CIK: 0001102598 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 12, 2013
Total Value: $24.68B (95.1% shares, 4.9% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | Apple Inc | 1,244,053 | $593M | 2.4% | $410.46 | -96.5% | COMMSTCK | 037833100 |
| MSFT | Microsoft Corp | 14,141,124 | $471M | 1.9% | $26.75 | +0.9% | COMMSTCK | 594918104 |
| — | United Technologies Corp | 3,638,708 | $392M | 1.6% | $82.01 | — | COMMSTCK | 913017109 |
| — | Google Inc | 417,141 | $365M | 1.5% | $746.47 | — | COMMSTCK | 38259P508 |
| DIS | Walt Disney Co/The | 5,265,707 | $340M | 1.4% | $50.82 | +12.0% | COMMSTCK | 254687106 |
| JNJ | Johnson & Johnson | 3,879,715 | $336M | 1.4% | $70.10 | -9.4% | COMMSTCK | 478160104 |
| C | Citigroup Inc | 6,795,655 | $330M | 1.3% | $39.56 | -4.9% | COMMSTCK | 172967424 |
| MMM | 3M Co | 2,726,153 | $326M | 1.3% | $88.15 | -25.1% | COMMSTCK | 88579Y101 |
| PNC | PNC Financial Services Gro | 4,059,823 | $294M | 1.2% | $58.31 | -12.0% | COMMSTCK | 693475105 |
| PFE | Pfizer Inc | 9,473,843 | $272M | 1.1% | $25.08 | -34.8% | COMMSTCK | 717081103 |
| CVX | Chevron Corp | 2,188,008 | $266M | 1.1% | $108.14 | -32.4% | COMMSTCK | 166764100 |
| ROST | Ross Stores Inc | 3,646,024 | $265M | 1.1% | $46.13 | -34.5% | COMMSTCK | 778296103 |
| — | General Electric Co | 10,876,698 | $260M | 1.1% | $21.42 | — | COMMSTCK | 369604103 |
| SBUX | Starbucks Corp | 3,370,748 | $259M | 1.1% | $50.94 | -44.5% | COMMSTCK | 855244109 |
| HSY | Hershey Co/The | 2,747,941 | $254M | 1.0% | $72.22 | -3.5% | COMMSTCK | 427866108 |
| CL | Colgate-Palmolive Co | 4,245,283 | $252M | 1.0% | $73.50 | -39.4% | COMMSTCK | 194162103 |
| CVS | CVS Caremark Corp | 4,312,569 | $245M | 1.0% | $48.35 | -11.5% | COMMSTCK | 126650100 |
| — | Celgene Corp | 1,540,161 | $237M | 1.0% | $83.48 | — | COMMSTCK | 151020104 |
| — | Time Warner Inc | 3,547,987 | $233M | 0.9% | $56.33 | — | COMMSTCK | 887317303 |
| — | Xilinx Inc | 4,906,035 | $230M | 0.9% | $36.26 | — | COMMSTCK | 983919101 |
| ECL | Ecolab Inc | 2,276,778 | $225M | 0.9% | $72.10 | +12.6% | COMMSTCK | 278865100 |
| ORCL | Oracle Corp | 6,672,158 | $221M | 0.9% | $33.32 | -18.8% | COMMSTCK | 68389X105 |
| — | Ingersoll-Rand PLC | 3,389,204 | $220M | 0.9% | $51.04 | — | COMMSTCK | G47791101 |
| ADI | Analog Devices Inc | 4,668,189 | $220M | 0.9% | $41.31 | -11.1% | COMMSTCK | 032654105 |
| OXY | Occidental Petroleum Corp | 2,340,102 | $219M | 0.9% | $74.08 | -20.0% | COMMSTCK | 674599105 |
| SLB | Schlumberger Ltd | 2,421,147 | $214M | 0.9% | $65.46 | -9.9% | COMMSTCK | 806857108 |
| HD | Home Depot Inc/The | 2,735,106 | $207M | 0.8% | $58.60 | -1.2% | COMMSTCK | 437076102 |
| WFC | Wells Fargo & Co | 5,010,031 | $207M | 0.8% | $34.18 | -11.7% | COMMSTCK | 949746101 |
| — | Marathon Oil Corp | 5,715,841 | $199M | 0.8% | $30.78 | — | COMMSTCK | 565849106 |
| CMI | Cummins Inc | 1,409,942 | $187M | 0.8% | $107.00 | -16.7% | COMMSTCK | 231021106 |
| PEP | PepsiCo Inc | 2,351,412 | $187M | 0.8% | $56.04 | +1.3% | COMMSTCK | 713448108 |
| — | Aetna Inc | 2,898,551 | $186M | 0.8% | $49.19 | — | COMMSTCK | 00817Y108 |
| — | Covidien PLC | 2,989,306 | $182M | 0.7% | $57.74 | — | COMMSTCK | G2554F113 |
| MA | Mastercard Inc | 265,164 | $178M | 0.7% | $491.28 | -88.1% | COMMSTCK | 57636Q104 |
| TMO | Thermo Fisher Scientific I | 1,871,730 | $172M | 0.7% | $66.11 | +31.3% | COMMSTCK | 883556102 |
| — | Yahoo! Inc | 5,104,612 | $169M | 0.7% | $24.30 | — | COMMSTCK | 984332106 |
| — | Discover Financial Service | 3,337,848 | $169M | 0.7% | $38.55 | — | COMMSTCK | 254709108 |
| WLY | John Wiley & Sons Inc | 3,461,537 | $165M | 0.7% | $38.93 | -19.3% | COMMSTCK | 968223206 |
| — | Apache Corp | 1,914,946 | $163M | 0.7% | $82.38 | — | COMMSTCK | 037411105 |
| QCOM | QUALCOMM Inc | 2,404,594 | $162M | 0.7% | $61.38 | -24.2% | COMMSTCK | 747525103 |
| UNP | Union Pacific Corp | 1,016,304 | $158M | 0.6% | $103.22 | -41.8% | COMMSTCK | 907818108 |
| PM | Philip Morris Internationa | 1,763,855 | $153M | 0.6% | $82.24 | -42.4% | COMMSTCK | 718172109 |
| JPM | JPMorgan Chase & Co | 2,947,548 | $152M | 0.6% | $43.90 | -12.3% | COMMSTCK | 46625H100 |
| VZ | Verizon Communications Inc | 3,257,109 | $152M | 0.6% | $42.56 | -38.6% | COMMSTCK | 92343V104 |
| MS | Morgan Stanley | 5,586,088 | $151M | 0.6% | $18.10 | +8.5% | COMMSTCK | 617446448 |
| — | Chubb Corp/The | 1,624,926 | $145M | 0.6% | $75.32 | — | COMMSTCK | 171232101 |
| — | EMC Corp/MA | 5,650,014 | $144M | 0.6% | $24.88 | — | COMMSTCK | 268648102 |
| CTRA | Cabot Oil & Gas Corp | 3,808,469 | $142M | 0.6% | $39.55 | -31.5% | COMMSTCK | 127097103 |
| GS | Goldman Sachs Group Inc/Th | 887,847 | $140M | 0.6% | $126.99 | +0.1% | COMMSTCK | 38141G104 |
| LOW | Lowe's Cos Inc | 2,828,598 | $135M | 0.5% | $33.70 | +8.0% | COMMSTCK | 548661107 |
| F | Ford Motor Co | 7,897,655 | $133M | 0.5% | $12.62 | -28.5% | COMMSTCK | 345370860 |
| M | Macys Inc | 3,074,118 | $133M | 0.5% | $39.02 | +19.7% | COMMSTCK | 55616P104 |
| LYB | LyondellBasell Industries | 1,809,894 | $133M | 0.5% | $48.09 | -23.2% | COMMSTCK | N53745100 |
| — | Raytheon Co | 1,678,343 | $129M | 0.5% | $66.96 | — | COMMSTCK | 755111507 |
| — | Walgreen Co | 2,324,514 | $125M | 0.5% | $37.01 | — | COMMSTCK | 931422109 |
| — | Monsanto Co | 1,178,271 | $123M | 0.5% | $98.80 | — | COMMSTCK | 61166W101 |
| USB | US Bancorp | 3,304,765 | $121M | 0.5% | $31.94 | -23.8% | COMMSTCK | 902973304 |
| — | Actavis Inc | 839,291 | $121M | 0.5% | $144.00 | — | COMMSTCK | G0083B108 |
| HAL | Halliburton Co | 2,499,284 | $120M | 0.5% | $34.69 | +7.6% | COMMSTCK | 406216101 |
| KEY | KeyCorp | 10,534,235 | $120M | 0.5% | $6.68 | +13.4% | COMMSTCK | 493267108 |
| CPB | Campbell Soup Co | 2,933,533 | $119M | 0.5% | $34.40 | -10.9% | COMMSTCK | 134429109 |
| ALL | Allstate Corp/The | 2,346,142 | $119M | 0.5% | $39.80 | -3.1% | COMMSTCK | 020002101 |
| RF | Regions Financial Corp | 12,625,878 | $117M | 0.5% | $6.24 | +4.8% | COMMSTCK | 7591EP100 |
| MRK | Merck & Co Inc | 2,407,299 | $115M | 0.5% | $40.94 | -24.4% | COMMSTCK | 58933Y105 |
| — | CR Bard Inc | 989,137 | $114M | 0.5% | $97.74 | — | COMMSTCK | 067383109 |
| — | Express Scripts Holding Co | 1,830,022 | $113M | 0.5% | $56.61 | — | COMMSTCK | 30219G108 |
| GILD | Gilead Sciences Inc | 1,695,845 | $107M | 0.4% | $48.77 | -14.9% | COMMSTCK | 375558103 |
| V | Visa Inc | 557,173 | $106M | 0.4% | $111.70 | -62.1% | COMMSTCK | 92826C839 |
| HIG | Hartford Financial Service | 3,404,779 | $106M | 0.4% | $22.20 | +8.7% | COMMSTCK | 416515104 |
| — | BB&T Corp | 3,131,046 | $106M | 0.4% | $33.75 | — | COMMSTCK | 054937107 |
| — | Wells Fargo & Co 7.5% | 90,968 | $103M | 0.4% | $1209.20 | — | PFDDOM | 949746804 |
| CMCSA | Comcast Corp | 2,257,861 | $102M | 0.4% | $37.38 | -55.7% | COMMSTCK | 20030N101 |
| AFL | Aflac Inc | 1,635,793 | $101M | 0.4% | $53.12 | -57.7% | COMMSTCK | 001055102 |
| CSCO | Cisco Systems Inc | 4,325,766 | $101M | 0.4% | $19.65 | -13.8% | COMMSTCK | 17275R102 |
| TRV | Travelers Cos Inc/The | 1,192,081 | $101M | 0.4% | $71.57 | -12.3% | COMMSTCK | 89417E109 |
| BDX | Becton Dickinson and Co | 986,357 | $98.66M | 0.4% | $78.19 | +3.1% | COMMSTCK | 075887109 |
| — | Green Mountain Coffee Roas | 1,271,417 | $95.78M | 0.4% | $49.29 | — | COMMSTCK | 393122106 |
| — | Coca-Cola Enterprises Inc | 2,344,295 | $94.27M | 0.4% | $32.75 | — | COMMSTCK | 19122T109 |
| VRTX | Vertex Pharmaceuticals Inc | 1,239,622 | $93.99M | 0.4% | $45.94 | +73.2% | COMMSTCK | 92532F100 |
| — | ACE Ltd | 989,658 | $92.59M | 0.4% | $80.14 | — | COMMSTCK | H0023R105 |
| ABBV | AbbVie Inc | 2,039,509 | $91.23M | 0.4% | $26.55 | +2.3% | COMMSTCK | 00287Y109 |
| AEE | Ameren Corp | 2,601,615 | $90.64M | 0.4% | $29.19 | -20.1% | COMMSTCK | 023608102 |
| CAH | Cardinal Health Inc | 1,647,508 | $85.92M | 0.3% | $38.76 | -5.8% | COMMSTCK | 14149Y108 |
| ADP | Automatic Data Processing | 1,166,114 | $84.4M | 0.3% | $57.01 | -15.2% | COMMSTCK | 053015103 |
| — | Cobalt International Energ | 79,695,000 | $84.28M | 0.3% | $1.03 | — | CNVRTBND | 19075FAA4 |
| — | Maxim Integrated Products | 2,800,375 | $83.45M | 0.3% | $28.68 | — | COMMSTCK | 57772K101 |
| DVA | DaVita HealthCare Partners | 1,458,904 | $83.01M | 0.3% | $82.29 | -30.4% | COMMSTCK | 23918K108 |
| PCAR | PACCAR Inc | 1,478,235 | $82.28M | 0.3% | $43.42 | -46.0% | COMMSTCK | 693718108 |
| MDLZ | Mondelez International Inc | 2,615,520 | $82.18M | 0.3% | $25.13 | -5.6% | COMMSTCK | 609207105 |
| PG | Procter & Gamble Co/The | 1,069,427 | $80.84M | 0.3% | $66.97 | -16.0% | COMMSTCK | 742718109 |
| TJX | TJX Cos Inc | 1,432,253 | $80.76M | 0.3% | $42.45 | -46.9% | COMMSTCK | 872540109 |
| MO | Altria Group Inc | 2,305,543 | $79.19M | 0.3% | $28.23 | -42.7% | COMMSTCK | 02209S103 |
| — | Symantec Corp | 3,194,098 | $79.06M | 0.3% | $20.16 | — | COMMSTCK | 871503108 |
| AMGN | Amgen Inc | 696,092 | $77.92M | 0.3% | $86.32 | -10.8% | COMMSTCK | 031162100 |
| — | Allergan Inc/United States | 855,672 | $77.39M | 0.3% | $90.10 | — | COMMSTCK | 018490102 |
| IBM | International Business Mac | 409,649 | $75.86M | 0.3% | $191.55 | -41.8% | COMMSTCK | 459200101 |
| AEP | American Electric Power Co | 1,734,905 | $75.21M | 0.3% | $42.68 | -33.2% | COMMSTCK | 025537101 |
| UPS | United Parcel Service Inc | 799,974 | $73.09M | 0.3% | $73.73 | -22.5% | COMMSTCK | 911312106 |
| ETN | Eaton Corp PLC | 1,046,551 | $72.05M | 0.3% | $48.77 | +2.4% | COMMSTCK | G29183103 |
| AMZN | Amazon.com Inc | 230,304 | $72M | 0.3% | $190.45 | -92.2% | COMMSTCK | 023135106 |
| NEE | NextEra Energy Inc | 887,183 | $71.12M | 0.3% | $14.41 | +3.0% | COMMSTCK | 65339F101 |
| — | Airgas Inc | 642,197 | $68.11M | 0.3% | $91.29 | — | COMMSTCK | 009363102 |
| ABT | Abbott Laboratories | 2,028,687 | $67.33M | 0.3% | $65.50 | -57.7% | COMMSTCK | 002824100 |
| — | IntercontinentalExchange I | 360,996 | $65.49M | 0.3% | $148.41 | — | COMMSTCK | 45865V100 |
| COP | ConocoPhillips | 940,640 | $65.38M | 0.3% | $57.99 | -23.3% | COMMSTCK | 20825C104 |
| ADBE | Adobe Systems Inc | 1,255,427 | $65.21M | 0.3% | $37.92 | +25.8% | COMMSTCK | 00724F101 |
| TROW | T Rowe Price Group Inc | 897,459 | $64.55M | 0.3% | $65.13 | -27.0% | COMMSTCK | 74144T108 |
| — | Intel Corp 2.95% | 59,012,000 | $63.88M | 0.3% | $1.04 | — | CNVRTBND | 458140AD2 |
| — | Novellus Systems Inc 2.625 | 40,309,000 | $63.81M | 0.3% | $1.24 | — | CNVRTBND | 670008AD3 |
| NSC | Norfolk Southern Corp | 809,669 | $62.63M | 0.3% | $61.84 | -7.8% | COMMSTCK | 655844108 |
| MCD | McDonald's Corp | 639,028 | $61.48M | 0.2% | $88.21 | -20.0% | COMMSTCK | 580135101 |
| — | Ford Motor Co 4.25% | 30,854,000 | $60.96M | 0.2% | $1.59 | — | CNVRTBND | 345370CN8 |
| MPC | Marathon Petroleum Corp | 946,831 | $60.9M | 0.2% | $63.00 | -61.3% | COMMSTCK | 56585A102 |
| ZTS | Zoetis Inc | 1,925,278 | $59.91M | 0.2% | $29.32 | -5.2% | COMMSTCK | 98978V103 |
| — | Nuance Communications Inc | 58,385,000 | $59.01M | 0.2% | $1.07 | — | CNVRTBND | 67020YAF7 |
| — | Xerox Corp | 5,717,816 | $58.84M | 0.2% | $9.51 | — | COMMSTCK | 984121103 |
| — | Southwestern Energy Co | 1,616,450 | $58.81M | 0.2% | $33.41 | — | COMMSTCK | 845467109 |
| TGT | Target Corp | 913,145 | $58.42M | 0.2% | $59.17 | -20.3% | COMMSTCK | 87612E106 |
| BEN | Franklin Resources Inc | 1,150,620 | $58.16M | 0.2% | $60.45 | -52.5% | COMMSTCK | 354613101 |
| — | Kraft Foods Group Inc | 1,104,440 | $57.92M | 0.2% | $48.00 | — | COMMSTCK | 50076Q106 |
| — | Precision Castparts Corp | 252,921 | $57.47M | 0.2% | $224.64 | — | COMMSTCK | 740189105 |
| HUM | Humana Inc | 611,023 | $57.03M | 0.2% | $69.21 | +19.8% | COMMSTCK | 444859102 |
| UNM | Unum Group | 1,817,282 | $55.32M | 0.2% | $23.32 | +31.7% | COMMSTCK | 91529Y106 |
| KO | Coca-Cola Co/The | 1,442,338 | $54.63M | 0.2% | $36.25 | -26.1% | COMMSTCK | 191216100 |
| CMG | Chipotle Mexican Grill Inc | 126,077 | $54.05M | 0.2% | $138.61 | -94.2% | COMMSTCK | 169656105 |
| — | Vodafone Group PLC | 1,530,322 | $53.84M | 0.2% | $31.96 | — | DEPRECPT | 92857W209 |
| — | Valspar Corp/The | 843,636 | $53.51M | 0.2% | $62.40 | — | COMMSTCK | 920355104 |
| GWW | WW Grainger Inc | 200,878 | $52.57M | 0.2% | $203.70 | +4.5% | COMMSTCK | 384802104 |
| — | General Cable Corp 4.5% | 46,073,000 | $52.03M | 0.2% | $1.08 | — | CNVRTBND | 369300AL2 |
| AXP | American Express Co | 687,522 | $51.92M | 0.2% | $57.48 | +10.0% | COMMSTCK | 025816109 |
| GIS | General Mills Inc | 1,075,691 | $51.54M | 0.2% | $40.41 | -18.6% | COMMSTCK | 370334104 |
| — | Johnson Controls Inc | 1,240,301 | $51.47M | 0.2% | $30.70 | — | COMMSTCK | 478366107 |
| — | Lam Research Corp 1.25% | 42,560,000 | $51.2M | 0.2% | $0.99 | — | CNVRTBND | 512807AL2 |
| META | Facebook Inc | 1,016,761 | $51.08M | 0.2% | $26.63 | +38.8% | COMMSTCK | 30303M102 |
| — | Mentor Graphics Corp 4% | 38,930,000 | $51M | 0.2% | $1.18 | — | CNVRTBND | 587200AK2 |
| EBAY | eBay Inc | 912,737 | $50.92M | 0.2% | $51.02 | -60.9% | COMMSTCK | 278642103 |
| — | SPX Corp | 594,779 | $50.34M | 0.2% | $70.15 | — | COMMSTCK | 784635104 |
| — | Citrix Systems Inc | 703,276 | $49.66M | 0.2% | $65.51 | — | COMMSTCK | 177376100 |
| — | Walter Investment Manageme | 1,252,029 | $49.51M | 0.2% | $38.87 | — | COMMSTCK | 93317W102 |
| GRC | Gorman-Rupp Co/The | 1,225,445 | $49.16M | 0.2% | $29.83 | -3.6% | COMMSTCK | 383082104 |
| — | Ensco PLC | 913,404 | $49.09M | 0.2% | $59.28 | — | COMMSTCK | G3157S106 |
| FCX | Freeport-McMoRan Copper & | 1,484,016 | $49.09M | 0.2% | $34.20 | -25.0% | COMMSTCK | 35671D857 |
| EOG | EOG Resources Inc | 288,968 | $48.92M | 0.2% | $47.65 | +18.3% | COMMSTCK | 26875P101 |
| FFIV | F5 Networks Inc | 565,979 | $48.54M | 0.2% | $90.21 | -5.8% | COMMSTCK | 315616102 |
| IP | International Paper Co | 1,069,488 | $47.91M | 0.2% | $32.99 | -18.5% | COMMSTCK | 460146103 |
| EL | Estee Lauder Cos Inc/The | 683,047 | $47.74M | 0.2% | $59.10 | -2.0% | COMMSTCK | 518439104 |
| CLX | Clorox Co/The | 583,551 | $47.69M | 0.2% | $73.22 | -18.9% | COMMSTCK | 189054109 |
| FISV | Fiserv Inc | 461,341 | $46.62M | 0.2% | $79.03 | -69.4% | COMMSTCK | 337738108 |
| — | Hologic Inc 2% | 40,475,000 | $45.53M | 0.2% | $1.12 | — | CNVRTBND | 436440AB7 |
| — | Bank of America Corp 7.25% | 42,043 | $45.41M | 0.2% | $1095.45 | — | PFDDOM | 060505682 |
| — | Medtronic Inc | 844,648 | $44.98M | 0.2% | $48.43 | — | COMMSTCK | 585055106 |
| BAC | Bank of America Corp | 3,186,033 | $43.97M | 0.2% | $11.60 | -3.2% | COMMSTCK | 060505104 |
| LLY | Eli Lilly & Co | 873,546 | $43.97M | 0.2% | $47.17 | -13.1% | COMMSTCK | 532457108 |
| — | Cubist Pharmaceuticals Inc | 686,436 | $43.62M | 0.2% | $58.85 | — | COMMSTCK | 229678107 |
| — | Dr Pepper Snapple Group In | 968,856 | $43.42M | 0.2% | $44.18 | — | COMMSTCK | 26138E109 |
| INTC | Intel Corp | 1,891,418 | $43.35M | 0.2% | $20.63 | -18.1% | COMMSTCK | 458140100 |
| ASML | ASML Holding NV | 420,703 | $41.55M | 0.2% | $53.68 | — | DEPRECPT | N07059210 |
| — | Praxair Inc | 343,479 | $41.29M | 0.2% | $110.07 | — | COMMSTCK | 74005P104 |
| FDX | FedEx Corp | 359,927 | $41.07M | 0.2% | $84.74 | +7.7% | COMMSTCK | 31428X106 |
| — | National Oilwell Varco Inc | 511,552 | $39.96M | 0.2% | $68.35 | — | COMMSTCK | 637071101 |
| — | KB Home 1.375% | 39,150,000 | $39.76M | 0.2% | $1.04 | — | CNVRTBND | 48666KAS8 |
| UAL | United Continental Holding | 1,284,466 | $39.45M | 0.2% | $31.94 | +0.7% | COMMSTCK | 910047109 |
| — | AGL Resources Inc | 842,291 | $38.77M | 0.2% | $39.97 | — | COMMSTCK | 001204106 |
| — | NuVasive Inc 2.75% | 39,673,000 | $38.72M | 0.2% | $0.88 | — | CNVRTBND | 670704AC9 |
| — | DST Systems Inc | 501,984 | $37.85M | 0.2% | $60.60 | — | COMMSTCK | 233326107 |
| PSX | Phillips 66 | 654,039 | $37.82M | 0.2% | $53.10 | -29.4% | COMMSTCK | 718546104 |
| SWKS | Skyworks Solutions Inc | 1,522,182 | $37.81M | 0.2% | $18.43 | +5.3% | COMMSTCK | 83088M102 |
| — | Xilinx Inc 3.125% | 23,065,000 | $37.31M | 0.2% | $1.29 | — | CNVRTBND | 983919AD3 |
| BWA | BorgWarner Inc | 367,539 | $37.27M | 0.2% | $71.62 | -50.8% | COMMSTCK | 099724106 |
| AMG | Affiliated Managers Group | 199,371 | $36.41M | 0.1% | $167.07 | +2.9% | COMMSTCK | 008252108 |
| — | Whiting Petroleum Corp | 604,970 | $36.21M | 0.1% | $46.09 | — | COMMSTCK | 966387102 |
| GT | Goodyear Tire & Rubber Co/ | 1,587,900 | $35.65M | 0.1% | $13.66 | +40.1% | COMMSTCK | 382550101 |
| EMN | Eastman Chemical Co | 454,510 | $35.41M | 0.1% | $68.05 | -22.0% | COMMSTCK | 277432100 |
| BAX | Baxter International Inc | 538,124 | $35.35M | 0.1% | $66.66 | -53.4% | COMMSTCK | 071813109 |
| AMP | Ameriprise Financial Inc | 385,220 | $35.09M | 0.1% | $62.54 | +8.9% | COMMSTCK | 03076C106 |
| ROK | Rockwell Automation Inc | 319,443 | $34.16M | 0.1% | $83.01 | -7.9% | COMMSTCK | 773903109 |
| — | ON Semiconductor Corp 2.62 | 31,500,000 | $34.04M | 0.1% | $1.07 | — | CNVRTBND | 682189AH8 |
| — | Superior Energy Services I | 1,353,933 | $33.9M | 0.1% | $25.61 | — | COMMSTCK | 868157108 |
| — | Coach Inc | 621,514 | $33.89M | 0.1% | $55.51 | — | COMMSTCK | 189754104 |
| — | Gulfport Energy Corp | 521,019 | $33.52M | 0.1% | $59.74 | — | COMMSTCK | 402635304 |
| — | Alere Inc 3% | 127,839 | $33.32M | 0.1% | $185.15 | — | PFDDOM | 01449J204 |
| — | Alpha Natural Resources In | 34,160,000 | $32.52M | 0.1% | $0.85 | — | CNVRTBND | 02076XAE2 |
| — | PDL BioPharma Inc 3.75% | 25,195,000 | $32.45M | 0.1% | $1.18 | — | CNVRTBND | 69329YAC8 |
| — | FMC Technologies Inc | 580,582 | $32.18M | 0.1% | $55.68 | — | COMMSTCK | 30249U101 |
| — | Jarden Corp | 664,730 | $32.17M | 0.1% | $50.42 | — | COMMSTCK | 471109108 |
| TEVA | Teva Pharmaceutical Indust | 851,378 | $32.16M | 0.1% | $37.39 | — | DEPRECPT | 881624209 |
| — | Goodyear Tire & Rubber Co/ | 494,863 | $31.51M | 0.1% | $46.60 | — | PFDDOM | 382550309 |
| — | Brocade Communications Sys | 3,878,200 | $31.22M | 0.1% | $5.76 | — | COMMSTCK | 111621306 |
| HOLX | Hologic Inc | 1,484,807 | $30.66M | 0.1% | $20.72 | +2.7% | COMMSTCK | 436440101 |
| AZN | AstraZeneca PLC | 590,122 | $30.64M | 0.1% | $48.16 | — | DEPRECPT | 046353108 |
| — | Salix Pharmaceuticals Ltd | 452,933 | $30.29M | 0.1% | $45.25 | — | COMMSTCK | 795435106 |
| — | Cemex SAB de CV 3.75% | 23,250,000 | $30.23M | 0.1% | $1.14 | — | CNVRTBND | 151290BC6 |
| JAZZ | Jazz Pharmaceuticals Plc | 328,378 | $30.2M | 0.1% | $53.20 | +51.6% | COMMSTCK | G50871105 |
| — | Cedar Fair LP | 688,912 | $30.04M | 0.1% | $33.45 | — | COMMSTCK | 150185106 |
| — | CIT Group Inc | 603,480 | $29.43M | 0.1% | $38.64 | — | COMMSTCK | 125581801 |
| — | Tenneco Inc | 569,441 | $28.76M | 0.1% | $45.28 | — | COMMSTCK | 880349105 |
| — | Salix Pharmaceuticals Ltd | 22,840,000 | $28.02M | 0.1% | $1.19 | — | CNVRTBND | 795435AE6 |
| — | Nordstrom Inc | 492,418 | $27.67M | 0.1% | $53.50 | — | COMMSTCK | 655664100 |
| WMT | Wal-Mart Stores Inc | 374,188 | $27.67M | 0.1% | $68.23 | -71.0% | COMMSTCK | 931142103 |
| — | Northeast Utilities | 663,420 | $27.37M | 0.1% | $39.42 | — | COMMSTCK | 664397106 |
| — | Hologic Inc 2% | 27,160,000 | $27.3M | 0.1% | $0.99 | — | CNVRTBND | 436440AC5 |
| RHI | Robert Half International | 695,720 | $27.15M | 0.1% | $31.90 | +15.5% | COMMSTCK | 770323103 |
| — | WebMD Health Corp 2.25% | 27,300,000 | $26.74M | 0.1% | $0.93 | — | CNVRTBND | 94770VAH5 |
| SLM | SLM Corp | 1,073,600 | $26.73M | 0.1% | $7.89 | +10.6% | COMMSTCK | 78442P106 |
| MCHP | Microchip Technology Inc | 662,379 | $26.69M | 0.1% | $32.59 | -53.5% | COMMSTCK | 595017104 |
| — | Marvell Technology Group L | 2,264,200 | $26.04M | 0.1% | $11.71 | — | COMMSTCK | G5876H105 |
| — | Theravance Inc 2.125% | 16,000,000 | $26.02M | 0.1% | $1.54 | — | CNVRTBND | 88338TAB0 |
| TEX | Terex Corp | 773,404 | $25.99M | 0.1% | $30.31 | 0.0% | COMMSTCK | 880779103 |
| DKS | Dick's Sporting Goods Inc | 485,800 | $25.93M | 0.1% | $37.36 | 0.0% | COMMSTCK | 253393102 |
| VYX | NCR Corp | 653,700 | $25.89M | 0.1% | $18.55 | +20.6% | COMMSTCK | 62886E108 |
| KMB | Kimberly-Clark Corp | 274,144 | $25.83M | 0.1% | $84.43 | -27.7% | COMMSTCK | 494368103 |
| MAR | Marriott International Inc | 609,979 | $25.66M | 0.1% | $37.27 | -1.9% | COMMSTCK | 571903202 |
| NDAQ | NASDAQ OMX Group Inc/The | 792,300 | $25.43M | 0.1% | $8.32 | +5.4% | COMMSTCK | 631103108 |
| R | Ryder System Inc | 423,700 | $25.3M | 0.1% | $60.21 | -0.3% | COMMSTCK | 783549108 |
| — | Cimarex Energy Co | 261,200 | $25.18M | 0.1% | $65.30 | — | COMMSTCK | 171798101 |
| CCK | Crown Holdings Inc | 588,410 | $24.88M | 0.1% | $36.85 | +12.8% | COMMSTCK | 228368106 |
| MSI | Motorola Solutions Inc | 417,802 | $24.81M | 0.1% | $55.68 | -16.0% | COMMSTCK | 620076307 |
| — | Willis Group Holdings PLC | 571,210 | $24.75M | 0.1% | $33.74 | — | COMMSTCK | G96666105 |
| — | Joy Global Inc | 480,317 | $24.52M | 0.1% | $63.78 | — | COMMSTCK | 481165108 |
| SWK | Stanley Black & Decker Inc | 268,469 | $24.32M | 0.1% | $57.95 | +8.2% | COMMSTCK | 854502101 |
| FRCB | First Republic Bank/CA | 520,840 | $24.29M | 0.1% | $32.78 | +23.9% | COMMSTCK | 33616C100 |
| — | CareFusion Corp | 648,830 | $23.94M | 0.1% | $28.58 | — | COMMSTCK | 14170T101 |
| — | Westar Energy Inc | 780,700 | $23.93M | 0.1% | $31.88 | — | COMMSTCK | 95709T100 |
| PEB | Pebblebrook Hotel Trust | 821,910 | $23.6M | 0.1% | $23.18 | — | COMMSTCK | 70509V100 |
| KBR | KBR Inc | 713,900 | $23.3M | 0.1% | $29.92 | -11.5% | COMMSTCK | 48242W106 |
| — | PowerShares Buyback Achiev | 594,957 | $23.25M | 0.1% | $33.72 | — | ETIF | 73935X286 |
| — | Weatherford International | 1,505,460 | $23.08M | 0.1% | $13.70 | — | COMMSTCK | H27013103 |
| NFG | National Fuel Gas Co | 331,468 | $22.79M | 0.1% | $50.69 | +28.3% | COMMSTCK | 636180101 |
| MOS | Mosaic Co/The | 528,333 | $22.73M | 0.1% | $56.63 | -35.8% | COMMSTCK | 61945C103 |
| — | SanDisk Corp 1.5% | 17,061,000 | $22.56M | 0.1% | $1.16 | — | CNVRTBND | 80004CAD3 |
| CMP | Compass Minerals Internati | 290,408 | $22.15M | 0.1% | $74.71 | -27.3% | COMMSTCK | 20451N101 |
| — | Scripps Networks Interacti | 279,228 | $21.81M | 0.1% | $57.92 | — | COMMSTCK | 811065101 |
| FIS | Fidelity National Informat | 465,050 | $21.6M | 0.1% | $34.36 | +6.6% | COMMSTCK | 31620M106 |
| BHP | BHP Billiton Ltd | 323,798 | $21.53M | 0.1% | $66.50 | — | DEPRECPT | 088606108 |
| — | HCP Inc | 522,690 | $21.4M | 0.1% | $45.18 | — | COMMSTCK | 40414L109 |
| DOX | Amdocs Ltd | 582,600 | $21.35M | 0.1% | $28.59 | +6.2% | COMMSTCK | G02602103 |
| ZBH | Zimmer Holdings Inc | 259,550 | $21.32M | 0.1% | $67.30 | +5.6% | COMMSTCK | 98956P102 |
| LUV | Southwest Airlines Co | 1,456,300 | $21.2M | 0.1% | $10.24 | +16.1% | COMMSTCK | 844741108 |
| ED | Consolidated Edison Inc | 379,476 | $20.92M | 0.1% | $54.99 | -33.9% | COMMSTCK | 209115104 |
| AXS | Axis Capital Holdings Ltd | 480,300 | $20.8M | 0.1% | $31.36 | +0.8% | COMMSTCK | G0692U109 |
| — | Michael Kors Holdings Ltd | 278,024 | $20.72M | 0.1% | $62.02 | — | COMMSTCK | G60754101 |
| — | Auxilium Pharmaceuticals I | 20,000,000 | $20.69M | 0.1% | $0.97 | — | CNVRTBND | 05334DAA5 |
| — | G&K Services Inc | 342,386 | $20.68M | 0.1% | $34.15 | — | COMMSTCK | 361268105 |
| — | Chesapeake Energy Corp 2.2 | 22,600,000 | $20.62M | 0.1% | $0.82 | — | CNVRTBND | 165167CB1 |
| — | American Campus Communitie | 601,454 | $20.54M | 0.1% | $45.22 | — | COMMSTCK | 024835100 |
| UPBD | Rent-A-Center Inc/TX | 536,020 | $20.42M | 0.1% | $34.36 | +12.2% | COMMSTCK | 76009N100 |
| LEA | Lear Corp | 284,671 | $20.37M | 0.1% | $46.84 | +19.7% | COMMSTCK | 521865204 |
| — | Spectra Energy Corp | 593,127 | $20.3M | 0.1% | $27.51 | — | COMMSTCK | 847560109 |
| ACH | Owens & Minor Inc | 583,839 | $20.2M | 0.1% | $28.49 | +0.8% | COMMSTCK | 690732102 |
| T | AT&T Inc | 593,541 | $20.07M | 0.1% | $33.71 | -67.5% | COMMSTCK | 00206R102 |
| — | WebMD Health Corp 2.5% | 20,440,000 | $19.25M | 0.1% | $0.83 | — | CNVRTBND | 94770VAF9 |
| — | Carlyle Group LP/The | 743,925 | $19.13M | 0.1% | $25.94 | — | COMMSTCK | 14309L102 |
| LNC | Lincoln National Corp | 453,000 | $19.02M | 0.1% | $22.50 | +24.2% | COMMSTCK | 534187109 |
| — | Cytec Industries Inc | 232,800 | $18.94M | 0.1% | $73.25 | — | COMMSTCK | 232820100 |
| DHI | DR Horton Inc | 967,491 | $18.8M | 0.1% | $17.39 | 0.0% | COMMSTCK | 23331A109 |
| — | New York Community Bancorp | 1,227,843 | $18.55M | 0.1% | $13.10 | — | COMMSTCK | 649445103 |
| RGA | Reinsurance Group of Ameri | 275,500 | $18.46M | 0.1% | $67.49 | 0.0% | COMMSTCK | 759351604 |
| — | Crane Co | 299,000 | $18.44M | 0.1% | $61.67 | — | COMMSTCK | 224399105 |
| — | Molex Inc | 480,841 | $18.41M | 0.1% | $22.32 | — | COMMSTCK | 608554200 |
| — | Corsicanto Ltd 3.5% | 16,795,000 | $18.25M | 0.1% | $1.07 | — | CNVRTBND | 220480AC1 |
| — | Forest City Enterprises In | 951,442 | $18.02M | 0.1% | $16.15 | — | COMMSTCK | 345550107 |
| — | Kellogg Co | 306,371 | $17.99M | 0.1% | $52.05 | -25.4% | COMMSTCK | 487836108 |
| — | Greenbrier Cos Inc 3.5% | 16,695,000 | $17.92M | 0.1% | $0.90 | — | CNVRTBND | 393657AH4 |
| CSX | CSX Corp | 685,243 | $17.64M | 0.1% | $14.45 | -52.5% | COMMSTCK | 126408103 |
| GPC | Genuine Parts Co | 216,626 | $17.52M | 0.1% | $63.58 | -10.3% | COMMSTCK | 372460105 |
| TXNM | PNM Resources Inc | 760,890 | $17.22M | 0.1% | $20.57 | +10.6% | COMMSTCK | 69349H107 |
| — | TIBCO Software Inc 2.25% | 16,650,000 | $16.91M | 0.1% | $0.98 | — | CNVRTBND | 88632QAB9 |
| — | Questar Corp | 749,184 | $16.85M | 0.1% | $19.76 | — | COMMSTCK | 748356102 |
| LNT | Alliant Energy Corp | 338,533 | $16.77M | 0.1% | $25.14 | -31.8% | COMMSTCK | 018802108 |
| BMO | Bank of Montreal | 250,474 | $16.74M | 0.1% | $61.30 | -38.1% | COMMSTCK | 063671101 |
| UNH | UnitedHealth Group Inc | 229,965 | $16.47M | 0.1% | $54.65 | +7.3% | COMMSTCK | 91324P102 |
| CPA | Copa Holdings SA | 118,691 | $16.46M | 0.1% | $97.92 | -3.6% | COMMSTCK | P31076105 |
| SPG | Simon Property Group Inc | 110,889 | $16.44M | 0.1% | $158.09 | -48.8% | COMMSTCK | 828806109 |
| LKQ | LKQ Corp | 514,176 | $16.38M | 0.1% | $21.22 | +22.2% | COMMSTCK | 501889208 |
| — | Precision Drilling Corp | 1,648,631 | $16.35M | 0.1% | $8.85 | — | COMMSTCK | 74022D308 |
| — | Ciena Corp 0.875% | 16,000,000 | $16.29M | 0.1% | $0.87 | — | CNVRTBND | 171779AE1 |
| — | Kaydon Corp | 456,320 | $16.21M | 0.1% | $23.93 | — | COMMSTCK | 486587108 |
| — | Towers Watson & Co | 151,406 | $16.19M | 0.1% | $106.96 | — | COMMSTCK | 891894107 |
| — | Hillshire Brands Co | 521,258 | $16.02M | 0.1% | $28.14 | — | COMMSTCK | 432589109 |
| — | Blackstone Group LP | 627,233 | $15.61M | 0.1% | $21.44 | — | COMMSTCK | 09253U108 |
| DAL | Delta Air Lines Inc | 655,697 | $15.47M | 0.1% | $14.15 | +27.5% | COMMSTCK | 247361702 |
| — | Duke Realty Corp | 1,000,830 | $15.45M | 0.1% | $13.87 | — | COMMSTCK | 264411505 |
| HP | Helmerich & Payne Inc | 223,183 | $15.39M | 0.1% | $56.01 | +17.8% | COMMSTCK | 423452101 |
| CSGP | CoStar Group Inc | 91,600 | $15.38M | 0.1% | $89.37 | -82.8% | COMMSTCK | 22160N109 |
| — | Linear Technology Corp | 386,328 | $15.32M | 0.1% | $34.30 | — | COMMSTCK | 535678106 |
| KIM | Kimco Realty Corp | 757,750 | $15.29M | 0.1% | $19.32 | -38.6% | COMMSTCK | 49446R109 |
| — | Cameron International Corp | 260,708 | $15.22M | 0.1% | $61.16 | — | COMMSTCK | 13342B105 |
| CRS | Carpenter Technology Corp | 256,400 | $14.9M | 0.1% | $37.61 | +14.6% | COMMSTCK | 144285103 |
| — | Shire PLC | 120,183 | $14.41M | 0.1% | $92.96 | — | DEPRECPT | 82481R106 |
| — | Catamaran Corp | 312,937 | $14.38M | 0.1% | $47.60 | — | COMMSTCK | 148887102 |
| — | NPS Pharmaceuticals Inc | 448,811 | $14.28M | 0.1% | $9.10 | — | COMMSTCK | 62936P103 |
| — | Alere Inc 3% | 13,375,000 | $14.1M | 0.1% | $0.94 | — | CNVRTBND | 01449JAA3 |
| DUK | Duke Energy Corp | 210,888 | $14.08M | 0.1% | $63.80 | -36.0% | COMMSTCK | 26441C204 |
| — | WR Grace & Co | 158,038 | $13.81M | 0.1% | $69.16 | — | COMMSTCK | 38388F108 |
| AKAM | Akamai Technologies Inc | 266,848 | $13.8M | 0.1% | $41.38 | +14.0% | COMMSTCK | 00971T101 |
| EQT | EQT Corp | 152,593 | $13.54M | 0.1% | $56.76 | -25.1% | COMMSTCK | 26884L109 |
| MUR | Murphy Oil Corp | 222,400 | $13.41M | 0.1% | $34.50 | +9.4% | COMMSTCK | 626717102 |
| BA | Boeing Co/The | 113,261 | $13.31M | 0.1% | $82.61 | +10.8% | COMMSTCK | 097023105 |
| INGR | Ingredion Inc | 199,170 | $13.18M | 0.1% | $64.43 | +1.3% | COMMSTCK | 457187102 |
| — | Fidelity National Financia | 9,150,000 | $12.96M | 0.1% | $1.22 | — | CNVRTBND | 31620RAE5 |
| CMA | Comerica Inc | 325,200 | $12.78M | 0.1% | $27.00 | 0.0% | COMMSTCK | 200340107 |
| — | Mine Safety Appliances Co | 243,656 | $12.57M | 0.1% | $42.71 | — | COMMSTCK | 602720104 |
| — | Home Properties Inc | 215,120 | $12.42M | 0.1% | $61.31 | — | COMMSTCK | 437306103 |
| GTLS | Chart Industries Inc | 100,812 | $12.4M | 0.1% | $66.67 | +68.7% | COMMSTCK | 16115Q308 |
| — | Flotek Industries Inc | 538,888 | $12.39M | 0.1% | $12.20 | — | COMMSTCK | 343389102 |
| LVS | Las Vegas Sands Corp | 183,856 | $12.21M | 0.0% | $43.28 | -6.1% | COMMSTCK | 517834107 |
| — | Hanesbrands Inc | 192,841 | $12.02M | 0.0% | $35.82 | — | COMMSTCK | 410345102 |
| TSCO | Tractor Supply Co | 175,824 | $11.81M | 0.0% | $26.47 | -60.8% | COMMSTCK | 892356106 |
| ITRI | Itron Inc | 273,930 | $11.73M | 0.0% | $44.55 | -8.1% | COMMSTCK | 465741106 |
| — | Qlik Technologies Inc | 338,057 | $11.57M | 0.0% | $23.02 | — | COMMSTCK | 74733T105 |
| — | SBA Communications Corp | 143,478 | $11.54M | 0.0% | $74.12 | — | COMMSTCK | 78388J106 |
| — | Delphi Automotive PLC | 197,208 | $11.52M | 0.0% | $38.25 | — | COMMSTCK | G27823106 |
| — | DryShips Inc 5% | 11,700,000 | $11.43M | 0.0% | $0.79 | — | CORPBOND | 262498AB4 |
| EQR | Equity Residential | 213,100 | $11.42M | 0.0% | $53.48 | -43.2% | COMMSTCK | 29476L107 |
| EXP | Eagle Materials Inc | 156,806 | $11.38M | 0.0% | $58.50 | +9.3% | COMMSTCK | 26969P108 |
| WY | Weyerhaeuser Co | 396,501 | $11.35M | 0.0% | $18.55 | -5.0% | COMMSTCK | 962166104 |
| — | Manitowoc Co Inc/The | 572,214 | $11.2M | 0.0% | $15.68 | — | COMMSTCK | 563571108 |
| KMX | CarMax Inc | 230,909 | $11.19M | 0.0% | $43.66 | +12.1% | COMMSTCK | 143130102 |
| — | LinkedIn Corp | 44,950 | $11.06M | 0.0% | $149.38 | — | COMMSTCK | 53578A108 |
| — | Kansas City Southern | 101,109 | $11.06M | 0.0% | $100.96 | — | COMMSTCK | 485170302 |
| — | Hess Corp | 142,400 | $11.01M | 0.0% | $77.34 | — | COMMSTCK | 42809H107 |
| DHR | Danaher Corp | 158,792 | $11.01M | 0.0% | $27.99 | -2.1% | COMMSTCK | 235851102 |
| — | Pioneer Natural Resources | 58,264 | $11M | 0.0% | $145.71 | — | COMMSTCK | 723787107 |
| — | Regal Entertainment Group | 564,451 | $10.71M | 0.0% | $14.08 | — | COMMSTCK | 758766109 |
| — | Seadrill Ltd | 236,600 | $10.67M | 0.0% | $45.08 | — | COMMSTCK | G7945E105 |
| — | General Cable Corp | 335,500 | $10.65M | 0.0% | $30.41 | — | COMMSTCK | 369300108 |
| — | priceline.com Inc | 10,397 | $10.51M | 0.0% | $827.16 | — | COMMSTCK | 741503403 |
| — | Ingram Micro Inc | 454,300 | $10.47M | 0.0% | $16.92 | — | COMMSTCK | 457153104 |
| HOG | Harley-Davidson Inc | 162,727 | $10.45M | 0.0% | $51.76 | +14.3% | COMMSTCK | 412822108 |
| — | Intel Corp 3.25% | 8,348,000 | $10.34M | 0.0% | $1.23 | — | CNVRTBND | 458140AF7 |
| PSA | Public Storage | 63,700 | $10.23M | 0.0% | $144.95 | -32.1% | COMMSTCK | 74460D109 |
| SON | Sonoco Products Co | 261,231 | $10.17M | 0.0% | $29.73 | -15.1% | COMMSTCK | 835495102 |
| — | Nuance Communications Inc | 542,845 | $10.15M | 0.0% | $22.32 | — | COMMSTCK | 67020Y100 |
| — | Axiall Corp | 263,856 | $9.972M | 0.0% | $36.24 | — | COMMSTCK | 05463D100 |
| — | Alexion Pharmaceuticals In | 84,977 | $9.871M | 0.0% | $108.14 | — | COMMSTCK | 015351109 |
| — | WageWorks Inc | 194,479 | $9.811M | 0.0% | $23.74 | — | COMMSTCK | 930427109 |
| — | Crown Castle International | 132,755 | $9.695M | 0.0% | $72.61 | — | COMMSTCK | 228227104 |
| — | Anixter International Inc | 109,891 | $9.633M | 0.0% | $64.17 | — | COMMSTCK | 035290105 |
| SO | Southern Co/The | 233,644 | $9.621M | 0.0% | $25.40 | -0.3% | COMMSTCK | 842587107 |
| DSX | Diana Shipping Inc | 795,339 | $9.6M | 0.0% | $5.75 | +12.1% | COMMSTCK | Y2066G104 |
| VALE | Vale SA | 627,797 | $9.596M | 0.0% | $18.31 | — | DEPRECPT | 91912E105 |
| SHW | Sherwin-Williams Co/The | 52,589 | $9.581M | 0.0% | $53.28 | -2.0% | COMMSTCK | 824348106 |
| GRMN | Garmin Ltd | 211,972 | $9.579M | 0.0% | $27.24 | 0.0% | COMMSTCK | H2906T109 |
| DLTR | Dollar Tree Inc | 167,354 | $9.566M | 0.0% | $46.28 | +16.7% | COMMSTCK | 256746108 |
| IMAX | Imax Corp | 315,534 | $9.542M | 0.0% | $24.10 | +11.6% | COMMSTCK | 45245E109 |
| PLD | Prologis Inc | 253,500 | $9.537M | 0.0% | $35.83 | -27.4% | COMMSTCK | 74340W103 |
| ALGN | Align Technology Inc | 197,426 | $9.5M | 0.0% | $27.75 | +57.3% | COMMSTCK | 016255101 |
| AWK | American Water Works Co In | 229,600 | $9.478M | 0.0% | $32.11 | 0.0% | COMMSTCK | 030420103 |
| — | Boise Inc | 749,314 | $9.441M | 0.0% | $7.95 | — | COMMSTCK | 09746Y105 |
| — | Alliance One International | 9,478,000 | $9.419M | 0.0% | $0.98 | — | CNVRTBND | 018772AQ6 |
| CYH | Community Health Systems I | 222,070 | $9.216M | 0.0% | $35.46 | 0.0% | COMMSTCK | 203668108 |
| — | Discovery Communications I | 107,830 | $9.103M | 0.0% | $74.28 | — | COMMSTCK | 25470F104 |
| — | Steel Dynamics Inc 5.125% | 8,200,000 | $8.949M | 0.0% | $1.09 | — | CNVRTBND | 858119AP5 |
| IYR | iShares US Real Estate ETF | 140,180 | $8.938M | 0.0% | $66.25 | — | ETIF | 464287739 |
| NVDA | NVIDIA Corp | 574,200 | $8.935M | 0.0% | $0.33 | +6.5% | COMMSTCK | 67066G104 |
| CVLT | CommVault Systems Inc | 100,315 | $8.811M | 0.0% | $74.48 | +12.5% | COMMSTCK | 204166102 |
| FHI | Federated Investors Inc | 323,988 | $8.8M | 0.0% | $20.23 | -18.7% | COMMSTCK | 314211103 |
| — | Aon PLC | 117,688 | $8.761M | 0.0% | $74.44 | — | COMMSTCK | G0408V102 |
| WLK | Westlake Chemical Corp | 83,288 | $8.717M | 0.0% | $69.15 | -38.0% | COMMSTCK | 960413102 |
| — | Ryland Group Inc/The 0.25% | 9,450,000 | $8.624M | 0.0% | $0.90 | — | CNVRTBND | 783764AS2 |
| VRSK | Verisk Analytics Inc | 131,570 | $8.547M | 0.0% | $57.10 | +5.6% | COMMSTCK | 92345Y106 |
| LDOS | Leidos Holdings Inc | 184,564 | $8.401M | 0.0% | $21.28 | 0.0% | COMMSTCK | 525327102 |
| LECO | Lincoln Electric Holdings | 125,418 | $8.355M | 0.0% | $55.81 | +12.4% | COMMSTCK | 533900106 |
| AVB | AvalonBay Communities Inc | 65,100 | $8.274M | 0.0% | $130.26 | -33.0% | COMMSTCK | 053484101 |
| — | HomeAway Inc | 294,036 | $8.233M | 0.0% | $22.00 | — | COMMSTCK | 43739Q100 |
| BXP | Boston Properties Inc | 76,700 | $8.199M | 0.0% | $105.81 | -40.7% | COMMSTCK | 101121101 |
| — | Forest City Enterprises In | 7,365,000 | $8.189M | 0.0% | $1.05 | — | CNVRTBND | 345550AP2 |
| — | Viacom Inc | 97,870 | $8.18M | 0.0% | $73.33 | — | COMMSTCK | 92553P201 |
| — | EI du Pont de Nemours & Co | 139,530 | $8.171M | 0.0% | $55.00 | — | COMMSTCK | 263534109 |
| ARE | Alexandria Real Estate Equ | 127,800 | $8.16M | 0.0% | $69.32 | -38.9% | COMMSTCK | 015271109 |
| MHK | Mohawk Industries Inc | 62,512 | $8.142M | 0.0% | $121.93 | 0.0% | COMMSTCK | 608190104 |
| — | Continental Airlines Inc 4 | 4,775,000 | $8.121M | 0.0% | $1.44 | — | CNVRTBND | 210795PU8 |
| MEOH | Methanex Corp | 158,165 | $8.109M | 0.0% | $42.29 | +12.4% | COMMSTCK | 59151K108 |
| — | Stericycle Inc | 70,152 | $8.096M | 0.0% | $111.05 | — | COMMSTCK | 858912108 |
| — | Orbital Sciences Corp | 380,090 | $8.05M | 0.0% | $13.77 | — | COMMSTCK | 685564106 |
| VTGDF 7.875 09/01/42 | Vantage Drilling Co 7.875% | 7,000,000 | $8.024M | 0.0% | $1.15 | — | CORPBOND | G93205AA3 |
| SBNY | Signature Bank/New York NY | 86,127 | $7.882M | 0.0% | $76.76 | — | COMMSTCK | 82669G104 |
| NFLX | Netflix Inc | 25,352 | $7.839M | 0.0% | $2.97 | +29.8% | COMMSTCK | 64110L106 |
| CNK | Cinemark Holdings Inc | 246,066 | $7.81M | 0.0% | $25.98 | -7.8% | COMMSTCK | 17243V102 |
| — | Vantiv Inc | 278,622 | $7.785M | 0.0% | $27.64 | — | COMMSTCK | 92210H105 |
| WEX | WEX Inc | 88,011 | $7.723M | 0.0% | $75.37 | +12.2% | COMMSTCK | 96208T104 |
| MASI | Masimo Corp | 286,545 | $7.634M | 0.0% | $21.02 | +17.3% | COMMSTCK | 574795100 |
| URI | United Rentals Inc | 130,778 | $7.623M | 0.0% | $47.92 | +12.1% | COMMSTCK | 911363109 |
| MLCO | Melco Crown Entertainment | 237,978 | $7.575M | 0.0% | $31.83 | — | DEPRECPT | 585464100 |
| RRC | Range Resources Corp | 99,671 | $7.564M | 0.0% | $62.83 | +24.3% | COMMSTCK | 75281A109 |
| GWRE | Guidewire Software Inc | 158,264 | $7.456M | 0.0% | $31.73 | +41.8% | COMMSTCK | 40171V100 |
| — | SemGroup Corp | 130,183 | $7.423M | 0.0% | $39.08 | — | COMMSTCK | 81663A105 |
| PODD | Insulet Corp | 204,527 | $7.412M | 0.0% | $21.22 | +58.1% | COMMSTCK | 45784P101 |
| MKC | McCormick & Co Inc/MD | 114,256 | $7.392M | 0.0% | $63.53 | -56.5% | COMMSTCK | 579780206 |
| VTR | Ventas Inc | 119,518 | $7.351M | 0.0% | $64.72 | -33.8% | COMMSTCK | 92276F100 |
| BIO | Bio-Rad Laboratories Inc | 62,472 | $7.344M | 0.0% | $105.05 | +12.3% | COMMSTCK | 090572207 |
| — | US Airways Group Inc | 385,404 | $7.307M | 0.0% | $13.50 | — | COMMSTCK | 90341W108 |
| BFH | Alliance Data Systems Corp | 34,332 | $7.26M | 0.0% | $142.09 | -3.7% | COMMSTCK | 018581108 |
| — | Frank's International NV | 242,108 | $7.246M | 0.0% | $29.93 | — | COMMSTCK | N33462107 |
| — | RTI International Metals I | 7,000,000 | $7.245M | 0.0% | $0.94 | — | CNVRTBND | 74973WAB3 |
| ITUB | Itau Unibanco Holding SA | 512,464 | $7.236M | 0.0% | $16.46 | — | DEPRECPT | 465562106 |
| — | Endologix Inc | 447,900 | $7.225M | 0.0% | $13.97 | — | COMMSTCK | 29266S106 |
| GIII | G-III Apparel Group Ltd | 132,282 | $7.221M | 0.0% | $34.23 | -25.9% | COMMSTCK | 36237H101 |
| PPG | PPG Industries Inc | 43,037 | $7.19M | 0.0% | $84.08 | -23.2% | COMMSTCK | 693506107 |
| KMT | Kennametal Inc | 154,697 | $7.054M | 0.0% | $40.00 | -21.6% | COMMSTCK | 489170100 |
| — | TE Connectivity Ltd | 135,564 | $7.019M | 0.0% | $37.12 | — | COMMSTCK | H84989104 |
| ILMN | Illumina Inc | 86,127 | $6.962M | 0.0% | $64.01 | +19.5% | COMMSTCK | 452327109 |
| RIO | Rio Tinto PLC | 142,300 | $6.939M | 0.0% | $48.76 | — | DEPRECPT | 767204100 |
| NUS | Nu Skin Enterprises Inc | 72,434 | $6.935M | 0.0% | $42.10 | +36.4% | COMMSTCK | 67018T105 |
| — | Shutterfly Inc | 123,659 | $6.91M | 0.0% | $55.81 | — | COMMSTCK | 82568P304 |
| — | MGM Resorts International | 5,400,000 | $6.875M | 0.0% | $1.11 | — | CNVRTBND | 55303QAE0 |
| — | Stanley Black & Decker Inc | 50,000 | $6.858M | 0.0% | $122.28 | — | PFDDOM | 854502309 |
| — | Alpha Appalachia Holdings | 7,314,000 | $6.838M | 0.0% | $0.96 | — | CNVRTBND | 576203AJ2 |
| — | Apollo Investment Corp 5.7 | 6,430,000 | $6.784M | 0.0% | $1.03 | — | CNVRTBND | 03761UAE6 |
| — | Omnicare Inc 3.25% | 6,364,000 | $6.762M | 0.0% | $1.00 | — | CNVRTBND | 681904AL2 |
| — | PDC Energy Inc | 112,917 | $6.723M | 0.0% | $51.56 | — | COMMSTCK | 69327R101 |
| BKD | Brookdale Senior Living In | 255,205 | $6.712M | 0.0% | $25.32 | +8.2% | COMMSTCK | 112463104 |
| — | Mobile Mini Inc | 196,708 | $6.7M | 0.0% | $21.50 | — | COMMSTCK | 60740F105 |
| — | DR Horton Inc 2% | 4,387,000 | $6.668M | 0.0% | $1.58 | — | CNVRTBND | 23331ABB4 |
| AEO | American Eagle Outfitters | 473,700 | $6.627M | 0.0% | $12.77 | -8.4% | COMMSTCK | 02553E106 |
| PRU | Prudential Financial Inc | 84,582 | $6.596M | 0.0% | $41.89 | +12.3% | COMMSTCK | 744320102 |
| DG | Dollar General Corp | 116,390 | $6.571M | 0.0% | $44.10 | +8.4% | COMMSTCK | 256677105 |
| NVS | Novartis AG | 85,400 | $6.551M | 0.0% | $70.71 | — | DEPRECPT | 66987V109 |
| — | SodaStream International L | 103,491 | $6.457M | 0.0% | $72.65 | — | COMMSTCK | M9068E105 |
| — | Health Care REIT Inc | 101,600 | $6.338M | 0.0% | $65.15 | — | COMMSTCK | 42217K106 |
| CRM | Salesforce.com Inc | 121,027 | $6.283M | 0.0% | $44.85 | 0.0% | COMMSTCK | 79466L302 |
| — | People's United Financial | 436,231 | $6.273M | 0.0% | $14.38 | — | COMMSTCK | 712704105 |
| — | Bill Barrett Corp | 248,854 | $6.249M | 0.0% | $20.22 | — | COMMSTCK | 06846N104 |
| EMBJ | Embraer SA | 191,307 | $6.212M | 0.0% | $31.54 | — | DEPRECPT | 29082A107 |
| HST | Host Hotels & Resorts Inc | 348,000 | $6.149M | 0.0% | $15.67 | -30.7% | COMMSTCK | 44107P104 |
| — | KapStone Paper and Packagi | 140,702 | $6.022M | 0.0% | $40.43 | — | COMMSTCK | 48562P103 |
| — | Cigna Corp | 77,400 | $5.949M | 0.0% | $53.46 | — | COMMSTCK | 125509109 |
| G | Genpact Ltd | 313,659 | $5.922M | 0.0% | $16.15 | +11.6% | COMMSTCK | G3922B107 |
| ALKS | Alkermes Plc | 175,180 | $5.89M | 0.0% | $18.52 | +75.7% | COMMSTCK | G01767105 |
| A | Agilent Technologies Inc | 114,902 | $5.889M | 0.0% | $40.94 | -25.7% | COMMSTCK | 00846U101 |
| — | Avago Technologies Ltd | 136,017 | $5.865M | 0.0% | $38.14 | — | COMMSTCK | Y0486S104 |
| — | JinkoSolar Holding Co Ltd | 6,000,000 | $5.854M | 0.0% | $0.42 | — | CNVRTBND | 47759TAA8 |
| DOV | Dover Corp | 65,168 | $5.854M | 0.0% | $46.22 | 0.0% | COMMSTCK | 260003108 |
| KRC | Kilroy Realty Corp | 115,800 | $5.784M | 0.0% | $47.41 | — | COMMSTCK | 49427F108 |
| TSM | Taiwan Semiconductor Manuf | 336,306 | $5.704M | 0.0% | $17.16 | — | DEPRECPT | 874039100 |
| CAG | ConAgra Foods Inc | 187,499 | $5.689M | 0.0% | $17.69 | +0.4% | COMMSTCK | 205887102 |
| JLL | Jones Lang LaSalle Inc | 64,595 | $5.639M | 0.0% | $84.61 | +1.7% | COMMSTCK | 48020Q107 |
| — | Financial Engines Inc | 94,363 | $5.609M | 0.0% | $32.64 | — | COMMSTCK | 317485100 |
| — | Warner Chilcott PLC | 242,800 | $5.548M | 0.0% | $19.88 | — | COMMSTCK | G94368100 |
| — | Basic Energy Services Inc | 436,832 | $5.522M | 0.0% | $11.72 | — | COMMSTCK | 06985P100 |
| — | Hertz Global Holdings Inc | 247,949 | $5.495M | 0.0% | $24.80 | — | COMMSTCK | 42805T105 |
| MAC | Macerich Co/The | 96,200 | $5.43M | 0.0% | $58.37 | — | COMMSTCK | 554382101 |
| — | Mallinckrodt PLC | 122,851 | $5.416M | 0.0% | $44.09 | — | COMMSTCK | G5785G107 |
| — | Bonanza Creek Energy Inc | 112,083 | $5.409M | 0.0% | $30.46 | — | COMMSTCK | 097793103 |
| NBIX | Neurocrine Biosciences Inc | 474,486 | $5.371M | 0.0% | $10.47 | +31.3% | COMMSTCK | 64125C109 |
| BGS | B&G Foods Inc | 154,508 | $5.338M | 0.0% | $28.31 | -49.5% | COMMSTCK | 05508R106 |
| — | Cobalt International Energ | 213,063 | $5.297M | 0.0% | $24.72 | — | COMMSTCK | 19075F106 |
| — | Panera Bread Co | 33,413 | $5.297M | 0.0% | $185.93 | — | COMMSTCK | 69840W108 |
| IT | Gartner Inc | 88,262 | $5.296M | 0.0% | $46.02 | +28.0% | COMMSTCK | 366651107 |
| — | Ascent Capital Group Inc 4 | 5,000,000 | $5.256M | 0.0% | $1.05 | — | CNVRTBND | 043632AA6 |
| — | CBS Corp | 94,993 | $5.24M | 0.0% | $41.02 | — | COMMSTCK | 124857202 |
| — | Dow Chemical Co/The | 134,668 | $5.171M | 0.0% | $37.75 | — | COMMSTCK | 260543103 |
| — | Aspen Technology Inc | 149,369 | $5.161M | 0.0% | $27.64 | — | COMMSTCK | 045327103 |
| — | Windstream Holdings Inc | 640,076 | $5.12M | 0.0% | $8.00 | — | COMMSTCK | 97382A101 |
| DDD | 3D Systems Corp | 94,168 | $5.084M | 0.0% | $49.48 | 0.0% | COMMSTCK | 88554D205 |
| AMAT | Applied Materials Inc | 288,045 | $5.052M | 0.0% | $13.53 | 0.0% | COMMSTCK | 038222105 |
| — | Air Methods Corp | 118,080 | $5.03M | 0.0% | $33.88 | — | COMMSTCK | 009128307 |
| — | United States Steel Corp 2 | 4,500,000 | $4.981M | 0.0% | $0.99 | — | CNVRTBND | 912909AH1 |
| — | Monster Beverage Corp | 95,166 | $4.972M | 0.0% | $52.88 | — | COMMSTCK | 611740101 |
| LBTYAUSD | Liberty Global PLC | 61,519 | $4.882M | 0.0% | $74.08 | — | COMMSTCK | G5480U104 |
| — | Genesee & Wyoming Inc | 52,292 | $4.862M | 0.0% | $92.98 | — | COMMSTCK | 371559105 |
| CRI | Carter's Inc | 64,000 | $4.857M | 0.0% | $55.65 | -1.4% | COMMSTCK | 146229109 |
| — | DFC Global Corp 2.875% | 5,000,000 | $4.856M | 0.0% | $1.00 | — | CNVRTBND | 256664AB9 |
| CVGI | Commercial Vehicle Group I | 600,798 | $4.782M | 0.0% | $8.21 | -7.9% | COMMSTCK | 202608105 |
| — | Synchronoss Technologies I | 124,730 | $4.747M | 0.0% | $38.06 | — | COMMSTCK | 87157B103 |
| — | Anadarko Petroleum Corp | 50,786 | $4.723M | 0.0% | $74.31 | — | COMMSTCK | 032511107 |
| CRL | Charles River Laboratories | 101,212 | $4.682M | 0.0% | $44.51 | +3.1% | COMMSTCK | 159864107 |
| SSNC | SS&C Technologies Holdings | 122,269 | $4.658M | 0.0% | $23.12 | -21.5% | COMMSTCK | 78467J100 |
| FLO | Flowers Foods Inc | 213,156 | $4.57M | 0.0% | $21.51 | -33.6% | COMMSTCK | 343498101 |
| XYL | Xylem Inc/NY | 163,420 | $4.565M | 0.0% | $27.10 | -16.2% | COMMSTCK | 98419M100 |
| — | Ultimate Software Group In | 30,595 | $4.51M | 0.0% | $94.41 | — | COMMSTCK | 90385D107 |
| VNO | Vornado Realty Trust | 53,400 | $4.489M | 0.0% | $80.08 | — | COMMSTCK | 929042109 |
| — | Federal Realty Investment | 44,100 | $4.474M | 0.0% | $104.01 | — | COMMSTCK | 313747206 |
| MWA | Mueller Water Products Inc | 555,833 | $4.441M | 0.0% | $5.51 | +16.6% | COMMSTCK | 624758108 |
| MPWR | Monolithic Power Systems I | 144,697 | $4.381M | 0.0% | $22.54 | +11.7% | COMMSTCK | 609839105 |
| — | B/E Aerospace Inc | 59,134 | $4.365M | 0.0% | $49.40 | — | COMMSTCK | 073302101 |
| WAT | Waters Corp | 41,057 | $4.361M | 0.0% | $87.12 | +17.7% | COMMSTCK | 941848103 |
| TSN | Tyson Foods Inc | 153,600 | $4.344M | 0.0% | $22.26 | 0.0% | COMMSTCK | 902494103 |
| EXR | Extra Space Storage Inc | 94,300 | $4.314M | 0.0% | $36.39 | -24.5% | COMMSTCK | 30225T102 |
| YUM | Yum! Brands Inc | 60,034 | $4.286M | 0.0% | $53.38 | -23.2% | COMMSTCK | 988498101 |
| FBIN | Fortune Brands Home & Secu | 101,612 | $4.23M | 0.0% | $28.54 | +0.7% | COMMSTCK | 34964C106 |
| — | Tyco International Ltd | 123,874 | $4.213M | 0.0% | $32.02 | — | COMMSTCK | H89128104 |
| — | Rock Tenn Co | 41,470 | $4.2M | 0.0% | $85.27 | — | COMMSTCK | 772739207 |
| — | Taubman Centers Inc | 61,200 | $4.119M | 0.0% | $71.43 | — | COMMSTCK | 876664103 |
| NTRS | Northern Trust Corp | 74,500 | $4.052M | 0.0% | $41.67 | 0.0% | COMMSTCK | 665859104 |
| — | TD Ameritrade Holding Corp | 152,700 | $3.998M | 0.0% | $16.81 | — | COMMSTCK | 87236Y108 |
| BMY | Bristol-Myers Squibb Co | 85,502 | $3.957M | 0.0% | $32.59 | -10.4% | COMMSTCK | 110122108 |
| ARCC | Ares Capital Corp | 227,735 | $3.938M | 0.0% | $16.63 | -67.7% | COMMSTCK | 04010L103 |
| EMR | Emerson Electric Co | 60,227 | $3.897M | 0.0% | $44.46 | -1.4% | COMMSTCK | 291011104 |
| ESE | ESCO Technologies Inc | 116,751 | $3.88M | 0.0% | $37.41 | -17.2% | COMMSTCK | 296315104 |
| EPR | EPR Properties | 79,600 | $3.88M | 0.0% | $44.43 | — | COMMSTCK | 26884U109 |
| — | WNS Holdings Ltd | 178,901 | $3.796M | 0.0% | $10.42 | — | DEPRECPT | 92932M101 |
| — | Cabot Microelectronics Cor | 98,095 | $3.779M | 0.0% | $35.51 | — | COMMSTCK | 12709P103 |
| HON | Honeywell International In | 45,092 | $3.744M | 0.0% | $63.47 | -9.5% | COMMSTCK | 438516106 |
| — | Laredo Petroleum Holdings | 125,952 | $3.738M | 0.0% | $29.68 | — | COMMSTCK | 516806106 |
| EXPD | Expeditors International o | 84,646 | $3.73M | 0.0% | $35.28 | 0.0% | COMMSTCK | 302130109 |
| — | Standard Pacific Corp 1.25 | 3,000,000 | $3.701M | 0.0% | $1.10 | — | CNVRTBND | 85375CBC4 |
| — | Altra Holdings Inc 2.75% | 3,100,000 | $3.685M | 0.0% | $1.09 | — | CNVRTBND | 02208RAE6 |
| — | Starwood Hotels & Resorts | 53,800 | $3.575M | 0.0% | $57.36 | — | COMMSTCK | 85590A401 |
| — | Liberty Property Trust | 100,400 | $3.574M | 0.0% | $35.77 | — | COMMSTCK | 531172104 |
| REG | Regency Centers Corp | 73,200 | $3.539M | 0.0% | $47.12 | -32.6% | COMMSTCK | 758849103 |
| CPT | Camden Property Trust | 57,400 | $3.527M | 0.0% | $68.21 | -39.4% | COMMSTCK | 133131102 |
| — | Tangoe Inc | 146,905 | $3.505M | 0.0% | $12.94 | — | COMMSTCK | 87582Y108 |
| NGVC | Natural Grocers by Vitamin | 87,912 | $3.49M | 0.0% | $22.37 | +16.9% | COMMSTCK | 63888U108 |
| VFC | VF Corp | 17,512 | $3.486M | 0.0% | $125.47 | -63.2% | COMMSTCK | 918204108 |
| — | Unilever NV | 89,602 | $3.38M | 0.0% | $38.30 | — | DEPRECPT | 904784709 |
| — | DDR Corp | 208,400 | $3.274M | 0.0% | $15.66 | — | COMMSTCK | 23317H102 |
| IEMG | iShares Core MSCI Emerging | 67,200 | $3.269M | 0.0% | $48.65 | — | ETIF | 46434G103 |
| ARW | Arrow Electronics Inc | 67,143 | $3.259M | 0.0% | $38.08 | +20.3% | COMMSTCK | 042735100 |
| EWY | iShares MSCI South Korea C | 50,400 | $3.101M | 0.0% | $61.53 | — | ETIF | 464286772 |
| — | DuPont Fabros Technology I | 118,700 | $3.059M | 0.0% | $24.16 | — | COMMSTCK | 26613Q106 |
| — | Chesapeake Energy Corp 2.5 | 3,040,000 | $2.987M | 0.0% | $0.91 | — | CNVRTBND | 165167BZ9 |
| BSBR | Banco Santander Brasil SA/ | 429,699 | $2.986M | 0.0% | $7.13 | — | DEPRECPT | 05967A107 |
| — | Goodrich Petroleum Corp | 122,400 | $2.973M | 0.0% | $24.29 | — | COMMSTCK | 382410405 |
| — | Hewlett-Packard Co | 140,190 | $2.941M | 0.0% | $24.50 | — | COMMSTCK | 428236103 |
| — | BioMed Realty Trust Inc | 155,900 | $2.898M | 0.0% | $19.33 | — | COMMSTCK | 09063H107 |
| — | Exterran Holdings Inc 4.25 | 2,325,000 | $2.898M | 0.0% | $1.14 | — | CNVRTBND | 30225XAA1 |
| — | Health Care REIT Inc 6.5% | 50,000 | $2.878M | 0.0% | $57.56 | — | PFDDOM | 42217K601 |
| — | Aqua America Inc | 115,974 | $2.868M | 0.0% | $30.15 | — | COMMSTCK | 03836W103 |
| — | Enersis SA | 176,026 | $2.827M | 0.0% | $16.36 | — | DEPRECPT | 29274F104 |
| ELS | Equity Lifestyle Propertie | 82,000 | $2.802M | 0.0% | $50.93 | — | COMMSTCK | 29472R108 |
| BRKR | Bruker Corp | 135,182 | $2.792M | 0.0% | $16.60 | +10.6% | COMMSTCK | 116794108 |
| ALV | Autoliv Inc | 31,595 | $2.761M | 0.0% | $40.38 | +11.6% | COMMSTCK | 052800109 |
| NTAP | NetApp Inc | 64,435 | $2.746M | 0.0% | $33.47 | -8.0% | COMMSTCK | 64110D104 |
| — | BRE Properties Inc | 53,800 | $2.731M | 0.0% | $50.55 | — | COMMSTCK | 05564E106 |
| — | Live Nation Entertainment | 2,491,000 | $2.542M | 0.0% | $0.99 | — | CNVRTBND | 538034AB5 |
| — | Broadcom Corp | 94,700 | $2.463M | 0.0% | $33.21 | — | COMMSTCK | 111320107 |
| SNN | Smith & Nephew PLC | 38,402 | $2.397M | 0.0% | $55.40 | — | DEPRECPT | 83175M205 |
| RLJ | RLJ Lodging Trust | 101,600 | $2.387M | 0.0% | $19.72 | — | COMMSTCK | 74965L101 |
| — | ITT Corp | 65,909 | $2.369M | 0.0% | $23.46 | — | COMMSTCK | 450911201 |
| — | InterContinental Hotels Gr | 79,400 | $2.319M | 0.0% | $29.21 | — | DEPRECPT | 45857P400 |
| — | Rowan Cos Plc | 62,259 | $2.286M | 0.0% | $31.27 | — | COMMSTCK | G7665A101 |
| AAT | American Assets Trust Inc | 74,854 | $2.284M | 0.0% | $28.08 | — | COMMSTCK | 024013104 |
| — | Polymet Mining Corp | 2,885,869 | $2.283M | 0.0% | $0.92 | — | COMMSTCK | 731916102 |
| — | Alere Inc | 74,600 | $2.281M | 0.0% | $18.50 | — | COMMSTCK | 01449J105 |
| — | Hercules Offshore Inc | 2,265,000 | $2.244M | 0.0% | $1.00 | — | CNVRTBND | 427093AD1 |
| — | Spirit Aerosystems Holding | 91,892 | $2.227M | 0.0% | $24.23 | — | COMMSTCK | 848574109 |
| — | ITC Holdings Corp | 22,538 | $2.115M | 0.0% | $91.29 | — | COMMSTCK | 465685105 |
| MCK | McKesson Corp | 15,447 | $1.982M | 0.0% | $96.95 | +15.7% | COMMSTCK | 58155Q103 |
| XOM | Exxon Mobil Corp | 22,742 | $1.957M | 0.0% | $86.55 | -37.4% | COMMSTCK | 30231G102 |
| TAP | Molson Coors Brewing Co | 37,909 | $1.9M | 0.0% | $37.25 | +0.0% | COMMSTCK | 60871R209 |
| NNN | National Retail Properties | 59,300 | $1.887M | 0.0% | $31.29 | — | COMMSTCK | 637417106 |
| — | Retail Opportunity Investm | 135,900 | $1.878M | 0.0% | $12.88 | — | COMMSTCK | 76131N101 |
| DEI | Douglas Emmett Inc | 78,200 | $1.835M | 0.0% | $24.07 | — | COMMSTCK | 25960P109 |
| — | TIBCO Software Inc | 68,700 | $1.758M | 0.0% | $22.01 | — | COMMSTCK | 88632Q103 |
| — | Hercules Offshore Inc | 236,002 | $1.739M | 0.0% | $6.18 | — | COMMSTCK | 427093109 |
| — | KKR & Co LP | 83,763 | $1.724M | 0.0% | $19.66 | — | COMMSTCK | 48248M102 |
| — | Lorillard Inc | 38,379 | $1.719M | 0.0% | $44.33 | — | COMMSTCK | 544147101 |
| BAP | Credicorp Ltd | 13,305 | $1.709M | 0.0% | $89.33 | 0.0% | COMMSTCK | G2519Y108 |
| — | Amarin Corp PLC | 270,000 | $1.706M | 0.0% | $8.09 | — | DEPRECPT | 023111206 |
| CUBE | CubeSmart | 93,700 | $1.672M | 0.0% | $14.57 | — | COMMSTCK | 229663109 |
| — | Chesapeake Lodging Trust | 70,383 | $1.657M | 0.0% | $21.59 | — | COMMSTCK | 165240102 |
| — | Lazard Ltd | 46,000 | $1.657M | 0.0% | $29.85 | — | COMMSTCK | G54050102 |
| — | DigitalGlobe Inc | 49,746 | $1.573M | 0.0% | $24.44 | — | COMMSTCK | 25389M877 |
| TX | Ternium SA | 64,184 | $1.542M | 0.0% | $23.55 | — | DEPRECPT | 880890108 |
| — | Gannett Co Inc | 57,067 | $1.529M | 0.0% | $18.46 | — | COMMSTCK | 364730101 |
| EPU | iShares MSCI All Peru Capp | 45,200 | $1.474M | 0.0% | $32.61 | — | ETIF | 464289842 |
| — | CenturyLink Inc | 44,531 | $1.397M | 0.0% | $39.12 | — | COMMSTCK | 156700106 |
| — | TCP Capital Corp | 84,272 | $1.367M | 0.0% | $16.32 | — | COMMSTCK | 87238Q103 |
| — | Ramco-Gershenson Propertie | 88,600 | $1.365M | 0.0% | $13.38 | — | COMMSTCK | 751452202 |
| — | First Potomac Realty Trust | 105,000 | $1.32M | 0.0% | $12.36 | — | COMMSTCK | 33610F109 |
| XMVFX | BlackRock MuniVest Fund In | 137,000 | $1.28M | 0.0% | $9.34 | — | COMMSTCK | 09253R105 |
| — | LifePoint Hospitals Inc 3. | 1,185,000 | $1.247M | 0.0% | $1.03 | — | CNVRTBND | 53219LAH2 |
| PDM | Piedmont Office Realty Tru | 70,800 | $1.229M | 0.0% | $18.05 | — | COMMSTCK | 720190206 |
| — | Brookfield Office Properti | 61,300 | $1.169M | 0.0% | $17.01 | — | COMMSTCK | 112900105 |
| WMB | Williams Cos Inc/The | 31,069 | $1.13M | 0.0% | $17.72 | 0.0% | COMMSTCK | 969457100 |
| RIG | Transocean Ltd | 25,346 | $1.128M | 0.0% | $44.66 | +5.9% | COMMSTCK | H8817H100 |
| XMYDX | BlackRock MuniYield Fund I | 81,800 | $1.093M | 0.0% | $13.36 | — | COMMSTCK | 09253W104 |
| BRK/B | Berkshire Hathaway Inc | 9,534 | $1.082M | 0.0% | $89.71 | +28.6% | COMMSTCK | 084670702 |
| — | SanDisk Corp | 17,000 | $1.012M | 0.0% | $43.56 | — | COMMSTCK | 80004C101 |
| AMH | American Homes 4 Rent | 62,300 | $1.006M | 0.0% | $16.15 | — | COMMSTCK | 02665T306 |
| AKR | Acadia Realty Trust | 39,800 | $982K | 0.0% | $24.67 | — | COMMSTCK | 004239109 |
| — | Plum Creek Timber Co Inc | 20,502 | $960K | 0.0% | $46.67 | — | COMMSTCK | 729251108 |
| GBDC | Golub Capital BDC Inc | 52,363 | $908K | 0.0% | $5.72 | +2.9% | COMMSTCK | 38173M102 |
| — | United States Steel Corp | 42,700 | $879K | 0.0% | $23.86 | — | COMMSTCK | 912909108 |
| TRGP | Targa Resources Corp | 11,873 | $866K | 0.0% | $52.15 | -24.7% | COMMSTCK | 87612G101 |
| — | Hospira Inc | 22,000 | $863K | 0.0% | $31.24 | — | COMMSTCK | 441060100 |
| SNA | Snap-on Inc | 8,334 | $829K | 0.0% | $78.99 | -7.6% | COMMSTCK | 833034101 |
| — | Valeant Pharmaceuticals In | 7,300 | $762K | 0.0% | $96.30 | — | COMMSTCK | 91911K102 |
| TKR | Timken Co | 10,017 | $605K | 0.0% | $47.55 | -9.9% | COMMSTCK | 887389104 |
| BP | BP PLC | 14,054 | $591K | 0.0% | $41.64 | — | DEPRECPT | 055622104 |
| TER | Teradyne Inc | 35,600 | $588K | 0.0% | $15.28 | 0.0% | COMMSTCK | 880770102 |
| OKE | ONEOK Inc | 10,985 | $586K | 0.0% | $41.63 | -49.6% | COMMSTCK | 682680103 |
| AHRT | Armada Hoffler Properties | 56,700 | $562K | 0.0% | $11.30 | — | COMMSTCK | 04208T108 |
| AIG | American International Gro | 10,629 | $517K | 0.0% | $33.65 | +7.1% | COMMSTCK | 026874784 |
| — | Resolute Forest Products I | 37,976 | $502K | 0.0% | $13.23 | — | COMMSTCK | 76117W109 |
| OPLN | KAR Auction Services Inc | 17,481 | $493K | 0.0% | $8.53 | +16.9% | COMMSTCK | 48238T109 |
| BIIB | Biogen Idec Inc | 1,774 | $427K | 0.0% | $223.81 | 0.0% | COMMSTCK | 09062X103 |
| — | SunPower Corp 4.5% | 305,000 | $400K | 0.0% | $0.93 | — | CNVRTBND | 867652AE9 |
| CAT | Caterpillar Inc | 4,732 | $395K | 0.0% | $75.35 | -18.2% | COMMSTCK | 149123101 |
| — | Hologic Inc 2% | 365,000 | $365K | 0.0% | $1.00 | — | CNVRTBND | 436440AA9 |
| MET | MetLife Inc | 7,000 | $329K | 0.0% | $32.94 | -12.6% | COMMSTCK | 59156R108 |
| — | Aviv REIT Inc | 12,700 | $290K | 0.0% | $25.23 | — | COMMSTCK | 05381L101 |
| NKE | NIKE Inc | 3,967 | $288K | 0.0% | $26.53 | +5.3% | COMMSTCK | 654106103 |
| — | Grana y Montero SA | 14,011 | $280K | 0.0% | $19.98 | — | DEPRECPT | 38500P208 |
| VLO | Valero Energy Corp | 7,820 | $267K | 0.0% | $31.23 | -28.3% | COMMSTCK | 91913Y100 |
| ACN | Accenture PLC | 3,567 | $263K | 0.0% | $65.50 | -9.1% | COMMSTCK | G1151C101 |
| — | Twenty-First Century Fox I | 7,626 | $255K | 0.0% | $32.60 | — | COMMSTCK | 90130A101 |
| — | Seagate Technology PLC | 5,306 | $232K | 0.0% | $43.72 | — | COMMSTCK | G7945M107 |
| DVN | Devon Energy Corp | 4,021 | $232K | 0.0% | $38.10 | 0.0% | COMMSTCK | 25179M103 |
| — | Bed Bath & Beyond Inc | 2,943 | $228K | 0.0% | $56.01 | — | COMMSTCK | 075896100 |
| — | Suntech Power Holdings Co | 857,000 | $220K | 0.0% | $0.26 | — | CNVRTBND | 86800CAE4 |
| AMT | American Tower Corp | 2,934 | $217K | 0.0% | $77.36 | -30.0% | COMMSTCK | 03027X100 |
| — | Exelis Inc | 13,775 | $217K | 0.0% | $11.27 | — | COMMSTCK | 30162A108 |
| EIX | Edison International | 4,705 | $217K | 0.0% | $30.71 | -3.5% | COMMSTCK | 281020107 |
| PPL | PPL Corp | 6,584 | $200K | 0.0% | $28.63 | -42.5% | COMMSTCK | 69351T106 |
| — | Staples Inc | 11,954 | $175K | 0.0% | $11.42 | — | COMMSTCK | 855030102 |
| — | SUPERVALU Inc | 20,910 | $172K | 0.0% | $6.23 | — | COMMSTCK | 868536103 |