Location: Toronto, Ontario, Canada
CIK: 0000937567 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 7, 2014
Total Value: $12.43B (98.9% shares, 1.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| EEM | ISHARES TR | 48,910,917 | $2.033B | 16.4% | $42.25 | — | MSCI EMG MKT ETF | 464287234 |
| JD | JD COM INC | 22,091,265 | $570M | 4.6% | $28.51 | — | SPON ADR CL A | 47215P106 |
| MSFT | MICROSOFT CORP | 5,347,212 | $248M | 2.0% | $27.68 | +36.1% | COM | 594918104 |
| CNQ | CANADIAN NAT RES LTD | 6,336,114 | $247M | 2.0% | $9.45 | +36.8% | COM | 136385101 |
| BAC | BANK AMER CORP | 13,177,430 | $225M | 1.8% | $11.77 | +6.8% | COM | 060505104 |
| DIS | DISNEY WALT CO | 2,434,117 | $217M | 1.7% | $56.11 | +41.3% | COM DISNEY | 254687106 |
| COF | CAPITAL ONE FINL CORP | 2,440,969 | $199M | 1.6% | $47.63 | +39.9% | COM | 14040H105 |
| — | CONSTELLIUM NV | 7,325,934 | $180M | 1.5% | $23.67 | — | CL A | N22035104 |
| RSG | REPUBLIC SVCS INC | 4,578,881 | $179M | 1.4% | $26.48 | +17.7% | COM | 760759100 |
| — | MICHAEL KORS HLDGS LTD | 2,435,217 | $174M | 1.4% | $62.02 | — | SHS | G60754101 |
| — | ACE LTD | 1,650,012 | $173M | 1.4% | $89.48 | — | SHS | H0023R105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,298,056 | $158M | 1.3% | $79.76 | +47.1% | COM | 883556102 |
| TRIP | TRIPADVISOR INC | 1,679,353 | $154M | 1.2% | $58.11 | +51.5% | COM | 896945201 |
| WFC | WELLS FARGO & CO NEW | 2,875,515 | $149M | 1.2% | $28.15 | +32.9% | COM | 949746101 |
| JPM | JPMORGAN CHASE & CO | 2,353,742 | $142M | 1.1% | $38.28 | +12.7% | COM | 46625H100 |
| — | SPRINT CORP | 22,355,596 | $142M | 1.1% | $7.43 | — | COM SER 1 | 85207U105 |
| MET | METLIFE INC | 2,591,911 | $139M | 1.1% | $26.16 | +27.2% | COM | 59156R108 |
| — | TWENTY FIRST CENTY FOX INC | 3,959,551 | $136M | 1.1% | $33.51 | — | CL A | 90130A101 |
| WDC | WESTERN DIGITAL CORP | 1,381,183 | $134M | 1.1% | $37.42 | +66.8% | COM | 958102105 |
| — | BUNGE LIMITED | 1,550,000 | $131M | 1.1% | $76.49 | — | COM | G16962105 |
| — | AIRCASTLE LTD | 7,887,029 | $129M | 1.0% | $16.26 | — | COM | G0129K104 |
| BK | BANK NEW YORK MELLON CORP | 2,994,951 | $116M | 0.9% | $21.22 | +38.7% | COM | 064058100 |
| — | VIACOM INC NEW | 1,447,647 | $111M | 0.9% | $68.03 | — | CL B | 92553P201 |
| — | DOW CHEM CO | 2,111,836 | $111M | 0.9% | $33.38 | — | COM | 260543103 |
| AAPL | APPLE INC | 1,039,911 | $105M | 0.8% | $16.43 | +31.6% | COM | 037833100 |
| — | SUNTRUST BKS INC | 2,703,108 | $103M | 0.8% | $31.57 | — | COM | 867914103 |
| GT | GOODYEAR TIRE & RUBR CO | 4,550,967 | $103M | 0.8% | $17.48 | +46.9% | COM | 382550101 |
| GIS | GENERAL MLS INC | 1,956,733 | $98.72M | 0.8% | $32.00 | +10.8% | COM | 370334104 |
| C | CITIGROUP INC | 1,794,400 | $92.99M | 0.7% | $37.28 | +0.4% | COM NEW | 172967424 |
| PG | PROCTER & GAMBLE CO | 1,084,444 | $90.81M | 0.7% | $56.48 | +5.8% | COM | 742718109 |
| DB | DEUTSCHE BANK AG | 2,505,088 | $87.9M | 0.7% | $28.94 | -9.9% | NAMEN AKT | D18190898 |
| CSX | CSX CORP | 2,708,687 | $86.84M | 0.7% | $6.66 | +29.4% | COM | 126408103 |
| DVN | DEVON ENERGY CORP NEW | 1,265,973 | $86.31M | 0.7% | $49.48 | +1.6% | COM | 25179M103 |
| CMCSA | COMCAST CORP NEW | 1,571,346 | $84.51M | 0.7% | $17.78 | +19.1% | CL A | 20030N101 |
| TXT | TEXTRON INC | 2,309,798 | $83.13M | 0.7% | $26.90 | +37.3% | COM | 883203101 |
| BB | BLACKBERRY LTD | 8,230,039 | $82.19M | 0.7% | $10.20 | +0.3% | COM | 09228F103 |
| EOG | EOG RES INC | 821,053 | $81.3M | 0.7% | $75.58 | +5.0% | COM | 26875P101 |
| — | NOBLE ENERGY INC | 1,162,171 | $79.45M | 0.6% | $72.65 | — | COM | 655044105 |
| — | STERICYCLE INC | 650,621 | $75.84M | 0.6% | $115.26 | — | COM | 858912108 |
| PFE | PFIZER INC | 2,495,907 | $73.8M | 0.6% | $16.84 | +3.6% | COM | 717081103 |
| RY | ROYAL BK CDA MONTREAL QUE | 1,004,108 | $71.92M | 0.6% | $59.88 | +22.9% | COM | 780087102 |
| SU | SUNCOR ENERGY INC NEW | 1,979,051 | $71.77M | 0.6% | $20.34 | +32.5% | COM | 867224107 |
| AIG | AMERICAN INTL GROUP INC | 1,324,012 | $71.52M | 0.6% | $37.32 | +12.0% | COM NEW | 026874784 |
| XOM | EXXON MOBIL CORP | 749,010 | $70.44M | 0.6% | $54.32 | +13.2% | COM | 30231G102 |
| — | MEDTRONIC INC | 1,129,716 | $69.99M | 0.6% | $58.37 | — | COM | 585055106 |
| — | TIME WARNER CABLE INC | 445,335 | $63.9M | 0.5% | $117.29 | — | COM | 88732J207 |
| — | UBS AG | 3,620,454 | $63.13M | 0.5% | $17.08 | — | SHS NEW | H89231338 |
| — | PRICELINE GRP INC | 53,702 | $62.22M | 0.5% | $1158.58 | — | COM NEW | 741503403 |
| BNS | BANK N S HALIFAX | 989,259 | $61.32M | 0.5% | $32.31 | +16.1% | COM | 064149107 |
| DHR | DANAHER CORP DEL | 767,892 | $58.34M | 0.5% | $26.81 | +16.3% | COM | 235851102 |
| XPO | XPO LOGISTICS INC | 1,528,995 | $57.6M | 0.5% | $10.92 | 0.0% | COM | 983793100 |
| — | GOOGLE INC | 97,770 | $57.53M | 0.5% | $866.68 | — | CL A | 38259P508 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 1,155,000 | $57.03M | 0.5% | $44.18 | +3.9% | COM | 33616C100 |
| KR | KROGER CO | 1,072,544 | $55.77M | 0.4% | $13.44 | +51.3% | COM | 501044101 |
| TD | TORONTO DOMINION BK ONT | 1,099,227 | $54.36M | 0.4% | $40.89 | +26.9% | COM NEW | 891160509 |
| — | PRECISION CASTPARTS CORP | 225,180 | $53.34M | 0.4% | $233.83 | — | COM | 740189105 |
| JNJ | JOHNSON & JOHNSON | 492,880 | $52.54M | 0.4% | $61.10 | +23.7% | COM | 478160104 |
| CNI | CANADIAN NATL RY CO | 725,155 | $51.59M | 0.4% | $40.44 | +39.6% | COM | 136375102 |
| GM | GENERAL MTRS CO | 1,572,686 | $50.23M | 0.4% | $23.67 | +11.9% | COM | 37045V100 |
| PNR | PENTAIR PLC | 727,458 | $47.64M | 0.4% | $41.45 | -8.1% | SHS | G7S00T104 |
| — | GOOGLE INC | 80,598 | $46.53M | 0.4% | $575.37 | — | CL C | 38259P706 |
| — | INGERSOLL-RAND PLC | 820,490 | $46.24M | 0.4% | $56.18 | — | SHS | G47791101 |
| CVS | CVS HEALTH CORP | 577,591 | $45.97M | 0.4% | $42.03 | +36.7% | COM | 126650100 |
| — | GENERAL ELECTRIC CO | 1,758,438 | $45.05M | 0.4% | $25.68 | — | COM | 369604103 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 320,491 | $44.27M | 0.4% | $112.24 | +18.7% | CL B NEW | 084670702 |
| — | VIMPELCOM LTD | 6,127,624 | $44.24M | 0.4% | $9.60 | — | SPONSORED ADR | 92719A106 |
| CCL | CARNIVAL CORP | 1,030,954 | $41.41M | 0.3% | $30.46 | +5.1% | PAIRED CTF | 143658300 |
| CVX | CHEVRON CORP NEW | 334,863 | $39.96M | 0.3% | $71.88 | +9.2% | COM | 166764100 |
| RF | REGIONS FINL CORP NEW | 3,871,671 | $38.87M | 0.3% | $5.83 | +18.5% | COM | 7591EP100 |
| — | NORDSTROM INC | 562,561 | $38.46M | 0.3% | $59.94 | — | COM | 655664100 |
| F | FORD MTR CO DEL | 2,513,267 | $37.17M | 0.3% | $7.61 | +23.4% | COM PAR $0.01 | 345370860 |
| — | ENCANA CORP | 1,752,878 | $37.13M | 0.3% | $19.84 | — | COM | 292505104 |
| WAT | WATERS CORP | 370,030 | $36.68M | 0.3% | $104.60 | -1.4% | COM | 941848103 |
| BMO | BANK MONTREAL QUE | 468,633 | $34.57M | 0.3% | $36.25 | +30.9% | COM | 063671101 |
| — | SOUTHWESTERN ENERGY CO | 965,337 | $33.74M | 0.3% | $35.20 | — | COM | 845467109 |
| — | ROCKWELL COLLINS INC | 428,808 | $33.66M | 0.3% | $63.41 | — | COM | 774341101 |
| HD | HOME DEPOT INC | 357,898 | $32.83M | 0.3% | $58.94 | +11.5% | COM | 437076102 |
| — | GILEAD SCIENCES INC | 7,000,000 | $32.7M | 0.3% | $2.34 | — | NOTE 1.625% 5/0 | 375558AP8 |
| NEE | NEXTERA ENERGY INC | 343,536 | $32.25M | 0.3% | $14.21 | +26.1% | COM | 65339F101 |
| — | TRANSCANADA CORP | 603,823 | $31.16M | 0.3% | $43.01 | — | COM | 89353D107 |
| IBM | INTERNATIONAL BUSINESS MACHS | 162,471 | $30.84M | 0.2% | $118.66 | -3.6% | COM | 459200101 |
| — | VALEANT PHARMACEUTICALS INTL | 234,172 | $30.75M | 0.2% | $90.66 | — | COM | 91911K102 |
| MRK | MERCK & CO INC NEW | 510,807 | $30.28M | 0.2% | $30.82 | +27.8% | COM | 58933Y105 |
| ENB | ENBRIDGE INC | 614,360 | $29.47M | 0.2% | $23.39 | +12.9% | COM | 29250N105 |
| KO | COCA COLA CO | 689,553 | $29.42M | 0.2% | $27.98 | +3.1% | COM | 191216100 |
| PEP | PEPSICO INC | 314,749 | $29.3M | 0.2% | $58.03 | +11.8% | COM | 713448108 |
| UNP | UNION PAC CORP | 254,006 | $27.54M | 0.2% | $69.61 | +15.4% | COM | 907818108 |
| META | FACEBOOK INC | 336,568 | $26.6M | 0.2% | $52.39 | +39.0% | CL A | 30303M102 |
| — | MCGRAW HILL FINL INC | 308,198 | $26.03M | 0.2% | $53.19 | — | COM | 580645109 |
| CM | CDN IMPERIAL BK COMM TORONTO | 284,962 | $25.65M | 0.2% | $21.67 | +25.2% | COM | 136069101 |
| MFC | MANULIFE FINL CORP | 1,329,661 | $25.63M | 0.2% | $16.20 | +24.2% | COM | 56501R106 |
| CVE | CENOVUS ENERGY INC | 940,986 | $25.37M | 0.2% | $22.39 | +7.7% | COM | 15135U109 |
| TXN | TEXAS INSTRS INC | 505,147 | $24.09M | 0.2% | $25.57 | +37.4% | COM | 882508104 |
| PM | PHILIP MORRIS INTL INC | 279,425 | $23.3M | 0.2% | $49.67 | -3.6% | COM | 718172109 |
| — | COVIDIEN PLC | 267,553 | $23.15M | 0.2% | $62.84 | — | SHS | G2554F113 |
| SLB | SCHLUMBERGER LTD | 223,906 | $22.77M | 0.2% | $55.11 | +44.2% | COM | 806857108 |
| FLS | FLOWSERVE CORP | 321,103 | $22.64M | 0.2% | $58.35 | +2.1% | COM | 34354P105 |
| CSCO | CISCO SYS INC | 893,812 | $22.5M | 0.2% | $15.40 | +14.9% | COM | 17275R102 |
| WMT | WAL-MART STORES INC | 288,412 | $22.05M | 0.2% | $20.01 | +1.5% | COM | 931142103 |
| ORCL | ORACLE CORP | 568,383 | $21.76M | 0.2% | $31.63 | +8.2% | COM | 68389X105 |
| ABT | ABBOTT LABS | 506,278 | $21.06M | 0.2% | $29.73 | +14.8% | COM | 002824100 |
| AMZN | AMAZON COM INC | 64,768 | $20.88M | 0.2% | $13.67 | +21.7% | COM | 023135106 |
| BIDU | BAIDU INC | 90,000 | $19.64M | 0.2% | $143.28 | — | SPON ADR REP A | 056752108 |
| — | BROOKFIELD ASSET MGMT INC | 434,021 | $19.53M | 0.2% | $35.83 | — | CL A LTD VT SH | 112585104 |
| V | VISA INC | 87,271 | $18.62M | 0.1% | $40.90 | +21.3% | COM CL A | 92826C839 |
| AMGN | AMGEN INC | 131,209 | $18.43M | 0.1% | $75.99 | +24.4% | COM | 031162100 |
| D | DOMINION RES INC VA NEW | 260,714 | $18.01M | 0.1% | $34.73 | +22.7% | COM | 25746U109 |
| — | WELLS FARGO & CO NEW | 882,600 | $17.78M | 0.1% | $13.67 | — | *W EXP 10/28/201 | 949746119 |
| — | PORTOLA PHARMACEUTICALS INC | 693,397 | $17.53M | 0.1% | $26.70 | — | COM | 737010108 |
| SLF | SUN LIFE FINL INC | 470,797 | $17.1M | 0.1% | $29.24 | +28.5% | COM | 866796105 |
| NWSA | NEWS CORP NEW | 1,016,567 | $16.62M | 0.1% | $14.03 | +10.1% | CL A | 65249B109 |
| MCD | MCDONALDS CORP | 172,004 | $16.31M | 0.1% | $71.80 | -0.8% | COM | 580135101 |
| MMM | 3M CO | 114,670 | $16.25M | 0.1% | $64.05 | +30.4% | COM | 88579Y101 |
| — | PNC FINL SVCS GROUP INC | 707,600 | $16.17M | 0.1% | $15.10 | — | *W EXP 12/31/201 | 693475121 |
| NSC | NORFOLK SOUTHERN CORP | 142,977 | $15.96M | 0.1% | $73.68 | +12.1% | COM | 655844108 |
| MO | ALTRIA GROUP INC | 345,250 | $15.86M | 0.1% | $16.60 | +24.6% | COM | 02209S103 |
| — | PALL CORP | 188,706 | $15.79M | 0.1% | $81.98 | — | COM | 696429307 |
| USB | US BANCORP DEL | 375,699 | $15.71M | 0.1% | $22.41 | +26.8% | COM NEW | 902973304 |
| — | UNITED TECHNOLOGIES CORP | 148,698 | $15.7M | 0.1% | $105.60 | — | COM | 913017109 |
| MRSH | MARSH & MCLENNAN COS INC | 294,772 | $15.43M | 0.1% | $33.50 | +27.6% | COM | 571748102 |
| MGA | MAGNA INTL INC | 158,214 | $15.05M | 0.1% | $22.60 | +76.5% | COM | 559222401 |
| UNH | UNITEDHEALTH GROUP INC | 171,714 | $14.81M | 0.1% | $52.32 | +34.4% | COM | 91324P102 |
| BMY | BRISTOL MYERS SQUIBB CO | 287,936 | $14.74M | 0.1% | $29.17 | +17.3% | COM | 110122108 |
| BA | BOEING CO | 115,013 | $14.65M | 0.1% | $82.53 | +32.4% | COM | 097023105 |
| — | SPDR S&P HOMEBUILDER | 490,000 | $14.5M | 0.1% | — | — | Put | 78464A958 |
| — | TIM HORTONS INC | 183,330 | $14.47M | 0.1% | $61.28 | — | COM | 88706M103 |
| — | MICRON TECHNOLOGY INC | 4,000,000 | $14.28M | 0.1% | $2.12 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | AVON PRODS INC | 1,108,598 | $13.97M | 0.1% | $19.10 | — | COM | 054303102 |
| AXP | AMERICAN EXPRESS CO | 159,070 | $13.93M | 0.1% | $61.05 | +25.3% | COM | 025816109 |
| GS | GOLDMAN SACHS GROUP INC | 74,069 | $13.6M | 0.1% | $121.80 | +15.4% | COM | 38141G104 |
| BIIB | BIOGEN IDEC INC | 41,004 | $13.56M | 0.1% | $223.68 | +47.4% | COM | 09062X103 |
| AVAL | GRUPO AVAL ACCIONES Y VALORE | 1,000,000 | $13.55M | 0.1% | $13.55 | — | SPONSORED ADS | 40053W101 |
| OXY | OCCIDENTAL PETE CORP DEL | 137,981 | $13.27M | 0.1% | $58.52 | +16.3% | COM | 674599105 |
| — | CEMPRA INC | 1,209,506 | $13.26M | 0.1% | $10.67 | — | COM | 15130J109 |
| — | GOLDCORP INC NEW | 568,591 | $13.14M | 0.1% | $24.76 | — | COM | 380956409 |
| — | CELGENE CORP | 137,222 | $13.01M | 0.1% | $100.94 | — | COM | 151020104 |
| HON | HONEYWELL INTL INC | 139,098 | $12.95M | 0.1% | $54.43 | +23.3% | COM | 438516106 |
| MA | MASTERCARD INC | 175,172 | $12.95M | 0.1% | $70.15 | +1.3% | CL A | 57636Q104 |
| — | BARRICK GOLD CORP | 866,757 | $12.75M | 0.1% | $15.74 | — | COM | 067901108 |
| UPS | UNITED PARCEL SERVICE INC | 127,146 | $12.5M | 0.1% | $57.86 | +14.7% | CL B | 911312106 |
| GD | GENERAL DYNAMICS CORP | 96,991 | $12.33M | 0.1% | $62.44 | +52.2% | COM | 369550108 |
| — | COMPANHIA BRASILEIRA DE DIST | 277,905 | $12.12M | 0.1% | $45.46 | — | SPN ADR PFD CL A | 20440T201 |
| — | CRESCENT PT ENERGY CORP | 327,941 | $11.86M | 0.1% | $36.56 | — | COM | 22576C101 |
| — | TIME WARNER INC | 155,728 | $11.71M | 0.1% | $59.11 | — | COM NEW | 887317303 |
| — | DU PONT E I DE NEMOURS & CO | 161,064 | $11.56M | 0.1% | $57.71 | — | COM | 263534109 |
| LLY | LILLY ELI & CO | 177,897 | $11.54M | 0.1% | $42.90 | +19.7% | COM | 532457108 |
| BABA | ALIBABA GROUP HLDG LTD | 126,977 | $11.28M | 0.1% | $88.85 | — | SPONSORED ADS | 01609W102 |
| NKE | NIKE INC | 126,202 | $11.26M | 0.1% | $27.14 | +26.7% | CL B | 654106103 |
| — | HEWLETT PACKARD CO | 315,058 | $11.18M | 0.1% | $24.03 | — | COM | 428236103 |
| — | ACTAVIS PLC | 46,283 | $11.17M | 0.1% | $225.61 | — | SHS | G0083B108 |
| EBAY | EBAY INC | 195,034 | $11.04M | 0.1% | $20.58 | -3.8% | COM | 278642103 |
| CAT | CATERPILLAR INC DEL | 111,093 | $11M | 0.1% | $62.76 | +26.3% | COM | 149123101 |
| ABBV | ABBVIE INC | 189,784 | $10.96M | 0.1% | $27.49 | +27.9% | COM | 00287Y109 |
| — | TWENTY FIRST CENTY FOX INC | 325,000 | $10.83M | 0.1% | $34.23 | — | CL B | 90130A200 |
| — | E M C CORP MASS | 363,478 | $10.63M | 0.1% | $23.96 | — | COM | 268648102 |
| PNC | PNC FINL SVCS GROUP INC | 123,029 | $10.53M | 0.1% | $48.15 | +24.3% | COM | 693475105 |
| — | MINDRAY MEDICAL INTL LTD | 347,335 | $10.48M | 0.1% | $31.57 | — | SPON ADR | 602675100 |
| — | MONSANTO CO NEW | 92,880 | $10.45M | 0.1% | $100.69 | — | COM | 61166W101 |
| — | RAYTHEON CO | 102,059 | $10.37M | 0.1% | $77.66 | — | COM NEW | 755111507 |
| IMO | IMPERIAL OIL LTD | 216,714 | $10.26M | 0.1% | $30.33 | +32.1% | COM NEW | 453038408 |
| PBA | PEMBINA PIPELINE CORP | 241,709 | $10.2M | 0.1% | $18.88 | +28.8% | COM | 706327103 |
| — | ADAMAS PHARMACEUTICALS INC | 547,683 | $10.2M | 0.1% | $18.28 | — | COM | 00548A106 |
| PRGO | PERRIGO CO PLC | 67,888 | $10.2M | 0.1% | $151.93 | -1.9% | SHS | G97822103 |
| FDX | FEDEX CORP | 62,024 | $10.01M | 0.1% | $95.19 | +35.6% | COM | 31428X106 |
| CL | COLGATE PALMOLIVE CO | 153,018 | $9.98M | 0.1% | $44.88 | +12.9% | COM | 194162103 |
| COST | COSTCO WHSL CORP NEW | 78,995 | $9.9M | 0.1% | $87.28 | +11.3% | COM | 22160K105 |
| SBUX | STARBUCKS CORP | 129,798 | $9.795M | 0.1% | $28.33 | +8.9% | COM | 855244109 |
| — | EXPRESS SCRIPTS HLDG CO | 136,760 | $9.659M | 0.1% | $62.39 | — | COM | 30219G108 |
| MS | MORGAN STANLEY | 273,554 | $9.457M | 0.1% | $18.58 | +32.5% | COM NEW | 617446448 |
| MDLZ | MONDELEZ INTL INC | 272,674 | $9.343M | 0.1% | $23.16 | +22.3% | CL A | 609207105 |
| HAL | HALLIBURTON CO | 144,172 | $9.301M | 0.1% | $34.56 | +59.7% | COM | 406216101 |
| DUK | DUKE ENERGY CORP NEW | 124,091 | $9.278M | 0.1% | $42.02 | +8.6% | COM NEW | 26441C204 |
| ADP | AUTOMATIC DATA PROCESSING IN | 111,654 | $9.276M | 0.1% | $48.23 | +16.7% | COM | 053015103 |
| — | AGRIUM INC | 103,587 | $9.228M | 0.1% | $91.45 | — | COM | 008916108 |
| — | WALGREEN CO | 154,893 | $9.181M | 0.1% | $45.70 | — | COM | 931422109 |
| — | ALLERGAN INC | 51,504 | $9.177M | 0.1% | $91.43 | — | COM | 018490102 |
| LOW | LOWES COS INC | 173,253 | $9.169M | 0.1% | $32.90 | +25.2% | COM | 548661107 |
| EWY | ISHARES | 150,000 | $9.077M | 0.1% | $60.51 | — | MSCI STH KOR ETF | 464286772 |
| ACN | ACCENTURE PLC IRELAND | 111,368 | $9.056M | 0.1% | $63.97 | +3.4% | SHS CLASS A | G1151C101 |
| SPG | SIMON PPTY GROUP INC NEW | 54,886 | $9.024M | 0.1% | $89.32 | +8.4% | COM | 828806109 |
| — | ANADARKO PETE CORP | 87,391 | $8.865M | 0.1% | $87.45 | — | COM | 032511107 |
| RCI | ROGERS COMMUNICATIONS INC | 234,012 | $8.778M | 0.1% | $47.39 | -16.4% | CL B | 775109200 |
| — | SHIRE PLC | 32,280 | $8.362M | 0.1% | $259.05 | — | SPONSORED ADR | 82481R106 |
| — | SHAW COMMUNICATIONS INC | 337,623 | $8.293M | 0.1% | $24.01 | — | CL B CONV | 82028K200 |
| PSX | PHILLIPS 66 | 101,316 | $8.238M | 0.1% | $41.79 | +31.9% | COM | 718546104 |
| EMR | EMERSON ELEC CO | 128,841 | $8.063M | 0.1% | $40.92 | +16.7% | COM | 291011104 |
| ALLE | ALLEGION PUB LTD CO | 167,750 | $7.992M | 0.1% | $38.66 | +20.0% | ORD SHS | G0176J109 |
| LYB | LYONDELLBASELL INDUSTRIES N | 73,001 | $7.932M | 0.1% | $35.50 | +66.8% | SHS - A - | N53745100 |
| MCK | MCKESSON CORP | 40,359 | $7.857M | 0.1% | $106.89 | +65.4% | COM | 58155Q103 |
| — | SANDISK CORP | 4,000,000 | $7.713M | 0.1% | $1.52 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | CAPITAL ONE FINL CORP | 191,600 | $7.672M | 0.1% | $24.23 | — | *W EXP 11/14/201 | 14040H139 |
| — | DIRECTV | 84,924 | $7.348M | 0.1% | $63.82 | — | COM | 25490A309 |
| PRU | PRUDENTIAL FINL INC | 83,254 | $7.321M | 0.1% | $40.14 | +36.9% | COM | 744320102 |
| KMB | KIMBERLY CLARK CORP | 66,909 | $7.197M | 0.1% | $63.55 | +11.5% | COM | 494368103 |
| — | OMNICARE INC | 3,000,000 | $7.168M | 0.1% | $1.85 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | SIGMA ALDRICH CORP | 52,293 | $7.112M | 0.1% | $112.83 | — | COM | 826552101 |
| TJX | TJX COS INC NEW | 119,424 | $7.066M | 0.1% | $20.99 | +15.0% | COM | 872540109 |
| CFG | CITIZENS FINL GROUP INC | 300,000 | $7.026M | 0.1% | $15.71 | 0.0% | COM | 174610105 |
| — | BLACKROCK INC | 21,376 | $7.018M | 0.1% | $261.03 | — | COM | 09247X101 |
| BAX | BAXTER INTL INC | 97,774 | $7.017M | 0.1% | $30.72 | +8.8% | COM | 071813109 |
| TGT | TARGET CORP | 111,897 | $7.014M | 0.1% | $47.58 | -9.1% | COM | 87612E106 |
| — | CUBIST PHARMACEUTICALS INC | 3,000,000 | $6.996M | 0.1% | $1.75 | — | NOTE 2.500%11/0 | 229678AD9 |
| SO | SOUTHERN CO | 159,898 | $6.98M | 0.1% | $26.76 | +1.3% | COM | 842587107 |
| — | APACHE CORP | 74,011 | $6.947M | 0.1% | $85.55 | — | COM | 037411105 |
| TECK | TECK RESOURCES LTD | 363,914 | $6.907M | 0.1% | $25.92 | -12.4% | CL B | 878742204 |
| — | CADENCE DESIGN SYSTEM INC | 3,000,000 | $6.849M | 0.1% | $1.82 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | GROUPE CGI INC | 202,194 | $6.846M | 0.1% | $35.03 | — | CL A SUB VTG | 39945C109 |
| — | PRAXAIR INC | 52,578 | $6.783M | 0.1% | $116.18 | — | COM | 74005P104 |
| — | OMNICARE INC | 6,500,000 | $6.74M | 0.1% | $1.04 | — | DBCV 3.250%12/1 | 681904AL2 |
| AMT | AMERICAN TOWER CORP NEW | 71,526 | $6.697M | 0.1% | $61.02 | +18.9% | COM | 03027X100 |
| WMB | WILLIAMS COS INC DEL | 114,633 | $6.345M | 0.1% | $18.69 | +61.8% | COM | 969457100 |
| — | FIREEYE INC | 205,781 | $6.289M | 0.1% | $30.56 | — | COM | 31816Q101 |
| — | PROTECTIVE LIFE CORP | 90,105 | $6.254M | 0.1% | $69.41 | — | COM | 743674103 |
| — | WELLPOINT INC | 52,187 | $6.243M | 0.1% | $83.88 | — | COM | 94973V107 |
| — | TALISMAN ENERGY INC | 719,334 | $6.237M | 0.1% | $11.50 | — | COM | 87425E103 |
| FCX | FREEPORT-MCMORAN INC | 190,583 | $6.223M | 0.1% | $30.18 | +4.8% | CL B | 35671D857 |
| — | CATAMARAN CORP | 147,311 | $6.218M | 0.1% | $48.52 | — | COM | 148887102 |
| ADM | ARCHER DANIELS MIDLAND CO | 121,113 | $6.189M | 0.0% | $24.44 | +44.3% | COM | 039483102 |
| — | DELPHI AUTOMOTIVE PLC | 99,891 | $6.127M | 0.0% | $57.96 | — | SHS | G27823106 |
| — | KRAFT FOODS GROUP INC | 108,571 | $6.123M | 0.0% | $55.91 | — | COM | 50076Q106 |
| SCHW | SCHWAB CHARLES CORP NEW | 205,006 | $6.025M | 0.0% | $16.72 | +47.7% | COM | 808513105 |
| — | INTEGRYS ENERGY GROUP INC | 92,185 | $5.975M | 0.0% | $63.91 | — | COM | 45822P105 |
| ITW | ILLINOIS TOOL WKS INC | 70,520 | $5.953M | 0.0% | $51.47 | +28.6% | COM | 452308109 |
| — | YAHOO INC | 140,407 | $5.722M | 0.0% | $40.16 | — | COM | 984332106 |
| RIG | TRANSOCEAN LTD | 177,528 | $5.717M | 0.0% | $49.90 | -21.6% | REG SHS | H8817H100 |
| — | CONCUR TECHNOLOGIES INC | 45,000 | $5.707M | 0.0% | $126.82 | — | COM | 206708109 |
| — | NATIONAL OILWELL VARCO INC | 74,939 | $5.703M | 0.0% | $69.74 | — | COM | 637071101 |
| ECL | ECOLAB INC | 49,010 | $5.628M | 0.0% | $75.35 | +31.7% | COM | 278865100 |
| DAL | DELTA AIR LINES INC DEL | 155,265 | $5.613M | 0.0% | $19.81 | +68.4% | COM NEW | 247361702 |
| — | ALEXION PHARMACEUTICALS INC | 33,650 | $5.58M | 0.0% | $96.22 | — | COM | 015351109 |
| — | RADIAN GROUP INC | 4,000,000 | $5.533M | 0.0% | $1.41 | — | NOTE 3.000%11/1 | 750236AK7 |
| YUM | YUM BRANDS INC | 76,801 | $5.528M | 0.0% | $39.37 | +9.0% | COM | 988498101 |
| EXC | EXELON CORP | 162,149 | $5.528M | 0.0% | $15.47 | +1.1% | COM | 30161N101 |
| STT | STATE STR CORP | 75,041 | $5.524M | 0.0% | $45.18 | +15.2% | COM | 857477103 |
| ADBE | ADOBE SYS INC | 78,935 | $5.462M | 0.0% | $45.96 | +54.2% | COM | 00724F101 |
| EDMCQ | EDUCATION MGMT CORP NEW | 4,951,080 | $5.397M | 0.0% | $5.84 | -76.4% | COM | 28140M103 |
| DE | DEERE & CO | 65,530 | $5.373M | 0.0% | $68.13 | +1.8% | COM | 244199105 |
| — | SALESFORCE COM INC | 2,000,000 | $5.349M | 0.0% | $2.43 | — | NOTE 0.750% 1/1 | 79466LAB0 |
| ETN | EATON CORP PLC | 83,256 | $5.276M | 0.0% | $47.25 | +14.6% | COMMON USD 0.01 | G29183103 |
| — | AETNA INC NEW | 65,066 | $5.27M | 0.0% | $65.14 | — | COM | 00817Y108 |
| — | DISCOVER FINL SVCS | 80,988 | $5.215M | 0.0% | $48.71 | — | COM | 254709108 |
| — | SILVER WHEATON CORP | 256,602 | $5.13M | 0.0% | $19.54 | — | COM | 828336107 |
| AFL | AFLAC INC | 88,053 | $5.129M | 0.0% | $20.39 | +14.0% | COM | 001055102 |
| — | INTERNATIONAL RECTIFIER CORP | 130,621 | $5.126M | 0.0% | $39.24 | — | COM | 460254105 |
| — | CHESAPEAKE ENERGY CORP | 5,000,000 | $5.088M | 0.0% | $1.02 | — | NOTE 2.750%11/1 | 165167BW6 |
| — | BB&T CORP | 136,683 | $5.086M | 0.0% | $34.26 | — | COM | 054937107 |
| CCJ | CAMECO CORP | 282,741 | $4.999M | 0.0% | $17.58 | -1.4% | COM | 13321L108 |
| PPG | PPG INDS INC | 25,350 | $4.987M | 0.0% | $62.61 | +33.2% | COM | 693506107 |
| — | BAKER HUGHES INC | 76,436 | $4.973M | 0.0% | $47.55 | — | COM | 057224107 |
| ALL | ALLSTATE CORP | 80,518 | $4.941M | 0.0% | $37.93 | +23.8% | COM | 020002101 |
| — | MARATHON OIL CORP | 131,363 | $4.938M | 0.0% | $34.87 | — | COM | 565849106 |
| — | PIONEER NAT RES CO | 24,727 | $4.87M | 0.0% | $150.46 | — | COM | 723787107 |
| APD | AIR PRODS & CHEMS INC | 36,289 | $4.724M | 0.0% | $63.61 | +45.3% | COM | 009158106 |
| — | HESS CORP | 49,965 | $4.713M | 0.0% | $98.43 | — | COM | 42809H107 |
| — | AON PLC | 53,697 | $4.708M | 0.0% | $65.42 | — | SHS CL A | G0408V102 |
| — | CROWN CASTLE INTL CORP | 58,435 | $4.706M | 0.0% | $73.06 | — | COM | 228227104 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 105,054 | $4.703M | 0.0% | $35.67 | +16.9% | CL A | 192446102 |
| GLW | CORNING INC | 242,299 | $4.686M | 0.0% | $10.93 | +41.6% | COM | 219350105 |
| AEP | AMERICAN ELEC PWR INC | 89,093 | $4.652M | 0.0% | $30.65 | +15.2% | COM | 025537101 |
| AMAT | APPLIED MATLS INC | 215,112 | $4.649M | 0.0% | $12.81 | +49.6% | COM | 038222105 |
| CME | CME GROUP INC | 58,016 | $4.639M | 0.0% | $40.10 | +19.5% | COM | 12572Q105 |
| NFLX | NETFLIX INC | 10,103 | $4.558M | 0.0% | $3.20 | +102.9% | COM | 64110L106 |
| CAH | CARDINAL HEALTH INC | 60,740 | $4.551M | 0.0% | $34.28 | +55.5% | COM | 14149Y108 |
| — | CBS CORP NEW | 84,584 | $4.525M | 0.0% | $48.87 | — | CL B | 124857202 |
| — | PEPCO HOLDINGS INC | 167,924 | $4.494M | 0.0% | $25.04 | — | COM | 713291102 |
| SYK | STRYKER CORP | 55,509 | $4.482M | 0.0% | $58.22 | +23.5% | COM | 863667101 |
| — | CIGNA CORPORATION | 49,137 | $4.456M | 0.0% | $74.40 | — | COM | 125509109 |
| AEM | AGNICO EAGLE MINES LTD | 153,541 | $4.45M | 0.0% | $25.04 | +22.2% | COM | 008474108 |
| INTU | INTUIT | 50,249 | $4.404M | 0.0% | $56.50 | +34.0% | COM | 461202103 |
| VRTX | VERTEX PHARMACEUTICALS INC | 39,142 | $4.396M | 0.0% | $79.58 | +19.6% | COM | 92532F100 |
| — | MGIC INVT CORP WIS | 4,000,000 | $4.378M | 0.0% | $1.14 | — | NOTE 5.000% 5/0 | 552848AD5 |
| VLO | VALERO ENERGY CORP NEW | 94,597 | $4.377M | 0.0% | $32.63 | 0.0% | COM | 91913Y100 |
| — | CTRIP COM INTL LTD | 77,000 | $4.371M | 0.0% | $32.94 | — | AMERICAN DEP SHS | 22943F100 |
| PSA | PUBLIC STORAGE | 25,990 | $4.31M | 0.0% | $97.63 | +13.2% | COM | 74460D109 |
| GIL | GILDAN ACTIVEWEAR INC | 78,144 | $4.284M | 0.0% | $16.97 | +44.1% | COM | 375916103 |
| SRE | SEMPRA ENERGY | 40,389 | $4.256M | 0.0% | $28.02 | +29.1% | COM | 816851109 |
| MPC | MARATHON PETE CORP | 50,212 | $4.251M | 0.0% | $27.72 | +8.4% | COM | 56585A102 |
| LUV | SOUTHWEST AIRLS CO | 125,074 | $4.224M | 0.0% | $12.56 | +114.2% | COM | 844741108 |
| — | CENTURYLINK INC | 102,668 | $4.198M | 0.0% | $32.69 | — | COM | 156700106 |
| — | TE CONNECTIVITY LTD | 75,573 | $4.178M | 0.0% | $46.63 | — | REG SHS | H84989104 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 21,182 | $4.132M | 0.0% | $35.02 | -5.4% | COM | 45866F104 |
| PPL | PPL CORP | 125,407 | $4.118M | 0.0% | $16.64 | +12.9% | COM | 69351T106 |
| AMP | AMERIPRISE FINL INC | 33,242 | $4.101M | 0.0% | $62.30 | +55.0% | COM | 03076C106 |
| — | CHUBB CORP | 44,608 | $4.063M | 0.0% | $84.95 | — | COM | 171232101 |
| PCG | PG&E CORP | 90,068 | $4.057M | 0.0% | $39.02 | +4.6% | COM | 69331C108 |
| — | YAMANA GOLD INC | 671,994 | $4.041M | 0.0% | $9.45 | — | COM | 98462Y100 |
| SYY | SYSCO CORP | 105,402 | $4M | 0.0% | $24.64 | +11.9% | COM | 871829107 |
| — | BROADCOM CORP | 98,900 | $3.998M | 0.0% | $33.83 | — | CL A | 111320107 |
| CMI | CUMMINS INC | 29,984 | $3.957M | 0.0% | $83.56 | +26.9% | COM | 231021106 |
| VFC | V F CORP | 59,814 | $3.95M | 0.0% | $49.92 | +19.8% | COM | 918204108 |
| BDX | BECTON DICKINSON & CO | 34,199 | $3.892M | 0.0% | $95.70 | 0.0% | COM | 075887109 |
| BEN | FRANKLIN RES INC | 71,214 | $3.889M | 0.0% | $29.55 | +13.7% | COM | 354613101 |
| — | AVAGO TECHNOLOGIES LTD | 44,622 | $3.882M | 0.0% | $73.18 | — | SHS | Y0486S104 |
| — | URS CORP NEW | 65,962 | $3.8M | 0.0% | $57.61 | — | COM | 903236107 |
| HUM | HUMANA INC | 29,102 | $3.792M | 0.0% | $73.31 | +58.3% | COM | 444859102 |
| EQR | EQUITY RESIDENTIAL | 61,423 | $3.782M | 0.0% | $31.76 | +16.3% | SH BEN INT | 29476L107 |
| — | LORILLARD INC | 63,096 | $3.78M | 0.0% | $44.28 | — | COM | 544147101 |
| EIX | EDISON INTL | 66,991 | $3.746M | 0.0% | $31.45 | +17.0% | COM | 281020107 |
| PCAR | PACCAR INC | 65,433 | $3.722M | 0.0% | $22.36 | +21.0% | COM | 693718108 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,000,000 | $3.716M | 0.0% | $1.06 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | RYLAND GROUP INC | 3,000,000 | $3.711M | 0.0% | $1.46 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| IP | INTL PAPER CO | 77,681 | $3.708M | 0.0% | $26.15 | +9.5% | COM | 460146103 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 99,532 | $3.707M | 0.0% | $22.05 | +12.3% | COM | 744573106 |
| M | MACYS INC | 63,502 | $3.695M | 0.0% | $47.39 | +25.1% | COM | 55616P104 |
| — | TYCO INTERNATIONAL LTD | 81,196 | $3.619M | 0.0% | $33.74 | — | SHS | H89128104 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 5,347 | $3.564M | 0.0% | $7.49 | +75.0% | COM | 169656105 |
| EL | LAUDER ESTEE COS INC | 47,569 | $3.554M | 0.0% | $59.04 | +10.3% | CL A | 518439104 |
| TROW | PRICE T ROWE GROUP INC | 45,051 | $3.532M | 0.0% | $48.03 | +9.5% | COM | 74144T108 |
| — | ENERPLUS CORP | 184,075 | $3.502M | 0.0% | $14.73 | — | COM | 292766102 |
| PLD | PROLOGIS INC | 92,546 | $3.489M | 0.0% | $27.95 | +3.1% | COM | 74340W103 |
| — | HEALTH CARE REIT INC | 55,475 | $3.46M | 0.0% | $66.35 | — | COM | 42217K106 |
| A | AGILENT TECHNOLOGIES INC | 60,658 | $3.456M | 0.0% | $28.87 | +28.8% | COM | 00846U101 |
| — | ELDORADO GOLD CORP NEW | 507,803 | $3.431M | 0.0% | $6.52 | — | COM | 284902103 |
| — | MEAD JOHNSON NUTRITION CO | 35,571 | $3.423M | 0.0% | $80.50 | — | COM | 582839106 |
| — | MYLAN INC | 1,000,000 | $3.421M | 0.0% | $2.38 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | ALCOA INC | 210,692 | $3.39M | 0.0% | $8.69 | — | COM | 013817101 |
| BXP | BOSTON PROPERTIES INC | 28,960 | $3.352M | 0.0% | $65.39 | +13.6% | COM | 101121101 |
| ZTS | ZOETIS INC | 89,845 | $3.32M | 0.0% | $27.93 | +12.2% | CL A | 98978V103 |
| VNO | VORNADO RLTY TR | 33,184 | $3.317M | 0.0% | $85.45 | — | SH BEN INT | 929042109 |
| AVB | AVALONBAY CMNTYS INC | 23,420 | $3.302M | 0.0% | $89.19 | +13.9% | COM | 053484101 |
| DG | DOLLAR GEN CORP NEW | 53,767 | $3.286M | 0.0% | $45.76 | +13.8% | COM | 256677105 |
| COR | AMERISOURCEBERGEN CORP | 42,154 | $3.259M | 0.0% | $39.23 | +41.5% | COM | 03073E105 |
| FITB | FIFTH THIRD BANCORP | 161,799 | $3.239M | 0.0% | $11.69 | +19.2% | COM | 316773100 |
| ED | CONSOLIDATED EDISON INC | 57,081 | $3.234M | 0.0% | $37.47 | -0.0% | COM | 209115104 |
| AZO | AUTOZONE INC | 6,325 | $3.224M | 0.0% | $419.31 | +25.6% | COM | 053332102 |
| NUE | NUCOR CORP | 58,857 | $3.195M | 0.0% | $33.26 | +20.3% | COM | 670346105 |
| OMC | OMNICOM GROUP INC | 45,928 | $3.163M | 0.0% | $41.32 | +18.2% | COM | 681919106 |
| SHW | SHERWIN WILLIAMS CO | 14,272 | $3.125M | 0.0% | $53.73 | +18.7% | COM | 824348106 |
| MCO | MOODYS CORP | 33,000 | $3.119M | 0.0% | $55.44 | +47.1% | COM | 615369105 |
| ZBH | ZIMMER HLDGS INC | 30,984 | $3.115M | 0.0% | $69.39 | +29.1% | COM | 98956P102 |
| — | ST JUDE MED INC | 51,593 | $3.102M | 0.0% | $47.13 | — | COM | 790849103 |
| — | DRESSER-RAND GROUP INC | 37,697 | $3.101M | 0.0% | $82.26 | — | COM | 261608103 |
| MTB | M & T BK CORP | 25,131 | $3.098M | 0.0% | $74.06 | +21.2% | COM | 55261F104 |
| IVZ | INVESCO LTD | 78,151 | $3.085M | 0.0% | $19.35 | +24.1% | SHS | G491BT108 |
| — | PENN WEST PETE LTD NEW | 453,890 | $3.083M | 0.0% | $10.52 | — | COM | 707887105 |
| — | GT ADVANCED TECHNOLOGIES INC | 2,000,000 | $3.083M | 0.0% | $2.30 | — | NOTE 3.000%10/0 | 36191UAA4 |
| XEL | XCEL ENERGY INC | 100,788 | $3.064M | 0.0% | $19.96 | +9.0% | COM | 98389B100 |
| — | REYNOLDS AMERICAN INC | 51,913 | $3.063M | 0.0% | $48.54 | — | COM | 761713106 |
| — | HCP INC | 77,136 | $3.063M | 0.0% | $45.29 | — | COM | 40414L109 |
| — | KEURIG GREEN MTN INC | 23,512 | $3.06M | 0.0% | $108.39 | — | COM | 49271M100 |
| FIS | FIDELITY NATL INFORMATION SV | 54,132 | $3.048M | 0.0% | $35.90 | +29.5% | COM | 31620M106 |
| — | ANNALY CAP MGMT INC | 3,000,000 | $3.034M | 0.0% | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | SYMANTEC CORP | 128,856 | $3.029M | 0.0% | $22.60 | — | COM | 871503108 |
| FISV | FISERV INC | 46,755 | $3.022M | 0.0% | $24.52 | +28.9% | COM | 337738108 |
| PH | PARKER HANNIFIN CORP | 26,402 | $3.014M | 0.0% | $85.22 | +14.4% | COM | 701094104 |
| VTR | VENTAS INC | 48,607 | $3.011M | 0.0% | $49.18 | -10.1% | COM | 92276F100 |
| — | CERNER CORP | 50,300 | $2.996M | 0.0% | $73.54 | — | COM | 156782104 |
| — | KELLOGG CO | 48,012 | $2.958M | 0.0% | $39.01 | +3.9% | COM | 487836108 |
| ISRG | INTUITIVE SURGICAL INC | 6,374 | $2.944M | 0.0% | $54.88 | -9.5% | COM NEW | 46120E602 |
| ETR | ENTERGY CORP NEW | 37,902 | $2.931M | 0.0% | $20.88 | +15.3% | COM | 29364G103 |
| BF/B | BROWN FORMAN CORP | 32,422 | $2.925M | 0.0% | $24.07 | +25.4% | CL B | 115637209 |
| BSX | BOSTON SCIENTIFIC CORP | 247,593 | $2.924M | 0.0% | $8.99 | +40.1% | COM | 101137107 |
| — | QR ENERGY LP | 150,000 | $2.913M | 0.0% | $19.42 | — | UNIT LTD PRTNS | 74734R108 |
| NTRS | NORTHERN TR CORP | 42,688 | $2.904M | 0.0% | $40.94 | +21.7% | COM | 665859104 |
| APH | AMPHENOL CORP NEW | 29,054 | $2.901M | 0.0% | $8.90 | +26.5% | CL A | 032095101 |
| WY | WEYERHAEUSER CO | 90,713 | $2.89M | 0.0% | $18.75 | +12.3% | COM | 962166104 |
| — | XEROX CORP | 215,621 | $2.853M | 0.0% | $9.62 | — | COM | 984121103 |
| ROK | ROCKWELL AUTOMATION INC | 25,945 | $2.851M | 0.0% | $97.35 | -3.6% | COM | 773903109 |
| HIG | HARTFORD FINL SVCS GROUP INC | 76,189 | $2.838M | 0.0% | $22.42 | +27.0% | COM | 416515104 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 18,804 | $2.827M | 0.0% | $7.46 | +36.9% | COM | 67103H107 |
| — | NORTHEAST UTILS | 62,651 | $2.775M | 0.0% | $42.20 | — | COM | 664397106 |
| KGC | KINROSS GOLD CORP | 824,411 | $2.744M | 0.0% | $5.53 | -29.1% | COM NO PAR | 496902404 |
| — | PHARMATHENE INC | 1,520,451 | $2.706M | 0.0% | $1.59 | — | COM | 71714G102 |
| HSY | HERSHEY CO | 28,187 | $2.69M | 0.0% | $66.02 | +6.9% | COM | 427866108 |
| ROST | ROSS STORES INC | 35,551 | $2.687M | 0.0% | $28.40 | +9.6% | COM | 778296103 |
| — | WHOLE FOODS MKT INC | 70,188 | $2.675M | 0.0% | $52.01 | — | COM | 966837106 |
| — | FOOT LOCKER INC | 48,058 | $2.674M | 0.0% | $55.64 | — | COM | 344849104 |
| STZ | CONSTELLATION BRANDS INC | 30,656 | $2.672M | 0.0% | $46.79 | +59.1% | CL A | 21036P108 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 2,000,000 | $2.668M | 0.0% | $1.31 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | L BRANDS INC | 39,837 | $2.668M | 0.0% | $49.43 | — | COM | 501797104 |
| GWW | GRAINGER W W INC | 10,531 | $2.65M | 0.0% | $202.35 | +0.7% | COM | 384802104 |
| CF | CF INDS HLDGS INC | 9,392 | $2.622M | 0.0% | $26.82 | +38.1% | COM | 125269100 |
| WYNN | WYNN RESORTS LTD | 13,986 | $2.617M | 0.0% | $109.91 | +51.6% | COM | 983134107 |
| GPC | GENUINE PARTS CO | 29,677 | $2.603M | 0.0% | $54.70 | +14.4% | COM | 372460105 |
| ADI | ANALOG DEVICES INC | 52,533 | $2.6M | 0.0% | $34.90 | +15.9% | COM | 032654105 |
| ROP | ROPER INDS INC NEW | 17,689 | $2.588M | 0.0% | $114.19 | +20.2% | COM | 776696106 |
| NTAP | NETAPP INC | 60,252 | $2.588M | 0.0% | $27.07 | +11.3% | COM | 64110D104 |
| PFG | PRINCIPAL FINL GROUP INC | 49,114 | $2.577M | 0.0% | $24.44 | +41.6% | COM | 74251V102 |
| DOV | DOVER CORP | 31,994 | $2.57M | 0.0% | $42.62 | +34.7% | COM | 260003108 |
| LNC | LINCOLN NATL CORP IND | 47,936 | $2.568M | 0.0% | $23.78 | +49.9% | COM | 534187109 |
| PAYX | PAYCHEX INC | 57,676 | $2.549M | 0.0% | $25.02 | +18.9% | COM | 704326107 |
| NI | NISOURCE INC | 62,200 | $2.549M | 0.0% | $7.95 | +34.7% | COM | 65473P105 |
| MOS | MOSAIC CO NEW | 57,344 | $2.547M | 0.0% | $43.87 | -14.7% | COM | 61945C103 |
| — | CAMERON INTERNATIONAL CORP | 38,369 | $2.547M | 0.0% | $61.82 | — | COM | 13342B105 |
| DTE | DTE ENERGY CO | 33,312 | $2.534M | 0.0% | $38.29 | +15.3% | COM | 233331107 |
| — | KINDER MORGAN ENERGY PARTNER | 27,000 | $2.519M | 0.0% | $93.30 | — | UT LTD PARTNER | 494550106 |
| FE | FIRSTENERGY CORP | 74,761 | $2.51M | 0.0% | $24.35 | -15.4% | COM | 337932107 |
| SWK | STANLEY BLACK & DECKER INC | 28,242 | $2.508M | 0.0% | $58.11 | +15.2% | COM | 854502101 |
| MSI | MOTOROLA SOLUTIONS INC | 39,583 | $2.505M | 0.0% | $47.70 | +9.3% | COM NEW | 620076307 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 33,805 | $2.472M | 0.0% | $61.63 | +18.8% | COM | 23918K108 |
| CAG | CONAGRA FOODS INC | 73,888 | $2.441M | 0.0% | $17.66 | -5.2% | COM | 205887102 |
| PGR | PROGRESSIVE CORP OHIO | 96,508 | $2.44M | 0.0% | $17.14 | +3.2% | COM | 743315103 |
| CTRA | CABOT OIL & GAS CORP | 74,395 | $2.432M | 0.0% | $25.83 | -6.3% | COM | 127097103 |
| — | SALIX PHARMACEUTICALS INC | 1,000,000 | $2.424M | 0.0% | $1.70 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | DR PEPPER SNAPPLE GROUP INC | 37,505 | $2.412M | 0.0% | $46.15 | — | COM | 26138E109 |
| L | LOEWS CORP | 57,888 | $2.412M | 0.0% | $42.61 | -4.5% | COM | 540424108 |
| URI | UNITED RENTALS INC | 21,483 | $2.387M | 0.0% | $105.92 | +2.8% | COM | 911363109 |
| — | VIPSHOP HLDGS LTD | 2,000,000 | $2.376M | 0.0% | $1.02 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| EQT | EQT CORP | 25,866 | $2.368M | 0.0% | $38.26 | +27.0% | COM | 26884L109 |
| — | GENERAL GROWTH PPTYS INC NEW | 100,051 | $2.356M | 0.0% | $20.60 | — | COM | 370023103 |
| OKE | ONEOK INC NEW | 35,934 | $2.355M | 0.0% | $20.78 | +60.7% | COM | 682680103 |
| EMN | EASTMAN CHEM CO | 28,634 | $2.316M | 0.0% | $49.51 | +18.1% | COM | 277432100 |
| HOG | HARLEY DAVIDSON INC | 39,677 | $2.309M | 0.0% | $55.05 | +16.2% | COM | 412822108 |
| TAC | TRANSALTA CORP | 219,456 | $2.307M | 0.0% | $14.00 | -18.4% | COM | 89346D107 |
| KLAC | KLA-TENCOR CORP | 29,267 | $2.306M | 0.0% | $34.88 | +39.4% | COM | 482480100 |
| AME | AMETEK INC NEW | 45,703 | $2.295M | 0.0% | $41.69 | +15.3% | COM | 031100100 |
| ADSK | AUTODESK INC | 41,569 | $2.29M | 0.0% | $39.14 | +40.0% | COM | 052769106 |
| — | NIELSEN N V | 51,589 | $2.287M | 0.0% | $37.53 | — | COM | N63218106 |
| TAP | MOLSON COORS BREWING CO | 30,687 | $2.284M | 0.0% | $38.97 | +42.1% | CL B | 60871R209 |
| — | BARD C R INC | 15,857 | $2.263M | 0.0% | $111.35 | — | COM | 067383109 |
| — | BED BATH & BEYOND INC | 34,207 | $2.252M | 0.0% | $70.83 | — | COM | 075896100 |
| — | KANSAS CITY SOUTHERN | 18,514 | $2.244M | 0.0% | $106.30 | — | COM NEW | 485170302 |
| CLX | CLOROX CO DEL | 23,180 | $2.226M | 0.0% | $60.00 | +9.4% | COM | 189054109 |
| RRC | RANGE RES CORP | 32,776 | $2.223M | 0.0% | $76.72 | -0.6% | COM | 75281A109 |
| BWA | BORGWARNER INC | 41,885 | $2.204M | 0.0% | $34.47 | +34.4% | COM | 099724106 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 8,845 | $2.196M | 0.0% | $157.42 | +15.2% | COM | 018581108 |
| MUR | MURPHY OIL CORP | 38,400 | $2.185M | 0.0% | $35.25 | +14.9% | COM | 626717102 |
| KEY | KEYCORP NEW | 162,726 | $2.169M | 0.0% | $6.74 | +31.0% | COM | 493267108 |
| KSS | KOHLS CORP | 35,524 | $2.168M | 0.0% | $49.99 | +13.2% | COM | 500255104 |
| — | FMC TECHNOLOGIES INC | 39,867 | $2.165M | 0.0% | $56.15 | — | COM | 30249U101 |
| FAST | FASTENAL CO | 48,119 | $2.161M | 0.0% | $8.82 | -4.0% | COM | 311900104 |
| — | MONSTER BEVERAGE CORP | 23,345 | $2.14M | 0.0% | $63.73 | — | COM | 611740101 |
| AEE | AMEREN CORP | 55,177 | $2.115M | 0.0% | $23.80 | +15.5% | COM | 023608102 |
| — | ARES CAP CORP | 2,000,000 | $2.098M | 0.0% | $1.08 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | CIMAREX ENERGY CO | 16,574 | $2.097M | 0.0% | $141.89 | — | COM | 171798101 |
| — | ARES CAP CORP | 2,000,000 | $2.093M | 0.0% | $1.08 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| MAT | MATTEL INC | 68,085 | $2.087M | 0.0% | $42.96 | -17.7% | COM | 577081102 |
| NEM | NEWMONT MINING CORP | 90,355 | $2.083M | 0.0% | $25.04 | -20.6% | COM | 651639106 |
| AMG | AFFILIATED MANAGERS GROUP | 10,397 | $2.083M | 0.0% | $197.54 | 0.0% | COM | 008252108 |
| EA | ELECTRONIC ARTS INC | 58,423 | $2.08M | 0.0% | $21.92 | +61.7% | COM | 285512109 |
| AKAM | AKAMAI TECHNOLOGIES INC | 34,705 | $2.075M | 0.0% | $44.73 | +34.4% | COM | 00971T101 |
| — | LAM RESEARCH CORP | 27,748 | $2.073M | 0.0% | $45.59 | — | COM | 512807108 |
| ESS | ESSEX PPTY TR INC | 11,467 | $2.05M | 0.0% | $122.35 | +6.9% | COM | 297178105 |
| KMX | CARMAX INC | 44,055 | $2.046M | 0.0% | $46.38 | +10.4% | COM | 143130102 |
| WHR | WHIRLPOOL CORP | 14,044 | $2.046M | 0.0% | $123.95 | +19.2% | COM | 963320106 |
| SJM | SMUCKER J M CO | 20,658 | $2.045M | 0.0% | $71.14 | +3.2% | COM NEW | 832696405 |
| — | TUMI HLDGS INC | 100,000 | $2.035M | 0.0% | $20.35 | — | COM | 89969Q104 |
| DLTR | DOLLAR TREE INC | 36,211 | $2.03M | 0.0% | $49.10 | +12.3% | COM | 256746108 |
| — | TWITTER INC | 39,106 | $2.017M | 0.0% | $40.97 | — | COM | 90184L102 |
| TSN | TYSON FOODS INC | 51,044 | $2.01M | 0.0% | $21.59 | +37.2% | CL A | 902494103 |
| — | RED HAT INC | 35,777 | $2.009M | 0.0% | $49.01 | — | COM | 756577102 |
| — | EL PASO PIPELINE PARTNERS L | 50,000 | $2.008M | 0.0% | $40.16 | — | COM UNIT LPI | 283702108 |
| — | MERITAGE HOMES CORP | 2,000,000 | $2.004M | 0.0% | $1.08 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | CITRIX SYS INC | 28,083 | $2.003M | 0.0% | $60.82 | — | COM | 177376100 |
| — | XILINX INC | 47,268 | $2.002M | 0.0% | $39.99 | — | COM | 983919101 |
| CNP | CENTERPOINT ENERGY INC | 81,680 | $1.999M | 0.0% | $15.27 | +8.5% | COM | 15189T107 |
| — | COCA COLA ENTERPRISES INC NE | 44,775 | $1.986M | 0.0% | $35.35 | — | COM | 19122T109 |
| GAP | GAP INC DEL | 47,598 | $1.984M | 0.0% | $26.27 | +9.2% | COM | 364760108 |
| FLR | FLUOR CORP NEW | 29,695 | $1.983M | 0.0% | $55.01 | +19.3% | COM | 343412102 |
| NRG | NRG ENERGY INC | 64,193 | $1.957M | 0.0% | $20.87 | +16.3% | COM NEW | 629377508 |
| — | ALTERA CORP | 54,444 | $1.948M | 0.0% | $33.20 | — | COM | 021441100 |
| — | JUNIPER NETWORKS INC | 87,621 | $1.941M | 0.0% | $19.51 | — | COM | 48203R104 |
| — | CHESAPEAKE ENERGY CORP | 83,605 | $1.922M | 0.0% | $21.37 | — | COM | 165167107 |
| — | TIFFANY & CO NEW | 19,836 | $1.91M | 0.0% | $74.72 | — | COM | 886547108 |
| — | MULTIMEDIA GAMES HLDG CO INC | 52,800 | $1.901M | 0.0% | $36.00 | — | COM | 625453105 |
| EW | EDWARDS LIFESCIENCES CORP | 18,592 | $1.899M | 0.0% | $12.08 | +30.7% | COM | 28176E108 |
| — | ENSCO PLC | 45,748 | $1.89M | 0.0% | $55.41 | — | SHS CLASS A | G3157S106 |
| — | B2GOLD CORP | 2,000,000 | $1.881M | 0.0% | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | LINEAR TECHNOLOGY CORP | 42,330 | $1.879M | 0.0% | $37.27 | — | COM | 535678106 |
| DGX | QUEST DIAGNOSTICS INC | 30,779 | $1.868M | 0.0% | $46.32 | +5.9% | COM | 74834L100 |
| BBY | BEST BUY INC | 55,414 | $1.861M | 0.0% | $17.02 | +22.2% | COM | 086516101 |
| HP | HELMERICH & PAYNE INC | 18,994 | $1.859M | 0.0% | $65.07 | +63.3% | COM | 423452101 |
| — | WYNDHAM WORLDWIDE CORP | 22,880 | $1.859M | 0.0% | $59.00 | — | COM | 98310W108 |
| MKC | MCCORMICK & CO INC | 27,540 | $1.842M | 0.0% | $28.12 | -1.6% | COM NON VTG | 579780206 |
| — | L-3 COMMUNICATIONS HLDGS INC | 15,430 | $1.835M | 0.0% | $85.72 | — | COM | 502424104 |
| AES | AES CORP | 128,939 | $1.828M | 0.0% | $8.44 | +16.8% | COM | 00130H105 |
| NVDA | NVIDIA CORP | 98,884 | $1.824M | 0.0% | $0.44 | +1.2% | COM | 67066G104 |
| — | CAREFUSION CORP | 40,233 | $1.821M | 0.0% | $38.14 | — | COM | 14170T101 |
| KIM | KIMCO RLTY CORP | 81,808 | $1.792M | 0.0% | $12.70 | +4.7% | COM | 49446R109 |
| RL | RALPH LAUREN CORP | 10,845 | $1.786M | 0.0% | $137.92 | -4.4% | CL A | 751212101 |
| — | THE ADT CORPORATION | 50,317 | $1.784M | 0.0% | $38.31 | — | COM | 00101J106 |
| EFX | EQUIFAX INC | 23,755 | $1.775M | 0.0% | $55.07 | +23.8% | COM | 294429105 |
| CHRW | C H ROBINSON WORLDWIDE INC | 26,720 | $1.772M | 0.0% | $43.47 | +17.1% | COM NEW | 12541W209 |
| PVH | PVH CORP | 14,585 | $1.767M | 0.0% | $113.01 | +2.0% | COM | 693656100 |
| MAC | MACERICH CO | 27,682 | $1.767M | 0.0% | $61.50 | — | COM | 554382101 |
| — | COACH INC | 49,513 | $1.763M | 0.0% | $54.76 | — | COM | 189754104 |
| UHS | UNIVERSAL HLTH SVCS INC | 16,570 | $1.732M | 0.0% | $98.37 | +3.0% | CL B | 913903100 |
| BALL | BALL CORP | 27,235 | $1.723M | 0.0% | $19.77 | +43.6% | COM | 058498106 |
| UNM | UNUM GROUP | 50,049 | $1.721M | 0.0% | $28.86 | +21.8% | COM | 91529Y106 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 17,921 | $1.718M | 0.0% | $64.13 | +20.4% | COM | 459506101 |
| — | CA INC | 61,049 | $1.706M | 0.0% | $28.67 | — | COM | 12673P105 |
| — | MALLINCKRODT PUB LTD CO | 18,777 | $1.693M | 0.0% | $90.16 | — | SHS | G5785G107 |
| FFIV | F5 NETWORKS INC | 14,111 | $1.676M | 0.0% | $81.03 | +45.0% | COM | 315616102 |
| UAA | UNDER ARMOUR INC | 24,182 | $1.671M | 0.0% | $26.26 | +27.0% | CL A | 904311107 |
| PNW | PINNACLE WEST CAP CORP | 30,571 | $1.67M | 0.0% | $35.42 | +0.8% | COM | 723484101 |
| CBRE | CBRE GROUP INC | 55,840 | $1.661M | 0.0% | $25.08 | +25.3% | CL A | 12504L109 |
| — | LABORATORY CORP AMER HLDGS | 16,252 | $1.654M | 0.0% | $100.21 | — | COM NEW | 50540R409 |
| CMS | CMS ENERGY CORP | 55,613 | $1.649M | 0.0% | $19.18 | +10.6% | COM | 125896100 |
| CMA | COMERICA INC | 32,837 | $1.637M | 0.0% | $24.99 | +32.5% | COM | 200340107 |
| NWL | NEWELL RUBBERMAID INC | 47,402 | $1.631M | 0.0% | $16.80 | +27.7% | COM | 651229106 |
| MCHP | MICROCHIP TECHNOLOGY INC | 34,166 | $1.614M | 0.0% | $14.08 | +34.0% | COM | 595017104 |
| — | XL GROUP PLC | 48,129 | $1.596M | 0.0% | $30.53 | — | SHS | G98290102 |
| — | STAPLES INC | 131,676 | $1.593M | 0.0% | $15.28 | — | COM | 855030102 |
| HRB | BLOCK H & R INC | 50,804 | $1.575M | 0.0% | $18.56 | +15.9% | COM | 093671105 |
| — | COMPUTER SCIENCES CORP | 25,614 | $1.566M | 0.0% | $45.07 | — | COM | 205363104 |
| — | CONSOL ENERGY INC | 40,756 | $1.543M | 0.0% | $28.09 | — | COM | 20854P109 |
| JBL | JABIL CIRCUIT INC | 76,047 | $1.534M | 0.0% | $17.37 | +9.0% | COM | 466313103 |
| WU | WESTERN UN CO | 95,537 | $1.532M | 0.0% | $17.03 | — | COM | 959802109 |
| — | VARIAN MED SYS INC | 19,080 | $1.529M | 0.0% | $69.22 | — | COM | 92220P105 |
| — | LEUCADIA NATL CORP | 63,929 | $1.524M | 0.0% | $25.80 | — | COM | 527288104 |
| — | DISCOVERY COMMUNICATNS NEW | 40,303 | $1.523M | 0.0% | $72.82 | — | COM SER A | 25470F104 |
| HBAN | HUNTINGTON BANCSHARES INC | 155,810 | $1.516M | 0.0% | $4.79 | +31.2% | COM | 446150104 |
| — | AIRGAS INC | 13,521 | $1.496M | 0.0% | $97.14 | — | COM | 009363102 |
| MAS | MASCO CORP | 62,517 | $1.495M | 0.0% | $15.15 | +10.2% | COM | 574599106 |
| MHK | MOHAWK INDS INC | 11,077 | $1.493M | 0.0% | $136.65 | +0.6% | COM | 608190104 |
| CDNA | CAREDX INC | 212,591 | $1.488M | 0.0% | $9.62 | 0.0% | COM | 14167L103 |
| FMC | F M C CORP | 25,782 | $1.474M | 0.0% | $41.49 | +6.9% | COM NEW | 302491303 |
| — | SCANA CORP NEW | 29,683 | $1.473M | 0.0% | $49.32 | — | COM | 80589M102 |
| — | WINDSTREAM HLDGS INC | 136,441 | $1.471M | 0.0% | $8.36 | — | COM | 97382A101 |
| — | TIM PARTICIPACOES S A | 56,100 | $1.47M | 0.0% | $26.24 | — | SPONSORED ADR | 88706P205 |
| VMC | VULCAN MATLS CO | 24,227 | $1.459M | 0.0% | $48.97 | +17.5% | COM | 929160109 |
| EXPD | EXPEDITORS INTL WASH INC | 35,439 | $1.438M | 0.0% | $36.75 | 0.0% | COM | 302130109 |
| — | DISCOVERY COMMUNICATNS NEW | 38,519 | $1.436M | 0.0% | $37.28 | — | COM SER C | 25470F302 |
| — | SCRIPPS NETWORKS INTERACT IN | 18,127 | $1.416M | 0.0% | $70.44 | — | CL A COM | 811065101 |
| PWR | QUANTA SVCS INC | 38,821 | $1.409M | 0.0% | $27.83 | +25.4% | COM | 74762E102 |
| TDC | TERADATA CORP DEL | 33,188 | $1.391M | 0.0% | $51.48 | -16.4% | COM | 88076W103 |
| — | E TRADE FINANCIAL CORP | 60,795 | $1.373M | 0.0% | $14.41 | — | COM NEW | 269246401 |
| — | PLUM CREEK TIMBER CO INC | 35,177 | $1.372M | 0.0% | $45.58 | — | COM | 729251108 |
| — | GANNETT INC | 46,237 | $1.372M | 0.0% | $25.47 | — | COM | 364730101 |
| — | JACOBS ENGR GROUP INC DEL | 27,970 | $1.365M | 0.0% | $53.60 | — | COM | 469814107 |
| CPB | CAMPBELL SOUP CO | 31,719 | $1.355M | 0.0% | $30.86 | -0.2% | COM | 134429109 |
| — | HARRIS CORP DEL | 20,279 | $1.347M | 0.0% | $51.03 | — | COM | 413875105 |
| RHI | ROBERT HALF INTL INC | 27,178 | $1.332M | 0.0% | $37.01 | +33.9% | COM | 770323103 |
| HRL | HORMEL FOODS CORP | 25,845 | $1.328M | 0.0% | $15.75 | +18.8% | COM | 440452100 |
| — | FAMILY DLR STORES INC | 16,949 | $1.309M | 0.0% | $62.71 | — | COM | 307000109 |
| MTD | METTLER TOLEDO INTERNATIONAL | 5,090 | $1.304M | 0.0% | $242.04 | +8.4% | COM | 592688105 |
| — | FRONTIER COMMUNICATIONS CORP | 199,378 | $1.298M | 0.0% | $4.49 | — | COM | 35906A108 |
| CINF | CINCINNATI FINL CORP | 27,440 | $1.291M | 0.0% | $33.11 | +4.2% | COM | 172062101 |
| NAVI | NAVIENT CORP | 72,920 | $1.291M | 0.0% | $16.63 | +5.8% | COM | 63938C108 |
| TSCO | TRACTOR SUPPLY CO | 20,956 | $1.289M | 0.0% | $11.95 | -11.3% | COM | 892356106 |
| — | INTERPUBLIC GROUP COS INC | 70,252 | $1.287M | 0.0% | $9.19 | +40.4% | COM | 460690100 |
| — | TESORO CORP | 20,938 | $1.277M | 0.0% | $52.32 | — | COM | 881609101 |
| — | SAFEWAY INC | 36,984 | $1.269M | 0.0% | $23.66 | — | COM NEW | 786514208 |
| MLM | MARTIN MARIETTA MATLS INC | 9,810 | $1.265M | 0.0% | $117.60 | 0.0% | COM | 573284106 |
| — | ICONIX BRAND GROUP INC | 1,000,000 | $1.265M | 0.0% | $1.30 | — | NOTE 2.500% 6/0 | 451055AE7 |
| SEE | SEALED AIR CORP NEW | 36,066 | $1.258M | 0.0% | $19.90 | +44.2% | COM | 81211K100 |
| XYL | XYLEM INC | 35,394 | $1.256M | 0.0% | $24.86 | +29.3% | COM | 98419M100 |
| — | NOBLE CORP PLC | 55,793 | $1.24M | 0.0% | $33.62 | — | SHS USD | G65431101 |
| SNA | SNAP ON INC | 10,218 | $1.237M | 0.0% | $69.11 | +37.4% | COM | 833034101 |
| — | PETSMART INC | 17,586 | $1.233M | 0.0% | $66.53 | — | COM | 716768106 |
| CTAS | CINTAS CORP | 17,420 | $1.23M | 0.0% | $10.02 | +41.8% | COM | 172908105 |
| DHI | D R HORTON INC | 59,775 | $1.227M | 0.0% | $19.98 | -2.7% | COM | 23331A109 |
| — | TORCHMARK CORP | 23,349 | $1.223M | 0.0% | $60.27 | — | COM | 891027104 |
| — | AGL RES INC | 23,744 | $1.219M | 0.0% | $43.82 | — | COM | 001204106 |
| — | MEADWESTVACO CORP | 29,758 | $1.218M | 0.0% | $34.61 | — | COM | 583334107 |
| PHM | PULTE GROUP INC | 68,941 | $1.217M | 0.0% | $17.46 | -6.7% | COM | 745867101 |
| — | CABLEVISION SYS CORP | 69,032 | $1.209M | 0.0% | $17.19 | — | CL A NY CABLVS | 12686C109 |
| — | HARMAN INTL INDS INC | 12,245 | $1.2M | 0.0% | $58.59 | — | COM | 413086109 |
| R | RYDER SYS INC | 13,074 | $1.176M | 0.0% | $61.14 | +46.7% | COM | 783549108 |
| — | DENTSPLY INTL INC NEW | 25,136 | $1.146M | 0.0% | $41.33 | — | COM | 249030107 |
| — | SPANSION INC | 50,000 | $1.14M | 0.0% | $22.80 | — | COM CL A NEW | 84649R200 |
| — | PEOPLES UNITED FINANCIAL INC | 78,389 | $1.134M | 0.0% | $14.85 | — | COM | 712704105 |
| DRI | DARDEN RESTAURANTS INC | 21,656 | $1.114M | 0.0% | $31.32 | -3.3% | COM | 237194105 |
| — | JOY GLOBAL INC | 20,068 | $1.095M | 0.0% | $49.63 | — | COM | 481165108 |
| — | NABORS INDUSTRIES LTD | 47,301 | $1.077M | 0.0% | $16.13 | — | SHS | G6359F103 |
| — | TOTAL SYS SVCS INC | 34,664 | $1.073M | 0.0% | $26.23 | — | COM | 891906109 |
| — | IRON MTN INC | 32,847 | $1.072M | 0.0% | $27.48 | — | COM | 462846106 |
| GRMN | GARMIN LTD | 20,410 | $1.061M | 0.0% | $24.14 | +63.2% | SHS | H2906T109 |
| — | COMPUWARE CORP | 100,000 | $1.061M | 0.0% | $10.61 | — | COM | 205638109 |
| — | NEWFIELD EXPL CO | 28,580 | $1.059M | 0.0% | $24.34 | — | COM | 651290108 |
| HAS | HASBRO INC | 19,240 | $1.058M | 0.0% | $30.76 | +18.1% | COM | 418056107 |
| — | JPMORGAN CHASE & CO | 52,400 | $1.054M | 0.0% | $15.59 | — | *W EXP 10/28/201 | 46634E114 |
| — | ARES CAP CORP | 1,000,000 | $1.048M | 0.0% | $1.08 | — | NOTE 4.875 3/15 | 04010LAG8 |
| GNW | GENWORTH FINL INC | 78,100 | $1.023M | 0.0% | $10.41 | +38.9% | COM CL A | 37247D106 |
| ZION | ZIONS BANCORPORATION | 35,028 | $1.018M | 0.0% | $26.53 | +9.4% | COM | 989701107 |
| — | CHIMERIX INC | 36,813 | $1.017M | 0.0% | $27.63 | — | COM | 16934W106 |
| — | CHESAPEAKE ENERGY CORP | 1,000,000 | $1.013M | 0.0% | $0.95 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | FLIR SYS INC | 32,190 | $1.009M | 0.0% | $28.34 | — | COM | 302445101 |
| — | QIAGEN NV | 44,186 | $1.006M | 0.0% | $19.63 | — | REG SHS | N72482107 |
| GME | GAMESTOP CORP NEW | 24,373 | $1.004M | 0.0% | $6.47 | +20.9% | CL A | 36467W109 |
| NDAQ | NASDAQ OMX GROUP INC | 23,088 | $979K | 0.0% | $8.87 | +31.7% | COM | 631103108 |
| THC | TENET HEALTHCARE CORP | 16,077 | $955K | 0.0% | $44.77 | +24.6% | COM NEW | 88033G407 |
| — | HUDSON CITY BANCORP | 97,096 | $944K | 0.0% | $9.27 | — | COM | 443683107 |
| RVTY | PERKINELMER INC | 21,485 | $937K | 0.0% | $33.01 | +32.7% | COM | 714046109 |
| — | DENBURY RES INC | 61,911 | $931K | 0.0% | $17.17 | — | COM NEW | 247916208 |
| — | OWENS ILL INC | 35,681 | $929K | 0.0% | $27.37 | — | COM NEW | 690768403 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 24,912 | $924K | 0.0% | $29.99 | +33.1% | COM | 01741R102 |
| REGN | REGENERON PHARMACEUTICALS | 2,447 | $882K | 0.0% | $294.48 | +13.2% | COM | 75886F107 |
| PBI | PITNEY BOWES INC | 35,260 | $881K | 0.0% | $15.45 | +73.1% | COM | 724479100 |
| — | QEP RES INC | 28,524 | $878K | 0.0% | $34.48 | — | COM | 74733V100 |
| FSLR | FIRST SOLAR INC | 13,187 | $868K | 0.0% | $44.10 | +53.5% | COM | 336433107 |
| AVY | AVERY DENNISON CORP | 19,342 | $864K | 0.0% | $34.36 | +13.7% | COM | 053611109 |
| — | LEGG MASON INC | 16,864 | $863K | 0.0% | $31.01 | — | COM | 524901105 |
| — | NIMBLE STORAGE INC | 33,041 | $858K | 0.0% | $28.34 | — | COM | 65440R101 |
| — | APARTMENT INVT & MGMT CO | 26,692 | $849K | 0.0% | $30.22 | — | CL A | 03748R101 |
| AIZ | ASSURANT INC | 13,048 | $839K | 0.0% | $37.94 | +37.8% | COM | 04621X108 |
| — | TRAVELPORT WORLDWIDE LTD | 50,000 | $823K | 0.0% | $16.46 | — | SHS | G9019D104 |
| — | CARA THERAPEUTICS INC | 95,113 | $798K | 0.0% | $8.39 | — | COM | 140755109 |
| — | TECO ENERGY INC | 45,674 | $794K | 0.0% | $17.16 | — | COM | 872375100 |
| BTE | BAYTEX ENERGY CORP | 20,519 | $778K | 0.0% | $34.37 | +9.1% | COM | 07317Q105 |
| — | HOVNANIAN ENTERPRISES INC | 210,000 | $771K | 0.0% | $3.67 | — | CL A | 442487203 |
| LEG | LEGGETT & PLATT INC | 21,944 | $766K | 0.0% | $32.56 | +5.3% | COM | 524660107 |
| FOSL | FOSSIL GROUP INC | 8,049 | $756K | 0.0% | $101.62 | -0.9% | COM | 34988V106 |
| URBN | URBAN OUTFITTERS INC | 18,639 | $684K | 0.0% | $41.26 | -10.9% | COM | 917047102 |
| — | BEMIS INC | 17,878 | $680K | 0.0% | $39.07 | — | COM | 081437105 |
| — | PROGRESSIVE WASTE SOLUTIONS | 26,101 | $673K | 0.0% | $25.72 | — | COM | 74339G101 |
| — | DUN & BRADSTREET CORP DEL NE | 5,525 | $649K | 0.0% | $97.42 | — | COM | 26483E100 |
| TMUS | T-MOBILE US INC | 21,380 | $617K | 0.0% | $30.63 | -2.9% | COM | 872590104 |
| SM | SM ENERGY CO | 7,250 | $566K | 0.0% | $70.39 | +3.0% | COM | 78454L100 |
| — | DIAMOND OFFSHORE DRILLING IN | 15,837 | $543K | 0.0% | $34.29 | — | COM | 25271C102 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 9,835 | $539K | 0.0% | $33.03 | +25.9% | COM | 203668108 |
| — | MEDICINES CO | 500,000 | $533K | 0.0% | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | UNIT CORP | 8,995 | $528K | 0.0% | $46.69 | — | COM | 909218109 |
| — | PATTERSON COMPANIES INC | 12,462 | $516K | 0.0% | $37.59 | — | COM | 703395103 |
| PPC | PILGRIMS PRIDE CORP NEW | 16,764 | $512K | 0.0% | $23.75 | +27.1% | COM | 72147K108 |
| — | AMSURG CORP | 10,162 | $509K | 0.0% | $46.94 | — | COM | 03232P405 |
| AN | AUTONATION INC | 9,985 | $502K | 0.0% | $46.07 | +18.9% | COM | 05329W102 |
| POR | PORTLAND GEN ELEC CO | 15,542 | $499K | 0.0% | $20.73 | +5.8% | COM NEW | 736508847 |
| AMKR | AMKOR TECHNOLOGY INC | 55,826 | $469K | 0.0% | $8.72 | +5.6% | COM | 031652100 |
| CRM | SALESFORCE COM INC | 7,641 | $440K | 0.0% | $55.64 | 0.0% | COM | 79466L302 |
| — | CASH AMER INTL INC | 9,853 | $432K | 0.0% | $43.12 | — | COM | 14754D100 |
| — | PERFORMANCE SPORTS GROUP LTD | 25,500 | $415K | 0.0% | $16.27 | — | COM | 71377G100 |
| — | SANDERSON FARMS INC | 4,419 | $389K | 0.0% | $65.77 | — | COM | 800013104 |
| WERN | WERNER ENTERPRISES INC | 15,378 | $388K | 0.0% | $24.48 | +3.3% | COM | 950755108 |
| — | RACKSPACE HOSTING INC | 11,808 | $384K | 0.0% | $32.52 | — | COM | 750086100 |
| — | SUNTRUST BKS INC | 40,000 | $380K | 0.0% | $7.72 | — | WAR EXP 12/31/2018 | 867914129 |
| — | VECTREN CORP | 9,415 | $376K | 0.0% | $41.26 | — | COM | 92240G101 |
| JBHT | HUNT J B TRANS SVCS INC | 5,049 | $374K | 0.0% | $67.91 | +0.2% | COM | 445658107 |
| VET | VERMILION ENERGY INC | 6,122 | $373K | 0.0% | $56.65 | +12.9% | COM | 923725105 |
| — | COOPER TIRE & RUBR CO | 12,862 | $369K | 0.0% | $30.80 | — | COM | 216831107 |
| — | REPUBLIC AWYS HLDGS INC | 32,463 | $361K | 0.0% | $11.12 | — | COM | 760276105 |
| — | CYS INVTS INC | 43,558 | $359K | 0.0% | $9.01 | — | COM | 12673A108 |
| — | MAGELLAN HEALTH INC | 6,455 | $353K | 0.0% | $56.08 | — | COM NEW | 559079207 |
| — | HEALTHSOUTH CORP | 9,345 | $345K | 0.0% | $29.62 | — | COM NEW | 421924309 |
| — | LIFEPOINT HOSPITALS INC | 4,974 | $344K | 0.0% | $48.85 | — | COM | 53219L109 |
| — | PENGROWTH ENERGY CORP | 65,164 | $342K | 0.0% | $5.24 | — | COM | 70706P104 |
| — | PENN VA CORP | 26,843 | $341K | 0.0% | $8.61 | — | COM | 707882106 |
| OLN | OLIN CORP | 13,237 | $334K | 0.0% | $19.43 | -2.3% | COM PAR $1 | 680665205 |
| UTHR | UNITED THERAPEUTICS CORP DEL | 2,592 | $333K | 0.0% | $103.09 | 0.0% | COM | 91307C102 |
| LOGI | LOGITECH INTL S A | 25,672 | $330K | 0.0% | $5.35 | +100.3% | SHS | H50430232 |
| UPBD | RENT A CTR INC NEW | 10,792 | $328K | 0.0% | $26.89 | 0.0% | COM | 76009N100 |
| — | PHH CORP | 14,390 | $322K | 0.0% | $22.18 | — | COM NEW | 693320202 |
| TXNM | PNM RES INC | 12,890 | $321K | 0.0% | $24.29 | +9.2% | COM | 69349H107 |
| KMI | KINDER MORGAN INC DEL | 8,022 | $308K | 0.0% | $20.66 | +3.7% | COM | 49456B101 |
| — | STONE ENERGY CORP | 9,787 | $307K | 0.0% | $22.02 | — | COM | 861642106 |
| PTEN | PATTERSON UTI ENERGY INC | 9,330 | $304K | 0.0% | $22.23 | +52.8% | COM | 703481101 |
| — | TIVO INC | 23,581 | $302K | 0.0% | $12.89 | — | COM | 888706108 |
| — | HAWAIIAN HOLDINGS INC | 22,219 | $299K | 0.0% | $7.64 | — | COM | 419879101 |
| MYGN | MYRIAD GENETICS INC | 7,583 | $292K | 0.0% | $37.21 | +0.3% | COM | 62855J104 |
| CHD | CHURCH & DWIGHT INC | 4,153 | $291K | 0.0% | $26.18 | +11.6% | COM | 171340102 |
| — | AMERICAN RAILCAR INDS INC | 3,934 | $291K | 0.0% | $38.45 | — | COM | 02916P103 |
| — | FEDERAL REALTY INVT TR | 2,399 | $284K | 0.0% | $114.63 | — | SH BEN INT NEW | 313747206 |
| CACI | CACI INTL INC | 3,985 | $284K | 0.0% | $70.98 | -0.6% | CL A | 127190304 |
| — | SUPERIOR ENERGY SVCS INC | 8,517 | $280K | 0.0% | $25.96 | — | COM | 868157108 |
| IRDM | IRIDIUM COMMUNICATIONS INC | 29,945 | $265K | 0.0% | $8.01 | +8.2% | COM | 46269C102 |
| — | PIONEER ENERGY SVCS CORP | 18,771 | $263K | 0.0% | $16.11 | — | COM | 723664108 |
| — | TECH DATA CORP | 4,462 | $263K | 0.0% | $62.53 | — | COM | 878237106 |
| — | KINDER MORGAN INC DEL | 71,749 | $261K | 0.0% | $5.12 | — | *W EXP 05/25/201 | 49456B119 |
| — | OUTERWALL INC | 4,660 | $261K | 0.0% | $49.99 | — | COM | 690070107 |
| HSIC | SCHEIN HENRY INC | 2,227 | $259K | 0.0% | $39.64 | +16.9% | COM | 806407102 |
| — | PHARMERICA CORP | 10,506 | $257K | 0.0% | $28.60 | — | COM | 71714F104 |
| SLRC | SOLAR CAP LTD | 13,207 | $247K | 0.0% | $6.99 | 0.0% | COM | 83413U100 |
| — | GREAT PLAINS ENERGY INC | 10,130 | $245K | 0.0% | $23.21 | — | COM | 391164100 |
| — | LEXMARK INTL NEW | 5,694 | $242K | 0.0% | $48.19 | — | CL A | 529771107 |
| — | SL GREEN RLTY CORP | 2,369 | $240K | 0.0% | $92.41 | — | COM | 78440X101 |
| — | K12 INC | 15,010 | $240K | 0.0% | $24.05 | — | COM | 48273U102 |
| VMI | VALMONT INDS INC | 1,745 | $235K | 0.0% | $153.91 | -6.7% | COM | 920253101 |
| — | SWIFT ENERGY CO | 24,365 | $234K | 0.0% | $9.60 | — | COM | 870738101 |
| IAG | IAMGOLD CORP | 84,163 | $233K | 0.0% | $4.30 | -14.3% | COM | 450913108 |
| — | NEW YORK CMNTY BANCORP INC | 14,537 | $231K | 0.0% | $14.52 | — | COM | 649445103 |
| — | PDL BIOPHARMA INC | 30,933 | $231K | 0.0% | $7.85 | — | COM | 69329Y104 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 6,824 | $225K | 0.0% | $32.97 | — | COM NEW | 049164205 |
| IDCC | INTERDIGITAL INC | 5,660 | $225K | 0.0% | $39.10 | +12.5% | COMMON USD 0.01 | 45867G101 |
| — | WHITING PETE CORP NEW | 2,842 | $220K | 0.0% | $77.41 | — | COM | 966387102 |
| — | DST SYS INC DEL | 2,570 | $216K | 0.0% | $92.22 | — | COM | 233326107 |
| — | SUNTRUST BKS INC | 50,000 | $216K | 0.0% | $3.22 | — | WAR EXP 11/14/2018 | 867914111 |
| — | ROVI CORP | 10,840 | $214K | 0.0% | $23.99 | — | COM | 779376102 |
| — | WESTERN ASSET MTG CAP CORP | 14,210 | $210K | 0.0% | $14.14 | — | COM | 95790D105 |
| — | NUTRI SYS INC NEW | 13,605 | $209K | 0.0% | $15.36 | — | COM | 67069D108 |
| — | HALCON RES CORP | 52,215 | $207K | 0.0% | $5.43 | — | COM NEW | 40537Q209 |
| — | KINDRED HEALTHCARE INC | 10,594 | $206K | 0.0% | $14.88 | — | COM | 494580103 |
| — | ANACOR PHARMACEUTICALS INC | 8,426 | $206K | 0.0% | $24.45 | — | COM | 032420101 |
| VSH | VISHAY INTERTECHNOLOGY INC | 14,286 | $204K | 0.0% | $11.87 | +3.8% | COM | 928298108 |
| — | HEALTH NET INC | 4,387 | $202K | 0.0% | $41.54 | — | COM | 42222G108 |
| — | CELESTICA INC | 19,841 | $202K | 0.0% | $10.18 | — | SUB VTG SHS | 15101Q108 |
| MATX | MATSON INC | 8,066 | $202K | 0.0% | $22.11 | 0.0% | COM | 57686G105 |
| — | ROSETTA RESOURCES INC | 4,500 | $201K | 0.0% | $44.67 | — | COM | 777779307 |
| — | CALLON PETE CO DEL | 22,314 | $197K | 0.0% | $8.83 | — | COM | 13123X102 |
| — | DONNELLEY R R & SONS CO | 11,559 | $190K | 0.0% | $14.03 | — | COM | 257867101 |
| UVE | UNIVERSAL INS HLDGS INC | 14,419 | $186K | 0.0% | $13.15 | -0.7% | COM | 91359V107 |
| KLIC | KULICKE & SOFFA INDS INC | 13,026 | $185K | 0.0% | $10.23 | +22.2% | COM | 501242101 |
| WTI | W & T OFFSHORE INC | 16,681 | $183K | 0.0% | $16.50 | -15.0% | COM | 92922P106 |
| PENN | PENN NATL GAMING INC | 15,782 | $177K | 0.0% | $11.28 | 0.0% | COM | 707569109 |
| — | ASHFORD HOSPITALITY TR INC | 16,213 | $166K | 0.0% | $11.53 | — | COM SHS | 044103109 |
| JBLU | JETBLUE AIRWAYS CORP | 14,815 | $157K | 0.0% | $7.33 | +55.7% | COM | 477143101 |
| — | BROCADE COMMUNICATIONS SYS I | 14,099 | $153K | 0.0% | $5.76 | — | COM NEW | 111621306 |
| — | RF MICRODEVICES INC | 12,942 | $149K | 0.0% | $11.51 | — | COM | 749941100 |
| — | POLYCOM INC | 11,083 | $136K | 0.0% | $10.51 | — | COM | 73172K104 |
| — | SANDRIDGE ENERGY INC | 31,116 | $133K | 0.0% | $5.92 | — | COM | 80007P307 |
| — | AFFYMETRIX INC | 11,833 | $94,000 | 0.0% | $7.94 | — | COM | 00826T108 |
| — | CTC MEDIA INC | 13,722 | $91,000 | 0.0% | $6.63 | — | COM | 12642X106 |
| — | MONSTER WORLDWIDE INC | 11,275 | $62,000 | 0.0% | $6.56 | — | COM | 611742107 |
| — | HERCULES OFFSHORE INC | 22,743 | $50,000 | 0.0% | $2.20 | — | COM | 427093109 |
| AMD | ADVANCED MICRO DEVICES INC | 12,731 | $43,000 | 0.0% | $3.72 | +8.8% | COM | 007903107 |
| — | ALLIED NEVADA GOLD CORP | 11,727 | $39,000 | 0.0% | $3.33 | — | COM | 019344100 |
| — | SIRIUS XM HLDGS INC | 10,730 | $37,000 | 0.0% | $3.45 | — | COM | 82968B103 |
| — | CHIMERA INVT CORP | 10,535 | $32,000 | 0.0% | $3.05 | — | COM | 16934Q109 |
| — | ARCH COAL INC | 11,596 | $25,000 | 0.0% | $4.46 | — | COM | 039380100 |
| — | COMMUNITY HEALTH SYS INC NEW | 13,302 | $0 | 0.0% | $0.08 | — | RIGHT 01/27/2016 | 203668116 |