Location: Toronto, Ontario, Canada
CIK: 0000937567 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 10, 2015
Total Value: $14.58B (98.6% shares, 1.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| MAC | MACERICH CO | 23,286,237 | $1.737B | 11.9% | $81.07 | — | COM | 554382101 |
| EEM | ISHARES TR | 23,010,917 | $912M | 6.3% | $41.61 | — | MSCI EMG MKT ETF | 464287234 |
| — | INC RESH HLDGS INC | 15,394,860 | $618M | 4.2% | $26.20 | — | CL A | 45329R109 |
| JD | JD COM INC | 10,250,000 | $350M | 2.4% | $28.51 | — | SPON ADR CL A | 47215P106 |
| MSFT | MICROSOFT CORP | 7,028,561 | $310M | 2.1% | $31.63 | +24.2% | COM | 594918104 |
| GS | GOLDMAN SACHS GROUP INC | 1,261,170 | $263M | 1.8% | $149.44 | +10.2% | COM | 38141G104 |
| AAPL | APPLE INC | 2,070,754 | $260M | 1.8% | $24.28 | +17.6% | COM | 037833100 |
| XPO | XPO LOGISTICS INC | 5,721,800 | $259M | 1.8% | $13.89 | +16.8% | COM | 983793100 |
| BAC | BANK AMER CORP | 11,516,885 | $196M | 1.3% | $13.18 | -0.3% | COM | 060505104 |
| DIS | DISNEY WALT CO | 1,679,086 | $192M | 1.3% | $56.83 | +76.0% | COM DISNEY | 254687106 |
| — | AIRCASTLE LTD | 7,887,029 | $179M | 1.2% | $16.26 | — | COM | G0129K104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,208,046 | $157M | 1.1% | $79.76 | +58.3% | COM | 883556102 |
| COF | CAPITAL ONE FINL CORP | 1,756,155 | $154M | 1.1% | $48.17 | +43.8% | COM | 14040H105 |
| — | ACE LTD | 1,502,791 | $153M | 1.0% | $89.69 | — | SHS | H0023R105 |
| — | SPRINT CORP | 33,105,095 | $151M | 1.0% | $5.53 | — | COM SER 1 | 85207U105 |
| — | DOW CHEM CO | 2,866,710 | $147M | 1.0% | $38.39 | — | COM | 260543103 |
| MET | METLIFE INC | 2,581,318 | $145M | 1.0% | $26.88 | +23.2% | COM | 59156R108 |
| IBM | INTERNATIONAL BUSINESS MACHS | 816,914 | $133M | 0.9% | $105.54 | -2.4% | COM | 459200101 |
| — | BUNGE LIMITED | 1,485,000 | $130M | 0.9% | $76.49 | — | COM | G16962105 |
| — | TWENTY FIRST CENTY FOX INC | 3,934,345 | $128M | 0.9% | $33.47 | — | CL A | 90130A101 |
| — | 58 COM INC | 1,945,315 | $125M | 0.9% | $64.06 | — | SPON ADR REP A | 31680Q104 |
| — | NOBLE ENERGY INC | 2,834,914 | $121M | 0.8% | $57.77 | — | COM | 655044105 |
| GIS | GENERAL MLS INC | 2,038,688 | $114M | 0.8% | $32.18 | +20.5% | COM | 370334104 |
| C | CITIGROUP INC | 2,047,454 | $113M | 0.8% | $37.54 | +8.0% | COM NEW | 172967424 |
| WFC | WELLS FARGO & CO NEW | 1,957,088 | $110M | 0.8% | $28.81 | +43.6% | COM | 949746101 |
| WDC | WESTERN DIGITAL CORP | 1,393,316 | $109M | 0.7% | $39.77 | +51.6% | COM | 958102105 |
| DVN | DEVON ENERGY CORP NEW | 1,785,274 | $106M | 0.7% | $47.14 | -6.2% | COM | 25179M103 |
| JPM | JPMORGAN CHASE & CO | 1,441,386 | $97.67M | 0.7% | $38.28 | +28.4% | COM | 46625H100 |
| — | PRECISION CASTPARTS CORP | 481,517 | $96.24M | 0.7% | $223.49 | — | COM | 740189105 |
| — | CONSTELLIUM NV | 7,761,770 | $91.82M | 0.6% | $22.62 | — | CL A | N22035104 |
| MDT | MEDTRONIC PLC | 1,215,055 | $90.04M | 0.6% | $58.14 | +1.1% | SHS | G5960L103 |
| — | SUNTRUST BKS INC | 2,077,983 | $89.39M | 0.6% | $31.57 | — | COM | 867914103 |
| AIG | AMERICAN INTL GROUP INC | 1,429,649 | $88.38M | 0.6% | $38.42 | +18.4% | COM NEW | 026874784 |
| PFE | PFIZER INC | 2,627,885 | $88.11M | 0.6% | $17.13 | +21.3% | COM | 717081103 |
| BK | BANK NEW YORK MELLON CORP | 2,078,997 | $87.26M | 0.6% | $21.95 | +48.9% | COM | 064058100 |
| CMCSA | COMCAST CORP NEW | 1,449,789 | $87.19M | 0.6% | $18.22 | +26.1% | CL A | 20030N101 |
| GT | GOODYEAR TIRE & RUBR CO | 2,802,536 | $84.5M | 0.6% | $18.05 | +64.7% | COM | 382550101 |
| — | SOUTHWESTERN ENERGY CO | 3,672,936 | $83.49M | 0.6% | $27.33 | — | COM | 845467109 |
| PG | PROCTER & GAMBLE CO | 1,001,855 | $78.39M | 0.5% | $56.67 | +5.8% | COM | 742718109 |
| DHR | DANAHER CORP DEL | 914,687 | $78.29M | 0.5% | $27.85 | +25.2% | COM | 235851102 |
| BB | BLACKBERRY LTD | 9,474,116 | $77.48M | 0.5% | $10.19 | -4.9% | COM | 09228F103 |
| — | ENCANA CORP | 6,856,979 | $75.58M | 0.5% | $14.18 | — | COM | 292505104 |
| — | STERICYCLE INC | 563,076 | $75.4M | 0.5% | $115.26 | — | COM | 858912108 |
| — | VIACOM INC NEW | 1,144,663 | $73.99M | 0.5% | $68.03 | — | CL B | 92553P201 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 1,155,000 | $72.8M | 0.5% | $44.18 | +29.3% | COM | 33616C100 |
| UBS | UBS GROUP AG | 3,398,261 | $72.11M | 0.5% | $17.25 | +21.1% | SHS | H42097107 |
| AMZN | AMAZON COM INC | 165,624 | $71.9M | 0.5% | $15.25 | +37.1% | COM | 023135106 |
| EOG | EOG RES INC | 767,857 | $67.23M | 0.5% | $72.55 | -6.5% | COM | 26875P101 |
| XLK | SELECT SECTOR SPDR TR | 1,550,000 | $64.17M | 0.4% | $41.44 | — | TECHNOLOGY | 81369Y803 |
| MDLZ | MONDELEZ INTL INC | 1,489,058 | $61.26M | 0.4% | $29.32 | +5.2% | CL A | 609207105 |
| XOM | EXXON MOBIL CORP | 722,537 | $60.12M | 0.4% | $54.32 | -0.0% | COM | 30231G102 |
| AMGN | AMGEN INC | 386,665 | $59.36M | 0.4% | $104.03 | +13.0% | COM | 031162100 |
| ETN | EATON CORP PLC | 85,159 | $57.47M | 0.4% | $49.10 | +12.3% | COMMON USD 0.01 | G29183103 |
| CCL | CARNIVAL CORP | 1,150,958 | $56.85M | 0.4% | $30.91 | +31.3% | PAIRED CTF | 143658300 |
| MGA | MAGNA INTL INC | 968,645 | $54.34M | 0.4% | $36.06 | +13.5% | COM | 559222401 |
| — | GOOGLE INC | 97,336 | $52.56M | 0.4% | $828.86 | — | CL A | 38259P508 |
| — | CHESAPEAKE ENERGY CORP | 54,000,000 | $51.44M | 0.4% | $0.97 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| CSX | CSX CORP | 1,541,847 | $50.34M | 0.3% | $6.98 | +40.8% | COM | 126408103 |
| JNJ | JOHNSON & JOHNSON | 502,208 | $48.95M | 0.3% | $62.98 | +18.3% | COM | 478160104 |
| — | PLATFORM SPECIALTY PRODS COR | 1,886,792 | $48.26M | 0.3% | $25.58 | — | COM | 72766Q105 |
| GM | GENERAL MTRS CO | 1,422,587 | $47.41M | 0.3% | $25.79 | +7.9% | COM | 37045V100 |
| — | GENERAL ELECTRIC CO | 1,767,399 | $46.96M | 0.3% | $25.73 | — | COM | 369604103 |
| — | TIME WARNER CABLE INC | 262,063 | $46.69M | 0.3% | $117.29 | — | COM | 88732J207 |
| — | GOOGLE INC | 86,145 | $44.84M | 0.3% | $566.18 | — | CL C | 38259P706 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 327,524 | $44.58M | 0.3% | $116.72 | +22.2% | CL B NEW | 084670702 |
| SU | SUNCOR ENERGY INC NEW | 1,601,913 | $44.11M | 0.3% | $21.26 | -2.5% | COM | 867224107 |
| TSLA | TESLA MTRS INC | 160,000 | $42.92M | 0.3% | $13.76 | +14.9% | COM | 88160R101 |
| RF | REGIONS FINL CORP NEW | 4,135,107 | $42.84M | 0.3% | $5.90 | +17.4% | COM | 7591EP100 |
| HD | HOME DEPOT INC | 381,574 | $42.4M | 0.3% | $63.00 | +38.2% | COM | 437076102 |
| CNQ | CANADIAN NAT RES LTD | 1,549,165 | $42.09M | 0.3% | $9.45 | +1.5% | COM | 136385101 |
| CVS | CVS HEALTH CORP | 393,782 | $41.3M | 0.3% | $59.96 | +25.5% | COM | 126650100 |
| MU | MICRON TECHNOLOGY INC | 2,130,277 | $40.13M | 0.3% | $26.15 | -0.6% | COM | 595112103 |
| NEE | NEXTERA ENERGY INC | 386,269 | $37.87M | 0.3% | $14.96 | +29.0% | COM | 65339F101 |
| AXP | AMERICAN EXPRESS CO | 485,106 | $37.7M | 0.3% | $67.95 | +0.2% | COM | 025816109 |
| — | CANADIAN PAC RY LTD | 227,606 | $36.47M | 0.3% | $183.65 | — | COM | 13645T100 |
| — | MCGRAW HILL FINL INC | 360,180 | $36.18M | 0.2% | $60.86 | — | COM | 580645109 |
| PNR | PENTAIR PLC | 514,936 | $35.4M | 0.2% | $41.45 | -14.6% | SHS | G7S00T104 |
| T | AT&T INC | 994,297 | $35.32M | 0.2% | $12.21 | 0.0% | COM | 00206R102 |
| — | CHESAPEAKE ENERGY CORP | 35,239,000 | $35.06M | 0.2% | $1.00 | — | NOTE 2.750%11/1 | 165167BW6 |
| XHB | SPDR SERIES TRUST | 940,045 | $34.42M | 0.2% | $36.68 | — | S&P HOMEBUILD | 78464A888 |
| KO | COCA COLA CO | 859,649 | $33.72M | 0.2% | $28.25 | +2.8% | COM | 191216100 |
| — | TIME WARNER INC | 381,640 | $33.36M | 0.2% | $78.97 | — | COM NEW | 887317303 |
| — | PANDORA MEDIA INC | 2,075,743 | $32.26M | 0.2% | $16.21 | — | COM | 698354107 |
| — | CEMPRA INC | 936,382 | $32.17M | 0.2% | $10.67 | — | COM | 15130J109 |
| PEP | PEPSICO INC | 343,033 | $32.02M | 0.2% | $60.03 | +15.5% | COM | 713448108 |
| MRK | MERCK & CO INC NEW | 547,049 | $31.14M | 0.2% | $32.59 | +23.4% | COM | 58933Y105 |
| ABT | ABBOTT LABS | 620,461 | $30.45M | 0.2% | $31.75 | +23.9% | COM | 002824100 |
| CVX | CHEVRON CORP NEW | 305,900 | $29.51M | 0.2% | $71.04 | -6.5% | COM | 166764100 |
| MS | MORGAN STANLEY | 756,508 | $29.34M | 0.2% | $25.36 | +12.0% | COM NEW | 617446448 |
| — | DIRECTV | 315,060 | $29.23M | 0.2% | $83.80 | — | COM | 25490A309 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 488,000 | $28.84M | 0.2% | $59.10 | — | ADR | 881624209 |
| META | FACEBOOK INC | 325,040 | $27.88M | 0.2% | $55.81 | +45.3% | CL A | 30303M102 |
| TXN | TEXAS INSTRS INC | 506,536 | $26.09M | 0.2% | $26.50 | +55.7% | COM | 882508104 |
| CSCO | CISCO SYS INC | 945,992 | $25.98M | 0.2% | $16.33 | +26.4% | COM | 17275R102 |
| AWI | ARMSTRONG WORLD INDS INC NEW | 485,300 | $25.86M | 0.2% | $51.82 | +0.1% | COM | 04247X102 |
| UPS | UNITED PARCEL SERVICE INC | 262,506 | $25.44M | 0.2% | $63.78 | +6.2% | CL B | 911312106 |
| EPI | WISDOMTREE TR | 1,160,390 | $25.15M | 0.2% | $21.67 | — | INDIA ERNGS FD | 97717W422 |
| — | BONANZA CREEK ENERGY INC | 1,346,153 | $24.57M | 0.2% | $24.66 | — | COM | 097793103 |
| IWM | ISHARES TR | 193,200 | $24.12M | 0.2% | $124.86 | — | RUSSELL 2000 ETF | 464287655 |
| — | PALL CORP | 187,325 | $23.31M | 0.2% | $93.49 | — | COM | 696429307 |
| KR | KROGER CO | 319,237 | $23.15M | 0.2% | $25.79 | +14.5% | COM | 501044101 |
| UNH | UNITEDHEALTH GROUP INC | 187,346 | $22.86M | 0.2% | $60.78 | +63.9% | COM | 91324P102 |
| ORCL | ORACLE CORP | 565,652 | $22.8M | 0.2% | $32.61 | +13.5% | COM | 68389X105 |
| V | VISA INC | 338,842 | $22.75M | 0.2% | $57.11 | +10.2% | COM CL A | 92826C839 |
| PM | PHILIP MORRIS INTL INC | 278,680 | $22.34M | 0.2% | $49.25 | -1.9% | COM | 718172109 |
| XLV | SELECT SECTOR SPDR TR | 300,000 | $22.32M | 0.2% | $74.39 | — | SBI HEALTHCARE | 81369Y209 |
| — | VIMPELCOM LTD | 4,392,748 | $21.83M | 0.1% | $9.60 | — | SPONSORED ADR | 92719A106 |
| MRSH | MARSH & MCLENNAN COS INC | 384,428 | $21.8M | 0.1% | $44.34 | +8.4% | COM | 571748102 |
| — | BAKER HUGHES INC | 344,691 | $21.27M | 0.1% | $57.71 | — | COM | 057224107 |
| INDA | ISHARES TR | 690,700 | $20.9M | 0.1% | $30.26 | — | MSCI INDIA ETF | 46429B598 |
| UNP | UNION PAC CORP | 218,466 | $20.84M | 0.1% | $85.11 | -3.7% | COM | 907818108 |
| MMM | 3M CO | 134,809 | $20.8M | 0.1% | $72.08 | +31.6% | COM | 88579Y101 |
| CVE | CENOVUS ENERGY INC | 1,280,561 | $20.49M | 0.1% | $21.15 | -32.7% | COM | 15135U109 |
| WMT | WAL-MART STORES INC | 288,439 | $20.46M | 0.1% | $20.50 | +1.8% | COM | 931142103 |
| F | FORD MTR CO DEL | 1,356,446 | $20.36M | 0.1% | $7.74 | +13.1% | COM PAR $0.01 | 345370860 |
| — | PNC FINL SVCS GROUP INC | 707,600 | $20.33M | 0.1% | $15.10 | — | *W EXP 12/31/201 | 693475121 |
| MO | ALTRIA GROUP INC | 415,130 | $20.3M | 0.1% | $18.96 | +33.2% | COM | 02209S103 |
| — | UNITED TECHNOLOGIES CORP | 181,212 | $20.1M | 0.1% | $108.01 | — | COM | 913017109 |
| MCD | MCDONALDS CORP | 210,005 | $19.96M | 0.1% | $72.10 | +2.9% | COM | 580135101 |
| BA | BOEING CO | 143,192 | $19.86M | 0.1% | $96.52 | +33.5% | COM | 097023105 |
| DB | DEUTSCHE BANK AG | 661,166 | $19.85M | 0.1% | $28.94 | -14.7% | NAMEN AKT | D18190898 |
| — | WELLS FARGO & CO NEW | 882,600 | $19.85M | 0.1% | $13.67 | — | *W EXP 10/28/201 | 949746119 |
| FLS | FLOWSERVE CORP | 372,726 | $19.63M | 0.1% | $56.58 | -20.2% | COM | 34354P105 |
| SBUX | STARBUCKS CORP | 363,808 | $19.51M | 0.1% | $36.23 | +13.0% | COM | 855244109 |
| LLY | LILLY ELI & CO | 230,488 | $19.24M | 0.1% | $48.04 | +31.5% | COM | 532457108 |
| — | ALLERGAN PLC | 63,149 | $19.16M | 0.1% | $303.46 | — | SHS | G0177J108 |
| BMY | BRISTOL MYERS SQUIBB CO | 281,813 | $18.75M | 0.1% | $31.84 | +44.5% | COM | 110122108 |
| PRU | PRUDENTIAL FINL INC | 209,615 | $18.35M | 0.1% | $49.39 | +7.8% | COM | 744320102 |
| HON | HONEYWELL INTL INC | 179,620 | $18.32M | 0.1% | $60.54 | +23.5% | COM | 438516106 |
| ABBV | ABBVIE INC | 272,580 | $18.32M | 0.1% | $31.35 | +35.0% | COM | 00287Y109 |
| — | INGERSOLL-RAND PLC | 266,409 | $17.96M | 0.1% | $56.52 | — | SHS | G47791101 |
| BIDU | BAIDU INC | 90,000 | $17.92M | 0.1% | $143.28 | — | SPON ADR REP A | 056752108 |
| — | HOSPIRA INC | 201,276 | $17.86M | 0.1% | $87.99 | — | COM | 441060100 |
| USB | US BANCORP DEL | 408,593 | $17.73M | 0.1% | $24.75 | +20.8% | COM NEW | 902973304 |
| SLB | SCHLUMBERGER LTD | 202,388 | $17.44M | 0.1% | $56.69 | +17.8% | COM | 806857108 |
| D | DOMINION RES INC VA NEW | 253,288 | $16.94M | 0.1% | $37.88 | +17.7% | COM | 25746U109 |
| BIIB | BIOGEN INC | 41,509 | $16.77M | 0.1% | $224.90 | +78.4% | COM | 09062X103 |
| — | MINDRAY MEDICAL INTL LTD | 587,335 | $16.74M | 0.1% | $29.46 | — | SPON ADR | 602675100 |
| LOW | LOWES COS INC | 242,169 | $16.22M | 0.1% | $42.85 | +37.2% | COM | 548661107 |
| GILD | GILEAD SCIENCES INC | 136,667 | $16M | 0.1% | $71.97 | +5.6% | COM | 375558103 |
| — | ALTERA CORP | 307,672 | $15.75M | 0.1% | $44.86 | — | COM | 021441100 |
| MA | MASTERCARD INC | 166,630 | $15.58M | 0.1% | $72.81 | +18.3% | CL A | 57636Q104 |
| — | CITY NATL CORP | 170,000 | $15.37M | 0.1% | $89.62 | — | COM | 178566105 |
| MFC | MANULIFE FINL CORP | 818,515 | $15.22M | 0.1% | $16.74 | +11.0% | COM | 56501R106 |
| — | EXPRESS SCRIPTS HLDG CO | 170,586 | $15.17M | 0.1% | $70.96 | — | COM | 30219G108 |
| COST | COSTCO WHSL CORP NEW | 109,776 | $14.83M | 0.1% | $99.98 | +20.3% | COM | 22160K105 |
| MCK | MCKESSON CORP | 65,461 | $14.72M | 0.1% | $152.84 | +39.4% | COM | 58155Q103 |
| — | NORDSTROM INC | 193,303 | $14.4M | 0.1% | $61.66 | — | COM | 655664100 |
| — | ADAMAS PHARMACEUTICALS INC | 547,683 | $14.36M | 0.1% | $18.28 | — | COM | 00548A106 |
| — | CELGENE CORP | 124,067 | $14.36M | 0.1% | $102.41 | — | COM | 151020104 |
| — | CHESAPEAKE ENERGY CORP | 15,000,000 | $14.29M | 0.1% | $0.96 | — | NOTE 2.500% 5/1 | 165167CA3 |
| TGT | TARGET CORP | 173,236 | $14.14M | 0.1% | $51.46 | +14.8% | COM | 87612E106 |
| — | DU PONT E I DE NEMOURS & CO | 220,321 | $14.09M | 0.1% | $62.03 | — | COM | 263534109 |
| PNC | PNC FINL SVCS GROUP INC | 144,967 | $13.87M | 0.1% | $55.03 | +23.0% | COM | 693475105 |
| — | MONSANTO CO NEW | 129,549 | $13.81M | 0.1% | $110.12 | — | COM | 61166W101 |
| — | AVON PRODS INC | 2,127,723 | $13.32M | 0.1% | $13.36 | — | COM | 054303102 |
| NKE | NIKE INC | 123,032 | $13.29M | 0.1% | $30.81 | +45.4% | CL B | 654106103 |
| DUK | DUKE ENERGY CORP NEW | 186,307 | $13.16M | 0.1% | $46.27 | +5.3% | COM NEW | 26441C204 |
| KMB | KIMBERLY CLARK CORP | 123,024 | $13.04M | 0.1% | $70.75 | +7.2% | COM | 494368103 |
| — | E M C CORP MASS | 490,047 | $12.93M | 0.1% | $24.57 | — | COM | 268648102 |
| — | GILEAD SCIENCES INC | 2,500,000 | $12.89M | 0.1% | $2.34 | — | NOTE 1.625% 5/0 | 375558AP8 |
| FDX | FEDEX CORP | 75,416 | $12.85M | 0.1% | $118.61 | +25.1% | COM | 31428X106 |
| — | BLACKROCK INC | 35,863 | $12.41M | 0.1% | $346.83 | — | COM | 09247X101 |
| RSG | REPUBLIC SVCS INC | 316,448 | $12.39M | 0.1% | $26.48 | +25.8% | COM | 760759100 |
| GD | GENERAL DYNAMICS CORP | 86,298 | $12.23M | 0.1% | $81.18 | +35.9% | COM | 369550108 |
| NSC | NORFOLK SOUTHERN CORP | 134,877 | $11.78M | 0.1% | $74.19 | +4.4% | COM | 655844108 |
| — | SPDR SERIES TRUST | 250,000 | $11.66M | 0.1% | $46.66 | — | S&P OILGAS EXP | 78464A730 |
| LNC | LINCOLN NATL CORP IND | 193,250 | $11.44M | 0.1% | $36.90 | +7.4% | COM | 534187109 |
| EL | LAUDER ESTEE COS INC | 131,072 | $11.36M | 0.1% | $67.51 | +11.5% | CL A | 518439104 |
| CAG | CONAGRA FOODS INC | 256,607 | $11.22M | 0.1% | $19.03 | +9.5% | COM | 205887102 |
| BAX | BAXTER INTL INC | 160,403 | $11.22M | 0.1% | $31.15 | +1.0% | COM | 071813109 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 7,500,000 | $11.18M | 0.1% | $1.40 | — | NOTE 1.750%12/0 | 874054AC3 |
| YUM | YUM BRANDS INC | 123,922 | $11.16M | 0.1% | $41.92 | +24.0% | COM | 988498101 |
| ADP | AUTOMATIC DATA PROCESSING IN | 137,311 | $11.02M | 0.1% | $56.71 | +19.2% | COM | 053015103 |
| AMT | AMERICAN TOWER CORP NEW | 117,891 | $11M | 0.1% | $67.21 | +8.6% | COM | 03027X100 |
| SO | SOUTHERN CO | 261,334 | $10.95M | 0.1% | $27.91 | -0.4% | COM | 842587107 |
| EBAY | EBAY INC | 180,150 | $10.85M | 0.1% | $20.86 | +6.4% | COM | 278642103 |
| CME | CME GROUP INC | 116,517 | $10.84M | 0.1% | $51.50 | +19.6% | COM | 12572Q105 |
| — | SPRINGLEAF HLDGS INC | 235,000 | $10.79M | 0.1% | $50.90 | — | COM | 85172J101 |
| — | PRAXAIR INC | 89,730 | $10.73M | 0.1% | $118.29 | — | COM | 74005P104 |
| — | XL GROUP PLC | 287,842 | $10.71M | 0.1% | $36.09 | — | SHS | G98290102 |
| AFL | AFLAC INC | 171,826 | $10.69M | 0.1% | $22.23 | +10.8% | COM | 001055102 |
| — | OMNICARE INC | 3,000,000 | $10.64M | 0.1% | $1.85 | — | NOTE 3.750%12/1 | 681904AN8 |
| CAH | CARDINAL HEALTH INC | 127,113 | $10.63M | 0.1% | $51.59 | +27.0% | COM | 14149Y108 |
| NWSA | NEWS CORP NEW | 726,018 | $10.59M | 0.1% | $14.11 | -4.4% | CL A | 65249B109 |
| — | TWENTY FIRST CENTY FOX INC | 325,000 | $10.47M | 0.1% | $33.91 | — | CL B | 90130A200 |
| — | WHOLE FOODS MKT INC | 265,265 | $10.46M | 0.1% | $42.03 | — | COM | 966837106 |
| — | BB&T CORP | 258,932 | $10.44M | 0.1% | $37.03 | — | COM | 054937107 |
| ALLE | ALLEGION PUB LTD CO | 173,098 | $10.41M | 0.1% | $39.36 | +38.5% | ORD SHS | G0176J109 |
| EMR | EMERSON ELEC CO | 186,664 | $10.35M | 0.1% | $42.01 | +5.3% | COM | 291011104 |
| — | REYNOLDS AMERICAN INC | 138,214 | $10.32M | 0.1% | $62.49 | — | COM | 761713106 |
| ECL | ECOLAB INC | 90,871 | $10.28M | 0.1% | $86.56 | +18.1% | COM | 278865100 |
| INTU | INTUIT | 101,338 | $10.21M | 0.1% | $72.14 | +30.0% | COM | 461202103 |
| PPG | PPG INDS INC | 88,991 | $10.21M | 0.1% | $86.78 | +8.8% | COM | 693506107 |
| ITW | ILLINOIS TOOL WKS INC | 110,512 | $10.14M | 0.1% | $61.95 | +19.4% | COM | 452308109 |
| COR | AMERISOURCEBERGEN CORP | 95,371 | $10.14M | 0.1% | $61.79 | +34.3% | COM | 03073E105 |
| SYK | STRYKER CORP | 106,020 | $10.13M | 0.1% | $71.39 | +17.4% | COM | 863667101 |
| KMI | KINDER MORGAN INC DEL | 263,419 | $10.11M | 0.1% | $22.65 | +7.4% | COM | 49456B101 |
| BDX | BECTON DICKINSON & CO | 71,086 | $10.07M | 0.1% | $108.63 | +8.1% | COM | 075887109 |
| CCI | CROWN CASTLE INTL CORP NEW | 122,120 | $9.806M | 0.1% | $52.46 | +2.0% | COM | 22822V101 |
| AVAL | GRUPO AVAL ACCIONES Y VALORE | 1,000,000 | $9.79M | 0.1% | $13.55 | — | SPONSORED ADS | 40053W101 |
| — | RAYTHEON CO | 102,059 | $9.765M | 0.1% | $77.66 | — | COM NEW | 755111507 |
| ACN | ACCENTURE PLC IRELAND | 100,888 | $9.764M | 0.1% | $66.75 | +20.9% | SHS CLASS A | G1151C101 |
| ALL | ALLSTATE CORP | 150,080 | $9.736M | 0.1% | $47.30 | +14.8% | COM | 020002101 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 43,332 | $9.689M | 0.1% | $37.62 | +7.6% | COM | 45866F104 |
| PSA | PUBLIC STORAGE | 52,120 | $9.609M | 0.1% | $115.10 | +9.7% | COM | 74460D109 |
| — | TRANSCANADA CORP | 233,865 | $9.509M | 0.1% | $43.01 | — | COM | 89353D107 |
| OXY | OCCIDENTAL PETE CORP DEL | 120,877 | $9.401M | 0.1% | $58.31 | -2.5% | COM | 674599105 |
| WEC | WEC ENERGY GROUP INC | 207,041 | $9.311M | 0.1% | $33.96 | 0.0% | COM | 92939U106 |
| SHW | SHERWIN WILLIAMS CO | 33,689 | $9.265M | 0.1% | $72.59 | +18.2% | COM | 824348106 |
| — | PORTOLA PHARMACEUTICALS INC | 203,156 | $9.254M | 0.1% | $26.70 | — | COM | 737010108 |
| STT | STATE STR CORP | 120,051 | $9.244M | 0.1% | $49.58 | +16.2% | COM | 857477103 |
| AEP | AMERICAN ELEC PWR INC | 173,842 | $9.208M | 0.1% | $35.97 | +5.6% | COM | 025537101 |
| MKC | MCCORMICK & CO INC | 113,524 | $9.19M | 0.1% | $30.14 | +5.5% | COM NON VTG | 579780206 |
| TJX | TJX COS INC NEW | 138,220 | $9.146M | 0.1% | $22.94 | +25.0% | COM | 872540109 |
| — | HEWLETT PACKARD CO | 304,663 | $9.143M | 0.1% | $24.92 | — | COM | 428236103 |
| LEG | LEGGETT & PLATT INC | 187,588 | $9.132M | 0.1% | $43.81 | +6.6% | COM | 524660107 |
| FISV | FISERV INC | 109,336 | $9.056M | 0.1% | $32.96 | +22.0% | COM | 337738108 |
| VFC | V F CORP | 129,442 | $9.027M | 0.1% | $61.30 | +10.3% | COM | 918204108 |
| EQR | EQUITY RESIDENTIAL | 128,286 | $9.002M | 0.1% | $38.74 | +11.9% | SH BEN INT | 29476L107 |
| AZO | AUTOZONE INC | 13,434 | $8.959M | 0.1% | $549.25 | +24.6% | COM | 053332102 |
| — | VIPSHOP HLDGS LTD | 7,000,000 | $8.925M | 0.1% | $1.26 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| — | DISCOVER FINL SVCS | 154,825 | $8.921M | 0.1% | $52.95 | — | COM | 254709108 |
| MHK | MOHAWK INDS INC | 46,733 | $8.921M | 0.1% | $174.40 | +6.1% | COM | 608190104 |
| — | ISHARES | 100,000 | $8.88M | 0.1% | — | — | Put | 464288953 |
| ROP | ROPER TECHNOLOGIES INC | 51,481 | $8.878M | 0.1% | $141.09 | +15.1% | COM | 776696106 |
| — | CIGNA CORPORATION | 54,545 | $8.836M | 0.1% | $107.45 | — | COM | 125509109 |
| — | CAPITAL ONE FINL CORP | 191,600 | $8.816M | 0.1% | $24.23 | — | *W EXP 11/14/201 | 14040H139 |
| ELV | ANTHEM INC | 53,404 | $8.766M | 0.1% | $113.90 | +20.7% | COM | 036752103 |
| — | AETNA INC NEW | 68,409 | $8.719M | 0.1% | $109.88 | — | COM | 00817Y108 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 109,664 | $8.715M | 0.1% | $73.29 | +12.0% | COM | 23918K108 |
| SPG | SIMON PPTY GROUP INC NEW | 49,792 | $8.615M | 0.1% | $89.32 | +21.1% | COM | 828806109 |
| — | MEAD JOHNSON NUTRITION CO | 95,483 | $8.614M | 0.1% | $87.38 | — | COM | 582839106 |
| MCO | MOODYS CORP | 79,777 | $8.613M | 0.1% | $74.75 | +29.4% | COM | 615369105 |
| IP | INTL PAPER CO | 179,699 | $8.552M | 0.1% | $30.16 | +4.5% | COM | 460146103 |
| SWK | STANLEY BLACK & DECKER INC | 81,210 | $8.547M | 0.1% | $68.02 | +14.1% | COM | 854502101 |
| FXI | ISHARES TR | 185,000 | $8.529M | 0.1% | $46.10 | — | CHINA LG-CAP ETF | 464287184 |
| SRE | SEMPRA ENERGY | 86,117 | $8.52M | 0.1% | $34.44 | +9.9% | COM | 816851109 |
| — | DELPHI AUTOMOTIVE PLC | 99,959 | $8.506M | 0.1% | $60.76 | — | SHS | G27823106 |
| — | HEALTH CARE REIT INC | 129,197 | $8.479M | 0.1% | $71.50 | — | COM | 42217K106 |
| PCG | PG&E CORP | 172,448 | $8.467M | 0.1% | $43.68 | +8.6% | COM | 69331C108 |
| TROW | PRICE T ROWE GROUP INC | 108,892 | $8.464M | 0.1% | $52.07 | +5.9% | COM | 74144T108 |
| OMC | OMNICOM GROUP INC | 120,898 | $8.401M | 0.1% | $49.23 | +7.1% | COM | 681919106 |
| BF/B | BROWN FORMAN CORP | 83,769 | $8.392M | 0.1% | $28.02 | +12.4% | CL B | 115637209 |
| — | L BRANDS INC | 97,638 | $8.371M | 0.1% | $76.55 | — | COM | 501797104 |
| WM | WASTE MGMT INC DEL | 179,914 | $8.339M | 0.1% | $42.81 | -4.4% | COM | 94106L109 |
| BAP | CREDICORP LTD | 60,000 | $8.335M | 0.1% | $111.78 | +0.7% | COM | G2519Y108 |
| WY | WEYERHAEUSER CO | 263,297 | $8.294M | 0.1% | $21.37 | -1.0% | COM | 962166104 |
| EWY | ISHARES | 150,000 | $8.267M | 0.1% | $60.51 | — | MSCI STH KOR ETF | 464286772 |
| DLTR | DOLLAR TREE INC | 104,602 | $8.263M | 0.1% | $67.32 | +17.4% | COM | 256746108 |
| HIG | HARTFORD FINL SVCS GROUP INC | 198,319 | $8.244M | 0.1% | $28.92 | +15.1% | COM | 416515104 |
| AVB | AVALONBAY CMNTYS INC | 51,407 | $8.218M | 0.1% | $106.49 | +9.5% | COM | 053484101 |
| ENB | ENBRIDGE INC | 175,497 | $8.212M | 0.1% | $23.39 | +16.1% | COM | 29250N105 |
| — | ST JUDE MED INC | 112,248 | $8.202M | 0.1% | $58.40 | — | COM | 790849103 |
| CAT | CATERPILLAR INC DEL | 96,660 | $8.199M | 0.1% | $63.23 | +4.2% | COM | 149123101 |
| PLD | PROLOGIS INC | 220,036 | $8.163M | 0.1% | $30.09 | -1.2% | COM | 74340W103 |
| — | MALLINCKRODT PUB LTD CO | 69,048 | $8.128M | 0.1% | $111.57 | — | SHS | G5785G107 |
| SYY | SYSCO CORP | 225,013 | $8.123M | 0.1% | $27.41 | +3.1% | COM | 871829107 |
| FIS | FIDELITY NATL INFORMATION SV | 130,389 | $8.058M | 0.1% | $47.42 | +12.4% | COM | 31620M106 |
| PGR | PROGRESSIVE CORP OHIO | 288,878 | $8.039M | 0.1% | $18.89 | +6.4% | COM | 743315103 |
| MOS | MOSAIC CO NEW | 170,852 | $8.004M | 0.1% | $40.56 | -9.6% | COM | 61945C103 |
| BEN | FRANKLIN RES INC | 163,015 | $7.993M | 0.1% | $31.18 | +0.3% | COM | 354613101 |
| PRGO | PERRIGO CO PLC | 43,068 | $7.96M | 0.1% | $153.40 | +24.3% | SHS | G97822103 |
| PTEN | PATTERSON UTI ENERGY INC | 422,613 | $7.951M | 0.1% | $18.39 | +12.8% | COM | 703481101 |
| FITB | FIFTH THIRD BANCORP | 379,337 | $7.898M | 0.1% | $12.55 | +11.7% | COM | 316773100 |
| PAYX | PAYCHEX INC | 168,225 | $7.886M | 0.1% | $31.66 | +11.9% | COM | 704326107 |
| EIX | EDISON INTL | 141,764 | $7.879M | 0.1% | $38.05 | +3.7% | COM | 281020107 |
| MTB | M & T BK CORP | 62,607 | $7.821M | 0.1% | $83.97 | +8.8% | COM | 55261F104 |
| L | LOEWS CORP | 202,691 | $7.806M | 0.1% | $39.50 | -2.1% | COM | 540424108 |
| — | BROADCOM CORP | 151,477 | $7.8M | 0.1% | $41.67 | — | CL A | 111320107 |
| NWL | NEWELL RUBBERMAID INC | 189,667 | $7.797M | 0.1% | $23.59 | +11.9% | COM | 651229106 |
| — | DR PEPPER SNAPPLE GROUP INC | 106,768 | $7.783M | 0.1% | $67.59 | — | COM | 26138E109 |
| — | ROCKWELL COLLINS INC | 83,933 | $7.751M | 0.1% | $64.95 | — | COM | 774341101 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 34,220 | $7.733M | 0.1% | $10.47 | +41.6% | COM | 67103H107 |
| HP | HELMERICH & PAYNE INC | 109,142 | $7.686M | 0.1% | $68.03 | +8.6% | COM | 423452101 |
| CLX | CLOROX CO DEL | 73,760 | $7.673M | 0.1% | $74.69 | +7.2% | COM | 189054109 |
| BXP | BOSTON PROPERTIES INC | 63,061 | $7.633M | 0.1% | $79.62 | +7.9% | COM | 101121101 |
| PPL | PPL CORP | 258,506 | $7.618M | 0.1% | $18.45 | +5.2% | COM | 69351T106 |
| EFX | EQUIFAX INC | 78,379 | $7.61M | 0.1% | $73.05 | +20.6% | COM | 294429105 |
| CBRE | CBRE GROUP INC | 205,297 | $7.596M | 0.1% | $32.15 | +18.1% | CL A | 12504L109 |
| — | BARD C R INC | 44,448 | $7.587M | 0.1% | $149.73 | — | COM | 067383109 |
| NTRS | NORTHERN TR CORP | 99,233 | $7.587M | 0.1% | $47.11 | +19.0% | COM | 665859104 |
| — | GENERAL GROWTH PPTYS INC NEW | 294,280 | $7.551M | 0.1% | $26.30 | — | COM | 370023103 |
| VNO | VORNADO RLTY TR | 79,086 | $7.508M | 0.1% | $100.88 | — | SH BEN INT | 929042109 |
| GWW | GRAINGER W W INC | 31,631 | $7.485M | 0.1% | $201.14 | +1.5% | COM | 384802104 |
| XEL | XCEL ENERGY INC | 230,496 | $7.417M | 0.1% | $22.81 | +5.4% | COM | 98389B100 |
| ADM | ARCHER DANIELS MIDLAND CO | 153,715 | $7.412M | 0.1% | $28.75 | +28.1% | COM | 039483102 |
| STZ | CONSTELLATION BRANDS INC | 63,383 | $7.354M | 0.1% | $79.83 | +26.8% | CL A | 21036P108 |
| ED | CONSOLIDATED EDISON INC | 126,553 | $7.325M | 0.1% | $41.16 | -0.3% | COM | 209115104 |
| DGX | QUEST DIAGNOSTICS INC | 100,890 | $7.317M | 0.1% | $55.24 | +8.1% | COM | 74834L100 |
| — | HCP INC | 200,547 | $7.314M | 0.1% | $42.99 | — | COM | 40414L109 |
| HBAN | HUNTINGTON BANCSHARES INC | 643,960 | $7.283M | 0.0% | $6.58 | +11.0% | COM | 446150104 |
| ESS | ESSEX PPTY TR INC | 34,007 | $7.226M | 0.0% | $145.41 | +7.7% | COM | 297178105 |
| — | NABORS INDUSTRIES LTD | 500,000 | $7.215M | 0.0% | $14.08 | — | SHS | G6359F103 |
| HRL | HORMEL FOODS CORP | 127,734 | $7.2M | 0.0% | $20.25 | +8.6% | COM | 440452100 |
| GPC | GENUINE PARTS CO | 80,158 | $7.177M | 0.0% | $65.05 | +4.1% | COM | 372460105 |
| VTR | VENTAS INC | 115,059 | $7.144M | 0.0% | $51.79 | -5.5% | COM | 92276F100 |
| ETR | ENTERGY CORP NEW | 100,587 | $7.091M | 0.0% | $24.48 | +0.6% | COM | 29364G103 |
| EXPD | EXPEDITORS INTL WASH INC | 153,620 | $7.083M | 0.0% | $39.38 | +4.2% | COM | 302130109 |
| SNA | SNAP ON INC | 44,392 | $7.069M | 0.0% | $101.56 | +18.7% | COM | 833034101 |
| RVTY | PERKINELMER INC | 134,263 | $7.068M | 0.0% | $43.92 | +14.8% | COM | 714046109 |
| ES | EVERSOURCE ENERGY | 154,735 | $7.027M | 0.0% | $36.01 | -6.6% | COM | 30040W108 |
| AVY | AVERY DENNISON CORP | 114,299 | $6.965M | 0.0% | $42.44 | +12.3% | COM | 053611109 |
| — | CENTURYLINK INC | 236,968 | $6.962M | 0.0% | $33.83 | — | COM | 156700106 |
| — | LINEAR TECHNOLOGY CORP | 157,109 | $6.949M | 0.0% | $44.19 | — | COM | 535678106 |
| — | POLYPORE INTL INC | 115,000 | $6.886M | 0.0% | $59.88 | — | COM | 73179V103 |
| — | CTRIP COM INTL LTD | 6,000,000 | $6.863M | 0.0% | $0.98 | — | NOTE 1.250%10/1 | 22943FAD2 |
| NDAQ | NASDAQ OMX GROUP INC | 140,363 | $6.851M | 0.0% | $12.92 | +9.2% | COM | 631103108 |
| PCAR | PACCAR INC | 107,292 | $6.846M | 0.0% | $25.48 | +12.8% | COM | 693718108 |
| — | CA INC | 232,405 | $6.807M | 0.0% | $31.45 | — | COM | 12673P105 |
| CRM | SALESFORCE COM INC | 97,490 | $6.788M | 0.0% | $61.72 | +14.0% | COM | 79466L302 |
| — | PRECISION DRILLING CORP | 1,007,070 | $6.784M | 0.0% | $6.49 | — | COM 2010 | 74022D308 |
| — | TOTAL SYS SVCS INC | 161,478 | $6.745M | 0.0% | $36.41 | — | COM | 891906109 |
| CL | COLGATE PALMOLIVE CO | 102,916 | $6.732M | 0.0% | $45.36 | +16.8% | COM | 194162103 |
| UNM | UNUM GROUP | 187,856 | $6.716M | 0.0% | $32.45 | +7.8% | COM | 91529Y106 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 170,446 | $6.695M | 0.0% | $25.05 | +14.1% | COM | 744573106 |
| — | DENTSPLY INTL INC NEW | 129,843 | $6.693M | 0.0% | $49.10 | — | COM | 249030107 |
| — | COCA COLA ENTERPRISES INC NE | 153,377 | $6.663M | 0.0% | $42.29 | — | COM | 19122T109 |
| WU | WESTERN UN CO | 327,709 | $6.662M | 0.0% | $19.93 | — | COM | 959802109 |
| PSX | PHILLIPS 66 | 82,421 | $6.64M | 0.0% | $42.89 | +25.2% | COM | 718546104 |
| LYB | LYONDELLBASELL INDUSTRIES N | 64,082 | $6.634M | 0.0% | $39.48 | +42.2% | SHS - A - | N53745100 |
| — | INTERDIGITAL INC | 6,000,000 | $6.611M | 0.0% | $1.08 | — | NOTE 2.500% 3/1 | 458660AB3 |
| MNST | MONSTER BEVERAGE CORP NEW | 48,706 | $6.528M | 0.0% | $22.33 | 0.0% | COM | 61174X109 |
| — | YELP INC | 150,000 | $6.455M | 0.0% | — | — | Call | 985817905 |
| RCI | ROGERS COMMUNICATIONS INC | 181,505 | $6.441M | 0.0% | $46.84 | -25.5% | CL B | 775109200 |
| WAT | WATERS CORP | 50,000 | $6.419M | 0.0% | $104.60 | +24.1% | Call | 941848103 |
| — | ANADARKO PETE CORP | 81,694 | $6.377M | 0.0% | $86.03 | — | COM | 032511107 |
| DTE | DTE ENERGY CO | 85,170 | $6.357M | 0.0% | $45.56 | +2.8% | COM | 233331107 |
| — | TORCHMARK CORP | 108,881 | $6.339M | 0.0% | $55.89 | — | COM | 891027104 |
| — | HARRIS CORP DEL | 82,066 | $6.312M | 0.0% | $74.33 | — | COM | 413875105 |
| NFLX | NETFLIX INC | 9,607 | $6.311M | 0.0% | $4.02 | +108.4% | COM | 64110L106 |
| — | CATAMARAN CORP | 102,545 | $6.27M | 0.0% | $48.84 | — | COM | 148887102 |
| CINF | CINCINNATI FINL CORP | 124,267 | $6.236M | 0.0% | $37.48 | +2.0% | COM | 172062101 |
| SJM | SMUCKER J M CO | 57,239 | $6.205M | 0.0% | $77.21 | +9.2% | COM NEW | 832696405 |
| — | BED BATH & BEYOND INC | 89,332 | $6.162M | 0.0% | $75.05 | — | COM | 075896100 |
| — | PEOPLES UNITED FINANCIAL INC | 379,474 | $6.151M | 0.0% | $15.16 | — | COM | 712704105 |
| — | ALEXION PHARMACEUTICALS INC | 33,981 | $6.143M | 0.0% | $112.27 | — | COM | 015351109 |
| — | SHAW COMMUNICATIONS INC | 281,827 | $6.14M | 0.0% | $23.75 | — | CL B CONV | 82028K200 |
| — | AIRGAS INC | 57,928 | $6.128M | 0.0% | $104.10 | — | COM | 009363102 |
| — | AVAGO TECHNOLOGIES LTD | 45,852 | $6.095M | 0.0% | $86.09 | — | SHS | Y0486S104 |
| AIZ | ASSURANT INC | 90,821 | $6.085M | 0.0% | $50.37 | +3.6% | COM | 04621X108 |
| WMB | WILLIAMS COS INC DEL | 106,009 | $6.084M | 0.0% | $20.67 | +35.8% | COM | 969457100 |
| RHI | ROBERT HALF INTL INC | 109,509 | $6.078M | 0.0% | $55.08 | +3.8% | COM | 770323103 |
| HAL | HALLIBURTON CO | 140,510 | $6.052M | 0.0% | $35.11 | +6.9% | COM | 406216101 |
| — | SCRIPPS NETWORKS INTERACT IN | 92,515 | $6.048M | 0.0% | $68.99 | — | CL A COM | 811065101 |
| AEE | AMEREN CORP | 159,234 | $6M | 0.0% | $28.80 | +1.0% | COM | 023608102 |
| SCHW | SCHWAB CHARLES CORP NEW | 183,042 | $5.976M | 0.0% | $18.86 | +47.2% | COM | 808513105 |
| REGN | REGENERON PHARMACEUTICALS | 11,704 | $5.971M | 0.0% | $426.20 | +14.0% | COM | 75886F107 |
| — | PATTERSON COMPANIES INC | 122,614 | $5.965M | 0.0% | $47.63 | — | COM | 703395103 |
| APD | AIR PRODS & CHEMS INC | 43,583 | $5.963M | 0.0% | $79.12 | +32.6% | COM | 009158106 |
| — | VARIAN MED SYS INC | 70,452 | $5.941M | 0.0% | $88.46 | — | COM | 92220P105 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 96,821 | $5.915M | 0.0% | $38.51 | +44.5% | CL A | 192446102 |
| — | TOTAL S A | 120,000 | $5.9M | 0.0% | $51.20 | — | SPONSORED ADR | 89151E109 |
| MSI | MOTOROLA SOLUTIONS INC | 102,869 | $5.899M | 0.0% | $53.00 | -4.8% | COM NEW | 620076307 |
| — | PLUM CREEK TIMBER CO INC | 142,867 | $5.796M | 0.0% | $43.80 | — | COM | 729251108 |
| PNW | PINNACLE WEST CAP CORP | 101,375 | $5.767M | 0.0% | $41.09 | -3.3% | COM | 723484101 |
| — | CERNER CORP | 83,505 | $5.767M | 0.0% | $71.97 | — | COM | 156782104 |
| GLW | CORNING INC | 291,169 | $5.745M | 0.0% | $12.86 | +25.3% | COM | 219350105 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 52,338 | $5.72M | 0.0% | $81.61 | +9.4% | COM | 459506101 |
| EXC | EXELON CORP | 181,188 | $5.693M | 0.0% | $15.68 | +4.8% | COM | 30161N101 |
| DAL | DELTA AIR LINES INC DEL | 138,253 | $5.679M | 0.0% | $22.36 | +71.7% | COM NEW | 247361702 |
| — | KELLOGG CO | 89,658 | $5.622M | 0.0% | $40.71 | +1.1% | COM | 487836108 |
| ADBE | ADOBE SYS INC | 69,380 | $5.62M | 0.0% | $46.77 | +66.8% | COM | 00724F101 |
| KEY | KEYCORP NEW | 370,847 | $5.57M | 0.0% | $8.36 | +15.3% | COM | 493267108 |
| FE | FIRSTENERGY CORP | 170,593 | $5.553M | 0.0% | $23.96 | -6.4% | COM | 337932107 |
| CMS | CMS ENERGY CORP | 170,927 | $5.442M | 0.0% | $23.84 | +2.7% | COM | 125896100 |
| APH | AMPHENOL CORP NEW | 93,315 | $5.409M | 0.0% | $11.31 | +14.7% | CL A | 032095101 |
| KIM | KIMCO RLTY CORP | 237,719 | $5.358M | 0.0% | $14.95 | -2.5% | COM | 49446R109 |
| HSY | HERSHEY CO | 60,183 | $5.346M | 0.0% | $75.65 | -3.4% | COM | 427866108 |
| — | WYNDHAM WORLDWIDE CORP | 64,919 | $5.318M | 0.0% | $82.38 | — | COM | 98310W108 |
| — | YAHOO INC | 135,300 | $5.316M | 0.0% | $39.86 | — | COM | 984332106 |
| — | INTERPUBLIC GROUP COS INC | 273,660 | $5.273M | 0.0% | $13.31 | +5.4% | COM | 460690100 |
| — | TECO ENERGY INC | 294,410 | $5.199M | 0.0% | $19.19 | — | COM | 872375100 |
| ZTS | ZOETIS INC | 107,579 | $5.187M | 0.0% | $34.07 | +29.1% | CL A | 98978V103 |
| AMP | AMERIPRISE FINL INC | 41,480 | $5.182M | 0.0% | $73.17 | +39.1% | COM | 03076C106 |
| ZBH | ZIMMER BIOMET HLDGS INC | 46,970 | $5.131M | 0.0% | $83.36 | +21.7% | COM | 98956P102 |
| CPB | CAMPBELL SOUP CO | 107,516 | $5.123M | 0.0% | $32.60 | +2.9% | COM | 134429109 |
| — | KEURIG GREEN MTN INC | 66,296 | $5.08M | 0.0% | $86.71 | — | COM | 49271M100 |
| — | FREESCALE SEMICONDUCTOR LTD | 125,000 | $4.996M | 0.0% | $39.97 | — | SHS | G3727Q101 |
| — | JOHNSON CTLS INC | 100,318 | $4.969M | 0.0% | $49.53 | — | COM | 478366107 |
| HUM | HUMANA INC | 25,846 | $4.944M | 0.0% | $95.30 | +79.3% | COM | 444859102 |
| — | MYLAN N V | 72,210 | $4.9M | 0.0% | $61.19 | — | SHS EURO | N59465109 |
| — | APARTMENT INVT & MGMT CO | 132,442 | $4.891M | 0.0% | $38.50 | — | CL A | 03748R101 |
| — | SCANA CORP NEW | 95,668 | $4.846M | 0.0% | $54.17 | — | COM | 80589M102 |
| — | AON PLC | 48,578 | $4.842M | 0.0% | $70.34 | — | SHS CL A | G0408V102 |
| — | CBS CORP NEW | 86,810 | $4.818M | 0.0% | $50.71 | — | CL B | 124857202 |
| BSX | BOSTON SCIENTIFIC CORP | 271,707 | $4.809M | 0.0% | $11.61 | +53.9% | COM | 101137107 |
| — | TE CONNECTIVITY LTD | 73,590 | $4.732M | 0.0% | $50.64 | — | REG SHS | H84989104 |
| VRTX | VERTEX PHARMACEUTICALS INC | 38,249 | $4.723M | 0.0% | $85.46 | +47.4% | COM | 92532F100 |
| M | MACYS INC | 69,850 | $4.713M | 0.0% | $53.35 | +26.7% | COM | 55616P104 |
| — | MEADWESTVACO CORP | 98,916 | $4.668M | 0.0% | $46.60 | — | COM | 583334107 |
| HCA | HCA HOLDINGS INC | 51,380 | $4.661M | 0.0% | $67.35 | +10.6% | COM | 40412C101 |
| NAVI | NAVIENT CORP | 255,242 | $4.648M | 0.0% | $19.54 | +0.2% | COM | 63938C108 |
| — | WHITEWAVE FOODS CO | 93,696 | $4.58M | 0.0% | $48.88 | — | COM | 966244105 |
| CMI | CUMMINS INC | 34,854 | $4.572M | 0.0% | $90.45 | +13.7% | COM | 231021106 |
| ROST | ROSS STORES INC | 93,717 | $4.556M | 0.0% | $39.40 | +14.9% | COM | 778296103 |
| MAS | MASCO CORP | 169,909 | $4.531M | 0.0% | $18.52 | +9.2% | COM | 574599106 |
| — | MERITOR INC | 2,830,000 | $4.486M | 0.0% | $1.65 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| BALL | BALL CORP | 63,926 | $4.484M | 0.0% | $27.23 | +18.9% | COM | 058498106 |
| AAL | AMERICAN AIRLS GROUP INC | 110,668 | $4.42M | 0.0% | $47.72 | -9.2% | COM | 02376R102 |
| ZION | ZIONS BANCORPORATION | 139,011 | $4.412M | 0.0% | $26.23 | +12.2% | COM | 989701107 |
| MPC | MARATHON PETE CORP | 82,272 | $4.304M | 0.0% | $32.42 | +12.9% | COM | 56585A102 |
| CM | CDN IMPERIAL BK COMM TORONTO | 56,775 | $4.188M | 0.0% | $21.67 | +7.5% | COM | 136069101 |
| — | ELECTRONIC ARTS INC | 2,000,000 | $4.183M | 0.0% | $1.51 | — | NOTE 0.750% 7/1 | 285512AA7 |
| — | ARES CAP CORP | 4,000,000 | $4.14M | 0.0% | $1.06 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| — | CLECO CORP NEW | 75,800 | $4.082M | 0.0% | $53.85 | — | COM | 12561W105 |
| CHRW | C H ROBINSON WORLDWIDE INC | 64,201 | $4.006M | 0.0% | $52.33 | -2.3% | COM NEW | 12541W209 |
| — | AGL RES INC | 85,918 | $4M | 0.0% | $49.06 | — | COM | 001204106 |
| AMAT | APPLIED MATLS INC | 206,796 | $3.975M | 0.0% | $13.38 | +34.6% | COM | 038222105 |
| RIG | TRANSOCEAN LTD | 242,391 | $3.916M | 0.0% | $37.40 | -51.8% | REG SHS | H8817H100 |
| — | APACHE CORP | 67,354 | $3.882M | 0.0% | $83.27 | — | COM | 037411105 |
| WAT | WATERS CORP | 29,834 | $3.83M | 0.0% | $104.60 | +24.1% | COM | 941848103 |
| — | JPMORGAN CHASE & CO | 154,700 | $3.829M | 0.0% | $19.84 | — | *W EXP 10/28/201 | 46634E114 |
| DHI | D R HORTON INC | 139,216 | $3.809M | 0.0% | $22.70 | +5.3% | COM | 23331A109 |
| ADI | ANALOG DEVICES INC | 58,323 | $3.743M | 0.0% | $38.20 | +36.8% | COM | 032654105 |
| CTAS | CINTAS CORP | 43,930 | $3.716M | 0.0% | $15.16 | +23.8% | COM | 172908105 |
| CNP | CENTERPOINT ENERGY INC | 195,207 | $3.715M | 0.0% | $15.09 | -6.9% | COM | 15189T107 |
| — | LABORATORY CORP AMER HLDGS | 30,549 | $3.703M | 0.0% | $114.72 | — | COM NEW | 50540R409 |
| — | PIONEER NAT RES CO | 26,592 | $3.688M | 0.0% | $147.02 | — | COM | 723787107 |
| RL | RALPH LAUREN CORP | 27,774 | $3.676M | 0.0% | $124.01 | -11.9% | CL A | 751212101 |
| BMO | BANK MONTREAL QUE | 61,930 | $3.672M | 0.0% | $36.47 | +11.8% | COM | 063671101 |
| GIL | GILDAN ACTIVEWEAR INC | 110,456 | $3.672M | 0.0% | $22.26 | +22.8% | COM | 375916103 |
| — | HUDSON CITY BANCORP | 370,342 | $3.659M | 0.0% | $10.32 | — | COM | 443683107 |
| HSIC | SCHEIN HENRY INC | 25,719 | $3.655M | 0.0% | $53.98 | +2.5% | COM | 806407102 |
| AME | AMETEK INC NEW | 66,489 | $3.642M | 0.0% | $44.71 | +11.6% | COM | 031100100 |
| HST | HOST HOTELS & RESORTS INC | 182,970 | $3.628M | 0.0% | $14.35 | -8.8% | COM | 44107P104 |
| — | AGRIUM INC | 34,107 | $3.615M | 0.0% | $91.45 | — | COM | 008916108 |
| LUV | SOUTHWEST AIRLS CO | 109,218 | $3.614M | 0.0% | $15.25 | +126.9% | COM | 844741108 |
| DG | DOLLAR GEN CORP NEW | 45,944 | $3.572M | 0.0% | $48.06 | +37.0% | COM | 256677105 |
| — | GROUPE CGI INC | 90,388 | $3.535M | 0.0% | $35.13 | — | CL A SUB VTG | 39945C109 |
| VMC | VULCAN MATLS CO | 42,098 | $3.533M | 0.0% | $65.64 | +21.6% | COM | 929160109 |
| — | ALBANY MOLECULAR RESH INC | 2,500,000 | $3.508M | 0.0% | $1.21 | — | NOTE 2.250%11/1 | 012423AB5 |
| — | MARATHON OIL CORP | 130,840 | $3.472M | 0.0% | $33.21 | — | COM | 565849106 |
| — | BROOKFIELD ASSET MGMT INC | 98,620 | $3.446M | 0.0% | $35.83 | — | CL A LTD VT SH | 112585104 |
| MTG | MGIC INVT CORP WIS | 300,000 | $3.414M | 0.0% | $10.68 | 0.0% | COM | 552848103 |
| — | SL GREEN RLTY CORP | 30,934 | $3.399M | 0.0% | $115.84 | — | COM | 78440X101 |
| — | QIHOO 360 TECHNOLOGY CO LTD | 50,000 | $3.385M | 0.0% | $67.70 | — | ADS | 74734M109 |
| TAC | TRANSALTA CORP | 435,190 | $3.371M | 0.0% | $10.86 | -17.1% | COM | 89346D107 |
| WHR | WHIRLPOOL CORP | 19,333 | $3.346M | 0.0% | $149.14 | +25.9% | COM | 963320106 |
| — | SANDISK CORP | 2,500,000 | $3.245M | 0.0% | $1.52 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | POTASH CORP SASK INC | 104,815 | $3.245M | 0.0% | $32.25 | — | COM | 73755L107 |
| HRB | BLOCK H & R INC | 109,352 | $3.242M | 0.0% | $19.97 | +5.5% | COM | 093671105 |
| TD | TORONTO DOMINION BK ONT | 76,057 | $3.234M | 0.0% | $40.89 | +9.5% | COM NEW | 891160509 |
| BNS | BANK N S HALIFAX | 62,108 | $3.207M | 0.0% | $32.31 | -4.0% | COM | 064149107 |
| PFG | PRINCIPAL FINL GROUP INC | 61,991 | $3.18M | 0.0% | $28.67 | +22.1% | COM | 74251V102 |
| PH | PARKER HANNIFIN CORP | 27,226 | $3.167M | 0.0% | $90.17 | +12.6% | COM | 701094104 |
| SWKS | SKYWORKS SOLUTIONS INC | 30,357 | $3.16M | 0.0% | $70.64 | +15.5% | COM | 83088M102 |
| — | SYMANTEC CORP | 133,795 | $3.111M | 0.0% | $22.80 | — | COM | 871503108 |
| FMC | F M C CORP | 58,915 | $3.096M | 0.0% | $40.21 | -2.9% | COM NEW | 302491303 |
| — | NATIONAL OILWELL VARCO INC | 64,015 | $3.091M | 0.0% | $67.37 | — | COM | 637071101 |
| IVZ | INVESCO LTD | 81,963 | $3.073M | 0.0% | $22.60 | +10.2% | SHS | G491BT108 |
| KSS | KOHLS CORP | 48,911 | $3.062M | 0.0% | $63.20 | +9.9% | COM | 500255104 |
| A | AGILENT TECHNOLOGIES INC | 79,267 | $3.058M | 0.0% | $33.05 | +15.2% | COM | 00846U101 |
| — | COMPANHIA BRASILEIRA DE DIST | 127,905 | $3.028M | 0.0% | $45.46 | — | SPN ADR PFD CL A | 20440T201 |
| SLF | SUN LIFE FINL INC | 90,262 | $3.018M | 0.0% | $29.24 | +12.7% | COM | 866796105 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 4,947 | $2.993M | 0.0% | $8.37 | +51.2% | COM | 169656105 |
| ISRG | INTUITIVE SURGICAL INC | 6,170 | $2.989M | 0.0% | $55.07 | +1.6% | COM NEW | 46120E602 |
| — | RADIAN GROUP INC | 1,780,000 | $2.966M | 0.0% | $1.41 | — | NOTE 3.000%11/1 | 750236AK7 |
| ROK | ROCKWELL AUTOMATION INC | 23,517 | $2.931M | 0.0% | $97.44 | +0.4% | COM | 773903109 |
| — | TYCO INTL PLC | 75,627 | $2.91M | 0.0% | $42.54 | — | SHS | G91442106 |
| — | ENDO INTL PLC | 36,147 | $2.879M | 0.0% | $86.52 | — | SHS | G30401106 |
| — | SINA CORP | 3,000,000 | $2.871M | 0.0% | $0.93 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | DUN & BRADSTREET CORP DEL NE | 23,276 | $2.84M | 0.0% | $117.43 | — | COM | 26483E100 |
| — | STAPLES INC | 181,628 | $2.781M | 0.0% | $15.43 | — | COM | 855030102 |
| BWA | BORGWARNER INC | 48,399 | $2.751M | 0.0% | $38.59 | +17.7% | COM | 099724106 |
| — | PEPCO HOLDINGS INC | 101,638 | $2.738M | 0.0% | $26.00 | — | COM | 713291102 |
| — | PHARMATHENE INC | 1,520,451 | $2.737M | 0.0% | $1.59 | — | COM | 71714G102 |
| — | WASTE CONNECTIONS INC | 57,308 | $2.7M | 0.0% | $47.11 | — | COM | 941053100 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 9,146 | $2.67M | 0.0% | $168.82 | +22.4% | COM | 018581108 |
| — | COMPUTER SCIENCES CORP | 40,090 | $2.632M | 0.0% | $54.83 | — | COM | 205363104 |
| KMX | CARMAX INC | 39,753 | $2.632M | 0.0% | $58.48 | +21.9% | COM | 143130102 |
| — | CITRIX SYS INC | 37,486 | $2.63M | 0.0% | $65.69 | — | COM | 177376100 |
| O | REALTY INCOME CORP | 59,088 | $2.623M | 0.0% | $27.96 | -0.6% | COM | 756109104 |
| BABA | ALIBABA GROUP HLDG LTD | 31,744 | $2.612M | 0.0% | $88.85 | — | SPONSORED ADS | 01609W102 |
| NUE | NUCOR CORP | 59,119 | $2.605M | 0.0% | $34.35 | +8.4% | COM | 670346105 |
| NTAP | NETAPP INC | 81,799 | $2.582M | 0.0% | $26.96 | -1.9% | COM | 64110D104 |
| CTRA | CABOT OIL & GAS CORP | 81,825 | $2.581M | 0.0% | $25.37 | -4.6% | COM | 127097103 |
| AMG | AFFILIATED MANAGERS GROUP | 11,775 | $2.574M | 0.0% | $204.16 | +5.4% | COM | 008252108 |
| — | XILINX INC | 57,660 | $2.546M | 0.0% | $41.99 | — | COM | 983919101 |
| — | KRAFT FOODS GROUP INC | 29,782 | $2.536M | 0.0% | $55.91 | — | COM | 50076Q106 |
| URI | UNITED RENTALS INC | 28,733 | $2.518M | 0.0% | $98.90 | -6.2% | COM | 911363109 |
| — | SIGMA ALDRICH CORP | 17,992 | $2.507M | 0.0% | $128.42 | — | COM | 826552101 |
| — | HESS CORP | 37,133 | $2.483M | 0.0% | $98.43 | — | COM | 42809H107 |
| — | ALCOA INC | 218,822 | $2.44M | 0.0% | $9.13 | — | COM | 013817101 |
| NVDA | NVIDIA CORP | 120,881 | $2.431M | 0.0% | $0.47 | +12.0% | COM | 67066G104 |
| XYL | XYLEM INC | 65,169 | $2.416M | 0.0% | $28.53 | +11.6% | COM | 98419M100 |
| — | STARWOOD HOTELS&RESORTS WRLD | 29,478 | $2.39M | 0.0% | $81.08 | — | COM | 85590A401 |
| EW | EDWARDS LIFESCIENCES CORP | 16,775 | $2.389M | 0.0% | $12.76 | +76.9% | COM | 28176E108 |
| — | THE ADT CORPORATION | 70,448 | $2.365M | 0.0% | $37.55 | — | COM | 00101J106 |
| R | RYDER SYS INC | 26,947 | $2.354M | 0.0% | $79.65 | +18.5% | COM | 783549108 |
| EQIX | EQUINIX INC | 9,257 | $2.351M | 0.0% | $178.74 | +11.3% | COM PAR $0.001 | 29444U700 |
| AKAM | AKAMAI TECHNOLOGIES INC | 33,570 | $2.344M | 0.0% | $52.21 | +42.1% | COM | 00971T101 |
| — | PINNACLE FOODS INC DEL | 51,400 | $2.341M | 0.0% | $45.54 | — | COM | 72348P104 |
| NEM | NEWMONT MINING CORP | 100,109 | $2.339M | 0.0% | $22.90 | -14.6% | COM | 651639106 |
| — | LEVEL 3 COMMUNICATIONS INC | 43,611 | $2.297M | 0.0% | $50.26 | — | COM NEW | 52729N308 |
| — | RED HAT INC | 30,080 | $2.284M | 0.0% | $58.24 | — | COM | 756577102 |
| — | LEGG MASON INC | 43,214 | $2.227M | 0.0% | $44.40 | — | COM | 524901105 |
| QRVO | QORVO INC | 26,812 | $2.152M | 0.0% | $77.52 | 0.0% | COM | 74736K101 |
| — | JUNIPER NETWORKS INC | 82,425 | $2.141M | 0.0% | $20.71 | — | COM | 48203R104 |
| — | RITE AID CORP | 255,900 | $2.137M | 0.0% | $8.35 | — | COM | 767754104 |
| ADSK | AUTODESK INC | 42,588 | $2.133M | 0.0% | $43.24 | +32.2% | COM | 052769106 |
| — | MERITAGE HOMES CORP | 2,000,000 | $2.129M | 0.0% | $1.08 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| GME | GAMESTOP CORP NEW | 49,375 | $2.121M | 0.0% | $6.78 | +14.2% | CL A | 36467W109 |
| — | SUSQUEHANNA BANCSHARES INC P | 150,000 | $2.118M | 0.0% | $13.43 | — | COM | 869099101 |
| — | SANDISK CORP | 36,268 | $2.112M | 0.0% | $58.23 | — | COM | 80004C101 |
| NI | NISOURCE INC | 46,149 | $2.104M | 0.0% | $10.12 | +25.4% | COM | 65473P105 |
| MUR | MURPHY OIL CORP | 50,454 | $2.097M | 0.0% | $34.14 | -11.0% | COM | 626717102 |
| BBY | BEST BUY INC | 64,073 | $2.089M | 0.0% | $18.51 | +30.7% | COM | 086516101 |
| DOV | DOVER CORP | 29,585 | $2.076M | 0.0% | $44.71 | +10.3% | COM | 260003108 |
| — | MICHAEL KORS HLDGS LTD | 49,158 | $2.069M | 0.0% | $53.88 | — | SHS | G60754101 |
| — | CIMAREX ENERGY CO | 18,568 | $2.048M | 0.0% | $126.20 | — | COM | 171798101 |
| — | LAM RESEARCH CORP | 25,118 | $2.043M | 0.0% | $45.59 | — | COM | 512807108 |
| — | MICRON TECHNOLOGY INC | 1,000,000 | $2.007M | 0.0% | $2.12 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | TREEHOUSE FOODS INC | 24,500 | $1.985M | 0.0% | $81.02 | — | COM | 89469A104 |
| TXT | TEXTRON INC | 43,967 | $1.962M | 0.0% | $38.92 | +14.9% | COM | 883203101 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 24,881 | $1.958M | 0.0% | $62.12 | +8.1% | COM | V7780T103 |
| GAP | GAP INC DEL | 51,190 | $1.954M | 0.0% | $26.53 | +2.3% | COM | 364760108 |
| — | FIAT CHRYSLER AUTOMOBILES N | 133,472 | $1.954M | 0.0% | $13.96 | — | SHS | N31738102 |
| — | KANSAS CITY SOUTHERN | 21,365 | $1.948M | 0.0% | $104.18 | — | COM NEW | 485170302 |
| WYNN | WYNN RESORTS LTD | 19,608 | $1.935M | 0.0% | $105.05 | -6.7% | COM | 983134107 |
| EQT | EQT CORP | 23,746 | $1.931M | 0.0% | $39.28 | +9.7% | COM | 26884L109 |
| CNH | CNH INDL N V | 209,967 | $1.914M | 0.0% | $5.90 | +8.2% | SHS | N20944109 |
| CF | CF INDS HLDGS INC | 29,635 | $1.905M | 0.0% | $41.74 | +8.2% | COM | 125269100 |
| — | CABLEVISION SYS CORP | 79,252 | $1.897M | 0.0% | $17.87 | — | CL A NY CABLVS | 12686C109 |
| — | DEAN FOODS CO NEW | 116,658 | $1.886M | 0.0% | $16.17 | — | COM NEW | 242370203 |
| LEN | LENNAR CORP | 36,852 | $1.881M | 0.0% | $41.74 | 0.0% | CL A | 526057104 |
| — | COACH INC | 53,877 | $1.865M | 0.0% | $48.51 | — | COM | 189754104 |
| HOG | HARLEY DAVIDSON INC | 32,898 | $1.854M | 0.0% | $55.13 | +3.7% | COM | 412822108 |
| — | VERISIGN INC | 1,000,000 | $1.848M | 0.0% | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| CAE | CAE INC | 153,104 | $1.824M | 0.0% | $11.27 | +0.5% | COM | 124765108 |
| FFIV | F5 NETWORKS INC | 15,143 | $1.822M | 0.0% | $94.98 | +29.4% | COM | 315616102 |
| — | NEWFIELD EXPL CO | 50,297 | $1.817M | 0.0% | $29.65 | — | COM | 651290108 |
| — | XEROX CORP | 169,363 | $1.802M | 0.0% | $9.78 | — | COM | 984121103 |
| HAIN | HAIN CELESTIAL GROUP INC | 27,273 | $1.796M | 0.0% | $63.16 | 0.0% | COM | 405217100 |
| — | B2GOLD CORP | 2,000,000 | $1.794M | 0.0% | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| — | JACOBS ENGR GROUP INC DEL | 43,965 | $1.786M | 0.0% | $45.64 | — | COM | 469814107 |
| — | NIELSEN N V | 39,750 | $1.78M | 0.0% | $37.53 | — | COM | N63218106 |
| RY | ROYAL BK CDA MONTREAL QUE | 28,793 | $1.761M | 0.0% | $59.88 | +7.5% | COM | 780087102 |
| — | CHESAPEAKE ENERGY CORP | 156,161 | $1.744M | 0.0% | $16.04 | — | COM | 165167107 |
| AES | AES CORP | 131,054 | $1.738M | 0.0% | $8.45 | +7.2% | COM | 00130H105 |
| — | LEUCADIA NATL CORP | 71,135 | $1.727M | 0.0% | $25.01 | — | COM | 527288104 |
| — | HANESBRANDS INC | 51,183 | $1.705M | 0.0% | $33.51 | — | COM | 410345102 |
| — | ALON USA ENERGY INC | 1,200,000 | $1.685M | 0.0% | $1.28 | — | NOTE 3.000% 9/1 | 020520AB8 |
| SFM | SPROUTS FMRS MKT INC | 62,300 | $1.681M | 0.0% | $30.70 | 0.0% | COM | 85208M102 |
| EMN | EASTMAN CHEM CO | 20,411 | $1.67M | 0.0% | $49.51 | +10.8% | COM | 277432100 |
| — | FMC TECHNOLOGIES INC | 39,410 | $1.635M | 0.0% | $53.61 | — | COM | 30249U101 |
| — | CAMERON INTERNATIONAL CORP | 31,183 | $1.633M | 0.0% | $58.58 | — | COM | 13342B105 |
| RRC | RANGE RES CORP | 32,987 | $1.629M | 0.0% | $66.22 | -13.8% | COM | 75281A109 |
| TSN | TYSON FOODS INC | 37,855 | $1.614M | 0.0% | $21.59 | +48.2% | CL A | 902494103 |
| UHS | UNIVERSAL HLTH SVCS INC | 11,218 | $1.594M | 0.0% | $98.61 | +21.5% | CL B | 913903100 |
| UAA | UNDER ARMOUR INC | 19,046 | $1.589M | 0.0% | $27.14 | +49.1% | CL A | 904311107 |
| TRIP | TRIPADVISOR INC | 18,191 | $1.585M | 0.0% | $59.29 | +22.0% | COM | 896945201 |
| CNI | CANADIAN NATL RY CO | 27,269 | $1.575M | 0.0% | $40.44 | +27.5% | COM | 136375102 |
| — | E TRADE FINANCIAL CORP | 51,996 | $1.557M | 0.0% | $21.69 | — | COM NEW | 269246401 |
| DRI | DARDEN RESTAURANTS INC | 21,656 | $1.539M | 0.0% | $31.32 | +39.4% | COM | 237194105 |
| MAT | MATTEL INC | 59,728 | $1.534M | 0.0% | $37.18 | -29.2% | COM | 577081102 |
| FCX | FREEPORT-MCMORAN INC | 82,321 | $1.533M | 0.0% | $30.18 | -38.8% | CL B | 35671D857 |
| MLM | MARTIN MARIETTA MATLS INC | 10,820 | $1.531M | 0.0% | $123.43 | +8.7% | COM | 573284106 |
| FLR | FLUOR CORP NEW | 28,725 | $1.523M | 0.0% | $53.99 | -3.5% | COM | 343412102 |
| — | RYLAND GROUP INC | 1,000,000 | $1.522M | 0.0% | $1.46 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| PVH | PVH CORP | 12,975 | $1.495M | 0.0% | $110.79 | -3.5% | COM | 693656100 |
| — | TIFFANY & CO NEW | 16,215 | $1.489M | 0.0% | $79.02 | — | COM | 886547108 |
| — | CONSOL ENERGY INC | 67,781 | $1.474M | 0.0% | $25.26 | — | COM | 20854P109 |
| — | L-3 COMMUNICATIONS HLDGS INC | 12,921 | $1.465M | 0.0% | $88.64 | — | COM | 502424104 |
| TSCO | TRACTOR SUPPLY CO | 16,259 | $1.462M | 0.0% | $12.06 | +25.8% | COM | 892356106 |
| — | BARRICK GOLD CORP | 134,248 | $1.436M | 0.0% | $15.74 | — | COM | 067901108 |
| — | HARMAN INTL INDS INC | 11,888 | $1.414M | 0.0% | $74.33 | — | COM | 413086109 |
| PHM | PULTE GROUP INC | 68,888 | $1.388M | 0.0% | $18.07 | -1.8% | COM | 745867101 |
| NRG | NRG ENERGY INC | 60,415 | $1.382M | 0.0% | $20.67 | -4.5% | COM NEW | 629377508 |
| CDNA | CAREDX INC | 212,591 | $1.382M | 0.0% | $9.62 | -43.6% | COM | 14167L103 |
| — | QIAGEN NV | 56,229 | $1.38M | 0.0% | $20.79 | — | REG SHS | N72482107 |
| — | OM GROUP INC | 40,000 | $1.344M | 0.0% | $33.60 | — | COM | 670872100 |
| — | CRESCENT PT ENERGY CORP | 64,860 | $1.331M | 0.0% | $36.56 | — | COM | 22576C101 |
| MCHP | MICROCHIP TECHNOLOGY INC | 26,920 | $1.277M | 0.0% | $14.34 | +36.7% | COM | 595017104 |
| — | DISCOVERY COMMUNICATNS NEW | 40,461 | $1.258M | 0.0% | $35.68 | — | COM SER C | 25470F302 |
| — | CTRIP COM INTL LTD | 17,300 | $1.256M | 0.0% | $34.22 | — | AMERICAN DEP SHS | 22943F100 |
| IRM | IRON MTN INC NEW | 39,454 | $1.223M | 0.0% | $20.80 | -8.2% | COM | 46284V101 |
| — | TESORO CORP | 14,442 | $1.219M | 0.0% | $55.27 | — | COM | 881609101 |
| BTE | BAYTEX ENERGY CORP | 77,990 | $1.214M | 0.0% | $14.84 | +10.0% | COM | 07317Q105 |
| — | TAHOE RES INC | 100,000 | $1.213M | 0.0% | $12.13 | — | COM | 873868103 |
| CMA | COMERICA INC | 23,285 | $1.195M | 0.0% | $26.13 | +24.7% | COM | 200340107 |
| — | FLIR SYS INC | 37,900 | $1.168M | 0.0% | $29.53 | — | COM | 302445101 |
| GRMN | GARMIN LTD | 26,488 | $1.164M | 0.0% | $27.82 | +21.0% | SHS | H2906T109 |
| ALK | ALASKA AIR GROUP INC | 17,781 | $1.146M | 0.0% | $59.40 | -0.4% | COM | 011659109 |
| TDC | TERADATA CORP DEL | 30,065 | $1.112M | 0.0% | $47.47 | -13.3% | COM | 88076W103 |
| FAST | FASTENAL CO | 26,160 | $1.103M | 0.0% | $8.82 | -10.0% | COM | 311900104 |
| — | FAMILY DLR STORES INC | 13,441 | $1.059M | 0.0% | $65.84 | — | COM | 307000109 |
| — | JOY GLOBAL INC | 28,833 | $1.044M | 0.0% | $42.95 | — | COM | 481165108 |
| KLAC | KLA-TENCOR CORP | 18,375 | $1.033M | 0.0% | $34.88 | +37.3% | COM | 482480100 |
| — | 51JOB INC | 1,000,000 | $1.025M | 0.0% | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| — | ARES CAP CORP | 1,000,000 | $1.024M | 0.0% | $1.08 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| UGI | UGI CORP NEW | 29,685 | $1.023M | 0.0% | $35.06 | +1.2% | COM | 902681105 |
| — | GENER8 MARITIME INC | 75,000 | $1.022M | 0.0% | $13.63 | — | COM | Y26889108 |
| TGNA | TEGNA INC | 31,568 | $1.012M | 0.0% | $18.83 | 0.0% | COM | 87901J105 |
| FOSL | FOSSIL GROUP INC | 14,532 | $1.008M | 0.0% | $92.93 | -16.4% | COM | 34988V106 |
| — | QEP RES INC | 53,107 | $983K | 0.0% | $24.51 | — | COM | 74733V100 |
| — | OWENS ILL INC | 42,624 | $978K | 0.0% | $25.49 | — | COM NEW | 690768403 |
| FSLR | FIRST SOLAR INC | 20,233 | $951K | 0.0% | $51.54 | +8.4% | COM | 336433107 |
| PWR | QUANTA SVCS INC | 32,266 | $930K | 0.0% | $28.08 | +2.1% | COM | 74762E102 |
| AEM | AGNICO EAGLE MINES LTD | 32,614 | $926K | 0.0% | $25.04 | +2.5% | COM | 008474108 |
| SEE | SEALED AIR CORP NEW | 17,756 | $912K | 0.0% | $19.90 | +102.2% | COM | 81211K100 |
| — | JUNO THERAPEUTICS INC | 16,914 | $902K | 0.0% | $53.33 | — | COM | 48205A109 |
| RDN | RADIAN GROUP INC | 47,500 | $891K | 0.0% | $14.85 | 0.0% | COM | 750236101 |
| — | ENSCO PLC | 39,376 | $877K | 0.0% | $53.80 | — | SHS CLASS A | G3157S106 |
| HAS | HASBRO INC | 11,572 | $865K | 0.0% | $32.19 | +56.4% | COM | 418056107 |
| — | NOBLE CORP PLC | 55,154 | $849K | 0.0% | $29.28 | — | SHS USD | G65431101 |
| CNC | CENTENE CORP DEL | 10,462 | $841K | 0.0% | $31.88 | +12.7% | COM | 15135B101 |
| — | TIM PARTICIPACOES S A | 49,992 | $818K | 0.0% | $26.24 | — | SPONSORED ADR | 88706P205 |
| OKE | ONEOK INC NEW | 20,626 | $814K | 0.0% | $20.78 | +10.2% | COM | 682680103 |
| — | DISCOVERY COMMUNICATNS NEW | 23,976 | $797K | 0.0% | $61.83 | — | COM SER A | 25470F104 |
| — | DIAMOND OFFSHORE DRILLING IN | 30,784 | $795K | 0.0% | $29.20 | — | COM | 25271C102 |
| INGR | INGREDION INC | 9,911 | $791K | 0.0% | $81.49 | -1.4% | COM | 457187102 |
| — | PENN WEST PETE LTD NEW | 453,890 | $782K | 0.0% | $10.52 | — | COM | 707887105 |
| GNW | GENWORTH FINL INC | 93,840 | $710K | 0.0% | $9.23 | -13.5% | COM CL A | 37247D106 |
| — | LEXMARK INTL NEW | 15,731 | $695K | 0.0% | $44.84 | — | CL A | 529771107 |
| URBN | URBAN OUTFITTERS INC | 19,844 | $695K | 0.0% | $40.12 | -3.6% | COM | 917047102 |
| SM | SM ENERGY CO | 15,045 | $694K | 0.0% | $56.86 | -17.4% | COM | 78454L100 |
| — | AARONS INC | 19,000 | $688K | 0.0% | $28.31 | — | COM PAR $0.50 | 002535300 |
| IMO | IMPERIAL OIL LTD | 17,679 | $683K | 0.0% | $30.33 | +6.7% | COM NEW | 453038408 |
| — | UNITED STATES STL CORP NEW | 32,582 | $672K | 0.0% | $23.27 | — | COM | 912909108 |
| AOS | SMITH A O | 9,300 | $669K | 0.0% | $25.54 | +13.7% | COM | 831865209 |
| TECK | TECK RESOURCES LTD | 66,140 | $656K | 0.0% | $25.92 | -50.2% | CL B | 878742204 |
| VMI | VALMONT INDS INC | 5,497 | $653K | 0.0% | $122.60 | +0.6% | COM | 920253101 |
| DAN | DANA HLDG CORP | 31,217 | $642K | 0.0% | $16.78 | +3.9% | COM | 235825205 |
| LAMR | LAMAR ADVERTISING CO NEW | 11,174 | $642K | 0.0% | $53.65 | — | CL A | 512816109 |
| AN | AUTONATION INC | 10,175 | $641K | 0.0% | $53.82 | +18.0% | COM | 05329W102 |
| — | TUPPERWARE BRANDS CORP | 9,874 | $637K | 0.0% | $67.82 | — | COM | 899896104 |
| LII | LENNOX INTL INC | 5,866 | $632K | 0.0% | $93.39 | +4.7% | COM | 526107107 |
| — | STANDARD PAC CORP NEW | 70,700 | $630K | 0.0% | $9.01 | — | COM | 85375C101 |
| — | M D C HLDGS INC | 20,850 | $625K | 0.0% | $28.52 | — | COM | 552676108 |
| HELE | HELEN OF TROY CORP LTD | 6,400 | $624K | 0.0% | $76.29 | +15.3% | COM | G4388N106 |
| — | OFFICE DEPOT INC | 72,088 | $624K | 0.0% | $9.07 | — | COM | 676220106 |
| — | WESTERN REFNG INC | 14,246 | $621K | 0.0% | $47.71 | — | COM | 959319104 |
| OC | OWENS CORNING NEW | 14,850 | $613K | 0.0% | $39.64 | +3.4% | COM | 690742101 |
| — | SUPERIOR ENERGY SVCS INC | 28,863 | $607K | 0.0% | $22.10 | — | COM | 868157108 |
| — | MEDICINES CO | 500,000 | $598K | 0.0% | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| JBLU | JETBLUE AIRWAYS CORP | 27,771 | $577K | 0.0% | $13.88 | +45.9% | COM | 477143101 |
| WSM | WILLIAMS SONOMA INC | 6,950 | $572K | 0.0% | $30.70 | -0.9% | COM | 969904101 |
| TPH | TRI POINTE HOMES INC | 36,950 | $565K | 0.0% | $15.03 | -1.1% | COM | 87265H109 |
| — | PENNEY J C INC | 66,392 | $562K | 0.0% | $8.41 | — | COM | 708160106 |
| — | SELECT COMFORT CORP | 18,600 | $559K | 0.0% | $34.48 | — | COM | 81616X103 |
| — | RESTORATION HARDWARE HLDGS I | 5,700 | $556K | 0.0% | $99.22 | — | COM | 761283100 |
| — | U S G CORP | 19,950 | $554K | 0.0% | $26.70 | — | COM NEW | 903293405 |
| FBIN | FORTUNE BRANDS HOME & SEC IN | 11,950 | $548K | 0.0% | $33.34 | +0.9% | COM | 34964C106 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 8,703 | $548K | 0.0% | $38.59 | +16.2% | COM | 203668108 |
| — | ENERPLUS CORP | 58,245 | $511K | 0.0% | $13.41 | — | COM | 292766102 |
| — | CALPINE CORP | 28,014 | $504K | 0.0% | $17.99 | — | COM NEW | 131347304 |
| SGI | TEMPUR SEALY INTL INC | 7,612 | $502K | 0.0% | $13.85 | +10.1% | COM | 88023U101 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 16,333 | $493K | 0.0% | $31.90 | 0.0% | COM | 01741R102 |
| — | HOVNANIAN ENTERPRISES INC | 184,326 | $490K | 0.0% | $3.09 | — | CL A | 442487203 |
| LOGI | LOGITECH INTL S A | 32,060 | $470K | 0.0% | $12.19 | 0.0% | SHS | H50430232 |
| OTEX | OPEN TEXT CORP | 11,010 | $447K | 0.0% | $19.06 | 0.0% | COM | 683715106 |
| AGCO | AGCO CORP | 7,695 | $437K | 0.0% | $37.25 | +8.5% | COM | 001084102 |
| NVR | NVR INC | 324 | $434K | 0.0% | $1308.45 | +3.1% | COM | 62944T105 |
| — | SUNTRUST BKS INC | 40,000 | $430K | 0.0% | $7.72 | — | WAR EXP 12/31/2018 | 867914129 |
| PBI | PITNEY BOWES INC | 20,518 | $427K | 0.0% | $18.99 | +18.7% | COM | 724479100 |
| — | COMMUNICATIONS SALES&LEAS IN | 16,877 | $417K | 0.0% | $24.71 | — | COM | 20341J104 |
| FNV | FRANCO NEVADA CORP | 8,636 | $412K | 0.0% | $45.07 | 0.0% | COM | 351858105 |
| — | WPX ENERGY INC | 32,678 | $401K | 0.0% | $12.27 | — | COM | 98212B103 |
| — | UMPQUA HLDGS CORP | 21,980 | $395K | 0.0% | $17.18 | — | COM | 904214103 |
| — | WADDELL & REED FINL INC | 8,175 | $387K | 0.0% | $49.50 | — | CL A | 930059100 |
| EPC | EDGEWELL PERS CARE CO | 2,824 | $371K | 0.0% | $93.45 | 0.0% | COM | 28035Q102 |
| — | NEW YORK CMNTY BANCORP INC | 19,596 | $360K | 0.0% | $15.10 | — | COM | 649445103 |
| JBHT | HUNT J B TRANS SVCS INC | 4,313 | $354K | 0.0% | $69.46 | +13.2% | COM | 445658107 |
| QSR | RESTAURANT BRANDS INTL INC | 9,100 | $349K | 0.0% | $38.08 | +3.5% | COM | 76131D103 |
| RGA | REINSURANCE GROUP AMER INC | 3,656 | $347K | 0.0% | $94.09 | 0.0% | COM NEW | 759351604 |
| VRSN | VERISIGN INC | 5,567 | $344K | 0.0% | $63.88 | 0.0% | COM | 92343E102 |
| — | LYON WILLIAM HOMES | 13,100 | $336K | 0.0% | $25.84 | — | CL A NEW | 552074700 |
| FDS | FACTSET RESH SYS INC | 2,043 | $332K | 0.0% | $145.44 | 0.0% | COM | 303075105 |
| KGC | KINROSS GOLD CORP | 137,198 | $320K | 0.0% | $5.53 | -56.9% | COM NO PAR | 496902404 |
| — | VALSPAR CORP | 3,853 | $315K | 0.0% | $84.09 | — | COM | 920355104 |
| — | DONNELLEY R R & SONS CO | 17,883 | $312K | 0.0% | $16.44 | — | COM | 257867101 |
| — | TOWERS WATSON & CO | 2,476 | $311K | 0.0% | $125.61 | — | CL A | 891894107 |
| CLH | CLEAN HARBORS INC | 5,769 | $310K | 0.0% | $51.78 | +7.8% | COM | 184496107 |
| — | ARRIS GROUP INC NEW | 10,096 | $309K | 0.0% | $28.91 | — | COM | 04270V106 |
| — | CON-WAY INC | 7,951 | $305K | 0.0% | $44.15 | — | COM | 205944101 |
| AMKR | AMKOR TECHNOLOGY INC | 48,844 | $292K | 0.0% | $6.72 | 0.0% | COM | 031652100 |
| TMHC | TAYLOR MORRISON HOME CORP | 14,200 | $289K | 0.0% | $18.69 | +5.9% | CL A | 87724P106 |
| TAP | MOLSON COORS BREWING CO | 3,962 | $277K | 0.0% | $38.97 | +47.1% | CL B | 60871R209 |
| — | SUNTRUST BKS INC | 50,000 | $275K | 0.0% | $3.22 | — | WAR EXP 11/14/2018 | 867914111 |
| TOL | TOLL BROTHERS INC | 7,190 | $275K | 0.0% | $36.54 | +2.4% | COM | 889478103 |
| — | GANNETT SPINCO INC | 17,477 | $245K | 0.0% | $14.02 | — | COM | 36473H104 |
| MD | MEDNAX INC | 3,134 | $232K | 0.0% | $71.97 | 0.0% | COM | 58502B106 |
| PBA | PEMBINA PIPELINE CORP | 7,032 | $227K | 0.0% | $18.88 | +1.0% | COM | 706327103 |
| CBOE | CBOE HLDGS INC | 3,901 | $223K | 0.0% | $50.23 | 0.0% | COM | 12503M108 |
| MSM | MSC INDL DIRECT INC | 3,181 | $222K | 0.0% | $71.18 | 0.0% | CL A | 553530106 |
| CPT | CAMDEN PPTY TR | 2,993 | $222K | 0.0% | $50.04 | -0.4% | SH BEN INT | 133131102 |
| AJG | GALLAGHER ARTHUR J & CO | 4,666 | $221K | 0.0% | $39.66 | 0.0% | COM | 363576109 |
| ODFL | OLD DOMINION FGHT LINES INC | 3,216 | $221K | 0.0% | $22.87 | 0.0% | COM | 679580100 |
| — | BEMIS INC | 4,882 | $220K | 0.0% | $46.33 | — | COM | 081437105 |
| — | WESTAR ENERGY INC | 6,198 | $212K | 0.0% | $41.20 | — | COM | 95709T100 |
| — | KINDER MORGAN INC DEL | 71,749 | $194K | 0.0% | $5.12 | — | *W EXP 05/25/201 | 49456B119 |
| — | WINDSTREAM HLDGS INC | 22,781 | $145K | 0.0% | $6.36 | — | COM NEW | 97382A200 |
| — | DENBURY RES INC | 15,501 | $99,000 | 0.0% | $6.39 | — | COM NEW | 247916208 |
| — | HALCON RES CORP | 52,215 | $61,000 | 0.0% | $5.43 | — | COM NEW | 40537Q209 |