CIK: 0000937567 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 12, 2015
Total Value ($000): $13,654,941 (98.6% shares, 1.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| MAC | MACERICH CO | 17,168,527 | $1,447,821 | 10.6% | $83.37 | — | COM | 554382101 |
| EEM | ISHARES TR | 17,410,917 | $698,700 | 5.1% | $42.25 | — | MSCI EMG MKT ETF | 464287234 |
| — | INC RESH HLDGS INC | 14,846,912 | $485,939 | 3.6% | $25.69 | — | CL A | 45329R109 |
| JD | JD COM INC | 16,191,165 | $475,696 | 3.5% | $28.51 | — | SPON ADR CL A | 47215P106 |
| BAC | BANK AMER CORP | 20,926,817 | $322,064 | 2.4% | $13.18 | -3.2% | COM | 060505104 |
| AAPL | APPLE INC | 2,573,690 | $320,244 | 2.3% | $24.28 | +10.5% | COM | 037833100 |
| MSFT | MICROSOFT CORP | 7,364,311 | $299,396 | 2.2% | $31.63 | +17.7% | COM | 594918104 |
| GS | GOLDMAN SACHS GROUP INC | 1,171,134 | $220,138 | 1.6% | $148.27 | +1.0% | COM | 38141G104 |
| — | AIRCASTLE LTD | 7,887,029 | $177,143 | 1.3% | $16.26 | — | COM | G0129K104 |
| DIS | DISNEY WALT CO | 1,651,638 | $173,240 | 1.3% | $56.11 | +63.7% | COM DISNEY | 254687106 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,282,996 | $172,358 | 1.3% | $79.76 | +56.4% | COM | 883556102 |
| — | ACE LTD | 1,477,098 | $164,682 | 1.2% | $89.48 | — | SHS | H0023R105 |
| — | CONSTELLIUM NV | 7,761,770 | $157,719 | 1.2% | $22.62 | — | CL A | N22035104 |
| XPO | XPO LOGISTICS INC | 3,261,578 | $148,304 | 1.1% | $12.13 | +19.5% | COM | 983793100 |
| MET | METLIFE INC | 2,927,689 | $147,995 | 1.1% | $26.88 | +16.1% | COM | 59156R108 |
| COF | CAPITAL ONE FINL CORP | 1,750,206 | $137,951 | 1.0% | $48.17 | +34.0% | COM | 14040H105 |
| — | NOBLE ENERGY INC | 2,620,474 | $128,141 | 0.9% | $59.00 | — | COM | 655044105 |
| — | TWENTY FIRST CENTY FOX INC | 3,785,560 | $128,103 | 0.9% | $33.51 | — | CL A | 90130A101 |
| WDC | WESTERN DIGITAL CORP | 1,378,754 | $125,480 | 0.9% | $39.55 | +65.5% | COM | 958102105 |
| — | BUNGE LIMITED | 1,485,000 | $122,305 | 0.9% | $76.49 | — | COM | G16962105 |
| GIS | GENERAL MLS INC | 2,022,636 | $114,481 | 0.8% | $32.18 | +13.8% | COM | 370334104 |
| — | SPRINT CORP | 23,461,295 | $111,207 | 0.8% | $5.93 | — | COM SER 1 | 85207U105 |
| EOG | EOG RES INC | 1,199,249 | $109,959 | 0.8% | $72.55 | -8.7% | COM | 26875P101 |
| AMZN | AMAZON COM INC | 288,855 | $107,483 | 0.8% | $15.25 | +15.3% | COM | 023135106 |
| DVN | DEVON ENERGY CORP NEW | 1,773,145 | $106,938 | 0.8% | $47.14 | -11.8% | COM | 25179M103 |
| WFC | WELLS FARGO & CO NEW | 1,947,359 | $105,936 | 0.8% | $28.81 | +38.3% | COM | 949746101 |
| C | CITIGROUP INC | 1,988,722 | $102,459 | 0.8% | $37.45 | +1.3% | COM NEW | 172967424 |
| — | PRECISION CASTPARTS CORP | 480,315 | $100,866 | 0.7% | $223.49 | — | COM | 740189105 |
| UBS | UBS GROUP AG | 5,315,721 | $100,262 | 0.7% | $17.25 | +0.9% | SHS | H42097107 |
| — | DOW CHEM CO | 2,058,599 | $98,772 | 0.7% | $33.38 | — | COM | 260543103 |
| BK | BANK NEW YORK MELLON CORP | 2,346,062 | $94,406 | 0.7% | $21.95 | +35.5% | COM | 064058100 |
| — | SUNTRUST BKS INC | 2,275,545 | $93,502 | 0.7% | $31.57 | — | COM | 867914103 |
| JPM | JPMORGAN CHASE & CO | 1,532,741 | $92,853 | 0.7% | $38.28 | +15.7% | COM | 46625H100 |
| MDT | MEDTRONIC PLC | 1,142,710 | $89,120 | 0.7% | $58.10 | 0.0% | SHS | G5960L103 |
| — | SOUTHWESTERN ENERGY CO | 3,796,796 | $88,048 | 0.6% | $27.33 | — | COM | 845467109 |
| CMCSA | COMCAST CORP NEW | 1,556,034 | $87,869 | 0.6% | $18.22 | +23.0% | CL A | 20030N101 |
| — | VIACOM INC NEW | 1,285,656 | $87,810 | 0.6% | $68.03 | — | CL B | 92553P201 |
| PFE | PFIZER INC | 2,432,139 | $84,614 | 0.6% | $16.84 | +19.4% | COM | 717081103 |
| BB | BLACKBERRY LTD | 9,156,350 | $81,623 | 0.6% | $10.20 | -0.4% | COM | 09228F103 |
| — | STERICYCLE INC | 561,374 | $78,834 | 0.6% | $115.26 | — | COM | 858912108 |
| — | ENCANA CORP | 6,998,088 | $78,131 | 0.6% | $14.18 | — | COM | 292505104 |
| PG | PROCTER & GAMBLE CO | 946,932 | $77,592 | 0.6% | $56.48 | +12.6% | COM | 742718109 |
| AIG | AMERICAN INTL GROUP INC | 1,409,802 | $77,243 | 0.6% | $38.32 | +7.5% | COM NEW | 026874784 |
| DHR | DANAHER CORP DEL | 906,153 | $76,932 | 0.6% | $27.85 | +25.2% | COM | 235851102 |
| UNP | UNION PAC CORP | 698,418 | $75,646 | 0.6% | $85.11 | +7.9% | COM | 907818108 |
| GT | GOODYEAR TIRE & RUBR CO | 2,672,679 | $72,376 | 0.5% | $17.48 | +49.5% | COM | 382550101 |
| DB | DEUTSCHE BANK AG | 2,019,561 | $70,191 | 0.5% | $28.94 | -18.7% | NAMEN AKT | D18190898 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 1,155,000 | $65,939 | 0.5% | $44.18 | +16.0% | COM | 33616C100 |
| — | PANDORA MEDIA INC | 4,000,000 | $64,840 | 0.5% | $16.21 | — | COM | 698354107 |
| XLK | SELECT SECTOR SPDR TR | 1,550,000 | $64,232 | 0.5% | $41.44 | — | TECHNOLOGY | 81369Y803 |
| SU | SUNCOR ENERGY INC NEW | 2,065,380 | $60,355 | 0.4% | $21.26 | -4.8% | COM | 867224107 |
| CNQ | CANADIAN NAT RES LTD | 1,938,414 | $59,430 | 0.4% | $9.45 | -4.1% | COM | 136385101 |
| MGA | MAGNA INTL INC | 1,075,135 | $57,547 | 0.4% | $36.06 | +4.6% | COM | 559222401 |
| CCL | CARNIVAL CORP | 1,147,992 | $54,920 | 0.4% | $30.91 | +24.6% | PAIRED CTF | 143658300 |
| XOM | EXXON MOBIL CORP | 634,810 | $53,959 | 0.4% | $54.32 | +2.3% | COM | 30231G102 |
| — | PRICELINE GRP INC | 46,193 | $53,776 | 0.4% | $1158.58 | — | COM NEW | 741503403 |
| — | CHESAPEAKE ENERGY CORP | 52,500,000 | $50,564 | 0.4% | $0.97 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| — | GOOGLE INC | 89,350 | $49,562 | 0.4% | $854.68 | — | CL A | 38259P508 |
| CSX | CSX CORP | 1,386,582 | $45,924 | 0.3% | $6.66 | +45.6% | COM | 126408103 |
| — | TIME WARNER CABLE INC | 301,654 | $45,212 | 0.3% | $117.29 | — | COM | 88732J207 |
| — | CANADIAN PAC RY LTD | 244,638 | $44,794 | 0.3% | $183.65 | — | COM | 13645T100 |
| JNJ | JOHNSON & JOHNSON | 444,539 | $44,721 | 0.3% | $61.48 | +22.2% | COM | 478160104 |
| AMGN | AMGEN INC | 278,480 | $44,515 | 0.3% | $98.76 | +16.5% | COM | 031162100 |
| — | GOOGLE INC | 80,047 | $43,866 | 0.3% | $569.66 | — | CL C | 38259P706 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 285,310 | $41,176 | 0.3% | $112.88 | +30.3% | CL B NEW | 084670702 |
| HD | HOME DEPOT INC | 355,585 | $40,398 | 0.3% | $61.24 | +39.3% | COM | 437076102 |
| RF | REGIONS FINL CORP NEW | 4,267,291 | $40,326 | 0.3% | $5.90 | +9.6% | COM | 7591EP100 |
| — | GENERAL ELECTRIC CO | 1,604,763 | $39,814 | 0.3% | $25.65 | — | COM | 369604103 |
| NEE | NEXTERA ENERGY INC | 376,854 | $39,212 | 0.3% | $14.85 | +33.8% | COM | 65339F101 |
| — | MCGRAW HILL FINL INC | 355,552 | $36,764 | 0.3% | $60.34 | — | COM | 580645109 |
| — | CEMPRA INC | 1,016,382 | $34,872 | 0.3% | $10.67 | — | COM | 15130J109 |
| PNR | PENTAIR PLC | 552,661 | $34,757 | 0.3% | $41.45 | -12.7% | SHS | G7S00T104 |
| AXP | AMERICAN EXPRESS CO | 444,038 | $34,688 | 0.3% | $67.94 | +4.5% | COM | 025816109 |
| — | BONANZA CREEK ENERGY INC | 1,346,153 | $33,196 | 0.2% | $24.66 | — | COM | 097793103 |
| KO | COCA COLA CO | 782,100 | $31,714 | 0.2% | $28.18 | +5.1% | COM | 191216100 |
| TSLA | TESLA MTRS INC | 160,000 | $30,203 | 0.2% | $13.76 | -1.9% | COM | 88160R101 |
| PEP | PEPSICO INC | 310,851 | $29,724 | 0.2% | $59.07 | +18.0% | COM | 713448108 |
| MRK | MERCK & CO INC NEW | 484,789 | $27,866 | 0.2% | $31.61 | +27.5% | COM | 58933Y105 |
| TXN | TEXAS INSTRS INC | 476,578 | $27,253 | 0.2% | $25.57 | +63.2% | COM | 882508104 |
| CVX | CHEVRON CORP NEW | 258,573 | $27,145 | 0.2% | $71.88 | -6.9% | COM | 166764100 |
| IBM | INTERNATIONAL BUSINESS MACHS | 165,035 | $26,488 | 0.2% | $115.59 | -16.5% | COM | 459200101 |
| — | CHESAPEAKE ENERGY CORP | 26,239,000 | $26,436 | 0.2% | $1.01 | — | NOTE 2.750%11/1 | 165167BW6 |
| GM | GENERAL MTRS CO | 698,644 | $26,199 | 0.2% | $23.67 | +18.9% | COM | 37045V100 |
| ABT | ABBOTT LABS | 564,445 | $26,151 | 0.2% | $31.00 | +20.7% | COM | 002824100 |
| RY | ROYAL BK CDA MONTREAL QUE | 408,260 | $24,612 | 0.2% | $59.88 | +2.7% | COM | 780087102 |
| CSCO | CISCO SYS INC | 881,340 | $24,259 | 0.2% | $16.01 | +25.5% | COM | 17275R102 |
| — | MONSANTO CO NEW | 213,553 | $24,033 | 0.2% | $110.12 | — | COM | 61166W101 |
| TD | TORONTO DOMINION BK ONT | 558,801 | $23,918 | 0.2% | $40.89 | +5.1% | COM NEW | 891160509 |
| WMT | WAL-MART STORES INC | 286,904 | $23,598 | 0.2% | $20.50 | +12.4% | COM | 931142103 |
| META | FACEBOOK INC | 286,323 | $23,540 | 0.2% | $52.39 | +48.5% | CL A | 30303M102 |
| — | VIMPELCOM LTD | 4,392,748 | $23,018 | 0.2% | $9.60 | — | SPONSORED ADR | 92719A106 |
| RSG | REPUBLIC SVCS INC | 547,678 | $22,214 | 0.2% | $26.48 | +26.4% | COM | 760759100 |
| CVS | CVS HEALTH CORP | 211,875 | $21,868 | 0.2% | $46.83 | +58.6% | COM | 126650100 |
| PM | PHILIP MORRIS INTL INC | 289,212 | $21,786 | 0.2% | $49.25 | -4.4% | COM | 718172109 |
| CVE | CENOVUS ENERGY INC | 1,280,561 | $21,577 | 0.2% | $21.15 | -29.6% | COM | 15135U109 |
| UNH | UNITEDHEALTH GROUP INC | 180,578 | $21,361 | 0.2% | $59.32 | +57.1% | COM | 91324P102 |
| — | DRESSER-RAND GROUP INC | 265,000 | $21,293 | 0.2% | $81.79 | — | COM | 261608103 |
| — | MEAD JOHNSON NUTRITION CO | 200,000 | $20,106 | 0.1% | $81.89 | — | Call | 582839106 |
| ORCL | ORACLE CORP | 462,490 | $19,956 | 0.1% | $31.63 | +16.5% | COM | 68389X105 |
| MMM | 3M CO | 120,891 | $19,941 | 0.1% | $69.46 | +39.5% | COM | 88579Y101 |
| BTE | BAYTEX ENERGY CORP | 1,250,000 | $19,769 | 0.1% | $14.84 | -2.0% | COM | 07317Q105 |
| — | SIGMA ALDRICH CORP | 141,849 | $19,611 | 0.1% | $128.42 | — | COM | 826552101 |
| BA | BOEING CO | 129,308 | $19,407 | 0.1% | $93.05 | +37.3% | COM | 097023105 |
| F | FORD MTR CO DEL | 1,198,056 | $19,337 | 0.1% | $7.61 | +16.1% | COM PAR $0.01 | 345370860 |
| ENB | ENBRIDGE INC | 398,058 | $19,273 | 0.1% | $23.39 | +11.6% | COM | 29250N105 |
| MO | ALTRIA GROUP INC | 381,290 | $19,072 | 0.1% | $18.40 | +42.3% | COM | 02209S103 |
| — | UNITED TECHNOLOGIES CORP | 161,167 | $18,889 | 0.1% | $107.65 | — | COM | 913017109 |
| BIDU | BAIDU INC | 90,000 | $18,756 | 0.1% | $143.28 | — | SPON ADR REP A | 056752108 |
| BNS | BANK N S HALIFAX | 371,111 | $18,619 | 0.1% | $32.31 | -8.1% | COM | 064149107 |
| — | PNC FINL SVCS GROUP INC | 707,600 | $18,539 | 0.1% | $15.10 | — | *W EXP 12/31/201 | 693475121 |
| MCD | MCDONALDS CORP | 189,528 | $18,468 | 0.1% | $71.87 | +0.4% | COM | 580135101 |
| CNI | CANADIAN NATL RY CO | 274,712 | $18,398 | 0.1% | $40.44 | +38.0% | COM | 136375102 |
| FLS | FLOWSERVE CORP | 322,491 | $18,218 | 0.1% | $58.35 | -19.7% | COM | 34354P105 |
| — | WELLS FARGO & CO NEW | 882,600 | $18,084 | 0.1% | $13.67 | — | *W EXP 10/28/201 | 949746119 |
| WAT | WATERS CORP | 143,272 | $17,812 | 0.1% | $104.60 | +14.0% | COM | 941848103 |
| — | INGERSOLL-RAND PLC | 258,462 | $17,596 | 0.1% | $56.18 | — | SHS | G47791101 |
| BIIB | BIOGEN INC | 41,509 | $17,527 | 0.1% | $224.90 | +75.3% | COM | 09062X103 |
| V | VISA INC | 267,058 | $17,468 | 0.1% | $55.55 | +10.3% | COM CL A | 92826C839 |
| — | TRANSCANADA CORP | 403,846 | $17,260 | 0.1% | $43.01 | — | COM | 89353D107 |
| MA | MASTERCARD INC | 196,841 | $17,005 | 0.1% | $72.81 | +11.6% | CL A | 57636Q104 |
| D | DOMINION RES INC VA NEW | 238,213 | $16,882 | 0.1% | $37.45 | +24.4% | COM | 25746U109 |
| PRGO | PERRIGO CO PLC | 101,387 | $16,785 | 0.1% | $153.40 | +4.0% | SHS | G97822103 |
| — | ACTAVIS PLC | 55,632 | $16,557 | 0.1% | $244.91 | — | SHS | G0083B108 |
| HON | HONEYWELL INTL INC | 158,540 | $16,537 | 0.1% | $58.65 | +24.5% | COM | 438516106 |
| LOW | LOWES COS INC | 218,597 | $16,261 | 0.1% | $41.13 | +43.3% | COM | 548661107 |
| ABBV | ABBVIE INC | 277,663 | $16,254 | 0.1% | $31.35 | +23.9% | COM | 00287Y109 |
| USB | US BANCORP DEL | 369,453 | $16,134 | 0.1% | $24.20 | +23.1% | COM NEW | 902973304 |
| — | MINDRAY MEDICAL INTL LTD | 587,335 | $16,064 | 0.1% | $29.46 | — | SPON ADR | 602675100 |
| — | PALL CORP | 158,789 | $15,941 | 0.1% | $87.92 | — | COM | 696429307 |
| — | LORILLARD INC | 241,558 | $15,786 | 0.1% | $60.57 | — | COM | 544147101 |
| SBUX | STARBUCKS CORP | 165,908 | $15,711 | 0.1% | $30.63 | +17.9% | COM | 855244109 |
| LLY | LILLY ELI & CO | 214,880 | $15,611 | 0.1% | $46.94 | +24.9% | COM | 532457108 |
| DUK | DUKE ENERGY CORP NEW | 199,984 | $15,355 | 0.1% | $46.27 | +11.9% | COM NEW | 26441C204 |
| BMY | BRISTOL MYERS SQUIBB CO | 237,128 | $15,295 | 0.1% | $29.17 | +49.0% | COM | 110122108 |
| — | VALEANT PHARMACEUTICALS INTL | 76,274 | $15,069 | 0.1% | $90.66 | — | COM | 91911K102 |
| COST | COSTCO WHSL CORP NEW | 98,297 | $14,892 | 0.1% | $97.61 | +23.9% | COM | 22160K105 |
| — | PORTOLA PHARMACEUTICALS INC | 390,109 | $14,809 | 0.1% | $26.70 | — | COM | 737010108 |
| SLB | SCHLUMBERGER LTD | 175,011 | $14,603 | 0.1% | $55.11 | +11.3% | COM | 806857108 |
| — | HOSPIRA INC | 166,066 | $14,587 | 0.1% | $87.84 | — | COM | 441060100 |
| — | DU PONT E I DE NEMOURS & CO | 202,528 | $14,475 | 0.1% | $61.87 | — | COM | 263534109 |
| UPS | UNITED PARCEL SERVICE INC | 148,148 | $14,361 | 0.1% | $60.75 | +14.2% | CL B | 911312106 |
| KMB | KIMBERLY CLARK CORP | 133,632 | $14,313 | 0.1% | $70.75 | +7.9% | COM | 494368103 |
| — | EXPRESS SCRIPTS HLDG CO | 163,877 | $14,220 | 0.1% | $70.22 | — | COM | 30219G108 |
| — | NORDSTROM INC | 175,712 | $14,113 | 0.1% | $60.37 | — | COM | 655664100 |
| — | TWENTY FIRST CENTY FOX INC | 425,000 | $13,974 | 0.1% | $33.91 | — | CL B | 90130A200 |
| — | CHESAPEAKE ENERGY CORP | 14,000,000 | $13,396 | 0.1% | $0.96 | — | NOTE 2.500% 5/1 | 165167CA3 |
| BMO | BANK MONTREAL QUE | 221,687 | $13,289 | 0.1% | $36.47 | +9.4% | COM | 063671101 |
| MDLZ | MONDELEZ INTL INC | 365,775 | $13,201 | 0.1% | $24.62 | +15.0% | CL A | 609207105 |
| TGT | TARGET CORP | 160,540 | $13,176 | 0.1% | $50.86 | +10.1% | COM | 87612E106 |
| NWSA | NEWS CORP NEW | 820,173 | $13,131 | 0.1% | $14.11 | +0.8% | CL A | 65249B109 |
| — | TRW AUTOMOTIVE HLDGS CORP | 125,000 | $13,106 | 0.1% | $102.85 | — | COM | 87264S106 |
| — | MEDIVATION INC | 100,000 | $12,907 | 0.1% | — | — | Call | 58501N901 |
| — | CELGENE CORP | 111,694 | $12,876 | 0.1% | $100.94 | — | COM | 151020104 |
| MCK | MCKESSON CORP | 56,708 | $12,827 | 0.1% | $143.54 | +42.3% | COM | 58155Q103 |
| — | E M C CORP MASS | 501,617 | $12,821 | 0.1% | $24.57 | — | COM | 268648102 |
| PNC | PNC FINL SVCS GROUP INC | 133,681 | $12,464 | 0.1% | $53.97 | +19.1% | COM | 693475105 |
| — | BROOKFIELD ASSET MGMT INC | 230,328 | $12,343 | 0.1% | $35.83 | — | CL A LTD VT SH | 112585104 |
| — | DIRECTV | 142,813 | $12,153 | 0.1% | $72.96 | — | COM | 25490A309 |
| KR | KROGER CO | 157,874 | $12,103 | 0.1% | $21.98 | +31.5% | COM | 501044101 |
| NSC | NORFOLK SOUTHERN CORP | 116,590 | $11,999 | 0.1% | $73.68 | +14.3% | COM | 655844108 |
| — | AVON PRODS INC | 1,500,000 | $11,985 | 0.1% | $16.33 | — | COM | 054303102 |
| — | PRA HEALTH SCIENCES INC | 414,585 | $11,957 | 0.1% | $24.22 | — | COM | 69354M108 |
| — | BLACKROCK INC | 32,467 | $11,878 | 0.1% | $346.92 | — | COM | 09247X101 |
| — | BAKER HUGHES INC | 183,740 | $11,682 | 0.1% | $54.21 | — | COM | 057224107 |
| FDX | FEDEX CORP | 68,971 | $11,411 | 0.1% | $115.82 | +27.7% | COM | 31428X106 |
| — | RAYTHEON CO | 102,059 | $11,150 | 0.1% | $77.66 | — | COM NEW | 755111507 |
| CM | CDN IMPERIAL BK COMM TORONTO | 151,537 | $10,989 | 0.1% | $21.67 | +3.3% | COM | 136069101 |
| ADP | AUTOMATIC DATA PROCESSING IN | 126,224 | $10,810 | 0.1% | $55.76 | +21.8% | COM | 053015103 |
| GD | GENERAL DYNAMICS CORP | 79,588 | $10,802 | 0.1% | $78.72 | +37.6% | COM | 369550108 |
| — | GILEAD SCIENCES INC | 2,500,000 | $10,775 | 0.1% | $2.34 | — | NOTE 1.625% 5/0 | 375558AP8 |
| MFC | MANULIFE FINL CORP | 632,860 | $10,743 | 0.1% | $16.20 | +6.2% | COM | 56501R106 |
| — | POTASH CORP SASK INC | 331,986 | $10,705 | 0.1% | $32.25 | — | COM | 73755L107 |
| BAX | BAXTER INTL INC | 155,814 | $10,673 | 0.1% | $31.14 | +1.7% | COM | 071813109 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 7,500,000 | $10,575 | 0.1% | $1.40 | — | NOTE 1.750%12/0 | 874054AC3 |
| — | CTRIP COM INTL LTD | 10,000,000 | $10,494 | 0.1% | $0.98 | — | NOTE 1.250%10/1 | 22943FAD2 |
| AFL | AFLAC INC | 163,895 | $10,491 | 0.1% | $22.11 | +6.8% | COM | 001055102 |
| SO | SOUTHERN CO | 236,730 | $10,482 | 0.1% | $27.92 | +7.2% | COM | 842587107 |
| AMT | AMERICAN TOWER CORP NEW | 110,939 | $10,445 | 0.1% | $66.85 | +11.7% | COM | 03027X100 |
| — | SPRINGLEAF HLDGS INC | 200,000 | $10,354 | 0.1% | $51.77 | — | COM | 85172J101 |
| YUM | YUM BRANDS INC | 130,360 | $10,262 | 0.1% | $41.92 | +6.2% | COM | 988498101 |
| ITW | ILLINOIS TOOL WKS INC | 105,583 | $10,256 | 0.1% | $61.39 | +21.4% | COM | 452308109 |
| ALLE | ALLEGION PUB LTD CO | 167,335 | $10,236 | 0.1% | $38.84 | +30.6% | ORD SHS | G0176J109 |
| GILD | GILEAD SCIENCES INC | 103,941 | $10,200 | 0.1% | $70.70 | -0.2% | COM | 375558103 |
| CME | CME GROUP INC | 107,501 | $10,181 | 0.1% | $50.66 | +20.2% | COM | 12572Q105 |
| — | PRAXAIR INC | 82,992 | $10,020 | 0.1% | $118.19 | — | COM | 74005P104 |
| CL | COLGATE PALMOLIVE CO | 143,789 | $9,970 | 0.1% | $45.36 | +18.3% | COM | 194162103 |
| CAH | CARDINAL HEALTH INC | 109,960 | $9,926 | 0.1% | $49.41 | +28.8% | COM | 14149Y108 |
| COR | AMERISOURCEBERGEN CORP | 86,895 | $9,877 | 0.1% | $59.72 | +23.8% | COM | 03073E105 |
| — | XL GROUP PLC | 268,094 | $9,866 | 0.1% | $36.01 | — | SHS | G98290102 |
| EQR | EQUITY RESIDENTIAL | 125,676 | $9,785 | 0.1% | $38.64 | +17.3% | SH BEN INT | 29476L107 |
| NKE | NIKE INC | 97,447 | $9,777 | 0.1% | $27.14 | +53.6% | CL B | 654106103 |
| SPG | SIMON PPTY GROUP INC NEW | 49,792 | $9,741 | 0.1% | $89.32 | +26.7% | COM | 828806109 |
| MRSH | MARSH & MCLENNAN COS INC | 173,214 | $9,716 | 0.1% | $39.78 | +17.3% | COM | 571748102 |
| KMI | KINDER MORGAN INC DEL | 228,583 | $9,614 | 0.1% | $22.40 | +6.6% | COM | 49456B101 |
| — | TIME WARNER INC | 113,800 | $9,609 | 0.1% | $59.11 | — | COM NEW | 887317303 |
| ALL | ALLSTATE CORP | 134,718 | $9,588 | 0.1% | $46.50 | +19.7% | COM | 020002101 |
| — | ADAMAS PHARMACEUTICALS INC | 547,683 | $9,579 | 0.1% | $18.28 | — | COM | 00548A106 |
| — | BB&T CORP | 243,702 | $9,502 | 0.1% | $36.83 | — | COM | 054937107 |
| — | APARTMENT INVT & MGMT CO | 241,386 | $9,501 | 0.1% | $38.50 | — | CL A | 03748R101 |
| ECL | ECOLAB INC | 83,006 | $9,494 | 0.1% | $85.07 | +14.2% | COM | 278865100 |
| CCI | CROWN CASTLE INTL CORP NEW | 114,416 | $9,444 | 0.1% | $52.39 | +3.3% | COM | 22822V101 |
| PSA | PUBLIC STORAGE | 47,365 | $9,338 | 0.1% | $113.98 | +13.5% | COM | 74460D109 |
| INTU | INTUIT | 95,483 | $9,258 | 0.1% | $70.81 | +20.3% | COM | 461202103 |
| — | SCANA CORP NEW | 168,056 | $9,241 | 0.1% | $54.17 | — | COM | 80589M102 |
| PPG | PPG INDS INC | 40,719 | $9,184 | 0.1% | $77.75 | +21.4% | COM | 693506107 |
| EMR | EMERSON ELEC CO | 162,136 | $9,180 | 0.1% | $41.67 | +4.2% | COM | 291011104 |
| SYK | STRYKER CORP | 99,434 | $9,173 | 0.1% | $70.57 | +16.2% | COM | 863667101 |
| BDX | BECTON DICKINSON & CO | 63,725 | $9,150 | 0.1% | $107.62 | +10.2% | COM | 075887109 |
| AEP | AMERICAN ELEC PWR INC | 161,128 | $9,063 | 0.1% | $35.81 | +12.7% | COM | 025537101 |
| VFC | V F CORP | 120,338 | $9,063 | 0.1% | $60.82 | +13.8% | COM | 918204108 |
| SHW | SHERWIN WILLIAMS CO | 31,561 | $8,979 | 0.1% | $71.70 | +17.4% | COM | 824348106 |
| AVAL | GRUPO AVAL ACCIONES Y VALORE | 1,000,000 | $8,970 | 0.1% | $13.55 | — | SPONSORED ADS | 40053W101 |
| WM | WASTE MGMT INC DEL | 164,864 | $8,941 | 0.1% | $42.98 | 0.0% | COM | 94106L109 |
| — | HEALTH CARE REIT INC | 115,514 | $8,936 | 0.1% | $72.20 | — | COM | 42217K106 |
| — | CITY NATL CORP | 100,000 | $8,908 | 0.1% | $89.08 | — | COM | 178566105 |
| — | L BRANDS INC | 93,947 | $8,858 | 0.1% | $76.19 | — | COM | 501797104 |
| XHB | SPDR SERIES TRUST | 240,045 | $8,848 | 0.1% | $36.86 | — | S&P HOMEBUILD | 78464A888 |
| AVB | AVALONBAY CMNTYS INC | 50,544 | $8,807 | 0.1% | $106.31 | +13.0% | COM | 053484101 |
| MS | MORGAN STANLEY | 246,661 | $8,803 | 0.1% | $19.09 | +39.7% | COM NEW | 617446448 |
| — | REYNOLDS AMERICAN INC | 127,131 | $8,761 | 0.1% | $61.43 | — | COM | 761713106 |
| FISV | FISERV INC | 109,650 | $8,706 | 0.1% | $32.96 | +15.7% | COM | 337738108 |
| — | OMNICARE INC | 3,000,000 | $8,704 | 0.1% | $1.85 | — | NOTE 3.750%12/1 | 681904AN8 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 37,307 | $8,703 | 0.1% | $37.15 | +5.6% | COM | 45866F104 |
| IP | INTL PAPER CO | 156,293 | $8,673 | 0.1% | $29.96 | +9.3% | COM | 460146103 |
| IMO | IMPERIAL OIL LTD | 216,714 | $8,650 | 0.1% | $30.33 | +0.7% | COM NEW | 453038408 |
| — | CHUBB CORP | 85,376 | $8,632 | 0.1% | $93.81 | — | COM | 171232101 |
| EBAY | EBAY INC | 149,596 | $8,629 | 0.1% | $20.58 | +3.1% | COM | 278642103 |
| EWY | ISHARES | 150,000 | $8,586 | 0.1% | $60.51 | — | MSCI STH KOR ETF | 464286772 |
| FIS | FIDELITY NATL INFORMATION SV | 125,492 | $8,541 | 0.1% | $47.19 | +14.9% | COM | 31620M106 |
| STZ | CONSTELLATION BRANDS INC | 73,330 | $8,522 | 0.1% | $79.83 | +20.7% | CL A | 21036P108 |
| — | DISCOVER FINL SVCS | 151,110 | $8,515 | 0.1% | $52.84 | — | COM | 254709108 |
| VTR | VENTAS INC | 115,584 | $8,440 | 0.1% | $51.79 | +3.2% | COM | 92276F100 |
| BAP | CREDICORP LTD | 60,000 | $8,438 | 0.1% | $111.78 | 0.0% | COM | G2519Y108 |
| STT | STATE STR CORP | 113,499 | $8,346 | 0.1% | $49.12 | +12.3% | COM | 857477103 |
| EL | LAUDER ESTEE COS INC | 100,359 | $8,346 | 0.1% | $65.13 | +5.2% | CL A | 518439104 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 102,659 | $8,344 | 0.1% | $72.69 | +5.6% | COM | 23918K108 |
| DLTR | DOLLAR TREE INC | 102,646 | $8,329 | 0.1% | $67.10 | +13.1% | COM | 256746108 |
| OMC | OMNICOM GROUP INC | 106,716 | $8,322 | 0.1% | $48.77 | +8.7% | COM | 681919106 |
| SRE | SEMPRA ENERGY | 76,324 | $8,321 | 0.1% | $34.01 | +15.1% | COM | 816851109 |
| RCI | ROGERS COMMUNICATIONS INC | 248,142 | $8,307 | 0.1% | $46.84 | -23.0% | CL B | 775109200 |
| TROW | PRICE T ROWE GROUP INC | 102,524 | $8,302 | 0.1% | $51.88 | +5.2% | COM | 74144T108 |
| SYY | SYSCO CORP | 219,820 | $8,294 | 0.1% | $27.39 | +7.9% | COM | 871829107 |
| — | COMPANHIA BRASILEIRA DE DIST | 277,905 | $8,287 | 0.1% | $45.46 | — | SPN ADR PFD CL A | 20440T201 |
| BXP | BOSTON PROPERTIES INC | 58,962 | $8,283 | 0.1% | $79.18 | +14.4% | COM | 101121101 |
| WY | WEYERHAEUSER CO | 248,993 | $8,254 | 0.1% | $21.38 | +6.9% | COM | 962166104 |
| PLD | PROLOGIS INC | 189,158 | $8,240 | 0.1% | $30.15 | +5.2% | COM | 74340W103 |
| AZO | AUTOZONE INC | 12,058 | $8,225 | 0.1% | $533.81 | +17.7% | COM | 053332102 |
| — | GENERAL GROWTH PPTYS INC NEW | 277,960 | $8,214 | 0.1% | $26.33 | — | COM | 370023103 |
| CBRE | CBRE GROUP INC | 211,904 | $8,203 | 0.1% | $32.15 | +7.2% | CL A | 12504L109 |
| — | CENTURYLINK INC | 235,353 | $8,131 | 0.1% | $33.83 | — | COM | 156700106 |
| PPL | PPL CORP | 241,192 | $8,119 | 0.1% | $18.38 | +7.3% | COM | 69351T106 |
| ROP | ROPER INDS INC NEW | 47,148 | $8,109 | 0.1% | $139.14 | +9.0% | COM | 776696106 |
| — | HEWLETT PACKARD CO | 259,046 | $8,072 | 0.1% | $24.03 | — | COM | 428236103 |
| BEN | FRANKLIN RES INC | 156,383 | $8,026 | 0.1% | $31.18 | +3.5% | COM | 354613101 |
| PAYX | PAYCHEX INC | 161,729 | $8,024 | 0.1% | $31.51 | +10.9% | COM | 704326107 |
| BABA | ALIBABA GROUP HLDG LTD | 95,744 | $7,970 | 0.1% | $88.85 | — | SPONSORED ADS | 01609W102 |
| EIX | EDISON INTL | 127,515 | $7,966 | 0.1% | $37.89 | +12.3% | COM | 281020107 |
| HIG | HARTFORD FINL SVCS GROUP INC | 188,750 | $7,894 | 0.1% | $28.70 | +13.4% | COM | 416515104 |
| ACN | ACCENTURE PLC IRELAND | 84,112 | $7,880 | 0.1% | $63.97 | +16.6% | SHS CLASS A | G1151C101 |
| — | DR PEPPER SNAPPLE GROUP INC | 99,457 | $7,805 | 0.1% | $67.20 | — | COM | 26138E109 |
| — | HARRIS CORP DEL | 99,041 | $7,800 | 0.1% | $74.33 | — | COM | 413875105 |
| OXY | OCCIDENTAL PETE CORP DEL | 105,666 | $7,714 | 0.1% | $58.52 | -4.7% | COM | 674599105 |
| CLX | CLOROX CO DEL | 69,680 | $7,692 | 0.1% | $74.38 | +7.5% | COM | 189054109 |
| — | KELLOGG CO | 116,624 | $7,691 | 0.1% | $40.71 | +2.5% | COM | 487836108 |
| — | PHARMACYCLICS INC | 30,000 | $7,679 | 0.1% | $255.97 | — | COM | 716933106 |
| — | ALTERA CORP | 178,919 | $7,677 | 0.1% | $40.29 | — | COM | 021441100 |
| PCAR | PACCAR INC | 121,566 | $7,676 | 0.1% | $25.48 | +10.7% | COM | 693718108 |
| — | ST JUDE MED INC | 117,347 | $7,674 | 0.1% | $58.40 | — | COM | 790849103 |
| — | ROCKWELL COLLINS INC | 79,455 | $7,671 | 0.1% | $63.41 | — | COM | 774341101 |
| VNO | VORNADO RLTY TR | 68,466 | $7,668 | 0.1% | $101.80 | — | SH BEN INT | 929042109 |
| ED | CONSOLIDATED EDISON INC | 125,491 | $7,655 | 0.1% | $41.16 | +6.2% | COM | 209115104 |
| MTB | M & T BK CORP | 60,230 | $7,649 | 0.1% | $83.68 | +6.7% | COM | 55261F104 |
| EFX | EQUIFAX INC | 82,235 | $7,648 | 0.1% | $73.05 | +9.4% | COM | 294429105 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 182,292 | $7,642 | 0.1% | $25.05 | +13.8% | COM | 744573106 |
| L | LOEWS CORP | 187,110 | $7,640 | 0.1% | $39.57 | -2.9% | COM | 540424108 |
| MCO | MOODYS CORP | 73,429 | $7,622 | 0.1% | $72.85 | +18.8% | COM | 615369105 |
| MOS | MOSAIC CO NEW | 164,888 | $7,595 | 0.1% | $40.70 | -3.5% | COM | 61945C103 |
| PGR | PROGRESSIVE CORP OHIO | 278,775 | $7,583 | 0.1% | $18.84 | +3.5% | COM | 743315103 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 35,061 | $7,582 | 0.1% | $10.47 | +28.3% | COM | 67103H107 |
| SLF | SUN LIFE FINL INC | 245,207 | $7,557 | 0.1% | $29.24 | +9.2% | COM | 866796105 |
| SJM | SMUCKER J M CO | 65,225 | $7,548 | 0.1% | $77.21 | +2.9% | COM NEW | 832696405 |
| LEG | LEGGETT & PLATT INC | 162,099 | $7,471 | 0.1% | $43.36 | +2.9% | COM | 524660107 |
| SWK | STANLEY BLACK & DECKER INC | 78,142 | $7,452 | 0.1% | $67.65 | +7.2% | COM | 854502101 |
| CAG | CONAGRA FOODS INC | 203,780 | $7,444 | 0.1% | $18.56 | +2.3% | COM | 205887102 |
| — | HCP INC | 171,261 | $7,400 | 0.1% | $44.11 | — | COM | 40414L109 |
| HSY | HERSHEY CO | 72,693 | $7,335 | 0.1% | $75.65 | +6.3% | COM | 427866108 |
| DGX | QUEST DIAGNOSTICS INC | 95,380 | $7,330 | 0.1% | $54.99 | +4.8% | COM | 74834L100 |
| WU | WESTERN UN CO | 350,347 | $7,291 | 0.1% | $19.93 | — | COM | 959802109 |
| KIM | KIMCO RLTY CORP | 270,644 | $7,267 | 0.1% | $14.95 | +6.3% | COM | 49446R109 |
| — | DREAMWORKS ANIMATION | 300,000 | $7,260 | 0.1% | — | — | Call | 26153C903 |
| TJX | TJX COS INC NEW | 103,067 | $7,220 | 0.1% | $20.99 | +39.5% | COM | 872540109 |
| ES | EVERSOURCE ENERGY | 142,629 | $7,206 | 0.1% | $36.21 | 0.0% | COM | 30040W108 |
| — | DELPHI AUTOMOTIVE PLC | 89,645 | $7,148 | 0.1% | $57.96 | — | SHS | G27823106 |
| — | BED BATH & BEYOND INC | 92,887 | $7,131 | 0.1% | $75.05 | — | COM | 075896100 |
| GPC | GENUINE PARTS CO | 76,384 | $7,118 | 0.1% | $64.92 | +8.4% | COM | 372460105 |
| — | CAPITAL ONE FINL CORP | 191,600 | $7,097 | 0.1% | $24.23 | — | *W EXP 11/14/201 | 14040H139 |
| — | LIFE TIME FITNESS INC | 100,000 | $7,096 | 0.1% | $70.96 | — | COM | 53217R207 |
| FITB | FIFTH THIRD BANCORP | 374,643 | $7,062 | 0.1% | $12.54 | +3.4% | COM | 316773100 |
| ETR | ENTERGY CORP NEW | 91,022 | $7,053 | 0.1% | $24.47 | +8.9% | COM | 29364G103 |
| BF/B | BROWN FORMAN CORP | 78,001 | $7,047 | 0.1% | $27.76 | +7.3% | CL B | 115637209 |
| EXPD | EXPEDITORS INTL WASH INC | 146,070 | $7,038 | 0.1% | $39.29 | +1.8% | COM | 302130109 |
| — | SHAW COMMUNICATIONS INC | 313,270 | $7,030 | 0.1% | $23.75 | — | CL B CONV | 82028K200 |
| — | BARD C R INC | 41,867 | $7,006 | 0.1% | $148.44 | — | COM | 067383109 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 59,620 | $6,999 | 0.1% | $81.61 | +6.6% | COM | 459506101 |
| — | CA INC | 214,159 | $6,984 | 0.1% | $31.64 | — | COM | 12673P105 |
| CMS | CMS ENERGY CORP | 199,652 | $6,970 | 0.1% | $23.84 | +7.6% | COM | 125896100 |
| HBAN | HUNTINGTON BANCSHARES INC | 630,320 | $6,965 | 0.1% | $6.57 | +4.4% | COM | 446150104 |
| NWL | NEWELL RUBBERMAID INC | 178,077 | $6,957 | 0.1% | $23.41 | +7.9% | COM | 651229106 |
| HRL | HORMEL FOODS CORP | 121,337 | $6,898 | 0.1% | $20.16 | +5.0% | COM | 440452100 |
| — | LINEAR TECHNOLOGY CORP | 147,281 | $6,893 | 0.1% | $44.19 | — | COM | 535678106 |
| — | AGRIUM INC | 65,826 | $6,863 | 0.1% | $91.45 | — | COM | 008916108 |
| CPB | CAMPBELL SOUP CO | 147,243 | $6,854 | 0.1% | $32.60 | +1.1% | COM | 134429109 |
| NTRS | NORTHERN TR CORP | 97,934 | $6,821 | 0.0% | $46.99 | +8.8% | COM | 665859104 |
| RHI | ROBERT HALF INTL INC | 111,456 | $6,745 | 0.0% | $55.08 | +9.2% | COM | 770323103 |
| GWW | GRAINGER W W INC | 28,554 | $6,733 | 0.0% | $200.81 | -0.4% | COM | 384802104 |
| MSI | MOTOROLA SOLUTIONS INC | 100,449 | $6,697 | 0.0% | $53.06 | +4.4% | COM NEW | 620076307 |
| — | TOTAL SYS SVCS INC | 175,291 | $6,687 | 0.0% | $36.41 | — | COM | 891906109 |
| DTE | DTE ENERGY CO | 82,301 | $6,641 | 0.0% | $45.52 | +9.4% | COM | 233331107 |
| MKC | MCCORMICK & CO INC | 85,644 | $6,604 | 0.0% | $29.60 | +1.9% | COM NON VTG | 579780206 |
| CAT | CATERPILLAR INC DEL | 82,048 | $6,566 | 0.0% | $62.76 | +0.6% | COM | 149123101 |
| — | WYNDHAM WORLDWIDE CORP | 72,544 | $6,563 | 0.0% | $82.38 | — | COM | 98310W108 |
| — | VARIAN MED SYS INC | 69,699 | $6,558 | 0.0% | $88.51 | — | COM | 92220P105 |
| SNA | SNAP ON INC | 44,182 | $6,497 | 0.0% | $101.56 | +7.8% | COM | 833034101 |
| — | INTERDIGITAL INC | 6,000,000 | $6,491 | 0.0% | $1.08 | — | NOTE 2.500% 3/1 | 458660AB3 |
| — | TALISMAN ENERGY INC | 846,629 | $6,491 | 0.0% | $9.98 | — | COM | 87425E103 |
| KEY | KEYCORP NEW | 457,023 | $6,471 | 0.0% | $8.36 | +7.0% | COM | 493267108 |
| CINF | CINCINNATI FINL CORP | 121,231 | $6,459 | 0.0% | $37.47 | +2.8% | COM | 172062101 |
| — | WISCONSIN ENERGY CORP | 129,566 | $6,414 | 0.0% | $50.36 | — | COM | 976657106 |
| — | GROUPE CGI INC | 151,113 | $6,408 | 0.0% | $35.13 | — | CL A SUB VTG | 39945C109 |
| FE | FIRSTENERGY CORP | 182,454 | $6,397 | 0.0% | $23.96 | -0.8% | COM | 337932107 |
| — | DENTSPLY INTL INC NEW | 125,327 | $6,378 | 0.0% | $49.01 | — | COM | 249030107 |
| — | COCA COLA ENTERPRISES INC NE | 142,897 | $6,316 | 0.0% | $42.21 | — | COM | 19122T109 |
| AEE | AMEREN CORP | 147,584 | $6,228 | 0.0% | $28.78 | +8.4% | COM | 023608102 |
| WAT | WATERS CORP | 50,000 | $6,216 | 0.0% | $104.60 | +14.0% | Call | 941848103 |
| CHRW | C H ROBINSON WORLDWIDE INC | 84,801 | $6,209 | 0.0% | $52.33 | +7.9% | COM NEW | 12541W209 |
| NDAQ | NASDAQ OMX GROUP INC | 120,058 | $6,116 | 0.0% | $12.72 | +7.2% | COM | 631103108 |
| — | TORCHMARK CORP | 111,263 | $6,111 | 0.0% | $55.89 | — | COM | 891027104 |
| RVTY | PERKINELMER INC | 119,145 | $6,093 | 0.0% | $43.10 | +3.8% | COM | 714046109 |
| ELV | ANTHEM INC | 39,440 | $6,090 | 0.0% | $105.54 | +15.6% | COM | 036752103 |
| PNW | PINNACLE WEST CAP CORP | 95,404 | $6,082 | 0.0% | $41.18 | +5.9% | COM | 723484101 |
| — | PEOPLES UNITED FINANCIAL INC | 399,960 | $6,079 | 0.0% | $15.16 | — | COM | 712704105 |
| — | INTERPUBLIC GROUP COS INC | 273,898 | $6,059 | 0.0% | $13.31 | +7.2% | COM | 460690100 |
| — | AIRGAS INC | 57,034 | $6,052 | 0.0% | $104.07 | — | COM | 009363102 |
| — | PLUM CREEK TIMBER CO INC | 139,214 | $6,049 | 0.0% | $43.89 | — | COM | 729251108 |
| — | MEADWESTVACO CORP | 121,277 | $6,048 | 0.0% | $46.60 | — | COM | 583334107 |
| — | SCRIPPS NETWORKS INTERACT IN | 87,663 | $6,010 | 0.0% | $69.19 | — | CL A COM | 811065101 |
| — | PATTERSON COMPANIES INC | 122,417 | $5,973 | 0.0% | $47.63 | — | COM | 703395103 |
| — | TOTAL S A | 120,000 | $5,959 | 0.0% | $51.20 | — | SPONSORED ADR | 89151E109 |
| — | CATAMARAN CORP | 99,975 | $5,953 | 0.0% | $48.52 | — | COM | 148887102 |
| — | TECO ENERGY INC | 305,478 | $5,926 | 0.0% | $19.19 | — | COM | 872375100 |
| UNM | UNUM GROUP | 175,123 | $5,907 | 0.0% | $32.27 | +2.8% | COM | 91529Y106 |
| PSX | PHILLIPS 66 | 74,762 | $5,876 | 0.0% | $41.79 | +17.9% | COM | 718546104 |
| NAVI | NAVIENT CORP | 287,648 | $5,848 | 0.0% | $19.54 | +5.2% | COM | 63938C108 |
| — | INTEGRYS ENERGY GROUP INC | 80,579 | $5,803 | 0.0% | $70.78 | — | COM | 45822P105 |
| AVY | AVERY DENNISON CORP | 109,462 | $5,792 | 0.0% | $42.21 | +2.1% | COM | 053611109 |
| DAL | DELTA AIR LINES INC DEL | 128,659 | $5,785 | 0.0% | $21.17 | +92.0% | COM NEW | 247361702 |
| BALL | BALL CORP | 81,456 | $5,754 | 0.0% | $27.23 | +13.8% | COM | 058498106 |
| — | ANADARKO PETE CORP | 69,370 | $5,745 | 0.0% | $87.45 | — | COM | 032511107 |
| — | MERITOR INC | 3,830,000 | $5,743 | 0.0% | $1.65 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | AETNA INC NEW | 52,758 | $5,620 | 0.0% | $104.67 | — | COM | 00817Y108 |
| CRM | SALESFORCE COM INC | 83,614 | $5,586 | 0.0% | $60.29 | +1.6% | COM | 79466L302 |
| — | KRAFT FOODS GROUP INC | 63,138 | $5,500 | 0.0% | $55.91 | — | COM | 50076Q106 |
| — | VIPSHOP HLDGS LTD | 3,500,000 | $5,484 | 0.0% | $1.25 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| AIZ | ASSURANT INC | 89,178 | $5,476 | 0.0% | $50.34 | +1.3% | COM | 04621X108 |
| — | SINA CORP | 6,000,000 | $5,475 | 0.0% | $0.93 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | SANDISK CORP | 4,000,000 | $5,468 | 0.0% | $1.52 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| CNP | CENTERPOINT ENERGY INC | 261,356 | $5,334 | 0.0% | $15.09 | -0.5% | COM | 15189T107 |
| — | HUDSON CITY BANCORP | 508,182 | $5,326 | 0.0% | $10.32 | — | COM | 443683107 |
| GIL | GILDAN ACTIVEWEAR INC | 180,313 | $5,316 | 0.0% | $22.26 | +11.7% | COM | 375916103 |
| AAL | AMERICAN AIRLS GROUP INC | 100,458 | $5,302 | 0.0% | $48.17 | 0.0% | COM | 02376R102 |
| — | AGL RES INC | 106,593 | $5,292 | 0.0% | $49.06 | — | COM | 001204106 |
| GLW | CORNING INC | 232,660 | $5,277 | 0.0% | $12.04 | +48.0% | COM | 219350105 |
| PTEN | PATTERSON UTI ENERGY INC | 276,974 | $5,200 | 0.0% | $17.15 | 0.0% | COM | 703481101 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 83,088 | $5,184 | 0.0% | $35.67 | +46.6% | CL A | 192446102 |
| ADM | ARCHER DANIELS MIDLAND CO | 108,976 | $5,165 | 0.0% | $25.43 | +36.0% | COM | 039483102 |
| M | MACYS INC | 79,179 | $5,140 | 0.0% | $53.35 | +20.6% | COM | 55616P104 |
| PCG | PG&E CORP | 96,515 | $5,122 | 0.0% | $40.73 | +22.6% | COM | 69331C108 |
| — | CIGNA CORPORATION | 39,392 | $5,099 | 0.0% | $86.46 | — | COM | 125509109 |
| HP | HELMERICH & PAYNE INC | 74,891 | $5,098 | 0.0% | $65.34 | +0.1% | COM | 423452101 |
| HAL | HALLIBURTON CO | 114,758 | $5,036 | 0.0% | $34.56 | -2.2% | COM | 406216101 |
| ZION | ZIONS BANCORPORATION | 186,173 | $5,027 | 0.0% | $26.23 | -0.2% | COM | 989701107 |
| ADBE | ADOBE SYS INC | 67,613 | $4,999 | 0.0% | $45.96 | +62.3% | COM | 00724F101 |
| TAC | TRANSALTA CORP | 535,155 | $4,961 | 0.0% | $10.86 | -16.3% | COM | 89346D107 |
| — | EXPRESS INC | 300,000 | $4,959 | 0.0% | — | — | Call | 30219E903 |
| PRU | PRUDENTIAL FINL INC | 61,615 | $4,948 | 0.0% | $40.14 | +25.8% | COM | 744320102 |
| REGN | REGENERON PHARMACEUTICALS | 10,845 | $4,896 | 0.0% | $421.46 | 0.0% | COM | 75886F107 |
| EXC | EXELON CORP | 142,226 | $4,780 | 0.0% | $15.47 | +8.8% | COM | 30161N101 |
| ESS | ESSEX PPTY TR INC | 20,757 | $4,772 | 0.0% | $138.28 | +15.1% | COM | 297178105 |
| — | ALEXION PHARMACEUTICALS INC | 27,533 | $4,771 | 0.0% | $96.22 | — | COM | 015351109 |
| — | RYLAND GROUP INC | 3,000,000 | $4,740 | 0.0% | $1.46 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| HST | HOST HOTELS & RESORTS INC | 231,437 | $4,670 | 0.0% | $14.35 | 0.0% | COM | 44107P104 |
| — | AVAGO TECHNOLOGIES LTD | 35,944 | $4,564 | 0.0% | $73.18 | — | SHS | Y0486S104 |
| LYB | LYONDELLBASELL INDUSTRIES N | 51,732 | $4,542 | 0.0% | $35.50 | +31.6% | SHS - A - | N53745100 |
| XEL | XCEL ENERGY INC | 130,255 | $4,534 | 0.0% | $21.86 | +15.9% | COM | 98389B100 |
| SCHW | SCHWAB CHARLES CORP NEW | 147,588 | $4,493 | 0.0% | $16.72 | +51.9% | COM | 808513105 |
| ETN | EATON CORP PLC | 65,222 | $4,432 | 0.0% | $47.25 | +11.2% | COMMON USD 0.01 | G29183103 |
| — | BARRICK GOLD CORP | 401,053 | $4,386 | 0.0% | $15.74 | — | COM | 067901108 |
| RL | RALPH LAUREN CORP | 33,086 | $4,351 | 0.0% | $124.01 | -3.9% | CL A | 751212101 |
| LUV | SOUTHWEST AIRLS CO | 95,882 | $4,248 | 0.0% | $12.56 | +207.4% | COM | 844741108 |
| WMB | WILLIAMS COS INC DEL | 83,656 | $4,232 | 0.0% | $18.69 | +33.5% | COM | 969457100 |
| — | CTRIP COM INTL LTD | 71,900 | $4,215 | 0.0% | $34.22 | — | AMERICAN DEP SHS | 22943F100 |
| — | MOBILEYE N V AMSTELVEEN | 100,000 | $4,203 | 0.0% | $42.03 | — | ORD SHS | N51488117 |
| — | PRECISION DRILLING CORP | 657,070 | $4,176 | 0.0% | $6.36 | — | COM 2010 | 74022D308 |
| — | ARES CAP CORP | 4,000,000 | $4,158 | 0.0% | $1.06 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| AMAT | APPLIED MATLS INC | 183,999 | $4,151 | 0.0% | $12.81 | +63.5% | COM | 038222105 |
| VRTX | VERTEX PHARMACEUTICALS INC | 35,168 | $4,149 | 0.0% | $81.91 | +46.3% | COM | 92532F100 |
| APD | AIR PRODS & CHEMS INC | 27,212 | $4,117 | 0.0% | $63.61 | +66.3% | COM | 009158106 |
| — | NABORS INDUSTRIES LTD | 300,000 | $4,095 | 0.0% | $13.85 | — | SHS | G6359F103 |
| — | TE CONNECTIVITY LTD | 56,894 | $4,075 | 0.0% | $46.63 | — | REG SHS | H84989104 |
| MPC | MARATHON PETE CORP | 39,500 | $4,044 | 0.0% | $27.89 | +23.3% | COM | 56585A102 |
| — | CERNER CORP | 55,111 | $4,037 | 0.0% | $73.48 | — | COM | 156782104 |
| — | EXELIS INC | 165,000 | $4,021 | 0.0% | $24.37 | — | COM | 30162A108 |
| AMP | AMERIPRISE FINL INC | 30,701 | $4,017 | 0.0% | $63.13 | +65.7% | COM | 03076C106 |
| — | AON PLC | 41,611 | $4,000 | 0.0% | $65.42 | — | SHS CL A | G0408V102 |
| ROST | ROSS STORES INC | 37,265 | $3,926 | 0.0% | $30.51 | +45.8% | COM | 778296103 |
| — | YAHOO INC | 88,257 | $3,922 | 0.0% | $40.16 | — | COM | 984332106 |
| — | BROADCOM CORP | 87,851 | $3,804 | 0.0% | $34.55 | — | CL A | 111320107 |
| — | CBS CORP NEW | 62,680 | $3,800 | 0.0% | $48.87 | — | CL B | 124857202 |
| — | APACHE CORP | 61,855 | $3,732 | 0.0% | $85.55 | — | COM | 037411105 |
| — | ELECTRONIC ARTS INC | 2,000,000 | $3,710 | 0.0% | $1.51 | — | NOTE 0.750% 7/1 | 285512AA7 |
| BSX | BOSTON SCIENTIFIC CORP | 207,375 | $3,681 | 0.0% | $9.67 | +63.5% | COM | 101137107 |
| APH | AMPHENOL CORP NEW | 60,680 | $3,576 | 0.0% | $10.42 | +21.2% | CL A | 032095101 |
| HUM | HUMANA INC | 20,019 | $3,564 | 0.0% | $73.31 | +98.0% | COM | 444859102 |
| HCA | HCA HOLDINGS INC | 46,523 | $3,500 | 0.0% | $66.61 | +0.2% | COM | 40412C101 |
| — | MARATHON OIL CORP | 131,052 | $3,422 | 0.0% | $33.21 | — | COM | 565849106 |
| — | JPMORGAN CHASE & CO | 154,700 | $3,405 | 0.0% | $19.84 | — | *W EXP 10/28/201 | 46634E114 |
| NFLX | NETFLIX INC | 8,086 | $3,369 | 0.0% | $3.20 | +89.8% | COM | 64110L106 |
| — | MYLAN N V | 56,582 | $3,358 | 0.0% | $59.35 | — | SHS EURO | N59465109 |
| ZBH | ZIMMER HLDGS INC | 28,041 | $3,295 | 0.0% | $71.15 | +46.7% | COM | 98956P102 |
| — | MEAD JOHNSON NUTRITION CO | 32,469 | $3,264 | 0.0% | $81.89 | — | COM | 582839106 |
| — | ALBANY MOLECULAR RESH INC | 2,500,000 | $3,195 | 0.0% | $1.21 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | CRESCENT PT ENERGY CORP | 142,301 | $3,177 | 0.0% | $36.56 | — | COM | 22576C101 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 4,858 | $3,160 | 0.0% | $8.29 | +64.6% | COM | 169656105 |
| — | GOLDCORP INC NEW | 171,401 | $3,103 | 0.0% | $24.76 | — | COM | 380956409 |
| CMI | CUMMINS INC | 22,381 | $3,103 | 0.0% | $83.56 | +25.4% | COM | 231021106 |
| TRIP | TRIPADVISOR INC | 37,218 | $3,095 | 0.0% | $59.29 | +17.9% | COM | 896945201 |
| — | PIONEER NAT RES CO | 18,812 | $3,076 | 0.0% | $150.46 | — | COM | 723787107 |
| ZTS | ZOETIS INC | 66,410 | $3,074 | 0.0% | $27.93 | +48.4% | CL A | 98978V103 |
| DG | DOLLAR GEN CORP NEW | 40,684 | $3,067 | 0.0% | $45.76 | +34.4% | COM | 256677105 |
| ADI | ANALOG DEVICES INC | 48,063 | $3,028 | 0.0% | $35.20 | +29.1% | COM | 032654105 |
| ESPR | ESPERION THERAPEUTICS INC NE | 32,678 | $3,026 | 0.0% | $64.53 | 0.0% | COM | 29664W105 |
| — | ANNALY CAP MGMT INC | 3,000,000 | $3,011 | 0.0% | $1.01 | — | NOTE 5.000% 5/1 | 035710AB8 |
| — | WHOLE FOODS MKT INC | 54,713 | $2,849 | 0.0% | $52.02 | — | COM | 966837106 |
| — | NATIONAL OILWELL VARCO INC | 56,946 | $2,847 | 0.0% | $69.74 | — | COM | 637071101 |
| IVZ | INVESCO LTD | 71,472 | $2,837 | 0.0% | $22.26 | +8.5% | SHS | G491BT108 |
| — | MICRON TECHNOLOGY INC | 1,000,000 | $2,820 | 0.0% | $2.12 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | MONSTER BEVERAGE CORP | 20,011 | $2,769 | 0.0% | $69.00 | — | COM | 611740101 |
| — | SUSQUEHANNA BANCSHARES INC P | 200,000 | $2,742 | 0.0% | $13.43 | — | COM | 869099101 |
| — | RADIAN GROUP INC | 1,780,000 | $2,733 | 0.0% | $1.41 | — | NOTE 3.000%11/1 | 750236AK7 |
| MU | MICRON TECHNOLOGY INC | 97,783 | $2,653 | 0.0% | $29.16 | 0.0% | COM | 595112103 |
| — | COMPUTER SCIENCES CORP | 39,677 | $2,590 | 0.0% | $54.71 | — | COM | 205363104 |
| — | SPDR S&P OIL & GAS | 50,000 | $2,583 | 0.0% | — | — | Call | 78464A900 |
| WHR | WHIRLPOOL CORP | 12,729 | $2,572 | 0.0% | $129.07 | +57.4% | COM | 963320106 |
| ISRG | INTUITIVE SURGICAL INC | 5,071 | $2,561 | 0.0% | $54.88 | +3.1% | COM NEW | 46120E602 |
| SWKS | SKYWORKS SOLUTIONS INC | 25,842 | $2,540 | 0.0% | $68.73 | 0.0% | COM | 83088M102 |
| — | HESS CORP | 37,110 | $2,519 | 0.0% | $98.43 | — | COM | 42809H107 |
| — | PHARMATHENE INC | 1,520,451 | $2,478 | 0.0% | $1.59 | — | COM | 71714G102 |
| — | TYCO INTL PLC | 57,057 | $2,457 | 0.0% | $43.86 | — | SHS | G91442106 |
| — | YELP INC | 50,000 | $2,368 | 0.0% | — | — | Call | 985817905 |
| AME | AMETEK INC NEW | 45,067 | $2,368 | 0.0% | $42.24 | +12.5% | COM | 031100100 |
| — | KEURIG GREEN MTN INC | 21,046 | $2,351 | 0.0% | $108.39 | — | COM | 49271M100 |
| NEM | NEWMONT MINING CORP | 106,633 | $2,315 | 0.0% | $22.90 | -20.3% | COM | 651639106 |
| — | ALCOA INC | 178,972 | $2,312 | 0.0% | $8.69 | — | COM | 013817101 |
| EW | EDWARDS LIFESCIENCES CORP | 15,809 | $2,252 | 0.0% | $12.16 | +84.5% | COM | 28176E108 |
| PH | PARKER HANNIFIN CORP | 18,946 | $2,250 | 0.0% | $85.22 | +18.9% | COM | 701094104 |
| — | LABORATORY CORP AMER HLDGS | 17,599 | $2,219 | 0.0% | $109.94 | — | COM NEW | 50540R409 |
| — | ENDO INTL PLC | 24,690 | $2,215 | 0.0% | $89.71 | — | SHS | G30401106 |
| PBA | PEMBINA PIPELINE CORP | 69,769 | $2,206 | 0.0% | $18.88 | -4.1% | COM | 706327103 |
| VIPS | VIPSHOP HLDGS LTD | 74,494 | $2,193 | 0.0% | $19.53 | — | SPONSORED ADR | 92763W103 |
| MUR | MURPHY OIL CORP | 46,886 | $2,185 | 0.0% | $34.43 | -7.0% | COM | 626717102 |
| — | SYMANTEC CORP | 93,478 | $2,184 | 0.0% | $22.60 | — | COM | 871503108 |
| NTAP | NETAPP INC | 61,259 | $2,172 | 0.0% | $27.13 | +6.9% | COM | 64110D104 |
| ROK | ROCKWELL AUTOMATION INC | 18,687 | $2,168 | 0.0% | $97.35 | -6.8% | COM | 773903109 |
| — | YAHOO INC | 2,000,000 | $2,168 | 0.0% | $1.14 | — | NOTE 12/0 | 984332AF3 |
| CTAS | CINTAS CORP | 26,338 | $2,150 | 0.0% | $12.75 | +42.2% | COM | 172908105 |
| — | MERITAGE HOMES CORP | 2,000,000 | $2,148 | 0.0% | $1.08 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| RIG | TRANSOCEAN LTD | 147,332 | $2,145 | 0.0% | $49.90 | -67.5% | REG SHS | H8817H100 |
| QSR | RESTAURANT BRANDS INTL INC | 55,402 | $2,124 | 0.0% | $38.08 | +4.6% | COM | 76131D103 |
| GME | GAMESTOP CORP NEW | 54,934 | $2,085 | 0.0% | $6.78 | +3.5% | CL A | 36467W109 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 7,025 | $2,081 | 0.0% | $157.42 | +25.3% | COM | 018581108 |
| — | ARES CAP CORP | 2,000,000 | $2,071 | 0.0% | $1.08 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| MHK | MOHAWK INDS INC | 11,138 | $2,069 | 0.0% | $140.61 | +23.1% | COM | 608190104 |
| NUE | NUCOR CORP | 42,883 | $2,038 | 0.0% | $33.26 | +8.1% | COM | 670346105 |
| — | KANSAS CITY SOUTHERN | 19,373 | $1,978 | 0.0% | $105.51 | — | COM NEW | 485170302 |
| BBY | BEST BUY INC | 52,288 | $1,976 | 0.0% | $17.23 | +48.9% | COM | 086516101 |
| — | THE ADT CORPORATION | 47,197 | $1,960 | 0.0% | $39.51 | — | COM | 00101J106 |
| — | MALLINCKRODT PUB LTD CO | 15,408 | $1,951 | 0.0% | $90.16 | — | SHS | G5785G107 |
| — | LAM RESEARCH CORP | 27,602 | $1,939 | 0.0% | $45.59 | — | COM | 512807108 |
| ADSK | AUTODESK INC | 32,893 | $1,929 | 0.0% | $39.14 | +51.3% | COM | 052769106 |
| HSIC | SCHEIN HENRY INC | 13,796 | $1,926 | 0.0% | $52.84 | +3.9% | COM | 806407102 |
| HOG | HARLEY DAVIDSON INC | 31,663 | $1,923 | 0.0% | $55.05 | +14.2% | COM | 412822108 |
| LNC | LINCOLN NATL CORP IND | 33,473 | $1,923 | 0.0% | $23.78 | +58.5% | COM | 534187109 |
| — | LEVEL 3 COMMUNICATIONS INC | 35,561 | $1,915 | 0.0% | $49.71 | — | COM NEW | 52729N308 |
| — | MICHAEL KORS HLDGS LTD | 29,075 | $1,912 | 0.0% | $62.02 | — | SHS | G60754101 |
| PFG | PRINCIPAL FINL GROUP INC | 37,180 | $1,910 | 0.0% | $24.44 | +37.8% | COM | 74251V102 |
| — | STAPLES INC | 116,575 | $1,898 | 0.0% | $15.49 | — | COM | 855030102 |
| — | NIMBLE STORAGE INC | 85,007 | $1,897 | 0.0% | $22.32 | — | COM | 65440R101 |
| HRB | BLOCK H & R INC | 59,070 | $1,894 | 0.0% | $19.04 | +17.3% | COM | 093671105 |
| — | HANESBRANDS INC | 56,134 | $1,881 | 0.0% | $33.51 | — | COM | 410345102 |
| — | SL GREEN RLTY CORP | 14,563 | $1,870 | 0.0% | $122.55 | — | COM | 78440X101 |
| R | RYDER SYS INC | 19,511 | $1,851 | 0.0% | $74.04 | +24.1% | COM | 783549108 |
| NVDA | NVIDIA CORP | 88,299 | $1,848 | 0.0% | $0.45 | +14.4% | COM | 67066G104 |
| — | XEROX CORP | 143,247 | $1,841 | 0.0% | $9.62 | — | COM | 984121103 |
| EQIX | EQUINIX INC | 7,883 | $1,836 | 0.0% | $175.23 | 0.0% | COM PAR $0.001 | 29444U700 |
| BWA | BORGWARNER INC | 30,184 | $1,826 | 0.0% | $34.47 | +25.5% | COM | 099724106 |
| AEM | AGNICO EAGLE MINES LTD | 65,290 | $1,818 | 0.0% | $25.04 | +1.3% | COM | 008474108 |
| EMN | EASTMAN CHEM CO | 26,211 | $1,815 | 0.0% | $49.51 | +3.2% | COM | 277432100 |
| FMC | F M C CORP | 31,659 | $1,812 | 0.0% | $41.20 | -0.8% | COM NEW | 302491303 |
| TSN | TYSON FOODS INC | 47,207 | $1,808 | 0.0% | $21.59 | +44.1% | CL A | 902494103 |
| A | AGILENT TECHNOLOGIES INC | 43,307 | $1,799 | 0.0% | $28.87 | +28.2% | COM | 00846U101 |
| — | RTI INTL METALS INC | 50,000 | $1,796 | 0.0% | $35.92 | — | COM | 74973W107 |
| AKAM | AKAMAI TECHNOLOGIES INC | 25,047 | $1,779 | 0.0% | $44.73 | +47.8% | COM | 00971T101 |
| VMC | VULCAN MATLS CO | 21,052 | $1,775 | 0.0% | $51.47 | +37.2% | COM | 929160109 |
| — | NIELSEN N V | 39,562 | $1,763 | 0.0% | $37.53 | — | COM | N63218106 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 21,405 | $1,752 | 0.0% | $61.30 | +13.3% | COM | V7780T103 |
| — | B2GOLD CORP | 2,000,000 | $1,744 | 0.0% | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| PHM | PULTE GROUP INC | 78,130 | $1,737 | 0.0% | $18.07 | +5.0% | COM | 745867101 |
| — | STARWOOD HOTELS&RESORTS WRLD | 20,731 | $1,731 | 0.0% | $81.08 | — | COM | 85590A401 |
| CTRA | CABOT OIL & GAS CORP | 58,479 | $1,727 | 0.0% | $25.83 | -20.4% | COM | 127097103 |
| CAE | CAE INC | 147,250 | $1,718 | 0.0% | $11.27 | 0.0% | COM | 124765108 |
| — | FIAT CHRYSLER AUTOMOBILES N | 105,539 | $1,717 | 0.0% | $13.79 | — | SHS | N31738102 |
| — | PEPCO HOLDINGS INC | 63,790 | $1,711 | 0.0% | $25.45 | — | COM | 713291102 |
| AES | AES CORP | 128,939 | $1,657 | 0.0% | $8.44 | -0.6% | COM | 00130H105 |
| EQT | EQT CORP | 19,880 | $1,647 | 0.0% | $38.54 | +1.0% | COM | 26884L109 |
| TAP | MOLSON COORS BREWING CO | 22,112 | $1,646 | 0.0% | $38.97 | +48.3% | CL B | 60871R209 |
| — | COACH INC | 38,993 | $1,615 | 0.0% | $53.81 | — | COM | 189754104 |
| — | TESORO CORP | 17,491 | $1,597 | 0.0% | $55.27 | — | COM | 881609101 |
| MAT | MATTEL INC | 69,801 | $1,595 | 0.0% | $37.18 | -28.6% | COM | 577081102 |
| AMG | AFFILIATED MANAGERS GROUP | 7,378 | $1,585 | 0.0% | $197.54 | +3.4% | COM | 008252108 |
| CF | CF INDS HLDGS INC | 5,540 | $1,572 | 0.0% | $26.82 | +64.0% | COM | 125269100 |
| FCX | FREEPORT-MCMORAN INC | 82,321 | $1,560 | 0.0% | $30.18 | -41.6% | CL B | 35671D857 |
| GAP | GAP INC DEL | 35,957 | $1,558 | 0.0% | $26.27 | +8.5% | COM | 364760108 |
| — | LEGG MASON INC | 28,121 | $1,552 | 0.0% | $40.57 | — | COM | 524901105 |
| UAA | UNDER ARMOUR INC | 19,207 | $1,551 | 0.0% | $27.14 | +35.5% | CL A | 904311107 |
| — | DISCOVERY COMMUNICATNS NEW | 52,210 | $1,539 | 0.0% | $35.68 | — | COM SER C | 25470F302 |
| MAS | MASCO CORP | 57,615 | $1,538 | 0.0% | $15.20 | +27.1% | COM | 574599106 |
| — | ALON USA ENERGY INC | 1,200,000 | $1,534 | 0.0% | $1.28 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | JUNIPER NETWORKS INC | 67,770 | $1,530 | 0.0% | $19.58 | — | COM | 48203R104 |
| — | CABLEVISION SYS CORP | 82,807 | $1,515 | 0.0% | $17.87 | — | CL A NY CABLVS | 12686C109 |
| UHS | UNIVERSAL HLTH SVCS INC | 12,860 | $1,514 | 0.0% | $98.61 | +7.2% | CL B | 913903100 |
| DRI | DARDEN RESTAURANTS INC | 21,656 | $1,502 | 0.0% | $31.32 | +30.8% | COM | 237194105 |
| SEE | SEALED AIR CORP NEW | 32,922 | $1,500 | 0.0% | $19.90 | +86.0% | COM | 81211K100 |
| — | SILVER WHEATON CORP | 78,920 | $1,498 | 0.0% | $19.54 | — | COM | 828336107 |
| — | RED HAT INC | 19,768 | $1,497 | 0.0% | $49.01 | — | COM | 756577102 |
| TECK | TECK RESOURCES LTD | 108,083 | $1,483 | 0.0% | $25.92 | -45.7% | CL B | 878742204 |
| FAST | FASTENAL CO | 35,284 | $1,462 | 0.0% | $8.82 | -8.2% | COM | 311900104 |
| WYNN | WYNN RESORTS LTD | 11,593 | $1,459 | 0.0% | $109.91 | +12.0% | COM | 983134107 |
| — | L-3 COMMUNICATIONS HLDGS INC | 11,558 | $1,454 | 0.0% | $85.72 | — | COM | 502424104 |
| — | CHESAPEAKE ENERGY CORP | 102,069 | $1,445 | 0.0% | $18.62 | — | COM | 165167107 |
| IRM | IRON MTN INC NEW | 39,454 | $1,439 | 0.0% | $20.80 | 0.0% | COM | 46284V101 |
| KMX | CARMAX INC | 20,443 | $1,411 | 0.0% | $46.38 | +40.6% | COM | 143130102 |
| DOV | DOVER CORP | 20,342 | $1,406 | 0.0% | $42.62 | +11.4% | COM | 260003108 |
| — | DUN & BRADSTREET CORP DEL NE | 10,625 | $1,364 | 0.0% | $111.98 | — | COM | 26483E100 |
| — | JACOBS ENGR GROUP INC DEL | 30,034 | $1,356 | 0.0% | $47.97 | — | COM | 469814107 |
| — | QIAGEN NV | 53,551 | $1,350 | 0.0% | $20.60 | — | REG SHS | N72482107 |
| TSCO | TRACTOR SUPPLY CO | 15,862 | $1,349 | 0.0% | $11.98 | +18.9% | COM | 892356106 |
| URI | UNITED RENTALS INC | 14,761 | $1,346 | 0.0% | $104.72 | -16.9% | COM | 911363109 |
| — | LEUCADIA NATL CORP | 59,816 | $1,333 | 0.0% | $25.15 | — | COM | 527288104 |
| OKE | ONEOK INC NEW | 26,838 | $1,295 | 0.0% | $20.78 | +12.1% | COM | 682680103 |
| KLAC | KLA-TENCOR CORP | 22,098 | $1,288 | 0.0% | $34.88 | +49.1% | COM | 482480100 |
| — | XILINX INC | 29,973 | $1,268 | 0.0% | $39.99 | — | COM | 983919101 |
| MCHP | MICROCHIP TECHNOLOGY INC | 25,640 | $1,254 | 0.0% | $14.08 | +37.4% | COM | 595017104 |
| NRG | NRG ENERGY INC | 49,622 | $1,250 | 0.0% | $20.87 | -5.0% | COM NEW | 629377508 |
| XYL | XYLEM INC | 35,568 | $1,246 | 0.0% | $25.78 | +19.4% | COM | 98419M100 |
| KSS | KOHLS CORP | 15,854 | $1,241 | 0.0% | $50.20 | +35.6% | COM | 500255104 |
| FLR | FLUOR CORP NEW | 21,380 | $1,222 | 0.0% | $54.64 | -6.6% | COM | 343412102 |
| DHI | D R HORTON INC | 42,664 | $1,215 | 0.0% | $19.98 | +15.7% | COM | 23331A109 |
| — | FMC TECHNOLOGIES INC | 32,589 | $1,206 | 0.0% | $56.15 | — | COM | 30249U101 |
| CDNA | CAREDX INC | 212,591 | $1,179 | 0.0% | $9.62 | -31.5% | COM | 14167L103 |
| — | HARMAN INTL INDS INC | 8,788 | $1,174 | 0.0% | $58.59 | — | COM | 413086109 |
| FFIV | F5 NETWORKS INC | 10,103 | $1,161 | 0.0% | $81.03 | +45.2% | COM | 315616102 |
| CMA | COMERICA INC | 25,537 | $1,152 | 0.0% | $26.13 | +13.7% | COM | 200340107 |
| — | CITRIX SYS INC | 17,925 | $1,145 | 0.0% | $60.82 | — | COM | 177376100 |
| — | INTERXION HOLDING N.V | 40,000 | $1,128 | 0.0% | $28.20 | — | SHS | N47279109 |
| — | MGIC INVT CORP WIS | 1,000,000 | $1,113 | 0.0% | $1.14 | — | NOTE 5.000% 5/0 | 552848AD5 |
| NI | NISOURCE INC | 24,996 | $1,104 | 0.0% | $7.95 | +51.2% | COM | 65473P105 |
| — | FAMILY DLR STORES INC | 13,688 | $1,085 | 0.0% | $65.84 | — | COM | 307000109 |
| CNH | CNH INDL N V | 131,942 | $1,080 | 0.0% | $5.61 | 0.0% | SHS | N20944109 |
| — | CIMAREX ENERGY CO | 9,350 | $1,076 | 0.0% | $141.89 | — | COM | 171798101 |
| UGI | UGI CORP NEW | 32,884 | $1,072 | 0.0% | $35.06 | 0.0% | COM | 902681105 |
| — | TIFFANY & CO NEW | 12,144 | $1,069 | 0.0% | $74.72 | — | COM | 886547108 |
| ALK | ALASKA AIR GROUP INC | 16,008 | $1,059 | 0.0% | $59.43 | 0.0% | COM | 011659109 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 20,194 | $1,056 | 0.0% | $38.59 | +7.3% | COM | 203668108 |
| — | CONSOL ENERGY INC | 37,598 | $1,049 | 0.0% | $28.09 | — | COM | 20854P109 |
| VMI | VALMONT INDS INC | 8,512 | $1,046 | 0.0% | $122.60 | 0.0% | COM | 920253101 |
| — | OWENS ILL INC | 44,294 | $1,033 | 0.0% | $25.49 | — | COM NEW | 690768403 |
| KGC | KINROSS GOLD CORP | 461,840 | $1,028 | 0.0% | $5.53 | -47.4% | COM NO PAR | 496902404 |
| — | GANNETT INC | 27,492 | $1,019 | 0.0% | $25.47 | — | COM | 364730101 |
| CCJ | CAMECO CORP | 73,142 | $1,019 | 0.0% | $17.58 | -24.0% | COM | 13321L108 |
| GRMN | GARMIN LTD | 21,118 | $1,004 | 0.0% | $26.33 | +40.3% | SHS | H2906T109 |
| — | NEWFIELD EXPL CO | 28,209 | $990 | 0.0% | $24.59 | — | COM | 651290108 |
| — | DISCOVERY COMMUNICATNS NEW | 31,686 | $975 | 0.0% | $61.83 | — | COM SER A | 25470F104 |
| FOSL | FOSSIL GROUP INC | 11,379 | $938 | 0.0% | $97.16 | -5.3% | COM | 34988V106 |
| — | AOL INC | 23,428 | $928 | 0.0% | $39.61 | — | COM | 00184X105 |
| — | CAMERON INTERNATIONAL CORP | 20,482 | $924 | 0.0% | $61.82 | — | COM | 13342B105 |
| — | YAMANA GOLD INC | 257,534 | $923 | 0.0% | $9.45 | — | COM | 98462Y100 |
| MLM | MARTIN MARIETTA MATLS INC | 6,576 | $919 | 0.0% | $116.48 | +1.3% | COM | 573284106 |
| — | FRONTIER COMMUNICATIONS CORP | 130,187 | $918 | 0.0% | $4.49 | — | COM | 35906A108 |
| PVH | PVH CORP | 8,287 | $883 | 0.0% | $113.01 | -5.7% | COM | 693656100 |
| — | QEP RES INC | 42,072 | $877 | 0.0% | $26.09 | — | COM | 74733V100 |
| LAMR | LAMAR ADVERTISING CO NEW | 14,164 | $840 | 0.0% | $53.65 | — | CL A | 512816109 |
| — | TIM PARTICIPACOES S A | 49,992 | $829 | 0.0% | $26.24 | — | SPONSORED ADR | 88706P205 |
| — | YANDEX NV | 1,000,000 | $829 | 0.0% | $0.83 | — | NOTE 1.125%12/1 | 98474TAB3 |
| THC | TENET HEALTHCARE CORP | 16,679 | $826 | 0.0% | $44.85 | +4.2% | COM NEW | 88033G407 |
| HAS | HASBRO INC | 12,940 | $818 | 0.0% | $32.19 | +28.0% | COM | 418056107 |
| TDC | TERADATA CORP DEL | 18,385 | $812 | 0.0% | $51.48 | -15.0% | COM | 88076W103 |
| — | SELECT COMFORT CORP | 23,200 | $800 | 0.0% | $34.48 | — | COM | 81616X103 |
| RRC | RANGE RES CORP | 15,347 | $799 | 0.0% | $76.72 | -35.3% | COM | 75281A109 |
| — | ENSCO PLC | 37,463 | $789 | 0.0% | $55.41 | — | SHS CLASS A | G3157S106 |
| — | E TRADE FINANCIAL CORP | 27,610 | $788 | 0.0% | $14.41 | — | COM NEW | 269246401 |
| OC | OWENS CORNING NEW | 18,100 | $786 | 0.0% | $39.64 | 0.0% | COM | 690742101 |
| — | STANDARD PAC CORP NEW | 86,500 | $779 | 0.0% | $9.01 | — | COM | 85375C101 |
| — | WINDSTREAM HLDGS INC | 104,216 | $771 | 0.0% | $8.35 | — | COM | 97382A101 |
| — | PENN WEST PETE LTD NEW | 453,890 | $749 | 0.0% | $10.52 | — | COM | 707887105 |
| KBH | KB HOME | 47,395 | $740 | 0.0% | $12.32 | 0.0% | COM | 48666K109 |
| — | JOY GLOBAL INC | 18,758 | $735 | 0.0% | $46.57 | — | COM | 481165108 |
| AOS | SMITH A O | 11,200 | $735 | 0.0% | $25.54 | 0.0% | COM | 831865209 |
| AWI | ARMSTRONG WORLD INDS INC NEW | 12,300 | $707 | 0.0% | $49.83 | 0.0% | COM | 04247X102 |
| — | M D C HLDGS INC | 24,300 | $693 | 0.0% | $28.52 | — | COM | 552676108 |
| NVR | NVR INC | 500 | $664 | 0.0% | $1308.45 | 0.0% | COM | 62944T105 |
| WSM | WILLIAMS SONOMA INC | 8,300 | $662 | 0.0% | $30.70 | 0.0% | COM | 969904101 |
| TPH | TRI POINTE HOMES INC | 42,500 | $656 | 0.0% | $15.03 | 0.0% | COM | 87265H109 |
| — | EVERBANK FINL CORP | 36,346 | $655 | 0.0% | $18.02 | — | COM | 29977G102 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 13,700 | $650 | 0.0% | $33.34 | 0.0% | COM | 34964C106 |
| TXT | TEXTRON INC | 14,316 | $635 | 0.0% | $26.90 | +59.2% | COM | 883203101 |
| — | RESTORATION HARDWARE HLDGS I | 6,400 | $635 | 0.0% | $99.22 | — | COM | 761283100 |
| JBLU | JETBLUE AIRWAYS CORP | 32,531 | $626 | 0.0% | $13.88 | +22.6% | COM | 477143101 |
| — | ELDORADO GOLD CORP NEW | 135,866 | $623 | 0.0% | $6.52 | — | COM | 284902103 |
| URBN | URBAN OUTFITTERS INC | 13,599 | $621 | 0.0% | $40.77 | -4.6% | COM | 917047102 |
| — | AARONS INC | 21,900 | $620 | 0.0% | $28.31 | — | COM PAR $0.50 | 002535300 |
| PWR | QUANTA SVCS INC | 21,701 | $619 | 0.0% | $27.79 | -1.0% | COM | 74762E102 |
| — | FLIR SYS INC | 19,723 | $617 | 0.0% | $28.34 | — | COM | 302445101 |
| HELE | HELEN OF TROY CORP LTD | 7,500 | $611 | 0.0% | $76.29 | 0.0% | COM | G4388N106 |
| — | U S G CORP | 22,700 | $606 | 0.0% | $26.70 | — | COM NEW | 903293405 |
| — | NOBLE CORP PLC | 42,005 | $600 | 0.0% | $33.62 | — | SHS USD | G65431101 |
| INGR | INGREDION INC | 7,710 | $600 | 0.0% | $81.81 | 0.0% | COM | 457187102 |
| — | WADDELL & REED FINL INC | 12,100 | $599 | 0.0% | $49.50 | — | CL A | 930059100 |
| — | MEDICINES CO | 500,000 | $595 | 0.0% | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | DIAMOND OFFSHORE DRILLING IN | 22,147 | $593 | 0.0% | $30.52 | — | COM | 25271C102 |
| — | UNITED STATES STL CORP NEW | 22,687 | $554 | 0.0% | $24.42 | — | COM | 912909108 |
| — | UMPQUA HLDGS CORP | 32,081 | $551 | 0.0% | $17.18 | — | COM | 904214103 |
| AGCO | AGCO CORP | 11,525 | $549 | 0.0% | $37.25 | 0.0% | COM | 001084102 |
| SM | SM ENERGY CO | 10,511 | $543 | 0.0% | $61.13 | -36.8% | COM | 78454L100 |
| — | ARRIS GROUP INC NEW | 18,405 | $532 | 0.0% | $28.91 | — | COM | 04270V106 |
| — | SUPERIOR ENERGY SVCS INC | 23,585 | $527 | 0.0% | $22.34 | — | COM | 868157108 |
| — | LEXMARK INTL NEW | 12,426 | $526 | 0.0% | $45.02 | — | CL A | 529771107 |
| — | CON-WAY INC | 11,778 | $520 | 0.0% | $44.15 | — | COM | 205944101 |
| FSLR | FIRST SOLAR INC | 8,640 | $517 | 0.0% | $45.74 | +12.3% | COM | 336433107 |
| DAN | DANA HLDG CORP | 24,286 | $514 | 0.0% | $16.59 | +4.6% | COM | 235825205 |
| CNC | CENTENE CORP DEL | 7,229 | $511 | 0.0% | $30.07 | 0.0% | COM | 15135B101 |
| — | DONNELLEY R R & SONS CO | 26,634 | $511 | 0.0% | $16.44 | — | COM | 257867101 |
| CLH | CLEAN HARBORS INC | 8,987 | $510 | 0.0% | $51.78 | 0.0% | COM | 184496107 |
| — | WESTERN REFNG INC | 10,125 | $500 | 0.0% | $49.38 | — | COM | 959319104 |
| — | OFFICE DEPOT INC | 54,208 | $499 | 0.0% | $9.21 | — | COM | 676220106 |
| — | TUPPERWARE BRANDS CORP | 7,182 | $496 | 0.0% | $69.06 | — | COM | 899896104 |
| — | ENERPLUS CORP | 48,289 | $489 | 0.0% | $14.37 | — | COM | 292766102 |
| FOLD | AMICUS THERAPEUTICS INC | 43,322 | $471 | 0.0% | $8.81 | 0.0% | COM | 03152W109 |
| SGI | TEMPUR SEALY INTL INC | 7,894 | $456 | 0.0% | $13.85 | 0.0% | COM | 88023U101 |
| — | PENNEY J C INC | 52,852 | $444 | 0.0% | $8.40 | — | COM | 708160106 |
| — | SUMMIT MATLS INC | 20,000 | $443 | 0.0% | $22.15 | — | CL A | 86614U100 |
| — | SUNTRUST BKS INC | 40,000 | $442 | 0.0% | $7.72 | — | WAR EXP 12/31/2018 | 867914129 |
| GNW | GENWORTH FINL INC | 58,779 | $430 | 0.0% | $9.97 | -23.7% | COM CL A | 37247D106 |
| AN | AUTONATION INC | 6,270 | $403 | 0.0% | $47.79 | +28.2% | COM | 05329W102 |
| LII | LENNOX INTL INC | 3,561 | $398 | 0.0% | $90.56 | 0.0% | COM | 526107107 |
| — | LYON WILLIAM HOMES | 14,900 | $385 | 0.0% | $25.84 | — | CL A NEW | 552074700 |
| UDR | UDR INC | 10,841 | $369 | 0.0% | $20.83 | +7.7% | COM | 902653104 |
| — | DUKE REALTY CORP | 16,418 | $357 | 0.0% | $21.74 | — | COM NEW | 264411505 |
| CPT | CAMDEN PPTY TR | 4,486 | $350 | 0.0% | $50.04 | 0.0% | SH BEN INT | 133131102 |
| EXR | EXTRA SPACE STORAGE INC | 5,070 | $343 | 0.0% | $43.86 | 0.0% | COM | 30225T102 |
| CHD | CHURCH & DWIGHT INC | 3,873 | $331 | 0.0% | $27.65 | +30.4% | COM | 171340102 |
| — | NEW YORK CMNTY BANCORP INC | 19,596 | $328 | 0.0% | $15.10 | — | COM | 649445103 |
| — | WESTAR ENERGY INC | 8,428 | $327 | 0.0% | $41.20 | — | COM | 95709T100 |
| — | BEMIS INC | 7,036 | $326 | 0.0% | $46.33 | — | COM | 081437105 |
| — | VALSPAR CORP | 3,853 | $324 | 0.0% | $84.09 | — | COM | 920355104 |
| JBHT | HUNT J B TRANS SVCS INC | 3,691 | $315 | 0.0% | $67.91 | +11.1% | COM | 445658107 |
| TOL | TOLL BROTHERS INC | 7,548 | $297 | 0.0% | $36.54 | 0.0% | COM | 889478103 |
| — | KINDER MORGAN INC DEL | 71,749 | $294 | 0.0% | $5.12 | — | *W EXP 05/25/201 | 49456B119 |
| TMHC | TAYLOR MORRISON HOME CORP | 14,000 | $292 | 0.0% | $18.68 | 0.0% | CL A | 87724P106 |
| — | HOVNANIAN ENTERPRISES INC | 78,081 | $278 | 0.0% | $3.67 | — | CL A | 442487203 |
| — | BASIC ENERGY SVCS INC NEW | 37,313 | $259 | 0.0% | $6.94 | — | COM | 06985P100 |
| PBI | PITNEY BOWES INC | 10,257 | $239 | 0.0% | $15.45 | +50.7% | COM | 724479100 |
| — | SUNTRUST BKS INC | 50,000 | $233 | 0.0% | $3.22 | — | WAR EXP 11/14/2018 | 867914111 |
| OHI | OMEGA HEALTHCARE INVS INC | 5,569 | $226 | 0.0% | $40.58 | — | COM | 681936100 |
| — | BIOMED REALTY TRUST INC | 9,978 | $226 | 0.0% | $22.65 | — | COM | 09063H107 |
| REG | REGENCY CTRS CORP | 3,291 | $224 | 0.0% | $44.56 | 0.0% | COM | 758849103 |
| O | REALTY INCOME CORP | 4,317 | $223 | 0.0% | $30.07 | 0.0% | COM | 756109104 |
| — | SENIOR HSG PPTYS TR | 10,028 | $223 | 0.0% | $22.24 | — | SH BEN INT | 81721M109 |
| NNN | NATIONAL RETAIL PPTYS INC | 5,446 | $223 | 0.0% | $40.95 | — | COM | 637417106 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 2,251 | $221 | 0.0% | $65.65 | 0.0% | COM | 015271109 |
| SEDG | SOLAREDGE TECHNOLOGIES INC | 10,000 | $219 | 0.0% | $21.44 | 0.0% | COM | 83417M104 |
| MGM | MGM RESORTS INTERNATIONAL | 9,714 | $204 | 0.0% | $19.77 | 0.0% | COM | 552953101 |
| — | HALCON RES CORP | 52,215 | $80 | 0.0% | $5.43 | — | COM NEW | 40537Q209 |