Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 13, 2015
Total Value: $15.95B (75.4% shares, 24.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 6,359,438 | $791M | 5.0% | $17.85 | +50.4% | COMMON STOCK | 037833100 |
| — | GOOGLE INC | 472,904 | $262M | 1.6% | $782.74 | — | COMMON STOCK | 38259P508 |
| WFC | WELLS FARGO & COMPANY | 4,261,932 | $232M | 1.5% | $29.39 | +35.6% | COMMON STOCK | 949746101 |
| MSFT | MICROSOFT CORP | 5,657,849 | $230M | 1.4% | $34.75 | +7.2% | COMMON STOCK | 594918104 |
| — | WELLPOINT INC | 110,950,000 | $229M | 1.4% | $2.07 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | ACTAVIS INC | 220,721 | $223M | 1.4% | $1012.00 | — | CONVERTIBLE PREFERRED SECURITY | G0083B116 |
| META | FACEBOOK INC | 2,611,037 | $215M | 1.3% | $31.77 | +144.9% | COMMON STOCK | 30303M102 |
| JPM | JP MORGAN CHASE & CO | 3,461,930 | $210M | 1.3% | $36.97 | +19.8% | COMMON STOCK | 46625H100 |
| HD | HOME DEPOT | 1,800,743 | $205M | 1.3% | $58.26 | +46.5% | COMMON STOCK | 437076102 |
| C | CITIGROUP INC | 3,674,335 | $189M | 1.2% | $36.81 | +3.0% | COMMON STOCK | 172967424 |
| — | SALESFORCE.COM INC | 154,913,000 | $186M | 1.2% | $1.15 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| — | LIBERTY | 127,265,000 | $178M | 1.1% | $1.35 | — | CONVERTIBLE SECURITY | 530610AC8 |
| DIS | DISNEY WALT CO | 1,600,906 | $168M | 1.1% | $71.93 | +27.7% | COMMON STOCK | 254687106 |
| — | CERNER CORP | 2,229,868 | $163M | 1.0% | $72.33 | — | COMMON STOCK | 156782104 |
| MA | MASTERCARD INC | 1,857,424 | $160M | 1.0% | $70.59 | +15.1% | COMMON STOCK | 57636Q104 |
| SBUX | STARBUCKS CORP | 1,673,244 | $158M | 1.0% | $28.55 | +26.5% | COMMON STOCK | 855244109 |
| — | NVIDIA CORP | 132,481,000 | $156M | 1.0% | $1.16 | — | CONVERTIBLE SECURITY | 67066GAC8 |
| — | SANDISK CORP | 154,277,000 | $155M | 1.0% | $1.20 | — | CONVERTIBLE SECURITY | 80004CAF8 |
| — | PRICELINE.COM INC | 113,265,000 | $152M | 1.0% | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| JNJ | JOHNSON & JOHNSON | 1,364,102 | $137M | 0.9% | $59.84 | +25.5% | COMMON STOCK | 478160104 |
| — | UTD TECHS CORP | 2,075,248 | $128M | 0.8% | $59.51 | — | CONVERTIBLE PREFERRED SECURITY | 913017117 |
| SLB | SCHLUMBERGER LTD | 1,468,204 | $123M | 0.8% | $53.02 | +15.7% | COMMON STOCK | 806857108 |
| — | CELGENE CORP | 1,049,729 | $121M | 0.8% | $106.04 | — | COMMON STOCK | 151020104 |
| NKE | NIKE INC | 1,178,555 | $118M | 0.7% | $29.49 | +41.3% | COMMON STOCK | 654106103 |
| KO | COCA-COLA CO | 2,818,352 | $114M | 0.7% | $27.87 | +6.2% | COMMON STOCK | 191216100 |
| XOM | EXXON MOBIL CORP | 1,343,243 | $114M | 0.7% | $56.44 | -1.5% | COMMON STOCK | 30231G102 |
| — | PRICELINE GROUP INC/THE | 95,018 | $111M | 0.7% | $870.51 | — | COMMON STOCK | 741503403 |
| ZBH | ZIMMER HOLDINGS INC | 876,864 | $103M | 0.6% | $88.44 | +18.0% | COMMON STOCK | 98956P102 |
| SYK | STRYKER CORP | 1,104,882 | $102M | 0.6% | $73.75 | +11.2% | COMMON STOCK | 863667101 |
| PFE | PFIZER INC | 2,862,066 | $99.57M | 0.6% | $17.15 | +17.2% | COMMON STOCK | 717081103 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 2,744,455 | $99.05M | 0.6% | $25.47 | +11.2% | COMMON STOCK | 609207105 |
| — | GENERAL ELECTRIC CO | 3,886,664 | $96.43M | 0.6% | $23.24 | — | COMMON STOCK | 369604103 |
| COST | COSTCO WHOLESALE CORP | 634,541 | $96.13M | 0.6% | $91.75 | +31.8% | COMMON STOCK | 22160K105 |
| AMZN | AMAZON.COM INC | 257,576 | $95.84M | 0.6% | $13.32 | +32.0% | COMMON STOCK | 023135106 |
| ETN | EATON CORP PLC | 1,391,695 | $94.55M | 0.6% | $46.84 | +12.2% | COMMON STOCK | G29183103 |
| — | SERVICENOW INC | 76,767,000 | $94.31M | 0.6% | $1.14 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| — | WALGREENS BOOTS ALLIANCE INC | 1,110,260 | $94.02M | 0.6% | $76.20 | — | COMMON STOCK | 931427108 |
| UPS | UNITED PARCEL SERVICE | 962,112 | $93.27M | 0.6% | $65.12 | +6.6% | COMMON STOCK | 911312106 |
| — | TESLA MOTORS INC | 109,098,000 | $92.16M | 0.6% | $0.92 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| CMCSA | COMCAST CORP | 1,608,269 | $90.82M | 0.6% | $19.80 | +13.2% | COMMON STOCK | 20030N101 |
| EOG | EOG RESOURCES INC | 987,189 | $90.52M | 0.6% | $57.66 | +14.8% | COMMON STOCK | 26875P101 |
| EBAY | EBAY INC | 1,564,083 | $90.22M | 0.6% | $20.18 | +5.2% | COMMON STOCK | 278642103 |
| — | ON SEMICONDUCTOR CORP | 69,911,000 | $89.95M | 0.6% | $1.16 | — | CONVERTIBLE SECURITY | 682189AH8 |
| — | INTEL CORP | 56,764,000 | $89.8M | 0.6% | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| BA | BOEING CO | 592,521 | $88.93M | 0.6% | $108.89 | +17.4% | COMMON STOCK | 097023105 |
| BIIB | BIOGEN INC | 209,696 | $88.54M | 0.6% | $274.41 | +43.6% | COMMON STOCK | 09062X103 |
| — | YAHOO! INC | 80,144,000 | $86.79M | 0.5% | $1.12 | — | CONVERTIBLE SECURITY | 984332AF3 |
| LMT | LOCKHEED MARTIN CORP | 418,292 | $84.9M | 0.5% | $147.13 | 0.0% | COMMON STOCK | 539830109 |
| — | GOOGLE INC | 154,861 | $84.86M | 0.5% | $575.28 | — | COMMON STOCK | 38259P706 |
| — | AMER TOWER CORP | 807,986 | $83.55M | 0.5% | $106.41 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| — | CEMEX SA | 73,342,000 | $82.47M | 0.5% | $1.37 | — | CONVERTIBLE SECURITY | 151290BB8 |
| MET | METLIFE INC | 1,601,279 | $80.94M | 0.5% | $32.23 | -3.1% | COMMON STOCK | 59156R108 |
| — | CROWN CASTLE INTL CORP | 755,489 | $79.2M | 0.5% | $102.99 | — | CONVERTIBLE PREFERRED SECURITY | 22822V200 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 1,253,692 | $78.22M | 0.5% | $41.64 | +25.5% | COMMON STOCK | 192446102 |
| DAL | DELTA AIR LINES INC | 1,736,159 | $78.06M | 0.5% | $33.32 | +22.0% | COMMON STOCK | 247361702 |
| AMAT | APPLIED MATERIALS INC | 3,395,950 | $76.61M | 0.5% | $20.52 | +2.0% | COMMON STOCK | 038222105 |
| PG | PROCTER & GAMBLE CO | 933,937 | $76.53M | 0.5% | $61.63 | +3.2% | COMMON STOCK | 742718109 |
| — | NEXTERA ENERGY INC | 1,351,674 | $75.36M | 0.5% | $54.37 | — | CONVERTIBLE PREFERRED SECURITY | 65339F861 |
| CVX | CHEVRONTEXACO CORP | 710,100 | $74.55M | 0.5% | $71.30 | -6.2% | COMMON STOCK | 166764100 |
| — | LINKEDIN CORPORATION | 297,425 | $74.31M | 0.5% | $199.47 | — | COMMON STOCK | 53578A108 |
| — | BLACKSTONE GROUP LP | 1,824,078 | $70.94M | 0.4% | $22.79 | — | COMMON STOCK | 09253U108 |
| AJG | ARTHUR J GALLAGHER & CO | 1,478,764 | $69.13M | 0.4% | $36.75 | +3.9% | COMMON STOCK | 363576109 |
| — | EXELON CORP | 1,412,205 | $68.7M | 0.4% | $50.73 | — | CONVERTIBLE PREFERRED SECURITY | 30161N127 |
| — | JARDEN CORP | 57,165,000 | $67.88M | 0.4% | $1.19 | — | CONVERTIBLE SECURITY | 471109AM0 |
| ACN | ACCENTURE PLC | 721,336 | $67.58M | 0.4% | $63.81 | +16.9% | COMMON STOCK | G1151C101 |
| — | ARES CAPITAL CORP | 64,526,000 | $67.47M | 0.4% | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| AIG | AMER INTL GROUP | 1,229,256 | $67.35M | 0.4% | $35.29 | +16.8% | COMMON STOCK | 026874784 |
| CMI | CUMMINS INC | 480,264 | $66.58M | 0.4% | $109.34 | -4.1% | COMMON STOCK | 231021106 |
| DG | DOLLAR GENERAL | 871,797 | $65.72M | 0.4% | $61.11 | +0.7% | COMMON STOCK | 256677105 |
| — | GILEAD SCIENCE | 15,233,400 | $65.59M | 0.4% | $2.29 | — | CONVERTIBLE SECURITY | 375558AP8 |
| — | LABORATORY CRP OF AMER HLDGS | 509,433 | $64.23M | 0.4% | $117.43 | — | COMMON STOCK | 50540R409 |
| — | ELECTRONIC ARTS INC | 34,545,000 | $64.05M | 0.4% | $1.10 | — | CONVERTIBLE SECURITY | 285512AA7 |
| — | WELLS FARGO & COMPANY | 51,889 | $63.46M | 0.4% | $1214.83 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| MRK | MERCK & CO | 1,098,075 | $63.12M | 0.4% | $30.20 | +33.5% | COMMON STOCK | 58933Y105 |
| UNP | UNION PACIFIC CORP | 579,712 | $62.79M | 0.4% | $63.93 | +43.7% | COMMON STOCK | 907818108 |
| LVS | LAS VEGAS SANDS CORP | 1,136,927 | $62.58M | 0.4% | $40.25 | +1.2% | COMMON STOCK | 517834107 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 1,276,659 | $60.62M | 0.4% | $28.84 | +15.6% | COMMON STOCK | 34964C106 |
| — | CEPHEID INC | 54,322,000 | $60.37M | 0.4% | $1.11 | — | Convertible Bonds | 15670RAC1 |
| PRGO | PERRIGO CO PLC | 364,520 | $60.35M | 0.4% | $149.25 | +6.9% | COMMON STOCK | G97822103 |
| — | TYSON FOODS | 1,231,254 | $59.69M | 0.4% | $50.09 | — | CONVERTIBLE PREFERRED SECURITY | 902494301 |
| — | UNITED TECHNOLOGIES CORP | 499,974 | $58.6M | 0.4% | $96.52 | — | COMMON STOCK | 913017109 |
| — | STANLEY BLACK & DECKER INC | 429,422 | $57.65M | 0.4% | $130.15 | — | CONVERTIBLE PREFERRED SECURITY | 854502309 |
| — | ARES CAPITAL CORP | 55,026,000 | $57.02M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 04010LAB9 |
| — | JARDEN CORP | 39,360,000 | $56.02M | 0.4% | $1.32 | — | CONVERTIBLE SECURITY | 471109AL2 |
| — | SPIRIT AIRLINES INC | 707,881 | $54.76M | 0.3% | $42.53 | — | COMMON STOCK | 848577102 |
| — | DOMINION RESOURCES INC VA | 1,119,821 | $54.2M | 0.3% | $49.90 | — | CONVERTIBLE PREFERRED SECURITY | 25746U869 |
| — | LORILLARD INC | 823,423 | $53.81M | 0.3% | $58.79 | — | COMMON STOCK | 544147101 |
| — | LIBERTY MEDIA CORPORATION | 53,009,000 | $53.16M | 0.3% | $0.99 | — | CONVERTIBLE SECURITY | 531229AB8 |
| TROW | T ROWE PRICE | 649,936 | $52.63M | 0.3% | $47.88 | +14.0% | COMMON STOCK | 74144T108 |
| BIDU | BAIDU INC | 250,405 | $52.18M | 0.3% | $209.18 | — | COMMON STOCK | 056752108 |
| — | TWENTY-FIRST CENTURY FOX INC | 1,541,432 | $52.16M | 0.3% | $34.59 | — | COMMON STOCK | 90130A101 |
| EQIX | EQUINIX INC | 223,623 | $52.07M | 0.3% | $175.23 | 0.0% | COMMON STOCK | 29444U700 |
| STT | STATE STREET CORP | 704,630 | $51.81M | 0.3% | $48.07 | +14.8% | COMMON STOCK | 857477103 |
| — | LAM RESEARCH CORP | 42,625,000 | $51.26M | 0.3% | $1.24 | — | CONVERTIBLE SECURITY | 512807AJ7 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 43,249,000 | $50.25M | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| ILMN | ILLUMINA INC | 267,434 | $49.65M | 0.3% | $93.16 | +102.2% | COMMON STOCK | 452327109 |
| — | CEPHEID INC | 871,969 | $49.62M | 0.3% | $49.20 | — | COMMON STOCK | 15670R107 |
| ROK | ROCKWELL AUTOMTN | 425,020 | $49.3M | 0.3% | $69.05 | +31.4% | COMMON STOCK | 773903109 |
| PEP | PEPSICO INC | 514,674 | $49.21M | 0.3% | $62.15 | +12.1% | COMMON STOCK | 713448108 |
| — | REALOGY HOLDINGS CORP | 1,080,170 | $49.13M | 0.3% | $41.09 | — | COMMON STOCK | 75605Y106 |
| — | LIONS GATE ENTERTAINMENT CORP | 1,448,260 | $49.13M | 0.3% | $29.62 | — | COMMON STOCK | 535919203 |
| — | T-MOBILE US INC | 829,384 | $48.65M | 0.3% | $58.66 | — | CONVERTIBLE PREFERRED SECURITY | 872590203 |
| — | BIOMARIN PHARMACEUTICAL INC | 32,111,000 | $48.61M | 0.3% | $1.07 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| QCOM | QUALCOMM INC | 700,141 | $48.55M | 0.3% | $47.20 | +9.4% | COMMON STOCK | 747525103 |
| ORCL | ORACLE CORP | 1,110,500 | $47.92M | 0.3% | $27.82 | +32.4% | COMMON STOCK | 68389X105 |
| LKQ | LKQ CORP | 1,863,754 | $47.64M | 0.3% | $24.12 | -3.6% | COMMON STOCK | 501889208 |
| — | BANK OF AMERICA CORP | 40,833 | $47.24M | 0.3% | $1159.32 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| DECK | DECKERS OUTDOOR | 631,823 | $46.04M | 0.3% | $10.93 | +17.6% | COMMON STOCK | 243537107 |
| — | PAREXEL INTERNATIONAL CORP | 666,834 | $46.01M | 0.3% | $59.89 | — | COMMON STOCK | 699462107 |
| CRM | SALESFORCE.COM INC | 682,779 | $45.62M | 0.3% | $48.69 | +25.9% | COMMON STOCK | 79466L302 |
| WHR | WHIRLPOOL CORP | 220,762 | $44.61M | 0.3% | $132.30 | +53.5% | Call | 963320106 |
| PVH | PVH CORP | 417,410 | $44.48M | 0.3% | $116.19 | -8.3% | COMMON STOCK | 693656100 |
| — | DEPOMED INC | 33,423,000 | $44.32M | 0.3% | $1.17 | — | CONVERTIBLE SECURITY | 249908AA2 |
| — | WORKDAY INC | 36,789,000 | $44.3M | 0.3% | $1.20 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| — | SEACOR HOLDINGS INC | 41,804,000 | $42.96M | 0.3% | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| — | STANDARD PACIFIC CORP | 34,612,000 | $42.87M | 0.3% | $1.26 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| PM | PHILIP MORRIS INTERNATIONAL | 568,673 | $42.84M | 0.3% | $49.78 | -5.4% | COMMON STOCK | 718172109 |
| T | AT&T INC | 1,287,557 | $42.04M | 0.3% | $11.41 | +3.3% | COMMON STOCK | 00206R102 |
| — | SVB FINANCIAL GROUP | 326,572 | $41.49M | 0.3% | $103.58 | — | COMMON STOCK | 78486Q101 |
| OXY | OCCIDENTAL PETROLEUM CORP | 563,944 | $41.17M | 0.3% | $57.80 | -3.5% | COMMON STOCK | 674599105 |
| — | SANDISK CORP | 30,070,000 | $40.95M | 0.3% | $1.49 | — | CONVERTIBLE SECURITY | 80004CAD3 |
| — | ENVISION HEALTHCARE HOLDINGS | 1,066,572 | $40.9M | 0.3% | $38.15 | — | COMMON STOCK | 29413U103 |
| — | HOLOGIC INC | 27,508,000 | $40.54M | 0.3% | $1.12 | — | CONVERTIBLE SECURITY | 436440AB7 |
| — | SOUTHWESTERN ENERGY CO | 791,995 | $39.91M | 0.3% | $50.39 | — | CONVERTIBLE PREFERRED SECURITY | 845467208 |
| SABR | SABRE CORP | 1,632,177 | $39.66M | 0.2% | $21.41 | 0.0% | COMMON STOCK | 78573M104 |
| — | VERIFONE SYSTEMS INC | 1,133,736 | $39.56M | 0.2% | $34.80 | — | COMMON STOCK | 92342Y109 |
| — | MGM MIRAGE | 34,406,000 | $39.04M | 0.2% | $1.18 | — | CONVERTIBLE SECURITY | 55303QAE0 |
| GILD | GILEAD SCIENCES INC | 396,325 | $38.89M | 0.2% | $36.21 | +94.8% | COMMON STOCK | 375558103 |
| NOC | NORTHROP GRUMMAN CORP | 237,928 | $38.3M | 0.2% | $117.40 | +14.0% | COMMON STOCK | 666807102 |
| — | INVENSENSE | 38,113,000 | $37.48M | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 46123DAB2 |
| BAH | BOOZ ALLEN HAMILTON | 1,291,511 | $37.38M | 0.2% | $23.77 | +0.3% | COMMON STOCK | 099502106 |
| — | RESTORATION HARDWARE HOLDING | 372,621 | $36.96M | 0.2% | $82.08 | — | COMMON STOCK | 761283100 |
| — | ACORDA THERAPEUTICS INC | 35,956,000 | $36.69M | 0.2% | $1.05 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| ACHC | ACADIA HEALTHCARE | 508,174 | $36.38M | 0.2% | $61.84 | +3.7% | COMMON STOCK | 00404A109 |
| — | HEALTH CR | 539,075 | $36.2M | 0.2% | $67.16 | — | CONVERTIBLE PREFERRED SECURITY | 42217K601 |
| TXN | TEXAS INSTRUMENTS INC | 629,467 | $36M | 0.2% | $33.07 | +26.2% | COMMON STOCK | 882508104 |
| — | WABCO HOLDINGS INC | 288,077 | $35.4M | 0.2% | $122.32 | — | COMMON STOCK | 92927K102 |
| — | VERINT SYSTEMS | 30,146,000 | $35.25M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 92343XAA8 |
| — | ANADARKO PETROLEUM | 423,374 | $35.06M | 0.2% | $91.00 | — | COMMON STOCK | 032511107 |
| — | STANLEY BLACK & DECKER INC | 296,150 | $34.72M | 0.2% | $108.81 | — | CONVERTIBLE PREFERRED SECURITY | 854502804 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 421,930 | $34.53M | 0.2% | $69.46 | 0.0% | COMMON STOCK | V7780T103 |
| VZ | VERIZON COMM | 701,926 | $34.13M | 0.2% | $26.71 | +3.4% | COMMON STOCK | 92343V104 |
| BRK/B | BERKSHIRE HTH | 234,478 | $33.84M | 0.2% | $110.89 | +32.7% | COMMON STOCK | 084670702 |
| DHI | D R HORTON INC | 1,182,368 | $33.67M | 0.2% | $20.57 | +12.4% | COMMON STOCK | 23331A109 |
| ALL | ALLSTATE CORP | 472,949 | $33.66M | 0.2% | $37.24 | +49.5% | COMMON STOCK | 020002101 |
| — | MENTOR GRAPHICS | 26,756,000 | $33.55M | 0.2% | $1.22 | — | CONVERTIBLE SECURITY | 587200AK2 |
| — | INTEGRA LIFESCI | 28,347,000 | $32.65M | 0.2% | $1.04 | — | CONVERTIBLE SECURITY | 457985AK5 |
| — | MGIC INVESTMENT CORP | 21,905,000 | $32.24M | 0.2% | $1.41 | — | CONVERTIBLE SECURITY | 552848AE3 |
| LLY | ELI LILLY & CO | 440,714 | $32.02M | 0.2% | $42.39 | +38.3% | COMMON STOCK | 532457108 |
| — | SUNPOWER CORP | 22,835,000 | $32.02M | 0.2% | $1.26 | — | CONVERTIBLE SECURITY | 867652AG4 |
| — | MICRON TECH | 28,549,000 | $31.65M | 0.2% | $1.22 | — | CONVERTIBLE SECURITY | 595112AY9 |
| — | NEXTERA ENERGY INC | 478,408 | $31.3M | 0.2% | $55.89 | — | CONVERTIBLE PREFERRED SECURITY | 65339F887 |
| BP | BP PLC | 800,000 | $31.29M | 0.2% | $41.74 | — | COMMON STOCK | 055622104 |
| — | WHITEWAVE FOODS COMPANY | 701,706 | $31.11M | 0.2% | $23.78 | — | COMMON STOCK | 966244105 |
| — | SHIRE PLC | 129,002 | $30.87M | 0.2% | $239.29 | — | COMMON STOCK | 82481R106 |
| — | WEYERHAEUSER CO | 559,975 | $30.64M | 0.2% | $53.58 | — | CONVERTIBLE PREFERRED SECURITY | 962166872 |
| WEN | WENDY'S CO/THE | 2,784,952 | $30.36M | 0.2% | $10.69 | 0.0% | COMMON STOCK | 95058W100 |
| — | ULTIMATE SOFTWARE GROUP INC | 177,950 | $30.24M | 0.2% | $165.62 | — | COMMON STOCK | 90385D107 |
| — | STARWOOD PROPERTY TRUST INC | 27,298,000 | $30.18M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| — | B/E AEROSPACE INC | 472,751 | $30.08M | 0.2% | $71.68 | — | COMMON STOCK | 073302101 |
| — | DOW CHEMICAL CO | 626,512 | $30.06M | 0.2% | $32.86 | — | COMMON STOCK | 260543103 |
| — | PRICELINE.COM INC | 25,790,000 | $29.46M | 0.2% | $1.16 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | RTI INTL METALS | 25,231,000 | $29.04M | 0.2% | $0.94 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| PODD | INSULET CORP | 866,265 | $28.89M | 0.2% | $31.18 | +8.3% | COMMON STOCK | 45784P101 |
| — | GENESEE & WYOMING INC | 223,347 | $28.52M | 0.2% | $119.83 | — | CONVERTIBLE PREFERRED SECURITY | 371559204 |
| — | OCH-ZIFF CAPITAL MANAGEMENT | 2,252,983 | $28.48M | 0.2% | $12.05 | — | COMMON STOCK | 67551U105 |
| AXP | AMER EXPRESS CO. | 364,499 | $28.48M | 0.2% | $59.68 | +19.0% | COMMON STOCK | 025816109 |
| EVR | EVERCORE PARTNERS INC | 537,764 | $27.78M | 0.2% | $40.15 | -0.2% | COMMON STOCK | 29977A105 |
| — | MEDIDATA SOLUTIONS INC | 24,477,000 | $27.7M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| BAC | BANK OF AMER CP | 1,791,792 | $27.58M | 0.2% | $10.68 | +19.4% | COMMON STOCK | 060505104 |
| — | SPIRIT REALTY CAPITAL INC | 27,244,000 | $27.18M | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| — | AIR LEASE | 18,689,000 | $27.05M | 0.2% | $1.29 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | FIREEYE | 662,163 | $25.99M | 0.2% | $39.25 | — | COMMON STOCK | 31816Q101 |
| — | AMSURG CORP | 202,850 | $25.25M | 0.2% | $124.49 | — | CONVERTIBLE PREFERRED SECURITY | 03232P504 |
| V | VISA INC | 379,024 | $24.79M | 0.2% | $57.01 | +7.5% | COMMON STOCK | 92826C839 |
| BLMN | BLOOMIN' BRANDS | 1,013,196 | $24.65M | 0.2% | $19.18 | 0.0% | COMMON STOCK | 094235108 |
| PII | POLARIS INDUSTRIES INC | 173,988 | $24.55M | 0.2% | $93.50 | +57.6% | COMMON STOCK | 731068102 |
| — | MOLINA HEALTHCARE INC | 18,592,000 | $24.08M | 0.2% | $1.07 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | EMERGENT BIOSOLUTIONS INC | 20,516,000 | $23.88M | 0.1% | $1.16 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| — | TAKE-TWO INTER | 17,935,000 | $23.59M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 874054AD1 |
| MDT | MEDTRONIC PLC | 301,958 | $23.55M | 0.1% | $58.10 | 0.0% | COMMON STOCK | G5960L103 |
| — | MICRON TECHNOLOGY | 9,475,000 | $23.55M | 0.1% | $3.21 | — | CONVERTIBLE SECURITY | 595112AV5 |
| — | VIPSHOP HOLDINGS LTD | 15,000,000 | $23.25M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| MCD | MCDONALD'S CORP | 234,774 | $22.88M | 0.1% | $71.80 | +0.5% | COMMON STOCK | 580135101 |
| — | HOLOGIC INC | 18,011,000 | $22.31M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 436440AC5 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 408,857 | $22.08M | 0.1% | $39.46 | +21.1% | COMMON STOCK | G66721104 |
| — | TOLL BROTHERS FINANCE CORP. | 20,668,000 | $21.85M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | JARDEN CORP | 12,718,000 | $21.8M | 0.1% | $1.42 | — | CONVERTIBLE SECURITY | 471109AH1 |
| — | FINISAR CORP | 20,657,000 | $21.14M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| INTC | INTEL CORP | 672,975 | $21.04M | 0.1% | $18.76 | +38.6% | COMMON STOCK | 458140100 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $20.7M | 0.1% | $1.24 | — | CONVERTIBLE SECURITY | 00163UAA4 |
| — | BROADCOM CORP | 473,841 | $20.52M | 0.1% | $39.91 | — | COMMON STOCK | 111320107 |
| WMT | WAL-MART STORES INC | 247,468 | $20.35M | 0.1% | $20.18 | +14.1% | COMMON STOCK | 931142103 |
| PANW | PALO ALTO NETWORKS | 139,101 | $20.32M | 0.1% | $8.05 | +177.9% | COMMON STOCK | 697435105 |
| — | MOLINA HEALTHCARE INC | 11,919,000 | $20.11M | 0.1% | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | BERRY PLASTICS HOLDING CORP | 555,650 | $20.11M | 0.1% | $31.94 | — | COMMON STOCK | 08579W103 |
| F | FORD MOTOR CO | 1,197,963 | $19.34M | 0.1% | $7.78 | +13.5% | COMMON STOCK | 345370860 |
| — | MELLANOX TECHNOLOGIES LTD | 425,771 | $19.3M | 0.1% | $44.61 | — | COMMON STOCK | M51363113 |
| — | RYLAND GRP INC | 12,000,000 | $19.01M | 0.1% | $1.37 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | INVENSENSE | 1,246,372 | $18.96M | 0.1% | $19.20 | — | COMMON STOCK | 46123D205 |
| HON | HONEYWELL INTL | 177,088 | $18.47M | 0.1% | $57.66 | +26.6% | COMMON STOCK | 438516106 |
| A | AGILENT TECHNOLOGIES INC | 441,631 | $18.35M | 0.1% | $34.12 | +8.5% | COMMON STOCK | 00846U101 |
| — | CEMEX SA | 15,000,000 | $17.73M | 0.1% | $1.49 | — | CONVERTIBLE SECURITY | 151290BC6 |
| IBM | INT'L BUSINESS MACHINES CORP | 107,507 | $17.25M | 0.1% | $114.96 | -16.1% | COMMON STOCK | 459200101 |
| — | SUNEDISON INC | 10,000,000 | $17.18M | 0.1% | $1.72 | — | CONVERTIBLE SECURITY | 86732YAC3 |
| CVS | CVS HEALTH CORP | 165,508 | $17.08M | 0.1% | $45.22 | +64.3% | COMMON STOCK | 126650100 |
| I 5.75 05/01/16 A | INTELSAT | 485,000 | $16.88M | 0.1% | $55.36 | — | CONVERTIBLE PREFERRED SECURITY | L5140P119 |
| — | INSULET CORP | 16,683,000 | $16.83M | 0.1% | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| NOK | NOKIA CP | 2,200,000 | $16.68M | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| — | CBS CORP | 268,211 | $16.26M | 0.1% | $56.37 | — | COMMON STOCK | 124857202 |
| — | IAC INTERACTIVECORP | 237,991 | $16.06M | 0.1% | $62.00 | — | COMMON STOCK | 44919P508 |
| — | WRIGHT MED GRP INC | 619,294 | $15.98M | 0.1% | $25.80 | — | COMMON STOCK | 98235T107 |
| — | CHESAPEAKE ENERGY | 17,270,000 | $15.69M | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 165167CB1 |
| — | CTRIP.COM INTL LTD | 15,000,000 | $15.67M | 0.1% | $0.97 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| — | INFINERA CORP | 9,500,000 | $15.66M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| CSCO | CISCO SYSTEMS INC | 564,744 | $15.54M | 0.1% | $15.76 | +27.5% | COMMON STOCK | 17275R102 |
| — | JDS UNIPHASE CORP | 15,000,000 | $15.51M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| — | GREENBRIER COMPANIES INC | 10,195,000 | $15.49M | 0.1% | $1.45 | — | CONVERTIBLE SECURITY | 393657AH4 |
| AR | ANTERO RESOURCES | 436,376 | $15.41M | 0.1% | $55.69 | -32.6% | COMMON STOCK | 03674X106 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 268,500 | $15.33M | 0.1% | $47.03 | +9.0% | COMMON STOCK | 33616C100 |
| — | ACTAVIS PLC | 51,150 | $15.22M | 0.1% | $230.08 | — | COMMON STOCK | G0083B108 |
| AMGN | AMGEN INC | 93,163 | $14.89M | 0.1% | $76.66 | +50.1% | COMMON STOCK | 031162100 |
| — | MEDICINES CO | 12,500,000 | $14.84M | 0.1% | $1.51 | — | CONVERTIBLE SECURITY | 584688AC9 |
| — | TEVA PHARMACEUTICAL IND LTD | 9,902,000 | $14.7M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| LOW | LOWE'S COMPANIES | 195,027 | $14.51M | 0.1% | $33.77 | +74.5% | COMMON STOCK | 548661107 |
| TJX | TJX COMPANIES INC | 205,000 | $14.36M | 0.1% | $20.82 | +40.7% | COMMON STOCK | 872540109 |
| SCHW | SCHWAB (CHARLES) CORP | 470,817 | $14.33M | 0.1% | $24.50 | +3.7% | COMMON STOCK | 808513105 |
| ABBV | ABBVIE | 242,082 | $14.17M | 0.1% | $27.68 | +40.4% | COMMON STOCK | 00287Y109 |
| — | INTERDGTL COMMS | 13,000,000 | $14.07M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 458660AB3 |
| MAN | MANPOWERGROUP INC | 163,085 | $14.05M | 0.1% | $72.30 | +5.3% | COMMON STOCK | 56418H100 |
| MO | ALTRIA GROUP INC | 278,510 | $13.93M | 0.1% | $16.49 | +58.8% | COMMON STOCK | 02209S103 |
| MAS | MASCO CORP | 520,406 | $13.89M | 0.1% | $14.91 | +29.6% | COMMON STOCK | 574599106 |
| — | LA QUINTA HOLDINGS INC | 585,206 | $13.86M | 0.1% | $22.34 | — | COMMON STOCK | 50420D108 |
| — | SHUTTERFLY INC | 14,000,000 | $13.85M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| — | YANDEX NV | 16,601,000 | $13.7M | 0.1% | $0.83 | — | CONVERTIBLE SECURITY | 98474TAB3 |
| CCL | CARNIVAL CORP | 284,497 | $13.61M | 0.1% | $29.96 | +28.6% | COMMON STOCK | 143658300 |
| — | VERINT SYSTEMS | 214,065 | $13.26M | 0.1% | $60.40 | — | COMMON STOCK | 92343X100 |
| — | BROOKDALE SENIOR LIVING INC | 9,500,000 | $13.25M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 112463AA2 |
| RMD | RESMED INC | 181,490 | $13.03M | 0.1% | $56.74 | 0.0% | COMMON STOCK | 761152107 |
| — | VITAMIN SHOPPE INC | 311,822 | $12.84M | 0.1% | $45.47 | — | COMMON STOCK | 92849E101 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 9,000,000 | $12.67M | 0.1% | $1.10 | — | CONVERTIBLE SECURITY | 874054AC3 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,502,000 | $12.55M | 0.1% | $1.33 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| — | MERITAGE CORP | 11,635,000 | $12.51M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| REGN | REGENERON PHARMACEUTICALS INC | 26,923 | $12.15M | 0.1% | $240.53 | +75.2% | COMMON STOCK | 75886F107 |
| — | PROOFPOINT | 7,500,000 | $12.01M | 0.1% | $1.39 | — | CONVERTIBLE SECURITY | 743424AB9 |
| — | EMULEX CORP | 11,900,000 | $12.01M | 0.1% | $0.90 | — | CONVERTIBLE SECURITY | 292475AF7 |
| — | NOVELLUS SYSTEMS INC | 5,855,000 | $11.99M | 0.1% | $2.02 | — | CONVERTIBLE SECURITY | 670008AD3 |
| — | CORNERSTONE ONDEMAND INC | 12,280,000 | $11.96M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| USB | US BANCORP | 272,888 | $11.92M | 0.1% | $22.47 | +32.6% | COMMON STOCK | 902973304 |
| — | L-3 COMMUNICATIONS HOLDINGS | 94,320 | $11.87M | 0.1% | $125.80 | — | COMMON STOCK | 502424104 |
| UNH | UNITEDHEALTH GROUP INC | 99,932 | $11.82M | 0.1% | $55.04 | +69.3% | COMMON STOCK | 91324P102 |
| NAVI | NAVIENT CORP | 561,969 | $11.43M | 0.1% | $17.49 | +17.5% | COMMON STOCK | 63938C108 |
| DUK | DUKE ENERGY CORP | 147,353 | $11.31M | 0.1% | $42.30 | +22.4% | COMMON STOCK | 26441C204 |
| GWRE | GUIDEWIRE SOFTWARE | 210,878 | $11.09M | 0.1% | $51.07 | +1.4% | COMMON STOCK | 40171V100 |
| COP | CONOCOPHILLIPS | 176,976 | $11.02M | 0.1% | $42.98 | +6.0% | COMMON STOCK | 20825C104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 81,270 | $10.92M | 0.1% | $84.80 | +47.1% | COMMON STOCK | 883556102 |
| BK | BANK OF NEW YORK MELLON CORP | 268,652 | $10.81M | 0.1% | $21.85 | +36.1% | COMMON STOCK | 064058100 |
| — | DISCOVER FINANCIAL SERVICES | 191,796 | $10.81M | 0.1% | $47.64 | — | COMMON STOCK | 254709108 |
| — | MONSANTO CO | 94,245 | $10.61M | 0.1% | $104.45 | — | COMMON STOCK | 61166W101 |
| BMY | BRISTOL MYERS SQUIBB | 163,878 | $10.57M | 0.1% | $29.83 | +45.7% | COMMON STOCK | 110122108 |
| — | SPECTRANETICS | 8,000,000 | $10.35M | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| BC | BRUNSWICK CORPORATION | 199,804 | $10.28M | 0.1% | $35.89 | +23.4% | COMMON STOCK | 117043109 |
| — | XILINX INC | 6,907,000 | $10.21M | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 983919AF8 |
| — | VANTIV INC | 268,276 | $10.11M | 0.1% | $36.47 | — | COMMON STOCK | 92210H105 |
| GS | GOLDMAN SACHS | 53,789 | $10.11M | 0.1% | $120.38 | +24.4% | COMMON STOCK | 38141G104 |
| PKG | PACKAGING CORP OF AMERICA | 128,597 | $10.05M | 0.1% | $56.08 | +2.0% | COMMON STOCK | 695156109 |
| — | NUVASIVE INC | 8,000,000 | $10.01M | 0.1% | $1.18 | — | CONVERTIBLE SECURITY | 670704AC9 |
| — | SPECTRANETICS CP | 287,610 | $9.997M | 0.1% | $29.67 | — | COMMON STOCK | 84760C107 |
| — | NEWPARK RESOURCES | 8,902,000 | $9.976M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 651718AC2 |
| GD | GENERAL DYNAMICS CORP | 73,456 | $9.97M | 0.1% | $64.49 | +68.0% | COMMON STOCK | 369550108 |
| — | OLD REPUBLIC INTL CORP | 8,394,000 | $9.947M | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| NEE | NEXTERA ENERGY INC | 91,823 | $9.554M | 0.1% | $15.23 | +30.4% | COMMON STOCK | 65339F101 |
| — | SUNPOWER CORP | 303,850 | $9.514M | 0.1% | $31.31 | — | COMMON STOCK | 867652406 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 8,788,000 | $9.482M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 73640QAB1 |
| ELV | ANTHEM INC | 61,033 | $9.424M | 0.1% | $110.38 | +10.6% | COMMON STOCK | 036752103 |
| — | EXPRESS SCRIPTS HOLDING CO | 108,359 | $9.402M | 0.1% | $67.10 | — | COMMON STOCK | 30219G108 |
| — | STERIS CORP | 133,435 | $9.376M | 0.1% | $69.88 | — | COMMON STOCK | 859152100 |
| MMM | 3M CO | 55,219 | $9.108M | 0.1% | $62.67 | +54.6% | COMMON STOCK | 88579Y101 |
| — | INCYTE GENOMICS | 4,993,000 | $9.096M | 0.1% | $1.73 | — | CONVERTIBLE SECURITY | 45337CAM4 |
| — | SINA CORP | 10,000,000 | $9.083M | 0.1% | $0.92 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| — | NAVISTAR INTL | 10,000,000 | $8.915M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 63934EAQ1 |
| — | ILLUMINA INC | 4,005,900 | $8.88M | 0.1% | $2.16 | — | CONVERTIBLE SECURITY | 452327AD1 |
| — | SOTHEBYS HOLDINGS INC | 208,050 | $8.792M | 0.1% | $42.52 | — | COMMON STOCK | 835898107 |
| CYH | COMMUNTY HEALTH SYSTEMS INC | 167,465 | $8.755M | 0.1% | $40.88 | +1.3% | COMMON STOCK | 203668108 |
| — | CARDTRONICS INC | 8,800,000 | $8.717M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| SPG | SIMON PROPERTY GROUP INC | 44,457 | $8.698M | 0.1% | $86.99 | +30.1% | COMMON STOCK | 828806109 |
| RIO | RIO TINTO PLC | 210,000 | $8.694M | 0.1% | $41.08 | — | COMMON STOCK | 767204100 |
| — | CARRIZO OIL&GAS | 174,195 | $8.649M | 0.1% | $49.80 | — | COMMON STOCK | 144577103 |
| — | DANAHER CORP | 3,501,000 | $8.63M | 0.1% | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | BOTTOMLINE TECH | 7,750,000 | $8.568M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| — | RAMBUS INC | 7,000,000 | $8.523M | 0.1% | $1.23 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | DIGITALGLOBE INC | 249,785 | $8.51M | 0.1% | $33.29 | — | COMMON STOCK | 25389M877 |
| — | AMSURG CORP | 136,975 | $8.427M | 0.1% | $61.52 | — | COMMON STOCK | 03232P405 |
| GM | GENERAL MOTORS CO | 223,758 | $8.391M | 0.1% | $25.09 | +12.2% | COMMON STOCK | 37045V100 |
| — | HELIX ENERGY SOLUTIONS GROUP | 8,362,000 | $8.35M | 0.1% | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| — | EMC CORP-MASS | 325,757 | $8.326M | 0.1% | $24.37 | — | COMMON STOCK | 268648102 |
| SO | SOUTHN COMPANY | 187,867 | $8.319M | 0.1% | $26.34 | +13.7% | COMMON STOCK | 842587107 |
| — | DIRECTV | 97,564 | $8.303M | 0.1% | $61.62 | — | COMMON STOCK | 25490A309 |
| — | HEWLETT-PACKARD CO. | 265,414 | $8.27M | 0.1% | $32.73 | — | COMMON STOCK | 428236103 |
| — | TIME WARNER INC | 97,448 | $8.229M | 0.1% | $62.85 | — | COMMON STOCK | 887317303 |
| — | HEALTHWAYS, INC | 7,000,000 | $8.183M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 422245AB6 |
| — | STONE ENERGY CP | 9,010,000 | $8.164M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 861642AN6 |
| — | ARRIS GROUP INC | 279,325 | $8.071M | 0.1% | $28.89 | — | COMMON STOCK | 04270V106 |
| ABT | ABBOTT LABORATORIES | 173,704 | $8.048M | 0.1% | $29.74 | +25.8% | COMMON STOCK | 002824100 |
| — | BARD (C.R.) INC | 48,030 | $8.038M | 0.1% | $166.68 | — | COMMON STOCK | 067383109 |
| — | BROADSOFT INC | 7,500,000 | $8.024M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 11133BAB8 |
| PRU | PRUDENTIAL FINANCIAL INC | 99,526 | $7.993M | 0.1% | $44.30 | +13.9% | COMMON STOCK | 744320102 |
| PWR | QUANTA SERVICES INC | 278,100 | $7.934M | 0.0% | $28.74 | -4.3% | COMMON STOCK | 74762E102 |
| PSX | PHILLIPS 66 | 100,113 | $7.869M | 0.0% | $44.43 | +10.9% | COMMON STOCK | 718546104 |
| — | POLYONE CORP | 207,000 | $7.731M | 0.0% | $37.13 | — | COMMON STOCK | 73179P106 |
| — | DUPONT DE NEMOUR & CO | 106,214 | $7.591M | 0.0% | $53.43 | — | COMMON STOCK | 263534109 |
| — | TESLA MOTORS INC | 8,608,000 | $7.561M | 0.0% | $0.92 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| KMI | KINDER MORGAN INC | 173,083 | $7.28M | 0.0% | $21.75 | +9.8% | COMMON STOCK | 49456B101 |
| — | CANADIAN SOLAR INC | 7,000,000 | $7.246M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 136635AE9 |
| VEEV | VEEVA SYSTEMS | 281,350 | $7.183M | 0.0% | $28.18 | 0.0% | COMMON STOCK | 922475108 |
| THRM | GENTHERM INC | 141,835 | $7.164M | 0.0% | $42.06 | +0.7% | COMMON STOCK | 37253A103 |
| FANG | DIAMONDBACK ENERGY INC | 93,200 | $7.161M | 0.0% | $53.36 | +0.6% | COMMON STOCK | 25278X109 |
| — | ICONIX BRAND GROUP INC | 6,000,000 | $7.16M | 0.0% | $1.28 | — | CONVERTIBLE SECURITY | 451055AF4 |
| AMCX | AMC NETWORKS INC | 92,150 | $7.062M | 0.0% | $68.46 | +0.9% | COMMON STOCK | 00164V103 |
| — | MYLAN LABORATORIES INC | 10,861 | $7.046M | 0.0% | — | — | Call | 628530907 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $6.975M | 0.0% | $1.55 | — | CONVERTIBLE SECURITY | 292554AD4 |
| VLO | VALERO ENERGY | 109,580 | $6.971M | 0.0% | $29.31 | +24.7% | COMMON STOCK | 91913Y100 |
| — | CIGNA CORP | 53,345 | $6.905M | 0.0% | $91.34 | — | COMMON STOCK | 125509109 |
| — | WALTER INVESTMENT MANAGEMENT | 8,735,000 | $6.9M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 93317WAA0 |
| PRAA | PRA GROUP INC | 125,625 | $6.824M | 0.0% | $53.75 | -0.6% | COMMON STOCK | 69354N106 |
| BAP | CREDICORP LTD | 48,025 | $6.754M | 0.0% | $106.05 | +5.4% | COMMON STOCK | G2519Y108 |
| — | AETNA INC | 62,344 | $6.642M | 0.0% | $88.17 | — | COMMON STOCK | 00817Y108 |
| — | HORNBECK OFFSHORE SERVICES INC | 8,284,000 | $6.64M | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 440543AN6 |
| — | ENERGY XXI BERMUDA | 22,500,000 | $6.632M | 0.0% | $0.30 | — | CONVERTIBLE SECURITY | 29274UAB7 |
| — | PRECISION CASTPARTS CORP | 31,381 | $6.59M | 0.0% | $238.16 | — | COMMON STOCK | 740189105 |
| FDX | FEDEX CORP | 39,315 | $6.505M | 0.0% | $86.85 | +70.2% | COMMON STOCK | 31428X106 |
| — | INCYTE GENOMICS | 3,500,000 | $6.478M | 0.0% | $1.54 | — | CONVERTIBLE SECURITY | 45337CAN2 |
| DE | DEERE & CO | 73,225 | $6.421M | 0.0% | $69.55 | +5.0% | COMMON STOCK | 244199105 |
| — | NETSUITE INC | 6,097,000 | $6.361M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 64118QAB3 |
| — | DEV DIVERFD RLT | 5,000,000 | $6.314M | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 251591AX1 |
| — | MICRON TECHNOLOGY | 2,480,000 | $6.216M | 0.0% | $2.41 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | ROADRUNNER TRANSPORTATION | 242,270 | $6.122M | 0.0% | $25.43 | — | COMMON STOCK | 76973Q105 |
| COF | CAPITAL ONE FINANCIAL CORP | 75,906 | $5.983M | 0.0% | $50.40 | +28.0% | COMMON STOCK | 14040H105 |
| — | MYLAN NV | 100,546 | $5.967M | 0.0% | $59.35 | — | COMMON STOCK | N59465109 |
| — | DEALERTRACK HOLDINGS INC | 5,000,000 | $5.942M | 0.0% | $1.30 | — | CONVERTIBLE SECURITY | 242309AB8 |
| PNC | PNC FINANCIAL SERVICES GROUP | 62,884 | $5.863M | 0.0% | $55.08 | +16.7% | COMMON STOCK | 693475105 |
| — | PHOTRONICS INC | 5,500,000 | $5.843M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 719405AH5 |
| — | AIR METHODS CORP | 125,170 | $5.832M | 0.0% | $47.37 | — | COMMON STOCK | 009128307 |
| LUV | SOUTHWEST AIRLINES | 130,404 | $5.777M | 0.0% | $35.50 | +8.7% | COMMON STOCK | 844741108 |
| DHR | DANAHER CORP | 67,845 | $5.76M | 0.0% | $33.00 | +5.6% | COMMON STOCK | 235851102 |
| CAT | CATERPILLAR INC | 71,182 | $5.697M | 0.0% | $62.76 | +0.6% | COMMON STOCK | 149123101 |
| — | FORESTAR GROUP INC | 6,000,000 | $5.676M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| MS | MORGAN STANLEY | 158,405 | $5.653M | 0.0% | $19.65 | +35.8% | COMMON STOCK | 617446448 |
| KR | KROGER CO | 73,723 | $5.652M | 0.0% | $14.76 | +95.8% | COMMON STOCK | 501044101 |
| ADM | ARCHER DANIELS MIDLAND | 119,188 | $5.65M | 0.0% | $23.96 | +44.4% | COMMON STOCK | 039483102 |
| — | ENVESTNET INC | 5,000,000 | $5.599M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| ITUB | ITAU UNIBANCO HOLDING SA | 497,920 | $5.507M | 0.0% | $13.48 | — | COMMON STOCK | 465562106 |
| — | KRAFT FOODS GROUP INC | 63,199 | $5.506M | 0.0% | $55.08 | — | COMMON STOCK | 50076Q106 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $5.466M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| DVN | DEVON ENERGY CORPORATION | 90,252 | $5.443M | 0.0% | $37.80 | +10.0% | COMMON STOCK | 25179M103 |
| — | QUIDEL CORP | 5,000,000 | $5.437M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| — | YAHOO! INC | 122,218 | $5.431M | 0.0% | $44.44 | — | COMMON STOCK | 984332106 |
| — | CAMERON INTL CORP | 119,726 | $5.402M | 0.0% | $61.22 | — | COMMON STOCK | 13342B105 |
| — | MYLAN LABORATORIES | 1,203,000 | $5.354M | 0.0% | $4.45 | — | CONVERTIBLE SECURITY | 628530AJ6 |
| — | INTEL CORP | 4,271,000 | $5.323M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 458140AD2 |
| — | FORTRESS INVESTMENT GROUP | 657,682 | $5.307M | 0.0% | $8.02 | — | COMMON STOCK | 34958B106 |
| HTH | HILLTOP HOLDINGS INC | 272,549 | $5.298M | 0.0% | $20.08 | -5.3% | COMMON STOCK | 432748101 |
| MPC | MARATHON PETROLEUM | 51,497 | $5.273M | 0.0% | $29.22 | +17.7% | COMMON STOCK | 56585A102 |
| CL | COLGATE-PALMOLIVE CO | 75,838 | $5.259M | 0.0% | $44.87 | +19.6% | COMMON STOCK | 194162103 |
| HURN | HURON CONSULTING GROUP INC | 79,455 | $5.256M | 0.0% | $69.52 | +0.9% | COMMON STOCK | 447462102 |
| — | STARWOOD PROPERTY TRUST INC | 5,000,000 | $5.226M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| — | BLACKROCK INC | 14,199 | $5.195M | 0.0% | $271.12 | — | COMMON STOCK | 09247X101 |
| FISV | FISERV INC | 64,975 | $5.159M | 0.0% | $28.68 | +33.0% | COMMON STOCK | 337738108 |
| NSC | NORFOLK SOTHN CORP | 49,083 | $5.052M | 0.0% | $62.40 | +34.9% | COMMON STOCK | 655844108 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 5,000,000 | $4.913M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| — | KEURIG GREEN MOUNTAIN INC | 43,835 | $4.898M | 0.0% | $111.74 | — | COMMON STOCK | 49271M100 |
| — | ICONIX BRAND GROUP INC | 4,200,000 | $4.88M | 0.0% | $1.19 | — | CONVERTIBLE SECURITY | 451055AE7 |
| — | KB HOME | 5,000,000 | $4.799M | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 48666KAS8 |
| LYB | LYONDELLBASELL INDUSTRIES | 54,214 | $4.76M | 0.0% | $38.03 | +22.8% | COMMON STOCK | N53745100 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $4.752M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 292554AH5 |
| WT | WISDOMTREE INVESTMENTS INC | 219,360 | $4.707M | 0.0% | $13.65 | +36.8% | COMMON STOCK | 97717P104 |
| — | NEW YORK CMTY TRUST V | 92,520 | $4.695M | 0.0% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| NOW | SERVICENOW INC | 59,075 | $4.654M | 0.0% | $9.96 | +47.9% | COMMON STOCK | 81762P102 |
| ALV | AUTOLIV INC | 39,489 | $4.65M | 0.0% | $56.23 | +9.7% | COMMON STOCK | 052800109 |
| EAT | BRINKER INTL | 74,665 | $4.596M | 0.0% | $50.78 | 0.0% | COMMON STOCK | 109641100 |
| — | TWITTER INC | 4,120 | $4.584M | 0.0% | — | — | Call | 90184L902 |
| — | PRAXAIR INC | 37,920 | $4.578M | 0.0% | $121.11 | — | COMMON STOCK | 74005P104 |
| — | UNITED STATES STEEL CORP | 3,750,000 | $4.568M | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 912909AH1 |
| — | DELPHI AUTOMOTIVE PLC | 57,096 | $4.553M | 0.0% | $51.87 | — | COMMON STOCK | G27823106 |
| — | LENNAR CORP | 8,431 | $4.492M | 0.0% | — | — | Call | 526057904 |
| BAX | BAXTER INTL INC | 64,975 | $4.451M | 0.0% | $30.58 | +3.5% | COMMON STOCK | 071813109 |
| — | HOLLYSYS AUTOMATION TECH | 223,840 | $4.448M | 0.0% | $19.16 | — | COMMON STOCK | G45667105 |
| LNC | LINCOLN NATIONAL CORP | 76,944 | $4.421M | 0.0% | $23.99 | +57.1% | COMMON STOCK | 534187109 |
| — | RTI INTL METALS | 4,000,000 | $4.388M | 0.0% | $1.09 | — | CONVERTIBLE SECURITY | 74973WAA5 |
| — | AMTRUST FIN SVCS | 4,821,000 | $4.381M | 0.0% | $0.91 | — | CONVERTIBLE SECURITY | 032359AG6 |
| D | DOMINION RESOURCES INC VA | 61,571 | $4.364M | 0.0% | $37.52 | +24.2% | COMMON STOCK | 25746U109 |
| — | SEACOR HOLDINGS INC | 5,000,000 | $4.339M | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| APD | AIR PRODUCTS & CHEMICALS INC | 28,162 | $4.26M | 0.0% | $71.08 | +48.9% | COMMON STOCK | 009158106 |
| AMP | AMERIPRISE FINANCIAL INC | 32,489 | $4.251M | 0.0% | $85.43 | +22.5% | COMMON STOCK | 03076C106 |
| HAL | HALLIBURTON CO | 96,457 | $4.233M | 0.0% | $38.56 | -12.3% | COMMON STOCK | 406216101 |
| MU | MICRON TECHNOLOGY INC | 155,639 | $4.222M | 0.0% | $28.45 | +2.5% | COMMON STOCK | 595112103 |
| ITW | ILL TOOL WORKS INC | 43,350 | $4.211M | 0.0% | $59.88 | +24.5% | COMMON STOCK | 452308109 |
| CHKP | CHECK POINT SOFTWARE TECH | 51,000 | $4.18M | 0.0% | $74.30 | +8.7% | COMMON STOCK | M22465104 |
| — | MICROCHIP TECHNOLOGY INC | 2,104,000 | $4.123M | 0.0% | $1.86 | — | CONVERTIBLE SECURITY | 595017AB0 |
| — | JNJ | 2,962,000 | $4.104M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| — | LABORATORY CORP | 2,423,000 | $4.098M | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| — | M/I HOMES INC | 4,000,000 | $4.069M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| AEP | AMER ELECTRIC POWER INC | 72,294 | $4.067M | 0.0% | $31.30 | +28.9% | COMMON STOCK | 025537101 |
| — | MEAD JOHNSON NUTRITION CO | 40,131 | $4.034M | 0.0% | $80.24 | — | COMMON STOCK | 582839106 |
| — | NXSTAGE MEDICAL INC | 230,332 | $3.985M | 0.0% | $17.93 | — | COMMON STOCK | 67072V103 |
| — | COWEN GROUP INC | 3,500,000 | $3.973M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| — | J2 GLOBAL INC | 3,425,000 | $3.96M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| EMR | EMERSON ELECTRIC CO | 69,255 | $3.921M | 0.0% | $40.84 | +6.3% | COMMON STOCK | 291011104 |
| PPG | PPG INDUSTRIES INC | 17,301 | $3.902M | 0.0% | $61.09 | +54.5% | COMMON STOCK | 693506107 |
| — | PROSPECT CAPITAL CORP | 3,810,000 | $3.881M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| — | ST JUDE MEDICAL INC | 59,271 | $3.876M | 0.0% | $57.91 | — | COMMON STOCK | 790849103 |
| AMT | AMERICAN TOWER REIT INC | 40,734 | $3.835M | 0.0% | $72.53 | +2.9% | COMMON STOCK | 03027X100 |
| — | AMERICA MOVIL SA | 187,000 | $3.826M | 0.0% | $21.74 | — | COMMON STOCK | 02364W105 |
| ARMK | ARAMARK | 119,617 | $3.783M | 0.0% | $20.07 | 0.0% | COMMON STOCK | 03852U106 |
| — | SPECTRA ENERGY CORP | 102,995 | $3.725M | 0.0% | $34.95 | — | COMMON STOCK | 847560109 |
| GIS | GENERAL MILLS INC | 64,975 | $3.678M | 0.0% | $32.74 | +11.9% | COMMON STOCK | 370334104 |
| — | ALEXION PHARMACEUTICALS INC | 21,123 | $3.661M | 0.0% | $133.61 | — | COMMON STOCK | 015351109 |
| VNO | VORNADO REALTY TRUST | 32,205 | $3.607M | 0.0% | $84.72 | — | COMMON STOCK | 929042109 |
| KMB | KIMBERLY-CLARK CORP | 33,609 | $3.6M | 0.0% | $64.11 | +19.0% | COMMON STOCK | 494368103 |
| — | BB&T CORPORATION | 92,132 | $3.592M | 0.0% | $34.28 | — | COMMON STOCK | 054937107 |
| — | S & P 500 INDEX | 8,037 | $3.584M | 0.0% | — | — | Put | 78462F953 |
| LEN | LENNAR CORP | 68,227 | $3.535M | 0.0% | $30.25 | +36.6% | COMMON STOCK | 526057104 |
| — | CENTURYLINK INC | 101,890 | $3.52M | 0.0% | $35.41 | — | COMMON STOCK | 156700106 |
| MOS | MOSAIC CO | 75,838 | $3.493M | 0.0% | $45.74 | -14.2% | COMMON STOCK | 61945C103 |
| — | B2GOLD CORPORATION | 4,000,000 | $3.486M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| — | NOBLE ENERGY INC | 70,406 | $3.443M | 0.0% | $62.05 | — | COMMON STOCK | 655044105 |
| PCG | P G & E CORP | 64,549 | $3.426M | 0.0% | $39.61 | +26.0% | COMMON STOCK | 69331C108 |
| — | BIOGEN IDEC INC | 1,183 | $3.383M | 0.0% | — | — | Call | 09062X903 |
| FCX | FREEPORT-MCMORAN INC | 176,620 | $3.347M | 0.0% | $24.87 | -29.2% | COMMON STOCK | 35671D857 |
| — | ARES CAPITAL CORP | 3,200,000 | $3.333M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| CSX | CSX CORPORATION | 100,581 | $3.331M | 0.0% | $6.66 | +45.6% | COMMON STOCK | 126408103 |
| EW | EDWARDS LIFESCI | 23,384 | $3.331M | 0.0% | $16.74 | +34.0% | COMMON STOCK | 28176E108 |
| EXC | EXELON CORP | 97,306 | $3.27M | 0.0% | $15.65 | +7.6% | COMMON STOCK | 30161N101 |
| — | ACE LIMITED | 29,169 | $3.252M | 0.0% | $93.55 | — | COMMON STOCK | H0023R105 |
| — | TIME WARNER CABLE | 21,625 | $3.241M | 0.0% | $146.32 | — | COMMON STOCK | 88732J207 |
| — | AVAGO TECHNOLOGIES LTD | 25,145 | $3.193M | 0.0% | $52.89 | — | COMMON STOCK | Y0486S104 |
| — | HORSEHEAD HOLDING CORP | 2,950,000 | $3.157M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 440694AB3 |
| EIX | EDISON INTL | 50,291 | $3.142M | 0.0% | $30.39 | +40.0% | COMMON STOCK | 281020107 |
| — | BAKER HUGHES | 48,781 | $3.101M | 0.0% | $48.03 | — | COMMON STOCK | 057224107 |
| EQR | EQUITY RESIDENTIAL | 39,611 | $3.084M | 0.0% | $45.31 | 0.0% | COMMON STOCK | 29476L107 |
| TRV | TRAVELERS COMPANIES INC | 27,961 | $3.023M | 0.0% | $63.44 | +32.4% | COMMON STOCK | 89417E109 |
| IVZ | INVESCO LTD | 75,435 | $2.994M | 0.0% | $18.88 | +27.9% | COMMON STOCK | G491BT108 |
| PSA | STORAGE PROPERTIES | 14,939 | $2.945M | 0.0% | $129.33 | 0.0% | COMMON STOCK | 74460D109 |
| — | TE CONNECTIVITY LTD | 40,233 | $2.881M | 0.0% | $45.98 | — | COMMON STOCK | H84989104 |
| — | SPLUNK INC | 48,500 | $2.871M | 0.0% | $66.43 | — | COMMON STOCK | 848637104 |
| — | PRESBIA PLC | 394,100 | $2.861M | 0.0% | $7.26 | — | COMMON STOCK | G7234P100 |
| AKAM | AKAMAI TECHNOLOGIES INC | 40,232 | $2.858M | 0.0% | $55.61 | +18.9% | COMMON STOCK | 00971T101 |
| — | ISIS PHARMACEUT | 44,530 | $2.835M | 0.0% | $59.21 | — | COMMON STOCK | 464330109 |
| — | BLUCORA INC | 3,000,000 | $2.812M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 095229AB6 |
| — | RENEWABLE ENERGY GROUP INC | 3,000,000 | $2.806M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 75972AAA1 |
| — | TWITTER INC | 55,890 | $2.799M | 0.0% | $50.08 | — | COMMON STOCK | 90184L102 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 54,467 | $2.798M | 0.0% | $24.69 | +36.4% | COMMON STOCK | 74251V102 |
| PEG | PUBLIC SERVICE ENTERPRISE GROUP | 65,799 | $2.758M | 0.0% | $22.30 | +27.9% | COMMON STOCK | 744573106 |
| CCI | CROWN CASTLE INTL CORP | 33,395 | $2.756M | 0.0% | $54.11 | 0.0% | COMMON STOCK | 22822V101 |
| — | JUNIPER NETWORKS INC | 120,739 | $2.726M | 0.0% | $21.80 | — | COMMON STOCK | 48203R104 |
| AZO | AUTOZONE INC | 3,957 | $2.699M | 0.0% | $495.81 | +26.7% | COMMON STOCK | 053332102 |
| — | VIACOM INC | 39,515 | $2.699M | 0.0% | $69.38 | — | COMMON STOCK | 92553P201 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 64,261 | $2.687M | 0.0% | $22.74 | +43.0% | COMMON STOCK | 416515104 |
| FFIV | F5 NETWORKSINC | 22,630 | $2.601M | 0.0% | $84.15 | +39.8% | COMMON STOCK | 315616102 |
| — | HEALTH CR | 33,370 | $2.582M | 0.0% | $77.37 | — | COMMON STOCK | 42217K106 |
| CF | CF INDUSTRIES HOLDINGS INC | 9,052 | $2.568M | 0.0% | $27.81 | +58.2% | COMMON STOCK | 125269100 |
| BEN | FRANKLIN RESOURCES INC | 48,872 | $2.508M | 0.0% | $29.69 | +8.7% | COMMON STOCK | 354613101 |
| — | CIENA CORP | 1,964,000 | $2.505M | 0.0% | $1.39 | — | CONVERTIBLE SECURITY | 171779AK7 |
| — | SUNTRUST BANKS INC | 60,349 | $2.48M | 0.0% | $32.42 | — | COMMON STOCK | 867914103 |
| — | SYMANTEC CORP | 105,279 | $2.46M | 0.0% | $22.99 | — | COMMON STOCK | 871503108 |
| — | POWERSHARES QQQ NASDAQ 100 | 5,100 | $2.458M | 0.0% | — | — | Put | 73935A954 |
| — | GENERAL MOTORS CO | 88,470 | $2.455M | 0.0% | $24.39 | — | WARRANTS | 37045V118 |
| ED | CONSOL EDISON | 40,232 | $2.454M | 0.0% | $37.50 | +16.6% | COMMON STOCK | 209115104 |
| MHK | MOHAWK INDS INC | 13,187 | $2.449M | 0.0% | $113.87 | +51.9% | COMMON STOCK | 608190104 |
| — | KELLOGG CO | 37,114 | $2.448M | 0.0% | $38.71 | +7.8% | COMMON STOCK | 487836108 |
| — | NATIONAL OILWELL VARCO INC | 48,916 | $2.445M | 0.0% | $69.31 | — | COMMON STOCK | 637071101 |
| — | BARCLAY/ISHARES FUNDS | 10,815 | $2.439M | 0.0% | — | — | Put | 464286953 |
| — | AMER INTL GRP | 2,445 | $2.438M | 0.0% | — | — | Call | 026874904 |
| PLD | PROLOGIS INC | 55,320 | $2.41M | 0.0% | $26.75 | +18.6% | COMMON STOCK | 74340W103 |
| — | LENDINGCLUB | 122,000 | $2.397M | 0.0% | $19.65 | — | COMMON STOCK | 52603A109 |
| — | COACH INC | 57,834 | $2.396M | 0.0% | $44.25 | — | COMMON STOCK | 189754104 |
| VTR | VENTAS INC | 32,690 | $2.387M | 0.0% | $53.43 | 0.0% | COMMON STOCK | 92276F100 |
| AFL | AFLAC INC | 37,215 | $2.382M | 0.0% | $20.11 | +17.4% | COMMON STOCK | 001055102 |
| APH | AMPHENOL CORP | 40,232 | $2.371M | 0.0% | $10.13 | +24.6% | COMMON STOCK | 032095101 |
| — | CHUBB CORP | 23,411 | $2.367M | 0.0% | $86.97 | — | COMMON STOCK | 171232101 |
| EQT | EQT CORP | 28,164 | $2.334M | 0.0% | $45.40 | -14.2% | COMMON STOCK | 26884L109 |
| AVB | AVALONBAY COMMUNITIES INC | 13,370 | $2.33M | 0.0% | $109.37 | +9.8% | COMMON STOCK | 053484101 |
| — | KANSAS CITY SOUTHERN | 22,128 | $2.259M | 0.0% | $106.77 | — | COMMON STOCK | 485170302 |
| — | APPLE INC | 2,042 | $2.236M | 0.0% | — | — | Call | 037833900 |
| PNR | PENTAIR PLC | 35,204 | $2.214M | 0.0% | $41.76 | -13.4% | COMMON STOCK | G7S00T104 |
| — | PIONEER NATURAL RESOURCES CO | 13,075 | $2.138M | 0.0% | $188.80 | — | COMMON STOCK | 723787107 |
| — | RPM INTL INC | 1,791,000 | $2.12M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 749685AT0 |
| ROST | ROSS STORES INC | 20,117 | $2.12M | 0.0% | $28.99 | +53.4% | COMMON STOCK | 778296103 |
| — | MICRON TECHNOLOGY INC | 4,485 | $2.119M | 0.0% | — | — | Call | 595112903 |
| — | PROSPECT CAPITAL CORP | 2,045,000 | $2.086M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| FITB | FIFTH THIRD BK | 110,639 | $2.086M | 0.0% | $12.64 | +2.5% | COMMON STOCK | 316773100 |
| — | OAKTREE CAPITAL GROUP LLC | 40,180 | $2.076M | 0.0% | $53.23 | — | COMMON STOCK | 674001201 |
| PHM | PULTEGROUP INC | 92,534 | $2.057M | 0.0% | $16.54 | +14.8% | COMMON STOCK | 745867101 |
| MLCO | MELCO CROWN ENTERTAINMENT LTD | 95,800 | $2.056M | 0.0% | $38.93 | — | COMMON STOCK | 585464100 |
| M | MACYS INC | 31,659 | $2.055M | 0.0% | $48.71 | +32.1% | COMMON STOCK | 55616P104 |
| — | CHESAPEAKE ENERGY CORP | 2,000,000 | $2.005M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 165167BW6 |
| — | MACQUARIE INFRASTRUCTURE CO | 1,666,000 | $1.981M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| MCHP | MICROCHIP TECHNOLOGY INC | 40,231 | $1.967M | 0.0% | $14.67 | +31.8% | COMMON STOCK | 595017104 |
| CMS | CMS ENERGY CORP | 55,320 | $1.931M | 0.0% | $18.61 | +37.8% | COMMON STOCK | 125896100 |
| PPL | PPL CORP | 57,091 | $1.922M | 0.0% | $16.77 | +17.6% | COMMON STOCK | 69351T106 |
| — | LUMBER LIQUIDATORS HOLDINGS IN | 62,385 | $1.92M | 0.0% | $30.78 | — | COMMON STOCK | 55003T107 |
| FLR | FLUOR CORP-NEW | 33,192 | $1.897M | 0.0% | $54.20 | -5.8% | COMMON STOCK | 343412102 |
| — | CIT GROUP INC | 41,671 | $1.88M | 0.0% | $47.83 | — | COMMON STOCK | 125581801 |
| ETR | ENTERGY CORP | 24,139 | $1.871M | 0.0% | $20.57 | +29.5% | COMMON STOCK | 29364G103 |
| NEM | NEWMONT MINING CORP | 84,487 | $1.834M | 0.0% | $25.34 | -28.0% | COMMON STOCK | 651639106 |
| RF | REGIONS FINANCIAL CORP | 191,103 | $1.806M | 0.0% | $5.80 | +11.6% | COMMON STOCK | 7591EP100 |
| HST | HOST HOTELS & RESORTS INC | 88,529 | $1.787M | 0.0% | $14.35 | 0.0% | COMMON STOCK | 44107P104 |
| — | WHOLE FOODS MARKET INC | 34,197 | $1.781M | 0.0% | $50.87 | — | COMMON STOCK | 966837106 |
| FE | FIRSTENERGY CORP | 50,291 | $1.763M | 0.0% | $23.88 | -0.5% | COMMON STOCK | 337932107 |
| — | GENERAL MOTORS CO | 88,470 | $1.738M | 0.0% | $16.70 | — | WARRANTS | 37045V126 |
| KMX | CARMAX INC | 25,145 | $1.735M | 0.0% | $49.00 | +33.1% | COMMON STOCK | 143130102 |
| KLAC | KLA-TENCOR CORP | 29,672 | $1.73M | 0.0% | $41.11 | +26.5% | COMMON STOCK | 482480100 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.684M | 0.0% | $15.16 | +13.5% | COMMON STOCK | 56501R106 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 20,116 | $1.635M | 0.0% | $75.29 | +1.9% | COMMON STOCK | 23918K108 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $1.607M | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| YUM | YUM! BRANDS INC | 20,115 | $1.583M | 0.0% | $38.97 | +14.3% | COMMON STOCK | 988498101 |
| XEL | XCEL ENERGY INC | 45,261 | $1.576M | 0.0% | $19.78 | +28.1% | COMMON STOCK | 98389B100 |
| — | MARATHON OIL CP | 60,349 | $1.576M | 0.0% | $34.58 | — | COMMON STOCK | 565849106 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 31,682 | $1.526M | 0.0% | $31.80 | +25.7% | COMMON STOCK | 302130109 |
| — | RED HAT INC | 20,116 | $1.524M | 0.0% | $56.05 | — | COMMON STOCK | 756577102 |
| RHI | ROBERT HALF INTL INC | 25,145 | $1.522M | 0.0% | $36.84 | +63.2% | COMMON STOCK | 770323103 |
| WYNN | WYNN RESORTS LTD | 12,070 | $1.519M | 0.0% | $123.06 | 0.0% | COMMON STOCK | 983134107 |
| — | APACHE CORP | 24,643 | $1.487M | 0.0% | $83.84 | — | COMMON STOCK | 037411105 |
| CAG | CONAGRA FOODS INC | 40,232 | $1.47M | 0.0% | $16.82 | +12.9% | COMMON STOCK | 205887102 |
| — | MICHAEL KORS HOLDINGS LIMITED | 21,695 | $1.426M | 0.0% | $62.02 | — | COMMON STOCK | G60754101 |
| HSY | HERSHEY FOODS CORP | 14,082 | $1.421M | 0.0% | $65.69 | +22.5% | COMMON STOCK | 427866108 |
| DRI | DARDEN RESTAURANTS INC | 20,116 | $1.395M | 0.0% | $35.12 | +16.7% | COMMON STOCK | 237194105 |
| NFLX | NETFLIX INC | 3,268 | $1.362M | 0.0% | $5.37 | +13.0% | COMMON STOCK | 64110L106 |
| AES | AES CORP | 105,609 | $1.357M | 0.0% | $8.89 | -5.6% | COMMON STOCK | 00130H105 |
| ABEV | COMPANHIA DE BEBIDAS | 235,000 | $1.354M | 0.0% | $7.28 | — | COMMON STOCK | 02319V103 |
| GAP | GAP INC | 31,180 | $1.351M | 0.0% | $27.03 | +5.4% | COMMON STOCK | 364760108 |
| — | JACOBS ENGINEERING GROUP INC | 28,894 | $1.305M | 0.0% | $55.13 | — | COMMON STOCK | 469814107 |
| — | HESS CORP | 18,105 | $1.229M | 0.0% | $77.33 | — | COMMON STOCK | 42809H107 |
| TGT | TARGET CORP | 14,420 | $1.183M | 0.0% | $47.95 | +16.8% | COMMON STOCK | 87612E106 |
| — | CONTINENTAL RESOURCES INC | 26,882 | $1.174M | 0.0% | $84.70 | — | COMMON STOCK | 212015101 |
| — | FOUNDATION MEDICINE INC | 24,410 | $1.174M | 0.0% | $32.08 | — | COMMON STOCK | 350465100 |
| DGX | QUEST DIAGNOSTC | 15,087 | $1.159M | 0.0% | $46.22 | +24.6% | COMMON STOCK | 74834L100 |
| — | FIDELITY NL FIN | 551,000 | $1.112M | 0.0% | $1.31 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| — | DELTA AIR LINES INC | 2,980 | $1.065M | 0.0% | — | — | Call | 247361902 |
| — | SPDR TRUST SERIES 1 | 1,280 | $1.046M | 0.0% | — | — | Put | 78464A954 |
| LAMR | LAMAR ADVER CO | 17,300 | $1.025M | 0.0% | $53.64 | — | COMMON STOCK | 512816109 |
| ES | EVERSOURCE ENERGY | 20,116 | $1.016M | 0.0% | $36.21 | 0.0% | COMMON STOCK | 30040W108 |
| FOSL | FOSSIL GROUP INC | 12,070 | $995K | 0.0% | $118.94 | -22.6% | COMMON STOCK | 34988V106 |
| — | TAIWAN SEMICONDUCTOR | 8,822 | $926K | 0.0% | — | — | Put | 874039950 |
| EMN | EASTMAN CHEM CO | 13,362 | $925K | 0.0% | $47.81 | +6.8% | COMMON STOCK | 277432100 |
| TDC | TERADATA CORP | 20,116 | $888K | 0.0% | $55.04 | -20.5% | COMMON STOCK | 88076W103 |
| — | NANOSTRING TECHNOLOGIES INC | 87,037 | $887K | 0.0% | $13.93 | — | COMMON STOCK | 63009R109 |
| — | CORIUM INTERNATIONAL | 129,930 | $817K | 0.0% | $7.77 | — | COMMON STOCK | 21887L107 |
| MNRO | MONRO MUFFLER BRAKE INC | 12,425 | $808K | 0.0% | $49.61 | +23.4% | COMMON STOCK | 610236101 |
| — | GILEAD SCIENCES | 1,650 | $804K | 0.0% | — | — | Call | 375558903 |
| — | FACEBOOK INC | 1,390 | $792K | 0.0% | — | — | Call | 30303M902 |
| — | DEAN FOODS CO | 47,200 | $780K | 0.0% | $18.99 | — | COMMON STOCK | 242370203 |
| — | INTERPUBLIC GROUP OF COS | 35,204 | $779K | 0.0% | $9.16 | +55.9% | COMMON STOCK | 460690100 |
| TRIP | TRIPADVISOR INC | 9,353 | $778K | 0.0% | $66.36 | +5.3% | COMMON STOCK | 896945201 |
| — | FXCM INC | 1,000,000 | $776K | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 302693AB2 |
| — | DISCOVERY COMMUNICATIONS INC | 25,145 | $773K | 0.0% | $77.97 | — | COMMON STOCK | 25470F104 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 25,145 | $755K | 0.0% | $38.68 | -23.0% | COMMON STOCK | 01741R102 |
| GMED | GLOBUS MEDICAL | 29,900 | $755K | 0.0% | $22.79 | +6.9% | COMMON STOCK | 379577208 |
| TBHC | KIRKLAND'S INC | 31,500 | $748K | 0.0% | $19.47 | +16.2% | COMMON STOCK | 497498105 |
| — | DISCOVERY COMMUNICATIONS | 25,145 | $741K | 0.0% | $37.29 | — | COMMON STOCK | 25470F302 |
| — | NU SKIN ENTERP | 935 | $739K | 0.0% | — | — | Call | 67018T905 |
| OMC | OMNICOM GROUP INC | 9,470 | $738K | 0.0% | $50.26 | +5.5% | COMMON STOCK | 681919106 |
| — | PROOFPOINT | 12,145 | $719K | 0.0% | $37.14 | — | COMMON STOCK | 743424103 |
| — | AIRGAS INC | 6,537 | $694K | 0.0% | $106.00 | — | COMMON STOCK | 009363102 |
| HP | HELMERICH & PAYNE INC | 10,057 | $685K | 0.0% | $61.57 | +6.3% | COMMON STOCK | 423452101 |
| NICE | NICE SYSTEMS LTD | 11,165 | $680K | 0.0% | $51.04 | — | COMMON STOCK | 653656108 |
| RRGB | RED ROBIN GOURMET BURGERS INC | 7,670 | $667K | 0.0% | $64.88 | +25.0% | COMMON STOCK | 75689M101 |
| JBLU | JETBLUE AIRWAYS CORP | 34,500 | $664K | 0.0% | $15.18 | +12.2% | COMMON STOCK | 477143101 |
| MTG | MGIC INVESTMENT CORP | 68,600 | $661K | 0.0% | $8.40 | +8.9% | COMMON STOCK | 552848103 |
| TBI | TRUEBLUE INC | 27,075 | $659K | 0.0% | $23.12 | -2.8% | COMMON STOCK | 89785X101 |
| — | CORE LABS N.V. | 6,300 | $658K | 0.0% | $146.35 | — | COMMON STOCK | N22717107 |
| — | VIRTUSA CORP | 15,600 | $646K | 0.0% | $35.77 | — | COMMON STOCK | 92827P102 |
| — | HORSEHEAD HOLDING CORP | 50,510 | $639K | 0.0% | $16.70 | — | COMMON STOCK | 440694305 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 3,700 | $639K | 0.0% | $85.02 | +101.9% | COMMON STOCK | G50871105 |
| PSIX | POWER SOLUTIONS INTERNATIONAL | 9,850 | $633K | 0.0% | $59.33 | -12.1% | COMMON STOCK | 73933G202 |
| — | BELMOND LTD | 49,625 | $609K | 0.0% | $11.69 | — | COMMON STOCK | G1154H107 |
| MUR | MURPHY OIL CORP | 13,076 | $609K | 0.0% | $34.50 | -7.2% | COMMON STOCK | 626717102 |
| SYNA | SYNAPTICS INC | 7,475 | $608K | 0.0% | $66.33 | +13.8% | COMMON STOCK | 87157D109 |
| — | DRIL-QUIP | 8,715 | $596K | 0.0% | $92.89 | — | COMMON STOCK | 262037104 |
| PLAY | DAVE & BUSTERS ENTERTAINMENT | 19,420 | $592K | 0.0% | $22.53 | +32.7% | COMMON STOCK | 238337109 |
| GNW | GENWORTH FINANCIAL INC | 80,435 | $588K | 0.0% | $10.41 | -26.9% | COMMON STOCK | 37247D106 |
| STAA | STAAR SURGICAL | 77,200 | $574K | 0.0% | $13.85 | -47.2% | COMMON STOCK | 852312305 |
| CALX | CALIX INC | 68,100 | $571K | 0.0% | $9.70 | -7.4% | COMMON STOCK | 13100M509 |
| AOS | SMITH (AO) CORP | 8,650 | $568K | 0.0% | $20.94 | +22.0% | COMMON STOCK | 831865209 |
| PRGS | PROGRESS SOFTWARE | 20,800 | $565K | 0.0% | $25.96 | +1.9% | COMMON STOCK | 743312100 |
| ALKS | ALKERMES PLC | 9,035 | $551K | 0.0% | $34.12 | +100.2% | COMMON STOCK | G01767105 |
| — | IMPERVA INC | 12,870 | $550K | 0.0% | $47.65 | — | COMMON STOCK | 45321L100 |
| — | INTERNAP CORP | 53,400 | $546K | 0.0% | $7.96 | — | COMMON STOCK | 45885A300 |
| — | HEALTH CR | 365,000 | $545K | 0.0% | $1.29 | — | CONVERTIBLE SECURITY | 42217KAR7 |
| — | GTT COMMUNICATIONS INC | 28,800 | $544K | 0.0% | $13.22 | — | COMMON STOCK | 362393100 |
| — | US ECOLOGY INC | 10,750 | $537K | 0.0% | $44.43 | — | COMMON STOCK | 91732J102 |
| ZD | J2 GLOBAL INC | 7,925 | $521K | 0.0% | $55.66 | 0.0% | COMMON STOCK | 48123V102 |
| TER | TERADYNE INC | 27,480 | $518K | 0.0% | $17.22 | +3.5% | COMMON STOCK | 880770102 |
| AMG | AFFILIATED MANAGERS GROUP | 2,387 | $513K | 0.0% | $184.15 | +10.9% | COMMON STOCK | 008252108 |
| — | ENDOLOGIX INC | 29,210 | $499K | 0.0% | $14.99 | — | COMMON STOCK | 29266S106 |
| — | PRIVATEBANCORP INC | 14,150 | $498K | 0.0% | $23.09 | — | COMMON STOCK | 742962103 |
| CAH | CARDINAL HEALTH INC | 5,465 | $493K | 0.0% | $63.64 | 0.0% | COMMON STOCK | 14149Y108 |
| — | NEWMONT MINING CORP | 475,000 | $490K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 651639AJ5 |
| — | INGERSOLL-RAND PLC | 7,190 | $489K | 0.0% | $68.01 | — | COMMON STOCK | G47791101 |
| — | SMART & FINAL STORES | 27,400 | $482K | 0.0% | $14.74 | — | COMMON STOCK | 83190B101 |
| INFY | INFOSYS LTD | 13,630 | $478K | 0.0% | $31.47 | — | COMMON STOCK | 456788108 |
| MXL | MAXLINEAR INC | 58,500 | $476K | 0.0% | $9.14 | -10.0% | COMMON STOCK | 57776J100 |
| ALGN | ALIGN TECH INC | 8,290 | $446K | 0.0% | $55.98 | +1.8% | COMMON STOCK | 016255101 |
| — | ELECTRONIC ARTS INC | 1,400 | $445K | 0.0% | — | — | Put | 285512959 |
| MSI | MOTOROLA SOLUTIONS INC | 6,428 | $429K | 0.0% | $47.42 | +16.9% | COMMON STOCK | 620076307 |
| — | ARES CAPITAL CORP | 373,000 | $388K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 04010LAD5 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTION | 31,400 | $376K | 0.0% | $17.17 | -28.8% | COMMON STOCK | 01988P108 |
| — | KAPSTONE PAPER AND PACKAGING | 10,730 | $352K | 0.0% | $28.82 | — | COMMON STOCK | 48562P103 |
| MCY | MERCURY GENL CP | 6,035 | $349K | 0.0% | $56.20 | 0.0% | COMMON STOCK | 589400100 |
| — | XENOPORT INC | 48,905 | $348K | 0.0% | $6.34 | — | COMMON STOCK | 98411C100 |
| JLL | JONES LANG LASALLE INC | 2,015 | $343K | 0.0% | $153.66 | 0.0% | COMMON STOCK | 48020Q107 |
| SBNY | SIGNATURE BANK | 2,650 | $343K | 0.0% | $129.43 | — | COMMON STOCK | 82669G104 |
| — | NOBLE CORP PLC | 24,000 | $343K | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| — | HOMEINNS HOTEL GROUP | 14,450 | $342K | 0.0% | $30.02 | — | COMMON STOCK | 43742E102 |
| — | STANCORP FINANCIAL GROUP INC | 4,970 | $341K | 0.0% | $68.61 | — | COMMON STOCK | 852891100 |
| — | ASPEN INSURANCE HOLDINGS LTD | 7,190 | $340K | 0.0% | $47.29 | — | COMMON STOCK | G05384105 |
| MSTR | MICROSTRATEGY INC | 2,010 | $340K | 0.0% | $16.88 | 0.0% | COMMON STOCK | 594972408 |
| BOH | BANK OF HAWAII | 5,540 | $339K | 0.0% | $40.08 | 0.0% | COMMON STOCK | 062540109 |
| BRO | BROWN & BROWN INC | 10,205 | $338K | 0.0% | $14.58 | 0.0% | COMMON STOCK | 115236101 |
| THG | HANOVER INSURANCE GROUP INC | 4,635 | $336K | 0.0% | $52.13 | 0.0% | COMMON STOCK | 410867105 |
| AFG | AMER FINL GROUP | 5,225 | $335K | 0.0% | $28.80 | 0.0% | COMMON STOCK | 025932104 |
| WRB | WR BERKLEY CORP | 6,605 | $334K | 0.0% | $11.73 | 0.0% | COMMON STOCK | 084423102 |
| EWBC | EAST WEST BANCORP INC | 8,235 | $333K | 0.0% | $30.54 | 0.0% | COMMON STOCK | 27579R104 |
| CBSH | COMMERCE BANCSHARES INC | 7,805 | $330K | 0.0% | $24.60 | 0.0% | COMMON STOCK | 200525103 |
| UNM | UNUMPROVIDENT CORP | 9,790 | $330K | 0.0% | $33.17 | 0.0% | COMMON STOCK | 91529Y106 |
| FHN | FIRST HORIZON NATIONAL CORP | 22,995 | $329K | 0.0% | $9.73 | 0.0% | COMMON STOCK | 320517105 |
| — | SENIOR HOUSING PROP TRUST | 14,670 | $326K | 0.0% | $23.33 | — | COMMON STOCK | 81721M109 |
| MRSH | MARSH & MCLENNAN COS | 5,770 | $324K | 0.0% | $46.67 | 0.0% | COMMON STOCK | 571748102 |
| AMH | AMERICAN HOMES 4 RNET | 19,510 | $323K | 0.0% | $16.90 | — | COMMON STOCK | 02665T306 |
| — | AON PLC | 3,295 | $317K | 0.0% | $96.21 | — | COMMON STOCK | G0408V102 |
| — | TATA MOTORS LTD | 7,000 | $315K | 0.0% | $45.00 | — | COMMON STOCK | 876568502 |
| — | LEGG MASON INC | 5,660 | $312K | 0.0% | $55.12 | — | COMMON STOCK | 524901105 |
| — | CIMAREX ENERGY CO | 2,690 | $310K | 0.0% | $143.43 | — | COMMON STOCK | 171798101 |
| PAHC | PHIBRO ANIMAL HEALTH CORP | 8,610 | $305K | 0.0% | $32.20 | 0.0% | COMMON STOCK | 71742Q106 |
| LEN | LENNAR CORP | 5,780 | $299K | 0.0% | $30.25 | +36.6% | Put | 526057104 |
| — | BONANZA CREEK ENERGY INC | 11,755 | $290K | 0.0% | $41.11 | — | COMMON STOCK | 097793103 |
| MD | MEDNAX INC | 3,925 | $285K | 0.0% | $69.52 | 0.0% | COMMON STOCK | 58502B106 |
| — | FOOT LOCKER INC | 4,500 | $284K | 0.0% | $63.11 | — | COMMON STOCK | 344849104 |
| — | ZELTIQ AESTHETICS | 9,040 | $279K | 0.0% | — | — | Call | 98933Q108 |
| — | LOGMEIN INC | 4,900 | $274K | 0.0% | $49.35 | — | COMMON STOCK | 54142L109 |
| — | ROPER INDS INC | 120,000 | $262K | 0.0% | $1.57 | — | CONVERTIBLE SECURITY | 776696AA4 |
| GHC | GRAHAM HOLDINGS CO | 250 | $262K | 0.0% | $528.21 | 0.0% | COMMON STOCK | 384637104 |
| ALK | ALASKA AIRGROUP INC | 3,940 | $261K | 0.0% | $59.43 | 0.0% | COMMON STOCK | 011659109 |
| — | HEALTH NET INC | 4,300 | $260K | 0.0% | $60.47 | — | COMMON STOCK | 42222G108 |
| — | KEYCORP NEW | 2,000 | $259K | 0.0% | $128.94 | — | CONVERTIBLE PREFERRED SECURITY | 493267405 |
| — | NEXTERA ENERGY INC | 4,620 | $258K | 0.0% | $54.37 | — | Call | 65339F861 |
| — | VCA INC | 4,700 | $258K | 0.0% | $54.89 | — | COMMON STOCK | 918194101 |
| DOX | AMDOCS LTD | 4,750 | $258K | 0.0% | $41.34 | 0.0% | COMMON STOCK | G02602103 |
| GNTX | GENTEX CORP | 14,000 | $256K | 0.0% | $17.65 | 0.0% | COMMON STOCK | 371901109 |
| MYGN | MYRIAD GENETICS | 7,200 | $255K | 0.0% | $35.79 | 0.0% | COMMON STOCK | 62855J104 |
| IBN | ICICI BANK LTD | 24,475 | $254K | 0.0% | $11.56 | — | COMMON STOCK | 45104G104 |
| — | BED BATH & BEYOND INC | 3,300 | $253K | 0.0% | $76.67 | — | COMMON STOCK | 075896100 |
| LEA | LEAR CORP | 2,250 | $249K | 0.0% | $86.67 | 0.0% | COMMON STOCK | 521865204 |
| NWL | NEWELL RUBBERMAID INC | 6,300 | $246K | 0.0% | $25.26 | 0.0% | COMMON STOCK | 651229106 |
| BIGGQ | BIG LOTS INC | 5,100 | $245K | 0.0% | $35.95 | 0.0% | COMMON STOCK | 089302103 |
| SNPS | SYNOPSYS INC | 5,260 | $244K | 0.0% | $44.77 | 0.0% | COMMON STOCK | 871607107 |
| — | DENTSPLY INTL INC | 4,800 | $244K | 0.0% | $50.83 | — | COMMON STOCK | 249030107 |
| XYL | XYLEM INC | 6,945 | $243K | 0.0% | $30.77 | 0.0% | COMMON STOCK | 98419M100 |
| TXT | TEXTRON | 5,480 | $243K | 0.0% | $42.81 | 0.0% | COMMON STOCK | 883203101 |
| GPC | GENUINE PARTS CO | 2,600 | $242K | 0.0% | $70.41 | 0.0% | COMMON STOCK | 372460105 |
| — | ITT INDUSTRIES INC | 6,040 | $241K | 0.0% | $39.90 | — | COMMON STOCK | 450911201 |
| AVY | AVERY DENNISON | 4,550 | $241K | 0.0% | $43.09 | 0.0% | COMMON STOCK | 053611109 |
| IP | INTL PAPER CO | 4,320 | $240K | 0.0% | $32.75 | 0.0% | COMMON STOCK | 460146103 |
| PH | PARKER HANNIFIN CORP | 2,015 | $239K | 0.0% | $101.29 | 0.0% | COMMON STOCK | 701094104 |
| ATR | APTARGROUP INC | 3,745 | $238K | 0.0% | $55.30 | 0.0% | COMMON STOCK | 038336103 |
| CE | CELANESE CORP | 4,260 | $238K | 0.0% | $45.93 | 0.0% | COMMON STOCK | 150870103 |
| RL | RALPH LAUREN CORP | 1,800 | $237K | 0.0% | $119.23 | 0.0% | COMMON STOCK | 751212101 |
| VC | VISTEON CORP | 2,450 | $236K | 0.0% | $57.53 | 0.0% | COMMON STOCK | 92839U206 |
| ALB | ALBEMARLE CORP | 4,475 | $236K | 0.0% | $46.58 | 0.0% | COMMON STOCK | 012653101 |
| — | BROCADE COMMUNICATIONS SYSTEMS | 19,890 | $236K | 0.0% | $11.87 | — | COMMON STOCK | 111621306 |
| — | TOYOTA MOTOR CORP | 281 | $235K | 0.0% | — | — | Call | 892331907 |
| — | HUBBELL INC | 2,135 | $234K | 0.0% | $109.60 | — | COMMON STOCK | 443510201 |
| — | HCP INC | 5,400 | $233K | 0.0% | $43.15 | — | COMMON STOCK | 40414L109 |
| DOV | DOVER CORP | 3,375 | $233K | 0.0% | $47.46 | 0.0% | COMMON STOCK | 260003108 |
| INGR | INGREDION INC | 2,990 | $233K | 0.0% | $81.81 | 0.0% | COMMON STOCK | 457187102 |
| LECO | LINCOLN ELECTRC | 3,555 | $232K | 0.0% | $67.77 | 0.0% | COMMON STOCK | 533900106 |
| NTAP | NETAPP INC | 6,420 | $228K | 0.0% | $29.00 | 0.0% | COMMON STOCK | 64110D104 |
| — | ROCK-TENN CO | 3,515 | $227K | 0.0% | $64.58 | — | COMMON STOCK | 772739207 |
| PGR | PROGRESSIVE CORP, OHIO | 8,340 | $227K | 0.0% | $19.50 | 0.0% | COMMON STOCK | 743315103 |
| BXP | BOSTON PROPERTIES INC | 1,600 | $225K | 0.0% | $90.60 | 0.0% | COMMON STOCK | 101121101 |
| — | DEVRY EDUCATION GROUP INC | 6,700 | $224K | 0.0% | $33.43 | — | COMMON STOCK | 251893103 |
| SRE | SEMPRA ENERGY | 2,050 | $223K | 0.0% | $39.15 | 0.0% | COMMON STOCK | 816851109 |
| CINF | CINCINNATI FINANCIAL CORP | 4,075 | $217K | 0.0% | $38.50 | 0.0% | COMMON STOCK | 172062101 |
| WDC | WESTERN DIGITAL CORP | 2,330 | $212K | 0.0% | $65.44 | 0.0% | COMMON STOCK | 958102105 |
| RDY | DOCTOR REDDY'S LAB | 3,590 | $205K | 0.0% | $57.10 | — | COMMON STOCK | 256135203 |
| — | JEFFERIES GROUP INC | 88,000 | $89,000 | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 472319AG7 |
| — | CLIFFS NATURAL RESOURCES INC | 13,500 | $65,000 | 0.0% | $16.25 | — | COMMON STOCK | 18683K101 |
| — | LAM RESEARCH CORP | 12,000 | $16,000 | 0.0% | $1.42 | — | CONVERTIBLE SECURITY | 512807AL2 |