Location: Naperville, IL
CIK: 0001455258 · Show all filings
Period: Q2 2014 (← Previous) (Next →)
Filing Date: Aug 14, 2014
Total Value: $351M (79.6% shares, 20.4% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 156,960 | $14.59M | 4.2% | $92.93 * | $17.89 | +14.1% | COMMON STOCK | 037833100 |
| ETN | EATON CORP PLC | 76,429 | $5.899M | 1.7% | $77.18 * | $48.07 | +22.0% | COMMON STOCK | G29183103 |
| WFC | WELLS FARGO & COMPANY | 108,425 | $5.699M | 1.6% | $52.56 * | $28.74 | +32.4% | COMMON STOCK | 949746101 |
| JPM | JP MORGAN CHASE & CO | 92,036 | $5.303M | 1.5% | $57.62 * | $37.39 | +12.9% | COMMON STOCK | 46625H100 |
| — | CONTINENTAL RESOURCES INC | 31,101 | $4.915M | 1.4% | $158.03 | $103.42 | — | COMMON STOCK | 212015101 |
| SLB | SCHLUMBERGER LTD | 41,034 | $4.84M | 1.4% | $117.95 * | $52.90 | +62.4% | COMMON STOCK | 806857108 |
| — | GOOGLE INC | 8,099 | $4.735M | 1.4% | $584.64 | $711.09 | — | COMMON STOCK | 38259P508 |
| — | PRICELINE.COM INC | 3,207,000 | $4.563M | 1.3% | $1.42 | $1.17 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | MGM MIRAGE | 2,983,000 | $4.394M | 1.3% | $1.47 | $1.20 | — | CONVERTIBLE SECURITY | 55303QAE0 |
| KO | COCA-COLA CO | 102,938 | $4.36M | 1.2% | $42.36 * | $27.85 | +6.0% | COMMON STOCK | 191216100 |
| NKE | NIKE INC | 54,382 | $4.217M | 1.2% | $77.54 * | $31.27 | +7.3% | COMMON STOCK | 654106103 |
| — | UTD TECHS CORP | 64,263 | $4.189M | 1.2% | $65.19 | $59.75 | — | CONVERTIBLE PREFERRED SECURITY | 913017117 |
| — | ELECTRONIC ARTS INC | 3,287,000 | $4.142M | 1.2% | $1.26 | $1.10 | — | CONVERTIBLE SECURITY | 285512AA7 |
| META | FACEBOOK INC | 60,269 | $4.056M | 1.2% | $67.30 | $39.40 | +69.6% | COMMON STOCK | 30303M102 |
| — | SALIX PHARMACEUTICALS LTD | 2,061,000 | $4.045M | 1.2% | $1.96 | $1.20 | — | CONVERTIBLE SECURITY | 795435AE6 |
| C | CITIGROUP INC | 85,583 | $4.031M | 1.1% | $47.10 * | $36.92 | -5.0% | COMMON STOCK | 172967424 |
| — | SALESFORCE.COM INC | 3,396,000 | $3.895M | 1.1% | $1.15 | $1.15 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| — | SANDISK CORP | 1,868,000 | $3.833M | 1.1% | $2.05 | $1.35 | — | CONVERTIBLE SECURITY | 80004CAD3 |
| ILMN | ILLUMINA INC | 21,406 | $3.822M | 1.1% | $178.55 * | $90.50 | +91.9% | COMMON STOCK | 452327109 |
| CMI | CUMMINS INC | 22,390 | $3.455M | 1.0% | $154.31 * | $110.72 | +2.2% | COMMON STOCK | 231021106 |
| — | METLIFE INC | 107,300 | $3.429M | 1.0% | $31.96 | $41.83 | — | CONVERTIBLE PREFERRED SECURITY | 59156R116 |
| MA | MASTERCARD INC | 46,678 | $3.429M | 1.0% | $73.46 * | $70.62 | -3.0% | COMMON STOCK | 57636Q104 |
| MSFT | MICROSOFT CORP | 81,515 | $3.399M | 1.0% | $41.70 * | $32.68 | +7.4% | COMMON STOCK | 594918104 |
| JNJ | JOHNSON & JOHNSON | 30,295 | $3.169M | 0.9% | $104.60 * | $60.71 | +25.2% | COMMON STOCK | 478160104 |
| MRK | MERCK & CO | 54,769 | $3.168M | 0.9% | $57.84 * | $30.11 | +28.3% | COMMON STOCK | 58933Y105 |
| AMZN | AMAZON.COM INC | 9,677 | $3.143M | 0.9% | $324.79 * | $13.44 | +20.8% | COMMON STOCK | 023135106 |
| — | CELGENE CORP | 35,721 | $3.068M | 0.9% | $85.89 | $104.18 | — | COMMON STOCK | 151020104 |
| — | LIBERTY | 2,226,000 | $2.998M | 0.9% | $1.35 | $1.35 | — | CONVERTIBLE SECURITY | 530610AC8 |
| BEN | FRANKLIN RESOURCES INC | 49,984 | $2.891M | 0.8% | $57.84 * | $29.60 | +17.2% | COMMON STOCK | 354613101 |
| HD | HOME DEPOT | 35,644 | $2.886M | 0.8% | $80.97 * | $56.92 | +8.8% | COMMON STOCK | 437076102 |
| BA | BOEING CO | 22,633 | $2.88M | 0.8% | $127.25 * | $111.86 | -1.7% | COMMON STOCK | 097023105 |
| UNP | UNION PACIFIC CORP | 28,514 | $2.844M | 0.8% | $99.74 * | $67.28 | +14.8% | COMMON STOCK | 907818108 |
| — | TEVA PHARMACEUTICAL IND LTD | 2,209,000 | $2.828M | 0.8% | $1.28 | $1.05 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| OXY | OCCIDENTAL PETROLEUM CORP | 27,536 | $2.826M | 0.8% | $102.63 * | $61.42 | +13.3% | COMMON STOCK | 674599105 |
| EOG | EOG RESOURCES INC | 24,037 | $2.809M | 0.8% | $116.86 * | $61.91 | +37.6% | COMMON STOCK | 26875P101 |
| QCOM | QUALCOMM INC | 34,456 | $2.729M | 0.8% | $79.20 * | $45.18 | +26.8% | COMMON STOCK | 747525103 |
| STT | STATE STREET CORP | 39,755 | $2.674M | 0.8% | $67.26 * | $47.89 | +2.7% | COMMON STOCK | 857477103 |
| — | WELLPOINT INC | 1,718,000 | $2.642M | 0.8% | $1.54 | $1.37 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | CHICAGO BRIDGE & IRON | 37,149 | $2.534M | 0.7% | $68.21 | $70.07 | — | COMMON STOCK | 167250109 |
| — | CERNER CORP | 48,167 | $2.484M | 0.7% | $51.57 | $65.74 | — | COMMON STOCK | 156782104 |
| — | LINKEDIN CORPORATION | 14,421 | $2.473M | 0.7% | $171.49 | $192.81 | — | COMMON STOCK | 53578A108 |
| ACN | ACCENTURE PLC | 30,520 | $2.467M | 0.7% | $80.83 * | $62.86 | +6.1% | COMMON STOCK | G1151C101 |
| GILD | GILEAD SCIENCES INC | 29,719 | $2.464M | 0.7% | $82.91 * | $40.25 | +43.1% | COMMON STOCK | 375558103 |
| EBAY | EBAY INC | 48,310 | $2.418M | 0.7% | $50.05 * | $20.18 | -7.1% | COMMON STOCK | 278642103 |
| AIG | AMER INTL GROUP | 43,810 | $2.391M | 0.7% | $54.58 * | $35.41 | +17.8% | COMMON STOCK | 026874784 |
| ORCL | ORACLE CORP | 58,353 | $2.365M | 0.7% | $40.53 * | $28.83 | +18.5% | COMMON STOCK | 68389X105 |
| — | NOVELLUS SYSTEMS INC | 1,160,000 | $2.343M | 0.7% | $2.02 | $2.02 | — | CONVERTIBLE SECURITY | 670008AD3 |
| — | HELIX ENERGY SOLUTIONS GROUP | 1,691,000 | $2.288M | 0.7% | $1.35 | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| — | MICHAEL KORS HOLDINGS LIMITED | 25,807 | $2.288M | 0.7% | $88.66 | $64.74 | — | COMMON STOCK | G60754101 |
| — | GOOGLE INC | 3,937 | $2.265M | 0.6% | $575.31 | $575.31 | — | COMMON STOCK | 38259P706 |
| — | TIME WARNER INC | 32,139 | $2.258M | 0.6% | $70.26 | $59.79 | — | COMMON STOCK | 887317303 |
| — | VMWARE INC | 23,182 | $2.244M | 0.6% | $96.80 | $101.57 | — | COMMON STOCK | 928563402 |
| — | NATIONAL OILWELL VARCO INC | 26,984 | $2.222M | 0.6% | $82.35 | $68.89 | — | COMMON STOCK | 637071101 |
| — | MOLINA HEALTHCARE INC | 1,775,000 | $2.22M | 0.6% | $1.25 | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| DECK | DECKERS OUTDOOR | 25,488 | $2.2M | 0.6% | $86.32 * | $13.22 | +8.8% | COMMON STOCK | 243537107 |
| — | HOLOGIC INC | 1,740,000 | $2.183M | 0.6% | $1.25 | $1.12 | — | CONVERTIBLE SECURITY | 436440AB7 |
| — | INSULET CORP | 1,921,000 | $2.129M | 0.6% | $1.11 | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| — | SEADRILL LTD | 53,081 | $2.121M | 0.6% | $39.96 | $39.04 | — | COMMON STOCK | G7945E105 |
| AJG | ARTHUR J GALLAGHER & CO | 45,460 | $2.118M | 0.6% | $46.59 * | $36.83 | +1.6% | COMMON STOCK | 363576109 |
| — | Priceline Group Inc/The | 1,760 | $2.117M | 0.6% | $1202.84 | $861.91 | — | COMMON STOCK | 741503403 |
| — | GENESEE & WYOMING INC | 15,567 | $2.108M | 0.6% | $135.41 | $121.12 | — | CONVERTIBLE PREFERRED SECURITY | 371559204 |
| XOM | EXXON MOBIL CORP | 20,777 | $2.092M | 0.6% | $100.69 * | $54.01 | +14.7% | COMMON STOCK | 30231G102 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 37,305 | $2.051M | 0.6% | $54.98 * | $46.73 | +10.0% | COMMON STOCK | 33616C100 |
| — | INTEGRA LIFESCI | 1,911,000 | $2.051M | 0.6% | $1.07 | $1.05 | — | CONVERTIBLE SECURITY | 457985AK5 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 1,543,000 | $2.017M | 0.6% | $1.31 | $1.10 | — | CONVERTIBLE SECURITY | 874054AC3 |
| — | ICONIX BRAND GROUP INC | 1,387,000 | $2.005M | 0.6% | $1.45 | $1.14 | — | CONVERTIBLE SECURITY | 451055AE7 |
| — | ON SEMICONDUCTOR CORP | 1,696,000 | $1.999M | 0.6% | $1.18 | $1.19 | — | CONVERTIBLE SECURITY | 682189AH8 |
| GS | GOLDMAN SACHS | 11,934 | $1.998M | 0.6% | $167.42 * | $122.24 | +9.5% | COMMON STOCK | 38141G104 |
| — | ANADARKO PETROLEUM | 18,022 | $1.973M | 0.6% | $109.48 | $90.47 | — | COMMON STOCK | 032511107 |
| — | TESLA MOTORS INC | 2,022,000 | $1.957M | 0.6% | $0.97 | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| CVX | CHEVRONTEXACO CORP | 14,890 | $1.944M | 0.6% | $130.56 * | $71.74 | +11.5% | COMMON STOCK | 166764100 |
| — | GILEAD SCIENCE | 526,000 | $1.923M | 0.5% | $3.66 | $2.29 | — | CONVERTIBLE SECURITY | 375558AP8 |
| — | MENTOR GRAPHICS | 1,570,000 | $1.923M | 0.5% | $1.22 | $1.21 | — | CONVERTIBLE SECURITY | 587200AK2 |
| PVH | PVH CORP | 16,342 | $1.905M | 0.5% | $116.57 | $124.19 | -7.7% | COMMON STOCK | 693656100 |
| — | WALGREEN CO | 25,143 | $1.864M | 0.5% | $74.14 | $44.19 | — | COMMON STOCK | 931422109 |
| — | JARDEN CORP | 1,319,000 | $1.825M | 0.5% | $1.38 | $1.42 | — | CONVERTIBLE SECURITY | 471109AH1 |
| ZBH | ZIMMER HOLDINGS INC | 17,400 | $1.807M | 0.5% | $103.85 * | $83.56 | +9.9% | COMMON STOCK | 98956P102 |
| PRU | PRUDENTIAL FINANCIAL INC | 20,293 | $1.801M | 0.5% | $88.75 * | $52.15 | +4.4% | COMMON STOCK | 744320102 |
| — | STANLEY BLACK & DECKER INC | 15,615 | $1.781M | 0.5% | $114.06 | $114.06 | — | CONVERTIBLE PREFERRED SECURITY | 854502804 |
| — | ARES CAPITAL CORP | 1,662,000 | $1.778M | 0.5% | $1.07 | $1.10 | — | CONVERTIBLE SECURITY | 04010LAB9 |
| COST | COSTCO WHOLESALE CORP | 15,329 | $1.765M | 0.5% | $115.14 * | $86.56 | +6.6% | COMMON STOCK | 22160K105 |
| — | NEXTERA ENERGY INC | 26,840 | $1.744M | 0.5% | $64.98 | $55.53 | — | CONVERTIBLE PREFERRED SECURITY | 65339F887 |
| FCX | Freeport-McMoRan Inc | 46,572 | $1.7M | 0.5% | $36.50 * | $24.96 | +26.4% | COMMON STOCK | 35671D857 |
| — | RTI INTL METALS | 1,685,000 | $1.685M | 0.5% | $1.00 | $0.95 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 43,598 | $1.64M | 0.5% | $37.62 * | $24.95 | +17.1% | COMMON STOCK | 609207105 |
| PFE | PFIZER INC | 54,592 | $1.62M | 0.5% | $29.67 * | $16.59 | +4.9% | COMMON STOCK | 717081103 |
| — | SPLUNK INC | 29,019 | $1.606M | 0.5% | $55.34 | $60.05 | — | COMMON STOCK | 848637104 |
| REGN | REGENERON PHARMACEUTICALS INC | 5,636 | $1.592M | 0.5% | $282.47 | $264.71 | +6.1% | COMMON STOCK | 75886F107 |
| FOSL | FOSSIL GROUP INC | 15,045 | $1.573M | 0.4% | $104.55 | $115.72 | -9.7% | COMMON STOCK | 34988V106 |
| — | SOTHEBYS HOLDINGS INC | 37,433 | $1.572M | 0.4% | $42.00 | $42.50 | — | COMMON STOCK | 835898107 |
| — | RAYTHEON CO | 16,678 | $1.539M | 0.4% | $92.28 | $72.29 | — | COMMON STOCK | 755111507 |
| — | AMER TOWER CORP | 14,140 | $1.504M | 0.4% | $106.36 | $106.36 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| AVY | AVERY DENNISON | 28,860 | $1.479M | 0.4% | $51.25 * | $39.53 | +3.8% | COMMON STOCK | 053611109 |
| — | CAMERON INTL CORP | 21,562 | $1.46M | 0.4% | $67.71 | $61.10 | — | COMMON STOCK | 13342B105 |
| INTC | INTEL CORP | 47,200 | $1.458M | 0.4% | $30.89 * | $17.90 | +30.7% | COMMON STOCK | 458140100 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 9,689 | $1.424M | 0.4% | $146.97 | $69.70 | +110.9% | COMMON STOCK | G50871105 |
| TXN | TEXAS INSTRUMENTS INC | 29,630 | $1.416M | 0.4% | $47.79 * | $34.00 | +2.6% | COMMON STOCK | 882508104 |
| DHI | D R HORTON INC | 55,030 | $1.353M | 0.4% | $24.59 * | $17.39 | +24.5% | COMMON STOCK | 23331A109 |
| SWK | STANLEY BLACK & DECKER INC | 15,375 | $1.35M | 0.4% | $87.80 * | $59.39 | +10.6% | COMMON STOCK | 854502101 |
| PM | PHILIP MORRIS INTERNATIONAL | 15,905 | $1.341M | 0.4% | $84.31 * | $49.28 | -3.2% | COMMON STOCK | 718172109 |
| KMI | KINDER MORGAN INC | 36,955 | $1.34M | 0.4% | $36.26 * | $18.81 | +7.8% | COMMON STOCK | 49456B101 |
| PG | PROCTER & GAMBLE CO | 16,684 | $1.311M | 0.4% | $78.58 * | $56.51 | +0.7% | COMMON STOCK | 742718109 |
| — | HERSHA HOSPTLY | 192,655 | $1.293M | 0.4% | $6.71 | $5.67 | — | COMMON STOCK | 427825104 |
| — | SIRIUS XM HOLDINGS INC | 356,591 | $1.234M | 0.4% | $3.46 | $3.45 | — | COMMON STOCK | 82968B103 |
| PODD | INSULET CORP | 30,883 | $1.225M | 0.3% | $39.67 | $31.04 | +27.8% | COMMON STOCK | 45784P101 |
| — | COLONY FINANCIAL INC | 52,160 | $1.211M | 0.3% | $23.22 | $20.28 | — | COMMON STOCK | 19624R106 |
| NOW | SERVICENOW INC | 19,031 | $1.179M | 0.3% | $61.95 * | $10.00 | +23.9% | COMMON STOCK | 81762P102 |
| TROW | T ROWE PRICE | 13,969 | $1.179M | 0.3% | $84.40 * | $47.69 | +15.9% | COMMON STOCK | 74144T108 |
| VZ | VERIZON COMM | 24,000 | $1.174M | 0.3% | $48.92 * | $26.31 | +3.0% | COMMON STOCK | 92343V104 |
| — | GENERAL ELECTRIC CO | 44,025 | $1.157M | 0.3% | $26.28 | $23.67 | — | COMMON STOCK | 369604103 |
| ROK | ROCKWELL AUTOMTN | 9,167 | $1.147M | 0.3% | $125.12 * | $73.81 | +35.0% | COMMON STOCK | 773903109 |
| WHR | WHIRLPOOL CORP | 8,150 | $1.135M | 0.3% | $139.26 | $144.75 | -3.8% | COMMON STOCK | 963320106 |
| — | CHESAPEAKE ENERGY CORP | 35,707 | $1.11M | 0.3% | $31.09 | $27.15 | — | COMMON STOCK | 165167107 |
| — | DELPHI AUTOMOTIVE PLC | 16,047 | $1.103M | 0.3% | $68.74 | $52.52 | — | COMMON STOCK | G27823106 |
| SBUX | STARBUCKS CORP | 14,132 | $1.094M | 0.3% | $77.41 * | $24.79 | +24.3% | COMMON STOCK | 855244109 |
| — | WHITEWAVE FOODS COMPANY | 33,585 | $1.087M | 0.3% | $32.37 | $19.59 | — | COMMON STOCK | 966244105 |
| — | SVB FINANCIAL GROUP | 9,320 | $1.087M | 0.3% | $116.63 | $108.37 | — | COMMON STOCK | 78486Q101 |
| — | SPIRIT AIRLINES INC | 16,990 | $1.074M | 0.3% | $63.21 | $62.27 | — | COMMON STOCK | 848577102 |
| — | B/E AEROSPACE INC | 11,510 | $1.065M | 0.3% | $92.53 | $69.48 | — | COMMON STOCK | 073302101 |
| SYNA | SYNAPTICS INC | 11,550 | $1.047M | 0.3% | $90.65 | $64.57 | +40.4% | COMMON STOCK | 87157D109 |
| — | SENIOR HOUSING PROP TRUST | 42,350 | $1.029M | 0.3% | $24.30 | $25.12 | — | COMMON STOCK | 81721M109 |
| — | CROWN CASTLE INTL CORP | 10,034 | $1.023M | 0.3% | $101.95 | $100.15 | — | CONVERTIBLE PREFERRED SECURITY | 228227500 |
| — | INVESTORS BANCORP INC | 90,180 | $996K | 0.3% | $11.04 | $11.04 | — | COMMON STOCK | 46146L101 |
| WDAY | WORKDAY INC | 11,030 | $991K | 0.3% | $89.85 | $78.71 | +14.2% | COMMON STOCK | 98138H101 |
| — | MGIC INVESTMENT CORP | 659,000 | $984K | 0.3% | $1.49 | $1.42 | — | CONVERTIBLE SECURITY | 552848AE3 |
| WSM | WILLIAMS-SONOMA INC | 13,625 | $978K | 0.3% | $71.78 * | $20.28 | +35.2% | COMMON STOCK | 969904101 |
| — | MGIC INVESTMENT CORP | 822,000 | $965K | 0.3% | $1.17 | $1.15 | — | CONVERTIBLE SECURITY | 552848AD5 |
| PANW | PALO ALTO NETWORKS | 11,466 | $961K | 0.3% | $83.81 * | $8.23 | +69.9% | COMMON STOCK | 697435105 |
| AR | ANTERO RESOURCES | 14,582 | $957K | 0.3% | $65.63 | $57.16 | +14.8% | COMMON STOCK | 03674X106 |
| DOV | DOVER CORP | 10,506 | $956K | 0.3% | $91.00 * | $39.99 | +49.7% | COMMON STOCK | 260003108 |
| MAT | MATTEL INC | 24,305 | $947K | 0.3% | $38.96 | $39.71 | -1.9% | COMMON STOCK | 577081102 |
| UPS | UNITED PARCEL SERVICE | 9,170 | $941K | 0.3% | $102.62 * | $64.17 | +6.4% | COMMON STOCK | 911312106 |
| CRM | SALESFORCE.COM INC | 15,442 | $897K | 0.3% | $58.09 | $42.49 | +35.0% | COMMON STOCK | 79466L302 |
| — | MEDIDATA SOLUTIONS INC | 20,889 | $894K | 0.3% | $42.80 | $79.78 | — | COMMON STOCK | 58471A105 |
| PRLB | PROTO LABS INC. | 10,670 | $874K | 0.2% | $81.91 | $74.97 | +9.3% | COMMON STOCK | 743713109 |
| ZION | ZIONS BANCORPORATION | 29,458 | $868K | 0.2% | $29.47 | $30.38 | -3.0% | COMMON STOCK | 989701107 |
| LEA | LEAR CORP | 9,640 | $861K | 0.2% | $89.32 * | $57.30 | +28.0% | COMMON STOCK | 521865204 |
| — | AIR LEASE | 569,000 | $857K | 0.2% | $1.51 | $1.29 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | MEREDITH CORP | 17,160 | $830K | 0.2% | $48.37 | $48.37 | — | COMMON STOCK | 589433101 |
| — | BB&T CORPORATION | 20,755 | $818K | 0.2% | $39.41 | $34.51 | — | COMMON STOCK | 054937107 |
| — | SOLARWINDS INC | 20,960 | $810K | 0.2% | $38.65 | $42.61 | — | COMMON STOCK | 83416B109 |
| EMN | EASTMAN CHEM CO | 9,264 | $809K | 0.2% | $87.33 * | $48.80 | +25.3% | COMMON STOCK | 277432100 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 20,209 | $807K | 0.2% | $39.93 * | $29.13 | -0.3% | COMMON STOCK | 34964C106 |
| WT | WISDOMTREE INVESTMENTS INC | 64,920 | $802K | 0.2% | $12.35 | $13.93 | -11.3% | COMMON STOCK | 97717P104 |
| — | UNITED TECHNOLOGIES CORP | 6,898 | $796K | 0.2% | $115.40 | $95.40 | — | COMMON STOCK | 913017109 |
| BWA | BORGWARNR INC | 12,192 | $795K | 0.2% | $65.21 * | $37.23 | +30.2% | COMMON STOCK | 099724106 |
| — | HOSPITALITY PROPERTIES TRUST | 26,126 | $794K | 0.2% | $30.39 | $26.82 | — | COMMON STOCK | 44106M102 |
| — | PANERA BREAD CO | 5,271 | $790K | 0.2% | $149.88 | $176.75 | — | COMMON STOCK | 69840W108 |
| HOG | HARLEY-DAVIDSON INC | 11,005 | $769K | 0.2% | $69.88 | $70.44 | -0.8% | COMMON STOCK | 412822108 |
| MLCO | MELCO CROWN ENTERTAINMENT LTD | 21,380 | $763K | 0.2% | $35.69 | $41.56 | -14.1% | COMMON STOCK | 585464100 |
| GAP | GAP INC | 18,285 | $760K | 0.2% | $41.56 * | $27.23 | +2.7% | COMMON STOCK | 364760108 |
| PRGO | PERRIGO CO PLC | 5,210 | $759K | 0.2% | $145.68 | $141.69 | +2.9% | COMMON STOCK | G97822103 |
| — | JACOBS ENGINEERING GROUP INC | 14,062 | $749K | 0.2% | $53.26 | $57.45 | — | COMMON STOCK | 469814107 |
| USB | US BANCORP | 17,253 | $747K | 0.2% | $43.30 * | $22.56 | +29.2% | COMMON STOCK | 902973304 |
| MHK | MOHAWK INDS INC | 5,273 | $729K | 0.2% | $138.25 | $115.84 | +19.4% | COMMON STOCK | 608190104 |
| MPT | MEDICAL PROPERTIES TRUST INC | 54,911 | $727K | 0.2% | $13.24 | $13.84 | — | COMMON STOCK | 58463J304 |
| TEX | TEREX CORP | 17,675 | $726K | 0.2% | $41.07 | $40.65 | +1.1% | COMMON STOCK | 880779103 |
| — | BIOMARIN PHARMACEUTICAL INC | 700,000 | $725K | 0.2% | $1.04 | $1.07 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| — | RYLAND GRP INC | 517,000 | $725K | 0.2% | $1.40 | $1.45 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| BRK/B | BERKSHIRE HTH | 5,701 | $722K | 0.2% | $126.64 | $111.70 | +13.3% | COMMON STOCK | 084670702 |
| BIIB | BIOGEN IDEC INC | 2,265 | $714K | 0.2% | $315.23 | $223.08 | +41.3% | COMMON STOCK | 09062X103 |
| LKQ | LKQ CORP | 26,535 | $708K | 0.2% | $26.68 * | $24.81 | -3.4% | COMMON STOCK | 501889208 |
| URBN | URBAN OUTFITTERS INC | 20,798 | $704K | 0.2% | $33.85 | $35.05 | -3.4% | COMMON STOCK | 917047102 |
| — | CHESAPEAKE ENERGY CORP | 661,000 | $702K | 0.2% | $1.06 | $1.00 | — | CONVERTIBLE SECURITY | 165167BW6 |
| PLCE | Children's Place Inc/The | 13,870 | $688K | 0.2% | $49.60 | $48.52 | +2.3% | COMMON STOCK | 168905107 |
| CATO | CATO CORP | 22,180 | $685K | 0.2% | $30.88 * | $15.46 | +7.0% | COMMON STOCK | 149205106 |
| LVS | LAS VEGAS SANDS CORP | 8,863 | $676K | 0.2% | $76.27 * | $39.57 | +38.1% | COMMON STOCK | 517834107 |
| ALGN | ALIGN TECH INC | 11,990 | $672K | 0.2% | $56.05 | $55.98 | +0.1% | COMMON STOCK | 016255101 |
| PII | POLARIS INDUSTRIES INC | 5,093 | $663K | 0.2% | $130.18 | $94.72 | +37.5% | COMMON STOCK | 731068102 |
| — | SINCLAIR BROADCAST GRP | 18,931 | $658K | 0.2% | $34.76 | $34.76 | — | COMMON STOCK | 829226109 |
| TSM | TAIWAN SEMICONDUCTOR | 30,350 | $649K | 0.2% | $21.38 | $18.32 | +16.7% | COMMON STOCK | 874039100 |
| — | SYMANTEC CORP | 27,865 | $638K | 0.2% | $22.90 | $22.90 | — | COMMON STOCK | 871503108 |
| — | BIOMARIN PHARMACEUTICAL INC | 605,000 | $637K | 0.2% | $1.05 | $1.08 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| — | CREE INC | 12,220 | $610K | 0.2% | $49.92 | $59.81 | — | COMMON STOCK | 225447101 |
| — | YAHOO! INC | 16,754 | $589K | 0.2% | $35.16 | $39.94 | — | COMMON STOCK | 984332106 |
| — | LIONS GATE ENTERTAINMENT CORP | 20,195 | $577K | 0.2% | $28.57 | $28.57 | — | COMMON STOCK | 535919203 |
| — | WHOLE FOODS MARKET INC | 14,485 | $560K | 0.2% | $38.66 | $54.95 | — | COMMON STOCK | 966837106 |
| — | TEAM HEALTH HOLDINGS INC | 11,170 | $558K | 0.2% | $49.96 | $49.96 | — | COMMON STOCK | 87817A107 |
| DIS | DISNEY WALT CO | 6,380 | $547K | 0.2% | $85.74 * | $73.44 | +5.0% | COMMON STOCK | 254687106 |
| CRL | CHARLES RIVER LABORATORIES | 9,870 | $528K | 0.2% | $53.50 | $54.87 | -2.5% | COMMON STOCK | 159864107 |
| AMG | AFFILIATED MANAGERS GROUP | 2,141 | $440K | 0.1% | $205.51 * | $185.48 | +7.2% | COMMON STOCK | 008252108 |
| T | AT&T INC | 12,055 | $426K | 0.1% | $35.34 * | $11.17 | +5.3% | COMMON STOCK | 00206R102 |
| — | INVENSENSE | 18,340 | $416K | 0.1% | $22.68 | $16.41 | — | COMMON STOCK | 46123D205 |
| — | IHS INC | 2,800 | $380K | 0.1% | $135.71 | $121.55 | — | COMMON STOCK | 451734107 |
| — | SMITH & WESSON HOLDING CORP | 24,320 | $354K | 0.1% | $14.56 | $14.56 | — | COMMON STOCK | 831756101 |
| SHOO | STEVEN MADDEN LTD | 8,510 | $292K | 0.1% | $34.31 * | $19.36 | +1.9% | COMMON STOCK | 556269108 |
| DNOW | NOW INC | 7,763 | $281K | 0.1% | $36.20 | $33.70 | +7.4% | COMMON STOCK | 67011P100 |
| XYL | XYLEM INC | 7,002 | $274K | 0.1% | $39.13 * | $25.44 | +32.8% | COMMON STOCK | 98419M100 |
| — | OASIS PETROLEUM INC | 4,840 | $271K | 0.1% | $55.99 | $48.38 | — | COMMON STOCK | 674215108 |
| — | LORILLARD INC | 4,400 | $268K | 0.1% | $60.91 | $44.12 | — | COMMON STOCK | 544147101 |
| — | STANLEY BLACK & DECKER INC | 2,005 | $267K | 0.1% | $133.17 | $133.17 | — | CONVERTIBLE PREFERRED SECURITY | 854502309 |
| — | TAKE-TWO INTER | 210,000 | $257K | 0.1% | $1.22 | $1.12 | — | CONVERTIBLE SECURITY | 874054AD1 |
| — | UBS | 13,510 | $248K | 0.1% | $18.36 | $18.36 | — | COMMON STOCK | H89231338 |
| — | CONN'S INC | 4,820 | $238K | 0.1% | $49.38 | $38.92 | — | COMMON STOCK | 208242107 |
| — | HOLLYSYS AUTOMATION TECH | 9,615 | $235K | 0.1% | $24.44 | $21.54 | — | COMMON STOCK | G45667105 |
| — | BONANZA CREEK ENERGY INC | 3,720 | $213K | 0.1% | $57.26 | $57.26 | — | COMMON STOCK | 097793103 |
| — | STANDARD PACIFIC CORP | 166,000 | $210K | 0.1% | $1.27 | $1.27 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| — | CIMAREX ENERGY CO | 1,410 | $202K | 0.1% | $143.26 | $143.26 | — | COMMON STOCK | 171798101 |
| MSM | MSC INDUSTRIAL DIRECT CO INC | 2,110 | $202K | 0.1% | $95.73 | $85.20 | +12.3% | COMMON STOCK | 553530106 |
| — | BAKER HUGHES | 2,700 | $201K | 0.1% | $74.44 | $65.06 | — | COMMON STOCK | 057224107 |
| — | SEACOR HOLDINGS INC | 171,000 | $197K | 0.1% | $1.15 | $1.20 | — | CONVERTIBLE SECURITY | 811904AM3 |
| MTG | MGIC INVESTMENT CORP | 18,855 | $174K | 0.0% | $9.23 | $8.70 | +6.2% | COMMON STOCK | 552848103 |
| — | ARES CAPITAL CORP | 138,000 | $148K | 0.0% | $1.07 | $1.07 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| — | STONE ENERGY CP | 98,000 | $126K | 0.0% | $1.29 | $1.14 | — | CONVERTIBLE SECURITY | 861642AN6 |
| — | RTI INTL METALS | 113,000 | $118K | 0.0% | $1.04 | $1.09 | — | CONVERTIBLE SECURITY | 74973WAA5 |
| — | OLD REPUBLIC INTL CORP | 90,000 | $112K | 0.0% | $1.24 | $1.23 | — | CONVERTIBLE SECURITY | 680223AH7 |
| — | MICROCHIP TECHNOLOGY INC | 58,000 | $111K | 0.0% | $1.91 | $1.91 | — | CONVERTIBLE SECURITY | 595017AB0 |
| — | J2 GLOBAL INC | 109,000 | $111K | 0.0% | $1.02 | $1.02 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| — | CIENA CORP | 77,000 | $107K | 0.0% | $1.39 | $1.39 | — | CONVERTIBLE SECURITY | 171779AK7 |
| — | STARWOOD PROPERTY TRUST INC | 95,000 | $107K | 0.0% | $1.13 | $1.05 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| — | TOLL BROTHERS FINANCE CORP. | 101,000 | $107K | 0.0% | $1.06 | $1.06 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | SPIRIT REALTY CAPITAL INC | 106,000 | $106K | 0.0% | $1.00 | $1.00 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| — | FLUIDIGM CORP | 106,000 | $101K | 0.0% | $0.95 | $1.09 | — | CONVERTIBLE SECURITY | 34385PAA6 |
| — | OMNICOM GRP | 64,000 | $84,000 | 0.0% | $1.31 | $1.22 | — | CONVERTIBLE SECURITY | 681919AV8 |
| — | CHESAPEAKE ENRG | 77,000 | $83,000 | 0.0% | $1.08 | $0.95 | — | CONVERTIBLE SECURITY | 165167BZ9 |
| — | WALTER INVESTMENT MANAGEMENT | 90,000 | $83,000 | 0.0% | $0.92 | $1.00 | — | CONVERTIBLE SECURITY | 93317WAA0 |
| — | DANAHER CORP | 30,000 | $69,000 | 0.0% | $2.30 | $1.84 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | KB HOME | 57,000 | $57,000 | 0.0% | $1.00 | $1.04 | — | CONVERTIBLE SECURITY | 48666KAS8 |