TD Securities (USA) LLC

13F filer, CIK 1335977, New York, NY

TD Securities (USA) LLC reported $6,218,528,000 across 530 holdings for the quarter ended 2014-06-30, in a 13F-HR filed 2014-07-25. Its ten largest share positions make up 17% of the portfolio.

Filed 2014-07-25 (acceptance time not in the bulk data set), ingested 2026-10-07 19:34:04 UTC13F-HR 0001354488-14-003756

Period: 2014-06-30
Reported value: $6.22B
Holdings: 530
Top 10 weight: 17%
New: 21
Sold out: 16

Largest buys vs the previous quarter

Security	Shares change	Approx. value
AAPLadded	+1,815,139	$169M
GOOGLE INCnew	+99,032	$57.9M
UNPadded	+167,326	$16.7M
CELGENE CORPadded	+146,716	$12.6M
XOMadded	+83,172	$8.37M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
FOREST LABS INCexited	-78,260	-$7.22M
Pentair Incexited	-64,764	-$5.14M
BEAM INCexited	-54,295	-$4.52M
SLMexited	-140,682	-$3.44M
LSI CORPORATIONexited	-183,222	-$2.03M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q2 2014

Share positions as resolved from 13F-HR 0001354488-14-003756, largest first. % of portfolio is the value over $6,218,528,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
AAPLAPPLE INC	2,107,854	$196M	3.15%	+1,815,139	Timeline
XOMEXXON MOBIL CORP	1,501,230	$151M	2.43%	+83,172	Timeline
MSFTMICROSOFT CORP	2,627,788	$110M	1.76%	+148,980	Timeline
JNJJOHNSON & JOHNSON	988,998	$103M	1.66%	+60,666	Timeline
GENERAL ELEC COGENERAL ELEC CO	3,505,512	$92.1M	1.48%	+213,041
WFCWELLS FARGO & CO	1,675,551	$88.1M	1.42%	+104,230	Timeline
CVXCHEVRON CORPORATION	665,479	$86.9M	1.4%	+38,979	Timeline
BRK-BBERKSHIRE HATHAWAY INC DEL	629,420	$79.7M	1.28%	+38,671	Timeline
JPMJPMORGAN CHASE & CO	1,323,062	$76.2M	1.23%	+80,378	Timeline
PGPROCTER & GAMBLE CO	945,951	$74.3M	1.2%	+56,175	Timeline
VZVERIZON COMMUNICATIONS INC	1,447,665	$70.8M	1.14%	+88,708	Timeline
PFEPFIZER INC	2,229,876	$66.2M	1.06%	+135,256	Timeline
TAT&T INC	1,814,323	$64.2M	1.03%	+105,644	Timeline
IBMINTERNATIONAL BUSINESS MACHS	332,609	$60.3M	0.97%	+11,386	Timeline
MRKMERCK & CO INC	1,021,606	$59.1M	0.95%	+56,612	Timeline
GOOGLE INCGOOGLE INC	99,032	$57.9M	0.93%	new
GoogleGoogle	99,032	$57M	0.92%	+6,398
BACBANK OF AMER CORP	3,676,070	$56.5M	0.91%	+208,031	Timeline
KOCOCA COLA CO	1,321,365	$56M	0.9%	+77,945	Timeline
INTCINTEL CORP	1,740,212	$53.8M	0.86%	+108,601	Timeline
SLBSLB LIMITED	455,221	$53.7M	0.86%	+26,208	Timeline
CCITIGROUP INC	1,061,951	$50M	0.8%	+65,507	Timeline
CMCSACOMCAST CORP NEW	908,841	$48.8M	0.78%	+53,476	Timeline
ORCLORACLE CORP	1,200,230	$48.6M	0.78%	+63,810	Timeline
DISDISNEY WALT CO	563,040	$48.3M	0.78%	+28,331	Timeline
PEPPEPSICO INC	529,982	$47.3M	0.76%	+30,370	Timeline
QCOMQUALCOMM INC	590,048	$46.7M	0.75%	+35,103	Timeline
PMPHILIP MORRIS INTL INC	549,847	$46.4M	0.75%	+29,649	Timeline
GILDGILEAD SCIENCES INC	536,845	$44.5M	0.72%	+32,052	Timeline
CSCOCISCO SYS INC	1,790,793	$44.5M	0.72%	+100,349	Timeline
AMZNAMAZON COM INC	130,301	$42.3M	0.68%	+8,224	Timeline
WMTWALMART INC	563,455	$42.3M	0.68%	+32,530	Timeline
METAMETA PLATFORMS INC	601,087	$40.4M	0.65%	+40,482	Timeline
HDHOME DEPOT INC	478,260	$38.7M	0.62%	+16,136	Timeline
VVISA INC	175,735	$37M	0.6%	+9,393	Timeline
COPCONOCOPHILLIPS	429,182	$36.8M	0.59%	+26,823	Timeline
MCDMCDONALDS CORP	345,531	$34.8M	0.56%	+20,692	Timeline
UNITED TECHNOLOGIES CORPUNITED TECHNOLOGIES CORP	294,834	$34M	0.55%	+18,518
UNPUNION PAC CORP	316,658	$31.6M	0.51%	+167,326	Timeline
ABBVABBVIE INC	555,856	$31.4M	0.5%	+34,568	Timeline
AMGNAMGEN INC	264,640	$31.3M	0.5%	+16,877	Timeline
MMM3M CO	217,287	$31.1M	0.5%	+10,691	Timeline
CVSCVS HEALTH CORP	408,740	$30.8M	0.5%	+20,715	Timeline
AXPAMERICAN EXPRESS CO	318,258	$30.2M	0.49%	+18,383	Timeline
BABOEING CO	234,529	$29.8M	0.48%	+10,090	Timeline
MOALTRIA GROUP INC	694,428	$29.1M	0.47%	+40,453	Timeline
OXYOCCIDENTAL PETE CORP	274,635	$28.2M	0.45%	+13,831	Timeline
BMYBRISTOL-MYERS SQUIBB CO	579,317	$28.1M	0.45%	+39,807	Timeline
UNHUNITEDHEALTH GROUP INC	342,540	$28M	0.45%	+17,927	Timeline
AIGAMERICAN INTL GROUP INC	505,720	$27.6M	0.44%	+25,272	Timeline
USBUS BANCORP	634,541	$27.5M	0.44%	+36,453	Timeline
BIIBBIOGEN INC	82,921	$26.1M	0.42%	+5,346	Timeline
MAMASTERCARD INCORPORATED	351,266	$25.8M	0.42%	+16,403	Timeline
HONHONEYWELL INTL INC	273,764	$25.4M	0.41%	+16,443	Timeline
UPSUNITED PARCEL SVCS INC	246,404	$25.3M	0.41%	+13,201	Timeline
GSGOLDMAN SACHS GROUP INC	145,381	$24.3M	0.39%	+7,206	Timeline
CELGENE CORPCELGENE CORP	279,956	$24M	0.39%	+146,716
FFORD MTR CO	1,382,332	$23.8M	0.38%	+88,128	Timeline
CATCATERPILLAR INC	218,220	$23.7M	0.38%	+8,912	Timeline
TWENTY FIRST CENTY FOX INCTWENTY FIRST CENTY FOX INC	669,331	$23.5M	0.38%	+32,435
MONSANTO CO NEWMONSANTO CO NEW	183,240	$22.9M	0.37%	+10,996
WALGREEN COWALGREEN CO	306,926	$22.8M	0.37%	+20,063
EOGEOG RES INC	191,048	$22.3M	0.36%	+11,794	Timeline
MEDTRONIC INCMEDTRONIC INC	349,231	$22.3M	0.36%	+20,804
MDLZMONDELEZ INTL INC	591,304	$22.2M	0.36%	+33,112	Timeline
PRICELINE GRP INCPRICELINE GRP INC	18,329	$22.1M	0.35%	+1,218
HEWLETT PACKARD COHEWLETT PACKARD CO	654,188	$22M	0.35%	+32,285
METMETLIFE INC	393,480	$21.9M	0.35%	+24,780	Timeline
TIME WARNER INCTIME WARNER INC	308,364	$21.7M	0.35%	+15,428
Dow Chemical CompanyDow Chemical Company	420,915	$21.7M	0.35%	+21,929
ABTABBOTT LABORATORIES	525,049	$21.5M	0.35%	+18,675	Timeline
LLYELI LILLY & CO	344,378	$21.4M	0.34%	+21,026	Timeline
DU PONT E I DE NEMOURS & CODU PONT E I DE NEMOURS & CO	321,037	$21M	0.34%	+16,819
HALHALLIBURTON CO	295,228	$21M	0.34%	+16,008	Timeline
CLCOLGATE PALMOLIVE CO	304,001	$20.7M	0.33%	+17,518	Timeline
ACTAVIS PLCACTAVIS PLC	92,487	$20.6M	0.33%	+35,322
SBUXSTARBUCKS CORP	263,164	$20.4M	0.33%	+15,108	Timeline
NKENIKE INC	257,863	$20M	0.32%	+13,775	Timeline
EBAYEBAY INC.	398,735	$20M	0.32%	+16,366	Timeline
ANADARKO PETROLEUM CORPANADARKO PETROLEUM CORP	176,557	$19.3M	0.31%	+11,241
E M C CORP MASSE M C CORP MASS	715,696	$18.9M	0.3%	+50,964
EXPRESS SCRIPTS HLDG COEXPRESS SCRIPTS HLDG CO	270,219	$18.7M	0.3%	+15,556
DUKDUKE ENERGY CORP NEW	247,236	$18.3M	0.29%	+15,406	Timeline
SPGSIMON PPTY GROUP INC NEW	108,600	$18.1M	0.29%	+5,473	Timeline
TXNTEXAS INSTRS INC	377,320	$18M	0.29%	+21,524	Timeline
ACNACCENTURE PLC IRELAND	221,309	$17.9M	0.29%	+12,274	Timeline
COSTCOSTCO WHOLESALE CORPORATION	153,220	$17.6M	0.28%	+8,921	Timeline
ALLERGAN INCALLERGAN INC	104,020	$17.6M	0.28%	+6,075
LOWLOWES COS INC	348,642	$16.7M	0.27%	+5,443	Timeline
GMGENERAL MTRS CO	459,715	$16.7M	0.27%	+31,917	Timeline
PNCPNC FINL SVCS GROUP INC	186,721	$16.6M	0.27%	+11,462	Timeline
DHRDANAHER CORP DEL	210,307	$16.6M	0.27%	+13,183	Timeline
COFCAPITAL ONE FINL CORP	199,813	$16.5M	0.27%	+11,839	Timeline
TMOTHERMO FISHER SCIENTIFIC INC	139,461	$16.5M	0.26%	+10,891	Timeline
EMREMERSON ELEC CO	245,316	$16.3M	0.26%	+14,624	Timeline
PSXPHILLIPS 66	197,809	$15.9M	0.26%	+4,974	Timeline
MSMORGAN STANLEY	489,280	$15.8M	0.25%	+28,961	Timeline
NEENEXTERA ENERGY INC	152,459	$15.6M	0.25%	+9,584	Timeline
WMBWILLIAMS COS INC	258,172	$15M	0.24%	+33,574	Timeline
MCKMCKESSON CORP	80,605	$15M	0.24%	+5,087	Timeline
LMTLOCKHEED MARTIN CORP	93,197	$15M	0.24%	+4,593	Timeline
BNYBANK OF NY MELLON CORP	398,652	$14.9M	0.24%	+26,174	Timeline
FDXFEDEX CORP	97,108	$14.7M	0.24%	+5,950	Timeline
KMBKIMBERLY-CLARK CORP	131,719	$14.7M	0.24%	+7,214	Timeline
DDOMINION ENERGY INC	203,319	$14.5M	0.23%	+12,500	Timeline
TIME WARNER CABLE INCTIME WARNER CABLE INC	97,397	$14.3M	0.23%	+6,349
PRUPRUDENTIAL FINL INC	161,506	$14.3M	0.23%	+9,568	Timeline
LYBLYONDELLBASELL INDUSTRIES NV	145,622	$14.2M	0.23%	+3,931	Timeline
COVIDIEN PLCCOVIDIEN PLC	157,617	$14.2M	0.23%	+9,700
SOSOUTHERN CO	311,410	$14.1M	0.23%	+20,023	Timeline
BLACKROCK INCBLACKROCK INC	43,737	$14M	0.22%	+2,510
DIRECTVDIRECTV	163,798	$13.9M	0.22%	+8,313
BAXBAXTER INTL INC	189,682	$13.7M	0.22%	+11,429	Timeline
PRAXAIR INCPRAXAIR INC	102,404	$13.6M	0.22%	+5,933
APACHE CORPAPACHE CORP	134,835	$13.6M	0.22%	+5,302
ADPAUTOMATIC DATA PROCESSING IN	168,533	$13.4M	0.21%	+10,417	Timeline
GDGENERAL DYNAMICS CORP	113,865	$13.3M	0.21%	+7,168	Timeline
FCXFREEPORT MCMORAN INC	363,114	$13.3M	0.21%	+22,347	Timeline
TJXTJX COS INC NEW	244,815	$13M	0.21%	+11,428	Timeline
ETNEATON CORP PLC	166,645	$12.9M	0.21%	+10,671	Timeline
TGTTARGET CORP	221,458	$12.8M	0.21%	+14,032	Timeline
PRECISION CASTPARTS CORPPRECISION CASTPARTS CORP	50,606	$12.8M	0.21%	+2,948
YUMYUM BRANDS INC	154,298	$12.5M	0.2%	+8,946	Timeline
KRAFT FOODS GROUP INCKRAFT FOODS GROUP INC	208,106	$12.5M	0.2%	+12,420
AMTAMERICAN TOWER CORP	138,345	$12.4M	0.2%	+8,716	Timeline
NATIONAL OILWELL VARCO INCNATIONAL OILWELL VARCO INC	149,987	$12.4M	0.2%	+9,362
MUMICRON TECHNOLOGY INC	374,184	$12.3M	0.2%	+26,046	Timeline
ACE LTDACE LTD	118,053	$12.2M	0.2%	+7,576
VIACOM INCVIACOM INC	136,734	$11.9M	0.19%	+5,962
ADBEADOBE INC	161,817	$11.7M	0.19%	+9,385	Timeline
ITWILLINOIS TOOL WKS INC	132,693	$11.6M	0.19%	+4,422	Timeline
JOHNSON CONTROLS INT FJOHNSON CONTROLS INT F	232,177	$11.6M	0.19%	+14,270
DEDEERE & CO	127,175	$11.5M	0.19%	+5,854	Timeline
YAHOO INCYAHOO INC	327,323	$11.5M	0.18%	+19,268
PIONEER NATURAL RESOURCES COPIONEER NATURAL RESOURCES CO	50,006	$11.5M	0.18%	+3,106
CBS CORP NEWCBS CORP NEW	184,759	$11.5M	0.18%	+3,667
DALDELTA AIR LINES INC	296,419	$11.5M	0.18%	+17,687	Timeline
CRMSALESFORCE INC	197,471	$11.5M	0.18%	+13,277	Timeline
TRVTRAVELERS COMPANIES INC	121,469	$11.4M	0.18%	+5,849	Timeline
BAKER HUGHES INCBAKER HUGHES INC	152,409	$11.3M	0.18%	+8,940
GISGENERAL MILLS INC	214,814	$11.3M	0.18%	+9,866	Timeline
NSCNORFOLK SOUTHN CORP	108,246	$11.2M	0.18%	+6,610	Timeline
SCHWCHARLES SCHWAB CORP (THE)	409,368	$11M	0.18%	+25,844	Timeline
EXCEXELON CORP	300,193	$11M	0.18%	+18,822	Timeline
CSXCSX CORP	351,106	$10.8M	0.17%	+20,455	Timeline
ALEXION PHARMACEUTICALS INCALEXION PHARMACEUTICALS INC	69,146	$10.8M	0.17%	+4,226
DVNDEVON ENERGY CORP NEW	134,038	$10.6M	0.17%	+8,367	Timeline
WELLPOINT INCWELLPOINT INC	97,768	$10.5M	0.17%	+5,076
ECLECOLAB INC	94,449	$10.5M	0.17%	+5,619	Timeline
CTSHCOGNIZANT TECHNOLOGY SOLUTIO	212,704	$10.4M	0.17%	+13,372	Timeline
PPGPPG INDS INC	48,333	$10.2M	0.16%	+2,879	Timeline
AETNA INC NEWAETNA INC NEW	124,940	$10.1M	0.16%	+5,916
STTSTATE STR CORP	150,593	$10.1M	0.16%	+8,948	Timeline
DISCOVER FINL SVCSDISCOVER FINL SVCS	163,000	$10.1M	0.16%	+8,471
ADMARCHER DANIELS MIDLAND CO	228,789	$10.1M	0.16%	+12,738	Timeline
RAYTHEON CORAYTHEON CO	109,369	$10.1M	0.16%	+6,160
GLWCORNING INC	457,418	$10M	0.16%	+578	Timeline
SPECTRA ENERGY CORPSPECTRA ENERGY CORP	234,458	$9.96M	0.16%	+14,535
MRSHMARSH & MCLENNAN COS INC	192,130	$9.96M	0.16%	+12,176	Timeline
BB & T CORPBB & T CORP	251,173	$9.9M	0.16%	+17,887
AFLAFLAC INC	158,760	$9.88M	0.16%	+9,180	Timeline
NOBLE ENERGY INCNOBLE ENERGY INC	125,588	$9.73M	0.16%	+7,481
AMATAPPLIED MATLS INC	425,580	$9.6M	0.15%	+28,156	Timeline
APDAIR PRODUCTS AND CHEMICALS I	74,208	$9.54M	0.15%	+4,745	Timeline
AEPAMERICAN ELEC PWR CO INC	170,624	$9.52M	0.15%	+10,555	Timeline
MARATHON OIL CORPMARATHON OIL CORP	236,344	$9.44M	0.15%	+7,635
VLOVALERO ENERGY CORP	186,545	$9.35M	0.15%	+11,797	Timeline
AON PLCAON PLC	103,649	$9.34M	0.15%	+4,840
NFLXNETFLIX INC.	20,957	$9.23M	0.15%	+1,331	Timeline
CMICUMMINS INC	59,783	$9.22M	0.15%	+2,809	Timeline
HESS CORPHESS CORP	92,266	$9.12M	0.15%	+2,592
NOCNORTHROP GRUMMAN CORP	74,857	$8.96M	0.14%	+3,733	Timeline
ALLALLSTATE CORP	151,715	$8.91M	0.14%	+4,995	Timeline
TE CONNECTIVITY LTDTE CONNECTIVITY LTD	142,883	$8.84M	0.14%	+8,262
KRKROGER CO	178,130	$8.8M	0.14%	+8,627	Timeline
SYKSTRYKER CORPORATION	103,369	$8.72M	0.14%	+6,647	Timeline
PSAPUBLIC STORAGE	50,666	$8.68M	0.14%	+3,220	Timeline
Crown CastleCrown Castle	116,688	$8.66M	0.14%	+7,061
CIGNA CORPORATIONCIGNA CORPORATION	93,915	$8.64M	0.14%	+4,142
CMECME GROUP INC	119,094	$8.48M	0.14%	+6,791	Timeline
KMIKINDER MORGAN INC DEL	233,568	$8.47M	0.14%	+13,721	Timeline
SRESEMPRA	79,701	$8.35M	0.13%	+5,113	Timeline
SanDisk CorporationSanDisk Corporation	79,079	$8.26M	0.13%	+5,077
CAHCARDINAL HEALTH INC	118,928	$8.15M	0.13%	+6,406	Timeline
BENFRANKLIN TEMPLETON INC	140,434	$8.12M	0.13%	+7,942	Timeline
INTUINTUIT	99,241	$7.99M	0.13%	+6,269	Timeline
BDXBECTON DICKINSON & CO	67,540	$7.99M	0.13%	+4,198	Timeline
AMPAMERIPRISE FINL INC	66,378	$7.96M	0.13%	+3,741	Timeline
MCGRAW HILL FINL INCMCGRAW HILL FINL INC	95,156	$7.9M	0.13%	+6,225
Chubb CorporationChubb Corporation	85,468	$7.88M	0.13%	+4,873
MPCMARATHON PETE CORP	100,900	$7.88M	0.13%	+4,236	Timeline
REGNREGENERON PHARMACEUTICALS	27,860	$7.87M	0.13%	+2,017	Timeline
PPLPPL CORP	220,846	$7.85M	0.13%	+13,870	Timeline
VRTXVERTEX PHARMACEUTICALS INC	82,569	$7.82M	0.13%	+5,198	Timeline
PCGPG&E CORP	162,470	$7.8M	0.13%	+12,283	Timeline
PCARPACCAR INC	123,995	$7.79M	0.13%	+7,728	Timeline
TROWPRICE T ROWE GROUP INC	91,847	$7.75M	0.12%	+5,845	Timeline
LORILLARD INCLORILLARD INC	126,737	$7.73M	0.12%	+7,876
SYYSYSCO CORP	204,354	$7.65M	0.12%	+12,391	Timeline
IPINTERNATIONAL PAPER CO	151,434	$7.64M	0.12%	+7,437	Timeline
ICEINTERCONTINENTAL EXCHANGE IN	40,235	$7.6M	0.12%	+2,509	Timeline
VFCV F CORP	120,345	$7.58M	0.12%	+4,730	Timeline
SUNTRUST BANKS INCSUNTRUST BANKS INC	186,272	$7.46M	0.12%	+10,814
VMRKVIVMARK RESIDENTIAL	117,413	$7.4M	0.12%	+7,216	Timeline
TYCO INTERNATIONAL LTDTYCO INTERNATIONAL LTD	161,253	$7.35M	0.12%	+10,198
MMACYS INC	126,000	$7.31M	0.12%	+5,079	Timeline
CENTURYLINK INCCENTURYLINK INC	200,221	$7.25M	0.12%	+10,559
PEGPUBLIC SVC ENTERPRISE GROUP	176,863	$7.21M	0.12%	+10,760	Timeline
BROADCOM CORPBROADCOM CORP	194,279	$7.21M	0.12%	+13,151
PLDPROLOGIS INC.	174,681	$7.18M	0.12%	+10,728	Timeline
HUMHUMANA INC	54,109	$6.91M	0.11%	+3,561	Timeline
ST JUDE MED INCST JUDE MED INC	99,360	$6.88M	0.11%	+6,227
PRGOPERRIGO CO PLC	46,774	$6.82M	0.11%	+2,884	Timeline
WYWEYERHAEUSER CO	204,597	$6.77M	0.11%	+12,768	Timeline
WMWASTE MGMT INC DEL	151,239	$6.76M	0.11%	+9,381	Timeline
WDCWESTERN DIGITAL CORP	73,136	$6.75M	0.11%	+4,133	Timeline
MYLAN INCMYLAN INC	130,649	$6.74M	0.11%	+8,602
AAGILENT TECHNOLOGIES INC	116,502	$6.69M	0.11%	+7,087	Timeline
WELLTOWER INCWELLTOWER INC	106,782	$6.69M	0.11%	+11,625
DELPHI AUTOMOTIVE PLCDELPHI AUTOMOTIVE PLC	96,601	$6.64M	0.11%	+5,102
HCP INCHCP INC	160,177	$6.63M	0.11%	+10,152
EIXEDISON INTL	113,897	$6.62M	0.11%	+6,979	Timeline
VTRVENTAS INC	102,894	$6.6M	0.11%	+6,322	Timeline
MEAD JOHNSON NUTRITION COMEAD JOHNSON NUTRITION CO	70,651	$6.58M	0.11%	+4,474
REYNOLDS AMERICAN INCREYNOLDS AMERICAN INC	108,774	$6.57M	0.11%	+6,575
ELLAUDER ESTEE COS INC	88,321	$6.56M	0.11%	+4,448	Timeline
PHPARKER-HANNIFIN CORP	52,065	$6.55M	0.11%	+3,127	Timeline
VNOVORNADO RLTY TR	60,930	$6.5M	0.1%	+3,773	Timeline
LUVSOUTHWEST AIRLS CO	241,855	$6.5M	0.1%	+11,490	Timeline
SEAGATE TECHNOLOGY HOLDINGSSEAGATE TECHNOLOGY HOLDINGS	114,159	$6.49M	0.1%	+6,275
CMGCHIPOTLE MEXICAN GRILL INC	10,866	$6.44M	0.1%	+685	Timeline
OMCOMNICOM GROUP INC	90,346	$6.43M	0.1%	+5,613	Timeline
FITBFIFTH THIRD BANCORP	297,323	$6.35M	0.1%	+17,910	Timeline
Broadcom IncBroadcom Inc	87,995	$6.34M	0.1%	new
BXPBXP INC	53,500	$6.32M	0.1%	+3,290	Timeline
AZOAUTOZONE INC	11,615	$6.23M	0.1%	+553	Timeline
SHWSHERWIN WILLIAMS CO	29,611	$6.13M	0.1%	+1,635	Timeline
ALCOA INCALCOA INC	409,808	$6.1M	0.1%	+56,155
ZBHZIMMER BIOMET HOLDINGS INC	58,666	$6.09M	0.1%	+3,103	Timeline
DGDOLLAR GEN CORP	106,029	$6.08M	0.1%	+9,342	Timeline
ROKROCKWELL AUTOMATION INC	48,398	$6.06M	0.1%	+2,856	Timeline
AVBAVALONBAY CMNTYS INC	42,590	$6.06M	0.1%	+2,669	Timeline
ADIANALOG DEVICES INC	109,819	$5.94M	0.1%	+7,260	Timeline
EDCONSOLIDATED EDISON INC	102,390	$5.91M	0.1%	+6,271	Timeline
BSXBOSTON SCIENTIFIC CORP	462,382	$5.91M	0.09%	+27,835	Timeline
WYNNWYNN RESORTS LTD	28,318	$5.88M	0.09%	+1,747	Timeline
KKELLANOVA	89,116	$5.86M	0.09%	+4,845	Timeline
HSTHOST HOTELS & RESORTS INC	264,611	$5.82M	0.09%	+16,279	Timeline
CCLCARNIVAL CORP	153,305	$5.77M	0.09%	+9,486	Timeline
MCOMOODYS CORP	65,741	$5.76M	0.09%	+4,029	Timeline
CORCENCORA INC	78,949	$5.74M	0.09%	+3,734	Timeline
IVZINVESCO LTD	151,256	$5.71M	0.09%	+9,113	Timeline
MTBM & T BK CORP	45,966	$5.7M	0.09%	+2,967	Timeline
EQTEQT CORP	53,049	$5.67M	0.09%	+3,532	Timeline
DISCOVERY INCDISCOVERY INC	76,225	$5.66M	0.09%	+3,240
XELXCEL ENERGY INC	175,479	$5.66M	0.09%	+11,961	Timeline
ZTSZOETIS INC	175,147	$5.65M	0.09%	+11,065	Timeline
HIGHARTFORD INSURANCE GROUP INC	157,204	$5.63M	0.09%	+10,732	Timeline
SOUTHWESTERN ENERGY COSOUTHWESTERN ENERGY CO	123,427	$5.62M	0.09%	+7,610
MOSMOSAIC CO	113,083	$5.59M	0.09%	+1,829	Timeline
ORLYOREILLY AUTOMOTIVE INC	37,083	$5.58M	0.09%	+2,178	Timeline
MICHAEL KORS HLDGS LTDMICHAEL KORS HLDGS LTD	62,846	$5.57M	0.09%	+3,969
SYMANTEC CORPSYMANTEC CORP	241,803	$5.54M	0.09%	+14,863
KEURIG GREEN MTN INCKEURIG GREEN MTN INC	44,374	$5.53M	0.09%	+1,993
ISRGINTUITIVE SURGICAL INC	13,425	$5.53M	0.09%	+899	Timeline
FISFIDELITY NATL INFORMATION SV	100,608	$5.51M	0.09%	+5,222	Timeline
INGERSOLL-RAND PLCINGERSOLL-RAND PLC	87,748	$5.49M	0.09%	+2,895
NUENUCOR CORP	111,329	$5.48M	0.09%	+6,854	Timeline
STARWOOD HOTELS&RESORTS WRLDSTARWOOD HOTELS&RESORTS WRLD	67,118	$5.42M	0.09%	+4,136
GWWWW GRAINGER INC	21,291	$5.41M	0.09%	+1,198	Timeline
RIGTRANSOCEAN LTD	118,951	$5.36M	0.09%	+7,586	Timeline
BF-BBROWN FORMAN CORP	56,666	$5.34M	0.09%	+3,472	Timeline
HOGHARLEY DAVIDSON INC	76,337	$5.33M	0.09%	+4,125	Timeline
BFHBREAD FINANCIAL HOLDINGS INC	18,950	$5.33M	0.09%	+1,501	Timeline
CERNER CORPCERNER CORP	103,231	$5.33M	0.09%	+6,163
DOVDOVER CORP	58,201	$5.29M	0.09%	+2,408	Timeline
APHAMPHENOL CORP	54,932	$5.29M	0.09%	+3,017	Timeline
MSIMOTOROLA SOLUTIONS INC	79,091	$5.26M	0.08%	+4,947	Timeline
FISVFISERV INC	87,125	$5.25M	0.08%	+3,613	Timeline
NORTHEAST UTILSNORTHEAST UTILS	110,462	$5.22M	0.08%	+6,949
BWABORGWARNER INC	79,922	$5.21M	0.08%	+5,120	Timeline
CHESEPEAKE ENERGY CORPCHESEPEAKE ENERGY CORP	177,000	$5.2M	0.08%	+10,845
STZCONSTELLATION BRANDS INC	59,001	$5.2M	0.08%	+4,115	Timeline
ETRENTERGY CORP NEW	62,708	$5.15M	0.08%	+4,110	Timeline
NIELSEN HOLDINGS N VNIELSEN HOLDINGS N V	105,968	$5.13M	0.08%	+12,722
RRCRANGE RES CORP	58,959	$5.13M	0.08%	+5,243	Timeline
RFREGIONS FINANCIAL CORP NEW	482,074	$5.12M	0.08%	+16,237	Timeline
FEFIRSTENERGY CORP	146,792	$5.1M	0.08%	+9,380	Timeline
ROPROPER TECHNOLOGIES INC	34,884	$5.09M	0.08%	+2,216	Timeline
HSYHERSHEY CO	52,160	$5.08M	0.08%	+2,953	Timeline
L BRANDS INCL BRANDS INC	85,728	$5.03M	0.08%	+5,711
TECHNIPFMC PLCTECHNIPFMC PLC	82,216	$5.02M	0.08%	+4,766
NTRSNORTHERN TR CORP	77,709	$4.99M	0.08%	+4,506	Timeline
CTRACOTERRA ENERGY INC	145,877	$4.98M	0.08%	+7,315	Timeline
WHOLE FOODS MKT INCWHOLE FOODS MKT INC	128,496	$4.96M	0.08%	+6,430
OKEONEOK INC NEW	72,667	$4.95M	0.08%	+4,471	Timeline
MARMARRIOTT INTL INC NEW	76,759	$4.92M	0.08%	+4,197	Timeline
ROSTROSS STORES INC	74,256	$4.91M	0.08%	+3,730	Timeline
PNRPENTAIR PLC	68,064	$4.91M	0.08%	new	Timeline
CAMERON INTERNATIONAL CORPCAMERON INTERNATIONAL CORP	71,380	$4.83M	0.08%	+241
PFGPRINCIPAL FINANCIAL GROUP IN	95,657	$4.83M	0.08%	+5,467	Timeline
PGRPROGRESSIVE CORP	190,397	$4.83M	0.08%	+10,677	Timeline
DTEDTE ENERGY CO	61,882	$4.82M	0.08%	+3,769	Timeline
SWKSTANLEY BLACK & DECKER INC	54,556	$4.79M	0.08%	+3,493	Timeline
XEROX CORPXEROX CORP	381,880	$4.75M	0.08%	+16,360
LNCLINCOLN NATL CORP IND	92,200	$4.74M	0.08%	+5,664	Timeline
FASTFASTENAL CO	95,447	$4.72M	0.08%	+5,849	Timeline
GPCGENUINE PARTS CO	53,697	$4.71M	0.08%	+3,250	Timeline
PAYXPAYCHEX INC	113,169	$4.7M	0.08%	+6,796	Timeline
LLOEWS CORP	106,739	$4.7M	0.08%	+6,306	Timeline
MATMATTEL INC	118,596	$4.62M	0.07%	+6,903	Timeline
EMNEASTMAN CHEM CO	52,522	$4.59M	0.07%	+2,488	Timeline
ENSCO PLCENSCO PLC	81,701	$4.54M	0.07%	+5,059
DVADAVITA INC	62,151	$4.5M	0.07%	+4,081	Timeline
ADSKAUTODESK INC	79,658	$4.49M	0.07%	+5,105	Timeline
AMEAMETEK INC	85,753	$4.48M	0.07%	+5,332	Timeline
XILINX INCXILINX INC	93,965	$4.45M	0.07%	+6,394
NEMNEWMONT CORP	174,276	$4.43M	0.07%	+10,879	Timeline
KEYKEYCORP	308,785	$4.42M	0.07%	+16,920	Timeline
HPHELMERICH & PAYNE INC	37,805	$4.39M	0.07%	+2,516	Timeline
NRGNRG ENERGY INC	117,893	$4.39M	0.07%	+11,170	Timeline
CFCF INDUSTRIES HOLD	18,204	$4.38M	0.07%	+2	Timeline
CAGCONAGRA BRANDS INC	147,227	$4.37M	0.07%	+9,266	Timeline
CIMAREX ENERGY CO COMCIMAREX ENERGY CO COM	30,425	$4.37M	0.07%	new
NINISOURCE INC	110,075	$4.33M	0.07%	+7,036	Timeline
GENERAL GROWTH PPTYS INC NEWGENERAL GROWTH PPTYS INC NEW	182,272	$4.29M	0.07%	+11,179
FLRFLUOR CORP	55,633	$4.28M	0.07%	+3,014	Timeline
NTAPNETAPP INC	115,807	$4.23M	0.07%	+7,096	Timeline
TRIPTRIPADVISOR INC	38,898	$4.23M	0.07%	+2,491	Timeline
SIGMA ALDRICH CORPSIGMA ALDRICH CORP	41,545	$4.22M	0.07%	+2,345
KLACKLA CORP	57,970	$4.21M	0.07%	+3,306	Timeline
KANSAS CITY SOUTHERNKANSAS CITY SOUTHERN	38,567	$4.15M	0.07%	+2,388
TAPMOLSON COORS BEVERAGE CO	55,546	$4.12M	0.07%	+3,582	Timeline
CLXCLOROX CO DEL	44,952	$4.11M	0.07%	+2,319	Timeline
BED BATH & BEYOND INCBED BATH & BEYOND INC	71,320	$4.09M	0.07%	+1,446
JUNIPER NETWORKS INCJUNIPER NETWORKS INC	165,618	$4.06M	0.07%	+1,170
ESSESSEX PPTY TR INC	21,854	$4.04M	0.06%	new	Timeline
DR PEPPER SNAPPLE GROUP INCDR PEPPER SNAPPLE GROUP INC	68,650	$4.02M	0.06%	+3,913
KMXCARMAX INC	77,061	$4.01M	0.06%	+3,808	Timeline
AMGAFFILIATED MANAGERS GROUP	19,325	$3.97M	0.06%	new	Timeline
EAELECTRONIC ARTS INC	109,957	$3.94M	0.06%	+8,362	Timeline
DLTRDOLLAR TREE INC	72,299	$3.94M	0.06%	+4,011	Timeline
MURMURPHY OIL CORP	58,967	$3.92M	0.06%	+2,461	Timeline
COCA COLA ENTERPRISES INC NECOCA COLA ENTERPRISES INC NE	81,742	$3.91M	0.06%	+3,752
LINEAR TECHNOLOGY CORPLINEAR TECHNOLOGY CORP	82,695	$3.89M	0.06%	+5,275
TIFFANY & CO NEWTIFFANY & CO NEW	38,796	$3.89M	0.06%	+2,659
SJMSMUCKER J M CO	36,248	$3.86M	0.06%	+2,221	Timeline
CNPCENTERPOINT ENERGY INC	150,232	$3.84M	0.06%	+9,503	Timeline
LAM RESEARCH CORPLAM RESEARCH CORP	56,677	$3.83M	0.06%	+3,412
BARD C R INCBARD C R INC	26,658	$3.81M	0.06%	+1,199
ALTERA CORPALTERA CORP	109,508	$3.81M	0.06%	+5,296
AKAMAKAMAI TECHNOLOGIES INC	62,226	$3.8M	0.06%	+3,638	Timeline
WHRWHIRLPOOL CORP	27,177	$3.78M	0.06%	+1,757	Timeline
GAPGAP INC	90,900	$3.78M	0.06%	+3,972	Timeline
TXTTEXTRON INC	97,581	$3.74M	0.06%	+4,875	Timeline
CONSOL ENERGY INCCONSOL ENERGY INC	80,371	$3.7M	0.06%	+5,169
ROCKWELL COLLINS INCROCKWELL COLLINS INC	47,368	$3.7M	0.06%	+3,005
WISCONSIN ENERGY CORPWISCONSIN ENERGY CORP	78,837	$3.7M	0.06%	+4,691
RED HAT INCRED HAT INC	66,191	$3.66M	0.06%	+3,992
L-3 COMMUNICATIONS HLDGS INCL-3 COMMUNICATIONS HLDGS INC	30,145	$3.64M	0.06%	+1,973
NVDANVIDIA CORPORATION	195,054	$3.62M	0.06%	+13,174	Timeline
TSNTYSON FOODS INC	96,222	$3.61M	0.06%	+8,004	Timeline
KSSKOHLS CORP	68,123	$3.59M	0.06%	+2,067	Timeline
AESAES CORP	230,742	$3.59M	0.06%	+14,559	Timeline
CITRIX SYSTEMS INCCITRIX SYSTEMS INC	57,283	$3.58M	0.06%	-3,017
FLSFLOWSERVE CORP	48,009	$3.57M	0.06%	+2,858	Timeline
RSGREPUBLIC SVCS INC	93,431	$3.55M	0.06%	+4,677	Timeline
STERICYCLE INCSTERICYCLE INC	29,606	$3.51M	0.06%	+1,660
AEEAMEREN CORP	84,820	$3.47M	0.06%	+5,197	Timeline
MCHPMICROCHIP TECHNOLOGY INC.	70,018	$3.42M	0.05%	+4,670	Timeline
WYNDHAM DESTINATIONS INCWYNDHAM DESTINATIONS INC	44,504	$3.37M	0.05%	+2,453
UAAUNDER ARMOUR INC	56,620	$3.37M	0.05%	new	Timeline
MONSTER BEVERAGE CORP NEMONSTER BEVERAGE CORP NE	47,310	$3.36M	0.05%	+2,952
PVHPVH CORPORATION	28,762	$3.35M	0.05%	+1,977	Timeline
NORDSTROM INCNORDSTROM INC	49,143	$3.34M	0.05%	+2,189
FMCFMC CORP	46,551	$3.31M	0.05%	+2,943	Timeline
CHRWC H ROBINSON WORLDWIDE IN	51,888	$3.31M	0.05%	+3,170	Timeline
KIMKIMCO REALTY CORP	143,536	$3.3M	0.05%	+9,065	Timeline
RLRALPH LAUREN CORP	20,472	$3.29M	0.05%	+1,069	Timeline
MACMACERICH CO	49,184	$3.28M	0.05%	+3,060	Timeline
COACH INCCOACH INC	95,845	$3.28M	0.05%	+4,754
PALL CORPPALL CORP	38,342	$3.27M	0.05%	+2,318
WUWESTERN UN CO	188,397	$3.27M	0.05%	+8,586	Timeline
MKCMCCORMICK & CO INC	45,621	$3.27M	0.05%	+2,578	Timeline
CAREFUSION CORPCAREFUSION CORP	72,472	$3.21M	0.05%	+4,089
HRBBLOCK H & R INC	95,861	$3.21M	0.05%	+5,874	Timeline
CA INC COMCA INC COM	111,487	$3.2M	0.05%	+5,691
COMPUTER SCIENCES CORPCOMPUTER SCIENCES CORP	50,644	$3.2M	0.05%	+2,834
CMACOMERICA INC	63,510	$3.19M	0.05%	+3,761	Timeline
EWEDWARDS LIFESCIENCES CORP	36,879	$3.17M	0.05%	+1,687	Timeline
UNMUNUM GROUP	89,986	$3.13M	0.05%	+4,846	Timeline
CBRECBRE GROUP INC	97,500	$3.12M	0.05%	+5,992	Timeline
NWSANEWS CORP NEW	174,077	$3.12M	0.05%	+10,668	Timeline
XL GROUP PLCXL GROUP PLC	94,911	$3.11M	0.05%	+4,320
WATWATERS CORP	29,640	$3.1M	0.05%	+1,689	Timeline
EFXEQUIFAX INC	42,659	$3.09M	0.05%	+2,610	Timeline
BALLBALL CORP	48,736	$3.06M	0.05%	+2,616	Timeline
EXPDEXPEDITORS INTL WASH INC	68,998	$3.05M	0.05%	+2,497	Timeline
SCRIPPS NETWORKS INTERACT INSCRIPPS NETWORKS INTERACT IN	37,472	$3.04M	0.05%	+1,467
LABORATORY CORP OF AMERICALABORATORY CORP OF AMERICA	29,644	$3.04M	0.05%	+1,652
VARIAN MED SYS INCVARIAN MED SYS INC	36,340	$3.02M	0.05%	+2,358
GNWGENWORTH FINL INC	173,490	$3.02M	0.05%	+10,934	Timeline
HOSPIRA INCHOSPIRA INC	58,430	$3M	0.05%	+3,804
NWLNEWELL BRANDS INC	96,729	$3M	0.05%	+5,205	Timeline
BBYBEST BUY INC	96,329	$2.99M	0.05%	+6,628	Timeline
NOBLE CORP PLCNOBLE CORP PLC	88,875	$2.98M	0.05%	+5,477
DGXQUEST DIAGNOSTICS INC	50,509	$2.96M	0.05%	+3,153	Timeline
IFFINTERNATIONAL FLAVORS&FRAGRA	28,417	$2.96M	0.05%	+1,747	Timeline
MHKMOHAWK INDS INC	21,386	$2.96M	0.05%	+1,345	Timeline
FFIVF5 INC	26,472	$2.95M	0.05%	+1,715	Timeline
CMSCMS ENERGY CORP	94,208	$2.94M	0.05%	+6,681	Timeline
TSCOTRACTOR SUPPLY CO	48,414	$2.92M	0.05%	+2,616	Timeline
VMCVULCAN MATLS CO	45,726	$2.92M	0.05%	+2,880	Timeline
LEUCADIA NATL CORPLEUCADIA NATL CORP	110,805	$2.9M	0.05%	+8,041
INTERPUBLIC GROUP COSINTERPUBLIC GROUP COS	148,101	$2.89M	0.05%	+8,948
CPBTHE CAMPBELLS COMPANY	62,551	$2.87M	0.05%	+3,864	Timeline
EXPEEXPEDIA GROUP INC	35,857	$2.82M	0.05%	+2,295	Timeline
HARRIS CORP INCHARRIS CORP INC	37,230	$2.82M	0.05%	+2,183
PLUM CREEK TIMBER CO INCPLUM CREEK TIMBER CO INC	61,910	$2.79M	0.04%	+3,795
MASMASCO CORP	124,642	$2.77M	0.04%	+7,684	Timeline
SAFEWAY INCSAFEWAY INC	80,508	$2.77M	0.04%	+4,933
HBANHUNTINGTON BANCSHARES INC	289,373	$2.76M	0.04%	+16,602	Timeline
NABORS INDUSTRIES LTDNABORS INDUSTRIES LTD	91,503	$2.69M	0.04%	+5,877
GTGOODYEAR TIRE & RUBR CO	96,493	$2.68M	0.04%	+15,089	Timeline
SCANA CORP NEWSCANA CORP NEW	49,497	$2.66M	0.04%	+3,179
TESORO CORPTESORO CORP	45,209	$2.65M	0.04%	+1,958
PWRQUANTA SVCS INC	76,160	$2.63M	0.04%	+4,702	Timeline
NAVINAVIENT CORPORATION	147,781	$2.62M	0.04%	new	Timeline
GRMNGARMIN LTD	42,896	$2.61M	0.04%	+2,551	Timeline
MEADWESTVACO CORPMEADWESTVACO CORP	58,682	$2.6M	0.04%	+1,395
LENLENNAR CORP	61,456	$2.58M	0.04%	+3,766	Timeline
HARMAN INTL INDS INCHARMAN INTL INDS INC	23,806	$2.56M	0.04%	+1,563
AIRGAS INCAIRGAS INC	23,375	$2.55M	0.04%	+1,531
TORCHMARK CORPTORCHMARK CORP	30,697	$2.52M	0.04%	+1,636
XYLXYLEM INC	64,245	$2.51M	0.04%	+3,640	Timeline
GANNETT INCGANNETT INC	79,282	$2.48M	0.04%	+4,670
CINFCINCINNATI FINL CORP	51,448	$2.47M	0.04%	+3,157	Timeline
JACOBS ENGINEERING GROUP INCJACOBS ENGINEERING GROUP INC	46,237	$2.46M	0.04%	+2,951
DHID R HORTON INC	100,063	$2.46M	0.04%	+6,623	Timeline
STAPLES INCSTAPLES INC	226,045	$2.45M	0.04%	+12,505
SNASNAP ON INC	20,359	$2.41M	0.04%	+1,285	Timeline
PEPCO HOLDINGS INCPEPCO HOLDINGS INC	87,753	$2.41M	0.04%	+5,543
PHMPULTE GROUP INC	119,132	$2.4M	0.04%	+6,517	Timeline
DENTSPLY INTL INCDENTSPLY INTL INC	49,568	$2.35M	0.04%	+3,030
HRLHORMEL FOODS CORP	47,067	$2.32M	0.04%	+2,885	Timeline
SEESEALED AIR CORP NEW	67,935	$2.32M	0.04%	+3,550	Timeline
RHIROBERT HALF INC.	48,062	$2.29M	0.04%	+2,951	Timeline
AGL RES INCAGL RES INC	41,690	$2.29M	0.04%	+2,671
DENBURY RES INCDENBURY RES INC	122,942	$2.27M	0.04%	+6,123
CTASCINTAS CORP	35,294	$2.24M	0.04%	+2,257	Timeline
PNWPINNACLE WEST CAP CORP	38,579	$2.23M	0.04%	+2,418	Timeline
AVON PRODS INCAVON PRODS INC	151,874	$2.22M	0.04%	+9,467
TDCTERADATA CORP DEL	55,129	$2.22M	0.04%	+2,886	Timeline
FAMILY DLR STORES INCFAMILY DLR STORES INC	33,424	$2.21M	0.04%	+2,065
QEP RESOURCES INCQEP RESOURCES INC	62,949	$2.17M	0.03%	+4,099
JOY GLOBAL INCJOY GLOBAL INC	34,927	$2.15M	0.03%	+2,066
HASHASBRO INC	40,388	$2.14M	0.03%	+2,144	Timeline
E TRADE FINANCIAL CORPE TRADE FINANCIAL CORP	100,810	$2.14M	0.03%	+6,211
DRIDARDEN RESTAURANTS INC	46,131	$2.13M	0.03%	+3,055	Timeline
THE ADT CORPORATIONTHE ADT CORPORATION	60,913	$2.13M	0.03%	+758
IRON MTN INC NEW REITIRON MTN INC NEW REIT	59,723	$2.12M	0.03%	+3,792
VRSNVERISIGN INC	43,195	$2.11M	0.03%	+1,964	Timeline
NEWFIELD EXPL CONEWFIELD EXPL CO	47,662	$2.11M	0.03%	+2,928
WINDSTREAM HLDGS INCWINDSTREAM HLDGS INC	210,678	$2.1M	0.03%	+15,093
PETSMART INCPETSMART INC	34,682	$2.07M	0.03%	+642
FRONTIER COMMUNICATIONS CORPFRONTIER COMMUNICATIONS CORP	350,378	$2.05M	0.03%	+22,367
O-I GLASS, INC.O-I GLASS, INC.	57,707	$2M	0.03%	+3,640
INTEGRYS ENERGY GROUP INCINTEGRYS ENERGY GROUP INC	27,954	$1.99M	0.03%	+1,713
PBIPITNEY BOWES INC	70,839	$1.96M	0.03%	+4,375	Timeline
SPYSTATE STR SPDR S&P 500 ETF T	9,876	$1.93M	0.03%	-6,127	Timeline
ZIONZIONS BANCORPORATION NATL AS	64,636	$1.91M	0.03%	+3,969	Timeline
RVTYREVVITY INC	39,580	$1.85M	0.03%	+2,547	Timeline
Lincoln National CorporatLincoln National Corporat	35,932	$1.84M	0.03%	+1,537
TOTAL SYS SVCS INCTOTAL SYS SVCS INC	58,062	$1.82M	0.03%	+3,812
ALLEALLEGION PLC	31,383	$1.78M	0.03%	+1,936	Timeline
FSLRFIRST SOLAR INC	24,851	$1.77M	0.03%	+1,665	Timeline
FOSLFOSSIL GROUP INC	16,651	$1.74M	0.03%	+876	Timeline
FLIR SYS INCFLIR SYS INC	49,509	$1.72M	0.03%	+3,278
ATIATI INC	37,955	$1.71M	0.03%	+2,531	Timeline
AVYAVERY DENNISON CORP	33,282	$1.71M	0.03%	+1,779	Timeline
LEGLEGGETT & PLATT INC	48,473	$1.66M	0.03%	+2,893	Timeline
APARTMENT INVT & MGMT COAPARTMENT INVT & MGMT CO	51,074	$1.65M	0.03%	+3,130
PEOPLE'S UNITED FINANCIAL I…PEOPLE'S UNITED FINANCIAL INC	108,426	$1.65M	0.03%	+6,615
AIZASSURANT INC	25,045	$1.64M	0.03%	+1,535	Timeline
RRYDER SYS INC	18,592	$1.64M	0.03%	+1,068	Timeline
HUDSON CITY BANCORPHUDSON CITY BANCORP	166,354	$1.64M	0.03%	+10,289
GMEGAMESTOP CORP	40,059	$1.62M	0.03%	+2,054	Timeline
THCTENET HEALTHCARE CORP	34,138	$1.6M	0.03%	+2,310	Timeline
NDAQNASDAQ INC	41,167	$1.59M	0.03%	+2,803	Timeline
PEABODY ENERGY CORPPEABODY ENERGY CORP	94,848	$1.55M	0.02%	+5,819
BEMIS INCBEMIS INC	35,256	$1.43M	0.02%	+1,881
DUN & BRADSTREET CORP DEL NEDUN & BRADSTREET CORP DEL NE	12,940	$1.43M	0.02%	+602
ROWAN COMPANIES PLCROWAN COMPANIES PLC	43,475	$1.39M	0.02%	+2,703
JBLJABIL INC	64,664	$1.35M	0.02%	+3,080	Timeline
CABLEVISION SYS CORPCABLEVISION SYS CORP	75,676	$1.34M	0.02%	+5,413
TECO ENERGY INCTECO ENERGY INC	71,572	$1.32M	0.02%	+4,304
ANAUTONATION INC	22,121	$1.32M	0.02%	+1,412	Timeline
UNITED STATES STL CORP NEWUNITED STATES STL CORP NEW	50,585	$1.32M	0.02%	+3,104
URBNURBAN OUTFITTERS INC	35,635	$1.21M	0.02%	-138	Timeline
DIAMOND OFFSHORE DRILLING INDIAMOND OFFSHORE DRILLING IN	23,971	$1.19M	0.02%	+1,158

Principal amounts

Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).

Security	Type	Amount	Value	Change
SANDISK CORPSANDISK CORP CORPORATE OBLIG	principal	10,400,000	$21.2M	+4,900,000
GILEAD SCIENCES INCGILEAD SCIENCES INC CORPORATE OBLIG	principal	3,558,000	$12.9M	-1,242,000
MICROCHIP TECHNOLOGY INCMICROCHIP TECHNOLOGY INC SDCV 2.125%12/1	principal	5,001,000	$9.51M	+1,000
TELEFLEX INCTELEFLEX INC NOTE 3.875% 8/0	principal	4,080,000	$7.12M	+3,580,000
CADENCE DESIGN SYSTEM INCCADENCE DESIGN SYSTEM INC NOTE	principal	2,754,000	$6.38M	-4,696,000
MICRON TECHNOLOGY INCMICRON TECHNOLOGY INC NOTE 2.125% 2/1	principal	1,910,000	$5.78M	new
SALIX PHARMACEUTICAL 1.500SALIX PHARMACEUTICAL 1.500 NOTE 1.500% 3/	principal	2,750,000	$5.37M	+2,250,000
SEACOR HOLDINGS INCSEACOR HOLDINGS INC NOTE 2.500%12/1	principal	4,500,000	$5.12M	+2,500,000
Starwood Property Trust, In…Starwood Property Trust, Inc. CONV	principal	4,500,000	$5.12M	0
ANNALY CAP MGMT INCANNALY CAP MGMT INC NOTE 5.000% 5/1	principal	4,578,000	$4.63M	+472,000
TESLA MOTORS INC 1.500TESLA MOTORS INC 1.500 NOTE 1.500% 6/0	principal	2,000,000	$4.02M	0
INTEL CORPINTEL CORP CORPORATE OBLIG	principal	2,500,000	$3.83M	new
ANTHEM INCANTHEM INC NOTE 2.750%10/1	principal	2,500,000	$3.82M	new
OMNICARE INCOMNICARE INC DBCV 3.250%12/1	principal	3,500,000	$3.71M	new
RYLAND GROUP INCRYLAND GROUP INC NOTE 1.625%	principal	2,250,000	$3.12M	-750,000
COLONY CAP INCCOLONY CAP INC NOTE 3.875% 1/1	principal	3,000,000	$3.06M	+2,000,000
TAKE-TWO INTERACTIVE SOFTWARTAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0	principal	2,500,000	$3.03M	new
SPIRIT RLTY CAP INC NEWSPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1	principal	3,000,000	$2.98M	new
MOLINA HEALTHCARE INCMOLINA HEALTHCARE INC NOTE 1.125% 1/1	principal	2,350,000	$2.92M	new
JARDEN CORPJARDEN CORP NOTE 1.87	principal	2,000,000	$2.75M	-2,000,000
COBALT INTL ENERGY INCCOBALT INTL ENERGY INC NOTE 2.625%12/0	principal	2,500,000	$2.29M	new
AMERICAN RLTY CAP PPTYS INCAMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0	principal	2,000,000	$2.02M	new
TESLA INCTESLA INC NOTE 1.250% 3/0	principal	2,000,000	$1.92M	0
DEALERTRACK TECHNOLOGIES INCDEALERTRACK TECHNOLOGIES INC NOTE 1.500% 3/1	principal	1,400,000	$1.86M	new
MERITAGE HOMES CORPMERITAGE HOMES CORP NOTE	principal	1,500,000	$1.57M	-1,000,000
STONE ENERGY CORPSTONE ENERGY CORP NOTE	principal	1,000,000	$1.27M	new
FOREST CITY ENTERPRISESFOREST CITY ENTERPRISES NOTE	principal	1,000,000	$1.12M	new
GENERAL CABLE CORPGENERAL CABLE CORP CORPORATE OBLIG	principal	1,000,000	$982K	new

Sold out in Q2 2014

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
ALLIANT TECHSYSTEMS 3.000/1…ALLIANT TECHSYSTEMS 3.000/15/24	5,000,000	$9.27M	principal
FOREST LABS INCFOREST LABS INC	78,260	$7.22M	shares
MGM RESORTS INTLMGM RESORTS INTL	4,965,000	$7.18M	principal
GROUP 1 AUTOMOTIVE INCGROUP 1 AUTOMOTIVE INC	5,900,000	$7.08M	principal
MU 2.375 5/1/32MU 2.375 5/1/32	2,500,000	$6.27M	principal
Pentair IncPentair Inc	64,764	$5.14M	shares
MOLINA HEALTHCARE INCMOLINA HEALTHCARE INC	4,000,000	$4.91M	principal
BEAM INCBEAM INC	54,295	$4.52M	shares
HOLOGIC INCHOLOGIC INC	3,334,000	$3.48M	principal
SLMSLM CORP	140,682	$3.44M	shares
LSI CORPORATIONLSI CORPORATION	183,222	$2.03M	shares
WRIGHT MED GROUP INCWRIGHT MED GROUP INC	1,500,000	$2.01M	principal
PROSPECT CAPITAL CORPPROSPECT CAPITAL CORP	1,100,000	$1.17M	principal
INTERNATIONAL GAME TECHNOLOGINTERNATIONAL GAME TECHNOLOG	80,957	$1.14M	shares
CLIFFS NATURAL RESOURCESCLIFFS NATURAL RESOURCES	50,237	$1.03M	shares
RESOURCE CAP CORPRESOURCE CAP CORP	1,000,000	$981K	principal

How Q2 2014 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0001354488-14-003756	base		2014-07-25	acceptance time not in the bulk data set	2026-10-07 19:34:04 UTC