3M COMPANY |
MMM |
295,073 |
1.23% |
2,698,435 |
109.35 |
2,306,053 |
106.31 |
Add |
17.02% |
ABBOTT LABORATORIES |
ABT |
71,580 |
0.30% |
2,052,179 |
34.88 |
0 |
0.00 |
New investment |
100.00% |
Abbott Laboratories |
c2824100 |
0 |
0.00% |
0 |
0.00 |
2,220,980 |
35.32 |
Sold out |
-100.00% |
ABBVIE INC |
ABBV |
85,258 |
0.36% |
2,062,351 |
41.34 |
2,245,343 |
40.78 |
Reduce |
-8.15% |
Abercrombie & Fitch Co |
c2896207 |
0 |
0.00% |
0 |
0.00 |
115,300 |
46.20 |
Sold out |
-100.00% |
ABIOMED Inc |
c3654100 |
0 |
0.00% |
0 |
0.00 |
437,683 |
18.67 |
Sold out |
-100.00% |
ACCENTURE PLC NEW |
ACN |
220 |
0.00% |
3,051 |
72.11 |
2,745 |
76.14 |
Add |
11.15% |
ACE LIMITED |
ACE |
86,358 |
0.36% |
965,110 |
89.48 |
1,294,424 |
88.97 |
Reduce |
-25.44% |
ACTAVIS INC |
ACT |
111,168 |
0.46% |
880,751 |
126.22 |
916,035 |
92.11 |
Reduce |
-3.85% |
ACUITY BRANDS INC |
AYI |
0 |
0.00% |
0 |
0.00 |
37,300 |
69.36 |
Sold out |
-100.00% |
ADOBE SYSTEMS |
ADBE |
55,828 |
0.23% |
1,225,360 |
45.56 |
1,308,048 |
43.51 |
Reduce |
-6.32% |
ADT CORPORATION |
ADT |
0 |
0.00% |
0 |
0.00 |
42,511 |
48.93 |
Sold out |
-100.00% |
AETNA INC |
AET |
154,173 |
0.64% |
2,426,397 |
63.54 |
2,289,596 |
51.12 |
Add |
5.97% |
Affiliated Managers Group |
c8252108 |
0 |
0.00% |
0 |
0.00 |
25,000 |
153.56 |
Sold out |
-100.00% |
AFFILIATED MANAGERS GROUP INC |
AMG |
8,443 |
0.04% |
51,500 |
163.94 |
0 |
0.00 |
New investment |
100.00% |
AFLAC INC |
AFL |
95,723 |
0.40% |
1,646,991 |
58.12 |
0 |
0.00 |
New investment |
100.00% |
Aflac Inc |
c1055102 |
0 |
0.00% |
0 |
0.00 |
1,704,030 |
52.02 |
Sold out |
-100.00% |
AGILENT TECHNOLOGIES |
A |
6,149 |
0.03% |
143,800 |
42.76 |
387,190 |
41.97 |
Reduce |
-62.86% |
AGL RESOURCES INC |
GAS |
42,094 |
0.18% |
982,131 |
42.86 |
0 |
0.00 |
New investment |
100.00% |
AGL Resources Inc |
c1204106 |
0 |
0.00% |
0 |
0.00 |
978,711 |
41.95 |
Sold out |
-100.00% |
AIR METHODS CORP |
AIRM |
4,946 |
0.02% |
146,000 |
33.88 |
0 |
0.00 |
New investment |
100.00% |
AIRGAS INC |
ARG |
63,137 |
0.26% |
661,397 |
95.46 |
0 |
0.00 |
New investment |
100.00% |
Airgas Inc |
c9363102 |
0 |
0.00% |
0 |
0.00 |
726,085 |
99.16 |
Sold out |
-100.00% |
AKAMAI TECHNOLOGIES INC |
AKAM |
11,528 |
0.05% |
270,933 |
42.55 |
151,933 |
35.29 |
Add |
78.32% |
Akorn Inc |
c9728106 |
0 |
0.00% |
0 |
0.00 |
644,400 |
13.83 |
Sold out |
-100.00% |
ALASKA AIR GROUP |
ALK |
0 |
0.00% |
0 |
0.00 |
171,300 |
63.96 |
Sold out |
-100.00% |
ALERE INC |
ALR |
1,827 |
0.01% |
74,600 |
24.49 |
74,600 |
25.54 |
No change |
0.00% |
Alere Inc 3% |
c01449Jaa3 |
13,183 |
0.05% |
13,375,000 |
0.99 |
13,375,000 |
0.98 |
No change |
0.00% |
Alere Inc 3% |
ALR.PB |
29,033 |
0.12% |
127,839 |
227.11 |
127,839 |
239.73 |
No change |
0.00% |
ALEXANDRIA REAL ESTATE EQUITIES INC |
ARE |
10,725 |
0.04% |
163,200 |
65.72 |
166,900 |
70.98 |
Reduce |
-2.22% |
ALEXION PHARMACEUTICALS INC |
ALXN |
2,813 |
0.01% |
30,500 |
92.23 |
161,000 |
92.14 |
Reduce |
-81.06% |
ALIGN TECHNOLOGY INC |
ALGN |
10,979 |
0.05% |
296,400 |
37.04 |
328,300 |
33.51 |
Reduce |
-9.72% |
Alkermes, Inc. |
ALKS |
6,001 |
0.03% |
209,249 |
28.68 |
511,849 |
23.71 |
Reduce |
-59.12% |
ALLEGIANT TRAVEL COMPANY |
ALGT |
0 |
0.00% |
0 |
0.00 |
34,269 |
88.77 |
Sold out |
-100.00% |
ALLERGAN INC |
AGN |
102,821 |
0.43% |
1,220,561 |
84.24 |
1,008,068 |
111.63 |
Add |
21.08% |
ALLIANCE DATA SYSTEMS |
ADS |
6,300 |
0.03% |
34,800 |
181.03 |
31,300 |
161.88 |
Add |
11.18% |
Alliance One International |
c018772Aq6 |
20,287 |
0.08% |
20,000,000 |
1.01 |
20,000,000 |
1.02 |
No change |
0.00% |
ALLIANCE ONE INTERNATIONAL INC |
AOI |
881 |
0.00% |
231,856 |
3.80 |
591,147 |
3.89 |
Reduce |
-60.78% |
ALLIANT ENERGY CORP |
LNT |
11,341 |
0.05% |
224,933 |
50.42 |
102,433 |
50.18 |
Add |
119.59% |
ALLSTATE CORPORATION |
ALL |
133,313 |
0.56% |
2,770,424 |
48.12 |
3,016,098 |
49.07 |
Reduce |
-8.15% |
Alpha Appalachia Holdings |
c576203Aj2 |
6,619 |
0.03% |
7,314,000 |
0.90 |
84,793,000 |
0.96 |
Reduce |
-91.37% |
Alpha Natural Resources In |
c02076Xae2 |
29,035 |
0.12% |
34,160,000 |
0.85 |
0 |
0.00 |
New investment |
100.00% |
ALTERA CORP |
ALTR |
0 |
0.00% |
0 |
0.00 |
541,404 |
35.47 |
Sold out |
-100.00% |
Altra Holdings Inc 2.75% |
c02208Rae6 |
4,185 |
0.02% |
3,500,000 |
1.20 |
3,500,000 |
1.19 |
No change |
0.00% |
ALTRIA GROUP INC |
MO |
103,397 |
0.43% |
2,955,046 |
34.99 |
2,427,513 |
34.39 |
Add |
21.73% |
AMARIN CORP PLC |
AMRN |
1,566 |
0.01% |
270,000 |
5.80 |
1,410,000 |
7.41 |
Reduce |
-80.85% |
AMAZON COM |
AMZN |
47,523 |
0.20% |
171,136 |
277.69 |
177,192 |
266.49 |
Reduce |
-3.42% |
AMDOCS LTD |
DOX |
28,800 |
0.12% |
776,500 |
37.09 |
645,100 |
36.25 |
Add |
20.37% |
AMEREN CORP |
AEE |
100,585 |
0.42% |
2,920,605 |
34.44 |
2,332,906 |
35.02 |
Add |
25.19% |
AMERICAN ASSETS TRUST INC |
AAT |
2,369 |
0.01% |
76,754 |
30.86 |
76,454 |
32.01 |
Add |
0.39% |
AMERICAN CAMPUS COMMUNITIES INC |
ACC |
60,073 |
0.25% |
1,477,436 |
40.66 |
1,177,945 |
45.34 |
Add |
25.42% |
American Eagle Outfitters |
c2.553E+109 |
0 |
0.00% |
0 |
0.00 |
256,200 |
18.70 |
Sold out |
-100.00% |
American Eagle Outfitters, Inc. |
AEO |
5,721 |
0.02% |
313,300 |
18.26 |
0 |
0.00 |
New investment |
100.00% |
AMERICAN ELECTRIC POWER COMPANY INC |
AEP |
102,557 |
0.43% |
2,290,247 |
44.78 |
1,861,424 |
48.63 |
Add |
23.04% |
AMERICAN EXPRESS COMPANY |
AXP |
52,048 |
0.22% |
696,204 |
74.76 |
827,900 |
67.46 |
Reduce |
-15.91% |
AMERICAN INTERNATIONAL GROUP INC CORP |
AIG |
1,254 |
0.01% |
28,058 |
44.69 |
7,345 |
38.80 |
Add |
282.00% |
AMERICAN PUBLIC EDUCATION INC |
APEI |
0 |
0.00% |
0 |
0.00 |
60,000 |
34.88 |
Sold out |
-100.00% |
AMERICAN TOWER CORPORATION REIT |
AMT |
215 |
0.00% |
2,934 |
73.28 |
2,716 |
76.95 |
Add |
8.03% |
AMERIPRISE FINANCIAL INC |
AMP |
50,293 |
0.21% |
621,821 |
80.88 |
615,995 |
73.65 |
Add |
0.95% |
AMGEN INC |
AMGN |
70,300 |
0.29% |
712,557 |
98.66 |
1,161,851 |
102.51 |
Reduce |
-38.67% |
ANADARKO PETROLEUM CORPORATION |
APC |
4,583 |
0.02% |
53,335 |
85.93 |
320,812 |
87.45 |
Reduce |
-83.37% |
ANALOG DEVICES INC |
ADI |
238,169 |
0.99% |
5,285,604 |
45.06 |
4,623,083 |
46.49 |
Add |
14.33% |
ANHEUSER BUSCH INBEV SA NV |
BUD |
0 |
0.00% |
0 |
0.00 |
7,400 |
99.59 |
Sold out |
-100.00% |
ANIXTER INTERNATIONAL INC |
AXE |
8,331 |
0.03% |
109,891 |
75.81 |
108,318 |
69.92 |
Add |
1.45% |
ANSYS INC |
ANSS |
1,790 |
0.01% |
24,482 |
73.11 |
21,982 |
81.43 |
Add |
11.37% |
Aon plc (United Kingdom) |
AON |
0 |
0.00% |
0 |
0.00 |
304,680 |
61.50 |
Sold out |
-100.00% |
APACHE CORPORATION |
APA |
66,761 |
0.28% |
796,387 |
83.83 |
1,080,793 |
77.16 |
Reduce |
-26.31% |
Apollo Investment Corp 5.7 |
c03761Uae6 |
6,772 |
0.03% |
6,430,000 |
1.05 |
10,200,000 |
1.06 |
Reduce |
-36.96% |
APPLE INC |
AAPL |
460,711 |
1.92% |
1,163,176 |
396.08 |
1,048,614 |
442.63 |
Add |
10.93% |
APPLIED MATERIALS INC |
AMAT |
0 |
0.00% |
0 |
0.00 |
1,102,720 |
13.48 |
Sold out |
-100.00% |
AQUA AMERICA |
WTR |
2,998 |
0.01% |
95,800 |
31.29 |
31,700 |
31.45 |
Add |
202.21% |
ARES CAPITAL CORPORATION |
ARCC |
3,637 |
0.02% |
211,462 |
17.20 |
841,409 |
18.10 |
Reduce |
-74.87% |
ARES COMMERCIAL REAL ESTATE CORPORATION |
ACRE |
2,573 |
0.01% |
200,863 |
12.81 |
298,763 |
16.92 |
Reduce |
-32.77% |
Armada Hoffler Properties |
c04208T108 |
498 |
0.00% |
42,300 |
11.77 |
0 |
0.00 |
New investment |
100.00% |
ARMSTRONG WORLD INDUSTRIES INC |
AWI |
0 |
0.00% |
0 |
0.00 |
16,800 |
55.89 |
Sold out |
-100.00% |
ARROW ELECTRONICS INC |
ARW |
6,401 |
0.03% |
160,643 |
39.85 |
160,643 |
40.62 |
No change |
0.00% |
Artisan Partners Asset Management, Inc. |
APAM |
0 |
0.00% |
0 |
0.00 |
9,624 |
39.48 |
Sold out |
-100.00% |
ARUBA NETWORKS INC |
ARUN |
3,512 |
0.01% |
228,635 |
15.36 |
349,130 |
24.74 |
Reduce |
-34.51% |
ASML HOLDING NV |
ASML |
33,723 |
0.14% |
426,330 |
79.10 |
467,975 |
68.01 |
Reduce |
-8.90% |
ASPEN TECHNOLOGY INC |
AZPN |
4,366 |
0.02% |
151,633 |
28.79 |
165,299 |
32.29 |
Reduce |
-8.27% |
ASTRAZENECA PLC |
AZN |
22,565 |
0.09% |
477,061 |
47.30 |
761,116 |
49.98 |
Reduce |
-37.32% |
AT&T |
T |
40,890 |
0.17% |
1,155,079 |
35.40 |
1,105,554 |
36.69 |
Add |
4.48% |
AUTODESK INC |
ADSK |
0 |
0.00% |
0 |
0.00 |
90,000 |
41.24 |
Sold out |
-100.00% |
AUTOLIV INC |
ALV |
5,062 |
0.02% |
65,409 |
77.39 |
0 |
0.00 |
New investment |
100.00% |
AUTOMATIC DATA PROCCESSING INC |
ADP |
87,750 |
0.37% |
1,274,334 |
68.86 |
1,389,808 |
65.02 |
Reduce |
-8.31% |
Auxilium Pharmaceuticals I |
c05334Daa5 |
18,323 |
0.08% |
19,000,000 |
0.96 |
7,000,000 |
1.01 |
Add |
171.43% |
AVAGO TECHNOLOGIES LTD |
AVGO |
4,407 |
0.02% |
117,900 |
37.38 |
50,000 |
35.92 |
Add |
135.80% |
AVALONBAY COMMUNITIES INC |
AVB |
8,864 |
0.04% |
65,700 |
134.92 |
61,000 |
126.67 |
Add |
7.70% |
AVG Technologies N.V. |
AVG |
13,550 |
0.06% |
696,652 |
19.45 |
0 |
0.00 |
New investment |
100.00% |
AVIS BUDGET GROUP INC |
CAR |
0 |
0.00% |
0 |
0.00 |
185,100 |
27.83 |
Sold out |
-100.00% |
Aviv REIT Inc |
c05381L101 |
309 |
0.00% |
12,200 |
25.33 |
0 |
0.00 |
New investment |
100.00% |
AXIALL CORPORATION |
AXLL |
11,078 |
0.05% |
260,156 |
42.58 |
260,156 |
62.16 |
No change |
0.00% |
AXIS CAPITAL HOLDINGS LIMITED |
AXS |
34,862 |
0.15% |
761,500 |
45.78 |
106,000 |
41.62 |
Add |
618.40% |
B AND G FOODS INC |
BGS |
5,315 |
0.02% |
156,100 |
34.05 |
170,600 |
30.49 |
Reduce |
-8.50% |
BANCO SANTANDER BRASIL |
BSBR |
2,673 |
0.01% |
429,699 |
6.22 |
429,699 |
7.26 |
No change |
0.00% |
Bank of America Corp 7.25% |
BAC.PL |
21,578 |
0.09% |
19,431 |
1,110.49 |
2,350 |
1,218.30 |
Add |
726.85% |
BANK OF AMERICA CORPORATION |
BAC |
55,223 |
0.23% |
4,294,190 |
12.86 |
4,627,660 |
12.18 |
Reduce |
-7.21% |
BANK OF MONTREAL |
BMO |
14,543 |
0.06% |
250,608 |
58.03 |
250,608 |
62.95 |
No change |
0.00% |
BASIC ENERGY SERVICES INC |
BAS |
4,550 |
0.02% |
376,348 |
12.09 |
567,148 |
13.67 |
Reduce |
-33.64% |
BAXTER INTERNATIONAL INC |
BAX |
44,637 |
0.19% |
644,399 |
69.27 |
713,961 |
72.64 |
Reduce |
-9.74% |
BE AEROSPACE INC |
BEAV |
6,417 |
0.03% |
101,734 |
63.08 |
243,234 |
60.29 |
Reduce |
-58.17% |
BECTON DICKINSON AND COMPANY |
BDX |
98,466 |
0.41% |
996,314 |
98.83 |
1,075,038 |
95.61 |
Reduce |
-7.32% |
BED BATH AND BEYOND INC |
BBBY |
245 |
0.00% |
3,461 |
70.79 |
3,568 |
64.46 |
Reduce |
-3.00% |
BERKSHIRE HATHAWAY INC NEW |
BRK.B |
1,067 |
0.00% |
9,534 |
111.92 |
9,449 |
104.24 |
Add |
0.90% |
BILL BARRETT CORPORATION |
BBG |
6,167 |
0.03% |
305,000 |
20.22 |
90,800 |
20.28 |
Add |
235.90% |
BIO RAD LABORATORIES INC |
BIO |
7,122 |
0.03% |
63,472 |
112.21 |
66,472 |
125.99 |
Reduce |
-4.51% |
BIOGEN IDEC INC. |
BIIB |
0 |
0.00% |
0 |
0.00 |
1,827 |
192.67 |
Sold out |
-100.00% |
BIOMED REALTY TRUST INC |
BMR |
3,192 |
0.01% |
157,800 |
20.23 |
159,800 |
21.60 |
Reduce |
-1.25% |
BLACKSTONE GROUP LP |
BX |
11,554 |
0.05% |
548,613 |
21.06 |
152,639 |
19.78 |
Add |
259.42% |
BOEING CO |
BA |
9,023 |
0.04% |
88,077 |
102.44 |
38,488 |
85.84 |
Add |
128.84% |
BOISE INC |
BZ |
6,399 |
0.03% |
749,314 |
8.54 |
749,314 |
8.66 |
No change |
0.00% |
BONANZA CREEK ENERGY INC |
BCEI |
5,067 |
0.02% |
142,900 |
35.46 |
166,600 |
38.67 |
Reduce |
-14.23% |
BORGWARNER INC |
BWA |
32,105 |
0.13% |
372,663 |
86.15 |
406,954 |
77.34 |
Reduce |
-8.43% |
BOSTON PROPERTIES INC |
BXP |
8,184 |
0.03% |
77,600 |
105.46 |
79,200 |
101.06 |
Reduce |
-2.02% |
BOSTON SCIENTIFIC CORP |
BSX |
136 |
0.00% |
14,623 |
9.30 |
0 |
0.00 |
New investment |
100.00% |
BP PLC |
BP |
6,377 |
0.03% |
152,774 |
41.74 |
1,665,579 |
42.35 |
Reduce |
-90.83% |
BRE Properties Inc |
c5.564E+109 |
0 |
0.00% |
0 |
0.00 |
55,100 |
48.68 |
Sold out |
-100.00% |
BRE Properties, Inc. |
BRE |
2,736 |
0.01% |
54,700 |
50.02 |
0 |
0.00 |
New investment |
100.00% |
BRINKER INTERNATIONAL INC |
EAT |
7,141 |
0.03% |
181,100 |
39.43 |
75,000 |
37.65 |
Add |
141.47% |
BRISTOL MYERS SQUIBB CO |
BMY |
3,849 |
0.02% |
86,123 |
44.69 |
88,333 |
41.19 |
Reduce |
-2.50% |
BROADCOM CORP |
BRCM |
3,294 |
0.01% |
97,577 |
33.76 |
456,946 |
34.67 |
Reduce |
-78.65% |
BROCADE COMMUNICATIONS SYSTEMS INC |
BRCD |
29,786 |
0.12% |
5,171,200 |
5.76 |
0 |
0.00 |
New investment |
100.00% |
BROOKDALE SENIOR LIVING INC |
BKD |
8,905 |
0.04% |
336,800 |
26.44 |
366,500 |
27.88 |
Reduce |
-8.10% |
BROOKFIELD OFFICE PROPERTIES INC |
BPO |
1,034 |
0.00% |
62,000 |
16.68 |
62,200 |
17.17 |
Reduce |
-0.32% |
BRUKER CORPORATION |
BRKR |
2,216 |
0.01% |
137,200 |
16.15 |
0 |
0.00 |
New investment |
100.00% |
BUFFALO WILD WINGS INC |
BWLD |
3,936 |
0.02% |
40,100 |
98.15 |
97,900 |
87.53 |
Reduce |
-59.04% |
CABOT MICROELECTRONICS CORP |
CCMP |
3,238 |
0.01% |
98,095 |
33.01 |
98,095 |
34.75 |
No change |
0.00% |
CABOT OIL AND GAS CORP |
COG |
148,748 |
0.62% |
2,094,457 |
71.02 |
2,349,121 |
67.61 |
Reduce |
-10.84% |
CAMDEN PROPERTY TRUST |
CPT |
4,010 |
0.02% |
58,000 |
69.14 |
66,800 |
68.68 |
Reduce |
-13.17% |
CAMERON INTERNATIONAL CORP |
CAM |
16,304 |
0.07% |
266,594 |
61.16 |
271,275 |
65.20 |
Reduce |
-1.73% |
CAMPBELL SOUP CO |
CPB |
136,953 |
0.57% |
3,057,668 |
44.79 |
2,295,776 |
45.36 |
Add |
33.19% |
CANADIAN PACIFIC RAILWAY INC |
CP |
5,923 |
0.02% |
48,800 |
121.37 |
0 |
0.00 |
New investment |
100.00% |
CARDINAL HEALTH INC |
CAH |
37,504 |
0.16% |
794,568 |
47.20 |
927,259 |
41.62 |
Reduce |
-14.31% |
CAREFUSION CORP |
CFN |
34,705 |
0.14% |
941,800 |
36.85 |
1,026,280 |
34.99 |
Reduce |
-8.23% |
CARLYLE GROUP LP |
CG |
22,392 |
0.09% |
871,295 |
25.70 |
772,689 |
30.25 |
Add |
12.76% |
CARMAX GROUP |
KMX |
4,931 |
0.02% |
106,814 |
46.16 |
125,000 |
41.70 |
Reduce |
-14.55% |
CARPENTER TECHNOLOGY CORP |
CRS |
18,420 |
0.08% |
408,700 |
45.07 |
42,600 |
49.30 |
Add |
859.39% |
CARTERS INC |
CRI |
4,792 |
0.02% |
64,701 |
74.06 |
70,689 |
57.26 |
Reduce |
-8.47% |
CATAMARAN CORPORATION |
CTRX |
10,362 |
0.04% |
212,690 |
48.72 |
48,690 |
53.03 |
Add |
336.82% |
CATERPILLAR INC |
CAT |
326 |
0.00% |
3,946 |
82.62 |
3,610 |
86.98 |
Add |
9.31% |
CBS CORP |
CBS |
3,836 |
0.02% |
78,489 |
48.87 |
33,426 |
46.70 |
Add |
134.81% |
CEDAR FAIR LP |
FUN |
28,520 |
0.12% |
688,912 |
41.40 |
688,912 |
39.77 |
No change |
0.00% |
CELGENE CORPORATION |
CELG |
188,707 |
0.79% |
1,614,120 |
116.91 |
1,498,403 |
115.91 |
Add |
7.72% |
Cemex SAB de CV 3.75% |
c151290Bc6 |
29,873 |
0.12% |
24,250,000 |
1.23 |
24,250,000 |
1.35 |
No change |
0.00% |
CENTURYLINK INC |
CTL |
12,097 |
0.05% |
342,218 |
35.35 |
282,346 |
35.13 |
Add |
21.21% |
CHARLES RIVER LABORATORIES INTERNATIONAL INC |
CRL |
1,883 |
0.01% |
45,900 |
41.02 |
0 |
0.00 |
New investment |
100.00% |
CHART INDUSTRIES INC |
GTLS |
9,757 |
0.04% |
103,700 |
94.09 |
172,000 |
80.01 |
Reduce |
-39.71% |
CHECK POINT SOFTWARE TECHNOLOGIES INC |
CHKP |
0 |
0.00% |
0 |
0.00 |
30,686 |
46.99 |
Sold out |
-100.00% |
Chesapeake Energy Corp 2.2 |
c165167Cb1 |
19,278 |
0.08% |
22,000,000 |
0.88 |
20,000,000 |
0.89 |
Add |
10.00% |
Chesapeake Energy Corp 2.5 |
c165167Bz9 |
14,192 |
0.06% |
15,068,000 |
0.94 |
15,903,000 |
0.96 |
Reduce |
-5.25% |
Chesapeake Energy Corp 2.5 |
c165167Ca3 |
9,169 |
0.04% |
9,807,000 |
0.93 |
11,807,000 |
0.95 |
Reduce |
-16.94% |
CHESAPEAKE LODGING TRUST |
CHSP |
1,075 |
0.00% |
51,705 |
20.79 |
60,585 |
22.94 |
Reduce |
-14.66% |
CHEVRON CORPORATION |
CVX |
313,745 |
1.31% |
2,651,211 |
118.34 |
3,447,671 |
118.82 |
Reduce |
-23.10% |
CHINA XD PLASTICS COMPANY LTD |
CXDC |
0 |
0.00% |
0 |
0.00 |
213,182 |
4.00 |
Sold out |
-100.00% |
CHIPOTLE MEXICAN GRILL INC |
CMG |
53,341 |
0.22% |
146,401 |
364.35 |
68,958 |
325.87 |
Add |
112.30% |
CHUBB CORP |
CB |
139,278 |
0.58% |
1,645,351 |
84.65 |
2,136,498 |
87.53 |
Reduce |
-22.99% |
Ciena Corp 0.875% |
c171779Ae1 |
15,380 |
0.06% |
16,000,000 |
0.96 |
15,000,000 |
0.90 |
Add |
6.67% |
CIGNA CORPORATION |
CI |
33,048 |
0.14% |
455,905 |
72.49 |
454,072 |
62.37 |
Add |
0.40% |
CIMAREX ENERGY CO |
XEC |
16,806 |
0.07% |
258,600 |
64.99 |
0 |
0.00 |
New investment |
100.00% |
CINEMARK HOLDINGS INC |
CNK |
6,943 |
0.03% |
248,690 |
27.92 |
491,180 |
29.44 |
Reduce |
-49.37% |
CISCO SYSTEMS INC |
CSCO |
129,431 |
0.54% |
5,324,226 |
24.31 |
7,385,762 |
20.91 |
Reduce |
-27.91% |
CIT GROUP INC |
CIT |
37,500 |
0.16% |
804,195 |
46.63 |
794,925 |
43.48 |
Add |
1.17% |
CITIGROUP INC |
C |
330,440 |
1.38% |
6,888,475 |
47.97 |
8,152,304 |
44.24 |
Reduce |
-15.50% |
CITRIX SYSTEMS INC |
CTXS |
38,483 |
0.16% |
637,874 |
60.33 |
553,184 |
72.16 |
Add |
15.31% |
CLEARWIRE CORPORATION |
CLWR |
288 |
0.00% |
57,813 |
4.98 |
57,813 |
3.23 |
No change |
0.00% |
CLOROX CO |
CLX |
48,900 |
0.20% |
588,157 |
83.14 |
619,981 |
88.53 |
Reduce |
-5.13% |
COACH INC |
COH |
49,821 |
0.21% |
872,661 |
57.09 |
875,121 |
49.99 |
Reduce |
-0.28% |
Cobalt International Energ |
c19075Faa4 |
84,367 |
0.35% |
79,545,000 |
1.06 |
82,270,000 |
1.12 |
Reduce |
-3.31% |
COBALT INTERNATIONAL ENERGY INC |
CIE |
2,721 |
0.01% |
102,422 |
26.57 |
86,009 |
28.19 |
Add |
19.08% |
COCA COLA COMPANY |
KO |
88,080 |
0.37% |
2,195,967 |
40.11 |
2,039,854 |
40.44 |
Add |
7.65% |
Coca-Cola Enterprises, Inc. |
CCE |
82,471 |
0.34% |
2,345,606 |
35.16 |
2,519,043 |
36.92 |
Reduce |
-6.89% |
COLGATE PALMOLIVE CO |
CL |
246,446 |
1.03% |
4,301,729 |
57.29 |
2,131,893 |
118.03 |
Add |
101.78% |
COMCAST CORPORATION |
CMCSA |
122,974 |
0.51% |
2,936,350 |
41.88 |
3,054,731 |
42.01 |
Reduce |
-3.88% |
COMMERCIAL VEHICLE GROUP INC |
CVGI |
4,482 |
0.02% |
600,798 |
7.46 |
600,798 |
7.80 |
No change |
0.00% |
COMMVAULT SYSTEMS INC |
CVLT |
5,935 |
0.02% |
78,200 |
75.90 |
35,600 |
81.97 |
Add |
119.66% |
COMPASS MINERALS INTERNATIONAL INC |
CMP |
24,548 |
0.10% |
290,408 |
84.53 |
299,380 |
78.90 |
Reduce |
-3.00% |
COMSTOCK RESOURCES INC |
CRK |
0 |
0.00% |
0 |
0.00 |
317,502 |
16.25 |
Sold out |
-100.00% |
CONAGRA FOODS INC |
CAG |
7,594 |
0.03% |
217,400 |
34.93 |
649,190 |
35.81 |
Reduce |
-66.51% |
CONCEPTUS INC |
CPTS |
0 |
0.00% |
0 |
0.00 |
281,337 |
24.15 |
Sold out |
-100.00% |
CONCHO RESOURCES INC |
CXO |
0 |
0.00% |
0 |
0.00 |
22,900 |
97.42 |
Sold out |
-100.00% |
CONNS INC |
CONN |
4,886 |
0.02% |
94,400 |
51.76 |
0 |
0.00 |
New investment |
100.00% |
CONOCOPHILLIPS |
COP |
57,181 |
0.24% |
945,132 |
60.50 |
1,095,327 |
60.10 |
Reduce |
-13.71% |
CONSOLIDATED EDISON INC |
ED |
22,218 |
0.09% |
381,021 |
58.31 |
369,977 |
61.03 |
Add |
2.99% |
Continental Airlines Inc 4 |
c210795Pu8 |
8,348 |
0.03% |
4,775,000 |
1.75 |
4,775,000 |
1.79 |
No change |
0.00% |
COPA HOLDINGS SA |
CPA |
15,476 |
0.06% |
118,029 |
131.12 |
83,521 |
119.61 |
Add |
41.32% |
Corsicanto Ltd 3.5% |
c220480Ac1 |
16,270 |
0.07% |
15,295,000 |
1.06 |
15,295,000 |
1.24 |
No change |
0.00% |
COSTAR GROUP INC |
CSGP |
13,129 |
0.05% |
101,717 |
129.07 |
100,617 |
109.46 |
Add |
1.09% |
COSTCO WHOLESALE CORP |
COST |
264 |
0.00% |
2,388 |
110.55 |
3,247 |
106.25 |
Reduce |
-26.46% |
COVIDIEN PLC NEW |
COV |
203,411 |
0.85% |
3,236,960 |
62.84 |
4,164,643 |
67.84 |
Reduce |
-22.28% |
CR BARD INC |
BCR |
109,021 |
0.45% |
1,003,136 |
108.68 |
1,104,403 |
100.78 |
Reduce |
-9.17% |
CROCS INC |
CROX |
0 |
0.00% |
0 |
0.00 |
510,532 |
14.82 |
Sold out |
-100.00% |
CROWN CASTLE INTERNATIONAL CORP |
CCI |
6,310 |
0.03% |
87,166 |
72.39 |
3,676 |
69.64 |
Add |
2271.22% |
CROWN HOLDINGS INC |
CCK |
32,251 |
0.13% |
784,110 |
41.13 |
776,480 |
41.61 |
Add |
0.98% |
CSX Corp |
CSX |
0 |
0.00% |
0 |
0.00 |
2,125 |
440.00 |
Sold out |
-100.00% |
CSX CORPORATION |
CSX |
9,367 |
0.04% |
403,928 |
23.19 |
3,041,862 |
24.63 |
Reduce |
-86.72% |
CUBESMART |
CUBE |
1,580 |
0.01% |
98,900 |
15.98 |
99,200 |
15.80 |
Reduce |
-0.30% |
Cubist Pharmaceuticals Inc |
c229678Ad9 |
52,119 |
0.22% |
29,750,000 |
1.75 |
29,750,000 |
1.71 |
No change |
0.00% |
CUBIST PHARMACEUTICALS INC |
CBST |
7,255 |
0.03% |
150,200 |
48.30 |
236,800 |
46.82 |
Reduce |
-36.57% |
CUMMINS INC |
CMI |
142,221 |
0.59% |
1,311,283 |
108.46 |
1,516,815 |
115.81 |
Reduce |
-13.55% |
CVS CAREMARK CORPORATION |
CVS |
244,595 |
1.02% |
4,277,629 |
57.18 |
4,213,730 |
54.99 |
Add |
1.52% |
CYTEC INDUSTRIES INC |
CYT |
22,663 |
0.09% |
309,400 |
73.25 |
0 |
0.00 |
New investment |
100.00% |
DANAHER CORP |
DHR |
206 |
0.00% |
3,252 |
63.35 |
4,229 |
62.19 |
Reduce |
-23.10% |
DAVITA HEALTHCARE PARTNERS INC |
DVA |
82,750 |
0.34% |
685,014 |
120.80 |
989,615 |
118.59 |
Reduce |
-30.78% |
DDR CORPORATION |
DDR |
3,555 |
0.01% |
213,500 |
16.65 |
220,900 |
17.42 |
Reduce |
-3.35% |
DELPHI AUTOMOTIVE PLC |
DLPH |
9,996 |
0.04% |
197,208 |
50.69 |
197,208 |
44.40 |
No change |
0.00% |
DELTA AIR LINES INC |
DAL |
11,743 |
0.05% |
627,672 |
18.71 |
363,110 |
16.51 |
Add |
72.86% |
DFC Global Corp 2.875% |
c256664Ab9 |
4,919 |
0.02% |
5,000,000 |
0.98 |
5,000,000 |
0.99 |
No change |
0.00% |
DIANA SHIPPING INC |
DSX |
7,975 |
0.03% |
794,352 |
10.04 |
608,352 |
10.66 |
Add |
30.57% |
DIGITALGLOBAL INC |
DGI |
4,832 |
0.02% |
155,792 |
31.02 |
501,303 |
28.91 |
Reduce |
-68.92% |
DISCOVER FINANCIAL SERVICES |
DFS |
201,830 |
0.84% |
4,236,587 |
47.64 |
5,055,183 |
44.84 |
Reduce |
-16.19% |
DISCOVERY COMMUNICATIONS INC |
DISCA |
5,818 |
0.02% |
75,357 |
77.21 |
40,000 |
78.75 |
Add |
88.39% |
DOLLAR GENERAL CORPORATION |
DG |
5,941 |
0.02% |
117,800 |
50.43 |
56,000 |
50.57 |
Add |
110.36% |
DOLLAR TREE INC |
DLTR |
8,636 |
0.04% |
169,862 |
50.84 |
55,142 |
48.44 |
Add |
208.04% |
DOUGLAS EMMETT INC |
DEI |
798 |
0.00% |
32,000 |
24.94 |
32,100 |
24.92 |
Reduce |
-0.31% |
DOW CHEMICAL CO |
DOW |
459 |
0.00% |
14,261 |
32.19 |
0 |
0.00 |
New investment |
100.00% |
DR Horton Inc 2% |
c23331Abb4 |
7,280 |
0.03% |
4,387,000 |
1.66 |
4,387,000 |
1.89 |
No change |
0.00% |
Dr Pepper Snapple Group In |
c2.6138E+113 |
0 |
0.00% |
0 |
0.00 |
1,029,168 |
46.95 |
Sold out |
-100.00% |
Dr Pepper Snapple Group, Inc. |
DPS |
44,863 |
0.19% |
976,767 |
45.93 |
0 |
0.00 |
New investment |
100.00% |
DRESSER RAND GROUP INC |
DRC |
0 |
0.00% |
0 |
0.00 |
132,800 |
61.66 |
Sold out |
-100.00% |
DryShips Inc 5% |
c262498Ab4 |
10,391 |
0.04% |
11,700,000 |
0.89 |
16,000,000 |
0.86 |
Reduce |
-26.88% |
DST SYSTEMS INC |
DST |
33,258 |
0.14% |
509,069 |
65.33 |
561,829 |
71.27 |
Reduce |
-9.39% |
DU PONT DE NEMOURS AND COMPANY |
DD |
3,892 |
0.02% |
74,130 |
52.50 |
56,593 |
49.16 |
Add |
30.99% |
DUKE ENERGY CORP NEW |
DUK |
14,287 |
0.06% |
211,662 |
67.50 |
209,998 |
72.59 |
Add |
0.79% |
DUKE REALTY CORPORATION |
DRE |
20,818 |
0.09% |
1,335,350 |
15.59 |
1,783,790 |
16.98 |
Reduce |
-25.14% |
DUPONT FABROS TECHNOLOGY INC |
DFT |
2,944 |
0.01% |
121,900 |
24.15 |
123,300 |
24.27 |
Reduce |
-1.14% |
E TRADE FINANCIAL CORPORATION |
ETFC |
0 |
0.00% |
0 |
0.00 |
1,388,900 |
10.71 |
Sold out |
-100.00% |
EAGLE MATERIALS INC |
EXP |
11,471 |
0.05% |
173,100 |
66.27 |
157,000 |
66.63 |
Add |
10.25% |
EASTMAN CHEMICAL CO |
EMN |
42,469 |
0.18% |
606,610 |
70.01 |
621,055 |
69.87 |
Reduce |
-2.33% |
EATON CORP NEW |
ETN |
60,459 |
0.25% |
918,695 |
65.81 |
764,873 |
61.25 |
Add |
20.11% |
EBAY INC |
EBAY |
53,848 |
0.22% |
1,041,154 |
51.72 |
1,001,944 |
54.22 |
Add |
3.91% |
ECOLAB INC |
ECL |
196,592 |
0.82% |
2,307,694 |
85.19 |
1,962,318 |
80.18 |
Add |
17.60% |
ECOPETROL SA |
EC |
509 |
0.00% |
12,095 |
42.08 |
12,095 |
54.49 |
No change |
0.00% |
EDISON INTERNATIONAL |
EIX |
227 |
0.00% |
4,705 |
48.25 |
4,850 |
50.31 |
Reduce |
-2.99% |
ELI LILLY AND CO |
LLY |
43,410 |
0.18% |
883,752 |
49.12 |
951,265 |
56.79 |
Reduce |
-7.10% |
EMBRAER SA |
ERJ |
1,663 |
0.01% |
45,067 |
36.90 |
45,067 |
35.68 |
No change |
0.00% |
EMC CORP |
EMC |
96,410 |
0.40% |
4,081,743 |
23.62 |
3,815,087 |
23.89 |
Add |
6.99% |
EMERSON ELECTRIC CO |
EMR |
224 |
0.00% |
4,114 |
54.45 |
4,241 |
55.88 |
Reduce |
-2.99% |
ENDOLOGIX INC |
ELGX |
6,397 |
0.03% |
481,700 |
13.28 |
282,100 |
16.15 |
Add |
70.76% |
ENERSIS SA |
ENI |
2,880 |
0.01% |
176,026 |
16.36 |
176,026 |
19.24 |
No change |
0.00% |
ENSCO PLC NEW |
ESV |
59,347 |
0.25% |
1,021,106 |
58.12 |
2,543,713 |
60.00 |
Reduce |
-59.86% |
EOG RESOURCES INC |
EOG |
47,253 |
0.20% |
358,844 |
131.68 |
6,395 |
128.07 |
Add |
5511.32% |
EPR Properties |
EPR |
4,042 |
0.02% |
80,400 |
50.27 |
82,300 |
52.05 |
Reduce |
-2.31% |
EQT CORPORATION |
EQT |
10,476 |
0.04% |
131,995 |
79.37 |
85,815 |
67.75 |
Add |
53.81% |
EQUITY LIFESTYLE PROPERTIES INC |
ELS |
3,261 |
0.01% |
41,500 |
78.58 |
41,600 |
76.80 |
Reduce |
-0.24% |
EQUITY RESIDENTIAL |
EQR |
12,529 |
0.05% |
215,800 |
58.06 |
206,713 |
55.06 |
Add |
4.40% |
ESCO TECHNOLOGIES INC |
ESE |
3,780 |
0.02% |
116,751 |
32.38 |
116,751 |
40.86 |
No change |
0.00% |
ESTEE LAUDER COMPANIES INC |
EL |
39,176 |
0.16% |
595,647 |
65.77 |
394,937 |
64.03 |
Add |
50.82% |
ETHAN ALLEN INTERIORS INC |
ETH |
0 |
0.00% |
0 |
0.00 |
103,500 |
32.92 |
Sold out |
-100.00% |
EVERCORE PARTNERS INC |
EVR |
0 |
0.00% |
0 |
0.00 |
164,000 |
41.60 |
Sold out |
-100.00% |
EXACTTARGET INC |
ET |
0 |
0.00% |
0 |
0.00 |
412,612 |
23.27 |
Sold out |
-100.00% |
EXELIS INC |
XLS |
2,253 |
0.01% |
163,420 |
13.79 |
163,420 |
10.89 |
No change |
0.00% |
EXELON CORP |
EXC |
0 |
0.00% |
0 |
0.00 |
6,302 |
34.43 |
Sold out |
-100.00% |
EXPRESS SCRIPTS HOLDING COMPANY |
ESRX |
89,020 |
0.37% |
1,443,008 |
61.69 |
1,126,878 |
57.65 |
Add |
28.05% |
Exterran Holdings Inc 4.25 |
c30225Xaa1 |
2,989 |
0.01% |
2,325,000 |
1.29 |
2,325,000 |
1.27 |
No change |
0.00% |
EXTRA SPACE STORAGE INC |
EXR |
4,000 |
0.02% |
95,400 |
41.93 |
103,800 |
39.27 |
Reduce |
-8.09% |
EXXON MOBIL CORP |
XOM |
2,223 |
0.01% |
24,600 |
90.37 |
1,014,969 |
90.11 |
Reduce |
-97.58% |
F5 NETWORKS |
FFIV |
30,600 |
0.13% |
444,763 |
68.80 |
384,444 |
89.08 |
Add |
15.69% |
FACEBOOK INC |
FB |
25,631 |
0.11% |
1,031,009 |
24.86 |
1,132,192 |
25.58 |
Reduce |
-8.94% |
FEDERAL REALTY INVESTMENT TRUST |
FRT |
4,593 |
0.02% |
44,300 |
103.68 |
44,500 |
108.04 |
Reduce |
-0.45% |
FEDERATED INVESTORS INC |
FII |
12,680 |
0.05% |
462,588 |
27.41 |
462,588 |
23.67 |
No change |
0.00% |
FEDEX CORP |
FDX |
43,499 |
0.18% |
441,256 |
98.58 |
333,128 |
98.20 |
Add |
32.46% |
Fidelity National Financia |
c31620Rae5 |
12,004 |
0.05% |
9,150,000 |
1.31 |
10,000,000 |
1.35 |
Reduce |
-8.50% |
FIDELITY NATIONAL FINANCIAL INC |
FNF |
0 |
0.00% |
0 |
0.00 |
140,000 |
25.23 |
Sold out |
-100.00% |
FIDELITY NATIONAL INFORMATION SERVICES INC |
FIS |
26,554 |
0.11% |
619,850 |
42.84 |
420,150 |
39.62 |
Add |
47.53% |
FINANCIAL ENGINES INC |
FNGN |
3,638 |
0.02% |
79,800 |
45.59 |
87,300 |
36.22 |
Reduce |
-8.59% |
FINISAR CORP |
FNSR |
0 |
0.00% |
0 |
0.00 |
217,520 |
13.19 |
Sold out |
-100.00% |
FIRST CASH INC |
FCFS |
0 |
0.00% |
0 |
0.00 |
94,000 |
58.34 |
Sold out |
-100.00% |
FIRST POTOMAC REALTY TRUST |
FPO |
1,388 |
0.01% |
106,300 |
13.06 |
115,900 |
14.83 |
Reduce |
-8.28% |
FIRST REPUBLIC BANK |
FRC |
26,708 |
0.11% |
694,080 |
38.48 |
685,985 |
38.62 |
Add |
1.18% |
FISERV INC |
FISV |
40,893 |
0.17% |
467,836 |
87.41 |
520,038 |
87.83 |
Reduce |
-10.04% |
FIVE BELOW INC |
FIVE |
4,037 |
0.02% |
109,808 |
36.76 |
120,005 |
37.89 |
Reduce |
-8.50% |
FLOTEK INDUSTRIES INC |
FTK |
10,274 |
0.04% |
572,700 |
17.94 |
709,300 |
16.35 |
Reduce |
-19.26% |
FLOWERS FOODS INC |
FLO |
4,754 |
0.02% |
215,600 |
22.05 |
156,900 |
32.94 |
Add |
37.41% |
FLUOR CORP |
FLR |
26,026 |
0.11% |
438,800 |
59.31 |
456,200 |
66.33 |
Reduce |
-3.81% |
FMC TECHNOLOGIES INC |
FTI |
47,698 |
0.20% |
856,637 |
55.68 |
563,131 |
54.39 |
Add |
52.12% |
FOMENTO ECONOMICO MEXICANO SAB DE CV |
FMX |
55,463 |
0.23% |
537,490 |
103.19 |
653,781 |
113.50 |
Reduce |
-17.79% |
Ford Motor Co 4.25% |
c345370Cn8 |
77,197 |
0.32% |
42,724,000 |
1.81 |
42,724,000 |
1.60 |
No change |
0.00% |
FORD MOTOR COMPANY |
F |
111,893 |
0.47% |
7,232,890 |
15.47 |
7,224,111 |
13.15 |
Add |
0.12% |
Forest City Enterprises In |
c345550Ap2 |
8,245 |
0.03% |
7,365,000 |
1.12 |
7,365,000 |
1.11 |
No change |
0.00% |
Forest City Enterprises In |
FCE.A |
18,608 |
0.08% |
1,038,942 |
17.91 |
2,180,467 |
17.77 |
Reduce |
-52.35% |
FORTUNE BRANDS HOME AND SECURITY INC |
FBHS |
5,691 |
0.02% |
146,900 |
38.74 |
70,000 |
37.43 |
Add |
109.86% |
FRANCESCAS HOLDINGS CORPORATION |
FRAN |
0 |
0.00% |
0 |
0.00 |
161,300 |
28.66 |
Sold out |
-100.00% |
FRANKLIN RESOURCES INC |
BEN |
51,215 |
0.21% |
376,531 |
136.02 |
419,668 |
150.81 |
Reduce |
-10.28% |
FREEPORT MCMORAN COPPER AND GOLD INC |
FCX |
40,890 |
0.17% |
1,480,997 |
27.61 |
1,891,436 |
33.10 |
Reduce |
-21.70% |
G AND K SERVICES INC |
GK |
16,297 |
0.07% |
342,386 |
47.60 |
342,187 |
45.51 |
Add |
0.06% |
G III APPAREL GROUP LTD |
GIII |
6,434 |
0.03% |
133,716 |
48.12 |
204,500 |
40.11 |
Reduce |
-34.61% |
GANNETT CO INC |
GCI |
1,324 |
0.01% |
54,137 |
24.46 |
98,316 |
21.87 |
Reduce |
-44.94% |
GARTNER INC |
IT |
8,754 |
0.04% |
153,600 |
56.99 |
255,900 |
54.41 |
Reduce |
-39.98% |
GENERAL CABLE CORP |
BGC |
10,317 |
0.04% |
335,500 |
30.75 |
335,500 |
36.63 |
No change |
0.00% |
General Cable Corp 4.5% |
c369300Al2 |
48,590 |
0.20% |
44,073,000 |
1.10 |
48,839,000 |
1.25 |
Reduce |
-9.76% |
GENERAL ELECTRIC COMPANY |
GE |
214,612 |
0.89% |
9,254,486 |
23.19 |
10,358,493 |
23.12 |
Reduce |
-10.66% |
GENERAL MILLS INC |
GIS |
53,546 |
0.22% |
1,103,361 |
48.53 |
1,223,030 |
49.31 |
Reduce |
-9.78% |
GENESEE AND WYOMING INC |
GWR |
0 |
0.00% |
0 |
0.00 |
55,700 |
93.11 |
Sold out |
-100.00% |
GENPACT LIMITED |
G |
6,126 |
0.03% |
318,400 |
19.24 |
220,000 |
18.19 |
Add |
44.73% |
GENUINE PARTS CO |
GPC |
16,912 |
0.07% |
216,626 |
78.07 |
214,319 |
78.00 |
Add |
1.08% |
GILEAD SCIENCES INC |
GILD |
86,410 |
0.36% |
1,687,369 |
51.21 |
1,155,445 |
48.93 |
Add |
46.04% |
Global X FTSE Colombia 20 |
c3.795E+204 |
0 |
0.00% |
0 |
0.00 |
88,000 |
20.93 |
Sold out |
-100.00% |
GOLDMAN SACHS GROUP INC |
GS |
166,025 |
0.69% |
1,097,686 |
151.25 |
1,492,731 |
147.15 |
Reduce |
-26.46% |
GOLUB CAPITAL BDC INC |
GBDC |
738 |
0.00% |
42,143 |
17.51 |
16,278 |
16.53 |
Add |
158.90% |
GOODYEAR TIRE AND RUBBER COMPANY |
GT |
34,862 |
0.15% |
2,280,100 |
15.29 |
0 |
0.00 |
New investment |
100.00% |
GOODYEAR TIRE AND RUBBER COMPANY |
GTPPP |
32,861 |
0.14% |
667,335 |
49.24 |
749,030 |
43.38 |
Reduce |
-10.91% |
GOOGLE INC |
GOOG |
358,990 |
1.50% |
407,772 |
880.37 |
329,369 |
794.03 |
Add |
23.80% |
GORMAN RUPP CO |
GRC |
39,019 |
0.16% |
1,225,445 |
31.84 |
1,225,445 |
30.05 |
No change |
0.00% |
GRAND CANYON EDUCATION INC |
LOPE |
2,340 |
0.01% |
72,600 |
32.23 |
208,401 |
25.39 |
Reduce |
-65.16% |
GREAT LAKES DREDGE AND DOCK CORPORATION |
GLDD |
0 |
0.00% |
0 |
0.00 |
719,700 |
6.73 |
Sold out |
-100.00% |
GREEN MOUNTAIN COFFEE ROASTERS INC |
GMCR |
97,054 |
0.40% |
1,293,022 |
75.06 |
815,645 |
56.76 |
Add |
58.53% |
Greenbrier Cos Inc 3.5% |
c393657Ah4 |
17,154 |
0.07% |
16,695,000 |
1.03 |
18,000,000 |
1.00 |
Reduce |
-7.25% |
GREIF INC |
GEF |
0 |
0.00% |
0 |
0.00 |
17,578 |
53.65 |
Sold out |
-100.00% |
GUIDEWIRE SOFTWARE INC |
GWRE |
6,757 |
0.03% |
160,700 |
42.05 |
126,200 |
38.44 |
Add |
27.34% |
GULFPORT ENERGY CORPORATION |
GPOR |
4,321 |
0.02% |
91,800 |
47.07 |
108,500 |
45.83 |
Reduce |
-15.39% |
H J HEINZ COMPANY |
HNZ |
0 |
0.00% |
0 |
0.00 |
2,305,363 |
72.27 |
Sold out |
-100.00% |
HAEMONETICS CORP |
HAE |
0 |
0.00% |
0 |
0.00 |
137,480 |
41.66 |
Sold out |
-100.00% |
HALLIBURTON CO |
HAL |
127,027 |
0.53% |
3,044,751 |
41.72 |
4,069,657 |
40.41 |
Reduce |
-25.18% |
HANESBRANDS INC |
HBI |
10,065 |
0.04% |
195,746 |
51.42 |
213,440 |
45.56 |
Reduce |
-8.29% |
HARLEY DAVIDSON INC |
HOG |
9,095 |
0.04% |
165,900 |
54.82 |
72,235 |
53.30 |
Add |
129.67% |
HARTFORD FINANCIAL SERVICES GROUP INC |
HIG |
108,347 |
0.45% |
3,504,100 |
30.92 |
0 |
0.00 |
New investment |
100.00% |
HCP INC |
HCP |
29,165 |
0.12% |
641,840 |
45.44 |
840,500 |
49.86 |
Reduce |
-23.64% |
HEALTH CARE REIT INC |
HCN |
6,897 |
0.03% |
102,900 |
67.03 |
75,026 |
67.91 |
Add |
37.15% |
HEARTLAND EXPRESS INC |
HTLD |
0 |
0.00% |
0 |
0.00 |
11,080 |
13.36 |
Sold out |
-100.00% |
HELMERICH AND PAYNE INC |
HP |
14,142 |
0.06% |
226,445 |
62.45 |
247,482 |
60.70 |
Reduce |
-8.50% |
Hercules Offshore Inc |
c427093Ad1 |
2,251 |
0.01% |
2,265,000 |
0.99 |
2,265,000 |
1.00 |
No change |
0.00% |
HERCULES OFFSHORE INC |
HERO |
3,408 |
0.01% |
484,102 |
7.04 |
750,802 |
7.42 |
Reduce |
-35.52% |
HERSHEY COMPANY |
HSY |
251,567 |
1.05% |
2,817,732 |
89.28 |
2,873,838 |
87.53 |
Reduce |
-1.95% |
HERTZ GLOBAL HOLDINGS INC |
HTZ |
7,539 |
0.03% |
304,000 |
24.80 |
55,700 |
22.26 |
Add |
445.78% |
HEWLETT PACKARD CO |
HPQ |
37,095 |
0.15% |
1,495,757 |
24.80 |
105,508 |
23.84 |
Add |
1317.67% |
HILLSHIRE BRANDS COMPANY |
HSH |
17,658 |
0.07% |
533,802 |
33.08 |
544,039 |
35.15 |
Reduce |
-1.88% |
HOLOGIC INC |
HOLX |
32,900 |
0.14% |
1,704,700 |
19.30 |
1,475,200 |
22.60 |
Add |
15.56% |
Hologic Inc 2% |
c436440Ab7 |
45,104 |
0.19% |
40,475,000 |
1.11 |
42,405,000 |
1.21 |
Reduce |
-4.55% |
Hologic Inc 2% |
c436440Ac5 |
26,871 |
0.11% |
27,160,000 |
0.99 |
27,415,000 |
1.05 |
Reduce |
-0.93% |
Hologic Inc 2% |
c436440Aa9 |
266 |
0.00% |
265,000 |
1.00 |
265,000 |
1.00 |
No change |
0.00% |
HOME DEPOT INC |
HD |
199,783 |
0.83% |
2,578,853 |
77.47 |
2,140,145 |
69.78 |
Add |
20.50% |
HOME PROPERTIES INC |
HME |
18,749 |
0.08% |
286,820 |
65.37 |
284,435 |
63.42 |
Add |
0.84% |
HOMEAWAY INC |
AWAY |
9,619 |
0.04% |
297,435 |
32.34 |
351,735 |
32.50 |
Reduce |
-15.44% |
HONEYWELL INTERNATIONAL INC |
HON |
3,918 |
0.02% |
49,387 |
79.33 |
525,382 |
75.35 |
Reduce |
-90.60% |
HOSPIRA INC |
HSP |
843 |
0.00% |
22,000 |
38.32 |
22,000 |
32.82 |
No change |
0.00% |
HOST HOTELS AND RESORTS INC |
HST |
6,045 |
0.03% |
358,300 |
16.87 |
361,500 |
17.49 |
Reduce |
-0.89% |
HSBC HOLDINGS PLC |
HBC |
1,521 |
0.01% |
29,300 |
51.91 |
0 |
0.00 |
New investment |
100.00% |
HUMANA INC |
HUM |
62,432 |
0.26% |
739,898 |
84.38 |
643,230 |
69.11 |
Add |
15.03% |
HUNTINGTON BANCSHARES INC |
HBAN |
0 |
0.00% |
0 |
0.00 |
24,093 |
7.39 |
Sold out |
-100.00% |
ICICI BANK LTD |
IBN |
0 |
0.00% |
0 |
0.00 |
78,617 |
42.90 |
Sold out |
-100.00% |
ILLUMINA INC |
ILMN |
7,035 |
0.03% |
94,000 |
74.84 |
46,300 |
54.00 |
Add |
103.02% |
Imax Corp |
c4.5245E+113 |
0 |
0.00% |
0 |
0.00 |
198,000 |
26.73 |
Sold out |
-100.00% |
IMAX Corp. |
IMAX |
7,933 |
0.03% |
319,100 |
24.86 |
0 |
0.00 |
New investment |
100.00% |
IMPERVA INC |
IMPV |
0 |
0.00% |
0 |
0.00 |
61,400 |
38.50 |
Sold out |
-100.00% |
INFOSYS LIMITED |
INFY |
1,458 |
0.01% |
35,400 |
41.19 |
35,400 |
53.90 |
No change |
0.00% |
INGERSOLL RAND PLC |
IR |
191,692 |
0.80% |
3,452,673 |
55.52 |
2,076,788 |
55.01 |
Add |
66.25% |
INGRAM MICRO INC |
IM |
10,011 |
0.04% |
527,200 |
18.99 |
527,200 |
19.68 |
No change |
0.00% |
Ingredion, Inc. |
INGR |
32,865 |
0.14% |
500,844 |
65.62 |
524,519 |
72.32 |
Reduce |
-4.51% |
INSULET CORPORATION |
PODD |
7,042 |
0.03% |
224,198 |
31.41 |
814,240 |
25.86 |
Reduce |
-72.47% |
Intel Corp 2.95% |
c458140Ad2 |
63,505 |
0.26% |
58,362,000 |
1.09 |
63,750,000 |
1.06 |
Reduce |
-8.45% |
Intel Corp 3.25% |
c458140Af7 |
10,639 |
0.04% |
8,348,000 |
1.27 |
9,000,000 |
1.20 |
Reduce |
-7.24% |
INTEL CORPORATION |
INTC |
49,511 |
0.21% |
2,044,191 |
24.22 |
3,903,495 |
21.85 |
Reduce |
-47.63% |
INTERCONTINENTAL EXCHANGE INC |
ICE |
42,185 |
0.18% |
237,311 |
177.76 |
210,821 |
163.07 |
Add |
12.57% |
INTERFACE INC |
TILE |
0 |
0.00% |
0 |
0.00 |
61,800 |
19.22 |
Sold out |
-100.00% |
INTERNATIONAL BUSINESS MACHINES CORP |
IBM |
82,120 |
0.34% |
429,699 |
191.11 |
477,950 |
213.30 |
Reduce |
-10.10% |
INTERNATIONAL GAME TECHNOLOGY |
IGT |
169 |
0.00% |
10,131 |
16.68 |
10,444 |
16.47 |
Reduce |
-3.00% |
INTERNATIONAL PAPER CO |
IP |
54,695 |
0.23% |
1,234,388 |
44.31 |
1,277,910 |
46.58 |
Reduce |
-3.41% |
INVESCO LTD |
IVZ |
69,204 |
0.29% |
2,176,212 |
31.80 |
1,771,081 |
28.96 |
Add |
22.87% |
IPG PHOTONICS CORPORATION |
IPGP |
2,909 |
0.01% |
47,900 |
60.73 |
52,400 |
66.41 |
Reduce |
-8.59% |
IRON MOUNTAIN INC |
IRM |
2,142 |
0.01% |
80,500 |
26.61 |
0 |
0.00 |
New investment |
100.00% |
ISHARES DJ US REAL ESTATE INDEX FUND |
IYR |
9,089 |
0.04% |
136,900 |
66.39 |
6,400 |
69.53 |
Add |
2039.06% |
ISHARES MSCI ALL PERU CAPPED INDEX FUND |
EPU |
0 |
0.00% |
0 |
0.00 |
52,700 |
44.46 |
Sold out |
-100.00% |
ISHARES MSCI CHILE CAPPED INVESTABLE MARKET INDEX FUND |
ECH |
0 |
0.00% |
0 |
0.00 |
18,500 |
64.92 |
Sold out |
-100.00% |
ISHARES MSCI MEXICO CAPPED INVESTABLE MARKET INDEX FUND |
EWW |
0 |
0.00% |
0 |
0.00 |
32,100 |
74.58 |
Sold out |
-100.00% |
ITAU UNIBANCO BANCO HOLDING SA |
ITUB |
10,628 |
0.04% |
822,610 |
12.92 |
1,193,674 |
17.80 |
Reduce |
-31.09% |
ITC HOLDINGS CORP |
ITC |
2,903 |
0.01% |
31,800 |
91.29 |
0 |
0.00 |
New investment |
100.00% |
ITRON INC |
ITRI |
11,657 |
0.05% |
274,730 |
42.43 |
274,730 |
46.40 |
No change |
0.00% |
ITT Corp. |
ITT |
2,403 |
0.01% |
81,709 |
29.41 |
81,709 |
28.43 |
No change |
0.00% |
J P MORGAN CHASE AND COMPANY |
JPM |
153,508 |
0.64% |
2,907,897 |
52.79 |
4,623,689 |
47.46 |
Reduce |
-37.11% |
JA Solar Holdings Co Ltd 4 |
c466090Aa5 |
0 |
0.00% |
0 |
0.00 |
19,200,000 |
0.96 |
Sold out |
-100.00% |
James River Coal Co 3.125% |
c470355Ah1 |
0 |
0.00% |
0 |
0.00 |
39,000,000 |
0.20 |
Sold out |
-100.00% |
JARDEN CORPORATION |
JAH |
38,797 |
0.16% |
886,780 |
43.75 |
878,098 |
42.85 |
Add |
0.99% |
JAZZ PHARMACEUTICALS PLC |
JAZZ |
28,939 |
0.12% |
421,059 |
68.73 |
1,048,381 |
55.91 |
Reduce |
-59.84% |
JinkoSolar Holding Co Ltd |
c47759Taa8 |
3,596 |
0.01% |
6,000,000 |
0.60 |
6,000,000 |
0.60 |
No change |
0.00% |
John Wiley & Sons Inc |
JW.A |
140,074 |
0.58% |
3,494,002 |
40.09 |
3,680,384 |
38.96 |
Reduce |
-5.06% |
JOHNSON AND JOHNSON |
JNJ |
364,175 |
1.52% |
4,241,507 |
85.86 |
4,532,388 |
81.53 |
Reduce |
-6.42% |
JOHNSON CONTROLS INC |
JCI |
49,020 |
0.20% |
1,369,650 |
35.79 |
1,872,067 |
35.07 |
Reduce |
-26.84% |
JONES LANG LASALLE |
JLL |
5,951 |
0.02% |
65,300 |
91.13 |
58,800 |
99.40 |
Add |
11.05% |
JOY GLOBAL INC |
JOY |
51,622 |
0.22% |
1,063,716 |
48.53 |
1,871,036 |
59.52 |
Reduce |
-43.15% |
JUNIPER NETWORKS INC |
JNPR |
0 |
0.00% |
0 |
0.00 |
540,970 |
18.54 |
Sold out |
-100.00% |
KANSAS CITY SOUTHERN |
KSU |
8,615 |
0.04% |
81,300 |
105.97 |
25,500 |
110.90 |
Add |
218.82% |
KAPSTONE PAPER AND PACKAGING CORPORATION |
KS |
5,123 |
0.02% |
127,500 |
40.18 |
0 |
0.00 |
New investment |
100.00% |
KAR AUCTION SERVICES INC |
KAR |
379 |
0.00% |
16,583 |
22.85 |
0 |
0.00 |
New investment |
100.00% |
KAYDON CORPORATION |
KDN |
12,572 |
0.05% |
456,320 |
27.55 |
456,320 |
25.58 |
No change |
0.00% |
KB Home 1.375% |
c48666Kas8 |
40,359 |
0.17% |
38,900,000 |
1.04 |
40,000,000 |
1.11 |
Reduce |
-2.75% |
KBR INC |
KBR |
73,798 |
0.31% |
2,270,699 |
32.50 |
2,527,407 |
32.08 |
Reduce |
-10.16% |
KELLOGG COMPANY |
K |
15,452 |
0.06% |
240,571 |
64.23 |
238,387 |
64.43 |
Add |
0.92% |
KENNAMETAL INC |
KMT |
6,007 |
0.03% |
154,697 |
38.83 |
272,101 |
39.04 |
Reduce |
-43.15% |
KEYCORP |
KEY |
95,180 |
0.40% |
8,621,373 |
11.04 |
0 |
0.00 |
New investment |
100.00% |
KILROY REALTY CORPORATION |
KRC |
6,059 |
0.03% |
114,300 |
53.01 |
114,700 |
52.40 |
Reduce |
-0.35% |
KIMBERLY CLARK CORP |
KMB |
26,632 |
0.11% |
274,167 |
97.14 |
273,744 |
97.98 |
Add |
0.15% |
KIMCO REALTY CORPORATION |
KIM |
21,667 |
0.09% |
1,011,040 |
21.43 |
1,565,245 |
22.40 |
Reduce |
-35.41% |
KKR AND CO LP |
KKR |
4,229 |
0.02% |
215,130 |
19.66 |
0 |
0.00 |
New investment |
100.00% |
KRAFT FOODS GROUP INC |
KRFT |
62,131 |
0.26% |
1,112,059 |
55.87 |
1,021,732 |
51.53 |
Add |
8.84% |
Lam Research Corp 1.25% |
c512807Al2 |
46,827 |
0.20% |
42,210,000 |
1.11 |
43,225,000 |
1.07 |
Reduce |
-2.35% |
LAS VEGAS SANDS CORP |
LVS |
4,638 |
0.02% |
87,630 |
52.93 |
321,620 |
56.35 |
Reduce |
-72.75% |
LAZARD LTD |
LAZ |
1,479 |
0.01% |
46,000 |
32.15 |
46,000 |
34.13 |
No change |
0.00% |
LEAR CORP |
LEA |
17,427 |
0.07% |
288,244 |
60.46 |
168,285 |
54.87 |
Add |
71.28% |
LEGG MASON INC |
LM |
3,193 |
0.01% |
102,984 |
31.00 |
0 |
0.00 |
New investment |
100.00% |
LENNAR CORP |
LEN |
0 |
0.00% |
0 |
0.00 |
57,000 |
41.47 |
Sold out |
-100.00% |
LIBERTY GLOBAL INC |
LBTYA |
0 |
0.00% |
0 |
0.00 |
40,000 |
73.40 |
Sold out |
-100.00% |
Liberty Global PLC |
cG5480U104 |
4,608 |
0.02% |
62,200 |
74.08 |
0 |
0.00 |
New investment |
100.00% |
LIBERTY PROPERTY TRUST |
LRY |
3,711 |
0.02% |
100,400 |
36.96 |
101,700 |
39.75 |
Reduce |
-1.28% |
LifePoint Hospitals Inc 3. |
c53219Lah2 |
1,281 |
0.01% |
1,185,000 |
1.08 |
1,185,000 |
1.09 |
No change |
0.00% |
LINCOLN ELECTRIC HOLDINGS INC |
LECO |
7,290 |
0.03% |
127,300 |
57.27 |
46,900 |
54.18 |
Add |
171.43% |
LINCOLN NATIONAL CAPITAL VI |
LNC |
35,908 |
0.15% |
984,600 |
36.47 |
696,200 |
32.61 |
Add |
41.42% |
LINEAR TECHNOLOGY CORP |
LLTC |
14,232 |
0.06% |
386,328 |
36.84 |
386,328 |
38.37 |
No change |
0.00% |
LINKEDIN CORPORATION |
LNKD |
8,220 |
0.03% |
46,100 |
178.31 |
21,000 |
176.05 |
Add |
119.52% |
Live Nation Entertainment |
c538034Ab5 |
2,517 |
0.01% |
2,491,000 |
1.01 |
2,491,000 |
1.00 |
No change |
0.00% |
LKQ CORPORATION |
LKQ |
16,416 |
0.07% |
637,500 |
25.75 |
676,700 |
21.76 |
Reduce |
-5.79% |
LOCKHEED MARTIN CORP |
LMT |
635 |
0.00% |
5,856 |
108.44 |
0 |
0.00 |
New investment |
100.00% |
LORILLARD INC |
LO |
716 |
0.00% |
16,383 |
43.70 |
0 |
0.00 |
New investment |
100.00% |
LOWES COMPANIES INC |
LOW |
130,049 |
0.54% |
3,179,681 |
40.90 |
1,635,561 |
37.92 |
Add |
94.41% |
LSI CORPORATION |
LSI |
0 |
0.00% |
0 |
0.00 |
21,651 |
6.79 |
Sold out |
-100.00% |
LUMBER LIQUIDATORS HOLDINGS INC NEW |
LL |
0 |
0.00% |
0 |
0.00 |
51,100 |
70.22 |
Sold out |
-100.00% |
LYONDELLBASELL INDUSTRIES NV |
LYB |
66,349 |
0.28% |
1,001,342 |
66.26 |
1,797,636 |
63.29 |
Reduce |
-44.30% |
M&T BANK CORPORATION |
MTB |
0 |
0.00% |
0 |
0.00 |
131,300 |
103.16 |
Sold out |
-100.00% |
MACERICH CO |
MAC |
8,505 |
0.04% |
139,500 |
60.97 |
140,000 |
64.38 |
Reduce |
-0.36% |
MACYS INC |
M |
179,460 |
0.75% |
3,738,751 |
48.00 |
4,408,590 |
41.84 |
Reduce |
-15.19% |
MANITOWOC COMPANY |
MTW |
12,510 |
0.05% |
698,500 |
17.91 |
2,872,324 |
20.56 |
Reduce |
-75.68% |
MARATHON OIL CORP |
MRO |
191,996 |
0.80% |
5,552,241 |
34.58 |
8,370,782 |
33.72 |
Reduce |
-33.67% |
MARATHON PETROLEUM CORPORATION |
MPC |
109,242 |
0.46% |
1,537,330 |
71.06 |
2,788,971 |
89.60 |
Reduce |
-44.88% |
Market Vectors Vietnam ETF |
c57060U761 |
2,333 |
0.01% |
125,438 |
18.60 |
45,100 |
20.40 |
Add |
178.13% |
MARRIOTT INTERNATIONAL INC |
MAR |
24,532 |
0.10% |
607,679 |
40.37 |
667,093 |
42.23 |
Reduce |
-8.91% |
MARVELL TECHNOLOGY |
MRVL |
35,387 |
0.15% |
3,022,000 |
11.71 |
2,112,680 |
10.58 |
Add |
43.04% |
MASCO CORP |
MAS |
5,091 |
0.02% |
261,200 |
19.49 |
134,000 |
20.25 |
Add |
94.93% |
MASIMO CORPORATION |
MASI |
7,768 |
0.03% |
366,400 |
21.20 |
377,900 |
19.62 |
Reduce |
-3.04% |
MASTERCARD INCORPORATED |
MA |
160,955 |
0.67% |
280,166 |
574.50 |
313,714 |
541.13 |
Reduce |
-10.69% |
MAXIM INTEGRATED PRODUCTS INC |
MXIM |
75,862 |
0.32% |
2,730,803 |
27.78 |
2,283,141 |
32.65 |
Add |
19.61% |
MBIA INC |
MBI |
150 |
0.00% |
11,281 |
13.30 |
0 |
0.00 |
New investment |
100.00% |
MCCORMICK AND CO |
MKC |
8,039 |
0.03% |
114,256 |
70.36 |
114,256 |
73.55 |
No change |
0.00% |
MCDONALDS CORP |
MCD |
64,216 |
0.27% |
648,645 |
99.00 |
726,588 |
99.69 |
Reduce |
-10.73% |
MCKESSON CORP |
MCK |
2,003 |
0.01% |
17,494 |
114.50 |
32,480 |
107.97 |
Reduce |
-46.14% |
MEDTRONIC INC |
MDT |
18,414 |
0.08% |
357,759 |
51.47 |
329,620 |
46.96 |
Add |
8.54% |
Mentor Graphics Corp 4% |
c587200Ak2 |
46,552 |
0.19% |
38,275,000 |
1.22 |
41,050,000 |
1.17 |
Reduce |
-6.76% |
Merck & Co., Inc. |
MRK |
113,339 |
0.47% |
2,440,016 |
46.45 |
4,761,456 |
44.23 |
Reduce |
-48.75% |
MERU NETWORKS INC |
MERU |
0 |
0.00% |
0 |
0.00 |
362,310 |
6.75 |
Sold out |
-100.00% |
METHANEX CORP |
MEOH |
6,872 |
0.03% |
160,600 |
42.79 |
59,800 |
40.64 |
Add |
168.56% |
METLIFE INC |
MET |
356 |
0.00% |
7,788 |
45.71 |
1,561,566 |
38.02 |
Reduce |
-99.50% |
MFA FINANCIAL INC |
MFA |
0 |
0.00% |
0 |
0.00 |
62,962 |
9.32 |
Sold out |
-100.00% |
MGM Resorts International |
c55303Qae0 |
6,045 |
0.03% |
5,400,000 |
1.12 |
5,100,000 |
1.09 |
Add |
5.88% |
MICHAEL KORS HOLDINGS LTD |
KORS |
17,415 |
0.07% |
280,800 |
62.02 |
91,000 |
56.79 |
Add |
208.57% |
MICROCHIP TECHNOLOGY INC |
MCHP |
24,613 |
0.10% |
660,755 |
37.25 |
680,916 |
36.76 |
Reduce |
-2.96% |
MICROSOFT CORP |
MSFT |
459,801 |
1.92% |
13,315,996 |
34.53 |
14,038,091 |
28.61 |
Reduce |
-5.14% |
MINDRAY MEDICAL INTERNATIONAL LTD |
MR |
0 |
0.00% |
0 |
0.00 |
39,933 |
39.94 |
Sold out |
-100.00% |
MINE SAFETY APPLIANCES CO |
MSA |
11,342 |
0.05% |
243,656 |
46.55 |
243,656 |
49.62 |
No change |
0.00% |
MOBILE MINI INC |
MINI |
6,189 |
0.03% |
186,705 |
33.15 |
235,600 |
29.43 |
Reduce |
-20.75% |
MOBILE TELESYSTEMS OJSC |
MBT |
0 |
0.00% |
0 |
0.00 |
133,656 |
20.74 |
Sold out |
-100.00% |
MOLEX INC |
MOLXA |
11,954 |
0.05% |
480,841 |
24.86 |
478,412 |
24.12 |
Add |
0.51% |
MOLSON COORS BREWING COMPANY |
TAP |
1,306 |
0.01% |
27,283 |
47.87 |
0 |
0.00 |
New investment |
100.00% |
MONDELEZ INTERNATIONAL INC |
MDLZ |
75,316 |
0.31% |
2,639,884 |
28.53 |
2,822,344 |
30.61 |
Reduce |
-6.46% |
MONOLITHIC POWER SYSTEMS INC |
MPWR |
3,178 |
0.01% |
131,817 |
24.11 |
266,100 |
24.37 |
Reduce |
-50.46% |
MONSANTO CO |
MON |
95,287 |
0.40% |
964,442 |
98.80 |
311,447 |
105.63 |
Add |
209.66% |
MONSTER BEVERAGE CORPORATION |
MNST |
5,841 |
0.02% |
96,110 |
60.77 |
45,000 |
47.73 |
Add |
113.58% |
MORGAN STANLEY |
MS |
90,873 |
0.38% |
3,719,730 |
24.43 |
0 |
0.00 |
New investment |
100.00% |
MOSAIC COMPANY NEW |
MOS |
101,791 |
0.42% |
1,891,661 |
53.81 |
2,303,547 |
59.61 |
Reduce |
-17.88% |
MOTOROLA SOLUTIONS INC |
MSI |
24,431 |
0.10% |
423,201 |
57.73 |
450,234 |
64.03 |
Reduce |
-6.00% |
MUELLER WATER PRODUCTS INC |
MWA |
3,997 |
0.02% |
578,400 |
6.91 |
0 |
0.00 |
New investment |
100.00% |
MURPHY OIL CORP |
MUR |
22,809 |
0.10% |
374,600 |
60.89 |
350,000 |
63.73 |
Add |
7.03% |
NASDAQ OMX GROUP INC |
NDAQ |
29,422 |
0.12% |
897,300 |
32.79 |
0 |
0.00 |
New investment |
100.00% |
NATIONAL FUEL GAS CO |
NFG |
19,258 |
0.08% |
332,316 |
57.95 |
333,216 |
61.35 |
Reduce |
-0.27% |
NATIONAL OILWELL VARCO INC |
NOV |
35,738 |
0.15% |
518,690 |
68.90 |
628,039 |
70.75 |
Reduce |
-17.41% |
NATIONAL RETAIL PROPERTIES INC |
NNN |
2,061 |
0.01% |
59,900 |
34.41 |
60,700 |
36.18 |
Reduce |
-1.32% |
NATURAL GROCERS BY VITAMIN COTTAGE INC |
NGVC |
2,750 |
0.01% |
88,698 |
31.00 |
97,001 |
22.55 |
Reduce |
-8.56% |
NCR Corp. |
NCR |
23,162 |
0.10% |
702,100 |
32.99 |
0 |
0.00 |
New investment |
100.00% |
NETAPP INC |
NTAP |
2,365 |
0.01% |
62,600 |
37.78 |
306,700 |
34.16 |
Reduce |
-79.59% |
NETFLIX INC |
NFLX |
6,396 |
0.03% |
30,300 |
211.09 |
0 |
0.00 |
New investment |
100.00% |
NEUROCRINE BIOSCIENCES INC |
NBIX |
3,318 |
0.01% |
248,000 |
13.38 |
485,400 |
12.14 |
Reduce |
-48.91% |
NEW YORK COMMUNITY BANCORP INC |
NYCB |
17,152 |
0.07% |
1,225,118 |
14.00 |
1,266,199 |
14.35 |
Reduce |
-3.24% |
News Corp |
c6.5248E+108 |
0 |
0.00% |
0 |
0.00 |
59,443 |
30.52 |
Sold out |
-100.00% |
NEXTERA ENERGY CAPITAL HOLDINGS INC |
NEE |
85,558 |
0.36% |
1,050,046 |
81.48 |
397,481 |
77.68 |
Add |
164.18% |
NIELSEN HOLDINGS NV |
NLSN |
2,932 |
0.01% |
87,300 |
33.59 |
176,000 |
35.82 |
Reduce |
-50.40% |
NIKE INC |
NKE |
253 |
0.00% |
3,967 |
63.78 |
0 |
0.00 |
New investment |
100.00% |
NOBLE ENERGY INC |
NBL |
11,081 |
0.05% |
184,560 |
60.04 |
285,900 |
115.67 |
Reduce |
-35.45% |
NORDSTROM INC |
JWN |
40,662 |
0.17% |
678,377 |
59.94 |
746,704 |
55.23 |
Reduce |
-9.15% |
NORFOLK SOUTHERN CORP |
NSC |
64,382 |
0.27% |
886,189 |
72.65 |
995,127 |
77.08 |
Reduce |
-10.95% |
NORTHEAST UTILITIES |
NU |
24,287 |
0.10% |
577,990 |
42.02 |
570,305 |
43.46 |
Add |
1.35% |
NOVARTIS AG |
NVS |
6,039 |
0.03% |
85,400 |
70.71 |
85,400 |
71.24 |
No change |
0.00% |
Novellus Systems Inc 2.625 |
c670008Ad3 |
84,915 |
0.35% |
60,250,000 |
1.41 |
64,645,000 |
1.36 |
Reduce |
-6.80% |
NPS PHARMACEUTICALS INC |
NPSP |
9,941 |
0.04% |
658,318 |
15.10 |
1,030,300 |
10.19 |
Reduce |
-36.10% |
NU SKIN ENTERPRISES INC |
NUS |
3,392 |
0.01% |
55,500 |
61.12 |
0 |
0.00 |
New investment |
100.00% |
Nuance Communications Inc |
c67020Yaf7 |
58,592 |
0.24% |
56,885,000 |
1.03 |
58,620,000 |
1.03 |
Reduce |
-2.96% |
NUANCE COMMUNICATIONS INC |
NUAN |
10,172 |
0.04% |
553,416 |
18.38 |
3,005,815 |
20.18 |
Reduce |
-81.59% |
Nuance Communications Inc |
c67020Yab6 |
0 |
0.00% |
0 |
0.00 |
3,000,000 |
1.21 |
Sold out |
-100.00% |
NUCOR CORPORATION |
NUE |
0 |
0.00% |
0 |
0.00 |
500,500 |
46.15 |
Sold out |
-100.00% |
NuVasive Inc 2.75% |
c670704Ac9 |
38,378 |
0.16% |
38,914,000 |
0.99 |
43,010,000 |
0.97 |
Reduce |
-9.52% |
NVIDIA CORP |
NVDA |
6,436 |
0.03% |
458,700 |
14.03 |
0 |
0.00 |
New investment |
100.00% |
OASIS PETROLEUM INC |
OAS |
0 |
0.00% |
0 |
0.00 |
73,200 |
38.07 |
Sold out |
-100.00% |
OCCIDENTAL PETROLEUM CORPORATION |
OXY |
178,446 |
0.74% |
1,999,850 |
89.23 |
2,029,719 |
78.37 |
Reduce |
-1.47% |
OCZ TECHNOLOGY GROUP INC |
OCZ |
1,196 |
0.00% |
824,837 |
1.45 |
0 |
0.00 |
New investment |
100.00% |
OCZ Technology Group Inc |
c6.7086E+307 |
0 |
0.00% |
0 |
0.00 |
824,837 |
1.80 |
Sold out |
-100.00% |
OIL STATES INT'L |
OIS |
23,808 |
0.10% |
257,000 |
92.64 |
369,770 |
81.57 |
Reduce |
-30.50% |
OMEGA HEALTHCARE INVESTMENT INC |
OHI |
0 |
0.00% |
0 |
0.00 |
32,700 |
30.37 |
Sold out |
-100.00% |
Omnicare Inc 3.25% |
c681904Al2 |
6,555 |
0.03% |
6,364,000 |
1.03 |
7,193,000 |
1.00 |
Reduce |
-11.53% |
ON ASSIGNMENT INC |
ASGN |
0 |
0.00% |
0 |
0.00 |
278,507 |
25.31 |
Sold out |
-100.00% |
ON Semiconductor Corp 2.62 |
c682189Ah8 |
36,205 |
0.15% |
31,500,000 |
1.15 |
31,200,000 |
1.13 |
Add |
0.96% |
ONEOK INC |
OKE |
430 |
0.00% |
10,421 |
41.26 |
18,924 |
47.66 |
Reduce |
-44.93% |
ONYX PHARMACEUTICALS INC |
ONXX |
6,885 |
0.03% |
79,300 |
86.82 |
22,100 |
88.87 |
Add |
258.82% |
ORACLE CORP |
ORCL |
222,531 |
0.93% |
7,243,872 |
30.72 |
8,627,330 |
32.34 |
Reduce |
-16.04% |
ORBITAL SCIENCES CORP |
ORB |
9,131 |
0.04% |
525,690 |
17.37 |
525,690 |
16.69 |
No change |
0.00% |
OWENS AND MINOR INC |
OMI |
19,749 |
0.08% |
583,777 |
33.83 |
577,980 |
32.56 |
Add |
1.00% |
OWENS CORNING INC |
OC |
13,341 |
0.06% |
341,390 |
39.08 |
336,340 |
39.43 |
Add |
1.50% |
OWENS ILLINOIS INC |
OI |
950 |
0.00% |
34,199 |
27.78 |
158,699 |
26.65 |
Reduce |
-78.45% |
PACCAR INC |
PCAR |
88,917 |
0.37% |
1,657,046 |
53.66 |
1,795,907 |
50.56 |
Reduce |
-7.73% |
Palo Alto Networks, Inc. |
PANW |
0 |
0.00% |
0 |
0.00 |
35,848 |
56.57 |
Sold out |
-100.00% |
PANERA BREAD CO |
PNRA |
8,548 |
0.04% |
45,974 |
185.93 |
0 |
0.00 |
New investment |
100.00% |
PDC ENERGY INC |
PDCE |
5,750 |
0.02% |
111,700 |
51.48 |
32,300 |
49.57 |
Add |
245.82% |
PDL BioPharma Inc 3.75% |
c69329Yac8 |
31,084 |
0.13% |
25,195,000 |
1.23 |
26,200,000 |
1.20 |
Reduce |
-3.84% |
PEABODY ENERGY CORPORATION |
BTU |
0 |
0.00% |
0 |
0.00 |
131,993 |
21.15 |
Sold out |
-100.00% |
PEBBLEBROOK HOTEL TRUST |
PEB |
28,062 |
0.12% |
1,085,560 |
25.85 |
1,075,275 |
25.79 |
Add |
0.96% |
PENTAIR INC |
PNR |
25,635 |
0.11% |
444,360 |
57.69 |
439,360 |
52.75 |
Add |
1.14% |
PEPSICO INC |
PEP |
233,158 |
0.97% |
2,850,687 |
81.79 |
1,539,194 |
79.11 |
Add |
85.21% |
Performant Financial Corp |
c7.1377E+109 |
0 |
0.00% |
0 |
0.00 |
328,000 |
12.28 |
Sold out |
-100.00% |
PETROLEO BRASILEIRO ADR |
PBR |
0 |
0.00% |
0 |
0.00 |
105,296 |
16.57 |
Sold out |
-100.00% |
PFIZER INC |
PFE |
279,466 |
1.16% |
9,977,357 |
28.01 |
14,409,135 |
28.86 |
Reduce |
-30.76% |
PHILIP MORRIS INTERNATIONAL INC |
PM |
146,870 |
0.61% |
1,695,563 |
86.62 |
1,705,076 |
92.71 |
Reduce |
-0.56% |
PHILLIPS 66 |
PSX |
39,060 |
0.16% |
663,031 |
58.91 |
734,751 |
69.97 |
Reduce |
-9.76% |
PIEDMONT OFFICE REALTY TRUST INC |
PDM |
1,282 |
0.01% |
71,700 |
17.88 |
72,000 |
19.58 |
Reduce |
-0.42% |
PINNACLE WEST CAPITAL CORP |
PNW |
0 |
0.00% |
0 |
0.00 |
409,265 |
57.89 |
Sold out |
-100.00% |
PIONEER NATURAL RESOURCES CO |
PXD |
8,251 |
0.03% |
57,000 |
144.75 |
18,100 |
124.25 |
Add |
214.92% |
PLAINS EXPLORATION AND PRODUCTION CO |
PXP |
0 |
0.00% |
0 |
0.00 |
483,340 |
47.47 |
Sold out |
-100.00% |
PLUM CREEK TIMBER COMPANY INC |
PCL |
29,156 |
0.12% |
624,729 |
46.67 |
0 |
0.00 |
New investment |
100.00% |
Ply Gem Holdings Inc |
c72941W100 |
4,435 |
0.02% |
221,100 |
20.06 |
0 |
0.00 |
New investment |
100.00% |
PNC FINANCIAL SERVICES GROUP INC |
PNC |
301,086 |
1.25% |
4,128,991 |
72.92 |
4,916,544 |
66.50 |
Reduce |
-16.02% |
PNM RESOURCES INC |
PNM |
22,501 |
0.09% |
1,013,990 |
22.19 |
1,004,115 |
23.29 |
Add |
0.98% |
POLYMET MINING CORP |
PLM |
2,020 |
0.01% |
2,885,869 |
0.70 |
2,885,869 |
1.19 |
No change |
0.00% |
Polymet Mining Corp |
c731916110 |
66 |
0.00% |
2,885,869 |
0.02 |
0 |
0.00 |
New investment |
100.00% |
POWERSHARES BUYBACK ACHIEVERS |
PKW |
19,119 |
0.08% |
537,957 |
35.54 |
224,157 |
34.04 |
Add |
139.99% |
PPG INDUSTRIES INC |
PPG |
1,735 |
0.01% |
11,848 |
146.44 |
11,848 |
133.95 |
No change |
0.00% |
PPL CORPORATION |
PPL |
237 |
0.00% |
7,828 |
30.28 |
998,944 |
31.31 |
Reduce |
-99.22% |
PRAXAIR INC |
PX |
37,289 |
0.16% |
323,803 |
115.16 |
345,017 |
111.54 |
Reduce |
-6.15% |
PRECISION CASTPARTS CORP |
PCP |
3,923 |
0.02% |
17,357 |
226.02 |
152,845 |
189.62 |
Reduce |
-88.64% |
PRECISION DRILLING CORPORATION NEW |
PDS |
11,050 |
0.05% |
1,292,400 |
8.55 |
0 |
0.00 |
New investment |
100.00% |
PRICELINE COM INC |
PCLN |
8,844 |
0.04% |
10,692 |
827.16 |
4,232 |
687.85 |
Add |
152.65% |
PROCTER AND GAMBLE CO |
PG |
76,926 |
0.32% |
999,171 |
76.99 |
1,035,478 |
77.06 |
Reduce |
-3.51% |
PROGRESSIVE CORPORATION |
PGR |
0 |
0.00% |
0 |
0.00 |
649,344 |
25.27 |
Sold out |
-100.00% |
PROLOGIS |
PLD |
9,736 |
0.04% |
258,100 |
37.72 |
236,100 |
39.98 |
Add |
9.32% |
PRUDENTIAL FINANCIAL INC |
PRU |
3,813 |
0.02% |
52,215 |
73.02 |
0 |
0.00 |
New investment |
100.00% |
PUBLIC STORAGE |
PSA |
9,874 |
0.04% |
64,400 |
153.32 |
68,251 |
152.32 |
Reduce |
-5.64% |
QEP RESOURCES INC |
QEP |
0 |
0.00% |
0 |
0.00 |
292,625 |
31.84 |
Sold out |
-100.00% |
QLIK TECHNOLOGIES INC |
QLIK |
8,563 |
0.04% |
302,900 |
28.27 |
325,500 |
25.83 |
Reduce |
-6.94% |
QUALCOMM INC |
QCOM |
140,829 |
0.59% |
2,305,638 |
61.08 |
1,437,954 |
66.95 |
Add |
60.34% |
QUESTAR CORP |
STR |
17,868 |
0.07% |
749,184 |
23.85 |
749,184 |
24.33 |
No change |
0.00% |
QUIDEL CORP |
QDEL |
0 |
0.00% |
0 |
0.00 |
328,692 |
23.75 |
Sold out |
-100.00% |
RAMCO GERSHENSON PROPERTIES TRUST |
RPT |
1,391 |
0.01% |
89,600 |
15.52 |
89,600 |
16.80 |
No change |
0.00% |
RANGE RESOURCES CORP |
RRC |
13,709 |
0.06% |
177,300 |
77.32 |
363,200 |
81.04 |
Reduce |
-51.18% |
RAYTHEON CO |
RTN |
102,487 |
0.43% |
1,550,022 |
66.12 |
1,270,159 |
58.79 |
Add |
22.03% |
REGAL ENTERTAINMENT |
RGC |
10,058 |
0.04% |
561,875 |
17.90 |
600,720 |
16.67 |
Reduce |
-6.47% |
REGENCY CENTERS CORPORATION |
REG |
3,984 |
0.02% |
78,400 |
50.82 |
79,200 |
52.90 |
Reduce |
-1.01% |
REGENERON PHARMACEUTICALS INC |
REGN |
0 |
0.00% |
0 |
0.00 |
13,900 |
176.40 |
Sold out |
-100.00% |
REGIONS FINANCIAL CORPORATION |
RF |
118,844 |
0.50% |
12,470,478 |
9.53 |
11,042,984 |
8.19 |
Add |
12.93% |
RENT A CENTER INC |
RCII |
22,978 |
0.10% |
611,930 |
37.55 |
606,255 |
36.94 |
Add |
0.94% |
Resolute Forest Products, Inc. |
RFP |
487 |
0.00% |
36,962 |
13.18 |
36,962 |
16.18 |
No change |
0.00% |
RETAIL OPPURTUNITY INVESTMENTS CORP |
ROIC |
1,875 |
0.01% |
134,900 |
13.90 |
135,400 |
14.01 |
Reduce |
-0.37% |
RETAIL PROPERTIES OF AMERICA INC |
RPAI |
1,071 |
0.00% |
75,000 |
14.28 |
74,500 |
14.81 |
Add |
0.67% |
RITE AID CORP |
RAD |
133 |
0.00% |
46,623 |
2.85 |
0 |
0.00 |
New investment |
100.00% |
RLJ LODGING TRUST |
RLJ |
2,544 |
0.01% |
113,100 |
22.49 |
113,500 |
22.76 |
Reduce |
-0.35% |
ROBERT HALF INTERNATIONAL INC |
RHI |
30,811 |
0.13% |
927,220 |
33.23 |
854,005 |
37.53 |
Add |
8.57% |
ROCK TENN CO |
RKT |
7,171 |
0.03% |
71,793 |
99.88 |
35,000 |
92.80 |
Add |
105.12% |
ROCKWELL AUTOMATION INC |
ROK |
23,116 |
0.10% |
278,037 |
83.14 |
316,406 |
86.35 |
Reduce |
-12.13% |
ROSS STORES INC |
ROST |
235,643 |
0.98% |
3,635,884 |
64.81 |
3,197,253 |
60.62 |
Add |
13.72% |
Rowan Companies plc |
RDC |
2,121 |
0.01% |
62,259 |
34.07 |
62,259 |
35.35 |
No change |
0.00% |
RTI International Metals I |
c74973Wab3 |
6,589 |
0.03% |
7,000,000 |
0.94 |
0 |
0.00 |
New investment |
100.00% |
RYDER SYSTEM INC |
R |
30,364 |
0.13% |
499,500 |
60.79 |
191,800 |
59.75 |
Add |
160.43% |
Ryland Group Inc/The 0.25% |
c783764As2 |
7,604 |
0.03% |
8,425,000 |
0.90 |
0 |
0.00 |
New investment |
100.00% |
SABRA HEALTHCARE REIT INC |
SBRA |
0 |
0.00% |
0 |
0.00 |
66,700 |
29.01 |
Sold out |
-100.00% |
SAIC INC |
SAI |
8,509 |
0.04% |
610,818 |
13.93 |
0 |
0.00 |
New investment |
100.00% |
SALESFORCE COM INC |
CRM |
0 |
0.00% |
0 |
0.00 |
18,000 |
178.83 |
Sold out |
-100.00% |
Salix Pharmaceuticals Ltd |
c795435Ae6 |
27,251 |
0.11% |
22,840,000 |
1.19 |
0 |
0.00 |
New investment |
100.00% |
SALIX PHARMACEUTICALS LTD |
SLXP |
24,548 |
0.10% |
371,100 |
66.15 |
544,300 |
51.18 |
Reduce |
-31.82% |
Sally Beauty Holdings Inc |
c7.9546E+108 |
0 |
0.00% |
0 |
0.00 |
776,810 |
29.38 |
Sold out |
-100.00% |
SANDISK CORP |
SNDK |
14,205 |
0.06% |
232,489 |
61.10 |
1,435,117 |
55.00 |
Reduce |
-83.80% |
SanDisk Corp 1.5% |
c80004Cad3 |
28,470 |
0.12% |
21,355,000 |
1.33 |
62,100,000 |
1.29 |
Reduce |
-65.61% |
SBA COMMUNICATIONS |
SBAC |
10,755 |
0.04% |
145,100 |
74.12 |
35,000 |
72.03 |
Add |
314.57% |
SCHLUMBERGER LTD |
SLB |
168,290 |
0.70% |
2,348,454 |
71.66 |
2,418,273 |
74.89 |
Reduce |
-2.89% |
SCIQUEST INC |
SQI |
0 |
0.00% |
0 |
0.00 |
263,000 |
24.04 |
Sold out |
-100.00% |
SCOTTS MIRACLE GRO COMPANY |
SMG |
0 |
0.00% |
0 |
0.00 |
155,600 |
43.24 |
Sold out |
-100.00% |
SCRIPPS NETWORKS INTERACTIVE INC |
SNI |
19,057 |
0.08% |
285,461 |
66.76 |
422,098 |
64.34 |
Reduce |
-32.37% |
SEMGROUP CORPORATION |
SEMG |
9,738 |
0.04% |
180,800 |
53.86 |
180,800 |
51.72 |
No change |
0.00% |
SEMPRA ENERGY |
SRE |
0 |
0.00% |
0 |
0.00 |
5,900 |
80.00 |
Sold out |
-100.00% |
SEMTECH CORP |
SMTC |
0 |
0.00% |
0 |
0.00 |
227,300 |
35.39 |
Sold out |
-100.00% |
SHERWIN WILLIAMS |
SHW |
7,788 |
0.03% |
44,100 |
176.60 |
0 |
0.00 |
New investment |
100.00% |
SHIRE PLC |
SHPG |
11,491 |
0.05% |
120,821 |
95.11 |
88,500 |
91.36 |
Add |
36.52% |
SHUTTERFLY INC |
SFLY |
5,430 |
0.02% |
97,321 |
55.79 |
0 |
0.00 |
New investment |
100.00% |
SIGNATURE BANK |
SBNY |
5,230 |
0.02% |
63,000 |
83.02 |
93,800 |
78.76 |
Reduce |
-32.84% |
SIMON PROPERTY GROUP INC |
SPG |
17,512 |
0.07% |
110,889 |
157.92 |
112,004 |
158.57 |
Reduce |
-1.00% |
SIX FLAGS ENTERTAINMENT CORPORATION |
SIX |
5,576 |
0.02% |
158,600 |
35.16 |
86,600 |
72.48 |
Add |
83.14% |
SKYWORKS SOLUTIONS INC |
SWKS |
33,949 |
0.14% |
1,550,900 |
21.89 |
530,200 |
22.03 |
Add |
192.51% |
SLM CORPORATION |
SLM |
32,747 |
0.14% |
1,432,500 |
22.86 |
1,431,118 |
20.48 |
Add |
0.10% |
SMITH AND NEPHEW PLC NEW |
SNN |
2,154 |
0.01% |
38,402 |
56.09 |
89,405 |
57.73 |
Reduce |
-57.05% |
SMITHFIELD FOODS |
SFD |
914 |
0.00% |
27,900 |
32.76 |
0 |
0.00 |
New investment |
100.00% |
SNAP ON INC |
SNA |
1,120 |
0.00% |
12,528 |
89.40 |
22,751 |
82.72 |
Reduce |
-44.93% |
SODASTREAM INTERNATIONAL LTD |
SODA |
9,125 |
0.04% |
125,600 |
72.65 |
0 |
0.00 |
New investment |
100.00% |
SOLERA HOLDINGS INC |
SLH |
4,480 |
0.02% |
80,500 |
55.65 |
87,900 |
58.33 |
Reduce |
-8.42% |
SONOCO PRODUCTS |
SON |
9,031 |
0.04% |
261,231 |
34.57 |
261,231 |
34.99 |
No change |
0.00% |
SOUTHERN CO |
SO |
493 |
0.00% |
11,181 |
44.09 |
0 |
0.00 |
New investment |
100.00% |
SOUTHWEST AIRLINES CO |
LUV |
25,050 |
0.10% |
1,943,340 |
12.89 |
2,137,895 |
13.48 |
Reduce |
-9.10% |
SOUTHWESTERN ENERGY |
SWN |
59,502 |
0.25% |
1,628,881 |
36.53 |
2,047,433 |
37.26 |
Reduce |
-20.44% |
SPECTRA ENERGY CORP |
SE |
20,370 |
0.08% |
591,120 |
34.46 |
581,236 |
30.75 |
Add |
1.70% |
SPIRIT AEROSYSTEMS HOLDINGS INC |
SPR |
0 |
0.00% |
0 |
0.00 |
151,722 |
18.99 |
Sold out |
-100.00% |
SPX CORP |
SPW |
43,421 |
0.18% |
603,232 |
71.98 |
1,288,969 |
78.96 |
Reduce |
-53.20% |
SS AND C TECHNOLOGIES HOLDINGS INC |
SSNC |
4,064 |
0.02% |
123,520 |
32.90 |
111,320 |
29.98 |
Add |
10.96% |
ST JUDE MEDICAL |
STJ |
213 |
0.00% |
4,676 |
45.55 |
0 |
0.00 |
New investment |
100.00% |
Standard Pacific Corp 1.25 |
c85375Cbc4 |
3,827 |
0.02% |
3,000,000 |
1.28 |
3,000,000 |
1.28 |
No change |
0.00% |
STANLEY BLACK AND DECKER INC |
SWK |
26,220 |
0.11% |
339,190 |
77.30 |
320,674 |
80.97 |
Add |
5.77% |
STANLEY BLACK AND DECKER INC |
SWU |
6,461 |
0.03% |
50,000 |
129.22 |
50,000 |
126.60 |
No change |
0.00% |
STAPLES INC |
SPLS |
226 |
0.00% |
14,272 |
15.84 |
14,713 |
13.46 |
Reduce |
-3.00% |
STARBUCKS CORP |
SBUX |
229,423 |
0.96% |
3,503,177 |
65.49 |
3,223,198 |
56.96 |
Add |
8.69% |
STARWOOD HOTELS AND RESORTS WORLDWIDE INC |
HOT |
6,675 |
0.03% |
105,634 |
63.19 |
205,300 |
63.73 |
Reduce |
-48.55% |
STEALTH GAS INC |
GASS |
2,475 |
0.01% |
225,000 |
11.00 |
0 |
0.00 |
New investment |
100.00% |
STEEL DYNAMICS INC |
STLD |
0 |
0.00% |
0 |
0.00 |
121,700 |
15.87 |
Sold out |
-100.00% |
Steel Dynamics Inc 5.125% |
c858119Ap5 |
8,749 |
0.04% |
8,200,000 |
1.07 |
8,200,000 |
1.12 |
No change |
0.00% |
STERICYCLE INC |
SRCL |
6,780 |
0.03% |
61,400 |
110.42 |
2,010 |
105.97 |
Add |
2954.73% |
Stone Energy Corp 1.75% |
c861642An6 |
7,400 |
0.03% |
8,000,000 |
0.93 |
0 |
0.00 |
New investment |
100.00% |
SunPower Corp 4.5% |
c867652Ae9 |
12,253 |
0.05% |
10,500,000 |
1.17 |
12,000,000 |
1.00 |
Reduce |
-12.50% |
SunPower Corp 4.75% |
c867652Ac3 |
0 |
0.00% |
0 |
0.00 |
23,162,000 |
1.00 |
Sold out |
-100.00% |
Suntech Power Holdings Co |
c86800Cae4 |
0 |
0.00% |
0 |
0.00 |
26,357,000 |
0.29 |
Sold out |
-100.00% |
SUNTRUST BANKS INC |
STI |
0 |
0.00% |
0 |
0.00 |
7,036 |
28.85 |
Sold out |
-100.00% |
SUPERIOR ENERGY SERVICES INC |
SPN |
22,402 |
0.09% |
863,600 |
25.94 |
39,100 |
25.96 |
Add |
2108.70% |
SUPERVALU INC |
SVU |
150 |
0.00% |
24,068 |
6.23 |
0 |
0.00 |
New investment |
100.00% |
SWIFT TRANSPORTATION COMPANY |
SWFT |
0 |
0.00% |
0 |
0.00 |
378,300 |
14.18 |
Sold out |
-100.00% |
SYMANTEC CORP |
SYMC |
75,954 |
0.32% |
3,380,209 |
22.47 |
3,611,147 |
24.68 |
Reduce |
-6.40% |
T ROWE PRICE GROUP INC |
TROW |
80,710 |
0.34% |
1,103,345 |
73.15 |
1,205,764 |
74.87 |
Reduce |
-8.49% |
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD |
TSM |
9,915 |
0.04% |
541,206 |
18.32 |
541,206 |
17.19 |
No change |
0.00% |
TANGOE INC |
TNGO |
2,065 |
0.01% |
133,823 |
15.43 |
759,651 |
12.39 |
Reduce |
-82.38% |
TARGA RESOURCES CORPORATION |
TRGP |
725 |
0.00% |
11,263 |
64.37 |
20,454 |
67.96 |
Reduce |
-44.93% |
Target Corp |
c8.7612E+110 |
0 |
0.00% |
0 |
0.00 |
1,333,735 |
68.45 |
Sold out |
-100.00% |
Target Corp. |
TGT |
69,565 |
0.29% |
1,010,243 |
68.86 |
0 |
0.00 |
New investment |
100.00% |
TAUBMAN CENTERS INC |
TCO |
1,879 |
0.01% |
25,000 |
75.16 |
22,100 |
77.65 |
Add |
13.12% |
Taylor Morrison Home Corp |
c87724P106 |
4,258 |
0.02% |
174,634 |
24.38 |
0 |
0.00 |
New investment |
100.00% |
TCP Capital Corp. |
TCPC |
245 |
0.00% |
14,614 |
16.76 |
0 |
0.00 |
New investment |
100.00% |
TD AMERITRADE HOLDING CORPORATION |
AMTD |
3,709 |
0.02% |
152,700 |
24.29 |
152,700 |
20.62 |
No change |
0.00% |
TE CONNECTIVITY LTD |
TEL |
8,813 |
0.04% |
193,518 |
45.54 |
256,764 |
41.93 |
Reduce |
-24.63% |
TENNECO INC |
TEN |
34,324 |
0.14% |
758,041 |
45.28 |
593,900 |
39.31 |
Add |
27.64% |
TEREX CORP |
TEX |
0 |
0.00% |
0 |
0.00 |
41,600 |
34.42 |
Sold out |
-100.00% |
TERNIUM SA |
TX |
2,368 |
0.01% |
104,618 |
22.63 |
104,618 |
20.35 |
No change |
0.00% |
TEVA PHARMACEUTICAL INDUSTRIES LTD |
TEVA |
29,889 |
0.12% |
762,471 |
39.20 |
498,370 |
39.68 |
Add |
52.99% |
TEXAS INSTRUMENTS INCORPORATED |
TXN |
0 |
0.00% |
0 |
0.00 |
199,904 |
35.48 |
Sold out |
-100.00% |
Theravance Inc 2.125% |
c88338Tab0 |
24,660 |
0.10% |
16,000,000 |
1.54 |
16,000,000 |
1.10 |
No change |
0.00% |
THERMO FISHER SCIENTIFIC INC |
TMO |
154,673 |
0.64% |
1,827,637 |
84.63 |
1,710,783 |
76.49 |
Add |
6.83% |
TIBCO SOFTWARE |
TIBX |
1,470 |
0.01% |
68,700 |
21.40 |
273,900 |
20.22 |
Reduce |
-74.92% |
TIBCO Software Inc 2.25% |
c88632Qab9 |
14,725 |
0.06% |
15,150,000 |
0.97 |
0 |
0.00 |
New investment |
100.00% |
TIME WARNER |
TWX |
163,703 |
0.68% |
2,831,252 |
57.82 |
2,487,183 |
57.62 |
Add |
13.83% |
TIME WARNER CABLE INC |
TWC |
260 |
0.00% |
2,313 |
112.41 |
2,991 |
95.95 |
Reduce |
-22.67% |
TIMKEN CO |
TKR |
535 |
0.00% |
9,503 |
56.30 |
17,257 |
56.56 |
Reduce |
-44.93% |
TJX COMPANIES INC |
TJX |
72,645 |
0.30% |
1,451,154 |
50.06 |
1,555,254 |
46.75 |
Reduce |
-6.69% |
TRACTOR SUPPLY CO |
TSCO |
10,444 |
0.04% |
88,800 |
117.61 |
37,000 |
104.14 |
Add |
140.00% |
TRANSOCEAN LTD |
RIG |
1,215 |
0.01% |
25,346 |
47.94 |
25,346 |
51.96 |
No change |
0.00% |
Travelers Companies, Inc. (The) |
TRV |
92,660 |
0.39% |
1,159,412 |
79.92 |
0 |
0.00 |
New investment |
100.00% |
Travelers Cos Inc/The |
c8.9417E+113 |
0 |
0.00% |
0 |
0.00 |
1,435,132 |
84.19 |
Sold out |
-100.00% |
TRUE RELIGION APPAREL INC |
TRLG |
0 |
0.00% |
0 |
0.00 |
590,836 |
26.11 |
Sold out |
-100.00% |
TUPPERWARE BRANDS |
TUP |
0 |
0.00% |
0 |
0.00 |
55,400 |
81.73 |
Sold out |
-100.00% |
TW TELECOM INC |
TWTC |
0 |
0.00% |
0 |
0.00 |
125,000 |
25.19 |
Sold out |
-100.00% |
tw telecom inc 2.375% |
c887319Ac5 |
4,562 |
0.02% |
3,025,000 |
1.51 |
3,025,000 |
1.35 |
No change |
0.00% |
Twenty-First Century Fox I |
c90130A101 |
3,018 |
0.01% |
92,588 |
32.60 |
0 |
0.00 |
New investment |
100.00% |
TYCO INTERNATIONAL LTD NEW |
TYC |
4,140 |
0.02% |
129,278 |
32.02 |
21,970 |
32.00 |
Add |
488.43% |
ULTIMATE SOFTWARE GROUP INC |
ULTI |
3,628 |
0.02% |
30,933 |
117.29 |
33,700 |
104.15 |
Reduce |
-8.21% |
UNILEVER NV |
UN |
14,458 |
0.06% |
367,807 |
39.31 |
367,807 |
41.00 |
No change |
0.00% |
UNION PACIFIC CORP |
UNP |
146,944 |
0.61% |
952,451 |
154.28 |
681,502 |
142.41 |
Add |
39.76% |
UNITED CONTINENTAL HOLDINGS INC |
UAL |
25,914 |
0.11% |
828,200 |
31.29 |
90,900 |
32.01 |
Add |
811.11% |
UNITED MICROELECTRONICS CORP |
UMC |
0 |
0.00% |
0 |
0.00 |
873,100 |
1.80 |
Sold out |
-100.00% |
UNITED PARCEL SERVICE |
UPS |
94,231 |
0.39% |
1,089,624 |
86.48 |
1,099,910 |
85.90 |
Reduce |
-0.94% |
UNITED RENTALS |
URI |
12,682 |
0.05% |
254,100 |
49.91 |
263,900 |
54.97 |
Reduce |
-3.71% |
United States Steel Corp 2 |
c912909Ah1 |
4,441 |
0.02% |
4,500,000 |
0.99 |
0 |
0.00 |
New investment |
100.00% |
UNITED TECHNOLOGIES CORPORATION |
UTX |
342,636 |
1.43% |
3,686,644 |
92.94 |
3,839,002 |
93.43 |
Reduce |
-3.97% |
UNITEDHEALTH GROUP |
UNH |
13,658 |
0.06% |
208,587 |
65.48 |
1,376,460 |
57.21 |
Reduce |
-84.85% |
UNUM GROUP |
UNM |
88,394 |
0.37% |
3,009,679 |
29.37 |
1,972,433 |
28.25 |
Add |
52.59% |
URBAN OUTFITTERS |
URBN |
0 |
0.00% |
0 |
0.00 |
55,800 |
38.75 |
Sold out |
-100.00% |
US AIRWAYS GROUP INC |
LCC |
7,621 |
0.03% |
464,100 |
16.42 |
682,100 |
16.97 |
Reduce |
-31.96% |
US BANCORP |
USB |
120,707 |
0.50% |
3,339,061 |
36.15 |
3,594,322 |
33.93 |
Reduce |
-7.10% |
US STEEL CORP |
X |
749 |
0.00% |
42,700 |
17.54 |
42,700 |
19.51 |
No change |
0.00% |
V F CORP |
VFC |
2,558 |
0.01% |
13,252 |
193.03 |
5,600 |
167.68 |
Add |
136.64% |
Vale S.A. ADR |
VALE |
5,584 |
0.02% |
424,675 |
13.15 |
0 |
0.00 |
New investment |
100.00% |
Vale SA |
VALE.P |
1,767 |
0.01% |
145,281 |
12.16 |
0 |
0.00 |
New investment |
100.00% |
Vale SA |
c9.1912E+109 |
0 |
0.00% |
0 |
0.00 |
424,675 |
17.29 |
Sold out |
-100.00% |
Vale SA |
c9.1912E+208 |
0 |
0.00% |
0 |
0.00 |
145,281 |
16.53 |
Sold out |
-100.00% |
VALEANT PHARMACEUTICALS INTERNATIONAL INC |
VRX |
275 |
0.00% |
3,200 |
85.94 |
0 |
0.00 |
New investment |
100.00% |
VALERO ENERGY |
VLO |
54,690 |
0.23% |
1,572,910 |
34.77 |
1,152,825 |
45.49 |
Add |
36.44% |
VALSPAR CORP |
VAL |
60,301 |
0.25% |
932,436 |
64.67 |
906,766 |
62.25 |
Add |
2.83% |
Vantage Drilling Co 7.875% |
cG93205Aa3 |
8,570 |
0.04% |
7,000,000 |
1.22 |
7,500,000 |
1.17 |
Reduce |
-6.67% |
VANTIV INC |
VNTV |
6,707 |
0.03% |
243,000 |
27.60 |
265,200 |
23.74 |
Reduce |
-8.37% |
VENTAS INC |
VTR |
8,448 |
0.04% |
121,618 |
69.46 |
126,800 |
73.20 |
Reduce |
-4.09% |
VERISK ANALYTICS INC |
VRSK |
7,976 |
0.03% |
133,600 |
59.70 |
32,000 |
61.63 |
Add |
317.50% |
VERIZON COMMUNICATIONS INC |
VZ |
186,528 |
0.78% |
3,705,363 |
50.34 |
3,479,759 |
49.15 |
Add |
6.48% |
VERTEX PHARMACEUTICALS INC |
VRTX |
88,492 |
0.37% |
1,107,960 |
79.87 |
2,422,523 |
54.98 |
Reduce |
-54.26% |
Vertex Pharmaceuticals Inc |
c92532Fan0 |
0 |
0.00% |
0 |
0.00 |
24,332,000 |
1.20 |
Sold out |
-100.00% |
VIACOM INC |
VIAB |
3,987 |
0.02% |
58,583 |
68.06 |
8,254 |
61.55 |
Add |
609.75% |
VIROPHARMA INC |
VPHM |
0 |
0.00% |
0 |
0.00 |
376,430 |
25.16 |
Sold out |
-100.00% |
VISA INC |
V |
100,648 |
0.42% |
550,744 |
182.75 |
339,119 |
169.84 |
Add |
62.40% |
Vitamin Shoppe Inc |
c9.2849E+105 |
0 |
0.00% |
0 |
0.00 |
92,800 |
48.85 |
Sold out |
-100.00% |
VODAFONE GROUP |
VOD |
14,193 |
0.06% |
493,858 |
28.74 |
2,237,504 |
28.41 |
Reduce |
-77.93% |
VORNADO REALTY TRUST |
VNO |
7,027 |
0.03% |
84,820 |
82.85 |
83,600 |
83.64 |
Add |
1.46% |
VULCAN MATERIALS |
VMC |
0 |
0.00% |
0 |
0.00 |
165,600 |
51.70 |
Sold out |
-100.00% |
W R GRACE AND CO |
GRA |
12,009 |
0.05% |
142,900 |
84.04 |
179,800 |
77.51 |
Reduce |
-20.52% |
WAGEWORKS INC |
WAGE |
5,481 |
0.02% |
159,100 |
34.45 |
464,000 |
25.03 |
Reduce |
-65.71% |
WALGREEN CO |
WAG |
104,010 |
0.43% |
2,353,162 |
44.20 |
2,618,953 |
47.68 |
Reduce |
-10.15% |
WALMART STORES INC |
WMT |
45,633 |
0.19% |
612,608 |
74.49 |
1,067,310 |
74.83 |
Reduce |
-42.60% |
WALT DISNEY CO |
DIS |
309,791 |
1.29% |
4,905,636 |
63.15 |
4,589,550 |
56.80 |
Add |
6.89% |
WALTER INVESTMENT MANAGEMENT CORP |
WAC |
53,035 |
0.22% |
1,568,635 |
33.81 |
1,136,520 |
37.25 |
Add |
38.02% |
WARNER CHILCOTT PLC |
WCRX |
4,827 |
0.02% |
242,800 |
19.88 |
0 |
0.00 |
New investment |
100.00% |
WATERS CORP |
WAT |
6,649 |
0.03% |
66,457 |
100.05 |
128,657 |
93.91 |
Reduce |
-48.35% |
WEATHERFORD INTERNATIONAL LTD |
WFT |
45,813 |
0.19% |
3,343,960 |
13.70 |
3,316,390 |
12.14 |
Add |
0.83% |
WebMD Health Corp 2.25% |
c94770Vah5 |
26,754 |
0.11% |
27,300,000 |
0.98 |
33,500,000 |
0.98 |
Reduce |
-18.51% |
WebMD Health Corp 2.5% |
c94770Vaf9 |
18,907 |
0.08% |
20,440,000 |
0.93 |
21,080,000 |
0.93 |
Reduce |
-3.04% |
Wells Fargo & Co 7.5% |
WFC.PL |
105,034 |
0.44% |
87,968 |
1,194.00 |
50,080 |
1,288.76 |
Add |
75.65% |
WELLS FARGO AND COMPANY |
WFC |
239,907 |
1.00% |
5,813,093 |
41.27 |
10,438,072 |
36.99 |
Reduce |
-44.31% |
WESTAR ENERGY INC |
WR |
23,424 |
0.10% |
732,900 |
31.96 |
0 |
0.00 |
New investment |
100.00% |
WESTERN REFINING INC |
WNR |
0 |
0.00% |
0 |
0.00 |
117,400 |
35.41 |
Sold out |
-100.00% |
WESTERN UNION COMPANY |
WU |
188 |
0.00% |
10,981 |
17.12 |
11,320 |
15.02 |
Reduce |
-2.99% |
WESTLAKE CHEMICAL CORP |
WLK |
8,011 |
0.03% |
83,092 |
96.41 |
90,217 |
93.50 |
Reduce |
-7.90% |
WEX INC |
WXS |
6,819 |
0.03% |
88,900 |
76.70 |
127,100 |
78.50 |
Reduce |
-30.06% |
WEYERHAEUSER CO |
WY |
9,490 |
0.04% |
333,114 |
28.49 |
0 |
0.00 |
New investment |
100.00% |
Wheeler Real Estate Invest |
c963025101 |
552 |
0.00% |
101,100 |
5.46 |
101,100 |
6.00 |
No change |
0.00% |
WHITING PETROLEUM CORP |
WLL |
40,973 |
0.17% |
888,970 |
46.09 |
571,000 |
50.84 |
Add |
55.69% |
WHOLE FOODS MARKET INC |
WFM |
0 |
0.00% |
0 |
0.00 |
304,345 |
86.75 |
Sold out |
-100.00% |
WILLIS GROUP HOLDINGS PLC |
WSH |
34,704 |
0.14% |
851,010 |
40.78 |
842,580 |
39.49 |
Add |
1.00% |
WINDSTREAM CORP |
WIN |
4,935 |
0.02% |
640,076 |
7.71 |
640,076 |
7.95 |
No change |
0.00% |
WISDOMTREE INVESTMENTS INC |
WETF |
0 |
0.00% |
0 |
0.00 |
329,400 |
10.40 |
Sold out |
-100.00% |
WNS HOLDINGS LIMITED |
WNS |
3,030 |
0.01% |
181,567 |
16.69 |
306,300 |
14.74 |
Reduce |
-40.72% |
WW GRAINGER INC |
GWW |
43,413 |
0.18% |
172,148 |
252.18 |
119,718 |
224.99 |
Add |
43.79% |
WYNDHAM WORLDWIDE CORPORATION |
WYN |
0 |
0.00% |
0 |
0.00 |
582,420 |
64.48 |
Sold out |
-100.00% |
XEROX CORP |
XRX |
33,359 |
0.14% |
3,678,000 |
9.07 |
0 |
0.00 |
New investment |
100.00% |
XILINX INC |
XLNX |
197,159 |
0.82% |
4,977,516 |
39.61 |
4,308,720 |
38.17 |
Add |
15.52% |
Xilinx Inc 3.125% |
c983919Ad3 |
31,692 |
0.13% |
22,965,000 |
1.38 |
23,790,000 |
1.34 |
Reduce |
-3.47% |
XL COMPANY SWITZERLAND GMBH NEW |
XL |
0 |
0.00% |
0 |
0.00 |
6,840 |
30.26 |
Sold out |
-100.00% |
XPO LOGISTICS INC |
XPO |
0 |
0.00% |
0 |
0.00 |
276,000 |
16.84 |
Sold out |
-100.00% |
XYLEM INC |
XYL |
4,403 |
0.02% |
163,420 |
26.94 |
163,420 |
27.56 |
No change |
0.00% |
YAHOO INC |
YHOO |
116,680 |
0.49% |
4,646,746 |
25.11 |
1,714,773 |
23.53 |
Add |
170.98% |
YANDEX NV |
YNDX |
3,493 |
0.01% |
126,415 |
27.63 |
84,849 |
23.12 |
Add |
48.99% |
YUM BRANDS INC |
YUM |
4,254 |
0.02% |
61,357 |
69.33 |
61,404 |
71.93 |
Reduce |
-0.08% |
ZIMMER HOLDINGS INC |
ZMH |
25,985 |
0.11% |
346,750 |
74.94 |
343,910 |
75.22 |
Add |
0.83% |
ZOETIS INC |
ZTS |
82,439 |
0.34% |
2,668,781 |
30.89 |
94,751 |
33.40 |
Add |
2716.63% |
|