Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 5, 2016
Total Value: $15.74B (73.3% shares, 26.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 4,818,611 | $507M | 3.2% | $17.85 | +44.2% | COMMON STOCK | 037833100 |
| GOOGL | ALPHABET INC | 592,146 | $461M | 2.9% | $36.73 | 0.0% | COMMON STOCK | 02079K305 |
| MSFT | MICROSOFT CORP | 6,686,349 | $371M | 2.4% | $35.69 | +28.7% | COMMON STOCK | 594918104 |
| META | FACEBOOK INC | 2,525,534 | $264M | 1.7% | $36.82 | +177.1% | COMMON STOCK | 30303M102 |
| HD | HOME DEPOT | 1,913,889 | $253M | 1.6% | $60.88 | +64.2% | COMMON STOCK | 437076102 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 214,187 | $221M | 1.4% | $1042.58 | — | CONVERTIBLE PREFERRED SECURITY | G0177J116 |
| WFC | WELLS FARGO & COMPANY | 3,738,600 | $203M | 1.3% | $29.39 | +38.9% | COMMON STOCK | 949746101 |
| DIS | DISNEY WALT CO | 1,921,844 | $202M | 1.3% | $76.93 | +32.9% | COMMON STOCK | 254687106 |
| SBUX | STARBUCKS CORP | 3,284,771 | $197M | 1.3% | $35.37 | +39.7% | COMMON STOCK | 855244109 |
| — | LIBERTY | 126,006,000 | $191M | 1.2% | $1.36 | — | CONVERTIBLE SECURITY | 530610AC8 |
| AMZN | AMAZON.COM INC | 266,974 | $180M | 1.1% | $13.63 | +131.2% | COMMON STOCK | 023135106 |
| — | NVIDIA CORP | 103,052,000 | $173M | 1.1% | $1.16 | — | CONVERTIBLE SECURITY | 67066GAC8 |
| JPM | JP MORGAN CHASE & CO | 2,551,933 | $169M | 1.1% | $37.72 | +31.7% | COMMON STOCK | 46625H100 |
| — | SALESFORCE.COM INC | 129,183,000 | $167M | 1.1% | $1.15 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| MA | MASTERCARD INC | 1,691,263 | $165M | 1.0% | $72.06 | +27.9% | COMMON STOCK | 57636Q104 |
| — | TESLA MOTORS INC | 171,871,000 | $158M | 1.0% | $0.92 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| — | GENERAL ELECTRIC CO | 4,756,489 | $148M | 0.9% | $23.99 | — | COMMON STOCK | 369604103 |
| — | LINKEDIN CORPORATION | 136,072,000 | $144M | 0.9% | $1.06 | — | CONVERTIBLE SECURITY | 53578AAB4 |
| — | CELGENE CORP | 1,187,705 | $142M | 0.9% | $107.88 | — | COMMON STOCK | 151020104 |
| — | ANTHEM INC | 2,853,295 | $131M | 0.8% | $52.90 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| — | SANDISK CORP | 82,031,000 | $130M | 0.8% | $1.33 | — | CONVERTIBLE SECURITY | 80004CAD3 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 2,886,159 | $129M | 0.8% | $25.94 | +36.8% | COMMON STOCK | 609207105 |
| ACN | ACCENTURE PLC | 1,236,350 | $129M | 0.8% | $74.76 | +20.3% | COMMON STOCK | G1151C101 |
| C | CITIGROUP INC | 2,422,542 | $125M | 0.8% | $36.81 | +7.6% | COMMON STOCK | 172967424 |
| — | INTEL CORP | 71,724,000 | $120M | 0.8% | $1.72 | — | CONVERTIBLE SECURITY | 458140AF7 |
| JNJ | JOHNSON & JOHNSON | 1,148,745 | $118M | 0.7% | $59.84 | +26.9% | COMMON STOCK | 478160104 |
| XOM | EXXON MOBIL CORP | 1,489,274 | $116M | 0.7% | $55.70 | -7.7% | COMMON STOCK | 30231G102 |
| UPS | UNITED PARCEL SERVICE | 1,201,268 | $116M | 0.7% | $65.85 | +7.3% | COMMON STOCK | 911312106 |
| — | WALGREENS BOOTS ALLIANCE INC | 1,348,573 | $115M | 0.7% | $78.14 | — | COMMON STOCK | 931427108 |
| SYK | STRYKER CORP | 1,135,982 | $106M | 0.7% | $74.14 | +15.0% | COMMON STOCK | 863667101 |
| NKE | NIKE INC | 1,659,994 | $104M | 0.7% | $41.55 | +36.4% | COMMON STOCK | 654106103 |
| LMT | LOCKHEED MARTIN CORP | 462,935 | $101M | 0.6% | $148.50 | +11.4% | COMMON STOCK | 539830109 |
| — | ALEXION PHARMACEUTICALS INC | 523,184 | $99.8M | 0.6% | $172.01 | — | COMMON STOCK | 015351109 |
| — | PRICELINE GROUP INC/THE | 76,699 | $97.79M | 0.6% | $870.51 | — | COMMON STOCK | 741503403 |
| ZTS | ZOETIS | 1,973,418 | $94.57M | 0.6% | $43.26 | -3.5% | COMMON STOCK | 98978V103 |
| SLB | SCHLUMBERGER LTD | 1,304,493 | $90.99M | 0.6% | $53.29 | +5.3% | COMMON STOCK | 806857108 |
| PFE | PFIZER INC | 2,812,034 | $90.77M | 0.6% | $17.15 | +18.8% | COMMON STOCK | 717081103 |
| CMCSA | COMCAST CORP | 1,560,726 | $88.07M | 0.6% | $19.89 | +19.5% | COMMON STOCK | 20030N101 |
| — | REYNOLDS AMERICAN INC | 1,878,255 | $86.68M | 0.6% | $58.19 | — | COMMON STOCK | 761713106 |
| MRK | MERCK & CO | 1,621,533 | $85.65M | 0.5% | $33.72 | +9.0% | COMMON STOCK | 58933Y105 |
| — | CROWN CASTLE INTL CORP | 794,599 | $85.19M | 0.5% | $103.00 | — | CONVERTIBLE PREFERRED SECURITY | 22822V200 |
| — | SERVICENOW INC | 63,969,000 | $82.53M | 0.5% | $1.14 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| — | AMER TOWER CORP | 793,553 | $81.15M | 0.5% | $106.36 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| KO | COCA-COLA CO | 1,885,892 | $81.02M | 0.5% | $27.87 | +10.7% | COMMON STOCK | 191216100 |
| ABBV | ABBVIE | 1,348,930 | $79.91M | 0.5% | $38.53 | -1.5% | COMMON STOCK | 00287Y109 |
| DG | DOLLAR GENERAL | 1,110,372 | $79.8M | 0.5% | $61.28 | -2.8% | COMMON STOCK | 256677105 |
| — | PRICELINE.COM INC | 55,406,000 | $79M | 0.5% | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 307,906 | $78.9M | 0.5% | $41.89 | +5.5% | COMMON STOCK | 45866F104 |
| — | PRICELINE GROUP INC/THE | 77,398,000 | $78.1M | 0.5% | $1.01 | — | CONVERTIBLE SECURITY | 741503AX4 |
| — | JARDEN CORP | 63,041,000 | $78.07M | 0.5% | $1.19 | — | CONVERTIBLE SECURITY | 471109AM0 |
| — | BROADCOM CORP- | 1,325,915 | $76.66M | 0.5% | $47.80 | — | COMMON STOCK | 111320107 |
| — | LIBERTY MEDIA CORPORATION | 76,600,000 | $76.15M | 0.5% | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| CSX | CSX CORPORATION | 2,900,840 | $75.28M | 0.5% | $9.32 | -16.4% | COMMON STOCK | 126408103 |
| COST | COSTCO WHOLESALE CORP | 458,712 | $74.08M | 0.5% | $91.75 | +44.8% | COMMON STOCK | 22160K105 |
| — | WORKDAY INC | 64,190,000 | $74.03M | 0.5% | $1.15 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| PG | PROCTER & GAMBLE CO | 913,622 | $72.55M | 0.5% | $61.63 | -6.0% | COMMON STOCK | 742718109 |
| — | NEXTERA ENERGY INC | 1,326,406 | $72.47M | 0.5% | $54.26 | — | CONVERTIBLE PREFERRED SECURITY | 65339F861 |
| AIG | AMER INTL GROUP | 1,164,532 | $72.17M | 0.5% | $35.29 | +34.1% | COMMON STOCK | 026874784 |
| — | LAM RESEARCH CORP | 55,293,000 | $72.09M | 0.5% | $1.22 | — | CONVERTIBLE SECURITY | 512807AJ7 |
| — | YAHOO! INC | 73,192,000 | $71.7M | 0.5% | $1.10 | — | CONVERTIBLE SECURITY | 984332AF3 |
| — | TYSON FOODS | 1,158,853 | $70.32M | 0.4% | $50.21 | — | CONVERTIBLE PREFERRED SECURITY | 902494301 |
| ACHC | ACADIA HEALTHCARE | 1,084,372 | $67.73M | 0.4% | $66.09 | -1.4% | COMMON STOCK | 00404A109 |
| — | ON SEMICONDUCTOR CORP | 59,840,000 | $66.86M | 0.4% | $1.15 | — | CONVERTIBLE SECURITY | 682189AH8 |
| — | RED HAT INC | 784,513 | $64.97M | 0.4% | $82.10 | — | COMMON STOCK | 756577102 |
| — | STANLEY BLACK & DECKER INC | 551,268 | $64.38M | 0.4% | $112.64 | — | CONVERTIBLE PREFERRED SECURITY | 854502804 |
| ALKS | ALKERMES PLC | 808,347 | $64.17M | 0.4% | $65.99 | +6.1% | COMMON STOCK | G01767105 |
| — | DELPHI AUTOMOTIVE PLC | 746,391 | $63.99M | 0.4% | $75.19 | — | COMMON STOCK | G27823106 |
| — | HOLOGIC INC | 50,006,000 | $63.98M | 0.4% | $1.27 | — | CONVERTIBLE SECURITY | 436440AG6 |
| — | T-MOBILE US INC | 921,224 | $62.38M | 0.4% | $59.78 | — | CONVERTIBLE PREFERRED SECURITY | 872590203 |
| CVX | CHEVRONTEXACO CORP | 685,578 | $61.67M | 0.4% | $71.30 | -18.0% | COMMON STOCK | 166764100 |
| — | GILEAD SCIENCE | 13,531,000 | $61.14M | 0.4% | $2.29 | — | CONVERTIBLE SECURITY | 375558AP8 |
| — | WELLS FARGO & COMPANY | 52,401 | $60.94M | 0.4% | $1212.55 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| — | NXP SEMICONDUCT | 54,563,000 | $60.25M | 0.4% | $1.10 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| — | RAYTHEON CO | 480,717 | $59.86M | 0.4% | $111.34 | — | COMMON STOCK | 755111507 |
| V | VISA INC | 771,841 | $59.86M | 0.4% | $63.02 | +14.5% | COMMON STOCK | 92826C839 |
| — | RED HAT INC | 45,064,000 | $59.05M | 0.4% | $1.31 | — | CONVERTIBLE SECURITY | 756577AD4 |
| — | DOMINION RESOURCES INC VA | 1,212,618 | $58.3M | 0.4% | $49.64 | — | CONVERTIBLE PREFERRED SECURITY | 25746U869 |
| CSGP | COSTAR GRP INC | 277,472 | $57.35M | 0.4% | $19.87 | +0.1% | COMMON STOCK | 22160N109 |
| — | CERNER CORP | 948,374 | $57.06M | 0.4% | $72.33 | — | COMMON STOCK | 156782104 |
| PEP | PEPSICO INC | 569,763 | $56.93M | 0.4% | $63.48 | +15.7% | COMMON STOCK | 713448108 |
| HCA | HCA HOLDINGS INC | 832,070 | $56.27M | 0.4% | $80.51 | -19.5% | COMMON STOCK | 40412C101 |
| — | JARDEN CORP | 37,311,000 | $56.15M | 0.4% | $1.32 | — | CONVERTIBLE SECURITY | 471109AL2 |
| — | HILTON WORLDWIDE HOLDINGS | 2,619,609 | $56.06M | 0.4% | $22.79 | — | COMMON STOCK | 43300A104 |
| — | CALATLANTIC GROUP INC | 49,977,000 | $55.93M | 0.4% | $1.22 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLR AUT NV | 478,707 | $55.69M | 0.4% | $123.62 | — | CONVERTIBLE PREFERRED SECURITY | N31738110 |
| BAH | BOOZ ALLEN HAMILTON | 1,797,625 | $55.46M | 0.4% | $23.68 | +1.8% | COMMON STOCK | 099502106 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 1,301,216 | $55.12M | 0.4% | $45.52 | — | COMMON STOCK | G5480U104 |
| TMUS | T-MOBILE US INC | 1,407,716 | $55.07M | 0.3% | $34.61 | +7.8% | COMMON STOCK | 872590104 |
| — | ARES CAPITAL CORP | 54,299,000 | $54.28M | 0.3% | $1.09 | — | CONVERTIBLE SECURITY | 04010LAB9 |
| GILD | GILEAD SCIENCES INC | 531,820 | $53.81M | 0.3% | $47.43 | +53.7% | COMMON STOCK | 375558103 |
| — | MOLINA HEALTHCARE INC | 43,911,000 | $53.38M | 0.3% | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | TWITTER INC | 63,657,000 | $53.09M | 0.3% | $0.83 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| — | ARES CAPITAL CORP | 52,287,000 | $52.46M | 0.3% | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| — | SHIRE PLC | 247,997 | $50.84M | 0.3% | $227.58 | — | COMMON STOCK | 82481R106 |
| — | REALOGY HOLDINGS CORP | 1,335,523 | $48.97M | 0.3% | $40.42 | — | COMMON STOCK | 75605Y106 |
| — | TE CONNECTIVITY LTD | 757,155 | $48.92M | 0.3% | $59.63 | — | COMMON STOCK | H84989104 |
| — | EMERGENT BIOSOLUTIONS INC | 35,146,000 | $48.56M | 0.3% | $1.18 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| T | AT&T INC | 1,407,085 | $48.42M | 0.3% | $11.52 | +7.9% | COMMON STOCK | 00206R102 |
| HON | HONEYWELL INTL | 461,979 | $47.85M | 0.3% | $68.05 | +9.1% | COMMON STOCK | 438516106 |
| — | BIOMARIN PHARMACEUTICAL INC | 35,353,000 | $47.48M | 0.3% | $1.12 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| MET | METLIFE INC | 981,953 | $47.34M | 0.3% | $32.23 | -3.2% | COMMON STOCK | 59156R108 |
| — | EURONET WORLDWIDE INC | 38,700,000 | $46.6M | 0.3% | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| PM | PHILIP MORRIS INTERNATIONAL | 523,900 | $46.06M | 0.3% | $49.78 | +5.0% | COMMON STOCK | 718172109 |
| SABR | SABRE CORP | 1,625,862 | $45.48M | 0.3% | $22.32 | +29.7% | COMMON STOCK | 78573M104 |
| SPY | SPDR TRUST SERIES 1 | 221,540 | $45.17M | 0.3% | $205.85 | — | COMMON STOCK | 78462F103 |
| BA | BOEING CO | 312,361 | $45.16M | 0.3% | $108.89 | +18.4% | COMMON STOCK | 097023105 |
| — | EXELON CORP | 1,115,446 | $45.14M | 0.3% | $50.73 | — | CONVERTIBLE PREFERRED SECURITY | 30161N127 |
| INCY | INCYTE GENOMICS INC | 410,479 | $44.52M | 0.3% | $111.53 | 0.0% | COMMON STOCK | 45337C102 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 801,918 | $44.51M | 0.3% | $28.84 | +35.7% | COMMON STOCK | 34964C106 |
| — | UNITED TECHNOLOGIES CORP | 455,411 | $43.75M | 0.3% | $96.11 | — | COMMON STOCK | 913017109 |
| NOC | NORTHROP GRUMMAN CORP | 231,533 | $43.72M | 0.3% | $117.40 | +32.6% | COMMON STOCK | 666807102 |
| — | ELECTRONIC ARTS INC | 20,045,000 | $43.59M | 0.3% | $1.10 | — | CONVERTIBLE SECURITY | 285512AA7 |
| STT | STATE STREET CORP | 651,043 | $43.2M | 0.3% | $48.07 | +7.9% | COMMON STOCK | 857477103 |
| — | BANK OF AMERICA CORP | 39,400 | $43.08M | 0.3% | $1156.05 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| — | LIONS GATE ENTERTAINMENT CORP | 1,322,293 | $42.83M | 0.3% | $30.61 | — | COMMON STOCK | 535919203 |
| PVH | PVH CORP | 576,014 | $42.42M | 0.3% | $112.48 | -22.5% | COMMON STOCK | 693656100 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 413,260 | $42.4M | 0.3% | $88.44 | +1.8% | COMMON STOCK | 98956P102 |
| — | ACORDA THERAPEUTICS INC | 36,450,000 | $42.25M | 0.3% | $1.04 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| CNC | CENTENE CORP | 640,768 | $42.17M | 0.3% | $29.62 | 0.0% | COMMON STOCK | 15135B101 |
| GOOG | ALPHABET INC | 54,452 | $41.32M | 0.3% | $35.61 | 0.0% | COMMON STOCK | 02079K107 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 40,363,000 | $40.94M | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| TSLA | TESLA MOTORS INC | 167,538 | $40.21M | 0.3% | $16.50 | -9.3% | COMMON STOCK | 88160R101 |
| EVR | EVERCORE PARTNERS INC | 740,470 | $40.04M | 0.3% | $40.46 | +6.9% | COMMON STOCK | 29977A105 |
| ORCL | ORACLE CORP | 1,093,208 | $39.94M | 0.3% | $27.82 | +18.0% | COMMON STOCK | 68389X105 |
| — | VERIFONE SYSTEMS INC | 1,417,668 | $39.72M | 0.3% | $33.61 | — | COMMON STOCK | 92342Y109 |
| — | WABCO HOLDINGS INC | 381,741 | $39.04M | 0.2% | $120.83 | — | COMMON STOCK | 92927K102 |
| WDC | WESTERN DIGITAL CORP | 629,477 | $37.8M | 0.2% | $58.20 | -25.2% | COMMON STOCK | 958102105 |
| UNP | UNION PACIFIC CORP | 480,449 | $37.57M | 0.2% | $63.93 | +6.8% | COMMON STOCK | 907818108 |
| — | PRICELINE.COM INC | 30,739,000 | $36.62M | 0.2% | $1.13 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | ENVISION HEALTHCARE HOLDINGS | 1,409,165 | $36.6M | 0.2% | $35.93 | — | COMMON STOCK | 29413U103 |
| BIDU | BAIDU INC | 192,226 | $36.34M | 0.2% | $209.18 | — | COMMON STOCK | 056752108 |
| EOG | EOG RESOURCES INC | 512,473 | $36.28M | 0.2% | $57.66 | +3.7% | COMMON STOCK | 26875P101 |
| LLY | ELI LILLY & CO | 426,637 | $35.95M | 0.2% | $42.39 | +64.4% | COMMON STOCK | 532457108 |
| — | SEACOR HOLDINGS INC | 37,961,000 | $35.84M | 0.2% | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| BK | BANK OF NEW YORK MELLON CORP | 864,933 | $35.65M | 0.2% | $29.45 | +10.3% | COMMON STOCK | 064058100 |
| — | TAKE-TWO INTER | 21,265,000 | $35.63M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 874054AD1 |
| — | STARWOOD WAYPOINT RESIDENTIAL | 38,213,000 | $35.58M | 0.2% | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| — | IMS HEALTH HOLDINGS INC | 1,386,910 | $35.33M | 0.2% | $28.35 | — | COMMON STOCK | 44970B109 |
| — | MGIC INVESTMENT CORP | 25,071,000 | $35.2M | 0.2% | $1.45 | — | CONVERTIBLE SECURITY | 552848AE3 |
| — | WELLTOWER INC | 575,447 | $35.05M | 0.2% | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| OXY | OCCIDENTAL PETROLEUM CORP | 516,831 | $34.94M | 0.2% | $57.80 | -7.5% | COMMON STOCK | 674599105 |
| — | SUNPOWER CORP | 26,243,000 | $34.32M | 0.2% | $1.26 | — | CONVERTIBLE SECURITY | 867652AG4 |
| — | FRONTIER COMMUNICATIONS CORP | 374,566 | $34.3M | 0.2% | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| — | MICRON TECHNOLOGY | 23,868,000 | $34.17M | 0.2% | $1.57 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | STARWOOD PROPERTY TRUST INC | 33,339,000 | $34.1M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| — | PALO ALTO NETWORKS | 20,382,000 | $33.99M | 0.2% | $1.63 | — | CONVERTIBLE SECURITY | 697435AB1 |
| WDAY | WORKDAY INC | 416,897 | $33.22M | 0.2% | $77.34 | +3.4% | COMMON STOCK | 98138H101 |
| — | E TRADE GROUP | 1,119,915 | $33.19M | 0.2% | $29.64 | — | COMMON STOCK | 269246401 |
| — | NUVASIVE INC | 24,036,000 | $33.06M | 0.2% | $1.24 | — | CONVERTIBLE SECURITY | 670704AC9 |
| BAC | BANK OF AMER CP | 1,933,414 | $32.54M | 0.2% | $10.93 | +24.1% | COMMON STOCK | 060505104 |
| — | TWITTER INC | 38,068,000 | $32.35M | 0.2% | $0.85 | — | CONVERTIBLE SECURITY | 90184LAB8 |
| — | STERICYCLE INC | 352,118 | $32.24M | 0.2% | $101.72 | — | CONVERTIBLE PREFERRED SECURITY | 858912207 |
| VZ | VERIZON COMM | 688,484 | $31.82M | 0.2% | $26.71 | +0.8% | COMMON STOCK | 92343V104 |
| — | DOW CHEMICAL CO | 615,662 | $31.69M | 0.2% | $32.86 | — | COMMON STOCK | 260543103 |
| MMM | 3M CO | 209,449 | $31.55M | 0.2% | $84.76 | +8.7% | COMMON STOCK | 88579Y101 |
| — | AMSURG CORP | 216,999 | $31.23M | 0.2% | $127.25 | — | CONVERTIBLE PREFERRED SECURITY | 03232P504 |
| IMAX | IMAX CORP | 878,383 | $31.22M | 0.2% | $37.50 | 0.0% | COMMON STOCK | 45245E109 |
| CRM | SALESFORCE.COM INC | 392,339 | $30.76M | 0.2% | $51.23 | +50.6% | COMMON STOCK | 79466L302 |
| — | MEDIDATA SOLUTIONS INC | 27,779,000 | $30.41M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | CITRIX SYSTEMS INC | 27,750,000 | $30.4M | 0.2% | $1.06 | — | CONVERTIBLE SECURITY | 177376AD2 |
| — | BIOMARIN PHARMACEUTICAL INC | 23,381,000 | $30.16M | 0.2% | $1.31 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 502,364 | $30.15M | 0.2% | $43.39 | +31.7% | COMMON STOCK | 192446102 |
| — | ILLUMINA INC | 25,555,000 | $29.96M | 0.2% | $1.23 | — | CONVERTIBLE SECURITY | 452327AH2 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 16,267,000 | $29.95M | 0.2% | $1.33 | — | CONVERTIBLE SECURITY | 874054AC3 |
| — | CTRIP.COM INTL LTD | 22,090,000 | $29.69M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| NEE | NEXTERA ENERGY INC | 283,838 | $29.49M | 0.2% | $18.15 | +7.4% | COMMON STOCK | 65339F101 |
| — | GULFPORT ENGY | 1,197,569 | $29.42M | 0.2% | $38.73 | — | COMMON STOCK | 402635304 |
| DAL | DELTA AIR LINES INC | 578,007 | $29.3M | 0.2% | $33.32 | +31.1% | COMMON STOCK | 247361702 |
| — | RTI INTL METALS | 28,282,000 | $29.04M | 0.2% | $0.96 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | INTEGRA LIFESCI | 22,164,000 | $29.04M | 0.2% | $1.07 | — | CONVERTIBLE SECURITY | 457985AK5 |
| BRK/B | BERKSHIRE HTH | 219,357 | $28.96M | 0.2% | $110.89 | +21.0% | COMMON STOCK | 084670702 |
| MAN | MANPOWERGROUP INC | 334,817 | $28.22M | 0.2% | $80.61 | +8.4% | COMMON STOCK | 56418H100 |
| — | AIR LEASE | 20,392,000 | $27.97M | 0.2% | $1.30 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| MCD | MCDONALD'S CORP | 232,617 | $27.48M | 0.2% | $71.85 | +21.4% | COMMON STOCK | 580135101 |
| — | S & P 500 INDEX | 17,067 | $26.46M | 0.2% | — | — | Put | 78462F953 |
| — | INTEGRATED DEVICE TECHNOLOGY | 25,467,000 | $26.45M | 0.2% | $1.04 | — | CONVERTIBLE SECURITY | 458118AB2 |
| — | TABLEAU SOFTWARE INC | 277,209 | $26.12M | 0.2% | $81.48 | — | COMMON STOCK | 87336U105 |
| ETN | EATON CORP PLC | 495,777 | $25.8M | 0.2% | $46.84 | -8.1% | COMMON STOCK | G29183103 |
| — | ISIS PHARMACEUT | 22,507,000 | $25.39M | 0.2% | $1.13 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| AXP | AMER EXPRESS CO. | 363,863 | $25.31M | 0.2% | $59.68 | +5.3% | COMMON STOCK | 025816109 |
| — | CEPHEID INC | 28,013,000 | $25.17M | 0.2% | $1.11 | — | CONVERTIBLE SECURITY | 15670RAC1 |
| BP | BP PLC | 800,000 | $25.01M | 0.2% | $41.74 | — | COMMON STOCK | 055622104 |
| — | WEYERHAEUSER CO | 497,000 | $24.99M | 0.2% | $53.37 | — | CONVERTIBLE PREFERRED SECURITY | 962166872 |
| — | FIREEYE | 1,195,147 | $24.79M | 0.2% | $39.28 | — | COMMON STOCK | 31816Q101 |
| BLMN | BLOOMIN' BRANDS | 1,460,275 | $24.66M | 0.2% | $18.01 | -25.1% | COMMON STOCK | 094235108 |
| — | MENTOR GRAPHICS | 23,053,000 | $24.32M | 0.2% | $1.22 | — | CONVERTIBLE SECURITY | 587200AK2 |
| — | FINISAR CORP | 25,342,000 | $23.77M | 0.2% | $0.96 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| — | JARDEN CORP | 12,645,000 | $23.26M | 0.1% | $1.42 | — | CONVERTIBLE SECURITY | 471109AH1 |
| — | SOUTHWESTERN ENERGY CO | 1,253,375 | $23.25M | 0.1% | $43.28 | — | CONVERTIBLE PREFERRED SECURITY | 845467208 |
| QRVO | QORVO INC | 455,232 | $23.17M | 0.1% | $59.37 | -13.8% | COMMON STOCK | 74736K101 |
| IONS | IONIS PHARMACEUTICALS INC | 362,025 | $22.42M | 0.1% | $53.96 | 0.0% | COMMON STOCK | 462222100 |
| — | ILLUMINA INC | 20,329,000 | $22.33M | 0.1% | $1.17 | — | CONVERTIBLE SECURITY | 452327AF6 |
| — | NOVELLUS SYSTEMS INC | 9,298,000 | $21.96M | 0.1% | $2.15 | — | CONVERTIBLE SECURITY | 670008AD3 |
| — | INTERXION HOLDING | 725,162 | $21.86M | 0.1% | $30.15 | — | COMMON STOCK | N47279109 |
| INTC | INTEL CORP | 633,966 | $21.84M | 0.1% | $18.76 | +42.1% | COMMON STOCK | 458140100 |
| — | WORKDAY INC | 16,844,000 | $20.18M | 0.1% | $1.14 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| — | QIHOO 360 TECHNOLOGY | 20,585,000 | $19.89M | 0.1% | $0.84 | — | CONVERTIBLE SECURITY | 74734MAF6 |
| — | JAZZ PHARMACEUTICLS | 18,715,000 | $19.58M | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| BIIB | BIOGEN INC | 63,045 | $19.31M | 0.1% | $315.47 | -8.9% | COMMON STOCK | 09062X103 |
| — | ANADARKO PETROLEUM | 392,036 | $19.05M | 0.1% | $91.00 | — | COMMON STOCK | 032511107 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 128,556 | $18.07M | 0.1% | $171.65 | -19.3% | COMMON STOCK | G50871105 |
| — | MEDICINES CO | 12,500,000 | $17.97M | 0.1% | $1.51 | — | CONVERTIBLE SECURITY | 584688AC9 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 268,500 | $17.74M | 0.1% | $47.03 | +33.3% | COMMON STOCK | 33616C100 |
| — | MELLANOX TECHNOLOGIES LTD | 407,386 | $17.17M | 0.1% | $44.61 | — | COMMON STOCK | M51363113 |
| QCOM | QUALCOMM INC | 342,578 | $17.12M | 0.1% | $46.71 | -14.4% | COMMON STOCK | 747525103 |
| — | TESLA MOTORS INC | 18,058,000 | $16.98M | 0.1% | $0.94 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| — | MERCADOLIBRE INC | 15,040,000 | $16.88M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| PRGO | PERRIGO CO PLC | 113,535 | $16.43M | 0.1% | $153.23 | +0.4% | COMMON STOCK | G97822103 |
| F | FORD MOTOR CO | 1,162,809 | $16.38M | 0.1% | $7.78 | +7.2% | COMMON STOCK | 345370860 |
| JLL | JONES LANG LASALLE INC | 101,515 | $16.23M | 0.1% | $161.06 | -4.0% | COMMON STOCK | 48020Q107 |
| — | INCYTE GENOMICS | 7,335,000 | $16.04M | 0.1% | $1.82 | — | CONVERTIBLE SECURITY | 45337CAN2 |
| — | NEXTERA ENERGY INC | 302,300 | $15.97M | 0.1% | $51.45 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| — | ILLUMINA INC | 6,921,000 | $15.95M | 0.1% | $2.42 | — | CONVERTIBLE SECURITY | 452327AD1 |
| — | CALATLANTIC GROUP INC | 12,000,000 | $15.92M | 0.1% | $1.37 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | HOMEAWAY INC | 15,900,000 | $15.88M | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 43739QAB6 |
| — | VIPSHOP HOLDINGS LTD | 15,000,000 | $15.88M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| — | GREENBRIER COMPANIES | 14,323,000 | $15.84M | 0.1% | $1.39 | — | CONVERTIBLE SECURITY | 393657AH4 |
| — | ALLERGAN PLC | 50,590 | $15.81M | 0.1% | $303.15 | — | COMMON STOCK | G0177J108 |
| — | SUNPOWER CORP | 524,246 | $15.73M | 0.1% | $30.73 | — | COMMON STOCK | 867652406 |
| — | ALCOA INC | 472,000 | $15.72M | 0.1% | $39.53 | — | CONVERTIBLE PREFERRED SECURITY | 013817309 |
| MO | ALTRIA GROUP INC | 269,246 | $15.67M | 0.1% | $16.74 | +76.0% | COMMON STOCK | 02209S103 |
| GWRE | GUIDEWIRE SOFTWARE | 259,450 | $15.61M | 0.1% | $52.40 | +10.5% | COMMON STOCK | 40171V100 |
| BABA | ALIBABA GROUP HOLDING LTD | 190,720 | $15.5M | 0.1% | $81.50 | — | COMMON STOCK | 01609W102 |
| NOK | NOKIA CP | 2,200,000 | $15.44M | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| — | MICRON TECHNOLOGY | 10,405,000 | $15.37M | 0.1% | $3.06 | — | CONVERTIBLE SECURITY | 595112AV5 |
| CCL | CARNIVAL CORP | 281,295 | $15.32M | 0.1% | $29.96 | +50.3% | COMMON STOCK | 143658300 |
| CSCO | CISCO SYSTEMS INC | 563,674 | $15.31M | 0.1% | $15.96 | +26.3% | COMMON STOCK | 17275R102 |
| MDT | MEDTRONIC PLC | 196,364 | $15.1M | 0.1% | $58.10 | +0.8% | COMMON STOCK | G5960L103 |
| CVS | CVS HEALTH CORP | 153,545 | $15.01M | 0.1% | $45.22 | +60.6% | COMMON STOCK | 126650100 |
| — | INFINERA CORP | 9,500,000 | $14.81M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| — | VERINT SYSTEMS | 15,555,000 | $14.7M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 92343XAA8 |
| AMGN | AMGEN INC | 90,308 | $14.66M | 0.1% | $77.28 | +50.7% | COMMON STOCK | 031162100 |
| MAS | MASCO CORP | 516,670 | $14.62M | 0.1% | $14.91 | +64.3% | COMMON STOCK | 574599106 |
| IBM | INT'L BUSINESS MACHINES CORP | 105,793 | $14.56M | 0.1% | $114.24 | -23.4% | COMMON STOCK | 459200101 |
| WMT | WAL-MART STORES INC | 235,949 | $14.46M | 0.1% | $20.18 | -17.6% | COMMON STOCK | 931142103 |
| TJX | TJX COMPANIES INC | 203,035 | $14.4M | 0.1% | $20.82 | +48.4% | COMMON STOCK | 872540109 |
| — | YANDEX NV | 16,601,000 | $14.39M | 0.1% | $0.83 | — | CONVERTIBLE SECURITY | 98474TAB3 |
| — | MOLINA HEALTHCARE INC | 9,038,000 | $14.2M | 0.1% | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | VIAVI SOLUTIONS INC | 15,000,000 | $14.08M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| LOW | LOWE'S COMPANIES | 184,677 | $14.04M | 0.1% | $33.77 | +82.8% | COMMON STOCK | 548661107 |
| — | CEMEX SA | 15,000,000 | $14.02M | 0.1% | $1.49 | — | CONVERTIBLE SECURITY | 151290BC6 |
| — | DUPONT DE NEMOUR & CO | 208,828 | $13.91M | 0.1% | $59.70 | — | COMMON STOCK | 263534109 |
| ABT | ABBOTT LABORATORIES | 303,133 | $13.61M | 0.1% | $32.99 | +10.8% | COMMON STOCK | 002824100 |
| — | SHUTTERFLY INC | 14,000,000 | $13.61M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| — | AMSURG CORP | 178,220 | $13.54M | 0.1% | $70.90 | — | COMMON STOCK | 03232P405 |
| AMAT | APPLIED MATERIALS INC | 713,529 | $13.32M | 0.1% | $20.52 | -24.9% | COMMON STOCK | 038222105 |
| — | QLIK TECHNOLOGIES INC | 419,270 | $13.27M | 0.1% | $35.13 | — | COMMON STOCK | 74733T105 |
| — | INTERDGTL COMMS | 13,000,000 | $13.12M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 458660AB3 |
| — | PROOFPOINT | 7,500,000 | $13.06M | 0.1% | $1.39 | — | CONVERTIBLE SECURITY | 743424AB9 |
| — | VCA INC | 232,415 | $12.78M | 0.1% | $55.00 | — | COMMON STOCK | 918194101 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $12.58M | 0.1% | $1.24 | — | CONVERTIBLE SECURITY | 00163UAA4 |
| — | DISCOVER FINANCIAL SERVICES | 230,628 | $12.37M | 0.1% | $48.60 | — | COMMON STOCK | 254709108 |
| GS | GOLDMAN SACHS | 66,513 | $11.99M | 0.1% | $128.09 | +18.0% | COMMON STOCK | 38141G104 |
| — | CORNERSTONE ONDEMAND INC | 12,010,000 | $11.89M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| CHKP | CHECK POINT SOFTWARE TECH | 145,730 | $11.86M | 0.1% | $79.63 | +4.1% | COMMON STOCK | M22465104 |
| — | RAMBUS INC | 10,000,000 | $11.7M | 0.1% | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | MERITAGE CORP | 11,635,000 | $11.5M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| — | ELECTRONICS FOR IMAGING INC | 10,500,000 | $11.31M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 286082AC6 |
| WHR | WHIRLPOOL CORP | 76,621 | $11.25M | 0.1% | $187.83 | -17.4% | COMMON STOCK | 963320106 |
| TMO | THERMO FISHER SCIENTIFIC INC | 78,175 | $11.09M | 0.1% | $85.49 | +51.5% | COMMON STOCK | 883556102 |
| SYF | SYNCHRONY FINANCIAL | 361,119 | $10.98M | 0.1% | $25.00 | 0.0% | COMMON STOCK | 87165B103 |
| — | LIGAND PHARMACEUTICALS INC | 7,000,000 | $10.89M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| — | SPIRIT REALTY CAPITAL INC | 11,320,000 | $10.85M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| UNH | UNITEDHEALTH GROUP INC | 88,777 | $10.44M | 0.1% | $55.04 | +80.4% | COMMON STOCK | 91324P102 |
| — | TOLL BROTHERS FINANCE CORP. | 10,280,000 | $10.4M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | DEPOMED INC | 9,000,000 | $10.33M | 0.1% | $1.17 | — | CONVERTIBLE SECURITY | 249908AA2 |
| — | INCYTE GENOMICS | 4,737,000 | $10.25M | 0.1% | $1.73 | — | CONVERTIBLE SECURITY | 45337CAM4 |
| — | LIVE NATION ENTERTAINMENT INC | 10,000,000 | $10.21M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| BMY | BRISTOL MYERS SQUIBB | 147,112 | $10.12M | 0.1% | $29.83 | +56.5% | COMMON STOCK | 110122108 |
| DUK | DUKE ENERGY CORP | 137,007 | $9.781M | 0.1% | $42.30 | +9.6% | COMMON STOCK | 26441C204 |
| — | XILINX INC | 5,895,000 | $9.675M | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 983919AF8 |
| VEEV | VEEVA SYSTEMS | 334,056 | $9.638M | 0.1% | $27.98 | -4.6% | COMMON STOCK | 922475108 |
| — | TAL EDUCATION GROUP | 5,250,000 | $9.565M | 0.1% | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| — | AIR METHODS CORP | 228,000 | $9.56M | 0.1% | $44.44 | — | COMMON STOCK | 009128307 |
| — | AMTRUST FIN SVCS | 10,121,000 | $9.458M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 032359AG6 |
| — | BROOKDALE SENIOR LIVING INC | 9,500,000 | $9.418M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 112463AA2 |
| — | EXPRESS SCRIPTS HOLDING CO | 101,560 | $8.877M | 0.1% | $67.43 | — | COMMON STOCK | 30219G108 |
| — | MONSANTO CO -NEW | 89,242 | $8.792M | 0.1% | $104.45 | — | COMMON STOCK | 61166W101 |
| — | BOTTOMLINE TECH | 7,750,000 | $8.782M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| — | DEMANDWARE | 160,700 | $8.673M | 0.1% | $64.87 | — | COMMON STOCK | 24802Y105 |
| PSX | PHILLIPS 66 | 103,561 | $8.471M | 0.1% | $44.95 | +31.4% | COMMON STOCK | 718546104 |
| ELV | ANTHEM INC | 60,628 | $8.454M | 0.1% | $110.38 | +8.3% | COMMON STOCK | 036752103 |
| ILMN | ILLUMINA INC | 44,020 | $8.449M | 0.1% | $106.31 | +51.8% | COMMON STOCK | 452327109 |
| — | ANACOR PHARMACEUTICALS | 2,300,000 | $8.436M | 0.1% | $3.67 | — | CONVERTIBLE SECURITY | 032420AC5 |
| — | HOLOGIC INC | 6,201,000 | $8.371M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 436440AC5 |
| — | CARDTRONICS INC | 8,800,000 | $8.248M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| SPG | SIMON PROPERTY GROUP INC | 42,099 | $8.186M | 0.1% | $86.99 | +33.2% | COMMON STOCK | 828806109 |
| SO | SOUTHN COMPANY | 172,005 | $8.048M | 0.1% | $26.34 | +12.5% | COMMON STOCK | 842587107 |
| PWR | QUANTA SERVICES INC | 392,760 | $7.953M | 0.1% | $28.60 | -26.2% | COMMON STOCK | 74762E102 |
| COP | CONOCOPHILLIPS | 170,261 | $7.949M | 0.1% | $42.89 | -10.5% | COMMON STOCK | 20825C104 |
| COF | CAPITAL ONE FINANCIAL CORP | 109,240 | $7.885M | 0.1% | $55.32 | +15.3% | COMMON STOCK | 14040H105 |
| PRU | PRUDENTIAL FINANCIAL INC | 96,494 | $7.856M | 0.0% | $44.30 | +18.8% | COMMON STOCK | 744320102 |
| USB | US BANCORP | 183,590 | $7.834M | 0.0% | $22.47 | +31.7% | COMMON STOCK | 902973304 |
| — | SANDISK CORP | 7,500,000 | $7.833M | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 80004CAF8 |
| TXN | TEXAS INSTRUMENTS INC | 141,696 | $7.766M | 0.0% | $33.07 | +27.8% | COMMON STOCK | 882508104 |
| — | MGIC INVESTMENT CORP | 7,484,000 | $7.756M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 552848AD5 |
| — | WPX ENERGY | 240,000 | $7.543M | 0.0% | $36.92 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| — | INTEL CORP | 5,736,000 | $7.389M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 458140AD2 |
| MS | MORGAN STANLEY | 230,082 | $7.319M | 0.0% | $21.61 | +15.7% | COMMON STOCK | 617446448 |
| GM | GENERAL MOTORS CO | 210,810 | $7.17M | 0.0% | $25.06 | +10.5% | COMMON STOCK | 37045V100 |
| — | LABORATORY CRP OF AMER HLDGS | 57,094 | $7.059M | 0.0% | $118.33 | — | COMMON STOCK | 50540R409 |
| — | NEWPARK RESOURCES | 7,800,000 | $7.032M | 0.0% | $1.30 | — | CONVERTIBLE SECURITY | 651718AC2 |
| — | OLD REPUBLIC INTL CORP | 5,490,000 | $6.979M | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| — | MEDIVATION INC | 142,210 | $6.874M | 0.0% | $78.62 | — | COMMON STOCK | 58501N101 |
| — | PHOTRONICS INC | 5,500,000 | $6.756M | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 719405AH5 |
| — | GLOBAL X FTSE GREECE 20 | 824,147 | $6.56M | 0.0% | $9.03 | — | COMMON STOCK | 37950E366 |
| — | CANADIAN SOLAR INC | 7,000,000 | $6.49M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 136635AE9 |
| CYH | COMMUNTY HEALTH SYSTEMS INC | 243,065 | $6.449M | 0.0% | $42.50 | -39.2% | COMMON STOCK | 203668108 |
| — | AETNA INC | 59,167 | $6.397M | 0.0% | $88.17 | — | COMMON STOCK | 00817Y108 |
| LUV | SOUTHWEST AIRLINES | 145,630 | $6.271M | 0.0% | $35.41 | +11.1% | COMMON STOCK | 844741108 |
| — | CHINA BIOLOGIC PRODUCTS INC | 43,630 | $6.216M | 0.0% | $89.83 | — | COMMON STOCK | 16938C106 |
| — | MICRON TECHNOLOGY INC | 3,850,000 | $6.147M | 0.0% | $2.01 | — | CONVERTIBLE SECURITY | 595112AX1 |
| — | CARRIZO OIL&GAS | 205,975 | $6.093M | 0.0% | $49.25 | — | COMMON STOCK | 144577103 |
| — | SPECTRANETICS | 8,000,000 | $6.079M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| ALL | ALLSTATE CORP | 97,491 | $6.053M | 0.0% | $37.24 | +33.6% | COMMON STOCK | 020002101 |
| — | TIME WARNER INC | 90,743 | $5.868M | 0.0% | $62.85 | — | COMMON STOCK | 887317303 |
| — | CHESAPEAKE ENERGY | 17,270,000 | $5.753M | 0.0% | $0.89 | — | CONVERTIBLE SECURITY | 165167CB1 |
| SCHW | SCHWAB (CHARLES) CORP | 174,577 | $5.749M | 0.0% | $25.44 | +9.6% | COMMON STOCK | 808513105 |
| DHR | DANAHER CORP | 61,525 | $5.714M | 0.0% | $33.00 | +15.8% | COMMON STOCK | 235851102 |
| PNC | PNC FINANCIAL SERVICES GROUP | 59,800 | $5.7M | 0.0% | $55.08 | +22.0% | COMMON STOCK | 693475105 |
| — | WALTER INVESTMENT MANAGEMENT | 8,735,000 | $5.671M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 93317WAA0 |
| — | TWENTY-FIRST CENTURY FOX INC | 208,152 | $5.653M | 0.0% | $34.59 | — | COMMON STOCK | 90130A101 |
| YUM | YUM! BRANDS INC | 77,347 | $5.65M | 0.0% | $48.59 | -10.9% | COMMON STOCK | 988498101 |
| FISV | FISERV INC | 61,525 | $5.627M | 0.0% | $28.68 | +63.7% | COMMON STOCK | 337738108 |
| KR | KROGER CO | 134,472 | $5.625M | 0.0% | $22.20 | +42.5% | COMMON STOCK | 501044101 |
| — | ARES CAPITAL CORP | 5,573,000 | $5.556M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| — | CIGNA CORP | 37,959 | $5.555M | 0.0% | $91.34 | — | COMMON STOCK | 125509109 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 5,000,000 | $5.432M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| KMI | KINDER MORGAN INC | 363,202 | $5.419M | 0.0% | $17.50 | -18.4% | COMMON STOCK | 49456B101 |
| MPC | MARATHON PETROLEUM | 103,761 | $5.379M | 0.0% | $32.99 | +15.4% | COMMON STOCK | 56585A102 |
| — | LINKEDIN CORPORATION | 23,790 | $5.355M | 0.0% | $199.47 | — | COMMON STOCK | 53578A108 |
| FDX | FEDEX CORP | 35,908 | $5.35M | 0.0% | $100.67 | +31.4% | COMMON STOCK | 31428X106 |
| DE | DEERE & CO | 69,339 | $5.288M | 0.0% | $69.55 | -6.5% | COMMON STOCK | 244199105 |
| AMCX | AMC NETWORKS INC | 70,790 | $5.287M | 0.0% | $71.90 | +6.8% | COMMON STOCK | 00164V103 |
| — | HELIX ENERGY SOLUTIONS GROUP | 6,850,000 | $5.276M | 0.0% | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| — | ENCORE CAPITAL GROUP INC | 5,000,000 | $5.262M | 0.0% | $1.55 | — | CONVERTIBLE SECURITY | 292554AD4 |
| — | VANTIV INC | 110,370 | $5.234M | 0.0% | $36.47 | — | COMMON STOCK | 92210H105 |
| — | NAVISTAR INTL | 10,000,000 | $5.057M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 63934EAQ1 |
| — | NAVISTAR INTL | 10,000,000 | $5.027M | 0.0% | $0.86 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| — | STARWOOD WAYPOINT RESIDENTIAL | 5,000,000 | $5.004M | 0.0% | $1.00 | — | CONVERTIBLE SECURITY | 85571WAD1 |
| — | STARWOOD PROPERTY TRUST INC | 5,000,000 | $4.931M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| — | QUIDEL CORP | 5,000,000 | $4.882M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| NFLX | NETFLIX INC | 42,553 | $4.867M | 0.0% | $10.35 | +10.4% | COMMON STOCK | 64110L106 |
| — | EMC CORP-MASS | 189,496 | $4.866M | 0.0% | $24.37 | — | COMMON STOCK | 268648102 |
| — | SINA CORP | 5,000,000 | $4.855M | 0.0% | $0.92 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| I 5.75 05/01/16 A | INTELSAT | 385,000 | $4.813M | 0.0% | $55.36 | — | CONVERTIBLE PREFERRED SECURITY | L5140P119 |
| CL | COLGATE-PALMOLIVE CO | 71,813 | $4.784M | 0.0% | $44.87 | +17.1% | COMMON STOCK | 194162103 |
| — | PRECISION CASTPARTS CORP | 20,152 | $4.675M | 0.0% | $238.16 | — | COMMON STOCK | 740189105 |
| — | FORESTAR GROUP INC | 6,000,000 | $4.674M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| — | SUNEDISON INC | 8,450,000 | $4.605M | 0.0% | $1.15 | — | CONVERTIBLE SECURITY | 86732YAC3 |
| LYB | LYONDELLBASELL INDUSTRIES | 52,536 | $4.565M | 0.0% | $38.35 | +35.6% | COMMON STOCK | N53745100 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $4.512M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| — | AVAGO TECHNOLOGIES LTD | 30,990 | $4.498M | 0.0% | $120.14 | — | COMMON STOCK | Y0486S104 |
| GD | GENERAL DYNAMICS CORP | 32,744 | $4.498M | 0.0% | $64.49 | +77.7% | COMMON STOCK | 369550108 |
| NXPI | NXP SEMICONDUCTORS | 53,000 | $4.465M | 0.0% | $80.11 | -5.1% | COMMON STOCK | N6596X109 |
| CAT | CATERPILLAR INC | 65,334 | $4.44M | 0.0% | $62.76 | -13.0% | COMMON STOCK | 149123101 |
| — | ENVESTNET INC | 5,000,000 | $4.436M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| — | BLACKROCK INC | 12,955 | $4.411M | 0.0% | $274.71 | — | COMMON STOCK | 09247X101 |
| KHC | KRAFT HEINZ CO/THE | 59,845 | $4.354M | 0.0% | $47.82 | -1.6% | COMMON STOCK | 500754106 |
| — | STONE ENERGY CP | 6,000,000 | $4.345M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 861642AN6 |
| — | CTRIP.COM INTL LTD | 92,230 | $4.273M | 0.0% | $46.33 | — | COMMON STOCK | 22943F100 |
| ADM | ARCHER DANIELS MIDLAND | 116,131 | $4.26M | 0.0% | $24.54 | +20.6% | COMMON STOCK | 039483102 |
| — | IGI LABORATORIES INC | 4,000,000 | $4.249M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 449575AB5 |
| — | J2 GLOBAL INC | 3,174,000 | $4.176M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| AMT | AMERICAN TOWER REIT INC | 42,972 | $4.166M | 0.0% | $72.75 | +4.4% | COMMON STOCK | 03027X100 |
| — | PROSPECT CAPITAL CORP | 4,176,000 | $4.163M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| — | SOLARCITY | 5,000,000 | $4.031M | 0.0% | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| AEP | AMER ELECTRIC POWER INC | 68,669 | $4.001M | 0.0% | $31.30 | +26.6% | COMMON STOCK | 025537101 |
| — | M/I HOMES INC | 4,000,000 | $3.974M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| — | INSULET CORP | 3,804,000 | $3.953M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| PYPL | PAYPAL HOLDINGS INC | 109,208 | $3.953M | 0.0% | $35.85 | -1.8% | COMMON STOCK | 70450Y103 |
| — | TIME WARNER CABLE | 21,262 | $3.946M | 0.0% | $166.95 | — | COMMON STOCK | 88732J207 |
| KMB | KIMBERLY-CLARK CORP | 30,766 | $3.917M | 0.0% | $64.11 | +32.6% | COMMON STOCK | 494368103 |
| D | DOMINION RESOURCES INC VA | 56,275 | $3.806M | 0.0% | $37.52 | +18.8% | COMMON STOCK | 25746U109 |
| ITW | ILL TOOL WORKS INC | 41,050 | $3.805M | 0.0% | $59.88 | +19.2% | COMMON STOCK | 452308109 |
| VLO | VALERO ENERGY | 53,078 | $3.753M | 0.0% | $29.97 | +51.8% | COMMON STOCK | 91913Y100 |
| — | BB&T CORPORATION | 97,562 | $3.689M | 0.0% | $34.66 | — | COMMON STOCK | 054937107 |
| — | PRAXAIR INC | 35,908 | $3.677M | 0.0% | $121.11 | — | COMMON STOCK | 74005P104 |
| LNC | LINCOLN NATIONAL CORP | 72,860 | $3.662M | 0.0% | $23.99 | +48.8% | COMMON STOCK | 534187109 |
| — | MICROCHIP TECHNOLOGY INC | 1,914,000 | $3.652M | 0.0% | $1.86 | — | CONVERTIBLE SECURITY | 595017AB0 |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 239,696 | $3.643M | 0.0% | $6.50 | 0.0% | COMMON STOCK | 42824C109 |
| JD | JD.COM | 110,000 | $3.549M | 0.0% | $32.26 | — | COMMON STOCK | 47215P106 |
| GIS | GENERAL MILLS INC | 61,525 | $3.548M | 0.0% | $32.74 | +23.6% | COMMON STOCK | 370334104 |
| PSA | STORAGE PROPERTIES | 14,147 | $3.504M | 0.0% | $129.33 | +21.2% | COMMON STOCK | 74460D109 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 34,559 | $3.498M | 0.0% | $70.94 | +19.1% | COMMON STOCK | V7780T103 |
| EW | EDWARDS LIFESCI | 44,290 | $3.498M | 0.0% | $21.35 | +21.6% | COMMON STOCK | 28176E108 |
| — | ST JUDE MEDICAL INC | 56,371 | $3.482M | 0.0% | $58.26 | — | COMMON STOCK | 790849103 |
| APD | AIR PRODUCTS & CHEMICALS INC | 26,667 | $3.47M | 0.0% | $71.08 | +37.8% | COMMON STOCK | 009158106 |
| HAL | HALLIBURTON CO | 100,688 | $3.427M | 0.0% | $37.95 | -18.4% | COMMON STOCK | 406216101 |
| — | COWEN GROUP INC | 3,500,000 | $3.393M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| — | TEVA PHARMACEUTICAL IND LTD | 2,150,000 | $3.367M | 0.0% | $1.09 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| CAH | CARDINAL HEALTH INC | 37,685 | $3.364M | 0.0% | $65.23 | -2.5% | COMMON STOCK | 14149Y108 |
| NBIS | YANDEX NV | 212,900 | $3.347M | 0.0% | $15.72 | — | COMMON STOCK | N97284108 |
| — | B2GOLD CORPORATION | 4,000,000 | $3.342M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| — | ZAYO GROUP HOLDINGS INC | 123,285 | $3.278M | 0.0% | $26.59 | — | COMMON STOCK | 98919V105 |
| AMP | AMERIPRISE FINANCIAL INC | 30,766 | $3.274M | 0.0% | $85.43 | +5.6% | COMMON STOCK | 03076C106 |
| PCG | P G & E CORP | 61,345 | $3.263M | 0.0% | $39.61 | +24.6% | COMMON STOCK | 69331C108 |
| PPG | PPG INDUSTRIES INC | 32,766 | $3.238M | 0.0% | $76.81 | +9.4% | COMMON STOCK | 693506107 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.193M | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| EQR | EQUITY RESIDENTIAL | 38,957 | $3.179M | 0.0% | $45.24 | +3.4% | COMMON STOCK | 29476L107 |
| EMR | EMERSON ELECTRIC CO | 65,805 | $3.147M | 0.0% | $40.84 | -10.6% | COMMON STOCK | 291011104 |
| LEN | LENNAR CORP | 63,637 | $3.112M | 0.0% | $30.49 | +42.2% | COMMON STOCK | 526057104 |
| TRV | TRAVELERS COMPANIES INC | 27,276 | $3.078M | 0.0% | $64.18 | +38.5% | COMMON STOCK | 89417E109 |
| PKG | PACKAGING CORP OF AMERICA | 48,533 | $3.06M | 0.0% | $56.08 | -13.3% | COMMON STOCK | 695156109 |
| VNO | VORNADO REALTY TRUST | 30,604 | $3.059M | 0.0% | $84.72 | — | COMMON STOCK | 929042109 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 69,660 | $3.027M | 0.0% | $24.34 | +51.5% | COMMON STOCK | 416515104 |
| EIX | EDISON INTL | 51,022 | $3.021M | 0.0% | $30.98 | +31.4% | COMMON STOCK | 281020107 |
| 1741046D | STERIS PLC | 40,095 | $3.021M | 0.0% | $75.35 | — | COMMON STOCK | G84720104 |
| EBAY | EBAY INC | 109,208 | $3.001M | 0.0% | $20.18 | +21.8% | COMMON STOCK | 278642103 |
| CCI | CROWN CASTLE INTL CORP | 33,179 | $2.868M | 0.0% | $54.17 | +2.6% | COMMON STOCK | 22822V101 |
| DVN | DEVON ENERGY CORPORATION | 89,215 | $2.855M | 0.0% | $37.64 | -24.6% | COMMON STOCK | 25179M103 |
| — | BLACKSTONE GROUP LP | 97,092 | $2.839M | 0.0% | $22.79 | — | COMMON STOCK | 09253U108 |
| — | CHUBB CORP | 20,843 | $2.765M | 0.0% | $86.97 | — | COMMON STOCK | 171232101 |
| HPQ | HP INC | 230,496 | $2.729M | 0.0% | $9.12 | 0.0% | COMMON STOCK | 40434L105 |
| — | IAC INTERACTIVECORP | 45,341 | $2.723M | 0.0% | $62.22 | — | COMMON STOCK | 44919P508 |
| ED | CONSOL EDISON | 41,897 | $2.693M | 0.0% | $37.64 | +18.5% | COMMON STOCK | 209115104 |
| TRMB | TRIMBLE NAVIGATION LTD | 124,000 | $2.66M | 0.0% | $20.78 | 0.0% | COMMON STOCK | 896239100 |
| IVV | ISHARES S&P 500 INDEX FUND | 12,804 | $2.623M | 0.0% | $200.23 | — | COMMON STOCK | 464287200 |
| — | WHOLE FOODS MARKET INC | 77,770 | $2.605M | 0.0% | $42.40 | — | COMMON STOCK | 966837106 |
| EXC | EXELON CORP | 93,570 | $2.598M | 0.0% | $15.65 | -9.4% | COMMON STOCK | 30161N101 |
| — | RENEWABLE ENERGY GROUP INC | 3,000,000 | $2.593M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 75972AAA1 |
| CMI | CUMMINS INC | 28,845 | $2.539M | 0.0% | $109.11 | -30.5% | COMMON STOCK | 231021106 |
| — | BLUCORA INC | 3,000,000 | $2.507M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 095229AB6 |
| — | NETSUITE INC | 2,500,000 | $2.488M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 64118QAB3 |
| MU | MICRON TECHNOLOGY INC | 174,935 | $2.477M | 0.0% | $28.18 | -44.7% | COMMON STOCK | 595112103 |
| PLD | PROLOGIS INC | 57,383 | $2.463M | 0.0% | $26.93 | +16.7% | COMMON STOCK | 74340W103 |
| — | YAHOO! INC | 73,833 | $2.456M | 0.0% | $44.44 | — | COMMON STOCK | 984332106 |
| — | SUNTRUST BANKS INC | 57,145 | $2.448M | 0.0% | $32.42 | — | COMMON STOCK | 867914103 |
| AVB | AVALONBAY COMMUNITIES INC | 13,281 | $2.445M | 0.0% | $109.80 | +15.8% | COMMON STOCK | 053484101 |
| — | CENTURYLINK INC | 96,483 | $2.428M | 0.0% | $35.41 | — | COMMON STOCK | 156700106 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 62,595 | $2.422M | 0.0% | $22.30 | +26.4% | COMMON STOCK | 744573106 |
| — | KELLOGG CO | 33,337 | $2.409M | 0.0% | $38.71 | +18.0% | COMMON STOCK | 487836108 |
| UAL | UNITED CONTINENTAL HOLDINGS IN | 41,921 | $2.402M | 0.0% | $57.39 | +0.6% | COMMON STOCK | 910047109 |
| — | BAXALTA | 61,525 | $2.401M | 0.0% | $31.52 | — | COMMON STOCK | 07177M103 |
| IVZ | INVESCO LTD | 71,431 | $2.392M | 0.0% | $18.88 | +9.5% | COMMON STOCK | G491BT108 |
| — | ROYAL DUTCH SHELL PLC | 52,162 | $2.388M | 0.0% | $45.78 | — | COMMON STOCK | 780259206 |
| WELL | WELLTOWER INC | 35,015 | $2.382M | 0.0% | $44.80 | -1.1% | COMMON STOCK | 95040Q104 |
| AGG | ISHARES BARCLAYS AGGREGATE | 21,795 | $2.354M | 0.0% | $108.01 | — | COMMON STOCK | 464287226 |
| BAX | BAXTER INTL INC | 61,525 | $2.347M | 0.0% | $30.58 | +1.5% | COMMON STOCK | 071813109 |
| — | MYLAN NV | 43,275 | $2.34M | 0.0% | $59.35 | — | COMMON STOCK | N59465109 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 51,918 | $2.335M | 0.0% | $24.69 | +35.5% | COMMON STOCK | 74251V102 |
| — | SPECTRA ENERGY CORP | 97,529 | $2.335M | 0.0% | $34.95 | — | COMMON STOCK | 847560109 |
| AZO | AUTOZONE INC | 3,101 | $2.301M | 0.0% | $500.14 | +52.6% | COMMON STOCK | 053332102 |
| — | JEFFERIES GROUP INC | 2,288,000 | $2.282M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 472319AG7 |
| MHK | MOHAWK INDS INC | 11,985 | $2.27M | 0.0% | $113.87 | +68.6% | COMMON STOCK | 608190104 |
| — | PROSPECT CAPITAL CORP | 2,300,000 | $2.255M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAL6 |
| NSC | NORFOLK SOTHN CORP | 26,351 | $2.229M | 0.0% | $62.40 | +10.8% | COMMON STOCK | 655844108 |
| — | SPLUNK INC | 37,450 | $2.202M | 0.0% | $66.43 | — | COMMON STOCK | 848637104 |
| — | NOBLE ENERGY INC | 66,670 | $2.195M | 0.0% | $62.05 | — | COMMON STOCK | 655044105 |
| — | GENERAL MOTORS CO | 88,470 | $2.157M | 0.0% | $24.39 | — | WARRANTS | 37045V118 |
| CBRE | CBRE GROUP INC | 62,008 | $2.144M | 0.0% | $35.25 | 0.0% | COMMON STOCK | 12504L109 |
| AAL | AMERICAN AIRLINES GROUP INC | 50,425 | $2.135M | 0.0% | $40.83 | +1.3% | COMMON STOCK | 02376R102 |
| — | BAKER HUGHES | 46,193 | $2.132M | 0.0% | $48.03 | — | COMMON STOCK | 057224107 |
| — | JUNIPER NETWORKS INC | 76,934 | $2.123M | 0.0% | $22.40 | — | COMMON STOCK | 48203R104 |
| MOS | MOSAIC CO | 76,613 | $2.114M | 0.0% | $45.74 | -42.8% | COMMON STOCK | 61945C103 |
| AFL | AFLAC INC | 35,240 | $2.111M | 0.0% | $20.11 | +22.0% | COMMON STOCK | 001055102 |
| FITB | FIFTH THIRD BK | 104,766 | $2.106M | 0.0% | $12.64 | +9.8% | COMMON STOCK | 316773100 |
| — | CHESAPEAKE ENRG | 4,200,000 | $2.099M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 165167BZ9 |
| FFIV | F5 NETWORKSINC | 21,430 | $2.078M | 0.0% | $84.15 | +28.5% | COMMON STOCK | 315616102 |
| — | EZCORP INC | 3,000,000 | $2.078M | 0.0% | $0.73 | — | CONVERTIBLE SECURITY | 302301AB2 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 4,313 | $2.07M | 0.0% | $12.23 | 0.0% | COMMON STOCK | 169656105 |
| REGN | REGENERON PHARMACEUTICALS INC | 3,809 | $2.068M | 0.0% | $240.53 | +124.0% | COMMON STOCK | 75886F107 |
| ROST | ROSS STORES INC | 38,098 | $2.05M | 0.0% | $36.67 | +26.1% | COMMON STOCK | 778296103 |
| AKAM | AKAMAI TECHNOLOGIES INC | 38,097 | $2.005M | 0.0% | $55.61 | +10.5% | COMMON STOCK | 00971T101 |
| RIO | RIO TINTO PLC | 68,756 | $2.002M | 0.0% | $41.08 | — | COMMON STOCK | 767204100 |
| APH | AMPHENOL CORP | 38,097 | $1.99M | 0.0% | $10.13 | +19.8% | COMMON STOCK | 032095101 |
| RF | REGIONS FINANCIAL CORP | 203,463 | $1.953M | 0.0% | $5.89 | +13.3% | COMMON STOCK | 7591EP100 |
| — | JNJ (ALZA CP) | 1,359,000 | $1.922M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| — | TOTAL SA | 42,597 | $1.915M | 0.0% | $44.96 | — | COMMON STOCK | 89151E109 |
| CMS | CMS ENERGY CORP | 52,383 | $1.89M | 0.0% | $18.61 | +41.9% | COMMON STOCK | 125896100 |
| — | COLONY FINANCIAL INC | 2,000,000 | $1.874M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| TRIP | TRIPADVISOR INC | 21,951 | $1.871M | 0.0% | $69.12 | +3.8% | COMMON STOCK | 896945201 |
| PPL | PPL CORP | 54,422 | $1.857M | 0.0% | $16.77 | +28.0% | COMMON STOCK | 69351T106 |
| TROW | T ROWE PRICE | 25,715 | $1.838M | 0.0% | $47.88 | +6.3% | COMMON STOCK | 74144T108 |
| — | COACH INC | 54,763 | $1.792M | 0.0% | $44.25 | — | COMMON STOCK | 189754104 |
| — | NATIONAL OILWELL VARCO INC | 53,093 | $1.778M | 0.0% | $67.11 | — | COMMON STOCK | 637071101 |
| MCHP | MICROCHIP TECHNOLOGY INC | 38,096 | $1.773M | 0.0% | $14.67 | +31.1% | COMMON STOCK | 595017104 |
| — | LABORATORY CORP LYONS | 1,060,000 | $1.758M | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| CF | CF INDUSTRIES HOLDINGS INC | 42,866 | $1.749M | 0.0% | $41.50 | -14.8% | COMMON STOCK | 125269100 |
| VTR | VENTAS INC | 30,955 | $1.747M | 0.0% | $53.43 | -34.6% | COMMON STOCK | 92276F100 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $1.739M | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| BEN | FRANKLIN RESOURCES INC | 46,604 | $1.716M | 0.0% | $29.69 | -19.1% | COMMON STOCK | 354613101 |
| BC | BRUNSWICK CORPORATION | 33,712 | $1.703M | 0.0% | $35.89 | +20.8% | COMMON STOCK | 117043109 |
| — | SYMANTEC CORP | 80,956 | $1.7M | 0.0% | $22.99 | — | COMMON STOCK | 871503108 |
| PNR | PENTAIR PLC | 33,337 | $1.651M | 0.0% | $41.76 | -26.0% | COMMON STOCK | G7S00T104 |
| CAG | CONAGRA FOODS INC | 38,097 | $1.606M | 0.0% | $16.82 | +33.4% | COMMON STOCK | 205887102 |
| — | WELLPOINT INC | 825,000 | $1.579M | 0.0% | $2.07 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | XILINX INC | 11,275 | $1.563M | 0.0% | — | — | Call | 983919901 |
| ETR | ENTERGY CORP | 22,859 | $1.563M | 0.0% | $20.57 | +9.8% | COMMON STOCK | 29364G103 |
| — | MEAD JOHNSON NUTRITION CO | 19,681 | $1.554M | 0.0% | $80.24 | — | COMMON STOCK | 582839106 |
| — | VIACOM INC | 37,417 | $1.54M | 0.0% | $69.38 | — | COMMON STOCK | 92553P201 |
| XEL | XCEL ENERGY INC | 42,860 | $1.539M | 0.0% | $20.36 | +27.8% | COMMON STOCK | 98389B100 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.539M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 09257WAA8 |
| BLD | TOPBUILD | 49,999 | $1.538M | 0.0% | $30.95 | -3.1% | COMMON STOCK | 89055F103 |
| A | AGILENT TECHNOLOGIES INC | 36,654 | $1.533M | 0.0% | $34.12 | +4.6% | COMMON STOCK | 00846U101 |
| FE | FIRSTENERGY CORP | 47,622 | $1.511M | 0.0% | $23.88 | -13.8% | COMMON STOCK | 337932107 |
| — | DANAHER CORP | 556,000 | $1.499M | 0.0% | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| FLR | FLUOR CORP-NEW | 31,431 | $1.484M | 0.0% | $54.07 | -20.9% | COMMON STOCK | 343412102 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.483M | 0.0% | $15.16 | +6.4% | COMMON STOCK | 56501R106 |
| — | QIHOO 360 TECHNOLOGY | 1,530,000 | $1.48M | 0.0% | $0.88 | — | CONVERTIBLE SECURITY | 74734MAE9 |
| HST | HOST HOTELS & RESORTS INC | 94,531 | $1.45M | 0.0% | $14.11 | -21.8% | COMMON STOCK | 44107P104 |
| — | GENERAL MOTORS CO | 88,470 | $1.447M | 0.0% | $16.70 | — | WARRANTS | 37045V126 |
| NEM | NEWMONT MINING CORP | 80,002 | $1.439M | 0.0% | $25.34 | -43.1% | COMMON STOCK | 651639106 |
| — | ENERGY XXI BERMUDA | 22,500,000 | $1.406M | 0.0% | $0.30 | — | CONVERTIBLE SECURITY | 29274UAB7 |
| EQT | EQT CORP | 26,669 | $1.39M | 0.0% | $45.40 | -32.0% | COMMON STOCK | 26884L109 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 30,000 | $1.353M | 0.0% | $31.80 | +33.8% | COMMON STOCK | 302130109 |
| UAA | UNDER ARMOUR INC | 16,616 | $1.339M | 0.0% | $40.45 | +12.7% | COMMON STOCK | 904311107 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 19,048 | $1.328M | 0.0% | $75.29 | -2.7% | COMMON STOCK | 23918K108 |
| KMX | CARMAX INC | 23,810 | $1.285M | 0.0% | $49.00 | +16.5% | COMMON STOCK | 143130102 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $1.266M | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| — | NEW YORK CMTY TRUST V | 25,365 | $1.253M | 0.0% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| — | AMERICA MOVIL SA | 86,500 | $1.216M | 0.0% | $21.74 | — | COMMON STOCK | 02364W105 |
| DRI | DARDEN RESTAURANTS INC | 19,048 | $1.212M | 0.0% | $35.12 | +24.0% | COMMON STOCK | 237194105 |
| HSY | HERSHEY FOODS CORP | 13,335 | $1.19M | 0.0% | $65.69 | +7.1% | COMMON STOCK | 427866108 |
| — | APACHE CORP | 26,185 | $1.164M | 0.0% | $78.55 | — | COMMON STOCK | 037411105 |
| MAC | MACERICH COMPANY | 14,289 | $1.153M | 0.0% | $74.63 | — | COMMON STOCK | 554382101 |
| FCX | FREEPORT-MCMORAN INC | 167,248 | $1.132M | 0.0% | $24.87 | -65.3% | COMMON STOCK | 35671D857 |
| RHI | ROBERT HALF INTL INC | 23,810 | $1.122M | 0.0% | $36.84 | +36.9% | COMMON STOCK | 770323103 |
| — | FIDELITY NL FIN | 566,000 | $1.081M | 0.0% | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| WT | WISDOMTREE INVESTMENTS INC | 68,700 | $1.077M | 0.0% | $13.65 | +34.5% | COMMON STOCK | 97717P104 |
| DHI | D R HORTON INC | 33,336 | $1.068M | 0.0% | $20.85 | +33.7% | COMMON STOCK | 23331A109 |
| VGK | VANGUARD FTSE EUROPE | 21,400 | $1.067M | 0.0% | $49.16 | — | COMMON STOCK | 922042874 |
| ABEV | COMPANHIA DE BEBIDAS | 235,000 | $1.048M | 0.0% | $7.28 | — | COMMON STOCK | 02319V103 |
| DGX | QUEST DIAGNOSTC | 14,286 | $1.016M | 0.0% | $46.22 | +19.0% | COMMON STOCK | 74834L100 |
| — | RPM INTL INC | 881,000 | $1.007M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 749685AT0 |
| DVY | ISHARES DJ SELECT DVD | 13,123 | $986K | 0.0% | $72.88 | — | COMMON STOCK | 464287168 |
| GOGO | GOGO INC | 55,275 | $984K | 0.0% | $20.13 | -15.5% | COMMON STOCK | 38046C109 |
| — | CEPHEID INC | 26,667 | $974K | 0.0% | $49.29 | — | COMMON STOCK | 15670R107 |
| ES | EVERSOURCE ENERGY | 19,048 | $973K | 0.0% | $36.21 | -0.9% | COMMON STOCK | 30040W108 |
| — | L-3 COMMUNICATIONS HOLDINGS | 8,054 | $963K | 0.0% | $125.09 | — | COMMON STOCK | 502424104 |
| AES | AES CORP | 100,005 | $957K | 0.0% | $8.21 | -16.3% | COMMON STOCK | 00130H105 |
| WMB | WILLIAMS CO. | 36,388 | $935K | 0.0% | $27.42 | -28.6% | COMMON STOCK | 969457100 |
| — | ELECTRONIC ARTS INC | 4,650 | $934K | 0.0% | — | — | Call | 285512909 |
| IUSG | BARCLAY/ISHARES FUNDS | 11,480 | $932K | 0.0% | $81.18 | — | COMMON STOCK | 464287671 |
| — | JACOBS ENGINEERING GROUP INC | 22,026 | $924K | 0.0% | $55.13 | — | COMMON STOCK | 469814107 |
| — | LENNAR CORP | 5,125 | $922K | 0.0% | — | — | Call | 526057904 |
| M | MACYS INC | 26,191 | $916K | 0.0% | $48.71 | -11.0% | COMMON STOCK | 55616P104 |
| — | MARATHON OIL CP | 71,547 | $901K | 0.0% | $31.96 | — | COMMON STOCK | 565849106 |
| KLAC | KLA-TENCOR CORP | 12,763 | $885K | 0.0% | $41.11 | +29.9% | COMMON STOCK | 482480100 |
| — | AIRGAS INC | 6,189 | $856K | 0.0% | $106.00 | — | COMMON STOCK | 009363102 |
| BURL | BURLINGTON STORES INC | 19,815 | $850K | 0.0% | $53.40 | -13.2% | COMMON STOCK | 122017106 |
| RRGB | RED ROBIN GOURMET BURGERS INC | 13,580 | $838K | 0.0% | $73.79 | -5.0% | COMMON STOCK | 75689M101 |
| — | HESS CORP | 17,143 | $831K | 0.0% | $77.33 | — | COMMON STOCK | 42809H107 |
| TGT | TARGET CORP | 11,416 | $829K | 0.0% | $49.37 | +11.9% | COMMON STOCK | 87612E106 |
| — | MICHAEL KORS HOLDINGS LIMITED | 20,544 | $823K | 0.0% | $62.02 | — | COMMON STOCK | G60754101 |
| R | RYDER SYS | 14,149 | $804K | 0.0% | $66.08 | 0.0% | COMMON STOCK | 783549108 |
| — | BERRY PLASTICS HOLDING CORP | 21,810 | $789K | 0.0% | $31.92 | — | COMMON STOCK | 08579W103 |
| — | KANSAS CITY SOUTHERN | 10,533 | $786K | 0.0% | $106.77 | — | COMMON STOCK | 485170302 |
| — | INTERPUBLIC GROUP OF COS | 33,334 | $776K | 0.0% | $9.16 | +67.9% | COMMON STOCK | 460690100 |
| EFAV | ISHARES MSCI EAFE MINIMUM VO | 11,862 | $769K | 0.0% | $62.67 | — | COMMON STOCK | 46429B689 |
| INDA | BARCLAY/ISHARES FUNDS | 27,588 | $759K | 0.0% | $28.56 | — | COMMON STOCK | 46429B598 |
| — | FORTRESS INVESTMENT GROUP | 149,189 | $759K | 0.0% | $7.66 | — | COMMON STOCK | 34958B106 |
| — | HORSEHEAD HOLDING CORP | 2,950,000 | $753K | 0.0% | $1.10 | — | CONVERTIBLE SECURITY | 440694AB3 |
| GMED | GLOBUS MEDICAL | 26,800 | $746K | 0.0% | $22.79 | +10.1% | COMMON STOCK | 379577208 |
| GAP | GAP INC | 29,525 | $729K | 0.0% | $27.03 | -31.2% | COMMON STOCK | 364760108 |
| ZD | J2 GLOBAL INC | 8,835 | $727K | 0.0% | $56.42 | +20.4% | COMMON STOCK | 48123V102 |
| DPZ | DOMINOS PIZZA INC | 6,486 | $722K | 0.0% | $99.03 | -3.4% | COMMON STOCK | 25754A201 |
| THRM | GENTHERM INC | 14,995 | $711K | 0.0% | $43.43 | +10.4% | COMMON STOCK | 37253A103 |
| — | FXCM INC | 1,000,000 | $700K | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 302693AB2 |
| — | INTERNAP CORP | 109,300 | $700K | 0.0% | $7.82 | — | COMMON STOCK | 45885A300 |
| — | MACQUARIE INFRASTRUCTURE CO | 616,000 | $692K | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| — | LENDINGCLUB | 62,000 | $685K | 0.0% | $13.73 | — | COMMON STOCK | 52603A109 |
| TBHC | KIRKLAND'S INC | 47,200 | $684K | 0.0% | $20.87 | -9.1% | COMMON STOCK | 497498105 |
| — | CAMERON INTL CORP | 10,300 | $651K | 0.0% | $61.05 | — | COMMON STOCK | 13342B105 |
| EMN | EASTMAN CHEM CO | 9,524 | $643K | 0.0% | $47.81 | +5.3% | COMMON STOCK | 277432100 |
| HURN | HURON CONSULTING GROUP INC | 10,795 | $641K | 0.0% | $67.32 | -16.5% | COMMON STOCK | 447462102 |
| — | DISCOVERY COMMUNICATIONS INC | 23,810 | $635K | 0.0% | $66.95 | — | COMMON STOCK | 25470F104 |
| — | DISCOVERY COMMUNICATIONS | 23,810 | $600K | 0.0% | $37.29 | — | COMMON STOCK | 25470F302 |
| YELP | YELP INC | 20,000 | $576K | 0.0% | $27.74 | -5.3% | COMMON STOCK | 985817105 |
| — | NXSTAGE MEDICAL INC | 25,200 | $552K | 0.0% | $16.94 | — | COMMON STOCK | 67072V103 |
| — | BELMOND LTD | 57,100 | $542K | 0.0% | $11.40 | — | COMMON STOCK | G1154H107 |
| WK | WORKIVA | 30,800 | $541K | 0.0% | $14.04 | +23.0% | COMMON STOCK | 98139A105 |
| — | ZELTIQ AESTHETICS | 18,190 | $519K | 0.0% | $29.38 | — | COMMON STOCK | 98933Q108 |
| — | PRIVATEBANCORP INC | 12,600 | $517K | 0.0% | $23.09 | — | COMMON STOCK | 742962103 |
| HP | HELMERICH & PAYNE INC | 9,523 | $510K | 0.0% | $72.44 | -23.7% | COMMON STOCK | 423452101 |
| TDC | TERADATA CORP | 19,048 | $503K | 0.0% | $55.04 | -48.8% | COMMON STOCK | 88076W103 |
| — | POLYONE CORP | 15,380 | $488K | 0.0% | $37.13 | — | COMMON STOCK | 73179P106 |
| STAA | STAAR SURGICAL | 68,200 | $487K | 0.0% | $13.85 | -41.5% | COMMON STOCK | 852312305 |
| AL | AIR LEASE | 14,355 | $481K | 0.0% | $28.46 | -0.2% | COMMON STOCK | 00912X302 |
| CRTO | CRITEO SA | 12,100 | $479K | 0.0% | $46.33 | — | COMMON STOCK | 226718104 |
| CALX | CALIX INC | 60,500 | $476K | 0.0% | $9.65 | -18.9% | COMMON STOCK | 13100M509 |
| EEM | ISHARES MSCI EMERGING MKTS IND | 14,700 | $473K | 0.0% | $32.78 | — | COMMON STOCK | 464287234 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 7,900 | $463K | 0.0% | $39.46 | +49.1% | COMMON STOCK | G66721104 |
| — | VODAFONE GROUP PLC | 1,750 | $453K | 0.0% | — | — | Call | 92857W908 |
| — | VITAMIN SHOPPE INC | 13,800 | $451K | 0.0% | $45.47 | — | COMMON STOCK | 92849E101 |
| PRGS | PROGRESS SOFTWA | 18,700 | $449K | 0.0% | $25.96 | -8.0% | COMMON STOCK | 743312100 |
| — | US ECOLOGY INC | 12,200 | $445K | 0.0% | $44.26 | — | COMMON STOCK | 91732J102 |
| — | GTT COMMUNICATIONS INC | 25,800 | $440K | 0.0% | $13.22 | — | COMMON STOCK | 362393100 |
| — | KKR & CO LP | 28,215 | $440K | 0.0% | $16.76 | — | COMMON STOCK | 48248M102 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTION | 27,700 | $426K | 0.0% | $17.17 | -16.5% | COMMON STOCK | 01988P108 |
| — | LAM RESEARCH CORP | 5,300 | $421K | 0.0% | $79.43 | — | COMMON STOCK | 512807108 |
| — | XILINX INC | 8,850 | $416K | 0.0% | $44.32 | — | COMMON STOCK | 983919101 |
| — | HARRIS CORP | 4,600 | $400K | 0.0% | $86.96 | — | COMMON STOCK | 413875105 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 472,000 | $396K | 0.0% | $1.08 | — | CONVERTIBLE SECURITY | 73640QAB1 |
| — | ACORDA THERAPEUTICS INC | 8,900 | $381K | 0.0% | $26.46 | — | COMMON STOCK | 00484M106 |
| — | ARES CAPITAL CORP | 373,000 | $374K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 04010LAD5 |
| OMC | OMNICOM GROUP INC | 4,821 | $365K | 0.0% | $50.49 | +3.0% | COMMON STOCK | 681919106 |
| WRB | WR BERKLEY CORP | 6,605 | $362K | 0.0% | $11.73 | +10.6% | COMMON STOCK | 084423102 |
| NICE | NICE SYSTEMS LTD | 6,300 | $361K | 0.0% | $51.04 | — | COMMON STOCK | 653656108 |
| — | DRIL-QUIP | 6,020 | $357K | 0.0% | $92.48 | — | COMMON STOCK | 262037104 |
| BOH | BANK OF HAWAII | 5,540 | $348K | 0.0% | $40.08 | +13.5% | COMMON STOCK | 062540109 |
| AOS | SMITH (AO) CORP | 4,500 | $345K | 0.0% | $20.94 | +52.6% | COMMON STOCK | 831865209 |
| — | CANTEL MED CORP | 5,400 | $336K | 0.0% | $62.22 | — | COMMON STOCK | 138098108 |
| UNM | UNUMPROVIDENT CORP | 9,790 | $326K | 0.0% | $33.17 | +4.0% | COMMON STOCK | 91529Y106 |
| PRAA | PRA GROUP INC | 9,080 | $315K | 0.0% | $55.85 | -19.9% | COMMON STOCK | 69354N106 |
| — | CEDAR FAIR | 5,600 | $313K | 0.0% | $55.89 | — | COMMON STOCK | 150185106 |
| SWK | STANLEY BLACK & DECKER INC | 2,655 | $283K | 0.0% | $78.82 | +2.9% | COMMON STOCK | 854502101 |
| — | OTONOMY | 10,100 | $280K | 0.0% | $27.72 | — | COMMON STOCK | 68906L105 |
| MUR | MURPHY OIL CORP | 12,381 | $278K | 0.0% | $33.48 | -45.1% | COMMON STOCK | 626717102 |
| BKU | BANKUNITED | 7,700 | $278K | 0.0% | $24.85 | +10.1% | COMMON STOCK | 06652K103 |
| SBNY | SIGNATURE BANK | 1,785 | $274K | 0.0% | $129.43 | — | COMMON STOCK | 82669G104 |
| — | SOUTHWESTERN ENERGY CO | 1,150 | $272K | 0.0% | — | — | Call | 845467909 |
| CVI | CVR ENERGY INC | 6,900 | $272K | 0.0% | $17.41 | +6.8% | COMMON STOCK | 12662P108 |
| — | HEALTH NET INC | 3,900 | $267K | 0.0% | $60.47 | — | COMMON STOCK | 42222G108 |
| PGR | PROGRESSIVE CORP, OHIO | 8,340 | $265K | 0.0% | $19.50 | +20.1% | COMMON STOCK | 743315103 |
| — | FRANK'S INTERNATIONAL NV | 15,300 | $255K | 0.0% | $15.64 | — | COMMON STOCK | N33462107 |
| — | NOBLE CORP PLC | 24,000 | $253K | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| MD | MEDNAX INC | 3,500 | $251K | 0.0% | $69.74 | +6.1% | COMMON STOCK | 58502B106 |
| — | TD AMERITRADE HOLDING CORP | 7,200 | $250K | 0.0% | $34.72 | — | COMMON STOCK | 87236Y108 |
| CINF | CINCINNATI FINANCIAL CORP | 4,075 | $241K | 0.0% | $38.50 | +16.4% | COMMON STOCK | 172062101 |
| — | GREENBRIER COMPANIES INC | 750 | $240K | 0.0% | — | — | Put | 393657951 |
| EBS | EMERGENT BIOSOLUTIONS INC | 5,900 | $236K | 0.0% | $32.95 | +5.8% | COMMON STOCK | 29089Q105 |
| NTRS | NORTHERN TRUST CORP | 3,200 | $231K | 0.0% | $54.64 | 0.0% | COMMON STOCK | 665859104 |
| HRB | BLOCK H & R INC | 6,900 | $230K | 0.0% | $22.90 | +5.5% | COMMON STOCK | 093671105 |
| GNTX | GENTEX CORP | 14,000 | $224K | 0.0% | $17.65 | -8.4% | COMMON STOCK | 371901109 |
| GPC | GENUINE PARTS CO | 2,600 | $223K | 0.0% | $70.41 | -7.4% | COMMON STOCK | 372460105 |
| DLR | DIGITAL REALTY TRUST INC | 2,950 | $223K | 0.0% | $50.41 | 0.0% | COMMON STOCK | 253868103 |
| — | DST SYSTEMS INC | 1,950 | $222K | 0.0% | $105.13 | — | COMMON STOCK | 233326107 |
| — | LEGG MASON INC | 5,660 | $222K | 0.0% | $55.12 | — | COMMON STOCK | 524901105 |
| DOV | DOVER CORP | 3,600 | $221K | 0.0% | $42.55 | 0.0% | COMMON STOCK | 260003108 |
| UHS | UNIVERSAL HEALTH SVCS | 1,840 | $220K | 0.0% | $133.25 | -12.1% | COMMON STOCK | 913903100 |
| — | ITT INDUSTRIES INC | 6,040 | $219K | 0.0% | $39.90 | — | COMMON STOCK | 450911201 |
| BRO | BROWN & BROWN INC | 6,805 | $218K | 0.0% | $14.58 | +0.1% | COMMON STOCK | 115236101 |
| HUBB | HUBBELL INC | 2,135 | $216K | 0.0% | $76.44 | 0.0% | COMMON STOCK | 443510607 |
| — | GENERAL GROWTH PROPERTIES | 7,900 | $215K | 0.0% | $25.70 | — | COMMON STOCK | 370023103 |
| KSS | KOHLS CORP | 4,500 | $214K | 0.0% | $46.24 | 0.0% | COMMON STOCK | 500255104 |
| EWBC | EAST WEST BANCORP INC | 5,135 | $213K | 0.0% | $32.56 | 0.0% | COMMON STOCK | 27579R104 |
| TER | TERADYNE INC | 10,200 | $211K | 0.0% | $17.22 | +8.5% | COMMON STOCK | 880770102 |
| XYL | XYLEM INC | 5,740 | $210K | 0.0% | $31.95 | 0.0% | COMMON STOCK | 98419M100 |
| MRSH | MARSH & MCLENNAN COS | 3,770 | $209K | 0.0% | $46.40 | 0.0% | COMMON STOCK | 571748102 |
| IBN | ICICI BANK LTD | 26,675 | $209K | 0.0% | $10.07 | — | COMMON STOCK | 45104G104 |
| GT | GOODYEAR TIRE & RUBBER CO | 6,300 | $206K | 0.0% | $32.79 | 0.0% | COMMON STOCK | 382550101 |
| — | HCP INC | 5,400 | $206K | 0.0% | $37.22 | — | COMMON STOCK | 40414L109 |
| ADP | AUTOMATIC DATA | 2,430 | $206K | 0.0% | $69.13 | 0.0% | COMMON STOCK | 053015103 |
| MXL | MAXLINEAR INC | 13,800 | $203K | 0.0% | $9.14 | +64.6% | COMMON STOCK | 57776J100 |
| — | SL GREEN REALTY CORP | 1,800 | $203K | 0.0% | $112.78 | — | COMMON STOCK | 78440X101 |
| — | VIDEOCON D2H LIMITED | 20,500 | $182K | 0.0% | $8.88 | — | COMMON STOCK | 92657J101 |
| — | MARKET VECTORS VIETNAM ETF | 11,622 | $172K | 0.0% | $14.80 | — | COMMON STOCK | 57060U761 |
| — | CHINA LIFE INSURANCE CO | 10,500 | $168K | 0.0% | $16.00 | — | COMMON STOCK | 16939P106 |
| — | PROSPECT CAPITAL CORP | 155,000 | $148K | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| — | ARES CAPITAL CORP | 27,000 | $27,000 | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 04010LAG8 |
| — | LAM RESEARCH CORP | 12,000 | $17,000 | 0.0% | $1.42 | — | CONVERTIBLE SECURITY | 512807AL2 |