CIK: 0001000742 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 15, 2015
Total Value ($000): $1,620,719 (99.1% shares, 0.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| META | FACEBOOK INC | 632,330 | $51,987 | 3.2% | $72.67 | +7.0% | CL A | 30303M102 |
| — | UNITED STATES OIL FUND LP | 2,584,700 | $43,526 | 2.7% | $16.84 | — | UNITS | 91232N108 |
| — | TUPPERWARE BRANDS CORP | 400,000 | $27,608 | 1.7% | — | — | Put | 899896104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 200,000 | $26,868 | 1.7% | — | — | Call | 883556102 |
| ITA | ISHARES | 202,110 | $25,017 | 1.5% | $123.78 | — | U.S. AER&DEF ETF | 464288760 |
| META | FACEBOOK INC | 300,000 | $24,665 | 1.5% | $72.67 | +7.0% | Call | 30303M102 |
| — | B/E AEROSPACE INC | 352,170 | $22,405 | 1.4% | $61.50 | — | COM | 073302101 |
| — | OUTERWALL INC | 335,000 | $22,150 | 1.4% | — | — | Put | 690070107 |
| — | BLACKROCK INC | 59,490 | $21,764 | 1.3% | $359.50 | — | COM | 09247X101 |
| — | LABORATORY CORP AMER HLDGS | 162,990 | $20,551 | 1.3% | $126.09 | — | COM NEW | 50540R409 |
| — | DR PEPPER SNAPPLE GROUP INC | 253,940 | $19,929 | 1.2% | $75.83 | — | COM | 26138E109 |
| — | HEALTH CARE REIT INC | 255,000 | $19,727 | 1.2% | $75.67 | — | COM | 42217K106 |
| — | MACQUARIE INFRASTR CO LLC | 229,756 | $18,907 | 1.2% | $65.05 | — | MEMBERSHIP INT | 55608B105 |
| JBHT | HUNT J B TRANS SVCS INC | 212,270 | $18,127 | 1.1% | $73.05 | +3.3% | COM | 445658107 |
| EBAY | EBAY INC | 309,000 | $17,823 | 1.1% | — | — | Call | 278642103 |
| AOS | SMITH A O | 269,930 | $17,724 | 1.1% | $23.46 | +8.9% | COM | 831865209 |
| LYV | LIVE NATION ENTERTAINMENT IN | 681,280 | $17,189 | 1.1% | $24.51 | +2.9% | COM | 538034109 |
| EQR | EQUITY RESIDENTIAL | 213,860 | $16,651 | 1.0% | $42.07 | +7.7% | SH BEN INT | 29476L107 |
| — | BUNGE LIMITED | 200,000 | $16,472 | 1.0% | — | — | Put | G16962105 |
| JLL | JONES LANG LASALLE INC | 93,087 | $15,862 | 1.0% | $112.19 | +37.0% | COM | 48020Q107 |
| — | CORE LABORATORIES N V | 150,000 | $15,674 | 1.0% | — | — | Put | N22717107 |
| — | BED BATH & BEYOND INC | 200,000 | $15,355 | 0.9% | $76.17 | — | Call | 075896100 |
| A | AGILENT TECHNOLOGIES INC | 364,070 | $15,127 | 0.9% | $36.66 | +1.0% | COM | 00846U101 |
| XHB | SPDR SERIES TRUST | 406,700 | $14,991 | 0.9% | $36.86 | — | S&P HOMEBUILD | 78464A888 |
| MPT | MEDICAL PPTYS TRUST INC | 1,009,110 | $14,874 | 0.9% | $12.64 | — | COM | 58463J304 |
| AMN | AMN HEALTHCARE SERVICES INC | 634,260 | $14,632 | 0.9% | $20.69 | 0.0% | COM | 001744101 |
| MCD | MCDONALDS CORP | 150,000 | $14,616 | 0.9% | $72.15 | 0.0% | Put | 580135101 |
| — | VIACOM INC NEW | 208,500 | $14,241 | 0.9% | — | — | Put | 92553P201 |
| — | STERIS CORP | 200,450 | $14,086 | 0.9% | $67.72 | — | COM | 859152100 |
| ACN | ACCENTURE PLC IRELAND | 150,000 | $14,054 | 0.9% | — | — | Put | G1151C101 |
| LII | LENNOX INTL INC | 123,380 | $13,780 | 0.9% | $77.77 | +16.5% | COM | 526107107 |
| CAG | CONAGRA FOODS INC | 375,000 | $13,699 | 0.8% | — | — | Put | 205887102 |
| ITB | ISHARES | 482,600 | $13,624 | 0.8% | $26.33 | — | US HOME CONS ETF | 464288752 |
| EFX | EQUIFAX INC | 146,250 | $13,601 | 0.8% | $79.92 | 0.0% | COM | 294429105 |
| WAL | WESTERN ALLIANCE BANCORP | 454,584 | $13,474 | 0.8% | $20.97 | +15.4% | COM | 957638109 |
| CLX | CLOROX CO DEL | 120,850 | $13,341 | 0.8% | $79.95 | 0.0% | COM | 189054109 |
| V | VISA INC | 194,080 | $12,695 | 0.8% | $54.71 | +12.0% | COM CL A | 92826C839 |
| — | LINKEDIN CORP | 50,022 | $12,498 | 0.8% | $209.09 | — | COM CL A | 53578A108 |
| — | EXPRESS SCRIPTS HLDG CO | 130,500 | $11,323 | 0.7% | $84.67 | — | Put | 30219G108 |
| — | ROCKWELL COLLINS INC | 116,300 | $11,229 | 0.7% | $78.50 | — | COM | 774341101 |
| — | CORELOGIC INC | 314,010 | $11,075 | 0.7% | $33.03 | — | COM | 21871D103 |
| IBB | ISHARES TR | 32,000 | $10,990 | 0.7% | $343.44 | — | NASDQ BIOTEC ETF | 464287556 |
| MCO | MOODYS CORP | 104,000 | $10,795 | 0.7% | $86.54 | 0.0% | COM | 615369105 |
| MDT | MEDTRONIC PLC | 138,040 | $10,766 | 0.7% | $58.10 | 0.0% | SHS | G5960L103 |
| NKE | NIKE INC | 107,250 | $10,760 | 0.7% | $34.62 | +20.4% | CL B | 654106103 |
| CBRE | CBRE GROUP INC | 275,000 | $10,645 | 0.7% | $34.48 | 0.0% | CL A | 12504L109 |
| WFC | WELLS FARGO & CO NEW | 195,000 | $10,608 | 0.7% | $39.85 | 0.0% | COM | 949746101 |
| HD | HOME DEPOT INC | 92,980 | $10,563 | 0.7% | $74.81 | +14.1% | COM | 437076102 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 200,000 | $10,294 | 0.6% | — | — | Put | G5480U104 |
| LAB | FLUIDIGM CORP DEL | 244,221 | $10,282 | 0.6% | $33.17 | +19.2% | COM | 34385P108 |
| HSIC | SCHEIN HENRY INC | 73,540 | $10,268 | 0.6% | $50.14 | +9.5% | COM | 806407102 |
| — | TEAM HEALTH HOLDINGS INC | 173,559 | $10,155 | 0.6% | $57.99 | — | COM | 87817A107 |
| CRI | CARTER INC | 108,370 | $10,021 | 0.6% | $62.20 | +5.7% | COM | 146229109 |
| — | MEAD JOHNSON NUTRITION CO | 99,500 | $10,003 | 0.6% | $100.53 | — | COM | 582839106 |
| — | VCA INC | 181,860 | $9,970 | 0.6% | $48.77 | — | COM | 918194101 |
| IT | GARTNER INC | 115,930 | $9,721 | 0.6% | $81.25 | +1.6% | COM | 366651107 |
| MAS | MASCO CORP | 360,000 | $9,612 | 0.6% | — | — | Call | 574599106 |
| SBUX | STARBUCKS CORP | 100,000 | $9,470 | 0.6% | $36.12 | 0.0% | COM | 855244109 |
| SHOO | MADDEN STEVEN LTD | 245,000 | $9,310 | 0.6% | $20.19 | 0.0% | COM | 556269108 |
| VMC | VULCAN MATLS CO | 108,880 | $9,179 | 0.6% | $70.59 | 0.0% | COM | 929160109 |
| FAF | FIRST AMERN FINL CORP | 257,000 | $9,170 | 0.6% | $22.20 | +10.0% | COM | 31847R102 |
| TDG | TRANSDIGM GROUP INC | 41,800 | $9,142 | 0.6% | $118.92 | +10.7% | COM | 893641100 |
| CRM | SALESFORCE COM INC | 134,370 | $8,977 | 0.6% | $55.64 | +10.1% | COM | 79466L302 |
| HXL | HEXCEL CORP NEW | 174,400 | $8,968 | 0.6% | $45.84 | 0.0% | COM | 428291108 |
| — | MADISON SQUARE GARDEN CO | 105,518 | $8,932 | 0.6% | $63.88 | — | CL A | 55826P100 |
| — | GUESS INC | 468,500 | $8,709 | 0.5% | — | — | Put | 401617105 |
| — | DENNYS CORP | 758,619 | $8,648 | 0.5% | $10.39 | — | COM | 24869P104 |
| CAH | CARDINAL HEALTH INC | 94,168 | $8,501 | 0.5% | $49.42 | +28.8% | COM | 14149Y108 |
| UHAL | AMERCO | 25,697 | $8,490 | 0.5% | $22.09 | +40.0% | COM | 023586100 |
| — | L BRANDS INC | 89,830 | $8,470 | 0.5% | $86.87 | — | COM | 501797104 |
| AVB | AVALONBAY CMNTYS INC | 48,000 | $8,364 | 0.5% | $108.21 | +11.0% | COM | 053484101 |
| HSY | HERSHEY CO | 82,470 | $8,322 | 0.5% | $80.45 | 0.0% | COM | 427866108 |
| — | G & K SVCS INC | 114,300 | $8,290 | 0.5% | $71.59 | — | CL A | 361268105 |
| LULU | LULULEMON ATHLETICA INC | 127,970 | $8,193 | 0.5% | $64.09 | 0.0% | COM | 550021109 |
| WST | WEST PHARMACEUTICAL SVSC INC | 136,080 | $8,193 | 0.5% | $44.06 | +15.5% | COM | 955306105 |
| MGM | MGM RESORTS INTERNATIONAL | 388,210 | $8,164 | 0.5% | $20.20 | -2.1% | COM | 552953101 |
| RSG | REPUBLIC SVCS INC | 200,300 | $8,124 | 0.5% | $33.47 | 0.0% | COM | 760759100 |
| — | DIAMOND OFFSHORE DRILLING IN | 300,000 | $8,037 | 0.5% | — | — | Put | 25271C102 |
| INTU | INTUIT | 80,890 | $7,843 | 0.5% | $81.58 | +4.4% | COM | 461202103 |
| CGNX | COGNEX CORP | 155,340 | $7,703 | 0.5% | $19.54 | 0.0% | COM | 192422103 |
| — | GOOGLE INC | 14,000 | $7,672 | 0.5% | $548.00 | — | CL C | 38259P706 |
| URBN | URBAN OUTFITTERS INC | 165,750 | $7,566 | 0.5% | $38.89 | 0.0% | COM | 917047102 |
| — | BARRETT BILL CORP | 900,000 | $7,470 | 0.5% | — | — | Put | 06846N104 |
| DGX | QUEST DIAGNOSTICS INC | 96,730 | $7,434 | 0.5% | $50.99 | +13.0% | COM | 74834L100 |
| STZ | CONSTELLATION BRANDS INC | 63,790 | $7,413 | 0.5% | $78.40 | +22.9% | CL A | 21036P108 |
| WSO | WATSCO INC | 58,630 | $7,370 | 0.5% | $104.23 | +10.1% | COM | 942622200 |
| CRTO | CRITEO S A | 185,300 | $7,319 | 0.5% | $37.92 | — | SPONS ADS | 226718104 |
| — | PROOFPOINT INC | 121,900 | $7,219 | 0.4% | $59.22 | — | COM | 743424103 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 47,840 | $7,217 | 0.4% | $122.58 | +12.9% | COM | 90384S303 |
| WSM | WILLIAMS SONOMA INC | 90,000 | $7,174 | 0.4% | $30.70 | 0.0% | COM | 969904101 |
| COST | COSTCO WHSL CORP NEW | 46,780 | $7,087 | 0.4% | $120.91 | 0.0% | COM | 22160K105 |
| — | HSN INC | 103,200 | $7,041 | 0.4% | $76.00 | — | COM | 404303109 |
| UHS | UNIVERSAL HLTH SVCS INC | 58,431 | $6,878 | 0.4% | $95.56 | +10.7% | CL B | 913903100 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 236,790 | $6,853 | 0.4% | $23.83 | 0.0% | CL A | 099502106 |
| — | GLOBE SPECIALTY METALS INC | 355,670 | $6,729 | 0.4% | $18.92 | — | COM | 37954N206 |
| CME | CME GROUP INC | 69,600 | $6,592 | 0.4% | $60.87 | 0.0% | COM | 12572Q105 |
| — | ATMEL CORP | 800,000 | $6,584 | 0.4% | — | — | Call | 049513104 |
| WT | WISDOMTREE INVTS INC | 300,000 | $6,438 | 0.4% | — | — | Call | 97717P104 |
| — | NORDSTROM INC | 80,000 | $6,426 | 0.4% | $80.33 | — | COM | 655664100 |
| SHW | SHERWIN WILLIAMS CO | 22,550 | $6,415 | 0.4% | $63.79 | +32.0% | COM | 824348106 |
| FSLR | FIRST SOLAR INC | 107,300 | $6,415 | 0.4% | — | — | Put | 336433107 |
| — | SKECHERS U S A INC | 89,070 | $6,405 | 0.4% | $71.91 | — | CL A | 830566105 |
| CHD | CHURCH & DWIGHT INC | 74,560 | $6,369 | 0.4% | $36.05 | 0.0% | COM | 171340102 |
| — | LINN ENERGY LLC | 570,000 | $6,304 | 0.4% | — | — | Put | 536020100 |
| — | INTERSIL CORP | 438,000 | $6,272 | 0.4% | — | — | Call | 46069S109 |
| BB | BLACKBERRY LTD | 696,000 | $6,215 | 0.4% | — | — | Put | 09228F103 |
| RPM | RPM INTL INC | 128,020 | $6,144 | 0.4% | $43.99 | +9.9% | COM | 749685103 |
| — | QUINTILES TRANSNATIO HLDGS I | 91,440 | $6,124 | 0.4% | $61.34 | — | COM | 74876Y101 |
| CTAS | CINTAS CORP | 74,910 | $6,115 | 0.4% | $16.00 | +13.3% | COM | 172908105 |
| — | RAYTHEON CO | 55,000 | $6,009 | 0.4% | $109.25 | — | COM NEW | 755111507 |
| — | ST JUDE MED INC | 91,752 | $6,001 | 0.4% | $60.92 | — | COM | 790849103 |
| RIG | TRANSOCEAN LTD | 400,000 | $5,868 | 0.4% | — | — | Put | H8817H100 |
| DIN | DINEEQUITY INC | 54,260 | $5,806 | 0.4% | $66.95 | 0.0% | COM | 254423106 |
| — | NATUS MEDICAL INC DEL | 146,000 | $5,763 | 0.4% | $39.47 | — | COM | 639050103 |
| — | CALIFORNIA RES CORP | 750,000 | $5,708 | 0.4% | — | — | Put | 13057Q107 |
| SEE | SEALED AIR CORP NEW | 122,109 | $5,563 | 0.3% | $25.31 | +46.3% | COM | 81211K100 |
| AKAM | AKAMAI TECHNOLOGIES INC | 77,700 | $5,520 | 0.3% | $66.10 | 0.0% | COM | 00971T101 |
| BIIB | BIOGEN INC | 13,000 | $5,489 | 0.3% | $394.14 | 0.0% | COM | 09062X103 |
| PANW | PALO ALTO NETWORKS INC | 37,500 | $5,478 | 0.3% | $22.39 | 0.0% | COM | 697435105 |
| BKD | BROOKDALE SR LIVING INC | 145,000 | $5,475 | 0.3% | $36.62 | 0.0% | COM | 112463104 |
| — | OMNICARE INC | 70,460 | $5,430 | 0.3% | $76.47 | — | COM | 681904108 |
| — | TE CONNECTIVITY LTD | 75,650 | $5,418 | 0.3% | $63.88 | — | REG SHS | H84989104 |
| — | ULTIMATE SOFTWARE GROUP INC | 31,850 | $5,413 | 0.3% | $146.83 | — | COM | 90385D107 |
| — | AXIALL CORP | 115,000 | $5,398 | 0.3% | $46.94 | — | COM | 05463D100 |
| — | CONSTANT CONTACT INC | 139,080 | $5,314 | 0.3% | $29.81 | — | COM | 210313102 |
| BDX | BECTON DICKINSON & CO | 36,930 | $5,303 | 0.3% | $118.55 | 0.0% | COM | 075887109 |
| NOC | NORTHROP GRUMMAN CORP | 32,890 | $5,294 | 0.3% | $114.24 | +17.1% | COM | 666807102 |
| — | MENS WEARHOUSE INC | 101,000 | $5,272 | 0.3% | — | — | Call | 587118100 |
| — | YAHOO INC | 116,840 | $5,192 | 0.3% | $41.27 | — | COM | 984332106 |
| — | DSW INC | 140,000 | $5,163 | 0.3% | $36.88 | — | CL A | 23334L102 |
| — | DENBURY RES INC | 700,000 | $5,103 | 0.3% | — | — | Put | 247916208 |
| — | CATAMARAN CORP | 82,740 | $4,926 | 0.3% | $59.54 | — | COM | 148887102 |
| GD | GENERAL DYNAMICS CORP | 36,000 | $4,886 | 0.3% | $108.35 | 0.0% | COM | 369550108 |
| — | FIREEYE INC | 124,110 | $4,871 | 0.3% | $31.58 | — | COM | 31816Q101 |
| — | TOWERS WATSON & CO | 36,850 | $4,871 | 0.3% | $132.18 | — | CL A | 891894107 |
| RVTY | PERKINELMER INC | 95,000 | $4,858 | 0.3% | $35.29 | +26.7% | COM | 714046109 |
| SWKS | SKYWORKS SOLUTIONS INC | 46,760 | $4,596 | 0.3% | $26.27 | +161.6% | COM | 83088M102 |
| RHP | RYMAN HOSPITALITY PPTYS INC | 74,900 | $4,562 | 0.3% | $49.81 | — | COM | 78377T107 |
| PWR | QUANTA SVCS INC | 159,500 | $4,551 | 0.3% | — | — | Put | 74762E102 |
| ODFL | OLD DOMINION FGHT LINES INC | 58,790 | $4,544 | 0.3% | $23.89 | +1.8% | COM | 679580100 |
| — | BROADCOM CORP | 100,000 | $4,329 | 0.3% | $43.29 | — | CL A | 111320107 |
| — | LIONS GATE ENTMNT CORP | 126,267 | $4,283 | 0.3% | $27.54 | — | COM NEW | 535919203 |
| ADSK | AUTODESK INC | 72,550 | $4,254 | 0.3% | $57.85 | +2.4% | COM | 052769106 |
| NXPI | NXP SEMICONDUCTORS N V | 42,250 | $4,240 | 0.3% | $48.78 | +60.5% | COM | N6596X109 |
| — | CYBERARK SOFTWARE LTD | 75,000 | $4,168 | 0.3% | $55.57 | — | SHS | M2682V108 |
| — | RENTRAK CORP | 73,560 | $4,087 | 0.3% | $55.56 | — | COM | 760174102 |
| ROST | ROSS STORES INC | 38,700 | $4,077 | 0.3% | $44.47 | 0.0% | COM | 778296103 |
| EW | EDWARDS LIFESCIENCES CORP | 28,000 | $3,989 | 0.2% | $22.43 | 0.0% | COM | 28176E108 |
| — | PALL CORP | 39,504 | $3,966 | 0.2% | $85.28 | — | COM | 696429307 |
| CRL | CHARLES RIV LABS INTL INC | 50,000 | $3,965 | 0.2% | $73.77 | 0.0% | COM | 159864107 |
| ILMN | ILLUMINA INC | 21,222 | $3,940 | 0.2% | $146.73 | +28.4% | COM | 452327109 |
| MLM | MARTIN MARIETTA MATLS INC | 28,000 | $3,914 | 0.2% | $117.97 | 0.0% | COM | 573284106 |
| LMT | LOCKHEED MARTIN CORP | 19,250 | $3,907 | 0.2% | $124.88 | +17.8% | COM | 539830109 |
| CACI | CACI INTL INC | 43,260 | $3,890 | 0.2% | $87.32 | 0.0% | CL A | 127190304 |
| CROX | CROCS INC | 320,000 | $3,779 | 0.2% | — | — | Put | 227046109 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 45,000 | $3,683 | 0.2% | $53.95 | +28.7% | COM | V7780T103 |
| — | WORLD WRESTLING ENTMT INC | 260,240 | $3,646 | 0.2% | $14.01 | — | CL A | 98156Q108 |
| — | POPEYES LA KITCHEN INC | 56,950 | $3,407 | 0.2% | $56.27 | — | COM | 732872106 |
| CVLG | COVENANT TRANSN GROUP INC | 100,000 | $3,316 | 0.2% | $14.54 | 0.0% | CL A | 22284P105 |
| — | DUNKIN BRANDS GROUP INC | 68,240 | $3,245 | 0.2% | $47.55 | — | COM | 265504100 |
| DPZ | DOMINOS PIZZA INC | 31,510 | $3,168 | 0.2% | $79.17 | +12.5% | COM | 25754A201 |
| — | AMSURG CORP | 25,000 | $3,100 | 0.2% | $110.12 | — | PFD CNV SR A-1 % | 03232P504 |
| SMG | SCOTTS MIRACLE GRO CO | 45,240 | $3,039 | 0.2% | $39.59 | +15.6% | CL A | 810186106 |
| PENN | PENN NATL GAMING INC | 190,370 | $2,981 | 0.2% | $13.16 | +19.4% | COM | 707569109 |
| — | SONIC CORP | 89,720 | $2,844 | 0.2% | $27.23 | — | COM | 835451105 |
| GM | GENERAL MTRS CO | 75,000 | $2,813 | 0.2% | $27.57 | +2.1% | COM | 37045V100 |
| IHF | ISHARES | 21,000 | $2,794 | 0.2% | $106.86 | — | US HLTHCR PR ETF | 464288828 |
| BYD | BOYD GAMING CORP | 188,430 | $2,676 | 0.2% | $10.55 | +22.2% | COM | 103304101 |
| — | NORTHSTAR RLTY FIN CORP | 145,650 | $2,639 | 0.2% | $17.67 | — | COM NEW | 66704R704 |
| — | VERINT SYS INC | 2,100,000 | $2,444 | 0.2% | $1.10 | — | NOTE 1.500% 6/0 | 92343XAA8 |
| WAB | WABTEC CORP | 25,500 | $2,423 | 0.1% | $57.13 | +48.5% | COM | 929740108 |
| — | SPLUNK INC | 39,400 | $2,332 | 0.1% | $59.19 | — | COM | 848637104 |
| — | MGM RESORTS INTERNATIONAL | 2,000,000 | $2,278 | 0.1% | $1.18 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | KAPSTONE PAPER & PACKAGING C | 68,730 | $2,257 | 0.1% | $29.58 | — | COM | 48562P103 |
| — | GILEAD SCIENCES INC | 500,000 | $2,154 | 0.1% | $4.31 | — | NOTE 1.625% 5/0 | 375558AP8 |
| — | FIREEYE INC | 54,500 | $2,139 | 0.1% | $31.58 | — | Call | 31816Q101 |
| — | LASALLE HOTEL PPTYS | 55,000 | $2,137 | 0.1% | $40.47 | — | COM SH BEN INT | 517942108 |
| PAG | PENSKE AUTOMOTIVE GRP INC | 39,240 | $2,020 | 0.1% | $45.64 | +8.1% | COM | 70959W103 |
| LSTR | LANDSTAR SYS INC | 30,000 | $1,989 | 0.1% | $67.10 | — | COM | 515098101 |
| — | SHUTTERFLY INC | 2,000,000 | $1,974 | 0.1% | $0.99 | — | NOTE 0.250% 5/1 | 82568PAB2 |
| HON | HONEYWELL INTL INC | 17,770 | $1,854 | 0.1% | $68.28 | +6.9% | COM | 438516106 |
| — | JARDEN CORP | 1,000,000 | $1,713 | 0.1% | $1.41 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | WELLPOINT INC | 700,000 | $1,446 | 0.1% | $2.07 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | MICRON TECHNOLOGY INC | 500,000 | $1,408 | 0.1% | $3.32 | — | NOTE 2.375% 5/0 | 595112AW3 |
| HCA | HCA HOLDINGS INC | 18,300 | $1,377 | 0.1% | $60.52 | +10.3% | COM | 40412C101 |
| — | CIGNA CORPORATION | 10,000 | $1,294 | 0.1% | $129.40 | — | COM | 125509109 |
| — | REALOGY HLDGS CORP | 25,000 | $1,137 | 0.1% | $45.48 | — | COM | 75605Y106 |
| — | ACTAVIS PLC | 1,100 | $1,113 | 0.1% | $1011.82 | — | PFD CONV SER A | G0083B116 |
| — | BROOKDALE SR LIVING INC | 750,000 | $1,042 | 0.1% | $1.39 | — | NOTE 2.750% 6/1 | 112463AA2 |
| — | AMERICAN TOWER CORP NEW | 10,000 | $1,032 | 0.1% | $103.20 | — | PFD CONV SER A | 03027X308 |
| — | CROWN CASTLE INTL CORP NEW | 9,000 | $943 | 0.1% | $102.56 | — | CNV PFD STK SR A | 22822V200 |
| CHMI | CHERRY HILL MTG INVT CORP | 29,125 | $513 | 0.0% | $18.67 | — | COM | 164651101 |
| VZ | VERIZON COMMUNICATIONS INC | 10,200 | $496 | 0.0% | $27.78 | -0.6% | COM | 92343V104 |
| MCD | MCDONALDS CORP | 3,500 | $341 | 0.0% | $72.15 | 0.0% | COM | 580135101 |
| — | SHUTTERFLY INC | 5,000 | $226 | 0.0% | $45.20 | — | COM | 82568P304 |