Location: London, United Kingdom
CIK: 0001140022 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 13, 2013
Total Value: $11.4B (88.5% shares, 11.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 643,284 | $307M | 2.7% | $476.75 * | $13.26 | +7.7% | COM | 037833100 |
| XOM | EXXON MOBIL CORP | 2,263,357 | $195M | 1.7% | $86.04 * | $53.79 | +0.7% | COM | 30231G102 |
| MSFT | MICROSOFT CORP | 5,664,080 | $189M | 1.7% | $33.31 * | $26.74 | +1.0% | COM | 594918104 |
| — | UBS AG | 8,548,346 | $174M | 1.5% | $20.41 | $17.18 | — | SHS NEW | H89231338 |
| JPM | JPMORGAN CHASE & CO | 2,850,884 | $147M | 1.3% | $51.69 * | $36.40 | +5.8% | COM | 46625H100 |
| PFE | PFIZER INC | 4,962,723 | $142M | 1.2% | $28.71 * | $16.44 | -0.5% | COM | 717081103 |
| — | GENERAL ELECTRIC CO | 5,941,285 | $142M | 1.2% | $23.89 | $23.26 | — | COM | 369604103 |
| T | AT&T INC | 3,878,706 | $131M | 1.2% | $33.82 * | $11.32 | -3.2% | COM | 00206R102 |
| WFC | WELLS FARGO & CO NEW | 3,060,200 | $126M | 1.1% | $41.32 * | $27.65 | +9.2% | COM | 949746101 |
| KO | COCA COLA CO | 3,274,789 | $124M | 1.1% | $37.88 * | $27.62 | -3.0% | COM | 191216100 |
| CVX | CHEVRON CORP NEW | 963,422 | $117M | 1.0% | $121.50 * | $71.49 | +2.2% | COM | 166764100 |
| IBM | INTERNATIONAL BUSINESS MAC | 627,676 | $116M | 1.0% | $185.18 * | $117.72 | -5.2% | COM | 459200101 |
| QCOM | QUALCOMM INC | 1,668,428 | $112M | 1.0% | $67.36 * | $45.19 | +3.0% | COM | 747525103 |
| JNJ | JOHNSON & JOHNSON | 1,237,509 | $107M | 0.9% | $86.69 * | $60.17 | +5.6% | COM | 478160104 |
| — | GOOGLE INC | 121,472 | $106M | 0.9% | $875.91 | $879.68 | — | CL A | 38259P508 |
| MCD | MCDONALDS CORP | 1,063,188 | $102M | 0.9% | $96.21 * | $71.74 | -1.7% | COM | 580135101 |
| — | INTEL CORP | 87,850,000 | $95.32M | 0.8% | $1.08 | $1.09 | — | SDCV 2.95% | 458140AD2 |
| COP | CONOCOPHILLIPS | 1,360,983 | $94.6M | 0.8% | $69.51 * | $40.11 | +10.9% | COM | 20825C104 |
| PG | PROCTER & GAMBLE CO | 1,247,085 | $94.27M | 0.8% | $75.59 * | $55.17 | +1.9% | COM | 742718109 |
| TD | TORONTO DOMINION BK ONT | 1,032,655 | $92.87M | 0.8% | $89.94 * | $40.36 | +5.3% | COM NEW | 891160509 |
| BA | BOEING CO | 756,793 | $88.92M | 0.8% | $117.50 * | $80.97 | +13.1% | COM | 097023105 |
| AMGN | AMGEN INC | 784,681 | $87.84M | 0.8% | $111.94 * | $73.57 | +4.6% | COM | 031162100 |
| SLB | SCHLUMBERGER LTD | 966,488 | $85.4M | 0.7% | $88.36 * | $52.90 | +11.5% | COM | 806857108 |
| PM | PHILIP MORRIS INTL INC | 974,462 | $84.38M | 0.7% | $86.59 * | $49.45 | -4.2% | COM | 718172109 |
| C | CITIGROUP INC | 1,684,049 | $81.69M | 0.7% | $48.51 * | $36.06 | +4.3% | COM NEW | 172967424 |
| — | TIME WARNER INC | 1,235,556 | $81.31M | 0.7% | $65.81 | $57.82 | — | COM NEW | 887317303 |
| BAC | BANK OF AMERICA CORPORATIO | 5,777,246 | $79.73M | 0.7% | $13.80 * | $10.15 | +10.6% | COM | 060505104 |
| MO | ALTRIA GROUP INC | 2,248,031 | $77.22M | 0.7% | $34.35 * | $16.27 | -0.6% | COM | 02209S103 |
| VZ | VERIZON COMMUNICATIONS INC | 1,572,924 | $73.39M | 0.6% | $46.66 * | $26.85 | -2.7% | COM | 92343V104 |
| IVV | ISHARES TR | 425,475 | $71.86M | 0.6% | $168.90 | $160.97 | — | S&P 500 IND | 464287200 |
| MRK | MERCK & CO INC NEW | 1,489,963 | $70.94M | 0.6% | $47.61 * | $30.13 | +2.8% | COM | 58933Y105 |
| HON | HONEYWELL INTL INC | 853,374 | $70.86M | 0.6% | $83.04 * | $53.13 | +8.2% | COM | 438516106 |
| — | CEMEX SAB DE CV | 59,400,000 | $70.17M | 0.6% | $1.18 | $1.15 | — | NOTE 4.875% | 151290AV5 |
| WMT | WAL-MART STORES INC | 907,972 | $67.15M | 0.6% | $73.96 * | $19.94 | -0.8% | COM | 931142103 |
| IWV | ISHARES TR | 655,718 | $66.32M | 0.6% | $101.14 | $96.40 | — | RUSSELL 300 | 464287689 |
| LYB | LYONDELLBASELL INDUSTRIES | 901,696 | $66.03M | 0.6% | $73.23 * | $33.34 | +10.8% | SHS-A- | N53745100 |
| CSCO | CISCO SYS INC | 2,805,447 | $65.7M | 0.6% | $23.42 * | $15.38 | +10.1% | COM | 17275R102 |
| — | UNITED TECHNOLOGIES CORP | 601,839 | $64.89M | 0.6% | $107.82 | $94.12 | — | COM | 913017109 |
| INTC | INTEL CORP | 2,788,985 | $63.92M | 0.6% | $22.92 * | $17.15 | -1.4% | COM | 458140100 |
| — | COBALT INTL ENERGY INC | 58,000,000 | $61.41M | 0.5% | $1.06 | $1.06 | — | NOTE 2.625% | 19075FAA4 |
| GILD | GILEAD SCIENCES INC | 953,837 | $59.94M | 0.5% | $62.84 * | $36.72 | +13.1% | COM | 375558103 |
| DB | DEUTSCHE BANK AG | 1,295,927 | $57.31M | 0.5% | $44.23 * | $30.70 | +2.9% | NAMEN AKT | D18190898 |
| ORCL | ORACLE CORP | 1,688,836 | $56.02M | 0.5% | $33.17 * | $27.52 | -1.6% | COM | 68389X105 |
| TXN | TEXAS INSTRS INC | 1,375,495 | $55.39M | 0.5% | $40.27 * | $25.31 | +9.5% | COM | 882508104 |
| GS | GOLDMAN SACHS GROUP INC | 348,871 | $55.2M | 0.5% | $158.21 * | $121.59 | +4.6% | COM | 38141G104 |
| DIS | DISNEY WALT CO | 849,540 | $54.79M | 0.5% | $64.49 * | $56.11 | +1.5% | COM DISNEY | 254687106 |
| CMCSA | COMCAST CORP NEW | 1,150,536 | $51.95M | 0.5% | $45.15 * | $15.71 | +5.3% | CL A | 20030N101 |
| — | VOLCANO CORPORATION | 49,500,000 | $51.42M | 0.5% | $1.04 | $1.00 | — | NOTE 1.75%1 | 928645AB6 |
| CME | CME GROUP INC | 661,290 | $48.86M | 0.4% | $73.88 * | $39.16 | +13.0% | COM | 12572Q105 |
| — | LINEAR TECHNOLOGY CORP | 44,000,000 | $46.94M | 0.4% | $1.07 | $1.05 | — | NOTE 3.00% | 535678AC0 |
| V | VISA INC | 244,402 | $46.7M | 0.4% | $191.10 * | $40.34 | +4.9% | COM CL A | 92826C839 |
| MAT | MATTEL INC | 1,105,810 | $46.29M | 0.4% | $41.86 * | $44.76 | -4.4% | COM | 577081102 |
| CAT | CATERPILLAR INC DEL | 543,627 | $45.32M | 0.4% | $83.37 * | $61.57 | +0.1% | COM | 149123101 |
| RY | ROYAL BK CDA MONTREAL QUE | 699,039 | $44.74M | 0.4% | $64.01 * | $60.12 | +3.3% | COM | 780087102 |
| CVS | CVS CAREMARK CORPORATION | 769,555 | $43.67M | 0.4% | $56.75 * | $41.61 | +2.8% | COM | 126650100 |
| SPY | SPDR S&P 500 ETF TR | 255,397 | $42.93M | 0.4% | $168.10 | $160.01 | — | TR UNIT | 78462F103 |
| F | FORD MTR CO DEL | 2,507,652 | $42.3M | 0.4% | $16.87 * | $7.71 | +17.0% | COM PAR $0. | 345370860 |
| OXY | OCCIDENTAL PETE CORP DEL | 452,049 | $42.28M | 0.4% | $93.54 * | $57.92 | +2.3% | COM | 674599105 |
| PEP | PEPSICO INC | 522,806 | $41.56M | 0.4% | $79.50 * | $56.09 | +1.2% | COM | 713448108 |
| UNH | UNITEDHEALTH GROUP INC | 566,216 | $40.55M | 0.4% | $71.61 * | $50.75 | +15.5% | COM | 91324P102 |
| — | SANDISK CORP | 30,500,000 | $40.49M | 0.4% | $1.33 | $1.34 | — | NOTE 1.50% | 80004CAD3 |
| — | PRAXAIR INC | 334,790 | $40.24M | 0.4% | $120.21 | $115.16 | — | COM | 74005P104 |
| — | EXPRESS SCRIPTS HLDG CO | 628,982 | $38.86M | 0.3% | $61.78 | $61.71 | — | COM | 30219G108 |
| AIG | AMERICAN INTL GROUP INC | 797,969 | $38.8M | 0.3% | $48.63 * | $32.82 | +9.8% | COM NEW | 026874784 |
| — | SALIX PHARMACEUTICALS INC | 25,000,000 | $38.33M | 0.3% | $1.53 | $1.53 | — | NOTE 2.75% | 795435AC0 |
| AMZN | AMAZON COM INC | 121,503 | $37.99M | 0.3% | $312.64 * | $13.66 | +9.1% | COM | 023135106 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 218 | $37.15M | 0.3% | $170408.26 | $166344.27 | +4.0% | CL A | 084670108 |
| — | TAKE-TWO INTERACTIVE SOFTW | 31,000,000 | $36.93M | 0.3% | $1.19 | $1.10 | — | NOTE 1.75%1 | 874054AC3 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 324,629 | $36.85M | 0.3% | $113.51 | $111.45 | +3.5% | CL B NEW | 084670702 |
| — | E M C CORP MASS | 1,418,314 | $36.25M | 0.3% | $25.56 | $23.62 | — | COM | 268648102 |
| MDLZ | MONDELEZ INTL INC | 1,147,156 | $36.04M | 0.3% | $31.42 * | $23.21 | +2.2% | CL A | 609207105 |
| MS | MORGAN STANLEY | 1,332,460 | $35.91M | 0.3% | $26.95 * | $17.33 | +13.4% | COM NEW | 617446448 |
| — | INTERNATIONAL GAME TECHNOL | 32,250,000 | $35.72M | 0.3% | $1.11 | $1.07 | — | NOTE 3.25% | 459902AQ5 |
| MET | METLIFE INC | 756,830 | $35.53M | 0.3% | $46.95 * | $25.01 | +15.1% | COM | 59156R108 |
| BMY | BRISTOL MYERS SQUIBB CO | 760,558 | $35.2M | 0.3% | $46.28 * | $28.74 | +1.6% | COM | 110122108 |
| AXP | AMERICAN EXPRESS CO | 457,984 | $34.59M | 0.3% | $75.52 * | $60.05 | +5.3% | COM | 025816109 |
| TJX | TJX COS INC NEW | 612,790 | $34.55M | 0.3% | $56.39 * | $20.90 | +7.8% | COM | 872540109 |
| — | COVANTA HLDG CORP | 25,000,000 | $34.48M | 0.3% | $1.38 | $1.29 | — | NOTE 3.25% | 22282EAC6 |
| HAL | HALLIBURTON CO | 712,168 | $34.29M | 0.3% | $48.15 * | $33.65 | +10.9% | COM | 406216101 |
| META | FACEBOOK INC | 679,644 | $34.15M | 0.3% | $50.24 * | $28.52 | +29.6% | CL A | 30303M102 |
| AFL | AFLAC INC | 540,712 | $33.52M | 0.3% | $61.99 * | $20.11 | +11.7% | COM | 001055102 |
| — | COMTECH TELECOMMUNICATIONS | 32,500,000 | $33.19M | 0.3% | $1.02 | $1.03 | — | NOTE 3.00% | 205826AF7 |
| ABBV | ABBVIE INC | 733,341 | $32.8M | 0.3% | $44.73 * | $26.62 | +2.0% | COM | 00287Y109 |
| HD | HOME DEPOT INC | 432,070 | $32.77M | 0.3% | $75.85 * | $56.55 | +2.3% | COM | 437076102 |
| DE | DEERE & CO | 401,457 | $32.67M | 0.3% | $81.39 * | $67.70 | -2.6% | COM | 244199105 |
| UGI | UGI CORP NEW | 823,026 | $32.2M | 0.3% | $39.13 * | $26.32 | +1.8% | COM | 902681105 |
| — | WRIGHT MED GROUP INC | 26,000,000 | $31.9M | 0.3% | $1.23 | $1.23 | — | NOTE 2.00% | 98235TAC1 |
| — | RTI INTL METALS INC | 30,000,000 | $31.2M | 0.3% | $1.04 | $0.95 | — | NOTE 1.625% | 74973WAB3 |
| — | NOVELLUS SYS INC | 19,400,000 | $30.81M | 0.3% | $1.59 | $1.41 | — | NOTE 2.625% | 670008AD3 |
| BAX | BAXTER INTL INC | 466,223 | $30.63M | 0.3% | $65.69 * | $30.66 | +1.3% | COM | 071813109 |
| — | APACHE CORP | 359,237 | $30.59M | 0.3% | $85.14 | $83.91 | — | COM | 037411105 |
| SPG | SIMON PPTY GROUP INC NEW | 203,176 | $30.12M | 0.3% | $148.23 * | $83.67 | -3.2% | COM | 828806109 |
| — | AETNA INC NEW | 458,411 | $29.35M | 0.3% | $64.02 | $63.57 | — | COM | 00817Y108 |
| LLY | LILLY ELI & CO | 581,963 | $29.29M | 0.3% | $50.33 * | $42.08 | -2.6% | COM | 532457108 |
| — | MEDTRONIC INC | 547,472 | $29.15M | 0.3% | $53.25 | $51.64 | — | COM | 585055106 |
| BNS | BANK NOVA SCOTIA HALIFAX | 506,991 | $29.01M | 0.3% | $57.22 * | $30.38 | +0.4% | COM | 064149107 |
| — | CORSICANTO LTD | 26,250,000 | $28.66M | 0.3% | $1.09 | $1.07 | — | NOTE 3.50% | 220480AC1 |
| — | IXIA | 25,000,000 | $28.63M | 0.3% | $1.15 | $1.20 | — | NOTE 3.00%1 | 45071RAB5 |
| FCX | FREEPORT-MCMORAN COPPER & | 862,412 | $28.53M | 0.3% | $33.08 * | $24.53 | +4.6% | COM | 35671D857 |
| BIIB | BIOGEN IDEC INC | 116,446 | $28.04M | 0.2% | $240.76 * | $214.87 | +4.2% | COM | 09062X103 |
| FDX | FEDEX CORP | 242,287 | $27.65M | 0.2% | $114.11 * | $81.95 | +11.4% | COM | 31428X106 |
| COF | CAPITAL ONE FINL CORP | 401,031 | $27.57M | 0.2% | $68.74 * | $47.00 | +14.8% | COM | 14040H105 |
| ABT | ABBOTT LABS | 822,813 | $27.31M | 0.2% | $33.19 * | $28.60 | -3.1% | COM | 002824100 |
| — | INSULET CORP | 18,500,000 | $26.85M | 0.2% | $1.45 | $1.31 | — | NOTE 3.75% | 45784PAC5 |
| — | HEWLETT PACKARD CO | 1,265,104 | $26.54M | 0.2% | $20.98 | $24.51 | — | COM | 428236103 |
| TGT | TARGET CORP | 413,206 | $26.44M | 0.2% | $63.98 * | $47.90 | -1.5% | COM | 87612E106 |
| — | SUNPOWER CORP | 23,000,000 | $26.23M | 0.2% | $1.14 | $1.07 | — | DBCV 4.75% | 867652AC3 |
| — | CACI INTL INC | 20,400,000 | $26.06M | 0.2% | $1.28 | $1.20 | — | NOTE 2.125% | 127190AD8 |
| — | CIENA CORP | 25,373,000 | $25.96M | 0.2% | $1.02 | $1.02 | — | NOTE 0.875% | 171779AE1 |
| LOW | LOWES COS INC | 541,584 | $25.79M | 0.2% | $47.61 * | $32.59 | +11.7% | COM | 548661107 |
| VLO | VALERO ENERGY CORP NEW | 747,230 | $25.52M | 0.2% | $34.15 * | $23.67 | -5.3% | COM | 91913Y100 |
| KR | KROGER CO | 630,868 | $25.45M | 0.2% | $40.34 * | $13.44 | +13.3% | COM | 501044101 |
| SU | SUNCOR ENERGY INC NEW | 702,726 | $25.1M | 0.2% | $35.72 * | $20.00 | +9.1% | COM | 867224107 |
| CF | CF INDS HLDGS INC | 118,684 | $25.02M | 0.2% | $210.83 * | $26.73 | +2.8% | COM | 125269100 |
| NOC | NORTHROP GRUMMAN CORP | 262,665 | $25.02M | 0.2% | $95.26 * | $62.90 | +19.0% | COM | 666807102 |
| NSC | NORFOLK SOUTHERN CORP | 319,734 | $24.73M | 0.2% | $77.35 * | $57.64 | -1.1% | COM | 655844108 |
| — | QIAGEN NV | 1,180,199 | $24.44M | 0.2% | $20.71 | $19.97 | — | REG SHS | N72482107 |
| — | DIRECTV | 405,050 | $24.2M | 0.2% | $59.75 | $61.33 | — | COM | 25490A309 |
| — | ARRIS GROUP INC | 22,500,000 | $24.19M | 0.2% | $1.08 | $1.03 | — | NOTE 2.00%1 | 04269QAC4 |
| — | JOHNSON CTLS INC | 576,912 | $23.94M | 0.2% | $41.50 | $36.14 | — | COM | 478366107 |
| — | NUANCE COMMUNICATIONS INC | 21,000,000 | $23.94M | 0.2% | $1.14 | $1.16 | — | DBCV 2.75% | 67020YAB6 |
| — | MOBILE TELESYSTEMS OJSC | 1,074,171 | $23.91M | 0.2% | $22.26 | $18.94 | — | SPONSORED A | 607409109 |
| — | VIACOM INC NEW | 285,623 | $23.87M | 0.2% | $83.58 | $68.83 | — | CL B | 92553P201 |
| PNC | PNC FINL SVCS GROUP INC | 326,226 | $23.64M | 0.2% | $72.45 * | $47.69 | +7.6% | COM | 693475105 |
| — | L BRANDS INC | 385,012 | $23.52M | 0.2% | $61.10 | $49.45 | — | COM | 501797104 |
| — | BOTTOMLINE TECH DEL INC | 20,000,000 | $23.11M | 0.2% | $1.16 | $1.10 | — | NOTE 1.50% | 101388AA4 |
| GM | GENERAL MTRS CO | 636,592 | $22.9M | 0.2% | $35.97 * | $24.96 | +7.1% | COM | 37045V100 |
| — | CHESAPEAKE ENERGY CORP | 23,200,000 | $22.79M | 0.2% | $0.98 | $0.94 | — | NOTE 2.50% | 165167CA3 |
| — | HORNBECK OFFSHORE SVCS INC | 19,200,000 | $22.73M | 0.2% | $1.18 | $1.15 | — | FRNT 1.625% | 440543AE6 |
| NEM | NEWMONT MINING CORP | 808,734 | $22.73M | 0.2% | $28.10 * | $25.28 | -10.6% | COM | 651639106 |
| MMM | 3M CO | 190,107 | $22.7M | 0.2% | $119.41 * | $61.60 | +7.1% | COM | 88579Y101 |
| — | DISCOVER FINL SVCS | 448,402 | $22.66M | 0.2% | $50.54 | $47.87 | — | COM | 254709108 |
| — | HEARTWARE INTL INC | 20,300,000 | $22.61M | 0.2% | $1.11 | $1.25 | — | NOTE 3.50%1 | 422368AA8 |
| — | GROUP 1 AUTOMOTIVE INC | 17,000,000 | $22.52M | 0.2% | $1.32 | $1.20 | — | FRNT 2.25% | 398905AE9 |
| ETN | EATON CORP PLC | 326,409 | $22.47M | 0.2% | $68.84 * | $47.67 | +4.8% | SHS | G29183103 |
| SFL 3.25 02/01/18 | SHIP FINANCE INTERNATIONAL | 22,000,000 | $22.3M | 0.2% | $1.01 | $0.96 | — | NOTE 3.25% | G81075AE6 |
| UNP | UNION PAC CORP | 141,910 | $22.04M | 0.2% | $155.34 * | $57.65 | +4.3% | COM | 907818108 |
| — | COVIDIEN PLC | 355,783 | $21.68M | 0.2% | $60.94 | $62.74 | — | SHS | G2554F113 |
| TRV | TRAVELERS COMPANIES INC | 251,918 | $21.36M | 0.2% | $84.77 * | $63.35 | -0.9% | COM | 89417E109 |
| — | MEDIVATION INC | 15,000,000 | $21.18M | 0.2% | $1.41 | $1.27 | — | NOTE 2.625% | 58501NAA9 |
| DUK | DUKE ENERGY CORP NEW | 316,567 | $21.14M | 0.2% | $66.78 * | $41.68 | -2.0% | COM NEW | 26441C204 |
| CNI | CANADIAN NATL RY CO | 208,297 | $21.08M | 0.2% | $101.21 * | $39.44 | +0.4% | COM | 136375102 |
| CSX | CSX CORP | 812,574 | $20.92M | 0.2% | $25.74 * | $6.66 | +3.0% | COM | 126408103 |
| — | STARWOOD PPTY TR INC | 20,000,000 | $20.89M | 0.2% | $1.04 | $1.03 | — | NOTE 4.55% | 85571BAA3 |
| — | BARRICK GOLD CORP | 1,110,777 | $20.68M | 0.2% | $18.61 | $16.05 | — | COM | 067901108 |
| MA | MASTERCARD INC | 30,489 | $20.51M | 0.2% | $672.77 * | $53.42 | +9.1% | CL A | 57636Q104 |
| EXC | EXELON CORP | 688,870 | $20.42M | 0.2% | $29.64 * | $15.32 | -8.4% | COM | 30161N101 |
| DVN | DEVON ENERGY CORP NEW | 351,231 | $20.29M | 0.2% | $57.76 * | $37.39 | +1.9% | COM | 25179M103 |
| USB | US BANCORP DEL | 552,369 | $20.21M | 0.2% | $36.58 * | $22.92 | +6.2% | COM NEW | 902973304 |
| — | MONSANTO CO NEW | 192,043 | $20.04M | 0.2% | $104.37 | $99.85 | — | COM | 61166W101 |
| — | CIGNA CORPORATION | 257,915 | $19.82M | 0.2% | $76.86 | $72.61 | — | COM | 125509109 |
| — | PRICELINE COM INC | 19,404 | $19.62M | 0.2% | $1010.93 | $870.00 | — | COM NEW | 741503403 |
| IP | INTL PAPER CO | 437,470 | $19.6M | 0.2% | $44.80 * | $25.96 | +3.5% | COM | 460146103 |
| PSX | PHILLIPS 66 | 337,835 | $19.53M | 0.2% | $57.82 * | $40.15 | -6.6% | COM | 718546104 |
| SBUX | STARBUCKS CORP | 252,338 | $19.42M | 0.2% | $76.97 * | $25.24 | +12.0% | COM | 855244109 |
| — | GOLDCORP INC NEW | 740,302 | $19.25M | 0.2% | $26.00 | $24.90 | — | COM | 380956409 |
| — | NATIONAL OILWELL VARCO INC | 242,811 | $18.97M | 0.2% | $78.11 | $68.90 | — | COM | 637071101 |
| EBAY | EBAY INC | 339,347 | $18.93M | 0.2% | $55.79 * | $20.12 | -0.8% | COM | 278642103 |
| YUM | YUM BRANDS INC | 264,223 | $18.86M | 0.2% | $71.39 * | $39.41 | +4.1% | COM | 988498101 |
| GIS | GENERAL MLS INC | 393,511 | $18.86M | 0.2% | $47.92 * | $32.09 | +2.5% | COM | 370334104 |
| — | POTASH CORP SASK INC | 601,006 | $18.78M | 0.2% | $31.25 | $37.12 | — | COM | 73755L107 |
| — | AMERICA MOVIL SAB DE CV | 941,638 | $18.65M | 0.2% | $19.81 | $21.75 | — | SPON ADR L | 02364W105 |
| CNQ | CANADIAN NAT RES LTD | 591,373 | $18.57M | 0.2% | $31.40 * | $8.83 | +4.4% | COM | 136385101 |
| — | CBS CORP NEW | 332,678 | $18.35M | 0.2% | $55.16 | $48.95 | — | CL B | 124857202 |
| UPS | UNITED PARCEL SERVICE INC | 198,931 | $18.18M | 0.2% | $91.37 * | $55.91 | +2.2% | CL B | 911312106 |
| — | WALGREEN CO | 333,673 | $17.95M | 0.2% | $53.80 | $45.31 | — | COM | 931422109 |
| GLW | CORNING INC | 1,220,925 | $17.81M | 0.2% | $14.59 * | $10.50 | +2.3% | COM | 219350105 |
| ALL | ALLSTATE CORP | 352,149 | $17.8M | 0.2% | $50.55 * | $37.12 | +3.9% | COM | 020002101 |
| EMR | EMERSON ELEC CO | 275,076 | $17.8M | 0.2% | $64.70 * | $40.82 | +7.4% | COM | 291011104 |
| CM | CDN IMPERIAL BK OF COMMERC | 220,930 | $17.58M | 0.2% | $79.58 * | $20.79 | +0.7% | COM | 136069101 |
| — | CELGENE CORP | 112,845 | $17.37M | 0.2% | $153.93 | $127.68 | — | COM | 151020104 |
| CVE | CENOVUS ENERGY INC | 579,718 | $17.29M | 0.2% | $29.82 * | $22.43 | +0.7% | COM | 15135U109 |
| EMN | EASTMAN CHEM CO | 220,573 | $17.18M | 0.2% | $77.90 * | $47.81 | +11.0% | COM | 277432100 |
| STT | STATE STR CORP | 256,038 | $16.83M | 0.1% | $65.75 * | $45.28 | +8.8% | COM | 857477103 |
| AMP | AMERIPRISE FINL INC | 183,509 | $16.71M | 0.1% | $91.08 * | $59.71 | +14.1% | COM | 03076C106 |
| — | UNITED STATES STL CORP NEW | 15,000,000 | $16.68M | 0.1% | $1.11 | $0.99 | — | NOTE 2.75% | 912909AH1 |
| FE | FIRSTENERGY CORP | 455,701 | $16.61M | 0.1% | $36.45 * | $24.48 | -9.1% | COM | 337932107 |
| CMI | CUMMINS INC | 124,650 | $16.56M | 0.1% | $132.87 * | $81.53 | +9.3% | COM | 231021106 |
| BMO | BANK MONTREAL QUE | 246,106 | $16.41M | 0.1% | $66.68 * | $36.62 | +3.7% | COM | 063671101 |
| HUM | HUMANA INC | 175,581 | $16.39M | 0.1% | $93.33 * | $71.42 | +16.1% | COM | 444859102 |
| KMB | KIMBERLY CLARK CORP | 173,246 | $16.32M | 0.1% | $94.22 * | $62.79 | -2.7% | COM | 494368103 |
| MFC | MANULIFE FINL CORP | 986,408 | $16.3M | 0.1% | $16.52 * | $15.50 | +10.2% | COM | 56501R106 |
| — | PRECISION CASTPARTS CORP | 70,933 | $16.12M | 0.1% | $227.24 | $226.28 | — | COM | 740189105 |
| HIG | HARTFORD FINL SVCS GROUP I | 508,835 | $15.84M | 0.1% | $31.12 * | $22.27 | +8.3% | COM | 416515104 |
| MCK | MCKESSON CORP | 122,770 | $15.75M | 0.1% | $128.30 * | $102.17 | +9.8% | COM | 58155Q103 |
| COR | AMERISOURCEBERGEN CORP | 257,751 | $15.75M | 0.1% | $61.10 * | $38.92 | +8.2% | COM | 03073E105 |
| — | BROADSOFT INC | 14,000,000 | $15.54M | 0.1% | $1.11 | $1.03 | — | NOTE 1.50% | 11133BAB8 |
| PSA | PUBLIC STORAGE | 96,644 | $15.52M | 0.1% | $160.55 * | $97.23 | +1.3% | COM | 74460D109 |
| MPC | MARATHON PETE CORP | 240,631 | $15.48M | 0.1% | $64.32 * | $27.44 | -11.1% | COM | 56585A102 |
| CL | COLGATE PALMOLIVE CO | 260,061 | $15.42M | 0.1% | $59.30 * | $44.43 | +0.3% | COM | 194162103 |
| — | BROADCOM CORP | 583,647 | $15.18M | 0.1% | $26.01 | $30.77 | — | CL A | 111320107 |
| — | CENTURYLINK INC | 479,711 | $15.05M | 0.1% | $31.38 | $35.10 | — | COM | 156700106 |
| BK | BANK OF NEW YORK MELLON CO | 498,058 | $15.04M | 0.1% | $30.19 * | $21.22 | +7.3% | COM | 064058100 |
| — | ALLERGAN INC | 164,249 | $14.86M | 0.1% | $90.45 | $87.02 | — | COM | 018490102 |
| PRU | PRUDENTIAL FINL INC | 190,036 | $14.82M | 0.1% | $77.98 * | $39.45 | +19.3% | COM | 744320102 |
| SWK | STANLEY BLACK & DECKER INC | 163,576 | $14.81M | 0.1% | $90.57 * | $57.12 | +9.7% | COM | 854502101 |
| VFC | V F CORP | 72,897 | $14.51M | 0.1% | $199.05 * | $42.45 | +8.7% | COM | 918204108 |
| — | COCA COLA ENTERPRISES INC | 358,350 | $14.41M | 0.1% | $40.21 | $35.35 | — | COM | 19122T109 |
| ETR | ENTERGY CORP NEW | 226,500 | $14.31M | 0.1% | $63.19 * | $20.54 | -2.1% | COM | 29364G103 |
| CAG | CONAGRA FOODS INC | 468,595 | $14.22M | 0.1% | $30.34 * | $17.69 | +0.4% | COM | 205887102 |
| AZO | AUTOZONE INC | 33,291 | $14.07M | 0.1% | $422.73 | $407.86 | +4.9% | COM | 053332102 |
| UNM | UNUM GROUP | 453,326 | $13.8M | 0.1% | $30.44 | $27.85 | +10.3% | COM | 91529Y106 |
| GNW | GENWORTH FINL INC | 1,074,188 | $13.74M | 0.1% | $12.79 | $10.41 | +20.4% | COM CL A | 37247D106 |
| — | DU PONT E I DE NEMOURS & C | 232,531 | $13.62M | 0.1% | $58.56 | $53.09 | — | COM | 263534109 |
| SLM | SLM CORP | 545,560 | $13.58M | 0.1% | $24.90 * | $7.81 | +11.8% | COM | 78442P106 |
| — | TWENTY FIRST CENTY FOX INC | 403,948 | $13.53M | 0.1% | $33.50 | $33.50 | — | CL A | 90130A101 |
| COST | COSTCO WHSL CORP NEW | 117,425 | $13.52M | 0.1% | $115.12 * | $88.12 | +4.0% | COM | 22160K105 |
| BBY | BEST BUY INC | 352,467 | $13.22M | 0.1% | $37.50 * | $16.63 | +29.6% | COM | 086516101 |
| — | XEROX CORP | 1,273,728 | $13.11M | 0.1% | $10.29 | $9.07 | — | COM | 984121103 |
| — | DELL INC | 947,836 | $13.05M | 0.1% | $13.77 | $13.38 | — | COM | 24702R101 |
| — | BLACKROCK INC | 48,139 | $13.03M | 0.1% | $270.61 | $260.00 | — | COM | 09247X101 |
| — | TRANSCANADA CORP | 296,381 | $13.01M | 0.1% | $43.88 | $43.41 | — | COM | 89353D107 |
| — | COLONY FINL INC | 12,500,000 | $12.98M | 0.1% | $1.04 | $1.02 | — | NOTE 5.00% | 19624RAA4 |
| — | ANADARKO PETE CORP | 139,469 | $12.97M | 0.1% | $92.99 | $88.02 | — | COM | 032511107 |
| — | GILEAD SCIENCES INC | 4,650,000 | $12.88M | 0.1% | $2.77 | $2.27 | — | NOTE 1.625% | 375558AP8 |
| — | VALEANT PHARMACEUTICALS IN | 122,816 | $12.79M | 0.1% | $104.16 | $90.71 | — | COM | 91911K102 |
| EOG | EOG RES INC | 75,563 | $12.79M | 0.1% | $169.28 * | $49.44 | +14.0% | COM | 26875P101 |
| EC | ECOPETROL S A | 276,639 | $12.72M | 0.1% | $46.00 | $42.06 | — | SPONSORED A | 279158109 |
| — | BAKER HUGHES INC | 258,051 | $12.67M | 0.1% | $49.10 | $46.59 | — | COM | 057224107 |
| TMO | THERMO FISHER SCIENTIFIC I | 137,060 | $12.63M | 0.1% | $92.15 * | $81.18 | +6.9% | COM | 883556102 |
| — | HESS CORP | 162,050 | $12.53M | 0.1% | $77.34 | $67.90 | — | COM | 42809H107 |
| — | ST JUDE MED INC | 231,706 | $12.43M | 0.1% | $53.64 | $45.63 | — | COM | 790849103 |
| — | ISHARES INC | 927,500 | $12.38M | 0.1% | $13.35 | $12.79 | — | MSCI SINGAP | 464286673 |
| — | TIME WARNER CABLE INC | 110,892 | $12.38M | 0.1% | $111.60 | $112.31 | — | COM | 88732J207 |
| CAH | CARDINAL HEALTH INC | 235,420 | $12.28M | 0.1% | $52.15 * | $33.12 | +10.2% | COM | 14149Y108 |
| ACN | ACCENTURE PLC IRELAND | 166,351 | $12.25M | 0.1% | $73.64 * | $62.60 | -4.9% | SHS CLASS A | G1151C101 |
| DTE | DTE ENERGY CO | 183,790 | $12.13M | 0.1% | $65.98 * | $38.29 | -0.6% | COM | 233331107 |
| NKE | NIKE INC | 164,491 | $11.95M | 0.1% | $72.64 * | $26.91 | +3.8% | CL B | 654106103 |
| — | ELAN PLC | 765,258 | $11.92M | 0.1% | $15.58 | $14.14 | — | ADR | 284131208 |
| DHR | DANAHER CORP DEL | 171,873 | $11.91M | 0.1% | $69.32 * | $25.66 | +6.8% | COM | 235851102 |
| JBL | JABIL CIRCUIT INC | 549,178 | $11.91M | 0.1% | $21.68 * | $16.76 | +21.3% | COM | 466313103 |
| — | AMERICAN RLTY CAP PPTYS IN | 12,500,000 | $11.84M | 0.1% | $0.95 | $0.95 | — | NOTE 3.00% | 02917TAA2 |
| ITW | ILLINOIS TOOL WKS INC | 155,095 | $11.83M | 0.1% | $76.27 * | $49.85 | +9.9% | COM | 452308109 |
| ROST | ROSS STORES INC | 161,802 | $11.78M | 0.1% | $72.81 * | $28.34 | +6.6% | COM | 778296103 |
| — | DOW CHEM CO | 305,940 | $11.75M | 0.1% | $38.40 | $32.59 | — | COM | 260543103 |
| — | PRICELINE COM INC | 9,100,000 | $11.72M | 0.1% | $1.29 | $1.20 | — | DEBT 1.00% | 741503AQ9 |
| — | CHESAPEAKE ENERGY CORP | 452,093 | $11.7M | 0.1% | $25.88 | $20.38 | — | COM | 165167107 |
| DOV | DOVER CORP | 130,193 | $11.7M | 0.1% | $89.83 * | $40.17 | +15.1% | COM | 260003108 |
| — | JEFFERIES GROUP INC NEW | 11,100,000 | $11.68M | 0.1% | $1.05 | $1.06 | — | DBCV 3.875% | 472319AG7 |
| — | GENERAL GROWTH PPTYS INC N | 602,502 | $11.62M | 0.1% | $19.29 | $19.45 | — | COM | 370023103 |
| — | KRAFT FOODS GROUP INC | 218,850 | $11.48M | 0.1% | $52.44 | $55.07 | — | COM | 50076Q106 |
| MUR | MURPHY OIL CORP | 190,111 | $11.47M | 0.1% | $60.32 * | $35.78 | +5.4% | COM | 626717102 |
| — | WELLPOINT INC | 136,314 | $11.4M | 0.1% | $83.61 | $82.07 | — | COM | 94973V107 |
| HST | HOST HOTELS & RESORTS INC | 636,722 | $11.25M | 0.1% | $17.67 * | $10.76 | +1.0% | COM | 44107P104 |
| — | ENCANA CORP | 642,529 | $11.11M | 0.1% | $17.29 | $16.83 | — | COM | 292505104 |
| — | CHUBB CORP | 122,572 | $10.94M | 0.1% | $89.26 | $85.23 | — | COM | 171232101 |
| — | AVON PRODS INC | 528,142 | $10.88M | 0.1% | $20.60 | $21.01 | — | COM | 054303102 |
| KMI | KINDER MORGAN INC DEL | 302,825 | $10.77M | 0.1% | $35.57 * | $20.58 | -1.9% | COM | 49456B101 |
| — | MCGRAW HILL COS INC | 159,652 | $10.47M | 0.1% | $65.59 | $53.93 | — | COM | 580645109 |
| — | CHESAPEAKE ENERGY CORP | 10,000,000 | $10.38M | 0.1% | $1.04 | $1.04 | — | NOTE 2.75%1 | 165167BW6 |
| — | ISHARES TR | 23,408,000 | $10.27M | 0.1% | $0.44 | $0.44 | — | PUT | 464287954 |
| — | ANNALY CAP MGMT INC | 10,000,000 | $10.2M | 0.1% | $1.02 | $1.02 | — | NOTE 5.00% | 035710AB8 |
| — | INTEGRA LIFESCIENCES HLDGS | 10,000,000 | $10.16M | 0.1% | $1.02 | $0.99 | — | NOTE 1.625% | 457985AK5 |
| RIG | TRANSOCEAN LTD | 228,364 | $10.14M | 0.1% | $44.40 * | $50.78 | -6.9% | REG SHS | H8817H100 |
| — | TE CONNECTIVITY LTD | 194,120 | $10.05M | 0.1% | $51.78 | $46.58 | — | REG SHS | H84989104 |
| ECL | ECOLAB INC | 101,075 | $9.982M | 0.1% | $98.76 * | $74.90 | +8.4% | COM | 278865100 |
| D | DOMINION RES INC VA NEW | 158,120 | $9.879M | 0.1% | $62.48 * | $34.77 | +1.6% | COM | 25746U109 |
| CCL | CARNIVAL CORP | 301,491 | $9.841M | 0.1% | $32.64 * | $27.66 | +8.0% | PAIRED CTF | 143658300 |
| SYY | SYSCO CORP | 309,066 | $9.838M | 0.1% | $31.83 * | $24.22 | -1.0% | COM | 871829107 |
| — | NUVASIVE INC | 10,000,000 | $9.8M | 0.1% | $0.98 | $0.99 | — | NOTE 2.75% | 670704AC9 |
| — | WHOLE FOODS MKT INC | 167,023 | $9.771M | 0.1% | $58.50 | $52.51 | — | COM | 966837106 |
| — | PIONEER NAT RES CO | 51,566 | $9.736M | 0.1% | $188.81 | $155.13 | — | COM | 723787107 |
| FITB | FIFTH THIRD BANCORP | 537,650 | $9.699M | 0.1% | $18.04 * | $11.61 | +7.4% | COM | 316773100 |
| ADP | AUTOMATIC DATA PROCESSING | 131,399 | $9.511M | 0.1% | $72.38 * | $46.06 | +4.9% | COM | 053015103 |
| NUE | NUCOR CORP | 193,390 | $9.48M | 0.1% | $49.02 * | $32.72 | +5.6% | COM | 670346105 |
| MGA | MAGNA INTL INC | 115,003 | $9.474M | 0.1% | $82.38 * | $23.37 | +20.1% | COM | 559222401 |
| ENB | ENBRIDGE INC | 226,974 | $9.469M | 0.1% | $41.72 * | $22.95 | -3.5% | COM | 29250N105 |
| — | MARATHON OIL CORP | 270,111 | $9.421M | 0.1% | $34.88 | $34.65 | — | COM | 565849106 |
| NEE | NEXTERA ENERGY INC | 115,904 | $9.291M | 0.1% | $80.16 * | $14.35 | +3.4% | COM | 65339F101 |
| — | RAYTHEON CO | 120,088 | $9.255M | 0.1% | $77.07 | $69.10 | — | COM NEW | 755111507 |
| — | MERRIMACK PHARMACEUTICALS | 10,050,000 | $9.146M | 0.1% | $0.91 | $0.91 | — | NOTE 4.50% | 590328AA8 |
| SLF | SUN LIFE FINL INC | 286,057 | $9.127M | 0.1% | $31.91 | $29.46 | +7.9% | COM | 866796105 |
| — | NOBLE ENERGY INC | 135,831 | $9.102M | 0.1% | $67.01 | $61.66 | — | COM | 655044105 |
| SO | SOUTHERN CO | 220,593 | $9.084M | 0.1% | $41.18 * | $26.30 | -3.7% | COM | 842587107 |
| — | JOY GLOBAL INC | 177,871 | $9.079M | 0.1% | $51.04 | $48.63 | — | COM | 481165108 |
| — | BB&T CORP | 264,131 | $8.914M | 0.1% | $33.75 | $33.85 | — | COM | 054937107 |
| REGN | REGENERON PHARMACEUTICALS | 28,009 | $8.763M | 0.1% | $312.86 * | $239.51 | +9.2% | COM | 75886F107 |
| ADM | ARCHER DANIELS MIDLAND CO | 236,807 | $8.724M | 0.1% | $36.84 * | $23.88 | +7.3% | COM | 039483102 |
| SCHW | SCHWAB CHARLES CORP NEW | 410,589 | $8.68M | 0.1% | $21.14 * | $16.52 | +13.7% | COM | 808513105 |
| — | ACE LTD | 92,732 | $8.676M | 0.1% | $93.56 | $90.75 | — | SHS | H0023R105 |
| — | DIAMOND OFFSHORE DRILLING | 138,867 | $8.654M | 0.1% | $62.32 | $68.79 | — | COM | 25271C102 |
| AMD | ADVANCED MICRO DEVICES INC | 2,253,161 | $8.562M | 0.1% | $3.80 | $3.51 | +8.6% | COM | 007903107 |
| VALE | VALE S A | 547,561 | $8.547M | 0.1% | $15.61 | $13.15 | — | ADR | 91912E105 |
| — | OMNICARE INC | 8,000,000 | $8.54M | 0.1% | $1.07 | $1.03 | — | DBCV 3.25%1 | 681904AL2 |
| — | MYLAN INC | 223,089 | $8.515M | 0.1% | $38.17 | $33.63 | — | COM | 628530107 |
| — | ALEXION PHARMACEUTICALS IN | 73,099 | $8.491M | 0.1% | $116.16 | $97.98 | — | COM | 015351109 |
| R | RYDER SYS INC | 142,061 | $8.481M | 0.1% | $59.70 | $60.21 | -0.3% | COM | 783549108 |
| BSX | BOSTON SCIENTIFIC CORP | 722,009 | $8.477M | 0.1% | $11.74 * | $8.48 | +27.5% | COM | 101137107 |
| — | LINKEDIN CORP | 34,228 | $8.422M | 0.1% | $246.06 | $193.67 | — | COM CL A | 53578A108 |
| — | ALTERA CORP | 226,492 | $8.417M | 0.1% | $37.16 | $33.51 | — | COM | 021441100 |
| — | WYNDHAM WORLDWIDE CORP | 137,627 | $8.391M | 0.1% | $60.97 | $57.48 | — | COM | 98310W108 |
| AES | AES CORP | 625,363 | $8.311M | 0.1% | $13.29 * | $8.29 | +1.3% | COM | 00130H105 |
| FIS | FIDELITY NATL INFORMATION | 178,060 | $8.269M | 0.1% | $46.44 * | $34.58 | +5.9% | COM | 31620M106 |
| — | CAMERON INTERNATIONAL CORP | 140,792 | $8.218M | 0.1% | $58.37 | $59.29 | — | COM | 13342B105 |
| — | COMCAST CORP NEW | 188,474 | $8.174M | 0.1% | $43.37 | $40.40 | — | CL A SPL | 20030N200 |
| — | XILINX INC | 5,000,000 | $8.111M | 0.1% | $1.62 | $1.43 | — | NOTE 2.625% | 983919AF8 |
| — | CROWN CASTLE INTL CORP | 110,969 | $8.104M | 0.1% | $73.03 | $72.54 | — | COM | 228227104 |
| NVDA | NVIDIA CORP | 520,623 | $8.101M | 0.1% | $15.56 * | $0.32 | +7.6% | COM | 67066G104 |
| — | BROOKFIELD ASSET MGMT INC | 216,287 | $8.084M | 0.1% | $37.38 | $36.40 | — | CL A LTD VT | 112585104 |
| — | WEATHERFORD INTERNATIONAL | 526,486 | $8.071M | 0.1% | $15.33 | $13.92 | — | REG SHS | H27013103 |
| RCI | ROGERS COMMUNICATIONS INC | 187,686 | $8.061M | 0.1% | $42.95 * | $46.27 | -12.1% | CL B | 775109200 |
| TU | TELUS CORP | 241,823 | $8.006M | 0.1% | $33.11 * | $17.32 | -10.0% | COM | 87971M103 |
| AMT | AMERICAN TOWER CORP NEW | 107,960 | $8.003M | 0.1% | $74.13 * | $57.91 | -6.4% | COM | 03027X100 |
| CRM | SALESFORCE COM INC | 154,018 | $7.995M | 0.1% | $51.91 * | $41.90 | +7.0% | COM | 79466L302 |
| BEN | FRANKLIN RES INC | 158,012 | $7.988M | 0.1% | $50.55 * | $29.11 | -1.4% | COM | 354613101 |
| LVS | LAS VEGAS SANDS CORP | 119,925 | $7.965M | 0.1% | $66.42 * | $39.47 | +3.0% | COM | 517834107 |
| AEP | AMERICAN ELEC PWR INC | 183,206 | $7.942M | 0.1% | $43.35 * | $30.03 | -5.1% | COM | 025537101 |
| CTSH | COGNIZANT TECHNOLOGY SOLUT | 96,431 | $7.919M | 0.1% | $82.12 * | $30.67 | +7.3% | CL A | 192446102 |
| SRE | SEMPRA ENERGY | 92,438 | $7.913M | 0.1% | $85.60 * | $27.91 | +3.9% | COM | 816851109 |
| — | JUNIPER NETWORKS INC | 398,244 | $7.909M | 0.1% | $19.86 | $19.37 | — | COM | 48203R104 |
| — | SILVER WHEATON CORP | 318,806 | $7.893M | 0.1% | $24.76 | $20.25 | — | COM | 828336107 |
| MOS | MOSAIC CO NEW | 181,539 | $7.81M | 0.1% | $43.02 * | $40.10 | -9.4% | NEW | 61945C103 |
| — | YAHOO INC | 232,975 | $7.725M | 0.1% | $33.16 | $27.32 | — | COM | 984332106 |
| TECK | TECK RESOURCES LTD | 286,654 | $7.695M | 0.1% | $26.84 * | $25.85 | -2.7% | CL B | 878742204 |
| KSS | KOHLS CORP | 148,447 | $7.682M | 0.1% | $51.75 | $49.51 | +5.5% | COM | 500255104 |
| M | MACYS INC | 173,301 | $7.499M | 0.1% | $43.27 * | $46.50 | +0.5% | COM | 55616P104 |
| — | ENSCO PLC | 138,601 | $7.45M | 0.1% | $53.75 | $56.21 | — | SHS CLASS A | G3157S106 |
| BDX | BECTON DICKINSON & CO | 73,949 | $7.396M | 0.1% | $100.01 * | $78.62 | +2.5% | COM | 075887109 |
| — | INGERSOLL-RAND PLC | 113,096 | $7.344M | 0.1% | $64.94 | $57.40 | — | SHS | G47791101 |
| WM | WASTE MGMT INC DEL | 177,679 | $7.327M | 0.1% | $41.24 * | $31.04 | +3.2% | COM | 94106L109 |
| — | INTERPUBLIC GROUP COS INC | 424,574 | $7.294M | 0.1% | $17.18 * | $9.26 | +13.8% | COM | 460690100 |
| — | ACTAVIS INC | 50,382 | $7.255M | 0.1% | $144.00 | $130.40 | — | COM | 00507K103 |
| — | VMWARE INC | 89,686 | $7.255M | 0.1% | $80.89 | $67.63 | — | CL A COM | 928563402 |
| — | BIOMARIN PHARMACEUTICAL IN | 2,000,000 | $7.17M | 0.1% | $3.58 | $2.81 | — | NOTE 1.875% | 09061GAD3 |
| WMB | WILLIAMS COS INC DEL | 197,036 | $7.164M | 0.1% | $36.36 * | $17.94 | -1.2% | COM | 969457100 |
| AEE | AMEREN CORP | 205,222 | $7.15M | 0.1% | $34.84 * | $23.26 | +0.3% | COM | 023608102 |
| — | NAVISTAR INTL CORP NEW | 7,000,000 | $7.127M | 0.1% | $1.02 | $0.98 | — | NOTE 3.00% | 63934EAL2 |
| PFG | PRINCIPLE FINANCIAL GROUP | 164,507 | $7.044M | 0.1% | $42.82 * | $23.99 | +12.2% | COM | 74251V102 |
| PLD | PROLOGIS INC | 186,943 | $7.033M | 0.1% | $37.62 * | $27.34 | -4.8% | COM | 74340W103 |
| ADBE | ADOBE SYS INC | 135,324 | $7.029M | 0.1% | $51.94 * | $45.42 | +5.1% | COM | 00724F101 |
| — | CANADIAN PAC RY LTD | 57,023 | $7.028M | 0.1% | $123.25 | $122.22 | — | COM | 13645T100 |
| INTU | INTUIT | 104,250 | $6.913M | 0.1% | $66.31 * | $55.08 | +5.6% | COM | 461202103 |
| ADI | ANALOG DEVICES INC | 146,538 | $6.895M | 0.1% | $47.05 * | $34.74 | +5.6% | COM | 032654105 |
| — | E M C CORP MASS | 4,300,000 | $6.881M | 0.1% | $1.60 | $1.48 | — | NOTE 1.75% | 268648AM4 |
| VTR | VENTAS INC | 111,846 | $6.879M | 0.1% | $61.50 * | $47.99 | -10.7% | COM | 92276F100 |
| PCG | PG&E CORP | 166,784 | $6.825M | 0.1% | $40.92 * | $38.88 | -4.9% | COM | 69331C108 |
| — | NOBLE CORPORATION BAAR | 179,534 | $6.781M | 0.1% | $37.77 | $37.61 | — | NAMEN-AKT | H5833N103 |
| TROW | PRICE T ROWE GROUP INC | 94,148 | $6.772M | 0.1% | $71.93 * | $47.66 | -0.3% | COM | 74144T108 |
| A | AGILENT TECHNOLOGIES INC | 131,845 | $6.757M | 0.1% | $51.25 * | $27.99 | +8.7% | COM | 00846U101 |
| DRI | DARDEN RESTAURANTS INC | 145,305 | $6.726M | 0.1% | $46.29 * | $31.30 | -4.9% | COM | 237194105 |
| — | HEALTH CARE REIT INC | 106,543 | $6.646M | 0.1% | $62.38 | $66.02 | — | COM | 42217K106 |
| MRSH | MARSH & MCLENNAN COS INC | 152,396 | $6.637M | 0.1% | $43.55 * | $31.19 | +8.1% | COM | 571748102 |
| — | SYMANTEC CORP | 265,683 | $6.576M | 0.1% | $24.75 | $22.91 | — | COM | 871503108 |
| — | NEWMONT MINING CORP | 5,950,000 | $6.573M | 0.1% | $1.10 | $1.09 | — | NOTE 1.625% | 651639AJ5 |
| EGP | EASTGROUP PPTY INC | 110,600 | $6.549M | 0.1% | $59.21 | $59.21 | — | COM | 277276101 |
| — | FIDELITY NATIONAL FINANCIA | 4,600,000 | $6.519M | 0.1% | $1.42 | $1.32 | — | NOTE 4.25% | 31620RAE5 |
| — | AON PLC | 87,507 | $6.514M | 0.1% | $74.44 | $67.11 | — | SHS CL A | G0408V102 |
| DG | DOLLAR GEN CORP NEW | 114,627 | $6.472M | 0.1% | $56.46 * | $45.67 | +4.7% | COM | 256677105 |
| — | AGRIUM INC | 76,442 | $6.418M | 0.1% | $83.96 | $86.69 | — | COM | 008916108 |
| DLR | DIGITAL RLTY TR INC | 120,132 | $6.379M | 0.1% | $53.10 * | $38.53 | -9.0% | COM | 253868103 |
| PGR | PROGRESSIVE CORP OHIO | 234,190 | $6.377M | 0.1% | $27.23 * | $17.12 | +2.1% | COM | 743315103 |
| — | SPECTRA ENERGY CORP | 186,129 | $6.371M | 0.1% | $34.23 | $34.40 | — | COM | 847560109 |
| — | SOUTHWESTERN ENERGY CO | 174,327 | $6.342M | 0.1% | $36.38 | $36.53 | — | COM | 845467109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 83,604 | $6.339M | 0.1% | $75.82 * | $73.64 | +8.1% | COM | 92532F100 |
| FNV | FRANCO NEVADA CORP | 139,028 | $6.295M | 0.1% | $45.28 * | $34.74 | +5.9% | COM | 351858105 |
| PH | PARKER HANNIFIN CORP | 57,339 | $6.234M | 0.1% | $108.72 * | $77.60 | +7.9% | COM | 701094104 |
| — | TYCO INTERNATIONAL LTD | 177,257 | $6.2M | 0.1% | $34.98 | $33.39 | — | SHS | H89128104 |
| BB | BLACKBERRY LTD | 780,807 | $6.187M | 0.1% | $7.92 * | $9.71 | 0.0% | COM | 09228F103 |
| — | ANNALY CAP MGMT INC | 533,677 | $6.18M | 0.1% | $11.58 | $12.11 | — | COM | 035710409 |
| CE | CELANESE CORP DEL | 116,977 | $6.175M | 0.1% | $52.79 * | $37.42 | +3.8% | COM SER A | 150870103 |
| ED | CONSOLIDATED EDISON INC | 110,581 | $6.097M | 0.1% | $55.14 * | $37.25 | -2.4% | COM | 209115104 |
| GWW | GRAINGER W W INC | 22,936 | $6.003M | 0.1% | $261.73 * | $204.24 | +4.2% | COM | 384802104 |
| APD | AIR PRODS & CHEMS INC | 56,317 | $6.002M | 0.1% | $106.58 * | $61.55 | +13.9% | COM | 009158106 |
| WY | WEYERHAEUSER CO | 207,160 | $5.931M | 0.1% | $28.63 * | $18.47 | -4.6% | COM | 962166104 |
| CTRA | CABOT OIL & GAS CORP | 158,645 | $5.921M | 0.1% | $37.32 * | $26.22 | +3.3% | COM | 127097103 |
| — | REYNOLDS AMERICAN INC | 121,106 | $5.908M | 0.1% | $48.78 | $48.45 | — | COM | 761713106 |
| — | WISCONSIN ENERGY CORP | 145,882 | $5.891M | 0.1% | $40.38 | $40.91 | — | COM | 976657106 |
| — | CERNER CORP | 112,007 | $5.886M | 0.1% | $52.55 | $69.66 | — | COM | 156782104 |
| — | HCP INC | 143,499 | $5.876M | 0.1% | $40.95 | $44.41 | — | COM | 40414L109 |
| SHW | SHERWIN WILLIAMS CO | 32,020 | $5.833M | 0.1% | $182.17 * | $53.22 | -1.8% | COM | 824348106 |
| — | COACH INC | 106,739 | $5.82M | 0.1% | $54.53 | $57.09 | — | COM | 189754104 |
| NTAP | NETAPP INC | 136,269 | $5.808M | 0.1% | $42.62 * | $27.61 | +11.6% | COM | 64110D104 |
| PPG | PPG INDS INC | 34,484 | $5.761M | 0.1% | $167.06 * | $60.98 | +5.9% | COM | 693506107 |
| — | MAXIM INTEGRATED PRODS INC | 193,316 | $5.76M | 0.1% | $29.80 | $28.15 | — | COM | 57772K101 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 72,422 | $5.747M | 0.1% | $79.35 | $76.05 | — | SHS CL A | G5480U104 |
| ROK | ROCKWELL AUTOMATION INC | 53,316 | $5.702M | 0.1% | $106.95 * | $67.20 | +13.8% | COM | 773903109 |
| — | STAPLES INC | 388,978 | $5.699M | 0.0% | $14.65 | $15.69 | — | COM | 855030102 |
| — | TORCHMARK CORP | 78,724 | $5.696M | 0.0% | $72.35 | $65.91 | — | COM | 891027104 |
| BTE | BAYTEX ENERGY CORP | 137,691 | $5.682M | 0.0% | $41.27 * | $32.45 | +3.5% | COM | 07317Q105 |
| EL | LAUDER ESTEE COS INC | 80,479 | $5.625M | 0.0% | $69.89 * | $58.15 | -0.4% | CL A | 518439104 |
| — | LEGG MASON INC | 167,473 | $5.6M | 0.0% | $33.44 | $31.08 | — | COM | 524901105 |
| AMAT | APPLIED MATLS INC | 317,854 | $5.575M | 0.0% | $17.54 * | $12.56 | +7.7% | COM | 038222105 |
| EQR | EQUITY RESIDENTIAL | 103,983 | $5.57M | 0.0% | $53.57 * | $31.16 | -2.6% | SH BEN INT | 29476L107 |
| HOG | HARLEY DAVIDSON INC | 86,311 | $5.545M | 0.0% | $64.24 * | $55.07 | +7.4% | COM | 412822108 |
| — | SANDISK CORP | 92,003 | $5.475M | 0.0% | $59.51 | $60.74 | — | COM | 80004C101 |
| DHI | D R HORTON INC | 280,380 | $5.448M | 0.0% | $19.43 * | $18.20 | -4.5% | COM | 23331A109 |
| PCAR | PACCAR INC | 97,237 | $5.412M | 0.0% | $55.66 * | $22.19 | +5.6% | COM | 693718108 |
| — | SEAGATE TECHNOLOGY PLC | 123,490 | $5.401M | 0.0% | $43.74 | $44.70 | — | SHS | G7945M107 |
| PPL | PPL CORP | 177,385 | $5.389M | 0.0% | $30.38 * | $16.39 | +0.4% | COM | 69351T106 |
| ORLY | O REILLY AUTOMOTIVE INC NE | 42,167 | $5.38M | 0.0% | $127.59 * | $7.40 | +10.5% | COM | 67103H107 |
| — | DELPHI AUTOMOTIVE PLC | 92,061 | $5.378M | 0.0% | $58.42 | $52.33 | — | SHS | G27823106 |
| — | THOMSON REUTERS CORP | 153,672 | $5.368M | 0.0% | $34.93 | $33.21 | — | COM | 884903105 |
| TEVA | TEVA PHARMACEUTICAL INDS L | 141,727 | $5.355M | 0.0% | $37.78 | $39.20 | — | ADR | 881624209 |
| — | SUNTRUST BKS INC | 165,093 | $5.352M | 0.0% | $32.42 | $31.80 | — | COM | 867914103 |
| MU | MICRON TECHNOLOGY INC | 305,888 | $5.344M | 0.0% | $17.47 * | $11.80 | +19.9% | COM | 595112103 |
| EW | EDWARDS LIFESCIENCES CORP | 76,149 | $5.302M | 0.0% | $69.63 * | $11.82 | -1.0% | COM | 28176E108 |
| ZBH | ZIMMER HLDGS INC | 64,262 | $5.278M | 0.0% | $82.13 * | $67.97 | +4.5% | COM | 98956P102 |
| XEL | XCEL ENERGY INC | 190,254 | $5.253M | 0.0% | $27.61 * | $19.62 | -2.6% | COM | 98389B100 |
| — | KELLOGG CO | 88,322 | $5.188M | 0.0% | $58.74 * | $38.92 | -0.3% | COM | 487836108 |
| WDC | WESTERN DIGITAL CORP | 81,548 | $5.17M | 0.0% | $63.40 * | $36.55 | +10.5% | COM | 958102105 |
| FISV | FISERV INC | 51,074 | $5.161M | 0.0% | $101.05 * | $22.40 | +8.0% | COM | 337738108 |
| — | GIANT INTERACTIVE GROUP IN | 564,667 | $5.15M | 0.0% | $9.12 | $8.04 | — | ADR | 374511103 |
| SYK | STRYKER CORP | 75,513 | $5.104M | 0.0% | $67.59 * | $56.92 | +4.4% | COM | 863667101 |
| — | MICHAEL KORS HLDGS LTD | 68,159 | $5.079M | 0.0% | $74.52 | $64.75 | — | SHS | G60754101 |
| — | FMC TECHNOLOGIES INC | 91,193 | $5.054M | 0.0% | $55.42 | $55.62 | — | COM | 30249U101 |
| — | SAIC INC | 315,206 | $5.053M | 0.0% | $16.03 | $14.02 | — | COM | 78390X101 |
| — | TALISMAN ENERGY INC | 440,510 | $5.05M | 0.0% | $11.46 | $11.47 | — | COM | 87425E103 |
| AVB | AVALONBAY CMNTYS INC | 39,665 | $5.041M | 0.0% | $127.09 * | $87.60 | -0.4% | COM | 053484101 |
| EQT | EQT CORP | 56,585 | $5.02M | 0.0% | $88.72 * | $38.77 | +9.7% | COM | 26884L109 |
| RF | REGIONS FINANCIAL CORP NEW | 540,464 | $5.005M | 0.0% | $9.26 * | $5.98 | +9.3% | COM | 7591EP100 |
| — | INTERCONTINENTALEXCHANGE I | 27,565 | $5.001M | 0.0% | $181.43 | $178.58 | — | COM | 45865V100 |
| NTRS | NORTHERN TR CORP | 91,772 | $4.991M | 0.0% | $54.38 * | $40.65 | +2.5% | COM | 665859104 |
| ROP | ROPER INDS INC NEW | 37,493 | $4.982M | 0.0% | $132.88 * | $114.90 | +3.8% | COM | 776696106 |
| — | PENTAIR LTD | 76,406 | $4.962M | 0.0% | $64.94 | $59.09 | — | SHS | H6169Q108 |
| KGC | KINROSS GOLD CORP | 982,043 | $4.95M | 0.0% | $5.04 * | $5.74 | -7.8% | COM NO PAR | 496902404 |
| — | CHIQUITA BRANDS INTL INC | 5,000,000 | $4.922M | 0.0% | $0.98 | $0.98 | — | NOTE 4.250% | 170032AT3 |
| — | STERLITE INDS INDIA LTD | 5,000,000 | $4.922M | 0.0% | $0.98 | $0.98 | — | NOTE 4.00% | 859737AB4 |
| — | CLIFFS NATURAL RESOURCES I | 240,045 | $4.921M | 0.0% | $20.50 | $16.38 | — | COM | 18683K101 |
| — | STARWOOD HOTELS&RESORTS WR | 74,037 | $4.92M | 0.0% | $66.45 | $63.92 | — | COM | 85590A401 |
| KBR | KBR INC | 150,583 | $4.915M | 0.0% | $32.64 * | $26.54 | -0.2% | COM | 48242W106 |
| — | NORTHEAST UTILS | 119,094 | $4.913M | 0.0% | $41.25 | $41.85 | — | COM | 664397106 |
| DLTR | DOLLAR TREE INC | 85,691 | $4.898M | 0.0% | $57.16 * | $49.82 | +8.4% | COM | 256746108 |
| — | E TRADE FINANCIAL CORP | 296,430 | $4.891M | 0.0% | $16.50 | $12.66 | — | COM NEW | 269246401 |
| — | LIFE TECHNOLOGIES CORP | 65,364 | $4.891M | 0.0% | $74.83 | $74.18 | — | COM | 53217V109 |
| — | ALCOA INC | 3,800,000 | $4.882M | 0.0% | $1.28 | $1.28 | — | NOTE 5.25% | 013817AT8 |
| — | THERAVANCE INC | 3,000,000 | $4.846M | 0.0% | $1.62 | $1.55 | — | NOTE 2.125% | 88338TAB0 |
| — | INTERNATIONAL GAME TECHNOL | 254,592 | $4.819M | 0.0% | $18.93 | $16.85 | — | COM | 459902102 |
| XYL | XYLEM INC | 172,527 | $4.818M | 0.0% | $27.93 * | $23.38 | -2.8% | COM | 98419M100 |
| — | ARES CAP CORP | 4,500,000 | $4.794M | 0.0% | $1.07 | $1.10 | — | NOTE 5.75% | 04010LAB9 |
| — | LIBERTY MEDIA CORP DELAWAR | 32,254 | $4.746M | 0.0% | $147.14 | $131.59 | — | CL A | 531229102 |
| BXP | BOSTON PROPERTIES INC | 44,380 | $4.744M | 0.0% | $106.89 * | $63.67 | -1.4% | COM | 101121101 |
| APH | AMPHENOL CORP NEW | 60,956 | $4.717M | 0.0% | $77.38 * | $8.54 | +1.7% | CL A | 032095101 |
| — | ALCOA INC | 578,653 | $4.699M | 0.0% | $8.12 | $7.87 | — | COM | 013817101 |
| RRC | RANGE RES CORP | 61,872 | $4.695M | 0.0% | $75.88 * | $76.74 | +1.8% | COM | 75281A109 |
| — | NUANCE COMMUNICATIONS INC | 250,916 | $4.692M | 0.0% | $18.70 | $18.42 | — | COM | 67020Y100 |
| — | HEALTH CARE REIT INC | 3,800,000 | $4.687M | 0.0% | $1.23 | $1.33 | — | NOTE 3.00%1 | 42217KAR7 |
| — | DISCOVERY COMMUNICATNS NEW | 55,406 | $4.677M | 0.0% | $84.41 | $78.94 | — | COM SER A | 25470F104 |
| — | XILINX INC | 99,378 | $4.657M | 0.0% | $46.86 | $41.22 | — | COM | 983919101 |
| — | SIRIUS XM RADIO INC | 1,196,320 | $4.63M | 0.0% | $3.87 | $3.45 | — | COM | 82967N108 |
| EEM | ISHARES TR | 113,044 | $4.609M | 0.0% | $40.77 | $38.87 | — | MSCI EMERG | 464287234 |
| PEG | PUBLIC SVC ENTERPRISE GROU | 139,786 | $4.603M | 0.0% | $32.93 * | $21.59 | -1.5% | COM | 744573106 |
| — | SEADRILL LIMITED | 101,103 | $4.551M | 0.0% | $45.01 | $40.62 | — | SHS | G7945E105 |
| — | ROCKWELL COLLINS INC | 66,386 | $4.505M | 0.0% | $67.86 | $64.29 | — | COM | 774341101 |
| — | KANSAS CITY SOUTHERN | 41,140 | $4.499M | 0.0% | $109.36 | $106.73 | — | COM NEW | 485170302 |
| PHM | PULTE GROUP INC | 272,568 | $4.498M | 0.0% | $16.50 * | $15.65 | -6.8% | COM | 745867101 |
| DVA | DAVITA HEALTHCARE PARTNERS | 79,022 | $4.496M | 0.0% | $56.90 | $59.20 | -3.2% | COM | 23918K108 |
| — | LIBERTY INTERACTIVE CORPOR | 191,260 | $4.489M | 0.0% | $23.47 | $23.09 | — | INT COM SER | 53071M104 |
| AEM | AGNICO EAGLE MINES LTD | 169,392 | $4.483M | 0.0% | $26.47 * | $23.74 | -2.8% | COM | 008474108 |
| — | BGC PARTNERS INC | 4,400,000 | $4.479M | 0.0% | $1.02 | $1.02 | — | NOTE 4.50% | 05541TAD3 |
| FLS | FLOWSERVE CORP | 71,472 | $4.459M | 0.0% | $62.39 * | $43.15 | +6.8% | COM | 34354P105 |
| BWA | BORGWARNER INC | 43,790 | $4.44M | 0.0% | $101.39 * | $30.86 | +14.2% | COM | 099724106 |
| WHR | WHIRLPOOL CORP | 30,236 | $4.428M | 0.0% | $146.45 * | $123.97 | +6.7% | COM | 963320106 |
| IMO | IMPERIAL OIL LTD | 100,340 | $4.401M | 0.0% | $43.86 * | $30.07 | +7.7% | COM NEW | 453038408 |
| — | BED BATH & BEYOND INC | 56,874 | $4.4M | 0.0% | $77.36 | $72.81 | — | COM | 075896100 |
| WYNN | WYNN RESORTS LTD | 27,602 | $4.361M | 0.0% | $158.00 * | $108.39 | +4.5% | COM | 983134107 |
| NFLX | NETFLIX INC | 14,088 | $4.356M | 0.0% | $309.20 * | $3.25 | +19.0% | COM | 64110L106 |
| — | FOREST LABS INC | 101,718 | $4.353M | 0.0% | $42.79 | $41.00 | — | COM | 345838106 |
| HCA | HCA HOLDINGS INC | 101,303 | $4.331M | 0.0% | $42.75 * | $36.07 | +0.7% | COM | 40412C101 |
| — | GOODRICH PETE CORP | 4,000,000 | $4.322M | 0.0% | $1.08 | $1.00 | — | NOTE 5.00% | 382410AC2 |
| LNC | LINCOLN NATL CORP IND | 102,682 | $4.312M | 0.0% | $41.99 * | $23.43 | +19.2% | COM | 534187109 |
| — | CONCHO RES INC | 39,574 | $4.306M | 0.0% | $108.81 | $89.48 | — | COM | 20605P101 |
| — | NEWFIELD EXPL CO | 157,197 | $4.302M | 0.0% | $27.37 | $23.95 | — | COM | 651290108 |
| OMC | OMNICOM GROUP INC | 67,799 | $4.301M | 0.0% | $63.44 * | $41.24 | +3.1% | COM | 681919106 |
| AME | AMETEK INC NEW | 91,125 | $4.194M | 0.0% | $46.02 * | $39.11 | +6.1% | COM | 031100100 |
| KMX | CARMAX INC | 86,256 | $4.181M | 0.0% | $48.47 | $46.22 | +5.8% | COM | 143130102 |
| OKE | ONEOK INC NEW | 78,147 | $4.167M | 0.0% | $53.32 * | $20.02 | +4.8% | COM | 682680103 |
| — | LORILLARD INC | 92,914 | $4.161M | 0.0% | $44.78 | $43.68 | — | COM | 544147101 |
| ISRG | INTUITIVE SURGICAL INC | 11,058 | $4.161M | 0.0% | $376.29 * | $51.61 | -14.4% | COM NEW | 46120E602 |
| LEN | LENNAR CORP | 116,762 | $4.134M | 0.0% | $35.41 * | $30.52 | -4.2% | CL A | 526057104 |
| SJM | SMUCKER J M CO | 39,328 | $4.131M | 0.0% | $105.04 * | $71.67 | +5.7% | COM NEW | 832696405 |
| GAP | GAP INC DEL | 102,008 | $4.109M | 0.0% | $40.28 * | $26.48 | +7.9% | COM | 364760108 |
| EXPE | EXPEDIA INC DEL | 78,862 | $4.084M | 0.0% | $51.79 * | $54.87 | -9.3% | COM NEW | 30212P303 |
| — | PERRIGO CO | 32,907 | $4.06M | 0.0% | $123.38 | $121.42 | — | COM | 714290103 |
| TOL | TOLL BROTHERS INC | 125,150 | $4.059M | 0.0% | $32.43 | $32.61 | -0.8% | COM | 889478103 |
| MCO | MOODYS CORP | 57,494 | $4.044M | 0.0% | $70.34 * | $54.52 | +5.7% | COM | 615369105 |
| — | USEC INC | 16,500,000 | $4.043M | 0.0% | $0.25 | $0.22 | — | NOTE 3.00%1 | 90333EAC2 |
| — | TIFFANY & CO NEW | 52,478 | $4.021M | 0.0% | $76.62 | $73.51 | — | COM | 886547108 |
| — | TOWER GROUP INC | 4,700,000 | $4.019M | 0.0% | $0.86 | $1.08 | — | NOTE 5.00% | 891777AC8 |
| KEY | KEYCORP NEW | 351,224 | $4.004M | 0.0% | $11.40 * | $6.71 | +12.9% | COM | 493267108 |
| — | AVAGO TECHNOLOGIES LTD | 92,709 | $3.998M | 0.0% | $43.12 | $38.71 | — | SHS | Y0486S104 |
| IVZ | INVESCO LTD | 124,783 | $3.981M | 0.0% | $31.90 * | $18.91 | +0.3% | SHS | G491BT108 |
| — | TIM HORTONS INC | 68,658 | $3.977M | 0.0% | $57.92 | $54.98 | — | COM | 88706M103 |
| VNO | VORNADO RLTY TR | 47,293 | $3.975M | 0.0% | $84.05 | $83.07 | — | SH BEN INT | 929042109 |
| — | FAMILY DLR STORES INC | 55,157 | $3.973M | 0.0% | $72.03 | $62.90 | — | COM | 307000109 |
| — | SHAW COMMUNICATIONS INC | 171,050 | $3.968M | 0.0% | $23.20 | $23.96 | — | CL B CONV | 82028K200 |
| — | JANUS CAP GROUP INC | 465,994 | $3.966M | 0.0% | $8.51 | $8.51 | — | COM | 47102X105 |
| BFH | ALLIANCE DATA SYSTEMS CORP | 18,754 | $3.966M | 0.0% | $211.47 * | $122.21 | +12.0% | COM | 018581108 |
| MSI | MOTOROLA SOLUTIONS INC | 66,491 | $3.948M | 0.0% | $59.38 * | $47.23 | -1.0% | COM NEW | 620076307 |
| — | TEVA PHARMACEUTICAL FIN LL | 3,800,000 | $3.946M | 0.0% | $1.04 | $1.04 | — | DBCV 0.25% | 88163VAE9 |
| HSY | HERSHEY CO | 42,630 | $3.943M | 0.0% | $92.49 * | $66.90 | +4.1% | COM | 427866108 |
| — | PROSPECT CAPITAL CORPORATI | 3,800,000 | $3.933M | 0.0% | $1.03 | $1.04 | — | MTNF 5.375% | 74348TAK8 |
| — | PRECISION DRILLING CORP | 393,306 | $3.902M | 0.0% | $9.92 | $8.55 | — | COM 2010 | 74022D308 |
| CNP | CENTERPOINT ENERGY INC | 162,462 | $3.894M | 0.0% | $23.97 * | $15.27 | +1.2% | COM | 15189T107 |
| — | SIGMA ALDRICH CORP | 45,639 | $3.893M | 0.0% | $85.30 | $81.48 | — | COM | 826552101 |
| — | NYSE EURONEXT | 92,410 | $3.879M | 0.0% | $41.98 | $41.52 | — | COM | 629491101 |
| — | DEALERTRACK TECHNOLOGIES I | 3,000,000 | $3.876M | 0.0% | $1.29 | $1.16 | — | NOTE 1.50% | 242309AB8 |
| TAC | TRANSALTA CORP | 298,631 | $3.875M | 0.0% | $12.98 * | $14.05 | -3.9% | COM | 89346D107 |
| BIGGQ | BIG LOTS INC | 104,266 | $3.867M | 0.0% | $37.09 * | $26.62 | +0.0% | COM | 089302103 |
| — | CA INC | 129,677 | $3.848M | 0.0% | $29.67 | $28.81 | — | COM | 12673P105 |
| — | ATMEL CORP | 517,060 | $3.847M | 0.0% | $7.44 | $7.35 | — | COM | 049513104 |
| KLAC | KLA-TENCOR CORP | 62,844 | $3.824M | 0.0% | $60.85 * | $34.54 | +6.3% | COM | 482480100 |
| FFIV | F5 NETWORKS INC | 44,443 | $3.812M | 0.0% | $85.77 | $77.78 | +9.3% | COM | 315616102 |
| EIX | EDISON INTL | 82,667 | $3.808M | 0.0% | $46.06 * | $30.36 | -2.4% | COM | 281020107 |
| — | MEAD JOHNSON NUTRITION CO | 51,095 | $3.794M | 0.0% | $74.25 | $77.55 | — | COM | 582839106 |
| PBA | PEMBINA PIPELINE CORP | 114,575 | $3.793M | 0.0% | $33.10 * | $16.64 | -0.3% | COM | 706327103 |
| ILMN | ILLUMINA INC | 46,865 | $3.788M | 0.0% | $80.83 * | $66.98 | +14.2% | COM | 452327109 |
| RL | RALPH LAUREN CORP | 22,852 | $3.764M | 0.0% | $164.71 * | $138.51 | -0.7% | CL A | 751212101 |
| BAP | CREDICORP LTD | 29,300 | $3.764M | 0.0% | $128.46 * | $104.41 | -14.4% | COM | G2519Y108 |
| — | GREEN MTN COFFEE ROASTERS | 49,819 | $3.753M | 0.0% | $75.33 | $75.09 | — | COM | 393122106 |
| DGX | QUEST DIAGNOSTICS INC | 60,297 | $3.726M | 0.0% | $61.79 * | $46.32 | +0.7% | COM | 74834L100 |
| FMC | F M C CORP | 51,822 | $3.717M | 0.0% | $71.73 * | $41.48 | +7.1% | COM NEW | 302491303 |
| — | SBA COMMUNICATIONS CORP | 45,549 | $3.665M | 0.0% | $80.46 | $75.47 | — | COM | 78388J106 |
| — | CIT GROUP INC | 75,063 | $3.661M | 0.0% | $48.77 | $47.12 | — | COM NEW | 125581801 |
| — | WINDSTREAM HLDGS INC | 457,306 | $3.658M | 0.0% | $8.00 | $8.00 | — | COM | 97382A101 |
| — | YAMANA GOLD INC | 351,567 | $3.652M | 0.0% | $10.39 | $9.76 | — | COM | 98462Y100 |
| L | LOEWS CORP | 77,417 | $3.618M | 0.0% | $46.73 * | $42.43 | +1.9% | COM | 540424108 |
| NI | NISOURCE INC | 116,723 | $3.606M | 0.0% | $30.89 * | $7.86 | +2.4% | COM | 65473P105 |
| — | PEABODY ENERGY CORP | 208,992 | $3.605M | 0.0% | $17.25 | $14.96 | — | COM | 704549104 |
| — | LIBERTY GLOBAL PLC | 47,744 | $3.601M | 0.0% | $75.42 | $69.85 | — | SHS CL C | G5480U120 |
| AMG | AFFILIATED MANAGERS GROUP | 19,603 | $3.58M | 0.0% | $182.63 * | $158.31 | +8.6% | COM | 008252108 |
| — | TWENTY FIRST CENTY FOX INC | 107,192 | $3.58M | 0.0% | $33.40 | $33.40 | — | CL B | 90130A200 |
| — | TITAN MACHY INC | 4,000,000 | $3.575M | 0.0% | $0.89 | $0.94 | — | NOTE 3.75% | 88830RAB7 |
| PAYX | PAYCHEX INC | 87,265 | $3.546M | 0.0% | $40.63 * | $25.50 | +5.9% | COM | 704326107 |
| — | LABORATORY CORP AMER HLDGS | 35,550 | $3.524M | 0.0% | $99.13 | $99.92 | — | COM NEW | 50540R409 |
| — | CITRIX SYS INC | 49,898 | $3.523M | 0.0% | $70.60 | $63.58 | — | COM | 177376100 |
| — | ALLEGHENY TECHNOLOGIES INC | 3,400,000 | $3.517M | 0.0% | $1.03 | $1.03 | — | NOTE 4.25% | 01741RAD4 |
| — | BARD C R INC | 30,518 | $3.516M | 0.0% | $115.21 | $109.91 | — | COM | 067383109 |
| — | CATAMARAN CORP | 76,262 | $3.5M | 0.0% | $45.89 | $48.26 | — | COM | 148887102 |
| ADSK | AUTODESK INC | 84,993 | $3.499M | 0.0% | $41.17 * | $37.19 | -0.7% | COM | 052769106 |
| CRUS | CIRRUS LOGIC INC | 154,247 | $3.498M | 0.0% | $22.68 * | $19.57 | +5.5% | COM | 172755100 |
| — | DR PEPPER SNAPPLE GROUP IN | 77,566 | $3.477M | 0.0% | $44.83 | $45.72 | — | COM | 26138E109 |
| — | GROUPE CGI INC | 99,128 | $3.475M | 0.0% | $35.06 | $30.83 | — | CL A SUB VT | 39945C109 |
| VRSK | VERISK ANALYTICS INC | 53,018 | $3.444M | 0.0% | $64.96 * | $57.70 | +4.5% | CL A | 92345Y106 |
| — | DEVELOPERS DIVERSIFIED RLT | 3,000,000 | $3.424M | 0.0% | $1.14 | $1.17 | — | NOTE 1.75%1 | 251591AX1 |
| HSIC | SCHEIN HENRY INC | 33,015 | $3.424M | 0.0% | $103.71 * | $37.44 | +8.2% | COM | 806407102 |
| MTB | M & T BK CORP | 30,582 | $3.423M | 0.0% | $111.93 * | $74.93 | +9.9% | COM | 55261F104 |
| PVH | PVH CORP | 28,796 | $3.418M | 0.0% | $118.70 * | $115.94 | +8.7% | COM | 693656100 |
| STZ | CONSTELLATION BRANDS INC | 59,358 | $3.407M | 0.0% | $57.40 * | $43.83 | +6.3% | CL A | 21036P108 |
| — | XL GROUP PLC | 110,412 | $3.403M | 0.0% | $30.82 | $30.41 | — | SHS | G98290102 |
| — | THE ADT CORPORATION | 83,543 | $3.397M | 0.0% | $40.66 | $39.99 | — | COM | 00101J106 |
| — | AMERICAN CAPITAL AGENCY CO | 149,450 | $3.373M | 0.0% | $22.57 | $22.89 | — | COM | 02503X105 |
| NRG | NRG ENERGY INC | 123,374 | $3.372M | 0.0% | $27.33 * | $20.50 | +0.7% | COM NEW | 629377508 |
| — | EQUINIX INC | 18,305 | $3.362M | 0.0% | $183.67 | $184.46 | — | COM NEW | 29444U502 |
| — | SUPERIOR ENERGY SVCS INC | 134,247 | $3.362M | 0.0% | $25.04 | $25.94 | — | COM | 868157108 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 7,839 | $3.361M | 0.0% | $428.75 * | $7.47 | +8.2% | COM | 169656105 |
| — | FRONTIER COMMUNICATIONS CO | 798,917 | $3.331M | 0.0% | $4.17 | $4.06 | — | COM | 35906A108 |
| — | CHARTER COMMUNICATIONS INC | 24,649 | $3.322M | 0.0% | $134.77 | $127.87 | — | CL A NEW | 16117M305 |
| FAST | FASTENAL CO | 66,099 | $3.321M | 0.0% | $50.24 * | $8.77 | -2.1% | COM | 311900104 |
| — | RED HAT INC | 71,969 | $3.321M | 0.0% | $46.14 | $47.34 | — | COM | 756577102 |
| GPC | GENUINE PARTS CO | 40,977 | $3.315M | 0.0% | $80.90 * | $55.04 | +3.6% | COM | 372460105 |
| — | DEVRY INC DEL | 107,920 | $3.298M | 0.0% | $30.56 | $30.82 | — | COM | 251893103 |
| — | HERTZ GLOBAL HOLDINGS INC | 147,657 | $3.272M | 0.0% | $22.16 | $24.02 | — | COM | 42805T105 |
| — | EXELIS INC | 206,718 | $3.248M | 0.0% | $15.71 | $13.79 | — | COM | 30162A108 |
| — | SOHU COM INC | 41,063 | $3.237M | 0.0% | $78.83 | $61.62 | — | COM | 83408W103 |
| LKQ | LKQ CORP | 101,393 | $3.23M | 0.0% | $31.86 * | $22.43 | +15.6% | COM | 501889208 |
| — | NORDSTROM INC | 57,453 | $3.229M | 0.0% | $56.20 | $59.21 | — | COM | 655664100 |
| — | HOLLYFRONTIER CORP | 76,459 | $3.22M | 0.0% | $42.11 | $42.63 | — | COM | 436106108 |
| — | AIRTRAN HLDGS INC | 2,150,000 | $3.212M | 0.0% | $1.49 | $1.43 | — | NOTE 5.25%1 | 00949PAD0 |
| — | PALL CORP | 41,271 | $3.18M | 0.0% | $77.05 | $68.37 | — | COM | 696429307 |
| BCE | BCE INC | 74,460 | $3.179M | 0.0% | $42.69 * | $21.74 | -4.9% | COM NEW | 05534B760 |
| — | ALERE INC | 3,000,000 | $3.178M | 0.0% | $1.06 | $0.99 | — | NOTE 3.00% | 01449JAA3 |
| — | CIMAREX ENERGY CO | 32,941 | $3.176M | 0.0% | $96.41 | $72.46 | — | COM | 171798101 |
| — | LAM RESEARCH CORP | 62,053 | $3.176M | 0.0% | $51.18 | $45.97 | — | COM | 512807108 |
| CHKP | CHECK POINT SOFTWARE TECH | 56,121 | $3.174M | 0.0% | $56.56 | $49.68 | +13.1% | ORD | M22465104 |
| CHD | CHURCH & DWIGHT INC | 52,627 | $3.16M | 0.0% | $60.05 * | $26.13 | -0.8% | COM | 171340102 |
| FLR | FLUOR CORP NEW | 44,433 | $3.153M | 0.0% | $70.96 * | $54.56 | +5.0% | COM | 343412102 |
| OC | OWENS CORNING NEW | 83,000 | $3.152M | 0.0% | $37.98 * | $39.00 | 0.0% | COM | 690742101 |
| — | BUNGE LIMITED | 41,364 | $3.14M | 0.0% | $75.91 | $72.35 | — | COM | G16962105 |
| — | STILLWATER MNG CO | 3,000,000 | $3.133M | 0.0% | $1.04 | $1.04 | — | NOTE 1.75%1 | 86074QAL6 |
| — | JONES GROUP INC | 208,530 | $3.13M | 0.0% | $15.01 | $13.77 | — | COM | 48020T101 |
| — | CHEMED CORP NEW | 3,000,000 | $3.124M | 0.0% | $1.04 | $1.04 | — | NOTE 1.875% | 16359RAC7 |
| TEX | TEREX CORP NEW | 92,832 | $3.119M | 0.0% | $33.60 * | $30.88 | -1.8% | COM | 880779103 |
| — | TRW AUTOMOTIVE HLDGS CORP | 43,553 | $3.106M | 0.0% | $71.32 | $67.73 | — | COM | 87264S106 |
| AB | ALLIANCEBERNSTEIN HOLDING | 156,398 | $3.106M | 0.0% | $19.86 | $20.81 | — | UNIT LTD PA | 01881G106 |
| ALV | AUTOLIV INC | 35,501 | $3.102M | 0.0% | $87.38 * | $41.57 | +8.4% | COM | 052800109 |
| RSG | REPUBLIC SVCS INC | 92,956 | $3.101M | 0.0% | $33.36 * | $26.47 | +1.1% | COM | 760759100 |
| — | CAREFUSION CORP | 83,870 | $3.095M | 0.0% | $36.90 | $36.87 | — | COM | 14170T101 |
| TDG | TRANSDIGM GROUP INC | 22,088 | $3.064M | 0.0% | $138.72 * | $72.78 | +4.8% | COM | 893641100 |
| — | MANITOWOC INC | 156,398 | $3.062M | 0.0% | $19.58 | $17.93 | — | COM | 563571108 |
| SCCO | SOUTHERN COPPER CORP | 112,189 | $3.056M | 0.0% | $27.24 * | $20.31 | -12.0% | COM | 84265V105 |
| FSLR | FIRST SOLAR INC | 75,960 | $3.054M | 0.0% | $40.21 * | $44.31 | -4.6% | COM | 336433107 |
| TSN | TYSON FOODS INC | 107,940 | $3.053M | 0.0% | $28.28 * | $19.57 | +13.8% | CL A | 902494103 |
| — | SL GREEN RLTY CORP | 34,282 | $3.046M | 0.0% | $88.85 | $88.34 | — | COM | 78440X101 |
| — | ALPHA NATURAL RESOURCES IN | 505,796 | $3.014M | 0.0% | $5.96 | $5.24 | — | COM | 02076X102 |
| — | SAFEWAY INC | 93,991 | $3.007M | 0.0% | $31.99 | $25.29 | — | COM NEW | 786514208 |
| — | PETSMART INC | 39,114 | $2.983M | 0.0% | $76.26 | $68.75 | — | COM | 716768106 |
| — | COMPUTER SCIENCES CORP | 57,550 | $2.978M | 0.0% | $51.75 | $45.40 | — | COM | 205363104 |
| — | COBALT INTL ENERGY INC | 119,705 | $2.976M | 0.0% | $24.86 | $26.05 | — | COM | 19075F106 |
| — | CONSOL ENERGY INC | 87,716 | $2.952M | 0.0% | $33.65 | $28.63 | — | COM | 20854P109 |
| — | INTREPID POTASH INC | 185,986 | $2.916M | 0.0% | $15.68 | $17.89 | — | COM | 46121Y102 |
| MAS | MASCO CORP | 136,910 | $2.913M | 0.0% | $21.28 * | $14.90 | -0.5% | COM | 574599106 |
| — | BEAM INC | 44,671 | $2.888M | 0.0% | $64.65 | $63.62 | — | COM | 073730103 |
| MAC | MACERICH CO | 51,072 | $2.883M | 0.0% | $56.45 | $60.03 | — | COM | 554382101 |
| — | DOMINION RES INC VA NEW | 53,000 | $2.837M | 0.0% | $53.53 | $50.06 | — | UNIT 07/01/ | 25746U885 |
| — | WILLIS GROUP HOLDINGS PUBL | 65,371 | $2.833M | 0.0% | $43.34 | $41.35 | — | SHS | G96666105 |
| — | UNITED STATES STL CORP NEW | 137,491 | $2.831M | 0.0% | $20.59 | $17.84 | — | COM | 912909108 |
| — | ANSYS INC | 32,677 | $2.827M | 0.0% | $86.51 | $76.03 | — | COM | 03662Q105 |
| TRMB | TRIMBLE NAVIGATION LTD | 95,102 | $2.825M | 0.0% | $29.70 * | $27.56 | -0.8% | COM | 896239100 |
| — | CALPINE CORP | 144,927 | $2.816M | 0.0% | $19.43 | $20.86 | — | COM NEW | 131347304 |
| MGM | MGM RESORTS INTERNATIONAL | 137,455 | $2.81M | 0.0% | $20.44 * | $14.05 | +17.1% | COM | 552953101 |
| CLX | CLOROX CO DEL | 34,338 | $2.806M | 0.0% | $81.72 * | $59.81 | -0.8% | COM | 189054109 |
| — | APOLLO GROUP INC | 134,614 | $2.801M | 0.0% | $20.81 | $17.75 | — | CL A | 037604105 |
| EG | EVEREST RE GROUP LTD | 19,178 | $2.789M | 0.0% | $145.43 * | $100.37 | +4.2% | COM | G3223R108 |
| LULU | LULULEMON ATHLETICA INC | 38,051 | $2.781M | 0.0% | $73.09 * | $72.02 | -3.2% | COM | 550021109 |
| CMA | COMERICA INC | 70,471 | $2.77M | 0.0% | $39.31 * | $24.75 | +9.1% | COM | 200340107 |
| O | REALTY INCOME CORP | 69,465 | $2.761M | 0.0% | $39.75 * | $24.75 | -8.8% | COM | 756109104 |
| — | NIELSEN HOLDINGS N V | 75,518 | $2.753M | 0.0% | $36.45 | $34.58 | — | COM | N63218106 |
| AWK | AMERICAN WTR WKS CO INC NE | 66,623 | $2.75M | 0.0% | $41.28 * | $31.89 | +0.7% | COM | 030420103 |
| — | LEUCADIA NATL CORP | 100,002 | $2.724M | 0.0% | $27.24 | $26.49 | — | COM | 527288104 |
| — | ASHLAND INC NEW | 29,315 | $2.711M | 0.0% | $92.48 | $85.54 | — | COM | 044209104 |
| HLF | HERBALIFE LTD | 38,757 | $2.704M | 0.0% | $69.77 * | $22.52 | +35.8% | COM USD SHS | G4412G101 |
| — | ACTIVISION BLIZZARD INC | 161,103 | $2.686M | 0.0% | $16.67 | $14.75 | — | COM | 00507V109 |
| — | TD AMERITRADE HLDG CORP | 102,325 | $2.679M | 0.0% | $26.18 | $24.64 | — | COM | 87236Y108 |
| — | MONSTER BEVERAGE CORP | 51,160 | $2.673M | 0.0% | $52.25 | $58.68 | — | COM | 611740101 |
| RYN | RAYONIER INC | 47,854 | $2.663M | 0.0% | $55.65 | $55.45 | — | COM | 754907103 |
| WU | WESTERN UN CO | 142,607 | $2.661M | 0.0% | $18.66 | $17.53 | — | COM | 959802109 |
| — | GENERAL CABLE CORP DEL NEW | 83,000 | $2.635M | 0.0% | $31.75 | $31.75 | — | COM | 369300108 |
| NXPI | NXP SEMICONDUCTORS N V | 70,651 | $2.629M | 0.0% | $37.21 * | $27.19 | +15.6% | COM | N6596X109 |
| — | DISCOVERY COMMUNICATNS NEW | 33,643 | $2.628M | 0.0% | $78.11 | $71.18 | — | COM SER C | 25470F302 |
| TSCO | TRACTOR SUPPLY CO | 38,986 | $2.619M | 0.0% | $67.18 * | $9.79 | +6.0% | COM | 892356106 |
| CMS | CMS ENERGY CORP | 99,453 | $2.618M | 0.0% | $26.32 * | $18.96 | -1.9% | COM | 125896100 |
| — | DENBURY RES INC | 141,386 | $2.603M | 0.0% | $18.41 | $17.53 | — | COM NEW | 247916208 |
| TAP | MOLSON COORS BREWING CO | 51,802 | $2.597M | 0.0% | $50.13 * | $37.25 | +0.0% | CL B | 60871R209 |
| — | ALLEGHENY CORP DEL | 6,329 | $2.593M | 0.0% | $409.70 | $389.45 | — | COM | 017175100 |
| HBAN | HUNTINGTON BANCSHARES INC | 313,497 | $2.589M | 0.0% | $8.26 * | $4.80 | +10.7% | COM | 446150104 |
| — | IHS INC | 22,599 | $2.58M | 0.0% | $114.16 | $106.47 | — | CL A | 451734107 |
| BALL | BALL CORP | 57,271 | $2.57M | 0.0% | $44.87 * | $19.78 | +0.2% | COM | 058498106 |
| JBHT | HUNT J B TRANS SVCS INC | 35,161 | $2.564M | 0.0% | $72.92 * | $64.63 | +2.4% | COM | 445658107 |
| VMC | VULCAN MATLS CO | 49,414 | $2.56M | 0.0% | $51.81 * | $46.32 | -2.8% | COM | 929160109 |
| — | MEADWESTVACO CORP | 66,630 | $2.557M | 0.0% | $38.38 | $35.15 | — | COM | 583334107 |
| MAR | MARRIOTT INTL INC NEW | 60,745 | $2.555M | 0.0% | $42.06 * | $36.63 | -0.1% | CL A | 571903202 |
| UHS | UNIVERSAL HLTH SVCS INC | 33,811 | $2.535M | 0.0% | $74.98 * | $63.66 | +4.3% | CL B | 913903100 |
| — | LINEAR TECHNOLOGY CORP | 63,894 | $2.534M | 0.0% | $39.66 | $37.77 | — | COM | 535678106 |
| TSM | TAIWAN SEMICONDUCTOR MFG L | 149,328 | $2.533M | 0.0% | $16.96 | $18.32 | — | SPONSORED A | 874039100 |
| KIM | KIMCO REALTY CORP | 125,495 | $2.532M | 0.0% | $20.18 * | $12.44 | -4.6% | COM | 49446R109 |
| — | SCRIPPS NETWORKS INTERACT | 32,329 | $2.525M | 0.0% | $78.10 | $68.59 | — | CL A COM | 811065101 |
| — | DISH NETWORK CORP | 56,075 | $2.524M | 0.0% | $45.01 | $43.26 | — | CL A | 25470M109 |
| IFF | INTERNATIONAL FLAVORS&FRAG | 30,514 | $2.511M | 0.0% | $82.29 * | $58.78 | +3.3% | COM | 459506101 |
| — | FEDERAL REALTY INVT TR | 24,694 | $2.505M | 0.0% | $101.44 | $103.14 | — | SH BEN INT | 313747206 |
| CBRE | CBRE GROUP INC | 106,801 | $2.47M | 0.0% | $23.13 | $23.70 | -2.3% | CL A | 12504L109 |
| TDC | TERADATA CORP DEL | 43,955 | $2.437M | 0.0% | $55.44 * | $55.29 | +6.2% | COM | 88076W103 |
| CHRW | C H ROBINSON WORLDWIDE INC | 40,690 | $2.423M | 0.0% | $59.55 * | $43.07 | +1.6% | COM NEW | 12541W209 |
| VYX | NCR CORP NEW | 60,737 | $2.406M | 0.0% | $39.61 * | $19.45 | +15.0% | COM | 62886E108 |
| — | HARRIS CORP DEL | 40,547 | $2.404M | 0.0% | $59.29 | $50.49 | — | COM | 413875105 |
| EXPD | EXPEDITORS INTL WASH INC | 54,229 | $2.389M | 0.0% | $44.05 * | $32.75 | +7.7% | COM | 302130109 |
| — | CREE INC | 39,622 | $2.385M | 0.0% | $60.19 | $63.18 | — | COM | 225447101 |
| — | STERICYCLE INC | 20,622 | $2.38M | 0.0% | $115.41 | $111.93 | — | COM | 858912108 |
| AKAM | AKAMAI TECHNOLOGIES INC | 45,936 | $2.375M | 0.0% | $51.70 * | $43.28 | +8.9% | COM | 00971T101 |
| MKL | MARKEL CORP | 4,552 | $2.357M | 0.0% | $517.79 | $524.30 | +0.2% | COM | 570535104 |
| — | DENTSPLY INTL INC NEW | 54,174 | $2.352M | 0.0% | $43.42 | $41.53 | — | COM | 249030107 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 206,398 | $2.336M | 0.0% | $11.32 * | $12.28 | +11.9% | COM | 64125C109 |
| FOSL | FOSSIL GROUP INC | 20,079 | $2.334M | 0.0% | $116.24 | $102.52 | +11.5% | COM | 34988V106 |
| — | GANNETT INC | 86,553 | $2.319M | 0.0% | $26.79 | $24.92 | — | COM | 364730101 |
| FLEX | FLEXTRONICS INTL LTD | 253,628 | $2.305M | 0.0% | $9.09 * | $5.63 | +17.0% | ORD | Y2573F102 |
| GME | GAMESTOP CORP NEW | 46,237 | $2.296M | 0.0% | $49.66 * | $6.70 | +27.2% | CL A | 36467W109 |
| — | MONSTER WORLDWIDE INC | 513,862 | $2.271M | 0.0% | $4.42 | $4.91 | — | COM | 611742107 |
| INFY | INFOSYS LTD | 47,159 | $2.269M | 0.0% | $48.11 | $41.18 | — | SPONSORED A | 456788108 |
| BF/B | BROWN FORMAN CORP | 33,129 | $2.257M | 0.0% | $68.13 * | $22.72 | +0.4% | CL B | 115637209 |
| PNW | PINNACLE WEST CAP CORP | 41,179 | $2.254M | 0.0% | $54.74 * | $35.21 | -1.9% | COM | 723484101 |
| DOX | AMDOCS LTD | 61,217 | $2.243M | 0.0% | $36.64 * | $28.85 | +5.2% | ORD | G02602103 |
| WAT | WATERS CORP | 21,077 | $2.239M | 0.0% | $106.23 * | $97.41 | +5.3% | COM | 941848103 |
| — | OMNICARE INC | 40,131 | $2.227M | 0.0% | $55.49 | $47.72 | — | COM | 681904108 |
| RCL | ROYAL CARIBBEAN CRUISES LT | 57,923 | $2.217M | 0.0% | $38.27 * | $29.93 | +6.6% | COM | V7780T103 |
| HRL | HORMEL FOODS CORP | 52,355 | $2.205M | 0.0% | $42.12 * | $15.37 | +3.1% | COM | 440452100 |
| — | AIRGAS INC | 20,749 | $2.2M | 0.0% | $106.03 | $97.09 | — | COM | 009363102 |
| — | SCANA CORP NEW | 47,611 | $2.192M | 0.0% | $46.04 | $48.46 | — | COM | 80589M102 |
| — | CTC MEDIA INC | 208,458 | $2.191M | 0.0% | $10.51 | $11.12 | — | COM | 12642X106 |
| AVT | AVNET INC | 52,373 | $2.184M | 0.0% | $41.70 * | $26.39 | +12.6% | COM | 053807103 |
| SNPS | SYNOPSYS INC | 57,535 | $2.169M | 0.0% | $37.70 | $35.90 | +3.2% | COM | 871607107 |
| NWL | NEWELL RUBBERMAID INC | 78,574 | $2.161M | 0.0% | $27.50 * | $16.83 | +0.6% | COM | 651229106 |
| — | WARNER CHILCOTT PLC IRELAN | 93,442 | $2.135M | 0.0% | $22.85 | $20.74 | — | SHS A | G94368100 |
| MAN | MANPOWERGROUP INC | 29,281 | $2.13M | 0.0% | $72.74 * | $57.19 | +17.0% | COM | 56418H100 |
| MCHP | MICROCHIP TECHNOLOGY INC | 52,686 | $2.123M | 0.0% | $40.30 * | $14.25 | +6.3% | COM | 595017104 |
| — | RACKSPACE HOSTING INC | 40,101 | $2.116M | 0.0% | $52.77 | $41.11 | — | COM | 750086100 |
| — | JACOBS ENGR GROUP INC DEL | 36,325 | $2.113M | 0.0% | $58.17 | $56.11 | — | COM | 469814107 |
| HAS | HASBRO INC | 44,559 | $2.101M | 0.0% | $47.15 * | $30.37 | +2.9% | COM | 418056107 |
| CTAS | CINTAS CORP | 40,743 | $2.086M | 0.0% | $51.20 * | $9.81 | +6.4% | COM | 172908105 |
| GRMN | GARMIN LTD | 46,017 | $2.08M | 0.0% | $45.20 * | $23.72 | +14.8% | SHS | H2906T109 |
| MKC | MCCORMICK & CO INC | 32,067 | $2.075M | 0.0% | $64.71 * | $28.01 | -1.4% | COM NON VTG | 579780206 |
| LNT | ALLIANT ENERGY CORP | 41,710 | $2.067M | 0.0% | $49.56 * | $16.95 | +1.2% | COM | 018802108 |
| — | SUNEDISON INC | 258,104 | $2.057M | 0.0% | $7.97 | $8.17 | — | COM | 86732Y109 |
| — | PLUM CREEK TIMBER CO INC | 43,522 | $2.038M | 0.0% | $46.83 | $46.71 | — | COM | 729251108 |
| MHK | MOHAWK INDS INC | 15,623 | $2.035M | 0.0% | $130.26 * | $114.74 | +6.3% | COM | 608190104 |
| — | PARTNERRE LTD | 22,126 | $2.025M | 0.0% | $91.52 | $90.68 | — | COM | G6852T105 |
| — | PENN WEST PETE LTD NEW | 182,630 | $2.024M | 0.0% | $11.08 | $10.72 | — | COM | 707887105 |
| — | VARIAN MED SYS INC | 26,983 | $2.016M | 0.0% | $74.71 | $69.73 | — | COM | 92220P105 |
| AJG | GALLAGHER ARTHUR J & CO | 46,080 | $2.011M | 0.0% | $43.64 * | $33.71 | +1.6% | COM | 363576109 |
| SEE | SEALED AIR CORP NEW | 73,434 | $1.997M | 0.0% | $27.19 * | $18.75 | +23.3% | COM | 81211K100 |
| VRSN | VERISIGN INC | 39,152 | $1.992M | 0.0% | $50.88 * | $46.42 | +3.1% | COM | 92343E102 |
| EA | ELECTRONIC ARTS INC | 77,534 | $1.981M | 0.0% | $25.55 | $20.95 | +20.5% | COM | 285512109 |
| RHI | ROBERT HALF INTL INC | 50,720 | $1.98M | 0.0% | $39.04 * | $34.86 | +5.7% | COM | 770323103 |
| MDU | MDU RES GROUP INC | 70,667 | $1.977M | 0.0% | $27.98 * | $6.73 | +7.8% | COM | 552690109 |
| CCJ | CAMECO CORP | 109,614 | $1.975M | 0.0% | $18.02 * | $17.53 | -0.7% | COM | 13321L108 |
| — | SPRINT CORP | 316,237 | $1.967M | 0.0% | $6.22 | $6.22 | — | COM SER 1 | 85207U105 |
| ARW | ARROW ELECTRS INC | 39,857 | $1.934M | 0.0% | $48.52 * | $40.10 | +14.3% | COM | 042735100 |
| — | MARVELL TECHNOLOGY GROUP L | 166,505 | $1.915M | 0.0% | $11.50 | $11.68 | — | ORD | G5876H105 |
| — | FOOT LOCKER INC | 56,161 | $1.906M | 0.0% | $33.94 | $34.87 | — | COM | 344849104 |
| DAL | DELTA AIR LINES INC DEL | 80,712 | $1.904M | 0.0% | $23.59 * | $15.68 | +15.1% | COM NEW | 247361702 |
| — | DUKE REALTY CORP | 123,188 | $1.902M | 0.0% | $15.44 | $15.55 | — | COM NEW | 264411505 |
| — | LIBERTY PPTY TR | 53,295 | $1.897M | 0.0% | $35.59 | $36.49 | — | SH BEN INT | 531172104 |
| FBIN | FORTUNE BRANDS HOME & SEC | 45,354 | $1.888M | 0.0% | $41.63 * | $28.22 | +1.9% | COM | 34964C106 |
| TRIP | TRIPADVISOR INC | 24,788 | $1.88M | 0.0% | $75.84 * | $53.71 | +17.3% | COM | 896945201 |
| HRB | BLOCK H & R INC | 70,231 | $1.872M | 0.0% | $26.65 * | $18.32 | +2.0% | COM | 093671105 |
| EFX | EQUIFAX INC | 31,241 | $1.87M | 0.0% | $59.86 * | $53.43 | +1.6% | COM | 294429105 |
| CPB | CAMPBELL SOUP CO | 45,826 | $1.866M | 0.0% | $40.72 * | $30.80 | -0.5% | COM | 134429109 |
| ZION | ZIONS BANCORPORATION | 67,950 | $1.863M | 0.0% | $27.42 * | $26.87 | +8.6% | COM | 989701107 |
| AXS | AXIS CAPITAL HOLDINGS INV | 42,890 | $1.858M | 0.0% | $43.32 * | $31.40 | +0.7% | SHS | G0692U109 |
| — | OWENS ILL INC | 61,850 | $1.857M | 0.0% | $30.02 | $28.32 | — | COM NEW | 690768403 |
| WRB | BERKLEY W R CORP | 43,262 | $1.854M | 0.0% | $42.86 * | $9.58 | -0.1% | COM | 084423102 |
| — | ELDORADO GOLD CORP NEW | 270,565 | $1.824M | 0.0% | $6.74 | $6.34 | — | COM | 284902103 |
| — | NEW YORK CMNTY BANCORP INC | 120,485 | $1.821M | 0.0% | $15.11 | $14.30 | — | COM | 649445103 |
| — | BROOKFIELD OFFICE PPTYS IN | 94,411 | $1.807M | 0.0% | $19.14 | $17.14 | — | COM | 112900105 |
| — | CONTINENTAL RESOURCES INC | 16,803 | $1.802M | 0.0% | $107.24 | $88.15 | — | COM | 212015101 |
| — | HOSPIRA INC | 45,923 | $1.801M | 0.0% | $39.22 | $38.59 | — | COM | 441060100 |
| — | TOTAL SYS SVCS INC | 60,547 | $1.781M | 0.0% | $29.42 | $24.93 | — | COM | 891906109 |
| CINF | CINCINNATI FINL CORP | 37,409 | $1.764M | 0.0% | $47.15 * | $33.00 | +0.8% | COM | 172062101 |
| — | IRON MTN INC | 64,819 | $1.751M | 0.0% | $27.01 | $26.68 | — | COM | 462846106 |
| — | ROWAN COMPANIES PLC | 46,697 | $1.715M | 0.0% | $36.73 | $34.66 | — | SHS CL A | G7665A101 |
| — | PEPCO HOLDINGS INC | 92,512 | $1.708M | 0.0% | $18.46 | $19.69 | — | COM | 713291102 |
| REG | REGENCY CTRS CORP | 34,824 | $1.684M | 0.0% | $48.36 * | $33.06 | -3.9% | COM | 758849103 |
| — | NABORS INDUSTRIES LTD | 103,484 | $1.662M | 0.0% | $16.06 | $15.45 | — | SHS | G6359F103 |
| AVY | AVERY DENNISON CORP | 37,990 | $1.653M | 0.0% | $43.51 * | $33.41 | +3.8% | COM | 053611109 |
| — | HARMAN INTL INDS INC | 24,929 | $1.651M | 0.0% | $66.23 | $56.75 | — | COM | 413086109 |
| — | LSI CORPORATION | 208,922 | $1.634M | 0.0% | $7.82 | $7.28 | — | COM | 502161102 |
| NWSA | NEWS CORP NEW | 101,153 | $1.625M | 0.0% | $16.06 * | $14.03 | 0.0% | CL A | 65249B109 |
| — | DUN & BRADSTREET CORP DEL | 15,628 | $1.623M | 0.0% | $103.85 | $98.12 | — | COM | 26483E100 |
| TMUS | T-MOBILE US INC | 61,661 | $1.601M | 0.0% | $25.96 * | $20.72 | +14.0% | COM | 872590104 |
| — | ENERGIZER HLDGS INC | 17,241 | $1.572M | 0.0% | $91.18 | $98.10 | — | COM | 29266R108 |
| — | INVESTMENT TECHNOLOGY GRP | 98,880 | $1.554M | 0.0% | $15.72 | $13.98 | — | COM | 46145F105 |
| — | IAC INTERACTIVECORP | 28,295 | $1.547M | 0.0% | $54.67 | $48.74 | — | COM PAR $.0 | 44919P508 |
| URBN | URBAN OUTFITTERS INC | 41,921 | $1.541M | 0.0% | $36.76 * | $41.22 | -0.4% | COM | 917047102 |
| — | OLD REP INTL CORP | 1,300,000 | $1.529M | 0.0% | $1.18 | $1.13 | — | NOTE 3.75% | 680223AH7 |
| SEIC | SEI INVESTMENTS CO | 49,236 | $1.522M | 0.0% | $30.91 * | $25.10 | +5.5% | COM | 784117103 |
| LMT | LOCKHEED MARTIN CORP | 11,791 | $1.504M | 0.0% | $127.55 * | $71.65 | +20.1% | COM | 539830109 |
| — | BEMIS INC | 38,515 | $1.502M | 0.0% | $39.00 | $39.10 | — | COM | 081437105 |
| BRO | BROWN & BROWN INC | 46,069 | $1.479M | 0.0% | $32.10 * | $14.04 | +3.0% | COM | 115236101 |
| RNR | RENAISSANCERE HOLDINGS LTD | 16,266 | $1.473M | 0.0% | $90.56 * | $88.51 | -1.4% | COM | G7496G103 |
| — | PENNEY J C INC | 164,340 | $1.449M | 0.0% | $8.82 | $15.65 | — | COM | 708160106 |
| BR | BROADRIDGE FINL SOLUTIONS | 45,583 | $1.447M | 0.0% | $31.74 * | $21.05 | +12.5% | COM | 11133T103 |
| — | HILLSHIRE BRANDS CO | 46,969 | $1.444M | 0.0% | $30.74 | $32.54 | — | COM | 432589109 |
| — | UNITED TECHNOLOGIES CORP | 22,000 | $1.429M | 0.0% | $64.95 | $59.18 | — | UNIT 99/99/ | 913017117 |
| MUSA | MURPHY USA INC | 35,174 | $1.421M | 0.0% | $40.40 * | $38.02 | 0.0% | COM | 626755102 |
| — | PATTERSON COMPANIES INC | 34,426 | $1.384M | 0.0% | $40.20 | $37.70 | — | COM | 703395103 |
| — | PROSPECT CAPITAL CORPORATI | 1,350,000 | $1.383M | 0.0% | $1.02 | $1.02 | — | NOTE 5.75% | 74348TAL6 |
| — | HOSPITALITY PPTYS TR | 48,413 | $1.37M | 0.0% | $28.30 | $26.79 | — | COM SH BEN | 44106M102 |
| NNN | NATIONAL RETAIL PPTYS INC | 42,900 | $1.365M | 0.0% | $31.82 | $31.82 | — | COM | 637417106 |
| GNTX | GENTEX CORP | 53,295 | $1.364M | 0.0% | $25.59 * | $11.40 | +4.0% | COM | 371901109 |
| — | SPX CORP | 15,999 | $1.354M | 0.0% | $84.63 | $72.69 | — | COM | 784635104 |
| ORI | OLD REP INTL CORP | 86,830 | $1.337M | 0.0% | $15.40 * | $5.67 | +8.6% | COM | 680223104 |
| RDY | DR REDDYS LABS LTD | 35,366 | $1.336M | 0.0% | $37.78 | $37.83 | — | ADR | 256135203 |
| — | QEP RES INC | 47,873 | $1.326M | 0.0% | $27.70 | $27.76 | — | COM | 74733V100 |
| VET | VERMILION ENERGY INC | 24,134 | $1.325M | 0.0% | $54.90 * | $49.78 | +7.8% | COM | 923725105 |
| DEO | DIAGEO P L C | 9,950 | $1.264M | 0.0% | $127.04 | $127.04 | — | SPON ADR NE | 25243Q205 |
| BBD | BANCO BRADESCO S A | 90,379 | $1.254M | 0.0% | $13.87 | $13.01 | — | SP ADR PFD | 059460303 |
| — | INTEL CORP | 1,000,000 | $1.24M | 0.0% | $1.24 | $1.28 | — | SDCV 3.25% | 458140AF7 |
| — | PEOPLES UNITED FINANCIAL I | 85,527 | $1.23M | 0.0% | $14.38 | $14.78 | — | COM | 712704105 |
| BUD | ANHEUSER BUSCH INBEV SA/NV | 12,360 | $1.226M | 0.0% | $99.19 | $90.29 | — | SPONSORED A | 03524A108 |
| — | BABCOCK & WILCOX CO NEW | 36,255 | $1.223M | 0.0% | $33.73 | $30.31 | — | COM | 05615F102 |
| — | LIBERTY INTERACTIVE CORP | 13,769 | $1.214M | 0.0% | $88.17 | $85.77 | — | LBT VENT CO | 53071M880 |
| — | CABLEVISION SYS CORP | 72,066 | $1.214M | 0.0% | $16.85 | $16.83 | — | CL A NY CAB | 12686C109 |
| WTM | WHITE MTNS INS GROUP LTD | 2,076 | $1.178M | 0.0% | $567.44 * | $583.18 | -0.4% | COM | G9618E107 |
| — | TELLABS INC | 515,994 | $1.171M | 0.0% | $2.27 | $1.98 | — | COM | 879664100 |
| PTEN | PATTERSON UTI ENERGY INC | 54,549 | $1.166M | 0.0% | $21.38 * | $21.59 | -4.9% | COM | 703481101 |
| LEG | LEGGETT & PLATT INC | 38,307 | $1.155M | 0.0% | $30.15 | $31.96 | -3.9% | COM | 524660107 |
| — | WEINGARTEN RLTY INVS | 39,128 | $1.148M | 0.0% | $29.34 | $30.62 | — | SH BEN INT | 948741103 |
| — | CITY NATL CORP | 16,962 | $1.131M | 0.0% | $66.68 | $63.78 | — | COM | 178566105 |
| — | ULTRA PETROLEUM CORP | 54,270 | $1.116M | 0.0% | $20.56 | $19.95 | — | COM | 903914109 |
| — | MOLYCORP INC DEL | 165,118 | $1.083M | 0.0% | $6.56 | $6.20 | — | COM | 608753109 |
| — | MOLEX INC | 28,081 | $1.075M | 0.0% | $38.28 | $27.86 | — | CL A | 608554200 |
| GD | GENERAL DYNAMICS CORP | 12,249 | $1.072M | 0.0% | $87.52 * | $56.44 | +15.0% | COM | 369550108 |
| NVR | NVR INC | 1,156 | $1.063M | 0.0% | $919.55 | $979.46 | -7.6% | COM | 62944T105 |
| — | WEYERHAEUSER CO | 20,000 | $1.058M | 0.0% | $52.90 | $52.90 | — | PREF CONV S | 962166872 |
| — | SUNPOWER CORP | 40,000 | $1.046M | 0.0% | $26.15 | $20.70 | — | COM | 867652406 |
| — | WPX ENERGY INC | 54,033 | $1.041M | 0.0% | $19.27 | $19.04 | — | COM | 98212B103 |
| — | QUESTAR CORP | 46,173 | $1.038M | 0.0% | $22.48 | $23.43 | — | COM | 748356102 |
| — | DST SYS INC DEL | 13,644 | $1.029M | 0.0% | $75.42 | $66.28 | — | COM | 233326107 |
| LUV | SOUTHWEST AIRLS CO | 69,838 | $1.017M | 0.0% | $14.56 * | $11.87 | +0.2% | COM | 844741108 |
| GIL | GILDAN ACTIVEWEAR INC | 21,909 | $1.016M | 0.0% | $46.37 * | $16.97 | +10.8% | COM | 375916103 |
| AIZ | ASSURANT INC | 18,126 | $981K | 0.0% | $54.12 * | $38.73 | +9.7% | COM | 04621X108 |
| — | MOLEX INC | 25,288 | $974K | 0.0% | $38.52 | $31.23 | — | COM | 608554101 |
| — | HUDSON CITY BANCORP | 107,402 | $972K | 0.0% | $9.05 | $9.14 | — | COM | 443683107 |
| — | FOSTER WHEELER AG | 36,605 | $964K | 0.0% | $26.34 | $21.71 | — | COM | H27178104 |
| CBSH | COMMERCE BANCSHARES INC | 21,916 | $960K | 0.0% | $43.80 * | $21.84 | +6.5% | COM | 200525103 |
| UAL | UNITED CONTL HLDGS INC | 31,062 | $954K | 0.0% | $30.71 * | $31.90 | +0.9% | COM | 910047109 |
| — | TECO ENERGY INC | 57,471 | $951K | 0.0% | $16.55 | $16.98 | — | COM | 872375100 |
| AEO | AMERICAN EAGLE OUTFITTERS | 66,816 | $935K | 0.0% | $13.99 * | $13.03 | -10.2% | COM | 02553E106 |
| — | STARZ | 32,574 | $916K | 0.0% | $28.12 | $23.03 | — | COM SER A | 85571Q102 |
| — | QIHOO 360 TECHNOLOGY CO LT | 10,945 | $911K | 0.0% | $83.23 | $46.18 | — | ADS | 74734M109 |
| BVN | COMPANIA DE MINAS BUENAVEN | 77,262 | $905K | 0.0% | $11.71 | $14.76 | — | SPONSORED A | 204448104 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 27,993 | $854K | 0.0% | $30.51 * | $26.04 | +0.0% | COM | 01741R102 |
| ERIE | ERIE INDTY CO | 9,843 | $713K | 0.0% | $72.44 * | $57.24 | -0.0% | CL A | 29530P102 |
| ITUB | ITAU UNIBANCO HLDG SA | 49,038 | $692K | 0.0% | $14.11 | $12.93 | — | SPON ADR RE | 465562106 |
| AN | AUTONATION INC | 12,675 | $661K | 0.0% | $52.15 * | $45.28 | +6.6% | COM | 05329W102 |
| OTEX | OPEN TEXT CORP | 8,814 | $658K | 0.0% | $74.65 * | $12.57 | +7.8% | COM | 683715106 |
| IAG | IAMGOLD CORP | 137,442 | $656K | 0.0% | $4.77 * | $5.19 | +1.1% | COM | 450913108 |
| — | TURQUOISE HILL RES LTD | 147,669 | $652K | 0.0% | $4.42 | $5.60 | — | COM | 900435108 |
| — | TATA MTRS LTD | 24,163 | $643K | 0.0% | $26.61 | $23.45 | — | SPONSORED A | 876568502 |
| TV | GRUPO TELEVISA SA | 22,877 | $639K | 0.0% | $27.93 | $24.82 | — | SPON ADR RE | 40049J206 |
| — | MCDERMOTT INTL INC | 84,144 | $625K | 0.0% | $7.43 | $8.03 | — | COM | 580037109 |
| ANF | ABERCROMBIE & FITCH CO | 17,454 | $617K | 0.0% | $35.35 * | $36.91 | -8.0% | CL A | 002896207 |
| GT | GOODYEAR TIRE & RUBR CO | 26,680 | $599K | 0.0% | $22.45 * | $13.66 | +40.1% | COM | 382550101 |
| — | TELEFONICA BRASIL SA | 26,681 | $599K | 0.0% | $22.45 | $22.81 | — | SPONSORED A | 87936R106 |
| — | SEARS HLDGS CORP | 9,980 | $595K | 0.0% | $59.62 | $44.95 | — | COM | 812350106 |
| — | VALE S A | 41,140 | $585K | 0.0% | $14.22 | $12.17 | — | ADR REPSTG | 91912E204 |
| — | COMPANHIA DE BEBIDAS DAS A | 15,160 | $581K | 0.0% | $38.32 | $37.34 | — | SPON ADR PF | 20441W203 |
| — | AU OPTRONICS CORP | 147,584 | $538K | 0.0% | $3.65 | $3.46 | — | SPONSORED A | 002255107 |
| — | TIM PARTICIPACOES S A | 20,099 | $474K | 0.0% | $23.58 | $18.59 | — | SPONSORED A | 88706P205 |
| NWS | NEWS CORP NEW | 26,934 | $443K | 0.0% | $16.45 * | $14.24 | 0.0% | CL B | 65249B208 |
| PKX | POSCO | 5,960 | $439K | 0.0% | $73.66 | $65.10 | — | SPONSORED A | 693483109 |
| — | CNH GLOBAL N V | 8,562 | $428K | 0.0% | $49.99 | $42.64 | — | SHS NEW | N20935206 |
| — | SOUFUN HLDGS LTD | 8,181 | $422K | 0.0% | $51.58 | $51.58 | — | ADR | 836034108 |
| — | WI-LAN INC | 108,565 | $420K | 0.0% | $3.87 | $4.63 | — | COM | 928972108 |
| — | MELLANOX TECHNOLOGIES LTD | 10,870 | $413K | 0.0% | $37.99 | $37.99 | — | SHS | M51363113 |
| — | WEIGHT WATCHERS INTL INC N | 10,470 | $391K | 0.0% | $37.34 | $44.87 | — | COM | 948626106 |
| SHG | SHINHAN FINANCIAL GROUP CO | 9,000 | $365K | 0.0% | $40.56 | $32.56 | — | SPN ADR RES | 824596100 |
| CNA | CNA FINL CORP | 8,448 | $323K | 0.0% | $38.23 * | $14.78 | 0.0% | COM | 126117100 |
| — | APPLIED MICRO CIRCUITS COR | 25,000 | $323K | 0.0% | $12.92 | $8.80 | — | COM NEW | 03822W406 |
| — | UNILEVER N V | 8,400 | $317K | 0.0% | $37.74 | $39.29 | — | N Y SHS NEW | 904784709 |
| CIG | COMPANHIA ENERGETICA DE MI | 34,847 | $301K | 0.0% | $8.64 | $8.97 | — | SP ADR N-V | 204409601 |
| — | TESORO LOGISTICS LP | 5,106 | $296K | 0.0% | $57.97 | $60.55 | — | COM UNIT LP | 88160T107 |
| CHT | CHUNGHWA TELECOM CO LTD | 8,324 | $263K | 0.0% | $31.60 | $32.08 | — | SPON ADR NE | 17133Q502 |
| KB | KB FINANCIAL GROUP INC | 7,408 | $259K | 0.0% | $34.96 | $29.56 | — | SPONSORED A | 48241A105 |
| CX | CEMEX SAB DE CV | 21,511 | $240K | 0.0% | $11.16 | $10.60 | — | SPON ADR NE | 151290889 |
| — | ENERSIS S A | 14,481 | $233K | 0.0% | $16.09 | $16.37 | — | SPONSORED A | 29274F104 |
| — | L-3 COMMUNICATIONS HLDGS I | 2,310 | $218K | 0.0% | $94.37 | $94.37 | — | COM | 502424104 |
| — | SK TELECOM LTD | 9,350 | $212K | 0.0% | $22.67 | $22.67 | — | SPONSORED A | 78440P108 |
| PBR/A | PETROLEO BRASILEIRO SA PET | 12,503 | $209K | 0.0% | $16.72 | $14.66 | — | SP ADR NON | 71654V101 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOUR | 790,000 | $170K | 0.0% | $0.22 | $0.19 | — | MAND CV NT | L0302D178 |
| — | HALCON RES CORP | 37,165 | $165K | 0.0% | $4.44 | $4.44 | — | COM NEW | 40537Q209 |
| GGB | GERDAU S A | 17,300 | $129K | 0.0% | $7.46 | $5.72 | — | SPONSORED A | 373737105 |
| UMC | UNITED MICROELECTRONICS CO | 50,007 | $103K | 0.0% | $2.06 | $2.34 | — | SPON ADR NE | 910873405 |
| — | KEMET CORP | 20,000 | $84,000 | 0.0% | $4.20 | $4.10 | — | COM NEW | 488360207 |
| — | ALCATEL-LUCENT | 17,658 | $62,000 | 0.0% | $3.51 | $1.82 | — | SPONSORED A | 013904305 |
| SID | COMPANHIA SIDERURGICA NACI | 14,380 | $61,000 | 0.0% | $4.24 | $2.78 | — | SPONSORED A | 20440W105 |
| — | OI S.A. | 24,774 | $46,000 | 0.0% | $1.86 | $1.82 | — | SPN ADR REP | 670851203 |
| BLDP | BALLARD PWR SYS INC NEW | 12,000 | $21,000 | 0.0% | $1.75 | $1.28 | +39.8% | COM | 058586108 |