Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 10, 2015
Total Value: $14.51B (73.9% shares, 26.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 5,126,374 | $565M | 3.9% | $17.85 | +47.3% | COMMON STOCK | 037833100 |
| MSFT | MICROSOFT CORP | 6,443,857 | $285M | 2.0% | $35.30 | +10.2% | COMMON STOCK | 594918104 |
| META | FACEBOOK INC | 2,716,477 | $244M | 1.7% | $36.82 | +147.5% | COMMON STOCK | 30303M102 |
| JPM | JP MORGAN CHASE & CO | 3,560,036 | $217M | 1.5% | $37.72 | +31.5% | COMMON STOCK | 46625H100 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 225,208 | $212M | 1.5% | $1042.58 | — | CONVERTIBLE PREFERRED SECURITY | G0177J116 |
| — | ANTHEM INC | 4,387,435 | $212M | 1.5% | $52.90 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| HD | HOME DEPOT | 1,824,170 | $211M | 1.5% | $58.96 | +53.4% | COMMON STOCK | 437076102 |
| — | LIBERTY (TWX & TWC) | 131,483,000 | $198M | 1.4% | $1.36 | — | CONVERTIBLE SECURITY | 530610AC8 |
| WFC | WELLS FARGO & COMPANY | 3,753,739 | $193M | 1.3% | $29.39 | +39.8% | COMMON STOCK | 949746101 |
| — | SALESFORCE.COM INC | 155,677,000 | $190M | 1.3% | $1.15 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| SBUX | STARBUCKS CORP | 3,077,338 | $175M | 1.2% | $34.43 | +31.7% | COMMON STOCK | 855244109 |
| DIS | DISNEY WALT CO | 1,670,548 | $171M | 1.2% | $73.13 | +36.4% | COMMON STOCK | 254687106 |
| — | NVIDIA CORP | 112,401,000 | $148M | 1.0% | $1.16 | — | CONVERTIBLE SECURITY | 67066GAC8 |
| MA | MASTERCARD INC | 1,620,179 | $146M | 1.0% | $71.17 | +24.1% | COMMON STOCK | 57636Q104 |
| AMZN | AMAZON.COM INC | 270,600 | $139M | 1.0% | $13.63 | +85.4% | COMMON STOCK | 023135106 |
| — | GENERAL ELECTRIC CO | 5,081,712 | $128M | 0.9% | $23.99 | — | COMMON STOCK | 369604103 |
| UPS | UNITED PARCEL SERVICE | 1,279,191 | $126M | 0.9% | $65.85 | +3.0% | COMMON STOCK | 911312106 |
| — | TESLA MOTORS INC | 132,010,000 | $125M | 0.9% | $0.92 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| C | CITIGROUP INC | 2,415,865 | $120M | 0.8% | $36.81 | +10.7% | COMMON STOCK | 172967424 |
| NKE | NIKE INC | 940,647 | $116M | 0.8% | $29.98 | +65.4% | COMMON STOCK | 654106103 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 2,752,333 | $115M | 0.8% | $25.47 | +33.6% | COMMON STOCK | 609207105 |
| JNJ | JOHNSON & JOHNSON | 1,212,630 | $113M | 0.8% | $59.84 | +21.1% | COMMON STOCK | 478160104 |
| — | CELGENE CORP | 1,038,445 | $112M | 0.8% | $106.17 | — | COMMON STOCK | 151020104 |
| — | PRICELINE GROUP INC/THE | 89,975 | $111M | 0.8% | $870.51 | — | COMMON STOCK | 741503403 |
| SYK | STRYKER CORP | 1,131,152 | $106M | 0.7% | $74.14 | +18.6% | COMMON STOCK | 863667101 |
| XOM | EXXON MOBIL CORP | 1,415,077 | $105M | 0.7% | $55.93 | -12.2% | COMMON STOCK | 30231G102 |
| — | SANDISK CORP | 83,419,000 | $104M | 0.7% | $1.33 | — | CONVERTIBLE SECURITY | 80004CAD3 |
| — | PRICELINE.COM INC | 84,458,000 | $99.48M | 0.7% | $1.13 | — | CONVERTIBLE SECURITY | 741503AS5 |
| SLB | SCHLUMBERGER LTD | 1,427,419 | $98.45M | 0.7% | $53.29 | +10.5% | COMMON STOCK | 806857108 |
| — | PRICELINE.COM INC | 69,460,000 | $97.67M | 0.7% | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | WALGREENS BOOTS ALLIANCE INC | 1,120,808 | $93.14M | 0.6% | $76.71 | — | COMMON STOCK | 931427108 |
| LMT | LOCKHEED MARTIN CORP | 434,843 | $90.15M | 0.6% | $147.41 | +4.4% | COMMON STOCK | 539830109 |
| — | YAHOO! INC | 91,009,000 | $88.42M | 0.6% | $1.10 | — | CONVERTIBLE SECURITY | 984332AF3 |
| PFE | PFIZER INC | 2,800,379 | $87.96M | 0.6% | $17.15 | +20.1% | COMMON STOCK | 717081103 |
| CMCSA | COMCAST CORP | 1,522,606 | $86.61M | 0.6% | $19.80 | +17.9% | COMMON STOCK | 20030N101 |
| — | INTEL CORP | 56,604,000 | $85.53M | 0.6% | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| — | ILLUMINA INC | 77,325,000 | $85.05M | 0.6% | $1.17 | — | CONVERTIBLE SECURITY | 452327AF6 |
| MRK | MERCK & CO | 1,701,490 | $84.04M | 0.6% | $33.72 | +13.9% | COMMON STOCK | 58933Y105 |
| — | CROWN CASTLE INTL CORP | 798,460 | $81.33M | 0.6% | $103.00 | — | CONVERTIBLE PREFERRED SECURITY | 22822V200 |
| — | AMER TOWER CORP | 818,277 | $80.89M | 0.6% | $106.36 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| KO | COCA-COLA CO | 1,926,433 | $77.29M | 0.5% | $27.87 | +3.4% | COMMON STOCK | 191216100 |
| — | NEXTERA ENERGY INC | 1,445,800 | $76.93M | 0.5% | $54.26 | — | CONVERTIBLE PREFERRED SECURITY | 65339F861 |
| — | REYNOLDS AMERICAN INC | 1,692,801 | $74.94M | 0.5% | $59.51 | — | COMMON STOCK | 761713106 |
| — | SERVICENOW INC | 64,739,000 | $73.24M | 0.5% | $1.14 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| — | LABORATORY CRP OF AMER HLDGS | 673,556 | $73.06M | 0.5% | $118.33 | — | COMMON STOCK | 50540R409 |
| — | JARDEN CORP | 63,069,000 | $72.59M | 0.5% | $1.19 | — | CONVERTIBLE SECURITY | 471109AM0 |
| CSX | CSX CORPORATION | 2,693,858 | $72.47M | 0.5% | $9.44 | -11.3% | COMMON STOCK | 126408103 |
| — | ON SEMICONDUCTOR CORP | 64,471,000 | $72.14M | 0.5% | $1.15 | — | CONVERTIBLE SECURITY | 682189AH8 |
| — | MOLINA HEALTHCARE INC | 55,335,000 | $72.11M | 0.5% | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | WORKDAY INC - TRANCHE 1 | 66,030,000 | $71.56M | 0.5% | $1.15 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| ACN | ACCENTURE PLC | 718,870 | $70.64M | 0.5% | $63.81 | +31.3% | COMMON STOCK | G1151C101 |
| DG | DOLLAR GENERAL | 957,939 | $69.39M | 0.5% | $61.56 | +8.5% | COMMON STOCK | 256677105 |
| — | TYSON FOODS | 1,328,725 | $68.11M | 0.5% | $50.21 | — | CONVERTIBLE PREFERRED SECURITY | 902494301 |
| ZTS | ZOETIS | 1,640,609 | $67.56M | 0.5% | $43.57 | -1.9% | COMMON STOCK | 98978V103 |
| COST | COSTCO WHOLESALE CORP | 459,167 | $66.38M | 0.5% | $91.75 | +30.4% | COMMON STOCK | 22160K105 |
| AIG | AMER INTL GROUP | 1,163,327 | $66.1M | 0.5% | $35.29 | +33.7% | COMMON STOCK | 026874784 |
| PG | PROCTER & GAMBLE CO | 916,562 | $65.94M | 0.5% | $61.63 | -8.6% | COMMON STOCK | 742718109 |
| TMUS | T-MOBILE US INC | 1,615,155 | $64.3M | 0.4% | $34.61 | +11.4% | COMMON STOCK | 872590104 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 1,025,894 | $64.23M | 0.4% | $43.39 | +28.3% | COMMON STOCK | 192446102 |
| — | WELLS FARGO & COMPANY | 54,918 | $64.14M | 0.4% | $1212.55 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| — | T-MOBILE US INC | 922,804 | $63.73M | 0.4% | $59.78 | — | CONVERTIBLE PREFERRED SECURITY | 872590203 |
| — | BROADCOM CORP | 1,232,467 | $63.39M | 0.4% | $47.04 | — | COMMON STOCK | 111320107 |
| — | GILEAD SCIENCE | 14,298,000 | $61.92M | 0.4% | $2.29 | — | CONVERTIBLE SECURITY | 375558AP8 |
| — | CEPHEID INC | 60,458,000 | $61.82M | 0.4% | $1.11 | — | CONVERTIBLE SECURITY | 15670RAC1 |
| DAL | DELTA AIR LINES INC | 1,367,468 | $61.36M | 0.4% | $33.32 | +18.7% | COMMON STOCK | 247361702 |
| — | CERNER CORP | 1,017,134 | $60.99M | 0.4% | $72.33 | — | COMMON STOCK | 156782104 |
| — | EXELON CORP | 1,388,313 | $60.6M | 0.4% | $50.73 | — | CONVERTIBLE PREFERRED SECURITY | 30161N127 |
| — | DOMINION RESOURCES INC VA | 1,219,201 | $60.48M | 0.4% | $49.64 | — | CONVERTIBLE PREFERRED SECURITY | 25746U869 |
| — | ARES CAPITAL CORP | 58,602,000 | $60.34M | 0.4% | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 1,266,815 | $60.14M | 0.4% | $28.84 | +23.1% | COMMON STOCK | 34964C106 |
| ACHC | ACADIA HEALTHCARE | 895,641 | $59.35M | 0.4% | $66.29 | +16.0% | COMMON STOCK | 00404A109 |
| — | LIBERTY MEDIA CORPORATION | 61,599,000 | $58.49M | 0.4% | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| — | ARES CAPITAL CORP | 57,683,000 | $58.14M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 04010LAB9 |
| HCA | HCA HOLDINGS INC | 746,298 | $57.73M | 0.4% | $82.31 | 0.0% | COMMON STOCK | 40412C101 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLER AUTOMOBILES NV | 483,417 | $57.38M | 0.4% | $123.62 | — | CONVERTIBLE PREFERRED SECURITY | N31738110 |
| — | LAM RESEARCH CORP | 48,951,000 | $55.55M | 0.4% | $1.21 | — | CONVERTIBLE SECURITY | 512807AJ7 |
| CVX | CHEVRONTEXACO CORP | 694,413 | $54.77M | 0.4% | $71.30 | -24.5% | COMMON STOCK | 166764100 |
| GILD | GILEAD SCIENCES INC | 552,389 | $54.24M | 0.4% | $47.43 | +63.4% | COMMON STOCK | 375558103 |
| — | HILTON WORLDWIDE HOLDINGS | 2,361,113 | $54.16M | 0.4% | $22.94 | — | COMMON STOCK | 43300A104 |
| SPY | SPDR TRUST SERIES 1 | 281,540 | $53.95M | 0.4% | $205.85 | — | COMMON STOCK | 78462F103 |
| CRM | SALESFORCE.COM INC | 774,411 | $53.77M | 0.4% | $51.23 | +36.7% | COMMON STOCK | 79466L302 |
| PVH | PVH CORP | 522,639 | $53.28M | 0.4% | $115.06 | -2.7% | COMMON STOCK | 693656100 |
| — | STANLEY BLACK & DECKER INC | 393,517 | $52.77M | 0.4% | $130.15 | — | CONVERTIBLE PREFERRED SECURITY | 854502309 |
| — | DELPHI AUTOMOTIVE PLC | 684,563 | $52.05M | 0.4% | $74.23 | — | COMMON STOCK | G27823106 |
| — | ALEXION PHARMACEUTICALS INC | 329,734 | $51.57M | 0.4% | $161.01 | — | COMMON STOCK | 015351109 |
| — | HOLOGIC INC | 39,756,000 | $50.47M | 0.3% | $1.27 | — | CONVERTIBLE SECURITY | 436440AG6 |
| SABR | SABRE CORP | 1,854,150 | $50.4M | 0.3% | $22.32 | +21.1% | COMMON STOCK | 78573M104 |
| — | REALOGY HOLDINGS CORP | 1,337,953 | $50.35M | 0.3% | $40.42 | — | COMMON STOCK | 75605Y106 |
| — | JARDEN CORP | 37,311,000 | $50.31M | 0.3% | $1.32 | — | CONVERTIBLE SECURITY | 471109AL2 |
| ABBV | ABBVIE | 919,018 | $50M | 0.3% | $38.80 | +9.6% | COMMON STOCK | 00287Y109 |
| — | BIOMARIN PHARMACEUTICAL INC | 35,219,000 | $47.63M | 0.3% | $1.12 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| PEP | PEPSICO INC | 502,663 | $47.4M | 0.3% | $62.15 | +11.8% | COMMON STOCK | 713448108 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 523,340 | $46.62M | 0.3% | $70.94 | +9.3% | COMMON STOCK | V7780T103 |
| — | BANK OF AMERICA CORP | 43,184 | $46.51M | 0.3% | $1156.05 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| — | UNITED TECHNOLOGIES CORP | 522,474 | $46.49M | 0.3% | $96.11 | — | COMMON STOCK | 913017109 |
| MET | METLIFE INC | 981,970 | $46.3M | 0.3% | $32.23 | +2.1% | COMMON STOCK | 59156R108 |
| T | AT&T INC | 1,415,020 | $46.1M | 0.3% | $11.52 | +6.5% | COMMON STOCK | 00206R102 |
| STT | STATE STREET CORP | 677,672 | $45.55M | 0.3% | $48.07 | +15.0% | COMMON STOCK | 857477103 |
| WDC | WESTERN DIGITAL CORP | 572,360 | $45.47M | 0.3% | $59.67 | -14.7% | COMMON STOCK | 958102105 |
| — | RAYTHEON CO | 415,386 | $45.38M | 0.3% | $109.26 | — | COMMON STOCK | 755111507 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 192,714 | $45.29M | 0.3% | $40.52 | 0.0% | COMMON STOCK | 45866F104 |
| V | VISA INC | 635,809 | $44.29M | 0.3% | $61.06 | +8.7% | COMMON STOCK | 92826C839 |
| — | SHIRE PLC | 214,952 | $44.12M | 0.3% | $231.05 | — | COMMON STOCK | 82481R106 |
| ILMN | ILLUMINA INC | 249,527 | $43.87M | 0.3% | $106.31 | +90.1% | COMMON STOCK | 452327109 |
| CSGP | COSTAR GRP INC | 250,354 | $43.33M | 0.3% | $19.87 | -3.6% | COMMON STOCK | 22160N109 |
| — | CALATLANTIC GROUP INC | 37,249,000 | $43.15M | 0.3% | $1.26 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| ALKS | ALKERMES PLC | 732,482 | $42.98M | 0.3% | $65.57 | +0.7% | COMMON STOCK | G01767105 |
| — | ELECTRONIC ARTS INC | 20,045,000 | $42.69M | 0.3% | $1.10 | — | CONVERTIBLE SECURITY | 285512AA7 |
| — | ENVISION HEALTHCARE HOLDINGS | 1,157,538 | $42.59M | 0.3% | $38.10 | — | COMMON STOCK | 29413U103 |
| UNP | UNION PACIFIC CORP | 480,733 | $42.5M | 0.3% | $63.93 | +12.9% | COMMON STOCK | 907818108 |
| — | STERICYCLE INC | 417,071 | $42.42M | 0.3% | $101.72 | — | CONVERTIBLE PREFERRED SECURITY | 858912207 |
| ETN | EATON CORP PLC | 810,872 | $41.6M | 0.3% | $46.84 | -0.7% | COMMON STOCK | G29183103 |
| PM | PHILIP MORRIS INTERNATIONAL | 524,045 | $41.57M | 0.3% | $49.78 | -1.8% | COMMON STOCK | 718172109 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 440,460 | $41.37M | 0.3% | $88.44 | +4.0% | COMMON STOCK | 98956P102 |
| — | TE CONNECTIVITY LTD | 686,263 | $41.1M | 0.3% | $59.12 | — | COMMON STOCK | H84989104 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 40,662,000 | $41.07M | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| — | CEPHEID INC | 906,265 | $40.96M | 0.3% | $49.29 | — | COMMON STOCK | 15670R107 |
| BA | BOEING CO | 312,474 | $40.92M | 0.3% | $108.89 | +13.3% | COMMON STOCK | 097023105 |
| — | INTEGRA LIFESCI | 33,771,000 | $40.28M | 0.3% | $1.07 | — | CONVERTIBLE SECURITY | 457985AK5 |
| EOG | EOG RESOURCES INC | 546,613 | $39.79M | 0.3% | $57.66 | -0.9% | COMMON STOCK | 26875P101 |
| — | SEACOR HOLDINGS INC | 41,311,000 | $39.66M | 0.3% | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| ORCL | ORACLE CORP | 1,093,997 | $39.52M | 0.3% | $27.82 | +18.3% | COMMON STOCK | 68389X105 |
| NOC | NORTHROP GRUMMAN CORP | 237,157 | $39.36M | 0.3% | $117.40 | +20.6% | COMMON STOCK | 666807102 |
| — | FRONTIER COMMUNICATIONS CORP | 421,593 | $39.27M | 0.3% | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| BAH | BOOZ ALLEN HAMILTON | 1,463,461 | $38.36M | 0.3% | $23.58 | -6.4% | COMMON STOCK | 099502106 |
| — | WABCO HOLDINGS INC | 349,050 | $36.59M | 0.3% | $122.57 | — | COMMON STOCK | 92927K102 |
| — | STANLEY BLACK & DECKER INC | 328,595 | $36.15M | 0.2% | $109.82 | — | CONVERTIBLE PREFERRED SECURITY | 854502804 |
| — | MGIC INVESTMENT CORP | 25,095,000 | $36.11M | 0.2% | $1.45 | — | CONVERTIBLE SECURITY | 552848AE3 |
| LLY | ELI LILLY & CO | 426,637 | $35.7M | 0.2% | $42.39 | +66.2% | COMMON STOCK | 532457108 |
| AJG | ARTHUR J GALLAGHER & CO | 857,050 | $35.38M | 0.2% | $36.75 | +2.4% | COMMON STOCK | 363576109 |
| — | EMERGENT BIOSOLUTIONS INC | 31,233,000 | $35.36M | 0.2% | $1.16 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| — | AMSURG CORP | 238,439 | $35.33M | 0.2% | $127.25 | — | CONVERTIBLE PREFERRED SECURITY | 03232P504 |
| — | WELLTOWER INC | 576,882 | $35.03M | 0.2% | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| — | ACORDA THERAPEUTICS INC | 38,013,000 | $34.71M | 0.2% | $1.04 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| — | FIREEYE | 1,088,574 | $34.64M | 0.2% | $41.09 | — | COMMON STOCK | 31816Q101 |
| OXY | OCCIDENTAL PETROLEUM CORP | 522,951 | $34.59M | 0.2% | $57.80 | -11.2% | COMMON STOCK | 674599105 |
| EVR | EVERCORE PARTNERS INC | 678,753 | $34.1M | 0.2% | $40.21 | +8.6% | COMMON STOCK | 29977A105 |
| — | STARWOOD PROPERTY TRUST INC | 32,974,000 | $33.82M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 785,614 | $33.73M | 0.2% | $47.59 | — | COMMON STOCK | G5480U104 |
| DECK | DECKERS OUTDOOR | 574,784 | $33.37M | 0.2% | $10.93 | +2.1% | COMMON STOCK | 243537107 |
| — | PALO ALTO NETWORKS | 20,395,000 | $33.22M | 0.2% | $1.63 | — | CONVERTIBLE SECURITY | 697435AB1 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 21,474,000 | $33.16M | 0.2% | $1.33 | — | CONVERTIBLE SECURITY | 874054AC3 |
| — | VERIFONE SYSTEMS INC | 1,175,192 | $32.59M | 0.2% | $34.76 | — | COMMON STOCK | 92342Y109 |
| — | GULFPORT ENGY | 1,081,279 | $32.09M | 0.2% | $40.25 | — | COMMON STOCK | 402635304 |
| — | IMS HEALTH HOLDINGS INC | 1,102,053 | $32.07M | 0.2% | $29.10 | — | COMMON STOCK | 44970B109 |
| — | DEPOMED INC | 26,329,000 | $31.57M | 0.2% | $1.17 | — | CONVERTIBLE SECURITY | 249908AA2 |
| — | JAZZ PHARMACEUTICLS | 30,825,000 | $31.48M | 0.2% | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| TSLA | TESLA MOTORS INC | 126,569 | $31.44M | 0.2% | $16.99 | 0.0% | COMMON STOCK | 88160R101 |
| — | LIONS GATE ENTERTAINMENT CORP | 849,396 | $31.26M | 0.2% | $29.62 | — | COMMON STOCK | 535919203 |
| — | ILLUMINA INC | 26,843,000 | $31.22M | 0.2% | $1.23 | — | CONVERTIBLE SECURITY | 452327AH2 |
| — | MEDIDATA SOLUTIONS INC | 29,119,000 | $30.86M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | WEYERHAEUSER CO | 646,353 | $30.84M | 0.2% | $53.37 | — | CONVERTIBLE PREFERRED SECURITY | 962166872 |
| — | NUVASIVE INC | 24,258,000 | $30.75M | 0.2% | $1.24 | — | CONVERTIBLE SECURITY | 670704AC9 |
| — | SOUTHWESTERN ENERGY CO | 984,420 | $30.6M | 0.2% | $50.03 | — | CONVERTIBLE PREFERRED SECURITY | 845467208 |
| — | BLACKSTONE GROUP LP | 962,820 | $30.49M | 0.2% | $22.79 | — | COMMON STOCK | 09253U108 |
| HON | HONEYWELL INTL | 318,001 | $30.11M | 0.2% | $65.23 | +12.4% | COMMON STOCK | 438516106 |
| — | TAKE-TWO INTER | 21,040,000 | $30.06M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 874054AD1 |
| VZ | VERIZON COMM | 687,564 | $29.92M | 0.2% | $26.71 | +1.1% | COMMON STOCK | 92343V104 |
| — | RTI INTL METALS | 28,335,000 | $29.82M | 0.2% | $0.96 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | MICRON TECHNOLOGY | 19,693,000 | $29.35M | 0.2% | $1.60 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | MENTOR GRAPHICS | 23,250,000 | $29.26M | 0.2% | $1.22 | — | CONVERTIBLE SECURITY | 587200AK2 |
| — | CITRIX SYSTEMS INC | 27,522,000 | $28.96M | 0.2% | $1.06 | — | CONVERTIBLE SECURITY | 177376AD2 |
| BRK/B | BERKSHIRE HTH | 221,762 | $28.92M | 0.2% | $110.89 | +23.5% | COMMON STOCK | 084670702 |
| — | SUNPOWER CORP | 26,709,000 | $28.46M | 0.2% | $1.26 | — | CONVERTIBLE SECURITY | 867652AG4 |
| BIIB | BIOGEN INC | 96,936 | $28.29M | 0.2% | $315.47 | +4.7% | COMMON STOCK | 09062X103 |
| — | CTRIP.COM INTL LTD | 25,965,000 | $28.12M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| WDAY | WORKDAY INC | 407,943 | $28.09M | 0.2% | $77.28 | 0.0% | COMMON STOCK | 98138H101 |
| NEE | NEXTERA ENERGY INC | 285,255 | $27.83M | 0.2% | $18.15 | +7.1% | COMMON STOCK | 65339F101 |
| BIDU | BAIDU INC | 202,005 | $27.76M | 0.2% | $209.18 | — | COMMON STOCK | 056752108 |
| BAC | BANK OF AMER CP | 1,767,414 | $27.54M | 0.2% | $10.68 | +25.9% | COMMON STOCK | 060505104 |
| ALL | ALLSTATE CORP | 467,623 | $27.23M | 0.2% | $37.24 | +33.6% | COMMON STOCK | 020002101 |
| AXP | AMER EXPRESS CO. | 363,863 | $26.97M | 0.2% | $59.68 | +11.0% | COMMON STOCK | 025816109 |
| — | AIR LEASE | 20,407,000 | $26.03M | 0.2% | $1.30 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | DOW CHEMICAL CO | 613,147 | $26M | 0.2% | $32.86 | — | COMMON STOCK | 260543103 |
| MAN | MANPOWERGROUP INC | 306,475 | $25.1M | 0.2% | $79.98 | +11.4% | COMMON STOCK | 56418H100 |
| — | ANADARKO PETROLEUM | 414,787 | $25.05M | 0.2% | $91.00 | — | COMMON STOCK | 032511107 |
| PWR | QUANTA SERVICES INC | 1,031,185 | $24.96M | 0.2% | $28.60 | -12.7% | COMMON STOCK | 74762E102 |
| — | ULTIMATE SOFTWARE GROUP INC | 139,340 | $24.94M | 0.2% | $165.30 | — | COMMON STOCK | 90385D107 |
| BP | BP PLC | 800,000 | $24.45M | 0.2% | $41.74 | — | COMMON STOCK | 055622104 |
| ROK | ROCKWELL AUTOMTN | 237,242 | $24.07M | 0.2% | $69.05 | +33.8% | COMMON STOCK | 773903109 |
| MCD | MCDONALD'S CORP | 232,395 | $22.9M | 0.2% | $71.85 | +4.9% | COMMON STOCK | 580135101 |
| — | FINISAR CORP | 25,342,000 | $22.77M | 0.2% | $0.96 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| BLMN | BLOOMIN' BRANDS | 1,250,896 | $22.74M | 0.2% | $18.77 | -11.8% | COMMON STOCK | 094235108 |
| — | HOLOGIC INC | 16,060,000 | $21.81M | 0.2% | $1.07 | — | CONVERTIBLE SECURITY | 436440AC5 |
| — | ILLUMINA INC | 9,813,000 | $20.59M | 0.1% | $2.42 | — | CONVERTIBLE SECURITY | 452327AD1 |
| — | JARDEN CORP | 12,675,000 | $20.39M | 0.1% | $1.42 | — | CONVERTIBLE SECURITY | 471109AH1 |
| — | MOLINA HEALTHCARE INC | 11,542,000 | $20.14M | 0.1% | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | TABLEAU SOFTWARE INC | 244,572 | $19.51M | 0.1% | $79.78 | — | COMMON STOCK | 87336U105 |
| AMAT | APPLIED MATERIALS INC | 1,326,154 | $19.48M | 0.1% | $20.52 | -28.2% | COMMON STOCK | 038222105 |
| — | OCH-ZIFF CAPITAL MANAGEMENT | 2,223,750 | $19.41M | 0.1% | $12.05 | — | COMMON STOCK | 67551U105 |
| INTC | INTEL CORP | 640,291 | $19.3M | 0.1% | $18.76 | +20.6% | COMMON STOCK | 458140100 |
| — | SUNEDISON INC | 24,725,000 | $18.79M | 0.1% | $1.15 | — | CONVERTIBLE SECURITY | 86732YAC3 |
| QRVO | QORVO INC | 407,111 | $18.34M | 0.1% | $60.33 | 0.0% | COMMON STOCK | 74736K101 |
| — | NOVELLUS SYSTEMS INC | 9,325,000 | $18.27M | 0.1% | $2.15 | — | CONVERTIBLE SECURITY | 670008AD3 |
| — | MEDICINES CO | 12,500,000 | $18.19M | 0.1% | $1.51 | — | CONVERTIBLE SECURITY | 584688AC9 |
| — | MICRON TECH | 20,959,000 | $17.79M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 595112AY9 |
| QCOM | QUALCOMM INC | 319,290 | $17.16M | 0.1% | $47.20 | -6.5% | COMMON STOCK | 747525103 |
| — | ECHO GLOBAL LOGISTICS INC | 18,976,000 | $17.06M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 27875TAA9 |
| — | QIHOO 360 TECHNOLOGY | 20,185,000 | $16.99M | 0.1% | $0.84 | — | CONVERTIBLE SECURITY | 74734MAF6 |
| — | S & P 500 INDEX | 5,282 | $16.9M | 0.1% | — | — | Put | 78462F953 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 268,500 | $16.85M | 0.1% | $47.03 | +26.0% | COMMON STOCK | 33616C100 |
| — | CALATLANTIC GROUP INC | 12,000,000 | $16.52M | 0.1% | $1.37 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | VIPSHOP HOLDINGS LTD | 15,000,000 | $16.39M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| — | INCYTE GENOMICS | 7,335,000 | $16.19M | 0.1% | $1.82 | — | CONVERTIBLE SECURITY | 45337CAN2 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $16.12M | 0.1% | $1.24 | — | CONVERTIBLE SECURITY | 00163UAA4 |
| — | VERINT SYSTEMS | 16,680,000 | $16.03M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 92343XAA8 |
| — | MELLANOX TECHNOLOGIES LTD | 419,649 | $15.86M | 0.1% | $44.61 | — | COMMON STOCK | M51363113 |
| — | IAC INTERACTIVECORP | 242,409 | $15.82M | 0.1% | $62.22 | — | COMMON STOCK | 44919P508 |
| F | FORD MOTOR CO | 1,160,719 | $15.75M | 0.1% | $7.78 | +4.7% | COMMON STOCK | 345370860 |
| — | ALCOA INC | 470,315 | $15.71M | 0.1% | $39.53 | — | CONVERTIBLE PREFERRED SECURITY | 013817309 |
| — | CEMEX SA | 15,000,000 | $15.6M | 0.1% | $1.49 | — | CONVERTIBLE SECURITY | 151290BC6 |
| — | INFINERA CORP | 9,500,000 | $15.48M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| — | NEXTERA ENERGY INC | 300,000 | $15.44M | 0.1% | $51.45 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| WMT | WAL-MART STORES INC | 236,839 | $15.36M | 0.1% | $20.18 | -6.3% | COMMON STOCK | 931142103 |
| IBM | INT'L BUSINESS MACHINES CORP | 105,793 | $15.34M | 0.1% | $114.24 | -16.5% | COMMON STOCK | 459200101 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 112,983 | $15.01M | 0.1% | $176.20 | -2.3% | COMMON STOCK | G50871105 |
| — | GREENBRIER COMPANIES | 13,737,000 | $14.95M | 0.1% | $1.40 | — | CONVERTIBLE SECURITY | 393657AH4 |
| NOK | NOKIA CP - ADR | 2,200,000 | $14.92M | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| CVS | CVS HEALTH CORP | 153,545 | $14.81M | 0.1% | $45.22 | +72.0% | COMMON STOCK | 126650100 |
| — | HOMEAWAY INC | 15,900,000 | $14.69M | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 43739QAB6 |
| TJX | TJX COMPANIES INC | 203,035 | $14.5M | 0.1% | $20.82 | +45.8% | COMMON STOCK | 872540109 |
| — | MICRON TECHNOLOGY (SERIES F) | 9,475,000 | $14.5M | 0.1% | $3.21 | — | CONVERTIBLE SECURITY | 595112AV5 |
| MO | ALTRIA GROUP INC | 263,976 | $14.36M | 0.1% | $16.49 | +63.8% | COMMON STOCK | 02209S103 |
| — | YANDEX NV | 16,601,000 | $14.14M | 0.1% | $0.83 | — | CONVERTIBLE SECURITY | 98474TAB3 |
| CSCO | CISCO SYSTEMS INC | 537,849 | $14.12M | 0.1% | $15.76 | +24.2% | COMMON STOCK | 17275R102 |
| — | VIAVI SOLUTIONS INC | 15,000,000 | $14.07M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| — | WORKDAY INC - TRANCHE 2 | 12,609,000 | $13.99M | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| CCL | CARNIVAL CORP | 281,295 | $13.98M | 0.1% | $29.96 | +46.9% | COMMON STOCK | 143658300 |
| — | TOLL BROTHERS FINANCE CORP. | 13,423,000 | $13.84M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | STARWOOD WAYPOINT RESIDENTIAL | 14,231,000 | $13.61M | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| PRAA | PRA GROUP INC | 256,385 | $13.57M | 0.1% | $55.85 | +3.9% | COMMON STOCK | 69354N106 |
| — | INTERDGTL COMMS | 13,000,000 | $13.54M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 458660AB3 |
| — | ALLERGAN PLC | 49,285 | $13.4M | 0.1% | $302.90 | — | COMMON STOCK | G0177J108 |
| MDT | MEDTRONIC PLC | 196,364 | $13.14M | 0.1% | $58.10 | -1.9% | COMMON STOCK | G5960L103 |
| MAS | MASCO CORP | 516,670 | $13.01M | 0.1% | $14.91 | +47.6% | COMMON STOCK | 574599106 |
| — | SHUTTERFLY INC | 14,000,000 | $12.9M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| — | ROADRUNNER TRANSPORTATION | 694,332 | $12.78M | 0.1% | $25.67 | — | COMMON STOCK | 76973Q105 |
| LOW | LOWE'S COMPANIES | 184,677 | $12.73M | 0.1% | $33.77 | +68.6% | COMMON STOCK | 548661107 |
| CMI | CUMMINS INC | 116,645 | $12.66M | 0.1% | $109.11 | -14.8% | COMMON STOCK | 231021106 |
| — | CHESAPEAKE ENERGY | 17,270,000 | $12.46M | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 165167CB1 |
| — | QLIK TECHNOLOGIES INC | 338,858 | $12.35M | 0.1% | $35.95 | — | COMMON STOCK | 74733T105 |
| AMGN | AMGEN INC | 88,908 | $12.3M | 0.1% | $76.66 | +51.6% | COMMON STOCK | 031162100 |
| — | PROOFPOINT | 7,500,000 | $12.2M | 0.1% | $1.39 | — | CONVERTIBLE SECURITY | 743424AB9 |
| — | CORNERSTONE ONDEMAND INC | 12,010,000 | $12.04M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| — | SPIRIT REALTY CAPITAL INC | 12,842,000 | $12.01M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| JLL | JONES LANG LASALLE INC | 83,195 | $11.96M | 0.1% | $162.49 | -1.9% | COMMON STOCK | 48020Q107 |
| — | VANTIV INC | 262,450 | $11.79M | 0.1% | $36.47 | — | COMMON STOCK | 92210H105 |
| — | MERITAGE CORP | 11,635,000 | $11.55M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| CHKP | CHECK POINT SOFTWARE TECH | 142,630 | $11.31M | 0.1% | $79.55 | +0.4% | COMMON STOCK | M22465104 |
| WHR | WHIRLPOOL CORP | 76,621 | $11.28M | 0.1% | $187.83 | -9.9% | COMMON STOCK | 963320106 |
| GWRE | GUIDEWIRE SOFTWARE | 213,018 | $11.2M | 0.1% | $51.20 | +8.0% | COMMON STOCK | 40171V100 |
| — | BIOMARIN PHARMACEUTICAL INC | 8,308,000 | $10.88M | 0.1% | $1.33 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| HURN | HURON CONSULTING GROUP INC | 173,225 | $10.83M | 0.1% | $67.32 | +6.3% | COMMON STOCK | 447462102 |
| — | ELECTRONICS FOR IMAGING INC | 10,500,000 | $10.81M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 286082AC6 |
| AMCX | AMC NETWORKS INC | 145,740 | $10.66M | 0.1% | $71.90 | +7.4% | COMMON STOCK | 00164V103 |
| — | INCYTE GENOMICS | 4,898,000 | $10.65M | 0.1% | $1.73 | — | CONVERTIBLE SECURITY | 45337CAM4 |
| UNH | UNITEDHEALTH GROUP INC | 90,617 | $10.51M | 0.1% | $55.04 | +83.9% | COMMON STOCK | 91324P102 |
| — | STERIS CORP | 161,035 | $10.46M | 0.1% | $68.95 | — | COMMON STOCK | 859152100 |
| CYH | COMMUNTY HEALTH SYSTEMS INC | 244,255 | $10.45M | 0.1% | $42.50 | +7.9% | COMMON STOCK | 203668108 |
| — | LIVE NATION ENTERTAINMENT INC | 10,000,000 | $10.45M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| — | TESLA MOTORS INC | 10,650,000 | $10.29M | 0.1% | $0.93 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| — | L-3 COMMUNICATIONS HOLDINGS | 97,931 | $10.24M | 0.1% | $125.09 | — | COMMON STOCK | 502424104 |
| — | DISCOVER FINANCIAL SERVICES | 195,974 | $10.19M | 0.1% | $47.71 | — | COMMON STOCK | 254709108 |
| — | BROOKDALE SENIOR LIVING INC | 9,500,000 | $10.18M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 112463AA2 |
| — | MGIC INVESTMENT CORP | 9,510,000 | $10.11M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 552848AD5 |
| DUK | DUKE ENERGY CORP | 140,282 | $10.09M | 0.1% | $42.30 | +11.5% | COMMON STOCK | 26441C204 |
| — | MERCADOLIBRE INC | 10,000,000 | $9.821M | 0.1% | $0.98 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| BK | BANK OF NEW YORK MELLON CORP | 246,248 | $9.641M | 0.1% | $21.85 | +46.4% | COMMON STOCK | 064058100 |
| — | SPECTRANETICS CP | 810,260 | $9.553M | 0.1% | $20.05 | — | COMMON STOCK | 84760C107 |
| TMO | THERMO FISHER SCIENTIFIC INC | 76,957 | $9.41M | 0.1% | $84.80 | +49.0% | COMMON STOCK | 883556102 |
| — | AMTRUST FIN SVCS | 10,121,000 | $9.284M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 032359AG6 |
| — | VERINT SYSTEMS | 210,865 | $9.099M | 0.1% | $60.40 | — | COMMON STOCK | 92343X100 |
| — | LIGAND PHARMACEUTICALS INC | 7,000,000 | $9.074M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| — | WPX ENERGY | 240,000 | $8.862M | 0.1% | $36.92 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| — | ARES CAPITAL CORP | 8,603,000 | $8.856M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| — | XILINX INC | 5,910,000 | $8.855M | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 983919AF8 |
| BMY | BRISTOL MYERS SQUIBB | 147,112 | $8.709M | 0.1% | $29.83 | +49.3% | COMMON STOCK | 110122108 |
| GS | GOLDMAN SACHS | 49,847 | $8.661M | 0.1% | $120.38 | +32.0% | COMMON STOCK | 38141G104 |
| ELV | ANTHEM INC | 60,467 | $8.465M | 0.1% | $110.38 | +17.6% | COMMON STOCK | 036752103 |
| — | CARDTRONICS INC | 8,800,000 | $8.403M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| THRM | GENTHERM INC | 185,385 | $8.327M | 0.1% | $43.43 | +10.3% | COMMON STOCK | 37253A103 |
| — | DEMANDWARE | 161,100 | $8.326M | 0.1% | $64.87 | — | COMMON STOCK | 24802Y105 |
| — | BOTTOMLINE TECH | 7,750,000 | $8.238M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| — | RAMBUS INC | 7,000,000 | $8.18M | 0.1% | $1.23 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | EXPRESS SCRIPTS HOLDING CO | 99,910 | $8.089M | 0.1% | $67.10 | — | COMMON STOCK | 30219G108 |
| COP | CONOCOPHILLIPS | 166,861 | $8.003M | 0.1% | $42.98 | -14.4% | COMMON STOCK | 20825C104 |
| — | DIGITALGLOBE INC | 419,915 | $7.987M | 0.1% | $29.39 | — | COMMON STOCK | 25389M877 |
| VEEV | VEEVA SYSTEMS | 336,306 | $7.873M | 0.1% | $27.98 | -6.9% | COMMON STOCK | 922475108 |
| PSX | PHILLIPS 66 | 102,061 | $7.842M | 0.1% | $44.74 | +20.8% | COMMON STOCK | 718546104 |
| SO | SOUTHN COMPANY | 174,805 | $7.814M | 0.1% | $26.34 | +7.6% | COMMON STOCK | 842587107 |
| SPG | SIMON PROPERTY GROUP INC | 42,099 | $7.734M | 0.1% | $86.99 | +25.0% | COMMON STOCK | 828806109 |
| — | MONSANTO CO -NEW | 89,242 | $7.616M | 0.1% | $104.45 | — | COMMON STOCK | 61166W101 |
| PKG | PACKAGING CORP OF AMERICA | 125,192 | $7.532M | 0.1% | $56.08 | -12.8% | COMMON STOCK | 695156109 |
| USB | US BANCORP | 183,590 | $7.529M | 0.1% | $22.47 | +32.6% | COMMON STOCK | 902973304 |
| MMM | 3M CO | 52,287 | $7.413M | 0.1% | $62.67 | +39.6% | COMMON STOCK | 88579Y101 |
| — | NEWPARK RESOURCES | 7,800,000 | $7.401M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 651718AC2 |
| PRU | PRUDENTIAL FINANCIAL INC | 96,494 | $7.354M | 0.1% | $44.30 | +19.6% | COMMON STOCK | 744320102 |
| — | NAVISTAR INTL | 10,000,000 | $7.314M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 63934EAQ1 |
| — | EMC CORP-MASS | 302,696 | $7.313M | 0.1% | $24.37 | — | COMMON STOCK | 268648102 |
| — | SANDISK CORP | 7,500,000 | $7.257M | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 80004CAF8 |
| I 5.75 05/01/16 A | INTELSAT | 385,000 | $7.2M | 0.0% | $55.36 | — | CONVERTIBLE PREFERRED SECURITY | L5140P119 |
| — | CARRIZO OIL&GAS | 234,645 | $7.166M | 0.0% | $49.25 | — | COMMON STOCK | 144577103 |
| — | CHESAPEAKE ENERGY CORP | 975,000 | $7.147M | 0.0% | $7.33 | — | COMMON STOCK | 165167107 |
| RIO | RIO TINTO PLC | 210,000 | $7.102M | 0.0% | $41.08 | — | COMMON STOCK | 767204100 |
| TXN | TEXAS INSTRUMENTS INC | 141,276 | $6.996M | 0.0% | $33.07 | +11.0% | COMMON STOCK | 882508104 |
| — | NAVISTAR INTL | 10,000,000 | $6.992M | 0.0% | $0.86 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| — | TAL EDUCATION GROUP | 5,250,000 | $6.982M | 0.0% | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| — | INTEL CORP | 5,563,000 | $6.782M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 458140AD2 |
| GM | GENERAL MOTORS CO | 223,200 | $6.7M | 0.0% | $25.06 | -3.6% | COMMON STOCK | 37045V100 |
| — | LINKEDIN CORPORATION | 35,075 | $6.669M | 0.0% | $199.47 | — | COMMON STOCK | 53578A108 |
| — | OLD REPUBLIC INTL CORP | 5,650,000 | $6.554M | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| — | AETNA INC | 59,167 | $6.473M | 0.0% | $88.17 | — | COMMON STOCK | 00817Y108 |
| — | MICRON TECHNOLOGY INC | 3,850,000 | $6.42M | 0.0% | $2.01 | — | CONVERTIBLE SECURITY | 595112AX1 |
| ABT | ABBOTT LABORATORIES | 158,583 | $6.378M | 0.0% | $29.74 | +30.5% | COMMON STOCK | 002824100 |
| — | SOTHEBYS HOLDINGS INC | 198,925 | $6.362M | 0.0% | $42.52 | — | COMMON STOCK | 835898107 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $6.316M | 0.0% | $1.55 | — | CONVERTIBLE SECURITY | 292554AD4 |
| — | WALTER INVESTMENT MANAGEMENT | 8,735,000 | $6.286M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 93317WAA0 |
| — | TIME WARNER INC | 90,743 | $6.239M | 0.0% | $62.85 | — | COMMON STOCK | 887317303 |
| YUM | YUM! BRANDS INC | 77,347 | $6.184M | 0.0% | $48.59 | +2.6% | COMMON STOCK | 988498101 |
| — | MEDIVATION INC | 145,270 | $6.174M | 0.0% | $78.62 | — | COMMON STOCK | 58501N101 |
| — | HEWLETT-PACKARD CO. | 239,696 | $6.139M | 0.0% | $32.73 | — | COMMON STOCK | 428236103 |
| — | SPECTRANETICS | 8,000,000 | $6.123M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| — | SUNPOWER CORP | 304,773 | $6.108M | 0.0% | $31.24 | — | COMMON STOCK | 867652406 |
| — | POLYONE CORP | 204,700 | $6.006M | 0.0% | $37.13 | — | COMMON STOCK | 73179P106 |
| COF | CAPITAL ONE FINANCIAL CORP | 79,085 | $5.735M | 0.0% | $52.09 | +27.8% | COMMON STOCK | 14040H105 |
| — | SOUTHWESTERN ENERGY CO | 451,250 | $5.726M | 0.0% | $12.69 | — | COMMON STOCK | 845467109 |
| — | PHOTRONICS INC | 5,500,000 | $5.702M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 719405AH5 |
| — | HELIX ENERGY SOLUTIONS GROUP | 6,850,000 | $5.673M | 0.0% | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| — | CANADIAN SOLAR INC | 7,000,000 | $5.671M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 136635AE9 |
| — | TWENTY-FIRST CENTURY FOX INC | 208,152 | $5.616M | 0.0% | $34.59 | — | COMMON STOCK | 90130A101 |
| — | ISIS PHARMACEUT | 138,160 | $5.584M | 0.0% | $58.08 | — | COMMON STOCK | 464330109 |
| LUV | SOUTHWEST AIRLINES | 145,630 | $5.54M | 0.0% | $35.41 | -7.6% | COMMON STOCK | 844741108 |
| DHR | DANAHER CORP | 64,395 | $5.487M | 0.0% | $33.00 | +9.1% | COMMON STOCK | 235851102 |
| FDX | FEDEX CORP | 37,303 | $5.371M | 0.0% | $100.67 | +35.4% | COMMON STOCK | 31428X106 |
| — | PROOFPOINT | 88,655 | $5.348M | 0.0% | $60.19 | — | COMMON STOCK | 743424103 |
| PNC | PNC FINANCIAL SERVICES GROUP | 59,800 | $5.334M | 0.0% | $55.08 | +22.9% | COMMON STOCK | 693475105 |
| FISV | FISERV INC | 61,525 | $5.329M | 0.0% | $28.68 | +50.8% | COMMON STOCK | 337738108 |
| — | DEV DIVERFD RLT | 5,000,000 | $5.321M | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 251591AX1 |
| — | CIGNA CORP | 38,909 | $5.253M | 0.0% | $91.34 | — | COMMON STOCK | 125509109 |
| — | DUPONT DE NEMOUR & CO | 107,778 | $5.195M | 0.0% | $53.24 | — | COMMON STOCK | 263534109 |
| — | FORESTAR GROUP INC | 6,000,000 | $5.193M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| — | GLOBAL X FTSE GREECE 20 | 535,380 | $5.145M | 0.0% | $9.61 | — | COMMON STOCK | 37950E366 |
| DE | DEERE & CO | 69,339 | $5.131M | 0.0% | $69.55 | +5.5% | COMMON STOCK | 244199105 |
| MS | MORGAN STANLEY | 161,968 | $5.102M | 0.0% | $20.18 | +35.1% | COMMON STOCK | 617446448 |
| — | STONE ENERGY CP | 6,000,000 | $5.056M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 861642AN6 |
| SCHW | SCHWAB (CHARLES) CORP | 174,577 | $4.986M | 0.0% | $25.44 | +11.0% | COMMON STOCK | 808513105 |
| ADM | ARCHER DANIELS MIDLAND | 120,161 | $4.981M | 0.0% | $24.54 | +36.6% | COMMON STOCK | 039483102 |
| — | STARWOOD PROPERTY TRUST INC | 5,000,000 | $4.975M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 5,000,000 | $4.969M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| KR | KROGER CO | 135,757 | $4.897M | 0.0% | $22.20 | +35.9% | COMMON STOCK | 501044101 |
| — | AMSURG CORP | 62,805 | $4.881M | 0.0% | $61.52 | — | COMMON STOCK | 03232P405 |
| — | ICONIX BRAND GROUP INC | 6,000,000 | $4.836M | 0.0% | $1.28 | — | CONVERTIBLE SECURITY | 451055AF4 |
| — | AIR METHODS CORP | 140,130 | $4.777M | 0.0% | $46.01 | — | COMMON STOCK | 009128307 |
| BAP | CREDICORP LTD | 44,795 | $4.764M | 0.0% | $106.76 | -12.6% | COMMON STOCK | G2519Y108 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 82,961 | $4.754M | 0.0% | $39.46 | +49.3% | COMMON STOCK | G66721104 |
| — | SINA CORP | 5,000,000 | $4.725M | 0.0% | $0.92 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| MPC | MARATHON PETROLEUM | 101,561 | $4.705M | 0.0% | $32.88 | +13.2% | COMMON STOCK | 56585A102 |
| — | QUIDEL CORP | 5,000,000 | $4.652M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| — | PRECISION CASTPARTS CORP | 20,152 | $4.629M | 0.0% | $238.16 | — | COMMON STOCK | 740189105 |
| NXPI | NXP SEMICONDUCTORS NV | 53,000 | $4.615M | 0.0% | $80.11 | 0.0% | COMMON STOCK | N6596X109 |
| CL | COLGATE-PALMOLIVE CO | 71,813 | $4.557M | 0.0% | $44.87 | +14.3% | COMMON STOCK | 194162103 |
| GD | GENERAL DYNAMICS CORP | 32,744 | $4.517M | 0.0% | $64.49 | +79.0% | COMMON STOCK | 369550108 |
| — | ENVESTNET INC | 5,000,000 | $4.443M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $4.435M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| CAT | CATERPILLAR INC | 67,674 | $4.423M | 0.0% | $62.76 | -5.8% | COMMON STOCK | 149123101 |
| — | BERRY PLASTICS HOLDING CORP | 146,807 | $4.414M | 0.0% | $31.92 | — | COMMON STOCK | 08579W103 |
| NFLX | NETFLIX INC | 42,553 | $4.394M | 0.0% | $10.35 | +3.8% | COMMON STOCK | 64110L106 |
| KMI | KINDER MORGAN INC | 156,484 | $4.331M | 0.0% | $21.75 | -10.1% | COMMON STOCK | 49456B101 |
| LYB | LYONDELLBASELL INDUSTRIES | 51,336 | $4.279M | 0.0% | $38.03 | +31.0% | COMMON STOCK | N53745100 |
| KHC | KRAFT HEINZ CO/THE | 59,845 | $4.224M | 0.0% | $47.82 | 0.0% | COMMON STOCK | 500754106 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $4.224M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 292554AH5 |
| — | PROSPECT CAPITAL CORP | 4,016,000 | $4.033M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| — | RTI INTL METALS - ACQUIRED | 4,000,000 | $4.018M | 0.0% | $1.09 | — | CONVERTIBLE SECURITY | 74973WAA5 |
| — | M/I HOMES INC | 4,000,000 | $3.94M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| D | DOMINION RESOURCES INC VA | 55,970 | $3.939M | 0.0% | $37.52 | +19.8% | COMMON STOCK | 25746U109 |
| — | J2 GLOBAL INC | 3,289,000 | $3.918M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| AEP | AMER ELECTRIC POWER INC | 68,669 | $3.905M | 0.0% | $31.30 | +22.8% | COMMON STOCK | 025537101 |
| — | CHINA BIOLOGIC PRODUCTS INC | 43,360 | $3.895M | 0.0% | $89.83 | — | COMMON STOCK | 16938C106 |
| — | AVAGO TECHNOLOGIES LTD | 30,990 | $3.874M | 0.0% | $120.14 | — | COMMON STOCK | Y0486S104 |
| — | COWEN GROUP INC | 3,500,000 | $3.746M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| — | TIME WARNER CABLE | 20,477 | $3.673M | 0.0% | $166.24 | — | COMMON STOCK | 88732J207 |
| — | PRAXAIR INC | 35,908 | $3.658M | 0.0% | $121.11 | — | COMMON STOCK | 74005P104 |
| — | BLACKROCK INC | 12,285 | $3.654M | 0.0% | $271.12 | — | COMMON STOCK | 09247X101 |
| — | CHESAPEAKE ENRG | 4,200,000 | $3.645M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 165167BZ9 |
| ITUB | ITAU UNIBANCO HOLDING SA | 547,712 | $3.626M | 0.0% | $12.86 | — | COMMON STOCK | 465562106 |
| — | ST JUDE MEDICAL INC | 56,371 | $3.556M | 0.0% | $58.26 | — | COMMON STOCK | 790849103 |
| NSC | NORFOLK SOTHN CORP | 46,476 | $3.551M | 0.0% | $62.40 | +4.4% | COMMON STOCK | 655844108 |
| AMT | AMERICAN TOWER REIT INC | 40,272 | $3.543M | 0.0% | $72.53 | +0.6% | COMMON STOCK | 03027X100 |
| — | MICROCHIP TECHNOLOGY INC | 2,004,000 | $3.522M | 0.0% | $1.86 | — | CONVERTIBLE SECURITY | 595017AB0 |
| — | INSULET CORP | 3,804,000 | $3.521M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| HAL | HALLIBURTON CO | 98,938 | $3.497M | 0.0% | $38.07 | -15.5% | COMMON STOCK | 406216101 |
| LNC | LINCOLN NATIONAL CORP | 72,860 | $3.458M | 0.0% | $23.99 | +51.9% | COMMON STOCK | 534187109 |
| GIS | GENERAL MILLS INC | 61,525 | $3.453M | 0.0% | $32.74 | +22.1% | COMMON STOCK | 370334104 |
| APD | AIR PRODUCTS & CHEMICALS INC | 26,667 | $3.402M | 0.0% | $71.08 | +38.4% | COMMON STOCK | 009158106 |
| PYPL | PAYPAL HOLDINGS INC | 109,208 | $3.39M | 0.0% | $35.85 | 0.0% | COMMON STOCK | 70450Y103 |
| A | AGILENT TECHNOLOGIES INC | 98,515 | $3.382M | 0.0% | $34.12 | +2.0% | COMMON STOCK | 00846U101 |
| ITW | ILL TOOL WORKS INC | 41,050 | $3.379M | 0.0% | $59.88 | +14.1% | COMMON STOCK | 452308109 |
| AMP | AMERIPRISE FINANCIAL INC | 30,766 | $3.357M | 0.0% | $85.43 | +10.8% | COMMON STOCK | 03076C106 |
| KMB | KIMBERLY-CLARK CORP | 30,766 | $3.355M | 0.0% | $64.11 | +20.7% | COMMON STOCK | 494368103 |
| — | B2GOLD CORPORATION | 4,000,000 | $3.324M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| DVN | DEVON ENERGY CORPORATION | 89,215 | $3.309M | 0.0% | $37.64 | -16.2% | COMMON STOCK | 25179M103 |
| LEN | LENNAR CORP | 68,617 | $3.303M | 0.0% | $30.49 | +46.3% | COMMON STOCK | 526057104 |
| PCG | P G & E CORP | 61,345 | $3.239M | 0.0% | $39.61 | +18.8% | COMMON STOCK | 69331C108 |
| EIX | EDISON INTL | 51,022 | $3.218M | 0.0% | $30.98 | +26.8% | COMMON STOCK | 281020107 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.216M | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 69,660 | $3.189M | 0.0% | $24.34 | +51.9% | COMMON STOCK | 416515104 |
| EW | EDWARDS LIFESCI | 22,145 | $3.148M | 0.0% | $16.74 | +44.2% | COMMON STOCK | 28176E108 |
| — | BB&T CORPORATION | 87,242 | $3.106M | 0.0% | $34.28 | — | COMMON STOCK | 054937107 |
| VLO | VALERO ENERGY | 50,928 | $3.061M | 0.0% | $29.31 | +43.9% | COMMON STOCK | 91913Y100 |
| PSA | STORAGE PROPERTIES | 14,147 | $2.994M | 0.0% | $129.33 | +4.6% | COMMON STOCK | 74460D109 |
| BC | BRUNSWICK CORPORATION | 62,455 | $2.991M | 0.0% | $35.89 | +18.8% | COMMON STOCK | 117043109 |
| — | ISHARES MSCI ITALY CAPPED ETF | 205,000 | $2.936M | 0.0% | $14.32 | — | COMMON STOCK | 464286855 |
| EQR | EQUITY RESIDENTIAL | 38,957 | $2.926M | 0.0% | $45.24 | -4.3% | COMMON STOCK | 29476L107 |
| EMR | EMERSON ELECTRIC CO | 65,805 | $2.907M | 0.0% | $40.84 | -8.6% | COMMON STOCK | 291011104 |
| PPG | PPG INDUSTRIES INC | 32,766 | $2.873M | 0.0% | $76.81 | +9.9% | COMMON STOCK | 693506107 |
| — | BLUCORA INC | 3,000,000 | $2.868M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 095229AB6 |
| CAH | CARDINAL HEALTH INC | 37,293 | $2.865M | 0.0% | $65.25 | -4.5% | COMMON STOCK | 14149Y108 |
| — | ACE LIMITED | 27,621 | $2.856M | 0.0% | $93.55 | — | COMMON STOCK | H0023R105 |
| — | WHOLE FOODS MARKET INC | 89,870 | $2.844M | 0.0% | $42.40 | — | COMMON STOCK | 966837106 |
| AZO | AUTOZONE INC | 3,876 | $2.806M | 0.0% | $500.14 | +41.6% | COMMON STOCK | 053332102 |
| ED | CONSOL EDISON | 41,897 | $2.801M | 0.0% | $37.64 | +15.4% | COMMON STOCK | 209115104 |
| EXC | EXELON CORP | 93,856 | $2.788M | 0.0% | $15.65 | -0.5% | COMMON STOCK | 30161N101 |
| VNO | VORNADO REALTY TRUST | 30,604 | $2.767M | 0.0% | $84.72 | — | COMMON STOCK | 929042109 |
| — | TEVA PHARMACEUTICAL IND LTD | 1,985,000 | $2.702M | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| EBAY | EBAY INC | 109,208 | $2.669M | 0.0% | $20.18 | +18.6% | COMMON STOCK | 278642103 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 62,595 | $2.639M | 0.0% | $22.30 | +27.3% | COMMON STOCK | 744573106 |
| TRV | TRAVELERS COMPANIES INC | 26,476 | $2.635M | 0.0% | $63.44 | +28.2% | COMMON STOCK | 89417E109 |
| BABA | ALIBABA GROUP HOLDING LTD | 44,650 | $2.633M | 0.0% | $82.26 | — | COMMON STOCK | 01609W102 |
| AKAM | AKAMAI TECHNOLOGIES INC | 38,097 | $2.631M | 0.0% | $55.61 | +29.7% | COMMON STOCK | 00971T101 |
| — | RENEWABLE ENERGY GROUP INC | 3,000,000 | $2.626M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 75972AAA1 |
| MU | MICRON TECHNOLOGY INC | 174,935 | $2.621M | 0.0% | $28.18 | -40.5% | COMMON STOCK | 595112103 |
| — | SPECTRA ENERGY CORP | 97,529 | $2.562M | 0.0% | $34.95 | — | COMMON STOCK | 847560109 |
| — | CHUBB CORP | 20,843 | $2.556M | 0.0% | $86.97 | — | COMMON STOCK | 171232101 |
| — | NETSUITE INC | 2,500,000 | $2.512M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 64118QAB3 |
| CCI | CROWN CASTLE INTL CORP | 31,739 | $2.503M | 0.0% | $54.11 | -2.7% | COMMON STOCK | 22822V101 |
| FFIV | F5 NETWORKSINC | 21,430 | $2.482M | 0.0% | $84.15 | +45.5% | COMMON STOCK | 315616102 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 51,918 | $2.458M | 0.0% | $24.69 | +42.7% | COMMON STOCK | 74251V102 |
| — | CENTURYLINK INC | 96,483 | $2.424M | 0.0% | $35.41 | — | COMMON STOCK | 156700106 |
| — | BAKER HUGHES | 46,193 | $2.404M | 0.0% | $48.03 | — | COMMON STOCK | 057224107 |
| MOS | MOSAIC CO | 76,613 | $2.383M | 0.0% | $45.74 | -26.6% | COMMON STOCK | 61945C103 |
| WELL | WELLTOWER INC | 34,772 | $2.355M | 0.0% | $44.80 | 0.0% | COMMON STOCK | 95040Q104 |
| — | JEFFERIES GROUP INC | 2,288,000 | $2.338M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 472319AG7 |
| AVB | AVALONBAY COMMUNITIES INC | 13,281 | $2.322M | 0.0% | $109.80 | +8.8% | COMMON STOCK | 053484101 |
| — | PROSPECT CAPITAL CORP | 2,300,000 | $2.25M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAL6 |
| PLD | PROLOGIS INC | 57,383 | $2.232M | 0.0% | $26.93 | +7.0% | COMMON STOCK | 74340W103 |
| IVZ | INVESCO LTD | 71,431 | $2.231M | 0.0% | $18.88 | +18.0% | COMMON STOCK | G491BT108 |
| PRGO | PERRIGO CO PLC | 14,175 | $2.229M | 0.0% | $149.25 | +22.9% | COMMON STOCK | G97822103 |
| — | SPLUNK INC | 40,250 | $2.228M | 0.0% | $66.43 | — | COMMON STOCK | 848637104 |
| — | KELLOGG CO | 33,337 | $2.219M | 0.0% | $38.71 | +11.8% | COMMON STOCK | 487836108 |
| — | SUNTRUST BANKS INC | 57,145 | $2.185M | 0.0% | $32.42 | — | COMMON STOCK | 867914103 |
| — | EZCORP INC | 3,000,000 | $2.178M | 0.0% | $0.73 | — | CONVERTIBLE SECURITY | 302301AB2 |
| MHK | MOHAWK INDS INC | 11,920 | $2.167M | 0.0% | $113.87 | +73.9% | COMMON STOCK | 608190104 |
| — | YAHOO! INC | 73,833 | $2.135M | 0.0% | $44.44 | — | COMMON STOCK | 984332106 |
| — | ENERGY XXI BERMUDA | 22,500,000 | $2.129M | 0.0% | $0.30 | — | CONVERTIBLE SECURITY | 29274UAB7 |
| — | ENERNOC INC | 3,000,000 | $2.124M | 0.0% | $0.71 | — | CONVERTIBLE SECURITY | 292764AB3 |
| — | WELLPOINT INC | 1,114,000 | $2.104M | 0.0% | $2.07 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| AFL | AFLAC INC | 35,240 | $2.049M | 0.0% | $20.11 | +17.8% | COMMON STOCK | 001055102 |
| BAX | BAXTER INTL INC | 61,525 | $2.021M | 0.0% | $30.58 | +4.8% | COMMON STOCK | 071813109 |
| — | NOBLE ENERGY INC | 66,670 | $2.012M | 0.0% | $62.05 | — | COMMON STOCK | 655044105 |
| — | NATIONAL OILWELL VARCO INC | 53,093 | $1.999M | 0.0% | $67.11 | — | COMMON STOCK | 637071101 |
| FITB | FIFTH THIRD BK | 104,766 | $1.981M | 0.0% | $12.64 | +11.9% | COMMON STOCK | 316773100 |
| — | CHESAPEAKE ENERGY CORP | 2,000,000 | $1.981M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 165167BW6 |
| APH | AMPHENOL CORP | 38,097 | $1.941M | 0.0% | $10.13 | +20.1% | COMMON STOCK | 032095101 |
| — | XILINX INC | 12,815 | $1.941M | 0.0% | — | — | Call | 983919901 |
| — | BAXALTA | 61,525 | $1.939M | 0.0% | $31.52 | — | COMMON STOCK | 07177M103 |
| CF | CF INDUSTRIES HOLDINGS INC | 42,866 | $1.925M | 0.0% | $41.50 | +4.5% | COMMON STOCK | 125269100 |
| — | COLONY FINANCIAL INC | 2,000,000 | $1.906M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| — | HORSEHEAD HOLDING CORP | 2,950,000 | $1.904M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 440694AB3 |
| TSCO | TRACTOR SUPPLY CO | 22,014 | $1.856M | 0.0% | $15.16 | +0.6% | COMMON STOCK | 892356106 |
| TRIP | TRIPADVISOR INC | 29,431 | $1.855M | 0.0% | $69.12 | -2.6% | COMMON STOCK | 896945201 |
| CMS | CMS ENERGY CORP | 52,383 | $1.85M | 0.0% | $18.61 | +33.2% | COMMON STOCK | 125896100 |
| ROST | ROSS STORES INC | 38,098 | $1.847M | 0.0% | $36.67 | +25.7% | COMMON STOCK | 778296103 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $1.808M | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| — | GENERAL MOTORS CO | 88,470 | $1.803M | 0.0% | $24.39 | — | WARRANTS | 37045V118 |
| PPL | PPL CORP | 54,422 | $1.79M | 0.0% | $16.77 | +17.3% | COMMON STOCK | 69351T106 |
| TROW | T ROWE PRICE | 25,715 | $1.787M | 0.0% | $47.88 | +6.5% | COMMON STOCK | 74144T108 |
| — | JUNIPER NETWORKS INC | 69,034 | $1.775M | 0.0% | $21.80 | — | COMMON STOCK | 48203R104 |
| REGN | REGENERON PHARMACEUTICALS INC | 3,809 | $1.772M | 0.0% | $240.53 | +122.0% | COMMON STOCK | 75886F107 |
| — | JNJ (ALZA CP) ZERO 7/20 | 1,368,000 | $1.766M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| — | MYLAN NV | 43,275 | $1.742M | 0.0% | $59.35 | — | COMMON STOCK | N59465109 |
| BEN | FRANKLIN RESOURCES INC | 46,604 | $1.736M | 0.0% | $29.69 | -10.8% | COMMON STOCK | 354613101 |
| VTR | VENTAS INC | 30,955 | $1.735M | 0.0% | $53.43 | -22.2% | COMMON STOCK | 92276F100 |
| EQT | EQT CORP | 26,669 | $1.727M | 0.0% | $45.40 | -17.4% | COMMON STOCK | 26884L109 |
| XEL | XCEL ENERGY INC | 48,760 | $1.727M | 0.0% | $20.36 | +20.6% | COMMON STOCK | 98389B100 |
| FCX | FREEPORT-MCMORAN INC | 177,048 | $1.716M | 0.0% | $24.87 | -56.5% | COMMON STOCK | 35671D857 |
| PNR | PENTAIR PLC | 33,337 | $1.702M | 0.0% | $41.76 | -20.9% | COMMON STOCK | G7S00T104 |
| — | SMART & FINAL STORES | 108,058 | $1.698M | 0.0% | $17.61 | — | COMMON STOCK | 83190B101 |
| — | RED HAT INC | 23,319 | $1.676M | 0.0% | $58.95 | — | COMMON STOCK | 756577102 |
| MCHP | MICROCHIP TECHNOLOGY INC | 38,096 | $1.642M | 0.0% | $14.67 | +19.3% | COMMON STOCK | 595017104 |
| — | PARTY CITY HOLDCO INC | 102,773 | $1.641M | 0.0% | $20.27 | — | COMMON STOCK | 702149105 |
| RF | REGIONS FINANCIAL CORP | 180,963 | $1.63M | 0.0% | $5.80 | +17.9% | COMMON STOCK | 7591EP100 |
| — | VIACOM INC | 37,417 | $1.615M | 0.0% | $69.38 | — | COMMON STOCK | 92553P201 |
| UAA | UNDER ARMOUR INC | 16,616 | $1.608M | 0.0% | $40.45 | +17.5% | COMMON STOCK | 904311107 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.585M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 09257WAA8 |
| — | COACH INC | 54,763 | $1.584M | 0.0% | $44.25 | — | COMMON STOCK | 189754104 |
| — | SYMANTEC CORP | 80,956 | $1.576M | 0.0% | $22.99 | — | COMMON STOCK | 871503108 |
| BLD | TOPBUILD | 49,999 | $1.548M | 0.0% | $30.95 | 0.0% | COMMON STOCK | 89055F103 |
| CAG | CONAGRA FOODS INC | 38,097 | $1.543M | 0.0% | $16.82 | +39.3% | COMMON STOCK | 205887102 |
| — | LABORATORY CORP LYONS | 1,060,000 | $1.542M | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.533M | 0.0% | $15.16 | +10.7% | COMMON STOCK | 56501R106 |
| — | LENNAR CORP | 4,120 | $1.514M | 0.0% | — | — | Call | 526057904 |
| HST | HOST HOTELS & RESORTS INC | 94,531 | $1.495M | 0.0% | $14.11 | -13.0% | COMMON STOCK | 44107P104 |
| — | DANAHER CORP | 606,000 | $1.494M | 0.0% | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| FE | FIRSTENERGY CORP | 47,622 | $1.491M | 0.0% | $23.88 | -11.2% | COMMON STOCK | 337932107 |
| ETR | ENTERGY CORP | 22,859 | $1.488M | 0.0% | $20.57 | +9.5% | COMMON STOCK | 29364G103 |
| — | AMERICA MOVIL SA | 86,500 | $1.432M | 0.0% | $21.74 | — | COMMON STOCK | 02364W105 |
| — | KEURIG GREEN MOUNTAIN INC | 27,107 | $1.413M | 0.0% | $103.89 | — | COMMON STOCK | 49271M100 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 30,000 | $1.412M | 0.0% | $31.80 | +30.0% | COMMON STOCK | 302130109 |
| KMX | CARMAX INC | 23,810 | $1.412M | 0.0% | $49.00 | +27.9% | COMMON STOCK | 143130102 |
| — | DEL TACO RESTAURANTS INC | 100,603 | $1.408M | 0.0% | $14.00 | — | COMMON STOCK | 245496104 |
| KLAC | KLA-TENCOR CORP | 28,098 | $1.405M | 0.0% | $41.11 | +3.4% | COMMON STOCK | 482480100 |
| — | MEAD JOHNSON NUTRITION CO | 19,681 | $1.386M | 0.0% | $80.24 | — | COMMON STOCK | 582839106 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 19,048 | $1.378M | 0.0% | $75.29 | +3.0% | COMMON STOCK | 23918K108 |
| WT | WISDOMTREE INVESTMENTS INC | 84,200 | $1.358M | 0.0% | $13.65 | +54.2% | COMMON STOCK | 97717P104 |
| — | QIHOO 360 TECHNOLOGY | 1,530,000 | $1.344M | 0.0% | $0.88 | — | CONVERTIBLE SECURITY | 74734MAE9 |
| M | MACYS INC | 26,191 | $1.344M | 0.0% | $48.71 | +28.8% | COMMON STOCK | 55616P104 |
| WMB | WILLIAMS CO. | 36,388 | $1.341M | 0.0% | $27.42 | 0.0% | COMMON STOCK | 969457100 |
| FLR | FLUOR CORP-NEW | 31,431 | $1.331M | 0.0% | $54.07 | -21.5% | COMMON STOCK | 343412102 |
| DRI | DARDEN RESTAURANTS INC | 19,048 | $1.306M | 0.0% | $35.12 | +34.4% | COMMON STOCK | 237194105 |
| TGT | TARGET CORP | 16,601 | $1.306M | 0.0% | $49.37 | +18.8% | COMMON STOCK | 87612E106 |
| NEM | NEWMONT MINING CORP | 80,002 | $1.286M | 0.0% | $25.34 | -44.7% | COMMON STOCK | 651639106 |
| HTH | HILLTOP HOLDINGS INC | 64,833 | $1.284M | 0.0% | $20.08 | +6.6% | COMMON STOCK | 432748101 |
| — | NEW YORK CMTY TRUST V | 25,465 | $1.277M | 0.0% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| HSY | HERSHEY FOODS CORP | 13,335 | $1.225M | 0.0% | $65.69 | +8.1% | COMMON STOCK | 427866108 |
| RHI | ROBERT HALF INTL INC | 23,810 | $1.218M | 0.0% | $36.84 | +46.1% | COMMON STOCK | 770323103 |
| — | GENERAL MOTORS CO | 88,470 | $1.17M | 0.0% | $16.70 | — | WARRANTS | 37045V126 |
| ABEV | COMPANHIA DE BEBIDAS | 235,000 | $1.152M | 0.0% | $7.28 | — | COMMON STOCK | 02319V103 |
| — | APACHE CORP | 28,885 | $1.131M | 0.0% | $78.55 | — | COMMON STOCK | 037411105 |
| RRGB | RED ROBIN GOURMET BURGERS INC | 14,665 | $1.111M | 0.0% | $73.79 | +14.0% | COMMON STOCK | 75689M101 |
| BURL | BURLINGTON STORES INC | 21,625 | $1.104M | 0.0% | $53.40 | 0.0% | COMMON STOCK | 122017106 |
| MAC | MACERICH COMPANY | 14,289 | $1.098M | 0.0% | $74.63 | — | COMMON STOCK | 554382101 |
| — | FORTRESS INVESTMENT GROUP | 193,406 | $1.073M | 0.0% | $7.66 | — | COMMON STOCK | 34958B106 |
| VGK | VANGUARD FTSE EUROPE | 21,400 | $1.052M | 0.0% | $49.16 | — | COMMON STOCK | 922042874 |
| — | FIDELITY NL FIN-CONVRT TO CASH | 566,000 | $1.051M | 0.0% | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $1.038M | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| — | MARATHON OIL CP | 64,547 | $994K | 0.0% | $34.06 | — | COMMON STOCK | 565849106 |
| — | RPM INTL INC | 881,000 | $986K | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 749685AT0 |
| AES | AES CORP | 100,005 | $979K | 0.0% | $8.21 | 0.0% | COMMON STOCK | 00130H105 |
| DHI | D R HORTON INC | 33,336 | $979K | 0.0% | $20.85 | +26.0% | COMMON STOCK | 23331A109 |
| ES | EVERSOURCE ENERGY | 19,048 | $964K | 0.0% | $36.21 | -7.0% | COMMON STOCK | 30040W108 |
| — | PRESBIA PLC | 216,000 | $959K | 0.0% | $7.26 | — | COMMON STOCK | G7234P100 |
| — | KANSAS CITY SOUTHERN | 10,533 | $957K | 0.0% | $106.77 | — | COMMON STOCK | 485170302 |
| IVV | ISHARES S&P 500 INDEX FUND | 4,907 | $946K | 0.0% | $192.79 | — | COMMON STOCK | 464287200 |
| EEM | ISHARES MSCI EMERGING MKTS IND | 27,880 | $914K | 0.0% | $32.78 | — | COMMON STOCK | 464287234 |
| DVY | ISHARES DJ SELECT DVD | 12,332 | $897K | 0.0% | $72.74 | — | COMMON STOCK | 464287168 |
| — | SPIRIT AIRLINES INC | 18,935 | $896K | 0.0% | $42.53 | — | COMMON STOCK | 848577102 |
| WSM | WILLIAMS-SONOMA INC | 11,689 | $892K | 0.0% | $31.78 | 0.0% | COMMON STOCK | 969904101 |
| DGX | QUEST DIAGNOSTC | 14,286 | $878K | 0.0% | $46.22 | +22.9% | COMMON STOCK | 74834L100 |
| — | MICHAEL KORS HOLDINGS LIMITED | 20,544 | $868K | 0.0% | $62.02 | — | COMMON STOCK | G60754101 |
| — | HESS CORP | 17,143 | $858K | 0.0% | $77.33 | — | COMMON STOCK | 42809H107 |
| — | CIT GROUP INC | 21,330 | $854K | 0.0% | $47.83 | — | COMMON STOCK | 125581801 |
| GAP | GAP INC | 29,525 | $841K | 0.0% | $27.03 | -12.0% | COMMON STOCK | 364760108 |
| MNRO | MONRO MUFFLER BRAKE INC | 12,425 | $839K | 0.0% | $49.61 | +28.9% | COMMON STOCK | 610236101 |
| TBHC | KIRKLAND'S INC | 38,675 | $833K | 0.0% | $21.29 | +17.9% | COMMON STOCK | 497498105 |
| — | JACOBS ENGINEERING GROUP INC | 22,026 | $824K | 0.0% | $55.13 | — | COMMON STOCK | 469814107 |
| CX | CEMEX SA | 117,180 | $819K | 0.0% | $9.16 | — | COMMON STOCK | 151290889 |
| PODD | INSULET CORP | 30,510 | $791K | 0.0% | $31.18 | -2.7% | COMMON STOCK | 45784P101 |
| INDA | BARCLAY/ISHARES FUNDS | 27,588 | $788K | 0.0% | $28.56 | — | COMMON STOCK | 46429B598 |
| — | DISCOVERY COMMUNICATIONS INC | 30,210 | $786K | 0.0% | $66.95 | — | COMMON STOCK | 25470F104 |
| — | STARWOOD HOTELS & RESORTS | 11,507 | $765K | 0.0% | $66.48 | — | COMMON STOCK | 85590A401 |
| — | FXCM INC | 1,000,000 | $754K | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 302693AB2 |
| — | INTERNAP CORP | 122,100 | $748K | 0.0% | $7.82 | — | COMMON STOCK | 45885A300 |
| CIEN | CIENA CORP | 34,875 | $723K | 0.0% | $23.24 | 0.0% | COMMON STOCK | 171779309 |
| ZD | J2 GLOBAL INC | 10,125 | $717K | 0.0% | $56.42 | +7.3% | COMMON STOCK | 48123V102 |
| — | MACQUARIE INFRASTRUCTURE CO | 616,000 | $702K | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| DPZ | DOMINOS PIZZA INC | 6,486 | $700K | 0.0% | $99.03 | 0.0% | COMMON STOCK | 25754A201 |
| — | GTT COMMUNICATIONS INC | 28,800 | $670K | 0.0% | $13.22 | — | COMMON STOCK | 362393100 |
| EFAV | ISHARES MSCI EAFE MINIMUM VO | 10,467 | $653K | 0.0% | $62.39 | — | COMMON STOCK | 46429B689 |
| — | BELMOND LTD | 63,250 | $639K | 0.0% | $11.40 | — | COMMON STOCK | G1154H107 |
| FOSL | FOSSIL GROUP INC | 11,430 | $639K | 0.0% | $118.94 | -46.7% | COMMON STOCK | 34988V106 |
| — | INTERPUBLIC GROUP OF COS | 33,334 | $638K | 0.0% | $9.16 | +48.4% | COMMON STOCK | 460690100 |
| — | VMWARE INC | 8,040 | $633K | 0.0% | $78.73 | — | COMMON STOCK | 928563402 |
| — | CAMERON INTL CORP | 10,300 | $632K | 0.0% | $61.05 | — | COMMON STOCK | 13342B105 |
| EXAS | EXACT SCIENCES | 34,650 | $623K | 0.0% | $22.97 | 0.0% | COMMON STOCK | 30063P105 |
| GMED | GLOBUS MEDICAL | 29,900 | $618K | 0.0% | $22.79 | +11.1% | COMMON STOCK | 379577208 |
| EMN | EASTMAN CHEM CO | 9,524 | $616K | 0.0% | $47.81 | +10.4% | COMMON STOCK | 277432100 |
| WYNN | WYNN RESORTS LTD | 11,429 | $607K | 0.0% | $123.06 | -38.4% | COMMON STOCK | 983134107 |
| GOGO | GOGO INC | 39,695 | $607K | 0.0% | $21.35 | -20.0% | COMMON STOCK | 38046C109 |
| — | US ECOLOGY INC | 13,875 | $606K | 0.0% | $44.26 | — | COMMON STOCK | 91732J102 |
| STAA | STAAR SURGICAL | 77,200 | $599K | 0.0% | $13.85 | -40.6% | COMMON STOCK | 852312305 |
| JBLU | JETBLUE AIRWAYS CORP | 23,200 | $598K | 0.0% | $15.18 | +55.3% | COMMON STOCK | 477143101 |
| UAL | UNITED CONTINENTAL HOLDINGS IN | 11,246 | $597K | 0.0% | $56.42 | 0.0% | COMMON STOCK | 910047109 |
| — | HOMEINNS HOTEL GROUP | 20,560 | $591K | 0.0% | $30.29 | — | COMMON STOCK | 43742E102 |
| HP | HELMERICH & PAYNE INC | 12,423 | $587K | 0.0% | $72.44 | -21.9% | COMMON STOCK | 423452101 |
| — | DISCOVERY COMMUNICATIONS | 23,810 | $578K | 0.0% | $37.29 | — | COMMON STOCK | 25470F302 |
| WK | WORKIVA | 36,500 | $554K | 0.0% | $14.04 | +3.0% | COMMON STOCK | 98139A105 |
| — | AIRGAS INC | 6,189 | $553K | 0.0% | $106.00 | — | COMMON STOCK | 009363102 |
| TDC | TERADATA CORP | 19,048 | $552K | 0.0% | $55.04 | -41.8% | COMMON STOCK | 88076W103 |
| CALX | CALIX INC | 70,250 | $547K | 0.0% | $9.65 | -21.2% | COMMON STOCK | 13100M509 |
| — | PRIVATEBANCORP INC | 14,150 | $542K | 0.0% | $23.09 | — | COMMON STOCK | 742962103 |
| PRGS | PROGRESS SOFTWA | 20,800 | $537K | 0.0% | $25.96 | +9.1% | COMMON STOCK | 743312100 |
| PLAY | DAVE & BUSTERS ENTERTAINMENT | 14,195 | $537K | 0.0% | $22.53 | +68.8% | COMMON STOCK | 238337109 |
| — | ZELTIQ AESTHETICS | 16,215 | $519K | 0.0% | $29.48 | — | COMMON STOCK | 98933Q108 |
| MTG | MGIC INVESTMENT CORP | 55,785 | $517K | 0.0% | $8.44 | +25.6% | COMMON STOCK | 552848103 |
| — | NXSTAGE MEDICAL INC | 32,700 | $516K | 0.0% | $16.94 | — | COMMON STOCK | 67072V103 |
| — | VITAMIN SHOPPE INC | 15,700 | $512K | 0.0% | $45.47 | — | COMMON STOCK | 92849E101 |
| — | RACKSPACE HOSTING INC | 19,995 | $493K | 0.0% | $37.19 | — | COMMON STOCK | 750086100 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 472,000 | $491K | 0.0% | $1.08 | — | CONVERTIBLE SECURITY | 73640QAB1 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 6,250 | $478K | 0.0% | $94.33 | 0.0% | COMMON STOCK | 989207105 |
| AAL | AMERICAN AIRLINES GROUP INC | 12,220 | $475K | 0.0% | $39.12 | 0.0% | COMMON STOCK | 02376R102 |
| — | KKR & CO LP | 28,215 | $473K | 0.0% | $16.76 | — | COMMON STOCK | 48248M102 |
| — | GREENBRIER COMPANIES INC | 750 | $446K | 0.0% | — | — | Put | 393657951 |
| AL | AIR LEASE | 14,355 | $444K | 0.0% | $28.46 | 0.0% | COMMON STOCK | 00912X302 |
| MTZ | MASTEC INC | 27,990 | $443K | 0.0% | $17.42 | 0.0% | COMMON STOCK | 576323109 |
| — | DRIL-QUIP | 7,550 | $440K | 0.0% | $92.48 | — | COMMON STOCK | 262037104 |
| YELP | YELP INC | 20,000 | $433K | 0.0% | $27.74 | 0.0% | COMMON STOCK | 985817105 |
| MUR | MURPHY OIL CORP | 17,381 | $421K | 0.0% | $33.48 | -35.7% | COMMON STOCK | 626717102 |
| NICE | NICE SYSTEMS LTD | 7,365 | $415K | 0.0% | $51.04 | — | COMMON STOCK | 653656108 |
| — | PALO ALTO NETWORKS | 230 | $412K | 0.0% | — | — | Put | 697435955 |
| — | ELECTRONIC ARTS INC | 3,100 | $409K | 0.0% | — | — | Call | 285512909 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTION | 31,400 | $389K | 0.0% | $17.17 | -19.8% | COMMON STOCK | 01988P108 |
| — | HOLLYSYS AUTOMATION TECH | 22,200 | $388K | 0.0% | $19.16 | — | COMMON STOCK | G45667105 |
| CRTO | CRITEO SA | 10,115 | $380K | 0.0% | $47.65 | — | COMMON STOCK | 226718104 |
| MXL | MAXLINEAR INC | 30,500 | $379K | 0.0% | $9.14 | +20.6% | COMMON STOCK | 57776J100 |
| — | ARES CAPITAL CORP | 373,000 | $378K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 04010LAD5 |
| — | ORACLE CORP | 2,500 | $373K | 0.0% | — | — | Call | 68389X905 |
| SBNY | SIGNATURE BANK | 2,650 | $365K | 0.0% | $129.43 | — | COMMON STOCK | 82669G104 |
| KMT | KENNAMETAL INC | 14,560 | $362K | 0.0% | $22.37 | 0.0% | COMMON STOCK | 489170100 |
| THG | HANOVER INSURANCE GROUP INC | 4,635 | $360K | 0.0% | $52.13 | +13.2% | COMMON STOCK | 410867105 |
| AFG | AMER FINL GROUP | 5,225 | $360K | 0.0% | $28.80 | +12.5% | COMMON STOCK | 025932104 |
| WRB | WR BERKLEY CORP | 6,605 | $359K | 0.0% | $11.73 | +10.7% | COMMON STOCK | 084423102 |
| — | ILLUMINA INC | 700 | $357K | 0.0% | — | — | Call | 452327909 |
| BOH | BANK OF HAWAII | 5,540 | $352K | 0.0% | $40.08 | +11.4% | COMMON STOCK | 062540109 |
| GNW | GENWORTH FINANCIAL INC | 76,158 | $352K | 0.0% | $10.41 | -43.5% | COMMON STOCK | 37247D106 |
| EBS | EMERGENT BIOSOLUTIONS INC | 11,800 | $336K | 0.0% | $32.95 | 0.0% | COMMON STOCK | 29089Q105 |
| BKU | BANKUNITED | 9,350 | $334K | 0.0% | $24.85 | +6.4% | COMMON STOCK | 06652K103 |
| AOS | SMITH (AO) CORP | 4,865 | $317K | 0.0% | $20.94 | +37.9% | COMMON STOCK | 831865209 |
| UNM | UNUMPROVIDENT CORP | 9,790 | $314K | 0.0% | $33.17 | +3.9% | COMMON STOCK | 91529Y106 |
| — | TAIWAN SEMICONDUCTOR | 4,650 | $314K | 0.0% | — | — | Put | 874039950 |
| OMC | OMNICOM GROUP INC | 4,511 | $297K | 0.0% | $50.39 | -2.3% | COMMON STOCK | 681919106 |
| JBL | JABIL CIRCUIT INC | 13,050 | $292K | 0.0% | $18.27 | 0.0% | COMMON STOCK | 466313103 |
| — | STILLWATER MINING | 27,355 | $283K | 0.0% | $11.59 | — | COMMON STOCK | 86074Q102 |
| — | NVIDIA CORP | 5,500 | $272K | 0.0% | — | — | Put | 67066G954 |
| MD | MEDNAX INC | 3,500 | $269K | 0.0% | $69.74 | +15.7% | COMMON STOCK | 58502B106 |
| SWK | STANLEY BLACK & DECKER INC | 2,750 | $267K | 0.0% | $78.82 | 0.0% | COMMON STOCK | 854502101 |
| — | NOBLE CORP PLC | 24,000 | $262K | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| — | ACORDA THERAPEUTICS INC | 9,900 | $262K | 0.0% | $26.46 | — | COMMON STOCK | 00484M106 |
| NVDA | NVIDIA CORP | 10,600 | $261K | 0.0% | $0.52 | +0.2% | COMMON STOCK | 67066G104 |
| — | BLUE BUFFALO PET PRODUCTS | 14,452 | $259K | 0.0% | $17.92 | — | COMMON STOCK | 09531U102 |
| PGR | PROGRESSIVE CORP, OHIO | 8,340 | $256K | 0.0% | $19.50 | +14.2% | COMMON STOCK | 743315103 |
| — | LENDINGCLUB | 19,320 | $256K | 0.0% | $19.65 | — | COMMON STOCK | 52603A109 |
| — | FAIRCHILD SEMICONDUCTOR INTL | 18,050 | $253K | 0.0% | $14.02 | — | COMMON STOCK | 303726103 |
| RDY | DOCTOR REDDY'S LAB | 3,950 | $252K | 0.0% | $63.80 | — | COMMON STOCK | 256135203 |
| HRB | BLOCK H & R INC | 6,900 | $250K | 0.0% | $22.90 | 0.0% | COMMON STOCK | 093671105 |
| LEA | LEAR CORP | 2,250 | $245K | 0.0% | $86.67 | -0.4% | COMMON STOCK | 521865204 |
| — | LEGG MASON INC | 5,660 | $236K | 0.0% | $55.12 | — | COMMON STOCK | 524901105 |
| — | HEALTH NET INC | 3,900 | $235K | 0.0% | $60.47 | — | COMMON STOCK | 42222G108 |
| UHS | UNIVERSAL HEALTH SVCS | 1,840 | $230K | 0.0% | $133.25 | 0.0% | COMMON STOCK | 913903100 |
| — | GIGAMON INC | 11,185 | $224K | 0.0% | $20.03 | — | COMMON STOCK | 37518B102 |
| HUM | HUMANA INC. | 1,250 | $224K | 0.0% | $170.85 | -0.5% | COMMON STOCK | 444859102 |
| — | OAKTREE CAPITAL GROUP LLC | 4,500 | $223K | 0.0% | $53.23 | — | COMMON STOCK | 674001201 |
| CINF | CINCINNATI FINANCIAL CORP | 4,075 | $219K | 0.0% | $38.50 | +4.5% | COMMON STOCK | 172062101 |
| GNTX | GENTEX CORP | 14,000 | $217K | 0.0% | $17.65 | -9.9% | COMMON STOCK | 371901109 |
| — | CIMAREX ENERGY CO | 2,115 | $217K | 0.0% | $143.43 | — | COMMON STOCK | 171798101 |
| GPC | GENUINE PARTS CO | 2,600 | $216K | 0.0% | $70.41 | -9.4% | COMMON STOCK | 372460105 |
| — | XILINX INC | 5,100 | $216K | 0.0% | $42.35 | — | COMMON STOCK | 983919101 |
| HOG | HARLEY-DAVIDSON INC | 3,900 | $214K | 0.0% | $56.42 | 0.0% | COMMON STOCK | 412822108 |
| RL | RALPH LAUREN CORP | 1,800 | $213K | 0.0% | $119.23 | -19.2% | COMMON STOCK | 751212101 |
| BRO | BROWN & BROWN INC | 6,805 | $211K | 0.0% | $14.58 | +2.3% | COMMON STOCK | 115236101 |
| DKS | DICK'S SPORTING GOODS INC | 4,200 | $208K | 0.0% | $38.19 | 0.0% | COMMON STOCK | 253393102 |
| — | AMTRUST FINANCIAL SERVICES INC | 3,300 | $208K | 0.0% | $63.03 | — | COMMON STOCK | 032359309 |
| — | GENERAL GROWTH PROPERTIES | 7,900 | $205K | 0.0% | $25.70 | — | COMMON STOCK | 370023103 |
| — | DST SYSTEMS INC | 1,950 | $205K | 0.0% | $105.13 | — | COMMON STOCK | 233326107 |
| — | ITT INDUSTRIES INC | 6,040 | $202K | 0.0% | $39.90 | — | COMMON STOCK | 450911201 |
| — | HCP INC | 5,400 | $201K | 0.0% | $37.22 | — | COMMON STOCK | 40414L109 |
| — | CORELOGIC INC | 5,400 | $201K | 0.0% | $37.22 | — | COMMON STOCK | 21871D103 |
| CVI | CVR ENERGY INC | 4,900 | $201K | 0.0% | $16.93 | 0.0% | COMMON STOCK | 12662P108 |
| TER | TERADYNE INC | 10,200 | $184K | 0.0% | $17.22 | +0.2% | COMMON STOCK | 880770102 |
| — | FRANK'S INTERNATIONAL NV | 11,500 | $176K | 0.0% | $15.30 | — | COMMON STOCK | N33462107 |
| IBN | ICICI BANK LTD | 20,675 | $173K | 0.0% | $10.71 | — | COMMON STOCK | 45104G104 |
| — | NORTHSTAR REALTY FINANCE CORP | 13,500 | $167K | 0.0% | $12.37 | — | COMMON STOCK | 66704R704 |
| — | PROSPECT CAPITAL CORP | 155,000 | $150K | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| — | ARES CAPITAL CORP | 27,000 | $28,000 | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 04010LAG8 |
| — | LAM RESEARCH CORP | 12,000 | $15,000 | 0.0% | $1.42 | — | CONVERTIBLE SECURITY | 512807AL2 |