Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: Apr 25, 2016
Total Value: $15.07B (74.5% shares, 25.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 5,304,750 | $578M | 3.8% | $18.28 | +23.4% | COMMON STOCK | 037833100 |
| GOOGL | ALPHABET INC | 595,082 | $454M | 3.0% | $36.73 | -0.5% | COMMON STOCK | 02079K305 |
| MSFT | MICROSOFT CORP | 6,455,902 | $357M | 2.4% | $35.69 | +29.1% | COMMON STOCK | 594918104 |
| META | FACEBOOK INC | 2,344,340 | $267M | 1.8% | $36.82 | +184.6% | COMMON STOCK | 30303M102 |
| HD | HOME DEPOT | 1,811,296 | $242M | 1.6% | $60.88 | +61.6% | COMMON STOCK | 437076102 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 217,409 | $200M | 1.3% | $1040.75 | — | CONVERTIBLE PREFERRED SECURITY | G0177J116 |
| ACN | ACCENTURE PLC | 1,608,736 | $186M | 1.2% | $77.76 | +12.8% | COMMON STOCK | G1151C101 |
| WFC | WELLS FARGO & COMPANY | 3,635,975 | $176M | 1.2% | $29.39 | +26.2% | COMMON STOCK | 949746101 |
| AMZN | AMAZON.COM INC | 296,128 | $176M | 1.2% | $15.09 | +88.1% | COMMON STOCK | 023135106 |
| — | NVIDIA CORP | 89,423,000 | $160M | 1.1% | $1.16 | — | CONVERTIBLE SECURITY | 67066GAC8 |
| — | TESLA MOTORS INC | 181,857,000 | $156M | 1.0% | $0.92 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| JPM | JP MORGAN CHASE & CO | 2,599,011 | $154M | 1.0% | $37.85 | +18.5% | COMMON STOCK | 46625H100 |
| — | GENERAL ELECTRIC CO | 4,839,152 | $154M | 1.0% | $24.13 | — | COMMON STOCK | 369604103 |
| — | SALESFORCE.COM INC | 123,837,000 | $153M | 1.0% | $1.15 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| — | LIBERTY | 89,133,000 | $149M | 1.0% | $1.36 | — | CONVERTIBLE SECURITY | 530610AC8 |
| DIS | DISNEY WALT CO | 1,484,994 | $147M | 1.0% | $76.93 | +15.7% | COMMON STOCK | 254687106 |
| — | WALGREENS BOOTS ALLIANCE INC | 1,696,916 | $143M | 0.9% | $79.39 | — | COMMON STOCK | 931427108 |
| CMCSA | COMCAST CORP | 2,322,294 | $142M | 0.9% | $20.83 | +9.2% | COMMON STOCK | 20030N101 |
| SBUX | STARBUCKS CORP | 2,288,630 | $137M | 0.9% | $35.37 | +34.0% | COMMON STOCK | 855244109 |
| — | ANTHEM INC SERIES | 2,865,945 | $134M | 0.9% | $52.90 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| UPS | UNITED PARCEL SERVICE | 1,238,946 | $131M | 0.9% | $65.90 | +2.7% | COMMON STOCK | 911312106 |
| JNJ | JOHNSON & JOHNSON | 1,193,771 | $129M | 0.9% | $60.55 | +30.1% | COMMON STOCK | 478160104 |
| XOM | EXXON MOBIL CORP | 1,522,382 | $127M | 0.8% | $55.62 | -6.6% | COMMON STOCK | 30231G102 |
| — | INTEL CORP | 71,710,000 | $114M | 0.8% | $1.72 | — | CONVERTIBLE SECURITY | 458140AF7 |
| LMT | LOCKHEED MARTIN CORP | 467,828 | $104M | 0.7% | $148.68 | +11.1% | COMMON STOCK | 539830109 |
| DG | DOLLAR GENERAL | 1,206,494 | $103M | 0.7% | $61.71 | +8.0% | COMMON STOCK | 256677105 |
| C | CITIGROUP INC | 2,451,030 | $102M | 0.7% | $36.75 | -15.0% | COMMON STOCK | 172967424 |
| — | LINKEDIN CORPORATION | 107,896,000 | $97.73M | 0.6% | $1.06 | — | CONVERTIBLE SECURITY | 53578AAB4 |
| — | CELGENE CORP | 975,045 | $97.59M | 0.6% | $107.88 | — | COMMON STOCK | 151020104 |
| ABBV | ABBVIE | 1,695,809 | $96.86M | 0.6% | $38.24 | -2.9% | COMMON STOCK | 00287Y109 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 2,365,105 | $94.89M | 0.6% | $25.94 | +25.0% | COMMON STOCK | 609207105 |
| ZTS | ZOETIS | 2,119,538 | $93.96M | 0.6% | $42.99 | -8.6% | COMMON STOCK | 98978V103 |
| KO | COCA-COLA CO | 1,942,170 | $90.1M | 0.6% | $27.99 | +13.8% | COMMON STOCK | 191216100 |
| MRK | MERCK & CO | 1,645,739 | $87.08M | 0.6% | $33.75 | +6.7% | COMMON STOCK | 58933Y105 |
| MA | MASTERCARD INC | 914,190 | $86.39M | 0.6% | $72.06 | +15.8% | COMMON STOCK | 57636Q104 |
| PFE | PFIZER INC | 2,855,753 | $84.64M | 0.6% | $17.18 | +8.7% | COMMON STOCK | 717081103 |
| — | CROWN CASTLE INTL CORP | 771,111 | $82.66M | 0.5% | $103.00 | — | CONVERTIBLE PREFERRED SECURITY | 22822V200 |
| — | MICROCHP TECH | 80,044,000 | $81.89M | 0.5% | $1.02 | — | CONVERTIBLE SECURITY | 595017AD6 |
| — | PRICELINE.COM INC | 56,842,000 | $81.35M | 0.5% | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | AMER TOWER CORP | 772,090 | $81.22M | 0.5% | $106.36 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| — | TYSON FOODS | 1,090,398 | $81.21M | 0.5% | $50.21 | — | CONVERTIBLE PREFERRED SECURITY | 902494301 |
| — | NEXTERA ENERGY INC | 1,328,951 | $80.93M | 0.5% | $54.26 | — | CONVERTIBLE PREFERRED SECURITY | 65339F861 |
| — | REYNOLDS AMERICAN INC | 1,607,147 | $80.86M | 0.5% | $58.19 | — | COMMON STOCK | 761713106 |
| — | JARDEN CORP | 62,968,000 | $79.79M | 0.5% | $1.19 | — | CONVERTIBLE SECURITY | 471109AM0 |
| NKE | NIKE INC | 1,284,601 | $78.96M | 0.5% | $41.55 | +28.0% | COMMON STOCK | 654106103 |
| PG | PROCTER & GAMBLE CO | 941,710 | $77.51M | 0.5% | $61.63 | +0.0% | COMMON STOCK | 742718109 |
| — | LIBERTY MEDIA CORPORATION | 76,262,000 | $75.68M | 0.5% | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| CSX | CSX CORPORATION | 2,928,269 | $75.4M | 0.5% | $9.32 | -24.8% | COMMON STOCK | 126408103 |
| SLB | SCHLUMBERGER LTD | 1,013,947 | $74.78M | 0.5% | $53.29 | -0.3% | COMMON STOCK | 806857108 |
| — | WORKDAY INC | 65,383,000 | $74.06M | 0.5% | $1.15 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 313,973 | $73.83M | 0.5% | $41.90 | +2.3% | COMMON STOCK | 45866F104 |
| — | ALEXION PHARMACEUTICALS INC | 529,386 | $73.7M | 0.5% | $171.62 | — | COMMON STOCK | 015351109 |
| COST | COSTCO WHOLESALE CORP | 461,276 | $72.69M | 0.5% | $91.75 | +39.2% | COMMON STOCK | 22160K105 |
| V | VISA INC | 915,263 | $70M | 0.5% | $63.77 | +6.3% | COMMON STOCK | 92826C839 |
| — | PRICELINE.COM INC | 57,117,000 | $68.68M | 0.5% | $1.16 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | LAM RESEARCH CORP | 50,591,000 | $67.76M | 0.4% | $1.22 | — | CONVERTIBLE SECURITY | 512807AJ7 |
| CVX | CHEVRONTEXACO CORP | 707,229 | $67.47M | 0.4% | $70.88 | -19.0% | COMMON STOCK | 166764100 |
| ACHC | ACADIA HEALTHCARE | 1,217,245 | $67.08M | 0.4% | $65.10 | -12.3% | COMMON STOCK | 00404A109 |
| — | WELLS FARGO & COMPANY | 55,416 | $66.78M | 0.4% | $1212.14 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| AMAT | APPLIED MATERIALS INC | 3,114,415 | $65.96M | 0.4% | $17.25 | -5.6% | COMMON STOCK | 038222105 |
| HCA | HCA HOLDINGS INC | 842,731 | $65.78M | 0.4% | $80.31 | -19.2% | COMMON STOCK | 40412C101 |
| — | SERVICENOW INC | 60,412,000 | $65.47M | 0.4% | $1.14 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| — | MOLINA HEALTHCARE INC | 51,163,000 | $64.47M | 0.4% | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | EXPRESS SCRIPTS HOLDING CO | 931,797 | $64M | 0.4% | $68.55 | — | COMMON STOCK | 30219G108 |
| — | NXP SEMICONDUCT NV | 57,873,000 | $63.97M | 0.4% | $1.10 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| AIG | AMER INTL GROUP | 1,175,481 | $63.53M | 0.4% | $35.29 | +19.3% | COMMON STOCK | 026874784 |
| SYK | STRYKER CORP | 590,024 | $63.3M | 0.4% | $74.14 | +18.9% | COMMON STOCK | 863667101 |
| — | DELPHI AUTOMOTIVE PLC | 828,805 | $62.18M | 0.4% | $75.17 | — | COMMON STOCK | G27823106 |
| — | HOLOGIC INC | 49,826,000 | $62.1M | 0.4% | $1.27 | — | CONVERTIBLE SECURITY | 436440AG6 |
| — | STANLEY BLACK & DECKER INC | 549,850 | $62.01M | 0.4% | $112.64 | — | CONVERTIBLE PREFERRED SECURITY | 854502804 |
| — | DOMINION RESOURCES INC VA | 1,211,737 | $60.95M | 0.4% | $49.64 | — | CONVERTIBLE PREFERRED SECURITY | 25746U869 |
| — | T-MOBILE US INC | 919,228 | $60.85M | 0.4% | $59.78 | — | CONVERTIBLE PREFERRED SECURITY | 872590203 |
| NOC | NORTHROP GRUMMAN CORP | 307,078 | $60.77M | 0.4% | $128.14 | +25.7% | COMMON STOCK | 666807102 |
| PEP | PEPSICO INC | 582,239 | $59.67M | 0.4% | $63.69 | +15.0% | COMMON STOCK | 713448108 |
| — | RAYTHEON CO | 485,074 | $59.48M | 0.4% | $111.34 | — | COMMON STOCK | 755111507 |
| — | HILTON WORLDWIDE HOLDINGS | 2,635,901 | $59.36M | 0.4% | $22.79 | — | COMMON STOCK | 43300A104 |
| — | ON SEMICONDUCTOR CORP | 54,820,000 | $59.18M | 0.4% | $1.15 | — | CONVERTIBLE SECURITY | 682189AH8 |
| — | JARDEN CORP | 37,311,000 | $57.24M | 0.4% | $1.32 | — | CONVERTIBLE SECURITY | 471109AL2 |
| T | AT&T INC | 1,454,652 | $56.98M | 0.4% | $11.59 | +19.4% | COMMON STOCK | 00206R102 |
| — | YAHOO! INC | 56,255,000 | $55.7M | 0.4% | $1.10 | — | CONVERTIBLE SECURITY | 984332AF3 |
| — | RED HAT INC | 44,743,000 | $55.53M | 0.4% | $1.31 | — | CONVERTIBLE SECURITY | 756577AD4 |
| BAH | BOOZ ALLEN HAMILTON | 1,831,300 | $55.45M | 0.4% | $23.69 | +0.6% | COMMON STOCK | 099502106 |
| — | GILEAD SCIENCE | 13,471,000 | $55.27M | 0.4% | $2.29 | — | CONVERTIBLE SECURITY | 375558AP8 |
| — | EXELON CORP | 1,117,937 | $55.04M | 0.4% | $50.73 | — | CONVERTIBLE PREFERRED SECURITY | 30161N127 |
| — | PIONEER NATURAL RESOURCES CO | 378,247 | $53.23M | 0.4% | $140.74 | — | COMMON STOCK | 723787107 |
| — | ARES CAPITAL CORP | 52,293,000 | $53.21M | 0.4% | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| HON | HONEYWELL INTL | 469,215 | $52.58M | 0.3% | $68.18 | +11.9% | COMMON STOCK | 438516106 |
| PM | PHILIP MORRIS INTERNATIONAL | 534,133 | $52.4M | 0.3% | $49.90 | +12.0% | COMMON STOCK | 718172109 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 1,327,251 | $51.1M | 0.3% | $45.38 | — | COMMON STOCK | G5480U104 |
| BIDU | BAIDU INC-ADR | 265,723 | $50.72M | 0.3% | $204.12 | — | COMMON STOCK | 056752108 |
| GILD | GILEAD SCIENCES INC | 545,722 | $50.13M | 0.3% | $47.84 | +32.7% | COMMON STOCK | 375558103 |
| — | SANDISK CORP | 31,290,000 | $49.36M | 0.3% | $1.33 | — | CONVERTIBLE SECURITY | 80004CAD3 |
| TMUS | T-MOBILE US INC | 1,270,295 | $48.65M | 0.3% | $34.61 | +5.4% | COMMON STOCK | 872590104 |
| PRGO | PERRIGO CO PLC | 380,305 | $48.65M | 0.3% | $141.68 | -3.5% | COMMON STOCK | G97822103 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 869,403 | $48.07M | 0.3% | $48.09 | +0.2% | COMMON STOCK | G66721104 |
| LUV | SOUTHWEST AIRLINES | 1,072,034 | $48.03M | 0.3% | $36.10 | +0.3% | COMMON STOCK | 844741108 |
| — | CTRIP.COM INTL LTD | 37,293,000 | $47.88M | 0.3% | $1.13 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| SABR | SABRE CORP | 1,652,739 | $47.8M | 0.3% | $22.39 | +19.1% | COMMON STOCK | 78573M104 |
| FANG | DIAMONDBACK ENERGY INC | 607,907 | $46.92M | 0.3% | $54.55 | 0.0% | COMMON STOCK | 25278X109 |
| — | UNITED TECHNOLOGIES CORP | 462,148 | $46.26M | 0.3% | $96.17 | — | COMMON STOCK | 913017109 |
| — | TE CONNECTIVITY LTD | 745,341 | $46.15M | 0.3% | $59.63 | — | COMMON STOCK | H84989104 |
| — | EURONET WORLDWIDE INC | 38,680,000 | $46.06M | 0.3% | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| ORCL | ORACLE CORP | 1,117,050 | $45.7M | 0.3% | $27.91 | +14.5% | COMMON STOCK | 68389X105 |
| — | CITRIX SYSTEMS INC | 40,739,000 | $45.59M | 0.3% | $1.08 | — | CONVERTIBLE SECURITY | 177376AD2 |
| — | EMERGENT BIOSOLUTIONS INC | 35,001,000 | $45.54M | 0.3% | $1.18 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| — | BANK OF AMERICA CORP | 39,322 | $44.75M | 0.3% | $1156.05 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 413,325 | $44.07M | 0.3% | $88.44 | +0.9% | COMMON STOCK | 98956P102 |
| MET | METLIFE INC | 991,952 | $43.59M | 0.3% | $32.17 | -16.9% | COMMON STOCK | 59156R108 |
| — | SHIRE PLC | 252,035 | $43.33M | 0.3% | $226.69 | — | COMMON STOCK | 82481R106 |
| — | RTI INTL METALS | 40,695,000 | $42.74M | 0.3% | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| CNC | CENTENE CORP | 685,776 | $42.22M | 0.3% | $29.64 | +0.7% | COMMON STOCK | 15135B101 |
| — | LIONS GATE ENTERTAINMENT CORP | 1,918,730 | $41.92M | 0.3% | $27.89 | — | COMMON STOCK | 535919203 |
| — | BIOMARIN PHARMACEUTICAL INC | 35,279,000 | $41.91M | 0.3% | $1.12 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| GOOG | ALPHABET INC | 56,104 | $41.8M | 0.3% | $35.61 | -0.2% | COMMON STOCK | 02079K107 |
| CRM | SALESFORCE.COM INC | 563,447 | $41.6M | 0.3% | $56.33 | +20.8% | COMMON STOCK | 79466L302 |
| — | ELECTRONIC ARTS INC | 20,000,000 | $41.52M | 0.3% | $1.10 | — | CONVERTIBLE SECURITY | 285512AA7 |
| — | TWITTER INC | 49,177,000 | $41.26M | 0.3% | $0.83 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| — | PRICELINE GROUP INC/THE | 40,760,000 | $41.1M | 0.3% | $1.01 | — | CONVERTIBLE SECURITY | 741503AX4 |
| GLW | CORNING INC | 1,948,964 | $40.71M | 0.3% | $14.25 | 0.0% | COMMON STOCK | 219350105 |
| BA | BOEING CO | 319,872 | $40.6M | 0.3% | $108.96 | +2.7% | COMMON STOCK | 097023105 |
| — | VERIFONE SYSTEMS INC | 1,423,277 | $40.19M | 0.3% | $33.61 | — | COMMON STOCK | 92342Y109 |
| — | ENVISION HEALTHCARE HOLDINGS | 1,961,539 | $40.02M | 0.3% | $31.56 | — | COMMON STOCK | 29413U103 |
| — | ILLUMINA INC | 36,579,000 | $39.41M | 0.3% | $1.19 | — | CONVERTIBLE SECURITY | 452327AH2 |
| CSGP | COSTAR GRP INC | 208,916 | $39.31M | 0.3% | $19.87 | -10.9% | COMMON STOCK | 22160N109 |
| TSLA | TESLA MOTORS INC | 170,158 | $39.1M | 0.3% | $16.44 | -20.0% | COMMON STOCK | 88160R101 |
| — | FRONTIER COMMUNICATIONS CORP | 374,116 | $39.06M | 0.3% | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| — | INTERXION HOLDING NV | 1,129,391 | $39.05M | 0.3% | $31.74 | — | COMMON STOCK | N47279109 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 40,105,000 | $38.74M | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| UNP | UNION PACIFIC CORP | 486,179 | $38.68M | 0.3% | $63.91 | -3.0% | COMMON STOCK | 907818108 |
| VZ | VERIZON COMM | 713,239 | $38.57M | 0.3% | $26.83 | +11.9% | COMMON STOCK | 92343V104 |
| EVR | EVERCORE PARTNERS INC | 745,183 | $38.56M | 0.3% | $40.46 | -4.8% | COMMON STOCK | 29977A105 |
| IMAX | IMAX CORP | 1,223,285 | $38.03M | 0.3% | $35.56 | -13.9% | COMMON STOCK | 45245E109 |
| — | STARWOOD WAYPOINT RESIDENTIAL | 37,995,000 | $37.66M | 0.2% | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| — | WASTE CONNCTIONS INC | 580,196 | $37.48M | 0.2% | $64.59 | — | COMMON STOCK | 941053100 |
| — | TAKE-TWO INTER | 20,775,000 | $37.12M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 874054AD1 |
| — | IMS HEALTH HOLDINGS INC | 1,371,506 | $36.41M | 0.2% | $28.35 | — | COMMON STOCK | 44970B109 |
| — | CALATLANTIC GROUP INC | 29,705,000 | $36.3M | 0.2% | $1.28 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | WELLTOWER INC | 574,796 | $35.7M | 0.2% | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| OXY | OCCIDENTAL PETROLEUM CORP | 520,601 | $35.63M | 0.2% | $57.80 | -12.9% | COMMON STOCK | 674599105 |
| MMM | 3M CO | 213,020 | $35.5M | 0.2% | $84.89 | +9.3% | COMMON STOCK | 88579Y101 |
| EOG | EOG RESOURCES INC | 479,957 | $34.84M | 0.2% | $57.66 | -11.4% | COMMON STOCK | 26875P101 |
| — | XILINX INC | 20,866,000 | $34.35M | 0.2% | $1.59 | — | CONVERTIBLE SECURITY | 983919AF8 |
| NEE | NEXTERA ENERGY INC | 287,868 | $34.07M | 0.2% | $18.20 | +19.8% | COMMON STOCK | 65339F101 |
| JLL | JONES LANG LASALLE INC | 285,644 | $33.51M | 0.2% | $133.57 | -11.3% | COMMON STOCK | 48020Q107 |
| — | STARWOOD PROPERTY TRUST INC | 33,221,000 | $33.4M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| MAN | MANPOWERGROUP INC | 409,508 | $33.34M | 0.2% | $79.89 | -4.1% | COMMON STOCK | 56418H100 |
| BRK/B | BERKSHIRE HTH | 233,120 | $33.08M | 0.2% | $112.17 | +18.2% | COMMON STOCK | 084670702 |
| — | WEBMD HEALTH CORP | 28,725,000 | $32.78M | 0.2% | $1.14 | — | CONVERTIBLE SECURITY | 94770VAF9 |
| BK | BANK OF NEW YORK MELLON CORP | 885,174 | $32.6M | 0.2% | $29.42 | -4.3% | COMMON STOCK | 064058100 |
| — | DOW CHEMICAL CO | 626,760 | $31.88M | 0.2% | $33.18 | — | COMMON STOCK | 260543103 |
| — | VCA INC | 546,966 | $31.55M | 0.2% | $56.55 | — | COMMON STOCK | 918194101 |
| — | MICRON TECHNOLOGY | 26,788,000 | $31.52M | 0.2% | $1.53 | — | CONVERTIBLE SECURITY | 595112AU7 |
| ETN | EATON CORP PLC | 498,831 | $31.21M | 0.2% | $46.84 | -5.6% | COMMON STOCK | G29183103 |
| LLY | ELI LILLY & CO | 432,785 | $31.16M | 0.2% | $42.70 | +49.8% | COMMON STOCK | 532457108 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 15,473,000 | $30.58M | 0.2% | $1.33 | — | CONVERTIBLE SECURITY | 874054AC3 |
| — | AMSURG CORP | 216,388 | $30.46M | 0.2% | $127.25 | — | CONVERTIBLE PREFERRED SECURITY | 03232P504 |
| — | RED HAT INC | 405,977 | $30.25M | 0.2% | $82.10 | — | COMMON STOCK | 756577102 |
| MCD | MCDONALD'S CORP | 239,067 | $30.05M | 0.2% | $72.45 | +29.7% | COMMON STOCK | 580135101 |
| — | SUNPOWER CORP | 26,152,000 | $28.93M | 0.2% | $1.26 | — | CONVERTIBLE SECURITY | 867652AG4 |
| LII | LENNOX INTERNATIONAL INC | 213,763 | $28.9M | 0.2% | $110.03 | 0.0% | COMMON STOCK | 526107107 |
| — | SOUTHWESTERN ENERGY CO | 1,471,215 | $28.85M | 0.2% | $39.77 | — | CONVERTIBLE PREFERRED SECURITY | 845467208 |
| — | E TRADE GROUP | 1,171,957 | $28.7M | 0.2% | $29.41 | — | COMMON STOCK | 269246401 |
| DAL | DELTA AIR LINES INC | 587,193 | $28.59M | 0.2% | $33.45 | +23.7% | COMMON STOCK | 247361702 |
| — | INTEGRA LIFESCI | 21,983,000 | $28.52M | 0.2% | $1.07 | — | CONVERTIBLE SECURITY | 457985AK5 |
| — | CALATLANTIC GROUP INC | 26,905,000 | $28.47M | 0.2% | $1.22 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| — | ZAYO GROUP HOLDINGS INC | 1,156,725 | $28.04M | 0.2% | $24.49 | — | COMMON STOCK | 98919V105 |
| — | MEDIDATA SOLUTIONS INC | 27,716,000 | $28.03M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | PALO ALTO NETWORKS | 17,832,000 | $27.77M | 0.2% | $1.63 | — | CONVERTIBLE SECURITY | 697435AB1 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLR AUT NV | 378,597 | $27.34M | 0.2% | $123.62 | — | CONVERTIBLE PREFERRED SECURITY | N31738110 |
| ALLE | ALLEGION PUBLIC LIMITED CO | 428,569 | $27.3M | 0.2% | $54.61 | 0.0% | COMMON STOCK | G0176J109 |
| — | AIR LEASE | 20,398,000 | $27.29M | 0.2% | $1.30 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | BIOMARIN PHARMACEUTICAL INC | 23,288,000 | $26.95M | 0.2% | $1.31 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| — | WORKDAY INC | 22,789,000 | $26.83M | 0.2% | $1.15 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| BAC | BANK OF AMER CP | 1,951,046 | $26.38M | 0.2% | $10.93 | -0.7% | COMMON STOCK | 060505104 |
| — | SEACOR HOLDINGS INC | 27,692,000 | $26.27M | 0.2% | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| — | WEYERHAEUSER CO | 497,000 | $25.41M | 0.2% | $53.37 | — | CONVERTIBLE PREFERRED SECURITY | 962166872 |
| SMG | SCOTTS MIRACLE-GRO CO | 343,756 | $25.02M | 0.2% | $49.19 | 0.0% | COMMON STOCK | 810186106 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 189,045 | $24.68M | 0.2% | $156.55 | -20.5% | COMMON STOCK | G50871105 |
| — | CEPHEID INC | 27,383,000 | $24.52M | 0.2% | $1.11 | — | CONVERTIBLE SECURITY | 15670RAC1 |
| AXP | AMER EXPRESS CO. | 399,043 | $24.5M | 0.2% | $58.87 | -14.2% | COMMON STOCK | 025816109 |
| STT | STATE STREET CORP | 413,750 | $24.21M | 0.2% | $48.07 | -11.3% | COMMON STOCK | 857477103 |
| BP | BP PLC | 800,000 | $24.14M | 0.2% | $41.74 | — | COMMON STOCK | 055622104 |
| — | FIREEYE | 1,330,546 | $23.94M | 0.2% | $37.11 | — | COMMON STOCK | 31816Q101 |
| — | JARDEN CORP | 12,619,000 | $23.69M | 0.2% | $1.42 | — | CONVERTIBLE SECURITY | 471109AH1 |
| SIG | SIGNET JEWELERS LTD | 188,920 | $23.43M | 0.2% | $93.29 | 0.0% | COMMON STOCK | G81276100 |
| — | FINISAR CORP | 23,752,000 | $23.27M | 0.2% | $0.96 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| — | NOVELLUS SYSTEMS INC | 9,281,000 | $22.6M | 0.1% | $2.15 | — | CONVERTIBLE SECURITY | 670008AD3 |
| INTC | INTEL CORP | 673,604 | $21.79M | 0.1% | $19.09 | +27.8% | COMMON STOCK | 458140100 |
| BABA | ALIBABA GROUP HOLDING LTD | 268,335 | $21.21M | 0.1% | $80.79 | — | COMMON STOCK | 01609W102 |
| — | ILLUMINA INC | 20,308,000 | $21.06M | 0.1% | $1.17 | — | CONVERTIBLE SECURITY | 452327AF6 |
| — | ISIS PHARMACEUT | 22,479,000 | $20.53M | 0.1% | $1.13 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| — | QIHOO 360 TECHNOLOGY | 20,585,000 | $20.33M | 0.1% | $0.84 | — | CONVERTIBLE SECURITY | 74734MAF6 |
| — | PRICELINE GROUP INC/THE | 15,255 | $19.66M | 0.1% | $870.51 | — | COMMON STOCK | 741503403 |
| — | JAZZ PHARMACEUTICLS | 18,715,000 | $19.19M | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| — | S & P 500 INDEX | 17,120 | $19.02M | 0.1% | — | — | Put | 78462F953 |
| QCOM | QUALCOMM INC | 364,439 | $18.64M | 0.1% | $46.12 | -20.0% | COMMON STOCK | 747525103 |
| — | NEXTERA ENERGY INC | 302,300 | $18.45M | 0.1% | $51.45 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| — | ANADARKO PETROLEUM | 395,917 | $18.44M | 0.1% | $91.00 | — | COMMON STOCK | 032511107 |
| — | TESLA MOTORS INC | 10,000,000 | $18.4M | 0.1% | $1.84 | — | CONVERTIBLE SECURITY | 88160RAA9 |
| — | MERCADOLIBRE INC | 15,940,000 | $18.07M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| MO | ALTRIA GROUP INC | 287,084 | $17.99M | 0.1% | $17.63 | +76.3% | COMMON STOCK | 02209S103 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 268,500 | $17.89M | 0.1% | $47.03 | +29.6% | COMMON STOCK | 33616C100 |
| WMT | WAL-MART STORES INC | 248,785 | $17.04M | 0.1% | $20.09 | -8.8% | COMMON STOCK | 931142103 |
| IBM | INT'L BUSINESS MACHINES CORP | 112,464 | $17.03M | 0.1% | $112.45 | -25.2% | COMMON STOCK | 459200101 |
| CVS | CVS HEALTH CORP | 163,446 | $16.95M | 0.1% | $46.87 | +54.5% | COMMON STOCK | 126650100 |
| BIIB | BIOGEN INC | 64,926 | $16.9M | 0.1% | $313.98 | -15.9% | COMMON STOCK | 09062X103 |
| CSCO | CISCO SYSTEMS INC | 587,813 | $16.73M | 0.1% | $16.09 | +17.8% | COMMON STOCK | 17275R102 |
| — | ACORDA THERAPEUTICS INC | 18,506,000 | $16.56M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| MAS | MASCO CORP | 521,106 | $16.39M | 0.1% | $14.91 | +59.6% | COMMON STOCK | 574599106 |
| F | FORD MOTOR CO | 1,196,341 | $16.15M | 0.1% | $7.77 | -4.1% | COMMON STOCK | 345370860 |
| TJX | TJX COMPANIES INC | 205,361 | $16.09M | 0.1% | $20.94 | +50.9% | COMMON STOCK | 872540109 |
| — | NEWMONT MINING CORP | 15,405,000 | $16.01M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 651639AJ5 |
| — | MEDICINES CO | 12,500,000 | $15.89M | 0.1% | $1.51 | — | CONVERTIBLE SECURITY | 584688AC9 |
| — | REALOGY HOLDINGS CORP | 437,559 | $15.8M | 0.1% | $40.42 | — | COMMON STOCK | 75605Y106 |
| — | ALCOA INC | 475,991 | $15.7M | 0.1% | $39.53 | — | CONVERTIBLE PREFERRED SECURITY | 013817309 |
| — | CEMEX SA | 15,000,000 | $15.65M | 0.1% | $1.49 | — | CONVERTIBLE SECURITY | 151290BC6 |
| TMO | THERMO FISHER SCIENTIFIC INC | 109,375 | $15.49M | 0.1% | $98.26 | +32.6% | COMMON STOCK | 883556102 |
| CCL | CARNIVAL CORP | 288,710 | $15.23M | 0.1% | $30.28 | +39.9% | COMMON STOCK | 143658300 |
| — | GREENBRIER COMPANIES | 14,232,000 | $15.16M | 0.1% | $1.39 | — | CONVERTIBLE SECURITY | 393657AH4 |
| — | TWITTER INC | 17,239,000 | $15.12M | 0.1% | $0.85 | — | CONVERTIBLE SECURITY | 90184LAB8 |
| — | VIPSHOP HOLDINGS LTD | 15,000,000 | $15.05M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| LOW | LOWE'S COMPANIES | 196,970 | $14.92M | 0.1% | $35.34 | +66.6% | COMMON STOCK | 548661107 |
| — | MOLINA HEALTHCARE INC | 8,941,000 | $14.73M | 0.1% | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | SVB FINANCIAL GROUP | 144,336 | $14.73M | 0.1% | $102.05 | — | COMMON STOCK | 78486Q101 |
| — | VIAVI SOLUTIONS INC | 15,000,000 | $14.68M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| — | AMSURG CORP | 194,820 | $14.53M | 0.1% | $71.21 | — | COMMON STOCK | 03232P405 |
| — | ALLERGAN PLC | 53,812 | $14.42M | 0.1% | $301.05 | — | COMMON STOCK | G0177J108 |
| MDT | MEDTRONIC PLC | 190,620 | $14.3M | 0.1% | $58.10 | +1.4% | COMMON STOCK | G5960L103 |
| AMGN | AMGEN INC | 95,357 | $14.3M | 0.1% | $79.05 | +40.1% | COMMON STOCK | 031162100 |
| GWRE | GUIDEWIRE SOFTWARE | 262,332 | $14.29M | 0.1% | $52.40 | -0.3% | COMMON STOCK | 40171V100 |
| — | S & P 500 INDEX | 1,008 | $14M | 0.1% | — | — | Call | 78462F903 |
| — | SHUTTERFLY INC | 14,000,000 | $13.98M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| — | STERICYCLE INC | 150,000 | $13.94M | 0.1% | $101.72 | — | CONVERTIBLE PREFERRED SECURITY | 858912207 |
| WHR | WHIRLPOOL CORP | 77,130 | $13.91M | 0.1% | $187.83 | -20.6% | COMMON STOCK | 963320106 |
| — | DUPONT DE NEMOUR & CO | 215,521 | $13.65M | 0.1% | $59.82 | — | COMMON STOCK | 263534109 |
| — | INFINERA CORP | 9,500,000 | $13.52M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| — | VERINT SYSTEMS | 14,979,000 | $13.21M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 92343XAA8 |
| — | BROADCOM LTD | 85,467 | $13.21M | 0.1% | $154.50 | — | COMMON STOCK | Y09827109 |
| ABT | ABBOTT LABORATORIES | 312,064 | $13.05M | 0.1% | $32.99 | +0.0% | COMMON STOCK | 002824100 |
| NOK | NOKIA CP | 2,200,000 | $13M | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| CHKP | CHECK POINT SOFTWARE TECH | 145,980 | $12.77M | 0.1% | $79.63 | +1.0% | COMMON STOCK | M22465104 |
| — | RAMBUS INC | 10,000,000 | $12.68M | 0.1% | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | MICRON TECHNOLOGY | 10,395,000 | $12.47M | 0.1% | $3.06 | — | CONVERTIBLE SECURITY | 595112AV5 |
| UNH | UNITEDHEALTH GROUP INC | 94,583 | $12.19M | 0.1% | $57.86 | +74.4% | COMMON STOCK | 91324P102 |
| — | MENTOR GRAPHICS | 11,500,000 | $12.04M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 587200AK2 |
| — | CORNERSTONE ONDEMAND INC | 12,000,000 | $11.88M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| — | DISCOVER FINANCIAL SERVICES | 231,034 | $11.76M | 0.1% | $48.60 | — | COMMON STOCK | 254709108 |
| DUK | DUKE ENERGY CORP | 145,684 | $11.75M | 0.1% | $42.79 | +18.0% | COMMON STOCK | 26441C204 |
| — | MERITAGE CORP | 11,635,000 | $11.63M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| — | TOLL BROTHERS FINANCE CORP. | 11,518,000 | $11.27M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | YANDEX NV | 12,501,000 | $11.07M | 0.1% | $0.83 | — | CONVERTIBLE SECURITY | 98474TAB3 |
| — | PROOFPOINT | 7,500,000 | $11M | 0.1% | $1.39 | — | CONVERTIBLE SECURITY | 743424AB9 |
| — | ELECTRONICS FOR IMAGING INC | 10,500,000 | $10.98M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 286082AC6 |
| AMCX | AMC NETWORKS INC | 167,840 | $10.9M | 0.1% | $69.92 | -2.1% | COMMON STOCK | 00164V103 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $10.84M | 0.1% | $1.24 | — | CONVERTIBLE SECURITY | 00163UAA4 |
| — | HORIZON PHARMA PLC | 12,500,000 | $10.7M | 0.1% | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| — | LIGAND PHARMACEUTICALS INC | 7,000,000 | $10.69M | 0.1% | $1.30 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| — | CTRIP.COM INTL LTD | 240,395 | $10.64M | 0.1% | $45.05 | — | COMMON STOCK | 22943F100 |
| GS | GOLDMAN SACHS | 67,446 | $10.59M | 0.1% | $128.06 | -1.4% | COMMON STOCK | 38141G104 |
| — | SPIRIT REALTY CAPITAL INC | 10,539,000 | $10.57M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| SYF | SYNCHRONY FINANCIAL | 366,683 | $10.51M | 0.1% | $24.95 | -11.2% | COMMON STOCK | 87165B103 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 187,000 | $10.48M | 0.1% | $28.84 | +29.2% | COMMON STOCK | 34964C106 |
| — | WPX ENERGY | 290,000 | $10.23M | 0.1% | $36.64 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| — | TAL EDUCATION GROUP | 5,250,000 | $10.21M | 0.1% | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| NEM | NEWMONT MINING CORP | 379,324 | $10.08M | 0.1% | $19.68 | -7.7% | COMMON STOCK | 651639106 |
| BMY | BRISTOL MYERS SQUIBB | 156,694 | $10.01M | 0.1% | $30.75 | +45.7% | COMMON STOCK | 110122108 |
| — | LIVE NATION ENTERTAINMENT INC | 10,000,000 | $9.908M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| ILMN | ILLUMINA INC | 61,015 | $9.891M | 0.1% | $119.28 | +28.2% | COMMON STOCK | 452327109 |
| — | TESLA MOTORS INC | 10,700,000 | $9.747M | 0.1% | $0.94 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| — | SPIRIT REALTY CAPITAL INC | 9,494,000 | $9.573M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| PSX | PHILLIPS 66 | 108,609 | $9.404M | 0.1% | $45.46 | +23.2% | COMMON STOCK | 718546104 |
| SO | SOUTHN COMPANY | 181,254 | $9.376M | 0.1% | $26.64 | +20.9% | COMMON STOCK | 842587107 |
| — | INTEGRATED DEVICE TECHNOLOGY | 10,000,000 | $9.358M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 458118AB2 |
| SPG | SIMON PROPERTY GROUP INC | 44,903 | $9.326M | 0.1% | $88.80 | +30.5% | COMMON STOCK | 828806109 |
| — | BROOKDALE SENIOR LIVING INC | 9,500,000 | $9.131M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 112463AA2 |
| — | WRIGHT MEDICAL | 10,000,000 | $8.987M | 0.1% | $0.90 | — | CONVERTIBLE SECURITY | 98235TAE7 |
| ELV | ANTHEM INC | 63,902 | $8.882M | 0.1% | $110.70 | +5.3% | COMMON STOCK | 036752103 |
| — | BOTTOMLINE TECH | 7,750,000 | $8.838M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| TXN | TEXAS INSTRUMENTS INC | 150,038 | $8.615M | 0.1% | $33.49 | +21.0% | COMMON STOCK | 882508104 |
| — | CARDTRONICS INC | 8,800,000 | $8.532M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| — | MEDICINES CO | 7,500,000 | $8.529M | 0.1% | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| — | DEPOMED INC | 9,000,000 | $8.408M | 0.1% | $1.17 | — | CONVERTIBLE SECURITY | 249908AA2 |
| — | MONSANTO CO | 95,181 | $8.351M | 0.1% | $103.41 | — | COMMON STOCK | 61166W101 |
| — | HOLOGIC INC | 6,201,000 | $8.009M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 436440AC5 |
| — | AMTRUST FIN SVCS | 10,121,000 | $7.956M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 032359AG6 |
| USB | US BANCORP | 195,053 | $7.917M | 0.1% | $22.79 | +22.0% | COMMON STOCK | 902973304 |
| — | ARES CAPITAL CORP | 7,775,000 | $7.907M | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| — | SUNPOWER CORP | 351,933 | $7.862M | 0.1% | $30.73 | — | COMMON STOCK | 867652406 |
| — | INCYTE GENOMICS | 4,960,000 | $7.851M | 0.1% | $1.82 | — | CONVERTIBLE SECURITY | 45337CAN2 |
| — | CERNER CORP | 143,790 | $7.615M | 0.1% | $72.33 | — | COMMON STOCK | 156782104 |
| YUM | YUM! BRANDS INC | 92,914 | $7.605M | 0.1% | $47.79 | -8.4% | COMMON STOCK | 988498101 |
| COF | CAPITAL ONE FINANCIAL CORP | 108,315 | $7.507M | 0.0% | $55.32 | +0.1% | COMMON STOCK | 14040H105 |
| PRU | PRUDENTIAL FINANCIAL INC | 102,229 | $7.383M | 0.0% | $44.33 | +1.1% | COMMON STOCK | 744320102 |
| 1741046D | STERIS PLC | 103,616 | $7.362M | 0.0% | $72.71 | — | COMMON STOCK | G84720104 |
| COP | CONOCOPHILLIPS | 178,768 | $7.199M | 0.0% | $42.18 | -33.4% | COMMON STOCK | 20825C104 |
| — | INTEL CORP | 5,640,000 | $7.19M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 458140AD2 |
| — | ROVI CORP | 7,500,000 | $7.169M | 0.0% | $0.96 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | AETNA INC | 62,937 | $7.071M | 0.0% | $89.62 | — | COMMON STOCK | 00817Y108 |
| GM | GENERAL MOTORS CO | 223,188 | $7.015M | 0.0% | $25.02 | -2.9% | COMMON STOCK | 37045V100 |
| ALL | ALLSTATE CORP | 103,968 | $7.004M | 0.0% | $38.07 | +32.7% | COMMON STOCK | 020002101 |
| — | TIME WARNER INC | 96,330 | $6.989M | 0.0% | $63.41 | — | COMMON STOCK | 887317303 |
| KMI | KINDER MORGAN INC | 387,026 | $6.912M | 0.0% | $17.04 | -41.6% | COMMON STOCK | 49456B101 |
| — | LABORATORY CRP OF AMER HLDGS | 58,617 | $6.866M | 0.0% | $118.30 | — | COMMON STOCK | 50540R409 |
| FISV | FISERV INC | 65,617 | $6.731M | 0.0% | $29.85 | +58.9% | COMMON STOCK | 337738108 |
| — | OLD REPUBLIC INTL CORP | 5,286,000 | $6.574M | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| — | MELLANOX TECHNOLOGIES LTD | 119,700 | $6.503M | 0.0% | $44.61 | — | COMMON STOCK | M51363113 |
| — | SPECTRANETICS | 8,000,000 | $6.385M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| — | TWENTY-FIRST CENTURY FOX INC | 224,692 | $6.264M | 0.0% | $34.10 | — | COMMON STOCK | 90130A101 |
| FDX | FEDEX CORP | 38,297 | $6.232M | 0.0% | $101.83 | +17.1% | COMMON STOCK | 31428X106 |
| DHR | DANAHER CORP | 65,617 | $6.224M | 0.0% | $33.22 | +9.7% | COMMON STOCK | 235851102 |
| — | NAVISTAR INTL | 10,000,000 | $6.166M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 63934EAQ1 |
| — | NAVISTAR INTL | 10,000,000 | $5.907M | 0.0% | $0.86 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| PYPL | PAYPAL HOLDINGS INC | 152,504 | $5.887M | 0.0% | $35.91 | +0.4% | COMMON STOCK | 70450Y103 |
| — | CANADIAN SOLAR INC | 7,000,000 | $5.874M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 136635AE9 |
| MS | MORGAN STANLEY | 231,668 | $5.794M | 0.0% | $21.61 | -10.6% | COMMON STOCK | 617446448 |
| DE | DEERE & CO | 73,955 | $5.694M | 0.0% | $69.35 | -4.4% | COMMON STOCK | 244199105 |
| — | INCYTE GENOMICS | 3,671,000 | $5.679M | 0.0% | $1.73 | — | CONVERTIBLE SECURITY | 45337CAM4 |
| — | CIGNA CORP | 40,485 | $5.556M | 0.0% | $94.20 | — | COMMON STOCK | 125509109 |
| — | GLOBAL X FTSE GREECE 20 | 733,810 | $5.526M | 0.0% | $9.03 | — | COMMON STOCK | 37950E366 |
| CL | COLGATE-PALMOLIVE CO | 76,592 | $5.411M | 0.0% | $45.37 | +16.5% | COMMON STOCK | 194162103 |
| — | EMC CORP-MASS | 202,122 | $5.387M | 0.0% | $24.51 | — | COMMON STOCK | 268648102 |
| PNC | PNC FINANCIAL SERVICES GROUP | 63,455 | $5.366M | 0.0% | $55.47 | +11.7% | COMMON STOCK | 693475105 |
| SCHW | SCHWAB (CHARLES) CORP | 185,671 | $5.203M | 0.0% | $25.31 | -7.9% | COMMON STOCK | 808513105 |
| — | FORESTAR GROUP INC | 6,000,000 | $5.203M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| — | VANTIV INC | 96,187 | $5.183M | 0.0% | $36.47 | — | COMMON STOCK | 92210H105 |
| KR | KROGER CO | 135,079 | $5.167M | 0.0% | $22.20 | +42.3% | COMMON STOCK | 501044101 |
| — | WALTER INVESTMENT MANAGEMENT | 8,735,000 | $5.145M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 93317WAA0 |
| — | STARWOOD WAYPOINT RESIDENTIAL | 5,000,000 | $5.14M | 0.0% | $1.00 | — | CONVERTIBLE SECURITY | 85571WAD1 |
| CAT | CATERPILLAR INC | 66,738 | $5.108M | 0.0% | $62.56 | -15.2% | COMMON STOCK | 149123101 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 5,000,000 | $5.102M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| CB | CHUBB LTD | 42,767 | $5.096M | 0.0% | $96.06 | 0.0% | COMMON STOCK | H1467J104 |
| KHC | KRAFT HEINZ CO/THE | 63,828 | $5.014M | 0.0% | $47.85 | +1.0% | COMMON STOCK | 500754106 |
| — | CHINA BIOLOGIC PRODUCTS INC | 43,630 | $4.995M | 0.0% | $89.83 | — | COMMON STOCK | 16938C106 |
| VLRS | CONTROLADORA VUELA CIA DE AV | 235,650 | $4.965M | 0.0% | $21.07 | — | COMMON STOCK | 21240E105 |
| — | STARWOOD PROPERTY TRUST INC | 5,000,000 | $4.939M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| — | MICRON TECHNOLOGY INC | 3,850,000 | $4.917M | 0.0% | $2.01 | — | CONVERTIBLE SECURITY | 595112AX1 |
| — | SINA CORP | 5,000,000 | $4.917M | 0.0% | $0.92 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| AEP | AMER ELECTRIC POWER INC | 72,973 | $4.845M | 0.0% | $32.03 | +36.4% | COMMON STOCK | 025537101 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 76,697 | $4.809M | 0.0% | $43.39 | +18.8% | COMMON STOCK | 192446102 |
| LYB | LYONDELLBASELL INDUSTRIES | 55,952 | $4.788M | 0.0% | $38.81 | +18.0% | COMMON STOCK | N53745100 |
| — | BLACKROCK INC | 13,772 | $4.69M | 0.0% | $278.62 | — | COMMON STOCK | 09247X101 |
| AMT | AMERICAN TOWER REIT INC | 45,540 | $4.662M | 0.0% | $72.77 | +0.5% | COMMON STOCK | 03027X100 |
| NFLX | NETFLIX INC | 45,383 | $4.64M | 0.0% | $10.31 | -4.8% | COMMON STOCK | 64110L106 |
| — | TIME WARNER CABLE | 22,626 | $4.63M | 0.0% | $169.23 | — | COMMON STOCK | 88732J207 |
| GD | GENERAL DYNAMICS CORP | 34,810 | $4.573M | 0.0% | $67.01 | +59.4% | COMMON STOCK | 369550108 |
| ITW | ILL TOOL WORKS INC | 43,783 | $4.485M | 0.0% | $60.71 | +20.6% | COMMON STOCK | 452308109 |
| — | QUIDEL CORP | 5,000,000 | $4.481M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $4.461M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| KMB | KIMBERLY-CLARK CORP | 32,813 | $4.414M | 0.0% | $65.90 | +40.8% | COMMON STOCK | 494368103 |
| — | PRAXAIR INC | 38,297 | $4.383M | 0.0% | $120.69 | — | COMMON STOCK | 74005P104 |
| ADM | ARCHER DANIELS MIDLAND | 120,372 | $4.371M | 0.0% | $24.59 | +5.5% | COMMON STOCK | 039483102 |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 245,842 | $4.359M | 0.0% | $6.49 | -2.0% | COMMON STOCK | 42824C109 |
| — | ENVESTNET INC | 5,000,000 | $4.355M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| NXPI | NXP SEMICONDUCTORS NV | 53,000 | $4.297M | 0.0% | $80.11 | -17.3% | COMMON STOCK | N6596X109 |
| D | DOMINION RESOURCES INC VA | 56,641 | $4.255M | 0.0% | $37.52 | +22.9% | COMMON STOCK | 25746U109 |
| — | CONCHO RESOURCES INC | 41,600 | $4.203M | 0.0% | $101.03 | — | COMMON STOCK | 20605P101 |
| EW | EDWARDS LIFESCI | 47,236 | $4.167M | 0.0% | $21.74 | +26.9% | COMMON STOCK | 28176E108 |
| PSA | STORAGE PROPERTIES | 15,089 | $4.162M | 0.0% | $131.88 | +29.0% | COMMON STOCK | 74460D109 |
| GIS | GENERAL MILLS INC | 65,618 | $4.157M | 0.0% | $33.27 | +23.8% | COMMON STOCK | 370334104 |
| TRMB | TRIMBLE NAVIGATION LTD | 166,700 | $4.134M | 0.0% | $21.11 | +4.6% | COMMON STOCK | 896239100 |
| MPC | MARATHON PETROLEUM | 110,418 | $4.105M | 0.0% | $32.69 | -14.7% | COMMON STOCK | 56585A102 |
| APD | AIR PRODUCTS & CHEMICALS INC | 28,443 | $4.097M | 0.0% | $72.55 | +30.5% | COMMON STOCK | 009158106 |
| TER | TERADYNE INC | 188,185 | $4.063M | 0.0% | $18.36 | +0.4% | COMMON STOCK | 880770102 |
| BFAM | BRIGHT HORIZONS FAMILY SOLUT | 60,550 | $3.922M | 0.0% | $64.29 | 0.0% | COMMON STOCK | 109194100 |
| PPG | PPG INDUSTRIES INC | 34,948 | $3.896M | 0.0% | $77.14 | +6.5% | COMMON STOCK | 693506107 |
| EIX | EDISON INTL | 54,192 | $3.896M | 0.0% | $31.72 | +37.3% | COMMON STOCK | 281020107 |
| PCG | P G & E CORP | 65,146 | $3.891M | 0.0% | $40.34 | +29.4% | COMMON STOCK | 69331C108 |
| — | ORBITAL ATK INC | 44,676 | $3.884M | 0.0% | $86.94 | — | COMMON STOCK | 68557N103 |
| — | M/I HOMES INC | 4,000,000 | $3.877M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| HAL | HALLIBURTON CO | 106,768 | $3.814M | 0.0% | $37.32 | -27.8% | COMMON STOCK | 406216101 |
| EMR | EMERSON ELECTRIC CO | 69,898 | $3.801M | 0.0% | $40.64 | -8.0% | COMMON STOCK | 291011104 |
| — | INSULET CORP | 3,804,000 | $3.712M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| — | MICHAEL KORS HOLDINGS LIMITED | 65,162 | $3.712M | 0.0% | $58.56 | — | COMMON STOCK | G60754101 |
| ROK | ROCKWELL AUTOMTN | 32,065 | $3.647M | 0.0% | $83.96 | 0.0% | COMMON STOCK | 773903109 |
| VLO | VALERO ENERGY | 56,200 | $3.605M | 0.0% | $30.69 | +39.7% | COMMON STOCK | 91913Y100 |
| — | MGIC INVESTMENT CORP | 3,433,000 | $3.575M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 552848AD5 |
| VGK | VANGUARD FTSE EUROPE | 73,553 | $3.57M | 0.0% | $48.72 | — | COMMON STOCK | 922042874 |
| — | NUVASIVE INC | 2,795,000 | $3.539M | 0.0% | $1.24 | — | CONVERTIBLE SECURITY | 670704AC9 |
| EXC | EXELON CORP | 98,006 | $3.514M | 0.0% | $15.66 | +1.2% | COMMON STOCK | 30161N101 |
| — | BB&T CORPORATION | 103,573 | $3.446M | 0.0% | $34.58 | — | COMMON STOCK | 054937107 |
| ED | CONSOL EDISON | 44,433 | $3.404M | 0.0% | $38.33 | +29.9% | COMMON STOCK | 209115104 |
| TRV | TRAVELERS COMPANIES INC | 29,038 | $3.389M | 0.0% | $65.62 | +33.8% | COMMON STOCK | 89417E109 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 72,514 | $3.341M | 0.0% | $24.72 | +37.4% | COMMON STOCK | 416515104 |
| — | B2GOLD CORPORATION | 4,000,000 | $3.333M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| CMI | CUMMINS INC | 30,051 | $3.304M | 0.0% | $107.71 | -31.1% | COMMON STOCK | 231021106 |
| — | ST JUDE MEDICAL INC | 59,870 | $3.293M | 0.0% | $58.07 | — | COMMON STOCK | 790849103 |
| — | CENTURYLINK INC | 102,905 | $3.289M | 0.0% | $35.20 | — | COMMON STOCK | 156700106 |
| CAH | CARDINAL HEALTH INC | 39,942 | $3.273M | 0.0% | $65.00 | -5.9% | COMMON STOCK | 14149Y108 |
| — | COWEN GROUP INC | 3,500,000 | $3.268M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| NBIS | YANDEX NV | 212,900 | $3.262M | 0.0% | $15.72 | — | COMMON STOCK | N97284108 |
| — | SPECTRA ENERGY CORP | 104,021 | $3.183M | 0.0% | $34.68 | — | COMMON STOCK | 847560109 |
| — | IGI LABORATORIES INC | 4,000,000 | $3.16M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 449575AB5 |
| PEG | PUBLIC SERVICE ENTERPRISE GROUP | 66,396 | $3.13M | 0.0% | $22.75 | +32.6% | COMMON STOCK | 744573106 |
| EQR | EQUITY RESIDENTIAL | 41,278 | $3.097M | 0.0% | $45.31 | +2.8% | COMMON STOCK | 29476L107 |
| LEN | LENNAR CORP | 63,831 | $3.087M | 0.0% | $30.49 | +22.5% | COMMON STOCK | 526057104 |
| AMP | AMERIPRISE FINANCIAL INC | 32,813 | $3.085M | 0.0% | $84.64 | -13.9% | COMMON STOCK | 03076C106 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.077M | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| VNO | VORNADO REALTY TRUST | 32,506 | $3.07M | 0.0% | $85.29 | — | COMMON STOCK | 929042109 |
| CCI | CROWN CASTLE INTL CORP | 35,428 | $3.065M | 0.0% | $54.29 | +3.3% | COMMON STOCK | 22822V101 |
| LNC | LINCOLN NATIONAL CORP | 77,706 | $3.046M | 0.0% | $24.16 | +10.8% | COMMON STOCK | 534187109 |
| HPQ | HP INC | 245,842 | $3.029M | 0.0% | $9.04 | -14.7% | COMMON STOCK | 40434L105 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 36,784 | $3.022M | 0.0% | $70.86 | -1.8% | COMMON STOCK | V7780T103 |
| — | YAHOO! INC | 78,751 | $2.899M | 0.0% | $43.96 | — | COMMON STOCK | 984332106 |
| — | SOLARCITY | 5,000,000 | $2.875M | 0.0% | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| WDAY | WORKDAY INC | 37,000 | $2.843M | 0.0% | $77.34 | -14.4% | COMMON STOCK | 98138H101 |
| EBAY | EBAY INC | 116,477 | $2.779M | 0.0% | $20.28 | +6.8% | COMMON STOCK | 278642103 |
| — | TEVA PHARMACEUTICAL IND LTD | 2,120,000 | $2.769M | 0.0% | $1.09 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| — | KELLOGG CO | 35,555 | $2.722M | 0.0% | $39.33 | +23.7% | COMMON STOCK | 487836108 |
| BAX | BAXTER INTL INC | 65,618 | $2.696M | 0.0% | $30.70 | +5.8% | COMMON STOCK | 071813109 |
| PLD | PROLOGIS INC | 60,866 | $2.689M | 0.0% | $27.11 | +11.3% | COMMON STOCK | 74340W103 |
| AVB | AVALONBAY COMMUNITIES INC | 14,042 | $2.671M | 0.0% | $110.69 | +14.1% | COMMON STOCK | 053484101 |
| — | BAXALTA | 65,618 | $2.651M | 0.0% | $32.07 | — | COMMON STOCK | 07177M103 |
| IONS | IONIS PHARMACEUTICALS INC | 64,918 | $2.629M | 0.0% | $53.96 | -24.7% | COMMON STOCK | 462222100 |
| AZO | AUTOZONE INC | 3,288 | $2.62M | 0.0% | $514.72 | +47.0% | COMMON STOCK | 053332102 |
| WELL | WELLTOWER INC | 37,229 | $2.581M | 0.0% | $44.78 | -0.8% | COMMON STOCK | 95040Q104 |
| PKG | PACKAGING CORP OF AMERICA | 42,735 | $2.581M | 0.0% | $56.08 | -28.8% | COMMON STOCK | 695156109 |
| — | WHOLE FOODS MARKET INC | 82,390 | $2.563M | 0.0% | $41.76 | — | COMMON STOCK | 966837106 |
| DVN | DEVON ENERGY CORPORATION | 93,179 | $2.557M | 0.0% | $36.76 | -53.8% | COMMON STOCK | 25179M103 |
| — | APPLE INC | 2,900 | $2.538M | 0.0% | — | — | Call | 037833900 |
| — | BROCADE COMMUNICATIONS SYSTEMS | 2,500,000 | $2.479M | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 111621AQ1 |
| FFIV | F5 NETWORKSINC | 22,856 | $2.419M | 0.0% | $84.87 | +12.9% | COMMON STOCK | 315616102 |
| — | RENEWABLE ENERGY GROUP INC | 3,000,000 | $2.397M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 75972AAA1 |
| — | NETSUITE INC | 2,500,000 | $2.394M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 64118QAB3 |
| — | HELIX ENERGY SOLUTIONS GROUP | 3,000,000 | $2.385M | 0.0% | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| AFL | AFLAC INC | 37,548 | $2.371M | 0.0% | $20.32 | +16.1% | COMMON STOCK | 001055102 |
| CMS | CMS ENERGY CORP | 55,866 | $2.371M | 0.0% | $19.27 | +51.8% | COMMON STOCK | 125896100 |
| ROST | ROSS STORES INC | 40,634 | $2.353M | 0.0% | $37.52 | +34.2% | COMMON STOCK | 778296103 |
| APH | AMPHENOL CORP | 40,634 | $2.349M | 0.0% | $10.23 | +15.5% | COMMON STOCK | 032095101 |
| IVZ | INVESCO LTD | 76,183 | $2.344M | 0.0% | $18.85 | -2.4% | COMMON STOCK | G491BT108 |
| — | COACH INC | 58,405 | $2.341M | 0.0% | $43.99 | — | COMMON STOCK | 189754104 |
| NSC | NORFOLK SOTHN CORP | 28,107 | $2.34M | 0.0% | $62.34 | -1.3% | COMMON STOCK | 655844108 |
| AKAM | AKAMAI TECHNOLOGIES INC | 40,633 | $2.258M | 0.0% | $55.31 | -8.1% | COMMON STOCK | 00971T101 |
| — | BLUCORA INC | 3,000,000 | $2.254M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 095229AB6 |
| — | JEFFERIES GROUP INC | 2,288,000 | $2.251M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 472319AG7 |
| — | PROSPECT CAPITAL CORP | 2,300,000 | $2.25M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAL6 |
| — | NOBLE ENERGY INC | 71,106 | $2.233M | 0.0% | $60.14 | — | COMMON STOCK | 655044105 |
| QRVO | QORVO INC | 43,716 | $2.204M | 0.0% | $59.37 | -26.6% | COMMON STOCK | 74736K101 |
| — | XENOPORT INC | 3,000,000 | $2.203M | 0.0% | $0.73 | — | CONVERTIBLE SECURITY | 98411CAB6 |
| — | SUNTRUST BANKS INC | 60,946 | $2.199M | 0.0% | $32.65 | — | COMMON STOCK | 867914103 |
| MOS | MOSAIC CO | 80,717 | $2.179M | 0.0% | $44.51 | -51.5% | COMMON STOCK | 61945C103 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 54,949 | $2.168M | 0.0% | $24.79 | +7.3% | COMMON STOCK | 74251V102 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 4,601 | $2.167M | 0.0% | $12.06 | -21.1% | COMMON STOCK | 169656105 |
| — | BAKER HUGHES | 49,266 | $2.159M | 0.0% | $47.77 | — | COMMON STOCK | 057224107 |
| — | MYLAN NV | 46,134 | $2.138M | 0.0% | $58.54 | — | COMMON STOCK | N59465109 |
| CBRE | CBRE GROUP INC | 73,763 | $2.126M | 0.0% | $34.01 | -19.1% | COMMON STOCK | 12504L109 |
| WDC | WESTERN DIGITAL CORP | 44,754 | $2.114M | 0.0% | $58.20 | -47.1% | COMMON STOCK | 958102105 |
| — | JUNIPER NETWORKS INC | 81,527 | $2.08M | 0.0% | $22.57 | — | COMMON STOCK | 48203R104 |
| VTR | VENTAS INC | 33,015 | $2.079M | 0.0% | $52.38 | -30.0% | COMMON STOCK | 92276F100 |
| PPL | PPL CORP | 54,592 | $2.078M | 0.0% | $16.77 | +36.5% | COMMON STOCK | 69351T106 |
| MU | MICRON TECHNOLOGY INC | 198,286 | $2.076M | 0.0% | $26.14 | -58.3% | COMMON STOCK | 595112103 |
| TROW | T ROWE PRICE | 27,429 | $2.015M | 0.0% | $47.92 | +1.2% | COMMON STOCK | 74144T108 |
| — | JNJ (ALZA CP) | 1,331,000 | $1.983M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| MHK | MOHAWK INDS INC | 10,309 | $1.968M | 0.0% | $113.87 | +52.8% | COMMON STOCK | 608190104 |
| MCHP | MICROCHIP TECHNOLOGY INC | 40,632 | $1.958M | 0.0% | $14.91 | +23.6% | COMMON STOCK | 595017104 |
| RIO | RIO TINTO PLC | 68,756 | $1.944M | 0.0% | $41.08 | — | COMMON STOCK | 767204100 |
| ETR | ENTERGY CORP | 24,382 | $1.933M | 0.0% | $20.83 | +18.7% | COMMON STOCK | 29364G103 |
| PNR | PENTAIR PLC | 35,555 | $1.929M | 0.0% | $40.87 | -32.7% | COMMON STOCK | G7S00T104 |
| BEN | FRANKLIN RESOURCES INC | 49,297 | $1.925M | 0.0% | $29.26 | -25.4% | COMMON STOCK | 354613101 |
| — | GENERAL MOTORS CO | 88,470 | $1.915M | 0.0% | $24.39 | — | WARRANTS | 37045V118 |
| EQT | EQT CORP | 28,446 | $1.913M | 0.0% | $44.40 | -33.7% | COMMON STOCK | 26884L109 |
| XEL | XCEL ENERGY INC | 45,715 | $1.912M | 0.0% | $20.88 | +37.4% | COMMON STOCK | 98389B100 |
| — | STONE ENERGY CP | 6,000,000 | $1.892M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 861642AN6 |
| — | BLACKSTONE GROUP LP | 67,416 | $1.891M | 0.0% | $22.79 | — | COMMON STOCK | 09253U108 |
| FITB | FIFTH THIRD BK | 111,739 | $1.865M | 0.0% | $12.58 | -7.7% | COMMON STOCK | 316773100 |
| IVV | ISHARES S&P 500 INDEX FUND | 8,951 | $1.85M | 0.0% | $200.23 | — | COMMON STOCK | 464287200 |
| — | LINKEDIN CORPORATION | 16,175 | $1.85M | 0.0% | $199.47 | — | COMMON STOCK | 53578A108 |
| FCX | FREEPORT-MCMORAN INC | 178,366 | $1.844M | 0.0% | $23.72 | -73.1% | COMMON STOCK | 35671D857 |
| FE | FIRSTENERGY CORP | 50,792 | $1.827M | 0.0% | $23.78 | -6.3% | COMMON STOCK | 337932107 |
| CAG | CONAGRA FOODS INC | 40,633 | $1.813M | 0.0% | $17.20 | +33.4% | COMMON STOCK | 205887102 |
| FLR | FLUOR CORP-NEW | 33,521 | $1.8M | 0.0% | $53.38 | -19.5% | COMMON STOCK | 343412102 |
| — | JANUS CAPITAL GROUP FUNDS | 1,263,000 | $1.795M | 0.0% | $1.42 | — | CONVERTIBLE SECURITY | 47102XAH8 |
| — | COLONY FINANCIAL INC | 2,000,000 | $1.792M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| — | MEAD JOHNSON NUTRITION CO | 20,990 | $1.784M | 0.0% | $80.54 | — | COMMON STOCK | 582839106 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $1.766M | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| UAL | UNITED CONTINENTAL HOLDINGS IN | 29,365 | $1.758M | 0.0% | $57.39 | -7.5% | COMMON STOCK | 910047109 |
| — | NATIONAL OILWELL VARCO INC | 56,165 | $1.747M | 0.0% | $65.14 | — | COMMON STOCK | 637071101 |
| — | ROYAL DUTCH SHELL PLC | 35,330 | $1.712M | 0.0% | $45.78 | — | COMMON STOCK | 780259206 |
| — | TOTAL SA | 37,457 | $1.701M | 0.0% | $44.96 | — | COMMON STOCK | 89151E109 |
| RF | REGIONS FINANCIAL CORP | 215,508 | $1.692M | 0.0% | $5.88 | -4.1% | COMMON STOCK | 7591EP100 |
| AAL | AMERICAN AIRLINES GROUP INC | 40,940 | $1.679M | 0.0% | $40.83 | -5.6% | COMMON STOCK | 02376R102 |
| HST | HOST HOTELS & RESORTS INC | 100,116 | $1.672M | 0.0% | $13.89 | -27.2% | COMMON STOCK | 44107P104 |
| — | LABORATORY CORP LYONS | 1,058,000 | $1.661M | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| — | VIACOM INC | 39,904 | $1.647M | 0.0% | $67.63 | — | COMMON STOCK | 92553P201 |
| EFAV | ISHARES MSCI EAFE MINIMUM VO | 23,935 | $1.59M | 0.0% | $64.57 | — | COMMON STOCK | 46429B689 |
| — | SYMANTEC CORP | 86,345 | $1.587M | 0.0% | $22.70 | — | COMMON STOCK | 871503108 |
| — | WELLPOINT INC | 823,000 | $1.58M | 0.0% | $2.07 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.569M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 09257WAA8 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 31,997 | $1.562M | 0.0% | $32.34 | +24.9% | COMMON STOCK | 302130109 |
| A | AGILENT TECHNOLOGIES INC | 39,088 | $1.558M | 0.0% | $34.19 | +3.1% | COMMON STOCK | 00846U101 |
| TRIP | TRIPADVISOR INC | 23,414 | $1.557M | 0.0% | $68.48 | -14.0% | COMMON STOCK | 896945201 |
| UAA | UNDER ARMOUR INC | 17,727 | $1.504M | 0.0% | $40.39 | -2.3% | COMMON STOCK | 904311107 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 20,317 | $1.491M | 0.0% | $74.81 | -9.7% | COMMON STOCK | 23918K108 |
| — | DANAHER CORP | 541,000 | $1.491M | 0.0% | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| BLD | TOPBUILD | 49,999 | $1.487M | 0.0% | $30.95 | -12.6% | COMMON STOCK | 89055F103 |
| DVY | ISHARES DJ SELECT DVD | 18,144 | $1.482M | 0.0% | $75.32 | — | COMMON STOCK | 464287168 |
| REGN | REGENERON PHARMACEUTICALS INC | 4,062 | $1.464M | 0.0% | $251.07 | +63.2% | COMMON STOCK | 75886F107 |
| CF | CF INDUSTRIES HOLDINGS INC | 45,720 | $1.433M | 0.0% | $40.45 | -38.9% | COMMON STOCK | 125269100 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.399M | 0.0% | $15.16 | -11.6% | COMMON STOCK | 56501R106 |
| — | APACHE CORP | 27,737 | $1.354M | 0.0% | $76.88 | — | COMMON STOCK | 037411105 |
| DRI | DARDEN RESTAURANTS INC | 20,317 | $1.347M | 0.0% | $35.91 | +33.2% | COMMON STOCK | 237194105 |
| — | AMERICA MOVIL SA | 86,500 | $1.343M | 0.0% | $21.74 | — | COMMON STOCK | 02364W105 |
| — | PROSPECT CAPITAL CORP | 1,367,000 | $1.343M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| HSY | HERSHEY FOODS CORP | 14,224 | $1.31M | 0.0% | $65.99 | +6.8% | COMMON STOCK | 427866108 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $1.304M | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| KMX | CARMAX INC | 25,396 | $1.298M | 0.0% | $48.89 | -3.5% | COMMON STOCK | 143130102 |
| — | GULFPORT ENGY | 44,579 | $1.263M | 0.0% | $38.73 | — | COMMON STOCK | 402635304 |
| — | XILINX INC | 3,325 | $1.26M | 0.0% | — | — | Call | 983919901 |
| AES | AES CORP | 106,661 | $1.259M | 0.0% | $8.13 | -15.0% | COMMON STOCK | 00130H105 |
| — | NEW YORK CMTY TRUST | 24,930 | $1.243M | 0.0% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| M | MACYS INC | 27,934 | $1.232M | 0.0% | $48.25 | -14.3% | COMMON STOCK | 55616P104 |
| ABEV | COMPANHIA DE BEBIDAS | 235,000 | $1.217M | 0.0% | $7.28 | — | COMMON STOCK | 02319V103 |
| — | GENERAL MOTORS CO | 88,470 | $1.209M | 0.0% | $16.70 | — | WARRANTS | 37045V126 |
| MAC | MACERICH COMPANY | 15,242 | $1.208M | 0.0% | $74.92 | — | COMMON STOCK | 554382101 |
| — | JACOBS ENGINEERING GROUP INC | 27,619 | $1.203M | 0.0% | $52.79 | — | COMMON STOCK | 469814107 |
| ES | EVERSOURCE ENERGY | 20,317 | $1.185M | 0.0% | $36.38 | +6.8% | COMMON STOCK | 30040W108 |
| RHI | ROBERT HALF INTL INC | 25,397 | $1.183M | 0.0% | $37.15 | +12.7% | COMMON STOCK | 770323103 |
| PVH | PVH CORP | 11,174 | $1.107M | 0.0% | $112.48 | -31.0% | COMMON STOCK | 693656100 |
| DGX | QUEST DIAGNOSTC | 15,237 | $1.089M | 0.0% | $46.77 | +17.9% | COMMON STOCK | 74834L100 |
| DHI | D R HORTON INC | 35,554 | $1.075M | 0.0% | $21.09 | +16.8% | COMMON STOCK | 23331A109 |
| — | FIDELITY NL FIN | 551,000 | $1.031M | 0.0% | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| — | L-3 COMMUNICATIONS HOLDINGS | 8,593 | $1.018M | 0.0% | $124.67 | — | COMMON STOCK | 502424104 |
| — | RPM INTL INC | 849,000 | $973K | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | KANSAS CITY SOUTHERN | 11,235 | $960K | 0.0% | $105.44 | — | COMMON STOCK | 485170302 |
| TGT | TARGET CORP | 11,571 | $952K | 0.0% | $49.46 | +14.0% | COMMON STOCK | 87612E106 |
| — | AIRGAS INC | 6,602 | $935K | 0.0% | $108.23 | — | COMMON STOCK | 009363102 |
| GAP | GAP INC | 31,491 | $926K | 0.0% | $26.50 | -30.2% | COMMON STOCK | 364760108 |
| — | KKR & CO LP | 58,279 | $856K | 0.0% | $15.69 | — | COMMON STOCK | 48248M102 |
| R | RYDER SYS | 12,873 | $834K | 0.0% | $66.08 | -14.0% | COMMON STOCK | 783549108 |
| — | INTERPUBLIC GROUP OF COS | 35,552 | $816K | 0.0% | $9.51 | +56.4% | COMMON STOCK | 460690100 |
| BURL | BURLINGTON STORES INC | 14,370 | $808K | 0.0% | $53.40 | -2.2% | COMMON STOCK | 122017106 |
| EMN | EASTMAN CHEM CO | 10,158 | $734K | 0.0% | $47.79 | -0.7% | COMMON STOCK | 277432100 |
| — | DISCOVERY COMMUNICATIONS INC | 25,397 | $727K | 0.0% | $64.55 | — | COMMON STOCK | 25470F104 |
| — | MCGRAW HILL FINANCIAL INC | 7,322 | $725K | 0.0% | $99.02 | — | COMMON STOCK | 580645109 |
| RRGB | RED ROBIN GOURMET BURGERS INC | 10,885 | $702K | 0.0% | $73.79 | -15.6% | COMMON STOCK | 75689M101 |
| — | CAMERON INTL CORP | 10,300 | $691K | 0.0% | $61.05 | — | COMMON STOCK | 13342B105 |
| — | DISCOVERY COMMUNICATIONS | 25,396 | $686K | 0.0% | $36.65 | — | COMMON STOCK | 25470F302 |
| — | MARATHON OIL CP | 60,947 | $679K | 0.0% | $31.96 | — | COMMON STOCK | 565849106 |
| — | MACQUARIE INFRASTRUCTURE CO | 585,000 | $649K | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| THRM | GENTHERM INC | 15,320 | $637K | 0.0% | $43.37 | -6.8% | COMMON STOCK | 37253A103 |
| — | FXCM INC | 1,000,000 | $628K | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 302693AB2 |
| WMB | WILLIAMS CO. | 38,812 | $624K | 0.0% | $26.33 | -62.4% | COMMON STOCK | 969457100 |
| — | IAC INTERACTIVECORP | 13,222 | $622K | 0.0% | $62.22 | — | COMMON STOCK | 44919P508 |
| — | SUNEDISON INC | 14,500,000 | $611K | 0.0% | $0.04 | — | CONVERTIBLE SECURITY | 86732YAH2 |
| HP | HELMERICH & PAYNE INC | 10,158 | $596K | 0.0% | $71.22 | -25.8% | COMMON STOCK | 423452101 |
| W | WAYFAIR | 13,236 | $572K | 0.0% | $41.41 | 0.0% | COMMON STOCK | 94419L101 |
| — | ZELTIQ AESTHETICS | 20,125 | $547K | 0.0% | $29.16 | — | COMMON STOCK | 98933Q108 |
| TDC | TERADATA CORP | 20,316 | $533K | 0.0% | $53.15 | -53.4% | COMMON STOCK | 88076W103 |
| BC | BRUNSWICK CORPORATION | 11,057 | $531K | 0.0% | $35.89 | +1.6% | COMMON STOCK | 117043109 |
| SWK | STANLEY BLACK & DECKER INC | 4,740 | $499K | 0.0% | $77.19 | -2.7% | COMMON STOCK | 854502101 |
| — | LENNAR CORP | 1,200 | $480K | 0.0% | — | — | Call | 526057904 |
| ZD | J2 GLOBAL INC | 7,635 | $470K | 0.0% | $56.42 | +7.3% | COMMON STOCK | 48123V102 |
| — | LAM RESEARCH CORP | 5,672 | $469K | 0.0% | $79.65 | — | COMMON STOCK | 512807108 |
| CALX | CALIX INC | 65,100 | $462K | 0.0% | $9.47 | -25.4% | COMMON STOCK | 13100M509 |
| — | CEDAR FAIR | 7,600 | $452K | 0.0% | $56.84 | — | COMMON STOCK | 150185106 |
| — | GTT COMMUNICATIONS INC | 27,350 | $452K | 0.0% | $13.41 | — | COMMON STOCK | 362393100 |
| STAA | STAAR SURGICAL | 58,300 | $431K | 0.0% | $13.85 | -51.1% | COMMON STOCK | 852312305 |
| CRTO | CRITEO SA | 10,350 | $429K | 0.0% | $46.33 | — | COMMON STOCK | 226718104 |
| — | TESLA MOTORS INC | 2,534 | $425K | 0.0% | — | — | Put | 88160R951 |
| — | PRIVATEBANCORP INC | 10,775 | $416K | 0.0% | $23.09 | — | COMMON STOCK | 742962103 |
| — | ADTRAN INC | 20,392 | $412K | 0.0% | $20.20 | — | COMMON STOCK | 00738A106 |
| WK | WORKIVA | 35,300 | $411K | 0.0% | $13.93 | -5.4% | COMMON STOCK | 98139A105 |
| EEM | ISHARES MSCI EMERGING MKTS IND | 11,977 | $410K | 0.0% | $32.78 | — | COMMON STOCK | 464287234 |
| OMC | OMNICOM GROUP INC | 4,924 | $410K | 0.0% | $50.56 | +6.3% | COMMON STOCK | 681919106 |
| GMED | GLOBUS MEDICAL | 17,200 | $409K | 0.0% | $22.79 | +7.2% | COMMON STOCK | 379577208 |
| — | POLYONE CORP | 13,180 | $399K | 0.0% | $37.13 | — | COMMON STOCK | 73179P106 |
| YELP | YELP INC | 20,000 | $398K | 0.0% | $27.74 | -26.2% | COMMON STOCK | 985817105 |
| GOGO | GOGO INC | 34,290 | $378K | 0.0% | $20.13 | -37.1% | COMMON STOCK | 38046C109 |
| BOH | BANK OF HAWAII | 5,540 | $378K | 0.0% | $40.08 | +9.6% | COMMON STOCK | 062540109 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 472,000 | $375K | 0.0% | $1.08 | — | CONVERTIBLE SECURITY | 73640QAB1 |
| — | ARES CAPITAL CORP | 371,000 | $374K | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 04010LAD5 |
| WRB | WR BERKLEY CORP | 6,605 | $371K | 0.0% | $11.73 | +4.4% | COMMON STOCK | 084423102 |
| DOV | DOVER CORP | 5,720 | $368K | 0.0% | $41.97 | -2.4% | COMMON STOCK | 260003108 |
| EBS | EMERGENT BIOSOLUTIONS INC | 10,100 | $367K | 0.0% | $33.94 | +4.1% | COMMON STOCK | 29089Q105 |
| — | DRIL-QUIP | 5,900 | $357K | 0.0% | $92.48 | — | COMMON STOCK | 262037104 |
| — | VODAFONE GROUP PLC | 1,750 | $356K | 0.0% | — | — | Call | 92857W908 |
| NICE | NICE SYSTEMS LTD | 5,400 | $350K | 0.0% | $51.04 | — | COMMON STOCK | 653656108 |
| — | CEPHEID INC | 10,397 | $347K | 0.0% | $49.29 | — | COMMON STOCK | 15670R107 |
| — | SUNEDISON INC | 8,450,000 | $334K | 0.0% | $1.15 | — | CONVERTIBLE SECURITY | 86732YAC3 |
| MUR | MURPHY OIL CORP | 13,206 | $333K | 0.0% | $32.25 | -56.9% | COMMON STOCK | 626717102 |
| — | NXSTAGE MEDICAL INC | 21,550 | $323K | 0.0% | $16.94 | — | COMMON STOCK | 67072V103 |
| INDA | BARCLAY/ISHARES FUNDS | 11,918 | $323K | 0.0% | $28.56 | — | COMMON STOCK | 46429B598 |
| SPY | SPDR TRUST SERIES 1 | 1,542 | $317K | 0.0% | $205.85 | — | COMMON STOCK | 78462F103 |
| MDRX | ALLSCRIPTS HEALTHCARE SOLUTION | 23,700 | $313K | 0.0% | $17.17 | -23.5% | COMMON STOCK | 01988P108 |
| — | HARRIS CORP | 3,925 | $306K | 0.0% | $86.96 | — | COMMON STOCK | 413875105 |
| HOG | HARLEY-DAVIDSON INC | 5,950 | $305K | 0.0% | $43.64 | 0.0% | COMMON STOCK | 412822108 |
| CERS | CERUS CORP | 51,200 | $304K | 0.0% | $5.54 | 0.0% | COMMON STOCK | 157085101 |
| UNM | UNUMPROVIDENT CORP | 9,790 | $303K | 0.0% | $33.17 | -11.6% | COMMON STOCK | 91529Y106 |
| PGR | PROGRESSIVE CORP, OHIO | 8,340 | $293K | 0.0% | $19.50 | +23.3% | COMMON STOCK | 743315103 |
| — | CRANE CO | 5,350 | $288K | 0.0% | $53.83 | — | COMMON STOCK | 224399105 |
| — | SOUTHWESTERN ENERGY CO | 1,150 | $275K | 0.0% | — | — | Call | 845467909 |
| — | CLUBCORP HOLDINGS INC | 19,500 | $274K | 0.0% | $14.05 | — | COMMON STOCK | 18948M108 |
| GPC | GENUINE PARTS CO | 2,600 | $258K | 0.0% | $70.41 | -5.3% | COMMON STOCK | 372460105 |
| — | FRANK'S INTERNATIONAL NV | 15,300 | $252K | 0.0% | $15.64 | — | COMMON STOCK | N33462107 |
| — | NOBLE CORP PLC | 24,000 | $248K | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| JBLU | JETBLUE AIRWAYS CORP | 11,600 | $245K | 0.0% | $21.03 | 0.0% | COMMON STOCK | 477143101 |
| BRO | BROWN & BROWN INC | 6,805 | $244K | 0.0% | $14.58 | +0.9% | COMMON STOCK | 115236101 |
| SBNY | SIGNATURE BANK | 1,785 | $243K | 0.0% | $129.43 | — | COMMON STOCK | 82669G104 |
| RS | RELIANCE STEEL & ALUMINUM | 3,400 | $235K | 0.0% | $60.51 | 0.0% | COMMON STOCK | 759509102 |
| XYL | XYLEM INC | 5,740 | $235K | 0.0% | $31.95 | +2.2% | COMMON STOCK | 98419M100 |
| — | GENERAL GROWTH PROPERTIES | 7,900 | $235K | 0.0% | $25.70 | — | COMMON STOCK | 370023103 |
| UHS | UNIVERSAL HEALTH SVCS | 1,840 | $229K | 0.0% | $133.25 | -19.1% | COMMON STOCK | 913903100 |
| BKU | BANKUNITED | 6,600 | $227K | 0.0% | $24.85 | -0.3% | COMMON STOCK | 06652K103 |
| — | TD AMERITRADE HOLDING CORP | 7,200 | $227K | 0.0% | $34.72 | — | COMMON STOCK | 87236Y108 |
| MD | MEDNAX INC | 3,500 | $226K | 0.0% | $69.74 | -4.9% | COMMON STOCK | 58502B106 |
| HUBB | HUBBELL INC | 2,135 | $226K | 0.0% | $76.44 | +1.4% | COMMON STOCK | 443510607 |
| — | ITT INDUSTRIES INC | 6,040 | $223K | 0.0% | $39.90 | — | COMMON STOCK | 450911201 |
| — | FLIR SYSTEMS INC | 6,700 | $221K | 0.0% | $32.99 | — | COMMON STOCK | 302445101 |
| GNTX | GENTEX CORP | 14,000 | $220K | 0.0% | $17.65 | -17.5% | COMMON STOCK | 371901109 |
| — | DST SYSTEMS INC | 1,950 | $220K | 0.0% | $105.13 | — | COMMON STOCK | 233326107 |
| — | INGERSOLL-RAND PLC | 3,550 | $220K | 0.0% | $61.97 | — | COMMON STOCK | G47791101 |
| ADP | AUTOMATIC DATA | 2,430 | $218K | 0.0% | $69.13 | -2.1% | COMMON STOCK | 053015103 |
| PH | PARKER HANNIFIN CORP | 1,965 | $218K | 0.0% | $85.95 | 0.0% | COMMON STOCK | 701094104 |
| KSS | KOHLS CORP | 4,500 | $210K | 0.0% | $46.24 | +1.5% | COMMON STOCK | 500255104 |
| NTRS | NORTHERN TRUST CORP | 3,200 | $209K | 0.0% | $54.64 | -12.4% | COMMON STOCK | 665859104 |
| LECO | LINCOLN ELECTRC | 3,555 | $208K | 0.0% | $54.42 | 0.0% | COMMON STOCK | 533900106 |
| GT | GOODYEAR TIRE & RUBBER CO | 6,300 | $208K | 0.0% | $32.79 | -8.1% | COMMON STOCK | 382550101 |
| — | MARKET VECTORS VIETNAM ETF | 14,732 | $206K | 0.0% | $14.63 | — | COMMON STOCK | 57060U761 |
| — | ACORDA THERAPEUTICS INC | 7,600 | $201K | 0.0% | $26.46 | — | COMMON STOCK | 00484M106 |
| — | ENERGY XXI BERMUDA | 22,500,000 | $198K | 0.0% | $0.30 | — | CONVERTIBLE SECURITY | 29274UAB7 |
| — | VIDEOCON D2H LIMITED | 17,500 | $129K | 0.0% | $8.88 | — | COMMON STOCK | 92657J101 |
| — | ALCOA INC | 12,300 | $118K | 0.0% | $9.59 | — | COMMON STOCK | 013817101 |
| IBN | ICICI BANK LTD | 14,625 | $105K | 0.0% | $10.07 | — | COMMON STOCK | 45104G104 |