ONTARIO TEACHERS PENSION PLAN BOARD Diversified Active

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)

Holdings (584)

MAC MACERICH CO 16.4%

Value $1.789B Shares 23,286,237 Est. Cost $81.07 Unrealized —

— INC RESH HLDGS INC 5.4%

Value $588M Shares 14,704,774 Est. Cost $26.20 Unrealized —

JD JD COM INC 2.3%

Value $251M Shares 9,650,000 Est. Cost $28.51 Unrealized —

EEM ISHARES TR 2.2%

Value $240M Shares 7,310,917 Est. Cost $41.61 Unrealized —

GS GOLDMAN SACHS GROUP INC 1.9%

Value $207M Shares 1,190,032 Est. Cost $149.44 Unrealized +6.3%

MSFT MICROSOFT CORP 1.8%

Value $200M Shares 4,515,721 Est. Cost $31.63 Unrealized +23.0%

AAPL APPLE INC 1.7%

Value $187M Shares 1,691,153 Est. Cost $24.28 Unrealized +8.3%

XPO XPO LOGISTICS INC 1.7%

Value $184M Shares 7,706,021 Est. Cost $13.69 Unrealized -4.2%

— AIRCASTLE LTD 1.5%

Value $163M Shares 7,887,029 Est. Cost $16.26 Unrealized —

DIS DISNEY WALT CO 1.4%

Value $153M Shares 1,492,734 Est. Cost $56.83 Unrealized +75.5%

— ACE LTD 1.4%

Value $150M Shares 1,447,148 Est. Cost $89.69 Unrealized —

MET METLIFE INC 1.4%

Value $148M Shares 3,128,993 Est. Cost $27.94 Unrealized +17.8%

— SPRINT CORP 1.3%

Value $141M Shares 36,636,849 Est. Cost $5.37 Unrealized —

WDC WESTERN DIGITAL CORP 1.3%

Value $140M Shares 1,761,524 Est. Cost $42.09 Unrealized +20.9%

COF CAPITAL ONE FINL CORP 1.3%

Value $137M Shares 1,883,677 Est. Cost $49.42 Unrealized +34.7%

TMO THERMO FISHER SCIENTIFIC INC 1.2%

Value $131M Shares 1,072,424 Est. Cost $79.76 Unrealized +58.4%

WMT WAL-MART STORES INC 1.0%

Value $113M Shares 1,746,892 Est. Cost $19.17 Unrealized -1.4%

— PRECISION CASTPARTS CORP 1.0%

Value $111M Shares 483,697 Est. Cost $223.49 Unrealized —

— BUNGE LIMITED 1.0%

Value $109M Shares 1,485,000 Est. Cost $76.49 Unrealized —

— TWENTY FIRST CENTY FOX INC 0.9%

Value $99.97M Shares 3,705,253 Est. Cost $33.47 Unrealized —

— 58 COM INC 0.8%

Value $91.53M Shares 1,945,315 Est. Cost $64.06 Unrealized —

XLK SELECT SECTOR SPDR TR 0.8%

Value $90.85M Shares 2,300,000 Est. Cost $40.81 Unrealized —

— STERICYCLE INC 0.8%

Value $86.02M Shares 617,454 Est. Cost $117.38 Unrealized —

C CITIGROUP INC 0.8%

Value $85.72M Shares 1,727,835 Est. Cost $37.54 Unrealized +8.6%

— NOBLE ENERGY INC 0.8%

Value $84.03M Shares 2,784,227 Est. Cost $57.77 Unrealized —

— DOW CHEM CO 0.8%

Value $83.33M Shares 1,965,407 Est. Cost $38.39 Unrealized —

MDT MEDTRONIC PLC 0.8%

Value $82.25M Shares 1,228,756 Est. Cost $58.13 Unrealized -2.0%

XLV SELECT SECTOR SPDR TR 0.7%

Value $78.15M Shares 1,180,000 Est. Cost $68.30 Unrealized —

BK BANK NEW YORK MELLON CORP 0.7%

Value $76.86M Shares 1,963,302 Est. Cost $21.95 Unrealized +45.8%

GT GOODYEAR TIRE & RUBR CO 0.7%

Value $76.83M Shares 2,619,401 Est. Cost $18.05 Unrealized +66.3%

JPM JPMORGAN CHASE & CO 0.7%

Value $72.58M Shares 1,190,486 Est. Cost $38.28 Unrealized +29.6%

FRCB FIRST REP BK SAN FRANCISCO C 0.7%

Value $72.5M Shares 1,155,000 Est. Cost $44.18 Unrealized +34.1%

WFC WELLS FARGO & CO NEW 0.7%

Value $71.89M Shares 1,399,976 Est. Cost $28.81 Unrealized +42.6%

DHR DANAHER CORP DEL 0.7%

Value $71.1M Shares 834,401 Est. Cost $27.85 Unrealized +29.3%

— SUNTRUST BKS INC 0.6%

Value $69.54M Shares 1,818,546 Est. Cost $31.57 Unrealized —

— GOOGLE INC 0.6%

Value $66.31M Shares 108,993 Est. Cost $575.04 Unrealized —

UBS UBS GROUP AG 0.6%

Value $65.83M Shares 3,571,570 Est. Cost $17.44 Unrealized +21.5%

CMCSA COMCAST CORP NEW 0.6%

Value $65.53M Shares 1,152,085 Est. Cost $18.22 Unrealized +28.1%

DVN DEVON ENERGY CORP NEW 0.6%

Value $65.01M Shares 1,752,748 Est. Cost $47.14 Unrealized -33.1%

BB BLACKBERRY LTD 0.6%

Value $64.78M Shares 10,605,267 Est. Cost $9.90 Unrealized -24.6%

PFE PFIZER INC 0.6%

Value $61.2M Shares 1,948,425 Est. Cost $17.13 Unrealized +20.2%

— MONSANTO CO NEW 0.5%

Value $58.16M Shares 681,557 Est. Cost $90.05 Unrealized —

BAC BANK AMER CORP 0.5%

Value $56.35M Shares 3,616,631 Est. Cost $13.18 Unrealized +2.0%

— PRAXAIR INC 0.5%

Value $56.24M Shares 552,142 Est. Cost $104.53 Unrealized —

CCL CARNIVAL CORP 0.5%

Value $55.6M Shares 1,118,767 Est. Cost $30.91 Unrealized +42.4%

— CHESAPEAKE ENERGY CORP 0.5%

Value $53.66M Shares 54,239,000 Est. Cost $1.00 Unrealized —

GILD GILEAD SCIENCES INC 0.5%

Value $53.57M Shares 545,582 Est. Cost $76.11 Unrealized +1.8%

— SOUTHWESTERN ENERGY CO 0.5%

Value $52.09M Shares 4,105,128 Est. Cost $25.79 Unrealized —

MGA MAGNA INTL INC 0.5%

Value $51.29M Shares 1,074,246 Est. Cost $36.27 Unrealized +5.4%

AIG AMERICAN INTL GROUP INC 0.5%

Value $49.43M Shares 869,899 Est. Cost $38.42 Unrealized +22.8%

— PANDORA MEDIA INC 0.5%

Value $49.08M Shares 2,300,000 Est. Cost $16.71 Unrealized —

GIS GENERAL MLS INC 0.5%

Value $48.97M Shares 872,437 Est. Cost $32.18 Unrealized +24.2%

PG PROCTER & GAMBLE CO 0.4%

Value $47.05M Shares 654,053 Est. Cost $56.67 Unrealized -0.6%

— CONSTELLIUM NV 0.4%

Value $47.04M Shares 7,761,770 Est. Cost $22.62 Unrealized —

AMGN AMGEN INC 0.4%

Value $46.87M Shares 338,857 Est. Cost $104.03 Unrealized +11.7%

— ENCANA CORP 0.4%

Value $45.81M Shares 7,149,253 Est. Cost $13.86 Unrealized —

MU MICRON TECHNOLOGY INC 0.4%

Value $45.2M Shares 3,017,202 Est. Cost $23.40 Unrealized -28.3%

SU SUNCOR ENERGY INC NEW 0.4%

Value $44.64M Shares 1,677,023 Est. Cost $21.14 Unrealized -12.3%

RF REGIONS FINL CORP NEW 0.4%

Value $41.62M Shares 4,619,158 Est. Cost $6.00 Unrealized +13.9%

— TIME WARNER CABLE INC 0.4%

Value $40.38M Shares 225,140 Est. Cost $117.29 Unrealized —

EOG EOG RES INC 0.4%

Value $39.95M Shares 548,785 Est. Cost $72.55 Unrealized -21.2%

TSLA TESLA MTRS INC 0.4%

Value $39.74M Shares 160,000 Est. Cost $13.76 Unrealized +23.5%

GM GENERAL MTRS CO 0.4%

Value $39.1M Shares 1,302,352 Est. Cost $25.79 Unrealized -6.3%

— GOOGLE INC 0.4%

Value $39.09M Shares 61,226 Est. Cost $828.86 Unrealized —

— CANADIAN PAC RY LTD 0.4%

Value $38.49M Shares 269,419 Est. Cost $177.32 Unrealized —

— VIACOM INC NEW 0.4%

Value $38.31M Shares 887,796 Est. Cost $68.03 Unrealized —

CSX CSX CORP 0.3%

Value $37.67M Shares 1,400,489 Est. Cost $6.98 Unrealized +19.8%

CNQ CANADIAN NAT RES LTD 0.3%

Value $36.43M Shares 1,880,174 Est. Cost $9.03 Unrealized -21.8%

— PLATFORM SPECIALTY PRODS COR 0.3%

Value $32.72M Shares 2,586,792 Est. Cost $22.08 Unrealized —

NEE NEXTERA ENERGY INC 0.3%

Value $32.5M Shares 333,127 Est. Cost $14.96 Unrealized +30.0%

ALL ALLSTATE CORP 0.3%

Value $31.28M Shares 537,093 Est. Cost $49.08 Unrealized +1.4%

— GENERAL ELECTRIC CO 0.3%

Value $30.19M Shares 1,197,183 Est. Cost $25.73 Unrealized —

MFC MANULIFE FINL CORP 0.3%

Value $29.74M Shares 1,931,747 Est. Cost $16.76 Unrealized +0.1%

— MCGRAW HILL FINL INC 0.3%

Value $27.92M Shares 322,768 Est. Cost $60.86 Unrealized —

AXP AMERICAN EXPRESS CO 0.3%

Value $27.42M Shares 369,841 Est. Cost $67.95 Unrealized -2.5%

EPI WISDOMTREE TR 0.2%

Value $26.98M Shares 1,354,690 Est. Cost $21.42 Unrealized —

RY ROYAL BK CDA MONTREAL QUE 0.2%

Value $26.1M Shares 474,176 Est. Cost $57.11 Unrealized -0.3%

PNR PENTAIR PLC 0.2%

Value $25.27M Shares 495,000 Est. Cost $41.45 Unrealized -20.4%

— CHESAPEAKE ENERGY CORP 0.2%

Value $25.03M Shares 29,000,000 Est. Cost $0.97 Unrealized —

TD TORONTO DOMINION BK ONT 0.2%

Value $25.02M Shares 637,844 Est. Cost $39.95 Unrealized -0.3%

BABA ALIBABA GROUP HLDG LTD 0.2%

Value $23.99M Shares 406,744 Est. Cost $61.30 Unrealized —

INDA ISHARES TR 0.2%

Value $23.5M Shares 822,500 Est. Cost $29.99 Unrealized —

BNS BANK N S HALIFAX 0.2%

Value $23.44M Shares 534,160 Est. Cost $28.22 Unrealized -1.9%

TEVA TEVA PHARMACEUTICAL INDS LTD 0.2%

Value $23.43M Shares 415,000 Est. Cost $59.10 Unrealized —

— CEMPRA INC 0.2%

Value $23.29M Shares 836,382 Est. Cost $10.67 Unrealized —

HD HOME DEPOT INC 0.2%

Value $22.33M Shares 193,381 Est. Cost $63.00 Unrealized +43.6%

XOM EXXON MOBIL CORP 0.2%

Value $21.08M Shares 283,475 Est. Cost $54.32 Unrealized -9.6%

DB DEUTSCHE BANK AG 0.2%

Value $21.03M Shares 782,662 Est. Cost $28.15 Unrealized -15.3%

UPS UNITED PARCEL SERVICE INC 0.2%

Value $20.62M Shares 208,901 Est. Cost $63.78 Unrealized +6.3%

— TIME WARNER INC 0.2%

Value $19.72M Shares 286,875 Est. Cost $78.97 Unrealized —

TXN TEXAS INSTRS INC 0.2%

Value $18.38M Shares 371,193 Est. Cost $26.50 Unrealized +38.6%

— VIMPELCOM LTD 0.2%

Value $17.86M Shares 4,341,348 Est. Cost $9.60 Unrealized —

MRSH MARSH & MCLENNAN COS INC 0.2%

Value $17.31M Shares 331,434 Est. Cost $44.34 Unrealized +5.4%

— PNC FINL SVCS GROUP INC 0.2%

Value $17.25M Shares 707,600 Est. Cost $15.10 Unrealized —

— VALEANT PHARMACEUTICALS INTL 0.2%

Value $17.14M Shares 96,473 Est. Cost $177.67 Unrealized —

BIDU BAIDU INC 0.2%

Value $16.49M Shares 120,000 Est. Cost $141.81 Unrealized —

ENB ENBRIDGE INC 0.2%

Value $16.32M Shares 441,673 Est. Cost $23.16 Unrealized -0.6%

ABT ABBOTT LABS 0.1%

Value $16.14M Shares 401,409 Est. Cost $31.75 Unrealized +22.2%

— WELLS FARGO & CO NEW 0.1%

Value $15.97M Shares 882,600 Est. Cost $13.67 Unrealized —

— CHUBB CORP 0.1%

Value $15.57M Shares 126,982 Est. Cost $122.65 Unrealized —

FLS FLOWSERVE CORP 0.1%

Value $15.24M Shares 370,476 Est. Cost $56.58 Unrealized -34.2%

— BAKER HUGHES INC 0.1%

Value $15.18M Shares 291,737 Est. Cost $57.71 Unrealized —

CNI CANADIAN NATL RY CO 0.1%

Value $15.1M Shares 267,079 Est. Cost $47.34 Unrealized +1.7%

CVE CENOVUS ENERGY INC 0.1%

Value $15.05M Shares 996,699 Est. Cost $21.15 Unrealized -44.8%

— CITY NATL CORP 0.1%

Value $14.97M Shares 170,000 Est. Cost $89.62 Unrealized —

T AT&T INC 0.1%

Value $14.93M Shares 458,243 Est. Cost $12.21 Unrealized +0.4%

— TRANSCANADA CORP 0.1%

Value $14.49M Shares 460,207 Est. Cost $37.34 Unrealized —

— NORDSTROM INC 0.1%

Value $13.95M Shares 194,466 Est. Cost $61.66 Unrealized —

— ALTERA CORP 0.1%

Value $13.79M Shares 275,441 Est. Cost $44.86 Unrealized —

F FORD MTR CO DEL 0.1%

Value $13.45M Shares 991,370 Est. Cost $7.74 Unrealized +5.3%

— AVON PRODS INC 0.1%

Value $13.32M Shares 4,100,000 Est. Cost $8.50 Unrealized —

PEP PEPSICO INC 0.1%

Value $13.14M Shares 139,386 Est. Cost $60.03 Unrealized +15.8%

AWI ARMSTRONG WORLD INDS INC NEW 0.1%

Value $13.1M Shares 274,289 Est. Cost $51.82 Unrealized -1.3%

— CHESAPEAKE ENERGY CORP 0.1%

Value $13.06M Shares 15,000,000 Est. Cost $0.96 Unrealized —

MS MORGAN STANLEY 0.1%

Value $13.02M Shares 413,234 Est. Cost $25.36 Unrealized +7.5%

KO COCA COLA CO 0.1%

Value $13M Shares 323,999 Est. Cost $28.25 Unrealized +2.0%

D DOMINION RES INC VA NEW 0.1%

Value $12.95M Shares 183,950 Est. Cost $37.88 Unrealized +18.6%

CM CDN IMPERIAL BK COMM TORONTO 0.1%

Value $12.92M Shares 180,577 Est. Cost $21.62 Unrealized -0.1%

— WASTE CONNECTIONS INC 0.1%

Value $12.87M Shares 265,000 Est. Cost $48.26 Unrealized —

— MINDRAY MEDICAL INTL LTD 0.1%

Value $12.85M Shares 587,335 Est. Cost $29.46 Unrealized —

CVX CHEVRON CORP NEW 0.1%

Value $12.25M Shares 155,249 Est. Cost $71.04 Unrealized -24.2%

XLU SELECT SECTOR SPDR TR 0.1%

Value $12.12M Shares 280,000 Est. Cost $43.29 Unrealized —

XLF SELECT SECTOR SPDR TR 0.1%

Value $11.9M Shares 525,000 Est. Cost $22.66 Unrealized —

RSG REPUBLIC SVCS INC 0.1%

Value $11.7M Shares 283,996 Est. Cost $26.48 Unrealized +29.7%

XHB SPDR SERIES TRUST 0.1%

Value $11.64M Shares 340,045 Est. Cost $36.68 Unrealized —

— INGERSOLL-RAND PLC 0.1%

Value $11.42M Shares 225,000 Est. Cost $56.52 Unrealized —

— BROOKFIELD ASSET MGMT INC 0.1%

Value $11.42M Shares 364,563 Est. Cost $32.54 Unrealized —

MDLZ MONDELEZ INTL INC 0.1%

Value $11.3M Shares 269,936 Est. Cost $29.32 Unrealized +16.1%

CME CME GROUP INC 0.1%

Value $11.21M Shares 120,866 Est. Cost $51.92 Unrealized +21.5%

JNJ JOHNSON & JOHNSON 0.1%

Value $11.08M Shares 118,707 Est. Cost $62.98 Unrealized +15.1%

PRU PRUDENTIAL FINL INC 0.1%

Value $10.83M Shares 142,136 Est. Cost $49.39 Unrealized +7.3%

— GILEAD SCIENCES INC 0.1%

Value $10.74M Shares 2,500,000 Est. Cost $2.34 Unrealized —

— AGL RES INC 0.1%

Value $10.69M Shares 175,064 Est. Cost $55.16 Unrealized —

— SPRINGLEAF HLDGS INC 0.1%

Value $10.42M Shares 238,300 Est. Cost $50.80 Unrealized —

CAG CONAGRA FOODS INC 0.1%

Value $10.39M Shares 256,607 Est. Cost $19.03 Unrealized +23.1%

BMO BANK MONTREAL QUE 0.1%

Value $10.24M Shares 188,607 Est. Cost $36.21 Unrealized -0.4%

FXI ISHARES TR 0.1%

Value $10.11M Shares 285,000 Est. Cost $42.37 Unrealized —

— TECO ENERGY INC 0.1%

Value $9.989M Shares 380,370 Est. Cost $20.79 Unrealized —

— BLACKROCK INC 0.1%

Value $9.825M Shares 33,030 Est. Cost $346.83 Unrealized —

SWK STANLEY BLACK & DECKER INC 0.1%

Value $9.808M Shares 101,134 Est. Cost $70.15 Unrealized +12.4%

— BROADCOM CORP 0.1%

Value $9.73M Shares 189,183 Est. Cost $43.61 Unrealized —

SNA SNAP ON INC 0.1%

Value $9.724M Shares 64,425 Est. Cost $109.06 Unrealized +15.2%

— ADAMAS PHARMACEUTICALS INC 0.1%

Value $9.168M Shares 547,683 Est. Cost $18.28 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.1%

Value $9.155M Shares 63,149 Est. Cost $105.54 Unrealized -9.7%

SPG SIMON PPTY GROUP INC NEW 0.1%

Value $9.148M Shares 49,792 Est. Cost $89.32 Unrealized +21.8%

BAP CREDICORP LTD 0.1%

Value $8.967M Shares 84,304 Est. Cost $106.45 Unrealized -12.4%

CVS CVS HEALTH CORP 0.1%

Value $8.819M Shares 91,410 Est. Cost $59.96 Unrealized +29.7%

— TWENTY FIRST CENTY FOX INC 0.1%

Value $8.798M Shares 325,000 Est. Cost $33.91 Unrealized —

SLF SUN LIFE FINL INC 0.1%

Value $8.758M Shares 272,807 Est. Cost $31.37 Unrealized +3.4%

RCI ROGERS COMMUNICATIONS INC 0.1%

Value $8.654M Shares 252,341 Est. Cost $43.35 Unrealized -20.6%

ALLE ALLEGION PUB LTD CO 0.1%

Value $8.649M Shares 150,000 Est. Cost $39.36 Unrealized +38.0%

MO ALTRIA GROUP INC 0.1%

Value $8.594M Shares 157,972 Est. Cost $18.96 Unrealized +42.4%

MKC MCCORMICK & CO INC 0.1%

Value $8.565M Shares 104,219 Est. Cost $30.14 Unrealized +10.7%

MCD MCDONALDS CORP 0.1%

Value $8.479M Shares 86,050 Est. Cost $72.10 Unrealized +4.5%

SBUX STARBUCKS CORP 0.1%

Value $8.405M Shares 147,869 Est. Cost $36.23 Unrealized +25.1%

MRK MERCK & CO INC NEW 0.1%

Value $8.31M Shares 168,248 Est. Cost $32.59 Unrealized +17.8%

EL LAUDER ESTEE COS INC 0.1%

Value $8.276M Shares 102,576 Est. Cost $67.51 Unrealized +8.6%

UNP UNION PAC CORP 0.1%

Value $8.189M Shares 92,622 Est. Cost $85.11 Unrealized -15.2%

PHM PULTE GROUP INC 0.1%

Value $8.076M Shares 427,965 Est. Cost $17.90 Unrealized -0.2%

KR KROGER CO 0.1%

Value $8.021M Shares 222,363 Est. Cost $25.79 Unrealized +17.0%

NWSA NEWS CORP NEW 0.1%

Value $7.829M Shares 620,404 Est. Cost $14.11 Unrealized -13.3%

BA BOEING CO 0.1%

Value $7.818M Shares 59,705 Est. Cost $96.52 Unrealized +27.8%

TGT TARGET CORP 0.1%

Value $7.768M Shares 98,749 Est. Cost $51.46 Unrealized +14.0%

DHI D R HORTON INC 0.1%

Value $7.767M Shares 264,555 Est. Cost $24.39 Unrealized +7.7%

PNC PNC FINL SVCS GROUP INC 0.1%

Value $7.755M Shares 86,943 Est. Cost $55.03 Unrealized +23.0%

— VIPSHOP HLDGS LTD 0.1%

Value $7.741M Shares 7,000,000 Est. Cost $1.26 Unrealized —

AVAL GRUPO AVAL ACCIONES Y VALORE 0.1%

Value $7.66M Shares 1,000,000 Est. Cost $13.55 Unrealized —

SO SOUTHERN CO 0.1%

Value $7.612M Shares 170,297 Est. Cost $27.91 Unrealized +1.5%

— CLECO CORP NEW 0.1%

Value $7.608M Shares 142,897 Est. Cost $53.57 Unrealized —

GD GENERAL DYNAMICS CORP 0.1%

Value $7.547M Shares 54,708 Est. Cost $81.18 Unrealized +42.2%

DUK DUKE ENERGY CORP NEW 0.1%

Value $7.519M Shares 104,512 Est. Cost $46.27 Unrealized +2.0%

— POTASH CORP SASK INC 0.1%

Value $7.509M Shares 367,039 Est. Cost $23.82 Unrealized —

USB US BANCORP DEL 0.1%

Value $7.446M Shares 181,558 Est. Cost $24.75 Unrealized +20.4%

LOW LOWES COS INC 0.1%

Value $7.426M Shares 107,755 Est. Cost $42.85 Unrealized +32.9%

AFL AFLAC INC 0.1%

Value $7.419M Shares 127,634 Est. Cost $22.23 Unrealized +6.6%

NSC NORFOLK SOUTHERN CORP 0.1%

Value $7.283M Shares 95,322 Est. Cost $74.19 Unrealized -12.2%

COST COSTCO WHSL CORP NEW 0.1%

Value $7.283M Shares 50,375 Est. Cost $99.98 Unrealized +19.6%

FISV FISERV INC 0.1%

Value $7.282M Shares 84,078 Est. Cost $32.96 Unrealized +31.2%

PSA PUBLIC STORAGE 0.1%

Value $7.181M Shares 33,934 Est. Cost $115.10 Unrealized +17.5%

PGR PROGRESSIVE CORP OHIO 0.1%

Value $7.141M Shares 233,076 Est. Cost $18.89 Unrealized +17.9%

Value $7.13M Shares 50,296 Est. Cost $72.08 Unrealized +21.4%

CSCO CISCO SYS INC 0.1%

Value $7.047M Shares 268,445 Est. Cost $16.33 Unrealized +19.9%

AEP AMERICAN ELEC PWR INC 0.1%

Value $7.019M Shares 123,452 Est. Cost $35.97 Unrealized +6.9%

CAH CARDINAL HEALTH INC 0.1%

Value $7.017M Shares 91,338 Est. Cost $51.59 Unrealized +20.8%

AIZ ASSURANT INC 0.1%

Value $6.985M Shares 88,408 Est. Cost $50.37 Unrealized +20.4%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $6.975M Shares 152,361 Est. Cost $28.92 Unrealized +27.9%

— UNITED TECHNOLOGIES CORP 0.1%

Value $6.952M Shares 78,125 Est. Cost $108.01 Unrealized —

ED CONSOLIDATED EDISON INC 0.1%

Value $6.95M Shares 103,961 Est. Cost $41.16 Unrealized +5.6%

AZO AUTOZONE INC 0.1%

Value $6.906M Shares 9,541 Est. Cost $549.25 Unrealized +29.0%

COR AMERISOURCEBERGEN CORP 0.1%

Value $6.82M Shares 71,795 Est. Cost $61.79 Unrealized +25.4%

— EXPRESS SCRIPTS HLDG CO 0.1%

Value $6.817M Shares 84,198 Est. Cost $70.96 Unrealized —

LEG LEGGETT & PLATT INC 0.1%

Value $6.797M Shares 164,776 Est. Cost $43.81 Unrealized +6.6%

— AGRIUM INC 0.1%

Value $6.796M Shares 76,183 Est. Cost $90.21 Unrealized —

— TOTAL SYS SVCS INC 0.1%

Value $6.759M Shares 148,775 Est. Cost $36.41 Unrealized —

— REYNOLDS AMERICAN INC 0.1%

Value $6.755M Shares 152,587 Est. Cost $60.78 Unrealized —

— L BRANDS INC 0.1%

Value $6.702M Shares 74,354 Est. Cost $76.55 Unrealized —

PCG PG&E CORP 0.1%

Value $6.634M Shares 125,649 Est. Cost $43.68 Unrealized +7.7%

HON HONEYWELL INTL INC 0.1%

Value $6.628M Shares 70,002 Est. Cost $60.54 Unrealized +21.1%

EIX EDISON INTL 0.1%

Value $6.568M Shares 104,142 Est. Cost $38.05 Unrealized +3.3%

EFX EQUIFAX INC 0.1%

Value $6.561M Shares 67,515 Est. Cost $73.05 Unrealized +23.2%

SYY SYSCO CORP 0.1%

Value $6.528M Shares 167,514 Est. Cost $27.41 Unrealized +6.1%

UNH UNITEDHEALTH GROUP INC 0.1%

Value $6.483M Shares 55,879 Est. Cost $60.78 Unrealized +66.5%

PPL PPL CORP 0.1%

Value $6.478M Shares 196,948 Est. Cost $18.45 Unrealized +6.6%

PAYX PAYCHEX INC 0.1%

Value $6.468M Shares 135,806 Est. Cost $31.66 Unrealized +7.7%

ES EVERSOURCE ENERGY 0.1%

Value $6.405M Shares 126,536 Est. Cost $36.01 Unrealized -6.5%

— BARD C R INC 0.1%

Value $6.403M Shares 34,366 Est. Cost $149.73 Unrealized —

— MALLINCKRODT PUB LTD CO 0.1%

Value $6.394M Shares 100,000 Est. Cost $96.83 Unrealized —

— PEOPLES UNITED FINANCIAL INC 0.1%

Value $6.385M Shares 405,930 Est. Cost $15.19 Unrealized —

IWM ISHARES TR 0.1%

Value $6.355M Shares 58,200 Est. Cost $124.86 Unrealized —

LLY LILLY ELI & CO 0.1%

Value $6.341M Shares 75,762 Est. Cost $48.04 Unrealized +46.7%

XEL XCEL ENERGY INC 0.1%

Value $6.334M Shares 178,886 Est. Cost $22.81 Unrealized +7.6%

— BLACKSTONE GROUP L P 0.1%

Value $6.334M Shares 200,000 Est. Cost $31.67 Unrealized —

PNW PINNACLE WEST CAP CORP 0.1%

Value $6.329M Shares 98,675 Est. Cost $41.09 Unrealized -1.0%

— BB&T CORP 0.1%

Value $6.312M Shares 177,308 Est. Cost $37.03 Unrealized —

— RAYTHEON CO 0.1%

Value $6.304M Shares 57,697 Est. Cost $77.66 Unrealized —

MSI MOTOROLA SOLUTIONS INC 0.1%

Value $6.279M Shares 91,825 Est. Cost $53.00 Unrealized +0.8%

EQR EQUITY RESIDENTIAL 0.1%

Value $6.246M Shares 83,143 Est. Cost $38.74 Unrealized +11.8%

MCK MCKESSON CORP 0.1%

Value $6.227M Shares 33,656 Est. Cost $152.84 Unrealized +28.0%

ICE INTERCONTINENTAL EXCHANGE IN 0.1%

Value $6.227M Shares 26,501 Est. Cost $37.62 Unrealized +7.7%

— INTERDIGITAL INC 0.1%

Value $6.208M Shares 6,000,000 Est. Cost $1.08 Unrealized —

MCO MOODYS CORP 0.1%

Value $6.199M Shares 63,128 Est. Cost $74.75 Unrealized +28.3%

— TORCHMARK CORP 0.1%

Value $6.161M Shares 109,233 Est. Cost $55.89 Unrealized —

EXPD EXPEDITORS INTL WASH INC 0.1%

Value $6.145M Shares 130,609 Est. Cost $39.38 Unrealized +5.0%

— GROUPE CGI INC 0.1%

Value $6.079M Shares 168,566 Est. Cost $35.56 Unrealized —

WELL WELLTOWER INC 0.1%

Value $6.079M Shares 89,774 Est. Cost $44.80 Unrealized 0.0%

— SHAW COMMUNICATIONS INC 0.1%

Value $6.075M Shares 315,204 Est. Cost $23.28 Unrealized —

— CAPITAL ONE FINL CORP 0.1%

Value $6.074M Shares 191,600 Est. Cost $24.23 Unrealized —

TROW PRICE T ROWE GROUP INC 0.1%

Value $6.061M Shares 87,209 Est. Cost $52.07 Unrealized -2.1%

HBAN HUNTINGTON BANCSHARES INC 0.1%

Value $6.055M Shares 571,205 Est. Cost $6.58 Unrealized +11.2%

MTB M & T BK CORP 0.1%

Value $6.042M Shares 49,547 Est. Cost $83.97 Unrealized +11.1%

AVY AVERY DENNISON CORP 0.1%

Value $6.025M Shares 106,508 Est. Cost $42.44 Unrealized +17.2%

AVB AVALONBAY CMNTYS INC 0.1%

Value $6.024M Shares 34,459 Est. Cost $106.49 Unrealized +12.2%

DTE DTE ENERGY CO 0.1%

Value $6.009M Shares 74,772 Est. Cost $45.56 Unrealized +3.7%

FIS FIDELITY NATL INFORMATION SV 0.1%

Value $5.983M Shares 89,185 Est. Cost $47.42 Unrealized +17.4%

ITW ILLINOIS TOOL WKS INC 0.1%

Value $5.966M Shares 72,482 Est. Cost $61.95 Unrealized +10.3%

VFC V F CORP 0.1%

Value $5.935M Shares 87,008 Est. Cost $61.30 Unrealized +11.8%

ADP AUTOMATIC DATA PROCESSING IN 0.1%

Value $5.917M Shares 73,627 Est. Cost $56.71 Unrealized +12.6%

SYK STRYKER CORP 0.1%

Value $5.894M Shares 62,640 Est. Cost $71.39 Unrealized +23.1%

WM WASTE MGMT INC DEL 0.1%

Value $5.886M Shares 118,163 Est. Cost $42.81 Unrealized -4.6%

WEC WEC ENERGY GROUP INC 0.1%

Value $5.833M Shares 111,701 Est. Cost $33.96 Unrealized +2.5%

CINF CINCINNATI FINL CORP 0.1%

Value $5.822M Shares 108,217 Est. Cost $37.48 Unrealized +7.3%

BDX BECTON DICKINSON & CO 0.1%

Value $5.797M Shares 43,696 Est. Cost $108.63 Unrealized +9.8%

ETR ENTERGY CORP NEW 0.1%

Value $5.788M Shares 88,908 Est. Cost $24.48 Unrealized -8.0%

FDX FEDEX CORP 0.1%

Value $5.769M Shares 40,069 Est. Cost $118.61 Unrealized +14.9%

ROP ROPER TECHNOLOGIES INC 0.1%

Value $5.754M Shares 36,718 Est. Cost $141.09 Unrealized +10.0%

AEE AMEREN CORP 0.1%

Value $5.728M Shares 135,500 Est. Cost $28.80 Unrealized +2.4%

ESS ESSEX PPTY TR INC 0.1%

Value $5.725M Shares 25,625 Est. Cost $145.41 Unrealized +8.0%

MNST MONSTER BEVERAGE CORP NEW 0.1%

Value $5.692M Shares 42,116 Est. Cost $22.33 Unrealized +5.0%

— DISCOVER FINL SVCS 0.1%

Value $5.686M Shares 109,363 Est. Cost $52.95 Unrealized —

— SCANA CORP NEW 0.1%

Value $5.685M Shares 101,048 Est. Cost $54.28 Unrealized —

CCI CROWN CASTLE INTL CORP NEW 0.1%

Value $5.674M Shares 71,941 Est. Cost $52.46 Unrealized +0.4%

GPC GENUINE PARTS CO 0.1%

Value $5.671M Shares 68,412 Est. Cost $65.05 Unrealized -2.0%

NKE NIKE INC 0.1%

Value $5.66M Shares 46,025 Est. Cost $30.81 Unrealized +61.0%

L LOEWS CORP 0.1%

Value $5.654M Shares 156,457 Est. Cost $39.50 Unrealized -9.9%

LEN LENNAR CORP 0.1%

Value $5.637M Shares 117,125 Est. Cost $43.71 Unrealized +2.1%

— ROCKWELL COLLINS INC 0.1%

Value $5.612M Shares 68,575 Est. Cost $64.95 Unrealized —

GWW GRAINGER W W INC 0.1%

Value $5.595M Shares 26,022 Est. Cost $201.14 Unrealized -5.5%

DE DEERE & CO 0.1%

Value $5.583M Shares 75,446 Est. Cost $73.36 Unrealized 0.0%

DVA DAVITA HEALTHCARE PARTNERS I 0.1%

Value $5.566M Shares 76,959 Est. Cost $73.29 Unrealized +5.8%

SRE SEMPRA ENERGY 0.1%

Value $5.557M Shares 57,455 Est. Cost $34.44 Unrealized +2.9%

— HCP INC 0.1%

Value $5.549M Shares 148,977 Est. Cost $42.99 Unrealized —

DLTR DOLLAR TREE INC 0.1%

Value $5.529M Shares 82,950 Est. Cost $67.32 Unrealized +11.5%

INTU INTUIT 0.1%

Value $5.503M Shares 62,009 Est. Cost $72.14 Unrealized +24.0%

AMT AMERICAN TOWER CORP NEW 0.1%

Value $5.489M Shares 62,394 Est. Cost $67.21 Unrealized +8.6%

— BONANZA CREEK ENERGY INC 0.1%

Value $5.479M Shares 1,346,153 Est. Cost $24.66 Unrealized —

LNC LINCOLN NATL CORP IND 0.1%

Value $5.469M Shares 115,237 Est. Cost $36.90 Unrealized -1.3%

— GENERAL GROWTH PPTYS INC NEW 0.1%

Value $5.466M Shares 210,460 Est. Cost $26.30 Unrealized —

— DENTSPLY INTL INC NEW 0.1%

Value $5.46M Shares 107,970 Est. Cost $49.10 Unrealized —

RVTY PERKINELMER INC 0.1%

Value $5.456M Shares 118,709 Est. Cost $43.92 Unrealized +9.4%

ORCL ORACLE CORP 0.1%

Value $5.45M Shares 150,886 Est. Cost $32.61 Unrealized +0.9%

WY WEYERHAEUSER CO 0.0%

Value $5.428M Shares 198,541 Est. Cost $21.37 Unrealized -8.3%

PLD PROLOGIS INC 0.0%

Value $5.377M Shares 138,218 Est. Cost $30.09 Unrealized -4.2%

— TOTAL S A 0.0%

Value $5.365M Shares 120,000 Est. Cost $51.20 Unrealized —

— CAMERON INTERNATIONAL CORP 0.0%

Value $5.331M Shares 86,940 Est. Cost $60.34 Unrealized —

CMS CMS ENERGY CORP 0.0%

Value $5.318M Shares 150,575 Est. Cost $23.84 Unrealized +4.0%

ECL ECOLAB INC 0.0%

Value $5.304M Shares 48,339 Est. Cost $86.56 Unrealized +15.3%

— PATTERSON COMPANIES INC 0.0%

Value $5.303M Shares 122,614 Est. Cost $47.63 Unrealized —

COP CONOCOPHILLIPS 0.0%

Value $5.303M Shares 110,564 Est. Cost $36.80 Unrealized 0.0%

PTEN PATTERSON UTI ENERGY INC 0.0%

Value $5.3M Shares 403,330 Est. Cost $18.39 Unrealized -13.8%

FITB FIFTH THIRD BANCORP 0.0%

Value $5.3M Shares 280,301 Est. Cost $12.55 Unrealized +12.7%

— MEAD JOHNSON NUTRITION CO 0.0%

Value $5.293M Shares 75,178 Est. Cost $87.38 Unrealized —

RHI ROBERT HALF INTL INC 0.0%

Value $5.271M Shares 103,035 Est. Cost $55.08 Unrealized -2.3%

BXP BOSTON PROPERTIES INC 0.0%

Value $5.254M Shares 44,371 Est. Cost $79.62 Unrealized -1.6%

OMC OMNICOM GROUP INC 0.0%

Value $5.247M Shares 79,617 Est. Cost $49.23 Unrealized +0.0%

— FREESCALE SEMICONDUCTOR LTD 0.0%

Value $5.24M Shares 143,244 Est. Cost $39.54 Unrealized —

ORLY O REILLY AUTOMOTIVE INC NEW 0.0%

Value $5.214M Shares 20,855 Est. Cost $10.47 Unrealized +54.2%

CTAS CINTAS CORP 0.0%

Value $5.202M Shares 60,667 Est. Cost $16.26 Unrealized +17.9%

— COCA COLA ENTERPRISES INC NE 0.0%

Value $5.186M Shares 107,267 Est. Cost $42.29 Unrealized —

— CA INC 0.0%

Value $5.142M Shares 188,359 Est. Cost $31.45 Unrealized —

UNM UNUM GROUP 0.0%

Value $5.092M Shares 158,733 Est. Cost $32.45 Unrealized +6.2%

TJX TJX COS INC NEW 0.0%

Value $5.091M Shares 71,288 Est. Cost $22.94 Unrealized +32.2%

VNO VORNADO RLTY TR 0.0%

Value $5.073M Shares 56,106 Est. Cost $100.88 Unrealized —

— CABLEVISION SYS CORP 0.0%

Value $5.05M Shares 155,524 Est. Cost $25.03 Unrealized —

PPG PPG INDS INC 0.0%

Value $5.045M Shares 57,530 Est. Cost $86.78 Unrealized -2.8%

GIL GILDAN ACTIVEWEAR INC 0.0%

Value $5.029M Shares 167,397 Est. Cost $23.97 Unrealized +13.9%

EVR EVERCORE PARTNERS INC 0.0%

Value $5.024M Shares 100,000 Est. Cost $43.65 Unrealized 0.0%

— PLUM CREEK TIMBER CO INC 0.0%

Value $5.006M Shares 126,697 Est. Cost $43.80 Unrealized —

HP HELMERICH & PAYNE INC 0.0%

Value $4.883M Shares 103,329 Est. Cost $68.03 Unrealized -16.8%

— VARIAN MED SYS INC 0.0%

Value $4.875M Shares 66,080 Est. Cost $88.46 Unrealized —

SHW SHERWIN WILLIAMS CO 0.0%

Value $4.872M Shares 21,870 Est. Cost $72.59 Unrealized +9.7%

BEN FRANKLIN RES INC 0.0%

Value $4.87M Shares 130,692 Est. Cost $31.18 Unrealized -15.1%

NTRS NORTHERN TR CORP 0.0%

Value $4.827M Shares 70,812 Est. Cost $47.11 Unrealized +17.9%

CBRE CBRE GROUP INC 0.0%

Value $4.819M Shares 150,588 Est. Cost $32.15 Unrealized +10.3%

CFG CITIZENS FINL GROUP INC 0.0%

Value $4.772M Shares 200,000 Est. Cost $17.55 Unrealized 0.0%

— NABORS INDUSTRIES LTD 0.0%

Value $4.725M Shares 500,000 Est. Cost $14.08 Unrealized —

— AIRGAS INC 0.0%

Value $4.684M Shares 52,433 Est. Cost $104.10 Unrealized —

V VISA INC 0.0%

Value $4.665M Shares 66,965 Est. Cost $57.11 Unrealized +16.2%

KIM KIMCO RLTY CORP 0.0%

Value $4.615M Shares 188,920 Est. Cost $14.95 Unrealized -3.1%

— TAKE-TWO INTERACTIVE SOFTWAR 0.0%

Value $4.577M Shares 3,000,000 Est. Cost $1.40 Unrealized —

MHK MOHAWK INDS INC 0.0%

Value $4.57M Shares 25,140 Est. Cost $174.40 Unrealized +13.6%

— E M C CORP MASS 0.0%

Value $4.564M Shares 188,895 Est. Cost $24.57 Unrealized —

STT STATE STR CORP 0.0%

Value $4.56M Shares 67,852 Est. Cost $49.58 Unrealized +11.5%

IP INTL PAPER CO 0.0%

Value $4.537M Shares 120,064 Est. Cost $30.16 Unrealized -10.0%

BLD TOPBUILD CORP 0.0%

Value $4.488M Shares 144,900 Est. Cost $30.95 Unrealized 0.0%

NVR NVR INC 0.0%

Value $4.475M Shares 2,934 Est. Cost $1473.30 Unrealized +1.4%

EPC EDGEWELL PERS CARE CO 0.0%

Value $4.421M Shares 54,180 Est. Cost $82.99 Unrealized -0.7%

— APARTMENT INVT & MGMT CO 0.0%

Value $4.41M Shares 119,134 Est. Cost $38.50 Unrealized —

— XL GROUP PLC 0.0%

Value $4.358M Shares 120,000 Est. Cost $36.09 Unrealized —

IMO IMPERIAL OIL LTD 0.0%

Value $4.336M Shares 137,480 Est. Cost $27.71 Unrealized -1.4%

CL COLGATE PALMOLIVE CO 0.0%

Value $4.334M Shares 68,293 Est. Cost $45.36 Unrealized +13.1%

— LINEAR TECHNOLOGY CORP 0.0%

Value $4.311M Shares 106,828 Est. Cost $44.19 Unrealized —

ELV ANTHEM INC 0.0%

Value $4.282M Shares 30,584 Est. Cost $113.90 Unrealized +14.0%

MOS MOSAIC CO NEW 0.0%

Value $4.23M Shares 135,964 Est. Cost $40.56 Unrealized -17.3%

WAT WATERS CORP 0.0%

Value $4.207M Shares 35,592 Est. Cost $108.14 Unrealized +17.0%

PEG PUBLIC SVC ENTERPRISE GROUP 0.0%

Value $4.201M Shares 99,639 Est. Cost $25.05 Unrealized +13.4%

— ELECTRONIC ARTS INC 0.0%

Value $4.196M Shares 2,000,000 Est. Cost $1.51 Unrealized —

ADM ARCHER DANIELS MIDLAND CO 0.0%

Value $4.139M Shares 99,850 Est. Cost $28.75 Unrealized +16.6%

EMR EMERSON ELEC CO 0.0%

Value $4.097M Shares 92,745 Est. Cost $42.01 Unrealized -11.1%

— HARRIS CORP DEL 0.0%

Value $4.059M Shares 55,488 Est. Cost $74.33 Unrealized —

BAX BAXTER INTL INC 0.0%

Value $4.055M Shares 123,432 Est. Cost $31.15 Unrealized +2.9%

— ARES CAP CORP 0.0%

Value $4.05M Shares 4,000,000 Est. Cost $1.06 Unrealized —

ROST ROSS STORES INC 0.0%

Value $4.029M Shares 83,124 Est. Cost $39.40 Unrealized +17.0%

— DU PONT E I DE NEMOURS & CO 0.0%

Value $4.022M Shares 83,445 Est. Cost $62.03 Unrealized —

— ST JUDE MED INC 0.0%

Value $4.019M Shares 63,708 Est. Cost $58.40 Unrealized —

SGI TEMPUR SEALY INTL INC 0.0%

Value $3.964M Shares 55,500 Est. Cost $17.74 Unrealized +3.5%

OC OWENS CORNING NEW 0.0%

Value $3.898M Shares 93,000 Est. Cost $43.36 Unrealized +1.6%

VTR VENTAS INC 0.0%

Value $3.859M Shares 68,837 Est. Cost $51.79 Unrealized -19.8%

— MERITOR INC 0.0%

Value $3.834M Shares 2,830,000 Est. Cost $1.65 Unrealized —

— SCRIPPS NETWORKS INTERACT IN 0.0%

Value $3.811M Shares 77,485 Est. Cost $68.99 Unrealized —

— DELPHI AUTOMOTIVE PLC 0.0%

Value $3.802M Shares 50,000 Est. Cost $60.76 Unrealized —

— CIGNA CORPORATION 0.0%

Value $3.797M Shares 28,122 Est. Cost $107.45 Unrealized —

AOS SMITH A O 0.0%

Value $3.768M Shares 57,800 Est. Cost $28.34 Unrealized +1.9%

— BED BATH & BEYOND INC 0.0%

Value $3.714M Shares 65,141 Est. Cost $75.05 Unrealized —

MTG MGIC INVT CORP WIS 0.0%

Value $3.704M Shares 400,000 Est. Cost $10.66 Unrealized -0.6%

— WHITEWAVE FOODS CO 0.0%

Value $3.698M Shares 92,100 Est. Cost $48.88 Unrealized —

PSX PHILLIPS 66 0.0%

Value $3.693M Shares 48,057 Est. Cost $42.89 Unrealized +26.0%

— PRECISION DRILLING CORP 0.0%

Value $3.685M Shares 1,000,000 Est. Cost $6.49 Unrealized —

MA MASTERCARD INC 0.0%

Value $3.676M Shares 40,790 Est. Cost $72.81 Unrealized +21.3%

FE FIRSTENERGY CORP 0.0%

Value $3.661M Shares 116,936 Est. Cost $23.96 Unrealized -11.5%

YUM YUM BRANDS INC 0.0%

Value $3.636M Shares 45,479 Est. Cost $41.92 Unrealized +18.9%

DGX QUEST DIAGNOSTICS INC 0.0%

Value $3.6M Shares 58,561 Est. Cost $55.24 Unrealized +2.8%

BRK/B BERKSHIRE HATHAWAY INC DEL 0.0%

Value $3.553M Shares 27,250 Est. Cost $116.72 Unrealized +17.4%

ZBH ZIMMER BIOMET HLDGS INC 0.0%

Value $3.529M Shares 37,570 Est. Cost $83.36 Unrealized +10.4%

CNP CENTERPOINT ENERGY INC 0.0%

Value $3.45M Shares 191,230 Est. Cost $15.09 Unrealized -12.8%

BALL BALL CORP 0.0%

Value $3.399M Shares 54,652 Est. Cost $27.23 Unrealized +11.7%

AME AMETEK INC NEW 0.0%

Value $3.398M Shares 64,951 Est. Cost $44.71 Unrealized +12.4%

— HUDSON CITY BANCORP 0.0%

Value $3.384M Shares 332,718 Est. Cost $10.32 Unrealized —

— AETNA INC NEW 0.0%

Value $3.374M Shares 30,838 Est. Cost $109.88 Unrealized —

— JPMORGAN CHASE & CO 0.0%

Value $3.374M Shares 169,450 Est. Cost $19.84 Unrealized —

MAS MASCO CORP 0.0%

Value $3.357M Shares 133,325 Est. Cost $18.52 Unrealized +18.8%

— KKR & CO L P DEL 0.0%

Value $3.356M Shares 200,000 Est. Cost $16.78 Unrealized —

WU WESTERN UN CO 0.0%

Value $3.344M Shares 182,111 Est. Cost $19.93 Unrealized —

— WYNDHAM WORLDWIDE CORP 0.0%

Value $3.32M Shares 46,172 Est. Cost $82.38 Unrealized —

— GOLDCORP INC NEW 0.0%

Value $3.297M Shares 264,189 Est. Cost $12.48 Unrealized —

— OM GROUP INC 0.0%

Value $3.289M Shares 100,000 Est. Cost $33.17 Unrealized —

GLW CORNING INC 0.0%

Value $3.28M Shares 191,611 Est. Cost $12.86 Unrealized +6.0%

— HEWLETT PACKARD CO 0.0%

Value $3.242M Shares 126,606 Est. Cost $24.92 Unrealized —

PCAR PACCAR INC 0.0%

Value $3.168M Shares 60,723 Est. Cost $25.48 Unrealized +6.3%

XYL XYLEM INC 0.0%

Value $3.163M Shares 96,285 Est. Cost $28.87 Unrealized +2.4%

APH AMPHENOL CORP NEW 0.0%

Value $3.133M Shares 61,484 Est. Cost $11.31 Unrealized +7.5%

— INTERPUBLIC GROUP COS INC 0.0%

Value $3.116M Shares 162,876 Est. Cost $13.31 Unrealized +2.0%

— SANDISK CORP 0.0%

Value $3.094M Shares 2,500,000 Est. Cost $1.52 Unrealized —

— ALBANY MOLECULAR RESH INC 0.0%

Value $3.081M Shares 2,500,000 Est. Cost $1.21 Unrealized —

BMY BRISTOL MYERS SQUIBB CO 0.0%

Value $3.073M Shares 51,901 Est. Cost $31.84 Unrealized +39.9%

NDAQ NASDAQ INC 0.0%

Value $3.071M Shares 57,592 Est. Cost $12.92 Unrealized +12.1%

HSIC SCHEIN HENRY INC 0.0%

Value $3.001M Shares 22,608 Est. Cost $53.98 Unrealized +2.6%

— LABORATORY CORP AMER HLDGS 0.0%

Value $2.972M Shares 27,402 Est. Cost $114.72 Unrealized —

AMP AMERIPRISE FINL INC 0.0%

Value $2.948M Shares 27,011 Est. Cost $73.17 Unrealized +29.4%

ZTS ZOETIS INC 0.0%

Value $2.926M Shares 71,043 Est. Cost $34.07 Unrealized +25.5%

— SL GREEN RLTY CORP 0.0%

Value $2.893M Shares 26,746 Est. Cost $115.84 Unrealized —

— PEPCO HOLDINGS INC 0.0%

Value $2.842M Shares 117,349 Est. Cost $25.77 Unrealized —

— SINA CORP 0.0%

Value $2.831M Shares 3,000,000 Est. Cost $0.93 Unrealized —

— CERNER CORP 0.0%

Value $2.825M Shares 47,109 Est. Cost $71.97 Unrealized —

O REALTY INCOME CORP 0.0%

Value $2.81M Shares 59,287 Est. Cost $27.96 Unrealized -0.7%

— RYLAND GROUP INC 0.0%

Value $2.762M Shares 2,000,000 Est. Cost $1.42 Unrealized —

— BAXALTA INC 0.0%

Value $2.746M Shares 87,146 Est. Cost $31.51 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.0%

Value $2.745M Shares 41,501 Est. Cost $58.31 Unrealized -12.0%

RDN RADIAN GROUP INC 0.0%

Value $2.673M Shares 168,000 Est. Cost $14.78 Unrealized -0.2%

APD AIR PRODS & CHEMS INC 0.0%

Value $2.655M Shares 20,807 Est. Cost $79.12 Unrealized +24.4%

PBA PEMBINA PIPELINE CORP 0.0%

Value $2.641M Shares 110,255 Est. Cost $16.34 Unrealized -1.1%

— BARRICK GOLD CORP 0.0%

Value $2.596M Shares 409,905 Est. Cost $9.41 Unrealized —

— DUN & BRADSTREET CORP DEL NE 0.0%

Value $2.594M Shares 24,706 Est. Cost $116.71 Unrealized —

— RADIAN GROUP INC 0.0%

Value $2.584M Shares 1,780,000 Est. Cost $1.41 Unrealized —

MPC MARATHON PETE CORP 0.0%

Value $2.554M Shares 55,117 Est. Cost $32.42 Unrealized +14.8%

FNV FRANCO NEVADA CORP 0.0%

Value $2.514M Shares 57,155 Est. Cost $39.47 Unrealized -2.5%

KEY KEYCORP NEW 0.0%

Value $2.489M Shares 191,326 Est. Cost $8.36 Unrealized +11.6%

IEX IDEX CORP 0.0%

Value $2.424M Shares 34,000 Est. Cost $64.51 Unrealized 0.0%

KMI KINDER MORGAN INC DEL 0.0%

Value $2.407M Shares 86,953 Est. Cost $22.65 Unrealized -13.7%

— CENTURYLINK INC 0.0%

Value $2.37M Shares 94,356 Est. Cost $33.83 Unrealized —

HOG HARLEY DAVIDSON INC 0.0%

Value $2.361M Shares 43,005 Est. Cost $55.43 Unrealized +1.8%

PRGO PERRIGO CO PLC 0.0%

Value $2.359M Shares 15,000 Est. Cost $153.40 Unrealized +19.6%

SLB SCHLUMBERGER LTD 0.0%

Value $2.282M Shares 33,087 Est. Cost $56.69 Unrealized +3.9%

HRB BLOCK H & R INC 0.0%

Value $2.254M Shares 62,253 Est. Cost $19.97 Unrealized +14.6%

CMI CUMMINS INC 0.0%

Value $2.234M Shares 20,578 Est. Cost $90.45 Unrealized +2.7%

CAT CATERPILLAR INC DEL 0.0%

Value $2.18M Shares 33,354 Est. Cost $63.23 Unrealized -6.5%

— PINNACLE FOODS INC DEL 0.0%

Value $2.153M Shares 51,400 Est. Cost $45.54 Unrealized —

— CRESCENT PT ENERGY CORP 0.0%

Value $2.143M Shares 188,115 Est. Cost $20.07 Unrealized —

— FLIR SYS INC 0.0%

Value $2.142M Shares 76,513 Est. Cost $28.75 Unrealized —

PFG PRINCIPAL FINL GROUP INC 0.0%

Value $2.128M Shares 44,952 Est. Cost $28.67 Unrealized +22.9%

EXC EXELON CORP 0.0%

Value $2.1M Shares 70,714 Est. Cost $15.68 Unrealized -0.7%

A AGILENT TECHNOLOGIES INC 0.0%

Value $2.097M Shares 61,070 Est. Cost $33.05 Unrealized +5.3%

CHRW C H ROBINSON WORLDWIDE INC 0.0%

Value $2.097M Shares 30,932 Est. Cost $52.33 Unrealized +0.2%

— AARONS INC 0.0%

Value $2.069M Shares 57,300 Est. Cost $33.52 Unrealized —

— DEAN FOODS CO NEW 0.0%

Value $2.055M Shares 124,400 Est. Cost $16.19 Unrealized —

— VERISIGN INC 0.0%

Value $2.055M Shares 1,000,000 Est. Cost $1.85 Unrealized —

— LEUCADIA NATL CORP 0.0%

Value $2.054M Shares 101,389 Est. Cost $23.59 Unrealized —

— KEURIG GREEN MTN INC 0.0%

Value $2.042M Shares 39,164 Est. Cost $86.71 Unrealized —

— MERITAGE HOMES CORP 0.0%

Value $2.024M Shares 2,000,000 Est. Cost $1.08 Unrealized —

— PHARMATHENE INC 0.0%

Value $2.022M Shares 1,520,451 Est. Cost $1.59 Unrealized —

ZION ZIONS BANCORPORATION 0.0%

Value $2.016M Shares 73,197 Est. Cost $26.23 Unrealized +13.0%

— LEGG MASON INC 0.0%

Value $1.961M Shares 47,135 Est. Cost $44.17 Unrealized —

EBAY EBAY INC 0.0%

Value $1.96M Shares 80,180 Est. Cost $20.86 Unrealized +14.7%

VMC VULCAN MATLS CO 0.0%

Value $1.936M Shares 21,708 Est. Cost $65.64 Unrealized +30.0%

AEM AGNICO EAGLE MINES LTD 0.0%

Value $1.931M Shares 76,542 Est. Cost $22.26 Unrealized -9.3%

— TREEHOUSE FOODS INC 0.0%

Value $1.906M Shares 24,500 Est. Cost $81.02 Unrealized —

— STARWOOD WAYPOINT RESIDENTL 0.0%

Value $1.905M Shares 2,000,000 Est. Cost $0.95 Unrealized —

RYN RAYONIER INC 0.0%

Value $1.874M Shares 84,900 Est. Cost $22.07 Unrealized —

EW EDWARDS LIFESCIENCES CORP 0.0%

Value $1.861M Shares 13,090 Est. Cost $12.76 Unrealized +89.1%

CAE CAE INC 0.0%

Value $1.852M Shares 175,630 Est. Cost $11.15 Unrealized -7.8%

— SILVER WHEATON CORP 0.0%

Value $1.797M Shares 150,229 Est. Cost $11.96 Unrealized —

— FIAT CHRYSLER AUTOMOBILES N 0.0%

Value $1.78M Shares 137,367 Est. Cost $13.94 Unrealized —

HAIN HAIN CELESTIAL GROUP INC 0.0%

Value $1.78M Shares 34,500 Est. Cost $63.19 Unrealized +0.2%

KLAC KLA-TENCOR CORP 0.0%

Value $1.773M Shares 35,463 Est. Cost $38.55 Unrealized +10.2%

— RITE AID CORP 0.0%

Value $1.761M Shares 290,194 Est. Cost $8.08 Unrealized —

M MACYS INC 0.0%

Value $1.715M Shares 33,416 Est. Cost $53.35 Unrealized +17.6%

— B2GOLD CORP 0.0%

Value $1.689M Shares 2,000,000 Est. Cost $0.94 Unrealized —

DG DOLLAR GEN CORP NEW 0.0%

Value $1.684M Shares 23,241 Est. Cost $48.06 Unrealized +39.0%

— WALGREENS BOOTS ALLIANCE INC 0.0%

Value $1.68M Shares 20,214 Est. Cost $83.11 Unrealized —

— CITRIX SYS INC 0.0%

Value $1.671M Shares 24,124 Est. Cost $65.69 Unrealized —

GAP GAP INC DEL 0.0%

Value $1.657M Shares 58,127 Est. Cost $26.21 Unrealized -9.2%

LUV SOUTHWEST AIRLS CO 0.0%

Value $1.64M Shares 43,111 Est. Cost $15.25 Unrealized +114.6%

— MICRON TECHNOLOGY INC 0.0%

Value $1.627M Shares 1,000,000 Est. Cost $2.12 Unrealized —

— L-3 COMMUNICATIONS HLDGS INC 0.0%

Value $1.613M Shares 15,435 Est. Cost $91.22 Unrealized —

— ALON USA ENERGY INC 0.0%

Value $1.604M Shares 1,200,000 Est. Cost $1.28 Unrealized —

— HESS CORP 0.0%

Value $1.582M Shares 31,606 Est. Cost $98.43 Unrealized —

— DEALERTRACK TECHNOLOGIES INC 0.0%

Value $1.579M Shares 25,000 Est. Cost $63.16 Unrealized —

JBHT HUNT J B TRANS SVCS INC 0.0%

Value $1.569M Shares 21,977 Est. Cost $71.36 Unrealized +0.7%

CNH CNH INDL N V 0.0%

Value $1.562M Shares 240,283 Est. Cost $5.92 Unrealized +2.7%

AMG AFFILIATED MANAGERS GROUP 0.0%

Value $1.518M Shares 8,879 Est. Cost $204.16 Unrealized -6.8%

HUM HUMANA INC 0.0%

Value $1.506M Shares 8,416 Est. Cost $95.30 Unrealized +78.4%

DRI DARDEN RESTAURANTS INC 0.0%

Value $1.484M Shares 21,656 Est. Cost $31.32 Unrealized +50.7%

CCJ CAMECO CORP 0.0%

Value $1.473M Shares 121,354 Est. Cost $12.21 Unrealized 0.0%

— ZAYO GROUP HLDGS INC 0.0%

Value $1.436M Shares 56,619 Est. Cost $25.36 Unrealized —

NAVI NAVIENT CORP 0.0%

Value $1.431M Shares 127,276 Est. Cost $19.54 Unrealized -25.1%

— SYMANTEC CORP 0.0%

Value $1.392M Shares 71,496 Est. Cost $22.80 Unrealized —

DAL DELTA AIR LINES INC DEL 0.0%

Value $1.387M Shares 30,915 Est. Cost $22.36 Unrealized +76.9%

TAC TRANSALTA CORP 0.0%

Value $1.368M Shares 295,759 Est. Cost $10.86 Unrealized -47.5%

PH PARKER HANNIFIN CORP 0.0%

Value $1.367M Shares 14,047 Est. Cost $90.17 Unrealized +1.6%

RIG TRANSOCEAN LTD 0.0%

Value $1.363M Shares 106,605 Est. Cost $37.40 Unrealized -62.9%

SFM SPROUTS FMRS MKT INC 0.0%

Value $1.315M Shares 62,300 Est. Cost $30.70 Unrealized -25.2%

NTAP NETAPP INC 0.0%

Value $1.307M Shares 44,161 Est. Cost $26.96 Unrealized -12.3%

HST HOST HOTELS & RESORTS INC 0.0%

Value $1.305M Shares 82,530 Est. Cost $14.35 Unrealized -14.5%

— MARATHON OIL CORP 0.0%

Value $1.292M Shares 83,908 Est. Cost $33.21 Unrealized —

RL RALPH LAUREN CORP 0.0%

Value $1.282M Shares 10,846 Est. Cost $124.01 Unrealized -22.3%

— QIAGEN NV 0.0%

Value $1.256M Shares 48,840 Est. Cost $20.79 Unrealized —

VRSN VERISIGN INC 0.0%

Value $1.253M Shares 17,753 Est. Cost $66.39 Unrealized +1.7%

TECK TECK RESOURCES LTD 0.0%

Value $1.249M Shares 261,708 Est. Cost $11.85 Unrealized -40.1%

BBY BEST BUY INC 0.0%

Value $1.249M Shares 33,639 Est. Cost $18.51 Unrealized +27.2%

IRM IRON MTN INC NEW 0.0%

Value $1.224M Shares 39,454 Est. Cost $20.80 Unrealized -20.5%

HCA HCA HOLDINGS INC 0.0%

Value $1.223M Shares 15,804 Est. Cost $67.35 Unrealized +22.2%

— NATIONAL OILWELL VARCO INC 0.0%

Value $1.219M Shares 32,370 Est. Cost $67.37 Unrealized —

— YAHOO INC 0.0%

Value $1.185M Shares 40,982 Est. Cost $39.86 Unrealized —

— COMPUTER SCIENCES CORP 0.0%

Value $1.176M Shares 19,164 Est. Cost $54.83 Unrealized —

— CTRIP COM INTL LTD 0.0%

Value $1.175M Shares 18,600 Est. Cost $36.24 Unrealized —

— APACHE CORP 0.0%

Value $1.156M Shares 29,509 Est. Cost $83.27 Unrealized —

HAL HALLIBURTON CO 0.0%

Value $1.154M Shares 32,647 Est. Cost $35.11 Unrealized -8.4%

CF CF INDS HLDGS INC 0.0%

Value $1.152M Shares 25,656 Est. Cost $41.74 Unrealized +3.9%

FFIV F5 NETWORKS INC 0.0%

Value $1.149M Shares 9,926 Est. Cost $94.98 Unrealized +28.9%

— CBS CORP NEW 0.0%

Value $1.146M Shares 28,731 Est. Cost $50.71 Unrealized —

ISRG INTUITIVE SURGICAL INC 0.0%

Value $1.143M Shares 2,487 Est. Cost $55.07 Unrealized +2.9%

META FACEBOOK INC 0.0%

Value $1.141M Shares 12,691 Est. Cost $55.81 Unrealized +63.3%

KSS KOHLS CORP 0.0%

Value $1.104M Shares 23,834 Est. Cost $63.20 Unrealized -11.0%

IFF INTERNATIONAL FLAVORS&FRAGRA 0.0%

Value $1.098M Shares 10,635 Est. Cost $81.61 Unrealized +5.1%

ABBV ABBVIE INC 0.0%

Value $1.092M Shares 20,064 Est. Cost $31.35 Unrealized +35.6%

ROK ROCKWELL AUTOMATION INC 0.0%

Value $1.075M Shares 10,593 Est. Cost $97.44 Unrealized -5.1%

— CHESAPEAKE ENERGY CORP 0.0%

Value $1.059M Shares 144,416 Est. Cost $16.04 Unrealized —

— XEROX CORP 0.0%

Value $1.058M Shares 108,713 Est. Cost $9.78 Unrealized —

— ARES CAP CORP 0.0%

Value $1.007M Shares 1,000,000 Est. Cost $1.08 Unrealized —

— 51JOB INC 0.0%

Value $940K Shares 1,000,000 Est. Cost $1.02 Unrealized —

TSN TYSON FOODS INC 0.0%

Value $923K Shares 21,419 Est. Cost $21.59 Unrealized +54.3%

CMG CHIPOTLE MEXICAN GRILL INC 0.0%

Value $923K Shares 1,281 Est. Cost $8.37 Unrealized +69.9%

— TESORO CORP 0.0%

Value $899K Shares 9,246 Est. Cost $55.27 Unrealized —

FMC F M C CORP 0.0%

Value $893K Shares 26,334 Est. Cost $40.21 Unrealized -24.0%

— JOHNSON CTLS INC 0.0%

Value $888K Shares 21,475 Est. Cost $49.53 Unrealized —

CDNA CAREDX INC 0.0%

Value $887K Shares 212,591 Est. Cost $9.62 Unrealized -31.3%

CMA COMERICA INC 0.0%

Value $872K Shares 21,205 Est. Cost $26.13 Unrealized +17.0%

— STAPLES INC 0.0%

Value $840K Shares 71,631 Est. Cost $15.43 Unrealized —

NUE NUCOR CORP 0.0%

Value $830K Shares 22,106 Est. Cost $34.35 Unrealized -2.4%

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.0%

Value $805K Shares 12,860 Est. Cost $38.51 Unrealized +44.5%

— ANADARKO PETE CORP 0.0%

Value $800K Shares 13,247 Est. Cost $86.03 Unrealized —

GME GAMESTOP CORP NEW 0.0%

Value $799K Shares 19,381 Est. Cost $6.78 Unrealized +24.4%

FCX FREEPORT-MCMORAN INC 0.0%

Value $798K Shares 82,321 Est. Cost $30.18 Unrealized -64.1%

NI NISOURCE INC 0.0%

Value $791K Shares 42,664 Est. Cost $10.12 Unrealized +21.5%

NRG NRG ENERGY INC 0.0%

Value $742K Shares 49,964 Est. Cost $20.67 Unrealized -23.6%

— CELGENE CORP 0.0%

Value $732K Shares 6,771 Est. Cost $102.41 Unrealized —

— MEDICINES CO 0.0%

Value $728K Shares 500,000 Est. Cost $1.51 Unrealized —

FAST FASTENAL CO 0.0%

Value $721K Shares 19,692 Est. Cost $8.82 Unrealized -14.6%

AAP ADVANCE AUTO PARTS INC 0.0%

Value $710K Shares 3,746 Est. Cost $151.67 Unrealized 0.0%

NEM NEWMONT MINING CORP 0.0%

Value $699K Shares 43,519 Est. Cost $22.90 Unrealized -38.8%

KGC KINROSS GOLD CORP 0.0%

Value $689K Shares 397,882 Est. Cost $3.11 Unrealized -41.2%

ADI ANALOG DEVICES INC 0.0%

Value $687K Shares 12,178 Est. Cost $38.20 Unrealized +23.5%

— ELDORADO GOLD CORP NEW 0.0%

Value $685K Shares 214,631 Est. Cost $3.19 Unrealized —

TDC TERADATA CORP DEL 0.0%

Value $632K Shares 21,826 Est. Cost $47.47 Unrealized -32.5%

BIIB BIOGEN INC 0.0%

Value $626K Shares 2,146 Est. Cost $224.90 Unrealized +46.8%

WMB WILLIAMS COS INC DEL 0.0%

Value $619K Shares 16,811 Est. Cost $20.67 Unrealized +32.7%

MUR MURPHY OIL CORP 0.0%

Value $604K Shares 24,969 Est. Cost $34.14 Unrealized -37.0%

TSCO TRACTOR SUPPLY CO 0.0%

Value $582K Shares 6,902 Est. Cost $12.06 Unrealized +26.5%

AMAT APPLIED MATLS INC 0.0%

Value $562K Shares 38,236 Est. Cost $13.38 Unrealized +10.2%

NVDA NVIDIA CORP 0.0%

Value $539K Shares 21,875 Est. Cost $0.47 Unrealized +12.2%

— MICHAEL KORS HLDGS LTD 0.0%

Value $531K Shares 12,569 Est. Cost $53.88 Unrealized —

WHR WHIRLPOOL CORP 0.0%

Value $531K Shares 3,605 Est. Cost $149.14 Unrealized +13.5%

— NEWFIELD EXPL CO 0.0%

Value $528K Shares 16,051 Est. Cost $29.65 Unrealized —

GNW GENWORTH FINL INC 0.0%

Value $521K Shares 112,799 Est. Cost $8.66 Unrealized -32.1%

SCHW SCHWAB CHARLES CORP NEW 0.0%

Value $521K Shares 18,226 Est. Cost $18.86 Unrealized +49.7%

HAS HASBRO INC 0.0%

Value $515K Shares 7,140 Est. Cost $32.19 Unrealized +70.4%

FLR FLUOR CORP NEW 0.0%

Value $514K Shares 12,130 Est. Cost $53.99 Unrealized -21.3%

— JUNIPER NETWORKS INC 0.0%

Value $489K Shares 19,028 Est. Cost $20.71 Unrealized —

— E TRADE FINANCIAL CORP 0.0%

Value $486K Shares 18,440 Est. Cost $21.69 Unrealized —

TGNA TEGNA INC 0.0%

Value $477K Shares 21,322 Est. Cost $18.83 Unrealized -10.0%

— YAMANA GOLD INC 0.0%

Value $475K Shares 287,950 Est. Cost $1.65 Unrealized —

— TIM PARTICIPACOES S A 0.0%

Value $472K Shares 49,992 Est. Cost $26.24 Unrealized —

TRIP TRIPADVISOR INC 0.0%

Value $467K Shares 7,405 Est. Cost $59.29 Unrealized +13.5%

UAA UNDER ARMOUR INC 0.0%

Value $466K Shares 4,817 Est. Cost $27.14 Unrealized +75.2%

— WINDSTREAM HLDGS INC 0.0%

Value $460K Shares 74,928 Est. Cost $6.21 Unrealized —

SWKS SKYWORKS SOLUTIONS INC 0.0%

Value $448K Shares 5,316 Est. Cost $70.64 Unrealized +4.7%

AAL AMERICAN AIRLS GROUP INC 0.0%

Value $441K Shares 11,352 Est. Cost $47.72 Unrealized -18.0%

GRMN GARMIN LTD 0.0%

Value $433K Shares 12,062 Est. Cost $27.82 Unrealized +5.8%

UHS UNIVERSAL HLTH SVCS INC 0.0%

Value $428K Shares 3,432 Est. Cost $98.61 Unrealized +35.1%

AMKR AMKOR TECHNOLOGY INC 0.0%

Value $418K Shares 93,026 Est. Cost $5.70 Unrealized -19.6%

BSX BOSTON SCIENTIFIC CORP 0.0%

Value $391K Shares 23,814 Est. Cost $11.61 Unrealized +47.2%

— CIMAREX ENERGY CO 0.0%

Value $379K Shares 3,694 Est. Cost $126.20 Unrealized —

MBI MBIA INC 0.0%

Value $366K Shares 60,267 Est. Cost $2.80 Unrealized 0.0%

— LAM RESEARCH CORP 0.0%

Value $353K Shares 5,410 Est. Cost $45.59 Unrealized —

— DIAMOND OFFSHORE DRILLING IN 0.0%

Value $347K Shares 20,039 Est. Cost $29.20 Unrealized —

AN AUTONATION INC 0.0%

Value $344K Shares 5,911 Est. Cost $53.82 Unrealized +13.0%

— THE ADT CORPORATION 0.0%

Value $344K Shares 11,493 Est. Cost $37.55 Unrealized —

— SUNTRUST BKS INC 0.0%

Value $332K Shares 40,000 Est. Cost $7.72 Unrealized —

— RED HAT INC 0.0%

Value $330K Shares 4,593 Est. Cost $58.24 Unrealized —

— HANESBRANDS INC 0.0%

Value $329K Shares 11,362 Est. Cost $33.51 Unrealized —

FDS FACTSET RESH SYS INC 0.0%

Value $326K Shares 2,043 Est. Cost $145.44 Unrealized +1.0%

QSR RESTAURANT BRANDS INTL INC 0.0%

Value $326K Shares 9,100 Est. Cost $38.08 Unrealized +4.1%

TXT TEXTRON INC 0.0%

Value $324K Shares 8,620 Est. Cost $38.92 Unrealized +4.9%

— COACH INC 0.0%

Value $323K Shares 11,177 Est. Cost $48.51 Unrealized —

UDR UDR INC 0.0%

Value $322K Shares 9,337 Est. Cost $23.14 Unrealized 0.0%

— STARWOOD HOTELS&RESORTS WRLD 0.0%

Value $318K Shares 4,790 Est. Cost $81.08 Unrealized —

— FEDERAL REALTY INVT TR 0.0%

Value $317K Shares 2,326 Est. Cost $136.29 Unrealized —

PYPL PAYPAL HLDGS INC 0.0%

Value $312K Shares 10,052 Est. Cost $35.85 Unrealized 0.0%

— NEW YORK CMNTY BANCORP INC 0.0%

Value $311K Shares 17,222 Est. Cost $15.10 Unrealized —

— FMC TECHNOLOGIES INC 0.0%

Value $309K Shares 9,964 Est. Cost $53.61 Unrealized —

BWA BORGWARNER INC 0.0%

Value $305K Shares 7,325 Est. Cost $38.59 Unrealized -8.1%

AMZN AMAZON COM INC 0.0%

Value $304K Shares 593 Est. Cost $15.25 Unrealized +65.8%

DOV DOVER CORP 0.0%

Value $298K Shares 5,217 Est. Cost $44.71 Unrealized -5.6%

KMX CARMAX INC 0.0%

Value $294K Shares 4,956 Est. Cost $58.48 Unrealized +7.1%

MD MEDNAX INC 0.0%

Value $287K Shares 3,733 Est. Cost $73.37 Unrealized +10.0%

REGN REGENERON PHARMACEUTICALS 0.0%

Value $287K Shares 618 Est. Cost $426.20 Unrealized +25.3%

AES AES CORP 0.0%

Value $275K Shares 28,059 Est. Cost $8.45 Unrealized -2.8%

— HERTZ GLOBAL HOLDINGS INC 0.0%

Value $264K Shares 15,789 Est. Cost $16.72 Unrealized —

URBN URBAN OUTFITTERS INC 0.0%

Value $256K Shares 8,727 Est. Cost $40.12 Unrealized -19.9%

— ASHLAND INC NEW 0.0%

Value $234K Shares 2,330 Est. Cost $100.43 Unrealized —

— WESTROCK CO 0.0%

Value $218K Shares 4,246 Est. Cost $51.34 Unrealized —

— TURQUOISE HILL RES LTD 0.0%

Value $215K Shares 84,362 Est. Cost $2.55 Unrealized —

— HARMAN INTL INDS INC 0.0%

Value $213K Shares 2,224 Est. Cost $74.33 Unrealized —

— DUKE REALTY CORP 0.0%

Value $210K Shares 11,043 Est. Cost $19.02 Unrealized —

— PENN WEST PETE LTD NEW 0.0%

Value $210K Shares 453,890 Est. Cost $10.52 Unrealized —

EQIX EQUINIX INC 0.0%

Value $209K Shares 765 Est. Cost $178.74 Unrealized +20.4%

NNN NATIONAL RETAIL PPTYS INC 0.0%

Value $208K Shares 5,748 Est. Cost $36.19 Unrealized —

— WESTAR ENERGY INC 0.0%

Value $206K Shares 5,371 Est. Cost $41.20 Unrealized —

— VALSPAR CORP 0.0%

Value $202K Shares 2,806 Est. Cost $84.09 Unrealized —

SRNE SORRENTO THERAPEUTICS INC 0.0%

Value $181K Shares 21,538 Est. Cost $15.93 Unrealized 0.0%

— SUNTRUST BKS INC 0.0%

Value $169K Shares 50,000 Est. Cost $3.22 Unrealized —

RUN SUNRUN INC 0.0%

Value $156K Shares 15,000 Est. Cost $10.80 Unrealized 0.0%

BTE BAYTEX ENERGY CORP 0.0%

Value $76,000 Shares 23,780 Est. Cost $14.84 Unrealized -51.5%

— KINDER MORGAN INC DEL 0.0%

Value $66,000 Shares 71,749 Est. Cost $5.12 Unrealized —

— HALCON RES CORP 0.0%

Value $28,000 Shares 52,215 Est. Cost $5.43 Unrealized —

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