CIK: 0001056973 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 14, 2013
Total Value ($000): $8,329,822 (96.8% shares, 3.2% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| NRG | NRG ENERGY INC | 9,667,659 | $258,126 | 3.1% | $20.46 | 0.0% | COM NEW | 629377508 |
| — | BUNGE LIMITED | 2,835,390 | $200,661 | 2.4% | $70.77 | — | COM | G16962105 |
| RIG | TRANSOCEAN LTD | 3,517,737 | $168,675 | 2.0% | $50.97 | 0.0% | REG SHS | H8817H100 |
| — | WELLPOINT INC | 2,058,600 | $168,476 | 2.0% | $81.84 | — | COM | 94973V107 |
| — | FIDELITY NATIONAL FINANCIAL | 5,545,551 | $132,040 | 1.6% | $23.81 | — | CL A | 31620R105 |
| HCA | HCA HOLDINGS INC | 3,558,900 | $128,334 | 1.5% | $35.96 | 0.0% | COM | 40412C101 |
| QCOM | QUALCOMM INC | 2,080,680 | $127,109 | 1.5% | $45.06 | 0.0% | COM | 747525103 |
| — | SPRINT NEXTEL CORP | 17,755,500 | $124,644 | 1.5% | $7.02 | — | COM SER 1 | 852061100 |
| — | EXTERRAN HLDGS INC | 4,110,030 | $115,574 | 1.4% | $28.12 | — | COM | 30225X103 |
| — | LIFE TECHNOLOGIES CORP | 1,494,900 | $110,623 | 1.3% | $74.00 | — | COM | 53217V109 |
| EQR | EQUITY RESIDENTIAL | 1,621,130 | $94,123 | 1.1% | $31.42 | 0.0% | SH BEN INT | 29476L107 |
| NEE | NEXTERA ENERGY INC | 1,135,630 | $92,531 | 1.1% | $14.15 | 0.0% | COM | 65339F101 |
| — | VODAFONE GROUP PLC NEW | 2,988,000 | $85,890 | 1.0% | $28.74 | — | SPONS ADR NEW | 92857W209 |
| — | WHITING PETE CORP NEW | 1,843,685 | $84,975 | 1.0% | $46.09 | — | COM | 966387102 |
| — | GENERAL GROWTH PPTYS INC NEW | 4,271,033 | $84,865 | 1.0% | $19.87 | — | COM | 370023103 |
| — | EPL OIL & GAS INC | 2,515,673 | $73,860 | 0.9% | $29.36 | — | COM | 26883D108 |
| VLO | VALERO ENERGY CORP NEW | 2,100,004 | $73,017 | 0.9% | $24.01 | 0.0% | COM | 91913Y100 |
| AZO | AUTOZONE INC | 167,002 | $70,757 | 0.8% | $407.86 | 0.0% | COM | 053332102 |
| — | ACE LTD | 789,522 | $70,646 | 0.8% | $89.48 | — | SHS | H0023R105 |
| — | POST PPTYS INC | 1,409,525 | $69,757 | 0.8% | $49.49 | — | COM | 737464107 |
| OXY | OCCIDENTAL PETE CORP DEL | 773,820 | $69,048 | 0.8% | $57.83 | 0.0% | COM | 674599105 |
| — | BAKER HUGHES INC | 1,494,990 | $68,964 | 0.8% | $46.13 | — | COM | 057224107 |
| — | GOLDCORP INC NEW | 2,780,750 | $68,768 | 0.8% | $24.73 | — | COM | 380956409 |
| AVB | AVALONBAY CMNTYS INC | 503,908 | $67,982 | 0.8% | $87.72 | 0.0% | COM | 053484101 |
| AMT | AMERICAN TOWER CORP NEW | 925,195 | $67,697 | 0.8% | $59.51 | 0.0% | COM | 03027X100 |
| UAL | UNITED CONTL HLDGS INC | 2,154,700 | $67,421 | 0.8% | $31.81 | 0.0% | COM | 910047109 |
| BK | BANK NEW YORK MELLON CORP | 2,383,885 | $66,868 | 0.8% | $21.22 | 0.0% | COM | 064058100 |
| PCG | PG&E CORP | 1,447,750 | $66,206 | 0.8% | $38.88 | 0.0% | COM | 69331C108 |
| OGE | OGE ENERGY CORP | 956,220 | $65,214 | 0.8% | $34.79 | 0.0% | COM | 670837103 |
| CAH | CARDINAL HEALTH INC | 1,379,164 | $65,097 | 0.8% | $32.61 | 0.0% | COM | 14149Y108 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 995,535 | $62,360 | 0.7% | $29.46 | 0.0% | CL A | 192446102 |
| — | EXPRESS SCRIPTS HLDG CO | 1,004,750 | $62,033 | 0.7% | $61.74 | — | COM | 30219G108 |
| USB | US BANCORP DEL | 1,685,817 | $60,942 | 0.7% | $22.41 | 0.0% | COM NEW | 902973304 |
| — | HILLSHIRE BRANDS CO | 1,815,498 | $60,057 | 0.7% | $33.08 | — | COM | 432589109 |
| — | DELL INC | 4,442,208 | $59,192 | 0.7% | $13.32 | — | COM | 24702R101 |
| — | PARTNERRE LTD | 641,905 | $58,131 | 0.7% | $90.56 | — | COM | G6852T105 |
| — | GOOGLE INC | 65,735 | $57,871 | 0.7% | $880.37 | — | CL A | 38259P508 |
| — | SANDISK CORP | 920,885 | $56,266 | 0.7% | $61.10 | — | COM | 80004C101 |
| — | ITC HLDGS CORP | 603,356 | $55,086 | 0.7% | $91.30 | — | COM | 465685105 |
| — | INTERPUBLIC GROUP COS INC | 3,718,476 | $54,104 | 0.6% | $9.16 | 0.0% | COM | 460690100 |
| LOW | LOWES COS INC | 1,319,907 | $53,984 | 0.6% | $32.16 | 0.0% | COM | 548661107 |
| SLAB | SILICON LABORATORIES INC | 1,294,537 | $53,607 | 0.6% | $41.29 | 0.0% | COM | 826919102 |
| SLB | SCHLUMBERGER LTD | 740,700 | $53,079 | 0.6% | $52.90 | 0.0% | COM | 806857108 |
| — | STILLWATER MNG CO | 4,859,981 | $52,196 | 0.6% | $10.74 | — | COM | 86074Q102 |
| MAC | MACERICH CO | 840,290 | $51,232 | 0.6% | $60.97 | — | COM | 554382101 |
| EQT | EQT CORP | 633,683 | $50,295 | 0.6% | $37.67 | 0.0% | COM | 26884L109 |
| V | VISA INC | 265,602 | $48,539 | 0.6% | $40.02 | 0.0% | COM CL A | 92826C839 |
| — | EXACTTARGET INC | 1,415,262 | $47,723 | 0.6% | $33.72 | — | COM | 30064K105 |
| BAC | BANK OF AMERICA CORPORATION | 3,689,000 | $47,441 | 0.6% | $10.03 | 0.0% | COM | 060505104 |
| COF | CAPITAL ONE FINL CORP | 751,680 | $47,213 | 0.6% | $47.00 | 0.0% | COM | 14040H105 |
| GD | GENERAL DYNAMICS CORP | 602,498 | $47,194 | 0.6% | $56.44 | 0.0% | COM | 369550108 |
| — | TIME WARNER CABLE INC | 404,015 | $45,444 | 0.5% | $112.48 | — | COM | 88732J207 |
| GPI | GROUP 1 AUTOMOTIVE INC | 704,800 | $45,340 | 0.5% | $61.88 | 0.0% | COM | 398905109 |
| — | BB&T CORP | 1,301,809 | $44,105 | 0.5% | $33.88 | — | COM | 054937107 |
| IBM | INTERNATIONAL BUSINESS MACHS | 227,806 | $43,536 | 0.5% | $118.94 | 0.0% | COM | 459200101 |
| — | SYMANTEC CORP | 1,930,485 | $43,397 | 0.5% | $22.48 | — | COM | 871503108 |
| DG | DOLLAR GEN CORP NEW | 860,478 | $43,394 | 0.5% | $45.09 | 0.0% | COM | 256677105 |
| PAYX | PAYCHEX INC | 1,169,065 | $42,683 | 0.5% | $25.02 | 0.0% | COM | 704326107 |
| — | ULTRATECH INC | 1,149,822 | $42,221 | 0.5% | $36.72 | — | COM | 904034105 |
| — | WMS INDS INC | 1,652,803 | $42,163 | 0.5% | $25.51 | — | COM | 929297109 |
| — | IAC INTERACTIVECORP | 857,377 | $40,794 | 0.5% | $47.58 | — | COM PAR $.001 | 44919P508 |
| — | MARATHON OIL CORP | 1,175,100 | $40,635 | 0.5% | $34.58 | — | COM | 565849106 |
| HIG | HARTFORD FINL SVCS GROUP INC | 1,304,399 | $40,332 | 0.5% | $22.20 | 0.0% | COM | 416515104 |
| NTRS | NORTHERN TR CORP | 686,611 | $39,755 | 0.5% | $40.35 | 0.0% | COM | 665859104 |
| PAAS | PAN AMERICAN SILVER CORP | 3,400,000 | $39,576 | 0.5% | $12.75 | 0.0% | COM | 697900108 |
| — | ANADARKO PETE CORP | 459,657 | $39,498 | 0.5% | $85.93 | — | COM | 032511107 |
| ORCL | ORACLE CORP | 1,276,905 | $39,214 | 0.5% | $27.58 | 0.0% | COM | 68389X105 |
| — | DISCOVER FINL SVCS | 817,790 | $38,960 | 0.5% | $47.64 | — | COM | 254709108 |
| — | WHITEWAVE FOODS CO | 2,554,463 | $38,828 | 0.5% | $15.20 | — | COM CL B | 966244204 |
| — | KRAFT FOODS GROUP INC | 694,810 | $38,819 | 0.5% | $55.87 | — | COM | 50076Q106 |
| KALU | KAISER ALUMINUM CORP | 625,176 | $38,723 | 0.5% | $43.17 | 0.0% | COM PAR $0.01 | 483007704 |
| TRGP | TARGA RES CORP | 580,490 | $37,343 | 0.4% | $37.51 | 0.0% | COM | 87612G101 |
| — | KOSMOS ENERGY LTD | 3,662,600 | $37,212 | 0.4% | $10.16 | — | SHS | G5315B107 |
| — | SMITHFIELD FOODS INC | 1,129,800 | $37,001 | 0.4% | $32.75 | — | COM | 832248108 |
| — | WYNDHAM WORLDWIDE CORP | 638,280 | $36,529 | 0.4% | $57.23 | — | COM | 98310W108 |
| PPL | PPL CORP | 1,195,660 | $36,181 | 0.4% | $16.36 | 0.0% | COM | 69351T106 |
| — | PRICELINE COM INC | 43,745 | $36,163 | 0.4% | $826.68 | — | COM NEW | 741503403 |
| — | MYLAN INC | 15,000,000 | $35,575 | 0.4% | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| DKS | DICKS SPORTING GOODS INC | 696,926 | $34,888 | 0.4% | $36.98 | 0.0% | COM | 253393102 |
| WBS | WEBSTER FINL CORP CONN | 1,357,600 | $34,863 | 0.4% | $23.57 | 0.0% | COM | 947890109 |
| — | INTERCONTINENTALEXCHANGE INC | 194,385 | $34,554 | 0.4% | $177.76 | — | COM | 45865V100 |
| ENB | ENBRIDGE INC | 819,309 | $34,468 | 0.4% | $23.28 | 0.0% | COM | 29250N105 |
| CRM | SALESFORCE COM INC | 898,630 | $34,310 | 0.4% | $40.78 | 0.0% | COM | 79466L302 |
| — | SBA COMMUNICATIONS CORP | 13,960,000 | $34,304 | 0.4% | $2.46 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | ROYAL DUTCH SHELL PLC | 526,669 | $33,601 | 0.4% | $63.80 | — | SPONS ADR A | 780259206 |
| POR | PORTLAND GEN ELEC CO | 1,089,500 | $33,328 | 0.4% | $19.65 | 0.0% | COM NEW | 736508847 |
| RVTY | PERKINELMER INC | 1,012,030 | $32,891 | 0.4% | $31.21 | 0.0% | COM | 714046109 |
| WLK | WESTLAKE CHEM CORP | 331,125 | $31,924 | 0.4% | $37.72 | 0.0% | COM | 960413102 |
| PGR | PROGRESSIVE CORP OHIO | 1,246,853 | $31,695 | 0.4% | $17.04 | 0.0% | COM | 743315103 |
| — | CA INC | 1,099,887 | $31,479 | 0.4% | $28.62 | — | COM | 12673P105 |
| IVZ | INVESCO LTD | 964,287 | $30,664 | 0.4% | $18.88 | 0.0% | SHS | G491BT108 |
| — | STARWOOD HOTELS&RESORTS WRLD | 482,840 | $30,511 | 0.4% | $63.19 | — | COM | 85590A401 |
| — | MCGRAW HILL COS INC | 550,000 | $29,255 | 0.4% | $53.19 | — | COM | 580645109 |
| MET | METLIFE INC | 635,450 | $29,078 | 0.3% | $24.43 | 0.0% | COM | 59156R108 |
| — | DRIL-QUIP INC | 320,724 | $28,958 | 0.3% | $90.29 | — | COM | 262037104 |
| HAL | HALLIBURTON CO | 677,100 | $28,249 | 0.3% | $33.21 | 0.0% | COM | 406216101 |
| — | PIER 1 IMPORTS INC | 1,193,912 | $28,045 | 0.3% | $23.49 | — | COM | 720279108 |
| HBAN | HUNTINGTON BANCSHARES INC | 3,516,294 | $27,673 | 0.3% | $4.66 | 0.0% | COM | 446150104 |
| — | DISCOVERY COMMUNICATNS NEW | 391,800 | $27,337 | 0.3% | $69.77 | — | COM SER C | 25470F302 |
| MDLZ | MONDELEZ INTL INC | 958,096 | $27,334 | 0.3% | $23.16 | 0.0% | CL A | 609207105 |
| MSFT | MICROSOFT CORP | 783,661 | $27,072 | 0.3% | $26.70 | 0.0% | COM | 594918104 |
| — | FOOT LOCKER INC | 764,876 | $26,870 | 0.3% | $35.13 | — | COM | 344849104 |
| — | KELLOGG CO | 417,100 | $26,790 | 0.3% | $38.95 | 0.0% | COM | 487836108 |
| — | BEAM INC | 417,662 | $26,359 | 0.3% | $63.11 | — | COM | 073730103 |
| MPWR | MONOLITHIC PWR SYS INC | 1,089,188 | $26,260 | 0.3% | $21.28 | 0.0% | COM | 609839105 |
| NTAP | NETAPP INC | 692,840 | $26,175 | 0.3% | $26.74 | 0.0% | COM | 64110D104 |
| — | MONSANTO CO NEW | 264,180 | $26,101 | 0.3% | $98.80 | — | COM | 61166W101 |
| UNH | UNITEDHEALTH GROUP INC | 395,422 | $25,892 | 0.3% | $50.75 | 0.0% | COM | 91324P102 |
| — | EMERITUS CORP | 1,112,706 | $25,793 | 0.3% | $23.18 | — | COM | 291005106 |
| — | LAM RESEARCH CORP | 578,207 | $25,638 | 0.3% | $44.34 | — | COM | 512807108 |
| — | MEDTRONIC INC | 494,220 | $25,438 | 0.3% | $51.47 | — | COM | 585055106 |
| — | E M C CORP MASS | 17,000,000 | $25,110 | 0.3% | $1.48 | — | NOTE 1.750%12/0 | 268648AM4 |
| — | CAPITAL BK FINL CORP | 1,318,959 | $25,087 | 0.3% | $19.02 | — | CL A COM | 139794101 |
| ROST | ROSS STORES INC | 386,340 | $25,039 | 0.3% | $28.26 | 0.0% | COM | 778296103 |
| — | RUBY TUESDAY INC | 2,708,900 | $25,003 | 0.3% | $9.23 | — | COM | 781182100 |
| — | GILEAD SCIENCES INC | 11,000,000 | $24,948 | 0.3% | $2.27 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | DDR CORP | 1,473,970 | $24,542 | 0.3% | $16.65 | — | COM | 23317H102 |
| — | DOLE FOOD CO INC NEW | 1,910,000 | $24,353 | 0.3% | $12.75 | — | COM | 256603101 |
| META | FACEBOOK INC | 974,721 | $24,251 | 0.3% | $25.44 | 0.0% | CL A | 30303M102 |
| NBHC | NATIONAL BK HLDGS CORP | 1,219,315 | $24,021 | 0.3% | $14.46 | 0.0% | CL A | 633707104 |
| WDC | WESTERN DIGITAL CORP | 386,763 | $24,014 | 0.3% | $35.69 | 0.0% | COM | 958102105 |
| — | BUCKEYE TECHNOLOGIES INC | 645,900 | $23,924 | 0.3% | $37.04 | — | COM | 118255108 |
| — | FAMILY DLR STORES INC | 374,990 | $23,366 | 0.3% | $62.31 | — | COM | 307000109 |
| SBUX | STARBUCKS CORP | 356,067 | $23,326 | 0.3% | $24.37 | 0.0% | COM | 855244109 |
| RNR | RENAISSANCERE HOLDINGS LTD | 265,175 | $23,015 | 0.3% | $88.61 | 0.0% | COM | G7496G103 |
| — | GEO GROUP INC | 662,721 | $22,499 | 0.3% | $33.95 | — | COM | 36159R103 |
| EFX | EQUIFAX INC | 375,396 | $22,122 | 0.3% | $53.06 | 0.0% | COM | 294429105 |
| MCHP | MICROCHIP TECHNOLOGY INC | 567,806 | $21,151 | 0.3% | $13.83 | 0.0% | COM | 595017104 |
| — | CUBIST PHARMACEUTICALS INC | 12,000,000 | $21,053 | 0.3% | $1.75 | — | NOTE 2.500%11/0 | 229678AD9 |
| — | UAL CORP | 5,732,000 | $20,931 | 0.3% | $3.65 | — | NOTE 6.000%10/1 | 902549AJ3 |
| — | COVIDIEN PLC | 337,050 | $20,898 | 0.3% | $62.00 | — | SHS | G2554F113 |
| IP | INTL PAPER CO | 471,260 | $20,882 | 0.3% | $25.91 | 0.0% | COM | 460146103 |
| — | VANGUARD HEALTH SYS INC | 1,000,000 | $20,740 | 0.2% | $20.74 | — | COM | 922036207 |
| — | CIMAREX ENERGY CO | 316,680 | $20,581 | 0.2% | $64.99 | — | COM | 171798101 |
| — | ACTAVIS INC | 162,960 | $20,569 | 0.2% | $126.22 | — | COM | 00507K103 |
| — | LABORATORY CORP AMER HLDGS | 198,600 | $19,880 | 0.2% | $100.10 | — | COM NEW | 50540R409 |
| — | LORILLARD INC | 451,903 | $19,739 | 0.2% | $43.68 | — | COM | 544147101 |
| JNJ | JOHNSON & JOHNSON | 228,320 | $19,604 | 0.2% | $59.66 | 0.0% | COM | 478160104 |
| — | E TRADE FINANCIAL CORP | 1,529,272 | $19,361 | 0.2% | $12.66 | — | COM NEW | 269246401 |
| KO | COCA COLA CO | 475,160 | $19,059 | 0.2% | $27.85 | 0.0% | COM | 191216100 |
| — | LENDER PROCESSING SVCS INC | 585,000 | $18,925 | 0.2% | $32.35 | — | COM | 52602E102 |
| BAX | BAXTER INTL INC | 272,820 | $18,898 | 0.2% | $30.42 | 0.0% | COM | 071813109 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 684,277 | $18,893 | 0.2% | $24.45 | 0.0% | COM | 35671D857 |
| PG | PROCTER & GAMBLE CO | 244,099 | $18,793 | 0.2% | $55.00 | 0.0% | COM | 742718109 |
| — | TYCO INTERNATIONAL LTD | 570,139 | $18,786 | 0.2% | $32.95 | — | SHS | H89128104 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 417,474 | $18,519 | 0.2% | $42.69 | 0.0% | COM | 88224Q107 |
| ETR | ENTERGY CORP NEW | 265,620 | $18,508 | 0.2% | $20.57 | 0.0% | COM | 29364G103 |
| — | BED BATH & BEYOND INC | 255,750 | $18,145 | 0.2% | $70.95 | — | COM | 075896100 |
| BXP | BOSTON PROPERTIES INC | 168,378 | $17,759 | 0.2% | $64.00 | 0.0% | COM | 101121101 |
| — | CIT GROUP INC | 370,025 | $17,254 | 0.2% | $46.63 | — | COM NEW | 125581801 |
| — | CACI INTL INC | 14,300,000 | $17,165 | 0.2% | $1.20 | — | NOTE 2.125% 5/0 | 127190AD8 |
| AVT | AVNET INC | 509,090 | $17,105 | 0.2% | $25.70 | 0.0% | COM | 053807103 |
| SNPS | SYNOPSYS INC | 476,803 | $17,046 | 0.2% | $35.52 | 0.0% | COM | 871607107 |
| — | ANN INC | 511,739 | $16,990 | 0.2% | $33.20 | — | COM | 035623107 |
| — | E M C CORP MASS | 714,152 | $16,868 | 0.2% | $23.62 | — | COM | 268648102 |
| VMC | VULCAN MATLS CO | 348,400 | $16,866 | 0.2% | $46.69 | 0.0% | COM | 929160109 |
| — | AIRGAS INC | 173,325 | $16,546 | 0.2% | $95.46 | — | COM | 009363102 |
| PTC | PTC INC | 674,300 | $16,541 | 0.2% | $24.01 | 0.0% | COM | 69370C100 |
| BKD | BROOKDALE SR LIVING INC | 625,135 | $16,529 | 0.2% | $27.55 | 0.0% | COM | 112463104 |
| — | LACLEDE GROUP INC | 361,228 | $16,494 | 0.2% | $45.66 | — | COM | 505597104 |
| — | VITAMIN SHOPPE INC | 367,802 | $16,492 | 0.2% | $44.84 | — | COM | 92849E101 |
| — | CYTEC INDS INC | 223,290 | $16,356 | 0.2% | $73.25 | — | COM | 232820100 |
| — | MEADWESTVACO CORP | 475,000 | $16,202 | 0.2% | $34.11 | — | COM | 583334107 |
| JBL | JABIL CIRCUIT INC | 787,710 | $16,054 | 0.2% | $16.76 | 0.0% | COM | 466313103 |
| — | SOUTHWESTERN ENERGY CO | 438,170 | $16,006 | 0.2% | $36.53 | — | COM | 845467109 |
| GM | GENERAL MTRS CO | 478,334 | $15,933 | 0.2% | $23.62 | 0.0% | COM | 37045V100 |
| — | RACKSPACE HOSTING INC | 420,200 | $15,921 | 0.2% | $37.89 | — | COM | 750086100 |
| GGB | GERDAU S A | 2,785,200 | $15,903 | 0.2% | $5.71 | — | SPON ADR REP PFD | 373737105 |
| CF | CF INDS HLDGS INC | 92,565 | $15,875 | 0.2% | $26.73 | 0.0% | COM | 125269100 |
| FFIV | F5 NETWORKS INC | 228,565 | $15,725 | 0.2% | $76.95 | 0.0% | COM | 315616102 |
| — | GOLDCORP INC NEW | 15,535,000 | $15,714 | 0.2% | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| — | PENNSYLVANIA RL ESTATE INVT | 832,200 | $15,712 | 0.2% | $18.88 | — | SH BEN INT | 709102107 |
| ABT | ABBOTT LABS | 450,000 | $15,696 | 0.2% | $28.85 | 0.0% | COM | 002824100 |
| — | OMNICARE INC | 320,110 | $15,272 | 0.2% | $47.71 | — | COM | 681904108 |
| MCK | MCKESSON CORP | 132,940 | $15,222 | 0.2% | $101.46 | 0.0% | COM | 58155Q103 |
| — | THE ADT CORPORATION | 380,000 | $15,143 | 0.2% | $39.85 | — | COM | 00101J106 |
| SPY | SPDR S&P 500 ETF TR | 93,900 | $15,063 | 0.2% | $160.42 | — | TR UNIT | 78462F103 |
| — | GOODRICH PETE CORP | 15,000,000 | $14,972 | 0.2% | $1.00 | — | NOTE 5.000%10/0 | 382410AC2 |
| — | MARKET VECTORS ETF TR | 602,800 | $14,763 | 0.2% | $24.49 | — | GOLD MINER ETF | 57060U100 |
| — | NABORS INDUSTRIES LTD | 961,340 | $14,718 | 0.2% | $15.31 | — | SHS | G6359F103 |
| STLD | STEEL DYNAMICS INC | 981,880 | $14,640 | 0.2% | $11.35 | 0.0% | COM | 858119100 |
| — | LIBERTY INTERACTIVE CORP | 172,002 | $14,622 | 0.2% | $85.01 | — | LBT VENT COM A | 53071M880 |
| FLR | FLUOR CORP NEW | 236,100 | $14,003 | 0.2% | $53.56 | 0.0% | COM | 343412102 |
| WY | WEYERHAEUSER CO | 476,030 | $13,562 | 0.2% | $18.73 | 0.0% | COM | 962166104 |
| KLIC | KULICKE & SOFFA INDS INC | 1,225,707 | $13,556 | 0.2% | $9.86 | 0.0% | COM | 501242101 |
| TROW | PRICE T ROWE GROUP INC | 184,700 | $13,520 | 0.2% | $47.69 | 0.0% | COM | 74144T108 |
| SCCO | SOUTHERN COPPER CORP | 486,853 | $13,447 | 0.2% | $20.45 | 0.0% | COM | 84265V105 |
| — | ALLIANT TECHSYSTEMS INC | 11,500,000 | $13,243 | 0.2% | $1.15 | — | NOTE 3.000% 8/1 | 018804AK0 |
| NEU | NEWMARKET CORP | 50,300 | $13,207 | 0.2% | $215.14 | 0.0% | COM | 651587107 |
| — | U S AIRWAYS GROUP INC | 800,000 | $13,136 | 0.2% | $16.42 | — | COM | 90341W108 |
| — | CAMERON INTERNATIONAL CORP | 212,120 | $12,973 | 0.2% | $61.16 | — | COM | 13342B105 |
| THC | TENET HEALTHCARE CORP | 280,120 | $12,914 | 0.2% | $44.77 | 0.0% | COM NEW | 88033G407 |
| — | DR PEPPER SNAPPLE GROUP INC | 281,130 | $12,912 | 0.2% | $45.93 | — | COM | 26138E109 |
| — | ARVINMERITOR INC | 14,500,000 | $12,869 | 0.2% | $0.89 | — | FRNT 4.000% 2/1 | 043353AH4 |
| EOG | EOG RES INC | 97,675 | $12,862 | 0.2% | $46.52 | 0.0% | COM | 26875P101 |
| WAT | WATERS CORP | 128,395 | $12,846 | 0.2% | $95.76 | 0.0% | COM | 941848103 |
| — | TALISMAN ENERGY INC | 1,116,156 | $12,758 | 0.2% | $11.43 | — | COM | 87425E103 |
| — | ALPHA NATURAL RESOURCES INC | 13,950,000 | $12,729 | 0.2% | $0.91 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| — | U S SILICA HLDGS INC | 608,100 | $12,636 | 0.2% | $20.78 | — | COM | 90346E103 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 959,170 | $12,412 | 0.1% | $13.40 | 0.0% | COM | 01988P108 |
| LNG | CHENIERE ENERGY INC | 445,456 | $12,366 | 0.1% | $28.08 | 0.0% | COM NEW | 16411R208 |
| LEN | LENNAR CORP | 342,910 | $12,358 | 0.1% | $34.18 | 0.0% | CL A | 526057104 |
| — | TAUBMAN CTRS INC | 164,287 | $12,346 | 0.1% | $75.15 | — | COM | 876664103 |
| VSH | VISHAY INTERTECHNOLOGY INC | 885,279 | $12,297 | 0.1% | $10.89 | 0.0% | COM | 928298108 |
| — | GRUPO FINANCIERO SANTANDER M | 864,000 | $12,277 | 0.1% | $14.21 | — | SPON ADR SHS B | 40053C105 |
| — | NORDSTROM INC | 203,870 | $12,220 | 0.1% | $59.94 | — | COM | 655664100 |
| — | AETNA INC NEW | 187,852 | $11,936 | 0.1% | $63.54 | — | COM | 00817Y108 |
| SXC | SUNCOKE ENERGY INC | 850,043 | $11,918 | 0.1% | $15.30 | 0.0% | COM | 86722A103 |
| — | MEAD JOHNSON NUTRITION CO | 148,070 | $11,732 | 0.1% | $79.23 | — | COM | 582839106 |
| — | RYLAND GROUP INC | 8,000,000 | $11,588 | 0.1% | $1.45 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| CLX | CLOROX CO DEL | 139,350 | $11,586 | 0.1% | $60.00 | 0.0% | COM | 189054109 |
| EXP | EAGLE MATERIALS INC | 167,200 | $11,080 | 0.1% | $65.06 | 0.0% | COM | 26969P108 |
| — | HOMEAWAY INC | 342,384 | $11,073 | 0.1% | $32.34 | — | COM | 43739Q100 |
| — | TREEHOUSE FOODS INC | 166,869 | $10,937 | 0.1% | $65.54 | — | COM | 89469A104 |
| — | COOPER TIRE & RUBR CO | 325,000 | $10,780 | 0.1% | $33.17 | — | COM | 216831107 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 275,000 | $10,728 | 0.1% | $39.01 | — | COM | 78377T107 |
| PVH | PVH CORP | 85,775 | $10,726 | 0.1% | $112.68 | 0.0% | COM | 693656100 |
| — | SL GREEN RLTY CORP | 121,085 | $10,678 | 0.1% | $88.19 | — | COM | 78440X101 |
| — | BOISE INC | 1,225,000 | $10,462 | 0.1% | $8.54 | — | COM | 09746Y105 |
| — | WARNER CHILCOTT PLC IRELAND | 524,800 | $10,448 | 0.1% | $19.91 | — | SHS A | G94368100 |
| KRC | KILROY RLTY CORP | 195,060 | $10,340 | 0.1% | $53.01 | — | COM | 49427F108 |
| — | COMVERSE INC | 348,498 | $10,337 | 0.1% | $29.66 | — | COM | 20585P105 |
| — | WALTER ENERGY INC | 968,002 | $10,067 | 0.1% | $10.40 | — | COM | 93317Q105 |
| AEM | AGNICO EAGLE MINES LTD | 364,409 | $10,036 | 0.1% | $25.33 | 0.0% | COM | 008474108 |
| HSBC | HSBC HLDGS PLC | 193,300 | $10,032 | 0.1% | $51.90 | — | CALL | 404280406 |
| — | ENDO HEALTH SOLUTIONS INC | 7,500,000 | $10,026 | 0.1% | $1.34 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | APARTMENT INVT & MGMT CO | 333,556 | $10,020 | 0.1% | $30.04 | — | CL A | 03748R101 |
| — | MARKET VECTORS ETF TR | 261,500 | $9,856 | 0.1% | $37.69 | — | SEMICONDUCTOR | 57060U233 |
| MS | MORGAN STANLEY | 398,640 | $9,739 | 0.1% | $17.33 | 0.0% | COM NEW | 617446448 |
| ZTS | ZOETIS INC | 313,250 | $9,681 | 0.1% | $29.32 | 0.0% | CL A | 98978V103 |
| — | GENCORP INC | 583,536 | $9,488 | 0.1% | $16.26 | — | COM | 368682100 |
| FISV | FISERV INC | 104,665 | $9,149 | 0.1% | $21.93 | 0.0% | COM | 337738108 |
| MHK | MOHAWK INDS INC | 77,665 | $8,737 | 0.1% | $112.71 | 0.0% | COM | 608190104 |
| — | TIBCO SOFTWARE INC | 400,000 | $8,562 | 0.1% | $21.41 | — | COM | 88632Q103 |
| — | TRONOX LTD | 422,200 | $8,507 | 0.1% | $20.15 | — | SHS CL A | Q9235V101 |
| — | SILICON IMAGE INC | 1,421,358 | $8,315 | 0.1% | $5.85 | — | COM | 82705T102 |
| — | EXELIS INC | 584,500 | $8,060 | 0.1% | $13.79 | — | COM | 30162A108 |
| — | CLEARWIRE CORP NEW | 1,528,919 | $7,637 | 0.1% | $5.00 | — | CL A | 18538Q105 |
| SPG | SIMON PPTY GROUP INC NEW | 47,986 | $7,578 | 0.1% | $88.80 | 0.0% | COM | 828806109 |
| — | BABCOCK & WILCOX CO NEW | 250,722 | $7,529 | 0.1% | $30.03 | — | COM | 05615F102 |
| — | DEAN FOODS CO NEW | 750,000 | $7,515 | 0.1% | $10.02 | — | COM | 242370104 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 225,360 | $7,360 | 0.1% | $21.73 | 0.0% | COM | 744573106 |
| — | SIRONA DENTAL SYSTEMS INC | 90,240 | $5,945 | 0.1% | $65.88 | — | COM | 82966C103 |
| PPG | PPG INDS INC | 38,447 | $5,629 | 0.1% | $59.61 | 0.0% | COM | 693506107 |
| — | COMPUWARE CORP | 536,100 | $5,543 | 0.1% | $10.34 | — | COM | 205638109 |
| — | CONSOLIDATED TOMOKA LD CO | 140,000 | $5,342 | 0.1% | $38.16 | — | COM | 210226106 |
| UDR | UDR INC | 206,612 | $5,267 | 0.1% | $15.84 | 0.0% | COM | 902653104 |
| ITUB | ITAU UNIBANCO HLDG SA | 402,330 | $5,198 | 0.1% | $12.92 | — | SPON ADR REP PFD | 465562106 |
| DIOD | DIODES INC | 200,100 | $5,197 | 0.1% | $22.21 | 0.0% | COM | 254543101 |
| — | BRE PROPERTIES INC | 103,606 | $5,182 | 0.1% | $50.02 | — | CL A | 05564E106 |
| — | ATMI INC | 214,900 | $5,082 | 0.1% | $23.65 | — | COM | 00207R101 |
| — | VCA ANTECH INC | 194,200 | $5,067 | 0.1% | $26.09 | — | COM | 918194101 |
| ZBH | ZIMMER HLDGS INC | 67,000 | $5,021 | 0.1% | $67.30 | 0.0% | COM | 98956P102 |
| — | QUINTILES TRANSNATIO HLDGS I | 117,700 | $5,009 | 0.1% | $42.56 | — | COM | 74876Y101 |
| — | DOMINION RES INC VA NEW | 96,000 | $4,783 | 0.1% | $49.82 | — | UNIT 07/01/2016 | 25746U885 |
| — | POWER ONE INC NEW | 755,861 | $4,777 | 0.1% | $6.32 | — | COM | 73930R102 |
| — | ELAN PLC | 325,000 | $4,596 | 0.1% | $14.14 | — | ADR | 284131208 |
| VNO | VORNADO RLTY TR | 55,070 | $4,563 | 0.1% | $82.86 | — | SH BEN INT | 929042109 |
| DRI | DARDEN RESTAURANTS INC | 87,466 | $4,415 | 0.1% | $31.32 | 0.0% | COM | 237194105 |
| — | CORRECTIONS CORP AMER NEW | 124,100 | $4,203 | 0.1% | $33.87 | — | COM NEW | 22025Y407 |
| — | BLUELINX HLDGS INC | 1,722,732 | $3,704 | 0.0% | $2.15 | — | COM | 09624H109 |
| — | ENERGY XXI (BERMUDA) LTD | 150,000 | $3,326 | 0.0% | $22.17 | — | USD UNRS SHS | G10082140 |
| — | SPANSION INC | 237,927 | $2,979 | 0.0% | $12.52 | — | COM CL A NEW | 84649R200 |
| — | AVIAT NETWORKS INC | 1,100,420 | $2,883 | 0.0% | $2.62 | — | COM | 05366Y102 |
| SU | SUNCOR ENERGY INC NEW | 91,500 | $2,698 | 0.0% | $19.64 | 0.0% | COM | 867224107 |
| CSCO | CISCO SYS INC | 100,615 | $2,448 | 0.0% | $15.24 | 0.0% | COM | 17275R102 |
| — | ENERGY XXI (BERMUDA) LTD | 2,100 | $1,418 | 0.0% | $22.17 | — | Put | G10082140 |
| — | MERITOR INC | 115,000 | $811 | 0.0% | $7.05 | — | COM | 59001K100 |
| KSS | KOHLS CORP | 500 | $605 | 0.0% | — | — | Call | 500255104 |
| TSLA | TESLA MTRS INC | 2,000 | $495 | 0.0% | — | — | Put | 88160R101 |
| — | COBALT INTL ENERGY INC | 1,500 | $454 | 0.0% | — | — | Put | 19075F106 |
| — | OPTIMER PHARMACEUTICALS INC | 2,000 | $350 | 0.0% | — | — | Call | 68401H104 |
| — | GENERAL MTRS CO | 13,421 | $322 | 0.0% | $23.99 | — | *W EXP 07/10/201 | 37045V118 |
| — | EXTERRAN HLDGS INC | 2,100 | $263 | 0.0% | $28.12 | — | Put | 30225X103 |
| — | HEALTH MGMT ASSOC INC NEW | 2,000 | $260 | 0.0% | — | — | Put | 421933102 |
| — | BUNGE LIMITED | 4,106 | $246 | 0.0% | $70.77 | — | Call | G16962105 |
| — | GENERAL MTRS CO | 13,421 | $219 | 0.0% | $16.32 | — | *W EXP 07/10/201 | 37045V126 |
| — | U S AIRWAYS GROUP INC | 4,400 | $216 | 0.0% | $16.42 | — | Put | 90341W108 |
| — | GENERAL ELECTRIC CO | 8,660 | $201 | 0.0% | $23.21 | — | COM | 369604103 |