13F-HR filed by AQR CAPITAL MANAGEMENT LLC
AQR CAPITAL MANAGEMENT LLC filed this 13F-HR for the quarter ended 2014-12-31, filed 2015-02-17, with 2,518 holding rows worth $48,198,921,000.
- Accession
- 0001085146-15-000719
- Filer
- CIK 1167557
- Filed
- 2015-02-17
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2014
A holdings report, 3,529 entries on the cover page, a total value of $48,198,921,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $48,198,921,000 with VALUE read as thousands by filing date, 13F file number 028-10120. A later restatement replaced it, so the quarter does not use it. The resolved quarter.
Other managers
- included managerCNH PARTNERS LLC028-10114
- included managerSEI INVESTMENTS MANAGEMENT CORP028-16475
- included managerAQR Capital Management Holdings, LLC
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 |
|---|---|---|---|---|---|---|
| Apple Inc | 037833100 | COM | 6,363,355 | $702,387,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 4,462,226 | $466,615,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 4,831,404 | $455,408,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 9,360,617 | $434,801,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 13,933,438 | $434,027,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 7,484,989 | $425,073,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 1,201,289 | $407,778,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 7,206,682 | $395,070,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 3,824,594 | $368,346,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 7,000,367 | $364,019,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 9,831,338 | $356,779,000 | thousands by filing date | |
| HEWLETT PACKARD CO | 428236103 | COM | 8,342,836 | $334,798,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 2,981,216 | $330,020,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 2,149,725 | $308,765,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 2,041,607 | $300,912,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 3,695,296 | $293,370,000 | thousands by filing date | |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 4,378,471 | $265,860,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 2,764,889 | $255,613,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 1,976,399 | $248,374,000 | thousands by filing date | |
| ADVENT CLAYMORE ENH GRW & IN | 00765E104 | COM | 63,290 | $245,349,000 | thousands by filing date | Value about 1,000 times the price other filers imply, kept as filed and left out of ratios. |
| Home Depot, Inc | 437076102 | COM | 2,323,935 | $243,944,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 4,899,546 | $242,528,000 | thousands by filing date | |
| BROADCOM CORP | 111320107 | CL A | 5,562,037 | $241,003,000 | thousands by filing date | |
| TIME WARNER INC | 887317303 | COM NEW | 2,802,339 | $239,376,000 | thousands by filing date | |
| AMERICA MOVIL SA DE CV-ADR | 02364W105 | SPON ADR L SHS | 10,783,787 | $239,184,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 3,040,526 | $237,222,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 4,814,358 | $236,819,000 | thousands by filing date | |
| TIME WARNER CABLE INC | 88732J207 | COM | 1,511,011 | $229,764,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 1,517,370 | $227,833,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 1,963,236 | $226,832,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 3,565,841 | $223,150,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 1,863,225 | $221,966,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 123,550,000 | $221,000,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 1,059,465 | $217,762,000 | thousands by filing date | |
| 38259p508 | COM | 398,620 | $211,532,000 | thousands by filing date | ||
| PepsiCo,Inc. | 713448108 | COM | 2,190,655 | $207,148,000 | thousands by filing date | |
| AGNICO EAGLE MINES LTD COM | 008474108 | Stock | 752,844 | $204,485,000 | thousands by filing date | |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 4,920,017 | $203,738,000 | thousands by filing date | |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 88,314,000 | $202,901,000 | thousands by filing date | principal |
| Procter & Gamble Co | 742718109 | COM | 2,130,806 | $194,095,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 2,774,841 | $190,909,000 | thousands by filing date | |
| CARDINAL HEALTH INC | 14149Y108 | COM | 2,342,788 | $189,133,000 | thousands by filing date | |
| TE CONNECTIVITY LTD | H84989104 | SHS | 2,972,643 | $188,020,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621306 | COM NEW | 15,684,278 | $185,702,000 | thousands by filing date | |
| ENTERGY CORP NEW COM | 29364G103 | Stock | 2,118,157 | $185,296,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 796,772 | $184,173,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 2,025,341 | $182,807,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 1,686,393 | $182,417,000 | thousands by filing date | |
| INFOSYS LTD SPONSORED ADR | 456788108 | ADR | 5,769,330 | $181,503,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 940,088 | $181,033,000 | thousands by filing date | |
| HUDSON CITY BANCORP | 443683107 | COM | 17,769,040 | $179,822,000 | thousands by filing date | |
| DTE ENERGY CO COM | 233331107 | Stock | 2,078,964 | $179,560,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 3,549,224 | $179,271,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 1,674,625 | $177,259,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 1,937,519 | $176,760,000 | thousands by filing date | |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 1,381,245 | $175,943,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 7,858,139 | $175,865,000 | thousands by filing date | |
| ALLERGAN INC | 018490102 | COM | 824,609 | $175,303,000 | thousands by filing date | |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 91,031,000 | $175,235,000 | thousands by filing date | principal |
| COVIDIEN PLC | G2554F113 | SHS | 1,712,020 | $175,106,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 4,106,260 | $173,777,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 832,683 | $172,849,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 3,725,161 | $167,521,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 1,215,873 | $167,328,000 | thousands by filing date | |
| TATA MTRS LTD | 876568502 | SPONSORED ADR | 3,942,913 | $166,706,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 4,949,498 | $166,254,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 3,916,895 | $165,371,000 | thousands by filing date | |
| TRIQUINT SEMICONDUCTOR INC | 89674K103 | COM | 5,967,685 | $164,410,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 1,458,084 | $163,568,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 1,941,854 | $160,300,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 3,410,700 | $159,553,000 | thousands by filing date | |
| CAREFUSION CORP | 14170T101 | COM | 2,681,828 | $159,139,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 5,678,982 | $157,961,000 | thousands by filing date | |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 3,347,874 | $157,400,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 2,179,870 | $156,297,000 | thousands by filing date | |
| SIGMA ALDRICH CORP | 826552101 | COM | 1,137,910 | $156,201,000 | thousands by filing date | |
| DELPHI AUTOMOTIVE PLC | G27823106 | COMMON STOCK-FO | 2,105,780 | $153,132,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 1,453,191 | $149,548,000 | thousands by filing date | |
| LORILLARD INC | 544147101 | COM | 2,349,601 | $147,884,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 927,741 | $147,780,000 | thousands by filing date | |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 541,768 | $147,654,000 | thousands by filing date | |
| MU 2.375 5/1/32 | 595112AW3 | Bond 30/360P2 U | 39,775,000 | $145,129,000 | thousands by filing date | principal |
| ROCKWOOD HLDGS INC | 774415103 | COM | 1,840,683 | $145,045,000 | thousands by filing date | |
| FLEX LTD ORD | Y2573F102 | Stock | 12,894,621 | $144,162,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 2,068,047 | $142,675,000 | thousands by filing date | |
| DRESSER-RAND GROUP INC | 261608103 | COM | 1,744,083 | $142,666,000 | thousands by filing date | |
| COMPUTER SCIENCES CORP | 205363104 | COM | 2,250,980 | $141,925,000 | thousands by filing date | |
| CANADIAN IMPERIAL BANK OF COMM COM | 136069101 | Stock | 1,379,895 | $137,742,000 | thousands by filing date | |
| MARVELL TECHNOLOGY GROUP LTD | G5876H105 | ORD | 9,497,548 | $137,714,000 | thousands by filing date | |
| GOOGLE INC | 38259P706 | CL C | 260,238 | $136,989,000 | thousands by filing date | |
| MAGNA INTL INC COM | 559222401 | Stock | 1,085,752 | $136,685,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 3,916,675 | $136,614,000 | thousands by filing date | |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 736,729 | $136,317,000 | thousands by filing date | |
| DIRECTV | 25490A309 | COM | 1,563,910 | $135,591,000 | thousands by filing date | |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 1,018,650 | $134,716,000 | thousands by filing date | |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 1,851,558 | $134,627,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 7,461,425 | $133,484,000 | thousands by filing date | |
| TRW AUTOMOTIVE HLDGS CORP | 87264S106 | COM | 1,284,808 | $132,142,000 | thousands by filing date | |
| EDISON INTL COM | 281020107 | Stock | 2,012,030 | $131,747,000 | thousands by filing date | |
| ROYAL BK CDA COM | 780087102 | Stock | 1,641,795 | $131,577,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 1,175,753 | $131,520,000 | thousands by filing date | |
| TORONTO DOMINION BK ONT COM NEW | 891160509 | Stock | 2,367,372 | $131,413,000 | thousands by filing date | |
| PROTECTIVE LIFE CORP | 743674103 | COM | 1,869,877 | $130,237,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 1,842,583 | $129,442,000 | thousands by filing date | |
| ASSURANT INC COM | 04621X108 | Stock | 1,867,505 | $127,793,000 | thousands by filing date | |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 1,771,568 | $126,986,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 5,520,761 | $126,591,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 3,247,021 | $126,569,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 3,138,425 | $125,819,000 | thousands by filing date | |
| MONSTER BEVERAGE CORP NE | 611740101 | COM | 1,159,944 | $125,680,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 1,908,437 | $124,983,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 1,234,021 | $124,747,000 | thousands by filing date | |
| COVANCE INC | 222816100 | COM | 1,190,476 | $123,619,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 5,713,245 | $123,463,000 | thousands by filing date | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 698,776 | $119,002,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 68,301,000 | $118,887,000 | thousands by filing date | principal |
| BAKER HUGHES INC | 057224107 | COM | 2,110,149 | $118,316,000 | thousands by filing date | |
| Lowes Companies Inc | 42222G108 | LOW | 2,167,245 | $116,013,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 5,706,088 | $114,407,000 | thousands by filing date | |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 1,827,564 | $113,674,000 | thousands by filing date | |
| ITAU UNIBANCO HLDG S A SPON ADR REP PFD | 465562106 | ADR | 8,700,520 | $113,194,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 871,555 | $112,858,000 | thousands by filing date | |
| HCA Healthcare Inc | 40412C101 | COM | 1,529,768 | $112,270,000 | thousands by filing date | |
| AON PLC | G0408V102 | SHS CL A | 1,151,400 | $109,187,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 1,933,284 | $108,612,000 | thousands by filing date | |
| HESS CORP | 42809H107 | COM | 1,468,207 | $108,383,000 | thousands by filing date | |
| CANADIANNATLRYCOF | 136375102 | STOK | 1,353,919 | $108,097,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 1,261,867 | $107,713,000 | thousands by filing date | |
| PARTNERRE LTD | G6852T105 | COM | 943,181 | $107,645,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 1,167,729 | $107,513,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 2,572,941 | $106,648,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 3,032,866 | $106,181,000 | thousands by filing date | |
| BANK MONTREAL MEDIUM COM | 063671101 | Stock | 1,279,495 | $105,119,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 602,676 | $104,661,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 2,109,549 | $103,938,000 | thousands by filing date | |
| PEPCO HOLDINGS INC | 713291102 | COM | 3,850,209 | $103,686,000 | thousands by filing date | |
| MEDTRONIC INC | 585055106 | COM | 1,423,829 | $102,801,000 | thousands by filing date | |
| DILLARDS INC CL A | 254067101 | Stock | 816,432 | $102,201,000 | thousands by filing date | |
| PHH CORP | 693320AQ6 | CNV | 51,352,000 | $101,517,000 | thousands by filing date | principal |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 54,425,000 | $101,367,000 | thousands by filing date | principal |
| BANCO BRADESCO S A | 059460303 | SP ADR PFD NEW | 7,538,282 | $100,787,000 | thousands by filing date | |
| AMER RLTY CAP HEALTHCAR TR INC COM | 02917R108 | COM | 8,460,054 | $100,675,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 1,203,824 | $99,315,000 | thousands by filing date | |
| BANK NOVA SCOTIA B C COM | 064149107 | Stock | 1,493,240 | $98,970,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 1,396,543 | $98,736,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 541,498 | $98,612,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 1,204,773 | $98,129,000 | thousands by filing date | |
| INTERNATIONAL RECTIFIER CORP | 460254105 | COMMON STOCK | 2,443,828 | $97,509,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 2,606,470 | $95,954,000 | thousands by filing date | |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 1,246,777 | $95,004,000 | thousands by filing date | |
| ADVENT CLAY CONV SEC INC FD | 007639107 | COM | 219,834 | $94,722,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 1,095,142 | $94,051,000 | thousands by filing date | |
| MGIC INVESTMENT CORP | 552848AE3 | CORPORATE OBLIG | 64,025,000 | $93,997,000 | thousands by filing date | principal |
| Dow Chemical Company | 260543103 | COM | 2,057,049 | $93,822,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 3,688,772 | $93,215,000 | thousands by filing date | |
| GLIMCHER RLTY TR | 379302102 | SH BEN INT | 6,718,725 | $92,315,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 1,333,938 | $92,122,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 1,020,610 | $91,583,000 | thousands by filing date | |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 724,095 | $91,388,000 | thousands by filing date | |
| INTEGRYS ENERGY GROUP INC | 45822P105 | COM | 1,173,607 | $91,366,000 | thousands by filing date | |
| BCE INC COM NEW | 05534B760 | Stock | 1,700,485 | $90,602,000 | thousands by filing date | |
| AUXILIUM PHARMACEUTICALS | 05334D107 | COMMON STOCK | 2,611,580 | $89,799,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 2,439,001 | $88,597,000 | thousands by filing date | |
| SAPIENT CORPORATION | 803062108 | COMMON STOCK | 3,500,550 | $87,093,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 2,972,035 | $84,079,000 | thousands by filing date | |
| VIACOM INC | 92553P201 | CL B | 1,113,756 | $83,810,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 1,489,154 | $83,571,000 | thousands by filing date | |
| CONSOLIDATED EDISON INC | 209115104 | COM | 1,243,364 | $82,075,000 | thousands by filing date | |
| E M C CORP MASS | 268648102 | COM | 2,721,945 | $80,951,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 851,425 | $80,196,000 | thousands by filing date | |
| FAMILY DLR STORES INC | 307000109 | COM | 1,005,128 | $79,616,000 | thousands by filing date | |
| Duke Energy Corporation | 26441C204 | COM | 951,309 | $79,472,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 489,776 | $78,580,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 1,152,311 | $78,553,000 | thousands by filing date | |
| T MOBILE US INC | 872590203 | CONV PFD SER A | 1,466,400 | $78,071,000 | thousands by filing date | |
| DOMINION RES INC VA NEW | 25746U885 | UNIT 07/01/2016 | 1,279,850 | $77,335,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 1,032,335 | $76,733,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 2,826,189 | $76,647,000 | thousands by filing date | |
| CUBIST PHARMACEUTICALS INC | 229678107 | COM | 760,054 | $76,500,000 | thousands by filing date | |
| PULTE GROUP INC COM | 745867101 | Stock | 3,554,860 | $76,288,000 | thousands by filing date | |
| INGERSOLL-RAND PLC | G47791101 | SHS | 1,200,702 | $76,112,000 | thousands by filing date | |
| IAC INTERACTIVECORP | 44919P508 | COM | 1,227,317 | $74,609,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 627,402 | $74,535,000 | thousands by filing date | |
| DOMINION RES INC VA NEW | 25746U703 | UNIT 04/01/2013 | 1,227,325 | $73,989,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 1,040,325 | $71,980,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 836,473 | $71,694,000 | thousands by filing date | |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 675,239 | $71,575,000 | thousands by filing date | |
| PETSMART INC | 716768106 | COM | 879,640 | $71,510,000 | thousands by filing date | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 864,800 | $71,448,000 | thousands by filing date | |
| DR REDDYS LABS LTD ADR | 256135203 | ADR | 1,403,680 | $70,816,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 720,005 | $70,618,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 1,659,489 | $69,881,000 | thousands by filing date | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 611,308 | $69,335,000 | thousands by filing date | |
| ENEL AMERICAS S.A. (ADR) | 29274F104 | SPONSORED ADR | 4,317,553 | $69,210,000 | thousands by filing date | |
| DOLLAR TREE INC COM | 256746108 | Stock | 982,271 | $69,132,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 475,295 | $68,523,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 4,929,450 | $68,519,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 8,932,498 | $67,172,000 | thousands by filing date | |
| PILGRIMS PRIDE CORP COM | 72147K108 | Stock | 2,042,439 | $66,971,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 581,677 | $66,893,000 | thousands by filing date | |
| APOLLO GROUP INC | 037604105 | CL A | 1,960,528 | $66,873,000 | thousands by filing date | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 608,694 | $66,719,000 | thousands by filing date | |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 6,917,711 | $66,415,000 | thousands by filing date | |
| AVANIR PHARMACEUTICALS INC | 05348P401 | CL A NEW | 3,898,656 | $66,082,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 913,066 | $64,801,000 | thousands by filing date | |
| AVERY DENNISON CORP COM | 053611109 | Stock | 1,243,229 | $64,499,000 | thousands by filing date | |
| CLECO CORP NEW | 12561W105 | COM | 1,166,069 | $63,598,000 | thousands by filing date | |
| AGCO CORP | 001084102 | COM | 143,717 | $63,586,000 | thousands by filing date | |
| RADIAN GROUP INC | 750236AK7 | BOND | 41,475,000 | $63,586,000 | thousands by filing date | principal |
| HORMEL FOODS CORP COM | 440452100 | Stock | 1,219,925 | $63,558,000 | thousands by filing date | |
| RACKSPACE HOSTING INC | 750086100 | COM | 1,333,712 | $62,431,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 972,845 | $62,067,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 932,161 | $61,290,000 | thousands by filing date | |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 1,195,123 | $61,059,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 428,307 | $60,713,000 | thousands by filing date | |
| CSX Corporation | 126408103 | COM | 1,666,965 | $60,394,000 | thousands by filing date | |
| TALISMAN ENERGY INC | 87425E103 | COM | 7,668,921 | $60,048,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 814,399 | $59,362,000 | thousands by filing date | |
| TIM PARTICIPACOES S A | 88706P205 | SPONSORED ADR | 2,667,855 | $59,253,000 | thousands by filing date | |
| SYMANTEC CORP | 871503108 | COM | 2,302,701 | $59,076,000 | thousands by filing date | |
| TYSON FOODS | 902494301 | COM | 1,161,646 | $59,058,000 | thousands by filing date | |
| PG&E CORP COM | 69331C108 | Stock | 1,109,006 | $59,043,000 | thousands by filing date | |
| CHINA MOBILE LIMITED | 16941M109 | SPONSORED ADR | 1,002,332 | $58,957,000 | thousands by filing date | |
| DUN & BRADSTREET CORP DEL NE | 26483E100 | COM | 487,182 | $58,930,000 | thousands by filing date | |
| Nextera Energy, Inc. | 65339F887 | PFD | 877,600 | $58,747,000 | thousands by filing date | |
| American Tower Corporation | 03027X100 | COM | 592,538 | $58,572,000 | thousands by filing date | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 1,621,797 | $58,142,000 | thousands by filing date | |
| ENCANA CORP | 292505104 | COM | 3,592,739 | $57,989,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 675,849 | $57,961,000 | thousands by filing date | |
| INGRAM MICRO INC | 457153104 | CL A | 2,087,147 | $57,689,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909108 | COM | 2,099,336 | $56,136,000 | thousands by filing date | |
| AECOM COM | 00766T100 | Stock | 510,324 | $56,098,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 15,700,000 | $56,098,000 | thousands by filing date | principal |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 431,693 | $55,667,000 | thousands by filing date | |
| CA INC COM | 12673P105 | COM | 1,817,672 | $55,348,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 553,256 | $55,281,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 281,863 | $54,633,000 | thousands by filing date | |
| DIGITAL RIV INC | 25388B104 | COM | 2,188,749 | $54,127,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 681,634 | $54,081,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 2,399,049 | $54,065,000 | thousands by filing date | |
| RADIAN GROUP INC | 750236AN1 | NOTE 2.250% 3/0 | 33,408,000 | $53,891,000 | thousands by filing date | principal |
| AUTOZONE INC COM | 053332102 | Stock | 85,291 | $52,805,000 | thousands by filing date | |
| FOX CORP CLASS B | 90130A200 | COM | 1,430,090 | $52,756,000 | thousands by filing date | |
| ITT CORP | 450911201 | COM | 1,300,963 | $52,637,000 | thousands by filing date | |
| TIMKEN CO | 887389104 | COM | 1,231,914 | $52,577,000 | thousands by filing date | |
| O-I GLASS, INC. | 690768403 | COM | 1,930,518 | $52,105,000 | thousands by filing date | |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 857,849 | $52,088,000 | thousands by filing date | |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 591,268 | $51,807,000 | thousands by filing date | |
| TOWERS WATSON & CO | 891894107 | CL A | 457,021 | $51,721,000 | thousands by filing date | |
| PINNACLE WEST CAP CORP | 723484101 | COM | 756,089 | $51,648,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 769,303 | $51,459,000 | thousands by filing date | |
| MYRIAD GENETICS INC | 62855J104 | COM | 1,508,610 | $51,383,000 | thousands by filing date | |
| ARROW ELECTRS INC | 042735100 | COM | 874,634 | $50,633,000 | thousands by filing date | |
| SUSQUEHANNA BANCSHARES INC P | 869099101 | COM | 3,735,805 | $50,172,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 932,707 | $49,741,000 | thousands by filing date | |
| GRUPO TELEVISA S A B | 40049J206 | SPON ADR REP ORD | 1,458,586 | $49,679,000 | thousands by filing date | |
| NEXTERA ENERGY INC | 65339F861 | UNIT 09/01/2016 | 852,100 | $49,324,000 | thousands by filing date | |
| WBMD 1.5 12/20 | 94770VAK8 | Bond 30/360P2 U | 48,725,000 | $48,878,000 | thousands by filing date | principal |
| Comcast Corp | 20030N101 | COM | 841,746 | $48,830,000 | thousands by filing date | |
| WIPRO LTD SPON ADR 1 SH | 97651M109 | ADR | 4,312,080 | $48,813,000 | thousands by filing date | |
| IMPERIAL OIL LTD COM NEW | 453038408 | Stock | 962,040 | $48,121,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 247,121 | $47,877,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 1,207,000 | $47,471,000 | thousands by filing date | |
| COMERICAINC | 200340107 | COM | 1,011,950 | $47,400,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 1,164,447 | $47,241,000 | thousands by filing date | |
| XEROX CORP | 984121103 | COM | 3,406,456 | $47,213,000 | thousands by filing date | |
| HUNTINGTON INGALLS INDS INC COM | 446413106 | Stock | 418,366 | $47,049,000 | thousands by filing date | |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 592,642 | $46,706,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 499,493 | $46,473,000 | thousands by filing date | |
| JABIL INC COM | 466313103 | Stock | 2,111,371 | $46,091,000 | thousands by filing date | |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 1,019,809 | $46,065,000 | thousands by filing date | |
| LEXMARK INTL NEW | 529771107 | CL A | 1,115,760 | $46,047,000 | thousands by filing date | |
| AMEREN CORP COM | 023608102 | Stock | 996,242 | $45,957,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 530,645 | $45,720,000 | thousands by filing date | |
| WABCO HLDGS INC | 92927K102 | COM | 433,993 | $45,474,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 272,616 | $45,342,000 | thousands by filing date | |
| CINTAS CORP COM | 172908105 | Stock | 572,829 | $44,933,000 | thousands by filing date | |
| POLYCOM | 73172K104 | COMMON STOCK | 3,324,122 | $44,875,000 | thousands by filing date | |
| CHIQUITA BRANDS INTL INC | 170032809 | COM | 3,090,824 | $44,694,000 | thousands by filing date | |
| GRAHAM HLDGS CO COM CL B | 384637104 | Stock | 51,724 | $44,674,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 464,426 | $44,655,000 | thousands by filing date | |
| INTEGRATED DEVICE TECHNOLOGY INC | 458118106 | COMMON STOCK | 2,224,199 | $43,594,000 | thousands by filing date | |
| RELIANCE INC | 759509102 | COM | 709,365 | $43,462,000 | thousands by filing date | |
| MOBILE TELESYSTEMS PJSC | 607409109 | SPONSORED ADR | 6,018,530 | $43,243,000 | thousands by filing date | |
| Southern Company | 842587107 | COM | 879,084 | $43,172,000 | thousands by filing date | |
| ADVENT CONVERTIBLE AND INCOME | 00764C109 | COM | 7,643 | $43,092,000 | thousands by filing date | Value about 1,000 times the price other filers imply, kept as filed and left out of ratios. |
| SYSCOCORP | 871829107 | COM | 1,082,961 | $42,983,000 | thousands by filing date | |
| SUPERIOR ENERGY SVCS INC | 868157108 | COM | 2,126,865 | $42,856,000 | thousands by filing date | |
| ENBRIDGE INC COM | 29250N105 | Stock | 716,451 | $42,801,000 | thousands by filing date | |
| AMBEV SA SPONSORED ADR | 02319V103 | ADR | 6,848,900 | $42,600,000 | thousands by filing date | |
| MGIC INVESTMENT CORP | 552848AD5 | CONV BND | 37,450,000 | $42,248,000 | thousands by filing date | principal |
| EMERSON ELEC CO COM | 291011104 | Stock | 678,844 | $41,905,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 754,121 | $40,791,000 | thousands by filing date | |
| TRANSCANADA CORP | 89353D107 | COM | 709,860 | $40,523,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 722,628 | $40,474,000 | thousands by filing date | |
| DECKERS OUTDOOR CORP | 243537107 | COM | 437,467 | $39,827,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 619,279 | $39,764,000 | thousands by filing date | |
| Boston Scientific Corporation | 101137107 | COM | 2,984,939 | $39,550,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 739,340 | $39,529,000 | thousands by filing date | |
| HARMAN INTL INDS INC | 413086109 | COM | 370,396 | $39,525,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 352,837 | $39,383,000 | thousands by filing date | |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 39,000,000 | $39,244,000 | thousands by filing date | principal |
| BED BATH & BEYOND INC | 075896100 | COM | 513,097 | $39,083,000 | thousands by filing date | |
| JOHNSON CONTROLS INT F | 478366107 | COM | 805,605 | $38,943,000 | thousands by filing date | |
| ILLUMINA INC | 452327109 | COM | 210,182 | $38,795,000 | thousands by filing date | |
| CIA ENERGETICA DE MINAS GERA | 204409601 | SP ADR N-V PFD | 7,759,582 | $38,565,000 | thousands by filing date | |
| THOMSON REUTERS CORP | 884903105 | COM | 824,121 | $38,484,000 | thousands by filing date | |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 829,450 | $38,304,000 | thousands by filing date | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 198,329 | $38,202,000 | thousands by filing date | |
| HARRIS CORP INC | 413875105 | COM | 531,643 | $38,183,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 556,511 | $38,166,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 1,497,606 | $37,833,000 | thousands by filing date | |
| HEALTH CARE REIT INC | 42217KAR7 | NOTE | 25,175,000 | $37,810,000 | thousands by filing date | principal |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 575,988 | $37,744,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 651,600 | $37,578,000 | thousands by filing date | |
| RYDER SYS INC COM | 783549108 | Stock | 402,542 | $37,376,000 | thousands by filing date | |
| BANCO SANTANDER CHILE NEW | 05965X109 | SP ADR REP COM | 1,881,646 | $37,106,000 | thousands by filing date | |
| PLATINUM UNDERWRITER HLDGS L | G7127P100 | COM | 504,547 | $37,044,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 693,500 | $36,520,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 1,887,291 | $36,458,000 | thousands by filing date | |
| EQUITY RESIDENTIAL | 29476L107 | SH BEN INT | 505,757 | $36,333,000 | thousands by filing date | |
| BIG LOTS INC | 089302103 | COM | 906,735 | $36,288,000 | thousands by filing date | |
| DOMINOS PIZZA INC COM | 25754A201 | Stock | 382,436 | $36,014,000 | thousands by filing date | |
| CENCORA INC COM | 03073E105 | Stock | 398,715 | $35,948,000 | thousands by filing date | |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 30,300,000 | $35,829,000 | thousands by filing date | principal |
| ADVENT SOFTWARE INC | 007974108 | COM | 99,793 | $35,829,000 | thousands by filing date | |
| MCGRAW HILL FINL INC | 580645109 | COM | 399,860 | $35,580,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 1,795,977 | $35,453,000 | thousands by filing date | |
| WL ROSS HLDG CORP | 92939D104 | COM SHS | 3,450,000 | $35,397,000 | thousands by filing date | |
| MURPHY USA INC COM | 626755102 | Stock | 511,560 | $35,226,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 252,056 | $35,076,000 | thousands by filing date | |
| ARRIS GROUP INC | 04270V106 | COM | 1,160,337 | $35,031,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 1,036,205 | $35,024,000 | thousands by filing date | |
| SILVER WHEATON CORP | 828336107 | COM | 1,481,436 | $35,001,000 | thousands by filing date | |
| ADTRAN INC | 00738A106 | COMMON STOCK | 2,000 | $34,989,000 | thousands by filing date | Value about 1,000 times the price other filers imply, kept as filed and left out of ratios. |
| HAWAIIAN ELEC INDS INC MTN B | 419870100 | COM | 1,039,381 | $34,799,000 | thousands by filing date | |
| SHAW COMMUNICATIONS INC | 82028K200 | CL B CONV | 1,108,745 | $34,759,000 | thousands by filing date | |
| VOLCANO CORPORATION | 928645100 | COM | 1,943,374 | $34,747,000 | thousands by filing date | |
| DST SYS INC DEL | 233326107 | COM | 368,588 | $34,703,000 | thousands by filing date | |
| AMDOCS LTD | G02602103 | SHS | 733,981 | $34,244,000 | thousands by filing date | |
| RIVERBED TECHNOLOGY INC | 768573107 | COM | 1,676,434 | $34,216,000 | thousands by filing date | |
| ACE LTD | H0023R105 | SHS | 290,700 | $34,181,000 | thousands by filing date | |
| PUBLIC STORAGE COM | 74460D109 | REIT | 184,286 | $34,065,000 | thousands by filing date | |
| WELLTOWER INC | 42217K106 | COM | 449,845 | $34,039,000 | thousands by filing date | |
| HERSHEY CO COM | 427866108 | Stock | 326,395 | $33,922,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 506,293 | $33,896,000 | thousands by filing date | |
| RF MICRODEVICES INC | 749941100 | COM | 2,034,718 | $33,756,000 | thousands by filing date | |
| COCA COLA ENTERPRISES INC NE | 19122T109 | COM | 757,301 | $33,488,000 | thousands by filing date | |
| TECH DATA CORP | 878237106 | COM | 528,491 | $33,416,000 | thousands by filing date | |
| ATMEL CORP | 049513104 | COM | 3,951,415 | $33,172,000 | thousands by filing date | |
| GANNETT INC | 364730101 | COM | 1,037,234 | $33,119,000 | thousands by filing date | |
| BARD C R INC | 067383109 | COM | 198,640 | $33,097,000 | thousands by filing date | |
| FRANCO NEV CORP COM | 351858105 | Stock | 575,846 | $32,944,000 | thousands by filing date | |
| SEMPRA COM | 816851109 | Stock | 294,454 | $32,790,000 | thousands by filing date | |
| AERIE PHARMACEUTICALS INC | 00771V108 | COM | 16,300 | $32,781,000 | thousands by filing date | |
| FLEETCOR TECHNOLOGIES INC | 339041105 | COM | 217,909 | $32,405,000 | thousands by filing date | |
| RESTAURANT BRANDS INTL INC COM | 76131D103 | Stock | 729,498 | $32,393,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 344,171 | $32,249,000 | thousands by filing date | |
| HEALTH CARE REIT INC CONV 6.50 | 42217K601 | PFD | 484,075 | $32,085,000 | thousands by filing date | |
| BUNGE LTD | G16962105 | COM | 352,364 | $32,033,000 | thousands by filing date | |
| CANADIAN PACIFIC RAILWAYS | 13645T100 | COM | 143,046 | $31,994,000 | thousands by filing date | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 1,428,789 | $31,891,000 | thousands by filing date | |
| AVIV REIT INC | 05381L101 | COMMON STOCK | 907,777 | $31,300,000 | thousands by filing date | |
| SEI INVTS CO COM | 784117103 | Stock | 775,687 | $31,059,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 467,029 | $31,057,000 | thousands by filing date | |
| Broadcom Inc | Y0486S104 | Common | 306,793 | $30,860,000 | thousands by filing date | |
| EQUINIX INC | 29444UAH9 | CNV | 10,950,000 | $30,811,000 | thousands by filing date | principal |
| DOVER CORP COM | 260003108 | Stock | 426,993 | $30,624,000 | thousands by filing date | |
| INTERPUBLIC GROUP COS | 460690100 | COM | 1,473,663 | $30,608,000 | thousands by filing date | |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 28,650,000 | $30,584,000 | thousands by filing date | principal |
| AUTOLIV INC | 052800109 | COM | 286,032 | $30,354,000 | thousands by filing date | |
| GOLDCORP INC NEW | 380956409 | COM | 1,414,683 | $30,263,000 | thousands by filing date | |
| UNIVERSAL HLTH SVCS INC CL B | 913903100 | Stock | 271,906 | $30,252,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 333,403 | $30,160,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 587,193 | $30,135,000 | thousands by filing date | |
| BROOKFIELD ASSET MANAGEMENT IN | 112585104 | CL A LTD VT SH | 516,602 | $30,077,000 | thousands by filing date | |
| VORNADO RLTY TR | 929042109 | SH BEN INT | 255,025 | $30,019,000 | thousands by filing date | |
| AH BELO CORP | 001282102 | COMMON STOCK | 22,600 | $29,950,000 | thousands by filing date | |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 32,400,000 | $29,950,000 | thousands by filing date | principal |
| FOMENTO ECONOMICO MEXICANO S A SPON ADR UNITS | 344419106 | ADR | 339,784 | $29,911,000 | thousands by filing date | |
| CREDICORP LTD | G2519Y108 | COM | 186,729 | $29,910,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 267,236 | $29,709,000 | thousands by filing date | |
| ACCO BRANDS CORP COM | 00081T108 | Stock | 407,015 | $29,565,000 | thousands by filing date | |
| TRINITY INDS INC | 896522109 | COM | 1,054,686 | $29,542,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 1,778,182 | $29,500,000 | thousands by filing date | |
| ABIOMED INC | 003654100 | COM | 22,935 | $29,282,000 | thousands by filing date | |
| CEMEX SAB DE CV | 151290BB8 | NOTE | 25,175,000 | $29,282,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 16,000,000 | $29,250,000 | thousands by filing date | principal |
| ROSS STORES INC COM | 778296103 | Stock | 309,764 | $29,198,000 | thousands by filing date | |
| CHARLES RIV LABS INTL INC | 159864107 | COM | 458,698 | $29,192,000 | thousands by filing date | |
| GARMIN LTD SHS | H2906T109 | Stock | 547,529 | $28,926,000 | thousands by filing date | |
| CROWN HLDGS INC COM | 228368106 | Stock | 567,324 | $28,877,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 312,366 | $28,797,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 447,649 | $28,770,000 | thousands by filing date | |
| TORNIER NV | N87237108 | COMMON STOCK-FO | 1,124,259 | $28,669,000 | thousands by filing date | |
| BALL CORP | 058498106 | COM | 420,173 | $28,643,000 | thousands by filing date | |
| ICICI BANK LIMITED ADR | 45104G104 | ADR | 2,478,935 | $28,632,000 | thousands by filing date | |
| XCELENERGY INC | 98389B100 | COM | 794,189 | $28,527,000 | thousands by filing date | |
| AVNET INC COM | 053807103 | Stock | 658,062 | $28,310,000 | thousands by filing date | |
| GENTIVA HEALTH SERVICES | 37247A102 | COM | 1,483,822 | $28,267,000 | thousands by filing date | |
| HELMERICH & PAYNE INC | 423452101 | COM | 416,379 | $28,072,000 | thousands by filing date | |
| AFLAC INC COM | 001055102 | Stock | 245,474 | $27,343,000 | thousands by filing date | |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 207,206 | $27,262,000 | thousands by filing date | |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 505,329 | $27,101,000 | thousands by filing date | |
| ALLIANT ENERGY CORP COM | 018802108 | Stock | 407,428 | $27,061,000 | thousands by filing date | |
| BLOCK H & R INC COM | 093671105 | Stock | 797,922 | $26,874,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 2,652,572 | $26,870,000 | thousands by filing date | |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 17,750,000 | $26,825,000 | thousands by filing date | principal |
| BXP INC COM | 101121101 | REIT | 208,375 | $26,816,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 325,025 | $26,669,000 | thousands by filing date | |
| Vale Sa | 91912E204 | COM | 3,662,964 | $26,593,000 | thousands by filing date | |
| HCP INC | 40414L109 | COM | 601,487 | $26,484,000 | thousands by filing date | |
| CROWN CASTLE INC COM | 22822V101 | REIT | 334,884 | $26,355,000 | thousands by filing date | |
| ALLIANT TECHSYSTEMS INC | 018804104 | COM | 225,549 | $26,220,000 | thousands by filing date | |
| CBS CORP NEW | 124857202 | CL B | 471,200 | $26,076,000 | thousands by filing date | |
| AFFYMETRIX INC | 00826T108 | COM | 354,498 | $26,009,000 | thousands by filing date | |
| ALLIED WRLD ASSUR COM HLDG A | H01531104 | SHS | 680,511 | $25,805,000 | thousands by filing date | |
| COMPANHIA BRASILEIRA DE DIST | 20440T201 | SPN ADR PFD CL A | 700,156 | $25,787,000 | thousands by filing date | |
| WESTLAKE CORPORATION | 960413102 | COM | 420,663 | $25,698,000 | thousands by filing date | |
| KBR INC COM | 48242W106 | Stock | 1,514,360 | $25,668,000 | thousands by filing date | |
| CHICOS FAS INC | 168615102 | COM | 1,571,933 | $25,481,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 423,526 | $25,437,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 195,622 | $25,427,000 | thousands by filing date | |
| VENTAS INC COM | 92276F100 | REIT | 354,378 | $25,409,000 | thousands by filing date | |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 22,825,000 | $25,293,000 | thousands by filing date | principal |
| OIL STS INTL INC | 678026105 | COM | 517,089 | $25,286,000 | thousands by filing date | |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 226,725 | $25,212,000 | thousands by filing date | |
| SYNOPSYS INC COM | 871607107 | Stock | 577,837 | $25,119,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 69,934 | $25,006,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AV5 | NOTE 2.125% 2/1 | 7,775,000 | $24,992,000 | thousands by filing date | principal |
| Bristol-Myers Squibb Company | 110122108 | COM | 421,779 | $24,898,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 378,023 | $24,738,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 403,612 | $24,636,000 | thousands by filing date | |
| SPX CORP | 784635104 | COMMON STOCK | 281,875 | $24,219,000 | thousands by filing date | |
| GROUPON INC | 399473107 | COMMON STOCK | 2,920,574 | $24,124,000 | thousands by filing date | |
| ENERPLUS CORP | 292766102 | COM | 2,151,012 | $24,070,000 | thousands by filing date | |
| ROCKET COMPANIES CLA A CLASS A | 772739207 | COM | 393,532 | $23,998,000 | thousands by filing date | |
| CONVERGYS CORP | 212485AE6 | SDCV | 12,550,000 | $23,884,000 | thousands by filing date | principal |
| AK STEEL HOLDING CORP | 001547108 | COM | 778,406 | $23,857,000 | thousands by filing date | |
| KLA CORP | 482480100 | COM | 339,045 | $23,842,000 | thousands by filing date | |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 2,332,500 | $23,768,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 936,198 | $23,676,000 | thousands by filing date | |
| OMNICOM GROUP INC COM | 681919106 | Stock | 301,043 | $23,322,000 | thousands by filing date | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 186,077 | $23,314,000 | thousands by filing date | |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 434,558 | $23,284,000 | thousands by filing date | |
| ANN INC | 035623107 | COM | 630,192 | $22,989,000 | thousands by filing date | |
| CRANE CO | 224399105 | COM | 391,330 | $22,971,000 | thousands by filing date | |
| INGREDION INC COM | 457187102 | Stock | 270,006 | $22,907,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 617,552 | $22,899,000 | thousands by filing date | |
| FIRST SOLAR INC COM | 336433107 | Stock | 511,331 | $22,803,000 | thousands by filing date | |
| GARNERO GROUP ACQUISITION CO | G5866L108 | SHS | 2,370,000 | $22,634,000 | thousands by filing date | |
| CHIPOTLEMEXICANGRILLI | 169656105 | STOK | 33,014 | $22,598,000 | thousands by filing date | |
| GENUINE PARTS CO COM | 372460105 | Stock | 211,530 | $22,543,000 | thousands by filing date | |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 18,054,000 | $22,523,000 | thousands by filing date | principal |
| COMMERCIAL METALS CO COM | 201723103 | Stock | 1,381,934 | $22,512,000 | thousands by filing date | |
| Accelerate Diagnostics | 00430H102 | COM | 50,243 | $22,504,000 | thousands by filing date | |
| TYCO INTL PLC | G91442106 | SHS | 511,687 | $22,443,000 | thousands by filing date | |
| Prologis,Inc. | 74340W103 | COM | 520,911 | $22,415,000 | thousands by filing date | |
| HILL ROM HLDGS INC | 431475102 | COM | 488,041 | $22,264,000 | thousands by filing date | |
| ROBERT HALF INC. COM | 770323103 | Stock | 381,135 | $22,251,000 | thousands by filing date | |
| FLIR SYS INC | 302445101 | COM | 678,162 | $21,911,000 | thousands by filing date | |
| SK TELECOM LTD | 78440P108 | SPONSORED ADR | 808,028 | $21,825,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 484,048 | $21,758,000 | thousands by filing date | |
| MCCORMICK & CO INC COM NON VTG | 579780206 | Stock | 292,515 | $21,734,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 269,522 | $21,726,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 237,074 | $21,699,000 | thousands by filing date | |
| AEROVIRONMENT INC COM | 008073108 | Stock | 113,452 | $21,676,000 | thousands by filing date | |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 22,550,000 | $21,676,000 | thousands by filing date | principal |
| CLOROX CO DEL | 189054109 | COM | 207,298 | $21,603,000 | thousands by filing date | |
| Mallinckrodt Plc | G5785G107 | SHS | 217,284 | $21,518,000 | thousands by filing date | |
| MANULIFE FINL CORP | 56501R106 | COM | 972,054 | $21,471,000 | thousands by filing date | |
| WORTHINGTON ENTERPRISES INC | 981811102 | COM | 713,473 | $21,468,000 | thousands by filing date | |
| WADDELL & REED FINL INC | 930059100 | CL A | 430,070 | $21,426,000 | thousands by filing date | |
| Automatic Data Processing,Inc. | 053015103 | COM | 256,308 | $21,368,000 | thousands by filing date | |
| SNAP ON INC COM | 833034101 | Stock | 156,210 | $21,360,000 | thousands by filing date | |
| MERITOR INC | 59001KAC4 | NOTE 7.875% 3/0 | 12,880,000 | $21,276,000 | thousands by filing date | principal |
| Chubb Corporation | 171232101 | Equity | 205,322 | $21,245,000 | thousands by filing date | |
| TEREX CORP NEW | 880779AV5 | NOTE 4.000% 6/0 | 12,085,000 | $21,134,000 | thousands by filing date | principal |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 344,628 | $21,095,000 | thousands by filing date | |
| ENERGIZER HLDGS INC | 29266R108 | COM | 163,188 | $20,979,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 196,815 | $20,919,000 | thousands by filing date | |
| TRIPADVISOR INC | 896945201 | COM | 279,601 | $20,875,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 1,446,784 | $20,732,000 | thousands by filing date | |
| AERCAP HOLDINGS NV SHS | N00985106 | Stock | 9,500 | $20,588,000 | thousands by filing date | |
| LOEWS CORP COM | 540424108 | Stock | 487,824 | $20,498,000 | thousands by filing date | |
| SMUCKER J M CO | 832696405 | COM NEW | 202,140 | $20,412,000 | thousands by filing date | |
| SPIRIT AEROSYSTEMS HLDGS INC | 848574109 | COM CL A | 472,754 | $20,347,000 | thousands by filing date | |
| HYDRA INDS ACQUISITION CORP | 448740209 | UNIT 10/20/2021 | 2,000,000 | $19,980,000 | thousands by filing date | |
| WPX ENERGY INC | 98212B103 | COM | 1,715,347 | $19,949,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 514,357 | $19,844,000 | thousands by filing date | |
| Del Taco Restaurants | 52748T104 | COM | 2,025,000 | $19,703,000 | thousands by filing date | |
| MEDIVATION INC | 58501N101 | COM | 197,513 | $19,674,000 | thousands by filing date | |
| BLACKBERRY LTD COM | 09228F103 | Stock | 1,519,500 | $19,358,000 | thousands by filing date | |
| ADVANCE AUTO PARTS INC | 00751Y106 | COM | 124,782 | $19,263,000 | thousands by filing date | |
| SUPERVALU INC | 868536103 | COM | 1,982,568 | $19,231,000 | thousands by filing date | |
| AVALONBAY CMNTYS INC COM | 053484101 | REIT | 117,231 | $19,155,000 | thousands by filing date | |
| VISTEON CORP | 92839U206 | COM NEW | 178,320 | $19,055,000 | thousands by filing date | |
| ONEOK INC NEW | 682680103 | COM | 376,923 | $18,767,000 | thousands by filing date | |
| DOMTAR CORP | 257559203 | COM NEW | 464,267 | $18,673,000 | thousands by filing date | |
| HORACE MANN EDUCATORS CORP NEW COM | 440327104 | Stock | 562,363 | $18,659,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-15-000719 | this filing | 2015-02-17 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001085146-15-000956 | base | 2015-04-22 | acceptance time not in the bulk data set |