CARLSON CAPITAL L P Quant / Systematic

CIK: 0001056973 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 16, 2014

Total Value ($000): $8,598,868

Holdings (316)

NRG NRG ENERGY INC 2.3%
Value ($000) $199,413 Shares 6,270,840 Est. Cost $21.48 Unrealized +2.9%
FOREST LABS INC 2.1%
Value ($000) $176,897 Shares 1,917,167 Est. Cost $92.27 Unrealized
BUNGE LIMITED 1.8%
Value ($000) $156,290 Shares 1,965,670 Est. Cost $70.77 Unrealized
JPM JPMORGAN CHASE & CO 1.3%
Value ($000) $111,909 Shares 1,843,338 Est. Cost $39.65 Unrealized +6.1%
EXTERRAN HLDGS INC 1.2%
Value ($000) $105,106 Shares 2,395,297 Est. Cost $29.81 Unrealized
INTC INTEL CORP 1.2%
Value ($000) $104,118 Shares 4,033,400 Est. Cost $18.67 Unrealized 0.0%
CITRIX SYS INC 1.2%
Value ($000) $103,683 Shares 1,805,060 Est. Cost $60.09 Unrealized
CSCO CISCO SYS INC 1.1%
Value ($000) $98,626 Shares 4,400,000 Est. Cost $15.32 Unrealized -0.1%
EXC EXELON CORP 1.1%
Value ($000) $97,827 Shares 2,915,000 Est. Cost $13.80 Unrealized 0.0%
EPL OIL & GAS INC 1.1%
Value ($000) $97,105 Shares 2,515,673 Est. Cost $29.36 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 1.0%
Value ($000) $89,301 Shares 2,341,390 Est. Cost $21.31 Unrealized +6.5%
HUDSON CITY BANCORP 1.0%
Value ($000) $88,952 Shares 9,049,052 Est. Cost $9.41 Unrealized
AEP AMERICAN ELEC PWR INC 1.0%
Value ($000) $86,964 Shares 1,716,630 Est. Cost $30.47 Unrealized +4.5%
ROST ROSS STORES INC 0.9%
Value ($000) $81,094 Shares 1,133,067 Est. Cost $31.03 Unrealized +1.7%
CMS CMS ENERGY CORP 0.9%
Value ($000) $78,432 Shares 2,678,690 Est. Cost $18.61 Unrealized +3.9%
MEADWESTVACO CORP 0.9%
Value ($000) $78,215 Shares 2,077,972 Est. Cost $36.59 Unrealized
GM GENERAL MTRS CO 0.9%
Value ($000) $77,316 Shares 2,246,266 Est. Cost $26.57 Unrealized +3.2%
SLB SCHLUMBERGER LTD 0.9%
Value ($000) $77,275 Shares 792,565 Est. Cost $59.40 Unrealized +10.2%
GENERAL GROWTH PPTYS INC NEW 0.9%
Value ($000) $77,248 Shares 3,511,278 Est. Cost $20.29 Unrealized
PVH PVH CORP 0.9%
Value ($000) $76,748 Shares 615,112 Est. Cost $122.12 Unrealized -0.9%
E M C CORP MASS 0.9%
Value ($000) $76,117 Shares 2,776,992 Est. Cost $26.69 Unrealized
PENNSYLVANIA RL ESTATE INVT 0.9%
Value ($000) $75,807 Shares 4,199,850 Est. Cost $18.59 Unrealized
AEO AMERICAN EAGLE OUTFITTERS NE 0.9%
Value ($000) $75,558 Shares 6,173,019 Est. Cost $9.78 Unrealized 0.0%
HERTZ GLOBAL HOLDINGS INC 0.9%
Value ($000) $74,746 Shares 2,805,763 Est. Cost $27.21 Unrealized
LSI CORPORATION 0.9%
Value ($000) $74,056 Shares 6,689,767 Est. Cost $11.05 Unrealized
GEO GROUP INC 0.9%
Value ($000) $73,911 Shares 2,292,531 Est. Cost $32.92 Unrealized
HIG HARTFORD FINL SVCS GROUP INC 0.8%
Value ($000) $72,630 Shares 2,059,256 Est. Cost $23.20 Unrealized +16.9%
SLAB SILICON LABORATORIES INC 0.8%
Value ($000) $67,376 Shares 1,289,498 Est. Cost $41.18 Unrealized +17.3%
SU SUNCOR ENERGY INC NEW 0.8%
Value ($000) $66,833 Shares 1,911,700 Est. Cost $22.24 Unrealized -0.6%
AVT AVNET INC 0.8%
Value ($000) $66,341 Shares 1,425,770 Est. Cost $29.97 Unrealized +10.9%
PARTNERRE LTD 0.8%
Value ($000) $66,163 Shares 639,258 Est. Cost $90.81 Unrealized
BEAM INC 0.8%
Value ($000) $65,807 Shares 790,000 Est. Cost $71.94 Unrealized
SPIRIT RLTY CAP INC NEW 0.8%
Value ($000) $65,124 Shares 5,931,164 Est. Cost $9.30 Unrealized
WHITING PETE CORP NEW 0.8%
Value ($000) $64,518 Shares 929,782 Est. Cost $46.09 Unrealized
STARWOOD HOTELS&RESORTS WRLD 0.7%
Value ($000) $62,599 Shares 786,418 Est. Cost $76.56 Unrealized
PRICELINE COM INC 0.7%
Value ($000) $61,478 Shares 51,580 Est. Cost $1032.87 Unrealized
POST PPTYS INC 0.7%
Value ($000) $61,466 Shares 1,251,847 Est. Cost $48.00 Unrealized
WELLPOINT INC 0.7%
Value ($000) $61,260 Shares 615,365 Est. Cost $83.95 Unrealized
QCOM QUALCOMM INC 0.7%
Value ($000) $59,655 Shares 756,464 Est. Cost $45.06 Unrealized +19.9%
CIT GROUP INC 0.7%
Value ($000) $58,833 Shares 1,200,180 Est. Cost $48.57 Unrealized
WYNDHAM WORLDWIDE CORP 0.7%
Value ($000) $58,181 Shares 794,490 Est. Cost $73.23 Unrealized
ATHLON ENERGY INC 0.7%
Value ($000) $57,912 Shares 1,633,612 Est. Cost $34.03 Unrealized
EXPRESS INC 0.7%
Value ($000) $57,790 Shares 3,639,171 Est. Cost $15.88 Unrealized
HILLSHIRE BRANDS CO 0.7%
Value ($000) $57,019 Shares 1,530,300 Est. Cost $32.28 Unrealized
TRGP TARGA RES CORP 0.6%
Value ($000) $55,359 Shares 557,719 Est. Cost $41.60 Unrealized +29.7%
HAL HALLIBURTON CO 0.6%
Value ($000) $53,615 Shares 910,420 Est. Cost $40.48 Unrealized +5.7%
GS GOLDMAN SACHS GROUP INC 0.6%
Value ($000) $52,432 Shares 320,000 Est. Cost $133.70 Unrealized 0.0%
NTAP NETAPP INC 0.6%
Value ($000) $52,126 Shares 1,412,640 Est. Cost $28.85 Unrealized +4.5%
SIRIUS XM HLDGS INC 0.6%
Value ($000) $51,888 Shares 16,215,000 Est. Cost $3.20 Unrealized
PRECISION DRILLING CORP 0.6%
Value ($000) $51,121 Shares 4,270,802 Est. Cost $9.37 Unrealized
LOW LOWES COS INC 0.6%
Value ($000) $50,856 Shares 1,039,994 Est. Cost $32.16 Unrealized +21.3%
TESORO CORP 0.6%
Value ($000) $50,590 Shares 1,000,000 Est. Cost $50.59 Unrealized
HCA HCA HOLDINGS INC 0.6%
Value ($000) $49,951 Shares 951,440 Est. Cost $37.25 Unrealized +24.2%
TIME WARNER CABLE INC 0.6%
Value ($000) $49,555 Shares 361,243 Est. Cost $116.10 Unrealized
EQT EQT CORP 0.6%
Value ($000) $49,220 Shares 507,583 Est. Cost $39.00 Unrealized +22.6%
ROCK-TENN CO 0.6%
Value ($000) $48,455 Shares 458,988 Est. Cost $104.75 Unrealized
TMUS T-MOBILE US INC 0.6%
Value ($000) $48,440 Shares 1,466,555 Est. Cost $26.48 Unrealized +15.6%
GAP GAP INC DEL 0.6%
Value ($000) $47,523 Shares 1,186,300 Est. Cost $27.08 Unrealized 0.0%
REALOGY HLDGS CORP 0.5%
Value ($000) $46,709 Shares 1,075,000 Est. Cost $43.45 Unrealized
BHP BHP BILLITON LTD 0.5%
Value ($000) $46,599 Shares 687,600 Est. Cost $67.77 Unrealized
KRAFT FOODS GROUP INC 0.5%
Value ($000) $45,838 Shares 817,085 Est. Cost $54.80 Unrealized
KSS KOHLS CORP 0.5%
Value ($000) $45,763 Shares 805,680 Est. Cost $53.50 Unrealized +0.2%
PG PROCTER & GAMBLE CO 0.5%
Value ($000) $45,510 Shares 564,640 Est. Cost $58.01 Unrealized -2.6%
ADI ANALOG DEVICES INC 0.5%
Value ($000) $43,469 Shares 818,010 Est. Cost $39.25 Unrealized 0.0%
RF REGIONS FINL CORP NEW 0.5%
Value ($000) $41,914 Shares 3,772,600 Est. Cost $6.62 Unrealized +7.0%
CHKP CHECK POINT SOFTWARE TECH LT 0.5%
Value ($000) $41,441 Shares 612,759 Est. Cost $66.12 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP DEL 0.5%
Value ($000) $41,101 Shares 431,329 Est. Cost $57.83 Unrealized +8.0%
ZBH ZIMMER HLDGS INC 0.5%
Value ($000) $41,073 Shares 434,265 Est. Cost $71.58 Unrealized +16.7%
TMO THERMO FISHER SCIENTIFIC INC 0.5%
Value ($000) $41,032 Shares 341,250 Est. Cost $96.80 Unrealized +18.3%
GOOGLE INC 0.5%
Value ($000) $40,741 Shares 36,555 Est. Cost $880.37 Unrealized
CHRW C H ROBINSON WORLDWIDE INC 0.5%
Value ($000) $40,602 Shares 775,000 Est. Cost $43.41 Unrealized -5.3%
CON-WAY INC 0.5%
Value ($000) $40,053 Shares 975,000 Est. Cost $41.08 Unrealized
MARATHON OIL CORP 0.5%
Value ($000) $39,479 Shares 1,111,449 Est. Cost $34.77 Unrealized
ANF ABERCROMBIE & FITCH CO 0.5%
Value ($000) $38,762 Shares 1,006,800 Est. Cost $28.41 Unrealized 0.0%
ANADARKO PETE CORP 0.4%
Value ($000) $38,273 Shares 451,545 Est. Cost $87.98 Unrealized
JNJ JOHNSON & JOHNSON 0.4%
Value ($000) $38,009 Shares 386,940 Est. Cost $63.50 Unrealized +4.9%
TDC TERADATA CORP DEL 0.4%
Value ($000) $37,876 Shares 770,000 Est. Cost $45.27 Unrealized -0.4%
COMPUWARE CORP 0.4%
Value ($000) $37,223 Shares 3,545,000 Est. Cost $10.65 Unrealized
EOG EOG RES INC 0.4%
Value ($000) $35,484 Shares 180,885 Est. Cost $57.64 Unrealized +12.4%
ULTRATECH INC 0.4%
Value ($000) $34,447 Shares 1,180,086 Est. Cost $36.48 Unrealized
INTERPUBLIC GROUP COS INC 0.4%
Value ($000) $34,123 Shares 1,990,851 Est. Cost $10.47 Unrealized +7.6%
TECH DATA CORP 0.4%
Value ($000) $34,038 Shares 558,370 Est. Cost $60.96 Unrealized
LAM RESEARCH CORP 0.4%
Value ($000) $33,821 Shares 614,927 Est. Cost $50.59 Unrealized
TGT TARGET CORP 0.4%
Value ($000) $33,768 Shares 558,055 Est. Cost $44.59 Unrealized -6.6%
TIBCO SOFTWARE INC 0.4%
Value ($000) $33,703 Shares 1,658,604 Est. Cost $23.26 Unrealized
VLO VALERO ENERGY CORP NEW 0.4%
Value ($000) $33,702 Shares 634,680 Est. Cost $27.64 Unrealized +18.7%
FAMILY DLR STORES INC 0.4%
Value ($000) $33,476 Shares 577,068 Est. Cost $58.01 Unrealized
PINNACLE FOODS INC DEL 0.4%
Value ($000) $33,446 Shares 1,120,087 Est. Cost $28.28 Unrealized
DKS DICKS SPORTING GOODS INC 0.4%
Value ($000) $33,364 Shares 610,955 Est. Cost $39.27 Unrealized +2.6%
MARKET VECTORS ETF TR 0.4%
Value ($000) $33,218 Shares 660,000 Est. Cost $48.16 Unrealized
CIMAREX ENERGY CO 0.4%
Value ($000) $32,962 Shares 276,735 Est. Cost $90.81 Unrealized
ABT ABBOTT LABS 0.4%
Value ($000) $32,741 Shares 850,188 Est. Cost $28.45 Unrealized +8.0%
KRC KILROY RLTY CORP 0.4%
Value ($000) $31,770 Shares 542,342 Est. Cost $50.95 Unrealized
ROYAL BK SCOTLAND GROUP PLC 0.4%
Value ($000) $31,235 Shares 1,352,148 Est. Cost $21.68 Unrealized
AAL AMERICAN AIRLS GROUP INC 0.4%
Value ($000) $31,127 Shares 850,478 Est. Cost $32.09 Unrealized 0.0%
SYMANTEC CORP 0.4%
Value ($000) $30,656 Shares 1,535,123 Est. Cost $21.58 Unrealized
NBHC NATIONAL BK HLDGS CORP 0.4%
Value ($000) $30,432 Shares 1,516,298 Est. Cost $14.79 Unrealized +7.8%
FIDELITY NATIONAL FINANCIAL 0.3%
Value ($000) $29,618 Shares 942,037 Est. Cost $23.81 Unrealized
ST JUDE MED INC 0.3%
Value ($000) $29,260 Shares 447,470 Est. Cost $65.39 Unrealized
ACE LTD 0.3%
Value ($000) $29,063 Shares 293,387 Est. Cost $89.48 Unrealized
BKD BROOKDALE SR LIVING INC 0.3%
Value ($000) $28,701 Shares 856,500 Est. Cost $30.27 Unrealized 0.0%
MCHP MICROCHIP TECHNOLOGY INC 0.3%
Value ($000) $28,570 Shares 598,206 Est. Cost $14.31 Unrealized +24.1%
CAPITAL BK FINL CORP 0.3%
Value ($000) $28,471 Shares 1,133,870 Est. Cost $19.13 Unrealized
ESS ESSEX PPTY TR INC 0.3%
Value ($000) $28,297 Shares 166,403 Est. Cost $110.41 Unrealized 0.0%
OASIS PETE INC NEW 0.3%
Value ($000) $28,072 Shares 672,710 Est. Cost $41.73 Unrealized
SANDISK CORP 0.3%
Value ($000) $27,969 Shares 17,000,000 Est. Cost $1.43 Unrealized
WFC WELLS FARGO & CO NEW 0.3%
Value ($000) $27,491 Shares 552,691 Est. Cost $30.42 Unrealized +9.9%
EXPRESS SCRIPTS HLDG CO 0.3%
Value ($000) $27,317 Shares 363,785 Est. Cost $65.91 Unrealized
JARDEN CORP 0.3%
Value ($000) $26,991 Shares 451,128 Est. Cost $59.83 Unrealized
MDLZ MONDELEZ INTL INC 0.3%
Value ($000) $26,972 Shares 780,670 Est. Cost $26.35 Unrealized 0.0%
CROX CROCS INC 0.3%
Value ($000) $26,910 Shares 1,725,000 Est. Cost $13.32 Unrealized +15.0%
MCD MCDONALDS CORP 0.3%
Value ($000) $26,885 Shares 274,251 Est. Cost $70.08 Unrealized +0.3%
AUTONAVI HLDGS LTD 0.3%
Value ($000) $26,878 Shares 1,341,242 Est. Cost $20.04 Unrealized
UTI WORLDWIDE INC 0.3%
Value ($000) $26,600 Shares 2,511,783 Est. Cost $10.59 Unrealized
CTRA CABOT OIL & GAS CORP 0.3%
Value ($000) $26,178 Shares 772,660 Est. Cost $26.26 Unrealized +1.7%
ULTA ULTA SALON COSMETCS & FRAG I 0.3%
Value ($000) $25,986 Shares 266,690 Est. Cost $115.44 Unrealized -22.0%
SOUTHWESTERN ENERGY CO 0.3%
Value ($000) $25,945 Shares 563,890 Est. Cost $46.01 Unrealized
DEI DOUGLAS EMMETT INC 0.3%
Value ($000) $25,741 Shares 948,435 Est. Cost $24.22 Unrealized
TROW PRICE T ROWE GROUP INC 0.3%
Value ($000) $25,180 Shares 305,770 Est. Cost $48.89 Unrealized +7.5%
WU WESTERN UN CO 0.3%
Value ($000) $24,540 Shares 1,500,000 Est. Cost $16.36 Unrealized
ENCANA CORP 0.3%
Value ($000) $24,204 Shares 1,132,100 Est. Cost $21.38 Unrealized
NCLH NORWEGIAN CRUISE LINE HLDGS 0.3%
Value ($000) $24,077 Shares 746,100 Est. Cost $32.45 Unrealized +5.3%
MRK MERCK & CO INC NEW 0.3%
Value ($000) $24,068 Shares 423,960 Est. Cost $31.29 Unrealized +14.3%
SBUX STARBUCKS CORP 0.3%
Value ($000) $24,035 Shares 327,540 Est. Cost $29.29 Unrealized 0.0%
DISCOVER FINL SVCS 0.3%
Value ($000) $23,725 Shares 407,717 Est. Cost $53.40 Unrealized
INTU INTUIT 0.3%
Value ($000) $23,594 Shares 303,543 Est. Cost $61.61 Unrealized +12.4%
CVX CHEVRON CORP NEW 0.3%
Value ($000) $23,554 Shares 198,080 Est. Cost $70.36 Unrealized 0.0%
TALISMAN ENERGY INC 0.3%
Value ($000) $23,469 Shares 2,351,600 Est. Cost $9.98 Unrealized
VIMPELCOM LTD 0.3%
Value ($000) $23,330 Shares 2,583,600 Est. Cost $10.48 Unrealized
DDS DILLARDS INC 0.3%
Value ($000) $23,125 Shares 250,270 Est. Cost $64.65 Unrealized +3.8%
UDR UDR INC 0.3%
Value ($000) $22,975 Shares 889,452 Est. Cost $16.05 Unrealized +2.5%
RS RELIANCE STEEL & ALUMINUM CO 0.3%
Value ($000) $22,811 Shares 322,829 Est. Cost $71.36 Unrealized 0.0%
EQUINIX INC 0.3%
Value ($000) $22,549 Shares 121,990 Est. Cost $177.45 Unrealized
LIBERTY INTERACTIVE CORP 0.3%
Value ($000) $22,219 Shares 170,482 Est. Cost $90.17 Unrealized
QUINTILES TRANSNATIO HLDGS I 0.3%
Value ($000) $21,706 Shares 427,530 Est. Cost $45.92 Unrealized
CLOUD PEAK ENERGY INC 0.3%
Value ($000) $21,542 Shares 1,019,000 Est. Cost $17.08 Unrealized
LEN LENNAR CORP 0.2%
Value ($000) $21,273 Shares 536,920 Est. Cost $30.45 Unrealized +13.4%
COBALT INTL ENERGY INC 0.2%
Value ($000) $21,255 Shares 1,160,200 Est. Cost $16.45 Unrealized
GGB GERDAU S A 0.2%
Value ($000) $20,993 Shares 3,275,000 Est. Cost $6.41 Unrealized
MCK MCKESSON CORP 0.2%
Value ($000) $20,570 Shares 116,500 Est. Cost $119.09 Unrealized +34.5%
COF CAPITAL ONE FINL CORP 0.2%
Value ($000) $20,518 Shares 265,910 Est. Cost $59.33 Unrealized 0.0%
OGE OGE ENERGY CORP 0.2%
Value ($000) $20,148 Shares 548,098 Est. Cost $35.47 Unrealized -1.4%
DLTR DOLLAR TREE INC 0.2%
Value ($000) $20,038 Shares 384,016 Est. Cost $57.61 Unrealized -7.6%
BAKER HUGHES INC 0.2%
Value ($000) $19,732 Shares 303,474 Est. Cost $46.59 Unrealized
TELEFLEX INC 0.2%
Value ($000) $19,601 Shares 11,000,000 Est. Cost $1.65 Unrealized
BUD ANHEUSER BUSCH INBEV SA/NV 0.2%
Value ($000) $19,386 Shares 184,100 Est. Cost $105.30 Unrealized
ACTAVIS PLC 0.2%
Value ($000) $19,252 Shares 93,525 Est. Cost $205.85 Unrealized
TYCO INTERNATIONAL LTD 0.2%
Value ($000) $19,112 Shares 450,753 Est. Cost $33.44 Unrealized
SEMGROUP CORP 0.2%
Value ($000) $19,074 Shares 290,412 Est. Cost $65.68 Unrealized
PTEN PATTERSON UTI ENERGY INC 0.2%
Value ($000) $19,043 Shares 601,100 Est. Cost $23.93 Unrealized +16.2%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.2%
Value ($000) $19,042 Shares 376,322 Est. Cost $37.46 Unrealized +18.3%
KOSMOS ENERGY LTD 0.2%
Value ($000) $18,668 Shares 1,697,099 Est. Cost $10.16 Unrealized
SJM SMUCKER J M CO 0.2%
Value ($000) $18,595 Shares 191,230 Est. Cost $68.74 Unrealized 0.0%
MICROCHIP TECHNOLOGY INC 0.2%
Value ($000) $18,565 Shares 10,000,000 Est. Cost $1.86 Unrealized
EL LAUDER ESTEE COS INC 0.2%
Value ($000) $18,551 Shares 277,380 Est. Cost $59.78 Unrealized 0.0%
MONEYGRAM INTL INC 0.2%
Value ($000) $18,533 Shares 1,050,000 Est. Cost $17.65 Unrealized
QLIK TECHNOLOGIES INC 0.2%
Value ($000) $18,387 Shares 691,505 Est. Cost $26.62 Unrealized
PRICELINE COM INC 0.2%
Value ($000) $17,661 Shares 12,500,000 Est. Cost $1.41 Unrealized
BLMN BLOOMIN BRANDS INC 0.2%
Value ($000) $17,395 Shares 721,800 Est. Cost $18.23 Unrealized 0.0%
NORDSTROM INC 0.2%
Value ($000) $17,394 Shares 278,530 Est. Cost $61.80 Unrealized
DENTSPLY INTL INC NEW 0.2%
Value ($000) $17,141 Shares 372,300 Est. Cost $46.04 Unrealized
MHK MOHAWK INDS INC 0.2%
Value ($000) $16,998 Shares 125,000 Est. Cost $143.19 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 0.2%
Value ($000) $16,788 Shares 314,090 Est. Cost $43.50 Unrealized 0.0%
MA MASTERCARD INC 0.2%
Value ($000) $16,720 Shares 223,825 Est. Cost $72.72 Unrealized 0.0%
WLK WESTLAKE CHEM CORP 0.2%
Value ($000) $16,679 Shares 252,020 Est. Cost $42.94 Unrealized +25.0%
TRULIA INC 0.2%
Value ($000) $16,650 Shares 501,500 Est. Cost $35.12 Unrealized
MCGRAW HILL FINL INC 0.2%
Value ($000) $16,437 Shares 215,424 Est. Cost $76.30 Unrealized
TENNECO INC 0.2%
Value ($000) $16,290 Shares 280,523 Est. Cost $56.57 Unrealized
URBN URBAN OUTFITTERS INC 0.2%
Value ($000) $16,182 Shares 443,700 Est. Cost $37.45 Unrealized -2.7%
GD GENERAL DYNAMICS CORP 0.2%
Value ($000) $16,167 Shares 148,426 Est. Cost $56.44 Unrealized +41.9%
VSH VISHAY INTERTECHNOLOGY INC 0.2%
Value ($000) $16,108 Shares 1,082,528 Est. Cost $10.88 Unrealized +3.0%
HERSHA HOSPITALITY TR 0.2%
Value ($000) $15,966 Shares 2,738,620 Est. Cost $5.57 Unrealized
SCANA CORP NEW 0.2%
Value ($000) $15,731 Shares 306,537 Est. Cost $51.32 Unrealized
COMVERSE INC 0.2%
Value ($000) $15,497 Shares 448,150 Est. Cost $30.74 Unrealized
PROCERA NETWORKS INC 0.2%
Value ($000) $15,443 Shares 1,486,308 Est. Cost $10.39 Unrealized
MAC MACERICH CO 0.2%
Value ($000) $15,407 Shares 247,177 Est. Cost $60.97 Unrealized
ADSK AUTODESK INC 0.2%
Value ($000) $15,343 Shares 311,980 Est. Cost $36.93 Unrealized +40.3%
DIOD DIODES INC 0.2%
Value ($000) $15,113 Shares 578,600 Est. Cost $24.02 Unrealized 0.0%
RNR RENAISSANCERE HOLDINGS LTD 0.2%
Value ($000) $14,635 Shares 149,953 Est. Cost $89.06 Unrealized +5.2%
CORNERSTONE ONDEMAND INC 0.2%
Value ($000) $14,584 Shares 304,660 Est. Cost $47.87 Unrealized
TESLA MTRS INC 0.2%
Value ($000) $14,383 Shares 8,000,000 Est. Cost $1.80 Unrealized
THOMSON REUTERS CORP 0.2%
Value ($000) $14,070 Shares 411,397 Est. Cost $34.59 Unrealized
IVZ INVESCO LTD 0.2%
Value ($000) $14,017 Shares 378,850 Est. Cost $18.91 Unrealized +10.4%
SOLARWINDS INC 0.2%
Value ($000) $14,008 Shares 328,597 Est. Cost $38.75 Unrealized
MDRX ALLSCRIPTS HEALTHCARE SOLUTN 0.2%
Value ($000) $13,953 Shares 773,900 Est. Cost $14.74 Unrealized +17.4%
JARDEN CORP 0.2%
Value ($000) $13,920 Shares 10,000,000 Est. Cost $1.39 Unrealized
MS MORGAN STANLEY 0.2%
Value ($000) $13,660 Shares 438,250 Est. Cost $20.68 Unrealized +9.7%
MAN MANPOWERGROUP INC 0.2%
Value ($000) $13,547 Shares 171,850 Est. Cost $79.12 Unrealized 0.0%
MEOH METHANEX CORP 0.2%
Value ($000) $13,331 Shares 208,500 Est. Cost $63.15 Unrealized 0.0%
MET METLIFE INC 0.2%
Value ($000) $13,301 Shares 251,910 Est. Cost $24.43 Unrealized +27.2%
PPG PPG INDS INC 0.2%
Value ($000) $13,255 Shares 68,515 Est. Cost $73.84 Unrealized +4.5%
RENEWABLE ENERGY GROUP INC 0.2%
Value ($000) $13,189 Shares 1,100,000 Est. Cost $11.99 Unrealized
CHEMTURA CORP 0.2%
Value ($000) $13,057 Shares 516,300 Est. Cost $25.29 Unrealized
CX CEMEX SAB DE CV 0.2%
Value ($000) $13,011 Shares 1,030,200 Est. Cost $12.63 Unrealized
HITTITE MICROWAVE CORP 0.1%
Value ($000) $12,803 Shares 203,100 Est. Cost $65.18 Unrealized
AETNA INC NEW 0.1%
Value ($000) $12,714 Shares 169,590 Est. Cost $74.97 Unrealized
MARKET VECTORS ETF TR 0.1%
Value ($000) $12,690 Shares 537,600 Est. Cost $23.22 Unrealized
SNPS SYNOPSYS INC 0.1%
Value ($000) $12,647 Shares 329,253 Est. Cost $35.90 Unrealized +11.8%
MX MAGNACHIP SEMICONDUCTOR CORP 0.1%
Value ($000) $12,546 Shares 900,000 Est. Cost $19.93 Unrealized -19.9%
COVIDIEN PLC 0.1%
Value ($000) $12,327 Shares 167,350 Est. Cost $62.21 Unrealized
NATIONAL INTERSTATE CORP 0.1%
Value ($000) $12,225 Shares 456,000 Est. Cost $26.81 Unrealized
FMC TECHNOLOGIES INC 0.1%
Value ($000) $12,220 Shares 233,700 Est. Cost $52.21 Unrealized
TSN TYSON FOODS INC 0.1%
Value ($000) $12,101 Shares 274,966 Est. Cost $29.21 Unrealized 0.0%
FFIV F5 NETWORKS INC 0.1%
Value ($000) $12,091 Shares 113,395 Est. Cost $82.28 Unrealized +28.6%
GOLDCORP INC NEW 0.1%
Value ($000) $12,057 Shares 12,000,000 Est. Cost $1.01 Unrealized
APARTMENT INVT & MGMT CO 0.1%
Value ($000) $12,036 Shares 398,286 Est. Cost $25.91 Unrealized
SPY SPDR S&P 500 ETF TR 0.1%
Value ($000) $11,913 Shares 63,700 Est. Cost $163.46 Unrealized
GENCORP INC 0.1%
Value ($000) $11,909 Shares 651,847 Est. Cost $16.44 Unrealized
LPX LOUISIANA PAC CORP 0.1%
Value ($000) $11,853 Shares 702,600 Est. Cost $17.01 Unrealized +3.1%
ALLE ALLEGION PUB LTD CO 0.1%
Value ($000) $11,477 Shares 220,000 Est. Cost $38.52 Unrealized +15.1%
OMNICARE INC 0.1%
Value ($000) $11,441 Shares 191,740 Est. Cost $47.71 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.1%
Value ($000) $11,418 Shares 10,500,000 Est. Cost $1.09 Unrealized
XLU SELECT SECTOR SPDR TR 0.1%
Value ($000) $11,323 Shares 273,100 Est. Cost $37.97 Unrealized
HOMEAWAY INC 0.1%
Value ($000) $11,264 Shares 299,023 Est. Cost $30.07 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 0.1%
Value ($000) $11,237 Shares 339,790 Est. Cost $30.06 Unrealized -5.3%
TEX TEREX CORP NEW 0.1%
Value ($000) $11,088 Shares 250,290 Est. Cost $30.40 Unrealized +38.2%
TAKE-TWO INTERACTIVE SOFTWAR 0.1%
Value ($000) $10,944 Shares 8,924,000 Est. Cost $1.23 Unrealized
NEE NEXTERA ENERGY INC 0.1%
Value ($000) $10,723 Shares 112,140 Est. Cost $16.57 Unrealized 0.0%
HRB BLOCK H & R INC 0.1%
Value ($000) $10,567 Shares 350,000 Est. Cost $18.56 Unrealized +5.2%
BARRICK GOLD CORP 0.1%
Value ($000) $10,427 Shares 584,800 Est. Cost $17.83 Unrealized
DAR DARLING INTL INC 0.1%
Value ($000) $10,182 Shares 508,600 Est. Cost $21.38 Unrealized -6.2%
GRACE W R & CO DEL NEW 0.1%
Value ($000) $10,168 Shares 102,526 Est. Cost $87.40 Unrealized
VITAMIN SHOPPE INC 0.1%
Value ($000) $10,010 Shares 210,652 Est. Cost $44.38 Unrealized
TPH TRI POINTE HOMES INC 0.1%
Value ($000) $9,738 Shares 600,000 Est. Cost $17.57 Unrealized 0.0%
AMAT APPLIED MATLS INC 0.1%
Value ($000) $9,732 Shares 476,700 Est. Cost $15.75 Unrealized 0.0%
GPN GLOBAL PMTS INC 0.1%
Value ($000) $9,692 Shares 136,291 Est. Cost $32.62 Unrealized 0.0%
CRM SALESFORCE COM INC 0.1%
Value ($000) $9,644 Shares 168,926 Est. Cost $42.62 Unrealized +38.6%
GPRE GREEN PLAINS RENEWABLE ENERG 0.1%
Value ($000) $9,578 Shares 319,682 Est. Cost $16.54 Unrealized +48.2%
OGS ONE GAS INC 0.1%
Value ($000) $9,481 Shares 263,866 Est. Cost $34.23 Unrealized 0.0%
CBRE CBRE GROUP INC 0.1%
Value ($000) $9,397 Shares 342,590 Est. Cost $26.96 Unrealized 0.0%
SAIC SCIENCE APPLICATNS INTL CP N 0.1%
Value ($000) $9,348 Shares 250,011 Est. Cost $34.76 Unrealized +5.4%
TESLA MTRS INC 0.1%
Value ($000) $9,230 Shares 10,000,000 Est. Cost $0.92 Unrealized
XEROX CORP 0.1%
Value ($000) $9,186 Shares 812,960 Est. Cost $11.30 Unrealized
AAPL APPLE INC 0.1%
Value ($000) $9,082 Shares 16,920 Est. Cost $14.28 Unrealized +16.1%
RACKSPACE HOSTING INC 0.1%
Value ($000) $8,996 Shares 274,100 Est. Cost $39.02 Unrealized
KEY KEYCORP NEW 0.1%
Value ($000) $8,795 Shares 617,660 Est. Cost $8.05 Unrealized +6.3%
TS TENARIS S A 0.1%
Value ($000) $8,795 Shares 198,750 Est. Cost $44.25 Unrealized
PETSMART INC 0.1%
Value ($000) $8,739 Shares 126,820 Est. Cost $76.26 Unrealized
ANN INC 0.1%
Value ($000) $8,733 Shares 210,537 Est. Cost $36.56 Unrealized
IHS INC 0.1%
Value ($000) $8,729 Shares 71,840 Est. Cost $121.51 Unrealized
IT GARTNER INC 0.1%
Value ($000) $8,647 Shares 124,530 Est. Cost $58.89 Unrealized +17.5%
MOS MOSAIC CO NEW 0.1%
Value ($000) $8,613 Shares 172,250 Est. Cost $36.35 Unrealized +3.2%
PAYX PAYCHEX INC 0.1%
Value ($000) $8,512 Shares 199,813 Est. Cost $29.49 Unrealized 0.0%
HARBINGER GROUP INC 0.1%
Value ($000) $8,390 Shares 686,000 Est. Cost $11.86 Unrealized
GNC HLDGS INC 0.1%
Value ($000) $8,328 Shares 189,190 Est. Cost $44.02 Unrealized
DR PEPPER SNAPPLE GROUP INC 0.1%
Value ($000) $8,169 Shares 150,000 Est. Cost $54.46 Unrealized
WRB BERKLEY W R CORP 0.1%
Value ($000) $7,809 Shares 187,630 Est. Cost $9.82 Unrealized -5.7%
ROYAL BK SCOTLAND GROUP PLC 0.1%
Value ($000) $7,763 Shares 343,180 Est. Cost $22.62 Unrealized
FORUM ENERGY TECHNOLOGIES IN 0.1%
Value ($000) $7,689 Shares 248,200 Est. Cost $30.98 Unrealized
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $7,631 Shares 68,330 Est. Cost $95.15 Unrealized -4.1%
ORCL ORACLE CORP 0.1%
Value ($000) $7,630 Shares 186,500 Est. Cost $28.20 Unrealized +13.4%
UIL HLDG CORP 0.1%
Value ($000) $7,539 Shares 204,800 Est. Cost $36.81 Unrealized
BB&T CORP 0.1%
Value ($000) $7,532 Shares 187,500 Est. Cost $37.32 Unrealized
NVGS NAVIGATOR HOLDINGS LTD 0.1%
Value ($000) $7,401 Shares 284,673 Est. Cost $39.40 Unrealized -39.4%
ANIXTER INTL INC 0.1%
Value ($000) $7,208 Shares 71,000 Est. Cost $101.52 Unrealized
CEMEX SAB DE CV 0.1%
Value ($000) $7,166 Shares 5,000,000 Est. Cost $1.43 Unrealized
NGD NEW GOLD INC CDA 0.1%
Value ($000) $7,165 Shares 1,468,300 Est. Cost $6.75 Unrealized -14.5%
AMERICAN AIRLS GROUP INC 0.1%
Value ($000) $6,900 Shares 250,001 Est. Cost $27.60 Unrealized
JACK JACK IN THE BOX INC 0.1%
Value ($000) $6,740 Shares 114,350 Est. Cost $44.09 Unrealized +23.6%
AXIALL CORP 0.1%
Value ($000) $6,581 Shares 146,500 Est. Cost $47.44 Unrealized
RED HAT INC 0.1%
Value ($000) $6,464 Shares 122,000 Est. Cost $52.98 Unrealized
M MACYS INC 0.1%
Value ($000) $6,071 Shares 102,400 Est. Cost $49.80 Unrealized +11.6%
FOREST CITY ENTERPRISES INC 0.1%
Value ($000) $5,974 Shares 312,780 Est. Cost $19.10 Unrealized
ROYAL BK SCOTLAND GROUP PLC 0.1%
Value ($000) $5,836 Shares 256,434 Est. Cost $22.76 Unrealized
KMB KIMBERLY CLARK CORP 0.1%
Value ($000) $5,833 Shares 52,905 Est. Cost $69.39 Unrealized 0.0%
CONSOLIDATED TOMOKA LD CO 0.1%
Value ($000) $5,776 Shares 143,400 Est. Cost $38.43 Unrealized
AGL RES INC 0.1%
Value ($000) $5,737 Shares 117,170 Est. Cost $48.96 Unrealized
HUN HUNTSMAN CORP 0.1%
Value ($000) $5,630 Shares 230,557 Est. Cost $23.21 Unrealized 0.0%
REYNOLDS AMERICAN INC 0.1%
Value ($000) $5,342 Shares 100,000 Est. Cost $53.42 Unrealized
BLUELINX HLDGS INC 0.1%
Value ($000) $5,311 Shares 4,085,373 Est. Cost $1.83 Unrealized
SPRINGLEAF HLDGS INC 0.1%
Value ($000) $5,307 Shares 211,000 Est. Cost $25.28 Unrealized
SANDISK CORP 0.1%
Value ($000) $5,002 Shares 61,610 Est. Cost $81.19 Unrealized
FIBRIA CELULOSE S A 0.1%
Value ($000) $4,917 Shares 444,600 Est. Cost $11.06 Unrealized
GPC GENUINE PARTS CO 0.1%
Value ($000) $4,838 Shares 55,700 Est. Cost $60.07 Unrealized 0.0%
JBTM JOHN BEAN TECHNOLOGIES CORP 0.1%
Value ($000) $4,639 Shares 150,127 Est. Cost $28.68 Unrealized 0.0%
COMPUTER SCIENCES CORP 0.0%
Value ($000) $4,269 Shares 70,190 Est. Cost $52.50 Unrealized
SSNC SS&C TECHNOLOGIES HLDGS INC 0.0%
Value ($000) $4,134 Shares 103,300 Est. Cost $20.54 Unrealized 0.0%
ENLINK MIDSTREAM LLC 0.0%
Value ($000) $3,974 Shares 117,100 Est. Cost $33.94 Unrealized
PEABODY ENERGY CORP 0.0%
Value ($000) $3,933 Shares 240,700 Est. Cost $16.34 Unrealized
PIER 1 IMPORTS INC 0.0%
Value ($000) $3,788 Shares 200,636 Est. Cost $18.88 Unrealized
BLACKROCK CR ALLCTN INC TR 0.0%
Value ($000) $3,515 Shares 260,000 Est. Cost $13.52 Unrealized
R RYDER SYS INC 0.0%
Value ($000) $3,357 Shares 42,000 Est. Cost $74.08 Unrealized 0.0%
MEADOWBROOK INS GROUP INC 0.0%
Value ($000) $3,224 Shares 553,000 Est. Cost $6.28 Unrealized
WRIGHT MED GROUP INC 0.0%
Value ($000) $3,166 Shares 101,900 Est. Cost $30.71 Unrealized
EXP EAGLE MATERIALS INC 0.0%
Value ($000) $3,129 Shares 35,290 Est. Cost $65.76 Unrealized +18.3%
FIRST TR HIGH INCOME L/S FD 0.0%
Value ($000) $2,955 Shares 166,666 Est. Cost $17.73 Unrealized
STWD STARWOOD PPTY TR INC 0.0%
Value ($000) $2,831 Shares 120,000 Est. Cost $23.59 Unrealized
WESTERN ASSET HGH YLD DFNDFD 0.0%
Value ($000) $2,742 Shares 153,333 Est. Cost $17.88 Unrealized
BURL BURLINGTON STORES INC 0.0%
Value ($000) $2,610 Shares 88,400 Est. Cost $27.54 Unrealized 0.0%
AVIAT NETWORKS INC 0.0%
Value ($000) $2,457 Shares 1,545,420 Est. Cost $2.53 Unrealized
CAESARS ENTMT CORP 0.0%
Value ($000) $2,376 Shares 125,000 Est. Cost $19.01 Unrealized
AZO AUTOZONE INC 0.0%
Value ($000) $2,343 Shares 4,363 Est. Cost $407.86 Unrealized +27.2%
BLACKROCK CORPOR HI YLD FD V 0.0%
Value ($000) $2,248 Shares 183,333 Est. Cost $12.26 Unrealized
DWS HIGH INCOME OPPORT FD IN 0.0%
Value ($000) $2,240 Shares 153,333 Est. Cost $14.61 Unrealized
IVY HIGH INC OPPORTUNITIES F 0.0%
Value ($000) $2,072 Shares 113,333 Est. Cost $18.28 Unrealized
INFY INFOSYS LTD 0.0%
Value ($000) $2,071 Shares 38,216 Est. Cost $54.19 Unrealized
NEUBERGER BERMAN HGH YLD FD 0.0%
Value ($000) $2,068 Shares 151,800 Est. Cost $13.62 Unrealized
WESTERN ASSET HIGH INCM OPP 0.0%
Value ($000) $2,017 Shares 333,333 Est. Cost $6.05 Unrealized
WESTERN ASSET MGD HI INCM FD 0.0%
Value ($000) $1,910 Shares 333,333 Est. Cost $5.73 Unrealized
ALPHA NATURAL RESOURCES INC 0.0%
Value ($000) $1,852 Shares 435,700 Est. Cost $5.58 Unrealized
CIRCOR INTL INC 0.0%
Value ($000) $1,833 Shares 25,000 Est. Cost $73.32 Unrealized
PENNEY J C INC 0.0%
Value ($000) $1,571 Shares 3,150 Est. Cost $9.15 Unrealized
FOREST OIL CORP 0.0%
Value ($000) $1,528 Shares 800,000 Est. Cost $1.91 Unrealized
COVISINT CORP 0.0%
Value ($000) $1,284 Shares 175,200 Est. Cost $7.33 Unrealized
KRATON PERFORMANCE POLYMERS 0.0%
Value ($000) $1,066 Shares 40,769 Est. Cost $26.15 Unrealized
SAFEWAY INC 0.0%
Value ($000) $924 Shares 25,000 Est. Cost $36.96 Unrealized
CUBIST PHARMACEUTICALS INC 0.0%
Value ($000) $801 Shares 1,233,000 Est. Cost $1.29 Unrealized
WALTER ENERGY INC 0.0%
Value ($000) $785 Shares 103,900 Est. Cost $16.63 Unrealized
NORTH ATLANTIC DRILLING LTD 0.0%
Value ($000) $675 Shares 76,400 Est. Cost $8.84 Unrealized
FOOT LOCKER INC 0.0%
Value ($000) $622 Shares 13,238 Est. Cost $35.13 Unrealized
GENERAL MTRS CO 0.0%
Value ($000) $333 Shares 13,421 Est. Cost $23.99 Unrealized
GENERAL MTRS CO 0.0%
Value ($000) $234 Shares 13,421 Est. Cost $16.32 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $223 Shares 3,678,195 Est. Cost $0.06 Unrealized
IEF ISHARES 0.0%
Value ($000) $215 Shares 2,000 Est. Cost Unrealized
GENERAL ELECTRIC CO 0.0%
Value ($000) $207 Shares 8,010 Est. Cost $25.84 Unrealized
CSCO CISCO SYS INC 0.0%
Value ($000) $105 Shares 10,000 Est. Cost $15.32 Unrealized -0.1%