Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 14, 2014
Total Value: $15.78B (78.5% shares, 21.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 8,550,685 | $795M | 5.0% | $17.85 | +4.5% | COMMON STOCK | 037833100 |
| SLB | SCHLUMBERGER LTD | 2,760,580 | $326M | 2.1% | $52.90 | +41.5% | COMMON STOCK | 806857108 |
| — | UTD TECHS CORP | 4,439,082 | $289M | 1.8% | $59.51 | — | CONVERTIBLE PREFERRED SECURITY | 913017117 |
| WFC | WELLS FARGO & COMPANY | 4,866,433 | $256M | 1.6% | $29.39 | +23.5% | COMMON STOCK | 949746101 |
| ETN | EATON CORP PLC | 3,256,277 | $251M | 1.6% | $46.84 | +20.1% | COMMON STOCK | G29183103 |
| JPM | JP MORGAN CHASE & CO | 3,891,279 | $224M | 1.4% | $36.63 | +12.5% | COMMON STOCK | 46625H100 |
| — | GOOGLE INC | 361,436 | $211M | 1.3% | $849.95 | — | COMMON STOCK | 38259P508 |
| C | CITIGROUP INC | 4,192,716 | $197M | 1.3% | $36.81 | -3.8% | COMMON STOCK | 172967424 |
| — | WELLPOINT INC | 120,472,000 | $185M | 1.2% | $1.36 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| MA | MASTERCARD INC | 2,485,283 | $183M | 1.2% | $70.59 | -1.9% | COMMON STOCK | 57636Q104 |
| — | CONTINENTAL RESOURCES INC | 1,126,799 | $178M | 1.1% | $97.74 | — | COMMON STOCK | 212015101 |
| JNJ | JOHNSON & JOHNSON | 1,699,396 | $178M | 1.1% | $59.84 | +22.3% | COMMON STOCK | 478160104 |
| — | LIBERTY (TWX & TWC) | 129,823,000 | $175M | 1.1% | $1.35 | — | CONVERTIBLE SECURITY | 530610AC8 |
| — | GOOGLE INC | 303,780 | $175M | 1.1% | $575.28 | — | COMMON STOCK | 38259P706 |
| META | FACEBOOK INC | 2,547,260 | $171M | 1.1% | $28.09 | +117.5% | COMMON STOCK | 30303M102 |
| KO | COCA-COLA CO | 3,989,523 | $169M | 1.1% | $27.85 | +0.9% | COMMON STOCK | 191216100 |
| — | PRICELINE.COM INC | 118,508,000 | $169M | 1.1% | $1.16 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | CHICAGO BRIDGE & IRON | 2,437,445 | $166M | 1.1% | $63.64 | — | COMMON STOCK | 167250109 |
| QCOM | QUALCOMM INC | 2,075,556 | $164M | 1.0% | $47.20 | +21.4% | COMMON STOCK | 747525103 |
| ACN | ACCENTURE PLC | 1,945,045 | $157M | 1.0% | $63.81 | +3.6% | COMMON STOCK | G1151C101 |
| — | SALESFORCE.COM INC | 136,822,000 | $157M | 1.0% | $1.15 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| — | MGM MIRAGE | 99,315,000 | $146M | 0.9% | $1.18 | — | CONVERTIBLE SECURITY | 55303QAE0 |
| — | METLIFE INC | 4,507,699 | $144M | 0.9% | $40.00 | — | CONVERTIBLE PREFERRED SECURITY | 59156R116 |
| AMZN | AMAZON.COM INC | 435,874 | $142M | 0.9% | $13.32 | +18.8% | COMMON STOCK | 023135106 |
| EBAY | EBAY INC | 2,799,129 | $140M | 0.9% | $20.18 | -3.9% | COMMON STOCK | 278642103 |
| GILD | GILEAD SCIENCES INC | 1,687,531 | $140M | 0.9% | $36.21 | +49.3% | COMMON STOCK | 375558103 |
| EOG | EOG RESOURCES INC | 1,194,993 | $140M | 0.9% | $56.73 | +35.2% | COMMON STOCK | 26875P101 |
| — | CERNER CORP | 2,675,467 | $138M | 0.9% | $72.33 | — | COMMON STOCK | 156782104 |
| — | CELGENE CORP | 1,573,956 | $135M | 0.9% | $105.45 | — | COMMON STOCK | 151020104 |
| — | GILEAD SCIENCE | 36,156,000 | $132M | 0.8% | $2.29 | — | CONVERTIBLE SECURITY | 375558AP8 |
| HD | HOME DEPOT | 1,557,076 | $126M | 0.8% | $56.13 | +7.1% | COMMON STOCK | 437076102 |
| — | Priceline Group Inc/The | 98,275 | $118M | 0.7% | $837.04 | — | COMMON STOCK | 741503403 |
| — | BLACKSTONE GROUP LP | 3,497,305 | $117M | 0.7% | $22.57 | — | COMMON STOCK | 09253U108 |
| — | CEMEX | 76,815,000 | $112M | 0.7% | $1.38 | — | CONVERTIBLE SECURITY | 151290BB8 |
| UNP | UNION PACIFIC CORP | 1,096,351 | $109M | 0.7% | $63.93 | +17.0% | COMMON STOCK | 907818108 |
| CMI | CUMMINS INC | 698,577 | $108M | 0.7% | $110.07 | +0.6% | COMMON STOCK | 231021106 |
| — | MICHAEL KORS HOLDINGS LIMITED | 1,202,497 | $107M | 0.7% | $62.02 | — | COMMON STOCK | G60754101 |
| BEN | FRANKLIN RESOURCES INC | 1,827,756 | $106M | 0.7% | $29.32 | +11.7% | COMMON STOCK | 354613101 |
| — | SALIX PHARMACEUTICALS LTD | 52,965,000 | $104M | 0.7% | $1.20 | — | CONVERTIBLE SECURITY | 795435AE6 |
| — | GENERAL ELECTRIC CO | 3,821,460 | $100M | 0.6% | $23.19 | — | COMMON STOCK | 369604103 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 1,770,642 | $97.37M | 0.6% | $47.03 | +4.4% | COMMON STOCK | 33616C100 |
| MSFT | MICROSOFT CORP | 2,264,945 | $94.45M | 0.6% | $29.01 | +17.1% | COMMON STOCK | 594918104 |
| NKE | NIKE INC | 1,207,080 | $93.61M | 0.6% | $28.12 | +14.3% | COMMON STOCK | 654106103 |
| — | MOLINA HEALTHCARE INC | 73,945,000 | $92.47M | 0.6% | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| REGN | REGENERON PHARMACEUTICALS INC | 324,157 | $91.56M | 0.6% | $240.53 | +22.5% | COMMON STOCK | 75886F107 |
| — | LINKEDIN CORPORATION | 526,092 | $90.21M | 0.6% | $193.22 | — | COMMON STOCK | 53578A108 |
| — | VMWARE INC | 926,107 | $89.66M | 0.6% | $97.95 | — | COMMON STOCK | 928563402 |
| TROW | T ROWE PRICE | 1,048,345 | $88.49M | 0.6% | $47.69 | +11.5% | COMMON STOCK | 74144T108 |
| ORCL | ORACLE CORP | 2,004,813 | $81.25M | 0.5% | $27.82 | +24.6% | COMMON STOCK | 68389X105 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 2,109,095 | $79.32M | 0.5% | $24.43 | +15.8% | COMMON STOCK | 609207105 |
| — | CROWN CASTLE INTL CORP | 774,757 | $78.96M | 0.5% | $100.04 | — | CONVERTIBLE PREFERRED SECURITY | 228227500 |
| — | ON SEMICONDUCTOR CORP | 65,277,000 | $76.94M | 0.5% | $1.16 | — | CONVERTIBLE SECURITY | 682189AH8 |
| CVX | CHEVRONTEXACO CORP | 588,735 | $76.86M | 0.5% | $71.46 | +6.2% | COMMON STOCK | 166764100 |
| LVS | LAS VEGAS SANDS CORP | 971,486 | $74.05M | 0.5% | $38.99 | +39.1% | COMMON STOCK | 517834107 |
| — | STANLEY BLACK & DECKER INC | 554,143 | $73.68M | 0.5% | $130.12 | — | CONVERTIBLE PREFERRED SECURITY | 854502309 |
| BA | BOEING CO | 574,233 | $73.06M | 0.5% | $107.74 | +4.5% | COMMON STOCK | 097023105 |
| — | ARES CAPITAL CORP | 68,104,000 | $72.83M | 0.5% | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| STT | STATE STREET CORP | 1,081,258 | $72.72M | 0.5% | $47.82 | +0.1% | COMMON STOCK | 857477103 |
| PVH | PVH CORP | 618,932 | $72.17M | 0.5% | $123.58 | -1.0% | COMMON STOCK | 693656100 |
| — | AMER TOWER CORP | 666,148 | $70.88M | 0.4% | $106.40 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| DECK | DECKERS OUTDOOR | 815,684 | $70.42M | 0.4% | $10.78 | +23.2% | COMMON STOCK | 243537107 |
| — | ELECTRONIC ARTS INC | 55,740,000 | $70.25M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 285512AA7 |
| FOSL | FOSSIL GROUP INC | 668,920 | $69.92M | 0.4% | $118.94 | -10.2% | COMMON STOCK | 34988V106 |
| AJG | ARTHUR J GALLAGHER & CO | 1,468,111 | $68.41M | 0.4% | $36.69 | -0.8% | COMMON STOCK | 363576109 |
| AIG | AMER INTL GROUP | 1,250,078 | $68.23M | 0.4% | $35.29 | +14.5% | COMMON STOCK | 026874784 |
| — | TESLA MOTORS INC | 69,730,000 | $67.49M | 0.4% | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| MRK | MERCK & CO | 1,125,409 | $65.11M | 0.4% | $30.20 | +25.7% | COMMON STOCK | 58933Y105 |
| — | B/E AEROSPACE INC | 701,535 | $64.89M | 0.4% | $74.00 | — | COMMON STOCK | 073302101 |
| — | UNITED TECHNOLOGIES CORP | 559,006 | $64.54M | 0.4% | $94.55 | — | COMMON STOCK | 913017109 |
| — | SIRIUS XM HOLDINGS INC | 18,391,752 | $63.63M | 0.4% | $3.49 | — | COMMON STOCK | 82968B103 |
| WT | WISDOMTREE INVESTMENTS INC | 5,116,805 | $63.24M | 0.4% | $13.65 | -17.1% | COMMON STOCK | 97717P104 |
| ILMN | ILLUMINA INC | 352,327 | $62.9M | 0.4% | $88.35 | +68.9% | COMMON STOCK | 452327109 |
| — | MENTOR GRAPHICS | 50,732,000 | $62.14M | 0.4% | $1.22 | — | CONVERTIBLE SECURITY | 587200AK2 |
| ZBH | ZIMMER HOLDINGS INC | 596,834 | $61.99M | 0.4% | $83.50 | +6.2% | COMMON STOCK | 98956P102 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 410,467 | $60.34M | 0.4% | $61.12 | +126.9% | COMMON STOCK | G50871105 |
| — | HOLOGIC INC | 46,907,000 | $58.86M | 0.4% | $1.12 | — | CONVERTIBLE SECURITY | 436440AB7 |
| PFE | PFIZER INC | 1,976,065 | $58.65M | 0.4% | $16.49 | +6.5% | COMMON STOCK | 717081103 |
| — | SVB FINANCIAL GROUP | 494,420 | $57.66M | 0.4% | $103.40 | — | COMMON STOCK | 78486Q101 |
| BIIB | BIOGEN IDEC INC | 182,579 | $57.57M | 0.4% | $232.20 | +29.6% | COMMON STOCK | 09062X103 |
| OXY | OCCIDENTAL PETROLEUM CORP | 560,914 | $57.57M | 0.4% | $57.83 | +14.4% | COMMON STOCK | 674599105 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 1,427,244 | $56.99M | 0.4% | $28.84 | +1.0% | COMMON STOCK | 34964C106 |
| COST | COSTCO WHOLESALE CORP | 490,626 | $56.5M | 0.4% | $86.56 | +6.1% | COMMON STOCK | 22160K105 |
| XOM | EXXON MOBIL CORP | 560,475 | $56.43M | 0.4% | $54.24 | +14.1% | COMMON STOCK | 30231G102 |
| — | ARES CAPITAL CORP | 52,718,000 | $56.38M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 04010LAB9 |
| SBUX | STARBUCKS CORP | 724,317 | $56.05M | 0.4% | $24.37 | +18.5% | COMMON STOCK | 855244109 |
| ROK | ROCKWELL AUTOMTN | 432,787 | $54.17M | 0.3% | $67.20 | +45.6% | COMMON STOCK | 773903109 |
| TXN | TEXAS INSTRUMENTS INC | 1,122,245 | $53.63M | 0.3% | $33.07 | +2.8% | COMMON STOCK | 882508104 |
| — | GENESEE & WYOMING INC | 395,628 | $53.57M | 0.3% | $119.83 | — | CONVERTIBLE PREFERRED SECURITY | 371559204 |
| — | SPIRIT AIRLINES INC | 846,474 | $53.53M | 0.3% | $38.83 | — | COMMON STOCK | 848577102 |
| DIS | DISNEY WALT CO | 602,300 | $51.64M | 0.3% | $57.32 | +28.1% | COMMON STOCK | 254687106 |
| WHR | WHIRLPOOL CORP | 366,527 | $51.03M | 0.3% | $132.30 | +10.9% | COMMON STOCK | 963320106 |
| — | DELPHI AUTOMOTIVE PLC | 730,577 | $50.22M | 0.3% | $51.87 | — | COMMON STOCK | G27823106 |
| — | HELIX ENERGY SOLUTIONS GROUP | 36,076,000 | $48.82M | 0.3% | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| — | ANADARKO PETROLEUM | 443,680 | $48.57M | 0.3% | $92.11 | — | COMMON STOCK | 032511107 |
| GS | GOLDMAN SACHS | 287,850 | $48.2M | 0.3% | $120.38 | +6.9% | COMMON STOCK | 38141G104 |
| MLCO | MELCO CROWN ENTERTAINMENT LTD | 1,348,189 | $48.14M | 0.3% | $38.93 | — | COMMON STOCK | 585464100 |
| — | INTEGRA LIFESCI | 44,738,000 | $48.01M | 0.3% | $1.04 | — | CONVERTIBLE SECURITY | 457985AK5 |
| PM | PHILIP MORRIS INTERNATIONAL | 562,758 | $47.45M | 0.3% | $49.85 | -3.2% | COMMON STOCK | 718172109 |
| — | NOVELLUS SYSTEMS INC | 23,270,000 | $47.01M | 0.3% | $2.02 | — | CONVERTIBLE SECURITY | 670008AD3 |
| — | BIOMARIN PHARMACEUTICAL INC | 44,222,000 | $46.6M | 0.3% | $1.07 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| — | STANDARD PACIFIC CORP | 36,710,000 | $46.36M | 0.3% | $1.26 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| — | CONCUR TECH INC | 40,682,000 | $45.51M | 0.3% | $1.12 | — | CONVERTIBLE SECURITY | 206708AC3 |
| — | TAKE-TWO INTER | 36,377,000 | $44.48M | 0.3% | $1.04 | — | CONVERTIBLE SECURITY | 874054AD1 |
| WSM | WILLIAMS-SONOMA INC | 615,582 | $44.19M | 0.3% | $20.70 | +21.2% | COMMON STOCK | 969904101 |
| — | WALGREEN CO | 592,395 | $43.91M | 0.3% | $44.20 | — | COMMON STOCK | 931422109 |
| T | AT&T INC | 1,236,760 | $43.73M | 0.3% | $11.40 | +3.4% | COMMON STOCK | 00206R102 |
| — | MGIC INVESTMENT CORP | 36,778,000 | $43.16M | 0.3% | $1.15 | — | CONVERTIBLE SECURITY | 552848AD5 |
| — | LIONS GATE ENTERTAINMENT CORP | 1,506,429 | $43.05M | 0.3% | $28.58 | — | COMMON STOCK | 535919203 |
| — | SEACOR HOLDINGS INC | 36,752,000 | $42.29M | 0.3% | $1.22 | — | CONVERTIBLE SECURITY | 811904AM3 |
| — | NATIONAL OILWELL VARCO INC | 512,718 | $42.22M | 0.3% | $69.31 | — | COMMON STOCK | 637071101 |
| BP | BP PLC | 800,000 | $42.2M | 0.3% | $41.74 | — | COMMON STOCK | 055622104 |
| UPS | UNITED PARCEL SERVICE | 410,105 | $42.1M | 0.3% | $62.44 | +6.7% | COMMON STOCK | 911312106 |
| — | MGIC INVESTMENT CORP | 27,788,000 | $41.51M | 0.3% | $1.41 | — | CONVERTIBLE SECURITY | 552848AE3 |
| — | INSULET CORP | 36,279,000 | $40.2M | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| TEX | TEREX CORP | 969,128 | $39.83M | 0.3% | $41.50 | -2.1% | COMMON STOCK | 880779103 |
| TSM | TAIWAN SEMICONDUCTOR | 1,817,524 | $38.88M | 0.2% | $18.00 | — | COMMON STOCK | 874039100 |
| — | STARWOOD PROPERTY TRUST INC | 33,526,000 | $37.84M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| — | SPLUNK INC | 678,770 | $37.56M | 0.2% | $66.43 | — | COMMON STOCK | 848637104 |
| VZ | VERIZON COMM | 763,913 | $37.38M | 0.2% | $26.71 | +0.3% | COMMON STOCK | 92343V104 |
| — | MICROCHIP TECHNOLOGY INC | 19,442,000 | $37.18M | 0.2% | $1.87 | — | CONVERTIBLE SECURITY | 595017AB0 |
| WDAY | WORKDAY INC | 411,873 | $37.01M | 0.2% | $79.68 | -1.2% | COMMON STOCK | 98138H101 |
| — | SOLARWINDS INC | 924,416 | $35.74M | 0.2% | $42.63 | — | COMMON STOCK | 83416B109 |
| CMCSA | COMCAST CORP | 664,100 | $35.65M | 0.2% | $16.14 | +22.6% | COMMON STOCK | 20030N101 |
| URBN | URBAN OUTFITTERS INC | 1,035,550 | $35.06M | 0.2% | $35.05 | 0.0% | COMMON STOCK | 917047102 |
| — | JACOBS ENGINEERING GROUP INC | 656,043 | $34.95M | 0.2% | $55.13 | — | COMMON STOCK | 469814107 |
| AXP | AMER EXPRESS CO. | 363,400 | $34.48M | 0.2% | $59.68 | +28.0% | COMMON STOCK | 025816109 |
| NOW | SERVICENOW INC | 543,699 | $33.69M | 0.2% | $9.96 | +7.2% | COMMON STOCK | 81762P102 |
| — | STONE ENERGY CP | 25,758,000 | $33.11M | 0.2% | $1.06 | — | CONVERTIBLE SECURITY | 861642AN6 |
| — | CAMERON INTL CORP | 488,071 | $33.05M | 0.2% | $61.22 | — | COMMON STOCK | 13342B105 |
| AR | ANTERO RESOURCES | 499,055 | $32.75M | 0.2% | $56.02 | +13.3% | COMMON STOCK | 03674X106 |
| — | GILEAD SCIENCES | 16,952 | $32.33M | 0.2% | — | — | Call | 375558903 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 24,714,000 | $32.3M | 0.2% | $1.10 | — | CONVERTIBLE SECURITY | 874054AC3 |
| PANW | PALO ALTO NETWORKS | 380,599 | $31.91M | 0.2% | $8.05 | +44.9% | COMMON STOCK | 697435105 |
| — | RTI INTL METALS | 31,857,000 | $31.85M | 0.2% | $0.94 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | DOW CHEMICAL CO | 613,400 | $31.57M | 0.2% | $32.56 | — | COMMON STOCK | 260543103 |
| — | OCH-ZIFF CAPITAL MANAGEMENT | 2,239,483 | $30.97M | 0.2% | $12.07 | — | COMMON STOCK | 67551U105 |
| — | NEXTERA ENERGY INC | 473,993 | $30.8M | 0.2% | $55.65 | — | CONVERTIBLE PREFERRED SECURITY | 65339F887 |
| DHI | D R HORTON INC | 1,246,030 | $30.63M | 0.2% | $17.44 | +15.4% | COMMON STOCK | 23331A109 |
| — | CONN'S INC | 614,560 | $30.35M | 0.2% | $38.98 | — | COMMON STOCK | 208242107 |
| — | MICRON TECHNOLOGY | 10,000,000 | $30.19M | 0.2% | $2.20 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | YAHOO! INC | 857,961 | $30.14M | 0.2% | $39.32 | — | COMMON STOCK | 984332106 |
| BRK/B | BERKSHIRE HTH | 236,685 | $29.95M | 0.2% | $110.89 | +14.1% | COMMON STOCK | 084670702 |
| MHK | MOHAWK INDS INC | 214,259 | $29.64M | 0.2% | $112.71 | +19.9% | COMMON STOCK | 608190104 |
| HOG | HARLEY-DAVIDSON INC | 413,903 | $28.91M | 0.2% | $70.44 | 0.0% | COMMON STOCK | 412822108 |
| — | TESLA MOTORS INC | 29,465,000 | $28.75M | 0.2% | $0.92 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| EMN | EASTMAN CHEM CO | 327,269 | $28.59M | 0.2% | $47.81 | +26.8% | COMMON STOCK | 277432100 |
| CRM | SALESFORCE.COM INC | 491,143 | $28.53M | 0.2% | $40.78 | +30.9% | COMMON STOCK | 79466L302 |
| — | SPIRIT REALTY CAPITAL INC | 28,334,000 | $28.38M | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| ALL | ALLSTATE CORP | 467,900 | $27.48M | 0.2% | $37.24 | +20.5% | COMMON STOCK | 020002101 |
| — | HORNBECK OFFSHORE SERVICES INC | 22,400,000 | $27.17M | 0.2% | $1.30 | — | CONVERTIBLE SECURITY | 440543AN6 |
| — | AIR LEASE | 18,027,000 | $27.16M | 0.2% | $1.29 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| SYNA | SYNAPTICS INC | 298,799 | $27.08M | 0.2% | $66.33 | +2.2% | COMMON STOCK | 87157D109 |
| — | TOLL BROTHERS FINANCE CORP. | 25,482,000 | $27.07M | 0.2% | $1.06 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| LLY | ELI LILLY & CO | 431,250 | $26.81M | 0.2% | $42.05 | +14.2% | COMMON STOCK | 532457108 |
| LKQ | LKQ CORP | 1,001,202 | $26.72M | 0.2% | $24.77 | +0.2% | COMMON STOCK | 501889208 |
| PRGO | PERRIGO CO PLC | 181,914 | $26.52M | 0.2% | $143.46 | -1.2% | COMMON STOCK | G97822103 |
| PG | PROCTER & GAMBLE CO | 336,065 | $26.41M | 0.2% | $55.32 | +5.3% | COMMON STOCK | 742718109 |
| — | SANDISK CORP | 12,809,000 | $26.29M | 0.2% | $1.35 | — | CONVERTIBLE SECURITY | 80004CAD3 |
| BAC | BANK OF AMER CP | 1,705,000 | $26.21M | 0.2% | $10.58 | +15.7% | COMMON STOCK | 060505104 |
| LEA | LEAR CORP | 292,112 | $26.09M | 0.2% | $56.05 | +25.9% | COMMON STOCK | 521865204 |
| — | WHITEWAVE FOODS COMPANY | 799,584 | $25.88M | 0.2% | $21.79 | — | COMMON STOCK | 966244105 |
| — | NEXTERA ENERGY INC | 450,000 | $25.68M | 0.2% | $50.17 | — | CONVERTIBLE PREFERRED SECURITY | 65339F861 |
| ALGN | ALIGN TECH INC | 453,127 | $25.39M | 0.2% | $55.98 | -7.1% | COMMON STOCK | 016255101 |
| — | GOLDCORP INC | 25,215,000 | $25.24M | 0.2% | $1.01 | — | CONVERTIBLE SECURITY | 380956AB8 |
| — | GOOGLE INC | 1,078 | $25.15M | 0.2% | — | — | Call | 38259P908 |
| I 5.75 05/01/16 A | INTELSAT | 492,350 | $25.07M | 0.2% | $55.36 | — | CONVERTIBLE PREFERRED SECURITY | L5140P119 |
| — | MYLAN LABORATORIES INC | 472,042 | $24.34M | 0.2% | $31.03 | — | COMMON STOCK | 628530107 |
| — | INFINERA CORP | 22,460,000 | $23.86M | 0.2% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| PODD | INSULET CORP | 588,422 | $23.34M | 0.1% | $28.33 | +35.6% | COMMON STOCK | 45784P101 |
| PII | POLARIS INDUSTRIES INC | 178,287 | $23.22M | 0.1% | $90.50 | +46.3% | COMMON STOCK | 731068102 |
| — | MEDIDATA SOLUTIONS INC | 540,709 | $23.15M | 0.1% | $69.09 | — | COMMON STOCK | 58471A105 |
| — | WEYERHAEUSER CO | 400,000 | $22.7M | 0.1% | $53.13 | — | CONVERTIBLE PREFERRED SECURITY | 962166872 |
| — | OMNICOM GRP | 17,032,000 | $22.47M | 0.1% | $1.19 | — | CONVERTIBLE SECURITY | 681919AV8 |
| V | VISA INC | 103,400 | $21.79M | 0.1% | $41.97 | +14.8% | COMMON STOCK | 92826C839 |
| — | ICONIX BRAND GROUP INC | 14,766,000 | $21.35M | 0.1% | $1.19 | — | CONVERTIBLE SECURITY | 451055AE7 |
| MCD | MCDONALD'S CORP | 203,800 | $20.53M | 0.1% | $71.75 | +4.2% | COMMON STOCK | 580135101 |
| — | NEWMONT MINING CORP | 20,400,000 | $20.39M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 651639AH9 |
| — | RTI INTL METALS | 19,258,000 | $20.11M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 74973WAA5 |
| F | FORD MOTOR CO | 1,154,000 | $19.89M | 0.1% | $7.74 | +14.5% | COMMON STOCK | 345370860 |
| PRLB | PROTO LABS INC. | 241,897 | $19.82M | 0.1% | $76.96 | -12.0% | COMMON STOCK | 743713109 |
| — | WHOLE FOODS MARKET INC | 506,737 | $19.57M | 0.1% | $50.87 | — | COMMON STOCK | 966837106 |
| — | WRIGHT MEDICAL | 14,190,000 | $19.48M | 0.1% | $1.23 | — | CONVERTIBLE SECURITY | 98235TAC1 |
| INTC | INTEL CORP | 626,615 | $19.36M | 0.1% | $17.37 | +19.1% | COMMON STOCK | 458140100 |
| — | CHESAPEAKE ENERGY | 19,500,000 | $18.83M | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 165167CB1 |
| — | WALTER INVESTMENT MANAGEMENT | 19,966,000 | $18.48M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 93317WAA0 |
| — | MEDTRONIC INC | 287,144 | $18.31M | 0.1% | $58.11 | — | COMMON STOCK | 585055106 |
| — | ILLUMINA INC | 8,478,000 | $18.27M | 0.1% | $2.16 | — | CONVERTIBLE SECURITY | 452327AD1 |
| — | FLUIDIGM CORP | 19,175,000 | $18.25M | 0.1% | $1.14 | — | CONVERTIBLE SECURITY | 34385PAA6 |
| — | PHH CORP | 18,000,000 | $18.16M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 693320AN3 |
| — | STANLEY BLACK & DECKER INC | 157,905 | $18.01M | 0.1% | $103.43 | — | CONVERTIBLE PREFERRED SECURITY | 854502804 |
| — | MICRON TECHNOLOGY INC | 17,305 | $17.95M | 0.1% | — | — | Call | 595112903 |
| PEP | PEPSICO INC | 200,200 | $17.89M | 0.1% | $56.35 | +8.1% | COMMON STOCK | 713448108 |
| — | BIOMARIN PHARMACEUTICAL INC | 16,998,000 | $17.61M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| — | JARDEN CORP | 12,714,000 | $17.59M | 0.1% | $1.42 | — | CONVERTIBLE SECURITY | 471109AH1 |
| WMT | WAL-MART STORES INC | 232,900 | $17.48M | 0.1% | $20.02 | +2.6% | COMMON STOCK | 931142103 |
| — | LAMAR ADVER CO | 328,135 | $17.39M | 0.1% | $50.23 | — | COMMON STOCK | 512815101 |
| DOV | DOVER CORP | 189,975 | $17.28M | 0.1% | $39.99 | +42.0% | COMMON STOCK | 260003108 |
| IBM | INT'L BUSINESS MACHINES CORP | 95,200 | $17.26M | 0.1% | $117.70 | -4.6% | COMMON STOCK | 459200101 |
| NOK | NOKIA | 2,200,000 | $16.63M | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| — | CBS CORP | 261,407 | $16.24M | 0.1% | $58.06 | — | COMMON STOCK | 124857202 |
| USB | US BANCORP | 369,000 | $15.98M | 0.1% | $22.47 | +24.2% | COMMON STOCK | 902973304 |
| — | PROLOGIS INC | 14,173,000 | $15.97M | 0.1% | $1.15 | — | CONVERTIBLE SECURITY | 74340XAT8 |
| A | AGILENT TECHNOLOGIES INC | 272,411 | $15.65M | 0.1% | $32.30 | +12.9% | COMMON STOCK | 00846U101 |
| — | NEWPARK RESOURCES | 11,506,000 | $15.55M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 651718AC2 |
| — | MEDICINES CO | 12,500,000 | $15.33M | 0.1% | $1.51 | — | CONVERTIBLE SECURITY | 584688AC9 |
| — | MOLINA HEALTHCARE INC | 10,500,000 | $15.09M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 60855RAA8 |
| — | ROYAL GOLD INC | 14,000,000 | $15.06M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 780287AA6 |
| — | TEVA PHARMACEUTICAL IND LTD | 11,724,000 | $15.01M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| — | TE CONNECTIVITY LTD | 236,000 | $14.59M | 0.1% | $45.98 | — | COMMON STOCK | H84989104 |
| — | INTERDGTL COMMS | 13,000,000 | $14.38M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 458660AB3 |
| — | KB HOME | 14,033,000 | $14.11M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 48666KAS8 |
| — | CONTINENTAL RESOURCES INC | 2,618 | $14.11M | 0.1% | — | — | Call | 212015901 |
| COP | CONOCOPHILLIPS | 163,900 | $14.05M | 0.1% | $42.78 | +24.7% | COMMON STOCK | 20825C104 |
| — | OLD REPUBLIC INTL CORP | 11,151,000 | $13.93M | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| — | EQUINIX INC | 7,300,000 | $13.85M | 0.1% | $1.69 | — | CONVERTIBLE SECURITY | 29444UAG1 |
| ABBV | ABBVIE | 244,100 | $13.78M | 0.1% | $26.98 | +22.2% | COMMON STOCK | 00287Y109 |
| — | DANAHER CORP | 5,958,000 | $13.64M | 0.1% | $1.84 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | CHESAPEAKE ENERGY CORP | 12,677,000 | $13.46M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 165167BW6 |
| — | FACEBOOK INC | 18,595 | $13.29M | 0.1% | — | — | Call | 30303M902 |
| HON | HONEYWELL INTL | 140,700 | $13.08M | 0.1% | $53.77 | +22.2% | COMMON STOCK | 438516106 |
| — | BROOKDALE SENIOR LIVING INC | 9,500,000 | $12.96M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 112463AA2 |
| TJX | TJX COMPANIES INC | 243,600 | $12.95M | 0.1% | $20.82 | +16.9% | COMMON STOCK | 872540109 |
| — | VIPSHOP HOLDINGS LTD | 10,925,000 | $12.86M | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| CSCO | CISCO SYSTEMS INC | 511,800 | $12.72M | 0.1% | $15.34 | +8.5% | COMMON STOCK | 17275R102 |
| — | WPX ENERGY | 521,316 | $12.46M | 0.1% | $19.07 | — | COMMON STOCK | 98212B103 |
| — | NEW ORIENTAL EDUCATION | 468,450 | $12.45M | 0.1% | $26.57 | — | COMMON STOCK | 647581107 |
| PRU | PRUDENTIAL FINANCIAL INC | 137,937 | $12.24M | 0.1% | $44.30 | +15.9% | COMMON STOCK | 744320102 |
| — | PAREXEL INTERNATIONAL CORP | 231,315 | $12.22M | 0.1% | $52.84 | — | COMMON STOCK | 699462107 |
| — | VOLCANO CORP | 12,555,000 | $12.11M | 0.1% | $0.92 | — | CONVERTIBLE SECURITY | 928645AB6 |
| — | TIME WARNER INC | 172,215 | $12.1M | 0.1% | $59.58 | — | COMMON STOCK | 887317303 |
| NAVI | NAVIENT CORP | 673,675 | $11.93M | 0.1% | $16.58 | 0.0% | COMMON STOCK | 63938C108 |
| — | DISCOVER FINANCIAL SERVICES | 191,500 | $11.87M | 0.1% | $47.64 | — | COMMON STOCK | 254709108 |
| BAP | CREDICORP LTD | 75,970 | $11.81M | 0.1% | $106.05 | +7.2% | COMMON STOCK | G2519Y108 |
| CVS | CVS CORP | 156,200 | $11.77M | 0.1% | $43.65 | +25.8% | COMMON STOCK | 126650100 |
| — | XILINX INC | 7,083,000 | $11.72M | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 983919AF8 |
| — | MONSANTO CO | 93,700 | $11.69M | 0.1% | $104.45 | — | COMMON STOCK | 61166W101 |
| MO | ALTRIA GROUP INC | 276,900 | $11.61M | 0.1% | $16.49 | +16.4% | COMMON STOCK | 02209S103 |
| MAS | MASCO CORP | 520,000 | $11.54M | 0.1% | $14.91 | +6.5% | COMMON STOCK | 574599106 |
| — | PRICELINE.COM INC | 9,700,000 | $11.54M | 0.1% | $1.19 | — | CONVERTIBLE SECURITY | 741503AS5 |
| RIO | RIO TINTO PLC | 210,000 | $11.4M | 0.1% | $41.08 | — | COMMON STOCK | 767204100 |
| — | FOREST CITY ENTERPRISES INC | 10,000,000 | $11.36M | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 345550AP2 |
| BURL | BURLINGTON STORES INC | 352,991 | $11.25M | 0.1% | $28.04 | +3.2% | COMMON STOCK | 122017106 |
| — | GREENBRIER COMPANIES INC | 6,699,000 | $11.24M | 0.1% | $1.41 | — | CONVERTIBLE SECURITY | 393657AH4 |
| — | APPLE INC | 5,985 | $11.24M | 0.1% | — | — | Call | 037833900 |
| AMGN | AMGEN INC | 92,700 | $10.97M | 0.1% | $76.66 | +8.7% | COMMON STOCK | 031162100 |
| — | HERTZ GLOBAL HOLDINGS INC | 385,563 | $10.81M | 0.1% | $26.70 | — | COMMON STOCK | 42805T105 |
| — | WEB.COM GROUP INC | 10,000,000 | $10.77M | 0.1% | $1.13 | — | CONVERTIBLE SECURITY | 94733AAA2 |
| — | AVAGO TECHNOLOGIES LTD | 145,000 | $10.45M | 0.1% | $52.89 | — | COMMON STOCK | Y0486S104 |
| FCX | Freeport-McMoRan Inc | 281,708 | $10.28M | 0.1% | $24.87 | +18.8% | COMMON STOCK | 35671D857 |
| — | BROADSOFT INC | 10,000,000 | $10.14M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 11133BAB8 |
| — | MERITAGE CORP | 9,635,000 | $10.13M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| DUK | DUKE ENERGY CORP | 134,700 | $9.993M | 0.1% | $41.46 | +7.3% | COMMON STOCK | 26441C204 |
| — | MICHAEL KORS HOLDINGS LIMITED | 6,340 | $9.661M | 0.1% | — | — | Call | G60754901 |
| BK | BANK OF NEW YORK MELLON CORP | 256,500 | $9.614M | 0.1% | $21.51 | +21.2% | COMMON STOCK | 064058100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 80,800 | $9.534M | 0.1% | $84.80 | +33.8% | COMMON STOCK | 883556102 |
| — | UNITED STATES STEEL CORP | 7,575,000 | $9.444M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 912909AH1 |
| — | LAM RESEARCH CORP | 7,500,000 | $9.354M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 512807AJ7 |
| MET | METLIFE INC | 168,240 | $9.347M | 0.1% | $26.65 | +19.5% | COMMON STOCK | 59156R108 |
| LOW | LOWE'S COMPANIES | 193,900 | $9.305M | 0.1% | $33.77 | +12.1% | COMMON STOCK | 548661107 |
| DKS | DICK'S SPORTING GOODS INC | 199,822 | $9.304M | 0.1% | $39.12 | -6.8% | COMMON STOCK | 253393102 |
| — | SENSATA TECHNOLOGIES | 197,839 | $9.255M | 0.1% | $42.64 | — | COMMON STOCK | N7902X106 |
| — | BOTTOMLINE TECH | 7,750,000 | $9.184M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| — | NUVASIVE INC | 8,000,000 | $9.147M | 0.1% | $1.18 | — | CONVERTIBLE SECURITY | 670704AC9 |
| — | RYLAND GRP INC | 6,483,000 | $9.095M | 0.1% | $1.45 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | EXPRESS SCRIPTS HOLDING CO | 130,840 | $9.071M | 0.1% | $66.56 | — | COMMON STOCK | 30219G108 |
| — | SHUTTERFLY INC | 9,000,000 | $9.04M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| HAL | HALLIBURTON CO | 125,900 | $8.94M | 0.1% | $38.56 | +33.5% | COMMON STOCK | 406216101 |
| TV | GRUPO TELEVISA SAB | 255,913 | $8.78M | 0.1% | $32.73 | — | COMMON STOCK | 40049J206 |
| BC | BRUNSWICK CORPORATION | 208,289 | $8.775M | 0.1% | $36.25 | -3.6% | COMMON STOCK | 117043109 |
| — | SK TELECOM CO LTD | 325,880 | $8.453M | 0.1% | $24.62 | — | COMMON STOCK | 78440P108 |
| NEE | NEXTERA ENERGY INC | 82,400 | $8.444M | 0.1% | $14.73 | +21.7% | COMMON STOCK | 65339F101 |
| CCL | CARNIVAL CORP | 224,115 | $8.438M | 0.1% | $27.66 | +17.6% | COMMON STOCK | 143658300 |
| — | NEW YORK CMTY TRUST V | 168,847 | $8.344M | 0.1% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| — | MYLAN LABORATORIES INC | 9,740 | $8.303M | 0.1% | — | — | Call | 628530907 |
| — | DIRECTV | 97,036 | $8.249M | 0.1% | $61.62 | — | COMMON STOCK | 25490A309 |
| GD | GENERAL DYNAMICS CORP | 70,540 | $8.221M | 0.1% | $62.57 | +41.5% | COMMON STOCK | 369550108 |
| — | AMTRUST FINANCIAL SERVICES INC | 5,000,000 | $8.187M | 0.1% | $1.41 | — | CONVERTIBLE SECURITY | 032359AC5 |
| MS | MORGAN STANLEY | 249,914 | $8.08M | 0.1% | $18.28 | +24.3% | COMMON STOCK | 617446448 |
| — | WELLS FARGO & COMPANY(WACHOVIA | 6,655 | $8.079M | 0.1% | $1194.00 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| PNC | PNC FINANCIAL SERVICES GROUP | 90,000 | $8.015M | 0.1% | $53.67 | +11.4% | COMMON STOCK | 693475105 |
| PSX | PHILLIPS 66 | 99,650 | $8.015M | 0.1% | $44.43 | +22.0% | COMMON STOCK | 718546104 |
| — | PRECISION CASTPARTS CORP | 31,650 | $7.988M | 0.1% | $238.16 | — | COMMON STOCK | 740189105 |
| SO | SOUTHN COMPANY | 173,500 | $7.873M | 0.0% | $26.06 | +3.5% | COMMON STOCK | 842587107 |
| MMM | 3M CO | 54,900 | $7.864M | 0.0% | $62.67 | +29.3% | COMMON STOCK | 88579Y101 |
| — | IXIA | 7,806,000 | $7.841M | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 45071RAB5 |
| — | HEALTHWAYS, INC | 7,000,000 | $7.71M | 0.0% | $1.08 | — | CONVERTIBLE SECURITY | 422245AB6 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $7.664M | 0.0% | $1.55 | — | CONVERTIBLE SECURITY | 292554AD4 |
| — | CEMEX | 5,000,000 | $7.595M | 0.0% | $1.52 | — | CONVERTIBLE SECURITY | 151290BC6 |
| UNH | UNITEDHEALTH GROUP INC | 91,600 | $7.488M | 0.0% | $51.79 | +25.9% | COMMON STOCK | 91324P102 |
| — | TWENTY-FIRST CENTURY FOX INC | 211,200 | $7.424M | 0.0% | $33.08 | — | COMMON STOCK | 90130A101 |
| BWA | BORGWARNR INC | 113,387 | $7.392M | 0.0% | $36.85 | +26.2% | COMMON STOCK | 099724106 |
| SPG | SIMON PROPERTY GROUP INC | 44,200 | $7.35M | 0.0% | $86.99 | +7.1% | COMMON STOCK | 828806109 |
| GM | GENERAL MOTORS CO | 202,386 | $7.347M | 0.0% | $24.83 | +5.9% | COMMON STOCK | 37045V100 |
| BMY | BRISTOL MYERS SQUIBB | 151,100 | $7.33M | 0.0% | $29.04 | +15.4% | COMMON STOCK | 110122108 |
| ITUB | ITAU UNIBANCO HOLDING | 502,920 | $7.232M | 0.0% | $13.40 | — | COMMON STOCK | 465562106 |
| — | GREENHILL & CO LLC | 146,649 | $7.222M | 0.0% | $50.71 | — | COMMON STOCK | 395259104 |
| CAT | CATERPILLAR INC | 65,700 | $7.14M | 0.0% | $62.73 | +24.4% | COMMON STOCK | 149123101 |
| MAN | MANPOWERGROUP INC | 83,947 | $7.123M | 0.0% | $79.58 | +2.3% | COMMON STOCK | 56418H100 |
| — | HEALTH CR | 5,637,000 | $6.954M | 0.0% | $1.29 | — | CONVERTIBLE SECURITY | 42217KAR7 |
| — | AMAG PHARMACEUTICALS INC | 6,500,000 | $6.918M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 00163UAA4 |
| — | DUPONT DE NEMOUR & CO | 105,600 | $6.91M | 0.0% | $53.43 | — | COMMON STOCK | 263534109 |
| DVN | DEVON ENERGY CORPORATION | 86,000 | $6.828M | 0.0% | $37.63 | +30.3% | COMMON STOCK | 25179M103 |
| — | JUMEI INTERNATIONAL HLDING LTD | 249,637 | $6.79M | 0.0% | $27.20 | — | COMMON STOCK | 48138L107 |
| — | LAM RESEARCH CORP | 4,185 | $6.759M | 0.0% | — | — | Call | 512807908 |
| — | DEALERTRACK HOLDINGS INC | 5,000,000 | $6.709M | 0.0% | $1.24 | — | CONVERTIBLE SECURITY | 242309AB8 |
| — | ALLERGAN INC | 39,300 | $6.65M | 0.0% | $107.15 | — | COMMON STOCK | 018490102 |
| — | FORESTAR GROUP INC | 6,000,000 | $6.61M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| — | JNJ | 4,570,000 | $6.595M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 133,800 | $6.544M | 0.0% | $40.77 | +6.0% | COMMON STOCK | 192446102 |
| — | ALEXION PHARMACEUTICALS INC | 41,620 | $6.503M | 0.0% | $133.61 | — | COMMON STOCK | 015351109 |
| ABT | ABBOTT LABORATORIES | 157,900 | $6.458M | 0.0% | $29.01 | +8.5% | COMMON STOCK | 002824100 |
| — | ACTAVIS PLC | 28,300 | $6.312M | 0.0% | $192.65 | — | COMMON STOCK | G0083B108 |
| — | PHOTRONICS INC | 5,500,000 | $6.07M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 719405AH5 |
| — | NETSUITE INC | 5,908,000 | $6.069M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 64118QAB3 |
| — | PROSPECT CAPITAL CORP | 5,760,000 | $6.052M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| DAL | DELTA AIR LINES INC | 150,800 | $5.839M | 0.0% | $28.31 | +16.1% | COMMON STOCK | 247361702 |
| — | EMC CORP-MASS | 220,900 | $5.819M | 0.0% | $23.82 | — | COMMON STOCK | 268648102 |
| COF | CAPITAL ONE FINANCIAL CORP | 70,000 | $5.782M | 0.0% | $49.28 | +28.0% | COMMON STOCK | 14040H105 |
| — | SPECTRANETICS | 5,500,000 | $5.755M | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| FDX | FEDEX CORP | 37,700 | $5.707M | 0.0% | $84.57 | +40.1% | COMMON STOCK | 31428X106 |
| — | GRANA Y MONTERO | 312,600 | $5.639M | 0.0% | $18.66 | — | COMMON STOCK | 38500P208 |
| — | HOLLYSYS AUTOMATION TECH | 228,690 | $5.601M | 0.0% | $19.01 | — | COMMON STOCK | G45667105 |
| — | ROVI CORP | 5,500,000 | $5.578M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 779376AB8 |
| — | PANERA BREAD CO | 36,964 | $5.538M | 0.0% | $176.83 | — | COMMON STOCK | 69840W108 |
| — | NOBLE ENERGY INC | 70,745 | $5.48M | 0.0% | $62.05 | — | COMMON STOCK | 655044105 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $5.475M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| — | KEYCORP NEW | 41,685 | $5.471M | 0.0% | $128.94 | — | CONVERTIBLE PREFERRED SECURITY | 493267405 |
| LEN | LENNAR CORP | 126,410 | $5.307M | 0.0% | $30.25 | +13.4% | COMMON STOCK | 526057104 |
| LYB | LYONDELLBASELL INDUSTRIES | 53,900 | $5.263M | 0.0% | $38.03 | +36.4% | COMMON STOCK | N53745100 |
| VLO | VALERO ENERGY | 105,000 | $5.261M | 0.0% | $29.04 | +22.2% | COMMON STOCK | 91913Y100 |
| ADM | ARCHER DANIELS MIDLAND | 118,500 | $5.227M | 0.0% | $23.96 | +31.9% | COMMON STOCK | 039483102 |
| CL | COLGATE-PALMOLIVE CO | 75,400 | $5.141M | 0.0% | $44.87 | +14.2% | COMMON STOCK | 194162103 |
| — | REGENERON PHARMACEUTICALS INC | 1,000 | $5.099M | 0.0% | — | — | Call | 75886F907 |
| DHR | DANAHER CORP | 64,600 | $5.086M | 0.0% | $25.44 | +22.2% | COMMON STOCK | 235851102 |
| NSC | NORFOLK SOTHN CORP | 48,800 | $5.028M | 0.0% | $62.40 | +21.8% | COMMON STOCK | 655844108 |
| — | PRAXAIR INC | 37,700 | $5.008M | 0.0% | $121.11 | — | COMMON STOCK | 74005P104 |
| DE | DEERE & CO | 53,300 | $4.826M | 0.0% | $68.28 | +8.5% | COMMON STOCK | 244199105 |
| — | CREE INC | 96,323 | $4.811M | 0.0% | $60.19 | — | COMMON STOCK | 225447101 |
| BIDU | BAIDU INC | 25,510 | $4.766M | 0.0% | $153.59 | — | COMMON STOCK | 056752108 |
| — | SEADRILL LTD | 118,130 | $4.719M | 0.0% | $38.83 | — | COMMON STOCK | G7945E105 |
| BAX | BAXTER INTL INC | 64,600 | $4.671M | 0.0% | $30.58 | +6.9% | COMMON STOCK | 071813109 |
| — | WELLPOINT INC | 43,000 | $4.627M | 0.0% | $83.20 | — | COMMON STOCK | 94973V107 |
| — | INTEL CORP | 3,684,000 | $4.589M | 0.0% | $1.09 | — | CONVERTIBLE SECURITY | 458140AD2 |
| — | FIDELITY NATIONAL FINL INC | 2,780,000 | $4.568M | 0.0% | $1.31 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| — | BAKER HUGHES | 61,140 | $4.552M | 0.0% | $48.03 | — | COMMON STOCK | 057224107 |
| — | INTERMUNE INC | 3,000,000 | $4.494M | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 45884XAE3 |
| — | LENNAR CORP | 6,820 | $4.467M | 0.0% | — | — | Call | 526057904 |
| — | M/I HOMES INC | 4,000,000 | $4.384M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| — | SPECTRA ENERGY CORP | 102,400 | $4.35M | 0.0% | $34.95 | — | COMMON STOCK | 847560109 |
| — | LORILLARD INC | 71,125 | $4.336M | 0.0% | $45.42 | — | COMMON STOCK | 544147101 |
| — | JEFFERIES GROUP INC | 4,001,000 | $4.292M | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 472319AG7 |
| EMR | EMERSON ELECTRIC CO | 64,600 | $4.287M | 0.0% | $40.67 | +20.8% | COMMON STOCK | 291011104 |
| — | QIHOO 360 TECHNOLOGY | 45,946 | $4.229M | 0.0% | $84.54 | — | COMMON STOCK | 74734M109 |
| — | RAYTHEON CO | 45,523 | $4.199M | 0.0% | $73.96 | — | COMMON STOCK | 755111507 |
| VYX | NCR CORP | 119,470 | $4.192M | 0.0% | $20.98 | -3.7% | COMMON STOCK | 62886E108 |
| — | BLACKROCK INC | 13,100 | $4.187M | 0.0% | $262.12 | — | COMMON STOCK | 09247X101 |
| — | HORSEHEAD HOLDING CORP | 2,950,000 | $4.101M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 440694AB3 |
| SCHW | SCHWAB (CHARLES) CORP | 150,000 | $4.04M | 0.0% | $22.85 | 0.0% | COMMON STOCK | 808513105 |
| FITB | FIFTH THIRD BK | 188,400 | $4.022M | 0.0% | $12.64 | +13.0% | COMMON STOCK | 316773100 |
| MPC | MARATHON PETROLEUM | 51,200 | $3.997M | 0.0% | $29.22 | +6.6% | COMMON STOCK | 56585A102 |
| KR | KROGER CO | 80,650 | $3.987M | 0.0% | $14.76 | +26.5% | COMMON STOCK | 501044101 |
| LNC | LINCOLN NATIONAL CORP | 76,500 | $3.935M | 0.0% | $23.99 | +37.6% | COMMON STOCK | 534187109 |
| — | AMERICA MOVIL | 189,210 | $3.926M | 0.0% | $21.74 | — | COMMON STOCK | 02364W105 |
| FISV | FISERV INC | 64,600 | $3.897M | 0.0% | $28.68 | +3.4% | COMMON STOCK | 337738108 |
| AMP | AMERIPRISE FINANCIAL INC | 32,300 | $3.876M | 0.0% | $85.43 | +2.5% | COMMON STOCK | 03076C106 |
| GAP | GAP INC | 92,180 | $3.832M | 0.0% | $27.03 | +0.8% | COMMON STOCK | 364760108 |
| — | J2 GLOBAL INC | 3,729,000 | $3.801M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| AEP | AMER ELECTRIC POWER INC | 67,900 | $3.787M | 0.0% | $30.77 | +13.4% | COMMON STOCK | 025537101 |
| ITW | ILL TOOL WORKS INC | 43,100 | $3.774M | 0.0% | $59.88 | +9.3% | COMMON STOCK | 452308109 |
| — | KRAFT FOODS GROUP INC | 62,833 | $3.767M | 0.0% | $55.08 | — | COMMON STOCK | 50076Q106 |
| ZION | ZIONS BANCORPORATION | 126,955 | $3.741M | 0.0% | $30.38 | -3.2% | COMMON STOCK | 989701107 |
| MOS | MOSAIC CO | 75,400 | $3.729M | 0.0% | $45.74 | -14.7% | COMMON STOCK | 61945C103 |
| — | MEAD JOHNSON NUTRITION CO | 39,900 | $3.717M | 0.0% | $80.24 | — | COMMON STOCK | 582839106 |
| — | CENTURYLINK INC | 101,300 | $3.667M | 0.0% | $35.41 | — | COMMON STOCK | 156700106 |
| — | SANDISK CORP | 34,968 | $3.652M | 0.0% | $61.10 | — | COMMON STOCK | 80004C101 |
| PPG | PPG INDUSTRIES INC | 17,200 | $3.615M | 0.0% | $61.09 | +32.5% | COMMON STOCK | 693506107 |
| — | BB&T CORPORATION | 91,600 | $3.612M | 0.0% | $34.28 | — | COMMON STOCK | 054937107 |
| AMAT | APPLIED MATERIALS INC | 160,000 | $3.608M | 0.0% | $12.22 | +43.9% | COMMON STOCK | 038222105 |
| APD | AIR PRODUCTS & CHEMICALS INC | 28,000 | $3.601M | 0.0% | $71.08 | +18.0% | COMMON STOCK | 009158106 |
| KMB | KIMBERLY-CLARK CORP | 32,300 | $3.592M | 0.0% | $63.68 | +12.7% | COMMON STOCK | 494368103 |
| ADP | AUTOMATIC DATA | 45,300 | $3.591M | 0.0% | $45.65 | +15.8% | COMMON STOCK | 053015103 |
| — | CIENA CORP | 2,581,000 | $3.589M | 0.0% | $1.39 | — | CONVERTIBLE SECURITY | 171779AK7 |
| — | D R HORTON INC | 25,435 | $3.535M | 0.0% | — | — | Call | 23331A909 |
| D | DOMINION RESOURCES INC | 48,500 | $3.469M | 0.0% | $35.14 | +22.2% | COMMON STOCK | 25746U109 |
| — | PLAINS GP HOLDINGS LP | 107,975 | $3.454M | 0.0% | $27.98 | — | COMMON STOCK | 72651A108 |
| — | VIACOM INC | 39,300 | $3.408M | 0.0% | $69.38 | — | COMMON STOCK | 92553P201 |
| AVY | AVERY DENNISON | 66,413 | $3.404M | 0.0% | $39.53 | 0.0% | COMMON STOCK | 053611109 |
| — | FRANK'S INTERNATIONAL | 138,000 | $3.395M | 0.0% | $27.00 | — | COMMON STOCK | N33462107 |
| GIS | GENERAL MILLS INC | 64,600 | $3.394M | 0.0% | $32.74 | +9.3% | COMMON STOCK | 370334104 |
| — | RENEWABLE ENERGY GROUP INC | 3,000,000 | $3.32M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 75972AAA1 |
| — | CIGNA CORP | 35,500 | $3.265M | 0.0% | $72.48 | — | COMMON STOCK | 125509109 |
| SWK | STANLEY BLACK & DECKER INC | 37,100 | $3.258M | 0.0% | $59.39 | +6.9% | COMMON STOCK | 854502101 |
| — | JOHNSON CONTROLS INC | 65,000 | $3.245M | 0.0% | $37.60 | — | COMMON STOCK | 478366107 |
| — | RECPTOS | 76,122 | $3.243M | 0.0% | $42.11 | — | COMMON STOCK | 756207106 |
| — | INVESTORS BANCORP INC | 290,410 | $3.209M | 0.0% | $11.05 | — | COMMON STOCK | 46146L101 |
| VNO | VORNADO REALTY TRUST | 30,000 | $3.202M | 0.0% | $82.87 | — | COMMON STOCK | 929042109 |
| — | SOTHEBYS HOLDINGS INC | 74,340 | $3.122M | 0.0% | $44.90 | — | COMMON STOCK | 835898107 |
| CSX | CSX CORPORATION | 100,000 | $3.081M | 0.0% | $6.66 | +21.5% | COMMON STOCK | 126408103 |
| — | NEWMONT MINING CORP | 2,855,000 | $3.022M | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 651639AJ5 |
| — | RPM INTL INC | 2,420,000 | $3.02M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | SYMANTEC CORP | 131,650 | $3.015M | 0.0% | $22.90 | — | COMMON STOCK | 871503108 |
| — | ACE LIMITED | 29,000 | $3.007M | 0.0% | $93.55 | — | COMMON STOCK | H0023R105 |
| EQT | EQT CORP | 28,000 | $2.993M | 0.0% | $45.40 | +15.9% | COMMON STOCK | 26884L109 |
| — | WADDELL & REED | 47,820 | $2.993M | 0.0% | $44.93 | — | COMMON STOCK | 930059100 |
| — | PIONEER NATURAL RESOURCES CO | 13,000 | $2.988M | 0.0% | $188.80 | — | COMMON STOCK | 723787107 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $2.978M | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| — | SPECTRANETICS CP | 129,360 | $2.96M | 0.0% | $22.04 | — | COMMON STOCK | 84760C107 |
| EXC | EXELON CORP | 80,500 | $2.937M | 0.0% | $15.41 | +9.5% | COMMON STOCK | 30161N101 |
| PLCE | Children's Place Inc/The | 59,170 | $2.937M | 0.0% | $48.52 | 0.0% | COMMON STOCK | 168905107 |
| EIX | EDISON INTL | 50,000 | $2.906M | 0.0% | $30.39 | +18.0% | COMMON STOCK | 281020107 |
| PCG | P G & E CORP | 60,000 | $2.881M | 0.0% | $38.88 | +2.5% | COMMON STOCK | 69331C108 |
| FFIV | F5 NETWORKSINC | 25,615 | $2.855M | 0.0% | $84.15 | +27.9% | COMMON STOCK | 315616102 |
| IVZ | INVESCO LTD | 75,000 | $2.831M | 0.0% | $18.88 | +16.2% | COMMON STOCK | G491BT108 |
| — | YAMANA GOLD INC | 334,000 | $2.753M | 0.0% | $8.24 | — | COMMON STOCK | 98462Y100 |
| — | PROSPECT CAPITAL CORP | 2,595,000 | $2.739M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| — | JUNIPER NETWORKS INC | 111,520 | $2.737M | 0.0% | $21.73 | — | COMMON STOCK | 48203R104 |
| PWR | QUANTA SERVICES INC | 79,100 | $2.735M | 0.0% | $30.71 | +10.6% | COMMON STOCK | 74762E102 |
| MCHP | MICROCHIP TECHNOLOGY INC | 56,000 | $2.733M | 0.0% | $14.67 | +27.3% | COMMON STOCK | 595017104 |
| — | DISCOVERY COMMUNICATIONS INC | 36,135 | $2.684M | 0.0% | $77.97 | — | COMMON STOCK | 25470F104 |
| FLR | FLUOR CORP | 34,540 | $2.656M | 0.0% | $54.20 | +25.2% | COMMON STOCK | 343412102 |
| — | CEMEX | 2,105,000 | $2.64M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 151290AV5 |
| TRV | TRAVELERS COMPANIES INC | 27,800 | $2.615M | 0.0% | $63.44 | +11.2% | COMMON STOCK | 89417E109 |
| — | TOLL BROTHERS INC | 15,350 | $2.533M | 0.0% | — | — | Call | 889478903 |
| PNR | PENTAIR PLC | 35,000 | $2.524M | 0.0% | $41.76 | 0.0% | COMMON STOCK | G7S00T104 |
| WYNN | WYNN RESORTS LTD | 12,000 | $2.491M | 0.0% | $106.96 | +62.4% | COMMON STOCK | 983134107 |
| — | FOREST LABORATORIES INC | 25,000 | $2.475M | 0.0% | $92.28 | — | COMMON STOCK | 345838106 |
| CF | CF INDUSTRIES HOLDINGS INC | 10,260 | $2.468M | 0.0% | $27.81 | +27.7% | COMMON STOCK | 125269100 |
| — | APACHE CORP | 24,500 | $2.465M | 0.0% | $83.84 | — | COMMON STOCK | 037411105 |
| PEG | PUBLIC SERVICE ENTERPRISE GROUP | 60,000 | $2.447M | 0.0% | $21.73 | +18.6% | COMMON STOCK | 744573106 |
| AKAM | AKAMAI TECHNOLOGIES INC | 40,000 | $2.442M | 0.0% | $55.61 | 0.0% | COMMON STOCK | 00971T101 |
| AZO | AUTOZONE INC | 4,540 | $2.435M | 0.0% | $495.81 | +6.7% | COMMON STOCK | 053332102 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 47,800 | $2.413M | 0.0% | $23.49 | +31.8% | COMMON STOCK | 74251V102 |
| — | SUNTRUST BANKS INC | 60,000 | $2.404M | 0.0% | $32.42 | — | COMMON STOCK | 867914103 |
| — | MARATHON OIL CP | 60,000 | $2.395M | 0.0% | $34.58 | — | COMMON STOCK | 565849106 |
| — | KANSAS CITY SOUTHERN | 22,000 | $2.365M | 0.0% | $106.77 | — | COMMON STOCK | 485170302 |
| — | INVENSENSE | 104,235 | $2.365M | 0.0% | $18.93 | — | COMMON STOCK | 46123D205 |
| — | FORTRESS INVESTMENT GROUP | 315,655 | $2.348M | 0.0% | $7.41 | — | COMMON STOCK | 34958B106 |
| KMX | CARMAX INC | 45,000 | $2.34M | 0.0% | $49.00 | -7.3% | COMMON STOCK | 143130102 |
| — | TEAM HEALTH HOLDINGS INC | 46,795 | $2.337M | 0.0% | $49.94 | — | COMMON STOCK | 87817A107 |
| TGT | TARGET CORP | 40,000 | $2.318M | 0.0% | $47.95 | -13.2% | COMMON STOCK | 87612E106 |
| ED | CONSOL EDISON | 40,000 | $2.31M | 0.0% | $37.50 | -2.9% | COMMON STOCK | 209115104 |
| CRL | CHARLES RIVER LABORATORIES | 43,040 | $2.304M | 0.0% | $54.87 | 0.0% | COMMON STOCK | 159864107 |
| AFL | AFLAC INC | 37,000 | $2.303M | 0.0% | $20.11 | +17.8% | COMMON STOCK | 001055102 |
| — | KELLOGG CO | 35,000 | $2.3M | 0.0% | $38.55 | +8.3% | COMMON STOCK | 487836108 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 64,000 | $2.292M | 0.0% | $22.74 | +21.2% | COMMON STOCK | 416515104 |
| — | GENERAL MOTORS CO | 86,079 | $2.291M | 0.0% | $24.36 | — | WARRANTS | 37045V118 |
| PLD | PROLOGIS INC | 55,000 | $2.26M | 0.0% | $26.75 | +8.7% | COMMON STOCK | 74340W103 |
| TRIP | TRIPADVISOR INC | 20,000 | $2.173M | 0.0% | $66.36 | +23.3% | COMMON STOCK | 896945201 |
| APH | AMPHENOL CORP | 22,350 | $2.153M | 0.0% | $8.73 | +22.2% | COMMON STOCK | 032095101 |
| — | AETNA INC | 26,500 | $2.149M | 0.0% | $63.55 | — | COMMON STOCK | 00817Y108 |
| KLAC | KLA-TENCOR CORP | 29,500 | $2.143M | 0.0% | $41.11 | +3.3% | COMMON STOCK | 482480100 |
| — | COACH INC | 62,615 | $2.141M | 0.0% | $44.25 | — | COMMON STOCK | 189754104 |
| NEM | NEWMONT MINING CORP | 84,000 | $2.137M | 0.0% | $25.34 | -26.0% | COMMON STOCK | 651639106 |
| RF | REGIONS FINANCIAL CORP | 190,000 | $2.018M | 0.0% | $5.80 | +21.2% | COMMON STOCK | 7591EP100 |
| — | KKR & CO LP | 81,239 | $1.977M | 0.0% | $20.16 | — | COMMON STOCK | 48248M102 |
| ETR | ENTERGY CORP | 24,000 | $1.97M | 0.0% | $20.57 | +13.9% | COMMON STOCK | 29364G103 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.967M | 0.0% | $15.16 | +24.7% | COMMON STOCK | 56501R106 |
| PHM | PULTEGROUP INC | 92,000 | $1.855M | 0.0% | $16.54 | +0.2% | COMMON STOCK | 745867101 |
| — | CHUBB CORP | 20,000 | $1.843M | 0.0% | $84.65 | — | COMMON STOCK | 171232101 |
| — | COVIDIEN PLC | 20,000 | $1.804M | 0.0% | $62.84 | — | COMMON STOCK | G2554F113 |
| — | IGNITE RESTAURANT GROUP INC | 123,709 | $1.801M | 0.0% | $16.36 | — | COMMON STOCK | 451730105 |
| — | LABORATORY CORP LYONS | 1,305,000 | $1.792M | 0.0% | $1.34 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| — | HESS CORP | 18,000 | $1.78M | 0.0% | $77.33 | — | COMMON STOCK | 42809H107 |
| PPL | PPL CORP | 50,000 | $1.777M | 0.0% | $16.36 | +14.5% | COMMON STOCK | 69351T106 |
| FE | FIRSTENERGY CORP | 50,000 | $1.736M | 0.0% | $23.88 | -13.2% | COMMON STOCK | 337932107 |
| CMS | CMS ENERGY CORP | 55,000 | $1.713M | 0.0% | $18.61 | +12.7% | COMMON STOCK | 125896100 |
| AVB | AVALONBAY COMMUNITIES INC | 12,000 | $1.706M | 0.0% | $82.16 | +14.3% | COMMON STOCK | 053484101 |
| — | RYLAND GRP INC | 1,852,000 | $1.703M | 0.0% | $0.91 | — | CONVERTIBLE SECURITY | 783764AS2 |
| — | ST JUDE MEDICAL INC | 24,500 | $1.697M | 0.0% | $47.39 | — | COMMON STOCK | 790849103 |
| ABEV | COMPANHIA DE BEBIDAS | 235,000 | $1.654M | 0.0% | $7.28 | — | COMMON STOCK | 02319V103 |
| AES | AES CORP | 105,000 | $1.633M | 0.0% | $8.89 | +6.8% | COMMON STOCK | 00130H105 |
| — | AGCO CORP | 1,166,000 | $1.624M | 0.0% | $1.25 | — | CONVERTIBLE SECURITY | 001084AM4 |
| YUM | YUM! BRANDS INC | 20,000 | $1.624M | 0.0% | $38.97 | +14.6% | COMMON STOCK | 988498101 |
| CATO | CATO CORP | 52,335 | $1.617M | 0.0% | $15.46 | 0.0% | COMMON STOCK | 149205106 |
| — | GENERAL MOTORS CO | 86,079 | $1.598M | 0.0% | $16.69 | — | WARRANTS | 37045V126 |
| M | MACYS INC | 27,500 | $1.596M | 0.0% | $46.44 | +25.0% | COMMON STOCK | 55616P104 |
| MTG | MGIC INVESTMENT CORP | 167,645 | $1.549M | 0.0% | $8.32 | +4.3% | COMMON STOCK | 552848103 |
| XYL | XYLEM INC | 39,110 | $1.528M | 0.0% | $25.15 | +28.2% | COMMON STOCK | 98419M100 |
| — | SMITH & WESSON HOLDING CORP | 104,990 | $1.527M | 0.0% | $14.54 | — | COMMON STOCK | 831756101 |
| — | SIGMA ALDRICH | 15,000 | $1.522M | 0.0% | $85.33 | — | COMMON STOCK | 826552101 |
| — | IHS INC | 11,140 | $1.511M | 0.0% | $120.79 | — | COMMON STOCK | 451734107 |
| ACHC | ACADIA HEALTHCARE | 33,000 | $1.502M | 0.0% | $35.44 | +24.0% | COMMON STOCK | 00404A109 |
| DG | DOLLAR GENERAL | 26,000 | $1.491M | 0.0% | $48.03 | +3.5% | COMMON STOCK | 256677105 |
| MU | MICRON TECHNOLOGY INC | 45,000 | $1.483M | 0.0% | $18.97 | +40.3% | COMMON STOCK | 595112103 |
| — | UNILIFE CORP | 500,900 | $1.483M | 0.0% | $4.07 | — | COMMON STOCK | 90478E103 |
| AMG | AFFILIATED MANAGERS GROUP | 7,187 | $1.476M | 0.0% | $184.15 | +1.6% | COMMON STOCK | 008252108 |
| XEL | XCEL ENERGY INC | 45,000 | $1.45M | 0.0% | $19.78 | +7.9% | COMMON STOCK | 98389B100 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 20,000 | $1.446M | 0.0% | $62.44 | +11.4% | COMMON STOCK | 23918K108 |
| — | S & P 500 INDEX | 5,300 | $1.433M | 0.0% | — | — | Put | 464287951 |
| — | CORIUM INTERNATIONAL | 183,606 | $1.427M | 0.0% | $7.77 | — | COMMON STOCK | 21887L107 |
| TOL | TOLL BROTHERS INC | 38,675 | $1.427M | 0.0% | $33.17 | +6.9% | COMMON STOCK | 889478103 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 32,225 | $1.423M | 0.0% | $31.80 | +16.1% | COMMON STOCK | 302130109 |
| — | COLONY FINANCIAL INC | 60,680 | $1.409M | 0.0% | $20.68 | — | COMMON STOCK | 19624R106 |
| GNW | GENWORTH FINANCIAL INC | 80,000 | $1.392M | 0.0% | $10.41 | +67.9% | COMMON STOCK | 37247D106 |
| — | HERSHA HOSPTLY | 205,030 | $1.376M | 0.0% | $5.61 | — | COMMON STOCK | 427825104 |
| — | BROADCOM CORP | 36,890 | $1.369M | 0.0% | $33.93 | — | COMMON STOCK | 111320107 |
| HSY | HERSHEY FOODS CORP | 14,000 | $1.363M | 0.0% | $65.69 | +13.2% | COMMON STOCK | 427866108 |
| MSM | MSC INDUSTRIAL DIRECT CO INC | 14,050 | $1.344M | 0.0% | $80.23 | +13.2% | COMMON STOCK | 553530106 |
| KMI | KINDER MORGAN INC | 36,800 | $1.334M | 0.0% | $18.57 | +1.3% | COMMON STOCK | 49456B101 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 16,915 | $1.324M | 0.0% | $67.47 | — | COMMON STOCK | 293792107 |
| ROST | ROSS STORES INC | 20,000 | $1.323M | 0.0% | $28.99 | +5.6% | COMMON STOCK | 778296103 |
| SYK | STRYKER CORP | 15,500 | $1.307M | 0.0% | $57.38 | +24.0% | COMMON STOCK | 863667101 |
| — | MELCO CROWN ENTERTAINMENT LTD | 1,900 | $1.284M | 0.0% | — | — | Call | 585464900 |
| — | ZIONS BANCORP | 240,800 | $1.267M | 0.0% | $6.53 | — | WARRANTS | 989701115 |
| SHOO | STEVEN MADDEN LTD | 36,670 | $1.258M | 0.0% | $19.36 | 0.0% | COMMON STOCK | 556269108 |
| — | BONANZA CREEK ENERGY INC | 21,005 | $1.201M | 0.0% | $41.11 | — | COMMON STOCK | 097793103 |
| DNOW | NOW INC | 33,022 | $1.196M | 0.0% | $33.70 | 0.0% | COMMON STOCK | 67011P100 |
| RHI | ROBERT HALF INTL INC | 25,000 | $1.194M | 0.0% | $36.84 | +21.6% | COMMON STOCK | 770323103 |
| — | INTERXION HOLDING NV | 43,535 | $1.192M | 0.0% | $25.76 | — | COMMON STOCK | N47279109 |
| CAG | CONAGRA FOODS INC | 40,000 | $1.187M | 0.0% | $16.82 | -3.1% | COMMON STOCK | 205887102 |
| — | BED BATH & BEYOND INC | 20,500 | $1.176M | 0.0% | $76.91 | — | COMMON STOCK | 075896100 |
| — | BARRICK GOLD CORP | 64,200 | $1.175M | 0.0% | $15.75 | — | COMMON STOCK | 067901108 |
| — | OASIS PETROLEUM INC | 20,915 | $1.169M | 0.0% | $40.34 | — | COMMON STOCK | 674215108 |
| HP | HELMERICH & PAYNE INC | 10,000 | $1.161M | 0.0% | $61.57 | +77.9% | COMMON STOCK | 423452101 |
| — | OAKTREE CAPITAL GROUP LLC | 22,580 | $1.129M | 0.0% | $55.98 | — | COMMON STOCK | 674001201 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 25,000 | $1.128M | 0.0% | $38.68 | 0.0% | COMMON STOCK | 01741R102 |
| — | RED HAT INC | 20,000 | $1.105M | 0.0% | $56.05 | — | COMMON STOCK | 756577102 |
| EW | EDWARDS LIFESCI | 12,500 | $1.073M | 0.0% | $11.84 | +14.5% | COMMON STOCK | 28176E108 |
| KSS | KOHLS CORP | 20,000 | $1.054M | 0.0% | $49.51 | +9.4% | COMMON STOCK | 500255104 |
| — | SENIOR HOUSING PROP TRUST | 43,240 | $1.05M | 0.0% | $23.33 | — | COMMON STOCK | 81721M109 |
| — | VERIFONE SYSTEMS INC | 28,300 | $1.04M | 0.0% | $26.81 | — | COMMON STOCK | 92342Y109 |
| — | UBS AG | 55,700 | $1.02M | 0.0% | $18.31 | — | COMMON STOCK | H89231338 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 28,700 | $1.003M | 0.0% | $31.07 | — | COMMON STOCK | 87157B103 |
| MAC | MACERICH COMPANY | 15,000 | $1.001M | 0.0% | $58.87 | — | COMMON STOCK | 554382101 |
| — | NORTHEAST UTILITIES | 20,000 | $945K | 0.0% | $41.25 | — | COMMON STOCK | 664397106 |
| — | NOBLE CORP PLC | 27,990 | $939K | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| MAT | MATTEL INC | 24,040 | $937K | 0.0% | $39.71 | -2.2% | COMMON STOCK | 577081102 |
| DRI | DARDEN RESTAURANTS INC | 20,000 | $925K | 0.0% | $31.33 | +0.1% | COMMON STOCK | 237194105 |
| AMBA | AMBARELLA | 29,585 | $922K | 0.0% | $30.62 | -13.7% | COMMON STOCK | G037AX101 |
| — | LABORATORY CRP OF AMER HLDGS | 9,000 | $922K | 0.0% | $99.59 | — | COMMON STOCK | 50540R409 |
| — | SCRIPPS NETWORKS INTERACTIVE | 11,065 | $898K | 0.0% | $69.04 | — | COMMON STOCK | 811065101 |
| TBI | TRUEBLUE INC | 32,375 | $893K | 0.0% | $23.12 | +18.4% | COMMON STOCK | 89785X101 |
| — | ALLIANT TECHSYS | 505,000 | $889K | 0.0% | $1.15 | — | CONVERTIBLE SECURITY | 018804AK0 |
| — | CAREFUSION CORP | 20,000 | $887K | 0.0% | $36.90 | — | COMMON STOCK | 14170T101 |
| DGX | QUEST DIAGNOSTC | 15,000 | $880K | 0.0% | $46.22 | +0.3% | COMMON STOCK | 74834L100 |
| — | INTEL CORP | 569,000 | $879K | 0.0% | $1.28 | — | CONVERTIBLE SECURITY | 458140AF7 |
| PKG | PACKAGING CORP OF AMERICA | 12,285 | $878K | 0.0% | $36.32 | +34.1% | COMMON STOCK | 695156109 |
| — | FOUNDATION MEDICINE INC | 32,515 | $877K | 0.0% | $26.75 | — | COMMON STOCK | 350465100 |
| MUR | MURPHY OIL CORP | 13,000 | $864K | 0.0% | $34.50 | +18.2% | COMMON STOCK | 626717102 |
| URI | UNITED RENTALS INC | 8,225 | $861K | 0.0% | $64.88 | +45.9% | COMMON STOCK | 911363109 |
| MPT | MEDICAL PROPERTIES TRUST INC | 64,375 | $852K | 0.0% | $12.18 | — | COMMON STOCK | 58463J304 |
| ALKS | ALKERMES PLC | 16,775 | $844K | 0.0% | $33.92 | +36.0% | COMMON STOCK | G01767105 |
| — | HOME INNS & HOTELS MANAG | 24,350 | $834K | 0.0% | $28.65 | — | COMMON STOCK | 43713W107 |
| — | MEREDITH CORP | 17,200 | $832K | 0.0% | $48.37 | — | COMMON STOCK | 589433101 |
| — | ENVISION HEALTHCARE HOLDINGS | 23,175 | $832K | 0.0% | $28.93 | — | COMMON STOCK | 29413U103 |
| AMCX | AMC NETWORKS INC | 13,475 | $829K | 0.0% | $65.36 | -2.1% | COMMON STOCK | 00164V103 |
| SPSC | SPS COMMERCE INC | 12,945 | $818K | 0.0% | $33.43 | -16.3% | COMMON STOCK | 78463M107 |
| — | FXCM INC | 54,250 | $812K | 0.0% | $18.59 | — | COMMON STOCK | 302693106 |
| TER | TERADYNE INC | 41,405 | $812K | 0.0% | $17.16 | 0.0% | COMMON STOCK | 880770102 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 13,525 | $805K | 0.0% | $52.81 | — | COMMON STOCK | 73640Q105 |
| TDC | TERADATA CORP | 20,000 | $804K | 0.0% | $55.04 | -20.7% | COMMON STOCK | 88076W103 |
| — | JAMBA INC | 66,350 | $803K | 0.0% | $13.95 | — | COMMON STOCK | 47023A309 |
| — | SUNEDISON INC | 35,230 | $796K | 0.0% | $14.33 | — | COMMON STOCK | 86732Y109 |
| — | ROADRUNNER TRANSPORTATION | 27,470 | $772K | 0.0% | $27.14 | — | COMMON STOCK | 76973Q105 |
| — | EQUINIX INC | 3,640 | $765K | 0.0% | $184.25 | — | COMMON STOCK | 29444U502 |
| — | GENERAL CABLE CORP | 761,000 | $756K | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 369300AL2 |
| STAA | STAAR SURGICAL | 44,920 | $755K | 0.0% | $16.22 | +1.4% | COMMON STOCK | 852312305 |
| — | WILLIAMS PARTNERS LP | 13,675 | $742K | 0.0% | $52.57 | — | COMMON STOCK | 96950F104 |
| AOS | SMITH (AO) CORP | 14,900 | $739K | 0.0% | $20.98 | -4.7% | COMMON STOCK | 831865209 |
| HURN | HURON CONSULTING GROUP INC | 10,115 | $716K | 0.0% | $65.18 | +1.3% | COMMON STOCK | 447462102 |
| EVR | EVERCORE PARTNERS INC | 12,400 | $715K | 0.0% | $44.20 | -3.7% | COMMON STOCK | 29977A105 |
| — | VITAMIN SHOPPE INC | 16,600 | $714K | 0.0% | $44.52 | — | COMMON STOCK | 92849E101 |
| — | MULTIMEDIA GAMES HOLDING CO | 24,080 | $714K | 0.0% | $31.31 | — | COMMON STOCK | 625453105 |
| — | AIRGAS INC | 6,500 | $708K | 0.0% | $106.00 | — | COMMON STOCK | 009363102 |
| CIEN | CIENA CORP | 32,600 | $706K | 0.0% | $19.75 | +4.0% | COMMON STOCK | 171779309 |
| — | Belmond Ltd | 48,250 | $702K | 0.0% | $14.95 | — | COMMON STOCK | G67743107 |
| PAA | PLAINS ALL AMER | 11,510 | $691K | 0.0% | $52.68 | — | COMMON STOCK | 726503105 |
| — | INTERPUBLIC GROUP OF COS | 35,000 | $683K | 0.0% | $9.16 | +31.4% | COMMON STOCK | 460690100 |
| — | DRESSER-RAND GROUP INC | 10,655 | $679K | 0.0% | $60.51 | — | COMMON STOCK | 261608103 |
| — | HORSEHEAD HOLDING CORP | 37,150 | $678K | 0.0% | $17.82 | — | COMMON STOCK | 440694305 |
| — | FLEETMATICS GROUP PLC | 20,880 | $675K | 0.0% | $37.24 | — | COMMON STOCK | G35569105 |
| — | H&E EQUIPMENT SERVICES INC | 18,425 | $670K | 0.0% | $30.40 | — | COMMON STOCK | 404030108 |
| CYH | COMMUNTY HEALTH SYSTEMS INC | 14,650 | $665K | 0.0% | $33.27 | 0.0% | COMMON STOCK | 203668108 |
| — | VANTIV INC | 19,690 | $662K | 0.0% | $27.99 | — | COMMON STOCK | 92210H105 |
| — | INFINERA CORP | 70,675 | $650K | 0.0% | $9.57 | — | COMMON STOCK | 45667G103 |
| — | ENDOLOGIX INC | 42,625 | $648K | 0.0% | $16.42 | — | COMMON STOCK | 29266S106 |
| TBHC | KIRKLAND'S INC | 34,510 | $640K | 0.0% | $17.30 | -3.9% | COMMON STOCK | 497498105 |
| — | CARRIZO OIL&GAS | 9,235 | $640K | 0.0% | $57.61 | — | COMMON STOCK | 144577103 |
| — | CIMAREX ENERGY CO | 4,455 | $639K | 0.0% | $143.43 | — | COMMON STOCK | 171798101 |
| — | SANCHEZ ENERGY | 16,915 | $636K | 0.0% | $37.60 | — | COMMON STOCK | 79970Y105 |
| — | HMS HOLDINGS CORP | 31,125 | $635K | 0.0% | $19.40 | — | COMMON STOCK | 40425J101 |
| — | ITT INDUSTRIES INC | 13,200 | $635K | 0.0% | $48.11 | — | COMMON STOCK | 450911201 |
| — | CELGENE CORP | 940 | $632K | 0.0% | — | — | Call | 151020904 |
| — | CHESAPEAKE ENERGY CORP | 20,257 | $630K | 0.0% | $27.15 | — | COMMON STOCK | 165167107 |
| — | HOMEAWAY INC | 18,075 | $629K | 0.0% | $31.75 | — | COMMON STOCK | 43739Q100 |
| — | PRIVATEBANCORP INC | 21,430 | $623K | 0.0% | $21.59 | — | COMMON STOCK | 742962103 |
| — | AMAZON.COM INC | 328 | $616K | 0.0% | — | — | Call | 023135906 |
| — | MICROCHIP TECHNOLOGY INC | 6,080 | $608K | 0.0% | — | — | Put | 595017954 |
| — | KAPSTONE PAPER AND PACKAGING | 18,135 | $601K | 0.0% | $28.82 | — | COMMON STOCK | 48562P103 |
| ICLR | ICON PLC | 12,475 | $588K | 0.0% | $35.47 | +21.8% | COMMON STOCK | G4705A100 |
| — | RUBICON TECHNOLOGY INC | 65,975 | $577K | 0.0% | $8.75 | — | COMMON STOCK | 78112T107 |
| IMAX | IMAX CORP | 20,200 | $575K | 0.0% | $26.82 | -0.5% | COMMON STOCK | 45245E109 |
| — | CITY NATIONAL | 7,575 | $574K | 0.0% | $77.85 | — | COMMON STOCK | 178566105 |
| MXL | MAXLINEAR INC | 56,600 | $570K | 0.0% | $9.17 | 0.0% | COMMON STOCK | 57776J100 |
| HEI | HEICO CORP | 10,860 | $564K | 0.0% | $29.73 | -5.5% | COMMON STOCK | 422806109 |
| — | POLYONE CORP | 13,300 | $560K | 0.0% | $32.11 | — | COMMON STOCK | 73179P106 |
| — | VIRTUSA CORP | 15,150 | $542K | 0.0% | $35.78 | — | COMMON STOCK | 92827P102 |
| — | KEY ENERGY SERVICES INC | 58,400 | $534K | 0.0% | $9.21 | — | COMMON STOCK | 492914106 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 8,470 | $527K | 0.0% | $63.83 | -5.4% | COMMON STOCK | 09061G101 |
| PAHC | PHIBRO ANIMAL HEALTH CORP | 23,700 | $520K | 0.0% | $19.01 | 0.0% | COMMON STOCK | 71742Q106 |
| — | WESCO AIRCRAFT HOLDINGS | 25,500 | $509K | 0.0% | $22.00 | — | COMMON STOCK | 950814103 |
| MD | MEDNAX INC | 8,700 | $506K | 0.0% | $50.02 | +17.6% | COMMON STOCK | 58502B106 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTION | 30,525 | $490K | 0.0% | $17.30 | -9.9% | COMMON STOCK | 01988P108 |
| — | DRIL-QUIP | 4,490 | $490K | 0.0% | $109.13 | — | COMMON STOCK | 262037104 |
| GMED | GLOBUS MEDICAL | 20,300 | $486K | 0.0% | $23.84 | +1.2% | COMMON STOCK | 379577208 |
| AWI | ARMSTRONG WORLD INDUSTRIES | 7,900 | $454K | 0.0% | $52.91 | -4.7% | COMMON STOCK | 04247X102 |
| — | WABCO HOLDINGS INC | 4,200 | $449K | 0.0% | $84.29 | — | COMMON STOCK | 92927K102 |
| — | POTBELLY CORPORATION | 26,878 | $429K | 0.0% | $24.28 | — | COMMON STOCK | 73754Y100 |
| MSI | MOTOROLA SOLUTIONS INC | 6,428 | $428K | 0.0% | $47.42 | +14.5% | COMMON STOCK | 620076307 |
| GPRE | Green Plains Inc | 12,900 | $424K | 0.0% | $29.41 | 0.0% | COMMON STOCK | 393222104 |
| — | CONTROL4 CORPORATION | 21,275 | $416K | 0.0% | $21.20 | — | COMMON STOCK | 21240D107 |
| — | RTI INTL METALS INC | 15,430 | $410K | 0.0% | $33.22 | — | COMMON STOCK | 74973W107 |
| — | ARES CAPITAL CORP | 378,000 | $408K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 04010LAD5 |
| — | NORCRAFT COMPANIES | 28,200 | $404K | 0.0% | $14.33 | — | COMMON STOCK | 65557Y105 |
| CVLT | COMMVAULT SYSTEMS INC | 8,150 | $401K | 0.0% | $53.83 | 0.0% | COMMON STOCK | 204166102 |
| — | CASCADE BANCORP | 76,546 | $399K | 0.0% | $5.21 | — | COMMON STOCK | 147154207 |
| — | CREDIT SUISSE GROUP | 3,650 | $397K | 0.0% | — | — | Call | 225401908 |
| — | EXAMWORKS GROUP | 12,500 | $397K | 0.0% | $31.76 | — | COMMON STOCK | 30066A105 |
| — | ANSYS INC | 5,215 | $395K | 0.0% | $75.74 | — | COMMON STOCK | 03662Q105 |
| CBOE | CBOE HOLDINGS INC | 7,875 | $388K | 0.0% | $42.59 | +2.3% | COMMON STOCK | 12503M108 |
| JBL | JABIL CIRCUIT INC | 17,900 | $374K | 0.0% | $16.77 | 0.0% | COMMON STOCK | 466313103 |
| — | TAIWAN SEMICONDUCTOR | 4,725 | $366K | 0.0% | — | — | Call | 874039900 |
| — | ISIS PHARMACEUT | 10,150 | $350K | 0.0% | $34.48 | — | COMMON STOCK | 464330109 |
| DIOD | DIODES INC | 11,975 | $347K | 0.0% | $27.65 | 0.0% | COMMON STOCK | 254543101 |
| PTC | PTC INC | 8,930 | $346K | 0.0% | $36.03 | 0.0% | COMMON STOCK | 69370C100 |
| PSIX | POWER SOLUTIONS INTERNATIONAL | 4,750 | $342K | 0.0% | $73.55 | +4.4% | COMMON STOCK | 73933G202 |
| RRGB | RED ROBIN GOURMET BURGERS INC | 4,530 | $323K | 0.0% | $70.38 | -0.7% | COMMON STOCK | 75689M101 |
| POWI | POWER INTEGRATIONS INC | 5,400 | $311K | 0.0% | $24.97 | 0.0% | COMMON STOCK | 739276103 |
| KN | KNOWLES CORPORATION | 9,525 | $293K | 0.0% | $30.24 | 0.0% | COMMON STOCK | 49926D109 |
| — | BIOSPECIFICS TECHNOLOGIES CORP | 9,456 | $255K | 0.0% | $26.11 | — | COMMON STOCK | 090931106 |
| PH | PARKER HANNIFIN CORP | 2,000 | $251K | 0.0% | $102.75 | 0.0% | COMMON STOCK | 701094104 |
| — | SQUARE 1 FINANCIAL INC | 13,075 | $249K | 0.0% | $19.04 | — | COMMON STOCK | 85223W101 |
| MNRO | MONRO MUFFLER BRAKE INC | 4,525 | $241K | 0.0% | $44.46 | +23.4% | COMMON STOCK | 610236101 |
| — | AMER INTL GRP | 385 | $238K | 0.0% | — | — | Call | 026874904 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 1,860 | $224K | 0.0% | $96.04 | 0.0% | COMMON STOCK | 303075105 |
| — | ROPER INDS INC | 120,000 | $221K | 0.0% | $1.57 | — | CONVERTIBLE SECURITY | 776696AA4 |
| — | ALTERA CORP | 5,890 | $205K | 0.0% | $34.80 | — | COMMON STOCK | 021441100 |
| — | CLIFFS NATURAL RESOURCES INC | 13,500 | $203K | 0.0% | $16.25 | — | COMMON STOCK | 18683K101 |
| — | NATIONAL CINEMEDIA INC | 11,161 | $195K | 0.0% | $17.47 | — | COMMON STOCK | 635309107 |
| — | VIRTUALSCOPICS | 40,537 | $183K | 0.0% | $4.51 | — | COMMON STOCK | 928269208 |
| — | ENERSYS | 95,000 | $164K | 0.0% | $1.32 | — | CONVERTIBLE SECURITY | 29275YAA0 |
| WIT | WIPRO LTD | 12,985 | $154K | 0.0% | $12.47 | — | COMMON STOCK | 97651M109 |
| — | DIGIRAD CORP | 36,095 | $128K | 0.0% | $3.55 | — | COMMON STOCK | 253827109 |
| — | XENOPORT INC | 19,500 | $94,000 | 0.0% | $5.18 | — | COMMON STOCK | 98411C100 |