CIK: 0001102598 · Show all filings
Period: Q2 2013 (← Previous) (Next →)
Filing Date: Aug 13, 2013
Total Value: $23.99B (94.6% shares, 5.4% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | Apple Inc | 1,163,176 | $461M | 1.9% | $438.00 | -97.0% | COMMSTCK | 037833100 |
| MSFT | Microsoft Corp | 13,315,996 | $460M | 1.9% | $26.73 | -0.1% | COMMSTCK | 594918104 |
| JNJ | Johnson & Johnson | 4,241,507 | $364M | 1.5% | $70.10 | -14.9% | COMMSTCK | 478160104 |
| — | Google Inc | 407,772 | $359M | 1.5% | $743.50 | — | COMMSTCK | 38259P508 |
| — | United Technologies Corp | 3,686,644 | $343M | 1.4% | $82.01 | — | COMMSTCK | 913017109 |
| C | Citigroup Inc | 6,888,475 | $330M | 1.4% | $39.56 | -9.6% | COMMSTCK | 172967424 |
| CVX | Chevron Corp | 2,651,211 | $314M | 1.3% | $108.14 | -34.1% | COMMSTCK | 166764100 |
| DIS | Walt Disney Co/The | 4,905,636 | $310M | 1.3% | $50.37 | +11.4% | COMMSTCK | 254687106 |
| PNC | PNC Financial Services Gro | 4,128,991 | $301M | 1.3% | $58.31 | -18.8% | COMMSTCK | 693475105 |
| MMM | 3M Co | 2,698,435 | $295M | 1.2% | $88.37 | -30.7% | COMMSTCK | 88579Y101 |
| PFE | Pfizer Inc | 9,977,357 | $279M | 1.2% | $25.08 | -34.4% | COMMSTCK | 717081103 |
| HSY | Hershey Co/The | 2,817,732 | $252M | 1.0% | $72.22 | -9.0% | COMMSTCK | 427866108 |
| CL | Colgate-Palmolive Co | 4,301,729 | $246M | 1.0% | $73.50 | -39.6% | COMMSTCK | 194162103 |
| CVS | CVS Caremark Corp | 4,277,629 | $245M | 1.0% | $48.35 | -14.3% | COMMSTCK | 126650100 |
| WFC | Wells Fargo & Co | 5,813,093 | $240M | 1.0% | $34.18 | -19.9% | COMMSTCK | 949746101 |
| ADI | Analog Devices Inc | 5,285,604 | $238M | 1.0% | $41.31 | -17.0% | COMMSTCK | 032654105 |
| ROST | Ross Stores Inc | 3,635,884 | $236M | 1.0% | $46.13 | -38.7% | COMMSTCK | 778296103 |
| PEP | PepsiCo Inc | 2,850,687 | $233M | 1.0% | $56.04 | -0.1% | COMMSTCK | 713448108 |
| SBUX | Starbucks Corp | 3,503,177 | $229M | 1.0% | $50.94 | -52.2% | COMMSTCK | 855244109 |
| ORCL | Oracle Corp | 7,243,872 | $223M | 0.9% | $33.32 | -17.2% | COMMSTCK | 68389X105 |
| — | General Electric Co | 9,254,486 | $215M | 0.9% | $20.99 | — | COMMSTCK | 369604103 |
| — | Covidien PLC | 3,236,960 | $203M | 0.8% | $57.74 | — | COMMSTCK | G2554F113 |
| — | Discover Financial Service | 4,236,587 | $202M | 0.8% | $38.55 | — | COMMSTCK | 254709108 |
| HD | Home Depot Inc/The | 2,578,853 | $200M | 0.8% | $58.64 | -4.4% | COMMSTCK | 437076102 |
| — | Xilinx Inc | 4,977,516 | $197M | 0.8% | $36.26 | — | COMMSTCK | 983919101 |
| ECL | Ecolab Inc | 2,307,694 | $197M | 0.8% | $72.10 | +1.9% | COMMSTCK | 278865100 |
| — | Marathon Oil Corp | 5,552,241 | $192M | 0.8% | $30.66 | — | COMMSTCK | 565849106 |
| — | Ingersoll-Rand PLC | 3,452,673 | $192M | 0.8% | $51.04 | — | COMMSTCK | G47791101 |
| — | Celgene Corp | 1,614,120 | $189M | 0.8% | $83.48 | — | COMMSTCK | 151020104 |
| VZ | Verizon Communications Inc | 3,705,363 | $187M | 0.8% | $42.56 | -36.5% | COMMSTCK | 92343V104 |
| M | Macy's Inc | 3,738,751 | $179M | 0.7% | $39.02 | +19.0% | COMMSTCK | 55616P104 |
| OXY | Occidental Petroleum Corp | 1,999,850 | $178M | 0.7% | $76.61 | -24.5% | COMMSTCK | 674599105 |
| SLB | Schlumberger Ltd | 2,348,454 | $168M | 0.7% | $65.66 | -19.4% | COMMSTCK | 806857108 |
| GS | Goldman Sachs Group Inc/Th | 1,097,686 | $166M | 0.7% | $126.99 | -5.5% | COMMSTCK | 38141G104 |
| — | Time Warner Inc | 2,831,252 | $164M | 0.7% | $53.93 | — | COMMSTCK | 887317303 |
| MA | Mastercard Inc | 280,166 | $161M | 0.7% | $491.28 | -89.5% | COMMSTCK | 57636Q104 |
| TMO | Thermo Fisher Scientific I | 1,827,637 | $155M | 0.6% | $65.61 | +21.6% | COMMSTCK | 883556102 |
| — | Aetna Inc | 2,426,397 | $154M | 0.6% | $46.30 | — | COMMSTCK | 00817Y108 |
| JPM | JPMorgan Chase & Co | 2,907,897 | $154M | 0.6% | $43.97 | -17.6% | COMMSTCK | 46625H100 |
| CTRA | Cabot Oil & Gas Corp | 2,094,457 | $149M | 0.6% | $49.74 | -50.0% | COMMSTCK | 127097103 |
| UNP | Union Pacific Corp | 952,451 | $147M | 0.6% | $106.11 | -46.2% | COMMSTCK | 907818108 |
| PM | Philip Morris Internationa | 1,695,563 | $147M | 0.6% | $83.64 | -40.4% | COMMSTCK | 718172109 |
| CMI | Cummins Inc | 1,311,283 | $142M | 0.6% | $108.35 | -24.8% | COMMSTCK | 231021106 |
| QCOM | QUALCOMM Inc | 2,305,638 | $141M | 0.6% | $62.02 | -27.4% | COMMSTCK | 747525103 |
| WLY | John Wiley & Sons Inc | 3,494,002 | $140M | 0.6% | $38.93 | -30.4% | COMMSTCK | 968223206 |
| — | Chubb Corp/The | 1,645,351 | $139M | 0.6% | $75.32 | — | COMMSTCK | 171232101 |
| CPB | Campbell Soup Co | 3,057,668 | $137M | 0.6% | $34.40 | -10.3% | COMMSTCK | 134429109 |
| ALL | Allstate Corp/The | 2,770,424 | $133M | 0.6% | $39.80 | -6.7% | COMMSTCK | 020002101 |
| LOW | Lowe's Cos Inc | 3,179,681 | $130M | 0.5% | $33.70 | -4.6% | COMMSTCK | 548661107 |
| CSCO | Cisco Systems Inc | 5,324,226 | $129M | 0.5% | $19.65 | -22.5% | COMMSTCK | 17275R102 |
| HAL | Halliburton Co | 3,044,751 | $127M | 0.5% | $34.69 | -4.3% | COMMSTCK | 406216101 |
| CMCSA | Comcast Corp | 2,936,350 | $123M | 0.5% | $37.38 | -58.2% | COMMSTCK | 20030N101 |
| USB | US Bancorp/MN | 3,339,061 | $121M | 0.5% | $31.94 | -29.8% | COMMSTCK | 902973304 |
| RF | Regions Financial Corp | 12,470,478 | $119M | 0.5% | $6.23 | -7.0% | COMMSTCK | 7591EP100 |
| — | Yahoo! Inc | 4,646,746 | $117M | 0.5% | $23.42 | — | COMMSTCK | 984332106 |
| MRK | Merck & Co Inc | 2,440,016 | $113M | 0.5% | $40.94 | -26.7% | COMMSTCK | 58933Y105 |
| F | Ford Motor Co | 7,232,890 | $112M | 0.5% | $12.95 | -41.3% | COMMSTCK | 345370860 |
| — | Actavis Inc | 880,751 | $111M | 0.5% | $89.27 | — | COMMSTCK | 00507K103 |
| MPC | Marathon Petroleum Corp | 1,537,330 | $109M | 0.5% | $63.00 | -56.3% | COMMSTCK | 56585A102 |
| — | CR Bard Inc | 1,003,136 | $109M | 0.5% | $97.74 | — | COMMSTCK | 067383109 |
| HIG | Hartford Financial Service | 3,504,100 | $108M | 0.5% | $22.20 | 0.0% | COMMSTCK | 416515104 |
| — | Wells Fargo & Co 7.5% | 87,968 | $105M | 0.4% | $1211.65 | — | PFDDOM | 949746804 |
| — | Walgreen Co | 2,353,162 | $104M | 0.4% | $37.01 | — | COMMSTCK | 931422109 |
| MO | Altria Group Inc | 2,955,046 | $103M | 0.4% | $28.23 | -42.3% | COMMSTCK | 02209S103 |
| — | Allergan Inc/United States | 1,220,561 | $103M | 0.4% | $90.10 | — | COMMSTCK | 018490102 |
| AEP | American Electric Power Co | 2,290,247 | $103M | 0.4% | $42.68 | -28.7% | COMMSTCK | 025537101 |
| — | Raytheon Co | 1,550,022 | $102M | 0.4% | $66.12 | — | COMMSTCK | 755111507 |
| MOS | Mosaic Co/The | 1,891,661 | $102M | 0.4% | $56.63 | -18.3% | COMMSTCK | 61945C103 |
| V | Visa Inc | 550,744 | $101M | 0.4% | $112.51 | -64.4% | COMMSTCK | 92826C839 |
| AEE | Ameren Corp | 2,920,605 | $101M | 0.4% | $29.19 | -20.3% | COMMSTCK | 023608102 |
| BDX | Becton Dickinson and Co | 996,314 | $98.47M | 0.4% | $78.19 | -0.1% | COMMSTCK | 075887109 |
| — | Green Mountain Coffee Roas | 1,293,022 | $97.05M | 0.4% | $49.29 | — | COMMSTCK | 393122106 |
| — | EMC Corp/MA | 4,081,743 | $96.41M | 0.4% | $24.61 | — | COMMSTCK | 268648102 |
| AFL | Aflac Inc | 1,646,991 | $95.72M | 0.4% | $53.12 | -62.1% | COMMSTCK | 001055102 |
| — | Monsanto Co | 964,442 | $95.29M | 0.4% | $97.57 | — | COMMSTCK | 61166W101 |
| KEY | KeyCorp | 8,621,373 | $95.18M | 0.4% | $6.48 | 0.0% | COMMSTCK | 493267108 |
| UPS | United Parcel Service Inc | 1,089,624 | $94.23M | 0.4% | $73.73 | -24.9% | COMMSTCK | 911312106 |
| TRV | Travelers Cos Inc/The | 1,159,412 | $92.66M | 0.4% | $71.82 | -11.7% | COMMSTCK | 89417E109 |
| MS | Morgan Stanley | 3,719,730 | $90.87M | 0.4% | $17.33 | 0.0% | COMMSTCK | 617446448 |
| — | Express Scripts Holding Co | 1,443,008 | $89.02M | 0.4% | $55.22 | — | COMMSTCK | 30219G108 |
| PCAR | PACCAR Inc | 1,657,046 | $88.92M | 0.4% | $43.42 | -50.1% | COMMSTCK | 693718108 |
| VRTX | Vertex Pharmaceuticals Inc | 1,107,960 | $88.49M | 0.4% | $41.94 | +75.6% | COMMSTCK | 92532F100 |
| UNM | Unum Group | 3,009,679 | $88.39M | 0.4% | $23.32 | +19.4% | COMMSTCK | 91529Y106 |
| KO | Coca-Cola Co/The | 2,195,967 | $88.08M | 0.4% | $36.25 | -23.2% | COMMSTCK | 191216100 |
| ADP | Automatic Data Processing | 1,274,334 | $87.75M | 0.4% | $57.01 | -20.9% | COMMSTCK | 053015103 |
| GILD | Gilead Sciences Inc | 1,687,369 | $86.41M | 0.4% | $48.77 | -25.8% | COMMSTCK | 375558103 |
| — | ACE Ltd | 965,110 | $86.36M | 0.4% | $79.80 | — | COMMSTCK | H0023R105 |
| NEE | NextEra Energy Inc | 1,050,046 | $85.56M | 0.4% | $14.41 | -1.8% | COMMSTCK | 65339F101 |
| ABBV | AbbVie Inc | 2,062,351 | $85.26M | 0.4% | $26.55 | 0.0% | COMMSTCK | 00287Y109 |
| — | Novellus Systems Inc 2.625 | 60,250,000 | $84.92M | 0.4% | $1.24 | — | CNVRTBND | 670008AD3 |
| — | Cobalt International Energ | 79,545,000 | $84.37M | 0.4% | $1.03 | — | CNVRTBND | 19075FAA4 |
| DVA | DaVita HealthCare Partners | 685,014 | $82.75M | 0.3% | $110.53 | -43.5% | COMMSTCK | 23918K108 |
| — | Coca-Cola Enterprises Inc | 2,345,606 | $82.47M | 0.3% | $32.75 | — | COMMSTCK | 19122T109 |
| ZTS | Zoetis Inc | 2,668,781 | $82.44M | 0.3% | $29.32 | 0.0% | COMMSTCK | 98978V103 |
| IBM | International Business Mac | 429,699 | $82.12M | 0.3% | $191.55 | -37.9% | COMMSTCK | 459200101 |
| TROW | T Rowe Price Group Inc | 1,103,345 | $80.71M | 0.3% | $65.13 | -26.8% | COMMSTCK | 74144T108 |
| — | Ford Motor Co 4.25% | 42,724,000 | $77.2M | 0.3% | $1.59 | — | CNVRTBND | 345370CN8 |
| PG | Procter & Gamble Co/The | 999,171 | $76.93M | 0.3% | $67.73 | -18.8% | COMMSTCK | 742718109 |
| — | Symantec Corp | 3,380,209 | $75.95M | 0.3% | $20.16 | — | COMMSTCK | 871503108 |
| — | Maxim Integrated Products | 2,730,803 | $75.86M | 0.3% | $28.65 | — | COMMSTCK | 57772K101 |
| MDLZ | Mondelez International Inc | 2,639,884 | $75.32M | 0.3% | $25.13 | -7.9% | COMMSTCK | 609207105 |
| KBR | KBR Inc | 2,270,699 | $73.8M | 0.3% | $29.92 | -11.3% | COMMSTCK | 48242W106 |
| TJX | TJX Cos Inc | 1,451,154 | $72.64M | 0.3% | $42.45 | -51.0% | COMMSTCK | 872540109 |
| ABT | Abbott Laboratories | 2,052,179 | $71.58M | 0.3% | $65.50 | -56.0% | COMMSTCK | 002824100 |
| AMGN | Amgen Inc | 712,557 | $70.3M | 0.3% | $86.32 | -15.0% | COMMSTCK | 031162100 |
| TGT | Target Corp | 1,010,243 | $69.56M | 0.3% | $59.17 | -19.0% | COMMSTCK | 87612E106 |
| IVZ | Invesco Ltd | 2,176,212 | $69.2M | 0.3% | $26.09 | -27.6% | COMMSTCK | G491BT108 |
| — | Apache Corp | 796,387 | $66.76M | 0.3% | $78.50 | — | COMMSTCK | 037411105 |
| LYB | LyondellBasell Industries | 1,001,342 | $66.35M | 0.3% | $57.09 | -41.6% | COMMSTCK | N53745100 |
| NSC | Norfolk Southern Corp | 886,189 | $64.38M | 0.3% | $61.84 | -6.7% | COMMSTCK | 655844108 |
| MCD | McDonald's Corp | 648,645 | $64.22M | 0.3% | $88.21 | -18.6% | COMMSTCK | 580135101 |
| — | Intel Corp 2.95% | 58,362,000 | $63.51M | 0.3% | $1.04 | — | CNVRTBND | 458140AD2 |
| — | Airgas Inc | 661,397 | $63.14M | 0.3% | $91.29 | — | COMMSTCK | 009363102 |
| HUM | Humana Inc | 739,898 | $62.43M | 0.3% | $69.21 | +2.8% | COMMSTCK | 444859102 |
| — | Kraft Foods Group Inc | 1,112,059 | $62.13M | 0.3% | $48.00 | — | COMMSTCK | 50076Q106 |
| ETN | Eaton Corp PLC | 918,695 | $60.46M | 0.3% | $48.60 | -4.1% | COMMSTCK | G29183103 |
| — | Valspar Corp/The | 932,436 | $60.3M | 0.3% | $62.40 | — | COMMSTCK | 920355104 |
| — | American Campus Communitie | 1,477,436 | $60.07M | 0.3% | $45.22 | — | COMMSTCK | 024835100 |
| — | Southwestern Energy Co | 1,628,881 | $59.5M | 0.2% | $33.41 | — | COMMSTCK | 845467109 |
| — | Ensco PLC | 1,021,106 | $59.35M | 0.2% | $59.28 | — | COMMSTCK | G3157S106 |
| — | Nuance Communications Inc | 56,885,000 | $58.59M | 0.2% | $1.07 | — | CNVRTBND | 67020YAF7 |
| COP | ConocoPhillips | 945,132 | $57.18M | 0.2% | $57.99 | -31.1% | COMMSTCK | 20825C104 |
| ADBE | Adobe Systems Inc | 1,225,360 | $55.83M | 0.2% | $37.68 | +17.6% | COMMSTCK | 00724F101 |
| FMX | Fomento Economico Mexicano | 537,490 | $55.46M | 0.2% | $100.70 | — | DEPRECPT | 344419106 |
| BAC | Bank of America Corp | 4,294,190 | $55.22M | 0.2% | $11.60 | -13.6% | COMMSTCK | 060505104 |
| IP | International Paper Co | 1,234,388 | $54.7M | 0.2% | $32.99 | -21.4% | COMMSTCK | 460146103 |
| VLO | Valero Energy Corp | 1,572,910 | $54.69M | 0.2% | $31.23 | -23.1% | COMMSTCK | 91913Y100 |
| EBAY | eBay Inc | 1,041,154 | $53.85M | 0.2% | $51.02 | -60.4% | COMMSTCK | 278642103 |
| GIS | General Mills Inc | 1,103,361 | $53.55M | 0.2% | $40.41 | -20.9% | COMMSTCK | 370334104 |
| CMG | Chipotle Mexican Grill Inc | 146,401 | $53.34M | 0.2% | $138.61 | -94.8% | COMMSTCK | 169656105 |
| — | Walter Investment Manageme | 1,568,635 | $53.03M | 0.2% | $38.87 | — | COMMSTCK | 93317W102 |
| — | Cubist Pharmaceuticals Inc | 29,750,000 | $52.12M | 0.2% | $1.57 | — | CNVRTBND | 229678AD9 |
| AXP | American Express Co | 696,204 | $52.05M | 0.2% | $57.48 | +3.7% | COMMSTCK | 025816109 |
| — | Joy Global Inc | 1,063,716 | $51.62M | 0.2% | $63.78 | — | COMMSTCK | 481165108 |
| BEN | Franklin Resources Inc | 376,531 | $51.22M | 0.2% | $125.70 | -76.0% | COMMSTCK | 354613101 |
| AMP | Ameriprise Financial Inc | 621,821 | $50.29M | 0.2% | $62.54 | -4.7% | COMMSTCK | 03076C106 |
| — | Coach Inc | 872,661 | $49.82M | 0.2% | $55.51 | — | COMMSTCK | 189754104 |
| INTC | Intel Corp | 2,044,191 | $49.51M | 0.2% | $20.63 | -16.7% | COMMSTCK | 458140100 |
| — | Johnson Controls Inc | 1,369,650 | $49.02M | 0.2% | $30.70 | — | COMMSTCK | 478366107 |
| CLX | Clorox Co/The | 588,157 | $48.9M | 0.2% | $73.22 | -18.1% | COMMSTCK | 189054109 |
| — | General Cable Corp 4.5% | 44,073,000 | $48.59M | 0.2% | $1.08 | — | CNVRTBND | 369300AL2 |
| — | FMC Technologies Inc | 856,637 | $47.7M | 0.2% | $55.68 | — | COMMSTCK | 30249U101 |
| AMZN | Amazon.com Inc | 171,136 | $47.52M | 0.2% | $251.14 | -94.7% | COMMSTCK | 023135106 |
| EOG | EOG Resources Inc | 358,844 | $47.25M | 0.2% | $47.65 | -2.4% | COMMSTCK | 26875P101 |
| — | Lam Research Corp 1.25% | 42,210,000 | $46.83M | 0.2% | $0.99 | — | CNVRTBND | 512807AL2 |
| — | Mentor Graphics Corp 4% | 38,275,000 | $46.55M | 0.2% | $1.18 | — | CNVRTBND | 587200AK2 |
| — | Weatherford International | 3,343,960 | $45.81M | 0.2% | $13.70 | — | COMMSTCK | H27013103 |
| WMT | Wal-Mart Stores Inc | 612,608 | $45.63M | 0.2% | $68.23 | -70.7% | COMMSTCK | 931142103 |
| — | Hologic Inc 2% | 40,475,000 | $45.1M | 0.2% | $1.12 | — | CNVRTBND | 436440AB7 |
| — | Dr Pepper Snapple Group In | 976,767 | $44.86M | 0.2% | $44.18 | — | COMMSTCK | 26138E109 |
| BAX | Baxter International Inc | 644,399 | $44.64M | 0.2% | $66.66 | -54.4% | COMMSTCK | 071813109 |
| FDX | FedEx Corp | 441,256 | $43.5M | 0.2% | $84.74 | -3.3% | COMMSTCK | 31428X106 |
| — | SPX Corp | 603,232 | $43.42M | 0.2% | $70.15 | — | COMMSTCK | 784635104 |
| GWW | WW Grainger Inc | 172,148 | $43.41M | 0.2% | $202.17 | -0.1% | COMMSTCK | 384802104 |
| LLY | Eli Lilly & Co | 883,752 | $43.41M | 0.2% | $47.17 | -10.5% | COMMSTCK | 532457108 |
| EMN | Eastman Chemical Co | 606,610 | $42.47M | 0.2% | $68.05 | -29.7% | COMMSTCK | 277432100 |
| — | IntercontinentalExchange I | 237,311 | $42.19M | 0.2% | $131.20 | — | COMMSTCK | 45865V100 |
| — | AGL Resources Inc | 982,131 | $42.09M | 0.2% | $39.97 | — | COMMSTCK | 001204106 |
| — | Whiting Petroleum Corp | 888,970 | $40.97M | 0.2% | $46.09 | — | COMMSTCK | 966387102 |
| FISV | Fiserv Inc | 467,836 | $40.89M | 0.2% | $79.03 | -72.3% | COMMSTCK | 337738108 |
| FCX | Freeport-McMoRan Copper & | 1,480,997 | $40.89M | 0.2% | $34.20 | -28.5% | COMMSTCK | 35671D857 |
| T | AT&T Inc | 1,155,079 | $40.89M | 0.2% | $33.71 | -66.2% | COMMSTCK | 00206R102 |
| — | Nordstrom Inc | 678,377 | $40.66M | 0.2% | $53.50 | — | COMMSTCK | 655664100 |
| — | KB Home 1.375% | 38,900,000 | $40.36M | 0.2% | $1.04 | — | CNVRTBND | 48666KAS8 |
| EL | Estee Lauder Cos Inc/The | 595,647 | $39.18M | 0.2% | $59.27 | -1.8% | COMMSTCK | 518439104 |
| PSX | Phillips 66 | 663,031 | $39.06M | 0.2% | $53.10 | -23.8% | COMMSTCK | 718546104 |
| GRC | Gorman-Rupp Co/The | 1,225,445 | $39.02M | 0.2% | $29.83 | -22.2% | COMMSTCK | 383082104 |
| — | Jarden Corp | 886,780 | $38.8M | 0.2% | $50.42 | — | COMMSTCK | 471109108 |
| — | Citrix Systems Inc | 637,874 | $38.48M | 0.2% | $64.98 | — | COMMSTCK | 177376100 |
| — | NuVasive Inc 2.75% | 38,914,000 | $38.38M | 0.2% | $0.88 | — | CNVRTBND | 670704AC9 |
| CAH | Cardinal Health Inc | 794,568 | $37.5M | 0.2% | $41.18 | -20.8% | COMMSTCK | 14149Y108 |
| — | CIT Group Inc | 804,195 | $37.5M | 0.2% | $38.64 | — | COMMSTCK | 125581801 |
| — | Praxair Inc | 323,803 | $37.29M | 0.2% | $109.45 | — | COMMSTCK | 74005P104 |
| — | Hewlett-Packard Co | 1,495,757 | $37.09M | 0.2% | $24.50 | — | COMMSTCK | 428236103 |
| — | ON Semiconductor Corp 2.62 | 31,500,000 | $36.2M | 0.2% | $1.07 | — | CNVRTBND | 682189AH8 |
| LNC | Lincoln National Corp | 984,600 | $35.91M | 0.1% | $22.50 | 0.0% | COMMSTCK | 534187109 |
| — | National Oilwell Varco Inc | 518,690 | $35.74M | 0.1% | $68.35 | — | COMMSTCK | 637071101 |
| — | Marvell Technology Group L | 3,022,000 | $35.39M | 0.1% | $11.71 | — | COMMSTCK | G5876H105 |
| GT | Goodyear Tire & Rubber Co/ | 2,280,100 | $34.86M | 0.1% | $13.66 | 0.0% | COMMSTCK | 382550101 |
| AXS | Axis Capital Holdings Ltd | 761,500 | $34.86M | 0.1% | $31.36 | 0.0% | COMMSTCK | G0692U109 |
| — | CareFusion Corp | 941,800 | $34.7M | 0.1% | $28.58 | — | COMMSTCK | 14170T101 |
| — | Willis Group Holdings PLC | 851,010 | $34.7M | 0.1% | $33.74 | — | COMMSTCK | G96666105 |
| — | Tenneco Inc | 758,041 | $34.32M | 0.1% | $45.28 | — | COMMSTCK | 880349105 |
| SWKS | Skyworks Solutions Inc | 1,550,900 | $33.95M | 0.1% | $18.43 | -3.9% | COMMSTCK | 83088M102 |
| ASML | ASML Holding NV | 426,330 | $33.72M | 0.1% | $53.68 | — | DEPRECPT | N07059210 |
| — | Xerox Corp | 3,678,000 | $33.36M | 0.1% | $9.07 | — | COMMSTCK | 984121103 |
| — | DST Systems Inc | 509,069 | $33.26M | 0.1% | $60.60 | — | COMMSTCK | 233326107 |
| — | Cigna Corp | 455,905 | $33.05M | 0.1% | $53.46 | — | COMMSTCK | 125509109 |
| HOLX | Hologic Inc | 1,704,700 | $32.9M | 0.1% | $20.72 | +0.8% | COMMSTCK | 436440101 |
| INGR | Ingredion Inc | 500,844 | $32.87M | 0.1% | $64.43 | +9.1% | COMMSTCK | 457187102 |
| — | Goodyear Tire & Rubber Co/ | 667,335 | $32.86M | 0.1% | $46.60 | — | PFDDOM | 382550309 |
| SLM | SLM Corp | 1,432,500 | $32.75M | 0.1% | $7.89 | -1.1% | COMMSTCK | 78442P106 |
| CCK | Crown Holdings Inc | 784,110 | $32.25M | 0.1% | $36.85 | +8.7% | COMMSTCK | 228368106 |
| BWA | BorgWarner Inc | 372,663 | $32.1M | 0.1% | $71.62 | -58.9% | COMMSTCK | 099724106 |
| — | Xilinx Inc 3.125% | 22,965,000 | $31.69M | 0.1% | $1.29 | — | CNVRTBND | 983919AD3 |
| — | PDL BioPharma Inc 3.75% | 25,195,000 | $31.08M | 0.1% | $1.18 | — | CNVRTBND | 69329YAC8 |
| RHI | Robert Half International | 927,220 | $30.81M | 0.1% | $31.90 | +8.0% | COMMSTCK | 770323103 |
| FFIV | F5 Networks Inc | 444,763 | $30.6M | 0.1% | $91.63 | -16.0% | COMMSTCK | 315616102 |
| R | Ryder System Inc | 499,500 | $30.36M | 0.1% | $60.21 | 0.0% | COMMSTCK | 783549108 |
| TEVA | Teva Pharmaceutical Indust | 762,471 | $29.89M | 0.1% | $37.34 | — | DEPRECPT | 881624209 |
| — | Cemex SAB de CV 3.75% | 24,250,000 | $29.87M | 0.1% | $1.14 | — | CNVRTBND | 151290BC6 |
| — | Brocade Communications Sys | 5,171,200 | $29.79M | 0.1% | $5.76 | — | COMMSTCK | 111621306 |
| NDAQ | NASDAQ OMX Group Inc/The | 897,300 | $29.42M | 0.1% | $8.32 | 0.0% | COMMSTCK | 631103108 |
| — | HCP Inc | 641,840 | $29.16M | 0.1% | $45.18 | — | COMMSTCK | 40414L109 |
| — | Plum Creek Timber Co Inc | 624,729 | $29.16M | 0.1% | $46.67 | — | COMMSTCK | 729251108 |
| — | Alpha Natural Resources In | 34,160,000 | $29.04M | 0.1% | $0.85 | — | CNVRTBND | 02076XAE2 |
| — | Alere Inc 3% | 127,839 | $29.03M | 0.1% | $185.15 | — | PFDDOM | 01449J204 |
| JAZZ | Jazz Pharmaceuticals Plc | 421,059 | $28.94M | 0.1% | $53.20 | +14.9% | COMMSTCK | G50871105 |
| DOX | Amdocs Ltd | 776,500 | $28.8M | 0.1% | $28.59 | 0.0% | COMMSTCK | G02602103 |
| — | Cedar Fair LP | 688,912 | $28.52M | 0.1% | $33.45 | — | COMMSTCK | 150185106 |
| — | SanDisk Corp 1.5% | 21,355,000 | $28.47M | 0.1% | $1.16 | — | CNVRTBND | 80004CAD3 |
| PEB | Pebblebrook Hotel Trust | 1,085,560 | $28.06M | 0.1% | $23.18 | — | COMMSTCK | 70509V100 |
| — | Salix Pharmaceuticals Ltd | 22,840,000 | $27.25M | 0.1% | $1.19 | — | CNVRTBND | 795435AE6 |
| — | Hologic Inc 2% | 27,160,000 | $26.87M | 0.1% | $0.99 | — | CNVRTBND | 436440AC5 |
| — | WebMD Health Corp 2.25% | 27,300,000 | $26.75M | 0.1% | $0.93 | — | CNVRTBND | 94770VAH5 |
| FRCB | First Republic Bank/CA | 694,080 | $26.71M | 0.1% | $32.78 | +7.9% | COMMSTCK | 33616C100 |
| KMB | Kimberly-Clark Corp | 274,167 | $26.63M | 0.1% | $84.43 | -25.3% | COMMSTCK | 494368103 |
| FIS | Fidelity National Informat | 619,850 | $26.55M | 0.1% | $34.36 | 0.0% | COMMSTCK | 31620M106 |
| SWK | Stanley Black & Decker Inc | 339,190 | $26.22M | 0.1% | $57.95 | -1.7% | COMMSTCK | 854502101 |
| FLR | Fluor Corp | 438,800 | $26.03M | 0.1% | $58.74 | -8.8% | COMMSTCK | 343412102 |
| ZBH | Zimmer Holdings Inc | 346,750 | $25.98M | 0.1% | $67.30 | 0.0% | COMMSTCK | 98956P102 |
| UAL | United Continental Holding | 828,200 | $25.91M | 0.1% | $31.81 | 0.0% | COMMSTCK | 910047109 |
| — | Pentair Ltd | 444,360 | $25.64M | 0.1% | $57.27 | — | COMMSTCK | H6169Q108 |
| META | Facebook Inc | 1,031,009 | $25.63M | 0.1% | $26.63 | -4.5% | COMMSTCK | 30303M102 |
| LUV | Southwest Airlines Co | 1,943,340 | $25.05M | 0.1% | $10.24 | +15.9% | COMMSTCK | 844741108 |
| — | Theravance Inc 2.125% | 16,000,000 | $24.66M | 0.1% | $1.54 | — | CNVRTBND | 88338TAB0 |
| MCHP | Microchip Technology Inc | 660,755 | $24.61M | 0.1% | $32.59 | -57.6% | COMMSTCK | 595017104 |
| — | Salix Pharmaceuticals Ltd | 371,100 | $24.55M | 0.1% | $40.48 | — | COMMSTCK | 795435106 |
| CMP | Compass Minerals Internati | 290,408 | $24.55M | 0.1% | $74.71 | -23.2% | COMMSTCK | 20451N101 |
| MAR | Marriott International Inc | 607,679 | $24.53M | 0.1% | $37.27 | -1.7% | COMMSTCK | 571903202 |
| MSI | Motorola Solutions Inc | 423,201 | $24.43M | 0.1% | $55.68 | -14.8% | COMMSTCK | 620076307 |
| — | Northeast Utilities | 577,990 | $24.29M | 0.1% | $39.15 | — | COMMSTCK | 664397106 |
| OIS | Oil States International I | 257,000 | $23.81M | 0.1% | $56.14 | -9.1% | COMMSTCK | 678026105 |
| — | Westar Energy Inc | 732,900 | $23.42M | 0.1% | $31.96 | — | COMMSTCK | 95709T100 |
| VYX | NCR Corp | 702,100 | $23.16M | 0.1% | $18.55 | 0.0% | COMMSTCK | 62886E108 |
| ROK | Rockwell Automation Inc | 278,037 | $23.12M | 0.1% | $83.99 | -20.0% | COMMSTCK | 773903109 |
| UPBD | Rent-A-Center Inc/TX | 611,930 | $22.98M | 0.1% | $34.36 | +5.4% | COMMSTCK | 76009N100 |
| MUR | Murphy Oil Corp | 374,600 | $22.81M | 0.1% | $34.50 | 0.0% | COMMSTCK | 626717102 |
| — | Cytec Industries Inc | 309,400 | $22.66M | 0.1% | $73.25 | — | COMMSTCK | 232820100 |
| AZN | AstraZeneca PLC | 477,061 | $22.57M | 0.1% | $47.27 | — | DEPRECPT | 046353108 |
| TXNM | PNM Resources Inc | 1,013,990 | $22.5M | 0.1% | $20.57 | +11.0% | COMMSTCK | 69349H107 |
| — | Superior Energy Services I | 863,600 | $22.4M | 0.1% | $25.94 | — | COMMSTCK | 868157108 |
| — | Carlyle Group LP/The | 871,295 | $22.39M | 0.1% | $25.94 | — | COMMSTCK | 14309L102 |
| ED | Consolidated Edison Inc | 381,021 | $22.22M | 0.1% | $54.99 | -31.8% | COMMSTCK | 209115104 |
| KIM | Kimco Realty Corp | 1,011,040 | $21.67M | 0.1% | $19.32 | -34.7% | COMMSTCK | 49446R109 |
| — | Bank of America Corp 7.25% | 19,431 | $21.58M | 0.1% | $1113.44 | — | PFDDOM | 060505682 |
| — | Duke Realty Corp | 1,335,350 | $20.82M | 0.1% | $13.87 | — | COMMSTCK | 264411505 |
| — | Spectra Energy Corp | 591,120 | $20.37M | 0.1% | $27.51 | — | COMMSTCK | 847560109 |
| — | Alliance One International | 20,000,000 | $20.29M | 0.1% | $0.98 | — | CNVRTBND | 018772AQ6 |
| ACH | Owens & Minor Inc | 583,777 | $19.75M | 0.1% | $28.49 | -5.1% | COMMSTCK | 690732102 |
| — | Chesapeake Energy Corp 2.2 | 22,000,000 | $19.28M | 0.1% | $0.81 | — | CNVRTBND | 165167CB1 |
| NFG | National Fuel Gas Co | 332,316 | $19.26M | 0.1% | $50.69 | +20.0% | COMMSTCK | 636180101 |
| — | PowerShares Buyback Achiev | 537,957 | $19.12M | 0.1% | $33.15 | — | ETIF | 73935X286 |
| — | Scripps Networks Interacti | 285,461 | $19.06M | 0.1% | $57.92 | — | COMMSTCK | 811065101 |
| — | WebMD Health Corp 2.5% | 20,440,000 | $18.91M | 0.1% | $0.83 | — | CNVRTBND | 94770VAF9 |
| — | Home Properties Inc | 286,820 | $18.75M | 0.1% | $61.31 | — | COMMSTCK | 437306103 |
| — | Forest City Enterprises In | 1,038,942 | $18.61M | 0.1% | $16.15 | — | COMMSTCK | 345550107 |
| CRS | Carpenter Technology Corp | 408,700 | $18.42M | 0.1% | $37.61 | 0.0% | COMMSTCK | 144285103 |
| — | Medtronic Inc | 357,759 | $18.41M | 0.1% | $41.87 | — | COMMSTCK | 585055106 |
| — | Auxilium Pharmaceuticals I | 19,000,000 | $18.32M | 0.1% | $0.96 | — | CNVRTBND | 05334DAA5 |
| — | Questar Corp | 749,184 | $17.87M | 0.1% | $19.76 | — | COMMSTCK | 748356102 |
| — | Hillshire Brands Co | 533,802 | $17.66M | 0.1% | $28.14 | — | COMMSTCK | 432589109 |
| SPG | Simon Property Group Inc | 110,889 | $17.51M | 0.1% | $158.09 | -43.8% | COMMSTCK | 828806109 |
| LEA | Lear Corp | 288,244 | $17.43M | 0.1% | $46.84 | +0.0% | COMMSTCK | 521865204 |
| — | Michael Kors Holdings Ltd | 280,800 | $17.41M | 0.1% | $62.02 | — | COMMSTCK | G60754101 |
| — | Greenbrier Cos Inc 3.5% | 16,695,000 | $17.15M | 0.1% | $0.90 | — | CNVRTBND | 393657AH4 |
| — | New York Community Bancorp | 1,225,118 | $17.15M | 0.1% | $13.10 | — | COMMSTCK | 649445103 |
| GPC | Genuine Parts Co | 216,626 | $16.91M | 0.1% | $63.58 | -14.9% | COMMSTCK | 372460105 |
| — | Cimarex Energy Co | 258,600 | $16.81M | 0.1% | $64.99 | — | COMMSTCK | 171798101 |
| LKQ | LKQ Corp | 637,500 | $16.42M | 0.1% | $21.22 | +1.0% | COMMSTCK | 501889208 |
| — | Cameron International Corp | 266,594 | $16.3M | 0.1% | $61.16 | — | COMMSTCK | 13342B105 |
| — | G&K Services Inc | 342,386 | $16.3M | 0.1% | $34.15 | — | COMMSTCK | 361268105 |
| — | Corsicanto Ltd 3.5% | 15,295,000 | $16.27M | 0.1% | $1.06 | — | CNVRTBND | 220480AC1 |
| CPA | Copa Holdings SA | 118,029 | $15.48M | 0.1% | $97.92 | -10.3% | COMMSTCK | P31076105 |
| — | Kellogg Co | 240,571 | $15.45M | 0.1% | $55.67 | -30.0% | COMMSTCK | 487836108 |
| — | Ciena Corp 0.875% | 16,000,000 | $15.38M | 0.1% | $0.87 | — | CNVRTBND | 171779AE1 |
| — | TIBCO Software Inc 2.25% | 15,150,000 | $14.72M | 0.1% | $0.97 | — | CNVRTBND | 88632QAB9 |
| BMO | Bank of Montreal | 250,608 | $14.54M | 0.1% | $61.30 | -40.9% | COMMSTCK | 063671101 |
| — | Unilever NV | 367,807 | $14.46M | 0.1% | $38.30 | — | DEPRECPT | 904784709 |
| DUK | Duke Energy Corp | 211,662 | $14.29M | 0.1% | $63.80 | -34.4% | COMMSTCK | 26441C204 |
| — | Linear Technology Corp | 386,328 | $14.23M | 0.1% | $34.30 | — | COMMSTCK | 535678106 |
| — | SanDisk Corp | 232,489 | $14.21M | 0.1% | $43.56 | — | COMMSTCK | 80004C101 |
| — | Vodafone Group PLC | 493,858 | $14.19M | 0.1% | $25.19 | — | DEPRECPT | 92857W209 |
| — | Chesapeake Energy Corp 2.5 | 15,068,000 | $14.19M | 0.1% | $0.91 | — | CNVRTBND | 165167BZ9 |
| HP | Helmerich & Payne Inc | 226,445 | $14.14M | 0.1% | $56.01 | +9.9% | COMMSTCK | 423452101 |
| RRC | Range Resources Corp | 177,300 | $13.71M | 0.1% | $62.83 | +21.5% | COMMSTCK | 75281A109 |
| UNH | UnitedHealth Group Inc | 208,587 | $13.66M | 0.1% | $54.24 | -6.4% | COMMSTCK | 91324P102 |
| — | AVG Technologies NV | 696,652 | $13.55M | 0.1% | $19.45 | — | COMMSTCK | N07831105 |
| OC | Owens Corning | 341,390 | $13.34M | 0.1% | $36.99 | +12.7% | COMMSTCK | 690742101 |
| — | Alere Inc 3% | 13,375,000 | $13.18M | 0.1% | $0.94 | — | CNVRTBND | 01449JAA3 |
| CSGP | CoStar Group Inc | 101,717 | $13.13M | 0.1% | $89.37 | -87.3% | COMMSTCK | 22160N109 |
| URI | United Rentals Inc | 254,100 | $12.68M | 0.1% | $47.92 | +7.6% | COMMSTCK | 911363109 |
| FHI | Federated Investors Inc | 462,588 | $12.68M | 0.1% | $20.23 | -28.1% | COMMSTCK | 314211103 |
| — | Kaydon Corp | 456,320 | $12.57M | 0.1% | $23.93 | — | COMMSTCK | 486587108 |
| EQR | Equity Residential | 215,800 | $12.53M | 0.1% | $53.48 | -41.3% | COMMSTCK | 29476L107 |
| — | Manitowoc Co Inc/The | 698,500 | $12.51M | 0.1% | $15.68 | — | COMMSTCK | 563571108 |
| — | SunPower Corp 4.5% | 10,500,000 | $12.25M | 0.1% | $0.93 | — | CNVRTBND | 867652AE9 |
| — | CenturyLink Inc | 342,218 | $12.1M | 0.1% | $39.12 | — | COMMSTCK | 156700106 |
| — | WR Grace & Co | 142,900 | $12.01M | 0.1% | $67.23 | — | COMMSTCK | 38388F108 |
| — | Fidelity National Financia | 9,150,000 | $12M | 0.1% | $1.22 | — | CNVRTBND | 31620RAE5 |
| — | Molex Inc | 480,841 | $11.95M | 0.0% | $22.32 | — | COMMSTCK | 608554200 |
| DAL | Delta Air Lines Inc | 627,672 | $11.74M | 0.0% | $13.97 | +7.3% | COMMSTCK | 247361702 |
| ITRI | Itron Inc | 274,730 | $11.66M | 0.0% | $44.55 | -4.3% | COMMSTCK | 465741106 |
| — | Blackstone Group LP | 548,613 | $11.55M | 0.0% | $20.95 | — | COMMSTCK | 09253U108 |
| AKAM | Akamai Technologies Inc | 270,933 | $11.53M | 0.0% | $41.38 | +1.1% | COMMSTCK | 00971T101 |
| — | Shire PLC | 120,821 | $11.49M | 0.0% | $92.96 | — | DEPRECPT | 82481R106 |
| EXP | Eagle Materials Inc | 173,100 | $11.47M | 0.0% | $58.50 | +11.2% | COMMSTCK | 26969P108 |
| — | Mine Safety Appliances Co | 243,656 | $11.34M | 0.0% | $42.71 | — | COMMSTCK | 602720104 |
| LNT | Alliant Energy Corp | 224,933 | $11.34M | 0.0% | $29.18 | -42.1% | COMMSTCK | 018802108 |
| — | Noble Energy Inc | 184,560 | $11.08M | 0.0% | $101.74 | — | COMMSTCK | 655044105 |
| — | Axiall Corp | 260,156 | $11.08M | 0.0% | $36.22 | — | COMMSTCK | 05463D100 |
| — | Precision Drilling Corp | 1,292,400 | $11.05M | 0.0% | $8.55 | — | COMMSTCK | 74022D308 |
| ALGN | Align Technology Inc | 296,400 | $10.98M | 0.0% | $27.75 | +24.2% | COMMSTCK | 016255101 |
| — | SBA Communications Corp | 145,100 | $10.76M | 0.0% | $74.12 | — | COMMSTCK | 78388J106 |
| ARE | Alexandria Real Estate Equ | 163,200 | $10.72M | 0.0% | $69.32 | -35.2% | COMMSTCK | 015271109 |
| — | Intel Corp 3.25% | 8,348,000 | $10.64M | 0.0% | $1.23 | — | CNVRTBND | 458140AF7 |
| ITUB | Itau Unibanco Holding SA | 822,610 | $10.63M | 0.0% | $16.46 | — | DEPRECPT | 465562106 |
| EQT | EQT Corp | 131,995 | $10.48M | 0.0% | $58.98 | -36.1% | COMMSTCK | 26884L109 |
| TSCO | Tractor Supply Co | 88,800 | $10.44M | 0.0% | $42.24 | -78.0% | COMMSTCK | 892356106 |
| — | DryShips Inc 5% | 11,700,000 | $10.39M | 0.0% | $0.79 | — | CORPBOND | 262498AB4 |
| — | Catamaran Corp | 212,690 | $10.36M | 0.0% | $48.37 | — | COMMSTCK | 148887102 |
| — | General Cable Corp | 335,500 | $10.32M | 0.0% | $30.41 | — | COMMSTCK | 369300108 |
| — | Flotek Industries Inc | 572,700 | $10.27M | 0.0% | $12.20 | — | COMMSTCK | 343389102 |
| — | Nuance Communications Inc | 553,416 | $10.17M | 0.0% | $22.32 | — | COMMSTCK | 67020Y100 |
| — | Hanesbrands Inc | 195,746 | $10.06M | 0.0% | $35.82 | — | COMMSTCK | 410345102 |
| — | Regal Entertainment Group | 561,875 | $10.06M | 0.0% | $14.08 | — | COMMSTCK | 758766109 |
| — | Ingram Micro Inc | 527,200 | $10.01M | 0.0% | $16.92 | — | COMMSTCK | 457153104 |
| — | Delphi Automotive PLC | 197,208 | $9.996M | 0.0% | $38.25 | — | COMMSTCK | G27823106 |
| — | NPS Pharmaceuticals Inc | 658,318 | $9.941M | 0.0% | $9.10 | — | COMMSTCK | 62936P103 |
| TSM | Taiwan Semiconductor Manuf | 541,206 | $9.915M | 0.0% | $17.16 | — | DEPRECPT | 874039100 |
| PSA | Public Storage | 64,400 | $9.874M | 0.0% | $144.95 | -33.0% | COMMSTCK | 74460D109 |
| GTLS | Chart Industries Inc | 103,700 | $9.757M | 0.0% | $66.67 | +31.1% | COMMSTCK | 16115Q308 |
| — | SemGroup Corp | 180,800 | $9.738M | 0.0% | $39.08 | — | COMMSTCK | 81663A105 |
| PLD | Prologis Inc | 258,100 | $9.736M | 0.0% | $35.83 | -22.3% | COMMSTCK | 74340W103 |
| — | HomeAway Inc | 297,435 | $9.619M | 0.0% | $22.00 | — | COMMSTCK | 43739Q100 |
| WY | Weyerhaeuser Co | 333,114 | $9.49M | 0.0% | $18.73 | 0.0% | COMMSTCK | 962166104 |
| CSX | CSX Corp | 403,928 | $9.367M | 0.0% | $19.73 | -66.2% | COMMSTCK | 126408103 |
| — | Chesapeake Energy Corp 2.5 | 9,807,000 | $9.169M | 0.0% | $0.88 | — | CNVRTBND | 165167CA3 |
| — | Orbital Sciences Corp | 525,690 | $9.131M | 0.0% | $13.77 | — | COMMSTCK | 685564106 |
| — | SodaStream International L | 125,600 | $9.125M | 0.0% | $72.65 | — | COMMSTCK | M9068E105 |
| HOG | Harley-Davidson Inc | 165,900 | $9.095M | 0.0% | $51.76 | +4.4% | COMMSTCK | 412822108 |
| IYR | iShares US Real Estate ETF | 136,900 | $9.089M | 0.0% | $66.31 | — | ETIF | 464287739 |
| SON | Sonoco Products Co | 261,231 | $9.031M | 0.0% | $29.73 | -22.7% | COMMSTCK | 835495102 |
| BA | Boeing Co/The | 88,077 | $9.023M | 0.0% | $80.05 | +0.4% | COMMSTCK | 097023105 |
| BKD | Brookdale Senior Living In | 336,800 | $8.905M | 0.0% | $25.32 | +8.8% | COMMSTCK | 112463104 |
| AVB | AvalonBay Communities Inc | 65,700 | $8.864M | 0.0% | $130.26 | -32.7% | COMMSTCK | 053484101 |
| — | priceline.com Inc | 10,692 | $8.844M | 0.0% | $827.16 | — | COMMSTCK | 741503403 |
| — | TE Connectivity Ltd | 193,518 | $8.813M | 0.0% | $37.12 | — | COMMSTCK | H84989104 |
| IT | Gartner Inc | 153,600 | $8.754M | 0.0% | $46.02 | +23.3% | COMMSTCK | 366651107 |
| — | Steel Dynamics Inc 5.125% | 8,200,000 | $8.749M | 0.0% | $1.09 | — | CNVRTBND | 858119AP5 |
| DLTR | Dollar Tree Inc | 169,862 | $8.636M | 0.0% | $46.28 | +5.3% | COMMSTCK | 256746108 |
| — | Kansas City Southern | 81,300 | $8.615M | 0.0% | $98.92 | — | COMMSTCK | 485170302 |
| VTGDF 7.875 09/01/42 | Vantage Drilling Co 7.875% | 7,000,000 | $8.57M | 0.0% | $1.15 | — | CORPBOND | G93205AA3 |
| — | QLIK Technologies Inc | 302,900 | $8.563M | 0.0% | $21.72 | — | COMMSTCK | 74733T105 |
| — | Panera Bread Co | 45,974 | $8.548M | 0.0% | $185.93 | — | COMMSTCK | 69840W108 |
| — | SAIC Inc | 610,818 | $8.509M | 0.0% | $13.93 | — | COMMSTCK | 78390X101 |
| MAC | Macerich Co/The | 139,500 | $8.505M | 0.0% | $58.37 | — | COMMSTCK | 554382101 |
| VTR | Ventas Inc | 121,618 | $8.448M | 0.0% | $64.72 | -24.0% | COMMSTCK | 92276F100 |
| AMG | Affiliated Managers Group | 51,500 | $8.443M | 0.0% | $153.14 | 0.0% | COMMSTCK | 008252108 |
| — | Continental Airlines Inc 4 | 4,775,000 | $8.348M | 0.0% | $1.44 | — | CNVRTBND | 210795PU8 |
| — | Anixter International Inc | 109,891 | $8.331M | 0.0% | $64.17 | — | COMMSTCK | 035290105 |
| — | Pioneer Natural Resources | 57,000 | $8.251M | 0.0% | $144.75 | — | COMMSTCK | 723787107 |
| — | Forest City Enterprises In | 7,365,000 | $8.245M | 0.0% | $1.05 | — | CNVRTBND | 345550AP2 |
| — | LinkedIn Corp | 46,100 | $8.22M | 0.0% | $149.38 | — | COMMSTCK | 53578A108 |
| BXP | Boston Properties Inc | 77,600 | $8.184M | 0.0% | $105.81 | -39.5% | COMMSTCK | 101121101 |
| MKC | McCormick & Co Inc/MD | 114,256 | $8.039M | 0.0% | $63.53 | -55.6% | COMMSTCK | 579780206 |
| WLK | Westlake Chemical Corp | 83,092 | $8.011M | 0.0% | $69.15 | -45.5% | COMMSTCK | 960413102 |
| VRSK | Verisk Analytics Inc | 133,600 | $7.976M | 0.0% | $57.10 | 0.0% | COMMSTCK | 92345Y106 |
| DSX | Diana Shipping Inc | 794,352 | $7.975M | 0.0% | $5.75 | 0.0% | COMMSTCK | Y2066G104 |
| IMAX | Imax Corp | 319,100 | $7.933M | 0.0% | $24.10 | +11.0% | COMMSTCK | 45245E109 |
| SHW | Sherwin-Williams Co/The | 44,100 | $7.788M | 0.0% | $53.48 | 0.0% | COMMSTCK | 824348106 |
| MASI | Masimo Corp | 366,400 | $7.768M | 0.0% | $21.02 | +0.1% | COMMSTCK | 574795100 |
| — | US Airways Group Inc | 464,100 | $7.621M | 0.0% | $13.50 | — | COMMSTCK | 90341W108 |
| — | Ryland Group Inc/The 0.25% | 8,425,000 | $7.604M | 0.0% | $0.90 | — | CNVRTBND | 783764AS2 |
| CAG | ConAgra Foods Inc | 217,400 | $7.594M | 0.0% | $17.69 | 0.0% | COMMSTCK | 205887102 |
| — | Hertz Global Holdings Inc | 304,000 | $7.539M | 0.0% | $24.80 | — | COMMSTCK | 42805T105 |
| — | Stone Energy Corp 1.75% | 8,000,000 | $7.4M | 0.0% | $0.93 | — | CNVRTBND | 861642AN6 |
| LECO | Lincoln Electric Holdings | 127,300 | $7.29M | 0.0% | $55.81 | 0.0% | COMMSTCK | 533900106 |
| — | DR Horton Inc 2% | 4,387,000 | $7.28M | 0.0% | $1.58 | — | CNVRTBND | 23331ABB4 |
| — | Cubist Pharmaceuticals Inc | 150,200 | $7.255M | 0.0% | $42.06 | — | COMMSTCK | 229678107 |
| — | Rock Tenn Co | 71,793 | $7.171M | 0.0% | $85.27 | — | COMMSTCK | 772739207 |
| EAT | Brinker International Inc | 181,100 | $7.141M | 0.0% | $32.07 | 0.0% | COMMSTCK | 109641100 |
| BIO | Bio-Rad Laboratories Inc | 63,472 | $7.122M | 0.0% | $105.05 | +11.7% | COMMSTCK | 090572207 |
| PODD | Insulet Corp | 224,198 | $7.042M | 0.0% | $21.22 | +33.5% | COMMSTCK | 45784P101 |
| ILMN | Illumina Inc | 94,000 | $7.035M | 0.0% | $64.01 | 0.0% | COMMSTCK | 452327109 |
| VNO | Vornado Realty Trust | 84,820 | $7.027M | 0.0% | $80.08 | — | COMMSTCK | 929042109 |
| CNK | Cinemark Holdings Inc | 248,690 | $6.943M | 0.0% | $25.98 | -11.0% | COMMSTCK | 17243V102 |
| — | Health Care REIT Inc | 102,900 | $6.897M | 0.0% | $65.15 | — | COMMSTCK | 42217K106 |
| — | Onyx Pharmaceuticals Inc | 79,300 | $6.885M | 0.0% | $86.82 | — | COMMSTCK | 683399109 |
| MEOH | Methanex Corp | 160,600 | $6.872M | 0.0% | $42.29 | 0.0% | COMMSTCK | 59151K108 |
| WEX | WEX Inc | 88,900 | $6.819M | 0.0% | $75.37 | -1.5% | COMMSTCK | 96208T104 |
| — | Stericycle Inc | 61,400 | $6.78M | 0.0% | $110.42 | — | COMMSTCK | 858912108 |
| — | Apollo Investment Corp 5.7 | 6,430,000 | $6.772M | 0.0% | $1.03 | — | CNVRTBND | 03761UAE6 |
| GWRE | Guidewire Software Inc | 160,700 | $6.757M | 0.0% | $31.73 | +25.9% | COMMSTCK | 40171V100 |
| — | Vantiv Inc | 243,000 | $6.707M | 0.0% | $27.60 | — | COMMSTCK | 92210H105 |
| — | Starwood Hotels & Resorts | 105,634 | $6.675M | 0.0% | $57.36 | — | COMMSTCK | 85590A401 |
| WAT | Waters Corp | 66,457 | $6.649M | 0.0% | $87.12 | +9.9% | COMMSTCK | 941848103 |
| — | Alpha Appalachia Holdings | 7,314,000 | $6.619M | 0.0% | $0.96 | — | CNVRTBND | 576203AJ2 |
| — | RTI International Metals I | 7,000,000 | $6.589M | 0.0% | $0.94 | — | CNVRTBND | 74973WAB3 |
| — | Omnicare Inc 3.25% | 6,364,000 | $6.555M | 0.0% | $1.00 | — | CNVRTBND | 681904AL2 |
| — | Stanley Black & Decker Inc | 50,000 | $6.461M | 0.0% | $122.28 | — | PFDDOM | 854502309 |
| NVDA | NVIDIA Corp | 458,700 | $6.436M | 0.0% | $0.32 | 0.0% | COMMSTCK | 67066G104 |
| GIII | G-III Apparel Group Ltd | 133,716 | $6.434M | 0.0% | $34.23 | -37.6% | COMMSTCK | 36237H101 |
| — | B/E Aerospace Inc | 101,734 | $6.417M | 0.0% | $49.40 | — | COMMSTCK | 073302101 |
| ARW | Arrow Electronics Inc | 160,643 | $6.401M | 0.0% | $38.08 | +2.3% | COMMSTCK | 042735100 |
| — | Boise Inc | 749,314 | $6.399M | 0.0% | $7.95 | — | COMMSTCK | 09746Y105 |
| — | Endologix Inc | 481,700 | $6.397M | 0.0% | $13.97 | — | COMMSTCK | 29266S106 |
| NFLX | Netflix Inc | 30,300 | $6.396M | 0.0% | $2.97 | 0.0% | COMMSTCK | 64110L106 |
| BP | BP PLC | 152,774 | $6.377M | 0.0% | $41.64 | — | DEPRECPT | 055622104 |
| — | Crown Castle International | 87,166 | $6.31M | 0.0% | $72.38 | — | COMMSTCK | 228227104 |
| BFH | Alliance Data Systems Corp | 34,800 | $6.3M | 0.0% | $142.09 | -16.8% | COMMSTCK | 018581108 |
| — | Mobile Mini Inc | 186,705 | $6.189M | 0.0% | $20.83 | — | COMMSTCK | 60740F105 |
| — | Bill Barrett Corp | 305,000 | $6.167M | 0.0% | $20.22 | — | COMMSTCK | 06846N104 |
| A | Agilent Technologies Inc | 143,800 | $6.149M | 0.0% | $40.94 | -31.7% | COMMSTCK | 00846U101 |
| G | Genpact Ltd | 318,400 | $6.126M | 0.0% | $16.15 | +6.4% | COMMSTCK | G3922B107 |
| KRC | Kilroy Realty Corp | 114,300 | $6.059M | 0.0% | $47.37 | — | COMMSTCK | 49427F108 |
| HST | Host Hotels & Resorts Inc | 358,300 | $6.045M | 0.0% | $15.67 | -31.5% | COMMSTCK | 44107P104 |
| — | MGM Resorts International | 5,400,000 | $6.045M | 0.0% | $1.11 | — | CNVRTBND | 55303QAE0 |
| NVS | Novartis AG | 85,400 | $6.039M | 0.0% | $70.71 | — | DEPRECPT | 66987V109 |
| KMT | Kennametal Inc | 154,697 | $6.007M | 0.0% | $40.00 | -28.1% | COMMSTCK | 489170100 |
| ALKS | Alkermes Plc | 209,249 | $6.001M | 0.0% | $18.52 | +57.4% | COMMSTCK | G01767105 |
| JLL | Jones Lang LaSalle Inc | 65,300 | $5.951M | 0.0% | $84.61 | +7.1% | COMMSTCK | 48020Q107 |
| DG | Dollar General Corp | 117,800 | $5.941M | 0.0% | $44.10 | +2.2% | COMMSTCK | 256677105 |
| CVLT | CommVault Systems Inc | 78,200 | $5.935M | 0.0% | $71.86 | +2.5% | COMMSTCK | 204166102 |
| — | Canadian Pacific Railway L | 48,800 | $5.923M | 0.0% | $121.37 | — | COMMSTCK | 13645T100 |
| — | Monster Beverage Corp | 96,110 | $5.841M | 0.0% | $52.88 | — | COMMSTCK | 611740101 |
| — | Discovery Communications I | 75,357 | $5.818M | 0.0% | $69.92 | — | COMMSTCK | 25470F104 |
| — | PDC Energy Inc | 111,700 | $5.75M | 0.0% | $51.48 | — | COMMSTCK | 69327R101 |
| AEO | American Eagle Outfitters | 313,300 | $5.721M | 0.0% | $13.32 | 0.0% | COMMSTCK | 02553E106 |
| FBIN | Fortune Brands Home & Secu | 146,900 | $5.691M | 0.0% | $28.54 | -2.1% | COMMSTCK | 34964C106 |
| VALE | Vale SA | 424,675 | $5.584M | 0.0% | $19.75 | — | DEPRECPT | 91912E105 |
| — | Six Flags Entertainment Co | 158,600 | $5.576M | 0.0% | $47.72 | — | COMMSTCK | 83001A102 |
| — | WageWorks Inc | 159,100 | $5.481M | 0.0% | $17.80 | — | COMMSTCK | 930427109 |
| — | Shutterfly Inc | 97,321 | $5.43M | 0.0% | $55.79 | — | COMMSTCK | 82568P304 |
| BGS | B&G Foods Inc | 156,100 | $5.315M | 0.0% | $28.31 | -55.9% | COMMSTCK | 05508R106 |
| SBNY | Signature Bank/New York NY | 63,000 | $5.23M | 0.0% | $71.34 | — | COMMSTCK | 82669G104 |
| — | KapStone Paper and Packagi | 127,500 | $5.123M | 0.0% | $40.18 | — | COMMSTCK | 48562P103 |
| MAS | Masco Corp | 261,200 | $5.091M | 0.0% | $14.92 | 0.0% | COMMSTCK | 574599106 |
| — | Bonanza Creek Energy Inc | 142,900 | $5.067M | 0.0% | $30.46 | — | COMMSTCK | 097793103 |
| ALV | Autoliv Inc | 65,409 | $5.062M | 0.0% | $40.38 | 0.0% | COMMSTCK | 052800109 |
| — | Air Methods Corp | 146,000 | $4.946M | 0.0% | $33.88 | — | COMMSTCK | 009128307 |
| — | Windstream Corp | 640,076 | $4.935M | 0.0% | $8.28 | — | COMMSTCK | 97381W104 |
| KMX | CarMax Inc | 106,814 | $4.931M | 0.0% | $37.54 | +20.9% | COMMSTCK | 143130102 |
| — | DFC Global Corp 2.875% | 5,000,000 | $4.919M | 0.0% | $1.00 | — | CNVRTBND | 256664AB9 |
| — | Conn's Inc | 94,400 | $4.886M | 0.0% | $51.76 | — | COMMSTCK | 208242107 |
| — | DigitalGlobe Inc | 155,792 | $4.832M | 0.0% | $24.44 | — | COMMSTCK | 25389M877 |
| — | Warner Chilcott PLC | 242,800 | $4.827M | 0.0% | $19.88 | — | COMMSTCK | G94368100 |
| CRI | Carter's Inc | 64,701 | $4.792M | 0.0% | $55.65 | -9.8% | COMMSTCK | 146229109 |
| FLO | Flowers Foods Inc | 215,600 | $4.754M | 0.0% | $21.51 | -35.3% | COMMSTCK | 343498101 |
| LVS | Las Vegas Sands Corp | 87,630 | $4.638M | 0.0% | $46.16 | -15.5% | COMMSTCK | 517834107 |
| LBTYAUSD | Liberty Global PLC | 62,200 | $4.608M | 0.0% | $74.08 | — | COMMSTCK | G5480U104 |
| — | Federal Realty Investment | 44,300 | $4.593M | 0.0% | $104.01 | — | COMMSTCK | 313747206 |
| — | Anadarko Petroleum Corp | 53,335 | $4.583M | 0.0% | $74.31 | — | COMMSTCK | 032511107 |
| — | tw telecom inc 2.375% | 3,025,000 | $4.562M | 0.0% | $1.37 | — | CNVRTBND | 887319AC5 |
| — | Basic Energy Services Inc | 376,348 | $4.55M | 0.0% | $11.58 | — | COMMSTCK | 06985P100 |
| CVGI | Commercial Vehicle Group I | 600,798 | $4.482M | 0.0% | $8.21 | -8.2% | COMMSTCK | 202608105 |
| — | Solera Holdings Inc | 80,500 | $4.48M | 0.0% | $53.47 | — | COMMSTCK | 83421A104 |
| — | United States Steel Corp 2 | 4,500,000 | $4.441M | 0.0% | $0.99 | — | CNVRTBND | 912909AH1 |
| — | Ply Gem Holdings Inc | 221,100 | $4.435M | 0.0% | $20.06 | — | COMMSTCK | 72941W100 |
| — | Avago Technologies Ltd | 117,900 | $4.407M | 0.0% | $37.38 | — | COMMSTCK | Y0486S104 |
| XYL | Xylem Inc/NY | 163,420 | $4.403M | 0.0% | $27.10 | -13.5% | COMMSTCK | 98419M100 |
| — | Aspen Technology Inc | 151,633 | $4.366M | 0.0% | $27.64 | — | COMMSTCK | 045327103 |
| — | Gulfport Energy Corp | 91,800 | $4.321M | 0.0% | $38.22 | — | COMMSTCK | 402635304 |
| TMHC | Taylor Morrison Home Corp | 174,634 | $4.258M | 0.0% | $25.23 | 0.0% | COMMSTCK | 87724P106 |
| YUM | Yum! Brands Inc | 61,357 | $4.254M | 0.0% | $53.38 | -27.0% | COMMSTCK | 988498101 |
| — | KKR & Co LP | 215,130 | $4.229M | 0.0% | $19.66 | — | COMMSTCK | 48248M102 |
| — | Altra Holdings Inc 2.75% | 3,500,000 | $4.185M | 0.0% | $1.09 | — | CNVRTBND | 02208RAE6 |
| — | Tyco International Ltd | 129,278 | $4.14M | 0.0% | $32.02 | — | COMMSTCK | H89128104 |
| SSNC | SS&C Technologies Holdings | 123,520 | $4.064M | 0.0% | $23.12 | -32.7% | COMMSTCK | 78467J100 |
| EPR | EPR Properties | 80,400 | $4.042M | 0.0% | $44.43 | — | COMMSTCK | 26884U109 |
| FIVE | Five Below Inc | 109,808 | $4.037M | 0.0% | $37.24 | 0.0% | COMMSTCK | 33829M101 |
| CPT | Camden Property Trust | 58,000 | $4.01M | 0.0% | $68.21 | -37.1% | COMMSTCK | 133131102 |
| EXR | Extra Space Storage Inc | 95,400 | $4M | 0.0% | $36.39 | -26.9% | COMMSTCK | 30225T102 |
| MWA | Mueller Water Products Inc | 578,400 | $3.997M | 0.0% | $5.51 | 0.0% | COMMSTCK | 624758108 |
| — | Viacom Inc | 58,583 | $3.987M | 0.0% | $66.46 | — | COMMSTCK | 92553P201 |
| REG | Regency Centers Corp | 78,400 | $3.984M | 0.0% | $47.12 | -29.0% | COMMSTCK | 758849103 |
| — | Buffalo Wild Wings Inc | 40,100 | $3.936M | 0.0% | $72.82 | — | COMMSTCK | 119848109 |
| — | Precision Castparts Corp | 17,357 | $3.923M | 0.0% | $189.42 | — | COMMSTCK | 740189105 |
| HON | Honeywell International In | 49,387 | $3.918M | 0.0% | $63.47 | -16.3% | COMMSTCK | 438516106 |
| — | EI du Pont de Nemours & Co | 74,130 | $3.892M | 0.0% | $51.85 | — | COMMSTCK | 263534109 |
| BMY | Bristol-Myers Squibb Co | 86,123 | $3.849M | 0.0% | $32.59 | -12.1% | COMMSTCK | 110122108 |
| — | CBS Corp | 78,489 | $3.836M | 0.0% | $38.05 | — | COMMSTCK | 124857202 |
| — | Standard Pacific Corp 1.25 | 3,000,000 | $3.827M | 0.0% | $1.10 | — | CNVRTBND | 85375CBC4 |
| PRU | Prudential Financial Inc | 52,215 | $3.813M | 0.0% | $38.68 | 0.0% | COMMSTCK | 744320102 |
| ESE | ESCO Technologies Inc | 116,751 | $3.78M | 0.0% | $37.41 | -13.7% | COMMSTCK | 296315104 |
| — | Liberty Property Trust | 100,400 | $3.711M | 0.0% | $35.77 | — | COMMSTCK | 531172104 |
| — | TD Ameritrade Holding Corp | 152,700 | $3.709M | 0.0% | $16.81 | — | COMMSTCK | 87236Y108 |
| — | Financial Engines Inc | 79,800 | $3.638M | 0.0% | $27.75 | — | COMMSTCK | 317485100 |
| ARCC | Ares Capital Corp | 211,462 | $3.637M | 0.0% | $17.50 | -70.1% | COMMSTCK | 04010L103 |
| — | Ultimate Software Group In | 30,933 | $3.628M | 0.0% | $94.41 | — | COMMSTCK | 90385D107 |
| — | JinkoSolar Holding Co Ltd | 6,000,000 | $3.596M | 0.0% | $0.42 | — | CNVRTBND | 47759TAA8 |
| — | DDR Corp | 213,500 | $3.555M | 0.0% | $15.66 | — | COMMSTCK | 23317H102 |
| — | Aruba Networks Inc | 228,635 | $3.512M | 0.0% | $20.75 | — | COMMSTCK | 043176106 |
| NBIS | Yandex NV | 126,415 | $3.493M | 0.0% | $27.63 | — | COMMSTCK | N97284108 |
| — | Hercules Offshore Inc | 484,102 | $3.408M | 0.0% | $6.18 | — | COMMSTCK | 427093109 |
| NUS | Nu Skin Enterprises Inc | 55,500 | $3.392M | 0.0% | $37.42 | 0.0% | COMMSTCK | 67018T105 |
| NBIX | Neurocrine Biosciences Inc | 248,000 | $3.318M | 0.0% | $7.48 | +64.2% | COMMSTCK | 64125C109 |
| — | Broadcom Corp | 97,577 | $3.294M | 0.0% | $33.21 | — | COMMSTCK | 111320107 |
| ELS | Equity Lifestyle Propertie | 41,500 | $3.261M | 0.0% | $67.28 | — | COMMSTCK | 29472R108 |
| — | Cabot Microelectronics Cor | 98,095 | $3.238M | 0.0% | $35.51 | — | COMMSTCK | 12709P103 |
| — | Legg Mason Inc | 102,984 | $3.193M | 0.0% | $25.72 | — | COMMSTCK | 524901105 |
| — | BioMed Realty Trust Inc | 157,800 | $3.192M | 0.0% | $19.33 | — | COMMSTCK | 09063H107 |
| MPWR | Monolithic Power Systems I | 131,817 | $3.178M | 0.0% | $22.28 | -4.5% | COMMSTCK | 609839105 |
| — | WNS Holdings Ltd | 181,567 | $3.03M | 0.0% | $10.42 | — | DEPRECPT | 92932M101 |
| — | Twenty-First Century Fox I | 92,588 | $3.018M | 0.0% | $32.60 | — | COMMSTCK | 90130A101 |
| — | Aqua America Inc | 95,800 | $2.998M | 0.0% | $31.29 | — | COMMSTCK | 03836W103 |
| — | Exterran Holdings Inc 4.25 | 2,325,000 | $2.989M | 0.0% | $1.14 | — | CNVRTBND | 30225XAA1 |
| — | DuPont Fabros Technology I | 121,900 | $2.944M | 0.0% | $24.16 | — | COMMSTCK | 26613Q106 |
| — | Nielsen Holdings NV | 87,300 | $2.932M | 0.0% | $30.59 | — | COMMSTCK | N63218106 |
| IPGP | IPG Photonics Corp | 47,900 | $2.909M | 0.0% | $61.08 | 0.0% | COMMSTCK | 44980X109 |
| — | ITC Holdings Corp | 31,800 | $2.903M | 0.0% | $91.29 | — | COMMSTCK | 465685105 |
| — | Enersis SA | 176,026 | $2.88M | 0.0% | $16.36 | — | DEPRECPT | 29274F104 |
| — | Alexion Pharmaceuticals In | 30,500 | $2.813M | 0.0% | $93.81 | — | COMMSTCK | 015351109 |
| NGVC | Natural Grocers by Vitamin | 88,698 | $2.75M | 0.0% | $22.37 | -13.5% | COMMSTCK | 63888U108 |
| — | BRE Properties Inc | 54,700 | $2.736M | 0.0% | $50.55 | — | COMMSTCK | 05564E106 |
| — | Cobalt International Energ | 102,422 | $2.721M | 0.0% | $24.56 | — | COMMSTCK | 19075F106 |
| BSBR | Banco Santander Brasil SA/ | 429,699 | $2.673M | 0.0% | $7.13 | — | DEPRECPT | 05967A107 |
| ACRE | Ares Commercial Real Estat | 200,863 | $2.573M | 0.0% | $16.42 | — | COMMSTCK | 04013V108 |
| VFC | VF Corp | 13,252 | $2.558M | 0.0% | $150.97 | -71.9% | COMMSTCK | 918204108 |
| RLJ | RLJ Lodging Trust | 113,100 | $2.544M | 0.0% | $19.72 | — | COMMSTCK | 74965L101 |
| — | Live Nation Entertainment | 2,491,000 | $2.517M | 0.0% | $0.99 | — | CNVRTBND | 538034AB5 |
| GASS | StealthGas Inc | 225,000 | $2.475M | 0.0% | $10.55 | 0.0% | COMMSTCK | Y81669106 |
| — | ITT Corp | 81,709 | $2.403M | 0.0% | $23.46 | — | COMMSTCK | 450911201 |
| AAT | American Assets Trust Inc | 76,754 | $2.369M | 0.0% | $28.08 | — | COMMSTCK | 024013104 |
| TX | Ternium SA | 104,618 | $2.368M | 0.0% | $23.55 | — | DEPRECPT | 880890108 |
| NTAP | NetApp Inc | 62,600 | $2.365M | 0.0% | $33.55 | -20.3% | COMMSTCK | 64110D104 |
| LOPE | Grand Canyon Education Inc | 72,600 | $2.34M | 0.0% | $23.47 | +22.8% | COMMSTCK | 38526M106 |
| — | Market Vectors Vietnam ETF | 125,438 | $2.333M | 0.0% | $18.60 | — | ETIF | 57060U761 |
| — | Exelis Inc | 163,420 | $2.253M | 0.0% | $11.27 | — | COMMSTCK | 30162A108 |
| — | Hercules Offshore Inc | 2,265,000 | $2.251M | 0.0% | $1.00 | — | CNVRTBND | 427093AD1 |
| XOM | Exxon Mobil Corp | 24,600 | $2.223M | 0.0% | $86.55 | -38.0% | COMMSTCK | 30231G102 |
| BRKR | Bruker Corp | 137,200 | $2.216M | 0.0% | $16.60 | 0.0% | COMMSTCK | 116794108 |
| SNN | Smith & Nephew PLC | 38,402 | $2.154M | 0.0% | $55.40 | — | DEPRECPT | 83175M205 |
| — | Iron Mountain Inc | 80,500 | $2.142M | 0.0% | $26.61 | — | COMMSTCK | 462846106 |
| — | Rowan Cos Plc | 62,259 | $2.121M | 0.0% | $31.27 | — | COMMSTCK | G7665A101 |
| — | Tangoe Inc | 133,823 | $2.065M | 0.0% | $11.87 | — | COMMSTCK | 87582Y108 |
| NNN | National Retail Properties | 59,900 | $2.061M | 0.0% | $31.29 | — | COMMSTCK | 637417106 |
| — | Polymet Mining Corp | 2,885,869 | $2.02M | 0.0% | $0.92 | — | COMMSTCK | 731916102 |
| MCK | McKesson Corp | 17,494 | $2.003M | 0.0% | $96.95 | +4.7% | COMMSTCK | 58155Q103 |
| CRL | Charles River Laboratories | 45,900 | $1.883M | 0.0% | $42.84 | 0.0% | COMMSTCK | 159864107 |
| — | Taubman Centers Inc | 25,000 | $1.879M | 0.0% | $77.40 | — | COMMSTCK | 876664103 |
| — | Retail Opportunity Investm | 134,900 | $1.875M | 0.0% | $12.88 | — | COMMSTCK | 76131N101 |
| — | Alere Inc | 74,600 | $1.827M | 0.0% | $18.50 | — | COMMSTCK | 01449J105 |
| — | ANSYS Inc | 24,482 | $1.79M | 0.0% | $67.92 | — | COMMSTCK | 03662Q105 |
| — | Vale SA | 145,281 | $1.767M | 0.0% | $20.30 | — | DEPRECPT | 91912E204 |
| PPG | PPG Industries Inc | 11,848 | $1.735M | 0.0% | $135.35 | -56.0% | COMMSTCK | 693506107 |
| EMBJ | Embraer SA | 45,067 | $1.663M | 0.0% | $28.51 | — | DEPRECPT | 29082A107 |
| CUBE | CubeSmart | 98,900 | $1.58M | 0.0% | $14.57 | — | COMMSTCK | 229663109 |
| — | Amarin Corp PLC | 270,000 | $1.566M | 0.0% | $8.09 | — | DEPRECPT | 023111206 |
| HSBC | HSBC Holdings PLC | 29,300 | $1.521M | 0.0% | $51.91 | — | DEPRECPT | 404280406 |
| — | Lazard Ltd | 46,000 | $1.479M | 0.0% | $29.85 | — | COMMSTCK | G54050102 |
| — | TIBCO Software Inc | 68,700 | $1.47M | 0.0% | $22.01 | — | COMMSTCK | 88632Q103 |
| INFY | Infosys Ltd | 35,400 | $1.458M | 0.0% | $41.19 | — | DEPRECPT | 456788108 |
| — | Ramco-Gershenson Propertie | 89,600 | $1.391M | 0.0% | $13.38 | — | COMMSTCK | 751452202 |
| — | First Potomac Realty Trust | 106,300 | $1.388M | 0.0% | $12.36 | — | COMMSTCK | 33610F109 |
| — | Gannett Co Inc | 54,137 | $1.324M | 0.0% | $18.01 | — | COMMSTCK | 364730101 |
| TAP | Molson Coors Brewing Co | 27,283 | $1.306M | 0.0% | $37.25 | 0.0% | COMMSTCK | 60871R209 |
| PDM | Piedmont Office Realty Tru | 71,700 | $1.282M | 0.0% | $18.05 | — | COMMSTCK | 720190206 |
| — | LifePoint Hospitals Inc 3. | 1,185,000 | $1.281M | 0.0% | $1.03 | — | CNVRTBND | 53219LAH2 |
| AIG | American International Gro | 28,058 | $1.254M | 0.0% | $33.65 | -3.4% | COMMSTCK | 026874784 |
| RIG | Transocean Ltd | 25,346 | $1.215M | 0.0% | $44.66 | +14.1% | COMMSTCK | H8817H100 |
| — | OCZ Technology Group Inc | 824,837 | $1.196M | 0.0% | $1.91 | — | COMMSTCK | 67086E303 |
| SNA | Snap-on Inc | 12,528 | $1.12M | 0.0% | $78.99 | -16.0% | COMMSTCK | 833034101 |
| — | Chesapeake Lodging Trust | 51,705 | $1.075M | 0.0% | $20.88 | — | COMMSTCK | 165240102 |
| — | Retail Properties of Ameri | 75,000 | $1.071M | 0.0% | $11.98 | — | COMMSTCK | 76131V202 |
| BRK/B | Berkshire Hathaway Inc | 9,534 | $1.067M | 0.0% | $89.71 | +22.6% | COMMSTCK | 084670702 |
| — | Brookfield Office Properti | 62,000 | $1.034M | 0.0% | $17.01 | — | COMMSTCK | 112900105 |
| — | Owens-Illinois Inc | 34,199 | $950K | 0.0% | $21.27 | — | COMMSTCK | 690768403 |
| — | Smithfield Foods Inc | 27,900 | $914K | 0.0% | $32.76 | — | COMMSTCK | 832248108 |
| — | Alliance One International | 231,856 | $881K | 0.0% | $3.64 | — | COMMSTCK | 018772103 |
| — | Hospira Inc | 22,000 | $843K | 0.0% | $31.24 | — | COMMSTCK | 441060100 |
| DEI | Douglas Emmett Inc | 32,000 | $798K | 0.0% | $24.94 | — | COMMSTCK | 25960P109 |
| — | United States Steel Corp | 42,700 | $749K | 0.0% | $23.86 | — | COMMSTCK | 912909108 |
| GBDC | Golub Capital BDC Inc | 42,143 | $738K | 0.0% | $5.68 | 0.0% | COMMSTCK | 38173M102 |
| TRGP | Targa Resources Corp | 11,263 | $725K | 0.0% | $52.85 | -29.0% | COMMSTCK | 87612G101 |
| — | Lorillard Inc | 16,383 | $716K | 0.0% | $43.70 | — | COMMSTCK | 544147101 |
| LMT | Lockheed Martin Corp | 5,856 | $635K | 0.0% | $71.65 | 0.0% | COMMSTCK | 539830109 |
| — | Wheeler Real Estate Invest | 101,100 | $552K | 0.0% | $5.82 | — | COMMSTCK | 963025101 |
| TKR | Timken Co | 9,503 | $535K | 0.0% | $47.81 | -17.2% | COMMSTCK | 887389104 |
| EC | Ecopetrol SA | 12,095 | $509K | 0.0% | $59.69 | — | DEPRECPT | 279158109 |
| AHRT | Armada Hoffler Properties | 42,300 | $498K | 0.0% | $11.77 | — | COMMSTCK | 04208T108 |
| SO | Southern Co/The | 11,181 | $493K | 0.0% | $26.74 | 0.0% | COMMSTCK | 842587107 |
| — | Resolute Forest Products I | 36,962 | $487K | 0.0% | $13.23 | — | COMMSTCK | 76117W109 |
| — | Dow Chemical Co/The | 14,261 | $459K | 0.0% | $32.25 | — | COMMSTCK | 260543103 |
| OKE | ONEOK Inc | 10,421 | $430K | 0.0% | $42.75 | -53.8% | COMMSTCK | 682680103 |
| OPLN | KAR Auction Services Inc | 16,583 | $379K | 0.0% | $8.45 | 0.0% | COMMSTCK | 48238T109 |
| MET | MetLife Inc | 7,788 | $356K | 0.0% | $32.94 | -25.8% | COMMSTCK | 59156R108 |
| CAT | Caterpillar Inc | 3,946 | $326K | 0.0% | $78.08 | -21.2% | COMMSTCK | 149123101 |
| — | Aviv REIT Inc | 12,200 | $309K | 0.0% | $25.33 | — | COMMSTCK | 05381L101 |
| — | Clearwire Corp | 57,813 | $288K | 0.0% | $2.89 | — | COMMSTCK | 18538Q105 |
| — | Valeant Pharmaceuticals In | 3,200 | $275K | 0.0% | $85.94 | — | COMMSTCK | 91911K102 |
| — | Hologic Inc 2% | 265,000 | $266K | 0.0% | $1.00 | — | CNVRTBND | 436440AA9 |
| COST | Costco Wholesale Corp | 2,388 | $264K | 0.0% | $98.77 | -12.4% | COMMSTCK | 22160K105 |
| — | Time Warner Cable Inc | 2,313 | $260K | 0.0% | $97.25 | — | COMMSTCK | 88732J207 |
| NKE | NIKE Inc | 3,967 | $253K | 0.0% | $26.53 | 0.0% | COMMSTCK | 654106103 |
| — | Bed Bath & Beyond Inc | 3,461 | $245K | 0.0% | $56.01 | — | COMMSTCK | 075896100 |
| — | TCP Capital Corp | 14,614 | $245K | 0.0% | $16.76 | — | COMMSTCK | 87238Q103 |
| PPL | PPL Corp | 7,828 | $237K | 0.0% | $28.63 | -42.8% | COMMSTCK | 69351T106 |
| EIX | Edison International | 4,705 | $227K | 0.0% | $30.71 | 0.0% | COMMSTCK | 281020107 |
| — | Staples Inc | 14,272 | $226K | 0.0% | $11.42 | — | COMMSTCK | 855030102 |
| EMR | Emerson Electric Co | 4,114 | $224K | 0.0% | $53.04 | -24.5% | COMMSTCK | 291011104 |
| ACN | Accenture PLC | 3,051 | $220K | 0.0% | $66.51 | -4.1% | COMMSTCK | G1151C101 |
| AMT | American Tower Corp | 2,934 | $215K | 0.0% | $77.36 | -23.1% | COMMSTCK | 03027X100 |
| — | St Jude Medical Inc | 4,676 | $213K | 0.0% | $45.55 | — | COMMSTCK | 790849103 |
| DHR | Danaher Corp | 3,252 | $206K | 0.0% | $55.90 | -55.3% | COMMSTCK | 235851102 |
| WU | Western Union Co/The | 10,981 | $188K | 0.0% | $13.65 | — | COMMSTCK | 959802109 |
| — | International Game Technol | 10,131 | $169K | 0.0% | $14.15 | — | COMMSTCK | 459902102 |
| — | SUPERVALU Inc | 24,068 | $150K | 0.0% | $6.23 | — | COMMSTCK | 868536103 |
| MBI | MBIA Inc | 11,281 | $150K | 0.0% | $5.48 | 0.0% | COMMSTCK | 55262C100 |
| BSX | Boston Scientific Corp | 14,623 | $136K | 0.0% | $5.73 | +47.9% | COMMSTCK | 101137107 |
| — | Rite Aid Corp | 46,623 | $133K | 0.0% | $2.85 | — | COMMSTCK | 767754104 |
| — | Polymet Mining Corp | 2,885,869 | $66,000 | 0.0% | $0.02 | — | COMMSTCK | 731916110 |