CIK: 0001056973 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 14, 2013
Total Value ($000): $7,423,368 (96.4% shares, 3.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | BUNGE LIMITED | 2,452,760 | $186,189 | 2.5% | $70.77 | — | COM | G16962105 |
| — | WELLPOINT INC | 1,669,600 | $139,595 | 1.9% | $81.84 | — | COM | 94973V107 |
| — | LIFE TECHNOLOGIES CORP | 1,669,600 | $124,936 | 1.7% | $74.09 | — | COM | 53217V109 |
| — | ELAN PLC | 7,849,000 | $122,287 | 1.6% | $15.52 | — | ADR | 284131208 |
| VLO | VALERO ENERGY CORP NEW | 3,294,125 | $112,494 | 1.5% | $23.43 | -4.4% | COM | 91913Y100 |
| — | WHITING PETE CORP NEW | 1,757,345 | $105,177 | 1.4% | $46.09 | — | COM | 966387102 |
| — | EPL OIL & GAS INC | 2,515,673 | $93,357 | 1.3% | $29.36 | — | COM | 26883D108 |
| RIG | TRANSOCEAN LTD | 2,068,213 | $92,035 | 1.2% | $50.97 | -7.2% | REG SHS | H8817H100 |
| — | HILLSHIRE BRANDS CO | 2,833,588 | $87,104 | 1.2% | $32.24 | — | COM | 432589109 |
| — | BAKER HUGHES INC | 1,766,120 | $86,716 | 1.2% | $46.59 | — | COM | 057224107 |
| — | BOISE INC | 6,725,000 | $84,735 | 1.1% | $11.86 | — | COM | 09746Y105 |
| HIG | HARTFORD FINL SVCS GROUP INC | 2,717,106 | $84,556 | 1.1% | $23.20 | +4.0% | COM | 416515104 |
| — | EXTERRAN HLDGS INC | 2,950,000 | $81,332 | 1.1% | $28.12 | — | COM | 30225X103 |
| CMS | CMS ENERGY CORP | 3,088,950 | $81,301 | 1.1% | $18.61 | 0.0% | COM | 125896100 |
| — | PARTNERRE LTD | 867,535 | $79,414 | 1.1% | $90.81 | — | COM | G6852T105 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 2,403,700 | $79,154 | 1.1% | $21.31 | -0.2% | COM | 744573106 |
| — | FIDELITY NATIONAL FINANCIAL | 2,948,856 | $78,440 | 1.1% | $23.81 | — | CL A | 31620R105 |
| QCOM | QUALCOMM INC | 1,119,928 | $75,394 | 1.0% | $45.06 | +3.3% | COM | 747525103 |
| — | ANADARKO PETE CORP | 791,679 | $73,618 | 1.0% | $88.89 | — | COM | 032511107 |
| HCA | HCA HOLDINGS INC | 1,689,215 | $72,214 | 1.0% | $35.96 | +1.0% | COM | 40412C101 |
| OXY | OCCIDENTAL PETE CORP DEL | 767,970 | $71,836 | 1.0% | $57.83 | +2.4% | COM | 674599105 |
| UAL | UNITED CONTL HLDGS INC | 2,263,465 | $69,511 | 0.9% | $31.83 | +1.1% | COM | 910047109 |
| — | MOLEX INC | 1,812,000 | $69,363 | 0.9% | $38.28 | — | CL A | 608554200 |
| MSFT | MICROSOFT CORP | 1,999,751 | $66,552 | 0.9% | $26.88 | +0.4% | COM | 594918104 |
| NRG | NRG ENERGY INC | 2,369,250 | $64,752 | 0.9% | $20.46 | +0.9% | COM NEW | 629377508 |
| CAH | CARDINAL HEALTH INC | 1,229,174 | $64,101 | 0.9% | $32.61 | +11.9% | COM | 14149Y108 |
| AMT | AMERICAN TOWER CORP NEW | 852,745 | $63,214 | 0.9% | $59.51 | -8.9% | COM | 03027X100 |
| — | GENERAL GROWTH PPTYS INC NEW | 3,265,796 | $62,997 | 0.8% | $19.87 | — | COM | 370023103 |
| — | VODAFONE GROUP PLC NEW | 1,784,800 | $62,789 | 0.8% | $28.74 | — | SPONS ADR NEW | 92857W209 |
| — | STILLWATER MNG CO | 5,637,500 | $62,069 | 0.8% | $10.78 | — | COM | 86074Q102 |
| SLAB | SILICON LABORATORIES INC | 1,448,775 | $61,877 | 0.8% | $41.29 | +0.1% | COM | 826919102 |
| — | POST PPTYS INC | 1,369,745 | $61,666 | 0.8% | $49.49 | — | COM | 737464107 |
| — | SPIRIT RLTY CAP INC NEW | 6,712,479 | $61,621 | 0.8% | $9.18 | — | COM | 84860W102 |
| SRE | SEMPRA ENERGY | 719,045 | $61,550 | 0.8% | $28.99 | 0.0% | COM | 816851109 |
| — | DELL INC | 4,468,831 | $61,451 | 0.8% | $13.32 | — | COM | 24702R101 |
| — | ACE LTD | 648,592 | $60,682 | 0.8% | $89.48 | — | SHS | H0023R105 |
| LOW | LOWES COS INC | 1,255,457 | $59,772 | 0.8% | $32.16 | +13.2% | COM | 548661107 |
| — | EXPRESS SCRIPTS HLDG CO | 891,270 | $55,080 | 0.7% | $61.74 | — | COM | 30219G108 |
| AZO | AUTOZONE INC | 123,652 | $52,271 | 0.7% | $407.86 | +4.9% | COM | 053332102 |
| SPG | SIMON PPTY GROUP INC NEW | 349,930 | $51,870 | 0.7% | $82.04 | -1.3% | COM | 828806109 |
| — | GOOGLE INC | 58,810 | $51,512 | 0.7% | $880.37 | — | CL A | 38259P508 |
| ROST | ROSS STORES INC | 705,519 | $51,362 | 0.7% | $29.14 | +3.6% | COM | 778296103 |
| — | CAMERON INTERNATIONAL CORP | 868,970 | $50,722 | 0.7% | $59.05 | — | COM | 13342B105 |
| ORCL | ORACLE CORP | 1,528,933 | $50,715 | 0.7% | $27.50 | -1.6% | COM | 68389X105 |
| — | SANDISK CORP | 834,813 | $49,680 | 0.7% | $61.10 | — | COM | 80004C101 |
| PCG | PG&E CORP | 1,168,680 | $47,822 | 0.6% | $38.88 | -4.9% | COM | 69331C108 |
| EQT | EQT CORP | 529,581 | $46,984 | 0.6% | $37.67 | +12.9% | COM | 26884L109 |
| SM | SM ENERGY CO | 587,785 | $45,371 | 0.6% | $61.42 | 0.0% | COM | 78454L100 |
| — | MYLAN INC | 15,000,000 | $43,491 | 0.6% | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| IVZ | INVESCO LTD | 1,359,996 | $43,384 | 0.6% | $18.91 | +0.3% | SHS | G491BT108 |
| — | ONYX PHARMACEUTICALS INC | 345,000 | $43,022 | 0.6% | $124.70 | — | COM | 683399109 |
| — | TIME WARNER CABLE INC | 362,055 | $40,405 | 0.5% | $112.48 | — | COM | 88732J207 |
| — | HEALTH MGMT ASSOC INC NEW | 3,060,000 | $39,168 | 0.5% | $12.80 | — | CL A | 421933102 |
| ZBH | ZIMMER HLDGS INC | 456,990 | $37,537 | 0.5% | $70.50 | +0.8% | COM | 98956P102 |
| POR | PORTLAND GEN ELEC CO | 1,327,499 | $37,475 | 0.5% | $19.54 | -2.5% | COM NEW | 736508847 |
| NTAP | NETAPP INC | 877,750 | $37,410 | 0.5% | $27.60 | +11.6% | COM | 64110D104 |
| — | GEO GROUP INC | 1,108,214 | $36,848 | 0.5% | $33.67 | — | COM | 36159R103 |
| — | PENNSYLVANIA RL ESTATE INVT | 1,935,379 | $36,192 | 0.5% | $18.78 | — | SH BEN INT | 709102107 |
| — | NRG YIELD INC | 1,186,500 | $35,939 | 0.5% | $30.29 | — | COM CL A | 62942X108 |
| DG | DOLLAR GEN CORP NEW | 632,468 | $35,709 | 0.5% | $45.09 | +6.0% | COM | 256677105 |
| — | VANTIV INC | 1,273,866 | $35,592 | 0.5% | $27.94 | — | CL A | 92210H105 |
| — | INTERCONTINENTALEXCHANGE INC | 195,671 | $35,499 | 0.5% | $177.76 | — | COM | 45865V100 |
| — | TIBCO SOFTWARE INC | 1,377,195 | $35,242 | 0.5% | $24.37 | — | COM | 88632Q103 |
| — | ULTRATECH INC | 1,162,856 | $35,235 | 0.5% | $36.65 | — | COM | 904034105 |
| MAC | MACERICH CO | 610,510 | $34,457 | 0.5% | $60.97 | — | COM | 554382101 |
| — | HUDSON CITY BANCORP | 3,803,987 | $34,392 | 0.5% | $9.04 | — | COM | 443683107 |
| — | PRICELINE COM INC | 33,300 | $33,665 | 0.5% | $826.68 | — | COM NEW | 741503403 |
| SLB | SCHLUMBERGER LTD | 375,745 | $33,201 | 0.4% | $52.90 | +11.5% | COM | 806857108 |
| — | MARATHON OIL CORP | 943,830 | $32,921 | 0.4% | $34.58 | — | COM | 565849106 |
| META | FACEBOOK INC | 647,554 | $32,527 | 0.4% | $25.44 | +45.3% | CL A | 30303M102 |
| GM | GENERAL MTRS CO | 884,856 | $31,828 | 0.4% | $25.05 | +6.7% | COM | 37045V100 |
| — | EMERITUS CORP | 1,705,687 | $31,606 | 0.4% | $21.56 | — | COM | 291005106 |
| TMO | THERMO FISHER SCIENTIFIC INC | 341,785 | $31,495 | 0.4% | $86.81 | 0.0% | COM | 883556102 |
| — | VERISIGN INC | 20,000,000 | $31,370 | 0.4% | $1.57 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | PETSMART INC | 401,180 | $30,594 | 0.4% | $76.26 | — | COM | 716768106 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 361,615 | $29,696 | 0.4% | $29.46 | +11.7% | CL A | 192446102 |
| GD | GENERAL DYNAMICS CORP | 330,681 | $28,941 | 0.4% | $56.44 | +15.0% | COM | 369550108 |
| — | BEAM INC | 444,282 | $28,723 | 0.4% | $63.20 | — | COM | 073730103 |
| — | IAC INTERACTIVECORP | 524,180 | $28,657 | 0.4% | $47.58 | — | COM PAR $.001 | 44919P508 |
| BK | BANK NEW YORK MELLON CORP | 935,085 | $28,230 | 0.4% | $21.22 | +7.3% | COM | 064058100 |
| ABT | ABBOTT LABS | 850,000 | $28,212 | 0.4% | $28.31 | -2.1% | COM | 002824100 |
| — | WMS INDS INC | 1,078,200 | $27,979 | 0.4% | $25.51 | — | COM | 929297109 |
| — | VITAMIN SHOPPE INC | 634,502 | $27,759 | 0.4% | $44.38 | — | COM | 92849E101 |
| PGR | PROGRESSIVE CORP OHIO | 1,006,713 | $27,413 | 0.4% | $17.04 | +2.6% | COM | 743315103 |
| TRGP | TARGA RES CORP | 373,350 | $27,240 | 0.4% | $37.51 | +4.7% | COM | 87612G101 |
| TEX | TEREX CORP NEW | 807,308 | $27,126 | 0.4% | $30.31 | 0.0% | COM | 880779103 |
| — | LIBERTY PPTY TR | 750,053 | $26,702 | 0.4% | $35.60 | — | SH BEN INT | 531172104 |
| NTRS | NORTHERN TR CORP | 489,661 | $26,628 | 0.4% | $40.35 | +3.3% | COM | 665859104 |
| SPY | SPDR S&P 500 ETF TR | 156,800 | $26,344 | 0.4% | $163.46 | — | TR UNIT | 78462F103 |
| — | TYCO INTERNATIONAL LTD | 750,139 | $26,240 | 0.4% | $33.44 | — | SHS | H89128104 |
| — | TESORO CORP | 586,625 | $25,800 | 0.3% | $43.98 | — | COM | 881609101 |
| MPC | MARATHON PETE CORP | 397,250 | $25,551 | 0.3% | $24.39 | 0.0% | COM | 56585A102 |
| — | CAPITAL BK FINL CORP | 1,150,459 | $25,253 | 0.3% | $19.02 | — | CL A COM | 139794101 |
| DKS | DICKS SPORTING GOODS INC | 472,736 | $25,235 | 0.3% | $36.98 | +1.0% | COM | 253393102 |
| NBHC | NATIONAL BK HLDGS CORP | 1,226,215 | $25,186 | 0.3% | $14.46 | +9.1% | CL A | 633707104 |
| — | SYMANTEC CORP | 992,258 | $24,558 | 0.3% | $22.48 | — | COM | 871503108 |
| — | FOOT LOCKER INC | 722,805 | $24,532 | 0.3% | $35.13 | — | COM | 344849104 |
| — | KRAFT FOODS GROUP INC | 464,706 | $24,388 | 0.3% | $55.87 | — | COM | 50076Q106 |
| NEE | NEXTERA ENERGY INC | 300,090 | $24,055 | 0.3% | $14.15 | +4.9% | COM | 65339F101 |
| ADP | AUTOMATIC DATA PROCESSING IN | 332,280 | $24,050 | 0.3% | $48.32 | 0.0% | COM | 053015103 |
| ADSK | AUTODESK INC | 579,694 | $23,866 | 0.3% | $36.93 | 0.0% | COM | 052769106 |
| MCHP | MICROCHIP TECHNOLOGY INC | 590,766 | $23,802 | 0.3% | $13.88 | +9.1% | COM | 595017104 |
| PBF | PBF ENERGY INC | 1,027,275 | $23,062 | 0.3% | $22.63 | 0.0% | CL A | 69318G106 |
| FE | FIRSTENERGY CORP | 629,560 | $22,947 | 0.3% | $22.25 | 0.0% | COM | 337932107 |
| WLK | WESTLAKE CHEM CORP | 218,945 | $22,915 | 0.3% | $37.72 | +13.7% | COM | 960413102 |
| RF | REGIONS FINL CORP NEW | 2,459,279 | $22,773 | 0.3% | $6.54 | 0.0% | COM | 7591EP100 |
| WFC | WELLS FARGO & CO NEW | 548,200 | $22,652 | 0.3% | $30.19 | 0.0% | COM | 949746101 |
| SNPS | SYNOPSYS INC | 595,113 | $22,436 | 0.3% | $35.83 | +3.4% | COM | 871607107 |
| — | E M C CORP MASS | 14,000,000 | $22,389 | 0.3% | $1.48 | — | NOTE 1.750%12/0 | 268648AM4 |
| EOG | EOG RES INC | 131,045 | $22,183 | 0.3% | $49.03 | +15.0% | COM | 26875P101 |
| — | GILEAD SCIENCES INC | 8,000,000 | $22,162 | 0.3% | $2.27 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | XEROX CORP | 2,144,550 | $22,067 | 0.3% | $10.29 | — | COM | 984121103 |
| — | INTERPUBLIC GROUP COS INC | 1,281,824 | $22,022 | 0.3% | $9.16 | +15.0% | COM | 460690100 |
| PPL | PPL CORP | 721,440 | $21,917 | 0.3% | $16.36 | +0.5% | COM | 69351T106 |
| — | RUBY TUESDAY INC | 2,908,900 | $21,817 | 0.3% | $9.11 | — | COM | 781182100 |
| OGE | OGE ENERGY CORP | 598,400 | $21,596 | 0.3% | $34.79 | +3.9% | COM | 670837103 |
| AVT | AVNET INC | 508,410 | $21,206 | 0.3% | $25.70 | +15.7% | COM | 053807103 |
| XEL | XCEL ENERGY INC | 767,920 | $21,202 | 0.3% | $19.11 | 0.0% | COM | 98389B100 |
| — | LENDER PROCESSING SVCS INC | 635,500 | $21,143 | 0.3% | $32.42 | — | COM | 52602E102 |
| PVH | PVH CORP | 175,775 | $20,863 | 0.3% | $119.52 | +5.5% | COM | 693656100 |
| — | MEADWESTVACO CORP | 535,000 | $20,533 | 0.3% | $34.59 | — | COM | 583334107 |
| — | UAL CORP | 5,732,000 | $20,478 | 0.3% | $3.65 | — | NOTE 6.000%10/1 | 902549AJ3 |
| VSH | VISHAY INTERTECHNOLOGY INC | 1,585,948 | $20,443 | 0.3% | $10.88 | -0.1% | COM | 928298108 |
| — | KOSMOS ENERGY LTD | 1,985,500 | $20,411 | 0.3% | $10.16 | — | SHS | G5315B107 |
| DRH | DIAMONDROCK HOSPITALITY CO | 1,909,300 | $20,372 | 0.3% | $10.67 | — | COM | 252784301 |
| — | THE ADT CORPORATION | 500,000 | $20,330 | 0.3% | $40.04 | — | COM | 00101J106 |
| — | TREEHOUSE FOODS INC | 300,692 | $20,095 | 0.3% | $66.12 | — | COM | 89469A104 |
| MS | MORGAN STANLEY | 744,200 | $20,056 | 0.3% | $18.41 | +6.7% | COM NEW | 617446448 |
| CRM | SALESFORCE COM INC | 385,910 | $20,033 | 0.3% | $40.78 | +10.0% | COM | 79466L302 |
| — | HOMEAWAY INC | 711,574 | $19,896 | 0.3% | $30.07 | — | COM | 43739Q100 |
| KSS | KOHLS CORP | 381,000 | $19,717 | 0.3% | $52.24 | 0.0% | COM | 500255104 |
| BKD | BROOKDALE SR LIVING INC | 746,290 | $19,627 | 0.3% | $27.53 | -0.5% | COM | 112463104 |
| RNR | RENAISSANCERE HOLDINGS LTD | 216,655 | $19,614 | 0.3% | $88.61 | -1.5% | COM | G7496G103 |
| UDR | UDR INC | 825,442 | $19,563 | 0.3% | $15.73 | -0.2% | COM | 902653104 |
| MU | MICRON TECHNOLOGY INC | 1,113,000 | $19,443 | 0.3% | $14.15 | 0.0% | COM | 595112103 |
| — | LABORATORY CORP AMER HLDGS | 192,850 | $19,119 | 0.3% | $100.10 | — | COM NEW | 50540R409 |
| — | DISCOVER FINL SVCS | 374,630 | $18,934 | 0.3% | $47.64 | — | COM | 254709108 |
| IBM | INTERNATIONAL BUSINESS MACHS | 102,165 | $18,919 | 0.3% | $118.94 | -6.2% | COM | 459200101 |
| — | FRANKS INTL N V | 622,300 | $18,625 | 0.3% | $29.93 | — | COM | N33462107 |
| — | DRIL-QUIP INC | 161,209 | $18,499 | 0.2% | $90.29 | — | COM | 262037104 |
| — | CIT GROUP INC | 375,025 | $18,290 | 0.2% | $46.66 | — | COM NEW | 125581801 |
| KRC | KILROY RLTY CORP | 365,400 | $18,252 | 0.2% | $51.58 | — | COM | 49427F108 |
| KBR | KBR INC | 554,430 | $18,097 | 0.2% | $26.48 | 0.0% | COM | 48242W106 |
| MET | METLIFE INC | 384,620 | $18,058 | 0.2% | $24.43 | +17.9% | COM | 59156R108 |
| — | CUBIST PHARMACEUTICALS INC | 8,000,000 | $18,049 | 0.2% | $1.75 | — | NOTE 2.500%11/0 | 229678AD9 |
| FISV | FISERV INC | 177,569 | $17,943 | 0.2% | $22.86 | +5.8% | COM | 337738108 |
| — | NEWFIELD EXPL CO | 645,160 | $17,658 | 0.2% | $27.37 | — | COM | 651290108 |
| — | TALISMAN ENERGY INC | 1,530,056 | $17,596 | 0.2% | $11.45 | — | COM | 87425E103 |
| HRB | BLOCK H & R INC | 658,463 | $17,555 | 0.2% | $18.68 | 0.0% | COM | 093671105 |
| MCK | MCKESSON CORP | 135,535 | $17,389 | 0.2% | $101.67 | +10.4% | COM | 58155Q103 |
| — | STARWOOD HOTELS&RESORTS WRLD | 259,057 | $17,214 | 0.2% | $63.19 | — | COM | 85590A401 |
| SBUX | STARBUCKS CORP | 221,817 | $17,073 | 0.2% | $24.37 | +16.0% | COM | 855244109 |
| — | HITTITE MICROWAVE CORP | 260,700 | $17,037 | 0.2% | $65.35 | — | COM | 43365Y104 |
| — | TIDEWATER INC | 286,070 | $16,981 | 0.2% | $59.36 | — | COM | 886423102 |
| — | COMPUTER SCIENCES CORP | 327,530 | $16,946 | 0.2% | $51.74 | — | COM | 205363104 |
| — | OMNICARE INC | 304,160 | $16,881 | 0.2% | $47.71 | — | COM | 681904108 |
| PM | PHILIP MORRIS INTL INC | 193,895 | $16,789 | 0.2% | $47.38 | 0.0% | COM | 718172109 |
| — | VCA ANTECH INC | 598,120 | $16,424 | 0.2% | $27.02 | — | COM | 918194101 |
| AAPL | APPLE INC | 34,440 | $16,419 | 0.2% | $14.28 | 0.0% | COM | 037833100 |
| — | ATHLON ENERGY INC | 499,200 | $16,324 | 0.2% | $32.70 | — | COM | 047477104 |
| EXPE | EXPEDIA INC DEL | 315,000 | $16,320 | 0.2% | $49.75 | 0.0% | COM NEW | 30212P303 |
| TROW | PRICE T ROWE GROUP INC | 225,765 | $16,239 | 0.2% | $47.66 | -0.3% | COM | 74144T108 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 353,102 | $16,205 | 0.2% | $42.69 | +7.8% | COM | 88224Q107 |
| — | DOLE FOOD CO INC NEW | 1,167,000 | $15,895 | 0.2% | $12.75 | — | COM | 256603101 |
| — | ENDO HEALTH SOLUTIONS INC | 10,000,000 | $15,885 | 0.2% | $1.40 | — | NOTE 1.750% 4/1 | 29264FAB2 |
| — | GOLDCORP INC NEW | 15,535,000 | $15,711 | 0.2% | $1.01 | — | NOTE 2.000% 8/0 | 380956AB8 |
| SU | SUNCOR ENERGY INC NEW | 435,100 | $15,568 | 0.2% | $21.36 | +2.1% | COM | 867224107 |
| GPI | GROUP 1 AUTOMOTIVE INC | 199,490 | $15,496 | 0.2% | $61.88 | +20.5% | COM | 398905109 |
| — | WYNDHAM WORLDWIDE CORP | 252,378 | $15,387 | 0.2% | $57.23 | — | COM | 98310W108 |
| LNT | ALLIANT ENERGY CORP | 309,830 | $15,352 | 0.2% | $17.15 | 0.0% | COM | 018802108 |
| SHW | SHERWIN WILLIAMS CO | 82,960 | $15,114 | 0.2% | $52.24 | 0.0% | COM | 824348106 |
| INTU | INTUIT | 224,280 | $14,872 | 0.2% | $58.14 | 0.0% | COM | 461202103 |
| — | MARKET VECTORS ETF TR | 593,300 | $14,844 | 0.2% | $24.49 | — | GOLD MINER ETF | 57060U100 |
| — | OPTIMER PHARMACEUTICALS INC | 1,177,400 | $14,823 | 0.2% | $12.59 | — | COM | 68401H104 |
| SXC | SUNCOKE ENERGY INC | 870,043 | $14,791 | 0.2% | $15.32 | +3.8% | COM | 86722A103 |
| CHD | CHURCH & DWIGHT INC | 243,730 | $14,636 | 0.2% | $25.92 | 0.0% | COM | 171340102 |
| YUM | YUM BRANDS INC | 200,840 | $14,338 | 0.2% | $41.01 | 0.0% | COM | 988498101 |
| HBAN | HUNTINGTON BANCSHARES INC | 1,718,280 | $14,193 | 0.2% | $4.66 | +14.0% | COM | 446150104 |
| — | LIBERTY INTERACTIVE CORP | 160,002 | $14,107 | 0.2% | $85.01 | — | LBT VENT COM A | 53071M880 |
| — | CACI INTL INC | 11,000,000 | $14,047 | 0.2% | $1.20 | — | NOTE 2.125% 5/0 | 127190AD8 |
| WY | WEYERHAEUSER CO | 488,420 | $13,983 | 0.2% | $18.70 | -5.7% | COM | 962166104 |
| — | COOPER TIRE & RUBR CO | 450,000 | $13,860 | 0.2% | $32.51 | — | COM | 216831107 |
| — | PIER 1 IMPORTS INC | 709,012 | $13,840 | 0.2% | $23.49 | — | COM | 720279108 |
| — | CIMAREX ENERGY CO | 143,320 | $13,816 | 0.2% | $64.99 | — | COM | 171798101 |
| — | TESLA MTRS INC | 8,000,000 | $13,553 | 0.2% | $1.69 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| OIS | OIL STS INTL INC | 130,045 | $13,454 | 0.2% | $54.60 | 0.0% | COM | 678026105 |
| EEM | ISHARES | 329,300 | $13,421 | 0.2% | $40.76 | — | MSCI EMG MKT ETF | 464287234 |
| — | ARVINMERITOR INC | 14,500,000 | $13,413 | 0.2% | $0.89 | — | FRNT 4.000% 2/1 | 043353AH4 |
| — | QUINTILES TRANSNATIO HLDGS I | 296,540 | $13,309 | 0.2% | $43.96 | — | COM | 74876Y101 |
| — | SANDISK CORP | 10,000,000 | $13,304 | 0.2% | $1.33 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| NEU | NEWMARKET CORP | 45,929 | $13,223 | 0.2% | $215.14 | +3.1% | COM | 651587107 |
| — | COVIDIEN PLC | 212,580 | $12,955 | 0.2% | $62.00 | — | SHS | G2554F113 |
| — | TOTAL SYS SVCS INC | 439,330 | $12,925 | 0.2% | $29.42 | — | COM | 891906109 |
| — | KAYDON CORP | 359,737 | $12,778 | 0.2% | $35.52 | — | COM | 486587108 |
| — | AVAGO TECHNOLOGIES LTD | 295,880 | $12,747 | 0.2% | $43.08 | — | SHS | Y0486S104 |
| MO | ALTRIA GROUP INC | 367,850 | $12,636 | 0.2% | $16.17 | 0.0% | COM | 02209S103 |
| — | THOMSON REUTERS CORP | 360,540 | $12,623 | 0.2% | $35.01 | — | COM | 884903105 |
| — | DEAN FOODS CO NEW | 650,200 | $12,549 | 0.2% | $19.30 | — | COM NEW | 242370203 |
| JNJ | JOHNSON & JOHNSON | 144,510 | $12,528 | 0.2% | $59.66 | +6.5% | COM | 478160104 |
| KMB | KIMBERLY CLARK CORP | 132,520 | $12,486 | 0.2% | $61.08 | 0.0% | COM | 494368103 |
| MPWR | MONOLITHIC PWR SYS INC | 411,588 | $12,463 | 0.2% | $21.28 | +18.3% | COM | 609839105 |
| — | LAM RESEARCH CORP | 243,137 | $12,449 | 0.2% | $44.34 | — | COM | 512807108 |
| — | GRACE W R & CO DEL NEW | 142,391 | $12,445 | 0.2% | $87.40 | — | COM | 38388F108 |
| — | ROCKWOOD HLDGS INC | 179,470 | $12,007 | 0.2% | $66.90 | — | COM | 774415103 |
| — | SOUTHWESTERN ENERGY CO | 329,500 | $11,987 | 0.2% | $36.53 | — | COM | 845467109 |
| — | TAUBMAN CTRS INC | 176,160 | $11,857 | 0.2% | $74.62 | — | COM | 876664103 |
| — | FAMILY DLR STORES INC | 163,190 | $11,753 | 0.2% | $62.31 | — | COM | 307000109 |
| — | RYLAND GROUP INC | 8,000,000 | $11,648 | 0.2% | $1.45 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| PTC | PTC INC | 392,300 | $11,165 | 0.2% | $24.01 | +13.3% | COM | 69370C100 |
| — | COMVERSE INC | 348,498 | $11,135 | 0.1% | $29.66 | — | COM | 20585P105 |
| — | GENCORP INC | 685,000 | $10,981 | 0.1% | $16.23 | — | COM | 368682100 |
| — | E M C CORP MASS | 418,552 | $10,698 | 0.1% | $23.62 | — | COM | 268648102 |
| PAAS | PAN AMERICAN SILVER CORP | 1,002,500 | $10,576 | 0.1% | $12.75 | -4.5% | COM | 697900108 |
| — | LIBERTY GLOBAL PLC | 138,600 | $10,455 | 0.1% | $75.43 | — | SHS CL C | G5480U120 |
| HAL | HALLIBURTON CO | 212,837 | $10,248 | 0.1% | $33.21 | +12.4% | COM | 406216101 |
| CSCO | CISCO SYS INC | 435,817 | $10,212 | 0.1% | $16.54 | +2.4% | COM | 17275R102 |
| — | SPECTRA ENERGY CORP | 294,669 | $10,087 | 0.1% | $34.23 | — | COM | 847560109 |
| — | ARCELORMITTAL SA LUXEMBOURG | 689,900 | $9,431 | 0.1% | $13.67 | — | NY REGISTRY SH | 03938L104 |
| — | CLOUD PEAK ENERGY INC | 640,000 | $9,389 | 0.1% | $14.67 | — | COM | 18911Q102 |
| CL | COLGATE PALMOLIVE CO | 157,520 | $9,341 | 0.1% | $44.56 | 0.0% | COM | 194162103 |
| — | NOBLE CORPORATION BAAR | 244,430 | $9,232 | 0.1% | $37.77 | — | NAMEN -AKT | H5833N103 |
| NGD | NEW GOLD INC CDA | 1,521,900 | $9,101 | 0.1% | $6.81 | 0.0% | COM | 644535106 |
| IT | GARTNER INC | 150,920 | $9,055 | 0.1% | $58.89 | 0.0% | COM | 366651107 |
| AEM | AGNICO EAGLE MINES LTD | 334,000 | $8,841 | 0.1% | $25.33 | -8.9% | COM | 008474108 |
| — | COMPUWARE CORP | 770,000 | $8,616 | 0.1% | $10.60 | — | COM | 205638109 |
| — | SILVER WHEATON CORP | 344,400 | $8,531 | 0.1% | $24.77 | — | COM | 828336107 |
| — | COLE REAL ESTATE INVTS INC | 689,199 | $8,450 | 0.1% | $12.26 | — | COM | 19329V105 |
| STLD | STEEL DYNAMICS INC | 499,180 | $8,346 | 0.1% | $11.35 | +6.7% | COM | 858119100 |
| — | SAKS INC | 510,000 | $8,129 | 0.1% | $15.94 | — | COM | 79377W108 |
| — | XILINX INC | 5,000,000 | $8,088 | 0.1% | $1.62 | — | SDCV 3.125% 3/1 | 983919AD3 |
| JPM | JPMORGAN CHASE & CO | 153,210 | $7,919 | 0.1% | $38.52 | 0.0% | COM | 46625H100 |
| — | BED BATH & BEYOND INC | 98,440 | $7,615 | 0.1% | $70.95 | — | COM | 075896100 |
| — | ATMI INC | 285,800 | $7,579 | 0.1% | $24.36 | — | COM | 00207R101 |
| — | ALLETE INC | 150,000 | $7,245 | 0.1% | $48.30 | — | COM NEW | 018522300 |
| — | LIVE NATION ENTERTAINMENT IN | 7,000,000 | $7,201 | 0.1% | $1.03 | — | NOTE 2.875% 7/1 | 538034AB5 |
| ZTS | ZOETIS INC | 230,000 | $7,158 | 0.1% | $29.32 | -5.2% | CL A | 98978V103 |
| LNG | CHENIERE ENERGY INC | 205,456 | $7,014 | 0.1% | $28.08 | +5.7% | COM NEW | 16411R208 |
| — | DENTSPLY INTL INC NEW | 159,430 | $6,922 | 0.1% | $43.42 | — | COM | 249030107 |
| GFI | GOLD FIELDS LTD NEW | 1,342,400 | $6,135 | 0.1% | $4.57 | — | SPONSORED ADR | 38059T106 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 175,000 | $6,039 | 0.1% | $39.01 | — | COM | 78377T107 |
| — | WHITEWAVE FOODS CO | 280,026 | $5,592 | 0.1% | $19.97 | — | COM CL A | 966244105 |
| ADM | ARCHER DANIELS MIDLAND CO | 150,900 | $5,559 | 0.1% | $25.63 | 0.0% | COM | 039483102 |
| FFIV | F5 NETWORKS INC | 61,810 | $5,304 | 0.1% | $76.95 | +10.5% | COM | 315616102 |
| — | BLUELINX HLDGS INC | 2,700,000 | $5,265 | 0.1% | $2.08 | — | COM | 09624H109 |
| — | ROCK-TENN CO | 51,869 | $5,253 | 0.1% | $101.27 | — | CL A | 772739207 |
| — | ALPHA NATURAL RESOURCES INC | 880,000 | $5,245 | 0.1% | $5.96 | — | COM | 02076X102 |
| — | CONSOLIDATED TOMOKA LD CO | 124,700 | $4,800 | 0.1% | $38.16 | — | COM | 210226106 |
| EXP | EAGLE MATERIALS INC | 63,970 | $4,641 | 0.1% | $65.06 | -1.7% | COM | 26969P108 |
| EFX | EQUIFAX INC | 71,900 | $4,303 | 0.1% | $53.06 | +2.3% | COM | 294429105 |
| — | CAESARS ENTMT CORP | 200,000 | $3,936 | 0.1% | $19.68 | — | COM | 127686103 |
| — | HERSHA HOSPITALITY TR | 679,633 | $3,799 | 0.1% | $5.59 | — | SH BEN INT A | 427825104 |
| — | BRE PROPERTIES INC | 71,706 | $3,640 | 0.0% | $50.02 | — | CL A | 05564E106 |
| — | RACKSPACE HOSTING INC | 64,400 | $3,398 | 0.0% | $37.89 | — | COM | 750086100 |
| — | AVIAT NETWORKS INC | 1,252,120 | $3,218 | 0.0% | $2.61 | — | COM | 05366Y102 |
| — | MEADOWBROOK INS GROUP INC | 469,700 | $3,053 | 0.0% | $6.50 | — | COM | 58319P108 |
| — | DST SYS INC DEL | 34,959 | $2,636 | 0.0% | $75.40 | — | COM | 233326107 |
| TSLA | TESLA MTRS INC | 1,248 | $2,092 | 0.0% | — | — | Put | 88160R101 |
| — | TOWER GROUP INTL LTD | 250,000 | $1,750 | 0.0% | $7.00 | — | COM | G8988C105 |
| EQR | EQUITY RESIDENTIAL | 29,840 | $1,599 | 0.0% | $31.42 | -3.4% | SH BEN INT | 29476L107 |
| URI | UNITED RENTALS INC | 26,730 | $1,558 | 0.0% | $53.73 | 0.0% | COM | 911363109 |
| — | PENNEY J C INC | 2,150 | $1,220 | 0.0% | — | — | Put | 708160106 |
| — | CORRECTIONS CORP AMER NEW | 26,800 | $926 | 0.0% | $33.87 | — | COM NEW | 22025Y407 |
| — | MERITOR INC | 115,000 | $904 | 0.0% | $7.05 | — | COM | 59001K100 |
| — | COBALT INTL ENERGY INC | 1,500 | $480 | 0.0% | — | — | Put | 19075F106 |
| — | HEALTH MGMT ASSOC INC NEW | 4,000 | $360 | 0.0% | $12.80 | — | Put | 421933102 |
| — | GENERAL MTRS CO | 13,421 | $355 | 0.0% | $23.99 | — | *W EXP 07/10/201 | 37045V118 |
| XME | SPDR SERIES TRUST | 1,300 | $331 | 0.0% | — | — | Call | 78464A755 |
| XME | SPDR SERIES TRUST | 1,300 | $270 | 0.0% | — | — | Put | 78464A755 |
| — | GENERAL MTRS CO | 13,421 | $250 | 0.0% | $16.32 | — | *W EXP 07/10/201 | 37045V126 |
| ORCL | ORACLE CORP | 3,610 | $218 | 0.0% | $27.50 | -1.6% | Call | 68389X105 |