Grantham, Mayo, Van Otterloo & Co. LLC Diversified Active

Location: Boston, MA

CIK: 0001352662 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 13, 2013

Total Value: $38.4B (100.0% shares, 0.0% debt)

Holdings (647)

JNJ JOHNSON & JOHNSON 5.2%

Value $1.99B Shares 23,171,691 Est. Cost $59.66 Unrealized 0.0%

MSFT MICROSOFT CORP 5.1%

Value $1.95B Shares 56,462,122 Est. Cost $26.70 Unrealized 0.0%

— GOOGLE INC 5.0%

Value $1.921B Shares 2,181,753 Est. Cost $880.37 Unrealized —

KO COCA COLA CO 4.4%

Value $1.688B Shares 42,088,314 Est. Cost $27.85 Unrealized 0.0%

PFE PFIZER INC 4.2%

Value $1.625B Shares 58,022,697 Est. Cost $16.46 Unrealized 0.0%

ORCL ORACLE CORP 4.0%

Value $1.531B Shares 49,839,220 Est. Cost $27.58 Unrealized 0.0%

PG PROCTER & GAMBLE CO 3.8%

Value $1.452B Shares 18,854,995 Est. Cost $55.00 Unrealized 0.0%

CVX CHEVRON CORP NEW 3.7%

Value $1.424B Shares 12,036,143 Est. Cost $71.30 Unrealized 0.0%

PM PHILIP MORRIS INTL INC 3.6%

Value $1.374B Shares 15,857,175 Est. Cost $49.85 Unrealized 0.0%

IBM INTERNATIONAL BUSINESS MACHS 3.5%

Value $1.33B Shares 6,961,422 Est. Cost $118.94 Unrealized 0.0%

CSCO CISCO SYS INC 3.2%

Value $1.211B Shares 49,830,519 Est. Cost $15.24 Unrealized 0.0%

PEP PEPSICO INC 3.1%

Value $1.205B Shares 14,729,864 Est. Cost $56.00 Unrealized 0.0%

WMT WAL-MART STORES INC 3.0%

Value $1.165B Shares 15,642,603 Est. Cost $19.98 Unrealized 0.0%

— EXPRESS SCRIPTS HLDG CO 2.6%

Value $982M Shares 15,919,907 Est. Cost $61.69 Unrealized —

MCD MCDONALDS CORP 2.0%

Value $770M Shares 7,773,519 Est. Cost $71.80 Unrealized 0.0%

— HEWLETT PACKARD CO 1.9%

Value $747M Shares 30,121,915 Est. Cost $24.80 Unrealized —

CL COLGATE PALMOLIVE CO 1.9%

Value $727M Shares 12,683,876 Est. Cost $44.38 Unrealized 0.0%

ABT ABBOTT LABS 1.6%

Value $613M Shares 17,586,829 Est. Cost $28.85 Unrealized 0.0%

MRK MERCK & CO INC NEW 1.6%

Value $601M Shares 12,948,128 Est. Cost $30.02 Unrealized 0.0%

TGT TARGET CORP 1.4%

Value $544M Shares 7,901,485 Est. Cost $47.95 Unrealized 0.0%

XOM EXXON MOBIL CORP 1.3%

Value $510M Shares 5,647,996 Est. Cost $53.69 Unrealized 0.0%

Value $509M Shares 4,650,451 Est. Cost $61.26 Unrealized 0.0%

AAPL APPLE INC 1.3%

Value $498M Shares 1,257,717 Est. Cost $13.16 Unrealized 0.0%

— MEDTRONIC INC 1.3%

Value $496M Shares 9,643,318 Est. Cost $51.47 Unrealized —

UNH UNITEDHEALTH GROUP INC 1.0%

Value $368M Shares 5,625,408 Est. Cost $50.75 Unrealized 0.0%

QCOM QUALCOMM INC 0.9%

Value $351M Shares 5,749,913 Est. Cost $45.06 Unrealized 0.0%

BMY BRISTOL MYERS SQUIBB CO 0.9%

Value $339M Shares 7,577,933 Est. Cost $28.67 Unrealized 0.0%

— LORILLARD INC 0.8%

Value $311M Shares 7,114,583 Est. Cost $43.68 Unrealized —

LLY LILLY ELI & CO 0.8%

Value $307M Shares 6,254,352 Est. Cost $42.21 Unrealized 0.0%

NKE NIKE INC 0.7%

Value $286M Shares 4,486,133 Est. Cost $26.53 Unrealized 0.0%

MA MASTERCARD INC 0.7%

Value $282M Shares 491,649 Est. Cost $51.54 Unrealized 0.0%

EEM ISHARES TR 0.7%

Value $270M Shares 7,006,358 Est. Cost $38.57 Unrealized —

V VISA INC 0.7%

Value $254M Shares 1,390,245 Est. Cost $40.02 Unrealized 0.0%

ZBH ZIMMER HLDGS INC 0.6%

Value $247M Shares 3,295,090 Est. Cost $67.30 Unrealized 0.0%

AMGN AMGEN INC 0.5%

Value $204M Shares 2,066,387 Est. Cost $73.34 Unrealized 0.0%

— AMERICA MOVIL SAB DE CV 0.5%

Value $191M Shares 8,768,560 Est. Cost $21.75 Unrealized —

— LABORATORY CORP AMER HLDGS 0.5%

Value $188M Shares 1,875,004 Est. Cost $100.10 Unrealized —

VALE VALE S A 0.5%

Value $181M Shares 13,745,351 Est. Cost $13.15 Unrealized —

— VALE S A 0.5%

Value $177M Shares 14,590,623 Est. Cost $12.16 Unrealized —

SYY SYSCO CORP 0.5%

Value $176M Shares 5,161,766 Est. Cost $24.40 Unrealized 0.0%

CPA COPA HOLDINGS SA 0.4%

Value $155M Shares 1,180,442 Est. Cost $87.82 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 0.4%

Value $153M Shares 2,897,396 Est. Cost $36.24 Unrealized 0.0%

KMB KIMBERLY CLARK CORP 0.4%

Value $153M Shares 1,570,258 Est. Cost $63.06 Unrealized 0.0%

BAX BAXTER INTL INC 0.4%

Value $148M Shares 2,132,223 Est. Cost $30.42 Unrealized 0.0%

COST COSTCO WHSL CORP NEW 0.4%

Value $147M Shares 1,325,158 Est. Cost $86.56 Unrealized 0.0%

— E M C CORP MASS 0.4%

Value $138M Shares 5,823,100 Est. Cost $23.62 Unrealized —

C CITIGROUP INC 0.3%

Value $132M Shares 2,750,358 Est. Cost $35.76 Unrealized 0.0%

CVS CVS CAREMARK CORPORATION 0.3%

Value $132M Shares 2,306,974 Est. Cost $41.44 Unrealized 0.0%

GILD GILEAD SCIENCES INC 0.3%

Value $130M Shares 2,530,605 Est. Cost $36.21 Unrealized 0.0%

BDX BECTON DICKINSON & CO 0.3%

Value $127M Shares 1,290,035 Est. Cost $78.11 Unrealized 0.0%

— WALGREEN CO 0.3%

Value $126M Shares 2,840,086 Est. Cost $44.20 Unrealized —

BAC BANK OF AMERICA CORPORATION 0.3%

Value $116M Shares 9,000,162 Est. Cost $10.03 Unrealized 0.0%

GIS GENERAL MLS INC 0.3%

Value $115M Shares 2,372,654 Est. Cost $31.98 Unrealized 0.0%

DGX QUEST DIAGNOSTICS INC 0.3%

Value $112M Shares 1,848,142 Est. Cost $46.22 Unrealized 0.0%

ITUB ITAU UNIBANCO HLDG SA 0.3%

Value $107M Shares 8,253,621 Est. Cost $12.92 Unrealized —

SYK STRYKER CORP 0.3%

Value $104M Shares 1,614,364 Est. Cost $56.92 Unrealized 0.0%

YUM YUM BRANDS INC 0.3%

Value $103M Shares 1,491,592 Est. Cost $38.97 Unrealized 0.0%

INFY INFOSYS LTD 0.2%

Value $94.4M Shares 2,291,770 Est. Cost $41.19 Unrealized —

TJX TJX COS INC NEW 0.2%

Value $94.1M Shares 1,879,731 Est. Cost $20.82 Unrealized 0.0%

VWO VANGUARD INTL EQUITY INDEX F 0.2%

Value $91.8M Shares 2,367,287 Est. Cost $38.78 Unrealized —

BVN COMPANIA DE MINAS BUENAVENTU 0.2%

Value $86.75M Shares 5,877,252 Est. Cost $14.76 Unrealized —

— RESEARCH IN MOTION LTD 0.2%

Value $77.45M Shares 7,374,018 Est. Cost $10.50 Unrealized —

— ALLERGAN INC 0.2%

Value $72.51M Shares 860,731 Est. Cost $84.24 Unrealized —

CHD CHURCH & DWIGHT INC 0.2%

Value $69.92M Shares 1,133,080 Est. Cost $26.18 Unrealized 0.0%

INTU INTUIT 0.2%

Value $67M Shares 1,097,757 Est. Cost $54.39 Unrealized 0.0%

AIG AMERICAN INTL GROUP INC 0.2%

Value $63.41M Shares 1,418,544 Est. Cost $32.51 Unrealized 0.0%

— SK TELECOM LTD 0.2%

Value $62.09M Shares 3,053,838 Est. Cost $20.33 Unrealized —

HD HOME DEPOT INC 0.2%

Value $57.69M Shares 744,693 Est. Cost $56.05 Unrealized 0.0%

— CHINA MOBILE LIMITED 0.1%

Value $57.57M Shares 1,112,052 Est. Cost $51.77 Unrealized —

TLK P T TELEKOMUNIKASI INDONESIA 0.1%

Value $57.5M Shares 1,345,400 Est. Cost $42.74 Unrealized —

— BED BATH & BEYOND INC 0.1%

Value $57.05M Shares 804,611 Est. Cost $70.90 Unrealized —

WFC WELLS FARGO & CO NEW 0.1%

Value $57.04M Shares 1,382,082 Est. Cost $27.36 Unrealized 0.0%

— NEW ORIENTAL ED & TECH GRP I 0.1%

Value $54.21M Shares 2,447,341 Est. Cost $22.15 Unrealized —

BRK/B BERKSHIRE HATHAWAY INC DEL 0.1%

Value $52.89M Shares 472,600 Est. Cost $110.02 Unrealized 0.0%

GM GENERAL MTRS CO 0.1%

Value $51.39M Shares 1,542,845 Est. Cost $23.62 Unrealized 0.0%

BSBR BANCO SANTANDER BRASIL S A 0.1%

Value $51.38M Shares 8,260,595 Est. Cost $6.22 Unrealized —

ACN ACCENTURE PLC IRELAND 0.1%

Value $51.34M Shares 713,498 Est. Cost $63.81 Unrealized 0.0%

GS GOLDMAN SACHS GROUP INC 0.1%

Value $50.07M Shares 331,021 Est. Cost $120.06 Unrealized 0.0%

— MOBILE TELESYSTEMS OJSC 0.1%

Value $47.85M Shares 2,526,392 Est. Cost $18.94 Unrealized —

SCCO SOUTHERN COPPER CORP 0.1%

Value $46.85M Shares 1,696,400 Est. Cost $20.45 Unrealized 0.0%

— GRUPO FINANCIERO SANTANDER M 0.1%

Value $46.01M Shares 3,237,574 Est. Cost $14.21 Unrealized —

MET METLIFE INC 0.1%

Value $43.59M Shares 952,521 Est. Cost $24.43 Unrealized 0.0%

KT KT CORP 0.1%

Value $38.24M Shares 2,463,826 Est. Cost $15.52 Unrealized —

ADP AUTOMATIC DATA PROCESSING IN 0.1%

Value $37.14M Shares 539,348 Est. Cost $45.09 Unrealized 0.0%

MGA MAGNA INTL INC 0.1%

Value $36.37M Shares 512,512 Est. Cost $22.60 Unrealized 0.0%

— SPRINT NEXTEL CORP 0.1%

Value $35.99M Shares 5,127,055 Est. Cost $7.02 Unrealized —

MCK MCKESSON CORP 0.1%

Value $35.89M Shares 313,461 Est. Cost $101.46 Unrealized 0.0%

T AT&T INC 0.1%

Value $34.81M Shares 983,365 Est. Cost $11.40 Unrealized 0.0%

AFL AFLAC INC 0.1%

Value $34.52M Shares 594,029 Est. Cost $20.11 Unrealized 0.0%

— BERRY PETE CO 0.1%

Value $34.27M Shares 809,697 Est. Cost $42.32 Unrealized —

— WELLPOINT INC 0.1%

Value $34.23M Shares 418,193 Est. Cost $81.84 Unrealized —

SBUX STARBUCKS CORP 0.1%

Value $34.15M Shares 521,463 Est. Cost $24.37 Unrealized 0.0%

PSX PHILLIPS 66 0.1%

Value $32.67M Shares 554,601 Est. Cost $40.44 Unrealized 0.0%

— APACHE CORP 0.1%

Value $32.51M Shares 387,818 Est. Cost $83.83 Unrealized —

— LIFE TECHNOLOGIES CORP 0.1%

Value $32.19M Shares 435,000 Est. Cost $74.01 Unrealized —

GD GENERAL DYNAMICS CORP 0.1%

Value $32.13M Shares 410,231 Est. Cost $56.44 Unrealized 0.0%

— CANADIAN PAC RY LTD 0.1%

Value $31.14M Shares 257,553 Est. Cost $120.89 Unrealized —

BIIB BIOGEN IDEC INC 0.1%

Value $31.1M Shares 144,501 Est. Cost $213.68 Unrealized 0.0%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $30.18M Shares 976,220 Est. Cost $22.20 Unrealized 0.0%

COR AMERISOURCEBERGEN CORP 0.1%

Value $29.9M Shares 535,510 Est. Cost $38.92 Unrealized 0.0%

— COVIDIEN PLC 0.1%

Value $29.8M Shares 474,273 Est. Cost $62.84 Unrealized —

— LENDER PROCESSING SVCS INC 0.1%

Value $29.66M Shares 916,983 Est. Cost $32.35 Unrealized —

PRU PRUDENTIAL FINL INC 0.1%

Value $28.41M Shares 388,961 Est. Cost $38.68 Unrealized 0.0%

— SMITHFIELD FOODS INC 0.1%

Value $28.34M Shares 865,341 Est. Cost $32.75 Unrealized —

CNI CANADIAN NATL RY CO 0.1%

Value $28.16M Shares 290,074 Est. Cost $39.40 Unrealized 0.0%

CAH CARDINAL HEALTH INC 0.1%

Value $28.11M Shares 595,521 Est. Cost $32.61 Unrealized 0.0%

— DELL INC 0.1%

Value $28.01M Shares 2,098,449 Est. Cost $13.35 Unrealized —

— BMC SOFTWARE INC 0.1%

Value $27.72M Shares 614,016 Est. Cost $45.14 Unrealized —

— AETNA INC NEW 0.1%

Value $27.11M Shares 426,705 Est. Cost $63.54 Unrealized —

MS MORGAN STANLEY 0.1%

Value $26.93M Shares 1,102,285 Est. Cost $17.33 Unrealized 0.0%

NBIS YANDEX N V 0.1%

Value $26.78M Shares 968,500 Est. Cost $27.65 Unrealized —

INTC INTEL CORP 0.1%

Value $26.59M Shares 1,097,891 Est. Cost $17.18 Unrealized 0.0%

LYB LYONDELLBASELL INDUSTRIES N 0.1%

Value $26.14M Shares 394,582 Est. Cost $33.34 Unrealized 0.0%

YPF YPF SOCIEDAD ANONIMA 0.1%

Value $26.11M Shares 1,768,794 Est. Cost $14.76 Unrealized —

BMO BANK MONTREAL QUE 0.1%

Value $26M Shares 449,700 Est. Cost $36.25 Unrealized 0.0%

TD TORONTO DOMINION BK ONT 0.1%

Value $25.96M Shares 324,232 Est. Cost $40.27 Unrealized 0.0%

— CTC MEDIA INC 0.1%

Value $25.89M Shares 2,328,156 Est. Cost $11.12 Unrealized —

— COACH INC 0.1%

Value $24.07M Shares 421,614 Est. Cost $57.09 Unrealized —

DHR DANAHER CORP DEL 0.1%

Value $23.56M Shares 372,202 Est. Cost $25.01 Unrealized 0.0%

— WMS INDS INC 0.1%

Value $22.92M Shares 898,561 Est. Cost $25.51 Unrealized —

GIL GILDAN ACTIVEWEAR INC 0.1%

Value $22.91M Shares 566,568 Est. Cost $16.97 Unrealized 0.0%

— HUDSON CITY BANCORP 0.1%

Value $22.52M Shares 2,458,780 Est. Cost $9.16 Unrealized —

TRV TRAVELERS COMPANIES INC 0.1%

Value $22.17M Shares 277,371 Est. Cost $63.44 Unrealized 0.0%

— REYNOLDS AMERICAN INC 0.1%

Value $21.97M Shares 454,121 Est. Cost $48.37 Unrealized —

SU SUNCOR ENERGY INC NEW 0.1%

Value $21.76M Shares 740,440 Est. Cost $19.64 Unrealized 0.0%

GWW GRAINGER W W INC 0.1%

Value $21.63M Shares 85,784 Est. Cost $201.89 Unrealized 0.0%

VLO VALERO ENERGY CORP NEW 0.1%

Value $21.58M Shares 620,649 Est. Cost $24.01 Unrealized 0.0%

— GRAN TIERRA ENERGY INC 0.1%

Value $21.22M Shares 3,487,500 Est. Cost $6.09 Unrealized —

MPC MARATHON PETE CORP 0.1%

Value $21.18M Shares 298,067 Est. Cost $27.55 Unrealized 0.0%

— MARATHON OIL CORP 0.1%

Value $21.11M Shares 610,337 Est. Cost $34.58 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 0.1%

Value $21.04M Shares 1,148,210 Est. Cost $18.32 Unrealized —

ISRG INTUITIVE SURGICAL INC 0.1%

Value $20.84M Shares 41,135 Est. Cost $55.09 Unrealized 0.0%

ALL ALLSTATE CORP 0.1%

Value $20.76M Shares 431,428 Est. Cost $37.12 Unrealized 0.0%

STT STATE STR CORP 0.1%

Value $20.49M Shares 314,200 Est. Cost $44.60 Unrealized 0.0%

— POWERSHARES ETF TRUST II 0.1%

Value $20.4M Shares 824,100 Est. Cost $24.75 Unrealized —

PAYX PAYCHEX INC 0.1%

Value $20.37M Shares 557,830 Est. Cost $25.02 Unrealized 0.0%

EBAY EBAY INC 0.1%

Value $19.94M Shares 385,536 Est. Cost $20.18 Unrealized 0.0%

— ARBITRON INC 0.1%

Value $19.72M Shares 424,517 Est. Cost $46.45 Unrealized —

GGB GERDAU S A 0.1%

Value $19.57M Shares 3,426,535 Est. Cost $5.71 Unrealized —

VFC V F CORP 0.1%

Value $19.49M Shares 100,936 Est. Cost $42.45 Unrealized 0.0%

— CNH GLOBAL N V 0.1%

Value $19.39M Shares 465,365 Est. Cost $41.66 Unrealized —

— DISCOVER FINL SVCS 0.0%

Value $18.98M Shares 398,468 Est. Cost $47.64 Unrealized —

— BLACKROCK INC 0.0%

Value $18.93M Shares 73,700 Est. Cost $256.85 Unrealized —

ECL ECOLAB INC 0.0%

Value $18.89M Shares 221,781 Est. Cost $73.48 Unrealized 0.0%

ROST ROSS STORES INC 0.0%

Value $18.7M Shares 288,557 Est. Cost $28.26 Unrealized 0.0%

AXP AMERICAN EXPRESS CO 0.0%

Value $18.64M Shares 249,400 Est. Cost $59.62 Unrealized 0.0%

FCX FREEPORT-MCMORAN COPPER & GO 0.0%

Value $18.05M Shares 653,750 Est. Cost $24.45 Unrealized 0.0%

USB US BANCORP DEL 0.0%

Value $17.65M Shares 488,300 Est. Cost $22.41 Unrealized 0.0%

— MEAD JOHNSON NUTRITION CO 0.0%

Value $17.43M Shares 219,963 Est. Cost $79.23 Unrealized —

GPC GENUINE PARTS CO 0.0%

Value $17.43M Shares 223,215 Est. Cost $54.12 Unrealized 0.0%

— COMPANHIA DE BEBIDAS DAS AME 0.0%

Value $17.33M Shares 463,900 Est. Cost $37.35 Unrealized —

CHRW C H ROBINSON WORLDWIDE INC 0.0%

Value $17.2M Shares 305,537 Est. Cost $42.72 Unrealized 0.0%

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.0%

Value $17.12M Shares 273,432 Est. Cost $29.46 Unrealized 0.0%

TV GRUPO TELEVISA SA 0.0%

Value $16.79M Shares 676,000 Est. Cost $24.84 Unrealized —

CMI CUMMINS INC 0.0%

Value $16.71M Shares 154,100 Est. Cost $81.53 Unrealized 0.0%

— TRANSCANADA CORP 0.0%

Value $16.37M Shares 381,310 Est. Cost $42.92 Unrealized —

— COMCAST CORP NEW 0.0%

Value $16.1M Shares 405,930 Est. Cost $39.67 Unrealized —

— GARDNER DENVER INC 0.0%

Value $15.43M Shares 205,246 Est. Cost $75.18 Unrealized —

— MONSTER BEVERAGE CORP 0.0%

Value $15.33M Shares 252,285 Est. Cost $60.77 Unrealized —

LNC LINCOLN NATL CORP IND 0.0%

Value $15.3M Shares 419,493 Est. Cost $22.50 Unrealized 0.0%

— CHINA UNICOM (HONG KONG) LTD 0.0%

Value $15.28M Shares 1,162,900 Est. Cost $13.14 Unrealized —

COP CONOCOPHILLIPS 0.0%

Value $15.08M Shares 249,252 Est. Cost $39.96 Unrealized 0.0%

SLF SUN LIFE FINL INC 0.0%

Value $14.98M Shares 507,203 Est. Cost $28.45 Unrealized 0.0%

VZ VERIZON COMMUNICATIONS INC 0.0%

Value $14.86M Shares 295,142 Est. Cost $27.04 Unrealized 0.0%

— BARD C R INC 0.0%

Value $14.32M Shares 131,745 Est. Cost $108.68 Unrealized —

— TUPPERWARE BRANDS CORP 0.0%

Value $14.2M Shares 182,719 Est. Cost $77.69 Unrealized —

AMT AMERICAN TOWER CORP NEW 0.0%

Value $14M Shares 191,300 Est. Cost $59.51 Unrealized 0.0%

RY ROYAL BK CDA MONTREAL QUE 0.0%

Value $13.94M Shares 239,958 Est. Cost $59.71 Unrealized 0.0%

— PHILIPPINE LONG DISTANCE TEL 0.0%

Value $13.9M Shares 204,794 Est. Cost $67.86 Unrealized —

SPG SIMON PPTY GROUP INC NEW 0.0%

Value $13.87M Shares 87,819 Est. Cost $88.80 Unrealized 0.0%

— ALAMOS GOLD INC 0.0%

Value $13.74M Shares 1,138,110 Est. Cost $12.08 Unrealized —

— TIME WARNER INC 0.0%

Value $13.69M Shares 236,726 Est. Cost $57.82 Unrealized —

— RAYTHEON CO 0.0%

Value $13.4M Shares 202,694 Est. Cost $66.12 Unrealized —

DLTR DOLLAR TREE INC 0.0%

Value $13.4M Shares 263,489 Est. Cost $48.73 Unrealized 0.0%

WDC WESTERN DIGITAL CORP 0.0%

Value $13.38M Shares 215,412 Est. Cost $35.69 Unrealized 0.0%

— L-3 COMMUNICATIONS HLDGS INC 0.0%

Value $13.21M Shares 154,089 Est. Cost $85.74 Unrealized —

COF CAPITAL ONE FINL CORP 0.0%

Value $13.06M Shares 207,900 Est. Cost $47.00 Unrealized 0.0%

— UNILEVER PLC 0.0%

Value $12.91M Shares 319,083 Est. Cost $40.45 Unrealized —

— CBS CORP NEW 0.0%

Value $12.9M Shares 263,921 Est. Cost $48.87 Unrealized —

DAL DELTA AIR LINES INC DEL 0.0%

Value $12.6M Shares 673,619 Est. Cost $14.99 Unrealized 0.0%

LOW LOWES COS INC 0.0%

Value $12.44M Shares 304,193 Est. Cost $32.16 Unrealized 0.0%

BEN FRANKLIN RES INC 0.0%

Value $12.28M Shares 90,270 Est. Cost $30.23 Unrealized 0.0%

AIZ ASSURANT INC 0.0%

Value $12.23M Shares 240,301 Est. Cost $37.94 Unrealized 0.0%

RF REGIONS FINL CORP NEW 0.0%

Value $12.22M Shares 1,282,500 Est. Cost $5.80 Unrealized 0.0%

EL LAUDER ESTEE COS INC 0.0%

Value $12.17M Shares 185,021 Est. Cost $58.22 Unrealized 0.0%

— UNITED TECHNOLOGIES CORP 0.0%

Value $12.08M Shares 130,020 Est. Cost $92.94 Unrealized —

FAST FASTENAL CO 0.0%

Value $12.05M Shares 262,900 Est. Cost $8.84 Unrealized 0.0%

— CELGENE CORP 0.0%

Value $11.98M Shares 102,489 Est. Cost $116.91 Unrealized —

— SUNTRUST BKS INC 0.0%

Value $11.95M Shares 378,449 Est. Cost $31.57 Unrealized —

— STAPLES INC 0.0%

Value $11.77M Shares 741,893 Est. Cost $15.86 Unrealized —

GNW GENWORTH FINL INC 0.0%

Value $11.76M Shares 1,030,450 Est. Cost $10.41 Unrealized 0.0%

— DELPHI AUTOMOTIVE PLC 0.0%

Value $11.52M Shares 227,345 Est. Cost $50.69 Unrealized —

HUM HUMANA INC 0.0%

Value $11.35M Shares 134,539 Est. Cost $71.14 Unrealized 0.0%

— MONSANTO CO NEW 0.0%

Value $11.28M Shares 114,176 Est. Cost $98.80 Unrealized —

— NYSE EURONEXT 0.0%

Value $11.16M Shares 269,500 Est. Cost $41.40 Unrealized —

HSY HERSHEY CO 0.0%

Value $10.71M Shares 119,926 Est. Cost $65.69 Unrealized 0.0%

CHKP CHECK POINT SOFTWARE TECH LT 0.0%

Value $10.61M Shares 213,600 Est. Cost $48.11 Unrealized 0.0%

WY WEYERHAEUSER CO 0.0%

Value $10.57M Shares 371,000 Est. Cost $18.73 Unrealized 0.0%

— SIGMA ALDRICH CORP 0.0%

Value $10.44M Shares 129,855 Est. Cost $80.36 Unrealized —

— ST JUDE MED INC 0.0%

Value $10.21M Shares 223,863 Est. Cost $45.63 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.0%

Value $10.09M Shares 138,298 Est. Cost $47.34 Unrealized 0.0%

— KELLOGG CO 0.0%

Value $10.07M Shares 156,775 Est. Cost $38.95 Unrealized 0.0%

BK BANK NEW YORK MELLON CORP 0.0%

Value $10.05M Shares 358,426 Est. Cost $21.22 Unrealized 0.0%

MO ALTRIA GROUP INC 0.0%

Value $9.962M Shares 284,720 Est. Cost $16.28 Unrealized 0.0%

— VARIAN MED SYS INC 0.0%

Value $9.91M Shares 146,929 Est. Cost $67.45 Unrealized —

— CIGNA CORPORATION 0.0%

Value $9.854M Shares 135,936 Est. Cost $72.49 Unrealized —

SHW SHERWIN WILLIAMS CO 0.0%

Value $9.775M Shares 55,350 Est. Cost $53.48 Unrealized 0.0%

— TIME WARNER CABLE INC 0.0%

Value $9.55M Shares 84,900 Est. Cost $112.49 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 0.0%

Value $9.54M Shares 414,947 Est. Cost $22.99 Unrealized —

MCO MOODYS CORP 0.0%

Value $9.493M Shares 155,800 Est. Cost $53.10 Unrealized 0.0%

UNM UNUM GROUP 0.0%

Value $9.485M Shares 322,941 Est. Cost $27.85 Unrealized 0.0%

— ACE LTD 0.0%

Value $9.342M Shares 104,400 Est. Cost $89.48 Unrealized —

BBD BANCO BRADESCO S A 0.0%

Value $9.251M Shares 711,042 Est. Cost $13.01 Unrealized —

GME GAMESTOP CORP NEW 0.0%

Value $9.171M Shares 218,190 Est. Cost $6.27 Unrealized 0.0%

BAP CREDICORP LTD 0.0%

Value $8.983M Shares 70,200 Est. Cost $104.41 Unrealized 0.0%

BBY BEST BUY INC 0.0%

Value $8.962M Shares 327,910 Est. Cost $16.63 Unrealized 0.0%

— CERNER CORP 0.0%

Value $8.943M Shares 93,067 Est. Cost $96.09 Unrealized —

HRL HORMEL FOODS CORP 0.0%

Value $8.942M Shares 231,770 Est. Cost $15.25 Unrealized 0.0%

AZO AUTOZONE INC 0.0%

Value $8.75M Shares 20,651 Est. Cost $407.86 Unrealized 0.0%

MX MAGNACHIP SEMICONDUCTOR CORP 0.0%

Value $8.722M Shares 477,400 Est. Cost $16.80 Unrealized 0.0%

ENB ENBRIDGE INC 0.0%

Value $8.687M Shares 207,300 Est. Cost $23.28 Unrealized 0.0%

IBN ICICI BK LTD 0.0%

Value $8.642M Shares 225,940 Est. Cost $38.25 Unrealized —

SLM SLM CORP 0.0%

Value $8.591M Shares 375,827 Est. Cost $7.81 Unrealized 0.0%

— ROCKWELL COLLINS INC 0.0%

Value $8.516M Shares 134,295 Est. Cost $63.41 Unrealized —

Value $8.315M Shares 127,767 Est. Cost $65.08 Unrealized —

CLX CLOROX CO DEL 0.0%

Value $8.303M Shares 99,873 Est. Cost $60.00 Unrealized 0.0%

— CITRIX SYS INC 0.0%

Value $8.116M Shares 134,529 Est. Cost $60.33 Unrealized —

— YAHOO INC 0.0%

Value $7.826M Shares 311,664 Est. Cost $25.11 Unrealized —

— NEWS CORP 0.0%

Value $7.826M Shares 240,200 Est. Cost $32.58 Unrealized —

PPG PPG INDS INC 0.0%

Value $7.789M Shares 53,200 Est. Cost $59.61 Unrealized 0.0%

GAP GAP INC DEL 0.0%

Value $7.654M Shares 183,425 Est. Cost $26.00 Unrealized 0.0%

— VALEANT PHARMACEUTICALS INTL 0.0%

Value $7.644M Shares 88,929 Est. Cost $85.96 Unrealized —

BF/B BROWN FORMAN CORP 0.0%

Value $7.553M Shares 111,817 Est. Cost $22.68 Unrealized 0.0%

CTRA CABOT OIL & GAS CORP 0.0%

Value $7.535M Shares 106,100 Est. Cost $24.86 Unrealized 0.0%

— CNOOC LTD 0.0%

Value $7.431M Shares 44,369 Est. Cost $167.48 Unrealized —

EOG EOG RES INC 0.0%

Value $7.4M Shares 56,200 Est. Cost $46.52 Unrealized 0.0%

WIT WIPRO LTD 0.0%

Value $7.39M Shares 1,015,178 Est. Cost $7.28 Unrealized —

MKC MCCORMICK & CO INC 0.0%

Value $7.357M Shares 104,561 Est. Cost $28.19 Unrealized 0.0%

— GANNETT INC 0.0%

Value $7.344M Shares 300,246 Est. Cost $24.46 Unrealized —

FMX FOMENTO ECONOMICO MEXICANO S 0.0%

Value $7.325M Shares 70,982 Est. Cost $103.20 Unrealized —

MTB M & T BK CORP 0.0%

Value $7.32M Shares 65,500 Est. Cost $72.91 Unrealized 0.0%

— GOL LINHAS AEREAS INTLG S A 0.0%

Value $7.301M Shares 2,179,500 Est. Cost $3.35 Unrealized —

— ANGLOGOLD ASHANTI LTD 0.0%

Value $7.218M Shares 504,738 Est. Cost $14.30 Unrealized —

— STERICYCLE INC 0.0%

Value $7.211M Shares 65,300 Est. Cost $110.43 Unrealized —

— ISHARES INC 0.0%

Value $7.164M Shares 538,662 Est. Cost $13.30 Unrealized —

— COLONIAL PPTYS TR 0.0%

Value $7.135M Shares 295,800 Est. Cost $24.12 Unrealized —

— STERLITE INDS INDIA LTD 0.0%

Value $7.124M Shares 1,219,920 Est. Cost $5.84 Unrealized —

CNQ CANADIAN NAT RES LTD 0.0%

Value $7.074M Shares 251,700 Est. Cost $8.76 Unrealized 0.0%

PBI PITNEY BOWES INC 0.0%

Value $6.89M Shares 469,352 Est. Cost $14.77 Unrealized 0.0%

— SEARS HLDGS CORP 0.0%

Value $6.886M Shares 163,644 Est. Cost $42.08 Unrealized —

REGN REGENERON PHARMACEUTICALS 0.0%

Value $6.881M Shares 30,600 Est. Cost $231.58 Unrealized 0.0%

— CHUBB CORP 0.0%

Value $6.806M Shares 80,400 Est. Cost $84.65 Unrealized —

— HOLLYFRONTIER CORP 0.0%

Value $6.803M Shares 159,016 Est. Cost $42.78 Unrealized —

MLM MARTIN MARIETTA MATLS INC 0.0%

Value $6.653M Shares 67,597 Est. Cost $93.00 Unrealized 0.0%

WAT WATERS CORP 0.0%

Value $6.633M Shares 66,300 Est. Cost $95.76 Unrealized 0.0%

KB KB FINANCIAL GROUP INC 0.0%

Value $6.542M Shares 220,777 Est. Cost $29.63 Unrealized —

HSIC SCHEIN HENRY INC 0.0%

Value $6.521M Shares 68,100 Est. Cost $36.66 Unrealized 0.0%

TECK TECK RESOURCES LTD 0.0%

Value $6.435M Shares 302,100 Est. Cost $25.96 Unrealized 0.0%

— ALEXION PHARMACEUTICALS INC 0.0%

Value $6.432M Shares 69,727 Est. Cost $92.25 Unrealized —

PSA PUBLIC STORAGE 0.0%

Value $6.385M Shares 41,642 Est. Cost $97.16 Unrealized 0.0%

— ITT CORP NEW 0.0%

Value $6.365M Shares 216,419 Est. Cost $29.41 Unrealized —

IP INTL PAPER CO 0.0%

Value $6.363M Shares 143,600 Est. Cost $25.91 Unrealized 0.0%

UAL UNITED CONTL HLDGS INC 0.0%

Value $6.23M Shares 199,100 Est. Cost $31.81 Unrealized 0.0%

— BB&T CORP 0.0%

Value $6.159M Shares 181,800 Est. Cost $33.88 Unrealized —

— AON PLC 0.0%

Value $6.152M Shares 95,600 Est. Cost $64.35 Unrealized —

ACGL ARCH CAP GROUP LTD 0.0%

Value $6.094M Shares 118,532 Est. Cost $16.55 Unrealized 0.0%

RCI ROGERS COMMUNICATIONS INC 0.0%

Value $6.085M Shares 155,800 Est. Cost $47.39 Unrealized 0.0%

— TESORO CORP 0.0%

Value $6.058M Shares 115,784 Est. Cost $52.32 Unrealized —

SCHW SCHWAB CHARLES CORP NEW 0.0%

Value $6.051M Shares 285,000 Est. Cost $15.92 Unrealized 0.0%

CME CME GROUP INC 0.0%

Value $6.041M Shares 79,510 Est. Cost $39.16 Unrealized 0.0%

— FOOT LOCKER INC 0.0%

Value $5.997M Shares 170,700 Est. Cost $35.13 Unrealized —

WU WESTERN UN CO 0.0%

Value $5.995M Shares 350,400 Est. Cost $17.11 Unrealized —

EXC EXELON CORP 0.0%

Value $5.957M Shares 192,900 Est. Cost $15.41 Unrealized 0.0%

— HCP INC 0.0%

Value $5.952M Shares 130,985 Est. Cost $45.44 Unrealized —

ORLY O REILLY AUTOMOTIVE INC NEW 0.0%

Value $5.902M Shares 52,409 Est. Cost $7.19 Unrealized 0.0%

— EPL OIL & GAS INC 0.0%

Value $5.822M Shares 198,290 Est. Cost $29.36 Unrealized —

VTR VENTAS INC 0.0%

Value $5.818M Shares 83,767 Est. Cost $49.18 Unrealized 0.0%

HCA HCA HOLDINGS INC 0.0%

Value $5.815M Shares 161,266 Est. Cost $35.96 Unrealized 0.0%

HDB HDFC BANK LTD 0.0%

Value $5.777M Shares 159,400 Est. Cost $36.24 Unrealized —

— NATIONAL OILWELL VARCO INC 0.0%

Value $5.774M Shares 83,800 Est. Cost $68.90 Unrealized —

— HERTZ GLOBAL HOLDINGS INC 0.0%

Value $5.731M Shares 231,100 Est. Cost $24.80 Unrealized —

MRSH MARSH & MCLENNAN COS INC 0.0%

Value $5.685M Shares 142,400 Est. Cost $31.19 Unrealized 0.0%

— ROCK-TENN CO 0.0%

Value $5.678M Shares 56,844 Est. Cost $99.89 Unrealized —

BTI BRITISH AMERN TOB PLC 0.0%

Value $5.657M Shares 54,954 Est. Cost $102.94 Unrealized —

TXN TEXAS INSTRS INC 0.0%

Value $5.645M Shares 161,900 Est. Cost $25.31 Unrealized 0.0%

MAS MASCO CORP 0.0%

Value $5.568M Shares 285,700 Est. Cost $14.92 Unrealized 0.0%

KR KROGER CO 0.0%

Value $5.491M Shares 158,985 Est. Cost $13.44 Unrealized 0.0%

LVS LAS VEGAS SANDS CORP 0.0%

Value $5.473M Shares 103,400 Est. Cost $38.99 Unrealized 0.0%

NVDA NVIDIA CORP 0.0%

Value $5.46M Shares 389,193 Est. Cost $0.32 Unrealized 0.0%

WHR WHIRLPOOL CORP 0.0%

Value $5.444M Shares 47,605 Est. Cost $121.27 Unrealized 0.0%

— HEALTH CARE REIT INC 0.0%

Value $5.422M Shares 80,884 Est. Cost $67.03 Unrealized —

GFI GOLD FIELDS LTD NEW 0.0%

Value $5.419M Shares 1,032,114 Est. Cost $5.25 Unrealized —

DOX AMDOCS LTD 0.0%

Value $5.389M Shares 145,304 Est. Cost $28.59 Unrealized 0.0%

— GENERAL GROWTH PPTYS INC NEW 0.0%

Value $5.366M Shares 270,058 Est. Cost $19.87 Unrealized —

— AGRIUM INC 0.0%

Value $5.333M Shares 61,700 Est. Cost $86.43 Unrealized —

PLD PROLOGIS INC 0.0%

Value $5.317M Shares 140,960 Est. Cost $27.85 Unrealized 0.0%

— FOREST LABS INC 0.0%

Value $5.309M Shares 129,498 Est. Cost $41.00 Unrealized —

MD MEDNAX INC 0.0%

Value $5.284M Shares 57,700 Est. Cost $44.76 Unrealized 0.0%

EQR EQUITY RESIDENTIAL 0.0%

Value $5.279M Shares 90,926 Est. Cost $31.42 Unrealized 0.0%

SSL SASOL LTD 0.0%

Value $5.25M Shares 121,221 Est. Cost $43.31 Unrealized —

ETR ENTERGY CORP NEW 0.0%

Value $5.223M Shares 74,960 Est. Cost $20.57 Unrealized 0.0%

— TATA MTRS LTD 0.0%

Value $5.22M Shares 222,690 Est. Cost $23.44 Unrealized —

— RTI INTL METALS INC 0.0%

Value $5.218M Shares 188,300 Est. Cost $27.71 Unrealized —

— VODAFONE GROUP PLC NEW 0.0%

Value $5.208M Shares 181,200 Est. Cost $28.74 Unrealized —

AN AUTONATION INC 0.0%

Value $5.096M Shares 117,443 Est. Cost $44.63 Unrealized 0.0%

— GREEN MTN COFFEE ROASTERS IN 0.0%

Value $5.092M Shares 67,840 Est. Cost $75.06 Unrealized —

CPB CAMPBELL SOUP CO 0.0%

Value $5.057M Shares 112,896 Est. Cost $30.86 Unrealized 0.0%

PEG PUBLIC SVC ENTERPRISE GROUP 0.0%

Value $4.99M Shares 152,800 Est. Cost $21.73 Unrealized 0.0%

— MCGRAW HILL FINL INC 0.0%

Value $4.962M Shares 93,283 Est. Cost $53.19 Unrealized —

TROW PRICE T ROWE GROUP INC 0.0%

Value $4.901M Shares 67,000 Est. Cost $47.69 Unrealized 0.0%

— PRECISION DRILLING CORP 0.0%

Value $4.822M Shares 568,389 Est. Cost $8.48 Unrealized —

CAG CONAGRA FOODS INC 0.0%

Value $4.815M Shares 137,860 Est. Cost $17.69 Unrealized 0.0%

KSS KOHLS CORP 0.0%

Value $4.761M Shares 94,253 Est. Cost $49.51 Unrealized 0.0%

TDC TERADATA CORP DEL 0.0%

Value $4.718M Shares 93,932 Est. Cost $53.87 Unrealized 0.0%

MEOH METHANEX CORP 0.0%

Value $4.701M Shares 110,092 Est. Cost $42.29 Unrealized 0.0%

— PIONEER SOUTHWST ENRG PRTNR 0.0%

Value $4.645M Shares 135,500 Est. Cost $34.28 Unrealized —

AVB AVALONBAY CMNTYS INC 0.0%

Value $4.635M Shares 34,359 Est. Cost $87.72 Unrealized 0.0%

IAG IAMGOLD CORP 0.0%

Value $4.63M Shares 1,105,170 Est. Cost $5.17 Unrealized 0.0%

HAL HALLIBURTON CO 0.0%

Value $4.602M Shares 110,300 Est. Cost $33.21 Unrealized 0.0%

BXP BOSTON PROPERTIES INC 0.0%

Value $4.521M Shares 42,865 Est. Cost $64.00 Unrealized 0.0%

NFLX NETFLIX INC 0.0%

Value $4.487M Shares 21,256 Est. Cost $2.97 Unrealized 0.0%

— PETROCHINA CO LTD 0.0%

Value $4.47M Shares 40,394 Est. Cost $110.66 Unrealized —

MU MICRON TECHNOLOGY INC 0.0%

Value $4.459M Shares 311,200 Est. Cost $10.81 Unrealized 0.0%

IVZ INVESCO LTD 0.0%

Value $4.452M Shares 140,000 Est. Cost $18.88 Unrealized 0.0%

— COMPUCREDIT HLDGS CORP 0.0%

Value $4.451M Shares 12,031,000 Est. Cost $0.37 Unrealized —

— CROWN CASTLE INTL CORP 0.0%

Value $4.39M Shares 60,645 Est. Cost $72.39 Unrealized —

AMP AMERIPRISE FINL INC 0.0%

Value $4.295M Shares 53,098 Est. Cost $59.57 Unrealized 0.0%

— ELAN PLC 0.0%

Value $4.242M Shares 300,000 Est. Cost $14.14 Unrealized —

— NV ENERGY INC 0.0%

Value $4.223M Shares 180,000 Est. Cost $23.46 Unrealized —

EMN EASTMAN CHEM CO 0.0%

Value $4.215M Shares 60,200 Est. Cost $47.81 Unrealized 0.0%

IDXX IDEXX LABS INC 0.0%

Value $4.192M Shares 46,690 Est. Cost $43.69 Unrealized 0.0%

— POTASH CORP SASK INC 0.0%

Value $4.127M Shares 108,511 Est. Cost $38.03 Unrealized —

FITB FIFTH THIRD BANCORP 0.0%

Value $4.117M Shares 228,111 Est. Cost $11.47 Unrealized 0.0%

VNO VORNADO RLTY TR 0.0%

Value $4.004M Shares 48,328 Est. Cost $82.85 Unrealized —

— NEWS CORP 0.0%

Value $3.968M Shares 120,900 Est. Cost $32.82 Unrealized —

— DOLE FOOD CO INC NEW 0.0%

Value $3.926M Shares 307,893 Est. Cost $12.75 Unrealized —

PHM PULTE GROUP INC 0.0%

Value $3.862M Shares 203,600 Est. Cost $17.74 Unrealized 0.0%

ALSN ALLISON TRANSMISSION HLDGS I 0.0%

Value $3.854M Shares 167,000 Est. Cost $18.65 Unrealized 0.0%

FBIN FORTUNE BRANDS HOME & SEC IN 0.0%

Value $3.847M Shares 99,300 Est. Cost $27.93 Unrealized 0.0%

PFG PRINCIPAL FINL GROUP INC 0.0%

Value $3.831M Shares 102,300 Est. Cost $23.49 Unrealized 0.0%

EW EDWARDS LIFESCIENCES CORP 0.0%

Value $3.77M Shares 56,100 Est. Cost $11.84 Unrealized 0.0%

LEN/B LENNAR CORP 0.0%

Value $3.714M Shares 131,000 Est. Cost $25.59 Unrealized 0.0%

— ENCANA CORP 0.0%

Value $3.693M Shares 218,993 Est. Cost $16.86 Unrealized —

— SOUTHWESTERN ENERGY CO 0.0%

Value $3.657M Shares 100,100 Est. Cost $36.53 Unrealized —

PGR PROGRESSIVE CORP OHIO 0.0%

Value $3.65M Shares 143,600 Est. Cost $17.04 Unrealized 0.0%

— GENCORP INC 0.0%

Value $3.642M Shares 224,000 Est. Cost $16.26 Unrealized —

AMG AFFILIATED MANAGERS GROUP 0.0%

Value $3.557M Shares 21,700 Est. Cost $153.14 Unrealized 0.0%

HST HOST HOTELS & RESORTS INC 0.0%

Value $3.544M Shares 210,051 Est. Cost $10.74 Unrealized 0.0%

— TRW AUTOMOTIVE HLDGS CORP 0.0%

Value $3.541M Shares 53,300 Est. Cost $66.44 Unrealized —

L LOEWS CORP 0.0%

Value $3.53M Shares 79,500 Est. Cost $42.08 Unrealized 0.0%

— SIRIUS XM RADIO INC 0.0%

Value $3.433M Shares 1,024,766 Est. Cost $3.35 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.0%

Value $3.394M Shares 38,035 Est. Cost $57.83 Unrealized 0.0%

VMC VULCAN MATLS CO 0.0%

Value $3.389M Shares 70,000 Est. Cost $46.69 Unrealized 0.0%

— INTERCONTINENTALEXCHANGE INC 0.0%

Value $3.364M Shares 18,924 Est. Cost $177.76 Unrealized —

NTRS NORTHERN TR CORP 0.0%

Value $3.266M Shares 56,400 Est. Cost $40.35 Unrealized 0.0%

— VMWARE INC 0.0%

Value $3.241M Shares 48,375 Est. Cost $67.00 Unrealized —

— NOBLE ENERGY INC 0.0%

Value $3.23M Shares 53,800 Est. Cost $60.04 Unrealized —

— HESS CORP 0.0%

Value $3.209M Shares 48,264 Est. Cost $66.49 Unrealized —

— ANSYS INC 0.0%

Value $3.121M Shares 42,700 Est. Cost $73.09 Unrealized —

— OMNICARE INC 0.0%

Value $3.079M Shares 3,000,000 Est. Cost $1.03 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.0%

Value $3.062M Shares 65,317 Est. Cost $37.66 Unrealized 0.0%

— AMERISTAR CASINOS INC 0.0%

Value $2.889M Shares 109,877 Est. Cost $26.29 Unrealized —

— TORCHMARK CORP 0.0%

Value $2.887M Shares 44,323 Est. Cost $65.14 Unrealized —

FDS FACTSET RESH SYS INC 0.0%

Value $2.874M Shares 28,190 Est. Cost $83.78 Unrealized 0.0%

RL RALPH LAUREN CORP 0.0%

Value $2.857M Shares 16,443 Est. Cost $138.80 Unrealized 0.0%

— ALERE INC 0.0%

Value $2.814M Shares 114,846 Est. Cost $24.50 Unrealized —

RMD RESMED INC 0.0%

Value $2.813M Shares 62,342 Est. Cost $40.00 Unrealized 0.0%

UMC UNITED MICROELECTRONICS CORP 0.0%

Value $2.796M Shares 1,200,000 Est. Cost $2.33 Unrealized —

HP HELMERICH & PAYNE INC 0.0%

Value $2.742M Shares 43,900 Est. Cost $61.57 Unrealized 0.0%

— NAVISTAR INTL CORP NEW 0.0%

Value $2.715M Shares 97,786 Est. Cost $27.76 Unrealized —

TMHC TAYLOR MORRISON HOME CORP 0.0%

Value $2.696M Shares 110,600 Est. Cost $25.23 Unrealized 0.0%

KEY KEYCORP NEW 0.0%

Value $2.67M Shares 241,856 Est. Cost $6.48 Unrealized 0.0%

— PANERA BREAD CO 0.0%

Value $2.555M Shares 13,740 Est. Cost $185.95 Unrealized —

EXPD EXPEDITORS INTL WASH INC 0.0%

Value $2.54M Shares 66,820 Est. Cost $31.69 Unrealized 0.0%

JKHY HENRY JACK & ASSOC INC 0.0%

Value $2.493M Shares 52,900 Est. Cost $39.46 Unrealized 0.0%

KIM KIMCO RLTY CORP 0.0%

Value $2.489M Shares 116,123 Est. Cost $12.61 Unrealized 0.0%

— MANTECH INTL CORP 0.0%

Value $2.45M Shares 93,800 Est. Cost $26.12 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETRO 0.0%

Value $2.428M Shares 165,600 Est. Cost $14.66 Unrealized —

— CTRIP COM INTL LTD 0.0%

Value $2.427M Shares 74,379 Est. Cost $32.63 Unrealized —

HLF HERBALIFE LTD 0.0%

Value $2.427M Shares 53,775 Est. Cost $20.94 Unrealized 0.0%

— SYMANTEC CORP 0.0%

Value $2.397M Shares 106,664 Est. Cost $22.47 Unrealized —

— KANSAS CITY SOUTHERN 0.0%

Value $2.374M Shares 22,400 Est. Cost $105.98 Unrealized —

VRSK VERISK ANALYTICS INC 0.0%

Value $2.281M Shares 38,200 Est. Cost $57.10 Unrealized 0.0%

— XL GROUP PLC 0.0%

Value $2.28M Shares 75,200 Est. Cost $30.32 Unrealized —

— CHINA TELECOM CORP LTD 0.0%

Value $2.275M Shares 47,889 Est. Cost $47.51 Unrealized —

— NEUSTAR INC 0.0%

Value $2.176M Shares 44,708 Est. Cost $48.67 Unrealized —

— MICROS SYS INC 0.0%

Value $2.175M Shares 50,400 Est. Cost $43.15 Unrealized —

MAC MACERICH CO 0.0%

Value $2.128M Shares 34,900 Est. Cost $60.97 Unrealized —

— VALSPAR CORP 0.0%

Value $2.122M Shares 32,811 Est. Cost $64.67 Unrealized —

— 7 DAYS GROUP HLDGS LTD 0.0%

Value $2.122M Shares 153,882 Est. Cost $13.79 Unrealized —

BIDU BAIDU INC 0.0%

Value $2.08M Shares 22,000 Est. Cost $94.55 Unrealized —

GPN GLOBAL PMTS INC 0.0%

Value $2.06M Shares 44,475 Est. Cost $22.14 Unrealized 0.0%

AEP AMERICAN ELEC PWR INC 0.0%

Value $2.024M Shares 45,200 Est. Cost $30.44 Unrealized 0.0%

— TRUE RELIGION APPAREL INC 0.0%

Value $2M Shares 63,158 Est. Cost $31.67 Unrealized —

AGCO AGCO CORP 0.0%

Value $1.969M Shares 39,232 Est. Cost $41.52 Unrealized 0.0%

— LEUCADIA NATL CORP 0.0%

Value $1.967M Shares 75,000 Est. Cost $26.23 Unrealized —

— PLUM CREEK TIMBER CO INC 0.0%

Value $1.955M Shares 41,900 Est. Cost $46.66 Unrealized —

— DUN & BRADSTREET CORP DEL NE 0.0%

Value $1.94M Shares 19,906 Est. Cost $97.46 Unrealized —

CMA COMERICA INC 0.0%

Value $1.928M Shares 48,400 Est. Cost $24.17 Unrealized 0.0%

DE DEERE & CO 0.0%

Value $1.861M Shares 22,900 Est. Cost $68.04 Unrealized 0.0%

— REMY INTL INC 0.0%

Value $1.857M Shares 100,000 Est. Cost $18.57 Unrealized —

CHT CHUNGHWA TELECOM CO LTD 0.0%

Value $1.852M Shares 57,692 Est. Cost $32.10 Unrealized —

CBRE CBRE GROUP INC 0.0%

Value $1.827M Shares 78,200 Est. Cost $23.79 Unrealized 0.0%

NRG NRG ENERGY INC 0.0%

Value $1.808M Shares 67,698 Est. Cost $20.46 Unrealized 0.0%

CMCSA COMCAST CORP NEW 0.0%

Value $1.763M Shares 42,100 Est. Cost $15.62 Unrealized 0.0%

— ENDO HEALTH SOLUTIONS INC 0.0%

Value $1.75M Shares 47,573 Est. Cost $36.79 Unrealized —

HBAN HUNTINGTON BANCSHARES INC 0.0%

Value $1.74M Shares 220,847 Est. Cost $4.66 Unrealized 0.0%

CINF CINCINNATI FINL CORP 0.0%

Value $1.735M Shares 37,800 Est. Cost $32.92 Unrealized 0.0%

— DIRECTV 0.0%

Value $1.713M Shares 27,800 Est. Cost $61.62 Unrealized —

SNPS SYNOPSYS INC 0.0%

Value $1.688M Shares 47,205 Est. Cost $35.52 Unrealized 0.0%

— REALOGY HLDGS CORP 0.0%

Value $1.68M Shares 34,975 Est. Cost $48.03 Unrealized —

— DWS GLOBAL HIGH INCOME FD 0.0%

Value $1.676M Shares 206,900 Est. Cost $8.10 Unrealized —

SIMO SILICON MOTION TECHNOLOGY CO 0.0%

Value $1.628M Shares 153,723 Est. Cost $10.59 Unrealized —

ETN EATON CORP PLC 0.0%

Value $1.526M Shares 23,182 Est. Cost $46.59 Unrealized 0.0%

— TECHNE CORP 0.0%

Value $1.506M Shares 21,800 Est. Cost $69.08 Unrealized —

NUS NU SKIN ENTERPRISES INC 0.0%

Value $1.482M Shares 24,248 Est. Cost $37.42 Unrealized 0.0%

STWD STARWOOD PPTY TR INC 0.0%

Value $1.478M Shares 59,700 Est. Cost $24.76 Unrealized —

ARW ARROW ELECTRS INC 0.0%

Value $1.458M Shares 36,591 Est. Cost $38.94 Unrealized 0.0%

SJM SMUCKER J M CO 0.0%

Value $1.454M Shares 14,100 Est. Cost $70.84 Unrealized 0.0%

PBR PETROLEO BRASILEIRO SA PETRO 0.0%

Value $1.449M Shares 108,010 Est. Cost $13.42 Unrealized —

— LEGG MASON INC 0.0%

Value $1.445M Shares 46,600 Est. Cost $31.01 Unrealized —

— VIRGINIA COMM BANCORP INC 0.0%

Value $1.428M Shares 102,271 Est. Cost $13.96 Unrealized —

AXIA CENTRAIS ELETRICAS BRASILEIR 0.0%

Value $1.426M Shares 672,860 Est. Cost $2.12 Unrealized —

— U S AIRWAYS GROUP INC 0.0%

Value $1.419M Shares 86,410 Est. Cost $16.42 Unrealized —

FISV FISERV INC 0.0%

Value $1.416M Shares 16,200 Est. Cost $21.93 Unrealized 0.0%

ZION ZIONS BANCORPORATION 0.0%

Value $1.402M Shares 48,549 Est. Cost $26.15 Unrealized 0.0%

— TWO HBRS INVT CORP 0.0%

Value $1.371M Shares 133,710 Est. Cost $10.25 Unrealized —

— FAMILY DLR STORES INC 0.0%

Value $1.365M Shares 21,910 Est. Cost $62.30 Unrealized —

— TOTAL SYS SVCS INC 0.0%

Value $1.355M Shares 55,368 Est. Cost $24.47 Unrealized —

— BLACKSTONE GSO FLTING RTE FU 0.0%

Value $1.339M Shares 66,867 Est. Cost $20.02 Unrealized —

— NATIONAL BK GREECE S A 0.0%

Value $1.321M Shares 110,000 Est. Cost $12.01 Unrealized —

— PEOPLES UNITED FINANCIAL INC 0.0%

Value $1.319M Shares 88,545 Est. Cost $14.90 Unrealized —

— PATTERSON COMPANIES INC 0.0%

Value $1.278M Shares 33,983 Est. Cost $37.61 Unrealized —

— HEALTH MGMT ASSOC INC NEW 0.0%

Value $1.264M Shares 80,417 Est. Cost $15.72 Unrealized —

— FIBRIA CELULOSE S A 0.0%

Value $1.238M Shares 111,600 Est. Cost $11.09 Unrealized —

EMR EMERSON ELEC CO 0.0%

Value $1.238M Shares 22,700 Est. Cost $40.02 Unrealized 0.0%

VSAT VIASAT INC 0.0%

Value $1.236M Shares 17,300 Est. Cost $59.58 Unrealized 0.0%

AAP ADVANCE AUTO PARTS INC 0.0%

Value $1.234M Shares 15,200 Est. Cost $72.11 Unrealized 0.0%

— DRYSHIPS INC. 0.0%

Value $1.233M Shares 1,385,000 Est. Cost $0.89 Unrealized —

JBLU JETBLUE AIRWAYS CORP 0.0%

Value $1.224M Shares 194,257 Est. Cost $6.54 Unrealized 0.0%

— APARTMENT INVT & MGMT CO 0.0%

Value $1.218M Shares 40,531 Est. Cost $30.05 Unrealized —

MTD METTLER TOLEDO INTERNATIONAL 0.0%

Value $1.217M Shares 6,051 Est. Cost $212.95 Unrealized 0.0%

MHK MOHAWK INDS INC 0.0%

Value $1.215M Shares 10,800 Est. Cost $112.71 Unrealized 0.0%

FLO FLOWERS FOODS INC 0.0%

Value $1.205M Shares 54,638 Est. Cost $13.91 Unrealized 0.0%

FHI FEDERATED INVS INC PA 0.0%

Value $1.204M Shares 43,925 Est. Cost $14.54 Unrealized 0.0%

— VALIDUS HOLDINGS LTD 0.0%

Value $1.173M Shares 32,468 Est. Cost $36.13 Unrealized —

ROL ROLLINS INC 0.0%

Value $1.168M Shares 45,100 Est. Cost $6.04 Unrealized 0.0%

— HARRIS CORP DEL 0.0%

Value $1.143M Shares 23,213 Est. Cost $49.24 Unrealized —

— SEAGATE TECHNOLOGY PLC 0.0%

Value $1.142M Shares 25,471 Est. Cost $44.84 Unrealized —

— VIMPELCOM LTD 0.0%

Value $1.118M Shares 111,100 Est. Cost $10.06 Unrealized —

AFG AMERICAN FINL GROUP INC OHIO 0.0%

Value $1.107M Shares 22,641 Est. Cost $21.06 Unrealized 0.0%

MUR MURPHY OIL CORP 0.0%

Value $1.094M Shares 17,963 Est. Cost $34.50 Unrealized 0.0%

— CST BRANDS INC 0.0%

Value $1.09M Shares 35,362 Est. Cost $30.82 Unrealized —

— SANDISK CORP 0.0%

Value $1.088M Shares 17,800 Est. Cost $61.12 Unrealized —

THC TENET HEALTHCARE CORP 0.0%

Value $1.065M Shares 23,108 Est. Cost $44.77 Unrealized 0.0%

— NORTEL INVERSORA S A 0.0%

Value $1.061M Shares 73,144 Est. Cost $14.51 Unrealized —

— BAKER HUGHES INC 0.0%

Value $1.061M Shares 23,000 Est. Cost $46.13 Unrealized —

NDAQ NASDAQ OMX GROUP INC 0.0%

Value $1.051M Shares 32,044 Est. Cost $8.32 Unrealized 0.0%

— EXELIS INC 0.0%

Value $1.05M Shares 76,176 Est. Cost $13.78 Unrealized —

— SUPERIOR ENERGY SVCS INC 0.0%

Value $1.014M Shares 39,074 Est. Cost $25.95 Unrealized —

TMO THERMO FISHER SCIENTIFIC INC 0.0%

Value $1.013M Shares 11,975 Est. Cost $79.76 Unrealized 0.0%

— BUNGE LIMITED 0.0%

Value $993K Shares 14,032 Est. Cost $70.77 Unrealized —

— DENTSPLY INTL INC NEW 0.0%

Value $975K Shares 23,800 Est. Cost $40.97 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 0.0%

Value $967K Shares 58,398 Est. Cost $16.56 Unrealized —

— APOLLO GROUP INC 0.0%

Value $961K Shares 54,216 Est. Cost $17.73 Unrealized —

— PROTECTIVE LIFE CORP 0.0%

Value $956K Shares 24,896 Est. Cost $38.40 Unrealized —

EMBJ EMBRAER S A 0.0%

Value $941K Shares 25,500 Est. Cost $36.90 Unrealized —

— E TRADE FINANCIAL CORP 0.0%

Value $931K Shares 73,500 Est. Cost $12.67 Unrealized —

— PENNEY J C INC 0.0%

Value $929K Shares 54,400 Est. Cost $17.08 Unrealized —

— LEXMARK INTL NEW 0.0%

Value $915K Shares 29,923 Est. Cost $30.58 Unrealized —

LPL LG DISPLAY CO LTD 0.0%

Value $903K Shares 76,100 Est. Cost $11.87 Unrealized —

— TIM HORTONS INC 0.0%

Value $900K Shares 16,700 Est. Cost $53.89 Unrealized —

HRB BLOCK H & R INC 0.0%

Value $898K Shares 32,343 Est. Cost $18.18 Unrealized 0.0%

— HATTERAS FINL CORP 0.0%

Value $896K Shares 36,361 Est. Cost $24.64 Unrealized —

— DONNELLEY R R & SONS CO 0.0%

Value $887K Shares 63,285 Est. Cost $14.02 Unrealized —

ABBV ABBVIE INC 0.0%

Value $881K Shares 21,300 Est. Cost $26.55 Unrealized 0.0%

UGI UGI CORP NEW 0.0%

Value $871K Shares 22,276 Est. Cost $26.32 Unrealized 0.0%

— VISTAPRINT N V 0.0%

Value $862K Shares 17,468 Est. Cost $49.35 Unrealized —

MORN MORNINGSTAR INC 0.0%

Value $861K Shares 11,100 Est. Cost $69.29 Unrealized 0.0%

— INGRAM MICRO INC 0.0%

Value $853K Shares 44,913 Est. Cost $18.99 Unrealized —

— ALLIANT TECHSYSTEMS INC 0.0%

Value $844K Shares 10,246 Est. Cost $82.37 Unrealized —

— BEAM INC 0.0%

Value $839K Shares 13,300 Est. Cost $63.08 Unrealized —

PTEN PATTERSON UTI ENERGY INC 0.0%

Value $836K Shares 43,210 Est. Cost $21.83 Unrealized 0.0%

— CHIQUITA BRANDS INTL INC 0.0%

Value $806K Shares 73,791 Est. Cost $10.92 Unrealized —

— THERAVANCE INC 0.0%

Value $801K Shares 20,800 Est. Cost $38.51 Unrealized —

— SAFEWAY INC 0.0%

Value $798K Shares 33,724 Est. Cost $23.66 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $794K Shares 196,113 Est. Cost $4.05 Unrealized —

OSK OSHKOSH CORP 0.0%

Value $779K Shares 20,526 Est. Cost $31.79 Unrealized 0.0%

— LIFEPOINT HOSPITALS INC 0.0%

Value $770K Shares 15,772 Est. Cost $48.82 Unrealized —

— CHIMERA INVT CORP 0.0%

Value $765K Shares 255,083 Est. Cost $3.00 Unrealized —

— SYMETRA FINL CORP 0.0%

Value $760K Shares 47,510 Est. Cost $16.00 Unrealized —

— FIDELITY NATIONAL FINANCIAL 0.0%

Value $755K Shares 31,722 Est. Cost $23.80 Unrealized —

— HCC INS HLDGS INC 0.0%

Value $743K Shares 17,231 Est. Cost $43.12 Unrealized —

— ARMOUR RESIDENTIAL REIT INC 0.0%

Value $740K Shares 157,184 Est. Cost $4.71 Unrealized —

— AMERICAN CAP LTD 0.0%

Value $734K Shares 57,927 Est. Cost $12.67 Unrealized —

— COMPUTER SCIENCES CORP 0.0%

Value $729K Shares 16,656 Est. Cost $43.77 Unrealized —

— DEVRY INC DEL 0.0%

Value $726K Shares 23,414 Est. Cost $31.01 Unrealized —

— TELEFONICA BRASIL SA 0.0%

Value $714K Shares 31,295 Est. Cost $22.82 Unrealized —

FSLR FIRST SOLAR INC 0.0%

Value $710K Shares 15,877 Est. Cost $44.50 Unrealized 0.0%

— MARVELL TECHNOLOGY GROUP LTD 0.0%

Value $707K Shares 60,337 Est. Cost $11.72 Unrealized —

BPOP POPULAR INC 0.0%

Value $701K Shares 23,120 Est. Cost $21.82 Unrealized 0.0%

— SYNTEL INC 0.0%

Value $698K Shares 11,100 Est. Cost $62.88 Unrealized —

— TALISMAN ENERGY INC 0.0%

Value $677K Shares 59,500 Est. Cost $11.38 Unrealized —

— AMERICAN INTL GROUP INC 0.0%

Value $660K Shares 36,160 Est. Cost $18.25 Unrealized —

— CYS INVTS INC 0.0%

Value $659K Shares 71,600 Est. Cost $9.20 Unrealized —

DVN DEVON ENERGY CORP NEW 0.0%

Value $654K Shares 12,600 Est. Cost $37.00 Unrealized 0.0%

CNO CNO FINL GROUP INC 0.0%

Value $648K Shares 49,976 Est. Cost $9.21 Unrealized 0.0%

MOS MOSAIC CO NEW 0.0%

Value $640K Shares 11,900 Est. Cost $46.26 Unrealized 0.0%

— STANCORP FINL GROUP INC 0.0%

Value $637K Shares 12,895 Est. Cost $49.40 Unrealized —

— LAMAR ADVERTISING CO 0.0%

Value $625K Shares 14,400 Est. Cost $43.40 Unrealized —

— CAREFUSION CORP 0.0%

Value $625K Shares 16,956 Est. Cost $36.86 Unrealized —

FHN FIRST HORIZON NATL CORP 0.0%

Value $620K Shares 55,338 Est. Cost $7.41 Unrealized 0.0%

ARCC ARES CAP CORP 0.0%

Value $611K Shares 35,500 Est. Cost $5.23 Unrealized 0.0%

— ENERSIS S A 0.0%

Value $611K Shares 37,340 Est. Cost $16.36 Unrealized —

DAN DANA HLDG CORP 0.0%

Value $610K Shares 31,648 Est. Cost $14.00 Unrealized 0.0%

— NII HLDGS INC 0.0%

Value $609K Shares 91,323 Est. Cost $6.67 Unrealized —

JOE ST JOE CO 0.0%

Value $606K Shares 28,800 Est. Cost $20.21 Unrealized 0.0%

— PARTNERRE LTD 0.0%

Value $605K Shares 6,678 Est. Cost $90.60 Unrealized —

— FLEETCOR TECHNOLOGIES INC 0.0%

Value $605K Shares 7,447 Est. Cost $81.24 Unrealized —

— SIBANYE GOLD LTD 0.0%

Value $605K Shares 205,900 Est. Cost $2.94 Unrealized —

— WPX ENERGY INC 0.0%

Value $603K Shares 31,833 Est. Cost $18.94 Unrealized —

DHI D R HORTON INC 0.0%

Value $598K Shares 28,100 Est. Cost $21.23 Unrealized 0.0%

— NOBLE CORPORATION BAAR 0.0%

Value $598K Shares 15,900 Est. Cost $37.61 Unrealized —

— UNIT CORP 0.0%

Value $592K Shares 13,900 Est. Cost $42.59 Unrealized —

CX CEMEX SAB DE CV 0.0%

Value $587K Shares 55,468 Est. Cost $10.58 Unrealized —

— BURGER KING WORLDWIDE INC 0.0%

Value $576K Shares 29,500 Est. Cost $19.53 Unrealized —

— WESCO AIRCRAFT HLDGS INC 0.0%

Value $568K Shares 30,600 Est. Cost $18.56 Unrealized —

— C&J ENERGY SVCS INC 0.0%

Value $565K Shares 29,161 Est. Cost $19.38 Unrealized —

— LINN ENERGY LLC 0.0%

Value $561K Shares 16,900 Est. Cost $33.20 Unrealized —

DLX DELUXE CORP 0.0%

Value $557K Shares 16,073 Est. Cost $23.94 Unrealized 0.0%

— WEATHERFORD INTERNATIONAL LT 0.0%

Value $549K Shares 40,100 Est. Cost $13.69 Unrealized —

— NEWFIELD EXPL CO 0.0%

Value $547K Shares 22,900 Est. Cost $23.89 Unrealized —

— PORTFOLIO RECOVERY ASSOCS IN 0.0%

Value $538K Shares 3,500 Est. Cost $153.71 Unrealized —

PRI PRIMERICA INC 0.0%

Value $535K Shares 14,297 Est. Cost $34.51 Unrealized 0.0%

LEN LENNAR CORP 0.0%

Value $508K Shares 14,100 Est. Cost $34.18 Unrealized 0.0%

SHG SHINHAN FINANCIAL GROUP CO L 0.0%

Value $503K Shares 15,460 Est. Cost $32.54 Unrealized —

— NORTHSTAR RLTY FIN CORP 0.0%

Value $492K Shares 54,106 Est. Cost $9.09 Unrealized —

— GYRODYNE CO AMER INC 0.0%

Value $487K Shares 6,805 Est. Cost $71.57 Unrealized —

— ASPEN INSURANCE HOLDINGS LTD 0.0%

Value $484K Shares 13,059 Est. Cost $37.06 Unrealized —

— MEREDITH CORP 0.0%

Value $481K Shares 10,083 Est. Cost $47.70 Unrealized —

— CLIFFS NAT RES INC 0.0%

Value $481K Shares 29,600 Est. Cost $16.25 Unrealized —

ZD J2 GLOBAL INC 0.0%

Value $477K Shares 11,223 Est. Cost $34.95 Unrealized 0.0%

— ATWOOD OCEANICS INC 0.0%

Value $463K Shares 8,900 Est. Cost $52.02 Unrealized —

YZCAY YANZHOU COAL MNG CO LTD 0.0%

Value $456K Shares 64,084 Est. Cost $7.12 Unrealized —

WLY WILEY JOHN & SONS INC 0.0%

Value $454K Shares 11,326 Est. Cost $27.09 Unrealized 0.0%

HLX HELIX ENERGY SOLUTIONS GRP I 0.0%

Value $454K Shares 19,710 Est. Cost $23.34 Unrealized 0.0%

— APOLLO INVT CORP 0.0%

Value $451K Shares 58,304 Est. Cost $7.74 Unrealized —

PMT PENNYMAC MTG INVT TR 0.0%

Value $448K Shares 21,296 Est. Cost $21.04 Unrealized —

WRLD WORLD ACCEP CORP DEL 0.0%

Value $446K Shares 5,127 Est. Cost $88.91 Unrealized 0.0%

UVV UNIVERSAL CORP VA 0.0%

Value $446K Shares 7,705 Est. Cost $58.13 Unrealized 0.0%

— PDL BIOPHARMA INC 0.0%

Value $440K Shares 56,933 Est. Cost $7.73 Unrealized —

— B/E AEROSPACE INC 0.0%

Value $438K Shares 6,951 Est. Cost $63.01 Unrealized —

URI UNITED RENTALS INC 0.0%

Value $434K Shares 8,700 Est. Cost $51.55 Unrealized 0.0%

— GUESS INC 0.0%

Value $433K Shares 13,962 Est. Cost $31.01 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $426K Shares 73,952 Est. Cost $5.76 Unrealized —

— FIFTH STREET FINANCE CORP 0.0%

Value $426K Shares 40,754 Est. Cost $10.45 Unrealized —

— ICONIX BRAND GROUP INC 0.0%

Value $423K Shares 14,394 Est. Cost $29.39 Unrealized —

— SEARS HOMETOWN & OUTLET STOR 0.0%

Value $411K Shares 9,400 Est. Cost $43.72 Unrealized —

POR PORTLAND GEN ELEC CO 0.0%

Value $410K Shares 13,410 Est. Cost $19.65 Unrealized 0.0%

MFC MANULIFE FINL CORP 0.0%

Value $402K Shares 25,200 Est. Cost $15.16 Unrealized 0.0%

— VALASSIS COMMUNICATIONS INC 0.0%

Value $398K Shares 16,203 Est. Cost $24.56 Unrealized —

— PARKER DRILLING CO 0.0%

Value $397K Shares 79,700 Est. Cost $4.98 Unrealized —

— KODIAK OIL & GAS CORP 0.0%

Value $388K Shares 43,700 Est. Cost $8.88 Unrealized —

IMO IMPERIAL OIL LTD 0.0%

Value $384K Shares 10,100 Est. Cost $30.07 Unrealized 0.0%

— STONE ENERGY CORP 0.0%

Value $383K Shares 17,400 Est. Cost $22.01 Unrealized —

TDS TELEPHONE & DATA SYS INC 0.0%

Value $379K Shares 15,366 Est. Cost $22.54 Unrealized 0.0%

SLRC SOLAR CAP LTD 0.0%

Value $378K Shares 16,380 Est. Cost $7.36 Unrealized 0.0%

GT GOODYEAR TIRE & RUBR CO 0.0%

Value $375K Shares 24,542 Est. Cost $13.66 Unrealized 0.0%

CAR AVIS BUDGET GROUP 0.0%

Value $374K Shares 12,996 Est. Cost $28.57 Unrealized 0.0%

— COLONY FINL INC 0.0%

Value $372K Shares 18,700 Est. Cost $19.89 Unrealized —

— JOY GLOBAL INC 0.0%

Value $370K Shares 7,620 Est. Cost $48.56 Unrealized —

— AMSURG CORP 0.0%

Value $369K Shares 10,500 Est. Cost $35.14 Unrealized —

— GULFMARK OFFSHORE INC 0.0%

Value $365K Shares 8,100 Est. Cost $45.06 Unrealized —

CACI CACI INTL INC 0.0%

Value $365K Shares 5,744 Est. Cost $60.37 Unrealized 0.0%

CF CF INDS HLDGS INC 0.0%

Value $362K Shares 2,109 Est. Cost $26.73 Unrealized 0.0%

— CIMAREX ENERGY CO 0.0%

Value $357K Shares 5,500 Est. Cost $64.91 Unrealized —

— BOISE INC 0.0%

Value $336K Shares 39,321 Est. Cost $8.55 Unrealized —

CPRT COPART INC 0.0%

Value $336K Shares 10,900 Est. Cost $4.25 Unrealized 0.0%

BAH BOOZ ALLEN HAMILTON HLDG COR 0.0%

Value $334K Shares 19,216 Est. Cost $10.71 Unrealized 0.0%

OIS OIL STS INTL INC 0.0%

Value $334K Shares 3,600 Est. Cost $51.03 Unrealized 0.0%

CHH CHOICE HOTELS INTL INC 0.0%

Value $333K Shares 8,400 Est. Cost $35.84 Unrealized 0.0%

— ROVI CORP 0.0%

Value $331K Shares 14,472 Est. Cost $22.87 Unrealized —

— WALTER INVT MGMT CORP 0.0%

Value $331K Shares 9,800 Est. Cost $33.78 Unrealized —

BKE BUCKLE INC 0.0%

Value $323K Shares 6,200 Est. Cost $15.19 Unrealized 0.0%

BR BROADRIDGE FINL SOLUTIONS IN 0.0%

Value $323K Shares 12,167 Est. Cost $20.36 Unrealized 0.0%

UGP ULTRAPAR PARTICIPACOES S A 0.0%

Value $320K Shares 13,380 Est. Cost $23.92 Unrealized —

CRI CARTER INC 0.0%

Value $318K Shares 4,297 Est. Cost $50.18 Unrealized 0.0%

UPBD RENT A CTR INC NEW 0.0%

Value $311K Shares 8,273 Est. Cost $36.22 Unrealized 0.0%

EFX EQUIFAX INC 0.0%

Value $311K Shares 5,285 Est. Cost $53.06 Unrealized 0.0%

BCE BCE INC 0.0%

Value $311K Shares 7,600 Est. Cost $22.29 Unrealized 0.0%

— BASIC ENERGY SVCS INC NEW 0.0%

Value $306K Shares 25,300 Est. Cost $12.09 Unrealized —

— GENERAL ELECTRIC CO 0.0%

Value $306K Shares 13,200 Est. Cost $23.18 Unrealized —

— PRICELINE COM INC 0.0%

Value $302K Shares 365 Est. Cost $827.40 Unrealized —

PNNT PENNANTPARK INVT CORP 0.0%

Value $301K Shares 27,200 Est. Cost $2.41 Unrealized 0.0%

— AMERICAN CAP MTG INVT CORP 0.0%

Value $301K Shares 16,762 Est. Cost $17.96 Unrealized —

— LACLEDE GROUP INC 0.0%

Value $301K Shares 6,600 Est. Cost $45.61 Unrealized —

— BLACKROCK KELSO CAPITAL CORP 0.0%

Value $300K Shares 32,000 Est. Cost $9.38 Unrealized —

— CASH AMER INTL INC 0.0%

Value $297K Shares 6,532 Est. Cost $45.47 Unrealized —

— WEIGHT WATCHERS INTL INC NEW 0.0%

Value $294K Shares 6,400 Est. Cost $45.94 Unrealized —

TKC TURKCELL ILETISIM HIZMETLERI 0.0%

Value $293K Shares 20,406 Est. Cost $14.36 Unrealized —

AMZN AMAZON COM INC 0.0%

Value $283K Shares 1,019 Est. Cost $13.32 Unrealized 0.0%

— DEAN FOODS CO NEW 0.0%

Value $280K Shares 27,977 Est. Cost $10.01 Unrealized —

LUV SOUTHWEST AIRLS CO 0.0%

Value $271K Shares 21,000 Est. Cost $11.86 Unrealized 0.0%

— SOLERA HOLDINGS INC 0.0%

Value $264K Shares 4,739 Est. Cost $55.71 Unrealized —

— ENSCO PLC 0.0%

Value $262K Shares 4,500 Est. Cost $58.22 Unrealized —

WWW WOLVERINE WORLD WIDE INC 0.0%

Value $257K Shares 4,700 Est. Cost $20.15 Unrealized 0.0%

GBDC GOLUB CAP BDC INC 0.0%

Value $254K Shares 14,500 Est. Cost $5.68 Unrealized 0.0%

— WHITING PETE CORP NEW 0.0%

Value $253K Shares 5,500 Est. Cost $46.00 Unrealized —

RES RPC INC 0.0%

Value $252K Shares 18,219 Est. Cost $11.27 Unrealized 0.0%

— PIONEER ENERGY SVCS CORP 0.0%

Value $250K Shares 37,800 Est. Cost $6.61 Unrealized —

— WESTAR ENERGY INC 0.0%

Value $249K Shares 7,800 Est. Cost $31.92 Unrealized —

— RESOLUTE FST PRODS INC 0.0%

Value $245K Shares 18,604 Est. Cost $13.17 Unrealized —

HII HUNTINGTON INGALLS INDS INC 0.0%

Value $241K Shares 4,267 Est. Cost $43.35 Unrealized 0.0%

— VIACOM INC NEW 0.0%

Value $241K Shares 3,540 Est. Cost $68.08 Unrealized —

— URS CORP NEW 0.0%

Value $235K Shares 4,978 Est. Cost $47.21 Unrealized —

MSM MSC INDL DIRECT INC 0.0%

Value $232K Shares 3,000 Est. Cost $80.58 Unrealized 0.0%

— AG MTG INVT TR INC 0.0%

Value $231K Shares 12,300 Est. Cost $18.78 Unrealized —

— INFORMATICA CORP 0.0%

Value $224K Shares 6,400 Est. Cost $35.00 Unrealized —

— BARNES & NOBLE INC 0.0%

Value $224K Shares 14,004 Est. Cost $16.00 Unrealized —

QUAD QUAD / GRAPHICS INC 0.0%

Value $223K Shares 9,259 Est. Cost $22.74 Unrealized 0.0%

AKO/B EMBOTELLADORA ANDINA S A 0.0%

Value $220K Shares 6,410 Est. Cost $34.32 Unrealized —

AGO ASSURED GUARANTY LTD 0.0%

Value $218K Shares 9,900 Est. Cost $17.51 Unrealized 0.0%

O REALTY INCOME CORP 0.0%

Value $214K Shares 5,100 Est. Cost $25.40 Unrealized 0.0%

WLK WESTLAKE CHEM CORP 0.0%

Value $212K Shares 2,200 Est. Cost $37.72 Unrealized 0.0%

WTI W & T OFFSHORE INC 0.0%

Value $210K Shares 14,700 Est. Cost $13.64 Unrealized 0.0%

MMS MAXIMUS INC 0.0%

Value $210K Shares 2,826 Est. Cost $38.24 Unrealized 0.0%

— SOLARWINDS INC 0.0%

Value $202K Shares 5,200 Est. Cost $38.85 Unrealized —

— FIRST NIAGARA FINL GP INC 0.0%

Value $201K Shares 19,966 Est. Cost $10.07 Unrealized —

— DENBURY RES INC 0.0%

Value $192K Shares 11,100 Est. Cost $17.30 Unrealized —

PSEC PROSPECT CAPITAL CORPORATION 0.0%

Value $190K Shares 17,600 Est. Cost $2.26 Unrealized 0.0%

— FOREST OIL CORP 0.0%

Value $175K Shares 42,800 Est. Cost $4.09 Unrealized —

— UNITED ONLINE INC 0.0%

Value $173K Shares 22,800 Est. Cost $7.59 Unrealized —

— AU OPTRONICS CORP 0.0%

Value $148K Shares 42,841 Est. Cost $3.45 Unrealized —

— BANK OF AMERICA CORPORATION 0.0%

Value $146K Shares 190,000 Est. Cost $0.77 Unrealized —

— DESARROLLADORA HOMEX S A DE 0.0%

Value $109K Shares 29,200 Est. Cost $3.73 Unrealized —

— IDENIX PHARMACEUTICALS INC 0.0%

Value $107K Shares 29,600 Est. Cost $3.61 Unrealized —

— JUST ENERGY GROUP INC 0.0%

Value $104K Shares 17,500 Est. Cost $5.94 Unrealized —

— TRANSGLOBE ENERGY CORP 0.0%

Value $83,000 Shares 13,400 Est. Cost $6.19 Unrealized —

— RADIOSHACK CORP 0.0%

Value $75,000 Shares 23,800 Est. Cost $3.15 Unrealized —

— PENN VA CORP 0.0%

Value $60,000 Shares 12,800 Est. Cost $4.69 Unrealized —

— JAMES RIVER COAL CO 0.0%

Value $56,000 Shares 30,600 Est. Cost $1.83 Unrealized —

— CENTRAIS ELETRICAS BRASILEIR 0.0%

Value $51,000 Shares 12,900 Est. Cost $3.95 Unrealized —

— MECHEL OAO 0.0%

Value $51,000 Shares 17,620 Est. Cost $2.89 Unrealized —

— QUICKSILVER RESOURCES INC 0.0%

Value $43,000 Shares 25,400 Est. Cost $1.69 Unrealized —

CDVIQ CAL DIVE INTL INC DEL 0.0%

Value $34,000 Shares 18,100 Est. Cost $1.86 Unrealized 0.0%

— CORINTHIAN COLLEGES INC 0.0%

Value $33,000 Shares 14,900 Est. Cost $2.21 Unrealized —

— GENCO SHIPPING & TRADING LTD 0.0%

Value $31,000 Shares 19,100 Est. Cost $1.62 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
JNJ	JOHNSON & JOHNSON	23,171,691	$1.99B	5.2%	$59.66	0.0%	COM	478160104
MSFT	MICROSOFT CORP	56,462,122	$1.95B	5.1%	$26.70	0.0%	COM	594918104
—	GOOGLE INC	2,181,753	$1.921B	5.0%	$880.37	—	CL A	38259P508
KO	COCA COLA CO	42,088,314	$1.688B	4.4%	$27.85	0.0%	COM	191216100
PFE	PFIZER INC	58,022,697	$1.625B	4.2%	$16.46	0.0%	COM	717081103
ORCL	ORACLE CORP	49,839,220	$1.531B	4.0%	$27.58	0.0%	COM	68389X105
PG	PROCTER & GAMBLE CO	18,854,995	$1.452B	3.8%	$55.00	0.0%	COM	742718109
CVX	CHEVRON CORP NEW	12,036,143	$1.424B	3.7%	$71.30	0.0%	COM	166764100
PM	PHILIP MORRIS INTL INC	15,857,175	$1.374B	3.6%	$49.85	0.0%	COM	718172109
IBM	INTERNATIONAL BUSINESS MACHS	6,961,422	$1.33B	3.5%	$118.94	0.0%	COM	459200101
CSCO	CISCO SYS INC	49,830,519	$1.211B	3.2%	$15.24	0.0%	COM	17275R102
PEP	PEPSICO INC	14,729,864	$1.205B	3.1%	$56.00	0.0%	COM	713448108
WMT	WAL-MART STORES INC	15,642,603	$1.165B	3.0%	$19.98	0.0%	COM	931142103
—	EXPRESS SCRIPTS HLDG CO	15,919,907	$982M	2.6%	$61.69	—	COM	30219G108
MCD	MCDONALDS CORP	7,773,519	$770M	2.0%	$71.80	0.0%	COM	580135101
—	HEWLETT PACKARD CO	30,121,915	$747M	1.9%	$24.80	—	COM	428236103
CL	COLGATE PALMOLIVE CO	12,683,876	$727M	1.9%	$44.38	0.0%	COM	194162103
ABT	ABBOTT LABS	17,586,829	$613M	1.6%	$28.85	0.0%	COM	002824100
MRK	MERCK & CO INC NEW	12,948,128	$601M	1.6%	$30.02	0.0%	COM	58933Y105
TGT	TARGET CORP	7,901,485	$544M	1.4%	$47.95	0.0%	COM	87612E106
XOM	EXXON MOBIL CORP	5,647,996	$510M	1.3%	$53.69	0.0%	COM	30231G102
MMM	3M CO	4,650,451	$509M	1.3%	$61.26	0.0%	COM	88579Y101
AAPL	APPLE INC	1,257,717	$498M	1.3%	$13.16	0.0%	COM	037833100
—	MEDTRONIC INC	9,643,318	$496M	1.3%	$51.47	—	COM	585055106
UNH	UNITEDHEALTH GROUP INC	5,625,408	$368M	1.0%	$50.75	0.0%	COM	91324P102
QCOM	QUALCOMM INC	5,749,913	$351M	0.9%	$45.06	0.0%	COM	747525103
BMY	BRISTOL MYERS SQUIBB CO	7,577,933	$339M	0.9%	$28.67	0.0%	COM	110122108
—	LORILLARD INC	7,114,583	$311M	0.8%	$43.68	—	COM	544147101
LLY	LILLY ELI & CO	6,254,352	$307M	0.8%	$42.21	0.0%	COM	532457108
NKE	NIKE INC	4,486,133	$286M	0.7%	$26.53	0.0%	CL B	654106103
MA	MASTERCARD INC	491,649	$282M	0.7%	$51.54	0.0%	CL A	57636Q104
EEM	ISHARES TR	7,006,358	$270M	0.7%	$38.57	—	MSCI EMERG MKT	464287234
V	VISA INC	1,390,245	$254M	0.7%	$40.02	0.0%	COM CL A	92826C839
ZBH	ZIMMER HLDGS INC	3,295,090	$247M	0.6%	$67.30	0.0%	COM	98956P102
AMGN	AMGEN INC	2,066,387	$204M	0.5%	$73.34	0.0%	COM	031162100
—	AMERICA MOVIL SAB DE CV	8,768,560	$191M	0.5%	$21.75	—	SPON ADR L SHS	02364W105
—	LABORATORY CORP AMER HLDGS	1,875,004	$188M	0.5%	$100.10	—	COM NEW	50540R409
VALE	VALE S A	13,745,351	$181M	0.5%	$13.15	—	ADR	91912E105
—	VALE S A	14,590,623	$177M	0.5%	$12.16	—	ADR REPSTG PFD	91912E204
SYY	SYSCO CORP	5,161,766	$176M	0.5%	$24.40	0.0%	COM	871829107
CPA	COPA HOLDINGS SA	1,180,442	$155M	0.4%	$87.82	0.0%	CL A	P31076105
JPM	JPMORGAN CHASE & CO	2,897,396	$153M	0.4%	$36.24	0.0%	COM	46625H100
KMB	KIMBERLY CLARK CORP	1,570,258	$153M	0.4%	$63.06	0.0%	COM	494368103
BAX	BAXTER INTL INC	2,132,223	$148M	0.4%	$30.42	0.0%	COM	071813109
COST	COSTCO WHSL CORP NEW	1,325,158	$147M	0.4%	$86.56	0.0%	COM	22160K105
—	E M C CORP MASS	5,823,100	$138M	0.4%	$23.62	—	COM	268648102
C	CITIGROUP INC	2,750,358	$132M	0.3%	$35.76	0.0%	COM NEW	172967424
CVS	CVS CAREMARK CORPORATION	2,306,974	$132M	0.3%	$41.44	0.0%	COM	126650100
GILD	GILEAD SCIENCES INC	2,530,605	$130M	0.3%	$36.21	0.0%	COM	375558103
BDX	BECTON DICKINSON & CO	1,290,035	$127M	0.3%	$78.11	0.0%	COM	075887109
—	WALGREEN CO	2,840,086	$126M	0.3%	$44.20	—	COM	931422109
BAC	BANK OF AMERICA CORPORATION	9,000,162	$116M	0.3%	$10.03	0.0%	COM	060505104
GIS	GENERAL MLS INC	2,372,654	$115M	0.3%	$31.98	0.0%	COM	370334104
DGX	QUEST DIAGNOSTICS INC	1,848,142	$112M	0.3%	$46.22	0.0%	COM	74834L100
ITUB	ITAU UNIBANCO HLDG SA	8,253,621	$107M	0.3%	$12.92	—	SPON ADR REP PFD	465562106
SYK	STRYKER CORP	1,614,364	$104M	0.3%	$56.92	0.0%	COM	863667101
YUM	YUM BRANDS INC	1,491,592	$103M	0.3%	$38.97	0.0%	COM	988498101
INFY	INFOSYS LTD	2,291,770	$94.4M	0.2%	$41.19	—	SPONSORED ADR	456788108
TJX	TJX COS INC NEW	1,879,731	$94.1M	0.2%	$20.82	0.0%	COM	872540109
VWO	VANGUARD INTL EQUITY INDEX F	2,367,287	$91.8M	0.2%	$38.78	—	FTSE EMR MKT ETF	922042858
BVN	COMPANIA DE MINAS BUENAVENTU	5,877,252	$86.75M	0.2%	$14.76	—	SPONSORED ADR	204448104
—	RESEARCH IN MOTION LTD	7,374,018	$77.45M	0.2%	$10.50	—	COM	760975102
—	ALLERGAN INC	860,731	$72.51M	0.2%	$84.24	—	COM	018490102
CHD	CHURCH & DWIGHT INC	1,133,080	$69.92M	0.2%	$26.18	0.0%	COM	171340102
INTU	INTUIT	1,097,757	$67M	0.2%	$54.39	0.0%	COM	461202103
AIG	AMERICAN INTL GROUP INC	1,418,544	$63.41M	0.2%	$32.51	0.0%	COM NEW	026874784
—	SK TELECOM LTD	3,053,838	$62.09M	0.2%	$20.33	—	SPONSORED ADR	78440P108
HD	HOME DEPOT INC	744,693	$57.69M	0.2%	$56.05	0.0%	COM	437076102
—	CHINA MOBILE LIMITED	1,112,052	$57.57M	0.1%	$51.77	—	SPONSORED ADR	16941M109
TLK	P T TELEKOMUNIKASI INDONESIA	1,345,400	$57.5M	0.1%	$42.74	—	SPONSORED ADR	715684106
—	BED BATH & BEYOND INC	804,611	$57.05M	0.1%	$70.90	—	COM	075896100
WFC	WELLS FARGO & CO NEW	1,382,082	$57.04M	0.1%	$27.36	0.0%	COM	949746101
—	NEW ORIENTAL ED & TECH GRP I	2,447,341	$54.21M	0.1%	$22.15	—	SPON ADR	647581107
BRK/B	BERKSHIRE HATHAWAY INC DEL	472,600	$52.89M	0.1%	$110.02	0.0%	CL B NEW	084670702
GM	GENERAL MTRS CO	1,542,845	$51.39M	0.1%	$23.62	0.0%	COM	37045V100
BSBR	BANCO SANTANDER BRASIL S A	8,260,595	$51.38M	0.1%	$6.22	—	ADS REP 1 UNIT	05967A107
ACN	ACCENTURE PLC IRELAND	713,498	$51.34M	0.1%	$63.81	0.0%	SHS CLASS A	G1151C101
GS	GOLDMAN SACHS GROUP INC	331,021	$50.07M	0.1%	$120.06	0.0%	COM	38141G104
—	MOBILE TELESYSTEMS OJSC	2,526,392	$47.85M	0.1%	$18.94	—	SPONSORED ADR	607409109
SCCO	SOUTHERN COPPER CORP	1,696,400	$46.85M	0.1%	$20.45	0.0%	COM	84265V105
—	GRUPO FINANCIERO SANTANDER M	3,237,574	$46.01M	0.1%	$14.21	—	SPON ADR SHS B	40053C105
MET	METLIFE INC	952,521	$43.59M	0.1%	$24.43	0.0%	COM	59156R108
KT	KT CORP	2,463,826	$38.24M	0.1%	$15.52	—	SPONSORED ADR	48268K101
ADP	AUTOMATIC DATA PROCESSING IN	539,348	$37.14M	0.1%	$45.09	0.0%	COM	053015103
MGA	MAGNA INTL INC	512,512	$36.37M	0.1%	$22.60	0.0%	COM	559222401
—	SPRINT NEXTEL CORP	5,127,055	$35.99M	0.1%	$7.02	—	COM SER 1	852061100
MCK	MCKESSON CORP	313,461	$35.89M	0.1%	$101.46	0.0%	COM	58155Q103
T	AT&T INC	983,365	$34.81M	0.1%	$11.40	0.0%	COM	00206R102
AFL	AFLAC INC	594,029	$34.52M	0.1%	$20.11	0.0%	COM	001055102
—	BERRY PETE CO	809,697	$34.27M	0.1%	$42.32	—	CL A	085789105
—	WELLPOINT INC	418,193	$34.23M	0.1%	$81.84	—	COM	94973V107
SBUX	STARBUCKS CORP	521,463	$34.15M	0.1%	$24.37	0.0%	COM	855244109
PSX	PHILLIPS 66	554,601	$32.67M	0.1%	$40.44	0.0%	COM	718546104
—	APACHE CORP	387,818	$32.51M	0.1%	$83.83	—	COM	037411105
—	LIFE TECHNOLOGIES CORP	435,000	$32.19M	0.1%	$74.01	—	COM	53217V109
GD	GENERAL DYNAMICS CORP	410,231	$32.13M	0.1%	$56.44	0.0%	COM	369550108
—	CANADIAN PAC RY LTD	257,553	$31.14M	0.1%	$120.89	—	COM	13645T100
BIIB	BIOGEN IDEC INC	144,501	$31.1M	0.1%	$213.68	0.0%	COM	09062X103
HIG	HARTFORD FINL SVCS GROUP INC	976,220	$30.18M	0.1%	$22.20	0.0%	COM	416515104
COR	AMERISOURCEBERGEN CORP	535,510	$29.9M	0.1%	$38.92	0.0%	COM	03073E105
—	COVIDIEN PLC	474,273	$29.8M	0.1%	$62.84	—	SHS	G2554F113
—	LENDER PROCESSING SVCS INC	916,983	$29.66M	0.1%	$32.35	—	COM	52602E102
PRU	PRUDENTIAL FINL INC	388,961	$28.41M	0.1%	$38.68	0.0%	COM	744320102
—	SMITHFIELD FOODS INC	865,341	$28.34M	0.1%	$32.75	—	COM	832248108
CNI	CANADIAN NATL RY CO	290,074	$28.16M	0.1%	$39.40	0.0%	COM	136375102
CAH	CARDINAL HEALTH INC	595,521	$28.11M	0.1%	$32.61	0.0%	COM	14149Y108
—	DELL INC	2,098,449	$28.01M	0.1%	$13.35	—	COM	24702R101
—	BMC SOFTWARE INC	614,016	$27.72M	0.1%	$45.14	—	COM	055921100
—	AETNA INC NEW	426,705	$27.11M	0.1%	$63.54	—	COM	00817Y108
MS	MORGAN STANLEY	1,102,285	$26.93M	0.1%	$17.33	0.0%	COM NEW	617446448
NBIS	YANDEX N V	968,500	$26.78M	0.1%	$27.65	—	SHS CLASS A	N97284108
INTC	INTEL CORP	1,097,891	$26.59M	0.1%	$17.18	0.0%	COM	458140100
LYB	LYONDELLBASELL INDUSTRIES N	394,582	$26.14M	0.1%	$33.34	0.0%	SHS - A -	N53745100
YPF	YPF SOCIEDAD ANONIMA	1,768,794	$26.11M	0.1%	$14.76	—	SPON ADR CL D	984245100
BMO	BANK MONTREAL QUE	449,700	$26M	0.1%	$36.25	0.0%	COM	063671101
TD	TORONTO DOMINION BK ONT	324,232	$25.96M	0.1%	$40.27	0.0%	COM NEW	891160509
—	CTC MEDIA INC	2,328,156	$25.89M	0.1%	$11.12	—	COM	12642X106
—	COACH INC	421,614	$24.07M	0.1%	$57.09	—	COM	189754104
DHR	DANAHER CORP DEL	372,202	$23.56M	0.1%	$25.01	0.0%	COM	235851102
—	WMS INDS INC	898,561	$22.92M	0.1%	$25.51	—	COM	929297109
GIL	GILDAN ACTIVEWEAR INC	566,568	$22.91M	0.1%	$16.97	0.0%	COM	375916103
—	HUDSON CITY BANCORP	2,458,780	$22.52M	0.1%	$9.16	—	COM	443683107
TRV	TRAVELERS COMPANIES INC	277,371	$22.17M	0.1%	$63.44	0.0%	COM	89417E109
—	REYNOLDS AMERICAN INC	454,121	$21.97M	0.1%	$48.37	—	COM	761713106
SU	SUNCOR ENERGY INC NEW	740,440	$21.76M	0.1%	$19.64	0.0%	COM	867224107
GWW	GRAINGER W W INC	85,784	$21.63M	0.1%	$201.89	0.0%	COM	384802104
VLO	VALERO ENERGY CORP NEW	620,649	$21.58M	0.1%	$24.01	0.0%	COM	91913Y100
—	GRAN TIERRA ENERGY INC	3,487,500	$21.22M	0.1%	$6.09	—	COM	38500T101
MPC	MARATHON PETE CORP	298,067	$21.18M	0.1%	$27.55	0.0%	COM	56585A102
—	MARATHON OIL CORP	610,337	$21.11M	0.1%	$34.58	—	COM	565849106
TSM	TAIWAN SEMICONDUCTOR MFG LTD	1,148,210	$21.04M	0.1%	$18.32	—	SPONSORED ADR	874039100
ISRG	INTUITIVE SURGICAL INC	41,135	$20.84M	0.1%	$55.09	0.0%	COM NEW	46120E602
ALL	ALLSTATE CORP	431,428	$20.76M	0.1%	$37.12	0.0%	COM	020002101
STT	STATE STR CORP	314,200	$20.49M	0.1%	$44.60	0.0%	COM	857477103
—	POWERSHARES ETF TRUST II	824,100	$20.4M	0.1%	$24.75	—	SENIOR LN PORT	73936Q769
PAYX	PAYCHEX INC	557,830	$20.37M	0.1%	$25.02	0.0%	COM	704326107
EBAY	EBAY INC	385,536	$19.94M	0.1%	$20.18	0.0%	COM	278642103
—	ARBITRON INC	424,517	$19.72M	0.1%	$46.45	—	COM	03875Q108
GGB	GERDAU S A	3,426,535	$19.57M	0.1%	$5.71	—	SPON ADR REP PFD	373737105
VFC	V F CORP	100,936	$19.49M	0.1%	$42.45	0.0%	COM	918204108
—	CNH GLOBAL N V	465,365	$19.39M	0.1%	$41.66	—	SHS NEW	N20935206
—	DISCOVER FINL SVCS	398,468	$18.98M	0.0%	$47.64	—	COM	254709108
—	BLACKROCK INC	73,700	$18.93M	0.0%	$256.85	—	COM	09247X101
ECL	ECOLAB INC	221,781	$18.89M	0.0%	$73.48	0.0%	COM	278865100
ROST	ROSS STORES INC	288,557	$18.7M	0.0%	$28.26	0.0%	COM	778296103
AXP	AMERICAN EXPRESS CO	249,400	$18.64M	0.0%	$59.62	0.0%	COM	025816109
FCX	FREEPORT-MCMORAN COPPER & GO	653,750	$18.05M	0.0%	$24.45	0.0%	COM	35671D857
USB	US BANCORP DEL	488,300	$17.65M	0.0%	$22.41	0.0%	COM NEW	902973304
—	MEAD JOHNSON NUTRITION CO	219,963	$17.43M	0.0%	$79.23	—	COM	582839106
GPC	GENUINE PARTS CO	223,215	$17.43M	0.0%	$54.12	0.0%	COM	372460105
—	COMPANHIA DE BEBIDAS DAS AME	463,900	$17.33M	0.0%	$37.35	—	SPON ADR PFD	20441W203
CHRW	C H ROBINSON WORLDWIDE INC	305,537	$17.2M	0.0%	$42.72	0.0%	COM NEW	12541W209
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	273,432	$17.12M	0.0%	$29.46	0.0%	CL A	192446102
TV	GRUPO TELEVISA SA	676,000	$16.79M	0.0%	$24.84	—	SPON ADR REP ORD	40049J206
CMI	CUMMINS INC	154,100	$16.71M	0.0%	$81.53	0.0%	COM	231021106
—	TRANSCANADA CORP	381,310	$16.37M	0.0%	$42.92	—	COM	89353D107
—	COMCAST CORP NEW	405,930	$16.1M	0.0%	$39.67	—	CL A SPL	20030N200
—	GARDNER DENVER INC	205,246	$15.43M	0.0%	$75.18	—	COM	365558105
—	MONSTER BEVERAGE CORP	252,285	$15.33M	0.0%	$60.77	—	COM	611740101
LNC	LINCOLN NATL CORP IND	419,493	$15.3M	0.0%	$22.50	0.0%	COM	534187109
—	CHINA UNICOM (HONG KONG) LTD	1,162,900	$15.28M	0.0%	$13.14	—	SPONSORED ADR	16945R104
COP	CONOCOPHILLIPS	249,252	$15.08M	0.0%	$39.96	0.0%	COM	20825C104
SLF	SUN LIFE FINL INC	507,203	$14.98M	0.0%	$28.45	0.0%	COM	866796105
VZ	VERIZON COMMUNICATIONS INC	295,142	$14.86M	0.0%	$27.04	0.0%	COM	92343V104
—	BARD C R INC	131,745	$14.32M	0.0%	$108.68	—	COM	067383109
—	TUPPERWARE BRANDS CORP	182,719	$14.2M	0.0%	$77.69	—	COM	899896104
AMT	AMERICAN TOWER CORP NEW	191,300	$14M	0.0%	$59.51	0.0%	COM	03027X100
RY	ROYAL BK CDA MONTREAL QUE	239,958	$13.94M	0.0%	$59.71	0.0%	COM	780087102
—	PHILIPPINE LONG DISTANCE TEL	204,794	$13.9M	0.0%	$67.86	—	SPONSORED ADR	718252604
SPG	SIMON PPTY GROUP INC NEW	87,819	$13.87M	0.0%	$88.80	0.0%	COM	828806109
—	ALAMOS GOLD INC	1,138,110	$13.74M	0.0%	$12.08	—	COM	011527108
—	TIME WARNER INC	236,726	$13.69M	0.0%	$57.82	—	COM NEW	887317303
—	RAYTHEON CO	202,694	$13.4M	0.0%	$66.12	—	COM NEW	755111507
DLTR	DOLLAR TREE INC	263,489	$13.4M	0.0%	$48.73	0.0%	COM	256746108
WDC	WESTERN DIGITAL CORP	215,412	$13.38M	0.0%	$35.69	0.0%	COM	958102105
—	L-3 COMMUNICATIONS HLDGS INC	154,089	$13.21M	0.0%	$85.74	—	COM	502424104
COF	CAPITAL ONE FINL CORP	207,900	$13.06M	0.0%	$47.00	0.0%	COM	14040H105
—	UNILEVER PLC	319,083	$12.91M	0.0%	$40.45	—	SPON ADR NEW	904767704
—	CBS CORP NEW	263,921	$12.9M	0.0%	$48.87	—	CL B	124857202
DAL	DELTA AIR LINES INC DEL	673,619	$12.6M	0.0%	$14.99	0.0%	COM NEW	247361702
LOW	LOWES COS INC	304,193	$12.44M	0.0%	$32.16	0.0%	COM	548661107
BEN	FRANKLIN RES INC	90,270	$12.28M	0.0%	$30.23	0.0%	COM	354613101
AIZ	ASSURANT INC	240,301	$12.23M	0.0%	$37.94	0.0%	COM	04621X108
RF	REGIONS FINL CORP NEW	1,282,500	$12.22M	0.0%	$5.80	0.0%	COM	7591EP100
EL	LAUDER ESTEE COS INC	185,021	$12.17M	0.0%	$58.22	0.0%	CL A	518439104
—	UNITED TECHNOLOGIES CORP	130,020	$12.08M	0.0%	$92.94	—	COM	913017109
FAST	FASTENAL CO	262,900	$12.05M	0.0%	$8.84	0.0%	COM	311900104
—	CELGENE CORP	102,489	$11.98M	0.0%	$116.91	—	COM	151020104
—	SUNTRUST BKS INC	378,449	$11.95M	0.0%	$31.57	—	COM	867914103
—	STAPLES INC	741,893	$11.77M	0.0%	$15.86	—	COM	855030102
GNW	GENWORTH FINL INC	1,030,450	$11.76M	0.0%	$10.41	0.0%	COM CL A	37247D106
—	DELPHI AUTOMOTIVE PLC	227,345	$11.52M	0.0%	$50.69	—	SHS	G27823106
HUM	HUMANA INC	134,539	$11.35M	0.0%	$71.14	0.0%	COM	444859102
—	MONSANTO CO NEW	114,176	$11.28M	0.0%	$98.80	—	COM	61166W101
—	NYSE EURONEXT	269,500	$11.16M	0.0%	$41.40	—	COM	629491101
HSY	HERSHEY CO	119,926	$10.71M	0.0%	$65.69	0.0%	COM	427866108
CHKP	CHECK POINT SOFTWARE TECH LT	213,600	$10.61M	0.0%	$48.11	0.0%	ORD	M22465104
WY	WEYERHAEUSER CO	371,000	$10.57M	0.0%	$18.73	0.0%	COM	962166104
—	SIGMA ALDRICH CORP	129,855	$10.44M	0.0%	$80.36	—	COM	826552101
—	ST JUDE MED INC	223,863	$10.21M	0.0%	$45.63	—	COM	790849103
PNC	PNC FINL SVCS GROUP INC	138,298	$10.09M	0.0%	$47.34	0.0%	COM	693475105
—	KELLOGG CO	156,775	$10.07M	0.0%	$38.95	0.0%	COM	487836108
BK	BANK NEW YORK MELLON CORP	358,426	$10.05M	0.0%	$21.22	0.0%	COM	064058100
MO	ALTRIA GROUP INC	284,720	$9.962M	0.0%	$16.28	0.0%	COM	02209S103
—	VARIAN MED SYS INC	146,929	$9.91M	0.0%	$67.45	—	COM	92220P105
—	CIGNA CORPORATION	135,936	$9.854M	0.0%	$72.49	—	COM	125509109
SHW	SHERWIN WILLIAMS CO	55,350	$9.775M	0.0%	$53.48	0.0%	COM	824348106
—	TIME WARNER CABLE INC	84,900	$9.55M	0.0%	$112.49	—	COM	88732J207
—	AMERICAN CAPITAL AGENCY CORP	414,947	$9.54M	0.0%	$22.99	—	COM	02503X105
MCO	MOODYS CORP	155,800	$9.493M	0.0%	$53.10	0.0%	COM	615369105
UNM	UNUM GROUP	322,941	$9.485M	0.0%	$27.85	0.0%	COM	91529Y106
—	ACE LTD	104,400	$9.342M	0.0%	$89.48	—	SHS	H0023R105
BBD	BANCO BRADESCO S A	711,042	$9.251M	0.0%	$13.01	—	SP ADR PFD NEW	059460303
GME	GAMESTOP CORP NEW	218,190	$9.171M	0.0%	$6.27	0.0%	CL A	36467W109
BAP	CREDICORP LTD	70,200	$8.983M	0.0%	$104.41	0.0%	COM	G2519Y108
BBY	BEST BUY INC	327,910	$8.962M	0.0%	$16.63	0.0%	COM	086516101
—	CERNER CORP	93,067	$8.943M	0.0%	$96.09	—	COM	156782104
HRL	HORMEL FOODS CORP	231,770	$8.942M	0.0%	$15.25	0.0%	COM	440452100
AZO	AUTOZONE INC	20,651	$8.75M	0.0%	$407.86	0.0%	COM	053332102
MX	MAGNACHIP SEMICONDUCTOR CORP	477,400	$8.722M	0.0%	$16.80	0.0%	COM	55933J203
ENB	ENBRIDGE INC	207,300	$8.687M	0.0%	$23.28	0.0%	COM	29250N105
IBN	ICICI BK LTD	225,940	$8.642M	0.0%	$38.25	—	ADR	45104G104
SLM	SLM CORP	375,827	$8.591M	0.0%	$7.81	0.0%	COM	78442P106
—	ROCKWELL COLLINS INC	134,295	$8.516M	0.0%	$63.41	—	COM	774341101
PKX	POSCO	127,767	$8.315M	0.0%	$65.08	—	SPONSORED ADR	693483109
CLX	CLOROX CO DEL	99,873	$8.303M	0.0%	$60.00	0.0%	COM	189054109
—	CITRIX SYS INC	134,529	$8.116M	0.0%	$60.33	—	COM	177376100
—	YAHOO INC	311,664	$7.826M	0.0%	$25.11	—	COM	984332106
—	NEWS CORP	240,200	$7.826M	0.0%	$32.58	—	CL A	65248E104
PPG	PPG INDS INC	53,200	$7.789M	0.0%	$59.61	0.0%	COM	693506107
GAP	GAP INC DEL	183,425	$7.654M	0.0%	$26.00	0.0%	COM	364760108
—	VALEANT PHARMACEUTICALS INTL	88,929	$7.644M	0.0%	$85.96	—	COM	91911K102
BF/B	BROWN FORMAN CORP	111,817	$7.553M	0.0%	$22.68	0.0%	CL B	115637209
CTRA	CABOT OIL & GAS CORP	106,100	$7.535M	0.0%	$24.86	0.0%	COM	127097103
—	CNOOC LTD	44,369	$7.431M	0.0%	$167.48	—	SPONSORED ADR	126132109
EOG	EOG RES INC	56,200	$7.4M	0.0%	$46.52	0.0%	COM	26875P101
WIT	WIPRO LTD	1,015,178	$7.39M	0.0%	$7.28	—	SPON ADR 1 SH	97651M109
MKC	MCCORMICK & CO INC	104,561	$7.357M	0.0%	$28.19	0.0%	COM NON VTG	579780206
—	GANNETT INC	300,246	$7.344M	0.0%	$24.46	—	COM	364730101
FMX	FOMENTO ECONOMICO MEXICANO S	70,982	$7.325M	0.0%	$103.20	—	SPON ADR UNITS	344419106
MTB	M & T BK CORP	65,500	$7.32M	0.0%	$72.91	0.0%	COM	55261F104
—	GOL LINHAS AEREAS INTLG S A	2,179,500	$7.301M	0.0%	$3.35	—	SP ADR REP PFD	38045R107
—	ANGLOGOLD ASHANTI LTD	504,738	$7.218M	0.0%	$14.30	—	SPONSORED ADR	035128206
—	STERICYCLE INC	65,300	$7.211M	0.0%	$110.43	—	COM	858912108
—	ISHARES INC	538,662	$7.164M	0.0%	$13.30	—	MSCI TAIWAN	464286731
—	COLONIAL PPTYS TR	295,800	$7.135M	0.0%	$24.12	—	COM SH BEN INT	195872106
—	STERLITE INDS INDIA LTD	1,219,920	$7.124M	0.0%	$5.84	—	ADS	859737207
CNQ	CANADIAN NAT RES LTD	251,700	$7.074M	0.0%	$8.76	0.0%	COM	136385101
PBI	PITNEY BOWES INC	469,352	$6.89M	0.0%	$14.77	0.0%	COM	724479100
—	SEARS HLDGS CORP	163,644	$6.886M	0.0%	$42.08	—	COM	812350106
REGN	REGENERON PHARMACEUTICALS	30,600	$6.881M	0.0%	$231.58	0.0%	COM	75886F107
—	CHUBB CORP	80,400	$6.806M	0.0%	$84.65	—	COM	171232101
—	HOLLYFRONTIER CORP	159,016	$6.803M	0.0%	$42.78	—	COM	436106108
MLM	MARTIN MARIETTA MATLS INC	67,597	$6.653M	0.0%	$93.00	0.0%	COM	573284106
WAT	WATERS CORP	66,300	$6.633M	0.0%	$95.76	0.0%	COM	941848103
KB	KB FINANCIAL GROUP INC	220,777	$6.542M	0.0%	$29.63	—	SPONSORED ADR	48241A105
HSIC	SCHEIN HENRY INC	68,100	$6.521M	0.0%	$36.66	0.0%	COM	806407102
TECK	TECK RESOURCES LTD	302,100	$6.435M	0.0%	$25.96	0.0%	CL B	878742204
—	ALEXION PHARMACEUTICALS INC	69,727	$6.432M	0.0%	$92.25	—	COM	015351109
PSA	PUBLIC STORAGE	41,642	$6.385M	0.0%	$97.16	0.0%	COM	74460D109
—	ITT CORP NEW	216,419	$6.365M	0.0%	$29.41	—	COM NEW	450911201
IP	INTL PAPER CO	143,600	$6.363M	0.0%	$25.91	0.0%	COM	460146103
UAL	UNITED CONTL HLDGS INC	199,100	$6.23M	0.0%	$31.81	0.0%	COM	910047109
—	BB&T CORP	181,800	$6.159M	0.0%	$33.88	—	COM	054937107
—	AON PLC	95,600	$6.152M	0.0%	$64.35	—	SHS CL A	G0408V102
ACGL	ARCH CAP GROUP LTD	118,532	$6.094M	0.0%	$16.55	0.0%	ORD	G0450A105
RCI	ROGERS COMMUNICATIONS INC	155,800	$6.085M	0.0%	$47.39	0.0%	CL B	775109200
—	TESORO CORP	115,784	$6.058M	0.0%	$52.32	—	COM	881609101
SCHW	SCHWAB CHARLES CORP NEW	285,000	$6.051M	0.0%	$15.92	0.0%	COM	808513105
CME	CME GROUP INC	79,510	$6.041M	0.0%	$39.16	0.0%	COM	12572Q105
—	FOOT LOCKER INC	170,700	$5.997M	0.0%	$35.13	—	COM	344849104
WU	WESTERN UN CO	350,400	$5.995M	0.0%	$17.11	—	COM	959802109
EXC	EXELON CORP	192,900	$5.957M	0.0%	$15.41	0.0%	COM	30161N101
—	HCP INC	130,985	$5.952M	0.0%	$45.44	—	COM	40414L109
ORLY	O REILLY AUTOMOTIVE INC NEW	52,409	$5.902M	0.0%	$7.19	0.0%	COM	67103H107
—	EPL OIL & GAS INC	198,290	$5.822M	0.0%	$29.36	—	COM	26883D108
VTR	VENTAS INC	83,767	$5.818M	0.0%	$49.18	0.0%	COM	92276F100
HCA	HCA HOLDINGS INC	161,266	$5.815M	0.0%	$35.96	0.0%	COM	40412C101
HDB	HDFC BANK LTD	159,400	$5.777M	0.0%	$36.24	—	ADR REPS 3 SHS	40415F101
—	NATIONAL OILWELL VARCO INC	83,800	$5.774M	0.0%	$68.90	—	COM	637071101
—	HERTZ GLOBAL HOLDINGS INC	231,100	$5.731M	0.0%	$24.80	—	COM	42805T105
MRSH	MARSH & MCLENNAN COS INC	142,400	$5.685M	0.0%	$31.19	0.0%	COM	571748102
—	ROCK-TENN CO	56,844	$5.678M	0.0%	$99.89	—	CL A	772739207
BTI	BRITISH AMERN TOB PLC	54,954	$5.657M	0.0%	$102.94	—	SPONSORED ADR	110448107
TXN	TEXAS INSTRS INC	161,900	$5.645M	0.0%	$25.31	0.0%	COM	882508104
MAS	MASCO CORP	285,700	$5.568M	0.0%	$14.92	0.0%	COM	574599106
KR	KROGER CO	158,985	$5.491M	0.0%	$13.44	0.0%	COM	501044101
LVS	LAS VEGAS SANDS CORP	103,400	$5.473M	0.0%	$38.99	0.0%	COM	517834107
NVDA	NVIDIA CORP	389,193	$5.46M	0.0%	$0.32	0.0%	COM	67066G104
WHR	WHIRLPOOL CORP	47,605	$5.444M	0.0%	$121.27	0.0%	COM	963320106
—	HEALTH CARE REIT INC	80,884	$5.422M	0.0%	$67.03	—	COM	42217K106
GFI	GOLD FIELDS LTD NEW	1,032,114	$5.419M	0.0%	$5.25	—	SPONSORED ADR	38059T106
DOX	AMDOCS LTD	145,304	$5.389M	0.0%	$28.59	0.0%	ORD	G02602103
—	GENERAL GROWTH PPTYS INC NEW	270,058	$5.366M	0.0%	$19.87	—	COM	370023103
—	AGRIUM INC	61,700	$5.333M	0.0%	$86.43	—	COM	008916108
PLD	PROLOGIS INC	140,960	$5.317M	0.0%	$27.85	0.0%	COM	74340W103
—	FOREST LABS INC	129,498	$5.309M	0.0%	$41.00	—	COM	345838106
MD	MEDNAX INC	57,700	$5.284M	0.0%	$44.76	0.0%	COM	58502B106
EQR	EQUITY RESIDENTIAL	90,926	$5.279M	0.0%	$31.42	0.0%	SH BEN INT	29476L107
SSL	SASOL LTD	121,221	$5.25M	0.0%	$43.31	—	SPONSORED ADR	803866300
ETR	ENTERGY CORP NEW	74,960	$5.223M	0.0%	$20.57	0.0%	COM	29364G103
—	TATA MTRS LTD	222,690	$5.22M	0.0%	$23.44	—	SPONSORED ADR	876568502
—	RTI INTL METALS INC	188,300	$5.218M	0.0%	$27.71	—	COM	74973W107
—	VODAFONE GROUP PLC NEW	181,200	$5.208M	0.0%	$28.74	—	SPONS ADR NEW	92857W209
AN	AUTONATION INC	117,443	$5.096M	0.0%	$44.63	0.0%	COM	05329W102
—	GREEN MTN COFFEE ROASTERS IN	67,840	$5.092M	0.0%	$75.06	—	COM	393122106
CPB	CAMPBELL SOUP CO	112,896	$5.057M	0.0%	$30.86	0.0%	COM	134429109
PEG	PUBLIC SVC ENTERPRISE GROUP	152,800	$4.99M	0.0%	$21.73	0.0%	COM	744573106
—	MCGRAW HILL FINL INC	93,283	$4.962M	0.0%	$53.19	—	COM	580645109
TROW	PRICE T ROWE GROUP INC	67,000	$4.901M	0.0%	$47.69	0.0%	COM	74144T108
—	PRECISION DRILLING CORP	568,389	$4.822M	0.0%	$8.48	—	COM 2010	74022D308
CAG	CONAGRA FOODS INC	137,860	$4.815M	0.0%	$17.69	0.0%	COM	205887102
KSS	KOHLS CORP	94,253	$4.761M	0.0%	$49.51	0.0%	COM	500255104
TDC	TERADATA CORP DEL	93,932	$4.718M	0.0%	$53.87	0.0%	COM	88076W103
MEOH	METHANEX CORP	110,092	$4.701M	0.0%	$42.29	0.0%	COM	59151K108
—	PIONEER SOUTHWST ENRG PRTNR	135,500	$4.645M	0.0%	$34.28	—	UNIT LP INT	72388B106
AVB	AVALONBAY CMNTYS INC	34,359	$4.635M	0.0%	$87.72	0.0%	COM	053484101
IAG	IAMGOLD CORP	1,105,170	$4.63M	0.0%	$5.17	0.0%	COM	450913108
HAL	HALLIBURTON CO	110,300	$4.602M	0.0%	$33.21	0.0%	COM	406216101
BXP	BOSTON PROPERTIES INC	42,865	$4.521M	0.0%	$64.00	0.0%	COM	101121101
NFLX	NETFLIX INC	21,256	$4.487M	0.0%	$2.97	0.0%	COM	64110L106
—	PETROCHINA CO LTD	40,394	$4.47M	0.0%	$110.66	—	SPONSORED ADR	71646E100
MU	MICRON TECHNOLOGY INC	311,200	$4.459M	0.0%	$10.81	0.0%	COM	595112103
IVZ	INVESCO LTD	140,000	$4.452M	0.0%	$18.88	0.0%	SHS	G491BT108
—	COMPUCREDIT HLDGS CORP	12,031,000	$4.451M	0.0%	$0.37	—	NOTE 5.875%11/3	20478NAD2
—	CROWN CASTLE INTL CORP	60,645	$4.39M	0.0%	$72.39	—	COM	228227104
AMP	AMERIPRISE FINL INC	53,098	$4.295M	0.0%	$59.57	0.0%	COM	03076C106
—	ELAN PLC	300,000	$4.242M	0.0%	$14.14	—	ADR	284131208
—	NV ENERGY INC	180,000	$4.223M	0.0%	$23.46	—	COM	67073Y106
EMN	EASTMAN CHEM CO	60,200	$4.215M	0.0%	$47.81	0.0%	COM	277432100
IDXX	IDEXX LABS INC	46,690	$4.192M	0.0%	$43.69	0.0%	COM	45168D104
—	POTASH CORP SASK INC	108,511	$4.127M	0.0%	$38.03	—	COM	73755L107
FITB	FIFTH THIRD BANCORP	228,111	$4.117M	0.0%	$11.47	0.0%	COM	316773100
VNO	VORNADO RLTY TR	48,328	$4.004M	0.0%	$82.85	—	SH BEN INT	929042109
—	NEWS CORP	120,900	$3.968M	0.0%	$32.82	—	CL B	65248E203
—	DOLE FOOD CO INC NEW	307,893	$3.926M	0.0%	$12.75	—	COM	256603101
PHM	PULTE GROUP INC	203,600	$3.862M	0.0%	$17.74	0.0%	COM	745867101
ALSN	ALLISON TRANSMISSION HLDGS I	167,000	$3.854M	0.0%	$18.65	0.0%	COM	01973R101
FBIN	FORTUNE BRANDS HOME & SEC IN	99,300	$3.847M	0.0%	$27.93	0.0%	COM	34964C106
PFG	PRINCIPAL FINL GROUP INC	102,300	$3.831M	0.0%	$23.49	0.0%	COM	74251V102
EW	EDWARDS LIFESCIENCES CORP	56,100	$3.77M	0.0%	$11.84	0.0%	COM	28176E108
LEN/B	LENNAR CORP	131,000	$3.714M	0.0%	$25.59	0.0%	CL B	526057302
—	ENCANA CORP	218,993	$3.693M	0.0%	$16.86	—	COM	292505104
—	SOUTHWESTERN ENERGY CO	100,100	$3.657M	0.0%	$36.53	—	COM	845467109
PGR	PROGRESSIVE CORP OHIO	143,600	$3.65M	0.0%	$17.04	0.0%	COM	743315103
—	GENCORP INC	224,000	$3.642M	0.0%	$16.26	—	COM	368682100
AMG	AFFILIATED MANAGERS GROUP	21,700	$3.557M	0.0%	$153.14	0.0%	COM	008252108
HST	HOST HOTELS & RESORTS INC	210,051	$3.544M	0.0%	$10.74	0.0%	COM	44107P104
—	TRW AUTOMOTIVE HLDGS CORP	53,300	$3.541M	0.0%	$66.44	—	COM	87264S106
L	LOEWS CORP	79,500	$3.53M	0.0%	$42.08	0.0%	COM	540424108
—	SIRIUS XM RADIO INC	1,024,766	$3.433M	0.0%	$3.35	—	COM	82967N108
OXY	OCCIDENTAL PETE CORP DEL	38,035	$3.394M	0.0%	$57.83	0.0%	COM	674599105
VMC	VULCAN MATLS CO	70,000	$3.389M	0.0%	$46.69	0.0%	COM	929160109
—	INTERCONTINENTALEXCHANGE INC	18,924	$3.364M	0.0%	$177.76	—	COM	45865V100
NTRS	NORTHERN TR CORP	56,400	$3.266M	0.0%	$40.35	0.0%	COM	665859104
—	VMWARE INC	48,375	$3.241M	0.0%	$67.00	—	CL A COM	928563402
—	NOBLE ENERGY INC	53,800	$3.23M	0.0%	$60.04	—	COM	655044105
—	HESS CORP	48,264	$3.209M	0.0%	$66.49	—	COM	42809H107
—	ANSYS INC	42,700	$3.121M	0.0%	$73.09	—	COM	03662Q105
—	OMNICARE INC	3,000,000	$3.079M	0.0%	$1.03	—	DBCV 3.250%12/1	681904AL2
CYH	COMMUNITY HEALTH SYS INC NEW	65,317	$3.062M	0.0%	$37.66	0.0%	COM	203668108
—	AMERISTAR CASINOS INC	109,877	$2.889M	0.0%	$26.29	—	COM	03070Q101
—	TORCHMARK CORP	44,323	$2.887M	0.0%	$65.14	—	COM	891027104
FDS	FACTSET RESH SYS INC	28,190	$2.874M	0.0%	$83.78	0.0%	COM	303075105
RL	RALPH LAUREN CORP	16,443	$2.857M	0.0%	$138.80	0.0%	CL A	751212101
—	ALERE INC	114,846	$2.814M	0.0%	$24.50	—	COM	01449J105
RMD	RESMED INC	62,342	$2.813M	0.0%	$40.00	0.0%	COM	761152107
UMC	UNITED MICROELECTRONICS CORP	1,200,000	$2.796M	0.0%	$2.33	—	SPON ADR NEW	910873405
HP	HELMERICH & PAYNE INC	43,900	$2.742M	0.0%	$61.57	0.0%	COM	423452101
—	NAVISTAR INTL CORP NEW	97,786	$2.715M	0.0%	$27.76	—	COM	63934E108
TMHC	TAYLOR MORRISON HOME CORP	110,600	$2.696M	0.0%	$25.23	0.0%	CL A	87724P106
KEY	KEYCORP NEW	241,856	$2.67M	0.0%	$6.48	0.0%	COM	493267108
—	PANERA BREAD CO	13,740	$2.555M	0.0%	$185.95	—	CL A	69840W108
EXPD	EXPEDITORS INTL WASH INC	66,820	$2.54M	0.0%	$31.69	0.0%	COM	302130109
JKHY	HENRY JACK & ASSOC INC	52,900	$2.493M	0.0%	$39.46	0.0%	COM	426281101
KIM	KIMCO RLTY CORP	116,123	$2.489M	0.0%	$12.61	0.0%	COM	49446R109
—	MANTECH INTL CORP	93,800	$2.45M	0.0%	$26.12	—	CL A	564563104
PBR/A	PETROLEO BRASILEIRO SA PETRO	165,600	$2.428M	0.0%	$14.66	—	SP ADR NON VTG	71654V101
—	CTRIP COM INTL LTD	74,379	$2.427M	0.0%	$32.63	—	AMERICAN DEP SHS	22943F100
HLF	HERBALIFE LTD	53,775	$2.427M	0.0%	$20.94	0.0%	COM USD SHS	G4412G101
—	SYMANTEC CORP	106,664	$2.397M	0.0%	$22.47	—	COM	871503108
—	KANSAS CITY SOUTHERN	22,400	$2.374M	0.0%	$105.98	—	COM NEW	485170302
VRSK	VERISK ANALYTICS INC	38,200	$2.281M	0.0%	$57.10	0.0%	CL A	92345Y106
—	XL GROUP PLC	75,200	$2.28M	0.0%	$30.32	—	SHS	G98290102
—	CHINA TELECOM CORP LTD	47,889	$2.275M	0.0%	$47.51	—	SPON ADR H SHS	169426103
—	NEUSTAR INC	44,708	$2.176M	0.0%	$48.67	—	CL A	64126X201
—	MICROS SYS INC	50,400	$2.175M	0.0%	$43.15	—	COM	594901100
MAC	MACERICH CO	34,900	$2.128M	0.0%	$60.97	—	COM	554382101
—	VALSPAR CORP	32,811	$2.122M	0.0%	$64.67	—	COM	920355104
—	7 DAYS GROUP HLDGS LTD	153,882	$2.122M	0.0%	$13.79	—	ADR	81783J101
BIDU	BAIDU INC	22,000	$2.08M	0.0%	$94.55	—	SPON ADR REP A	056752108
GPN	GLOBAL PMTS INC	44,475	$2.06M	0.0%	$22.14	0.0%	COM	37940X102
AEP	AMERICAN ELEC PWR INC	45,200	$2.024M	0.0%	$30.44	0.0%	COM	025537101
—	TRUE RELIGION APPAREL INC	63,158	$2M	0.0%	$31.67	—	COM	89784N104
AGCO	AGCO CORP	39,232	$1.969M	0.0%	$41.52	0.0%	COM	001084102
—	LEUCADIA NATL CORP	75,000	$1.967M	0.0%	$26.23	—	COM	527288104
—	PLUM CREEK TIMBER CO INC	41,900	$1.955M	0.0%	$46.66	—	COM	729251108
—	DUN & BRADSTREET CORP DEL NE	19,906	$1.94M	0.0%	$97.46	—	COM	26483E100
CMA	COMERICA INC	48,400	$1.928M	0.0%	$24.17	0.0%	COM	200340107
DE	DEERE & CO	22,900	$1.861M	0.0%	$68.04	0.0%	COM	244199105
—	REMY INTL INC	100,000	$1.857M	0.0%	$18.57	—	COM	759663107
CHT	CHUNGHWA TELECOM CO LTD	57,692	$1.852M	0.0%	$32.10	—	SPON ADR NEW11	17133Q502
CBRE	CBRE GROUP INC	78,200	$1.827M	0.0%	$23.79	0.0%	CL A	12504L109
NRG	NRG ENERGY INC	67,698	$1.808M	0.0%	$20.46	0.0%	COM NEW	629377508
CMCSA	COMCAST CORP NEW	42,100	$1.763M	0.0%	$15.62	0.0%	CL A	20030N101
—	ENDO HEALTH SOLUTIONS INC	47,573	$1.75M	0.0%	$36.79	—	COM	29264F205
HBAN	HUNTINGTON BANCSHARES INC	220,847	$1.74M	0.0%	$4.66	0.0%	COM	446150104
CINF	CINCINNATI FINL CORP	37,800	$1.735M	0.0%	$32.92	0.0%	COM	172062101
—	DIRECTV	27,800	$1.713M	0.0%	$61.62	—	COM	25490A309
SNPS	SYNOPSYS INC	47,205	$1.688M	0.0%	$35.52	0.0%	COM	871607107
—	REALOGY HLDGS CORP	34,975	$1.68M	0.0%	$48.03	—	COM	75605Y106
—	DWS GLOBAL HIGH INCOME FD	206,900	$1.676M	0.0%	$8.10	—	COM	23338W104
SIMO	SILICON MOTION TECHNOLOGY CO	153,723	$1.628M	0.0%	$10.59	—	SPONSORED ADR	82706C108
ETN	EATON CORP PLC	23,182	$1.526M	0.0%	$46.59	0.0%	SHS	G29183103
—	TECHNE CORP	21,800	$1.506M	0.0%	$69.08	—	COM	878377100
NUS	NU SKIN ENTERPRISES INC	24,248	$1.482M	0.0%	$37.42	0.0%	CL A	67018T105
STWD	STARWOOD PPTY TR INC	59,700	$1.478M	0.0%	$24.76	—	COM	85571B105
ARW	ARROW ELECTRS INC	36,591	$1.458M	0.0%	$38.94	0.0%	COM	042735100
SJM	SMUCKER J M CO	14,100	$1.454M	0.0%	$70.84	0.0%	COM NEW	832696405
PBR	PETROLEO BRASILEIRO SA PETRO	108,010	$1.449M	0.0%	$13.42	—	SPONSORED ADR	71654V408
—	LEGG MASON INC	46,600	$1.445M	0.0%	$31.01	—	COM	524901105
—	VIRGINIA COMM BANCORP INC	102,271	$1.428M	0.0%	$13.96	—	COM	92778Q109
AXIA	CENTRAIS ELETRICAS BRASILEIR	672,860	$1.426M	0.0%	$2.12	—	SPONSORED ADR	15234Q207
—	U S AIRWAYS GROUP INC	86,410	$1.419M	0.0%	$16.42	—	COM	90341W108
FISV	FISERV INC	16,200	$1.416M	0.0%	$21.93	0.0%	COM	337738108
ZION	ZIONS BANCORPORATION	48,549	$1.402M	0.0%	$26.15	0.0%	COM	989701107
—	TWO HBRS INVT CORP	133,710	$1.371M	0.0%	$10.25	—	COM	90187B101
—	FAMILY DLR STORES INC	21,910	$1.365M	0.0%	$62.30	—	COM	307000109
—	TOTAL SYS SVCS INC	55,368	$1.355M	0.0%	$24.47	—	COM	891906109
—	BLACKSTONE GSO FLTING RTE FU	66,867	$1.339M	0.0%	$20.02	—	COM	09256U105
—	NATIONAL BK GREECE S A	110,000	$1.321M	0.0%	$12.01	—	ADR PRF SER A	633643507
—	PEOPLES UNITED FINANCIAL INC	88,545	$1.319M	0.0%	$14.90	—	COM	712704105
—	PATTERSON COMPANIES INC	33,983	$1.278M	0.0%	$37.61	—	COM	703395103
—	HEALTH MGMT ASSOC INC NEW	80,417	$1.264M	0.0%	$15.72	—	CL A	421933102
—	FIBRIA CELULOSE S A	111,600	$1.238M	0.0%	$11.09	—	SP ADR REP COM	31573A109
EMR	EMERSON ELEC CO	22,700	$1.238M	0.0%	$40.02	0.0%	COM	291011104
VSAT	VIASAT INC	17,300	$1.236M	0.0%	$59.58	0.0%	COM	92552V100
AAP	ADVANCE AUTO PARTS INC	15,200	$1.234M	0.0%	$72.11	0.0%	COM	00751Y106
—	DRYSHIPS INC.	1,385,000	$1.233M	0.0%	$0.89	—	NOTE 5.000%12/0	262498AB4
JBLU	JETBLUE AIRWAYS CORP	194,257	$1.224M	0.0%	$6.54	0.0%	COM	477143101
—	APARTMENT INVT & MGMT CO	40,531	$1.218M	0.0%	$30.05	—	CL A	03748R101
MTD	METTLER TOLEDO INTERNATIONAL	6,051	$1.217M	0.0%	$212.95	0.0%	COM	592688105
MHK	MOHAWK INDS INC	10,800	$1.215M	0.0%	$112.71	0.0%	COM	608190104
FLO	FLOWERS FOODS INC	54,638	$1.205M	0.0%	$13.91	0.0%	COM	343498101
FHI	FEDERATED INVS INC PA	43,925	$1.204M	0.0%	$14.54	0.0%	CL B	314211103
—	VALIDUS HOLDINGS LTD	32,468	$1.173M	0.0%	$36.13	—	COM SHS	G9319H102
ROL	ROLLINS INC	45,100	$1.168M	0.0%	$6.04	0.0%	COM	775711104
—	HARRIS CORP DEL	23,213	$1.143M	0.0%	$49.24	—	COM	413875105
—	SEAGATE TECHNOLOGY PLC	25,471	$1.142M	0.0%	$44.84	—	SHS	G7945M107
—	VIMPELCOM LTD	111,100	$1.118M	0.0%	$10.06	—	SPONSORED ADR	92719A106
AFG	AMERICAN FINL GROUP INC OHIO	22,641	$1.107M	0.0%	$21.06	0.0%	COM	025932104
MUR	MURPHY OIL CORP	17,963	$1.094M	0.0%	$34.50	0.0%	COM	626717102
—	CST BRANDS INC	35,362	$1.09M	0.0%	$30.82	—	COM	12646R105
—	SANDISK CORP	17,800	$1.088M	0.0%	$61.12	—	COM	80004C101
THC	TENET HEALTHCARE CORP	23,108	$1.065M	0.0%	$44.77	0.0%	COM NEW	88033G407
—	NORTEL INVERSORA S A	73,144	$1.061M	0.0%	$14.51	—	SPON ADR PFD B	656567401
—	BAKER HUGHES INC	23,000	$1.061M	0.0%	$46.13	—	COM	057224107
NDAQ	NASDAQ OMX GROUP INC	32,044	$1.051M	0.0%	$8.32	0.0%	COM	631103108
—	EXELIS INC	76,176	$1.05M	0.0%	$13.78	—	COM	30162A108
—	SUPERIOR ENERGY SVCS INC	39,074	$1.014M	0.0%	$25.95	—	COM	868157108
TMO	THERMO FISHER SCIENTIFIC INC	11,975	$1.013M	0.0%	$79.76	0.0%	COM	883556102
—	BUNGE LIMITED	14,032	$993K	0.0%	$70.77	—	COM	G16962105
—	DENTSPLY INTL INC NEW	23,800	$975K	0.0%	$40.97	—	COM	249030107
—	INVESCO MORTGAGE CAPITAL INC	58,398	$967K	0.0%	$16.56	—	COM	46131B100
—	APOLLO GROUP INC	54,216	$961K	0.0%	$17.73	—	CL A	037604105
—	PROTECTIVE LIFE CORP	24,896	$956K	0.0%	$38.40	—	COM	743674103
EMBJ	EMBRAER S A	25,500	$941K	0.0%	$36.90	—	SP ADR REP 4 COM	29082A107
—	E TRADE FINANCIAL CORP	73,500	$931K	0.0%	$12.67	—	COM NEW	269246401
—	PENNEY J C INC	54,400	$929K	0.0%	$17.08	—	COM	708160106
—	LEXMARK INTL NEW	29,923	$915K	0.0%	$30.58	—	CL A	529771107
LPL	LG DISPLAY CO LTD	76,100	$903K	0.0%	$11.87	—	SPONS ADR REP	50186V102
—	TIM HORTONS INC	16,700	$900K	0.0%	$53.89	—	COM	88706M103
HRB	BLOCK H & R INC	32,343	$898K	0.0%	$18.18	0.0%	COM	093671105
—	HATTERAS FINL CORP	36,361	$896K	0.0%	$24.64	—	COM	41902R103
—	DONNELLEY R R & SONS CO	63,285	$887K	0.0%	$14.02	—	COM	257867101
ABBV	ABBVIE INC	21,300	$881K	0.0%	$26.55	0.0%	COM	00287Y109
UGI	UGI CORP NEW	22,276	$871K	0.0%	$26.32	0.0%	COM	902681105
—	VISTAPRINT N V	17,468	$862K	0.0%	$49.35	—	SHS	N93540107
MORN	MORNINGSTAR INC	11,100	$861K	0.0%	$69.29	0.0%	COM	617700109
—	INGRAM MICRO INC	44,913	$853K	0.0%	$18.99	—	CL A	457153104
—	ALLIANT TECHSYSTEMS INC	10,246	$844K	0.0%	$82.37	—	COM	018804104
—	BEAM INC	13,300	$839K	0.0%	$63.08	—	COM	073730103
PTEN	PATTERSON UTI ENERGY INC	43,210	$836K	0.0%	$21.83	0.0%	COM	703481101
—	CHIQUITA BRANDS INTL INC	73,791	$806K	0.0%	$10.92	—	COM	170032809
—	THERAVANCE INC	20,800	$801K	0.0%	$38.51	—	COM	88338T104
—	SAFEWAY INC	33,724	$798K	0.0%	$23.66	—	COM NEW	786514208
—	FRONTIER COMMUNICATIONS CORP	196,113	$794K	0.0%	$4.05	—	COM	35906A108
OSK	OSHKOSH CORP	20,526	$779K	0.0%	$31.79	0.0%	COM	688239201
—	LIFEPOINT HOSPITALS INC	15,772	$770K	0.0%	$48.82	—	COM	53219L109
—	CHIMERA INVT CORP	255,083	$765K	0.0%	$3.00	—	COM	16934Q109
—	SYMETRA FINL CORP	47,510	$760K	0.0%	$16.00	—	COM	87151Q106
—	FIDELITY NATIONAL FINANCIAL	31,722	$755K	0.0%	$23.80	—	CL A	31620R105
—	HCC INS HLDGS INC	17,231	$743K	0.0%	$43.12	—	COM	404132102
—	ARMOUR RESIDENTIAL REIT INC	157,184	$740K	0.0%	$4.71	—	COM	042315101
—	AMERICAN CAP LTD	57,927	$734K	0.0%	$12.67	—	COM	02503Y103
—	COMPUTER SCIENCES CORP	16,656	$729K	0.0%	$43.77	—	COM	205363104
—	DEVRY INC DEL	23,414	$726K	0.0%	$31.01	—	COM	251893103
—	TELEFONICA BRASIL SA	31,295	$714K	0.0%	$22.82	—	SPONSORED ADR	87936R106
FSLR	FIRST SOLAR INC	15,877	$710K	0.0%	$44.50	0.0%	COM	336433107
—	MARVELL TECHNOLOGY GROUP LTD	60,337	$707K	0.0%	$11.72	—	ORD	G5876H105
BPOP	POPULAR INC	23,120	$701K	0.0%	$21.82	0.0%	COM NEW	733174700
—	SYNTEL INC	11,100	$698K	0.0%	$62.88	—	COM	87162H103
—	TALISMAN ENERGY INC	59,500	$677K	0.0%	$11.38	—	COM	87425E103
—	AMERICAN INTL GROUP INC	36,160	$660K	0.0%	$18.25	—	*W EXP 01/19/202	026874156
—	CYS INVTS INC	71,600	$659K	0.0%	$9.20	—	COM	12673A108
DVN	DEVON ENERGY CORP NEW	12,600	$654K	0.0%	$37.00	0.0%	COM	25179M103
CNO	CNO FINL GROUP INC	49,976	$648K	0.0%	$9.21	0.0%	COM	12621E103
MOS	MOSAIC CO NEW	11,900	$640K	0.0%	$46.26	0.0%	COM	61945C103
—	STANCORP FINL GROUP INC	12,895	$637K	0.0%	$49.40	—	COM	852891100
—	LAMAR ADVERTISING CO	14,400	$625K	0.0%	$43.40	—	CL A	512815101
—	CAREFUSION CORP	16,956	$625K	0.0%	$36.86	—	COM	14170T101
FHN	FIRST HORIZON NATL CORP	55,338	$620K	0.0%	$7.41	0.0%	COM	320517105
ARCC	ARES CAP CORP	35,500	$611K	0.0%	$5.23	0.0%	COM	04010L103
—	ENERSIS S A	37,340	$611K	0.0%	$16.36	—	SPONSORED ADR	29274F104
DAN	DANA HLDG CORP	31,648	$610K	0.0%	$14.00	0.0%	COM	235825205
—	NII HLDGS INC	91,323	$609K	0.0%	$6.67	—	CL B NEW	62913F201
JOE	ST JOE CO	28,800	$606K	0.0%	$20.21	0.0%	COM	790148100
—	PARTNERRE LTD	6,678	$605K	0.0%	$90.60	—	COM	G6852T105
—	FLEETCOR TECHNOLOGIES INC	7,447	$605K	0.0%	$81.24	—	COM	339041105
—	SIBANYE GOLD LTD	205,900	$605K	0.0%	$2.94	—	SPONSORED ADR	825724206
—	WPX ENERGY INC	31,833	$603K	0.0%	$18.94	—	COM	98212B103
DHI	D R HORTON INC	28,100	$598K	0.0%	$21.23	0.0%	COM	23331A109
—	NOBLE CORPORATION BAAR	15,900	$598K	0.0%	$37.61	—	NAMEN -AKT	H5833N103
—	UNIT CORP	13,900	$592K	0.0%	$42.59	—	COM	909218109
CX	CEMEX SAB DE CV	55,468	$587K	0.0%	$10.58	—	SPON ADR NEW	151290889
—	BURGER KING WORLDWIDE INC	29,500	$576K	0.0%	$19.53	—	COM	121220107
—	WESCO AIRCRAFT HLDGS INC	30,600	$568K	0.0%	$18.56	—	COM	950814103
—	C&J ENERGY SVCS INC	29,161	$565K	0.0%	$19.38	—	COM	12467B304
—	LINN ENERGY LLC	16,900	$561K	0.0%	$33.20	—	UNIT LTD LIAB	536020100
DLX	DELUXE CORP	16,073	$557K	0.0%	$23.94	0.0%	COM	248019101
—	WEATHERFORD INTERNATIONAL LT	40,100	$549K	0.0%	$13.69	—	REG SHS	H27013103
—	NEWFIELD EXPL CO	22,900	$547K	0.0%	$23.89	—	COM	651290108
—	PORTFOLIO RECOVERY ASSOCS IN	3,500	$538K	0.0%	$153.71	—	COM	73640Q105
PRI	PRIMERICA INC	14,297	$535K	0.0%	$34.51	0.0%	COM	74164M108
LEN	LENNAR CORP	14,100	$508K	0.0%	$34.18	0.0%	CL A	526057104
SHG	SHINHAN FINANCIAL GROUP CO L	15,460	$503K	0.0%	$32.54	—	SPN ADR RESTRD	824596100
—	NORTHSTAR RLTY FIN CORP	54,106	$492K	0.0%	$9.09	—	COM	66704R100
—	GYRODYNE CO AMER INC	6,805	$487K	0.0%	$71.57	—	COM	403820103
—	ASPEN INSURANCE HOLDINGS LTD	13,059	$484K	0.0%	$37.06	—	SHS	G05384105
—	MEREDITH CORP	10,083	$481K	0.0%	$47.70	—	COM	589433101
—	CLIFFS NAT RES INC	29,600	$481K	0.0%	$16.25	—	COM	18683K101
ZD	J2 GLOBAL INC	11,223	$477K	0.0%	$34.95	0.0%	COM	48123V102
—	ATWOOD OCEANICS INC	8,900	$463K	0.0%	$52.02	—	COM	050095108
YZCAY	YANZHOU COAL MNG CO LTD	64,084	$456K	0.0%	$7.12	—	SPON ADR H SHS	984846105
WLY	WILEY JOHN & SONS INC	11,326	$454K	0.0%	$27.09	0.0%	CL A	968223206
HLX	HELIX ENERGY SOLUTIONS GRP I	19,710	$454K	0.0%	$23.34	0.0%	COM	42330P107
—	APOLLO INVT CORP	58,304	$451K	0.0%	$7.74	—	COM	03761U106
PMT	PENNYMAC MTG INVT TR	21,296	$448K	0.0%	$21.04	—	COM	70931T103
WRLD	WORLD ACCEP CORP DEL	5,127	$446K	0.0%	$88.91	0.0%	COM	981419104
UVV	UNIVERSAL CORP VA	7,705	$446K	0.0%	$58.13	0.0%	COM	913456109
—	PDL BIOPHARMA INC	56,933	$440K	0.0%	$7.73	—	COM	69329Y104
—	B/E AEROSPACE INC	6,951	$438K	0.0%	$63.01	—	COM	073302101
URI	UNITED RENTALS INC	8,700	$434K	0.0%	$51.55	0.0%	COM	911363109
—	GUESS INC	13,962	$433K	0.0%	$31.01	—	COM	401617105
—	BROCADE COMMUNICATIONS SYS I	73,952	$426K	0.0%	$5.76	—	COM NEW	111621306
—	FIFTH STREET FINANCE CORP	40,754	$426K	0.0%	$10.45	—	COM	31678A103
—	ICONIX BRAND GROUP INC	14,394	$423K	0.0%	$29.39	—	COM	451055107
—	SEARS HOMETOWN & OUTLET STOR	9,400	$411K	0.0%	$43.72	—	COM	812362101
POR	PORTLAND GEN ELEC CO	13,410	$410K	0.0%	$19.65	0.0%	COM NEW	736508847
MFC	MANULIFE FINL CORP	25,200	$402K	0.0%	$15.16	0.0%	COM	56501R106
—	VALASSIS COMMUNICATIONS INC	16,203	$398K	0.0%	$24.56	—	COM	918866104
—	PARKER DRILLING CO	79,700	$397K	0.0%	$4.98	—	COM	701081101
—	KODIAK OIL & GAS CORP	43,700	$388K	0.0%	$8.88	—	COM	50015Q100
IMO	IMPERIAL OIL LTD	10,100	$384K	0.0%	$30.07	0.0%	COM NEW	453038408
—	STONE ENERGY CORP	17,400	$383K	0.0%	$22.01	—	COM	861642106
TDS	TELEPHONE & DATA SYS INC	15,366	$379K	0.0%	$22.54	0.0%	COM NEW	879433829
SLRC	SOLAR CAP LTD	16,380	$378K	0.0%	$7.36	0.0%	COM	83413U100
GT	GOODYEAR TIRE & RUBR CO	24,542	$375K	0.0%	$13.66	0.0%	COM	382550101
CAR	AVIS BUDGET GROUP	12,996	$374K	0.0%	$28.57	0.0%	COM	053774105
—	COLONY FINL INC	18,700	$372K	0.0%	$19.89	—	COM	19624R106
—	JOY GLOBAL INC	7,620	$370K	0.0%	$48.56	—	COM	481165108
—	AMSURG CORP	10,500	$369K	0.0%	$35.14	—	COM	03232P405
—	GULFMARK OFFSHORE INC	8,100	$365K	0.0%	$45.06	—	CL A NEW	402629208
CACI	CACI INTL INC	5,744	$365K	0.0%	$60.37	0.0%	CL A	127190304
CF	CF INDS HLDGS INC	2,109	$362K	0.0%	$26.73	0.0%	COM	125269100
—	CIMAREX ENERGY CO	5,500	$357K	0.0%	$64.91	—	COM	171798101
—	BOISE INC	39,321	$336K	0.0%	$8.55	—	COM	09746Y105
CPRT	COPART INC	10,900	$336K	0.0%	$4.25	0.0%	COM	217204106
BAH	BOOZ ALLEN HAMILTON HLDG COR	19,216	$334K	0.0%	$10.71	0.0%	CL A	099502106
OIS	OIL STS INTL INC	3,600	$334K	0.0%	$51.03	0.0%	COM	678026105
CHH	CHOICE HOTELS INTL INC	8,400	$333K	0.0%	$35.84	0.0%	COM	169905106
—	ROVI CORP	14,472	$331K	0.0%	$22.87	—	COM	779376102
—	WALTER INVT MGMT CORP	9,800	$331K	0.0%	$33.78	—	COM	93317W102
BKE	BUCKLE INC	6,200	$323K	0.0%	$15.19	0.0%	COM	118440106
BR	BROADRIDGE FINL SOLUTIONS IN	12,167	$323K	0.0%	$20.36	0.0%	COM	11133T103
UGP	ULTRAPAR PARTICIPACOES S A	13,380	$320K	0.0%	$23.92	—	SP ADR REP COM	90400P101
CRI	CARTER INC	4,297	$318K	0.0%	$50.18	0.0%	COM	146229109
UPBD	RENT A CTR INC NEW	8,273	$311K	0.0%	$36.22	0.0%	COM	76009N100
EFX	EQUIFAX INC	5,285	$311K	0.0%	$53.06	0.0%	COM	294429105
BCE	BCE INC	7,600	$311K	0.0%	$22.29	0.0%	COM NEW	05534B760
—	BASIC ENERGY SVCS INC NEW	25,300	$306K	0.0%	$12.09	—	COM	06985P100
—	GENERAL ELECTRIC CO	13,200	$306K	0.0%	$23.18	—	COM	369604103
—	PRICELINE COM INC	365	$302K	0.0%	$827.40	—	COM NEW	741503403
PNNT	PENNANTPARK INVT CORP	27,200	$301K	0.0%	$2.41	0.0%	COM	708062104
—	AMERICAN CAP MTG INVT CORP	16,762	$301K	0.0%	$17.96	—	COM	02504A104
—	LACLEDE GROUP INC	6,600	$301K	0.0%	$45.61	—	COM	505597104
—	BLACKROCK KELSO CAPITAL CORP	32,000	$300K	0.0%	$9.38	—	COM	092533108
—	CASH AMER INTL INC	6,532	$297K	0.0%	$45.47	—	COM	14754D100
—	WEIGHT WATCHERS INTL INC NEW	6,400	$294K	0.0%	$45.94	—	COM	948626106
TKC	TURKCELL ILETISIM HIZMETLERI	20,406	$293K	0.0%	$14.36	—	SPON ADR NEW	900111204
AMZN	AMAZON COM INC	1,019	$283K	0.0%	$13.32	0.0%	COM	023135106
—	DEAN FOODS CO NEW	27,977	$280K	0.0%	$10.01	—	COM	242370104
LUV	SOUTHWEST AIRLS CO	21,000	$271K	0.0%	$11.86	0.0%	COM	844741108
—	SOLERA HOLDINGS INC	4,739	$264K	0.0%	$55.71	—	COM	83421A104
—	ENSCO PLC	4,500	$262K	0.0%	$58.22	—	SHS CLASS A	G3157S106
WWW	WOLVERINE WORLD WIDE INC	4,700	$257K	0.0%	$20.15	0.0%	COM	978097103
GBDC	GOLUB CAP BDC INC	14,500	$254K	0.0%	$5.68	0.0%	COM	38173M102
—	WHITING PETE CORP NEW	5,500	$253K	0.0%	$46.00	—	COM	966387102
RES	RPC INC	18,219	$252K	0.0%	$11.27	0.0%	COM	749660106
—	PIONEER ENERGY SVCS CORP	37,800	$250K	0.0%	$6.61	—	COM	723664108
—	WESTAR ENERGY INC	7,800	$249K	0.0%	$31.92	—	COM	95709T100
—	RESOLUTE FST PRODS INC	18,604	$245K	0.0%	$13.17	—	COM	76117W109
HII	HUNTINGTON INGALLS INDS INC	4,267	$241K	0.0%	$43.35	0.0%	COM	446413106
—	VIACOM INC NEW	3,540	$241K	0.0%	$68.08	—	CL B	92553P201
—	URS CORP NEW	4,978	$235K	0.0%	$47.21	—	COM	903236107
MSM	MSC INDL DIRECT INC	3,000	$232K	0.0%	$80.58	0.0%	CL A	553530106
—	AG MTG INVT TR INC	12,300	$231K	0.0%	$18.78	—	COM	001228105
—	INFORMATICA CORP	6,400	$224K	0.0%	$35.00	—	COM	45666Q102
—	BARNES & NOBLE INC	14,004	$224K	0.0%	$16.00	—	COM	067774109
QUAD	QUAD / GRAPHICS INC	9,259	$223K	0.0%	$22.74	0.0%	COM CL A	747301109
AKO/B	EMBOTELLADORA ANDINA S A	6,410	$220K	0.0%	$34.32	—	SPON ADR B	29081P303
AGO	ASSURED GUARANTY LTD	9,900	$218K	0.0%	$17.51	0.0%	COM	G0585R106
O	REALTY INCOME CORP	5,100	$214K	0.0%	$25.40	0.0%	COM	756109104
WLK	WESTLAKE CHEM CORP	2,200	$212K	0.0%	$37.72	0.0%	COM	960413102
WTI	W & T OFFSHORE INC	14,700	$210K	0.0%	$13.64	0.0%	COM	92922P106
MMS	MAXIMUS INC	2,826	$210K	0.0%	$38.24	0.0%	COM	577933104
—	SOLARWINDS INC	5,200	$202K	0.0%	$38.85	—	COM	83416B109
—	FIRST NIAGARA FINL GP INC	19,966	$201K	0.0%	$10.07	—	COM	33582V108
—	DENBURY RES INC	11,100	$192K	0.0%	$17.30	—	COM NEW	247916208
PSEC	PROSPECT CAPITAL CORPORATION	17,600	$190K	0.0%	$2.26	0.0%	COM	74348T102
—	FOREST OIL CORP	42,800	$175K	0.0%	$4.09	—	COM PAR $0.01	346091705
—	UNITED ONLINE INC	22,800	$173K	0.0%	$7.59	—	COM	911268100
—	AU OPTRONICS CORP	42,841	$148K	0.0%	$3.45	—	SPONSORED ADR	002255107
—	BANK OF AMERICA CORPORATION	190,000	$146K	0.0%	$0.77	—	*W EXP 10/28/201	060505153
—	DESARROLLADORA HOMEX S A DE	29,200	$109K	0.0%	$3.73	—	SPONSORED ADR	25030W100
—	IDENIX PHARMACEUTICALS INC	29,600	$107K	0.0%	$3.61	—	COM	45166R204
—	JUST ENERGY GROUP INC	17,500	$104K	0.0%	$5.94	—	COM	48213W101
—	TRANSGLOBE ENERGY CORP	13,400	$83,000	0.0%	$6.19	—	COM	893662106
—	RADIOSHACK CORP	23,800	$75,000	0.0%	$3.15	—	COM	750438103
—	PENN VA CORP	12,800	$60,000	0.0%	$4.69	—	COM	707882106
—	JAMES RIVER COAL CO	30,600	$56,000	0.0%	$1.83	—	COM NEW	470355207
—	CENTRAIS ELETRICAS BRASILEIR	12,900	$51,000	0.0%	$3.95	—	SPON ADR PFD B	15234Q108
—	MECHEL OAO	17,620	$51,000	0.0%	$2.89	—	SPONSORED ADR	583840103
—	QUICKSILVER RESOURCES INC	25,400	$43,000	0.0%	$1.69	—	COM	74837R104
CDVIQ	CAL DIVE INTL INC DEL	18,100	$34,000	0.0%	$1.86	0.0%	COM	12802T101
—	CORINTHIAN COLLEGES INC	14,900	$33,000	0.0%	$2.21	—	COM	218868107
—	GENCO SHIPPING & TRADING LTD	19,100	$31,000	0.0%	$1.62	—	SHS	Y2685T107