CARLSON CAPITAL L P Quant / Systematic

CIK: 0001056973 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 14, 2014

Total Value ($000): $8,822,970 (98.5% shares, 1.5% debt)

Holdings (271)

BUNGE LIMITED 2.2%
Value ($000) $195,999 Shares 2,387,025 Est. Cost $70.77 Unrealized
WELLPOINT INC 2.2%
Value ($000) $192,927 Shares 2,088,178 Est. Cost $83.95 Unrealized
EXTERRAN HLDGS INC 1.6%
Value ($000) $139,615 Shares 4,082,319 Est. Cost $29.81 Unrealized
ORCL ORACLE CORP 1.5%
Value ($000) $129,247 Shares 3,378,130 Est. Cost $28.20 Unrealized +2.1%
EXPRESS SCRIPTS HLDG CO 1.4%
Value ($000) $122,947 Shares 1,750,389 Est. Cost $65.91 Unrealized
CSCO CISCO SYS INC 1.3%
Value ($000) $110,468 Shares 4,925,000 Est. Cost $15.32 Unrealized -0.8%
OKE ONEOK INC NEW 1.2%
Value ($000) $108,770 Shares 1,749,272 Est. Cost $24.39 Unrealized 0.0%
LIFE TECHNOLOGIES CORP 1.2%
Value ($000) $105,483 Shares 1,391,600 Est. Cost $74.09 Unrealized
JPM JPMORGAN CHASE & CO 1.2%
Value ($000) $102,665 Shares 1,755,550 Est. Cost $39.53 Unrealized +0.2%
PG PROCTER & GAMBLE CO 1.1%
Value ($000) $99,690 Shares 1,224,543 Est. Cost $58.01 Unrealized 0.0%
HCA HCA HOLDINGS INC 1.1%
Value ($000) $98,859 Shares 2,072,090 Est. Cost $37.25 Unrealized +15.3%
HILLSHIRE BRANDS CO 1.1%
Value ($000) $97,905 Shares 2,927,790 Est. Cost $32.28 Unrealized
ROST ROSS STORES INC 1.1%
Value ($000) $96,872 Shares 1,292,837 Est. Cost $31.03 Unrealized +7.3%
POST PPTYS INC 1.1%
Value ($000) $95,378 Shares 2,108,737 Est. Cost $48.00 Unrealized
SLAB SILICON LABORATORIES INC 1.1%
Value ($000) $93,416 Shares 2,156,912 Est. Cost $41.18 Unrealized -0.5%
CMS CMS ENERGY CORP 1.1%
Value ($000) $93,081 Shares 3,477,072 Est. Cost $18.61 Unrealized +0.0%
TGT TARGET CORP 1.0%
Value ($000) $89,107 Shares 1,408,360 Est. Cost $44.59 Unrealized 0.0%
WHITING PETE CORP NEW 1.0%
Value ($000) $85,673 Shares 1,384,725 Est. Cost $46.09 Unrealized
SPIRIT RLTY CAP INC NEW 0.9%
Value ($000) $81,135 Shares 8,253,816 Est. Cost $9.30 Unrealized
HIG HARTFORD FINL SVCS GROUP INC 0.9%
Value ($000) $80,551 Shares 2,223,336 Est. Cost $23.20 Unrealized +15.2%
ROCK-TENN CO 0.9%
Value ($000) $78,988 Shares 752,198 Est. Cost $104.75 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 0.9%
Value ($000) $76,614 Shares 2,391,210 Est. Cost $21.31 Unrealized +0.9%
TIBCO SOFTWARE INC 0.9%
Value ($000) $75,019 Shares 3,337,157 Est. Cost $23.26 Unrealized
INTERPUBLIC GROUP COS INC 0.8%
Value ($000) $74,571 Shares 4,213,075 Est. Cost $10.47 Unrealized +5.5%
AVT AVNET INC 0.8%
Value ($000) $72,577 Shares 1,645,364 Est. Cost $29.97 Unrealized +6.4%
EPL OIL & GAS INC 0.8%
Value ($000) $71,697 Shares 2,515,673 Est. Cost $29.36 Unrealized
NTAP NETAPP INC 0.8%
Value ($000) $70,725 Shares 1,719,121 Est. Cost $28.85 Unrealized +4.5%
MS MORGAN STANLEY 0.8%
Value ($000) $70,688 Shares 2,254,070 Est. Cost $20.68 Unrealized +5.4%
TRGP TARGA RES CORP 0.8%
Value ($000) $69,457 Shares 787,765 Est. Cost $41.60 Unrealized +8.8%
DISCOVER FINL SVCS 0.8%
Value ($000) $68,349 Shares 1,221,600 Est. Cost $53.40 Unrealized
PARTNERRE LTD 0.8%
Value ($000) $68,294 Shares 647,768 Est. Cost $90.81 Unrealized
NRG NRG ENERGY INC 0.8%
Value ($000) $67,954 Shares 2,366,090 Est. Cost $20.46 Unrealized +4.8%
PRECISION DRILLING CORP 0.8%
Value ($000) $67,000 Shares 7,150,465 Est. Cost $9.37 Unrealized
OGE OGE ENERGY CORP 0.7%
Value ($000) $64,198 Shares 1,893,750 Est. Cost $35.47 Unrealized +0.9%
EOG EOG RES INC 0.7%
Value ($000) $62,388 Shares 371,710 Est. Cost $57.64 Unrealized +8.1%
EQT EQT CORP 0.7%
Value ($000) $62,052 Shares 691,158 Est. Cost $39.00 Unrealized +11.1%
OXY OCCIDENTAL PETE CORP DEL 0.7%
Value ($000) $61,214 Shares 643,679 Est. Cost $57.83 Unrealized +9.6%
QCOM QUALCOMM INC 0.7%
Value ($000) $61,058 Shares 822,330 Est. Cost $45.06 Unrealized +11.8%
STILLWATER MNG CO 0.7%
Value ($000) $60,913 Shares 4,936,235 Est. Cost $10.78 Unrealized
PM PHILIP MORRIS INTL INC 0.7%
Value ($000) $60,734 Shares 697,056 Est. Cost $47.70 Unrealized +0.3%
TIME WARNER CABLE INC 0.7%
Value ($000) $58,222 Shares 429,682 Est. Cost $116.10 Unrealized
GEO GROUP INC 0.7%
Value ($000) $57,617 Shares 1,788,231 Est. Cost $33.12 Unrealized
DVN DEVON ENERGY CORP NEW 0.7%
Value ($000) $57,608 Shares 931,111 Est. Cost $41.04 Unrealized 0.0%
AEP AMERICAN ELEC PWR INC 0.6%
Value ($000) $56,729 Shares 1,213,707 Est. Cost $29.90 Unrealized 0.0%
GENERAL GROWTH PPTYS INC NEW 0.6%
Value ($000) $56,689 Shares 2,824,588 Est. Cost $19.87 Unrealized
PVH PVH CORP 0.6%
Value ($000) $55,688 Shares 409,410 Est. Cost $122.67 Unrealized +1.9%
KRAFT FOODS GROUP INC 0.6%
Value ($000) $55,257 Shares 1,024,978 Est. Cost $54.80 Unrealized
DUK DUKE ENERGY CORP NEW 0.6%
Value ($000) $55,094 Shares 798,350 Est. Cost $42.35 Unrealized 0.0%
TMUS T-MOBILE US INC 0.6%
Value ($000) $54,775 Shares 1,628,270 Est. Cost $26.48 Unrealized 0.0%
HUDSON CITY BANCORP 0.6%
Value ($000) $54,756 Shares 5,806,605 Est. Cost $9.18 Unrealized
PENNSYLVANIA RL ESTATE INVT 0.6%
Value ($000) $54,100 Shares 2,850,379 Est. Cost $18.84 Unrealized
SLB SCHLUMBERGER LTD 0.6%
Value ($000) $53,719 Shares 596,150 Est. Cost $57.39 Unrealized +13.3%
KBR KBR INC 0.6%
Value ($000) $53,049 Shares 1,663,509 Est. Cost $27.36 Unrealized +1.6%
ADP AUTOMATIC DATA PROCESSING IN 0.6%
Value ($000) $52,628 Shares 651,344 Est. Cost $49.86 Unrealized +3.2%
GOOGLE INC 0.6%
Value ($000) $52,174 Shares 46,554 Est. Cost $880.37 Unrealized
CITRIX SYS INC 0.6%
Value ($000) $52,119 Shares 824,020 Est. Cost $63.25 Unrealized
AMT AMERICAN TOWER CORP NEW 0.6%
Value ($000) $51,544 Shares 645,755 Est. Cost $59.51 Unrealized -1.7%
LOW LOWES COS INC 0.6%
Value ($000) $51,342 Shares 1,036,169 Est. Cost $32.16 Unrealized +21.7%
SUNTRUST BKS INC 0.6%
Value ($000) $50,842 Shares 1,381,210 Est. Cost $36.81 Unrealized
MLM MARTIN MARIETTA MATLS INC 0.6%
Value ($000) $50,158 Shares 501,885 Est. Cost $88.81 Unrealized 0.0%
ZBH ZIMMER HLDGS INC 0.6%
Value ($000) $49,476 Shares 530,920 Est. Cost $71.58 Unrealized +9.4%
LSI CORPORATION 0.6%
Value ($000) $48,896 Shares 4,431,000 Est. Cost $11.03 Unrealized
HEALTH MGMT ASSOC INC NEW 0.5%
Value ($000) $48,184 Shares 3,678,195 Est. Cost $12.85 Unrealized
BB&T CORP 0.5%
Value ($000) $48,171 Shares 1,290,760 Est. Cost $37.32 Unrealized
MEADWESTVACO CORP 0.5%
Value ($000) $48,061 Shares 1,301,408 Est. Cost $35.97 Unrealized
MARATHON OIL CORP 0.5%
Value ($000) $45,004 Shares 1,274,899 Est. Cost $34.77 Unrealized
ACE LTD 0.5%
Value ($000) $44,766 Shares 432,392 Est. Cost $89.48 Unrealized
CAH CARDINAL HEALTH INC 0.5%
Value ($000) $44,293 Shares 662,974 Est. Cost $32.61 Unrealized +35.5%
VTR VENTAS INC 0.5%
Value ($000) $42,719 Shares 745,786 Est. Cost $40.58 Unrealized 0.0%
KSS KOHLS CORP 0.5%
Value ($000) $41,707 Shares 734,924 Est. Cost $53.49 Unrealized +2.5%
MRK MERCK & CO INC NEW 0.5%
Value ($000) $41,575 Shares 830,675 Est. Cost $31.29 Unrealized 0.0%
WFC WELLS FARGO & CO NEW 0.5%
Value ($000) $41,166 Shares 906,740 Est. Cost $30.42 Unrealized +1.1%
NCLH NORWEGIAN CRUISE LINE HLDGS 0.5%
Value ($000) $39,818 Shares 1,122,570 Est. Cost $32.45 Unrealized 0.0%
MCK MCKESSON CORP 0.4%
Value ($000) $39,643 Shares 245,620 Est. Cost $119.09 Unrealized +18.0%
EMERITUS CORP 0.4%
Value ($000) $39,269 Shares 1,815,487 Est. Cost $21.57 Unrealized
EXPE EXPEDIA INC DEL 0.4%
Value ($000) $39,149 Shares 562,000 Est. Cost $52.03 Unrealized +5.6%
CALPINE CORP 0.4%
Value ($000) $39,020 Shares 2,000,000 Est. Cost $19.51 Unrealized
ANN INC 0.4%
Value ($000) $38,761 Shares 1,060,197 Est. Cost $36.56 Unrealized
KEY KEYCORP NEW 0.4%
Value ($000) $36,352 Shares 2,708,810 Est. Cost $8.05 Unrealized 0.0%
CROX CROCS INC 0.4%
Value ($000) $36,070 Shares 2,265,700 Est. Cost $13.32 Unrealized 0.0%
FMC TECHNOLOGIES INC 0.4%
Value ($000) $35,877 Shares 687,169 Est. Cost $52.21 Unrealized
IVZ INVESCO LTD 0.4%
Value ($000) $35,664 Shares 979,786 Est. Cost $18.91 Unrealized +7.4%
LEN LENNAR CORP 0.4%
Value ($000) $35,659 Shares 901,388 Est. Cost $30.45 Unrealized 0.0%
CHRW C H ROBINSON WORLDWIDE INC 0.4%
Value ($000) $35,010 Shares 600,000 Est. Cost $44.08 Unrealized 0.0%
INTU INTUIT 0.4%
Value ($000) $34,613 Shares 453,530 Est. Cost $61.61 Unrealized +5.5%
THC TENET HEALTHCARE CORP 0.4%
Value ($000) $34,538 Shares 820,000 Est. Cost $43.54 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.4%
Value ($000) $34,448 Shares 376,115 Est. Cost $63.41 Unrealized +3.7%
TEX TEREX CORP NEW 0.4%
Value ($000) $34,441 Shares 820,222 Est. Cost $30.40 Unrealized +19.2%
SU SUNCOR ENERGY INC NEW 0.4%
Value ($000) $34,009 Shares 970,300 Est. Cost $22.37 Unrealized +3.7%
SYY SYSCO CORP 0.4%
Value ($000) $33,754 Shares 935,000 Est. Cost $24.38 Unrealized 0.0%
ULTRATECH INC 0.4%
Value ($000) $33,468 Shares 1,154,081 Est. Cost $36.65 Unrealized
KRC KILROY RLTY CORP 0.4%
Value ($000) $33,426 Shares 666,124 Est. Cost $50.95 Unrealized
VIROPHARMA INC 0.4%
Value ($000) $33,350 Shares 669,000 Est. Cost $49.85 Unrealized
GM GENERAL MTRS CO 0.4%
Value ($000) $33,127 Shares 810,556 Est. Cost $25.05 Unrealized +12.4%
V VISA INC 0.4%
Value ($000) $32,839 Shares 147,470 Est. Cost $46.29 Unrealized 0.0%
LABORATORY CORP AMER HLDGS 0.4%
Value ($000) $32,068 Shares 350,965 Est. Cost $96.17 Unrealized
URBN URBAN OUTFITTERS INC 0.4%
Value ($000) $32,016 Shares 862,974 Est. Cost $37.45 Unrealized 0.0%
WRB BERKLEY W R CORP 0.4%
Value ($000) $31,881 Shares 734,749 Est. Cost $9.82 Unrealized 0.0%
FIDELITY NATIONAL FINANCIAL 0.4%
Value ($000) $31,676 Shares 976,151 Est. Cost $23.81 Unrealized
RF REGIONS FINL CORP NEW 0.4%
Value ($000) $30,925 Shares 3,126,910 Est. Cost $6.52 Unrealized -1.1%
ABT ABBOTT LABS 0.3%
Value ($000) $30,729 Shares 801,688 Est. Cost $28.31 Unrealized +3.3%
MARKET VECTORS ETF TR 0.3%
Value ($000) $30,505 Shares 634,600 Est. Cost $48.07 Unrealized
HRB BLOCK H & R INC 0.3%
Value ($000) $30,492 Shares 1,050,000 Est. Cost $18.56 Unrealized -1.1%
BEAM INC 0.3%
Value ($000) $30,401 Shares 446,679 Est. Cost $63.20 Unrealized
NBHC NATIONAL BK HLDGS CORP 0.3%
Value ($000) $29,365 Shares 1,372,215 Est. Cost $14.67 Unrealized +11.7%
SM SM ENERGY CO 0.3%
Value ($000) $29,240 Shares 351,826 Est. Cost $61.42 Unrealized +23.3%
GD GENERAL DYNAMICS CORP 0.3%
Value ($000) $28,481 Shares 298,077 Est. Cost $56.44 Unrealized +21.7%
COBALT INTL ENERGY INC 0.3%
Value ($000) $28,473 Shares 1,730,900 Est. Cost $16.45 Unrealized
RACKSPACE HOSTING INC 0.3%
Value ($000) $28,295 Shares 723,100 Est. Cost $39.02 Unrealized
ANADARKO PETE CORP 0.3%
Value ($000) $27,897 Shares 351,700 Est. Cost $88.89 Unrealized
CNH CNH INDL N V 0.3%
Value ($000) $27,842 Shares 2,453,000 Est. Cost $7.98 Unrealized 0.0%
BAKER HUGHES INC 0.3%
Value ($000) $27,821 Shares 503,454 Est. Cost $46.59 Unrealized
PTEN PATTERSON UTI ENERGY INC 0.3%
Value ($000) $27,327 Shares 1,079,260 Est. Cost $23.93 Unrealized 0.0%
CAPITAL BK FINL CORP 0.3%
Value ($000) $26,932 Shares 1,183,812 Est. Cost $19.13 Unrealized
PHH CORP 0.3%
Value ($000) $26,785 Shares 1,100,000 Est. Cost $24.35 Unrealized
VITAMIN SHOPPE INC 0.3%
Value ($000) $26,716 Shares 513,680 Est. Cost $44.38 Unrealized
FOOT LOCKER INC 0.3%
Value ($000) $26,628 Shares 642,565 Est. Cost $35.13 Unrealized
TDC TERADATA CORP DEL 0.3%
Value ($000) $26,612 Shares 585,000 Est. Cost $45.33 Unrealized 0.0%
EBAY EBAY INC 0.3%
Value ($000) $26,269 Shares 478,790 Est. Cost $19.70 Unrealized 0.0%
MYLAN INC 0.3%
Value ($000) $26,243 Shares 8,000,000 Est. Cost $2.37 Unrealized
PRICELINE COM INC 0.3%
Value ($000) $26,108 Shares 22,460 Est. Cost $826.68 Unrealized
ROYAL BK SCOTLAND GROUP PLC 0.3%
Value ($000) $26,027 Shares 1,210,004 Est. Cost $21.51 Unrealized
SNPS SYNOPSYS INC 0.3%
Value ($000) $25,373 Shares 625,413 Est. Cost $35.90 Unrealized +4.2%
CIT GROUP INC 0.3%
Value ($000) $25,292 Shares 485,180 Est. Cost $47.90 Unrealized
LAM RESEARCH CORP 0.3%
Value ($000) $25,212 Shares 463,037 Est. Cost $49.14 Unrealized
DAR DARLING INTL INC 0.3%
Value ($000) $25,188 Shares 1,206,300 Est. Cost $21.38 Unrealized 0.0%
CRM SALESFORCE COM INC 0.3%
Value ($000) $25,136 Shares 455,440 Est. Cost $42.62 Unrealized +24.0%
UAL CORP 0.3%
Value ($000) $25,099 Shares 5,732,000 Est. Cost $3.65 Unrealized
TYCO INTERNATIONAL LTD 0.3%
Value ($000) $24,655 Shares 600,753 Est. Cost $33.44 Unrealized
EQUINIX INC 0.3%
Value ($000) $24,380 Shares 137,390 Est. Cost $177.45 Unrealized
TMO THERMO FISHER SCIENTIFIC INC 0.3%
Value ($000) $24,269 Shares 217,950 Est. Cost $86.81 Unrealized +10.1%
ULTA ULTA SALON COSMETCS & FRAG I 0.3%
Value ($000) $24,015 Shares 248,809 Est. Cost $117.26 Unrealized 0.0%
MCHP MICROCHIP TECHNOLOGY INC 0.3%
Value ($000) $23,836 Shares 532,656 Est. Cost $13.88 Unrealized +16.5%
APARTMENT INVT & MGMT CO 0.3%
Value ($000) $23,483 Shares 906,336 Est. Cost $25.91 Unrealized
SYMANTEC CORP 0.3%
Value ($000) $23,278 Shares 987,181 Est. Cost $22.48 Unrealized
HERTZ GLOBAL HOLDINGS INC 0.3%
Value ($000) $23,211 Shares 811,000 Est. Cost $28.62 Unrealized
LIBERTY INTERACTIVE CORP 0.3%
Value ($000) $22,738 Shares 185,482 Est. Cost $90.17 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 0.3%
Value ($000) $22,672 Shares 600,740 Est. Cost $30.06 Unrealized 0.0%
DLTR DOLLAR TREE INC 0.3%
Value ($000) $22,569 Shares 400,020 Est. Cost $57.61 Unrealized 0.0%
LNT ALLIANT ENERGY CORP 0.3%
Value ($000) $22,503 Shares 436,099 Est. Cost $17.25 Unrealized +1.3%
COMPUTER SCIENCES CORP 0.3%
Value ($000) $22,457 Shares 401,876 Est. Cost $52.50 Unrealized
KOSMOS ENERGY LTD 0.2%
Value ($000) $21,801 Shares 1,950,000 Est. Cost $10.16 Unrealized
ACN ACCENTURE PLC IRELAND 0.2%
Value ($000) $21,186 Shares 257,680 Est. Cost $61.54 Unrealized 0.0%
SAIC SCIENCE APPLICATNS INTL CP N 0.2%
Value ($000) $20,945 Shares 633,353 Est. Cost $34.76 Unrealized 0.0%
WLK WESTLAKE CHEM CORP 0.2%
Value ($000) $20,696 Shares 169,545 Est. Cost $37.72 Unrealized +25.5%
ATHLON ENERGY INC 0.2%
Value ($000) $20,588 Shares 680,600 Est. Cost $32.05 Unrealized
DDS DILLARDS INC 0.2%
Value ($000) $20,278 Shares 208,600 Est. Cost $64.16 Unrealized 0.0%
PINNACLE FOODS INC DEL 0.2%
Value ($000) $20,243 Shares 737,180 Est. Cost $27.46 Unrealized
XLU SELECT SECTOR SPDR TR 0.2%
Value ($000) $20,189 Shares 531,700 Est. Cost $37.97 Unrealized
TENNECO INC 0.2%
Value ($000) $20,150 Shares 356,190 Est. Cost $56.57 Unrealized
MARKET VECTORS ETF TR 0.2%
Value ($000) $20,122 Shares 952,300 Est. Cost $23.22 Unrealized
CME CME GROUP INC 0.2%
Value ($000) $19,966 Shares 254,470 Est. Cost $47.43 Unrealized 0.0%
PGR PROGRESSIVE CORP OHIO 0.2%
Value ($000) $19,923 Shares 730,574 Est. Cost $17.04 Unrealized +6.7%
NORDSTROM INC 0.2%
Value ($000) $19,898 Shares 321,970 Est. Cost $61.80 Unrealized
NTRS NORTHERN TR CORP 0.2%
Value ($000) $19,684 Shares 318,051 Est. Cost $40.35 Unrealized +3.6%
TROW PRICE T ROWE GROUP INC 0.2%
Value ($000) $19,640 Shares 234,455 Est. Cost $47.77 Unrealized +5.7%
MPC MARATHON PETE CORP 0.2%
Value ($000) $19,273 Shares 210,105 Est. Cost $24.39 Unrealized +10.0%
SANDISK CORP 0.2%
Value ($000) $19,181 Shares 13,000,000 Est. Cost $1.36 Unrealized
MCD MCDONALDS CORP 0.2%
Value ($000) $18,933 Shares 195,130 Est. Cost $70.01 Unrealized 0.0%
HERSHA HOSPITALITY TR 0.2%
Value ($000) $18,640 Shares 3,346,433 Est. Cost $5.57 Unrealized
ADSK AUTODESK INC 0.2%
Value ($000) $18,472 Shares 367,101 Est. Cost $36.93 Unrealized +18.6%
SPY SPDR S&P 500 ETF TR 0.2%
Value ($000) $17,970 Shares 97,300 Est. Cost $163.46 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.2%
Value ($000) $17,873 Shares 222,635 Est. Cost $41.05 Unrealized 0.0%
GVA GRANITE CONSTR INC 0.2%
Value ($000) $17,648 Shares 504,516 Est. Cost $31.44 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 0.2%
Value ($000) $17,640 Shares 350,000 Est. Cost $23.43 Unrealized +14.6%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.2%
Value ($000) $17,524 Shares 173,535 Est. Cost $29.46 Unrealized +37.0%
AXIALL CORP 0.2%
Value ($000) $17,501 Shares 368,900 Est. Cost $47.44 Unrealized
OMNICARE INC 0.2%
Value ($000) $17,462 Shares 289,300 Est. Cost $47.71 Unrealized
TOTAL SYS SVCS INC 0.2%
Value ($000) $17,410 Shares 523,122 Est. Cost $30.04 Unrealized
MAC MACERICH CO 0.2%
Value ($000) $16,927 Shares 287,440 Est. Cost $60.97 Unrealized
HITTITE MICROWAVE CORP 0.2%
Value ($000) $16,871 Shares 273,300 Est. Cost $65.18 Unrealized
DEI DOUGLAS EMMETT INC 0.2%
Value ($000) $16,767 Shares 719,915 Est. Cost $23.29 Unrealized
MX MAGNACHIP SEMICONDUCTOR CORP 0.2%
Value ($000) $16,575 Shares 850,000 Est. Cost $20.16 Unrealized 0.0%
HOMEAWAY INC 0.2%
Value ($000) $16,545 Shares 404,723 Est. Cost $30.07 Unrealized
TRULIA INC 0.2%
Value ($000) $16,425 Shares 465,700 Est. Cost $35.27 Unrealized
AZO AUTOZONE INC 0.2%
Value ($000) $16,274 Shares 34,051 Est. Cost $407.86 Unrealized +10.0%
AEROPOSTALE 0.2%
Value ($000) $15,908 Shares 1,750,000 Est. Cost $9.09 Unrealized
FFIV F5 NETWORKS INC 0.2%
Value ($000) $15,902 Shares 175,020 Est. Cost $82.28 Unrealized +3.5%
ARCELORMITTAL SA LUXEMBOURG 0.2%
Value ($000) $15,713 Shares 880,800 Est. Cost $14.57 Unrealized
COMPUWARE CORP 0.2%
Value ($000) $15,677 Shares 1,398,500 Est. Cost $10.87 Unrealized
CIMAREX ENERGY CO 0.2%
Value ($000) $15,592 Shares 148,625 Est. Cost $66.41 Unrealized
VSH VISHAY INTERTECHNOLOGY INC 0.2%
Value ($000) $15,412 Shares 1,162,328 Est. Cost $10.88 Unrealized -7.2%
PETSMART INC 0.2%
Value ($000) $15,312 Shares 210,475 Est. Cost $76.26 Unrealized
LPX LOUISIANA PAC CORP 0.2%
Value ($000) $15,293 Shares 826,200 Est. Cost $17.01 Unrealized 0.0%
E M C CORP MASS 0.2%
Value ($000) $15,125 Shares 601,392 Est. Cost $24.08 Unrealized
EXPD EXPEDITORS INTL WASH INC 0.2%
Value ($000) $15,045 Shares 340,000 Est. Cost $37.22 Unrealized 0.0%
HILTON WORLDWIDE HLDGS INC 0.2%
Value ($000) $15,045 Shares 676,200 Est. Cost $22.25 Unrealized
COVIDIEN PLC 0.2%
Value ($000) $14,989 Shares 220,100 Est. Cost $62.21 Unrealized
MSFT MICROSOFT CORP 0.2%
Value ($000) $14,988 Shares 400,638 Est. Cost $26.88 Unrealized +11.6%
QLIK TECHNOLOGIES INC 0.2%
Value ($000) $14,970 Shares 562,147 Est. Cost $26.63 Unrealized
CTRA CABOT OIL & GAS CORP 0.2%
Value ($000) $14,947 Shares 385,620 Est. Cost $25.81 Unrealized 0.0%
TIDEWATER INC 0.2%
Value ($000) $14,639 Shares 246,980 Est. Cost $59.36 Unrealized
QUINTILES TRANSNATIO HLDGS I 0.2%
Value ($000) $14,297 Shares 308,530 Est. Cost $44.05 Unrealized
CTRIP COM INTL LTD 0.2%
Value ($000) $14,142 Shares 285,000 Est. Cost $49.62 Unrealized
GENCORP INC 0.2%
Value ($000) $14,109 Shares 7,000,000 Est. Cost $2.02 Unrealized
KELLOGG CO 0.2%
Value ($000) $14,100 Shares 230,890 Est. Cost $37.78 Unrealized 0.0%
MET METLIFE INC 0.2%
Value ($000) $14,040 Shares 260,380 Est. Cost $24.43 Unrealized +23.3%
PATTERSON COMPANIES INC 0.2%
Value ($000) $13,999 Shares 339,770 Est. Cost $41.20 Unrealized
GENCORP INC 0.2%
Value ($000) $13,999 Shares 776,847 Est. Cost $16.44 Unrealized
GRACE W R & CO DEL NEW 0.2%
Value ($000) $13,901 Shares 140,601 Est. Cost $87.40 Unrealized
MDRX ALLSCRIPTS HEALTHCARE SOLUTN 0.2%
Value ($000) $13,836 Shares 894,950 Est. Cost $14.74 Unrealized 0.0%
COMVERSE INC 0.2%
Value ($000) $13,587 Shares 350,183 Est. Cost $29.66 Unrealized
RNR RENAISSANCERE HOLDINGS LTD 0.2%
Value ($000) $13,304 Shares 136,680 Est. Cost $88.61 Unrealized +5.1%
HAL HALLIBURTON CO 0.1%
Value ($000) $12,906 Shares 254,310 Est. Cost $34.53 Unrealized +19.6%
SHO SUNSTONE HOTEL INVS INC NEW 0.1%
Value ($000) $12,644 Shares 943,600 Est. Cost $13.40 Unrealized
VIMPELCOM LTD 0.1%
Value ($000) $12,402 Shares 958,400 Est. Cost $12.94 Unrealized
THE ADT CORPORATION 0.1%
Value ($000) $12,385 Shares 306,023 Est. Cost $40.04 Unrealized
GOLDCORP INC NEW 0.1%
Value ($000) $12,042 Shares 12,000,000 Est. Cost $1.01 Unrealized
STARWOOD HOTELS&RESORTS WRLD 0.1%
Value ($000) $11,587 Shares 145,845 Est. Cost $63.19 Unrealized
RESPONSYS INC 0.1%
Value ($000) $11,567 Shares 422,000 Est. Cost $27.41 Unrealized
CLOUD PEAK ENERGY INC 0.1%
Value ($000) $11,520 Shares 640,000 Est. Cost $14.67 Unrealized
UDR UDR INC 0.1%
Value ($000) $11,470 Shares 491,212 Est. Cost $15.73 Unrealized -0.8%
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $11,392 Shares 95,716 Est. Cost $95.15 Unrealized 0.0%
MOS MOSAIC CO NEW 0.1%
Value ($000) $11,331 Shares 239,710 Est. Cost $36.35 Unrealized 0.0%
AAPL APPLE INC 0.1%
Value ($000) $11,215 Shares 19,990 Est. Cost $14.28 Unrealized +14.6%
DEVELOPERS DIVERSIFIED RLTY 0.1%
Value ($000) $11,167 Shares 10,000,000 Est. Cost $1.12 Unrealized
TELEFLEX INC 0.1%
Value ($000) $11,051 Shares 7,000,000 Est. Cost $1.58 Unrealized
COLUMBIA PPTY TR INC 0.1%
Value ($000) $10,975 Shares 439,000 Est. Cost $25.00 Unrealized
HEWLETT PACKARD CO 0.1%
Value ($000) $10,912 Shares 390,000 Est. Cost $27.98 Unrealized
DKS DICKS SPORTING GOODS INC 0.1%
Value ($000) $10,862 Shares 186,950 Est. Cost $36.98 Unrealized +9.7%
IT GARTNER INC 0.1%
Value ($000) $10,573 Shares 148,806 Est. Cost $58.89 Unrealized +7.2%
PPG PPG INDS INC 0.1%
Value ($000) $10,477 Shares 55,240 Est. Cost $73.04 Unrealized 0.0%
SOLARWINDS INC 0.1%
Value ($000) $10,042 Shares 265,440 Est. Cost $37.83 Unrealized
ARVINMERITOR INC 0.1%
Value ($000) $9,956 Shares 10,290,000 Est. Cost $0.89 Unrealized
CLIFFS NAT RES INC 0.1%
Value ($000) $9,839 Shares 375,400 Est. Cost $26.21 Unrealized
ALLE ALLEGION PUB LTD CO 0.1%
Value ($000) $9,695 Shares 219,400 Est. Cost $38.52 Unrealized 0.0%
PENNEY J C INC 0.1%
Value ($000) $9,608 Shares 1,050,000 Est. Cost $9.15 Unrealized
CAMERON INTERNATIONAL CORP 0.1%
Value ($000) $9,303 Shares 156,270 Est. Cost $59.05 Unrealized
VMC VULCAN MATLS CO 0.1%
Value ($000) $8,913 Shares 150,000 Est. Cost $50.25 Unrealized 0.0%
DG DOLLAR GEN CORP NEW 0.1%
Value ($000) $8,849 Shares 146,698 Est. Cost $45.09 Unrealized +13.3%
PWR QUANTA SVCS INC 0.1%
Value ($000) $8,771 Shares 277,910 Est. Cost $28.83 Unrealized 0.0%
JACK JACK IN THE BOX INC 0.1%
Value ($000) $8,398 Shares 167,890 Est. Cost $44.09 Unrealized 0.0%
CHICOS FAS INC 0.1%
Value ($000) $8,350 Shares 443,200 Est. Cost $18.84 Unrealized
NVGS NAVIGATOR HOLDINGS LTD 0.1%
Value ($000) $8,335 Shares 309,400 Est. Cost $39.40 Unrealized 0.0%
SOLTA MED INC 0.1%
Value ($000) $8,307 Shares 2,815,861 Est. Cost $2.95 Unrealized
VODAFONE GROUP PLC NEW 0.1%
Value ($000) $8,204 Shares 208,700 Est. Cost $28.74 Unrealized
EFX EQUIFAX INC 0.1%
Value ($000) $8,175 Shares 118,330 Est. Cost $54.84 Unrealized +5.0%
META FACEBOOK INC 0.1%
Value ($000) $8,122 Shares 148,620 Est. Cost $25.44 Unrealized +96.0%
HARBINGER GROUP INC 0.1%
Value ($000) $7,911 Shares 667,600 Est. Cost $11.85 Unrealized
FISV FISERV INC 0.1%
Value ($000) $7,865 Shares 133,190 Est. Cost $22.86 Unrealized +18.0%
CNQ CANADIAN NAT RES LTD 0.1%
Value ($000) $7,790 Shares 230,200 Est. Cost $9.59 Unrealized 0.0%
SPRINGLEAF HLDGS INC 0.1%
Value ($000) $7,584 Shares 300,000 Est. Cost $25.28 Unrealized
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $7,516 Shares 100,077 Est. Cost $48.38 Unrealized 0.0%
THOMSON REUTERS CORP 0.1%
Value ($000) $7,420 Shares 196,200 Est. Cost $35.01 Unrealized
NGD NEW GOLD INC CDA 0.1%
Value ($000) $7,272 Shares 1,387,700 Est. Cost $6.81 Unrealized -20.1%
TESSERA TECHNOLOGIES INC 0.1%
Value ($000) $6,368 Shares 323,074 Est. Cost $19.71 Unrealized
SXC SUNCOKE ENERGY INC 0.1%
Value ($000) $6,269 Shares 274,824 Est. Cost $15.32 Unrealized +34.7%
HOME PROPERTIES INC 0.1%
Value ($000) $6,196 Shares 115,550 Est. Cost $53.62 Unrealized
GPRE GREEN PLAINS RENEWABLE ENERG 0.1%
Value ($000) $6,174 Shares 318,600 Est. Cost $16.54 Unrealized 0.0%
GENTIUM S P A 0.1%
Value ($000) $5,710 Shares 100,000 Est. Cost $57.10 Unrealized
EXP EAGLE MATERIALS INC 0.1%
Value ($000) $5,618 Shares 72,555 Est. Cost $65.76 Unrealized +7.9%
BLUELINX HLDGS INC 0.1%
Value ($000) $5,496 Shares 2,818,469 Est. Cost $2.07 Unrealized
VCA ANTECH INC 0.1%
Value ($000) $5,103 Shares 162,720 Est. Cost $27.02 Unrealized
MAR MARRIOTT INTL INC NEW 0.1%
Value ($000) $5,019 Shares 101,700 Est. Cost $40.31 Unrealized 0.0%
CONSOLIDATED TOMOKA LD CO 0.1%
Value ($000) $4,525 Shares 124,700 Est. Cost $38.16 Unrealized
M MACYS INC 0.1%
Value ($000) $4,438 Shares 83,100 Est. Cost $48.46 Unrealized 0.0%
NHI NATIONAL HEALTH INVS INC 0.0%
Value ($000) $4,118 Shares 73,400 Est. Cost $56.10 Unrealized
WRIGHT MED GROUP INC 0.0%
Value ($000) $3,664 Shares 119,300 Est. Cost $30.71 Unrealized
TORNIER N V 0.0%
Value ($000) $3,640 Shares 193,700 Est. Cost $18.79 Unrealized
AVIAT NETWORKS INC 0.0%
Value ($000) $3,391 Shares 1,500,420 Est. Cost $2.56 Unrealized
MEADOWBROOK INS GROUP INC 0.0%
Value ($000) $2,593 Shares 372,580 Est. Cost $6.50 Unrealized
ALPHA NATURAL RESOURCES INC 0.0%
Value ($000) $2,422 Shares 339,200 Est. Cost $5.96 Unrealized
VITRAN CORP INC 0.0%
Value ($000) $1,803 Shares 278,300 Est. Cost $6.48 Unrealized
WALTER ENERGY INC 0.0%
Value ($000) $1,728 Shares 103,900 Est. Cost $16.63 Unrealized
CUBIST PHARMACEUTICALS INC 0.0%
Value ($000) $1,529 Shares 1,132,600 Est. Cost $1.35 Unrealized
CSCO CISCO SYS INC 0.0%
Value ($000) $1,515 Shares 30,000 Est. Cost $15.32 Unrealized -0.8%
CAT CATERPILLAR INC DEL 0.0%
Value ($000) $568 Shares 6,255 Est. Cost $62.67 Unrealized 0.0%
CHD CHURCH & DWIGHT INC 0.0%
Value ($000) $476 Shares 7,180 Est. Cost $25.92 Unrealized +5.2%
GENERAL MTRS CO 0.0%
Value ($000) $418 Shares 13,421 Est. Cost $23.99 Unrealized
GENERAL MTRS CO 0.0%
Value ($000) $310 Shares 13,421 Est. Cost $16.32 Unrealized
MSFT MICROSOFT CORP 0.0%
Value ($000) $254 Shares 1,000 Est. Cost $26.88 Unrealized +11.6%