CIK: 0000937567 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 14, 2014
Total Value ($000): $12,541,725 (98.8% shares, 1.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| EEM | ISHARES | 39,910,917 | $1,725,349 | 13.8% | $42.41 | — | MSCI EMG MKT ETF | 464287234 |
| JD | JD COM INC | 22,091,265 | $629,822 | 5.0% | $28.51 | — | SPON ADR CL A | 47215P106 |
| BAC | BANK OF AMERICA CORPORATION | 30,843,027 | $474,057 | 3.8% | $11.77 | +4.0% | COM | 060505104 |
| — | MICHAEL KORS HLDGS LTD | 4,230,215 | $375,009 | 3.0% | $62.02 | — | SHS | G60754101 |
| CNQ | CANADIAN NAT RES LTD | 5,279,026 | $242,999 | 1.9% | $8.76 | +42.4% | COM | 136385101 |
| — | CONSTELLIUM NV | 7,258,194 | $232,698 | 1.9% | $23.67 | — | CL A | N22035104 |
| MSFT | MICROSOFT CORP | 5,110,348 | $213,102 | 1.7% | $27.22 | +24.8% | COM | 594918104 |
| COF | CAPITAL ONE FINL CORP | 2,530,803 | $209,044 | 1.7% | $47.63 | +32.4% | COM | 14040H105 |
| DIS | DISNEY WALT CO | 2,411,220 | $206,738 | 1.6% | $56.11 | +30.9% | COM DISNEY | 254687106 |
| XLE | SELECT SECTOR SPDR TR | 1,921,494 | $192,342 | 1.5% | $100.10 | — | SBI INT-ENERGY | 81369Y506 |
| RSG | REPUBLIC SVCS INC | 5,040,507 | $191,388 | 1.5% | $26.48 | +7.8% | COM | 760759100 |
| TRIP | TRIPADVISOR INC | 1,675,835 | $182,096 | 1.5% | $58.11 | +40.8% | COM | 896945201 |
| — | ACE LTD | 1,645,568 | $170,645 | 1.4% | $89.48 | — | SHS | H0023R105 |
| BK | BANK NEW YORK MELLON CORP | 4,488,814 | $168,241 | 1.3% | $21.22 | +22.9% | COM | 064058100 |
| — | SPRINT CORP | 19,255,436 | $164,249 | 1.3% | $7.60 | — | COM SER 1 | 85207U105 |
| WFC | WELLS FARGO & CO NEW | 3,109,874 | $163,455 | 1.3% | $28.15 | +29.0% | COM | 949746101 |
| WDC | WESTERN DIGITAL CORP | 1,713,665 | $158,171 | 1.3% | $37.42 | +48.1% | COM | 958102105 |
| CSX | CSX CORP | 5,057,045 | $155,808 | 1.2% | $6.66 | +21.5% | COM | 126408103 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,292,235 | $152,484 | 1.2% | $79.76 | +42.2% | COM | 883556102 |
| — | AIRCASTLE LTD | 7,887,029 | $140,153 | 1.1% | $16.26 | — | COM | G0129K104 |
| — | TWENTY FIRST CENTY FOX INC | 3,934,353 | $138,293 | 1.1% | $33.51 | — | CL A | 90130A101 |
| JPM | JPMORGAN CHASE & CO | 2,300,435 | $132,551 | 1.1% | $38.17 | +7.9% | COM | 46625H100 |
| MET | METLIFE INC | 2,269,387 | $126,087 | 1.0% | $25.15 | +26.6% | COM | 59156R108 |
| — | VIACOM INC NEW | 1,438,456 | $124,757 | 1.0% | $68.03 | — | CL B | 92553P201 |
| — | GENERAL ELECTRIC CO | 4,612,315 | $121,212 | 1.0% | $25.68 | — | COM | 369604103 |
| AIG | AMERICAN INTL GROUP INC | 2,203,471 | $120,265 | 1.0% | $37.32 | +8.3% | COM NEW | 026874784 |
| — | BUNGE LIMITED | 1,485,919 | $112,395 | 0.9% | $76.15 | — | COM | G16962105 |
| — | SUNTRUST BKS INC | 2,767,010 | $110,846 | 0.9% | $31.57 | — | COM | 867914103 |
| GT | GOODYEAR TIRE & RUBR CO | 3,721,567 | $103,385 | 0.8% | $15.66 | +66.8% | COM | 382550101 |
| GIS | GENERAL MLS INC | 1,947,845 | $102,340 | 0.8% | $32.00 | +11.8% | COM | 370334104 |
| — | DOW CHEM CO | 1,986,231 | $102,211 | 0.8% | $32.17 | — | COM | 260543103 |
| TXT | TEXTRON INC | 2,387,317 | $91,410 | 0.7% | $26.90 | +43.1% | COM | 883203101 |
| CMCSA | COMCAST CORP NEW | 1,531,921 | $82,234 | 0.7% | $17.69 | +11.8% | CL A | 20030N101 |
| — | MEDTRONIC INC | 1,242,534 | $79,224 | 0.6% | $58.37 | — | COM | 585055106 |
| EBAY | EBAY INC | 1,579,792 | $79,084 | 0.6% | $20.58 | -5.8% | COM | 278642103 |
| PG | PROCTER & GAMBLE CO | 991,454 | $77,918 | 0.6% | $56.17 | +3.7% | COM | 742718109 |
| SU | SUNCOR ENERGY INC NEW | 1,791,333 | $76,520 | 0.6% | $19.64 | +32.4% | COM | 867224107 |
| RY | ROYAL BK CDA MONTREAL QUE | 991,705 | $71,020 | 0.6% | $59.71 | +13.6% | COM | 780087102 |
| XOM | EXXON MOBIL CORP | 688,149 | $69,283 | 0.6% | $53.69 | +15.2% | COM | 30231G102 |
| AAPL | APPLE INC | 738,956 | $68,671 | 0.5% | $14.31 | +30.3% | COM | 037833100 |
| CNI | CANADIAN NATL RY CO | 1,041,756 | $67,876 | 0.5% | $40.44 | +19.4% | COM | 136375102 |
| KR | KROGER CO | 1,318,623 | $65,180 | 0.5% | $13.44 | +39.0% | COM | 501044101 |
| — | TIME WARNER CABLE INC | 440,631 | $64,905 | 0.5% | $117.01 | — | COM | 88732J207 |
| TD | TORONTO DOMINION BK ONT | 1,256,904 | $64,819 | 0.5% | $40.89 | +18.7% | COM NEW | 891160509 |
| — | UBS AG | 3,494,766 | $64,118 | 0.5% | $17.07 | — | SHS NEW | H89231338 |
| TMUS | T-MOBILE US INC | 1,834,887 | $61,689 | 0.5% | $30.63 | +1.9% | COM | 872590104 |
| DHR | DANAHER CORP DEL | 757,194 | $59,614 | 0.5% | $26.75 | +16.3% | COM | 235851102 |
| F | FORD MTR CO DEL | 3,307,431 | $57,020 | 0.5% | $7.61 | +16.6% | COM PAR $0.01 | 345370860 |
| — | NORDSTROM INC | 836,178 | $56,802 | 0.5% | $59.94 | — | COM | 655664100 |
| GM | GENERAL MTRS CO | 1,544,978 | $56,083 | 0.4% | $23.62 | +11.3% | COM | 37045V100 |
| DB | DEUTSCHE BANK AG | 1,585,372 | $55,774 | 0.4% | $30.61 | -3.5% | NAMEN AKT | D18190898 |
| — | GOOGLE INC | 93,184 | $54,482 | 0.4% | $880.37 | — | CL A | 38259P508 |
| — | VIMPELCOM LTD | 6,127,624 | $51,472 | 0.4% | $9.60 | — | SPONSORED ADR | 92719A106 |
| — | INGERSOLL-RAND PLC | 816,193 | $51,020 | 0.4% | $56.18 | — | SHS | G47791101 |
| — | NOBLE ENERGY INC | 657,806 | $50,954 | 0.4% | $75.94 | — | COM | 655044105 |
| PNR | PENTAIR PLC | 666,952 | $48,101 | 0.4% | $41.76 | 0.0% | SHS | G7S00T104 |
| BNS | BANK N S HALIFAX | 718,739 | $48,004 | 0.4% | $30.35 | +14.6% | COM | 064149107 |
| JNJ | JOHNSON & JOHNSON | 457,459 | $47,859 | 0.4% | $59.98 | +22.0% | COM | 478160104 |
| PFE | PFIZER INC | 1,528,105 | $45,354 | 0.4% | $16.46 | +6.6% | COM | 717081103 |
| — | GOOGLE INC | 77,060 | $44,331 | 0.4% | $575.28 | — | CL C | 38259P706 |
| BMO | BANK MONTREAL QUE | 589,049 | $43,456 | 0.3% | $36.25 | +20.1% | COM | 063671101 |
| — | COVIDIEN PLC | 478,994 | $43,196 | 0.3% | $62.84 | — | SHS | G2554F113 |
| CVS | CVS CAREMARK CORPORATION | 560,642 | $42,256 | 0.3% | $41.57 | +32.1% | COM | 126650100 |
| RF | REGIONS FINL CORP NEW | 3,841,107 | $40,793 | 0.3% | $5.83 | +20.5% | COM | 7591EP100 |
| ZTS | ZOETIS INC | 1,257,223 | $40,571 | 0.3% | $27.93 | +0.4% | CL A | 98978V103 |
| CVX | CHEVRON CORP NEW | 308,082 | $40,220 | 0.3% | $71.30 | +6.5% | COM | 166764100 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 289,825 | $36,680 | 0.3% | $110.02 | +15.0% | CL B NEW | 084670702 |
| CVE | CENOVUS ENERGY INC | 1,112,106 | $36,115 | 0.3% | $22.39 | +4.1% | COM | 15135U109 |
| NEE | NEXTERA ENERGY INC | 338,066 | $34,645 | 0.3% | $14.15 | +26.6% | COM | 65339F101 |
| CCL | CARNIVAL CORP | 914,646 | $34,436 | 0.3% | $30.26 | +7.5% | PAIRED CTF | 143658300 |
| WAT | WATERS CORP | 328,914 | $34,352 | 0.3% | $104.79 | +0.4% | COM | 941848103 |
| — | ROCKWELL COLLINS INC | 427,754 | $33,425 | 0.3% | $63.41 | — | COM | 774341101 |
| — | TRANSCANADA CORP | 597,350 | $28,562 | 0.2% | $42.92 | — | COM | 89353D107 |
| ENB | ENBRIDGE INC | 592,935 | $28,184 | 0.2% | $23.28 | +8.1% | COM | 29250N105 |
| IBM | INTERNATIONAL BUSINESS MACHS | 152,567 | $27,656 | 0.2% | $118.94 | -5.6% | COM | 459200101 |
| HD | HOME DEPOT INC | 339,817 | $27,512 | 0.2% | $58.58 | +2.6% | COM | 437076102 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 494,000 | $27,165 | 0.2% | $41.89 | +17.1% | COM | 33616C100 |
| MRK | MERCK & CO INC NEW | 467,267 | $27,031 | 0.2% | $30.02 | +26.5% | COM | 58933Y105 |
| — | VALEANT PHARMACEUTICALS INTL | 209,893 | $26,591 | 0.2% | $85.96 | — | COM | 91911K102 |
| MFC | MANULIFE FINL CORP | 1,306,224 | $26,010 | 0.2% | $16.13 | +17.1% | COM | 56501R106 |
| KO | COCA COLA CO | 608,372 | $25,771 | 0.2% | $27.86 | +0.9% | COM | 191216100 |
| EOG | EOG RES INC | 220,047 | $25,715 | 0.2% | $65.35 | +17.3% | COM | 26875P101 |
| — | STERICYCLE INC | 215,760 | $25,550 | 0.2% | $112.64 | — | COM | 858912108 |
| — | GILEAD SCIENCES INC | 7,000,000 | $25,528 | 0.2% | $2.34 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | MCGRAW HILL FINL INC | 305,241 | $25,344 | 0.2% | $53.19 | — | COM | 580645109 |
| CM | CDN IMPERIAL BK COMM TORONTO | 277,965 | $25,340 | 0.2% | $21.53 | +18.1% | COM | 136069101 |
| MRSH | MARSH & MCLENNAN COS INC | 488,069 | $25,292 | 0.2% | $33.50 | +20.9% | COM | 571748102 |
| SLB | SCHLUMBERGER LTD | 209,021 | $24,654 | 0.2% | $53.37 | +40.3% | COM | 806857108 |
| FLS | FLOWSERVE CORP | 317,885 | $23,635 | 0.2% | $58.34 | +4.2% | COM | 34354P105 |
| TXN | TEXAS INSTRS INC | 491,671 | $23,497 | 0.2% | $25.31 | +34.4% | COM | 882508104 |
| C | CITIGROUP INC | 496,750 | $23,397 | 0.2% | $36.89 | -4.0% | COM NEW | 172967424 |
| ORCL | ORACLE CORP | 549,558 | $22,274 | 0.2% | $31.54 | +9.9% | COM | 68389X105 |
| PEP | PEPSICO INC | 244,304 | $21,826 | 0.2% | $56.05 | +8.7% | COM | 713448108 |
| PM | PHILIP MORRIS INTL INC | 253,971 | $21,412 | 0.2% | $49.85 | -3.2% | COM | 718172109 |
| CSCO | CISCO SYS INC | 833,651 | $20,716 | 0.2% | $15.24 | +9.2% | COM | 17275R102 |
| — | PORTOLA PHARMACEUTICALS INC | 693,397 | $20,233 | 0.2% | $26.70 | — | COM | 737010108 |
| WMT | WAL-MART STORES INC | 265,633 | $19,941 | 0.2% | $19.98 | +2.7% | COM | 931142103 |
| ABT | ABBOTT LABS | 480,111 | $19,637 | 0.2% | $29.49 | +6.8% | COM | 002824100 |
| AMZN | AMAZON COM INC | 59,380 | $19,285 | 0.2% | $13.40 | +18.1% | COM | 023135106 |
| — | WELLS FARGO & CO NEW | 882,600 | $19,047 | 0.2% | $13.67 | — | *W EXP 10/28/201 | 949746119 |
| — | BROOKFIELD ASSET MGMT INC | 430,619 | $19,005 | 0.2% | $35.83 | — | CL A LTD VT SH | 112585104 |
| AMGN | AMGEN INC | 160,511 | $19,000 | 0.2% | $75.99 | +9.7% | COM | 031162100 |
| META | FACEBOOK INC | 274,405 | $18,465 | 0.1% | $47.76 | +27.9% | CL A | 30303M102 |
| — | PNC FINL SVCS GROUP INC | 707,600 | $18,391 | 0.1% | $15.10 | — | *W EXP 12/31/201 | 693475121 |
| D | DOMINION RES INC VA NEW | 254,370 | $18,193 | 0.1% | $34.53 | +24.3% | COM | 25746U109 |
| NWSA | NEWS CORP NEW | 1,013,796 | $18,188 | 0.1% | $14.03 | +8.1% | CL A | 65249B109 |
| MGA | MAGNA INTL INC | 162,553 | $17,529 | 0.1% | $22.60 | +63.2% | COM | 559222401 |
| USB | US BANCORP DEL | 396,325 | $17,169 | 0.1% | $22.41 | +24.6% | COM NEW | 902973304 |
| V | VISA INC | 80,359 | $16,932 | 0.1% | $40.15 | +20.0% | COM CL A | 92826C839 |
| BIDU | BAIDU INC | 90,000 | $16,813 | 0.1% | $143.28 | — | SPON ADR REP A | 056752108 |
| — | DU PONT E I DE NEMOURS & CO | 250,712 | $16,407 | 0.1% | $57.71 | — | COM | 263534109 |
| MLCO | MELCO CROWN ENTMT LTD | 450,000 | $16,070 | 0.1% | $35.71 | — | ADR | 585464100 |
| MCD | MCDONALDS CORP | 159,434 | $16,061 | 0.1% | $71.85 | +4.1% | COM | 580135101 |
| — | GOLDCORP INC NEW | 572,056 | $15,994 | 0.1% | $24.76 | — | COM | 380956409 |
| — | PRECISION CASTPARTS CORP | 63,275 | $15,971 | 0.1% | $226.01 | — | COM | 740189105 |
| — | BARRICK GOLD CORP | 869,670 | $15,954 | 0.1% | $15.74 | — | COM | 067901108 |
| — | AVON PRODS INC | 1,091,298 | $15,944 | 0.1% | $19.20 | — | COM | 054303102 |
| SLF | SUN LIFE FINL INC | 430,202 | $15,841 | 0.1% | $28.45 | +21.0% | COM | 866796105 |
| IMO | IMPERIAL OIL LTD | 292,344 | $15,433 | 0.1% | $30.33 | +26.3% | COM NEW | 453038408 |
| DVN | DEVON ENERGY CORP NEW | 190,482 | $15,124 | 0.1% | $44.93 | +9.1% | COM | 25179M103 |
| UNP | UNION PAC CORP | 146,902 | $14,653 | 0.1% | $61.80 | +21.0% | COM | 907818108 |
| — | CRESCENT PT ENERGY CORP | 329,658 | $14,636 | 0.1% | $36.56 | — | COM | 22576C101 |
| MMM | 3M CO | 100,833 | $14,443 | 0.1% | $61.38 | +32.0% | COM | 88579Y101 |
| ABBV | ABBVIE INC | 255,898 | $14,443 | 0.1% | $27.49 | +19.9% | COM | 00287Y109 |
| AXP | AMERICAN EXPRESS CO | 145,617 | $13,815 | 0.1% | $59.62 | +28.1% | COM | 025816109 |
| — | MICRON TECHNOLOGY INC | 4,000,000 | $13,785 | 0.1% | $2.12 | — | NOTE 2.375% 5/0 | 595112AW3 |
| BA | BOEING CO | 107,062 | $13,621 | 0.1% | $80.55 | +39.8% | COM | 097023105 |
| MO | ALTRIA GROUP INC | 322,382 | $13,521 | 0.1% | $16.31 | +17.7% | COM | 02209S103 |
| OXY | OCCIDENTAL PETE CORP DEL | 128,928 | $13,232 | 0.1% | $57.85 | +14.4% | COM | 674599105 |
| — | CEMPRA INC | 1,209,506 | $12,978 | 0.1% | $10.67 | — | COM | 15130J109 |
| UNH | UNITEDHEALTH GROUP INC | 157,925 | $12,910 | 0.1% | $50.75 | +28.5% | COM | 91324P102 |
| — | ENCANA CORP | 542,664 | $12,879 | 0.1% | $16.86 | — | COM | 292505104 |
| — | COMPANHIA BRASILEIRA DE DIST | 277,905 | $12,875 | 0.1% | $45.46 | — | SPN ADR PFD CL A | 20440T201 |
| BMY | BRISTOL MYERS SQUIBB CO | 265,039 | $12,857 | 0.1% | $28.73 | +16.6% | COM | 110122108 |
| UPS | UNITED PARCEL SERVICE INC | 116,984 | $12,010 | 0.1% | $57.13 | +16.6% | CL B | 911312106 |
| BIIB | BIOGEN IDEC INC | 37,896 | $11,949 | 0.1% | $214.99 | +40.0% | COM | 09062X103 |
| — | HOLLYFRONTIER CORP | 272,866 | $11,922 | 0.1% | $43.92 | — | COM | 436106108 |
| HON | HONEYWELL INTL INC | 127,586 | $11,859 | 0.1% | $53.29 | +23.3% | COM | 438516106 |
| MA | MASTERCARD INC | 160,086 | $11,762 | 0.1% | $70.06 | -1.2% | CL A | 57636Q104 |
| GS | GOLDMAN SACHS GROUP INC | 67,798 | $11,352 | 0.1% | $120.06 | +7.2% | COM | 38141G104 |
| CAT | CATERPILLAR INC DEL | 103,561 | $11,254 | 0.1% | $61.55 | +26.8% | COM | 149123101 |
| — | TWENTY FIRST CENTY FOX INC | 325,000 | $11,125 | 0.1% | $34.23 | — | CL B | 90130A200 |
| PBA | PEMBINA PIPELINE CORP | 256,917 | $11,074 | 0.1% | $18.88 | +16.0% | COM | 706327103 |
| — | CELGENE CORP | 128,340 | $11,022 | 0.1% | $101.36 | — | COM | 151020104 |
| RCI | ROGERS COMMUNICATIONS INC | 271,537 | $10,947 | 0.1% | $47.39 | -14.6% | CL B | 775109200 |
| — | HEWLETT PACKARD CO | 315,058 | $10,611 | 0.1% | $24.03 | — | COM | 428236103 |
| — | MONSANTO CO NEW | 84,450 | $10,534 | 0.1% | $99.51 | — | COM | 61166W101 |
| — | WALGREEN CO | 139,451 | $10,338 | 0.1% | $44.20 | — | COM | 931422109 |
| PNC | PNC FINL SVCS GROUP INC | 116,000 | $10,330 | 0.1% | $47.44 | +26.0% | COM | 693475105 |
| LLY | LILLY ELI & CO | 165,754 | $10,305 | 0.1% | $42.28 | +13.6% | COM | 532457108 |
| MDLZ | MONDELEZ INTL INC | 272,674 | $10,255 | 0.1% | $23.16 | +22.2% | CL A | 609207105 |
| — | TIME WARNER INC | 145,956 | $10,253 | 0.1% | $58.03 | — | COM NEW | 887317303 |
| MTD | METTLER TOLEDO INTERNATIONAL | 40,090 | $10,150 | 0.1% | $242.04 | -0.7% | COM | 592688105 |
| — | ADAMAS PHARMACEUTICALS INC | 547,683 | $10,012 | 0.1% | $18.28 | — | COM | 00548A106 |
| CL | COLGATE PALMOLIVE CO | 142,714 | $9,730 | 0.1% | $44.46 | +15.2% | COM | 194162103 |
| HAL | HALLIBURTON CO | 135,288 | $9,607 | 0.1% | $33.21 | +55.0% | COM | 406216101 |
| GD | GENERAL DYNAMICS CORP | 81,924 | $9,548 | 0.1% | $56.44 | +56.9% | COM | 369550108 |
| — | AGRIUM INC | 103,943 | $9,539 | 0.1% | $91.45 | — | COM | 008916108 |
| — | RAYTHEON CO | 102,059 | $9,415 | 0.1% | $77.66 | — | COM NEW | 755111507 |
| ALLE | ALLEGION PUB LTD CO | 164,732 | $9,337 | 0.1% | $38.52 | +20.7% | ORD SHS | G0176J109 |
| SBUX | STARBUCKS CORP | 120,315 | $9,310 | 0.1% | $28.13 | +2.6% | COM | 855244109 |
| NKE | NIKE INC | 118,965 | $9,226 | 0.1% | $26.70 | +20.4% | CL B | 654106103 |
| — | E M C CORP MASS | 341,260 | $8,989 | 0.1% | $23.62 | — | COM | 268648102 |
| — | EXPRESS SCRIPTS HLDG CO | 128,581 | $8,915 | 0.1% | $61.86 | — | COM | 30219G108 |
| — | ANADARKO PETE CORP | 81,295 | $8,899 | 0.1% | $86.40 | — | COM | 032511107 |
| DUK | DUKE ENERGY CORP NEW | 117,771 | $8,737 | 0.1% | $41.83 | +6.4% | COM NEW | 26441C204 |
| SPG | SIMON PPTY GROUP INC NEW | 51,339 | $8,537 | 0.1% | $88.80 | +5.0% | COM | 828806109 |
| COST | COSTCO WHSL CORP NEW | 73,565 | $8,472 | 0.1% | $86.56 | +6.1% | COM | 22160K105 |
| ACN | ACCENTURE PLC IRELAND | 103,894 | $8,399 | 0.1% | $63.81 | +3.6% | SHS CLASS A | G1151C101 |
| EDMCQ | EDUCATION MGMT CORP NEW | 4,951,080 | $8,367 | 0.1% | $5.84 | -53.9% | COM | 28140M103 |
| — | ALLERGAN INC | 48,832 | $8,263 | 0.1% | $86.68 | — | COM | 018490102 |
| TECK | TECK RESOURCES LTD | 359,335 | $8,218 | 0.1% | $25.96 | -13.6% | CL B | 878742204 |
| — | SANDISK CORP | 4,000,000 | $8,158 | 0.1% | $1.52 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| EMR | EMERSON ELEC CO | 117,912 | $7,825 | 0.1% | $40.28 | +22.0% | COM | 291011104 |
| — | HITTITE MICROWAVE CORP | 100,000 | $7,795 | 0.1% | $77.95 | — | COM | 43365Y104 |
| — | CAPITAL ONE FINL CORP | 191,600 | $7,733 | 0.1% | $24.23 | — | *W EXP 11/14/201 | 14040H139 |
| — | OMNICARE INC | 3,000,000 | $7,663 | 0.1% | $1.85 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | TALISMAN ENERGY INC | 721,261 | $7,638 | 0.1% | $11.50 | — | COM | 87425E103 |
| LOW | LOWES COS INC | 159,085 | $7,634 | 0.1% | $32.16 | +17.7% | COM | 548661107 |
| RIG | TRANSOCEAN LTD | 167,440 | $7,531 | 0.1% | $50.55 | -15.8% | REG SHS | H8817H100 |
| — | SHAW COMMUNICATIONS INC | 291,928 | $7,499 | 0.1% | $23.93 | — | CL B CONV | 82028K200 |
| PSX | PHILLIPS 66 | 91,997 | $7,399 | 0.1% | $40.44 | +34.0% | COM | 718546104 |
| MS | MORGAN STANLEY | 227,850 | $7,366 | 0.1% | $17.36 | +30.8% | COM NEW | 617446448 |
| — | CUBIST PHARMACEUTICALS INC | 3,000,000 | $7,361 | 0.1% | $1.75 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | GROUPE CGI INC | 205,672 | $7,303 | 0.1% | $35.03 | — | CL A SUB VTG | 39945C109 |
| — | TIM HORTONS INC | 129,339 | $7,088 | 0.1% | $53.92 | — | COM | 88706M103 |
| — | MGIC INVT CORP WIS | 6,000,000 | $7,020 | 0.1% | $1.14 | — | NOTE 5.000% 5/0 | 552848AD5 |
| KMB | KIMBERLY CLARK CORP | 62,768 | $6,981 | 0.1% | $63.06 | +13.8% | COM | 494368103 |
| — | CADENCE DESIGN SYSTEM INC | 3,000,000 | $6,979 | 0.1% | $1.82 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| MCK | MCKESSON CORP | 37,455 | $6,974 | 0.1% | $101.46 | +60.9% | COM | 58155Q103 |
| SO | SOUTHERN CO | 153,261 | $6,955 | 0.1% | $26.75 | +0.8% | COM | 842587107 |
| — | OMNICARE INC | 6,500,000 | $6,947 | 0.1% | $1.04 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | APACHE CORP | 68,934 | $6,936 | 0.1% | $84.94 | — | COM | 037411105 |
| — | SILVER WHEATON CORP | 260,019 | $6,855 | 0.1% | $19.54 | — | COM | 828336107 |
| — | DIRECTV | 79,783 | $6,782 | 0.1% | $62.36 | — | COM | 25490A309 |
| FDX | FEDEX CORP | 44,601 | $6,752 | 0.1% | $81.95 | +44.6% | COM | 31428X106 |
| PRU | PRUDENTIAL FINL INC | 75,819 | $6,730 | 0.1% | $38.68 | +32.8% | COM | 744320102 |
| LYB | LYONDELLBASELL INDUSTRIES N | 68,363 | $6,676 | 0.1% | $33.90 | +53.0% | SHS - A - | N53745100 |
| — | DELPHI AUTOMOTIVE PLC | 95,349 | $6,554 | 0.1% | $57.80 | — | SHS | G27823106 |
| — | CATAMARAN CORP | 147,093 | $6,507 | 0.1% | $48.52 | — | COM | 148887102 |
| BAX | BAXTER INTL INC | 89,904 | $6,500 | 0.1% | $30.48 | +7.3% | COM | 071813109 |
| — | PRAXAIR INC | 48,723 | $6,472 | 0.1% | $115.16 | — | COM | 74005P104 |
| — | BLACKROCK INC | 20,168 | $6,446 | 0.1% | $257.00 | — | COM | 09247X101 |
| WMB | WILLIAMS COS INC DEL | 110,175 | $6,413 | 0.1% | $18.22 | +32.7% | COM | 969457100 |
| — | ACTAVIS PLC | 28,628 | $6,385 | 0.1% | $215.94 | — | SHS | G0083B108 |
| ADP | AUTOMATIC DATA PROCESSING IN | 80,309 | $6,367 | 0.1% | $45.09 | +17.2% | COM | 053015103 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 174,404 | $6,366 | 0.1% | $30.04 | -1.6% | COM | 35671D857 |
| AEM | AGNICO EAGLE MINES LTD | 165,416 | $6,345 | 0.1% | $25.04 | +4.6% | COM | 008474108 |
| TJX | TJX COS INC NEW | 114,929 | $6,108 | 0.0% | $20.86 | +16.6% | COM | 872540109 |
| — | UNS ENERGY CORP | 100,000 | $6,041 | 0.0% | $60.03 | — | COM | 903119105 |
| — | KRAFT FOODS GROUP INC | 100,282 | $6,012 | 0.0% | $55.87 | — | COM | 50076Q106 |
| TGT | TARGET CORP | 103,100 | $5,975 | 0.0% | $47.95 | -13.2% | COM | 87612E106 |
| ETN | EATON CORP PLC | 76,983 | $5,942 | 0.0% | $46.69 | +20.5% | COMMON USD 0.01 | G29183103 |
| CCJ | CAMECO CORP | 295,408 | $5,805 | 0.0% | $17.58 | +4.4% | COM | 13321L108 |
| — | RADIAN GROUP INC | 4,000,000 | $5,805 | 0.0% | $1.41 | — | NOTE 3.000%11/1 | 750236AK7 |
| — | NATIONAL OILWELL VARCO INC | 70,412 | $5,798 | 0.0% | $69.33 | — | COM | 637071101 |
| EXC | EXELON CORP | 158,551 | $5,784 | 0.0% | $15.47 | +9.0% | COM | 30161N101 |
| — | CHART INDS INC | 4,126,000 | $5,784 | 0.0% | $1.78 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| YUM | YUM BRANDS INC | 70,992 | $5,765 | 0.0% | $39.08 | +14.2% | COM | 988498101 |
| AMT | AMERICAN TOWER CORP NEW | 63,790 | $5,740 | 0.0% | $59.62 | +10.2% | COM | 03027X100 |
| ITW | ILLINOIS TOOL WKS INC | 64,054 | $5,609 | 0.0% | $49.99 | +30.9% | COM | 452308109 |
| DE | DEERE & CO | 61,349 | $5,555 | 0.0% | $68.04 | +8.9% | COM | 244199105 |
| KGC | KINROSS GOLD CORP | 1,318,790 | $5,473 | 0.0% | $5.53 | -26.5% | COM NO PAR | 496902404 |
| — | SALESFORCE COM INC | 2,000,000 | $5,455 | 0.0% | $2.43 | — | NOTE 0.750% 1/1 | 79466LAB0 |
| — | YAMANA GOLD INC | 661,318 | $5,451 | 0.0% | $9.51 | — | COM | 98462Y100 |
| ADBE | ADOBE SYS INC | 74,760 | $5,410 | 0.0% | $44.56 | +44.7% | COM | 00724F101 |
| — | CHESAPEAKE ENERGY CORP | 5,000,000 | $5,325 | 0.0% | $1.02 | — | NOTE 2.750%11/1 | 165167BW6 |
| DAL | DELTA AIR LINES INC DEL | 137,382 | $5,319 | 0.0% | $18.04 | +82.2% | COM NEW | 247361702 |
| — | PIONEER NAT RES CO | 23,128 | $5,315 | 0.0% | $147.25 | — | COM | 723787107 |
| — | WELLPOINT INC | 49,363 | $5,312 | 0.0% | $81.84 | — | COM | 94973V107 |
| — | CBS CORP NEW | 84,925 | $5,277 | 0.0% | $48.87 | — | CL B | 124857202 |
| — | BAKER HUGHES INC | 70,699 | $5,264 | 0.0% | $46.13 | — | COM | 057224107 |
| NSC | NORFOLK SOUTHERN CORP | 49,878 | $5,139 | 0.0% | $56.99 | +33.4% | COM | 655844108 |
| SCHW | SCHWAB CHARLES CORP NEW | 189,383 | $5,100 | 0.0% | $16.06 | +42.3% | COM | 808513105 |
| AFL | AFLAC INC | 81,526 | $5,075 | 0.0% | $20.16 | +17.4% | COM | 001055102 |
| ECL | ECOLAB INC | 45,454 | $5,061 | 0.0% | $73.48 | +28.3% | COM | 278865100 |
| ADM | ARCHER DANIELS MIDLAND CO | 114,165 | $5,036 | 0.0% | $23.78 | +32.9% | COM | 039483102 |
| — | GT ADVANCED TECHNOLOGIES INC | 2,000,000 | $4,983 | 0.0% | $2.30 | — | NOTE 3.000%10/0 | 36191UAA4 |
| — | ALEXION PHARMACEUTICALS INC | 31,825 | $4,973 | 0.0% | $92.23 | — | COM | 015351109 |
| — | AETNA INC NEW | 61,060 | $4,951 | 0.0% | $64.10 | — | COM | 00817Y108 |
| — | BB&T CORP | 124,545 | $4,911 | 0.0% | $33.97 | — | COM | 054937107 |
| — | CTRIP COM INTL LTD | 76,000 | $4,867 | 0.0% | $32.63 | — | AMERICAN DEP SHS | 22943F100 |
| PPG | PPG INDS INC | 23,148 | $4,865 | 0.0% | $60.63 | +33.5% | COM | 693506107 |
| GLW | CORNING INC | 220,864 | $4,848 | 0.0% | $10.49 | +49.4% | COM | 219350105 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 97,616 | $4,774 | 0.0% | $35.21 | +22.7% | CL A | 192446102 |
| AEP | AMERICAN ELEC PWR INC | 85,264 | $4,755 | 0.0% | $30.44 | +14.6% | COM | 025537101 |
| — | YAHOO INC | 135,322 | $4,754 | 0.0% | $40.13 | — | COM | 984332106 |
| — | DISCOVER FINL SVCS | 76,521 | $4,743 | 0.0% | $47.80 | — | COM | 254709108 |
| — | QUESTCOR PHARMACEUTICALS INC | 51,152 | $4,731 | 0.0% | $88.01 | — | COM | 74835Y101 |
| — | MARATHON OIL CORP | 118,440 | $4,728 | 0.0% | $34.58 | — | COM | 565849106 |
| — | ENERPLUS CORP | 186,787 | $4,715 | 0.0% | $14.73 | — | COM | 292766102 |
| STT | STATE STR CORP | 69,234 | $4,657 | 0.0% | $44.60 | +7.4% | COM | 857477103 |
| — | AON PLC | 51,237 | $4,616 | 0.0% | $64.36 | — | SHS CL A | G0408V102 |
| GIL | GILDAN ACTIVEWEAR INC | 77,731 | $4,588 | 0.0% | $16.97 | +33.0% | COM | 375916103 |
| BB | BLACKBERRY LTD | 439,500 | $4,514 | 0.0% | $9.71 | -18.9% | COM | 09228F103 |
| — | PENN WEST PETE LTD NEW | 453,890 | $4,440 | 0.0% | $10.52 | — | COM | 707887105 |
| — | HESS CORP | 44,866 | $4,437 | 0.0% | $98.89 | — | COM | 42809H107 |
| AMAT | APPLIED MATLS INC | 196,739 | $4,436 | 0.0% | $12.22 | +43.9% | COM | 038222105 |
| APD | AIR PRODS & CHEMS INC | 34,111 | $4,387 | 0.0% | $61.77 | +35.8% | COM | 009158106 |
| ALL | ALLSTATE CORP | 73,827 | $4,335 | 0.0% | $37.12 | +20.9% | COM | 020002101 |
| PSA | PUBLIC STORAGE | 25,075 | $4,297 | 0.0% | $97.16 | +12.5% | COM | 74460D109 |
| SYK | STRYKER CORP | 50,916 | $4,293 | 0.0% | $56.98 | +24.9% | COM | 863667101 |
| CMI | CUMMINS INC | 27,495 | $4,242 | 0.0% | $81.53 | +35.8% | COM | 231021106 |
| — | IDENIX PHARMACEUTICALS INC | 175,000 | $4,218 | 0.0% | $24.10 | — | COM | 45166R204 |
| NFLX | NETFLIX INC | 9,516 | $4,193 | 0.0% | $2.99 | +80.8% | COM | 64110L106 |
| — | RYLAND GROUP INC | 3,000,000 | $4,185 | 0.0% | $1.46 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | TE CONNECTIVITY LTD | 67,076 | $4,148 | 0.0% | $45.54 | — | REG SHS | H84989104 |
| — | PEPCO HOLDINGS INC | 149,054 | $4,096 | 0.0% | $24.83 | — | COM | 713291102 |
| — | CROWN CASTLE INTL CORP | 54,779 | $4,068 | 0.0% | $72.56 | — | COM | 228227104 |
| — | CIGNA CORPORATION | 44,088 | $4,055 | 0.0% | $72.54 | — | COM | 125509109 |
| SRE | SEMPRA ENERGY | 38,413 | $4,022 | 0.0% | $27.60 | +25.4% | COM | 816851109 |
| PCG | PG&E CORP | 83,635 | $4,016 | 0.0% | $38.88 | +2.5% | COM | 69331C108 |
| PPL | PPL CORP | 111,308 | $3,955 | 0.0% | $16.37 | +14.5% | COM | 69351T106 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 96,712 | $3,945 | 0.0% | $21.97 | +17.3% | COM | 744573106 |
| — | CHUBB CORP | 42,539 | $3,921 | 0.0% | $84.65 | — | COM | 171232101 |
| — | FOREST LABS INC | 39,367 | $3,897 | 0.0% | $69.69 | — | COM | 345838106 |
| KMI | KINDER MORGAN INC DEL | 107,339 | $3,892 | 0.0% | $20.66 | -9.0% | COM | 49456B101 |
| — | MYLAN INC | 1,000,000 | $3,882 | 0.0% | $2.38 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| CAH | CARDINAL HEALTH INC | 55,831 | $3,828 | 0.0% | $32.61 | +52.2% | COM | 14149Y108 |
| BEN | FRANKLIN RES INC | 65,927 | $3,813 | 0.0% | $29.23 | +12.0% | COM | 354613101 |
| — | CENTURYLINK INC | 104,399 | $3,779 | 0.0% | $32.69 | — | COM | 156700106 |
| INTU | INTUIT | 46,589 | $3,752 | 0.0% | $54.99 | +27.6% | COM | 461202103 |
| SYY | SYSCO CORP | 99,881 | $3,741 | 0.0% | $24.48 | +9.9% | COM | 871829107 |
| — | BROADCOM CORP | 100,747 | $3,740 | 0.0% | $33.83 | — | CL A | 111320107 |
| AMP | AMERIPRISE FINL INC | 31,161 | $3,739 | 0.0% | $60.02 | +45.9% | COM | 03076C106 |
| EQR | EQUITY RESIDENTIAL | 59,160 | $3,727 | 0.0% | $31.56 | +9.1% | SH BEN INT | 29476L107 |
| VIPS | VIPSHOP HLDGS LTD | 19,799 | $3,717 | 0.0% | $187.74 | — | SPONSORED ADR | 92763W103 |
| — | LORILLARD INC | 60,767 | $3,705 | 0.0% | $43.68 | — | COM | 544147101 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,000,000 | $3,679 | 0.0% | $1.06 | — | NOTE 1.000% 7/0 | 874054AD1 |
| CME | CME GROUP INC | 51,801 | $3,675 | 0.0% | $39.16 | +13.5% | COM | 12572Q105 |
| VRTX | VERTEX PHARMACEUTICALS INC | 38,762 | $3,670 | 0.0% | $79.58 | -11.9% | COM | 92532F100 |
| MPC | MARATHON PETE CORP | 46,749 | $3,650 | 0.0% | $27.55 | +13.1% | COM | 56585A102 |
| TROW | PRICE T ROWE GROUP INC | 43,117 | $3,640 | 0.0% | $47.82 | +11.2% | COM | 74144T108 |
| TAC | TRANSALTA CORP | 295,910 | $3,634 | 0.0% | $14.00 | -14.7% | COM | 89346D107 |
| IP | INTL PAPER CO | 71,091 | $3,588 | 0.0% | $25.91 | +4.4% | COM | 460146103 |
| PCAR | PACCAR INC | 57,053 | $3,585 | 0.0% | $21.67 | +27.5% | COM | 693718108 |
| VFC | V F CORP | 56,496 | $3,559 | 0.0% | $49.34 | +17.8% | COM | 918204108 |
| HUM | HUMANA INC | 27,697 | $3,537 | 0.0% | $71.14 | +51.7% | COM | 444859102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 18,669 | $3,527 | 0.0% | $35.28 | -4.8% | COM | 45866F104 |
| — | TYCO INTERNATIONAL LTD | 75,701 | $3,452 | 0.0% | $32.95 | — | SHS | H89128104 |
| PLD | PROLOGIS INC | 83,716 | $3,440 | 0.0% | $27.86 | +4.3% | COM | 74340W103 |
| EIX | EDISON INTL | 58,920 | $3,424 | 0.0% | $30.71 | +16.8% | COM | 281020107 |
| M | MACYS INC | 58,759 | $3,409 | 0.0% | $46.44 | +25.0% | COM | 55616P104 |
| VNO | VORNADO RLTY TR | 30,950 | $3,303 | 0.0% | $84.40 | — | SH BEN INT | 929042109 |
| — | PINNACLE FOODS INC DEL | 100,000 | $3,290 | 0.0% | $32.90 | — | COM | 72348P104 |
| WY | WEYERHAEUSER CO | 98,500 | $3,259 | 0.0% | $18.75 | +2.9% | COM | 962166104 |
| FITB | FIFTH THIRD BANCORP | 151,741 | $3,240 | 0.0% | $11.55 | +23.7% | COM | 316773100 |
| — | ST JUDE MED INC | 46,644 | $3,230 | 0.0% | $45.75 | — | COM | 790849103 |
| LUV | SOUTHWEST AIRLS CO | 119,286 | $3,204 | 0.0% | $11.86 | +86.7% | COM | 844741108 |
| ETR | ENTERGY CORP NEW | 39,030 | $3,204 | 0.0% | $20.88 | +12.3% | COM | 29364G103 |
| PRGO | PERRIGO CO PLC | 21,958 | $3,201 | 0.0% | $157.83 | -10.2% | SHS | G97822103 |
| A | AGILENT TECHNOLOGIES INC | 54,692 | $3,142 | 0.0% | $27.97 | +30.5% | COM | 00846U101 |
| — | HEALTH CARE REIT INC | 50,129 | $3,142 | 0.0% | $66.77 | — | COM | 42217K106 |
| — | AUTONAVI HLDGS LTD | 150,000 | $3,135 | 0.0% | $20.18 | — | SPONSORED ADR | 05330F106 |
| EL | LAUDER ESTEE COS INC | 42,158 | $3,131 | 0.0% | $58.26 | +8.8% | CL A | 518439104 |
| — | HCP INC | 75,195 | $3,112 | 0.0% | $45.44 | — | COM | 40414L109 |
| AVB | AVALONBAY CMNTYS INC | 21,836 | $3,105 | 0.0% | $88.29 | +6.3% | COM | 053484101 |
| VTR | VENTAS INC | 48,304 | $3,096 | 0.0% | $49.18 | -9.5% | COM | 92276F100 |
| — | REYNOLDS AMERICAN INC | 51,064 | $3,082 | 0.0% | $48.37 | — | COM | 761713106 |
| AZO | AUTOZONE INC | 5,745 | $3,081 | 0.0% | $408.47 | +29.5% | COM | 053332102 |
| PH | PARKER HANNIFIN CORP | 24,442 | $3,073 | 0.0% | $84.24 | +22.0% | COM | 701094104 |
| ED | CONSOLIDATED EDISON INC | 53,226 | $3,073 | 0.0% | $37.47 | -2.8% | COM | 209115104 |
| — | ANNALY CAP MGMT INC | 3,000,000 | $3,071 | 0.0% | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | MEAD JOHNSON NUTRITION CO | 32,912 | $3,066 | 0.0% | $79.23 | — | COM | 582839106 |
| BXP | BOSTON PROPERTIES INC | 25,725 | $3,040 | 0.0% | $64.27 | +13.4% | COM | 101121101 |
| ADI | ANALOG DEVICES INC | 56,147 | $3,036 | 0.0% | $34.90 | +18.9% | COM | 032654105 |
| — | KELLOGG CO | 46,132 | $3,031 | 0.0% | $38.95 | +7.2% | COM | 487836108 |
| OMC | OMNICOM GROUP INC | 42,413 | $3,021 | 0.0% | $40.69 | +16.4% | COM | 681919106 |
| — | ALCOA INC | 202,806 | $3,020 | 0.0% | $8.40 | — | COM | 013817101 |
| COR | AMERISOURCEBERGEN CORP | 41,362 | $3,005 | 0.0% | $38.92 | +28.0% | COM | 03073E105 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 5,063 | $3,000 | 0.0% | $7.17 | +51.0% | COM | 169656105 |
| — | AVAGO TECHNOLOGIES LTD | 41,309 | $2,977 | 0.0% | $72.07 | — | SHS | Y0486S104 |
| MTB | M & T BK CORP | 23,961 | $2,972 | 0.0% | $73.30 | +20.5% | COM | 55261F104 |
| XEL | XCEL ENERGY INC | 92,138 | $2,970 | 0.0% | $19.80 | +7.8% | COM | 98389B100 |
| ZBH | ZIMMER HLDGS INC | 28,245 | $2,934 | 0.0% | $67.44 | +31.5% | COM | 98956P102 |
| — | ICONIX BRAND GROUP INC | 2,000,000 | $2,900 | 0.0% | $1.30 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | RDA MICROELECTRONICS INC | 169,450 | $2,899 | 0.0% | $17.82 | — | SPONSORED ADR | 749394102 |
| SHW | SHERWIN WILLIAMS CO | 13,892 | $2,874 | 0.0% | $53.45 | +12.0% | COM | 824348106 |
| DG | DOLLAR GEN CORP NEW | 49,775 | $2,855 | 0.0% | $45.26 | +9.9% | COM | 256677105 |
| ROK | ROCKWELL AUTOMATION INC | 22,720 | $2,844 | 0.0% | $97.85 | 0.0% | COM | 773903109 |
| BSX | BOSTON SCIENTIFIC CORP | 217,067 | $2,772 | 0.0% | $8.48 | +53.3% | COM | 101137107 |
| WYNN | WYNN RESORTS LTD | 13,294 | $2,759 | 0.0% | $106.96 | +62.4% | COM | 983134107 |
| — | NORTHEAST UTILS | 57,777 | $2,731 | 0.0% | $42.02 | — | COM | 664397106 |
| MCO | MOODYS CORP | 30,862 | $2,705 | 0.0% | $53.63 | +36.3% | COM | 615369105 |
| IVZ | INVESCO LTD | 71,007 | $2,681 | 0.0% | $18.88 | +16.2% | SHS | G491BT108 |
| — | SOUTHWESTERN ENERGY CO | 58,589 | $2,665 | 0.0% | $39.14 | — | COM | 845467109 |
| EQT | EQT CORP | 24,904 | $2,662 | 0.0% | $37.86 | +38.9% | COM | 26884L109 |
| — | DISCOVERY COMMUNICATNS NEW | 35,784 | $2,658 | 0.0% | $77.24 | — | COM SER A | 25470F104 |
| HIG | HARTFORD FINL SVCS GROUP INC | 73,799 | $2,643 | 0.0% | $22.23 | +24.0% | COM | 416515104 |
| MSI | MOTOROLA SOLUTIONS INC | 39,605 | $2,637 | 0.0% | $47.70 | +13.8% | COM NEW | 620076307 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 2,000,000 | $2,628 | 0.0% | $1.31 | — | NOTE 1.750%12/0 | 874054AC3 |
| MOS | MOSAIC CO NEW | 53,087 | $2,625 | 0.0% | $44.39 | -12.1% | COM | 61945C103 |
| FISV | FISERV INC | 43,475 | $2,622 | 0.0% | $23.98 | +23.6% | COM | 337738108 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 17,408 | $2,622 | 0.0% | $7.23 | +36.4% | COM | 67103H107 |
| HSY | HERSHEY CO | 26,830 | $2,612 | 0.0% | $65.79 | +13.1% | COM | 427866108 |
| BF/B | BROWN FORMAN CORP | 27,637 | $2,603 | 0.0% | $23.01 | +30.1% | CL B | 115637209 |
| NTRS | NORTHERN TR CORP | 40,507 | $2,601 | 0.0% | $40.46 | +12.4% | COM | 665859104 |
| — | SYMANTEC CORP | 113,515 | $2,599 | 0.0% | $22.48 | — | COM | 871503108 |
| — | KEURIG GREEN MTN INC | 20,831 | $2,596 | 0.0% | $105.59 | — | COM | 49271M100 |
| ISRG | INTUITIVE SURGICAL INC | 6,302 | $2,595 | 0.0% | $54.94 | -19.7% | COM NEW | 46120E602 |
| ROP | ROPER INDS INC NEW | 17,760 | $2,593 | 0.0% | $114.19 | +13.9% | COM | 776696106 |
| DTE | DTE ENERGY CO | 33,217 | $2,587 | 0.0% | $38.29 | +14.5% | COM | 233331107 |
| FIS | FIDELITY NATL INFORMATION SV | 47,231 | $2,585 | 0.0% | $34.36 | +27.9% | COM | 31620M106 |
| PGR | PROGRESSIVE CORP OHIO | 101,625 | $2,577 | 0.0% | $17.14 | +3.7% | COM | 743315103 |
| NUE | NUCOR CORP | 52,264 | $2,574 | 0.0% | $32.41 | +19.2% | COM | 670346105 |
| GWW | GRAINGER W W INC | 9,995 | $2,541 | 0.0% | $202.27 | +4.5% | COM | 384802104 |
| HOG | HARLEY DAVIDSON INC | 35,859 | $2,505 | 0.0% | $54.10 | +30.2% | COM | 412822108 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 8,896 | $2,502 | 0.0% | $157.42 | +11.7% | COM | 018581108 |
| — | CERNER CORP | 48,462 | $2,500 | 0.0% | $74.07 | — | COM | 156782104 |
| DOV | DOVER CORP | 27,322 | $2,485 | 0.0% | $40.08 | +41.7% | COM | 260003108 |
| ROST | ROSS STORES INC | 37,306 | $2,467 | 0.0% | $28.40 | +7.8% | COM | 778296103 |
| BWA | BORGWARNER INC | 37,819 | $2,465 | 0.0% | $33.19 | +40.1% | COM | 099724106 |
| PAYX | PAYCHEX INC | 59,044 | $2,454 | 0.0% | $25.02 | +15.1% | COM | 704326107 |
| FE | FIRSTENERGY CORP | 70,565 | $2,450 | 0.0% | $24.57 | -15.7% | COM | 337932107 |
| STZ | CONSTELLATION BRANDS INC | 27,698 | $2,441 | 0.0% | $43.83 | +61.2% | CL A | 21036P108 |
| GPC | GENUINE PARTS CO | 27,656 | $2,428 | 0.0% | $54.12 | +13.9% | COM | 372460105 |
| MUR | MURPHY OIL CORP | 36,452 | $2,423 | 0.0% | $34.97 | +16.6% | COM | 626717102 |
| — | NIELSEN N V | 49,747 | $2,408 | 0.0% | $37.28 | — | COM | N63218106 |
| RRC | RANGE RES CORP | 27,678 | $2,407 | 0.0% | $76.80 | +16.5% | COM | 75281A109 |
| APH | AMPHENOL CORP NEW | 24,868 | $2,396 | 0.0% | $8.50 | +25.5% | CL A | 032095101 |
| L | LOEWS CORP | 53,832 | $2,369 | 0.0% | $42.76 | -3.5% | COM | 540424108 |
| — | VIPSHOP HLDGS LTD | 2,000,000 | $2,364 | 0.0% | $1.02 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | L BRANDS INC | 40,245 | $2,361 | 0.0% | $49.43 | — | COM | 501797104 |
| CTRA | CABOT OIL & GAS CORP | 68,482 | $2,338 | 0.0% | $25.97 | -0.1% | COM | 127097103 |
| AEE | AMEREN CORP | 57,065 | $2,333 | 0.0% | $23.80 | +16.6% | COM | 023608102 |
| NI | NISOURCE INC | 59,217 | $2,330 | 0.0% | $7.81 | +28.8% | COM | 65473P105 |
| — | FMC TECHNOLOGIES INC | 38,132 | $2,329 | 0.0% | $56.23 | — | COM | 30249U101 |
| — | XEROX CORP | 186,946 | $2,326 | 0.0% | $9.07 | — | COM | 984121103 |
| AME | AMETEK INC NEW | 44,191 | $2,310 | 0.0% | $41.48 | +17.1% | COM | 031100100 |
| CF | CF INDS HLDGS INC | 9,603 | $2,310 | 0.0% | $26.82 | +32.5% | COM | 125269100 |
| — | BARD C R INC | 16,130 | $2,307 | 0.0% | $111.35 | — | COM | 067383109 |
| — | WHOLE FOODS MKT INC | 59,490 | $2,298 | 0.0% | $54.51 | — | COM | 966837106 |
| — | CAMERON INTERNATIONAL CORP | 33,509 | $2,269 | 0.0% | $61.16 | — | COM | 13342B105 |
| PFG | PRINCIPAL FINL GROUP INC | 44,906 | $2,267 | 0.0% | $23.49 | +31.8% | COM | 74251V102 |
| EMN | EASTMAN CHEM CO | 25,886 | $2,261 | 0.0% | $48.56 | +24.8% | COM | 277432100 |
| OKE | ONEOK INC NEW | 33,198 | $2,260 | 0.0% | $19.74 | +58.4% | COM | 682680103 |
| LNC | LINCOLN NATL CORP IND | 43,283 | $2,226 | 0.0% | $22.50 | +46.7% | COM | 534187109 |
| CLX | CLOROX CO DEL | 24,265 | $2,218 | 0.0% | $60.00 | +7.5% | COM | 189054109 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 30,596 | $2,213 | 0.0% | $60.42 | +15.1% | COM | 23918K108 |
| — | SIGMA ALDRICH CORP | 21,805 | $2,213 | 0.0% | $80.43 | — | COM | 826552101 |
| SWK | STANLEY BLACK & DECKER INC | 25,198 | $2,213 | 0.0% | $57.04 | +11.3% | COM | 854502101 |
| NEM | NEWMONT MINING CORP | 86,355 | $2,197 | 0.0% | $25.28 | -25.8% | COM | 651639106 |
| — | DR PEPPER SNAPPLE GROUP INC | 37,038 | $2,170 | 0.0% | $45.93 | — | COM | 26138E109 |
| MAT | MATTEL INC | 55,675 | $2,170 | 0.0% | $44.66 | -13.1% | COM | 577081102 |
| FAST | FASTENAL CO | 43,815 | $2,168 | 0.0% | $8.85 | +2.9% | COM | 311900104 |
| — | ARES CAP CORP | 2,000,000 | $2,156 | 0.0% | $1.08 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | CIMAREX ENERGY CO | 15,020 | $2,155 | 0.0% | $143.48 | — | COM | 171798101 |
| — | PHARMATHENE INC | 1,520,451 | $2,144 | 0.0% | $1.59 | — | COM | 71714G102 |
| — | COCA COLA ENTERPRISES INC NE | 44,662 | $2,134 | 0.0% | $35.35 | — | COM | 19122T109 |
| — | ARES CAP CORP | 2,000,000 | $2,133 | 0.0% | $1.08 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | ENSCO PLC | 38,355 | $2,131 | 0.0% | $58.13 | — | SHS CLASS A | G3157S106 |
| CAG | CONAGRA FOODS INC | 71,801 | $2,131 | 0.0% | $17.69 | -7.8% | COM | 205887102 |
| NRG | NRG ENERGY INC | 57,240 | $2,129 | 0.0% | $20.46 | +30.2% | COM NEW | 629377508 |
| — | GENERAL GROWTH PPTYS INC NEW | 90,153 | $2,124 | 0.0% | $20.27 | — | COM | 370023103 |
| — | MINDRAY MEDICAL INTL LTD | 67,335 | $2,121 | 0.0% | $37.45 | — | SPON ADR | 602675100 |
| CNP | CENTERPOINT ENERGY INC | 82,740 | $2,113 | 0.0% | $15.27 | +5.9% | COM | 15189T107 |
| — | MERITAGE HOMES CORP | 2,000,000 | $2,111 | 0.0% | $1.08 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| ADSK | AUTODESK INC | 37,395 | $2,108 | 0.0% | $37.39 | +35.6% | COM | 052769106 |
| KEY | KEYCORP NEW | 144,935 | $2,077 | 0.0% | $6.48 | +36.9% | COM | 493267108 |
| — | XILINX INC | 43,731 | $2,069 | 0.0% | $39.80 | — | COM | 983919101 |
| HP | HELMERICH & PAYNE INC | 17,747 | $2,061 | 0.0% | $62.17 | +76.2% | COM | 423452101 |
| TAP | MOLSON COORS BREWING CO | 27,769 | $2,059 | 0.0% | $37.25 | +30.6% | CL B | 60871R209 |
| DLTR | DOLLAR TREE INC | 37,511 | $2,043 | 0.0% | $49.10 | +7.1% | COM | 256746108 |
| FLR | FLUOR CORP NEW | 26,130 | $2,009 | 0.0% | $53.56 | +26.7% | COM | 343412102 |
| — | WISCONSIN ENERGY CORP | 42,765 | $2,007 | 0.0% | $40.99 | — | COM | 976657106 |
| ESS | ESSEX PPTY TR INC | 10,809 | $1,999 | 0.0% | $121.84 | 0.0% | COM | 297178105 |
| — | JUNIPER NETWORKS INC | 81,386 | $1,997 | 0.0% | $19.31 | — | COM | 48203R104 |
| KLAC | KLA-TENCOR CORP | 27,404 | $1,991 | 0.0% | $33.95 | +25.1% | COM | 482480100 |
| NTAP | NETAPP INC | 54,366 | $1,985 | 0.0% | $26.74 | +0.4% | COM | 64110D104 |
| SJM | SMUCKER J M CO | 18,497 | $1,971 | 0.0% | $70.87 | +0.8% | COM NEW | 832696405 |
| — | SALIX PHARMACEUTICALS INC | 1,000,000 | $1,968 | 0.0% | $1.70 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | KANSAS CITY SOUTHERN | 18,105 | $1,946 | 0.0% | $105.97 | — | COM NEW | 485170302 |
| — | LINEAR TECHNOLOGY CORP | 41,082 | $1,934 | 0.0% | $37.06 | — | COM | 535678106 |
| — | BED BATH & BEYOND INC | 33,481 | $1,921 | 0.0% | $70.94 | — | COM | 075896100 |
| — | CA INC | 66,722 | $1,918 | 0.0% | $28.67 | — | COM | 12673P105 |
| — | L-3 COMMUNICATIONS HLDGS INC | 15,859 | $1,915 | 0.0% | $85.72 | — | COM | 502424104 |
| KMX | CARMAX INC | 36,645 | $1,906 | 0.0% | $45.40 | +0.0% | COM | 143130102 |
| — | TIFFANY & CO NEW | 18,545 | $1,859 | 0.0% | $73.22 | — | COM | 886547108 |
| EA | ELECTRONIC ARTS INC | 51,619 | $1,852 | 0.0% | $20.13 | +56.8% | COM | 285512109 |
| AES | AES CORP | 116,370 | $1,810 | 0.0% | $8.29 | +14.5% | COM | 00130H105 |
| — | LAM RESEARCH CORP | 26,607 | $1,798 | 0.0% | $44.34 | — | COM | 512807108 |
| KIM | KIMCO RLTY CORP | 78,142 | $1,796 | 0.0% | $12.67 | +2.9% | COM | 49446R109 |
| AKAM | AKAMAI TECHNOLOGIES INC | 29,212 | $1,784 | 0.0% | $41.83 | +32.9% | COM | 00971T101 |
| TSN | TYSON FOODS INC | 47,472 | $1,782 | 0.0% | $20.99 | +47.5% | CL A | 902494103 |
| WHR | WHIRLPOOL CORP | 12,758 | $1,776 | 0.0% | $121.54 | +20.7% | COM | 963320106 |
| GAP | GAP INC DEL | 42,673 | $1,774 | 0.0% | $26.00 | +4.8% | COM | 364760108 |
| DGX | QUEST DIAGNOSTICS INC | 29,827 | $1,751 | 0.0% | $46.23 | +0.3% | COM | 74834L100 |
| — | ALTERA CORP | 50,322 | $1,749 | 0.0% | $32.98 | — | COM | 021441100 |
| KSS | KOHLS CORP | 33,118 | $1,745 | 0.0% | $49.51 | +9.4% | COM | 500255104 |
| CBRE | CBRE GROUP INC | 54,296 | $1,740 | 0.0% | $24.90 | +16.0% | CL A | 12504L109 |
| — | CONSOL ENERGY INC | 37,730 | $1,738 | 0.0% | $27.30 | — | COM | 20854P109 |
| BALL | BALL CORP | 27,235 | $1,707 | 0.0% | $19.77 | +31.7% | COM | 058498106 |
| NVDA | NVIDIA CORP | 91,569 | $1,698 | 0.0% | $0.44 | 0.0% | COM | 67066G104 |
| — | RED HAT INC | 30,662 | $1,695 | 0.0% | $47.81 | — | COM | 756577102 |
| MAC | MACERICH CO | 25,374 | $1,694 | 0.0% | $61.29 | — | COM | 554382101 |
| UAA | UNDER ARMOUR INC | 28,276 | $1,682 | 0.0% | $26.26 | 0.0% | CL A | 904311107 |
| — | CITRIX SYS INC | 26,891 | $1,682 | 0.0% | $60.36 | — | COM | 177376100 |
| MKC | MCCORMICK & CO INC | 23,413 | $1,676 | 0.0% | $28.19 | +1.3% | COM NON VTG | 579780206 |
| — | PALL CORP | 19,146 | $1,635 | 0.0% | $66.72 | — | COM | 696429307 |
| CMS | CMS ENERGY CORP | 52,316 | $1,630 | 0.0% | $19.06 | +10.1% | COM | 125896100 |
| — | TIM PARTICIPACOES S A | 56,100 | $1,629 | 0.0% | $26.24 | — | SPONSORED ADR | 88706P205 |
| NWL | NEWELL RUBBERMAID INC | 52,489 | $1,627 | 0.0% | $16.80 | +15.0% | COM | 651229106 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 15,551 | $1,622 | 0.0% | $62.14 | +20.4% | COM | 459506101 |
| — | CHESAPEAKE ENERGY CORP | 51,891 | $1,613 | 0.0% | $20.38 | — | COM | 165167107 |
| — | COMPUTER SCIENCES CORP | 25,423 | $1,607 | 0.0% | $45.07 | — | COM | 205363104 |
| — | WYNDHAM WORLDWIDE CORP | 21,194 | $1,605 | 0.0% | $57.23 | — | COM | 98310W108 |
| MCHP | MICROCHIP TECHNOLOGY INC | 32,870 | $1,604 | 0.0% | $13.89 | +34.4% | COM | 595017104 |
| — | TWITTER INC | 39,106 | $1,602 | 0.0% | $40.97 | — | COM | 90184L102 |
| CHRW | C H ROBINSON WORLDWIDE INC | 24,767 | $1,580 | 0.0% | $42.88 | +4.2% | COM NEW | 12541W209 |
| — | ELDORADO GOLD CORP NEW | 205,822 | $1,577 | 0.0% | $6.17 | — | COM | 284902103 |
| PVH | PVH CORP | 13,502 | $1,574 | 0.0% | $112.82 | +8.4% | COM | 693656100 |
| — | VARIAN MED SYS INC | 18,750 | $1,559 | 0.0% | $69.03 | — | COM | 92220P105 |
| BBY | BEST BUY INC | 50,230 | $1,558 | 0.0% | $16.63 | +6.8% | COM | 086516101 |
| PNW | PINNACLE WEST CAP CORP | 26,843 | $1,553 | 0.0% | $35.38 | -0.8% | COM | 723484101 |
| — | LABORATORY CORP AMER HLDGS | 15,110 | $1,547 | 0.0% | $100.09 | — | COM NEW | 50540R409 |
| — | MONSTER BEVERAGE CORP | 21,719 | $1,543 | 0.0% | $61.64 | — | COM | 611740101 |
| WU | WESTERN UN CO | 88,444 | $1,534 | 0.0% | $17.11 | — | COM | 959802109 |
| GNW | GENWORTH FINL INC | 87,920 | $1,530 | 0.0% | $10.41 | +67.9% | COM CL A | 37247D106 |
| RL | RALPH LAUREN CORP | 9,469 | $1,522 | 0.0% | $138.80 | -11.3% | CL A | 751212101 |
| — | COACH INC | 44,150 | $1,509 | 0.0% | $57.09 | — | COM | 189754104 |
| — | CAREFUSION CORP | 34,022 | $1,509 | 0.0% | $36.84 | — | COM | 14170T101 |
| HRB | BLOCK H & R INC | 45,002 | $1,508 | 0.0% | $18.18 | +7.3% | COM | 093671105 |
| EFX | EQUIFAX INC | 20,775 | $1,507 | 0.0% | $53.20 | +17.7% | COM | 294429105 |
| UNM | UNUM GROUP | 43,099 | $1,498 | 0.0% | $27.85 | +22.6% | COM | 91529Y106 |
| EW | EDWARDS LIFESCIENCES CORP | 17,450 | $1,498 | 0.0% | $11.84 | +14.5% | COM | 28176E108 |
| — | SCANA CORP NEW | 27,819 | $1,497 | 0.0% | $49.30 | — | COM | 80589M102 |
| CMA | COMERICA INC | 29,814 | $1,495 | 0.0% | $24.17 | +32.9% | COM | 200340107 |
| — | NEWFIELD EXPL CO | 33,786 | $1,493 | 0.0% | $24.34 | — | COM | 651290108 |
| BTE | BAYTEX ENERGY CORP | 32,263 | $1,492 | 0.0% | $34.37 | +7.4% | COM | 07317Q105 |
| — | HARRIS CORP DEL | 19,483 | $1,476 | 0.0% | $50.41 | — | COM | 413875105 |
| — | XL GROUP PLC | 44,556 | $1,458 | 0.0% | $30.32 | — | SHS | G98290102 |
| FMC | F M C CORP | 20,342 | $1,448 | 0.0% | $40.72 | +25.0% | COM NEW | 302491303 |
| — | AIRGAS INC | 13,151 | $1,432 | 0.0% | $96.76 | — | COM | 009363102 |
| — | SCRIPPS NETWORKS INTERACT IN | 17,591 | $1,427 | 0.0% | $70.20 | — | CL A COM | 811065101 |
| FFIV | F5 NETWORKS INC | 12,794 | $1,426 | 0.0% | $77.27 | +39.3% | COM | 315616102 |
| — | NOBLE CORP PLC | 41,722 | $1,400 | 0.0% | $37.47 | — | SHS USD | G65431101 |
| MHK | MOHAWK INDS INC | 10,039 | $1,389 | 0.0% | $136.56 | -1.0% | COM | 608190104 |
| TSCO | TRACTOR SUPPLY CO | 22,742 | $1,374 | 0.0% | $11.95 | -7.1% | COM | 892356106 |
| — | PLUM CREEK TIMBER CO INC | 30,474 | $1,374 | 0.0% | $46.60 | — | COM | 729251108 |
| — | LEUCADIA NATL CORP | 52,254 | $1,370 | 0.0% | $26.23 | — | COM | 527288104 |
| VMC | VULCAN MATLS CO | 21,466 | $1,368 | 0.0% | $47.86 | +20.5% | COM | 929160109 |
| HBAN | HUNTINGTON BANCSHARES INC | 142,959 | $1,364 | 0.0% | $4.66 | +29.0% | COM | 446150104 |
| — | INTERPUBLIC GROUP COS INC | 69,526 | $1,356 | 0.0% | $9.16 | +31.4% | COM | 460690100 |
| — | DENTSPLY INTL INC NEW | 28,424 | $1,346 | 0.0% | $41.33 | — | COM | 249030107 |
| CPB | CAMPBELL SOUP CO | 29,364 | $1,345 | 0.0% | $30.86 | +2.3% | COM | 134429109 |
| — | TESORO CORP | 22,530 | $1,322 | 0.0% | $52.32 | — | COM | 881609101 |
| — | SAFEWAY INC | 37,795 | $1,298 | 0.0% | $23.66 | — | COM NEW | 786514208 |
| — | NABORS INDUSTRIES LTD | 42,956 | $1,262 | 0.0% | $15.46 | — | SHS | G6359F103 |
| PWR | QUANTA SVCS INC | 35,753 | $1,236 | 0.0% | $27.23 | +24.7% | COM | 74762E102 |
| — | WINDSTREAM HLDGS INC | 123,785 | $1,233 | 0.0% | $8.11 | — | COM | 97382A101 |
| NAVI | NAVIENT CORP | 69,376 | $1,229 | 0.0% | $16.58 | 0.0% | COM | 63938C108 |
| GRMN | GARMIN LTD | 20,137 | $1,226 | 0.0% | $23.93 | +69.3% | SHS | H2906T109 |
| — | MEADWESTVACO CORP | 27,548 | $1,219 | 0.0% | $34.10 | — | COM | 583334107 |
| MAS | MASCO CORP | 54,454 | $1,209 | 0.0% | $14.92 | +6.4% | COM | 574599106 |
| — | STAPLES INC | 111,209 | $1,206 | 0.0% | $15.87 | — | COM | 855030102 |
| — | HARMAN INTL INDS INC | 11,176 | $1,201 | 0.0% | $54.82 | — | COM | 413086109 |
| — | PETSMART INC | 20,025 | $1,197 | 0.0% | $66.53 | — | COM | 716768106 |
| PHM | PULTE GROUP INC | 59,251 | $1,195 | 0.0% | $17.65 | -6.1% | COM | 745867101 |
| — | TORCHMARK CORP | 14,431 | $1,182 | 0.0% | $65.15 | — | COM | 891027104 |
| — | GANNETT INC | 37,219 | $1,165 | 0.0% | $24.45 | — | COM | 364730101 |
| DHI | D R HORTON INC | 47,210 | $1,160 | 0.0% | $20.12 | 0.0% | COM | 23331A109 |
| CINF | CINCINNATI FINL CORP | 24,152 | $1,160 | 0.0% | $32.92 | +5.6% | COM | 172062101 |
| XYL | XYLEM INC | 29,649 | $1,159 | 0.0% | $23.44 | +37.5% | COM | 98419M100 |
| — | AGL RES INC | 21,050 | $1,158 | 0.0% | $42.86 | — | COM | 001204106 |
| AIZ | ASSURANT INC | 17,497 | $1,147 | 0.0% | $37.94 | +40.2% | COM | 04621X108 |
| — | THE ADT CORPORATION | 32,715 | $1,143 | 0.0% | $39.84 | — | COM | 00101J106 |
| JBL | JABIL CIRCUIT INC | 54,692 | $1,143 | 0.0% | $16.76 | +0.0% | COM | 466313103 |
| — | JACOBS ENGR GROUP INC DEL | 21,277 | $1,134 | 0.0% | $55.10 | — | COM | 469814107 |
| — | QIAGEN NV | 46,638 | $1,130 | 0.0% | $19.63 | — | REG SHS | N72482107 |
| CTAS | CINTAS CORP | 17,750 | $1,128 | 0.0% | $10.02 | +31.7% | COM | 172908105 |
| R | RYDER SYS INC | 12,655 | $1,115 | 0.0% | $60.19 | +39.1% | COM | 783549108 |
| SNA | SNAP ON INC | 9,242 | $1,095 | 0.0% | $66.38 | +34.1% | COM | 833034101 |
| HAS | HASBRO INC | 20,641 | $1,095 | 0.0% | $30.76 | +20.4% | COM | 418056107 |
| — | FAMILY DLR STORES INC | 16,497 | $1,091 | 0.0% | $62.32 | — | COM | 307000109 |
| HRL | HORMEL FOODS CORP | 22,095 | $1,090 | 0.0% | $15.25 | +21.0% | COM | 440452100 |
| SEE | SEALED AIR CORP NEW | 31,892 | $1,090 | 0.0% | $18.75 | +45.7% | COM | 81211K100 |
| — | QEP RES INC | 31,434 | $1,084 | 0.0% | $34.48 | — | COM | 74733V100 |
| RHI | ROBERT HALF INTL INC | 22,562 | $1,077 | 0.0% | $34.44 | +30.0% | COM | 770323103 |
| — | CHESAPEAKE ENERGY CORP | 1,000,000 | $1,076 | 0.0% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | ARES CAP CORP | 1,000,000 | $1,070 | 0.0% | $1.08 | — | NOTE 4.875 3/15 | 04010LAG8 |
| — | E TRADE FINANCIAL CORP | 50,097 | $1,065 | 0.0% | $12.66 | — | COM NEW | 269246401 |
| — | DENBURY RES INC | 57,715 | $1,065 | 0.0% | $17.32 | — | COM NEW | 247916208 |
| — | PEOPLES UNITED FINANCIAL INC | 69,962 | $1,061 | 0.0% | $14.90 | — | COM | 712704105 |
| TDC | TERADATA CORP DEL | 25,880 | $1,040 | 0.0% | $53.87 | -19.0% | COM | 88076W103 |
| VET | VERMILION ENERGY INC | 14,717 | $1,026 | 0.0% | $56.65 | +17.6% | COM | 923725105 |
| — | TOTAL SYS SVCS INC | 32,250 | $1,013 | 0.0% | $25.87 | — | COM | 891906109 |
| — | JPMORGAN CHASE & CO | 52,400 | $1,013 | 0.0% | $15.59 | — | *W EXP 10/28/201 | 46634E114 |
| — | JOY GLOBAL INC | 16,396 | $1,010 | 0.0% | $48.53 | — | COM | 481165108 |
| — | GOLDCORP INC NEW | 1,000,000 | $1,004 | 0.0% | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| DRI | DARDEN RESTAURANTS INC | 21,656 | $1,002 | 0.0% | $31.32 | +0.1% | COM | 237194105 |
| — | NEWMONT MINING CORP | 1,000,000 | $1,001 | 0.0% | $1.01 | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | IRON MTN INC | 28,037 | $994 | 0.0% | $26.60 | — | COM | 462846106 |
| — | INTEGRYS ENERGY GROUP INC | 13,914 | $990 | 0.0% | $58.79 | — | COM | 45822P105 |
| — | FRONTIER COMMUNICATIONS CORP | 164,466 | $960 | 0.0% | $4.07 | — | COM | 35906A108 |
| FSLR | FIRST SOLAR INC | 13,277 | $943 | 0.0% | $44.10 | +50.1% | COM | 336433107 |
| — | OWENS ILL INC | 27,090 | $938 | 0.0% | $27.79 | — | COM NEW | 690768403 |
| GME | GAMESTOP CORP NEW | 22,986 | $930 | 0.0% | $6.38 | +11.7% | CL A | 36467W109 |
| — | CABLEVISION SYS CORP | 52,367 | $924 | 0.0% | $17.09 | — | CL A NY CABLVS | 12686C109 |
| PBI | PITNEY BOWES INC | 33,255 | $919 | 0.0% | $14.77 | +80.3% | COM | 724479100 |
| ZION | ZIONS BANCORPORATION | 30,343 | $894 | 0.0% | $26.15 | +12.4% | COM | 989701107 |
| RVTY | PERKINELMER INC | 18,580 | $870 | 0.0% | $31.33 | +37.7% | COM | 714046109 |
| FOSL | FOSSIL GROUP INC | 8,292 | $867 | 0.0% | $101.62 | +5.1% | COM | 34988V106 |
| — | LEGG MASON INC | 16,868 | $865 | 0.0% | $31.01 | — | COM | 524901105 |
| — | PEABODY ENERGY CORP | 49,932 | $816 | 0.0% | $14.65 | — | COM | 704549104 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 17,818 | $804 | 0.0% | $26.04 | +48.6% | COM | 01741R102 |
| — | TECO ENERGY INC | 43,443 | $803 | 0.0% | $17.15 | — | COM | 872375100 |
| AVY | AVERY DENNISON CORP | 15,380 | $788 | 0.0% | $33.15 | +19.3% | COM | 053611109 |
| — | FLIR SYS INC | 22,574 | $784 | 0.0% | $27.05 | — | COM | 302445101 |
| — | APARTMENT INVT & MGMT CO | 23,976 | $774 | 0.0% | $30.04 | — | CL A | 03748R101 |
| — | HUDSON CITY BANCORP | 78,095 | $768 | 0.0% | $9.16 | — | COM | 443683107 |
| THC | TENET HEALTHCARE CORP | 16,077 | $755 | 0.0% | $44.77 | +0.9% | COM NEW | 88033G407 |
| NDAQ | NASDAQ OMX GROUP INC | 19,326 | $746 | 0.0% | $8.32 | +21.7% | COM | 631103108 |
| LEG | LEGGETT & PLATT INC | 21,739 | $745 | 0.0% | $32.56 | +2.3% | COM | 524660107 |
| — | UNITED STATES STL CORP NEW | 27,517 | $717 | 0.0% | $25.29 | — | COM | 912909108 |
| PPC | PILGRIMS PRIDE CORP NEW | 25,552 | $699 | 0.0% | $23.75 | 0.0% | COM | 72147K108 |
| — | BEMIS INC | 16,583 | $674 | 0.0% | $39.15 | — | COM | 081437105 |
| — | DUN & BRADSTREET CORP DEL NE | 6,074 | $669 | 0.0% | $97.42 | — | COM | 26483E100 |
| — | ROWAN COMPANIES PLC | 20,890 | $667 | 0.0% | $34.07 | — | COMMON USD 0.13 | G7665A101 |
| URBN | URBAN OUTFITTERS INC | 18,780 | $636 | 0.0% | $41.26 | -15.1% | COM | 917047102 |
| — | PROGRESSIVE WASTE SOLUTIONS | 24,154 | $621 | 0.0% | $25.71 | — | COM | 74339G101 |
| AN | AUTONATION INC | 10,384 | $620 | 0.0% | $46.07 | +20.1% | COM | 05329W102 |
| LOGI | LOGITECH INTL S A | 47,267 | $616 | 0.0% | $5.35 | +98.6% | SHS | H50430232 |
| — | MEDICINES CO | 500,000 | $614 | 0.0% | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | CYS INVTS INC | 62,899 | $567 | 0.0% | $9.01 | — | COM | 12673A108 |
| — | SANDERSON FARMS INC | 5,794 | $563 | 0.0% | $65.77 | — | COM | 800013104 |
| GHC | GRAHAM HLDGS CO | 781 | $561 | 0.0% | $339.79 | +8.3% | COM | 384637104 |
| POR | PORTLAND GEN ELEC CO | 15,542 | $539 | 0.0% | $20.73 | +4.2% | COM NEW | 736508847 |
| — | PHH CORP | 23,345 | $536 | 0.0% | $22.18 | — | COM NEW | 693320202 |
| — | PATTERSON COMPANIES INC | 13,473 | $532 | 0.0% | $37.59 | — | COM | 703395103 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 11,278 | $512 | 0.0% | $33.03 | +0.7% | COM | 203668108 |
| — | NIMBLE STORAGE INC | 16,507 | $507 | 0.0% | $30.71 | — | COM | 65440R101 |
| AMKR | AMKOR TECHNOLOGY INC | 44,771 | $501 | 0.0% | $8.60 | 0.0% | COM | 031652100 |
| — | UNIT CORP | 7,269 | $500 | 0.0% | $43.84 | — | COM | 909218109 |
| URI | UNITED RENTALS INC | 4,539 | $475 | 0.0% | $94.66 | 0.0% | COM | 911363109 |
| — | STONE ENERGY CORP | 9,787 | $458 | 0.0% | $22.02 | — | COM | 861642106 |
| — | LIFEPOINT HOSPITALS INC | 7,090 | $440 | 0.0% | $48.85 | — | COM | 53219L109 |
| — | PHARMERICA CORP | 14,965 | $428 | 0.0% | $28.60 | — | COM | 71714F104 |
| — | SUNTRUST BKS INC | 40,000 | $422 | 0.0% | $7.72 | — | WAR EXP 12/31/2018 | 867914129 |
| — | GREAT PLAINS ENERGY INC | 15,506 | $417 | 0.0% | $23.21 | — | COM | 391164100 |
| — | OUTERWALL INC | 6,886 | $409 | 0.0% | $49.99 | — | COM | 690070107 |
| — | MAGELLAN HEALTH INC | 6,455 | $402 | 0.0% | $56.08 | — | COM NEW | 559079207 |
| MEOH | METHANEX CORP | 6,420 | $397 | 0.0% | $51.96 | +18.1% | COM | 59151K108 |
| — | COOPER TIRE & RUBR CO | 12,862 | $386 | 0.0% | $30.80 | — | COM | 216831107 |
| PTEN | PATTERSON UTI ENERGY INC | 10,927 | $382 | 0.0% | $22.23 | +47.7% | COM | 703481101 |
| REGN | REGENERON PHARMACEUTICALS | 1,352 | $382 | 0.0% | $263.02 | +12.1% | COM | 75886F107 |
| FNV | FRANCO NEVADA CORP | 6,595 | $379 | 0.0% | $35.17 | +21.4% | COM | 351858105 |
| TXNM | PNM RES INC | 12,890 | $378 | 0.0% | $24.29 | +15.0% | COM | 69349H107 |
| — | LEXMARK INTL NEW | 7,761 | $374 | 0.0% | $48.19 | — | CL A | 529771107 |
| — | PENGROWTH ENERGY CORP | 51,725 | $371 | 0.0% | $5.23 | — | COM | 70706P104 |
| MBI | MBIA INC | 33,351 | $368 | 0.0% | $5.37 | 0.0% | COM | 55262C100 |
| — | K12 INC | 15,010 | $361 | 0.0% | $24.05 | — | COM | 48273U102 |
| DSGX | DESCARTES SYS GROUP INC | 25,000 | $359 | 0.0% | $13.58 | 0.0% | COM | 249906108 |
| WTI | W & T OFFSHORE INC | 21,728 | $356 | 0.0% | $16.50 | 0.0% | COM | 92922P106 |
| — | PENN VA CORP | 20,687 | $351 | 0.0% | $7.39 | — | COM | 707882106 |
| — | RENEWABLE ENERGY GROUP INC | 30,407 | $349 | 0.0% | $11.48 | — | COM NEW | 75972A301 |
| — | CASH AMER INTL INC | 7,864 | $349 | 0.0% | $42.94 | — | COM | 14754D100 |
| JBLU | JETBLUE AIRWAYS CORP | 31,224 | $339 | 0.0% | $7.33 | +26.1% | COM | 477143101 |
| — | HEALTHSOUTH CORP | 9,345 | $335 | 0.0% | $29.62 | — | COM NEW | 421924309 |
| — | INGRAM MICRO INC | 11,246 | $328 | 0.0% | $29.38 | — | CL A | 457153104 |
| UVV | UNIVERSAL CORP VA | 5,871 | $325 | 0.0% | $54.47 | 0.0% | COM | 913456109 |
| — | ASHLAND INC NEW | 2,985 | $325 | 0.0% | $108.88 | — | COM | 044209104 |
| — | AMSURG CORP | 7,067 | $322 | 0.0% | $45.56 | — | COM | 03232P405 |
| SANM | SANMINA CORPORATION | 14,074 | $321 | 0.0% | $20.25 | 0.0% | COM | 801056102 |
| VSH | VISHAY INTERTECHNOLOGY INC | 19,909 | $308 | 0.0% | $11.87 | 0.0% | COM | 928298108 |
| — | SUPERIOR ENERGY SVCS INC | 8,517 | $308 | 0.0% | $25.96 | — | COM | 868157108 |
| — | HAWAIIAN HOLDINGS INC | 22,219 | $305 | 0.0% | $7.64 | — | COM | 419879101 |
| — | PDL BIOPHARMA INC | 30,933 | $299 | 0.0% | $7.85 | — | COM | 69329Y104 |
| SM | SM ENERGY CO | 3,533 | $297 | 0.0% | $68.14 | 0.0% | COM | 78454L100 |
| MYGN | MYRIAD GENETICS INC | 7,583 | $295 | 0.0% | $37.21 | 0.0% | COM | 62855J104 |
| — | YRC WORLDWIDE INC | 10,435 | $293 | 0.0% | $28.08 | — | COM PAR $.01 | 984249607 |
| MOH | MOLINA HEALTHCARE INC | 6,520 | $291 | 0.0% | $35.32 | +14.8% | COM | 60855R100 |
| CHD | CHURCH & DWIGHT INC | 4,153 | $291 | 0.0% | $26.18 | +12.1% | COM | 171340102 |
| — | TIVO INC | 22,577 | $291 | 0.0% | $12.89 | — | COM | 888706108 |
| — | FEDERAL REALTY INVT TR | 2,399 | $290 | 0.0% | $114.63 | — | SH BEN INT NEW | 313747206 |
| CACI | CACI INTL INC | 3,985 | $280 | 0.0% | $70.98 | 0.0% | CL A | 127190304 |
| — | TECH DATA CORP | 4,462 | $279 | 0.0% | $62.53 | — | COM | 878237106 |
| — | HEALTH NET INC | 6,668 | $277 | 0.0% | $41.54 | — | COM | 42222G108 |
| OLN | OLIN CORP | 10,010 | $269 | 0.0% | $19.57 | 0.0% | COM PAR $1 | 680665205 |
| JBHT | HUNT J B TRANS SVCS INC | 3,633 | $268 | 0.0% | $67.86 | 0.0% | COM | 445658107 |
| — | AMERICAN RAILCAR INDS INC | 3,934 | $267 | 0.0% | $38.45 | — | COM | 02916P103 |
| — | TRANSGLOBE ENERGY CORP | 35,420 | $266 | 0.0% | $7.51 | — | COM | 893662106 |
| VMI | VALMONT INDS INC | 1,745 | $265 | 0.0% | $153.91 | 0.0% | COM | 920253101 |
| — | APPROACH RESOURCES INC | 11,513 | $262 | 0.0% | $22.76 | — | COM | 03834A103 |
| — | ROVI CORP | 10,840 | $260 | 0.0% | $23.99 | — | COM | 779376102 |
| VYX | NCR CORP NEW | 7,402 | $260 | 0.0% | $20.20 | 0.0% | COM | 62886E108 |
| AL | AIR LEASE CORP | 6,751 | $260 | 0.0% | $32.57 | 0.0% | CL A | 00912X302 |
| — | SUNTRUST BKS INC | 50,000 | $260 | 0.0% | $3.22 | — | WAR EXP 11/14/2018 | 867914111 |
| — | SL GREEN RLTY CORP | 2,369 | $259 | 0.0% | $92.41 | — | COM | 78440X101 |
| — | BROCADE COMMUNICATIONS SYS I | 27,859 | $256 | 0.0% | $5.76 | — | COM NEW | 111621306 |
| UHS | UNIVERSAL HLTH SVCS INC | 2,613 | $250 | 0.0% | $82.36 | 0.0% | CL B | 913903100 |
| IDCC | INTERDIGITAL INC | 5,184 | $248 | 0.0% | $38.65 | 0.0% | COMMON USD 0.01 | 45867G101 |
| ANF | ABERCROMBIE & FITCH CO | 5,718 | $247 | 0.0% | $30.15 | 0.0% | CL A | 002896207 |
| — | IMPAX LABORATORIES INC | 8,192 | $246 | 0.0% | $30.03 | — | COM | 45256B101 |
| — | KINDRED HEALTHCARE INC | 10,594 | $245 | 0.0% | $14.88 | — | COM | 494580103 |
| WERN | WERNER ENTERPRISES INC | 9,213 | $244 | 0.0% | $23.94 | +8.2% | COM | 950755108 |
| BHE | BENCHMARK ELECTRS INC | 9,385 | $239 | 0.0% | $15.45 | +26.4% | COM | 08160H101 |
| — | DST SYS INC DEL | 2,570 | $237 | 0.0% | $92.22 | — | COM | 233326107 |
| SATS | ECHOSTAR CORP | 4,416 | $234 | 0.0% | $39.87 | 0.0% | CL A | 278768106 |
| SCHL | SCHOLASTIC CORP | 6,811 | $232 | 0.0% | $25.86 | 0.0% | COM | 807066105 |
| — | NEW YORK CMNTY BANCORP INC | 14,537 | $232 | 0.0% | $14.52 | — | COM | 649445103 |
| DAN | DANA HLDG CORP | 9,470 | $231 | 0.0% | $17.90 | 0.0% | COM | 235825205 |
| SEM | SELECT MED HLDGS CORP | 14,055 | $219 | 0.0% | $4.31 | +61.6% | COM | 81619Q105 |
| — | FAIRCHILD SEMICONDUCTOR INTL | 14,023 | $219 | 0.0% | $15.62 | — | COM | 303726103 |
| — | ENGILITY HLDGS INC | 5,608 | $215 | 0.0% | $38.34 | — | COM | 29285W104 |
| HCA | HCA HOLDINGS INC | 3,705 | $209 | 0.0% | $37.53 | +30.7% | COM | 40412C101 |
| — | FIRSTSERVICE CORP | 4,116 | $209 | 0.0% | $50.78 | — | SUB VTG SH | 33761N109 |
| — | AOL INC | 5,264 | $209 | 0.0% | $39.70 | — | COM | 00184X105 |
| — | MICROS SYS INC | 3,049 | $207 | 0.0% | $67.89 | — | COM | 594901100 |
| — | VECTREN CORP | 4,820 | $205 | 0.0% | $42.53 | — | COM | 92240G101 |
| — | WESTERN ASSET MTG CAP CORP | 14,210 | $201 | 0.0% | $14.14 | — | COM | 95790D105 |
| HSIC | SCHEIN HENRY INC | 1,688 | $200 | 0.0% | $37.50 | +22.0% | COM | 806407102 |
| — | KINDER MORGAN INC DEL | 71,749 | $199 | 0.0% | $5.12 | — | *W EXP 05/25/201 | 49456B119 |
| — | PIONEER ENERGY SVCS CORP | 11,243 | $197 | 0.0% | $17.52 | — | COM | 723664108 |
| — | DONNELLEY R R & SONS CO | 11,559 | $196 | 0.0% | $14.03 | — | COM | 257867101 |
| — | QLOGIC CORP | 19,464 | $196 | 0.0% | $10.07 | — | COM | 747277101 |
| UVE | UNIVERSAL INS HLDGS INC | 14,419 | $187 | 0.0% | $13.15 | 0.0% | COM | 91359V107 |
| — | ASHFORD HOSPITALITY TR INC | 16,213 | $187 | 0.0% | $11.53 | — | COM SHS | 044103109 |
| KLIC | KULICKE & SOFFA INDS INC | 13,026 | $186 | 0.0% | $10.23 | +16.9% | COM | 501242101 |
| — | YUME INC | 29,655 | $175 | 0.0% | $5.90 | — | COM | 98872B104 |
| IAG | IAMGOLD CORP | 41,874 | $173 | 0.0% | $4.92 | -27.8% | COM | 450913108 |
| — | HALCON RES CORP | 22,880 | $167 | 0.0% | $7.30 | — | COM NEW | 40537Q209 |
| — | ANWORTH MORTGAGE ASSET CP | 28,456 | $147 | 0.0% | $5.17 | — | COM | 037347101 |
| IRDM | IRIDIUM COMMUNICATIONS INC | 17,149 | $145 | 0.0% | $7.52 | 0.0% | COM | 46269C102 |
| — | PENNEY J C INC | 15,759 | $143 | 0.0% | $12.15 | — | COM | 708160106 |
| — | POLYCOM INC | 11,083 | $139 | 0.0% | $10.51 | — | COM | 73172K104 |
| — | CHIMERA INVT CORP | 40,901 | $130 | 0.0% | $3.05 | — | COM | 16934Q109 |
| — | SANDRIDGE ENERGY INC | 17,763 | $127 | 0.0% | $7.15 | — | COM | 80007P307 |
| — | FUSION-IO INC | 10,220 | $115 | 0.0% | $11.25 | — | COM | 36112J107 |
| EGHT | 8X8 INC NEW | 14,140 | $114 | 0.0% | $8.76 | 0.0% | COM | 282914100 |
| AMD | ADVANCED MICRO DEVICES INC | 27,037 | $113 | 0.0% | $3.72 | +8.9% | COM | 007903107 |
| — | VONAGE HLDGS CORP | 28,992 | $109 | 0.0% | $3.76 | — | COMMON | 92886T201 |
| CDE | COEUR MNG INC | 11,205 | $103 | 0.0% | $11.27 | -27.0% | COM NEW | 192108504 |
| — | ION GEOPHYSICAL CORP | 23,055 | $97 | 0.0% | $4.21 | — | COM | 462044108 |
| — | PRIMERO MNG CORP | 12,055 | $97 | 0.0% | $8.05 | — | COM | 74164W106 |
| — | MONSTER WORLDWIDE INC | 11,275 | $74 | 0.0% | $6.56 | — | COM | 611742107 |
| — | ARMOUR RESIDENTIAL REIT INC | 15,810 | $68 | 0.0% | $4.30 | — | COM | 042315101 |
| — | ARCH COAL INC | 11,596 | $42 | 0.0% | $4.46 | — | COM | 039380100 |
| — | SIRIUS XM HLDGS INC | 10,730 | $37 | 0.0% | $3.45 | — | COM | 82968B103 |
| — | COMMUNITY HEALTH SYS INC NEW | 13,302 | $1 | 0.0% | $0.08 | — | RIGHT 01/27/2016 | 203668116 |