Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 13, 2015
Total Value: $15.12B (74.5% shares, 25.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 6,826,149 | $753M | 5.0% | $17.85 | +35.0% | COMMON STOCK | 037833100 |
| WFC | WELLS FARGO & COMPANY | 4,680,794 | $257M | 1.7% | $29.39 | +31.9% | COMMON STOCK | 949746101 |
| — | GOOGLE INC | 446,801 | $237M | 1.6% | $796.06 | — | COMMON STOCK | 38259P508 |
| MSFT | MICROSOFT CORP | 4,816,854 | $224M | 1.5% | $34.32 | +16.2% | COMMON STOCK | 594918104 |
| — | SANDISK CORP | 176,597,000 | $213M | 1.4% | $1.20 | — | CONVERTIBLE SECURITY | 80004CAF8 |
| JPM | JP MORGAN CHASE & CO | 3,306,655 | $207M | 1.4% | $36.63 | +22.0% | COMMON STOCK | 46625H100 |
| C | CITIGROUP INC | 3,704,433 | $200M | 1.3% | $36.81 | +7.4% | COMMON STOCK | 172967424 |
| META | FACEBOOK INC | 2,417,576 | $189M | 1.2% | $28.09 | +170.3% | COMMON STOCK | 30303M102 |
| — | UTD TECHS CORP | 3,030,979 | $186M | 1.2% | $59.51 | — | CONVERTIBLE PREFERRED SECURITY | 913017117 |
| — | LIBERTY (TWX & TWC) | 127,154,000 | $183M | 1.2% | $1.35 | — | CONVERTIBLE SECURITY | 530610AC8 |
| MA | MASTERCARD INC | 2,119,324 | $183M | 1.2% | $70.59 | +8.1% | COMMON STOCK | 57636Q104 |
| HD | HOME DEPOT | 1,722,807 | $181M | 1.2% | $57.04 | +31.1% | COMMON STOCK | 437076102 |
| JNJ | JOHNSON & JOHNSON | 1,683,099 | $176M | 1.2% | $59.84 | +29.2% | COMMON STOCK | 478160104 |
| — | PRICELINE.COM INC | 121,187,000 | $161M | 1.1% | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | SALESFORCE.COM INC | 140,195,000 | $160M | 1.1% | $1.15 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| — | GOOGLE INC | 290,359 | $153M | 1.0% | $575.28 | — | COMMON STOCK | 38259P706 |
| — | CERNER CORP | 2,343,524 | $152M | 1.0% | $72.33 | — | COMMON STOCK | 156782104 |
| DIS | DISNEY WALT CO | 1,499,045 | $141M | 0.9% | $70.57 | +15.2% | COMMON STOCK | 254687106 |
| ETN | EATON CORP PLC | 2,053,984 | $140M | 0.9% | $46.84 | +8.1% | COMMON STOCK | G29183103 |
| SBUX | STARBUCKS CORP | 1,621,904 | $133M | 0.9% | $28.31 | +10.5% | COMMON STOCK | 855244109 |
| XOM | EXXON MOBIL CORP | 1,350,825 | $125M | 0.8% | $56.44 | +2.8% | COMMON STOCK | 30231G102 |
| SLB | SCHLUMBERGER LTD | 1,448,107 | $124M | 0.8% | $52.90 | +27.3% | COMMON STOCK | 806857108 |
| KO | COCA-COLA CO | 2,787,470 | $118M | 0.8% | $27.85 | +7.9% | COMMON STOCK | 191216100 |
| — | BLACKSTONE GROUP LP | 3,470,963 | $117M | 0.8% | $22.79 | — | COMMON STOCK | 09253U108 |
| — | SERVICENOW INC | 101,241,000 | $115M | 0.8% | $1.14 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| — | NVIDIA CORP | 97,142,000 | $112M | 0.7% | $1.15 | — | CONVERTIBLE SECURITY | 67066GAC8 |
| CMI | CUMMINS INC | 770,242 | $111M | 0.7% | $109.34 | -4.4% | COMMON STOCK | 231021106 |
| — | CELGENE CORP | 986,595 | $110M | 0.7% | $105.45 | — | COMMON STOCK | 151020104 |
| EBAY | EBAY INC | 1,875,324 | $105M | 0.7% | $20.18 | +0.1% | COMMON STOCK | 278642103 |
| UPS | UNITED PARCEL SERVICE | 926,820 | $103M | 0.7% | $64.96 | +9.2% | COMMON STOCK | 911312106 |
| — | MGM MIRAGE | 87,274,000 | $103M | 0.7% | $1.18 | — | CONVERTIBLE SECURITY | 55303QAE0 |
| MET | METLIFE INC | 1,898,847 | $103M | 0.7% | $32.23 | +1.7% | COMMON STOCK | 59156R108 |
| NKE | NIKE INC | 1,059,949 | $102M | 0.7% | $28.12 | +44.9% | COMMON STOCK | 654106103 |
| — | WALGREENS BOOTS ALLIANCE INC | 1,331,371 | $101M | 0.7% | $76.20 | — | COMMON STOCK | 931427108 |
| — | INTEL CORP | 57,048,000 | $99.24M | 0.7% | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| — | GENERAL ELECTRIC CO | 3,908,044 | $98.76M | 0.7% | $23.24 | — | COMMON STOCK | 369604103 |
| — | PRICELINE GROUP INC/THE | 85,295 | $97.25M | 0.6% | $837.04 | — | COMMON STOCK | 741503403 |
| SYK | STRYKER CORP | 1,020,779 | $96.29M | 0.6% | $73.07 | +6.6% | COMMON STOCK | 863667101 |
| QCOM | QUALCOMM INC | 1,286,417 | $95.62M | 0.6% | $47.20 | +13.0% | COMMON STOCK | 747525103 |
| ZBH | ZIMMER HOLDINGS INC | 812,846 | $92.19M | 0.6% | $87.19 | +10.3% | COMMON STOCK | 98956P102 |
| — | TESLA MOTORS INC | 101,441,000 | $91.74M | 0.6% | $0.92 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 2,519,997 | $91.54M | 0.6% | $25.22 | +12.7% | COMMON STOCK | 609207105 |
| AMZN | AMAZON.COM INC | 287,616 | $89.26M | 0.6% | $13.32 | +17.0% | COMMON STOCK | 023135106 |
| COST | COSTCO WHOLESALE CORP | 622,347 | $88.22M | 0.6% | $91.18 | +20.0% | COMMON STOCK | 22160K105 |
| — | AMER TOWER CORP | 747,631 | $85.95M | 0.6% | $106.66 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| STT | STATE STREET CORP | 1,074,495 | $84.35M | 0.6% | $48.07 | +14.6% | COMMON STOCK | 857477103 |
| — | ON SEMICONDUCTOR CORP | 69,820,000 | $83.44M | 0.6% | $1.16 | — | CONVERTIBLE SECURITY | 682189AH8 |
| PG | PROCTER & GAMBLE CO | 910,276 | $82.92M | 0.5% | $61.58 | +4.9% | COMMON STOCK | 742718109 |
| — | CEMEX SA | 70,900,000 | $82.38M | 0.5% | $1.38 | — | CONVERTIBLE SECURITY | 151290BB8 |
| EOG | EOG RESOURCES INC | 890,111 | $81.95M | 0.5% | $56.73 | +20.0% | COMMON STOCK | 26875P101 |
| DAL | DELTA AIR LINES INC | 1,655,572 | $81.44M | 0.5% | $32.96 | +11.7% | COMMON STOCK | 247361702 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 1,534,130 | $80.79M | 0.5% | $41.64 | +6.3% | COMMON STOCK | 192446102 |
| PFE | PFIZER INC | 2,582,947 | $80.46M | 0.5% | $16.83 | +6.7% | COMMON STOCK | 717081103 |
| CVX | CHEVRONTEXACO CORP | 712,017 | $79.87M | 0.5% | $71.30 | -1.1% | COMMON STOCK | 166764100 |
| REGN | REGENERON PHARMACEUTICALS INC | 194,125 | $79.64M | 0.5% | $240.53 | +62.6% | COMMON STOCK | 75886F107 |
| — | CROWN CASTLE INTL CORP | 758,960 | $78.17M | 0.5% | $102.99 | — | CONVERTIBLE PREFERRED SECURITY | 22822V200 |
| — | STANLEY BLACK & DECKER INC | 560,862 | $77.33M | 0.5% | $130.15 | — | CONVERTIBLE PREFERRED SECURITY | 854502309 |
| — | GILEAD SCIENCE | 17,983,000 | $74.48M | 0.5% | $2.29 | — | CONVERTIBLE SECURITY | 375558AP8 |
| — | UNITED TECHNOLOGIES CORP | 646,692 | $74.37M | 0.5% | $96.52 | — | COMMON STOCK | 913017109 |
| BA | BOEING CO | 558,388 | $72.58M | 0.5% | $107.74 | +2.7% | COMMON STOCK | 097023105 |
| — | EXELON CORP | 1,364,150 | $71.62M | 0.5% | $50.80 | — | CONVERTIBLE PREFERRED SECURITY | 30161N127 |
| UNP | UNION PACIFIC CORP | 594,298 | $70.8M | 0.5% | $63.93 | +39.9% | COMMON STOCK | 907818108 |
| AIG | AMER INTL GROUP | 1,249,285 | $69.97M | 0.5% | $35.29 | +16.6% | COMMON STOCK | 026874784 |
| — | ARES CAPITAL CORP | 65,901,000 | $68.19M | 0.5% | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| GILD | GILEAD SCIENCES INC | 722,112 | $68.07M | 0.5% | $36.21 | +98.4% | COMMON STOCK | 375558103 |
| ACN | ACCENTURE PLC | 752,800 | $67.23M | 0.4% | $63.81 | +8.5% | COMMON STOCK | G1151C101 |
| AJG | ARTHUR J GALLAGHER & CO | 1,418,502 | $66.78M | 0.4% | $36.69 | +3.7% | COMMON STOCK | 363576109 |
| MRK | MERCK & CO | 1,117,360 | $63.45M | 0.4% | $30.20 | +30.3% | COMMON STOCK | 58933Y105 |
| LVS | LAS VEGAS SANDS CORP | 1,074,001 | $62.46M | 0.4% | $40.22 | +8.5% | COMMON STOCK | 517834107 |
| — | LINKEDIN CORPORATION | 264,596 | $60.78M | 0.4% | $193.22 | — | COMMON STOCK | 53578A108 |
| — | ELECTRONIC ARTS INC | 40,032,000 | $60.27M | 0.4% | $1.10 | — | CONVERTIBLE SECURITY | 285512AA7 |
| — | MENTOR GRAPHICS | 50,021,000 | $60.05M | 0.4% | $1.22 | — | CONVERTIBLE SECURITY | 587200AK2 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 1,311,734 | $59.38M | 0.4% | $28.84 | +8.5% | COMMON STOCK | 34964C106 |
| — | DOMINION RESOURCES INC VA | 1,125,431 | $58.53M | 0.4% | $49.90 | — | CONVERTIBLE PREFERRED SECURITY | 25746U869 |
| — | LAM RESEARCH CORP | 43,812,000 | $57.59M | 0.4% | $1.24 | — | CONVERTIBLE SECURITY | 512807AJ7 |
| — | YAHOO! INC | 50,211,000 | $56.98M | 0.4% | $1.13 | — | CONVERTIBLE SECURITY | 984332AF3 |
| — | ARES CAPITAL CORP | 54,411,000 | $56.13M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 04010LAB9 |
| GS | GOLDMAN SACHS | 284,092 | $55.07M | 0.4% | $120.38 | +25.3% | COMMON STOCK | 38141G104 |
| — | SVB FINANCIAL GROUP | 472,140 | $54.8M | 0.4% | $103.58 | — | COMMON STOCK | 78486Q101 |
| TROW | T ROWE PRICE | 632,537 | $54.31M | 0.4% | $47.69 | +12.6% | COMMON STOCK | 74144T108 |
| DECK | DECKERS OUTDOOR | 585,441 | $53.3M | 0.4% | $10.78 | +41.3% | COMMON STOCK | 243537107 |
| — | TYSON FOODS | 1,057,274 | $53.22M | 0.4% | $50.35 | — | CONVERTIBLE PREFERRED SECURITY | 902494301 |
| HOG | HARLEY-DAVIDSON INC | 804,475 | $53.02M | 0.4% | $67.29 | -4.0% | COMMON STOCK | 412822108 |
| BIIB | BIOGEN IDEC INC | 155,039 | $52.63M | 0.3% | $232.20 | +39.3% | COMMON STOCK | 09062X103 |
| — | LIBERTY MEDIA CORPORATION | 53,004,000 | $52.28M | 0.3% | $0.99 | — | CONVERTIBLE SECURITY | 531229AB8 |
| — | JARDEN CORP | 39,442,000 | $52.17M | 0.3% | $1.32 | — | CONVERTIBLE SECURITY | 471109AL2 |
| — | LORILLARD INC | 822,957 | $51.8M | 0.3% | $58.79 | — | COMMON STOCK | 544147101 |
| ORCL | ORACLE CORP | 1,110,645 | $49.95M | 0.3% | $27.82 | +24.0% | COMMON STOCK | 68389X105 |
| PRGO | PERRIGO CO PLC | 296,135 | $49.5M | 0.3% | $146.89 | +6.5% | COMMON STOCK | G97822103 |
| DHI | D R HORTON INC | 1,953,123 | $49.39M | 0.3% | $20.57 | +0.6% | COMMON STOCK | 23331A109 |
| — | SPIRIT AIRLINES INC | 649,785 | $49.11M | 0.3% | $39.41 | — | COMMON STOCK | 848577102 |
| — | TWENTY-FIRST CENTURY FOX INC | 1,266,047 | $48.62M | 0.3% | $34.75 | — | COMMON STOCK | 90130A101 |
| PEP | PEPSICO INC | 511,340 | $48.35M | 0.3% | $62.15 | +10.4% | COMMON STOCK | 713448108 |
| ILMN | ILLUMINA INC | 254,563 | $46.99M | 0.3% | $88.35 | +99.5% | COMMON STOCK | 452327109 |
| — | INSULET CORP | 38,093,000 | $45.44M | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| — | ICONIX BRAND GROUP INC | 38,170,000 | $45.35M | 0.3% | $1.28 | — | CONVERTIBLE SECURITY | 451055AF4 |
| PM | PHILIP MORRIS INTERNATIONAL | 556,171 | $45.3M | 0.3% | $49.85 | -1.3% | COMMON STOCK | 718172109 |
| — | GENESEE & WYOMING INC | 390,247 | $45.29M | 0.3% | $119.83 | — | CONVERTIBLE PREFERRED SECURITY | 371559204 |
| — | NEXTERA ENERGY INC | 781,080 | $45.06M | 0.3% | $53.36 | — | CONVERTIBLE PREFERRED SECURITY | 65339F861 |
| OXY | OCCIDENTAL PETROLEUM CORP | 556,621 | $44.87M | 0.3% | $57.83 | +2.5% | COMMON STOCK | 674599105 |
| — | LIONS GATE ENTERTAINMENT CORP | 1,387,964 | $44.44M | 0.3% | $29.43 | — | COMMON STOCK | 535919203 |
| PVH | PVH CORP | 343,817 | $44.07M | 0.3% | $118.25 | -0.1% | COMMON STOCK | 693656100 |
| ROK | ROCKWELL AUTOMTN | 391,558 | $43.54M | 0.3% | $67.20 | +31.0% | COMMON STOCK | 773903109 |
| T | AT&T INC | 1,228,324 | $41.26M | 0.3% | $11.40 | +3.6% | COMMON STOCK | 00206R102 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 38,200,000 | $40.48M | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| — | CONTINENTAL RESOURCES INC | 1,054,055 | $40.43M | 0.3% | $84.70 | — | COMMON STOCK | 212015101 |
| — | MGIC INVESTMENT CORP | 27,464,000 | $40.38M | 0.3% | $1.41 | — | CONVERTIBLE SECURITY | 552848AE3 |
| — | MICRON TECHNOLOGY | 12,533,000 | $40.29M | 0.3% | $2.41 | — | CONVERTIBLE SECURITY | 595112AU7 |
| CMCSA | COMCAST CORP | 690,529 | $40.06M | 0.3% | $16.33 | +30.2% | COMMON STOCK | 20030N101 |
| — | BIOMARIN PHARMACEUTICAL INC | 32,229,000 | $39.34M | 0.3% | $1.07 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| — | STANDARD PACIFIC CORP | 34,782,000 | $39.33M | 0.3% | $1.26 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| WHR | WHIRLPOOL CORP | 202,380 | $39.21M | 0.3% | $132.30 | +29.8% | COMMON STOCK | 963320106 |
| — | SANDISK CORP | 20,070,000 | $38.54M | 0.3% | $1.56 | — | CONVERTIBLE SECURITY | 80004CAD3 |
| — | INVENSENSE | 38,409,000 | $38.41M | 0.3% | $1.00 | — | CONVERTIBLE SECURITY | 46123DAB2 |
| — | SEACOR HOLDINGS INC | 35,432,000 | $37.53M | 0.2% | $1.22 | — | CONVERTIBLE SECURITY | 811904AM3 |
| — | WELLS FARGO & COMPANY | 29,583 | $35.87M | 0.2% | $1208.68 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| VZ | VERIZON COMM | 758,406 | $35.49M | 0.2% | $26.71 | +3.5% | COMMON STOCK | 92343V104 |
| BRK/B | BERKSHIRE HTH | 234,996 | $35.28M | 0.2% | $110.89 | +30.2% | COMMON STOCK | 084670702 |
| — | VERINT SYSTEMS | 31,599,000 | $35.15M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 92343XAA8 |
| — | STANLEY BLACK & DECKER INC | 296,410 | $34.9M | 0.2% | $108.81 | — | CONVERTIBLE PREFERRED SECURITY | 854502804 |
| — | HOLOGIC INC | 27,555,000 | $34.37M | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 436440AB7 |
| — | RESTORATION HARDWARE HOLDING | 356,912 | $34.27M | 0.2% | $81.33 | — | COMMON STOCK | 761283100 |
| AXP | AMER EXPRESS CO. | 364,384 | $33.9M | 0.2% | $59.68 | +28.0% | COMMON STOCK | 025816109 |
| PODD | INSULET CORP | 731,167 | $33.68M | 0.2% | $30.70 | +39.3% | COMMON STOCK | 45784P101 |
| TXN | TEXAS INSTRUMENTS INC | 623,965 | $33.36M | 0.2% | $33.07 | +12.9% | COMMON STOCK | 882508104 |
| ALL | ALLSTATE CORP | 468,434 | $32.91M | 0.2% | $37.24 | +38.8% | COMMON STOCK | 020002101 |
| — | HELIX ENERGY SOLUTIONS GROUP | 29,580,000 | $32.71M | 0.2% | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| — | NEXTERA ENERGY INC | 481,093 | $32.2M | 0.2% | $55.89 | — | CONVERTIBLE PREFERRED SECURITY | 65339F887 |
| — | MOLINA HEALTHCARE INC | 28,220,000 | $31.42M | 0.2% | $1.07 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | INTEGRA LIFESCI | 29,123,000 | $31.13M | 0.2% | $1.04 | — | CONVERTIBLE SECURITY | 457985AK5 |
| — | RTI INTL METALS | 31,642,000 | $30.8M | 0.2% | $0.94 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | ANADARKO PETROLEUM | 372,636 | $30.74M | 0.2% | $92.11 | — | COMMON STOCK | 032511107 |
| BAC | BANK OF AMER CP | 1,710,740 | $30.61M | 0.2% | $10.58 | +28.0% | COMMON STOCK | 060505104 |
| — | PROOFPOINT | 21,934,000 | $30.52M | 0.2% | $1.39 | — | CONVERTIBLE SECURITY | 743424AB9 |
| — | SOLARWINDS INC | 611,992 | $30.5M | 0.2% | $42.63 | — | COMMON STOCK | 83416B109 |
| BP | BP PLC | 800,000 | $30.5M | 0.2% | $41.74 | — | COMMON STOCK | 055622104 |
| — | MICRON TECHNOLOGY | 9,475,000 | $30.45M | 0.2% | $3.21 | — | CONVERTIBLE SECURITY | 595112AV5 |
| — | MICROCHIP TECHNOLOGY INC | 16,916,000 | $30.2M | 0.2% | $1.86 | — | CONVERTIBLE SECURITY | 595017AB0 |
| — | STARWOOD PROPERTY TRUST INC | 28,183,000 | $29.84M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| LLY | ELI LILLY & CO | 431,756 | $29.79M | 0.2% | $42.05 | +31.3% | COMMON STOCK | 532457108 |
| LKQ | LKQ CORP | 1,045,450 | $29.4M | 0.2% | $24.80 | +1.1% | COMMON STOCK | 501889208 |
| NOC | NORTHROP GRUMMAN CORP | 199,438 | $29.39M | 0.2% | $114.24 | 0.0% | COMMON STOCK | 666807102 |
| NXPI | NXP SEMICONDUCTORS NV | 382,638 | $29.23M | 0.2% | $59.11 | +6.6% | COMMON STOCK | N6596X109 |
| — | SUNPOWER CORP | 23,675,000 | $29.03M | 0.2% | $1.26 | — | CONVERTIBLE SECURITY | 867652AG4 |
| — | ACORDA THERAPEUTICS INC | 24,621,000 | $28.37M | 0.2% | $1.06 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| NOW | SERVICENOW INC | 417,409 | $28.32M | 0.2% | $9.96 | +27.7% | COMMON STOCK | 81762P102 |
| — | CEPHEID INC | 521,923 | $28.26M | 0.2% | $44.03 | — | COMMON STOCK | 15670R107 |
| — | DOW CHEMICAL CO | 614,300 | $28.02M | 0.2% | $32.56 | — | COMMON STOCK | 260543103 |
| PANW | PALO ALTO NETWORKS | 226,869 | $27.81M | 0.2% | $8.05 | +128.8% | COMMON STOCK | 697435105 |
| — | OCH-ZIFF CAPITAL MANAGEMENT | 2,367,183 | $27.65M | 0.2% | $12.05 | — | COMMON STOCK | 67551U105 |
| — | JACOBS ENGINEERING GROUP INC | 605,738 | $27.07M | 0.2% | $55.13 | — | COMMON STOCK | 469814107 |
| — | SPIRIT REALTY CAPITAL INC | 27,725,000 | $27M | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| — | MEDIDATA SOLUTIONS INC | 24,191,000 | $26.8M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | CUBIST PHARM | 19,608,000 | $26.68M | 0.2% | $1.14 | — | CONVERTIBLE SECURITY | 229678AH0 |
| TSM | TAIWAN SEMICONDUCTOR | 1,187,738 | $26.58M | 0.2% | $18.00 | — | COMMON STOCK | 874039100 |
| — | COVANCE INC | 255,782 | $26.56M | 0.2% | $78.70 | — | COMMON STOCK | 222816100 |
| — | SALIX PHARMACEUTICALS LTD | 14,365,000 | $26.22M | 0.2% | $1.20 | — | CONVERTIBLE SECURITY | 795435AE6 |
| — | REALOGY HOLDINGS CORP | 584,538 | $26.01M | 0.2% | $37.37 | — | COMMON STOCK | 75605Y106 |
| — | LABORATORY CRP OF AMER HLDGS | 238,439 | $25.73M | 0.2% | $107.59 | — | COMMON STOCK | 50540R409 |
| — | TAKE-TWO INTER | 18,290,000 | $25.65M | 0.2% | $1.04 | — | CONVERTIBLE SECURITY | 874054AD1 |
| BIDU | BAIDU INC | 110,920 | $25.29M | 0.2% | $210.16 | — | COMMON STOCK | 056752108 |
| WT | WISDOMTREE INVESTMENTS INC | 1,592,786 | $24.97M | 0.2% | $13.65 | +1.9% | COMMON STOCK | 97717P104 |
| PII | POLARIS INDUSTRIES INC | 164,812 | $24.93M | 0.2% | $90.50 | +65.7% | COMMON STOCK | 731068102 |
| CRM | SALESFORCE.COM INC | 419,272 | $24.87M | 0.2% | $40.78 | +42.9% | COMMON STOCK | 79466L302 |
| — | AIR LEASE | 17,937,000 | $24.54M | 0.2% | $1.29 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | TOLL BROTHERS FINANCE CORP. | 23,823,000 | $24.43M | 0.2% | $1.06 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | WHITEWAVE FOODS COMPANY | 692,532 | $24.23M | 0.2% | $23.51 | — | COMMON STOCK | 966244105 |
| WSM | WILLIAMS-SONOMA INC | 320,148 | $24.23M | 0.2% | $20.70 | +29.1% | COMMON STOCK | 969904101 |
| — | MYLAN LABORATORIES INC | 27,705 | $23.85M | 0.2% | — | — | Call | 628530907 |
| — | MEDTRONIC INC | 329,503 | $23.79M | 0.2% | $58.72 | — | COMMON STOCK | 585055106 |
| WCC | WESCO INTL INC | 306,170 | $23.33M | 0.2% | $76.64 | -0.2% | COMMON STOCK | 95082P105 |
| ALGN | ALIGN TECH INC | 414,361 | $23.17M | 0.2% | $55.98 | -5.5% | COMMON STOCK | 016255101 |
| — | WEYERHAEUSER CO | 400,000 | $23.08M | 0.2% | $53.13 | — | CONVERTIBLE PREFERRED SECURITY | 962166872 |
| EMN | EASTMAN CHEM CO | 301,174 | $22.85M | 0.2% | $47.81 | +16.3% | COMMON STOCK | 277432100 |
| I 5.75 05/01/16 A | INTELSAT | 485,000 | $22.8M | 0.2% | $55.36 | — | CONVERTIBLE PREFERRED SECURITY | L5140P119 |
| — | PAREXEL INTERNATIONAL CORP | 407,770 | $22.66M | 0.1% | $54.10 | — | COMMON STOCK | 699462107 |
| — | B/E AEROSPACE INC | 386,650 | $22.43M | 0.1% | $73.47 | — | COMMON STOCK | 073302101 |
| V | VISA INC | 83,835 | $21.98M | 0.1% | $41.97 | +32.7% | COMMON STOCK | 92826C839 |
| — | DEPOMED INC | 19,500,000 | $21.19M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 249908AA2 |
| INTC | INTEL CORP | 565,222 | $20.51M | 0.1% | $17.37 | +53.3% | COMMON STOCK | 458140100 |
| — | BROADCOM CORP | 470,300 | $20.38M | 0.1% | $39.91 | — | COMMON STOCK | 111320107 |
| — | HOLOGIC INC | 18,295,000 | $20.36M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 436440AC5 |
| WMT | WAL-MART STORES INC | 233,948 | $20.09M | 0.1% | $20.02 | +9.0% | COMMON STOCK | 931142103 |
| — | JARDEN CORP | 12,734,000 | $19.99M | 0.1% | $1.42 | — | CONVERTIBLE SECURITY | 471109AH1 |
| — | CUBIST PHARM | 15,063,000 | $19.98M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 229678AF4 |
| — | SPANSION INC | 8,000,000 | $19.87M | 0.1% | $2.21 | — | CONVERTIBLE SECURITY | 84649PAL9 |
| — | FINISAR CORP | 20,657,000 | $19.72M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| — | MICRON TECH | 14,580,000 | $19.36M | 0.1% | $1.33 | — | CONVERTIBLE SECURITY | 595112AY9 |
| MCD | MCDONALD'S CORP | 204,165 | $19.13M | 0.1% | $71.75 | -1.7% | COMMON STOCK | 580135101 |
| — | CHESAPEAKE ENERGY CORP | 19,000,000 | $19.09M | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 165167BW6 |
| — | BANK OF AMERICA CORP | 15,824 | $18.4M | 0.1% | $1162.98 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| — | CEMEX SA | 15,000,000 | $18.27M | 0.1% | $1.49 | — | CONVERTIBLE SECURITY | 151290BC6 |
| — | INVENSENSE | 1,119,231 | $18.2M | 0.1% | $19.65 | — | COMMON STOCK | 46123D205 |
| IBM | INT'L BUSINESS MACHINES CORP | 113,154 | $18.15M | 0.1% | $114.96 | -12.6% | COMMON STOCK | 459200101 |
| — | CBS CORP | 325,341 | $18M | 0.1% | $56.37 | — | COMMON STOCK | 124857202 |
| F | FORD MOTOR CO | 1,156,108 | $17.92M | 0.1% | $7.74 | +5.4% | COMMON STOCK | 345370860 |
| — | VIPSHOP HOLDINGS LTD | 15,000,000 | $17.89M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| — | NATIONAL OILWELL VARCO INC | 272,815 | $17.88M | 0.1% | $69.31 | — | COMMON STOCK | 637071101 |
| — | MELLANOX TECHNOLOGIES LTD | 416,360 | $17.79M | 0.1% | $44.59 | — | COMMON STOCK | M51363113 |
| AR | ANTERO RESOURCES | 428,515 | $17.39M | 0.1% | $56.02 | -14.4% | COMMON STOCK | 03674X106 |
| NOK | NOKIA CP | 2,200,000 | $17.29M | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| — | WRIGHT MEDICAL | 14,190,000 | $17.23M | 0.1% | $1.23 | — | CONVERTIBLE SECURITY | 98235TAC1 |
| — | WORKDAY INC | 14,500,000 | $17.21M | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| — | MOLINA HEALTHCARE INC | 12,292,000 | $17.02M | 0.1% | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | STONE ENERGY CP | 19,292,000 | $16.91M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 861642AN6 |
| ABBV | ABBVIE | 257,665 | $16.86M | 0.1% | $27.68 | +45.4% | COMMON STOCK | 00287Y109 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $16.7M | 0.1% | $1.24 | — | CONVERTIBLE SECURITY | 00163UAA4 |
| USB | US BANCORP | 370,926 | $16.67M | 0.1% | $22.47 | +29.6% | COMMON STOCK | 902973304 |
| TJX | TJX COMPANIES INC | 239,471 | $16.42M | 0.1% | $20.82 | +31.3% | COMMON STOCK | 872540109 |
| — | RYLAND GRP INC | 12,000,000 | $16.29M | 0.1% | $1.37 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | BERRY PLASTICS HOLDING CORP | 508,858 | $16.05M | 0.1% | $31.55 | — | COMMON STOCK | 08579W103 |
| — | JDS UNIPHASE CORP | 15,000,000 | $15.85M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| — | CHESAPEAKE ENERGY | 17,270,000 | $15.8M | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 165167CB1 |
| — | GREENBRIER COMPANIES INC | 10,382,000 | $15.77M | 0.1% | $1.45 | — | CONVERTIBLE SECURITY | 393657AH4 |
| — | CAMERON INTL CORP | 312,371 | $15.6M | 0.1% | $61.22 | — | COMMON STOCK | 13342B105 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 329,619 | $15.41M | 0.1% | $37.46 | +7.2% | COMMON STOCK | G66721104 |
| — | VITAMIN SHOPPE INC | 316,059 | $15.35M | 0.1% | $45.47 | — | COMMON STOCK | 92849E101 |
| CVS | CVS HEALTH CORP | 157,015 | $15.12M | 0.1% | $43.65 | +47.6% | COMMON STOCK | 126650100 |
| — | FXCM INC | 14,135,000 | $14.84M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 302693AB2 |
| AMGN | AMGEN INC | 93,116 | $14.83M | 0.1% | $76.66 | +47.8% | COMMON STOCK | 031162100 |
| — | PROLOGIS INC | 13,250,000 | $14.75M | 0.1% | $1.15 | — | CONVERTIBLE SECURITY | 74340XAT8 |
| A | AGILENT TECHNOLOGIES INC | 357,946 | $14.65M | 0.1% | $33.43 | +10.1% | COMMON STOCK | 00846U101 |
| — | CTRIP.COM INTL LTD | 15,000,000 | $14.62M | 0.1% | $0.97 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| — | MEDICINES CO | 12,500,000 | $14.55M | 0.1% | $1.51 | — | CONVERTIBLE SECURITY | 584688AC9 |
| LAMR | LAMAR ADVER CO | 270,618 | $14.52M | 0.1% | $53.64 | — | COMMON STOCK | 512816109 |
| — | ROYAL GOLD INC | 14,000,000 | $14.48M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 780287AA6 |
| — | INTERDGTL COMMS | 13,000,000 | $14.44M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 458660AB3 |
| CSCO | CISCO SYSTEMS INC | 514,471 | $14.31M | 0.1% | $15.34 | +19.3% | COMMON STOCK | 17275R102 |
| HON | HONEYWELL INTL | 141,220 | $14.11M | 0.1% | $53.77 | +27.0% | COMMON STOCK | 438516106 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 268,500 | $13.99M | 0.1% | $47.03 | +0.6% | COMMON STOCK | 33616C100 |
| PRLB | PROTO LABS INC. | 206,259 | $13.85M | 0.1% | $76.96 | -14.6% | COMMON STOCK | 743713109 |
| MO | ALTRIA GROUP INC | 278,345 | $13.71M | 0.1% | $16.49 | +44.1% | COMMON STOCK | 02209S103 |
| — | HORNBECK OFFSHORE SERVICES INC | 16,268,000 | $13.66M | 0.1% | $1.16 | — | CONVERTIBLE SECURITY | 440543AN6 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 9,000,000 | $13.63M | 0.1% | $1.10 | — | CONVERTIBLE SECURITY | 874054AC3 |
| — | TEVA PHARMACEUTICAL IND LTD | 9,923,000 | $13.61M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| — | NOVELLUS SYSTEMS INC | 5,891,000 | $13.52M | 0.1% | $2.02 | — | CONVERTIBLE SECURITY | 670008AD3 |
| LOW | LOWE'S COMPANIES | 194,912 | $13.41M | 0.1% | $33.77 | +45.2% | COMMON STOCK | 548661107 |
| — | SHUTTERFLY INC | 14,000,000 | $13.35M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| — | ICONIX BRAND GROUP INC | 11,206,000 | $13.25M | 0.1% | $1.19 | — | CONVERTIBLE SECURITY | 451055AE7 |
| — | INTERXION HOLDING NV | 484,105 | $13.23M | 0.1% | $27.20 | — | COMMON STOCK | N47279109 |
| MAS | MASCO CORP | 520,365 | $13.11M | 0.1% | $14.91 | +17.4% | COMMON STOCK | 574599106 |
| — | BROOKDALE SENIOR LIVING INC | 9,500,000 | $12.93M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 112463AA2 |
| — | PRICELINE.COM INC | 11,500,000 | $12.89M | 0.1% | $1.18 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | INFINERA CORP | 9,500,000 | $12.61M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| — | NEWPARK RESOURCES | 11,141,000 | $12.57M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 651718AC2 |
| — | DISCOVER FINANCIAL SERVICES | 191,766 | $12.56M | 0.1% | $47.64 | — | COMMON STOCK | 254709108 |
| — | RTI INTL METALS | 12,295,000 | $12.54M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 74973WAA5 |
| — | CORNERSTONE ONDEMAND INC | 12,360,000 | $12.08M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| — | IAC INTERACTIVECORP | 195,021 | $11.86M | 0.1% | $60.79 | — | COMMON STOCK | 44919P508 |
| — | MERITAGE CORP | 11,635,000 | $11.57M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| — | FOREST CITY ENTERPRISES INC | 10,000,000 | $11.43M | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 345550AP2 |
| COP | CONOCOPHILLIPS | 164,547 | $11.36M | 0.1% | $42.78 | +14.2% | COMMON STOCK | 20825C104 |
| DUK | DUKE ENERGY CORP | 135,403 | $11.31M | 0.1% | $41.46 | +22.9% | COMMON STOCK | 26441C204 |
| — | MONSANTO CO | 94,189 | $11.25M | 0.1% | $104.45 | — | COMMON STOCK | 61166W101 |
| — | SANDISK CORP | 112,706 | $11.04M | 0.1% | $97.98 | — | COMMON STOCK | 80004C101 |
| — | DANAHER CORP | 4,398,000 | $10.95M | 0.1% | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | OLD REPUBLIC INTL CORP | 9,372,000 | $10.91M | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| — | EMULEX CORP | 11,900,000 | $10.68M | 0.1% | $0.90 | — | CONVERTIBLE SECURITY | 292475AF7 |
| — | ENERGY XXI BERMUDA | 35,615,000 | $10.53M | 0.1% | $0.30 | — | CONVERTIBLE SECURITY | 29274UAB7 |
| BK | BANK OF NEW YORK MELLON CORP | 257,625 | $10.45M | 0.1% | $21.51 | +38.3% | COMMON STOCK | 064058100 |
| — | BROADSOFT INC | 10,000,000 | $10.41M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 11133BAB8 |
| BC | BRUNSWICK CORPORATION | 201,215 | $10.31M | 0.1% | $35.89 | +8.6% | COMMON STOCK | 117043109 |
| — | SPECTRANETICS | 8,000,000 | $10.31M | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| — | XILINX INC | 6,802,000 | $10.28M | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 983919AF8 |
| — | NUVASIVE INC | 8,000,000 | $10.2M | 0.1% | $1.18 | — | CONVERTIBLE SECURITY | 670704AC9 |
| TMO | THERMO FISHER SCIENTIFIC INC | 81,222 | $10.18M | 0.1% | $84.80 | +38.6% | COMMON STOCK | 883556102 |
| CCL | CARNIVAL CORP | 224,115 | $10.16M | 0.1% | $27.66 | +25.8% | COMMON STOCK | 143658300 |
| MDY | S&P 400 MIDCAP DEP RECPT | 37,919 | $10.01M | 0.1% | $263.96 | — | COMMON STOCK | 78467Y107 |
| BMY | BRISTOL MYERS SQUIBB | 164,269 | $9.697M | 0.1% | $29.83 | +30.4% | COMMON STOCK | 110122108 |
| GD | GENERAL DYNAMICS CORP | 70,365 | $9.684M | 0.1% | $62.57 | +71.0% | COMMON STOCK | 369550108 |
| RIO | RIO TINTO PLC | 210,000 | $9.673M | 0.1% | $41.08 | — | COMMON STOCK | 767204100 |
| NAVI | NAVIENT CORP | 439,903 | $9.506M | 0.1% | $16.65 | +20.1% | COMMON STOCK | 63938C108 |
| — | NAVISTAR INTL | 10,000,000 | $9.477M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 63934EAQ1 |
| — | ACTAVIS PLC | 36,756 | $9.461M | 0.1% | $203.64 | — | COMMON STOCK | G0083B108 |
| UNH | UNITEDHEALTH GROUP INC | 92,078 | $9.308M | 0.1% | $51.79 | +53.0% | COMMON STOCK | 91324P102 |
| — | SINA CORP | 10,000,000 | $9.239M | 0.1% | $0.92 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| MMM | 3M CO | 55,186 | $9.068M | 0.1% | $62.67 | +43.1% | COMMON STOCK | 88579Y101 |
| PRU | PRUDENTIAL FINANCIAL INC | 99,472 | $8.998M | 0.1% | $44.30 | +20.0% | COMMON STOCK | 744320102 |
| — | ILLUMINA INC | 4,058,000 | $8.993M | 0.1% | $2.16 | — | CONVERTIBLE SECURITY | 452327AD1 |
| — | EXPRESS SCRIPTS HOLDING CO | 105,447 | $8.928M | 0.1% | $66.56 | — | COMMON STOCK | 30219G108 |
| NEE | NEXTERA ENERGY INC | 82,830 | $8.804M | 0.1% | $14.73 | +28.2% | COMMON STOCK | 65339F101 |
| — | CARDTRONICS INC | 8,800,000 | $8.724M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| — | TESLA MOTORS INC | 9,298,000 | $8.615M | 0.1% | $0.92 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| KMI | KINDER MORGAN INC | 202,617 | $8.573M | 0.1% | $21.75 | +3.2% | COMMON STOCK | 49456B101 |
| SO | SOUTHN COMPANY | 174,405 | $8.565M | 0.1% | $26.06 | +13.2% | COMMON STOCK | 842587107 |
| — | DIRECTV | 97,506 | $8.454M | 0.1% | $61.62 | — | COMMON STOCK | 25490A309 |
| — | BOTTOMLINE TECH | 7,750,000 | $8.313M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| — | WALTER INVESTMENT MANAGEMENT | 10,905,000 | $8.31M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 93317WAA0 |
| — | ALLERGAN INC | 39,002 | $8.291M | 0.1% | $107.15 | — | COMMON STOCK | 018490102 |
| PNC | PNC FINANCIAL SERVICES GROUP | 90,470 | $8.254M | 0.1% | $55.08 | +11.4% | COMMON STOCK | 693475105 |
| — | HEALTHWAYS, INC | 7,000,000 | $8.229M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 422245AB6 |
| — | HEALTH CR REIT | 5,449,000 | $8.178M | 0.1% | $1.29 | — | CONVERTIBLE SECURITY | 42217KAR7 |
| — | SK TELECOM CO LTD | 301,780 | $8.151M | 0.1% | $24.62 | — | COMMON STOCK | 78440P108 |
| SPG | SIMON PROPERTY GROUP INC | 44,431 | $8.091M | 0.1% | $86.99 | +18.2% | COMMON STOCK | 828806109 |
| SPY | SPDR TRUST SERIES 1 | 39,280 | $8.072M | 0.1% | $205.50 | — | COMMON STOCK | 78462F103 |
| — | SENSATA TECHNOLOGIES BV | 152,111 | $7.972M | 0.1% | $43.49 | — | COMMON STOCK | N7902X106 |
| — | RAMBUS INC | 7,000,000 | $7.949M | 0.1% | $1.23 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | DUPONT DE NEMOUR & CO | 106,151 | $7.849M | 0.1% | $53.43 | — | COMMON STOCK | 263534109 |
| — | S & P 500 INDEX | 5,624 | $7.695M | 0.1% | — | — | Put | 464287952 |
| BAP | CREDICORP LTD | 48,025 | $7.693M | 0.1% | $106.05 | +13.9% | COMMON STOCK | G2519Y108 |
| — | MYLAN LABORATORIES INC | 135,848 | $7.657M | 0.1% | $31.03 | — | COMMON STOCK | 628530107 |
| — | TIME WARNER INC | 88,657 | $7.573M | 0.1% | $60.71 | — | COMMON STOCK | 887317303 |
| — | KLX INC | 183,328 | $7.562M | 0.1% | $41.25 | — | COMMON STOCK | 482539103 |
| — | PRECISION CASTPARTS CORP | 31,363 | $7.555M | 0.0% | $238.16 | — | COMMON STOCK | 740189105 |
| — | QUIDEL CORP | 6,677,000 | $7.464M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| — | ALEXION PHARMACEUTICALS INC | 40,209 | $7.44M | 0.0% | $133.61 | — | COMMON STOCK | 015351109 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $7.387M | 0.0% | $1.55 | — | CONVERTIBLE SECURITY | 292554AD4 |
| — | BARD (C.R.) INC | 44,130 | $7.353M | 0.0% | $166.62 | — | COMMON STOCK | 067383109 |
| GM | GENERAL MOTORS CO | 205,579 | $7.177M | 0.0% | $24.82 | -1.3% | COMMON STOCK | 37045V100 |
| PSX | PHILLIPS 66 | 100,066 | $7.175M | 0.0% | $44.43 | +10.6% | COMMON STOCK | 718546104 |
| — | NEW YORK CMTY TRUST V | 143,101 | $7.169M | 0.0% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| ABT | ABBOTT LABORATORIES | 158,635 | $7.142M | 0.0% | $29.01 | +21.7% | COMMON STOCK | 002824100 |
| — | FLUIDIGM CORP | 7,650,000 | $7.038M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 34385PAA6 |
| MS | MORGAN STANLEY | 179,039 | $6.947M | 0.0% | $19.65 | +34.2% | COMMON STOCK | 617446448 |
| — | GILEAD SCIENCES | 2,690 | $6.878M | 0.0% | — | — | Call | 375558903 |
| SCHW | SCHWAB (CHARLES) CORP | 223,693 | $6.753M | 0.0% | $23.51 | +5.7% | COMMON STOCK | 808513105 |
| — | EMC CORP | 222,053 | $6.604M | 0.0% | $23.82 | — | COMMON STOCK | 268648102 |
| FDX | FEDEX CORP | 37,897 | $6.581M | 0.0% | $84.57 | +70.1% | COMMON STOCK | 31428X106 |
| — | DEALERTRACK HOLDINGS INC | 5,000,000 | $6.511M | 0.0% | $1.30 | — | CONVERTIBLE SECURITY | 242309AB8 |
| ITUB | ITAU UNIBANCO HOLDING SA | 497,920 | $6.478M | 0.0% | $13.48 | — | COMMON STOCK | 465562106 |
| ADM | ARCHER DANIELS MIDLAND | 119,118 | $6.194M | 0.0% | $23.96 | +50.3% | COMMON STOCK | 039483102 |
| — | TE CONNECTIVITY LTD | 97,506 | $6.167M | 0.0% | $45.98 | — | COMMON STOCK | H84989104 |
| — | DEV DIVERFD RLT | 5,000,000 | $6.167M | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 251591AX1 |
| — | NETSUITE INC | 5,448,000 | $6.117M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 64118QAB3 |
| NUS | NU SKIN ENTERPRISES INC | 138,778 | $6.065M | 0.0% | $30.68 | 0.0% | COMMON STOCK | 67018T105 |
| CAT | CATERPILLAR INC | 66,043 | $6.045M | 0.0% | $62.73 | +16.9% | COMMON STOCK | 149123101 |
| — | DELPHI AUTOMOTIVE PLC | 82,760 | $6.018M | 0.0% | $51.87 | — | COMMON STOCK | G27823106 |
| COF | CAPITAL ONE FINANCIAL CORP | 70,365 | $5.809M | 0.0% | $49.28 | +35.0% | COMMON STOCK | 14040H105 |
| — | PHOTRONICS INC | 5,500,000 | $5.79M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 719405AH5 |
| — | FORESTAR GROUP INC | 6,000,000 | $5.629M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| MAN | MANPOWERGROUP INC | 82,375 | $5.616M | 0.0% | $68.52 | -3.0% | COMMON STOCK | 56418H100 |
| DHR | DANAHER CORP | 64,937 | $5.566M | 0.0% | $32.92 | 0.0% | COMMON STOCK | 235851102 |
| ACHC | ACADIA HEALTHCARE | 90,701 | $5.552M | 0.0% | $51.28 | +13.5% | COMMON STOCK | 00404A109 |
| — | ROVI CORP | 5,500,000 | $5.515M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 779376AB8 |
| — | HOLLYSYS AUTOMATION TECH | 224,210 | $5.477M | 0.0% | $19.16 | — | COMMON STOCK | G45667105 |
| MU | MICRON TECHNOLOGY INC | 155,574 | $5.447M | 0.0% | $28.45 | +13.6% | COMMON STOCK | 595112103 |
| ELV | ANTHEM INC | 43,130 | $5.42M | 0.0% | $105.54 | 0.0% | COMMON STOCK | 036752103 |
| NSC | NORFOLK SOTHN CORP | 49,055 | $5.377M | 0.0% | $62.40 | +37.5% | COMMON STOCK | 655844108 |
| — | INCYTE GENOMICS | 3,500,000 | $5.375M | 0.0% | $1.54 | — | CONVERTIBLE SECURITY | 45337CAN2 |
| DVN | DEVON ENERGY CORPORATION | 86,326 | $5.284M | 0.0% | $37.63 | +9.3% | COMMON STOCK | 25179M103 |
| CL | COLGATE-PALMOLIVE CO | 75,793 | $5.244M | 0.0% | $44.87 | +16.3% | COMMON STOCK | 194162103 |
| VLO | VALERO ENERGY | 105,548 | $5.225M | 0.0% | $29.04 | +8.5% | COMMON STOCK | 91913Y100 |
| — | ENVESTNET INC | 5,000,000 | $5.186M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| — | INTEL CORP | 3,903,000 | $5.137M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 458140AD2 |
| — | STARWOOD PROPERTY TRUST INC | 5,000,000 | $5.074M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| QSR | RESTAURANT BRANDS INTERNATIONAL | 128,306 | $5.009M | 0.0% | $38.08 | 0.0% | COMMON STOCK | 76131D103 |
| — | DELTA AIR LINES INC | 3,020 | $4.975M | 0.0% | — | — | Call | 247361902 |
| — | KB HOME | 5,000,000 | $4.949M | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 48666KAS8 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 5,000,000 | $4.943M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| — | VERINT SYSTEMS | 84,460 | $4.922M | 0.0% | $58.06 | — | COMMON STOCK | 92343X100 |
| — | PRAXAIR INC | 37,897 | $4.91M | 0.0% | $121.11 | — | COMMON STOCK | 74005P104 |
| — | FORTRESS INVESTMENT GROUP | 607,682 | $4.874M | 0.0% | $8.02 | — | COMMON STOCK | 34958B106 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $4.804M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| BAX | BAXTER INTL INC | 64,937 | $4.759M | 0.0% | $30.58 | +5.6% | COMMON STOCK | 071813109 |
| — | ULTIMATE SOFTWARE GROUP INC | 32,390 | $4.755M | 0.0% | $146.16 | — | COMMON STOCK | 90385D107 |
| DE | DEERE & CO | 53,578 | $4.74M | 0.0% | $68.28 | +3.4% | COMMON STOCK | 244199105 |
| KR | KROGER CO | 73,684 | $4.731M | 0.0% | $14.76 | +58.3% | COMMON STOCK | 501044101 |
| — | UNITED STATES STEEL CORP | 3,750,000 | $4.663M | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 912909AH1 |
| — | SEACOR HOLDINGS INC | 5,000,000 | $4.653M | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| MPC | MARATHON PETROLEUM | 51,467 | $4.645M | 0.0% | $29.22 | +7.3% | COMMON STOCK | 56585A102 |
| — | BLACKROCK INC | 12,967 | $4.636M | 0.0% | $262.12 | — | COMMON STOCK | 09247X101 |
| FISV | FISERV INC | 64,937 | $4.609M | 0.0% | $28.68 | +19.4% | COMMON STOCK | 337738108 |
| — | WEB.COM GROUP INC | 5,000,000 | $4.574M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 94733AAA2 |
| LEN | LENNAR CORP | 101,282 | $4.538M | 0.0% | $30.25 | +24.1% | COMMON STOCK | 526057104 |
| LNC | LINCOLN NATIONAL CORP | 76,899 | $4.435M | 0.0% | $23.99 | +52.5% | COMMON STOCK | 534187109 |
| — | JNJ (ALZA CP) | 3,048,000 | $4.389M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| — | APPLE INC | 1,585 | $4.34M | 0.0% | — | — | Call | 037833900 |
| LYB | LYONDELLBASELL INDUSTRIES | 54,181 | $4.301M | 0.0% | $38.03 | +25.6% | COMMON STOCK | N53745100 |
| AMP | AMERIPRISE FINANCIAL INC | 32,469 | $4.294M | 0.0% | $85.43 | +17.1% | COMMON STOCK | 03076C106 |
| — | RAYTHEON CO | 39,075 | $4.227M | 0.0% | $73.96 | — | COMMON STOCK | 755111507 |
| — | SPECTRANETICS CP | 122,102 | $4.222M | 0.0% | $22.77 | — | COMMON STOCK | 84760C107 |
| — | LA QUINTA HOLDINGS INC | 188,425 | $4.157M | 0.0% | $19.53 | — | COMMON STOCK | 50420D108 |
| — | PROSPECT CAPITAL CORP | 4,155,000 | $4.155M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| — | AMERICA MOVIL | 187,000 | $4.148M | 0.0% | $21.74 | — | COMMON STOCK | 02364W105 |
| AEP | AMER ELECTRIC POWER INC | 68,254 | $4.144M | 0.0% | $30.77 | +25.4% | COMMON STOCK | 025537101 |
| — | NXSTAGE MEDICAL INC | 230,332 | $4.13M | 0.0% | $17.93 | — | COMMON STOCK | 67072V103 |
| FCX | FREEPORT-MCMORAN INC | 176,516 | $4.123M | 0.0% | $24.87 | -2.4% | COMMON STOCK | 35671D857 |
| ITW | ILL TOOL WORKS INC | 43,325 | $4.103M | 0.0% | $59.88 | +17.0% | COMMON STOCK | 452308109 |
| — | M/I HOMES INC | 4,000,000 | $4.099M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| APD | AIR PRODUCTS & CHEMICALS INC | 28,146 | $4.059M | 0.0% | $71.08 | +35.4% | COMMON STOCK | 009158106 |
| — | MEAD JOHNSON NUTRITION CO | 40,108 | $4.032M | 0.0% | $80.24 | — | COMMON STOCK | 582839106 |
| — | CENTURYLINK INC | 101,829 | $4.03M | 0.0% | $35.41 | — | COMMON STOCK | 156700106 |
| AMT | AMERICAN TOWER REIT INC | 40,711 | $4.024M | 0.0% | $72.53 | +3.6% | COMMON STOCK | 03027X100 |
| EMR | EMERSON ELECTRIC CO | 64,937 | $4.009M | 0.0% | $40.67 | +14.1% | COMMON STOCK | 291011104 |
| AMAT | APPLIED MATERIALS INC | 160,835 | $4.008M | 0.0% | $12.22 | +60.9% | COMMON STOCK | 038222105 |
| CHKP | CHECK POINT SOFTWARE TECH | 51,000 | $4.007M | 0.0% | $74.30 | 0.0% | COMMON STOCK | M22465104 |
| — | J2 GLOBAL INC | 3,616,000 | $4M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| PPG | PPG INDUSTRIES INC | 17,290 | $3.997M | 0.0% | $61.09 | +39.5% | COMMON STOCK | 693506107 |
| — | KRAFT FOODS GROUP INC | 63,161 | $3.958M | 0.0% | $55.08 | — | COMMON STOCK | 50076Q106 |
| — | HEWLETT-PACKARD CO. | 96,501 | $3.873M | 0.0% | $35.47 | — | COMMON STOCK | 428236103 |
| ADP | AUTOMATIC DATA | 45,536 | $3.796M | 0.0% | $45.65 | +39.1% | COMMON STOCK | 053015103 |
| HAL | HALLIBURTON CO | 96,400 | $3.791M | 0.0% | $38.56 | +1.9% | COMMON STOCK | 406216101 |
| HTH | HILLTOP HOLDINGS INC | 188,505 | $3.761M | 0.0% | $20.55 | 0.0% | COMMON STOCK | 432748101 |
| KMB | KIMBERLY-CLARK CORP | 32,469 | $3.751M | 0.0% | $63.68 | +19.5% | COMMON STOCK | 494368103 |
| D | DOMINION RESOURCES INC VA | 48,753 | $3.749M | 0.0% | $35.14 | +28.3% | COMMON STOCK | 25746U109 |
| — | SPECTRA ENERGY CORP | 102,934 | $3.737M | 0.0% | $34.95 | — | COMMON STOCK | 847560109 |
| — | VMWARE INC | 44,650 | $3.685M | 0.0% | $97.95 | — | COMMON STOCK | 928563402 |
| — | CIGNA CORP | 35,685 | $3.672M | 0.0% | $72.48 | — | COMMON STOCK | 125509109 |
| CSX | CSX CORPORATION | 100,522 | $3.642M | 0.0% | $6.66 | +47.6% | COMMON STOCK | 126408103 |
| — | HORSEHEAD HOLDING CORP | 2,950,000 | $3.595M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 440694AB3 |
| — | BB&T CORPORATION | 92,078 | $3.581M | 0.0% | $34.28 | — | COMMON STOCK | 054937107 |
| — | B2GOLD CORPORATION | 4,000,000 | $3.554M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| VNO | VORNADO REALTY TRUST | 30,157 | $3.55M | 0.0% | $82.87 | — | COMMON STOCK | 929042109 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,952,000 | $3.485M | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| GIS | GENERAL MILLS INC | 64,937 | $3.463M | 0.0% | $32.74 | +7.6% | COMMON STOCK | 370334104 |
| — | OAKTREE CAPITAL GROUP LLC | 66,780 | $3.461M | 0.0% | $53.23 | — | COMMON STOCK | 674001201 |
| MOS | MOSAIC CO | 75,793 | $3.46M | 0.0% | $45.74 | -22.5% | COMMON STOCK | 61945C103 |
| — | REGENERON PHARMACEUTICALS INC | 215 | $3.45M | 0.0% | — | — | Call | 75886F907 |
| — | LENNAR CORP | 14,595 | $3.401M | 0.0% | — | — | Call | 526057904 |
| — | ACE LIMITED | 29,151 | $3.349M | 0.0% | $93.55 | — | COMMON STOCK | H0023R105 |
| — | NOBLE ENERGY INC | 70,365 | $3.337M | 0.0% | $62.05 | — | COMMON STOCK | 655044105 |
| — | MWI VETERINARY SUPPLY INC | 19,455 | $3.306M | 0.0% | $169.93 | — | COMMON STOCK | 55402X105 |
| EIX | EDISON INTL | 50,261 | $3.291M | 0.0% | $30.39 | +32.6% | COMMON STOCK | 281020107 |
| — | TIME WARNER CABLE | 21,612 | $3.286M | 0.0% | $146.32 | — | COMMON STOCK | 88732J207 |
| — | ARES CAPITAL CORP | 3,200,000 | $3.227M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| PCG | P G & E CORP | 60,313 | $3.211M | 0.0% | $38.88 | +14.2% | COMMON STOCK | 69331C108 |
| — | JOHNSON CONTROLS INC | 65,339 | $3.158M | 0.0% | $37.60 | — | COMMON STOCK | 478366107 |
| AMH | AMERICAN HOMES 4 RNET | 184,110 | $3.135M | 0.0% | $16.90 | — | COMMON STOCK | 02665T306 |
| ALV | AUTOLIV INC | 28,901 | $3.067M | 0.0% | $54.24 | 0.0% | COMMON STOCK | 052800109 |
| — | CIENA CORP | 2,438,000 | $3.034M | 0.0% | $1.39 | — | CONVERTIBLE SECURITY | 171779AK7 |
| — | JEFFERIES GROUP INC | 2,918,000 | $3.031M | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 472319AG7 |
| LUV | SOUTHWEST AIRLINES | 71,371 | $3.02M | 0.0% | $32.93 | 0.0% | COMMON STOCK | 844741108 |
| PWR | QUANTA SERVICES INC | 105,661 | $3M | 0.0% | $30.74 | +0.2% | COMMON STOCK | 74762E102 |
| EXC | EXELON CORP | 80,865 | $2.998M | 0.0% | $15.41 | +12.2% | COMMON STOCK | 30161N101 |
| IVZ | INVESCO LTD | 75,391 | $2.979M | 0.0% | $18.88 | +28.2% | COMMON STOCK | G491BT108 |
| — | VIACOM INC | 39,505 | $2.973M | 0.0% | $69.38 | — | COMMON STOCK | 92553P201 |
| TRV | TRAVELERS COMPANIES INC | 27,945 | $2.958M | 0.0% | $63.44 | +24.5% | COMMON STOCK | 89417E109 |
| FFIV | F5 NETWORKSINC | 22,617 | $2.951M | 0.0% | $84.15 | +48.1% | COMMON STOCK | 315616102 |
| — | TEAM HEALTH HOLDINGS INC | 50,685 | $2.916M | 0.0% | $50.52 | — | COMMON STOCK | 87817A107 |
| — | SPLUNK INC | 49,389 | $2.911M | 0.0% | $66.43 | — | COMMON STOCK | 848637104 |
| — | RENEWABLE ENERGY GROUP INC | 3,000,000 | $2.897M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 75972AAA1 |
| CNQ | CANADIAN NATURAL RESOURCES LTD | 91,875 | $2.849M | 0.0% | $10.28 | 0.0% | COMMON STOCK | 136385101 |
| — | BLUCORA INC | 3,000,000 | $2.847M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 095229AB6 |
| — | BAKER HUGHES | 48,753 | $2.734M | 0.0% | $48.03 | — | COMMON STOCK | 057224107 |
| — | KANSAS CITY SOUTHERN | 22,115 | $2.699M | 0.0% | $106.77 | — | COMMON STOCK | 485170302 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 64,235 | $2.678M | 0.0% | $22.74 | +37.5% | COMMON STOCK | 416515104 |
| CRL | CHARLES RIVER LABORATORIES | 41,960 | $2.67M | 0.0% | $54.87 | +14.2% | COMMON STOCK | 159864107 |
| ED | CONSOL EDISON | 40,209 | $2.654M | 0.0% | $37.50 | +11.6% | COMMON STOCK | 209115104 |
| — | PROSPECT CAPITAL CORP | 2,595,000 | $2.579M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| MCHP | MICROCHIP TECHNOLOGY INC | 56,292 | $2.539M | 0.0% | $14.67 | +17.9% | COMMON STOCK | 595017104 |
| AKAM | AKAMAI TECHNOLOGIES INC | 40,209 | $2.532M | 0.0% | $55.61 | +8.4% | COMMON STOCK | 00971T101 |
| — | AVAGO TECHNOLOGIES LTD | 25,130 | $2.528M | 0.0% | $52.89 | — | COMMON STOCK | Y0486S104 |
| — | SUNTRUST BANKS INC | 60,313 | $2.527M | 0.0% | $32.42 | — | COMMON STOCK | 867914103 |
| — | KEYCORP NEW | 19,625 | $2.523M | 0.0% | $128.94 | — | CONVERTIBLE PREFERRED SECURITY | 493267405 |
| — | GOLDCORP INC | 135,000 | $2.507M | 0.0% | $18.57 | — | COMMON STOCK | 380956409 |
| MLCO | MELCO CROWN ENTERTAINMENT LTD | 98,680 | $2.506M | 0.0% | $38.93 | — | COMMON STOCK | 585464100 |
| PEG | PUBLIC SERVICE ENTERPRISE GROUP | 60,313 | $2.498M | 0.0% | $21.73 | +25.3% | COMMON STOCK | 744573106 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 48,049 | $2.496M | 0.0% | $23.49 | +46.9% | COMMON STOCK | 74251V102 |
| — | JUNIPER NETWORKS INC | 110,574 | $2.468M | 0.0% | $21.73 | — | COMMON STOCK | 48203R104 |
| CF | CF INDUSTRIES HOLDINGS INC | 9,047 | $2.466M | 0.0% | $27.81 | +39.2% | COMMON STOCK | 125269100 |
| AZO | AUTOZONE INC | 3,956 | $2.449M | 0.0% | $495.81 | +13.7% | COMMON STOCK | 053332102 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 67,270 | $2.43M | 0.0% | $45.05 | — | COMMON STOCK | 293792107 |
| PLD | PROLOGIS INC | 55,287 | $2.379M | 0.0% | $26.75 | +10.2% | COMMON STOCK | 74340W103 |
| — | AETNA INC | 26,638 | $2.366M | 0.0% | $63.55 | — | COMMON STOCK | 00817Y108 |
| BEN | FRANKLIN RESOURCES INC | 42,722 | $2.366M | 0.0% | $29.32 | +13.3% | COMMON STOCK | 354613101 |
| PNR | PENTAIR PLC | 35,183 | $2.337M | 0.0% | $41.76 | -13.0% | COMMON STOCK | G7S00T104 |
| — | UMPQUA HOLDINGS CORP | 137,410 | $2.337M | 0.0% | $17.01 | — | COMMON STOCK | 904214103 |
| — | KELLOGG CO | 35,183 | $2.302M | 0.0% | $38.55 | +5.5% | COMMON STOCK | 487836108 |
| — | INCYTE GENOMICS | 1,500,000 | $2.276M | 0.0% | $1.52 | — | CONVERTIBLE SECURITY | 45337CAM4 |
| AFL | AFLAC INC | 37,193 | $2.272M | 0.0% | $20.11 | +12.9% | COMMON STOCK | 001055102 |
| — | CEMEX SA | 2,205,000 | $2.27M | 0.0% | $1.17 | — | CONVERTIBLE SECURITY | 151290AV5 |
| FITB | FIFTH THIRD BK | 110,574 | $2.253M | 0.0% | $12.64 | +7.3% | COMMON STOCK | 316773100 |
| — | GENERAL MOTORS CO | 88,470 | $2.235M | 0.0% | $24.39 | — | WARRANTS | 37045V118 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $2.203M | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| — | POLYONE CORP | 57,955 | $2.197M | 0.0% | $36.58 | — | COMMON STOCK | 73179P106 |
| — | SYMANTEC CORP | 85,444 | $2.192M | 0.0% | $22.90 | — | COMMON STOCK | 871503108 |
| — | COACH INC | 57,800 | $2.171M | 0.0% | $44.25 | — | COMMON STOCK | 189754104 |
| APH | AMPHENOL CORP | 40,209 | $2.164M | 0.0% | $10.13 | +13.7% | COMMON STOCK | 032095101 |
| — | WILLIAMS PARTNERS LP | 47,880 | $2.143M | 0.0% | $46.99 | — | COMMON STOCK | 96950F104 |
| EQT | EQT CORP | 28,146 | $2.131M | 0.0% | $45.40 | -4.4% | COMMON STOCK | 26884L109 |
| — | MACQUARIE INFRASTRUCTURE CO | 1,855,000 | $2.117M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| ETR | ENTERGY CORP | 24,125 | $2.11M | 0.0% | $20.57 | +29.6% | COMMON STOCK | 29364G103 |
| — | RPM INTL INC | 1,785,000 | $2.09M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 749685AT0 |
| KLAC | KLA-TENCOR CORP | 29,654 | $2.085M | 0.0% | $41.11 | +26.6% | COMMON STOCK | 482480100 |
| — | CHUBB CORP | 20,104 | $2.08M | 0.0% | $84.65 | — | COMMON STOCK | 171232101 |
| — | COVIDIEN PLC | 20,104 | $2.056M | 0.0% | $62.84 | — | COMMON STOCK | G2554F113 |
| — | PACWEST BANCORP | 44,685 | $2.031M | 0.0% | $41.23 | — | COMMON STOCK | 695263103 |
| RF | REGIONS FINANCIAL CORP | 190,992 | $2.017M | 0.0% | $5.80 | +17.3% | COMMON STOCK | 7591EP100 |
| FLR | FLUOR CORP | 33,172 | $2.011M | 0.0% | $54.20 | +4.4% | COMMON STOCK | 343412102 |
| MHK | MOHAWK INDS INC | 12,932 | $2.009M | 0.0% | $112.71 | +27.5% | COMMON STOCK | 608190104 |
| — | CIT GROUP INC | 41,671 | $1.993M | 0.0% | $47.83 | — | COMMON STOCK | 125581801 |
| PHM | PULTEGROUP INC | 92,480 | $1.985M | 0.0% | $16.54 | +4.7% | COMMON STOCK | 745867101 |
| URI | UNITED RENTALS INC | 19,390 | $1.978M | 0.0% | $98.98 | +4.9% | COMMON STOCK | 911363109 |
| LAB | FLUIDIGM CORP | 58,502 | $1.973M | 0.0% | $28.32 | 0.0% | COMMON STOCK | 34385P108 |
| AVB | AVALONBAY COMMUNITIES INC | 12,063 | $1.971M | 0.0% | $108.21 | 0.0% | COMMON STOCK | 053484101 |
| FE | FIRSTENERGY CORP | 50,261 | $1.96M | 0.0% | $23.88 | -3.4% | COMMON STOCK | 337932107 |
| — | PIONEER NATURAL RESOURCES CO | 13,068 | $1.945M | 0.0% | $188.80 | — | COMMON STOCK | 723787107 |
| CMS | CMS ENERGY CORP | 55,287 | $1.921M | 0.0% | $18.61 | +25.8% | COMMON STOCK | 125896100 |
| ROST | ROSS STORES INC | 20,104 | $1.895M | 0.0% | $28.99 | +30.6% | COMMON STOCK | 778296103 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.89M | 0.0% | $15.16 | +24.9% | COMMON STOCK | 56501R106 |
| — | LABORATORY CORP LYONS | 1,305,000 | $1.888M | 0.0% | $1.34 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| DG | DOLLAR GENERAL | 26,136 | $1.848M | 0.0% | $48.03 | +17.8% | COMMON STOCK | 256677105 |
| PPL | PPL CORP | 50,261 | $1.826M | 0.0% | $16.36 | +21.3% | COMMON STOCK | 69351T106 |
| M | MACYS INC | 27,644 | $1.818M | 0.0% | $46.44 | +30.3% | COMMON STOCK | 55616P104 |
| WYNN | WYNN RESORTS LTD | 12,063 | $1.794M | 0.0% | $106.96 | +36.9% | Call | 983134107 |
| TGT | TARGET CORP | 23,220 | $1.763M | 0.0% | $47.95 | +1.3% | COMMON STOCK | 87612E106 |
| — | WHOLE FOODS MARKET INC | 34,890 | $1.759M | 0.0% | $50.87 | — | COMMON STOCK | 966837106 |
| — | MARATHON OIL CP | 60,313 | $1.706M | 0.0% | $34.58 | — | COMMON STOCK | 565849106 |
| — | PLAINS GP HOLDINGS LP | 65,375 | $1.679M | 0.0% | $27.98 | — | COMMON STOCK | 72651A108 |
| KMX | CARMAX INC | 25,130 | $1.673M | 0.0% | $49.00 | +13.2% | COMMON STOCK | 143130102 |
| — | BARRICK GOLD CORP | 154,000 | $1.665M | 0.0% | $12.87 | — | COMMON STOCK | 067901108 |
| IWP | RUSSELL MIDCAP GROWTH INDEX FD | 17,800 | $1.659M | 0.0% | $93.20 | — | COMMON STOCK | 464287481 |
| — | MICHAEL KORS HOLDINGS LIMITED | 21,682 | $1.628M | 0.0% | $62.02 | — | COMMON STOCK | G60754101 |
| XEL | XCEL ENERGY INC | 45,235 | $1.625M | 0.0% | $19.78 | +19.1% | COMMON STOCK | 98389B100 |
| — | ST JUDE MEDICAL INC | 24,628 | $1.602M | 0.0% | $47.39 | — | COMMON STOCK | 790849103 |
| EW | EDWARDS LIFESCI | 12,565 | $1.601M | 0.0% | $11.84 | +69.7% | COMMON STOCK | 28176E108 |
| NEM | NEWMONT MINING CORP | 84,438 | $1.596M | 0.0% | $25.34 | -38.0% | COMMON STOCK | 651639106 |
| — | APACHE CORP | 24,628 | $1.543M | 0.0% | $83.84 | — | COMMON STOCK | 037411105 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 20,104 | $1.523M | 0.0% | $75.29 | 0.0% | COMMON STOCK | 23918K108 |
| — | GENERAL MOTORS CO | 88,470 | $1.515M | 0.0% | $16.70 | — | WARRANTS | 37045V126 |
| TRIP | TRIPADVISOR INC | 20,104 | $1.501M | 0.0% | $66.36 | +4.6% | COMMON STOCK | 896945201 |
| — | VANTIV INC | 44,135 | $1.497M | 0.0% | $30.23 | — | COMMON STOCK | 92210H105 |
| RHI | ROBERT HALF INTL INC | 25,130 | $1.467M | 0.0% | $36.84 | +47.3% | COMMON STOCK | 770323103 |
| YUM | YUM! BRANDS INC | 20,104 | $1.465M | 0.0% | $38.97 | +8.4% | COMMON STOCK | 988498101 |
| HSY | HERSHEY FOODS CORP | 14,073 | $1.463M | 0.0% | $65.69 | +13.7% | COMMON STOCK | 427866108 |
| ABEV | COMPANHIA DE BEBIDAS | 235,000 | $1.462M | 0.0% | $7.28 | — | COMMON STOCK | 02319V103 |
| CAG | CONAGRA FOODS INC | 40,209 | $1.459M | 0.0% | $16.82 | +11.4% | COMMON STOCK | 205887102 |
| — | DIGITALGLOBE INC | 47,085 | $1.458M | 0.0% | $29.92 | — | COMMON STOCK | 25389M877 |
| AES | AES CORP | 105,548 | $1.453M | 0.0% | $8.89 | +2.2% | COMMON STOCK | 00130H105 |
| WMB | WILLIAMS CO. | 31,596 | $1.42M | 0.0% | $27.17 | 0.0% | COMMON STOCK | 969457100 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 31,664 | $1.413M | 0.0% | $31.80 | +16.8% | COMMON STOCK | 302130109 |
| — | TWITTER INC | 4,120 | $1.401M | 0.0% | — | — | Call | 90184L902 |
| — | RED HAT INC | 20,104 | $1.39M | 0.0% | $56.05 | — | COMMON STOCK | 756577102 |
| FOSL | FOSSIL GROUP INC | 12,063 | $1.336M | 0.0% | $118.94 | -12.2% | COMMON STOCK | 34988V106 |
| — | HESS CORP | 18,094 | $1.336M | 0.0% | $77.33 | — | COMMON STOCK | 42809H107 |
| GAP | GAP INC | 31,162 | $1.312M | 0.0% | $27.03 | -1.3% | COMMON STOCK | 364760108 |
| MAC | MACERICH COMPANY | 15,078 | $1.258M | 0.0% | $58.87 | — | COMMON STOCK | 554382101 |
| GWRE | GUIDEWIRE SOFTWARE | 24,640 | $1.248M | 0.0% | $45.61 | +7.9% | COMMON STOCK | 40171V100 |
| KSS | KOHLS CORP | 20,104 | $1.227M | 0.0% | $49.51 | +16.7% | COMMON STOCK | 500255104 |
| — | NANOSTRING TECHNOLOGIES INC | 87,037 | $1.212M | 0.0% | $13.93 | — | COMMON STOCK | 63009R109 |
| — | FIDELITY NATIONAL FINL INC | 635,000 | $1.2M | 0.0% | $1.31 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| COLB | COLUMBIA BANKING SYSTEM INC | 42,990 | $1.187M | 0.0% | $15.78 | +5.5% | COMMON STOCK | 197236102 |
| — | HERSHA HOSPTLY | 168,530 | $1.185M | 0.0% | $5.61 | — | COMMON STOCK | 427825104 |
| DRI | DARDEN RESTAURANTS INC | 20,104 | $1.179M | 0.0% | $35.12 | 0.0% | COMMON STOCK | 237194105 |
| MPT | MEDICAL PROPERTIES TRUST INC | 82,475 | $1.137M | 0.0% | $12.53 | — | COMMON STOCK | 58463J304 |
| NFLX | NETFLIX INC | 3,267 | $1.116M | 0.0% | $5.37 | 0.0% | COMMON STOCK | 64110L106 |
| — | COLONY FINANCIAL INC | 46,280 | $1.102M | 0.0% | $20.68 | — | COMMON STOCK | 19624R106 |
| NBHC | NATIONAL BANK HOLDINGS CORP | 56,309 | $1.093M | 0.0% | $15.33 | 0.0% | COMMON STOCK | 633707104 |
| — | DISCOVERY COMMUNICATIONS INC | 31,460 | $1.084M | 0.0% | $77.97 | — | COMMON STOCK | 25470F104 |
| — | NORTHEAST UTILITIES | 20,104 | $1.076M | 0.0% | $41.25 | — | COMMON STOCK | 664397106 |
| — | DISCOVERY COMMUNICATIONS | 31,460 | $1.061M | 0.0% | $37.29 | — | COMMON STOCK | 25470F302 |
| — | NORTHSTAR REALTY FINANCE CORP | 57,544 | $1.012M | 0.0% | $17.67 | — | COMMON STOCK | 66704R704 |
| DGX | QUEST DIAGNOSTC | 15,078 | $1.011M | 0.0% | $46.22 | +9.3% | COMMON STOCK | 74834L100 |
| — | ZIONS BANCORP | 240,800 | $973K | 0.0% | $6.53 | — | WARRANTS | 989701115 |
| RRGB | RED ROBIN GOURMET BURGERS INC | 11,820 | $910K | 0.0% | $64.88 | -2.1% | COMMON STOCK | 75689M101 |
| TDC | TERADATA CORP | 20,104 | $878K | 0.0% | $55.04 | -22.2% | COMMON STOCK | 88076W103 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 25,130 | $874K | 0.0% | $38.68 | -18.6% | COMMON STOCK | 01741R102 |
| — | SOTHEBYS HOLDINGS INC | 20,250 | $874K | 0.0% | $44.90 | — | COMMON STOCK | 835898107 |
| — | ENDOLOGIX INC | 56,440 | $863K | 0.0% | $14.99 | — | COMMON STOCK | 29266S106 |
| — | FACEBOOK INC | 1,390 | $858K | 0.0% | — | — | Call | 30303M902 |
| — | SENIOR HOUSING PROP TRUST | 38,000 | $840K | 0.0% | $23.33 | — | COMMON STOCK | 81721M109 |
| AMCX | AMC NETWORKS INC | 12,850 | $819K | 0.0% | $64.62 | -6.6% | COMMON STOCK | 00164V103 |
| ALKS | ALKERMES PLC | 13,940 | $816K | 0.0% | $34.12 | +49.3% | COMMON STOCK | G01767105 |
| — | ENVISION HEALTHCARE HOLDINGS | 23,175 | $804K | 0.0% | $28.93 | — | COMMON STOCK | 29413U103 |
| — | HORSEHEAD HOLDING CORP | 50,510 | $800K | 0.0% | $16.70 | — | COMMON STOCK | 440694305 |
| — | PROOFPOINT | 16,570 | $799K | 0.0% | $37.14 | — | COMMON STOCK | 743424103 |
| — | CORIUM INTERNATIONAL | 129,930 | $793K | 0.0% | $7.77 | — | COMMON STOCK | 21887L107 |
| — | DEAN FOODS CO | 40,875 | $792K | 0.0% | $19.38 | — | COMMON STOCK | 242370203 |
| — | HOMEINNS HOTEL GROUP | 25,885 | $777K | 0.0% | $30.02 | — | COMMON STOCK | 43742E102 |
| — | CORE LABS N.V. | 6,300 | $758K | 0.0% | $146.35 | — | COMMON STOCK | N22717107 |
| — | ROADRUNNER TRANSPORTATION | 32,370 | $756K | 0.0% | $26.48 | — | COMMON STOCK | 76973Q105 |
| — | AIRGAS INC | 6,534 | $753K | 0.0% | $106.00 | — | COMMON STOCK | 009363102 |
| OMC | OMNICOM GROUP INC | 9,470 | $734K | 0.0% | $50.26 | 0.0% | COMMON STOCK | 681919106 |
| — | INTERPUBLIC GROUP OF COS | 35,183 | $731K | 0.0% | $9.16 | +40.6% | COMMON STOCK | 460690100 |
| DKS | DICK'S SPORTING GOODS INC | 14,700 | $730K | 0.0% | $39.12 | -10.2% | COMMON STOCK | 253393102 |
| — | FXCM INC | 43,800 | $726K | 0.0% | $18.59 | — | COMMON STOCK | 302693106 |
| MNRO | MONRO MUFFLER BRAKE INC | 12,425 | $718K | 0.0% | $49.61 | +7.4% | COMMON STOCK | 610236101 |
| INTU | INTUIT | 7,770 | $716K | 0.0% | $75.72 | +7.4% | COMMON STOCK | 461202103 |
| — | AIR METHODS CORP | 16,170 | $712K | 0.0% | $52.58 | — | COMMON STOCK | 009128307 |
| GMED | GLOBUS MEDICAL | 29,900 | $711K | 0.0% | $22.79 | -2.9% | COMMON STOCK | 379577208 |
| HURN | HURON CONSULTING GROUP INC | 10,345 | $707K | 0.0% | $65.15 | +2.6% | COMMON STOCK | 447462102 |
| STAA | STAAR SURGICAL | 77,200 | $703K | 0.0% | $13.85 | -30.1% | COMMON STOCK | 852312305 |
| CYH | COMMUNTY HEALTH SYSTEMS INC | 12,965 | $699K | 0.0% | $34.63 | +23.5% | COMMON STOCK | 203668108 |
| GNW | GENWORTH FINANCIAL INC | 80,417 | $684K | 0.0% | $10.41 | +0.8% | COMMON STOCK | 37247D106 |
| — | LOGMEIN INC | 13,800 | $681K | 0.0% | $49.35 | — | COMMON STOCK | 54142L109 |
| HP | HELMERICH & PAYNE INC | 10,052 | $678K | 0.0% | $61.57 | +26.5% | COMMON STOCK | 423452101 |
| MUR | MURPHY OIL CORP | 13,068 | $660K | 0.0% | $34.50 | -2.3% | COMMON STOCK | 626717102 |
| — | US ECOLOGY INC | 16,420 | $659K | 0.0% | $44.43 | — | COMMON STOCK | 91732J102 |
| MSM | MSC INDUSTRIAL DIRECT CO INC | 8,110 | $659K | 0.0% | $80.23 | +1.5% | COMMON STOCK | 553530106 |
| — | VIRTUSA CORP | 15,600 | $650K | 0.0% | $35.77 | — | COMMON STOCK | 92827P102 |
| EVR | EVERCORE PARTNERS INC | 12,400 | $649K | 0.0% | $44.20 | -11.2% | COMMON STOCK | 29977A105 |
| — | CITY NATIONAL CP | 7,775 | $628K | 0.0% | $77.79 | — | COMMON STOCK | 178566105 |
| — | DRIL-QUIP | 8,140 | $625K | 0.0% | $94.63 | — | COMMON STOCK | 262037104 |
| AOS | SMITH (AO) CORP | 10,950 | $618K | 0.0% | $20.94 | +4.4% | COMMON STOCK | 831865209 |
| — | BELMOND LTD | 49,625 | $614K | 0.0% | $11.69 | — | COMMON STOCK | G1154H107 |
| — | STERIS CORP | 9,410 | $610K | 0.0% | $64.82 | — | COMMON STOCK | 859152100 |
| MIDD | MIDDLEBY CORP | 6,100 | $605K | 0.0% | $91.43 | 0.0% | COMMON STOCK | 596278101 |
| TBI | TRUEBLUE INC | 27,075 | $602K | 0.0% | $23.12 | +2.6% | COMMON STOCK | 89785X101 |
| — | C&J ENERGY SERVICES | 45,125 | $596K | 0.0% | $13.21 | — | COMMON STOCK | 12467B304 |
| PAA | PLAINS ALL AMER | 11,510 | $591K | 0.0% | $52.68 | — | COMMON STOCK | 726503105 |
| — | US SILICA HOLDINGS | 22,705 | $583K | 0.0% | $25.68 | — | COMMON STOCK | 90346E103 |
| MTG | MGIC INVESTMENT CORP | 62,200 | $580K | 0.0% | $8.32 | +5.5% | COMMON STOCK | 552848103 |
| — | CARRIZO OIL&GAS | 13,670 | $569K | 0.0% | $51.53 | — | COMMON STOCK | 144577103 |
| PRGS | PROGRESS SOFTWA | 20,800 | $562K | 0.0% | $25.96 | 0.0% | COMMON STOCK | 743312100 |
| PKG | PACKAGING CORP OF AMERICA | 7,035 | $549K | 0.0% | $36.32 | +41.5% | COMMON STOCK | 695156109 |
| NICE | NICE SYSTEMS LTD | 10,740 | $544K | 0.0% | $50.65 | — | COMMON STOCK | 653656108 |
| — | SCRIPPS NETWORKS INTERACTIVE | 7,145 | $538K | 0.0% | $69.04 | — | COMMON STOCK | 811065101 |
| AWI | ARMSTRONG WORLD INDUSTRIES | 10,500 | $537K | 0.0% | $52.65 | -12.5% | COMMON STOCK | 04247X102 |
| ON | ON SEMICONDUCTOR CORP | 52,025 | $527K | 0.0% | $9.24 | -4.9% | COMMON STOCK | 682189105 |
| SYNA | SYNAPTICS INC | 7,475 | $515K | 0.0% | $66.33 | +0.9% | COMMON STOCK | 87157D109 |
| PSIX | POWER SOLUTIONS INTERNATIONAL | 9,850 | $508K | 0.0% | $59.33 | 0.0% | COMMON STOCK | 73933G202 |
| AMG | AFFILIATED MANAGERS GROUP | 2,387 | $507K | 0.0% | $184.15 | +4.4% | COMMON STOCK | 008252108 |
| — | NEVRO CORPORATION | 13,026 | $504K | 0.0% | $38.69 | — | COMMON STOCK | 64157F103 |
| CALX | CALIX INC | 50,010 | $501K | 0.0% | $9.96 | 0.0% | COMMON STOCK | 13100M509 |
| TER | TERADYNE INC | 25,205 | $499K | 0.0% | $17.16 | +1.9% | COMMON STOCK | 880770102 |
| — | NEWMONT MINING CORP | 475,000 | $484K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 651639AJ5 |
| PLAY | DAVE & BUSTERS ENTERTAINMENT | 17,710 | $483K | 0.0% | $21.81 | 0.0% | COMMON STOCK | 238337109 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 2,900 | $475K | 0.0% | $61.12 | +171.5% | COMMON STOCK | G50871105 |
| — | VERIFONE SYSTEMS INC | 12,730 | $474K | 0.0% | $26.81 | — | COMMON STOCK | 92342Y109 |
| — | PRIVATEBANCORP INC | 14,150 | $473K | 0.0% | $23.09 | — | COMMON STOCK | 742962103 |
| — | IMPERVA INC | 9,470 | $468K | 0.0% | $49.42 | — | COMMON STOCK | 45321L100 |
| THRM | GENTHERM INC | 12,400 | $454K | 0.0% | $39.11 | 0.0% | COMMON STOCK | 37253A103 |
| TBHC | KIRKLAND'S INC | 18,800 | $444K | 0.0% | $17.35 | +6.1% | COMMON STOCK | 497498105 |
| — | ISIS PHARMACEUT | 7,140 | $441K | 0.0% | $35.87 | — | COMMON STOCK | 464330109 |
| — | WABCO HOLDINGS INC | 4,200 | $440K | 0.0% | $84.29 | — | COMMON STOCK | 92927K102 |
| PRAA | PRA GROUP INC | 7,525 | $436K | 0.0% | $59.03 | 0.0% | COMMON STOCK | 69354N106 |
| MSI | MOTOROLA SOLUTIONS INC | 6,428 | $431K | 0.0% | $47.42 | +12.2% | COMMON STOCK | 620076307 |
| INFY | INFOSYS LTD | 13,630 | $429K | 0.0% | $31.47 | — | COMMON STOCK | 456788108 |
| — | INTERNAP CORP | 53,400 | $425K | 0.0% | $7.96 | — | COMMON STOCK | 45885A300 |
| MXL | MAXLINEAR INC | 56,600 | $419K | 0.0% | $9.17 | -22.1% | COMMON STOCK | 57776J100 |
| — | FOUNDATION MEDICINE INC | 18,310 | $407K | 0.0% | $26.75 | — | COMMON STOCK | 350465100 |
| — | GTT COMMUNICATIONS INC | 30,700 | $406K | 0.0% | $13.22 | — | COMMON STOCK | 362393100 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTION | 31,400 | $401K | 0.0% | $17.17 | -25.8% | COMMON STOCK | 01988P108 |
| — | NOBLE CORP PLC | 24,000 | $398K | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| — | INPHI CORP | 21,400 | $395K | 0.0% | $14.36 | — | COMMON STOCK | 45772F107 |
| — | NORCRAFT COMPANIES | 20,400 | $394K | 0.0% | $14.33 | — | COMMON STOCK | 65557Y105 |
| — | SMART & FINAL STORES | 24,800 | $390K | 0.0% | $14.44 | — | COMMON STOCK | 83190B101 |
| — | ARES CAPITAL CORP | 378,000 | $389K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 04010LAD5 |
| — | EQUINIX INC | 1,713 | $388K | 0.0% | $187.42 | — | COMMON STOCK | 29444U502 |
| FANG | DIAMONDBACK ENERGY INC | 6,200 | $371K | 0.0% | $49.19 | 0.0% | COMMON STOCK | 25278X109 |
| IMAX | IMAX CORP | 11,675 | $361K | 0.0% | $26.82 | +9.1% | COMMON STOCK | 45245E109 |
| ALSN | ALLISON TRANSMISSION HOLDINGS | 10,570 | $358K | 0.0% | $25.08 | +5.3% | COMMON STOCK | 01973R101 |
| IBN | ICICI BANK LTD | 30,875 | $357K | 0.0% | $11.56 | — | COMMON STOCK | 45104G104 |
| — | WESCO AIRCRAFT HOLDINGS | 25,500 | $356K | 0.0% | $22.00 | — | Call | 950814103 |
| BAH | BOOZ ALLEN HAMILTON | 12,930 | $343K | 0.0% | $17.55 | +20.7% | COMMON STOCK | 099502106 |
| — | HOMEAWAY INC | 11,530 | $343K | 0.0% | $31.75 | — | COMMON STOCK | 43739Q100 |
| — | SONIC CORP | 11,725 | $319K | 0.0% | $27.21 | — | COMMON STOCK | 835451105 |
| — | KAPSTONE PAPER AND PACKAGING | 10,730 | $314K | 0.0% | $28.82 | — | COMMON STOCK | 48562P103 |
| — | CIMAREX ENERGY CO | 2,690 | $285K | 0.0% | $143.43 | — | COMMON STOCK | 171798101 |
| — | BONANZA CREEK ENERGY INC | 11,755 | $282K | 0.0% | $41.11 | — | COMMON STOCK | 097793103 |
| IUSG | BARCLAY/ISHARES FUNDS | 3,233 | $253K | 0.0% | $78.26 | — | COMMON STOCK | 464287671 |
| JBLU | JETBLUE AIRWAYS CORP | 15,700 | $249K | 0.0% | $12.97 | 0.0% | COMMON STOCK | 477143101 |
| — | LAM RESEARCH CORP | 255 | $245K | 0.0% | — | — | Call | 512807908 |
| — | AMER INTL GRP | 385 | $236K | 0.0% | — | — | Call | 026874904 |
| — | ROPER INDS INC | 120,000 | $236K | 0.0% | $1.57 | — | CONVERTIBLE SECURITY | 776696AA4 |
| — | TAIWAN SEMICONDUCTOR | 4,725 | $236K | 0.0% | — | — | Call | 874039900 |
| — | OASIS PETROLEUM INC | 13,525 | $224K | 0.0% | $40.34 | — | COMMON STOCK | 674215108 |
| IVV | ISHARES S&P 500 INDEX FUND | 990 | $205K | 0.0% | $207.07 | — | COMMON STOCK | 464287200 |
| — | XENOPORT INC | 19,500 | $171K | 0.0% | $5.18 | — | COMMON STOCK | 98411C100 |
| — | CLIFFS NATURAL RESOURCES INC | 13,500 | $96,000 | 0.0% | $16.25 | — | COMMON STOCK | 18683K101 |
| — | SANCHEZ ENERGY | 10,055 | $93,000 | 0.0% | $37.60 | — | COMMON STOCK | 79970Y105 |
| — | LAM RESEARCH CORP | 12,000 | $17,000 | 0.0% | $1.42 | — | CONVERTIBLE SECURITY | 512807AL2 |