Location: Naperville, IL
CIK: 0001455258 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: Apr 25, 2016
Total Value: $520M (88.7% shares, 11.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CALAMOS DYNAMIC CONVERTIBLE | 1,107,790 | $19.14M | 3.7% | $17.83 | — | COMMON STOCK | 12811V105 |
| AAPL | APPLE INC | 173,318 | $18.89M | 3.6% | $19.46 | +15.9% | COMMON STOCK | 037833100 |
| — | CALAMOS FOCUS GROWTH ETF | 1,510,000 | $14.65M | 2.8% | $10.57 | — | COMMON STOCK | 12811T100 |
| MSFT | MICROSOFT CORP | 235,991 | $13.03M | 2.5% | $37.23 | +23.8% | COMMON STOCK | 594918104 |
| GOOGL | ALPHABET INC | 15,678 | $11.96M | 2.3% | $36.72 | -0.5% | COMMON STOCK | 02079K305 |
| HD | HOME DEPOT | 63,083 | $8.417M | 1.6% | $69.53 | +41.5% | COMMON STOCK | 437076102 |
| IVE | ISHARES S&P 500 VALUE ETF | 88,526 | $7.961M | 1.5% | $91.36 | — | COMMON STOCK | 464287408 |
| ACN | ACCENTURE PLC | 65,689 | $7.581M | 1.5% | $75.99 | +15.4% | COMMON STOCK | G1151C101 |
| — | GUGGENHEIM S&P 500 PURE GROWTH | 93,969 | $7.461M | 1.4% | $82.30 | — | COMMON STOCK | 78355W403 |
| IVV | ISHARES S&P 500 INDEX FUND | 35,915 | $7.422M | 1.4% | $203.98 | — | COMMON STOCK | 464287200 |
| AGG | ISHARES BARCLAYS AGGREGATE | 64,397 | $7.137M | 1.4% | $109.02 | — | COMMON STOCK | 464287226 |
| WFC | WELLS FARGO & COMPANY | 146,235 | $7.072M | 1.4% | $31.79 | +16.7% | COMMON STOCK | 949746101 |
| IWV | ISHARES RUSSELL 3000 | 55,384 | $6.694M | 1.3% | $115.97 | — | COMMON STOCK | 464287689 |
| SBUX | STARBUCKS CORP | 108,477 | $6.476M | 1.2% | $36.47 | +30.0% | COMMON STOCK | 855244109 |
| — | WALGREENS BOOTS ALLIANCE INC | 75,710 | $6.378M | 1.2% | $78.65 | — | COMMON STOCK | 931427108 |
| META | FACEBOOK INC | 54,766 | $6.249M | 1.2% | $41.82 | +150.5% | COMMON STOCK | 30303M102 |
| — | GENERAL ELECTRIC CO | 195,525 | $6.216M | 1.2% | $26.29 | — | COMMON STOCK | 369604103 |
| JPM | JP MORGAN CHASE & CO | 104,144 | $6.167M | 1.2% | $39.92 | +12.4% | COMMON STOCK | 46625H100 |
| JNJ | JOHNSON & JOHNSON | 56,799 | $6.146M | 1.2% | $69.19 | +13.8% | COMMON STOCK | 478160104 |
| CMCSA | COMCAST CORP | 97,951 | $5.983M | 1.2% | $22.67 | +0.4% | COMMON STOCK | 20030N101 |
| KO | COCA-COLA CO | 121,131 | $5.619M | 1.1% | $28.37 | +12.3% | COMMON STOCK | 191216100 |
| LMT | LOCKHEED MARTIN CORP | 25,016 | $5.541M | 1.1% | $149.09 | +10.8% | COMMON STOCK | 539830109 |
| DIS | DISNEY WALT CO | 52,960 | $5.259M | 1.0% | $84.24 | +5.6% | COMMON STOCK | 254687106 |
| MRK | MERCK & CO | 95,160 | $5.035M | 1.0% | $33.98 | +6.0% | COMMON STOCK | 58933Y105 |
| XOM | EXXON MOBIL CORP | 57,754 | $4.828M | 0.9% | $55.46 | -6.3% | COMMON STOCK | 30231G102 |
| NEE | NEXTERA ENERGY INC | 38,382 | $4.542M | 0.9% | $19.84 | +9.9% | COMMON STOCK | 65339F101 |
| PEP | PEPSICO INC | 44,084 | $4.518M | 0.9% | $68.53 | +6.9% | COMMON STOCK | 713448108 |
| BA | BOEING CO | 35,257 | $4.475M | 0.9% | $118.12 | -5.3% | COMMON STOCK | 097023105 |
| EFAV | ISHARES MSCI EAFE MINIMUM VO | 67,228 | $4.467M | 0.9% | $65.86 | — | COMMON STOCK | 46429B689 |
| PG | PROCTER & GAMBLE CO | 53,951 | $4.441M | 0.9% | $63.16 | -2.4% | COMMON STOCK | 742718109 |
| PFE | PFIZER INC | 143,130 | $4.242M | 0.8% | $17.96 | +4.0% | COMMON STOCK | 717081103 |
| — | LIBERTY | 2,535,000 | $4.233M | 0.8% | $1.50 | — | CONVERTIBLE SECURITY | 530610AC8 |
| MA | MASTERCARD INC | 43,427 | $4.104M | 0.8% | $74.15 | +12.5% | COMMON STOCK | 57636Q104 |
| NKE | NIKE INC | 65,014 | $3.996M | 0.8% | $44.81 | +18.7% | COMMON STOCK | 654106103 |
| MET | METLIFE INC | 89,966 | $3.953M | 0.8% | $31.80 | -15.9% | COMMON STOCK | 59156R108 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 16,656 | $3.916M | 0.8% | $42.30 | +1.3% | COMMON STOCK | 45866F104 |
| EFA | ISHARES MSCI EAFE INDEX FUND | 66,494 | $3.801M | 0.7% | $58.04 | — | COMMON STOCK | 464287465 |
| — | ARES CAPITAL CORP | 3,594,000 | $3.655M | 0.7% | $1.02 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| DVY | ISHARES DJ SELECT DVD | 43,219 | $3.53M | 0.7% | $79.48 | — | COMMON STOCK | 464287168 |
| SYK | STRYKER CORP | 32,615 | $3.499M | 0.7% | $76.40 | +15.4% | COMMON STOCK | 863667101 |
| AMZN | AMAZON.COM INC | 5,837 | $3.465M | 0.7% | $14.85 | +91.1% | COMMON STOCK | 023135106 |
| — | SPDR TRUST SERIES 1 | 11,000 | $3.328M | 0.6% | — | — | Put | 78464A959 |
| HON | HONEYWELL INTL | 29,185 | $3.27M | 0.6% | $74.64 | +2.3% | COMMON STOCK | 438516106 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 3,522 | $3.237M | 0.6% | $1039.29 | — | CONVERTIBLE PREFERRED SECURITY | G0177J116 |
| VZ | VERIZON COMM | 58,223 | $3.149M | 0.6% | $27.50 | +9.2% | COMMON STOCK | 92343V104 |
| — | REYNOLDS AMERICAN INC | 61,969 | $3.118M | 0.6% | $57.35 | — | COMMON STOCK | 761713106 |
| CVX | CHEVRONTEXACO CORP | 32,116 | $3.064M | 0.6% | $67.15 | -14.5% | COMMON STOCK | 166764100 |
| T | AT&T INC | 77,832 | $3.049M | 0.6% | $12.25 | +13.0% | COMMON STOCK | 00206R102 |
| AIG | AMER INTL GROUP | 56,298 | $3.043M | 0.6% | $39.40 | +6.9% | COMMON STOCK | 026874784 |
| SLB | SCHLUMBERGER LTD | 40,867 | $3.014M | 0.6% | $57.59 | -7.8% | COMMON STOCK | 806857108 |
| MO | ALTRIA GROUP INC | 47,780 | $2.994M | 0.6% | $26.55 | +17.1% | COMMON STOCK | 02209S103 |
| — | LIBERTY MEDIA CORPORATION | 3,011,000 | $2.988M | 0.6% | $0.95 | — | CONVERTIBLE SECURITY | 531229AB8 |
| — | UNITED TECHNOLOGIES CORP | 28,583 | $2.861M | 0.6% | $102.91 | — | COMMON STOCK | 913017109 |
| UPS | UNITED PARCEL SERVICE | 26,375 | $2.782M | 0.5% | $66.61 | +1.6% | COMMON STOCK | 911312106 |
| — | INTEL CORP | 1,713,000 | $2.719M | 0.5% | $1.56 | — | CONVERTIBLE SECURITY | 458140AF7 |
| NOC | NORTHROP GRUMMAN CORP | 13,679 | $2.707M | 0.5% | $131.94 | +22.1% | COMMON STOCK | 666807102 |
| BRK/B | BERKSHIRE HTH | 18,585 | $2.637M | 0.5% | $133.65 | -0.8% | COMMON STOCK | 084670702 |
| COST | COSTCO WHOLESALE CORP | 16,659 | $2.625M | 0.5% | $91.49 | +39.6% | COMMON STOCK | 22160K105 |
| — | CELGENE CORP | 25,737 | $2.576M | 0.5% | $105.06 | — | COMMON STOCK | 151020104 |
| — | TESLA MOTORS INC | 3,005,000 | $2.576M | 0.5% | $0.94 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| — | JARDEN CORP | 1,362,000 | $2.557M | 0.5% | $1.61 | — | CONVERTIBLE SECURITY | 471109AH1 |
| CSCO | CISCO SYSTEMS INC | 86,930 | $2.475M | 0.5% | $19.89 | -4.7% | COMMON STOCK | 17275R102 |
| GILD | GILEAD SCIENCES INC | 26,671 | $2.45M | 0.5% | $61.35 | +3.5% | COMMON STOCK | 375558103 |
| — | SALESFORCE.COM INC | 1,951,000 | $2.415M | 0.5% | $1.22 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| — | CALAMOS STRATEGIC TOTAL RETURN | 252,937 | $2.405M | 0.5% | $9.89 | — | COMMON STOCK | 128125101 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 59,147 | $2.373M | 0.5% | $26.74 | +21.2% | COMMON STOCK | 609207105 |
| — | INTEGRA LIFESCI | 1,819,000 | $2.36M | 0.5% | $1.19 | — | CONVERTIBLE SECURITY | 457985AK5 |
| — | ANTHEM INC | 50,083 | $2.338M | 0.4% | $52.20 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| — | STANLEY BLACK & DECKER INC | 19,774 | $2.23M | 0.4% | $114.31 | — | CONVERTIBLE PREFERRED SECURITY | 854502804 |
| — | CALAMOS CONVERT & HIGH INCOME | 214,397 | $2.228M | 0.4% | $10.51 | — | COMMON STOCK | 12811P108 |
| INTC | INTEL CORP | 68,431 | $2.214M | 0.4% | $22.21 | +9.8% | COMMON STOCK | 458140100 |
| TGT | TARGET CORP | 26,004 | $2.14M | 0.4% | $58.19 | -3.1% | COMMON STOCK | 87612E106 |
| — | NOVELLUS SYSTEMS INC | 871,000 | $2.121M | 0.4% | $1.96 | — | CONVERTIBLE SECURITY | 670008AD3 |
| DUK | DUKE ENERGY CORP | 26,060 | $2.103M | 0.4% | $49.30 | +2.4% | COMMON STOCK | 26441C204 |
| IVW | BARCLAY/ISHARES FUNDS | 18,053 | $2.092M | 0.4% | $115.69 | — | COMMON STOCK | 464287309 |
| ORCL | ORACLE CORP | 51,098 | $2.09M | 0.4% | $32.14 | -0.6% | COMMON STOCK | 68389X105 |
| OXY | OCCIDENTAL PETROLEUM CORP | 30,149 | $2.063M | 0.4% | $59.12 | -14.8% | COMMON STOCK | 674599105 |
| — | YAHOO! INC | 2,071,000 | $2.051M | 0.4% | $0.97 | — | CONVERTIBLE SECURITY | 984332AF3 |
| ILMN | ILLUMINA INC | 12,643 | $2.05M | 0.4% | $95.39 | +60.3% | COMMON STOCK | 452327109 |
| — | CALAMOS GLOBAL TOTAL RETURN FD | 184,591 | $2.043M | 0.4% | $11.41 | — | COMMON STOCK | 128118106 |
| C | CITIGROUP INC | 48,601 | $2.029M | 0.4% | $37.13 | -15.9% | COMMON STOCK | 172967424 |
| — | TOLL BROTHERS FINANCE CORP | 2,060,000 | $2.015M | 0.4% | $1.03 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | WELLS FARGO & COMPANY | 1,657 | $1.997M | 0.4% | $1210.09 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| UNP | UNION PACIFIC CORP | 24,882 | $1.979M | 0.4% | $72.29 | -14.3% | COMMON STOCK | 907818108 |
| — | AMER TOWER CORP | 18,567 | $1.953M | 0.4% | $106.08 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| — | TYSON FOODS | 25,729 | $1.916M | 0.4% | $50.15 | — | CONVERTIBLE PREFERRED SECURITY | 902494301 |
| CAH | CARDINAL HEALTH INC | 23,307 | $1.91M | 0.4% | $63.30 | -3.3% | COMMON STOCK | 14149Y108 |
| — | SPDR TRUST SERIES 1 | 12,000 | $1.899M | 0.4% | — | — | Call | 78464A909 |
| ZTS | ZOETIS | 42,766 | $1.896M | 0.4% | $43.42 | -9.5% | COMMON STOCK | 98978V103 |
| CCI | CROWN CASTLE INTL CORP | 21,898 | $1.894M | 0.4% | $54.10 | +3.7% | COMMON STOCK | 22822V101 |
| DG | DOLLAR GENERAL | 21,993 | $1.883M | 0.4% | $62.20 | +7.1% | COMMON STOCK | 256677105 |
| — | EXELON CORP | 38,061 | $1.874M | 0.4% | $50.22 | — | CONVERTIBLE PREFERRED SECURITY | 30161N127 |
| — | NVIDIA CORP | 1,024,000 | $1.827M | 0.4% | $1.32 | — | CONVERTIBLE SECURITY | 67066GAC8 |
| — | T-MOBILE US INC | 27,415 | $1.815M | 0.3% | $59.02 | — | CONVERTIBLE PREFERRED SECURITY | 872590203 |
| — | PRICELINE.COM INC | 1,262,000 | $1.806M | 0.3% | $1.41 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | ALEXION PHARMACEUTICALS INC | 12,843 | $1.788M | 0.3% | $175.01 | — | COMMON STOCK | 015351109 |
| — | HOLOGIC INC | 1,427,000 | $1.779M | 0.3% | $1.27 | — | CONVERTIBLE SECURITY | 436440AG6 |
| ABBV | ABBVIE | 31,041 | $1.773M | 0.3% | $40.10 | -7.4% | COMMON STOCK | 00287Y109 |
| — | DOMINION RESOURCES INC VA | 35,064 | $1.764M | 0.3% | $49.72 | — | CONVERTIBLE PREFERRED SECURITY | 25746U869 |
| — | WORKDAY INC | 1,547,000 | $1.752M | 0.3% | $1.08 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| — | SERVICENOW INC | 1,607,000 | $1.742M | 0.3% | $1.13 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| PM | PHILIP MORRIS INTERNATIONAL | 17,463 | $1.713M | 0.3% | $49.01 | +14.0% | COMMON STOCK | 718172109 |
| — | TEMPLETON EMERGING MKTS FD | 155,848 | $1.686M | 0.3% | $9.97 | — | COMMON STOCK | 880191101 |
| F | FORD MOTOR CO | 120,765 | $1.63M | 0.3% | $8.48 | -12.2% | COMMON STOCK | 345370860 |
| — | MICROCHP TECH | 1,589,000 | $1.626M | 0.3% | $1.02 | — | CONVERTIBLE SECURITY | 595017AD6 |
| STT | STATE STREET CORP | 27,570 | $1.613M | 0.3% | $48.16 | -11.5% | COMMON STOCK | 857477103 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 15,118 | $1.612M | 0.3% | $87.95 | +1.4% | COMMON STOCK | 98956P102 |
| CSX | CSX CORPORATION | 61,897 | $1.594M | 0.3% | $9.46 | -25.9% | COMMON STOCK | 126408103 |
| ELV | ANTHEM INC | 11,361 | $1.579M | 0.3% | $122.69 | -5.0% | COMMON STOCK | 036752103 |
| TXN | TEXAS INSTRUMENTS INC | 27,293 | $1.567M | 0.3% | $39.38 | +2.9% | COMMON STOCK | 882508104 |
| TMUS | T-MOBILE US INC | 40,788 | $1.562M | 0.3% | $34.82 | +4.7% | COMMON STOCK | 872590104 |
| — | RAYTHEON CO | 12,639 | $1.55M | 0.3% | $110.22 | — | COMMON STOCK | 755111507 |
| — | MGIC INVESTMENT CORP | 1,482,000 | $1.543M | 0.3% | $1.06 | — | CONVERTIBLE SECURITY | 552848AD5 |
| OMC | OMNICOM GROUP INC | 18,276 | $1.521M | 0.3% | $52.07 | +3.3% | COMMON STOCK | 681919106 |
| MCD | MCDONALD'S CORP | 12,065 | $1.516M | 0.3% | $79.45 | +18.3% | COMMON STOCK | 580135101 |
| — | DOW CHEMICAL CO | 29,240 | $1.487M | 0.3% | $50.33 | — | COMMON STOCK | 260543103 |
| — | GILEAD SCIENCE | 360,000 | $1.477M | 0.3% | $4.33 | — | CONVERTIBLE SECURITY | 375558AP8 |
| IWS | ISHARES RUSSELL MIDCAP VALUE | 20,722 | $1.47M | 0.3% | $75.26 | — | COMMON STOCK | 464287473 |
| ACHC | ACADIA HEALTHCARE | 26,586 | $1.465M | 0.3% | $65.86 | -13.4% | COMMON STOCK | 00404A109 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 37,646 | $1.449M | 0.3% | $43.77 | — | COMMON STOCK | G5480U104 |
| GS | GOLDMAN SACHS | 9,205 | $1.445M | 0.3% | $123.89 | +1.9% | COMMON STOCK | 38141G104 |
| HCA | HCA HOLDINGS INC | 17,813 | $1.39M | 0.3% | $77.77 | -16.5% | COMMON STOCK | 40412C101 |
| — | RTI INTL METALS | 1,308,000 | $1.374M | 0.3% | $1.05 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | RED HAT INC | 1,092,000 | $1.355M | 0.3% | $1.31 | — | CONVERTIBLE SECURITY | 756577AD4 |
| — | INTERXION HOLDING NV | 37,929 | $1.312M | 0.3% | $31.28 | — | COMMON STOCK | N47279109 |
| — | LAM RESEARCH CORP | 15,841 | $1.308M | 0.3% | $82.57 | — | COMMON STOCK | 512807108 |
| — | HILTON WORLDWIDE HOLDINGS | 58,011 | $1.306M | 0.3% | $22.86 | — | COMMON STOCK | 43300A104 |
| — | CROWN CASTLE INTL CORP | 12,074 | $1.294M | 0.2% | $103.04 | — | CONVERTIBLE PREFERRED SECURITY | 22822V200 |
| D | DOMINION RESOURCES INC VA | 16,772 | $1.26M | 0.2% | $44.88 | +2.7% | COMMON STOCK | 25746U109 |
| WMT | WAL-MART STORES INC | 18,310 | $1.254M | 0.2% | $20.45 | -10.4% | COMMON STOCK | 931142103 |
| WELL | WELLTOWER INC | 17,866 | $1.239M | 0.2% | $44.70 | -0.7% | COMMON STOCK | 95040Q104 |
| — | SHIRE PLC | 7,156 | $1.23M | 0.2% | $209.78 | — | COMMON STOCK | 82481R106 |
| COP | CONOCOPHILLIPS | 30,090 | $1.212M | 0.2% | $28.10 | 0.0% | COMMON STOCK | 20825C104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 8,536 | $1.209M | 0.2% | $129.64 | +0.5% | COMMON STOCK | 883556102 |
| ETN | EATON CORP PLC | 19,161 | $1.199M | 0.2% | $48.27 | -8.4% | COMMON STOCK | G29183103 |
| — | WASTE CONNCTIONS INC | 18,415 | $1.189M | 0.2% | $64.57 | — | COMMON STOCK | 941053100 |
| CRM | SALESFORCE.COM INC | 16,000 | $1.181M | 0.2% | $52.03 | +30.8% | COMMON STOCK | 79466L302 |
| BAH | BOOZ ALLEN HAMILTON | 38,551 | $1.167M | 0.2% | $23.40 | +1.8% | COMMON STOCK | 099502106 |
| — | PIONEER NATURAL RESOURCES CO | 8,206 | $1.155M | 0.2% | $140.75 | — | COMMON STOCK | 723787107 |
| — | CEPHEID INC | 1,285,000 | $1.15M | 0.2% | $1.02 | — | CONVERTIBLE SECURITY | 15670RAC1 |
| DAL | DELTA AIR LINES INC | 23,491 | $1.144M | 0.2% | $33.36 | +24.0% | COMMON STOCK | 247361702 |
| — | EXPRESS SCRIPTS HOLDING CO | 16,565 | $1.138M | 0.2% | $68.70 | — | COMMON STOCK | 30219G108 |
| SABR | SABRE CORP | 38,845 | $1.123M | 0.2% | $22.28 | +19.7% | COMMON STOCK | 78573M104 |
| MMM | 3M CO | 6,613 | $1.102M | 0.2% | $92.11 | +0.7% | COMMON STOCK | 88579Y101 |
| V | VISA INC | 14,316 | $1.095M | 0.2% | $66.01 | +2.7% | COMMON STOCK | 92826C839 |
| — | BIOMARIN PHARMACEUTICAL INC | 937,000 | $1.084M | 0.2% | $1.30 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| PRGO | PERRIGO CO PLC | 8,387 | $1.073M | 0.2% | $139.94 | -2.3% | COMMON STOCK | G97822103 |
| — | BB&T CORPORATION | 32,107 | $1.068M | 0.2% | $36.94 | — | COMMON STOCK | 054937107 |
| — | DELPHI AUTOMOTIVE PLC | 14,213 | $1.066M | 0.2% | $75.85 | — | COMMON STOCK | G27823106 |
| BK | BANK OF NEW YORK MELLON CORP | 28,241 | $1.04M | 0.2% | $31.68 | -11.1% | COMMON STOCK | 064058100 |
| CSGP | COSTAR GRP INC | 5,475 | $1.03M | 0.2% | $19.72 | -10.2% | COMMON STOCK | 22160N109 |
| FANG | DIAMONDBACK ENERGY INC | 13,335 | $1.029M | 0.2% | $54.55 | 0.0% | COMMON STOCK | 25278X109 |
| — | ON SEMICONDUCTOR CORP | 946,000 | $1.021M | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 682189AH8 |
| AMAT | APPLIED MATERIALS INC | 48,176 | $1.02M | 0.2% | $16.27 | 0.0% | COMMON STOCK | 038222105 |
| — | NEXTERA ENERGY INC | 16,145 | $983K | 0.2% | $55.79 | — | CONVERTIBLE PREFERRED SECURITY | 65339F861 |
| TSLA | TESLA MOTORS INC | 4,137 | $951K | 0.2% | $16.30 | -19.3% | COMMON STOCK | 88160R101 |
| CNC | CENTENE CORP | 15,095 | $929K | 0.2% | $29.70 | +0.5% | COMMON STOCK | 15135B101 |
| MPC | MARATHON PETROLEUM | 24,873 | $925K | 0.2% | $34.84 | -20.0% | COMMON STOCK | 56585A102 |
| — | AIR LEASE | 690,000 | $923K | 0.2% | $1.28 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| LUV | SOUTHWEST AIRLINES | 20,587 | $922K | 0.2% | $36.21 | 0.0% | COMMON STOCK | 844741108 |
| — | RED HAT INC | 12,261 | $914K | 0.2% | $80.67 | — | COMMON STOCK | 756577102 |
| — | CITRIX SYSTEMS INC | 804,000 | $900K | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 177376AD2 |
| — | LAM RESEARCH CORP | 665,000 | $891K | 0.2% | $1.17 | — | CONVERTIBLE SECURITY | 512807AJ7 |
| IEFA | ISHARES CORE MSCI EAFE | 16,621 | $883K | 0.2% | $53.82 | — | COMMON STOCK | 46432F842 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 15,447 | $854K | 0.2% | $48.17 | 0.0% | COMMON STOCK | G66721104 |
| — | PRICELINE.COM INC | 692,000 | $832K | 0.2% | $1.19 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | TE CONNECTIVITY LTD | 12,217 | $756K | 0.1% | $59.96 | — | COMMON STOCK | H84989104 |
| — | ANADARKO PETROLEUM | 16,220 | $755K | 0.1% | $81.82 | — | COMMON STOCK | 032511107 |
| EEM | ISHARES MSCI EMERGING MKTS IND | 21,679 | $743K | 0.1% | $34.31 | — | COMMON STOCK | 464287234 |
| — | LIONS GATE ENTERTAINMENT CORP | 32,344 | $707K | 0.1% | $29.34 | — | COMMON STOCK | 535919203 |
| BIIB | BIOGEN INC | 2,670 | $695K | 0.1% | $346.13 | -23.7% | COMMON STOCK | 09062X103 |
| IDV | ISHARES INTL SELECT DIVIDEND | 23,792 | $690K | 0.1% | $30.58 | — | COMMON STOCK | 464288448 |
| EOG | EOG RESOURCES INC | 9,512 | $690K | 0.1% | $62.16 | -17.9% | COMMON STOCK | 26875P101 |
| — | ENVISION HEALTHCARE HOLDINGS | 33,016 | $674K | 0.1% | $34.07 | — | COMMON STOCK | 29413U103 |
| — | E TRADE GROUP | 26,910 | $659K | 0.1% | $29.65 | — | COMMON STOCK | 269246401 |
| — | VANTIV INC | 12,088 | $651K | 0.1% | $35.80 | — | COMMON STOCK | 92210H105 |
| GOOG | ALPHABET INC | 846 | $630K | 0.1% | $35.61 | -0.2% | COMMON STOCK | 02079K107 |
| GLW | CORNING INC | 28,614 | $598K | 0.1% | $14.25 | 0.0% | COMMON STOCK | 219350105 |
| IMAX | IMAX CORP | 18,915 | $588K | 0.1% | $36.73 | -16.7% | COMMON STOCK | 45245E109 |
| — | IMS HEALTH HOLDINGS INC | 21,995 | $584K | 0.1% | $29.09 | — | COMMON STOCK | 44970B109 |
| — | BIOMARIN PHARMACEUTICAL INC | 485,000 | $576K | 0.1% | $1.35 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| — | FIREEYE | 31,182 | $561K | 0.1% | $36.35 | — | COMMON STOCK | 31816Q101 |
| IJH | ISHARES S&P MIDCAP 400 | 3,815 | $550K | 0.1% | $142.80 | — | COMMON STOCK | 464287507 |
| — | HOLOGIC INC | 422,000 | $545K | 0.1% | $1.36 | — | CONVERTIBLE SECURITY | 436440AC5 |
| — | VERIFONE SYSTEMS INC | 19,164 | $541K | 0.1% | $34.28 | — | COMMON STOCK | 92342Y109 |
| EVR | EVERCORE PARTNERS INC | 9,796 | $507K | 0.1% | $40.31 | -4.4% | COMMON STOCK | 29977A105 |
| — | ZAYO GROUP HOLDINGS INC | 19,414 | $471K | 0.1% | $24.26 | — | COMMON STOCK | 98919V105 |
| — | VCA INC | 8,081 | $466K | 0.1% | $57.67 | — | COMMON STOCK | 918194101 |
| — | CALAMOS CONVERTIBLE OPP&INC | 46,952 | $446K | 0.1% | $9.90 | — | COMMON STOCK | 128117108 |
| — | JARDEN CORP | 351,000 | $445K | 0.1% | $1.19 | — | CONVERTIBLE SECURITY | 471109AM0 |
| SIG | SIGNET JEWELERS LTD | 3,535 | $438K | 0.1% | $93.29 | 0.0% | COMMON STOCK | G81276100 |
| MAN | MANPOWERGROUP INC | 5,354 | $436K | 0.1% | $75.86 | +1.0% | COMMON STOCK | 56418H100 |
| — | REALOGY HOLDINGS CORP | 11,991 | $433K | 0.1% | $39.35 | — | COMMON STOCK | 75605Y106 |
| IEF | ISHARES 7-10 YEAR TREASURY B | 3,797 | $419K | 0.1% | $107.79 | — | COMMON STOCK | 464287440 |
| GWRE | GUIDEWIRE SOFTWARE | 7,624 | $415K | 0.1% | $50.93 | +2.6% | COMMON STOCK | 40171V100 |
| 1741046D | STERIS PLC | 5,845 | $415K | 0.1% | $73.30 | — | COMMON STOCK | G84720104 |
| SMG | SCOTTS MIRACLE-GRO CO | 5,550 | $404K | 0.1% | $49.19 | 0.0% | COMMON STOCK | 810186106 |
| LII | LENNOX INTERNATIONAL INC | 2,936 | $397K | 0.1% | $110.03 | 0.0% | COMMON STOCK | 526107107 |
| — | GLOBAL X FTSE GREECE 20 | 50,764 | $382K | 0.1% | $7.95 | — | COMMON STOCK | 37950E366 |
| — | ARES CAPITAL CORP | 374,000 | $381K | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| — | LINKEDIN CORPORATION | 414,000 | $375K | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 53578AAB4 |
| — | BANK OF AMERICA CORP | 326 | $371K | 0.1% | $1138.57 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| NDAQ | NASDAQ INC | 5,529 | $367K | 0.1% | $16.16 | +8.6% | COMMON STOCK | 631103108 |
| ALLE | ALLEGION PUBLIC LIMITED CO | 5,752 | $366K | 0.1% | $54.61 | 0.0% | COMMON STOCK | G0176J109 |
| PKG | PACKAGING CORP OF AMERICA | 5,940 | $359K | 0.1% | $55.10 | -27.5% | COMMON STOCK | 695156109 |
| IJR | ISHARES S&P SMALLCAP 600 | 3,007 | $338K | 0.1% | $110.13 | — | COMMON STOCK | 464287804 |
| JLL | JONES LANG LASALLE INC | 2,839 | $333K | 0.1% | $118.41 | 0.0% | COMMON STOCK | 48020Q107 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 2,522 | $329K | 0.1% | $179.59 | -30.7% | COMMON STOCK | G50871105 |
| — | SUNPOWER CORP | 14,274 | $319K | 0.1% | $31.23 | — | COMMON STOCK | 867652406 |
| — | BARD (C.R.) INC | 1,500 | $304K | 0.1% | $189.50 | — | COMMON STOCK | 067383109 |
| — | CALATLANTIC GROUP INC | 205,000 | $251K | 0.0% | $1.22 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| SPAB | SPDR BARCLAYS AGGREGATE BOND | 4,260 | $249K | 0.0% | $57.75 | — | COMMON STOCK | 78464A649 |
| — | SEACOR HOLDINGS INC | 256,000 | $243K | 0.0% | $0.96 | — | CONVERTIBLE SECURITY | 811904AM3 |
| — | WORKDAY INC | 192,000 | $226K | 0.0% | $1.15 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| MUB | ISHARES NATIONAL AMT-FREE MUNI | 2,015 | $225K | 0.0% | $111.66 | — | COMMON STOCK | 464288414 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 231,000 | $223K | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| — | SVB FINANCIAL GROUP | 2,181 | $223K | 0.0% | $102.25 | — | COMMON STOCK | 78486Q101 |
| — | MOLINA HEALTHCARE INC | 133,000 | $219K | 0.0% | $1.74 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| LOW | LOWE'S COMPANIES | 2,735 | $207K | 0.0% | $61.72 | -4.6% | COMMON STOCK | 548661107 |
| — | NUVASIVE INC | 130,000 | $165K | 0.0% | $1.27 | — | CONVERTIBLE SECURITY | 670704AC9 |
| — | OLD REPUBLIC INTL CORP | 131,000 | $163K | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 680223AH7 |
| — | EMERGENT BIOSOLUTIONS INC | 124,000 | $161K | 0.0% | $1.15 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 81,000 | $160K | 0.0% | $1.55 | — | CONVERTIBLE SECURITY | 874054AC3 |
| — | STARWOOD WAYPOINT RESIDENTIAL | 156,000 | $155K | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| — | WEBMD HEALTH CORP | 134,000 | $153K | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 94770VAF9 |
| — | ILLUMINA INC | 139,000 | $150K | 0.0% | $1.08 | — | CONVERTIBLE SECURITY | 452327AH2 |
| — | MOLINA HEALTHCARE INC | 118,000 | $149K | 0.0% | $1.26 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | CTRIP.COM INTL LTD | 115,000 | $148K | 0.0% | $1.29 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| — | VERINT SYSTEMS | 163,000 | $144K | 0.0% | $0.96 | — | CONVERTIBLE SECURITY | 92343XAA8 |
| — | STARWOOD PROPERTY TRUST INC | 140,000 | $141K | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| — | MEDIDATA SOLUTIONS INC | 134,000 | $136K | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | MICRON TECHNOLOGY | 114,000 | $134K | 0.0% | $1.44 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | SUNPOWER CORP | 121,000 | $134K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 867652AG4 |
| — | CALAMOS GLOBAL DYNAMIC INCOME | 16,384 | $115K | 0.0% | $7.18 | — | COMMON STOCK | 12811L107 |
| — | FRONTIER COMMUNICATIONS CORP | 16,387 | $92,000 | 0.0% | $4.70 | — | COMMON STOCK | 35906A108 |
| — | SPIRIT REALTY CAPITAL INC | 82,000 | $83,000 | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| — | INCYTE GENOMICS | 47,000 | $73,000 | 0.0% | $2.16 | — | CONVERTIBLE SECURITY | 45337CAM4 |
| — | GREENBRIER COMPANIES | 64,000 | $68,000 | 0.0% | $1.09 | — | CONVERTIBLE SECURITY | 393657AH4 |
| — | SPIRIT REALTY CAPITAL INC | 64,000 | $64,000 | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| — | ACORDA THERAPEUTICS INC | 54,000 | $48,000 | 0.0% | $0.92 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| — | INTEL CORP | 22,000 | $28,000 | 0.0% | $1.23 | — | CONVERTIBLE SECURITY | 458140AD2 |