Location: Montreal, Quebec, Canada
CIK: 0000898286 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 13, 2013
Total Value: $35.17B (97.8% shares, 2.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Groupe CGI inc. | 68,136,698 | $2.396B | 6.8% | — | — | COMMON | 39945C109 |
| ENB | Enbridge Inc. | 31,900,000 | $1.332B | 3.8% | — | — | COMMON | 29250N105 |
| CNI | Compagnie des chemins de fer nationaux du Canada | 10,147,465 | $1.03B | 2.9% | — | — | COMMON | 136375102 |
| TD | Banque Toronto-Dominion, La | 9,720,990 | $877M | 2.5% | — | — | COMMON | 891160509 |
| SU | Suncor Energy Inc | 22,074,089 | $791M | 2.2% | — | — | COMMON | 867224107 |
| EEM | iShares MSCI Emerging Markets ETF | 18,862,100 | $769M | 2.2% | — | — | ETF | 464287234 |
| MGA | Magna International Inc | 8,283,947 | $685M | 1.9% | — | — | COMMON | 559222401 |
| XOM | Exxon Mobil Corp | 7,570,587 | $651M | 1.9% | — | — | COMMON | 30231G102 |
| GIL | V?tements de Sport Gildan Inc, Les | 12,954,402 | $602M | 1.7% | — | — | COMMON | 375916103 |
| MSFT | Microsoft Corp | 18,002,700 | $600M | 1.7% | — | — | COMMON | 594918104 |
| IBM | International Business Machines Corp | 3,032,100 | $561M | 1.6% | — | — | COMMON | 459200101 |
| BRK/B | Berkshire Hathaway Inc | 4,458,600 | $506M | 1.4% | — | — | COMMON | 084670702 |
| JNJ | Johnson & Johnson | 5,583,500 | $484M | 1.4% | — | — | COMMON | 478160104 |
| AAPL | Apple Inc | 997,200 | $475M | 1.4% | — | — | COMMON | 037833100 |
| — | Valeant Pharmaceuticals International Inc | 4,077,557 | $426M | 1.2% | — | — | COMMON | 91911K102 |
| ORCL | Oracle Corp | 12,276,900 | $407M | 1.2% | — | — | COMMON | 68389X105 |
| TU | TELUS Corporation | 12,080,472 | $401M | 1.1% | — | — | COMMON | 87971M103 |
| — | Talisman Energy Inc | 32,176,651 | $370M | 1.1% | — | — | COMMON | 87425E103 |
| — | Cobalt International Energy Inc | 13,746,030 | $342M | 1.0% | — | — | COMMON | 19075F106 |
| — | Walgreen Co | 6,205,900 | $334M | 0.9% | — | — | COMMON | 931422109 |
| QCOM | Qualcomm Inc | 4,860,300 | $327M | 0.9% | — | — | COMMON | 747525103 |
| AZO | AutoZone Inc | 755,900 | $320M | 0.9% | — | — | COMMON | 053332102 |
| CL | Colgate-Palmolive Co | 5,025,100 | $298M | 0.8% | — | — | COMMON | 194162103 |
| CVE | Cenovus Energy Inc | 9,862,535 | $295M | 0.8% | — | — | COMMON | 15135U109 |
| — | Goldcorp Inc | 10,990,962 | $287M | 0.8% | — | — | COMMON | 380956409 |
| — | Google Inc | 322,700 | $283M | 0.8% | — | — | COMMON | 38259P508 |
| — | General Electric Co | 11,208,600 | $268M | 0.8% | — | — | COMMON | 369604103 |
| CNQ | Canadian Natural Resources Limited | 8,238,308 | $259M | 0.7% | — | — | COMMON | 136385101 |
| LMT | Lockheed Martin Corp | 2,005,700 | $256M | 0.7% | — | — | COMMON | 539830109 |
| MMM | 3M Co | 2,091,500 | $250M | 0.7% | — | — | COMMON | 88579Y101 |
| JPM | JPMorgan Chase & Co | 4,717,900 | $244M | 0.7% | — | — | COMMON | 46625H100 |
| CVX | Chevron Corp | 2,006,000 | $244M | 0.7% | — | — | COMMON | 166764100 |
| CCJ | Cameco Corp | 13,479,585 | $244M | 0.7% | — | — | COMMON | 13321L108 |
| TECK | Teck Resources Ltd | 8,927,697 | $240M | 0.7% | — | — | COMMON | 878742204 |
| C | Citigroup Inc | 4,941,577 | $240M | 0.7% | — | — | COMMON | 172967424 |
| WFC | Wells Fargo & Co | 5,605,800 | $232M | 0.7% | — | — | COMMON | 949746101 |
| — | Medtronic Inc | 4,234,800 | $226M | 0.6% | — | — | COMMON | 585055106 |
| BNS | Banque de Nouvelle-?cosse, La | 3,921,161 | $225M | 0.6% | — | — | COMMON | 064149107 |
| WM | Waste Management Inc | 5,349,800 | $221M | 0.6% | — | — | COMMON | 94106L109 |
| PG | Procter & Gamble Company, The | 2,890,700 | $219M | 0.6% | — | — | COMMON | 742718109 |
| ZBH | Zimmer Holdings Inc | 2,624,800 | $216M | 0.6% | — | — | COMMON | 98956P102 |
| — | Brookfield Office Properties Inc | 10,682,900 | $205M | 0.6% | — | — | COMMON | 112900105 |
| CSCO | Cisco Systems Inc | 8,536,200 | $200M | 0.6% | — | — | COMMON | 17275R102 |
| BAC | Bank of America Corp | 14,477,500 | $200M | 0.6% | — | — | COMMON | 060505104 |
| OTEX | Open Text Corp | 2,637,700 | $198M | 0.6% | — | — | COMMON | 683715106 |
| PPL | PPL Corp | 6,429,300 | $195M | 0.6% | — | — | COMMON | 69351T106 |
| — | Praxair Inc | 1,617,500 | $194M | 0.6% | — | — | COMMON | 74005P104 |
| CAE | CAE Inc | 17,559,532 | $193M | 0.5% | — | — | COMMON | 124765108 |
| — | Wisconsin Energy Corp | 4,671,600 | $189M | 0.5% | — | — | COMMON | 976657106 |
| MCD | McDonald's Corp | 1,919,900 | $185M | 0.5% | — | — | COMMON | 580135101 |
| — | Ritchie Bros Auctioneers Inc | 9,104,800 | $184M | 0.5% | — | — | COMMON | 767744105 |
| — | Turquoise Hill Resources Ltd | 41,389,859 | $183M | 0.5% | — | — | COMMON | 900435108 |
| MA | Mastercard Inc | 272,250 | $183M | 0.5% | — | — | COMMON | 57636Q104 |
| SO | Southern Company, The | 4,429,500 | $182M | 0.5% | — | — | COMMON | 842587107 |
| FXI | iShares China Large-Cap ETF | 4,680,000 | $174M | 0.5% | — | — | ETF | 464287184 |
| YUM | Yum! Brands Inc | 2,373,300 | $169M | 0.5% | — | — | COMMON | 988498101 |
| KMB | Kimberly-Clark Corp | 1,795,800 | $169M | 0.5% | — | — | COMMON | 494368103 |
| AXP | American Express Co | 2,027,100 | $153M | 0.4% | — | — | COMMON | 025816109 |
| MAT | Mattel Inc | 3,473,700 | $145M | 0.4% | — | — | COMMON | 577081102 |
| T | AT&T Inc | 4,256,000 | $144M | 0.4% | — | — | COMMON | 00206R102 |
| UNH | UnitedHealth Group Inc | 1,968,200 | $141M | 0.4% | — | — | COMMON | 91324P102 |
| HD | Home Depot Inc, The | 1,849,000 | $140M | 0.4% | — | — | COMMON | 437076102 |
| — | Catamaran Corp | 2,983,170 | $137M | 0.4% | — | — | COMMON | 148887102 |
| — | United Technologies Corp | 1,156,100 | $125M | 0.4% | — | — | COMMON | 913017109 |
| GPC | Genuine Parts Co | 1,537,000 | $124M | 0.4% | — | — | COMMON | 372460105 |
| MCK | McKesson Corp | 924,800 | $119M | 0.3% | — | — | COMMON | 58155Q103 |
| PM | Philip Morris International Inc | 1,366,500 | $118M | 0.3% | — | — | COMMON | 718172109 |
| — | TransCanada Corp | 2,643,773 | $116M | 0.3% | — | — | COMMON | 89353D107 |
| KO | Coca-Cola Co, The | 3,072,400 | $116M | 0.3% | — | — | COMMON | 191216100 |
| — | Covidien PLC | 1,887,800 | $115M | 0.3% | — | — | COMMON | G2554F113 |
| PFE | Pfizer Inc | 3,972,163 | $114M | 0.3% | — | — | COMMON | 717081103 |
| — | Potash Corp of Saskatchewan Inc | 3,586,740 | $112M | 0.3% | — | — | COMMON | 73755L107 |
| VZ | Verizon Communications Inc | 2,288,700 | $107M | 0.3% | — | — | COMMON | 92343V104 |
| PEP | PepsiCo Inc | 1,284,013 | $102M | 0.3% | — | — | COMMON | 713448108 |
| — | Allergan Inc/United States | 1,126,900 | $102M | 0.3% | — | — | COMMON | 018490102 |
| UNP | Union Pacific Corp | 646,400 | $100M | 0.3% | — | — | COMMON | 907818108 |
| — | Linear Technology Corp | 2,478,500 | $98.3M | 0.3% | — | — | COMMON | 535678106 |
| WMT | Wal-Mart Stores Inc | 1,304,000 | $96.44M | 0.3% | — | — | COMMON | 931142103 |
| SLB | Schlumberger Ltd | 1,059,092 | $93.58M | 0.3% | — | — | COMMON | 806857108 |
| CMCSA | Comcast Corp | 2,034,300 | $91.85M | 0.3% | — | — | COMMON | 20030N101 |
| BA | Boeing Company, The | 778,400 | $91.46M | 0.3% | — | — | COMMON | 097023105 |
| INTC | Intel Corp | 3,983,400 | $91.3M | 0.3% | — | — | COMMON | 458140100 |
| DHR | Danaher Corp | 1,279,200 | $88.67M | 0.3% | — | — | COMMON | 235851102 |
| INTU | Intuit Inc | 1,336,000 | $88.59M | 0.3% | — | — | COMMON | 461202103 |
| — | Coach Inc | 1,618,700 | $88.27M | 0.3% | — | — | COMMON | 189754104 |
| DIS | Walt Disney Co, The | 1,334,600 | $86.07M | 0.2% | — | — | COMMON | 254687106 |
| FCX | Freeport-McMoRan Copper & Gold Inc | 2,560,450 | $84.7M | 0.2% | — | — | COMMON | 35671D857 |
| AMZN | Amazon.com Inc | 270,300 | $84.51M | 0.2% | — | — | COMMON | 023135106 |
| MRK | Merck & Co Inc | 1,774,900 | $84.5M | 0.2% | — | — | COMMON | 58933Y105 |
| — | Royal Dutch Shell PLC | 1,280,702 | $84.12M | 0.2% | — | — | ADR | 780259206 |
| RGA | Reinsurance Group of America Inc | 1,240,700 | $83.11M | 0.2% | — | — | COMMON | 759351604 |
| SWK | Stanley Black & Decker Inc | 904,397 | $81.91M | 0.2% | — | — | COMMON | 854502101 |
| ATR | Aptargroup Inc | 1,298,500 | $78.08M | 0.2% | — | — | COMMON | 038336103 |
| — | Willis Group Holdings PLC | 1,749,900 | $75.82M | 0.2% | — | — | COMMON | G96666105 |
| MFC | Corporation financi?re Manuvie | 4,509,249 | $74.75M | 0.2% | — | — | COMMON | 56501R106 |
| — | PartnerRe Ltd | 765,165 | $70.04M | 0.2% | — | — | COMMON | G6852T105 |
| — | Twenty-First Century Fox Inc | 2,089,594 | $69.79M | 0.2% | — | — | COMMON | 90130A200 |
| — | Sigma-Aldrich Corp | 806,100 | $68.76M | 0.2% | — | — | COMMON | 826552101 |
| COP | ConocoPhillips | 970,900 | $67.49M | 0.2% | — | — | COMMON | 20825C104 |
| — | UBS AG | 3,215,783 | $65.79M | 0.2% | — | — | COMMON | H89231338 |
| — | Yamana Gold Inc | 5,989,479 | $62.41M | 0.2% | — | — | COMMON | 98462Y100 |
| AIG | American International Group Inc | 1,276,427 | $62.07M | 0.2% | — | — | COMMON | 026874784 |
| GILD | Gilead Sciences Inc | 982,800 | $61.76M | 0.2% | — | — | COMMON | 375558103 |
| OXY | Occidental Petroleum Corp | 644,400 | $60.28M | 0.2% | — | — | COMMON | 674599105 |
| EBAY | eBay Inc | 1,072,200 | $59.82M | 0.2% | — | — | COMMON | 278642103 |
| — | Eldorado Gold Corp | 8,834,002 | $59.73M | 0.2% | — | — | COMMON | 284902103 |
| BMY | Bristol-Myers Squibb Co | 1,257,000 | $58.17M | 0.2% | — | — | COMMON | 110122108 |
| ABBV | AbbVie Inc | 1,292,800 | $57.83M | 0.2% | — | — | COMMON | 00287Y109 |
| — | Johnson Controls Inc | 1,372,300 | $56.95M | 0.2% | — | — | COMMON | 478366107 |
| CVS | CVS Caremark Corp | 982,000 | $55.73M | 0.2% | — | — | COMMON | 126650100 |
| — | TD Ameritrade Holding Corp | 2,127,600 | $55.7M | 0.2% | — | — | COMMON | 87236Y108 |
| MO | Altria Group Inc | 1,603,600 | $55.08M | 0.2% | — | — | COMMON | 02209S103 |
| — | Radian Group Inc | 38,180,000 | $54.73M | 0.2% | — | — | NOTE | 750236AK7 |
| AMGN | Amgen Inc | 483,800 | $54.16M | 0.2% | — | — | COMMON | 031162100 |
| — | EI du Pont de Nemours & Co | 908,200 | $53.18M | 0.2% | — | — | COMMON | 263534109 |
| UPS | United Parcel Service Inc | 578,100 | $52.82M | 0.2% | — | — | COMMON | 911312106 |
| F | Ford Motor Co | 3,118,800 | $52.61M | 0.1% | — | — | COMMON | 345370860 |
| — | Western Refining Inc | 16,998,000 | $52.57M | 0.1% | — | — | NOTE | 959319AC8 |
| MDLZ | Mondelez International Inc | 1,664,082 | $52.28M | 0.1% | — | — | COMMON | 609207105 |
| HON | Honeywell International Inc | 623,300 | $51.76M | 0.1% | — | — | COMMON | 438516106 |
| — | Viacom Inc | 615,100 | $51.41M | 0.1% | — | — | COMMON | 92553P201 |
| — | Student Transportation Inc | 7,997,018 | $50.41M | 0.1% | — | — | COMMON | 86388A108 |
| NGD | New Gold Inc | 8,309,400 | $49.63M | 0.1% | — | — | COMMON | 644535106 |
| KEY | KeyCorp | 4,272,800 | $48.71M | 0.1% | — | — | COMMON | 493267108 |
| — | Time Warner Inc | 737,200 | $48.52M | 0.1% | — | — | COMMON | 887317303 |
| — | EMC Corp/MA | 1,866,600 | $47.71M | 0.1% | — | — | COMMON | 268648102 |
| TJX | TJX Cos Inc | 842,600 | $47.51M | 0.1% | — | — | COMMON | 872540109 |
| TRV | Travelers Cos Inc, The | 559,900 | $47.46M | 0.1% | — | — | COMMON | 89417E109 |
| USB | US Bancorp/MN | 1,280,200 | $46.83M | 0.1% | — | — | COMMON | 902973304 |
| — | Alliance Data Systems Corp | 10,500,000 | $46.68M | 0.1% | — | — | NOTE | 018581AC2 |
| SBUX | Starbucks Corp | 600,600 | $46.23M | 0.1% | — | — | COMMON | 855244109 |
| — | Salesforce.com Inc | 18,900,000 | $46.19M | 0.1% | — | — | NOTE | 79466LAB0 |
| CAT | Caterpillar Inc | 552,400 | $46.05M | 0.1% | — | — | COMMON | 149123101 |
| — | United Rentals Inc | 8,600,000 | $44.8M | 0.1% | — | — | NOTE | 911363AL3 |
| — | Monsanto Co | 426,500 | $44.51M | 0.1% | — | — | COMMON | 61166W101 |
| GS | Goldman Sachs Group, Inc., The | 279,000 | $44.14M | 0.1% | — | — | COMMON | 38141G104 |
| — | Agrium Inc | 521,538 | $43.92M | 0.1% | — | — | COMMON | 008916108 |
| NKE | NIKE Inc | 594,300 | $43.17M | 0.1% | — | — | COMMON | 654106103 |
| ABT | Abbott Laboratories | 1,297,500 | $43.06M | 0.1% | — | — | COMMON | 002824100 |
| — | VeriSign Inc | 26,748,000 | $42.04M | 0.1% | — | — | NOTE | 92343EAD4 |
| — | priceline.com Inc | 41,200 | $41.65M | 0.1% | — | — | COMMON | 741503403 |
| DB | Deutsche Bank AG | 899,426 | $41.32M | 0.1% | — | — | COMMON | D18190898 |
| — | Equinix Inc | 18,000,000 | $40.85M | 0.1% | — | — | NOTE | 29444UAH9 |
| — | Celgene Corp | 263,875 | $40.62M | 0.1% | — | — | COMMON | 151020104 |
| EMR | Emerson Electric Co | 626,000 | $40.5M | 0.1% | — | — | COMMON | 291011104 |
| LOW | Lowe's Cos Inc | 845,600 | $40.26M | 0.1% | — | — | COMMON | 548661107 |
| COST | Costco Wholesale Corp | 349,300 | $40.21M | 0.1% | — | — | COMMON | 22160K105 |
| PPG | PPG Industries Inc | 240,152 | $40.12M | 0.1% | — | — | COMMON | 693506107 |
| BAX | Baxter International Inc | 603,400 | $39.64M | 0.1% | — | — | COMMON | 071813109 |
| FNV | Franco-Nevada Corp | 848,534 | $38.58M | 0.1% | — | — | COMMON | 351858105 |
| CCL | Carnival Corp | 1,172,901 | $38.28M | 0.1% | — | — | COMMON | 143658300 |
| — | Micron Technology Inc | 30,000,000 | $37.75M | 0.1% | — | — | NOTE | 595112AH6 |
| DUK | Duke Energy Corp | 564,591 | $37.7M | 0.1% | — | — | COMMON | 26441C204 |
| — | Anadarko Petroleum Corp | 401,900 | $37.37M | 0.1% | — | — | COMMON | 032511107 |
| — | Dow Chemical Company, The | 967,900 | $37.17M | 0.1% | — | — | COMMON | 260543103 |
| — | PHH Corp | 18,000,000 | $36.99M | 0.1% | — | — | NOTE | 693320AQ6 |
| EOG | EOG Resources Inc | 217,800 | $36.87M | 0.1% | — | — | COMMON | 26875P101 |
| BIIB | Biogen Idec Inc | 152,578 | $36.73M | 0.1% | — | — | COMMON | 09062X103 |
| MET | MetLife, Inc. | 776,600 | $36.46M | 0.1% | — | — | COMMON | 59156R108 |
| — | Kraft Foods Group Inc | 676,161 | $35.46M | 0.1% | — | — | COMMON | 50076Q106 |
| — | Tyson Foods Inc | 19,280,000 | $33.3M | 0.1% | — | — | NOTE | 902494AP8 |
| COF | Capital One Financial Corp | 477,300 | $32.81M | 0.1% | — | — | COMMON | 14040H105 |
| HAL | Halliburton Co | 676,329 | $32.56M | 0.1% | — | — | COMMON | 406216101 |
| — | Hewlett-Packard Co | 1,539,800 | $32.3M | 0.1% | — | — | COMMON | 428236103 |
| — | Express Scripts Holding Co | 522,460 | $32.28M | 0.1% | — | — | COMMON | 30219G108 |
| SPG | Simon Property Group Inc | 216,100 | $32.03M | 0.1% | — | — | REIT | 828806109 |
| V | Visa Inc | 166,176 | $31.76M | 0.1% | — | — | COMMON | 92826C839 |
| PNC | PNC Financial Services Group Inc/The | 434,885 | $31.51M | 0.1% | — | — | COMMON | 693475105 |
| ACN | Accenture PLC | 421,300 | $31.02M | 0.1% | — | — | COMMON | G1151C101 |
| — | Actavis plc | 212,940 | $30.66M | 0.1% | — | — | COMMON | G0083B108 |
| TGT | Target Corp | 477,300 | $30.54M | 0.1% | — | — | COMMON | 87612E106 |
| MS | Morgan Stanley | 1,113,545 | $30.01M | 0.1% | — | — | COMMON | 617446448 |
| — | Mobile Telesystems OJSC | 1,332,335 | $29.66M | 0.1% | — | — | ADR | 607409109 |
| ADM | Archer-Daniels-Midland Co | 790,300 | $29.11M | 0.1% | — | — | COMMON | 039483102 |
| D | Dominion Resources Inc/VA | 463,000 | $28.93M | 0.1% | — | — | COMMON | 25746U109 |
| CTSH | Cognizant Technology Solutions Corp | 351,100 | $28.83M | 0.1% | — | — | COMMON | 192446102 |
| NEE | NextEra Energy Inc | 359,300 | $28.8M | 0.1% | — | — | COMMON | 65339F101 |
| — | Universal American Corp/NY | 3,763,259 | $28.68M | 0.1% | — | — | COMMON | 91338E101 |
| — | InterOil Corp | 400,000 | $28.52M | 0.1% | — | — | COMMON | 460951106 |
| DE | Deere & Co | 346,600 | $28.21M | 0.1% | — | — | COMMON | 244199105 |
| PSX | Phillips 66 | 485,950 | $28.1M | 0.1% | — | — | COMMON | 718546104 |
| ADP | Automatic Data Processing Inc | 386,500 | $27.98M | 0.1% | — | — | COMMON | 053015103 |
| — | Apache Corp | 321,640 | $27.38M | 0.1% | — | — | COMMON | 037411105 |
| FDX | FedEx Corp | 238,100 | $27.17M | 0.1% | — | — | COMMON | 31428X106 |
| — | MGIC Investment Corp | 24,680,000 | $27.03M | 0.1% | — | — | NOTE | 552848AD5 |
| — | National Oilwell Varco Inc | 341,900 | $26.71M | 0.1% | — | — | COMMON | 637071101 |
| — | Precision Castparts Corp | 116,500 | $26.47M | 0.1% | — | — | COMMON | 740189105 |
| GD | General Dynamics Corp | 302,000 | $26.43M | 0.1% | — | — | COMMON | 369550108 |
| GM | General Motors Co | 730,900 | $26.29M | 0.1% | — | — | COMMON | 37045V100 |
| LLY | Eli Lilly & Co | 520,500 | $26.2M | 0.1% | — | — | COMMON | 532457108 |
| LYB | LyondellBasell Industries NV | 356,382 | $26.1M | 0.1% | — | — | COMMON | N53745100 |
| ETN | Eaton Corp PLC | 378,907 | $26.08M | 0.1% | — | — | COMMON | G29183103 |
| — | Time Warner Cable Inc | 229,200 | $25.58M | 0.1% | — | — | COMMON | 88732J207 |
| ITW | Illinois Tool Works Inc | 331,500 | $25.28M | 0.1% | — | — | COMMON | 452308109 |
| — | Yahoo! Inc | 762,000 | $25.27M | 0.1% | — | — | COMMON | 984332106 |
| PRU | Prudential Financial Inc | 323,600 | $25.23M | 0.1% | — | — | COMMON | 744320102 |
| — | Hess Corp | 325,200 | $25.15M | 0.1% | — | — | COMMON | 42809H107 |
| AEM | Mines Agnico-Eagle Limit?e | 941,636 | $24.99M | 0.1% | — | — | COMMON | 008474108 |
| — | CBS Corp | 451,000 | $24.88M | 0.1% | — | — | COMMON | 124857202 |
| GIS | General Mills Inc | 513,600 | $24.61M | 0.1% | — | — | COMMON | 370334104 |
| — | DIRECTV | 410,800 | $24.55M | 0.1% | — | — | COMMON | 25490A309 |
| BK | Bank of New York Mellon Corp, The | 800,900 | $24.18M | 0.1% | — | — | COMMON | 064058100 |
| XLK | Technology Select Sector SPDR Fund | 752,000 | $24.09M | 0.1% | — | — | ETF | 81369Y803 |
| — | Terex Corp | 11,080,000 | $23.77M | 0.1% | — | — | NOTE | 880779AV5 |
| — | BlackRock Inc | 87,800 | $23.76M | 0.1% | — | — | COMMON | 09247X101 |
| — | Silver Wheaton Corp | 935,500 | $23.23M | 0.1% | — | — | COMMON | 828336107 |
| CRM | Salesforce.com Inc | 440,000 | $22.84M | 0.1% | — | — | COMMON | 79466L302 |
| — | Market Vectors Gold Miners ETF | 910,000 | $22.8M | 0.1% | — | — | ETF | 57060U100 |
| — | Aetna Inc | 353,599 | $22.64M | 0.1% | — | — | COMMON | 00817Y108 |
| BAP | Credicorp Ltd | 174,872 | $22.46M | 0.1% | — | — | COMMON | G2519Y108 |
| TXN | Texas Instruments Inc | 556,700 | $22.42M | 0.1% | — | — | COMMON | 882508104 |
| — | ACE Ltd | 236,800 | $22.16M | 0.1% | — | — | COMMON | H0023R105 |
| — | DDR Corp | 19,240,000 | $21.74M | 0.1% | — | — | NOTE | 251591AX1 |
| — | BB&T Corp | 636,800 | $21.49M | 0.1% | — | — | COMMON | 054937107 |
| ECL | Ecolab Inc | 216,300 | $21.36M | 0.1% | — | — | COMMON | 278865100 |
| TMO | Thermo Fisher Scientific Inc | 231,400 | $21.32M | 0.1% | — | — | COMMON | 883556102 |
| CSX | CSX Corp | 815,300 | $20.99M | 0.1% | — | — | COMMON | 126408103 |
| NOC | Northrop Grumman Corp | 220,300 | $20.99M | 0.1% | — | — | COMMON | 666807102 |
| — | Pioneer Natural Resources Co | 110,500 | $20.86M | 0.1% | — | — | COMMON | 723787107 |
| STT | State Street Corp | 310,500 | $20.41M | 0.1% | — | — | COMMON | 857477103 |
| EPHE | iShares MSCI Philippines ETF | 620,000 | $20.39M | 0.1% | — | — | ETF | 46429B408 |
| AMT | American Tower Corp | 274,900 | $20.38M | 0.1% | — | — | REIT | 03027X100 |
| — | Discover Financial Services | 401,800 | $20.31M | 0.1% | — | — | COMMON | 254709108 |
| EXC | Exelon Corp | 685,104 | $20.31M | 0.1% | — | — | COMMON | 30161N101 |
| AFL | Aflac Inc | 323,700 | $20.07M | 0.1% | — | — | COMMON | 001055102 |
| — | Raytheon Co | 258,300 | $19.91M | 0.1% | — | — | COMMON | 755111507 |
| WMB | Williams Cos Inc, The | 546,300 | $19.86M | 0.1% | — | — | COMMON | 969457100 |
| — | BioMarin Pharmaceutical Inc | 5,523,000 | $19.81M | 0.1% | — | — | NOTE | 09061GAD3 |
| — | Marathon Oil Corp | 567,500 | $19.79M | 0.1% | — | — | COMMON | 565849106 |
| EQT | EQT Corp | 220,518 | $19.56M | 0.1% | — | — | COMMON | 26884L109 |
| — | Spectra Energy Corp | 566,300 | $19.38M | 0.1% | — | — | COMMON | 847560109 |
| NSC | Norfolk Southern Corp | 249,900 | $19.33M | 0.1% | — | — | COMMON | 655844108 |
| — | Noble Energy Inc | 287,100 | $19.24M | 0.1% | — | — | COMMON | 655044105 |
| — | Cemex SAB de CV | 15,000,000 | $19.16M | 0.1% | — | — | NOTE | 151290BB8 |
| KMI | Kinder Morgan Inc/DE | 538,555 | $19.16M | 0.1% | — | — | COMMON | 49456B101 |
| XLE | Energy Select Sector SPDR Fund | 230,000 | $19.06M | 0.1% | — | — | ETF | 81369Y506 |
| SNY | Sanofi SA | 375,000 | $18.99M | 0.1% | — | — | ADR | 80105N105 |
| CAH | Cardinal Health Inc | 362,800 | $18.92M | 0.1% | — | — | COMMON | 14149Y108 |
| — | Crown Castle International Corp | 248,200 | $18.13M | 0.1% | — | — | COMMON | 228227104 |
| ISRG | Intuitive Surgical Inc | 47,500 | $17.87M | 0.1% | — | — | COMMON | 46120E602 |
| APD | Air Products & Chemicals Inc | 167,600 | $17.86M | 0.1% | — | — | COMMON | 009158106 |
| DVN | Devon Energy Corp | 305,800 | $17.66M | 0.1% | — | — | COMMON | 25179M103 |
| — | Citrix Systems Inc | 249,800 | $17.64M | 0.1% | — | — | COMMON | 177376100 |
| — | Baker Hughes Inc | 354,209 | $17.39M | 0.0% | — | — | COMMON | 057224107 |
| — | Xilinx Inc | 10,720,000 | $17.29M | 0.0% | — | — | NOTE | 983919AD3 |
| — | Whole Foods Market Inc | 295,500 | $17.29M | 0.0% | — | — | COMMON | 966837106 |
| — | TE Connectivity Ltd | 331,000 | $17.14M | 0.0% | — | — | COMMON | H84989104 |
| GLW | Corning Inc | 1,169,700 | $17.07M | 0.0% | — | — | COMMON | 219350105 |
| — | Chesapeake Energy Corp | 658,300 | $17.04M | 0.0% | — | — | COMMON | 165167107 |
| SCHW | Charles Schwab Corp, The | 804,800 | $17.01M | 0.0% | — | — | COMMON | 808513105 |
| AMAT | Applied Materials Inc | 961,800 | $16.87M | 0.0% | — | — | COMMON | 038222105 |
| NTAP | NetApp Inc | 394,308 | $16.8M | 0.0% | — | — | COMMON | 64110D104 |
| MRSH | Marsh & McLennan Cos Inc | 382,400 | $16.65M | 0.0% | — | — | COMMON | 571748102 |
| KR | Kroger Company, The | 411,600 | $16.6M | 0.0% | — | — | COMMON | 501044101 |
| — | United States Steel Corp | 15,947,000 | $16.51M | 0.0% | — | — | NOTE | 912909AE8 |
| — | Southwestern Energy Co | 451,100 | $16.41M | 0.0% | — | — | COMMON | 845467109 |
| — | SunTrust Banks Inc | 505,100 | $16.38M | 0.0% | — | — | COMMON | 867914103 |
| ALL | Allstate Corp, The | 322,600 | $16.31M | 0.0% | — | — | COMMON | 020002101 |
| — | Dell Inc | 1,176,800 | $16.2M | 0.0% | — | — | COMMON | 24702R101 |
| MPC | Marathon Petroleum Corp | 251,850 | $16.2M | 0.0% | — | — | COMMON | 56585A102 |
| CME | CME Group Inc/IL | 218,700 | $16.16M | 0.0% | — | — | COMMON | 12572Q105 |
| PSA | Public Storage | 100,600 | $16.15M | 0.0% | — | — | REIT | 74460D109 |
| CENX | Century Aluminum Co | 2,000,000 | $16.1M | 0.0% | — | — | COMMON | 156431108 |
| FITB | Fifth Third Bancorp | 887,100 | $16M | 0.0% | — | — | COMMON | 316773100 |
| — | Aon PLC | 213,800 | $15.91M | 0.0% | — | — | COMMON | G0408V102 |
| — | Chubb Corp, The | 177,900 | $15.88M | 0.0% | — | — | COMMON | 171232101 |
| IP | International Paper Co | 353,900 | $15.86M | 0.0% | — | — | COMMON | 460146103 |
| PCAR | PACCAR Inc | 283,100 | $15.76M | 0.0% | — | — | COMMON | 693718108 |
| REGN | Regeneron Pharmaceuticals Inc | 50,200 | $15.71M | 0.0% | — | — | COMMON | 75886F107 |
| — | Liberty Media Corp | 30,000,000 | $15.62M | 0.0% | — | — | NOTE | 530715AN1 |
| SRE | Sempra Energy | 182,100 | $15.59M | 0.0% | — | — | COMMON | 816851109 |
| KGC | Kinross Gold Corp | 3,081,029 | $15.56M | 0.0% | — | — | COMMON | 496902404 |
| — | Avago Technologies Ltd | 354,143 | $15.27M | 0.0% | — | — | COMMON | Y0486S104 |
| — | WellPoint Inc | 181,800 | $15.2M | 0.0% | — | — | COMMON | 94973V107 |
| — | Ciena Corp | 10,000,000 | $15.12M | 0.0% | — | — | NOTE | 171779AK7 |
| — | CenturyLink Inc | 481,482 | $15.11M | 0.0% | — | — | COMMON | 156700106 |
| CMI | Cummins Inc | 113,100 | $15.03M | 0.0% | — | — | COMMON | 231021106 |
| — | Seadrill Ltd | 331,187 | $14.86M | 0.0% | — | — | COMMON | G7945E105 |
| VLO | Valero Energy Corp | 434,000 | $14.82M | 0.0% | — | — | COMMON | 91913Y100 |
| — | Discovery Communications Inc | 174,639 | $14.74M | 0.0% | — | — | COMMON | 25470F104 |
| — | Alexion Pharmaceuticals Inc | 125,620 | $14.59M | 0.0% | — | — | COMMON | 015351109 |
| PCG | PG&E Corp | 355,800 | $14.56M | 0.0% | — | — | COMMON | 69331C108 |
| MU | Micron Technology Inc | 829,500 | $14.49M | 0.0% | — | — | COMMON | 595112103 |
| DAL | Delta Air Lines Inc | 610,000 | $14.39M | 0.0% | — | — | COMMON | 247361702 |
| BEN | Franklin Resources Inc | 283,000 | $14.31M | 0.0% | — | — | COMMON | 354613101 |
| — | Ingersoll-Rand PLC | 219,800 | $14.27M | 0.0% | — | — | COMMON | G47791101 |
| RVTY | PerkinElmer Inc | 376,300 | $14.21M | 0.0% | — | — | COMMON | 714046109 |
| EL | Estee Lauder Cos Inc, The | 202,500 | $14.15M | 0.0% | — | — | COMMON | 518439104 |
| RIG | Transocean Ltd | 317,905 | $14.12M | 0.0% | — | — | COMMON | H8817H100 |
| ADBE | Adobe Systems Inc | 269,800 | $14.01M | 0.0% | — | — | COMMON | 00724F101 |
| VFC | VF Corp | 70,200 | $13.97M | 0.0% | — | — | COMMON | 918204108 |
| — | Cigna Corp | 181,500 | $13.95M | 0.0% | — | — | COMMON | 125509109 |
| NI | NiSource Inc | 449,900 | $13.9M | 0.0% | — | — | COMMON | 65473P105 |
| HIG | Hartford Financial Services Group Inc | 446,204 | $13.89M | 0.0% | — | — | COMMON | 416515104 |
| — | Symantec Corp | 558,600 | $13.82M | 0.0% | — | — | COMMON | 871503108 |
| DG | Dollar General Corp | 239,786 | $13.54M | 0.0% | — | — | COMMON | 256677105 |
| — | Bed Bath & Beyond Inc | 174,400 | $13.49M | 0.0% | — | — | COMMON | 075896100 |
| — | Lorillard Inc | 299,500 | $13.41M | 0.0% | — | — | COMMON | 544147101 |
| A | Agilent Technologies Inc | 261,700 | $13.41M | 0.0% | — | — | COMMON | 00846U101 |
| — | Microchip Technology Inc | 8,520,000 | $13.36M | 0.0% | — | — | NOTE | 595017AB0 |
| PEG | Public Service Enterprise Group Inc | 404,600 | $13.32M | 0.0% | — | — | COMMON | 744573106 |
| — | Delphi Automotive PLC | 227,500 | $13.29M | 0.0% | — | — | COMMON | G27823106 |
| — | SBA Communications Corp | 5,000,000 | $13.26M | 0.0% | — | — | NOTE | 78388JAM8 |
| OMC | Omnicom Group Inc | 205,900 | $13.06M | 0.0% | — | — | COMMON | 681919106 |
| M | Macy's Inc | 301,800 | $13.06M | 0.0% | — | — | COMMON | 55616P104 |
| PLD | Prologis Inc | 347,068 | $13.06M | 0.0% | — | — | REIT | 74340W103 |
| — | TRW Automotive Holdings Corp | 5,320,000 | $13.05M | 0.0% | — | — | NOTE | 87264MAH2 |
| TROW | T Rowe Price Group Inc | 181,100 | $13.03M | 0.0% | — | — | COMMON | 74144T108 |
| PH | Parker Hannifin Corp | 119,400 | $12.98M | 0.0% | — | — | COMMON | 701094104 |
| — | HCP Inc | 316,700 | $12.97M | 0.0% | — | — | REIT | 40414L109 |
| CNP | CenterPoint Energy Inc | 540,320 | $12.95M | 0.0% | — | — | COMMON | 15189T107 |
| ED | Consolidated Edison Inc | 234,300 | $12.92M | 0.0% | — | — | COMMON | 209115104 |
| — | Gulfport Energy Corp | 200,000 | $12.87M | 0.0% | — | — | COMMON | 402635304 |
| GWW | WW Grainger Inc | 49,100 | $12.85M | 0.0% | — | — | COMMON | 384802104 |
| SYK | Stryker Corp | 189,100 | $12.78M | 0.0% | — | — | COMMON | 863667101 |
| FLR | Fluor Corp | 179,400 | $12.73M | 0.0% | — | — | COMMON | 343412102 |
| SHW | Sherwin-Williams Co, The | 69,800 | $12.72M | 0.0% | — | — | COMMON | 824348106 |
| ROST | Ross Stores Inc | 173,700 | $12.64M | 0.0% | — | — | COMMON | 778296103 |
| CTRA | Cabot Oil & Gas Corp | 336,700 | $12.57M | 0.0% | — | — | COMMON | 127097103 |
| VTR | Ventas Inc | 204,200 | $12.56M | 0.0% | — | — | REIT | 92276F100 |
| — | McGraw-Hill Cos Inc, The | 191,400 | $12.55M | 0.0% | — | — | COMMON | 580645109 |
| AMP | Ameriprise Financial Inc | 137,700 | $12.54M | 0.0% | — | — | COMMON | 03076C106 |
| EQR | Equity Residential | 233,390 | $12.5M | 0.0% | — | — | REIT | 29476L107 |
| — | Stewart Information Services Corp | 4,900,000 | $12.48M | 0.0% | — | — | NOTE | 860372AB7 |
| NUE | Nucor Corp | 254,400 | $12.47M | 0.0% | — | — | COMMON | 670346105 |
| BDX | Becton Dickinson and Co | 124,600 | $12.46M | 0.0% | — | — | COMMON | 075887109 |
| — | Health Care REIT Inc | 199,520 | $12.45M | 0.0% | — | — | REIT | 42217K106 |
| — | Reynolds American Inc | 254,500 | $12.41M | 0.0% | — | — | COMMON | 761713106 |
| DOV | Dover Corp | 136,600 | $12.27M | 0.0% | — | — | COMMON | 260003108 |
| — | Chart Industries Inc | 6,500,000 | $12.22M | 0.0% | — | — | NOTE | 16115QAC4 |
| FE | FirstEnergy Corp | 334,446 | $12.19M | 0.0% | — | — | COMMON | 337932107 |
| — | Energen Corp | 158,500 | $12.11M | 0.0% | — | — | COMMON | 29265N108 |
| — | Kellogg Co | 205,900 | $12.09M | 0.0% | — | — | COMMON | 487836108 |
| — | Sanchez Energy Corp | 456,000 | $12.04M | 0.0% | — | — | COMMON | 79970Y105 |
| EIX | Edison International | 258,700 | $11.92M | 0.0% | — | — | COMMON | 281020107 |
| — | L Brands Inc | 195,000 | $11.91M | 0.0% | — | — | COMMON | 501797104 |
| — | Chesapeake Energy Corp | 12,000,000 | $11.91M | 0.0% | — | — | NOTE | 165167CA3 |
| SCCO | Southern Copper Corp | 436,169 | $11.88M | 0.0% | — | — | COMMON | 84265V105 |
| ROK | Rockwell Automation Inc | 111,000 | $11.87M | 0.0% | — | — | COMMON | 773903109 |
| ADI | Analog Devices Inc | 248,200 | $11.68M | 0.0% | — | — | COMMON | 032654105 |
| WY | Weyerhaeuser Co | 406,263 | $11.63M | 0.0% | — | — | REIT | 962166104 |
| — | Cameron International Corp | 197,000 | $11.5M | 0.0% | — | — | COMMON | 13342B105 |
| MOS | Mosaic Company, The | 267,200 | $11.49M | 0.0% | — | — | COMMON | 61945C103 |
| HOG | Harley-Davidson Inc | 178,500 | $11.47M | 0.0% | — | — | COMMON | 412822108 |
| — | SanDisk Corp | 192,600 | $11.46M | 0.0% | — | — | COMMON | 80004C101 |
| — | SemGroup Corp | 200,000 | $11.4M | 0.0% | — | — | COMMON | 81663A105 |
| VRTX | Vertex Pharmaceuticals Inc | 149,800 | $11.36M | 0.0% | — | — | COMMON | 92532F100 |
| — | Broadcom Corp | 436,500 | $11.35M | 0.0% | — | — | COMMON | 111320107 |
| BXP | Boston Properties Inc | 105,900 | $11.32M | 0.0% | — | — | REIT | 101121101 |
| — | ViroPharma Inc | 5,300,000 | $11.31M | 0.0% | — | — | NOTE | 928241AH1 |
| MSI | Motorola Solutions Inc | 190,128 | $11.29M | 0.0% | — | — | COMMON | 620076307 |
| — | Convergys Corp | 6,260,000 | $11.2M | 0.0% | — | — | NOTE | 212485AE6 |
| NEM | Newmont Mining Corp | 398,000 | $11.18M | 0.0% | — | — | COMMON | 651639106 |
| HSY | Hershey Co, The | 120,200 | $11.12M | 0.0% | — | — | COMMON | 427866108 |
| ORLY | O'Reilly Automotive Inc | 87,100 | $11.11M | 0.0% | — | — | COMMON | 67103H107 |
| XEL | Xcel Energy Inc | 398,000 | $10.99M | 0.0% | — | — | COMMON | 98389B100 |
| — | GNC Holdings Inc | 200,000 | $10.93M | 0.0% | — | — | COMMON | 36191G107 |
| FIS | Fidelity National Information Services Inc | 233,700 | $10.85M | 0.0% | — | — | COMMON | 31620M106 |
| AVB | AvalonBay Communities Inc | 84,625 | $10.76M | 0.0% | — | — | REIT | 053484101 |
| WDC | Western Digital Corp | 168,900 | $10.71M | 0.0% | — | — | COMMON | 958102105 |
| — | Harvest Natural Resources Inc | 2,000,000 | $10.7M | 0.0% | — | — | COMMON | 41754V103 |
| — | Avis Budget Group Inc | 5,920,000 | $10.63M | 0.0% | — | — | NOTE | 053774AB1 |
| PAYX | Paychex Inc | 260,400 | $10.58M | 0.0% | — | — | COMMON | 704326107 |
| CMG | Chipotle Mexican Grill Inc | 24,637 | $10.56M | 0.0% | — | — | COMMON | 169656105 |
| FISV | Fiserv Inc | 104,400 | $10.55M | 0.0% | — | — | COMMON | 337738108 |
| — | FMC Technologies Inc | 189,500 | $10.5M | 0.0% | — | — | COMMON | 30249U101 |
| PGR | Progressive Corp, The | 385,200 | $10.49M | 0.0% | — | — | COMMON | 743315103 |
| — | Northeast Utilities | 251,798 | $10.39M | 0.0% | — | — | COMMON | 664397106 |
| — | Pentair Ltd | 159,860 | $10.38M | 0.0% | — | — | COMMON | H6169Q108 |
| — | Starwood Hotels & Resorts Worldwide Inc | 155,900 | $10.36M | 0.0% | — | — | COMMON | 85590A401 |
| — | L-3 Communications Holdings Inc | 108,600 | $10.26M | 0.0% | — | — | COMMON | 502424104 |
| CAG | ConAgra Foods Inc | 337,000 | $10.22M | 0.0% | — | — | COMMON | 205887102 |
| WYNN | Wynn Resorts Ltd | 64,700 | $10.22M | 0.0% | — | — | COMMON | 983134107 |
| SLM | SLM Corp | 410,174 | $10.21M | 0.0% | — | — | COMMON | 78442P106 |
| DLTR | Dollar Tree Inc | 178,500 | $10.2M | 0.0% | — | — | COMMON | 256746108 |
| VNO | Vornado Realty Trust | 120,900 | $10.16M | 0.0% | — | — | REIT | 929042109 |
| BSX | Boston Scientific Corp | 861,800 | $10.12M | 0.0% | — | — | COMMON | 101137107 |
| MTB | M&T Bank Corp | 90,345 | $10.11M | 0.0% | — | — | COMMON | 55261F104 |
| — | Ensco PLC | 186,700 | $10.04M | 0.0% | — | — | COMMON | G3157S106 |
| ZTS | Zoetis Inc | 321,015 | $9.99M | 0.0% | — | — | COMMON | 98978V103 |
| L | Loews Corp | 213,300 | $9.97M | 0.0% | — | — | COMMON | 540424108 |
| — | Xilinx Inc | 212,700 | $9.967M | 0.0% | — | — | COMMON | 983919101 |
| — | Dunkin' Brands Group Inc | 220,000 | $9.957M | 0.0% | — | — | COMMON | 265504100 |
| — | Cerner Corp | 188,980 | $9.931M | 0.0% | — | — | COMMON | 156782104 |
| RRC | Range Resources Corp | 130,600 | $9.911M | 0.0% | — | — | COMMON | 75281A109 |
| META | Facebook Inc | 197,200 | $9.907M | 0.0% | — | — | COMMON | 30303M102 |
| — | St Jude Medical Inc | 184,500 | $9.897M | 0.0% | — | — | COMMON | 790849103 |
| APH | Amphenol Corp | 127,400 | $9.858M | 0.0% | — | — | COMMON | 032095101 |
| IVZ | Invesco Ltd | 308,100 | $9.828M | 0.0% | — | — | COMMON | G491BT108 |
| CF | CF Industries Holdings Inc | 46,065 | $9.712M | 0.0% | — | — | COMMON | 125269100 |
| — | Jacobs Engineering Group Inc | 166,100 | $9.664M | 0.0% | — | — | COMMON | 469814107 |
| — | Juniper Networks Inc | 485,300 | $9.638M | 0.0% | — | — | COMMON | 48203R104 |
| EMN | Eastman Chemical Co | 123,400 | $9.613M | 0.0% | — | — | COMMON | 277432100 |
| — | Xerox Corp | 927,572 | $9.545M | 0.0% | — | — | COMMON | 984121103 |
| MCO | Moody's Corp | 135,100 | $9.502M | 0.0% | — | — | COMMON | 615369105 |
| MAS | Masco Corp | 446,500 | $9.502M | 0.0% | — | — | COMMON | 574599106 |
| HUM | Humana Inc | 100,300 | $9.361M | 0.0% | — | — | COMMON | 444859102 |
| — | Monster Beverage Corp | 179,100 | $9.358M | 0.0% | — | — | COMMON | 611740101 |
| — | Mylan Inc/PA | 245,100 | $9.355M | 0.0% | — | — | COMMON | 628530107 |
| — | Riverbed Technology Inc | 640,000 | $9.338M | 0.0% | — | — | COMMON | 768573107 |
| BWA | BorgWarner Inc | 91,700 | $9.297M | 0.0% | — | — | COMMON | 099724106 |
| WHR | Whirlpool Corp | 63,400 | $9.284M | 0.0% | — | — | COMMON | 963320106 |
| — | Tyco International Ltd | 264,900 | $9.266M | 0.0% | — | — | COMMON | H89128104 |
| EFX | Equifax Inc | 154,800 | $9.265M | 0.0% | — | — | COMMON | 294429105 |
| DTE | DTE Energy Co | 139,800 | $9.224M | 0.0% | — | — | COMMON | 233331107 |
| HST | Host Hotels & Resorts Inc | 521,900 | $9.222M | 0.0% | — | — | REIT | 44107P104 |
| — | Avon Products Inc | 446,800 | $9.204M | 0.0% | — | — | COMMON | 054303102 |
| — | Akorn Inc | 4,000,000 | $9.201M | 0.0% | — | — | NOTE | 009728AB2 |
| — | IntercontinentalExchange Inc | 50,600 | $9.18M | 0.0% | — | — | COMMON | 45865V100 |
| TSN | Tyson Foods Inc | 323,300 | $9.143M | 0.0% | — | — | COMMON | 902494103 |
| COR | AmerisourceBergen Corp | 148,200 | $9.055M | 0.0% | — | — | COMMON | 03073E105 |
| — | Mead Johnson Nutrition Co | 121,800 | $9.045M | 0.0% | — | — | COMMON | 582839106 |
| GAP | Gap Inc, The | 223,800 | $9.015M | 0.0% | — | — | COMMON | 364760108 |
| ETR | Entergy Corp | 142,600 | $9.011M | 0.0% | — | — | COMMON | 29364G103 |
| RF | Regions Financial Corp | 971,700 | $8.998M | 0.0% | — | — | COMMON | 7591EP100 |
| MDU | MDU Resources Group Inc | 321,300 | $8.987M | 0.0% | — | — | COMMON | 552690109 |
| AME | AMETEK Inc | 195,275 | $8.987M | 0.0% | — | — | COMMON | 031100100 |
| — | TIBCO Software Inc | 350,000 | $8.956M | 0.0% | — | — | COMMON | 88632Q103 |
| — | General Cable Corp | 7,696,000 | $8.858M | 0.0% | — | — | NOTE | 369300AL2 |
| — | Regis Corp | 8,000,000 | $8.857M | 0.0% | — | — | NOTE | 758932AA5 |
| SJM | JM Smucker Company, The | 84,300 | $8.855M | 0.0% | — | — | COMMON | 832696405 |
| OKE | ONEOK Inc | 164,950 | $8.795M | 0.0% | — | — | COMMON | 682680103 |
| KMX | CarMax Inc | 178,900 | $8.671M | 0.0% | — | — | COMMON | 143130102 |
| — | DR Horton Inc | 5,725,000 | $8.643M | 0.0% | — | — | NOTE | 23331ABB4 |
| NTRS | Northern Trust Corp | 157,100 | $8.545M | 0.0% | — | — | COMMON | 665859104 |
| BF/B | Brown-Forman Corp | 125,200 | $8.53M | 0.0% | — | — | COMMON | 115637209 |
| MUR | Murphy Oil Corp | 141,200 | $8.517M | 0.0% | — | — | COMMON | 626717102 |
| KSS | Kohl's Corp | 164,100 | $8.492M | 0.0% | — | — | COMMON | 500255104 |
| — | Qlik Technologies Inc | 244,000 | $8.355M | 0.0% | — | — | COMMON | 74733T105 |
| — | Life Technologies Corp | 110,900 | $8.299M | 0.0% | — | — | COMMON | 53217V109 |
| WU | Western Union Co, The | 442,100 | $8.25M | 0.0% | — | — | COMMON | 959802109 |
| — | Beam Inc | 127,500 | $8.243M | 0.0% | — | — | COMMON | 073730103 |
| — | PHH Corp | 7,500,000 | $8.206M | 0.0% | — | — | NOTE | 693320AN3 |
| AEP | American Electric Power Co Inc | 189,200 | $8.202M | 0.0% | — | — | COMMON | 025537101 |
| PFG | Principal Financial Group Inc | 190,800 | $8.17M | 0.0% | — | — | COMMON | 74251V102 |
| BBY | Best Buy Co Inc | 216,000 | $8.1M | 0.0% | — | — | COMMON | 086516101 |
| — | Coca-Cola Enterprises Inc | 200,300 | $8.054M | 0.0% | — | — | COMMON | 19122T109 |
| RL | Ralph Lauren Corp | 48,539 | $7.996M | 0.0% | — | — | COMMON | 751212101 |
| — | Informatica Corp | 205,000 | $7.989M | 0.0% | — | — | COMMON | 45666Q102 |
| RHI | Robert Half International Inc | 202,100 | $7.888M | 0.0% | — | — | COMMON | 770323103 |
| FMC | FMC Corp | 109,000 | $7.817M | 0.0% | — | — | COMMON | 302491303 |
| PVH | PVH Corp | 65,200 | $7.739M | 0.0% | — | — | COMMON | 693656100 |
| MAR | Marriott International Inc/DE | 184,000 | $7.739M | 0.0% | — | — | COMMON | 571903202 |
| LNC | Lincoln National Corp | 184,100 | $7.73M | 0.0% | — | — | COMMON | 534187109 |
| — | Joy Global Inc | 150,900 | $7.702M | 0.0% | — | — | COMMON | 481165108 |
| — | Noble Corp | 202,700 | $7.656M | 0.0% | — | — | COMMON | H5833N103 |
| STZ | Constellation Brands Inc | 132,200 | $7.588M | 0.0% | — | — | COMMON | 21036P108 |
| — | Energy XXI Bermuda Ltd | 250,000 | $7.55M | 0.0% | — | — | COMMON | G10082140 |
| — | Cypress Semiconductor Corp | 800,000 | $7.472M | 0.0% | — | — | COMMON | 232806109 |
| — | Perrigo Co | 60,500 | $7.464M | 0.0% | — | — | COMMON | 714290103 |
| — | FEI Co | 85,000 | $7.463M | 0.0% | — | — | COMMON | 30241L109 |
| AKAM | Akamai Technologies Inc | 142,500 | $7.367M | 0.0% | — | — | COMMON | 00971T101 |
| FAST | Fastenal Co | 146,400 | $7.357M | 0.0% | — | — | COMMON | 311900104 |
| ADSK | Autodesk Inc | 178,600 | $7.353M | 0.0% | — | — | COMMON | 052769106 |
| LUV | Southwest Airlines Co | 502,600 | $7.318M | 0.0% | — | — | COMMON | 844741108 |
| RSG | Republic Services Inc | 219,300 | $7.316M | 0.0% | — | — | COMMON | 760759100 |
| — | Dr Pepper Snapple Group Inc | 162,800 | $7.297M | 0.0% | — | — | COMMON | 26138E109 |
| — | Rockwell Collins Inc | 107,300 | $7.281M | 0.0% | — | — | COMMON | 774341101 |
| TDC | Teradata Corp | 130,500 | $7.235M | 0.0% | — | — | COMMON | 88076W103 |
| — | Burger King Worldwide Inc | 370,000 | $7.222M | 0.0% | — | — | COMMON | 121220107 |
| NVDA | NVIDIA Corp | 462,800 | $7.201M | 0.0% | — | — | COMMON | 67066G104 |
| LNG | Cheniere Energy Inc | 210,300 | $7.18M | 0.0% | — | — | COMMON | 16411R208 |
| — | NYSE Euronext | 169,100 | $7.099M | 0.0% | — | — | COMMON | 629491101 |
| — | DryShips Inc | 2,000,000 | $7.08M | 0.0% | — | — | COMMON | Y2109Q101 |
| NRG | NRG Energy Inc | 258,280 | $7.059M | 0.0% | — | — | COMMON | 629377508 |
| — | Red Hat Inc | 151,400 | $6.986M | 0.0% | — | — | COMMON | 756577102 |
| ROP | Roper Industries Inc | 52,300 | $6.949M | 0.0% | — | — | COMMON | 776696106 |
| — | Alcoa Inc | 855,400 | $6.946M | 0.0% | — | — | COMMON | 013817101 |
| — | Tiffany & Co | 90,100 | $6.903M | 0.0% | — | — | COMMON | 886547108 |
| — | Pall Corp | 89,400 | $6.887M | 0.0% | — | — | COMMON | 696429307 |
| MXL | MaxLinear Inc | 830,200 | $6.882M | 0.0% | — | — | COMMON | 57776J100 |
| NFLX | Netflix Inc | 22,184 | $6.86M | 0.0% | — | — | COMMON | 64110L106 |
| TRIP | TripAdvisor Inc | 89,950 | $6.822M | 0.0% | — | — | COMMON | 896945201 |
| — | Green Mountain Coffee Roasters Inc | 89,979 | $6.778M | 0.0% | — | — | COMMON | 393122106 |
| AEE | Ameren Corp | 194,100 | $6.762M | 0.0% | — | — | COMMON | 023608102 |
| — | Dun & Bradstreet Corp, The | 65,100 | $6.761M | 0.0% | — | — | COMMON | 26483E100 |
| MKC | McCormick & Co Inc/MD | 104,000 | $6.729M | 0.0% | — | — | COMMON | 579780206 |
| — | Lam Research Corp | 130,462 | $6.678M | 0.0% | — | — | COMMON | 512807108 |
| — | Scripps Networks Interactive Inc | 84,700 | $6.616M | 0.0% | — | — | COMMON | 811065101 |
| AES | AES Corp/VA | 494,500 | $6.572M | 0.0% | — | — | COMMON | 00130H105 |
| ON | ON Semiconductor Corp | 900,000 | $6.57M | 0.0% | — | — | COMMON | 682189105 |
| — | Nordstrom Inc | 116,800 | $6.564M | 0.0% | — | — | COMMON | 655664100 |
| — | ADT Corp/The | 160,800 | $6.538M | 0.0% | — | — | COMMON | 00101J106 |
| — | Laredo Petroleum Holdings Inc | 220,000 | $6.53M | 0.0% | — | — | COMMON | 516806106 |
| — | Auxilium Pharmaceuticals Inc | 358,000 | $6.526M | 0.0% | — | — | COMMON | 05334D107 |
| — | Wyndham Worldwide Corp | 106,600 | $6.499M | 0.0% | — | — | COMMON | 98310W108 |
| — | Forest Laboratories Inc | 151,500 | $6.483M | 0.0% | — | — | COMMON | 345838106 |
| DVA | DaVita HealthCare Partners Inc | 113,000 | $6.43M | 0.0% | — | — | COMMON | 23918K108 |
| MCHP | Microchip Technology Inc | 157,800 | $6.358M | 0.0% | — | — | COMMON | 595017104 |
| NWL | Newell Rubbermaid Inc | 230,400 | $6.336M | 0.0% | — | — | COMMON | 651229106 |
| — | Nielsen Holdings NV | 173,224 | $6.314M | 0.0% | — | — | COMMON | N63218106 |
| EA | Electronic Arts Inc | 244,700 | $6.252M | 0.0% | — | — | COMMON | 285512109 |
| — | CIT Group Inc | 126,643 | $6.176M | 0.0% | — | — | COMMON | 125581801 |
| — | Safeway Inc | 193,000 | $6.174M | 0.0% | — | — | COMMON | 786514208 |
| FORM | FormFactor Inc | 900,000 | $6.174M | 0.0% | — | — | COMMON | 346375108 |
| — | CONSOL Energy Inc | 183,065 | $6.16M | 0.0% | — | — | COMMON | 20854P109 |
| — | XL Group PLC | 199,200 | $6.139M | 0.0% | — | — | COMMON | G98290102 |
| — | Computer Sciences Corp | 118,400 | $6.126M | 0.0% | — | — | COMMON | 205363104 |
| CNO | CNO Financial Group Inc | 421,479 | $6.069M | 0.0% | — | — | COMMON | 12621E103 |
| PBI | Pitney Bowes Inc | 332,500 | $6.048M | 0.0% | — | — | COMMON | 724479100 |
| — | Kansas City Southern | 55,100 | $6.026M | 0.0% | — | — | COMMON | 485170302 |
| DGX | Quest Diagnostics Inc | 97,300 | $6.012M | 0.0% | — | — | COMMON | 74834L100 |
| — | Leucadia National Corp | 218,100 | $5.941M | 0.0% | — | — | COMMON | 527288104 |
| HP | Helmerich & Payne Inc | 85,179 | $5.873M | 0.0% | — | — | COMMON | 423452101 |
| HRB | H&R Block Inc | 218,900 | $5.836M | 0.0% | — | — | COMMON | 093671105 |
| WAT | Waters Corp | 54,800 | $5.82M | 0.0% | — | — | COMMON | 941848103 |
| — | Interpublic Group of Cos Inc, The | 338,400 | $5.814M | 0.0% | — | — | COMMON | 460690100 |
| — | Dean Foods Co | 300,000 | $5.79M | 0.0% | — | — | COMMON | 242370203 |
| KIM | Kimco Realty Corp | 285,100 | $5.753M | 0.0% | — | — | REIT | 49446R109 |
| BVN | Cia de Minas Buenaventura SAA | 490,829 | $5.748M | 0.0% | — | — | ADR | 204448104 |
| — | Laboratory Corp of America Holdings | 57,700 | $5.72M | 0.0% | — | — | COMMON | 50540R409 |
| — | Family Dollar Stores Inc | 78,000 | $5.618M | 0.0% | — | — | COMMON | 307000109 |
| — | Airgas Inc | 52,900 | $5.61M | 0.0% | — | — | COMMON | 009363102 |
| CMS | CMS Energy Corp | 212,800 | $5.601M | 0.0% | — | — | COMMON | 125896100 |
| VRSN | VeriSign Inc | 109,900 | $5.593M | 0.0% | — | — | COMMON | 92343E102 |
| UNM | Unum Group | 183,500 | $5.586M | 0.0% | — | — | COMMON | 91529Y106 |
| — | Staples Inc | 378,700 | $5.548M | 0.0% | — | — | COMMON | 855030102 |
| — | Zynga Inc | 1,500,000 | $5.52M | 0.0% | — | — | COMMON | 98986T108 |
| MAC | Macerich Company, The | 97,732 | $5.516M | 0.0% | — | — | REIT | 554382101 |
| — | RF Micro Devices Inc | 975,000 | $5.499M | 0.0% | — | — | COMMON | 749941100 |
| — | Denbury Resources Inc | 298,295 | $5.492M | 0.0% | — | — | COMMON | 247916208 |
| FTNT | Fortinet Inc | 270,000 | $5.47M | 0.0% | — | — | COMMON | 34959E109 |
| — | MeadWestvaco Corp | 142,000 | $5.45M | 0.0% | — | — | COMMON | 583334107 |
| — | ON Semiconductor Corp | 5,000,000 | $5.439M | 0.0% | — | — | NOTE | 682189AG0 |
| VMC | Vulcan Materials Co | 104,000 | $5.388M | 0.0% | — | — | COMMON | 929160109 |
| IFF | International Flavors & Fragrances Inc | 65,400 | $5.382M | 0.0% | — | — | COMMON | 459506101 |
| FFIV | F5 Networks Inc | 62,725 | $5.379M | 0.0% | — | — | COMMON | 315616102 |
| NWSA | News Corp | 333,820 | $5.361M | 0.0% | — | — | COMMON | 65249B109 |
| — | Marin Software Inc | 425,000 | $5.334M | 0.0% | — | — | COMMON | 56804T106 |
| — | Plum Creek Timber Co Inc | 113,500 | $5.315M | 0.0% | — | — | REIT | 729251108 |
| — | Ivanhoe Energy Inc | 6,480,940 | $5.296M | 0.0% | — | — | COMMON | 465790301 |
| — | Conn's Inc | 105,000 | $5.254M | 0.0% | — | — | COMMON | 208242107 |
| LSCC | Lattice Semiconductor Corp | 1,175,000 | $5.241M | 0.0% | — | — | COMMON | 518415104 |
| — | Nuance Communications Inc | 280,100 | $5.236M | 0.0% | — | — | COMMON | 67020Y100 |
| BALL | Ball Corp | 115,600 | $5.188M | 0.0% | — | — | COMMON | 058498106 |
| — | Varian Medical Systems Inc | 69,100 | $5.164M | 0.0% | — | — | COMMON | 92220P105 |
| — | SCANA Corp | 111,100 | $5.115M | 0.0% | — | — | COMMON | 80589M102 |
| — | Harris Corp | 85,900 | $5.094M | 0.0% | — | — | COMMON | 413875105 |
| — | CareFusion Corp | 137,400 | $5.07M | 0.0% | — | — | COMMON | 14170T101 |
| — | Goldcorp Inc | 5,000,000 | $5.061M | 0.0% | — | — | NOTE | 380956AB8 |
| CMA | Comerica Inc | 128,704 | $5.059M | 0.0% | — | — | COMMON | 200340107 |
| AFG | American Financial Group Inc/OH | 91,754 | $4.96M | 0.0% | — | — | COMMON | 025932104 |
| — | General Cable Corp | 4,860,000 | $4.874M | 0.0% | — | — | NOTE | 369300AD0 |
| EXLS | ExlService Holdings Inc | 170,000 | $4.842M | 0.0% | — | — | COMMON | 302081104 |
| CINF | Cincinnati Financial Corp | 102,600 | $4.839M | 0.0% | — | — | COMMON | 172062101 |
| PNW | Pinnacle West Capital Corp | 88,000 | $4.817M | 0.0% | — | — | COMMON | 723484101 |
| SYY | Sysco Corp | 151,200 | $4.813M | 0.0% | — | — | COMMON | 871829107 |
| — | Tesoro Corp | 108,000 | $4.75M | 0.0% | — | — | COMMON | 881609101 |
| FOSL | Fossil Group Inc | 40,500 | $4.708M | 0.0% | — | — | COMMON | 34988V106 |
| LEN | Lennar Corp | 132,200 | $4.68M | 0.0% | — | — | COMMON | 526057104 |
| HBAN | Huntington Bancshares Inc/OH | 565,400 | $4.67M | 0.0% | — | — | COMMON | 446150104 |
| GME | GameStop Corp | 93,752 | $4.655M | 0.0% | — | — | COMMON | 36467W109 |
| — | Torchmark Corp | 63,750 | $4.612M | 0.0% | — | — | COMMON | 891027104 |
| PHM | PulteGroup Inc | 279,500 | $4.612M | 0.0% | — | — | COMMON | 745867101 |
| — | Cyan Inc | 458,801 | $4.611M | 0.0% | — | — | COMMON | 23247W104 |
| HRL | Hormel Foods Corp | 109,000 | $4.591M | 0.0% | — | — | COMMON | 440452100 |
| UCB | United Community Banks Inc/GA | 300,000 | $4.5M | 0.0% | — | — | COMMON | 90984P303 |
| EXPE | Expedia Inc | 86,300 | $4.469M | 0.0% | — | — | COMMON | 30212P303 |
| CBRE | CBRE Group Inc | 193,000 | $4.464M | 0.0% | — | — | COMMON | 12504L109 |
| DHI | DR Horton Inc | 228,000 | $4.43M | 0.0% | — | — | COMMON | 23331A109 |
| — | Demand Media Inc | 694,223 | $4.387M | 0.0% | — | — | COMMON | 24802N109 |
| HAS | Hasbro Inc | 92,497 | $4.36M | 0.0% | — | — | COMMON | 418056107 |
| GNW | Genworth Financial, Inc. | 336,400 | $4.303M | 0.0% | — | — | COMMON | 37247D106 |
| — | Stericycle Inc | 36,800 | $4.247M | 0.0% | — | — | COMMON | 858912108 |
| SEE | Sealed Air Corp | 155,500 | $4.228M | 0.0% | — | — | COMMON | 81211K100 |
| CTAS | Cintas Corp | 82,300 | $4.214M | 0.0% | — | — | COMMON | 172908105 |
| AGCO | AGCO Corp | 69,500 | $4.199M | 0.0% | — | — | COMMON | 001084102 |
| — | Gannett Co Inc | 156,100 | $4.182M | 0.0% | — | — | COMMON | 364730101 |
| — | Portfolio Recovery Associates Inc | 69,000 | $4.136M | 0.0% | — | — | COMMON | 73640Q105 |
| CHRW | CH Robinson Worldwide Inc | 68,600 | $4.086M | 0.0% | — | — | COMMON | 12541W209 |
| — | Intersil Corp | 360,000 | $4.043M | 0.0% | — | — | COMMON | 46069S109 |
| — | WNS Holdings Ltd | 189,000 | $4.011M | 0.0% | — | — | ADR | 92932M101 |
| — | QEP Resources Inc | 143,500 | $3.974M | 0.0% | — | — | COMMON | 74733V100 |
| — | International Game Technology | 208,600 | $3.949M | 0.0% | — | — | COMMON | 459902102 |
| SNA | Snap-on Inc | 39,600 | $3.94M | 0.0% | — | — | COMMON | 833034101 |
| — | Mines Richmont Inc | 2,730,000 | $3.931M | 0.0% | — | — | COMMON | 76547T106 |
| — | Total System Services Inc | 133,500 | $3.928M | 0.0% | — | — | COMMON | 891906109 |
| — | Owens-Illinois Inc | 130,500 | $3.918M | 0.0% | — | — | COMMON | 690768403 |
| — | Jive Software Inc | 310,000 | $3.875M | 0.0% | — | — | COMMON | 47760A108 |
| — | Howard Hughes Corp/The | 34,321 | $3.857M | 0.0% | — | — | COMMON | 44267D107 |
| — | Windstream Holdings Inc | 474,153 | $3.793M | 0.0% | — | — | COMMON | 97382A101 |
| — | Constant Contact Inc | 160,000 | $3.79M | 0.0% | — | — | COMMON | 210313102 |
| GT | Goodyear Tire & Rubber Company, The | 167,600 | $3.763M | 0.0% | — | — | COMMON | 382550101 |
| — | Peabody Energy Corp | 215,800 | $3.723M | 0.0% | — | — | COMMON | 704549104 |
| — | AGL Resources Inc | 80,854 | $3.722M | 0.0% | — | — | COMMON | 001204106 |
| EXPD | Expeditors International of Washington Inc | 84,100 | $3.705M | 0.0% | — | — | COMMON | 302130109 |
| — | QIAGEN NV | 171,357 | $3.696M | 0.0% | — | — | COMMON | N72482107 |
| — | Pepco Holdings Inc | 199,100 | $3.675M | 0.0% | — | — | COMMON | 713291102 |
| — | Limelight Networks Inc | 1,900,000 | $3.667M | 0.0% | — | — | COMMON | 53261M104 |
| — | Entree Gold Inc | 12,531,400 | $3.657M | 0.0% | — | — | COMMON | 29383G100 |
| — | Rowan Cos Plc | 99,300 | $3.646M | 0.0% | — | — | COMMON | G7665A101 |
| DLX | Deluxe Corp | 87,000 | $3.624M | 0.0% | — | — | COMMON | 248019101 |
| — | Con-way Inc | 84,000 | $3.62M | 0.0% | — | — | COMMON | 205944101 |
| — | Molex Inc | 93,500 | $3.602M | 0.0% | — | — | COMMON | 608554101 |
| — | RR Donnelley & Sons Co | 228,000 | $3.602M | 0.0% | — | — | COMMON | 257867101 |
| — | Swift Transportation Co | 178,000 | $3.594M | 0.0% | — | — | COMMON | 87074U101 |
| — | Iron Mountain Inc | 132,711 | $3.586M | 0.0% | — | — | COMMON | 462846106 |
| CSL | Carlisle Cos Inc | 51,000 | $3.585M | 0.0% | — | — | COMMON | 142339100 |
| OSK | Oshkosh Corp | 73,000 | $3.576M | 0.0% | — | — | COMMON | 688239201 |
| — | FLIR Systems Inc | 113,600 | $3.567M | 0.0% | — | — | COMMON | 302445101 |
| — | Integrys Energy Group Inc | 63,600 | $3.555M | 0.0% | — | — | COMMON | 45822P105 |
| AIT | Applied Industrial Technologies Inc | 69,000 | $3.554M | 0.0% | — | — | COMMON | 03820C105 |
| FCN | FTI Consulting Inc | 94,000 | $3.553M | 0.0% | — | — | COMMON | 302941109 |
| — | Altera Corp | 95,600 | $3.552M | 0.0% | — | — | COMMON | 021441100 |
| — | Atlas Air Worldwide Holdings Inc | 77,000 | $3.55M | 0.0% | — | — | COMMON | 049164205 |
| — | Babcock & Wilcox Co/The | 105,000 | $3.541M | 0.0% | — | — | COMMON | 05615F102 |
| — | Beacon Roofing Supply Inc | 96,000 | $3.54M | 0.0% | — | — | COMMON | 073685109 |
| TRN | Trinity Industries Inc | 78,000 | $3.537M | 0.0% | — | — | COMMON | 896522109 |
| ACM | AECOM Technology Corp | 113,000 | $3.534M | 0.0% | — | — | COMMON | 00766T100 |
| RRX | Regal-Beloit Corp | 52,000 | $3.532M | 0.0% | — | — | COMMON | 758750103 |
| — | Towers Watson & Co | 33,000 | $3.53M | 0.0% | — | — | COMMON | 891894107 |
| TWI | Titan International Inc | 241,000 | $3.528M | 0.0% | — | — | COMMON | 88830M102 |
| OPLN | KAR Auction Services Inc | 125,000 | $3.526M | 0.0% | — | — | COMMON | 48238T109 |
| — | Esterline Technologies Corp | 44,000 | $3.515M | 0.0% | — | — | COMMON | 297425100 |
| OC | Owens Corning | 92,500 | $3.513M | 0.0% | — | — | COMMON | 690742101 |
| — | Exelis Inc | 223,000 | $3.503M | 0.0% | — | — | COMMON | 30162A108 |
| TEX | Terex Corp | 104,000 | $3.494M | 0.0% | — | — | COMMON | 880779103 |
| — | Briggs & Stratton Corp | 173,000 | $3.481M | 0.0% | — | — | COMMON | 109043109 |
| — | Diamond Offshore Drilling Inc | 55,700 | $3.471M | 0.0% | — | — | COMMON | 25271C102 |
| KMT | Kennametal Inc | 76,000 | $3.466M | 0.0% | — | — | COMMON | 489170100 |
| ZION | Zions Bancorporation | 125,711 | $3.447M | 0.0% | — | — | COMMON | 989701107 |
| EMBJ | Embraer SA | 106,000 | $3.442M | 0.0% | — | — | ADR | 29082A107 |
| LEG | Leggett & Platt Inc | 113,700 | $3.428M | 0.0% | — | — | COMMON | 524660107 |
| — | LSI Corp | 437,800 | $3.424M | 0.0% | — | — | COMMON | 502161102 |
| AVY | Avery Dennison Corp | 78,600 | $3.421M | 0.0% | — | — | COMMON | 053611109 |
| FLS | Flowserve Corp | 54,700 | $3.413M | 0.0% | — | — | COMMON | 34354P105 |
| — | Nabors Industries Ltd | 211,700 | $3.4M | 0.0% | — | — | COMMON | G6359F103 |
| CAR | Avis Budget Group Inc | 117,000 | $3.373M | 0.0% | — | — | COMMON | 053774105 |
| VMI | Valmont Industries Inc | 24,000 | $3.334M | 0.0% | — | — | COMMON | 920253101 |
| — | Frontier Communications Corp | 799,350 | $3.333M | 0.0% | — | — | COMMON | 35906A108 |
| EW | Edwards Lifesciences Corp | 47,100 | $3.28M | 0.0% | — | — | COMMON | 28176E108 |
| URBN | Urban Outfitters Inc | 88,233 | $3.244M | 0.0% | — | — | COMMON | 917047102 |
| LVS | Las Vegas Sands Corp | 48,800 | $3.241M | 0.0% | — | — | COMMON | 517834107 |
| — | E*TRADE Financial Corp | 195,626 | $3.228M | 0.0% | — | — | COMMON | 269246401 |
| — | People's United Financial Inc | 223,650 | $3.216M | 0.0% | — | — | COMMON | 712704105 |
| — | Pactera Technology International Ltd | 525,000 | $3.092M | 0.0% | — | — | ADR | 695255109 |
| — | Harman International Industries Inc | 46,400 | $3.073M | 0.0% | — | — | COMMON | 413086109 |
| — | Hudson City Bancorp Inc | 330,800 | $2.994M | 0.0% | — | — | COMMON | 443683107 |
| — | Synovus Financial Corp | 889,680 | $2.936M | 0.0% | — | — | COMMON | 87161C105 |
| NWE | NorthWestern Corp | 65,000 | $2.92M | 0.0% | — | — | COMMON | 668074305 |
| PRA | ProAssurance Corp | 64,624 | $2.912M | 0.0% | — | — | COMMON | 74267C106 |
| — | LinkedIn Corp | 11,730 | $2.886M | 0.0% | — | — | COMMON | 53578A108 |
| — | Hornbeck Offshore Services Inc | 50,000 | $2.872M | 0.0% | — | — | COMMON | 440543106 |
| THC | Tenet Healthcare Corp | 69,200 | $2.85M | 0.0% | — | — | COMMON | 88033G407 |
| — | Cablevision Systems Corp | 168,500 | $2.838M | 0.0% | — | — | COMMON | 12686C109 |
| AIZ | Assurant Inc | 52,200 | $2.824M | 0.0% | — | — | COMMON | 04621X108 |
| AGO | Assured Guaranty Ltd | 150,000 | $2.813M | 0.0% | — | — | COMMON | G0585R106 |
| — | Apartment Investment & Management Co | 99,400 | $2.777M | 0.0% | — | — | REIT | 03748R101 |
| IXJ | iShares Global Healthcare ETF | 34,820 | $2.767M | 0.0% | — | — | ETF | 464287325 |
| — | Soci?t? Aurif?re Barrick | 148,088 | $2.763M | 0.0% | — | — | COMMON | 067901108 |
| — | Bemis Co Inc | 70,100 | $2.735M | 0.0% | — | — | COMMON | 081437105 |
| JBL | Jabil Circuit Inc | 125,700 | $2.725M | 0.0% | — | — | COMMON | 466313103 |
| — | CA Inc | 91,100 | $2.703M | 0.0% | — | — | COMMON | 12673P105 |
| CPB | Campbell Soup Co | 65,800 | $2.679M | 0.0% | — | — | COMMON | 134429109 |
| — | WPX Energy Inc | 136,733 | $2.633M | 0.0% | — | — | COMMON | 98212B103 |
| — | Athlon Energy Inc | 80,000 | $2.616M | 0.0% | — | — | COMMON | 047477104 |
| NDAQ | NASDAQ OMX Group Inc, The | 80,400 | $2.58M | 0.0% | — | — | COMMON | 631103108 |
| — | Gulfmark Offshore Inc | 50,000 | $2.545M | 0.0% | — | — | COMMON | 402629208 |
| — | Comcast Corp | 58,600 | $2.541M | 0.0% | — | — | COMMON | 20030N200 |
| — | Newfield Exploration Co | 92,500 | $2.532M | 0.0% | — | — | COMMON | 651290108 |
| — | Legg Mason Inc | 75,700 | $2.531M | 0.0% | — | — | COMMON | 524901105 |
| — | Goodrich Petroleum Corp | 100,000 | $2.429M | 0.0% | — | — | COMMON | 382410405 |
| — | Preferred Apartment Communities | 290,909 | $2.428M | 0.0% | — | — | REIT | 74039L103 |
| — | JDS Uniphase Corp | 161,900 | $2.382M | 0.0% | — | — | COMMON | 46612J507 |
| FANG | Diamondback Energy Inc | 55,000 | $2.345M | 0.0% | — | — | COMMON | 25278X109 |
| AN | AutoNation Inc | 43,800 | $2.285M | 0.0% | — | — | COMMON | 05329W102 |
| — | HMS Holdings Corp | 105,000 | $2.259M | 0.0% | — | — | COMMON | 40425J101 |
| ATI | Allegheny Technologies Inc | 73,600 | $2.246M | 0.0% | — | — | COMMON | 01741R102 |
| TER | Teradyne Inc | 130,500 | $2.156M | 0.0% | — | — | COMMON | 880770102 |
| SIG | Signet Jewelers Ltd | 30,000 | $2.15M | 0.0% | — | — | COMMON | G81276100 |
| — | Cliffs Natural Resources Inc | 104,350 | $2.139M | 0.0% | — | — | COMMON | 18683K101 |
| R | Ryder System Inc | 35,700 | $2.131M | 0.0% | — | — | COMMON | 783549108 |
| — | JC Penney Co Inc | 241,600 | $2.131M | 0.0% | — | — | COMMON | 708160106 |
| HMN | Horace Mann Educators Corp | 75,000 | $2.129M | 0.0% | — | — | COMMON | 440327104 |
| VRTS | Virtus Investment Partners Inc | 13,000 | $2.114M | 0.0% | — | — | COMMON | 92828Q109 |
| LNG | Cheniere Energy Inc | 5,000 | $2.113M | 0.0% | — | — | Call | 16411R208 |
| — | Amira Nature Foods Ltd | 161,000 | $2.083M | 0.0% | — | — | COMMON | G0335L102 |
| — | United States Steel Corp | 98,600 | $2.03M | 0.0% | — | — | COMMON | 912909108 |
| VRA | Vera Bradley Inc | 97,500 | $2.005M | 0.0% | — | — | COMMON | 92335C106 |
| — | Seagate Technology PLC | 44,700 | $1.955M | 0.0% | — | — | COMMON | G7945M107 |
| — | Kinder Morgan Inc/DE | 384,000 | $1.908M | 0.0% | — | — | WARRANT | 49456B119 |
| FSLR | First Solar Inc | 47,200 | $1.898M | 0.0% | — | — | COMMON | 336433107 |
| TSLA | Tesla Motors Inc | 9,800 | $1.896M | 0.0% | — | — | COMMON | 88160R101 |
| — | Liberty Global PLC | 23,789 | $1.888M | 0.0% | — | — | COMMON | 530555101 |
| ANF | Abercrombie & Fitch Co | 52,100 | $1.843M | 0.0% | — | — | COMMON | 002896207 |
| — | Washington Post Co, The | 3,000 | $1.834M | 0.0% | — | — | COMMON | 939640108 |
| — | DENTSPLY International Inc | 41,400 | $1.797M | 0.0% | — | — | COMMON | 249030107 |
| CALY | Callaway Golf Co | 250,000 | $1.78M | 0.0% | — | — | COMMON | 131193104 |
| — | Altisource Residential Corp | 75,000 | $1.724M | 0.0% | — | — | COMMON | 02153W100 |
| — | Michael Kors Holdings Ltd | 22,800 | $1.699M | 0.0% | — | — | COMMON | G60754101 |
| — | Resolute Energy Corp | 200,000 | $1.672M | 0.0% | — | — | COMMON | 76116A108 |
| — | Ryanair Holdings PLC | 33,107 | $1.647M | 0.0% | — | — | ADR | 783513104 |
| — | Liberty Media Corp | 11,100 | $1.633M | 0.0% | — | — | COMMON | 531229102 |
| IYG | iShares U.S. Financial Services ETF | 20,160 | $1.494M | 0.0% | — | — | ETF | 464287770 |
| — | Sirius Satelite Radio Inc | 377,776 | $1.462M | 0.0% | — | — | COMMON | 82967N108 |
| — | Liberty Global PLC | 18,681 | $1.409M | 0.0% | — | — | COMMON | 530555309 |
| — | Liberty Interactive Corp | 59,300 | $1.392M | 0.0% | — | — | COMMON | 53071M104 |
| — | Weatherford International Ltd/Switzerland | 89,800 | $1.377M | 0.0% | — | — | COMMON | H27013103 |
| — | SBA Communications Corp | 16,900 | $1.36M | 0.0% | — | — | COMMON | 78388J106 |
| — | Concho Resources Inc | 12,374 | $1.346M | 0.0% | — | — | COMMON | 20605P101 |
| — | Bunge Ltd | 17,400 | $1.321M | 0.0% | — | — | COMMON | G16962105 |
| TPH | TRI Pointe Homes Inc | 86,197 | $1.265M | 0.0% | — | — | COMMON | 87265H109 |
| BFH | Alliance Data Systems Corp | 5,800 | $1.227M | 0.0% | — | — | COMMON | 018581108 |
| PBA | Pembina Pipeline Corp | 36,500 | $1.212M | 0.0% | — | — | COMMON | 706327103 |
| — | DISH Network Corp | 25,600 | $1.152M | 0.0% | — | — | COMMON | 25470M109 |
| LKQ | LKQ Corp | 35,300 | $1.125M | 0.0% | — | — | COMMON | 501889208 |
| TSCO | Tractor Supply Co | 16,600 | $1.115M | 0.0% | — | — | COMMON | 892356106 |
| — | Equinix Inc | 5,900 | $1.084M | 0.0% | — | — | COMMON | 29444U502 |
| PWR | Quanta Services Inc | 39,400 | $1.084M | 0.0% | — | — | COMMON | 74762E102 |
| — | Hertz Global Holdings Inc | 47,428 | $1.051M | 0.0% | — | — | COMMON | 42805T105 |
| OII | Oceaneering International Inc | 12,800 | $1.04M | 0.0% | — | — | COMMON | 675232102 |
| — | Maxim Integrated Products Inc | 34,500 | $1.028M | 0.0% | — | — | COMMON | 57772K101 |
| CE | Celanese Corp | 18,900 | $998K | 0.0% | — | — | COMMON | 150870103 |
| PII | Polaris Industries Inc | 7,700 | $995K | 0.0% | — | — | COMMON | 731068102 |
| — | Cimarex Energy Co | 10,300 | $993K | 0.0% | — | — | COMMON | 171798101 |
| ALV | Autoliv Inc | 11,326 | $990K | 0.0% | — | — | COMMON | 052800109 |
| — | TRW Automotive Holdings Corp | 13,883 | $990K | 0.0% | — | — | COMMON | 87264S106 |
| CHD | Church & Dwight Co Inc | 16,300 | $979K | 0.0% | — | — | COMMON | 171340102 |
| AWK | American Water Works Co Inc | 23,600 | $974K | 0.0% | — | — | COMMON | 030420103 |
| — | Charter Communications Inc | 7,200 | $970K | 0.0% | — | — | COMMON | 16117M305 |
| — | HollyFrontier Corp | 22,900 | $964K | 0.0% | — | — | COMMON | 436106108 |
| MHK | Mohawk Industries Inc | 7,300 | $951K | 0.0% | — | — | COMMON | 608190104 |
| MGM | MGM Resorts International | 46,364 | $948K | 0.0% | — | — | COMMON | 552953101 |
| — | Core Laboratories NV | 5,400 | $914K | 0.0% | — | — | COMMON | N22717107 |
| TRMB | Trimble Navigation Ltd | 30,300 | $900K | 0.0% | — | — | COMMON | 896239100 |
| — | Activision Blizzard Inc | 52,900 | $882K | 0.0% | — | — | COMMON | 00507V109 |
| LULU | Lululemon Athletica Inc | 11,976 | $875K | 0.0% | — | — | COMMON | 550021109 |
| — | Rock-Tenn Company | 8,500 | $861K | 0.0% | — | — | COMMON | 772739207 |
| NWS | News Corp | 51,994 | $854K | 0.0% | — | — | COMMON | 65249B208 |
| — | Discovery Communications Inc | 10,880 | $850K | 0.0% | — | — | COMMON | 25470F302 |
| ULTA | Ulta Salon Cosmetics & Fragrance Inc | 7,100 | $848K | 0.0% | — | — | COMMON | 90384S303 |
| OGE | OGE Energy Corp | 23,500 | $848K | 0.0% | — | — | COMMON | 670837103 |
| — | Cree Inc | 14,000 | $843K | 0.0% | — | — | COMMON | 225447101 |
| — | Whiting Petroleum Corp | 14,038 | $840K | 0.0% | — | — | COMMON | 966387102 |
| — | Calpine Corp | 43,100 | $837K | 0.0% | — | — | COMMON | 131347304 |
| — | Ashland Inc | 8,900 | $823K | 0.0% | — | — | COMMON | 044209104 |
| TDG | TransDigm Group Inc | 5,900 | $818K | 0.0% | — | — | COMMON | 893641100 |
| — | VMware Inc | 9,900 | $801K | 0.0% | — | — | COMMON | 928563402 |
| UAA | Under Armour Inc | 9,500 | $755K | 0.0% | — | — | COMMON | 904311107 |
| — | Rackspace Hosting Inc | 13,900 | $733K | 0.0% | — | — | COMMON | 750086100 |
| HLF | Herbalife Ltd | 10,400 | $726K | 0.0% | — | — | COMMON | G4412G101 |
| CCK | Crown Holdings Inc | 17,000 | $719K | 0.0% | — | — | COMMON | 228368106 |
| AAP | Advance Auto Parts Inc | 8,600 | $711K | 0.0% | — | — | COMMON | 00751Y106 |
| — | Sprint Corp | 113,895 | $707K | 0.0% | — | — | COMMON | 85207U105 |
| RCL | Royal Caribbean Cruises Ltd | 18,100 | $693K | 0.0% | — | — | COMMON | V7780T103 |
| SNPS | Synopsys Inc | 18,200 | $686K | 0.0% | — | — | COMMON | 871607107 |
| AVT | Avnet Inc | 16,200 | $676K | 0.0% | — | — | COMMON | 053807103 |
| — | Energizer Holdings Inc | 7,400 | $675K | 0.0% | — | — | COMMON | 29266R108 |
| FLEX | Flextronics International Ltd | 74,100 | $674K | 0.0% | — | — | COMMON | Y2573F102 |
| MAN | Manpowergroup Inc | 9,120 | $663K | 0.0% | — | — | COMMON | 56418H100 |
| ALB | Albemarle Corp | 10,400 | $655K | 0.0% | — | — | COMMON | 012653101 |
| LNT | Alliant Energy Corp | 13,100 | $649K | 0.0% | — | — | COMMON | 018802108 |
| DKS | Dick's Sporting Goods Inc | 11,900 | $635K | 0.0% | — | — | COMMON | 253393102 |
| VET | Vermilion Energy Inc | 11,355 | $625K | 0.0% | — | — | COMMON | 923725105 |
| TOL | Toll Brothers Inc | 19,000 | $616K | 0.0% | — | — | COMMON | 889478103 |
| BTE | Baytex Energy Corp | 14,624 | $605K | 0.0% | — | — | COMMON | 07317Q105 |
| ARW | Arrow Electronics Inc | 12,300 | $597K | 0.0% | — | — | COMMON | 042735100 |
| — | Sensata Technologies Holding NV | 15,545 | $595K | 0.0% | — | — | COMMON | N7902X106 |
| — | Continental Resources Inc/OK | 5,468 | $586K | 0.0% | — | — | COMMON | 212015101 |
| — | Marvell Technology Group Ltd | 47,100 | $542K | 0.0% | — | — | COMMON | G5876H105 |
| MLM | Martin Marietta Materials Inc | 5,400 | $530K | 0.0% | — | — | COMMON | 573284106 |
| — | Level 3 Communications Inc | 18,420 | $492K | 0.0% | — | — | COMMON | 52729N308 |
| — | Superior Energy Services Inc | 18,900 | $473K | 0.0% | — | — | COMMON | 868157108 |
| XYL | Xylem Inc/NY | 16,200 | $452K | 0.0% | — | — | COMMON | 98419M100 |
| TMUS | T-Mobile US Inc | 17,050 | $443K | 0.0% | — | — | COMMON | 872590104 |
| — | SPX Corp | 5,000 | $423K | 0.0% | — | — | COMMON | 784635104 |
| — | Pier 1 Imports Inc | 20,000 | $390K | 0.0% | — | — | COMMON | 720279108 |
| — | Pengrowth Energy Corp | 61,229 | $361K | 0.0% | — | — | COMMON | 70706P104 |
| UAL | United Continental Holdings Inc | 9,973 | $306K | 0.0% | — | — | COMMON | 910047109 |
| CNP | CenterPoint Energy Inc | 5,000 | $300K | 0.0% | — | — | Call | 15189T107 |
| — | Cypress Semiconductor Corp | 4,000 | $280K | 0.0% | — | — | Call | 232806109 |
| — | Restoration Hardware Holdings Inc | 4,400 | $279K | 0.0% | — | — | COMMON | 761283100 |
| — | Sears Holdings Corp | 4,400 | $262K | 0.0% | — | — | COMMON | 812350106 |
| FTNT | Fortinet Inc | 1,000 | $240K | 0.0% | — | — | Call | 34959E109 |
| — | Nuance Communications Inc | 1,542 | $170K | 0.0% | — | — | Call | 67020Y100 |
| — | Annaly Capital Management Inc | 13,700 | $159K | 0.0% | — | — | REIT | 035710409 |
| — | Qlik Technologies Inc | 1,059 | $142K | 0.0% | — | — | Put | 74733T105 |
| — | Informatica Corp | 500 | $136K | 0.0% | — | — | Call | 45666Q102 |
| — | Seagate Technology PLC | 1,500 | $112K | 0.0% | — | — | Put | G7945M107 |
| — | Jive Software Inc | 2,000 | $85,000 | 0.0% | — | — | Call | 47760A108 |
| — | Riverbed Technology Inc | 2,500 | $39,000 | 0.0% | — | — | Call | 768573107 |