CIK: 0001000742 · Show all filings
Period: Q4 2014 (← Previous) (Next →)
Filing Date: Feb 17, 2015
Total Value ($000): $1,897,047 (99.3% shares, 0.7% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GOOGLE INC | 150,000 | $78,960 | 4.2% | $577.36 | — | Call | 38259P706 |
| — | BUNGE LIMITED | 443,700 | $40,337 | 2.1% | — | — | Put | G16962105 |
| ZBH | ZIMMER HLDGS INC | 348,100 | $39,482 | 2.1% | $96.21 | 0.0% | Call | 98956P102 |
| META | FACEBOOK INC | 482,800 | $37,668 | 2.0% | $71.09 | +6.8% | CL A | 30303M102 |
| — | OMNICARE INC | 497,500 | $36,283 | 1.9% | $66.57 | — | Call | 681904108 |
| SLB | SCHLUMBERGER LTD | 400,000 | $34,164 | 1.8% | — | — | Put | 806857108 |
| — | VIACOM INC NEW | 424,600 | $31,951 | 1.7% | — | — | Put | 92553P201 |
| — | OUTERWALL INC | 350,000 | $26,327 | 1.4% | — | — | Put | 690070107 |
| CAH | CARDINAL HEALTH INC | 305,118 | $24,632 | 1.3% | $49.42 | +17.6% | COM | 14149Y108 |
| — | TEAM HEALTH HOLDINGS INC | 425,649 | $24,488 | 1.3% | $57.99 | — | COM | 87817A107 |
| V | VISA INC | 92,851 | $24,346 | 1.3% | $47.54 | +17.1% | COM CL A | 92826C839 |
| UHS | UNIVERSAL HLTH SVCS INC | 218,151 | $24,271 | 1.3% | $95.56 | +5.0% | CL B | 913903100 |
| — | HEALTH CARE REIT INC | 311,800 | $23,594 | 1.2% | $75.67 | — | COM | 42217K106 |
| — | COACH INC | 627,600 | $23,573 | 1.2% | — | — | Put | 189754104 |
| — | MACQUARIE INFRASTR CO LLC | 328,041 | $23,320 | 1.2% | $65.05 | — | MEMBERSHIP INT | 55608B105 |
| TAP | MOLSON COORS BREWING CO | 301,200 | $22,445 | 1.2% | — | — | Call | 60871R209 |
| IHI | ISHARES | 187,500 | $21,208 | 1.1% | $113.11 | — | U.S. MED DVC ETF | 464288810 |
| MPT | MEDICAL PPTYS TRUST INC | 1,535,100 | $21,154 | 1.1% | $12.64 | — | COM | 58463J304 |
| LULU | LULULEMON ATHLETICA INC | 377,700 | $21,072 | 1.1% | — | — | Call | 550021109 |
| HUM | HUMANA INC | 145,950 | $20,963 | 1.1% | $125.04 | 0.0% | COM | 444859102 |
| GIL | GILDAN ACTIVEWEAR INC | 337,600 | $19,091 | 1.0% | — | — | Put | 375916103 |
| AKAM | AKAMAI TECHNOLOGIES INC | 290,000 | $18,258 | 1.0% | — | — | Call | 00971T101 |
| AAPL | APPLE INC | 164,600 | $18,169 | 1.0% | $21.63 | +11.4% | COM | 037833100 |
| IT | GARTNER INC | 212,800 | $17,920 | 0.9% | $81.25 | 0.0% | COM | 366651107 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 330,400 | $17,425 | 0.9% | $49.81 | — | COM | 78377T107 |
| FDX | FEDEX CORP | 97,900 | $17,001 | 0.9% | $129.06 | +11.5% | COM | 31428X106 |
| — | POPEYES LA KITCHEN INC | 300,218 | $16,893 | 0.9% | $56.27 | — | COM | 732872106 |
| RHI | ROBERT HALF INTL INC | 284,146 | $16,588 | 0.9% | $48.45 | +12.0% | COM | 770323103 |
| — | SENSATA TECHNOLOGIES HLDG NV | 311,992 | $16,352 | 0.9% | $42.27 | — | SHS | N7902X106 |
| — | BLACKROCK INC | 45,600 | $16,305 | 0.9% | $357.57 | — | COM | 09247X101 |
| COR | AMERISOURCEBERGEN CORP | 178,500 | $16,094 | 0.8% | $58.75 | +6.9% | COM | 03073E105 |
| GLW | CORNING INC | 687,400 | $15,762 | 0.8% | $15.20 | 0.0% | COM | 219350105 |
| — | BROADCOM CORP | 361,000 | $15,642 | 0.8% | — | — | Call | 111320107 |
| SWKS | SKYWORKS SOLUTIONS INC | 214,800 | $15,618 | 0.8% | $26.27 | +89.8% | COM | 83088M102 |
| JLL | JONES LANG LASALLE INC | 102,987 | $15,441 | 0.8% | $112.19 | +19.7% | COM | 48020Q107 |
| XSD | SPDR SERIES TRUST | 187,000 | $14,910 | 0.8% | $79.73 | — | S&P SEMICNDCTR | 78464A862 |
| PTEN | PATTERSON UTI ENERGY INC | 886,500 | $14,707 | 0.8% | — | — | Put | 703481101 |
| WAL | WESTERN ALLIANCE BANCORP | 523,514 | $14,554 | 0.8% | $20.97 | +6.7% | COM | 957638109 |
| — | PALL CORP | 143,154 | $14,489 | 0.8% | $85.28 | — | COM | 696429307 |
| CLH | CLEAN HARBORS INC | 300,000 | $14,415 | 0.8% | — | — | Put | 184496107 |
| — | SONIC CORP | 527,700 | $14,369 | 0.8% | $27.23 | — | COM | 835451105 |
| PWR | QUANTA SVCS INC | 494,500 | $14,039 | 0.7% | — | — | Put | 74762E102 |
| BB | BLACKBERRY LTD | 1,277,300 | $14,025 | 0.7% | — | — | Put | 09228F103 |
| AVB | AVALONBAY CMNTYS INC | 84,100 | $13,741 | 0.7% | $108.21 | 0.0% | COM | 053484101 |
| NXPI | NXP SEMICONDUCTORS N V | 179,200 | $13,691 | 0.7% | $48.78 | +29.1% | COM | N6596X109 |
| SEE | SEALED AIR CORP NEW | 319,659 | $13,563 | 0.7% | $25.31 | +23.6% | COM | 81211K100 |
| CTAS | CINTAS CORP | 170,900 | $13,405 | 0.7% | $16.00 | 0.0% | COM | 172908105 |
| LII | LENNOX INTL INC | 137,200 | $13,044 | 0.7% | $77.77 | 0.0% | COM | 526107107 |
| — | ALCOA INC | 800,000 | $12,632 | 0.7% | — | — | Call | 013817101 |
| — | FIREEYE INC | 400,000 | $12,632 | 0.7% | $31.58 | — | Call | 31816Q101 |
| LYV | LIVE NATION ENTERTAINMENT IN | 481,500 | $12,572 | 0.7% | $24.21 | +4.1% | COM | 538034109 |
| — | VCA INC | 254,100 | $12,392 | 0.7% | $48.77 | — | COM | 918194101 |
| — | CATAMARAN CORP | 232,400 | $12,027 | 0.6% | — | — | Call | 148887102 |
| SYK | STRYKER CORP | 127,400 | $12,018 | 0.6% | $77.85 | 0.0% | COM | 863667101 |
| A | AGILENT TECHNOLOGIES INC | 293,500 | $12,016 | 0.6% | $36.57 | +0.7% | COM | 00846U101 |
| HD | HOME DEPOT INC | 113,300 | $11,893 | 0.6% | $74.81 | 0.0% | COM | 437076102 |
| SHW | SHERWIN WILLIAMS CO | 45,200 | $11,889 | 0.6% | $63.79 | +11.3% | COM | 824348106 |
| META | FACEBOOK INC | 140,000 | $10,923 | 0.6% | $71.09 | +6.8% | Call | 30303M102 |
| ENVA | ENOVA INTL INC | 481,400 | $10,716 | 0.6% | — | — | Put | 29357K103 |
| — | BED BATH & BEYOND INC | 140,000 | $10,664 | 0.6% | $76.17 | — | Call | 075896100 |
| — | LINKEDIN CORP | 44,372 | $10,193 | 0.5% | $203.90 | — | COM CL A | 53578A108 |
| HP | HELMERICH & PAYNE INC | 150,000 | $10,113 | 0.5% | $93.39 | -16.6% | Put | 423452101 |
| ITB | ISHARES | 390,400 | $10,104 | 0.5% | $25.88 | — | US HOME CONS ETF | 464288752 |
| NKE | NIKE INC | 103,800 | $9,980 | 0.5% | $34.38 | +18.5% | CL B | 654106103 |
| — | ROCKWELL COLLINS INC | 116,300 | $9,825 | 0.5% | $78.50 | — | COM | 774341101 |
| CRM | SALESFORCE COM INC | 160,000 | $9,490 | 0.5% | $55.64 | +4.7% | COM | 79466L302 |
| — | RCS CAP CORP | 771,800 | $9,447 | 0.5% | — | — | Put | 74937W102 |
| CVS | CVS HEALTH CORP | 97,500 | $9,390 | 0.5% | $64.44 | 0.0% | COM | 126650100 |
| HSIC | SCHEIN HENRY INC | 68,000 | $9,258 | 0.5% | $49.75 | 0.0% | COM | 806407102 |
| EQR | EQUITY RESIDENTIAL | 127,900 | $9,188 | 0.5% | $39.89 | 0.0% | SH BEN INT | 29476L107 |
| VTR | VENTAS INC | 124,900 | $8,955 | 0.5% | $48.29 | 0.0% | COM | 92276F100 |
| — | EXPRESS SCRIPTS HLDG CO | 104,600 | $8,856 | 0.5% | $84.67 | — | COM | 30219G108 |
| STZ | CONSTELLATION BRANDS INC | 90,000 | $8,835 | 0.5% | $78.40 | 0.0% | CL A | 21036P108 |
| — | HSN INC | 116,000 | $8,816 | 0.5% | $76.00 | — | COM | 404303109 |
| AOS | SMITH A O | 152,900 | $8,625 | 0.5% | $21.87 | 0.0% | COM | 831865209 |
| WST | WEST PHARMACEUTICAL SVSC INC | 161,200 | $8,582 | 0.5% | $44.06 | +8.2% | COM | 955306105 |
| — | COMPUTER SCIENCES CORP | 135,700 | $8,556 | 0.5% | — | — | Put | 205363104 |
| VFC | V F CORP | 110,000 | $8,239 | 0.4% | $59.82 | +10.6% | COM | 918204108 |
| LAB | FLUIDIGM CORP DEL | 243,281 | $8,206 | 0.4% | $33.17 | -14.6% | COM | 34385P108 |
| LMT | LOCKHEED MARTIN CORP | 42,600 | $8,203 | 0.4% | $124.88 | +9.9% | COM | 539830109 |
| — | TUPPERWARE BRANDS CORP | 130,000 | $8,190 | 0.4% | — | — | Put | 899896104 |
| XBI | SPDR SERIES TRUST | 43,600 | $8,130 | 0.4% | $153.99 | — | S&P BIOTECH | 78464A870 |
| ZBH | ZIMMER HLDGS INC | 70,000 | $7,939 | 0.4% | $96.21 | 0.0% | COM | 98956P102 |
| UHAL | AMERCO | 27,637 | $7,856 | 0.4% | $22.09 | +22.7% | COM | 023586100 |
| — | B/E AEROSPACE INC | 133,400 | $7,740 | 0.4% | $58.02 | — | COM | 073302101 |
| SAM | BOSTON BEER INC | 26,500 | $7,673 | 0.4% | $253.32 | 0.0% | CL A | 100557107 |
| AMAT | APPLIED MATLS INC | 304,500 | $7,588 | 0.4% | $19.65 | 0.0% | COM | 038222105 |
| CRI | CARTER INC | 86,800 | $7,579 | 0.4% | $61.31 | 0.0% | COM | 146229109 |
| TDG | TRANSDIGM GROUP INC | 38,500 | $7,559 | 0.4% | $117.83 | 0.0% | COM | 893641100 |
| MU | MICRON TECHNOLOGY INC | 215,000 | $7,527 | 0.4% | $32.30 | 0.0% | COM | 595112103 |
| — | MICHAEL KORS HLDGS LTD | 100,000 | $7,510 | 0.4% | — | — | Put | G60754101 |
| ABG | ASBURY AUTOMOTIVE GROUP INC | 98,600 | $7,486 | 0.4% | $71.72 | 0.0% | COM | 043436104 |
| — | L BRANDS INC | 86,100 | $7,452 | 0.4% | $86.55 | — | COM | 501797104 |
| — | MADISON SQUARE GARDEN CO | 98,738 | $7,431 | 0.4% | $62.45 | — | CL A | 55826P100 |
| ANF | ABERCROMBIE & FITCH CO | 256,800 | $7,355 | 0.4% | — | — | Put | 002896207 |
| — | LASALLE HOTEL PPTYS | 180,400 | $7,301 | 0.4% | $40.47 | — | COM SH BEN INT | 517942108 |
| — | DENNYS CORP | 701,119 | $7,229 | 0.4% | $10.31 | — | COM | 24869P104 |
| VNO | VORNADO RLTY TR | 60,800 | $7,157 | 0.4% | $117.71 | — | SH BEN INT | 929042109 |
| — | DR PEPPER SNAPPLE GROUP INC | 98,900 | $7,089 | 0.4% | $71.68 | — | COM | 26138E109 |
| FTNT | FORTINET INC | 229,600 | $7,040 | 0.4% | — | — | Call | 34959E109 |
| NOC | NORTHROP GRUMMAN CORP | 47,500 | $7,001 | 0.4% | $114.24 | 0.0% | COM | 666807102 |
| INTU | INTUIT | 75,000 | $6,914 | 0.4% | $81.30 | 0.0% | COM | 461202103 |
| — | MEDTRONIC INC | 95,200 | $6,873 | 0.4% | $61.95 | — | COM | 585055106 |
| — | ST JUDE MED INC | 104,982 | $6,827 | 0.4% | $60.92 | — | COM | 790849103 |
| WRLD | WORLD ACCEP CORP DEL | 85,900 | $6,825 | 0.4% | — | — | Put | 981419104 |
| HST | HOST HOTELS & RESORTS INC | 283,500 | $6,739 | 0.4% | $14.03 | +3.2% | COM | 44107P104 |
| — | FIREEYE INC | 211,800 | $6,689 | 0.4% | $31.58 | — | COM | 31816Q101 |
| ARE | ALEXANDRIA REAL ESTATE EQ IN | 73,300 | $6,505 | 0.3% | $56.46 | 0.0% | COM | 015271109 |
| — | CLARCOR INC | 97,200 | $6,477 | 0.3% | $63.08 | — | COM | 179895107 |
| MGM | MGM RESORTS INTERNATIONAL | 300,000 | $6,414 | 0.3% | $20.52 | 0.0% | Call | 552953101 |
| ADP | AUTOMATIC DATA PROCESSING IN | 76,900 | $6,411 | 0.3% | $63.52 | 0.0% | COM | 053015103 |
| — | CONSTANT CONTACT INC | 172,600 | $6,334 | 0.3% | $29.81 | — | COM | 210313102 |
| FAF | FIRST AMERN FINL CORP | 186,600 | $6,326 | 0.3% | $21.37 | 0.0% | COM | 31847R102 |
| DECK | DECKERS OUTDOOR CORP | 69,400 | $6,318 | 0.3% | $15.23 | 0.0% | COM | 243537107 |
| ADSK | AUTODESK INC | 105,000 | $6,306 | 0.3% | $57.85 | 0.0% | COM | 052769106 |
| — | AIRGAS INC | 53,400 | $6,151 | 0.3% | $115.19 | — | COM | 009363102 |
| — | STERIS CORP | 94,200 | $6,109 | 0.3% | $64.85 | — | COM | 859152100 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 47,700 | $6,098 | 0.3% | $122.58 | 0.0% | COM | 90384S303 |
| — | REGAL ENTMT GROUP | 284,200 | $6,071 | 0.3% | — | — | Put | 758766109 |
| DGX | QUEST DIAGNOSTICS INC | 90,400 | $6,062 | 0.3% | $50.52 | 0.0% | COM | 74834L100 |
| — | CORELOGIC INC | 191,600 | $6,053 | 0.3% | $31.59 | — | COM | 21871D103 |
| MIDD | MIDDLEBY CORP | 60,617 | $6,007 | 0.3% | $82.83 | +10.4% | COM | 596278101 |
| AN | AUTONATION INC | 96,400 | $5,824 | 0.3% | $55.98 | 0.0% | COM | 05329W102 |
| JBHT | HUNT J B TRANS SVCS INC | 69,100 | $5,822 | 0.3% | $68.04 | +5.2% | COM | 445658107 |
| UNF | UNIFIRST CORP MASS | 44,000 | $5,344 | 0.3% | $103.83 | 0.0% | COM | 904708104 |
| — | BED BATH & BEYOND INC | 69,700 | $5,309 | 0.3% | $76.17 | — | COM | 075896100 |
| WM | WASTE MGMT INC DEL | 101,760 | $5,222 | 0.3% | $36.44 | +7.2% | COM | 94106L109 |
| TSN | TYSON FOODS INC | 130,000 | $5,212 | 0.3% | $31.47 | 0.0% | CL A | 902494103 |
| — | WASTE CONNECTIONS INC | 117,610 | $5,174 | 0.3% | $43.80 | — | COM | 941053100 |
| — | YAHOO INC | 100,300 | $5,066 | 0.3% | $40.75 | — | COM | 984332106 |
| — | FREESCALE SEMICONDUCTOR LTD | 200,000 | $5,046 | 0.3% | $25.13 | — | Call | G3727Q101 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 102,600 | $5,035 | 0.3% | $45.64 | 0.0% | COM | 70959W103 |
| PZZA | PAPA JOHNS INTL INC | 88,100 | $4,916 | 0.3% | $39.19 | 0.0% | COM | 698813102 |
| — | ULTIMATE SOFTWARE GROUP INC | 33,400 | $4,904 | 0.3% | $146.83 | — | COM | 90385D107 |
| THR | THERMON GROUP HLDGS INC | 197,500 | $4,778 | 0.3% | — | — | Put | 88362T103 |
| — | ZELTIQ AESTHETICS INC | 169,400 | $4,728 | 0.2% | $22.63 | — | COM | 98933Q108 |
| MGM | MGM RESORTS INTERNATIONAL | 220,400 | $4,712 | 0.2% | $20.52 | 0.0% | COM | 552953101 |
| GME | GAMESTOP CORP NEW | 138,000 | $4,664 | 0.2% | — | — | Put | 36467W109 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 55,500 | $4,575 | 0.2% | $53.95 | +13.6% | COM | V7780T103 |
| — | G & K SVCS INC | 64,000 | $4,534 | 0.2% | $70.84 | — | CL A | 361268105 |
| BYD | BOYD GAMING CORP | 350,800 | $4,483 | 0.2% | $10.55 | 0.0% | COM | 103304101 |
| DPZ | DOMINOS PIZZA INC | 47,400 | $4,464 | 0.2% | $79.17 | 0.0% | COM | 25754A201 |
| ELV | ANTHEM INC | 35,400 | $4,449 | 0.2% | $105.54 | 0.0% | COM | 036752103 |
| — | TE CONNECTIVITY LTD | 70,000 | $4,428 | 0.2% | $63.26 | — | REG SHS | H84989104 |
| FSLR | FIRST SOLAR INC | 97,800 | $4,361 | 0.2% | — | — | Put | 336433107 |
| RPM | RPM INTL INC | 85,000 | $4,310 | 0.2% | $41.77 | +11.4% | COM | 749685103 |
| WSO | WATSCO INC | 40,000 | $4,280 | 0.2% | $99.34 | 0.0% | COM | 942622200 |
| — | GENERAL CABLE CORP DEL NEW | 285,600 | $4,255 | 0.2% | — | — | Put | 369300108 |
| ODFL | OLD DOMINION FGHT LINES INC | 54,300 | $4,216 | 0.2% | $23.85 | 0.0% | COM | 679580100 |
| SAIA | SAIA INC | 74,000 | $4,097 | 0.2% | $52.12 | 0.0% | COM | 78709Y105 |
| — | ROCK-TENN CO | 66,000 | $4,025 | 0.2% | $60.98 | — | CL A | 772739207 |
| SNN | SMITH & NEPHEW PLC | 108,556 | $3,988 | 0.2% | $64.04 | — | SPDN ADR NEW | 83175M205 |
| — | BARD C R INC | 23,400 | $3,899 | 0.2% | $166.62 | — | COM | 067383109 |
| LE | LANDS END INC NEW | 71,800 | $3,874 | 0.2% | $47.12 | 0.0% | COM | 51509F105 |
| — | FRANCESCAS HLDGS CORP | 225,600 | $3,768 | 0.2% | — | — | Put | 351793104 |
| LECO | LINCOLN ELEC HLDGS INC | 54,300 | $3,752 | 0.2% | $69.60 | +0.3% | COM | 533900106 |
| HCA | HCA HOLDINGS INC | 50,000 | $3,670 | 0.2% | $60.52 | +8.0% | COM | 40412C101 |
| GM | GENERAL MTRS CO | 104,795 | $3,658 | 0.2% | $27.57 | -11.1% | COM | 37045V100 |
| — | AETNA INC NEW | 41,000 | $3,642 | 0.2% | $88.83 | — | COM | 00817Y108 |
| PH | PARKER HANNIFIN CORP | 27,900 | $3,598 | 0.2% | $102.00 | 0.0% | COM | 701094104 |
| — | LIONS GATE ENTMNT CORP | 112,127 | $3,590 | 0.2% | $26.73 | — | COM NEW | 535919203 |
| HON | HONEYWELL INTL INC | 33,800 | $3,377 | 0.2% | $68.28 | 0.0% | COM | 438516106 |
| — | VERINT SYS INC | 57,900 | $3,374 | 0.2% | $55.61 | — | COM | 92343X100 |
| LSTR | LANDSTAR SYS INC | 45,600 | $3,307 | 0.2% | $67.10 | — | COM | 515098101 |
| WAB | WABTEC CORP | 37,800 | $3,284 | 0.2% | $57.13 | +38.5% | COM | 929740108 |
| — | RESTORATION HARDWARE HLDGS I | 33,200 | $3,188 | 0.2% | $79.74 | — | COM | 761283100 |
| RVTY | PERKINELMER INC | 72,500 | $3,170 | 0.2% | $32.37 | +28.3% | COM | 714046109 |
| — | AMSURG CORP | 25,000 | $2,825 | 0.1% | $110.12 | — | PFD CNV SR A-1 % | 03232P504 |
| — | QUINTILES TRANSNATIO HLDGS I | 46,000 | $2,708 | 0.1% | $55.78 | — | COM | 74876Y101 |
| SMG | SCOTTS MIRACLE GRO CO | 42,440 | $2,645 | 0.1% | $39.18 | +6.0% | CL A | 810186106 |
| ILMN | ILLUMINA INC | 13,922 | $2,570 | 0.1% | $124.91 | +41.1% | COM | 452327109 |
| — | NORTHSTAR RLTY FIN CORP | 145,650 | $2,561 | 0.1% | $17.67 | — | COM NEW | 66704R704 |
| M | MACYS INC | 38,300 | $2,518 | 0.1% | — | — | Call | 55616P104 |
| IHF | ISHARES | 21,000 | $2,486 | 0.1% | $106.86 | — | US HLTHCR PR ETF | 464288828 |
| PENN | PENN NATL GAMING INC | 175,700 | $2,412 | 0.1% | $12.95 | 0.0% | COM | 707569109 |
| — | MGM RESORTS INTERNATIONAL | 2,000,000 | $2,360 | 0.1% | $1.18 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | VERINT SYS INC | 2,000,000 | $2,208 | 0.1% | $1.09 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| IPGP | IPG PHOTONICS CORP | 29,100 | $2,180 | 0.1% | $71.14 | 0.0% | COM | 44980X109 |
| CRTO | CRITEO S A | 50,100 | $2,025 | 0.1% | $33.65 | — | SPONS ADS | 226718104 |
| — | LEVEL 3 COMMUNICATIONS INC | 1,100,000 | $1,997 | 0.1% | $1.73 | — | NOTE 7.000% 3/1 | 52729NBP4 |
| — | KAPSTONE PAPER & PACKAGING C | 63,500 | $1,861 | 0.1% | $29.31 | — | COM | 48562P103 |
| — | JARDEN CORP | 1,000,000 | $1,568 | 0.1% | $1.41 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | MICRON TECHNOLOGY INC | 400,000 | $1,458 | 0.1% | $3.44 | — | NOTE 2.375% 5/0 | 595112AW3 |
| — | PINNACLE ENTMT INC | 61,800 | $1,375 | 0.1% | $22.25 | — | COM | 723456109 |
| RRC | RANGE RES CORP | 22,700 | $1,213 | 0.1% | $64.63 | 0.0% | COM | 75281A109 |
| — | SANDISK CORP | 1,000,000 | $1,201 | 0.1% | $1.20 | — | NOTE 0.500%10/1 | 80004CAF8 |
| — | OMNICARE INC | 1,000,000 | $1,075 | 0.1% | $1.06 | — | DBCV 3.250%12/1 | 681904AL2 |
| — | CASH AMER INTL INC | 47,200 | $1,068 | 0.1% | $22.63 | — | COM | 14754D100 |
| — | SANDISK CORP | 500,000 | $960 | 0.1% | $2.03 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | CROWN CASTLE INTL CORP NEW | 9,000 | $923 | 0.0% | $102.56 | — | CNV PFD STK SR A | 22822V200 |
| — | NORTHERN OIL & GAS INC NEV | 150,800 | $852 | 0.0% | — | — | Put | 665531109 |
| — | SANDRIDGE ENERGY INC | 416,700 | $758 | 0.0% | — | — | Put | 80007P307 |
| VZ | VERIZON COMMUNICATIONS INC | 14,000 | $655 | 0.0% | $27.78 | -0.4% | COM | 92343V104 |
| CHMI | CHERRY HILL MTG INVT CORP | 29,125 | $539 | 0.0% | $18.67 | — | COM | 164651101 |
| T | AT&T INC | 16,000 | $537 | 0.0% | $11.85 | -0.3% | COM | 00206R102 |
| KO | COCA COLA CO | 10,000 | $422 | 0.0% | $29.34 | +2.5% | COM | 191216100 |
| — | OMNICARE INC | 4,000 | $292 | 0.0% | $66.57 | — | COM | 681904108 |
| — | FREESCALE SEMICONDUCTOR LTD | 3,900 | $98 | 0.0% | $25.13 | — | SHS | G3727Q101 |