Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q3 2013 (← Previous) (Next →)
Filing Date: Nov 14, 2013
Total Value: $15.94B (81.1% shares, 18.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 1,339,112 | $638M | 4.0% | $476.75 * | $13.16 | +11.7% | COMMON STOCK | 037833100 |
| SLB | SCHLUMBERGER LTD | 4,013,008 | $355M | 2.2% | $88.36 * | $52.90 | +20.2% | COMMON STOCK | 806857108 |
| AMZN | AMAZON.COM INC | 997,679 | $312M | 2.0% | $312.64 * | $13.32 | +17.4% | COMMON STOCK | 023135106 |
| — | GOOGLE INC | 348,485 | $305M | 1.9% | $875.91 | $880.37 | — | COMMON STOCK | 38259P508 |
| ACN | ACCENTURE PLC | 4,031,136 | $297M | 1.9% | $73.64 * | $63.81 | -7.2% | COMMON STOCK | G1151C101 |
| — | UTD TECHS CORP | 4,509,414 | $292M | 1.8% | $64.79 | $59.36 | — | CONVERTIBLE PREFERRED SECURITY | 913017117 |
| EBAY | EBAY INC | 4,789,046 | $267M | 1.7% | $55.79 * | $20.18 | +3.5% | COMMON STOCK | 278642103 |
| MA | MASTERCARD INC | 394,946 | $266M | 1.7% | $672.78 * | $51.54 | +21.2% | COMMON STOCK | 57636Q104 |
| KO | COCA-COLA CO | 7,006,356 | $265M | 1.7% | $37.88 * | $27.85 | -7.3% | COMMON STOCK | 191216100 |
| ETN | EATON CORP PLC | 3,553,854 | $245M | 1.5% | $68.84 * | $46.59 | +10.1% | COMMON STOCK | G29183103 |
| WFC | WELLS FARGO & COMPANY | 5,479,930 | $226M | 1.4% | $41.32 * | $28.81 | +1.7% | COMMON STOCK | 949746101 |
| JPM | JP MORGAN CHASE & CO | 4,305,374 | $223M | 1.4% | $51.69 * | $36.63 | +1.3% | COMMON STOCK | 46625H100 |
| — | SANDISK CORP | 157,970,000 | $209M | 1.3% | $1.33 | $1.35 | — | CONVERTIBLE SECURITY | 80004CAD3 |
| — | MICHAEL KORS HOLDINGS LIMITED | 2,735,856 | $204M | 1.3% | $74.52 | $62.02 | — | COMMON STOCK | G60754101 |
| C | CITIGROUP INC | 4,164,991 | $202M | 1.3% | $48.51 * | $36.76 | -1.8% | COMMON STOCK | 172967424 |
| QCOM | QUALCOMM INC | 2,913,781 | $196M | 1.2% | $67.36 * | $45.06 | +6.5% | COMMON STOCK | 747525103 |
| JNJ | JOHNSON & JOHNSON | 2,058,975 | $178M | 1.1% | $86.69 * | $59.66 | +3.4% | COMMON STOCK | 478160104 |
| META | FACEBOOK INC | 3,468,537 | $174M | 1.1% | $50.24 | $25.44 | +96.1% | COMMON STOCK | 30303M102 |
| — | PRICELINE.COM INC | 134,542,000 | $174M | 1.1% | $1.29 | $1.16 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | CONTINENTAL RESOURCES INC | 1,549,890 | $166M | 1.0% | $107.26 | $97.74 | — | COMMON STOCK | 212015101 |
| — | CERNER CORP | 3,114,120 | $164M | 1.0% | $52.55 | $72.33 | — | COMMON STOCK | 156782104 |
| DOV | DOVER CORP | 1,798,139 | $162M | 1.0% | $89.83 * | $39.99 | +21.1% | COMMON STOCK | 260003108 |
| EOG | EOG RESOURCES INC | 951,457 | $161M | 1.0% | $169.28 * | $46.52 | +32.2% | COMMON STOCK | 26875P101 |
| — | LORILLARD INC | 3,559,008 | $159M | 1.0% | $44.78 | $44.40 | — | COMMON STOCK | 544147101 |
| SBUX | STARBUCKS CORP | 2,065,577 | $159M | 1.0% | $76.97 * | $24.37 | +24.4% | COMMON STOCK | 855244109 |
| HD | HOME DEPOT | 2,055,119 | $156M | 1.0% | $75.85 * | $56.13 | +1.7% | COMMON STOCK | 437076102 |
| — | CELGENE CORP | 989,736 | $152M | 1.0% | $153.93 | $126.57 | — | COMMON STOCK | 151020104 |
| GILD | GILEAD SCIENCES INC | 2,299,209 | $144M | 0.9% | $62.84 * | $36.21 | +20.6% | COMMON STOCK | 375558103 |
| — | CHICAGO BRIDGE & IRON | 2,088,692 | $142M | 0.9% | $67.77 | $61.12 | — | COMMON STOCK | 167250109 |
| PM | PHILIP MORRIS INTERNATIONAL | 1,593,927 | $138M | 0.9% | $86.59 * | $49.85 | -5.0% | COMMON STOCK | 718172109 |
| TROW | T ROWE PRICE | 1,903,940 | $137M | 0.9% | $71.93 * | $47.69 | -2.8% | COMMON STOCK | 74144T108 |
| — | LINKEDIN CORPORATION | 551,028 | $136M | 0.9% | $246.06 | $195.37 | — | COMMON STOCK | 53578A108 |
| — | MGM MIRAGE | 105,405,000 | $134M | 0.8% | $1.27 | $1.18 | — | CONVERTIBLE SECURITY | 55303QAE0 |
| BEN | FRANKLIN RESOURCES INC | 2,507,034 | $127M | 0.8% | $50.55 * | $29.32 | +2.8% | COMMON STOCK | 354613101 |
| — | GILEAD SCIENCE | 45,705,000 | $126M | 0.8% | $2.76 | $2.29 | — | CONVERTIBLE SECURITY | 375558AP8 |
| — | PRICELINE.COM INC | 123,338 | $125M | 0.8% | $1010.95 | $827.13 | — | COMMON STOCK | 741503403 |
| — | GENERAL MOTORS CO | 2,194,365 | $110M | 0.7% | $50.15 | $48.57 | — | CONVERTIBLE PREFERRED SECURITY | 37045V209 |
| JAZZ | JAZZ PHARMACEUTICALS | 1,183,228 | $109M | 0.7% | $91.97 | $61.12 | +50.5% | COMMON STOCK | G50871105 |
| — | TRINITY INDUSTRIES INC | 88,843,000 | $108M | 0.7% | $1.22 | $1.18 | — | CONVERTIBLE SECURITY | 896522AF6 |
| REGN | REGENERON PHARMACEUTICALS INC | 334,221 | $105M | 0.7% | $312.87 | $232.63 | +33.8% | COMMON STOCK | 75886F107 |
| — | SALIX PHARMACEUTICALS LTD | 81,844,000 | $101M | 0.6% | $1.23 | $1.20 | — | CONVERTIBLE SECURITY | 795435AE6 |
| — | WELLS FARGO & COMPANY | 84,325 | $95.92M | 0.6% | $1137.52 | $1194.00 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| LVS | LAS VEGAS SANDS CORP | 1,429,146 | $94.92M | 0.6% | $66.42 * | $38.99 | +20.0% | COMMON STOCK | 517834107 |
| — | METLIFE INC | 3,265,030 | $93.58M | 0.6% | $28.66 | $43.22 | — | DECS,ACES,PRIDES | 59156R116 |
| — | GENERAL ELECTRIC CO | 3,877,500 | $92.63M | 0.6% | $23.89 | $23.19 | — | COMMON STOCK | 369604103 |
| MRK | MERCK & CO | 1,871,061 | $89.08M | 0.6% | $47.61 * | $30.02 | +3.4% | COMMON STOCK | 58933Y105 |
| — | HOLOGIC INC | 76,810,000 | $86.79M | 0.5% | $1.13 | $1.12 | — | CONVERTIBLE SECURITY | 436440AB7 |
| UNP | UNION PACIFIC CORP | 557,728 | $86.64M | 0.5% | $155.34 * | $57.40 | +3.3% | COMMON STOCK | 907818108 |
| ORCL | ORACLE CORP | 2,607,845 | $86.5M | 0.5% | $33.17 * | $27.58 | +0.4% | COMMON STOCK | 68389X105 |
| — | UNITED TECHNOLOGIES CORP | 789,854 | $85.16M | 0.5% | $107.82 | $94.55 | — | COMMON STOCK | 913017109 |
| CSCO | CISCO SYSTEMS INC | 3,541,665 | $82.95M | 0.5% | $23.42 * | $15.24 | +4.9% | COMMON STOCK | 17275R102 |
| — | CEMEX SA | 69,880,000 | $82.21M | 0.5% | $1.18 | $1.17 | — | CONVERTIBLE SECURITY | 151290AV5 |
| — | CAMERON INTL CORP | 1,369,281 | $79.92M | 0.5% | $58.37 | $61.16 | — | COMMON STOCK | 13342B105 |
| — | BLACKSTONE GROUP LP | 3,171,052 | $78.93M | 0.5% | $24.89 | $21.15 | — | COMMON STOCK | 09253U108 |
| — | COVIDIEN PLC | 1,230,961 | $75.02M | 0.5% | $60.94 | $62.84 | — | COMMON STOCK | G2554F113 |
| — | LINEAR TEC CORP | 67,832,000 | $72.61M | 0.5% | $1.07 | $1.05 | — | CONVERTIBLE SECURITY | 535678AC0 |
| NKE | NIKE INC | 987,568 | $71.74M | 0.4% | $72.64 * | $26.53 | +17.4% | COMMON STOCK | 654106103 |
| WSM | WILLIAMS-SONOMA INC | 1,266,163 | $71.16M | 0.4% | $56.20 * | $20.70 | +2.0% | COMMON STOCK | 969904101 |
| AXP | AMER EXPRESS CO. | 902,398 | $68.15M | 0.4% | $75.52 * | $59.68 | +6.4% | COMMON STOCK | 025816109 |
| CVX | CHEVRONTEXACO CORP | 549,345 | $66.75M | 0.4% | $121.50 * | $71.30 | +1.8% | COMMON STOCK | 166764100 |
| — | SANDISK CORP | 1,090,380 | $64.89M | 0.4% | $59.51 | $61.10 | — | COMMON STOCK | 80004C101 |
| DHI | D R HORTON INC | 3,326,526 | $64.63M | 0.4% | $19.43 * | $17.44 | -2.2% | COMMON STOCK | 23331A109 |
| CAT | CATERPILLAR INC | 759,135 | $63.29M | 0.4% | $83.37 * | $61.55 | -1.1% | COMMON STOCK | 149123101 |
| TSM | TAIWAN SEMICONDUCTOR | 3,726,489 | $63.2M | 0.4% | $16.96 | $18.09 | -6.3% | COMMON STOCK | 874039100 |
| — | TUPPERWARE BRANDS CORP | 721,099 | $62.28M | 0.4% | $86.37 | $83.90 | — | COMMON STOCK | 899896104 |
| OXY | OCCIDENTAL PETROLEUM CORP | 661,474 | $61.87M | 0.4% | $93.54 * | $57.83 | +7.4% | COMMON STOCK | 674599105 |
| PFE | PFIZER INC | 2,126,995 | $61.07M | 0.4% | $28.71 * | $16.46 | -0.2% | COMMON STOCK | 717081103 |
| AIG | AMER INTL GROUP | 1,253,275 | $60.95M | 0.4% | $48.63 * | $35.29 | +4.6% | COMMON STOCK | 026874784 |
| — | INTL GAME TECHNOLOGY | 54,788,000 | $60.53M | 0.4% | $1.10 | $1.10 | — | CONVERTIBLE SECURITY | 459902AQ5 |
| — | ELECTRONIC ARTS INC | 53,712,000 | $58.52M | 0.4% | $1.09 | $1.08 | — | CONVERTIBLE SECURITY | 285512AA7 |
| — | NUANCE COMMUNICATIONS INC | 51,494,000 | $58.42M | 0.4% | $1.13 | $1.18 | — | CONVERTIBLE SECURITY | 67020YAB6 |
| COST | COSTCO WHOLESALE CORP | 504,696 | $58.1M | 0.4% | $115.12 * | $86.56 | +5.8% | COMMON STOCK | 22160K105 |
| — | MENTOR GRAPHICS | 44,249,000 | $58.09M | 0.4% | $1.31 | $1.21 | — | CONVERTIBLE SECURITY | 587200AK2 |
| — | DELPHI AUTOMOTIVE | 991,626 | $57.93M | 0.4% | $58.42 | $51.87 | — | COMMON STOCK | G27823106 |
| — | HORNBECK OFFSHORE SERVICES INC | 48,276,000 | $57.33M | 0.4% | $1.19 | $1.17 | — | CONVERTIBLE SECURITY | 440543AE6 |
| CRM | SALESFORCE.COM INC | 1,096,424 | $56.91M | 0.4% | $51.91 | $40.78 | +25.8% | COMMON STOCK | 79466L302 |
| — | GENESEE & WYOMING INC | 442,570 | $56.27M | 0.4% | $127.16 | $119.83 | — | CONVERTIBLE PREFERRED SECURITY | 371559204 |
| — | MYLAN LABORATORIES INC | 1,472,150 | $56.19M | 0.4% | $38.17 | $31.03 | — | COMMON STOCK | 628530107 |
| ROK | ROCKWELL AUTOMTN | 521,025 | $55.72M | 0.3% | $106.94 * | $67.20 | +24.8% | COMMON STOCK | 773903109 |
| — | BED BATH & BEYOND INC | 713,418 | $55.19M | 0.3% | $77.36 | $76.91 | — | COMMON STOCK | 075896100 |
| — | HERTZ GLOBAL HOLDINGS INC | 2,480,077 | $54.96M | 0.3% | $22.16 | $22.67 | — | COMMON STOCK | 42805T105 |
| — | STANLEY BLACK & DECKER INC | 386,210 | $52.91M | 0.3% | $137.01 | $129.14 | — | CONVERTIBLE PREFERRED SECURITY | 854502309 |
| — | ARES CAPITAL CORP | 49,011,000 | $52.7M | 0.3% | $1.08 | $1.10 | — | CONVERTIBLE SECURITY | 04010LAB9 |
| T | AT&T INC | 1,555,100 | $52.59M | 0.3% | $33.82 * | $11.40 | -6.4% | COMMON STOCK | 00206R102 |
| MSFT | MICROSOFT CORP | 1,539,000 | $51.26M | 0.3% | $33.31 * | $26.70 | +2.6% | COMMON STOCK | 594918104 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 1,207,216 | $50.26M | 0.3% | $41.63 * | $28.75 | +4.5% | COMMON STOCK | 34964C106 |
| GS | GOLDMAN SACHS | 315,335 | $49.89M | 0.3% | $158.21 * | $120.06 | +4.3% | COMMON STOCK | 38141G104 |
| — | AGCO CORP | 33,136,000 | $49.28M | 0.3% | $1.49 | $1.25 | — | CONVERTIBLE SECURITY | 001084AM4 |
| — | ARRIS GROUP INC | 43,305,000 | $46.54M | 0.3% | $1.07 | $1.04 | — | CONVERTIBLE SECURITY | 04269QAC4 |
| — | LAM RESEARCH CORP | 40,684,000 | $46.07M | 0.3% | $1.13 | $1.07 | — | CONVERTIBLE SECURITY | 512807AJ7 |
| — | IXIA | 40,123,000 | $46.03M | 0.3% | $1.15 | $1.20 | — | CONVERTIBLE SECURITY | 45071RAB5 |
| PANW | PALO ALTO NETWORKS | 1,001,934 | $45.91M | 0.3% | $45.82 * | $8.05 | -5.2% | COMMON STOCK | 697435105 |
| — | ANADARKO PETROLEUM | 490,370 | $45.6M | 0.3% | $92.99 | $92.11 | — | COMMON STOCK | 032511107 |
| — | STEEL DYNAMICS | 41,533,000 | $45.59M | 0.3% | $1.10 | $1.08 | — | CONVERTIBLE SECURITY | 858119AP5 |
| XOM | EXXON MOBIL CORP | 527,475 | $45.38M | 0.3% | $86.04 * | $53.75 | -3.5% | COMMON STOCK | 30231G102 |
| BIIB | BIOGEN IDEC INC | 188,130 | $45.29M | 0.3% | $240.76 | $214.53 | +12.2% | COMMON STOCK | 09062X103 |
| — | STANDARD PACIFIC CORP | 36,478,000 | $44.93M | 0.3% | $1.23 | $1.26 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| — | KANSAS CITY SOUTHERN | 406,692 | $44.48M | 0.3% | $109.36 | $106.77 | — | COMMON STOCK | 485170302 |
| CVLT | COMMVAULT SYSTEMS INC | 487,336 | $42.8M | 0.3% | $87.83 | $73.63 | +19.4% | COMMON STOCK | 204166102 |
| UAA | UNDER ARMOUR INC | 532,400 | $42.3M | 0.3% | $79.45 * | $14.57 | +36.3% | COMMON STOCK | 904311107 |
| BWA | BORGWARNR INC | 413,955 | $41.97M | 0.3% | $101.39 * | $35.23 | +6.3% | COMMON STOCK | 099724106 |
| — | WALTER INVESTMENT MANAGEMENT | 39,871,000 | $41.96M | 0.3% | $1.05 | $1.01 | — | CONVERTIBLE SECURITY | 93317WAA0 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 1,324,511 | $41.62M | 0.3% | $31.42 * | $23.65 | +2.0% | COMMON STOCK | 609207105 |
| WHR | WHIRLPOOL CORP | 280,645 | $41.1M | 0.3% | $146.44 | $125.65 | +16.5% | COMMON STOCK | 963320106 |
| — | JACOBS ENGINEERING GROUP INC | 705,533 | $41.05M | 0.3% | $58.18 | $55.13 | — | COMMON STOCK | 469814107 |
| — | COVANCE INC | 474,182 | $41M | 0.3% | $86.46 | $76.14 | — | COMMON STOCK | 222816100 |
| — | NATIONAL OILWELL VARCO INC | 524,679 | $40.98M | 0.3% | $78.11 | $69.18 | — | COMMON STOCK | 637071101 |
| DPZ | DOMINOS PIZZA INC | 589,822 | $40.08M | 0.3% | $67.95 * | $51.00 | +16.1% | COMMON STOCK | 25754A201 |
| — | HELIX ENERGY SOLUTIONS GROUP | 29,946,000 | $39.89M | 0.3% | $1.33 | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| — | EXTERRAN HOLDINGS INC | 30,585,000 | $38.17M | 0.2% | $1.25 | $1.30 | — | CONVERTIBLE SECURITY | 30225XAA1 |
| — | STARWOOD PROPERTY TRUST INC | 35,865,000 | $37.35M | 0.2% | $1.04 | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| — | FLEETCOR TECHNOLOGIES INC | 338,974 | $37.34M | 0.2% | $110.16 | $81.30 | — | COMMON STOCK | 339041105 |
| MET | METLIFE INC | 793,975 | $37.28M | 0.2% | $46.95 * | $26.25 | +6.7% | COMMON STOCK | 59156R108 |
| — | OMNICOM GRP | 30,399,000 | $36.83M | 0.2% | $1.21 | $1.19 | — | CONVERTIBLE SECURITY | 681919AV8 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 85,885 | $36.82M | 0.2% | $428.70 * | $8.08 | +6.2% | COMMON STOCK | 169656105 |
| DECK | DECKERS OUTDOOR | 557,990 | $36.78M | 0.2% | $65.92 * | $9.68 | +13.5% | COMMON STOCK | 243537107 |
| — | QLIK TECHNOLOGIES INC | 1,066,468 | $36.52M | 0.2% | $34.24 | $28.27 | — | COMMON STOCK | 74733T105 |
| DIS | DISNEY WALT CO | 560,100 | $36.12M | 0.2% | $64.49 * | $56.11 | +2.1% | COMMON STOCK | 254687106 |
| — | AIR LEASE | 27,862,000 | $35.84M | 0.2% | $1.29 | $1.29 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | LEUCADIA NATIONAL | 27,296,000 | $35.38M | 0.2% | $1.30 | $1.25 | — | CONVERTIBLE SECURITY | 527288AX2 |
| MHK | MOHAWK INDS INC | 271,493 | $35.36M | 0.2% | $130.25 | $112.71 | +15.6% | COMMON STOCK | 608190104 |
| VZ | VERIZON COMM | 741,000 | $34.58M | 0.2% | $46.66 * | $27.04 | -7.6% | COMMON STOCK | 92343V104 |
| PII | POLARIS INDUSTRIES INC | 266,250 | $34.39M | 0.2% | $129.18 | $90.50 | +42.7% | COMMON STOCK | 731068102 |
| — | B/E AEROSPACE INC | 465,427 | $34.36M | 0.2% | $73.82 | $63.08 | — | COMMON STOCK | 073302101 |
| — | CONN'S INC | 674,558 | $33.76M | 0.2% | $50.04 | $50.94 | — | COMMON STOCK | 208242107 |
| BP | BP PLC | 800,000 | $33.62M | 0.2% | $42.03 | $42.56 | -1.2% | COMMON STOCK | 055622104 |
| ILMN | ILLUMINA INC | 414,172 | $33.48M | 0.2% | $80.83 * | $76.50 | +2.8% | COMMON STOCK | 452327109 |
| — | RTI INTL METALS | 32,152,000 | $33.4M | 0.2% | $1.04 | $0.94 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | GOLDCORP INC | 32,845,000 | $33.23M | 0.2% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 380956AB8 |
| — | ICONIX BRAND GROUP INC | 26,613,000 | $32.9M | 0.2% | $1.24 | $1.19 | — | CONVERTIBLE SECURITY | 451055AE7 |
| I 5.75 05/01/16 A | INTELSAT | 525,380 | $32.84M | 0.2% | $62.50 | $55.36 | — | CONVERTIBLE PREFERRED SECURITY | L5140P119 |
| — | WALGREEN CO | 596,970 | $32.12M | 0.2% | $53.80 | $44.20 | — | COMMON STOCK | 931422109 |
| CMCSA | COMCAST CORP | 707,485 | $31.94M | 0.2% | $45.15 * | $15.70 | +9.7% | COMMON STOCK | 20030N101 |
| LEA | LEAR CORP | 444,586 | $31.82M | 0.2% | $71.57 * | $56.05 | +4.2% | COMMON STOCK | 521865204 |
| TJX | TJX COMPANIES INC | 563,961 | $31.8M | 0.2% | $56.39 * | $20.82 | +14.8% | COMMON STOCK | 872540109 |
| — | PPL CORP | 587,045 | $31.54M | 0.2% | $53.73 | $54.02 | — | CONVERTIBLE PREFERRED SECURITY | 69351T114 |
| — | TAKE-TWO INTER | 27,904,000 | $30.84M | 0.2% | $1.11 | $0.98 | — | CONVERTIBLE SECURITY | 874054AD1 |
| — | CHEMED CORP | 29,335,000 | $30.75M | 0.2% | $1.05 | $1.05 | — | CONVERTIBLE SECURITY | 16359RAC7 |
| — | ENERSYS | 19,753,000 | $30.48M | 0.2% | $1.54 | $1.32 | — | CONVERTIBLE SECURITY | 29275YAA0 |
| — | VMWARE INC | 372,081 | $30.1M | 0.2% | $80.90 | $80.90 | — | COMMON STOCK | 928563402 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 25,027,000 | $29.88M | 0.2% | $1.19 | $1.10 | — | CONVERTIBLE SECURITY | 874054AC3 |
| — | HORNBECK OFFSHORE SERVICES INC | 22,400,000 | $29.03M | 0.2% | $1.30 | $1.30 | — | CONVERTIBLE SECURITY | 440543AN6 |
| EMN | EASTMAN CHEM CO | 367,786 | $28.65M | 0.2% | $77.90 * | $47.81 | +12.6% | COMMON STOCK | 277432100 |
| URBN | URBAN OUTFITTERS INC | 763,463 | $28.07M | 0.2% | $36.77 | $41.07 | -10.5% | COMMON STOCK | 917047102 |
| AMAT | APPLIED MATERIALS INC | 1,550,000 | $27.19M | 0.2% | $17.54 * | $12.22 | +22.0% | COMMON STOCK | 038222105 |
| — | NEXTERA ENERGY INC | 489,325 | $26.74M | 0.2% | $54.64 | $55.51 | — | CONVERTIBLE PREFERRED SECURITY | 65339F887 |
| — | WEYERHAEUSER CO | 500,000 | $26.49M | 0.2% | $52.98 | $52.98 | — | CONVERTIBLE PREFERRED SECURITY | 962166872 |
| — | MEDIDATA SOLUTIONS INC | 267,480 | $26.46M | 0.2% | $98.93 | $79.83 | — | COMMON STOCK | 58471A105 |
| PODD | INSULET CORP | 723,701 | $26.23M | 0.2% | $36.24 | $28.33 | +27.9% | COMMON STOCK | 45784P101 |
| — | FLEETMATICS GROUP PLC | 695,251 | $26.11M | 0.2% | $37.55 | $37.24 | — | COMMON STOCK | G35569105 |
| — | EMC CORP | 16,000,000 | $25.59M | 0.2% | $1.60 | $1.48 | — | CONVERTIBLE SECURITY | 268648AM4 |
| — | EPL OIL & GAS INC | 687,625 | $25.52M | 0.2% | $37.11 | $29.36 | — | COMMON STOCK | 26883D108 |
| — | CACI INTL | 20,000,000 | $25.5M | 0.2% | $1.27 | $1.20 | — | CONVERTIBLE SECURITY | 127190AD8 |
| BRK/B | BERKSHIRE HTH | 220,943 | $25.08M | 0.2% | $113.51 | $110.02 | +3.2% | COMMON STOCK | 084670702 |
| ALGT | ALLEGIANT TRAVEL CO | 233,630 | $24.61M | 0.2% | $105.36 * | $79.30 | +12.3% | COMMON STOCK | 01748X102 |
| FLO | FLOWERS FOODS INC | 1,119,264 | $24M | 0.2% | $21.44 * | $13.91 | -1.3% | COMMON STOCK | 343498101 |
| MUR | MURPHY OIL CORP | 388,825 | $23.45M | 0.1% | $60.32 * | $34.50 | +12.3% | COMMON STOCK | 626717102 |
| ALL | ALLSTATE CORP | 460,500 | $23.28M | 0.1% | $50.55 * | $37.12 | +4.8% | COMMON STOCK | 020002101 |
| — | VANTIV INC | 832,556 | $23.26M | 0.1% | $27.94 | $27.94 | — | COMMON STOCK | 92210H105 |
| — | DOW CHEMICAL CO | 601,000 | $23.08M | 0.1% | $38.40 | $32.17 | — | COMMON STOCK | 260543103 |
| PCRX | PACIRA PHARMACEUTICALS INC | 475,195 | $22.85M | 0.1% | $48.09 | $28.93 | +66.2% | COMMON STOCK | 695127100 |
| — | NEWPARK RESOURCES | 16,111,000 | $22.38M | 0.1% | $1.39 | $1.29 | — | CONVERTIBLE SECURITY | 651718AC2 |
| MCD | MCDONALD'S CORP | 231,860 | $22.31M | 0.1% | $96.21 * | $71.75 | -2.6% | COMMON STOCK | 580135101 |
| — | QIAGEN NV | 1,041,800 | $22.3M | 0.1% | $21.40 | $19.91 | — | COMMON STOCK | N72482107 |
| — | TE CONNECTIVITY LTD | 429,600 | $22.25M | 0.1% | $51.78 | $45.98 | — | COMMON STOCK | H84989104 |
| F | FORD MOTOR CO | 1,300,000 | $21.93M | 0.1% | $16.87 * | $7.71 | +17.0% | COMMON STOCK | 345370860 |
| BAC | BANK OF AMER | 1,555,000 | $21.46M | 0.1% | $13.80 * | $10.03 | +8.4% | COMMON STOCK | 060505104 |
| LLY | ELI LILLY & CO | 424,250 | $21.35M | 0.1% | $50.33 * | $41.95 | -5.7% | COMMON STOCK | 532457108 |
| — | SPLUNK INC | 348,376 | $20.92M | 0.1% | $60.04 | $60.04 | — | COMMON STOCK | 848637104 |
| PG | PROCTER & GAMBLE CO | 275,000 | $20.79M | 0.1% | $75.59 * | $55.00 | -2.8% | COMMON STOCK | 742718109 |
| WT | WISDOMTREE INVESTMENTS INC | 1,762,110 | $20.46M | 0.1% | $11.61 | $12.06 | -3.8% | COMMON STOCK | 97717P104 |
| NOW | SERVICENOW INC | 392,639 | $20.4M | 0.1% | $51.95 * | $9.19 | +13.0% | COMMON STOCK | 81762P102 |
| — | DEALERTRACK HOLDINGS INC | 15,788,000 | $20.33M | 0.1% | $1.29 | $1.24 | — | CONVERTIBLE SECURITY | 242309AB8 |
| — | LAZARD LTD | 558,015 | $20.1M | 0.1% | $36.02 | $32.15 | — | COMMON STOCK | G54050102 |
| — | GENERAL CABLE CORP | 19,993,000 | $19.98M | 0.1% | $1.00 | $1.00 | — | CONVERTIBLE SECURITY | 369300AD0 |
| — | AMTRUST FINANCIAL SERVICES INC | 12,662,000 | $19.95M | 0.1% | $1.58 | $1.41 | — | CONVERTIBLE SECURITY | 032359AC5 |
| IBM | INT'L BUSINESS MACHINES CORP | 107,200 | $19.85M | 0.1% | $185.18 * | $117.70 | -7.5% | COMMON STOCK | 459200101 |
| — | CREE INC | 327,043 | $19.68M | 0.1% | $60.19 | $60.19 | — | COMMON STOCK | 225447101 |
| — | PHH CORP | 18,000,000 | $19.63M | 0.1% | $1.09 | $1.07 | — | CONVERTIBLE SECURITY | 693320AN3 |
| — | LIFEPOINT HOSPITALS INC | 18,384,000 | $19.56M | 0.1% | $1.06 | $1.09 | — | CONVERTIBLE SECURITY | 53219LAH2 |
| — | TYSON FOODS | 11,312,000 | $19.38M | 0.1% | $1.71 | $1.53 | — | CONVERTIBLE SECURITY | 902494AP8 |
| — | REGENERON PHARMACEUTICALS INC | 1,953 | $19.34M | 0.1% | $9905.27 | — | — | Call | 75886F908 |
| WDAY | WORKDAY INC | 234,800 | $19M | 0.1% | $80.93 | $72.86 | +11.1% | COMMON STOCK | 98138H101 |
| — | JEFFERIES GROUP INC | 17,491,000 | $18.39M | 0.1% | $1.05 | $1.07 | — | CONVERTIBLE SECURITY | 472319AG7 |
| V | VISA INC | 96,000 | $18.35M | 0.1% | $191.10 * | $41.49 | +5.6% | COMMON STOCK | 92826C839 |
| — | ALLIANT TECHSYS | 13,922,000 | $18.26M | 0.1% | $1.31 | $1.15 | — | CONVERTIBLE SECURITY | 018804AK0 |
| — | DISCOVER FINANCIAL SERVICES | 353,355 | $17.86M | 0.1% | $50.54 | $47.64 | — | COMMON STOCK | 254709108 |
| — | CHESAPEAKE ENERGY | 19,500,000 | $17.84M | 0.1% | $0.91 | $0.89 | — | CONVERTIBLE SECURITY | 165167CB1 |
| — | MOLINA HEALTHCARE INC | 14,421,000 | $17.78M | 0.1% | $1.23 | $1.30 | — | CONVERTIBLE SECURITY | 60855RAA8 |
| — | RTI INTL METALS | 15,577,000 | $17.75M | 0.1% | $1.14 | $1.09 | — | CONVERTIBLE SECURITY | 74973WAA5 |
| TRIP | TRIPADVISOR INC | 233,244 | $17.69M | 0.1% | $75.84 * | $50.93 | +32.4% | COMMON STOCK | 896945201 |
| — | ON SEMICONDUCTOR CORP | 16,293,000 | $17.64M | 0.1% | $1.08 | $1.08 | — | CONVERTIBLE SECURITY | 682189AH8 |
| — | GENERAL CABLE CORP | 15,501,000 | $17.52M | 0.1% | $1.13 | $1.11 | — | CONVERTIBLE SECURITY | 369300AL2 |
| — | WRIGHT MEDICAL | 14,210,000 | $17.5M | 0.1% | $1.23 | $1.23 | — | CONVERTIBLE SECURITY | 98235TAC1 |
| — | INTEGRA LIFESCI | 17,012,000 | $17.34M | 0.1% | $1.02 | $1.00 | — | CONVERTIBLE SECURITY | 457985AK5 |
| SIG | SIGNET JEWELERS LTD | 233,575 | $16.74M | 0.1% | $71.65 * | $54.92 | +5.2% | COMMON STOCK | G81276100 |
| — | OCH-ZIFF CAPITAL MANAGEMENT | 1,505,000 | $16.54M | 0.1% | $10.99 | $10.99 | — | COMMON STOCK | 67551U105 |
| — | MERRIMACK PHARMACEUTICALS | 18,179,000 | $16.38M | 0.1% | $0.90 | $0.90 | — | CONVERTIBLE SECURITY | 590328AA8 |
| — | PROLOGIS INC | 14,370,000 | $16.3M | 0.1% | $1.13 | $1.15 | — | CONVERTIBLE SECURITY | 74340XAT8 |
| — | VOLCANO CORP | 15,646,000 | $16.25M | 0.1% | $1.04 | $0.92 | — | CONVERTIBLE SECURITY | 928645AB6 |
| WMT | WAL-MART STORES INC | 218,500 | $16.16M | 0.1% | $73.96 * | $19.98 | -3.0% | COMMON STOCK | 931142103 |
| — | ENDO PHARMACEUT | 10,000,000 | $15.88M | 0.1% | $1.59 | $1.34 | — | CONVERTIBLE SECURITY | 29264FAB2 |
| — | GILEAD SCIENCES | 11,120 | $15.87M | 0.1% | $1427.07 | — | — | Call | 375558903 |
| — | XILINX INC | 9,758,000 | $15.83M | 0.1% | $1.62 | $1.44 | — | CONVERTIBLE SECURITY | 983919AF8 |
| — | KB HOME | 14,746,000 | $15.02M | 0.1% | $1.02 | $1.05 | — | CONVERTIBLE SECURITY | 48666KAS8 |
| — | TEVA PHARMACEUTICAL IND LTD | 14,357,000 | $14.96M | 0.1% | $1.04 | $1.05 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| — | DANAHER CORP | 7,385,000 | $14.89M | 0.1% | $2.02 | $1.84 | — | CONVERTIBLE SECURITY | 235851AF9 |
| PEP | PEPSICO INC | 185,800 | $14.77M | 0.1% | $79.50 * | $56.00 | -1.5% | COMMON STOCK | 713448108 |
| — | SPIRIT AIRLINES INC | 430,000 | $14.74M | 0.1% | $34.27 | $31.77 | — | COMMON STOCK | 848577102 |
| — | STONE ENERGY CP | 13,500,000 | $14.72M | 0.1% | $1.09 | $1.02 | — | CONVERTIBLE SECURITY | 861642AN6 |
| — | GOOGLE INC | 1,434 | $14.56M | 0.1% | $10155.51 | $880.37 | — | Call | 38259P508 |
| NOK | NOKIA CP | 2,200,000 | $14.32M | 0.1% | $6.51 | $3.52 | +84.9% | COMMON STOCK | 654902204 |
| CCL | CARNIVAL CORP | 438,500 | $14.31M | 0.1% | $32.64 * | $27.66 | -2.5% | COMMON STOCK | 143658300 |
| — | RYLAND GRP INC | 15,588,000 | $14.21M | 0.1% | $0.91 | $0.91 | — | CONVERTIBLE SECURITY | 783764AS2 |
| — | CONTINENTAL RESOURCES INC | 6,245 | $14.21M | 0.1% | $2274.94 | — | — | Call | 212015901 |
| — | SVB FINANCIAL GROUP | 164,298 | $14.19M | 0.1% | $86.37 | $86.37 | — | COMMON STOCK | 78486Q101 |
| — | MEAD JOHNSON NUTRITION CO | 191,000 | $14.18M | 0.1% | $74.26 | $79.23 | — | COMMON STOCK | 582839106 |
| USB | US BANCORP | 381,000 | $13.94M | 0.1% | $36.58 * | $22.47 | +7.6% | COMMON STOCK | 902973304 |
| — | DIRECTV | 230,852 | $13.79M | 0.1% | $59.75 | $61.62 | — | COMMON STOCK | 25490A309 |
| — | NUANCE COMMUNICATIONS INC | 13,392,000 | $13.57M | 0.1% | $1.01 | $1.03 | — | CONVERTIBLE SECURITY | 67020YAF7 |
| — | INSULET CORP | 9,288,000 | $13.39M | 0.1% | $1.44 | $1.33 | — | CONVERTIBLE SECURITY | 45784PAC5 |
| — | CELGENE CORP | 3,865 | $13.3M | 0.1% | $3442.43 | $126.57 | — | Call | 151020104 |
| — | LAM RESEARCH CORP | 10,940,000 | $13.11M | 0.1% | $1.20 | $1.11 | — | CONVERTIBLE SECURITY | 512807AL2 |
| — | OLD REPUBLIC INTL CORP | 10,957,000 | $13.01M | 0.1% | $1.19 | $1.19 | — | CONVERTIBLE SECURITY | 680223AH7 |
| INTC | INTEL CORP | 565,125 | $12.95M | 0.1% | $22.92 * | $17.18 | -1.7% | COMMON STOCK | 458140100 |
| — | TIME WARNER INC | 189,655 | $12.48M | 0.1% | $65.81 | $59.06 | — | COMMON STOCK | 887317303 |
| — | EQUINIX INC | 7,300,000 | $12.19M | 0.1% | $1.67 | $1.69 | — | CONVERTIBLE SECURITY | 29444UAG1 |
| — | INTERDGTL COMMS | 11,000,000 | $11.58M | 0.1% | $1.05 | $1.07 | — | CONVERTIBLE SECURITY | 458660AB3 |
| — | LINKEDIN CORPORATION | 2,186 | $11.5M | 0.1% | $5262.58 | — | — | Call | 53578A908 |
| — | WEB.COM GROUP INC | 10,000,000 | $11.35M | 0.1% | $1.13 | $1.13 | — | CONVERTIBLE SECURITY | 94733AAA2 |
| — | MICHAEL KORS HOLDINGS LIMITED | 6,280 | $11.12M | 0.1% | $1770.06 | — | — | Call | G60754901 |
| HON | HONEYWELL INTL | 133,500 | $11.09M | 0.1% | $83.04 * | $53.13 | +9.0% | COMMON STOCK | 438516106 |
| MAS | MASCO CORP | 520,000 | $11.07M | 0.1% | $21.28 * | $14.91 | +4.4% | COMMON STOCK | 574599106 |
| — | UNDER ARMOUR INC | 4,945 | $10.78M | 0.1% | $2179.98 | — | — | Call | 904311907 |
| — | UNITED STATES STEEL CORP | 9,545,000 | $10.59M | 0.1% | $1.11 | $0.99 | — | CONVERTIBLE SECURITY | 912909AH1 |
| MOS | MOSAIC CO | 245,000 | $10.54M | 0.1% | $43.02 * | $46.26 | -27.3% | COMMON STOCK | 61945C103 |
| — | MERITAGE CORP | 9,635,000 | $10.52M | 0.1% | $1.09 | $1.09 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| RIO | RIO TINTO PLC | 210,000 | $10.24M | 0.1% | $48.76 | $44.61 | +9.3% | COMMON STOCK | 767204100 |
| ABBV | ABBVIE | 227,800 | $10.19M | 0.1% | $44.73 * | $26.55 | +3.3% | COMMON STOCK | 00287Y109 |
| COP | CONOCOPHILLIPS | 140,000 | $9.731M | 0.1% | $69.51 * | $39.96 | +16.2% | COMMON STOCK | 20825C104 |
| LNC | LINCOLN NATIONAL CORP | 229,074 | $9.619M | 0.1% | $41.99 * | $23.29 | +19.4% | COMMON STOCK | 534187109 |
| A | AGILENT TECHNOLOGIES INC | 186,253 | $9.545M | 0.1% | $51.25 * | $29.18 | +13.6% | COMMON STOCK | 00846U101 |
| — | RYLAND GRP INC | 6,537,000 | $9.52M | 0.1% | $1.46 | $1.45 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | EMC CORP | 370,260 | $9.464M | 0.1% | $25.56 | $23.62 | — | COMMON STOCK | 268648102 |
| BA | BOEING CO | 80,000 | $9.4M | 0.1% | $117.50 * | $83.17 | +20.3% | COMMON STOCK | 097023105 |
| — | BOTTOMLINE TECH | 7,750,000 | $8.869M | 0.1% | $1.14 | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| MO | ALTRIA GROUP INC | 257,000 | $8.828M | 0.1% | $34.35 * | $16.28 | -2.1% | COMMON STOCK | 02209S103 |
| — | INTEL CORP | 8,123,000 | $8.813M | 0.1% | $1.08 | $1.09 | — | CONVERTIBLE SECURITY | 458140AD2 |
| — | BROOKDALE SENIOR LIVING INC | 7,500,000 | $8.799M | 0.1% | $1.17 | $1.18 | — | CONVERTIBLE SECURITY | 112463AA2 |
| NICE | NICE SYSTEMS LTD | 210,100 | $8.692M | 0.1% | $41.37 | $38.53 | +7.4% | COMMON STOCK | 653656108 |
| FCX | FREEPORT-MCMORAN COP&GOLD | 260,093 | $8.604M | 0.1% | $33.08 * | $24.45 | +13.8% | COMMON STOCK | 35671D857 |
| LOW | LOWE'S COMPANIES | 180,000 | $8.57M | 0.1% | $47.61 * | $33.46 | +14.3% | COMMON STOCK | 548661107 |
| DUK | DUKE ENERGY CORP | 125,000 | $8.348M | 0.1% | $66.78 * | $41.23 | -2.5% | COMMON STOCK | 26441C204 |
| SLM | SLM CORP | 315,542 | $7.857M | 0.0% | $24.90 * | $8.05 | +10.6% | COMMON STOCK | 78442P106 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $7.808M | 0.0% | $1.56 | $1.23 | — | CONVERTIBLE SECURITY | 292554AC6 |
| — | BROADSOFT INC | 7,000,000 | $7.773M | 0.0% | $1.11 | $1.04 | — | CONVERTIBLE SECURITY | 11133BAB8 |
| ABT | ABBOTT LABORATORIES | 227,800 | $7.561M | 0.0% | $33.19 * | $28.85 | -9.1% | COMMON STOCK | 002824100 |
| UPS | UNITED PARCEL SERVICE | 82,500 | $7.538M | 0.0% | $91.37 * | $55.38 | +7.6% | COMMON STOCK | 911312106 |
| — | NEW YORK CMTY TRUST | 153,036 | $7.468M | 0.0% | $48.80 | $48.80 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| — | JOHNSON & JOHNSON | 6,146,000 | $7.356M | 0.0% | $1.20 | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| ITUB | ITAU UNIBANCO HOLDING SA | 520,700 | $7.352M | 0.0% | $14.12 | $14.31 | -1.3% | COMMON STOCK | 465562106 |
| BMY | BRISTOL MYERS SQUIBB | 158,347 | $7.328M | 0.0% | $46.28 * | $28.69 | +7.4% | COMMON STOCK | 110122108 |
| BK | BANK OF NEW YORK MELLON CORP | 241,000 | $7.276M | 0.0% | $30.19 * | $21.22 | +5.8% | COMMON STOCK | 064058100 |
| PRU | PRUDENTIAL FINANCIAL INC | 92,500 | $7.213M | 0.0% | $77.98 * | $40.49 | +15.9% | COMMON STOCK | 744320102 |
| — | CHESAPEAKE ENERGY CORP | 6,830,000 | $7.094M | 0.0% | $1.04 | $1.01 | — | CONVERTIBLE SECURITY | 165167BW6 |
| — | MEDTRONIC INC | 132,000 | $7.029M | 0.0% | $53.25 | $51.47 | — | COMMON STOCK | 585055106 |
| — | MONSANTO CO | 67,000 | $6.993M | 0.0% | $104.37 | $98.81 | — | COMMON STOCK | 61166W101 |
| — | FORESTAR GROUP INC | 6,000,000 | $6.978M | 0.0% | $1.16 | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| AMGN | AMGEN INC | 62,000 | $6.94M | 0.0% | $111.94 * | $73.34 | +8.6% | COMMON STOCK | 031162100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 75,000 | $6.911M | 0.0% | $92.15 * | $82.58 | +7.3% | COMMON STOCK | 883556102 |
| — | ROYAL GOLD INC | 7,000,000 | $6.754M | 0.0% | $0.96 | $0.91 | — | CONVERTIBLE SECURITY | 780287AA6 |
| NXPI | NXP SEMICONDUCTORS NV | 179,265 | $6.67M | 0.0% | $37.21 * | $26.01 | +27.1% | COMMON STOCK | N6596X109 |
| SO | SOUTHN COMPANY | 161,000 | $6.63M | 0.0% | $41.18 * | $25.99 | -6.4% | COMMON STOCK | 842587107 |
| — | THERAVANCE INC | 4,000,000 | $6.537M | 0.0% | $1.63 | $1.55 | — | CONVERTIBLE SECURITY | 88338TAB0 |
| — | TAIWAN SEMICONDUCTOR | 31,640 | $6.473M | 0.0% | $204.58 | — | — | Call | 874039900 |
| — | TTM TECHNOLOGIES INC | 6,300,000 | $6.436M | 0.0% | $1.02 | $1.01 | — | CONVERTIBLE SECURITY | 87305RAC3 |
| — | CBS CORP | 114,430 | $6.312M | 0.0% | $55.16 | $50.02 | — | COMMON STOCK | 124857202 |
| — | AMAZON.COM INC | 1,040 | $6.198M | 0.0% | $5959.62 | — | — | Call | 023135907 |
| NEE | NEXTERA ENERGY INC | 76,500 | $6.132M | 0.0% | $80.16 * | $14.48 | +0.1% | COMMON STOCK | 65339F101 |
| MMM | 3M CO | 51,000 | $6.09M | 0.0% | $119.41 * | $61.26 | +10.9% | COMMON STOCK | 88579Y101 |
| UNH | UNITEDHEALTH GROUP INC | 85,000 | $6.087M | 0.0% | $71.61 * | $50.75 | +15.9% | COMMON STOCK | 91324P102 |
| SPG | SIMON PROPERTY GROUP INC | 41,000 | $6.077M | 0.0% | $148.22 * | $86.51 | -9.8% | COMMON STOCK | 828806109 |
| — | PHOTRONICS INC | 5,500,000 | $6.01M | 0.0% | $1.09 | $1.10 | — | CONVERTIBLE SECURITY | 719405AH5 |
| — | HEALTH CR REIT | 4,822,000 | $5.96M | 0.0% | $1.24 | $1.32 | — | CONVERTIBLE SECURITY | 42217KAR7 |
| CVS | CVS CORP | 105,000 | $5.959M | 0.0% | $56.75 * | $41.44 | -1.6% | COMMON STOCK | 126650100 |
| COF | CAPITAL ONE FINANCIAL CORP | 85,000 | $5.843M | 0.0% | $68.74 * | $48.22 | +14.4% | COMMON STOCK | 14040H105 |
| MS | MORGAN STANLEY | 216,630 | $5.838M | 0.0% | $26.95 * | $17.33 | +13.9% | COMMON STOCK | 617446448 |
| VALE | VALE SA | 369,000 | $5.76M | 0.0% | $15.61 | $15.39 | +1.4% | COMMON STOCK | 91912E105 |
| — | DUPONT DE NEMOUR & CO | 98,000 | $5.739M | 0.0% | $58.56 | $52.50 | — | COMMON STOCK | 263534109 |
| GD | GENERAL DYNAMICS CORP | 65,000 | $5.689M | 0.0% | $87.52 * | $60.35 | +10.9% | COMMON STOCK | 369550108 |
| CL | COLGATE-PALMOLIVE CO | 95,298 | $5.651M | 0.0% | $59.30 * | $44.38 | +0.6% | COMMON STOCK | 194162103 |
| — | ROVI CORP | 5,500,000 | $5.578M | 0.0% | $1.01 | $1.03 | — | CONVERTIBLE SECURITY | 779376AB8 |
| — | FOREST CITY ENTERPRISES INC | 5,000,000 | $5.554M | 0.0% | $1.11 | $1.11 | — | CONVERTIBLE SECURITY | 345550AP2 |
| TEX | TEREX CORP | 162,261 | $5.452M | 0.0% | $33.60 | $30.72 | +9.4% | COMMON STOCK | 880779103 |
| GM | GENERAL MOTORS CO | 149,912 | $5.392M | 0.0% | $35.97 * | $23.62 | +13.6% | COMMON STOCK | 37045V100 |
| — | GILEAD SCIENCE | 1,880,000 | $5.237M | 0.0% | $2.79 | $2.27 | — | CONVERTIBLE SECURITY | 375558AN3 |
| — | XILINX INC | 3,209,000 | $5.207M | 0.0% | $1.62 | $1.38 | — | CONVERTIBLE SECURITY | 983919AD3 |
| WYNN | WYNN RESORTS LTD | 32,490 | $5.134M | 0.0% | $158.02 * | $106.96 | +19.8% | COMMON STOCK | 983134107 |
| — | NOBLE ENERGY INC | 74,785 | $5.011M | 0.0% | $67.01 | $60.69 | — | COMMON STOCK | 655044105 |
| — | PRECISION CASTPARTS CORP | 22,000 | $4.999M | 0.0% | $227.23 | $226.53 | — | COMMON STOCK | 740189105 |
| — | MINDRAY MEDICAL INTL LTD | 127,000 | $4.939M | 0.0% | $38.89 | $37.45 | — | COMMON STOCK | 602675100 |
| — | S & P 500 INDEX | 7,620 | $4.891M | 0.0% | $641.86 | — | — | Put | 464287950 |
| ALKS | ALKERMES PLC | 144,631 | $4.862M | 0.0% | $33.62 | $32.21 | +4.4% | COMMON STOCK | G01767105 |
| TXN | TEXAS INSTRUMENTS INC | 120,000 | $4.832M | 0.0% | $40.27 * | $25.31 | +13.8% | COMMON STOCK | 882508104 |
| LEN | LENNAR CORP | 135,365 | $4.792M | 0.0% | $35.40 * | $30.25 | +0.4% | COMMON STOCK | 526057104 |
| DKS | DICK'S SPORTING GOODS INC | 89,540 | $4.78M | 0.0% | $53.38 * | $37.36 | +6.1% | COMMON STOCK | 253393102 |
| PNC | PNC FINANCIAL SERVICES GROUP | 65,000 | $4.709M | 0.0% | $72.45 * | $51.33 | -2.9% | COMMON STOCK | 693475105 |
| DVN | DEVON ENERGY CORPORATION | 81,500 | $4.707M | 0.0% | $57.75 * | $37.00 | +4.4% | COMMON STOCK | 25179M103 |
| — | EBAY INC | 2,925 | $4.695M | 0.0% | $1605.13 | — | — | Call | 278642903 |
| — | LAMAR ADVER CO | 99,074 | $4.659M | 0.0% | $47.03 | $46.80 | — | COMMON STOCK | 512815101 |
| — | JOHNSON CONTROLS INC | 110,000 | $4.565M | 0.0% | $41.50 | $37.60 | — | COMMON STOCK | 478366107 |
| — | FIDELITY NATIONAL FINL INC | 3,108,000 | $4.409M | 0.0% | $1.42 | $1.31 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| NSC | NORFOLK SOTHN CORP | 56,000 | $4.332M | 0.0% | $77.36 * | $57.55 | +2.5% | COMMON STOCK | 655844108 |
| — | EXPRESS SCRIPTS HOLDING CO | 70,000 | $4.325M | 0.0% | $61.79 | $61.69 | — | COMMON STOCK | 30219G108 |
| — | COMPANHIA DE BEBIDAS | 112,255 | $4.305M | 0.0% | $38.35 | $37.35 | — | COMMON STOCK | 20441W203 |
| HAL | HALLIBURTON CO | 89,000 | $4.285M | 0.0% | $48.15 * | $33.21 | +15.7% | COMMON STOCK | 406216101 |
| — | WPX ENERGY | 219,758 | $4.233M | 0.0% | $19.26 | $19.05 | — | COMMON STOCK | 98212B103 |
| — | PRAXAIR INC | 35,000 | $4.207M | 0.0% | $120.20 | $120.20 | — | COMMON STOCK | 74005P104 |
| DHR | DANAHER CORP | 60,000 | $4.159M | 0.0% | $69.32 * | $25.01 | +12.6% | COMMON STOCK | 235851102 |
| PSX | PHILLIPS 66 | 70,750 | $4.091M | 0.0% | $57.82 * | $40.44 | -7.3% | COMMON STOCK | 718546104 |
| — | M/I HOMES INC | 4,000,000 | $4.071M | 0.0% | $1.02 | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| — | TWENTY-FIRST CENTURY FOX INC | 121,000 | $4.054M | 0.0% | $33.50 | $33.50 | — | COMMON STOCK | 90130A101 |
| ADM | ARCHER DANIELS MIDLAND | 110,000 | $4.052M | 0.0% | $36.84 * | $23.37 | +11.3% | COMMON STOCK | 039483102 |
| FDX | FEDEX CORP | 35,000 | $3.994M | 0.0% | $114.11 * | $81.95 | +17.9% | COMMON STOCK | 31428X106 |
| — | YAHOO! INC | 120,000 | $3.979M | 0.0% | $33.16 | $33.16 | — | COMMON STOCK | 984332106 |
| — | COACH INC | 72,500 | $3.953M | 0.0% | $54.52 | $57.09 | — | COMMON STOCK | 189754104 |
| BAX | BAXTER INTL INC | 60,000 | $3.941M | 0.0% | $65.68 * | $30.42 | -5.7% | COMMON STOCK | 071813109 |
| — | WHITEWAVE FOODS COMPANY | 196,820 | $3.93M | 0.0% | $19.97 | $16.69 | — | COMMON STOCK | 966244105 |
| EMR | EMERSON ELECTRIC CO | 60,000 | $3.882M | 0.0% | $64.70 * | $40.02 | +16.2% | COMMON STOCK | 291011104 |
| — | LENNAR CORP | 6,820 | $3.87M | 0.0% | $567.45 | — | — | Call | 526057904 |
| TGT | TARGET CORP | 60,000 | $3.839M | 0.0% | $63.98 * | $47.95 | -7.2% | COMMON STOCK | 87612E106 |
| — | NEWMONT MINING CORP | 3,388,000 | $3.747M | 0.0% | $1.11 | $1.07 | — | CONVERTIBLE SECURITY | 651639AJ5 |
| — | KKR & CO LP | 181,879 | $3.743M | 0.0% | $20.58 | $20.07 | — | COMMON STOCK | 48248M102 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $3.739M | 0.0% | $62.32 | $68.78 | — | COMMON STOCK | 25271C102 |
| — | PROSPECT CAPITAL CORP | 3,535,000 | $3.71M | 0.0% | $1.05 | $1.03 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| — | AMERICA MOVIL SA | 187,000 | $3.704M | 0.0% | $19.81 | $21.75 | — | COMMON STOCK | 02364W105 |
| WY | WEYERHAEUSER CO | 129,110 | $3.696M | 0.0% | $28.63 * | $17.63 | +1.7% | COMMON STOCK | 962166104 |
| — | BAKER HUGHES | 75,000 | $3.682M | 0.0% | $49.09 | $46.13 | — | COMMON STOCK | 057224107 |
| — | CROWN CASTLE INTL CORP | 50,000 | $3.652M | 0.0% | $73.04 | $72.40 | — | COMMON STOCK | 228227104 |
| — | PARTNERRE LTD | 39,575 | $3.623M | 0.0% | $91.55 | $91.55 | — | COMMON STOCK | G6852T105 |
| — | KINDER MORGAN ENERGY PRTNRS | 45,370 | $3.622M | 0.0% | $79.83 | $79.83 | — | COMMON STOCK | 494550106 |
| — | WELLPOINT INC | 43,000 | $3.595M | 0.0% | $83.60 | $83.20 | — | COMMON STOCK | 94973V107 |
| — | DELL INC | 255,000 | $3.511M | 0.0% | $13.77 | $13.35 | — | COMMON STOCK | 24702R101 |
| CSX | CSX CORPORATION | 135,000 | $3.475M | 0.0% | $25.74 * | $6.66 | +5.7% | COMMON STOCK | 126408103 |
| — | WADDELL & REED | 64,100 | $3.3M | 0.0% | $51.48 | $43.50 | — | COMMON STOCK | 930059100 |
| — | ALLERGAN INC | 36,000 | $3.256M | 0.0% | $90.44 | $84.25 | — | COMMON STOCK | 018490102 |
| — | SPECTRA ENERGY CORP | 95,000 | $3.252M | 0.0% | $34.23 | $34.36 | — | COMMON STOCK | 847560109 |
| — | BLACKROCK INC | 12,000 | $3.247M | 0.0% | $270.58 | $256.85 | — | COMMON STOCK | 09247X101 |
| BRKR | BRUKER BIOSCIENCES CORP | 156,414 | $3.23M | 0.0% | $20.65 * | $18.35 | +8.0% | COMMON STOCK | 116794108 |
| — | SCRIPPS NETWORKS INTERACTIVE | 41,323 | $3.228M | 0.0% | $78.12 | $66.76 | — | COMMON STOCK | 811065101 |
| — | HORSEHEAD HOLDING CORP | 2,950,000 | $3.187M | 0.0% | $1.08 | $1.10 | — | CONVERTIBLE SECURITY | 440694AB3 |
| KR | KROGER CO | 77,405 | $3.123M | 0.0% | $40.35 * | $14.70 | +8.9% | COMMON STOCK | 501044101 |
| — | KRAFT FOODS GROUP INC | 58,333 | $3.059M | 0.0% | $52.44 | $54.70 | — | COMMON STOCK | 50076Q106 |
| TRV | TRAVELERS COMPANIES INC | 36,000 | $3.052M | 0.0% | $84.78 * | $63.44 | +1.9% | COMMON STOCK | 89417E109 |
| — | VIACOM INC | 36,500 | $3.051M | 0.0% | $83.59 | $68.05 | — | COMMON STOCK | 92553P201 |
| ADP | AUTOMATIC DATA | 42,000 | $3.04M | 0.0% | $72.38 * | $45.09 | +7.7% | COMMON STOCK | 053015103 |
| — | NOBLE CORP | 80,400 | $3.037M | 0.0% | $37.77 | $37.63 | — | COMMON STOCK | H5833N103 |
| — | URS CORP | 55,755 | $2.997M | 0.0% | $53.75 | $51.24 | — | COMMON STOCK | 903236107 |
| NTAP | NETAPP INC | 70,000 | $2.983M | 0.0% | $42.61 * | $30.39 | +3.9% | COMMON STOCK | 64110D104 |
| DEO | DIAGEO | 23,336 | $2.966M | 0.0% | $127.10 | $121.99 | +4.2% | COMMON STOCK | 25243Q205 |
| — | CENTURYLINK INC | 94,000 | $2.95M | 0.0% | $31.38 | $35.35 | — | COMMON STOCK | 156700106 |
| — | APOLLO GLOBAL MANAGEMENT | 104,045 | $2.94M | 0.0% | $28.26 | $24.10 | — | COMMON STOCK | 037612306 |
| — | ST JUDE MEDICAL INC | 54,500 | $2.923M | 0.0% | $53.63 | $47.39 | — | COMMON STOCK | 790849103 |
| ROST | ROSS STORES INC | 40,000 | $2.912M | 0.0% | $72.80 * | $28.99 | +11.3% | COMMON STOCK | 778296103 |
| — | DEL FRISCO'S RESTAURANT GROUP | 143,178 | $2.888M | 0.0% | $20.17 | $20.17 | — | COMMON STOCK | 245077102 |
| AB | ALLIANCEBERNSTEIN HOLDING LP | 144,635 | $2.872M | 0.0% | $19.86 | $19.86 | — | COMMON STOCK | 01881G106 |
| — | BB&T CORPORATION | 85,000 | $2.869M | 0.0% | $33.75 | $33.88 | — | COMMON STOCK | 054937107 |
| — | PIONEER NATURAL RESOURCES CO | 15,000 | $2.832M | 0.0% | $188.80 | $188.80 | — | COMMON STOCK | 723787107 |
| — | QUINTILES TRANSNATIONAL HOLD | 62,985 | $2.827M | 0.0% | $44.88 | $44.88 | — | COMMON STOCK | 74876Y101 |
| KMB | KIMBERLY-CLARK CORP | 30,000 | $2.827M | 0.0% | $94.23 * | $63.06 | -5.0% | COMMON STOCK | 494368103 |
| — | MEDIVATION INC | 2,000,000 | $2.82M | 0.0% | $1.41 | $1.27 | — | CONVERTIBLE SECURITY | 58501NAA9 |
| — | APPLE INC | 1,100 | $2.816M | 0.0% | $2560.00 | — | — | Call | 037833900 |
| D | DOMINION RESOURCES INC VA | 45,000 | $2.812M | 0.0% | $62.49 * | $34.53 | +8.5% | COMMON STOCK | 25746U109 |
| ALB | ALBEMARLE CORP | 44,635 | $2.809M | 0.0% | $62.93 * | $52.42 | +0.2% | COMMON STOCK | 012653101 |
| — | DISCOVERY COMMUNICATIONS INC | 33,005 | $2.786M | 0.0% | $84.41 | $77.20 | — | COMMON STOCK | 25470F104 |
| APD | AIR PRODUCTS & CHEMICALS INC | 26,000 | $2.771M | 0.0% | $106.58 * | $70.09 | +4.4% | COMMON STOCK | 009158106 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 89,000 | $2.77M | 0.0% | $31.12 * | $22.74 | +6.1% | COMMON STOCK | 416515104 |
| AEP | AMER ELECTRIC POWER INC | 63,000 | $2.731M | 0.0% | $43.35 * | $30.44 | -8.3% | COMMON STOCK | 025537101 |
| — | CIGNA CORP | 35,500 | $2.729M | 0.0% | $76.87 | $72.48 | — | COMMON STOCK | 125509109 |
| — | ACE LIMITED | 29,000 | $2.713M | 0.0% | $93.55 | $93.55 | — | COMMON STOCK | H0023R105 |
| PPG | PPG INDUSTRIES INC | 16,000 | $2.673M | 0.0% | $167.06 * | $59.61 | +13.4% | COMMON STOCK | 693506107 |
| — | IGNITE RESTAURANT GROUP INC | 171,315 | $2.659M | 0.0% | $15.52 | $17.99 | — | COMMON STOCK | 451730105 |
| — | CITRIX SYSTEMS INC | 37,000 | $2.613M | 0.0% | $70.62 | $65.47 | — | COMMON STOCK | 177376100 |
| DE | DEERE & CO | 32,000 | $2.604M | 0.0% | $81.38 * | $68.04 | -4.7% | COMMON STOCK | 244199105 |
| LYB | LYONDELLBASELL INDUSTRIES | 35,000 | $2.563M | 0.0% | $73.23 * | $33.34 | +17.2% | COMMON STOCK | N53745100 |
| STT | STATE STREET CORP | 38,500 | $2.531M | 0.0% | $65.74 * | $44.60 | +6.5% | COMMON STOCK | 857477103 |
| VNO | VORNADO REALTY TRUST | 30,000 | $2.522M | 0.0% | $84.07 | $82.87 | — | COMMON STOCK | 929042109 |
| M | MACYS INC | 57,500 | $2.488M | 0.0% | $43.27 | $46.44 | -6.8% | COMMON STOCK | 55616P104 |
| PCG | P G & E CORP | 60,000 | $2.455M | 0.0% | $40.92 * | $38.88 | -9.5% | COMMON STOCK | 69331C108 |
| — | RAYTHEON CO | 31,503 | $2.428M | 0.0% | $77.07 | $66.11 | — | COMMON STOCK | 755111507 |
| IVZ | INVESCO LTD | 75,000 | $2.392M | 0.0% | $31.89 * | $18.88 | +0.8% | COMMON STOCK | G491BT108 |
| EXC | EXELON CORP | 80,500 | $2.386M | 0.0% | $29.64 * | $15.41 | -11.6% | COMMON STOCK | 30161N101 |
| NEM | NEWMONT MINING CORP | 84,000 | $2.36M | 0.0% | $28.10 * | $25.34 | -15.0% | COMMON STOCK | 651639106 |
| FLR | FLUOR CORP-NEW | 33,000 | $2.342M | 0.0% | $70.97 * | $53.56 | +17.3% | COMMON STOCK | 343412102 |
| TDC | TERADATA CORP | 42,205 | $2.34M | 0.0% | $55.44 | $55.04 | +0.7% | COMMON STOCK | 88076W103 |
| — | HESS CORP | 30,000 | $2.32M | 0.0% | $77.33 | $77.33 | — | COMMON STOCK | 42809H107 |
| EIX | EDISON INTL | 50,000 | $2.303M | 0.0% | $46.06 * | $30.39 | -4.4% | COMMON STOCK | 281020107 |
| AFL | AFLAC INC | 37,000 | $2.294M | 0.0% | $62.00 * | $20.11 | +15.3% | COMMON STOCK | 001055102 |
| — | PENTAIR LTD | 35,000 | $2.273M | 0.0% | $64.94 | $64.94 | — | COMMON STOCK | H6169Q108 |
| — | SINA.COM | 27,977 | $2.271M | 0.0% | $81.17 | $55.73 | — | COMMON STOCK | G81477104 |
| MCHP | MICROCHIP TECHNOLOGY INC | 56,000 | $2.256M | 0.0% | $40.29 * | $14.67 | +5.5% | COMMON STOCK | 595017104 |
| — | TIME WARNER CABLE | 20,000 | $2.232M | 0.0% | $111.60 | $112.47 | — | COMMON STOCK | 88732J207 |
| ED | CONSOL EDISON | 40,000 | $2.206M | 0.0% | $55.15 * | $37.50 | -6.8% | COMMON STOCK | 209115104 |
| — | GENERAL MOTORS CO | 81,739 | $2.16M | 0.0% | $26.43 | $24.00 | — | Warrants | 37045V118 |
| — | ARCHER DANIELS MIDLAND | 2,088,000 | $2.127M | 0.0% | $1.02 | $1.01 | — | CONVERTIBLE SECURITY | 039483AW2 |
| — | MARATHON OIL CP | 60,000 | $2.093M | 0.0% | $34.88 | $34.58 | — | COMMON STOCK | 565849106 |
| — | APACHE CORP | 24,500 | $2.086M | 0.0% | $85.14 | $83.84 | — | COMMON STOCK | 037411105 |
| INFY | INFOSYS LTD | 43,000 | $2.069M | 0.0% | $48.12 | $43.59 | +10.4% | COMMON STOCK | 456788108 |
| CMI | CUMMINS INC | 15,500 | $2.059M | 0.0% | $132.84 * | $81.53 | +18.0% | COMMON STOCK | 231021106 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 47,800 | $2.047M | 0.0% | $42.82 * | $23.49 | +18.3% | COMMON STOCK | 74251V102 |
| — | GENESEE & WYOMING INC | 21,975 | $2.043M | 0.0% | $92.97 | $84.84 | — | COMMON STOCK | 371559105 |
| GAP | GAP INC | 50,000 | $2.014M | 0.0% | $40.28 * | $26.00 | +2.7% | COMMON STOCK | 364760108 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 24,500 | $2.012M | 0.0% | $82.12 * | $29.46 | +23.5% | COMMON STOCK | 192446102 |
| FITB | FIFTH THIRD BK | 110,000 | $1.984M | 0.0% | $18.04 * | $11.47 | +4.9% | COMMON STOCK | 316773100 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 60,000 | $1.976M | 0.0% | $32.93 * | $21.73 | -1.8% | COMMON STOCK | 744573106 |
| — | ALEXION PHARMACEUTICALS INC | 17,000 | $1.975M | 0.0% | $116.18 | $92.24 | — | COMMON STOCK | 015351109 |
| — | SUNTRUST BANKS INC | 60,000 | $1.945M | 0.0% | $32.42 | $32.42 | — | COMMON STOCK | 867914103 |
| HSY | HERSHEY FOODS CORP | 21,000 | $1.942M | 0.0% | $92.48 * | $65.69 | +5.5% | COMMON STOCK | 427866108 |
| FFIV | F5 NETWORKSINC | 22,500 | $1.93M | 0.0% | $85.78 | $80.89 | +6.1% | COMMON STOCK | 315616102 |
| — | NEWMONT MINING CORP | 1,884,000 | $1.905M | 0.0% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 651639AH9 |
| CF | CF INDUSTRIES HOLDINGS INC | 9,000 | $1.897M | 0.0% | $210.78 * | $26.73 | +13.3% | COMMON STOCK | 125269100 |
| XYL | XYLEM INC | 66,860 | $1.867M | 0.0% | $27.92 * | $23.44 | +1.9% | COMMON STOCK | 98419M100 |
| — | SYMANTEC CORP | 75,000 | $1.856M | 0.0% | $24.75 | $22.47 | — | COMMON STOCK | 871503108 |
| — | TELEFLEX INC | 1,302,000 | $1.84M | 0.0% | $1.41 | $1.36 | — | CONVERTIBLE SECURITY | 879369AA4 |
| FE | FIRSTENERGY CORP | 50,000 | $1.822M | 0.0% | $36.44 * | $23.88 | -9.1% | COMMON STOCK | 337932107 |
| — | LABORATORY CRP OF AMER HLDGS | 18,000 | $1.785M | 0.0% | $99.17 | $99.59 | — | COMMON STOCK | 50540R409 |
| — | CHUBB CORP | 20,000 | $1.785M | 0.0% | $89.25 | $84.65 | — | COMMON STOCK | 171232101 |
| EQT | EQT CORP | 20,000 | $1.774M | 0.0% | $88.70 * | $42.52 | +4.1% | COMMON STOCK | 26884L109 |
| MPC | MARATHON PETROLEUM | 27,500 | $1.769M | 0.0% | $64.33 * | $27.55 | -18.8% | COMMON STOCK | 56585A102 |
| RF | REGIONS FINANCIAL CORP | 190,000 | $1.759M | 0.0% | $9.26 * | $5.80 | +6.9% | COMMON STOCK | 7591EP100 |
| — | LABORATORY CORP LYONS | 1,305,000 | $1.735M | 0.0% | $1.33 | $1.34 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| NVDA | NVIDIA CORP | 110,000 | $1.712M | 0.0% | $15.56 * | $0.32 | +13.6% | COMMON STOCK | 67066G104 |
| — | AETNA INC | 26,500 | $1.697M | 0.0% | $64.04 | $63.55 | — | COMMON STOCK | 00817Y108 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.639M | 0.0% | $16.56 | $15.16 | +9.2% | COMMON STOCK | 56501R106 |
| — | VODAFONE GROUP | 46,448 | $1.634M | 0.0% | $35.18 | $35.18 | — | COMMON STOCK | 92857W209 |
| APH | AMPHENOL CORP | 20,000 | $1.548M | 0.0% | $77.40 * | $8.50 | +1.4% | COMMON STOCK | 032095101 |
| VLO | VALERO ENERGY | 45,000 | $1.537M | 0.0% | $34.16 * | $24.01 | -9.6% | COMMON STOCK | 91913Y100 |
| — | GENERAL MOTORS CO | 81,739 | $1.52M | 0.0% | $18.60 | $16.34 | — | Warrants | 37045V126 |
| PPL | PPL CORP | 50,000 | $1.519M | 0.0% | $30.38 * | $16.36 | +0.1% | COMMON STOCK | 69351T106 |
| PHM | PULTEGROUP INC | 92,000 | $1.518M | 0.0% | $16.50 * | $16.54 | -14.4% | COMMON STOCK | 745867101 |
| ETR | ENTERGY CORP | 24,000 | $1.517M | 0.0% | $63.21 * | $20.57 | -6.5% | COMMON STOCK | 29364G103 |
| — | CAREFUSION CORP | 40,000 | $1.476M | 0.0% | $36.90 | $36.90 | — | COMMON STOCK | 14170T101 |
| — | SEADRILL LTD | 32,735 | $1.476M | 0.0% | $45.09 | $40.75 | — | COMMON STOCK | G7945E105 |
| DG | DOLLAR GENERAL | 26,000 | $1.468M | 0.0% | $56.46 * | $45.09 | +8.9% | COMMON STOCK | 256677105 |
| — | TWENTY-FIRST CENTURY FOX INC | 43,700 | $1.46M | 0.0% | $33.41 | $33.41 | — | COMMON STOCK | 90130A200 |
| CMS | CMS ENERGY CORP | 55,000 | $1.448M | 0.0% | $26.33 * | $18.61 | -2.8% | COMMON STOCK | 125896100 |
| YUM | YUM! BRANDS INC | 20,000 | $1.428M | 0.0% | $71.40 * | $38.97 | +4.2% | COMMON STOCK | 988498101 |
| — | QIHOO 360 TECHNOLOGY | 16,694 | $1.389M | 0.0% | $83.20 | $83.20 | — | COMMON STOCK | 74734M109 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 31,500 | $1.388M | 0.0% | $44.06 * | $31.69 | +18.3% | COMMON STOCK | 302130109 |
| — | KELLOGG CO | 23,000 | $1.351M | 0.0% | $58.74 * | $38.95 | -7.3% | COMMON STOCK | 487836108 |
| LULU | LULULEMON ATHLETICA INC | 18,049 | $1.319M | 0.0% | $73.08 | $72.51 | +0.9% | COMMON STOCK | 550021109 |
| — | BEAM INC | 20,000 | $1.293M | 0.0% | $64.65 | $64.65 | — | COMMON STOCK | 073730103 |
| — | INTERPUBLIC GROUP OF COS | 75,000 | $1.288M | 0.0% | $17.17 * | $9.16 | +22.9% | COMMON STOCK | 460690100 |
| — | SIGMA ALDRICH | 15,000 | $1.28M | 0.0% | $85.33 | $85.33 | — | COMMON STOCK | 826552101 |
| EA | ELECTRONIC ARTS INC | 50,000 | $1.278M | 0.0% | $25.56 * | $25.25 | -1.6% | COMMON STOCK | 285512109 |
| VRSN | VERISIGN INC | 25,000 | $1.272M | 0.0% | $50.88 | $45.93 | +9.8% | COMMON STOCK | 92343E102 |
| CAG | CONAGRA FOODS INC | 41,580 | $1.262M | 0.0% | $30.35 * | $17.69 | -11.9% | COMMON STOCK | 205887102 |
| — | ZYNGA | 341,544 | $1.257M | 0.0% | $3.68 | $3.68 | — | COMMON STOCK | 98986T108 |
| XEL | XCEL ENERGY INC | 45,000 | $1.242M | 0.0% | $27.60 * | $19.78 | -5.9% | COMMON STOCK | 98389B100 |
| ACHC | ACADIA HEALTHCARE | 30,500 | $1.203M | 0.0% | $39.44 | $32.96 | +19.6% | COMMON STOCK | 00404A109 |
| GIS | GENERAL MILLS INC | 25,000 | $1.198M | 0.0% | $47.92 * | $31.98 | -1.7% | COMMON STOCK | 370334104 |
| SPY | SPDR TRUST SERIES 1 | 7,129 | $1.198M | 0.0% | $168.05 | $161.08 | +4.3% | COMMON STOCK | 78462F103 |
| — | BARRICK GOLD CORP | 64,200 | $1.195M | 0.0% | $18.61 | $15.75 | — | COMMON STOCK | 067901108 |
| — | JUNIPER NETWORKS INC | 60,000 | $1.192M | 0.0% | $19.87 | $19.32 | — | COMMON STOCK | 48203R104 |
| — | CITIGROUP INC | 5,800 | $1.189M | 0.0% | $205.00 | — | — | Call | 172967904 |
| LKQ | LKQ CORP | 37,100 | $1.182M | 0.0% | $31.86 * | $22.48 | +27.3% | COMMON STOCK | 501889208 |
| HP | HELMERICH & PAYNE INC | 17,000 | $1.172M | 0.0% | $68.94 | $61.57 | +12.0% | COMMON STOCK | 423452101 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 20,000 | $1.138M | 0.0% | $56.90 | $62.44 | -8.9% | COMMON STOCK | 23918K108 |
| — | HERSHA HOSPTLY | 201,275 | $1.125M | 0.0% | $5.59 | $5.59 | — | COMMON STOCK | 427825104 |
| — | KLA-TENCOR CORP | 1,600 | $1.104M | 0.0% | $690.00 | — | — | Call | 482480900 |
| — | SENIOR HOUSING PROP TRUST | 46,245 | $1.079M | 0.0% | $23.33 | $23.33 | — | COMMON STOCK | 81721M109 |
| AEE | AMEREN CORP | 30,000 | $1.045M | 0.0% | $34.83 * | $23.34 | +1.5% | COMMON STOCK | 023608102 |
| — | INVENSENSE | 58,850 | $1.037M | 0.0% | $17.62 | $15.38 | — | COMMON STOCK | 46123D205 |
| KSS | KOHLS CORP | 20,000 | $1.035M | 0.0% | $51.75 | $49.51 | +4.5% | COMMON STOCK | 500255104 |
| GNW | GENWORTH FINANCIAL INC | 80,000 | $1.023M | 0.0% | $12.79 | $10.41 | +22.9% | COMMON STOCK | 37247D106 |
| SYK | STRYKER CORP | 15,000 | $1.014M | 0.0% | $67.60 * | $56.92 | +2.6% | COMMON STOCK | 863667101 |
| — | INTL GAME TECHNOLOGY | 53,500 | $1.013M | 0.0% | $18.93 | $16.71 | — | COMMON STOCK | 459902102 |
| — | AIR METHODS CORP | 23,700 | $1.01M | 0.0% | $42.62 | $33.88 | — | COMMON STOCK | 009128307 |
| RHI | ROBERT HALF INTL INC | 25,000 | $976K | 0.0% | $39.04 | $36.84 | +6.0% | COMMON STOCK | 770323103 |
| KMX | CARMAX INC | 20,000 | $969K | 0.0% | $48.45 | $48.92 | -0.9% | COMMON STOCK | 143130102 |
| DGX | QUEST DIAGNOSTC | 15,000 | $927K | 0.0% | $61.80 * | $46.22 | +4.7% | COMMON STOCK | 74834L100 |
| — | BROADCOM CORP-A | 35,000 | $910K | 0.0% | $26.00 | $33.76 | — | COMMON STOCK | 111320107 |
| — | INTEL CORP | 726,000 | $900K | 0.0% | $1.24 | $1.28 | — | CONVERTIBLE SECURITY | 458140AF7 |
| — | JOY GLOBAL INC | 17,500 | $893K | 0.0% | $51.03 | $48.51 | — | COMMON STOCK | 481165108 |
| — | USG CORP | 31,100 | $889K | 0.0% | $28.59 | $23.95 | — | COMMON STOCK | 903293405 |
| SAP | SAP AG -SPONSORED | 11,880 | $878K | 0.0% | $73.91 | $77.74 | -4.9% | COMMON STOCK | 803054204 |
| EW | EDWARDS LIFESCI | 12,500 | $870K | 0.0% | $69.60 * | $11.84 | -2.0% | COMMON STOCK | 28176E108 |
| — | EQUINIX INC | 4,625 | $849K | 0.0% | $183.57 | $184.25 | — | COMMON STOCK | 29444U502 |
| — | VALASSIS COMMS | 29,325 | $847K | 0.0% | $28.88 | $28.88 | — | COMMON STOCK | 918866104 |
| MPT | MEDICAL PROPERTIES TRUST INC | 68,905 | $839K | 0.0% | $12.18 | $12.18 | — | COMMON STOCK | 58463J304 |
| — | NORTHEAST UTILITIES | 20,000 | $825K | 0.0% | $41.25 | $41.25 | — | COMMON STOCK | 664397106 |
| AMT | AMERICAN TOWER REIT INC | 11,135 | $825K | 0.0% | $74.09 * | $59.51 | -6.2% | COMMON STOCK | 03027X100 |
| — | COLFAX CORP | 14,600 | $825K | 0.0% | $56.51 | $52.87 | — | COMMON STOCK | 194014106 |
| — | CLIFFS NATURAL RESOURCES INC | 39,500 | $810K | 0.0% | $20.51 | $16.25 | — | COMMON STOCK | 18683K101 |
| FTNT | FORTINET INC | 39,750 | $805K | 0.0% | $20.25 * | $3.73 | +8.7% | COMMON STOCK | 34959E109 |
| PWR | QUANTA SERVICES INC | 29,100 | $801K | 0.0% | $27.53 | $27.23 | -0.9% | COMMON STOCK | 74762E102 |
| IMAX | IMAX CORP | 26,000 | $786K | 0.0% | $30.23 | $26.81 | +12.8% | COMMON STOCK | 45245E109 |
| — | FXCM INC | 39,200 | $774K | 0.0% | $19.74 | $19.74 | — | COMMON STOCK | 302693106 |
| AMG | AFFILIATED MANAGERS GROUP | 4,152 | $758K | 0.0% | $182.56 * | $153.14 | +15.5% | COMMON STOCK | 008252108 |
| — | OASIS PETROLEUM INC | 15,400 | $757K | 0.0% | $49.16 | $38.87 | — | COMMON STOCK | 674215108 |
| — | TIBCO SOFTWARE | 28,550 | $731K | 0.0% | $25.60 | $21.40 | — | COMMON STOCK | 88632Q103 |
| — | JDS UNIPHASE CORP | 49,700 | $731K | 0.0% | $14.71 | $14.50 | — | COMMON STOCK | 46612J507 |
| — | SPECTRANETICS CP | 43,300 | $727K | 0.0% | $16.79 | $17.99 | — | COMMON STOCK | 84760C107 |
| AMCX | AMC NETWORKS INC | 10,500 | $719K | 0.0% | $68.48 | $65.07 | +5.3% | COMMON STOCK | 00164V103 |
| — | UNILIFE CORP | 214,950 | $714K | 0.0% | $3.32 | $3.32 | — | COMMON STOCK | 90478E103 |
| — | ROADRUNNER TRANSPORTATION | 25,300 | $714K | 0.0% | $28.22 | $27.84 | — | COMMON STOCK | 76973Q105 |
| TBI | TRUEBLUE INC | 29,600 | $711K | 0.0% | $24.02 | $22.93 | +4.7% | COMMON STOCK | 89785X101 |
| JLL | JONES LANG LASALLE INC | 8,100 | $707K | 0.0% | $87.28 * | $89.74 | -6.1% | COMMON STOCK | 48020Q107 |
| IPGP | IPG PHOTONICS CORP | 12,300 | $693K | 0.0% | $56.34 | $59.86 | -5.9% | COMMON STOCK | 44980X109 |
| — | AIRGAS INC | 6,500 | $689K | 0.0% | $106.00 | $106.00 | — | COMMON STOCK | 009363102 |
| — | CHESAPEAKE ENRG | 694,000 | $685K | 0.0% | $0.99 | $0.95 | — | CONVERTIBLE SECURITY | 165167BZ9 |
| — | COLONY FINANCIAL INC | 34,195 | $683K | 0.0% | $19.97 | $19.97 | — | COMMON STOCK | 19624R106 |
| — | FAIRCHILD SEMICONDUCTOR INTL | 49,000 | $681K | 0.0% | $13.90 | $13.80 | — | COMMON STOCK | 303726103 |
| — | STILLWATER MINING | 61,500 | $677K | 0.0% | $11.01 | $10.75 | — | COMMON STOCK | 86074Q102 |
| NTES | NETEASE INC | 9,300 | $675K | 0.0% | $72.58 | $60.62 | +19.8% | COMMON STOCK | 64110W102 |
| — | THE FRESH MARKET | 14,200 | $672K | 0.0% | $47.32 | $49.42 | — | COMMON STOCK | 35804H106 |
| — | ATWOOD OCEANICS | 12,175 | $670K | 0.0% | $55.03 | $52.04 | — | COMMON STOCK | 050095108 |
| — | HARMAN INTL IND | 10,100 | $669K | 0.0% | $66.24 | $66.24 | — | COMMON STOCK | 413086109 |
| AES | AES CORP | 50,000 | $664K | 0.0% | $13.28 * | $8.39 | +3.7% | COMMON STOCK | 00130H105 |
| — | TREEHOUSE FOODS INC | 9,900 | $662K | 0.0% | $66.87 | $66.87 | — | COMMON STOCK | 89469A104 |
| — | WILLIAMS PARTNERS LP | 12,490 | $660K | 0.0% | $52.84 | $52.84 | — | COMMON STOCK | 96950F104 |
| — | WABCO HOLDINGS INC | 7,700 | $649K | 0.0% | $84.29 | $84.29 | — | COMMON STOCK | 92927K102 |
| — | INTERXION HOLDING NV | 29,200 | $649K | 0.0% | $22.23 | $25.30 | — | COMMON STOCK | N47279109 |
| PAA | PLAINS ALL AMER | 12,205 | $643K | 0.0% | $52.68 | $52.68 | — | COMMON STOCK | 726503105 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 10,515 | $642K | 0.0% | $61.06 | $61.06 | — | COMMON STOCK | 293792107 |
| — | VITAMIN SHOPPE INC | 14,641 | $641K | 0.0% | $43.78 | $43.78 | — | COMMON STOCK | 92849E101 |
| — | INTERCONTINENTALEXCHANGE INC | 3,508 | $636K | 0.0% | $181.30 | $177.76 | — | COMMON STOCK | 45865V100 |
| — | ASPEN TECHNOLOGY INC | 18,300 | $632K | 0.0% | $34.54 | $29.88 | — | COMMON STOCK | 045327103 |
| — | GULFPORT ENGY | 9,800 | $631K | 0.0% | $64.39 | $47.08 | — | COMMON STOCK | 402635304 |
| — | JAMBA INC | 47,100 | $630K | 0.0% | $13.38 | $14.58 | — | COMMON STOCK | 47023A309 |
| — | CEPHEID INC | 16,127 | $630K | 0.0% | $39.06 | $34.44 | — | COMMON STOCK | 15670R107 |
| MAN | MANPOWERGROUP INC | 8,600 | $626K | 0.0% | $72.79 | $66.93 | +8.7% | COMMON STOCK | 56418H100 |
| MMS | MAXIMUS INC | 13,900 | $626K | 0.0% | $45.04 | $38.24 | +17.8% | COMMON STOCK | 577933104 |
| — | SOTHEBYS HOLDINGS INC | 12,700 | $624K | 0.0% | $49.13 | $49.13 | — | COMMON STOCK | 835898107 |
| AL | AIR LEASE | 22,500 | $622K | 0.0% | $27.64 * | $23.75 | -1.1% | COMMON STOCK | 00912X302 |
| ICLR | ICON PLC | 14,900 | $610K | 0.0% | $40.94 | $34.21 | +19.6% | COMMON STOCK | G4705A100 |
| OII | OCEANEERING INTL INC | 7,300 | $593K | 0.0% | $81.23 | $69.83 | +16.3% | COMMON STOCK | 675232102 |
| — | HOMEAWAY INC | 20,700 | $580K | 0.0% | $28.02 | $30.87 | — | COMMON STOCK | 43739Q100 |
| — | BONANZA CREEK ENERGY INC | 11,860 | $572K | 0.0% | $48.23 | $35.46 | — | COMMON STOCK | 097793103 |
| — | DIGITALGLOBE INC | 18,000 | $569K | 0.0% | $31.61 | $31.61 | — | COMMON STOCK | 25389M877 |
| — | INFOBLOX | 13,500 | $565K | 0.0% | $41.85 | $29.26 | — | COMMON STOCK | 45672H104 |
| — | MONSTER BEVERAGE CORP | 10,800 | $564K | 0.0% | $52.22 | $59.14 | — | COMMON STOCK | 611740101 |
| — | ENVISION HEALTHCARE HOLDINGS | 21,500 | $560K | 0.0% | $26.05 | $26.05 | — | COMMON STOCK | 29413U103 |
| — | SANTARUS INC | 24,300 | $548K | 0.0% | $22.55 | $21.04 | — | COMMON STOCK | 802817304 |
| MD | MEDNAX INC | 5,400 | $542K | 0.0% | $100.37 * | $44.76 | +12.2% | COMMON STOCK | 58502B106 |
| — | HOME INNS & HOTELS MANAG | 16,200 | $538K | 0.0% | $33.21 | $26.71 | — | COMMON STOCK | 43713W107 |
| SYNA | SYNAPTICS INC | 12,020 | $532K | 0.0% | $44.26 | $39.99 | +10.7% | COMMON STOCK | 87157D109 |
| — | MEDICINES CO | 15,840 | $531K | 0.0% | $33.52 | $30.74 | — | COMMON STOCK | 584688105 |
| — | AMTRUST FINANCIAL SERVICES INC | 13,573 | $530K | 0.0% | $39.05 | $35.71 | — | COMMON STOCK | 032359309 |
| — | PRIVATEBANCORP INC | 24,600 | $526K | 0.0% | $21.38 | $21.20 | — | COMMON STOCK | 742962103 |
| — | VALE SA | 3,200 | $525K | 0.0% | $164.06 | — | — | Call | 91912E905 |
| — | INFOSYS TECHNOLOGIES LTD | 2,650 | $523K | 0.0% | $197.36 | — | — | Call | 456788908 |
| — | BASIC ENERGY SERVICES INC | 41,300 | $522K | 0.0% | $12.64 | $12.08 | — | COMMON STOCK | 06985P100 |
| THG | HANOVER INSURANCE GROUP INC | 9,300 | $514K | 0.0% | $55.27 * | $34.64 | +13.9% | COMMON STOCK | 410867105 |
| — | ENDOLOGIX INC | 30,900 | $498K | 0.0% | $16.12 | $16.12 | — | COMMON STOCK | 29266S106 |
| PKG | PACKAGING CORP OF AMERICA | 8,675 | $495K | 0.0% | $57.06 * | $32.81 | +21.7% | COMMON STOCK | 695156109 |
| FLS | FLOWSERVE CORPORATION | 7,900 | $493K | 0.0% | $62.41 * | $43.03 | +15.8% | COMMON STOCK | 34354P105 |
| MNRO | MONRO MUFFLER BRAKE INC | 10,600 | $493K | 0.0% | $46.51 | $44.03 | +5.5% | COMMON STOCK | 610236101 |
| EXPE | EXPEDIA INC | 9,500 | $492K | 0.0% | $51.79 * | $49.75 | -2.9% | COMMON STOCK | 30212P303 |
| — | EATON VANCE CORP | 12,485 | $485K | 0.0% | $38.85 | $37.59 | — | COMMON STOCK | 278265103 |
| MSM | MSC INDUSTRIAL DIRECT CO INC | 5,930 | $482K | 0.0% | $81.28 | $80.58 | +1.0% | COMMON STOCK | 553530106 |
| — | POLYONE CORP | 15,500 | $476K | 0.0% | $30.71 | $30.71 | — | COMMON STOCK | 73179P106 |
| — | TOYOTA MOTOR CORP | 235 | $461K | 0.0% | $1961.70 | — | — | Call | 892331907 |
| CIEN | CIENA CORP | 18,200 | $455K | 0.0% | $25.00 | $16.65 | +50.2% | COMMON STOCK | 171779309 |
| BCPC | BALCHEM CORP | 8,700 | $450K | 0.0% | $51.72 * | $42.75 | +13.2% | COMMON STOCK | 057665200 |
| — | DRIL-QUIP | 3,900 | $448K | 0.0% | $114.87 | $90.31 | — | COMMON STOCK | 262037104 |
| AZO | AUTOZONE INC | 1,035 | $438K | 0.0% | $423.19 | $407.86 | +3.6% | COMMON STOCK | 053332102 |
| — | PANERA BREAD CO | 2,690 | $426K | 0.0% | $158.36 | $185.89 | — | COMMON STOCK | 69840W108 |
| ON | ON SEMICONDUCTOR CORP | 58,200 | $425K | 0.0% | $7.30 | $8.02 | -8.9% | COMMON STOCK | 682189105 |
| VECO | VEECO INSTRUMENTS INC | 11,400 | $424K | 0.0% | $37.19 | $37.63 | -1.1% | COMMON STOCK | 922417100 |
| MOH | MOLINA HEALTHCARE INC | 11,825 | $421K | 0.0% | $35.60 | $36.91 | -3.6% | COMMON STOCK | 60855R100 |
| TYL | TYLER TECH INC | 4,705 | $412K | 0.0% | $87.57 | $64.83 | +34.9% | COMMON STOCK | 902252105 |
| — | IMPERVA INC | 9,700 | $408K | 0.0% | $42.06 | $42.06 | — | COMMON STOCK | 45321L100 |
| — | ENERGIZER HLDGS | 4,445 | $405K | 0.0% | $91.11 | $100.56 | — | COMMON STOCK | 29266R108 |
| — | ARES CAPITAL CORP | 378,000 | $400K | 0.0% | $1.06 | $1.07 | — | CONVERTIBLE SECURITY | 04010LAD5 |
| — | INPHI CORP | 29,700 | $399K | 0.0% | $13.43 | $13.43 | — | COMMON STOCK | 45772F107 |
| — | LUMBER LIQUIDATORS HOLDINGS IN | 3,700 | $395K | 0.0% | $106.76 | $106.76 | — | COMMON STOCK | 55003T107 |
| VMI | VALMONT INDUSTRIES | 2,790 | $388K | 0.0% | $139.07 | $146.58 | -5.2% | COMMON STOCK | 920253101 |
| MSI | MOTOROLA SOLUTIONS INC | 6,428 | $382K | 0.0% | $59.43 * | $47.42 | +2.2% | COMMON STOCK | 620076307 |
| PRLB | PROTO LABS INC. | 4,840 | $370K | 0.0% | $76.45 | $53.72 | +42.2% | COMMON STOCK | 743713109 |
| — | FINANCIAL ENGINES INC | 5,910 | $351K | 0.0% | $59.39 | $59.39 | — | COMMON STOCK | 317485100 |
| SPSC | SPS COMMERCE INC | 5,000 | $335K | 0.0% | $67.00 * | $31.84 | +5.1% | COMMON STOCK | 78463M107 |
| — | KEYW HOLDING CORP | 24,700 | $332K | 0.0% | $13.44 | $13.24 | — | COMMON STOCK | 493723100 |
| — | DRESSER-RAND GROUP INC | 5,205 | $325K | 0.0% | $62.44 | $62.44 | — | COMMON STOCK | 261608103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 4,400 | $318K | 0.0% | $72.27 | $62.32 | +15.8% | COMMON STOCK | 09061G101 |
| — | IXIA | 20,285 | $318K | 0.0% | $15.68 | $18.39 | — | COMMON STOCK | 45071R109 |
| — | JANUS CAPITAL GROUP FUNDS | 230,000 | $235K | 0.0% | $1.02 | $1.05 | — | CONVERTIBLE SECURITY | 47102XAG0 |
| — | HITTITE MICROWAVE CORP | 3,500 | $229K | 0.0% | $65.43 | $65.43 | — | COMMON STOCK | 43365Y104 |
| — | MERRIMACK PHARMACEUTICALS | 57,900 | $220K | 0.0% | $3.80 | $3.80 | — | COMMON STOCK | 590328100 |
| — | ROPER INDS INC | 120,000 | $201K | 0.0% | $1.68 | $1.57 | — | CONVERTIBLE SECURITY | 776696AA4 |
| — | JOURNAL COMMUNICATIONS INC | 11,867 | $101K | 0.0% | $8.51 | $8.51 | — | COMMON STOCK | 481130102 |