Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Jul 26, 2016
Total Value: $14.25B (75.0% shares, 25.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 5,047,137 | $483M | 3.4% | $95.60 * | $18.28 | +19.3% | COMMON STOCK | 037833100 |
| GOOGL | ALPHABET INC | 560,692 | $394M | 2.8% | $703.53 * | $36.73 | -4.9% | COMMON STOCK | 02079K305 |
| MSFT | MICROSOFT CORP | 5,489,191 | $281M | 2.0% | $51.17 * | $35.69 | +27.3% | COMMON STOCK | 594918104 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 272,656 | $227M | 1.6% | $833.62 | $998.78 | — | CONVERTIBLE PREFERRED SECURITY | G0177J116 |
| META | FACEBOOK INC | 1,905,437 | $218M | 1.5% | $114.28 | $36.82 | +208.3% | COMMON STOCK | 30303M102 |
| AMZN | AMAZON.COM INC | 280,344 | $201M | 1.4% | $715.62 * | $15.09 | +137.2% | COMMON STOCK | 023135106 |
| HD | HOME DEPOT | 1,357,802 | $173M | 1.2% | $127.69 * | $60.88 | +67.1% | COMMON STOCK | 437076102 |
| — | NVIDIA CORP | 72,656,000 | $169M | 1.2% | $2.33 | $1.16 | — | CONVERTIBLE SECURITY | 67066GAC8 |
| — | SALESFORCE.COM INC | 128,708,000 | $166M | 1.2% | $1.29 | $1.16 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| CMCSA | COMCAST CORP- CL A | 2,539,098 | $166M | 1.2% | $65.19 * | $21.16 | +22.6% | COMMON STOCK | 20030N101 |
| — | TESLA MOTORS INC | 198,504,000 | $164M | 1.1% | $0.82 | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| JPM | JP MORGAN CHASE & CO | 2,598,213 | $161M | 1.1% | $62.14 * | $37.85 | +27.0% | COMMON STOCK | 46625H100 |
| WFC | WELLS FARGO & COMPANY | 3,287,100 | $156M | 1.1% | $47.33 * | $29.39 | +23.3% | COMMON STOCK | 949746101 |
| — | GENERAL ELECTRIC CO | 4,832,954 | $152M | 1.1% | $31.48 | $24.13 | — | COMMON STOCK | 369604103 |
| XOM | EXXON MOBIL CORP | 1,466,730 | $137M | 1.0% | $93.74 * | $55.62 | +10.7% | COMMON STOCK | 30231G102 |
| JNJ | JOHNSON & JOHNSON | 1,131,694 | $137M | 1.0% | $121.30 * | $60.55 | +54.1% | COMMON STOCK | 478160104 |
| SBUX | STARBUCKS CORP | 2,178,312 | $124M | 0.9% | $57.12 * | $35.37 | +32.1% | COMMON STOCK | 855244109 |
| UPS | UNITED PARCEL SERVICE | 1,145,639 | $123M | 0.9% | $107.72 * | $65.90 | +15.2% | COMMON STOCK | 911312106 |
| — | INTEL CORP | 71,529,000 | $117M | 0.8% | $1.63 | $1.72 | — | CONVERTIBLE SECURITY | 458140AF7 |
| V | VISA INC | 1,519,314 | $113M | 0.8% | $74.17 * | $67.52 | +2.8% | COMMON STOCK | 92826C839 |
| — | NXP SEMICONDUCT NV | 97,978,000 | $106M | 0.7% | $1.09 | $1.10 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| C | CITIGROUP INC | 2,452,253 | $104M | 0.7% | $42.39 * | $36.75 | -13.6% | COMMON STOCK | 172967424 |
| PFE | PFIZER INC | 2,848,774 | $100M | 0.7% | $35.21 * | $17.18 | +28.8% | COMMON STOCK | 717081103 |
| ACN | ACCENTURE PLC | 871,621 | $98.75M | 0.7% | $113.29 * | $77.76 | +25.6% | COMMON STOCK | G1151C101 |
| — | WALGREENS BOOTS ALLIANCE INC | 1,184,396 | $98.63M | 0.7% | $83.27 | $79.39 | — | COMMON STOCK | 931427108 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 2,160,973 | $98.35M | 0.7% | $45.51 * | $25.94 | +40.8% | COMMON STOCK | 609207105 |
| — | CROWN CASTLE INTL CORP | 764,299 | $92.56M | 0.6% | $121.10 | $103.00 | — | CONVERTIBLE PREFERRED SECURITY | 22822V200 |
| — | MICROCHP TECH | 82,885,000 | $91.94M | 0.6% | $1.11 | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| SPY | SPDR TRUST SERIES 1 | 437,500 | $91.67M | 0.6% | $209.53 | $207.50 | +1.0% | COMMON STOCK | 78462F103 |
| — | ANTHEM INC | 2,038,525 | $91.18M | 0.6% | $44.73 | $52.90 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| — | CELGENE CORP | 903,690 | $89.13M | 0.6% | $98.63 | $107.88 | — | COMMON STOCK | 151020104 |
| KO | COCA-COLA CO | 1,940,571 | $87.97M | 0.6% | $45.33 * | $27.99 | +20.1% | COMMON STOCK | 191216100 |
| — | AMER TOWER CORP | 770,535 | $86.69M | 0.6% | $112.50 | $106.36 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| SLB | SCHLUMBERGER LTD | 1,071,473 | $84.73M | 0.6% | $79.08 * | $53.56 | +12.6% | COMMON STOCK | 806857108 |
| — | EXELON CORP | 1,673,256 | $82.56M | 0.6% | $49.34 | $50.27 | — | CONVERTIBLE PREFERRED SECURITY | 30161N127 |
| LMT | LOCKHEED MARTIN CORP | 321,735 | $79.84M | 0.6% | $248.17 * | $148.68 | +29.6% | COMMON STOCK | 539830109 |
| PG | PROCTER & GAMBLE CO | 941,585 | $79.72M | 0.6% | $84.67 * | $61.63 | +6.1% | COMMON STOCK | 742718109 |
| — | PRICELINE.COM INC | 57,301,000 | $79.57M | 0.6% | $1.39 | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 301,848 | $77.26M | 0.5% | $255.96 * | $41.90 | +8.3% | COMMON STOCK | 45866F104 |
| — | ALLERGAN PLC | 331,318 | $76.56M | 0.5% | $231.09 | $242.45 | — | COMMON STOCK | G0177J108 |
| DG | DOLLAR GENERAL | 812,371 | $76.36M | 0.5% | $94.00 * | $61.71 | +34.8% | COMMON STOCK | 256677105 |
| — | LIBERTY MEDIA CORPORATION | 76,222,000 | $75.79M | 0.5% | $0.99 | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| T | AT&T INC | 1,753,736 | $75.78M | 0.5% | $43.21 * | $12.19 | +36.0% | COMMON STOCK | 00206R102 |
| — | T-MOBILE US INC | 1,021,869 | $75.2M | 0.5% | $73.59 | $61.16 | — | CONVERTIBLE PREFERRED SECURITY | 872590203 |
| MRK | MERCK & CO | 1,295,052 | $74.61M | 0.5% | $57.61 * | $33.75 | +21.6% | COMMON STOCK | 58933Y105 |
| CVX | CHEVRONTEXACO CORP | 707,179 | $74.13M | 0.5% | $104.83 * | $70.88 | -1.3% | COMMON STOCK | 166764100 |
| — | PRICELINE.COM INC | 63,189,000 | $74M | 0.5% | $1.17 | $1.16 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | WELLS FARGO & COMPANY | 56,858 | $73.87M | 0.5% | $1299.20 | $1214.35 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| CSX | CSX CORPORATION | 2,812,469 | $73.35M | 0.5% | $26.08 * | $9.32 | -18.4% | COMMON STOCK | 126408103 |
| — | WORKDAY INC | 65,767,000 | $73.06M | 0.5% | $1.11 | $1.15 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| — | LIBERTY | 63,639,000 | $72.68M | 0.5% | $1.14 | $1.36 | — | CONVERTIBLE SECURITY | 530610AC8 |
| COST | COSTCO WHOLESALE CORP | 461,089 | $72.41M | 0.5% | $157.04 * | $91.75 | +44.8% | COMMON STOCK | 22160K105 |
| DIS | DISNEY WALT CO | 703,971 | $68.86M | 0.5% | $97.82 * | $76.93 | +17.2% | COMMON STOCK | 254687106 |
| — | LINKEDIN CORPORATION | 65,668,000 | $64.87M | 0.5% | $0.99 | $1.06 | — | CONVERTIBLE SECURITY | 53578AAB4 |
| — | TYSON FOODS | 867,045 | $64.06M | 0.4% | $73.88 | $50.21 | — | CONVERTIBLE PREFERRED SECURITY | 902494301 |
| — | STANLEY BLACK & DECKER INC | 548,700 | $63.7M | 0.4% | $116.10 | $112.64 | — | CONVERTIBLE PREFERRED SECURITY | 854502804 |
| — | DOMINION RESOURCES INC VA | 1,211,080 | $62.78M | 0.4% | $51.84 | $49.64 | — | CONVERTIBLE PREFERRED SECURITY | 25746U869 |
| ZTS | ZOETIS | 1,313,406 | $62.33M | 0.4% | $47.46 * | $42.99 | +2.7% | COMMON STOCK | 98978V103 |
| AIG | AMER INTL GROUP | 1,172,479 | $62.01M | 0.4% | $52.89 * | $35.29 | +18.1% | COMMON STOCK | 026874784 |
| SYK | STRYKER CORP | 516,386 | $61.88M | 0.4% | $119.83 * | $74.14 | +45.5% | COMMON STOCK | 863667101 |
| PEP | PEPSICO INC | 582,308 | $61.69M | 0.4% | $105.94 * | $63.69 | +24.9% | COMMON STOCK | 713448108 |
| NOC | NORTHROP GRUMMAN CORP | 275,718 | $61.29M | 0.4% | $222.28 * | $128.14 | +48.9% | COMMON STOCK | 666807102 |
| — | HOLOGIC INC | 49,873,000 | $60.86M | 0.4% | $1.22 | $1.27 | — | CONVERTIBLE SECURITY | 436440AG6 |
| GILD | GILEAD SCIENCES INC | 723,334 | $60.34M | 0.4% | $83.42 * | $51.50 | +15.1% | COMMON STOCK | 375558103 |
| ACHC | ACADIA HEALTHCARE | 1,083,710 | $60.04M | 0.4% | $55.40 | $65.10 | -14.9% | COMMON STOCK | 00404A109 |
| — | CITRIX SYSTEMS INC | 53,521,000 | $59.71M | 0.4% | $1.12 | $1.09 | — | CONVERTIBLE SECURITY | 177376AD2 |
| VZ | VERIZON COMM | 1,050,494 | $58.66M | 0.4% | $55.84 * | $28.32 | +19.7% | COMMON STOCK | 92343V104 |
| — | BANK OF AMERICA CORP | 48,641 | $58.13M | 0.4% | $1195.00 | $1163.51 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| — | ALEXION PHARMACEUTICALS INC | 495,039 | $57.8M | 0.4% | $116.76 | $171.62 | — | COMMON STOCK | 015351109 |
| MA | MASTERCARD INC | 644,700 | $56.77M | 0.4% | $88.06 * | $72.06 | +15.5% | COMMON STOCK | 57636Q104 |
| — | CTRIP.COM INTL LTD | 53,345,000 | $56.37M | 0.4% | $1.06 | $1.06 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| — | YAHOO! INC | 55,856,000 | $55.45M | 0.4% | $0.99 | $1.10 | — | CONVERTIBLE SECURITY | 984332AF3 |
| PM | PHILIP MORRIS INTERNATIONAL | 536,997 | $54.62M | 0.4% | $101.72 * | $49.90 | +26.6% | COMMON STOCK | 718172109 |
| HON | HONEYWELL INTL | 469,075 | $54.56M | 0.4% | $116.32 * | $68.18 | +25.9% | COMMON STOCK | 438516106 |
| — | MOLINA HEALTHCARE INC | 49,508,000 | $54.26M | 0.4% | $1.10 | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| BAX | BAXTER INTL INC | 1,185,362 | $53.6M | 0.4% | $45.22 * | $37.11 | +4.3% | COMMON STOCK | 071813109 |
| — | RED HAT INC | 43,806,000 | $53.08M | 0.4% | $1.21 | $1.31 | — | CONVERTIBLE SECURITY | 756577AD4 |
| — | ON SEMICONDUCTOR CORP | 50,785,000 | $52.66M | 0.4% | $1.04 | $1.15 | — | CONVERTIBLE SECURITY | 682189AH8 |
| — | PIONEER NATURAL RESOURCES CO | 343,555 | $51.95M | 0.4% | $151.21 | $140.74 | — | COMMON STOCK | 723787107 |
| NWL | NEWELL BRANDS INC | 1,068,110 | $51.88M | 0.4% | $48.57 * | $31.35 | +4.2% | COMMON STOCK | 651229106 |
| — | DELPHI AUTOMOTIVE PLC | 828,512 | $51.87M | 0.4% | $62.60 | $75.17 | — | COMMON STOCK | G27823106 |
| MNST | MONSTER BEVERAGE CORP | 318,028 | $51.11M | 0.4% | $160.71 * | $24.12 | +11.1% | COMMON STOCK | 61174X109 |
| — | SOUTHWESTERN ENERGY CO | 1,692,320 | $50.94M | 0.4% | $30.10 | $38.51 | — | CONVERTIBLE PREFERRED SECURITY | 845467208 |
| — | ARES CAPITAL CORP | 48,769,000 | $50.61M | 0.4% | $1.04 | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| TMUS | T-MOBILE US INC | 1,149,584 | $49.74M | 0.3% | $43.27 * | $34.61 | +20.8% | COMMON STOCK | 872590104 |
| — | NEXTERA ENERGY INC | 762,767 | $49.41M | 0.3% | $64.78 | $59.50 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| AMAT | APPLIED MATERIALS INC | 2,044,892 | $49.02M | 0.3% | $23.97 * | $17.25 | +24.9% | COMMON STOCK | 038222105 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 404,948 | $48.75M | 0.3% | $120.38 * | $88.44 | +22.4% | COMMON STOCK | 98956P102 |
| LUV | SOUTHWEST AIRLINES | 1,242,786 | $48.73M | 0.3% | $39.21 * | $36.38 | -3.8% | COMMON STOCK | 844741108 |
| — | REYNOLDS AMERICAN INC | 900,564 | $48.57M | 0.3% | $53.93 | $58.19 | — | COMMON STOCK | 761713106 |
| — | UNITED TECHNOLOGIES CORP | 460,287 | $47.2M | 0.3% | $102.55 | $96.17 | — | COMMON STOCK | 913017109 |
| — | PRICELINE GROUP INC/THE | 45,990,000 | $46.66M | 0.3% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 741503AX4 |
| — | ACTIVISION BLIZZARD INC | 1,159,990 | $45.97M | 0.3% | $39.63 | $39.63 | — | COMMON STOCK | 00507V109 |
| — | CTRIP.COM INTL LTD | 37,229,000 | $45.1M | 0.3% | $1.21 | $1.13 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| — | MICRON TECHNOLOGY | 32,194,000 | $45.07M | 0.3% | $1.40 | $1.51 | — | CONVERTIBLE SECURITY | 595112AU7 |
| CNC | CENTENE CORP | 620,217 | $44.27M | 0.3% | $71.37 * | $29.64 | +20.4% | COMMON STOCK | 15135B101 |
| WCN | WASTE CONNECTIONS INC | 613,201 | $44.18M | 0.3% | $72.05 * | $42.53 | +5.6% | COMMON STOCK | 94106B101 |
| — | TWITTER INC | 49,107,000 | $43.78M | 0.3% | $0.89 | $0.83 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| — | EMERGENT BIOSOLUTIONS INC | 38,369,000 | $43.47M | 0.3% | $1.13 | $1.18 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| — | RTI INTL METALS | 40,710,000 | $43.41M | 0.3% | $1.07 | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| MAS | MASCO CORP | 1,398,911 | $43.28M | 0.3% | $30.94 * | $22.70 | +18.1% | COMMON STOCK | 574599106 |
| ROST | ROSS STORES INC | 756,481 | $42.88M | 0.3% | $56.69 * | $49.80 | +3.7% | COMMON STOCK | 778296103 |
| UNP | UNION PACIFIC CORP | 486,127 | $42.41M | 0.3% | $87.25 * | $63.91 | +10.6% | COMMON STOCK | 907818108 |
| — | STARWOOD WAYPOINT RESIDENTIAL | 38,216,000 | $42M | 0.3% | $1.10 | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| — | ON SEMICONDUCTOR CORP | 46,000,000 | $41.26M | 0.3% | $0.90 | $0.90 | — | CONVERTIBLE SECURITY | 682189AK1 |
| BIDU | BAIDU INC | 247,299 | $40.84M | 0.3% | $165.15 | $201.88 | -18.2% | COMMON STOCK | 056752108 |
| — | EURONET WORLDWIDE INC | 35,680,000 | $40.73M | 0.3% | $1.14 | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| — | WORKDAY INC | 34,674,000 | $40.3M | 0.3% | $1.16 | $1.15 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| CSGP | COSTAR GRP INC | 182,657 | $39.94M | 0.3% | $218.66 * | $19.87 | +10.0% | COMMON STOCK | 22160N109 |
| — | JOHNSON CONTROLS INC | 898,698 | $39.78M | 0.3% | $44.26 | $44.26 | — | COMMON STOCK | 478366107 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 39,880,000 | $39.53M | 0.3% | $0.99 | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| MET | METLIFE INC | 991,284 | $39.48M | 0.3% | $39.83 * | $32.17 | -20.1% | COMMON STOCK | 59156R108 |
| QCOM | QUALCOMM INC | 732,179 | $39.22M | 0.3% | $53.57 * | $43.19 | -4.6% | COMMON STOCK | 747525103 |
| CRM | SALESFORCE.COM INC | 491,060 | $38.99M | 0.3% | $79.41 | $56.33 | +39.3% | COMMON STOCK | 79466L302 |
| — | WELLTOWER INC | 573,172 | $38.86M | 0.3% | $67.80 | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| — | CALATLANTIC GROUP INC | 29,638,000 | $38.07M | 0.3% | $1.28 | $1.28 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| UNH | UNITEDHEALTH GROUP INC | 268,424 | $37.9M | 0.3% | $141.20 * | $94.32 | +28.6% | COMMON STOCK | 91324P102 |
| GOOG | ALPHABET INC | 54,512 | $37.73M | 0.3% | $692.10 * | $35.61 | -3.5% | COMMON STOCK | 02079K107 |
| — | SIX FLAGS ENTERTAINMENT CORP | 650,047 | $37.67M | 0.3% | $57.95 | $57.95 | — | COMMON STOCK | 83001A102 |
| LOW | LOWE'S COMPANIES | 467,444 | $37.01M | 0.3% | $79.17 * | $52.38 | +26.7% | COMMON STOCK | 548661107 |
| NKE | NIKE INC | 668,911 | $36.92M | 0.3% | $55.20 * | $41.55 | +17.6% | COMMON STOCK | 654106103 |
| URI | UNITED RENTALS INC | 549,228 | $36.85M | 0.3% | $67.10 * | $63.24 | +2.8% | COMMON STOCK | 911363109 |
| — | NEXTERA ENERGY INC | 552,439 | $36.85M | 0.3% | $66.71 | $54.26 | — | CONVERTIBLE PREFERRED SECURITY | 65339F861 |
| EOG | EOG RESOURCES INC | 433,622 | $36.17M | 0.3% | $83.42 * | $57.66 | +7.2% | COMMON STOCK | 26875P101 |
| — | WEBMD HEALTH CORP | 32,759,000 | $36.16M | 0.3% | $1.10 | $1.14 | — | CONVERTIBLE SECURITY | 94770VAF9 |
| MDT | MEDTRONIC PLC | 416,207 | $36.11M | 0.3% | $86.77 * | $61.03 | +11.7% | COMMON STOCK | G5960L103 |
| — | PROOFPOINT | 33,695,000 | $36.03M | 0.3% | $1.07 | $1.07 | — | CONVERTIBLE SECURITY | 743424AD5 |
| — | RAYTHEON CO | 263,043 | $35.76M | 0.3% | $135.95 | $111.34 | — | COMMON STOCK | 755111507 |
| — | FRONTIER COMMUNICATIONS CORP | 372,865 | $35.35M | 0.2% | $94.82 | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| — | SERVICENOW INC | 31,733,000 | $35.32M | 0.2% | $1.11 | $1.14 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| ISRG | INTUITIVE SURGICAL INC | 53,070 | $35.1M | 0.2% | $661.41 * | $70.37 | +4.4% | COMMON STOCK | 46120E602 |
| — | INTERXION HOLDING NV | 943,039 | $34.78M | 0.2% | $36.88 | $31.74 | — | COMMON STOCK | N47279109 |
| — | STARWOOD PROPERTY TRUST INC | 33,252,000 | $34.65M | 0.2% | $1.04 | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| ABBV | ABBVIE | 556,987 | $34.48M | 0.2% | $61.91 * | $38.24 | +9.0% | COMMON STOCK | 00287Y109 |
| BK | BANK OF NEW YORK MELLON CORP | 885,257 | $34.39M | 0.2% | $38.85 * | $29.42 | +3.1% | COMMON STOCK | 064058100 |
| LLY | ELI LILLY & CO | 432,822 | $34.09M | 0.2% | $78.75 * | $42.70 | +57.5% | COMMON STOCK | 532457108 |
| BRK/B | BERKSHIRE HTH | 233,203 | $33.77M | 0.2% | $144.79 | $112.17 | +29.1% | COMMON STOCK | 084670702 |
| — | XILINX INC | 20,864,000 | $33.5M | 0.2% | $1.61 | $1.59 | — | CONVERTIBLE SECURITY | 983919AF8 |
| — | ENVISION HEALTHCARE HOLDINGS | 1,320,081 | $33.49M | 0.2% | $25.37 | $31.56 | — | COMMON STOCK | 29413U103 |
| IMAX | IMAX CORP | 1,125,559 | $33.18M | 0.2% | $29.48 | $35.56 | -17.1% | COMMON STOCK | 45245E109 |
| — | WPX ENERGY | 706,096 | $32.6M | 0.2% | $46.17 | $42.26 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| NXPI | NXP SEMICONDUCTORS NV | 416,080 | $32.6M | 0.2% | $78.34 * | $76.71 | -9.2% | COMMON STOCK | N6596X109 |
| AZO | AUTOZONE INC | 40,813 | $32.4M | 0.2% | $793.84 | $749.80 | +5.9% | COMMON STOCK | 053332102 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 547,133 | $31.72M | 0.2% | $57.97 * | $37.77 | +14.2% | COMMON STOCK | 34964C106 |
| — | DOW CHEMICAL CO | 626,828 | $31.16M | 0.2% | $49.71 | $33.18 | — | COMMON STOCK | 260543103 |
| — | AMSURG CORP | 215,602 | $31.11M | 0.2% | $144.30 | $127.25 | — | CONVERTIBLE PREFERRED SECURITY | 03232P504 |
| — | FIREEYE | 1,887,759 | $31.09M | 0.2% | $16.47 | $31.02 | — | COMMON STOCK | 31816Q101 |
| NCLH | NORWEGIAN CRUISE LINE HOLDIN | 772,330 | $30.77M | 0.2% | $39.84 | $48.09 | -17.1% | COMMON STOCK | G66721104 |
| CASY | CASEY'S GENERAL STORES INC | 230,283 | $30.29M | 0.2% | $131.51 * | $108.21 | +13.3% | COMMON STOCK | 147528103 |
| — | AMER TOWER CORP | 268,620 | $30.17M | 0.2% | $112.32 | $112.32 | — | CONVERTIBLE PREFERRED SECURITY | 03027X407 |
| ETN | EATON CORP PLC | 501,649 | $29.96M | 0.2% | $59.73 * | $46.84 | +3.7% | COMMON STOCK | G29183103 |
| — | MEDIDATA SOLUTIONS INC | 27,465,000 | $29.77M | 0.2% | $1.08 | $1.09 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | S & P 500 INDEX | 4,036 | $29.74M | 0.2% | $7368.19 | — | — | Call | 78462F903 |
| — | IRONWOOD PHARMACEUTICALS INC | 28,467,000 | $29.42M | 0.2% | $1.03 | $1.03 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| INTU | INTUIT | 260,525 | $29.08M | 0.2% | $111.61 * | $97.25 | +6.7% | COMMON STOCK | 461202103 |
| — | CALATLANTIC GROUP INC | 26,905,000 | $28.92M | 0.2% | $1.07 | $1.22 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| SMG | SCOTTS MIRACLE-GRO CO | 413,443 | $28.9M | 0.2% | $69.91 * | $49.42 | +3.4% | COMMON STOCK | 810186106 |
| MCD | MCDONALD'S CORP | 239,106 | $28.77M | 0.2% | $120.34 * | $72.45 | +32.2% | COMMON STOCK | 580135101 |
| MMM | 3M CO | 163,246 | $28.59M | 0.2% | $175.12 * | $84.89 | +25.8% | COMMON STOCK | 88579Y101 |
| BP | BP PLC | 800,000 | $28.41M | 0.2% | $35.51 | $42.56 | -16.6% | COMMON STOCK | 055622104 |
| ALLE | ALLEGION PUBLIC LIMITED CO | 408,632 | $28.37M | 0.2% | $69.43 * | $54.61 | +14.0% | COMMON STOCK | G0176J109 |
| — | PANERA BREAD CO | 133,299 | $28.25M | 0.2% | $211.94 | $211.94 | — | COMMON STOCK | 69840W108 |
| DLTR | DOLLAR TREE | 299,499 | $28.23M | 0.2% | $94.24 | $84.59 | +11.4% | COMMON STOCK | 256746108 |
| — | ANADARKO PETROLEUM | 522,015 | $27.8M | 0.2% | $53.25 | $81.88 | — | COMMON STOCK | 032511107 |
| DAL | DELTA AIR LINES INC | 757,636 | $27.6M | 0.2% | $36.43 * | $34.42 | -5.8% | COMMON STOCK | 247361702 |
| — | PALO ALTO NETWORKS | 21,410,000 | $27.34M | 0.2% | $1.28 | $1.57 | — | CONVERTIBLE SECURITY | 697435AB1 |
| — | ZAYO GROUP HOLDINGS INC | 976,501 | $27.27M | 0.2% | $27.93 | $24.49 | — | COMMON STOCK | 98919V105 |
| — | BIOMARIN PHARMACEUTICAL INC | 23,382,000 | $27.09M | 0.2% | $1.16 | $1.12 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| BA | BOEING CO | 208,565 | $27.09M | 0.2% | $129.87 * | $108.96 | +8.8% | COMMON STOCK | 097023105 |
| SABR | SABRE CORP | 995,332 | $26.66M | 0.2% | $26.79 | $22.39 | +19.6% | COMMON STOCK | 78573M104 |
| BAC | BANK OF AMER CP | 1,967,564 | $26.11M | 0.2% | $13.27 * | $10.93 | -1.8% | COMMON STOCK | 060505104 |
| — | INTEGRA LIFESCI | 17,500,000 | $26.08M | 0.2% | $1.49 | $1.07 | — | CONVERTIBLE SECURITY | 457985AK5 |
| — | S & P 500 INDEX | 22,995 | $25.66M | 0.2% | $1115.72 | — | — | Put | 78462F953 |
| — | BIOMARIN PHARMACEUTICAL INC | 22,817,000 | $25.32M | 0.2% | $1.11 | $1.31 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| — | FIREEYE SERIES B | 29,106,000 | $25.17M | 0.2% | $0.86 | $0.86 | — | CONVERTIBLE SECURITY | 31816QAD3 |
| OXY | OCCIDENTAL PETROLEUM CORP | 332,708 | $25.14M | 0.2% | $75.56 * | $57.80 | -0.1% | COMMON STOCK | 674599105 |
| NEE | NEXTERA ENERGY INC | 192,150 | $25.06M | 0.2% | $130.40 * | $18.20 | +40.8% | COMMON STOCK | 65339F101 |
| PRGO | PERRIGO CO PLC | 274,498 | $24.89M | 0.2% | $90.67 | $141.68 | -36.0% | COMMON STOCK | G97822103 |
| — | AIR LEASE | 20,397,000 | $24.77M | 0.2% | $1.21 | $1.30 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | SUNPOWER CORP | 26,013,000 | $24.75M | 0.2% | $0.95 | $1.26 | — | CONVERTIBLE SECURITY | 867652AG4 |
| AXP | AMER EXPRESS CO. | 401,926 | $24.42M | 0.2% | $60.76 * | $58.87 | -9.5% | COMMON STOCK | 025816109 |
| EVR | EVERCORE PARTNERS INC | 541,929 | $23.95M | 0.2% | $44.19 * | $40.46 | -11.0% | COMMON STOCK | 29977A105 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 11,998,000 | $23.71M | 0.2% | $1.98 | $1.33 | — | CONVERTIBLE SECURITY | 874054AC3 |
| — | LAM RESEARCH CORP | 280,875 | $23.61M | 0.2% | $84.06 | $83.97 | — | COMMON STOCK | 512807108 |
| — | CEPHEID INC | 27,237,000 | $23.59M | 0.2% | $0.87 | $1.11 | — | CONVERTIBLE SECURITY | 15670RAC1 |
| — | FINISAR CORP | 24,408,000 | $23.55M | 0.2% | $0.96 | $0.96 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| — | E TRADE GROUP | 998,899 | $23.46M | 0.2% | $23.49 | $29.41 | — | COMMON STOCK | 269246401 |
| MIDD | MIDDLEBY CORP | 202,647 | $23.36M | 0.2% | $115.25 | $114.76 | +0.4% | COMMON STOCK | 596278101 |
| — | IMS HEALTH HOLDINGS INC | 906,337 | $22.98M | 0.2% | $25.36 | $28.35 | — | COMMON STOCK | 44970B109 |
| DXCM | DEXCOM INC | 286,950 | $22.76M | 0.2% | $79.33 * | $17.03 | +16.5% | COMMON STOCK | 252131107 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLR AUT NV | 377,862 | $22.64M | 0.2% | $59.91 | $123.62 | — | CONVERTIBLE PREFERRED SECURITY | N31738110 |
| — | HARRIS CORP | 270,726 | $22.59M | 0.2% | $83.44 | $83.49 | — | COMMON STOCK | 413875105 |
| — | NEWFIELD EXPLORATION CO | 508,544 | $22.47M | 0.2% | $44.18 | $44.18 | — | COMMON STOCK | 651290108 |
| — | BROADCOM LTD | 140,889 | $21.89M | 0.2% | $155.40 | $154.86 | — | COMMON STOCK | Y09827109 |
| INTC | INTEL CORP | 663,464 | $21.76M | 0.2% | $32.80 * | $19.09 | +38.2% | COMMON STOCK | 458140100 |
| — | TAKE-TWO INTER | 11,525,000 | $20.64M | 0.1% | $1.79 | $1.09 | — | CONVERTIBLE SECURITY | 874054AD1 |
| — | VCA INC | 304,896 | $20.61M | 0.1% | $67.61 | $56.55 | — | COMMON STOCK | 918194101 |
| — | FIREEYE SERIES A | 22,926,000 | $20.47M | 0.1% | $0.89 | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| — | QIHOO 360 TECHNOLOGY | 20,585,000 | $20.1M | 0.1% | $0.98 | $0.84 | — | CONVERTIBLE SECURITY | 74734MAF6 |
| ROK | ROCKWELL AUTOMTN | 174,474 | $20.03M | 0.1% | $114.82 * | $93.33 | +2.8% | COMMON STOCK | 773903109 |
| MO | ALTRIA GROUP INC | 287,192 | $19.8M | 0.1% | $68.96 * | $17.63 | +104.2% | COMMON STOCK | 02209S103 |
| — | ILLUMINA INC | 20,308,000 | $19.8M | 0.1% | $0.97 | $1.17 | — | CONVERTIBLE SECURITY | 452327AF6 |
| DLB | DOLBY LABORATORIES INC | 410,400 | $19.64M | 0.1% | $47.85 * | $40.14 | +4.9% | COMMON STOCK | 25659T107 |
| — | ILLUMINA INC | 19,497,000 | $19.47M | 0.1% | $1.00 | $1.19 | — | CONVERTIBLE SECURITY | 452327AH2 |
| NEM | NEWMONT MINING CORP | 488,525 | $19.11M | 0.1% | $39.12 * | $21.10 | +45.8% | COMMON STOCK | 651639106 |
| — | ZELTIQ AESTHETICS | 696,038 | $19.02M | 0.1% | $27.33 | $27.38 | — | COMMON STOCK | 98933Q108 |
| TSLA | TESLA MOTORS INC | 89,202 | $18.94M | 0.1% | $212.28 * | $16.44 | -13.9% | COMMON STOCK | 88160R101 |
| EXPE | EXPEDIA INC | 178,011 | $18.92M | 0.1% | $106.30 * | $103.56 | -2.1% | COMMON STOCK | 30212P303 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 268,500 | $18.79M | 0.1% | $69.99 * | $47.03 | +42.0% | COMMON STOCK | 33616C100 |
| — | MERCADOLIBRE INC | 14,640,000 | $18.5M | 0.1% | $1.26 | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| — | WEATHERFORD INTERNATIONAL LTD | 16,752,000 | $18.2M | 0.1% | $1.09 | $1.09 | — | CONVERTIBLE SECURITY | 947075AH0 |
| WMT | WAL-MART STORES INC | 248,862 | $18.17M | 0.1% | $73.02 * | $20.09 | +2.5% | COMMON STOCK | 931142103 |
| — | SPIRIT REALTY CAPITAL INC | 16,413,000 | $17.7M | 0.1% | $1.08 | $1.03 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| — | TESLA MOTORS INC | 10,000,000 | $17.07M | 0.1% | $1.71 | $1.84 | — | CONVERTIBLE SECURITY | 88160RAA9 |
| — | SEACOR HOLDINGS INC | 17,313,000 | $16.95M | 0.1% | $0.98 | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| IBM | INT'L BUSINESS MACHINES CORP | 111,504 | $16.92M | 0.1% | $151.78 * | $112.45 | -13.9% | COMMON STOCK | 459200101 |
| CSCO | CISCO SYSTEMS INC | 588,013 | $16.87M | 0.1% | $28.69 * | $16.09 | +32.5% | COMMON STOCK | 17275R102 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 119,104 | $16.83M | 0.1% | $141.31 | $156.55 | -9.7% | COMMON STOCK | G50871105 |
| TJX | TJX COMPANIES INC | 205,374 | $15.86M | 0.1% | $77.23 * | $20.94 | +61.3% | COMMON STOCK | 872540109 |
| BIIB | BIOGEN INC | 64,908 | $15.7M | 0.1% | $241.82 | $313.98 | -23.0% | COMMON STOCK | 09062X103 |
| CVS | CVS HEALTH CORP | 163,506 | $15.65M | 0.1% | $95.74 * | $46.87 | +52.9% | COMMON STOCK | 126650100 |
| ORCL | ORACLE CORP | 381,983 | $15.63M | 0.1% | $40.93 * | $27.91 | +27.1% | COMMON STOCK | 68389X105 |
| — | ALCOA INC | 473,069 | $15.55M | 0.1% | $32.87 | $39.53 | — | CONVERTIBLE PREFERRED SECURITY | 013817309 |
| — | PRICELINE GROUP INC/THE | 12,347 | $15.41M | 0.1% | $1248.40 | $870.51 | — | COMMON STOCK | 741503403 |
| — | CEMEX SA | 15,000,000 | $15.4M | 0.1% | $1.03 | $1.49 | — | CONVERTIBLE SECURITY | 151290BC6 |
| — | GREENBRIER COMPANIES | 14,335,000 | $15.26M | 0.1% | $1.06 | $1.39 | — | CONVERTIBLE SECURITY | 393657AH4 |
| — | MICRON TECHNOLOGY | 10,485,000 | $15.16M | 0.1% | $1.45 | $3.06 | — | CONVERTIBLE SECURITY | 595112AV5 |
| F | FORD MOTOR CO | 1,187,102 | $14.92M | 0.1% | $12.57 * | $7.77 | -2.3% | COMMON STOCK | 345370860 |
| — | VIPSHOP HOLDINGS LTD | 15,000,000 | $14.81M | 0.1% | $0.99 | $1.06 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| — | SPIRIT REALTY CAPITAL INC | 13,192,000 | $14.71M | 0.1% | $1.12 | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| — | VIAVI SOLUTIONS INC | 15,000,000 | $14.65M | 0.1% | $0.98 | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| AMGN | AMGEN INC | 95,387 | $14.51M | 0.1% | $152.15 * | $79.05 | +44.9% | COMMON STOCK | 031162100 |
| — | NEWMONT MINING CORP | 12,809,000 | $14.35M | 0.1% | $1.12 | $1.04 | — | CONVERTIBLE SECURITY | 651639AJ5 |
| LBTYAUSD | LIBERTY GLOBAL PLC | 481,840 | $14M | 0.1% | $29.06 | $45.38 | — | COMMON STOCK | G5480U104 |
| — | SHUTTERFLY INC | 14,000,000 | $13.89M | 0.1% | $0.99 | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| — | VERIFONE SYSTEMS INC | 747,624 | $13.86M | 0.1% | $18.54 | $33.61 | — | COMMON STOCK | 92342Y109 |
| — | DUPONT DE NEMOUR & CO | 213,656 | $13.85M | 0.1% | $64.80 | $59.82 | — | COMMON STOCK | 263534109 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 13,911,000 | $13.49M | 0.1% | $0.97 | $0.97 | — | CONVERTIBLE SECURITY | 049164BH8 |
| — | ELECTRONICS FOR IMAGING INC | 12,270,000 | $13.16M | 0.1% | $1.07 | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| WHR | WHIRLPOOL CORP | 77,133 | $12.85M | 0.1% | $166.63 | $187.83 | -11.3% | COMMON STOCK | 963320106 |
| CCL | CARNIVAL CORP | 288,735 | $12.76M | 0.1% | $44.20 * | $30.28 | +29.1% | COMMON STOCK | 143658300 |
| NOK | NOKIA CP | 2,200,000 | $12.52M | 0.1% | $5.69 | $3.52 | +61.6% | COMMON STOCK | 654902204 |
| DUK | DUKE ENERGY CORP | 145,737 | $12.5M | 0.1% | $85.79 * | $42.79 | +35.7% | COMMON STOCK | 26441C204 |
| — | MENTOR GRAPHICS | 11,500,000 | $12.48M | 0.1% | $1.09 | $1.22 | — | CONVERTIBLE SECURITY | 587200AK2 |
| — | STERICYCLE INC | 150,000 | $12.48M | 0.1% | $83.18 | $101.72 | — | CONVERTIBLE PREFERRED SECURITY | 858912207 |
| — | TAL EDUCATION GROUP | 5,250,000 | $12.45M | 0.1% | $2.37 | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| TMO | THERMO FISHER SCIENTIFIC INC | 84,006 | $12.41M | 0.1% | $147.76 * | $98.26 | +46.4% | COMMON STOCK | 883556102 |
| — | ISIS PHARMACEUT | 17,500,000 | $12.37M | 0.1% | $0.71 | $1.13 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| — | DISCOVER FINANCIAL SERVICES | 230,680 | $12.36M | 0.1% | $53.59 | $48.60 | — | COMMON STOCK | 254709108 |
| — | CORNERSTONE ONDEMAND INC | 12,000,000 | $12.32M | 0.1% | $1.03 | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| — | PROOFPOINT | 7,500,000 | $12.3M | 0.1% | $1.64 | $1.39 | — | CONVERTIBLE SECURITY | 743424AB9 |
| ABT | ABBOTT LABORATORIES | 312,118 | $12.27M | 0.1% | $39.31 * | $32.99 | -0.1% | COMMON STOCK | 002824100 |
| — | MOLINA HEALTHCARE INC | 8,864,000 | $12.05M | 0.1% | $1.36 | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | RED HAT INC | 165,584 | $12.02M | 0.1% | $72.60 | $82.10 | — | COMMON STOCK | 756577102 |
| — | ULTIMATE SOFTWARE GROUP INC | 56,695 | $11.92M | 0.1% | $210.28 | $210.28 | — | COMMON STOCK | 90385D107 |
| — | LIGAND PHARMACEUTICALS INC | 7,000,000 | $11.86M | 0.1% | $1.69 | $1.30 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| — | VERINT SYSTEMS | 12,941,000 | $11.79M | 0.1% | $0.91 | $1.09 | — | CONVERTIBLE SECURITY | 92343XAA8 |
| — | YANDEX NV | 12,501,000 | $11.64M | 0.1% | $0.93 | $0.83 | — | CONVERTIBLE SECURITY | 98474TAB3 |
| — | MERITAGE CORP | 11,635,000 | $11.61M | 0.1% | $1.00 | $1.07 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| — | RAMBUS INC | 10,000,000 | $11.57M | 0.1% | $1.16 | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| BMY | BRISTOL MYERS SQUIBB | 156,752 | $11.53M | 0.1% | $73.55 * | $30.75 | +71.8% | COMMON STOCK | 110122108 |
| — | HORIZON PHARMA PLC | 12,500,000 | $11.39M | 0.1% | $0.91 | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| — | TOLL BROTHERS FINANCE CORP. | 11,495,000 | $11.27M | 0.1% | $0.98 | $1.05 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | INFINERA CORP | 9,500,000 | $11.18M | 0.1% | $1.18 | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $11.04M | 0.1% | $1.10 | $1.24 | — | CONVERTIBLE SECURITY | 00163UAA4 |
| — | DEPOMED INC | 9,000,000 | $10.84M | 0.1% | $1.20 | $1.17 | — | CONVERTIBLE SECURITY | 249908AA2 |
| — | CTRIP.COM INTL LTD | 10,000,000 | $10.79M | 0.1% | $1.08 | $1.08 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| — | INTEL CORP | 8,228,000 | $10.59M | 0.1% | $1.29 | $1.19 | — | CONVERTIBLE SECURITY | 458140AD2 |
| GS | GOLDMAN SACHS | 68,909 | $10.24M | 0.1% | $148.57 * | $128.06 | -4.6% | COMMON STOCK | 38141G104 |
| — | LIVE NATION ENTERTAINMENT INC | 10,000,000 | $10.08M | 0.1% | $1.01 | $1.08 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| — | ARES CAPITAL CORP | 9,510,000 | $9.879M | 0.1% | $1.04 | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| — | CTRIP.COM INTL LTD | 238,700 | $9.834M | 0.1% | $41.20 | $45.05 | — | COMMON STOCK | 22943F100 |
| SPG | SIMON PROPERTY GROUP INC | 44,920 | $9.743M | 0.1% | $216.90 * | $88.80 | +49.1% | COMMON STOCK | 828806109 |
| SO | SOUTHN COMPANY | 181,320 | $9.724M | 0.1% | $53.63 * | $26.64 | +35.3% | COMMON STOCK | 842587107 |
| — | INTEGRATED DEVICE TECHNOLOGY | 10,000,000 | $9.691M | 0.1% | $0.97 | $1.04 | — | CONVERTIBLE SECURITY | 458118AB2 |
| — | JAZZ PHARMACEUTICLS | 9,015,000 | $9.668M | 0.1% | $1.07 | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| TXN | TEXAS INSTRUMENTS INC | 150,088 | $9.403M | 0.1% | $62.65 * | $33.49 | +44.0% | COMMON STOCK | 882508104 |
| — | BROOKDALE SENIOR LIVING INC | 9,500,000 | $9.33M | 0.1% | $0.98 | $1.22 | — | CONVERTIBLE SECURITY | 112463AA2 |
| SYF | SYNCHRONY FINANCIAL | 366,720 | $9.271M | 0.1% | $25.28 * | $24.95 | -19.2% | COMMON STOCK | 87165B103 |
| — | WRIGHT MEDICAL | 10,000,000 | $9.188M | 0.1% | $0.92 | $0.90 | — | CONVERTIBLE SECURITY | 98235TAE7 |
| — | WHITING PETROLEUM CORP | 11,525,000 | $9.18M | 0.1% | $0.80 | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| ILMN | ILLUMINA INC | 65,212 | $9.154M | 0.1% | $140.37 * | $120.74 | +13.1% | COMMON STOCK | 452327109 |
| — | CARDTRONICS INC | 8,800,000 | $8.877M | 0.1% | $1.01 | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| — | MEDICINES CO | 7,500,000 | $8.858M | 0.1% | $1.18 | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| PSX | PHILLIPS 66 | 108,639 | $8.619M | 0.1% | $79.34 * | $45.46 | +21.7% | COMMON STOCK | 718546104 |
| — | MONSANTO CO -NEW | 83,212 | $8.605M | 0.1% | $103.41 | $103.41 | — | COMMON STOCK | 61166W101 |
| — | INCYTE GENOMICS | 4,960,000 | $8.366M | 0.1% | $1.69 | $1.82 | — | CONVERTIBLE SECURITY | 45337CAN2 |
| — | AMSURG CORP | 106,480 | $8.256M | 0.1% | $77.54 | $71.21 | — | COMMON STOCK | 03232P405 |
| — | EXPRESS SCRIPTS HOLDING CO | 108,338 | $8.212M | 0.1% | $75.80 | $68.55 | — | COMMON STOCK | 30219G108 |
| ELV | ANTHEM INC | 61,639 | $8.096M | 0.1% | $131.35 * | $110.70 | +4.3% | COMMON STOCK | 036752103 |
| — | HOLOGIC INC | 6,201,000 | $7.953M | 0.1% | $1.28 | $1.07 | — | CONVERTIBLE SECURITY | 436440AC5 |
| USB | US BANCORP | 195,121 | $7.869M | 0.1% | $40.33 * | $22.79 | +24.8% | COMMON STOCK | 902973304 |
| CHKP | CHECK POINT SOFTWARE TECH | 98,505 | $7.849M | 0.1% | $79.68 | $79.63 | +0.1% | COMMON STOCK | M22465104 |
| — | BOTTOMLINE TECH | 7,750,000 | $7.811M | 0.1% | $1.01 | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| COP | CONOCOPHILLIPS | 178,960 | $7.803M | 0.1% | $43.60 * | $42.18 | -22.9% | COMMON STOCK | 20825C104 |
| — | TESLA MOTORS INC | 8,730,000 | $7.766M | 0.1% | $0.89 | $0.94 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| YUM | YUM! BRANDS INC | 92,922 | $7.705M | 0.1% | $82.92 * | $47.79 | +4.8% | COMMON STOCK | 988498101 |
| — | AETNA INC | 62,960 | $7.689M | 0.1% | $122.13 | $89.62 | — | COMMON STOCK | 00817Y108 |
| — | ACORDA THERAPEUTICS INC | 8,436,000 | $7.418M | 0.1% | $0.88 | $1.04 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| PRU | PRUDENTIAL FINANCIAL INC | 102,264 | $7.296M | 0.1% | $71.34 * | $44.33 | +4.9% | COMMON STOCK | 744320102 |
| KMI | KINDER MORGAN INC | 387,101 | $7.247M | 0.1% | $18.72 * | $17.04 | -32.6% | COMMON STOCK | 49456B101 |
| BABA | ALIBABA GROUP HOLDING LTD | 90,180 | $7.172M | 0.1% | $79.53 | $77.37 | +2.8% | COMMON STOCK | 01609W102 |
| FISV | FISERV INC | 65,642 | $7.137M | 0.1% | $108.73 * | $29.85 | +82.2% | COMMON STOCK | 337738108 |
| — | ROVI CORP | 7,500,000 | $7.1M | 0.0% | $0.95 | $0.96 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | TIME WARNER INC | 96,364 | $7.087M | 0.0% | $73.54 | $63.41 | — | COMMON STOCK | 887317303 |
| — | SPECTRANETICS | 8,000,000 | $7.07M | 0.0% | $0.88 | $1.12 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| — | CHINA BIOLOGIC PRODUCTS INC | 64,585 | $6.867M | 0.0% | $106.32 | $95.18 | — | COMMON STOCK | 16938C106 |
| — | OLD REPUBLIC INTL CORP | 5,170,000 | $6.631M | 0.0% | $1.28 | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| DHR | DANAHER CORP | 65,642 | $6.63M | 0.0% | $101.00 * | $33.22 | +25.4% | COMMON STOCK | 235851102 |
| COF | CAPITAL ONE FINANCIAL CORP | 104,377 | $6.629M | 0.0% | $63.51 * | $55.32 | -3.0% | COMMON STOCK | 14040H105 |
| NBIS | YANDEX NV | 302,270 | $6.605M | 0.0% | $21.85 | $17.53 | — | COMMON STOCK | N97284108 |
| — | NAVISTAR INTL | 10,000,000 | $6.593M | 0.0% | $0.66 | $0.95 | — | CONVERTIBLE SECURITY | 63934EAQ1 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 6,517,000 | $6.53M | 0.0% | $1.00 | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| — | LABORATORY CRP OF AMER HLDGS | 49,876 | $6.497M | 0.0% | $130.26 | $118.30 | — | COMMON STOCK | 50540R409 |
| G | GENPACT LTD | 236,495 | $6.348M | 0.0% | $26.84 * | $24.88 | -2.4% | COMMON STOCK | G3922B107 |
| MS | MORGAN STANLEY | 244,066 | $6.341M | 0.0% | $25.98 * | $21.52 | -8.0% | COMMON STOCK | 617446448 |
| GM | GENERAL MOTORS CO | 223,229 | $6.317M | 0.0% | $28.30 * | $25.02 | -6.7% | COMMON STOCK | 37045V100 |
| — | TWENTY-FIRST CENTURY FOX INC | 224,773 | $6.08M | 0.0% | $27.05 | $34.10 | — | COMMON STOCK | 90130A101 |
| — | INCYTE GENOMICS | 3,649,000 | $6.058M | 0.0% | $1.66 | $1.73 | — | CONVERTIBLE SECURITY | 45337CAM4 |
| DE | DEERE & CO | 73,983 | $5.996M | 0.0% | $81.05 * | $69.35 | +0.4% | COMMON STOCK | 244199105 |
| — | NAVISTAR INTL | 10,000,000 | $5.937M | 0.0% | $0.59 | $0.86 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| — | MICRON TECHNOLOGY INC | 3,850,000 | $5.925M | 0.0% | $1.54 | $2.01 | — | CONVERTIBLE SECURITY | 595112AX1 |
| PYPL | PAYPAL HOLDINGS INC | 162,129 | $5.919M | 0.0% | $36.51 | $36.04 | +1.1% | COMMON STOCK | 70450Y103 |
| — | STARWOOD PROPERTY TRUST INC | 5,860,000 | $5.909M | 0.0% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| FDX | FEDEX CORP | 38,312 | $5.815M | 0.0% | $151.78 * | $101.83 | +28.2% | COMMON STOCK | 31428X106 |
| CL | COLGATE-PALMOLIVE CO | 79,061 | $5.787M | 0.0% | $73.20 * | $45.73 | +28.0% | COMMON STOCK | 194162103 |
| KHC | KRAFT HEINZ CO/THE | 63,852 | $5.65M | 0.0% | $88.49 * | $47.85 | +20.9% | COMMON STOCK | 500754106 |
| TGT | TARGET CORP | 80,523 | $5.622M | 0.0% | $69.82 * | $55.15 | -4.4% | COMMON STOCK | 87612E106 |
| CB | CHUBB LTD | 42,783 | $5.592M | 0.0% | $130.71 * | $96.06 | +15.0% | COMMON STOCK | H1467J104 |
| — | FORESTAR GROUP INC | 6,000,000 | $5.494M | 0.0% | $0.92 | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| — | EMC CORP-MASS | 202,200 | $5.494M | 0.0% | $27.17 | $24.51 | — | COMMON STOCK | 268648102 |
| — | STARWOOD WAYPOINT RESIDENTIAL | 5,000,000 | $5.418M | 0.0% | $1.08 | $1.00 | — | CONVERTIBLE SECURITY | 85571WAD1 |
| — | GLOBAL X FTSE GREECE 20 | 745,894 | $5.393M | 0.0% | $7.23 | $9.00 | — | COMMON STOCK | 37950E366 |
| — | DYNEGY INC | 50,000 | $5.386M | 0.0% | $107.72 | $107.72 | — | CONVERTIBLE PREFERRED SECURITY | 26817R405 |
| — | TIMKENSTEEL CORP | 5,000,000 | $5.362M | 0.0% | $1.07 | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| — | ALLEGHENY TECHNOLOGIES INC | 5,000,000 | $5.306M | 0.0% | $1.06 | $1.06 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| — | CIGNA CORP | 40,500 | $5.184M | 0.0% | $128.00 | $94.20 | — | COMMON STOCK | 125509109 |
| AMT | AMERICAN TOWER REIT INC | 45,555 | $5.176M | 0.0% | $113.62 * | $72.77 | +23.4% | COMMON STOCK | 03027X100 |
| PNC | PNC FINANCIAL SERVICES GROUP | 63,477 | $5.166M | 0.0% | $81.38 * | $55.47 | +7.5% | COMMON STOCK | 693475105 |
| ADM | ARCHER DANIELS MIDLAND | 120,417 | $5.165M | 0.0% | $42.89 * | $24.59 | +31.7% | COMMON STOCK | 039483102 |
| AEP | AMER ELECTRIC POWER INC | 72,999 | $5.116M | 0.0% | $70.08 * | $32.03 | +56.4% | COMMON STOCK | 025537101 |
| CAT | CATERPILLAR INC | 66,763 | $5.061M | 0.0% | $75.81 * | $62.56 | -3.0% | COMMON STOCK | 149123101 |
| KR | KROGER CO | 135,129 | $4.971M | 0.0% | $36.79 * | $22.20 | +36.2% | COMMON STOCK | 501044101 |
| — | SINA CORP | 5,000,000 | $4.938M | 0.0% | $0.99 | $0.92 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $4.924M | 0.0% | $0.98 | $1.11 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| GD | GENERAL DYNAMICS CORP | 34,823 | $4.849M | 0.0% | $139.25 * | $67.01 | +69.5% | COMMON STOCK | 369550108 |
| HAL | HALLIBURTON CO | 106,805 | $4.837M | 0.0% | $45.29 * | $37.32 | +1.0% | COMMON STOCK | 406216101 |
| — | LIBERTY LILAC GROUP | 146,690 | $4.732M | 0.0% | $32.26 | $32.26 | — | COMMON STOCK | G5480U138 |
| — | BLACKROCK INC | 13,777 | $4.719M | 0.0% | $342.53 | $278.62 | — | COMMON STOCK | 09247X101 |
| SCHW | SCHWAB (CHARLES) CORP | 185,738 | $4.701M | 0.0% | $25.31 * | $25.31 | -11.4% | COMMON STOCK | 808513105 |
| GIS | GENERAL MILLS INC | 65,643 | $4.682M | 0.0% | $71.33 * | $33.27 | +53.1% | COMMON STOCK | 370334104 |
| — | QUIDEL CORP | 5,000,000 | $4.674M | 0.0% | $0.93 | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| ITW | ILL TOOL WORKS INC | 43,800 | $4.562M | 0.0% | $104.16 * | $60.71 | +37.2% | COMMON STOCK | 452308109 |
| — | ENVESTNET INC | 5,000,000 | $4.548M | 0.0% | $0.91 | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| KMB | KIMBERLY-CLARK CORP | 32,825 | $4.513M | 0.0% | $137.49 * | $65.90 | +50.5% | COMMON STOCK | 494368103 |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 245,935 | $4.493M | 0.0% | $18.27 * | $6.49 | +24.9% | COMMON STOCK | 42824C109 |
| — | FIRST CASH FINL SVCS INC | 86,800 | $4.455M | 0.0% | $51.32 | $51.32 | — | COMMON STOCK | 31942D107 |
| D | DOMINION RESOURCES INC VA | 56,662 | $4.416M | 0.0% | $77.94 * | $37.52 | +37.5% | COMMON STOCK | 25746U109 |
| VLRS | CONTROLADORA VUELA CIA DE AV | 235,650 | $4.404M | 0.0% | $18.69 | $18.42 | +1.5% | COMMON STOCK | 21240E105 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 76,726 | $4.392M | 0.0% | $57.24 * | $43.39 | +17.0% | COMMON STOCK | 192446102 |
| — | PRAXAIR INC | 38,312 | $4.306M | 0.0% | $112.39 | $120.69 | — | COMMON STOCK | 74005P104 |
| EIX | EDISON INTL | 54,211 | $4.211M | 0.0% | $77.68 * | $31.72 | +66.6% | COMMON STOCK | 281020107 |
| MPC | MARATHON PETROLEUM | 110,459 | $4.193M | 0.0% | $37.96 * | $32.69 | -13.6% | COMMON STOCK | 56585A102 |
| — | CANADIAN SOLAR INC | 5,000,000 | $4.187M | 0.0% | $0.84 | $1.04 | — | CONVERTIBLE SECURITY | 136635AE9 |
| PCG | P G & E CORP | 65,169 | $4.166M | 0.0% | $63.93 * | $40.34 | +50.6% | COMMON STOCK | 69331C108 |
| LYB | LYONDELLBASELL INDUSTRIES | 55,973 | $4.166M | 0.0% | $74.43 * | $38.81 | +11.2% | COMMON STOCK | N53745100 |
| NFLX | NETFLIX INC | 45,400 | $4.153M | 0.0% | $91.48 * | $10.31 | -11.3% | COMMON STOCK | 64110L106 |
| — | CERNER CORP | 70,087 | $4.107M | 0.0% | $58.60 | $72.33 | — | COMMON STOCK | 156782104 |
| ALL | ALLSTATE CORP | 58,602 | $4.099M | 0.0% | $69.95 * | $38.07 | +48.9% | COMMON STOCK | 020002101 |
| APD | AIR PRODUCTS & CHEMICALS INC | 28,454 | $4.042M | 0.0% | $142.05 * | $72.55 | +43.5% | COMMON STOCK | 009158106 |
| — | M/I HOMES INC | 4,000,000 | $3.922M | 0.0% | $0.98 | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| — | NUVASIVE INC | 2,678,000 | $3.92M | 0.0% | $1.46 | $1.24 | — | CONVERTIBLE SECURITY | 670704AC9 |
| — | B2GOLD CORPORATION | 4,000,000 | $3.894M | 0.0% | $0.97 | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| PSA | STORAGE PROPERTIES | 15,095 | $3.858M | 0.0% | $255.58 * | $131.88 | +32.3% | COMMON STOCK | 74460D109 |
| — | SPECTRA ENERGY CORP | 104,060 | $3.812M | 0.0% | $36.63 | $34.68 | — | COMMON STOCK | 847560109 |
| TRMB | TRIMBLE NAVIGATION LTD | 156,090 | $3.802M | 0.0% | $24.36 | $21.11 | +15.4% | COMMON STOCK | 896239100 |
| VGK | VANGUARD FTSE EUROPE | 81,336 | $3.795M | 0.0% | $46.66 | $48.58 | -3.9% | COMMON STOCK | 922042874 |
| — | AMTRUST FIN SVCS | 4,821,000 | $3.706M | 0.0% | $0.77 | $0.95 | — | CONVERTIBLE SECURITY | 032359AG6 |
| — | BB&T CORPORATION | 103,610 | $3.69M | 0.0% | $35.61 | $34.58 | — | COMMON STOCK | 054937107 |
| EMR | EMERSON ELECTRIC CO | 69,923 | $3.647M | 0.0% | $52.16 * | $40.64 | +0.8% | COMMON STOCK | 291011104 |
| PPG | PPG INDUSTRIES INC | 34,961 | $3.641M | 0.0% | $104.14 * | $77.14 | +13.4% | COMMON STOCK | 693506107 |
| — | INSULET CORP | 3,804,000 | $3.618M | 0.0% | $0.95 | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| CCI | CROWN CASTLE INTL CORP | 35,443 | $3.595M | 0.0% | $101.43 * | $54.29 | +25.8% | COMMON STOCK | 22822V101 |
| LIVN | LIVANOVA PLC | 71,500 | $3.591M | 0.0% | $50.22 | $50.55 | -0.6% | COMMON STOCK | G5509L101 |
| — | IGI LABORATORIES INC | 4,000,000 | $3.59M | 0.0% | $0.90 | $1.06 | — | CONVERTIBLE SECURITY | 449575AB5 |
| ED | CONSOL EDISON | 44,448 | $3.575M | 0.0% | $80.43 * | $38.33 | +49.1% | COMMON STOCK | 209115104 |
| EXC | EXELON CORP | 98,033 | $3.564M | 0.0% | $36.36 * | $15.66 | +18.7% | COMMON STOCK | 30161N101 |
| TRV | TRAVELERS COMPANIES INC | 29,049 | $3.458M | 0.0% | $119.04 * | $65.62 | +47.4% | COMMON STOCK | 89417E109 |
| 1741046D | STERIS PLC | 49,325 | $3.391M | 0.0% | $68.75 | $72.71 | — | COMMON STOCK | G84720104 |
| CMI | CUMMINS INC | 30,058 | $3.38M | 0.0% | $112.45 * | $107.71 | -18.8% | COMMON STOCK | 231021106 |
| DVN | DEVON ENERGY CORPORATION | 93,203 | $3.379M | 0.0% | $36.25 * | $36.76 | -30.6% | COMMON STOCK | 25179M103 |
| VNO | VORNADO REALTY TRUST | 32,518 | $3.256M | 0.0% | $100.13 | $85.29 | — | COMMON STOCK | 929042109 |
| — | TE CONNECTIVITY LTD | 56,839 | $3.246M | 0.0% | $57.11 | $59.63 | — | COMMON STOCK | H84989104 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.22M | 0.0% | $0.81 | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 72,531 | $3.219M | 0.0% | $44.38 * | $24.72 | +46.2% | COMMON STOCK | 416515104 |
| — | CENTURYLINK INC | 110,744 | $3.213M | 0.0% | $29.01 | $34.76 | — | COMMON STOCK | 156700106 |
| — | COWEN GROUP INC | 3,500,000 | $3.125M | 0.0% | $0.89 | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| CAH | CARDINAL HEALTH INC | 39,955 | $3.117M | 0.0% | $78.01 * | $65.00 | -8.7% | COMMON STOCK | 14149Y108 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 66,419 | $3.096M | 0.0% | $46.61 * | $22.75 | +47.8% | COMMON STOCK | 744573106 |
| HPQ | HP INC | 245,935 | $3.086M | 0.0% | $12.55 * | $9.04 | +1.8% | COMMON STOCK | 40434L105 |
| BMA | BANCO MACRO SA | 40,880 | $3.034M | 0.0% | $74.22 | $65.77 | +12.8% | COMMON STOCK | 05961W105 |
| LNC | LINCOLN NATIONAL CORP | 77,735 | $3.014M | 0.0% | $38.77 * | $24.16 | +10.8% | COMMON STOCK | 534187109 |
| PLD | PROLOGIS INC | 60,887 | $2.986M | 0.0% | $49.04 * | $27.11 | +38.3% | COMMON STOCK | 74340W103 |
| — | YAHOO! INC | 78,782 | $2.959M | 0.0% | $37.56 | $43.96 | — | COMMON STOCK | 984332106 |
| AMP | AMERIPRISE FINANCIAL INC | 32,825 | $2.949M | 0.0% | $89.84 * | $84.64 | -12.7% | COMMON STOCK | 03076C106 |
| — | KELLOGG CO | 35,568 | $2.904M | 0.0% | $81.65 * | $39.33 | +39.0% | COMMON STOCK | 487836108 |
| PKG | PACKAGING CORP OF AMERICA | 43,213 | $2.892M | 0.0% | $66.92 * | $56.00 | -9.5% | COMMON STOCK | 695156109 |
| VLO | VALERO ENERGY | 56,219 | $2.867M | 0.0% | $51.00 * | $30.69 | +13.7% | COMMON STOCK | 91913Y100 |
| EQR | EQUITY RESIDENTIAL | 41,292 | $2.844M | 0.0% | $68.88 * | $45.31 | +3.1% | COMMON STOCK | 29476L107 |
| EW | EDWARDS LIFESCI | 28,490 | $2.841M | 0.0% | $99.72 * | $21.74 | +52.9% | COMMON STOCK | 28176E108 |
| WELL | WELLTOWER INC | 37,243 | $2.837M | 0.0% | $76.18 * | $44.78 | +19.1% | COMMON STOCK | 95040Q104 |
| — | ST JUDE MEDICAL INC | 35,968 | $2.806M | 0.0% | $78.01 | $58.07 | — | COMMON STOCK | 790849103 |
| — | TEVA PHARMACEUTICAL IND LTD | 2,208,000 | $2.778M | 0.0% | $1.26 | $1.10 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| MU | MICRON TECHNOLOGY INC | 198,339 | $2.729M | 0.0% | $13.76 * | $26.14 | -48.6% | COMMON STOCK | 595112103 |
| EBAY | EBAY INC | 116,521 | $2.728M | 0.0% | $23.41 * | $20.28 | +2.8% | COMMON STOCK | 278642103 |
| — | MGIC INVESTMENT CORP | 2,628,000 | $2.727M | 0.0% | $1.04 | $1.06 | — | CONVERTIBLE SECURITY | 552848AD5 |
| AFL | AFLAC INC | 37,561 | $2.71M | 0.0% | $72.15 * | $20.32 | +42.2% | COMMON STOCK | 001055102 |
| — | WHOLE FOODS MARKET INC | 83,674 | $2.679M | 0.0% | $32.02 | $41.61 | — | COMMON STOCK | 966837106 |
| — | HELIX ENERGY SOLUTIONS GROUP | 3,000,000 | $2.63M | 0.0% | $0.88 | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| — | LAM RESEARCH CORP | 3,463 | $2.615M | 0.0% | $755.13 | — | — | Call | 512807908 |
| FFIV | F5 NETWORKSINC | 22,865 | $2.603M | 0.0% | $113.84 | $84.87 | +34.1% | COMMON STOCK | 315616102 |
| CMS | CMS ENERGY CORP | 55,887 | $2.563M | 0.0% | $45.86 * | $19.27 | +79.6% | COMMON STOCK | 125896100 |
| — | NOBLE ENERGY INC | 71,133 | $2.552M | 0.0% | $35.88 | $60.14 | — | COMMON STOCK | 655044105 |
| AVB | AVALONBAY COMMUNITIES INC | 14,047 | $2.534M | 0.0% | $180.39 * | $110.69 | +18.3% | COMMON STOCK | 053484101 |
| — | SUNTRUST BANKS INC | 60,969 | $2.505M | 0.0% | $41.09 | $32.65 | — | COMMON STOCK | 867914103 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 36,799 | $2.471M | 0.0% | $67.15 * | $70.86 | -14.8% | COMMON STOCK | V7780T103 |
| — | BROCADE COMMUNICATIONS SYSTEMS | 2,500,000 | $2.464M | 0.0% | $0.99 | $0.99 | — | CONVERTIBLE SECURITY | 111621AQ1 |
| — | NETSUITE INC | 2,500,000 | $2.453M | 0.0% | $0.98 | $1.03 | — | CONVERTIBLE SECURITY | 64118QAB3 |
| — | FINISAR CORP | 137,429 | $2.406M | 0.0% | $17.51 | $17.51 | — | COMMON STOCK | 31787A507 |
| VTR | VENTAS INC | 33,028 | $2.405M | 0.0% | $72.82 * | $52.38 | -7.6% | COMMON STOCK | 92276F100 |
| NSC | NORFOLK SOTHN CORP | 28,118 | $2.394M | 0.0% | $85.14 * | $62.34 | +12.3% | COMMON STOCK | 655844108 |
| STT | STATE STREET CORP | 44,205 | $2.384M | 0.0% | $53.93 * | $48.07 | -14.7% | COMMON STOCK | 857477103 |
| — | COACH INC | 58,427 | $2.38M | 0.0% | $40.73 | $43.99 | — | COMMON STOCK | 189754104 |
| — | CALAMP CORP | 2,500,000 | $2.342M | 0.0% | $0.94 | $0.94 | — | CONVERTIBLE SECURITY | 128126AB5 |
| — | PROSPECT CAPITAL CORP | 2,300,000 | $2.331M | 0.0% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 74348TAL6 |
| APH | AMPHENOL CORP | 40,649 | $2.33M | 0.0% | $57.32 * | $10.23 | +28.1% | COMMON STOCK | 032095101 |
| — | JEFFERIES GROUP INC | 2,288,000 | $2.319M | 0.0% | $1.01 | $1.03 | — | CONVERTIBLE SECURITY | 472319AG7 |
| — | APPLE INC | 3,405 | $2.29M | 0.0% | $672.54 | — | — | Call | 037833900 |
| AKAM | AKAMAI TECHNOLOGIES INC | 40,648 | $2.273M | 0.0% | $55.92 | $55.31 | +1.1% | COMMON STOCK | 00971T101 |
| — | BAKER HUGHES | 49,285 | $2.224M | 0.0% | $45.13 | $47.77 | — | COMMON STOCK | 057224107 |
| — | JNJ (ALZA CP) | 1,326,000 | $2.209M | 0.0% | $1.67 | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| EQT | EQT CORP | 28,457 | $2.203M | 0.0% | $77.42 * | $44.40 | -12.6% | COMMON STOCK | 26884L109 |
| RIO | RIO TINTO PLC | 68,756 | $2.152M | 0.0% | $31.30 | $44.61 | -29.8% | COMMON STOCK | 767204100 |
| WDC | WESTERN DIGITAL CORP | 44,771 | $2.116M | 0.0% | $47.26 * | $58.20 | -46.1% | COMMON STOCK | 958102105 |
| MOS | MOSAIC CO | 80,746 | $2.114M | 0.0% | $26.18 * | $44.51 | -50.5% | COMMON STOCK | 61945C103 |
| — | STONE ENERGY CP | 6,000,000 | $2.092M | 0.0% | $0.35 | $1.06 | — | CONVERTIBLE SECURITY | 861642AN6 |
| PNR | PENTAIR PLC | 35,568 | $2.073M | 0.0% | $58.28 * | $40.87 | -17.8% | COMMON STOCK | G7S00T104 |
| MCHP | MICROCHIP TECHNOLOGY INC | 40,647 | $2.063M | 0.0% | $50.75 * | $14.91 | +42.5% | COMMON STOCK | 595017104 |
| PPL | PPL CORP | 54,611 | $2.062M | 0.0% | $37.76 * | $16.77 | +47.5% | COMMON STOCK | 69351T106 |
| XEL | XCEL ENERGY INC | 45,732 | $2.048M | 0.0% | $44.78 * | $20.88 | +60.1% | COMMON STOCK | 98389B100 |
| — | SOLARCITY | 3,000,000 | $2.009M | 0.0% | $0.67 | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| TROW | T ROWE PRICE | 27,439 | $2.002M | 0.0% | $72.96 * | $47.92 | +7.8% | COMMON STOCK | 74144T108 |
| — | MYLAN NV | 46,151 | $1.996M | 0.0% | $43.25 | $58.54 | — | COMMON STOCK | N59465109 |
| FCX | FREEPORT-MCMORAN INC | 178,433 | $1.988M | 0.0% | $11.14 * | $23.72 | -57.4% | COMMON STOCK | 35671D857 |
| ETR | ENTERGY CORP | 24,391 | $1.984M | 0.0% | $81.34 * | $20.83 | +35.1% | COMMON STOCK | 29364G103 |
| CBRE | CBRE GROUP INC | 74,712 | $1.978M | 0.0% | $26.47 | $33.95 | -22.0% | COMMON STOCK | 12504L109 |
| — | JANUS CAPITAL GROUP FUNDS | 1,438,000 | $1.973M | 0.0% | $1.37 | $1.42 | — | CONVERTIBLE SECURITY | 47102XAH8 |
| FITB | FIFTH THIRD BK | 111,781 | $1.966M | 0.0% | $17.59 * | $12.58 | +0.2% | COMMON STOCK | 316773100 |
| MHK | MOHAWK INDS INC | 10,313 | $1.957M | 0.0% | $189.76 | $113.87 | +66.6% | COMMON STOCK | 608190104 |
| IVZ | INVESCO LTD | 76,212 | $1.946M | 0.0% | $25.53 * | $18.85 | -12.4% | COMMON STOCK | G491BT108 |
| CAG | CONAGRA FOODS INC | 40,648 | $1.943M | 0.0% | $47.80 * | $17.20 | +54.0% | COMMON STOCK | 205887102 |
| A | AGILENT TECHNOLOGIES INC | 43,121 | $1.913M | 0.0% | $44.36 * | $34.73 | +18.8% | COMMON STOCK | 00846U101 |
| — | MEAD JOHNSON NUTRITION CO | 20,998 | $1.906M | 0.0% | $90.77 | $80.54 | — | COMMON STOCK | 582839106 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $1.899M | 0.0% | $0.95 | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| — | COLONY FINANCIAL INC | 2,000,000 | $1.899M | 0.0% | $0.95 | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| — | NATIONAL OILWELL VARCO INC | 56,184 | $1.891M | 0.0% | $33.66 | $65.14 | — | COMMON STOCK | 637071101 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 4,602 | $1.854M | 0.0% | $402.87 * | $12.06 | -33.2% | COMMON STOCK | 169656105 |
| — | LABORATORY CORP LYONS | 1,057,000 | $1.846M | 0.0% | $1.75 | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| AL | AIR LEASE | 68,605 | $1.837M | 0.0% | $26.78 * | $25.57 | -9.9% | COMMON STOCK | 00912X302 |
| RF | REGIONS FINANCIAL CORP | 215,580 | $1.835M | 0.0% | $8.51 * | $5.88 | +2.7% | COMMON STOCK | 7591EP100 |
| — | JUNIPER NETWORKS INC | 81,555 | $1.834M | 0.0% | $22.49 | $22.57 | — | COMMON STOCK | 48203R104 |
| IVV | ISHARES S&P 500 INDEX FUND | 8,693 | $1.83M | 0.0% | $210.51 | $205.63 | +2.4% | COMMON STOCK | 464287200 |
| BLD | TOPBUILD | 49,999 | $1.81M | 0.0% | $36.20 | $30.95 | +17.0% | COMMON STOCK | 89055F103 |
| AAL | AMERICAN AIRLINES GROUP INC | 63,837 | $1.807M | 0.0% | $28.31 * | $37.82 | -28.1% | COMMON STOCK | 02376R102 |
| UAL | UNITED CONTINENTAL HOLDINGS IN | 44,014 | $1.806M | 0.0% | $41.03 | $54.04 | -24.1% | COMMON STOCK | 910047109 |
| — | HESS CORP | 29,733 | $1.787M | 0.0% | $60.10 | $60.10 | — | COMMON STOCK | 42809H107 |
| FE | FIRSTENERGY CORP | 50,811 | $1.774M | 0.0% | $34.91 * | $23.78 | -1.2% | COMMON STOCK | 337932107 |
| — | SYMANTEC CORP | 86,377 | $1.774M | 0.0% | $20.54 | $22.70 | — | COMMON STOCK | 871503108 |
| — | BLACKSTONE GROUP LP | 71,378 | $1.752M | 0.0% | $24.55 | $22.88 | — | COMMON STOCK | 09253U108 |
| DVY | ISHARES DJ SELECT DVD | 19,674 | $1.678M | 0.0% | $85.29 | $75.77 | +12.5% | COMMON STOCK | 464287168 |
| — | XILINX INC | 3,735 | $1.671M | 0.0% | $447.39 | — | — | Call | 983919901 |
| — | KKR & CO LP | 134,578 | $1.661M | 0.0% | $12.34 | $13.79 | — | COMMON STOCK | 48248M102 |
| — | VIACOM INC | 39,918 | $1.655M | 0.0% | $41.46 | $67.63 | — | COMMON STOCK | 92553P201 |
| FLR | FLUOR CORP-NEW | 33,534 | $1.653M | 0.0% | $49.29 * | $53.38 | -15.1% | COMMON STOCK | 343412102 |
| BEN | FRANKLIN RESOURCES INC | 49,313 | $1.646M | 0.0% | $33.38 * | $29.26 | -28.9% | COMMON STOCK | 354613101 |
| — | GENERAL MOTORS CO | 88,470 | $1.63M | 0.0% | $18.42 | $24.39 | — | WARRANTS | 37045V118 |
| HST | HOST HOTELS & RESORTS INC | 100,151 | $1.623M | 0.0% | $16.21 * | $13.89 | -19.5% | COMMON STOCK | 44107P104 |
| HSY | HERSHEY FOODS CORP | 14,230 | $1.615M | 0.0% | $113.49 * | $65.99 | +37.3% | COMMON STOCK | 427866108 |
| EFAV | ISHARES EDGE MSCI MIN VOL EAFE | 24,255 | $1.61M | 0.0% | $66.38 | $64.39 | +3.1% | COMMON STOCK | 46429B689 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.593M | 0.0% | $1.06 | $1.04 | — | CONVERTIBLE SECURITY | 09257WAA8 |
| — | DANAHER CORP | 540,000 | $1.585M | 0.0% | $2.94 | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| DVA | DAVITA HEALTHCARE PARTNERS INC | 20,325 | $1.572M | 0.0% | $77.34 | $74.81 | +3.4% | COMMON STOCK | 23918K108 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 32,009 | $1.57M | 0.0% | $49.05 * | $32.34 | +34.8% | COMMON STOCK | 302130109 |
| — | APACHE CORP | 27,746 | $1.545M | 0.0% | $55.68 | $76.88 | — | COMMON STOCK | 037411105 |
| TRIP | TRIPADVISOR INC | 23,423 | $1.506M | 0.0% | $64.30 * | $68.48 | -16.5% | COMMON STOCK | 896945201 |
| — | WELLPOINT INC | 823,000 | $1.502M | 0.0% | $1.83 | $2.07 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $1.46M | 0.0% | $24.33 | $68.78 | — | COMMON STOCK | 25271C102 |
| DGX | QUEST DIAGNOSTC | 17,438 | $1.42M | 0.0% | $81.43 * | $48.82 | +37.9% | COMMON STOCK | 74834L100 |
| REGN | REGENERON PHARMACEUTICALS INC | 4,063 | $1.419M | 0.0% | $349.25 | $251.07 | +38.3% | COMMON STOCK | 75886F107 |
| — | PROSPECT CAPITAL CORP | 1,364,000 | $1.39M | 0.0% | $1.02 | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| ABEV | COMPANHIA DE BEBIDAS | 235,000 | $1.389M | 0.0% | $5.91 | $7.45 | -20.6% | COMMON STOCK | 02319V103 |
| — | JACOBS ENGINEERING GROUP INC | 27,628 | $1.376M | 0.0% | $49.80 | $52.79 | — | COMMON STOCK | 469814107 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.353M | 0.0% | $13.67 | $15.16 | -9.8% | COMMON STOCK | 56501R106 |
| AES | AES CORP | 106,701 | $1.332M | 0.0% | $12.48 * | $8.13 | +8.0% | COMMON STOCK | 00130H105 |
| MAC | MACERICH COMPANY | 15,248 | $1.302M | 0.0% | $85.39 | $74.92 | — | COMMON STOCK | 554382101 |
| DRI | DARDEN RESTAURANTS INC | 20,325 | $1.287M | 0.0% | $63.32 * | $35.91 | +34.4% | COMMON STOCK | 237194105 |
| — | NVIDIA CORP | 7,500 | $1.271M | 0.0% | $169.47 | — | — | Put | 67066G954 |
| — | L-3 COMMUNICATIONS HOLDINGS | 8,596 | $1.261M | 0.0% | $146.70 | $124.67 | — | COMMON STOCK | 502424104 |
| — | NEW YORK CMTY TRUST V | 24,880 | $1.254M | 0.0% | $50.40 | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| KMX | CARMAX INC | 25,406 | $1.246M | 0.0% | $49.04 | $48.89 | +0.3% | COMMON STOCK | 143130102 |
| — | SPDR TRUST SERIES 1 | 30,000 | $1.223M | 0.0% | $40.77 | — | — | Call | 78464A904 |
| ES | EVERSOURCE ENERGY | 20,325 | $1.217M | 0.0% | $59.88 * | $36.38 | +18.8% | COMMON STOCK | 30040W108 |
| — | FIDELITY NL FIN | 551,000 | $1.127M | 0.0% | $2.05 | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| DHI | D R HORTON INC | 35,567 | $1.12M | 0.0% | $31.49 * | $21.09 | +34.3% | COMMON STOCK | 23331A109 |
| CF | CF INDUSTRIES HOLDINGS INC | 45,737 | $1.102M | 0.0% | $24.09 * | $40.45 | -54.3% | COMMON STOCK | 125269100 |
| — | MICHAEL KORS HOLDINGS LIMITED | 21,920 | $1.085M | 0.0% | $49.50 | $58.56 | — | COMMON STOCK | G60754101 |
| EEM | ISHARES MSCI EMERGING MKTS IND | 31,497 | $1.082M | 0.0% | $34.35 | $34.24 | +0.3% | COMMON STOCK | 464287234 |
| — | AMERICA MOVIL SA | 86,500 | $1.06M | 0.0% | $12.25 | $21.74 | — | COMMON STOCK | 02364W105 |
| PVH | PVH CORP | 11,178 | $1.053M | 0.0% | $94.20 | $112.48 | -17.4% | COMMON STOCK | 693656100 |
| PHM | PULTEGROUP INC | 52,952 | $1.032M | 0.0% | $19.49 * | $16.52 | +5.5% | COMMON STOCK | 745867101 |
| INDA | BARCLAY/ISHARES FUNDS | 36,874 | $1.03M | 0.0% | $27.93 | $27.92 | +0.0% | COMMON STOCK | 46429B598 |
| — | KANSAS CITY SOUTHERN | 11,239 | $1.013M | 0.0% | $90.13 | $105.44 | — | COMMON STOCK | 485170302 |
| — | RPM INTL INC | 848,000 | $988K | 0.0% | $1.17 | $1.12 | — | CONVERTIBLE SECURITY | 749685AT0 |
| RHI | ROBERT HALF INTL INC | 25,407 | $970K | 0.0% | $38.18 | $37.15 | +2.7% | COMMON STOCK | 770323103 |
| M | MACYS INC | 27,944 | $939K | 0.0% | $33.60 | $48.25 | -30.3% | COMMON STOCK | 55616P104 |
| — | GENERAL MOTORS CO | 88,470 | $924K | 0.0% | $10.44 | $16.70 | — | WARRANTS | 37045V126 |
| — | MARATHON OIL CP | 60,970 | $915K | 0.0% | $15.01 | $31.96 | — | COMMON STOCK | 565849106 |
| — | TWITTER INC | 987,000 | $905K | 0.0% | $0.92 | $0.85 | — | CONVERTIBLE SECURITY | 90184LAB8 |
| LEN | LENNAR CORP | 19,513 | $900K | 0.0% | $46.12 * | $30.49 | +31.2% | COMMON STOCK | 526057104 |
| — | INTERPUBLIC GROUP OF COS | 36,654 | $847K | 0.0% | $23.11 * | $9.72 | +65.4% | COMMON STOCK | 460690100 |
| WMB | WILLIAMS CO. | 38,827 | $840K | 0.0% | $21.63 * | $26.33 | -49.9% | COMMON STOCK | 969457100 |
| — | POWERSHARES S&P 500 LOW VOLA | 17,787 | $761K | 0.0% | $42.78 | $42.78 | — | COMMON STOCK | 73937B779 |
| — | SUNEDISON INC | 14,500,000 | $743K | 0.0% | $0.05 | $0.04 | — | CONVERTIBLE SECURITY | 86732YAH2 |
| — | ALPHABET INC | 100 | $732K | 0.0% | $7320.00 | — | — | Call | 02079K907 |
| UAA | UNDER ARMOUR INC | 17,734 | $712K | 0.0% | $40.15 | $40.39 | -0.6% | COMMON STOCK | 904311107 |
| — | INTUITIVE SURGICAL INC | 110 | $702K | 0.0% | $6381.82 | — | — | Call | 46120E902 |
| EMN | EASTMAN CHEM CO | 10,162 | $690K | 0.0% | $67.90 * | $47.79 | +4.1% | COMMON STOCK | 277432100 |
| HP | HELMERICH & PAYNE INC | 10,162 | $682K | 0.0% | $67.11 | $71.22 | -5.7% | COMMON STOCK | 423452101 |
| — | MACQUARIE INFRASTRUCTURE CO | 584,000 | $670K | 0.0% | $1.15 | $1.11 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| GAP | GAP INC | 31,503 | $668K | 0.0% | $21.20 * | $26.50 | -43.2% | COMMON STOCK | 364760108 |
| UA | UNDER ARMOUR INC | 17,859 | $650K | 0.0% | $36.40 | $37.40 | -2.7% | COMMON STOCK | 904311206 |
| — | DISCOVERY COMMUNICATIONS INC | 25,407 | $641K | 0.0% | $25.23 | $64.55 | — | COMMON STOCK | 25470F104 |
| — | SOUTHWESTERN ENERGY CO | 1,150 | $630K | 0.0% | $547.83 | — | — | Call | 845467909 |
| W | WAYFAIR | 15,898 | $620K | 0.0% | $39.00 | $41.16 | -5.2% | COMMON STOCK | 94419L101 |
| YELP | YELP INC | 20,000 | $607K | 0.0% | $30.35 | $27.74 | +9.5% | COMMON STOCK | 985817105 |
| — | DISCOVERY COMMUNICATIONS | 25,406 | $606K | 0.0% | $23.85 | $36.65 | — | COMMON STOCK | 25470F302 |
| — | TOTAL SA | 12,544 | $603K | 0.0% | $48.07 | $44.96 | — | COMMON STOCK | 89151E109 |
| — | TAKE-TWO INTER | 1,650 | $553K | 0.0% | $335.15 | — | — | Call | 874054909 |
| BURL | BURLINGTON STORES INC | 8,270 | $552K | 0.0% | $66.75 | $53.40 | +24.9% | COMMON STOCK | 122017106 |
| — | SUNEDISON INC | 8,450,000 | $518K | 0.0% | $0.06 | $1.15 | — | CONVERTIBLE SECURITY | 86732YAC3 |
| TDC | TERADATA CORP | 20,324 | $510K | 0.0% | $25.09 | $53.15 | -52.8% | COMMON STOCK | 88076W103 |
| SWK | STANLEY BLACK & DECKER INC | 3,965 | $441K | 0.0% | $111.22 * | $77.19 | +12.5% | COMMON STOCK | 854502101 |
| — | LENNAR CORP | 855 | $434K | 0.0% | $507.60 | — | — | Call | 526057904 |
| VNM | VANECK VECTORS VIETNAM | 29,262 | $428K | 0.0% | $14.63 | $14.37 | +1.7% | COMMON STOCK | 92189F817 |
| MUR | MURPHY OIL CORP | 13,211 | $419K | 0.0% | $31.72 * | $32.25 | -30.3% | COMMON STOCK | 626717102 |
| — | SOUTHWESTERN ENERGY CO | 31,930 | $402K | 0.0% | $12.59 | $12.59 | — | COMMON STOCK | 845467109 |
| OMC | OMNICOM GROUP INC | 4,924 | $401K | 0.0% | $81.44 * | $50.56 | +16.3% | COMMON STOCK | 681919106 |
| — | PRIVATEBANCORP INC | 9,077 | $400K | 0.0% | $44.07 | $23.09 | — | COMMON STOCK | 742962103 |
| — | VODAFONE GROUP PLC | 1,750 | $396K | 0.0% | $226.29 | — | — | Call | 92857W908 |
| WRB | WR BERKLEY CORP | 6,605 | $396K | 0.0% | $59.95 * | $11.73 | +21.0% | COMMON STOCK | 084423102 |
| BOH | BANK OF HAWAII | 5,540 | $381K | 0.0% | $68.77 * | $40.08 | +21.1% | COMMON STOCK | 062540109 |
| CRTO | CRITEO SA | 8,035 | $369K | 0.0% | $45.92 | $46.33 | — | COMMON STOCK | 226718104 |
| — | PORTFOLIO RECOVERY ASSOCIATE | 472,000 | $368K | 0.0% | $0.78 | $1.08 | — | CONVERTIBLE SECURITY | 73640QAB1 |
| — | XILINX INC | 7,850 | $362K | 0.0% | $46.11 | $46.11 | — | COMMON STOCK | 983919101 |
| — | GTT COMMUNICATIONS INC | 19,300 | $357K | 0.0% | $18.50 | $13.41 | — | COMMON STOCK | 362393100 |
| — | FXCM INC | 1,000,000 | $352K | 0.0% | $0.35 | $1.05 | — | CONVERTIBLE SECURITY | 302693AB2 |
| THRM | GENTHERM INC | 10,115 | $346K | 0.0% | $34.21 | $43.37 | -21.0% | COMMON STOCK | 37253A103 |
| — | DRIL-QUIP | 5,900 | $345K | 0.0% | $58.47 | $92.48 | — | COMMON STOCK | 262037104 |
| WK | WORKIVA | 24,900 | $340K | 0.0% | $13.65 | $13.93 | -1.9% | COMMON STOCK | 98139A105 |
| CALX | CALIX INC | 46,000 | $318K | 0.0% | $6.91 | $9.47 | -27.0% | COMMON STOCK | 13100M509 |
| — | CEDAR FAIR | 5,400 | $312K | 0.0% | $57.78 | $56.84 | — | COMMON STOCK | 150185106 |
| UNM | UNUMPROVIDENT CORP | 9,790 | $311K | 0.0% | $31.77 | $33.17 | -4.2% | COMMON STOCK | 91529Y106 |
| — | TESLA MOTORS INC | 2,534 | $292K | 0.0% | $115.23 | — | — | Put | 88160R951 |
| PGR | PROGRESSIVE CORP OHIO | 8,340 | $279K | 0.0% | $33.45 * | $19.50 | +30.3% | COMMON STOCK | 743315103 |
| JBLU | JETBLUE AIRWAYS CORP | 16,700 | $277K | 0.0% | $16.59 | $20.29 | -18.4% | COMMON STOCK | 477143101 |
| BWXT | BWX TECHNOLOGIES INC | 7,539 | $270K | 0.0% | $35.81 * | $30.59 | +4.6% | COMMON STOCK | 05605H100 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 6,390 | $263K | 0.0% | $41.16 * | $24.79 | +16.4% | COMMON STOCK | 74251V102 |
| GPC | GENUINE PARTS CO | 2,600 | $263K | 0.0% | $101.15 * | $70.41 | +9.3% | COMMON STOCK | 372460105 |
| BRO | BROWN & BROWN INC | 6,805 | $255K | 0.0% | $37.47 * | $14.58 | +18.3% | COMMON STOCK | 115236101 |
| UHS | UNIVERSAL HEALTH SVCS | 1,840 | $247K | 0.0% | $134.24 * | $133.25 | -3.4% | COMMON STOCK | 913903100 |
| — | SPDR TRUST SERIES 1 | 1,721 | $244K | 0.0% | $141.78 | — | — | Put | 78464A954 |
| — | ADTRAN INC | 12,817 | $239K | 0.0% | $18.65 | $20.20 | — | COMMON STOCK | 00738A106 |
| — | GENERAL GROWTH PROPERTIES | 7,900 | $236K | 0.0% | $29.87 | $25.70 | — | COMMON STOCK | 370023103 |
| RRGB | RED ROBIN GOURMET BURGERS INC | 4,905 | $233K | 0.0% | $47.50 | $73.79 | -35.7% | COMMON STOCK | 75689M101 |
| BFAM | BRIGHT HORIZONS FAMILY SOLUT | 3,475 | $230K | 0.0% | $66.19 | $64.29 | +3.1% | COMMON STOCK | 109194100 |
| — | DST SYSTEMS INC | 1,950 | $227K | 0.0% | $116.41 | $105.13 | — | COMMON STOCK | 233326107 |
| STAA | STAAR SURGICAL | 41,100 | $226K | 0.0% | $5.50 | $13.85 | -60.2% | COMMON STOCK | 852312305 |
| — | INGERSOLL-RAND PLC | 3,550 | $226K | 0.0% | $63.66 | $61.97 | — | COMMON STOCK | G47791101 |
| HUBB | HUBBELL INC | 2,135 | $225K | 0.0% | $105.39 * | $76.44 | +13.0% | COMMON STOCK | 443510607 |
| — | FRANK'S INTERNATIONAL NV | 15,300 | $224K | 0.0% | $14.64 | $15.64 | — | COMMON STOCK | N33462107 |
| SBNY | SIGNATURE BANK | 1,785 | $223K | 0.0% | $124.93 | $129.43 | — | COMMON STOCK | 82669G104 |
| ADP | AUTOMATIC DATA | 2,430 | $223K | 0.0% | $91.77 * | $69.13 | +8.5% | COMMON STOCK | 053015103 |
| GNTX | GENTEX CORP | 14,000 | $216K | 0.0% | $15.43 | $17.65 | -12.4% | COMMON STOCK | 371901109 |
| PAYX | PAYCHEX INC | 3,600 | $214K | 0.0% | $59.44 * | $40.17 | +11.4% | COMMON STOCK | 704326107 |
| DLR | DIGITAL REALTY TRUST INC | 1,950 | $213K | 0.0% | $109.23 * | $67.85 | +15.6% | COMMON STOCK | 253868103 |
| NTRS | NORTHERN TRUST CORP | 3,200 | $212K | 0.0% | $66.25 * | $54.64 | -6.5% | COMMON STOCK | 665859104 |
| PH | PARKER HANNIFIN CORP | 1,965 | $212K | 0.0% | $107.89 * | $85.95 | +8.4% | COMMON STOCK | 701094104 |
| SNPS | SYNOPSYS INC | 3,900 | $211K | 0.0% | $54.10 | $50.14 | +7.9% | COMMON STOCK | 871607107 |
| — | FLIR SYSTEMS INC | 6,700 | $207K | 0.0% | $30.90 | $32.99 | — | COMMON STOCK | 302445101 |
| CVLT | COMMVAULT SYSTEMS INC | 4,778 | $206K | 0.0% | $43.11 | $44.11 | -2.1% | COMMON STOCK | 204166102 |
| TER | TERADYNE INC | 10,200 | $201K | 0.0% | $19.71 * | $18.36 | +1.5% | COMMON STOCK | 880770102 |
| CINF | CINCINNATI FINANCIAL CORP | 2,675 | $200K | 0.0% | $74.77 * | $52.34 | +11.1% | COMMON STOCK | 172062101 |
| — | NOBLE CORP PLC | 24,000 | $198K | 0.0% | $8.25 | $36.90 | — | COMMON STOCK | G65431101 |
| GOGO | GOGO INC | 21,090 | $177K | 0.0% | $8.39 | $20.13 | -58.3% | COMMON STOCK | 38046C109 |
| GPK | GRAPHIC PACKAGING HOLDING CO | 14,050 | $176K | 0.0% | $12.53 | $13.06 | -4.0% | COMMON STOCK | 388689101 |
| CERS | CERUS CORP | 27,650 | $173K | 0.0% | $6.26 | $5.54 | +12.7% | COMMON STOCK | 157085101 |
| — | PROSPECT CAPITAL CORP | 155,000 | $154K | 0.0% | $0.99 | $0.99 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| — | ALCOA INC | 12,300 | $114K | 0.0% | $9.27 | $9.59 | — | COMMON STOCK | 013817101 |
| IBN | ICICI BANK LTD | 14,625 | $105K | 0.0% | $7.18 | $10.18 | -29.5% | COMMON STOCK | 45104G104 |
| — | VIDEOCON D2H LIMITED | 12,300 | $104K | 0.0% | $8.46 | $8.88 | — | COMMON STOCK | 92657J101 |
| — | ENERGY XXI BERMUDA | 22,500,000 | $75,000 | 0.0% | $0.00 | $0.30 | — | CONVERTIBLE SECURITY | 29274UAB7 |
| — | ARES CAPITAL CORP | 27,000 | $28,000 | 0.0% | $1.04 | $1.04 | — | CONVERTIBLE SECURITY | 04010LAG8 |