13F-HR filed by AQR CAPITAL MANAGEMENT LLC
AQR CAPITAL MANAGEMENT LLC filed this 13F-HR for the quarter ended 2013-06-30, filed 2013-08-14, with 2,329 holding rows worth $28,175,717,000.
- Accession
- 0001085146-13-001496
- Filer
- CIK 1167557
- Filed
- 2013-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2013
A holdings report, 2,329 entries on the cover page, a total value of $28,175,717,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $28,175,717,000 with VALUE read as thousands by filing date, 13F file number 028-10120. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerCNH PARTNERS LLC028-10114
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 462,456 | $12,292,000 | thousands by filing date | |
| ANIXTER INTL INC | 035290105 | COM | 161,300 | $12,228,000 | thousands by filing date | |
| AUTOZONE INC COM | 053332102 | Stock | 28,780 | $12,194,000 | thousands by filing date | |
| HORNBECK OFFSHORE 1.625 | 440543AE6 | FRNT 1.625%11/1 | 10,400,000 | $11,998,000 | thousands by filing date | principal |
| RITEAID CORP | 767754104 | COM | 4,189,127 | $11,981,000 | thousands by filing date | |
| ACTAVIS INC | 00507K103 | COM | 94,875 | $11,975,000 | thousands by filing date | |
| WET SEAL INC/THE-CLASS A | 961840105 | CL A | 2,532,085 | $11,926,000 | thousands by filing date | |
| JETBLUE AWYS CORP | 477143101 | COM | 7,407,300 | $11,924,000 | thousands by filing date | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 206,535 | $11,923,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 11,225,000 | $11,920,000 | thousands by filing date | principal |
| SALLY BEAUTY HLDGS INC | 79546E104 | COM | 382,847 | $11,907,000 | thousands by filing date | |
| CAMERON INTERNATIONAL CORP | 13342B105 | COM | 194,301 | $11,883,000 | thousands by filing date | |
| PORTLAND GEN ELEC CO | 736508847 | COM NEW | 388,406 | $11,881,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 94,200 | $11,780,000 | thousands by filing date | |
| FRED S INC CLASS A | 356108100 | COM | 758,631 | $11,751,000 | thousands by filing date | |
| FLIR SYS INC | 302445101 | COM | 435,558 | $11,747,000 | thousands by filing date | |
| PACKAGING CORP AMER COM | 695156109 | Stock | 239,133 | $11,708,000 | thousands by filing date | |
| CSG SYSTEMS | 126349109 | COM | 533,180 | $11,570,000 | thousands by filing date | |
| INNOSPEC INC | 45768S105 | COM | 287,612 | $11,556,000 | thousands by filing date | |
| PEABODY ENERGY CORP | 704549104 | COM | 787,900 | $11,535,000 | thousands by filing date | |
| DST SYS INC DEL | 233326107 | COM | 175,700 | $11,478,000 | thousands by filing date | |
| ENERGIZER HLDGS INC | 29266R108 | COM | 113,999 | $11,458,000 | thousands by filing date | |
| ASHFORD HOSPITALITY | 044103109 | COMMON STOCK | 996,279 | $11,407,000 | thousands by filing date | |
| ALBANY INTL CORP | 012348108 | CL A | 344,957 | $11,377,000 | thousands by filing date | |
| PARKER DRILLING CO | 701081101 | COMMON STOCK | 2,281,654 | $11,363,000 | thousands by filing date | |
| HCC INS HLDGS INC | 404132102 | COM | 263,012 | $11,338,000 | thousands by filing date | |
| CHINA MOBILE LIMITED | 16941M109 | SPONSORED ADR | 216,932 | $11,231,000 | thousands by filing date | |
| FIRST COMWLTH FINL CORP PA | 319829107 | COM | 1,517,797 | $11,186,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 155,821 | $11,166,000 | thousands by filing date | |
| INTERNATIONAL BANCSHARES COR | 459044103 | COM | 494,527 | $11,166,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 404,284 | $11,162,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 266,273 | $11,109,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329YAE4 | CNV | 8,125,000 | $11,086,000 | thousands by filing date | principal |
| MPG OFFICE TR INC | 553274101 | COM | 3,526,116 | $11,072,000 | thousands by filing date | |
| MGIC INVESTMENT CORP | 552848AD5 | CONV BND | 10,750,000 | $11,066,000 | thousands by filing date | principal |
| MAGELLAN HEALTH SERVICES INC | 559079207 | COM NEW | 196,373 | $11,013,000 | thousands by filing date | |
| CEMEX SAB DE CV | 151290AV5 | NOTE | 9,600,000 | $11,004,000 | thousands by filing date | principal |
| CENTERPOINT ENERGY INC | 15189T107 | COM | 460,757 | $10,823,000 | thousands by filing date | |
| PENNSYLVANIA RL ESTATE INVT | 709102107 | SH BEN INT | 569,485 | $10,752,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 168,606 | $10,737,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 108,509 | $10,724,000 | thousands by filing date | |
| FLUOR CORP | 343412102 | COM | 180,087 | $10,681,000 | thousands by filing date | |
| GENTIVA HEALTH SERVICES | 37247A102 | COM | 1,071,289 | $10,670,000 | thousands by filing date | |
| PRIMERICA INC | 74164M108 | COM | 283,520 | $10,615,000 | thousands by filing date | |
| COMVERSE INC | 20585P105 | COM | 354,121 | $10,539,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 1,297,874 | $10,487,000 | thousands by filing date | |
| SMITH A O CORP COM | 831865209 | Stock | 288,827 | $10,479,000 | thousands by filing date | |
| SEI INVTS CO COM | 784117103 | Stock | 367,413 | $10,446,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 275,343 | $10,402,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 329,435 | $10,400,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 730,610 | $10,397,000 | thousands by filing date | |
| GARTNERINC | 366651107 | STOK | 182,073 | $10,376,000 | thousands by filing date | |
| THE COOPER COMPANIES | 216648402 | COM NEW | 87,100 | $10,369,000 | thousands by filing date | |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 554,787 | $10,352,000 | thousands by filing date | |
| ICU MED INC | 44930G107 | COM | 143,388 | $10,333,000 | thousands by filing date | |
| OGE ENERGY CORP | 670837103 | COM | 151,245 | $10,315,000 | thousands by filing date | |
| CON-WAY INC | 205944101 | COM | 264,657 | $10,311,000 | thousands by filing date | |
| ALLERGAN INC | 018490102 | COM | 122,127 | $10,288,000 | thousands by filing date | |
| DOLBY LABORATORIES INC COM CL A | 25659T107 | Stock | 306,280 | $10,245,000 | thousands by filing date | |
| STEELCASE INC-CLASS A | 858155203 | CL A | 702,291 | $10,239,000 | thousands by filing date | |
| MCDERMOTT INTL INC | 580037109 | COM | 1,242,026 | $10,160,000 | thousands by filing date | |
| CIS ACQUISITION LTD | G21490506 | UNIT 99/99/9999 | 1,000,000 | $10,120,000 | thousands by filing date | |
| DDR CORP | 251591AX1 | NOTE | 8,642,000 | $10,100,000 | thousands by filing date | principal |
| CSX Corporation | 126408103 | COM | 431,537 | $10,007,000 | thousands by filing date | |
| CREDICORP LTD | G2519Y108 | COM | 77,852 | $9,962,000 | thousands by filing date | |
| VECTOR GROUP LTD | 92240MAY4 | CORPORATE OBLIG | 8,475,000 | $9,944,000 | thousands by filing date | principal |
| POLARIS INC COM | 731068102 | Stock | 104,584 | $9,935,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 17,273 | $9,923,000 | thousands by filing date | |
| TIM PARTICIPACOES S A | 88706P205 | SPONSORED ADR | 533,090 | $9,915,000 | thousands by filing date | |
| ARCELORMITTAL SA LUXEMBOURG | 03938LAK0 | NOTE 5.000% 5/1 | 9,690,000 | $9,908,000 | thousands by filing date | principal |
| SYMETRA FINANCIAL CORP | 87151Q106 | COMMON STOCK | 617,407 | $9,872,000 | thousands by filing date | |
| ROMA FINANCIAL CORP | 77581P109 | COM | 543,484 | $9,870,000 | thousands by filing date | |
| US STEEL CORP | 912909AE8 | NOTE | 9,600,000 | $9,864,000 | thousands by filing date | principal |
| GENERAL GROWTH PPTYS INC NEW | 370023103 | COM | 495,139 | $9,838,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 378,090 | $9,808,000 | thousands by filing date | |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 262,485 | $9,736,000 | thousands by filing date | |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 8,675,000 | $9,732,000 | thousands by filing date | principal |
| ENDURANCE SPECIALTY HLDGS LT | G30397106 | SHS | 188,942 | $9,721,000 | thousands by filing date | |
| FAIR ISAAC CORP COM | 303250104 | Stock | 211,405 | $9,689,000 | thousands by filing date | |
| DELEK US HOLDINGS INC | 246647101 | COMMON STOCK | 336,350 | $9,680,000 | thousands by filing date | |
| LTC PPTYS INC COM | 502175102 | REIT | 247,863 | $9,679,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 97,326 | $9,594,000 | thousands by filing date | |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 81,552 | $9,591,000 | thousands by filing date | |
| CATAMARAN CORP | 148887102 | COM | 196,637 | $9,580,000 | thousands by filing date | |
| ASSOCIATED ESTATES RLTY CORP | 045604105 | COM | 595,397 | $9,574,000 | thousands by filing date | |
| UNIT CORP | 909218109 | COM | 224,500 | $9,559,000 | thousands by filing date | |
| GREEN MTN COFFEE ROASTERS IN | 393122106 | COM | 127,346 | $9,559,000 | thousands by filing date | |
| WINTRUST FINANCIAL CORP | 97650W157 | *W EXP 12/19/201 | 524,700 | $9,534,000 | thousands by filing date | |
| COINSTAR INC | 19259PAF9 | NOTE 4.000% | 6,525,000 | $9,490,000 | thousands by filing date | principal |
| REGIS CORP | 758932AA5 | NOTE | 8,100,000 | $9,477,000 | thousands by filing date | principal |
| CORE-MARK HOLDING CO INC | 218681104 | COMMON STOCK | 148,888 | $9,454,000 | thousands by filing date | |
| ITRON INC COM | 465741106 | Stock | 222,647 | $9,447,000 | thousands by filing date | |
| COMTECH TELECOMMUNICATIONS C | 205826209 | COM NEW | 350,582 | $9,427,000 | thousands by filing date | |
| ADVANCED ENERGY INDS COM | 007973100 | Stock | 540,939 | $9,418,000 | thousands by filing date | |
| SANMINA CORP COM | 801056102 | Stock | 654,878 | $9,397,000 | thousands by filing date | |
| ELAN PLC | 284131208 | ADR | 664,330 | $9,394,000 | thousands by filing date | |
| TESCO CORP | 88157K101 | COMMON STOCK-FO | 708,541 | $9,388,000 | thousands by filing date | |
| SABRA HEALTH CARE REIT INC COM | 78573L106 | REIT | 358,914 | $9,371,000 | thousands by filing date | |
| COOPER TIRE & RUBR CO | 216831107 | COM | 280,722 | $9,312,000 | thousands by filing date | |
| TEXTRON INC COM | 883203101 | Stock | 356,335 | $9,283,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 151,069 | $9,227,000 | thousands by filing date | |
| APPLIED INDL TECHNOLOGIES INC COM | 03820C105 | Stock | 189,577 | $9,162,000 | thousands by filing date | |
| T-Mobile US,Inc. | 872590104 | COM | 369,050 | $9,156,000 | thousands by filing date | |
| PANERA BREAD CO | 69840W108 | CL A | 48,948 | $9,101,000 | thousands by filing date | |
| FIVE BELOW INC COM | 33829M101 | Stock | 247,500 | $9,098,000 | thousands by filing date | |
| BLACKROCK CAP INVT CORP | 092533108 | COM | 965,473 | $9,037,000 | thousands by filing date | |
| USANA HEALTH SCIENCES INC | 90328M107 | COMMON STOCK | 124,497 | $9,011,000 | thousands by filing date | |
| SCHOLASTIC CORP COM | 807066105 | Stock | 306,330 | $8,972,000 | thousands by filing date | |
| TEREX CORP NEW COM | 880779103 | Stock | 341,038 | $8,969,000 | thousands by filing date | |
| MINERALS TECHNOLOGIES INC COM | 603158106 | Stock | 216,493 | $8,950,000 | thousands by filing date | |
| CNO FINANCIAL GROUP INC | 12621EAE3 | CNV | 3,730,000 | $8,945,000 | thousands by filing date | principal |
| STEC INC | 784774101 | COM | 1,330,798 | $8,943,000 | thousands by filing date | |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 709,345 | $8,916,000 | thousands by filing date | |
| SANDERSON FARMS | 800013104 | COM | 132,915 | $8,828,000 | thousands by filing date | |
| CORELOGIC INC | 21871D103 | COM | 381,000 | $8,828,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 34,334 | $8,819,000 | thousands by filing date | |
| AV HOMES INC | 00234PAB8 | BOND | 7,330,000 | $8,805,000 | thousands by filing date | principal |
| NEWMONT CORP | 651639106 | COM | 293,018 | $8,776,000 | thousands by filing date | |
| PLANTRONICS INC NEW | 727493108 | COM | 199,446 | $8,760,000 | thousands by filing date | |
| FOSSIL GROUP INC | 34988V106 | COMMON STOCK | 84,600 | $8,740,000 | thousands by filing date | |
| STERLITE INDS INDIA LTD | 859737AB4 | NOTE 4.000%10/3 | 8,925,000 | $8,719,000 | thousands by filing date | principal |
| BANCO SANTANDER CHILE NEW | 05965X109 | SP ADR REP COM | 355,592 | $8,694,000 | thousands by filing date | |
| CITY HOLDING CO | 177835105 | COMMON STOCK | 223,066 | $8,688,000 | thousands by filing date | |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 393,195 | $8,674,000 | thousands by filing date | |
| ALLIANCE ONE INTL INC | 018772AQ6 | NOTE 5.500% 7/1 | 8,492,000 | $8,657,000 | thousands by filing date | principal |
| HELEN OF TROY CORP LTD | G4388N106 | COM | 225,561 | $8,655,000 | thousands by filing date | |
| TOWERS WATSON & CO | 891894107 | CL A | 105,609 | $8,654,000 | thousands by filing date | |
| ARCTIC CAT INC | 039670104 | COMMON STOCK | 191,887 | $8,631,000 | thousands by filing date | |
| PALL CORP | 696429307 | COM | 129,904 | $8,630,000 | thousands by filing date | |
| PETROCHINA CO LTD ADR | 71646E100 | SPONSORED ADR | 77,876 | $8,619,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 663,592 | $8,600,000 | thousands by filing date | |
| CNO FINANCIAL GROUP INC | 12621EAC7 | CNV | 3,575,000 | $8,573,000 | thousands by filing date | principal |
| COPART INC COM | 217204106 | Stock | 278,221 | $8,569,000 | thousands by filing date | |
| SYSCOCORP | 871829107 | COM | 250,362 | $8,552,000 | thousands by filing date | |
| CORESITE RLTY CORP | 21870Q105 | COM | 267,434 | $8,507,000 | thousands by filing date | |
| CATO CORP NEW | 149205106 | CL A | 340,253 | $8,493,000 | thousands by filing date | |
| LIFEPOINT HEALTH INC | 53219L109 | COM | 173,529 | $8,475,000 | thousands by filing date | |
| ROCKET COMPANIES CLA A CLASS A | 772739207 | COM | 84,413 | $8,431,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AC3 | DBCV 4.750% 4/1 | 7,875,000 | $8,367,000 | thousands by filing date | principal |
| CAMDEN PPTY TR SH BEN INT | 133131102 | REIT | 120,531 | $8,334,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 146,338 | $8,315,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 109,297 | $8,304,000 | thousands by filing date | |
| PARTNERRE LTD | G6852T105 | COM | 91,200 | $8,259,000 | thousands by filing date | |
| REGAL REXNORD CORPORATION | 758750103 | COM | 127,200 | $8,248,000 | thousands by filing date | |
| EXACT SCIENCES CORP COM | 30063P105 | Stock | 587,607 | $8,174,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 126,482 | $8,124,000 | thousands by filing date | |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 7,750,000 | $8,108,000 | thousands by filing date | principal |
| MUELLER INDS INC COM | 624756102 | Stock | 160,662 | $8,102,000 | thousands by filing date | |
| CHESAPEAKE LODGING TR | 165240102 | SH BEN INT | 389,140 | $8,090,000 | thousands by filing date | |
| URBAN OUTFITTERS INC | 917047102 | COM | 200,900 | $8,080,000 | thousands by filing date | |
| BGS ACQUISITION CORP | G1082J100 | SH | 799,000 | $8,070,000 | thousands by filing date | |
| CREE INC | 225447101 | COM | 126,064 | $8,050,000 | thousands by filing date | |
| NBT BANCORP INC COM | 628778102 | Stock | 379,668 | $8,038,000 | thousands by filing date | |
| LORAL SPACE & COM INC | 543881106 | COM | 133,413 | $8,002,000 | thousands by filing date | |
| CONVERGYS CORP | 212485AE6 | SDCV | 4,725,000 | $7,988,000 | thousands by filing date | principal |
| KIMCO REALTY CORP COM | 49446R109 | REIT | 371,341 | $7,958,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 100,952 | $7,908,000 | thousands by filing date | |
| HOME LN SERVICING SOLUTIONS | G6648D109 | ORD SHS | 329,396 | $7,896,000 | thousands by filing date | |
| WYNN RESORTS LTD | 983134107 | COM | 61,500 | $7,872,000 | thousands by filing date | |
| WHOLE FOODS MKT INC | 966837106 | COM | 152,334 | $7,842,000 | thousands by filing date | |
| BROWN FORMAN CORP CL B | 115637209 | Stock | 115,862 | $7,826,000 | thousands by filing date | |
| DIAMOND OFFSHORE DRILLING IN | 25271C102 | COM | 113,700 | $7,821,000 | thousands by filing date | |
| VAALCO ENERGY INC | 91851C201 | COMMON STOCK | 1,364,663 | $7,806,000 | thousands by filing date | |
| ORTHOFIX INTL N V | N6748L102 | COM | 289,496 | $7,787,000 | thousands by filing date | |
| B/E AEROSPACE INC | 073302101 | COM | 123,400 | $7,784,000 | thousands by filing date | |
| MOMENTA PHARMACEUTICALS INC | 60877T100 | COM | 516,084 | $7,772,000 | thousands by filing date | |
| WISCONSIN ENERGY CORP | 976657106 | COMMON STOCK | 189,054 | $7,749,000 | thousands by filing date | |
| Walter Energy Inc | 93317Q105 | COM | 744,308 | $7,741,000 | thousands by filing date | |
| DANA INC | 235825205 | COM | 401,000 | $7,723,000 | thousands by filing date | |
| CLOVIS ONCOLOGY INC | 189464100 | COM | 114,913 | $7,697,000 | thousands by filing date | |
| ITT EDUCATIONAL SERVICES INC | 45068B109 | COM | 314,735 | $7,680,000 | thousands by filing date | |
| STONE ENERGY CORP | 861642106 | COMMON STOCK | 348,551 | $7,679,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 209,440 | $7,651,000 | thousands by filing date | |
| WILSHIRE BANCORP INC | 97186T108 | COM | 1,154,484 | $7,643,000 | thousands by filing date | |
| PENN VIRGINIA CORP | 707882106 | COMMON STOCK | 1,624,343 | $7,634,000 | thousands by filing date | |
| Cynosure, Inc. | 232577205 | COM | 293,202 | $7,617,000 | thousands by filing date | |
| FULTON FINL CORP PA | 360271100 | COM | 663,260 | $7,614,000 | thousands by filing date | |
| FOSTER WHEELER AG | H27178104 | COM | 349,692 | $7,592,000 | thousands by filing date | |
| NEW RESIDENTIAL INVT CORP | 64828T102 | COM | 1,123,340 | $7,571,000 | thousands by filing date | |
| PROVIDENT FINL SVCS INC COM | 74386T105 | Stock | 479,186 | $7,562,000 | thousands by filing date | |
| AMER STATES WTR CO COM | 029899101 | Stock | 140,864 | $7,560,000 | thousands by filing date | |
| WASHINGTON POST CO | 939640108 | CL B | 15,571 | $7,533,000 | thousands by filing date | |
| EMERGENT BIOSOLUTIONS INC | 29089Q105 | COM | 522,001 | $7,527,000 | thousands by filing date | |
| BROOKFIELD ASSET MANAGEMENT IN | 112585104 | CL A LTD VT SH | 208,338 | $7,504,000 | thousands by filing date | |
| DOMINION RES INC VA NEW | 25746U885 | UNIT 07/01/2016 | 150,000 | $7,502,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AE9 | DBCV 4.500% 3/1 | 6,375,000 | $7,471,000 | thousands by filing date | principal |
| PILGRIMS PRIDE CORP COM | 72147K108 | Stock | 499,452 | $7,462,000 | thousands by filing date | |
| TRUEBLUE INC | 89785X101 | COM | 354,320 | $7,458,000 | thousands by filing date | |
| RPC INC | 749660106 | COMMON STOCK | 538,900 | $7,442,000 | thousands by filing date | |
| MYRIAD GENETICS INC | 62855J104 | COM | 276,849 | $7,439,000 | thousands by filing date | |
| MEADWESTVACO CORP | 583334107 | COM | 217,897 | $7,432,000 | thousands by filing date | |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 4,800,000 | $7,422,000 | thousands by filing date | principal |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 7,625,000 | $7,415,000 | thousands by filing date | principal |
| SANTARUS INC | 802817304 | COM | 349,731 | $7,362,000 | thousands by filing date | |
| EATON VANCE TAX-MANAGED GLOB | 27829F108 | COM | 792,051 | $7,342,000 | thousands by filing date | |
| KRISPY KREME DOUGHNUTS INC | 501014104 | COM | 420,725 | $7,342,000 | thousands by filing date | |
| WILLBROS GROUP INC | 969203108 | COMMON STOCK | 1,195,132 | $7,338,000 | thousands by filing date | |
| OIL STS INTL INC | 678026105 | COM | 79,000 | $7,319,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 610,303 | $7,318,000 | thousands by filing date | |
| SOVRAN SELF STORAGE INC | 84610H108 | COM | 112,813 | $7,309,000 | thousands by filing date | |
| ASBURY AUTOMOTIVE GROUP INC COM | 043436104 | Stock | 179,919 | $7,215,000 | thousands by filing date | |
| ZOETIS INC CL A | 98978V103 | Stock | 7,705 | $7,204,000 | thousands by filing date | call |
| PRESTIGE CONSMR HEALTHCARE I | 74112D101 | COM | 246,742 | $7,190,000 | thousands by filing date | |
| TXNM ENERGY INC COM | 69349H107 | Stock | 323,110 | $7,170,000 | thousands by filing date | |
| ADTRAN INC | 00738A106 | COMMON STOCK | 291,053 | $7,163,000 | thousands by filing date | |
| GEO GROUP INC | 36159R103 | COMMON STOCK | 210,783 | $7,156,000 | thousands by filing date | |
| PS BUSINESS PKS INC CALIF | 69360J107 | COM | 99,101 | $7,152,000 | thousands by filing date | |
| ENDO HEALTH SOLUTIONS INC | 29264F205 | COM | 193,533 | $7,120,000 | thousands by filing date | |
| Analog Devices,Inc. | 032654105 | COM | 157,884 | $7,114,000 | thousands by filing date | |
| COLLABRIUM JAPAN ACQUISITN C | G2266G102 | SHS | 700,000 | $7,105,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 91,063 | $7,102,000 | thousands by filing date | |
| AK STEEL HOLDING CORP | 001547108 | COM | 2,326,447 | $7,072,000 | thousands by filing date | |
| VANTAGE DRILLING COMPANY | G93205AA3 | NOTE 7.875% 9/0 | 5,750,000 | $7,069,000 | thousands by filing date | principal |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 117,826 | $7,067,000 | thousands by filing date | |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 31,411 | $7,064,000 | thousands by filing date | |
| DYCOM INDS INC COM | 267475101 | Stock | 304,688 | $7,050,000 | thousands by filing date | |
| PIPER SANDLER COMPANIES | 724078100 | COM | 222,735 | $7,041,000 | thousands by filing date | |
| TORCHMARK CORP | 891027104 | COM | 107,950 | $7,032,000 | thousands by filing date | |
| ALLIANT ENERGY CORP COM | 018802108 | Stock | 139,071 | $7,012,000 | thousands by filing date | |
| TIBCO SOFTWARE INC | 88632Q103 | COM | 327,426 | $7,007,000 | thousands by filing date | |
| SNAP ON INC COM | 833034101 | Stock | 78,323 | $7,001,000 | thousands by filing date | |
| PHARMERICA CORP | 71714F104 | COM | 504,868 | $6,997,000 | thousands by filing date | |
| LA Z BOY INC | 505336107 | COM | 344,875 | $6,991,000 | thousands by filing date | |
| NEWCASTLE INVT CORP | 65105M108 | COM | 1,335,017 | $6,982,000 | thousands by filing date | |
| RF MICRODEVICES INC | 749941100 | COM | 1,304,400 | $6,979,000 | thousands by filing date | |
| MYR GROUP INC | 55405W104 | COM | 358,650 | $6,976,000 | thousands by filing date | |
| AEROPOSTALE INC | 007865108 | COMMON STOCK | 504,811 | $6,966,000 | thousands by filing date | |
| TELEFLEX INCORPORATED | 879369106 | COM | 89,661 | $6,948,000 | thousands by filing date | |
| JDS UNIPHASE CORP | 46612J507 | COM PAR $0.001 | 482,872 | $6,944,000 | thousands by filing date | |
| GREENHILL & CO INC COM | 395259104 | Stock | 151,400 | $6,925,000 | thousands by filing date | |
| NOBLE ENERGY INC | 655044105 | COM | 115,308 | $6,923,000 | thousands by filing date | |
| WERNER ENTERPRISES INC | 950755108 | COM | 285,386 | $6,898,000 | thousands by filing date | |
| OCWEN FINL CORP | 675746309 | COM NEW | 166,978 | $6,883,000 | thousands by filing date | |
| EAST WEST BANCORP INC COM | 27579R104 | Stock | 249,320 | $6,856,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 99,565 | $6,850,000 | thousands by filing date | |
| MASTEC INC | 576323AL3 | NOTE 4.000% 6/1 | 3,250,000 | $6,845,000 | thousands by filing date | principal |
| BLACKROCK GLOBAL OPP EQUITY TR | 092501105 | COM | 506,960 | $6,844,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348T102 | COM | 633,058 | $6,837,000 | thousands by filing date | |
| SanDisk Corporation | 80004C101 | COM | 111,580 | $6,818,000 | thousands by filing date | |
| WESTERN REFNG INC | 959319104 | COM | 242,740 | $6,814,000 | thousands by filing date | |
| SUNEDISON INC | 86732Y109 | COM | 831,746 | $6,795,000 | thousands by filing date | |
| PBF ENERGY INC | 69318G106 | CL A | 261,728 | $6,779,000 | thousands by filing date | |
| TURQUOISE HILL RESOURCES LTD | 900435108 | COMMON STOCK-FO | 1,140,300 | $6,762,000 | thousands by filing date | |
| INTERNATIONAL GAME TECHNOLOG | 459902102 | COM | 403,387 | $6,741,000 | thousands by filing date | |
| MOVADO GROUP INC COM | 624580106 | Stock | 199,163 | $6,738,000 | thousands by filing date | |
| GREEN PLAINS RENEWABLE ENERG | 393222AB0 | BOND | 5,850,000 | $6,735,000 | thousands by filing date | principal |
| HEWLETT PACKARD CO | 428236103 | COM | 271,400 | $6,731,000 | thousands by filing date | |
| AOL INC | 00184X105 | COM | 184,139 | $6,717,000 | thousands by filing date | |
| VERADIGM INC | 01988P108 | COMMON STOCK | 518,601 | $6,711,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 124,491 | $6,699,000 | thousands by filing date | |
| KFORCE INC COM | 493732101 | Stock | 458,651 | $6,696,000 | thousands by filing date | |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 167,501 | $6,687,000 | thousands by filing date | |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 136,293 | $6,669,000 | thousands by filing date | |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 98,629 | $6,628,000 | thousands by filing date | |
| HHGREGG INC | 42833L108 | COM | 413,890 | $6,610,000 | thousands by filing date | |
| EBIX INC | 278715206 | COM NEW | 712,712 | $6,600,000 | thousands by filing date | |
| BOISE INC | 09746Y105 | COMMON STOCK | 772,360 | $6,596,000 | thousands by filing date | |
| ARUBA NETWORKS INC | 043176106 | COM | 429,300 | $6,594,000 | thousands by filing date | |
| MANHATTAN ASSOCIATES INC COM | 562750109 | Stock | 85,416 | $6,591,000 | thousands by filing date | |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 107,827 | $6,579,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 305,978 | $6,511,000 | thousands by filing date | |
| ALCOA INC | 013817AT8 | NOTE 5.250% 3/1 | 5,120,000 | $6,506,000 | thousands by filing date | principal |
| MACERICH CO | 554382101 | COM | 106,388 | $6,486,000 | thousands by filing date | |
| BLACKROCK ENHANCED EQUITY DI | 09251A104 | COM | 850,187 | $6,470,000 | thousands by filing date | |
| DOVER CORP COM | 260003108 | Stock | 83,144 | $6,457,000 | thousands by filing date | |
| BLUE WOLF MONGOLIA HOLDINGS | G11962100 | CMN | 650,000 | $6,454,000 | thousands by filing date | |
| 3-D SYS CORP DEL | 88554DAB2 | NOTE 5.500%12/1 | 2,075,000 | $6,394,000 | thousands by filing date | principal |
| MASCO CORP | 574599106 | COM | 327,300 | $6,379,000 | thousands by filing date | |
| JETBLUE AIRWAYS CORP | 477143AD3 | DBCV 5.500%10/1 | 4,500,000 | $6,373,000 | thousands by filing date | principal |
| CHEESECAKE FACTORY INC | 163072101 | COM | 151,829 | $6,360,000 | thousands by filing date | |
| KOHLBERG CAPITAL CORP | 500233AB7 | BOND | 4,625,000 | $6,359,000 | thousands by filing date | principal |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 96,086 | $6,320,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 75,737 | $6,297,000 | thousands by filing date | |
| REPROS THERAPEUTICS INC | 76028H209 | COM | 340,559 | $6,283,000 | thousands by filing date | |
| EXTRA SPACE STORAGE INC COM | 30225T102 | REIT | 149,775 | $6,280,000 | thousands by filing date | |
| PLX TECHNOLOGY INC | 693417107 | COM | 1,318,363 | $6,275,000 | thousands by filing date | |
| CORINTHIAN COLLEGES INC | 218868107 | COMMON STOCK | 2,801,035 | $6,274,000 | thousands by filing date | |
| PMC-SIERRA INC | 69344F106 | COM | 984,662 | $6,253,000 | thousands by filing date | |
| RLJ LODGING TR COM | 74965L101 | REIT | 276,267 | $6,213,000 | thousands by filing date | |
| SLR INVESTMENT CORP | 83413U100 | COM | 267,802 | $6,184,000 | thousands by filing date | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 1,510,900 | $6,164,000 | thousands by filing date | |
| VANGUARD HEALTH SYS INC | 922036207 | COM | 297,190 | $6,164,000 | thousands by filing date | |
| DEAN FOODS CO NEW | 242370104 | COM | 615,028 | $6,163,000 | thousands by filing date | |
| RAYONIER INC COM | 754907103 | REIT | 110,902 | $6,143,000 | thousands by filing date | |
| BROWN & BROWN INC COM | 115236101 | Stock | 190,400 | $6,138,000 | thousands by filing date | |
| VALMONT INDS INC COM | 920253101 | Stock | 42,849 | $6,131,000 | thousands by filing date | |
| CNO FINANCIAL GROUP INC | 12621EAF0 | CNV | 2,545,000 | $6,103,000 | thousands by filing date | principal |
| GT ADVANCED TECHNOLOGIES INC | 36191UAA4 | NOTE 3.000%10/0 | 7,125,000 | $6,083,000 | thousands by filing date | principal |
| KULICKE & SOFFA INDS INC | 501242101 | COM | 549,824 | $6,081,000 | thousands by filing date | |
| BLACKROCK CREDIT ALLOCATION IN | 092508100 | COM | 467,625 | $6,070,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 96,457 | $6,039,000 | thousands by filing date | |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 6,375,000 | $6,032,000 | thousands by filing date | principal |
| RESOURCES CONNECTION INC | 76122Q105 | COM | 517,997 | $6,009,000 | thousands by filing date | |
| NACCO INDUSTRIES INC CLASS A | 629579103 | COM | 104,899 | $6,009,000 | thousands by filing date | |
| HIMAX TECHNOLOGIES INC SPONSORED ADR | 43289P106 | ADR | 1,150,069 | $6,003,000 | thousands by filing date | |
| U S SILICA HLDGS INC | 90346E103 | COM | 283,179 | $5,884,000 | thousands by filing date | |
| FIRST INDL RLTY TR INC COM | 32054K103 | REIT | 386,756 | $5,867,000 | thousands by filing date | |
| FORMFACTOR INC COM | 346375108 | Stock | 868,569 | $5,863,000 | thousands by filing date | |
| MANNKIND CORP | 56400PAC6 | BOND | 5,320,000 | $5,852,000 | thousands by filing date | principal |
| HARRIS CORP INC | 413875105 | COM | 117,400 | $5,782,000 | thousands by filing date | |
| ACCURAY INC | 004397AC9 | BOND | 4,600,000 | $5,779,000 | thousands by filing date | principal |
| TRIMBLE INC COM | 896239100 | Stock | 222,100 | $5,777,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701107 | COM | 200,000 | $5,776,000 | thousands by filing date | |
| WW GRAINGER INC COM | 384802104 | Stock | 22,768 | $5,742,000 | thousands by filing date | |
| HAYNES INTL INC | 420877201 | COM NEW | 119,826 | $5,736,000 | thousands by filing date | |
| COUSINS PROPERTIES INC | 222795106 | COM | 565,605 | $5,713,000 | thousands by filing date | |
| TICC CAPITAL CORP | 87244T109 | COM | 593,800 | $5,712,000 | thousands by filing date | |
| WEBSTER FINL CORP | 947890109 | COM | 222,055 | $5,702,000 | thousands by filing date | |
| PINNACLE FINANCIAL PARTNERS IN | 72346Q104 | COM | 221,684 | $5,699,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 133,700 | $5,689,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 26,896 | $5,677,000 | thousands by filing date | |
| ENCORE CAP GROUP INC | 292554102 | COM | 170,050 | $5,630,000 | thousands by filing date | |
| WEBSENSE INC | 947684106 | COM | 227,761 | $5,630,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 88,897 | $5,627,000 | thousands by filing date | |
| FINISAR CORP | 31787A507 | COM NEW | 331,778 | $5,624,000 | thousands by filing date | |
| SELECT MED HLDGS CORP | 81619Q105 | COM | 681,455 | $5,588,000 | thousands by filing date | |
| WADDELL & REED FINL INC | 930059100 | CL A | 128,300 | $5,581,000 | thousands by filing date | |
| ROCKWOOD HLDGS INC | 774415103 | COM | 87,127 | $5,579,000 | thousands by filing date | |
| JONES LANG LASALLE INC COM | 48020Q107 | Stock | 61,200 | $5,578,000 | thousands by filing date | |
| CHINA PETROLEUM AND CHEMICAL-A | 16941R108 | SPON ADR H SHS | 60,935 | $5,576,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 110,486 | $5,572,000 | thousands by filing date | |
| OTTER TAIL CORP | 689648103 | COM | 195,865 | $5,563,000 | thousands by filing date | |
| HOVNANIAN ENTPR INC | 442487203 | COMMON STOCK | 991,415 | $5,562,000 | thousands by filing date | |
| PVF CAPITAL CORP | 693654105 | COM | 1,390,383 | $5,562,000 | thousands by filing date | |
| PACWEST BANCORP DEL | 695263103 | COM | 180,737 | $5,540,000 | thousands by filing date | |
| Automatic Data Processing,Inc. | 053015103 | COM | 80,437 | $5,539,000 | thousands by filing date | |
| TWO HARBORS INVESTMENT CORP | 90187B101 | COMMON STOCK | 540,000 | $5,535,000 | thousands by filing date | |
| COVANCE INC | 222816100 | COM | 72,666 | $5,533,000 | thousands by filing date | |
| PENNANTPARK INVESTMENT CORPORA | 708062104 | COM | 500,269 | $5,528,000 | thousands by filing date | |
| ISTAR FINL INC | 45031UBR1 | NOTE 3.000%11/1 | 4,650,000 | $5,528,000 | thousands by filing date | principal |
| NATIONAL PENN BANCSHARES INC | 637138108 | COM | 543,462 | $5,522,000 | thousands by filing date | |
| Vitesse Semiconductor Corp | 928497AE6 | DBCV 8.000% 6/1 | 5,189,000 | $5,484,000 | thousands by filing date | principal |
| RIVERBED TECHNOLOGY INC | 768573107 | COM | 351,790 | $5,474,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729NBP4 | NOTE 7.000% 3/1 | 4,655,000 | $5,441,000 | thousands by filing date | principal |
| CNOOC LIMITED | 126132109 | SPONSORED ADR | 32,400 | $5,426,000 | thousands by filing date | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 129,431 | $5,387,000 | thousands by filing date | |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 887,050 | $5,384,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 49,404 | $5,358,000 | thousands by filing date | |
| PRIME ACQUISITION CORP | G72436101 | SHS | 535,000 | $5,339,000 | thousands by filing date | |
| THOMPSON CREEK METALS CO INC | 884768300 | UNIT 99/99/9999 | 327,300 | $5,338,000 | thousands by filing date | |
| CABOT CORP | 127055101 | COM | 142,159 | $5,320,000 | thousands by filing date | |
| TRW AUTOMOTIVE INC | 87264MAH2 | NOTE 3.500%12/0 | 2,325,000 | $5,302,000 | thousands by filing date | principal |
| Salesforce.com, Inc | 79466L302 | COM | 138,478 | $5,287,000 | thousands by filing date | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 238,400 | $5,254,000 | thousands by filing date | |
| CARLISLE COS INC COM | 142339100 | Stock | 84,300 | $5,253,000 | thousands by filing date | |
| YRC WORLDWIDE INC | 984249607 | COM | 182,701 | $5,253,000 | thousands by filing date | |
| CAMECO CORP COM | 13321L108 | Stock | 253,002 | $5,227,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 100,485 | $5,213,000 | thousands by filing date | |
| REALTY INCOME CORP COM | 756109104 | REIT | 124,024 | $5,199,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 81,400 | $5,162,000 | thousands by filing date | |
| SOUTHERN COPPER CORP | 84265V105 | COM | 186,699 | $5,157,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 74,763 | $5,148,000 | thousands by filing date | |
| BUCKLE INC COM | 118440106 | Stock | 98,783 | $5,139,000 | thousands by filing date | |
| LACLEDE GROUP INC/THE | 505597104 | COM | 112,379 | $5,131,000 | thousands by filing date | |
| DIEBOLD NXDF INC | 253651103 | COM | 151,327 | $5,098,000 | thousands by filing date | |
| APARTMENT INVT & MGMT CO | 03748R101 | CL A | 169,500 | $5,092,000 | thousands by filing date | |
| RETAIL OPPORTUNITY INVESTMENTS | 76131N101 | COMMON STOCK | 365,025 | $5,074,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 343,200 | $5,072,000 | thousands by filing date | |
| BLACKROCK INTERNATIONAL GROWTH | 092524107 | COM BENE INTER | 687,997 | $5,071,000 | thousands by filing date | |
| SPRINT NEXTEL CORP | 852061100 | COM SER 1 | 16,820 | $5,071,000 | thousands by filing date | call |
| MUELLER WTR PRODS INC COM SER A | 624758108 | Stock | 733,356 | $5,067,000 | thousands by filing date | |
| FORTINET INC COM | 34959E109 | Stock | 289,373 | $5,064,000 | thousands by filing date | |
| ALBEMARLE CORP | 012653101 | COM | 81,171 | $5,056,000 | thousands by filing date | |
| ELLIS PERRY INTL INC | 288853104 | COM | 248,665 | $5,050,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 147,647 | $5,002,000 | thousands by filing date | |
| STAG INDUSTRIAL INC | 85254J102 | COM | 250,057 | $4,989,000 | thousands by filing date | |
| AGCO CORP 1.250/15/36 | 001084AM4 | NOTE | 4,000,000 | $4,985,000 | thousands by filing date | principal |
| RPM INTL INC COM | 749685103 | Stock | 155,956 | $4,981,000 | thousands by filing date | |
| CAPITALSOURCE INC | 14055X102 | COM | 530,533 | $4,976,000 | thousands by filing date | |
| HEADWATERS INC | 42210P102 | COMMON STOCK | 560,416 | $4,954,000 | thousands by filing date | |
| ANDINA ACQUISITION CORP | G0440W100 | COM | 495,000 | $4,945,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 71,075 | $4,916,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 50,971 | $4,914,000 | thousands by filing date | |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 46,373 | $4,914,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 115,900 | $4,903,000 | thousands by filing date | |
| STARWOOD PPTY TR INC COM | 85571B105 | REIT | 198,100 | $4,903,000 | thousands by filing date | |
| ALERE INC | 01449J105 | COM | 199,400 | $4,885,000 | thousands by filing date | |
| ARMSTRONG WORLD INDS INC NEW | 04247X102 | COM | 101,006 | $4,827,000 | thousands by filing date | |
| INVACARE CORP | 461203101 | COMMON STOCK | 335,689 | $4,820,000 | thousands by filing date | |
| FASTENAL CO COM | 311900104 | Stock | 105,105 | $4,819,000 | thousands by filing date | |
| SYKES ENTERPRISES INC COM | 871237103 | Stock | 305,072 | $4,808,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 141,625 | $4,807,000 | thousands by filing date | |
| SWIFT TRANSPORTATION CO | 87074U101 | COM | 289,960 | $4,796,000 | thousands by filing date | |
| MULTIMEDIA GAMES HOLDING CO | 625453105 | COM | 183,890 | $4,794,000 | thousands by filing date | |
| EL PASO ELECTRIC CO | 283677854 | COM NEW | 135,329 | $4,778,000 | thousands by filing date | |
| GOVERNMENT PPTYS INCOME TR | 38376A103 | COM SHS BEN INT | 189,156 | $4,771,000 | thousands by filing date | |
| SUPERVALU INC | 868536103 | COM | 766,800 | $4,769,000 | thousands by filing date | |
| AVANTAX INC | 095229100 | COMMON STOCK | 257,197 | $4,768,000 | thousands by filing date | |
| MEDIFAST INC | 58470H101 | COM | 184,603 | $4,755,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222104 | COM | 356,716 | $4,751,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 93,998 | $4,748,000 | thousands by filing date | |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 54,682 | $4,746,000 | thousands by filing date | |
| Equinix, Inc. | 29444U502 | EQIX | 25,616 | $4,732,000 | thousands by filing date | |
| PIMCO DYNAMIC CR INCOME FD | 72202D106 | COM SHS | 206,407 | $4,729,000 | thousands by filing date | |
| CBRE GROUP INC CL A | 12504L109 | Stock | 200,200 | $4,677,000 | thousands by filing date | |
| HEALTHCARE RLTY TR | 421946104 | COM | 182,973 | $4,666,000 | thousands by filing date | |
| PROASSURANCE CORP | 74267C106 | COM | 89,330 | $4,659,000 | thousands by filing date | |
| STRATEGIC HOTEL & RESORTS | 86272T106 | COM | 525,423 | $4,655,000 | thousands by filing date | |
| DOUBLELINE INCOME SOLUTIONS | 258622109 | COM | 200,000 | $4,642,000 | thousands by filing date | |
| BROADCOM CORP | 111320107 | CL A | 137,200 | $4,632,000 | thousands by filing date | |
| LANDSTAR SYS INC COM | 515098101 | Stock | 89,641 | $4,617,000 | thousands by filing date | |
| QUEST DIAGNOSTICS INC COM | 74834L100 | Stock | 75,489 | $4,577,000 | thousands by filing date | |
| RAYMOND JAMES FINL INC COM | 754730109 | Stock | 106,208 | $4,565,000 | thousands by filing date | |
| CAMBREX CORP | 132011107 | COM | 326,699 | $4,564,000 | thousands by filing date | |
| V F CORP COM | 918204108 | Stock | 23,565 | $4,549,000 | thousands by filing date | |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 4,500,000 | $4,545,000 | thousands by filing date | principal |
| BANK NOVA SCOTIA B C COM | 064149107 | Stock | 84,715 | $4,536,000 | thousands by filing date | |
| PAPA JOHNS INTL INC | 698813102 | COM | 69,212 | $4,524,000 | thousands by filing date | |
| AMEDISYS INC | 023436108 | COM | 388,480 | $4,514,000 | thousands by filing date | |
| BRANDYWINE RLTY TR | 105368203 | SH BEN INT NEW | 333,584 | $4,510,000 | thousands by filing date | |
| SCHNITZER STEEL INDUSTRIES INC | 806882106 | CL A | 192,145 | $4,492,000 | thousands by filing date | |
| SMITH & WESSON BRANDS, INC. | 831756101 | COM | 449,836 | $4,489,000 | thousands by filing date | |
| APOGEE ENTERPRISES INC | 037598109 | COM | 185,967 | $4,463,000 | thousands by filing date | |
| ONEOK INC NEW | 682680103 | COM | 107,746 | $4,451,000 | thousands by filing date | |
| GREATBATCH INC | 39153L106 | COM | 135,707 | $4,450,000 | thousands by filing date | |
| DIGITAL RIV INC | 25388B104 | COM | 237,084 | $4,450,000 | thousands by filing date | |
| Biglari Holdings | 08986r101 | COM | 10,827 | $4,443,000 | thousands by filing date | |
| MANULIFE FINL CORP | 56501R106 | COM | 276,400 | $4,428,000 | thousands by filing date | |
| BELO CORP | 080555105 | COM SER A | 315,741 | $4,405,000 | thousands by filing date | |
| ARK RESTAURANTS CORP | 040712101 | COM | 207,348 | $4,402,000 | thousands by filing date | |
| EATON VANCE TAX-MANAGED DIVE | 27828N102 | COM | 432,411 | $4,398,000 | thousands by filing date | |
| SONIC CORP | 835451105 | COM | 301,900 | $4,396,000 | thousands by filing date | |
| BANNER CORP | 06652V208 | COM NEW | 129,712 | $4,383,000 | thousands by filing date | |
| MERITOR INC | 59001K100 | COMMON STOCK | 619,226 | $4,366,000 | thousands by filing date | |
| CAPLEASE INC | 140288101 | COM | 515,259 | $4,349,000 | thousands by filing date | |
| DST SYSTEMS INC | 233326AE7 | CNV | 3,125,000 | $4,338,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 128,784 | $4,290,000 | thousands by filing date | |
| GIBRALTAR INDS INC | 374689107 | COM | 294,618 | $4,290,000 | thousands by filing date | |
| NEW YORK TIMES CO MTN BE CL A | 650111107 | Stock | 387,117 | $4,282,000 | thousands by filing date | |
| ENERSYS COM | 29275Y102 | Stock | 87,231 | $4,278,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 45,943 | $4,270,000 | thousands by filing date | |
| CENTURY ALUM CO | 156431108 | COM | 459,200 | $4,261,000 | thousands by filing date | |
| CARMAX INC COM | 143130102 | Stock | 92,200 | $4,256,000 | thousands by filing date | |
| LEVEL 3 COMMUNICATIONS INC | 52729N308 | COM NEW | 201,122 | $4,240,000 | thousands by filing date | |
| Crown Castle | 228227104 | COM | 58,280 | $4,219,000 | thousands by filing date | |
| POLYONE CORP | 73179P106 | COM | 169,159 | $4,192,000 | thousands by filing date | |
| LHC GROUP | 50187A107 | COM | 213,775 | $4,186,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 83,814 | $4,183,000 | thousands by filing date | |
| LEGACY TEX FINL GROUP INC COM | 92672A101 | Stock | 200,982 | $4,182,000 | thousands by filing date | |
| MDU RES GROUP INC | 552690109 | COM | 161,045 | $4,173,000 | thousands by filing date | |
| MARRIOTT VACATIONS WORLDWIDE C COM | 57164Y107 | Stock | 96,124 | $4,156,000 | thousands by filing date | |
| UGI CORP NEW COM | 902681105 | Stock | 106,022 | $4,147,000 | thousands by filing date | |
| NVR INC COM | 62944T105 | Stock | 4,491 | $4,141,000 | thousands by filing date | |
| COMMERCE BANCSHARES INC | 200525103 | COM | 94,206 | $4,104,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 28,326 | $4,100,000 | thousands by filing date | |
| LXP INDUSTRIAL TRUST | 529043101 | COM | 348,766 | $4,074,000 | thousands by filing date | |
| ALTRA HOLDINGS INC | 02208R106 | COMMON STOCK | 148,800 | $4,074,000 | thousands by filing date | |
| SEMPRA COM | 816851109 | Stock | 49,648 | $4,059,000 | thousands by filing date | |
| COPT DEFENSE PROPERTIES | 22002T108 | SHS BEN INT | 158,790 | $4,049,000 | thousands by filing date | |
| MENTOR GRAPHICS CORP | 587200106 | COM | 206,159 | $4,030,000 | thousands by filing date | |
| DESTINATION MATERNITY CORP | 25065D100 | COM | 163,700 | $4,027,000 | thousands by filing date | |
| SPECTRA ENERGY CORP | 847560109 | COM | 116,304 | $4,008,000 | thousands by filing date | |
| MYLAN INC | 628530107 | COM | 129,100 | $4,006,000 | thousands by filing date | |
| QUICKSILVER RESOURCES INC. | 74837R104 | COMMON STOCK | 2,383,800 | $4,005,000 | thousands by filing date | |
| FEDERAL REALTY INVESTMENT TRUS | 313747206 | SH BEN INT NEW | 38,553 | $3,997,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 47,523 | $3,984,000 | thousands by filing date | |
| BALL CORP | 058498106 | COM | 95,800 | $3,980,000 | thousands by filing date | |
| LINCOLN NATL CORP IND | 534187117 | *W EXP 07/10/201 | 147,550 | $3,976,000 | thousands by filing date | |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 96,406 | $3,975,000 | thousands by filing date | |
| ESTERLINE TECHNOLOGIES CORP | 297425100 | COM | 54,925 | $3,971,000 | thousands by filing date | |
| MOVE INC | 62458M207 | COM NEW | 309,450 | $3,967,000 | thousands by filing date | |
| CALIX INC | 13100M509 | COM | 392,600 | $3,965,000 | thousands by filing date | |
| SPANSION INC | 84649R200 | COM CL A NEW | 316,579 | $3,964,000 | thousands by filing date | |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 141,822 | $3,960,000 | thousands by filing date | |
| WHITEWAVE FOODS CO | 966244204 | COM CL B | 260,482 | $3,959,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 82,701 | $3,955,000 | thousands by filing date | |
| WIPRO LTD SPON ADR 1 SH | 97651M109 | ADR | 541,961 | $3,945,000 | thousands by filing date | |
| OMEGA HEALTHCARE INVS INC COM | 681936100 | REIT | 126,763 | $3,932,000 | thousands by filing date | |
| SENIOR HSG PPTYS TR | 81721M109 | SH BEN INT | 151,216 | $3,921,000 | thousands by filing date | |
| ROVI CORP | 779376102 | COM | 169,500 | $3,871,000 | thousands by filing date | |
| AGRIUM INC | 008916108 | COM | 44,500 | $3,870,000 | thousands by filing date | |
| ENSIGN GROUP INC | 29358P101 | COM | 109,792 | $3,867,000 | thousands by filing date | |
| CELANESE CORP DEL COM | 150870103 | Stock | 86,124 | $3,858,000 | thousands by filing date | |
| SCICLONE PHARMACEUTICALS INC | 80862K104 | COM | 775,400 | $3,846,000 | thousands by filing date | |
| ARCH CAP GROUP LTD ORD | G0450A105 | Stock | 74,679 | $3,839,000 | thousands by filing date | |
| PETMED EXPRESS INC | 716382106 | COM | 304,100 | $3,832,000 | thousands by filing date | |
| TAUBMAN CTRS INC | 876664103 | COM | 50,988 | $3,832,000 | thousands by filing date | |
| ENDOCYTE INC | 29269A102 | COM | 291,580 | $3,828,000 | thousands by filing date | |
| BIOMED REALTY TRUST COM | 09063h107 | COM | 189,116 | $3,826,000 | thousands by filing date | |
| NUVASIVE INC | 670704105 | COM | 154,200 | $3,823,000 | thousands by filing date | |
| INSPERITY INC | 45778Q107 | COM | 126,015 | $3,818,000 | thousands by filing date | |
| CALPINE CORP | 131347304 | COM | 179,325 | $3,807,000 | thousands by filing date | |
| TERADATA CORP DEL | 88076W103 | COM | 74,862 | $3,760,000 | thousands by filing date | |
| CUBESMART COM | 229663109 | REIT | 234,854 | $3,753,000 | thousands by filing date | |
| UMB FINL CORP | 902788108 | COM | 67,349 | $3,749,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO | 039483AW2 | NOTE 0.875% 2/1 | 3,700,000 | $3,735,000 | thousands by filing date | principal |
| GENESEE & WYO INC | 371559204 | UNIT 10/01/2015 | 31,075 | $3,733,000 | thousands by filing date | |
| FLOWERS FOODS INC COM | 343498101 | Stock | 168,696 | $3,720,000 | thousands by filing date | |
| SUNSTONE HOTEL INVS INC NEW | 867892101 | COM | 307,858 | $3,719,000 | thousands by filing date | |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 109,560 | $3,718,000 | thousands by filing date | |
| LENNOX INTL INC COM | 526107107 | Stock | 57,220 | $3,693,000 | thousands by filing date | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 84,000 | $3,688,000 | thousands by filing date | |
| MOLEX INC | 608554200 | COMMON STOCK | 148,347 | $3,688,000 | thousands by filing date | |
| ANN INC | 035623107 | COM | 111,013 | $3,686,000 | thousands by filing date | |
| MOLEX INC | 608554101 | COM | 125,579 | $3,684,000 | thousands by filing date | |
| TALISMAN ENERGY INC | 87425E103 | COM | 321,785 | $3,678,000 | thousands by filing date | |
| PPL CORP COM | 69351T106 | Stock | 121,333 | $3,672,000 | thousands by filing date | |
| HOME BANCSHARES INC COM | 436893200 | Stock | 141,374 | $3,671,000 | thousands by filing date | |
| LIVE NATION ENTERTAINMENT INC COM | 538034109 | Stock | 236,500 | $3,666,000 | thousands by filing date | |
| MEMSIC INC | 586264103 | EQUITY | 892,920 | $3,661,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-13-001496 | this filing | 2013-08-14 | acceptance time not in the bulk data set |