Location: Toronto, Ontario, Canada
CIK: 0000937567 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 12, 2015
Total Value: $10.88B (98.5% shares, 1.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| MAC | MACERICH CO | 23,286,237 | $1.789B | 16.4% | $76.82 | $81.07 | — | COM | 554382101 |
| — | INC RESH HLDGS INC | 14,704,774 | $588M | 5.4% | $40.00 | $26.20 | — | CL A | 45329R109 |
| JD | JD COM INC | 9,650,000 | $251M | 2.3% | $26.06 | $28.51 | — | SPON ADR CL A | 47215P106 |
| EEM | ISHARES TR | 7,310,917 | $240M | 2.2% | $32.78 | $41.61 | — | MSCI EMG MKT ETF | 464287234 |
| GS | GOLDMAN SACHS GROUP INC | 1,190,032 | $207M | 1.9% | $173.76 * | $149.44 | +6.3% | COM | 38141G104 |
| MSFT | MICROSOFT CORP | 4,515,721 | $200M | 1.8% | $44.26 * | $31.63 | +23.0% | COM | 594918104 |
| AAPL | APPLE INC | 1,691,153 | $187M | 1.7% | $110.30 * | $24.28 | +8.3% | COM | 037833100 |
| XPO | XPO LOGISTICS INC | 7,706,021 | $184M | 1.7% | $23.83 * | $13.69 | -4.2% | COM | 983793100 |
| — | AIRCASTLE LTD | 7,887,029 | $163M | 1.5% | $20.61 | $16.26 | — | COM | G0129K104 |
| DIS | DISNEY WALT CO | 1,492,734 | $153M | 1.4% | $102.20 * | $56.83 | +75.5% | COM DISNEY | 254687106 |
| — | ACE LTD | 1,447,148 | $150M | 1.4% | $103.40 | $89.69 | — | SHS | H0023R105 |
| MET | METLIFE INC | 3,128,993 | $148M | 1.4% | $47.15 * | $27.94 | +17.8% | COM | 59156R108 |
| — | SPRINT CORP | 36,636,849 | $141M | 1.3% | $3.84 | $5.37 | — | COM SER 1 | 85207U105 |
| WDC | WESTERN DIGITAL CORP | 1,761,524 | $140M | 1.3% | $79.44 * | $42.09 | +20.9% | COM | 958102105 |
| COF | CAPITAL ONE FINL CORP | 1,883,677 | $137M | 1.3% | $72.52 * | $49.42 | +34.7% | COM | 14040H105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 1,072,424 | $131M | 1.2% | $122.28 * | $79.76 | +58.4% | COM | 883556102 |
| WMT | WAL-MART STORES INC | 1,746,892 | $113M | 1.0% | $64.84 * | $19.17 | -1.4% | COM | 931142103 |
| — | PRECISION CASTPARTS CORP | 483,697 | $111M | 1.0% | $229.71 | $223.49 | — | COM | 740189105 |
| — | BUNGE LIMITED | 1,485,000 | $109M | 1.0% | $73.30 | $76.49 | — | COM | G16962105 |
| — | TWENTY FIRST CENTY FOX INC | 3,705,253 | $99.97M | 0.9% | $26.98 | $33.47 | — | CL A | 90130A101 |
| — | 58 COM INC | 1,945,315 | $91.53M | 0.8% | $47.05 | $64.06 | — | SPON ADR REP A | 31680Q104 |
| XLK | SELECT SECTOR SPDR TR | 2,300,000 | $90.85M | 0.8% | $39.50 | $40.81 | — | TECHNOLOGY | 81369Y803 |
| — | STERICYCLE INC | 617,454 | $86.02M | 0.8% | $139.31 | $117.38 | — | COM | 858912108 |
| C | CITIGROUP INC | 1,727,835 | $85.72M | 0.8% | $49.61 * | $37.54 | +8.6% | COM NEW | 172967424 |
| — | NOBLE ENERGY INC | 2,784,227 | $84.03M | 0.8% | $30.18 | $57.77 | — | COM | 655044105 |
| — | DOW CHEM CO | 1,965,407 | $83.33M | 0.8% | $42.40 | $38.39 | — | COM | 260543103 |
| MDT | MEDTRONIC PLC | 1,228,756 | $82.25M | 0.8% | $66.94 * | $58.13 | -2.0% | SHS | G5960L103 |
| XLV | SELECT SECTOR SPDR TR | 1,180,000 | $78.15M | 0.7% | $66.23 | $68.30 | — | SBI HEALTHCARE | 81369Y209 |
| BK | BANK NEW YORK MELLON CORP | 1,963,302 | $76.86M | 0.7% | $39.15 * | $21.95 | +45.8% | COM | 064058100 |
| GT | GOODYEAR TIRE & RUBR CO | 2,619,401 | $76.83M | 0.7% | $29.33 * | $18.05 | +66.3% | COM | 382550101 |
| JPM | JPMORGAN CHASE & CO | 1,190,486 | $72.58M | 0.7% | $60.97 * | $38.28 | +29.6% | COM | 46625H100 |
| FRCB | FIRST REP BK SAN FRANCISCO C | 1,155,000 | $72.5M | 0.7% | $62.77 * | $44.18 | +34.1% | COM | 33616C100 |
| WFC | WELLS FARGO & CO NEW | 1,399,976 | $71.89M | 0.7% | $51.35 * | $28.81 | +42.6% | COM | 949746101 |
| DHR | DANAHER CORP DEL | 834,401 | $71.1M | 0.7% | $85.21 * | $27.85 | +29.3% | COM | 235851102 |
| — | SUNTRUST BKS INC | 1,818,546 | $69.54M | 0.6% | $38.24 | $31.57 | — | COM | 867914103 |
| — | GOOGLE INC | 108,993 | $66.31M | 0.6% | $608.42 | $575.04 | — | CL C | 38259P706 |
| UBS | UBS GROUP AG | 3,571,570 | $65.83M | 0.6% | $18.43 * | $17.44 | +21.5% | SHS | H42097107 |
| CMCSA | COMCAST CORP NEW | 1,152,085 | $65.53M | 0.6% | $56.88 * | $18.22 | +28.1% | CL A | 20030N101 |
| DVN | DEVON ENERGY CORP NEW | 1,752,748 | $65.01M | 0.6% | $37.09 * | $47.14 | -33.1% | COM | 25179M103 |
| BB | BLACKBERRY LTD | 10,605,267 | $64.78M | 0.6% | $6.11 * | $9.90 | -24.6% | COM | 09228F103 |
| PFE | PFIZER INC | 1,948,425 | $61.2M | 0.6% | $31.41 * | $17.13 | +20.2% | COM | 717081103 |
| — | MONSANTO CO NEW | 681,557 | $58.16M | 0.5% | $85.34 | $90.05 | — | COM | 61166W101 |
| BAC | BANK AMER CORP | 3,616,631 | $56.35M | 0.5% | $15.58 * | $13.18 | +2.0% | COM | 060505104 |
| — | PRAXAIR INC | 552,142 | $56.24M | 0.5% | $101.86 | $104.53 | — | COM | 74005P104 |
| CCL | CARNIVAL CORP | 1,118,767 | $55.6M | 0.5% | $49.70 * | $30.91 | +42.4% | PAIRED CTF | 143658300 |
| — | CHESAPEAKE ENERGY CORP | 54,239,000 | $53.66M | 0.5% | $0.99 | $1.00 | — | NOTE 2.750%11/1 | 165167BW6 |
| GILD | GILEAD SCIENCES INC | 545,582 | $53.57M | 0.5% | $98.19 * | $76.11 | +1.8% | COM | 375558103 |
| — | SOUTHWESTERN ENERGY CO | 4,105,128 | $52.09M | 0.5% | $12.69 | $25.79 | — | COM | 845467109 |
| MGA | MAGNA INTL INC | 1,074,246 | $51.29M | 0.5% | $47.74 * | $36.27 | +5.4% | COM | 559222401 |
| AIG | AMERICAN INTL GROUP INC | 869,899 | $49.43M | 0.5% | $56.82 * | $38.42 | +22.8% | COM NEW | 026874784 |
| — | PANDORA MEDIA INC | 2,300,000 | $49.08M | 0.5% | $21.34 | $16.71 | — | COM | 698354107 |
| GIS | GENERAL MLS INC | 872,437 | $48.97M | 0.5% | $56.13 * | $32.18 | +24.2% | COM | 370334104 |
| PG | PROCTER & GAMBLE CO | 654,053 | $47.05M | 0.4% | $71.94 * | $56.67 | -0.6% | COM | 742718109 |
| — | CONSTELLIUM NV | 7,761,770 | $47.04M | 0.4% | $6.06 | $22.62 | — | CL A | N22035104 |
| AMGN | AMGEN INC | 338,857 | $46.87M | 0.4% | $138.32 * | $104.03 | +11.7% | COM | 031162100 |
| — | ENCANA CORP | 7,149,253 | $45.81M | 0.4% | $6.41 | $13.86 | — | COM | 292505104 |
| MU | MICRON TECHNOLOGY INC | 3,017,202 | $45.2M | 0.4% | $14.98 * | $23.40 | -28.3% | COM | 595112103 |
| SU | SUNCOR ENERGY INC NEW | 1,677,023 | $44.64M | 0.4% | $26.62 * | $21.14 | -12.3% | COM | 867224107 |
| RF | REGIONS FINL CORP NEW | 4,619,158 | $41.62M | 0.4% | $9.01 * | $6.00 | +13.9% | COM | 7591EP100 |
| — | TIME WARNER CABLE INC | 225,140 | $40.38M | 0.4% | $179.37 | $117.29 | — | COM | 88732J207 |
| EOG | EOG RES INC | 548,785 | $39.95M | 0.4% | $72.80 * | $72.55 | -21.2% | COM | 26875P101 |
| TSLA | TESLA MTRS INC | 160,000 | $39.74M | 0.4% | $248.40 * | $13.76 | +23.5% | COM | 88160R101 |
| GM | GENERAL MTRS CO | 1,302,352 | $39.1M | 0.4% | $30.02 * | $25.79 | -6.3% | COM | 37045V100 |
| — | GOOGLE INC | 61,226 | $39.09M | 0.4% | $638.37 | $828.86 | — | CL A | 38259P508 |
| — | CANADIAN PAC RY LTD | 269,419 | $38.49M | 0.4% | $142.87 | $177.32 | — | COM | 13645T100 |
| — | VIACOM INC NEW | 887,796 | $38.31M | 0.4% | $43.15 | $68.03 | — | CL B | 92553P201 |
| CSX | CSX CORP | 1,400,489 | $37.67M | 0.3% | $26.90 * | $6.98 | +19.8% | COM | 126408103 |
| CNQ | CANADIAN NAT RES LTD | 1,880,174 | $36.43M | 0.3% | $19.38 * | $9.03 | -21.8% | COM | 136385101 |
| — | PLATFORM SPECIALTY PRODS COR | 2,586,792 | $32.72M | 0.3% | $12.65 | $22.08 | — | COM | 72766Q105 |
| NEE | NEXTERA ENERGY INC | 333,127 | $32.5M | 0.3% | $97.55 * | $14.96 | +30.0% | COM | 65339F101 |
| ALL | ALLSTATE CORP | 537,093 | $31.28M | 0.3% | $58.24 * | $49.08 | +1.4% | COM | 020002101 |
| — | GENERAL ELECTRIC CO | 1,197,183 | $30.19M | 0.3% | $25.22 | $25.73 | — | COM | 369604103 |
| MFC | MANULIFE FINL CORP | 1,931,747 | $29.74M | 0.3% | $15.39 * | $16.76 | +0.1% | COM | 56501R106 |
| — | MCGRAW HILL FINL INC | 322,768 | $27.92M | 0.3% | $86.50 | $60.86 | — | COM | 580645109 |
| AXP | AMERICAN EXPRESS CO | 369,841 | $27.42M | 0.3% | $74.13 * | $67.95 | -2.5% | COM | 025816109 |
| EPI | WISDOMTREE TR | 1,354,690 | $26.98M | 0.2% | $19.92 | $21.42 | — | INDIA ERNGS FD | 97717W422 |
| RY | ROYAL BK CDA MONTREAL QUE | 474,176 | $26.1M | 0.2% | $55.04 * | $57.11 | -0.3% | COM | 780087102 |
| PNR | PENTAIR PLC | 495,000 | $25.27M | 0.2% | $51.04 * | $41.45 | -20.4% | SHS | G7S00T104 |
| — | CHESAPEAKE ENERGY CORP | 29,000,000 | $25.03M | 0.2% | $0.86 | $0.97 | — | NOTE 2.500% 5/1 | 165167BZ9 |
| TD | TORONTO DOMINION BK ONT | 637,844 | $25.02M | 0.2% | $39.23 | $39.95 | -0.3% | COM NEW | 891160509 |
| BABA | ALIBABA GROUP HLDG LTD | 406,744 | $23.99M | 0.2% | $58.97 | $61.30 | — | SPONSORED ADS | 01609W102 |
| INDA | ISHARES TR | 822,500 | $23.5M | 0.2% | $28.57 | $29.99 | — | MSCI INDIA ETF | 46429B598 |
| BNS | BANK N S HALIFAX | 534,160 | $23.44M | 0.2% | $43.88 * | $28.22 | -1.9% | COM | 064149107 |
| TEVA | TEVA PHARMACEUTICAL INDS LTD | 415,000 | $23.43M | 0.2% | $56.46 | $59.10 | — | ADR | 881624209 |
| — | CEMPRA INC | 836,382 | $23.29M | 0.2% | $27.84 | $10.67 | — | COM | 15130J109 |
| HD | HOME DEPOT INC | 193,381 | $22.33M | 0.2% | $115.49 * | $63.00 | +43.6% | COM | 437076102 |
| XOM | EXXON MOBIL CORP | 283,475 | $21.08M | 0.2% | $74.35 * | $54.32 | -9.6% | COM | 30231G102 |
| DB | DEUTSCHE BANK AG | 782,662 | $21.03M | 0.2% | $26.87 * | $28.15 | -15.3% | NAMEN AKT | D18190898 |
| UPS | UNITED PARCEL SERVICE INC | 208,901 | $20.62M | 0.2% | $98.69 * | $63.78 | +6.3% | CL B | 911312106 |
| — | TIME WARNER INC | 286,875 | $19.72M | 0.2% | $68.75 | $78.97 | — | COM NEW | 887317303 |
| TXN | TEXAS INSTRS INC | 371,193 | $18.38M | 0.2% | $49.52 * | $26.50 | +38.6% | COM | 882508104 |
| — | VIMPELCOM LTD | 4,341,348 | $17.86M | 0.2% | $4.12 | $9.60 | — | SPONSORED ADR | 92719A106 |
| MRSH | MARSH & MCLENNAN COS INC | 331,434 | $17.31M | 0.2% | $52.22 * | $44.34 | +5.4% | COM | 571748102 |
| — | PNC FINL SVCS GROUP INC | 707,600 | $17.25M | 0.2% | $24.38 | $15.10 | — | *W EXP 12/31/201 | 693475121 |
| — | VALEANT PHARMACEUTICALS INTL | 96,473 | $17.14M | 0.2% | $177.67 | $177.67 | — | COM | 91911K102 |
| BIDU | BAIDU INC | 120,000 | $16.49M | 0.2% | $137.41 | $141.81 | — | SPON ADR REP A | 056752108 |
| ENB | ENBRIDGE INC | 441,673 | $16.32M | 0.2% | $36.96 * | $23.16 | -0.6% | COM | 29250N105 |
| ABT | ABBOTT LABS | 401,409 | $16.14M | 0.1% | $40.22 * | $31.75 | +22.2% | COM | 002824100 |
| — | WELLS FARGO & CO NEW | 882,600 | $15.97M | 0.1% | $18.09 | $13.67 | — | *W EXP 10/28/201 | 949746119 |
| — | CHUBB CORP | 126,982 | $15.57M | 0.1% | $122.65 | $122.65 | — | COM | 171232101 |
| FLS | FLOWSERVE CORP | 370,476 | $15.24M | 0.1% | $41.14 * | $56.58 | -34.2% | COM | 34354P105 |
| — | BAKER HUGHES INC | 291,737 | $15.18M | 0.1% | $52.04 | $57.71 | — | COM | 057224107 |
| CNI | CANADIAN NATL RY CO | 267,079 | $15.1M | 0.1% | $56.52 * | $47.34 | +1.7% | COM | 136375102 |
| CVE | CENOVUS ENERGY INC | 996,699 | $15.05M | 0.1% | $15.10 * | $21.15 | -44.8% | COM | 15135U109 |
| — | CITY NATL CORP | 170,000 | $14.97M | 0.1% | $88.06 | $89.62 | — | COM | 178566105 |
| T | AT&T INC | 458,243 | $14.93M | 0.1% | $32.58 * | $12.21 | +0.4% | COM | 00206R102 |
| — | TRANSCANADA CORP | 460,207 | $14.49M | 0.1% | $31.48 | $37.34 | — | COM | 89353D107 |
| — | NORDSTROM INC | 194,466 | $13.95M | 0.1% | $71.71 | $61.66 | — | COM | 655664100 |
| — | ALTERA CORP | 275,441 | $13.79M | 0.1% | $50.08 | $44.86 | — | COM | 021441100 |
| F | FORD MTR CO DEL | 991,370 | $13.45M | 0.1% | $13.57 * | $7.74 | +5.3% | COM PAR $0.01 | 345370860 |
| — | AVON PRODS INC | 4,100,000 | $13.32M | 0.1% | $3.25 | $8.50 | — | COM | 054303102 |
| PEP | PEPSICO INC | 139,386 | $13.14M | 0.1% | $94.30 * | $60.03 | +15.8% | COM | 713448108 |
| AWI | ARMSTRONG WORLD INDS INC NEW | 274,289 | $13.1M | 0.1% | $47.74 * | $51.82 | -1.3% | COM | 04247X102 |
| — | CHESAPEAKE ENERGY CORP | 15,000,000 | $13.06M | 0.1% | $0.87 | $0.96 | — | NOTE 2.500% 5/1 | 165167CA3 |
| MS | MORGAN STANLEY | 413,234 | $13.02M | 0.1% | $31.50 * | $25.36 | +7.5% | COM NEW | 617446448 |
| KO | COCA COLA CO | 323,999 | $13M | 0.1% | $40.12 * | $28.25 | +2.0% | COM | 191216100 |
| D | DOMINION RES INC VA NEW | 183,950 | $12.95M | 0.1% | $70.38 * | $37.88 | +18.6% | COM | 25746U109 |
| CM | CDN IMPERIAL BK COMM TORONTO | 180,577 | $12.92M | 0.1% | $71.57 * | $21.62 | -0.1% | COM | 136069101 |
| — | WASTE CONNECTIONS INC | 265,000 | $12.87M | 0.1% | $48.58 | $48.26 | — | COM | 941053100 |
| — | MINDRAY MEDICAL INTL LTD | 587,335 | $12.85M | 0.1% | $21.87 | $29.46 | — | SPON ADR | 602675100 |
| CVX | CHEVRON CORP NEW | 155,249 | $12.25M | 0.1% | $78.88 * | $71.04 | -24.2% | COM | 166764100 |
| XLU | SELECT SECTOR SPDR TR | 280,000 | $12.12M | 0.1% | $43.29 | $43.29 | — | SBI INT-UTILS | 81369Y886 |
| XLF | SELECT SECTOR SPDR TR | 525,000 | $11.9M | 0.1% | $22.66 | $22.66 | — | SBI INT-FINL | 81369Y605 |
| RSG | REPUBLIC SVCS INC | 283,996 | $11.7M | 0.1% | $41.20 * | $26.48 | +29.7% | COM | 760759100 |
| XHB | SPDR SERIES TRUST | 340,045 | $11.64M | 0.1% | $34.23 | $36.68 | — | S&P HOMEBUILD | 78464A888 |
| — | INGERSOLL-RAND PLC | 225,000 | $11.42M | 0.1% | $50.77 | $56.52 | — | SHS | G47791101 |
| — | BROOKFIELD ASSET MGMT INC | 364,563 | $11.42M | 0.1% | $31.32 | $32.54 | — | CL A LTD VT SH | 112585104 |
| MDLZ | MONDELEZ INTL INC | 269,936 | $11.3M | 0.1% | $41.87 * | $29.32 | +16.1% | CL A | 609207105 |
| CME | CME GROUP INC | 120,866 | $11.21M | 0.1% | $92.74 * | $51.92 | +21.5% | COM | 12572Q105 |
| JNJ | JOHNSON & JOHNSON | 118,707 | $11.08M | 0.1% | $93.35 * | $62.98 | +15.1% | COM | 478160104 |
| PRU | PRUDENTIAL FINL INC | 142,136 | $10.83M | 0.1% | $76.21 * | $49.39 | +7.3% | COM | 744320102 |
| — | GILEAD SCIENCES INC | 2,500,000 | $10.74M | 0.1% | $4.30 | $2.34 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | AGL RES INC | 175,064 | $10.69M | 0.1% | $61.04 | $55.16 | — | COM | 001204106 |
| — | SPRINGLEAF HLDGS INC | 238,300 | $10.42M | 0.1% | $43.72 | $50.80 | — | COM | 85172J101 |
| CAG | CONAGRA FOODS INC | 256,607 | $10.39M | 0.1% | $40.51 * | $19.03 | +23.1% | COM | 205887102 |
| BMO | BANK MONTREAL QUE | 188,607 | $10.24M | 0.1% | $54.29 * | $36.21 | -0.4% | COM | 063671101 |
| FXI | ISHARES TR | 285,000 | $10.11M | 0.1% | $35.47 | $42.37 | — | CHINA LG-CAP ETF | 464287184 |
| — | TECO ENERGY INC | 380,370 | $9.989M | 0.1% | $26.26 | $20.79 | — | COM | 872375100 |
| — | BLACKROCK INC | 33,030 | $9.825M | 0.1% | $297.46 | $346.83 | — | COM | 09247X101 |
| SWK | STANLEY BLACK & DECKER INC | 101,134 | $9.808M | 0.1% | $96.98 * | $70.15 | +12.4% | COM | 854502101 |
| — | BROADCOM CORP | 189,183 | $9.73M | 0.1% | $51.43 | $43.61 | — | CL A | 111320107 |
| SNA | SNAP ON INC | 64,425 | $9.724M | 0.1% | $150.94 * | $109.06 | +15.2% | COM | 833034101 |
| — | ADAMAS PHARMACEUTICALS INC | 547,683 | $9.168M | 0.1% | $16.74 | $18.28 | — | COM | 00548A106 |
| IBM | INTERNATIONAL BUSINESS MACHS | 63,149 | $9.155M | 0.1% | $144.97 * | $105.54 | -9.7% | COM | 459200101 |
| SPG | SIMON PPTY GROUP INC NEW | 49,792 | $9.148M | 0.1% | $183.72 * | $89.32 | +21.8% | COM | 828806109 |
| BAP | CREDICORP LTD | 84,304 | $8.967M | 0.1% | $106.37 * | $106.45 | -12.4% | COM | G2519Y108 |
| CVS | CVS HEALTH CORP | 91,410 | $8.819M | 0.1% | $96.48 * | $59.96 | +29.7% | COM | 126650100 |
| — | TWENTY FIRST CENTY FOX INC | 325,000 | $8.798M | 0.1% | $27.07 | $33.91 | — | CL B | 90130A200 |
| SLF | SUN LIFE FINL INC | 272,807 | $8.758M | 0.1% | $32.10 | $31.37 | +3.4% | COM | 866796105 |
| RCI | ROGERS COMMUNICATIONS INC | 252,341 | $8.654M | 0.1% | $34.29 | $43.35 | -20.6% | CL B | 775109200 |
| ALLE | ALLEGION PUB LTD CO | 150,000 | $8.649M | 0.1% | $57.66 * | $39.36 | +38.0% | ORD SHS | G0176J109 |
| MO | ALTRIA GROUP INC | 157,972 | $8.594M | 0.1% | $54.40 * | $18.96 | +42.4% | COM | 02209S103 |
| MKC | MCCORMICK & CO INC | 104,219 | $8.565M | 0.1% | $82.18 * | $30.14 | +10.7% | COM NON VTG | 579780206 |
| MCD | MCDONALDS CORP | 86,050 | $8.479M | 0.1% | $98.54 * | $72.10 | +4.5% | COM | 580135101 |
| SBUX | STARBUCKS CORP | 147,869 | $8.405M | 0.1% | $56.84 * | $36.23 | +25.1% | COM | 855244109 |
| MRK | MERCK & CO INC NEW | 168,248 | $8.31M | 0.1% | $49.39 * | $32.59 | +17.8% | COM | 58933Y105 |
| EL | LAUDER ESTEE COS INC | 102,576 | $8.276M | 0.1% | $80.68 * | $67.51 | +8.6% | CL A | 518439104 |
| UNP | UNION PAC CORP | 92,622 | $8.189M | 0.1% | $88.41 * | $85.11 | -15.2% | COM | 907818108 |
| PHM | PULTE GROUP INC | 427,965 | $8.076M | 0.1% | $18.87 * | $17.90 | -0.2% | COM | 745867101 |
| KR | KROGER CO | 222,363 | $8.021M | 0.1% | $36.07 * | $25.79 | +17.0% | COM | 501044101 |
| NWSA | NEWS CORP NEW | 620,404 | $7.829M | 0.1% | $12.62 * | $14.11 | -13.3% | CL A | 65249B109 |
| BA | BOEING CO | 59,705 | $7.818M | 0.1% | $130.94 * | $96.52 | +27.8% | COM | 097023105 |
| TGT | TARGET CORP | 98,749 | $7.768M | 0.1% | $78.66 * | $51.46 | +14.0% | COM | 87612E106 |
| DHI | D R HORTON INC | 264,555 | $7.767M | 0.1% | $29.36 * | $24.39 | +7.7% | COM | 23331A109 |
| PNC | PNC FINL SVCS GROUP INC | 86,943 | $7.755M | 0.1% | $89.20 * | $55.03 | +23.0% | COM | 693475105 |
| — | VIPSHOP HLDGS LTD | 7,000,000 | $7.741M | 0.1% | $1.11 | $1.26 | — | NOTE 1.500% 3/1 | 92763WAA1 |
| AVAL | GRUPO AVAL ACCIONES Y VALORE | 1,000,000 | $7.66M | 0.1% | $7.66 | $13.55 | — | SPONSORED ADS | 40053W101 |
| SO | SOUTHERN CO | 170,297 | $7.612M | 0.1% | $44.70 * | $27.91 | +1.5% | COM | 842587107 |
| — | CLECO CORP NEW | 142,897 | $7.608M | 0.1% | $53.24 | $53.57 | — | COM | 12561W105 |
| GD | GENERAL DYNAMICS CORP | 54,708 | $7.547M | 0.1% | $137.95 * | $81.18 | +42.2% | COM | 369550108 |
| DUK | DUKE ENERGY CORP NEW | 104,512 | $7.519M | 0.1% | $71.94 * | $46.27 | +2.0% | COM NEW | 26441C204 |
| — | POTASH CORP SASK INC | 367,039 | $7.509M | 0.1% | $20.46 | $23.82 | — | COM | 73755L107 |
| USB | US BANCORP DEL | 181,558 | $7.446M | 0.1% | $41.01 * | $24.75 | +20.4% | COM NEW | 902973304 |
| LOW | LOWES COS INC | 107,755 | $7.426M | 0.1% | $68.92 * | $42.85 | +32.9% | COM | 548661107 |
| AFL | AFLAC INC | 127,634 | $7.419M | 0.1% | $58.13 * | $22.23 | +6.6% | COM | 001055102 |
| NSC | NORFOLK SOUTHERN CORP | 95,322 | $7.283M | 0.1% | $76.40 * | $74.19 | -12.2% | COM | 655844108 |
| COST | COSTCO WHSL CORP NEW | 50,375 | $7.283M | 0.1% | $144.58 * | $99.98 | +19.6% | COM | 22160K105 |
| FISV | FISERV INC | 84,078 | $7.282M | 0.1% | $86.61 * | $32.96 | +31.2% | COM | 337738108 |
| PSA | PUBLIC STORAGE | 33,934 | $7.181M | 0.1% | $211.62 * | $115.10 | +17.5% | COM | 74460D109 |
| PGR | PROGRESSIVE CORP OHIO | 233,076 | $7.141M | 0.1% | $30.64 * | $18.89 | +17.9% | COM | 743315103 |
| MMM | 3M CO | 50,296 | $7.13M | 0.1% | $141.76 * | $72.08 | +21.4% | COM | 88579Y101 |
| CSCO | CISCO SYS INC | 268,445 | $7.047M | 0.1% | $26.25 * | $16.33 | +19.9% | COM | 17275R102 |
| AEP | AMERICAN ELEC PWR INC | 123,452 | $7.019M | 0.1% | $56.86 * | $35.97 | +6.9% | COM | 025537101 |
| CAH | CARDINAL HEALTH INC | 91,338 | $7.017M | 0.1% | $76.82 * | $51.59 | +20.8% | COM | 14149Y108 |
| AIZ | ASSURANT INC | 88,408 | $6.985M | 0.1% | $79.01 * | $50.37 | +20.4% | COM | 04621X108 |
| HIG | HARTFORD FINL SVCS GROUP INC | 152,361 | $6.975M | 0.1% | $45.78 * | $28.92 | +27.9% | COM | 416515104 |
| — | UNITED TECHNOLOGIES CORP | 78,125 | $6.952M | 0.1% | $88.99 | $108.01 | — | COM | 913017109 |
| ED | CONSOLIDATED EDISON INC | 103,961 | $6.95M | 0.1% | $66.85 * | $41.16 | +5.6% | COM | 209115104 |
| AZO | AUTOZONE INC | 9,541 | $6.906M | 0.1% | $723.82 * | $549.25 | +29.0% | COM | 053332102 |
| COR | AMERISOURCEBERGEN CORP | 71,795 | $6.82M | 0.1% | $94.99 * | $61.79 | +25.4% | COM | 03073E105 |
| — | EXPRESS SCRIPTS HLDG CO | 84,198 | $6.817M | 0.1% | $80.96 | $70.96 | — | COM | 30219G108 |
| LEG | LEGGETT & PLATT INC | 164,776 | $6.797M | 0.1% | $41.25 * | $43.81 | +6.6% | COM | 524660107 |
| — | AGRIUM INC | 76,183 | $6.796M | 0.1% | $89.21 | $90.21 | — | COM | 008916108 |
| — | TOTAL SYS SVCS INC | 148,775 | $6.759M | 0.1% | $45.43 | $36.41 | — | COM | 891906109 |
| — | REYNOLDS AMERICAN INC | 152,587 | $6.755M | 0.1% | $44.27 | $60.78 | — | COM | 761713106 |
| — | L BRANDS INC | 74,354 | $6.702M | 0.1% | $90.14 | $76.55 | — | COM | 501797104 |
| PCG | PG&E CORP | 125,649 | $6.634M | 0.1% | $52.80 * | $43.68 | +7.7% | COM | 69331C108 |
| HON | HONEYWELL INTL INC | 70,002 | $6.628M | 0.1% | $94.68 * | $60.54 | +21.1% | COM | 438516106 |
| EIX | EDISON INTL | 104,142 | $6.568M | 0.1% | $63.07 * | $38.05 | +3.3% | COM | 281020107 |
| EFX | EQUIFAX INC | 67,515 | $6.561M | 0.1% | $97.18 * | $73.05 | +23.2% | COM | 294429105 |
| SYY | SYSCO CORP | 167,514 | $6.528M | 0.1% | $38.97 * | $27.41 | +6.1% | COM | 871829107 |
| UNH | UNITEDHEALTH GROUP INC | 55,879 | $6.483M | 0.1% | $116.02 * | $60.78 | +66.5% | COM | 91324P102 |
| PPL | PPL CORP | 196,948 | $6.478M | 0.1% | $32.89 * | $18.45 | +6.6% | COM | 69351T106 |
| PAYX | PAYCHEX INC | 135,806 | $6.468M | 0.1% | $47.63 * | $31.66 | +7.7% | COM | 704326107 |
| ES | EVERSOURCE ENERGY | 126,536 | $6.405M | 0.1% | $50.62 * | $36.01 | -6.5% | COM | 30040W108 |
| — | BARD C R INC | 34,366 | $6.403M | 0.1% | $186.32 | $149.73 | — | COM | 067383109 |
| — | MALLINCKRODT PUB LTD CO | 100,000 | $6.394M | 0.1% | $63.94 | $96.83 | — | SHS | G5785G107 |
| — | PEOPLES UNITED FINANCIAL INC | 405,930 | $6.385M | 0.1% | $15.73 | $15.19 | — | COM | 712704105 |
| IWM | ISHARES TR | 58,200 | $6.355M | 0.1% | $109.19 | $124.86 | — | RUSSELL 2000 ETF | 464287655 |
| LLY | LILLY ELI & CO | 75,762 | $6.341M | 0.1% | $83.70 * | $48.04 | +46.7% | COM | 532457108 |
| XEL | XCEL ENERGY INC | 178,886 | $6.334M | 0.1% | $35.41 * | $22.81 | +7.6% | COM | 98389B100 |
| — | BLACKSTONE GROUP L P | 200,000 | $6.334M | 0.1% | $31.67 | $31.67 | — | COM UNIT LTD | 09253U108 |
| PNW | PINNACLE WEST CAP CORP | 98,675 | $6.329M | 0.1% | $64.14 * | $41.09 | -1.0% | COM | 723484101 |
| — | BB&T CORP | 177,308 | $6.312M | 0.1% | $35.60 | $37.03 | — | COM | 054937107 |
| — | RAYTHEON CO | 57,697 | $6.304M | 0.1% | $109.26 | $77.66 | — | COM NEW | 755111507 |
| MSI | MOTOROLA SOLUTIONS INC | 91,825 | $6.279M | 0.1% | $68.38 * | $53.00 | +0.8% | COM NEW | 620076307 |
| EQR | EQUITY RESIDENTIAL | 83,143 | $6.246M | 0.1% | $75.12 * | $38.74 | +11.8% | SH BEN INT | 29476L107 |
| MCK | MCKESSON CORP | 33,656 | $6.227M | 0.1% | $185.02 * | $152.84 | +28.0% | COM | 58155Q103 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 26,501 | $6.227M | 0.1% | $234.97 * | $37.62 | +7.7% | COM | 45866F104 |
| — | INTERDIGITAL INC | 6,000,000 | $6.208M | 0.1% | $1.03 | $1.08 | — | NOTE 2.500% 3/1 | 458660AB3 |
| MCO | MOODYS CORP | 63,128 | $6.199M | 0.1% | $98.20 * | $74.75 | +28.3% | COM | 615369105 |
| — | TORCHMARK CORP | 109,233 | $6.161M | 0.1% | $56.40 | $55.89 | — | COM | 891027104 |
| EXPD | EXPEDITORS INTL WASH INC | 130,609 | $6.145M | 0.1% | $47.05 * | $39.38 | +5.0% | COM | 302130109 |
| WELL | WELLTOWER INC | 89,774 | $6.079M | 0.1% | $67.71 * | $44.80 | 0.0% | COM | 95040Q104 |
| — | GROUPE CGI INC | 168,566 | $6.079M | 0.1% | $36.06 | $35.56 | — | CL A SUB VTG | 39945C109 |
| — | SHAW COMMUNICATIONS INC | 315,204 | $6.075M | 0.1% | $19.27 | $23.28 | — | CL B CONV | 82028K200 |
| — | CAPITAL ONE FINL CORP | 191,600 | $6.074M | 0.1% | $31.70 | $24.23 | — | *W EXP 11/14/201 | 14040H139 |
| TROW | PRICE T ROWE GROUP INC | 87,209 | $6.061M | 0.1% | $69.50 * | $52.07 | -2.1% | COM | 74144T108 |
| HBAN | HUNTINGTON BANCSHARES INC | 571,205 | $6.055M | 0.1% | $10.60 * | $6.58 | +11.2% | COM | 446150104 |
| MTB | M & T BK CORP | 49,547 | $6.042M | 0.1% | $121.94 * | $83.97 | +11.1% | COM | 55261F104 |
| AVY | AVERY DENNISON CORP | 106,508 | $6.025M | 0.1% | $56.57 * | $42.44 | +17.2% | COM | 053611109 |
| AVB | AVALONBAY CMNTYS INC | 34,459 | $6.024M | 0.1% | $174.82 * | $106.49 | +12.2% | COM | 053484101 |
| DTE | DTE ENERGY CO | 74,772 | $6.009M | 0.1% | $80.36 * | $45.56 | +3.7% | COM | 233331107 |
| FIS | FIDELITY NATL INFORMATION SV | 89,185 | $5.983M | 0.1% | $67.09 * | $47.42 | +17.4% | COM | 31620M106 |
| ITW | ILLINOIS TOOL WKS INC | 72,482 | $5.966M | 0.1% | $82.31 * | $61.95 | +10.3% | COM | 452308109 |
| VFC | V F CORP | 87,008 | $5.935M | 0.1% | $68.21 | $61.30 | +11.8% | COM | 918204108 |
| ADP | AUTOMATIC DATA PROCESSING IN | 73,627 | $5.917M | 0.1% | $80.36 * | $56.71 | +12.6% | COM | 053015103 |
| SYK | STRYKER CORP | 62,640 | $5.894M | 0.1% | $94.09 * | $71.39 | +23.1% | COM | 863667101 |
| WM | WASTE MGMT INC DEL | 118,163 | $5.886M | 0.1% | $49.81 * | $42.81 | -4.6% | COM | 94106L109 |
| WEC | WEC ENERGY GROUP INC | 111,701 | $5.833M | 0.1% | $52.22 * | $33.96 | +2.5% | COM | 92939U106 |
| CINF | CINCINNATI FINL CORP | 108,217 | $5.822M | 0.1% | $53.80 * | $37.48 | +7.3% | COM | 172062101 |
| BDX | BECTON DICKINSON & CO | 43,696 | $5.797M | 0.1% | $132.67 * | $108.63 | +9.8% | COM | 075887109 |
| ETR | ENTERGY CORP NEW | 88,908 | $5.788M | 0.1% | $65.10 * | $24.48 | -8.0% | COM | 29364G103 |
| FDX | FEDEX CORP | 40,069 | $5.769M | 0.1% | $143.98 * | $118.61 | +14.9% | COM | 31428X106 |
| ROP | ROPER TECHNOLOGIES INC | 36,718 | $5.754M | 0.1% | $156.71 | $141.09 | +10.0% | COM | 776696106 |
| AEE | AMEREN CORP | 135,500 | $5.728M | 0.1% | $42.27 * | $28.80 | +2.4% | COM | 023608102 |
| ESS | ESSEX PPTY TR INC | 25,625 | $5.725M | 0.1% | $223.41 * | $145.41 | +8.0% | COM | 297178105 |
| MNST | MONSTER BEVERAGE CORP NEW | 42,116 | $5.692M | 0.1% | $135.15 * | $22.33 | +5.0% | COM | 61174X109 |
| — | DISCOVER FINL SVCS | 109,363 | $5.686M | 0.1% | $51.99 | $52.95 | — | COM | 254709108 |
| — | SCANA CORP NEW | 101,048 | $5.685M | 0.1% | $56.26 | $54.28 | — | COM | 80589M102 |
| CCI | CROWN CASTLE INTL CORP NEW | 71,941 | $5.674M | 0.1% | $78.87 * | $52.46 | +0.4% | COM | 22822V101 |
| GPC | GENUINE PARTS CO | 68,412 | $5.671M | 0.1% | $82.89 * | $65.05 | -2.0% | COM | 372460105 |
| NKE | NIKE INC | 46,025 | $5.66M | 0.1% | $122.98 * | $30.81 | +61.0% | CL B | 654106103 |
| L | LOEWS CORP | 156,457 | $5.654M | 0.1% | $36.14 | $39.50 | -9.9% | COM | 540424108 |
| LEN | LENNAR CORP | 117,125 | $5.637M | 0.1% | $48.13 * | $43.71 | +2.1% | CL A | 526057104 |
| — | ROCKWELL COLLINS INC | 68,575 | $5.612M | 0.1% | $81.84 | $64.95 | — | COM | 774341101 |
| GWW | GRAINGER W W INC | 26,022 | $5.595M | 0.1% | $215.01 * | $201.14 | -5.5% | COM | 384802104 |
| DE | DEERE & CO | 75,446 | $5.583M | 0.1% | $74.00 | $73.36 | 0.0% | COM | 244199105 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 76,959 | $5.566M | 0.1% | $72.32 * | $73.29 | +5.8% | COM | 23918K108 |
| SRE | SEMPRA ENERGY | 57,455 | $5.557M | 0.1% | $96.72 * | $34.44 | +2.9% | COM | 816851109 |
| — | HCP INC | 148,977 | $5.549M | 0.1% | $37.25 | $42.99 | — | COM | 40414L109 |
| DLTR | DOLLAR TREE INC | 82,950 | $5.529M | 0.1% | $66.65 * | $67.32 | +11.5% | COM | 256746108 |
| INTU | INTUIT | 62,009 | $5.503M | 0.1% | $88.75 | $72.14 | +24.0% | COM | 461202103 |
| AMT | AMERICAN TOWER CORP NEW | 62,394 | $5.489M | 0.1% | $87.97 * | $67.21 | +8.6% | COM | 03027X100 |
| — | BONANZA CREEK ENERGY INC | 1,346,153 | $5.479M | 0.1% | $4.07 | $24.66 | — | COM | 097793103 |
| LNC | LINCOLN NATL CORP IND | 115,237 | $5.469M | 0.1% | $47.46 * | $36.90 | -1.3% | COM | 534187109 |
| — | GENERAL GROWTH PPTYS INC NEW | 210,460 | $5.466M | 0.1% | $25.97 | $26.30 | — | COM | 370023103 |
| — | DENTSPLY INTL INC NEW | 107,970 | $5.46M | 0.1% | $50.57 | $49.10 | — | COM | 249030107 |
| RVTY | PERKINELMER INC | 118,709 | $5.456M | 0.1% | $45.96 * | $43.92 | +9.4% | COM | 714046109 |
| ORCL | ORACLE CORP | 150,886 | $5.45M | 0.1% | $36.12 * | $32.61 | +0.9% | COM | 68389X105 |
| WY | WEYERHAEUSER CO | 198,541 | $5.428M | 0.0% | $27.34 * | $21.37 | -8.3% | COM | 962166104 |
| PLD | PROLOGIS INC | 138,218 | $5.377M | 0.0% | $38.90 * | $30.09 | -4.2% | COM | 74340W103 |
| — | TOTAL S A | 120,000 | $5.365M | 0.0% | $44.71 | $51.20 | — | SPONSORED ADR | 89151E109 |
| — | CAMERON INTERNATIONAL CORP | 86,940 | $5.331M | 0.0% | $61.32 | $60.34 | — | COM | 13342B105 |
| CMS | CMS ENERGY CORP | 150,575 | $5.318M | 0.0% | $35.32 * | $23.84 | +4.0% | COM | 125896100 |
| ECL | ECOLAB INC | 48,339 | $5.304M | 0.0% | $109.73 * | $86.56 | +15.3% | COM | 278865100 |
| — | PATTERSON COMPANIES INC | 122,614 | $5.303M | 0.0% | $43.25 | $47.63 | — | COM | 703395103 |
| COP | CONOCOPHILLIPS | 110,564 | $5.303M | 0.0% | $47.96 * | $36.80 | 0.0% | COM | 20825C104 |
| PTEN | PATTERSON UTI ENERGY INC | 403,330 | $5.3M | 0.0% | $13.14 * | $18.39 | -13.8% | COM | 703481101 |
| FITB | FIFTH THIRD BANCORP | 280,301 | $5.3M | 0.0% | $18.91 * | $12.55 | +12.7% | COM | 316773100 |
| — | MEAD JOHNSON NUTRITION CO | 75,178 | $5.293M | 0.0% | $70.41 | $87.38 | — | COM | 582839106 |
| RHI | ROBERT HALF INTL INC | 103,035 | $5.271M | 0.0% | $51.16 * | $55.08 | -2.3% | COM | 770323103 |
| BXP | BOSTON PROPERTIES INC | 44,371 | $5.254M | 0.0% | $118.41 * | $79.62 | -1.6% | COM | 101121101 |
| OMC | OMNICOM GROUP INC | 79,617 | $5.247M | 0.0% | $65.90 * | $49.23 | +0.0% | COM | 681919106 |
| — | FREESCALE SEMICONDUCTOR LTD | 143,244 | $5.24M | 0.0% | $36.58 | $39.54 | — | SHS | G3727Q101 |
| ORLY | O REILLY AUTOMOTIVE INC NEW | 20,855 | $5.214M | 0.0% | $250.01 * | $10.47 | +54.2% | COM | 67103H107 |
| CTAS | CINTAS CORP | 60,667 | $5.202M | 0.0% | $85.75 * | $16.26 | +17.9% | COM | 172908105 |
| — | COCA COLA ENTERPRISES INC NE | 107,267 | $5.186M | 0.0% | $48.35 | $42.29 | — | COM | 19122T109 |
| — | CA INC | 188,359 | $5.142M | 0.0% | $27.30 | $31.45 | — | COM | 12673P105 |
| UNM | UNUM GROUP | 158,733 | $5.092M | 0.0% | $32.08 * | $32.45 | +6.2% | COM | 91529Y106 |
| TJX | TJX COS INC NEW | 71,288 | $5.091M | 0.0% | $71.41 * | $22.94 | +32.2% | COM | 872540109 |
| VNO | VORNADO RLTY TR | 56,106 | $5.073M | 0.0% | $90.42 | $100.88 | — | SH BEN INT | 929042109 |
| — | CABLEVISION SYS CORP | 155,524 | $5.05M | 0.0% | $32.47 | $25.03 | — | CL A NY CABLVS | 12686C109 |
| PPG | PPG INDS INC | 57,530 | $5.045M | 0.0% | $87.69 * | $86.78 | -2.8% | COM | 693506107 |
| GIL | GILDAN ACTIVEWEAR INC | 167,397 | $5.029M | 0.0% | $30.04 * | $23.97 | +13.9% | COM | 375916103 |
| EVR | EVERCORE PARTNERS INC | 100,000 | $5.024M | 0.0% | $50.24 * | $43.65 | 0.0% | CLASS A | 29977A105 |
| — | PLUM CREEK TIMBER CO INC | 126,697 | $5.006M | 0.0% | $39.51 | $43.80 | — | COM | 729251108 |
| HP | HELMERICH & PAYNE INC | 103,329 | $4.883M | 0.0% | $47.26 * | $68.03 | -16.8% | COM | 423452101 |
| — | VARIAN MED SYS INC | 66,080 | $4.875M | 0.0% | $73.77 | $88.46 | — | COM | 92220P105 |
| SHW | SHERWIN WILLIAMS CO | 21,870 | $4.872M | 0.0% | $222.77 * | $72.59 | +9.7% | COM | 824348106 |
| BEN | FRANKLIN RES INC | 130,692 | $4.87M | 0.0% | $37.26 * | $31.18 | -15.1% | COM | 354613101 |
| NTRS | NORTHERN TR CORP | 70,812 | $4.827M | 0.0% | $68.17 * | $47.11 | +17.9% | COM | 665859104 |
| CBRE | CBRE GROUP INC | 150,588 | $4.819M | 0.0% | $32.00 * | $32.15 | +10.3% | CL A | 12504L109 |
| CFG | CITIZENS FINL GROUP INC | 200,000 | $4.772M | 0.0% | $23.86 * | $17.55 | 0.0% | COM | 174610105 |
| — | NABORS INDUSTRIES LTD | 500,000 | $4.725M | 0.0% | $9.45 | $14.08 | — | SHS | G6359F103 |
| — | AIRGAS INC | 52,433 | $4.684M | 0.0% | $89.33 | $104.10 | — | COM | 009363102 |
| V | VISA INC | 66,965 | $4.665M | 0.0% | $69.66 * | $57.11 | +16.2% | COM CL A | 92826C839 |
| KIM | KIMCO RLTY CORP | 188,920 | $4.615M | 0.0% | $24.43 * | $14.95 | -3.1% | COM | 49446R109 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,000,000 | $4.577M | 0.0% | $1.53 | $1.40 | — | NOTE 1.750%12/0 | 874054AC3 |
| MHK | MOHAWK INDS INC | 25,140 | $4.57M | 0.0% | $181.78 * | $174.40 | +13.6% | COM | 608190104 |
| — | E M C CORP MASS | 188,895 | $4.564M | 0.0% | $24.16 | $24.57 | — | COM | 268648102 |
| STT | STATE STR CORP | 67,852 | $4.56M | 0.0% | $67.21 * | $49.58 | +11.5% | COM | 857477103 |
| IP | INTL PAPER CO | 120,064 | $4.537M | 0.0% | $37.79 * | $30.16 | -10.0% | COM | 460146103 |
| BLD | TOPBUILD CORP | 144,900 | $4.488M | 0.0% | $30.97 | $30.95 | 0.0% | COM | 89055F103 |
| NVR | NVR INC | 2,934 | $4.475M | 0.0% | $1525.22 * | $1473.30 | +1.4% | COM | 62944T105 |
| EPC | EDGEWELL PERS CARE CO | 54,180 | $4.421M | 0.0% | $81.60 | $82.99 | -0.7% | COM | 28035Q102 |
| — | APARTMENT INVT & MGMT CO | 119,134 | $4.41M | 0.0% | $37.02 | $38.50 | — | CL A | 03748R101 |
| — | XL GROUP PLC | 120,000 | $4.358M | 0.0% | $36.32 | $36.09 | — | SHS | G98290102 |
| IMO | IMPERIAL OIL LTD | 137,480 | $4.336M | 0.0% | $31.54 * | $27.71 | -1.4% | COM NEW | 453038408 |
| CL | COLGATE PALMOLIVE CO | 68,293 | $4.334M | 0.0% | $63.46 * | $45.36 | +13.1% | COM | 194162103 |
| — | LINEAR TECHNOLOGY CORP | 106,828 | $4.311M | 0.0% | $40.35 | $44.19 | — | COM | 535678106 |
| ELV | ANTHEM INC | 30,584 | $4.282M | 0.0% | $140.01 * | $113.90 | +14.0% | COM | 036752103 |
| MOS | MOSAIC CO NEW | 135,964 | $4.23M | 0.0% | $31.11 * | $40.56 | -17.3% | COM | 61945C103 |
| WAT | WATERS CORP | 35,592 | $4.207M | 0.0% | $118.20 * | $108.14 | +17.0% | COM | 941848103 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 99,639 | $4.201M | 0.0% | $42.16 * | $25.05 | +13.4% | COM | 744573106 |
| — | ELECTRONIC ARTS INC | 2,000,000 | $4.196M | 0.0% | $2.10 | $1.51 | — | NOTE 0.750% 7/1 | 285512AA7 |
| ADM | ARCHER DANIELS MIDLAND CO | 99,850 | $4.139M | 0.0% | $41.45 * | $28.75 | +16.6% | COM | 039483102 |
| EMR | EMERSON ELEC CO | 92,745 | $4.097M | 0.0% | $44.17 * | $42.01 | -11.1% | COM | 291011104 |
| — | HARRIS CORP DEL | 55,488 | $4.059M | 0.0% | $73.15 | $74.33 | — | COM | 413875105 |
| BAX | BAXTER INTL INC | 123,432 | $4.055M | 0.0% | $32.85 * | $31.15 | +2.9% | COM | 071813109 |
| — | ARES CAP CORP | 4,000,000 | $4.05M | 0.0% | $1.01 | $1.06 | — | NOTE 5.125% 6/0 | 04010LAD5 |
| ROST | ROSS STORES INC | 83,124 | $4.029M | 0.0% | $48.47 * | $39.40 | +17.0% | COM | 778296103 |
| — | DU PONT E I DE NEMOURS & CO | 83,445 | $4.022M | 0.0% | $48.20 | $62.03 | — | COM | 263534109 |
| — | ST JUDE MED INC | 63,708 | $4.019M | 0.0% | $63.08 | $58.40 | — | COM | 790849103 |
| SGI | TEMPUR SEALY INTL INC | 55,500 | $3.964M | 0.0% | $71.42 * | $17.74 | +3.5% | COM | 88023U101 |
| OC | OWENS CORNING NEW | 93,000 | $3.898M | 0.0% | $41.91 * | $43.36 | +1.6% | COM | 690742101 |
| VTR | VENTAS INC | 68,837 | $3.859M | 0.0% | $56.06 * | $51.79 | -19.8% | COM | 92276F100 |
| — | MERITOR INC | 2,830,000 | $3.834M | 0.0% | $1.35 | $1.65 | — | NOTE 7.875% 3/0 | 59001KAC4 |
| — | SCRIPPS NETWORKS INTERACT IN | 77,485 | $3.811M | 0.0% | $49.18 | $68.99 | — | CL A COM | 811065101 |
| — | DELPHI AUTOMOTIVE PLC | 50,000 | $3.802M | 0.0% | $76.04 | $60.76 | — | SHS | G27823106 |
| — | CIGNA CORPORATION | 28,122 | $3.797M | 0.0% | $135.02 | $107.45 | — | COM | 125509109 |
| AOS | SMITH A O | 57,800 | $3.768M | 0.0% | $65.19 * | $28.34 | +1.9% | COM | 831865209 |
| — | BED BATH & BEYOND INC | 65,141 | $3.714M | 0.0% | $57.01 | $75.05 | — | COM | 075896100 |
| MTG | MGIC INVT CORP WIS | 400,000 | $3.704M | 0.0% | $9.26 * | $10.66 | -0.6% | COM | 552848103 |
| — | WHITEWAVE FOODS CO | 92,100 | $3.698M | 0.0% | $40.15 | $48.88 | — | COM | 966244105 |
| PSX | PHILLIPS 66 | 48,057 | $3.693M | 0.0% | $76.85 * | $42.89 | +26.0% | COM | 718546104 |
| — | PRECISION DRILLING CORP | 1,000,000 | $3.685M | 0.0% | $3.69 | $6.49 | — | COM 2010 | 74022D308 |
| MA | MASTERCARD INC | 40,790 | $3.676M | 0.0% | $90.12 * | $72.81 | +21.3% | CL A | 57636Q104 |
| FE | FIRSTENERGY CORP | 116,936 | $3.661M | 0.0% | $31.31 * | $23.96 | -11.5% | COM | 337932107 |
| YUM | YUM BRANDS INC | 45,479 | $3.636M | 0.0% | $79.95 * | $41.92 | +18.9% | COM | 988498101 |
| DGX | QUEST DIAGNOSTICS INC | 58,561 | $3.6M | 0.0% | $61.47 * | $55.24 | +2.8% | COM | 74834L100 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 27,250 | $3.553M | 0.0% | $130.39 * | $116.72 | +17.4% | CL B NEW | 084670702 |
| ZBH | ZIMMER BIOMET HLDGS INC | 37,570 | $3.529M | 0.0% | $93.93 * | $83.36 | +10.4% | COM | 98956P102 |
| CNP | CENTERPOINT ENERGY INC | 191,230 | $3.45M | 0.0% | $18.04 * | $15.09 | -12.8% | COM | 15189T107 |
| BALL | BALL CORP | 54,652 | $3.399M | 0.0% | $62.19 * | $27.23 | +11.7% | COM | 058498106 |
| AME | AMETEK INC NEW | 64,951 | $3.398M | 0.0% | $52.32 * | $44.71 | +12.4% | COM | 031100100 |
| — | HUDSON CITY BANCORP | 332,718 | $3.384M | 0.0% | $10.17 | $10.32 | — | COM | 443683107 |
| — | JPMORGAN CHASE & CO | 169,450 | $3.374M | 0.0% | $19.91 | $19.84 | — | *W EXP 10/28/201 | 46634E114 |
| — | AETNA INC NEW | 30,838 | $3.374M | 0.0% | $109.41 | $109.88 | — | COM | 00817Y108 |
| MAS | MASCO CORP | 133,325 | $3.357M | 0.0% | $25.18 * | $18.52 | +18.8% | COM | 574599106 |
| — | KKR & CO L P DEL | 200,000 | $3.356M | 0.0% | $16.78 | $16.78 | — | COM UNITS | 48248M102 |
| WU | WESTERN UN CO | 182,111 | $3.344M | 0.0% | $18.36 | $19.93 | — | COM | 959802109 |
| — | WYNDHAM WORLDWIDE CORP | 46,172 | $3.32M | 0.0% | $71.91 | $82.38 | — | COM | 98310W108 |
| — | GOLDCORP INC NEW | 264,189 | $3.297M | 0.0% | $12.48 | $12.48 | — | COM | 380956409 |
| — | OM GROUP INC | 100,000 | $3.289M | 0.0% | $32.89 | $33.17 | — | COM | 670872100 |
| GLW | CORNING INC | 191,611 | $3.28M | 0.0% | $17.12 * | $12.86 | +6.0% | COM | 219350105 |
| — | HEWLETT PACKARD CO | 126,606 | $3.242M | 0.0% | $25.61 | $24.92 | — | COM | 428236103 |
| PCAR | PACCAR INC | 60,723 | $3.168M | 0.0% | $52.17 * | $25.48 | +6.3% | COM | 693718108 |
| XYL | XYLEM INC | 96,285 | $3.163M | 0.0% | $32.85 * | $28.87 | +2.4% | COM | 98419M100 |
| APH | AMPHENOL CORP NEW | 61,484 | $3.133M | 0.0% | $50.96 * | $11.31 | +7.5% | CL A | 032095101 |
| — | INTERPUBLIC GROUP COS INC | 162,876 | $3.116M | 0.0% | $19.13 * | $13.31 | +2.0% | COM | 460690100 |
| — | SANDISK CORP | 2,500,000 | $3.094M | 0.0% | $1.24 | $1.52 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | ALBANY MOLECULAR RESH INC | 2,500,000 | $3.081M | 0.0% | $1.23 | $1.21 | — | NOTE 2.250%11/1 | 012423AB5 |
| BMY | BRISTOL MYERS SQUIBB CO | 51,901 | $3.073M | 0.0% | $59.21 * | $31.84 | +39.9% | COM | 110122108 |
| NDAQ | NASDAQ INC | 57,592 | $3.071M | 0.0% | $53.32 * | $12.92 | +12.1% | COM | 631103108 |
| HSIC | SCHEIN HENRY INC | 22,608 | $3.001M | 0.0% | $132.74 * | $53.98 | +2.6% | COM | 806407102 |
| — | LABORATORY CORP AMER HLDGS | 27,402 | $2.972M | 0.0% | $108.46 | $114.72 | — | COM NEW | 50540R409 |
| AMP | AMERIPRISE FINL INC | 27,011 | $2.948M | 0.0% | $109.14 * | $73.17 | +29.4% | COM | 03076C106 |
| ZTS | ZOETIS INC | 71,043 | $2.926M | 0.0% | $41.19 * | $34.07 | +25.5% | CL A | 98978V103 |
| — | SL GREEN RLTY CORP | 26,746 | $2.893M | 0.0% | $108.17 | $115.84 | — | COM | 78440X101 |
| — | PEPCO HOLDINGS INC | 117,349 | $2.842M | 0.0% | $24.22 | $25.77 | — | COM | 713291102 |
| — | SINA CORP | 3,000,000 | $2.831M | 0.0% | $0.94 | $0.93 | — | NOTE 1.000%12/0 | 82922RAD5 |
| — | CERNER CORP | 47,109 | $2.825M | 0.0% | $59.97 | $71.97 | — | COM | 156782104 |
| O | REALTY INCOME CORP | 59,287 | $2.81M | 0.0% | $47.40 * | $27.96 | -0.7% | COM | 756109104 |
| — | RYLAND GROUP INC | 2,000,000 | $2.762M | 0.0% | $1.38 | $1.42 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | BAXALTA INC | 87,146 | $2.746M | 0.0% | $31.51 | $31.51 | — | COM | 07177M103 |
| OXY | OCCIDENTAL PETE CORP DEL | 41,501 | $2.745M | 0.0% | $66.14 * | $58.31 | -12.0% | COM | 674599105 |
| RDN | RADIAN GROUP INC | 168,000 | $2.673M | 0.0% | $15.91 * | $14.78 | -0.2% | COM | 750236101 |
| APD | AIR PRODS & CHEMS INC | 20,807 | $2.655M | 0.0% | $127.60 * | $79.12 | +24.4% | COM | 009158106 |
| PBA | PEMBINA PIPELINE CORP | 110,255 | $2.641M | 0.0% | $23.95 * | $16.34 | -1.1% | COM | 706327103 |
| — | BARRICK GOLD CORP | 409,905 | $2.596M | 0.0% | $6.33 | $9.41 | — | COM | 067901108 |
| — | DUN & BRADSTREET CORP DEL NE | 24,706 | $2.594M | 0.0% | $104.99 | $116.71 | — | COM | 26483E100 |
| — | RADIAN GROUP INC | 1,780,000 | $2.584M | 0.0% | $1.45 | $1.41 | — | NOTE 3.000%11/1 | 750236AK7 |
| MPC | MARATHON PETE CORP | 55,117 | $2.554M | 0.0% | $46.34 * | $32.42 | +14.8% | COM | 56585A102 |
| FNV | FRANCO NEVADA CORP | 57,155 | $2.514M | 0.0% | $43.99 * | $39.47 | -2.5% | COM | 351858105 |
| KEY | KEYCORP NEW | 191,326 | $2.489M | 0.0% | $13.01 * | $8.36 | +11.6% | COM | 493267108 |
| IEX | IDEX CORP | 34,000 | $2.424M | 0.0% | $71.29 * | $64.51 | 0.0% | COM | 45167R104 |
| KMI | KINDER MORGAN INC DEL | 86,953 | $2.407M | 0.0% | $27.68 * | $22.65 | -13.7% | COM | 49456B101 |
| — | CENTURYLINK INC | 94,356 | $2.37M | 0.0% | $25.12 | $33.83 | — | COM | 156700106 |
| HOG | HARLEY DAVIDSON INC | 43,005 | $2.361M | 0.0% | $54.90 * | $55.43 | +1.8% | COM | 412822108 |
| PRGO | PERRIGO CO PLC | 15,000 | $2.359M | 0.0% | $157.27 * | $153.40 | +19.6% | SHS | G97822103 |
| SLB | SCHLUMBERGER LTD | 33,087 | $2.282M | 0.0% | $68.97 * | $56.69 | +3.9% | COM | 806857108 |
| HRB | BLOCK H & R INC | 62,253 | $2.254M | 0.0% | $36.21 * | $19.97 | +14.6% | COM | 093671105 |
| CMI | CUMMINS INC | 20,578 | $2.234M | 0.0% | $108.56 * | $90.45 | +2.7% | COM | 231021106 |
| CAT | CATERPILLAR INC DEL | 33,354 | $2.18M | 0.0% | $65.36 * | $63.23 | -6.5% | COM | 149123101 |
| — | PINNACLE FOODS INC DEL | 51,400 | $2.153M | 0.0% | $41.89 | $45.54 | — | COM | 72348P104 |
| — | CRESCENT PT ENERGY CORP | 188,115 | $2.143M | 0.0% | $11.39 | $20.07 | — | COM | 22576C101 |
| — | FLIR SYS INC | 76,513 | $2.142M | 0.0% | $28.00 | $28.75 | — | COM | 302445101 |
| PFG | PRINCIPAL FINL GROUP INC | 44,952 | $2.128M | 0.0% | $47.34 * | $28.67 | +22.9% | COM | 74251V102 |
| EXC | EXELON CORP | 70,714 | $2.1M | 0.0% | $29.70 * | $15.68 | -0.7% | COM | 30161N101 |
| CHRW | C H ROBINSON WORLDWIDE INC | 30,932 | $2.097M | 0.0% | $67.79 * | $52.33 | +0.2% | COM NEW | 12541W209 |
| A | AGILENT TECHNOLOGIES INC | 61,070 | $2.097M | 0.0% | $34.34 | $33.05 | +5.3% | COM | 00846U101 |
| — | AARONS INC | 57,300 | $2.069M | 0.0% | $36.11 | $33.52 | — | COM PAR $0.50 | 002535300 |
| — | DEAN FOODS CO NEW | 124,400 | $2.055M | 0.0% | $16.52 | $16.19 | — | COM NEW | 242370203 |
| — | VERISIGN INC | 1,000,000 | $2.055M | 0.0% | $2.06 | $1.85 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | LEUCADIA NATL CORP | 101,389 | $2.054M | 0.0% | $20.26 | $23.59 | — | COM | 527288104 |
| — | KEURIG GREEN MTN INC | 39,164 | $2.042M | 0.0% | $52.14 | $86.71 | — | COM | 49271M100 |
| — | MERITAGE HOMES CORP | 2,000,000 | $2.024M | 0.0% | $1.01 | $1.08 | — | NOTE 1.875% 9/1 | 59001AAR3 |
| — | PHARMATHENE INC | 1,520,451 | $2.022M | 0.0% | $1.33 | $1.59 | — | COM | 71714G102 |
| ZION | ZIONS BANCORPORATION | 73,197 | $2.016M | 0.0% | $27.54 * | $26.23 | +13.0% | COM | 989701107 |
| — | LEGG MASON INC | 47,135 | $1.961M | 0.0% | $41.60 | $44.17 | — | COM | 524901105 |
| EBAY | EBAY INC | 80,180 | $1.96M | 0.0% | $24.44 * | $20.86 | +14.7% | COM | 278642103 |
| VMC | VULCAN MATLS CO | 21,708 | $1.936M | 0.0% | $89.18 * | $65.64 | +30.0% | COM | 929160109 |
| AEM | AGNICO EAGLE MINES LTD | 76,542 | $1.931M | 0.0% | $25.23 * | $22.26 | -9.3% | COM | 008474108 |
| — | TREEHOUSE FOODS INC | 24,500 | $1.906M | 0.0% | $77.80 | $81.02 | — | COM | 89469A104 |
| — | STARWOOD WAYPOINT RESIDENTL | 2,000,000 | $1.905M | 0.0% | $0.95 | $0.95 | — | NOTE 3.000% 7/0 | 85571WAB5 |
| RYN | RAYONIER INC | 84,900 | $1.874M | 0.0% | $22.07 | $22.07 | — | COM | 754907103 |
| EW | EDWARDS LIFESCIENCES CORP | 13,090 | $1.861M | 0.0% | $142.17 * | $12.76 | +89.1% | COM | 28176E108 |
| CAE | CAE INC | 175,630 | $1.852M | 0.0% | $10.54 * | $11.15 | -7.8% | COM | 124765108 |
| — | SILVER WHEATON CORP | 150,229 | $1.797M | 0.0% | $11.96 | $11.96 | — | COM | 828336107 |
| HAIN | HAIN CELESTIAL GROUP INC | 34,500 | $1.78M | 0.0% | $51.59 * | $63.19 | +0.2% | COM | 405217100 |
| — | FIAT CHRYSLER AUTOMOBILES N | 137,367 | $1.78M | 0.0% | $12.96 | $13.94 | — | SHS | N31738102 |
| KLAC | KLA-TENCOR CORP | 35,463 | $1.773M | 0.0% | $50.00 * | $38.55 | +10.2% | COM | 482480100 |
| — | RITE AID CORP | 290,194 | $1.761M | 0.0% | $6.07 | $8.08 | — | COM | 767754104 |
| M | MACYS INC | 33,416 | $1.715M | 0.0% | $51.32 * | $53.35 | +17.6% | COM | 55616P104 |
| — | B2GOLD CORP | 2,000,000 | $1.689M | 0.0% | $0.84 | $0.94 | — | NOTE 3.250%10/0 | 11777QAB6 |
| DG | DOLLAR GEN CORP NEW | 23,241 | $1.684M | 0.0% | $72.46 * | $48.06 | +39.0% | COM | 256677105 |
| — | WALGREENS BOOTS ALLIANCE INC | 20,214 | $1.68M | 0.0% | $83.11 | $83.11 | — | COM | 931427108 |
| — | CITRIX SYS INC | 24,124 | $1.671M | 0.0% | $69.27 | $65.69 | — | COM | 177376100 |
| GAP | GAP INC DEL | 58,127 | $1.657M | 0.0% | $28.51 * | $26.21 | -9.2% | COM | 364760108 |
| LUV | SOUTHWEST AIRLS CO | 43,111 | $1.64M | 0.0% | $38.04 * | $15.25 | +114.6% | COM | 844741108 |
| — | MICRON TECHNOLOGY INC | 1,000,000 | $1.627M | 0.0% | $1.63 | $2.12 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | L-3 COMMUNICATIONS HLDGS INC | 15,435 | $1.613M | 0.0% | $104.50 | $91.22 | — | COM | 502424104 |
| — | ALON USA ENERGY INC | 1,200,000 | $1.604M | 0.0% | $1.34 | $1.28 | — | NOTE 3.000% 9/1 | 020520AB8 |
| — | HESS CORP | 31,606 | $1.582M | 0.0% | $50.05 | $98.43 | — | COM | 42809H107 |
| — | DEALERTRACK TECHNOLOGIES INC | 25,000 | $1.579M | 0.0% | $63.16 | $63.16 | — | COM | 242309102 |
| JBHT | HUNT J B TRANS SVCS INC | 21,977 | $1.569M | 0.0% | $71.39 | $71.36 | +0.7% | COM | 445658107 |
| CNH | CNH INDL N V | 240,283 | $1.562M | 0.0% | $6.50 * | $5.92 | +2.7% | SHS | N20944109 |
| AMG | AFFILIATED MANAGERS GROUP | 8,879 | $1.518M | 0.0% | $170.97 * | $204.16 | -6.8% | COM | 008252108 |
| HUM | HUMANA INC | 8,416 | $1.506M | 0.0% | $178.94 * | $95.30 | +78.4% | COM | 444859102 |
| DRI | DARDEN RESTAURANTS INC | 21,656 | $1.484M | 0.0% | $68.53 * | $31.32 | +50.7% | COM | 237194105 |
| CCJ | CAMECO CORP | 121,354 | $1.473M | 0.0% | $12.14 | $12.21 | 0.0% | COM | 13321L108 |
| — | ZAYO GROUP HLDGS INC | 56,619 | $1.436M | 0.0% | $25.36 | $25.36 | — | COM | 98919V105 |
| NAVI | NAVIENT CORP | 127,276 | $1.431M | 0.0% | $11.24 * | $19.54 | -25.1% | COM | 63938C108 |
| — | SYMANTEC CORP | 71,496 | $1.392M | 0.0% | $19.47 | $22.80 | — | COM | 871503108 |
| DAL | DELTA AIR LINES INC DEL | 30,915 | $1.387M | 0.0% | $44.86 * | $22.36 | +76.9% | COM NEW | 247361702 |
| TAC | TRANSALTA CORP | 295,759 | $1.368M | 0.0% | $4.63 * | $10.86 | -47.5% | COM | 89346D107 |
| PH | PARKER HANNIFIN CORP | 14,047 | $1.367M | 0.0% | $97.32 * | $90.17 | +1.6% | COM | 701094104 |
| RIG | TRANSOCEAN LTD | 106,605 | $1.363M | 0.0% | $12.79 * | $37.40 | -62.9% | REG SHS | H8817H100 |
| SFM | SPROUTS FMRS MKT INC | 62,300 | $1.315M | 0.0% | $21.11 * | $30.70 | -25.2% | COM | 85208M102 |
| NTAP | NETAPP INC | 44,161 | $1.307M | 0.0% | $29.60 * | $26.96 | -12.3% | COM | 64110D104 |
| HST | HOST HOTELS & RESORTS INC | 82,530 | $1.305M | 0.0% | $15.81 * | $14.35 | -14.5% | COM | 44107P104 |
| — | MARATHON OIL CORP | 83,908 | $1.292M | 0.0% | $15.40 | $33.21 | — | COM | 565849106 |
| RL | RALPH LAUREN CORP | 10,846 | $1.282M | 0.0% | $118.20 * | $124.01 | -22.3% | CL A | 751212101 |
| — | QIAGEN NV | 48,840 | $1.256M | 0.0% | $25.72 | $20.79 | — | REG SHS | N72482107 |
| VRSN | VERISIGN INC | 17,753 | $1.253M | 0.0% | $70.58 * | $66.39 | +1.7% | COM | 92343E102 |
| BBY | BEST BUY INC | 33,639 | $1.249M | 0.0% | $37.13 * | $18.51 | +27.2% | COM | 086516101 |
| TECK | TECK RESOURCES LTD | 261,708 | $1.249M | 0.0% | $4.77 * | $11.85 | -40.1% | CL B | 878742204 |
| IRM | IRON MTN INC NEW | 39,454 | $1.224M | 0.0% | $31.02 * | $20.80 | -20.5% | COM | 46284V101 |
| HCA | HCA HOLDINGS INC | 15,804 | $1.223M | 0.0% | $77.39 * | $67.35 | +22.2% | COM | 40412C101 |
| — | NATIONAL OILWELL VARCO INC | 32,370 | $1.219M | 0.0% | $37.66 | $67.37 | — | COM | 637071101 |
| — | YAHOO INC | 40,982 | $1.185M | 0.0% | $28.92 | $39.86 | — | COM | 984332106 |
| — | COMPUTER SCIENCES CORP | 19,164 | $1.176M | 0.0% | $61.37 | $54.83 | — | COM | 205363104 |
| — | CTRIP COM INTL LTD | 18,600 | $1.175M | 0.0% | $63.17 | $36.24 | — | AMERICAN DEP SHS | 22943F100 |
| — | APACHE CORP | 29,509 | $1.156M | 0.0% | $39.17 | $83.27 | — | COM | 037411105 |
| HAL | HALLIBURTON CO | 32,647 | $1.154M | 0.0% | $35.35 * | $35.11 | -8.4% | COM | 406216101 |
| CF | CF INDS HLDGS INC | 25,656 | $1.152M | 0.0% | $44.90 * | $41.74 | +3.9% | COM | 125269100 |
| FFIV | F5 NETWORKS INC | 9,926 | $1.149M | 0.0% | $115.76 * | $94.98 | +28.9% | COM | 315616102 |
| — | CBS CORP NEW | 28,731 | $1.146M | 0.0% | $39.89 | $50.71 | — | CL B | 124857202 |
| ISRG | INTUITIVE SURGICAL INC | 2,487 | $1.143M | 0.0% | $459.59 * | $55.07 | +2.9% | COM NEW | 46120E602 |
| META | FACEBOOK INC | 12,691 | $1.141M | 0.0% | $89.91 | $55.81 | +63.3% | CL A | 30303M102 |
| KSS | KOHLS CORP | 23,834 | $1.104M | 0.0% | $46.32 * | $63.20 | -11.0% | COM | 500255104 |
| IFF | INTERNATIONAL FLAVORS&FRAGRA | 10,635 | $1.098M | 0.0% | $103.24 * | $81.61 | +5.1% | COM | 459506101 |
| ABBV | ABBVIE INC | 20,064 | $1.092M | 0.0% | $54.43 * | $31.35 | +35.6% | COM | 00287Y109 |
| ROK | ROCKWELL AUTOMATION INC | 10,593 | $1.075M | 0.0% | $101.48 * | $97.44 | -5.1% | COM | 773903109 |
| — | CHESAPEAKE ENERGY CORP | 144,416 | $1.059M | 0.0% | $7.33 | $16.04 | — | COM | 165167107 |
| — | XEROX CORP | 108,713 | $1.058M | 0.0% | $9.73 | $9.78 | — | COM | 984121103 |
| — | ARES CAP CORP | 1,000,000 | $1.007M | 0.0% | $1.01 | $1.08 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | 51JOB INC | 1,000,000 | $940K | 0.0% | $0.94 | $1.02 | — | NOTE 3.250% 4/1 | 316827AC8 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 1,281 | $923K | 0.0% | $720.53 * | $8.37 | +69.9% | COM | 169656105 |
| TSN | TYSON FOODS INC | 21,419 | $923K | 0.0% | $43.09 * | $21.59 | +54.3% | CL A | 902494103 |
| — | TESORO CORP | 9,246 | $899K | 0.0% | $97.23 | $55.27 | — | COM | 881609101 |
| FMC | F M C CORP | 26,334 | $893K | 0.0% | $33.91 * | $40.21 | -24.0% | COM NEW | 302491303 |
| — | JOHNSON CTLS INC | 21,475 | $888K | 0.0% | $41.35 | $49.53 | — | COM | 478366107 |
| CDNA | CAREDX INC | 212,591 | $887K | 0.0% | $4.17 * | $9.62 | -31.3% | COM | 14167L103 |
| CMA | COMERICA INC | 21,205 | $872K | 0.0% | $41.12 * | $26.13 | +17.0% | COM | 200340107 |
| — | STAPLES INC | 71,631 | $840K | 0.0% | $11.73 | $15.43 | — | COM | 855030102 |
| NUE | NUCOR CORP | 22,106 | $830K | 0.0% | $37.55 * | $34.35 | -2.4% | COM | 670346105 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 12,860 | $805K | 0.0% | $62.60 * | $38.51 | +44.5% | CL A | 192446102 |
| — | ANADARKO PETE CORP | 13,247 | $800K | 0.0% | $60.39 | $86.03 | — | COM | 032511107 |
| GME | GAMESTOP CORP NEW | 19,381 | $799K | 0.0% | $41.23 * | $6.78 | +24.4% | CL A | 36467W109 |
| FCX | FREEPORT-MCMORAN INC | 82,321 | $798K | 0.0% | $9.69 * | $30.18 | -64.1% | CL B | 35671D857 |
| NI | NISOURCE INC | 42,664 | $791K | 0.0% | $18.54 * | $10.12 | +21.5% | COM | 65473P105 |
| NRG | NRG ENERGY INC | 49,964 | $742K | 0.0% | $14.85 * | $20.67 | -23.6% | COM NEW | 629377508 |
| — | CELGENE CORP | 6,771 | $732K | 0.0% | $108.11 | $102.41 | — | COM | 151020104 |
| — | MEDICINES CO | 500,000 | $728K | 0.0% | $1.46 | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| FAST | FASTENAL CO | 19,692 | $721K | 0.0% | $36.61 * | $8.82 | -14.6% | COM | 311900104 |
| AAP | ADVANCE AUTO PARTS INC | 3,746 | $710K | 0.0% | $189.54 * | $151.67 | 0.0% | COM | 00751Y106 |
| NEM | NEWMONT MINING CORP | 43,519 | $699K | 0.0% | $16.06 * | $22.90 | -38.8% | COM | 651639106 |
| KGC | KINROSS GOLD CORP | 397,882 | $689K | 0.0% | $1.73 * | $3.11 | -41.2% | COM NO PAR | 496902404 |
| ADI | ANALOG DEVICES INC | 12,178 | $687K | 0.0% | $56.41 * | $38.20 | +23.5% | COM | 032654105 |
| — | ELDORADO GOLD CORP NEW | 214,631 | $685K | 0.0% | $3.19 | $3.19 | — | COM | 284902103 |
| TDC | TERADATA CORP DEL | 21,826 | $632K | 0.0% | $28.96 * | $47.47 | -32.5% | COM | 88076W103 |
| BIIB | BIOGEN INC | 2,146 | $626K | 0.0% | $291.71 * | $224.90 | +46.8% | COM | 09062X103 |
| WMB | WILLIAMS COS INC DEL | 16,811 | $619K | 0.0% | $36.82 * | $20.67 | +32.7% | COM | 969457100 |
| MUR | MURPHY OIL CORP | 24,969 | $604K | 0.0% | $24.19 * | $34.14 | -37.0% | COM | 626717102 |
| TSCO | TRACTOR SUPPLY CO | 6,902 | $582K | 0.0% | $84.32 * | $12.06 | +26.5% | COM | 892356106 |
| AMAT | APPLIED MATLS INC | 38,236 | $562K | 0.0% | $14.70 | $13.38 | +10.2% | COM | 038222105 |
| NVDA | NVIDIA CORP | 21,875 | $539K | 0.0% | $24.64 * | $0.47 | +12.2% | COM | 67066G104 |
| WHR | WHIRLPOOL CORP | 3,605 | $531K | 0.0% | $147.30 * | $149.14 | +13.5% | COM | 963320106 |
| — | MICHAEL KORS HLDGS LTD | 12,569 | $531K | 0.0% | $42.25 | $53.88 | — | SHS | G60754101 |
| — | NEWFIELD EXPL CO | 16,051 | $528K | 0.0% | $32.90 | $29.65 | — | COM | 651290108 |
| GNW | GENWORTH FINL INC | 112,799 | $521K | 0.0% | $4.62 * | $8.66 | -32.1% | COM CL A | 37247D106 |
| SCHW | SCHWAB CHARLES CORP NEW | 18,226 | $521K | 0.0% | $28.59 | $18.86 | +49.7% | COM | 808513105 |
| HAS | HASBRO INC | 7,140 | $515K | 0.0% | $72.13 * | $32.19 | +70.4% | COM | 418056107 |
| FLR | FLUOR CORP NEW | 12,130 | $514K | 0.0% | $42.37 | $53.99 | -21.3% | COM | 343412102 |
| — | JUNIPER NETWORKS INC | 19,028 | $489K | 0.0% | $25.70 | $20.71 | — | COM | 48203R104 |
| — | E TRADE FINANCIAL CORP | 18,440 | $486K | 0.0% | $26.36 | $21.69 | — | COM NEW | 269246401 |
| TGNA | TEGNA INC | 21,322 | $477K | 0.0% | $22.37 * | $18.83 | -10.0% | COM | 87901J105 |
| — | YAMANA GOLD INC | 287,950 | $475K | 0.0% | $1.65 | $1.65 | — | COM | 98462Y100 |
| — | TIM PARTICIPACOES S A | 49,992 | $472K | 0.0% | $9.44 | $26.24 | — | SPONSORED ADR | 88706P205 |
| TRIP | TRIPADVISOR INC | 7,405 | $467K | 0.0% | $63.07 * | $59.29 | +13.5% | COM | 896945201 |
| UAA | UNDER ARMOUR INC | 4,817 | $466K | 0.0% | $96.74 * | $27.14 | +75.2% | CL A | 904311107 |
| — | WINDSTREAM HLDGS INC | 74,928 | $460K | 0.0% | $6.14 | $6.21 | — | COM NEW | 97382A200 |
| SWKS | SKYWORKS SOLUTIONS INC | 5,316 | $448K | 0.0% | $84.27 * | $70.64 | +4.7% | COM | 83088M102 |
| AAL | AMERICAN AIRLS GROUP INC | 11,352 | $441K | 0.0% | $38.85 | $47.72 | -18.0% | COM | 02376R102 |
| GRMN | GARMIN LTD | 12,062 | $433K | 0.0% | $35.90 * | $27.82 | +5.8% | SHS | H2906T109 |
| UHS | UNIVERSAL HLTH SVCS INC | 3,432 | $428K | 0.0% | $124.71 * | $98.61 | +35.1% | CL B | 913903100 |
| AMKR | AMKOR TECHNOLOGY INC | 93,026 | $418K | 0.0% | $4.49 * | $5.70 | -19.6% | COM | 031652100 |
| BSX | BOSTON SCIENTIFIC CORP | 23,814 | $391K | 0.0% | $16.42 * | $11.61 | +47.2% | COM | 101137107 |
| — | CIMAREX ENERGY CO | 3,694 | $379K | 0.0% | $102.60 | $126.20 | — | COM | 171798101 |
| MBI | MBIA INC | 60,267 | $366K | 0.0% | $6.07 * | $2.80 | 0.0% | COM | 55262C100 |
| — | LAM RESEARCH CORP | 5,410 | $353K | 0.0% | $65.25 | $45.59 | — | COM | 512807108 |
| — | DIAMOND OFFSHORE DRILLING IN | 20,039 | $347K | 0.0% | $17.32 | $29.20 | — | COM | 25271C102 |
| AN | AUTONATION INC | 5,911 | $344K | 0.0% | $58.20 * | $53.82 | +13.0% | COM | 05329W102 |
| — | THE ADT CORPORATION | 11,493 | $344K | 0.0% | $29.93 | $37.55 | — | COM | 00101J106 |
| — | SUNTRUST BKS INC | 40,000 | $332K | 0.0% | $8.30 | $7.72 | — | WAR EXP 12/31/2018 | 867914129 |
| — | RED HAT INC | 4,593 | $330K | 0.0% | $71.85 | $58.24 | — | COM | 756577102 |
| — | HANESBRANDS INC | 11,362 | $329K | 0.0% | $28.96 | $33.51 | — | COM | 410345102 |
| QSR | RESTAURANT BRANDS INTL INC | 9,100 | $326K | 0.0% | $35.82 * | $38.08 | +4.1% | COM | 76131D103 |
| FDS | FACTSET RESH SYS INC | 2,043 | $326K | 0.0% | $159.57 * | $145.44 | +1.0% | COM | 303075105 |
| TXT | TEXTRON INC | 8,620 | $324K | 0.0% | $37.59 * | $38.92 | +4.9% | COM | 883203101 |
| — | COACH INC | 11,177 | $323K | 0.0% | $28.90 | $48.51 | — | COM | 189754104 |
| UDR | UDR INC | 9,337 | $322K | 0.0% | $34.49 * | $23.14 | 0.0% | COM | 902653104 |
| — | STARWOOD HOTELS&RESORTS WRLD | 4,790 | $318K | 0.0% | $66.39 | $81.08 | — | COM | 85590A401 |
| — | FEDERAL REALTY INVT TR | 2,326 | $317K | 0.0% | $136.29 | $136.29 | — | SH BEN INT NEW | 313747206 |
| PYPL | PAYPAL HLDGS INC | 10,052 | $312K | 0.0% | $31.04 * | $35.85 | 0.0% | COM | 70450Y103 |
| — | NEW YORK CMNTY BANCORP INC | 17,222 | $311K | 0.0% | $18.06 | $15.10 | — | COM | 649445103 |
| — | FMC TECHNOLOGIES INC | 9,964 | $309K | 0.0% | $31.01 | $53.61 | — | COM | 30249U101 |
| BWA | BORGWARNER INC | 7,325 | $305K | 0.0% | $41.64 * | $38.59 | -8.1% | COM | 099724106 |
| AMZN | AMAZON COM INC | 593 | $304K | 0.0% | $512.65 * | $15.25 | +65.8% | COM | 023135106 |
| DOV | DOVER CORP | 5,217 | $298K | 0.0% | $57.12 * | $44.71 | -5.6% | COM | 260003108 |
| KMX | CARMAX INC | 4,956 | $294K | 0.0% | $59.32 * | $58.48 | +7.1% | COM | 143130102 |
| REGN | REGENERON PHARMACEUTICALS | 618 | $287K | 0.0% | $464.40 * | $426.20 | +25.3% | COM | 75886F107 |
| MD | MEDNAX INC | 3,733 | $287K | 0.0% | $76.88 * | $73.37 | +10.0% | COM | 58502B106 |
| AES | AES CORP | 28,059 | $275K | 0.0% | $9.80 * | $8.45 | -2.8% | COM | 00130H105 |
| — | HERTZ GLOBAL HOLDINGS INC | 15,789 | $264K | 0.0% | $16.72 | $16.72 | — | COM | 42805T105 |
| URBN | URBAN OUTFITTERS INC | 8,727 | $256K | 0.0% | $29.33 * | $40.12 | -19.9% | COM | 917047102 |
| — | ASHLAND INC NEW | 2,330 | $234K | 0.0% | $100.43 | $100.43 | — | COM | 044209104 |
| — | WESTROCK CO | 4,246 | $218K | 0.0% | $51.34 | $51.34 | — | COM | 96145D105 |
| — | TURQUOISE HILL RES LTD | 84,362 | $215K | 0.0% | $2.55 | $2.55 | — | COM | 900435108 |
| — | HARMAN INTL INDS INC | 2,224 | $213K | 0.0% | $95.77 | $74.33 | — | COM | 413086109 |
| — | PENN WEST PETE LTD NEW | 453,890 | $210K | 0.0% | $0.46 | $10.52 | — | COM | 707887105 |
| — | DUKE REALTY CORP | 11,043 | $210K | 0.0% | $19.02 | $19.02 | — | COM NEW | 264411505 |
| EQIX | EQUINIX INC | 765 | $209K | 0.0% | $273.20 * | $178.74 | +20.4% | COM PAR $0.001 | 29444U700 |
| NNN | NATIONAL RETAIL PPTYS INC | 5,748 | $208K | 0.0% | $36.19 | $36.19 | — | COM | 637417106 |
| — | WESTAR ENERGY INC | 5,371 | $206K | 0.0% | $38.35 | $41.20 | — | COM | 95709T100 |
| — | VALSPAR CORP | 2,806 | $202K | 0.0% | $71.99 | $84.09 | — | COM | 920355104 |
| SRNE | SORRENTO THERAPEUTICS INC | 21,538 | $181K | 0.0% | $8.40 * | $15.93 | 0.0% | COM NEW | 83587F202 |
| — | SUNTRUST BKS INC | 50,000 | $169K | 0.0% | $3.38 | $3.22 | — | WAR EXP 11/14/2018 | 867914111 |
| RUN | SUNRUN INC | 15,000 | $156K | 0.0% | $10.40 * | $10.80 | 0.0% | COM | 86771W105 |
| BTE | BAYTEX ENERGY CORP | 23,780 | $76,000 | 0.0% | $3.20 * | $14.84 | -51.5% | COM | 07317Q105 |
| — | KINDER MORGAN INC DEL | 71,749 | $66,000 | 0.0% | $0.92 | $5.12 | — | *W EXP 05/25/201 | 49456B119 |
| — | HALCON RES CORP | 52,215 | $28,000 | 0.0% | $0.54 | $5.43 | — | COM NEW | 40537Q209 |