CIK: 0001056973 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 13, 2015
Total Value ($000): $10,167,644 (97.6% shares, 2.4% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| KEY | KEYCORP NEW | 13,656,500 | $189,825 | 1.9% | $8.64 | -0.2% | COM | 493267108 |
| — | COVIDIEN PLC | 1,760,000 | $180,013 | 1.8% | $87.01 | — | SHS | G2554F113 |
| — | CAREFUSION CORP | 2,983,455 | $177,038 | 1.7% | $59.34 | — | COM | 14170T101 |
| — | PROTECTIVE LIFE CORP | 2,280,930 | $158,867 | 1.6% | $69.42 | — | COM | 743674103 |
| NRG | NRG ENERGY INC | 5,618,600 | $151,421 | 1.5% | $21.77 | +6.2% | COM NEW | 629377508 |
| — | ALLERGAN INC | 706,001 | $150,089 | 1.5% | $211.13 | — | COM | 018490102 |
| — | TRW AUTOMOTIVE HLDGS CORP | 1,346,000 | $138,436 | 1.4% | $102.01 | — | COM | 87264S106 |
| — | ROCKWOOD HLDGS INC | 1,615,409 | $127,294 | 1.3% | $76.83 | — | COM | 774415103 |
| — | DRESSER-RAND GROUP INC | 1,555,469 | $127,237 | 1.3% | $81.84 | — | COM | 261608103 |
| — | CIT GROUP INC | 2,610,454 | $124,858 | 1.2% | $47.60 | — | COM NEW | 125581801 |
| VLO | VALERO ENERGY CORP NEW | 2,461,775 | $121,858 | 1.2% | $32.07 | -1.8% | COM | 91913Y100 |
| — | SIGMA ALDRICH CORP | 853,057 | $117,099 | 1.2% | $136.80 | — | COM | 826552101 |
| — | DIRECTV | 1,319,156 | $114,371 | 1.1% | $85.82 | — | COM | 25490A309 |
| QCOM | QUALCOMM INC | 1,521,604 | $113,101 | 1.1% | $50.76 | +5.1% | COM | 747525103 |
| — | BUNGE LIMITED | 1,217,400 | $110,674 | 1.1% | $71.15 | — | COM | G16962105 |
| GAP | GAP INC DEL | 2,616,400 | $110,177 | 1.1% | $26.92 | -0.9% | COM | 364760108 |
| — | SPIRIT RLTY CAP INC NEW | 9,109,506 | $108,312 | 1.1% | $10.36 | — | COM | 84860W102 |
| — | MARATHON OIL CORP | 3,824,199 | $108,187 | 1.1% | $32.74 | — | COM | 565849106 |
| KMT | KENNAMETAL INC | 2,950,000 | $105,581 | 1.0% | $31.95 | -12.0% | COM | 489170100 |
| RF | REGIONS FINL CORP NEW | 9,886,875 | $104,405 | 1.0% | $6.76 | +0.5% | COM | 7591EP100 |
| TPH | TRI POINTE HOMES INC | 6,394,430 | $97,515 | 1.0% | $15.33 | -7.1% | COM | 87265H109 |
| — | HUDSON CITY BANCORP | 9,514,888 | $96,291 | 0.9% | $9.52 | — | COM | 443683107 |
| PAYX | PAYCHEX INC | 2,000,570 | $92,366 | 0.9% | $31.70 | +3.9% | COM | 704326107 |
| — | PLAINS GP HLDGS L P | 3,477,686 | $89,307 | 0.9% | $25.68 | — | SHS A REP LTPN | 72651A108 |
| C | CITIGROUP INC | 1,600,000 | $86,576 | 0.9% | $37.22 | +6.2% | COM NEW | 172967424 |
| — | STARWOOD HOTELS&RESORTS WRLD | 1,040,855 | $84,382 | 0.8% | $80.74 | — | COM | 85590A401 |
| JPM | JPMORGAN CHASE & CO | 1,335,570 | $83,580 | 0.8% | $39.89 | +12.1% | COM | 46625H100 |
| — | LABORATORY CORP AMER HLDGS | 755,562 | $81,525 | 0.8% | $105.71 | — | COM NEW | 50540R409 |
| — | MEADWESTVACO CORP | 1,809,360 | $80,317 | 0.8% | $37.89 | — | COM | 583334107 |
| — | JUNIPER NETWORKS INC | 3,486,200 | $77,812 | 0.8% | $23.23 | — | COM | 48203R104 |
| — | ANADARKO PETE CORP | 936,945 | $77,298 | 0.8% | $85.27 | — | COM | 032511107 |
| — | EXPRESS SCRIPTS HLDG CO | 893,477 | $75,651 | 0.7% | $82.04 | — | COM | 30219G108 |
| LOW | LOWES COS INC | 1,087,139 | $74,795 | 0.7% | $33.16 | +47.9% | COM | 548661107 |
| — | LORILLARD INC | 1,150,000 | $72,381 | 0.7% | $59.97 | — | COM | 544147101 |
| ALLY | ALLY FINL INC | 2,992,300 | $70,678 | 0.7% | $18.37 | -5.9% | COM | 02005N100 |
| AEO | AMERICAN EAGLE OUTFITTERS NE | 5,075,000 | $70,441 | 0.7% | $9.63 | +2.9% | COM | 02553E106 |
| — | WPX ENERGY INC | 6,030,400 | $70,134 | 0.7% | $11.63 | — | COM | 98212B103 |
| — | EXPRESS INC | 4,718,413 | $69,313 | 0.7% | $15.83 | — | COM | 30219E103 |
| AAP | ADVANCE AUTO PARTS INC | 428,448 | $68,243 | 0.7% | $110.15 | +16.6% | COM | 00751Y106 |
| CMCSA | COMCAST CORP NEW | 1,173,334 | $68,065 | 0.7% | $21.17 | +0.4% | CL A | 20030N101 |
| — | INTERNATIONAL GAME TECHNOLOG | 3,921,566 | $67,647 | 0.7% | $16.88 | — | COM | 459902102 |
| — | EXTERRAN HLDGS INC | 2,053,124 | $66,891 | 0.7% | $31.56 | — | COM | 30225X103 |
| — | SPANSION INC | 1,924,506 | $65,857 | 0.6% | $34.22 | — | COM CL A NEW | 84649R200 |
| — | PENNSYLVANIA RL ESTATE INVT | 2,774,463 | $65,089 | 0.6% | $18.63 | — | SH BEN INT | 709102107 |
| EL | LAUDER ESTEE COS INC | 839,872 | $63,998 | 0.6% | $64.09 | 0.0% | CL A | 518439104 |
| CRI | CARTER INC | 705,524 | $61,599 | 0.6% | $60.27 | +1.7% | COM | 146229109 |
| — | REALOGY HLDGS CORP | 1,363,721 | $60,672 | 0.6% | $39.34 | — | COM | 75605Y106 |
| PG | PROCTER & GAMBLE CO | 653,545 | $59,531 | 0.6% | $64.60 | 0.0% | COM | 742718109 |
| — | CITRIX SYS INC | 893,669 | $57,016 | 0.6% | $62.81 | — | COM | 177376100 |
| TDC | TERADATA CORP DEL | 1,300,000 | $56,784 | 0.6% | $44.37 | -3.5% | COM | 88076W103 |
| EXC | EXELON CORP | 1,492,148 | $55,329 | 0.5% | $13.80 | +25.3% | COM | 30161N101 |
| — | WYNDHAM WORLDWIDE CORP | 643,575 | $55,193 | 0.5% | $77.30 | — | COM | 98310W108 |
| — | HILL ROM HLDGS INC | 1,204,800 | $54,963 | 0.5% | $41.49 | — | COM | 431475102 |
| — | ULTRATECH INC | 2,797,486 | $51,921 | 0.5% | $28.21 | — | COM | 904034105 |
| — | UTI WORLDWIDE INC | 4,275,000 | $51,599 | 0.5% | $10.60 | — | ORD | G87210103 |
| — | FINISAR CORP | 2,650,000 | $51,437 | 0.5% | $19.41 | — | COM NEW | 31787A507 |
| BLMN | BLOOMIN BRANDS INC | 2,064,882 | $51,126 | 0.5% | $15.74 | +2.9% | COM | 094235108 |
| WDC | WESTERN DIGITAL CORP | 461,727 | $51,113 | 0.5% | $62.96 | 0.0% | COM | 958102105 |
| MCK | MCKESSON CORP | 245,539 | $50,969 | 0.5% | $147.64 | +26.6% | COM | 58155Q103 |
| FITB | FIFTH THIRD BANCORP | 2,498,200 | $50,901 | 0.5% | $14.14 | -4.1% | COM | 316773100 |
| — | PRICELINE GRP INC | 44,199 | $50,396 | 0.5% | $1057.83 | — | COM NEW | 741503403 |
| MSFT | MICROSOFT CORP | 1,083,335 | $50,321 | 0.5% | $36.19 | +10.2% | COM | 594918104 |
| — | SUSQUEHANNA BANCSHARES INC P | 3,740,557 | $50,236 | 0.5% | $13.43 | — | COM | 869099101 |
| KSS | KOHLS CORP | 818,590 | $49,967 | 0.5% | $57.49 | +0.5% | COM | 500255104 |
| SLAB | SILICON LABORATORIES INC | 1,045,198 | $49,772 | 0.5% | $41.71 | +5.8% | COM | 826919102 |
| THC | TENET HEALTHCARE CORP | 979,540 | $49,633 | 0.5% | $52.27 | 0.0% | COM NEW | 88033G407 |
| TKR | TIMKEN CO | 1,160,905 | $49,547 | 0.5% | $43.54 | -3.5% | COM | 887389104 |
| — | KINDRED HEALTHCARE INC | 2,720,400 | $49,457 | 0.5% | $18.99 | — | COM | 494580103 |
| — | GULFPORT ENERGY CORP | 1,183,345 | $49,393 | 0.5% | $55.18 | — | COM NEW | 402635304 |
| NEE | NEXTERA ENERGY INC | 464,405 | $49,362 | 0.5% | $18.86 | +0.1% | COM | 65339F101 |
| AVT | AVNET INC | 1,145,868 | $49,295 | 0.5% | $30.71 | +8.1% | COM | 053807103 |
| NTAP | NETAPP INC | 1,158,743 | $48,030 | 0.5% | $29.31 | +7.1% | COM | 64110D104 |
| MRK | MERCK & CO INC NEW | 843,757 | $47,917 | 0.5% | $35.18 | +11.8% | COM | 58933Y105 |
| MCHP | MICROCHIP TECHNOLOGY INC | 1,050,027 | $47,367 | 0.5% | $15.77 | +9.8% | COM | 595017104 |
| — | CUBIST PHARMACEUTICALS INC | 462,500 | $46,551 | 0.5% | $100.65 | — | COM | 229678107 |
| — | COBALT INTL ENERGY INC | 5,229,100 | $46,487 | 0.5% | $11.77 | — | COM | 19075F106 |
| AAL | AMERICAN AIRLS GROUP INC | 858,700 | $46,052 | 0.5% | $36.18 | +12.7% | COM | 02376R102 |
| — | REYNOLDS AMERICAN INC | 703,527 | $45,216 | 0.4% | $60.41 | — | COM | 761713106 |
| DAR | DARLING INGREDIENTS INC | 2,426,200 | $44,060 | 0.4% | $18.87 | -4.2% | COM | 237266101 |
| GGB | GERDAU S A | 12,250,400 | $43,489 | 0.4% | $4.27 | — | SPON ADR REP PFD | 373737105 |
| — | PARTNERRE LTD | 380,039 | $43,374 | 0.4% | $90.81 | — | COM | G6852T105 |
| — | AUXILIUM PHARMACEUTICALS INC | 1,249,100 | $42,950 | 0.4% | $33.91 | — | COM | 05334D107 |
| — | CBS CORP NEW | 770,706 | $42,651 | 0.4% | $55.10 | — | CL B | 124857202 |
| COF | CAPITAL ONE FINL CORP | 510,450 | $42,138 | 0.4% | $65.53 | +1.5% | COM | 14040H105 |
| — | HILTON WORLDWIDE HLDGS INC | 1,604,300 | $41,856 | 0.4% | $26.09 | — | COM | 43300A104 |
| — | GENERAL GROWTH PPTYS INC NEW | 1,468,277 | $41,303 | 0.4% | $21.01 | — | COM | 370023103 |
| NI | NISOURCE INC | 953,900 | $40,464 | 0.4% | $10.45 | +9.8% | COM | 65473P105 |
| — | TYCO INTL PLC | 915,077 | $40,135 | 0.4% | $43.86 | — | SHS | G91442106 |
| DVN | DEVON ENERGY CORP NEW | 648,500 | $39,695 | 0.4% | $46.40 | -11.3% | COM | 25179M103 |
| CHKP | CHECK POINT SOFTWARE TECH LT | 503,791 | $39,583 | 0.4% | $74.30 | 0.0% | ORD | M22465104 |
| — | INTERNATIONAL RECTIFIER CORP | 990,700 | $39,529 | 0.4% | $39.27 | — | COM | 460254105 |
| WPC | W P CAREY INC | 563,800 | $39,522 | 0.4% | $70.10 | — | COM | 92936U109 |
| — | GOOGLE INC | 73,520 | $38,701 | 0.4% | $550.19 | — | CL C | 38259P706 |
| — | TWITTER INC | 1,077,702 | $38,657 | 0.4% | $35.87 | — | COM | 90184L102 |
| CPB | CAMPBELL SOUP CO | 843,800 | $37,127 | 0.4% | $30.98 | 0.0% | COM | 134429109 |
| — | CATAMARAN CORP | 702,300 | $36,344 | 0.4% | $51.75 | — | COM | 148887102 |
| — | JARDEN CORP | 23,000,000 | $36,132 | 0.4% | $1.48 | — | NOTE 1.875% 9/1 | 471109AH1 |
| KRE | SPDR SERIES TRUST | 880,200 | $35,824 | 0.4% | $39.91 | — | S&P REGL BKG | 78464A698 |
| — | XL GROUP PLC | 1,034,000 | $35,539 | 0.3% | $34.37 | — | SHS | G98290102 |
| RS | RELIANCE STEEL & ALUMINUM CO | 575,000 | $35,230 | 0.3% | $63.44 | 0.0% | COM | 759509102 |
| — | RENEWABLE ENERGY GROUP INC | 3,566,680 | $34,632 | 0.3% | $11.19 | — | COM NEW | 75972A301 |
| — | PINNACLE FOODS INC DEL | 967,903 | $34,167 | 0.3% | $31.67 | — | COM | 72348P104 |
| — | ALON USA ENERGY INC | 2,650,843 | $33,586 | 0.3% | $14.33 | — | COM | 020520102 |
| INTU | INTUIT | 361,245 | $33,303 | 0.3% | $72.46 | +12.2% | COM | 461202103 |
| V | VISA INC | 126,292 | $33,114 | 0.3% | $51.37 | +8.4% | COM CL A | 92826C839 |
| TAP | MOLSON COORS BREWING CO | 442,925 | $33,007 | 0.3% | $56.09 | +0.9% | CL B | 60871R209 |
| AEP | AMERICAN ELEC PWR INC | 542,074 | $32,915 | 0.3% | $31.62 | +22.0% | COM | 025537101 |
| — | VITAMIN SHOPPE INC | 669,788 | $32,538 | 0.3% | $44.14 | — | COM | 92849E101 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 611,026 | $32,177 | 0.3% | $41.23 | +7.4% | CL A | 192446102 |
| FNF | FIDELITY NATIONAL FINANCIAL | 928,476 | $31,986 | 0.3% | $12.73 | +10.5% | FNF GROUP COM | 31620R303 |
| SWX | SOUTHWEST GAS CORP | 517,488 | $31,986 | 0.3% | $52.31 | +8.5% | COM | 844895102 |
| — | SANTANDER CONSUMER USA HDG I | 1,617,000 | $31,709 | 0.3% | $19.61 | — | COM | 80283M101 |
| ARMK | ARAMARK | 1,000,499 | $31,166 | 0.3% | $17.25 | +3.5% | COM | 03852U106 |
| — | ACE LTD | 270,268 | $31,048 | 0.3% | $92.38 | — | SHS | H0023R105 |
| — | YAHOO INC | 589,550 | $29,778 | 0.3% | $50.51 | — | COM | 984332106 |
| PRU | PRUDENTIAL FINL INC | 326,050 | $29,494 | 0.3% | $51.36 | +3.5% | COM | 744320102 |
| — | VMWARE INC | 354,600 | $29,262 | 0.3% | $82.52 | — | CL A COM | 928563402 |
| — | JDS UNIPHASE CORP | 2,125,000 | $29,155 | 0.3% | $13.72 | — | COM PAR $0.001 | 46612J507 |
| — | KRAFT FOODS GROUP INC | 463,200 | $29,024 | 0.3% | $62.66 | — | COM | 50076Q106 |
| HSY | HERSHEY CO | 277,000 | $28,789 | 0.3% | $71.43 | +4.5% | COM | 427866108 |
| OGE | OGE ENERGY CORP | 811,193 | $28,781 | 0.3% | $36.65 | -1.5% | COM | 670837103 |
| MPWR | MONOLITHIC PWR SYS INC | 577,278 | $28,714 | 0.3% | $40.54 | 0.0% | COM | 609839105 |
| CIEN | CIENA CORP | 1,475,000 | $28,630 | 0.3% | $16.70 | 0.0% | COM NEW | 171779309 |
| — | MICHAEL KORS HLDGS LTD | 380,538 | $28,578 | 0.3% | $71.39 | — | SHS | G60754101 |
| — | NABORS INDUSTRIES LTD | 2,191,433 | $28,445 | 0.3% | $20.75 | — | SHS | G6359F103 |
| — | MONEYGRAM INTL INC | 3,129,160 | $28,444 | 0.3% | $15.09 | — | COM NEW | 60935Y208 |
| NBHC | NATIONAL BK HLDGS CORP | 1,435,926 | $27,871 | 0.3% | $14.83 | +3.4% | CL A | 633707104 |
| ED | CONSOLIDATED EDISON INC | 415,600 | $27,434 | 0.3% | $37.46 | +11.7% | COM | 209115104 |
| VISN | COMMSCOPE HLDG CO INC | 1,196,450 | $27,315 | 0.3% | $22.32 | 0.0% | COM | 20337X109 |
| — | TALISMAN ENERGY INC | 3,398,026 | $26,607 | 0.3% | $9.17 | — | COM | 87425E103 |
| — | PRICELINE GRP INC | 20,000,000 | $26,500 | 0.3% | $1.34 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | VIMPELCOM LTD | 6,247,585 | $26,084 | 0.3% | $7.91 | — | SPONSORED ADR | 92719A106 |
| — | NIELSEN N V | 578,477 | $25,875 | 0.3% | $44.40 | — | COM | N63218106 |
| — | WHITING PETE CORP NEW | 781,157 | $25,778 | 0.3% | $45.19 | — | COM | 966387102 |
| META | FACEBOOK INC | 328,483 | $25,628 | 0.3% | $74.87 | +1.4% | CL A | 30303M102 |
| TMO | THERMO FISHER SCIENTIFIC INC | 203,575 | $25,506 | 0.3% | $101.38 | +15.9% | COM | 883556102 |
| — | COBALT INTL ENERGY INC | 37,500,000 | $25,429 | 0.3% | $0.68 | — | NOTE 3.125% 5/1 | 19075FAB2 |
| AMZN | AMAZON COM INC | 81,512 | $25,297 | 0.2% | $15.84 | -1.6% | COM | 023135106 |
| SNPS | SYNOPSYS INC | 572,913 | $24,905 | 0.2% | $38.10 | +9.0% | COM | 871607107 |
| ABT | ABBOTT LABS | 550,760 | $24,795 | 0.2% | $28.45 | +24.1% | COM | 002824100 |
| — | OFFICE DEPOT INC | 2,856,500 | $24,494 | 0.2% | $8.57 | — | COM | 676220106 |
| — | QLIK TECHNOLOGIES INC | 792,956 | $24,494 | 0.2% | $27.11 | — | COM | 74733T105 |
| — | SANDISK CORP | 20,000,000 | $24,125 | 0.2% | $1.21 | — | NOTE 0.500%10/1 | 80004CAF8 |
| PVH | PVH CORP | 184,933 | $23,703 | 0.2% | $122.12 | -3.3% | COM | 693656100 |
| HAL | HALLIBURTON CO | 596,900 | $23,476 | 0.2% | $43.77 | -10.3% | COM | 406216101 |
| CRM | SALESFORCE COM INC | 393,500 | $23,338 | 0.2% | $50.73 | +14.8% | COM | 79466L302 |
| PGR | PROGRESSIVE CORP OHIO | 861,280 | $23,246 | 0.2% | $18.01 | +5.0% | COM | 743315103 |
| — | CIGNA CORPORATION | 223,675 | $23,018 | 0.2% | $102.91 | — | COM | 125509109 |
| — | FOREST CITY ENTERPRISES INC | 1,070,344 | $22,798 | 0.2% | $19.58 | — | CL A | 345550107 |
| CVLT | COMMVAULT SYSTEMS INC | 439,230 | $22,704 | 0.2% | $48.05 | 0.0% | COM | 204166102 |
| — | GOLDCORP INC NEW | 1,225,000 | $22,687 | 0.2% | $18.52 | — | COM | 380956409 |
| TRGP | TARGA RES CORP | 206,275 | $21,875 | 0.2% | $67.89 | 0.0% | COM | 87612G101 |
| — | SOLARWINDS INC | 438,444 | $21,848 | 0.2% | $40.04 | — | COM | 83416B109 |
| — | HERSHA HOSPITALITY TR | 3,033,109 | $21,323 | 0.2% | $5.91 | — | SH BEN INT A | 427825104 |
| — | ACTIVISION BLIZZARD INC | 1,053,348 | $21,225 | 0.2% | $20.15 | — | COM | 00507V109 |
| — | VOLCANO CORPORATION | 21,400,000 | $21,213 | 0.2% | $0.99 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | TENNECO INC | 373,993 | $21,172 | 0.2% | $58.63 | — | COM | 880349105 |
| TSN | TYSON FOODS INC | 524,100 | $21,011 | 0.2% | $30.16 | +4.3% | CL A | 902494103 |
| — | AMERICAN RLTY CAP PPTYS INC | 22,600,000 | $20,849 | 0.2% | $0.92 | — | NOTE 3.000% 8/0 | 02917TAA2 |
| — | ST JUDE MED INC | 306,474 | $19,930 | 0.2% | $65.03 | — | COM | 790849103 |
| PWR | QUANTA SVCS INC | 700,400 | $19,884 | 0.2% | $30.81 | 0.0% | COM | 74762E102 |
| — | RED HAT INC | 283,600 | $19,608 | 0.2% | $64.52 | — | COM | 756577102 |
| — | CHICOS FAS INC | 1,200,000 | $19,452 | 0.2% | $16.22 | — | COM | 168615102 |
| TROW | PRICE T ROWE GROUP INC | 224,845 | $19,305 | 0.2% | $49.34 | +8.9% | COM | 74144T108 |
| VZ | VERIZON COMMUNICATIONS INC | 405,340 | $18,962 | 0.2% | $27.01 | +2.4% | COM | 92343V104 |
| CROX | CROCS INC | 1,503,646 | $18,781 | 0.2% | $13.20 | -6.3% | COM | 227046109 |
| VTR | VENTAS INC | 260,630 | $18,687 | 0.2% | $48.29 | 0.0% | COM | 92276F100 |
| KO | COCA COLA CO | 438,200 | $18,501 | 0.2% | $30.05 | 0.0% | COM | 191216100 |
| — | WHITEWAVE FOODS CO | 526,641 | $18,427 | 0.2% | $36.33 | — | COM | 966244105 |
| CCI | CROWN CASTLE INTL CORP NEW | 230,300 | $18,125 | 0.2% | $50.35 | 0.0% | COM | 22822V101 |
| — | TIM PARTICIPACOES S A | 791,580 | $17,581 | 0.2% | $24.09 | — | SPONSORED ADR | 88706P205 |
| URBN | URBAN OUTFITTERS INC | 500,300 | $17,576 | 0.2% | $36.43 | -11.0% | COM | 917047102 |
| — | LEVEL 3 COMMUNICATIONS INC | 349,800 | $17,273 | 0.2% | $49.38 | — | COM NEW | 52729N308 |
| — | ICONIX BRAND GROUP INC | 14,500,000 | $17,239 | 0.2% | $1.24 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 12,000,000 | $16,813 | 0.2% | $1.26 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | LINKEDIN CORP | 72,669 | $16,693 | 0.2% | $183.34 | — | COM CL A | 53578A108 |
| — | ZILLOW INC | 157,623 | $16,691 | 0.2% | $105.89 | — | CL A | 98954A107 |
| — | MOLINA HEALTHCARE INC | 12,000,000 | $16,635 | 0.2% | $1.22 | — | NOTE 1.125% 1/1 | 60855RAC4 |
| — | DOW CHEM CO | 355,300 | $16,205 | 0.2% | $49.03 | — | COM | 260543103 |
| GPN | GLOBAL PMTS INC | 199,464 | $16,103 | 0.2% | $33.23 | +14.4% | COM | 37940X102 |
| BHE | BENCHMARK ELECTRS INC | 631,100 | $16,055 | 0.2% | $20.07 | -2.8% | COM | 08160H101 |
| MCD | MCDONALDS CORP | 171,280 | $16,049 | 0.2% | $70.55 | 0.0% | COM | 580135101 |
| — | ENVISION HEALTHCARE HLDGS IN | 455,400 | $15,798 | 0.2% | $34.68 | — | COM | 29413U103 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 336,683 | $15,548 | 0.2% | $35.90 | 0.0% | COM | 11133T103 |
| ALLE | ALLEGION PUB LTD CO | 280,198 | $15,540 | 0.2% | $41.58 | +10.6% | ORD SHS | G0176J109 |
| AL | AIR LEASE CORP | 448,100 | $15,374 | 0.2% | $32.29 | -7.2% | CL A | 00912X302 |
| DHT | DHT HOLDINGS INC | 2,096,224 | $15,323 | 0.2% | $2.75 | 0.0% | SHS NEW | Y2065G121 |
| HYG | ISHARES | 169,400 | $15,178 | 0.1% | $89.60 | — | IBOXX HI YD ETF | 464288513 |
| — | FINISH LINE INC | 622,500 | $15,133 | 0.1% | $24.31 | — | CL A | 317923100 |
| — | CEMEX SAB DE CV | 12,500,000 | $15,098 | 0.1% | $1.44 | — | NOTE 3.750% 3/1 | 151290BC6 |
| — | TECH DATA CORP | 235,400 | $14,884 | 0.1% | $61.30 | — | COM | 878237106 |
| SPY | SPDR S&P 500 ETF TR | 71,500 | $14,696 | 0.1% | $205.54 | — | TR UNIT | 78462F103 |
| — | CAPITAL BK FINL CORP | 547,048 | $14,661 | 0.1% | $19.13 | — | CL A COM | 139794101 |
| — | OASIS PETE INC NEW | 882,700 | $14,600 | 0.1% | $30.04 | — | COM | 674215108 |
| — | GLIMCHER RLTY TR | 1,058,618 | $14,545 | 0.1% | $13.74 | — | SH BEN INT | 379302102 |
| — | TREEHOUSE FOODS INC | 169,831 | $14,526 | 0.1% | $85.53 | — | COM | 89469A104 |
| — | GENCORP INC | 776,231 | $14,205 | 0.1% | $16.75 | — | COM | 368682100 |
| NVGS | NAVIGATOR HOLDINGS LTD | 666,973 | $14,046 | 0.1% | $31.49 | -32.6% | SHS | Y62132108 |
| — | CORNERSTONE ONDEMAND INC | 395,602 | $13,925 | 0.1% | $44.68 | — | COM | 21925Y103 |
| — | STARZ | 464,900 | $13,808 | 0.1% | $29.70 | — | COM SER A | 85571Q102 |
| — | FMC TECHNOLOGIES INC | 292,596 | $13,705 | 0.1% | $55.56 | — | COM | 30249U101 |
| — | PAREXEL INTL CORP | 243,100 | $13,507 | 0.1% | $55.56 | — | COM | 699462107 |
| — | CARRIZO OIL & GAS INC | 323,900 | $13,474 | 0.1% | $41.60 | — | COM | 144577103 |
| PLXS | PLEXUS CORP | 326,726 | $13,464 | 0.1% | $40.50 | -3.7% | COM | 729132100 |
| ROST | ROSS STORES INC | 142,548 | $13,437 | 0.1% | $31.10 | +21.7% | COM | 778296103 |
| — | HEALTH CARE REIT INC | 177,450 | $13,428 | 0.1% | $75.67 | — | COM | 42217K106 |
| SHOO | MADDEN STEVEN LTD | 420,898 | $13,397 | 0.1% | $19.33 | -4.8% | COM | 556269108 |
| — | E M C CORP MASS | 450,100 | $13,386 | 0.1% | $26.59 | — | COM | 268648102 |
| DIS | DISNEY WALT CO | 138,800 | $13,074 | 0.1% | $81.30 | 0.0% | COM DISNEY | 254687106 |
| SWK | STANLEY BLACK & DECKER INC | 135,200 | $12,990 | 0.1% | $63.74 | +9.0% | COM | 854502101 |
| HBAN | HUNTINGTON BANCSHARES INC | 1,227,587 | $12,914 | 0.1% | $6.18 | +4.2% | COM | 446150104 |
| IVZ | INVESCO LTD | 325,155 | $12,850 | 0.1% | $20.71 | +16.9% | SHS | G491BT108 |
| — | COCA COLA ENTERPRISES INC NE | 289,000 | $12,780 | 0.1% | $46.69 | — | COM | 19122T109 |
| — | PRAXAIR INC | 98,365 | $12,744 | 0.1% | $129.36 | — | COM | 74005P104 |
| — | APARTMENT INVT & MGMT CO | 342,724 | $12,732 | 0.1% | $28.73 | — | CL A | 03748R101 |
| JKHY | HENRY JACK & ASSOC INC | 198,000 | $12,304 | 0.1% | $52.02 | 0.0% | COM | 426281101 |
| — | DYNEGY INC NEW DEL | 404,300 | $12,271 | 0.1% | $28.86 | — | COM | 26817R108 |
| — | CABLEVISION SYS CORP | 590,445 | $12,187 | 0.1% | $20.64 | — | CL A NY CABLVS | 12686C109 |
| — | LIBERTY GLOBAL PLC | 250,000 | $12,078 | 0.1% | $42.29 | — | SHS CL C | G5480U120 |
| WSM | WILLIAMS SONOMA INC | 157,530 | $11,922 | 0.1% | $26.72 | 0.0% | COM | 969904101 |
| — | FAMILY DLR STORES INC | 145,018 | $11,487 | 0.1% | $75.27 | — | COM | 307000109 |
| — | COSAN LTD | 1,470,699 | $11,398 | 0.1% | $7.75 | — | SHS A | G25343107 |
| — | YAHOO INC | 10,000,000 | $11,349 | 0.1% | $1.13 | — | NOTE 12/0 | 984332AF3 |
| — | BROOKFIELD RESIDENTIAL PPTYS | 471,436 | $11,343 | 0.1% | $24.06 | — | COM | 11283W104 |
| — | THOMSON REUTERS CORP | 278,764 | $11,245 | 0.1% | $35.67 | — | COM | 884903105 |
| — | CENTERSTATE BANKS INC | 942,732 | $11,228 | 0.1% | $11.06 | — | COM | 15201P109 |
| CRUS | CIRRUS LOGIC INC | 475,801 | $11,215 | 0.1% | $20.15 | 0.0% | COM | 172755100 |
| EBAY | EBAY INC | 197,830 | $11,102 | 0.1% | $20.20 | 0.0% | COM | 278642103 |
| — | XEROX CORP | 793,049 | $10,992 | 0.1% | $13.86 | — | COM | 984121103 |
| — | NATIONAL INTERSTATE CORP | 363,245 | $10,825 | 0.1% | $26.81 | — | COM | 63654U100 |
| AGCO | AGCO CORP | 232,000 | $10,486 | 0.1% | $35.10 | 0.0% | COM | 001084102 |
| NSC | NORFOLK SOUTHERN CORP | 93,150 | $10,210 | 0.1% | $85.81 | 0.0% | COM | 655844108 |
| — | LIBERTY MEDIA CORP DELAWARE | 285,000 | $10,052 | 0.1% | $35.27 | — | CL A | 531229102 |
| — | LAM RESEARCH CORP | 125,100 | $9,925 | 0.1% | $50.59 | — | COM | 512807108 |
| — | HARBINGER GROUP INC | 695,000 | $9,841 | 0.1% | $11.87 | — | COM | 41146A106 |
| VRTX | VERTEX PHARMACEUTICALS INC | 82,700 | $9,825 | 0.1% | $112.63 | 0.0% | COM | 92532F100 |
| FIS | FIDELITY NATL INFORMATION SV | 156,627 | $9,742 | 0.1% | $43.71 | +11.1% | COM | 31620M106 |
| — | LACLEDE GROUP INC | 177,400 | $9,438 | 0.1% | $47.21 | — | COM | 505597104 |
| BIIB | BIOGEN IDEC INC | 27,520 | $9,342 | 0.1% | $323.51 | 0.0% | COM | 09062X103 |
| — | WGL HLDGS INC | 168,500 | $9,203 | 0.1% | $54.62 | — | COM | 92924F106 |
| — | NVIDIA CORP | 8,000,000 | $9,189 | 0.1% | $1.15 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | PMC-SIERRA INC | 996,652 | $9,129 | 0.1% | $7.57 | — | COM | 69344F106 |
| — | SUNTRUST BKS INC | 214,090 | $8,970 | 0.1% | $39.00 | — | COM | 867914103 |
| — | DUNKIN BRANDS GROUP INC | 207,664 | $8,857 | 0.1% | $42.65 | — | COM | 265504100 |
| DLTR | DOLLAR TREE INC | 120,200 | $8,460 | 0.1% | $57.61 | +9.4% | COM | 256746108 |
| — | HOMEAWAY INC | 281,423 | $8,381 | 0.1% | $31.57 | — | COM | 43739Q100 |
| MS | MORGAN STANLEY | 207,850 | $8,065 | 0.1% | $22.25 | +18.5% | COM NEW | 617446448 |
| CHD | CHURCH & DWIGHT INC | 101,500 | $7,999 | 0.1% | $31.83 | 0.0% | COM | 171340102 |
| ZBH | ZIMMER HLDGS INC | 70,272 | $7,970 | 0.1% | $71.58 | +34.4% | COM | 98956P102 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTN | 615,900 | $7,865 | 0.1% | $15.01 | -15.1% | COM | 01988P108 |
| — | RENEWABLE ENERGY GROUP INC | 8,000,000 | $7,670 | 0.1% | $1.07 | — | MTNF 2.750% 6/1 | 75972AAA1 |
| — | VECTOR GROUP LTD | 357,412 | $7,616 | 0.1% | $20.90 | — | COM | 92240M108 |
| — | SL GREEN RLTY CORP | 63,350 | $7,540 | 0.1% | $119.02 | — | COM | 78440X101 |
| ALGN | ALIGN TECHNOLOGY INC | 132,900 | $7,430 | 0.1% | $52.90 | 0.0% | COM | 016255101 |
| — | CONTINENTAL RESOURCES INC | 183,000 | $7,020 | 0.1% | $38.36 | — | COM | 212015101 |
| MATV | SCHWEITZER-MAUDUIT INTL INC | 164,000 | $6,937 | 0.1% | $24.37 | +0.5% | COM | 808541106 |
| GEO | GEO GROUP INC NEW | 171,800 | $6,934 | 0.1% | $13.45 | +8.8% | COM | 36162J106 |
| — | ITT CORP NEW | 159,800 | $6,466 | 0.1% | $40.46 | — | COM NEW | 450911201 |
| — | ACTAVIS PLC | 25,115 | $6,465 | 0.1% | $205.85 | — | SHS | G0083B108 |
| — | BLUELINX HLDGS INC | 5,347,221 | $6,203 | 0.1% | $1.70 | — | COM | 09624H109 |
| CL | COLGATE PALMOLIVE CO | 87,570 | $6,059 | 0.1% | $50.68 | +3.0% | COM | 194162103 |
| — | DDR CORP | 325,500 | $5,976 | 0.1% | $18.36 | — | COM | 23317H102 |
| BAC | BANK AMER CORP | 332,500 | $5,948 | 0.1% | $12.24 | +10.7% | COM | 060505104 |
| GIS | GENERAL MLS INC | 109,200 | $5,824 | 0.1% | $35.46 | -0.6% | COM | 370334104 |
| — | WL ROSS HLDG CORP | 495,923 | $5,753 | 0.1% | $10.32 | — | UNIT 99/99/9999 | 92939D203 |
| WTI | W & T OFFSHORE INC | 766,554 | $5,627 | 0.1% | $8.54 | 0.0% | COM | 92922P106 |
| AIG | AMERICAN INTL GROUP INC | 100,092 | $5,606 | 0.1% | $41.13 | 0.0% | COM NEW | 026874784 |
| — | AVOLON HLDGS LTD | 267,500 | $5,297 | 0.1% | $19.80 | — | COM | G52237107 |
| — | PROCERA NETWORKS INC | 731,208 | $5,257 | 0.1% | $10.38 | — | COM NEW | 74269U203 |
| — | SEMGROUP CORP | 75,000 | $5,129 | 0.1% | $68.39 | — | CL A | 81663A105 |
| — | CONSOLIDATED TOMOKA LD CO | 82,500 | $4,604 | 0.0% | $38.43 | — | COM | 210226106 |
| XLB | SELECT SECTOR SPDR TR | 5,300 | $4,439 | 0.0% | — | — | Put | 81369Y100 |
| — | GASTAR EXPL INC NEW | 1,798,181 | $4,334 | 0.0% | $2.41 | — | COM | 36729W202 |
| — | TRIBUNE MEDIA CO | 69,300 | $4,142 | 0.0% | $59.77 | — | CL A | 896047503 |
| ILMN | ILLUMINA INC | 22,400 | $4,135 | 0.0% | $176.23 | 0.0% | COM | 452327109 |
| LEN | LENNAR CORP | 78,800 | $3,531 | 0.0% | $31.91 | +17.7% | CL A | 526057104 |
| — | SOLERA HOLDINGS INC | 67,745 | $3,467 | 0.0% | $56.36 | — | COM | 83421A104 |
| DHI | D R HORTON INC | 134,800 | $3,409 | 0.0% | $19.50 | +6.1% | COM | 23331A109 |
| PHM | PULTE GROUP INC | 158,400 | $3,399 | 0.0% | $16.33 | +6.1% | COM | 745867101 |
| AZN | ASTRAZENECA PLC | 48,000 | $3,378 | 0.0% | $74.31 | — | SPONSORED ADR | 046353108 |
| — | BLACKROCK CR ALLCTN INC TR | 260,000 | $3,359 | 0.0% | $13.52 | — | COM | 092508100 |
| KMI | KINDER MORGAN INC DEL | 69,826 | $2,954 | 0.0% | $21.46 | +4.6% | COM | 49456B101 |
| TOL | TOLL BROTHERS INC | 83,000 | $2,844 | 0.0% | $35.28 | -7.5% | COM | 889478103 |
| DG | DOLLAR GEN CORP NEW | 38,500 | $2,722 | 0.0% | $49.73 | +13.8% | COM | 256677105 |
| — | FIRST TR HIGH INCOME L/S FD | 166,666 | $2,667 | 0.0% | $17.73 | — | COM | 33738E109 |
| — | WESTERN ASSET HGH YLD DFNDFD | 153,333 | $2,418 | 0.0% | $17.88 | — | COM | 95768B107 |
| — | DEUTSCHE HIGH INCOME OPPORT | 153,333 | $2,151 | 0.0% | $14.64 | — | COM | 25158Y102 |
| — | BLACKROCK CORPOR HI YLD FD I | 183,333 | $2,090 | 0.0% | $12.26 | — | COM | 09255P107 |
| — | PENNEY J C INC | 4,150 | $2,065 | 0.0% | — | — | Put | 708160106 |
| BLDR | BUILDERS FIRSTSOURCE INC | 300,000 | $2,061 | 0.0% | $5.98 | 0.0% | COM | 12008R107 |
| — | ASSOCIATED ESTATES RLTY CORP | 85,400 | $1,982 | 0.0% | $23.21 | — | COM | 045604105 |
| — | NEUBERGER BERMAN HGH YLD FD | 151,800 | $1,867 | 0.0% | $13.62 | — | COM | 64128C106 |
| — | IVY HIGH INC OPPORTUNITIES F | 113,333 | $1,797 | 0.0% | $18.28 | — | COM | 465893105 |
| — | WESTERN ASSET HIGH INCM OPP | 333,333 | $1,790 | 0.0% | $6.05 | — | COM | 95766K109 |
| — | WESTERN ASSET MGD HI INCM FD | 333,333 | $1,703 | 0.0% | $5.73 | — | COM | 95766L107 |
| JNJ | JOHNSON & JOHNSON | 11,700 | $1,223 | 0.0% | $77.30 | 0.0% | COM | 478160104 |
| — | COVISINT CORP | 420,733 | $1,115 | 0.0% | $4.63 | — | COM | 22357R103 |
| — | ZILLOW INC | 796 | $769 | 0.0% | $105.89 | — | Put | 98954A107 |
| LNG | CHENIERE ENERGY INC | 1,710 | $767 | 0.0% | — | — | Put | 16411R208 |
| — | VALHI INC NEW | 100,000 | $641 | 0.0% | $6.42 | — | COM | 918905100 |
| TSLA | TESLA MTRS INC | 2,700 | $609 | 0.0% | — | — | Put | 88160R101 |
| FANG | DIAMONDBACK ENERGY INC | 893 | $605 | 0.0% | — | — | Put | 25278X109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 640 | $592 | 0.0% | $112.63 | 0.0% | Put | 92532F100 |
| — | KEURIG GREEN MTN INC | 576 | $545 | 0.0% | — | — | Put | 49271M100 |
| — | CHESAPEAKE ENERGY CORP | 8,000 | $532 | 0.0% | — | — | Put | 165167107 |
| WMB | WILLIAMS COS INC DEL | 774 | $522 | 0.0% | $24.17 | +12.4% | Put | 969457100 |
| GM | GENERAL MTRS CO | 14,764 | $515 | 0.0% | $26.55 | -7.7% | COM | 37045V100 |
| MU | MICRON TECHNOLOGY INC | 2,274 | $435 | 0.0% | — | — | Put | 595112103 |
| TRGP | TARGA RES CORP | 756 | $427 | 0.0% | $67.89 | 0.0% | Call | 87612G101 |
| UAA | UNDER ARMOUR INC | 1,167 | $403 | 0.0% | — | — | Put | 904311107 |
| FFIV | F5 NETWORKS INC | 666 | $338 | 0.0% | — | — | Put | 315616102 |
| — | GENERAL MTRS CO | 13,421 | $337 | 0.0% | $23.99 | — | *W EXP 07/10/201 | 37045V118 |
| — | LAM RESEARCH CORP | 1,028 | $311 | 0.0% | $50.59 | — | Put | 512807108 |
| — | SUNEDISON INC | 2,176 | $306 | 0.0% | — | — | Put | 86732Y109 |
| LUV | SOUTHWEST AIRLS CO | 1,879 | $268 | 0.0% | — | — | Put | 844741108 |
| — | OI S.A. | 74,686 | $250 | 0.0% | $3.35 | — | SPN ADR NEW | 670851302 |
| PANW | PALO ALTO NETWORKS INC | 313 | $239 | 0.0% | — | — | Put | 697435105 |
| IP | INTL PAPER CO | 1,000 | $237 | 0.0% | — | — | Put | 460146103 |
| — | GENERAL MTRS CO | 13,421 | $228 | 0.0% | $16.32 | — | *W EXP 07/10/201 | 37045V126 |
| ILMN | ILLUMINA INC | 212 | $226 | 0.0% | $176.23 | 0.0% | Put | 452327109 |
| — | SANDISK CORP | 371 | $226 | 0.0% | — | — | Put | 80004C101 |
| REGN | REGENERON PHARMACEUTICALS | 107 | $214 | 0.0% | — | — | Put | 75886F107 |
| AMGN | AMGEN INC | 296 | $212 | 0.0% | — | — | Put | 031162100 |
| — | HARMAN INTL INDS INC | 376 | $209 | 0.0% | — | — | Put | 413086109 |
| — | AVAGO TECHNOLOGIES LTD | 382 | $201 | 0.0% | — | — | Put | Y0486S104 |
| — | QUICKSILVER RESOURCES INC | 1,000,000 | $198 | 0.0% | $0.60 | — | COM | 74837R104 |
| — | COMMUNITY HEALTH SYS INC NEW | 3,394,977 | $85 | 0.0% | $0.06 | — | RIGHT 01/27/2016 | 203668116 |
| — | CUBIST PHARMACEUTICALS INC | 1,334,393 | $53 | 0.0% | $1.20 | — | RIGHT 99/99/9999 | 229678123 |