $13.02 | -6.3% | COM | 184499101 |
| — | RAYTHEON CO. | 28,313 | $2.568M | 0.1% | $66.13 | — | COM | 755111507 |
| SON | SONOCO PRODUCTS CO. | 61,467 | $2.564M | 0.1% | $23.03 | +17.0% | COM | 835495102 |
| — | STAPLES INC. | 160,248 | $2.546M | 0.1% | $15.88 | — | COM | 855030102 |
| NSC | NORFOLK SOUTHERN CORP. | 27,286 | $2.533M | 0.1% | $64.41 | +2.0% | COM | 655844108 |
| UNM | UNUM GROUP | 71,906 | $2.522M | 0.1% | $29.49 | +11.0% | COM | 91529Y106 |
| BMY | BRISTOL-MYERS SQUIBB CO. | 47,079 | $2.502M | 0.1% | $30.85 | +10.7% | COM | 110122108 |
| FSLR | FIRST SOLAR INC. | 45,400 | $2.481M | 0.1% | $49.39 | +10.7% | COM | 336433107 |
| ALK | ALASKA AIR GROUP, INC. | 33,600 | $2.465M | 0.1% | $26.56 | +20.8% | COM | 011659109 |
| MCD | MCDONALD'S CORPORATION | 24,815 | $2.408M | 0.1% | $71.78 | -2.5% | COM | 580135101 |
| CCK | CROWN HOLDINGS INC. | 53,400 | $2.38M | 0.1% | $40.04 | +1.6% | COM | 228368106 |
| GHC | WASHINGTON POST CO. | 3,542 | $2.349M | 0.1% | $339.79 | 0.0% | COM | 384637104 |
| SYK | STRYKER CORPORATION | 31,009 | $2.33M | 0.1% | $57.63 | +9.4% | COM | 863667101 |
| GNTX | GENTEX CORPORATION | 70,460 | $2.324M | 0.1% | $11.70 | +25.2% | COM | 371901109 |
| HBAN | HUNTINGTON BANCSHARES, INC. | 240,772 | $2.323M | 0.1% | $5.27 | +7.7% | COM | 446150104 |
| — | L-3 COMMUNICATIONS HOLDINGS INC. | 21,728 | $2.322M | 0.1% | $85.73 | — | COM | 502424104 |
| — | CA, INC. | 68,948 | $2.32M | 0.1% | $28.97 | — | COM | 12673P105 |
| — | DISCOVER FINANCIAL SERVICES INC. | 41,378 | $2.315M | 0.1% | $48.57 | — | COM | 254709108 |
| GD | GENERAL DYNAMICS CORP. | 24,051 | $2.298M | 0.1% | $57.39 | +19.7% | COM | 369550108 |
| VWO | VANGUARD FTSE EMERGING MARKETS | 55,800 | $2.296M | 0.1% | $39.37 | — | ETF | 922042858 |
| — | NEWS CORPORATION | 64,288 | $2.262M | 0.1% | $33.49 | — | COM | 90130A101 |
| — | XEROX CORPORATION | 184,482 | $2.245M | 0.1% | $9.30 | — | COM | 984121103 |
| — | AIRGAS, INC. | 20,055 | $2.243M | 0.1% | $98.09 | — | COM | 009363102 |
| D | DOMINION RESOURCES INC. | 34,458 | $2.229M | 0.1% | $37.64 | +2.8% | COM | 25746U109 |
| — | RENTECH, INC. | 1,264,150 | $2.212M | 0.1% | $2.02 | — | COM | 760112102 |
| IEX | IDEX CORPORATION | 29,950 | $2.212M | 0.1% | $51.27 | +15.5% | COM | 45167R104 |
| — | CHUBB CORP., THE | 22,724 | $2.196M | 0.1% | $84.67 | — | COM | 171232101 |
| GT | GOODYEAR TIRE & RUBBER COMPANY, THE | 90,712 | $2.163M | 0.1% | $15.85 | +39.6% | COM | 382550101 |
| PEG | PUBLIC SERVICE ENTERPRISE GROUP INC. | 67,233 | $2.154M | 0.1% | $21.70 | -0.9% | COM | 744573106 |
| — | CABLEVISION SYSTEMS CORP. | 119,900 | $2.15M | 0.1% | $17.60 | — | COM | 12686C109 |
| CENTA | CENTRAL GARDEN & PET CO. | 318,100 | $2.147M | 0.1% | $6.16 | -6.3% | COM | 153527205 |
| SLM | SLM CORPORATION | 81,709 | $2.147M | 0.1% | $7.87 | +16.9% | COM | 78442P106 |
| — | AEROFLEX HOLDING CORP | 326,900 | $2.125M | 0.1% | $6.50 | — | COM | 007767106 |
| — | SEAGATE TECHNOLOGY, INC. | 37,800 | $2.123M | 0.1% | $46.71 | — | COM | G7945M107 |
| — | AETNA, INC. | 30,945 | $2.123M | 0.1% | $63.58 | — | COM | 00817Y108 |
| ADP | AUTOMATIC DATA PROCESSING INC. | 26,210 | $2.118M | 0.1% | $45.59 | +12.9% | COM | 053015103 |
| ANW 4 11/01/18 | AEGEAN MARINE PETROLEUM | 2,000,000 | $2.1M | 0.1% | $1.05 | — | CONV | Y0020QAA9 |
| XLF | SELECT SPDR FINANCIAL SECTOR | 95,881 | $2.096M | 0.1% | $19.49 | — | ETF | 81369Y605 |
| — | MARATHON OIL CORPORATION | 59,140 | $2.088M | 0.1% | $34.58 | — | COM | 565849106 |
| AEP | AMERICAN ELECTRIC POWER CO. INC. | 44,658 | $2.087M | 0.1% | $30.41 | -1.7% | COM | 025537101 |
| HUM | HUMANA, INC. | 19,999 | $2.064M | 0.1% | $71.85 | +23.6% | COM | 444859102 |
| PHM | PULTEGROUP, INC. | 101,047 | $2.058M | 0.1% | $16.68 | -8.7% | COM | 745867101 |
| CSX | CSX CORP. | 71,480 | $2.056M | 0.1% | $6.66 | +10.6% | COM | 126408103 |
| — | HOLLYFRONTIER CORP. | 41,264 | $2.05M | 0.1% | $42.78 | — | COM | 436106108 |
| — | KRAFT FOODS GROUP INC. | 37,997 | $2.049M | 0.1% | $55.87 | — | COM | 50076Q106 |
| ACM | AECOM TECHNOLOGY CORP. | 69,600 | $2.048M | 0.1% | $29.39 | -1.1% | COM | 00766T100 |
| IWF | ISHARES TRUST | 23,800 | $2.046M | 0.1% | $85.97 | — | ETF | 464287614 |
| ZION | ZIONS BANCORPORATION | 67,626 | $2.026M | 0.1% | $27.84 | +3.4% | COM | 989701107 |
| — | ALCOA, INC. | 190,217 | $2.022M | 0.1% | $7.97 | — | COM | 013817101 |
| THG | HANOVER INSURANCE GROUP, INC. | 33,800 | $2.018M | 0.1% | $35.91 | +17.2% | COM | 410867105 |
| PFG | PRINCIPAL FINANCIAL GROUP, INC. | 40,664 | $2.005M | 0.1% | $23.49 | +31.4% | COM | 74251V102 |
| — | LEGG MASON INC. | 45,573 | $1.982M | 0.1% | $40.00 | — | COM | 524901105 |
| — | DST SYSTEMS, INC. | 21,820 | $1.98M | 0.1% | $84.78 | — | COM | 233326107 |
| GEF | GREIF INC. | 37,700 | $1.975M | 0.1% | $31.80 | +5.3% | COM | 397624107 |
| AFL | AFLAC INC. | 29,417 | $1.965M | 0.1% | $20.11 | +22.4% | COM | 001055102 |
| SCHW | CHARLES SCHWAB CORP. | 75,534 | $1.964M | 0.1% | $18.83 | +9.7% | COM | 808513105 |
| — | AON PLC | 23,352 | $1.959M | 0.1% | $72.20 | — | COM | G0408V102 |
| GIS | GENERAL MILLS, INC. | 39,216 | $1.957M | 0.1% | $31.98 | +2.8% | COM | 370334104 |
| EA | ELECTRONIC ARTS, INC. | 85,023 | $1.95M | 0.1% | $22.56 | +3.4% | COM | 285512109 |
| — | STARZ - LIBERTY CAPITAL | 66,695 | $1.95M | 0.1% | $26.98 | — | COM | 85571Q102 |
| ORLY | O'REILLY AUTOMOTIVE, INC. NEW | 14,977 | $1.928M | 0.1% | $7.46 | +13.0% | COM | 67103H107 |
| — | WYNDHAM WORLDWIDE CORP. | 26,131 | $1.926M | 0.1% | $58.92 | — | COM | 98310W108 |
| — | MAGELLAN MIDSTREAM PARTNERS | 30,300 | $1.917M | 0.1% | $60.37 | — | COM | 559080106 |
| WYNN | WYNN RESORTS LTD. | 9,837 | $1.91M | 0.1% | $115.82 | +20.9% | REIT | 983134107 |
| TAP | MOLSON COORS BREWING COMPANY | 33,925 | $1.905M | 0.1% | $37.25 | +7.0% | COM | 60871R209 |
| KEY | KEYCORP | 139,336 | $1.87M | 0.1% | $6.71 | +19.9% | COM | 493267108 |
| — | CHESAPEAKE ENERGY CORPORATION | 2,000,000 | $1.865M | 0.1% | $0.88 | — | CONV | 165167CB1 |
| — | LIFE TECHNOLOGIES CORPORATION | 24,587 | $1.864M | 0.1% | $74.44 | — | COM | 53217V109 |
| VFC | VF CORP. | 29,800 | $1.858M | 0.1% | $49.19 | +6.0% | COM | 918204108 |
| GLW | CORNING, INC. | 104,141 | $1.856M | 0.1% | $10.49 | +14.9% | COM | 219350105 |
| HIG | HARTFORD FINANCIAL SERVICES GROUP INC., THE | 51,170 | $1.854M | 0.1% | $22.63 | +18.2% | COM | 416515104 |
| — | SUPREME INDUSTRIES, INC. | 317,706 | $1.852M | 0.1% | $5.00 | — | COM | 868607102 |
| — | SYMANTEC CORP. | 78,134 | $1.842M | 0.1% | $22.74 | — | COM | 871503108 |
| — | BUNGE LTD. | 22,385 | $1.838M | 0.1% | $71.43 | — | COM | G16962105 |
| NEE | NEXTERA ENERGY INC. | 21,368 | $1.83M | 0.1% | $14.25 | +7.3% | COM | 65339F101 |
| BAX | BAXTER INTERNATIONAL INC. | 26,103 | $1.815M | 0.1% | $30.58 | -4.4% | COM | 071813109 |
| HUN | HUNTSMAN CORPORATION | 73,620 | $1.811M | 0.1% | $18.27 | +24.7% | COM | 447011107 |
| NUS | NU SKIN ENTERPRISES, INC. | 12,980 | $1.794M | 0.1% | $37.42 | +113.7% | COM | 67018T105 |
| PH | PARKER-HANNIFIN CORP. | 13,938 | $1.793M | 0.1% | $82.53 | +15.1% | COM | 701094104 |
| AZO | AUTOZONE INC. | 3,738 | $1.787M | 0.1% | $425.36 | +5.5% | COM | 053332102 |
| — | TIME WARNER CABLE INC. | 13,014 | $1.763M | 0.1% | $112.25 | — | COM | 88732J207 |
| — | LORILLARD INC. | 34,681 | $1.758M | 0.1% | $45.49 | — | COM | 544147101 |
| CENT | CENTRAL GARDEN & PET CO. | 254,400 | $1.748M | 0.1% | $6.33 | -9.4% | COM | 153527106 |
| VLO | VALERO ENERGY CORP. | 34,121 | $1.72M | 0.1% | $24.01 | +11.8% | COM | 91913Y100 |
| A | AGILENT TECHNOLOGIES INC. | 29,556 | $1.69M | 0.1% | $29.48 | +16.6% | COM | 00846U101 |
| — | BUCKEYE PARTNERS LP | 23,600 | $1.676M | 0.1% | $68.88 | — | COM | 118230101 |
| FIS | FIDELITY NATIONAL INFORMATION SERVICES INC. | 31,160 | $1.673M | 0.1% | $35.14 | +14.0% | COM | 31620M106 |
| BDX | BECTON DICKINSON & CO. | 15,118 | $1.67M | 0.1% | $78.11 | +9.8% | COM | 075887109 |
| PCG | PG&E CORP. | 41,435 | $1.669M | 0.1% | $37.98 | -7.1% | COM | 69331C108 |
| — | CBS CORP. | 26,127 | $1.665M | 0.1% | $48.87 | — | COM | 124857202 |
| — | CIT GROUP, INC. | 31,600 | $1.647M | 0.1% | $46.63 | — | COM | 125581801 |
| CMCO | COLUMBUS MCKINNON CORPORATION | 60,364 | $1.638M | 0.1% | $17.84 | +33.4% | COM | 199333105 |
| — | ACTAVIS PLC | 9,737 | $1.636M | 0.1% | $168.02 | — | COM | G0083B108 |
| — | ALLERGAN INC. | 14,696 | $1.632M | 0.1% | $84.96 | — | COM | 018490102 |
| — | FTD COS INC | 50,000 | $1.629M | 0.1% | $32.58 | — | COM | 30281V108 |
| EBAY | EBAY INC. | 29,672 | $1.629M | 0.1% | $19.85 | -0.8% | COM | 278642103 |
| — | GANNETT COMPANY, INC. | 54,883 | $1.623M | 0.1% | $26.59 | — | COM | 364730101 |
| NWS | NEWS CORP | 90,000 | $1.605M | 0.1% | $14.49 | +6.1% | COM | 65249B208 |
| ICE | INTERCONTINENTALEXCHANGE GROUP, INC. | 7,101 | $1.597M | 0.1% | $35.28 | 0.0% | COM | 45866F104 |
| MRSH | MARSH & MCLENNAN COMPANIES INC. | 32,943 | $1.593M | 0.1% | $31.19 | +19.9% | COM | 571748102 |
| WM | WASTE MANAGEMENT INC. | 35,339 | $1.586M | 0.1% | $31.85 | +6.4% | COM | 94106L109 |
| ED | CONSOLIDATED EDISON, INC. | 28,651 | $1.584M | 0.1% | $37.08 | -3.2% | COM | 209115104 |
| — | GENERAL MOTORS CO | 50,805 | $1.583M | 0.1% | $24.29 | — | WAR | 37045V118 |
| CMA | COMERICA INC. | 33,007 | $1.569M | 0.1% | $26.39 | +8.6% | COM | 200340107 |
| FXI | ISHARES TRUST | 40,700 | $1.561M | 0.1% | $32.63 | — | ETF | 464287184 |
| NTAP | NETAPP INC. | 37,467 | $1.541M | 0.1% | $27.70 | +8.9% | COM | 64110D104 |
| — | ST. JUDE MEDICAL INC. | 24,829 | $1.538M | 0.1% | $46.68 | — | COM | 790849103 |
| INGR | INGREDION INCORPORATED | 22,471 | $1.538M | 0.1% | $70.28 | -3.8% | COM | 457187102 |
| GNW | GENWORTH HOLDINGS INC. | 97,653 | $1.517M | 0.1% | $10.41 | +38.7% | COM | 37247D106 |
| BSX | BOSTON SCIENTIFIC CORP. | 125,325 | $1.506M | 0.1% | $9.67 | +22.1% | COM | 101137107 |
| — | TOTAL FINA ELF SA | 24,390 | $1.494M | 0.1% | $48.71 | — | COM | 89151E109 |
| — | RESOLUTE FOREST PRODUCTS, INC. | 92,613 | $1.484M | 0.1% | $13.17 | — | COM | 76117W109 |
| — | TOTAL SYSTEM SERVICES INC. | 44,528 | $1.482M | 0.1% | $28.75 | — | COM | 891906109 |
| NFLX | NETFLIX INC | 4,016 | $1.479M | 0.1% | $3.08 | +59.4% | COM | 64110L106 |
| — | AGL RESOURCES INC. | 31,124 | $1.47M | 0.1% | $45.33 | — | COM | 001204106 |
| JBL | JABIL CIRCUIT INC. | 83,749 | $1.461M | 0.1% | $19.00 | -4.5% | COM | 466313103 |
| — | MCGRAW-HILL COMPANIES, THE | 18,627 | $1.457M | 0.1% | $53.19 | — | COM | 580645109 |
| — | COCA-COLA ENTERPRISES, INC. | 32,863 | $1.45M | 0.1% | $39.96 | — | COM | 19122T109 |
| — | BALLY TECHNOLOGIES INC. | 18,400 | $1.443M | 0.1% | $67.55 | — | COM | 05874B107 |
| BHP | B H P BILLITON LTD | 21,015 | $1.433M | 0.1% | $57.67 | — | ADR | 088606108 |
| — | REGENT BROADCASTING LLC | 704,626 | $1.43M | 0.1% | $2.03 | — | WAR | 75686RNN9 |
| — | STARWOOD HOTELS & RESORTS WORLDWIDE INC. | 17,875 | $1.42M | 0.1% | $63.19 | — | COM | 85590A401 |
| — | COVIDIEN PLC | 20,800 | $1.416M | 0.1% | $62.59 | — | COM | G2554F113 |
| — | NEWARK GROUP INC., THE | 546,783 | $1.408M | 0.1% | $2.38 | — | COM | 650341MM9 |
| CPA | COPA HOLDINGS SA | 8,680 | $1.39M | 0.1% | $91.08 | +14.9% | COM | P31076105 |
| ARLP | ALLIANCE RESOURCE PARTNERS | 17,995 | $1.386M | 0.1% | $73.18 | — | COM | 01877R108 |
| BXP | BOSTON PROPERTIES INC. | 13,770 | $1.382M | 0.1% | $62.52 | -1.2% | REIT | 101121101 |
| DE | DEERE & COMPANY | 15,031 | $1.373M | 0.1% | $66.86 | +0.9% | COM | 244199105 |
| MTB | M&T BANK CORP. | 11,794 | $1.373M | 0.1% | $72.91 | +11.7% | COM | 55261F104 |
| — | REGAL ENTERTAINMENT GROUP | 70,100 | $1.363M | 0.1% | $18.98 | — | COM | 758766109 |
| — | PROGRESSIVE WASTE SOLUTIONS LTD. | 55,000 | $1.361M | 0.1% | $21.51 | — | COM | 74339G101 |
| — | INGERSOLL-RAND PLC | 22,100 | $1.361M | 0.1% | $57.23 | — | COM | G47791101 |
| — | EL PASO PIPELINE PARTNERS LP | 37,710 | $1.358M | 0.1% | $41.89 | — | COM | 283702108 |
| — | CHESAPEAKE ENERGY CORP. | 49,988 | $1.357M | 0.1% | $23.67 | — | COM | 165167107 |
| CMI | CUMMINS INC. | 9,538 | $1.345M | 0.1% | $84.65 | +13.8% | COM | 231021106 |
| — | PETSMART, INC. | 18,300 | $1.331M | 0.1% | $66.98 | — | COM | 716768106 |
| — | WHITING PETROLEUM CORP. | 21,500 | $1.33M | 0.1% | $61.86 | — | COM | 966387102 |
| HST | HOST HOTELS & RESORTS INC. | 68,388 | $1.329M | 0.1% | $11.39 | 0.0% | REIT | 44107P104 |
| TROW | T ROWE PRICE GROUP, INC. | 15,792 | $1.323M | 0.1% | $48.78 | +3.5% | COM | 74144T108 |
| MUR | MURPHY OIL CORP. | 20,333 | $1.319M | 0.1% | $36.46 | +10.7% | COM | 626717102 |
| — | ENDURANCE SPECIALTY HOLDINGS LTD. | 22,300 | $1.308M | 0.1% | $54.45 | — | COM | G30397106 |
| PPL | PPL CORP. | 43,002 | $1.294M | 0.1% | $16.38 | -0.0% | COM | 69351T106 |
| DECK | DECKERS OUTDOOR CORP | 15,300 | $1.292M | 0.1% | $10.92 | +13.0% | COM | 243537107 |
| EXPE | EXPEDIA INC. | 18,540 | $1.291M | 0.1% | $54.98 | -0.1% | COM | 30212P303 |
| RS | RELIANCE STEEL & ALUMINUM CO. | 16,945 | $1.285M | 0.1% | $68.68 | +7.6% | COM | 759509102 |
| LVS | LAS VEGAS SANDS CORP. | 16,200 | $1.278M | 0.1% | $41.54 | +22.2% | COM | 517834107 |
| UTHR | UNITED THERAPEUTICS CORP | 11,300 | $1.278M | 0.1% | $67.61 | +33.4% | COM | 91307C102 |
| — | NABORS INDUSTRIES LTD | 75,164 | $1.277M | 0.1% | $15.82 | — | COM | G6359F103 |
| — | MEAD JOHNSON NUTRITION COMPANY | 15,236 | $1.276M | 0.1% | $80.93 | — | COM | 582839106 |
| — | SPIRIT AEROSYSTEMS HOLDINGS INC | 37,300 | $1.271M | 0.1% | $34.08 | — | COM | 848574109 |
| — | SPECTRA ENERGY CORP | 35,635 | $1.269M | 0.1% | $35.35 | — | COM | 847560109 |
| — | NORDSTROM, INC. | 20,519 | $1.268M | 0.1% | $59.95 | — | COM | 655664100 |
| — | ACTIVISION BLIZZARD, INC. | 71,100 | $1.268M | 0.1% | $15.84 | — | COM | 00507V109 |
| WLK | WESTLAKE CHEMICAL CORPORATION | 10,310 | $1.259M | 0.1% | $40.04 | +18.2% | COM | 960413102 |
| — | SAFEWAY INC. | 38,521 | $1.255M | 0.1% | $23.66 | — | COM | 786514208 |
| BEN | FRANKLIN RESOURCES INC. | 21,725 | $1.254M | 0.1% | $29.49 | +9.0% | COM | 354613101 |
| CF | CF INDUSTRIES HOLDINGS, INC. | 5,380 | $1.254M | 0.1% | $27.75 | +13.5% | COM | 125269100 |
| — | KANSAS CITY SOUTHERN | 10,105 | $1.251M | 0.1% | $105.97 | — | COM | 485170302 |
| — | DENBURY RESOURCES INC. | 75,597 | $1.242M | 0.1% | $16.62 | — | COM | 247916208 |
| FE | FIRSTENERGY CORP. | 37,550 | $1.238M | 0.1% | $24.41 | -13.3% | COM | 337932107 |
| ROK | ROCKWELL AUTOMATION INC. | 10,409 | $1.23M | 0.1% | $67.54 | +29.4% | COM | 773903109 |
| PKG | PACKAGING CORP. OF AMERICA | 19,300 | $1.221M | 0.1% | $35.11 | +21.1% | COM | 695156109 |
| AMAT | APPLIED MATERIALS INC. | 68,406 | $1.21M | 0.1% | $13.84 | +7.3% | COM | 038222105 |
| HP | HELMERICH & PAYNE, INC. | 14,340 | $1.206M | 0.1% | $62.40 | +24.7% | COM | 423452101 |
| — | PEABODY ENERGY CORPORATION | 61,530 | $1.202M | 0.1% | $15.29 | — | COM | 704549104 |
| SO | SOUTHERN COMPANY | 29,007 | $1.192M | 0.0% | $26.31 | -6.6% | COM | 842587107 |
| — | BED BATH & BEYOND INC. | 14,837 | $1.191M | 0.0% | $73.57 | — | COM | 075896100 |
| MU | MICRON TECHNOLOGY INC. | 54,550 | $1.187M | 0.0% | $10.81 | +75.4% | COM | 595112103 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION | 11,737 | $1.185M | 0.0% | $40.38 | 0.0% | COM | 192446102 |
| CDW | CDW CORP/DE | 50,500 | $1.18M | 0.0% | $19.65 | 0.0% | COM | 12514G108 |
| — | GREEN MOUNTAIN COFFEE ROASTERS INC. | 15,600 | $1.179M | 0.0% | $75.19 | — | COM | 393122106 |
| — | WEIGHT WATCHERS INTERNATIONAL INC. | 35,700 | $1.176M | 0.0% | $34.34 | — | COM | 948626106 |
| — | GENERAL MOTORS CO | 50,805 | $1.175M | 0.0% | $16.63 | — | WAR | 37045V126 |
| — | SCRIPPS NETWORKS INTERACTIVE INC. | 13,496 | $1.166M | 0.0% | $75.64 | — | COM | 811065101 |
| EEM | ISHARES MSCI | 13,779 | $1.165M | 0.0% | — | — | Put | 464287234 |
| AXS | AXIS CAPITAL HOLDINGS LTD. | 24,400 | $1.161M | 0.0% | $32.83 | +3.7% | COM | G0692U109 |
| — | ONEOK PARTNERS LP | 21,625 | $1.139M | 0.0% | $51.49 | — | COM | 68268N103 |
| — | NOBLE CORPORATION | 30,100 | $1.128M | 0.0% | $37.48 | — | COM | G65431101 |
| BWA | BORGWARNER INC. | 20,080 | $1.123M | 0.0% | $35.11 | +10.9% | COM | 099724106 |
| COR | AMERISOURCEBERGEN CORP. | 15,967 | $1.123M | 0.0% | $38.92 | +24.7% | COM | 03073E105 |
| UHAL | AMERCO | 4,710 | $1.12M | 0.0% | $16.78 | +28.1% | COM | 023586100 |
| FLR | FLUOR CORP. | 13,856 | $1.112M | 0.0% | $53.56 | +26.3% | COM | 343412102 |
| IVZ | INVESCO LTD. | 30,335 | $1.104M | 0.0% | $19.25 | +5.4% | COM | G491BT108 |
| — | DELPHI AUTOMOTIVE PLC | 18,300 | $1.1M | 0.0% | $50.68 | — | COM | G27823106 |
| — | TRW AUTOMOTIVE HOLDINGS CORP. | 14,790 | $1.1M | 0.0% | $68.92 | — | COM | 87264S106 |
| LKQ | LKQ CORPORATION | 33,000 | $1.086M | 0.0% | $21.42 | +36.8% | COM | 501889208 |
| ETR | ENTERGY CORP | 16,909 | $1.07M | 0.0% | $20.04 | -2.5% | COM | 29364G103 |
| DVN | DEVON ENERGY CORP. | 17,214 | $1.065M | 0.0% | $37.55 | +9.3% | COM | 25179M103 |
| — | LEUCADIA NATIONAL CORPORATION | 36,935 | $1.047M | 0.0% | $26.22 | — | COM | 527288104 |
| — | LIBERTY INTERACTIVE CORPORATION | 8,540 | $1.047M | 0.0% | $85.00 | — | COM | 53071M880 |
| — | FRONTIER COMMUNICATIONS CORP. | 225,045 | $1.046M | 0.0% | $4.45 | — | COM | 35906A108 |
| MCHP | MICROCHIP TECHNOLOGY INC. | 23,345 | $1.045M | 0.0% | $15.00 | +7.8% | COM | 595017104 |
| BIIB | BIOGEN IDEC INC. | 3,736 | $1.045M | 0.0% | $213.68 | +21.0% | COM | 09062X103 |
| — | HESS CORP | 12,579 | $1.044M | 0.0% | $66.51 | — | COM | 42809H107 |
| IFF | INTL FLAVORS & FRAGRANCES | 12,113 | $1.041M | 0.0% | $60.01 | +6.5% | COM | 459506101 |
| MSI | MOTOROLA SOLUTIONS INC. | 15,371 | $1.038M | 0.0% | $48.79 | +6.8% | COM | 620076307 |
| WAB | WABTEC CORPORATION | 13,750 | $1.021M | 0.0% | $49.35 | +27.8% | COM | 929740108 |
| — | ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG | 9,020 | $1.018M | 0.0% | $94.60 | — | COM | H01531104 |
| — | ALLIANCE HOLDINGS GP LP | 17,470 | $1.018M | 0.0% | $60.93 | — | COM | 01861G100 |
| JAZZ | JAZZ PHARMACEUTICALS, INC | 7,970 | $1.009M | 0.0% | $70.29 | +47.2% | COM | G50871105 |
| — | URS CORPORATION | 19,000 | $1.007M | 0.0% | $48.44 | — | COM | 903236107 |
| MCO | MOODY'S CORPORATION | 12,765 | $1.002M | 0.0% | $53.10 | +21.5% | COM | 615369105 |
| — | CENTURYLINK, INC. | 31,158 | $992K | 0.0% | $35.34 | — | COM | 156700106 |
| HSY | HERSHEY COMPANY, THE | 10,166 | $988K | 0.0% | $67.45 | +7.0% | COM | 427866108 |
| — | FLIR SYSTEMS, INC. | 32,687 | $984K | 0.0% | $30.51 | — | COM | 302445101 |
| KLAC | KLA-TENCOR CORP. | 15,187 | $979K | 0.0% | $33.95 | +17.2% | COM | 482480100 |
| XEL | XCEL ENERGY INC. | 34,929 | $976K | 0.0% | $19.75 | -3.5% | COM | 98389B100 |
| DORM | DORMAN PRODUCTS, INC. | 17,400 | $976K | 0.0% | $43.03 | +16.8% | COM | 258278100 |
| — | DR PEPPER SNAPPLE GROUP INC. | 20,014 | $975K | 0.0% | $47.57 | — | COM | 26138E109 |
| PGR | PROGRESSIVE CORP., THE | 35,648 | $972K | 0.0% | $17.04 | +6.7% | COM | 743315103 |
| KSS | KOHL'S CORP. | 17,091 | $970K | 0.0% | $49.73 | +10.2% | COM | 500255104 |
| — | CORE LABORATORIES N.V. | 5,067 | $968K | 0.0% | $169.19 | — | COM | N22717107 |
| BALL | BALL CORPORATION | 18,722 | $967K | 0.0% | $20.77 | +3.9% | COM | 058498106 |
| RF | REGIONS FINANCIAL CORP. | 97,668 | $966K | 0.0% | $5.80 | +11.3% | COM | 7591EP100 |
| — | BB&T CORP. | 25,561 | $954K | 0.0% | $33.80 | — | COM | 054937107 |
| — | PIONEER NATURAL RESOURCES CO. | 5,184 | $954K | 0.0% | $187.11 | — | COM | 723787107 |
| SRE | SEMPRA ENERGY | 10,604 | $952K | 0.0% | $28.45 | +7.3% | COM | 816851109 |
| — | CAREFUSION CORP. | 23,838 | $949K | 0.0% | $36.88 | — | COM | 14170T101 |
| — | LIMITED BRANDS INC. | 15,200 | $940K | 0.0% | $51.87 | — | COM | 501797104 |
| RIG | TRANSOCEAN LTD. | 19,000 | $939K | 0.0% | $48.94 | 0.0% | COM | H8817H100 |
| — | APOLLO GROUP INC. | 34,000 | $929K | 0.0% | $17.72 | — | COM | 037604105 |
| — | WHOLE FOODS MARKET INC. | 16,022 | $927K | 0.0% | $51.50 | — | COM | 966837106 |
| — | NEWFIELD EXPLORATION CO. | 37,600 | $926K | 0.0% | $24.63 | — | COM | 651290108 |
| — | TE CONNECTIVITY LTD. | 16,800 | $926K | 0.0% | $45.54 | — | COM | H8912P106 |
| — | XILINX INC. | 20,127 | $924K | 0.0% | $43.77 | — | COM | 983919101 |
| — | TARGA RESOURCES PARTNERS LP | 17,615 | $921K | 0.0% | $51.64 | — | COM | 87611X105 |
| — | XLIT LTD. | 28,935 | $921K | 0.0% | $30.32 | — | COM | G98290102 |
| CE | CELANESE CORPORATION | 16,610 | $919K | 0.0% | $37.17 | +18.7% | COM | 150870103 |
| — | BOARDWALK PIPELINE PARTNERS LP | 35,900 | $916K | 0.0% | $28.59 | — | COM | 096627104 |
| — | SUNTRUST BANKS, INC. | 24,800 | $913K | 0.0% | $31.57 | — | COM | 867914103 |
| ZBRA | ZEBRA TECHNOLOGIES CORP. | 16,850 | $911K | 0.0% | $48.43 | +3.5% | COM | 989207105 |
| PSA | PUBLIC STORAGE | 6,020 | $906K | 0.0% | $100.16 | 0.0% | REIT | 74460D109 |
| CME | CME GROUP INC. | 11,515 | $903K | 0.0% | $39.16 | +21.1% | COM | 12572Q105 |
| — | TD AMERITRADE HOLDING CORP. | 29,400 | $901K | 0.0% | $26.19 | — | COM | 87236Y108 |
| NVDA | NVIDIA CORP. | 56,111 | $899K | 0.0% | $0.32 | +13.3% | COM | 67066G104 |
| CNP | CENTERPOINT ENERGY INC. | 38,566 | $894K | 0.0% | $15.33 | +2.4% | COM | 15189T107 |
| UHS | UNIVERSAL HEALTH SERVICES INC. | 11,000 | $894K | 0.0% | $67.65 | +12.5% | COM | 913903100 |
| HII | HUNTINGTON INGALLS INDUSTRIES INC. | 9,900 | $891K | 0.0% | $48.52 | +28.5% | COM | 446413106 |
| — | PENTAIR LTD. | 11,452 | $889K | 0.0% | $77.63 | — | COM | H6169Q108 |
| — | OMNICARE, INC. | 14,700 | $887K | 0.0% | $47.69 | — | COM | 681904108 |
| ZBH | ZIMMER HOLDINGS INC. | 9,439 | $880K | 0.0% | $67.30 | +16.3% | COM | 98956P102 |
| HLF | HERBALIFE LTD. | 11,180 | $880K | 0.0% | $20.94 | +64.4% | COM | G4412G101 |
| — | SIGMA-ALDRICH CORP. | 9,365 | $880K | 0.0% | $89.33 | — | COM | 826552101 |
| — | BROADCOM CORPORATION | 29,388 | $871K | 0.0% | $33.09 | — | COM | 111320107 |
| EQR | EQUITY RESIDENTIAL | 16,757 | $869K | 0.0% | $29.24 | 0.0% | REIT | 29476L107 |
| — | AMERIGAS PARTNERS LP | 19,365 | $863K | 0.0% | $43.51 | — | COM | 030975106 |
| — | OASIS PETROLEUM INC. | 18,300 | $860K | 0.0% | $46.99 | — | COM | 674215108 |
| CYH | COMMUNITY HEALTH SYSTEMS INC. | 21,600 | $848K | 0.0% | $35.81 | -4.1% | COM | 203668108 |
| — | OWENS-ILLINOIS INC. | 23,538 | $842K | 0.0% | $27.88 | — | COM | 690768403 |
| — | ASHLAND, INC. | 8,585 | $833K | 0.0% | $90.38 | — | COM | 044209104 |
| — | CST BRANDS INC. | 22,600 | $830K | 0.0% | $32.30 | — | COM | 12646R105 |
| OMC | OMNICOM GROUP INC. | 11,145 | $829K | 0.0% | $40.84 | +13.1% | COM | 681919106 |
| — | ENBRIDGE ENERGY PARTNERS | 27,675 | $827K | 0.0% | $30.29 | — | COM | 29250R106 |
| — | LEXMARK INTERNATIONAL INC. | 23,174 | $823K | 0.0% | $31.74 | — | COM | 529771107 |
| — | JACOBS ENGINEERING GROUP, INC. | 13,044 | $822K | 0.0% | $56.58 | — | COM | 469814107 |
| AME | AMETEK INC. | 15,475 | $815K | 0.0% | $41.16 | +8.2% | COM | 031100100 |
| — | WESTERN REFINING, INC. | 19,100 | $810K | 0.0% | $28.22 | — | COM | 959319104 |
| — | ENDO PHARMACEUTICALS HOLDINGS INC. | 11,800 | $796K | 0.0% | $37.82 | — | COM | 29264F205 |
| ADI | ANALOG DEVICES INC. | 15,593 | $794K | 0.0% | $34.73 | +8.4% | COM | 032654105 |
| — | TERRA NITROGEN COMPANY LP | 5,621 | $793K | 0.0% | $204.55 | — | COM | 881005201 |
| — | B T U INTERNATIONAL, INC. | 269,856 | $788K | 0.0% | $2.40 | — | COM | 056032105 |
| CASY | CASEY'S GENERAL STORES INC | 11,150 | $783K | 0.0% | $53.46 | +24.6% | COM | 147528103 |
| — | REYNOLDS AMERICAN INC. | 15,642 | $782K | 0.0% | $48.65 | — | COM | 761713106 |
| — | DOMTAR CORPORATION | 8,270 | $780K | 0.0% | $66.49 | — | COM | 257559203 |
| ITW | ILLINOIS TOOL WORKS INC. | 9,115 | $766K | 0.0% | $49.85 | +19.3% | COM | 452308109 |
| — | SUPERIOR ENERGY SERVICES INC. | 28,700 | $764K | 0.0% | $26.34 | — | COM | 868157108 |
| — | APPROACH RESOURCES, INC. | 39,546 | $763K | 0.0% | $24.58 | — | COM | 03834A103 |
| — | CLIFFS NATURAL RESOURCES, INC. | 29,121 | $763K | 0.0% | $17.27 | — | COM | 18683K101 |
| — | EXELIS INC. | 40,000 | $762K | 0.0% | $14.12 | — | COM | 30162A108 |
| DLTR | DOLLAR TREE, INC. | 13,420 | $757K | 0.0% | $57.61 | 0.0% | COM | 256746108 |
| — | GSE SYSTEMS INC | 472,100 | $755K | 0.0% | $1.51 | — | COM | 36227K106 |
| — | NOBLE ENERGY, INC. | 11,047 | $752K | 0.0% | $62.99 | — | COM | 655044105 |
| — | LINKEDIN CORP | 3,470 | $752K | 0.0% | $203.45 | — | COM | 53578A108 |
| TEX | TEREX CORP. | 17,900 | $752K | 0.0% | $31.90 | +13.6% | COM | 880779103 |
| RPM | RPM INTERNATIONAL INC. | 18,070 | $750K | 0.0% | $34.85 | +11.7% | COM | 749685103 |
| CLX | CLOROX COMPANY | 8,070 | $749K | 0.0% | $60.00 | +6.3% | COM | 189054109 |
| — | SPRINT CORP. | 68,979 | $742K | 0.0% | $6.21 | — | COM | 85207U105 |
| — | TORCHMARK CORP. | 9,453 | $739K | 0.0% | $68.20 | — | COM | 891027104 |
| WY | WEYERHAEUSER CO. | 23,403 | $739K | 0.0% | $18.76 | +0.3% | COM | 962166104 |
| NGL | NGL ENERGY PARTNERS LP | 21,425 | $739K | 0.0% | $32.02 | — | COM | 62913M107 |
| ADBE | ADOBE SYSTEMS INC. | 12,295 | $736K | 0.0% | $44.66 | +23.7% | COM | 00724F101 |
| AGO | ASSURED GUARANTY, LTD. | 31,100 | $734K | 0.0% | $17.53 | +0.6% | COM | G0585R106 |
| NDAQ | NASDAQ OMX GROUP, INC., THE | 18,367 | $731K | 0.0% | $9.22 | +9.1% | COM | 631103108 |
| — | BABSON CAP PARTN INVS TRUST | 56,244 | $724K | 0.0% | $14.57 | — | COM | 05616B100 |
| — | MRC GLOBAL INC. | 22,400 | $723K | 0.0% | $32.28 | — | COM | 55345K103 |
| — | CRANE CO. | 10,668 | $717K | 0.0% | $60.21 | — | COM | 224399105 |
| L | LOEWS CORP. | 14,846 | $716K | 0.0% | $42.33 | +6.3% | COM | 540424108 |
| MAN | MANPOWERGROUP INC. | 8,300 | $713K | 0.0% | $63.14 | +26.7% | COM | 56418H100 |
| SGU | STAR GAS PARTNERS LP | 135,675 | $712K | 0.0% | $4.88 | +10.4% | COM | 85512C105 |
| — | KELLOGG CO. | 11,603 | $709K | 0.0% | $38.95 | -3.0% | COM | 487836108 |
| — | BROCADE COMMUNICATIONS SYSTEMS INC. | 79,900 | $709K | 0.0% | $6.65 | — | COM | 111621306 |
| — | MARVELL TECHNOLOGY GROUP, LTD | 48,800 | $702K | 0.0% | $11.62 | — | COM | G5876H105 |
| — | DCP MIDSTREAM PARTNERS LP | 13,870 | $698K | 0.0% | $49.86 | — | COM | 23311P100 |
| MAS | MASCO CORP. | 30,619 | $697K | 0.0% | $15.09 | +3.0% | COM | 574599106 |
| ROP | ROPER INDUSTRIES INC. | 5,027 | $697K | 0.0% | $113.55 | +6.4% | COM | 776696106 |
| — | WADDELL & REED FINANCIAL INC. | 10,700 | $697K | 0.0% | $50.78 | — | COM | 930059100 |
| SAIC | SCIENCE APPLICATIONS INTERNATIONAL CORP. | 21,056 | $696K | 0.0% | $31.48 | +10.4% | COM | 808625107 |
| CHD | CHURCH & DWIGHT CO., INC. | 10,460 | $693K | 0.0% | $26.08 | +4.5% | COM | 171340102 |
| WCC | WESCO INTERNATIONAL INC. | 7,600 | $692K | 0.0% | $69.34 | +16.9% | COM | 95082P105 |
| CBOE | CBOE HOLDINGS INC | 13,100 | $681K | 0.0% | $36.72 | +16.0% | COM | 12503M108 |
| DTE | DTE ENERGY CO. | 10,237 | $680K | 0.0% | $38.29 | -0.7% | COM | 233331107 |
| RES | RPC, INC. | 37,950 | $677K | 0.0% | $11.27 | +29.7% | COM | 749660106 |
| — | NISKA GAS STORAGE PARTNERS LLC | 45,900 | $677K | 0.0% | $15.02 | — | COM | 654678101 |
| UGP | ULTRAPAR PARTICIPACOES SA | 28,575 | $676K | 0.0% | $23.94 | — | ADR | 90400P101 |
| — | ROVI CORPORATION | 34,300 | $675K | 0.0% | $20.86 | — | COM | 779376102 |
| MOS | MOSAIC CO., THE | 14,200 | $671K | 0.0% | $42.98 | -15.4% | COM | 61945C103 |
| — | EXTERRAN PARTNERS LP | 22,100 | $668K | 0.0% | $29.78 | — | COM | 30225N105 |
| FMC | F M C CORPORATION | 8,840 | $667K | 0.0% | $43.12 | +14.1% | COM | 302491303 |
| — | STANCORP FINANCIAL GROUP INC. | 10,058 | $666K | 0.0% | $54.98 | — | COM | 852891100 |
| — | CAPITALSOURCE INC. | 45,900 | $660K | 0.0% | $11.87 | — | COM | 14055X102 |
| — | LIBERTY MEDIA CORP | 4,510 | $660K | 0.0% | $130.11 | — | COM | 531229102 |
| — | NUSTAR ENERGY LP | 12,900 | $658K | 0.0% | $46.31 | — | COM | 67058H102 |
| — | FOREST LABORATORIES, INC. | 10,950 | $657K | 0.0% | $42.81 | — | COM | 345838106 |
| CRM | SALESFORCE.COM INC. | 11,864 | $655K | 0.0% | $49.50 | +6.8% | COM | 79466L302 |
| NRG | NRG ENERGY INC. | 22,720 | $653K | 0.0% | $21.45 | 0.0% | COM | 629377508 |
| SEIC | SEI INVESTMENTS COMPANY | 18,600 | $646K | 0.0% | $28.58 | 0.0% | COM | 784117103 |
| — | ANNALY CAPITAL MANAGEMENT, INC. | 64,460 | $643K | 0.0% | $12.53 | — | REIT | 035710409 |
| — | CHIMERA INVESTMENT CORP | 207,100 | $642K | 0.0% | $3.01 | — | REIT | 16934Q109 |
| ILMN | ILLUMINA, INC. | 5,800 | $642K | 0.0% | $70.88 | +29.2% | COM | 452327109 |
| TMHC | TAYLOR MORRISON HOME CORP | 28,600 | $642K | 0.0% | $21.52 | 0.0% | COM | 87724P106 |
| ROST | ROSS STORES, INC. | 8,518 | $638K | 0.0% | $28.26 | +17.9% | COM | 778296103 |
| MGM | MGM RESORTS INTERNATIONAL | 27,100 | $637K | 0.0% | $14.72 | +30.7% | COM | 552953101 |
| INTU | INTUIT, INC. | 8,349 | $637K | 0.0% | $55.75 | +16.6% | COM | 461202103 |
| AOS | AO SMITH CORP | 11,800 | $636K | 0.0% | $15.38 | +37.8% | COM | 831865209 |
| — | PARTNERRE LTD. | 6,000 | $633K | 0.0% | $90.61 | — | COM | G6852T105 |
| CMS | CMS ENERGY CORP. | 23,613 | $632K | 0.0% | $19.06 | -2.3% | COM | 125896100 |
| PWR | QUANTA SERVICES, INC. | 20,037 | $632K | 0.0% | $28.83 | 0.0% | COM | 74762E102 |
| — | AGRIUM, INC. | 6,885 | $630K | 0.0% | $86.93 | — | COM | 008916108 |
| — | MYLAN INC. | 14,506 | $630K | 0.0% | $31.02 | — | COM | 628530107 |
| NWL | NEWELL RUBBERMAID INC. | 19,421 | $629K | 0.0% | $16.79 | +13.2% | COM | 651229106 |
| — | IAC/INTERACTIVECORP | 9,100 | $625K | 0.0% | $68.68 | — | COM | 44919P508 |
| — | FREESCALE SEMICONDUCTOR, LTD | 38,900 | $624K | 0.0% | $13.82 | — | COM | G3727Q101 |
| — | TECH DATA CORPORATION | 12,100 | $624K | 0.0% | $49.88 | — | COM | 878237106 |
| BBSI | BARRETT BUSINESS SERV, INC. | 6,700 | $621K | 0.0% | $11.62 | +44.7% | COM | 068463108 |
| — | C R BARD, INC. | 4,626 | $620K | 0.0% | $108.76 | — | COM | 067383109 |
| — | ESSEX RENTAL CORPORATION | 189,350 | $619K | 0.0% | $4.11 | — | COM | 297187106 |
| — | HCP INC. | 17,011 | $618K | 0.0% | $36.33 | — | REIT | 40414L109 |
| CMG | CHIPOTLE MEXICAN GRILL, INC. | 1,153 | $614K | 0.0% | $8.09 | +25.8% | COM | 169656105 |
| CINF | CINCINNATI FINANCIAL CORP. | 11,720 | $614K | 0.0% | $32.92 | +8.0% | COM | 172062101 |
| DDS | DILLARD'S, INC. | 6,300 | $612K | 0.0% | $62.60 | +2.5% | COM | 254067101 |
| ACGL | ARCH CAPITAL GROUP LTD. | 10,200 | $609K | 0.0% | $16.55 | +10.2% | COM | G0450A105 |
| XLE | SELECT SPDR ENERGY SECTOR | 6,850 | $606K | 0.0% | $80.47 | — | ETF | 81369Y506 |
| — | NORTHEAST UTILITIES | 14,264 | $605K | 0.0% | $41.95 | — | COM | 664397106 |
| MYGN | MYRIAD GENETICS, INC. | 28,700 | $602K | 0.0% | $27.86 | -9.2% | COM | 62855J104 |
| — | LIONS GATE ENTERTAINMENT INC. | 19,000 | $602K | 0.0% | $35.02 | — | COM | 535919203 |
| — | PROTECTIVE LIFE CORP. | 11,866 | $601K | 0.0% | $45.20 | — | COM | 743674103 |
| — | CLOUD PEAK ENERGY INC | 33,255 | $599K | 0.0% | $15.70 | — | COM | 18911Q102 |
| — | HANESBRANDS INC. | 8,500 | $597K | 0.0% | $51.55 | — | COM | 410345102 |
| LPLA | LPL FINANCIAL HOLDINGS, INC. | 12,700 | $597K | 0.0% | $41.96 | 0.0% | COM | 50212V100 |
| DG | DOLLAR GENERAL CORP. | 9,900 | $597K | 0.0% | $48.06 | +6.3% | COM | 256677105 |
| KIM | KIMCO REALTY CORP. | 30,177 | $596K | 0.0% | $12.61 | -7.8% | REIT | 49446R109 |
| — | CON-WAY INC. | 15,000 | $596K | 0.0% | $43.07 | — | COM | 205944101 |
| MAC | MACERICH COMPANY, THE | 10,095 | $594K | 0.0% | $58.93 | — | REIT | 554382101 |
| — | MEDIDATA SOLUTIONS INC | 9,800 | $594K | 0.0% | $69.08 | — | COM | 58471A105 |
| COST | COSTCO WHOLESALE CORP. | 4,984 | $593K | 0.0% | $87.71 | +8.5% | COM | 22160K105 |
| XYL | XYLEM INC. | 17,056 | $590K | 0.0% | $27.59 | 0.0% | COM | 98419M100 |
| — | CHICAGO BRIDGE & IRON COMPANY N.V. | 7,100 | $590K | 0.0% | $60.26 | — | COM | 167250109 |
| FLS | FLOWSERVE CORP. | 7,451 | $587K | 0.0% | $43.03 | +28.7% | COM | 34354P105 |
| MAT | MATTEL INC. | 12,251 | $583K | 0.0% | $44.72 | -0.4% | COM | 577081102 |
| ETN | EATON CORPORATION PLC | 7,629 | $581K | 0.0% | $46.59 | +14.3% | COM | G29183103 |
| DVA | DAVITA HEALTHCARE PARTNERS INC. | 9,136 | $579K | 0.0% | $60.43 | -2.9% | COM | 23918K108 |
| AVT | AVNET, INC. | 13,100 | $578K | 0.0% | $25.84 | +23.4% | COM | 053807103 |
| RNR | RENAISSANCERE HOLDINGS LTD. | 5,900 | $574K | 0.0% | $91.38 | +1.9% | COM | G7496G103 |
| — | VCA ANTECH INC. | 18,100 | $568K | 0.0% | $28.82 | — | COM | 918194101 |
| ISRG | INTUITIVE SURGICAL, INC. | 1,476 | $567K | 0.0% | $42.08 | 0.0% | COM | 46120E602 |
| BAH | BOOZ ALLEN HAMILTON HOLDING CORP | 29,600 | $567K | 0.0% | $11.20 | +15.2% | COM | 099502106 |
| PBF | PBF ENERGY, INC. | 18,000 | $566K | 0.0% | $25.66 | +6.3% | COM | 69318G106 |
| — | AIR TRANSPORT SVCS GROUP, INC. | 70,000 | $566K | 0.0% | $6.61 | — | COM | 00922R105 |
| — | SL GREEN REALTY CORP. | 6,100 | $564K | 0.0% | $90.64 | — | REIT | 78440X101 |
| POOL | POOL CORPORATION | 9,700 | $564K | 0.0% | $43.50 | +9.7% | COM | 73278L105 |
| — | PALL CORP. | 6,522 | $557K | 0.0% | $66.39 | — | COM | 696429307 |
| PAG | PENSKE AUTO GROUP INC | 11,800 | $556K | 0.0% | $31.18 | +37.1% | COM | 70959W103 |
| NTRS | NORTHERN TRUST CORP. | 8,920 | $552K | 0.0% | $40.35 | +3.6% | COM | 665859104 |
| — | ICONIX BRAND GROUP, INC. | 13,900 | $552K | 0.0% | $35.99 | — | COM | 451055107 |
| WAT | WATERS CORPORATION | 5,520 | $552K | 0.0% | $98.68 | +2.2% | COM | 941848103 |
| — | E*TRADE FINANCIAL CORP. | 27,854 | $547K | 0.0% | $16.50 | — | COM | 269246401 |
| GEL | GENESIS ENERGY LP | 10,410 | $547K | 0.0% | $51.25 | — | COM | 371927104 |
| CNA | CNA FINANCIAL CORP. | 12,700 | $545K | 0.0% | $16.87 | 0.0% | COM | 126117100 |
| RRX | REGAL-BELOIT CORPORATION | 7,301 | $538K | 0.0% | $66.43 | +9.2% | COM | 758750103 |
| SJM | J.M. SMUCKER CO. (THE) | 5,172 | $536K | 0.0% | $70.84 | +5.2% | COM | 832696405 |
| ARW | ARROW ELECTRONICS INC. | 9,800 | $532K | 0.0% | $42.26 | +20.2% | COM | 042735100 |
| OKE | ONEOK INC. | 8,500 | $529K | 0.0% | $21.33 | +14.4% | COM | 682680103 |
| PII | POLARIS INDUSTRIES, INC. | 3,610 | $526K | 0.0% | $97.45 | +37.4% | COM | 731068102 |
| STWD | STARWOOD PROPERTY TRUST INC. | 18,900 | $524K | 0.0% | $26.14 | — | REIT | 85571B105 |
| — | RED HAT INC. | 9,345 | $524K | 0.0% | $46.12 | — | COM | 756577102 |
| DGX | QUEST DIAGNOSTICS INC. | 9,744 | $522K | 0.0% | $46.30 | +0.4% | COM | 74834L100 |
| — | JOY GLOBAL INC. | 8,900 | $521K | 0.0% | $51.03 | — | COM | 481165108 |
| JKHY | JACK HENRY & ASSOCIATES, INC. | 8,800 | $521K | 0.0% | $40.80 | +17.4% | COM | 426281101 |
| SYY | SYSCO CORP. | 14,400 | $520K | 0.0% | $24.39 | -0.1% | COM | 871829107 |
| UAL | UNITED CONTINENTAL HOLDINGS INC. | 13,755 | $520K | 0.0% | $32.02 | +9.4% | COM | 910047109 |
| — | UNITED STATES STEEL CORP. | 17,471 | $515K | 0.0% | $20.58 | — | COM | 912909108 |
| CNH | DE MASTER BLENDERS 1753 NV | 45,168 | $513K | 0.0% | $7.98 | 0.0% | COM | N20944109 |
| — | LABORATORY CORPORATION OF AMERICA HOLDINGS | 5,563 | $508K | 0.0% | $97.05 | — | COM | 50540R409 |
| — | FIRST NIAGARA FINANCIAL GROUP, INC. | 47,700 | $507K | 0.0% | $10.44 | — | COM | 33582V108 |
| — | AVON PRODUCTS INC. | 29,401 | $506K | 0.0% | $21.03 | — | COM | 054303102 |
| HCA | HCA HOLDINGS, INC. | 10,600 | $506K | 0.0% | $35.96 | +19.5% | COM | 40412C101 |
| UGI | UGI CORPORATION | 12,188 | $505K | 0.0% | $26.49 | +1.8% | COM | 902681105 |
| — | NIELSEN HOLDINGS N.V. | 10,900 | $500K | 0.0% | $45.87 | — | COM | N63218106 |
| CNQ | CANADIAN NATURAL RESOURCES LTD | 14,760 | $499K | 0.0% | $8.76 | +9.4% | COM | 136385101 |
| APH | AMPHENOL CORP. | 5,568 | $497K | 0.0% | $8.50 | +8.4% | COM | 032095101 |
| OSK | OSHKOSH TRUCK CORPORATION | 9,800 | $494K | 0.0% | $33.47 | +23.5% | COM | 688239201 |
| SNA | SNAP-ON INC. | 4,455 | $488K | 0.0% | $66.38 | +19.4% | COM | 833034101 |
| — | LORAL SPACE & COMMUNICATIONS, INC. | 5,998 | $486K | 0.0% | $60.02 | — | COM | 543881106 |
| AFG | AMERICAN FINANCIAL GROUP, INC. | 8,382 | $484K | 0.0% | $21.06 | +17.5% | COM | 025932104 |
| — | DSW, INC. | 11,300 | $483K | 0.0% | $72.64 | — | COM | 23334L102 |
| XLB | SELECT SPDR CONSUMER | 10,400 | $481K | 0.0% | $38.34 | — | ETF | 81369Y100 |
| GAP | GAP INC., THE | 12,295 | $480K | 0.0% | $26.00 | +0.3% | COM | 364760108 |
| ECL | ECOLAB INC. | 4,584 | $478K | 0.0% | $79.43 | +14.5% | COM | 278865100 |
| HOG | HARLEY-DAVIDSON INC. | 6,910 | $478K | 0.0% | $54.04 | +22.6% | COM | 412822108 |
| SHW | SHERWIN-WILLIAMS CO. | 2,590 | $475K | 0.0% | $53.98 | +1.1% | COM | 824348106 |
| — | ENSCO PLC | 8,300 | $475K | 0.0% | $58.10 | — | COM | G3157S106 |
| WAFD | WASHINGTON FEDERAL, INC. | 20,295 | $473K | 0.0% | $16.11 | 0.0% | COM | 938824109 |
| VMI | VALMONT INDUSTRIES, INC. | 3,155 | $470K | 0.0% | $142.95 | -1.2% | COM | 920253101 |
| — | JUNIPER NETWORKS INC. | 20,737 | $468K | 0.0% | $19.74 | — | COM | 48203R104 |
| DLR | DIGITAL REALTY TRUST INC. | 9,500 | $467K | 0.0% | $31.09 | 0.0% | REIT | 253868103 |
| — | LSI CORPORATION | 42,054 | $463K | 0.0% | $7.14 | — | COM | 502161102 |
| XLI | SELECT SPDR INDUSTRIAL SECTOR | 8,800 | $460K | 0.0% | $42.56 | — | ETF | 81369Y704 |
| — | HAWAIIAN HOLDINGS INC | 47,700 | $459K | 0.0% | $6.64 | — | COM | 419879101 |
| LDOS | LEIDOS HOLDINGS, INC. | 9,775 | $454K | 0.0% | $21.28 | +25.1% | COM | 525327102 |
| PAYX | PAYCHEX INC | 9,977 | $454K | 0.0% | $25.02 | +17.6% | COM | 704326107 |
| XLK | SELECT SPDR TECHNOLOGY SECTOR | 12,650 | $452K | 0.0% | $31.87 | — | ETF | 81369Y803 |
| RGA | REINSURANCE GROUP OF AMERICA, INC. | 5,843 | $452K | 0.0% | $66.86 | +8.9% | COM | 759351604 |
| ADSK | AUTODESK, INC. | 8,934 | $450K | 0.0% | $43.82 | 0.0% | COM | 052769106 |
| — | C S S INDUSTRIES, INC. | 15,700 | $450K | 0.0% | $24.75 | — | COM | 125906107 |
| — | LIBERTY INTERACTIVE CORPORATION | 15,300 | $449K | 0.0% | $23.02 | — | COM | 53071M104 |
| — | NEW YORK COMMUNITY BANCORP, INC | 26,640 | $449K | 0.0% | $14.00 | — | COM | 649445103 |
| KMX | CARMAX, INC | 9,500 | $447K | 0.0% | $48.92 | +0.2% | COM | 143130102 |
| WKC | WORLD FUEL SERVICES CORP. | 10,300 | $445K | 0.0% | $38.75 | +1.6% | COM | 981475106 |
| — | CIMAREX ENERGY CO. | 4,200 | $441K | 0.0% | $99.29 | — | COM | 171798101 |
| AEE | AMEREN CORP. | 12,180 | $440K | 0.0% | $23.93 | +2.2% | COM | 023608102 |
| AGCO | AGCO CORP. | 7,398 | $438K | 0.0% | $41.52 | +12.8% | COM | 001084102 |
| — | ENERGIZER HOLDINGS INC. | 4,040 | $437K | 0.0% | $96.63 | — | COM | 29266R108 |
| BFH | ALLIANCE DATA SYSTEMS CORPORATION | 1,660 | $436K | 0.0% | $118.19 | +39.5% | COM | 018581108 |
| TGT | TARGET CORP. | 6,853 | $434K | 0.0% | $47.95 | -7.0% | COM | 87612E106 |
| — | TEEKAY OFFSHORE PARTNERS LP | 13,090 | $433K | 0.0% | $33.38 | — | COM | Y8565J101 |
| — | PEOPLE'S UNITED FINANCIAL INC | 28,510 | $431K | 0.0% | $14.91 | — | COM | 712704105 |
| LECO | LINCOLN ELECTRIC HOLDINGS, INC. | 6,000 | $428K | 0.0% | $55.81 | +25.8% | COM | 533900106 |
| — | ROWAN COS. INC. | 11,908 | $421K | 0.0% | $34.09 | — | COM | G7665A101 |
| — | DREW INDUSTRIES, INC. | 8,200 | $420K | 0.0% | $39.33 | — | COM | 26168L205 |
| — | WESTERN GAS PARTNERS LP | 6,800 | $419K | 0.0% | $61.62 | — | COM | 958254104 |
| XLV | SELECT SPDR CONSUMER | 7,550 | $419K | 0.0% | $47.61 | — | ETF | 81369Y209 |
| — | JDS UNIPHASE CORPORATION | 32,227 | $418K | 0.0% | $12.97 | — | COM | 46612J507 |
| G | GENPACT LIMITED | 22,600 | $415K | 0.0% | $16.90 | 0.0% | COM | G3922B107 |
| — | HARMAN INTERNATIONAL INDUSTRIES INC. | 5,043 | $413K | 0.0% | $72.10 | — | COM | 413086109 |
| STLD | STEEL DYNAMICS INC. | 21,100 | $412K | 0.0% | $11.61 | +21.3% | COM | 858119100 |
| SNX | SYNNEX CORP. | 6,100 | $411K | 0.0% | $16.65 | +68.7% | COM | 87162W100 |
| — | ENGILITY HOLDINGS INC | 12,200 | $407K | 0.0% | $33.36 | — | COM | 29285W104 |
| SM | SM ENERGY COMPANY | 4,900 | $407K | 0.0% | $75.76 | 0.0% | COM | 78454L100 |
| H | HYATT HOTELS CORP. | 8,200 | $406K | 0.0% | $45.61 | 0.0% | COM | 448579102 |
| — | ING U.S., INC. | 11,500 | $404K | 0.0% | $35.13 | — | COM | 45685E106 |
| AMG | AFFILIATED MANAGERS GROUP, INC. | 1,860 | $403K | 0.0% | $153.14 | +26.1% | COM | 008252108 |
| — | RPX CORP | 23,800 | $402K | 0.0% | $16.89 | — | COM | 74972G103 |
| — | MANITOWOC COMPANY INC. | 17,200 | $401K | 0.0% | $19.58 | — | COM | 563571108 |
| PTC | PTC, INC. | 11,300 | $400K | 0.0% | $27.20 | +12.9% | COM | 69370C100 |
| JLL | JONES LANG LASALLE INC. | 3,900 | $399K | 0.0% | $90.73 | 0.0% | COM | 48020Q107 |
| PRA | PROASSURANCE CORPORATION | 8,200 | $398K | 0.0% | $49.77 | -6.3% | COM | 74267C106 |
| PENN | PENN NATIONAL GAMING INC. | 27,700 | $397K | 0.0% | $13.74 | 0.0% | COM | 707569109 |
| GPC | GENUINE PARTS CO | 4,770 | $397K | 0.0% | $54.18 | +5.6% | COM | 372460105 |
| UIS | UNISYS CORPORATION | 11,800 | $396K | 0.0% | $19.99 | +38.7% | COM | 909214306 |
| FIBK | FIRST INTERSTATE BANCSYSTEM IN | 13,900 | $394K | 0.0% | $11.61 | +32.9% | COM | 32055Y201 |
| GRMN | GARMIN LTD | 8,500 | $393K | 0.0% | $24.51 | +34.0% | COM | H2906T109 |
| — | HILL-ROM HOLDINGS INC. | 9,500 | $393K | 0.0% | $41.37 | — | COM | 431475102 |
| TRIP | TRIPADVISOR INC | 4,740 | $393K | 0.0% | $63.00 | +15.5% | COM | 896945201 |
| AWK | AMERICAN WATER WORKS CO., INC. | 9,150 | $387K | 0.0% | $31.99 | +2.4% | COM | 030420103 |
| — | ROCKWELL COLLINS INC. | 5,225 | $386K | 0.0% | $63.84 | — | COM | 774341101 |
| — | ALLIANT TECHSYSTEMS, INC. | 3,160 | $385K | 0.0% | $82.35 | — | COM | 018804104 |
| — | MID-CON ENERGY PARTNERS LP | 16,783 | $383K | 0.0% | $22.89 | — | COM | 59560V109 |
| — | NAVIOS MARITIME PARTNERS LP | 19,945 | $381K | 0.0% | $14.65 | — | COM | Y62267102 |
| — | TEEKAY LNG PARTNERS LP | 8,905 | $380K | 0.0% | $42.67 | — | COM | Y8564M105 |
| VSEC | VSE CORP | 7,900 | $379K | 0.0% | $20.99 | +2.4% | COM | 918284100 |
| TXRH | TEXAS ROADHOUSE, INC. | 13,650 | $379K | 0.0% | $18.37 | +20.3% | COM | 882681109 |
| — | GUESS?, INC. | 12,200 | $379K | 0.0% | $29.83 | — | COM | 401617105 |
| — | ADT CORPORATION (THE) | 9,350 | $378K | 0.0% | $39.87 | — | COM | 00101J106 |
| — | UNITED STATIONERS, INC. | 8,200 | $376K | 0.0% | $45.85 | — | COM | 913004107 |
| ANF | ABERCROMBIE & FITCH CO. | 11,361 | $374K | 0.0% | $37.66 | -29.2% | COM | 002896207 |
| — | TYCO INTERNATIONAL LTD. | 9,100 | $373K | 0.0% | $32.93 | — | COM | H89128104 |
| — | ASCENA RETAIL GROUP INC. | 17,600 | $372K | 0.0% | $21.14 | — | COM | 04351G101 |
| NEM | NEWMONT MINING CORP. | 16,154 | $372K | 0.0% | $24.44 | -19.2% | COM | 651639106 |
| AAP | ADVANCE AUTO STORES CO., INC. | 3,340 | $370K | 0.0% | $72.11 | +20.1% | COM | 00751Y106 |
| — | COACH, INC. | 6,513 | $366K | 0.0% | $57.07 | — | COM | 189754104 |
| XLU | SELECT SPDR UTILITIES SECTOR | 9,650 | $366K | 0.0% | $37.63 | — | ETF | 81369Y886 |
| — | BEMIS COMPANY, INC. | 8,897 | $364K | 0.0% | $39.15 | — | COM | 081437105 |
| OIS | OIL STATES INTERNATIONAL INC. | 3,560 | $362K | 0.0% | $59.96 | 0.0% | COM | 678026105 |
| HAS | HASBRO INC. | 6,578 | $362K | 0.0% | $30.22 | +14.1% | COM | 418056107 |
| — | SOLERA HOLDINGS INC. | 5,100 | $361K | 0.0% | $70.78 | — | COM | 83421A104 |
| NI | NISOURCE INC. | 10,971 | $361K | 0.0% | $8.50 | 0.0% | COM | 65473P105 |
| — | M W I VETERINARY SUPPLY, INC. | 2,100 | $358K | 0.0% | $123.33 | — | COM | 55402X105 |
| — | LINEAR TECHNOLOGY CORPORATION | 7,806 | $356K | 0.0% | $37.46 | — | COM | 535678106 |
| — | ALEXION PHARMACEUTICALS, INC. | 2,660 | $354K | 0.0% | $92.17 | — | COM | 015351109 |
| — | MOTORS LIQUIDATION CO GUC TRUS | 10,729 | $345K | 0.0% | $30.66 | — | COM | 62010U101 |
| — | NEUSTAR, INC. | 6,900 | $344K | 0.0% | $49.48 | — | COM | 64126X201 |
| FFIV | F5 NETWORKS, INC. | 3,760 | $342K | 0.0% | $85.01 | +0.2% | COM | 315616102 |
| — | PLUM CREEK TIMBER CO. INC. | 7,336 | $341K | 0.0% | $46.70 | — | REIT | 729251108 |
| — | FIDELITY NATIONAL FINANCIAL INC. | 10,500 | $341K | 0.0% | $23.82 | — | COM | 31620R105 |
| AKAM | AKAMAI TECHNOLOGIES, INC. | 7,236 | $341K | 0.0% | $44.13 | +6.9% | COM | 00971T101 |
| WTI | W T OFFSHORE INC | 21,330 | $341K | 0.0% | $13.64 | +31.0% | COM | 92922P106 |
| XLP | SELECT SPDR CONSUMER | 7,850 | $337K | 0.0% | $39.71 | — | COM | 81369Y308 |
| — | EQT MIDSTREAM PARTNERS LP | 5,700 | $335K | 0.0% | $58.77 | — | COM | 26885B100 |
| TRN | TRINITY INDUSTRIES INC. | 6,100 | $333K | 0.0% | $10.24 | +25.1% | COM | 896522109 |
| AP | AMPCO-PITTSBURGH CORPORATION | 17,100 | $333K | 0.0% | $16.17 | -1.5% | COM | 032037103 |
| — | STEIN MART, INC. | 24,700 | $332K | 0.0% | $13.66 | — | COM | 858375108 |
| LEG | LEGGETT & PLATT INC. | 10,741 | $332K | 0.0% | $32.56 | -8.5% | COM | 524660107 |
| — | NETSUITE INC | 3,220 | $332K | 0.0% | $103.11 | — | COM | 64118Q107 |
| WLY | JOHN WILEY & SONS, INC. | 6,000 | $331K | 0.0% | $31.41 | +13.6% | COM | 968223206 |
| GLP | GLOBAL PARTNERS LP/MA | 9,310 | $331K | 0.0% | $34.79 | — | COM | 37946R109 |
| EG | EVEREST RE GROUP LTD. | 2,120 | $330K | 0.0% | $99.45 | +19.0% | COM | G3223R108 |
| — | HERTZ GLOBAL HOLDINGS INC. | 11,500 | $329K | 0.0% | $24.10 | — | COM | 42805T105 |
| — | MONTPELIER RE HOLDINGS LTD | 11,300 | $329K | 0.0% | $26.28 | — | COM | G62185106 |
| XLY | SELECT SPDR CONSUMER | 4,900 | $327K | 0.0% | $57.44 | — | ETF | 81369Y407 |
| AAL | AMERICAN AIRLINES GROUP INC | 12,900 | $326K | 0.0% | $21.78 | 0.0% | COM | 02376R102 |
| — | SALIX PHARMACEUTICALS, LTD. | 3,600 | $324K | 0.0% | $66.94 | — | COM | 795435106 |
| — | DISH NETWORK CORP. | 5,600 | $324K | 0.0% | $45.00 | — | COM | 25470M109 |
| WHF | WHITEHORSE FINANCE INC | 21,400 | $323K | 0.0% | $15.10 | 0.0% | COM | 96524V106 |
| CRMT | AMERICA'S CAR-MART, INC. | 7,650 | $323K | 0.0% | $45.33 | -4.7% | COM | 03062T105 |
| VC | VISTEON CORP. | 3,900 | $319K | 0.0% | $34.83 | +27.8% | COM | 92839U206 |
| EWBC | EAST WEST BANCORP, INC. | 9,100 | $318K | 0.0% | $19.69 | +31.1% | COM | 27579R104 |
| — | NATIONSTAR MORTGAGE HOLDINGS INC | 8,600 | $318K | 0.0% | $37.42 | — | COM | 63861C109 |
| — | TIFFANY AND COMPANY | 3,413 | $317K | 0.0% | $75.00 | — | COM | 886547108 |
| DLX | DELUXE CORPORATION | 6,000 | $313K | 0.0% | $25.53 | +19.7% | COM | 248019101 |
| CNK | CINEMARK HOLDINGS, INC. | 9,400 | $313K | 0.0% | $23.32 | +12.8% | COM | 17243V102 |
| DCI | DONALDSON CO, INC. | 7,175 | $312K | 0.0% | $30.16 | +10.5% | COM | 257651109 |
| AMD | ADVANCED MICRO DEVICES INC. | 80,500 | $312K | 0.0% | $3.56 | +0.6% | COM | 007903107 |
| AEO | AMERICAN EAGLE OUTFITTERS INC | 21,600 | $311K | 0.0% | $12.27 | -14.8% | COM | 02553E106 |
| APD | AIR PRODUCTS AND CHEMICALS INC. | 2,765 | $309K | 0.0% | $61.55 | +21.6% | COM | 009158106 |
| — | FOOT LOCKER INC. | 7,400 | $307K | 0.0% | $41.49 | — | COM | 344849104 |
| — | COMMONWEALTH REIT | 13,067 | $305K | 0.0% | $21.92 | — | REIT | 203233101 |
| CAG | CONAGRA FOODS INC. | 9,058 | $305K | 0.0% | $17.69 | -6.3% | COM | 205887102 |
| — | RANDGOLD RESOURCES LTD | 4,847 | $304K | 0.0% | $64.07 | — | ADR | 752344309 |
| CCL | CARNIVAL CORP. | 7,537 | $303K | 0.0% | $29.88 | -2.1% | COM | 143658300 |
| OGE | OGE ENERGY CORP. | 8,948 | $303K | 0.0% | $35.79 | 0.0% | COM | 670837103 |
| — | NORTHERN TIER ENERGY LP | 12,315 | $303K | 0.0% | $21.40 | — | COM | 665826103 |
| ESS | ESSEX PROPERTY TRUST INC. | 2,080 | $299K | 0.0% | $104.19 | 0.0% | REIT | 297178105 |
| MKSI | M K S INSTRUMENTS, INC. | 10,000 | $299K | 0.0% | $23.45 | +8.8% | COM | 55306N104 |
| — | WESTAR ENERGY INC. | 9,300 | $299K | 0.0% | $31.94 | — | COM | 95709T100 |
| SWK | STANLEY BLACK & DECKER INC. | 3,681 | $297K | 0.0% | $56.98 | +5.7% | COM | 854502101 |
| HSIC | HENRY SCHEIN, INC. | 2,590 | $296K | 0.0% | $40.50 | +8.0% | COM | 806407102 |
| — | FERRELLGAS LP | 12,855 | $295K | 0.0% | $22.33 | — | COM | 315293100 |
| — | STONE ENERGY CORPORATION | 8,500 | $294K | 0.0% | $32.42 | — | COM | 861642106 |
| FCNCA | FIRST CITIZENS BANCSHARES, INC. | 1,318 | $293K | 0.0% | $182.75 | +12.8% | COM | 31946M103 |
| EQT | EQT CORPORATION | 3,266 | $293K | 0.0% | $37.67 | +15.0% | COM | 26884L109 |
| RJF | RAYMOND JAMES FINANCIAL, INC. | 5,600 | $292K | 0.0% | $24.09 | +7.9% | COM | 754730109 |
| — | TWO HARBORS INVESTMENT CORP | 31,300 | $290K | 0.0% | $10.26 | — | REIT | 90187B101 |
| VMC | VULCAN MATERIALS CO. | 4,863 | $289K | 0.0% | $46.69 | +7.6% | COM | 929160109 |
| — | SENIOR HOUSING PROPERTIES TRUST | 13,000 | $289K | 0.0% | $25.91 | — | REIT | 81721M109 |
| — | ANSYS, INC. | 3,300 | $288K | 0.0% | $86.60 | — | COM | 03662Q105 |
| GPRE | GREEN PLAINS RENEWABLE ENERGY | 14,800 | $287K | 0.0% | $16.54 | 0.0% | COM | 393222104 |
| R | RYDER SYSTEM INC. | 3,886 | $287K | 0.0% | $60.21 | +10.1% | COM | 783549108 |
| — | CCS MEDICAL HOLDINGS INC | 14,236 | $285K | 0.0% | $9.97 | — | COM | 12503E106 |
| — | PERRIGO CO PLC | 1,850 | $284K | 0.0% | $153.51 | — | COM | IE00BGH14 |
| — | PEPCO HOLDINGS INC. | 14,799 | $283K | 0.0% | $20.14 | — | COM | 713291102 |
| — | TC PIPELINES LP | 5,800 | $281K | 0.0% | $48.45 | — | COM | 87233Q108 |
| — | INGRAM MICRO INC. | 11,900 | $279K | 0.0% | $23.04 | — | COM | 457153104 |
| HNRG | HALLADOR ENERGY CO | 34,620 | $279K | 0.0% | $7.43 | +0.1% | COM | 40609P105 |
| RMD | RESMED INC. | 5,900 | $278K | 0.0% | $40.00 | +7.7% | COM | 761152107 |
| — | VALIDUS HOLDINGS LTD. | 6,900 | $278K | 0.0% | $36.11 | — | COM | G9319H102 |
| NSIT | INSIGHT ENTERPRISE, INC. | 12,200 | $277K | 0.0% | $20.13 | +8.8% | COM | 45765U103 |
| ALLE | ALLEGION PLC | 6,233 | $275K | 0.0% | $38.52 | 0.0% | COM | G0176J109 |
| EAT | BRINKER INTERNATIONAL | 5,900 | $273K | 0.0% | $36.48 | 0.0% | COM | 109641100 |
| CBRE | CBRE GROUP INC. | 10,385 | $273K | 0.0% | $23.76 | +0.2% | COM | 12504L109 |
| — | CALUMET SPECIALTY PRODUCTS PAR | 10,465 | $272K | 0.0% | $30.36 | — | COM | 131476103 |
| — | DEAN FOODS COMPANY | 15,700 | $270K | 0.0% | $18.93 | — | COM | 242370203 |
| EL | ESTEE LAUDER COMPANIES INC., THE | 3,566 | $269K | 0.0% | $58.22 | +6.7% | COM | 518439104 |
| EFX | EQUIFAX INC. | 3,878 | $268K | 0.0% | $53.06 | +8.6% | COM | 294429105 |
| — | AQUA AMERICA, INC. | 11,375 | $268K | 0.0% | $31.32 | — | COM | 03836W103 |
| LNT | ALLIANT ENERGY CORP. | 5,200 | $268K | 0.0% | $16.89 | +3.5% | COM | 018802108 |
| HGGG | HHGREGG INC | 19,200 | $268K | 0.0% | $16.00 | 0.0% | COM | 42833L108 |
| BIGGQ | BIG LOTS INC. | 8,300 | $268K | 0.0% | $26.75 | 0.0% | COM | 089302103 |
| — | COMPRESSCO PARTNERS LP | 13,308 | $267K | 0.0% | $20.94 | — | COM | 20467A101 |
| — | GREAT PLAINS ENERGY INC. | 11,006 | $267K | 0.0% | $22.53 | — | COM | 391164100 |
| — | HOMEAWAY INC | 6,500 | $266K | 0.0% | $40.92 | — | COM | 43739Q100 |
| MNRO | MONRO MUFFLER BRAKE | 4,700 | $265K | 0.0% | $44.03 | +12.1% | COM | 610236101 |
| — | USA MOBILITY, INC. | 18,500 | $264K | 0.0% | $13.79 | — | COM | 90341G103 |
| RHI | ROBERT HALF INTERNATIONAL, INC. | 6,261 | $263K | 0.0% | $34.44 | +14.3% | COM | 770323103 |
| GATX | GATX CORP. | 5,000 | $261K | 0.0% | $37.79 | 0.0% | COM | 361448103 |
| REGN | REGENERON PHARMACEUTICALS, INC. | 950 | $261K | 0.0% | $261.58 | +9.3% | COM | 75886F107 |
| CNC | CENTENE CORPORATION | 4,400 | $259K | 0.0% | $12.12 | +23.4% | COM | 15135B101 |
| VNO | VORNADO REALTY TRUST | 2,905 | $258K | 0.0% | $84.08 | — | REIT | 929042109 |
| — | HCC INSURANCE HOLDINGS INC. | 5,566 | $257K | 0.0% | $43.12 | — | COM | 404132102 |
| — | ASPEN INSURANCE HOLDINGS LTD. | 6,200 | $256K | 0.0% | $41.29 | — | COM | G05384105 |
| EFA | ISHARES MSCI | 3,000 | $255K | 0.0% | $57.37 | — | Put | 464287465 |
| — | DIAMOND OFFSHORE DRILLING INC. | 4,463 | $254K | 0.0% | $68.78 | — | COM | 25271C102 |
| — | CITRIX SYSTEMS, INC. | 4,022 | $254K | 0.0% | $70.67 | — | COM | 177376100 |
| PLD | PROLOGIS INC. | 6,865 | $254K | 0.0% | $27.77 | -3.7% | COM | 74340W103 |
| CECO | CECO ENVIRONMENTAL CORP. | 15,656 | $253K | 0.0% | $11.80 | +23.8% | COM | 125141101 |
| — | AMERICAN CAPITAL AGENCY CORP | 13,100 | $253K | 0.0% | $23.00 | — | REIT | 02503X105 |
| — | SEADRILL LTD. | 6,100 | $251K | 0.0% | $40.74 | — | COM | G7945E105 |
| RCL | ROYAL CARIBBEAN CRUISES LTD. | 5,300 | $251K | 0.0% | $29.48 | +23.4% | COM | V7780T103 |
| LNG | CHENIERE ENERGY INC. | 5,800 | $250K | 0.0% | $29.68 | +34.1% | COM | 16411R208 |
| — | STERICYCLE, INC. | 2,144 | $249K | 0.0% | $110.54 | — | COM | 858912108 |
| INCY | INCYTE CORPORATION | 4,900 | $248K | 0.0% | $43.51 | 0.0% | COM | 45337C102 |
| ATO | ATMOS ENERGY CORP. | 5,448 | $247K | 0.0% | $31.01 | +5.4% | COM | 049560105 |
| — | WISCONSIN ENERGY CORP. | 5,982 | $247K | 0.0% | $40.80 | — | COM | 976657106 |
| WTM | WHITE MOUNTAINS INSURANCE GROUP LTD. | 407 | $245K | 0.0% | $583.58 | +1.0% | COM | G9618E107 |
| SANM | SANMINA-SCI CORPORATION | 14,600 | $244K | 0.0% | $16.37 | -1.7% | COM | 801056102 |
| VTR | VENTAS INC. | 4,261 | $244K | 0.0% | $49.18 | -17.5% | REIT | 92276F100 |
| — | MAXIM INTEGRATED PRODUCTS, INC. | 8,600 | $240K | 0.0% | $27.91 | — | COM | 57772K101 |
| CMTL | COMTECH TELECOMMUNICATIONS | 7,600 | $240K | 0.0% | $18.67 | +20.0% | COM | 205826209 |
| — | PINNACLE FOODS INC. | 8,700 | $239K | 0.0% | $27.47 | — | COM | 72348P104 |
| AMCX | AMC NETWORKS INC. | 3,500 | $238K | 0.0% | $64.75 | +2.9% | COM | 00164V103 |
| — | GOLAR LNG PARTNERS LP | 7,830 | $237K | 0.0% | $32.45 | — | COM | Y2745C102 |
| — | PATTERSON COMPANIES, INC. | 5,747 | $237K | 0.0% | $37.58 | — | COM | 703395103 |
| ORI | OLD REPUBLIC INTERNATIONAL CORP. | 13,657 | $236K | 0.0% | $5.60 | +27.2% | COM | 680223104 |
| GIII | G-III APPAREL GROUP LTD | 3,200 | $236K | 0.0% | $29.93 | 0.0% | COM | 36237H101 |
| — | ITT CORP. | 5,400 | $234K | 0.0% | $29.43 | — | COM | 450911201 |
| — | CERNER CORPORATION | 4,200 | $234K | 0.0% | $55.71 | — | COM | 156782104 |
| WSM | WILLIAMS-SONOMA, INC. | 4,000 | $233K | 0.0% | $21.73 | -2.9% | COM | 969904101 |
| — | BRISTOW GROUP, INC. | 3,100 | $233K | 0.0% | $65.16 | — | COM | 110394103 |
| — | ITC HOLDINGS CORP. | 2,400 | $230K | 0.0% | $93.75 | — | COM | 465685105 |
| NWSA | NEWS CORPORATION | 12,696 | $229K | 0.0% | $14.03 | +8.0% | COM | 65249B109 |
| PTEN | PATTERSON UTI ENERGY INC. | 9,000 | $228K | 0.0% | $21.83 | +9.7% | COM | 703481101 |
| — | CORNERSTONE THERAPEUTICS INC | 24,000 | $228K | 0.0% | $9.50 | — | COM | 21924P103 |
| — | NORTHERN OIL AND GAS INC | 15,075 | $227K | 0.0% | $13.34 | — | COM | 665531109 |
| — | BE AEROSPACE INC. | 2,600 | $226K | 0.0% | $86.92 | — | COM | 073302101 |
| BDC | BELDEN, INC. | 3,200 | $225K | 0.0% | $65.14 | 0.0% | COM | 077454106 |
| — | JARDEN CORP. | 3,650 | $224K | 0.0% | $43.79 | — | COM | 471109108 |
| — | DEVRY, INC. | 6,300 | $224K | 0.0% | $30.59 | — | COM | 251893103 |
| NEU | NEWMARKET CORPORATION | 670 | $224K | 0.0% | $252.29 | 0.0% | COM | 651587107 |
| — | NEEBO INC. | 88,055 | $223K | 0.0% | $2.28 | — | COM | 63983W108 |
| — | ISHARES MSCI | 18,400 | $223K | 0.0% | $11.90 | — | ETF | 464286848 |
| IPAR | INTER PARFUMS, INC. | 6,200 | $222K | 0.0% | $34.37 | 0.0% | COM | 458334109 |
| — | CASH AMERICA INTL, INC. | 5,800 | $222K | 0.0% | $45.52 | — | COM | 14754D100 |
| — | VMWARE, INC. | 2,480 | $222K | 0.0% | $81.05 | — | COM | 928563402 |
| — | TRIUMPH GROUP, INC. | 2,900 | $221K | 0.0% | $79.13 | — | COM | 896818101 |
| GPI | GROUP 1 AUTOMOTIVE, INC. | 3,100 | $220K | 0.0% | $74.56 | -8.6% | COM | 398905109 |
| — | SVB FINANCIAL GROUP | 2,100 | $220K | 0.0% | $104.76 | — | COM | 78486Q101 |
| TKR | TIMKEN COMPANY, THE | 4,000 | $220K | 0.0% | $40.04 | -2.5% | COM | 887389104 |
| — | HOSPIRA INC. | 5,341 | $220K | 0.0% | $38.77 | — | COM | 441060100 |
| DOX | AMDOCS LTD. | 5,300 | $219K | 0.0% | $31.71 | 0.0% | COM | G02602103 |
| WRLD | WORLD ACCEPTANCE CORP | 2,500 | $219K | 0.0% | $88.91 | +4.9% | COM | 981419104 |
| — | AVX CORP | 15,700 | $219K | 0.0% | $13.13 | — | COM | 002444107 |
| TMUS | T-MOBILE US INC. | 6,500 | $219K | 0.0% | $26.48 | 0.0% | COM | 872590104 |
| — | SPX CORP. | 2,200 | $219K | 0.0% | $99.55 | — | COM | 784635104 |
| WMB | WILLIAMS COMPANIES INC., THE | 5,681 | $219K | 0.0% | $17.72 | +3.7% | COM | 969457100 |
| — | NAVISTAR INTERNATIONAL CORP. | 5,700 | $218K | 0.0% | $36.47 | — | COM | 63934E108 |
| URI | UNITED RENTALS INC. | 2,800 | $218K | 0.0% | $52.50 | +23.6% | COM | 911363109 |
| MTD | METTLER-TOLEDO INTERNATIONAL INC. | 900 | $218K | 0.0% | $244.23 | 0.0% | COM | 592688105 |
| — | MONSTER BEVERAGE CORP | 3,200 | $217K | 0.0% | $60.78 | — | COM | 611740101 |
| PNW | PINNACLE WEST CAPITAL CORP. | 4,082 | $216K | 0.0% | $35.40 | -3.9% | COM | 723484101 |
| SKYW | SKYWEST, INC. | 14,500 | $215K | 0.0% | $15.22 | 0.0% | COM | 830879102 |
| — | QR ENERGY LP | 12,500 | $214K | 0.0% | $16.26 | — | COM | 74734R108 |
| UVV | UNIVERSAL CORPORATION | 3,900 | $213K | 0.0% | $58.01 | -10.5% | COM | 913456109 |
| — | ISHARES MSCI UNITED KINGDOM ETF | 10,200 | $213K | 0.0% | $19.62 | — | ETF | 464286699 |
| USNA | USANA HEALTH SCIENCES | 2,800 | $212K | 0.0% | $30.39 | +25.9% | COM | 90328M107 |
| RL | RALPH LAUREN CORPORATION | 1,200 | $212K | 0.0% | $138.80 | -2.5% | COM | 751212101 |
| HRL | HORMEL FOODS CORP. | 4,660 | $210K | 0.0% | $15.43 | +7.4% | COM | 440452100 |
| PRI | PRIMERICA INC | 4,900 | $210K | 0.0% | $42.41 | 0.0% | COM | 74164M108 |
| CBSH | COMMERCE BANCSHARES INC. | 4,682 | $210K | 0.0% | $24.09 | 0.0% | COM | 200525103 |
| — | GNC HOLDINGS INC. | 3,600 | $210K | 0.0% | $58.33 | — | COM | 36191G107 |
| — | RESOURCE CAPITAL CORPORATION | 35,000 | $208K | 0.0% | $6.14 | — | COM | 76120W302 |
| AGX | ARGAN INC | 7,500 | $207K | 0.0% | $17.50 | 0.0% | COM | 04010E109 |
| CRL | CHARLES RIVER LABORATORIES INTERNATIONAL INC. | 3,900 | $207K | 0.0% | $50.22 | 0.0% | COM | 159864107 |
| — | FINISH LINE (THE) | 7,300 | $206K | 0.0% | $28.22 | — | COM | 317923100 |
| — | PENNEY (J.C.) CORPORATION INC. | 22,525 | $206K | 0.0% | $8.82 | — | COM | 708160106 |
| MED | MEDIFAST INC | 7,900 | $206K | 0.0% | $19.88 | -2.4% | COM | 58470H101 |
| SQM | SOCIEDAD QUIMICA Y MINERA DE C | 7,920 | $205K | 0.0% | $40.40 | — | ADR | 833635105 |
| SPG | SIMON PROPERTY GROUP, INC | 1,338 | $204K | 0.0% | $87.52 | -7.5% | REIT | 828806109 |
| SBNY | SIGNATURE BANK CORPORATION | 1,900 | $204K | 0.0% | $107.37 | — | COM | 82669G104 |
| SATS | ECHOSTAR CORPORATION | 4,100 | $204K | 0.0% | $33.82 | +15.5% | COM | 278768106 |
| MD | MEDNAX, INC. | 3,800 | $203K | 0.0% | $53.66 | 0.0% | COM | 58502B106 |
| DPZ | DOMINOS PIZZA, INC. | 2,900 | $202K | 0.0% | $51.66 | +15.6% | COM | 25754A201 |
| — | ELECTRONICS FOR IMAGING | 5,200 | $201K | 0.0% | $38.65 | — | COM | 286082102 |
| GWW | GRAINGER (W.W.) INC. | 786 | $201K | 0.0% | $204.07 | +4.6% | COM | 384802104 |
| — | HUDSON CITY BANCORP, INC. | 21,315 | $201K | 0.0% | $9.17 | — | COM | 443683107 |
| OPLN | KAR AUCTION SERVICES INC. | 6,800 | $201K | 0.0% | $10.85 | 0.0% | COM | 48238T109 |
| BKE | BUCKLE, INC. | 3,800 | $200K | 0.0% | $16.15 | -5.8% | COM | 118440106 |
| — | TECO ENERGY INC. | 11,523 | $199K | 0.0% | $17.18 | — | COM | 872375100 |
| — | DUKE REALTY CORPORATION | 13,000 | $196K | 0.0% | $15.08 | — | REIT | 264411505 |
| SCI | SERVICE CORP. INTERNATIONAL | 10,800 | $196K | 0.0% | $17.49 | +3.8% | COM | 817565104 |
| — | MFA FINANCIAL, INC. | 26,000 | $184K | 0.0% | $8.14 | — | REIT | 55272X102 |
| — | VOXX INTERNATIONAL CORP | 10,800 | $180K | 0.0% | $12.28 | — | COM | 91829F104 |
| CBZ | CBIZ, INC. | 18,400 | $168K | 0.0% | $6.64 | +27.0% | COM | 124805102 |
| VSH | VISHAY INTERTECHNOLOGY INC. | 12,400 | $164K | 0.0% | $10.89 | -7.3% | COM | 928298108 |
| — | ARCH COAL, INC. | 36,400 | $162K | 0.0% | $3.78 | — | COM | 039380100 |
| — | PDL BIOPHARMA, INC. | 18,600 | $157K | 0.0% | $7.97 | — | COM | 69329Y104 |
| — | GLOBAL SOURCES LTD | 19,300 | $157K | 0.0% | $8.13 | — | COM | G39300101 |
| — | CLEAR CHANNEL OUTDOOR HOLDINGS, INC. | 14,900 | $151K | 0.0% | $10.13 | — | COM | 18451C109 |
| ON | ON SEMICONDUCTOR CORP. | 17,600 | $145K | 0.0% | $8.02 | -9.1% | COM | 682189105 |
| — | WINDSTREAM CORP. | 17,651 | $141K | 0.0% | $7.99 | — | COM | 97382A101 |
| — | UNITED ONLINE, INC. | 10,100 | $139K | 0.0% | $13.76 | — | COM | 911268209 |
| — | CARIBE MEDIA INC | 11,105 | $111K | 0.0% | $15.04 | — | COM | 141874WW3 |
| — | ENTERCOM COMMUNICATIONS CORP. | 10,400 | $109K | 0.0% | $8.76 | — | COM | 293639100 |
| — | CBEYOND INC | 15,400 | $106K | 0.0% | $6.42 | — | COM | 149847105 |
| — | SYNOVUS FINANCIAL CORP. | 28,000 | $101K | 0.0% | $3.24 | — | COM | 87161C105 |
| — | INTERSECTIONS, INC. | 12,700 | $99,000 | 0.0% | $7.80 | — | COM | 460981301 |
| — | PETROBRAS ARGENTINA SA | 17,500 | $97,000 | 0.0% | $3.62 | — | ADR | 71646J109 |
| GFI | GOLD FIELDS LTD | 29,340 | $94,000 | 0.0% | $5.25 | — | ADR | 38059T106 |
| ACCO | ACCO BRANDS CORPORATION | 13,500 | $91,000 | 0.0% | $4.71 | -5.9% | COM | 00081T108 |
| — | NEW YORK MORTGAGE TRUST INC | 12,800 | $89,000 | 0.0% | $6.24 | — | REIT | 649604501 |
| — | SCICLONE PHARMACEUTICALS INC | 17,700 | $89,000 | 0.0% | $4.97 | — | COM | 80862K104 |
| — | EARTHLINK, INC. | 15,200 | $77,000 | 0.0% | $6.18 | — | COM | 270321102 |
| — | OFFICE DEPOT, INC. | 13,600 | $72,000 | 0.0% | $5.29 | — | COM | 676220106 |
| ECRO | E C C CAPITAL CORP. | 1,200,000 | $69,000 | 0.0% | $0.07 | — | REIT | 26826M108 |
| — | SIRIUS XM RADIO INC. | 17,100 | $60,000 | 0.0% | $3.51 | — | COM | 82968B103 |
| BMNM | BIMINI CAPITAL MGMT, INC. | 211,628 | $58,000 | 0.0% | $0.30 | -25.6% | REIT | 090319401 |
| — | REGENT BROADCASTING LLC | 704,626 | $35,000 | 0.0% | $0.72 | — | WAR | 75686RZZ9 |
| — | ABRAXAS PETROLEUM CORP | 10,130 | $33,000 | 0.0% | $2.07 | — | COM | 003830106 |
| — | GEOMET, INC. | 85,857 | $8,000 | 0.0% | $0.16 | — | COM | 37250U201 |
| — | SPECTRASCIENCE, INC. | 157,715 | $3,000 | 0.0% | $0.05 | — | COM | 84760E301 |
| WHLT | CHASE PACKAGING CORP. | 19,082 | $1,000 | 0.0% | $0.01 | +249.7% | COM | 161635107 |
| — | ANTHRACITE CAPITAL, INC. | 10,000 | $0 | 0.0% | — | — | REIT | 037023108 |
| — | VERTIS HOLDINGS INC. | 70,450 | $0 | 0.0% | — | — | COM | 92535B205 |
| — | GEO SPECIALTY CHEMICALS, INC. | 80,750 | $0 | 0.0% | — | — | COM | 37246R106 |
| — | ADELPHIA RECOVERY TRUST | 1,783,299 | $0 | 0.0% | — | — | COM | 00685R409 |