Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q2 2013 (Next →)
Filing Date: Aug 12, 2013
Total Value: $15.3B (81.9% shares, 18.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 1,334,542 | $529M | 3.5% | $13.16 | 0.0% | COMMON STOCK | 037833100 |
| QCOM | QUALCOMM INC | 6,609,414 | $404M | 2.6% | $45.06 | 0.0% | COMMON STOCK | 747525103 |
| AMZN | AMAZON.COM INC | 1,159,566 | $322M | 2.1% | $13.32 | 0.0% | COMMON STOCK | 023135106 |
| — | GOOGLE INC | 350,072 | $308M | 2.0% | $880.37 | — | COMMON STOCK | 38259P508 |
| ACN | ACCENTURE PLC | 4,046,518 | $291M | 1.9% | $63.81 | 0.0% | COMMON STOCK | G1151C101 |
| SLB | SCHLUMBERGER LTD | 4,055,156 | $291M | 1.9% | $52.90 | 0.0% | COMMON STOCK | 806857108 |
| KO | COCA-COLA CO | 7,047,248 | $283M | 1.8% | $27.85 | 0.0% | COMMON STOCK | 191216100 |
| — | UTD TECHS CORP | 4,480,564 | $266M | 1.7% | $59.36 | — | CONVERTIBLE PREFERRED SECURITY | 913017117 |
| EBAY | EBAY INC | 4,908,695 | $254M | 1.7% | $20.18 | 0.0% | COMMON STOCK | 278642103 |
| MA | MASTERCARD INC | 432,305 | $248M | 1.6% | $51.54 | 0.0% | COMMON STOCK | 57636Q104 |
| ETN | Eaton Corp PLC | 3,595,449 | $237M | 1.5% | $46.59 | 0.0% | COMMON STOCK | G29183103 |
| — | MICHAEL KORS HOLDINGS LIMITED | 3,493,069 | $217M | 1.4% | $62.02 | — | COMMON STOCK | G60754101 |
| — | SANDISK CORP | 160,896,000 | $217M | 1.4% | $1.35 | — | CONVERTIBLE SECURITY | 80004CAD3 |
| TROW | T ROWE PRICE | 2,835,626 | $207M | 1.4% | $47.69 | 0.0% | COMMON STOCK | 74144T108 |
| EOG | EOG RESOURCES INC | 1,533,387 | $202M | 1.3% | $46.52 | 0.0% | COMMON STOCK | 26875P101 |
| PM | PHILIP MORRIS INTERNATIONAL | 2,302,265 | $199M | 1.3% | $49.85 | 0.0% | COMMON STOCK | 718172109 |
| JNJ | JOHNSON & JOHNSON | 2,299,495 | $197M | 1.3% | $59.66 | 0.0% | COMMON STOCK | 478160104 |
| GILD | GILEAD SCIENCES INC | 3,751,364 | $192M | 1.3% | $36.21 | 0.0% | COMMON STOCK | 375558103 |
| JPM | JP MORGAN CHASE & CO | 3,573,060 | $189M | 1.2% | $36.24 | 0.0% | COMMON STOCK | 46625H100 |
| SBUX | STARBUCKS CORP | 2,755,472 | $180M | 1.2% | $24.37 | 0.0% | COMMON STOCK | 855244109 |
| — | COMPANHIA DE BEBIDAS | 4,371,978 | $163M | 1.1% | $37.35 | — | COMMON STOCK | 20441W203 |
| — | PRICELINE.COM INC | 137,153,000 | $160M | 1.0% | $1.16 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| HD | HOME DEPOT | 1,966,779 | $152M | 1.0% | $56.05 | 0.0% | COMMON STOCK | 437076102 |
| DOV | DOVER CORP | 1,885,139 | $146M | 1.0% | $39.99 | 0.0% | COMMON STOCK | 260003108 |
| — | PRICELINE.COM INC | 176,949 | $146M | 1.0% | $827.13 | — | COMMON STOCK | 741503403 |
| BEN | FRANKLIN RESOURCES INC | 1,000,829 | $136M | 0.9% | $30.23 | 0.0% | COMMON STOCK | 354613101 |
| — | CERNER CORP | 1,414,941 | $136M | 0.9% | $96.09 | — | COMMON STOCK | 156782104 |
| — | WELLS FARGO & COMPANY | 107,169 | $128M | 0.8% | $1194.00 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| — | GILEAD SCIENCE | 53,732,000 | $123M | 0.8% | $2.29 | — | CONVERTIBLE SECURITY | 375558AP8 |
| — | FIFTH THIRD BK | 726,356 | $113M | 0.7% | $155.87 | — | CONVERTIBLE PREFERRED SECURITY | 316773209 |
| WFC | WELLS FARGO & COMPANY | 2,678,136 | $111M | 0.7% | $27.36 | 0.0% | COMMON STOCK | 949746101 |
| PFE | PFIZER INC | 3,833,905 | $107M | 0.7% | $16.46 | 0.0% | COMMON STOCK | 717081103 |
| — | INTERCONTINENTALEXCHANGE INC | 598,759 | $106M | 0.7% | $177.76 | — | COMMON STOCK | 45865V100 |
| — | CHICAGO BRIDGE & IRON | 1,711,998 | $102M | 0.7% | $59.66 | — | COMMON STOCK | 167250109 |
| — | TRINITY INDUSTRIES INC | 85,934,000 | $101M | 0.7% | $1.17 | — | CONVERTIBLE SECURITY | 896522AF6 |
| — | METLIFE INC | 1,819,865 | $99.71M | 0.7% | $54.79 | — | CONVERTIBLE PREFERRED SECURITY | 59156R116 |
| — | SALIX PHARMACEUTICALS LTD | 83,000,000 | $99.29M | 0.6% | $1.20 | — | CONVERTIBLE SECURITY | 795435AE6 |
| CRM | SALESFORCE.COM INC | 2,595,562 | $99.1M | 0.6% | $40.78 | 0.0% | COMMON STOCK | 79466L302 |
| META | FACEBOOK INC | 3,933,022 | $97.78M | 0.6% | $25.44 | 0.0% | COMMON STOCK | 30303M102 |
| COST | COSTCO WHOLESALE CORP | 868,310 | $96.01M | 0.6% | $86.56 | 0.0% | COMMON STOCK | 22160K105 |
| C | CITIGROUP INC | 1,929,650 | $92.57M | 0.6% | $35.76 | 0.0% | COMMON STOCK | 172967424 |
| MRK | MERCK & CO | 1,950,886 | $90.62M | 0.6% | $30.02 | 0.0% | COMMON STOCK | 58933Y105 |
| CSCO | CISCO SYSTEMS INC | 3,706,240 | $90.1M | 0.6% | $15.24 | 0.0% | COMMON STOCK | 17275R102 |
| — | COVIDIEN PLC | 1,422,178 | $89.37M | 0.6% | $62.84 | — | COMMON STOCK | G2554F113 |
| — | GENERAL ELECTRIC CO | 3,843,940 | $89.14M | 0.6% | $23.19 | — | COMMON STOCK | 369604103 |
| — | AFFILIATED MANAGERS GROUP | 68,696,000 | $88.66M | 0.6% | $1.29 | — | CONVERTIBLE SECURITY | 008252AL2 |
| WMT | WAL-MART STORES INC | 1,185,180 | $88.28M | 0.6% | $19.98 | 0.0% | COMMON STOCK | 931142103 |
| — | HOLOGIC INC | 78,453,000 | $87.8M | 0.6% | $1.12 | — | CONVERTIBLE SECURITY | 436440AB7 |
| LVS | LAS VEGAS SANDS CORP | 1,636,161 | $86.6M | 0.6% | $38.99 | 0.0% | COMMON STOCK | 517834107 |
| — | CELGENE CORP | 731,575 | $85.53M | 0.6% | $116.91 | — | COMMON STOCK | 151020104 |
| — | GENERAL MOTORS CO | 1,746,900 | $84.13M | 0.5% | $48.16 | — | CONVERTIBLE PREFERRED SECURITY | 37045V209 |
| — | CAMERON INTL CORP | 1,370,308 | $83.81M | 0.5% | $61.16 | — | COMMON STOCK | 13342B105 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 1,188,602 | $81.69M | 0.5% | $61.12 | 0.0% | COMMON STOCK | G50871105 |
| ORCL | ORACLE CORP | 2,605,135 | $80.03M | 0.5% | $27.58 | 0.0% | COMMON STOCK | 68389X105 |
| UNP | UNION PACIFIC CORP | 496,418 | $76.59M | 0.5% | $57.06 | 0.0% | COMMON STOCK | 907818108 |
| SAP | SAP AG -SPONSORED | 1,016,959 | $74.06M | 0.5% | $72.83 | — | COMMON STOCK | 803054204 |
| — | LINKEDIN CORPORATION | 412,238 | $73.5M | 0.5% | $178.30 | — | COMMON STOCK | 53578A108 |
| REGN | REGENERON PHARMACEUTICALS INC | 322,526 | $72.53M | 0.5% | $231.58 | 0.0% | COMMON STOCK | 75886F107 |
| — | MGM MIRAGE | 64,511,000 | $72.26M | 0.5% | $1.12 | — | CONVERTIBLE SECURITY | 55303QAE0 |
| — | SANDISK CORP | 1,119,045 | $68.37M | 0.4% | $61.10 | — | COMMON STOCK | 80004C101 |
| OXY | OCCIDENTAL PETROLEUM CORP | 765,154 | $68.28M | 0.4% | $57.83 | 0.0% | COMMON STOCK | 674599105 |
| T | AT&T INC | 1,900,100 | $67.26M | 0.4% | $11.40 | 0.0% | COMMON STOCK | 00206R102 |
| CVX | CHEVRONTEXACO CORP | 564,235 | $66.77M | 0.4% | $71.30 | 0.0% | COMMON STOCK | 166764100 |
| AXP | AMER EXPRESS CO. | 886,439 | $66.27M | 0.4% | $59.62 | 0.0% | COMMON STOCK | 025816109 |
| CAT | CATERPILLAR INC | 802,905 | $66.23M | 0.4% | $61.55 | 0.0% | COMMON STOCK | 149123101 |
| — | LINEAR TEC CORP | 63,032,000 | $66.18M | 0.4% | $1.05 | — | CONVERTIBLE SECURITY | 535678AC0 |
| — | UNITED TECHNOLOGIES CORP | 704,532 | $65.48M | 0.4% | $92.94 | — | COMMON STOCK | 913017109 |
| — | BLACKSTONE GROUP LP | 3,099,660 | $65.28M | 0.4% | $21.06 | — | COMMON STOCK | 09253U108 |
| NKE | NIKE INC | 1,016,982 | $64.76M | 0.4% | $26.53 | 0.0% | COMMON STOCK | 654106103 |
| FLR | FLUOR CORP | 1,091,812 | $64.75M | 0.4% | $53.56 | 0.0% | COMMON STOCK | 343412102 |
| LULU | LULULEMON ATHLETICA INC | 983,433 | $64.44M | 0.4% | $72.51 | 0.0% | COMMON STOCK | 550021109 |
| — | NUANCE COMMUNICATIONS INC | 51,567,000 | $60.63M | 0.4% | $1.18 | — | CONVERTIBLE SECURITY | 67020YAB6 |
| — | CONTINENTAL RESOURCES INC | 695,728 | $59.87M | 0.4% | $86.06 | — | COMMON STOCK | 212015101 |
| — | EXTERRAN HOLDINGS INC | 44,444,000 | $57.65M | 0.4% | $1.30 | — | CONVERTIBLE SECURITY | 30225XAA1 |
| — | MENTOR GRAPHICS | 44,795,000 | $54.31M | 0.4% | $1.21 | — | CONVERTIBLE SECURITY | 587200AK2 |
| AMGN | AMGEN INC | 547,175 | $53.98M | 0.4% | $73.34 | 0.0% | COMMON STOCK | 031162100 |
| — | ARES CAPITAL CORP | 49,281,000 | $53.97M | 0.4% | $1.10 | — | CONVERTIBLE SECURITY | 04010LAB9 |
| — | LORILLARD INC | 1,235,180 | $53.95M | 0.4% | $43.68 | — | COMMON STOCK | 544147101 |
| — | KELLOGG CO | 837,988 | $53.82M | 0.4% | $38.95 | 0.0% | COMMON STOCK | 487836108 |
| — | HORNBECK OFFSHORE SERVICES INC | 46,150,000 | $53.75M | 0.4% | $1.16 | — | CONVERTIBLE SECURITY | 440543AE6 |
| — | GENESEE & WYOMING INC | 448,220 | $53.71M | 0.4% | $119.83 | — | CONVERTIBLE PREFERRED SECURITY | 371559204 |
| MSFT | MICROSOFT CORP | 1,539,000 | $53.14M | 0.3% | $26.70 | 0.0% | COMMON STOCK | 594918104 |
| TSM | TAIWAN SEMICONDUCTOR | 2,841,766 | $52.06M | 0.3% | $18.32 | — | COMMON STOCK | 874039100 |
| GS | GOLDMAN SACHS | 340,415 | $51.49M | 0.3% | $120.06 | 0.0% | COMMON STOCK | 38141G104 |
| — | MYLAN LABORATORIES INC | 1,649,001 | $51.17M | 0.3% | $31.03 | — | COMMON STOCK | 628530107 |
| — | STANLEY BLACK & DECKER INC | 391,915 | $50.61M | 0.3% | $129.14 | — | CONVERTIBLE PREFERRED SECURITY | 854502309 |
| — | LAM RESEARCH CORP | 45,016,000 | $48.08M | 0.3% | $1.07 | — | CONVERTIBLE SECURITY | 512807AJ7 |
| — | ARRIS GROUP INC | 44,645,000 | $46.25M | 0.3% | $1.04 | — | CONVERTIBLE SECURITY | 04269QAC4 |
| ROK | ROCKWELL AUTOMTN | 549,003 | $45.64M | 0.3% | $67.20 | 0.0% | COMMON STOCK | 773903109 |
| WSM | WILLIAMS-SONOMA INC | 807,301 | $45.12M | 0.3% | $20.11 | 0.0% | COMMON STOCK | 969904101 |
| CAG | CONAGRA FOODS INC | 1,288,650 | $45.01M | 0.3% | $17.69 | 0.0% | COMMON STOCK | 205887102 |
| VZ | VERIZON COMM | 894,000 | $45M | 0.3% | $27.04 | 0.0% | COMMON STOCK | 92343V104 |
| — | STEEL DYNAMICS | 41,665,000 | $44.89M | 0.3% | $1.08 | — | CONVERTIBLE SECURITY | 858119AP5 |
| — | TESLA MOTORS INC | 39,567,000 | $44.62M | 0.3% | $1.13 | — | CONVERTIBLE SECURITY | 88160RAA9 |
| — | STANDARD PACIFIC CORP | 35,054,000 | $44.37M | 0.3% | $1.27 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| — | RYLAND GRP INC | 48,511,000 | $44.07M | 0.3% | $0.91 | — | CONVERTIBLE SECURITY | 783764AS2 |
| — | ROCK-TENN CO | 439,735 | $43.92M | 0.3% | $99.88 | — | COMMON STOCK | 772739207 |
| ISRG | INTUITIVE SURGICAL INC | 85,207 | $43.16M | 0.3% | $55.09 | 0.0% | COMMON STOCK | 46120E602 |
| — | DELPHI AUTOMOTIVE PLC | 840,649 | $42.61M | 0.3% | $50.69 | — | COMMON STOCK | G27823106 |
| — | AGCO CORP | 33,769,000 | $42.23M | 0.3% | $1.25 | — | CONVERTIBLE SECURITY | 001084AM4 |
| XOM | EXXON MOBIL CORP | 463,195 | $41.85M | 0.3% | $53.69 | 0.0% | COMMON STOCK | 30231G102 |
| — | IXIA | 34,367,000 | $41.49M | 0.3% | $1.21 | — | CONVERTIBLE SECURITY | 45071RAB5 |
| DIS | DISNEY WALT CO | 637,892 | $40.28M | 0.3% | $56.11 | 0.0% | COMMON STOCK | 254687106 |
| GAP | GAP INC | 961,500 | $40.12M | 0.3% | $26.00 | 0.0% | COMMON STOCK | 364760108 |
| HAIN | HAIN CELESTIAL | 616,602 | $40.06M | 0.3% | $32.22 | 0.0% | COMMON STOCK | 405217100 |
| — | JACOBS ENGINEERING GROUP INC | 698,862 | $38.53M | 0.3% | $55.13 | — | COMMON STOCK | 469814107 |
| — | SCRIPPS NETWORKS INTERACTIVE | 570,848 | $38.11M | 0.2% | $66.76 | — | COMMON STOCK | 811065101 |
| CVLT | COMMVAULT SYSTEMS INC | 501,353 | $38.05M | 0.2% | $73.63 | 0.0% | COMMON STOCK | 204166102 |
| — | COVANCE INC | 497,953 | $37.91M | 0.2% | $76.14 | — | COMMON STOCK | 222816100 |
| — | HELIX ENERGY SOLUTIONS GROUP | 30,094,000 | $37.7M | 0.2% | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| — | STARWOOD PROPERTY TRUST INC | 36,518,000 | $37.63M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| BIIB | BIOGEN IDEC INC | 172,479 | $37.12M | 0.2% | $213.68 | 0.0% | COMMON STOCK | 09062X103 |
| — | ENERSYS | 27,277,000 | $35.98M | 0.2% | $1.32 | — | CONVERTIBLE SECURITY | 29275YAA0 |
| MHK | MOHAWK INDS INC | 319,501 | $35.94M | 0.2% | $112.71 | 0.0% | COMMON STOCK | 608190104 |
| — | GOLDCORP INC | 35,330,000 | $35.71M | 0.2% | $1.01 | — | CONVERTIBLE SECURITY | 380956AB8 |
| NVR | NVR INC | 38,492 | $35.49M | 0.2% | $993.91 | 0.0% | COMMON STOCK | 62944T105 |
| — | WALTER INVESTMENT MANAGEMENT | 35,059,000 | $35.38M | 0.2% | $1.01 | — | CONVERTIBLE SECURITY | 93317WAA0 |
| — | NATIONAL OILWELL VARCO INC | 508,921 | $35.06M | 0.2% | $68.90 | — | COMMON STOCK | 637071101 |
| KEX | KIRBY CORP | 439,509 | $34.96M | 0.2% | $77.04 | 0.0% | COMMON STOCK | 497266106 |
| — | LEUCADIA NATIONAL | 27,316,000 | $34.18M | 0.2% | $1.25 | — | CONVERTIBLE SECURITY | 527288AX2 |
| — | DISCOVER FINANCIAL SERVICES | 710,355 | $33.84M | 0.2% | $47.64 | — | COMMON STOCK | 254709108 |
| — | FLEETCOR TECHNOLOGIES INC | 414,293 | $33.68M | 0.2% | $81.30 | — | COMMON STOCK | 339041105 |
| BP | BP PLC | 800,000 | $33.39M | 0.2% | $41.74 | — | COMMON STOCK | 055622104 |
| UAA | UNDER ARMOUR INC | 550,849 | $32.89M | 0.2% | $14.57 | 0.0% | COMMON STOCK | 904311107 |
| — | KANSAS CITY SOUTHERN | 310,014 | $32.85M | 0.2% | $105.96 | — | COMMON STOCK | 485170302 |
| MSM | MSC INDUSTRIAL DIRECT CO INC | 422,883 | $32.76M | 0.2% | $80.58 | 0.0% | COMMON STOCK | 553530106 |
| — | PPL CORP | 590,144 | $31.88M | 0.2% | $54.02 | — | CONVERTIBLE PREFERRED SECURITY | 69351T114 |
| — | GENESEE & WYOMING INC | 368,868 | $31.3M | 0.2% | $84.84 | — | COMMON STOCK | 371559105 |
| — | RTI INTL METALS | 33,107,000 | $31.23M | 0.2% | $0.94 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| PII | POLARIS INDUSTRIES INC | 320,420 | $30.44M | 0.2% | $90.50 | 0.0% | COMMON STOCK | 731068102 |
| TJX | TJX COMPANIES INC | 606,539 | $30.36M | 0.2% | $20.82 | 0.0% | COMMON STOCK | 872540109 |
| — | AMTRUST FINANCIAL SERVICES INC | 21,476,000 | $30.19M | 0.2% | $1.41 | — | CONVERTIBLE SECURITY | 032359AC5 |
| — | QLIK TECHNOLOGIES INC | 1,059,310 | $29.95M | 0.2% | $28.27 | — | COMMON STOCK | 74733T105 |
| — | B/E Aerospace Inc | 472,957 | $29.83M | 0.2% | $63.08 | — | COMMON STOCK | 073302101 |
| — | JEFFERIES GROUP INC | 26,640,000 | $28.52M | 0.2% | $1.07 | — | CONVERTIBLE SECURITY | 472319AG7 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 25,147,000 | $27.72M | 0.2% | $1.10 | — | CONVERTIBLE SECURITY | 874054AC3 |
| I 5.75 05/01/16 A | INTELSAT | 500,415 | $27.52M | 0.2% | $55.00 | — | CONVERTIBLE PREFERRED SECURITY | L5140P119 |
| FLS | FLOWSERVE CORPORATION | 499,671 | $26.99M | 0.2% | $43.03 | 0.0% | COMMON STOCK | 34354P105 |
| CMCSA | COMCAST CORP | 643,500 | $26.95M | 0.2% | $15.62 | 0.0% | COMMON STOCK | 20030N101 |
| EMN | EASTMAN CHEM CO | 381,514 | $26.71M | 0.2% | $47.81 | 0.0% | COMMON STOCK | 277432100 |
| — | WALGREEN CO | 596,340 | $26.36M | 0.2% | $44.20 | — | COMMON STOCK | 931422109 |
| — | NEXTERA ENERGY INC | 474,285 | $26.34M | 0.2% | $55.54 | — | CONVERTIBLE PREFERRED SECURITY | 65339F887 |
| — | INTEL CORP | 24,162,000 | $26.32M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 458140AD2 |
| — | TAKE-TWO INTER | 26,882,000 | $26.16M | 0.2% | $0.97 | — | CONVERTIBLE SECURITY | 874054AD1 |
| ALGT | ALLEGIANT TRAVEL CO | 246,156 | $26.09M | 0.2% | $79.30 | 0.0% | COMMON STOCK | 01748X102 |
| — | ALLIANT TECHSYS | 22,405,000 | $25.81M | 0.2% | $1.15 | — | CONVERTIBLE SECURITY | 018804AK0 |
| — | CHEMED CORP | 23,926,000 | $25.23M | 0.2% | $1.05 | — | CONVERTIBLE SECURITY | 16359RAC7 |
| MUR | MURPHY OIL CORP | 412,725 | $25.13M | 0.2% | $34.50 | 0.0% | COMMON STOCK | 626717102 |
| FLO | FLOWERS FOODS INC | 1,129,600 | $24.91M | 0.2% | $13.91 | 0.0% | COMMON STOCK | 343498101 |
| — | LIFEPOINT HOSPITALS INC | 22,868,000 | $24.83M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 53219LAH2 |
| PODD | INSULET CORP | 789,321 | $24.79M | 0.2% | $28.33 | 0.0% | COMMON STOCK | 45784P101 |
| BRK/B | BERKSHIRE HTH-B | 220,943 | $24.73M | 0.2% | $110.02 | 0.0% | COMMON STOCK | 084670702 |
| — | EMC CORP | 16,470,000 | $24.43M | 0.2% | $1.48 | — | CONVERTIBLE SECURITY | 268648AM4 |
| — | NEWPARK RESOURCES | 18,853,000 | $24.39M | 0.2% | $1.29 | — | CONVERTIBLE SECURITY | 651718AC2 |
| — | CACI INTL | 20,000,000 | $24.06M | 0.2% | $1.20 | — | CONVERTIBLE SECURITY | 127190AD8 |
| YELP | YELP INC | 687,352 | $23.9M | 0.2% | $28.69 | 0.0% | COMMON STOCK | 985817105 |
| INTC | INTEL CORP | 955,865 | $23.15M | 0.2% | $17.18 | 0.0% | COMMON STOCK | 458140100 |
| AMAT | APPLIED MATERIALS INC | 1,550,000 | $23.11M | 0.2% | $12.22 | 0.0% | COMMON STOCK | 038222105 |
| ALL | ALLSTATE CORP | 460,500 | $22.16M | 0.1% | $37.12 | 0.0% | COMMON STOCK | 020002101 |
| MCD | MCDONALD'S CORP | 223,800 | $22.16M | 0.1% | $71.80 | 0.0% | COMMON STOCK | 580135101 |
| AZO | AUTOZONE INC | 51,729 | $21.92M | 0.1% | $407.86 | 0.0% | COMMON STOCK | 053332102 |
| — | EPL Oil & Gas Inc | 741,188 | $21.76M | 0.1% | $29.36 | — | COMMON STOCK | 26883D108 |
| PG | PROCTER & GAMBLE CO | 275,000 | $21.17M | 0.1% | $55.00 | 0.0% | COMMON STOCK | 742718109 |
| MET | METLIFE INC | 461,940 | $21.14M | 0.1% | $24.43 | 0.0% | COMMON STOCK | 59156R108 |
| — | QIAGEN NV | 1,058,800 | $21.08M | 0.1% | $19.91 | — | COMMON STOCK | N72482107 |
| MANH | MANHATTAN ASOC | 272,175 | $21M | 0.1% | $18.32 | 0.0% | COMMON STOCK | 562750109 |
| DPZ | DOMINOS PIZZA INC | 358,020 | $20.82M | 0.1% | $48.45 | 0.0% | COMMON STOCK | 25754A201 |
| — | TYSON FOODS A | 13,351,000 | $20.4M | 0.1% | $1.53 | — | CONVERTIBLE SECURITY | 902494AP8 |
| BAC | BANK OF AMER CP | 1,555,000 | $20M | 0.1% | $10.03 | 0.0% | COMMON STOCK | 060505104 |
| — | GENERAL CABLE CORP | 19,993,000 | $19.95M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 369300AD0 |
| — | DOW CHEMICAL CO | 601,000 | $19.33M | 0.1% | $32.17 | — | COMMON STOCK | 260543103 |
| WHR | WHIRLPOOL CORP | 169,000 | $19.33M | 0.1% | $121.27 | 0.0% | COMMON STOCK | 963320106 |
| — | MOLINA HEALTHCARE INC | 14,570,000 | $18.94M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 60855RAA8 |
| — | OPENTABLE INC | 292,067 | $18.68M | 0.1% | $63.95 | — | COMMON STOCK | 68372A104 |
| — | LAZARD LTD | 579,140 | $18.62M | 0.1% | $32.15 | — | COMMON STOCK | G54050102 |
| F | FORD MOTOR CO | 1,200,000 | $18.56M | 0.1% | $7.61 | 0.0% | COMMON STOCK | 345370860 |
| — | MEDIDATA SOLUTIONS INC | 237,781 | $18.42M | 0.1% | $77.45 | — | COMMON STOCK | 58471A105 |
| — | VOLCANO CORP | 19,964,000 | $18.32M | 0.1% | $0.92 | — | CONVERTIBLE SECURITY | 928645AB6 |
| — | CONN'S INC | 352,091 | $18.22M | 0.1% | $51.76 | — | COMMON STOCK | 208242107 |
| — | TE CONNECTIVITY LTD | 399,300 | $18.18M | 0.1% | $45.54 | — | COMMON STOCK | H84989104 |
| — | GENERAL CABLE CORP | 16,040,000 | $17.82M | 0.1% | $1.11 | — | CONVERTIBLE SECURITY | 369300AL2 |
| — | CHESAPEAKE ENERGY | 19,500,000 | $17.36M | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 165167CB1 |
| — | RTI INTL METALS | 15,893,000 | $17.35M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 74973WAA5 |
| — | TIME WARNER TELECOM | 11,300,000 | $17.13M | 0.1% | $1.52 | — | CONVERTIBLE SECURITY | 887319AC5 |
| IBM | INT'L BUSINESS MACHINES CORP | 89,200 | $17.05M | 0.1% | $118.94 | 0.0% | COMMON STOCK | 459200101 |
| SIG | SIGNET JEWELERS LTD | 248,675 | $16.77M | 0.1% | $54.92 | 0.0% | COMMON STOCK | G81276100 |
| — | GOOGLE INC | 905 | $16.67M | 0.1% | — | — | Call | 38259P908 |
| — | PROLOGIS INC | 14,386,000 | $16.61M | 0.1% | $1.15 | — | CONVERTIBLE SECURITY | 74340XAT8 |
| — | PHH CORP | 15,500,000 | $16.47M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 693320AN3 |
| LLY | ELI LILLY & CO | 334,250 | $16.42M | 0.1% | $42.21 | 0.0% | COMMON STOCK | 532457108 |
| — | TEVA PHARMACEUTICAL IND LTD | 15,459,000 | $16.27M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| PANW | PALO ALTO NETWORKS | 383,928 | $16.19M | 0.1% | $8.33 | 0.0% | COMMON STOCK | 697435105 |
| — | TUPPERWARE BRANDS CORP | 204,927 | $15.92M | 0.1% | $77.69 | — | COMMON STOCK | 899896104 |
| — | XILINX INC | 10,928,000 | $15.72M | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 983919AF8 |
| — | KB HOME | 14,876,000 | $15.56M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 48666KAS8 |
| TRIP | TRIPADVISOR INC | 254,812 | $15.51M | 0.1% | $50.93 | 0.0% | COMMON STOCK | 896945201 |
| PEP | PEPSICO INC | 185,800 | $15.2M | 0.1% | $56.00 | 0.0% | COMMON STOCK | 713448108 |
| — | MEAD JOHNSON NUTRITION CO | 191,000 | $15.13M | 0.1% | $79.23 | — | COMMON STOCK | 582839106 |
| CCL | CARNIVAL CORP | 438,500 | $15.04M | 0.1% | $27.66 | 0.0% | COMMON STOCK | 143658300 |
| — | DIRECTV | 240,499 | $14.82M | 0.1% | $61.62 | — | COMMON STOCK | 25490A309 |
| — | NUANCE COMMUNICATIONS INC | 14,370,000 | $14.82M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 67020YAF7 |
| — | DANAHER CORP | 7,735,000 | $14.24M | 0.1% | $1.84 | — | CONVERTIBLE SECURITY | 235851AF9 |
| PCRX | PACIRA PHARMACEUTICALS INC | 486,670 | $14.11M | 0.1% | $28.93 | 0.0% | COMMON STOCK | 695127100 |
| — | ELECTRONIC ARTS INC | 13,539,000 | $14.11M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 285512AA7 |
| — | SPIRIT AIRLINES INC | 430,000 | $13.66M | 0.1% | $31.77 | — | COMMON STOCK | 848577102 |
| — | ENDO PHARMACEUT | 10,000,000 | $13.44M | 0.1% | $1.34 | — | CONVERTIBLE SECURITY | 29264FAB2 |
| MMS | MAXIMUS INC | 179,900 | $13.4M | 0.1% | $38.24 | 0.0% | COMMON STOCK | 577933104 |
| USB | US BANCORP | 369,120 | $13.34M | 0.1% | $22.41 | 0.0% | COMMON STOCK | 902973304 |
| — | OMNICOM GRP | 11,480,000 | $13.2M | 0.1% | $1.15 | — | CONVERTIBLE SECURITY | 681919AV8 |
| MOS | MOSAIC CO | 245,000 | $13.18M | 0.1% | $46.26 | 0.0% | COMMON STOCK | 61945C103 |
| — | LAM RESEARCH CORP | 11,716,000 | $13.02M | 0.1% | $1.11 | — | CONVERTIBLE SECURITY | 512807AL2 |
| — | STARBUCKS CORP | 8,900 | $12.37M | 0.1% | — | — | Call | 855244909 |
| — | EQUINIX INC | 7,300,000 | $12.36M | 0.1% | $1.69 | — | CONVERTIBLE SECURITY | 29444UAG1 |
| — | INSULET CORP | 9,250,000 | $12.28M | 0.1% | $1.33 | — | CONVERTIBLE SECURITY | 45784PAC5 |
| — | ICONIX BRAND GROUP INC | 10,837,000 | $12.27M | 0.1% | $1.13 | — | CONVERTIBLE SECURITY | 451055AE7 |
| — | HERTZ GLOBAL HOLDINGS INC | 483,395 | $11.99M | 0.1% | $24.80 | — | COMMON STOCK | 42805T105 |
| AIG | AMER INTL GROUP | 264,945 | $11.84M | 0.1% | $32.51 | 0.0% | COMMON STOCK | 026874784 |
| — | MICRON TECHNOLOGY INC | 8,332,000 | $11.22M | 0.1% | $1.35 | — | CONVERTIBLE SECURITY | 595112AK9 |
| — | EMC CORP | 470,260 | $11.11M | 0.1% | $23.62 | — | COMMON STOCK | 268648102 |
| HON | HONEYWELL INTL | 133,500 | $10.59M | 0.1% | $53.13 | 0.0% | COMMON STOCK | 438516106 |
| — | LAS VEGAS SANDS CORP | 13,420 | $10.17M | 0.1% | — | — | Call | 517834907 |
| — | UNITED STATES STEEL CORP | 10,317,000 | $10.16M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 912909AH1 |
| — | S & P 500 INDEX | 3,500 | $9.797M | 0.1% | — | — | Put | 464287950 |
| — | INTL GAME TECHNOLOGY | 9,091,000 | $9.705M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 459902AQ5 |
| — | RYLAND GRP INC | 6,542,000 | $9.482M | 0.1% | $1.45 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| ABBV | ABBVIE | 227,800 | $9.417M | 0.1% | $26.55 | 0.0% | COMMON STOCK | 00287Y109 |
| — | TIME WARNER INC | 160,320 | $9.27M | 0.1% | $57.82 | — | COMMON STOCK | 887317303 |
| — | INTERDGTL COMMS | 8,500,000 | $9.184M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 458660AB3 |
| MO | ALTRIA GROUP INC | 257,000 | $8.992M | 0.1% | $16.28 | 0.0% | COMMON STOCK | 02209S103 |
| — | BROOKDALE SENIOR LIVING INC | 7,500,000 | $8.839M | 0.1% | $1.18 | — | CONVERTIBLE SECURITY | 112463AA2 |
| — | GILEAD SCIENCES | 6,945 | $8.817M | 0.1% | — | — | Call | 375558903 |
| — | INTEGRA LIFESCI | 8,951,000 | $8.776M | 0.1% | $0.98 | — | CONVERTIBLE SECURITY | 457985AK5 |
| MAS | MASCO CORP | 450,000 | $8.771M | 0.1% | $14.92 | 0.0% | COMMON STOCK | 574599106 |
| RIO | RIO TINTO PLC | 210,000 | $8.627M | 0.1% | $41.08 | — | COMMON STOCK | 767204100 |
| — | BOTTOMLINE TECH | 7,750,000 | $8.476M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| COP | CONOCOPHILLIPS | 140,000 | $8.47M | 0.1% | $39.96 | 0.0% | COMMON STOCK | 20825C104 |
| — | UNDER ARMOUR INC | 8,385 | $8.324M | 0.1% | — | — | Call | 904311907 |
| CVS | CVS CORP | 145,000 | $8.291M | 0.1% | $41.44 | 0.0% | COMMON STOCK | 126650100 |
| BUD | ANHEUSER-BUSCH INBEV NV | 91,818 | $8.287M | 0.1% | $90.25 | — | COMMON STOCK | 03524A108 |
| NOK | NOKIA CP | 2,200,000 | $8.228M | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| — | NEWMONT MINING CORP | 7,518,000 | $8.062M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 651639AJ5 |
| ABT | ABBOTT LABORATORIES | 227,800 | $7.946M | 0.1% | $28.85 | 0.0% | COMMON STOCK | 002824100 |
| FCX | FREEPORT-MCMORAN COP&GOLD | 276,133 | $7.624M | 0.0% | $24.45 | 0.0% | COMMON STOCK | 35671D857 |
| NVO | NOVO-NORDISK | 47,750 | $7.4M | 0.0% | $154.97 | — | COMMON STOCK | 670100205 |
| — | JNJ | 6,216,000 | $7.35M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| — | DEALERTRACK HOLDINGS INC | 6,185,000 | $7.173M | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 242309AB8 |
| LNC | LINCOLN NATIONAL CORP | 196,074 | $7.151M | 0.0% | $22.50 | 0.0% | COMMON STOCK | 534187109 |
| UPS | UNITED PARCEL SERVICE | 82,500 | $7.135M | 0.0% | $55.38 | 0.0% | COMMON STOCK | 911312106 |
| MS | MORGAN STANLEY | 286,700 | $7.004M | 0.0% | $17.33 | 0.0% | COMMON STOCK | 617446448 |
| — | NEWMONT MINING CORP | 6,873,000 | $6.959M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 651639AH9 |
| — | MEDTRONIC INC | 132,000 | $6.794M | 0.0% | $51.47 | — | COMMON STOCK | 585055106 |
| — | FORESTAR GROUP INC | 6,000,000 | $6.787M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| BK | BANK OF NEW YORK MELLON CORP | 241,000 | $6.76M | 0.0% | $21.22 | 0.0% | COMMON STOCK | 064058100 |
| BMY | BRISTOL MYERS SQUIBB | 150,872 | $6.742M | 0.0% | $28.67 | 0.0% | COMMON STOCK | 110122108 |
| — | SALESFORCE.COM INC | 18,330 | $6.714M | 0.0% | — | — | Call | 79466L902 |
| — | MONSANTO CO | 67,000 | $6.62M | 0.0% | $98.81 | — | COMMON STOCK | 61166W101 |
| — | MERITAGE CORP | 6,000,000 | $6.544M | 0.0% | $1.09 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| — | GAP INC | 6,540 | $6.475M | 0.0% | — | — | Call | 364760908 |
| — | DUPONT DE NEMOUR & CO | 123,000 | $6.458M | 0.0% | $52.50 | — | COMMON STOCK | 263534109 |
| — | HEALTH CR REIT | 4,887,000 | $6.435M | 0.0% | $1.32 | — | CONVERTIBLE SECURITY | 42217KAR7 |
| V | VISA INC | 35,000 | $6.396M | 0.0% | $40.02 | 0.0% | COMMON STOCK | 92826C839 |
| — | ROYAL GOLD INC | 7,000,000 | $6.381M | 0.0% | $0.91 | — | CONVERTIBLE SECURITY | 780287AA6 |
| CL | COLGATE-PALMOLIVE CO | 110,298 | $6.319M | 0.0% | $44.38 | 0.0% | COMMON STOCK | 194162103 |
| — | VARIAN MEDICAL SYSTEMS INC | 91,825 | $6.194M | 0.0% | $67.45 | — | COMMON STOCK | 92220P105 |
| — | THERAVANCE INC | 4,000,000 | $6.188M | 0.0% | $1.55 | — | CONVERTIBLE SECURITY | 88338TAB0 |
| BA | BOEING CO | 60,000 | $6.146M | 0.0% | $80.37 | 0.0% | COMMON STOCK | 097023105 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $6.131M | 0.0% | $1.23 | — | CONVERTIBLE SECURITY | 292554AC6 |
| OMC | OMNICOM GROUP INC | 97,392 | $6.123M | 0.0% | $40.69 | 0.0% | COMMON STOCK | 681919106 |
| — | CHART INDUSTRIES INC | 4,000,000 | $6.062M | 0.0% | $1.52 | — | CONVERTIBLE SECURITY | 16115QAC4 |
| — | PHOTRONICS INC | 5,500,000 | $6.04M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 719405AH5 |
| — | BLACKROCK INC | 23,500 | $6.036M | 0.0% | $256.85 | — | COMMON STOCK | 09247X101 |
| AGCO | AGCO CORP | 120,139 | $6.03M | 0.0% | $41.52 | 0.0% | COMMON STOCK | 001084102 |
| NXPI | NXP SEMICONDUCTORS NV | 191,785 | $5.941M | 0.0% | $26.01 | 0.0% | COMMON STOCK | N6596X109 |
| — | CEMEX SA | 5,060,000 | $5.816M | 0.0% | $1.15 | — | CONVERTIBLE SECURITY | 151290AV5 |
| — | COMTECH TELECOMMUNICATIONS | 5,625,000 | $5.816M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 205826AF7 |
| — | ROVI CORP | 5,500,000 | $5.638M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 779376AB8 |
| — | BROADSOFT INC | 5,500,000 | $5.624M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 11133BAB8 |
| MMM | 3M CO | 51,000 | $5.577M | 0.0% | $61.26 | 0.0% | COMMON STOCK | 88579Y101 |
| UNH | UNITEDHEALTH GROUP INC | 85,000 | $5.566M | 0.0% | $50.75 | 0.0% | COMMON STOCK | 91324P102 |
| — | STONE ENERGY CP | 6,000,000 | $5.559M | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 861642AN6 |
| — | SINA.COM | 98,335 | $5.48M | 0.0% | $55.73 | — | COMMON STOCK | G81477104 |
| — | COACH INC | 94,000 | $5.366M | 0.0% | $57.09 | — | COMMON STOCK | 189754104 |
| SLM | SLM CORP | 232,701 | $5.32M | 0.0% | $7.81 | 0.0% | COMMON STOCK | 78442P106 |
| PRU | PRUDENTIAL FINANCIAL INC | 72,500 | $5.295M | 0.0% | $38.68 | 0.0% | COMMON STOCK | 744320102 |
| — | ANADARKO PETROLEUM | 61,220 | $5.261M | 0.0% | $85.94 | — | COMMON STOCK | 032511107 |
| — | CONTINENTAL RESOURCES INC | 4,000 | $5.19M | 0.0% | — | — | Call | 212015901 |
| — | TAIWAN SEMICONDUCTOR | 20,000 | $5.15M | 0.0% | — | — | Call | 874039900 |
| LOW | LOWE'S COMPANIES | 125,000 | $5.113M | 0.0% | $32.16 | 0.0% | COMMON STOCK | 548661107 |
| — | XILINX INC | 3,679,000 | $5.095M | 0.0% | $1.38 | — | CONVERTIBLE SECURITY | 983919AD3 |
| GM | GENERAL MOTORS CO | 149,912 | $4.994M | 0.0% | $23.62 | 0.0% | COMMON STOCK | 37045V100 |
| TRV | TRAVELERS COMPANIES INC | 61,000 | $4.875M | 0.0% | $63.44 | 0.0% | COMMON STOCK | 89417E109 |
| KMB | KIMBERLY-CLARK CORP | 50,000 | $4.857M | 0.0% | $63.06 | 0.0% | COMMON STOCK | 494368103 |
| — | LENNAR CORP | 6,685 | $4.763M | 0.0% | — | — | Call | 526057904 |
| — | MINDRAY MEDICAL INTL LTD | 127,000 | $4.756M | 0.0% | $37.45 | — | COMMON STOCK | 602675100 |
| ITUB | ITAU UNIBANCO HOLDING SA | 360,700 | $4.66M | 0.0% | $12.92 | — | COMMON STOCK | 465562106 |
| SPG | SIMON PROPERTY GROUP INC | 29,000 | $4.58M | 0.0% | $88.80 | 0.0% | COMMON STOCK | 828806109 |
| WYNN | WYNN RESORTS LTD | 35,680 | $4.567M | 0.0% | $106.96 | 0.0% | COMMON STOCK | 983134107 |
| — | CBS CORP | 93,400 | $4.564M | 0.0% | $48.87 | — | COMMON STOCK | 124857202 |
| — | GILEAD SCIENCE | 1,971,000 | $4.474M | 0.0% | $2.27 | — | CONVERTIBLE SECURITY | 375558AN3 |
| MDLZ | Mondelez International Inc | 154,978 | $4.422M | 0.0% | $23.16 | 0.0% | COMMON STOCK | 609207105 |
| COF | CAPITAL ONE FINANCIAL CORP | 70,000 | $4.397M | 0.0% | $47.00 | 0.0% | COMMON STOCK | 14040H105 |
| — | CHESAPEAKE ENERGY CORP | 4,412,000 | $4.389M | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 165167BW6 |
| — | TTM TECHNOLOGIES INC | 4,300,000 | $4.326M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 87305RAC3 |
| — | Express Scripts Holding Co | 70,000 | $4.318M | 0.0% | $61.69 | — | COMMON STOCK | 30219G108 |
| DVN | DEVON ENERGY CORPORATION | 81,500 | $4.228M | 0.0% | $37.00 | 0.0% | COMMON STOCK | 25179M103 |
| — | FIDELITY NATIONAL FINL INC | 3,190,000 | $4.193M | 0.0% | $1.31 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| TXN | TEXAS INSTRUMENTS INC | 120,000 | $4.184M | 0.0% | $25.31 | 0.0% | COMMON STOCK | 882508104 |
| PSX | PHILLIPS 66 | 70,750 | $4.168M | 0.0% | $40.44 | 0.0% | COMMON STOCK | 718546104 |
| — | M/I HOMES INC | 4,000,000 | $4.161M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| BAX | BAXTER INTL INC | 60,000 | $4.156M | 0.0% | $30.42 | 0.0% | COMMON STOCK | 071813109 |
| TGT | TARGET CORP | 60,000 | $4.132M | 0.0% | $47.95 | 0.0% | COMMON STOCK | 87612E106 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $4.127M | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| — | NOBLE ENERGY INC | 67,758 | $4.068M | 0.0% | $60.04 | — | COMMON STOCK | 655044105 |
| — | AMERICA MOVIL SA | 187,000 | $4.067M | 0.0% | $21.75 | — | COMMON STOCK | 02364W105 |
| A | AGILENT TECHNOLOGIES INC | 94,470 | $4.04M | 0.0% | $27.97 | 0.0% | COMMON STOCK | 00846U101 |
| — | AMAZON.COM INC | 1,040 | $3.871M | 0.0% | — | — | Call | 023135906 |
| TMO | THERMO FISHER SCIENTIFIC INC | 45,000 | $3.808M | 0.0% | $79.76 | 0.0% | COMMON STOCK | 883556102 |
| — | EBAY INC | 2,925 | $3.803M | 0.0% | — | — | Call | 278642903 |
| DHR | DANAHER CORP | 60,000 | $3.798M | 0.0% | $25.01 | 0.0% | COMMON STOCK | 235851102 |
| ADM | ARCHER DANIELS MIDLAND | 110,000 | $3.73M | 0.0% | $23.37 | 0.0% | COMMON STOCK | 039483102 |
| HAL | HALLIBURTON CO | 89,000 | $3.713M | 0.0% | $33.21 | 0.0% | COMMON STOCK | 406216101 |
| — | MARATHON OIL CP | 105,000 | $3.631M | 0.0% | $34.58 | — | COMMON STOCK | 565849106 |
| — | CROWN CASTLE INTL CORP | 50,000 | $3.62M | 0.0% | $72.40 | — | COMMON STOCK | 228227104 |
| — | WADDELL & REED | 83,100 | $3.615M | 0.0% | $43.50 | — | COMMON STOCK | 930059100 |
| — | BED BATH & BEYOND INC | 49,940 | $3.541M | 0.0% | $70.91 | — | COMMON STOCK | 075896100 |
| — | TELEFLEX INC | 2,606,000 | $3.533M | 0.0% | $1.36 | — | CONVERTIBLE SECURITY | 879369AA4 |
| CMI | CUMMINS INC | 32,500 | $3.525M | 0.0% | $81.53 | 0.0% | COMMON STOCK | 231021106 |
| — | BAKER HUGHES | 75,000 | $3.46M | 0.0% | $46.13 | — | COMMON STOCK | 057224107 |
| FDX | FEDEX CORP | 35,000 | $3.45M | 0.0% | $81.95 | 0.0% | COMMON STOCK | 31428X106 |
| — | DELL INC | 255,000 | $3.404M | 0.0% | $13.35 | — | COMMON STOCK | 24702R101 |
| DUK | DUKE ENERGY CORP | 50,000 | $3.375M | 0.0% | $41.83 | 0.0% | COMMON STOCK | 26441C204 |
| — | TIME WARNER CABLE | 30,000 | $3.374M | 0.0% | $112.47 | — | COMMON STOCK | 88732J207 |
| NSC | NORFOLK SOTHN CORP | 46,000 | $3.342M | 0.0% | $57.67 | 0.0% | COMMON STOCK | 655844108 |
| — | CENTURYLINK INC | 94,000 | $3.323M | 0.0% | $35.35 | — | COMMON STOCK | 156700106 |
| SO | SOUTHN COMPANY | 75,000 | $3.31M | 0.0% | $26.74 | 0.0% | COMMON STOCK | 842587107 |
| — | PROSPECT CAPITAL CORP | 3,200,000 | $3.289M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| EMR | EMERSON ELECTRIC CO | 60,000 | $3.272M | 0.0% | $40.02 | 0.0% | COMMON STOCK | 291011104 |
| — | THE CARLYLE GROUP | 126,950 | $3.263M | 0.0% | $25.70 | — | COMMON STOCK | 14309L102 |
| NEE | NEXTERA ENERGY INC | 40,000 | $3.259M | 0.0% | $14.15 | 0.0% | COMMON STOCK | 65339F101 |
| — | HORSEHEAD HOLDING CORP | 2,950,000 | $3.232M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 440694AB3 |
| RIG | TRANSOCEAN LTD | 66,809 | $3.203M | 0.0% | $50.97 | 0.0% | COMMON STOCK | H8817H100 |
| M | MACYS INC | 66,681 | $3.201M | 0.0% | $46.44 | 0.0% | COMMON STOCK | 55616P104 |
| — | REGENERON PHARMACEUTICALS INC | 430 | $3.197M | 0.0% | — | — | Call | 75886F907 |
| — | CYBERONICS INC | 61,413 | $3.191M | 0.0% | $51.96 | — | COMMON STOCK | 23251P102 |
| VALE | VALE | 242,000 | $3.182M | 0.0% | $13.15 | — | COMMON STOCK | 91912E105 |
| CSX | CSX CORPORATION | 135,000 | $3.131M | 0.0% | $6.66 | 0.0% | COMMON STOCK | 126408103 |
| D | DOMINION RESOURCES INC VA | 55,000 | $3.125M | 0.0% | $34.53 | 0.0% | COMMON STOCK | 25746U109 |
| — | DISCOVERY COMMUNICATIONS INC | 39,975 | $3.086M | 0.0% | $77.20 | — | COMMON STOCK | 25470F104 |
| TEX | TEREX CORP | 116,993 | $3.077M | 0.0% | $30.88 | 0.0% | COMMON STOCK | 880779103 |
| — | APOLLO GLOBAL MANAGEMENT | 127,005 | $3.061M | 0.0% | $24.10 | — | COMMON STOCK | 037612306 |
| — | RAYTHEON CO | 46,043 | $3.044M | 0.0% | $66.11 | — | COMMON STOCK | 755111507 |
| — | BROADCOM CORP | 90,000 | $3.038M | 0.0% | $33.76 | — | COMMON STOCK | 111320107 |
| — | ALLERGAN INC | 36,000 | $3.033M | 0.0% | $84.25 | — | COMMON STOCK | 018490102 |
| — | EOG RESOURCES INC | 1,300 | $2.941M | 0.0% | — | — | Call | 26875P901 |
| TEVA | TEVA PHARMACEUTICAL IND | 74,119 | $2.905M | 0.0% | $39.19 | — | COMMON STOCK | 881624209 |
| ADP | AUTOMATIC DATA | 42,000 | $2.892M | 0.0% | $45.09 | 0.0% | COMMON STOCK | 053015103 |
| — | BB&T CORPORATION | 85,000 | $2.88M | 0.0% | $33.88 | — | COMMON STOCK | 054937107 |
| MAR | MARRIOTT INTL INC | 70,502 | $2.846M | 0.0% | $36.65 | 0.0% | COMMON STOCK | 571903202 |
| — | PRECISION CASTPARTS CORP | 12,500 | $2.825M | 0.0% | $226.00 | — | COMMON STOCK | 740189105 |
| AEP | AMER ELECTRIC POWER INC | 63,000 | $2.821M | 0.0% | $30.44 | 0.0% | COMMON STOCK | 025537101 |
| — | WHITEWAVE FOODS COMPANY | 173,475 | $2.819M | 0.0% | $16.25 | — | COMMON STOCK | 966244105 |
| — | WPX ENERGY | 146,733 | $2.779M | 0.0% | $18.94 | — | COMMON STOCK | 98212B103 |
| YUM | YUM! BRANDS INC | 40,000 | $2.774M | 0.0% | $38.97 | 0.0% | COMMON STOCK | 988498101 |
| PCG | P G & E CORP | 60,000 | $2.744M | 0.0% | $38.88 | 0.0% | COMMON STOCK | 69331C108 |
| GD | GENERAL DYNAMICS CORP | 35,000 | $2.742M | 0.0% | $56.44 | 0.0% | COMMON STOCK | 369550108 |
| DVA | DaVita HealthCare Partners Inc | 22,470 | $2.714M | 0.0% | $62.44 | 0.0% | COMMON STOCK | 23918K108 |
| — | JOHNSON CONTROLS INC | 75,000 | $2.684M | 0.0% | $35.79 | — | COMMON STOCK | 478366107 |
| — | VIROPHARMA INC | 92,952 | $2.663M | 0.0% | $28.65 | — | COMMON STOCK | 928241108 |
| — | ALTRA HOLDINGS INC | 2,200,000 | $2.637M | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 02208RAE6 |
| DE | DEERE & CO | 32,000 | $2.6M | 0.0% | $68.04 | 0.0% | COMMON STOCK | 244199105 |
| — | CIGNA CORP | 35,500 | $2.573M | 0.0% | $72.48 | — | COMMON STOCK | 125509109 |
| — | MEDIVATION INC | 2,000,000 | $2.54M | 0.0% | $1.27 | — | CONVERTIBLE SECURITY | 58501NAA9 |
| NEM | NEWMONT MINING CORP | 84,000 | $2.516M | 0.0% | $25.34 | 0.0% | COMMON STOCK | 651639106 |
| STT | STATE STREET CORP | 38,500 | $2.511M | 0.0% | $44.60 | 0.0% | COMMON STOCK | 857477103 |
| VNO | VORNADO REALTY TRUST | 30,000 | $2.486M | 0.0% | $82.87 | — | COMMON STOCK | 929042109 |
| EXC | EXELON CORP | 80,500 | $2.486M | 0.0% | $15.41 | 0.0% | COMMON STOCK | 30161N101 |
| — | VIACOM INC | 36,500 | $2.484M | 0.0% | $68.05 | — | COMMON STOCK | 92553P201 |
| IVZ | INVESCO LTD | 75,000 | $2.385M | 0.0% | $18.88 | 0.0% | COMMON STOCK | G491BT108 |
| — | IGNITE RESTAURANT GROUP INC | 126,223 | $2.382M | 0.0% | $18.87 | — | COMMON STOCK | 451730105 |
| — | INVENSENSE | 153,770 | $2.365M | 0.0% | $15.38 | — | COMMON STOCK | 46123D205 |
| PPG | PPG INDUSTRIES INC | 16,000 | $2.343M | 0.0% | $59.61 | 0.0% | COMMON STOCK | 693506107 |
| ED | CONSOL EDISON | 40,000 | $2.332M | 0.0% | $37.50 | 0.0% | COMMON STOCK | 209115104 |
| LYB | LYONDELLBASELL INDUSTRIES | 35,000 | $2.319M | 0.0% | $33.34 | 0.0% | COMMON STOCK | N53745100 |
| VLO | VALERO ENERGY | 65,000 | $2.26M | 0.0% | $24.01 | 0.0% | COMMON STOCK | 91913Y100 |
| — | NOBLE CORP | 59,470 | $2.235M | 0.0% | $37.58 | — | COMMON STOCK | H5833N103 |
| ULTA | ULTA SALON COSMETICS | 21,884 | $2.192M | 0.0% | $89.99 | 0.0% | COMMON STOCK | 90384S303 |
| XYL | XYLEM INC | 79,810 | $2.15M | 0.0% | $23.44 | 0.0% | COMMON STOCK | 98419M100 |
| AFL | AFLAC INC | 37,000 | $2.15M | 0.0% | $20.11 | 0.0% | COMMON STOCK | 001055102 |
| — | KRAFT FOODS GROUP INC | 38,333 | $2.142M | 0.0% | $55.88 | — | COMMON STOCK | 50076Q106 |
| — | ARCHER DANIELS MIDLAND | 2,106,000 | $2.126M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 039483AW2 |
| AMT | AMERICAN TOWER REIT INC | 28,500 | $2.085M | 0.0% | $59.51 | 0.0% | COMMON STOCK | 03027X100 |
| — | APACHE CORP | 24,500 | $2.054M | 0.0% | $83.84 | — | COMMON STOCK | 037411105 |
| DEO | DIAGEO PLC | 17,521 | $2.014M | 0.0% | $114.95 | — | COMMON STOCK | 25243Q205 |
| — | AEROPOSTALE INC | 143,945 | $1.986M | 0.0% | $13.80 | — | COMMON STOCK | 007865108 |
| FITB | FIFTH THIRD BK | 110,000 | $1.986M | 0.0% | $11.47 | 0.0% | COMMON STOCK | 316773100 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 64,000 | $1.979M | 0.0% | $22.20 | 0.0% | COMMON STOCK | 416515104 |
| — | KKR & CO LP | 100,249 | $1.971M | 0.0% | $19.66 | — | COMMON STOCK | 48248M102 |
| — | GENERAL MOTORS CO | 81,739 | $1.962M | 0.0% | $24.00 | — | WARRANTS | 37045V118 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 60,000 | $1.96M | 0.0% | $21.73 | 0.0% | COMMON STOCK | 744573106 |
| MPC | MARATHON PETROLEUM | 27,500 | $1.954M | 0.0% | $27.55 | 0.0% | COMMON STOCK | 56585A102 |
| — | ST JUDE MEDICAL INC | 42,500 | $1.939M | 0.0% | $45.62 | — | COMMON STOCK | 790849103 |
| — | SPECTRA ENERGY CORP | 55,000 | $1.895M | 0.0% | $34.45 | — | COMMON STOCK | 847560109 |
| — | CITIGROUP INC | 5,800 | $1.885M | 0.0% | — | — | Call | 172967904 |
| HSY | HERSHEY FOODS CORP | 21,000 | $1.875M | 0.0% | $65.69 | 0.0% | COMMON STOCK | 427866108 |
| MSI | MOTOROLA SOLUTIONS INC | 31,428 | $1.814M | 0.0% | $47.42 | 0.0% | COMMON STOCK | 620076307 |
| RF | REGIONS FINANCIAL CORP | 190,000 | $1.811M | 0.0% | $5.80 | 0.0% | COMMON STOCK | 7591EP100 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 47,800 | $1.79M | 0.0% | $23.49 | 0.0% | COMMON STOCK | 74251V102 |
| INFY | INFOSYS LTD | 43,000 | $1.771M | 0.0% | $41.19 | — | COMMON STOCK | 456788108 |
| — | LABORATORY CORP LYONS | 1,305,000 | $1.751M | 0.0% | $1.34 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| — | NUANCE COMMUNICATIONS INC | 94,140 | $1.73M | 0.0% | $18.38 | — | COMMON STOCK | 67020Y100 |
| — | CHUBB CORP | 20,000 | $1.693M | 0.0% | $84.65 | — | COMMON STOCK | 171232101 |
| EIX | EDISON INTL | 35,000 | $1.686M | 0.0% | $30.71 | 0.0% | COMMON STOCK | 281020107 |
| — | SYMANTEC CORP | 75,000 | $1.685M | 0.0% | $22.47 | — | COMMON STOCK | 871503108 |
| — | AETNA INC | 26,500 | $1.684M | 0.0% | $63.55 | — | COMMON STOCK | 00817Y108 |
| ETR | ENTERGY CORP | 24,000 | $1.672M | 0.0% | $20.57 | 0.0% | COMMON STOCK | 29364G103 |
| SPY | SPDR TRUST SERIES 1 | 10,410 | $1.666M | 0.0% | $160.04 | — | COMMON STOCK | 78462F103 |
| — | FLEETMATICS GROUP PLC | 49,960 | $1.66M | 0.0% | $33.23 | — | COMMON STOCK | G35569105 |
| ROST | ROSS STORES INC | 25,000 | $1.62M | 0.0% | $28.26 | 0.0% | COMMON STOCK | 778296103 |
| SYK | STRYKER CORP | 25,000 | $1.617M | 0.0% | $56.92 | 0.0% | COMMON STOCK | 863667101 |
| TDC | TERADATA CORP | 32,040 | $1.609M | 0.0% | $53.87 | 0.0% | COMMON STOCK | 88076W103 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.586M | 0.0% | $15.16 | 0.0% | COMMON STOCK | 56501R106 |
| — | ALEXION PHARMACEUTICALS INC | 17,000 | $1.568M | 0.0% | $92.24 | — | COMMON STOCK | 015351109 |
| APH | AMPHENOL CORP | 20,000 | $1.559M | 0.0% | $8.50 | 0.0% | COMMON STOCK | 032095101 |
| CF | CF INDUSTRIES HOLDINGS INC | 9,000 | $1.544M | 0.0% | $26.73 | 0.0% | COMMON STOCK | 125269100 |
| NVDA | NVIDIA CORP | 110,000 | $1.543M | 0.0% | $0.32 | 0.0% | COMMON STOCK | 67066G104 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 24,500 | $1.534M | 0.0% | $29.46 | 0.0% | COMMON STOCK | 192446102 |
| — | CHESAPEAKE ENERGY CORP | 75,000 | $1.529M | 0.0% | $20.39 | — | COMMON STOCK | 165167107 |
| PPL | PPL CORP | 50,000 | $1.513M | 0.0% | $16.36 | 0.0% | COMMON STOCK | 69351T106 |
| GWRE | GUIDEWIRE SOFTWARE | 35,495 | $1.493M | 0.0% | $39.96 | 0.0% | COMMON STOCK | 40171V100 |
| PRLB | PROTO LABS INC. | 22,195 | $1.442M | 0.0% | $53.72 | 0.0% | COMMON STOCK | 743713109 |
| — | ARRAY BIOPHARMA | 1,500,000 | $1.424M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 04269XAA3 |
| — | INTL GAME TECHNOLOGY | 83,500 | $1.395M | 0.0% | $16.71 | — | COMMON STOCK | 459902102 |
| — | GENERAL MOTORS CO | 81,739 | $1.336M | 0.0% | $16.34 | — | WARRANTS | 37045V126 |
| — | SEADRILL LTD | 32,735 | $1.334M | 0.0% | $40.75 | — | COMMON STOCK | G7945E105 |
| URBN | URBAN OUTFITTERS INC | 32,765 | $1.318M | 0.0% | $41.26 | 0.0% | COMMON STOCK | 917047102 |
| DG | DOLLAR GENERAL | 26,000 | $1.311M | 0.0% | $45.09 | 0.0% | COMMON STOCK | 256677105 |
| FE | FIRSTENERGY CORP | 35,000 | $1.307M | 0.0% | $24.57 | 0.0% | COMMON STOCK | 337932107 |
| XEL | XCEL ENERGY INC | 45,000 | $1.275M | 0.0% | $19.78 | 0.0% | COMMON STOCK | 98389B100 |
| SWKS | SKYWORKS SOLUTIONS INC | 58,070 | $1.271M | 0.0% | $17.70 | 0.0% | COMMON STOCK | 83088M102 |
| AMG | AFFILIATED MANAGERS GROUP | 7,657 | $1.255M | 0.0% | $153.14 | 0.0% | COMMON STOCK | 008252108 |
| WT | WISDOMTREE INVESTMENTS INC | 105,666 | $1.223M | 0.0% | $11.69 | 0.0% | COMMON STOCK | 97717P104 |
| GIS | GENERAL MILLS INC | 25,000 | $1.213M | 0.0% | $31.98 | 0.0% | COMMON STOCK | 370334104 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 31,500 | $1.197M | 0.0% | $31.69 | 0.0% | COMMON STOCK | 302130109 |
| — | ATWOOD OCEANICS | 22,290 | $1.16M | 0.0% | $52.04 | — | COMMON STOCK | 050095108 |
| — | JUNIPER NETWORKS INC | 60,000 | $1.159M | 0.0% | $19.32 | — | COMMON STOCK | 48203R104 |
| VRSN | VERISIGN INC | 25,000 | $1.117M | 0.0% | $45.93 | 0.0% | COMMON STOCK | 92343E102 |
| — | CITRIX SYSTEMS INC | 18,500 | $1.116M | 0.0% | $60.32 | — | COMMON STOCK | 177376100 |
| — | OASIS PETROLEUM INC | 28,635 | $1.113M | 0.0% | $38.87 | — | COMMON STOCK | 674215108 |
| XLK | Technology Select Sector SPDR | 36,085 | $1.104M | 0.0% | $30.59 | — | COMMON STOCK | 81369Y803 |
| — | INTERPUBLIC GROUP OF COS | 75,000 | $1.091M | 0.0% | $9.16 | 0.0% | COMMON STOCK | 460690100 |
| PHM | PULTEGROUP INC | 57,000 | $1.081M | 0.0% | $17.74 | 0.0% | COMMON STOCK | 745867101 |
| DECK | DECKERS OUTDOOR | 21,223 | $1.072M | 0.0% | $9.07 | 0.0% | COMMON STOCK | 243537107 |
| HP | HELMERICH & PAYNE INC | 17,000 | $1.062M | 0.0% | $61.57 | 0.0% | COMMON STOCK | 423452101 |
| — | URS CORP | 21,490 | $1.015M | 0.0% | $47.23 | — | COMMON STOCK | 903236107 |
| — | BARRICK GOLD CORP | 64,200 | $1.011M | 0.0% | $15.75 | — | COMMON STOCK | 067901108 |
| KSS | KOHLS CORP | 20,000 | $1.01M | 0.0% | $49.51 | 0.0% | COMMON STOCK | 500255104 |
| LEN | LENNAR CORP | 27,500 | $991K | 0.0% | $34.18 | 0.0% | COMMON STOCK | 526057104 |
| DHI | D R HORTON INC | 46,500 | $990K | 0.0% | $21.23 | 0.0% | COMMON STOCK | 23331A109 |
| SHOO | STEVEN MADDEN LTD | 19,605 | $948K | 0.0% | $18.10 | 0.0% | COMMON STOCK | 556269108 |
| — | INTEL CORP | 732,000 | $934K | 0.0% | $1.28 | — | CONVERTIBLE SECURITY | 458140AF7 |
| — | PANERA BREAD CO | 4,976 | $925K | 0.0% | $185.89 | — | COMMON STOCK | 69840W108 |
| GNW | GENWORTH FINANCIAL INC | 80,000 | $913K | 0.0% | $10.41 | 0.0% | COMMON STOCK | 37247D106 |
| DGX | QUEST DIAGNOSTC | 15,000 | $909K | 0.0% | $46.22 | 0.0% | COMMON STOCK | 74834L100 |
| ACHC | ACADIA HEALTHCARE | 27,200 | $900K | 0.0% | $32.45 | 0.0% | COMMON STOCK | 00404A109 |
| — | AMTRUST FINANCIAL SERVICES INC | 24,390 | $871K | 0.0% | $35.71 | — | COMMON STOCK | 032359309 |
| — | MEDICINES CO | 28,005 | $861K | 0.0% | $30.74 | — | COMMON STOCK | 584688105 |
| — | EATON VANCE CORP | 22,905 | $861K | 0.0% | $37.59 | — | COMMON STOCK | 278265103 |
| — | JOY GLOBAL INC | 17,500 | $849K | 0.0% | $48.51 | — | COMMON STOCK | 481165108 |
| SYNA | SYNAPTICS INC | 22,020 | $849K | 0.0% | $39.99 | 0.0% | COMMON STOCK | 87157D109 |
| — | AIR METHODS CORP | 25,000 | $847K | 0.0% | $33.88 | — | COMMON STOCK | 009128307 |
| — | NABORS INDUSTRIES LTD | 55,000 | $842K | 0.0% | $15.31 | — | COMMON STOCK | G6359F103 |
| EW | EDWARDS LIFESCI | 12,500 | $840K | 0.0% | $11.84 | 0.0% | COMMON STOCK | 28176E108 |
| THG | HANOVER INSURANCE GROUP INC | 16,605 | $812K | 0.0% | $34.64 | 0.0% | COMMON STOCK | 410867105 |
| — | ENERGIZER HLDGS | 8,055 | $810K | 0.0% | $100.56 | — | COMMON STOCK | 29266R108 |
| — | WELLPOINT INC | 9,800 | $802K | 0.0% | $81.84 | — | COMMON STOCK | 94973V107 |
| — | LABORATORY CRP OF AMER HLDGS | 8,000 | $801K | 0.0% | $100.13 | — | COMMON STOCK | 50540R409 |
| PKG | PACKAGING CORP OF AMERICA | 16,355 | $801K | 0.0% | $32.81 | 0.0% | COMMON STOCK | 695156109 |
| FFIV | F5 NETWORKSINC | 11,500 | $791K | 0.0% | $76.95 | 0.0% | COMMON STOCK | 315616102 |
| KR | KROGER CO | 22,825 | $788K | 0.0% | $13.44 | 0.0% | COMMON STOCK | 501044101 |
| — | BONANZA CREEK ENERGY INC | 21,970 | $779K | 0.0% | $35.46 | — | COMMON STOCK | 097793103 |
| PWR | QUANTA SERVICES INC | 29,100 | $770K | 0.0% | $27.23 | 0.0% | COMMON STOCK | 74762E102 |
| — | KLA-TENCOR CORP | 1,600 | $752K | 0.0% | — | — | Call | 482480900 |
| — | APACHE CORP | 15,525 | $747K | 0.0% | $48.12 | — | CONVERTIBLE PREFERRED SECURITY | 037411808 |
| DCI | DONALDSON CO INC | 20,920 | $746K | 0.0% | $29.49 | 0.0% | COMMON STOCK | 257651109 |
| MCHP | MICROCHIP TECHNOLOGY INC | 20,000 | $745K | 0.0% | $13.83 | 0.0% | COMMON STOCK | 595017104 |
| — | ON ASSIGNMENT INC | 27,800 | $743K | 0.0% | $26.73 | — | COMMON STOCK | 682159108 |
| LKQ | LKQ CORP | 28,400 | $731K | 0.0% | $21.42 | 0.0% | COMMON STOCK | 501889208 |
| ON | ON SEMICONDUCTOR CORP | 89,600 | $724K | 0.0% | $8.02 | 0.0% | COMMON STOCK | 682189105 |
| — | CHESAPEAKE ENRG | 765,000 | $724K | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 165167BZ9 |
| — | INFOBLOX | 24,675 | $722K | 0.0% | $29.26 | — | COMMON STOCK | 45672H104 |
| VMI | VALMONT INDUSTRIES | 5,037 | $721K | 0.0% | $146.58 | 0.0% | COMMON STOCK | 920253101 |
| FTNT | FORTINET INC | 39,750 | $696K | 0.0% | $3.73 | 0.0% | COMMON STOCK | 34959E109 |
| — | ROADRUNNER TRANSPORTATION | 25,000 | $696K | 0.0% | $27.84 | — | COMMON STOCK | 76973Q105 |
| — | MDC HOLDINGS INC | 21,250 | $691K | 0.0% | $32.52 | — | COMMON STOCK | 552676108 |
| — | PRIVATEBANCORP INC | 32,400 | $687K | 0.0% | $21.20 | — | COMMON STOCK | 742962103 |
| — | FAIRCHILD SEMICONDUCTOR INTL | 49,000 | $676K | 0.0% | $13.80 | — | COMMON STOCK | 303726103 |
| — | IXIA | 36,540 | $672K | 0.0% | $18.39 | — | COMMON STOCK | 45071R109 |
| — | TEAM HEALTH HOLDINGS INC | 16,200 | $665K | 0.0% | $41.05 | — | COMMON STOCK | 87817A107 |
| — | STILLWATER MINING | 61,500 | $661K | 0.0% | $10.75 | — | COMMON STOCK | 86074Q102 |
| — | GULFPORT ENGY | 13,700 | $645K | 0.0% | $47.08 | — | COMMON STOCK | 402635304 |
| — | CLIFFS NATURAL RESOURCES INC | 39,500 | $642K | 0.0% | $16.25 | — | COMMON STOCK | 18683K101 |
| — | BUFFALO WILD WINGS INC | 6,500 | $638K | 0.0% | $98.15 | — | COMMON STOCK | 119848109 |
| — | THE FRESH MARKET | 12,600 | $626K | 0.0% | $49.68 | — | COMMON STOCK | 35804H106 |
| — | COLFAX CORP | 12,000 | $625K | 0.0% | $52.08 | — | COMMON STOCK | 194014106 |
| DLTR | DOLLAR TREE | 12,300 | $625K | 0.0% | $48.73 | 0.0% | COMMON STOCK | 256746108 |
| MD | MEDNAX INC | 6,800 | $623K | 0.0% | $44.76 | 0.0% | COMMON STOCK | 58502B106 |
| AL | AIR LEASE | 22,500 | $621K | 0.0% | $23.75 | 0.0% | COMMON STOCK | 00912X302 |
| — | WISC ENERGY CP | 15,000 | $615K | 0.0% | $41.00 | — | COMMON STOCK | 976657106 |
| — | TIBCO SOFTWARE | 28,550 | $611K | 0.0% | $21.40 | — | COMMON STOCK | 88632Q103 |
| — | USG CORP | 26,100 | $602K | 0.0% | $23.07 | — | COMMON STOCK | 903293405 |
| — | INTERXION HOLDING NV | 23,000 | $601K | 0.0% | $26.13 | — | COMMON STOCK | N47279109 |
| PVH | PVH CORP | 4,800 | $600K | 0.0% | $112.68 | 0.0% | COMMON STOCK | 693656100 |
| ZION | ZIONS BANCORPORATION | 20,600 | $595K | 0.0% | $26.15 | 0.0% | COMMON STOCK | 989701107 |
| TYL | TYLER TECH INC | 8,670 | $594K | 0.0% | $64.83 | 0.0% | COMMON STOCK | 902252105 |
| JLL | JONES LANG LASALLE INC | 6,500 | $592K | 0.0% | $90.65 | 0.0% | COMMON STOCK | 48020Q107 |
| — | TOYOTA MOTOR CORP | 340 | $588K | 0.0% | — | — | Call | 892331907 |
| — | EQUINIX INC | 3,175 | $586K | 0.0% | $184.57 | — | COMMON STOCK | 29444U502 |
| — | DRIL-QUIP | 6,400 | $578K | 0.0% | $90.31 | — | COMMON STOCK | 262037104 |
| CIEN | CIENA CORP | 29,300 | $569K | 0.0% | $16.65 | 0.0% | COMMON STOCK | 171779309 |
| — | SANTARUS INC | 26,800 | $564K | 0.0% | $21.04 | — | COMMON STOCK | 802817304 |
| EXP | EAGLE MATERIALS INC | 8,500 | $563K | 0.0% | $65.06 | 0.0% | COMMON STOCK | 26969P108 |
| — | CEPHEID INC | 16,200 | $558K | 0.0% | $34.44 | — | COMMON STOCK | 15670R107 |
| — | HOME INNS & HOTELS MANAG | 20,700 | $553K | 0.0% | $26.71 | — | COMMON STOCK | 43713W107 |
| — | JAMBA INC | 36,500 | $545K | 0.0% | $14.93 | — | COMMON STOCK | 47023A309 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 9,700 | $541K | 0.0% | $62.32 | 0.0% | COMMON STOCK | 09061G101 |
| — | MOLSON COORS BREWING CO | 532,000 | $538K | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 60871RAA8 |
| — | NEKTAR THERAPEUTICS | 46,358 | $535K | 0.0% | $11.54 | — | COMMON STOCK | 640268108 |
| — | MONSTER BEVERAGE CORP | 8,700 | $529K | 0.0% | $60.80 | — | COMMON STOCK | 611740101 |
| OII | OCEANEERING INTL INC | 7,300 | $527K | 0.0% | $69.83 | 0.0% | COMMON STOCK | 675232102 |
| — | ROCKWOOD HOLDINGS INC | 8,200 | $525K | 0.0% | $64.02 | — | COMMON STOCK | 774415103 |
| MOV | MOVADO GROUP INC | 15,300 | $518K | 0.0% | $32.63 | 0.0% | COMMON STOCK | 624580106 |
| — | SPECTRANETICS CP | 27,700 | $517K | 0.0% | $18.66 | — | COMMON STOCK | 84760C107 |
| MNRO | MONRO MUFFLER BRAKE INC | 10,600 | $509K | 0.0% | $44.03 | 0.0% | COMMON STOCK | 610236101 |
| — | BASIC ENERGY SERVICES INC | 41,300 | $499K | 0.0% | $12.08 | — | COMMON STOCK | 06985P100 |
| BKU | BANKUNITED | 18,866 | $491K | 0.0% | $17.43 | 0.0% | COMMON STOCK | 06652K103 |
| — | ONYX PHARMACEUTICALS INC | 5,500 | $478K | 0.0% | $86.91 | — | COMMON STOCK | 683399109 |
| AMCX | AMC NETWORKS INC | 7,200 | $471K | 0.0% | $64.53 | 0.0% | COMMON STOCK | 00164V103 |
| — | JDS UNIPHASE CORP | 31,700 | $456K | 0.0% | $14.38 | — | COMMON STOCK | 46612J507 |
| NTES | NetEase Inc | 7,200 | $455K | 0.0% | $63.19 | — | COMMON STOCK | 64110W102 |
| EL | ESTEE LAUDER COMPANIES | 6,691 | $440K | 0.0% | $58.22 | 0.0% | COMMON STOCK | 518439104 |
| — | HOMEAWAY INC | 13,600 | $440K | 0.0% | $32.35 | — | COMMON STOCK | 43739Q100 |
| SF | STIFEL FINANCIAL CORP | 12,100 | $432K | 0.0% | $20.11 | 0.0% | COMMON STOCK | 860630102 |
| CAR | AVIS BUDGET GROUP INC | 15,000 | $431K | 0.0% | $28.57 | 0.0% | COMMON STOCK | 053774105 |
| IMAX | IMAX CORP | 17,200 | $428K | 0.0% | $26.76 | 0.0% | COMMON STOCK | 45245E109 |
| — | ASPEN TECHNOLOGY INC | 14,800 | $426K | 0.0% | $28.78 | — | COMMON STOCK | 045327103 |
| ALKS | ALKERMES PLC | 14,402 | $413K | 0.0% | $29.15 | 0.0% | COMMON STOCK | G01767105 |
| — | ARES CAPITAL CORP | 378,000 | $404K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 04010LAD5 |
| VECO | VEECO INSTRUMENTS INC | 11,400 | $404K | 0.0% | $37.63 | 0.0% | COMMON STOCK | 922417100 |
| ICLR | ICON PLC | 11,400 | $404K | 0.0% | $32.90 | 0.0% | COMMON STOCK | G4705A100 |
| APEI | AMERICAN PUBLIC EDUCATION | 10,700 | $398K | 0.0% | $36.06 | 0.0% | COMMON STOCK | 02913V103 |
| IPGP | IPG PHOTONICS CORP | 6,500 | $395K | 0.0% | $61.08 | 0.0% | COMMON STOCK | 44980X109 |
| INCY | INCYTE GENOMICS INC | 17,400 | $383K | 0.0% | $21.85 | 0.0% | COMMON STOCK | 45337C102 |
| — | H&E EQUIPMENT SERVICES INC | 18,000 | $379K | 0.0% | $21.06 | — | COMMON STOCK | 404030108 |
| TBI | TRUEBLUE INC | 17,800 | $375K | 0.0% | $21.57 | 0.0% | COMMON STOCK | 89785X101 |
| — | FLIR SYSTEMS INC | 12,900 | $348K | 0.0% | $26.98 | — | COMMON STOCK | 302445101 |
| — | VALE SA | 3,200 | $346K | 0.0% | — | — | Call | 91912E905 |
| — | ON SEMICONDUCTOR CORP | 293,000 | $338K | 0.0% | $1.15 | — | CONVERTIBLE SECURITY | 682189AH8 |
| DXCM | DEXCOM INC | 14,800 | $332K | 0.0% | $4.79 | 0.0% | COMMON STOCK | 252131107 |
| — | KEYW HOLDING CORP | 24,700 | $327K | 0.0% | $13.24 | — | COMMON STOCK | 493723100 |
| — | PERFORMANT FINANCIAL CORP | 27,059 | $314K | 0.0% | $11.60 | — | COMMON STOCK | 71377E105 |
| BCPC | BALCHEM CORP | 6,800 | $304K | 0.0% | $41.81 | 0.0% | COMMON STOCK | 057665200 |
| CPA | COPA HOLDINGS | 2,300 | $302K | 0.0% | $87.82 | 0.0% | COMMON STOCK | P31076105 |
| — | Boulder Brands Inc | 25,000 | $301K | 0.0% | $12.04 | — | COMMON STOCK | 101405108 |
| — | INFOSYS TECHNOLOGIES LTD | 2,650 | $298K | 0.0% | — | — | Call | 456788908 |
| — | FIRST CASH FINL SVCS INC | 5,500 | $271K | 0.0% | $49.27 | — | COMMON STOCK | 31942D107 |
| — | LAMAR ADVER CO | 6,220 | $270K | 0.0% | $43.41 | — | COMMON STOCK | 512815101 |
| GTLS | CHART INDUSTRIES INC | 2,800 | $263K | 0.0% | $87.43 | 0.0% | COMMON STOCK | 16115Q308 |
| NTAP | NETAPP INC | 6,972 | $263K | 0.0% | $26.74 | 0.0% | COMMON STOCK | 64110D104 |
| — | JANUS CAPITAL GROUP FUNDS | 230,000 | $241K | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 47102XAG0 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 644 | $235K | 0.0% | $7.17 | 0.0% | COMMON STOCK | 169656105 |
| — | ROPER INDS INC | 120,000 | $188K | 0.0% | $1.57 | — | CONVERTIBLE SECURITY | 776696AA4 |
| — | HERSHA HOSPTLY | 13,545 | $76,000 | 0.0% | $5.61 | — | COMMON STOCK | 427825104 |