CIK: 0001102598 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 12, 2015
Total Value: $24.39B (97.8% shares, 2.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| MSFT | MICROSOFT CORPORATION | 16,983,966 | $752M | 3.1% | $28.63 | +35.9% | COMMSTCK | 594918104 |
| AAPL | APPLE INC | 6,311,869 | $696M | 2.9% | $73.22 | -64.1% | COMMSTCK | 037833100 |
| CVS | CVS HEALTH CORP | 4,893,987 | $472M | 1.9% | $50.52 | +54.0% | COMMSTCK | 126650100 |
| — | CELGENE CORPORATION | 3,637,052 | $393M | 1.6% | $88.85 | — | COMMSTCK | 151020104 |
| HD | HOME DEPOT INC | 3,381,287 | $391M | 1.6% | $67.68 | +33.6% | COMMSTCK | 437076102 |
| ROST | ROSS STORES, INC. | 7,767,358 | $376M | 1.5% | $44.12 | +4.5% | COMMSTCK | 778296103 |
| DIS | WALT DISNEY CO | 3,541,570 | $362M | 1.5% | $52.87 | +88.6% | COMMSTCK | 254687106 |
| GILD | GILEAD SCIENCES INC | 3,283,529 | $322M | 1.3% | $51.88 | +49.4% | COMMSTCK | 375558103 |
| — | EMC CORP/ MASSACHUSETTS | 12,959,239 | $313M | 1.3% | $26.83 | — | COMMSTCK | 268648102 |
| SBUX | STARBUCKS CORPORATION | 5,430,446 | $309M | 1.3% | $45.20 | +0.3% | COMMSTCK | 855244109 |
| HIG | HARTFORD FINANCIAL SERVICE | 6,512,381 | $298M | 1.2% | $32.14 | +15.1% | COMMSTCK | 416515104 |
| AEP | AMERICAN ELECTRIC POWER CO | 5,161,654 | $293M | 1.2% | $39.30 | -2.2% | COMMSTCK | 025537101 |
| WFC | WELLS FARGO & COMPANY | 5,652,496 | $290M | 1.2% | $36.20 | +13.5% | COMMSTCK | 949746101 |
| ICE | INTERCONTINENTAL EXCHANGE | 1,209,641 | $284M | 1.2% | $37.79 | +7.2% | COMMSTCK | 45866F104 |
| — | REYNOLDS AMERICAN INC | 6,265,368 | $277M | 1.1% | $56.05 | — | COMMSTCK | 761713106 |
| — | EXPRESS SCRIPTS INC | 3,380,986 | $274M | 1.1% | $68.55 | — | COMMSTCK | 30219G108 |
| TMO | THERMO FISHER SCIENTIFIC I | 2,196,122 | $269M | 1.1% | $75.67 | +67.0% | COMMSTCK | 883556102 |
| MA | MASTERCARD INC | 2,820,394 | $254M | 1.0% | $111.23 | -20.6% | COMMSTCK | 57636Q104 |
| ECL | ECOLAB INC | 2,303,902 | $253M | 1.0% | $77.01 | +29.6% | COMMSTCK | 278865100 |
| SLB | SCHLUMBERGER NV | 3,645,551 | $251M | 1.0% | $63.91 | -7.8% | COMMSTCK | 806857108 |
| ORLY | OREILLY AUTOMOTIVE INC | 992,831 | $248M | 1.0% | $15.08 | +7.1% | COMMSTCK | 67103H107 |
| JPM | JPMORGAN CHASE & CO | 3,844,578 | $234M | 1.0% | $48.71 | +1.9% | COMMSTCK | 46625H100 |
| JNJ | JOHNSON & JOHNSON | 2,381,190 | $222M | 0.9% | $70.57 | +2.7% | COMMSTCK | 478160104 |
| — | CHUBB CORPORATION | 1,759,801 | $216M | 0.9% | $77.37 | — | COMMSTCK | 171232101 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 5,107,919 | $214M | 0.9% | $28.31 | +20.2% | COMMSTCK | 609207105 |
| — | TIME WARNER INC | 2,986,227 | $205M | 0.8% | $63.60 | — | COMMSTCK | 887317303 |
| META | FACEBOOK INC | 2,273,917 | $204M | 0.8% | $48.94 | +86.2% | COMMSTCK | 30303M102 |
| — | ALLERGAN PLC | 692,942 | $188M | 0.8% | $303.46 | — | COMMSTCK | G0177J108 |
| MS | MORGAN STANLEY | 5,889,809 | $186M | 0.8% | $20.12 | +35.5% | COMMSTCK | 617446448 |
| — | CR BARD INC | 973,664 | $181M | 0.7% | $97.74 | — | COMMSTCK | 067383109 |
| CAH | CARDINAL HEALTH INC | 2,330,236 | $179M | 0.7% | $49.06 | +27.0% | COMMSTCK | 14149Y108 |
| V | VISA INC | 2,569,082 | $179M | 0.7% | $70.18 | -5.4% | COMMSTCK | 92826C839 |
| BAC | BANK OF AMERICA CORP | 11,369,910 | $177M | 0.7% | $13.08 | +2.8% | COMMSTCK | 060505104 |
| PFE | PFIZER INC | 5,617,211 | $176M | 0.7% | $22.16 | -7.0% | COMMSTCK | 717081103 |
| PEP | PEPSICO INC | 1,826,049 | $172M | 0.7% | $60.40 | +15.1% | COMMSTCK | 713448108 |
| MMM | 3M CO | 1,209,343 | $171M | 0.7% | $88.88 | -1.5% | COMMSTCK | 88579Y101 |
| WLY | JOHN WILEY & SONS INC | 3,423,475 | $171M | 0.7% | $38.93 | -2.6% | COMMSTCK | 968223206 |
| MRK | MERCK & CO INC | 3,427,061 | $169M | 0.7% | $39.52 | -2.8% | COMMSTCK | 58933Y105 |
| — | AETNA INC | 1,544,012 | $169M | 0.7% | $49.19 | — | COMMSTCK | 00817Y108 |
| — | GENERAL ELECTRIC CO | 6,694,134 | $169M | 0.7% | $22.60 | — | COMMSTCK | 369604103 |
| PNC | PNC FINANCIAL SERVICES GRO | 1,872,021 | $167M | 0.7% | $59.61 | +13.5% | COMMSTCK | 693475105 |
| MDT | MEDTRONIC INC | 2,451,935 | $164M | 0.7% | $58.07 | -1.9% | COMMSTCK | G5960L103 |
| HON | HONEYWELL INTERNATIONAL IN | 1,681,594 | $159M | 0.7% | $65.31 | +12.3% | COMMSTCK | 438516106 |
| USB | US BANCORP | 3,882,627 | $159M | 0.7% | $31.51 | -5.4% | COMMSTCK | 902973304 |
| HUM | HUMANA INC | 888,596 | $159M | 0.7% | $106.81 | +59.2% | COMMSTCK | 444859102 |
| AAL | AMERICAN AIRLINES GROUP IN | 4,086,056 | $159M | 0.7% | $37.37 | +4.7% | COMMSTCK | 02376R102 |
| ADI | ANALOG DEVICES INC | 2,687,229 | $152M | 0.6% | $41.73 | +13.1% | COMMSTCK | 032654105 |
| — | INGERSOLL-RAND PLC | 2,977,538 | $151M | 0.6% | $51.87 | — | COMMSTCK | G47791101 |
| CVX | CHEVRON CORP | 1,899,455 | $150M | 0.6% | $53.91 | -0.1% | COMMSTCK | 166764100 |
| UNP | UNION PACIFIC CORPORATION | 1,620,906 | $143M | 0.6% | $83.71 | -13.8% | COMMSTCK | 907818108 |
| CTSH | COGNIZANT TECHNOLOGY SOLUT | 2,203,099 | $138M | 0.6% | $55.65 | 0.0% | COMMSTCK | 192446102 |
| UPS | UNITED PARCEL SERVICE INC | 1,394,166 | $138M | 0.6% | $70.02 | -3.2% | COMMSTCK | 911312106 |
| CFG | CITIZENS FINANCIAL GROUP I | 5,756,913 | $137M | 0.6% | $17.32 | +1.3% | COMMSTCK | 174610105 |
| — | WALGREENS BOOTS ALLIANCE I | 1,639,926 | $136M | 0.6% | $83.89 | — | COMMSTCK | 931427108 |
| ZTS | ZOETIS INC | 3,288,456 | $135M | 0.6% | $33.35 | +28.2% | COMMSTCK | 98978V103 |
| NDAQ | NASDAQ INC | 2,533,502 | $135M | 0.6% | $10.27 | +41.0% | COMMSTCK | 631103108 |
| FFIV | F5 NETWORKS INC | 1,155,929 | $134M | 0.5% | $97.26 | +25.9% | COMMSTCK | 315616102 |
| ABBV | ABBVIE INC | 2,286,962 | $124M | 0.5% | $31.86 | +33.4% | COMMSTCK | 00287Y109 |
| TJX | TJX COS INC | 1,736,828 | $124M | 0.5% | $39.39 | -23.0% | COMMSTCK | 872540109 |
| BDX | BECTON DICKINSON AND COMPA | 934,559 | $124M | 0.5% | $78.51 | +51.9% | COMMSTCK | 075887109 |
| DG | DOLLAR GENERAL CORPORATION | 1,699,665 | $123M | 0.5% | $66.60 | +0.3% | COMMSTCK | 256677105 |
| TRV | TRAVELERS COS INC | 1,231,702 | $123M | 0.5% | $74.11 | +9.7% | COMMSTCK | 89417E109 |
| CL | COLGATE-PALMOLIVE CO | 1,827,669 | $116M | 0.5% | $63.13 | -18.7% | COMMSTCK | 194162103 |
| AXP | AMERICAN EXPRESS COMPANY | 1,559,854 | $116M | 0.5% | $66.01 | +0.3% | COMMSTCK | 025816109 |
| NKE | NIKE INC | 928,748 | $114M | 0.5% | $49.32 | +0.5% | COMMSTCK | 654106103 |
| PEG | PUBLIC SERVICE ENTERPRISE | 2,586,543 | $109M | 0.4% | $26.85 | +5.8% | COMMSTCK | 744573106 |
| — | VALSPAR CORP | 1,484,059 | $107M | 0.4% | $70.01 | — | COMMSTCK | 920355104 |
| CPB | CAMPBELL SOUP COMPANY | 2,028,949 | $103M | 0.4% | $33.71 | +5.4% | COMMSTCK | 134429109 |
| GIS | GENERAL MILLS INC | 1,803,776 | $101M | 0.4% | $39.26 | +1.8% | COMMSTCK | 370334104 |
| — | PRECISION CASTPARTS CORP | 439,335 | $101M | 0.4% | $229.08 | — | COMMSTCK | 740189105 |
| — | WELLS FARGO & COMPANY 7.5% | 85,953 | $100M | 0.4% | $1206.04 | — | PFDDOM | 949746804 |
| VOYA | VOYA FINANCIAL INC | 2,571,304 | $99.69M | 0.4% | $33.96 | +16.0% | COMMSTCK | 929089100 |
| — | CBS CORP | 2,448,701 | $97.7M | 0.4% | $57.23 | — | COMMSTCK | 124857202 |
| HSY | HERSHEY COMPANY THE | 1,031,234 | $94.75M | 0.4% | $72.33 | -1.8% | COMMSTCK | 427866108 |
| TEVA | TEVA PHARMACEUTICAL INDUST | 1,639,229 | $92.55M | 0.4% | $56.63 | — | DEPRECPT | 881624209 |
| KO | COCA-COLA CO | 2,304,095 | $92.44M | 0.4% | $30.02 | -4.0% | COMMSTCK | 191216100 |
| MCK | MCKESSON CORP | 485,930 | $89.91M | 0.4% | $152.61 | +28.2% | COMMSTCK | 58155Q103 |
| TSM | TAIWAN SEMICONDUCTOR MANUF | 4,326,268 | $89.77M | 0.4% | $22.07 | — | DEPRECPT | 874039100 |
| — | UNITED TECHNOLOGIES CORPOR | 1,007,723 | $89.68M | 0.4% | $84.55 | — | COMMSTCK | 913017109 |
| CTRA | CABOT OIL & GAS CORPORATIO | 3,871,137 | $84.62M | 0.3% | $33.87 | -45.1% | COMMSTCK | 127097103 |
| TSN | TYSON FOODS INC | 1,941,401 | $83.67M | 0.3% | $31.19 | +6.8% | COMMSTCK | 902494103 |
| QCOM | QUALCOMM INCORPORATED | 1,546,993 | $83.12M | 0.3% | $57.92 | -23.8% | COMMSTCK | 747525103 |
| MPC | MARATHON PETROLEUM CORP | 1,742,342 | $80.72M | 0.3% | $42.01 | -11.4% | COMMSTCK | 56585A102 |
| — | XL GROUP PLC | 2,183,801 | $79.32M | 0.3% | $37.08 | — | COMMSTCK | G98290102 |
| FISV | FISERV INC | 906,779 | $78.54M | 0.3% | $53.02 | -18.4% | COMMSTCK | 337738108 |
| — | DR PEPPER SNAPPLE GROUP IN | 988,377 | $78.13M | 0.3% | $44.18 | — | COMMSTCK | 26138E109 |
| UAL | UNITED CONTINENTAL HOLDING | 1,424,170 | $75.55M | 0.3% | $41.73 | +35.2% | COMMSTCK | 910047109 |
| STT | STATE STREET CORP | 1,098,625 | $73.84M | 0.3% | $50.22 | +10.1% | COMMSTCK | 857477103 |
| EBAY | EBAY INC | 3,000,180 | $73.33M | 0.3% | $29.24 | -18.2% | COMMSTCK | 278642103 |
| CMI | CUMMINS INC | 664,319 | $72.13M | 0.3% | $106.47 | -12.7% | COMMSTCK | 231021106 |
| PYPL | PAYPAL HOLDINGS INC | 2,312,466 | $71.78M | 0.3% | $35.85 | 0.0% | COMMSTCK | 70450Y103 |
| — | KEURIG GREEN MOUNTAIN INC | 1,373,449 | $71.61M | 0.3% | $101.91 | — | COMMSTCK | 49271M100 |
| LLY | ELI LILLY AND COMPANY | 853,263 | $71.41M | 0.3% | $51.76 | +36.2% | COMMSTCK | 532457108 |
| IFF | INTERNATIONAL FLAVORS & FR | 683,762 | $70.61M | 0.3% | $78.05 | +9.9% | COMMSTCK | 459506101 |
| LNC | LINCOLN NATIONAL CORPORATI | 1,479,744 | $70.23M | 0.3% | $31.55 | +15.5% | COMMSTCK | 534187109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 670,780 | $69.86M | 0.3% | $59.61 | +115.5% | COMMSTCK | 92532F100 |
| HBAN | HUNTINGTON BANCSHARES INCO | 6,559,889 | $69.53M | 0.3% | $6.84 | +7.0% | COMMSTCK | 446150104 |
| VLO | VALERO ENERGY CORPORATION | 1,144,678 | $68.8M | 0.3% | $42.00 | +0.4% | COMMSTCK | 91913Y100 |
| HAL | HALLIBURTON COMPANY | 1,923,234 | $67.99M | 0.3% | $36.77 | -12.5% | COMMSTCK | 406216101 |
| FHN | FIRST HORIZON NATIONAL COR | 4,703,626 | $66.7M | 0.3% | $10.27 | +4.8% | COMMSTCK | 320517105 |
| KEY | KEYCORP | 5,123,371 | $66.66M | 0.3% | $9.59 | -2.6% | COMMSTCK | 493267108 |
| EL | ESTEE LAUDER COMPANIES INC | 824,910 | $66.55M | 0.3% | $62.13 | +18.0% | COMMSTCK | 518439104 |
| — | MEAD JOHNSON NUTRITION CO | 940,701 | $66.23M | 0.3% | $84.75 | — | COMMSTCK | 582839106 |
| BF/B | BROWN-FORMAN CORPORATION | 679,000 | $65.8M | 0.3% | $32.93 | +3.0% | COMMSTCK | 115637209 |
| — | SCRIPPS NETWORKS INTERACTI | 1,327,629 | $65.31M | 0.3% | $67.72 | — | COMMSTCK | 811065101 |
| C | CITIGROUP INC | 1,311,679 | $65.07M | 0.3% | $39.69 | +2.7% | COMMSTCK | 172967424 |
| XOM | EXXON MOBIL CORP | 868,145 | $64.55M | 0.3% | $57.70 | -14.9% | COMMSTCK | 30231G102 |
| — | WABCO HOLDINGS INC | 613,280 | $64.29M | 0.3% | $110.29 | — | COMMSTCK | 92927K102 |
| EOG | EOG RESOURCES INC | 881,920 | $64.2M | 0.3% | $60.70 | -5.9% | COMMSTCK | 26875P101 |
| OXY | OCCIDENTAL PETROLEUM CORPO | 944,423 | $62.47M | 0.3% | $68.97 | -25.6% | COMMSTCK | 674599105 |
| SCHW | CHARLES SCHWAB CORPORATION | 2,172,875 | $62.06M | 0.3% | $25.66 | +10.0% | COMMSTCK | 808513105 |
| CSCO | CISCO SYSTEMS INC | 2,359,105 | $61.93M | 0.3% | $18.49 | +5.9% | COMMSTCK | 17275R102 |
| ADP | AUTOMATIC DATA PROCESSING | 767,887 | $61.71M | 0.3% | $58.80 | +8.6% | COMMSTCK | 053015103 |
| EXC | EXELON CORPORATION | 2,016,107 | $59.88M | 0.2% | $16.83 | -7.5% | COMMSTCK | 30161N101 |
| BSX | BOSTON SCIENTIFIC CORPORAT | 3,639,037 | $59.72M | 0.2% | $16.28 | +5.0% | COMMSTCK | 101137107 |
| GM | GENERAL MOTORS CO | 1,966,709 | $59.04M | 0.2% | $25.54 | -5.4% | COMMSTCK | 37045V100 |
| WHR | WHIRLPOOL CORPORATION | 400,125 | $58.92M | 0.2% | $147.60 | +14.6% | COMMSTCK | 963320106 |
| CHKP | CHECK POINT SOFTWARE TECHN | 742,736 | $58.92M | 0.2% | $80.47 | -0.7% | COMMSTCK | M22465104 |
| — | LAZARD LTD | 1,344,603 | $58.22M | 0.2% | $50.05 | — | COMMSTCK | G54050102 |
| CLX | CLOROX COMPANY | 482,623 | $55.76M | 0.2% | $73.22 | +14.5% | COMMSTCK | 189054109 |
| NSC | NORFOLK SOUTHERN CORPORATI | 704,847 | $53.85M | 0.2% | $62.29 | +4.5% | COMMSTCK | 655844108 |
| PSX | PHILLIPS 66 | 687,486 | $52.83M | 0.2% | $53.14 | +1.7% | COMMSTCK | 718546104 |
| — | SUNTRUST BANKS INC | 1,336,821 | $51.12M | 0.2% | $42.07 | — | COMMSTCK | 867914103 |
| ALNY | ALNYLAM PHARMACEUTICALS IN | 632,698 | $50.84M | 0.2% | $84.31 | +31.8% | COMMSTCK | 02043Q107 |
| HP | HELMERICH & PAYNE, INC. | 1,066,107 | $50.38M | 0.2% | $63.05 | -10.2% | COMMSTCK | 423452101 |
| ABT | ABBOTT LABORATORIES | 1,213,173 | $48.79M | 0.2% | $62.90 | -38.3% | COMMSTCK | 002824100 |
| — | MONSANTO COMPANY | 567,981 | $48.47M | 0.2% | $101.71 | — | COMMSTCK | 61166W101 |
| AZN | ASTRAZENECA PLC | 1,522,676 | $48.45M | 0.2% | $47.87 | — | DEPRECPT | 046353108 |
| PHM | PULTE GROUP INC | 2,535,319 | $47.84M | 0.2% | $17.87 | 0.0% | COMMSTCK | 745867101 |
| F | FORD MOTOR COMPANY | 3,455,776 | $46.89M | 0.2% | $11.95 | -31.8% | COMMSTCK | 345370860 |
| NVDA | NVIDIA CORPORATION | 1,872,777 | $46.16M | 0.2% | $0.46 | +13.1% | COMMSTCK | 67066G104 |
| ES | EVERSOURCE ENERGY | 904,285 | $45.77M | 0.2% | $35.54 | -5.2% | COMMSTCK | 30040W108 |
| VZ | VERIZON COMMUNICATIONS INC | 1,036,482 | $45.1M | 0.2% | $35.54 | -24.0% | COMMSTCK | 92343V104 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 334,648 | $44.45M | 0.2% | $97.25 | +77.1% | COMMSTCK | G50871105 |
| FBIN | FORTUNE BRANDS HOME & SECU | 917,049 | $43.53M | 0.2% | $30.10 | +17.9% | COMMSTCK | 34964C106 |
| — | HEWLETT-PACKARD COMPANY | 1,665,278 | $42.65M | 0.2% | $26.96 | — | COMMSTCK | 428236103 |
| MAN | MANPOWERGROUP INC | 511,733 | $41.91M | 0.2% | $75.27 | +18.4% | COMMSTCK | 56418H100 |
| TAP | MOLSON COORS BREWING CO | 494,212 | $41.03M | 0.2% | $49.65 | +13.2% | COMMSTCK | 60871R209 |
| UNM | UNUM GROUP | 1,228,857 | $39.42M | 0.2% | $34.16 | +0.9% | COMMSTCK | 91529Y106 |
| — | DOW CHEMICAL COMPANY (THE) | 917,480 | $38.9M | 0.2% | $50.29 | — | COMMSTCK | 260543103 |
| — | KB HOME 1.375% | 41,260,000 | $38.32M | 0.2% | $1.03 | — | CNVRTBND | 48666KAS8 |
| GT | GOODYEAR TIRE & RUBBER COM | 1,293,608 | $37.94M | 0.2% | $19.29 | +55.6% | COMMSTCK | 382550101 |
| TOL | TOLL BROTHERS, INC. | 1,107,986 | $37.94M | 0.2% | $37.86 | 0.0% | COMMSTCK | 889478103 |
| — | CEDAR FAIR, L.P. | 714,906 | $37.61M | 0.2% | $33.86 | — | COMMSTCK | 150185106 |
| — | ENDO INTERNATIONAL PLC | 541,141 | $37.49M | 0.2% | $76.64 | — | COMMSTCK | G30401106 |
| PCAR | PACCAR INC | 699,415 | $36.49M | 0.1% | $41.97 | -35.5% | COMMSTCK | 693718108 |
| — | WEBMD HEALTH CORP 1.5% | 34,890,000 | $35.67M | 0.1% | $1.00 | — | CNVRTBND | 94770VAK8 |
| — | RAYTHEON COMPANY | 324,583 | $35.46M | 0.1% | $103.48 | — | COMMSTCK | 755111507 |
| GRC | GORMAN-RUPP COMPANY (THE) | 1,458,881 | $34.97M | 0.1% | $30.19 | -18.0% | COMMSTCK | 383082104 |
| — | YAHOO! INC. | 1,192,703 | $34.48M | 0.1% | $26.44 | — | COMMSTCK | 984332106 |
| — | WESTAR ENERGY INC | 882,293 | $33.91M | 0.1% | $32.73 | — | COMMSTCK | 95709T100 |
| IP | INTERNATIONAL PAPER CO | 892,735 | $33.74M | 0.1% | $31.35 | -13.4% | COMMSTCK | 460146103 |
| ORCL | ORACLE CORPORATION | 925,386 | $33.42M | 0.1% | $34.81 | -5.4% | COMMSTCK | 68389X105 |
| — | MEMORIAL RESOURCE DEVELOPM | 1,883,125 | $33.1M | 0.1% | $20.47 | — | COMMSTCK | 58605Q109 |
| INGR | INGREDION INC | 376,233 | $32.85M | 0.1% | $69.95 | +22.6% | COMMSTCK | 457187102 |
| LEN | LENNAR CORPORATION | 677,177 | $32.59M | 0.1% | $41.44 | +7.7% | COMMSTCK | 526057104 |
| — | NEWFIELD EXPLORATION COMPA | 986,705 | $32.46M | 0.1% | $32.90 | — | COMMSTCK | 651290108 |
| — | BED BATH & BEYOND INC | 565,720 | $32.26M | 0.1% | $72.79 | — | COMMSTCK | 075896100 |
| — | ALDER BIOPHARMACEUTICALS I | 982,107 | $32.17M | 0.1% | $52.00 | — | COMMSTCK | 014339105 |
| OC | OWENS CORNING | 763,524 | $32M | 0.1% | $40.43 | +9.0% | COMMSTCK | 690742101 |
| RF | REGIONS FINANCIAL CORPORAT | 3,511,436 | $31.64M | 0.1% | $6.37 | +7.3% | COMMSTCK | 7591EP100 |
| — | BROADCOM CORPORATION | 611,449 | $31.45M | 0.1% | $44.51 | — | COMMSTCK | 111320107 |
| BWA | BORGWARNER INC | 753,991 | $31.36M | 0.1% | $51.59 | -31.3% | COMMSTCK | 099724106 |
| CATY | CATHAY GENERAL BANCORP INC | 1,034,518 | $30.99M | 0.1% | $18.42 | +23.1% | COMMSTCK | 149150104 |
| — | GENERAL CABLE CORPORATION | 51,451,000 | $30.97M | 0.1% | $1.07 | — | CNVRTBND | 369300AL2 |
| RGA | REINSURANCE GROUP OF AMERI | 341,662 | $30.95M | 0.1% | $72.36 | +30.0% | COMMSTCK | 759351604 |
| — | MENTOR GRAPHICS CORPORATIO | 24,405,000 | $30.77M | 0.1% | $1.18 | — | CNVRTBND | 587200AK2 |
| LNT | ALLIANT ENERGY CORP | 522,936 | $30.59M | 0.1% | $23.40 | -9.4% | COMMSTCK | 018802108 |
| THG | HANOVER INSURANCE GROUP IN | 391,790 | $30.44M | 0.1% | $50.86 | +16.0% | COMMSTCK | 410867105 |
| MU | MICRON TECHNOLOGY INC | 1,990,692 | $29.82M | 0.1% | $18.57 | -9.7% | COMMSTCK | 595112103 |
| MCHP | MICROCHIP TECHNOLOGY INCOR | 672,434 | $28.98M | 0.1% | $32.01 | -45.3% | COMMSTCK | 595017104 |
| EW | EDWARDS LIFESCIENCES CORP | 202,586 | $28.8M | 0.1% | $13.54 | +78.3% | COMMSTCK | 28176E108 |
| — | VIACOM INC | 666,028 | $28.74M | 0.1% | $66.49 | — | COMMSTCK | 92553P201 |
| ALLE | ALLEGION PLC | 490,423 | $28.28M | 0.1% | $44.58 | +21.8% | COMMSTCK | G0176J109 |
| FIS | FIDELITY NATIONAL INFORMAT | 420,498 | $28.21M | 0.1% | $34.59 | +61.0% | COMMSTCK | 31620M106 |
| — | CIMAREX ENERGY CO. | 274,903 | $28.17M | 0.1% | $101.16 | — | COMMSTCK | 171798101 |
| WDC | WESTERN DIGITAL CORPORATIO | 347,557 | $27.61M | 0.1% | $58.00 | -12.2% | COMMSTCK | 958102105 |
| WMT | WAL-MART STORES INC | 422,844 | $27.42M | 0.1% | $19.06 | -0.8% | COMMSTCK | 931142103 |
| EIX | EDISON INTERNATIONAL | 432,289 | $27.26M | 0.1% | $37.07 | +6.0% | COMMSTCK | 281020107 |
| — | KELLOGG COMPANY | 404,963 | $26.95M | 0.1% | $49.54 | -12.6% | COMMSTCK | 487836108 |
| FE | FIRSTENERGY CORPORATION | 859,298 | $26.91M | 0.1% | $21.79 | -2.7% | COMMSTCK | 337932107 |
| — | G&K SERVICES INC. | 391,506 | $26.08M | 0.1% | $37.04 | — | COMMSTCK | 361268105 |
| PNW | PINNACLE WEST CAPITAL CORP | 405,587 | $26.01M | 0.1% | $35.25 | +15.4% | COMMSTCK | 723484101 |
| NOC | NORTHROP GRUMMAN CORP | 156,500 | $25.97M | 0.1% | $127.12 | +11.4% | COMMSTCK | 666807102 |
| DOX | AMDOCS LIMITED | 452,503 | $25.74M | 0.1% | $31.54 | +49.6% | COMMSTCK | G02602103 |
| MO | ALTRIA GROUP INC | 464,417 | $25.26M | 0.1% | $27.18 | -0.6% | COMMSTCK | 02209S103 |
| — | USG CORPORATION | 948,034 | $25.24M | 0.1% | $26.99 | — | COMMSTCK | 903293405 |
| — | CITRIX SYSTEMS INC | 359,876 | $24.93M | 0.1% | $68.92 | — | COMMSTCK | 177376100 |
| — | CARDTRONICS INC 1% | 26,840,000 | $24.86M | 0.1% | $0.99 | — | CNVRTBND | 14161HAG3 |
| AEE | AMEREN CORPORATION | 587,263 | $24.82M | 0.1% | $29.03 | +1.6% | COMMSTCK | 023608102 |
| — | JARDEN CORP 1.125% | 21,700,000 | $24.82M | 0.1% | $1.19 | — | CNVRTBND | 471109AM0 |
| — | PINNACLE FOODS INC | 592,453 | $24.81M | 0.1% | $32.93 | — | COMMSTCK | 72348P104 |
| — | DISCOVER FINANCIAL SERVICE | 468,125 | $24.34M | 0.1% | $42.47 | — | COMMSTCK | 254709108 |
| ED | CONSOLIDATED EDISON INC | 359,953 | $24.06M | 0.1% | $43.44 | 0.0% | COMMSTCK | 209115104 |
| IBM | INTERNATIONAL BUSINESS MAC | 164,689 | $23.88M | 0.1% | $125.86 | -24.2% | COMMSTCK | 459200101 |
| LPX | LOUISIANA PACIFIC CORP | 1,667,778 | $23.75M | 0.1% | $16.57 | -4.2% | COMMSTCK | 546347105 |
| IPGP | IPG PHOTONICS CORP | 310,999 | $23.63M | 0.1% | $85.97 | -1.4% | COMMSTCK | 44980X109 |
| — | COBALT INTERNATIONAL ENERG | 33,035,000 | $23.5M | 0.1% | $1.03 | — | CNVRTBND | 19075FAA4 |
| AKAM | AKAMAI TECHNOLOGIES, INC. | 334,696 | $23.11M | 0.1% | $48.11 | +49.9% | COMMSTCK | 00971T101 |
| — | GENERAL GROWTH PROPERTIES, | 886,597 | $23.02M | 0.1% | $24.77 | — | COMMSTCK | 370023103 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 31,954 | $23.02M | 0.1% | $53.59 | -73.5% | COMMSTCK | 169656105 |
| — | RYLAND GROUP INC (THE) 0.2 | 25,040,000 | $22.99M | 0.1% | $0.92 | — | CNVRTBND | 783764AS2 |
| NTAP | NETAPP INC | 775,431 | $22.95M | 0.1% | $30.40 | -22.2% | COMMSTCK | 64110D104 |
| UDR | UDR INC | 661,438 | $22.81M | 0.1% | $23.14 | 0.0% | COMMSTCK | 902653104 |
| — | CAMERON INTERNATIONAL CORP | 369,367 | $22.65M | 0.1% | $56.84 | — | COMMSTCK | 13342B105 |
| ALGN | ALIGN TECHNOLOGY, INC. | 398,086 | $22.59M | 0.1% | $48.53 | +22.8% | COMMSTCK | 016255101 |
| — | GLAXOSMITHKLINE PLC | 582,121 | $22.38M | 0.1% | $43.98 | — | DEPRECPT | 37733W105 |
| SJM | JM SMUCKER CO/THE | 195,897 | $22.35M | 0.1% | $74.50 | +9.7% | COMMSTCK | 832696405 |
| — | TOTAL SYSTEM SERVICES INC | 490,997 | $22.31M | 0.1% | $38.15 | — | COMMSTCK | 891906109 |
| KR | KROGER CO (THE) | 615,954 | $22.22M | 0.1% | $24.21 | +24.7% | COMMSTCK | 501044101 |
| — | MICROSEMI CORPORATION | 676,175 | $22.19M | 0.1% | $35.35 | — | COMMSTCK | 595137100 |
| AAP | ADVANCE AUTO PARTS INC. | 117,041 | $22.18M | 0.1% | $107.20 | +41.5% | COMMSTCK | 00751Y106 |
| — | FINISAR CORPORATION 0.5% | 24,969,000 | $22.18M | 0.1% | $0.96 | — | CNVRTBND | 31787AAM3 |
| — | JARDEN CORP | 452,454 | $22.12M | 0.1% | $50.35 | — | COMMSTCK | 471109108 |
| ON | ON SEMICONDUCTOR CORPORATI | 2,350,355 | $22.09M | 0.1% | $11.59 | -12.3% | COMMSTCK | 682189105 |
| CMP | COMPASS MINERALS INTERNATI | 281,799 | $22.09M | 0.1% | $74.36 | -19.9% | COMMSTCK | 20451N101 |
| — | NEW YORK COMMUNITY BANCORP | 1,220,548 | $22.04M | 0.1% | $13.17 | — | COMMSTCK | 649445103 |
| — | DUKE REALTY CORPORATION | 1,147,431 | $21.86M | 0.1% | $14.50 | — | COMMSTCK | 264411505 |
| — | NUANCE COMMUNICATIONS INC | 1,323,668 | $21.67M | 0.1% | $17.36 | — | COMMSTCK | 67020Y100 |
| DLTR | DOLLAR TREE INC | 323,276 | $21.55M | 0.1% | $53.93 | +39.2% | COMMSTCK | 256746108 |
| — | EMERGENT BIOSOLUTIONS INC | 18,959,000 | $21.53M | 0.1% | $1.16 | — | CNVRTBND | 29089QAB1 |
| — | WEBMD HEALTH CORP 2.5% | 21,319,000 | $21.45M | 0.1% | $0.89 | — | CNVRTBND | 94770VAF9 |
| NFG | NATIONAL FUEL GAS COMPANY | 429,149 | $21.45M | 0.1% | $51.92 | +4.1% | COMMSTCK | 636180101 |
| — | CALATLANTIC GROUP INC 1.25 | 18,480,000 | $21.38M | 0.1% | $1.12 | — | CNVRTBND | 85375CBC4 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 224,897 | $21.13M | 0.1% | $73.55 | +25.1% | COMMSTCK | 98956P102 |
| SIG | SIGNET JEWELERS LTD | 154,151 | $20.98M | 0.1% | $102.17 | +2.6% | COMMSTCK | G81276100 |
| MAA | MID-AMERICA APARTMENT COMM | 256,039 | $20.96M | 0.1% | $55.13 | 0.0% | COMMSTCK | 59522J103 |
| SPG | SIMON PROPERTY GROUP INC | 111,302 | $20.45M | 0.1% | $154.51 | -29.6% | COMMSTCK | 828806109 |
| — | AGL RESOURCES INC. | 330,705 | $20.19M | 0.1% | $41.87 | — | COMMSTCK | 001204106 |
| JLL | JONES LANG LASALLE INCORPO | 139,189 | $20.01M | 0.1% | $104.53 | +52.5% | COMMSTCK | 48020Q107 |
| CSGP | COSTAR GROUP INC | 114,699 | $19.85M | 0.1% | $52.57 | -63.6% | COMMSTCK | 22160N109 |
| SYF | SYNCHRONY FINANCIAL | 629,933 | $19.72M | 0.1% | $23.99 | +10.4% | COMMSTCK | 87165B103 |
| — | BUNGE LIMITED | 268,004 | $19.64M | 0.1% | $73.30 | — | COMMSTCK | G16962105 |
| M | MACYS INC | 380,245 | $19.51M | 0.1% | $40.74 | +54.0% | COMMSTCK | 55616P104 |
| ACH | OWENS & MINOR INC | 599,460 | $19.15M | 0.1% | $28.49 | +3.9% | COMMSTCK | 690732102 |
| EQT | EQT CORP | 293,241 | $18.99M | 0.1% | $44.79 | -16.3% | COMMSTCK | 26884L109 |
| TGT | TARGET CORPORATION | 238,137 | $18.73M | 0.1% | $56.93 | +3.0% | COMMSTCK | 87612E106 |
| CRL | CHARLES RIVER LABORATORIES | 292,807 | $18.6M | 0.1% | $59.28 | +21.1% | COMMSTCK | 159864107 |
| — | TOWERS WATSON & CO | 155,470 | $18.25M | 0.1% | $113.62 | — | COMMSTCK | 891894107 |
| — | STEELCASE INC. | 990,408 | $18.23M | 0.1% | $18.85 | — | COMMSTCK | 858155203 |
| — | PIONEER NATURAL RESOURCES | 148,422 | $18.05M | 0.1% | $121.64 | — | COMMSTCK | 723787107 |
| — | INSULET CORP 2% | 19,410,000 | $17.91M | 0.1% | $1.02 | — | CNVRTBND | 45784PAD3 |
| ADM | ARCHER-DANIELS-MIDLAND COM | 427,215 | $17.71M | 0.1% | $35.80 | -6.3% | COMMSTCK | 039483102 |
| ALKS | ALKERMES PLC | 300,413 | $17.63M | 0.1% | $36.06 | +83.1% | COMMSTCK | G01767105 |
| — | SHUTTERFLY INC 0.25% | 18,690,000 | $17.32M | 0.1% | $1.00 | — | CNVRTBND | 82568PAB2 |
| BAC | BANK OF AMERICA CORP | 1,100,000 | $17.14M | 0.1% | $13.08 | +2.8% | Call | 060505104 |
| — | SBA COMMUNICATIONS CORPORA | 162,505 | $17.02M | 0.1% | $84.01 | — | COMMSTCK | 78388J106 |
| — | BB&T CORP | 478,077 | $17.02M | 0.1% | $34.92 | — | COMMSTCK | 054937107 |
| ENTG | ENTEGRIS INC | 1,260,751 | $16.63M | 0.1% | $13.39 | -1.3% | COMMSTCK | 29362U104 |
| — | FOREST CITY ENTERPRISES IN | 825,908 | $16.63M | 0.1% | $19.01 | — | COMMSTCK | 345550107 |
| GEO | GEO GROUP INC(OLD) | 557,691 | $16.59M | 0.1% | $13.51 | -3.7% | COMMSTCK | 36162J106 |
| — | LINEAR TECHNOLOGY CORPORAT | 402,357 | $16.23M | 0.1% | $34.54 | — | COMMSTCK | 535678106 |
| LYB | LYONDELLBASELL INDUSTRIES | 192,323 | $16.03M | 0.1% | $47.14 | +5.7% | COMMSTCK | N53745100 |
| — | CONCHO RESOURCES INC | 161,746 | $15.9M | 0.1% | $98.30 | — | COMMSTCK | 20605P101 |
| NEE | NEXTERA ENERGY INC | 161,528 | $15.76M | 0.1% | $16.20 | +20.0% | COMMSTCK | 65339F101 |
| CPT | CAMDEN PROPERTY TRUST | 208,487 | $15.41M | 0.1% | $50.78 | -0.7% | COMMSTCK | 133131102 |
| — | TENNECO INC | 343,216 | $15.37M | 0.1% | $50.01 | — | COMMSTCK | 880349105 |
| STZ | CONSTELLATION BRANDS INC | 121,640 | $15.23M | 0.1% | $60.88 | +74.2% | COMMSTCK | 21036P108 |
| — | SYNGENTA INTERNATIONAL AG | 236,220 | $15.07M | 0.1% | $81.61 | — | DEPRECPT | 87160A100 |
| SEIC | SEI INVESTMENTS COMPANY | 308,470 | $14.88M | 0.1% | $42.96 | +4.3% | COMMSTCK | 784117103 |
| ULTA | ULTA SALON COSMETICS & FRA | 90,236 | $14.74M | 0.1% | $148.38 | +10.9% | COMMSTCK | 90384S303 |
| — | MYLAN INC | 365,302 | $14.71M | 0.1% | $59.35 | — | COMMSTCK | N59465109 |
| LOW | LOWES COMPANIES INC | 211,380 | $14.57M | 0.1% | $34.46 | +65.2% | COMMSTCK | 548661107 |
| — | CITRIX SYSTEMS INC 0.5% | 13,660,000 | $14.4M | 0.1% | $1.06 | — | CORPBOND | 177376AD2 |
| — | MALLINCKRODT PLC | 224,471 | $14.35M | 0.1% | $96.76 | — | COMMSTCK | G5785G107 |
| IVZ | INVESCO LTD | 453,171 | $14.15M | 0.1% | $20.81 | +7.1% | COMMSTCK | G491BT108 |
| RRX | REGAL BELOIT CORP | 244,888 | $13.82M | 0.1% | $75.17 | -10.9% | COMMSTCK | 758750103 |
| — | SUNPOWER CORP 0.875% | 16,500,000 | $13.81M | 0.1% | $0.96 | — | CNVRTBND | 867652AJ8 |
| — | LINKEDIN CORP | 70,995 | $13.5M | 0.1% | $191.85 | — | COMMSTCK | 53578A108 |
| — | FEDERAL REALTY INVESTMENT | 98,524 | $13.44M | 0.1% | $123.19 | — | COMMSTCK | 313747206 |
| SABR | SABRE CORP | 493,112 | $13.4M | 0.1% | $23.52 | +15.0% | COMMSTCK | 78573M104 |
| — | BANK OF AMERICA CORP 7.25% | 12,428 | $13.38M | 0.1% | $1096.54 | — | PFDDOM | 060505682 |
| R | RYDER SYSTEM INC | 180,706 | $13.38M | 0.1% | $65.23 | +30.8% | COMMSTCK | 783549108 |
| DGX | QUEST DIAGNOSTICS INCORPOR | 216,947 | $13.34M | 0.1% | $57.60 | -1.4% | COMMSTCK | 74834L100 |
| CCK | CROWN HOLDINGS INC | 290,354 | $13.28M | 0.1% | $43.06 | +11.7% | COMMSTCK | 228368106 |
| MD | MEDNAX INC | 172,395 | $13.24M | 0.1% | $72.95 | +10.6% | COMMSTCK | 58502B106 |
| — | CHESAPEAKE LODGING TRUST | 504,412 | $13.14M | 0.1% | $27.11 | — | COMMSTCK | 165240102 |
| AMG | AFFILIATED MANAGERS GROUP | 75,818 | $12.96M | 0.1% | $178.53 | +6.6% | COMMSTCK | 008252108 |
| — | W R GRACE & CO | 138,622 | $12.9M | 0.1% | $81.19 | — | COMMSTCK | 38388F108 |
| — | HOMEAWAY INC | 481,560 | $12.78M | 0.1% | $26.72 | — | COMMSTCK | 43739Q100 |
| EQR | EQUITY RESIDENTIAL | 169,100 | $12.7M | 0.1% | $53.48 | -19.0% | COMMSTCK | 29476L107 |
| — | PDL BIOPHARMA INC 4% | 14,375,000 | $12.67M | 0.1% | $1.05 | — | CNVRTBND | 69329YAF1 |
| — | REGAL ENTERTAINMENT GROUP | 672,060 | $12.56M | 0.1% | $15.15 | — | COMMSTCK | 758766109 |
| TSCO | TRACTOR SUPPLY COMPANY | 148,329 | $12.51M | 0.1% | $24.94 | -38.8% | COMMSTCK | 892356106 |
| SHW | SHERWIN-WILLIAMS COMPANY ( | 55,868 | $12.45M | 0.1% | $74.31 | +7.1% | COMMSTCK | 824348106 |
| — | APOLLO INVESTMENT CORPORAT | 2,256,587 | $12.37M | 0.1% | $8.21 | — | COMMSTCK | 03761U106 |
| — | OFFICE DEPOT INC | 1,920,378 | $12.33M | 0.1% | $8.58 | — | COMMSTCK | 676220106 |
| — | BUFFALO WILD WINGS INC | 63,575 | $12.3M | 0.1% | $193.43 | — | COMMSTCK | 119848109 |
| MEOH | METHANEX CORPORATION | 369,668 | $12.26M | 0.1% | $55.70 | -23.1% | COMMSTCK | 59151K108 |
| — | WELLCARE HEALTH PLANS INC | 140,232 | $12.09M | 0.0% | $74.08 | — | COMMSTCK | 94946T106 |
| LEA | LEAR CORPORATION | 110,917 | $12.07M | 0.0% | $46.84 | +84.3% | COMMSTCK | 521865204 |
| — | AVAGO TECHNOLOGIES LTD | 96,195 | $12.03M | 0.0% | $97.05 | — | COMMSTCK | Y0486S104 |
| — | QUESTAR CORPORATION | 617,894 | $11.99M | 0.0% | $19.79 | — | COMMSTCK | 748356102 |
| — | HOLOGIC INC 2% | 7,003,000 | $11.95M | 0.0% | $1.12 | — | CNVRTBND | 436440AB7 |
| — | ALERE INC 3% | 37,314 | $11.94M | 0.0% | $185.15 | — | PFDDOM | 01449J204 |
| — | OWENS-ILLINOIS INC | 573,775 | $11.89M | 0.0% | $22.94 | — | COMMSTCK | 690768403 |
| ACN | ACCENTURE PLC | 119,891 | $11.78M | 0.0% | $83.73 | +0.1% | COMMSTCK | G1151C101 |
| TRU | TRANSUNION | 467,998 | $11.76M | 0.0% | $24.14 | +1.2% | COMMSTCK | 89400J107 |
| — | KANSAS CITY SOUTHERN | 129,256 | $11.75M | 0.0% | $103.76 | — | COMMSTCK | 485170302 |
| — | CEPHEID INC 1.25% | 11,505,000 | $11.68M | 0.0% | $1.11 | — | CNVRTBND | 15670RAC1 |
| LUV | SOUTHWEST AIRLINES CO | 304,082 | $11.57M | 0.0% | $32.73 | 0.0% | COMMSTCK | 844741108 |
| — | PANERA BREAD COMPANY | 59,697 | $11.55M | 0.0% | $184.08 | — | COMMSTCK | 69840W108 |
| — | CORRECTIONS CORPORATION OF | 390,011 | $11.52M | 0.0% | $32.52 | — | COMMSTCK | 22025Y407 |
| SON | SONOCO PRODUCTS COMPANY | 298,785 | $11.28M | 0.0% | $29.57 | -2.9% | COMMSTCK | 835495102 |
| — | MARATHON OIL CORP | 728,545 | $11.22M | 0.0% | $31.03 | — | COMMSTCK | 565849106 |
| — | PEOPLES UNITED FINANCIAL I | 710,444 | $11.18M | 0.0% | $14.69 | — | COMMSTCK | 712704105 |
| HRB | H&R BLOCK INC | 304,295 | $11.02M | 0.0% | $20.60 | +11.2% | COMMSTCK | 093671105 |
| CSL | CARLISLE COMPANIES INCORPO | 124,194 | $10.85M | 0.0% | $82.12 | +6.7% | COMMSTCK | 142339100 |
| PSA | PUBLIC STORAGE | 50,759 | $10.74M | 0.0% | $143.04 | -5.4% | COMMSTCK | 74460D109 |
| CTAS | CINTAS CORPORATION | 123,033 | $10.55M | 0.0% | $16.53 | +16.0% | COMMSTCK | 172908105 |
| VTR | VENTAS INC | 187,891 | $10.53M | 0.0% | $56.67 | -26.7% | COMMSTCK | 92276F100 |
| PBI | PITNEY BOWES INC | 528,185 | $10.48M | 0.0% | $20.52 | 0.0% | COMMSTCK | 724479100 |
| WSM | WILLIAMS-SONOMA, INC. | 136,764 | $10.44M | 0.0% | $31.78 | 0.0% | COMMSTCK | 969904101 |
| VRSK | VERISK ANALYTICS INC | 139,946 | $10.34M | 0.0% | $71.27 | 0.0% | COMMSTCK | 92345Y106 |
| PGR | PROGRESSIVE CORPORATION (T | 333,073 | $10.21M | 0.0% | $19.50 | +14.2% | COMMSTCK | 743315103 |
| — | JAZZ INVESTMENTS LTD 1.875 | 10,000,000 | $10.16M | 0.0% | $1.02 | — | CNVRTBND | 472145AB7 |
| — | QLIK TECHNOLOGIES INC | 278,719 | $10.16M | 0.0% | $25.83 | — | COMMSTCK | 74733T105 |
| PLAY | DAVE & BUSTERS ENTERTAINME | 267,805 | $10.13M | 0.0% | $30.29 | +25.5% | COMMSTCK | 238337109 |
| MHK | MOHAWK INDUSTRIES INC | 55,084 | $10.01M | 0.0% | $151.88 | +30.4% | COMMSTCK | 608190104 |
| — | BAXALTA INC | 316,781 | $9.982M | 0.0% | $31.51 | — | COMMSTCK | 07177M103 |
| AVB | AVALONBAY COMMUNITIES INC | 57,100 | $9.982M | 0.0% | $127.91 | -6.6% | COMMSTCK | 053484101 |
| BXP | BOSTON PROPERTIES, INC. | 83,109 | $9.84M | 0.0% | $100.62 | -22.1% | COMMSTCK | 101121101 |
| — | ENDOLOGIX INC. | 801,248 | $9.823M | 0.0% | $13.05 | — | COMMSTCK | 29266S106 |
| — | OAKTREE CAPITAL GROUP LLC | 197,479 | $9.775M | 0.0% | $49.50 | — | COMMSTCK | 674001201 |
| — | OUTFRONT MEDIA INC | 469,727 | $9.77M | 0.0% | $27.38 | — | COMMSTCK | 69007J106 |
| MKC | MCCORMICK & COMPANY INCORP | 117,881 | $9.687M | 0.0% | $62.51 | -46.6% | COMMSTCK | 579780206 |
| GIII | G-III APPAREL GROUP LTD | 155,870 | $9.611M | 0.0% | $47.57 | +43.8% | COMMSTCK | 36237H101 |
| KIM | KIMCO REALTY CORPORATION | 388,599 | $9.493M | 0.0% | $16.45 | -11.9% | COMMSTCK | 49446R109 |
| EWC | ISHARES MSCI CANADA INDEX | 412,172 | $9.48M | 0.0% | $27.18 | — | ETIF | 464286509 |
| MNST | MONSTER BEVERAGE CORP | 70,095 | $9.473M | 0.0% | $22.33 | +5.0% | COMMSTCK | 61174X109 |
| — | NUVASIVE INC. 2.75% | 7,466,000 | $9.412M | 0.0% | $0.88 | — | CNVRTBND | 670704AC9 |
| LAD | LITHIA MOTORS INC. | 86,632 | $9.366M | 0.0% | $88.50 | +26.9% | COMMSTCK | 536797103 |
| PLD | PROLOGIS INC | 238,700 | $9.285M | 0.0% | $35.38 | -18.6% | COMMSTCK | 74340W103 |
| MSA | MSA SAFETY INC | 225,597 | $9.017M | 0.0% | $52.42 | -11.2% | COMMSTCK | 553498106 |
| — | COCA-COLA ENTERPRISES INC | 186,367 | $9.011M | 0.0% | $38.19 | — | COMMSTCK | 19122T109 |
| T | AT&T INC | 275,253 | $8.968M | 0.0% | $12.26 | +0.0% | COMMSTCK | 00206R102 |
| ARCC | ARES CAPITAL CORPORATION | 617,908 | $8.948M | 0.0% | $7.09 | -18.1% | COMMSTCK | 04010L103 |
| FHI | FEDERATED INVESTORS INC. | 308,752 | $8.923M | 0.0% | $20.23 | -2.0% | COMMSTCK | 314211103 |
| — | THERAVANCE INC. 2.125% | 13,500,000 | $8.842M | 0.0% | $1.54 | — | CNVRTBND | 88338TAB0 |
| — | L BRANDS INC | 98,017 | $8.834M | 0.0% | $90.13 | — | COMMSTCK | 501797104 |
| NCLH | NORWEGIAN CRUISE LINES LTD | 153,472 | $8.794M | 0.0% | $41.18 | +43.1% | COMMSTCK | G66721104 |
| — | SYNCHRONOSS TECHNOLOGIES I | 8,545,000 | $8.62M | 0.0% | $1.06 | — | CNVRTBND | 87157BAA1 |
| — | ACE LTD | 82,988 | $8.581M | 0.0% | $103.40 | — | COMMSTCK | H0023R105 |
| MAR | MARRIOTT INTERNATIONAL INC | 125,693 | $8.572M | 0.0% | $44.14 | +48.1% | COMMSTCK | 571903202 |
| PODD | INSULET CORP | 329,332 | $8.533M | 0.0% | $34.85 | -13.0% | COMMSTCK | 45784P101 |
| EEMV | ISHARES MSCI EMERGING MARK | 171,115 | $8.525M | 0.0% | $54.88 | — | ETIF | 464286533 |
| CBRL | CRACKER BARREL OLD COUNTRY | 57,845 | $8.519M | 0.0% | $95.42 | 0.0% | COMMSTCK | 22410J106 |
| — | LIBERTY MEDIA CORP 1.375% | 9,000,000 | $8.511M | 0.0% | $0.99 | — | CNVRTBND | 531229AB8 |
| ALK | ALASKA AIR GROUP, INC. | 106,907 | $8.494M | 0.0% | $70.36 | 0.0% | COMMSTCK | 011659109 |
| INTU | INTUIT INC. | 94,960 | $8.428M | 0.0% | $81.30 | +10.0% | COMMSTCK | 461202103 |
| QRVO | QORVO INC | 185,627 | $8.362M | 0.0% | $60.33 | 0.0% | COMMSTCK | 74736K101 |
| NOBL | PROSHARES S&P 500 ARISTOCR | 179,425 | $8.343M | 0.0% | $46.50 | — | COMMSTCK | 74348A467 |
| AMGN | AMGEN INC | 60,111 | $8.315M | 0.0% | $116.12 | +0.1% | COMMSTCK | 031162100 |
| SWKS | SKYWORKS SOLUTIONS INC. | 98,033 | $8.255M | 0.0% | $18.75 | +294.3% | COMMSTCK | 83088M102 |
| SBNY | SIGNATURE BANK NA | 59,177 | $8.14M | 0.0% | $81.14 | — | COMMSTCK | 82669G104 |
| — | LDR HOLDING CORP | 230,489 | $7.959M | 0.0% | $34.53 | — | COMMSTCK | 50185U105 |
| TGNA | TEGNA INC | 354,076 | $7.927M | 0.0% | $18.83 | -10.0% | COMMSTCK | 87901J105 |
| — | FLEETMATICS GROUP PLC | 160,220 | $7.865M | 0.0% | $46.83 | — | COMMSTCK | G35569105 |
| — | TAUBMAN CENTERS INC | 113,800 | $7.861M | 0.0% | $73.93 | — | COMMSTCK | 876664103 |
| MMS | MAXIMUS, INC. | 131,930 | $7.858M | 0.0% | $63.57 | 0.0% | COMMSTCK | 577933104 |
| BLDR | BUILDERS FIRSTSOURCE INC | 617,183 | $7.826M | 0.0% | $14.20 | 0.0% | COMMSTCK | 12008R107 |
| BKU | BANKUNITED INC | 218,447 | $7.809M | 0.0% | $24.38 | +8.4% | COMMSTCK | 06652K103 |
| — | CHESAPEAKE ENERGY CORPORAT | 10,900,000 | $7.739M | 0.0% | $0.82 | — | CNVRTBND | 165167CB1 |
| XMVFX | BLACKROCK MUNIVEST FUND IN | 803,201 | $7.719M | 0.0% | $9.56 | — | COMMSTCK | 09253R105 |
| XMYDX | BLACKROCK MUNIYIELD FUND I | 542,534 | $7.709M | 0.0% | $13.95 | — | COMMSTCK | 09253W104 |
| UNH | UNITEDHEALTH GROUP INC | 66,197 | $7.68M | 0.0% | $83.94 | +20.6% | COMMSTCK | 91324P102 |
| — | BIOMED REALTY TRUST INC | 381,925 | $7.631M | 0.0% | $19.75 | — | COMMSTCK | 09063H107 |
| HRL | HORMEL FOODS CORPORATION | 119,924 | $7.592M | 0.0% | $20.29 | +15.2% | COMMSTCK | 440452100 |
| — | BAKER HUGHES INCORPORATED | 143,648 | $7.475M | 0.0% | $63.58 | — | COMMSTCK | 057224107 |
| WELL | WELLTOWER INC | 109,500 | $7.415M | 0.0% | $44.80 | 0.0% | COMMSTCK | 95040Q104 |
| — | ULTIMATE SOFTWARE GROUP, I | 41,186 | $7.373M | 0.0% | $179.02 | — | COMMSTCK | 90385D107 |
| — | RESTORATION HARDWARE, INC. | 78,800 | $7.353M | 0.0% | $93.31 | — | COMMSTCK | 761283100 |
| AYI | ACUITY BRANDS INC. | 41,664 | $7.315M | 0.0% | $131.66 | +42.8% | COMMSTCK | 00508Y102 |
| SSNC | SS&C TECHNOLOGIES HOLDINGS | 103,214 | $7.229M | 0.0% | $23.12 | +46.0% | COMMSTCK | 78467J100 |
| ROP | ROPER TECHNOLOGIES INC | 46,035 | $7.214M | 0.0% | $123.27 | +25.9% | COMMSTCK | 776696106 |
| — | MEREDITH CORPORATION | 167,692 | $7.14M | 0.0% | $48.36 | — | COMMSTCK | 589433101 |
| CDNS | CADENCE DESIGN SYSTEMS, IN | 344,692 | $7.128M | 0.0% | $13.41 | +51.9% | COMMSTCK | 127387108 |
| EPR | EPR PROPERTIES | 138,202 | $7.127M | 0.0% | $48.87 | — | COMMSTCK | 26884U109 |
| LII | LENNOX INTERNATIONAL INC. | 62,753 | $7.112M | 0.0% | $103.63 | 0.0% | COMMSTCK | 526107107 |
| — | ROCKWELL COLLINS INC. | 86,547 | $7.083M | 0.0% | $95.35 | — | COMMSTCK | 774341101 |
| SNA | SNAP-ON INCORPORATED | 46,760 | $7.058M | 0.0% | $110.43 | +13.8% | COMMSTCK | 833034101 |
| BLKB | BLACKBAUD INC | 124,899 | $7.009M | 0.0% | $56.86 | 0.0% | COMMSTCK | 09227Q100 |
| — | ANSYS, INC. | 77,796 | $6.857M | 0.0% | $77.02 | — | COMMSTCK | 03662Q105 |
| — | TWITTER INC | 254,435 | $6.854M | 0.0% | $46.86 | — | COMMSTCK | 90184L102 |
| CAG | CONAGRA FOODS INC | 168,855 | $6.84M | 0.0% | $19.94 | +17.5% | COMMSTCK | 205887102 |
| — | HANESBRANDS INC | 235,415 | $6.813M | 0.0% | $34.17 | — | COMMSTCK | 410345102 |
| ARE | ALEXANDRIA REAL ESTATE EQU | 80,335 | $6.802M | 0.0% | $69.27 | -10.2% | COMMSTCK | 015271109 |
| VIPS | VIPSHOP HOLDINGS LTD | 399,650 | $6.714M | 0.0% | $25.58 | — | DEPRECPT | 92763W103 |
| — | CYTEC INDUSTRIES INC. | 90,652 | $6.695M | 0.0% | $60.53 | — | COMMSTCK | 232820100 |
| EFX | EQUIFAX INC. | 67,260 | $6.536M | 0.0% | $90.00 | 0.0% | COMMSTCK | 294429105 |
| — | FIFTH STREET FINANCE CORP | 1,058,028 | $6.528M | 0.0% | $6.17 | — | COMMSTCK | 31678A103 |
| FRCB | FIRST REPUBLIC BANK | 103,657 | $6.507M | 0.0% | $54.58 | +8.5% | COMMSTCK | 33616C100 |
| — | ENDOLOGIX INC. 2.25% | 7,305,000 | $6.501M | 0.0% | $0.95 | — | CNVRTBND | 29266SAA4 |
| UHAL | AMERCO | 16,399 | $6.453M | 0.0% | $36.34 | 0.0% | COMMSTCK | 023586100 |
| PRU | PRUDENTIAL FINANCIAL INC | 84,198 | $6.417M | 0.0% | $53.23 | -0.4% | COMMSTCK | 744320102 |
| — | MERITOR INC 7.875% | 4,625,000 | $6.273M | 0.0% | $1.53 | — | CNVRTBND | 59001KAC4 |
| IT | GARTNER INC | 74,433 | $6.247M | 0.0% | $46.02 | +89.3% | COMMSTCK | 366651107 |
| — | HCP INC | 165,200 | $6.154M | 0.0% | $44.98 | — | COMMSTCK | 40414L109 |
| — | CORELOGIC INC | 161,255 | $6.004M | 0.0% | $37.23 | — | COMMSTCK | 21871D103 |
| TTC | TORO COMPANY (THE) | 83,990 | $5.925M | 0.0% | $32.09 | +8.1% | COMMSTCK | 891092108 |
| ALL | ALLSTATE CORPORATION (THE) | 100,330 | $5.843M | 0.0% | $49.76 | 0.0% | COMMSTCK | 020002101 |
| — | MACQUARIE INFRASTRUCTURE C | 78,134 | $5.833M | 0.0% | $66.70 | — | COMMSTCK | 55608B105 |
| GS | GOLDMAN SACHS GROUP INC/TH | 32,940 | $5.724M | 0.0% | $132.72 | +19.7% | COMMSTCK | 38141G104 |
| SF | STIFEL FINANCIAL CORP | 135,812 | $5.718M | 0.0% | $32.73 | -8.1% | COMMSTCK | 860630102 |
| — | CARRIAGE SERVICES, INC. 2. | 5,120,000 | $5.68M | 0.0% | $1.19 | — | CNVRTBND | 143905AM9 |
| WAB | WABTEC CORPORATION | 64,434 | $5.673M | 0.0% | $77.54 | +15.9% | COMMSTCK | 929740108 |
| VMC | VULCAN MATERIALS COMPANY | 63,322 | $5.648M | 0.0% | $85.31 | 0.0% | COMMSTCK | 929160109 |
| — | TCP CAPITAL CORP | 415,631 | $5.636M | 0.0% | $16.64 | — | COMMSTCK | 87238Q103 |
| FDX | FEDEX CORP | 38,970 | $5.611M | 0.0% | $87.23 | +56.2% | COMMSTCK | 31428X106 |
| PKG | PACKAGING CORPORATION OF A | 92,637 | $5.573M | 0.0% | $50.17 | -2.6% | COMMSTCK | 695156109 |
| — | ALERE INC 3% | 4,905,000 | $5.564M | 0.0% | $0.94 | — | CNVRTBND | 01449JAA3 |
| — | QUIDEL CORPORATION 3.25% | 6,000,000 | $5.554M | 0.0% | $1.11 | — | CNVRTBND | 74838JAA9 |
| MLM | MARTIN MARIETTA MATERIALS | 36,452 | $5.539M | 0.0% | $109.31 | +36.7% | COMMSTCK | 573284106 |
| EXPD | EXPEDITORS INTERNATIONAL O | 117,255 | $5.517M | 0.0% | $41.35 | 0.0% | COMMSTCK | 302130109 |
| — | MARKET VECTORS VIETNAM ETF | 351,673 | $5.444M | 0.0% | $18.00 | — | ETIF | 57060U761 |
| — | CHINACACHE INTERNATIONAL H | 692,661 | $5.417M | 0.0% | $9.59 | — | DEPRECPT | 16950M107 |
| — | BIOMARIN PHARMACEUTICAL IN | 4,000,000 | $5.375M | 0.0% | $1.11 | — | CNVRTBND | 09061GAF8 |
| — | AKAMAI TECHNOLOGIES, INC. | 5,130,000 | $5.374M | 0.0% | $1.08 | — | CNVRTBND | 00971TAG6 |
| — | HILL-ROM HOLDINGS INC | 102,958 | $5.353M | 0.0% | $53.75 | — | COMMSTCK | 431475102 |
| NTRS | NORTHERN TRUST CORPORATION | 76,026 | $5.182M | 0.0% | $42.81 | +29.7% | COMMSTCK | 665859104 |
| — | OPHTHOTECH CORP | 127,870 | $5.181M | 0.0% | $40.52 | — | COMMSTCK | 683745103 |
| BMY | BRISTOL-MYERS SQUIBB CO | 86,973 | $5.149M | 0.0% | $32.95 | +35.2% | COMMSTCK | 110122108 |
| — | BERRY PLASTICS GROUP INC | 170,569 | $5.129M | 0.0% | $32.48 | — | COMMSTCK | 08579W103 |
| — | TEGNA INC | 345,350 | $5.087M | 0.0% | $13.99 | — | COMMSTCK | 36473H104 |
| — | CIGNA CORPORATION | 37,529 | $5.068M | 0.0% | $68.99 | — | COMMSTCK | 125509109 |
| — | ALEXION PHARMACEUTICALS, I | 32,062 | $5.014M | 0.0% | $112.44 | — | COMMSTCK | 015351109 |
| — | TD AMERITRADE HOLDING CORP | 156,862 | $4.994M | 0.0% | $17.35 | — | COMMSTCK | 87236Y108 |
| NOW | SERVICENOW INC | 71,256 | $4.949M | 0.0% | $13.18 | +13.4% | COMMSTCK | 81762P102 |
| PDM | PIEDMONT OFFICE REALTY TRU | 274,500 | $4.911M | 0.0% | $17.83 | — | COMMSTCK | 720190206 |
| JBSS | JOHN B. SANFILIPPO & SON, | 94,260 | $4.832M | 0.0% | $25.97 | +99.1% | COMMSTCK | 800422107 |
| — | INC RESEARCH HOLDINGS INC | 120,245 | $4.81M | 0.0% | $33.60 | — | COMMSTCK | SBS7K7P23 |
| — | TESARO INC | 119,231 | $4.781M | 0.0% | $37.28 | — | COMMSTCK | 881569107 |
| — | RTI INTERNATIONAL METALS, | 4,500,000 | $4.73M | 0.0% | $0.95 | — | CNVRTBND | 74973WAB3 |
| SWK | STANLEY BLACK & DECKER INC | 48,543 | $4.708M | 0.0% | $78.38 | +0.6% | COMMSTCK | 854502101 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 116,672 | $4.642M | 0.0% | $10.96 | +340.9% | COMMSTCK | 64125C109 |
| — | CORSICANTO LTD 3.5% | 5,030,000 | $4.621M | 0.0% | $0.67 | — | CNVRTBND | 220480AB3 |
| INDA | ISHARES MSCI INDIA INDEX F | 158,159 | $4.519M | 0.0% | $28.57 | — | ETIF | 46429B598 |
| AIG | AMERICAN INTERNATIONAL GRO | 78,841 | $4.48M | 0.0% | $45.36 | +4.0% | COMMSTCK | 026874784 |
| CUBE | CUBESMART | 163,300 | $4.443M | 0.0% | $19.40 | — | COMMSTCK | 229663109 |
| — | VCA INC | 83,822 | $4.413M | 0.0% | $54.22 | — | COMMSTCK | 918194101 |
| VYX | NCR CORPORATION | 193,943 | $4.412M | 0.0% | $19.99 | -16.7% | COMMSTCK | 62886E108 |
| — | FLOTEK INDUSTRIES INC | 263,604 | $4.402M | 0.0% | $13.02 | — | COMMSTCK | 343389102 |
| HCA | HCA HOLDINGS INC | 56,819 | $4.396M | 0.0% | $55.21 | +49.1% | COMMSTCK | 40412C101 |
| — | WAGEWORKS INC | 96,249 | $4.339M | 0.0% | $28.19 | — | COMMSTCK | 930427109 |
| JACK | JACK IN THE BOX INC. | 55,863 | $4.304M | 0.0% | $72.86 | +17.1% | COMMSTCK | 466367109 |
| — | APOLLO COMMERCIAL REAL EST | 4,360,000 | $4.27M | 0.0% | $1.02 | — | CNVRTBND | 03762UAA3 |
| — | BLACKSTONE GROUP LP/THE | 133,861 | $4.239M | 0.0% | $21.87 | — | COMMSTCK | 09253U108 |
| JBLU | JETBLUE AIRWAYS CORPORATIO | 162,761 | $4.194M | 0.0% | $23.57 | 0.0% | COMMSTCK | 477143101 |
| — | COOPER COS INC/THE | 27,668 | $4.119M | 0.0% | $148.87 | — | COMMSTCK | 216648402 |
| AMZN | AMAZON.COM INC | 7,961 | $4.075M | 0.0% | $172.65 | -85.4% | COMMSTCK | 023135106 |
| KMI | KINDER MORGAN INC | 147,052 | $4.071M | 0.0% | $21.57 | -9.4% | COMMSTCK | 49456B101 |
| — | DEMANDWARE INC | 77,588 | $4.01M | 0.0% | $67.71 | — | COMMSTCK | 24802Y105 |
| — | HALCON RESOURCES CORP | 7,506,023 | $3.978M | 0.0% | $1.16 | — | COMMSTCK | 40537Q209 |
| — | KEYW HOLDING CORP 2.5% | 5,000,000 | $3.853M | 0.0% | $0.98 | — | CNVRTBND | 493723AA8 |
| — | LIFEPOINT HEALTH INC | 53,999 | $3.829M | 0.0% | $80.65 | — | COMMSTCK | 53219L109 |
| LVS | LAS VEGAS SANDS CORP | 100,291 | $3.808M | 0.0% | $47.34 | -20.3% | COMMSTCK | 517834107 |
| — | CABOT MICROELECTRONICS COR | 96,718 | $3.747M | 0.0% | $35.51 | — | COMMSTCK | 12709P103 |
| PANW | PALO ALTO NETWORKS INC | 21,643 | $3.723M | 0.0% | $14.35 | +105.5% | COMMSTCK | 697435105 |
| — | MERITOR INC | 349,229 | $3.712M | 0.0% | $12.45 | — | COMMSTCK | 59001K100 |
| CME | CME GROUP INC | 39,961 | $3.706M | 0.0% | $53.05 | +18.9% | COMMSTCK | 12572Q105 |
| MCD | MCDONALDS CORPORATION | 37,530 | $3.698M | 0.0% | $74.04 | +1.8% | COMMSTCK | 580135101 |
| WMB | WILLIAMS COMPANIES INC | 99,723 | $3.675M | 0.0% | $24.06 | +14.0% | COMMSTCK | 969457100 |
| MAC | MACERICH COMPANY (THE) | 47,500 | $3.649M | 0.0% | $61.45 | — | COMMSTCK | 554382101 |
| — | TE CONNECTIVITY LTD | 60,859 | $3.645M | 0.0% | $37.12 | — | COMMSTCK | H84989104 |
| — | WHOLE FOODS MARKET INC | 114,924 | $3.637M | 0.0% | $31.65 | — | COMMSTCK | 966837106 |
| — | ASCENT CAPITAL GROUP INC 4 | 5,000,000 | $3.6M | 0.0% | $1.00 | — | CNVRTBND | 043632AA6 |
| HST | HOST HOTELS & RESORTS INC | 227,000 | $3.589M | 0.0% | $14.56 | -15.7% | COMMSTCK | 44107P104 |
| — | SEACOR HOLDINGS INC. 3% | 4,500,000 | $3.577M | 0.0% | $0.91 | — | CNVRTBND | 81170YAB5 |
| TPVG | TRIPLEPOINT VENTURE GROWTH | 351,346 | $3.563M | 0.0% | $15.26 | -20.1% | COMMSTCK | 89677Y100 |
| KMT | KENNAMETAL INC | 141,784 | $3.529M | 0.0% | $40.00 | -44.1% | COMMSTCK | 489170100 |
| ELS | EQUITY LIFESTYLE PROPERTIE | 60,100 | $3.52M | 0.0% | $50.82 | — | COMMSTCK | 29472R108 |
| — | DDR CORP | 220,700 | $3.394M | 0.0% | $16.03 | — | COMMSTCK | 23317H102 |
| — | PARAMOUNT GROUP INC | 199,800 | $3.357M | 0.0% | $17.91 | — | COMMSTCK | 69924R108 |
| — | RPM INTERNATIONAL INC 2.25 | 3,000,000 | $3.343M | 0.0% | $1.16 | — | CNVRTBND | 749685AT0 |
| — | FOOT LOCKER INC | 45,948 | $3.307M | 0.0% | $58.76 | — | COMMSTCK | 344849104 |
| — | AGROFRESH SOLUTIONS INC | 408,677 | $3.245M | 0.0% | $7.94 | — | COMMSTCK | 00856G109 |
| — | AXIALL CORP | 200,743 | $3.15M | 0.0% | $36.24 | — | COMMSTCK | 05463D100 |
| — | GULFPORT ENERGY CORPORATIO | 105,037 | $3.117M | 0.0% | $59.37 | — | COMMSTCK | 402635304 |
| PVH | PVH CORP | 30,581 | $3.117M | 0.0% | $119.91 | -6.7% | COMMSTCK | 693656100 |
| — | DUPONT FABROS TECHNOLOGY I | 118,700 | $3.072M | 0.0% | $24.95 | — | COMMSTCK | 26613Q106 |
| AKR | ACADIA REALTY TRUST | 102,100 | $3.07M | 0.0% | $26.65 | — | COMMSTCK | 004239109 |
| — | WELLTOWER INC 6.5% | 50,000 | $3.037M | 0.0% | $60.74 | — | PFDDOM | 95040Q203 |
| RRC | RANGE RESOURCES CORPORATIO | 92,905 | $2.984M | 0.0% | $62.74 | -37.8% | COMMSTCK | 75281A109 |
| MGM | MGM RESORTS INTERNATIONAL | 161,492 | $2.98M | 0.0% | $19.18 | -1.6% | COMMSTCK | 552953101 |
| SNN | SMITH & NEPHEW PLC | 84,690 | $2.964M | 0.0% | $44.26 | — | DEPRECPT | 83175M205 |
| — | NIELSEN NV | 66,234 | $2.945M | 0.0% | $44.46 | — | COMMSTCK | G6578L108 |
| AAT | AMERICAN ASSETS TRUST INC | 71,200 | $2.909M | 0.0% | $28.94 | — | COMMSTCK | 024013104 |
| — | VIAVI SOLUTIONS INC 0.625% | 3,000,000 | $2.799M | 0.0% | $1.00 | — | CNVRTBND | 46612JAF8 |
| OPLN | KAR AUCTION SERVICES INC | 78,738 | $2.796M | 0.0% | $12.12 | +17.1% | COMMSTCK | 48238T109 |
| IRM | IRON MOUNTAIN INC | 86,423 | $2.681M | 0.0% | $20.80 | -20.5% | COMMSTCK | 46284V101 |
| HII | HUNTINGTON INGALLS INDUSTR | 24,568 | $2.632M | 0.0% | $102.26 | -8.5% | COMMSTCK | 446413106 |
| COP | CONOCOPHILLIPS | 54,799 | $2.628M | 0.0% | $51.37 | -28.4% | COMMSTCK | 20825C104 |
| — | CHESAPEAKE ENERGY CORPORAT | 3,040,000 | $2.614M | 0.0% | $0.91 | — | CNVRTBND | 165167BZ9 |
| STWD | STARWOOD PROPERTY TRUST IN | 127,382 | $2.614M | 0.0% | $24.83 | — | COMMSTCK | 85571B105 |
| — | ANADARKO PETROLEUM CORPORA | 43,264 | $2.613M | 0.0% | $75.23 | — | COMMSTCK | 032511107 |
| SKT | TANGER FACTORY OUTLET CENT | 79,100 | $2.608M | 0.0% | $31.84 | — | COMMSTCK | 875465106 |
| INTC | INTEL CORPORATION | 85,394 | $2.573M | 0.0% | $21.12 | +7.1% | COMMSTCK | 458140100 |
| — | HARRIS CORPORATION | 35,117 | $2.569M | 0.0% | $74.90 | — | COMMSTCK | 413875105 |
| — | SPIRIT AEROSYSTEMS HOLDING | 52,411 | $2.534M | 0.0% | $55.11 | — | COMMSTCK | 848574109 |
| REXR | REXFORD INDUSTRIAL REALTY | 182,500 | $2.517M | 0.0% | $14.22 | — | COMMSTCK | 76169C100 |
| — | INTERCONTINENTAL HOTELS LT | 72,493 | $2.51M | 0.0% | $38.66 | — | DEPRECPT | 45857P509 |
| RLJ | RLJ LODGING TRUST | 98,100 | $2.479M | 0.0% | $20.89 | — | COMMSTCK | 74965L101 |
| — | HILTON WORLDWIDE HOLDINGS | 108,000 | $2.478M | 0.0% | $25.86 | — | COMMSTCK | 43300A104 |
| — | SHIRE PLC | 12,019 | $2.467M | 0.0% | $213.89 | — | DEPRECPT | 82481R106 |
| — | STARWOOD HOTELS & RESORTS | 36,981 | $2.458M | 0.0% | $68.98 | — | COMMSTCK | 85590A401 |
| — | MANITOWOC COMPANY INC (THE | 163,128 | $2.447M | 0.0% | $17.36 | — | COMMSTCK | 563571108 |
| — | BIOMARIN PHARMACEUTICAL IN | 1,890,000 | $2.442M | 0.0% | $1.10 | — | CNVRTBND | 09061GAE1 |
| — | GRAMERCY PROPERTY TRUST IN | 115,500 | $2.399M | 0.0% | $27.18 | — | COMMSTCK | 38489R605 |
| EXR | EXTRA SPACE STORAGE INC | 30,500 | $2.353M | 0.0% | $36.25 | +37.3% | COMMSTCK | 30225T102 |
| — | AMERICAN CAMPUS COMMUNITIE | 64,900 | $2.352M | 0.0% | $42.53 | — | COMMSTCK | 024835100 |
| — | COMMUNICATIONS SALES & LEA | 128,015 | $2.291M | 0.0% | $24.72 | — | COMMSTCK | 20341J104 |
| — | ORBITAL ATK INC | 31,841 | $2.288M | 0.0% | $76.62 | — | COMMSTCK | 68557N103 |
| JD | JD.COM INC | 84,304 | $2.197M | 0.0% | $29.22 | — | DEPRECPT | 47215P106 |
| DAL | DELTA AIR LINES INC | 48,803 | $2.19M | 0.0% | $14.61 | +170.6% | COMMSTCK | 247361702 |
| ALEX | ALEXANDER & BALDWIN INC | 63,400 | $2.177M | 0.0% | $40.17 | — | COMMSTCK | 014491104 |
| BIO | BIO-RAD LABORATORIES INC | 16,205 | $2.176M | 0.0% | $105.05 | +37.0% | COMMSTCK | 090572207 |
| CMCSA | COMCAST CORPORATION | 38,126 | $2.169M | 0.0% | $30.86 | -24.4% | COMMSTCK | 20030N101 |
| — | ANTHEM INC 2.75% | 1,150,000 | $2.166M | 0.0% | $2.07 | — | CNVRTBND | 94973VBG1 |
| ESRT | EMPIRE STATE REALTY TRUST | 126,300 | $2.151M | 0.0% | $15.22 | — | COMMSTCK | 292104106 |
| — | POWERHOUSE SENIOR LOAN POR | 92,000 | $2.12M | 0.0% | $23.90 | — | ETIF | 73936Q769 |
| DEI | DOUGLAS EMMETT INC | 73,100 | $2.099M | 0.0% | $24.27 | — | COMMSTCK | 25960P109 |
| CVGI | COMMERCIAL VEHICLE GROUP I | 517,629 | $2.086M | 0.0% | $8.21 | -35.5% | COMMSTCK | 202608105 |
| — | RETAIL OPPORTUNITY INVESTM | 121,000 | $2.001M | 0.0% | $12.97 | — | COMMSTCK | 76131N101 |
| CYH | COMMUNITY HEALTH SYSTEMS I | 45,475 | $1.945M | 0.0% | $45.85 | 0.0% | COMMSTCK | 203668108 |
| CLDT | CHATHAM LODGING TRUST | 89,100 | $1.914M | 0.0% | $25.51 | — | COMMSTCK | 16208T102 |
| — | STORE CAPITAL | 91,818 | $1.897M | 0.0% | $21.29 | — | COMMSTCK | 862121100 |
| — | FRANKS INTERNATIONAL NV | 120,257 | $1.844M | 0.0% | $18.70 | — | COMMSTCK | N33462107 |
| — | SPECTRA ENERGY CORP | 68,457 | $1.799M | 0.0% | $29.05 | — | COMMSTCK | 847560109 |
| VNO | VORNADO REALTY TRUST | 19,891 | $1.798M | 0.0% | $80.08 | — | COMMSTCK | 929042109 |
| — | EXTENDED STAY AMERICA INC | 103,500 | $1.737M | 0.0% | $23.28 | — | COMMSTCK | 30224P200 |
| — | ALBANY MOLECULAR RESEARCH, | 1,375,000 | $1.698M | 0.0% | $1.23 | — | CNVRTBND | 012423AB5 |
| — | CTRIP.COM INTERNATIONAL LT | 26,528 | $1.676M | 0.0% | $63.18 | — | DEPRECPT | 22943F100 |
| — | AON PLC | 18,900 | $1.675M | 0.0% | $76.66 | — | COMMSTCK | G0408V102 |
| — | PIMCO HIGH INCOME FUND | 206,159 | $1.536M | 0.0% | $9.96 | — | COMMSTCK | 722014107 |
| HDB | HDFC BANK LIMITED | 25,097 | $1.533M | 0.0% | $60.54 | — | DEPRECPT | 40415F101 |
| — | SANDISK CORPORATION | 26,709 | $1.451M | 0.0% | $96.10 | — | COMMSTCK | 80004C101 |
| FCX | FREEPORT-MCMORAN INC | 145,909 | $1.414M | 0.0% | $34.15 | -68.3% | COMMSTCK | 35671D857 |
| NOAH | NOAH HOLDINGS LTD | 58,548 | $1.375M | 0.0% | $23.49 | — | DEPRECPT | 65487X102 |
| — | SOUTHWESTERN ENERGY COMPAN | 107,143 | $1.36M | 0.0% | $27.37 | — | COMMSTCK | 845467109 |
| — | POWERSHARES INTERNATIONAL | 52,080 | $1.3M | 0.0% | $27.43 | — | ETIF | 73937B621 |
| — | KKR & CO LP | 77,387 | $1.299M | 0.0% | $22.24 | — | COMMSTCK | 48248M102 |
| COF | CAPITAL ONE FINANCIAL CORP | 17,428 | $1.264M | 0.0% | $68.05 | -2.2% | COMMSTCK | 14040H105 |
| — | GENERAL CABLE CORPORATION | 100,247 | $1.193M | 0.0% | $29.88 | — | COMMSTCK | 369300108 |
| LAMR | LAMAR ADVERTISING COMPANY | 22,717 | $1.185M | 0.0% | $52.16 | — | COMMSTCK | 512816109 |
| — | PRAXAIR INC | 11,403 | $1.162M | 0.0% | $114.06 | — | COMMSTCK | 74005P104 |
| MOS | MOSAIC CO | 36,057 | $1.122M | 0.0% | $40.86 | -17.9% | COMMSTCK | 61945C103 |
| — | TIME INC (KOREA) | 58,455 | $1.114M | 0.0% | $22.65 | — | COMMSTCK | 887228104 |
| — | CLAYMORE S&P GLOBAL WATER | 41,792 | $1.103M | 0.0% | $27.75 | — | COMMSTCK | 18383Q507 |
| — | ENERGY XXI 3% | 11,830,000 | $1.094M | 0.0% | $0.29 | — | CNVRTBND | 29274UAB7 |
| DHR | DANAHER CORPORATION | 12,754 | $1.087M | 0.0% | $34.92 | +3.1% | COMMSTCK | 235851102 |
| TRGP | TARGA RESOURCES INC | 21,053 | $1.084M | 0.0% | $59.06 | -25.5% | COMMSTCK | 87612G101 |
| — | TOLL BROTHERS FINANCE CORP | 1,000,000 | $1.028M | 0.0% | $1.04 | — | CNVRTBND | 88947EAM2 |
| — | SPX FLOW INC | 28,969 | $997K | 0.0% | $34.42 | — | COMMSTCK | 78469X107 |
| AMH | AMERICAN HOMES 4 RENT LLC | 60,400 | $971K | 0.0% | $16.74 | — | COMMSTCK | 02665T306 |
| — | NEW ORIENTAL EDUCATION & T | 45,660 | $923K | 0.0% | $20.21 | — | DEPRECPT | 647581107 |
| — | ON SEMICONDUCTOR CORPORATI | 813,000 | $909K | 0.0% | $1.08 | — | CNVRTBND | 682189AH8 |
| — | CERNER CORPORATION | 14,418 | $865K | 0.0% | $59.99 | — | COMMSTCK | 156782104 |
| HOLX | HOLOGIC INC | 21,974 | $860K | 0.0% | $39.66 | 0.0% | COMMSTCK | 436440101 |
| — | WYNDHAM WORLDWIDE CORP | 11,829 | $851K | 0.0% | $79.51 | — | COMMSTCK | 98310W108 |
| — | LABORATORY CORPORATION OF | 7,744 | $840K | 0.0% | $108.47 | — | COMMSTCK | 50540R409 |
| CX | CEMEX SAB DE CV | 119,839 | $838K | 0.0% | $9.16 | — | DEPRECPT | 151290889 |
| — | STARWOOD WAYPOINT RESIDENT | 30,288 | $722K | 0.0% | $25.89 | — | COMMSTCK | 85571W109 |
| PG | PROCTER & GAMBLE COMPANY | 8,898 | $640K | 0.0% | $63.26 | -10.9% | COMMSTCK | 742718109 |
| — | JOY GLOBAL INC. | 40,955 | $612K | 0.0% | $63.67 | — | COMMSTCK | 481165108 |
| — | WINDSTREAM SERVICES LLC | 96,679 | $593K | 0.0% | $6.38 | — | COMMSTCK | 97382A200 |
| BRK/B | BERKSHIRE HATHAWAY INC | 4,538 | $592K | 0.0% | $96.08 | +42.6% | COMMSTCK | 084670702 |
| NNN | NATIONAL RETAIL PROPERTIES | 14,900 | $540K | 0.0% | $32.02 | — | COMMSTCK | 637417106 |
| — | BIOSCRIP INC | 280,320 | $524K | 0.0% | $7.40 | — | COMMSTCK | 09069N108 |
| — | APOLLO INVESTMENT CORPORAT | 520,000 | $523K | 0.0% | $1.03 | — | CNVRTBND | 03761UAE6 |
| — | VIMPELCOM LTD | 127,100 | $523K | 0.0% | $4.11 | — | DEPRECPT | 92719A106 |
| PM | PHILIP MORRIS INTERNATIONA | 5,079 | $403K | 0.0% | $82.24 | -40.5% | COMMSTCK | 718172109 |
| — | TATA MOTORS LTD | 16,393 | $369K | 0.0% | $34.47 | — | DEPRECPT | 876568502 |
| — | SPX CORPORATION | 28,969 | $345K | 0.0% | $73.44 | — | COMMSTCK | 784635104 |
| — | RESOLUTE FOREST PRODUCTS | 37,976 | $316K | 0.0% | $13.23 | — | COMMSTCK | 76117W109 |
| BA | BOEING CO | 1,828 | $239K | 0.0% | $123.33 | 0.0% | COMMSTCK | 097023105 |
| BAP | CREDICORP LTD | 2,098 | $223K | 0.0% | $89.33 | +4.4% | COMMSTCK | G2519Y108 |
| — | WHEELER REAL ESTATE INVEST | 83,950 | $160K | 0.0% | $4.46 | — | COMMSTCK | 963025101 |
| — | SANDRIDGE ENERGY INC | 122,173 | $33,000 | 0.0% | $0.77 | — | COMMSTCK | 80007P307 |