CIK: 0000898286 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 13, 2013
Total Value ($000): $34,533,936 (97.2% shares, 2.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Groupe CGI inc. | 68,136,698 | $1,989,298 | 5.8% | $29.20 | — | COMMON | 39945C109 |
| ENB | Enbridge Inc. | 31,900,000 | $1,342,033 | 3.9% | $23.28 | 0.0% | COMMON | 29250N105 |
| CNI | Compagnie des chemins de fer nationaux | 9,836,265 | $954,769 | 2.8% | $39.40 | 0.0% | COMMON | 136375102 |
| MGA | Magna International Inc | 9,836,565 | $698,010 | 2.0% | $22.60 | 0.0% | COMMON | 559222401 |
| TD | Banque Toronto-Dominion, La | 8,702,152 | $696,783 | 2.0% | $40.27 | 0.0% | COMMON | 891160509 |
| SU | Suncor Energy Inc | 23,453,789 | $689,196 | 2.0% | $19.64 | 0.0% | COMMON | 867224107 |
| TU | TELUS Corporation | 22,883,072 | $665,918 | 1.9% | $17.32 | 0.0% | COMMON | 87971M103 |
| EEM | iShares MSCI Emerging Markets ETF | 17,187,300 | $662,914 | 1.9% | $38.57 | — | ETF | 464287234 |
| XOM | Exxon Mobil Corp | 7,029,087 | $635,078 | 1.8% | $53.69 | 0.0% | COMMON | 30231G102 |
| MSFT | Microsoft Corp | 16,000,700 | $552,504 | 1.6% | $26.70 | 0.0% | COMMON | 594918104 |
| AAPL | Apple Inc | 1,380,700 | $546,868 | 1.6% | $13.16 | 0.0% | COMMON | 037833100 |
| GIL | V?tements de Sport Gildan Inc, Les | 13,065,702 | $528,226 | 1.5% | $16.97 | 0.0% | COMMON | 375916103 |
| IBM | International Business Machines Corp | 2,596,700 | $496,255 | 1.4% | $118.94 | 0.0% | COMMON | 459200101 |
| BRK/B | Berkshire Hathaway Inc | 3,953,631 | $442,490 | 1.3% | $110.02 | 0.0% | COMMON | 084670702 |
| JNJ | Johnson & Johnson | 5,069,300 | $435,250 | 1.3% | $59.66 | 0.0% | COMMON | 478160104 |
| — | Potash Corp of Saskatchewan Inc | 10,226,945 | $388,933 | 1.1% | $38.03 | — | COMMON | 73755L107 |
| — | Talisman Energy Inc | 32,252,251 | $366,868 | 1.1% | $11.37 | — | COMMON | 87425E103 |
| — | Cobalt International Energy Inc | 13,746,030 | $365,232 | 1.1% | $26.57 | — | COMMON | 19075F106 |
| ORCL | Oracle Corp | 11,805,600 | $362,668 | 1.1% | $27.58 | 0.0% | COMMON | 68389X105 |
| — | Valeant Pharmaceuticals International I | 4,211,157 | $361,977 | 1.0% | $85.96 | — | COMMON | 91911K102 |
| — | General Electric Co | 14,286,100 | $331,295 | 1.0% | $23.19 | — | COMMON | 369604103 |
| — | Google Inc | 346,200 | $304,784 | 0.9% | $880.37 | — | COMMON | 38259P508 |
| CCJ | Cameco Corp | 13,934,785 | $286,766 | 0.8% | $17.58 | 0.0% | COMMON | 13321L108 |
| — | Goldcorp Inc | 11,301,262 | $279,813 | 0.8% | $24.76 | — | COMMON | 380956409 |
| JPM | JPMorgan Chase & Co | 5,136,701 | $271,166 | 0.8% | $36.24 | 0.0% | COMMON | 46625H100 |
| CVX | Chevron Corp | 2,238,400 | $264,892 | 0.8% | $71.30 | 0.0% | COMMON | 166764100 |
| AZO | AutoZone Inc | 613,500 | $259,934 | 0.8% | $407.86 | 0.0% | COMMON | 053332102 |
| — | Brookfield Office Properties Inc | 15,651,735 | $259,490 | 0.8% | $16.58 | — | COMMON | 112900105 |
| — | Turquoise Hill Resources Ltd | 41,418,359 | $244,988 | 0.7% | $5.91 | — | COMMON | 900435108 |
| WFC | Wells Fargo & Co | 5,903,400 | $243,633 | 0.7% | $27.36 | 0.0% | COMMON | 949746101 |
| CVE | Cenovus Energy Inc | 8,505,535 | $241,875 | 0.7% | $22.39 | 0.0% | COMMON | 15135U109 |
| CL | Colgate-Palmolive Co | 4,177,500 | $239,329 | 0.7% | $44.38 | 0.0% | COMMON | 194162103 |
| — | Walgreen Co | 5,371,300 | $237,411 | 0.7% | $44.20 | — | COMMON | 931422109 |
| QCOM | Qualcomm Inc | 3,873,400 | $236,587 | 0.7% | $45.06 | 0.0% | COMMON | 747525103 |
| CNQ | Canadian Natural Resources Limited | 8,114,008 | $228,049 | 0.7% | $8.76 | 0.0% | COMMON | 136385101 |
| PG | Procter & Gamble Company, The | 2,916,100 | $224,511 | 0.7% | $55.00 | 0.0% | COMMON | 742718109 |
| C | Citigroup Inc | 4,595,877 | $220,464 | 0.6% | $35.76 | 0.0% | COMMON | 172967424 |
| CSCO | Cisco Systems Inc | 8,797,500 | $213,867 | 0.6% | $15.24 | 0.0% | COMMON | 17275R102 |
| BNS | Banque de Nouvelle-?cosse, La | 4,007,399 | $213,561 | 0.6% | $30.35 | 0.0% | COMMON | 064149107 |
| WM | Waste Management Inc | 5,168,000 | $208,425 | 0.6% | $30.75 | 0.0% | COMMON | 94106L109 |
| MCD | McDonald's Corp | 2,029,200 | $200,891 | 0.6% | $71.80 | 0.0% | COMMON | 580135101 |
| BAC | Bank of America Corp | 15,409,055 | $198,160 | 0.6% | $10.03 | 0.0% | COMMON | 060505104 |
| MMM | 3M Co | 1,808,100 | $197,716 | 0.6% | $61.26 | 0.0% | COMMON | 88579Y101 |
| TECK | Teck Resources Ltd | 8,927,697 | $190,156 | 0.6% | $25.96 | 0.0% | COMMON | 878742204 |
| LMT | Lockheed Martin Corp | 1,711,300 | $185,608 | 0.5% | $71.65 | 0.0% | COMMON | 539830109 |
| CAE | CAE Inc | 17,577,932 | $181,786 | 0.5% | $9.33 | 0.0% | COMMON | 124765108 |
| — | Medtronic Inc | 3,442,700 | $177,196 | 0.5% | $51.47 | — | COMMON | 585055106 |
| T | AT&T Inc | 4,953,800 | $175,365 | 0.5% | $11.40 | 0.0% | COMMON | 00206R102 |
| — | Ritchie Bros Auctioneers Inc | 9,104,800 | $173,992 | 0.5% | $19.11 | — | COMMON | 767744105 |
| OTEX | Open Text Corp | 2,512,959 | $171,270 | 0.5% | $12.57 | 0.0% | COMMON | 683715106 |
| SO | Southern Company, The | 3,759,800 | $165,920 | 0.5% | $26.74 | 0.0% | COMMON | 842587107 |
| FXI | iShares China Large-Cap ETF | 5,080,000 | $165,202 | 0.5% | $32.52 | — | ETF | 464287184 |
| ZBH | Zimmer Holdings Inc | 2,166,800 | $162,380 | 0.5% | $67.30 | 0.0% | COMMON | 98956P102 |
| — | Praxair Inc | 1,384,200 | $159,404 | 0.5% | $115.16 | — | COMMON | 74005P104 |
| HD | Home Depot Inc, The | 2,045,800 | $158,488 | 0.5% | $56.05 | 0.0% | COMMON | 437076102 |
| PPL | PPL Corp | 5,199,400 | $157,334 | 0.5% | $16.36 | 0.0% | COMMON | 69351T106 |
| V | Visa Inc | 855,076 | $156,265 | 0.5% | $40.02 | 0.0% | COMMON | 92826C839 |
| SWK | Stanley Black & Decker Inc | 2,002,797 | $154,816 | 0.4% | $56.98 | 0.0% | COMMON | 854502101 |
| MA | Mastercard Inc | 265,950 | $152,788 | 0.4% | $51.54 | 0.0% | COMMON | 57636Q104 |
| — | Wisconsin Energy Corp | 3,620,800 | $148,417 | 0.4% | $40.99 | — | COMMON | 976657106 |
| — | Catamaran Corp | 2,999,970 | $145,569 | 0.4% | $48.52 | — | COMMON | 148887102 |
| YUM | Yum! Brands Inc | 2,095,200 | $145,281 | 0.4% | $38.97 | 0.0% | COMMON | 988498101 |
| AXP | American Express Co | 1,921,300 | $143,636 | 0.4% | $59.62 | 0.0% | COMMON | 025816109 |
| — | TransCanada Corp | 3,331,205 | $142,980 | 0.4% | $42.92 | — | COMMON | 89353D107 |
| KO | Coca-Cola Co, The | 3,546,000 | $142,230 | 0.4% | $27.85 | 0.0% | COMMON | 191216100 |
| PM | Philip Morris International Inc | 1,586,900 | $137,457 | 0.4% | $49.85 | 0.0% | COMMON | 718172109 |
| PFE | Pfizer Inc | 4,903,563 | $137,349 | 0.4% | $16.46 | 0.0% | COMMON | 717081103 |
| VZ | Verizon Communications Inc | 2,622,700 | $132,027 | 0.4% | $27.04 | 0.0% | COMMON | 92343V104 |
| KMB | Kimberly-Clark Corp | 1,327,300 | $128,934 | 0.4% | $63.06 | 0.0% | COMMON | 494368103 |
| PEP | PepsiCo Inc | 1,467,013 | $119,987 | 0.3% | $56.00 | 0.0% | COMMON | 713448108 |
| MRK | Merck & Co Inc | 2,570,000 | $119,377 | 0.3% | $30.02 | 0.0% | COMMON | 58933Y105 |
| MAT | Mattel Inc | 2,633,400 | $119,319 | 0.3% | $44.76 | 0.0% | COMMON | 577081102 |
| GPC | Genuine Parts Co | 1,482,700 | $115,754 | 0.3% | $54.12 | 0.0% | COMMON | 372460105 |
| WMT | Wal-Mart Stores Inc | 1,508,600 | $112,376 | 0.3% | $19.98 | 0.0% | COMMON | 931142103 |
| INTC | Intel Corp | 4,552,900 | $110,271 | 0.3% | $17.18 | 0.0% | COMMON | 458140100 |
| UNP | Union Pacific Corp | 696,900 | $107,518 | 0.3% | $57.06 | 0.0% | COMMON | 907818108 |
| — | Covidien PLC | 1,655,200 | $103,590 | 0.3% | $62.58 | — | COMMON | G2554F113 |
| DIS | Walt Disney Co, The | 1,635,000 | $103,250 | 0.3% | $56.11 | 0.0% | COMMON | 254687106 |
| MCK | McKesson Corp | 891,300 | $102,054 | 0.3% | $101.46 | 0.0% | COMMON | 58155Q103 |
| CMCSA | Comcast Corp | 2,317,600 | $97,061 | 0.3% | $15.62 | 0.0% | COMMON | 20030N101 |
| DHR | Danaher Corp | 1,472,800 | $93,228 | 0.3% | $25.01 | 0.0% | COMMON | 235851102 |
| — | United Technologies Corp | 956,600 | $88,906 | 0.3% | $92.94 | — | COMMON | 913017109 |
| SLB | Schlumberger Ltd | 1,219,192 | $87,367 | 0.3% | $52.90 | 0.0% | COMMON | 806857108 |
| AMZN | Amazon.com Inc | 311,800 | $86,584 | 0.3% | $13.32 | 0.0% | COMMON | 023135106 |
| — | Allergan Inc/United States | 1,011,200 | $85,183 | 0.2% | $84.24 | — | COMMON | 018490102 |
| USB | US Bancorp/MN | 2,288,969 | $82,746 | 0.2% | $22.41 | 0.0% | COMMON | 902973304 |
| — | Coach Inc | 1,383,900 | $79,007 | 0.2% | $57.09 | — | COMMON | 189754104 |
| — | Linear Technology Corp | 1,963,700 | $72,343 | 0.2% | $36.84 | — | COMMON | 535678106 |
| INTU | Intuit Inc | 1,156,600 | $70,587 | 0.2% | $54.39 | 0.0% | COMMON | 461202103 |
| — | PartnerRe Ltd | 769,165 | $69,656 | 0.2% | $90.56 | — | COMMON | G6852T105 |
| FCX | Freeport-McMoRan Copper & Gold Inc | 2,451,150 | $67,676 | 0.2% | $24.45 | 0.0% | COMMON | 35671D857 |
| ABBV | AbbVie Inc | 1,636,500 | $67,653 | 0.2% | $26.55 | 0.0% | COMMON | 00287Y109 |
| COP | ConocoPhillips | 1,109,100 | $67,101 | 0.2% | $39.96 | 0.0% | COMMON | 20825C104 |
| AIG | American International Group Inc | 1,487,135 | $66,475 | 0.2% | $32.51 | 0.0% | COMMON | 026874784 |
| — | Sigma-Aldrich Corp | 820,300 | $65,919 | 0.2% | $80.36 | — | COMMON | 826552101 |
| OXY | Occidental Petroleum Corp | 738,600 | $65,905 | 0.2% | $57.83 | 0.0% | COMMON | 674599105 |
| RGA | Reinsurance Group of America Inc | 942,500 | $65,136 | 0.2% | $63.27 | 0.0% | COMMON | 759351604 |
| — | Eldorado Gold Corp | 10,486,802 | $64,713 | 0.2% | $6.17 | — | COMMON | 284902103 |
| — | Royal Dutch Shell PLC | 1,010,712 | $64,483 | 0.2% | $63.80 | — | ADR | 780259206 |
| MO | Altria Group Inc | 1,841,900 | $64,448 | 0.2% | $16.28 | 0.0% | COMMON | 02209S103 |
| CVS | CVS Caremark Corp | 1,123,900 | $64,265 | 0.2% | $41.44 | 0.0% | COMMON | 126650100 |
| — | UBS AG | 3,683,976 | $62,610 | 0.2% | $17.00 | — | COMMON | H89231338 |
| EBAY | eBay Inc | 1,200,700 | $62,100 | 0.2% | $20.18 | 0.0% | COMMON | 278642103 |
| — | EMC Corp/MA | 2,597,300 | $61,348 | 0.2% | $23.62 | — | COMMON | 268648102 |
| CAT | Caterpillar Inc | 742,400 | $61,241 | 0.2% | $61.55 | 0.0% | COMMON | 149123101 |
| ATR | Aptargroup Inc | 1,106,000 | $61,062 | 0.2% | $46.93 | 0.0% | COMMON | 038336103 |
| BA | Boeing Company, The | 592,800 | $60,726 | 0.2% | $80.37 | 0.0% | COMMON | 097023105 |
| GILD | Gilead Sciences Inc | 1,166,800 | $59,752 | 0.2% | $36.21 | 0.0% | COMMON | 375558103 |
| UNH | UnitedHealth Group Inc | 906,748 | $59,374 | 0.2% | $50.75 | 0.0% | COMMON | 91324P102 |
| — | TD Ameritrade Holding Corp | 2,420,000 | $58,782 | 0.2% | $24.29 | — | COMMON | 87236Y108 |
| — | Yamana Gold Inc | 6,046,179 | $57,484 | 0.2% | $9.51 | — | COMMON | 98462Y100 |
| AMGN | Amgen Inc | 573,600 | $56,591 | 0.2% | $73.34 | 0.0% | COMMON | 031162100 |
| GS | Goldman Sachs Group, Inc., The | 371,691 | $56,218 | 0.2% | $120.06 | 0.0% | COMMON | 38141G104 |
| BMY | Bristol-Myers Squibb Co | 1,256,500 | $56,153 | 0.2% | $28.67 | 0.0% | COMMON | 110122108 |
| — | Willis Group Holdings PLC | 1,374,100 | $56,036 | 0.2% | $40.78 | — | COMMON | G96666105 |
| F | Ford Motor Co | 3,554,000 | $54,980 | 0.2% | $7.61 | 0.0% | COMMON | 345370860 |
| NGD | New Gold Inc | 8,340,200 | $53,838 | 0.2% | $7.13 | 0.0% | COMMON | 644535106 |
| — | Kraft Foods Group Inc | 944,661 | $52,778 | 0.2% | $55.87 | — | COMMON | 50076Q106 |
| — | Anadarko Petroleum Corp | 609,700 | $52,392 | 0.2% | $85.93 | — | COMMON | 032511107 |
| ABT | Abbott Laboratories | 1,493,000 | $52,076 | 0.2% | $28.85 | 0.0% | COMMON | 002824100 |
| — | Johnson Controls Inc | 1,452,900 | $51,999 | 0.2% | $35.79 | — | COMMON | 478366107 |
| UPS | United Parcel Service Inc | 595,100 | $51,464 | 0.1% | $55.38 | 0.0% | COMMON | 911312106 |
| — | Chesapeake Energy Corp | 2,478,700 | $50,516 | 0.1% | $20.38 | — | COMMON | 165167107 |
| HON | Honeywell International Inc | 628,800 | $49,889 | 0.1% | $53.13 | 0.0% | COMMON | 438516106 |
| — | Viacom Inc | 728,600 | $49,581 | 0.1% | $68.05 | — | COMMON | 92553P201 |
| — | Time Warner Inc | 855,200 | $49,448 | 0.1% | $57.82 | — | COMMON | 887317303 |
| — | Western Refining Inc | 16,998,000 | $48,875 | 0.1% | $2.88 | — | NOTE | 959319AC8 |
| — | Student Transportation Inc | 7,997,018 | $48,818 | 0.1% | $6.10 | — | COMMON | 86388A108 |
| — | Monsanto Co | 489,700 | $48,382 | 0.1% | $98.80 | — | COMMON | 61166W101 |
| — | Radian Group Inc | 38,180,000 | $48,353 | 0.1% | $1.27 | — | NOTE | 750236AK7 |
| MDLZ | Mondelez International Inc | 1,672,982 | $47,730 | 0.1% | $23.16 | 0.0% | COMMON | 609207105 |
| TJX | TJX Cos Inc | 931,700 | $46,641 | 0.1% | $20.82 | 0.0% | COMMON | 872540109 |
| KGC | Kinross Gold Corp | 9,066,929 | $46,325 | 0.1% | $5.82 | 0.0% | COMMON | 496902404 |
| TRV | Travelers Cos Inc, The | 576,616 | $46,083 | 0.1% | $63.44 | 0.0% | COMMON | 89417E109 |
| — | Cemex SAB de CV | 37,000,000 | $45,419 | 0.1% | $1.23 | — | NOTE | 151290BB8 |
| — | Hertz Global Holdings Inc | 15,000,000 | $45,185 | 0.1% | $3.01 | — | NOTE | 42805TAA3 |
| SBUX | Starbucks Corp | 686,500 | $44,959 | 0.1% | $24.37 | 0.0% | COMMON | 855244109 |
| — | United Rentals Inc | 9,800,000 | $44,820 | 0.1% | $4.57 | — | NOTE | 911363AL3 |
| ACN | Accenture PLC | 618,000 | $44,471 | 0.1% | $63.81 | 0.0% | COMMON | G1151C101 |
| — | EI du Pont de Nemours & Co | 846,600 | $44,447 | 0.1% | $52.50 | — | COMMON | 263534109 |
| — | Soci?t? Aurif?re Barrick | 2,822,188 | $44,408 | 0.1% | $15.74 | — | COMMON | 067901108 |
| COST | Costco Wholesale Corp | 400,200 | $44,250 | 0.1% | $86.56 | 0.0% | COMMON | 22160K105 |
| — | Hewlett-Packard Co | 1,772,800 | $43,965 | 0.1% | $24.80 | — | COMMON | 428236103 |
| DUK | Duke Energy Corp | 646,791 | $43,658 | 0.1% | $41.83 | 0.0% | COMMON | 26441C204 |
| DB | Deutsche Bank AG | 1,030,665 | $43,078 | 0.1% | $30.70 | 0.0% | COMMON | D18190898 |
| NKE | NIKE Inc | 662,100 | $42,163 | 0.1% | $26.53 | 0.0% | COMMON | 654106103 |
| — | Hess Corp | 632,600 | $42,062 | 0.1% | $66.49 | — | COMMON | 42809H107 |
| CCL | Carnival Corp | 1,224,901 | $42,002 | 0.1% | $27.66 | 0.0% | COMMON | 143658300 |
| BAX | Baxter International Inc | 599,700 | $41,541 | 0.1% | $30.42 | 0.0% | COMMON | 071813109 |
| — | Equinix Inc | 18,000,000 | $41,415 | 0.1% | $2.30 | — | NOTE | 29444UAH9 |
| LOW | Lowe's Cos Inc | 990,400 | $40,507 | 0.1% | $32.16 | 0.0% | COMMON | 548661107 |
| MET | MetLife, Inc. | 878,300 | $40,191 | 0.1% | $24.43 | 0.0% | COMMON | 59156R108 |
| TGT | Target Corp | 583,000 | $40,145 | 0.1% | $47.95 | 0.0% | COMMON | 87612E106 |
| SPG | Simon Property Group Inc | 253,400 | $40,017 | 0.1% | $88.80 | 0.0% | REIT | 828806109 |
| — | Silver Wheaton Corp | 2,041,600 | $39,886 | 0.1% | $19.54 | — | COMMON | 828336107 |
| NEE | NextEra Energy Inc | 489,200 | $39,860 | 0.1% | $14.15 | 0.0% | COMMON | 65339F101 |
| — | Alliance Data Systems Corp | 10,500,000 | $39,439 | 0.1% | $3.76 | — | NOTE | 018581AC2 |
| — | priceline.com Inc | 47,300 | $39,123 | 0.1% | $827.12 | — | COMMON | 741503403 |
| BIIB | Biogen Idec Inc | 181,478 | $39,054 | 0.1% | $213.68 | 0.0% | COMMON | 09062X103 |
| — | Express Scripts Holding Co | 624,560 | $38,529 | 0.1% | $61.69 | — | COMMON | 30219G108 |
| — | VeriSign Inc | 26,748,000 | $38,013 | 0.1% | $1.42 | — | NOTE | 92343EAD4 |
| PPG | PPG Industries Inc | 256,652 | $37,576 | 0.1% | $59.61 | 0.0% | COMMON | 693506107 |
| — | Celgene Corp | 319,075 | $37,303 | 0.1% | $116.91 | — | COMMON | 151020104 |
| — | 3D Systems Corp | 11,725,000 | $35,992 | 0.1% | $3.07 | — | NOTE | 88554DAB2 |
| HAL | Halliburton Co | 854,600 | $35,654 | 0.1% | $33.21 | 0.0% | COMMON | 406216101 |
| — | Dow Chemical Company, The | 1,108,000 | $35,644 | 0.1% | $32.17 | — | COMMON | 260543103 |
| PNC | PNC Financial Services Group Inc/The | 487,856 | $35,574 | 0.1% | $47.34 | 0.0% | COMMON | 693475105 |
| — | Precision Castparts Corp | 154,200 | $34,851 | 0.1% | $226.01 | — | COMMON | 740189105 |
| KEY | KeyCorp | 3,125,854 | $34,509 | 0.1% | $6.48 | 0.0% | COMMON | 493267108 |
| — | Salesforce.com Inc | 18,900,000 | $34,356 | 0.1% | $1.82 | — | NOTE | 79466LAB0 |
| FDX | FedEx Corp | 341,000 | $33,616 | 0.1% | $81.95 | 0.0% | COMMON | 31428X106 |
| — | Universal American Corp/NY | 3,776,959 | $33,577 | 0.1% | $8.89 | — | COMMON | 91338E101 |
| PSX | Phillips 66 | 562,350 | $33,128 | 0.1% | $40.44 | 0.0% | COMMON | 718546104 |
| EOG | EOG Resources Inc | 249,400 | $32,841 | 0.1% | $46.52 | 0.0% | COMMON | 26875P101 |
| — | Aetna Inc | 514,299 | $32,679 | 0.1% | $63.54 | — | COMMON | 00817Y108 |
| — | PHH Corp | 18,000,000 | $32,279 | 0.1% | $1.79 | — | NOTE | 693320AQ6 |
| EMR | Emerson Electric Co | 589,700 | $32,162 | 0.1% | $40.02 | 0.0% | COMMON | 291011104 |
| MS | Morgan Stanley | 1,311,945 | $32,051 | 0.1% | $17.33 | 0.0% | COMMON | 617446448 |
| XLK | Technology Select Sector SPDR Fund | 1,047,000 | $32,028 | 0.1% | $30.59 | — | ETF | 81369Y803 |
| — | Liberty Media Corp | 60,000,000 | $31,997 | 0.1% | $0.53 | — | NOTE | 530715AN1 |
| — | Vector Group Ltd | 25,000,000 | $31,616 | 0.1% | $1.26 | — | NOTE | 92240MAS7 |
| — | DIRECTV | 509,500 | $31,395 | 0.1% | $61.62 | — | COMMON | 25490A309 |
| — | Gilead Sciences Inc | 13,905,000 | $31,255 | 0.1% | $2.25 | — | NOTE | 375558AN3 |
| CSX | CSX Corp | 1,336,800 | $31,000 | 0.1% | $6.66 | 0.0% | COMMON | 126408103 |
| LLY | Eli Lilly & Co | 624,500 | $30,675 | 0.1% | $42.21 | 0.0% | COMMON | 532457108 |
| FNV | Franco-Nevada Corp | 858,934 | $30,654 | 0.1% | $34.68 | 0.0% | COMMON | 351858105 |
| ADP | Automatic Data Processing Inc | 444,800 | $30,629 | 0.1% | $45.09 | 0.0% | COMMON | 053015103 |
| — | ACE Ltd | 337,791 | $30,226 | 0.1% | $89.48 | — | COMMON | H0023R105 |
| — | Apache Corp | 359,240 | $30,115 | 0.1% | $83.83 | — | COMMON | 037411105 |
| — | Time Warner Cable Inc | 267,600 | $30,100 | 0.1% | $112.48 | — | COMMON | 88732J207 |
| D | Dominion Resources Inc/VA | 529,400 | $30,081 | 0.1% | $34.53 | 0.0% | COMMON | 25746U109 |
| COF | Capital One Financial Corp | 476,200 | $29,910 | 0.1% | $47.00 | 0.0% | COMMON | 14040H105 |
| — | Tyson Foods Inc | 19,280,000 | $29,727 | 0.1% | $1.54 | — | NOTE | 902494AP8 |
| GIS | General Mills Inc | 591,400 | $28,701 | 0.1% | $31.98 | 0.0% | COMMON | 370334104 |
| DE | Deere & Co | 352,400 | $28,633 | 0.1% | $68.04 | 0.0% | COMMON | 244199105 |
| — | DDR Corp | 24,440,000 | $28,429 | 0.1% | $1.16 | — | NOTE | 251591AX1 |
| AMT | American Tower Corp | 382,600 | $27,995 | 0.1% | $59.51 | 0.0% | REIT | 03027X100 |
| — | BlackRock Inc | 107,987 | $27,736 | 0.1% | $256.85 | — | COMMON | 09247X101 |
| PRU | Prudential Financial Inc | 379,700 | $27,729 | 0.1% | $38.68 | 0.0% | COMMON | 744320102 |
| — | InterOil Corp | 395,000 | $27,456 | 0.1% | $69.51 | — | COMMON | 460951106 |
| — | Mobile Telesystems OJSC | 1,445,635 | $27,380 | 0.1% | $18.94 | — | ADR | 607409109 |
| ETN | Eaton Corp PLC | 410,807 | $27,035 | 0.1% | $46.59 | 0.0% | COMMON | G29183103 |
| — | National Oilwell Varco Inc | 391,600 | $26,981 | 0.1% | $68.90 | — | COMMON | 637071101 |
| — | CBS Corp | 526,200 | $25,715 | 0.1% | $48.87 | — | COMMON | 124857202 |
| — | MGIC Investment Corp | 24,680,000 | $25,595 | 0.1% | $1.04 | — | NOTE | 552848AD5 |
| CTSH | Cognizant Technology Solutions Corp | 396,600 | $24,831 | 0.1% | $29.46 | 0.0% | COMMON | 192446102 |
| TXN | Texas Instruments Inc | 711,100 | $24,796 | 0.1% | $25.31 | 0.0% | COMMON | 882508104 |
| BAP | Credicorp Ltd | 189,772 | $24,283 | 0.1% | $104.41 | 0.0% | COMMON | G2519Y108 |
| STT | State Street Corp | 371,800 | $24,245 | 0.1% | $44.60 | 0.0% | COMMON | 857477103 |
| EXC | Exelon Corp | 784,604 | $24,229 | 0.1% | $15.41 | 0.0% | COMMON | 30161N101 |
| DTE | DTE Energy Co | 359,200 | $24,070 | 0.1% | $38.29 | 0.0% | COMMON | 233331107 |
| LYB | LyondellBasell Industries NV | 357,982 | $23,720 | 0.1% | $33.34 | 0.0% | COMMON | N53745100 |
| NOC | Northrop Grumman Corp | 283,800 | $23,499 | 0.1% | $62.64 | 0.0% | COMMON | 666807102 |
| ALL | Allstate Corp, The | 488,316 | $23,498 | 0.1% | $37.12 | 0.0% | COMMON | 020002101 |
| — | Discover Financial Services | 491,304 | $23,406 | 0.1% | $47.64 | — | COMMON | 254709108 |
| GM | General Motors Co | 702,400 | $23,397 | 0.1% | $23.62 | 0.0% | COMMON | 37045V100 |
| BK | Bank of New York Mellon Corp, The | 830,810 | $23,304 | 0.1% | $21.22 | 0.0% | COMMON | 064058100 |
| TMO | Thermo Fisher Scientific Inc | 274,600 | $23,239 | 0.1% | $79.76 | 0.0% | COMMON | 883556102 |
| CME | CME Group Inc/IL | 298,247 | $22,661 | 0.1% | $39.16 | 0.0% | COMMON | 12572Q105 |
| — | Marathon Oil Corp | 649,700 | $22,467 | 0.1% | $34.58 | — | COMMON | 565849106 |
| ROP | Roper Industries Inc | 180,800 | $22,459 | 0.1% | $113.55 | 0.0% | COMMON | 776696106 |
| KMI | Kinder Morgan Inc/DE | 587,155 | $22,400 | 0.1% | $20.66 | 0.0% | COMMON | 49456B101 |
| ITW | Illinois Tool Works Inc | 322,600 | $22,314 | 0.1% | $49.85 | 0.0% | COMMON | 452308109 |
| — | Market Vectors Gold Miners ETF | 910,000 | $22,213 | 0.1% | $24.41 | — | ETF | 57060U100 |
| — | Yahoo! Inc | 880,800 | $22,117 | 0.1% | $25.11 | — | COMMON | 984332106 |
| AFL | Aflac Inc | 380,200 | $22,097 | 0.1% | $20.11 | 0.0% | COMMON | 001055102 |
| MPC | Marathon Petroleum Corp | 298,950 | $21,243 | 0.1% | $27.55 | 0.0% | COMMON | 56585A102 |
| — | Spectra Energy Corp | 613,400 | $21,138 | 0.1% | $34.46 | — | COMMON | 847560109 |
| ECL | Ecolab Inc | 244,100 | $20,795 | 0.1% | $73.48 | 0.0% | COMMON | 278865100 |
| NTAP | NetApp Inc | 545,400 | $20,605 | 0.1% | $26.74 | 0.0% | COMMON | 64110D104 |
| ADM | Archer-Daniels-Midland Co | 604,200 | $20,488 | 0.1% | $23.37 | 0.0% | COMMON | 039483102 |
| WMB | Williams Cos Inc, The | 625,700 | $20,316 | 0.1% | $18.03 | 0.0% | COMMON | 969457100 |
| GD | General Dynamics Corp | 258,400 | $20,240 | 0.1% | $56.44 | 0.0% | COMMON | 369550108 |
| — | Kellogg Co | 312,600 | $20,078 | 0.1% | $38.95 | 0.0% | COMMON | 487836108 |
| — | Chubb Corp, The | 237,181 | $20,077 | 0.1% | $84.65 | — | COMMON | 171232101 |
| NSC | Norfolk Southern Corp | 276,300 | $20,073 | 0.1% | $57.67 | 0.0% | COMMON | 655844108 |
| — | Actavis Inc | 157,740 | $19,910 | 0.1% | $126.22 | — | COMMON | 00507K103 |
| — | CenturyLink Inc | 561,582 | $19,852 | 0.1% | $35.35 | — | COMMON | 156700106 |
| — | Noble Energy Inc | 329,000 | $19,753 | 0.1% | $60.04 | — | COMMON | 655044105 |
| — | Raytheon Co | 298,000 | $19,704 | 0.1% | $66.12 | — | COMMON | 755111507 |
| — | Crown Castle International Corp | 268,800 | $19,458 | 0.1% | $72.39 | — | COMMON | 228227104 |
| — | Sprint Communications Inc | 2,765,700 | $19,415 | 0.1% | $7.02 | — | COMMON | 852061100 |
| — | BB&T Corp | 572,000 | $19,379 | 0.1% | $33.88 | — | COMMON | 054937107 |
| SNY | Sanofi SA | 375,000 | $19,316 | 0.1% | $51.51 | — | ADR | 80105N105 |
| GLW | Corning Inc | 1,352,000 | $19,239 | 0.1% | $10.49 | 0.0% | COMMON | 219350105 |
| — | Terex Corp | 11,080,000 | $19,185 | 0.1% | $1.73 | — | NOTE | 880779AV5 |
| CAH | Cardinal Health Inc | 406,400 | $19,182 | 0.1% | $32.61 | 0.0% | COMMON | 14149Y108 |
| SCHW | Charles Schwab Corp, The | 901,900 | $19,147 | 0.1% | $15.92 | 0.0% | COMMON | 808513105 |
| CRM | Salesforce.com Inc | 500,200 | $19,098 | 0.1% | $40.78 | 0.0% | COMMON | 79466L302 |
| — | Baker Hughes Inc | 405,109 | $18,688 | 0.1% | $46.13 | — | COMMON | 057224107 |
| CENX | Century Aluminum Co | 2,000,000 | $18,560 | 0.1% | $8.61 | 0.0% | COMMON | 156431108 |
| PCG | PG&E Corp | 404,800 | $18,512 | 0.1% | $38.88 | 0.0% | COMMON | 69331C108 |
| PSA | Public Storage | 117,900 | $18,078 | 0.1% | $97.16 | 0.0% | REIT | 74460D109 |
| DVN | Devon Energy Corp | 347,700 | $18,039 | 0.1% | $37.00 | 0.0% | COMMON | 25179M103 |
| — | Pioneer Natural Resources Co | 124,400 | $18,007 | 0.1% | $144.75 | — | COMMON | 723787107 |
| — | Dell Inc | 1,347,600 | $17,990 | 0.1% | $13.35 | — | COMMON | 24702R101 |
| IP | International Paper Co | 403,000 | $17,857 | 0.1% | $25.91 | 0.0% | COMMON | 460146103 |
| CMI | Cummins Inc | 162,600 | $17,636 | 0.1% | $81.53 | 0.0% | COMMON | 231021106 |
| EPHE | iShares MSCI Philippines ETF | 500,000 | $17,520 | 0.1% | $35.04 | — | ETF | 46429B408 |
| APD | Air Products & Chemicals Inc | 190,800 | $17,472 | 0.1% | $61.55 | 0.0% | COMMON | 009158106 |
| RIG | Transocean Ltd | 363,481 | $17,464 | 0.1% | $50.97 | 0.0% | COMMON | H8817H100 |
| VLO | Valero Energy Corp | 501,400 | $17,434 | 0.1% | $24.01 | 0.0% | COMMON | 91913Y100 |
| — | TE Connectivity Ltd | 381,900 | $17,392 | 0.1% | $45.54 | — | COMMON | H84989104 |
| — | Micron Technology Inc | 15,000,000 | $17,131 | 0.0% | $1.14 | — | NOTE | 595112AH6 |
| M | Macy's Inc | 354,000 | $16,992 | 0.0% | $46.44 | 0.0% | COMMON | 55616P104 |
| SRE | Sempra Energy | 207,800 | $16,990 | 0.0% | $27.60 | 0.0% | COMMON | 816851109 |
| MRSH | Marsh & McLennan Cos Inc | 423,271 | $16,897 | 0.0% | $31.19 | 0.0% | COMMON | 571748102 |
| — | HCP Inc | 370,500 | $16,836 | 0.0% | $45.44 | — | REIT | 40414L109 |
| — | DR Horton Inc | 10,125,000 | $16,670 | 0.0% | $1.65 | — | NOTE | 23331ABB4 |
| VTR | Ventas Inc | 238,900 | $16,594 | 0.0% | $49.18 | 0.0% | REIT | 92276F100 |
| AMAT | Applied Materials Inc | 1,101,400 | $16,422 | 0.0% | $12.22 | 0.0% | COMMON | 038222105 |
| — | EMC Corp/MA | 11,000,000 | $16,362 | 0.0% | $1.49 | — | NOTE | 268648AM4 |
| — | Whole Foods Market Inc | 317,600 | $16,350 | 0.0% | $51.48 | — | COMMON | 966837106 |
| PCAR | PACCAR Inc | 304,300 | $16,329 | 0.0% | $21.67 | 0.0% | COMMON | 693718108 |
| KR | Kroger Company, The | 471,600 | $16,289 | 0.0% | $13.44 | 0.0% | COMMON | 501044101 |
| — | Noble Corp | 432,200 | $16,242 | 0.0% | $37.58 | — | COMMON | H5833N103 |
| — | Broadcom Corp | 480,300 | $16,215 | 0.0% | $33.76 | — | COMMON | 111320107 |
| — | Discovery Communications Inc | 205,539 | $15,870 | 0.0% | $77.21 | — | COMMON | 25470F104 |
| — | Cigna Corp | 218,300 | $15,825 | 0.0% | $72.49 | — | COMMON | 125509109 |
| TSN | Tyson Foods Inc | 610,400 | $15,675 | 0.0% | $18.99 | 0.0% | COMMON | 902494103 |
| ED | Consolidated Edison Inc | 268,500 | $15,656 | 0.0% | $37.50 | 0.0% | COMMON | 209115104 |
| — | Health Care REIT Inc | 231,720 | $15,532 | 0.0% | $67.03 | — | REIT | 42217K106 |
| VFC | VF Corp | 80,400 | $15,522 | 0.0% | $42.45 | 0.0% | COMMON | 918204108 |
| ADBE | Adobe Systems Inc | 340,400 | $15,509 | 0.0% | $44.30 | 0.0% | COMMON | 00724F101 |
| HIG | Hartford Financial Services Group Inc | 498,004 | $15,398 | 0.0% | $22.20 | 0.0% | COMMON | 416515104 |
| BEN | Franklin Resources Inc | 112,600 | $15,316 | 0.0% | $30.23 | 0.0% | COMMON | 354613101 |
| PLD | Prologis Inc | 405,768 | $15,306 | 0.0% | $27.85 | 0.0% | REIT | 74340W103 |
| EQR | Equity Residential | 263,290 | $15,287 | 0.0% | $31.42 | 0.0% | REIT | 29476L107 |
| — | Seadrill Ltd | 379,512 | $15,240 | 0.0% | $40.16 | — | COMMON | G7945E105 |
| — | BioMarin Pharmaceutical Inc | 5,523,000 | $15,234 | 0.0% | $2.76 | — | NOTE | 09061GAD3 |
| PEG | Public Service Enterprise Group Inc | 463,800 | $15,148 | 0.0% | $21.73 | 0.0% | COMMON | 744573106 |
| — | Lorillard Inc | 346,600 | $15,139 | 0.0% | $43.68 | — | COMMON | 544147101 |
| — | Xilinx Inc | 10,720,000 | $15,035 | 0.0% | $1.40 | — | NOTE | 983919AD3 |
| NTRS | Northern Trust Corp | 258,671 | $14,977 | 0.0% | $40.35 | 0.0% | COMMON | 665859104 |
| OMC | Omnicom Group Inc | 237,700 | $14,944 | 0.0% | $40.69 | 0.0% | COMMON | 681919106 |
| AME | AMETEK Inc | 346,075 | $14,639 | 0.0% | $38.40 | 0.0% | COMMON | 031100100 |
| TROW | T Rowe Price Group Inc | 197,915 | $14,477 | 0.0% | $47.69 | 0.0% | COMMON | 74144T108 |
| EL | Estee Lauder Cos Inc, The | 219,800 | $14,456 | 0.0% | $58.22 | 0.0% | COMMON | 518439104 |
| — | Ingersoll-Rand PLC | 258,300 | $14,341 | 0.0% | $55.52 | — | COMMON | G47791101 |
| — | Symantec Corp | 637,300 | $14,320 | 0.0% | $22.47 | — | COMMON | 871503108 |
| — | Bed Bath & Beyond Inc | 201,900 | $14,315 | 0.0% | $70.90 | — | COMMON | 075896100 |
| SYK | Stryker Corp | 220,500 | $14,262 | 0.0% | $56.92 | 0.0% | COMMON | 863667101 |
| EIX | Edison International | 295,700 | $14,241 | 0.0% | $30.71 | 0.0% | COMMON | 281020107 |
| — | Reynolds American Inc | 294,400 | $14,240 | 0.0% | $48.37 | — | COMMON | 761713106 |
| EFA | iShares MSCI EAFE ETF | 248,150 | $14,239 | 0.0% | $57.38 | — | ETF | 464287465 |
| MSI | Motorola Solutions Inc | 244,728 | $14,128 | 0.0% | $47.42 | 0.0% | COMMON | 620076307 |
| — | Tyco International Ltd | 425,800 | $14,030 | 0.0% | $32.95 | — | COMMON | H89128104 |
| DG | Dollar General Corp | 277,986 | $14,019 | 0.0% | $45.09 | 0.0% | COMMON | 256677105 |
| SHW | Sherwin-Williams Co, The | 78,900 | $13,934 | 0.0% | $53.48 | 0.0% | COMMON | 824348106 |
| — | Cameron International Corp | 227,300 | $13,902 | 0.0% | $61.16 | — | COMMON | 13342B105 |
| MOS | Mosaic Company, The | 257,500 | $13,856 | 0.0% | $46.26 | 0.0% | COMMON | 61945C103 |
| GWW | WW Grainger Inc | 54,700 | $13,794 | 0.0% | $201.89 | 0.0% | COMMON | 384802104 |
| — | Alexion Pharmaceuticals Inc | 149,220 | $13,764 | 0.0% | $92.24 | — | COMMON | 015351109 |
| CTRA | Cabot Oil & Gas Corp | 193,200 | $13,721 | 0.0% | $24.86 | 0.0% | COMMON | 127097103 |
| — | ViroPharma Inc | 8,300,000 | $13,668 | 0.0% | $1.65 | — | NOTE | 928241AH1 |
| NEM | Newmont Mining Corp | 455,800 | $13,651 | 0.0% | $25.34 | 0.0% | COMMON | 651639106 |
| — | SanDisk Corp | 222,800 | $13,613 | 0.0% | $61.10 | — | COMMON | 80004C101 |
| — | Delphi Automotive PLC | 268,200 | $13,595 | 0.0% | $50.69 | — | COMMON | G27823106 |
| MU | Micron Technology Inc | 942,900 | $13,512 | 0.0% | $10.81 | 0.0% | COMMON | 595112103 |
| — | priceline.com Inc | 4,920,000 | $13,479 | 0.0% | $2.74 | — | NOTE | 741503AN6 |
| A | Agilent Technologies Inc | 313,600 | $13,410 | 0.0% | $27.97 | 0.0% | COMMON | 00846U101 |
| AVB | AvalonBay Communities Inc | 99,325 | $13,400 | 0.0% | $87.72 | 0.0% | REIT | 053484101 |
| WY | Weyerhaeuser Co | 470,263 | $13,398 | 0.0% | $18.73 | 0.0% | REIT | 962166104 |
| CAG | ConAgra Foods Inc | 381,600 | $13,329 | 0.0% | $17.69 | 0.0% | COMMON | 205887102 |
| AMP | Ameriprise Financial Inc | 164,500 | $13,305 | 0.0% | $59.57 | 0.0% | COMMON | 03076C106 |
| REGN | Regeneron Pharmaceuticals Inc | 58,400 | $13,133 | 0.0% | $231.58 | 0.0% | COMMON | 75886F107 |
| ROST | Ross Stores Inc | 202,000 | $13,092 | 0.0% | $28.26 | 0.0% | COMMON | 778296103 |
| — | WellPoint Inc | 159,900 | $13,086 | 0.0% | $81.84 | — | COMMON | 94973V107 |
| SCCO | Southern Copper Corp | 473,169 | $13,069 | 0.0% | $20.45 | 0.0% | COMMON | 84265V105 |
| PH | Parker Hannifin Corp | 136,900 | $13,060 | 0.0% | $75.97 | 0.0% | COMMON | 701094104 |
| BXP | Boston Properties Inc | 123,800 | $13,057 | 0.0% | $64.00 | 0.0% | REIT | 101121101 |
| — | Aon PLC | 202,096 | $13,005 | 0.0% | $64.35 | — | COMMON | G0408V102 |
| FITB | Fifth Third Bancorp | 713,200 | $12,873 | 0.0% | $11.47 | 0.0% | COMMON | 316773100 |
| XEL | Xcel Energy Inc | 454,200 | $12,872 | 0.0% | $19.78 | 0.0% | COMMON | 98389B100 |
| — | Ciena Corp | 10,000,000 | $12,754 | 0.0% | $1.28 | — | NOTE | 171779AK7 |
| — | Navistar International Corp | 13,000,000 | $12,721 | 0.0% | $0.98 | — | NOTE | 63934EAL2 |
| ADI | Analog Devices Inc | 282,200 | $12,716 | 0.0% | $34.29 | 0.0% | COMMON | 032654105 |
| STZ | Constellation Brands Inc | 242,400 | $12,634 | 0.0% | $43.15 | 0.0% | COMMON | 21036P108 |
| NUE | Nucor Corp | 291,400 | $12,623 | 0.0% | $32.41 | 0.0% | COMMON | 670346105 |
| — | Microchip Technology Inc | 8,520,000 | $12,447 | 0.0% | $1.46 | — | NOTE | 595017AB0 |
| — | Ensco PLC | 213,500 | $12,409 | 0.0% | $58.12 | — | COMMON | G3157S106 |
| RVTY | PerkinElmer Inc | 381,400 | $12,396 | 0.0% | $31.21 | 0.0% | COMMON | 714046109 |
| — | SBA Communications Corp | 5,000,000 | $12,375 | 0.0% | $2.48 | — | NOTE | 78388JAM8 |
| HSY | Hershey Co, The | 138,400 | $12,356 | 0.0% | $65.69 | 0.0% | COMMON | 427866108 |
| — | TRW Automotive Holdings Corp | 5,320,000 | $12,227 | 0.0% | $2.30 | — | NOTE | 87264MAH2 |
| — | Actuant Corp | 370,000 | $12,199 | 0.0% | $32.97 | — | COMMON | 00508X203 |
| WDC | Western Digital Corp | 195,700 | $12,151 | 0.0% | $35.69 | 0.0% | COMMON | 958102105 |
| — | Northeast Utilities | 288,398 | $12,118 | 0.0% | $42.02 | — | COMMON | 664397106 |
| — | FMC Technologies Inc | 217,500 | $12,110 | 0.0% | $55.68 | — | COMMON | 30249U101 |
| NRG | NRG Energy Inc | 445,780 | $11,902 | 0.0% | $20.46 | 0.0% | COMMON | 629377508 |
| — | McGraw-Hill Cos Inc, The | 222,800 | $11,851 | 0.0% | $53.19 | — | COMMON | 580645109 |
| — | Akorn Inc | 7,000,000 | $11,837 | 0.0% | $1.69 | — | NOTE | 009728AB2 |
| ZTS | Zoetis Inc | 382,515 | $11,816 | 0.0% | $29.32 | 0.0% | COMMON | 98978V103 |
| — | Southwestern Energy Co | 322,200 | $11,770 | 0.0% | $36.53 | — | COMMON | 845467109 |
| BDX | Becton Dickinson and Co | 118,600 | $11,721 | 0.0% | $78.11 | 0.0% | COMMON | 075887109 |
| RRC | Range Resources Corp | 149,500 | $11,559 | 0.0% | $76.33 | 0.0% | COMMON | 75281A109 |
| FIS | Fidelity National Information Services | 269,000 | $11,524 | 0.0% | $34.36 | 0.0% | COMMON | 31620M106 |
| IVZ | Invesco Ltd | 362,200 | $11,518 | 0.0% | $18.88 | 0.0% | COMMON | G491BT108 |
| VNO | Vornado Realty Trust | 138,400 | $11,466 | 0.0% | $82.85 | — | REIT | 929042109 |
| ORLY | O'Reilly Automotive Inc | 101,500 | $11,431 | 0.0% | $7.19 | 0.0% | COMMON | 67103H107 |
| APH | Amphenol Corp | 146,600 | $11,426 | 0.0% | $8.50 | 0.0% | COMMON | 032095101 |
| ETR | Entergy Corp | 163,400 | $11,386 | 0.0% | $20.57 | 0.0% | COMMON | 29364G103 |
| — | Chesapeake Energy Corp | 12,000,000 | $11,339 | 0.0% | $0.94 | — | NOTE | 165167CA3 |
| — | Beam Inc | 179,300 | $11,316 | 0.0% | $63.11 | — | COMMON | 073730103 |
| HOG | Harley-Davidson Inc | 205,900 | $11,287 | 0.0% | $54.04 | 0.0% | COMMON | 412822108 |
| GAP | Gap Inc, The | 269,900 | $11,263 | 0.0% | $26.00 | 0.0% | COMMON | 364760108 |
| — | Starwood Hotels & Resorts Worldwide Inc | 178,200 | $11,260 | 0.0% | $63.19 | — | COMMON | 85590A401 |
| MTB | M&T Bank Corp | 99,345 | $11,102 | 0.0% | $72.91 | 0.0% | COMMON | 55261F104 |
| — | Sanchez Energy Corp | 480,000 | $11,021 | 0.0% | $22.96 | — | COMMON | 79970Y105 |
| — | SunTrust Banks Inc | 348,400 | $10,999 | 0.0% | $31.57 | — | COMMON | 867914103 |
| RF | Regions Financial Corp | 1,152,500 | $10,983 | 0.0% | $5.80 | 0.0% | COMMON | 7591EP100 |
| EQT | EQT Corp | 138,018 | $10,954 | 0.0% | $37.67 | 0.0% | COMMON | 26884L109 |
| — | L Brands Inc | 221,200 | $10,894 | 0.0% | $49.25 | — | COMMON | 501797104 |
| PAYX | Paychex Inc | 297,700 | $10,872 | 0.0% | $25.02 | 0.0% | COMMON | 704326107 |
| — | GNC Holdings Inc | 245,000 | $10,831 | 0.0% | $44.21 | — | COMMON | 36191G107 |
| — | Convergys Corp | 6,260,000 | $10,826 | 0.0% | $1.73 | — | NOTE | 212485AE6 |
| — | SemGroup Corp | 200,000 | $10,772 | 0.0% | $53.86 | — | COMMON | 81663A105 |
| — | Cerner Corp | 112,040 | $10,766 | 0.0% | $96.09 | — | COMMON | 156782104 |
| — | Cadence Design Systems Inc | 5,540,000 | $10,728 | 0.0% | $1.94 | — | NOTE | 127387AJ7 |
| — | Kansas City Southern | 101,000 | $10,702 | 0.0% | $105.96 | — | COMMON | 485170302 |
| WAB | Wabtec Corp/DE | 200,000 | $10,686 | 0.0% | $49.35 | 0.0% | COMMON | 929740108 |
| FISV | Fiserv Inc | 122,200 | $10,682 | 0.0% | $21.93 | 0.0% | COMMON | 337738108 |
| SJM | JM Smucker Company, The | 103,300 | $10,655 | 0.0% | $70.84 | 0.0% | COMMON | 832696405 |
| — | Avis Budget Group Inc | 5,920,000 | $10,655 | 0.0% | $1.80 | — | NOTE | 053774AB1 |
| ROK | Rockwell Automation Inc | 128,100 | $10,650 | 0.0% | $67.20 | 0.0% | COMMON | 773903109 |
| — | IntercontinentalExchange Inc | 59,200 | $10,523 | 0.0% | $177.75 | — | COMMON | 45865V100 |
| ISRG | Intuitive Surgical Inc | 20,700 | $10,486 | 0.0% | $55.09 | 0.0% | COMMON | 46120E602 |
| DLTR | Dollar Tree Inc | 205,900 | $10,468 | 0.0% | $48.73 | 0.0% | COMMON | 256746108 |
| — | Monster Beverage Corp | 171,600 | $10,428 | 0.0% | $60.77 | — | COMMON | 611740101 |
| CMG | Chipotle Mexican Grill Inc | 28,437 | $10,361 | 0.0% | $7.17 | 0.0% | COMMON | 169656105 |
| — | Citrix Systems Inc | 171,400 | $10,341 | 0.0% | $60.33 | — | COMMON | 177376100 |
| HST | Host Hotels & Resorts Inc | 605,700 | $10,218 | 0.0% | $10.74 | 0.0% | REIT | 44107P104 |
| R | Ryder System Inc | 167,800 | $10,201 | 0.0% | $60.21 | 0.0% | COMMON | 783549108 |
| — | Stewart Information Services Corp | 4,900,000 | $10,199 | 0.0% | $2.08 | — | NOTE | 860372AB7 |
| XLE | Energy Select Sector SPDR Fund | 130,000 | $10,187 | 0.0% | $78.36 | — | ETF | 81369Y506 |
| HUM | Humana Inc | 120,600 | $10,176 | 0.0% | $71.14 | 0.0% | COMMON | 444859102 |
| — | Avago Technologies Ltd | 271,643 | $10,154 | 0.0% | $37.38 | — | COMMON | Y0486S104 |
| MUR | Murphy Oil Corp | 166,300 | $10,126 | 0.0% | $34.50 | 0.0% | COMMON | 626717102 |
| — | Xerox Corp | 1,113,372 | $10,098 | 0.0% | $9.07 | — | COMMON | 984121103 |
| — | Torchmark Corp | 154,346 | $10,054 | 0.0% | $65.14 | — | COMMON | 891027104 |
| EMN | Eastman Chemical Co | 141,900 | $9,934 | 0.0% | $47.81 | 0.0% | COMMON | 277432100 |
| — | Chart Industries Inc | 6,500,000 | $9,902 | 0.0% | $1.52 | — | NOTE | 16115QAC4 |
| — | St Jude Medical Inc | 216,700 | $9,888 | 0.0% | $45.63 | — | COMMON | 790849103 |
| COR | AmerisourceBergen Corp | 176,600 | $9,860 | 0.0% | $38.92 | 0.0% | COMMON | 03073E105 |
| SLM | SLM Corp | 428,474 | $9,795 | 0.0% | $7.81 | 0.0% | COMMON | 78442P106 |
| — | Life Technologies Corp | 131,600 | $9,740 | 0.0% | $74.01 | — | COMMON | 53217V109 |
| RL | Ralph Lauren Corp | 55,839 | $9,701 | 0.0% | $138.80 | 0.0% | COMMON | 751212101 |
| MCO | Moody's Corp | 158,700 | $9,670 | 0.0% | $53.10 | 0.0% | COMMON | 615369105 |
| KSS | Kohl's Corp | 189,600 | $9,577 | 0.0% | $49.51 | 0.0% | COMMON | 500255104 |
| BSX | Boston Scientific Corp | 1,032,400 | $9,570 | 0.0% | $8.48 | 0.0% | COMMON | 101137107 |
| PGR | Progressive Corp, The | 376,324 | $9,566 | 0.0% | $17.04 | 0.0% | COMMON | 743315103 |
| — | Xilinx Inc | 241,500 | $9,566 | 0.0% | $39.61 | — | COMMON | 983919101 |
| — | Regis Corp | 8,000,000 | $9,540 | 0.0% | $1.19 | — | NOTE | 758932AA5 |
| KMX | CarMax Inc | 206,600 | $9,537 | 0.0% | $45.40 | 0.0% | COMMON | 143130102 |
| — | Informatica Corp | 270,000 | $9,445 | 0.0% | $34.98 | — | COMMON | 45666Q102 |
| CF | CF Industries Holdings Inc | 55,065 | $9,444 | 0.0% | $26.73 | 0.0% | COMMON | 125269100 |
| — | Dunkin' Brands Group Inc | 220,000 | $9,420 | 0.0% | $42.82 | — | COMMON | 265504100 |
| — | Denbury Resources Inc | 542,195 | $9,391 | 0.0% | $17.32 | — | COMMON | 247916208 |
| WYNN | Wynn Resorts Ltd | 73,300 | $9,382 | 0.0% | $106.96 | 0.0% | COMMON | 983134107 |
| RSG | Republic Services Inc | 270,900 | $9,194 | 0.0% | $26.37 | 0.0% | COMMON | 760759100 |
| OPK | Opko Health Inc | 1,290,084 | $9,160 | 0.0% | $6.91 | 0.0% | COMMON | 68375N103 |
| — | Riverbed Technology Inc | 587,500 | $9,142 | 0.0% | $15.56 | — | COMMON | 768573107 |
| BWA | BorgWarner Inc | 106,000 | $9,132 | 0.0% | $29.44 | 0.0% | COMMON | 099724106 |
| CNP | CenterPoint Energy Inc | 388,720 | $9,131 | 0.0% | $15.27 | 0.0% | COMMON | 15189T107 |
| — | Mylan Inc/PA | 292,000 | $9,061 | 0.0% | $31.03 | — | COMMON | 628530107 |
| — | Pentair Ltd | 156,960 | $9,055 | 0.0% | $57.69 | — | COMMON | H6169Q108 |
| BF/B | Brown-Forman Corp | 133,500 | $9,018 | 0.0% | $22.68 | 0.0% | COMMON | 115637209 |
| — | Juniper Networks Inc | 464,700 | $8,973 | 0.0% | $19.31 | — | COMMON | 48203R104 |
| MAR | Marriott International Inc/DE | 221,600 | $8,946 | 0.0% | $36.65 | 0.0% | COMMON | 571903202 |
| FLR | Fluor Corp | 149,300 | $8,855 | 0.0% | $53.56 | 0.0% | COMMON | 343412102 |
| — | Stericycle Inc | 79,100 | $8,735 | 0.0% | $110.43 | — | COMMON | 858912108 |
| MDU | MDU Resources Group Inc | 334,000 | $8,654 | 0.0% | $6.58 | 0.0% | COMMON | 552690109 |
| — | Dr Pepper Snapple Group Inc | 187,000 | $8,589 | 0.0% | $45.93 | — | COMMON | 26138E109 |
| — | Energen Corp | 163,600 | $8,550 | 0.0% | $52.26 | — | COMMON | 29265N108 |
| — | Quintiles Transnational Holdings Inc | 200,000 | $8,512 | 0.0% | $42.56 | — | COMMON | 74876Y101 |
| — | General Cable Corp | 7,696,000 | $8,498 | 0.0% | $1.10 | — | NOTE | 369300AL2 |
| — | Mead Johnson Nutrition Co | 107,100 | $8,486 | 0.0% | $79.23 | — | COMMON | 582839106 |
| DOV | Dover Corp | 107,600 | $8,356 | 0.0% | $39.99 | 0.0% | COMMON | 260003108 |
| — | Avon Products Inc | 396,900 | $8,347 | 0.0% | $21.03 | — | COMMON | 054303102 |
| — | Red Hat Inc | 174,500 | $8,345 | 0.0% | $47.82 | — | COMMON | 756577102 |
| MKC | McCormick & Co Inc/MD | 118,600 | $8,345 | 0.0% | $28.19 | 0.0% | COMMON | 579780206 |
| — | Coca-Cola Enterprises Inc | 237,200 | $8,340 | 0.0% | $35.16 | — | COMMON | 19122T109 |
| CHRW | CH Robinson Worldwide Inc | 147,300 | $8,294 | 0.0% | $42.72 | 0.0% | COMMON | 12541W209 |
| WHR | Whirlpool Corp | 72,500 | $8,291 | 0.0% | $121.27 | 0.0% | COMMON | 963320106 |
| — | Nordstrom Inc | 138,000 | $8,272 | 0.0% | $59.94 | — | COMMON | 655664100 |
| — | NYSE Euronext | 198,200 | $8,205 | 0.0% | $41.40 | — | COMMON | 629491101 |
| NI | NiSource Inc | 286,000 | $8,191 | 0.0% | $7.81 | 0.0% | COMMON | 65473P105 |
| — | Perrigo Co | 67,600 | $8,180 | 0.0% | $121.01 | — | COMMON | 714290103 |
| — | WNS Holdings Ltd | 490,000 | $8,178 | 0.0% | $16.69 | — | ADR | 92932M101 |
| — | Tiffany & Co | 111,200 | $8,100 | 0.0% | $72.84 | — | COMMON | 886547108 |
| — | ADT Corp/The | 203,100 | $8,094 | 0.0% | $39.85 | — | COMMON | 00101J106 |
| — | PHH Corp | 7,500,000 | $8,070 | 0.0% | $1.08 | — | NOTE | 693320AN3 |
| PVH | PVH Corp | 64,300 | $8,041 | 0.0% | $112.68 | 0.0% | COMMON | 693656100 |
| LNC | Lincoln National Corp | 219,200 | $7,994 | 0.0% | $22.50 | 0.0% | COMMON | 534187109 |
| BVN | Cia de Minas Buenaventura SAA | 533,929 | $7,881 | 0.0% | $14.76 | — | ADR | 204448104 |
| DVA | DaVita HealthCare Partners Inc | 65,000 | $7,852 | 0.0% | $62.44 | 0.0% | COMMON | 23918K108 |
| OKE | ONEOK Inc | 188,750 | $7,797 | 0.0% | $19.74 | 0.0% | COMMON | 682680103 |
| — | QLIK Technologies Inc | 275,000 | $7,774 | 0.0% | $28.27 | — | COMMON | 74733T105 |
| WU | Western Union Co, The | 453,482 | $7,759 | 0.0% | $17.11 | — | COMMON | 959802109 |
| AMG | Affiliated Managers Group Inc | 47,008 | $7,706 | 0.0% | $153.14 | 0.0% | COMMON | 008252108 |
| NFLX | Netflix Inc | 36,384 | $7,680 | 0.0% | $2.97 | 0.0% | COMMON | 64110L106 |
| — | Alcoa Inc | 980,500 | $7,668 | 0.0% | $7.82 | — | COMMON | 013817101 |
| AEE | Ameren Corp | 222,500 | $7,663 | 0.0% | $23.26 | 0.0% | COMMON | 023608102 |
| FMC | FMC Corp | 125,000 | $7,633 | 0.0% | $40.72 | 0.0% | COMMON | 302491303 |
| NVDA | NVIDIA Corp | 538,800 | $7,559 | 0.0% | $0.32 | 0.0% | COMMON | 67066G104 |
| TDC | Teradata Corp | 150,300 | $7,550 | 0.0% | $53.87 | 0.0% | COMMON | 88076W103 |
| META | Facebook Inc | 303,100 | $7,535 | 0.0% | $25.44 | 0.0% | COMMON | 30303M102 |
| — | Forest Laboratories Inc | 179,700 | $7,368 | 0.0% | $41.00 | — | COMMON | 345838106 |
| DGX | Quest Diagnostics Inc | 120,900 | $7,330 | 0.0% | $46.22 | 0.0% | COMMON | 74834L100 |
| — | XL Group PLC | 236,700 | $7,177 | 0.0% | $30.32 | — | COMMON | G98290102 |
| KIM | Kimco Realty Corp | 333,100 | $7,138 | 0.0% | $12.61 | 0.0% | REIT | 49446R109 |
| — | Wyndham Worldwide Corp | 124,600 | $7,131 | 0.0% | $57.23 | — | COMMON | 98310W108 |
| — | Laboratory Corp of America Holdings | 71,100 | $7,117 | 0.0% | $100.10 | — | COMMON | 50540R409 |
| MXL | MaxLinear Inc | 1,010,200 | $7,071 | 0.0% | $6.31 | 0.0% | COMMON | 57776J100 |
| — | Altera Corp | 213,500 | $7,043 | 0.0% | $32.99 | — | COMMON | 021441100 |
| ADSK | Autodesk Inc | 206,100 | $6,995 | 0.0% | $37.26 | 0.0% | COMMON | 052769106 |
| AKAM | Akamai Technologies Inc | 163,000 | $6,936 | 0.0% | $41.83 | 0.0% | COMMON | 00971T101 |
| NWL | Newell Rubbermaid Inc | 264,200 | $6,935 | 0.0% | $16.79 | 0.0% | COMMON | 651229106 |
| HRB | H&R Block Inc | 249,500 | $6,924 | 0.0% | $18.18 | 0.0% | COMMON | 093671105 |
| — | Rockwell Collins Inc | 108,100 | $6,855 | 0.0% | $63.41 | — | COMMON | 774341101 |
| AES | AES Corp/VA | 570,800 | $6,844 | 0.0% | $8.29 | 0.0% | COMMON | 00130H105 |
| MAC | Macerich Company, The | 112,132 | $6,837 | 0.0% | $60.97 | — | REIT | 554382101 |
| TAP | Molson Coors Brewing Co | 142,600 | $6,825 | 0.0% | $37.25 | 0.0% | COMMON | 60871R209 |
| WCC | WESCO International Inc | 100,000 | $6,796 | 0.0% | $69.34 | 0.0% | COMMON | 95082P105 |
| — | Pall Corp | 102,200 | $6,789 | 0.0% | $66.43 | — | COMMON | 696429307 |
| — | Hill-Rom Holdings Inc | 200,000 | $6,736 | 0.0% | $33.68 | — | COMMON | 431475102 |
| BBY | Best Buy Co Inc | 246,300 | $6,731 | 0.0% | $16.63 | 0.0% | COMMON | 086516101 |
| MCHP | Microchip Technology Inc | 180,400 | $6,720 | 0.0% | $13.83 | 0.0% | COMMON | 595017104 |
| CMS | CMS Energy Corp | 243,600 | $6,619 | 0.0% | $19.06 | 0.0% | COMMON | 125896100 |
| — | Lam Research Corp | 149,162 | $6,614 | 0.0% | $44.34 | — | COMMON | 512807108 |
| — | Jacobs Engineering Group Inc | 119,800 | $6,605 | 0.0% | $55.13 | — | COMMON | 469814107 |
| — | CIT Group Inc | 140,743 | $6,563 | 0.0% | $46.63 | — | COMMON | 125581801 |
| — | National Financial Partners Corp | 3,220,000 | $6,557 | 0.0% | $2.04 | — | NOTE | 63607PAC3 |
| — | Tesoro Corp | 124,700 | $6,524 | 0.0% | $52.32 | — | COMMON | 881609101 |
| — | Staples Inc | 410,600 | $6,512 | 0.0% | $15.86 | — | COMMON | 855030102 |
| TTWO | Take-Two Interactive Software Inc | 430,000 | $6,437 | 0.0% | $15.66 | 0.0% | COMMON | 874054109 |
| MAS | Masco Corp | 327,700 | $6,387 | 0.0% | $14.92 | 0.0% | COMMON | 574599106 |
| EA | Electronic Arts Inc | 276,900 | $6,360 | 0.0% | $19.79 | 0.0% | COMMON | 285512109 |
| — | Leucadia National Corp | 241,900 | $6,343 | 0.0% | $26.22 | — | COMMON | 527288104 |
| — | PetSmart Inc | 94,600 | $6,337 | 0.0% | $66.99 | — | COMMON | 716768106 |
| STWD | Starwood Property Trust Inc | 253,000 | $6,262 | 0.0% | $24.75 | — | REIT | 85571B105 |
| TRIP | TripAdvisor Inc | 102,550 | $6,242 | 0.0% | $50.93 | 0.0% | COMMON | 896945201 |
| — | Cemex SAB de CV | 5,000,000 | $6,222 | 0.0% | $1.24 | — | NOTE | 151290BC6 |
| — | TIBCO Software Inc | 290,000 | $6,206 | 0.0% | $21.40 | — | COMMON | 88632Q103 |
| — | FEI Co | 85,000 | $6,204 | 0.0% | $72.99 | — | COMMON | 30241L109 |
| — | CareFusion Corp | 168,300 | $6,202 | 0.0% | $36.85 | — | COMMON | 14170T101 |
| — | Plum Creek Timber Co Inc | 132,700 | $6,193 | 0.0% | $46.67 | — | REIT | 729251108 |
| — | United States Steel Corp | 5,947,000 | $6,096 | 0.0% | $1.03 | — | NOTE | 912909AE8 |
| HP | Helmerich & Payne Inc | 97,479 | $6,088 | 0.0% | $61.57 | 0.0% | COMMON | 423452101 |
| — | L-3 Communications Holdings Inc | 71,000 | $6,088 | 0.0% | $85.75 | — | COMMON | 502424104 |
| PFG | Principal Financial Group Inc | 162,133 | $6,072 | 0.0% | $23.49 | 0.0% | COMMON | 74251V102 |
| — | Computer Sciences Corp | 138,300 | $6,053 | 0.0% | $43.77 | — | COMMON | 205363104 |
| PHM | PulteGroup Inc | 313,900 | $5,955 | 0.0% | $17.74 | 0.0% | COMMON | 745867101 |
| — | Auxilium Pharmaceuticals Inc | 358,000 | $5,954 | 0.0% | $16.63 | — | COMMON | 05334D107 |
| — | Cypress Semiconductor Corp | 550,000 | $5,902 | 0.0% | $10.73 | — | COMMON | 232806109 |
| ON | ON Semiconductor Corp | 725,000 | $5,858 | 0.0% | $8.02 | 0.0% | COMMON | 682189105 |
| — | Cemex SAB de CV | 5,000,000 | $5,819 | 0.0% | $1.16 | — | NOTE | 151290AV5 |
| — | Airgas Inc | 60,900 | $5,814 | 0.0% | $95.47 | — | COMMON | 009363102 |
| CNO | CNO Financial Group Inc | 446,479 | $5,786 | 0.0% | $9.21 | 0.0% | COMMON | 12621E103 |
| — | MGM Resorts International | 5,100,000 | $5,783 | 0.0% | $1.13 | — | NOTE | 55303QAE0 |
| VMC | Vulcan Materials Co | 119,100 | $5,766 | 0.0% | $46.69 | 0.0% | COMMON | 929160109 |
| — | US Airways Group Inc | 350,000 | $5,747 | 0.0% | $16.42 | — | COMMON | 90341W108 |
| CBRE | CBRE Group Inc | 245,600 | $5,737 | 0.0% | $23.79 | 0.0% | COMMON | 12504L109 |
| — | Ivanhoe Energy Inc | 6,480,940 | $5,713 | 0.0% | $0.88 | — | COMMON | 465790301 |
| AFG | American Financial Group Inc/OH | 116,754 | $5,710 | 0.0% | $21.06 | 0.0% | COMMON | 025932104 |
| — | DryShips Inc | 3,039,027 | $5,683 | 0.0% | $1.87 | — | COMMON | Y2109Q101 |
| — | CONSOL Energy Inc | 209,465 | $5,677 | 0.0% | $27.10 | — | COMMON | 20854P109 |
| — | Interpublic Group of Cos Inc, The | 390,000 | $5,675 | 0.0% | $9.16 | 0.0% | COMMON | 460690100 |
| FAST | Fastenal Co | 123,300 | $5,653 | 0.0% | $8.84 | 0.0% | COMMON | 311900104 |
| IFF | International Flavors & Fragrances Inc | 74,700 | $5,614 | 0.0% | $58.18 | 0.0% | COMMON | 459506101 |
| BALL | Ball Corp | 135,100 | $5,612 | 0.0% | $19.77 | 0.0% | COMMON | 058498106 |
| — | Varian Medical Systems Inc | 83,000 | $5,598 | 0.0% | $67.45 | — | COMMON | 92220P105 |
| PNW | Pinnacle West Capital Corp | 100,800 | $5,591 | 0.0% | $35.40 | 0.0% | COMMON | 723484101 |
| — | Burger King Worldwide Inc | 285,000 | $5,560 | 0.0% | $19.51 | — | COMMON | 121220107 |
| — | Family Dollar Stores Inc | 89,100 | $5,552 | 0.0% | $62.31 | — | COMMON | 307000109 |
| EFX | Equifax Inc | 93,985 | $5,539 | 0.0% | $53.06 | 0.0% | COMMON | 294429105 |
| — | MeadWestvaco Corp | 162,000 | $5,526 | 0.0% | $34.11 | — | COMMON | 583334107 |
| FTNT | Fortinet Inc | 315,000 | $5,513 | 0.0% | $3.73 | 0.0% | COMMON | 34959E109 |
| DHI | DR Horton Inc | 258,700 | $5,505 | 0.0% | $21.23 | 0.0% | COMMON | 23331A109 |
| L | Loews Corp | 123,111 | $5,466 | 0.0% | $42.08 | 0.0% | COMMON | 540424108 |
| — | BMC Software Inc | 120,700 | $5,448 | 0.0% | $45.14 | — | COMMON | 055921100 |
| LEN | Lennar Corp | 150,800 | $5,435 | 0.0% | $34.18 | 0.0% | COMMON | 526057104 |
| — | Hornbeck Offshore Services Inc | 100,000 | $5,350 | 0.0% | $53.50 | — | COMMON | 440543106 |
| EXPE | Expedia Inc | 88,700 | $5,335 | 0.0% | $55.04 | 0.0% | COMMON | 30212P303 |
| CPB | Campbell Soup Co | 118,500 | $5,308 | 0.0% | $30.86 | 0.0% | COMMON | 134429109 |
| EXPD | Expeditors International of Washington | 139,400 | $5,299 | 0.0% | $31.69 | 0.0% | COMMON | 302130109 |
| — | Safeway Inc | 220,800 | $5,224 | 0.0% | $23.66 | — | COMMON | 786514208 |
| — | Scripps Networks Interactive Inc | 78,000 | $5,207 | 0.0% | $66.76 | — | COMMON | 811065101 |
| — | ON Semiconductor Corp | 5,000,000 | $5,206 | 0.0% | $1.04 | — | NOTE | 682189AG0 |
| LSCC | Lattice Semiconductor Corp | 1,025,000 | $5,197 | 0.0% | $5.07 | — | COMMON | 518415104 |
| LULU | Lululemon Athletica Inc | 79,176 | $5,188 | 0.0% | $72.51 | 0.0% | COMMON | 550021109 |
| PWR | Quanta Services Inc | 194,600 | $5,149 | 0.0% | $27.23 | 0.0% | COMMON | 74762E102 |
| — | Rayonier Inc | 3,000,000 | $5,080 | 0.0% | $1.69 | — | NOTE | 75508AAC0 |
| FOSL | Fossil Group Inc | 48,600 | $5,021 | 0.0% | $101.05 | 0.0% | COMMON | 34988V106 |
| — | Harris Corp | 101,100 | $4,979 | 0.0% | $49.25 | — | COMMON | 413875105 |
| — | PowerShares India Portfolio | 300,000 | $4,971 | 0.0% | $16.57 | — | ETF | 73935L100 |
| FFIV | F5 Networks Inc | 72,225 | $4,969 | 0.0% | $76.95 | 0.0% | COMMON | 315616102 |
| UNM | Unum Group | 167,900 | $4,931 | 0.0% | $27.85 | 0.0% | COMMON | 91529Y106 |
| — | General Cable Corp | 4,860,000 | $4,853 | 0.0% | $1.00 | — | NOTE | 369300AD0 |
| HRL | Hormel Foods Corp | 125,700 | $4,850 | 0.0% | $15.25 | 0.0% | COMMON | 440452100 |
| HBAN | Huntington Bancshares Inc/OH | 610,100 | $4,808 | 0.0% | $4.66 | 0.0% | COMMON | 446150104 |
| — | Demand Media Inc | 800,000 | $4,800 | 0.0% | $6.00 | — | COMMON | 24802N109 |
| HAS | Hasbro Inc | 105,797 | $4,743 | 0.0% | $30.22 | 0.0% | COMMON | 418056107 |
| — | Joy Global Inc | 97,400 | $4,727 | 0.0% | $48.53 | — | COMMON | 481165108 |
| FORM | FormFactor Inc | 700,000 | $4,725 | 0.0% | $5.48 | 0.0% | COMMON | 346375108 |
| — | Dean Foods Co | 461,400 | $4,623 | 0.0% | $10.02 | — | COMMON | 242370104 |
| GME | GameStop Corp | 109,452 | $4,600 | 0.0% | $6.27 | 0.0% | COMMON | 36467W109 |
| XYL | Xylem Inc/NY | 170,000 | $4,580 | 0.0% | $23.44 | 0.0% | COMMON | 98419M100 |
| — | QEP Resources Inc | 164,200 | $4,561 | 0.0% | $27.78 | — | COMMON | 74733V100 |
| — | Pepco Holdings Inc | 224,400 | $4,524 | 0.0% | $20.16 | — | COMMON | 713291102 |
| PRA | ProAssurance Corp | 84,624 | $4,414 | 0.0% | $49.77 | 0.0% | COMMON | 74267C106 |
| — | Diamond Offshore Drilling Inc | 63,800 | $4,389 | 0.0% | $68.79 | — | COMMON | 25271C102 |
| CTAS | Cintas Corp | 95,600 | $4,354 | 0.0% | $9.70 | 0.0% | COMMON | 172908105 |
| — | CA Inc | 151,400 | $4,335 | 0.0% | $28.63 | — | COMMON | 12673P105 |
| — | Entree Gold Inc | 12,531,400 | $4,276 | 0.0% | $0.34 | — | COMMON | 29383G100 |
| — | Limelight Networks Inc | 1,900,000 | $4,275 | 0.0% | $2.25 | — | COMMON | 53261M104 |
| SEE | Sealed Air Corp | 177,500 | $4,251 | 0.0% | $18.75 | 0.0% | COMMON | 81211K100 |
| RHI | Robert Half International Inc | 127,900 | $4,250 | 0.0% | $34.44 | 0.0% | COMMON | 770323103 |
| — | Integrys Energy Group Inc | 72,400 | $4,238 | 0.0% | $58.54 | — | COMMON | 45822P105 |
| IXJ | iShares Global Healthcare ETF | 57,020 | $4,231 | 0.0% | $74.20 | — | ETF | 464287325 |
| — | Windstream Corp | 543,053 | $4,187 | 0.0% | $7.71 | — | COMMON | 97381W104 |
| — | Constant Contact Inc | 258,697 | $4,157 | 0.0% | $16.07 | — | COMMON | 210313102 |
| — | Owens-Illinois Inc | 149,200 | $4,146 | 0.0% | $27.79 | — | COMMON | 690768403 |
| LVS | Las Vegas Sands Corp | 78,100 | $4,134 | 0.0% | $38.99 | 0.0% | COMMON | 517834107 |
| — | Nabors Industries Ltd | 269,500 | $4,126 | 0.0% | $15.31 | — | COMMON | G6359F103 |
| URBN | Urban Outfitters Inc | 102,233 | $4,112 | 0.0% | $41.26 | 0.0% | COMMON | 917047102 |
| GNW | Genworth Financial, Inc. | 358,700 | $4,093 | 0.0% | $10.41 | 0.0% | COMMON | 37247D106 |
| — | Mines Richmont Inc | 2,730,000 | $4,089 | 0.0% | $1.50 | — | COMMON | 76547T106 |
| — | Gannett Co Inc | 166,500 | $4,073 | 0.0% | $24.46 | — | COMMON | 364730101 |
| LEG | Leggett & Platt Inc | 130,900 | $4,070 | 0.0% | $32.56 | 0.0% | COMMON | 524660107 |
| — | International Game Technology | 239,400 | $4,000 | 0.0% | $16.71 | — | COMMON | 459902102 |
| — | QIAGR | 203,232 | $3,988 | 0.0% | $19.62 | — | COMMON | N72482107 |
| — | Iron Mountain Inc | 149,011 | $3,965 | 0.0% | $26.61 | — | COMMON | 462846106 |
| — | Intersil Corp | 500,000 | $3,910 | 0.0% | $7.82 | — | COMMON | 46069S109 |
| AVY | Avery Dennison Corp | 91,400 | $3,908 | 0.0% | $33.15 | 0.0% | COMMON | 053611109 |
| — | RF Micro Devices Inc | 725,000 | $3,879 | 0.0% | $5.35 | — | COMMON | 749941100 |
| — | Rowan Cos Plc | 113,800 | $3,877 | 0.0% | $34.07 | — | COMMON | G7665A101 |
| ZION | Zions Bancorporation | 134,011 | $3,870 | 0.0% | $26.15 | 0.0% | COMMON | 989701107 |
| — | Howard Hughes Corp/The | 34,321 | $3,847 | 0.0% | $112.09 | — | COMMON | 44267D107 |
| — | Comcast Corp | 96,200 | $3,816 | 0.0% | $39.67 | — | COMMON | 20030N200 |
| SNA | Snap-on Inc | 42,400 | $3,790 | 0.0% | $66.38 | 0.0% | COMMON | 833034101 |
| UCB | United Community Banks Inc/GA | 300,000 | $3,726 | 0.0% | $11.35 | 0.0% | COMMON | 90984P303 |
| — | Frontier Communications Corp | 914,850 | $3,705 | 0.0% | $4.05 | — | COMMON | 35906A108 |
| GRMN | Garmin Ltd | 102,000 | $3,688 | 0.0% | $23.52 | 0.0% | COMMON | H2906T109 |
| — | AGL Resources Inc | 85,954 | $3,684 | 0.0% | $42.86 | — | COMMON | 001204106 |
| IRWD | Ironwood Pharmaceuticals Inc | 370,000 | $3,682 | 0.0% | $12.12 | 0.0% | COMMON | 46333X108 |
| VRA | Vera Bradley Inc | 170,000 | $3,682 | 0.0% | $22.25 | 0.0% | COMMON | 92335C106 |
| — | SAIC Inc | 261,900 | $3,648 | 0.0% | $13.93 | — | COMMON | 78390X101 |
| — | Peabody Energy Corp | 247,200 | $3,619 | 0.0% | $14.64 | — | COMMON | 704549104 |
| — | LSI Corp | 503,900 | $3,598 | 0.0% | $7.14 | — | COMMON | 502161102 |
| — | Dun & Bradstreet Corp, The | 36,800 | $3,586 | 0.0% | $97.45 | — | COMMON | 26483E100 |
| — | Hudson City Bancorp Inc | 387,600 | $3,550 | 0.0% | $9.16 | — | COMMON | 443683107 |
| — | FLIR Systems Inc | 130,700 | $3,525 | 0.0% | $26.97 | — | COMMON | 302445101 |
| THC | Tenet Healthcare Corp | 75,300 | $3,471 | 0.0% | $44.77 | 0.0% | COMMON | 88033G407 |
| — | Jive Software Inc | 190,000 | $3,452 | 0.0% | $18.17 | — | COMMON | 47760A108 |
| LUV | Southwest Airlines Co | 256,400 | $3,305 | 0.0% | $11.86 | 0.0% | COMMON | 844741108 |
| — | Cablevision Systems Corp | 193,300 | $3,251 | 0.0% | $16.82 | — | COMMON | 12686C109 |
| AIZ | Assurant Inc | 62,900 | $3,202 | 0.0% | $37.94 | 0.0% | COMMON | 04621X108 |
| — | Apartment Investment & Management Co | 106,100 | $3,187 | 0.0% | $30.04 | — | REIT | 03748R101 |
| SYY | Sysco Corp | 92,700 | $3,167 | 0.0% | $24.40 | 0.0% | COMMON | 871829107 |
| NDAQ | NASDAQ OMX Group Inc, The | 95,800 | $3,141 | 0.0% | $8.32 | 0.0% | COMMON | 631103108 |
| FE | FirstEnergy Corp | 83,346 | $3,112 | 0.0% | $24.57 | 0.0% | COMMON | 337932107 |
| — | Marin Software Inc | 300,000 | $3,072 | 0.0% | $10.24 | — | COMMON | 56804T106 |
| — | LinkedIn Corp | 16,900 | $3,013 | 0.0% | $178.28 | — | COMMON | 53578A108 |
| — | Molex Inc | 100,800 | $2,957 | 0.0% | $29.34 | — | COMMON | 608554101 |
| — | Synchronoss Technologies Inc | 95,000 | $2,933 | 0.0% | $30.87 | — | COMMON | 87157B103 |
| — | Bemis Co Inc | 74,800 | $2,928 | 0.0% | $39.14 | — | COMMON | 081437105 |
| — | Pactera Technology International Ltd | 425,000 | $2,869 | 0.0% | $6.75 | — | ADR | 695255109 |
| — | Cyan Inc | 264,639 | $2,765 | 0.0% | $10.45 | — | COMMON | 23247W104 |
| — | WPX Energy Inc | 145,633 | $2,758 | 0.0% | $18.94 | — | COMMON | 98212B103 |
| JBL | Jabil Circuit Inc | 134,100 | $2,733 | 0.0% | $16.76 | 0.0% | COMMON | 466313103 |
| GT | Goodyear Tire & Rubber Company, The | 178,600 | $2,731 | 0.0% | $13.66 | 0.0% | COMMON | 382550101 |
| — | Seagate Technology PLC | 60,300 | $2,703 | 0.0% | $44.83 | — | COMMON | G7945M107 |
| CMA | Comerica Inc | 67,357 | $2,683 | 0.0% | $24.17 | 0.0% | COMMON | 200340107 |
| — | Harman International Industries Inc | 49,400 | $2,677 | 0.0% | $54.19 | — | COMMON | 413086109 |
| FANG | Diamondback Energy Inc | 80,000 | $2,666 | 0.0% | $23.41 | 0.0% | COMMON | 25278X109 |
| AGO | Assured Guaranty Ltd | 120,000 | $2,647 | 0.0% | $17.51 | 0.0% | COMMON | G0585R106 |
| — | E*TRADE Financial Corp | 208,626 | $2,641 | 0.0% | $12.66 | — | COMMON | 269246401 |
| — | Preferred Apartment Communities | 290,909 | $2,618 | 0.0% | $9.00 | — | REIT | 74039L103 |
| — | Atwood Oceanics Inc | 50,000 | $2,603 | 0.0% | $52.06 | — | COMMON | 050095108 |
| — | Synovus Financial Corp | 889,680 | $2,598 | 0.0% | $2.92 | — | COMMON | 87161C105 |
| NWE | NorthWestern Corp | 65,000 | $2,594 | 0.0% | $24.78 | 0.0% | COMMON | 668074305 |
| ANF | Abercrombie & Fitch Co | 57,000 | $2,579 | 0.0% | $37.66 | 0.0% | COMMON | 002896207 |
| CINF | Cincinnati Financial Corp | 55,500 | $2,547 | 0.0% | $32.92 | 0.0% | COMMON | 172062101 |
| — | JDS Uniphase Corp | 172,100 | $2,475 | 0.0% | $14.38 | — | COMMON | 46612J507 |
| IYG | iShares U.S. Financial Services ETF | 34,460 | $2,475 | 0.0% | $71.82 | — | ETF | 464287770 |
| EW | Edwards Lifesciences Corp | 36,500 | $2,453 | 0.0% | $11.84 | 0.0% | COMMON | 28176E108 |
| — | HMS Holdings Corp | 105,000 | $2,447 | 0.0% | $23.30 | — | COMMON | 40425J101 |
| TER | Teradyne Inc | 138,700 | $2,437 | 0.0% | $15.29 | 0.0% | COMMON | 880770102 |
| TPH | TRI Pointe Homes Inc | 146,291 | $2,426 | 0.0% | $17.97 | 0.0% | COMMON | 87265H109 |
| FLS | Flowserve Corp | 44,400 | $2,398 | 0.0% | $43.03 | 0.0% | COMMON | 34354P105 |
| — | Sterling Financial Corp/WA | 100,000 | $2,378 | 0.0% | $23.78 | — | COMMON | 859319303 |
| — | Newfield Exploration Co | 98,500 | $2,353 | 0.0% | $23.89 | — | COMMON | 651290108 |
| — | Hillshire Brands Co | 70,000 | $2,316 | 0.0% | $33.09 | — | COMMON | 432589109 |
| — | JC Penney Co Inc | 135,400 | $2,313 | 0.0% | $17.08 | — | COMMON | 708160106 |
| — | WhiteWave Foods Co | 150,000 | $2,280 | 0.0% | $15.20 | — | COMMON | 966244204 |
| — | Liberty Media Corp | 17,900 | $2,269 | 0.0% | $126.76 | — | COMMON | 531229102 |
| — | Liberty Interactive Corp | 97,200 | $2,237 | 0.0% | $23.01 | — | COMMON | 53071M104 |
| VRSN | VeriSign Inc | 48,600 | $2,170 | 0.0% | $45.93 | 0.0% | COMMON | 92343E102 |
| FSLR | First Solar Inc | 48,300 | $2,160 | 0.0% | $44.50 | 0.0% | COMMON | 336433107 |
| PBI | Pitney Bowes Inc | 146,600 | $2,152 | 0.0% | $14.77 | 0.0% | COMMON | 724479100 |
| — | Wright Medical Group Inc | 80,087 | $2,099 | 0.0% | $26.21 | — | COMMON | 98235T107 |
| — | Sirius Satelite Radio Inc | 621,376 | $2,082 | 0.0% | $3.35 | — | COMMON | 82967N108 |
| ATI | Allegheny Technologies Inc | 78,500 | $2,065 | 0.0% | $26.04 | 0.0% | COMMON | 01741R102 |
| — | Total System Services Inc | 83,583 | $2,046 | 0.0% | $24.48 | — | COMMON | 891906109 |
| AEP | American Electric Power Co Inc | 45,600 | $2,042 | 0.0% | $30.44 | 0.0% | COMMON | 025537101 |
| — | Signet Jewelers Ltd | 30,000 | $2,023 | 0.0% | $67.43 | — | COMMON | 0 |
| — | Weatherford International Ltd/Switzerla | 143,700 | $1,969 | 0.0% | $13.70 | — | COMMON | H27013103 |
| — | Bunge Ltd | 27,800 | $1,967 | 0.0% | $70.76 | — | COMMON | G16962105 |
| — | Kinder Morgan Inc/DE | 384,000 | $1,966 | 0.0% | $5.12 | — | WARRANT | 49456B119 |
| — | Ryanair Holdings PLC | 38,007 | $1,959 | 0.0% | $51.54 | — | ADR | 783513104 |
| — | People's United Financial Inc | 128,450 | $1,914 | 0.0% | $14.90 | — | COMMON | 712704105 |
| — | Hertz Global Holdings Inc | 75,828 | $1,881 | 0.0% | $24.81 | — | COMMON | 42805T105 |
| — | United States Steel Corp | 105,000 | $1,841 | 0.0% | $17.53 | — | COMMON | 912909108 |
| HMN | Horace Mann Educators Corp | 75,000 | $1,829 | 0.0% | $23.24 | 0.0% | COMMON | 440327104 |
| — | Cliffs Natural Resources Inc | 111,350 | $1,809 | 0.0% | $16.25 | — | COMMON | 18683K101 |
| AMD | Advanced Micro Devices Inc | 441,800 | $1,803 | 0.0% | $3.46 | 0.0% | COMMON | 007903107 |
| — | Green Mountain Coffee Roasters Inc | 23,979 | $1,800 | 0.0% | $75.07 | — | COMMON | 393122106 |
| — | SBA Communications Corp | 24,000 | $1,779 | 0.0% | $74.13 | — | COMMON | 78388J106 |
| — | Wright Medical Group Inc | 645,000 | $1,748 | 0.0% | $2.71 | — | WARRANT | 98235T115 |
| — | DISH Network Corp | 40,700 | $1,731 | 0.0% | $42.53 | — | COMMON | 25470M109 |
| BFH | Alliance Data Systems Corp | 9,500 | $1,720 | 0.0% | $118.19 | 0.0% | COMMON | 018581108 |
| — | Equinix Inc | 9,300 | $1,718 | 0.0% | $184.73 | — | COMMON | 29444U502 |
| COTY | Coty Inc | 100,000 | $1,718 | 0.0% | $14.38 | 0.0% | COMMON | 222070203 |
| PBA | Pembina Pipeline Corp | 55,900 | $1,705 | 0.0% | $16.65 | 0.0% | COMMON | 706327103 |
| — | Concho Resources Inc | 19,774 | $1,655 | 0.0% | $83.70 | — | COMMON | 20605P101 |
| — | WhiteWave Foods Co | 100,000 | $1,625 | 0.0% | $16.25 | — | COMMON | 966244105 |
| CHD | Church & Dwight Co Inc | 26,100 | $1,611 | 0.0% | $26.18 | 0.0% | COMMON | 171340102 |
| — | Washington Post Co, The | 3,300 | $1,596 | 0.0% | $483.64 | — | COMMON | 939640108 |
| — | HollyFrontier Corp | 36,600 | $1,566 | 0.0% | $42.79 | — | COMMON | 436106108 |
| ARI | Apollo Commercial Real Estate Finance I | 97,548 | $1,549 | 0.0% | $15.88 | — | REIT | 03762U105 |
| TSCO | Tractor Supply Co | 13,100 | $1,541 | 0.0% | $9.30 | 0.0% | COMMON | 892356106 |
| — | Maxim Integrated Products Inc | 55,400 | $1,539 | 0.0% | $27.78 | — | COMMON | 57772K101 |
| — | Amira Nature Foods Ltd | 181,500 | $1,525 | 0.0% | $8.40 | — | COMMON | G0335L102 |
| OII | Oceaneering International Inc | 20,500 | $1,480 | 0.0% | $69.83 | 0.0% | COMMON | 675232102 |
| — | Calpine Corp | 69,100 | $1,467 | 0.0% | $21.23 | — | COMMON | 131347304 |
| LKQ | LKQ Corp | 56,500 | $1,455 | 0.0% | $21.42 | 0.0% | COMMON | 501889208 |
| — | Nielsen Holdings NV | 42,724 | $1,435 | 0.0% | $33.59 | — | COMMON | N63218106 |
| — | TRW Automotive Holdings Corp | 21,483 | $1,427 | 0.0% | $66.42 | — | COMMON | 87264S106 |
| — | Charter Communications Inc | 11,500 | $1,424 | 0.0% | $123.83 | — | COMMON | 16117M305 |
| TDG | TransDigm Group Inc | 9,000 | $1,411 | 0.0% | $70.58 | 0.0% | COMMON | 893641100 |
| — | Cree Inc | 22,100 | $1,411 | 0.0% | $63.85 | — | COMMON | 225447101 |
| ALV | Autoliv Inc | 18,126 | $1,403 | 0.0% | $40.38 | 0.0% | COMMON | 052800109 |
| AWK | American Water Works Co Inc | 33,600 | $1,385 | 0.0% | $31.82 | 0.0% | COMMON | 030420103 |
| — | Rock-Tenn Company | 13,700 | $1,368 | 0.0% | $99.85 | — | COMMON | 772739207 |
| CE | Celanese Corp | 30,200 | $1,353 | 0.0% | $37.17 | 0.0% | COMMON | 150870103 |
| DLR | Digital Realty Trust Inc | 21,800 | $1,330 | 0.0% | $39.68 | 0.0% | REIT | 253868103 |
| — | Core Laboratories NV | 8,700 | $1,319 | 0.0% | $151.61 | — | COMMON | N22717107 |
| OGE | OGE Energy Corp | 18,700 | $1,275 | 0.0% | $34.79 | 0.0% | COMMON | 670837103 |
| TRMB | Trimble Navigation Ltd | 48,400 | $1,259 | 0.0% | $27.63 | 0.0% | COMMON | 896239100 |
| MHK | Mohawk Industries Inc | 11,100 | $1,249 | 0.0% | $112.71 | 0.0% | COMMON | 608190104 |
| — | Discovery Communications Inc | 17,780 | $1,239 | 0.0% | $69.69 | — | COMMON | 25470F302 |
| AN | AutoNation Inc | 28,200 | $1,224 | 0.0% | $44.63 | 0.0% | COMMON | 05329W102 |
| — | Activision Blizzard Inc | 84,400 | $1,204 | 0.0% | $14.27 | — | COMMON | 00507V109 |
| — | Ashland Inc | 14,200 | $1,186 | 0.0% | $83.52 | — | COMMON | 044209104 |
| — | Energizer Holdings Inc | 11,700 | $1,176 | 0.0% | $100.51 | — | COMMON | 29266R108 |
| — | IHS Inc | 11,200 | $1,169 | 0.0% | $104.38 | — | COMMON | 451734107 |
| PII | Polaris Industries Inc | 12,300 | $1,169 | 0.0% | $90.50 | 0.0% | COMMON | 731068102 |
| ULTA | Ulta Salon Cosmetics & Fragrance Inc | 11,500 | $1,152 | 0.0% | $89.99 | 0.0% | COMMON | 90384S303 |
| AAP | Advance Auto Parts Inc | 13,900 | $1,128 | 0.0% | $72.11 | 0.0% | COMMON | 00751Y106 |
| CCK | Crown Holdings Inc | 27,100 | $1,115 | 0.0% | $40.04 | 0.0% | COMMON | 228368106 |
| MGM | MGM Resorts International | 74,164 | $1,096 | 0.0% | $13.35 | 0.0% | COMMON | 552953101 |
| LNG | Cheniere Energy Inc | 38,900 | $1,080 | 0.0% | $28.08 | 0.0% | COMMON | 16411R208 |
| — | Cimarex Energy Co | 16,400 | $1,066 | 0.0% | $65.00 | — | COMMON | 171798101 |
| LNG | Cheniere Energy Inc | 13,400 | $1,065 | 0.0% | $28.08 | 0.0% | Call | 16411R208 |
| WAT | Waters Corp | 10,600 | $1,061 | 0.0% | $95.76 | 0.0% | COMMON | 941848103 |
| LNT | Alliant Energy Corp | 21,000 | $1,059 | 0.0% | $16.89 | 0.0% | COMMON | 018802108 |
| — | VMware Inc | 15,800 | $1,058 | 0.0% | $66.96 | — | COMMON | 928563402 |
| — | Annaly Capital Management Inc | 83,400 | $1,048 | 0.0% | $12.57 | — | REIT | 035710409 |
| ALB | Albemarle Corp | 16,800 | $1,046 | 0.0% | $52.08 | 0.0% | COMMON | 012653101 |
| PCRX | Pacira Pharmaceuticals Inc/DE | 36,069 | $1,046 | 0.0% | $28.93 | 0.0% | COMMON | 695127100 |
| SNPS | Synopsys Inc | 29,100 | $1,040 | 0.0% | $35.52 | 0.0% | COMMON | 871607107 |
| — | Whiting Petroleum Corp | 22,338 | $1,030 | 0.0% | $46.11 | — | COMMON | 966387102 |
| — | Marvell Technology Group Ltd | 86,200 | $1,009 | 0.0% | $11.71 | — | COMMON | G5876H105 |
| — | Allied World Assurance Co Holdings AG | 10,850 | $993 | 0.0% | $91.52 | — | COMMON | H01531104 |
| TOL | Toll Brothers Inc | 30,400 | $992 | 0.0% | $33.80 | 0.0% | COMMON | 889478103 |
| RCL | Royal Caribbean Cruises Ltd | 29,000 | $967 | 0.0% | $29.48 | 0.0% | COMMON | V7780T103 |
| FLEX | Flextronics International Ltd | 124,300 | $962 | 0.0% | $5.43 | 0.0% | COMMON | Y2573F102 |
| DRI | Darden Restaurants Inc | 18,900 | $954 | 0.0% | $31.32 | 0.0% | COMMON | 237194105 |
| DKS | Dick's Sporting Goods Inc | 18,500 | $926 | 0.0% | $36.98 | 0.0% | COMMON | 253393102 |
| AGCO | AGCO Corp | 18,400 | $923 | 0.0% | $41.52 | 0.0% | COMMON | 001084102 |
| KBR | KBR Inc | 28,000 | $910 | 0.0% | $26.54 | 0.0% | COMMON | 48242W106 |
| UAA | Under Armour Inc | 15,000 | $896 | 0.0% | $14.57 | 0.0% | COMMON | 904311107 |
| — | Nuance Communications Inc | 47,900 | $880 | 0.0% | $18.37 | — | COMMON | 67020Y100 |
| AVT | Avnet Inc | 25,900 | $870 | 0.0% | $25.70 | 0.0% | COMMON | 053807103 |
| VET | Vermilion Energy Inc | 17,855 | $870 | 0.0% | $49.78 | 0.0% | COMMON | 923725105 |
| MLM | Martin Marietta Materials Inc | 8,700 | $856 | 0.0% | $93.00 | 0.0% | COMMON | 573284106 |
| — | Rackspace Hosting Inc | 22,300 | $845 | 0.0% | $37.89 | — | COMMON | 750086100 |
| BTE | Baytex Energy Corp | 23,024 | $827 | 0.0% | $31.51 | 0.0% | COMMON | 07317Q105 |
| ARW | Arrow Electronics Inc | 20,000 | $797 | 0.0% | $38.94 | 0.0% | COMMON | 042735100 |
| MAN | Manpowergroup Inc | 14,520 | $796 | 0.0% | $55.02 | 0.0% | COMMON | 56418H100 |
| — | American Capital Agency Corp | 34,200 | $786 | 0.0% | $22.98 | — | REIT | 02503X105 |
| — | Superior Energy Services Inc | 30,200 | $783 | 0.0% | $25.93 | — | COMMON | 868157108 |
| DAL | Delta Air Lines Inc | 40,400 | $756 | 0.0% | $14.99 | 0.0% | COMMON | 247361702 |
| — | Continental Resources Inc/OK | 8,768 | $755 | 0.0% | $86.11 | — | COMMON | 212015101 |
| HLF | Herbalife Ltd | 16,600 | $749 | 0.0% | $20.94 | 0.0% | COMMON | G4412G101 |
| O | Realty Income Corp | 17,100 | $717 | 0.0% | $25.40 | 0.0% | REIT | 756109104 |
| — | SL Green Realty Corp | 8,000 | $706 | 0.0% | $88.25 | — | REIT | 78440X101 |
| TMUS | T-Mobile US Inc | 27,250 | $676 | 0.0% | $19.37 | 0.0% | COMMON | 872590104 |
| VRTX | Vertex Pharmaceuticals Inc | 8,200 | $655 | 0.0% | $73.64 | 0.0% | COMMON | 92532F100 |
| — | Level 3 Communications Inc | 29,020 | $612 | 0.0% | $21.09 | — | COMMON | 52729N308 |
| RYN | Rayonier Inc | 11,000 | $609 | 0.0% | $55.36 | — | REIT | 754907103 |
| — | Federal Realty Investment Trust | 5,700 | $591 | 0.0% | $103.68 | — | REIT | 313747206 |
| EG | Everest Re Group Ltd | 4,500 | $577 | 0.0% | $99.45 | 0.0% | COMMON | G3223R108 |
| — | Delek US Holdings Inc | 20,000 | $576 | 0.0% | $28.80 | — | COMMON | 246647101 |
| — | SPX Corp | 8,000 | $576 | 0.0% | $72.00 | — | COMMON | 784635104 |
| — | Ultra Petroleum Corp | 28,900 | $573 | 0.0% | $19.83 | — | COMMON | 903914109 |
| UDR | UDR Inc | 22,000 | $561 | 0.0% | $15.84 | 0.0% | REIT | 902653104 |
| CPT | Camden Property Trust | 7,400 | $512 | 0.0% | $42.93 | 0.0% | REIT | 133131102 |
| — | Realogy Holdings Corp | 10,300 | $495 | 0.0% | $48.06 | — | COMMON | 75605Y106 |
| UAL | United Continental Holdings Inc | 15,773 | $494 | 0.0% | $31.81 | 0.0% | COMMON | 910047109 |
| RJF | Raymond James Financial Inc | 11,100 | $477 | 0.0% | $24.09 | 0.0% | COMMON | 754730109 |
| — | Pengrowth Energy Corp | 97,029 | $476 | 0.0% | $4.91 | — | COMMON | 70706P104 |
| — | Fidelity National Financial Inc | 19,100 | $455 | 0.0% | $23.82 | — | COMMON | 31620R105 |
| AXS | Axis Capital Holdings Ltd | 9,700 | $444 | 0.0% | $31.36 | 0.0% | COMMON | G0692U109 |
| — | Duke Realty Corp | 28,296 | $441 | 0.0% | $15.59 | — | REIT | 264411505 |
| WRB | WR Berkley Corp | 10,200 | $417 | 0.0% | $9.58 | 0.0% | COMMON | 084423102 |
| REG | Regency Centers Corp | 7,900 | $401 | 0.0% | $33.45 | 0.0% | REIT | 758849103 |
| — | Liberty Property Trust | 10,600 | $392 | 0.0% | $36.98 | — | REIT | 531172104 |
| — | Informatica Corp | 3,000 | $389 | 0.0% | $34.98 | — | Call | 45666Q102 |
| HCA | HCA Holdings Inc | 9,978 | $360 | 0.0% | $35.96 | 0.0% | COMMON | 40412C101 |
| ILMN | Illumina Inc | 4,700 | $352 | 0.0% | $64.01 | 0.0% | COMMON | 452327109 |
| — | Sears Holdings Corp | 7,100 | $299 | 0.0% | $42.11 | — | COMMON | 812350106 |
| BMRN | BioMarin Pharmaceutical Inc | 4,800 | $268 | 0.0% | $62.32 | 0.0% | COMMON | 09061G101 |
| RMD | ResMed Inc | 5,400 | $244 | 0.0% | $40.00 | 0.0% | COMMON | 761152107 |
| — | Onyx Pharmaceuticals Inc | 2,700 | $234 | 0.0% | $86.67 | — | COMMON | 683399109 |
| — | TIBCO Software Inc | 1,000 | $215 | 0.0% | $21.40 | — | Call | 88632Q103 |
| FTNT | Fortinet Inc | 1,000 | $188 | 0.0% | $3.73 | 0.0% | Call | 34959E109 |
| — | Riverbed Technology Inc | 2,000 | $187 | 0.0% | $15.56 | — | Call | 768573107 |
| — | QLIK Technologies Inc | 400 | $174 | 0.0% | $28.27 | — | Call | 74733T105 |
| — | Juniper Networks Inc | 2,500 | $164 | 0.0% | $19.31 | — | Call | 48203R104 |
| — | Seagate Technology PLC | 1,000 | $145 | 0.0% | $44.83 | — | Put | G7945M107 |
| — | QLIK Technologies Inc | 500 | $140 | 0.0% | $28.27 | — | Put | 74733T105 |
| — | InterOil Corp | 1,000 | $123 | 0.0% | $69.51 | — | Call | 460951106 |
| CTSH | Cognizant Technology Solutions Corp | 500 | $93 | 0.0% | $29.46 | 0.0% | Put | 192446102 |