$6.22 Billion is the total value of TD Securities (USA) LLC's 530 reported holdings in Q2 2014. The portfolio turnover from Q1 2014 to Q2 2014 was 7.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Buy | APPLE INC | $195,883,000 | +24.7% | 2,107,854 | +620.1% | 3.15% | +12.4% |
| XOM | Buy | EXXON MOBIL CORP | $151,144,000 | +9.1% | 1,501,230 | +5.9% | 2.43% | -1.6% |
| MSFT | Buy | MICROSOFT CORP | $109,579,000 | +7.8% | 2,627,788 | +6.0% | 1.76% | -2.8% |
| JNJ | Buy | JOHNSON & JOHNSON | $103,469,000 | +13.5% | 988,998 | +6.5% | 1.66% | +2.3% |
| GE | Buy | GENERAL ELECTRIC CO | $92,125,000 | +8.1% | 3,505,512 | +6.5% | 1.48% | -2.6% |
| WFC | Buy | WELLS FARGO & CO NEW | $88,067,000 | +12.7% | 1,675,551 | +6.6% | 1.42% | +1.6% |
| CVX | Buy | CHEVRON CORP NEW | $86,878,000 | +16.6% | 665,479 | +6.2% | 1.40% | +5.1% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC DEL CL B NEW | $79,659,000 | +7.9% | 629,420 | +6.5% | 1.28% | -2.7% |
| JPM | Buy | JPMORGAN CHASE & CO | $76,235,000 | +1.0% | 1,323,062 | +6.5% | 1.23% | -8.9% |
| PG | Buy | PROCTER & GAMBLE CO | $74,342,000 | +3.7% | 945,951 | +6.3% | 1.20% | -6.6% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $70,834,000 | +9.6% | 1,447,665 | +6.5% | 1.14% | -1.2% |
| PFE | Buy | PFIZER INC | $66,183,000 | -1.6% | 2,229,876 | +6.5% | 1.06% | -11.3% |
| T | Buy | AT&T INC | $64,154,000 | +7.1% | 1,814,323 | +6.2% | 1.03% | -3.5% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $60,292,000 | -2.5% | 332,609 | +3.5% | 0.97% | -12.1% |
| MRK | Buy | MERCK & CO INC NEW | $59,100,000 | +7.9% | 1,021,606 | +5.9% | 0.95% | -2.8% |
| GOOG | New | GOOGLE INC CL C | $57,901,000 | – | 99,032 | +100.0% | 0.93% | – |
| GOOGL | Buy | GOOGLE INC CL A | $56,971,000 | -44.8% | 99,032 | +6.9% | 0.92% | -50.2% |
| BAC | Buy | BANK OF AMERICA CORPORATION | $56,501,000 | -5.3% | 3,676,070 | +6.0% | 0.91% | -14.6% |
| KO | Buy | COCA COLA CO | $55,973,000 | +16.4% | 1,321,365 | +6.3% | 0.90% | +5.0% |
| INTC | Buy | INTEL CORP | $53,773,000 | +27.7% | 1,740,212 | +6.7% | 0.86% | +15.2% |
| SLB | Buy | SCHLUMBERGER LTD | $53,693,000 | +28.4% | 455,221 | +6.1% | 0.86% | +15.7% |
| C | Buy | CITIGROUP INC COM NEW | $50,018,000 | +5.5% | 1,061,951 | +6.6% | 0.80% | -5.0% |
| CMCSA | Buy | COMCAST CORP NEW CL A | $48,787,000 | +14.0% | 908,841 | +6.3% | 0.78% | +2.9% |
| ORCL | Buy | ORACLE CORP | $48,645,000 | +4.6% | 1,200,230 | +5.6% | 0.78% | -5.7% |
| DIS | Buy | DISNEY WALT CO COM DISNEY | $48,275,000 | +12.8% | 563,040 | +5.3% | 0.78% | +1.6% |
| PEP | Buy | PEPSICO INC | $47,349,000 | +13.5% | 529,982 | +6.1% | 0.76% | +2.3% |
| QCOM | Buy | QUALCOMM INC | $46,732,000 | +6.8% | 590,048 | +6.3% | 0.75% | -3.8% |
| PM | Buy | PHILIP MORRIS INTL INC | $46,358,000 | +8.8% | 549,847 | +5.7% | 0.74% | -2.0% |
| GILD | Buy | GILEAD SCIENCES INC | $44,510,000 | +24.4% | 536,845 | +6.3% | 0.72% | +12.2% |
| CSCO | Buy | CISCO SYS INC | $44,501,000 | +17.5% | 1,790,793 | +5.9% | 0.72% | +5.9% |
| AMZN | Buy | AMAZON COM INC | $42,319,000 | +3.0% | 130,301 | +6.7% | 0.68% | -7.1% |
| WMT | Buy | WAL-MART STORES INC | $42,299,000 | +4.2% | 563,455 | +6.1% | 0.68% | -6.1% |
| FB | Buy | FACEBOOK INC CL A | $40,447,000 | +19.8% | 601,087 | +7.2% | 0.65% | +8.0% |
| HD | Buy | HOME DEPOT INC | $38,720,000 | +5.9% | 478,260 | +3.5% | 0.62% | -4.4% |
| V | Buy | VISA INC COM CL A | $37,029,000 | +3.1% | 175,735 | +5.6% | 0.60% | -7.0% |
| COP | Buy | CONOCOPHILLIPS | $36,794,000 | +30.0% | 429,182 | +6.7% | 0.59% | +17.2% |
| MCD | Buy | MCDONALDS CORP | $34,809,000 | +9.3% | 345,531 | +6.4% | 0.56% | -1.4% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $34,039,000 | +5.4% | 294,834 | +6.7% | 0.55% | -5.0% |
| UNP | Buy | UNION PAC CORP | $31,587,000 | +12.7% | 316,658 | +112.0% | 0.51% | +1.6% |
| ABBV | Buy | ABBVIE INC | $31,373,000 | +17.1% | 555,856 | +6.6% | 0.50% | +5.6% |
| AMGN | Buy | AMGEN INC | $31,325,000 | +2.5% | 264,640 | +6.8% | 0.50% | -7.5% |
| MMM | Buy | 3M CO | $31,124,000 | +11.1% | 217,287 | +5.2% | 0.50% | +0.2% |
| CVS | Buy | CVS CAREMARK CORPORATION | $30,807,000 | +6.1% | 408,740 | +5.3% | 0.50% | -4.4% |
| AXP | Buy | AMERICAN EXPRESS CO | $30,193,000 | +11.8% | 318,258 | +6.1% | 0.49% | +0.8% |
| BA | Buy | BOEING CO | $29,839,000 | +5.9% | 234,529 | +4.5% | 0.48% | -4.4% |
| MO | Buy | ALTRIA GROUP INC | $29,124,000 | +19.0% | 694,428 | +6.2% | 0.47% | +7.1% |
| OXY | Buy | OCCIDENTAL PETE CORP DEL | $28,186,000 | +13.4% | 274,635 | +5.3% | 0.45% | +2.3% |
| BMY | Buy | BRISTOL MYERS SQUIBB CO | $28,103,000 | +0.3% | 579,317 | +7.4% | 0.45% | -9.6% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $28,003,000 | +5.2% | 342,540 | +5.5% | 0.45% | -5.3% |
| AIG | Buy | AMERICAN INTL GROUP INC COM NEW | $27,602,000 | +14.9% | 505,720 | +5.3% | 0.44% | +3.5% |
| USB | Buy | US BANCORP DEL COM NEW | $27,488,000 | +7.2% | 634,541 | +6.1% | 0.44% | -3.3% |
| BIIB | Buy | BIOGEN IDEC INC | $26,146,000 | +10.2% | 82,921 | +6.9% | 0.42% | -0.7% |
| MA | Buy | MASTERCARD INC CL A | $25,808,000 | +3.2% | 351,266 | +4.9% | 0.42% | -7.0% |
| HON | Buy | HONEYWELL INTL INC | $25,446,000 | +6.6% | 273,764 | +6.4% | 0.41% | -4.0% |
| UPS | Buy | UNITED PARCEL SERVICE INC CL B | $25,296,000 | +11.4% | 246,404 | +5.7% | 0.41% | +0.5% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $24,343,000 | +7.5% | 145,381 | +5.2% | 0.39% | -3.2% |
| CELG | Buy | CELGENE CORP | $24,043,000 | +29.3% | 279,956 | +110.1% | 0.39% | +16.6% |
| F | Buy | FORD MTR CO DEL COM PAR $0.01 | $23,831,000 | +18.0% | 1,382,332 | +6.8% | 0.38% | +6.4% |
| CAT | Buy | CATERPILLAR INC DEL | $23,714,000 | +14.0% | 218,220 | +4.3% | 0.38% | +2.7% |
| FOXA | Buy | TWENTY FIRST CENTY FOX INC CL A | $23,527,000 | +15.5% | 669,331 | +5.1% | 0.38% | +4.1% |
| MON | Buy | MONSANTO CO NEW | $22,857,000 | +16.6% | 183,240 | +6.4% | 0.37% | +5.1% |
| WAG | Buy | WALGREEN CO | $22,752,000 | +20.1% | 306,926 | +7.0% | 0.37% | +8.3% |
| EOG | Buy | EOG RES INC | $22,326,000 | +27.0% | 191,048 | +6.6% | 0.36% | +14.3% |
| MDT | Buy | MEDTRONIC INC | $22,267,000 | +10.2% | 349,231 | +6.3% | 0.36% | -0.6% |
| MDLZ | Buy | MONDELEZ INTL INC CL A | $22,239,000 | +15.3% | 591,304 | +5.9% | 0.36% | +4.1% |
| PCLN | Buy | PRICELINE GRP INC COM NEW | $22,050,000 | +8.1% | 18,329 | +7.1% | 0.36% | -2.5% |
| HPQ | Buy | HEWLETT PACKARD CO | $22,033,000 | +9.5% | 654,188 | +5.2% | 0.35% | -1.4% |
| MET | Buy | METLIFE INC | $21,862,000 | +12.3% | 393,480 | +6.7% | 0.35% | +1.4% |
| TWX | Buy | TIME WARNER INC COM NEW | $21,663,000 | +13.2% | 308,364 | +5.3% | 0.35% | +2.1% |
| DOW | Buy | DOW CHEM CO | $21,660,000 | +11.7% | 420,915 | +5.5% | 0.35% | +0.6% |
| ABT | Buy | ABBOTT LABS | $21,475,000 | +10.1% | 525,049 | +3.7% | 0.34% | -0.9% |
| LLY | Buy | LILLY ELI & CO | $21,410,000 | +12.5% | 344,378 | +6.5% | 0.34% | +1.5% |
| Buy | SANDISK CORP NOTE 1.500% 8/1note | $21,200,000 | +135.8% | 10,400,000 | +89.1% | 0.34% | +113.1% | |
| DD | Buy | DU PONT E I DE NEMOURS & CO | $21,009,000 | +2.9% | 321,037 | +5.5% | 0.34% | -7.1% |
| HAL | Buy | HALLIBURTON CO | $20,964,000 | +27.5% | 295,228 | +5.7% | 0.34% | +15.0% |
| CL | Buy | COLGATE PALMOLIVE CO | $20,727,000 | +11.5% | 304,001 | +6.1% | 0.33% | +0.6% |
| B108PS | Buy | ACTAVIS PLC | $20,629,000 | +75.3% | 92,487 | +61.8% | 0.33% | +58.1% |
| SBUX | Buy | STARBUCKS CORP | $20,364,000 | +11.9% | 263,164 | +6.1% | 0.33% | +0.6% |
| NKE | Buy | NIKE INC CL B | $19,997,000 | +10.9% | 257,863 | +5.6% | 0.32% | 0.0% |
| EBAY | Buy | EBAY INC | $19,961,000 | -5.5% | 398,735 | +4.3% | 0.32% | -14.9% |
| APC | Buy | ANADARKO PETE CORP | $19,328,000 | +37.9% | 176,557 | +6.8% | 0.31% | +24.4% |
| EMC | Buy | E M C CORP MASS | $18,851,000 | +3.5% | 715,696 | +7.7% | 0.30% | -6.8% |
| ESRX | Buy | EXPRESS SCRIPTS HLDG CO | $18,734,000 | -2.0% | 270,219 | +6.1% | 0.30% | -11.7% |
| DUK | Buy | DUKE ENERGY CORP NEW COM NEW | $18,342,000 | +11.1% | 247,236 | +6.6% | 0.30% | +0.3% |
| SPG | Buy | SIMON PPTY GROUP INC NEW | $18,058,000 | +6.8% | 108,600 | +5.3% | 0.29% | -4.0% |
| TXN | Buy | TEXAS INSTRS INC | $18,032,000 | +7.5% | 377,320 | +6.0% | 0.29% | -3.0% |
| ACN | Buy | ACCENTURE PLC IRELAND SHS CLASS A | $17,891,000 | +7.4% | 221,309 | +5.9% | 0.29% | -3.0% |
| COST | Buy | COSTCO WHSL CORP NEW | $17,645,000 | +9.5% | 153,220 | +6.2% | 0.28% | -1.0% |
| AGN | Buy | ALLERGAN INC | $17,602,000 | +44.8% | 104,020 | +6.2% | 0.28% | +30.4% |
| LOW | Buy | LOWES COS INC | $16,731,000 | -0.3% | 348,642 | +1.6% | 0.27% | -10.0% |
| GM | Buy | GENERAL MTRS CO | $16,688,000 | +13.3% | 459,715 | +7.5% | 0.27% | +1.9% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $16,628,000 | +9.1% | 186,721 | +6.5% | 0.27% | -1.8% |
| DHR | Buy | DANAHER CORP DEL | $16,557,000 | +12.0% | 210,307 | +6.7% | 0.27% | +0.8% |
| COF | Buy | CAPITAL ONE FINL CORP | $16,505,000 | +13.8% | 199,813 | +6.3% | 0.26% | +2.3% |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $16,456,000 | +6.4% | 139,461 | +8.5% | 0.26% | -4.0% |
| EMR | Buy | EMERSON ELEC CO | $16,279,000 | +5.6% | 245,316 | +6.3% | 0.26% | -4.7% |
| PSX | Buy | PHILLIPS 66 | $15,910,000 | +7.1% | 197,809 | +2.6% | 0.26% | -3.4% |
| MS | Buy | MORGAN STANLEY COM NEW | $15,818,000 | +10.2% | 489,280 | +6.3% | 0.25% | -0.8% |
| NEE | Buy | NEXTERA ENERGY INC | $15,624,000 | +14.4% | 152,459 | +6.7% | 0.25% | +2.9% |
| WMB | Buy | WILLIAMS COS INC DEL | $15,028,000 | +64.9% | 258,172 | +14.9% | 0.24% | +48.5% |
| LMT | Buy | LOCKHEED MARTIN CORP | $14,980,000 | +3.6% | 93,197 | +5.2% | 0.24% | -6.6% |
| MCK | Buy | MCKESSON CORP | $15,009,000 | +12.6% | 80,605 | +6.7% | 0.24% | +1.3% |
| BK | Buy | BANK NEW YORK MELLON CORP | $14,941,000 | +13.7% | 398,652 | +7.0% | 0.24% | +2.6% |
| FDX | Buy | FEDEX CORP | $14,700,000 | +21.6% | 97,108 | +6.5% | 0.24% | +9.3% |
| KMB | Buy | KIMBERLY CLARK CORP | $14,650,000 | +6.7% | 131,719 | +5.8% | 0.24% | -3.7% |
| D | Buy | DOMINION RES INC VA NEW | $14,541,000 | +7.3% | 203,319 | +6.6% | 0.23% | -3.3% |
| TWC | Buy | TIME WARNER CABLE INC | $14,347,000 | +14.9% | 97,397 | +7.0% | 0.23% | +3.6% |
| PRU | Buy | PRUDENTIAL FINL INC | $14,337,000 | +11.5% | 161,506 | +6.3% | 0.23% | +0.9% |
| F113PS | Buy | COVIDIEN PLC | $14,214,000 | +30.5% | 157,617 | +6.6% | 0.23% | +18.0% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N SHS - A - | $14,220,000 | +12.8% | 145,622 | +2.8% | 0.23% | +1.8% |
| SO | Buy | SOUTHERN CO | $14,132,000 | +10.4% | 311,410 | +6.9% | 0.23% | -0.4% |
| BLK | Buy | BLACKROCK INC | $13,978,000 | +7.8% | 43,737 | +6.1% | 0.22% | -2.6% |
| A309PS | Buy | DIRECTV | $13,924,000 | +17.2% | 163,798 | +5.3% | 0.22% | +5.7% |
| BAX | Buy | BAXTER INTL INC | $13,714,000 | +4.6% | 189,682 | +6.4% | 0.22% | -5.6% |
| PX | Buy | PRAXAIR INC | $13,603,000 | +7.7% | 102,404 | +6.2% | 0.22% | -2.7% |
| APA | Buy | APACHE CORP | $13,567,000 | +26.3% | 134,835 | +4.1% | 0.22% | +13.5% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $13,361,000 | +9.4% | 168,533 | +6.6% | 0.22% | -1.4% |
| FCX | Buy | FREEPORT-MCMORAN COPPER & GO | $13,254,000 | +17.6% | 363,114 | +6.6% | 0.21% | +6.0% |
| GD | Buy | GENERAL DYNAMICS CORP | $13,271,000 | +14.2% | 113,865 | +6.7% | 0.21% | +2.9% |
| TJX | Buy | TJX COS INC NEW | $13,012,000 | -8.1% | 244,815 | +4.9% | 0.21% | -17.1% |
| Sell | GILEAD SCIENCES INC NOTE 1.625% 5/0note | $12,941,000 | -13.1% | 3,558,000 | -25.9% | 0.21% | -21.8% | |
| ETN | Buy | EATON CORP PLC | $12,862,000 | +9.8% | 166,645 | +6.8% | 0.21% | -1.0% |
| TGT | Buy | TARGET CORP | $12,833,000 | +2.2% | 221,458 | +6.8% | 0.21% | -8.0% |
| PCP | Buy | PRECISION CASTPARTS CORP | $12,773,000 | +6.0% | 50,606 | +6.2% | 0.20% | -4.7% |
| YUM | Buy | YUM BRANDS INC | $12,529,000 | +14.3% | 154,298 | +6.2% | 0.20% | +3.1% |
| KRFT | Buy | KRAFT FOODS GROUP INC | $12,476,000 | +13.6% | 208,106 | +6.3% | 0.20% | +2.6% |
| AMT | Buy | AMERICAN TOWER CORP NEW | $12,448,000 | +17.3% | 138,345 | +6.7% | 0.20% | +5.8% |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $12,351,000 | +12.8% | 149,987 | +6.7% | 0.20% | +2.1% |
| MU | Buy | MICRON TECHNOLOGY INC | $12,329,000 | +49.7% | 374,184 | +7.5% | 0.20% | +34.7% |
| ACE | Buy | ACE LTD | $12,242,000 | +11.9% | 118,053 | +6.9% | 0.20% | +1.0% |
| VIAB | Buy | VIACOM INC NEW CL B | $11,859,000 | +6.7% | 136,734 | +4.6% | 0.19% | -3.5% |
| ADBE | Buy | ADOBE SYS INC | $11,709,000 | +16.8% | 161,817 | +6.2% | 0.19% | +5.0% |
| ITW | Buy | ILLINOIS TOOL WKS INC | $11,619,000 | +11.4% | 132,693 | +3.4% | 0.19% | +0.5% |
| JCI | Buy | JOHNSON CTLS INC | $11,593,000 | +12.4% | 232,177 | +6.5% | 0.19% | +1.1% |
| PXD | Buy | PIONEER NAT RES CO | $11,492,000 | +30.9% | 50,006 | +6.6% | 0.18% | +17.8% |
| YHOO | Buy | YAHOO INC | $11,499,000 | +4.0% | 327,323 | +6.3% | 0.18% | -6.1% |
| DE | Buy | DEERE & CO | $11,516,000 | +4.5% | 127,175 | +4.8% | 0.18% | -5.6% |
| DAL | Buy | DELTA AIR LINES INC DEL COM NEW | $11,477,000 | +18.8% | 296,419 | +6.3% | 0.18% | +7.6% |
| CBS | Buy | CBS CORP NEW CL B | $11,481,000 | +2.6% | 184,759 | +2.0% | 0.18% | -7.5% |
| TRV | Buy | TRAVELERS COMPANIES INC | $11,427,000 | +16.1% | 121,469 | +5.1% | 0.18% | +5.1% |
| CRM | Buy | SALESFORCE COM INC | $11,469,000 | +9.1% | 197,471 | +7.2% | 0.18% | -2.1% |
| BHI | Buy | BAKER HUGHES INC | $11,347,000 | +21.6% | 152,409 | +6.2% | 0.18% | +9.6% |
| GIS | Buy | GENERAL MLS INC | $11,286,000 | +6.3% | 214,814 | +4.8% | 0.18% | -4.2% |
| NSC | Buy | NORFOLK SOUTHERN CORP | $11,153,000 | +12.9% | 108,246 | +6.5% | 0.18% | +1.7% |
| SCHW | Buy | SCHWAB CHARLES CORP NEW | $11,024,000 | +5.2% | 409,368 | +6.7% | 0.18% | -5.3% |
| EXC | Buy | EXELON CORP | $10,951,000 | +16.0% | 300,193 | +6.7% | 0.18% | +4.8% |
| ALXN | Buy | ALEXION PHARMACEUTICALS INC | $10,804,000 | +9.4% | 69,146 | +6.5% | 0.17% | -1.1% |
| CSX | Buy | CSX CORP | $10,818,000 | +12.9% | 351,106 | +6.2% | 0.17% | +1.8% |
| DVN | Buy | DEVON ENERGY CORP NEW | $10,643,000 | +26.5% | 134,038 | +6.7% | 0.17% | +14.0% |
| V107SC | Buy | WELLPOINT INC | $10,521,000 | +14.0% | 97,768 | +5.5% | 0.17% | +2.4% |
| ECL | Buy | ECOLAB INC | $10,516,000 | +9.6% | 94,449 | +6.3% | 0.17% | -1.2% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIO CL A | $10,403,000 | +3.1% | 212,704 | +6.7% | 0.17% | -7.2% |
| PPG | Buy | PPG INDS INC | $10,157,000 | +15.5% | 48,333 | +6.3% | 0.16% | +3.8% |
| AET | Buy | AETNA INC NEW | $10,130,000 | +13.5% | 124,940 | +5.0% | 0.16% | +2.5% |
| STT | Buy | STATE STR CORP | $10,129,000 | +2.8% | 150,593 | +6.3% | 0.16% | -7.4% |
| RTN | Buy | RAYTHEON CO COM NEW | $10,089,000 | -1.0% | 109,369 | +6.0% | 0.16% | -11.0% |
| ADM | Buy | ARCHER DANIELS MIDLAND CO | $10,092,000 | +7.7% | 228,789 | +5.9% | 0.16% | -3.0% |
| DFS | Buy | DISCOVER FINL SVCS | $10,103,000 | +12.4% | 163,000 | +5.5% | 0.16% | +1.2% |
| GLW | Buy | CORNING INC | $10,040,000 | +5.6% | 457,418 | +0.1% | 0.16% | -5.3% |
| SE | Buy | SPECTRA ENERGY CORP | $9,960,000 | +22.6% | 234,458 | +6.6% | 0.16% | +10.3% |
| MMC | Buy | MARSH & MCLENNAN COS INC | $9,956,000 | +12.2% | 192,130 | +6.8% | 0.16% | +1.3% |
| AFL | Buy | AFLAC INC | $9,883,000 | +4.8% | 158,760 | +6.1% | 0.16% | -5.4% |
| BBT | Buy | BB&T CORP | $9,904,000 | +5.7% | 251,173 | +7.7% | 0.16% | -4.8% |
| NBL | Buy | NOBLE ENERGY INC | $9,728,000 | +15.9% | 125,588 | +6.3% | 0.16% | +4.0% |
| AMAT | Buy | APPLIED MATLS INC | $9,597,000 | +18.3% | 425,580 | +7.1% | 0.15% | +6.2% |
| APD | Buy | AIR PRODS & CHEMS INC | $9,545,000 | +15.4% | 74,208 | +6.8% | 0.15% | +4.1% |
| AEP | Buy | AMERICAN ELEC PWR INC | $9,516,000 | +17.4% | 170,624 | +6.6% | 0.15% | +5.5% |
| Buy | MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1note | $9,505,000 | +3.3% | 5,001,000 | +0.0% | 0.15% | -6.7% | |
| MRO | Buy | MARATHON OIL CORP | $9,435,000 | +16.1% | 236,344 | +3.3% | 0.15% | +4.8% |
| VLO | Buy | VALERO ENERGY CORP NEW | $9,346,000 | +0.7% | 186,545 | +6.8% | 0.15% | -9.1% |
| AON | Buy | AON PLC SHS CL A | $9,338,000 | +12.1% | 103,649 | +4.9% | 0.15% | +0.7% |
| CMI | Buy | CUMMINS INC | $9,224,000 | +8.7% | 59,783 | +4.9% | 0.15% | -2.0% |
| NFLX | Buy | NETFLIX INC | $9,234,000 | +33.7% | 20,957 | +6.8% | 0.15% | +20.3% |
| HES | Buy | HESS CORP | $9,124,000 | +22.8% | 92,266 | +2.9% | 0.15% | +10.5% |
| NOC | Buy | NORTHROP GRUMMAN CORP | $8,955,000 | +2.1% | 74,857 | +5.2% | 0.14% | -8.3% |
| ALL | Buy | ALLSTATE CORP | $8,909,000 | +7.3% | 151,715 | +3.4% | 0.14% | -3.4% |
| TEL | Buy | TE CONNECTIVITY LTD REG SHS | $8,836,000 | +9.0% | 142,883 | +6.1% | 0.14% | -2.1% |
| KR | Buy | KROGER CO | $8,805,000 | +19.0% | 178,130 | +5.1% | 0.14% | +7.6% |
| PSA | Buy | PUBLIC STORAGE | $8,682,000 | +8.6% | 50,666 | +6.8% | 0.14% | -2.1% |
| SYK | Buy | STRYKER CORP | $8,716,000 | +10.6% | 103,369 | +6.9% | 0.14% | -0.7% |
| CI | Buy | CIGNA CORPORATION | $8,637,000 | +14.9% | 93,915 | +4.6% | 0.14% | +3.7% |
| CCI | Buy | CROWN CASTLE INTL CORP | $8,665,000 | +7.1% | 116,688 | +6.4% | 0.14% | -3.5% |
| CME | Buy | CME GROUP INC | $8,476,000 | +2.0% | 119,094 | +6.0% | 0.14% | -8.1% |
| KMI | Buy | KINDER MORGAN INC DEL | $8,469,000 | +18.6% | 233,568 | +6.2% | 0.14% | +7.1% |
| SRE | Buy | SEMPRA ENERGY | $8,345,000 | +15.6% | 79,701 | +6.9% | 0.13% | +3.9% |
| SNDK | Buy | SANDISK CORP | $8,258,000 | +37.5% | 79,079 | +6.9% | 0.13% | +24.3% |
| CAH | Buy | CARDINAL HEALTH INC | $8,154,000 | +3.6% | 118,928 | +5.7% | 0.13% | -6.4% |
| BEN | Buy | FRANKLIN RES INC | $8,123,000 | +13.2% | 140,434 | +6.0% | 0.13% | +2.3% |
| INTU | Buy | INTUIT | $7,992,000 | +10.6% | 99,241 | +6.7% | 0.13% | 0.0% |
| BDX | Buy | BECTON DICKINSON & CO | $7,990,000 | +7.7% | 67,540 | +6.6% | 0.13% | -3.0% |
| AMP | Buy | AMERIPRISE FINL INC | $7,965,000 | +15.5% | 66,378 | +6.0% | 0.13% | +4.1% |
| MPC | Buy | MARATHON PETE CORP | $7,877,000 | -6.4% | 100,900 | +4.4% | 0.13% | -15.3% |
| MHFI | Buy | MCGRAW HILL FINL INC | $7,901,000 | +16.4% | 95,156 | +7.0% | 0.13% | +5.0% |
| REGN | Buy | REGENERON PHARMACEUTICALS | $7,870,000 | +1.4% | 27,860 | +7.8% | 0.13% | -8.0% |
| CB | Buy | CHUBB CORP | $7,878,000 | +9.5% | 85,468 | +6.0% | 0.13% | -0.8% |
| VRTX | Buy | VERTEX PHARMACEUTICALS INC | $7,818,000 | +42.9% | 82,569 | +6.7% | 0.13% | +28.6% |
| PPL | Buy | PPL CORP | $7,847,000 | +14.4% | 220,846 | +6.7% | 0.13% | +3.3% |
| PCAR | Buy | PACCAR INC | $7,791,000 | -0.6% | 123,995 | +6.6% | 0.12% | -10.7% |
| PCG | Buy | PG&E CORP | $7,802,000 | +20.3% | 162,470 | +8.2% | 0.12% | +7.8% |
| TROW | Buy | PRICE T ROWE GROUP INC | $7,753,000 | +9.5% | 91,847 | +6.8% | 0.12% | -0.8% |
| LO | Buy | LORILLARD INC | $7,727,000 | +20.2% | 126,737 | +6.6% | 0.12% | +7.8% |
| IP | Buy | INTL PAPER CO | $7,643,000 | +15.7% | 151,434 | +5.2% | 0.12% | +4.2% |
| SYY | Buy | SYSCO CORP | $7,653,000 | +10.3% | 204,354 | +6.5% | 0.12% | -0.8% |
| ICE | Buy | INTERCONTINENTAL EXCHANGE IN | $7,600,000 | +1.8% | 40,235 | +6.7% | 0.12% | -8.3% |
| VFC | Buy | V F CORP | $7,582,000 | +6.0% | 120,345 | +4.1% | 0.12% | -4.7% |
| STI | Buy | SUNTRUST BKS INC | $7,462,000 | +6.9% | 186,272 | +6.2% | 0.12% | -4.0% |
| EQR | Buy | EQUITY RESIDENTIAL SH BEN INT | $7,397,000 | +15.8% | 117,413 | +6.5% | 0.12% | +4.4% |
| TYC | Buy | TYCO INTERNATIONAL LTD | $7,353,000 | +14.8% | 161,253 | +6.8% | 0.12% | +3.5% |
| M | Buy | MACYS INC | $7,311,000 | +2.0% | 126,000 | +4.2% | 0.12% | -7.8% |
| LUMN | Buy | CENTURYLINK INC | $7,248,000 | +16.4% | 200,221 | +5.6% | 0.12% | +5.4% |
| BRCM | Buy | BROADCOM CORP CL A | $7,212,000 | +26.5% | 194,279 | +7.3% | 0.12% | +13.7% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GROUP | $7,214,000 | +13.9% | 176,863 | +6.5% | 0.12% | +2.7% |
| PLD | Buy | PROLOGIS INC | $7,178,000 | +7.2% | 174,681 | +6.5% | 0.12% | -3.4% |
| Buy | TELEFLEX INC NOTE 3.875% 8/0note | $7,116,000 | +704.1% | 4,080,000 | +716.0% | 0.11% | +612.5% | |
| STJ | Buy | ST JUDE MED INC | $6,881,000 | +13.0% | 99,360 | +6.7% | 0.11% | +1.8% |
| HUM | Buy | HUMANA INC | $6,911,000 | +21.3% | 54,109 | +7.0% | 0.11% | +8.8% |
| PRGO | Buy | PERRIGO CO PLC | $6,818,000 | +0.4% | 46,774 | +6.6% | 0.11% | -9.1% |
| WM | Buy | WASTE MGMT INC DEL | $6,765,000 | +13.4% | 151,239 | +6.6% | 0.11% | +2.8% |
| WDC | Buy | WESTERN DIGITAL CORP | $6,750,000 | +6.5% | 73,136 | +6.0% | 0.11% | -3.5% |
| WY | Buy | WEYERHAEUSER CO | $6,770,000 | +20.2% | 204,597 | +6.7% | 0.11% | +9.0% |
| MYL | Buy | MYLAN INC | $6,736,000 | +13.0% | 130,649 | +7.0% | 0.11% | +1.9% |
| HCN | Buy | HEALTH CARE REIT INC | $6,692,000 | +18.0% | 106,782 | +12.2% | 0.11% | +6.9% |
| A | Buy | AGILENT TECHNOLOGIES INC | $6,692,000 | +9.4% | 116,502 | +6.5% | 0.11% | -0.9% |
| 3106PS | Buy | DELPHI AUTOMOTIVE PLC | $6,640,000 | +6.9% | 96,601 | +5.6% | 0.11% | -3.6% |
| HCP | Buy | HCP INC | $6,628,000 | +13.9% | 160,177 | +6.8% | 0.11% | +2.9% |
| VTR | Buy | VENTAS INC | $6,596,000 | +12.8% | 102,894 | +6.5% | 0.11% | +1.9% |
| MJN | Buy | MEAD JOHNSON NUTRITION CO | $6,583,000 | +19.6% | 70,651 | +6.8% | 0.11% | +8.2% |
| EIX | Buy | EDISON INTL | $6,619,000 | +9.4% | 113,897 | +6.5% | 0.11% | -1.9% |
| RAI | Buy | REYNOLDS AMERICAN INC | $6,565,000 | +20.3% | 108,774 | +6.4% | 0.11% | +9.3% |
| PH | Buy | PARKER HANNIFIN CORP | $6,546,000 | +11.7% | 52,065 | +6.4% | 0.10% | +1.0% |
| EL | Buy | LAUDER ESTEE COS INC CL A | $6,559,000 | +16.9% | 88,321 | +5.3% | 0.10% | +5.0% |
| VNO | Buy | VORNADO RLTY TR SH BEN INT | $6,503,000 | +15.4% | 60,930 | +6.6% | 0.10% | +5.0% |
| STX | Buy | SEAGATE TECHNOLOGY PLC | $6,487,000 | +7.1% | 114,159 | +5.8% | 0.10% | -3.7% |
| CMG | Buy | CHIPOTLE MEXICAN GRILL INC | $6,438,000 | +11.3% | 10,866 | +6.7% | 0.10% | +1.0% |
| LUV | Buy | SOUTHWEST AIRLS CO | $6,496,000 | +19.4% | 241,855 | +5.0% | 0.10% | +7.2% |
| Sell | CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0note | $6,380,000 | -58.4% | 2,754,000 | -63.0% | 0.10% | -62.4% | |
| OMC | Buy | OMNICOM GROUP INC | $6,434,000 | +4.6% | 90,346 | +6.6% | 0.10% | -6.4% |
| FITB | Buy | FIFTH THIRD BANCORP | $6,348,000 | -1.0% | 297,323 | +6.4% | 0.10% | -10.5% |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $6,342,000 | – | 87,995 | +100.0% | 0.10% | – |
| BXP | Buy | BOSTON PROPERTIES INC | $6,323,000 | +9.9% | 53,500 | +6.6% | 0.10% | -1.0% |
| AZO | Buy | AUTOZONE INC | $6,228,000 | +4.8% | 11,615 | +5.0% | 0.10% | -5.7% |
| SHW | Buy | SHERWIN WILLIAMS CO | $6,127,000 | +11.1% | 29,611 | +5.8% | 0.10% | +1.0% |
| ZBH | Buy | ZIMMER HLDGS INC | $6,093,000 | +15.9% | 58,666 | +5.6% | 0.10% | +4.3% |
| DG | Buy | DOLLAR GEN CORP NEW | $6,082,000 | +13.4% | 106,029 | +9.7% | 0.10% | +2.1% |
| AA | Buy | ALCOA INC | $6,102,000 | +34.1% | 409,808 | +15.9% | 0.10% | +21.0% |
| AVB | Buy | AVALONBAY CMNTYS INC | $6,056,000 | +15.5% | 42,590 | +6.7% | 0.10% | +4.3% |
| ROK | Buy | ROCKWELL AUTOMATION INC | $6,057,000 | +6.8% | 48,398 | +6.3% | 0.10% | -4.0% |
| BSX | Buy | BOSTON SCIENTIFIC CORP | $5,905,000 | +0.5% | 462,382 | +6.4% | 0.10% | -9.5% |
| WYNN | Buy | WYNN RESORTS LTD | $5,878,000 | -0.4% | 28,318 | +6.6% | 0.10% | -9.5% |
| ADI | Buy | ANALOG DEVICES INC | $5,938,000 | +9.0% | 109,819 | +7.1% | 0.10% | -2.1% |
| ED | Buy | CONSOLIDATED EDISON INC | $5,912,000 | +14.6% | 102,390 | +6.5% | 0.10% | +3.3% |
| HST | Buy | HOST HOTELS & RESORTS INC | $5,824,000 | +15.9% | 264,611 | +6.6% | 0.09% | +4.4% |
| K | Buy | KELLOGG CO | $5,855,000 | +10.8% | 89,116 | +5.7% | 0.09% | 0.0% |
| MCO | Buy | MOODYS CORP | $5,763,000 | +17.7% | 65,741 | +6.5% | 0.09% | +6.9% |
| CCL | Buy | CARNIVAL CORP PAIRED CTF | $5,772,000 | +6.0% | 153,305 | +6.6% | 0.09% | -4.1% |
| New | MICRON TECHNOLOGY INC NOTE 2.125% 2/1note | $5,779,000 | – | 1,910,000 | +100.0% | 0.09% | – | |
| ABC | Buy | AMERISOURCEBERGEN CORP | $5,736,000 | +16.3% | 78,949 | +5.0% | 0.09% | +4.5% |
| IVZ | Buy | INVESCO LTD | $5,710,000 | +8.6% | 151,256 | +6.4% | 0.09% | -2.1% |
| MTB | Buy | M & T BK CORP | $5,702,000 | +9.3% | 45,966 | +6.9% | 0.09% | -1.1% |
| HIG | Buy | HARTFORD FINL SVCS GROUP INC | $5,629,000 | +9.0% | 157,204 | +7.3% | 0.09% | -1.1% |
| XEL | Buy | XCEL ENERGY INC | $5,656,000 | +13.9% | 175,479 | +7.3% | 0.09% | +2.2% |
| ZTS | Buy | ZOETIS INCCL A | $5,652,000 | +19.0% | 175,147 | +6.7% | 0.09% | +7.1% |
| EQT | Buy | EQT CORP | $5,671,000 | +18.1% | 53,049 | +7.1% | 0.09% | +5.8% |
| DISCA | Buy | DISCOVERY COMMUNICATNS NEW COM SER A | $5,662,000 | -6.2% | 76,225 | +4.4% | 0.09% | -15.7% |
| KORS | Buy | MICHAEL KORS HLDGS LTD | $5,571,000 | +1.5% | 62,846 | +6.7% | 0.09% | -8.2% |
| ORLY | Buy | O REILLY AUTOMOTIVE INC NEW | $5,585,000 | +7.8% | 37,083 | +6.2% | 0.09% | -2.2% |
| MOS | Buy | MOSAIC CO NEW | $5,592,000 | +0.5% | 113,083 | +1.6% | 0.09% | -9.1% |
| SWN | Buy | SOUTHWESTERN ENERGY CO | $5,615,000 | +5.4% | 123,427 | +6.6% | 0.09% | -5.3% |
| GMCR | Buy | KEURIG GREEN MTN INC | $5,529,000 | +23.6% | 44,374 | +4.7% | 0.09% | +11.2% |
| SYMC | Buy | SYMANTEC CORP | $5,537,000 | +22.2% | 241,803 | +6.5% | 0.09% | +9.9% |
| ISRG | Buy | INTUITIVE SURGICAL INC COM NEW | $5,528,000 | +0.8% | 13,425 | +7.2% | 0.09% | -9.2% |
| FIS | Buy | FIDELITY NATL INFORMATION SV | $5,507,000 | +8.0% | 100,608 | +5.5% | 0.09% | -2.2% |
| IR | Buy | INGERSOLL-RAND PLC | $5,485,000 | +12.9% | 87,748 | +3.4% | 0.09% | +1.1% |
| NUE | Buy | NUCOR CORP | $5,483,000 | +3.8% | 111,329 | +6.6% | 0.09% | -6.4% |
| HOT | Buy | STARWOOD HOTELS&RESORTS WRLD | $5,424,000 | +8.2% | 67,118 | +6.6% | 0.09% | -2.2% |
| GWW | Buy | GRAINGER W W INC | $5,414,000 | +6.6% | 21,291 | +6.0% | 0.09% | -4.4% |
| Buy | SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1note | $5,371,000 | +539.4% | 2,750,000 | +450.0% | 0.09% | +473.3% | |
| RIG | Buy | TRANSOCEAN LTD REG SHS | $5,356,000 | +16.3% | 118,951 | +6.8% | 0.09% | +4.9% |
| CERN | Buy | CERNER CORP | $5,325,000 | -2.5% | 103,231 | +6.3% | 0.09% | -11.3% |
| HOG | Buy | HARLEY DAVIDSON INC | $5,332,000 | +10.9% | 76,337 | +5.7% | 0.09% | 0.0% |
| ADS | Buy | ALLIANCE DATA SYSTEMS CORP | $5,330,000 | +12.1% | 18,950 | +8.6% | 0.09% | +1.2% |
| BFB | Buy | BROWN FORMAN CORP CL B | $5,336,000 | +11.8% | 56,666 | +6.5% | 0.09% | +1.2% |
| MSI | Buy | MOTOROLA SOLUTIONS INC COM NEW | $5,265,000 | +10.4% | 79,091 | +6.7% | 0.08% | 0.0% |
| FISV | Buy | FISERV INC | $5,255,000 | +11.0% | 87,125 | +4.3% | 0.08% | +1.2% |
| APH | Buy | AMPHENOL CORP NEW CL A | $5,292,000 | +11.2% | 54,932 | +5.8% | 0.08% | 0.0% |
| DOV | Buy | DOVER CORP | $5,293,000 | +16.0% | 58,201 | +4.3% | 0.08% | +4.9% |
| CHK | Buy | CHESAPEAKE ENERGY CORP | $5,203,000 | +22.2% | 177,000 | +6.5% | 0.08% | +10.5% |
| NU | Buy | NORTHEAST UTILS | $5,222,000 | +10.9% | 110,462 | +6.7% | 0.08% | 0.0% |
| STZ | Buy | CONSTELLATION BRANDS INC CL A | $5,200,000 | +11.5% | 59,001 | +7.5% | 0.08% | +1.2% |
| BWA | Buy | BORGWARNER INC | $5,210,000 | +13.3% | 79,922 | +6.8% | 0.08% | +2.4% |
| ETR | Buy | ENTERGY CORP NEW | $5,148,000 | +31.4% | 62,708 | +7.0% | 0.08% | +18.6% |
| RF | Buy | REGIONS FINL CORP NEW | $5,120,000 | -1.1% | 482,074 | +3.5% | 0.08% | -10.9% |
| NLSN | Buy | NIELSEN N V | $5,130,000 | +23.3% | 105,968 | +13.6% | 0.08% | +10.8% |
| STARWOOD PPTY TR INC NOTE 4.000% 1/1note | $5,122,000 | +0.7% | 4,500,000 | 0.0% | 0.08% | -9.9% | ||
| FE | Buy | FIRSTENERGY CORP | $5,097,000 | +9.0% | 146,792 | +6.8% | 0.08% | -1.2% |
| ROP | Buy | ROPER INDS INC NEW | $5,093,000 | +16.8% | 34,884 | +6.8% | 0.08% | +5.1% |
| RRC | Buy | RANGE RES CORP | $5,126,000 | +15.0% | 58,959 | +9.8% | 0.08% | +3.8% |
| Buy | SEACOR HOLDINGS INC NOTE 2.500%12/1note | $5,125,000 | +116.8% | 4,500,000 | +125.0% | 0.08% | +95.2% | |
| HSY | Buy | HERSHEY CO | $5,079,000 | -1.1% | 52,160 | +6.0% | 0.08% | -10.9% |
| LB | Buy | L BRANDS INC | $5,029,000 | +10.7% | 85,728 | +7.1% | 0.08% | 0.0% |
| FTI | Buy | FMC TECHNOLOGIES INC | $5,021,000 | +24.0% | 82,216 | +6.2% | 0.08% | +12.5% |
| OKE | Buy | ONEOK INC NEW | $4,947,000 | +22.4% | 72,667 | +6.6% | 0.08% | +11.1% |
| WFM | Buy | WHOLE FOODS MKT INC | $4,964,000 | -19.8% | 128,496 | +5.3% | 0.08% | -27.3% |
| NTRS | Buy | NORTHERN TR CORP | $4,990,000 | +4.0% | 77,709 | +6.2% | 0.08% | -7.0% |
| COG | Buy | CABOT OIL & GAS CORP | $4,980,000 | +6.1% | 145,877 | +5.3% | 0.08% | -4.8% |
| PNR | New | PENTAIR PLC | $4,909,000 | – | 68,064 | +100.0% | 0.08% | – |
| ROST | Buy | ROSS STORES INC | $4,911,000 | -2.7% | 74,256 | +5.3% | 0.08% | -12.2% |
| MAR | Buy | MARRIOTT INTL INC NEW CL A | $4,920,000 | +21.0% | 76,759 | +5.8% | 0.08% | +8.2% |
| PGR | Buy | PROGRESSIVE CORP OHIO | $4,828,000 | +10.9% | 190,397 | +5.9% | 0.08% | 0.0% |
| CAM | Buy | CAMERON INTERNATIONAL CORP | $4,833,000 | +10.0% | 71,380 | +0.3% | 0.08% | 0.0% |
| PFG | Buy | PRINCIPAL FINL GROUP INC | $4,829,000 | +16.4% | 95,657 | +6.1% | 0.08% | +5.4% |
| DTE | Buy | DTE ENERGY CO | $4,819,000 | +11.6% | 61,882 | +6.5% | 0.08% | 0.0% |
| SWK | Buy | STANLEY BLACK & DECKER INC | $4,791,000 | +15.5% | 54,556 | +6.8% | 0.08% | +4.1% |
| GPC | Buy | GENUINE PARTS CO | $4,715,000 | +7.6% | 53,697 | +6.4% | 0.08% | -2.6% |
| FAST | Buy | FASTENAL CO | $4,724,000 | +6.9% | 95,447 | +6.5% | 0.08% | -3.8% |
| XRX | Buy | XEROX CORP | $4,751,000 | +15.0% | 381,880 | +4.5% | 0.08% | +2.7% |
| PAYX | Buy | PAYCHEX INC | $4,703,000 | +3.8% | 113,169 | +6.4% | 0.08% | -6.2% |
| L | Buy | LOEWS CORP | $4,698,000 | +6.2% | 106,739 | +6.3% | 0.08% | -3.8% |
| LNC | Buy | LINCOLN NATL CORP IND | $4,743,000 | +8.2% | 92,200 | +6.5% | 0.08% | -2.6% |
| Buy | ANNALY CAP MGMT INC NOTE 5.000% 5/1note | $4,635,000 | +11.4% | 4,578,000 | +11.5% | 0.08% | +1.4% | |
| MAT | Buy | MATTEL INC | $4,622,000 | +3.2% | 118,596 | +6.2% | 0.07% | -7.5% |
| EMN | Buy | EASTMAN CHEM CO | $4,588,000 | +6.4% | 52,522 | +5.0% | 0.07% | -3.9% |
| ESV | Buy | ENSCO PLC SHS CLASS A | $4,540,000 | +12.2% | 81,701 | +6.6% | 0.07% | +1.4% |
| DVA | Buy | DAVITA HEALTHCARE PARTNERS I | $4,495,000 | +12.4% | 62,151 | +7.0% | 0.07% | +1.4% |
| AME | Buy | AMETEK INC NEW | $4,483,000 | +8.3% | 85,753 | +6.6% | 0.07% | -2.7% |
| ADSK | Buy | AUTODESK INC | $4,491,000 | +22.5% | 79,658 | +6.8% | 0.07% | +10.8% |
| HP | Buy | HELMERICH & PAYNE INC | $4,390,000 | +15.6% | 37,805 | +7.1% | 0.07% | +4.4% |
| NEM | Buy | NEWMONT MINING CORP | $4,434,000 | +15.8% | 174,276 | +6.7% | 0.07% | +4.4% |
| NRG | Buy | NRG ENERGY INC COM NEW | $4,386,000 | +29.2% | 117,893 | +10.5% | 0.07% | +16.4% |
| KEY | Buy | KEYCORP NEW | $4,425,000 | +6.5% | 308,785 | +5.8% | 0.07% | -4.1% |
| XLNX | Buy | XILINX INC | $4,445,000 | -6.5% | 93,965 | +7.3% | 0.07% | -16.5% |
| CF | Buy | CF INDS HLDGS INC | $4,379,000 | -7.7% | 18,204 | +0.0% | 0.07% | -17.6% |
| NI | Buy | NISOURCE INC | $4,330,000 | +18.3% | 110,075 | +6.8% | 0.07% | +7.7% |
| XEC | New | CIMAREX ENERGY CO | $4,365,000 | – | 30,425 | +100.0% | 0.07% | – |
| CAG | Buy | CONAGRA FOODS INC | $4,370,000 | +2.1% | 147,227 | +6.7% | 0.07% | -7.9% |
| GGP | Buy | GENERAL GROWTH PPTYS INC NEW | $4,294,000 | +14.1% | 182,272 | +6.5% | 0.07% | +3.0% |
| FLR | Buy | FLUOR CORP NEW | $4,278,000 | +4.6% | 55,633 | +5.7% | 0.07% | -5.5% |
| NTAP | Buy | NETAPP INC | $4,229,000 | +5.4% | 115,807 | +6.5% | 0.07% | -5.6% |
| KLAC | Buy | KLA-TENCOR CORP | $4,211,000 | +11.4% | 57,970 | +6.0% | 0.07% | +1.5% |
| TRIP | Buy | TRIPADVISOR INC | $4,227,000 | +28.2% | 38,898 | +6.8% | 0.07% | +15.3% |
| SIAL | Buy | SIGMA ALDRICH CORP | $4,216,000 | +15.2% | 41,545 | +6.0% | 0.07% | +4.6% |
| KSU | Buy | KANSAS CITY SOUTHERN COM NEW | $4,146,000 | +12.3% | 38,567 | +6.6% | 0.07% | +1.5% |
| CLX | Buy | CLOROX CO DEL | $4,109,000 | +9.5% | 44,952 | +5.4% | 0.07% | -1.5% |
| TAP | Buy | MOLSON COORS BREWING CO CL B | $4,119,000 | +34.7% | 55,546 | +6.9% | 0.07% | +20.0% |
| BBBY | Buy | BED BATH & BEYOND INC | $4,092,000 | -14.9% | 71,320 | +2.1% | 0.07% | -23.3% |
| TESLA MTRS INC NOTE 1.500% 6/0note | $4,021,000 | +12.7% | 2,000,000 | 0.0% | 0.06% | +1.6% | ||
| JNPR | Buy | JUNIPER NETWORKS INC | $4,064,000 | -4.1% | 165,618 | +0.7% | 0.06% | -14.5% |
| ESS | New | ESSEX PPTY TR INC | $4,041,000 | – | 21,854 | +100.0% | 0.06% | – |
| DPS | Buy | DR PEPPER SNAPPLE GROUP INC | $4,022,000 | +14.1% | 68,650 | +6.0% | 0.06% | +3.2% |
| AMG | New | AFFILIATED MANAGERS GROUP | $3,969,000 | – | 19,325 | +100.0% | 0.06% | – |
| KMX | Buy | CARMAX INC | $4,008,000 | +16.9% | 77,061 | +5.2% | 0.06% | +4.9% |
| LLTC | Buy | LINEAR TECHNOLOGY CORP | $3,892,000 | +3.2% | 82,695 | +6.8% | 0.06% | -6.0% |
| DLTR | Buy | DOLLAR TREE INC | $3,937,000 | +10.5% | 72,299 | +5.9% | 0.06% | -1.6% |
| EA | Buy | ELECTRONIC ARTS INC | $3,944,000 | +33.8% | 109,957 | +8.2% | 0.06% | +18.9% |
| CCE | Buy | COCA COLA ENTERPRISES INC NE | $3,906,000 | +4.9% | 81,742 | +4.8% | 0.06% | -4.5% |
| MUR | Buy | MURPHY OIL CORP | $3,920,000 | +10.4% | 58,967 | +4.4% | 0.06% | 0.0% |
| TIF | Buy | TIFFANY & CO NEW | $3,889,000 | +24.9% | 38,796 | +7.4% | 0.06% | +12.5% |
| SJM | Buy | SMUCKER J M CO COM NEW | $3,863,000 | +16.7% | 36,248 | +6.5% | 0.06% | +5.1% |
| New | INTEL CORP SDCV 3.250% 8/0note | $3,832,000 | – | 2,500,000 | +100.0% | 0.06% | – | |
| LRCX | Buy | LAM RESEARCH CORP | $3,830,000 | +30.7% | 56,677 | +6.4% | 0.06% | +19.2% |
| CNP | Buy | CENTERPOINT ENERGY INC | $3,837,000 | +15.1% | 150,232 | +6.8% | 0.06% | +5.1% |
| BCR | Buy | BARD C R INC | $3,812,000 | +1.2% | 26,658 | +4.7% | 0.06% | -9.0% |
| New | WELLPOINT INC NOTE 2.750%10/1note | $3,818,000 | – | 2,500,000 | +100.0% | 0.06% | – | |
| WHR | Buy | WHIRLPOOL CORP | $3,784,000 | -0.4% | 27,177 | +6.9% | 0.06% | -10.3% |
| GPS | Buy | GAP INC DEL | $3,779,000 | +8.5% | 90,900 | +4.6% | 0.06% | -1.6% |
| ALTR | Buy | ALTERA CORP | $3,806,000 | +0.8% | 109,508 | +5.1% | 0.06% | -9.0% |
| AKAM | Buy | AKAMAI TECHNOLOGIES INC | $3,800,000 | +11.4% | 62,226 | +6.2% | 0.06% | 0.0% |
| CNX | Buy | CONSOL ENERGY INC | $3,703,000 | +23.3% | 80,371 | +6.9% | 0.06% | +11.1% |
| TXT | Buy | TEXTRON INC | $3,736,000 | +2.6% | 97,581 | +5.3% | 0.06% | -7.7% |
| New | OMNICARE INC DBCV 3.250%12/1note | $3,711,000 | – | 3,500,000 | +100.0% | 0.06% | – | |
| COL | Buy | ROCKWELL COLLINS INC | $3,701,000 | +4.7% | 47,368 | +6.8% | 0.06% | -4.8% |
| WEC | Buy | WISCONSIN ENERGY CORP | $3,699,000 | +7.2% | 78,837 | +6.3% | 0.06% | -4.8% |
| LLL | Buy | L-3 COMMUNICATIONS HLDGS INC | $3,640,000 | +9.3% | 30,145 | +7.0% | 0.06% | 0.0% |
| RHT | Buy | RED HAT INC | $3,658,000 | +11.0% | 66,191 | +6.4% | 0.06% | 0.0% |
| CTXS | Sell | CITRIX SYS INC | $3,583,000 | +3.5% | 57,283 | -5.0% | 0.06% | -6.5% |
| NVDA | Buy | NVIDIA CORP | $3,616,000 | +11.0% | 195,054 | +7.2% | 0.06% | 0.0% |
| TSN | Buy | TYSON FOODS INC CL A | $3,612,000 | -7.0% | 96,222 | +9.1% | 0.06% | -15.9% |
| AES | Buy | AES CORP | $3,588,000 | +16.2% | 230,742 | +6.7% | 0.06% | +5.5% |
| KSS | Buy | KOHLS CORP | $3,589,000 | -4.3% | 68,123 | +3.1% | 0.06% | -13.4% |
| RSG | Buy | REPUBLIC SVCS INC | $3,548,000 | +17.0% | 93,431 | +5.3% | 0.06% | +5.6% |
| FLS | Buy | FLOWSERVE CORP | $3,569,000 | +0.9% | 48,009 | +6.3% | 0.06% | -9.5% |
| SRCL | Buy | STERICYCLE INC | $3,506,000 | +10.4% | 29,606 | +5.9% | 0.06% | -1.8% |
| AEE | Buy | AMEREN CORP | $3,467,000 | +5.7% | 84,820 | +6.5% | 0.06% | -5.1% |
| MCHP | Buy | MICROCHIP TECHNOLOGY INC | $3,418,000 | +9.5% | 70,018 | +7.1% | 0.06% | -1.8% |
| WYND | Buy | WYNDHAM WORLDWIDE CORP | $3,370,000 | +9.5% | 44,504 | +5.8% | 0.05% | -1.8% |
| PVH | Buy | PVH CORP | $3,354,000 | +0.4% | 28,762 | +7.4% | 0.05% | -10.0% |
| UAA | New | UNDER ARMOUR INC CL A | $3,368,000 | – | 56,620 | +100.0% | 0.05% | – |
| MNST | Buy | MONSTER BEVERAGE CORP | $3,360,000 | +9.1% | 47,310 | +6.7% | 0.05% | -1.8% |
| JWN | Buy | NORDSTROM INC | $3,338,000 | +13.8% | 49,143 | +4.7% | 0.05% | +3.8% |
| MKC | Buy | MCCORMICK & CO INC COM NON VTG | $3,266,000 | +5.8% | 45,621 | +6.0% | 0.05% | -3.6% |
| PLL | Buy | PALL CORP | $3,274,000 | +1.6% | 38,342 | +6.4% | 0.05% | -7.0% |
| WU | Buy | WESTERN UN CO | $3,267,000 | +11.0% | 188,397 | +4.8% | 0.05% | +1.9% |
| RL | Buy | RALPH LAUREN CORP CL A | $3,290,000 | +5.3% | 20,472 | +5.5% | 0.05% | -5.4% |
| COH | Buy | COACH INC | $3,277,000 | -27.6% | 95,845 | +5.2% | 0.05% | -34.6% |
| KIM | Buy | KIMCO RLTY CORP | $3,298,000 | +12.1% | 143,536 | +6.7% | 0.05% | +1.9% |
| CHRW | Buy | C H ROBINSON WORLDWIDE INC COM NEW | $3,310,000 | +29.7% | 51,888 | +6.5% | 0.05% | +15.2% |
| MAC | Buy | MACERICH CO | $3,283,000 | +14.2% | 49,184 | +6.6% | 0.05% | +3.9% |
| FMC | Buy | F M C CORP COM NEW | $3,314,000 | -0.7% | 46,551 | +6.7% | 0.05% | -11.7% |
| CFN | Buy | CAREFUSION CORP | $3,214,000 | +16.9% | 72,472 | +6.0% | 0.05% | +6.1% |
| HRB | Buy | BLOCK H & R INC | $3,213,000 | +18.3% | 95,861 | +6.5% | 0.05% | +8.3% |
| CA | Buy | CA INC | $3,204,000 | -2.2% | 111,487 | +5.4% | 0.05% | -10.3% |
| EW | Buy | EDWARDS LIFESCIENCES CORP | $3,166,000 | +21.3% | 36,879 | +4.8% | 0.05% | +8.5% |
| CSC | Buy | COMPUTER SCIENCES CORP | $3,201,000 | +10.1% | 50,644 | +5.9% | 0.05% | -1.9% |
| CMA | Buy | COMERICA INC | $3,186,000 | +2.9% | 63,510 | +6.3% | 0.05% | -7.3% |
| Sell | RYLAND GROUP INC NOTE 1.625% 5/1note | $3,115,000 | -26.9% | 2,250,000 | -25.0% | 0.05% | -34.2% | |
| CBRE | Buy | CBRE GROUP INC CL A | $3,124,000 | +24.5% | 97,500 | +6.5% | 0.05% | +11.1% |
| WAT | Buy | WATERS CORP | $3,096,000 | +2.2% | 29,640 | +6.0% | 0.05% | -7.4% |
| NWSA | Buy | NEWS CORP NEW CL A | $3,123,000 | +11.0% | 174,077 | +6.5% | 0.05% | 0.0% |
| EFX | Buy | EQUIFAX INC | $3,094,000 | +13.5% | 42,659 | +6.5% | 0.05% | +2.0% |
| XL | Buy | XL GROUP PLC | $3,106,000 | +9.7% | 94,911 | +4.8% | 0.05% | 0.0% |
| UNM | Buy | UNUM GROUP | $3,128,000 | +4.1% | 89,986 | +5.7% | 0.05% | -7.4% |
| New | TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0note | $3,032,000 | – | 2,500,000 | +100.0% | 0.05% | – | |
| Buy | COLONY FINL INC NOTE 3.875% 1/1note | $3,062,000 | +200.5% | 3,000,000 | +200.0% | 0.05% | +172.2% | |
| BLL | Buy | BALL CORP | $3,055,000 | +20.8% | 48,736 | +5.7% | 0.05% | +8.9% |
| LH | Buy | LABORATORY CORP AMER HLDGS COM NEW | $3,036,000 | +10.4% | 29,644 | +5.9% | 0.05% | 0.0% |
| VAR | Buy | VARIAN MED SYS INC | $3,021,000 | +5.9% | 36,340 | +6.9% | 0.05% | -3.9% |
| EXPD | Buy | EXPEDITORS INTL WASH INC | $3,047,000 | +15.6% | 68,998 | +3.8% | 0.05% | +4.3% |
| SNI | Buy | SCRIPPS NETWORKS INTERACT IN CL A COM | $3,040,000 | +11.2% | 37,472 | +4.1% | 0.05% | 0.0% |
| GNW | Buy | GENWORTH FINL INC COM CL A | $3,019,000 | +4.8% | 173,490 | +6.7% | 0.05% | -3.9% |
| BBY | Buy | BEST BUY INC | $2,987,000 | +26.1% | 96,329 | +7.4% | 0.05% | +14.3% |
| HSP | Buy | HOSPIRA INC | $3,002,000 | +27.0% | 58,430 | +7.0% | 0.05% | +14.3% |
| NWL | Buy | NEWELL RUBBERMAID INC | $2,998,000 | +9.5% | 96,729 | +5.7% | 0.05% | -2.0% |
| DGX | Buy | QUEST DIAGNOSTICS INC | $2,964,000 | +8.1% | 50,509 | +6.7% | 0.05% | -2.0% |
| New | SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1note | $2,982,000 | – | 3,000,000 | +100.0% | 0.05% | – | |
| MHK | Buy | MOHAWK INDS INC | $2,959,000 | +8.6% | 21,386 | +6.7% | 0.05% | -2.0% |
| NEBLQ | Buy | NOBLE CORP PLC SHS USD | $2,983,000 | +9.3% | 88,875 | +6.6% | 0.05% | -2.0% |
| IFF | Buy | INTERNATIONAL FLAVORS&FRAGRA | $2,963,000 | +16.1% | 28,417 | +6.6% | 0.05% | +4.3% |
| VMC | Buy | VULCAN MATLS CO | $2,915,000 | +2.4% | 45,726 | +6.7% | 0.05% | -7.8% |
| CMS | Buy | CMS ENERGY CORP | $2,935,000 | +14.5% | 94,208 | +7.6% | 0.05% | +2.2% |
| FFIV | Buy | F5 NETWORKS INC | $2,950,000 | +11.7% | 26,472 | +6.9% | 0.05% | 0.0% |
| LUK | Buy | LEUCADIA NATL CORP | $2,905,000 | +1.0% | 110,805 | +7.8% | 0.05% | -7.8% |
| New | MOLINA HEALTHCARE INC NOTE 1.125% 1/1note | $2,916,000 | – | 2,350,000 | +100.0% | 0.05% | – | |
| TSCO | Buy | TRACTOR SUPPLY CO | $2,924,000 | -9.6% | 48,414 | +5.7% | 0.05% | -19.0% |
| CPB | Buy | CAMPBELL SOUP CO | $2,865,000 | +8.8% | 62,551 | +6.6% | 0.05% | -2.1% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $2,889,000 | +21.1% | 148,101 | +6.4% | 0.05% | +7.0% |
| EXPE | Buy | EXPEDIA INC DEL COM NEW | $2,824,000 | +16.1% | 35,857 | +6.8% | 0.04% | +4.7% |
| PCL | Buy | PLUM CREEK TIMBER CO INC | $2,792,000 | +14.3% | 61,910 | +6.5% | 0.04% | +2.3% |
| HRS | Buy | HARRIS CORP DEL | $2,820,000 | +10.0% | 37,230 | +6.2% | 0.04% | -2.2% |
| SWY | Buy | SAFEWAY INC COM NEW | $2,765,000 | -1.0% | 80,508 | +6.5% | 0.04% | -12.0% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $2,761,000 | +1.5% | 289,373 | +6.1% | 0.04% | -10.2% |
| MAS | Buy | MASCO CORP | $2,767,000 | +6.5% | 124,642 | +6.6% | 0.04% | -4.3% |
| Sell | JARDEN CORP NOTE 1.875% 9/1note | $2,748,000 | -50.2% | 2,000,000 | -50.0% | 0.04% | -55.1% | |
| NBR | Buy | NABORS INDUSTRIES LTD | $2,687,000 | +27.3% | 91,503 | +6.9% | 0.04% | +13.2% |
| SCG | Buy | SCANA CORP NEW | $2,663,000 | +12.0% | 49,497 | +6.9% | 0.04% | +2.4% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $2,681,000 | +26.0% | 96,493 | +18.5% | 0.04% | +13.2% |
| TSO | Buy | TESORO CORP | $2,652,000 | +21.2% | 45,209 | +4.5% | 0.04% | +10.3% |
| NAVI | New | NAVIENT CORP | $2,617,000 | – | 147,781 | +100.0% | 0.04% | – |
| GRMN | Buy | GARMIN LTD | $2,612,000 | +17.2% | 42,896 | +6.3% | 0.04% | +5.0% |
| PWR | Buy | QUANTA SVCS INC | $2,634,000 | -0.1% | 76,160 | +6.6% | 0.04% | -10.6% |
| 4107PS | Buy | MEADWESTVACO CORP | $2,597,000 | +20.5% | 58,682 | +2.4% | 0.04% | +10.5% |
| HAR | Buy | HARMAN INTL INDS INC | $2,557,000 | +8.0% | 23,806 | +7.0% | 0.04% | -2.4% |
| LEN | Buy | LENNAR CORP CL A | $2,580,000 | +12.9% | 61,456 | +6.5% | 0.04% | 0.0% |
| ARG | Buy | AIRGAS INC | $2,546,000 | +9.4% | 23,375 | +7.0% | 0.04% | -2.4% |
| J | Buy | JACOBS ENGR GROUP INC DEL | $2,464,000 | -10.4% | 46,237 | +6.8% | 0.04% | -18.4% |
| TMK | Buy | TORCHMARK CORP | $2,515,000 | +10.0% | 30,697 | +5.6% | 0.04% | -2.4% |
| GCI | Buy | GANNETT INC | $2,482,000 | +20.5% | 79,282 | +6.3% | 0.04% | +8.1% |
| DHI | Buy | D R HORTON INC | $2,460,000 | +21.6% | 100,063 | +7.1% | 0.04% | +11.1% |
| XYL | Buy | XYLEM INC | $2,511,000 | +13.8% | 64,245 | +6.0% | 0.04% | +2.6% |
| CINF | Buy | CINCINNATI FINL CORP | $2,472,000 | +5.2% | 51,448 | +6.5% | 0.04% | -4.8% |
| PHM | Buy | PULTE GROUP INC | $2,402,000 | +11.2% | 119,132 | +5.8% | 0.04% | 0.0% |
| POM | Buy | PEPCO HOLDINGS INC | $2,411,000 | +43.2% | 87,753 | +6.7% | 0.04% | +30.0% |
| SNA | Buy | SNAP ON INC | $2,413,000 | +11.5% | 20,359 | +6.7% | 0.04% | 0.0% |
| SPLS | Buy | STAPLES INC | $2,450,000 | +1.2% | 226,045 | +5.9% | 0.04% | -9.3% |
| XRAY | Buy | DENTSPLY INTL INC NEW | $2,347,000 | +9.5% | 49,568 | +6.5% | 0.04% | 0.0% |
| RHI | Buy | ROBERT HALF INTL INC | $2,294,000 | +21.2% | 48,062 | +6.5% | 0.04% | +8.8% |
| DNRCQ | Buy | DENBURY RES INC COM NEW | $2,270,000 | +18.5% | 122,942 | +5.2% | 0.04% | +8.8% |
| New | COBALT INTL ENERGY INC NOTE 2.625%12/0note | $2,289,000 | – | 2,500,000 | +100.0% | 0.04% | – | |
| GAS | Buy | AGL RES INC | $2,294,000 | +20.1% | 41,690 | +6.8% | 0.04% | +8.8% |
| SEE | Buy | SEALED AIR CORP NEW | $2,321,000 | +9.7% | 67,935 | +5.5% | 0.04% | -2.6% |
| HRL | Buy | HORMEL FOODS CORP | $2,323,000 | +6.7% | 47,067 | +6.5% | 0.04% | -5.1% |
| TDC | Buy | TERADATA CORP DEL | $2,216,000 | -13.8% | 55,129 | +5.5% | 0.04% | -21.7% |
| PNW | Buy | PINNACLE WEST CAP CORP | $2,231,000 | +12.8% | 38,579 | +6.7% | 0.04% | +2.9% |
| AVP | Buy | AVON PRODS INC | $2,219,000 | +6.4% | 151,874 | +6.6% | 0.04% | -2.7% |
| CTAS | Buy | CINTAS CORP | $2,243,000 | +13.9% | 35,294 | +6.8% | 0.04% | +2.9% |
| FDO | Buy | FAMILY DLR STORES INC | $2,211,000 | +21.6% | 33,424 | +6.6% | 0.04% | +12.5% |
| QEP | Buy | QEP RES INC | $2,172,000 | +25.3% | 62,949 | +7.0% | 0.04% | +12.9% |
| JOY | Buy | JOY GLOBAL INC | $2,151,000 | +12.9% | 34,927 | +6.3% | 0.04% | +2.9% |
| HAS | Buy | HASBRO INC | $2,143,000 | +0.8% | 40,388 | +5.6% | 0.03% | -10.5% |
| NFX | Buy | NEWFIELD EXPL CO | $2,107,000 | +50.2% | 47,662 | +6.5% | 0.03% | +36.0% |
| IRM | Buy | IRON MTN INC | $2,117,000 | +37.3% | 59,723 | +6.8% | 0.03% | +21.4% |
| WIN | Buy | WINDSTREAM HLDGS INC | $2,098,000 | +30.1% | 210,678 | +7.7% | 0.03% | +17.2% |
| ETFC | Buy | E TRADE FINANCIAL CORP COM NEW | $2,143,000 | -1.6% | 100,810 | +6.6% | 0.03% | -12.8% |
| DRI | Buy | DARDEN RESTAURANTS INC | $2,134,000 | -2.4% | 46,131 | +7.1% | 0.03% | -12.8% |
| ADT | Buy | THE ADT CORPORATION | $2,128,000 | +18.1% | 60,913 | +1.3% | 0.03% | +6.2% |
| VRSN | Buy | VERISIGN INC | $2,108,000 | -5.2% | 43,195 | +4.8% | 0.03% | -15.0% |
| FTR | Buy | FRONTIER COMMUNICATIONS CORP | $2,046,000 | +9.4% | 350,378 | +6.8% | 0.03% | 0.0% |
| PETM | Buy | PETSMART INC | $2,074,000 | -11.6% | 34,682 | +1.9% | 0.03% | -21.4% |
| P105PS | Buy | INTEGRYS ENERGY GROUP INC | $1,988,000 | +27.0% | 27,954 | +6.5% | 0.03% | +14.3% |
| New | AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0note | $2,021,000 | – | 2,000,000 | +100.0% | 0.03% | – | |
| OI | Buy | OWENS ILL INC COM NEW | $1,999,000 | +9.3% | 57,707 | +6.7% | 0.03% | -3.0% |
| ZION | Buy | ZIONS BANCORPORATION | $1,905,000 | +1.4% | 64,636 | +6.5% | 0.03% | -8.8% |
| SPY | Sell | SPDR S&P 500 ETF TR TR UNIT | $1,933,000 | -35.4% | 9,876 | -38.3% | 0.03% | -41.5% |
| TESLA MTRS INC NOTE 1.250% 3/0note | $1,921,000 | +7.0% | 2,000,000 | 0.0% | 0.03% | -3.1% | ||
| PBI | Buy | PITNEY BOWES INC | $1,957,000 | +13.3% | 70,839 | +6.6% | 0.03% | 0.0% |
| PKI | Buy | PERKINELMER INC | $1,854,000 | +11.1% | 39,580 | +6.9% | 0.03% | 0.0% |
| LM | Buy | LEGG MASON INC | $1,844,000 | +9.3% | 35,932 | +4.5% | 0.03% | 0.0% |
| New | DEALERTRACK TECHNOLOGIES INC NOTE 1.500% 3/1note | $1,858,000 | – | 1,400,000 | +100.0% | 0.03% | – | |
| ALLE | Buy | ALLEGION PUB LTD CO ORD SHS | $1,779,000 | +15.8% | 31,383 | +6.6% | 0.03% | +7.4% |
| TSS | Buy | TOTAL SYS SVCS INC | $1,824,000 | +10.5% | 58,062 | +7.0% | 0.03% | 0.0% |
| FOSL | Buy | FOSSIL GROUP INC | $1,740,000 | -5.4% | 16,651 | +5.6% | 0.03% | -15.2% |
| FSLR | Buy | FIRST SOLAR INC | $1,766,000 | +9.1% | 24,851 | +7.2% | 0.03% | -3.4% |
| ATI | Buy | ALLEGHENY TECHNOLOGIES INC | $1,712,000 | +28.2% | 37,955 | +7.1% | 0.03% | +16.7% |
| FLIR | Buy | FLIR SYS INC | $1,719,000 | +3.3% | 49,509 | +7.1% | 0.03% | -6.7% |
| AVY | Buy | AVERY DENNISON CORP | $1,706,000 | +6.9% | 33,282 | +5.6% | 0.03% | -3.6% |
| AIV | Buy | APARTMENT INVT & MGMT CO CL A | $1,648,000 | +13.7% | 51,074 | +6.5% | 0.03% | +3.8% |
| LEG | Buy | LEGGETT & PLATT INC | $1,662,000 | +11.7% | 48,473 | +6.3% | 0.03% | 0.0% |
| NDAQ | Buy | NASDAQ OMX GROUP INC | $1,590,000 | +12.2% | 41,167 | +7.3% | 0.03% | +4.0% |
| GME | Buy | GAMESTOP CORP NEW CL A | $1,621,000 | +3.8% | 40,059 | +5.4% | 0.03% | -7.1% |
| THC | Buy | TENET HEALTHCARE CORP COM NEW | $1,602,000 | +17.5% | 34,138 | +7.3% | 0.03% | +8.3% |
| PBCT | Buy | PEOPLES UNITED FINANCIAL INC | $1,645,000 | +8.7% | 108,426 | +6.5% | 0.03% | -3.7% |
| AIZ | Buy | ASSURANT INC | $1,642,000 | +7.5% | 25,045 | +6.5% | 0.03% | -3.7% |
| R | Buy | RYDER SYS INC | $1,638,000 | +16.9% | 18,592 | +6.1% | 0.03% | +4.0% |
| HCBK | Buy | HUDSON CITY BANCORP | $1,635,000 | +6.6% | 166,354 | +6.6% | 0.03% | -3.7% |
| BTU | Buy | PEABODY ENERGY CORP | $1,551,000 | +6.6% | 94,848 | +6.5% | 0.02% | -3.8% |
| Sell | MERITAGE HOMES CORP NOTE 1.875% 9/1note | $1,570,000 | -40.3% | 1,500,000 | -40.0% | 0.02% | -46.8% | |
| BMS | Buy | BEMIS INC | $1,434,000 | +9.5% | 35,256 | +5.6% | 0.02% | 0.0% |
| DNB | Buy | DUN & BRADSTREET CORP DEL NE | $1,426,000 | +16.3% | 12,940 | +4.9% | 0.02% | +4.5% |
| JBL | Buy | JABIL CIRCUIT INC | $1,351,000 | +21.8% | 64,664 | +5.0% | 0.02% | +10.0% |
| RDC | Buy | ROWAN COMPANIES PLC SHS CL A | $1,388,000 | +1.1% | 43,475 | +6.6% | 0.02% | -8.3% |
| CVC | Buy | CABLEVISION SYS CORP CL A NY CABLVS | $1,336,000 | +12.7% | 75,676 | +7.7% | 0.02% | 0.0% |
| TE | Buy | TECO ENERGY INC | $1,323,000 | +14.6% | 71,572 | +6.4% | 0.02% | 0.0% |
| X | Buy | UNITED STATES STL CORP NEW | $1,317,000 | +0.5% | 50,585 | +6.5% | 0.02% | -8.7% |
| AN | Buy | AUTONATION INC | $1,320,000 | +19.8% | 22,121 | +6.8% | 0.02% | +5.0% |
| New | STONE ENERGY CORP NOTE 1.750% 3/0note | $1,270,000 | – | 1,000,000 | +100.0% | 0.02% | – | |
| URBN | Sell | URBAN OUTFITTERS INC | $1,207,000 | -7.5% | 35,635 | -0.4% | 0.02% | -17.4% |
| DOFSQ | Buy | DIAMOND OFFSHORE DRILLING IN | $1,190,000 | +7.0% | 23,971 | +5.1% | 0.02% | -5.0% |
| New | FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1note | $1,122,000 | – | 1,000,000 | +100.0% | 0.02% | – | |
| GHC | Buy | GRAHAM HLDGS CO | $1,097,000 | +9.0% | 1,527 | +6.8% | 0.02% | 0.0% |
| PDCO | Buy | PATTERSON COMPANIES INC | $1,134,000 | +0.8% | 28,700 | +6.5% | 0.02% | -10.0% |
| New | GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1note | $982,000 | – | 1,000,000 | +100.0% | 0.02% | – | |
| Exit | RESOURCE CAP CORPNOTE 6.000%12/0note | $0 | – | -1,000,000 | -100.0% | -0.02% | – | |
| CLF | Exit | CLIFFS NAT RES INC | $0 | – | -50,237 | -100.0% | -0.02% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG COM | $0 | – | -80,957 | -100.0% | -0.02% | – |
| Exit | PROSPECT CAPITAL CORPORATION NOTE 6.250%12/1note | $0 | – | -1,100,000 | -100.0% | -0.02% | – | |
| Exit | WRIGHT MED GROUP INCNOTE 2.000% 8/1note | $0 | – | -1,500,000 | -100.0% | -0.04% | – | |
| LSI | Exit | LSI CORPORATION | $0 | – | -183,222 | -100.0% | -0.04% | – |
| SLM | Exit | SLM CORP | $0 | – | -140,682 | -100.0% | -0.06% | – |
| Exit | HOLOGIC INCFRNT 12/1note | $0 | – | -3,334,000 | -100.0% | -0.06% | – | |
| BEAM | Exit | BEAM INC | $0 | – | -54,295 | -100.0% | -0.08% | – |
| Exit | MOLINA HEALTHCARE INCNOTE 3.750%10/0note | $0 | – | -4,000,000 | -100.0% | -0.09% | – | |
| PNR | Exit | PENTAIR LTD | $0 | – | -64,764 | -100.0% | -0.09% | – |
| Exit | MICRON TECHNOLOGY INCNOTE 2.375% 5/0note | $0 | – | -2,500,000 | -100.0% | -0.11% | – | |
| Exit | GROUP 1 AUTOMOTIVE INCFRNT 2.250% 6/1note | $0 | – | -5,900,000 | -100.0% | -0.13% | – | |
| Exit | MGM RESORTS INTERNATIONALNOTE 4.250% 4/1note | $0 | – | -4,965,000 | -100.0% | -0.13% | – | |
| FRX | Exit | FOREST LABS INC | $0 | – | -78,260 | -100.0% | -0.13% | – |
| Exit | ALLIANT TECHSYSTEMS INCNOTE 3.000% 8/1note | $0 | – | -5,000,000 | -100.0% | -0.16% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-07-25
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| SPDR S&P 500 ETF TRTR UNIT | 12 | Q1 2016 | 57.2% |
| EXXON MOBIL CORPCOM | 12 | Q1 2016 | 2.7% |
| CME GROUP INCCOM | 12 | Q1 2016 | 7.6% |
| MICROSOFT CORPCOM | 12 | Q1 2016 | 2.2% |
| JOHNSON & JOHNSONCOM | 12 | Q1 2016 | 1.7% |
| GENERAL ELECTRIC COCOM | 12 | Q1 2016 | 1.7% |
| WELLS FARGO & CO NEWCOM | 12 | Q1 2016 | 1.4% |
| JPMORGAN CHASE & COCOM | 12 | Q1 2016 | 1.4% |
| PROCTER & GAMBLE COCOM | 12 | Q1 2016 | 1.4% |
| CHEVRON CORP NEWCOM | 12 | Q1 2016 | 1.6% |
View TD Securities (USA) LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 5/A | 2017-03-24 |
| 5 | 2016-11-14 |
| 3 | 2016-09-28 |
| 4 | 2016-09-28 |
| 13F-HR | 2016-04-27 |
| 13F-HR | 2016-01-29 |
| 13F-HR | 2015-10-28 |
| 13F-HR | 2015-07-28 |
| 13F-HR | 2015-04-27 |
| 13F-HR | 2015-01-30 |
View TD Securities (USA) LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.