Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q3 2014 (← Previous) (Next →)
Filing Date: Nov 14, 2014
Total Value: $14.98B (77.3% shares, 22.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 7,266,351 | $732M | 4.9% | $17.85 | +21.2% | COMMON STOCK | 037833100 |
| SLB | SCHLUMBERGER LTD | 2,619,567 | $266M | 1.8% | $52.90 | +50.3% | COMMON STOCK | 806857108 |
| — | UTD TECHS CORP | 4,414,116 | $260M | 1.7% | $59.51 | — | CONVERTIBLE PREFERRED SECURITY | 913017117 |
| WFC | WELLS FARGO & COMPANY | 4,770,290 | $247M | 1.7% | $29.39 | +27.3% | COMMON STOCK | 949746101 |
| — | GOOGLE INC | 416,492 | $245M | 1.6% | $815.38 | — | COMMON STOCK | 38259P508 |
| JPM | JP MORGAN CHASE & CO | 3,838,537 | $231M | 1.5% | $36.63 | +17.8% | COMMON STOCK | 46625H100 |
| META | FACEBOOK INC | 2,567,666 | $203M | 1.4% | $28.09 | +159.3% | COMMON STOCK | 30303M102 |
| ETN | EATON CORP PLC | 3,156,923 | $200M | 1.3% | $46.84 | +15.6% | COMMON STOCK | G29183103 |
| C | CITIGROUP INC | 3,820,280 | $198M | 1.3% | $36.81 | +1.7% | COMMON STOCK | 172967424 |
| — | WELLPOINT INC | 118,625,000 | $197M | 1.3% | $1.36 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| JNJ | JOHNSON & JOHNSON | 1,690,951 | $180M | 1.2% | $59.84 | +26.3% | COMMON STOCK | 478160104 |
| MA | MASTERCARD INC | 2,403,588 | $178M | 1.2% | $70.59 | +0.7% | COMMON STOCK | 57636Q104 |
| — | LIBERTY (TWX & TWC) | 129,388,000 | $172M | 1.2% | $1.35 | — | CONVERTIBLE SECURITY | 530610AC8 |
| — | PRICELINE.COM INC | 127,181,000 | $171M | 1.1% | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | GOOGLE INC | 288,096 | $166M | 1.1% | $575.28 | — | COMMON STOCK | 38259P706 |
| HD | HOME DEPOT | 1,719,835 | $158M | 1.1% | $57.04 | +15.2% | COMMON STOCK | 437076102 |
| KO | COCA-COLA CO | 3,680,831 | $157M | 1.0% | $27.85 | +3.6% | COMMON STOCK | 191216100 |
| — | SALESFORCE.COM INC | 139,158,000 | $155M | 1.0% | $1.15 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| — | CERNER CORP | 2,573,034 | $153M | 1.0% | $72.33 | — | COMMON STOCK | 156782104 |
| MSFT | MICROSOFT CORP | 3,246,365 | $151M | 1.0% | $31.63 | +19.1% | COMMON STOCK | 594918104 |
| — | CELGENE CORP | 1,527,159 | $145M | 1.0% | $105.45 | — | COMMON STOCK | 151020104 |
| — | GILEAD SCIENCE | 27,678,000 | $130M | 0.9% | $2.29 | — | CONVERTIBLE SECURITY | 375558AP8 |
| — | METLIFE INC | 4,208,257 | $130M | 0.9% | $40.00 | — | CONVERTIBLE PREFERRED SECURITY | 59156R116 |
| — | CONTINENTAL RESOURCES INC | 1,933,149 | $129M | 0.9% | $84.70 | — | COMMON STOCK | 212015101 |
| DIS | DISNEY WALT CO | 1,428,502 | $127M | 0.8% | $70.04 | +13.2% | COMMON STOCK | 254687106 |
| UNP | UNION PACIFIC CORP | 1,066,197 | $116M | 0.8% | $63.93 | +25.6% | COMMON STOCK | 907818108 |
| QCOM | QUALCOMM INC | 1,517,992 | $114M | 0.8% | $47.20 | +17.4% | COMMON STOCK | 747525103 |
| — | MGM MIRAGE | 89,458,000 | $113M | 0.8% | $1.18 | — | CONVERTIBLE SECURITY | 55303QAE0 |
| CMI | CUMMINS INC | 853,623 | $113M | 0.8% | $109.34 | -3.0% | COMMON STOCK | 231021106 |
| EBAY | EBAY INC | 1,950,264 | $110M | 0.7% | $20.18 | -1.9% | COMMON STOCK | 278642103 |
| REGN | REGENERON PHARMACEUTICALS INC | 303,762 | $110M | 0.7% | $240.53 | +38.6% | COMMON STOCK | 75886F107 |
| COST | COSTCO WHOLESALE CORP | 872,047 | $109M | 0.7% | $91.18 | +6.5% | COMMON STOCK | 22160K105 |
| — | BLACKSTONE GROUP LP | 3,405,360 | $107M | 0.7% | $22.57 | — | COMMON STOCK | 09253U108 |
| — | WALGREEN CO | 1,785,721 | $106M | 0.7% | $54.27 | — | COMMON STOCK | 931422109 |
| NKE | NIKE INC | 1,142,183 | $102M | 0.7% | $28.12 | +22.2% | COMMON STOCK | 654106103 |
| — | CEMEX | 70,745,000 | $99.58M | 0.7% | $1.38 | — | CONVERTIBLE SECURITY | 151290BB8 |
| — | Priceline Group Inc/The | 85,719 | $99.31M | 0.7% | $837.04 | — | COMMON STOCK | 741503403 |
| GILD | GILEAD SCIENCES INC | 932,704 | $99.29M | 0.7% | $36.21 | +87.9% | COMMON STOCK | 375558103 |
| — | GENERAL ELECTRIC CO | 3,821,460 | $97.91M | 0.7% | $23.19 | — | COMMON STOCK | 369604103 |
| AMZN | AMAZON.COM INC | 291,140 | $93.88M | 0.6% | $13.32 | +24.9% | COMMON STOCK | 023135106 |
| — | TESLA MOTORS INC | 97,579,000 | $92.7M | 0.6% | $0.92 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 2,646,087 | $90.67M | 0.6% | $25.22 | +12.3% | COMMON STOCK | 609207105 |
| EOG | EOG RESOURCES INC | 896,094 | $88.73M | 0.6% | $56.73 | +39.8% | COMMON STOCK | 26875P101 |
| UPS | UNITED PARCEL SERVICE | 857,513 | $84.28M | 0.6% | $64.47 | +2.9% | COMMON STOCK | 911312106 |
| — | AMER TOWER CORP | 758,968 | $82.35M | 0.5% | $106.66 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| — | LINKEDIN CORPORATION | 393,267 | $81.72M | 0.5% | $193.22 | — | COMMON STOCK | 53578A108 |
| — | ON SEMICONDUCTOR CORP | 70,902,000 | $80.25M | 0.5% | $1.16 | — | CONVERTIBLE SECURITY | 682189AH8 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 1,773,927 | $79.42M | 0.5% | $41.64 | +0.2% | COMMON STOCK | 192446102 |
| — | CROWN CASTLE INTL CORP | 743,538 | $78.2M | 0.5% | $100.04 | — | CONVERTIBLE PREFERRED SECURITY | 228227500 |
| — | ELECTRONIC ARTS INC | 62,187,000 | $76.6M | 0.5% | $1.10 | — | CONVERTIBLE SECURITY | 285512AA7 |
| STT | STATE STREET CORP | 1,037,081 | $76.34M | 0.5% | $47.82 | +8.9% | COMMON STOCK | 857477103 |
| — | STANLEY BLACK & DECKER INC | 579,140 | $75.87M | 0.5% | $130.15 | — | CONVERTIBLE PREFERRED SECURITY | 854502309 |
| TROW | T ROWE PRICE | 925,406 | $72.55M | 0.5% | $47.69 | +10.3% | COMMON STOCK | 74144T108 |
| — | SALIX PHARMACEUTICALS LTD | 29,516,000 | $72.24M | 0.5% | $1.20 | — | CONVERTIBLE SECURITY | 795435AE6 |
| — | UNITED TECHNOLOGIES CORP | 680,306 | $71.84M | 0.5% | $96.52 | — | COMMON STOCK | 913017109 |
| BA | BOEING CO | 562,805 | $71.69M | 0.5% | $107.74 | +1.4% | COMMON STOCK | 097023105 |
| — | ARES CAPITAL CORP | 68,011,000 | $70.56M | 0.5% | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| — | EXELON CORP | 1,383,505 | $70.28M | 0.5% | $50.80 | — | CONVERTIBLE PREFERRED SECURITY | 30161N127 |
| CVX | CHEVRONTEXACO CORP | 588,650 | $70.24M | 0.5% | $71.46 | +9.9% | COMMON STOCK | 166764100 |
| DAL | DELTA AIR LINES INC | 1,907,726 | $68.96M | 0.5% | $32.96 | +1.2% | COMMON STOCK | 247361702 |
| AIG | AMER INTL GROUP | 1,252,063 | $67.64M | 0.5% | $35.29 | +18.4% | COMMON STOCK | 026874784 |
| MRK | MERCK & CO | 1,124,993 | $66.69M | 0.4% | $30.20 | +30.4% | COMMON STOCK | 58933Y105 |
| AJG | ARTHUR J GALLAGHER & CO | 1,422,230 | $64.51M | 0.4% | $36.69 | +0.8% | COMMON STOCK | 363576109 |
| SYK | STRYKER CORP | 786,735 | $63.53M | 0.4% | $71.64 | +0.4% | COMMON STOCK | 863667101 |
| — | LIONS GATE ENTERTAINMENT CORP | 1,867,452 | $61.57M | 0.4% | $29.43 | — | COMMON STOCK | 535919203 |
| ACN | ACCENTURE PLC | 755,395 | $61.43M | 0.4% | $63.81 | +3.6% | COMMON STOCK | G1151C101 |
| — | MEDIDATA SOLUTIONS INC | 56,134,000 | $61.01M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | MENTOR GRAPHICS | 50,630,000 | $60.12M | 0.4% | $1.22 | — | CONVERTIBLE SECURITY | 587200AK2 |
| DECK | DECKERS OUTDOOR | 615,027 | $59.77M | 0.4% | $10.78 | +41.7% | COMMON STOCK | 243537107 |
| PFE | PFIZER INC | 1,975,890 | $58.43M | 0.4% | $16.49 | +5.8% | COMMON STOCK | 717081103 |
| ZBH | ZIMMER HOLDINGS INC | 576,948 | $58.01M | 0.4% | $83.50 | +7.3% | COMMON STOCK | 98956P102 |
| — | DOMINION RESOURCES INC | 1,156,781 | $57.72M | 0.4% | $49.90 | — | CONVERTIBLE PREFERRED SECURITY | 25746U869 |
| — | ARES CAPITAL CORP | 54,130,000 | $56.5M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 04010LAB9 |
| — | VMWARE INC | 599,737 | $56.28M | 0.4% | $97.95 | — | COMMON STOCK | 928563402 |
| — | LAM RESEARCH CORP | 43,306,000 | $55.12M | 0.4% | $1.24 | — | CONVERTIBLE SECURITY | 512807AJ7 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 1,333,311 | $54.81M | 0.4% | $28.84 | +3.3% | COMMON STOCK | 34964C106 |
| — | MOLINA HEALTHCARE INC | 45,898,000 | $54.12M | 0.4% | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| OXY | OCCIDENTAL PETROLEUM CORP | 560,764 | $53.92M | 0.4% | $57.83 | +17.6% | COMMON STOCK | 674599105 |
| TXN | TEXAS INSTRUMENTS INC | 1,122,130 | $53.51M | 0.4% | $33.07 | +6.2% | COMMON STOCK | 882508104 |
| GS | GOLDMAN SACHS | 287,780 | $52.83M | 0.4% | $120.38 | +16.8% | COMMON STOCK | 38141G104 |
| XOM | EXXON MOBIL CORP | 560,340 | $52.7M | 0.4% | $54.24 | +13.4% | COMMON STOCK | 30231G102 |
| SBUX | STARBUCKS CORP | 696,288 | $52.54M | 0.4% | $24.37 | +26.6% | COMMON STOCK | 855244109 |
| ILMN | ILLUMINA INC | 318,648 | $52.23M | 0.3% | $88.35 | +89.2% | COMMON STOCK | 452327109 |
| — | SVB FINANCIAL GROUP | 465,394 | $52.17M | 0.3% | $103.40 | — | COMMON STOCK | 78486Q101 |
| BIIB | BIOGEN IDEC INC | 156,686 | $51.83M | 0.3% | $232.20 | +42.0% | COMMON STOCK | 09062X103 |
| — | MICROCHIP TECHNOLOGY INC | 27,470,000 | $51.18M | 0.3% | $1.86 | — | CONVERTIBLE SECURITY | 595017AB0 |
| WHR | WHIRLPOOL CORP | 341,392 | $49.72M | 0.3% | $132.30 | +11.7% | COMMON STOCK | 963320106 |
| WT | WISDOMTREE INVESTMENTS INC | 4,320,013 | $49.16M | 0.3% | $13.65 | -16.7% | COMMON STOCK | 97717P104 |
| LVS | LAS VEGAS SANDS CORP | 790,137 | $49.15M | 0.3% | $38.99 | +26.5% | COMMON STOCK | 517834107 |
| — | ICONIX BRAND GROUP INC | 38,450,000 | $49.08M | 0.3% | $1.28 | — | CONVERTIBLE SECURITY | 451055AF4 |
| — | GENESEE & WYOMING INC | 396,142 | $48.88M | 0.3% | $119.83 | — | CONVERTIBLE PREFERRED SECURITY | 371559204 |
| — | SIRIUS XM HOLDINGS INC | 13,856,294 | $48.36M | 0.3% | $3.49 | — | COMMON STOCK | 82968B103 |
| — | LORILLARD INC | 787,648 | $47.19M | 0.3% | $58.60 | — | COMMON STOCK | 544147101 |
| — | WORKDAY INC | 38,966,000 | $46.88M | 0.3% | $1.20 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| HOG | HARLEY-DAVIDSON INC | 795,425 | $46.29M | 0.3% | $67.32 | -5.0% | COMMON STOCK | 412822108 |
| PM | PHILIP MORRIS INTERNATIONAL | 554,327 | $46.23M | 0.3% | $49.85 | -3.9% | COMMON STOCK | 718172109 |
| — | TAKE-TWO INTER | 36,468,000 | $45.31M | 0.3% | $1.04 | — | CONVERTIBLE SECURITY | 874054AD1 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 40,307,000 | $44.63M | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| — | ANADARKO PETROLEUM | 438,040 | $44.44M | 0.3% | $92.11 | — | COMMON STOCK | 032511107 |
| — | SPIRIT AIRLINES INC | 639,523 | $44.22M | 0.3% | $38.83 | — | COMMON STOCK | 848577102 |
| T | AT&T INC | 1,236,760 | $43.58M | 0.3% | $11.40 | +4.4% | COMMON STOCK | 00206R102 |
| ROK | ROCKWELL AUTOMTN | 395,121 | $43.42M | 0.3% | $67.20 | +39.6% | COMMON STOCK | 773903109 |
| — | STANDARD PACIFIC CORP | 37,883,000 | $42.95M | 0.3% | $1.26 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| ORCL | ORACLE CORP | 1,106,123 | $42.34M | 0.3% | $27.82 | +23.0% | COMMON STOCK | 68389X105 |
| — | INSULET CORP | 38,256,000 | $40.88M | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| — | HELIX ENERGY SOLUTIONS GROUP | 33,856,000 | $39.96M | 0.3% | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| PEP | PEPSICO INC | 427,925 | $39.84M | 0.3% | $60.89 | +6.6% | COMMON STOCK | 713448108 |
| — | SEACOR HOLDINGS INC | 36,327,000 | $39.33M | 0.3% | $1.22 | — | CONVERTIBLE SECURITY | 811904AM3 |
| — | NATIONAL OILWELL VARCO INC | 510,128 | $38.82M | 0.3% | $69.31 | — | COMMON STOCK | 637071101 |
| — | HORNBECK OFFSHORE SERVICES INC | 39,294,000 | $38.51M | 0.3% | $1.16 | — | CONVERTIBLE SECURITY | 440543AN6 |
| VZ | VERIZON COMM | 763,913 | $38.2M | 0.3% | $26.71 | +4.1% | COMMON STOCK | 92343V104 |
| — | BIOMARIN PHARMACEUTICAL INC | 34,053,000 | $37.6M | 0.3% | $1.07 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| BEN | FRANKLIN RESOURCES INC | 675,530 | $36.89M | 0.2% | $29.32 | +14.6% | COMMON STOCK | 354613101 |
| PRGO | PERRIGO CO PLC | 245,400 | $36.86M | 0.2% | $144.92 | +2.9% | COMMON STOCK | G97822103 |
| — | MGIC INVESTMENT CORP | 27,675,000 | $36.85M | 0.2% | $1.41 | — | CONVERTIBLE SECURITY | 552848AE3 |
| — | TWENTY-FIRST CENTURY FOX INC | 1,061,385 | $36.4M | 0.2% | $34.05 | — | COMMON STOCK | 90130A101 |
| — | SOLARWINDS INC | 864,514 | $36.35M | 0.2% | $42.63 | — | COMMON STOCK | 83416B109 |
| — | STARWOOD PROPERTY TRUST INC | 33,602,000 | $36.06M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| CMCSA | COMCAST CORP | 664,100 | $35.72M | 0.2% | $16.14 | +31.2% | COMMON STOCK | 20030N101 |
| — | VERINT SYSTEMS | 32,405,000 | $35.35M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 92343XAA8 |
| BP | BP PLC | 800,000 | $35.16M | 0.2% | $41.74 | — | COMMON STOCK | 055622104 |
| WDAY | WORKDAY INC | 421,034 | $34.73M | 0.2% | $79.80 | +7.0% | COMMON STOCK | 98138H101 |
| — | TYSON FOODS | 685,619 | $34.53M | 0.2% | $50.36 | — | CONVERTIBLE PREFERRED SECURITY | 902494301 |
| — | INTEGRA LIFESCI | 31,803,000 | $34.1M | 0.2% | $1.04 | — | CONVERTIBLE SECURITY | 457985AK5 |
| — | HOLOGIC INC | 27,693,000 | $33.12M | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 436440AB7 |
| — | SANDISK CORP | 16,938,000 | $32.71M | 0.2% | $1.49 | — | CONVERTIBLE SECURITY | 80004CAD3 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 24,584,000 | $32.7M | 0.2% | $1.10 | — | CONVERTIBLE SECURITY | 874054AC3 |
| BRK/B | BERKSHIRE HTH | 236,600 | $32.68M | 0.2% | $110.89 | +20.1% | COMMON STOCK | 084670702 |
| — | DOW CHEMICAL CO | 613,400 | $32.17M | 0.2% | $32.56 | — | COMMON STOCK | 260543103 |
| AXP | AMER EXPRESS CO. | 363,400 | $31.81M | 0.2% | $59.68 | +28.2% | COMMON STOCK | 025816109 |
| — | GILEAD SCIENCES | 8,395 | $31.75M | 0.2% | — | — | Call | 375558904 |
| — | MICRON TECHNOLOGY | 10,000,000 | $31.61M | 0.2% | $2.20 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | B/E AEROSPACE INC | 373,781 | $31.38M | 0.2% | $74.00 | — | COMMON STOCK | 073302101 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 193,431 | $31.06M | 0.2% | $61.12 | +151.5% | COMMON STOCK | G50871105 |
| — | RTI INTL METALS | 31,843,000 | $30.58M | 0.2% | $0.94 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| PODD | INSULET CORP | 828,375 | $30.53M | 0.2% | $30.70 | +18.9% | COMMON STOCK | 45784P101 |
| — | JACOBS ENGINEERING GROUP INC | 617,879 | $30.16M | 0.2% | $55.13 | — | COMMON STOCK | 469814107 |
| BAC | BANK OF AMER CP | 1,705,000 | $29.07M | 0.2% | $10.58 | +18.8% | COMMON STOCK | 060505104 |
| ALL | ALLSTATE CORP | 467,900 | $28.71M | 0.2% | $37.24 | +26.1% | COMMON STOCK | 020002101 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 580,325 | $28.66M | 0.2% | $47.03 | -2.4% | COMMON STOCK | 33616C100 |
| — | NEXTERA ENERGY INC | 470,991 | $28.22M | 0.2% | $55.65 | — | CONVERTIBLE PREFERRED SECURITY | 65339F887 |
| LLY | ELI LILLY & CO | 431,250 | $27.97M | 0.2% | $42.05 | +22.2% | COMMON STOCK | 532457108 |
| AMBA | AMBARELLA | 633,995 | $27.69M | 0.2% | $32.99 | +0.4% | COMMON STOCK | G037AX101 |
| — | STANLEY BLACK & DECKER INC | 243,410 | $27.55M | 0.2% | $106.86 | — | CONVERTIBLE PREFERRED SECURITY | 854502804 |
| — | SPIRIT REALTY CAPITAL INC | 28,063,000 | $27.33M | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| NXPI | NXP SEMICONDUCTORS | 398,150 | $27.25M | 0.2% | $59.11 | 0.0% | COMMON STOCK | N6596X109 |
| — | STONE ENERGY CP | 25,578,000 | $26.97M | 0.2% | $1.06 | — | CONVERTIBLE SECURITY | 861642AN6 |
| CRM | SALESFORCE.COM INC | 465,465 | $26.78M | 0.2% | $40.78 | +36.5% | COMMON STOCK | 79466L302 |
| — | CONCUR TECH INC | 20,400,000 | $26.63M | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 206708AC3 |
| — | SPLUNK INC | 479,877 | $26.57M | 0.2% | $66.43 | — | COMMON STOCK | 848637104 |
| NOW | SERVICENOW INC | 449,216 | $26.41M | 0.2% | $9.96 | +18.4% | COMMON STOCK | 81762P102 |
| — | CEPHEID INC | 584,596 | $25.74M | 0.2% | $44.03 | — | COMMON STOCK | 15670R107 |
| AR | ANTERO RESOURCES | 465,293 | $25.54M | 0.2% | $56.02 | +3.7% | COMMON STOCK | 03674X106 |
| — | RESTORATION HARDWARE HOLDING | 318,246 | $25.32M | 0.2% | $79.55 | — | COMMON STOCK | 761283100 |
| TSM | TAIWAN SEMICONDUCTOR | 1,239,611 | $25.02M | 0.2% | $18.00 | — | COMMON STOCK | 874039100 |
| PANW | PALO ALTO NETWORKS | 254,962 | $25.01M | 0.2% | $8.05 | +78.2% | COMMON STOCK | 697435105 |
| LKQ | LKQ CORP | 936,264 | $24.89M | 0.2% | $24.77 | -2.5% | COMMON STOCK | 501889208 |
| PG | PROCTER & GAMBLE CO | 296,300 | $24.81M | 0.2% | $55.32 | +8.0% | COMMON STOCK | 742718109 |
| — | CAMERON INTL CORP | 373,364 | $24.78M | 0.2% | $61.22 | — | COMMON STOCK | 13342B105 |
| PII | POLARIS INDUSTRIES INC | 164,515 | $24.64M | 0.2% | $90.50 | +59.7% | COMMON STOCK | 731068102 |
| — | GOOGLE INC | 1,062 | $24.61M | 0.2% | — | — | Call | 38259P909 |
| — | NEXTERA ENERGY INC | 450,000 | $24.57M | 0.2% | $50.17 | — | CONVERTIBLE PREFERRED SECURITY | 65339F861 |
| EMN | EASTMAN CHEM CO | 302,886 | $24.5M | 0.2% | $47.81 | +22.3% | COMMON STOCK | 277432100 |
| — | AIR LEASE | 18,023,000 | $24.41M | 0.2% | $1.29 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | TOLL BROTHERS FINANCE CORP. | 23,953,000 | $24.22M | 0.2% | $1.06 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | FACEBOOK INC | 18,445 | $24.21M | 0.2% | — | — | Call | 30303M902 |
| — | OCH-ZIFF CAPITAL MANAGEMENT | 2,252,983 | $24.13M | 0.2% | $12.07 | — | COMMON STOCK | 67551U105 |
| I 5.75 05/01/16 A | INTELSAT | 492,350 | $23.38M | 0.2% | $55.36 | — | CONVERTIBLE PREFERRED SECURITY | L5140P119 |
| — | CBS CORP | 415,161 | $22.21M | 0.1% | $56.37 | — | COMMON STOCK | 124857202 |
| — | CEMEX | 15,000,000 | $22.11M | 0.1% | $1.49 | — | CONVERTIBLE SECURITY | 151290BC6 |
| V | VISA INC | 103,400 | $22.06M | 0.1% | $41.97 | +18.2% | COMMON STOCK | 92826C839 |
| — | INVENSENSE | 1,109,300 | $21.89M | 0.1% | $19.65 | — | COMMON STOCK | 46123D205 |
| — | WHITEWAVE FOODS COMPANY | 601,977 | $21.87M | 0.1% | $21.79 | — | COMMON STOCK | 966244105 |
| ALGN | ALIGN TECH INC | 422,487 | $21.83M | 0.1% | $55.98 | -2.7% | COMMON STOCK | 016255101 |
| INTC | INTEL CORP | 623,575 | $21.71M | 0.1% | $17.37 | +48.2% | COMMON STOCK | 458140100 |
| — | MEDIDATA SOLUTIONS INC | 488,075 | $21.62M | 0.1% | $69.09 | — | COMMON STOCK | 58471A105 |
| — | WEYERHAEUSER CO | 400,000 | $21.61M | 0.1% | $53.13 | — | CONVERTIBLE PREFERRED SECURITY | 962166872 |
| WSM | WILLIAMS-SONOMA INC | 322,267 | $21.45M | 0.1% | $20.70 | +28.4% | COMMON STOCK | 969904101 |
| — | REALOGY HOLDINGS CORP | 571,286 | $21.25M | 0.1% | $37.20 | — | COMMON STOCK | 75605Y106 |
| — | MEDTRONIC INC | 341,905 | $21.18M | 0.1% | $58.72 | — | COMMON STOCK | 585055106 |
| — | DEPOMED INC | 19,500,000 | $20.69M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 249908AA2 |
| — | COVANCE INC | 261,458 | $20.58M | 0.1% | $78.70 | — | COMMON STOCK | 222816100 |
| — | HOLOGIC INC | 19,298,000 | $20.47M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 436440AC5 |
| — | ACORDA THERAPEUTICS INC | 19,596,000 | $20.27M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| — | CUBIST PHARM | 17,973,000 | $20.07M | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 229678AH0 |
| — | MICRON TECHNOLOGY INC | 17,305 | $19.99M | 0.1% | — | — | Call | 595112903 |
| — | WHOLE FOODS MARKET INC | 509,196 | $19.41M | 0.1% | $50.87 | — | COMMON STOCK | 966837106 |
| TEX | TEREX CORP | 609,962 | $19.38M | 0.1% | $41.50 | -11.9% | COMMON STOCK | 880779103 |
| MCD | MCDONALD'S CORP | 203,800 | $19.32M | 0.1% | $71.75 | -0.7% | COMMON STOCK | 580135101 |
| — | BROADCOM CORP | 471,695 | $19.07M | 0.1% | $39.91 | — | COMMON STOCK | 111320107 |
| — | WRIGHT MEDICAL | 14,190,000 | $19.04M | 0.1% | $1.23 | — | CONVERTIBLE SECURITY | 98235TAC1 |
| — | RTI INTL METALS | 18,377,000 | $18.85M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 74973WAA5 |
| NOK | NOKIA CP | 2,200,000 | $18.61M | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| — | CHESAPEAKE ENERGY | 19,500,000 | $18.61M | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 165167CB1 |
| IBM | INT'L BUSINESS MACHINES CORP | 95,200 | $18.07M | 0.1% | $117.70 | -2.9% | COMMON STOCK | 459200101 |
| WMT | WAL-MART STORES INC | 232,900 | $17.81M | 0.1% | $20.02 | +1.5% | COMMON STOCK | 931142103 |
| — | VIPSHOP HOLDINGS LTD | 15,000,000 | $17.7M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| — | JARDEN CORP | 12,707,000 | $17.48M | 0.1% | $1.42 | — | CONVERTIBLE SECURITY | 471109AH1 |
| — | MICHAEL KORS HOLDINGS LIMITED | 239,192 | $17.08M | 0.1% | $62.02 | — | COMMON STOCK | G60754101 |
| F | FORD MOTOR CO | 1,154,000 | $17.07M | 0.1% | $7.74 | +21.2% | COMMON STOCK | 345370860 |
| — | CUBIST PHARM | 15,580,000 | $16.93M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 229678AF4 |
| — | SOUTHWESTERN ENERGY CO | 469,100 | $16.39M | 0.1% | $34.95 | — | COMMON STOCK | 845467109 |
| — | MELLANOX TECHNOLOGIES LTD | 361,500 | $16.22M | 0.1% | $44.87 | — | COMMON STOCK | M51363113 |
| — | SENSATA TECHNOLOGIES | 359,382 | $16M | 0.1% | $43.49 | — | COMMON STOCK | N7902X106 |
| USB | US BANCORP | 369,000 | $15.44M | 0.1% | $22.47 | +26.4% | COMMON STOCK | 902973304 |
| A | AGILENT TECHNOLOGIES INC | 268,388 | $15.29M | 0.1% | $32.30 | +15.2% | COMMON STOCK | 00846U101 |
| — | JDS UNIPHASE CORP | 15,000,000 | $15.12M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| — | NEWPARK RESOURCES | 11,238,000 | $14.91M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 651718AC2 |
| — | TEVA PHARMACEUTICAL IND LTD | 11,553,000 | $14.89M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| — | FXCM INC | 14,200,000 | $14.87M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 302693AB2 |
| — | PROLOGIS INC | 14,042,000 | $14.81M | 0.1% | $1.15 | — | CONVERTIBLE SECURITY | 74340XAT8 |
| — | ROYAL GOLD INC | 14,000,000 | $14.58M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 780287AA6 |
| PRLB | PROTO LABS INC. | 207,106 | $14.29M | 0.1% | $76.96 | +1.7% | COMMON STOCK | 743713109 |
| — | ICONIX BRAND GROUP INC | 11,284,000 | $14.27M | 0.1% | $1.19 | — | CONVERTIBLE SECURITY | 451055AE7 |
| TJX | TJX COMPANIES INC | 239,100 | $14.15M | 0.1% | $20.82 | +15.9% | COMMON STOCK | 872540109 |
| ABBV | ABBVIE | 244,100 | $14.1M | 0.1% | $26.98 | +30.4% | COMMON STOCK | 00287Y109 |
| — | TIME WARNER INC | 185,647 | $13.96M | 0.1% | $60.71 | — | COMMON STOCK | 887317303 |
| — | PAREXEL INTERNATIONAL CORP | 218,533 | $13.79M | 0.1% | $52.84 | — | COMMON STOCK | 699462107 |
| — | LAMAR ADVER CO | 279,900 | $13.79M | 0.1% | $50.23 | — | COMMON STOCK | 512815101 |
| — | WPX ENERGY | 560,240 | $13.48M | 0.1% | $19.42 | — | COMMON STOCK | 98212B103 |
| — | INTERDGTL COMMS | 13,000,000 | $13.45M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 458660AB3 |
| — | MEDICINES CO | 12,500,000 | $13.31M | 0.1% | $1.51 | — | CONVERTIBLE SECURITY | 584688AC9 |
| — | KB HOME | 13,694,000 | $13.27M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 48666KAS8 |
| — | GREENBRIER COMPANIES INC | 6,447,000 | $13.11M | 0.1% | $1.41 | — | CONVERTIBLE SECURITY | 393657AH4 |
| HON | HONEYWELL INTL | 140,700 | $13.1M | 0.1% | $53.77 | +24.8% | COMMON STOCK | 438516106 |
| AMGN | AMGEN INC | 92,700 | $13.02M | 0.1% | $76.66 | +23.3% | COMMON STOCK | 031162100 |
| — | NOVELLUS SYSTEMS INC | 5,945,000 | $13.02M | 0.1% | $2.02 | — | CONVERTIBLE SECURITY | 670008AD3 |
| BC | BRUNSWICK CORPORATION | 308,743 | $13.01M | 0.1% | $35.89 | -2.1% | COMMON STOCK | 117043109 |
| CSCO | CISCO SYSTEMS INC | 511,800 | $12.88M | 0.1% | $15.34 | +15.4% | COMMON STOCK | 17275R102 |
| — | OLD REPUBLIC INTL CORP | 10,849,000 | $12.75M | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| MO | ALTRIA GROUP INC | 276,900 | $12.72M | 0.1% | $16.49 | +25.4% | COMMON STOCK | 02209S103 |
| NAVI | NAVIENT CORP | 718,092 | $12.72M | 0.1% | $16.65 | +5.7% | COMMON STOCK | 63938C108 |
| COP | CONOCOPHILLIPS | 163,900 | $12.54M | 0.1% | $42.78 | +32.5% | COMMON STOCK | 20825C104 |
| MAS | MASCO CORP | 520,000 | $12.44M | 0.1% | $14.91 | +12.0% | COMMON STOCK | 574599106 |
| CVS | CVS Health Corp | 156,200 | $12.43M | 0.1% | $43.65 | +31.7% | COMMON STOCK | 126650100 |
| — | CORNERSTONE ONDEMAND INC | 12,360,000 | $12.4M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| — | RYLAND GRP INC | 10,000,000 | $12.35M | 0.1% | $1.37 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | DISCOVER FINANCIAL SERVICES | 191,500 | $12.33M | 0.1% | $47.64 | — | COMMON STOCK | 254709108 |
| — | BROOKDALE SENIOR LIVING INC | 9,500,000 | $12.32M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 112463AA2 |
| — | FLUIDIGM CORP | 13,664,000 | $12.24M | 0.1% | $1.14 | — | CONVERTIBLE SECURITY | 34385PAA6 |
| — | CHESAPEAKE ENERGY CORP | 12,000,000 | $12.16M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 165167BW6 |
| PRU | PRUDENTIAL FINANCIAL INC | 137,812 | $12.12M | 0.1% | $44.30 | +24.0% | COMMON STOCK | 744320102 |
| BAP | CREDICORP LTD | 75,970 | $11.65M | 0.1% | $106.05 | +9.9% | COMMON STOCK | G2519Y108 |
| — | S & P 500 INDEX | 4,950 | $11.32M | 0.1% | — | — | Put | 464287952 |
| — | PRICELINE.COM INC | 9,836,000 | $11.03M | 0.1% | $1.19 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | FOREST CITY ENTERPRISES INC | 10,000,000 | $11.03M | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 345550AP2 |
| — | REGENERON PHARMACEUTICALS INC | 980 | $10.99M | 0.1% | — | — | Call | 75886F908 |
| — | TE CONNECTIVITY LTD | 195,000 | $10.78M | 0.1% | $45.98 | — | COMMON STOCK | H84989104 |
| — | INFINERA CORP | 9,500,000 | $10.65M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| — | XILINX INC | 7,123,000 | $10.6M | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 983919AF8 |
| — | MONSANTO CO | 93,700 | $10.54M | 0.1% | $104.45 | — | COMMON STOCK | 61166W101 |
| — | MOLINA HEALTHCARE INC | 10,500,000 | $10.51M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | VITAMIN SHOPPE INC | 234,844 | $10.43M | 0.1% | $44.40 | — | COMMON STOCK | 92849E101 |
| RIO | RIO TINTO PLC | 210,000 | $10.33M | 0.1% | $41.08 | — | COMMON STOCK | 767204100 |
| LOW | LOWE'S COMPANIES | 193,900 | $10.26M | 0.1% | $33.77 | +22.0% | COMMON STOCK | 548661107 |
| — | AVAGO TECHNOLOGIES LTD | 116,700 | $10.15M | 0.1% | $52.89 | — | COMMON STOCK | Y0486S104 |
| DUK | DUKE ENERGY CORP | 134,700 | $10.07M | 0.1% | $41.46 | +10.1% | COMMON STOCK | 26441C204 |
| PNC | PNC FINANCIAL SERVICES GROUP | 116,465 | $9.967M | 0.1% | $55.08 | +8.7% | COMMON STOCK | 693475105 |
| BK | BANK OF NEW YORK MELLON CORP | 256,500 | $9.934M | 0.1% | $21.51 | +36.8% | COMMON STOCK | 064058100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 80,800 | $9.833M | 0.1% | $84.80 | +38.4% | COMMON STOCK | 883556102 |
| — | BROADSOFT INC | 10,000,000 | $9.823M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 11133BAB8 |
| — | MERITAGE CORP | 9,635,000 | $9.615M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| — | SHUTTERFLY INC | 9,000,000 | $9.345M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| — | WALTER INVESTMENT MANAGEMENT | 10,912,000 | $9.208M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 93317WAA0 |
| FCX | Freeport-McMoRan Inc | 281,563 | $9.193M | 0.1% | $24.87 | +27.2% | COMMON STOCK | 35671D857 |
| — | WEB.COM GROUP INC | 10,000,000 | $9.19M | 0.1% | $1.13 | — | CONVERTIBLE SECURITY | 94733AAA2 |
| — | EXPRESS SCRIPTS HOLDING CO | 129,900 | $9.175M | 0.1% | $66.56 | — | COMMON STOCK | 30219G108 |
| — | SK TELECOM CO LTD | 299,780 | $9.095M | 0.1% | $24.62 | — | COMMON STOCK | 78440P108 |
| MET | METLIFE INC | 168,240 | $9.038M | 0.1% | $26.65 | +24.8% | COMMON STOCK | 59156R108 |
| CCL | CARNIVAL CORP | 224,115 | $9.003M | 0.1% | $27.66 | +15.7% | COMMON STOCK | 143658300 |
| — | NUVASIVE INC | 8,000,000 | $8.923M | 0.1% | $1.18 | — | CONVERTIBLE SECURITY | 670704AC9 |
| — | TESLA MOTORS INC | 9,345,000 | $8.901M | 0.1% | $0.92 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| GD | GENERAL DYNAMICS CORP | 70,000 | $8.896M | 0.1% | $62.57 | +51.9% | COMMON STOCK | 369550108 |
| — | ACTAVIS PLC | 36,565 | $8.822M | 0.1% | $203.64 | — | COMMON STOCK | G0083B108 |
| — | BOTTOMLINE TECH | 7,750,000 | $8.768M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| DKS | DICK'S SPORTING GOODS INC | 199,768 | $8.766M | 0.1% | $39.12 | -14.8% | COMMON STOCK | 253393102 |
| — | AMAG PHARMACEUTICALS INC | 6,500,000 | $8.726M | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 00163UAA4 |
| — | VOLCANO CORP | 10,000,000 | $8.67M | 0.1% | $0.92 | — | CONVERTIBLE SECURITY | 928645AB6 |
| — | RAMBUS INC | 7,000,000 | $8.583M | 0.1% | $1.23 | — | CONVERTIBLE SECURITY | 750917AE6 |
| ITUB | ITAU UNIBANCO HOLDING | 611,920 | $8.493M | 0.1% | $13.48 | — | COMMON STOCK | 465562106 |
| — | DIRECTV | 97,000 | $8.392M | 0.1% | $61.62 | — | COMMON STOCK | 25490A309 |
| — | ILLUMINA INC | 4,228,000 | $8.36M | 0.1% | $2.16 | — | CONVERTIBLE SECURITY | 452327AD1 |
| HAL | HALLIBURTON CO | 125,900 | $8.122M | 0.1% | $38.56 | +43.1% | COMMON STOCK | 406216101 |
| PSX | PHILLIPS 66 | 99,650 | $8.103M | 0.1% | $44.43 | +24.0% | COMMON STOCK | 718546104 |
| — | NEW YORK CMTY TRUST | 166,048 | $8.001M | 0.1% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| — | AMTRUST FINANCIAL SERVICES INC | 5,000,000 | $7.989M | 0.1% | $1.41 | — | CONVERTIBLE SECURITY | 032359AC5 |
| UNH | UNITEDHEALTH GROUP INC | 91,600 | $7.901M | 0.1% | $51.79 | +35.8% | COMMON STOCK | 91324P102 |
| MMM | 3M CO | 54,900 | $7.778M | 0.1% | $62.67 | +33.2% | COMMON STOCK | 88579Y101 |
| NEE | NEXTERA ENERGY INC | 82,400 | $7.736M | 0.1% | $14.73 | +21.7% | COMMON STOCK | 65339F101 |
| BMY | BRISTOL MYERS SQUIBB | 151,100 | $7.733M | 0.1% | $29.04 | +17.8% | COMMON STOCK | 110122108 |
| TV | GRUPO TELEVISA | 227,728 | $7.715M | 0.1% | $32.73 | — | COMMON STOCK | 40049J206 |
| — | DUPONT DE NEMOUR & CO | 105,600 | $7.578M | 0.1% | $53.43 | — | COMMON STOCK | 263534109 |
| SO | SOUTHN COMPANY | 173,500 | $7.573M | 0.1% | $26.06 | +4.0% | COMMON STOCK | 842587107 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $7.452M | 0.0% | $1.55 | — | CONVERTIBLE SECURITY | 292554AD4 |
| — | PRECISION CASTPARTS CORP | 31,200 | $7.391M | 0.0% | $238.16 | — | COMMON STOCK | 740189105 |
| — | WELLS FARGO & COMPANY(WACHOVIA | 6,094 | $7.328M | 0.0% | $1194.00 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| BIDU | BAIDU INC | 33,495 | $7.31M | 0.0% | $169.00 | — | COMMON STOCK | 056752108 |
| — | HEALTHWAYS, INC | 7,000,000 | $7.296M | 0.0% | $1.08 | — | CONVERTIBLE SECURITY | 422245AB6 |
| SPG | SIMON PROPERTY GROUP INC | 44,200 | $7.267M | 0.0% | $86.99 | +11.3% | COMMON STOCK | 828806109 |
| — | MYLAN LABORATORIES INC | 157,170 | $7.15M | 0.0% | $31.03 | — | COMMON STOCK | 628530107 |
| — | ALLERGAN INC | 38,800 | $6.914M | 0.0% | $107.15 | — | COMMON STOCK | 018490102 |
| — | HEALTH CR REIT | 5,569,000 | $6.851M | 0.0% | $1.29 | — | CONVERTIBLE SECURITY | 42217KAR7 |
| — | NATIONAL CINEMEDIA INC | 463,948 | $6.732M | 0.0% | $14.58 | — | COMMON STOCK | 635309107 |
| — | ALEXION PHARMACEUTICALS INC | 40,000 | $6.633M | 0.0% | $133.61 | — | COMMON STOCK | 015351109 |
| ABT | ABBOTT LABORATORIES | 157,900 | $6.567M | 0.0% | $29.01 | +17.6% | COMMON STOCK | 002824100 |
| CAT | CATERPILLAR INC | 65,700 | $6.506M | 0.0% | $62.73 | +26.4% | COMMON STOCK | 149123101 |
| — | JNJ (ALZA CP) | 4,423,000 | $6.491M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| GM | GENERAL MOTORS CO | 202,386 | $6.464M | 0.0% | $24.83 | +6.7% | COMMON STOCK | 37045V100 |
| — | EMC CORP-MASS | 220,900 | $6.464M | 0.0% | $23.82 | — | COMMON STOCK | 268648102 |
| — | UNITED STATES STEEL CORP | 3,825,000 | $6.286M | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 912909AH1 |
| — | FORESTAR GROUP INC | 6,000,000 | $6.222M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| — | SPECTRANETICS | 5,500,000 | $6.214M | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| FDX | FEDEX CORP | 37,700 | $6.087M | 0.0% | $84.57 | +52.6% | COMMON STOCK | 31428X106 |
| ADM | ARCHER DANIELS MIDLAND | 118,500 | $6.055M | 0.0% | $23.96 | +47.2% | COMMON STOCK | 039483102 |
| DVN | DEVON ENERGY CORPORATION | 86,000 | $5.863M | 0.0% | $37.63 | +33.7% | COMMON STOCK | 25179M103 |
| LYB | LYONDELLBASELL INDUSTRIES | 53,900 | $5.857M | 0.0% | $38.03 | +55.7% | COMMON STOCK | N53745100 |
| — | PHOTRONICS INC | 5,500,000 | $5.822M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 719405AH5 |
| — | DEV DIVERFD RLT | 5,000,000 | $5.782M | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 251591AX1 |
| — | PROSPECT CAPITAL CORP | 5,592,000 | $5.777M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| COF | CAPITAL ONE FINANCIAL CORP | 70,000 | $5.713M | 0.0% | $49.28 | +35.2% | COMMON STOCK | 14040H105 |
| — | NETSUITE INC | 5,448,000 | $5.697M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 64118QAB3 |
| — | ROVI CORP | 5,500,000 | $5.517M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 779376AB8 |
| NSC | NORFOLK SOTHN CORP | 48,800 | $5.446M | 0.0% | $62.40 | +32.4% | COMMON STOCK | 655844108 |
| — | KEYCORP NEW | 40,340 | $5.295M | 0.0% | $128.94 | — | CONVERTIBLE PREFERRED SECURITY | 493267405 |
| — | SPANSION INC | 3,000,000 | $5.276M | 0.0% | $1.76 | — | CONVERTIBLE SECURITY | 84649PAL9 |
| — | DELPHI AUTOMOTIVE PLC | 84,250 | $5.168M | 0.0% | $51.87 | — | COMMON STOCK | G27823106 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 143,101 | $5.154M | 0.0% | $33.96 | 0.0% | COMMON STOCK | G66721104 |
| — | WELLPOINT INC | 43,000 | $5.144M | 0.0% | $83.20 | — | COMMON STOCK | 94973V107 |
| MS | MORGAN STANLEY | 148,720 | $5.141M | 0.0% | $18.28 | +34.7% | COMMON STOCK | 617446448 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 5,000,000 | $5.073M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| LEN | LENNAR CORP | 126,960 | $4.929M | 0.0% | $30.25 | +11.1% | COMMON STOCK | 526057104 |
| CL | COLGATE-PALMOLIVE CO | 75,400 | $4.918M | 0.0% | $44.87 | +13.0% | COMMON STOCK | 194162103 |
| — | HOLLYSYS AUTOMATION TECH | 217,940 | $4.901M | 0.0% | $19.01 | — | COMMON STOCK | G45667105 |
| — | INTEL CORP | 3,819,000 | $4.869M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 458140AD2 |
| — | PRAXAIR INC | 37,700 | $4.863M | 0.0% | $121.11 | — | COMMON STOCK | 74005P104 |
| — | GREENHILL & CO LLC | 104,600 | $4.863M | 0.0% | $50.71 | — | COMMON STOCK | 395259104 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $4.86M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| VLO | VALERO ENERGY | 105,000 | $4.858M | 0.0% | $29.04 | +12.4% | COMMON STOCK | 91913Y100 |
| — | BIOMARIN PHARMACEUTICAL INC | 4,535,000 | $4.807M | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| — | NOBLE ENERGY INC | 70,000 | $4.785M | 0.0% | $62.05 | — | COMMON STOCK | 655044105 |
| — | PANDORA MEDIA INC | 197,956 | $4.783M | 0.0% | $24.16 | — | COMMON STOCK | 698354107 |
| — | YAHOO! INC | 117,000 | $4.768M | 0.0% | $39.32 | — | COMMON STOCK | 984332106 |
| — | AMERICA MOVIL | 187,000 | $4.712M | 0.0% | $21.74 | — | COMMON STOCK | 02364W105 |
| BAX | BAXTER INTL INC | 64,600 | $4.636M | 0.0% | $30.58 | +9.3% | COMMON STOCK | 071813109 |
| — | RAYTHEON CO | 45,413 | $4.615M | 0.0% | $73.96 | — | COMMON STOCK | 755111507 |
| SCHW | SCHWAB (CHARLES) CORP | 150,000 | $4.409M | 0.0% | $22.85 | +8.1% | COMMON STOCK | 808513105 |
| DE | DEERE & CO | 53,300 | $4.37M | 0.0% | $68.28 | +1.6% | COMMON STOCK | 244199105 |
| MPC | MARATHON PETROLEUM | 51,200 | $4.335M | 0.0% | $29.22 | +2.8% | COMMON STOCK | 56585A102 |
| — | BLACKROCK INC | 12,900 | $4.235M | 0.0% | $262.12 | — | COMMON STOCK | 09247X101 |
| FISV | FISERV INC | 64,600 | $4.175M | 0.0% | $28.68 | +10.2% | COMMON STOCK | 337738108 |
| — | CENTURYLINK INC | 101,300 | $4.142M | 0.0% | $35.41 | — | COMMON STOCK | 156700106 |
| LNC | LINCOLN NATIONAL CORP | 76,500 | $4.099M | 0.0% | $23.99 | +48.6% | COMMON STOCK | 534187109 |
| VYX | NCR CORP | 122,662 | $4.098M | 0.0% | $20.96 | -3.2% | COMMON STOCK | 62886E108 |
| EMR | EMERSON ELECTRIC CO | 64,600 | $4.043M | 0.0% | $40.67 | +17.5% | COMMON STOCK | 291011104 |
| — | M/I HOMES INC | 4,000,000 | $4.032M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| — | MYLAN LABORATORIES INC | 11,990 | $4.021M | 0.0% | — | — | Call | 628530908 |
| — | SPECTRA ENERGY CORP | 102,400 | $4.02M | 0.0% | $34.95 | — | COMMON STOCK | 847560109 |
| AMP | AMERIPRISE FINANCIAL INC | 32,300 | $3.985M | 0.0% | $85.43 | +13.0% | COMMON STOCK | 03076C106 |
| KR | KROGER CO | 73,900 | $3.843M | 0.0% | $14.76 | +37.8% | COMMON STOCK | 501044101 |
| — | MEAD JOHNSON NUTRITION CO | 39,900 | $3.839M | 0.0% | $80.24 | — | COMMON STOCK | 582839106 |
| GAP | GAP INC | 91,965 | $3.834M | 0.0% | $27.03 | +6.2% | COMMON STOCK | 364760108 |
| — | J2 GLOBAL INC | 3,803,000 | $3.81M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| — | B2GOLD CORPORATION | 4,000,000 | $3.801M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| AMT | AMERICAN TOWER REIT INC | 40,500 | $3.792M | 0.0% | $72.53 | 0.0% | COMMON STOCK | 03027X100 |
| — | HORSEHEAD HOLDING CORP | 2,950,000 | $3.772M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 440694AB3 |
| ADP | AUTOMATIC DATA | 45,300 | $3.764M | 0.0% | $45.65 | +23.3% | COMMON STOCK | 053015103 |
| — | SUNPOWER CORP | 2,500,000 | $3.754M | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 867652AG4 |
| ZION | ZIONS BANCORPORATION | 126,610 | $3.679M | 0.0% | $30.38 | -4.4% | COMMON STOCK | 989701107 |
| — | BAKER HUGHES | 56,465 | $3.674M | 0.0% | $48.03 | — | COMMON STOCK | 057224107 |
| APD | AIR PRODUCTS & CHEMICALS INC | 28,000 | $3.645M | 0.0% | $71.08 | +30.1% | COMMON STOCK | 009158106 |
| — | SEADRILL LTD | 136,180 | $3.644M | 0.0% | $37.23 | — | COMMON STOCK | G7945E105 |
| ITW | ILL TOOL WORKS INC | 43,100 | $3.639M | 0.0% | $59.88 | +10.5% | COMMON STOCK | 452308109 |
| — | PANERA BREAD CO | 21,963 | $3.574M | 0.0% | $176.83 | — | COMMON STOCK | 69840W108 |
| AEP | AMER ELECTRIC POWER INC | 67,900 | $3.545M | 0.0% | $30.77 | +14.8% | COMMON STOCK | 025537101 |
| — | KRAFT FOODS GROUP INC | 62,833 | $3.544M | 0.0% | $55.08 | — | COMMON STOCK | 50076Q106 |
| KMB | KIMBERLY-CLARK CORP | 32,300 | $3.475M | 0.0% | $63.68 | +11.3% | COMMON STOCK | 494368103 |
| AMAT | APPLIED MATERIALS INC | 160,000 | $3.458M | 0.0% | $12.22 | +56.9% | COMMON STOCK | 038222105 |
| — | BB&T CORPORATION | 91,600 | $3.408M | 0.0% | $34.28 | — | COMMON STOCK | 054937107 |
| — | HEWLETT-PACKARD CO. | 96,000 | $3.405M | 0.0% | $35.47 | — | COMMON STOCK | 428236103 |
| — | RECPTOS | 54,538 | $3.387M | 0.0% | $42.11 | — | COMMON STOCK | 756207106 |
| PPG | PPG INDUSTRIES INC | 17,200 | $3.384M | 0.0% | $61.09 | +36.5% | COMMON STOCK | 693506107 |
| D | DOMINION RESOURCES INC | 48,500 | $3.351M | 0.0% | $35.14 | +21.3% | COMMON STOCK | 25746U109 |
| MOS | MOSAIC CO | 75,400 | $3.349M | 0.0% | $45.74 | -18.2% | COMMON STOCK | 61945C103 |
| — | ARES CAPITAL CORP | 3,200,000 | $3.313M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| — | PLAINS GP HOLDINGS LP | 107,975 | $3.309M | 0.0% | $27.98 | — | COMMON STOCK | 72651A108 |
| GIS | GENERAL MILLS INC | 64,600 | $3.259M | 0.0% | $32.74 | +8.3% | COMMON STOCK | 370334104 |
| — | CIGNA CORP | 35,500 | $3.219M | 0.0% | $72.48 | — | COMMON STOCK | 125509109 |
| CSX | CSX CORPORATION | 100,000 | $3.206M | 0.0% | $6.66 | +29.4% | COMMON STOCK | 126408103 |
| — | JEFFERIES GROUP INC | 2,918,000 | $3.103M | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 472319AG7 |
| — | RENEWABLE ENERGY GROUP INC | 3,000,000 | $3.1M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 75972AAA1 |
| — | CIENA CORP | 2,565,000 | $3.083M | 0.0% | $1.39 | — | CONVERTIBLE SECURITY | 171779AK7 |
| — | SPECTRANETICS CP | 114,940 | $3.054M | 0.0% | $22.04 | — | COMMON STOCK | 84760C107 |
| — | ACE LIMITED | 29,000 | $3.041M | 0.0% | $93.55 | — | COMMON STOCK | H0023R105 |
| — | VIACOM INC | 39,300 | $3.024M | 0.0% | $69.38 | — | COMMON STOCK | 92553P201 |
| — | RPM INTL INC | 2,675,000 | $3.016M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 749685AT0 |
| VNO | VORNADO REALTY TRUST | 30,000 | $2.999M | 0.0% | $82.87 | — | COMMON STOCK | 929042109 |
| IVZ | INVESCO LTD | 75,000 | $2.961M | 0.0% | $18.88 | +27.1% | COMMON STOCK | G491BT108 |
| AVY | AVERY DENNISON | 66,303 | $2.96M | 0.0% | $39.53 | -1.2% | COMMON STOCK | 053611109 |
| AMH | AMERICAN HOMES 4 RNET | 175,135 | $2.958M | 0.0% | $16.89 | — | COMMON STOCK | 02665T306 |
| — | LA QUINTA HOLDINGS INC | 155,046 | $2.944M | 0.0% | $18.99 | — | COMMON STOCK | 50420D108 |
| — | INVESTORS BANCORP INC | 289,995 | $2.938M | 0.0% | $11.05 | — | COMMON STOCK | 46146L101 |
| TMUS | T-MOBILE US INC | 101,738 | $2.937M | 0.0% | $29.73 | 0.0% | COMMON STOCK | 872590104 |
| MLCO | MELCO CROWN ENTERTAINMENT LTD | 108,815 | $2.861M | 0.0% | $38.93 | — | COMMON STOCK | 585464100 |
| — | JOHNSON CONTROLS INC | 65,000 | $2.86M | 0.0% | $37.60 | — | COMMON STOCK | 478366107 |
| — | NEWMONT MINING CORP | 2,775,000 | $2.843M | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 651639AJ5 |
| EIX | EDISON INTL | 50,000 | $2.796M | 0.0% | $30.39 | +21.1% | COMMON STOCK | 281020107 |
| EXC | EXELON CORP | 80,500 | $2.744M | 0.0% | $15.41 | +1.5% | COMMON STOCK | 30161N101 |
| — | SYMANTEC CORP | 116,370 | $2.736M | 0.0% | $22.90 | — | COMMON STOCK | 871503108 |
| — | TEAM HEALTH HOLDINGS INC | 46,795 | $2.714M | 0.0% | $49.94 | — | COMMON STOCK | 87817A107 |
| PCG | P G & E CORP | 60,000 | $2.702M | 0.0% | $38.88 | +5.0% | COMMON STOCK | 69331C108 |
| — | PROSPECT CAPITAL CORP | 2,595,000 | $2.676M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| FFIV | F5 NETWORKSINC | 22,500 | $2.672M | 0.0% | $84.15 | +39.6% | COMMON STOCK | 315616102 |
| — | KANSAS CITY SOUTHERN | 22,000 | $2.666M | 0.0% | $106.77 | — | COMMON STOCK | 485170302 |
| MCHP | MICROCHIP TECHNOLOGY INC | 56,000 | $2.645M | 0.0% | $14.67 | +28.6% | COMMON STOCK | 595017104 |
| PWR | QUANTA SERVICES INC | 72,200 | $2.62M | 0.0% | $30.71 | +13.6% | COMMON STOCK | 74762E102 |
| TRV | TRAVELERS COMPANIES INC | 27,800 | $2.612M | 0.0% | $63.44 | +14.3% | COMMON STOCK | 89417E109 |
| — | MACQUARIE INFRASTRUCTURE CO | 2,324,000 | $2.588M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| EQT | EQT CORP | 28,000 | $2.563M | 0.0% | $45.40 | +7.0% | COMMON STOCK | 26884L109 |
| — | PIONEER NATURAL RESOURCES CO | 13,000 | $2.561M | 0.0% | $188.80 | — | COMMON STOCK | 723787107 |
| — | CEMEX SA | 2,105,000 | $2.526M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 151290AV5 |
| CRL | CHARLES RIVER LABORATORIES | 42,210 | $2.522M | 0.0% | $54.87 | +4.3% | COMMON STOCK | 159864107 |
| CF | CF INDUSTRIES HOLDINGS INC | 9,000 | $2.513M | 0.0% | $27.81 | +33.2% | COMMON STOCK | 125269100 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 47,800 | $2.508M | 0.0% | $23.49 | +47.4% | COMMON STOCK | 74251V102 |
| TGT | TARGET CORP | 40,000 | $2.507M | 0.0% | $47.95 | -9.8% | COMMON STOCK | 87612E106 |
| — | JUNIPER NETWORKS INC | 110,000 | $2.437M | 0.0% | $21.73 | — | COMMON STOCK | 48203R104 |
| — | WADDELL & REED | 46,600 | $2.409M | 0.0% | $44.93 | — | COMMON STOCK | 930059100 |
| AKAM | AKAMAI TECHNOLOGIES INC | 40,000 | $2.392M | 0.0% | $55.61 | +8.1% | COMMON STOCK | 00971T101 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 64,000 | $2.384M | 0.0% | $22.74 | +25.2% | COMMON STOCK | 416515104 |
| KLAC | KLA-TENCOR CORP | 29,500 | $2.324M | 0.0% | $41.11 | +18.3% | COMMON STOCK | 482480100 |
| — | LENNAR CORP | 6,820 | $2.319M | 0.0% | — | — | Call | 526057904 |
| — | APPLE INC | 62,554 | $2.3M | 0.0% | — | — | Call | 037833901 |
| — | APACHE CORP | 24,500 | $2.3M | 0.0% | $83.84 | — | COMMON STOCK | 037411105 |
| PNR | PENTAIR PLC | 35,000 | $2.292M | 0.0% | $41.76 | -8.8% | COMMON STOCK | G7S00T104 |
| — | SUNTRUST BANKS INC | 60,000 | $2.282M | 0.0% | $32.42 | — | COMMON STOCK | 867914103 |
| ED | CONSOL EDISON | 40,000 | $2.266M | 0.0% | $37.50 | -0.1% | COMMON STOCK | 209115104 |
| — | MARATHON OIL CP | 60,000 | $2.255M | 0.0% | $34.58 | — | COMMON STOCK | 565849106 |
| — | FIDELITY NATIONAL FINL INC | 1,407,000 | $2.249M | 0.0% | $1.31 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| WYNN | WYNN RESORTS LTD | 12,000 | $2.245M | 0.0% | $106.96 | +55.8% | COMMON STOCK | 983134107 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 60,000 | $2.234M | 0.0% | $21.73 | +13.9% | COMMON STOCK | 744573106 |
| FLR | FLUOR CORP | 33,000 | $2.204M | 0.0% | $54.20 | +21.1% | COMMON STOCK | 343412102 |
| FITB | FIFTH THIRD BK | 110,000 | $2.202M | 0.0% | $12.64 | +10.2% | COMMON STOCK | 316773100 |
| — | PACWEST BANCORP | 52,434 | $2.162M | 0.0% | $41.23 | — | COMMON STOCK | 695263103 |
| — | KELLOGG CO | 35,000 | $2.156M | 0.0% | $38.55 | +5.1% | COMMON STOCK | 487836108 |
| AFL | AFLAC INC | 37,000 | $2.155M | 0.0% | $20.11 | +15.6% | COMMON STOCK | 001055102 |
| — | AETNA INC | 26,500 | $2.147M | 0.0% | $63.55 | — | COMMON STOCK | 00817Y108 |
| SWK | STANLEY BLACK & DECKER INC | 23,775 | $2.111M | 0.0% | $59.39 | +12.8% | COMMON STOCK | 854502101 |
| KMX | CARMAX INC | 45,000 | $2.09M | 0.0% | $49.00 | +4.5% | COMMON STOCK | 143130102 |
| — | TIME WARNER CABLE | 14,500 | $2.081M | 0.0% | $143.52 | — | COMMON STOCK | 88732J207 |
| PLD | PROLOGIS INC | 55,000 | $2.074M | 0.0% | $26.75 | +7.8% | COMMON STOCK | 74340W103 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $2.056M | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| — | COACH INC | 57,500 | $2.048M | 0.0% | $44.25 | — | COMMON STOCK | 189754104 |
| AZO | AUTOZONE INC | 3,985 | $2.031M | 0.0% | $495.81 | +6.2% | COMMON STOCK | 053332102 |
| APH | AMPHENOL CORP | 20,000 | $1.997M | 0.0% | $8.73 | +28.9% | COMMON STOCK | 032095101 |
| NEM | NEWMONT MINING CORP | 84,000 | $1.936M | 0.0% | $25.34 | -21.6% | COMMON STOCK | 651639106 |
| — | GENERAL MOTORS CO | 86,079 | $1.926M | 0.0% | $24.36 | — | WARRANTS | 37045V118 |
| RF | REGIONS FINANCIAL CORP | 190,000 | $1.908M | 0.0% | $5.80 | +19.2% | COMMON STOCK | 7591EP100 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.906M | 0.0% | $15.16 | +32.7% | COMMON STOCK | 56501R106 |
| ETR | ENTERGY CORP | 24,000 | $1.856M | 0.0% | $20.57 | +17.0% | COMMON STOCK | 29364G103 |
| TRIP | TRIPADVISOR INC | 20,000 | $1.828M | 0.0% | $66.36 | +32.7% | COMMON STOCK | 896945201 |
| — | CHUBB CORP | 20,000 | $1.822M | 0.0% | $84.65 | — | COMMON STOCK | 171232101 |
| — | KKR & CO LP | 81,239 | $1.812M | 0.0% | $20.16 | — | COMMON STOCK | 48248M102 |
| — | LABORATORY CORP LYONS | 1,305,000 | $1.781M | 0.0% | $1.34 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| MHK | MOHAWK INDS INC | 12,995 | $1.752M | 0.0% | $112.71 | +22.0% | COMMON STOCK | 608190104 |
| — | COVIDIEN PLC | 20,000 | $1.73M | 0.0% | $62.84 | — | COMMON STOCK | G2554F113 |
| — | SOTHEBYS HOLDINGS INC | 47,585 | $1.7M | 0.0% | $44.90 | — | COMMON STOCK | 835898107 |
| — | HESS CORP | 18,000 | $1.698M | 0.0% | $77.33 | — | COMMON STOCK | 42809H107 |
| FE | FIRSTENERGY CORP | 50,000 | $1.679M | 0.0% | $23.88 | -13.7% | COMMON STOCK | 337932107 |
| PPL | PPL CORP | 50,000 | $1.642M | 0.0% | $16.36 | +14.8% | COMMON STOCK | 69351T106 |
| CMS | CMS ENERGY CORP | 55,000 | $1.631M | 0.0% | $18.61 | +14.1% | COMMON STOCK | 125896100 |
| PHM | PULTEGROUP INC | 92,000 | $1.625M | 0.0% | $16.54 | -1.4% | COMMON STOCK | 745867101 |
| M | MACYS INC | 27,500 | $1.6M | 0.0% | $46.44 | +27.7% | COMMON STOCK | 55616P104 |
| DG | DOLLAR GENERAL | 26,000 | $1.589M | 0.0% | $48.03 | +8.4% | COMMON STOCK | 256677105 |
| — | DELTA AIR LINES INC | 3,580 | $1.575M | 0.0% | — | — | Call | 247361902 |
| DHI | D R HORTON INC | 76,500 | $1.57M | 0.0% | $17.44 | +11.5% | COMMON STOCK | 23331A109 |
| — | CONTINENTAL RESOURCES INC | 1,060 | $1.548M | 0.0% | — | — | Call | 212015901 |
| MU | MICRON TECHNOLOGY INC | 45,000 | $1.542M | 0.0% | $18.97 | +66.6% | COMMON STOCK | 595112103 |
| ABEV | COMPANHIA DE BEBIDAS | 235,000 | $1.539M | 0.0% | $7.28 | — | COMMON STOCK | 02319V103 |
| ROST | ROSS STORES INC | 20,000 | $1.512M | 0.0% | $28.99 | +7.4% | COMMON STOCK | 778296103 |
| AES | AES CORP | 105,000 | $1.489M | 0.0% | $8.89 | +10.9% | COMMON STOCK | 00130H105 |
| — | ST JUDE MEDICAL INC | 24,500 | $1.473M | 0.0% | $47.39 | — | COMMON STOCK | 790849103 |
| COLB | COLUMBIA BANKING SYSTEM INC | 58,455 | $1.45M | 0.0% | $15.78 | 0.0% | COMMON STOCK | 197236102 |
| YUM | YUM! BRANDS INC | 20,000 | $1.44M | 0.0% | $38.97 | +10.1% | COMMON STOCK | 988498101 |
| — | RYLAND GRP INC | 1,557,000 | $1.432M | 0.0% | $0.91 | — | CONVERTIBLE SECURITY | 783764AS2 |
| KMI | KINDER MORGAN INC | 36,800 | $1.411M | 0.0% | $18.57 | +15.4% | COMMON STOCK | 49456B101 |
| — | INTERCEPT PHARMACEUTICALS | 5,871 | $1.39M | 0.0% | $236.76 | — | COMMON STOCK | 45845P108 |
| XEL | XCEL ENERGY INC | 45,000 | $1.368M | 0.0% | $19.78 | +10.0% | COMMON STOCK | 98389B100 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 33,830 | $1.363M | 0.0% | $53.88 | — | COMMON STOCK | 293792107 |
| — | COLONY FINANCIAL INC | 60,680 | $1.358M | 0.0% | $20.68 | — | COMMON STOCK | 19624R106 |
| FOSL | FOSSIL GROUP INC | 14,346 | $1.347M | 0.0% | $118.94 | -15.3% | COMMON STOCK | 34988V106 |
| ACHC | ACADIA HEALTHCARE | 27,570 | $1.337M | 0.0% | $35.44 | +38.0% | COMMON STOCK | 00404A109 |
| HSY | HERSHEY FOODS CORP | 14,000 | $1.336M | 0.0% | $65.69 | +7.5% | COMMON STOCK | 427866108 |
| PVH | PVH CORP | 11,000 | $1.333M | 0.0% | $123.58 | -6.7% | COMMON STOCK | 693656100 |
| CAG | CONAGRA FOODS INC | 40,000 | $1.322M | 0.0% | $16.82 | -0.5% | COMMON STOCK | 205887102 |
| — | HERSHA HOSPTLY | 205,030 | $1.306M | 0.0% | $5.61 | — | COMMON STOCK | 427825104 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 31,500 | $1.278M | 0.0% | $31.80 | +15.5% | COMMON STOCK | 302130109 |
| EW | EDWARDS LIFESCI | 12,500 | $1.277M | 0.0% | $11.84 | +33.4% | COMMON STOCK | 28176E108 |
| — | GENERAL MOTORS CO | 86,079 | $1.244M | 0.0% | $16.69 | — | WARRANTS | 37045V126 |
| — | ZIONS BANCORP | 240,800 | $1.228M | 0.0% | $6.53 | — | WARRANTS | 989701115 |
| RHI | ROBERT HALF INTL INC | 25,000 | $1.225M | 0.0% | $36.84 | +34.5% | COMMON STOCK | 770323103 |
| KSS | KOHLS CORP | 20,000 | $1.221M | 0.0% | $49.51 | +14.3% | COMMON STOCK | 500255104 |
| — | INTERXION HOLDING NV | 44,065 | $1.22M | 0.0% | $25.78 | — | COMMON STOCK | N47279109 |
| — | DISCOVERY COMMUNICATIONS INC | 31,695 | $1.198M | 0.0% | $77.97 | — | COMMON STOCK | 25470F104 |
| — | DISCOVERY COMMUNICATIONS | 31,695 | $1.182M | 0.0% | $37.29 | — | COMMON STOCK | 25470F302 |
| — | OAKTREE CAPITAL GROUP LLC | 22,580 | $1.154M | 0.0% | $55.98 | — | COMMON STOCK | 674001201 |
| — | CORIUM INTERNATIONAL | 184,000 | $1.13M | 0.0% | $7.77 | — | COMMON STOCK | 21887L107 |
| — | RED HAT INC | 20,000 | $1.123M | 0.0% | $56.05 | — | COMMON STOCK | 756577102 |
| — | VANTIV INC | 34,865 | $1.077M | 0.0% | $29.25 | — | COMMON STOCK | 92210H105 |
| — | NXP SEMICONDUCTORS | 965 | $1.052M | 0.0% | — | — | Call | N6596X909 |
| GNW | GENWORTH FINANCIAL INC | 80,000 | $1.048M | 0.0% | $10.41 | +38.9% | COMMON STOCK | 37247D106 |
| — | NORTHSTAR REALTY FINANCE CORP | 57,544 | $1.017M | 0.0% | $17.67 | — | COMMON STOCK | 66704R704 |
| DNOW | NOW INC | 32,972 | $1.003M | 0.0% | $33.70 | -2.8% | COMMON STOCK | 67011P100 |
| — | SMITH & WESSON HOLDING CORP | 104,990 | $991K | 0.0% | $14.54 | — | COMMON STOCK | 831756101 |
| HP | HELMERICH & PAYNE INC | 10,000 | $979K | 0.0% | $61.57 | +72.6% | COMMON STOCK | 423452101 |
| — | UBS AG | 55,610 | $966K | 0.0% | $18.31 | — | COMMON STOCK | H89231338 |
| — | INTEL CORP | 575,000 | $965K | 0.0% | $1.28 | — | CONVERTIBLE SECURITY | 458140AF7 |
| CYH | COMMUNTY HEALTH SYSTEMS INC | 17,525 | $960K | 0.0% | $34.63 | +20.0% | COMMON STOCK | 203668108 |
| MAC | MACERICH COMPANY | 15,000 | $957K | 0.0% | $58.87 | — | COMMON STOCK | 554382101 |
| — | BARRICK GOLD CORP | 64,200 | $941K | 0.0% | $15.75 | — | COMMON STOCK | 067901108 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 25,000 | $928K | 0.0% | $38.68 | +3.2% | COMMON STOCK | 01741R102 |
| — | CORE LABS N.V. | 6,300 | $922K | 0.0% | $146.35 | — | COMMON STOCK | N22717107 |
| LEA | LEAR CORP | 10,667 | $922K | 0.0% | $56.05 | +41.6% | COMMON STOCK | 521865204 |
| — | LABORATORY CRP OF AMER HLDGS | 9,000 | $916K | 0.0% | $99.59 | — | COMMON STOCK | 50540R409 |
| DGX | QUEST DIAGNOSTC | 15,000 | $910K | 0.0% | $46.22 | +6.2% | COMMON STOCK | 74834L100 |
| — | CAREFUSION CORP | 20,000 | $905K | 0.0% | $36.90 | — | COMMON STOCK | 14170T101 |
| — | SENIOR HOUSING PROP TRUST | 43,240 | $905K | 0.0% | $23.33 | — | COMMON STOCK | 81721M109 |
| MAN | MANPOWERGROUP INC | 12,911 | $905K | 0.0% | $79.58 | -1.8% | COMMON STOCK | 56418H100 |
| — | NORTHEAST UTILITIES | 20,000 | $886K | 0.0% | $41.25 | — | COMMON STOCK | 664397106 |
| — | EQUINIX INC | 4,100 | $871K | 0.0% | $187.42 | — | COMMON STOCK | 29444U502 |
| TDC | TERADATA CORP | 20,000 | $838K | 0.0% | $55.04 | -21.8% | COMMON STOCK | 88076W103 |
| — | VERIFONE SYSTEMS INC | 24,245 | $834K | 0.0% | $26.81 | — | COMMON STOCK | 92342Y109 |
| — | BONANZA CREEK ENERGY INC | 14,560 | $828K | 0.0% | $41.11 | — | COMMON STOCK | 097793103 |
| AMG | AFFILIATED MANAGERS GROUP | 4,022 | $806K | 0.0% | $184.15 | +7.3% | COMMON STOCK | 008252108 |
| — | ENVISION HEALTHCARE HOLDINGS | 23,175 | $804K | 0.0% | $28.93 | — | COMMON STOCK | 29413U103 |
| WCC | WESCO INTL INC | 10,205 | $799K | 0.0% | $80.41 | 0.0% | COMMON STOCK | 95082P105 |
| MPT | MEDICAL PROPERTIES TRUST INC | 64,375 | $789K | 0.0% | $12.18 | — | COMMON STOCK | 58463J304 |
| — | OASIS PETROLEUM INC | 18,755 | $784K | 0.0% | $40.34 | — | COMMON STOCK | 674215108 |
| — | PRIVATEBANCORP INC | 26,150 | $782K | 0.0% | $23.09 | — | COMMON STOCK | 742962103 |
| — | STARWOOD WAYPOINT RESIDENTIAL | 29,100 | $757K | 0.0% | $26.01 | — | COMMON STOCK | 85571W109 |
| — | H&E EQUIPMENT SERVICES INC | 18,425 | $742K | 0.0% | $30.40 | — | COMMON STOCK | 404030108 |
| MUR | MURPHY OIL CORP | 13,000 | $740K | 0.0% | $34.50 | +17.4% | COMMON STOCK | 626717102 |
| AOS | SMITH (AO) CORP | 15,650 | $740K | 0.0% | $20.94 | -3.2% | COMMON STOCK | 831865209 |
| — | PROOFPOINT | 19,900 | $739K | 0.0% | $37.14 | — | COMMON STOCK | 743424103 |
| — | ROADRUNNER TRANSPORTATION | 32,370 | $738K | 0.0% | $26.48 | — | COMMON STOCK | 76973Q105 |
| — | TREEHOUSE FOODS INC | 9,150 | $737K | 0.0% | $80.55 | — | COMMON STOCK | 89469A104 |
| — | MEREDITH CORP | 17,200 | $736K | 0.0% | $48.37 | — | COMMON STOCK | 589433101 |
| MSM | MSC INDUSTRIAL DIRECT CO INC | 8,580 | $733K | 0.0% | $80.23 | +11.1% | COMMON STOCK | 553530106 |
| — | WILLIAMS PARTNERS LP | 13,675 | $725K | 0.0% | $52.57 | — | COMMON STOCK | 96950F104 |
| — | FXCM INC | 45,475 | $721K | 0.0% | $18.59 | — | COMMON STOCK | 302693106 |
| — | AIRGAS INC | 6,500 | $719K | 0.0% | $106.00 | — | COMMON STOCK | 009363102 |
| INTU | INTUIT | 8,160 | $715K | 0.0% | $75.72 | 0.0% | COMMON STOCK | 461202103 |
| — | EXAMWORKS GROUP | 21,750 | $712K | 0.0% | $32.17 | — | COMMON STOCK | 30066A105 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 13,525 | $706K | 0.0% | $52.81 | — | COMMON STOCK | 73640Q105 |
| — | JUMEI INTERNATIONAL HLDING LTD | 29,192 | $685K | 0.0% | $27.20 | — | COMMON STOCK | 48138L107 |
| TBI | TRUEBLUE INC | 27,075 | $684K | 0.0% | $23.12 | +19.8% | COMMON STOCK | 89785X101 |
| PAA | PLAINS ALL AMER | 11,510 | $677K | 0.0% | $52.68 | — | COMMON STOCK | 726503105 |
| — | AIR METHODS CORP | 11,985 | $666K | 0.0% | $55.57 | — | COMMON STOCK | 009128307 |
| — | VMWARE INC | 1,115 | $657K | 0.0% | — | — | Call | 928563903 |
| DIOD | DIODES INC | 27,235 | $651K | 0.0% | $26.98 | -1.9% | COMMON STOCK | 254543101 |
| — | HOMEAWAY INC | 18,200 | $646K | 0.0% | $31.75 | — | COMMON STOCK | 43739Q100 |
| — | INTERPUBLIC GROUP OF COS | 35,000 | $641K | 0.0% | $9.16 | +41.0% | COMMON STOCK | 460690100 |
| AMCX | AMC NETWORKS INC | 10,950 | $640K | 0.0% | $65.36 | -5.6% | COMMON STOCK | 00164V103 |
| — | FLEETMATICS GROUP PLC | 20,880 | $637K | 0.0% | $37.24 | — | COMMON STOCK | G35569105 |
| HURN | HURON CONSULTING GROUP INC | 10,345 | $631K | 0.0% | $65.15 | -1.9% | COMMON STOCK | 447462102 |
| STAA | STAAR SURGICAL | 57,600 | $612K | 0.0% | $15.26 | -22.1% | COMMON STOCK | 852312305 |
| — | ENDOLOGIX INC | 56,440 | $598K | 0.0% | $14.99 | — | COMMON STOCK | 29266S106 |
| — | IHS INC | 4,770 | $597K | 0.0% | $120.79 | — | COMMON STOCK | 451734107 |
| ALKS | ALKERMES PLC | 13,775 | $591K | 0.0% | $33.92 | +32.1% | COMMON STOCK | G01767105 |
| GMED | GLOBUS MEDICAL | 29,900 | $588K | 0.0% | $22.79 | -9.7% | COMMON STOCK | 379577208 |
| — | CITY NATIONAL CP | 7,775 | $588K | 0.0% | $77.79 | — | COMMON STOCK | 178566105 |
| AWI | ARMSTRONG WORLD INDUSTRIES | 10,500 | $588K | 0.0% | $52.65 | -1.5% | COMMON STOCK | 04247X102 |
| EVR | EVERCORE PARTNERS INC | 12,400 | $583K | 0.0% | $44.20 | -8.6% | COMMON STOCK | 29977A105 |
| — | SCRIPPS NETWORKS INTERACTIVE | 7,465 | $583K | 0.0% | $69.04 | — | COMMON STOCK | 811065101 |
| — | TIBCO SOFTWARE | 24,610 | $582K | 0.0% | $23.65 | — | COMMON STOCK | 88632Q103 |
| — | HOME INNS & HOTELS MANAG | 20,050 | $581K | 0.0% | $28.65 | — | COMMON STOCK | 43713W107 |
| — | ISIS PHARMACEUT | 14,850 | $577K | 0.0% | $35.87 | — | COMMON STOCK | 464330109 |
| IT | GARTNER INC | 7,825 | $575K | 0.0% | $72.66 | 0.0% | COMMON STOCK | 366651107 |
| — | ULTIMATE SOFTWARE GROUP INC | 4,060 | $575K | 0.0% | $141.63 | — | COMMON STOCK | 90385D107 |
| SYNA | SYNAPTICS INC | 7,840 | $574K | 0.0% | $66.33 | +22.9% | COMMON STOCK | 87157D109 |
| — | DIGITALGLOBE INC | 20,100 | $573K | 0.0% | $28.51 | — | COMMON STOCK | 25389M877 |
| GWRE | GUIDEWIRE SOFTWARE | 12,795 | $567K | 0.0% | $42.29 | 0.0% | COMMON STOCK | 40171V100 |
| — | BELMOND LTD | 48,250 | $563K | 0.0% | $11.67 | — | COMMON STOCK | G1154H107 |
| — | VIRTUSA CORP | 15,600 | $555K | 0.0% | $35.77 | — | COMMON STOCK | 92827P102 |
| IMAX | IMAX CORP | 20,200 | $555K | 0.0% | $26.82 | +0.8% | COMMON STOCK | 45245E109 |
| CIEN | CIENA CORP | 32,600 | $545K | 0.0% | $19.75 | -0.8% | COMMON STOCK | 171779309 |
| — | CABLEVISION SYSTEMS | 4,000 | $540K | 0.0% | — | — | Put | 12686C959 |
| RRGB | RED ROBIN GOURMET BURGERS INC | 9,380 | $534K | 0.0% | $65.24 | -7.4% | COMMON STOCK | 75689M101 |
| — | NOBLE CORP PLC | 24,000 | $533K | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| TER | TERADYNE INC | 26,440 | $513K | 0.0% | $17.16 | +5.8% | COMMON STOCK | 880770102 |
| — | ATHLON ENERGY INC | 8,725 | $508K | 0.0% | $58.22 | — | COMMON STOCK | 047477104 |
| HEI | HEICO CORP | 10,860 | $507K | 0.0% | $29.73 | -12.3% | COMMON STOCK | 422806109 |
| MTG | MGIC INVESTMENT CORP | 64,000 | $500K | 0.0% | $8.32 | -1.6% | COMMON STOCK | 552848103 |
| MD | MEDNAX INC | 9,125 | $500K | 0.0% | $50.33 | +12.7% | COMMON STOCK | 58502B106 |
| — | US ECOLOGY INC | 10,600 | $496K | 0.0% | $46.79 | — | COMMON STOCK | 91732J102 |
| ON | ON SEMICONDUCTOR CORP | 54,605 | $488K | 0.0% | $9.24 | 0.0% | COMMON STOCK | 682189105 |
| — | UBIQUITI NETWORKS | 12,945 | $486K | 0.0% | $37.54 | — | COMMON STOCK | 90347A100 |
| PKG | PACKAGING CORP OF AMERICA | 7,435 | $475K | 0.0% | $36.32 | +31.8% | COMMON STOCK | 695156109 |
| — | POLYONE CORP | 13,300 | $473K | 0.0% | $32.11 | — | COMMON STOCK | 73179P106 |
| — | CARRIZO OIL&GAS | 8,470 | $456K | 0.0% | $57.61 | — | COMMON STOCK | 144577103 |
| — | NORCRAFT COMPANIES | 28,200 | $450K | 0.0% | $14.33 | — | COMMON STOCK | 65557Y105 |
| — | WESCO AIRCRAFT HOLDINGS | 25,500 | $444K | 0.0% | $22.00 | — | COMMON STOCK | 950814103 |
| — | FOUNDATION MEDICINE INC | 22,545 | $427K | 0.0% | $26.75 | — | COMMON STOCK | 350465100 |
| CVLT | COMMVAULT SYSTEMS INC | 8,425 | $425K | 0.0% | $53.75 | -4.2% | COMMON STOCK | 204166102 |
| CBOE | CBOE HOLDINGS INC | 7,875 | $422K | 0.0% | $42.59 | +3.5% | COMMON STOCK | 12503M108 |
| ICLR | ICON PLC | 7,175 | $411K | 0.0% | $35.47 | +45.2% | COMMON STOCK | G4705A100 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTION | 30,525 | $409K | 0.0% | $17.30 | -12.4% | COMMON STOCK | 01988P108 |
| MSI | MOTOROLA SOLUTIONS INC | 6,428 | $407K | 0.0% | $47.42 | +9.9% | COMMON STOCK | 620076307 |
| — | DRIL-QUIP | 4,490 | $401K | 0.0% | $109.13 | — | COMMON STOCK | 262037104 |
| — | ARES CAPITAL CORP | 378,000 | $396K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 04010LAD5 |
| MXL | MAXLINEAR INC | 56,600 | $389K | 0.0% | $9.17 | -1.8% | COMMON STOCK | 57776J100 |
| PAHC | PHIBRO ANIMAL HEALTH CORP | 17,206 | $386K | 0.0% | $19.01 | +5.4% | COMMON STOCK | 71742Q106 |
| — | VERINT SYSTEMS | 6,900 | $384K | 0.0% | $55.65 | — | COMMON STOCK | 92343X100 |
| — | WABCO HOLDINGS INC | 4,200 | $382K | 0.0% | $84.29 | — | COMMON STOCK | 92927K102 |
| — | SMART & FINAL STORES | 26,040 | $376K | 0.0% | $14.44 | — | COMMON STOCK | 83190B101 |
| MNRO | MONRO MUFFLER BRAKE INC | 7,625 | $370K | 0.0% | $47.30 | +8.8% | COMMON STOCK | 610236101 |
| — | HORSEHEAD HOLDING CORP | 21,800 | $360K | 0.0% | $17.82 | — | COMMON STOCK | 440694305 |
| — | CIMAREX ENERGY CO | 2,825 | $357K | 0.0% | $143.43 | — | COMMON STOCK | 171798101 |
| BAH | BOOZ ALLEN HAMILTON | 15,155 | $355K | 0.0% | $17.55 | 0.0% | COMMON STOCK | 099502106 |
| — | MICROCHIP TECHNOLOGY INC | 6,080 | $350K | 0.0% | — | — | Put | 595017954 |
| — | CREDIT SUISSE GROUP | 3,265 | $349K | 0.0% | — | — | Call | 225401908 |
| — | INPHI CORP | 24,300 | $349K | 0.0% | $14.36 | — | COMMON STOCK | 45772F107 |
| — | BIOSPECIFICS TECHNOLOGIES CORP | 9,456 | $334K | 0.0% | $26.11 | — | COMMON STOCK | 090931106 |
| — | DANAHER CORP | 150,000 | $331K | 0.0% | $1.84 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | SANCHEZ ENERGY | 12,315 | $323K | 0.0% | $37.60 | — | COMMON STOCK | 79970Y105 |
| ALSN | ALLISON TRANSMISSION HOLDINGS | 11,095 | $316K | 0.0% | $25.08 | 0.0% | COMMON STOCK | 01973R101 |
| — | KAPSTONE PAPER AND PACKAGING | 11,260 | $315K | 0.0% | $28.82 | — | COMMON STOCK | 48562P103 |
| — | AMAZON.COM INC | 296 | $294K | 0.0% | — | — | Call | 023135906 |
| — | ITT INDUSTRIES INC | 6,475 | $291K | 0.0% | $48.11 | — | COMMON STOCK | 450911201 |
| TBHC | KIRKLAND'S INC | 17,960 | $289K | 0.0% | $17.30 | -0.9% | COMMON STOCK | 497498105 |
| — | CONTROL4 CORPORATION | 21,275 | $275K | 0.0% | $21.20 | — | COMMON STOCK | 21240D107 |
| BABA | ALIBABA GROUP HOLDING LTD | 3,038 | $270K | 0.0% | $88.87 | — | COMMON STOCK | 01609W102 |
| BWA | BORGWARNR INC | 5,113 | $269K | 0.0% | $36.85 | +25.8% | COMMON STOCK | 099724106 |
| URI | UNITED RENTALS INC | 2,400 | $267K | 0.0% | $64.88 | +67.9% | COMMON STOCK | 911363109 |
| — | SQUARE 1 FINANCIAL INC | 13,075 | $251K | 0.0% | $19.04 | — | COMMON STOCK | 85223W101 |
| — | RTI INTL METALS INC | 9,955 | $245K | 0.0% | $33.22 | — | COMMON STOCK | 74973W107 |
| — | ROPER INDS INC | 120,000 | $221K | 0.0% | $1.57 | — | CONVERTIBLE SECURITY | 776696AA4 |
| — | VIRTUALSCOPICS | 40,537 | $184K | 0.0% | $4.51 | — | COMMON STOCK | 928269208 |
| WIT | WIPRO LTD | 12,985 | $158K | 0.0% | $12.47 | — | COMMON STOCK | 97651M109 |
| — | DIGIRAD CORP | 36,095 | $142K | 0.0% | $3.55 | — | COMMON STOCK | 253827109 |
| — | CLIFFS NATURAL RESOURCES INC | 13,500 | $140K | 0.0% | $16.25 | — | COMMON STOCK | 18683K101 |
| — | XENOPORT INC | 19,500 | $105K | 0.0% | $5.18 | — | COMMON STOCK | 98411C100 |