Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q2 2015 (← Previous) (Next →)
Filing Date: Aug 14, 2015
Total Value: $16.19B (76.0% shares, 24.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 6,355,367 | $797M | 4.9% | $17.85 | +60.0% | COMMON STOCK | 037833100 |
| MSFT | MICROSOFT CORP | 6,353,332 | $281M | 1.7% | $35.25 | +11.5% | COMMON STOCK | 594918104 |
| — | ANTHEM INC SERIES | 5,030,770 | $266M | 1.6% | $52.90 | — | CONVERTIBLE PREFERRED | 036752202 |
| META | FACEBOOK INC | 2,908,390 | $249M | 1.5% | $36.82 | +120.3% | COMMON STOCK | 30303M102 |
| — | GOOGLE INC - CLASS A | 455,592 | $246M | 1.5% | $782.74 | — | COMMON STOCK | 38259P508 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 224,272 | $234M | 1.4% | $1042.58 | — | CONVERTIBLE PREFERRED | G0177J116 |
| WFC | WELLS FARGO & COMPANY | 4,063,805 | $229M | 1.4% | $29.39 | +40.8% | COMMON STOCK | 949746101 |
| JPM | JP MORGAN CHASE & CO | 3,349,869 | $227M | 1.4% | $36.97 | +32.9% | COMMON STOCK | 46625H100 |
| — | LIBERTY (TWX & TWC) | 132,279,000 | $212M | 1.3% | $1.36 | — | CONVERTIBLE SECURITY | 530610AC8 |
| HD | HOME DEPOT | 1,784,708 | $198M | 1.2% | $58.26 | +49.5% | COMMON STOCK | 437076102 |
| DIS | DISNEY WALT CO | 1,672,683 | $191M | 1.2% | $73.13 | +36.7% | COMMON STOCK | 254687106 |
| — | SALESFORCE.COM INC | 155,728,000 | $189M | 1.2% | $1.15 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| MA | MASTERCARD INC | 1,929,906 | $180M | 1.1% | $71.17 | +21.0% | COMMON STOCK | 57636Q104 |
| SBUX | STARBUCKS CORP | 3,187,586 | $171M | 1.1% | $34.43 | +18.9% | COMMON STOCK | 855244109 |
| — | NVIDIA CORP | 138,569,000 | $159M | 1.0% | $1.16 | — | CONVERTIBLE SECURITY | 67066GAC8 |
| C | CITIGROUP INC | 2,688,011 | $148M | 0.9% | $36.81 | +10.2% | COMMON STOCK | 172967424 |
| — | CERNER CORP | 1,988,737 | $137M | 0.8% | $72.33 | — | COMMON STOCK | 156782104 |
| — | GENERAL ELECTRIC CO | 4,987,007 | $133M | 0.8% | $23.97 | — | COMMON STOCK | 369604103 |
| NKE | NIKE INC-B | 1,217,949 | $132M | 0.8% | $29.98 | +49.4% | COMMON STOCK | 654106103 |
| — | SANDISK CORP | 134,816,000 | $131M | 0.8% | $1.20 | — | CONVERTIBLE SECURITY | 80004CAF8 |
| JNJ | JOHNSON & JOHNSON | 1,316,137 | $128M | 0.8% | $59.84 | +24.5% | COMMON STOCK | 478160104 |
| BIIB | BIOGEN INC | 309,983 | $125M | 0.8% | $315.47 | +27.2% | COMMON STOCK | 09062X103 |
| — | CELGENE CORP | 1,064,553 | $123M | 0.8% | $106.17 | — | COMMON STOCK | 151020104 |
| SLB | SCHLUMBERGER LTD | 1,360,046 | $117M | 0.7% | $53.02 | +25.9% | COMMON STOCK | 806857108 |
| AMZN | AMAZON.COM INC | 268,742 | $117M | 0.7% | $13.63 | +53.3% | COMMON STOCK | 023135106 |
| — | UTD TECHS CORP | 2,017,921 | $116M | 0.7% | $59.51 | — | CONVERTIBLE PREFERRED | 913017117 |
| — | TESLA MOTORS INC | 117,568,000 | $115M | 0.7% | $0.92 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 2,733,584 | $112M | 0.7% | $25.47 | +21.1% | COMMON STOCK | 609207105 |
| — | PRICELINE GROUP INC/THE | 95,930 | $110M | 0.7% | $870.51 | — | COMMON STOCK | 741503403 |
| XOM | EXXON MOBIL CORP | 1,316,330 | $110M | 0.7% | $56.44 | -3.8% | COMMON STOCK | 30231G102 |
| SYK | STRYKER CORP | 1,099,723 | $105M | 0.6% | $73.75 | +13.6% | COMMON STOCK | 863667101 |
| — | WALGREENS BOOTS ALLIANCE INC | 1,183,710 | $99.95M | 0.6% | $76.71 | — | COMMON STOCK | 931427108 |
| — | YAHOO! INC | 95,870,000 | $98.53M | 0.6% | $1.10 | — | CONVERTIBLE SECURITY | 984332AF3 |
| — | ILLUMINA INC | 82,509,000 | $96.6M | 0.6% | $1.17 | — | CONVERTIBLE SECURITY | 452327AF6 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 873,614 | $95.42M | 0.6% | $88.44 | +14.7% | COMMON STOCK | 98956P102 |
| MRK | MERCK & CO | 1,666,163 | $94.86M | 0.6% | $33.62 | +19.7% | COMMON STOCK | 58933Y105 |
| — | PRICELINE.COM INC | 84,640,000 | $94.54M | 0.6% | $1.13 | — | CONVERTIBLE SECURITY | 741503AS5 |
| PFE | PFIZER INC | 2,813,040 | $94.32M | 0.6% | $17.15 | +21.1% | COMMON STOCK | 717081103 |
| ETN | EATON CORP PLC | 1,385,928 | $93.54M | 0.6% | $46.84 | +17.7% | COMMON STOCK | G29183103 |
| CMCSA | COMCAST CORP- CL A | 1,555,082 | $93.52M | 0.6% | $19.80 | +16.1% | COMMON STOCK | 20030N101 |
| — | PRICELINE.COM INC | 69,438,000 | $92.42M | 0.6% | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| UPS | UNITED PARCEL SERVICE | 932,825 | $90.4M | 0.6% | $65.12 | +4.0% | COMMON STOCK | 911312106 |
| — | INTEL CORP | 56,734,000 | $86.11M | 0.5% | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| — | AMER TOWER CORP | 818,977 | $84.11M | 0.5% | $106.36 | — | CONVERTIBLE PREFERRED | 03027X308 |
| KO | COCA-COLA CO | 2,101,844 | $82.45M | 0.5% | $27.87 | +4.2% | COMMON STOCK | 191216100 |
| — | CROWN CASTLE INTL CORP | 798,736 | $82.43M | 0.5% | $103.00 | — | CONVERTIBLE PREFERRED | 22822V200 |
| — | NEXTERA ENERGY INC | 1,535,270 | $82.14M | 0.5% | $54.26 | — | CONVERTIBLE PREFERRED | 65339F861 |
| BA | BOEING CO | 588,906 | $81.69M | 0.5% | $108.89 | +18.3% | COMMON STOCK | 097023105 |
| — | LABORATORY CRP OF AMER HLDGS | 669,110 | $81.11M | 0.5% | $118.33 | — | COMMON STOCK | 50540R409 |
| LMT | LOCKHEED MARTIN CORP | 416,965 | $77.51M | 0.5% | $147.13 | -1.7% | COMMON STOCK | 539830109 |
| — | SERVICENOW INC | 64,724,000 | $76.04M | 0.5% | $1.14 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| AIG | AMER INTL GROUP | 1,213,302 | $75.01M | 0.5% | $35.29 | +28.9% | COMMON STOCK | 026874784 |
| — | GILEAD SCIENCE "D" TRN-2LOTMIN | 14,333,400 | $73.93M | 0.5% | $2.29 | — | CONVERTIBLE SECURITY | 375558AP8 |
| — | JARDEN CORP | 63,060,000 | $73.72M | 0.5% | $1.19 | — | CONVERTIBLE SECURITY | 471109AM0 |
| DG | DOLLAR GENERAL | 930,447 | $72.33M | 0.4% | $61.41 | +7.2% | COMMON STOCK | 256677105 |
| PG | PROCTER & GAMBLE CO | 916,497 | $71.71M | 0.4% | $61.63 | -2.7% | COMMON STOCK | 742718109 |
| CSX | CSX CORPORATION | 2,187,994 | $71.44M | 0.4% | $9.68 | +1.5% | COMMON STOCK | 126408103 |
| AJG | ARTHUR J GALLAGHER & CO | 1,472,530 | $69.65M | 0.4% | $36.75 | +7.9% | COMMON STOCK | 363576109 |
| — | BLACKSTONE GROUP LP | 1,701,720 | $69.55M | 0.4% | $22.79 | — | COMMON STOCK | 09253U108 |
| — | TYSON FOODS A | 1,349,243 | $69.5M | 0.4% | $50.21 | — | CONVERTIBLE PREFERRED | 902494301 |
| ACN | ACCENTURE PLC | 716,866 | $69.38M | 0.4% | $63.81 | +26.4% | COMMON STOCK | G1151C101 |
| ACHC | ACADIA HEALTHCARE | 883,941 | $69.24M | 0.4% | $66.15 | +8.8% | COMMON STOCK | 00404A109 |
| CVX | CHEVRONTEXACO CORP | 696,509 | $67.19M | 0.4% | $71.30 | -6.8% | COMMON STOCK | 166764100 |
| — | ON SEMICONDUCTOR CORP | 53,916,000 | $67.01M | 0.4% | $1.16 | — | CONVERTIBLE SECURITY | 682189AH8 |
| — | CEPHEID INC | 57,852,000 | $66.77M | 0.4% | $1.11 | — | CONVERTIBLE SECURITY | 15670RAC1 |
| EOG | EOG RESOURCES INC | 747,926 | $65.48M | 0.4% | $57.66 | +17.6% | COMMON STOCK | 26875P101 |
| AMAT | APPLIED MATERIALS INC | 3,399,593 | $65.34M | 0.4% | $20.52 | -12.2% | COMMON STOCK | 038222105 |
| — | WELLS FARGO & COMPANY(WACHOVIA | 55,042 | $64.67M | 0.4% | $1212.55 | — | CONVERTIBLE PREFERRED | 949746804 |
| GILD | GILEAD SCIENCES INC | 552,122 | $64.64M | 0.4% | $47.43 | +60.2% | COMMON STOCK | 375558103 |
| — | T-MOBILE US INC | 949,172 | $64.07M | 0.4% | $59.78 | — | CONVERTIBLE PREFERRED | 872590203 |
| — | ARES CAPITAL CORP | 61,753,000 | $63.49M | 0.4% | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| LKQ | LKQ CORP | 2,098,464 | $63.47M | 0.4% | $24.21 | +3.0% | COMMON STOCK | 501889208 |
| — | REYNOLDS AMERICAN INC | 849,091 | $63.39M | 0.4% | $74.66 | — | COMMON STOCK | 761713106 |
| — | EXELON CORP | 1,393,924 | $63.23M | 0.4% | $50.73 | — | CONVERTIBLE PREFERRED | 30161N127 |
| — | ELECTRONIC ARTS INC | 30,045,000 | $62.83M | 0.4% | $1.10 | — | CONVERTIBLE SECURITY | 285512AA7 |
| TMUS | T-MOBILE US INC | 1,619,404 | $62.78M | 0.4% | $34.61 | 0.0% | COMMON STOCK | 872590104 |
| COST | COSTCO WHOLESALE CORP | 458,971 | $61.99M | 0.4% | $91.75 | +31.0% | COMMON STOCK | 22160K105 |
| — | BROADCOM CORP-A | 1,201,853 | $61.88M | 0.4% | $46.93 | — | COMMON STOCK | 111320107 |
| — | ARES CAPITAL CORP | 59,909,000 | $61.28M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 04010LAB9 |
| — | SOUTHWESTERN ENERGY CO | 1,220,730 | $60.27M | 0.4% | $50.03 | — | CONVERTIBLE PREFERRED | 845467208 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 1,274,857 | $58.41M | 0.4% | $28.84 | +16.6% | COMMON STOCK | 34964C106 |
| SPY | SPDR TRUST SERIES 1 | 282,891 | $58.23M | 0.4% | $205.85 | — | COMMON STOCK | 78462F103 |
| — | LIBERTY MEDIA CORPORATION | 60,739,000 | $57.61M | 0.4% | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| — | STANLEY BLACK & DECKER INC | 395,262 | $57.31M | 0.4% | $130.15 | — | CONVERTIBLE PREFERRED | 854502309 |
| — | DOMINION RESOURCES INC VA | 1,217,946 | $56.88M | 0.4% | $49.64 | — | CONVERTIBLE PREFERRED | 25746U869 |
| — | BIOMARIN PHARMACEUTICAL INC | 35,415,000 | $56.64M | 0.3% | $1.12 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| DAL | DELTA AIR LINES INC | 1,372,067 | $56.37M | 0.3% | $33.32 | +15.2% | COMMON STOCK | 247361702 |
| — | HOLOGIC INC | 32,958,000 | $55.21M | 0.3% | $1.21 | — | CONVERTIBLE SECURITY | 436440AB7 |
| MET | METLIFE INC | 982,451 | $55.01M | 0.3% | $32.23 | +2.8% | COMMON STOCK | 59156R108 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 898,336 | $54.88M | 0.3% | $41.64 | +33.6% | COMMON STOCK | 192446102 |
| — | UNITED TECHNOLOGIES CORP | 493,993 | $54.8M | 0.3% | $96.52 | — | COMMON STOCK | 913017109 |
| — | SVB FINANCIAL GROUP | 380,298 | $54.76M | 0.3% | $109.29 | — | COMMON STOCK | 78486Q101 |
| — | CEPHEID INC | 886,067 | $54.18M | 0.3% | $49.39 | — | COMMON STOCK | 15670R107 |
| ZTS | ZOETIS | 1,099,618 | $53.02M | 0.3% | $43.97 | 0.0% | COMMON STOCK | 98978V103 |
| ROK | ROCKWELL AUTOMTN | 424,470 | $52.91M | 0.3% | $69.05 | +41.6% | COMMON STOCK | 773903109 |
| STT | STATE STREET CORP | 677,407 | $52.16M | 0.3% | $48.07 | +19.9% | COMMON STOCK | 857477103 |
| — | JARDEN CORP | 37,322,000 | $52.13M | 0.3% | $1.32 | — | CONVERTIBLE SECURITY | 471109AL2 |
| PVH | PVH CORP | 445,066 | $51.27M | 0.3% | $115.61 | -7.6% | COMMON STOCK | 693656100 |
| SABR | SABRE CORP | 2,148,742 | $51.14M | 0.3% | $22.32 | +12.9% | COMMON STOCK | 78573M104 |
| — | REALOGY HOLDINGS CORP | 1,079,108 | $50.42M | 0.3% | $41.09 | — | COMMON STOCK | 75605Y106 |
| BIDU | BAIDU INC-ADR | 249,005 | $49.57M | 0.3% | $209.18 | — | COMMON STOCK | 056752108 |
| ILMN | ILLUMINA INC | 219,424 | $47.91M | 0.3% | $93.16 | +109.7% | COMMON STOCK | 452327109 |
| — | LAM RESEARCH CORP | 36,040,000 | $47.88M | 0.3% | $1.24 | — | CONVERTIBLE SECURITY | 512807AJ7 |
| CRM | SALESFORCE.COM INC | 682,518 | $47.52M | 0.3% | $48.69 | +44.5% | COMMON STOCK | 79466L302 |
| — | FIREEYE | 965,047 | $47.2M | 0.3% | $42.28 | — | COMMON STOCK | 31816Q101 |
| — | BANK OF AMERICA CORP | 42,327 | $47.07M | 0.3% | $1157.65 | — | CONVERTIBLE PREFERRED | 060505682 |
| PEP | PEPSICO INC | 502,626 | $46.91M | 0.3% | $62.15 | +11.5% | COMMON STOCK | 713448108 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 41,597,000 | $46.77M | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| UNP | UNION PACIFIC CORP | 480,897 | $45.86M | 0.3% | $63.93 | +28.2% | COMMON STOCK | 907818108 |
| — | STANDARD PACIFIC CORP | 37,303,000 | $45.67M | 0.3% | $1.26 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| T | AT&T INC | 1,240,738 | $44.07M | 0.3% | $11.41 | +7.0% | COMMON STOCK | 00206R102 |
| ORCL | ORACLE CORP | 1,088,928 | $43.88M | 0.3% | $27.82 | +33.0% | COMMON STOCK | 68389X105 |
| — | SPIRIT AIRLINES INC | 706,306 | $43.86M | 0.3% | $42.53 | — | COMMON STOCK | 848577102 |
| — | GULFPORT ENGY | 1,087,495 | $43.77M | 0.3% | $40.25 | — | COMMON STOCK | 402635304 |
| — | WABCO HOLDINGS INC | 350,599 | $43.38M | 0.3% | $122.57 | — | COMMON STOCK | 92927K102 |
| OXY | OCCIDENTAL PETROLEUM CORP | 555,289 | $43.19M | 0.3% | $57.80 | -1.6% | COMMON STOCK | 674599105 |
| QCOM | QUALCOMM INC | 689,332 | $43.17M | 0.3% | $47.20 | +6.6% | COMMON STOCK | 747525103 |
| — | ENVISION HEALTHCARE HOLDINGS | 1,093,387 | $43.17M | 0.3% | $38.18 | — | COMMON STOCK | 29413U103 |
| DECK | DECKERS OUTDOOR | 598,590 | $43.08M | 0.3% | $10.93 | +12.4% | COMMON STOCK | 243537107 |
| — | FRONTIER COMMUNICATIONS CORP | 429,083 | $42.87M | 0.3% | $99.90 | — | CONVERTIBLE PREFERRED | 35906A207 |
| — | TWENTY-FIRST CENTURY FOX INC | 1,315,422 | $42.81M | 0.3% | $34.59 | — | COMMON STOCK | 90130A101 |
| — | DEPOMED INC | 33,071,000 | $42.48M | 0.3% | $1.17 | — | CONVERTIBLE SECURITY | 249908AA2 |
| — | SEACOR HOLDINGS INC | 41,387,000 | $42.42M | 0.3% | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| — | MGIC INVESTMENT CORP | 25,307,000 | $42.37M | 0.3% | $1.45 | — | CONVERTIBLE SECURITY | 552848AE3 |
| PM | PHILIP MORRIS INTERNATIONAL | 526,200 | $42.19M | 0.3% | $49.78 | -3.0% | COMMON STOCK | 718172109 |
| WDC | WESTERN DIGITAL CORP | 534,296 | $41.9M | 0.3% | $60.29 | -0.0% | COMMON STOCK | 958102105 |
| TROW | T ROWE PRICE | 532,069 | $41.36M | 0.3% | $47.88 | +15.1% | COMMON STOCK | 74144T108 |
| — | WORKDAY INC - TRANCHE 1 | 36,213,000 | $40.95M | 0.3% | $1.20 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| — | VERIFONE SYSTEMS INC | 1,182,910 | $40.17M | 0.2% | $34.76 | — | COMMON STOCK | 92342Y109 |
| — | STANLEY BLACK & DECKER INC | 327,995 | $39.11M | 0.2% | $109.82 | — | CONVERTIBLE PREFERRED | 854502804 |
| — | ULTIMATE SOFTWARE GROUP INC | 236,720 | $38.9M | 0.2% | $165.30 | — | COMMON STOCK | 90385D107 |
| — | SHIRE PLC | 160,877 | $38.85M | 0.2% | $239.73 | — | COMMON STOCK | 82481R106 |
| — | SANDISK CORP | 30,000,000 | $38.82M | 0.2% | $1.49 | — | CONVERTIBLE SECURITY | 80004CAD3 |
| — | ACORDA THERAPEUTICS INC | 37,870,000 | $38.29M | 0.2% | $1.04 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| WHR | WHIRLPOOL CORP | 220,085 | $38.09M | 0.2% | $187.83 | 0.0% | COMMON STOCK | 963320106 |
| NOC | NORTHROP GRUMMAN CORP | 237,157 | $37.62M | 0.2% | $117.40 | +14.7% | COMMON STOCK | 666807102 |
| — | INTEGRA LIFESCI | 30,870,000 | $37.54M | 0.2% | $1.06 | — | CONVERTIBLE SECURITY | 457985AK5 |
| EVR | EVERCORE PARTNERS INC | 682,595 | $36.83M | 0.2% | $40.21 | +0.6% | COMMON STOCK | 29977A105 |
| — | LINKEDIN CORPORATION | 177,375 | $36.65M | 0.2% | $199.47 | — | COMMON STOCK | 53578A108 |
| BAH | BOOZ ALLEN HAMILTON | 1,421,419 | $35.88M | 0.2% | $23.63 | -5.7% | COMMON STOCK | 099502106 |
| LLY | ELI LILLY & CO | 426,605 | $35.62M | 0.2% | $42.39 | +49.1% | COMMON STOCK | 532457108 |
| DHI | D R HORTON INC | 1,290,754 | $35.31M | 0.2% | $20.85 | +14.7% | COMMON STOCK | 23331A109 |
| — | AMSURG CORP | 248,641 | $34.67M | 0.2% | $127.25 | — | CONVERTIBLE PREFERRED | 03232P504 |
| — | SUNPOWER CORP | 26,744,000 | $34.48M | 0.2% | $1.26 | — | CONVERTIBLE SECURITY | 867652AG4 |
| — | HEALTH CR REIT | 578,195 | $34.37M | 0.2% | $66.64 | — | CONVERTIBLE PREFERRED | 42217K601 |
| — | STARWOOD PROPERTY TRUST INC | 33,044,000 | $34.09M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| — | GOOGLE INC - CLASS C | 65,217 | $33.95M | 0.2% | $575.28 | — | COMMON STOCK | 38259P706 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES NV | 264,988 | $33.84M | 0.2% | $127.69 | — | CONVERTIBLE PREFERRED | N31738110 |
| — | MENTOR GRAPHICS | 25,058,000 | $33.82M | 0.2% | $1.22 | — | CONVERTIBLE SECURITY | 587200AK2 |
| — | WEYERHAEUSER CO | 648,315 | $33.71M | 0.2% | $53.37 | — | CONVERTIBLE PREFERRED | 962166872 |
| — | ILLUMINA INC | 27,265,000 | $33.63M | 0.2% | $1.23 | — | CONVERTIBLE SECURITY | 452327AH2 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 426,635 | $33.57M | 0.2% | $69.44 | -3.3% | COMMON STOCK | V7780T103 |
| — | ANADARKO PETROLEUM | 419,535 | $32.75M | 0.2% | $91.00 | — | COMMON STOCK | 032511107 |
| HON | HONEYWELL INTL | 317,873 | $32.41M | 0.2% | $65.23 | +14.6% | COMMON STOCK | 438516106 |
| VZ | VERIZON COMM | 687,921 | $32.06M | 0.2% | $26.71 | +6.0% | COMMON STOCK | 92343V104 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 21,517,000 | $32.03M | 0.2% | $1.33 | — | CONVERTIBLE SECURITY | 874054AC3 |
| BP | BP PLC -ADR | 800,000 | $31.97M | 0.2% | $41.74 | — | COMMON STOCK | 055622104 |
| — | DOW CHEMICAL CO | 617,643 | $31.61M | 0.2% | $32.86 | — | COMMON STOCK | 260543103 |
| — | LIONS GATE ENTERTAINMENT CORP | 852,702 | $31.59M | 0.2% | $29.62 | — | COMMON STOCK | 535919203 |
| — | VERINT SYSTEMS | 27,743,000 | $31.49M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 92343XAA8 |
| WEN | WENDY'S CO/THE | 2,782,688 | $31.39M | 0.2% | $10.69 | +3.1% | COMMON STOCK | 95058W100 |
| — | MEDIDATA SOLUTIONS INC | 26,432,000 | $31.3M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | RTI INTL METALS | 28,327,000 | $30.85M | 0.2% | $0.96 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | NUVASIVE INC | 24,283,000 | $30.84M | 0.2% | $1.24 | — | CONVERTIBLE SECURITY | 670704AC9 |
| BRK/B | BERKSHIRE HTH-B | 223,153 | $30.37M | 0.2% | $110.89 | +28.6% | COMMON STOCK | 084670702 |
| ALL | ALLSTATE CORP | 467,854 | $30.35M | 0.2% | $37.24 | +45.8% | COMMON STOCK | 020002101 |
| — | MOLINA HEALTHCARE INC | 22,562,000 | $29.9M | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| BAC | BANK OF AMER CP | 1,751,511 | $29.81M | 0.2% | $10.68 | +22.9% | COMMON STOCK | 060505104 |
| — | CITRIX SYSTEMS INC | 27,862,000 | $29.48M | 0.2% | $1.06 | — | CONVERTIBLE SECURITY | 177376AD2 |
| CSGP | COSTAR GRP INC | 144,821 | $29.15M | 0.2% | $20.39 | 0.0% | COMMON STOCK | 22160N109 |
| — | TAKE-TWO INTER | 21,040,000 | $29.13M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 874054AD1 |
| PWR | QUANTA SERVICES INC | 1,006,643 | $29.01M | 0.2% | $28.69 | -0.1% | COMMON STOCK | 74762E102 |
| AXP | AMER EXPRESS CO. | 361,000 | $28.06M | 0.2% | $59.68 | +14.0% | COMMON STOCK | 025816109 |
| — | EMERGENT BIOSOLUTIONS INC | 22,299,000 | $27.81M | 0.2% | $1.17 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| — | OCH-ZIFF CAPITAL MANAGEMENT | 2,252,983 | $27.53M | 0.2% | $12.05 | — | COMMON STOCK | 67551U105 |
| — | AIR LEASE | 20,390,000 | $27.23M | 0.2% | $1.30 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | NEXTERA ENERGY INC | 439,798 | $27.14M | 0.2% | $55.89 | — | CONVERTIBLE PREFERRED | 65339F887 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $25.92M | 0.2% | $1.24 | — | CONVERTIBLE SECURITY | 00163UAA4 |
| — | B/E AEROSPACE INC | 471,943 | $25.91M | 0.2% | $71.68 | — | COMMON STOCK | 073302101 |
| — | ILLUMINA INC | 9,818,900 | $25.61M | 0.2% | $2.42 | — | CONVERTIBLE SECURITY | 452327AD1 |
| — | MICRON TECH - ***MAKE WHOLE*** | 27,579,000 | $25.03M | 0.2% | $1.22 | — | CONVERTIBLE SECURITY | 595112AY9 |
| — | HOLOGIC INC | 18,888,000 | $25.02M | 0.2% | $1.07 | — | CONVERTIBLE SECURITY | 436440AC5 |
| — | SPIRIT REALTY CAPITAL INC | 26,601,000 | $24.99M | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| — | FINISAR CORP | 25,342,000 | $24.52M | 0.2% | $0.96 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| BLMN | BLOOMIN' BRANDS | 1,145,646 | $24.46M | 0.2% | $18.97 | -8.4% | COMMON STOCK | 094235108 |
| V | VISA INC | 360,934 | $24.24M | 0.1% | $57.01 | +10.4% | COMMON STOCK | 92826C839 |
| — | TOLL BROTHERS FINANCE CORP. | 22,589,000 | $23.57M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | S & P 500 INDEX | 6,533 | $23.41M | 0.1% | — | — | Put | 78462F953 |
| — | CTRIP.COM INTL LTD | 20,000,000 | $22.9M | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| — | NOVELLUS SYSTEMS INC | 9,320,000 | $22.16M | 0.1% | $2.15 | — | CONVERTIBLE SECURITY | 670008AD3 |
| MCD | MCDONALD'S CORP | 229,382 | $21.81M | 0.1% | $71.80 | +3.3% | COMMON STOCK | 580135101 |
| SCHW | SCHWAB (CHARLES) CORP | 661,419 | $21.59M | 0.1% | $25.44 | +9.1% | COMMON STOCK | 808513105 |
| — | JARDEN CORP | 12,659,000 | $21.24M | 0.1% | $1.42 | — | CONVERTIBLE SECURITY | 471109AH1 |
| — | SUNEDISON INC | 10,000,000 | $20.95M | 0.1% | $1.72 | — | CONVERTIBLE SECURITY | 86732YAC3 |
| — | AVAGO TECHNOLOGIES LTD | 157,366 | $20.92M | 0.1% | $120.14 | — | COMMON STOCK | Y0486S104 |
| — | ECHO GLOBAL LOGISTICS INC | 18,992,000 | $20.6M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 27875TAA9 |
| — | MOLINA HEALTHCARE INC | 11,606,000 | $20.57M | 0.1% | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | MELLANOX TECHNOLOGIES LTD | 419,184 | $20.37M | 0.1% | $44.61 | — | COMMON STOCK | M51363113 |
| INTC | INTEL CORP | 640,719 | $19.49M | 0.1% | $18.76 | +33.8% | COMMON STOCK | 458140100 |
| — | IAC INTERACTIVECORP | 241,024 | $19.2M | 0.1% | $62.22 | — | COMMON STOCK | 44919P508 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 108,528 | $19.11M | 0.1% | $176.37 | +1.8% | COMMON STOCK | G50871105 |
| — | VIPSHOP HOLDINGS LTD | 15,000,000 | $19.07M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| — | ALCOA INC | 475,190 | $18.78M | 0.1% | $39.53 | — | CONVERTIBLE PREFERRED | 013817309 |
| — | ALEXION PHARMACEUTICALS INC | 103,384 | $18.69M | 0.1% | $171.14 | — | COMMON STOCK | 015351109 |
| — | ROADRUNNER TRANSPORTATION | 706,387 | $18.23M | 0.1% | $25.67 | — | COMMON STOCK | 76973Q105 |
| — | RYLAND GRP INC | 12,000,000 | $18.21M | 0.1% | $1.37 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | CEMEX SA (TRANCHE B) $100K MIN | 15,000,000 | $17.74M | 0.1% | $1.49 | — | CONVERTIBLE SECURITY | 151290BC6 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 327,965 | $17.73M | 0.1% | $54.07 | — | COMMON STOCK | G5480U104 |
| F | FORD MOTOR CO | 1,173,019 | $17.61M | 0.1% | $7.78 | +12.5% | COMMON STOCK | 345370860 |
| — | GREENBRIER COMPANIES ($2K MIN) | 13,764,000 | $17.25M | 0.1% | $1.40 | — | CONVERTIBLE SECURITY | 393657AH4 |
| — | MICRON TECHNOLOGY (SERIES F) | 9,475,000 | $17.04M | 0.1% | $3.21 | — | CONVERTIBLE SECURITY | 595112AV5 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 268,500 | $16.92M | 0.1% | $47.03 | +21.5% | COMMON STOCK | 33616C100 |
| WMT | WAL-MART STORES INC | 236,947 | $16.81M | 0.1% | $20.18 | +3.5% | COMMON STOCK | 931142103 |
| — | GENESEE & WYOMING INC | 165,936 | $16.8M | 0.1% | $119.83 | — | CONVERTIBLE PREFERRED | 371559204 |
| CVS | CVS HEALTH CORP | 159,593 | $16.74M | 0.1% | $45.22 | +66.4% | COMMON STOCK | 126650100 |
| IBM | INT'L BUSINESS MACHINES CORP | 101,858 | $16.57M | 0.1% | $114.96 | -10.4% | COMMON STOCK | 459200101 |
| — | INFINERA CORP | 9,500,000 | $16.57M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| MAN | MANPOWERGROUP INC | 181,119 | $16.19M | 0.1% | $73.69 | +17.0% | COMMON STOCK | 56418H100 |
| GWRE | GUIDEWIRE SOFTWARE | 302,178 | $15.99M | 0.1% | $51.20 | +0.6% | COMMON STOCK | 40171V100 |
| MDT | MEDTRONIC PLC | 213,874 | $15.85M | 0.1% | $58.10 | +1.2% | COMMON STOCK | G5960L103 |
| ABBV | ABBVIE | 230,234 | $15.47M | 0.1% | $27.68 | +52.9% | COMMON STOCK | 00287Y109 |
| — | INCYTE GENOMICS | 7,335,000 | $15.28M | 0.1% | $1.82 | — | CONVERTIBLE SECURITY | 45337CAN2 |
| — | HOMEAWAY INC | 15,900,000 | $15.25M | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 43739QAB6 |
| — | CHESAPEAKE ENERGY(+ WARRANTS) | 17,270,000 | $15.09M | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 165167CB1 |
| CMI | CUMMINS INC | 114,989 | $15.09M | 0.1% | $109.34 | -6.0% | COMMON STOCK | 231021106 |
| NOK | NOKIA CP - ADR | 2,200,000 | $15.07M | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| — | MEDICINES CO | 12,500,000 | $14.96M | 0.1% | $1.51 | — | CONVERTIBLE SECURITY | 584688AC9 |
| CSCO | CISCO SYSTEMS INC | 538,456 | $14.79M | 0.1% | $15.76 | +30.9% | COMMON STOCK | 17275R102 |
| — | ALLERGAN PLC | 48,418 | $14.69M | 0.1% | $303.46 | — | COMMON STOCK | G0177J108 |
| — | JDS UNIPHASE CORP | 15,000,000 | $14.66M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| — | INTERDGTL COMMS | 13,000,000 | $14.49M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 458660AB3 |
| — | YANDEX NV | 16,601,000 | $14.36M | 0.1% | $0.83 | — | CONVERTIBLE SECURITY | 98474TAB3 |
| — | SHUTTERFLY INC | 14,000,000 | $14.15M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| CCL | CARNIVAL CORP | 281,274 | $13.89M | 0.1% | $29.96 | +35.5% | COMMON STOCK | 143658300 |
| MAS | MASCO CORP | 516,647 | $13.78M | 0.1% | $14.91 | +35.6% | COMMON STOCK | 574599106 |
| AMGN | AMGEN INC | 88,882 | $13.64M | 0.1% | $76.66 | +53.4% | COMMON STOCK | 031162100 |
| TJX | TJX COMPANIES INC | 203,024 | $13.43M | 0.1% | $20.82 | +37.8% | COMMON STOCK | 872540109 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,398,000 | $13.06M | 0.1% | $1.33 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| — | VERINT SYSTEMS | 214,065 | $13M | 0.1% | $60.40 | — | COMMON STOCK | 92343X100 |
| MO | ALTRIA GROUP INC | 264,338 | $12.93M | 0.1% | $16.49 | +53.2% | COMMON STOCK | 02209S103 |
| — | PROOFPOINT | 7,500,000 | $12.7M | 0.1% | $1.39 | — | CONVERTIBLE SECURITY | 743424AB9 |
| — | BROOKDALE SENIOR LIVING INC | 9,500,000 | $12.47M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 112463AA2 |
| — | MERITAGE CORP | 11,635,000 | $12.39M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| LOW | LOWE'S COMPANIES | 184,613 | $12.36M | 0.1% | $33.77 | +74.1% | COMMON STOCK | 548661107 |
| HURN | HURON CONSULTING GROUP INC | 175,665 | $12.31M | 0.1% | $67.32 | -2.7% | COMMON STOCK | 447462102 |
| — | CORNERSTONE ONDEMAND INC | 12,010,000 | $12.16M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| I 5.75 05/01/16 A | INTELSAT | 419,800 | $12.04M | 0.1% | $55.36 | — | CONVERTIBLE PREFERRED | L5140P119 |
| UNH | UNITEDHEALTH GROUP INC | 95,788 | $11.69M | 0.1% | $55.04 | +80.9% | COMMON STOCK | 91324P102 |
| — | L-3 COMMUNICATIONS HOLDINGS | 100,008 | $11.34M | 0.1% | $125.09 | — | COMMON STOCK | 502424104 |
| — | CARRIZO OIL&GAS | 229,595 | $11.3M | 0.1% | $49.66 | — | COMMON STOCK | 144577103 |
| PRAA | PRA GROUP INC | 180,225 | $11.23M | 0.1% | $54.92 | +4.9% | COMMON STOCK | 69354N106 |
| — | DISCOVER FINANCIAL SERVICES | 192,857 | $11.11M | 0.1% | $47.64 | — | COMMON STOCK | 254709108 |
| BK | BANK OF NEW YORK MELLON CORP | 257,077 | $10.79M | 0.1% | $21.85 | +49.5% | COMMON STOCK | 064058100 |
| — | LIVE NATION ENTERTAINMENT INC | 10,000,000 | $10.77M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| GS | GOLDMAN SACHS | 51,149 | $10.68M | 0.1% | $120.38 | +36.7% | COMMON STOCK | 38141G104 |
| — | TEVA PHARMACEUTICAL IND LTD | 7,609,000 | $10.67M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| COP | CONOCOPHILLIPS | 170,320 | $10.46M | 0.1% | $42.98 | +7.9% | COMMON STOCK | 20825C104 |
| CYH | COMMUNTY HEALTH SYSTEMS INC | 164,790 | $10.38M | 0.1% | $40.88 | +9.7% | COMMON STOCK | 203668108 |
| — | STERIS CORP | 161,035 | $10.38M | 0.1% | $68.95 | — | COMMON STOCK | 859152100 |
| FANG | DIAMONDBACK ENERGY INC | 136,885 | $10.32M | 0.1% | $55.94 | +9.9% | COMMON STOCK | 25278X109 |
| — | TIME WARNER CABLE | 57,713 | $10.28M | 0.1% | $166.24 | — | COMMON STOCK | 88732J207 |
| — | VANTIV INC | 267,847 | $10.23M | 0.1% | $36.47 | — | COMMON STOCK | 92210H105 |
| — | INCYTE GENOMICS | 4,916,000 | $10.06M | 0.1% | $1.73 | — | CONVERTIBLE SECURITY | 45337CAM4 |
| TMO | THERMO FISHER SCIENTIFIC INC | 76,930 | $9.982M | 0.1% | $84.80 | +48.9% | COMMON STOCK | 883556102 |
| ELV | ANTHEM INC | 60,633 | $9.952M | 0.1% | $110.38 | +24.6% | COMMON STOCK | 036752103 |
| DUK | DUKE ENERGY CORP | 140,458 | $9.919M | 0.1% | $42.30 | +15.1% | COMMON STOCK | 26441C204 |
| — | AMTRUST FIN SVCS (MAKE WHOLE) | 10,121,000 | $9.912M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 032359AG6 |
| — | SPECTRANETICS CP | 425,410 | $9.789M | 0.1% | $27.51 | — | COMMON STOCK | 84760C107 |
| BMY | BRISTOL MYERS SQUIBB | 147,062 | $9.786M | 0.1% | $29.83 | +54.2% | COMMON STOCK | 110122108 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 10,000,000 | $9.781M | 0.1% | $0.98 | — | CONVERTIBLE SECURITY | 049164BH8 |
| GD | GENERAL DYNAMICS CORP | 68,347 | $9.684M | 0.1% | $64.49 | +71.0% | COMMON STOCK | 369550108 |
| — | FORTRESS INVESTMENT GROUP | 1,322,216 | $9.652M | 0.1% | $7.66 | — | COMMON STOCK | 34958B106 |
| — | MONSANTO CO -NEW | 89,212 | $9.509M | 0.1% | $104.45 | — | COMMON STOCK | 61166W101 |
| — | DIGITALGLOBE INC | 340,185 | $9.454M | 0.1% | $31.83 | — | COMMON STOCK | 25389M877 |
| — | NEWPARK RESOURCES | 8,838,000 | $9.327M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 651718AC2 |
| — | BROADSOFT INC | 8,750,000 | $9.307M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 11133BAB8 |
| — | RAMBUS INC | 7,000,000 | $9.28M | 0.1% | $1.23 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | INVENSENSE | 9,197,000 | $9.246M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 46123DAB2 |
| JLL | JONES LANG LASALLE INC | 53,930 | $9.222M | 0.1% | $164.14 | +0.2% | COMMON STOCK | 48020Q107 |
| VEEV | VEEVA SYSTEMS | 327,694 | $9.185M | 0.1% | $28.03 | -3.2% | COMMON STOCK | 922475108 |
| — | EXPRESS SCRIPTS HOLDING CO | 102,725 | $9.136M | 0.1% | $67.10 | — | COMMON STOCK | 30219G108 |
| — | XILINX INC | 5,871,000 | $9.069M | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 983919AF8 |
| — | SOTHEBYS HOLDINGS INC - CL A | 198,925 | $8.999M | 0.1% | $42.52 | — | COMMON STOCK | 835898107 |
| — | SUNPOWER CORP | 311,205 | $8.841M | 0.1% | $31.24 | — | COMMON STOCK | 867652406 |
| — | CARDTRONICS INC | 8,800,000 | $8.691M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| RIO | RIO TINTO PLC -ADR | 210,000 | $8.654M | 0.1% | $41.08 | — | COMMON STOCK | 767204100 |
| FDX | FEDEX CORP | 50,706 | $8.64M | 0.1% | $100.67 | +47.4% | COMMON STOCK | 31428X106 |
| — | NAVISTAR INTL | 10,000,000 | $8.614M | 0.1% | $0.86 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| — | TESLA MOTORS INC | 8,750,000 | $8.607M | 0.1% | $0.93 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| NEE | NEXTERA ENERGY INC | 87,747 | $8.602M | 0.1% | $15.23 | +26.6% | COMMON STOCK | 65339F101 |
| — | DIRECTV | 92,355 | $8.57M | 0.1% | $61.62 | — | COMMON STOCK | 25490A309 |
| — | BOTTOMLINE TECH | 7,750,000 | $8.569M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| — | NAVISTAR INTL | 10,000,000 | $8.538M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 63934EAQ1 |
| PRU | PRUDENTIAL FINANCIAL INC | 96,465 | $8.443M | 0.1% | $44.30 | +20.2% | COMMON STOCK | 744320102 |
| — | DEALERTRACK HOLDINGS INC | 5,000,000 | $8.442M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 242309AB8 |
| — | MEDIVATION INC | 73,175 | $8.357M | 0.1% | $114.21 | — | COMMON STOCK | 58501N101 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 148,483 | $8.321M | 0.1% | $39.46 | +36.3% | COMMON STOCK | G66721104 |
| — | SPECTRANETICS | 8,000,000 | $8.243M | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| A | AGILENT TECHNOLOGIES INC | 211,523 | $8.161M | 0.1% | $34.12 | +11.6% | COMMON STOCK | 00846U101 |
| CHKP | CHECK POINT SOFTWARE TECH | 102,475 | $8.152M | 0.1% | $79.42 | +6.4% | COMMON STOCK | M22465104 |
| — | POLYONE CORP | 207,000 | $8.108M | 0.1% | $37.13 | — | COMMON STOCK | 73179P106 |
| — | TIME WARNER INC | 92,715 | $8.104M | 0.1% | $62.85 | — | COMMON STOCK | 887317303 |
| USB | US BANCORP | 186,630 | $8.1M | 0.1% | $22.47 | +33.1% | COMMON STOCK | 902973304 |
| MMM | 3M CO | 52,270 | $8.065M | 0.0% | $62.67 | +51.3% | COMMON STOCK | 88579Y101 |
| PKG | PACKAGING CORP OF AMERICA | 128,471 | $8.028M | 0.0% | $56.08 | -8.9% | COMMON STOCK | 695156109 |
| — | EMC CORP-MASS | 302,596 | $7.986M | 0.0% | $24.37 | — | COMMON STOCK | 268648102 |
| ABT | ABBOTT LABORATORIES | 162,136 | $7.958M | 0.0% | $29.74 | +32.2% | COMMON STOCK | 002824100 |
| PSX | PHILLIPS 66 | 98,735 | $7.954M | 0.0% | $44.43 | +20.8% | COMMON STOCK | 718546104 |
| — | ISIS PHARMACEUT | 138,160 | $7.951M | 0.0% | $58.08 | — | COMMON STOCK | 464330109 |
| — | HELIX ENERGY SOLUTIONS GROUP | 8,283,000 | $7.93M | 0.0% | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| THRM | GENTHERM INC | 141,835 | $7.788M | 0.0% | $42.06 | +26.0% | COMMON STOCK | 37253A103 |
| — | DEMANDWARE | 109,500 | $7.783M | 0.0% | $71.08 | — | COMMON STOCK | 24802Y105 |
| — | ARES CAPITAL CORP | 7,615,000 | $7.775M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| — | MICRON TECHNOLOGY INC - TR B | 3,850,000 | $7.742M | 0.0% | $2.01 | — | CONVERTIBLE SECURITY | 595112AX1 |
| — | MYLAN LABORATORIES (CASH CONV) | 1,493,000 | $7.58M | 0.0% | $4.57 | — | CONVERTIBLE SECURITY | 628530AJ6 |
| — | HEWLETT-PACKARD CO. | 252,416 | $7.575M | 0.0% | $32.73 | — | COMMON STOCK | 428236103 |
| — | AETNA INC | 59,148 | $7.539M | 0.0% | $88.17 | — | COMMON STOCK | 00817Y108 |
| SO | SOUTHN COMPANY | 178,548 | $7.481M | 0.0% | $26.34 | +5.5% | COMMON STOCK | 842587107 |
| BAP | CREDICORP LTD | 53,825 | $7.477M | 0.0% | $106.76 | +5.5% | COMMON STOCK | G2519Y108 |
| BC | BRUNSWICK CORPORATION | 144,111 | $7.329M | 0.0% | $35.89 | +21.8% | COMMON STOCK | 117043109 |
| TXN | TEXAS INSTRUMENTS INC | 141,631 | $7.295M | 0.0% | $33.07 | +24.7% | COMMON STOCK | 882508104 |
| SPG | SIMON PROPERTY GROUP INC | 42,083 | $7.281M | 0.0% | $86.99 | +24.3% | COMMON STOCK | 828806109 |
| AMCX | AMC NETWORKS INC | 88,490 | $7.243M | 0.0% | $68.46 | +13.7% | COMMON STOCK | 00164V103 |
| — | WALTER INVESTMENT MANAGEMENT | 8,735,000 | $7.235M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 93317WAA0 |
| GM | GENERAL MOTORS CO | 215,874 | $7.195M | 0.0% | $25.09 | +10.9% | COMMON STOCK | 37045V100 |
| PODD | INSULET CORP | 231,411 | $7.17M | 0.0% | $31.18 | -5.5% | COMMON STOCK | 45784P101 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $7.103M | 0.0% | $1.55 | — | CONVERTIBLE SECURITY | 292554AD4 |
| YUM | YUM! BRANDS INC | 77,340 | $6.967M | 0.0% | $48.59 | +7.0% | COMMON STOCK | 988498101 |
| — | CANADIAN SOLAR INC | 7,000,000 | $6.881M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 136635AE9 |
| DE | DEERE & CO | 69,315 | $6.727M | 0.0% | $69.55 | +8.3% | COMMON STOCK | 244199105 |
| — | OLD REPUBLIC INTL CORP | 5,664,000 | $6.715M | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| — | DUPONT DE NEMOUR & CO | 103,743 | $6.634M | 0.0% | $53.43 | — | COMMON STOCK | 263534109 |
| EBAY | EBAY INC | 109,171 | $6.576M | 0.0% | $20.18 | +10.0% | COMMON STOCK | 278642103 |
| HTH | HILLTOP HOLDINGS INC | 272,549 | $6.566M | 0.0% | $20.08 | +7.3% | COMMON STOCK | 432748101 |
| VLO | VALERO ENERGY | 103,941 | $6.507M | 0.0% | $29.31 | +32.8% | COMMON STOCK | 91913Y100 |
| — | CIGNA CORP | 39,996 | $6.479M | 0.0% | $91.34 | — | COMMON STOCK | 125509109 |
| — | CAMERON INTL CORP | 122,040 | $6.391M | 0.0% | $61.05 | — | COMMON STOCK | 13342B105 |
| KMI | KINDER MORGAN INC | 165,976 | $6.372M | 0.0% | $21.75 | +11.9% | COMMON STOCK | 49456B101 |
| COF | CAPITAL ONE FINANCIAL CORP | 70,797 | $6.228M | 0.0% | $50.40 | +37.4% | COMMON STOCK | 14040H105 |
| — | DELPHI AUTOMOTIVE PLC | 73,074 | $6.218M | 0.0% | $59.13 | — | COMMON STOCK | G27823106 |
| — | ICONIX BRAND GROUP INC | 6,000,000 | $6.136M | 0.0% | $1.28 | — | CONVERTIBLE SECURITY | 451055AF4 |
| — | DANAHER CORP(COPA LYONS) | 2,458,000 | $6.108M | 0.0% | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| HP | HELMERICH & PAYNE INC | 85,120 | $5.994M | 0.0% | $72.44 | +2.0% | COMMON STOCK | 423452101 |
| — | SMART & FINAL STORES | 333,919 | $5.967M | 0.0% | $17.61 | — | COMMON STOCK | 83190B101 |
| — | PROOFPOINT | 92,720 | $5.903M | 0.0% | $60.19 | — | COMMON STOCK | 743424103 |
| MS | MORGAN STANLEY | 150,590 | $5.841M | 0.0% | $19.65 | +44.5% | COMMON STOCK | 617446448 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $5.84M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| — | PHOTRONICS INC | 5,500,000 | $5.802M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 719405AH5 |
| — | MYLAN NV | 84,604 | $5.742M | 0.0% | $59.35 | — | COMMON STOCK | N59465109 |
| CAT | CATERPILLAR INC | 67,653 | $5.738M | 0.0% | $62.76 | +4.9% | COMMON STOCK | 149123101 |
| PNC | PNC FINANCIAL SERVICES GROUP | 59,782 | $5.718M | 0.0% | $55.08 | +22.9% | COMMON STOCK | 693475105 |
| — | STONE ENERGY CP | 6,156,000 | $5.651M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 861642AN6 |
| — | INTEL CORP | 4,650,000 | $5.594M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 458140AD2 |
| DHR | DANAHER CORP | 64,375 | $5.51M | 0.0% | $33.00 | +5.6% | COMMON STOCK | 235851102 |
| ITUB | ITAU UNIBANCO HOLDING SA | 497,920 | $5.452M | 0.0% | $13.48 | — | COMMON STOCK | 465562106 |
| ADM | ARCHER DANIELS MIDLAND | 112,823 | $5.44M | 0.0% | $23.96 | +53.8% | COMMON STOCK | 039483102 |
| — | DEV DIVERFD RLT | 5,000,000 | $5.406M | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 251591AX1 |
| — | FORESTAR GROUP INC | 6,000,000 | $5.318M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| LYB | LYONDELLBASELL INDUSTRIES | 51,319 | $5.313M | 0.0% | $38.03 | +47.6% | COMMON STOCK | N53745100 |
| — | ENERGY XXI BERMUDA | 22,500,000 | $5.302M | 0.0% | $0.30 | — | CONVERTIBLE SECURITY | 29274UAB7 |
| — | AIR METHODS CORP | 125,830 | $5.202M | 0.0% | $47.37 | — | COMMON STOCK | 009128307 |
| DVN | DEVON ENERGY CORPORATION | 86,895 | $5.169M | 0.0% | $37.80 | +17.0% | COMMON STOCK | 25179M103 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 5,000,000 | $5.154M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| MPC | MARATHON PETROLEUM | 97,872 | $5.12M | 0.0% | $32.72 | +11.9% | COMMON STOCK | 56585A102 |
| — | KRAFT FOODS GROUP INC | 59,825 | $5.094M | 0.0% | $55.08 | — | COMMON STOCK | 50076Q106 |
| FISV | FISERV INC | 61,505 | $5.094M | 0.0% | $28.68 | +40.2% | COMMON STOCK | 337738108 |
| KR | KROGER CO | 70,232 | $5.093M | 0.0% | $14.76 | +99.9% | COMMON STOCK | 501044101 |
| — | STARWOOD PROPERTY TRUST INC | 5,000,000 | $5.046M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| — | QUIDEL CORP | 5,000,000 | $4.982M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| — | LA QUINTA HOLDINGS INC | 217,468 | $4.969M | 0.0% | $22.34 | — | COMMON STOCK | 50420D108 |
| — | ENVESTNET INC | 5,000,000 | $4.876M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| LUV | SOUTHWEST AIRLINES | 145,579 | $4.817M | 0.0% | $35.41 | -2.3% | COMMON STOCK | 844741108 |
| — | SINA CORP | 5,000,000 | $4.768M | 0.0% | $0.92 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| — | BERRY PLASTICS HOLDING CORP | 145,112 | $4.702M | 0.0% | $31.94 | — | COMMON STOCK | 08579W103 |
| WT | WISDOMTREE INVESTMENTS INC | 213,845 | $4.697M | 0.0% | $13.65 | +54.5% | COMMON STOCK | 97717P104 |
| CL | COLGATE-PALMOLIVE CO | 71,788 | $4.696M | 0.0% | $44.87 | +18.1% | COMMON STOCK | 194162103 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $4.682M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 292554AH5 |
| — | BLACKROCK INC | 13,506 | $4.673M | 0.0% | $271.12 | — | COMMON STOCK | 09247X101 |
| — | INSULET CORP | 4,804,000 | $4.649M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| — | COWEN GROUP INC | 3,500,000 | $4.616M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| — | AMSURG CORP | 64,135 | $4.486M | 0.0% | $61.52 | — | COMMON STOCK | 03232P405 |
| NAVI | NAVIENT CORP | 238,242 | $4.338M | 0.0% | $17.49 | +11.9% | COMMON STOCK | 63938C108 |
| — | KEURIG GREEN MOUNTAIN INC | 56,452 | $4.326M | 0.0% | $103.89 | — | COMMON STOCK | 49271M100 |
| LNC | LINCOLN NATIONAL CORP | 72,835 | $4.313M | 0.0% | $23.99 | +65.3% | COMMON STOCK | 534187109 |
| — | ICONIX BRAND GROUP INC | 4,200,000 | $4.302M | 0.0% | $1.19 | — | CONVERTIBLE SECURITY | 451055AE7 |
| BAX | BAXTER INTL INC | 61,505 | $4.301M | 0.0% | $30.58 | +2.9% | COMMON STOCK | 071813109 |
| — | PRAXAIR INC | 35,895 | $4.291M | 0.0% | $121.11 | — | COMMON STOCK | 74005P104 |
| — | MICRON TECHNOLOGY (SERIES E) | 2,410,000 | $4.287M | 0.0% | $2.41 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | PRECISION CASTPARTS CORP | 21,195 | $4.236M | 0.0% | $238.16 | — | COMMON STOCK | 740189105 |
| — | UNITED STATES STEEL CORP | 3,750,000 | $4.156M | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 912909AH1 |
| — | RTI INTL METALS | 4,000,000 | $4.111M | 0.0% | $1.09 | — | CONVERTIBLE SECURITY | 74973WAA5 |
| NSC | NORFOLK SOTHN CORP | 46,460 | $4.059M | 0.0% | $62.40 | +24.1% | COMMON STOCK | 655844108 |
| — | M/I HOMES INC | 4,000,000 | $4.001M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| — | CHESAPEAKE ENRG(ADDL WARRANTS) | 4,200,000 | $3.974M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 165167BZ9 |
| — | PROSPECT CAPITAL CORP | 3,920,000 | $3.966M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| — | QLIK TECHNOLOGIES INC | 112,847 | $3.945M | 0.0% | $34.96 | — | COMMON STOCK | 74733T105 |
| HAL | HALLIBURTON CO | 91,306 | $3.933M | 0.0% | $38.56 | -2.7% | COMMON STOCK | 406216101 |
| — | MICROCHIP TECHNOLOGY INC | 2,037,000 | $3.898M | 0.0% | $1.86 | — | CONVERTIBLE SECURITY | 595017AB0 |
| — | J2 GLOBAL INC | 3,346,000 | $3.896M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| — | ST JUDE MEDICAL INC | 52,604 | $3.844M | 0.0% | $57.91 | — | COMMON STOCK | 790849103 |
| AMP | AMERIPRISE FINANCIAL INC | 30,755 | $3.842M | 0.0% | $85.43 | +19.1% | COMMON STOCK | 03076C106 |
| — | VITAMIN SHOPPE INC | 101,841 | $3.796M | 0.0% | $45.47 | — | COMMON STOCK | 92849E101 |
| ITW | ILL TOOL WORKS INC | 41,035 | $3.767M | 0.0% | $59.88 | +23.5% | COMMON STOCK | 452308109 |
| PPG | PPG INDUSTRIES INC | 32,754 | $3.758M | 0.0% | $76.81 | +22.9% | COMMON STOCK | 693506107 |
| AMT | AMERICAN TOWER REIT INC | 40,259 | $3.756M | 0.0% | $72.53 | +0.6% | COMMON STOCK | 03027X100 |
| D | DOMINION RESOURCES INC VA | 56,111 | $3.752M | 0.0% | $37.52 | +18.8% | COMMON STOCK | 25746U109 |
| BABA | ALIBABA GROUP HOLDING LTD | 44,650 | $3.673M | 0.0% | $82.26 | — | COMMON STOCK | 01609W102 |
| — | XILINX INC | 12,815 | $3.671M | 0.0% | — | — | Call | 983919901 |
| APD | AIR PRODUCTS & CHEMICALS INC | 26,658 | $3.648M | 0.0% | $71.08 | +47.6% | COMMON STOCK | 009158106 |
| EMR | EMERSON ELECTRIC CO | 65,785 | $3.646M | 0.0% | $40.84 | +8.3% | COMMON STOCK | 291011104 |
| AEP | AMER ELECTRIC POWER INC | 68,647 | $3.636M | 0.0% | $31.30 | +21.4% | COMMON STOCK | 025537101 |
| MOS | MOSAIC CO | 76,588 | $3.588M | 0.0% | $45.74 | -19.8% | COMMON STOCK | 61945C103 |
| — | B2GOLD CORPORATION | 4,000,000 | $3.573M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.559M | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| LEN | LENNAR CORP - CL A | 69,651 | $3.555M | 0.0% | $30.49 | +36.9% | COMMON STOCK | 526057104 |
| — | BB&T CORPORATION | 87,213 | $3.516M | 0.0% | $34.28 | — | COMMON STOCK | 054937107 |
| — | MYLAN NV | 12,135 | $3.447M | 0.0% | — | — | Call | 62855J904 |
| GIS | GENERAL MILLS INC | 61,505 | $3.427M | 0.0% | $32.74 | +18.5% | COMMON STOCK | 370334104 |
| — | PARTY CITY HOLDCO INC | 168,949 | $3.425M | 0.0% | $20.27 | — | COMMON STOCK | 702149105 |
| — | SPLUNK INC | 48,500 | $3.377M | 0.0% | $66.43 | — | COMMON STOCK | 848637104 |
| — | YAHOO! INC | 85,806 | $3.371M | 0.0% | $44.44 | — | COMMON STOCK | 984332106 |
| FCX | FREEPORT-MCMORAN INC | 176,990 | $3.296M | 0.0% | $24.87 | -25.7% | COMMON STOCK | 35671D857 |
| MU | MICRON TECHNOLOGY INC | 174,890 | $3.295M | 0.0% | $28.18 | -7.7% | COMMON STOCK | 595112103 |
| KMB | KIMBERLY-CLARK CORP | 30,755 | $3.259M | 0.0% | $64.11 | +18.3% | COMMON STOCK | 494368103 |
| — | RENEWABLE ENERGY GROUP INC | 3,000,000 | $3.212M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 75972AAA1 |
| — | SPECTRA ENERGY CORP | 97,495 | $3.178M | 0.0% | $34.95 | — | COMMON STOCK | 847560109 |
| EW | EDWARDS LIFESCI | 22,137 | $3.153M | 0.0% | $16.74 | +34.8% | COMMON STOCK | 28176E108 |
| CAH | CARDINAL HEALTH INC | 37,495 | $3.136M | 0.0% | $65.25 | +0.4% | COMMON STOCK | 14149Y108 |
| — | HORSEHEAD HOLDING CORP | 2,950,000 | $3.014M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 440694AB3 |
| PCG | P G & E CORP | 61,326 | $3.011M | 0.0% | $39.61 | +19.7% | COMMON STOCK | 69331C108 |
| — | BLUCORA INC | 3,000,000 | $2.988M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 095229AB6 |
| — | CBS CORP - CL B | 53,460 | $2.967M | 0.0% | $56.37 | — | COMMON STOCK | 124857202 |
| EXC | EXELON CORP | 94,357 | $2.965M | 0.0% | $15.65 | +5.0% | COMMON STOCK | 30161N101 |
| — | WHOLE FOODS MARKET INC | 73,745 | $2.909M | 0.0% | $44.75 | — | COMMON STOCK | 966837106 |
| VNO | VORNADO REALTY TRUST | 30,594 | $2.904M | 0.0% | $84.72 | — | COMMON STOCK | 929042109 |
| — | BAKER HUGHES | 46,176 | $2.849M | 0.0% | $48.03 | — | COMMON STOCK | 057224107 |
| — | NOBLE ENERGY INC | 66,647 | $2.844M | 0.0% | $62.05 | — | COMMON STOCK | 655044105 |
| — | CENTURYLINK INC | 96,449 | $2.834M | 0.0% | $35.41 | — | COMMON STOCK | 156700106 |
| — | ACE LIMITED | 27,611 | $2.807M | 0.0% | $93.55 | — | COMMON STOCK | H0023R105 |
| CF | CF INDUSTRIES HOLDINGS INC | 42,850 | $2.754M | 0.0% | $41.50 | +8.8% | COMMON STOCK | 125269100 |
| IVZ | INVESCO LTD | 71,406 | $2.677M | 0.0% | $18.88 | +32.0% | COMMON STOCK | G491BT108 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 51,901 | $2.662M | 0.0% | $24.69 | +41.9% | COMMON STOCK | 74251V102 |
| AKAM | AKAMAI TECHNOLOGIES INC | 38,084 | $2.659M | 0.0% | $55.61 | +33.4% | COMMON STOCK | 00971T101 |
| EIX | EDISON INTL | 47,605 | $2.646M | 0.0% | $30.39 | +29.8% | COMMON STOCK | 281020107 |
| EQR | EQUITY RESIDENTIAL | 37,645 | $2.642M | 0.0% | $45.31 | -4.4% | COMMON STOCK | 29476L107 |
| PRGO | PERRIGO CO PLC | 14,170 | $2.619M | 0.0% | $149.25 | +27.7% | COMMON STOCK | G97822103 |
| — | NETSUITE INC | 2,500,000 | $2.613M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 64118QAB3 |
| PSA | STORAGE PROPERTIES | 14,142 | $2.607M | 0.0% | $129.33 | -2.4% | COMMON STOCK | 74460D109 |
| FFIV | F5 NETWORKSINC | 21,423 | $2.578M | 0.0% | $84.15 | +46.1% | COMMON STOCK | 315616102 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 61,844 | $2.571M | 0.0% | $22.74 | +46.4% | COMMON STOCK | 416515104 |
| CCI | CROWN CASTLE INTL CORP | 31,938 | $2.565M | 0.0% | $54.11 | -1.1% | COMMON STOCK | 22822V101 |
| TRV | TRAVELERS COMPANIES INC | 26,467 | $2.558M | 0.0% | $63.44 | +27.6% | COMMON STOCK | 89417E109 |
| AZO | AUTOZONE INC | 3,797 | $2.532M | 0.0% | $495.81 | +38.1% | COMMON STOCK | 053332102 |
| — | WELLPOINT INC | 1,150,000 | $2.529M | 0.0% | $2.07 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | WORKDAY INC - TRANCHE 2 | 2,100,000 | $2.464M | 0.0% | $1.17 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| — | BIOGEN INC | 1,078 | $2.463M | 0.0% | — | — | Call | 09062X903 |
| — | SUNTRUST BANKS INC | 57,126 | $2.458M | 0.0% | $32.42 | — | COMMON STOCK | 867914103 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 62,576 | $2.458M | 0.0% | $22.30 | +28.2% | COMMON STOCK | 744573106 |
| — | TE CONNECTIVITY LTD | 38,085 | $2.449M | 0.0% | $45.98 | — | COMMON STOCK | H84989104 |
| UAA | UNDER ARMOUR INC | 29,287 | $2.444M | 0.0% | $40.45 | 0.0% | COMMON STOCK | 904311107 |
| — | NATIONAL OILWELL VARCO INC | 50,376 | $2.432M | 0.0% | $68.70 | — | COMMON STOCK | 637071101 |
| ED | CONSOL EDISON | 41,884 | $2.424M | 0.0% | $37.64 | +9.0% | COMMON STOCK | 209115104 |
| — | VIACOM INC - CL B | 37,405 | $2.418M | 0.0% | $69.38 | — | COMMON STOCK | 92553P201 |
| MHK | MOHAWK INDS INC | 12,651 | $2.415M | 0.0% | $113.87 | +62.4% | COMMON STOCK | 608190104 |
| — | LENNAR CORP | 4,120 | $2.4M | 0.0% | — | — | Call | 526057904 |
| — | JEFFERIES GROUP INC | 2,288,000 | $2.352M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 472319AG7 |
| — | PROSPECT CAPITAL CORP | 2,300,000 | $2.315M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAL6 |
| PNR | PENTAIR PLC | 33,325 | $2.291M | 0.0% | $41.76 | -15.2% | COMMON STOCK | G7S00T104 |
| BEN | FRANKLIN RESOURCES INC | 46,589 | $2.284M | 0.0% | $29.69 | +5.4% | COMMON STOCK | 354613101 |
| APH | AMPHENOL CORP- CL A | 38,084 | $2.208M | 0.0% | $10.13 | +28.2% | COMMON STOCK | 032095101 |
| — | TWITTER INC | 60,520 | $2.192M | 0.0% | $49.02 | — | COMMON STOCK | 90184L102 |
| AFL | AFLAC INC | 35,228 | $2.191M | 0.0% | $20.11 | +22.5% | COMMON STOCK | 001055102 |
| FITB | FIFTH THIRD BK | 104,730 | $2.18M | 0.0% | $12.64 | +10.9% | COMMON STOCK | 316773100 |
| EQT | EQT CORP | 26,660 | $2.169M | 0.0% | $45.40 | -5.1% | COMMON STOCK | 26884L109 |
| — | CHUBB CORP | 22,336 | $2.125M | 0.0% | $86.97 | — | COMMON STOCK | 171232101 |
| — | SYMANTEC CORP | 90,714 | $2.109M | 0.0% | $22.99 | — | COMMON STOCK | 871503108 |
| — | HEALTH CR REIT | 32,074 | $2.105M | 0.0% | $77.37 | — | COMMON STOCK | 42217K106 |
| — | GENERAL MOTORS CO | 88,470 | $2.103M | 0.0% | $24.39 | — | WARRANTS | 37045V118 |
| — | KELLOGG CO | 33,325 | $2.089M | 0.0% | $38.71 | +6.3% | COMMON STOCK | 487836108 |
| AVB | AVALONBAY COMMUNITIES INC | 12,726 | $2.035M | 0.0% | $109.37 | +6.6% | COMMON STOCK | 053484101 |
| NFLX | NETFLIX INC | 3,094 | $2.033M | 0.0% | $5.37 | +55.9% | COMMON STOCK | 64110L106 |
| — | COLONY FINANCIAL INC | 2,000,000 | $2.012M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| — | CHESAPEAKE ENERGY CORP | 2,000,000 | $1.988M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 165167BW6 |
| TSCO | TRACTOR SUPPLY CO | 21,964 | $1.975M | 0.0% | $15.16 | 0.0% | COMMON STOCK | 892356106 |
| — | PRESBIA PLC | 243,389 | $1.967M | 0.0% | $7.26 | — | COMMON STOCK | G7234P100 |
| REGN | REGENERON PHARMACEUTICALS INC | 3,808 | $1.943M | 0.0% | $240.53 | +102.0% | COMMON STOCK | 75886F107 |
| PLD | PROLOGIS INC | 52,366 | $1.943M | 0.0% | $26.75 | +11.1% | COMMON STOCK | 74340W103 |
| — | CIT GROUP INC | 41,671 | $1.937M | 0.0% | $47.83 | — | COMMON STOCK | 125581801 |
| VTR | VENTAS INC | 30,944 | $1.921M | 0.0% | $53.43 | -8.4% | COMMON STOCK | 92276F100 |
| TRIP | TRIPADVISOR INC | 21,800 | $1.9M | 0.0% | $69.76 | +3.7% | COMMON STOCK | 896945201 |
| — | COACH INC | 54,745 | $1.895M | 0.0% | $44.25 | — | COMMON STOCK | 189754104 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $1.888M | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| RF | REGIONS FINANCIAL CORP | 180,900 | $1.874M | 0.0% | $5.80 | +19.5% | COMMON STOCK | 7591EP100 |
| FLR | FLUOR CORP-NEW | 35,320 | $1.872M | 0.0% | $54.07 | -3.7% | COMMON STOCK | 343412102 |
| — | JNJ (ALZA CP) ZERO 7/20 | 1,392,000 | $1.868M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| NEM | NEWMONT MINING CORP | 79,975 | $1.868M | 0.0% | $25.34 | -22.9% | COMMON STOCK | 651639106 |
| — | RESTORATION HARDWARE HOLDING | 19,035 | $1.858M | 0.0% | $82.08 | — | COMMON STOCK | 761283100 |
| ROST | ROSS STORES INC | 38,084 | $1.851M | 0.0% | $36.67 | +23.5% | COMMON STOCK | 778296103 |
| — | AMERICA MOVIL SA - ADR L | 86,500 | $1.843M | 0.0% | $21.74 | — | COMMON STOCK | 02364W105 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.84M | 0.0% | $15.16 | +22.6% | COMMON STOCK | 56501R106 |
| MCHP | MICROCHIP TECHNOLOGY INC | 38,083 | $1.806M | 0.0% | $14.67 | +33.6% | COMMON STOCK | 595017104 |
| — | LENDINGCLUB | 122,000 | $1.8M | 0.0% | $19.65 | — | COMMON STOCK | 52603A109 |
| EAT | BRINKER INTL (CHILI'S) | 31,109 | $1.793M | 0.0% | $50.78 | -4.5% | COMMON STOCK | 109641100 |
| — | JUNIPER NETWORKS INC | 69,010 | $1.792M | 0.0% | $21.80 | — | COMMON STOCK | 48203R104 |
| — | MEAD JOHNSON NUTRITION CO | 19,674 | $1.775M | 0.0% | $80.24 | — | COMMON STOCK | 582839106 |
| M | MACYS INC | 26,182 | $1.766M | 0.0% | $48.71 | +38.8% | COMMON STOCK | 55616P104 |
| — | ILLUMINA INC | 700 | $1.757M | 0.0% | — | — | Call | 452327909 |
| — | ELECTRONIC ARTS INC | 2,590 | $1.729M | 0.0% | — | — | Call | 285512909 |
| — | LABORATORY CORP LYONS (EXCH) | 1,058,000 | $1.72M | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| — | MARATHON OIL CP | 64,528 | $1.713M | 0.0% | $34.06 | — | COMMON STOCK | 565849106 |
| CMS | CMS ENERGY CORP | 52,366 | $1.667M | 0.0% | $18.61 | +31.5% | COMMON STOCK | 125896100 |
| CAG | CONAGRA FOODS INC | 38,084 | $1.665M | 0.0% | $16.82 | +23.9% | COMMON STOCK | 205887102 |
| HST | HOST HOTELS & RESORTS INC | 83,802 | $1.662M | 0.0% | $14.35 | -8.8% | COMMON STOCK | 44107P104 |
| — | BARD (C.R.) INC | 9,600 | $1.639M | 0.0% | $166.68 | — | COMMON STOCK | 067383109 |
| SFM | SPROUTS FARMERS MARKET INC | 60,592 | $1.635M | 0.0% | $30.70 | 0.0% | COMMON STOCK | 85208M102 |
| ETR | ENTERGY CORP | 22,851 | $1.611M | 0.0% | $20.57 | +19.8% | COMMON STOCK | 29364G103 |
| PPL | PPL CORP | 54,405 | $1.603M | 0.0% | $16.77 | +15.7% | COMMON STOCK | 69351T106 |
| KLAC | KLA-TENCOR CORP | 28,088 | $1.579M | 0.0% | $41.11 | +16.5% | COMMON STOCK | 482480100 |
| KMX | CARMAX INC | 23,802 | $1.576M | 0.0% | $49.00 | +45.5% | COMMON STOCK | 143130102 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.555M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 09257WAA8 |
| FE | FIRSTENERGY CORP | 47,605 | $1.55M | 0.0% | $23.88 | -6.1% | COMMON STOCK | 337932107 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $1.549M | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| — | APACHE CORP | 26,627 | $1.535M | 0.0% | $81.89 | — | COMMON STOCK | 037411105 |
| — | NEW YORK CMTY TRUST V(BONUSES) | 29,865 | $1.516M | 0.0% | $48.82 | — | CONVERTIBLE PREFERRED | 64944P307 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 19,041 | $1.513M | 0.0% | $75.29 | +9.1% | COMMON STOCK | 23918K108 |
| — | DIAMOND FOODS INC | 46,985 | $1.474M | 0.0% | $31.37 | — | COMMON STOCK | 252603105 |
| — | RED HAT INC | 19,041 | $1.446M | 0.0% | $56.05 | — | COMMON STOCK | 756577102 |
| ABEV | COMPANHIA DE BEBIDAS -ADR | 235,000 | $1.434M | 0.0% | $7.28 | — | COMMON STOCK | 02319V103 |
| — | GENERAL MOTORS CO | 88,470 | $1.42M | 0.0% | $16.70 | — | WARRANTS | 37045V126 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 29,990 | $1.383M | 0.0% | $31.80 | +29.0% | COMMON STOCK | 302130109 |
| XEL | XCEL ENERGY INC | 42,844 | $1.379M | 0.0% | $19.78 | +21.6% | COMMON STOCK | 98389B100 |
| DRI | DARDEN RESTAURANTS INC | 19,041 | $1.353M | 0.0% | $35.12 | +24.3% | COMMON STOCK | 237194105 |
| RHI | ROBERT HALF INTL INC | 23,802 | $1.321M | 0.0% | $36.84 | +55.3% | COMMON STOCK | 770323103 |
| TGT | TARGET CORP | 14,790 | $1.207M | 0.0% | $48.23 | +22.4% | COMMON STOCK | 87612E106 |
| — | FIDELITY NL FIN-CONVRT TO CASH | 585,000 | $1.199M | 0.0% | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| HSY | HERSHEY FOODS CORP | 13,330 | $1.184M | 0.0% | $65.69 | +11.2% | COMMON STOCK | 427866108 |
| — | TD AMERITRADE HOLDING CORP | 31,451 | $1.158M | 0.0% | $36.82 | — | COMMON STOCK | 87236Y108 |
| — | HESS CORP | 17,137 | $1.146M | 0.0% | $77.33 | — | COMMON STOCK | 42809H107 |
| — | CONTINENTAL RESOURCES INC | 26,800 | $1.136M | 0.0% | $84.70 | — | COMMON STOCK | 212015101 |
| WYNN | WYNN RESORTS LTD | 11,425 | $1.127M | 0.0% | $123.06 | -20.3% | COMMON STOCK | 983134107 |
| GAP | GAP INC | 29,515 | $1.127M | 0.0% | $27.03 | +0.4% | COMMON STOCK | 364760108 |
| CX | CEMEX SA -SPON ADR PART CERT | 117,180 | $1.073M | 0.0% | $9.16 | — | COMMON STOCK | 151290889 |
| ALKS | ALKERMES PLC | 16,665 | $1.072M | 0.0% | $46.52 | +31.6% | COMMON STOCK | G01767105 |
| MAC | MACERICH COMPANY | 14,284 | $1.066M | 0.0% | $74.63 | — | COMMON STOCK | 554382101 |
| DGX | QUEST DIAGNOSTC | 14,281 | $1.036M | 0.0% | $46.22 | +29.2% | COMMON STOCK | 74834L100 |
| — | RPM INTL INC | 881,000 | $1.03M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | MICROCHIP TECHNOLOGY INC | 9,000 | $1.013M | 0.0% | — | — | Call | 595017904 |
| — | KANSAS CITY SOUTHERN | 10,528 | $960K | 0.0% | $106.77 | — | COMMON STOCK | 485170302 |
| GOGO | GOGO INC | 43,545 | $933K | 0.0% | $21.35 | 0.0% | COMMON STOCK | 38046C109 |
| — | JACOBS ENGINEERING GROUP INC | 22,018 | $894K | 0.0% | $55.13 | — | COMMON STOCK | 469814107 |
| ES | EVERSOURCE ENERGY | 19,041 | $865K | 0.0% | $36.21 | -7.1% | COMMON STOCK | 30040W108 |
| — | MICHAEL KORS HOLDINGS LIMITED | 20,537 | $864K | 0.0% | $62.02 | — | COMMON STOCK | G60754101 |
| — | RACKSPACE HOSTING INC | 23,045 | $857K | 0.0% | $37.19 | — | COMMON STOCK | 750086100 |
| RRGB | RED ROBIN GOURMET BURGERS INC | 9,915 | $851K | 0.0% | $68.85 | +19.7% | COMMON STOCK | 75689M101 |
| — | FXCM INC | 1,000,000 | $845K | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 302693AB2 |
| — | INTERNAP CORP | 88,100 | $815K | 0.0% | $8.47 | — | COMMON STOCK | 45885A300 |
| MTG | MGIC INVESTMENT CORP | 69,885 | $795K | 0.0% | $8.44 | +26.6% | COMMON STOCK | 552848103 |
| FOSL | FOSSIL GROUP INC | 11,426 | $793K | 0.0% | $118.94 | -34.7% | COMMON STOCK | 34988V106 |
| — | DISCOVERY COMMUNICATIONS INC | 23,802 | $792K | 0.0% | $77.97 | — | COMMON STOCK | 25470F104 |
| EMN | EASTMAN CHEM CO | 9,520 | $779K | 0.0% | $47.81 | +14.7% | COMMON STOCK | 277432100 |
| MNRO | MONRO MUFFLER BRAKE INC | 12,425 | $772K | 0.0% | $49.61 | +25.7% | COMMON STOCK | 610236101 |
| GMED | GLOBUS MEDICAL | 29,900 | $768K | 0.0% | $22.79 | +11.1% | COMMON STOCK | 379577208 |
| STAA | STAAR SURGICAL | 77,200 | $746K | 0.0% | $13.85 | -33.0% | COMMON STOCK | 852312305 |
| — | DISCOVERY COMMUNICATIONS - C | 23,802 | $740K | 0.0% | $37.29 | — | COMMON STOCK | 25470F302 |
| TBHC | KIRKLAND'S INC | 26,200 | $730K | 0.0% | $19.47 | +24.0% | COMMON STOCK | 497498105 |
| — | MACQUARIE INFRASTRUCTURE CO | 616,000 | $729K | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| MUR | MURPHY OIL CORP | 17,377 | $722K | 0.0% | $33.48 | -9.2% | COMMON STOCK | 626717102 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 23,802 | $719K | 0.0% | $38.68 | -17.5% | COMMON STOCK | 01741R102 |
| TDC | TERADATA CORP | 19,041 | $705K | 0.0% | $55.04 | -25.2% | COMMON STOCK | 88076W103 |
| PLAY | DAVE & BUSTERS ENTERTAINMENT | 19,420 | $701K | 0.0% | $22.53 | +48.7% | COMMON STOCK | 238337109 |
| OMC | OMNICOM GROUP INC | 9,970 | $693K | 0.0% | $50.39 | +4.7% | COMMON STOCK | 681919106 |
| ZD | J2 GLOBAL INC | 10,125 | $688K | 0.0% | $56.42 | +4.8% | COMMON STOCK | 48123V102 |
| — | GTT COMMUNICATIONS INC | 28,800 | $687K | 0.0% | $13.22 | — | COMMON STOCK | 362393100 |
| — | DRIL-QUIP | 8,925 | $672K | 0.0% | $92.48 | — | COMMON STOCK | 262037104 |
| — | AIRGAS INC | 6,187 | $654K | 0.0% | $106.00 | — | COMMON STOCK | 009363102 |
| — | HOLLYSYS AUTOMATION TECH | 26,800 | $644K | 0.0% | $19.16 | — | COMMON STOCK | G45667105 |
| — | INTERPUBLIC GROUP OF COS | 33,324 | $642K | 0.0% | $9.16 | +53.3% | COMMON STOCK | 460690100 |
| — | BELMOND LTD | 50,950 | $636K | 0.0% | $11.71 | — | COMMON STOCK | G1154H107 |
| — | HOMEINNS HOTEL GROUP | 20,560 | $636K | 0.0% | $30.29 | — | COMMON STOCK | 43742E102 |
| — | IMPERVA INC | 9,200 | $623K | 0.0% | $47.65 | — | COMMON STOCK | 45321L100 |
| — | HORSEHEAD HOLDING CORP | 50,510 | $592K | 0.0% | $16.70 | — | COMMON STOCK | 440694305 |
| — | CIENA CORP | 409,000 | $577K | 0.0% | $1.39 | — | CONVERTIBLE SECURITY | 171779AK7 |
| GNW | GENWORTH FINANCIAL INC | 76,137 | $576K | 0.0% | $10.41 | -23.4% | COMMON STOCK | 37247D106 |
| PRGS | PROGRESS SOFTWA | 20,800 | $572K | 0.0% | $25.96 | +2.7% | COMMON STOCK | 743312100 |
| — | PRIVATEBANCORP INC | 14,150 | $563K | 0.0% | $23.09 | — | COMMON STOCK | 742962103 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 472,000 | $540K | 0.0% | $1.08 | — | CONVERTIBLE SECURITY | 73640QAB1 |
| CALX | CALIX INC | 70,250 | $535K | 0.0% | $9.65 | -15.5% | COMMON STOCK | 13100M509 |
| — | US ECOLOGY INC | 10,750 | $524K | 0.0% | $44.43 | — | COMMON STOCK | 91732J102 |
| LAMR | LAMAR ADVER CO | 8,630 | $496K | 0.0% | $53.64 | — | COMMON STOCK | 512816109 |
| — | INGERSOLL-RAND PLC | 7,190 | $485K | 0.0% | $68.01 | — | COMMON STOCK | G47791101 |
| JBLU | JETBLUE AIRWAYS CORP | 23,200 | $482K | 0.0% | $15.18 | +33.4% | COMMON STOCK | 477143101 |
| CRTO | CRITEO SA | 10,115 | $482K | 0.0% | $47.65 | — | COMMON STOCK | 226718104 |
| WK | WORKIVA | 34,600 | $479K | 0.0% | $14.02 | 0.0% | COMMON STOCK | 98139A105 |
| — | ZELTIQ AESTHETICS | 16,215 | $478K | 0.0% | $29.48 | — | COMMON STOCK | 98933Q108 |
| NICE | NICE SYSTEMS LTD -SPONS ADR | 7,365 | $468K | 0.0% | $51.04 | — | COMMON STOCK | 653656108 |
| — | AMER INTL GRP | 449 | $452K | 0.0% | — | — | Call | 026874904 |
| — | ENDOLOGIX INC | 29,210 | $448K | 0.0% | $14.99 | — | COMMON STOCK | 29266S106 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTION | 31,400 | $430K | 0.0% | $17.17 | -21.4% | COMMON STOCK | 01988P108 |
| — | PALO ALTO NETWORKS | 460 | $396K | 0.0% | — | — | Put | 697435955 |
| SBNY | SIGNATURE BANK | 2,650 | $388K | 0.0% | $129.43 | — | COMMON STOCK | 82669G104 |
| — | ARES CAPITAL CORP | 373,000 | $386K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 04010LAD5 |
| — | STANCORP FINANCIAL GROUP INC | 4,970 | $376K | 0.0% | $68.61 | — | COMMON STOCK | 852891100 |
| — | HEALTH CR REIT | 290,000 | $374K | 0.0% | $1.29 | — | CONVERTIBLE SECURITY | 42217KAR7 |
| MXL | MAXLINEAR INC | 30,500 | $369K | 0.0% | $9.14 | +9.9% | COMMON STOCK | 57776J100 |
| EWBC | EAST WEST BANCORP INC | 8,235 | $369K | 0.0% | $30.54 | +10.1% | COMMON STOCK | 27579R104 |
| MSI | MOTOROLA SOLUTIONS INC | 6,428 | $369K | 0.0% | $47.42 | +6.4% | COMMON STOCK | 620076307 |
| — | NOBLE CORP PLC | 24,000 | $369K | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| BOH | BANK OF HAWAII | 5,540 | $369K | 0.0% | $40.08 | +7.6% | COMMON STOCK | 062540109 |
| CBSH | COMMERCE BANCSHARES INC | 7,805 | $365K | 0.0% | $24.60 | +6.8% | COMMON STOCK | 200525103 |
| FHN | FIRST HORIZON NATIONAL CORP | 22,995 | $360K | 0.0% | $9.73 | +7.6% | COMMON STOCK | 320517105 |
| TER | TERADYNE INC | 18,280 | $353K | 0.0% | $17.22 | +8.3% | COMMON STOCK | 880770102 |
| UNM | UNUMPROVIDENT CORP | 9,790 | $350K | 0.0% | $33.17 | +5.4% | COMMON STOCK | 91529Y106 |
| AOS | SMITH (AO) CORP | 4,865 | $350K | 0.0% | $20.94 | +38.6% | COMMON STOCK | 831865209 |
| — | ASPEN INSURANCE HOLDINGS LTD | 7,190 | $344K | 0.0% | $47.29 | — | COMMON STOCK | G05384105 |
| THG | HANOVER INSURANCE GROUP INC | 4,635 | $343K | 0.0% | $52.13 | +2.1% | COMMON STOCK | 410867105 |
| WRB | WR BERKLEY CORP | 6,605 | $343K | 0.0% | $11.73 | +0.5% | COMMON STOCK | 084423102 |
| SYNA | SYNAPTICS INC | 3,950 | $343K | 0.0% | $66.33 | +37.6% | COMMON STOCK | 87157D109 |
| AFG | AMER FINL GROUP | 5,225 | $340K | 0.0% | $28.80 | +4.5% | COMMON STOCK | 025932104 |
| BKU | BANKUNITED | 9,350 | $336K | 0.0% | $24.85 | 0.0% | COMMON STOCK | 06652K103 |
| PSIX | POWER SOLUTIONS INTERNATIONA | 6,150 | $332K | 0.0% | $59.33 | -0.8% | COMMON STOCK | 73933G202 |
| MD | MEDNAX INC | 4,305 | $319K | 0.0% | $69.74 | +3.2% | COMMON STOCK | 58502B106 |
| — | STILLWATER MINING | 27,355 | $317K | 0.0% | $11.59 | — | COMMON STOCK | 86074Q102 |
| — | XENOPORT INC | 48,905 | $300K | 0.0% | $6.34 | — | COMMON STOCK | 98411C100 |
| — | CIMAREX ENERGY CO | 2,690 | $297K | 0.0% | $143.43 | — | COMMON STOCK | 171798101 |
| — | TARGET CORP | 1,500 | $297K | 0.0% | — | — | Call | 87612E906 |
| — | LEGG MASON INC | 5,660 | $292K | 0.0% | $55.12 | — | COMMON STOCK | 524901105 |
| — | HEALTH NET INC | 4,300 | $276K | 0.0% | $60.47 | — | COMMON STOCK | 42222G108 |
| GHC | GRAHAM HOLDINGS CO | 250 | $269K | 0.0% | $528.21 | +7.6% | COMMON STOCK | 384637104 |
| SNPS | SYNOPSYS INC | 5,260 | $266K | 0.0% | $44.77 | +8.7% | COMMON STOCK | 871607107 |
| — | ROPER INDS INC | 120,000 | $263K | 0.0% | $1.57 | — | CONVERTIBLE SECURITY | 776696AA4 |
| — | VCA INC | 4,700 | $256K | 0.0% | $54.89 | — | COMMON STOCK | 918194101 |
| ALK | ALASKA AIRGROUP INC | 3,940 | $254K | 0.0% | $59.43 | -0.4% | COMMON STOCK | 011659109 |
| — | NXSTAGE MEDICAL INC | 17,700 | $253K | 0.0% | $17.93 | — | COMMON STOCK | 67072V103 |
| LEA | LEAR CORP | 2,250 | $253K | 0.0% | $86.67 | +9.6% | COMMON STOCK | 521865204 |
| — | ITT INDUSTRIES INC | 6,040 | $253K | 0.0% | $39.90 | — | COMMON STOCK | 450911201 |
| — | LAM RESEARCH CORP | 473 | $252K | 0.0% | — | — | Call | 512807908 |
| — | KAPSTONE PAPER AND PACKAGING | 10,730 | $248K | 0.0% | $28.82 | — | COMMON STOCK | 48562P103 |
| — | DENTSPLY INTL INC | 4,800 | $247K | 0.0% | $50.83 | — | COMMON STOCK | 249030107 |
| INFY | INFOSYS LTD - ADR | 15,180 | $241K | 0.0% | $29.88 | — | COMMON STOCK | 456788108 |
| MAT | MATTEL INC | 9,300 | $239K | 0.0% | $26.33 | 0.0% | COMMON STOCK | 577081102 |
| HUM | HUMANA INC. | 1,250 | $239K | 0.0% | $170.85 | 0.0% | COMMON STOCK | 444859102 |
| INGR | INGREDION INC | 2,990 | $239K | 0.0% | $81.81 | -1.8% | COMMON STOCK | 457187102 |
| — | OAKTREE CAPITAL GROUP LLC | 4,500 | $239K | 0.0% | $53.23 | — | COMMON STOCK | 674001201 |
| RL | RALPH LAUREN CORP | 1,800 | $238K | 0.0% | $119.23 | -8.4% | COMMON STOCK | 751212101 |
| DOV | DOVER CORP | 3,375 | $237K | 0.0% | $47.46 | +3.9% | COMMON STOCK | 260003108 |
| PH | PARKER HANNIFIN CORP | 2,015 | $234K | 0.0% | $101.29 | +0.2% | COMMON STOCK | 701094104 |
| GPC | GENUINE PARTS CO | 2,600 | $233K | 0.0% | $70.41 | -3.8% | COMMON STOCK | 372460105 |
| PGR | PROGRESSIVE CORP, OHIO | 8,340 | $232K | 0.0% | $19.50 | +3.0% | COMMON STOCK | 743315103 |
| — | HUBBELL INC -B | 2,135 | $231K | 0.0% | $109.60 | — | COMMON STOCK | 443510201 |
| GNTX | GENTEX CORP | 14,000 | $230K | 0.0% | $17.65 | -0.9% | COMMON STOCK | 371901109 |
| — | BED BATH & BEYOND INC | 3,300 | $228K | 0.0% | $76.67 | — | COMMON STOCK | 075896100 |
| BRO | BROWN & BROWN INC | 6,805 | $224K | 0.0% | $14.58 | +1.6% | COMMON STOCK | 115236101 |
| — | JOHNSON CONTROLS INC | 4,500 | $223K | 0.0% | $49.56 | — | COMMON STOCK | 478366107 |
| — | ALLEGHANY CORP | 470 | $220K | 0.0% | $468.09 | — | COMMON STOCK | 017175100 |
| — | AON PLC | 2,195 | $219K | 0.0% | $96.21 | — | COMMON STOCK | G0408V102 |
| — | CHICOS FAS INC | 13,100 | $218K | 0.0% | $16.64 | — | COMMON STOCK | 168615102 |
| LECO | LINCOLN ELECTRC | 3,555 | $216K | 0.0% | $67.77 | -2.2% | COMMON STOCK | 533900106 |
| — | BONANZA CREEK ENERGY INC | 11,755 | $215K | 0.0% | $41.11 | — | COMMON STOCK | 097793103 |
| MRSH | MARSH & MCLENNAN COS | 3,770 | $214K | 0.0% | $46.67 | +3.0% | COMMON STOCK | 571748102 |
| NVDA | NVIDIA CORP | 10,600 | $213K | 0.0% | $0.52 | 0.0% | COMMON STOCK | 67066G104 |
| — | DOMTAR INC | 5,100 | $211K | 0.0% | $41.37 | — | COMMON STOCK | 257559203 |
| — | CRANE CO | 3,600 | $211K | 0.0% | $58.61 | — | COMMON STOCK | 224399105 |
| — | APPLE INC | 240 | $209K | 0.0% | — | — | Call | 037833900 |
| G | GENPACT LTD | 9,700 | $207K | 0.0% | $20.27 | 0.0% | COMMON STOCK | G3922B107 |
| IP | INTL PAPER CO | 4,320 | $206K | 0.0% | $32.75 | -3.8% | COMMON STOCK | 460146103 |
| CINF | CINCINNATI FINANCIAL CORP | 4,075 | $204K | 0.0% | $38.50 | -0.7% | COMMON STOCK | 172062101 |
| SRE | SEMPRA ENERGY | 2,050 | $203K | 0.0% | $39.15 | -3.3% | COMMON STOCK | 816851109 |
| HII | HUNTINGTON INGALLS INDUSTRIES | 1,800 | $203K | 0.0% | $104.11 | 0.0% | COMMON STOCK | 446413106 |
| — | GENERAL GROWTH PROPERTIES | 7,900 | $203K | 0.0% | $25.70 | — | COMMON STOCK | 370023103 |
| NTAP | NETAPP INC | 6,420 | $203K | 0.0% | $29.00 | -8.8% | COMMON STOCK | 64110D104 |
| — | MICRON TECHNOLOGY INC | 4,485 | $202K | 0.0% | — | — | Call | 595112903 |
| IBN | ICICI BANK LTD -ADR | 15,175 | $158K | 0.0% | $11.56 | — | COMMON STOCK | 45104G104 |
| — | PROSPECT CAPITAL CORP | 155,000 | $156K | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| VLRS | CONTROLADORA VUELA CIA DE AV | 12,000 | $143K | 0.0% | $11.92 | — | COMMON STOCK | 21240E105 |
| — | CLIFFS NATURAL RESOURCES INC | 13,500 | $58,000 | 0.0% | $16.25 | — | COMMON STOCK | 18683K101 |
| — | LAM RESEARCH CORP | 12,000 | $17,000 | 0.0% | $1.42 | — | CONVERTIBLE SECURITY | 512807AL2 |
| — | PRESS GANEY HOLDINGS | 417 | $12,000 | 0.0% | $28.78 | — | COMMON STOCK | 74113L102 |