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

Location: Boston, MA

CIK: 0001352662 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value: $37.94B (100.0% shares, 0.0% debt)

Holdings (663)

MSFT MICROSOFT CORP 4.9%

Value $1.842B Shares 55,295,985 Est. Cost $26.70 Unrealized +1.1%

JNJ JOHNSON & JOHNSON 4.8%

Value $1.839B Shares 21,210,245 Est. Cost $59.66 Unrealized +6.5%

— GOOGLE INC 4.8%

Value $1.811B Shares 2,067,491 Est. Cost $880.37 Unrealized —

ORCL ORACLE CORP 4.3%

Value $1.64B Shares 49,441,971 Est. Cost $27.58 Unrealized -1.9%

KO COCA COLA CO 4.0%

Value $1.53B Shares 40,398,770 Est. Cost $27.85 Unrealized -3.9%

PG PROCTER & GAMBLE CO 3.9%

Value $1.468B Shares 19,414,973 Est. Cost $55.04 Unrealized +2.2%

CVX CHEVRON CORP NEW 3.9%

Value $1.467B Shares 12,072,776 Est. Cost $71.30 Unrealized +2.5%

IBM INTERNATIONAL BUSINESS MACHS 3.7%

Value $1.413B Shares 7,631,817 Est. Cost $118.29 Unrealized -5.7%

PM PHILIP MORRIS INTL INC 3.7%

Value $1.404B Shares 16,210,217 Est. Cost $49.79 Unrealized -4.9%

PFE PFIZER INC 3.6%

Value $1.37B Shares 47,726,111 Est. Cost $16.46 Unrealized -0.6%

WMT WAL-MART STORES INC 3.0%

Value $1.134B Shares 15,337,074 Est. Cost $19.98 Unrealized -1.0%

PEP PEPSICO INC 2.8%

Value $1.078B Shares 13,553,502 Est. Cost $56.00 Unrealized +1.4%

CSCO CISCO SYS INC 2.6%

Value $975M Shares 41,617,205 Est. Cost $15.24 Unrealized +11.1%

— EXPRESS SCRIPTS HLDG CO 2.3%

Value $871M Shares 14,091,140 Est. Cost $61.69 Unrealized —

MCD MCDONALDS CORP 2.0%

Value $747M Shares 7,762,911 Est. Cost $71.80 Unrealized -1.7%

CL COLGATE PALMOLIVE CO 1.7%

Value $657M Shares 11,074,436 Est. Cost $44.38 Unrealized +0.4%

MRK MERCK & CO INC NEW 1.7%

Value $633M Shares 13,291,108 Est. Cost $30.04 Unrealized +3.1%

Value $623M Shares 5,218,414 Est. Cost $61.78 Unrealized +6.8%

— MEDTRONIC INC 1.4%

Value $539M Shares 10,124,082 Est. Cost $51.55 Unrealized —

ABT ABBOTT LABS 1.4%

Value $532M Shares 16,030,229 Est. Cost $28.85 Unrealized -4.0%

QCOM QUALCOMM INC 1.3%

Value $493M Shares 7,322,254 Est. Cost $45.38 Unrealized +2.6%

UNH UNITEDHEALTH GROUP INC 1.2%

Value $473M Shares 6,609,403 Est. Cost $51.92 Unrealized +12.9%

AAPL APPLE INC 1.2%

Value $470M Shares 986,739 Est. Cost $13.16 Unrealized +8.5%

XOM EXXON MOBIL CORP 1.2%

Value $470M Shares 5,459,887 Est. Cost $53.69 Unrealized +0.9%

— HEWLETT PACKARD CO 1.1%

Value $418M Shares 19,917,993 Est. Cost $24.80 Unrealized —

BMY BRISTOL MYERS SQUIBB CO 1.0%

Value $387M Shares 8,368,932 Est. Cost $28.72 Unrealized +1.7%

LLY LILLY ELI & CO 0.9%

Value $353M Shares 7,012,820 Est. Cost $42.08 Unrealized -2.6%

TGT TARGET CORP 0.9%

Value $351M Shares 5,479,685 Est. Cost $47.95 Unrealized -1.6%

NKE NIKE INC 0.8%

Value $304M Shares 4,183,106 Est. Cost $26.53 Unrealized +5.3%

AMGN AMGEN INC 0.8%

Value $299M Shares 2,668,851 Est. Cost $74.17 Unrealized +3.8%

EEM ISHARES 0.7%

Value $264M Shares 6,477,052 Est. Cost $38.57 Unrealized —

VALE VALE S A 0.5%

Value $209M Shares 13,363,171 Est. Cost $13.15 Unrealized —

ZBH ZIMMER HLDGS INC 0.5%

Value $209M Shares 2,539,239 Est. Cost $67.30 Unrealized +5.6%

MA MASTERCARD INC 0.5%

Value $207M Shares 306,969 Est. Cost $51.54 Unrealized +13.1%

— VALE S A 0.5%

Value $199M Shares 13,989,458 Est. Cost $12.16 Unrealized —

— WALGREEN CO 0.5%

Value $196M Shares 3,640,147 Est. Cost $46.31 Unrealized —

— LORILLARD INC 0.5%

Value $193M Shares 4,306,660 Est. Cost $43.68 Unrealized —

GILD GILEAD SCIENCES INC 0.5%

Value $184M Shares 2,922,399 Est. Cost $36.92 Unrealized +12.5%

COST COSTCO WHSL CORP NEW 0.5%

Value $180M Shares 1,561,362 Est. Cost $87.33 Unrealized +4.9%

— E M C CORP MASS 0.5%

Value $180M Shares 7,031,876 Est. Cost $23.95 Unrealized —

BAX BAXTER INTL INC 0.5%

Value $178M Shares 2,709,258 Est. Cost $30.55 Unrealized +1.6%

BIDU BAIDU INC 0.5%

Value $178M Shares 1,145,350 Est. Cost $154.01 Unrealized —

KMB KIMBERLY CLARK CORP 0.5%

Value $174M Shares 1,849,261 Est. Cost $62.76 Unrealized -2.7%

CPA COPA HOLDINGS SA 0.5%

Value $173M Shares 1,248,136 Est. Cost $88.18 Unrealized +7.1%

SYY SYSCO CORP 0.4%

Value $168M Shares 5,290,059 Est. Cost $24.39 Unrealized -1.7%

V VISA INC 0.4%

Value $168M Shares 877,967 Est. Cost $40.02 Unrealized +5.8%

CVS CVS CAREMARK CORPORATION 0.4%

Value $165M Shares 2,902,828 Est. Cost $41.71 Unrealized +2.6%

BDX BECTON DICKINSON & CO 0.4%

Value $159M Shares 1,592,344 Est. Cost $78.58 Unrealized +2.6%

SYK STRYKER CORP 0.4%

Value $155M Shares 2,296,002 Est. Cost $57.67 Unrealized +3.1%

— AMERICA MOVIL SAB DE CV 0.4%

Value $154M Shares 7,781,940 Est. Cost $21.75 Unrealized —

GIS GENERAL MLS INC 0.4%

Value $148M Shares 3,090,422 Est. Cost $32.19 Unrealized +2.2%

JPM JPMORGAN CHASE & CO 0.4%

Value $135M Shares 2,613,460 Est. Cost $36.24 Unrealized +6.3%

— LABORATORY CORP AMER HLDGS 0.3%

Value $126M Shares 1,266,248 Est. Cost $100.10 Unrealized —

ITUB ITAU UNIBANCO HLDG SA 0.3%

Value $122M Shares 8,669,241 Est. Cost $12.98 Unrealized —

C CITIGROUP INC 0.3%

Value $118M Shares 2,439,763 Est. Cost $35.76 Unrealized +5.2%

— MOBILE TELESYSTEMS OJSC 0.3%

Value $113M Shares 5,069,372 Est. Cost $20.61 Unrealized —

TJX TJX COS INC NEW 0.3%

Value $105M Shares 1,864,789 Est. Cost $20.82 Unrealized +8.2%

INTU INTUIT 0.3%

Value $101M Shares 1,520,570 Est. Cost $55.43 Unrealized +4.9%

BAC BANK OF AMERICA CORPORATION 0.3%

Value $101M Shares 7,298,648 Est. Cost $10.03 Unrealized +12.0%

YUM YUM BRANDS INC 0.2%

Value $94.19M Shares 1,319,400 Est. Cost $38.97 Unrealized +5.2%

DGX QUEST DIAGNOSTICS INC 0.2%

Value $90.59M Shares 1,466,042 Est. Cost $46.22 Unrealized +1.0%

— UNITED TECHNOLOGIES CORP 0.2%

Value $89.8M Shares 832,843 Est. Cost $105.50 Unrealized —

— BED BATH & BEYOND INC 0.2%

Value $84.85M Shares 1,096,873 Est. Cost $72.62 Unrealized —

— ALLERGAN INC 0.2%

Value $81.69M Shares 903,161 Est. Cost $84.53 Unrealized —

EBAY EBAY INC 0.2%

Value $76.32M Shares 1,367,926 Est. Cost $20.03 Unrealized -0.3%

TSM TAIWAN SEMICONDUCTOR MFG LTD 0.2%

Value $75.24M Shares 4,436,293 Est. Cost $17.31 Unrealized —

MGA MAGNA INTL INC 0.2%

Value $71.17M Shares 861,112 Est. Cost $24.81 Unrealized +13.1%

DHR DANAHER CORP DEL 0.2%

Value $70.96M Shares 1,023,604 Est. Cost $26.53 Unrealized +3.3%

ACN ACCENTURE PLC IRELAND 0.2%

Value $69.8M Shares 947,794 Est. Cost $62.75 Unrealized -5.1%

— SK TELECOM LTD 0.2%

Value $68.4M Shares 3,013,238 Est. Cost $20.33 Unrealized —

WFC WELLS FARGO & CO NEW 0.2%

Value $68.4M Shares 1,655,289 Est. Cost $27.83 Unrealized +8.5%

BB BLACKBERRY LTD 0.2%

Value $66.71M Shares 8,465,318 Est. Cost $9.71 Unrealized 0.0%

BVN COMPANIA DE MINAS BUENAVENTU 0.2%

Value $63.77M Shares 5,445,769 Est. Cost $14.76 Unrealized —

AIG AMERICAN INTL GROUP INC 0.2%

Value $61.79M Shares 1,270,651 Est. Cost $32.51 Unrealized +10.8%

— NEW ORIENTAL ED & TECH GRP I 0.2%

Value $61.78M Shares 2,481,041 Est. Cost $22.19 Unrealized —

INFY INFOSYS LTD 0.2%

Value $60.94M Shares 1,266,710 Est. Cost $41.19 Unrealized —

— CHINA MOBILE LIMITED 0.2%

Value $57.22M Shares 1,014,052 Est. Cost $51.77 Unrealized —

— WELLPOINT INC 0.1%

Value $56.6M Shares 676,902 Est. Cost $82.52 Unrealized —

BSBR BANCO SANTANDER BRASIL S A 0.1%

Value $56.28M Shares 8,098,595 Est. Cost $6.22 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 0.1%

Value $54.59M Shares 1,361,141 Est. Cost $38.78 Unrealized —

EMR EMERSON ELEC CO 0.1%

Value $50.32M Shares 777,682 Est. Cost $43.72 Unrealized +0.3%

HD HOME DEPOT INC 0.1%

Value $49.64M Shares 654,423 Est. Cost $56.05 Unrealized +3.2%

BRK/B BERKSHIRE HATHAWAY INC DEL 0.1%

Value $48.81M Shares 430,000 Est. Cost $110.02 Unrealized +4.9%

ADP AUTOMATIC DATA PROCESSING IN 0.1%

Value $47.18M Shares 651,824 Est. Cost $45.64 Unrealized +5.9%

GM GENERAL MTRS CO 0.1%

Value $46.24M Shares 1,285,454 Est. Cost $23.62 Unrealized +13.2%

GS GOLDMAN SACHS GROUP INC 0.1%

Value $46.15M Shares 291,682 Est. Cost $120.06 Unrealized +5.9%

CHD CHURCH & DWIGHT INC 0.1%

Value $45.81M Shares 762,815 Est. Cost $26.18 Unrealized -1.0%

— CTC MEDIA INC 0.1%

Value $44.63M Shares 4,246,830 Est. Cost $10.84 Unrealized —

MET METLIFE INC 0.1%

Value $44.25M Shares 942,407 Est. Cost $24.43 Unrealized +17.9%

TLK P T TELEKOMUNIKASI INDONESIA 0.1%

Value $41.76M Shares 1,150,200 Est. Cost $42.74 Unrealized —

SBUX STARBUCKS CORP 0.1%

Value $40.34M Shares 524,065 Est. Cost $24.37 Unrealized +16.0%

KT KT CORP 0.1%

Value $40.02M Shares 2,386,426 Est. Cost $15.52 Unrealized —

MCK MCKESSON CORP 0.1%

Value $38.49M Shares 300,035 Est. Cost $101.46 Unrealized +10.6%

TXN TEXAS INSTRS INC 0.1%

Value $37.1M Shares 921,204 Est. Cost $27.29 Unrealized +1.5%

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.1%

Value $36.19M Shares 440,662 Est. Cost $30.77 Unrealized +6.9%

OMC OMNICOM GROUP INC 0.1%

Value $35.34M Shares 557,023 Est. Cost $42.52 Unrealized 0.0%

— COVIDIEN PLC 0.1%

Value $34.39M Shares 564,305 Est. Cost $62.54 Unrealized —

MS MORGAN STANLEY 0.1%

Value $34.03M Shares 1,262,609 Est. Cost $17.62 Unrealized +11.5%

— VODAFONE GROUP PLC NEW 0.1%

Value $33.6M Shares 955,000 Est. Cost $33.96 Unrealized —

— LIFE TECHNOLOGIES CORP 0.1%

Value $33.28M Shares 444,698 Est. Cost $74.03 Unrealized —

BIIB BIOGEN IDEC INC 0.1%

Value $32.92M Shares 136,728 Est. Cost $213.68 Unrealized +4.7%

— GOL LINHAS AEREAS INTLG S A 0.1%

Value $31.74M Shares 6,490,701 Est. Cost $4.37 Unrealized —

SCCO SOUTHERN COPPER CORP 0.1%

Value $31.69M Shares 1,163,300 Est. Cost $20.45 Unrealized -12.6%

AFL AFLAC INC 0.1%

Value $31.52M Shares 508,523 Est. Cost $20.11 Unrealized +11.7%

— TELEFONICA BRASIL SA 0.1%

Value $30.89M Shares 1,376,495 Est. Cost $22.45 Unrealized —

GWW GRAINGER W W INC 0.1%

Value $30.86M Shares 117,910 Est. Cost $204.87 Unrealized +3.9%

— LENDER PROCESSING SVCS INC 0.1%

Value $30.28M Shares 910,232 Est. Cost $32.35 Unrealized —

PRU PRUDENTIAL FINL INC 0.1%

Value $29.83M Shares 382,573 Est. Cost $38.68 Unrealized +21.6%

— VALEANT PHARMACEUTICALS INTL 0.1%

Value $29.71M Shares 284,340 Est. Cost $98.69 Unrealized —

— SPREADTRUM COMMUNICATIONS IN 0.1%

Value $29.33M Shares 962,800 Est. Cost $30.46 Unrealized —

BBD BANCO BRADESCO S A 0.1%

Value $28.94M Shares 2,085,042 Est. Cost $13.58 Unrealized —

ITW ILLINOIS TOOL WKS INC 0.1%

Value $28.51M Shares 373,800 Est. Cost $54.78 Unrealized 0.0%

— GRAN TIERRA ENERGY INC 0.1%

Value $28.49M Shares 4,005,900 Est. Cost $6.22 Unrealized —

LYB LYONDELLBASELL INDUSTRIES N 0.1%

Value $28.42M Shares 388,077 Est. Cost $33.34 Unrealized +10.8%

GD GENERAL DYNAMICS CORP 0.1%

Value $27.85M Shares 318,217 Est. Cost $56.44 Unrealized +15.0%

INTC INTEL CORP 0.1%

Value $27.11M Shares 1,182,995 Est. Cost $17.16 Unrealized -1.5%

GPC GENUINE PARTS CO 0.1%

Value $27.05M Shares 334,378 Est. Cost $55.08 Unrealized +3.5%

— DELL INC 0.1%

Value $26.98M Shares 1,959,452 Est. Cost $13.35 Unrealized —

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value $26.79M Shares 860,692 Est. Cost $22.20 Unrealized +8.7%

AXP AMERICAN EXPRESS CO 0.1%

Value $26.39M Shares 349,500 Est. Cost $60.66 Unrealized +4.3%

— MONSANTO CO NEW 0.1%

Value $26.39M Shares 252,820 Est. Cost $101.86 Unrealized —

— CANADIAN PAC RY LTD 0.1%

Value $25.96M Shares 209,940 Est. Cost $120.89 Unrealized —

COP CONOCOPHILLIPS 0.1%

Value $25.16M Shares 362,005 Est. Cost $41.37 Unrealized +7.5%

— AETNA INC NEW 0.1%

Value $24.96M Shares 389,908 Est. Cost $63.54 Unrealized —

GGB GERDAU S A 0.1%

Value $24.14M Shares 3,235,535 Est. Cost $5.71 Unrealized —

BMO BANK MONTREAL QUE 0.1%

Value $23.95M Shares 358,100 Est. Cost $36.25 Unrealized +4.7%

PSX PHILLIPS 66 0.1%

Value $23.75M Shares 410,747 Est. Cost $40.44 Unrealized -7.3%

SU SUNCOR ENERGY INC NEW 0.1%

Value $23.43M Shares 653,940 Est. Cost $19.64 Unrealized +11.1%

— HUDSON CITY BANCORP 0.1%

Value $23.35M Shares 2,579,873 Est. Cost $9.15 Unrealized —

ABBV ABBVIE INC 0.1%

Value $23.22M Shares 519,190 Est. Cost $27.14 Unrealized +0.1%

— HEALTH MGMT ASSOC INC NEW 0.1%

Value $22.74M Shares 1,776,267 Est. Cost $12.93 Unrealized —

— APACHE CORP 0.1%

Value $22.52M Shares 264,460 Est. Cost $83.83 Unrealized —

CAH CARDINAL HEALTH INC 0.1%

Value $22.25M Shares 426,663 Est. Cost $32.61 Unrealized +11.9%

CMI CUMMINS INC 0.1%

Value $22.11M Shares 166,400 Est. Cost $82.09 Unrealized +8.5%

YPF YPF SOCIEDAD ANONIMA 0.1%

Value $21.96M Shares 1,090,694 Est. Cost $14.76 Unrealized —

TRV TRAVELERS COMPANIES INC 0.1%

Value $21.71M Shares 256,089 Est. Cost $63.44 Unrealized -1.0%

COR AMERISOURCEBERGEN CORP 0.1%

Value $21.59M Shares 353,374 Est. Cost $38.92 Unrealized +8.2%

— CELGENE CORP 0.1%

Value $21.18M Shares 137,612 Est. Cost $126.36 Unrealized —

ADBE ADOBE SYS INC 0.1%

Value $21.06M Shares 405,500 Est. Cost $47.71 Unrealized 0.0%

FXI ISHARES 0.1%

Value $20.78M Shares 560,400 Est. Cost $37.08 Unrealized —

— BLACKROCK INC 0.1%

Value $20.36M Shares 75,240 Est. Cost $257.13 Unrealized —

— POWERSHARES ETF TRUST II 0.1%

Value $20.34M Shares 824,100 Est. Cost $24.75 Unrealized —

— COACH INC 0.1%

Value $20.32M Shares 372,628 Est. Cost $57.09 Unrealized —

TD TORONTO DOMINION BK ONT 0.1%

Value $20.08M Shares 222,526 Est. Cost $40.27 Unrealized +5.5%

ECL ECOLAB INC 0.1%

Value $19.6M Shares 198,481 Est. Cost $73.48 Unrealized +10.5%

PAYX PAYCHEX INC 0.1%

Value $19.56M Shares 481,371 Est. Cost $25.02 Unrealized +8.0%

— TUPPERWARE BRANDS CORP 0.1%

Value $19.47M Shares 225,394 Est. Cost $79.33 Unrealized —

— REYNOLDS AMERICAN INC 0.1%

Value $19.41M Shares 397,869 Est. Cost $48.37 Unrealized —

T AT&T INC 0.0%

Value $18.67M Shares 551,911 Est. Cost $11.40 Unrealized -3.9%

ALL ALLSTATE CORP 0.0%

Value $18.54M Shares 366,680 Est. Cost $37.12 Unrealized +3.9%

— LEAP WIRELESS INTL INC 0.0%

Value $18.53M Shares 1,173,774 Est. Cost $15.79 Unrealized —

MX MAGNACHIP SEMICONDUCTOR CORP 0.0%

Value $18.3M Shares 849,969 Est. Cost $18.26 Unrealized +10.2%

VLO VALERO ENERGY CORP NEW 0.0%

Value $18.28M Shares 535,416 Est. Cost $24.01 Unrealized -6.7%

CNI CANADIAN NATL RY CO 0.0%

Value $18.22M Shares 179,474 Est. Cost $39.40 Unrealized +0.5%

— MARATHON OIL CORP 0.0%

Value $18.17M Shares 520,919 Est. Cost $34.58 Unrealized —

MPC MARATHON PETE CORP 0.0%

Value $18.04M Shares 280,458 Est. Cost $27.55 Unrealized -11.5%

VFC V F CORP 0.0%

Value $17.96M Shares 90,236 Est. Cost $42.45 Unrealized +8.7%

ROST ROSS STORES INC 0.0%

Value $17.56M Shares 241,257 Est. Cost $28.26 Unrealized +6.9%

— COMPANHIA DE BEBIDAS DAS AME 0.0%

Value $17.33M Shares 451,900 Est. Cost $37.35 Unrealized —

STT STATE STR CORP 0.0%

Value $17.23M Shares 262,007 Est. Cost $44.60 Unrealized +10.4%

GIL GILDAN ACTIVEWEAR INC 0.0%

Value $16.29M Shares 350,281 Est. Cost $16.97 Unrealized +10.8%

— ELAN PLC 0.0%

Value $16.22M Shares 1,040,996 Est. Cost $15.17 Unrealized —

USB US BANCORP DEL 0.0%

Value $16.06M Shares 439,000 Est. Cost $22.41 Unrealized +8.6%

LNC LINCOLN NATL CORP IND 0.0%

Value $16.06M Shares 382,393 Est. Cost $22.50 Unrealized +24.2%

CHRW C H ROBINSON WORLDWIDE INC 0.0%

Value $15.92M Shares 267,237 Est. Cost $42.72 Unrealized +2.5%

TV GRUPO TELEVISA SA 0.0%

Value $15.84M Shares 566,800 Est. Cost $24.84 Unrealized —

DAL DELTA AIR LINES INC DEL 0.0%

Value $15.65M Shares 663,587 Est. Cost $14.99 Unrealized +20.4%

— ALAMOS GOLD INC 0.0%

Value $15.32M Shares 984,410 Est. Cost $12.08 Unrealized —

— TRANSCANADA CORP 0.0%

Value $15.19M Shares 345,040 Est. Cost $42.92 Unrealized —

— DELPHI AUTOMOTIVE PLC 0.0%

Value $14.51M Shares 248,445 Est. Cost $51.35 Unrealized —

— DISCOVER FINL SVCS 0.0%

Value $14.14M Shares 279,768 Est. Cost $47.64 Unrealized —

F FORD MTR CO DEL 0.0%

Value $13.81M Shares 818,612 Est. Cost $9.02 Unrealized 0.0%

— PHILIPPINE LONG DISTANCE TEL 0.0%

Value $13.71M Shares 202,072 Est. Cost $67.86 Unrealized —

TECK TECK RESOURCES LTD 0.0%

Value $13.67M Shares 507,800 Est. Cost $25.63 Unrealized -1.9%

— VIMPELCOM LTD 0.0%

Value $13.57M Shares 1,154,800 Est. Cost $11.59 Unrealized —

BEN FRANKLIN RES INC 0.0%

Value $13.47M Shares 266,490 Est. Cost $29.23 Unrealized -1.8%

— BARD C R INC 0.0%

Value $13.42M Shares 116,498 Est. Cost $108.68 Unrealized —

WDC WESTERN DIGITAL CORP 0.0%

Value $13.39M Shares 211,272 Est. Cost $35.69 Unrealized +13.1%

— PAA NAT GAS STORAGE L P 0.0%

Value $13.23M Shares 568,000 Est. Cost $23.29 Unrealized —

— CBS CORP NEW 0.0%

Value $13.19M Shares 239,149 Est. Cost $48.87 Unrealized —

ISRG INTUITIVE SURGICAL INC 0.0%

Value $13.09M Shares 34,789 Est. Cost $55.09 Unrealized -19.8%

HUM HUMANA INC 0.0%

Value $13.08M Shares 140,104 Est. Cost $71.61 Unrealized +15.8%

DLTR DOLLAR TREE INC 0.0%

Value $12.93M Shares 226,246 Est. Cost $48.73 Unrealized +10.8%

BA BOEING CO 0.0%

Value $12.92M Shares 109,977 Est. Cost $91.56 Unrealized 0.0%

MO ALTRIA GROUP INC 0.0%

Value $12.81M Shares 373,063 Est. Cost $16.25 Unrealized -0.5%

— TIME WARNER INC 0.0%

Value $12.57M Shares 191,040 Est. Cost $57.82 Unrealized —

BBY BEST BUY INC 0.0%

Value $12.54M Shares 334,429 Est. Cost $16.73 Unrealized +28.9%

— CAPITALSOURCE INC 0.0%

Value $12.54M Shares 1,055,298 Est. Cost $11.88 Unrealized —

— PRECISION CASTPARTS CORP 0.0%

Value $12.47M Shares 54,880 Est. Cost $227.24 Unrealized —

— L-3 COMMUNICATIONS HLDGS INC 0.0%

Value $12.44M Shares 131,677 Est. Cost $85.74 Unrealized —

CIG COMPANHIA ENERGETICA DE MINA 0.0%

Value $12.3M Shares 1,423,112 Est. Cost $8.64 Unrealized —

— UNILEVER PLC 0.0%

Value $12.29M Shares 318,683 Est. Cost $40.45 Unrealized —

COF CAPITAL ONE FINL CORP 0.0%

Value $12.26M Shares 178,300 Est. Cost $47.00 Unrealized +14.8%

— TATA MTRS LTD 0.0%

Value $12.13M Shares 455,790 Est. Cost $25.07 Unrealized —

VIPS VIPSHOP HLDGS LTD 0.0%

Value $12.06M Shares 212,400 Est. Cost $56.80 Unrealized —

— RAYTHEON CO 0.0%

Value $11.96M Shares 155,156 Est. Cost $66.12 Unrealized —

— YAHOO INC 0.0%

Value $11.91M Shares 359,146 Est. Cost $26.17 Unrealized —

UNM UNUM GROUP 0.0%

Value $11.86M Shares 389,619 Est. Cost $28.34 Unrealized +8.4%

PNC PNC FINL SVCS GROUP INC 0.0%

Value $11.68M Shares 161,198 Est. Cost $47.91 Unrealized +7.1%

GNW GENWORTH FINL INC 0.0%

Value $11.66M Shares 911,939 Est. Cost $10.41 Unrealized +20.4%

— TIM PARTICIPACOES S A 0.0%

Value $11.62M Shares 492,900 Est. Cost $23.57 Unrealized —

SPG SIMON PPTY GROUP INC NEW 0.0%

Value $11.57M Shares 78,080 Est. Cost $88.80 Unrealized -8.8%

— VARIAN MED SYS INC 0.0%

Value $11.55M Shares 154,629 Est. Cost $67.81 Unrealized —

— MONSTER BEVERAGE CORP 0.0%

Value $11.55M Shares 221,137 Est. Cost $60.77 Unrealized —

AZO AUTOZONE INC 0.0%

Value $11.39M Shares 26,935 Est. Cost $412.54 Unrealized +3.7%

— ST JUDE MED INC 0.0%

Value $11.13M Shares 207,433 Est. Cost $45.63 Unrealized —

EL LAUDER ESTEE COS INC 0.0%

Value $10.92M Shares 156,175 Est. Cost $58.22 Unrealized -0.5%

AIZ ASSURANT INC 0.0%

Value $10.69M Shares 197,584 Est. Cost $37.94 Unrealized +12.0%

— SIGMA ALDRICH CORP 0.0%

Value $10.68M Shares 125,255 Est. Cost $80.36 Unrealized —

— STAPLES INC 0.0%

Value $10.58M Shares 722,405 Est. Cost $15.86 Unrealized —

LOW LOWES COS INC 0.0%

Value $10.54M Shares 221,443 Est. Cost $32.16 Unrealized +13.2%

FAST FASTENAL CO 0.0%

Value $10.26M Shares 204,222 Est. Cost $8.84 Unrealized -2.8%

GME GAMESTOP CORP NEW 0.0%

Value $10.03M Shares 201,995 Est. Cost $6.27 Unrealized +36.1%

HRL HORMEL FOODS CORP 0.0%

Value $9.956M Shares 236,375 Est. Cost $15.26 Unrealized +3.8%

SBS COMPANHIA DE SANEAMENTO BASI 0.0%

Value $9.891M Shares 993,049 Est. Cost $9.96 Unrealized —

OXY OCCIDENTAL PETE CORP DEL 0.0%

Value $9.89M Shares 105,730 Est. Cost $58.73 Unrealized +0.9%

MCO MOODYS CORP 0.0%

Value $9.82M Shares 139,633 Est. Cost $53.10 Unrealized +8.5%

BK BANK NEW YORK MELLON CORP 0.0%

Value $9.618M Shares 318,572 Est. Cost $21.22 Unrealized +7.3%

HSY HERSHEY CO 0.0%

Value $9.403M Shares 101,651 Est. Cost $65.69 Unrealized +6.1%

— KELLOGG CO 0.0%

Value $9.387M Shares 159,835 Est. Cost $38.94 Unrealized -0.3%

— COSAN LTD 0.0%

Value $9.259M Shares 602,400 Est. Cost $15.37 Unrealized —

— SEARS HLDGS CORP 0.0%

Value $9.107M Shares 152,693 Est. Cost $42.08 Unrealized —

— ROCKWELL COLLINS INC 0.0%

Value $8.872M Shares 130,735 Est. Cost $63.41 Unrealized —

— CIGNA CORPORATION 0.0%

Value $8.858M Shares 115,252 Est. Cost $72.49 Unrealized —

LVS LAS VEGAS SANDS CORP 0.0%

Value $8.681M Shares 130,700 Est. Cost $39.34 Unrealized +3.3%

— CERNER CORP 0.0%

Value $8.615M Shares 163,934 Est. Cost $77.27 Unrealized —

WIT WIPRO LTD 0.0%

Value $8.539M Shares 832,242 Est. Cost $7.28 Unrealized —

— ACE LTD 0.0%

Value $8.486M Shares 90,700 Est. Cost $89.48 Unrealized —

EOG EOG RES INC 0.0%

Value $8.42M Shares 49,740 Est. Cost $46.52 Unrealized +21.2%

— AMERICAN CAPITAL AGENCY CORP 0.0%

Value $8.363M Shares 370,547 Est. Cost $22.99 Unrealized —

EXC EXELON CORP 0.0%

Value $8.344M Shares 281,500 Est. Cost $14.97 Unrealized -6.3%

— CITRIX SYS INC 0.0%

Value $8.19M Shares 115,988 Est. Cost $60.33 Unrealized —

CHKP CHECK POINT SOFTWARE TECH LT 0.0%

Value $8.179M Shares 144,600 Est. Cost $48.11 Unrealized +16.8%

— NATIONAL OILWELL VARCO INC 0.0%

Value $8.17M Shares 104,600 Est. Cost $70.73 Unrealized —

SLM SLM CORP 0.0%

Value $8.059M Shares 323,666 Est. Cost $7.81 Unrealized +11.8%

PPG PPG INDS INC 0.0%

Value $7.952M Shares 47,600 Est. Cost $59.61 Unrealized +8.4%

— SESA GOA LTD 0.0%

Value $7.91M Shares 701,862 Est. Cost $11.27 Unrealized —

— ROCK-TENN CO 0.0%

Value $7.852M Shares 77,537 Est. Cost $100.26 Unrealized —

KR KROGER CO 0.0%

Value $7.76M Shares 192,353 Est. Cost $13.75 Unrealized +10.8%

WY WEYERHAEUSER CO 0.0%

Value $7.716M Shares 269,500 Est. Cost $18.73 Unrealized -5.8%

— GANNETT INC 0.0%

Value $7.572M Shares 282,632 Est. Cost $24.46 Unrealized —

— ICONIX BRAND GROUP INC 0.0%

Value $7.399M Shares 222,738 Est. Cost $32.97 Unrealized —

— EPL OIL & GAS INC 0.0%

Value $7.388M Shares 199,090 Est. Cost $29.36 Unrealized —

— TWENTY FIRST CENTY FOX INC 0.0%

Value $7.193M Shares 214,708 Est. Cost $33.50 Unrealized —

— ITT CORP NEW 0.0%

Value $7.168M Shares 199,379 Est. Cost $29.41 Unrealized —

CTRA CABOT OIL & GAS CORP 0.0%

Value $7.136M Shares 191,200 Est. Cost $25.85 Unrealized +4.8%

MU MICRON TECHNOLOGY INC 0.0%

Value $7.093M Shares 406,000 Est. Cost $11.59 Unrealized +22.1%

— BELO CORP 0.0%

Value $7.044M Shares 514,184 Est. Cost $13.70 Unrealized —

CLX CLOROX CO DEL 0.0%

Value $7.032M Shares 86,052 Est. Cost $60.00 Unrealized -1.1%

— RTI INTL METALS INC 0.0%

Value $6.994M Shares 218,300 Est. Cost $28.31 Unrealized —

AMT AMERICAN TOWER CORP NEW 0.0%

Value $6.946M Shares 93,700 Est. Cost $59.51 Unrealized -8.9%

NFLX NETFLIX INC 0.0%

Value $6.847M Shares 22,142 Est. Cost $3.01 Unrealized +28.3%

— KAPSTONE PAPER & PACKAGING C 0.0%

Value $6.83M Shares 159,582 Est. Cost $42.80 Unrealized —

TMHC TAYLOR MORRISON HOME CORP 0.0%

Value $6.827M Shares 301,408 Est. Cost $23.55 Unrealized -4.1%

— HESS CORP 0.0%

Value $6.787M Shares 87,749 Est. Cost $71.37 Unrealized —

MEOH METHANEX CORP 0.0%

Value $6.759M Shares 131,392 Est. Cost $43.14 Unrealized +10.2%

TDC TERADATA CORP DEL 0.0%

Value $6.703M Shares 120,908 Est. Cost $54.95 Unrealized +6.9%

PFG PRINCIPAL FINL GROUP INC 0.0%

Value $6.67M Shares 155,771 Est. Cost $24.67 Unrealized +9.2%

MTB M & T BK CORP 0.0%

Value $6.648M Shares 59,400 Est. Cost $72.91 Unrealized +13.0%

MLM MARTIN MARIETTA MATLS INC 0.0%

Value $6.636M Shares 67,597 Est. Cost $93.00 Unrealized -3.9%

PSA PUBLIC STORAGE 0.0%

Value $6.601M Shares 41,117 Est. Cost $97.16 Unrealized +1.3%

SID COMPANHIA SIDERURGICA NACION 0.0%

Value $6.589M Shares 1,543,100 Est. Cost $4.27 Unrealized —

— PRECISION DRILLING CORP 0.0%

Value $6.56M Shares 659,789 Est. Cost $8.69 Unrealized —

ORLY O REILLY AUTOMOTIVE INC NEW 0.0%

Value $6.521M Shares 51,109 Est. Cost $7.19 Unrealized +13.6%

GAP GAP INC DEL 0.0%

Value $6.507M Shares 161,542 Est. Cost $26.00 Unrealized +9.9%

— STERICYCLE INC 0.0%

Value $6.497M Shares 56,300 Est. Cost $110.43 Unrealized —

IP INTL PAPER CO 0.0%

Value $6.487M Shares 144,800 Est. Cost $25.91 Unrealized +3.7%

KSS KOHLS CORP 0.0%

Value $6.44M Shares 124,453 Est. Cost $50.18 Unrealized +4.1%

ACGL ARCH CAP GROUP LTD 0.0%

Value $6.437M Shares 118,912 Est. Cost $16.55 Unrealized +2.7%

BF/B BROWN FORMAN CORP 0.0%

Value $6.42M Shares 94,228 Est. Cost $22.68 Unrealized +0.6%

PEG PUBLIC SVC ENTERPRISE GROUP 0.0%

Value $6.392M Shares 194,100 Est. Cost $21.63 Unrealized -1.7%

— SYMANTEC CORP 0.0%

Value $6.377M Shares 257,664 Est. Cost $23.81 Unrealized —

— AON PLC 0.0%

Value $6.357M Shares 85,400 Est. Cost $64.35 Unrealized —

IVZ INVESCO LTD 0.0%

Value $6.342M Shares 198,800 Est. Cost $18.91 Unrealized +0.3%

UNP UNION PAC CORP 0.0%

Value $6.25M Shares 40,232 Est. Cost $60.12 Unrealized 0.0%

WU WESTERN UN CO 0.0%

Value $6.227M Shares 333,725 Est. Cost $17.11 Unrealized —

— ISHARES 0.0%

Value $6.202M Shares 445,518 Est. Cost $13.30 Unrealized —

ENB ENBRIDGE INC 0.0%

Value $6.165M Shares 147,300 Est. Cost $23.28 Unrealized -4.9%

ETR ENTERGY CORP NEW 0.0%

Value $6.14M Shares 97,160 Est. Cost $20.47 Unrealized -1.8%

— CNOOC LTD 0.0%

Value $6.048M Shares 29,969 Est. Cost $167.48 Unrealized —

WAT WATERS CORP 0.0%

Value $6.022M Shares 56,700 Est. Cost $95.76 Unrealized +7.1%

WHR WHIRLPOOL CORP 0.0%

Value $5.957M Shares 40,680 Est. Cost $121.27 Unrealized +9.1%

HSIC SCHEIN HENRY INC 0.0%

Value $5.942M Shares 57,300 Est. Cost $36.66 Unrealized +10.5%

NVDA NVIDIA CORP 0.0%

Value $5.878M Shares 377,793 Est. Cost $0.32 Unrealized +8.2%

RF REGIONS FINL CORP NEW 0.0%

Value $5.866M Shares 633,500 Est. Cost $5.80 Unrealized +12.8%

MKC MCCORMICK & CO INC 0.0%

Value $5.817M Shares 89,907 Est. Cost $28.19 Unrealized -2.1%

— HOLLYFRONTIER CORP 0.0%

Value $5.735M Shares 136,196 Est. Cost $42.78 Unrealized —

HCA HCA HOLDINGS INC 0.0%

Value $5.731M Shares 134,051 Est. Cost $35.96 Unrealized +1.0%

SCHW SCHWAB CHARLES CORP NEW 0.0%

Value $5.712M Shares 270,200 Est. Cost $15.92 Unrealized +18.0%

HDB HDFC BANK LTD 0.0%

Value $5.707M Shares 185,400 Est. Cost $35.48 Unrealized —

MRSH MARSH & MCLENNAN COS INC 0.0%

Value $5.692M Shares 130,700 Est. Cost $31.19 Unrealized +8.1%

— BB&T CORP 0.0%

Value $5.64M Shares 167,100 Est. Cost $33.88 Unrealized —

UAL UNITED CONTL HLDGS INC 0.0%

Value $5.577M Shares 181,589 Est. Cost $31.81 Unrealized +1.2%

— CHUBB CORP 0.0%

Value $5.534M Shares 62,000 Est. Cost $84.65 Unrealized —

SSL SASOL LTD 0.0%

Value $5.521M Shares 115,521 Est. Cost $43.31 Unrealized —

CME CME GROUP INC 0.0%

Value $5.453M Shares 73,810 Est. Cost $39.16 Unrealized +13.0%

MAS MASCO CORP 0.0%

Value $5.386M Shares 253,100 Est. Cost $14.92 Unrealized -0.6%

AMP AMERIPRISE FINL INC 0.0%

Value $5.374M Shares 58,998 Est. Cost $60.42 Unrealized +12.7%

MD MEDNAX INC 0.0%

Value $5.371M Shares 53,500 Est. Cost $44.76 Unrealized +9.0%

RCI ROGERS COMMUNICATIONS INC 0.0%

Value $5.321M Shares 123,500 Est. Cost $47.39 Unrealized -14.2%

— SANDISK CORP 0.0%

Value $5.225M Shares 87,800 Est. Cost $59.84 Unrealized —

GLW CORNING INC 0.0%

Value $5.222M Shares 357,905 Est. Cost $10.75 Unrealized 0.0%

— GREEN MTN COFFEE ROASTERS IN 0.0%

Value $5.186M Shares 68,840 Est. Cost $75.06 Unrealized —

ETN EATON CORP PLC 0.0%

Value $5.091M Shares 73,950 Est. Cost $48.90 Unrealized +2.2%

RL RALPH LAUREN CORP 0.0%

Value $5.064M Shares 30,741 Est. Cost $138.18 Unrealized -0.5%

EW EDWARDS LIFESCIENCES CORP 0.0%

Value $5.034M Shares 72,300 Est. Cost $11.80 Unrealized -0.9%

HAL HALLIBURTON CO 0.0%

Value $4.993M Shares 103,700 Est. Cost $33.21 Unrealized +12.4%

— HCP INC 0.0%

Value $4.934M Shares 120,485 Est. Cost $45.44 Unrealized —

— HERTZ GLOBAL HOLDINGS INC 0.0%

Value $4.928M Shares 222,400 Est. Cost $24.80 Unrealized —

CPB CAMPBELL SOUP CO 0.0%

Value $4.911M Shares 120,625 Est. Cost $30.85 Unrealized -0.6%

— ANSYS INC 0.0%

Value $4.89M Shares 56,514 Est. Cost $76.38 Unrealized —

FMX FOMENTO ECONOMICO MEXICANO S 0.0%

Value $4.883M Shares 50,290 Est. Cost $103.20 Unrealized —

— STERLING FINL CORP WASH 0.0%

Value $4.875M Shares 170,159 Est. Cost $28.65 Unrealized —

FBIN FORTUNE BRANDS HOME & SEC IN 0.0%

Value $4.871M Shares 117,000 Est. Cost $28.06 Unrealized +2.5%

— LINKEDIN CORP 0.0%

Value $4.823M Shares 19,600 Est. Cost $246.07 Unrealized —

— COMPUCREDIT HLDGS CORP 0.0%

Value $4.812M Shares 12,031,000 Est. Cost $0.37 Unrealized —

— KRAFT FOODS GROUP INC 0.0%

Value $4.755M Shares 90,670 Est. Cost $52.44 Unrealized —

VRSK VERISK ANALYTICS INC 0.0%

Value $4.746M Shares 73,061 Est. Cost $58.62 Unrealized +2.8%

KB KB FINANCIAL GROUP INC 0.0%

Value $4.713M Shares 134,577 Est. Cost $29.63 Unrealized —

EQR EQUITY RESIDENTIAL 0.0%

Value $4.663M Shares 87,040 Est. Cost $31.42 Unrealized -3.4%

LMT LOCKHEED MARTIN CORP 0.0%

Value $4.588M Shares 35,971 Est. Cost $86.03 Unrealized 0.0%

RMD RESMED INC 0.0%

Value $4.585M Shares 86,800 Est. Cost $40.30 Unrealized +1.9%

AN AUTONATION INC 0.0%

Value $4.541M Shares 87,048 Est. Cost $44.63 Unrealized +8.1%

— TESORO CORP 0.0%

Value $4.473M Shares 101,705 Est. Cost $52.32 Unrealized —

VTR VENTAS INC 0.0%

Value $4.467M Shares 72,637 Est. Cost $49.18 Unrealized -12.8%

— HEALTH CARE REIT INC 0.0%

Value $4.465M Shares 71,584 Est. Cost $67.03 Unrealized —

PLD PROLOGIS INC 0.0%

Value $4.458M Shares 118,500 Est. Cost $27.85 Unrealized -6.6%

TROW PRICE T ROWE GROUP INC 0.0%

Value $4.424M Shares 61,500 Est. Cost $47.69 Unrealized -0.3%

— PETROCHINA CO LTD 0.0%

Value $4.397M Shares 39,994 Est. Cost $110.66 Unrealized —

— MCGRAW HILL FINL INC 0.0%

Value $4.371M Shares 66,643 Est. Cost $53.19 Unrealized —

CNQ CANADIAN NAT RES LTD 0.0%

Value $4.343M Shares 137,900 Est. Cost $8.76 Unrealized +5.2%

HLF HERBALIFE LTD 0.0%

Value $4.297M Shares 61,581 Est. Cost $22.16 Unrealized +38.0%

DOX AMDOCS LTD 0.0%

Value $4.294M Shares 117,183 Est. Cost $28.59 Unrealized +6.2%

AMG AFFILIATED MANAGERS GROUP 0.0%

Value $4.292M Shares 23,500 Est. Cost $154.58 Unrealized +11.2%

— TORCHMARK CORP 0.0%

Value $4.292M Shares 59,320 Est. Cost $66.96 Unrealized —

BXP BOSTON PROPERTIES INC 0.0%

Value $4.247M Shares 39,725 Est. Cost $64.00 Unrealized -1.9%

— ASIAINFO-LINKAGE INC 0.0%

Value $4.237M Shares 367,149 Est. Cost $11.54 Unrealized —

ALSN ALLISON TRANSMISSION HLDGS I 0.0%

Value $4.183M Shares 167,000 Est. Cost $18.65 Unrealized +2.9%

— SUNTRUST BKS INC 0.0%

Value $4.182M Shares 128,981 Est. Cost $31.57 Unrealized —

— NOBLE ENERGY INC 0.0%

Value $4.181M Shares 62,400 Est. Cost $61.00 Unrealized —

— AMERICAN STRATEGIC INCOME II 0.0%

Value $4.152M Shares 600,000 Est. Cost $6.92 Unrealized —

EMN EASTMAN CHEM CO 0.0%

Value $4.15M Shares 53,274 Est. Cost $47.81 Unrealized +11.0%

VNO VORNADO RLTY TR 0.0%

Value $4.037M Shares 48,028 Est. Cost $82.85 Unrealized —

— COMPANHIA PARANAENSE ENERG C 0.0%

Value $4.034M Shares 289,001 Est. Cost $13.96 Unrealized —

AVB AVALONBAY CMNTYS INC 0.0%

Value $3.985M Shares 31,359 Est. Cost $87.72 Unrealized -0.5%

— CROWN CASTLE INTL CORP 0.0%

Value $3.981M Shares 54,518 Est. Cost $72.39 Unrealized —

IDXX IDEXX LABS INC 0.0%

Value $3.975M Shares 39,890 Est. Cost $43.69 Unrealized +10.0%

L LOEWS CORP 0.0%

Value $3.94M Shares 84,300 Est. Cost $42.14 Unrealized +2.6%

CAG CONAGRA FOODS INC 0.0%

Value $3.82M Shares 125,902 Est. Cost $17.69 Unrealized +0.4%

FITB FIFTH THIRD BANCORP 0.0%

Value $3.799M Shares 210,561 Est. Cost $11.47 Unrealized +8.7%

VMC VULCAN MATLS CO 0.0%

Value $3.627M Shares 70,000 Est. Cost $46.69 Unrealized -3.6%

— GENCORP INC 0.0%

Value $3.591M Shares 224,000 Est. Cost $16.26 Unrealized —

PGR PROGRESSIVE CORP OHIO 0.0%

Value $3.575M Shares 131,300 Est. Cost $17.04 Unrealized +2.6%

MHK MOHAWK INDS INC 0.0%

Value $3.569M Shares 27,400 Est. Cost $118.30 Unrealized +3.1%

— TWENTY FIRST CENTY FOX INC 0.0%

Value $3.55M Shares 106,300 Est. Cost $33.40 Unrealized —

— SAFEWAY INC 0.0%

Value $3.523M Shares 110,123 Est. Cost $29.44 Unrealized —

CBRE CBRE GROUP INC 0.0%

Value $3.467M Shares 149,900 Est. Cost $23.48 Unrealized -1.4%

— TRW AUTOMOTIVE HLDGS CORP 0.0%

Value $3.456M Shares 48,466 Est. Cost $66.44 Unrealized —

FCX FREEPORT-MCMORAN COPPER & GO 0.0%

Value $3.434M Shares 103,800 Est. Cost $24.45 Unrealized +5.0%

— SIRIUS XM RADIO INC 0.0%

Value $3.428M Shares 885,894 Est. Cost $3.35 Unrealized —

HST HOST HOTELS & RESORTS INC 0.0%

Value $3.407M Shares 192,787 Est. Cost $10.74 Unrealized +1.2%

NOC NORTHROP GRUMMAN CORP 0.0%

Value $3.311M Shares 34,761 Est. Cost $74.87 Unrealized 0.0%

— AGRIUM INC 0.0%

Value $3.226M Shares 38,300 Est. Cost $86.43 Unrealized —

HP HELMERICH & PAYNE INC 0.0%

Value $3.217M Shares 46,661 Est. Cost $61.83 Unrealized +6.7%

— OMNICARE INC 0.0%

Value $3.193M Shares 3,000,000 Est. Cost $1.03 Unrealized —

AGCO AGCO CORP 0.0%

Value $3.167M Shares 52,409 Est. Cost $42.27 Unrealized +5.3%

Value $3.164M Shares 42,960 Est. Cost $65.08 Unrealized —

RY ROYAL BK CDA MONTREAL QUE 0.0%

Value $3.146M Shares 49,000 Est. Cost $59.71 Unrealized +4.0%

— INTERCONTINENTALEXCHANGE INC 0.0%

Value $3.142M Shares 17,318 Est. Cost $177.76 Unrealized —

— CPFL ENERGIA S A 0.0%

Value $3.077M Shares 178,400 Est. Cost $17.25 Unrealized —

— NAVISTAR INTL CORP NEW 0.0%

Value $3.009M Shares 82,472 Est. Cost $27.76 Unrealized —

— B/E AEROSPACE INC 0.0%

Value $3.008M Shares 40,751 Est. Cost $71.97 Unrealized —

— CREE INC 0.0%

Value $2.997M Shares 49,800 Est. Cost $60.18 Unrealized —

EQT EQT CORP 0.0%

Value $2.937M Shares 33,100 Est. Cost $42.52 Unrealized 0.0%

MUR MURPHY OIL CORP 0.0%

Value $2.936M Shares 48,673 Est. Cost $36.54 Unrealized +3.3%

— MEAD JOHNSON NUTRITION CO 0.0%

Value $2.885M Shares 38,853 Est. Cost $79.23 Unrealized —

— PANERA BREAD CO 0.0%

Value $2.883M Shares 18,185 Est. Cost $179.25 Unrealized —

NTRS NORTHERN TR CORP 0.0%

Value $2.855M Shares 52,500 Est. Cost $40.35 Unrealized +3.3%

— KANSAS CITY SOUTHERN 0.0%

Value $2.843M Shares 26,000 Est. Cost $106.45 Unrealized —

— MANTECH INTL CORP 0.0%

Value $2.757M Shares 95,865 Est. Cost $26.18 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETRO 0.0%

Value $2.755M Shares 164,700 Est. Cost $14.66 Unrealized —

— POTASH CORP SASK INC 0.0%

Value $2.661M Shares 84,911 Est. Cost $38.03 Unrealized —

— OPTIMER PHARMACEUTICALS INC 0.0%

Value $2.608M Shares 207,000 Est. Cost $12.60 Unrealized —

KEY KEYCORP NEW 0.0%

Value $2.5M Shares 219,256 Est. Cost $6.48 Unrealized +16.8%

EXPD EXPEDITORS INTL WASH INC 0.0%

Value $2.477M Shares 56,220 Est. Cost $31.69 Unrealized +11.4%

DE DEERE & CO 0.0%

Value $2.45M Shares 30,100 Est. Cost $67.54 Unrealized -2.3%

UMC UNITED MICROELECTRONICS CORP 0.0%

Value $2.447M Shares 1,187,700 Est. Cost $2.33 Unrealized —

— BROOKFIELD OFFICE PPTYS INC 0.0%

Value $2.441M Shares 128,000 Est. Cost $19.07 Unrealized —

— NYSE EURONEXT 0.0%

Value $2.426M Shares 57,800 Est. Cost $41.40 Unrealized —

ARW ARROW ELECTRS INC 0.0%

Value $2.41M Shares 49,650 Est. Cost $40.75 Unrealized +12.4%

SLF SUN LIFE FINL INC 0.0%

Value $2.388M Shares 74,600 Est. Cost $28.45 Unrealized +11.7%

— WARNER CHILCOTT PLC IRELAND 0.0%

Value $2.369M Shares 103,693 Est. Cost $22.85 Unrealized —

CYH COMMUNITY HEALTH SYS INC NEW 0.0%

Value $2.301M Shares 55,441 Est. Cost $37.66 Unrealized -5.8%

— CHINA TELECOM CORP LTD 0.0%

Value $2.285M Shares 46,218 Est. Cost $47.51 Unrealized —

— XL GROUP PLC 0.0%

Value $2.284M Shares 74,100 Est. Cost $30.32 Unrealized —

— CHINA UNICOM (HONG KONG) LTD 0.0%

Value $2.233M Shares 144,800 Est. Cost $13.14 Unrealized —

— THERAVANCE INC 0.0%

Value $2.226M Shares 54,440 Est. Cost $39.98 Unrealized —

KIM KIMCO RLTY CORP 0.0%

Value $2.167M Shares 107,399 Est. Cost $12.61 Unrealized -5.9%

— BAKER HUGHES INC 0.0%

Value $2.121M Shares 43,200 Est. Cost $47.52 Unrealized —

— FAMILY DLR STORES INC 0.0%

Value $2.112M Shares 29,326 Est. Cost $64.76 Unrealized —

VSAT VIASAT INC 0.0%

Value $2.108M Shares 33,074 Est. Cost $63.04 Unrealized +6.0%

— WESTERN ASSET HIGH INCM OPP 0.0%

Value $2.099M Shares 351,566 Est. Cost $5.97 Unrealized —

FISV FISERV INC 0.0%

Value $2.092M Shares 20,700 Est. Cost $22.42 Unrealized +7.9%

— WESTERN ASSET HGH YLD DFNDFD 0.0%

Value $2.087M Shares 116,871 Est. Cost $17.86 Unrealized —

SNPS SYNOPSYS INC 0.0%

Value $2.051M Shares 54,405 Est. Cost $35.72 Unrealized +3.7%

— MFS CHARTER INCOME TR 0.0%

Value $2.043M Shares 228,312 Est. Cost $8.95 Unrealized —

— VALSPAR CORP 0.0%

Value $2.042M Shares 32,200 Est. Cost $64.67 Unrealized —

CMCSA COMCAST CORP NEW 0.0%

Value $2.041M Shares 45,200 Est. Cost $15.68 Unrealized +5.5%

FDS FACTSET RESH SYS INC 0.0%

Value $1.995M Shares 18,290 Est. Cost $83.78 Unrealized +12.9%

— LEUCADIA NATL CORP 0.0%

Value $1.975M Shares 72,500 Est. Cost $26.23 Unrealized —

— BLACKSTONE GSO FLTING RTE FU 0.0%

Value $1.951M Shares 101,860 Est. Cost $19.73 Unrealized —

MAC MACERICH CO 0.0%

Value $1.934M Shares 34,272 Est. Cost $60.97 Unrealized —

JKHY HENRY JACK & ASSOC INC 0.0%

Value $1.879M Shares 36,400 Est. Cost $39.46 Unrealized +8.2%

SJM SMUCKER J M CO 0.0%

Value $1.869M Shares 17,790 Est. Cost $71.86 Unrealized +5.4%

— PLUM CREEK TIMBER CO INC 0.0%

Value $1.812M Shares 38,700 Est. Cost $46.66 Unrealized —

AFG AMERICAN FINL GROUP INC OHIO 0.0%

Value $1.805M Shares 33,381 Est. Cost $21.66 Unrealized +5.8%

CMA COMERICA INC 0.0%

Value $1.73M Shares 44,000 Est. Cost $24.17 Unrealized +11.7%

CINF CINCINNATI FINL CORP 0.0%

Value $1.665M Shares 35,300 Est. Cost $32.92 Unrealized +1.0%

HBAN HUNTINGTON BANCSHARES INC 0.0%

Value $1.653M Shares 200,147 Est. Cost $4.66 Unrealized +14.0%

— DWS GLOBAL HIGH INCOME FD 0.0%

Value $1.651M Shares 206,900 Est. Cost $8.10 Unrealized —

— U S AIRWAYS GROUP INC 0.0%

Value $1.635M Shares 86,257 Est. Cost $16.42 Unrealized —

— COMCAST CORP NEW 0.0%

Value $1.629M Shares 37,550 Est. Cost $39.67 Unrealized —

— MICROS SYS INC 0.0%

Value $1.598M Shares 32,000 Est. Cost $43.15 Unrealized —

— PERRIGO CO 0.0%

Value $1.592M Shares 12,900 Est. Cost $123.41 Unrealized —

— TIM HORTONS INC 0.0%

Value $1.575M Shares 27,100 Est. Cost $55.51 Unrealized —

— DIRECTV 0.0%

Value $1.562M Shares 26,140 Est. Cost $61.62 Unrealized —

GPN GLOBAL PMTS INC 0.0%

Value $1.551M Shares 30,371 Est. Cost $22.14 Unrealized +3.6%

AAP ADVANCE AUTO PARTS INC 0.0%

Value $1.547M Shares 18,713 Est. Cost $71.95 Unrealized -0.9%

— NEUSTAR INC 0.0%

Value $1.491M Shares 30,135 Est. Cost $48.67 Unrealized —

— INGRAM MICRO INC 0.0%

Value $1.474M Shares 63,962 Est. Cost $20.20 Unrealized —

— TE CONNECTIVITY LTD 0.0%

Value $1.471M Shares 28,402 Est. Cost $51.79 Unrealized —

TSN TYSON FOODS INC 0.0%

Value $1.459M Shares 51,599 Est. Cost $22.26 Unrealized 0.0%

SIMO SILICON MOTION TECHNOLOGY CO 0.0%

Value $1.442M Shares 110,432 Est. Cost $10.59 Unrealized —

MTD METTLER TOLEDO INTERNATIONAL 0.0%

Value $1.429M Shares 5,951 Est. Cost $212.95 Unrealized +5.9%

— LEGG MASON INC 0.0%

Value $1.424M Shares 42,580 Est. Cost $31.01 Unrealized —

— NORTEL INVERSORA S A 0.0%

Value $1.404M Shares 73,144 Est. Cost $14.51 Unrealized —

BTI BRITISH AMERN TOB PLC 0.0%

Value $1.393M Shares 13,252 Est. Cost $102.94 Unrealized —

— TOTAL SYS SVCS INC 0.0%

Value $1.358M Shares 46,168 Est. Cost $24.47 Unrealized —

— VIACOM INC NEW 0.0%

Value $1.346M Shares 16,109 Est. Cost $80.15 Unrealized —

TKC TURKCELL ILETISIM HIZMETLERI 0.0%

Value $1.336M Shares 90,606 Est. Cost $14.66 Unrealized —

NUS NU SKIN ENTERPRISES INC 0.0%

Value $1.328M Shares 13,869 Est. Cost $37.42 Unrealized +53.5%

— SPRINT CORP 0.0%

Value $1.301M Shares 209,187 Est. Cost $6.22 Unrealized —

NDAQ NASDAQ OMX GROUP INC 0.0%

Value $1.301M Shares 40,530 Est. Cost $8.41 Unrealized +4.2%

JBLU JETBLUE AIRWAYS CORP 0.0%

Value $1.294M Shares 194,257 Est. Cost $6.54 Unrealized -1.2%

— REALOGY HLDGS CORP 0.0%

Value $1.259M Shares 29,264 Est. Cost $48.03 Unrealized —

ZION ZIONS BANCORPORATION 0.0%

Value $1.212M Shares 44,218 Est. Cost $26.15 Unrealized +11.6%

— CST BRANDS INC 0.0%

Value $1.206M Shares 40,475 Est. Cost $30.69 Unrealized —

— SEAGATE TECHNOLOGY PLC 0.0%

Value $1.195M Shares 27,316 Est. Cost $44.76 Unrealized —

— SWISS HELVETIA FD INC 0.0%

Value $1.151M Shares 80,915 Est. Cost $14.22 Unrealized —

— PATTERSON COMPANIES INC 0.0%

Value $1.149M Shares 28,583 Est. Cost $37.61 Unrealized —

— DUN & BRADSTREET CORP DEL NE 0.0%

Value $1.145M Shares 11,030 Est. Cost $97.46 Unrealized —

— PEOPLES UNITED FINANCIAL INC 0.0%

Value $1.141M Shares 79,363 Est. Cost $14.90 Unrealized —

— E TRADE FINANCIAL CORP 0.0%

Value $1.11M Shares 67,300 Est. Cost $12.67 Unrealized —

— PENNEY J C INC 0.0%

Value $1.105M Shares 125,300 Est. Cost $12.40 Unrealized —

— DENTSPLY INTL INC NEW 0.0%

Value $1.103M Shares 25,400 Est. Cost $41.12 Unrealized —

— CENTURYLINK INC 0.0%

Value $1.048M Shares 33,403 Est. Cost $31.37 Unrealized —

— APARTMENT INVT & MGMT CO 0.0%

Value $975K Shares 34,900 Est. Cost $30.05 Unrealized —

— WESTERN ASSET GLOBAL CP DEFI 0.0%

Value $955K Shares 53,675 Est. Cost $17.79 Unrealized —

— XEROX CORP 0.0%

Value $947K Shares 92,018 Est. Cost $10.29 Unrealized —

GFI GOLD FIELDS LTD NEW 0.0%

Value $947K Shares 207,314 Est. Cost $5.25 Unrealized —

WM WASTE MGMT INC DEL 0.0%

Value $944K Shares 22,900 Est. Cost $32.03 Unrealized 0.0%

— NATIONAL BK GREECE S A 0.0%

Value $937K Shares 77,000 Est. Cost $12.01 Unrealized —

— BURGER KING WORLDWIDE INC 0.0%

Value $921K Shares 47,168 Est. Cost $19.53 Unrealized —

— GRUPO FINANCIERO SANTANDER M 0.0%

Value $918K Shares 66,430 Est. Cost $14.21 Unrealized —

— SUPERIOR ENERGY SVCS INC 0.0%

Value $897K Shares 35,810 Est. Cost $25.95 Unrealized —

AEP AMERICAN ELEC PWR INC 0.0%

Value $897K Shares 20,700 Est. Cost $30.44 Unrealized -6.4%

— APOLLO GROUP INC 0.0%

Value $893K Shares 42,900 Est. Cost $17.73 Unrealized —

— TECHNE CORP 0.0%

Value $881K Shares 11,000 Est. Cost $69.08 Unrealized —

DOV DOVER CORP 0.0%

Value $864K Shares 9,619 Est. Cost $46.22 Unrealized 0.0%

CHT CHUNGHWA TELECOM CO LTD 0.0%

Value $862K Shares 27,292 Est. Cost $32.10 Unrealized —

PBR PETROLEO BRASILEIRO SA PETRO 0.0%

Value $854K Shares 55,110 Est. Cost $13.42 Unrealized —

ROL ROLLINS INC 0.0%

Value $851K Shares 32,100 Est. Cost $6.04 Unrealized +7.1%

— VISTAPRINT N V 0.0%

Value $846K Shares 14,963 Est. Cost $49.35 Unrealized —

DVN DEVON ENERGY CORP NEW 0.0%

Value $832K Shares 14,400 Est. Cost $37.14 Unrealized +2.6%

THC TENET HEALTHCARE CORP 0.0%

Value $825K Shares 20,038 Est. Cost $44.77 Unrealized -6.6%

— GENERAL GROWTH PPTYS INC NEW 0.0%

Value $822K Shares 42,600 Est. Cost $19.87 Unrealized —

— BEAM INC 0.0%

Value $821K Shares 12,700 Est. Cost $63.08 Unrealized —

MOS MOSAIC CO NEW 0.0%

Value $813K Shares 18,900 Est. Cost $42.59 Unrealized -14.7%

— CHIQUITA BRANDS INTL INC 0.0%

Value $808K Shares 63,787 Est. Cost $10.92 Unrealized —

— ALLIANT TECHSYSTEMS INC 0.0%

Value $801K Shares 8,206 Est. Cost $82.37 Unrealized —

— PRICELINE COM INC 0.0%

Value $796K Shares 787 Est. Cost $926.08 Unrealized —

— ENDO HEALTH SOLUTIONS INC 0.0%

Value $793K Shares 17,450 Est. Cost $36.79 Unrealized —

URI UNITED RENTALS INC 0.0%

Value $793K Shares 13,600 Est. Cost $52.33 Unrealized +2.7%

HRB BLOCK H & R INC 0.0%

Value $792K Shares 29,722 Est. Cost $18.18 Unrealized +2.8%

— FOREST LABS INC 0.0%

Value $792K Shares 18,518 Est. Cost $41.00 Unrealized —

— ENERSIS S A 0.0%

Value $788K Shares 49,040 Est. Cost $16.29 Unrealized —

— JOY GLOBAL INC 0.0%

Value $782K Shares 15,316 Est. Cost $49.81 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 0.0%

Value $780K Shares 50,696 Est. Cost $16.56 Unrealized —

— HATTERAS FINL CORP 0.0%

Value $779K Shares 41,661 Est. Cost $23.89 Unrealized —

— UNIT CORP 0.0%

Value $776K Shares 16,700 Est. Cost $43.24 Unrealized —

— LEXMARK INTL NEW 0.0%

Value $772K Shares 23,386 Est. Cost $30.58 Unrealized —

— HARRIS CORP DEL 0.0%

Value $763K Shares 12,874 Est. Cost $49.24 Unrealized —

MORN MORNINGSTAR INC 0.0%

Value $753K Shares 9,500 Est. Cost $69.29 Unrealized +11.6%

ED CONSOLIDATED EDISON INC 0.0%

Value $750K Shares 13,600 Est. Cost $36.36 Unrealized 0.0%

— NEWFIELD EXPL CO 0.0%

Value $731K Shares 26,700 Est. Cost $24.38 Unrealized —

— CHIMERA INVT CORP 0.0%

Value $709K Shares 233,219 Est. Cost $3.00 Unrealized —

— EXELIS INC 0.0%

Value $705K Shares 44,851 Est. Cost $13.78 Unrealized —

PBI PITNEY BOWES INC 0.0%

Value $700K Shares 38,463 Est. Cost $14.77 Unrealized +11.1%

— PROTECTIVE LIFE CORP 0.0%

Value $695K Shares 16,337 Est. Cost $38.40 Unrealized —

— WEATHERFORD INTERNATIONAL LT 0.0%

Value $694K Shares 45,300 Est. Cost $13.88 Unrealized —

— GUESS INC 0.0%

Value $692K Shares 23,168 Est. Cost $30.56 Unrealized —

— AMERICAN INTL GROUP INC 0.0%

Value $685K Shares 36,160 Est. Cost $18.25 Unrealized —

— VALIDUS HOLDINGS LTD 0.0%

Value $676K Shares 18,286 Est. Cost $36.13 Unrealized —

— RITE AID CORP 0.0%

Value $673K Shares 141,338 Est. Cost $4.76 Unrealized —

— FLEETCOR TECHNOLOGIES INC 0.0%

Value $666K Shares 6,047 Est. Cost $81.24 Unrealized —

— COMPUTER SCIENCES CORP 0.0%

Value $664K Shares 12,843 Est. Cost $43.77 Unrealized —

— LIFEPOINT HOSPITALS INC 0.0%

Value $662K Shares 14,200 Est. Cost $48.82 Unrealized —

— NOBLE CORPORATION BAAR 0.0%

Value $661K Shares 17,500 Est. Cost $37.62 Unrealized —

— DEVRY INC DEL 0.0%

Value $647K Shares 21,166 Est. Cost $31.01 Unrealized —

NRG NRG ENERGY INC 0.0%

Value $645K Shares 23,600 Est. Cost $20.46 Unrealized +0.9%

— STANCORP FINL GROUP INC 0.0%

Value $643K Shares 11,695 Est. Cost $49.40 Unrealized —

— MARVELL TECHNOLOGY GROUP LTD 0.0%

Value $642K Shares 55,850 Est. Cost $11.72 Unrealized —

BR BROADRIDGE FINL SOLUTIONS IN 0.0%

Value $641K Shares 20,182 Est. Cost $21.68 Unrealized +9.3%

FSLR FIRST SOLAR INC 0.0%

Value $631K Shares 15,698 Est. Cost $44.50 Unrealized -5.0%

LEA LEAR CORP 0.0%

Value $631K Shares 8,814 Est. Cost $56.05 Unrealized 0.0%

— ENERGIZER HLDGS INC 0.0%

Value $630K Shares 6,914 Est. Cost $91.12 Unrealized —

— CAREFUSION CORP 0.0%

Value $629K Shares 17,056 Est. Cost $36.86 Unrealized —

SHG SHINHAN FINANCIAL GROUP CO L 0.0%

Value $626K Shares 15,460 Est. Cost $32.54 Unrealized —

WLY WILEY JOHN & SONS INC 0.0%

Value $617K Shares 12,939 Est. Cost $27.63 Unrealized +13.7%

— CIMAREX ENERGY CO 0.0%

Value $617K Shares 6,400 Est. Cost $69.34 Unrealized —

UHS UNIVERSAL HLTH SVCS INC 0.0%

Value $617K Shares 8,229 Est. Cost $66.39 Unrealized 0.0%

— GYRODYNE CO AMER INC 0.0%

Value $607K Shares 8,105 Est. Cost $72.10 Unrealized —

— WESCO AIRCRAFT HLDGS INC 0.0%

Value $605K Shares 28,900 Est. Cost $18.56 Unrealized —

OSK OSHKOSH CORP 0.0%

Value $604K Shares 12,339 Est. Cost $31.79 Unrealized +15.9%

— SYMETRA FINL CORP 0.0%

Value $604K Shares 33,888 Est. Cost $16.00 Unrealized —

— TWO HBRS INVT CORP 0.0%

Value $603K Shares 62,056 Est. Cost $10.25 Unrealized —

— FIDELITY NATIONAL FINANCIAL 0.0%

Value $600K Shares 22,557 Est. Cost $23.80 Unrealized —

— C&J ENERGY SVCS INC 0.0%

Value $592K Shares 29,499 Est. Cost $19.38 Unrealized —

FE FIRSTENERGY CORP 0.0%

Value $583K Shares 16,000 Est. Cost $22.25 Unrealized 0.0%

STWD STARWOOD PPTY TR INC 0.0%

Value $580K Shares 24,200 Est. Cost $24.76 Unrealized —

— CYS INVTS INC 0.0%

Value $576K Shares 70,800 Est. Cost $9.20 Unrealized —

— KODIAK OIL & GAS CORP 0.0%

Value $574K Shares 47,600 Est. Cost $9.14 Unrealized —

— STONE ENERGY CORP 0.0%

Value $572K Shares 17,646 Est. Cost $22.16 Unrealized —

DLX DELUXE CORP 0.0%

Value $556K Shares 13,357 Est. Cost $23.94 Unrealized +6.6%

HAS HASBRO INC 0.0%

Value $555K Shares 11,775 Est. Cost $31.26 Unrealized 0.0%

— ARMOUR RESIDENTIAL REIT INC 0.0%

Value $554K Shares 131,944 Est. Cost $4.71 Unrealized —

HII HUNTINGTON INGALLS INDS INC 0.0%

Value $547K Shares 8,123 Est. Cost $47.14 Unrealized +8.9%

— FRONTIER COMMUNICATIONS CORP 0.0%

Value $542K Shares 129,953 Est. Cost $4.05 Unrealized —

PTEN PATTERSON UTI ENERGY INC 0.0%

Value $541K Shares 25,295 Est. Cost $21.83 Unrealized -5.9%

DAN DANA HLDG CORP 0.0%

Value $541K Shares 23,669 Est. Cost $14.00 Unrealized +22.7%

AXIA CENTRAIS ELETRICAS BRASILEIR 0.0%

Value $533K Shares 189,760 Est. Cost $2.12 Unrealized —

— JACOBS ENGR GROUP INC DEL 0.0%

Value $529K Shares 9,100 Est. Cost $58.13 Unrealized —

TMO THERMO FISHER SCIENTIFIC INC 0.0%

Value $523K Shares 5,675 Est. Cost $79.76 Unrealized +8.8%

FHI FEDERATED INVS INC PA 0.0%

Value $513K Shares 18,900 Est. Cost $14.54 Unrealized +13.1%

— PARKER DRILLING CO 0.0%

Value $504K Shares 88,423 Est. Cost $5.05 Unrealized —

— WINDSTREAM HLDGS INC 0.0%

Value $502K Shares 62,785 Est. Cost $8.00 Unrealized —

UGI UGI CORP NEW 0.0%

Value $501K Shares 12,792 Est. Cost $26.32 Unrealized +1.8%

YZCAY YANZHOU COAL MNG CO LTD 0.0%

Value $498K Shares 52,084 Est. Cost $7.12 Unrealized —

OIS OIL STS INTL INC 0.0%

Value $497K Shares 4,800 Est. Cost $51.92 Unrealized +5.2%

CX CEMEX SAB DE CV 0.0%

Value $496K Shares 44,328 Est. Cost $10.58 Unrealized —

— WPX ENERGY INC 0.0%

Value $496K Shares 25,733 Est. Cost $18.94 Unrealized —

— SPIRIT AIRLS INC 0.0%

Value $490K Shares 14,300 Est. Cost $34.27 Unrealized —

RS RELIANCE STEEL & ALUMINUM CO 0.0%

Value $489K Shares 6,668 Est. Cost $69.79 Unrealized 0.0%

BPOP POPULAR INC 0.0%

Value $489K Shares 18,646 Est. Cost $21.82 Unrealized +8.8%

PRI PRIMERICA INC 0.0%

Value $486K Shares 12,057 Est. Cost $34.51 Unrealized +14.7%

— SEARS HOMETOWN & OUTLET STOR 0.0%

Value $483K Shares 15,200 Est. Cost $39.16 Unrealized —

DHI D R HORTON INC 0.0%

Value $476K Shares 24,500 Est. Cost $21.23 Unrealized -18.1%

— SUPERVALU INC 0.0%

Value $475K Shares 57,744 Est. Cost $8.23 Unrealized —

ARCC ARES CAP CORP 0.0%

Value $472K Shares 27,300 Est. Cost $5.23 Unrealized +2.7%

VZ VERIZON COMMUNICATIONS INC 0.0%

Value $460K Shares 9,849 Est. Cost $27.04 Unrealized -3.4%

— ANGLOGOLD ASHANTI LTD 0.0%

Value $459K Shares 34,567 Est. Cost $14.30 Unrealized —

— INVESCO HIGH INCOME TR II 0.0%

Value $457K Shares 28,730 Est. Cost $15.91 Unrealized —

— PORTFOLIO RECOVERY ASSOCS IN 0.0%

Value $456K Shares 7,600 Est. Cost $103.16 Unrealized —

AVY AVERY DENNISON CORP 0.0%

Value $452K Shares 10,391 Est. Cost $34.67 Unrealized 0.0%

ZD J2 GLOBAL INC 0.0%

Value $452K Shares 9,123 Est. Cost $34.95 Unrealized +19.8%

— DONNELLEY R R & SONS CO 0.0%

Value $450K Shares 28,473 Est. Cost $14.02 Unrealized —

IMO IMPERIAL OIL LTD 0.0%

Value $444K Shares 10,100 Est. Cost $30.07 Unrealized +7.7%

SNX SYNNEX CORP 0.0%

Value $440K Shares 7,167 Est. Cost $22.55 Unrealized 0.0%

— ASPEN INSURANCE HOLDINGS LTD 0.0%

Value $437K Shares 12,050 Est. Cost $37.06 Unrealized —

— TALISMAN ENERGY INC 0.0%

Value $437K Shares 38,000 Est. Cost $11.38 Unrealized —

— WADDELL & REED FINL INC 0.0%

Value $436K Shares 8,470 Est. Cost $51.48 Unrealized —

ACM AECOM TECHNOLOGY CORP DELAWA 0.0%

Value $433K Shares 13,840 Est. Cost $30.10 Unrealized 0.0%

AVT AVNET INC 0.0%

Value $432K Shares 10,366 Est. Cost $29.72 Unrealized 0.0%

— WHITING PETE CORP NEW 0.0%

Value $431K Shares 7,200 Est. Cost $49.27 Unrealized —

PMT PENNYMAC MTG INVT TR 0.0%

Value $430K Shares 18,981 Est. Cost $21.04 Unrealized —

— NORTHSTAR RLTY FIN CORP 0.0%

Value $425K Shares 45,790 Est. Cost $9.09 Unrealized —

— ENSCO PLC 0.0%

Value $425K Shares 7,900 Est. Cost $56.32 Unrealized —

— ROVI CORP 0.0%

Value $423K Shares 22,061 Est. Cost $21.60 Unrealized —

LEN LENNAR CORP 0.0%

Value $421K Shares 11,900 Est. Cost $34.18 Unrealized -14.4%

MFC MANULIFE FINL CORP 0.0%

Value $418K Shares 25,200 Est. Cost $15.16 Unrealized +12.6%

MTG MGIC INVT CORP WIS 0.0%

Value $418K Shares 57,400 Est. Cost $7.10 Unrealized 0.0%

— UNITED STATIONERS INC 0.0%

Value $411K Shares 9,440 Est. Cost $43.54 Unrealized —

AGO ASSURED GUARANTY LTD 0.0%

Value $401K Shares 21,399 Est. Cost $17.27 Unrealized -1.2%

— BROCADE COMMUNICATIONS SYS I 0.0%

Value $398K Shares 49,438 Est. Cost $5.76 Unrealized —

WRLD WORLD ACCEP CORP DEL 0.0%

Value $398K Shares 4,427 Est. Cost $88.91 Unrealized -4.2%

HLX HELIX ENERGY SOLUTIONS GRP I 0.0%

Value $396K Shares 15,593 Est. Cost $23.34 Unrealized +10.1%

— BASIC ENERGY SVCS INC NEW 0.0%

Value $395K Shares 31,273 Est. Cost $12.20 Unrealized —

CAR AVIS BUDGET GROUP 0.0%

Value $392K Shares 13,612 Est. Cost $28.57 Unrealized -0.6%

— VALASSIS COMMUNICATIONS INC 0.0%

Value $391K Shares 13,531 Est. Cost $24.56 Unrealized —

— BLACKROCK STRTGC BOND TR 0.0%

Value $391K Shares 30,220 Est. Cost $12.94 Unrealized —

— MEREDITH CORP 0.0%

Value $386K Shares 8,106 Est. Cost $47.70 Unrealized —

— APOLLO INVT CORP 0.0%

Value $385K Shares 47,178 Est. Cost $7.74 Unrealized —

— CASH AMER INTL INC 0.0%

Value $382K Shares 8,432 Est. Cost $45.43 Unrealized —

— PDL BIOPHARMA INC 0.0%

Value $379K Shares 47,607 Est. Cost $7.73 Unrealized —

— DOLE FOOD CO INC NEW 0.0%

Value $376K Shares 27,618 Est. Cost $12.75 Unrealized —

— KEY ENERGY SVCS INC 0.0%

Value $376K Shares 51,600 Est. Cost $7.29 Unrealized —

— AMERICAN EQTY INVT LIFE HLD 0.0%

Value $370K Shares 17,459 Est. Cost $21.19 Unrealized —

ORI OLD REP INTL CORP 0.0%

Value $369K Shares 23,990 Est. Cost $6.16 Unrealized 0.0%

ALV AUTOLIV INC 0.0%

Value $367K Shares 4,200 Est. Cost $45.08 Unrealized 0.0%

CACI CACI INTL INC 0.0%

Value $364K Shares 5,273 Est. Cost $60.37 Unrealized +10.6%

UVV UNIVERSAL CORP VA 0.0%

Value $363K Shares 7,126 Est. Cost $58.13 Unrealized -4.8%

AMAT APPLIED MATLS INC 0.0%

Value $361K Shares 20,600 Est. Cost $13.53 Unrealized 0.0%

DECK DECKERS OUTDOOR CORP 0.0%

Value $352K Shares 5,342 Est. Cost $9.70 Unrealized 0.0%

MMS MAXIMUS INC 0.0%

Value $347K Shares 7,700 Est. Cost $38.52 Unrealized +0.4%

— FIFTH STREET FINANCE CORP 0.0%

Value $338K Shares 32,854 Est. Cost $10.45 Unrealized —

— GULFMARK OFFSHORE INC 0.0%

Value $336K Shares 6,600 Est. Cost $45.06 Unrealized —

— PIONEER ENERGY SVCS CORP 0.0%

Value $334K Shares 44,500 Est. Cost $6.75 Unrealized —

— AMSURG CORP 0.0%

Value $330K Shares 8,300 Est. Cost $35.14 Unrealized —

— ATWOOD OCEANICS INC 0.0%

Value $330K Shares 6,000 Est. Cost $52.02 Unrealized —

— AMERN STRATEGIC INCOME PTFL 0.0%

Value $311K Shares 38,306 Est. Cost $8.12 Unrealized —

SLRC SOLAR CAP LTD 0.0%

Value $310K Shares 13,997 Est. Cost $7.36 Unrealized -0.9%

SM SM ENERGY CO 0.0%

Value $309K Shares 4,000 Est. Cost $61.42 Unrealized 0.0%

LUV SOUTHWEST AIRLS CO 0.0%

Value $306K Shares 21,000 Est. Cost $11.86 Unrealized +0.2%

— FXCM INC 0.0%

Value $304K Shares 15,400 Est. Cost $19.74 Unrealized —

— ENERGEN CORP 0.0%

Value $298K Shares 3,900 Est. Cost $76.41 Unrealized —

WTI W & T OFFSHORE INC 0.0%

Value $296K Shares 16,713 Est. Cost $13.94 Unrealized +15.9%

— DENBURY RES INC 0.0%

Value $291K Shares 15,800 Est. Cost $17.63 Unrealized —

BIGGQ BIG LOTS INC 0.0%

Value $291K Shares 7,838 Est. Cost $26.63 Unrealized 0.0%

UGP ULTRAPAR PARTICIPACOES S A 0.0%

Value $290K Shares 11,780 Est. Cost $23.92 Unrealized —

— ENGILITY HLDGS INC 0.0%

Value $288K Shares 9,074 Est. Cost $31.74 Unrealized —

EFX EQUIFAX INC 0.0%

Value $287K Shares 4,801 Est. Cost $53.06 Unrealized +2.3%

COLB COLUMBIA BKG SYS INC 0.0%

Value $287K Shares 11,600 Est. Cost $14.59 Unrealized 0.0%

— EXPRESS INC 0.0%

Value $282K Shares 11,966 Est. Cost $23.57 Unrealized —

— RESOLUTE FST PRODS INC 0.0%

Value $277K Shares 20,990 Est. Cost $13.17 Unrealized —

QUAD QUAD / GRAPHICS INC 0.0%

Value $276K Shares 9,101 Est. Cost $22.74 Unrealized +29.8%

— HILLENBRAND INC 0.0%

Value $275K Shares 10,030 Est. Cost $27.42 Unrealized —

PNNT PENNANTPARK INVT CORP 0.0%

Value $271K Shares 24,100 Est. Cost $2.41 Unrealized +4.7%

— TECH DATA CORP 0.0%

Value $270K Shares 5,414 Est. Cost $49.87 Unrealized —

BAH BOOZ ALLEN HAMILTON HLDG COR 0.0%

Value $267K Shares 13,840 Est. Cost $10.71 Unrealized +24.1%

FCN FTI CONSULTING INC 0.0%

Value $265K Shares 7,014 Est. Cost $35.45 Unrealized 0.0%

— FOREST OIL CORP 0.0%

Value $262K Shares 43,000 Est. Cost $4.09 Unrealized —

— UNITED ONLINE INC 0.0%

Value $260K Shares 32,603 Est. Cost $7.70 Unrealized —

Value $254K Shares 9,012 Est. Cost $28.18 Unrealized —

MBI MBIA INC 0.0%

Value $248K Shares 24,243 Est. Cost $5.49 Unrealized 0.0%

— BARNES & NOBLE INC 0.0%

Value $245K Shares 18,904 Est. Cost $15.21 Unrealized —

— BERRY PETE CO 0.0%

Value $242K Shares 5,600 Est. Cost $42.32 Unrealized —

— MELLANOX TECHNOLOGIES LTD 0.0%

Value $242K Shares 6,384 Est. Cost $37.91 Unrealized —

GBDC GOLUB CAP BDC INC 0.0%

Value $236K Shares 13,600 Est. Cost $5.68 Unrealized +3.7%

WLK WESTLAKE CHEM CORP 0.0%

Value $230K Shares 2,200 Est. Cost $37.72 Unrealized +13.7%

UPBD RENT A CTR INC NEW 0.0%

Value $228K Shares 5,987 Est. Cost $36.22 Unrealized +6.4%

BKE BUCKLE INC 0.0%

Value $222K Shares 4,100 Est. Cost $15.19 Unrealized +6.4%

POST POST HLDGS INC 0.0%

Value $221K Shares 5,481 Est. Cost $29.19 Unrealized 0.0%

— HOSPITALITY PPTYS TR 0.0%

Value $220K Shares 7,780 Est. Cost $28.28 Unrealized —

— NII HLDGS INC 0.0%

Value $213K Shares 35,023 Est. Cost $6.67 Unrealized —

AMZN AMAZON COM INC 0.0%

Value $213K Shares 680 Est. Cost $13.32 Unrealized +11.9%

AKO/B EMBOTELLADORA ANDINA S A 0.0%

Value $211K Shares 6,410 Est. Cost $34.32 Unrealized —

NNI NELNET INC 0.0%

Value $204K Shares 5,307 Est. Cost $38.64 Unrealized 0.0%

— STEWART ENTERPRISES INC 0.0%

Value $196K Shares 14,900 Est. Cost $13.15 Unrealized —

— BANK OF AMERICA CORPORATION 0.0%

Value $150K Shares 190,000 Est. Cost $0.77 Unrealized —

— SPIRIT RLTY CAP INC NEW 0.0%

Value $149K Shares 16,254 Est. Cost $9.17 Unrealized —

HIMX HIMAX TECHNOLOGIES INC 0.0%

Value $139K Shares 13,900 Est. Cost $10.00 Unrealized —

PSEC PROSPECT CAPITAL CORPORATION 0.0%

Value $138K Shares 12,300 Est. Cost $2.26 Unrealized +6.9%

— MFA FINL INC 0.0%

Value $127K Shares 17,066 Est. Cost $7.44 Unrealized —

— IDENIX PHARMACEUTICALS INC 0.0%

Value $113K Shares 21,600 Est. Cost $3.61 Unrealized —

— DCT INDUSTRIAL TRUST INC 0.0%

Value $109K Shares 15,200 Est. Cost $7.17 Unrealized —

— TRANSGLOBE ENERGY CORP 0.0%

Value $105K Shares 13,400 Est. Cost $6.19 Unrealized —

— VONAGE HLDGS CORP 0.0%

Value $103K Shares 32,772 Est. Cost $3.14 Unrealized —

— HIGHER ONE HLDGS INC 0.0%

Value $102K Shares 13,300 Est. Cost $7.67 Unrealized —

— DESARROLLADORA HOMEX S A DE 0.0%

Value $81,000 Shares 38,400 Est. Cost $3.34 Unrealized —

— GENCO SHIPPING & TRADING LTD 0.0%

Value $75,000 Shares 19,100 Est. Cost $1.62 Unrealized —

— CENTRAIS ELETRICAS BRASILEIR 0.0%

Value $60,000 Shares 12,900 Est. Cost $3.95 Unrealized —

— JAMES RIVER COAL CO 0.0%

Value $39,000 Shares 19,900 Est. Cost $1.83 Unrealized —

CDVIQ CAL DIVE INTL INC DEL 0.0%

Value $37,000 Shares 18,100 Est. Cost $1.86 Unrealized +11.3%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
MSFT	MICROSOFT CORP	55,295,985	$1.842B	4.9%	$26.70	+1.1%	COM	594918104
JNJ	JOHNSON & JOHNSON	21,210,245	$1.839B	4.8%	$59.66	+6.5%	COM	478160104
—	GOOGLE INC	2,067,491	$1.811B	4.8%	$880.37	—	CL A	38259P508
ORCL	ORACLE CORP	49,441,971	$1.64B	4.3%	$27.58	-1.9%	COM	68389X105
KO	COCA COLA CO	40,398,770	$1.53B	4.0%	$27.85	-3.9%	COM	191216100
PG	PROCTER & GAMBLE CO	19,414,973	$1.468B	3.9%	$55.04	+2.2%	COM	742718109
CVX	CHEVRON CORP NEW	12,072,776	$1.467B	3.9%	$71.30	+2.5%	COM	166764100
IBM	INTERNATIONAL BUSINESS MACHS	7,631,817	$1.413B	3.7%	$118.29	-5.7%	COM	459200101
PM	PHILIP MORRIS INTL INC	16,210,217	$1.404B	3.7%	$49.79	-4.9%	COM	718172109
PFE	PFIZER INC	47,726,111	$1.37B	3.6%	$16.46	-0.6%	COM	717081103
WMT	WAL-MART STORES INC	15,337,074	$1.134B	3.0%	$19.98	-1.0%	COM	931142103
PEP	PEPSICO INC	13,553,502	$1.078B	2.8%	$56.00	+1.4%	COM	713448108
CSCO	CISCO SYS INC	41,617,205	$975M	2.6%	$15.24	+11.1%	COM	17275R102
—	EXPRESS SCRIPTS HLDG CO	14,091,140	$871M	2.3%	$61.69	—	COM	30219G108
MCD	MCDONALDS CORP	7,762,911	$747M	2.0%	$71.80	-1.7%	COM	580135101
CL	COLGATE PALMOLIVE CO	11,074,436	$657M	1.7%	$44.38	+0.4%	COM	194162103
MRK	MERCK & CO INC NEW	13,291,108	$633M	1.7%	$30.04	+3.1%	COM	58933Y105
MMM	3M CO	5,218,414	$623M	1.6%	$61.78	+6.8%	COM	88579Y101
—	MEDTRONIC INC	10,124,082	$539M	1.4%	$51.55	—	COM	585055106
ABT	ABBOTT LABS	16,030,229	$532M	1.4%	$28.85	-4.0%	COM	002824100
QCOM	QUALCOMM INC	7,322,254	$493M	1.3%	$45.38	+2.6%	COM	747525103
UNH	UNITEDHEALTH GROUP INC	6,609,403	$473M	1.2%	$51.92	+12.9%	COM	91324P102
AAPL	APPLE INC	986,739	$470M	1.2%	$13.16	+8.5%	COM	037833100
XOM	EXXON MOBIL CORP	5,459,887	$470M	1.2%	$53.69	+0.9%	COM	30231G102
—	HEWLETT PACKARD CO	19,917,993	$418M	1.1%	$24.80	—	COM	428236103
BMY	BRISTOL MYERS SQUIBB CO	8,368,932	$387M	1.0%	$28.72	+1.7%	COM	110122108
LLY	LILLY ELI & CO	7,012,820	$353M	0.9%	$42.08	-2.6%	COM	532457108
TGT	TARGET CORP	5,479,685	$351M	0.9%	$47.95	-1.6%	COM	87612E106
NKE	NIKE INC	4,183,106	$304M	0.8%	$26.53	+5.3%	CL B	654106103
AMGN	AMGEN INC	2,668,851	$299M	0.8%	$74.17	+3.8%	COM	031162100
EEM	ISHARES	6,477,052	$264M	0.7%	$38.57	—	MSCI EMG MKT ETF	464287234
VALE	VALE S A	13,363,171	$209M	0.5%	$13.15	—	ADR	91912E105
ZBH	ZIMMER HLDGS INC	2,539,239	$209M	0.5%	$67.30	+5.6%	COM	98956P102
MA	MASTERCARD INC	306,969	$207M	0.5%	$51.54	+13.1%	CL A	57636Q104
—	VALE S A	13,989,458	$199M	0.5%	$12.16	—	ADR REPSTG PFD	91912E204
—	WALGREEN CO	3,640,147	$196M	0.5%	$46.31	—	COM	931422109
—	LORILLARD INC	4,306,660	$193M	0.5%	$43.68	—	COM	544147101
GILD	GILEAD SCIENCES INC	2,922,399	$184M	0.5%	$36.92	+12.5%	COM	375558103
COST	COSTCO WHSL CORP NEW	1,561,362	$180M	0.5%	$87.33	+4.9%	COM	22160K105
—	E M C CORP MASS	7,031,876	$180M	0.5%	$23.95	—	COM	268648102
BAX	BAXTER INTL INC	2,709,258	$178M	0.5%	$30.55	+1.6%	COM	071813109
BIDU	BAIDU INC	1,145,350	$178M	0.5%	$154.01	—	SPON ADR REP A	056752108
KMB	KIMBERLY CLARK CORP	1,849,261	$174M	0.5%	$62.76	-2.7%	COM	494368103
CPA	COPA HOLDINGS SA	1,248,136	$173M	0.5%	$88.18	+7.1%	CL A	P31076105
SYY	SYSCO CORP	5,290,059	$168M	0.4%	$24.39	-1.7%	COM	871829107
V	VISA INC	877,967	$168M	0.4%	$40.02	+5.8%	COM CL A	92826C839
CVS	CVS CAREMARK CORPORATION	2,902,828	$165M	0.4%	$41.71	+2.6%	COM	126650100
BDX	BECTON DICKINSON & CO	1,592,344	$159M	0.4%	$78.58	+2.6%	COM	075887109
SYK	STRYKER CORP	2,296,002	$155M	0.4%	$57.67	+3.1%	COM	863667101
—	AMERICA MOVIL SAB DE CV	7,781,940	$154M	0.4%	$21.75	—	SPON ADR L SHS	02364W105
GIS	GENERAL MLS INC	3,090,422	$148M	0.4%	$32.19	+2.2%	COM	370334104
JPM	JPMORGAN CHASE & CO	2,613,460	$135M	0.4%	$36.24	+6.3%	COM	46625H100
—	LABORATORY CORP AMER HLDGS	1,266,248	$126M	0.3%	$100.10	—	COM NEW	50540R409
ITUB	ITAU UNIBANCO HLDG SA	8,669,241	$122M	0.3%	$12.98	—	SPON ADR REP PFD	465562106
C	CITIGROUP INC	2,439,763	$118M	0.3%	$35.76	+5.2%	COM NEW	172967424
—	MOBILE TELESYSTEMS OJSC	5,069,372	$113M	0.3%	$20.61	—	SPONSORED ADR	607409109
TJX	TJX COS INC NEW	1,864,789	$105M	0.3%	$20.82	+8.2%	COM	872540109
INTU	INTUIT	1,520,570	$101M	0.3%	$55.43	+4.9%	COM	461202103
BAC	BANK OF AMERICA CORPORATION	7,298,648	$101M	0.3%	$10.03	+12.0%	COM	060505104
YUM	YUM BRANDS INC	1,319,400	$94.19M	0.2%	$38.97	+5.2%	COM	988498101
DGX	QUEST DIAGNOSTICS INC	1,466,042	$90.59M	0.2%	$46.22	+1.0%	COM	74834L100
—	UNITED TECHNOLOGIES CORP	832,843	$89.8M	0.2%	$105.50	—	COM	913017109
—	BED BATH & BEYOND INC	1,096,873	$84.85M	0.2%	$72.62	—	COM	075896100
—	ALLERGAN INC	903,161	$81.69M	0.2%	$84.53	—	COM	018490102
EBAY	EBAY INC	1,367,926	$76.32M	0.2%	$20.03	-0.3%	COM	278642103
TSM	TAIWAN SEMICONDUCTOR MFG LTD	4,436,293	$75.24M	0.2%	$17.31	—	SPONSORED ADR	874039100
MGA	MAGNA INTL INC	861,112	$71.17M	0.2%	$24.81	+13.1%	COM	559222401
DHR	DANAHER CORP DEL	1,023,604	$70.96M	0.2%	$26.53	+3.3%	COM	235851102
ACN	ACCENTURE PLC IRELAND	947,794	$69.8M	0.2%	$62.75	-5.1%	SHS CLASS A	G1151C101
—	SK TELECOM LTD	3,013,238	$68.4M	0.2%	$20.33	—	SPONSORED ADR	78440P108
WFC	WELLS FARGO & CO NEW	1,655,289	$68.4M	0.2%	$27.83	+8.5%	COM	949746101
BB	BLACKBERRY LTD	8,465,318	$66.71M	0.2%	$9.71	0.0%	COM	09228F103
BVN	COMPANIA DE MINAS BUENAVENTU	5,445,769	$63.77M	0.2%	$14.76	—	SPONSORED ADR	204448104
AIG	AMERICAN INTL GROUP INC	1,270,651	$61.79M	0.2%	$32.51	+10.8%	COM NEW	026874784
—	NEW ORIENTAL ED & TECH GRP I	2,481,041	$61.78M	0.2%	$22.19	—	SPON ADR	647581107
INFY	INFOSYS LTD	1,266,710	$60.94M	0.2%	$41.19	—	SPONSORED ADR	456788108
—	CHINA MOBILE LIMITED	1,014,052	$57.22M	0.2%	$51.77	—	SPONSORED ADR	16941M109
—	WELLPOINT INC	676,902	$56.6M	0.1%	$82.52	—	COM	94973V107
BSBR	BANCO SANTANDER BRASIL S A	8,098,595	$56.28M	0.1%	$6.22	—	ADS REP 1 UNIT	05967A107
VWO	VANGUARD INTL EQUITY INDEX F	1,361,141	$54.59M	0.1%	$38.78	—	FTSE EMR MKT ETF	922042858
EMR	EMERSON ELEC CO	777,682	$50.32M	0.1%	$43.72	+0.3%	COM	291011104
HD	HOME DEPOT INC	654,423	$49.64M	0.1%	$56.05	+3.2%	COM	437076102
BRK/B	BERKSHIRE HATHAWAY INC DEL	430,000	$48.81M	0.1%	$110.02	+4.9%	CL B NEW	084670702
ADP	AUTOMATIC DATA PROCESSING IN	651,824	$47.18M	0.1%	$45.64	+5.9%	COM	053015103
GM	GENERAL MTRS CO	1,285,454	$46.24M	0.1%	$23.62	+13.2%	COM	37045V100
GS	GOLDMAN SACHS GROUP INC	291,682	$46.15M	0.1%	$120.06	+5.9%	COM	38141G104
CHD	CHURCH & DWIGHT INC	762,815	$45.81M	0.1%	$26.18	-1.0%	COM	171340102
—	CTC MEDIA INC	4,246,830	$44.63M	0.1%	$10.84	—	COM	12642X106
MET	METLIFE INC	942,407	$44.25M	0.1%	$24.43	+17.9%	COM	59156R108
TLK	P T TELEKOMUNIKASI INDONESIA	1,150,200	$41.76M	0.1%	$42.74	—	SPONSORED ADR	715684106
SBUX	STARBUCKS CORP	524,065	$40.34M	0.1%	$24.37	+16.0%	COM	855244109
KT	KT CORP	2,386,426	$40.02M	0.1%	$15.52	—	SPONSORED ADR	48268K101
MCK	MCKESSON CORP	300,035	$38.49M	0.1%	$101.46	+10.6%	COM	58155Q103
TXN	TEXAS INSTRS INC	921,204	$37.1M	0.1%	$27.29	+1.5%	COM	882508104
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	440,662	$36.19M	0.1%	$30.77	+6.9%	CL A	192446102
OMC	OMNICOM GROUP INC	557,023	$35.34M	0.1%	$42.52	0.0%	COM	681919106
—	COVIDIEN PLC	564,305	$34.39M	0.1%	$62.54	—	SHS	G2554F113
MS	MORGAN STANLEY	1,262,609	$34.03M	0.1%	$17.62	+11.5%	COM NEW	617446448
—	VODAFONE GROUP PLC NEW	955,000	$33.6M	0.1%	$33.96	—	SPONS ADR NEW	92857W209
—	LIFE TECHNOLOGIES CORP	444,698	$33.28M	0.1%	$74.03	—	COM	53217V109
BIIB	BIOGEN IDEC INC	136,728	$32.92M	0.1%	$213.68	+4.7%	COM	09062X103
—	GOL LINHAS AEREAS INTLG S A	6,490,701	$31.74M	0.1%	$4.37	—	SP ADR REP PFD	38045R107
SCCO	SOUTHERN COPPER CORP	1,163,300	$31.69M	0.1%	$20.45	-12.6%	COM	84265V105
AFL	AFLAC INC	508,523	$31.52M	0.1%	$20.11	+11.7%	COM	001055102
—	TELEFONICA BRASIL SA	1,376,495	$30.89M	0.1%	$22.45	—	SPONSORED ADR	87936R106
GWW	GRAINGER W W INC	117,910	$30.86M	0.1%	$204.87	+3.9%	COM	384802104
—	LENDER PROCESSING SVCS INC	910,232	$30.28M	0.1%	$32.35	—	COM	52602E102
PRU	PRUDENTIAL FINL INC	382,573	$29.83M	0.1%	$38.68	+21.6%	COM	744320102
—	VALEANT PHARMACEUTICALS INTL	284,340	$29.71M	0.1%	$98.69	—	COM	91911K102
—	SPREADTRUM COMMUNICATIONS IN	962,800	$29.33M	0.1%	$30.46	—	ADR	849415203
BBD	BANCO BRADESCO S A	2,085,042	$28.94M	0.1%	$13.58	—	SP ADR PFD NEW	059460303
ITW	ILLINOIS TOOL WKS INC	373,800	$28.51M	0.1%	$54.78	0.0%	COM	452308109
—	GRAN TIERRA ENERGY INC	4,005,900	$28.49M	0.1%	$6.22	—	COM	38500T101
LYB	LYONDELLBASELL INDUSTRIES N	388,077	$28.42M	0.1%	$33.34	+10.8%	SHS - A -	N53745100
GD	GENERAL DYNAMICS CORP	318,217	$27.85M	0.1%	$56.44	+15.0%	COM	369550108
INTC	INTEL CORP	1,182,995	$27.11M	0.1%	$17.16	-1.5%	COM	458140100
GPC	GENUINE PARTS CO	334,378	$27.05M	0.1%	$55.08	+3.5%	COM	372460105
—	DELL INC	1,959,452	$26.98M	0.1%	$13.35	—	COM	24702R101
HIG	HARTFORD FINL SVCS GROUP INC	860,692	$26.79M	0.1%	$22.20	+8.7%	COM	416515104
AXP	AMERICAN EXPRESS CO	349,500	$26.39M	0.1%	$60.66	+4.3%	COM	025816109
—	MONSANTO CO NEW	252,820	$26.39M	0.1%	$101.86	—	COM	61166W101
—	CANADIAN PAC RY LTD	209,940	$25.96M	0.1%	$120.89	—	COM	13645T100
COP	CONOCOPHILLIPS	362,005	$25.16M	0.1%	$41.37	+7.5%	COM	20825C104
—	AETNA INC NEW	389,908	$24.96M	0.1%	$63.54	—	COM	00817Y108
GGB	GERDAU S A	3,235,535	$24.14M	0.1%	$5.71	—	SPON ADR REP PFD	373737105
BMO	BANK MONTREAL QUE	358,100	$23.95M	0.1%	$36.25	+4.7%	COM	063671101
PSX	PHILLIPS 66	410,747	$23.75M	0.1%	$40.44	-7.3%	COM	718546104
SU	SUNCOR ENERGY INC NEW	653,940	$23.43M	0.1%	$19.64	+11.1%	COM	867224107
—	HUDSON CITY BANCORP	2,579,873	$23.35M	0.1%	$9.15	—	COM	443683107
ABBV	ABBVIE INC	519,190	$23.22M	0.1%	$27.14	+0.1%	COM	00287Y109
—	HEALTH MGMT ASSOC INC NEW	1,776,267	$22.74M	0.1%	$12.93	—	CL A	421933102
—	APACHE CORP	264,460	$22.52M	0.1%	$83.83	—	COM	037411105
CAH	CARDINAL HEALTH INC	426,663	$22.25M	0.1%	$32.61	+11.9%	COM	14149Y108
CMI	CUMMINS INC	166,400	$22.11M	0.1%	$82.09	+8.5%	COM	231021106
YPF	YPF SOCIEDAD ANONIMA	1,090,694	$21.96M	0.1%	$14.76	—	SPON ADR CL D	984245100
TRV	TRAVELERS COMPANIES INC	256,089	$21.71M	0.1%	$63.44	-1.0%	COM	89417E109
COR	AMERISOURCEBERGEN CORP	353,374	$21.59M	0.1%	$38.92	+8.2%	COM	03073E105
—	CELGENE CORP	137,612	$21.18M	0.1%	$126.36	—	COM	151020104
ADBE	ADOBE SYS INC	405,500	$21.06M	0.1%	$47.71	0.0%	COM	00724F101
FXI	ISHARES	560,400	$20.78M	0.1%	$37.08	—	CHINA LG-CAP ETF	464287184
—	BLACKROCK INC	75,240	$20.36M	0.1%	$257.13	—	COM	09247X101
—	POWERSHARES ETF TRUST II	824,100	$20.34M	0.1%	$24.75	—	SENIOR LN PORT	73936Q769
—	COACH INC	372,628	$20.32M	0.1%	$57.09	—	COM	189754104
TD	TORONTO DOMINION BK ONT	222,526	$20.08M	0.1%	$40.27	+5.5%	COM NEW	891160509
ECL	ECOLAB INC	198,481	$19.6M	0.1%	$73.48	+10.5%	COM	278865100
PAYX	PAYCHEX INC	481,371	$19.56M	0.1%	$25.02	+8.0%	COM	704326107
—	TUPPERWARE BRANDS CORP	225,394	$19.47M	0.1%	$79.33	—	COM	899896104
—	REYNOLDS AMERICAN INC	397,869	$19.41M	0.1%	$48.37	—	COM	761713106
T	AT&T INC	551,911	$18.67M	0.0%	$11.40	-3.9%	COM	00206R102
ALL	ALLSTATE CORP	366,680	$18.54M	0.0%	$37.12	+3.9%	COM	020002101
—	LEAP WIRELESS INTL INC	1,173,774	$18.53M	0.0%	$15.79	—	COM NEW	521863308
MX	MAGNACHIP SEMICONDUCTOR CORP	849,969	$18.3M	0.0%	$18.26	+10.2%	COM	55933J203
VLO	VALERO ENERGY CORP NEW	535,416	$18.28M	0.0%	$24.01	-6.7%	COM	91913Y100
CNI	CANADIAN NATL RY CO	179,474	$18.22M	0.0%	$39.40	+0.5%	COM	136375102
—	MARATHON OIL CORP	520,919	$18.17M	0.0%	$34.58	—	COM	565849106
MPC	MARATHON PETE CORP	280,458	$18.04M	0.0%	$27.55	-11.5%	COM	56585A102
VFC	V F CORP	90,236	$17.96M	0.0%	$42.45	+8.7%	COM	918204108
ROST	ROSS STORES INC	241,257	$17.56M	0.0%	$28.26	+6.9%	COM	778296103
—	COMPANHIA DE BEBIDAS DAS AME	451,900	$17.33M	0.0%	$37.35	—	SPON ADR PFD	20441W203
STT	STATE STR CORP	262,007	$17.23M	0.0%	$44.60	+10.4%	COM	857477103
GIL	GILDAN ACTIVEWEAR INC	350,281	$16.29M	0.0%	$16.97	+10.8%	COM	375916103
—	ELAN PLC	1,040,996	$16.22M	0.0%	$15.17	—	ADR	284131208
USB	US BANCORP DEL	439,000	$16.06M	0.0%	$22.41	+8.6%	COM NEW	902973304
LNC	LINCOLN NATL CORP IND	382,393	$16.06M	0.0%	$22.50	+24.2%	COM	534187109
CHRW	C H ROBINSON WORLDWIDE INC	267,237	$15.92M	0.0%	$42.72	+2.5%	COM NEW	12541W209
TV	GRUPO TELEVISA SA	566,800	$15.84M	0.0%	$24.84	—	SPON ADR REP ORD	40049J206
DAL	DELTA AIR LINES INC DEL	663,587	$15.65M	0.0%	$14.99	+20.4%	COM NEW	247361702
—	ALAMOS GOLD INC	984,410	$15.32M	0.0%	$12.08	—	COM	011527108
—	TRANSCANADA CORP	345,040	$15.19M	0.0%	$42.92	—	COM	89353D107
—	DELPHI AUTOMOTIVE PLC	248,445	$14.51M	0.0%	$51.35	—	SHS	G27823106
—	DISCOVER FINL SVCS	279,768	$14.14M	0.0%	$47.64	—	COM	254709108
F	FORD MTR CO DEL	818,612	$13.81M	0.0%	$9.02	0.0%	COM PAR $0.01	345370860
—	PHILIPPINE LONG DISTANCE TEL	202,072	$13.71M	0.0%	$67.86	—	SPONSORED ADR	718252604
TECK	TECK RESOURCES LTD	507,800	$13.67M	0.0%	$25.63	-1.9%	CL B	878742204
—	VIMPELCOM LTD	1,154,800	$13.57M	0.0%	$11.59	—	SPONSORED ADR	92719A106
BEN	FRANKLIN RES INC	266,490	$13.47M	0.0%	$29.23	-1.8%	COM	354613101
—	BARD C R INC	116,498	$13.42M	0.0%	$108.68	—	COM	067383109
WDC	WESTERN DIGITAL CORP	211,272	$13.39M	0.0%	$35.69	+13.1%	COM	958102105
—	PAA NAT GAS STORAGE L P	568,000	$13.23M	0.0%	$23.29	—	COM UNIT LTD	693139107
—	CBS CORP NEW	239,149	$13.19M	0.0%	$48.87	—	CL B	124857202
ISRG	INTUITIVE SURGICAL INC	34,789	$13.09M	0.0%	$55.09	-19.8%	COM NEW	46120E602
HUM	HUMANA INC	140,104	$13.08M	0.0%	$71.61	+15.8%	COM	444859102
DLTR	DOLLAR TREE INC	226,246	$12.93M	0.0%	$48.73	+10.8%	COM	256746108
BA	BOEING CO	109,977	$12.92M	0.0%	$91.56	0.0%	COM	097023105
MO	ALTRIA GROUP INC	373,063	$12.81M	0.0%	$16.25	-0.5%	COM	02209S103
—	TIME WARNER INC	191,040	$12.57M	0.0%	$57.82	—	COM NEW	887317303
BBY	BEST BUY INC	334,429	$12.54M	0.0%	$16.73	+28.9%	COM	086516101
—	CAPITALSOURCE INC	1,055,298	$12.54M	0.0%	$11.88	—	COM	14055X102
—	PRECISION CASTPARTS CORP	54,880	$12.47M	0.0%	$227.24	—	COM	740189105
—	L-3 COMMUNICATIONS HLDGS INC	131,677	$12.44M	0.0%	$85.74	—	COM	502424104
CIG	COMPANHIA ENERGETICA DE MINA	1,423,112	$12.3M	0.0%	$8.64	—	SP ADR N-V PFD	204409601
—	UNILEVER PLC	318,683	$12.29M	0.0%	$40.45	—	SPON ADR NEW	904767704
COF	CAPITAL ONE FINL CORP	178,300	$12.26M	0.0%	$47.00	+14.8%	COM	14040H105
—	TATA MTRS LTD	455,790	$12.13M	0.0%	$25.07	—	SPONSORED ADR	876568502
VIPS	VIPSHOP HLDGS LTD	212,400	$12.06M	0.0%	$56.80	—	SPONSORED ADR	92763W103
—	RAYTHEON CO	155,156	$11.96M	0.0%	$66.12	—	COM NEW	755111507
—	YAHOO INC	359,146	$11.91M	0.0%	$26.17	—	COM	984332106
UNM	UNUM GROUP	389,619	$11.86M	0.0%	$28.34	+8.4%	COM	91529Y106
PNC	PNC FINL SVCS GROUP INC	161,198	$11.68M	0.0%	$47.91	+7.1%	COM	693475105
GNW	GENWORTH FINL INC	911,939	$11.66M	0.0%	$10.41	+20.4%	COM CL A	37247D106
—	TIM PARTICIPACOES S A	492,900	$11.62M	0.0%	$23.57	—	SPONSORED ADR	88706P205
SPG	SIMON PPTY GROUP INC NEW	78,080	$11.57M	0.0%	$88.80	-8.8%	COM	828806109
—	VARIAN MED SYS INC	154,629	$11.55M	0.0%	$67.81	—	COM	92220P105
—	MONSTER BEVERAGE CORP	221,137	$11.55M	0.0%	$60.77	—	COM	611740101
AZO	AUTOZONE INC	26,935	$11.39M	0.0%	$412.54	+3.7%	COM	053332102
—	ST JUDE MED INC	207,433	$11.13M	0.0%	$45.63	—	COM	790849103
EL	LAUDER ESTEE COS INC	156,175	$10.92M	0.0%	$58.22	-0.5%	CL A	518439104
AIZ	ASSURANT INC	197,584	$10.69M	0.0%	$37.94	+12.0%	COM	04621X108
—	SIGMA ALDRICH CORP	125,255	$10.68M	0.0%	$80.36	—	COM	826552101
—	STAPLES INC	722,405	$10.58M	0.0%	$15.86	—	COM	855030102
LOW	LOWES COS INC	221,443	$10.54M	0.0%	$32.16	+13.2%	COM	548661107
FAST	FASTENAL CO	204,222	$10.26M	0.0%	$8.84	-2.8%	COM	311900104
GME	GAMESTOP CORP NEW	201,995	$10.03M	0.0%	$6.27	+36.1%	CL A	36467W109
HRL	HORMEL FOODS CORP	236,375	$9.956M	0.0%	$15.26	+3.8%	COM	440452100
SBS	COMPANHIA DE SANEAMENTO BASI	993,049	$9.891M	0.0%	$9.96	—	SPONSORED ADR	20441A102
OXY	OCCIDENTAL PETE CORP DEL	105,730	$9.89M	0.0%	$58.73	+0.9%	COM	674599105
MCO	MOODYS CORP	139,633	$9.82M	0.0%	$53.10	+8.5%	COM	615369105
BK	BANK NEW YORK MELLON CORP	318,572	$9.618M	0.0%	$21.22	+7.3%	COM	064058100
HSY	HERSHEY CO	101,651	$9.403M	0.0%	$65.69	+6.1%	COM	427866108
—	KELLOGG CO	159,835	$9.387M	0.0%	$38.94	-0.3%	COM	487836108
—	COSAN LTD	602,400	$9.259M	0.0%	$15.37	—	SHS A	G25343107
—	SEARS HLDGS CORP	152,693	$9.107M	0.0%	$42.08	—	COM	812350106
—	ROCKWELL COLLINS INC	130,735	$8.872M	0.0%	$63.41	—	COM	774341101
—	CIGNA CORPORATION	115,252	$8.858M	0.0%	$72.49	—	COM	125509109
LVS	LAS VEGAS SANDS CORP	130,700	$8.681M	0.0%	$39.34	+3.3%	COM	517834107
—	CERNER CORP	163,934	$8.615M	0.0%	$77.27	—	COM	156782104
WIT	WIPRO LTD	832,242	$8.539M	0.0%	$7.28	—	SPON ADR 1 SH	97651M109
—	ACE LTD	90,700	$8.486M	0.0%	$89.48	—	SHS	H0023R105
EOG	EOG RES INC	49,740	$8.42M	0.0%	$46.52	+21.2%	COM	26875P101
—	AMERICAN CAPITAL AGENCY CORP	370,547	$8.363M	0.0%	$22.99	—	COM	02503X105
EXC	EXELON CORP	281,500	$8.344M	0.0%	$14.97	-6.3%	COM	30161N101
—	CITRIX SYS INC	115,988	$8.19M	0.0%	$60.33	—	COM	177376100
CHKP	CHECK POINT SOFTWARE TECH LT	144,600	$8.179M	0.0%	$48.11	+16.8%	ORD	M22465104
—	NATIONAL OILWELL VARCO INC	104,600	$8.17M	0.0%	$70.73	—	COM	637071101
SLM	SLM CORP	323,666	$8.059M	0.0%	$7.81	+11.8%	COM	78442P106
PPG	PPG INDS INC	47,600	$7.952M	0.0%	$59.61	+8.4%	COM	693506107
—	SESA GOA LTD	701,862	$7.91M	0.0%	$11.27	—	SPONSORED ADR	78413F103
—	ROCK-TENN CO	77,537	$7.852M	0.0%	$100.26	—	CL A	772739207
KR	KROGER CO	192,353	$7.76M	0.0%	$13.75	+10.8%	COM	501044101
WY	WEYERHAEUSER CO	269,500	$7.716M	0.0%	$18.73	-5.8%	COM	962166104
—	GANNETT INC	282,632	$7.572M	0.0%	$24.46	—	COM	364730101
—	ICONIX BRAND GROUP INC	222,738	$7.399M	0.0%	$32.97	—	COM	451055107
—	EPL OIL & GAS INC	199,090	$7.388M	0.0%	$29.36	—	COM	26883D108
—	TWENTY FIRST CENTY FOX INC	214,708	$7.193M	0.0%	$33.50	—	CL A	90130A101
—	ITT CORP NEW	199,379	$7.168M	0.0%	$29.41	—	COM NEW	450911201
CTRA	CABOT OIL & GAS CORP	191,200	$7.136M	0.0%	$25.85	+4.8%	COM	127097103
MU	MICRON TECHNOLOGY INC	406,000	$7.093M	0.0%	$11.59	+22.1%	COM	595112103
—	BELO CORP	514,184	$7.044M	0.0%	$13.70	—	COM SER A	080555105
CLX	CLOROX CO DEL	86,052	$7.032M	0.0%	$60.00	-1.1%	COM	189054109
—	RTI INTL METALS INC	218,300	$6.994M	0.0%	$28.31	—	COM	74973W107
AMT	AMERICAN TOWER CORP NEW	93,700	$6.946M	0.0%	$59.51	-8.9%	COM	03027X100
NFLX	NETFLIX INC	22,142	$6.847M	0.0%	$3.01	+28.3%	COM	64110L106
—	KAPSTONE PAPER & PACKAGING C	159,582	$6.83M	0.0%	$42.80	—	COM	48562P103
TMHC	TAYLOR MORRISON HOME CORP	301,408	$6.827M	0.0%	$23.55	-4.1%	CL A	87724P106
—	HESS CORP	87,749	$6.787M	0.0%	$71.37	—	COM	42809H107
MEOH	METHANEX CORP	131,392	$6.759M	0.0%	$43.14	+10.2%	COM	59151K108
TDC	TERADATA CORP DEL	120,908	$6.703M	0.0%	$54.95	+6.9%	COM	88076W103
PFG	PRINCIPAL FINL GROUP INC	155,771	$6.67M	0.0%	$24.67	+9.2%	COM	74251V102
MTB	M & T BK CORP	59,400	$6.648M	0.0%	$72.91	+13.0%	COM	55261F104
MLM	MARTIN MARIETTA MATLS INC	67,597	$6.636M	0.0%	$93.00	-3.9%	COM	573284106
PSA	PUBLIC STORAGE	41,117	$6.601M	0.0%	$97.16	+1.3%	COM	74460D109
SID	COMPANHIA SIDERURGICA NACION	1,543,100	$6.589M	0.0%	$4.27	—	SPONSORED ADR	20440W105
—	PRECISION DRILLING CORP	659,789	$6.56M	0.0%	$8.69	—	COM 2010	74022D308
ORLY	O REILLY AUTOMOTIVE INC NEW	51,109	$6.521M	0.0%	$7.19	+13.6%	COM	67103H107
GAP	GAP INC DEL	161,542	$6.507M	0.0%	$26.00	+9.9%	COM	364760108
—	STERICYCLE INC	56,300	$6.497M	0.0%	$110.43	—	COM	858912108
IP	INTL PAPER CO	144,800	$6.487M	0.0%	$25.91	+3.7%	COM	460146103
KSS	KOHLS CORP	124,453	$6.44M	0.0%	$50.18	+4.1%	COM	500255104
ACGL	ARCH CAP GROUP LTD	118,912	$6.437M	0.0%	$16.55	+2.7%	ORD	G0450A105
BF/B	BROWN FORMAN CORP	94,228	$6.42M	0.0%	$22.68	+0.6%	CL B	115637209
PEG	PUBLIC SVC ENTERPRISE GROUP	194,100	$6.392M	0.0%	$21.63	-1.7%	COM	744573106
—	SYMANTEC CORP	257,664	$6.377M	0.0%	$23.81	—	COM	871503108
—	AON PLC	85,400	$6.357M	0.0%	$64.35	—	SHS CL A	G0408V102
IVZ	INVESCO LTD	198,800	$6.342M	0.0%	$18.91	+0.3%	SHS	G491BT108
UNP	UNION PAC CORP	40,232	$6.25M	0.0%	$60.12	0.0%	COM	907818108
WU	WESTERN UN CO	333,725	$6.227M	0.0%	$17.11	—	COM	959802109
—	ISHARES	445,518	$6.202M	0.0%	$13.30	—	MSCI TAIWAN ETF	464286731
ENB	ENBRIDGE INC	147,300	$6.165M	0.0%	$23.28	-4.9%	COM	29250N105
ETR	ENTERGY CORP NEW	97,160	$6.14M	0.0%	$20.47	-1.8%	COM	29364G103
—	CNOOC LTD	29,969	$6.048M	0.0%	$167.48	—	SPONSORED ADR	126132109
WAT	WATERS CORP	56,700	$6.022M	0.0%	$95.76	+7.1%	COM	941848103
WHR	WHIRLPOOL CORP	40,680	$5.957M	0.0%	$121.27	+9.1%	COM	963320106
HSIC	SCHEIN HENRY INC	57,300	$5.942M	0.0%	$36.66	+10.5%	COM	806407102
NVDA	NVIDIA CORP	377,793	$5.878M	0.0%	$0.32	+8.2%	COM	67066G104
RF	REGIONS FINL CORP NEW	633,500	$5.866M	0.0%	$5.80	+12.8%	COM	7591EP100
MKC	MCCORMICK & CO INC	89,907	$5.817M	0.0%	$28.19	-2.1%	COM NON VTG	579780206
—	HOLLYFRONTIER CORP	136,196	$5.735M	0.0%	$42.78	—	COM	436106108
HCA	HCA HOLDINGS INC	134,051	$5.731M	0.0%	$35.96	+1.0%	COM	40412C101
SCHW	SCHWAB CHARLES CORP NEW	270,200	$5.712M	0.0%	$15.92	+18.0%	COM	808513105
HDB	HDFC BANK LTD	185,400	$5.707M	0.0%	$35.48	—	ADR REPS 3 SHS	40415F101
MRSH	MARSH & MCLENNAN COS INC	130,700	$5.692M	0.0%	$31.19	+8.1%	COM	571748102
—	BB&T CORP	167,100	$5.64M	0.0%	$33.88	—	COM	054937107
UAL	UNITED CONTL HLDGS INC	181,589	$5.577M	0.0%	$31.81	+1.2%	COM	910047109
—	CHUBB CORP	62,000	$5.534M	0.0%	$84.65	—	COM	171232101
SSL	SASOL LTD	115,521	$5.521M	0.0%	$43.31	—	SPONSORED ADR	803866300
CME	CME GROUP INC	73,810	$5.453M	0.0%	$39.16	+13.0%	COM	12572Q105
MAS	MASCO CORP	253,100	$5.386M	0.0%	$14.92	-0.6%	COM	574599106
AMP	AMERIPRISE FINL INC	58,998	$5.374M	0.0%	$60.42	+12.7%	COM	03076C106
MD	MEDNAX INC	53,500	$5.371M	0.0%	$44.76	+9.0%	COM	58502B106
RCI	ROGERS COMMUNICATIONS INC	123,500	$5.321M	0.0%	$47.39	-14.2%	CL B	775109200
—	SANDISK CORP	87,800	$5.225M	0.0%	$59.84	—	COM	80004C101
GLW	CORNING INC	357,905	$5.222M	0.0%	$10.75	0.0%	COM	219350105
—	GREEN MTN COFFEE ROASTERS IN	68,840	$5.186M	0.0%	$75.06	—	COM	393122106
ETN	EATON CORP PLC	73,950	$5.091M	0.0%	$48.90	+2.2%	SHS	G29183103
RL	RALPH LAUREN CORP	30,741	$5.064M	0.0%	$138.18	-0.5%	CL A	751212101
EW	EDWARDS LIFESCIENCES CORP	72,300	$5.034M	0.0%	$11.80	-0.9%	COM	28176E108
HAL	HALLIBURTON CO	103,700	$4.993M	0.0%	$33.21	+12.4%	COM	406216101
—	HCP INC	120,485	$4.934M	0.0%	$45.44	—	COM	40414L109
—	HERTZ GLOBAL HOLDINGS INC	222,400	$4.928M	0.0%	$24.80	—	COM	42805T105
CPB	CAMPBELL SOUP CO	120,625	$4.911M	0.0%	$30.85	-0.6%	COM	134429109
—	ANSYS INC	56,514	$4.89M	0.0%	$76.38	—	COM	03662Q105
FMX	FOMENTO ECONOMICO MEXICANO S	50,290	$4.883M	0.0%	$103.20	—	SPON ADR UNITS	344419106
—	STERLING FINL CORP WASH	170,159	$4.875M	0.0%	$28.65	—	COM NEW	859319303
FBIN	FORTUNE BRANDS HOME & SEC IN	117,000	$4.871M	0.0%	$28.06	+2.5%	COM	34964C106
—	LINKEDIN CORP	19,600	$4.823M	0.0%	$246.07	—	COM CL A	53578A108
—	COMPUCREDIT HLDGS CORP	12,031,000	$4.812M	0.0%	$0.37	—	NOTE 5.875%11/3	20478NAD2
—	KRAFT FOODS GROUP INC	90,670	$4.755M	0.0%	$52.44	—	COM	50076Q106
VRSK	VERISK ANALYTICS INC	73,061	$4.746M	0.0%	$58.62	+2.8%	CL A	92345Y106
KB	KB FINANCIAL GROUP INC	134,577	$4.713M	0.0%	$29.63	—	SPONSORED ADR	48241A105
EQR	EQUITY RESIDENTIAL	87,040	$4.663M	0.0%	$31.42	-3.4%	SH BEN INT	29476L107
LMT	LOCKHEED MARTIN CORP	35,971	$4.588M	0.0%	$86.03	0.0%	COM	539830109
RMD	RESMED INC	86,800	$4.585M	0.0%	$40.30	+1.9%	COM	761152107
AN	AUTONATION INC	87,048	$4.541M	0.0%	$44.63	+8.1%	COM	05329W102
—	TESORO CORP	101,705	$4.473M	0.0%	$52.32	—	COM	881609101
VTR	VENTAS INC	72,637	$4.467M	0.0%	$49.18	-12.8%	COM	92276F100
—	HEALTH CARE REIT INC	71,584	$4.465M	0.0%	$67.03	—	COM	42217K106
PLD	PROLOGIS INC	118,500	$4.458M	0.0%	$27.85	-6.6%	COM	74340W103
TROW	PRICE T ROWE GROUP INC	61,500	$4.424M	0.0%	$47.69	-0.3%	COM	74144T108
—	PETROCHINA CO LTD	39,994	$4.397M	0.0%	$110.66	—	SPONSORED ADR	71646E100
—	MCGRAW HILL FINL INC	66,643	$4.371M	0.0%	$53.19	—	COM	580645109
CNQ	CANADIAN NAT RES LTD	137,900	$4.343M	0.0%	$8.76	+5.2%	COM	136385101
HLF	HERBALIFE LTD	61,581	$4.297M	0.0%	$22.16	+38.0%	COM USD SHS	G4412G101
DOX	AMDOCS LTD	117,183	$4.294M	0.0%	$28.59	+6.2%	ORD	G02602103
AMG	AFFILIATED MANAGERS GROUP	23,500	$4.292M	0.0%	$154.58	+11.2%	COM	008252108
—	TORCHMARK CORP	59,320	$4.292M	0.0%	$66.96	—	COM	891027104
BXP	BOSTON PROPERTIES INC	39,725	$4.247M	0.0%	$64.00	-1.9%	COM	101121101
—	ASIAINFO-LINKAGE INC	367,149	$4.237M	0.0%	$11.54	—	COM	04518A104
ALSN	ALLISON TRANSMISSION HLDGS I	167,000	$4.183M	0.0%	$18.65	+2.9%	COM	01973R101
—	SUNTRUST BKS INC	128,981	$4.182M	0.0%	$31.57	—	COM	867914103
—	NOBLE ENERGY INC	62,400	$4.181M	0.0%	$61.00	—	COM	655044105
—	AMERICAN STRATEGIC INCOME II	600,000	$4.152M	0.0%	$6.92	—	COM	03009T101
EMN	EASTMAN CHEM CO	53,274	$4.15M	0.0%	$47.81	+11.0%	COM	277432100
VNO	VORNADO RLTY TR	48,028	$4.037M	0.0%	$82.85	—	SH BEN INT	929042109
—	COMPANHIA PARANAENSE ENERG C	289,001	$4.034M	0.0%	$13.96	—	SPON ADR PFD	20441B407
AVB	AVALONBAY CMNTYS INC	31,359	$3.985M	0.0%	$87.72	-0.5%	COM	053484101
—	CROWN CASTLE INTL CORP	54,518	$3.981M	0.0%	$72.39	—	COM	228227104
IDXX	IDEXX LABS INC	39,890	$3.975M	0.0%	$43.69	+10.0%	COM	45168D104
L	LOEWS CORP	84,300	$3.94M	0.0%	$42.14	+2.6%	COM	540424108
CAG	CONAGRA FOODS INC	125,902	$3.82M	0.0%	$17.69	+0.4%	COM	205887102
FITB	FIFTH THIRD BANCORP	210,561	$3.799M	0.0%	$11.47	+8.7%	COM	316773100
VMC	VULCAN MATLS CO	70,000	$3.627M	0.0%	$46.69	-3.6%	COM	929160109
—	GENCORP INC	224,000	$3.591M	0.0%	$16.26	—	COM	368682100
PGR	PROGRESSIVE CORP OHIO	131,300	$3.575M	0.0%	$17.04	+2.6%	COM	743315103
MHK	MOHAWK INDS INC	27,400	$3.569M	0.0%	$118.30	+3.1%	COM	608190104
—	TWENTY FIRST CENTY FOX INC	106,300	$3.55M	0.0%	$33.40	—	CL B	90130A200
—	SAFEWAY INC	110,123	$3.523M	0.0%	$29.44	—	COM NEW	786514208
CBRE	CBRE GROUP INC	149,900	$3.467M	0.0%	$23.48	-1.4%	CL A	12504L109
—	TRW AUTOMOTIVE HLDGS CORP	48,466	$3.456M	0.0%	$66.44	—	COM	87264S106
FCX	FREEPORT-MCMORAN COPPER & GO	103,800	$3.434M	0.0%	$24.45	+5.0%	COM	35671D857
—	SIRIUS XM RADIO INC	885,894	$3.428M	0.0%	$3.35	—	COM	82967N108
HST	HOST HOTELS & RESORTS INC	192,787	$3.407M	0.0%	$10.74	+1.2%	COM	44107P104
NOC	NORTHROP GRUMMAN CORP	34,761	$3.311M	0.0%	$74.87	0.0%	COM	666807102
—	AGRIUM INC	38,300	$3.226M	0.0%	$86.43	—	COM	008916108
HP	HELMERICH & PAYNE INC	46,661	$3.217M	0.0%	$61.83	+6.7%	COM	423452101
—	OMNICARE INC	3,000,000	$3.193M	0.0%	$1.03	—	DBCV 3.250%12/1	681904AL2
AGCO	AGCO CORP	52,409	$3.167M	0.0%	$42.27	+5.3%	COM	001084102
PKX	POSCO	42,960	$3.164M	0.0%	$65.08	—	SPONSORED ADR	693483109
RY	ROYAL BK CDA MONTREAL QUE	49,000	$3.146M	0.0%	$59.71	+4.0%	COM	780087102
—	INTERCONTINENTALEXCHANGE INC	17,318	$3.142M	0.0%	$177.76	—	COM	45865V100
—	CPFL ENERGIA S A	178,400	$3.077M	0.0%	$17.25	—	SPONSORED ADR	126153105
—	NAVISTAR INTL CORP NEW	82,472	$3.009M	0.0%	$27.76	—	COM	63934E108
—	B/E AEROSPACE INC	40,751	$3.008M	0.0%	$71.97	—	COM	073302101
—	CREE INC	49,800	$2.997M	0.0%	$60.18	—	COM	225447101
EQT	EQT CORP	33,100	$2.937M	0.0%	$42.52	0.0%	COM	26884L109
MUR	MURPHY OIL CORP	48,673	$2.936M	0.0%	$36.54	+3.3%	COM	626717102
—	MEAD JOHNSON NUTRITION CO	38,853	$2.885M	0.0%	$79.23	—	COM	582839106
—	PANERA BREAD CO	18,185	$2.883M	0.0%	$179.25	—	CL A	69840W108
NTRS	NORTHERN TR CORP	52,500	$2.855M	0.0%	$40.35	+3.3%	COM	665859104
—	KANSAS CITY SOUTHERN	26,000	$2.843M	0.0%	$106.45	—	COM NEW	485170302
—	MANTECH INTL CORP	95,865	$2.757M	0.0%	$26.18	—	CL A	564563104
PBR/A	PETROLEO BRASILEIRO SA PETRO	164,700	$2.755M	0.0%	$14.66	—	SP ADR NON VTG	71654V101
—	POTASH CORP SASK INC	84,911	$2.661M	0.0%	$38.03	—	COM	73755L107
—	OPTIMER PHARMACEUTICALS INC	207,000	$2.608M	0.0%	$12.60	—	COM	68401H104
KEY	KEYCORP NEW	219,256	$2.5M	0.0%	$6.48	+16.8%	COM	493267108
EXPD	EXPEDITORS INTL WASH INC	56,220	$2.477M	0.0%	$31.69	+11.4%	COM	302130109
DE	DEERE & CO	30,100	$2.45M	0.0%	$67.54	-2.3%	COM	244199105
UMC	UNITED MICROELECTRONICS CORP	1,187,700	$2.447M	0.0%	$2.33	—	SPON ADR NEW	910873405
—	BROOKFIELD OFFICE PPTYS INC	128,000	$2.441M	0.0%	$19.07	—	COM	112900105
—	NYSE EURONEXT	57,800	$2.426M	0.0%	$41.40	—	COM	629491101
ARW	ARROW ELECTRS INC	49,650	$2.41M	0.0%	$40.75	+12.4%	COM	042735100
SLF	SUN LIFE FINL INC	74,600	$2.388M	0.0%	$28.45	+11.7%	COM	866796105
—	WARNER CHILCOTT PLC IRELAND	103,693	$2.369M	0.0%	$22.85	—	SHS A	G94368100
CYH	COMMUNITY HEALTH SYS INC NEW	55,441	$2.301M	0.0%	$37.66	-5.8%	COM	203668108
—	CHINA TELECOM CORP LTD	46,218	$2.285M	0.0%	$47.51	—	SPON ADR H SHS	169426103
—	XL GROUP PLC	74,100	$2.284M	0.0%	$30.32	—	SHS	G98290102
—	CHINA UNICOM (HONG KONG) LTD	144,800	$2.233M	0.0%	$13.14	—	SPONSORED ADR	16945R104
—	THERAVANCE INC	54,440	$2.226M	0.0%	$39.98	—	COM	88338T104
KIM	KIMCO RLTY CORP	107,399	$2.167M	0.0%	$12.61	-5.9%	COM	49446R109
—	BAKER HUGHES INC	43,200	$2.121M	0.0%	$47.52	—	COM	057224107
—	FAMILY DLR STORES INC	29,326	$2.112M	0.0%	$64.76	—	COM	307000109
VSAT	VIASAT INC	33,074	$2.108M	0.0%	$63.04	+6.0%	COM	92552V100
—	WESTERN ASSET HIGH INCM OPP	351,566	$2.099M	0.0%	$5.97	—	COM	95766K109
FISV	FISERV INC	20,700	$2.092M	0.0%	$22.42	+7.9%	COM	337738108
—	WESTERN ASSET HGH YLD DFNDFD	116,871	$2.087M	0.0%	$17.86	—	COM	95768B107
SNPS	SYNOPSYS INC	54,405	$2.051M	0.0%	$35.72	+3.7%	COM	871607107
—	MFS CHARTER INCOME TR	228,312	$2.043M	0.0%	$8.95	—	SH BEN INT	552727109
—	VALSPAR CORP	32,200	$2.042M	0.0%	$64.67	—	COM	920355104
CMCSA	COMCAST CORP NEW	45,200	$2.041M	0.0%	$15.68	+5.5%	CL A	20030N101
FDS	FACTSET RESH SYS INC	18,290	$1.995M	0.0%	$83.78	+12.9%	COM	303075105
—	LEUCADIA NATL CORP	72,500	$1.975M	0.0%	$26.23	—	COM	527288104
—	BLACKSTONE GSO FLTING RTE FU	101,860	$1.951M	0.0%	$19.73	—	COM	09256U105
MAC	MACERICH CO	34,272	$1.934M	0.0%	$60.97	—	COM	554382101
JKHY	HENRY JACK & ASSOC INC	36,400	$1.879M	0.0%	$39.46	+8.2%	COM	426281101
SJM	SMUCKER J M CO	17,790	$1.869M	0.0%	$71.86	+5.4%	COM NEW	832696405
—	PLUM CREEK TIMBER CO INC	38,700	$1.812M	0.0%	$46.66	—	COM	729251108
AFG	AMERICAN FINL GROUP INC OHIO	33,381	$1.805M	0.0%	$21.66	+5.8%	COM	025932104
CMA	COMERICA INC	44,000	$1.73M	0.0%	$24.17	+11.7%	COM	200340107
CINF	CINCINNATI FINL CORP	35,300	$1.665M	0.0%	$32.92	+1.0%	COM	172062101
HBAN	HUNTINGTON BANCSHARES INC	200,147	$1.653M	0.0%	$4.66	+14.0%	COM	446150104
—	DWS GLOBAL HIGH INCOME FD	206,900	$1.651M	0.0%	$8.10	—	COM	23338W104
—	U S AIRWAYS GROUP INC	86,257	$1.635M	0.0%	$16.42	—	COM	90341W108
—	COMCAST CORP NEW	37,550	$1.629M	0.0%	$39.67	—	CL A SPL	20030N200
—	MICROS SYS INC	32,000	$1.598M	0.0%	$43.15	—	COM	594901100
—	PERRIGO CO	12,900	$1.592M	0.0%	$123.41	—	COM	714290103
—	TIM HORTONS INC	27,100	$1.575M	0.0%	$55.51	—	COM	88706M103
—	DIRECTV	26,140	$1.562M	0.0%	$61.62	—	COM	25490A309
GPN	GLOBAL PMTS INC	30,371	$1.551M	0.0%	$22.14	+3.6%	COM	37940X102
AAP	ADVANCE AUTO PARTS INC	18,713	$1.547M	0.0%	$71.95	-0.9%	COM	00751Y106
—	NEUSTAR INC	30,135	$1.491M	0.0%	$48.67	—	CL A	64126X201
—	INGRAM MICRO INC	63,962	$1.474M	0.0%	$20.20	—	CL A	457153104
—	TE CONNECTIVITY LTD	28,402	$1.471M	0.0%	$51.79	—	REG SHS	H84989104
TSN	TYSON FOODS INC	51,599	$1.459M	0.0%	$22.26	0.0%	CL A	902494103
SIMO	SILICON MOTION TECHNOLOGY CO	110,432	$1.442M	0.0%	$10.59	—	SPONSORED ADR	82706C108
MTD	METTLER TOLEDO INTERNATIONAL	5,951	$1.429M	0.0%	$212.95	+5.9%	COM	592688105
—	LEGG MASON INC	42,580	$1.424M	0.0%	$31.01	—	COM	524901105
—	NORTEL INVERSORA S A	73,144	$1.404M	0.0%	$14.51	—	SPON ADR PFD B	656567401
BTI	BRITISH AMERN TOB PLC	13,252	$1.393M	0.0%	$102.94	—	SPONSORED ADR	110448107
—	TOTAL SYS SVCS INC	46,168	$1.358M	0.0%	$24.47	—	COM	891906109
—	VIACOM INC NEW	16,109	$1.346M	0.0%	$80.15	—	CL B	92553P201
TKC	TURKCELL ILETISIM HIZMETLERI	90,606	$1.336M	0.0%	$14.66	—	SPON ADR NEW	900111204
NUS	NU SKIN ENTERPRISES INC	13,869	$1.328M	0.0%	$37.42	+53.5%	CL A	67018T105
—	SPRINT CORP	209,187	$1.301M	0.0%	$6.22	—	COM SER 1	85207U105
NDAQ	NASDAQ OMX GROUP INC	40,530	$1.301M	0.0%	$8.41	+4.2%	COM	631103108
JBLU	JETBLUE AIRWAYS CORP	194,257	$1.294M	0.0%	$6.54	-1.2%	COM	477143101
—	REALOGY HLDGS CORP	29,264	$1.259M	0.0%	$48.03	—	COM	75605Y106
ZION	ZIONS BANCORPORATION	44,218	$1.212M	0.0%	$26.15	+11.6%	COM	989701107
—	CST BRANDS INC	40,475	$1.206M	0.0%	$30.69	—	COM	12646R105
—	SEAGATE TECHNOLOGY PLC	27,316	$1.195M	0.0%	$44.76	—	SHS	G7945M107
—	SWISS HELVETIA FD INC	80,915	$1.151M	0.0%	$14.22	—	COM	870875101
—	PATTERSON COMPANIES INC	28,583	$1.149M	0.0%	$37.61	—	COM	703395103
—	DUN & BRADSTREET CORP DEL NE	11,030	$1.145M	0.0%	$97.46	—	COM	26483E100
—	PEOPLES UNITED FINANCIAL INC	79,363	$1.141M	0.0%	$14.90	—	COM	712704105
—	E TRADE FINANCIAL CORP	67,300	$1.11M	0.0%	$12.67	—	COM NEW	269246401
—	PENNEY J C INC	125,300	$1.105M	0.0%	$12.40	—	COM	708160106
—	DENTSPLY INTL INC NEW	25,400	$1.103M	0.0%	$41.12	—	COM	249030107
—	CENTURYLINK INC	33,403	$1.048M	0.0%	$31.37	—	COM	156700106
—	APARTMENT INVT & MGMT CO	34,900	$975K	0.0%	$30.05	—	CL A	03748R101
—	WESTERN ASSET GLOBAL CP DEFI	53,675	$955K	0.0%	$17.79	—	COM	95790C107
—	XEROX CORP	92,018	$947K	0.0%	$10.29	—	COM	984121103
GFI	GOLD FIELDS LTD NEW	207,314	$947K	0.0%	$5.25	—	SPONSORED ADR	38059T106
WM	WASTE MGMT INC DEL	22,900	$944K	0.0%	$32.03	0.0%	COM	94106L109
—	NATIONAL BK GREECE S A	77,000	$937K	0.0%	$12.01	—	ADR PRF SER A	633643507
—	BURGER KING WORLDWIDE INC	47,168	$921K	0.0%	$19.53	—	COM	121220107
—	GRUPO FINANCIERO SANTANDER M	66,430	$918K	0.0%	$14.21	—	SPON ADR SHS B	40053C105
—	SUPERIOR ENERGY SVCS INC	35,810	$897K	0.0%	$25.95	—	COM	868157108
AEP	AMERICAN ELEC PWR INC	20,700	$897K	0.0%	$30.44	-6.4%	COM	025537101
—	APOLLO GROUP INC	42,900	$893K	0.0%	$17.73	—	CL A	037604105
—	TECHNE CORP	11,000	$881K	0.0%	$69.08	—	COM	878377100
DOV	DOVER CORP	9,619	$864K	0.0%	$46.22	0.0%	COM	260003108
CHT	CHUNGHWA TELECOM CO LTD	27,292	$862K	0.0%	$32.10	—	SPON ADR NEW11	17133Q502
PBR	PETROLEO BRASILEIRO SA PETRO	55,110	$854K	0.0%	$13.42	—	SPONSORED ADR	71654V408
ROL	ROLLINS INC	32,100	$851K	0.0%	$6.04	+7.1%	COM	775711104
—	VISTAPRINT N V	14,963	$846K	0.0%	$49.35	—	SHS	N93540107
DVN	DEVON ENERGY CORP NEW	14,400	$832K	0.0%	$37.14	+2.6%	COM	25179M103
THC	TENET HEALTHCARE CORP	20,038	$825K	0.0%	$44.77	-6.6%	COM NEW	88033G407
—	GENERAL GROWTH PPTYS INC NEW	42,600	$822K	0.0%	$19.87	—	COM	370023103
—	BEAM INC	12,700	$821K	0.0%	$63.08	—	COM	073730103
MOS	MOSAIC CO NEW	18,900	$813K	0.0%	$42.59	-14.7%	COM	61945C103
—	CHIQUITA BRANDS INTL INC	63,787	$808K	0.0%	$10.92	—	COM	170032809
—	ALLIANT TECHSYSTEMS INC	8,206	$801K	0.0%	$82.37	—	COM	018804104
—	PRICELINE COM INC	787	$796K	0.0%	$926.08	—	COM NEW	741503403
—	ENDO HEALTH SOLUTIONS INC	17,450	$793K	0.0%	$36.79	—	COM	29264F205
URI	UNITED RENTALS INC	13,600	$793K	0.0%	$52.33	+2.7%	COM	911363109
HRB	BLOCK H & R INC	29,722	$792K	0.0%	$18.18	+2.8%	COM	093671105
—	FOREST LABS INC	18,518	$792K	0.0%	$41.00	—	COM	345838106
—	ENERSIS S A	49,040	$788K	0.0%	$16.29	—	SPONSORED ADR	29274F104
—	JOY GLOBAL INC	15,316	$782K	0.0%	$49.81	—	COM	481165108
—	INVESCO MORTGAGE CAPITAL INC	50,696	$780K	0.0%	$16.56	—	COM	46131B100
—	HATTERAS FINL CORP	41,661	$779K	0.0%	$23.89	—	COM	41902R103
—	UNIT CORP	16,700	$776K	0.0%	$43.24	—	COM	909218109
—	LEXMARK INTL NEW	23,386	$772K	0.0%	$30.58	—	CL A	529771107
—	HARRIS CORP DEL	12,874	$763K	0.0%	$49.24	—	COM	413875105
MORN	MORNINGSTAR INC	9,500	$753K	0.0%	$69.29	+11.6%	COM	617700109
ED	CONSOLIDATED EDISON INC	13,600	$750K	0.0%	$36.36	0.0%	COM	209115104
—	NEWFIELD EXPL CO	26,700	$731K	0.0%	$24.38	—	COM	651290108
—	CHIMERA INVT CORP	233,219	$709K	0.0%	$3.00	—	COM	16934Q109
—	EXELIS INC	44,851	$705K	0.0%	$13.78	—	COM	30162A108
PBI	PITNEY BOWES INC	38,463	$700K	0.0%	$14.77	+11.1%	COM	724479100
—	PROTECTIVE LIFE CORP	16,337	$695K	0.0%	$38.40	—	COM	743674103
—	WEATHERFORD INTERNATIONAL LT	45,300	$694K	0.0%	$13.88	—	REG SHS	H27013103
—	GUESS INC	23,168	$692K	0.0%	$30.56	—	COM	401617105
—	AMERICAN INTL GROUP INC	36,160	$685K	0.0%	$18.25	—	*W EXP 01/19/202	026874156
—	VALIDUS HOLDINGS LTD	18,286	$676K	0.0%	$36.13	—	COM SHS	G9319H102
—	RITE AID CORP	141,338	$673K	0.0%	$4.76	—	COM	767754104
—	FLEETCOR TECHNOLOGIES INC	6,047	$666K	0.0%	$81.24	—	COM	339041105
—	COMPUTER SCIENCES CORP	12,843	$664K	0.0%	$43.77	—	COM	205363104
—	LIFEPOINT HOSPITALS INC	14,200	$662K	0.0%	$48.82	—	COM	53219L109
—	NOBLE CORPORATION BAAR	17,500	$661K	0.0%	$37.62	—	NAMEN -AKT	H5833N103
—	DEVRY INC DEL	21,166	$647K	0.0%	$31.01	—	COM	251893103
NRG	NRG ENERGY INC	23,600	$645K	0.0%	$20.46	+0.9%	COM NEW	629377508
—	STANCORP FINL GROUP INC	11,695	$643K	0.0%	$49.40	—	COM	852891100
—	MARVELL TECHNOLOGY GROUP LTD	55,850	$642K	0.0%	$11.72	—	ORD	G5876H105
BR	BROADRIDGE FINL SOLUTIONS IN	20,182	$641K	0.0%	$21.68	+9.3%	COM	11133T103
FSLR	FIRST SOLAR INC	15,698	$631K	0.0%	$44.50	-5.0%	COM	336433107
LEA	LEAR CORP	8,814	$631K	0.0%	$56.05	0.0%	COM NEW	521865204
—	ENERGIZER HLDGS INC	6,914	$630K	0.0%	$91.12	—	COM	29266R108
—	CAREFUSION CORP	17,056	$629K	0.0%	$36.86	—	COM	14170T101
SHG	SHINHAN FINANCIAL GROUP CO L	15,460	$626K	0.0%	$32.54	—	SPN ADR RESTRD	824596100
WLY	WILEY JOHN & SONS INC	12,939	$617K	0.0%	$27.63	+13.7%	CL A	968223206
—	CIMAREX ENERGY CO	6,400	$617K	0.0%	$69.34	—	COM	171798101
UHS	UNIVERSAL HLTH SVCS INC	8,229	$617K	0.0%	$66.39	0.0%	CL B	913903100
—	GYRODYNE CO AMER INC	8,105	$607K	0.0%	$72.10	—	COM	403820103
—	WESCO AIRCRAFT HLDGS INC	28,900	$605K	0.0%	$18.56	—	COM	950814103
OSK	OSHKOSH CORP	12,339	$604K	0.0%	$31.79	+15.9%	COM	688239201
—	SYMETRA FINL CORP	33,888	$604K	0.0%	$16.00	—	COM	87151Q106
—	TWO HBRS INVT CORP	62,056	$603K	0.0%	$10.25	—	COM	90187B101
—	FIDELITY NATIONAL FINANCIAL	22,557	$600K	0.0%	$23.80	—	CL A	31620R105
—	C&J ENERGY SVCS INC	29,499	$592K	0.0%	$19.38	—	COM	12467B304
FE	FIRSTENERGY CORP	16,000	$583K	0.0%	$22.25	0.0%	COM	337932107
STWD	STARWOOD PPTY TR INC	24,200	$580K	0.0%	$24.76	—	COM	85571B105
—	CYS INVTS INC	70,800	$576K	0.0%	$9.20	—	COM	12673A108
—	KODIAK OIL & GAS CORP	47,600	$574K	0.0%	$9.14	—	COM	50015Q100
—	STONE ENERGY CORP	17,646	$572K	0.0%	$22.16	—	COM	861642106
DLX	DELUXE CORP	13,357	$556K	0.0%	$23.94	+6.6%	COM	248019101
HAS	HASBRO INC	11,775	$555K	0.0%	$31.26	0.0%	COM	418056107
—	ARMOUR RESIDENTIAL REIT INC	131,944	$554K	0.0%	$4.71	—	COM	042315101
HII	HUNTINGTON INGALLS INDS INC	8,123	$547K	0.0%	$47.14	+8.9%	COM	446413106
—	FRONTIER COMMUNICATIONS CORP	129,953	$542K	0.0%	$4.05	—	COM	35906A108
PTEN	PATTERSON UTI ENERGY INC	25,295	$541K	0.0%	$21.83	-5.9%	COM	703481101
DAN	DANA HLDG CORP	23,669	$541K	0.0%	$14.00	+22.7%	COM	235825205
AXIA	CENTRAIS ELETRICAS BRASILEIR	189,760	$533K	0.0%	$2.12	—	SPONSORED ADR	15234Q207
—	JACOBS ENGR GROUP INC DEL	9,100	$529K	0.0%	$58.13	—	COM	469814107
TMO	THERMO FISHER SCIENTIFIC INC	5,675	$523K	0.0%	$79.76	+8.8%	COM	883556102
FHI	FEDERATED INVS INC PA	18,900	$513K	0.0%	$14.54	+13.1%	CL B	314211103
—	PARKER DRILLING CO	88,423	$504K	0.0%	$5.05	—	COM	701081101
—	WINDSTREAM HLDGS INC	62,785	$502K	0.0%	$8.00	—	COM	97382A101
UGI	UGI CORP NEW	12,792	$501K	0.0%	$26.32	+1.8%	COM	902681105
YZCAY	YANZHOU COAL MNG CO LTD	52,084	$498K	0.0%	$7.12	—	SPON ADR H SHS	984846105
OIS	OIL STS INTL INC	4,800	$497K	0.0%	$51.92	+5.2%	COM	678026105
CX	CEMEX SAB DE CV	44,328	$496K	0.0%	$10.58	—	SPON ADR NEW	151290889
—	WPX ENERGY INC	25,733	$496K	0.0%	$18.94	—	COM	98212B103
—	SPIRIT AIRLS INC	14,300	$490K	0.0%	$34.27	—	COM	848577102
RS	RELIANCE STEEL & ALUMINUM CO	6,668	$489K	0.0%	$69.79	0.0%	COM	759509102
BPOP	POPULAR INC	18,646	$489K	0.0%	$21.82	+8.8%	COM NEW	733174700
PRI	PRIMERICA INC	12,057	$486K	0.0%	$34.51	+14.7%	COM	74164M108
—	SEARS HOMETOWN & OUTLET STOR	15,200	$483K	0.0%	$39.16	—	COM	812362101
DHI	D R HORTON INC	24,500	$476K	0.0%	$21.23	-18.1%	COM	23331A109
—	SUPERVALU INC	57,744	$475K	0.0%	$8.23	—	COM	868536103
ARCC	ARES CAP CORP	27,300	$472K	0.0%	$5.23	+2.7%	COM	04010L103
VZ	VERIZON COMMUNICATIONS INC	9,849	$460K	0.0%	$27.04	-3.4%	COM	92343V104
—	ANGLOGOLD ASHANTI LTD	34,567	$459K	0.0%	$14.30	—	SPONSORED ADR	035128206
—	INVESCO HIGH INCOME TR II	28,730	$457K	0.0%	$15.91	—	COM	46131F101
—	PORTFOLIO RECOVERY ASSOCS IN	7,600	$456K	0.0%	$103.16	—	COM	73640Q105
AVY	AVERY DENNISON CORP	10,391	$452K	0.0%	$34.67	0.0%	COM	053611109
ZD	J2 GLOBAL INC	9,123	$452K	0.0%	$34.95	+19.8%	COM	48123V102
—	DONNELLEY R R & SONS CO	28,473	$450K	0.0%	$14.02	—	COM	257867101
IMO	IMPERIAL OIL LTD	10,100	$444K	0.0%	$30.07	+7.7%	COM NEW	453038408
SNX	SYNNEX CORP	7,167	$440K	0.0%	$22.55	0.0%	COM	87162W100
—	ASPEN INSURANCE HOLDINGS LTD	12,050	$437K	0.0%	$37.06	—	SHS	G05384105
—	TALISMAN ENERGY INC	38,000	$437K	0.0%	$11.38	—	COM	87425E103
—	WADDELL & REED FINL INC	8,470	$436K	0.0%	$51.48	—	CL A	930059100
ACM	AECOM TECHNOLOGY CORP DELAWA	13,840	$433K	0.0%	$30.10	0.0%	COM	00766T100
AVT	AVNET INC	10,366	$432K	0.0%	$29.72	0.0%	COM	053807103
—	WHITING PETE CORP NEW	7,200	$431K	0.0%	$49.27	—	COM	966387102
PMT	PENNYMAC MTG INVT TR	18,981	$430K	0.0%	$21.04	—	COM	70931T103
—	NORTHSTAR RLTY FIN CORP	45,790	$425K	0.0%	$9.09	—	COM	66704R100
—	ENSCO PLC	7,900	$425K	0.0%	$56.32	—	SHS CLASS A	G3157S106
—	ROVI CORP	22,061	$423K	0.0%	$21.60	—	COM	779376102
LEN	LENNAR CORP	11,900	$421K	0.0%	$34.18	-14.4%	CL A	526057104
MFC	MANULIFE FINL CORP	25,200	$418K	0.0%	$15.16	+12.6%	COM	56501R106
MTG	MGIC INVT CORP WIS	57,400	$418K	0.0%	$7.10	0.0%	COM	552848103
—	UNITED STATIONERS INC	9,440	$411K	0.0%	$43.54	—	COM	913004107
AGO	ASSURED GUARANTY LTD	21,399	$401K	0.0%	$17.27	-1.2%	COM	G0585R106
—	BROCADE COMMUNICATIONS SYS I	49,438	$398K	0.0%	$5.76	—	COM NEW	111621306
WRLD	WORLD ACCEP CORP DEL	4,427	$398K	0.0%	$88.91	-4.2%	COM	981419104
HLX	HELIX ENERGY SOLUTIONS GRP I	15,593	$396K	0.0%	$23.34	+10.1%	COM	42330P107
—	BASIC ENERGY SVCS INC NEW	31,273	$395K	0.0%	$12.20	—	COM	06985P100
CAR	AVIS BUDGET GROUP	13,612	$392K	0.0%	$28.57	-0.6%	COM	053774105
—	VALASSIS COMMUNICATIONS INC	13,531	$391K	0.0%	$24.56	—	COM	918866104
—	BLACKROCK STRTGC BOND TR	30,220	$391K	0.0%	$12.94	—	COM	09249G106
—	MEREDITH CORP	8,106	$386K	0.0%	$47.70	—	COM	589433101
—	APOLLO INVT CORP	47,178	$385K	0.0%	$7.74	—	COM	03761U106
—	CASH AMER INTL INC	8,432	$382K	0.0%	$45.43	—	COM	14754D100
—	PDL BIOPHARMA INC	47,607	$379K	0.0%	$7.73	—	COM	69329Y104
—	DOLE FOOD CO INC NEW	27,618	$376K	0.0%	$12.75	—	COM	256603101
—	KEY ENERGY SVCS INC	51,600	$376K	0.0%	$7.29	—	COM	492914106
—	AMERICAN EQTY INVT LIFE HLD	17,459	$370K	0.0%	$21.19	—	COM	025676206
ORI	OLD REP INTL CORP	23,990	$369K	0.0%	$6.16	0.0%	COM	680223104
ALV	AUTOLIV INC	4,200	$367K	0.0%	$45.08	0.0%	COM	052800109
CACI	CACI INTL INC	5,273	$364K	0.0%	$60.37	+10.6%	CL A	127190304
UVV	UNIVERSAL CORP VA	7,126	$363K	0.0%	$58.13	-4.8%	COM	913456109
AMAT	APPLIED MATLS INC	20,600	$361K	0.0%	$13.53	0.0%	COM	038222105
DECK	DECKERS OUTDOOR CORP	5,342	$352K	0.0%	$9.70	0.0%	COM	243537107
MMS	MAXIMUS INC	7,700	$347K	0.0%	$38.52	+0.4%	COM	577933104
—	FIFTH STREET FINANCE CORP	32,854	$338K	0.0%	$10.45	—	COM	31678A103
—	GULFMARK OFFSHORE INC	6,600	$336K	0.0%	$45.06	—	CL A NEW	402629208
—	PIONEER ENERGY SVCS CORP	44,500	$334K	0.0%	$6.75	—	COM	723664108
—	AMSURG CORP	8,300	$330K	0.0%	$35.14	—	COM	03232P405
—	ATWOOD OCEANICS INC	6,000	$330K	0.0%	$52.02	—	COM	050095108
—	AMERN STRATEGIC INCOME PTFL	38,306	$311K	0.0%	$8.12	—	COM	030099105
SLRC	SOLAR CAP LTD	13,997	$310K	0.0%	$7.36	-0.9%	COM	83413U100
SM	SM ENERGY CO	4,000	$309K	0.0%	$61.42	0.0%	COM	78454L100
LUV	SOUTHWEST AIRLS CO	21,000	$306K	0.0%	$11.86	+0.2%	COM	844741108
—	FXCM INC	15,400	$304K	0.0%	$19.74	—	COM CL A	302693106
—	ENERGEN CORP	3,900	$298K	0.0%	$76.41	—	COM	29265N108
WTI	W & T OFFSHORE INC	16,713	$296K	0.0%	$13.94	+15.9%	COM	92922P106
—	DENBURY RES INC	15,800	$291K	0.0%	$17.63	—	COM NEW	247916208
BIGGQ	BIG LOTS INC	7,838	$291K	0.0%	$26.63	0.0%	COM	089302103
UGP	ULTRAPAR PARTICIPACOES S A	11,780	$290K	0.0%	$23.92	—	SP ADR REP COM	90400P101
—	ENGILITY HLDGS INC	9,074	$288K	0.0%	$31.74	—	COM	29285W104
EFX	EQUIFAX INC	4,801	$287K	0.0%	$53.06	+2.3%	COM	294429105
COLB	COLUMBIA BKG SYS INC	11,600	$287K	0.0%	$14.59	0.0%	COM	197236102
—	EXPRESS INC	11,966	$282K	0.0%	$23.57	—	COM	30219E103
—	RESOLUTE FST PRODS INC	20,990	$277K	0.0%	$13.17	—	COM	76117W109
QUAD	QUAD / GRAPHICS INC	9,101	$276K	0.0%	$22.74	+29.8%	COM CL A	747301109
—	HILLENBRAND INC	10,030	$275K	0.0%	$27.42	—	COM	431571108
PNNT	PENNANTPARK INVT CORP	24,100	$271K	0.0%	$2.41	+4.7%	COM	708062104
—	TECH DATA CORP	5,414	$270K	0.0%	$49.87	—	COM	878237106
BAH	BOOZ ALLEN HAMILTON HLDG COR	13,840	$267K	0.0%	$10.71	+24.1%	CL A	099502106
FCN	FTI CONSULTING INC	7,014	$265K	0.0%	$35.45	0.0%	COM	302941109
—	FOREST OIL CORP	43,000	$262K	0.0%	$4.09	—	COM PAR $0.01	346091705
—	UNITED ONLINE INC	32,603	$260K	0.0%	$7.70	—	COM	911268100
—	STARZ	9,012	$254K	0.0%	$28.18	—	COM SER A	85571Q102
MBI	MBIA INC	24,243	$248K	0.0%	$5.49	0.0%	COM	55262C100
—	BARNES & NOBLE INC	18,904	$245K	0.0%	$15.21	—	COM	067774109
—	BERRY PETE CO	5,600	$242K	0.0%	$42.32	—	CL A	085789105
—	MELLANOX TECHNOLOGIES LTD	6,384	$242K	0.0%	$37.91	—	SHS	M51363113
GBDC	GOLUB CAP BDC INC	13,600	$236K	0.0%	$5.68	+3.7%	COM	38173M102
WLK	WESTLAKE CHEM CORP	2,200	$230K	0.0%	$37.72	+13.7%	COM	960413102
UPBD	RENT A CTR INC NEW	5,987	$228K	0.0%	$36.22	+6.4%	COM	76009N100
BKE	BUCKLE INC	4,100	$222K	0.0%	$15.19	+6.4%	COM	118440106
POST	POST HLDGS INC	5,481	$221K	0.0%	$29.19	0.0%	COM	737446104
—	HOSPITALITY PPTYS TR	7,780	$220K	0.0%	$28.28	—	COM SH BEN INT	44106M102
—	NII HLDGS INC	35,023	$213K	0.0%	$6.67	—	CL B NEW	62913F201
AMZN	AMAZON COM INC	680	$213K	0.0%	$13.32	+11.9%	COM	023135106
AKO/B	EMBOTELLADORA ANDINA S A	6,410	$211K	0.0%	$34.32	—	SPON ADR B	29081P303
NNI	NELNET INC	5,307	$204K	0.0%	$38.64	0.0%	CL A	64031N108
—	STEWART ENTERPRISES INC	14,900	$196K	0.0%	$13.15	—	CL A	860370105
—	BANK OF AMERICA CORPORATION	190,000	$150K	0.0%	$0.77	—	*W EXP 10/28/201	060505153
—	SPIRIT RLTY CAP INC NEW	16,254	$149K	0.0%	$9.17	—	COM	84860W102
HIMX	HIMAX TECHNOLOGIES INC	13,900	$139K	0.0%	$10.00	—	SPONSORED ADR	43289P106
PSEC	PROSPECT CAPITAL CORPORATION	12,300	$138K	0.0%	$2.26	+6.9%	COM	74348T102
—	MFA FINL INC	17,066	$127K	0.0%	$7.44	—	COM	55272X102
—	IDENIX PHARMACEUTICALS INC	21,600	$113K	0.0%	$3.61	—	COM	45166R204
—	DCT INDUSTRIAL TRUST INC	15,200	$109K	0.0%	$7.17	—	COM	233153105
—	TRANSGLOBE ENERGY CORP	13,400	$105K	0.0%	$6.19	—	COM	893662106
—	VONAGE HLDGS CORP	32,772	$103K	0.0%	$3.14	—	COM	92886T201
—	HIGHER ONE HLDGS INC	13,300	$102K	0.0%	$7.67	—	COM	42983D104
—	DESARROLLADORA HOMEX S A DE	38,400	$81,000	0.0%	$3.34	—	SPONSORED ADR	25030W100
—	GENCO SHIPPING & TRADING LTD	19,100	$75,000	0.0%	$1.62	—	SHS	Y2685T107
—	CENTRAIS ELETRICAS BRASILEIR	12,900	$60,000	0.0%	$3.95	—	SPON ADR PFD B	15234Q108
—	JAMES RIVER COAL CO	19,900	$39,000	0.0%	$1.83	—	COM NEW	470355207
CDVIQ	CAL DIVE INTL INC DEL	18,100	$37,000	0.0%	$1.86	+11.3%	COM	12802T101