The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
THE ADT CORPORATION | COM | 00101J106 | 15,143 | 380,000 | SH | SOLE | 380,000 | 0 | 0 | ||
ATMI INC | COM | 00207R101 | 5,082 | 214,900 | SH | SOLE | 214,900 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 15,696 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
ACTAVIS INC | COM | 00507K103 | 20,569 | 162,960 | SH | SOLE | 162,960 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 11,936 | 187,852 | SH | SOLE | 187,852 | 0 | 0 | ||
AGNICO EAGLE MINES LTD | COM | 008474108 | 10,036 | 364,409 | SH | SOLE | 364,409 | 0 | 0 | ||
AIRGAS INC | COM | 009363102 | 16,546 | 173,325 | SH | SOLE | 173,325 | 0 | 0 | ||
ALLIANT TECHSYSTEMS INC | NOTE 3.000% 8/1 | 018804AK0 | 13,243 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTN | COM | 01988P108 | 12,412 | 959,170 | SH | SOLE | 959,170 | 0 | 0 | ||
ALPHA NATURAL RESOURCES INC | NOTE 2.375% 4/1 | 02076XAA0 | 12,729 | 13,950,000 | PRN | SOLE | 13,950,000 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 67,697 | 925,195 | SH | SOLE | 925,195 | 0 | 0 | ||
ANADARKO PETE CORP | COM | 032511107 | 39,498 | 459,657 | SH | SOLE | 459,657 | 0 | 0 | ||
ANN INC | COM | 035623107 | 16,990 | 511,739 | SH | SOLE | 511,739 | 0 | 0 | ||
APARTMENT INVT & MGMT CO | CL A | 03748R101 | 10,020 | 333,556 | SH | SOLE | 333,556 | 0 | 0 | ||
ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 12,869 | 14,500,000 | PRN | SOLE | 14,500,000 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 70,757 | 167,002 | SH | SOLE | 167,002 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 67,982 | 503,908 | SH | SOLE | 503,908 | 0 | 0 | ||
AVIAT NETWORKS INC | COM | 05366Y102 | 2,883 | 1,100,420 | SH | SOLE | 1,100,420 | 0 | 0 | ||
AVNET INC | COM | 053807103 | 17,105 | 509,090 | SH | SOLE | 509,090 | 0 | 0 | ||
BB&T CORP | COM | 054937107 | 44,105 | 1,301,809 | SH | SOLE | 1,301,809 | 0 | 0 | ||
BRE PROPERTIES INC | CL A | 05564E106 | 5,182 | 103,606 | SH | SOLE | 103,606 | 0 | 0 | ||
BABCOCK & WILCOX CO NEW | COM | 05615F102 | 7,529 | 250,722 | SH | SOLE | 250,722 | 0 | 0 | ||
BAKER HUGHES INC | COM | 057224107 | 68,964 | 1,494,990 | SH | SOLE | 1,494,990 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 47,441 | 3,689,000 | SH | SOLE | 3,689,000 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 66,868 | 2,383,885 | SH | SOLE | 2,383,885 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 18,898 | 272,820 | SH | SOLE | 272,820 | 0 | 0 | ||
BEAM INC | COM | 073730103 | 26,359 | 417,662 | SH | SOLE | 417,662 | 0 | 0 | ||
BED BATH & BEYOND INC | COM | 075896100 | 18,145 | 255,750 | SH | SOLE | 255,750 | 0 | 0 | ||
BLUELINX HLDGS INC | COM | 09624H109 | 3,704 | 1,722,732 | SH | SOLE | 1,722,732 | 0 | 0 | ||
BOISE INC | COM | 09746Y105 | 10,462 | 1,225,000 | SH | SOLE | 1,225,000 | 0 | 0 | ||
BOSTON PROPERTIES INC | COM | 101121101 | 17,759 | 168,378 | SH | SOLE | 168,378 | 0 | 0 | ||
BROOKDALE SR LIVING INC | COM | 112463104 | 16,529 | 625,135 | SH | SOLE | 625,135 | 0 | 0 | ||
BUCKEYE TECHNOLOGIES INC | COM | 118255108 | 23,924 | 645,900 | SH | SOLE | 645,900 | 0 | 0 | ||
CF INDS HLDGS INC | COM | 125269100 | 15,875 | 92,565 | SH | SOLE | 92,565 | 0 | 0 | ||
CIT GROUP INC | COM NEW | 125581801 | 17,254 | 370,025 | SH | SOLE | 370,025 | 0 | 0 | ||
CA INC | COM | 12673P105 | 31,479 | 1,099,887 | SH | SOLE | 1,099,887 | 0 | 0 | ||
CACI INTL INC | NOTE 2.125% 5/0 | 127190AD8 | 17,165 | 14,300,000 | PRN | SOLE | 14,300,000 | 0 | 0 | ||
CAMERON INTERNATIONAL CORP | COM | 13342B105 | 12,973 | 212,120 | SH | SOLE | 212,120 | 0 | 0 | ||
CAPITAL BK FINL CORP | CL A COM | 139794101 | 25,087 | 1,318,959 | SH | SOLE | 1,318,959 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 47,213 | 751,680 | SH | SOLE | 751,680 | 0 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 65,097 | 1,379,164 | SH | SOLE | 1,379,164 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 12,366 | 445,456 | SH | SOLE | 445,456 | 0 | 0 | ||
CIMAREX ENERGY CO | COM | 171798101 | 20,581 | 316,680 | SH | SOLE | 316,680 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 2,448 | 100,615 | SH | SOLE | 100,615 | 0 | 0 | ||
CLEARWIRE CORP NEW | CL A | 18538Q105 | 7,637 | 1,528,919 | SH | SOLE | 1,528,919 | 0 | 0 | ||
CLOROX CO DEL | COM | 189054109 | 11,586 | 139,350 | SH | SOLE | 139,350 | 0 | 0 | ||
COBALT INTL ENERGY INC | COM | 19075F106 | 454 | 1,500 | SH | Put | SOLE | 1,500 | 0 | 0 | |
COCA COLA CO | COM | 191216100 | 19,059 | 475,160 | SH | SOLE | 475,160 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 62,360 | 995,535 | SH | SOLE | 995,535 | 0 | 0 | ||
COMPUWARE CORP | COM | 205638109 | 5,543 | 536,100 | SH | SOLE | 536,100 | 0 | 0 | ||
COMVERSE INC | COM | 20585P105 | 10,337 | 348,498 | SH | SOLE | 348,498 | 0 | 0 | ||
CONSOLIDATED TOMOKA LD CO | COM | 210226106 | 5,342 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
COOPER TIRE & RUBR CO | COM | 216831107 | 10,780 | 325,000 | SH | SOLE | 325,000 | 0 | 0 | ||
CORRECTIONS CORP AMER NEW | COM NEW | 22025Y407 | 4,203 | 124,100 | SH | SOLE | 124,100 | 0 | 0 | ||
CUBIST PHARMACEUTICALS INC | NOTE 2.500%11/0 | 229678AD9 | 21,053 | 12,000,000 | PRN | SOLE | 12,000,000 | 0 | 0 | ||
CYTEC INDS INC | COM | 232820100 | 16,356 | 223,290 | SH | SOLE | 223,290 | 0 | 0 | ||
DDR CORP | COM | 23317H102 | 24,542 | 1,473,970 | SH | SOLE | 1,473,970 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COM | 237194105 | 4,415 | 87,466 | SH | SOLE | 87,466 | 0 | 0 | ||
DEAN FOODS CO NEW | COM | 242370104 | 7,515 | 750,000 | SH | SOLE | 750,000 | 0 | 0 | ||
DELL INC | COM | 24702R101 | 59,192 | 4,442,208 | SH | SOLE | 4,442,208 | 0 | 0 | ||
DICKS SPORTING GOODS INC | COM | 253393102 | 34,888 | 696,926 | SH | SOLE | 696,926 | 0 | 0 | ||
DIODES INC | COM | 254543101 | 5,197 | 200,100 | SH | SOLE | 200,100 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 38,960 | 817,790 | SH | SOLE | 817,790 | 0 | 0 | ||
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 27,337 | 391,800 | SH | SOLE | 391,800 | 0 | 0 | ||
DOLE FOOD CO INC NEW | COM | 256603101 | 24,353 | 1,910,000 | SH | SOLE | 1,910,000 | 0 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 43,394 | 860,478 | SH | SOLE | 860,478 | 0 | 0 | ||
DOMINION RES INC VA NEW | UNIT 07/01/2016 | 25746U885 | 4,783 | 96,000 | SH | SOLE | 96,000 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 12,912 | 281,130 | SH | SOLE | 281,130 | 0 | 0 | ||
DRIL-QUIP INC | COM | 262037104 | 28,958 | 320,724 | SH | SOLE | 320,724 | 0 | 0 | ||
E M C CORP MASS | COM | 268648102 | 16,868 | 714,152 | SH | SOLE | 714,152 | 0 | 0 | ||
E M C CORP MASS | NOTE 1.750%12/0 | 268648AM4 | 25,110 | 17,000,000 | PRN | SOLE | 17,000,000 | 0 | 0 | ||
EOG RES INC | COM | 26875P101 | 12,862 | 97,675 | SH | SOLE | 97,675 | 0 | 0 | ||
EPL OIL & GAS INC | COM | 26883D108 | 73,860 | 2,515,673 | SH | SOLE | 2,515,673 | 0 | 0 | ||
EQT CORP | COM | 26884L109 | 50,295 | 633,683 | SH | SOLE | 633,683 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 19,361 | 1,529,272 | SH | SOLE | 1,529,272 | 0 | 0 | ||
EAGLE MATERIALS INC | COM | 26969P108 | 11,080 | 167,200 | SH | SOLE | 167,200 | 0 | 0 | ||
ELAN PLC | ADR | 284131208 | 4,596 | 325,000 | SH | SOLE | 325,000 | 0 | 0 | ||
EMERITUS CORP | COM | 291005106 | 25,793 | 1,112,706 | SH | SOLE | 1,112,706 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 34,468 | 819,309 | SH | SOLE | 819,309 | 0 | 0 | ||
ENDO HEALTH SOLUTIONS INC | NOTE 1.750% 4/1 | 29264FAB2 | 10,026 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
ENTERGY CORP NEW | COM | 29364G103 | 18,508 | 265,620 | SH | SOLE | 265,620 | 0 | 0 | ||
EQUIFAX INC | COM | 294429105 | 22,122 | 375,396 | SH | SOLE | 375,396 | 0 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 94,123 | 1,621,130 | SH | SOLE | 1,621,130 | 0 | 0 | ||
EXACTTARGET INC | COM | 30064K105 | 47,723 | 1,415,262 | SH | SOLE | 1,415,262 | 0 | 0 | ||
EXELIS INC | COM | 30162A108 | 8,060 | 584,500 | SH | SOLE | 584,500 | 0 | 0 | ||
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 62,033 | 1,004,750 | SH | SOLE | 1,004,750 | 0 | 0 | ||
EXTERRAN HLDGS INC | COM | 30225X103 | 263 | 2,100 | SH | Put | SOLE | 2,100 | 0 | 0 | |
EXTERRAN HLDGS INC | COM | 30225X103 | 115,574 | 4,110,030 | SH | SOLE | 4,110,030 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 24,251 | 974,721 | SH | SOLE | 974,721 | 0 | 0 | ||
FAMILY DLR STORES INC | COM | 307000109 | 23,366 | 374,990 | SH | SOLE | 374,990 | 0 | 0 | ||
F5 NETWORKS INC | COM | 315616102 | 15,725 | 228,565 | SH | SOLE | 228,565 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | CL A | 31620R105 | 132,040 | 5,545,551 | SH | SOLE | 5,545,551 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 9,149 | 104,665 | SH | SOLE | 104,665 | 0 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 14,003 | 236,100 | SH | SOLE | 236,100 | 0 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 26,870 | 764,876 | SH | SOLE | 764,876 | 0 | 0 | ||
FREEPORT-MCMORAN COPPER & GO | COM | 35671D857 | 18,893 | 684,277 | SH | SOLE | 684,277 | 0 | 0 | ||
GEO GROUP INC | COM | 36159R103 | 22,499 | 662,721 | SH | SOLE | 662,721 | 0 | 0 | ||
GENCORP INC | COM | 368682100 | 9,488 | 583,536 | SH | SOLE | 583,536 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 47,194 | 602,498 | SH | SOLE | 602,498 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 201 | 8,660 | SH | SOLE | 8,660 | 0 | 0 | ||
GENERAL GROWTH PPTYS INC NEW | COM | 370023103 | 84,865 | 4,271,033 | SH | SOLE | 4,271,033 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 15,933 | 478,334 | SH | SOLE | 478,334 | 0 | 0 | ||
GENERAL MTRS CO | *W EXP 07/10/201 | 37045V118 | 322 | 13,421 | SH | SOLE | 13,421 | 0 | 0 | ||
GENERAL MTRS CO | *W EXP 07/10/201 | 37045V126 | 219 | 13,421 | SH | SOLE | 13,421 | 0 | 0 | ||
GERDAU S A | SPON ADR REP PFD | 373737105 | 15,903 | 2,785,200 | SH | SOLE | 2,785,200 | 0 | 0 | ||
GILEAD SCIENCES INC | NOTE 1.625% 5/0 | 375558AP8 | 24,948 | 11,000,000 | PRN | SOLE | 11,000,000 | 0 | 0 | ||
GOLDCORP INC NEW | COM | 380956409 | 68,768 | 2,780,750 | SH | SOLE | 2,780,750 | 0 | 0 | ||
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 15,714 | 15,535,000 | PRN | SOLE | 15,535,000 | 0 | 0 | ||
GOODRICH PETE CORP | NOTE 5.000%10/0 | 382410AC2 | 14,972 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
GOOGLE INC | CL A | 38259P508 | 57,871 | 65,735 | SH | SOLE | 65,735 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | COM | 398905109 | 45,340 | 704,800 | SH | SOLE | 704,800 | 0 | 0 | ||
GRUPO FINANCIERO SANTANDER M | SPON ADR SHS B | 40053C105 | 12,277 | 864,000 | SH | SOLE | 864,000 | 0 | 0 | ||
HCA HOLDINGS INC | COM | 40412C101 | 128,334 | 3,558,900 | SH | SOLE | 3,558,900 | 0 | 0 | ||
HSBC HLDGS PLC | CALL | 404280406 | 10,032 | 193,300 | SH | SOLE | 193,300 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 28,249 | 677,100 | SH | SOLE | 677,100 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 40,332 | 1,304,399 | SH | SOLE | 1,304,399 | 0 | 0 | ||
HEALTH MGMT ASSOC INC NEW | CL A | 421933102 | 260 | 2,000 | SH | Put | SOLE | 2,000 | 0 | 0 | |
HILLSHIRE BRANDS CO | COM | 432589109 | 60,057 | 1,815,498 | SH | SOLE | 1,815,498 | 0 | 0 | ||
HOMEAWAY INC | COM | 43739Q100 | 11,073 | 342,384 | SH | SOLE | 342,384 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 27,673 | 3,516,294 | SH | SOLE | 3,516,294 | 0 | 0 | ||
IAC INTERACTIVECORP | COM PAR $.001 | 44919P508 | 40,794 | 857,377 | SH | SOLE | 857,377 | 0 | 0 | ||
INTERCONTINENTALEXCHANGE INC | COM | 45865V100 | 34,554 | 194,385 | SH | SOLE | 194,385 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 43,536 | 227,806 | SH | SOLE | 227,806 | 0 | 0 | ||
INTL PAPER CO | COM | 460146103 | 20,882 | 471,260 | SH | SOLE | 471,260 | 0 | 0 | ||
INTERPUBLIC GROUP COS INC | COM | 460690100 | 54,104 | 3,718,476 | SH | SOLE | 3,718,476 | 0 | 0 | ||
ITAU UNIBANCO HLDG SA | SPON ADR REP PFD | 465562106 | 5,198 | 402,330 | SH | SOLE | 402,330 | 0 | 0 | ||
ITC HLDGS CORP | COM | 465685105 | 55,086 | 603,356 | SH | SOLE | 603,356 | 0 | 0 | ||
JABIL CIRCUIT INC | COM | 466313103 | 16,054 | 787,710 | SH | SOLE | 787,710 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 19,604 | 228,320 | SH | SOLE | 228,320 | 0 | 0 | ||
KAISER ALUMINUM CORP | COM PAR $0.01 | 483007704 | 38,723 | 625,176 | SH | SOLE | 625,176 | 0 | 0 | ||
KELLOGG CO | COM | 487836108 | 26,790 | 417,100 | SH | SOLE | 417,100 | 0 | 0 | ||
KILROY RLTY CORP | COM | 49427F108 | 10,340 | 195,060 | SH | SOLE | 195,060 | 0 | 0 | ||
KOHLS CORP | COM | 500255104 | 605 | 500 | SH | Call | SOLE | 500 | 0 | 0 | |
KRAFT FOODS GROUP INC | COM | 50076Q106 | 38,819 | 694,810 | SH | SOLE | 694,810 | 0 | 0 | ||
KULICKE & SOFFA INDS INC | COM | 501242101 | 13,556 | 1,225,707 | SH | SOLE | 1,225,707 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 19,880 | 198,600 | SH | SOLE | 198,600 | 0 | 0 | ||
LACLEDE GROUP INC | COM | 505597104 | 16,494 | 361,228 | SH | SOLE | 361,228 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 25,638 | 578,207 | SH | SOLE | 578,207 | 0 | 0 | ||
LENDER PROCESSING SVCS INC | COM | 52602E102 | 18,925 | 585,000 | SH | SOLE | 585,000 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 12,358 | 342,910 | SH | SOLE | 342,910 | 0 | 0 | ||
LIBERTY INTERACTIVE CORP | LBT VENT COM A | 53071M880 | 14,622 | 172,002 | SH | SOLE | 172,002 | 0 | 0 | ||
LIFE TECHNOLOGIES CORP | COM | 53217V109 | 110,623 | 1,494,900 | SH | SOLE | 1,494,900 | 0 | 0 | ||
LORILLARD INC | COM | 544147101 | 19,739 | 451,903 | SH | SOLE | 451,903 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 53,984 | 1,319,907 | SH | SOLE | 1,319,907 | 0 | 0 | ||
MACERICH CO | COM | 554382101 | 51,232 | 840,290 | SH | SOLE | 840,290 | 0 | 0 | ||
MARATHON OIL CORP | COM | 565849106 | 40,635 | 1,175,100 | SH | SOLE | 1,175,100 | 0 | 0 | ||
MARKET VECTORS ETF TR | GOLD MINER ETF | 57060U100 | 14,763 | 602,800 | SH | SOLE | 602,800 | 0 | 0 | ||
MARKET VECTORS ETF TR | SEMICONDUCTOR | 57060U233 | 9,856 | 261,500 | SH | SOLE | 261,500 | 0 | 0 | ||
MCGRAW HILL COS INC | COM | 580645109 | 29,255 | 550,000 | SH | SOLE | 550,000 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 15,222 | 132,940 | SH | SOLE | 132,940 | 0 | 0 | ||
MEAD JOHNSON NUTRITION CO | COM | 582839106 | 11,732 | 148,070 | SH | SOLE | 148,070 | 0 | 0 | ||
MEADWESTVACO CORP | COM | 583334107 | 16,202 | 475,000 | SH | SOLE | 475,000 | 0 | 0 | ||
MEDTRONIC INC | COM | 585055106 | 25,438 | 494,220 | SH | SOLE | 494,220 | 0 | 0 | ||
MERITOR INC | COM | 59001K100 | 811 | 115,000 | SH | SOLE | 115,000 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 29,078 | 635,450 | SH | SOLE | 635,450 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 27,072 | 783,661 | SH | SOLE | 783,661 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | COM | 595017104 | 21,151 | 567,806 | SH | SOLE | 567,806 | 0 | 0 | ||
MOHAWK INDS INC | COM | 608190104 | 8,737 | 77,665 | SH | SOLE | 77,665 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 27,334 | 958,096 | SH | SOLE | 958,096 | 0 | 0 | ||
MONOLITHIC PWR SYS INC | COM | 609839105 | 26,260 | 1,089,188 | SH | SOLE | 1,089,188 | 0 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 26,101 | 264,180 | SH | SOLE | 264,180 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 9,739 | 398,640 | SH | SOLE | 398,640 | 0 | 0 | ||
MYLAN INC | NOTE 3.750% 9/1 | 628530AJ6 | 35,575 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 258,126 | 9,667,659 | SH | SOLE | 9,667,659 | 0 | 0 | ||
NATIONAL BK HLDGS CORP | CL A | 633707104 | 24,021 | 1,219,315 | SH | SOLE | 1,219,315 | 0 | 0 | ||
NETAPP INC | COM | 64110D104 | 26,175 | 692,840 | SH | SOLE | 692,840 | 0 | 0 | ||
NEWMARKET CORP | COM | 651587107 | 13,207 | 50,300 | SH | SOLE | 50,300 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 92,531 | 1,135,630 | SH | SOLE | 1,135,630 | 0 | 0 | ||
NORDSTROM INC | COM | 655664100 | 12,220 | 203,870 | SH | SOLE | 203,870 | 0 | 0 | ||
NORTHERN TR CORP | COM | 665859104 | 39,755 | 686,611 | SH | SOLE | 686,611 | 0 | 0 | ||
OGE ENERGY CORP | COM | 670837103 | 65,214 | 956,220 | SH | SOLE | 956,220 | 0 | 0 | ||
OCCIDENTAL PETE CORP DEL | COM | 674599105 | 69,048 | 773,820 | SH | SOLE | 773,820 | 0 | 0 | ||
OMNICARE INC | COM | 681904108 | 15,272 | 320,110 | SH | SOLE | 320,110 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 39,214 | 1,276,905 | SH | SOLE | 1,276,905 | 0 | 0 | ||
OPTIMER PHARMACEUTICALS INC | COM | 68401H104 | 350 | 2,000 | SH | Call | SOLE | 2,000 | 0 | 0 | |
PG&E CORP | COM | 69331C108 | 66,206 | 1,447,750 | SH | SOLE | 1,447,750 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 5,629 | 38,447 | SH | SOLE | 38,447 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 36,181 | 1,195,660 | SH | SOLE | 1,195,660 | 0 | 0 | ||
PVH CORP | COM | 693656100 | 10,726 | 85,775 | SH | SOLE | 85,775 | 0 | 0 | ||
PTC INC | COM | 69370C100 | 16,541 | 674,300 | SH | SOLE | 674,300 | 0 | 0 | ||
PAN AMERICAN SILVER CORP | COM | 697900108 | 39,576 | 3,400,000 | SH | SOLE | 3,400,000 | 0 | 0 | ||
PAYCHEX INC | COM | 704326107 | 42,683 | 1,169,065 | SH | SOLE | 1,169,065 | 0 | 0 | ||
PENNSYLVANIA RL ESTATE INVT | SH BEN INT | 709102107 | 15,712 | 832,200 | SH | SOLE | 832,200 | 0 | 0 | ||
PERKINELMER INC | COM | 714046109 | 32,891 | 1,012,030 | SH | SOLE | 1,012,030 | 0 | 0 | ||
PIER 1 IMPORTS INC | COM | 720279108 | 28,045 | 1,193,912 | SH | SOLE | 1,193,912 | 0 | 0 | ||
PORTLAND GEN ELEC CO | COM NEW | 736508847 | 33,328 | 1,089,500 | SH | SOLE | 1,089,500 | 0 | 0 | ||
POST PPTYS INC | COM | 737464107 | 69,757 | 1,409,525 | SH | SOLE | 1,409,525 | 0 | 0 | ||
POWER ONE INC NEW | COM | 73930R102 | 4,777 | 755,861 | SH | SOLE | 755,861 | 0 | 0 | ||
PRICE T ROWE GROUP INC | COM | 74144T108 | 13,520 | 184,700 | SH | SOLE | 184,700 | 0 | 0 | ||
PRICELINE COM INC | COM NEW | 741503403 | 36,163 | 43,745 | SH | SOLE | 43,745 | 0 | 0 | ||
PROCTER & GAMBLE CO | COM | 742718109 | 18,793 | 244,099 | SH | SOLE | 244,099 | 0 | 0 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 31,695 | 1,246,853 | SH | SOLE | 1,246,853 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 7,360 | 225,360 | SH | SOLE | 225,360 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 127,109 | 2,080,680 | SH | SOLE | 2,080,680 | 0 | 0 | ||
QUINTILES TRANSNATIO HLDGS I | COM | 74876Y101 | 5,009 | 117,700 | SH | SOLE | 117,700 | 0 | 0 | ||
RACKSPACE HOSTING INC | COM | 750086100 | 15,921 | 420,200 | SH | SOLE | 420,200 | 0 | 0 | ||
ROSS STORES INC | COM | 778296103 | 25,039 | 386,340 | SH | SOLE | 386,340 | 0 | 0 | ||
ROYAL DUTCH SHELL PLC | SPONS ADR A | 780259206 | 33,601 | 526,669 | SH | SOLE | 526,669 | 0 | 0 | ||
RUBY TUESDAY INC | COM | 781182100 | 25,003 | 2,708,900 | SH | SOLE | 2,708,900 | 0 | 0 | ||
RYLAND GROUP INC | NOTE 1.625% 5/1 | 783764AQ6 | 11,588 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
RYMAN HOSPITALITY PPTYS INC | COM | 78377T107 | 10,728 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
SBA COMMUNICATIONS CORP | NOTE 4.000%10/0 | 78388JAM8 | 34,304 | 13,960,000 | PRN | SOLE | 13,960,000 | 0 | 0 | ||
SL GREEN RLTY CORP | COM | 78440X101 | 10,678 | 121,085 | SH | SOLE | 121,085 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 15,063 | 93,900 | SH | SOLE | 93,900 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 34,310 | 898,630 | SH | SOLE | 898,630 | 0 | 0 | ||
SANDISK CORP | COM | 80004C101 | 56,266 | 920,885 | SH | SOLE | 920,885 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 53,079 | 740,700 | SH | SOLE | 740,700 | 0 | 0 | ||
SILICON LABORATORIES INC | COM | 826919102 | 53,607 | 1,294,537 | SH | SOLE | 1,294,537 | 0 | 0 | ||
SILICON IMAGE INC | COM | 82705T102 | 8,315 | 1,421,358 | SH | SOLE | 1,421,358 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 7,578 | 47,986 | SH | SOLE | 47,986 | 0 | 0 | ||
SIRONA DENTAL SYSTEMS INC | COM | 82966C103 | 5,945 | 90,240 | SH | SOLE | 90,240 | 0 | 0 | ||
SMITHFIELD FOODS INC | COM | 832248108 | 37,001 | 1,129,800 | SH | SOLE | 1,129,800 | 0 | 0 | ||
SOUTHERN COPPER CORP | COM | 84265V105 | 13,447 | 486,853 | SH | SOLE | 486,853 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 16,006 | 438,170 | SH | SOLE | 438,170 | 0 | 0 | ||
SPANSION INC | COM CL A NEW | 84649R200 | 2,979 | 237,927 | SH | SOLE | 237,927 | 0 | 0 | ||
SPRINT NEXTEL CORP | COM SER 1 | 852061100 | 124,644 | 17,755,500 | SH | SOLE | 17,755,500 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 23,326 | 356,067 | SH | SOLE | 356,067 | 0 | 0 | ||
STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 30,511 | 482,840 | SH | SOLE | 482,840 | 0 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 14,640 | 981,880 | SH | SOLE | 981,880 | 0 | 0 | ||
STILLWATER MNG CO | COM | 86074Q102 | 52,196 | 4,859,981 | SH | SOLE | 4,859,981 | 0 | 0 | ||
SUNCOR ENERGY INC NEW | COM | 867224107 | 2,698 | 91,500 | SH | SOLE | 91,500 | 0 | 0 | ||
SUNCOKE ENERGY INC | COM | 86722A103 | 11,918 | 850,043 | SH | SOLE | 850,043 | 0 | 0 | ||
SYMANTEC CORP | COM | 871503108 | 43,397 | 1,930,485 | SH | SOLE | 1,930,485 | 0 | 0 | ||
SYNOPSYS INC | COM | 871607107 | 17,046 | 476,803 | SH | SOLE | 476,803 | 0 | 0 | ||
TALISMAN ENERGY INC | COM | 87425E103 | 12,758 | 1,116,156 | SH | SOLE | 1,116,156 | 0 | 0 | ||
TARGA RES CORP | COM | 87612G101 | 37,343 | 580,490 | SH | SOLE | 580,490 | 0 | 0 | ||
TAUBMAN CTRS INC | COM | 876664103 | 12,346 | 164,287 | SH | SOLE | 164,287 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 12,914 | 280,120 | SH | SOLE | 280,120 | 0 | 0 | ||
TESLA MTRS INC | COM | 88160R101 | 495 | 2,000 | SH | Put | SOLE | 2,000 | 0 | 0 | |
TEXAS CAPITAL BANCSHARES INC | COM | 88224Q107 | 18,519 | 417,474 | SH | SOLE | 417,474 | 0 | 0 | ||
TIBCO SOFTWARE INC | COM | 88632Q103 | 8,562 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
TIME WARNER CABLE INC | COM | 88732J207 | 45,444 | 404,015 | SH | SOLE | 404,015 | 0 | 0 | ||
TREEHOUSE FOODS INC | COM | 89469A104 | 10,937 | 166,869 | SH | SOLE | 166,869 | 0 | 0 | ||
UAL CORP | NOTE 6.000%10/1 | 902549AJ3 | 20,931 | 5,732,000 | PRN | SOLE | 5,732,000 | 0 | 0 | ||
UDR INC | COM | 902653104 | 5,267 | 206,612 | SH | SOLE | 206,612 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 60,942 | 1,685,817 | SH | SOLE | 1,685,817 | 0 | 0 | ||
U S AIRWAYS GROUP INC | COM | 90341W108 | 216 | 4,400 | SH | Put | SOLE | 4,400 | 0 | 0 | |
U S AIRWAYS GROUP INC | COM | 90341W108 | 13,136 | 800,000 | SH | SOLE | 800,000 | 0 | 0 | ||
U S SILICA HLDGS INC | COM | 90346E103 | 12,636 | 608,100 | SH | SOLE | 608,100 | 0 | 0 | ||
ULTRATECH INC | COM | 904034105 | 42,221 | 1,149,822 | SH | SOLE | 1,149,822 | 0 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 67,421 | 2,154,700 | SH | SOLE | 2,154,700 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 25,892 | 395,422 | SH | SOLE | 395,422 | 0 | 0 | ||
VCA ANTECH INC | COM | 918194101 | 5,067 | 194,200 | SH | SOLE | 194,200 | 0 | 0 | ||
VALERO ENERGY CORP NEW | COM | 91913Y100 | 73,017 | 2,100,004 | SH | SOLE | 2,100,004 | 0 | 0 | ||
VANGUARD HEALTH SYS INC | COM | 922036207 | 20,740 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 48,539 | 265,602 | SH | SOLE | 265,602 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 12,297 | 885,279 | SH | SOLE | 885,279 | 0 | 0 | ||
VITAMIN SHOPPE INC | COM | 92849E101 | 16,492 | 367,802 | SH | SOLE | 367,802 | 0 | 0 | ||
VODAFONE GROUP PLC NEW | SPONS ADR NEW | 92857W209 | 85,890 | 2,988,000 | SH | SOLE | 2,988,000 | 0 | 0 | ||
VORNADO RLTY TR | SH BEN INT | 929042109 | 4,563 | 55,070 | SH | SOLE | 55,070 | 0 | 0 | ||
VULCAN MATLS CO | COM | 929160109 | 16,866 | 348,400 | SH | SOLE | 348,400 | 0 | 0 | ||
WMS INDS INC | COM | 929297109 | 42,163 | 1,652,803 | SH | SOLE | 1,652,803 | 0 | 0 | ||
WALTER ENERGY INC | COM | 93317Q105 | 10,067 | 968,002 | SH | SOLE | 968,002 | 0 | 0 | ||
WATERS CORP | COM | 941848103 | 12,846 | 128,395 | SH | SOLE | 128,395 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 34,863 | 1,357,600 | SH | SOLE | 1,357,600 | 0 | 0 | ||
WELLPOINT INC | COM | 94973V107 | 168,476 | 2,058,600 | SH | SOLE | 2,058,600 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 24,014 | 386,763 | SH | SOLE | 386,763 | 0 | 0 | ||
WESTLAKE CHEM CORP | COM | 960413102 | 31,924 | 331,125 | SH | SOLE | 331,125 | 0 | 0 | ||
WEYERHAEUSER CO | COM | 962166104 | 13,562 | 476,030 | SH | SOLE | 476,030 | 0 | 0 | ||
WHITEWAVE FOODS CO | COM CL B | 966244204 | 38,828 | 2,554,463 | SH | SOLE | 2,554,463 | 0 | 0 | ||
WHITING PETE CORP NEW | COM | 966387102 | 84,975 | 1,843,685 | SH | SOLE | 1,843,685 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORP | COM | 98310W108 | 36,529 | 638,280 | SH | SOLE | 638,280 | 0 | 0 | ||
ZIMMER HLDGS INC | COM | 98956P102 | 5,021 | 67,000 | SH | SOLE | 67,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 9,681 | 313,250 | SH | SOLE | 313,250 | 0 | 0 | ||
ENERGY XXI (BERMUDA) LTD | USD UNRS SHS | G10082140 | 1,418 | 2,100 | SH | Put | SOLE | 2,100 | 0 | 0 | |
ENERGY XXI (BERMUDA) LTD | USD UNRS SHS | G10082140 | 3,326 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 246 | 4,106 | SH | Call | SOLE | 4,106 | 0 | 0 | |
BUNGE LIMITED | COM | G16962105 | 200,661 | 2,835,390 | SH | SOLE | 2,835,390 | 0 | 0 | ||
COVIDIEN PLC | SHS | G2554F113 | 20,898 | 337,050 | SH | SOLE | 337,050 | 0 | 0 | ||
INVESCO LTD | SHS | G491BT108 | 30,664 | 964,287 | SH | SOLE | 964,287 | 0 | 0 | ||
KOSMOS ENERGY LTD | SHS | G5315B107 | 37,212 | 3,662,600 | SH | SOLE | 3,662,600 | 0 | 0 | ||
NABORS INDUSTRIES LTD | SHS | G6359F103 | 14,718 | 961,340 | SH | SOLE | 961,340 | 0 | 0 | ||
PARTNERRE LTD | COM | G6852T105 | 58,131 | 641,905 | SH | SOLE | 641,905 | 0 | 0 | ||
RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 23,015 | 265,175 | SH | SOLE | 265,175 | 0 | 0 | ||
WARNER CHILCOTT PLC IRELAND | SHS A | G94368100 | 10,448 | 524,800 | SH | SOLE | 524,800 | 0 | 0 | ||
ACE LTD | SHS | H0023R105 | 70,646 | 789,522 | SH | SOLE | 789,522 | 0 | 0 | ||
TRANSOCEAN LTD | REG SHS | H8817H100 | 168,675 | 3,517,737 | SH | SOLE | 3,517,737 | 0 | 0 | ||
TYCO INTERNATIONAL LTD | SHS | H89128104 | 18,786 | 570,139 | SH | SOLE | 570,139 | 0 | 0 | ||
TRONOX LTD | SHS CL A | Q9235V101 | 8,507 | 422,200 | SH | SOLE | 422,200 | 0 | 0 |