CIK: 0001056973 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 13, 2014
Total Value ($000): $9,125,279 (98.1% shares, 1.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | FOREST LABS INC | 2,809,476 | $278,138 | 3.0% | $94.41 | — | COM | 345838106 |
| NRG | NRG ENERGY INC | 5,015,960 | $186,594 | 2.0% | $21.48 | +24.0% | COM NEW | 629377508 |
| — | BUNGE LIMITED | 2,130,259 | $161,133 | 1.8% | $71.15 | — | COM | G16962105 |
| — | HILLSHIRE BRANDS CO | 2,485,000 | $154,816 | 1.7% | $43.81 | — | COM | 432589109 |
| — | COVIDIEN PLC | 1,675,000 | $151,052 | 1.7% | $87.39 | — | SHS | G2554F113 |
| JPM | JPMORGAN CHASE & CO | 2,180,328 | $125,630 | 1.4% | $39.89 | +3.3% | COM | 46625H100 |
| — | REALOGY HLDGS CORP | 3,259,200 | $122,904 | 1.3% | $39.60 | — | COM | 75605Y106 |
| — | E M C CORP MASS | 3,949,932 | $104,041 | 1.1% | $26.59 | — | COM | 268648102 |
| CSCO | CISCO SYS INC | 4,000,000 | $99,400 | 1.1% | $15.32 | +8.6% | COM | 17275R102 |
| — | PENNSYLVANIA RL ESTATE INVT | 5,165,150 | $97,208 | 1.1% | $18.63 | — | SH BEN INT | 709102107 |
| — | EXTERRAN HLDGS INC | 2,103,024 | $94,615 | 1.0% | $29.81 | — | COM | 30225X103 |
| EXC | EXELON CORP | 2,571,700 | $93,816 | 1.0% | $13.80 | +22.3% | COM | 30161N101 |
| GM | GENERAL MTRS CO | 2,475,642 | $89,866 | 1.0% | $26.55 | -0.9% | COM | 37045V100 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 7,529,400 | $84,480 | 0.9% | $9.49 | -14.1% | COM | 02553E106 |
| — | WHITING PETE CORP NEW | 999,602 | $80,218 | 0.9% | $48.48 | — | COM | 966387102 |
| SLB | SCHLUMBERGER LTD | 662,885 | $78,187 | 0.9% | $59.40 | +26.0% | COM | 806857108 |
| — | HUDSON CITY BANCORP | 7,679,426 | $75,489 | 0.8% | $9.41 | — | COM | 443683107 |
| TGT | TARGET CORP | 1,286,715 | $74,565 | 0.8% | $42.92 | -3.0% | COM | 87612E106 |
| PG | PROCTER & GAMBLE CO | 933,770 | $73,385 | 0.8% | $58.12 | +0.3% | COM | 742718109 |
| — | MARATHON OIL CORP | 1,822,589 | $72,758 | 0.8% | $36.78 | — | COM | 565849106 |
| AVT | AVNET INC | 1,623,518 | $71,938 | 0.8% | $30.49 | +12.3% | COM | 053807103 |
| SLAB | SILICON LABORATORIES INC | 1,406,498 | $69,270 | 0.8% | $41.71 | +14.0% | COM | 826919102 |
| — | MEADWESTVACO CORP | 1,560,460 | $69,066 | 0.8% | $36.59 | — | COM | 583334107 |
| — | PARTNERRE LTD | 630,638 | $68,872 | 0.8% | $90.81 | — | COM | G6852T105 |
| — | PROTECTIVE LIFE CORP | 940,000 | $65,170 | 0.7% | $69.33 | — | COM | 743674103 |
| GAP | GAP INC DEL | 1,561,700 | $64,920 | 0.7% | $27.12 | +0.4% | COM | 364760108 |
| — | CIT GROUP INC | 1,390,554 | $63,632 | 0.7% | $48.18 | — | COM NEW | 125581801 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 1,545,650 | $63,047 | 0.7% | $21.31 | +20.9% | COM | 744573106 |
| — | EXPRESS INC | 3,696,971 | $62,959 | 0.7% | $15.90 | — | COM | 30219E103 |
| MS | MORGAN STANLEY | 1,912,350 | $61,826 | 0.7% | $22.25 | +2.1% | COM NEW | 617446448 |
| — | HERTZ GLOBAL HOLDINGS INC | 2,204,208 | $61,784 | 0.7% | $27.21 | — | COM | 42805T105 |
| — | RED HAT INC | 1,115,840 | $61,672 | 0.7% | $55.02 | — | COM | 756577102 |
| TPH | TRI POINTE HOMES INC | 3,913,730 | $61,524 | 0.7% | $16.38 | -1.3% | COM | 87265H109 |
| OMC | OMNICOM GROUP INC | 847,100 | $60,330 | 0.7% | $47.35 | 0.0% | COM | 681919106 |
| — | POST PPTYS INC | 1,114,647 | $59,589 | 0.7% | $48.00 | — | COM | 737464107 |
| — | SPIRIT RLTY CAP INC NEW | 5,175,630 | $58,795 | 0.6% | $9.30 | — | COM | 84860W102 |
| WMB | WILLIAMS COS INC DEL | 997,520 | $58,066 | 0.6% | $24.17 | 0.0% | COM | 969457100 |
| LOW | LOWES COS INC | 1,207,004 | $57,924 | 0.6% | $32.94 | +14.9% | COM | 548661107 |
| NI | NISOURCE INC | 1,470,540 | $57,851 | 0.6% | $10.06 | 0.0% | COM | 65473P105 |
| AEP | AMERICAN ELEC PWR INC | 1,036,400 | $57,800 | 0.6% | $30.47 | +14.5% | COM | 025537101 |
| — | SEMGROUP CORP | 730,839 | $57,627 | 0.6% | $73.62 | — | CL A | 81663A105 |
| — | ANADARKO PETE CORP | 521,985 | $57,142 | 0.6% | $90.88 | — | COM | 032511107 |
| C | CITIGROUP INC | 1,200,000 | $56,520 | 0.6% | $35.41 | 0.0% | COM NEW | 172967424 |
| HIG | HARTFORD FINL SVCS GROUP INC | 1,571,566 | $56,278 | 0.6% | $23.20 | +18.8% | COM | 416515104 |
| — | ATHLON ENERGY INC | 1,155,871 | $55,135 | 0.6% | $34.03 | — | COM | 047477104 |
| — | HILTON WORLDWIDE HLDGS INC | 2,358,870 | $54,962 | 0.6% | $23.30 | — | COM | 43300A104 |
| — | ULTRATECH INC | 2,471,686 | $54,822 | 0.6% | $29.01 | — | COM | 904034105 |
| VLO | VALERO ENERGY CORP NEW | 1,083,880 | $54,302 | 0.6% | $30.89 | +14.9% | COM | 91913Y100 |
| BLMN | BLOOMIN BRANDS INC | 2,374,306 | $53,256 | 0.6% | $17.37 | -2.2% | COM | 094235108 |
| — | PRECISION DRILLING CORP | 3,746,902 | $53,056 | 0.6% | $9.37 | — | COM 2010 | 74022D308 |
| — | DIRECTV | 620,000 | $52,706 | 0.6% | $85.01 | — | COM | 25490A309 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 1,046,724 | $51,195 | 0.6% | $41.14 | +5.0% | CL A | 192446102 |
| — | ROCK-TENN CO | 481,263 | $50,817 | 0.6% | $104.79 | — | CL A | 772739207 |
| PVH | PVH CORP | 428,470 | $49,960 | 0.5% | $122.12 | +0.2% | COM | 693656100 |
| BAC | BANK OF AMERICA CORPORATION | 3,241,620 | $49,824 | 0.5% | $12.24 | 0.0% | COM | 060505104 |
| — | CIMAREX ENERGY CO | 345,805 | $49,609 | 0.5% | $101.33 | — | COM | 171798101 |
| ADI | ANALOG DEVICES INC | 891,006 | $48,177 | 0.5% | $39.43 | +5.2% | COM | 032654105 |
| — | GULFPORT ENERGY CORP | 766,060 | $48,109 | 0.5% | $62.80 | — | COM NEW | 402635304 |
| DKS | DICKS SPORTING GOODS INC | 1,023,381 | $47,649 | 0.5% | $38.14 | -4.4% | COM | 253393102 |
| — | HILL ROM HLDGS INC | 1,135,000 | $47,114 | 0.5% | $41.51 | — | COM | 431475102 |
| PCG | PG&E CORP | 973,730 | $46,759 | 0.5% | $39.84 | 0.0% | COM | 69331C108 |
| PAYX | PAYCHEX INC | 1,118,510 | $46,485 | 0.5% | $28.91 | -0.4% | COM | 704326107 |
| BKD | BROOKDALE SR LIVING INC | 1,384,050 | $46,144 | 0.5% | $31.12 | +4.4% | COM | 112463104 |
| — | PRICELINE COM INC | 37,450 | $45,052 | 0.5% | $1032.87 | — | COM NEW | 741503403 |
| DVN | DEVON ENERGY CORP NEW | 564,320 | $44,807 | 0.5% | $49.04 | 0.0% | COM | 25179M103 |
| QCOM | QUALCOMM INC | 565,284 | $44,770 | 0.5% | $45.06 | +27.2% | COM | 747525103 |
| — | GENERAL GROWTH PPTYS INC NEW | 1,891,027 | $44,553 | 0.5% | $20.29 | — | COM | 370023103 |
| PRU | PRUDENTIAL FINL INC | 498,955 | $44,292 | 0.5% | $51.36 | 0.0% | COM | 744320102 |
| — | COMPUWARE CORP | 4,433,642 | $44,292 | 0.5% | $10.52 | — | COM | 205638109 |
| — | TRULIA INC | 931,855 | $44,151 | 0.5% | $40.78 | — | COM | 897888103 |
| AAP | ADVANCE AUTO PARTS INC | 326,495 | $44,051 | 0.5% | $108.18 | 0.0% | COM | 00751Y106 |
| SJM | SMUCKER J M CO | 405,770 | $43,243 | 0.5% | $70.16 | +1.8% | COM NEW | 832696405 |
| FE | FIRSTENERGY CORP | 1,234,220 | $42,852 | 0.5% | $20.72 | 0.0% | COM | 337932107 |
| GS | GOLDMAN SACHS GROUP INC | 250,000 | $41,860 | 0.5% | $133.70 | -3.7% | COM | 38141G104 |
| — | WELLPOINT INC | 384,690 | $41,396 | 0.5% | $83.95 | — | COM | 94973V107 |
| — | FIDELITY NATIONAL FINANCIAL | 1,257,289 | $41,189 | 0.5% | $26.05 | — | CL A | 31620R105 |
| — | UTI WORLDWIDE INC | 3,975,000 | $41,102 | 0.5% | $10.50 | — | ORD | G87210103 |
| VZ | VERIZON COMMUNICATIONS INC | 839,920 | $41,097 | 0.5% | $26.80 | 0.0% | COM | 92343V104 |
| BHP | BHP BILLITON LTD | 593,170 | $40,602 | 0.4% | $67.77 | — | SPONSORED ADR | 088606108 |
| — | MONEYGRAM INTL INC | 2,725,000 | $40,139 | 0.4% | $15.86 | — | COM NEW | 60935Y208 |
| — | ENERGY XXI BERMUDA LTD | 1,695,816 | $40,072 | 0.4% | $23.63 | — | USD UNRS SHS | G10082140 |
| NTAP | NETAPP INC | 1,068,708 | $39,029 | 0.4% | $28.85 | -7.0% | COM | 64110D104 |
| — | JUNIPER NETWORKS INC | 1,500,000 | $36,810 | 0.4% | $24.54 | — | COM | 48203R104 |
| RF | REGIONS FINL CORP NEW | 3,463,769 | $36,785 | 0.4% | $6.62 | +6.2% | COM | 7591EP100 |
| HAL | HALLIBURTON CO | 517,420 | $36,742 | 0.4% | $40.48 | +27.2% | COM | 406216101 |
| MCK | MCKESSON CORP | 195,575 | $36,418 | 0.4% | $136.94 | +19.2% | COM | 58155Q103 |
| — | QLIK TECHNOLOGIES INC | 1,602,505 | $36,249 | 0.4% | $24.35 | — | COM | 74733T105 |
| — | LIBERTY INTERACTIVE CORP | 490,606 | $36,207 | 0.4% | $79.49 | — | LBT VENT COM A | 53071M880 |
| — | TIME WARNER CABLE INC | 243,938 | $35,932 | 0.4% | $116.10 | — | COM | 88732J207 |
| DG | DOLLAR GEN CORP NEW | 619,210 | $35,518 | 0.4% | $49.73 | 0.0% | COM | 256677105 |
| — | MEMORIAL RESOURCE DEV CORP | 1,453,100 | $35,398 | 0.4% | $24.36 | — | COM | 58605Q109 |
| HCA | HCA HOLDINGS INC | 620,350 | $34,975 | 0.4% | $37.25 | +31.7% | COM | 40412C101 |
| MHK | MOHAWK INDS INC | 250,000 | $34,585 | 0.4% | $139.17 | -2.9% | COM | 608190104 |
| TDC | TERADATA CORP DEL | 857,500 | $34,472 | 0.4% | $45.10 | -3.2% | COM | 88076W103 |
| FIS | FIDELITY NATL INFORMATION SV | 600,450 | $32,869 | 0.4% | $43.71 | +0.5% | COM | 31620M106 |
| FITB | FIFTH THIRD BANCORP | 1,538,180 | $32,840 | 0.4% | $14.28 | 0.0% | COM | 316773100 |
| — | LAM RESEARCH CORP | 485,127 | $32,785 | 0.4% | $50.59 | — | COM | 512807108 |
| — | CITRIX SYS INC | 516,926 | $32,334 | 0.4% | $60.09 | — | COM | 177376100 |
| — | PHH CORP | 1,400,000 | $32,172 | 0.4% | $22.98 | — | COM NEW | 693320202 |
| CROX | CROCS INC | 2,125,600 | $31,948 | 0.4% | $13.61 | +9.4% | COM | 227046109 |
| — | BAKER HUGHES INC | 421,084 | $31,350 | 0.3% | $54.37 | — | COM | 057224107 |
| — | GOOGLE INC | 54,081 | $31,112 | 0.3% | $575.29 | — | CL C | 38259P706 |
| — | ACE LTD | 294,555 | $30,545 | 0.3% | $89.48 | — | SHS | H0023R105 |
| — | INTERPUBLIC GROUP COS INC | 1,527,311 | $29,798 | 0.3% | $10.47 | +14.8% | COM | 460690100 |
| — | WYNDHAM WORLDWIDE CORP | 382,030 | $28,927 | 0.3% | $73.23 | — | COM | 98310W108 |
| — | IMS HEALTH HLDGS INC | 1,115,606 | $28,649 | 0.3% | $25.68 | — | COM | 44970B109 |
| MRK | MERCK & CO INC NEW | 491,120 | $28,411 | 0.3% | $32.20 | +17.9% | COM | 58933Y105 |
| NBHC | NATIONAL BK HLDGS CORP | 1,417,298 | $28,261 | 0.3% | $14.79 | +4.9% | CL A | 633707104 |
| — | VIMPELCOM LTD | 3,364,254 | $28,260 | 0.3% | $10.00 | — | SPONSORED ADR | 92719A106 |
| — | FMC TECHNOLOGIES INC | 453,370 | $27,687 | 0.3% | $56.50 | — | COM | 30249U101 |
| — | RENEWABLE ENERGY GROUP INC | 2,400,000 | $27,528 | 0.3% | $11.71 | — | COM NEW | 75972A301 |
| — | STARWOOD HOTELS&RESORTS WRLD | 334,705 | $27,051 | 0.3% | $76.56 | — | COM | 85590A401 |
| MCHP | MICROCHIP TECHNOLOGY INC | 550,056 | $26,848 | 0.3% | $14.31 | +30.6% | COM | 595017104 |
| KMB | KIMBERLY CLARK CORP | 233,285 | $25,946 | 0.3% | $71.22 | +0.8% | COM | 494368103 |
| — | SIRIUS XM HLDGS INC | 7,446,500 | $25,765 | 0.3% | $3.20 | — | COM | 82968B103 |
| — | CALPINE CORP | 1,068,347 | $25,437 | 0.3% | $23.81 | — | COM NEW | 131347304 |
| — | WELLPOINT INC | 16,500,000 | $25,380 | 0.3% | $1.54 | — | NOTE 2.750%10/1 | 94973VBG1 |
| ABT | ABBOTT LABS | 619,960 | $25,356 | 0.3% | $28.45 | +10.7% | COM | 002824100 |
| SRE | SEMPRA ENERGY | 240,085 | $25,139 | 0.3% | $34.62 | 0.0% | COM | 816851109 |
| BRX | BRIXMOR PPTY GROUP INC | 1,091,340 | $25,046 | 0.3% | $22.95 | — | COM | 11120U105 |
| CRM | SALESFORCE COM INC | 429,530 | $24,947 | 0.3% | $49.14 | +8.6% | COM | 79466L302 |
| — | TENNECO INC | 378,793 | $24,887 | 0.3% | $58.94 | — | COM | 880349105 |
| BXP | BOSTON PROPERTIES INC | 208,920 | $24,690 | 0.3% | $72.91 | 0.0% | COM | 101121101 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 268,076 | $24,505 | 0.3% | $115.44 | -22.0% | COM | 90384S303 |
| EOG | EOG RES INC | 205,980 | $24,071 | 0.3% | $59.96 | +27.9% | COM | 26875P101 |
| — | TALISMAN ENERGY INC | 2,259,400 | $23,950 | 0.3% | $9.98 | — | COM | 87425E103 |
| CMS | CMS ENERGY CORP | 766,940 | $23,890 | 0.3% | $18.61 | +12.7% | COM | 125896100 |
| — | OASIS PETE INC NEW | 419,060 | $23,421 | 0.3% | $41.73 | — | COM | 674215108 |
| VNO | VORNADO RLTY TR | 217,560 | $23,220 | 0.3% | $106.73 | — | SH BEN INT | 929042109 |
| — | CAPITAL BK FINL CORP | 983,144 | $23,212 | 0.3% | $19.13 | — | CL A COM | 139794101 |
| — | APARTMENT INVT & MGMT CO | 716,338 | $23,116 | 0.3% | $28.73 | — | CL A | 03748R101 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 198,240 | $22,786 | 0.2% | $105.99 | — | SPONSORED ADR | 03524A108 |
| TSN | TYSON FOODS INC | 600,740 | $22,552 | 0.2% | $30.16 | +2.7% | CL A | 902494103 |
| NAVI | NAVIENT CORP | 1,269,789 | $22,488 | 0.2% | $16.58 | 0.0% | COM | 63938C108 |
| HBAN | HUNTINGTON BANCSHARES INC | 2,349,637 | $22,416 | 0.2% | $6.01 | 0.0% | COM | 446150104 |
| KRC | KILROY RLTY CORP | 356,843 | $22,224 | 0.2% | $50.95 | — | COM | 49427F108 |
| V | VISA INC | 104,050 | $21,924 | 0.2% | $48.17 | 0.0% | COM CL A | 92826C839 |
| — | PIONEER NAT RES CO | 94,515 | $21,720 | 0.2% | $229.80 | — | COM | 723787107 |
| WU | WESTERN UN CO | 1,250,000 | $21,675 | 0.2% | $16.36 | — | COM | 959802109 |
| URBN | URBAN OUTFITTERS INC | 624,600 | $21,149 | 0.2% | $36.76 | -4.6% | COM | 917047102 |
| — | HERSHA HOSPITALITY TR | 3,149,120 | $21,131 | 0.2% | $5.72 | — | SH BEN INT A | 427825104 |
| AMAT | APPLIED MATLS INC | 925,000 | $20,859 | 0.2% | $16.64 | +5.7% | COM | 038222105 |
| AL | AIR LEASE CORP | 535,800 | $20,671 | 0.2% | $32.57 | 0.0% | CL A | 00912X302 |
| — | SANDISK CORP | 10,000,000 | $20,491 | 0.2% | $1.43 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| MSFT | MICROSOFT CORP | 477,560 | $19,914 | 0.2% | $33.96 | 0.0% | COM | 594918104 |
| LEN | LENNAR CORP | 472,930 | $19,854 | 0.2% | $30.45 | +12.6% | CL A | 526057104 |
| — | MARKET VECTORS ETF TR | 342,000 | $19,754 | 0.2% | $48.16 | — | OIL SVCS ETF | 57060U191 |
| CYH | COMMUNITY HEALTH SYS INC NEW | 431,900 | $19,595 | 0.2% | $33.27 | 0.0% | COM | 203668108 |
| — | TYCO INTERNATIONAL LTD | 426,777 | $19,461 | 0.2% | $33.44 | — | SHS | H89128104 |
| — | ACTAVIS PLC | 87,190 | $19,448 | 0.2% | $205.85 | — | SHS | G0083B108 |
| NWL | NEWELL RUBBERMAID INC | 624,970 | $19,368 | 0.2% | $19.32 | 0.0% | COM | 651229106 |
| TMO | THERMO FISHER SCIENTIFIC INC | 163,840 | $19,333 | 0.2% | $96.80 | +17.2% | COM | 883556102 |
| PTEN | PATTERSON UTI ENERGY INC | 549,147 | $19,187 | 0.2% | $23.93 | +37.2% | COM | 703481101 |
| — | MICROCHIP TECHNOLOGY INC | 10,000,000 | $19,123 | 0.2% | $1.86 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | MCGRAW HILL FINL INC | 228,169 | $18,945 | 0.2% | $76.68 | — | COM | 580645109 |
| — | DOW CHEM CO | 366,280 | $18,849 | 0.2% | $51.46 | — | COM | 260543103 |
| GPC | GENUINE PARTS CO | 209,495 | $18,394 | 0.2% | $61.22 | +0.7% | COM | 372460105 |
| CVS | CVS CAREMARK CORPORATION | 243,795 | $18,375 | 0.2% | $54.89 | 0.0% | COM | 126650100 |
| KRE | SPDR SERIES TRUST | 454,100 | $18,309 | 0.2% | $40.32 | — | S&P REGL BKG | 78464A698 |
| CAH | CARDINAL HEALTH INC | 265,310 | $18,190 | 0.2% | $49.64 | 0.0% | COM | 14149Y108 |
| — | B/E AEROSPACE INC | 189,519 | $17,529 | 0.2% | $92.49 | — | COM | 073302101 |
| TROW | PRICE T ROWE GROUP INC | 205,510 | $17,347 | 0.2% | $48.89 | +8.8% | COM | 74144T108 |
| ALLY | ALLY FINL INC | 725,000 | $17,335 | 0.2% | $18.86 | 0.0% | COM | 02005N100 |
| DLTR | DOLLAR TREE INC | 316,107 | $17,215 | 0.2% | $57.61 | -8.7% | COM | 256746108 |
| KMT | KENNAMETAL INC | 370,000 | $17,124 | 0.2% | $33.81 | 0.0% | COM | 489170100 |
| — | AUTONAVI HLDGS LTD | 816,635 | $17,068 | 0.2% | $20.04 | — | SPONSORED ADR | 05330F106 |
| JNJ | JOHNSON & JOHNSON | 161,980 | $16,946 | 0.2% | $63.50 | +15.2% | COM | 478160104 |
| — | FOREST CITY ENTERPRISES INC | 852,467 | $16,939 | 0.2% | $19.59 | — | CL A | 345550107 |
| — | SUNTRUST BKS INC | 420,840 | $16,859 | 0.2% | $40.06 | — | COM | 867914103 |
| — | DSW INC | 601,000 | $16,792 | 0.2% | $27.94 | — | CL A | 23334L102 |
| — | PETSMART INC | 274,220 | $16,398 | 0.2% | $67.41 | — | COM | 716768106 |
| ARMK | ARAMARK | 632,187 | $16,361 | 0.2% | $16.95 | 0.0% | COM | 03852U106 |
| CVX | CHEVRON CORP NEW | 125,325 | $16,361 | 0.2% | $70.36 | +7.9% | COM | 166764100 |
| — | TECH DATA CORP | 261,400 | $16,343 | 0.2% | $60.96 | — | COM | 878237106 |
| IVZ | INVESCO LTD | 431,198 | $16,278 | 0.2% | $19.28 | +13.9% | SHS | G491BT108 |
| — | TESLA MTRS INC | 8,000,000 | $16,169 | 0.2% | $1.80 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| MDLZ | MONDELEZ INTL INC | 429,210 | $16,143 | 0.2% | $26.35 | +7.4% | CL A | 609207105 |
| TTWO | TAKE-TWO INTERACTIVE SOFTWAR | 715,000 | $15,902 | 0.2% | $20.47 | 0.0% | COM | 874054109 |
| GPN | GLOBAL PMTS INC | 216,302 | $15,758 | 0.2% | $32.63 | +0.1% | COM | 37940X102 |
| — | PROCERA NETWORKS INC | 1,557,908 | $15,719 | 0.2% | $10.38 | — | COM NEW | 74269U203 |
| — | CHIQUITA BRANDS INTL INC | 1,446,700 | $15,697 | 0.2% | $10.85 | — | COM | 170032809 |
| — | LINKEDIN CORP | 90,665 | $15,546 | 0.2% | $171.47 | — | COM CL A | 53578A108 |
| — | HOMEAWAY INC | 437,723 | $15,242 | 0.2% | $31.57 | — | COM | 43739Q100 |
| — | CEMEX SAB DE CV | 10,000,000 | $15,183 | 0.2% | $1.48 | — | NOTE 3.750% 3/1 | 151290BC6 |
| ROST | ROSS STORES INC | 226,915 | $15,006 | 0.2% | $31.03 | -1.4% | COM | 778296103 |
| — | NEUSTAR INC | 575,000 | $14,962 | 0.2% | $26.02 | — | CL A | 64126X201 |
| — | ROCKWOOD HLDGS INC | 195,840 | $14,882 | 0.2% | $75.99 | — | COM | 774415103 |
| VSH | VISHAY INTERTECHNOLOGY INC | 955,728 | $14,804 | 0.2% | $10.88 | +9.1% | COM | 928298108 |
| — | AETNA INC NEW | 179,290 | $14,537 | 0.2% | $75.30 | — | COM | 00817Y108 |
| — | SOLARWINDS INC | 372,080 | $14,385 | 0.2% | $38.74 | — | COM | 83416B109 |
| — | VITAMIN SHOPPE INC | 333,000 | $14,326 | 0.2% | $43.88 | — | COM | 92849E101 |
| SU | SUNCOR ENERGY INC NEW | 333,710 | $14,226 | 0.2% | $22.24 | +16.9% | COM | 867224107 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 320,600 | $14,177 | 0.2% | $20.64 | +0.2% | COM | 78467J100 |
| — | THOMSON REUTERS CORP | 388,087 | $14,111 | 0.2% | $34.59 | — | COM | 884903105 |
| — | CHICOS FAS INC | 830,000 | $14,077 | 0.2% | $16.96 | — | COM | 168615102 |
| — | TELEFLEX INC | 8,000,000 | $14,034 | 0.2% | $1.65 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | RYLAND GROUP INC | 10,008,000 | $13,989 | 0.2% | $1.40 | — | NOTE 1.625% 5/1 | 783764AQ6 |
| — | CORNERSTONE ONDEMAND INC | 302,800 | $13,935 | 0.2% | $47.87 | — | COM | 21925Y103 |
| — | JARDEN CORP | 234,098 | $13,894 | 0.2% | $59.83 | — | COM | 471109108 |
| — | IDENIX PHARMACEUTICALS INC | 575,000 | $13,858 | 0.2% | $24.10 | — | COM | 45166R204 |
| — | COCA COLA ENTERPRISES INC NE | 287,600 | $13,742 | 0.2% | $47.78 | — | COM | 19122T109 |
| — | ST JUDE MED INC | 198,170 | $13,723 | 0.2% | $65.39 | — | COM | 790849103 |
| — | CLOUD PEAK ENERGY INC | 736,300 | $13,563 | 0.1% | $17.08 | — | COM | 18911Q102 |
| ZBH | ZIMMER HLDGS INC | 129,400 | $13,439 | 0.1% | $71.58 | +23.9% | COM | 98956P102 |
| OSK | OSHKOSH CORP | 241,230 | $13,396 | 0.1% | $46.11 | 0.0% | COM | 688239201 |
| SNPS | SYNOPSYS INC | 343,713 | $13,343 | 0.1% | $36.00 | +6.0% | COM | 871607107 |
| — | VANTIV INC | 396,880 | $13,343 | 0.1% | $33.62 | — | CL A | 92210H105 |
| — | GENCORP INC | 696,231 | $13,298 | 0.1% | $16.61 | — | COM | 368682100 |
| ALLE | ALLEGION PUB LTD CO | 230,991 | $13,093 | 0.1% | $38.90 | +19.5% | ORD SHS | G0176J109 |
| NCLH | NORWEGIAN CRUISE LINE HLDGS | 404,423 | $12,820 | 0.1% | $32.45 | -0.4% | SHS | G66721104 |
| — | COMVERSE INC | 479,223 | $12,786 | 0.1% | $30.47 | — | COM | 20585P105 |
| — | IHS INC | 94,150 | $12,773 | 0.1% | $124.86 | — | CL A | 451734107 |
| — | CHUBB CORP | 138,250 | $12,743 | 0.1% | $92.17 | — | COM | 171232101 |
| NEE | NEXTERA ENERGY INC | 123,225 | $12,628 | 0.1% | $16.69 | +7.4% | COM | 65339F101 |
| GD | GENERAL DYNAMICS CORP | 108,201 | $12,611 | 0.1% | $56.44 | +56.9% | COM | 369550108 |
| AAL | AMERICAN AIRLS GROUP INC | 288,500 | $12,394 | 0.1% | $32.09 | +14.6% | COM | 02376R102 |
| — | MEAD JOHNSON NUTRITION CO | 132,890 | $12,381 | 0.1% | $93.17 | — | COM | 582839106 |
| — | INTEL CORP | 8,000,000 | $12,345 | 0.1% | $1.54 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | LIBERTY GLOBAL PLC | 288,900 | $12,223 | 0.1% | $42.31 | — | SHS CL C | G5480U120 |
| — | ABENGOA YIELD PLC | 321,320 | $12,152 | 0.1% | $37.82 | — | ORD SHS | G00349103 |
| — | OMNICARE INC | 181,250 | $12,066 | 0.1% | $47.71 | — | COM | 681904108 |
| LPX | LOUISIANA PAC CORP | 787,800 | $11,833 | 0.1% | $16.82 | -9.4% | COM | 546347105 |
| — | VECTOR GROUP LTD | 570,976 | $11,808 | 0.1% | $20.68 | — | COM | 92240M108 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 732,675 | $11,759 | 0.1% | $14.74 | +5.8% | COM | 01988P108 |
| — | FORUM ENERGY TECHNOLOGIES IN | 322,450 | $11,747 | 0.1% | $32.23 | — | COM | 34984V100 |
| — | PMC-SIERRA INC | 1,534,800 | $11,680 | 0.1% | $7.61 | — | COM | 69344F106 |
| GPRE | GREEN PLAINS INC | 351,282 | $11,547 | 0.1% | $17.70 | +66.2% | COM | 393222104 |
| — | NATIONAL INTERSTATE CORP | 409,111 | $11,463 | 0.1% | $26.81 | — | COM | 63654U100 |
| — | CENTERSTATE BANKS INC | 1,017,232 | $11,393 | 0.1% | $11.20 | — | COM | 15201P109 |
| RNR | RENAISSANCERE HOLDINGS LTD | 106,348 | $11,379 | 0.1% | $89.06 | +15.1% | COM | G7496G103 |
| SWK | STANLEY BLACK & DECKER INC | 129,200 | $11,346 | 0.1% | $63.48 | 0.0% | COM | 854502101 |
| — | AVIV REIT INC MD | 397,350 | $11,193 | 0.1% | $28.17 | — | COM | 05381L101 |
| GGB | GERDAU S A | 1,899,900 | $11,190 | 0.1% | $6.41 | — | SPON ADR REP PFD | 373737105 |
| HXL | HEXCEL CORP NEW | 271,660 | $11,111 | 0.1% | $41.61 | 0.0% | COM | 428291108 |
| RS | RELIANCE STEEL & ALUMINUM CO | 149,580 | $11,026 | 0.1% | $71.36 | +0.7% | COM | 759509102 |
| FFIV | F5 NETWORKS INC | 98,690 | $10,998 | 0.1% | $82.28 | +30.8% | COM | 315616102 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 8,924,000 | $10,920 | 0.1% | $1.23 | — | NOTE 1.000% 7/0 | 874054AD1 |
| NVGS | NAVIGATOR HOLDINGS LTD | 368,873 | $10,837 | 0.1% | $36.24 | -29.5% | SHS | Y62132108 |
| — | MOLINA HEALTHCARE INC | 8,500,000 | $10,654 | 0.1% | $1.25 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| RL | RALPH LAUREN CORP | 65,000 | $10,445 | 0.1% | $123.16 | 0.0% | CL A | 751212101 |
| — | COBALT INTL ENERGY INC | 563,800 | $10,346 | 0.1% | $16.45 | — | COM | 19075F106 |
| — | PINNACLE FOODS INC DEL | 309,917 | $10,196 | 0.1% | $28.28 | — | COM | 72348P104 |
| — | MICROS SYS INC | 150,000 | $10,185 | 0.1% | $67.90 | — | COM | 594901100 |
| DAR | DARLING INTL INC | 472,100 | $9,867 | 0.1% | $21.38 | -5.7% | COM | 237266101 |
| VYX | NCR CORP NEW | 275,770 | $9,677 | 0.1% | $20.20 | 0.0% | COM | 62886E108 |
| — | CBL & ASSOC PPTYS INC | 507,046 | $9,634 | 0.1% | $19.00 | — | COM | 124830100 |
| AMZN | AMAZON COM INC | 29,260 | $9,503 | 0.1% | $15.82 | 0.0% | COM | 023135106 |
| EXPE | EXPEDIA INC DEL | 120,240 | $9,470 | 0.1% | $68.32 | 0.0% | COM NEW | 30212P303 |
| MATV | SCHWEITZER-MAUDUIT INTL INC | 215,000 | $9,387 | 0.1% | $24.37 | 0.0% | COM | 808541106 |
| — | ENCANA CORP | 392,900 | $9,316 | 0.1% | $21.38 | — | COM | 292505104 |
| ADM | ARCHER DANIELS MIDLAND CO | 211,010 | $9,308 | 0.1% | $31.61 | 0.0% | COM | 039483102 |
| — | INVESTORS BANCORP INC NEW | 837,422 | $9,254 | 0.1% | $11.05 | — | COM | 46146L101 |
| — | LABORATORY CORP AMER HLDGS | 89,710 | $9,186 | 0.1% | $102.40 | — | COM NEW | 50540R409 |
| — | SPIRIT RLTY CAP INC NEW | 9,000,000 | $8,993 | 0.1% | $1.00 | — | NOTE 2.875% 5/1 | 84860WAA0 |
| CX | CEMEX SAB DE CV | 672,400 | $8,896 | 0.1% | $12.63 | — | SPON ADR NEW | 151290889 |
| — | HARBINGER GROUP INC | 694,095 | $8,815 | 0.1% | $11.87 | — | COM | 41146A106 |
| — | EXPRESS SCRIPTS HLDG CO | 125,000 | $8,666 | 0.1% | $65.91 | — | COM | 30219G108 |
| COF | CAPITAL ONE FINL CORP | 101,990 | $8,424 | 0.1% | $59.33 | +6.3% | COM | 14040H105 |
| AZN | ASTRAZENECA PLC | 112,100 | $8,330 | 0.1% | $74.31 | — | SPONSORED ADR | 046353108 |
| — | SPRINGLEAF HLDGS INC | 318,600 | $8,268 | 0.1% | $25.51 | — | COM | 85172J101 |
| — | RACKSPACE HOSTING INC | 239,250 | $8,053 | 0.1% | $39.02 | — | COM | 750086100 |
| — | CIRCOR INTL INC | 104,317 | $8,046 | 0.1% | $76.22 | — | COM | 17273K109 |
| — | WASHINGTON PRIME GROUP INC | 425,000 | $7,965 | 0.1% | $18.74 | — | COM | 939647103 |
| — | LACLEDE GROUP INC | 157,100 | $7,627 | 0.1% | $48.55 | — | COM | 505597104 |
| ANF | ABERCROMBIE & FITCH CO | 176,000 | $7,612 | 0.1% | $28.41 | +6.1% | CL A | 002896207 |
| INTU | INTUIT | 87,960 | $7,083 | 0.1% | $61.61 | +13.9% | COM | 461202103 |
| — | ATLANTIC PWR CORP | 1,681,400 | $6,894 | 0.1% | $4.10 | — | COM NEW | 04878Q863 |
| — | DISCOVER FINL SVCS | 111,137 | $6,888 | 0.1% | $53.40 | — | COM | 254709108 |
| — | CHEMTURA CORP | 254,600 | $6,653 | 0.1% | $25.29 | — | COM NEW | 163893209 |
| COST | COSTCO WHSL CORP NEW | 57,709 | $6,646 | 0.1% | $95.15 | -3.5% | COM | 22160K105 |
| HL | HECLA MNG CO | 1,915,600 | $6,609 | 0.1% | $2.91 | 0.0% | COM | 422704106 |
| — | LIFE TIME FITNESS INC | 135,000 | $6,580 | 0.1% | $48.74 | — | COM | 53217R207 |
| — | SL GREEN RLTY CORP | 58,265 | $6,375 | 0.1% | $109.41 | — | COM | 78440X101 |
| — | BLUELINX HLDGS INC | 4,542,173 | $6,359 | 0.1% | $1.79 | — | COM | 09624H109 |
| — | LORILLARD INC | 100,000 | $6,097 | 0.1% | $60.97 | — | COM | 544147101 |
| — | REYNOLDS AMERICAN INC | 98,154 | $5,924 | 0.1% | $53.42 | — | COM | 761713106 |
| — | ROYAL BK SCOTLAND GROUP PLC | 244,881 | $5,880 | 0.1% | $22.62 | — | ADR PREF SER N | 780097770 |
| DDS | DILLARDS INC | 48,000 | $5,597 | 0.1% | $64.65 | +19.8% | CL A | 254067101 |
| — | RENEWABLE ENERGY GROUP INC | 5,000,000 | $5,526 | 0.1% | $1.11 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | OPENTABLE INC | 50,000 | $5,180 | 0.1% | $103.60 | — | COM | 68372A104 |
| — | WL ROSS HLDG CORP | 495,923 | $5,118 | 0.1% | $10.32 | — | UNIT 99/99/9999 | 92939D203 |
| M | MACYS INC | 85,900 | $4,984 | 0.1% | $49.80 | +16.5% | COM | 55616P104 |
| — | CONSOLIDATED TOMOKA LD CO | 105,900 | $4,861 | 0.1% | $38.43 | — | COM | 210226106 |
| — | ALLIANT TECHSYSTEMS INC | 35,000 | $4,687 | 0.1% | $133.91 | — | COM | 018804104 |
| FCX | FREEPORT-MCMORAN COPPER & GO | 127,060 | $4,638 | 0.1% | $30.06 | -1.7% | COM | 35671D857 |
| — | NORDSTROM INC | 66,600 | $4,524 | 0.0% | $61.80 | — | COM | 655664100 |
| — | CAESARS ENTMT CORP | 239,124 | $4,323 | 0.0% | $18.56 | — | COM | 127686103 |
| KSS | KOHLS CORP | 73,900 | $3,893 | 0.0% | $53.50 | +1.3% | COM | 500255104 |
| OXY | OCCIDENTAL PETE CORP DEL | 35,035 | $3,596 | 0.0% | $57.83 | +14.4% | COM | 674599105 |
| — | BLACKROCK CR ALLCTN INC TR | 260,000 | $3,575 | 0.0% | $13.52 | — | COM | 092508100 |
| — | ROYAL BK SCOTLAND GROUP PLC | 148,315 | $3,571 | 0.0% | $22.76 | — | SP ADR PREF M | 780097796 |
| SNN | SMITH & NEPHEW PLC | 38,474 | $3,435 | 0.0% | $89.28 | — | SPDN ADR NEW | 83175M205 |
| — | ROUSE PPTYS INC | 200,159 | $3,425 | 0.0% | $17.11 | — | COM | 779287101 |
| — | KELLOGG CO | 50,650 | $3,328 | 0.0% | $41.75 | 0.0% | COM | 487836108 |
| — | WRIGHT MED GROUP INC | 101,210 | $3,178 | 0.0% | $30.71 | — | COM | 98235T107 |
| DHI | D R HORTON INC | 129,000 | $3,171 | 0.0% | $20.12 | 0.0% | COM | 23331A109 |
| PHM | PULTE GROUP INC | 152,400 | $3,072 | 0.0% | $16.57 | 0.0% | COM | 745867101 |
| MRCY | MERCURY SYS INC | 269,827 | $3,060 | 0.0% | $12.49 | 0.0% | COM | 589378108 |
| TOL | TOLL BROTHERS INC | 82,700 | $3,052 | 0.0% | $35.46 | 0.0% | COM | 889478103 |
| — | FIRST TR HIGH INCOME L/S FD | 166,666 | $3,025 | 0.0% | $17.73 | — | COM | 33738E109 |
| — | WESTERN ASSET HGH YLD DFNDFD | 153,333 | $2,746 | 0.0% | $17.88 | — | COM | 95768B107 |
| — | DUNKIN BRANDS GROUP INC | 54,640 | $2,503 | 0.0% | $45.81 | — | COM | 265504100 |
| — | FAMILY DLR STORES INC | 36,219 | $2,396 | 0.0% | $58.01 | — | COM | 307000109 |
| — | DWS HIGH INCOME OPPORT FD IN | 153,333 | $2,265 | 0.0% | $14.61 | — | COM NEW | 23339M204 |
| — | BLACKROCK CORPOR HI YLD FD I | 183,333 | $2,253 | 0.0% | $12.26 | — | COM | 09255P107 |
| JACK | JACK IN THE BOX INC | 36,676 | $2,195 | 0.0% | $44.09 | +30.0% | COM | 466367109 |
| — | NEUBERGER BERMAN HGH YLD FD | 151,800 | $2,102 | 0.0% | $13.62 | — | COM | 64128C106 |
| — | IVY HIGH INC OPPORTUNITIES F | 113,333 | $2,097 | 0.0% | $18.28 | — | COM | 465893105 |
| — | WESTERN ASSET HIGH INCM OPP | 333,333 | $2,033 | 0.0% | $6.05 | — | COM | 95766K109 |
| — | DST SYS INC DEL | 21,955 | $2,024 | 0.0% | $92.19 | — | COM | 233326107 |
| — | WESTERN ASSET MGD HI INCM FD | 333,333 | $1,933 | 0.0% | $5.73 | — | COM | 95766L107 |
| — | ANIXTER INTL INC | 18,339 | $1,835 | 0.0% | $101.52 | — | COM | 035290105 |
| TKR | TIMKEN CO | 25,000 | $1,696 | 0.0% | $45.32 | 0.0% | COM | 887389104 |
| — | MEADOWBROOK INS GROUP INC | 185,000 | $1,330 | 0.0% | $6.28 | — | COM | 58319P108 |
| — | PENNEY J C INC | 3,150 | $1,210 | 0.0% | — | — | Put | 708160106 |
| DIOD | DIODES INC | 33,974 | $984 | 0.0% | $24.02 | +15.1% | COM | 254543101 |
| — | LORILLARD INC | 3,500 | $954 | 0.0% | $60.97 | — | Call | 544147101 |
| — | COVISINT CORP | 182,021 | $885 | 0.0% | $7.24 | — | COM | 22357R103 |
| — | ALPHA NATURAL RESOURCES INC | 235,700 | $874 | 0.0% | $5.58 | — | COM | 02076X102 |
| TSLA | TESLA MTRS INC | 600 | $818 | 0.0% | — | — | Put | 88160R101 |
| — | HILLSHIRE BRANDS CO | 992 | $734 | 0.0% | $43.81 | — | Call | 432589109 |
| — | OI S.A. | 746,865 | $722 | 0.0% | $0.97 | — | SPONSORED ADR | 670851104 |
| CNQ | CANADIAN NAT RES LTD | 15,180 | $697 | 0.0% | $12.47 | 0.0% | COM | 136385101 |
| — | VALHI INC NEW | 100,000 | $642 | 0.0% | $6.42 | — | COM | 918905100 |
| — | WALTER ENERGY INC | 103,900 | $566 | 0.0% | $16.63 | — | COM | 93317Q105 |
| TRMB | TRIMBLE NAVIGATION LTD | 3,500 | $385 | 0.0% | — | — | Put | 896239100 |
| — | GENERAL MTRS CO | 13,421 | $357 | 0.0% | $23.99 | — | *W EXP 07/10/201 | 37045V118 |
| — | HOMEAWAY INC | 1,000 | $345 | 0.0% | $31.57 | — | Call | 43739Q100 |
| — | GENERAL MTRS CO | 13,421 | $249 | 0.0% | $16.32 | — | *W EXP 07/10/201 | 37045V126 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,394,977 | $227 | 0.0% | $0.06 | — | RIGHT 01/27/2016 | 203668116 |
| SWX | SOUTHWEST GAS CORP | 4,300 | $227 | 0.0% | $53.02 | 0.0% | COM | 844895102 |
| HLF | HERBALIFE LTD | 288 | $205 | 0.0% | — | — | Put | G4412G101 |
| — | CUBIST PHARMACEUTICALS INC | 1,334,393 | $155 | 0.0% | $1.20 | — | RIGHT 99/99/9999 | 229678123 |