CIK: 0001102598 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Aug 10, 2016
Total Value: $27.6B (97.9% shares, 2.1% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| MSFT | MICROSOFT CORPORATION | 17,413,244 | $891M | 3.2% | $29.31 | +56.9% | COMMSTCK | 594918104 |
| AAPL | APPLE INC | 8,849,243 | $846M | 3.1% | $59.23 | -61.8% | COMMSTCK | 037833100 |
| HD | HOME DEPOT INC | 5,442,505 | $695M | 2.5% | $79.59 | +31.9% | COMMSTCK | 437076102 |
| GOOG | ALPHABET INC | 843,669 | $584M | 2.1% | $35.62 | +0.1% | COMMSTCK | 02079K107 |
| CVS | CVS HEALTH CORP | 5,751,921 | $551M | 2.0% | $53.93 | +38.2% | COMMSTCK | 126650100 |
| PFE | PFIZER INC | 15,488,287 | $545M | 2.0% | $20.96 | +0.4% | COMMSTCK | 717081103 |
| CVX | CHEVRON CORP | 4,405,689 | $462M | 1.7% | $56.18 | +18.8% | COMMSTCK | 166764100 |
| HSY | HERSHEY COMPANY THE | 3,806,688 | $432M | 1.6% | $71.00 | +4.8% | COMMSTCK | 427866108 |
| MDT | MEDTRONIC INC | 4,975,460 | $432M | 1.6% | $58.69 | +8.2% | COMMSTCK | G5960L103 |
| — | CELGENE CORPORATION | 4,222,301 | $416M | 1.5% | $90.45 | — | COMMSTCK | 151020104 |
| DIS | WALT DISNEY CO | 4,080,558 | $399M | 1.4% | $57.86 | +59.3% | COMMSTCK | 254687106 |
| JNJ | JOHNSON & JOHNSON | 3,223,857 | $391M | 1.4% | $72.59 | +19.9% | COMMSTCK | 478160104 |
| GOOGL | ALPHABET INC | 546,669 | $385M | 1.4% | $36.72 | -0.8% | COMMSTCK | 02079K305 |
| TMO | THERMO FISHER SCIENTIFIC I | 2,593,804 | $383M | 1.4% | $85.26 | +68.4% | COMMSTCK | 883556102 |
| ICE | INTERCONTINENTAL EXCHANGE | 1,428,973 | $366M | 1.3% | $38.65 | +15.4% | COMMSTCK | 45866F104 |
| — | RAYTHEON COMPANY | 2,658,342 | $361M | 1.3% | $122.62 | — | COMMSTCK | 755111507 |
| AEP | AMERICAN ELECTRIC POWER CO | 5,106,114 | $358M | 1.3% | $39.34 | +18.5% | COMMSTCK | 025537101 |
| — | REYNOLDS AMERICAN INC | 6,402,122 | $345M | 1.3% | $55.91 | — | COMMSTCK | 761713106 |
| MA | MASTERCARD INC | 3,747,725 | $330M | 1.2% | $105.28 | -14.3% | COMMSTCK | 57636Q104 |
| — | TIME WARNER INC | 4,276,958 | $315M | 1.1% | $64.81 | — | COMMSTCK | 887317303 |
| UPS | UNITED PARCEL SERVICE INC | 2,783,551 | $300M | 1.1% | $70.03 | +4.4% | COMMSTCK | 911312106 |
| ECL | ECOLAB INC | 2,456,457 | $291M | 1.1% | $80.56 | +30.2% | COMMSTCK | 278865100 |
| GILD | GILEAD SCIENCES INC | 3,465,144 | $289M | 1.0% | $53.47 | +17.4% | COMMSTCK | 375558103 |
| AMZN | AMAZON.COM INC | 399,719 | $286M | 1.0% | $36.24 | -6.7% | COMMSTCK | 023135106 |
| — | GENERAL ELECTRIC CO | 9,070,910 | $286M | 1.0% | $24.85 | — | COMMSTCK | 369604103 |
| T | AT&T INC | 6,417,532 | $277M | 1.0% | $14.41 | +4.8% | COMMSTCK | 00206R102 |
| SBUX | STARBUCKS CORPORATION | 4,514,380 | $258M | 0.9% | $45.32 | +2.5% | COMMSTCK | 855244109 |
| ADI | ANALOG DEVICES INC | 4,461,821 | $253M | 0.9% | $43.37 | +9.6% | COMMSTCK | 032654105 |
| SLB | SCHLUMBERGER NV | 3,173,509 | $251M | 0.9% | $62.36 | -6.6% | COMMSTCK | 806857108 |
| PEP | PEPSICO INC | 2,363,441 | $250M | 0.9% | $63.57 | +21.2% | COMMSTCK | 713448108 |
| JPM | JPMORGAN CHASE & CO | 3,998,740 | $248M | 0.9% | $48.39 | -0.1% | COMMSTCK | 46625H100 |
| KMB | KIMBERLY-CLARK CORPORATION | 1,686,485 | $232M | 0.8% | $92.97 | +1.0% | COMMSTCK | 494368103 |
| CTSH | COGNIZANT TECHNOLOGY SOLUT | 4,025,945 | $230M | 0.8% | $54.67 | -2.0% | COMMSTCK | 192446102 |
| ITW | ILLINOIS TOOL WORKS INC | 2,182,222 | $227M | 0.8% | $72.51 | +14.9% | COMMSTCK | 452308109 |
| HIG | HARTFORD FINANCIAL SERVICE | 5,110,222 | $227M | 0.8% | $32.72 | +10.8% | COMMSTCK | 416515104 |
| VZ | VERIZON COMMUNICATIONS INC | 3,776,952 | $211M | 0.8% | $31.67 | -0.6% | COMMSTCK | 92343V104 |
| WFC | WELLS FARGO & COMPANY | 4,426,510 | $210M | 0.8% | $36.27 | +2.6% | COMMSTCK | 949746101 |
| — | ALLERGAN PLC | 888,950 | $205M | 0.7% | $285.42 | — | COMMSTCK | G0177J108 |
| PNC | PNC FINANCIAL SERVICES GRO | 2,518,654 | $205M | 0.7% | $60.67 | +3.8% | COMMSTCK | 693475105 |
| ROST | ROSS STORES, INC. | 3,597,971 | $204M | 0.7% | $44.12 | +14.4% | COMMSTCK | 778296103 |
| ORLY | OREILLY AUTOMOTIVE INC | 738,203 | $200M | 0.7% | $15.08 | +17.2% | COMMSTCK | 67103H107 |
| MMM | 3M CO | 1,101,811 | $193M | 0.7% | $89.44 | +14.6% | COMMSTCK | 88579Y101 |
| — | EMC CORP/ MASSACHUSETTS | 7,084,589 | $192M | 0.7% | $26.83 | — | COMMSTCK | 268648102 |
| KO | COCA-COLA CO | 4,231,785 | $192M | 0.7% | $30.62 | +8.8% | COMMSTCK | 191216100 |
| USB | US BANCORP | 4,713,182 | $190M | 0.7% | $30.65 | -4.8% | COMMSTCK | 902973304 |
| V | VISA INC | 2,515,987 | $187M | 0.7% | $70.15 | +4.4% | COMMSTCK | 92826C839 |
| EW | EDWARDS LIFESCIENCES CORP | 1,703,864 | $170M | 0.6% | $24.63 | +38.9% | COMMSTCK | 28176E108 |
| CSCO | CISCO SYSTEMS INC | 5,895,005 | $169M | 0.6% | $19.09 | +9.3% | COMMSTCK | 17275R102 |
| CTRA | CABOT OIL & GAS CORPORATIO | 6,557,957 | $169M | 0.6% | $25.40 | -31.2% | COMMSTCK | 127097103 |
| DG | DOLLAR GENERAL CORPORATION | 1,771,808 | $167M | 0.6% | $64.24 | +18.6% | COMMSTCK | 256677105 |
| META | FACEBOOK INC | 1,433,092 | $164M | 0.6% | $52.80 | +116.7% | COMMSTCK | 30303M102 |
| CB | CHUBB LTD | 1,248,840 | $163M | 0.6% | $96.06 | +7.8% | COMMSTCK | H1467J104 |
| — | AETNA INC | 1,278,820 | $156M | 0.6% | $50.31 | — | COMMSTCK | 00817Y108 |
| BDX | BECTON DICKINSON AND COMPA | 917,916 | $156M | 0.6% | $79.39 | +74.2% | COMMSTCK | 075887109 |
| — | INGERSOLL-RAND PLC | 2,372,596 | $151M | 0.5% | $51.98 | — | COMMSTCK | G47791101 |
| TJX | TJX COMPANIES INC | 1,893,452 | $146M | 0.5% | $38.41 | -13.2% | COMMSTCK | 872540109 |
| ZTS | ZOETIS INC | 3,076,037 | $146M | 0.5% | $33.76 | +29.9% | COMMSTCK | 98978V103 |
| — | DOW CHEMICAL COMPANY (THE) | 2,922,023 | $145M | 0.5% | $50.85 | — | COMMSTCK | 260543103 |
| — | WELLS FARGO & COMPANY 7.5% | 111,245 | $145M | 0.5% | $1204.65 | — | PFDDOM | 949746804 |
| CPB | CAMPBELL SOUP COMPANY | 2,133,454 | $142M | 0.5% | $34.13 | +35.2% | COMMSTCK | 134429109 |
| CAH | CARDINAL HEALTH INC | 1,806,400 | $141M | 0.5% | $49.96 | +20.6% | COMMSTCK | 14149Y108 |
| GIS | GENERAL MILLS INC | 1,935,530 | $138M | 0.5% | $40.01 | +13.6% | COMMSTCK | 370334104 |
| CL | COLGATE-PALMOLIVE CO | 1,802,285 | $132M | 0.5% | $61.72 | -7.8% | COMMSTCK | 194162103 |
| — | AGRIUM INC | 1,443,169 | $130M | 0.5% | $90.42 | — | COMMSTCK | 008916108 |
| GS | GOLDMAN SACHS GROUP INC/TH | 874,394 | $130M | 0.5% | $128.73 | -0.6% | COMMSTCK | 38141G104 |
| EOG | EOG RESOURCES INC | 1,494,128 | $125M | 0.5% | $59.62 | -0.5% | COMMSTCK | 26875P101 |
| TRV | TRAVELERS COMPANIES INC | 972,147 | $116M | 0.4% | $74.50 | +22.8% | COMMSTCK | 89417E109 |
| TSM | TAIWAN SEMICONDUCTOR MANUF | 4,218,316 | $111M | 0.4% | $22.26 | — | DEPRECPT | 874039100 |
| — | UNITED TECHNOLOGIES CORPOR | 1,057,805 | $108M | 0.4% | $86.42 | — | COMMSTCK | 913017109 |
| IFF | INTERNATIONAL FLAVORS & FR | 856,854 | $108M | 0.4% | $80.77 | +20.7% | COMMSTCK | 459506101 |
| HAL | HALLIBURTON COMPANY | 2,383,141 | $108M | 0.4% | $34.33 | -0.5% | COMMSTCK | 406216101 |
| HUM | HUMANA INC | 586,827 | $106M | 0.4% | $131.27 | +25.1% | COMMSTCK | 444859102 |
| TAP | MOLSON COORS BREWING CO | 1,042,950 | $105M | 0.4% | $63.77 | +21.2% | COMMSTCK | 60871R209 |
| UNP | UNION PACIFIC CORPORATION | 1,143,028 | $99.73M | 0.4% | $82.22 | -17.0% | COMMSTCK | 907818108 |
| PEG | PUBLIC SERVICE ENTERPRISE | 2,109,394 | $98.32M | 0.4% | $27.10 | +20.0% | COMMSTCK | 744573106 |
| — | XL GROUP PLC | 2,942,389 | $98.01M | 0.4% | $37.00 | — | COMMSTCK | G98290102 |
| EBAY | EBAY INC | 4,186,191 | $98M | 0.4% | $26.62 | -19.3% | COMMSTCK | 278642103 |
| VRTX | VERTEX PHARMACEUTICALS INC | 1,111,794 | $95.64M | 0.3% | $73.62 | +17.4% | COMMSTCK | 92532F100 |
| — | DR PEPPER SNAPPLE GROUP IN | 983,521 | $95.04M | 0.3% | $59.29 | — | COMMSTCK | 26138E109 |
| — | VALSPAR CORP | 876,535 | $94.69M | 0.3% | $70.01 | — | COMMSTCK | 920355104 |
| ORCL | ORACLE CORPORATION | 2,309,479 | $94.53M | 0.3% | $33.09 | +4.5% | COMMSTCK | 68389X105 |
| AAP | ADVANCE AUTO PARTS INC. | 581,793 | $94.04M | 0.3% | $127.85 | +5.8% | COMMSTCK | 00751Y106 |
| NKE | NIKE INC | 1,695,024 | $93.56M | 0.3% | $53.46 | -5.9% | COMMSTCK | 654106103 |
| — | SCRIPPS NETWORKS INTERACTI | 1,466,561 | $91.32M | 0.3% | $62.77 | — | COMMSTCK | 811065101 |
| SYF | SYNCHRONY FINANCIAL | 3,597,529 | $90.94M | 0.3% | $24.84 | -6.5% | COMMSTCK | 87165B103 |
| CSX | CSX CORP | 3,293,043 | $85.88M | 0.3% | $7.58 | 0.0% | COMMSTCK | 126408103 |
| — | TIFFANY & CO. | 1,412,840 | $85.67M | 0.3% | $65.63 | — | COMMSTCK | 886547108 |
| NDAQ | NASDAQ INC | 1,268,886 | $82.06M | 0.3% | $10.27 | +78.1% | COMMSTCK | 631103108 |
| ABBV | ABBVIE INC | 1,281,950 | $79.37M | 0.3% | $32.47 | +26.2% | COMMSTCK | 00287Y109 |
| — | WHOLE FOODS MARKET INC | 2,392,209 | $76.6M | 0.3% | $31.70 | — | COMMSTCK | 966837106 |
| ADP | AUTOMATIC DATA PROCESSING | 804,671 | $73.93M | 0.3% | $61.52 | +16.7% | COMMSTCK | 053015103 |
| URI | UNITED RENTALS, INC. | 1,077,254 | $72.28M | 0.3% | $63.24 | 0.0% | COMMSTCK | 911363109 |
| OXY | OCCIDENTAL PETROLEUM CORPO | 938,850 | $70.94M | 0.3% | $63.97 | -11.3% | COMMSTCK | 674599105 |
| NVDA | NVIDIA CORPORATION | 1,492,297 | $70.15M | 0.3% | $0.48 | +111.1% | COMMSTCK | 67066G104 |
| BSX | BOSTON SCIENTIFIC CORPORAT | 2,962,863 | $69.24M | 0.3% | $16.32 | +32.6% | COMMSTCK | 101137107 |
| FISV | FISERV INC | 633,131 | $68.84M | 0.2% | $53.02 | -2.9% | COMMSTCK | 337738108 |
| — | CR BARD INC | 289,061 | $67.97M | 0.2% | $97.74 | — | COMMSTCK | 067383109 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 472,089 | $66.71M | 0.2% | $106.51 | +38.4% | COMMSTCK | G50871105 |
| CHKP | CHECK POINT SOFTWARE TECHN | 816,455 | $65.06M | 0.2% | $80.46 | +4.0% | COMMSTCK | M22465104 |
| PYPL | PAYPAL HOLDINGS INC | 1,781,407 | $65.04M | 0.2% | $35.96 | +6.1% | COMMSTCK | 70450Y103 |
| LLY | ELI LILLY AND COMPANY | 801,447 | $63.11M | 0.2% | $52.63 | +21.8% | COMMSTCK | 532457108 |
| CLX | CLOROX COMPANY | 418,501 | $57.92M | 0.2% | $73.22 | +34.8% | COMMSTCK | 189054109 |
| WHR | WHIRLPOOL CORPORATION | 320,844 | $53.47M | 0.2% | $152.93 | +15.4% | COMMSTCK | 963320106 |
| — | MEAD JOHNSON NUTRITION CO | 585,323 | $53.12M | 0.2% | $83.97 | — | COMMSTCK | 582839106 |
| ES | EVERSOURCE ENERGY | 881,886 | $52.83M | 0.2% | $35.73 | +13.6% | COMMSTCK | 30040W108 |
| XOM | EXXON MOBIL CORP | 560,052 | $52.5M | 0.2% | $56.99 | +1.5% | COMMSTCK | 30231G102 |
| MRK | MERCK & CO INC | 901,916 | $51.96M | 0.2% | $39.52 | -0.1% | COMMSTCK | 58933Y105 |
| MO | ALTRIA GROUP INC | 734,237 | $50.63M | 0.2% | $28.37 | +17.1% | COMMSTCK | 02209S103 |
| EXC | EXELON CORPORATION | 1,390,748 | $50.57M | 0.2% | $16.83 | +4.9% | COMMSTCK | 30161N101 |
| PCAR | PACCAR INC | 924,089 | $47.93M | 0.2% | $34.89 | -26.4% | COMMSTCK | 693718108 |
| OC | OWENS CORNING | 926,588 | $47.74M | 0.2% | $41.96 | +18.7% | COMMSTCK | 690742101 |
| PSX | PHILLIPS 66 | 601,675 | $47.74M | 0.2% | $53.47 | +6.1% | COMMSTCK | 718546104 |
| HON | HONEYWELL INTERNATIONAL IN | 409,007 | $47.58M | 0.2% | $65.74 | +28.1% | COMMSTCK | 438516106 |
| TSN | TYSON FOODS INC | 710,693 | $47.47M | 0.2% | $31.19 | +63.7% | COMMSTCK | 902494103 |
| FBIN | FORTUNE BRANDS HOME & SECU | 806,203 | $46.74M | 0.2% | $30.10 | +40.9% | COMMSTCK | 34964C106 |
| — | WABCO HOLDINGS INC | 479,474 | $43.91M | 0.2% | $109.14 | — | COMMSTCK | 92927K102 |
| EQIX | EQUINIX INC | 111,746 | $43.33M | 0.2% | $260.97 | +11.1% | COMMSTCK | 29444U700 |
| GT | GOODYEAR TIRE & RUBBER COM | 1,683,350 | $43.2M | 0.2% | $21.65 | +32.5% | COMMSTCK | 382550101 |
| — | HARRIS CORPORATION | 515,817 | $43.04M | 0.2% | $81.44 | — | COMMSTCK | 413875105 |
| — | DUKE REALTY CORPORATION | 1,602,482 | $42.72M | 0.2% | $17.85 | — | COMMSTCK | 264411505 |
| LNC | LINCOLN NATIONAL CORPORATI | 1,093,064 | $42.38M | 0.2% | $31.55 | -7.2% | COMMSTCK | 534187109 |
| BAC | BANK OF AMERICA CORP | 3,162,937 | $41.97M | 0.2% | $13.33 | -14.9% | COMMSTCK | 060505104 |
| DLR | DIGITAL REALTY TRUST INC | 383,550 | $41.8M | 0.2% | $58.79 | +15.4% | COMMSTCK | 253868103 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 909,370 | $41.38M | 0.1% | $28.31 | +23.0% | COMMSTCK | 609207105 |
| — | CIMAREX ENERGY CO. | 336,532 | $40.16M | 0.1% | $98.37 | — | COMMSTCK | 171798101 |
| GRC | GORMAN-RUPP COMPANY (THE) | 1,458,881 | $39.99M | 0.1% | $30.19 | -7.7% | COMMSTCK | 383082104 |
| — | CEDAR FAIR, L.P. | 690,876 | $39.95M | 0.1% | $33.86 | — | COMMSTCK | 150185106 |
| CCI | CROWN CASTLE INTERNATIONAL | 388,400 | $39.4M | 0.1% | $57.21 | +6.1% | COMMSTCK | 22822V101 |
| UAL | UNITED CONTINENTAL HOLDING | 945,804 | $38.82M | 0.1% | $41.73 | +13.4% | COMMSTCK | 910047109 |
| ABT | ABBOTT LABORATORIES | 978,987 | $38.48M | 0.1% | $62.90 | -47.0% | COMMSTCK | 002824100 |
| MU | MICRON TECHNOLOGY INC | 2,761,757 | $38M | 0.1% | $15.40 | -28.0% | COMMSTCK | 595112103 |
| — | CBS CORP | 697,744 | $37.98M | 0.1% | $57.08 | — | COMMSTCK | 124857202 |
| CE | CELANESE CORPORATION | 577,211 | $37.78M | 0.1% | $55.21 | +4.6% | COMMSTCK | 150870103 |
| LNT | ALLIANT ENERGY CORP | 941,646 | $37.38M | 0.1% | $25.39 | +8.2% | COMMSTCK | 018802108 |
| LOW | LOWES COMPANIES INC | 466,784 | $36.95M | 0.1% | $50.16 | +29.2% | COMMSTCK | 548661107 |
| — | JAZZ INVESTMENTS LTD 1.875 | 33,585,000 | $35.96M | 0.1% | $1.03 | — | CNVRTBND | 472145AB7 |
| — | SYNGENTA INTERNATIONAL AG | 466,601 | $35.83M | 0.1% | $81.69 | — | DEPRECPT | 87160A100 |
| — | KELLOGG COMPANY | 437,748 | $35.74M | 0.1% | $49.65 | +2.6% | COMMSTCK | 487836108 |
| — | LAZARD LTD | 1,167,086 | $34.76M | 0.1% | $48.90 | — | COMMSTCK | G54050102 |
| — | PIONEER NATURAL RESOURCES | 228,725 | $34.59M | 0.1% | $129.00 | — | COMMSTCK | 723787107 |
| MCHP | MICROCHIP TECHNOLOGY INCOR | 674,459 | $34.24M | 0.1% | $32.01 | -35.2% | COMMSTCK | 595017104 |
| SJM | JM SMUCKER CO/THE | 223,621 | $34.08M | 0.1% | $78.72 | +25.9% | COMMSTCK | 832696405 |
| CCK | CROWN HOLDINGS INC | 672,492 | $34.08M | 0.1% | $46.50 | +6.8% | COMMSTCK | 228368106 |
| — | DISCOVER FINANCIAL SERVICE | 635,483 | $34.05M | 0.1% | $48.54 | — | COMMSTCK | 254709108 |
| STT | STATE STREET CORP | 628,168 | $33.87M | 0.1% | $50.63 | -10.9% | COMMSTCK | 857477103 |
| — | TOTAL SYSTEM SERVICES INC | 631,800 | $33.55M | 0.1% | $42.03 | — | COMMSTCK | 891906109 |
| WMT | WAL-MART STORES INC | 441,375 | $32.23M | 0.1% | $19.31 | +1.1% | COMMSTCK | 931142103 |
| ETR | ENTERGY CORPORATION | 395,909 | $32.21M | 0.1% | $25.19 | +4.9% | COMMSTCK | 29364G103 |
| EIX | EDISON INTERNATIONAL | 412,734 | $32.06M | 0.1% | $37.97 | +27.8% | COMMSTCK | 281020107 |
| ED | CONSOLIDATED EDISON INC | 395,409 | $31.81M | 0.1% | $43.56 | +22.1% | COMMSTCK | 209115104 |
| AEE | AMEREN CORPORATION | 587,223 | $31.46M | 0.1% | $29.03 | +27.7% | COMMSTCK | 023608102 |
| CAG | CONAGRA FOODS INC | 642,266 | $30.71M | 0.1% | $23.71 | +6.9% | COMMSTCK | 205887102 |
| BK | BANK OF NEW YORK MELLON CO | 786,616 | $30.56M | 0.1% | $31.02 | 0.0% | COMMSTCK | 064058100 |
| CDP | CORPORATE OFFICE PROPERTIE | 1,028,481 | $30.41M | 0.1% | $26.58 | — | COMMSTCK | 22002T108 |
| — | ANADARKO PETROLEUM CORPORA | 570,736 | $30.39M | 0.1% | $50.59 | — | COMMSTCK | 032511107 |
| NFG | NATIONAL FUEL GAS COMPANY | 533,986 | $30.37M | 0.1% | $50.81 | +6.2% | COMMSTCK | 636180101 |
| — | G&K SERVICES INC. | 393,253 | $30.11M | 0.1% | $37.04 | — | COMMSTCK | 361268105 |
| INGR | INGREDION INC | 231,537 | $29.96M | 0.1% | $69.95 | +66.3% | COMMSTCK | 457187102 |
| — | MICROSEMI CORPORATION | 909,085 | $29.71M | 0.1% | $34.48 | — | COMMSTCK | 595137100 |
| HPE | HEWLETT PACKARD ENTERPRISE | 1,621,471 | $29.62M | 0.1% | $6.86 | +13.1% | COMMSTCK | 42824C109 |
| MAA | MID-AMERICA APARTMENT COMM | 277,139 | $29.49M | 0.1% | $55.83 | +29.1% | COMMSTCK | 59522J103 |
| NCLH | NORWEGIAN CRUISE LINES LTD | 739,857 | $29.48M | 0.1% | $46.90 | +1.6% | COMMSTCK | G66721104 |
| THG | HANOVER INSURANCE GROUP IN | 345,436 | $29.23M | 0.1% | $51.06 | +27.6% | COMMSTCK | 410867105 |
| — | CONCHO RESOURCES INC | 243,397 | $29.03M | 0.1% | $96.49 | — | COMMSTCK | 20605P101 |
| — | FEDERAL REALTY INVESTMENT | 174,218 | $28.84M | 0.1% | $135.20 | — | COMMSTCK | 313747206 |
| — | PINNACLE FOODS INC | 610,660 | $28.27M | 0.1% | $33.28 | — | COMMSTCK | 72348P104 |
| — | KB HOME 1.375% | 29,575,000 | $28.24M | 0.1% | $1.03 | — | CNVRTBND | 48666KAS8 |
| — | GENERAL CABLE CORPORATION | 49,031,000 | $28.1M | 0.1% | $1.07 | — | CNVRTBND | 369300AL2 |
| WTW | WILLIS TOWERS WATSON PLC | 222,913 | $27.71M | 0.1% | $107.68 | 0.0% | COMMSTCK | G96629103 |
| — | LAM RESEARCH CORPORATION | 328,286 | $27.6M | 0.1% | $81.07 | — | COMMSTCK | 512807108 |
| F | FORD MOTOR COMPANY | 2,160,330 | $27.16M | 0.1% | $11.95 | -33.6% | COMMSTCK | 345370860 |
| NEM | NEWMONT MINING CORP | 681,892 | $26.68M | 0.1% | $18.17 | +43.2% | COMMSTCK | 651639106 |
| MS | MORGAN STANLEY | 1,024,814 | $26.63M | 0.1% | $20.12 | -1.1% | COMMSTCK | 617446448 |
| DLTR | DOLLAR TREE INC | 282,392 | $26.61M | 0.1% | $62.10 | +36.2% | COMMSTCK | 256746108 |
| FSLR | FIRST SOLAR INC | 538,259 | $26.09M | 0.1% | $66.32 | -19.7% | COMMSTCK | 336433107 |
| DOX | AMDOCS LTD | 449,363 | $25.94M | 0.1% | $31.76 | +50.3% | COMMSTCK | G02602103 |
| — | INTERPUBLIC GROUP OF COMPA | 1,118,659 | $25.84M | 0.1% | $16.29 | 0.0% | COMMSTCK | 460690100 |
| — | MEMORIAL RESOURCE DEVELOPM | 1,624,827 | $25.8M | 0.1% | $20.03 | — | COMMSTCK | 58605Q109 |
| UNM | UNUM GROUP | 807,549 | $25.67M | 0.1% | $34.16 | -1.0% | COMMSTCK | 91529Y106 |
| ALGN | ALIGN TECHNOLOGY, INC. | 318,435 | $25.65M | 0.1% | $48.53 | +57.6% | COMMSTCK | 016255101 |
| CATY | CATHAY GENERAL BANCORP INC | 908,875 | $25.63M | 0.1% | $18.42 | +18.8% | COMMSTCK | 149150104 |
| IPGP | IPG PHOTONICS CORP | 311,280 | $24.9M | 0.1% | $85.93 | +2.3% | COMMSTCK | 44980X109 |
| ESS | ESSEX PROPERTY TRUST INC | 108,902 | $24.84M | 0.1% | $159.13 | +1.9% | COMMSTCK | 297178105 |
| UDR | UDR INC | 656,785 | $24.25M | 0.1% | $23.17 | +9.8% | COMMSTCK | 902653104 |
| CSGP | COSTAR GROUP INC | 110,475 | $24.16M | 0.1% | $52.57 | -62.4% | COMMSTCK | 22160N109 |
| — | FINISAR CORPORATION 0.5% | 24,969,000 | $24.08M | 0.1% | $0.96 | — | CNVRTBND | 31787AAM3 |
| — | GLAXOSMITHKLINE PLC | 543,125 | $23.54M | 0.1% | $43.98 | — | DEPRECPT | 37733W105 |
| — | CEPHEID INC 1.25% | 27,130,000 | $23.52M | 0.1% | $0.98 | — | CNVRTBND | 15670RAC1 |
| SPG | SIMON PROPERTY GROUP INC | 108,434 | $23.52M | 0.1% | $154.51 | -19.6% | COMMSTCK | 828806109 |
| NOBL | PROSHARES S&P 500 ARISTOCR | 425,397 | $23.15M | 0.1% | $50.73 | — | ETIF | 74348A467 |
| FLR | FLUOR CORPORATION | 467,696 | $23.05M | 0.1% | $43.55 | +9.5% | COMMSTCK | 343412102 |
| ON | ON SEMICONDUCTOR CORPORATI | 2,602,568 | $22.95M | 0.1% | $11.43 | -16.7% | COMMSTCK | 682189105 |
| MD | MEDNAX INC | 315,383 | $22.84M | 0.1% | $72.00 | -4.5% | COMMSTCK | 58502B106 |
| LYB | LYONDELLBASELL INDUSTRIES | 305,128 | $22.71M | 0.1% | $51.24 | -7.2% | COMMSTCK | N53745100 |
| FHN | FIRST HORIZON NATIONAL COR | 1,630,694 | $22.47M | 0.1% | $10.27 | -2.7% | COMMSTCK | 320517105 |
| CRL | CHARLES RIVER LABORATORIES | 271,726 | $22.4M | 0.1% | $59.28 | +38.9% | COMMSTCK | 159864107 |
| — | LINEAR TECHNOLOGY CORPORAT | 472,089 | $21.97M | 0.1% | $36.15 | — | COMMSTCK | 535678106 |
| ACH | OWENS & MINOR INC | 578,487 | $21.62M | 0.1% | $28.49 | +17.1% | COMMSTCK | 690732102 |
| ACN | ACCENTURE PLC | 189,597 | $21.48M | 0.1% | $89.68 | +11.4% | COMMSTCK | G1151C101 |
| — | WESTAR ENERGY INC | 380,469 | $21.34M | 0.1% | $32.73 | — | COMMSTCK | 95709T100 |
| CMP | COMPASS MINERALS INTERNATI | 279,888 | $20.77M | 0.1% | $74.36 | -24.1% | COMMSTCK | 20451N101 |
| MPC | MARATHON PETROLEUM CORP | 546,885 | $20.76M | 0.1% | $41.83 | -35.0% | COMMSTCK | 56585A102 |
| — | GENERAL GROWTH PROPERTIES, | 694,623 | $20.71M | 0.1% | $24.83 | — | COMMSTCK | 370023103 |
| AXP | AMERICAN EXPRESS COMPANY | 339,605 | $20.63M | 0.1% | $64.41 | -14.2% | COMMSTCK | 025816109 |
| — | ALDER BIOPHARMACEUTICALS I | 824,988 | $20.6M | 0.1% | $38.82 | — | COMMSTCK | 014339105 |
| — | CARDTRONICS INC 1% | 20,395,000 | $20.45M | 0.1% | $0.99 | — | CNVRTBND | 14161HAG3 |
| STZ | CONSTELLATION BRANDS INC | 121,049 | $20.02M | 0.1% | $60.88 | +122.6% | COMMSTCK | 21036P108 |
| — | BROADCOM LTD | 126,805 | $19.7M | 0.1% | $155.40 | — | COMMSTCK | Y09827109 |
| CPT | CAMDEN PROPERTY TRUST | 222,274 | $19.65M | 0.1% | $50.82 | +12.4% | COMMSTCK | 133131102 |
| VTR | VENTAS INC | 267,777 | $19.5M | 0.1% | $50.67 | -14.2% | COMMSTCK | 92276F100 |
| — | HEALTHCARE REALTY TRUST IN | 555,958 | $19.45M | 0.1% | $34.99 | — | COMMSTCK | 421946104 |
| — | INSULET CORP 2% | 20,320,000 | $19.3M | 0.1% | $1.01 | — | CNVRTBND | 45784PAD3 |
| AMGN | AMGEN INC | 125,883 | $19.15M | 0.1% | $116.38 | +0.3% | COMMSTCK | 031162100 |
| — | WRIGHT MEDICAL GROUP INC 2 | 20,830,000 | $19.03M | 0.1% | $0.91 | — | CNVRTBND | 98235TAE7 |
| — | FOREST CITY ENTERPRISES LP | 836,799 | $18.67M | 0.1% | $21.09 | — | COMMSTCK | 345605109 |
| EXPD | EXPEDITORS INTERNATIONAL O | 377,926 | $18.53M | 0.1% | $42.15 | +1.9% | COMMSTCK | 302130109 |
| — | SHUTTERFLY INC 0.25% | 18,690,000 | $18.52M | 0.1% | $1.00 | — | CNVRTBND | 82568PAB2 |
| FDX | FEDEX CORP | 120,803 | $18.34M | 0.1% | $111.77 | +24.6% | COMMSTCK | 31428X106 |
| SEIC | SEI INVESTMENTS COMPANY | 378,970 | $18.23M | 0.1% | $43.00 | -0.9% | COMMSTCK | 784117103 |
| ARE | ALEXANDRIA REAL ESTATE EQU | 175,908 | $18.21M | 0.1% | $65.91 | +2.9% | COMMSTCK | 015271109 |
| KEY | KEYCORP | 1,595,286 | $17.63M | 0.1% | $9.59 | -16.7% | COMMSTCK | 493267108 |
| — | CALATLANTIC GROUP INC 1.25 | 16,270,000 | $17.49M | 0.1% | $1.12 | — | CNVRTBND | 85375CBC4 |
| — | CEMEX SAB DE CV 3.72% | 18,400,000 | $17.15M | 0.1% | $0.92 | — | CNVRTBND | 151290BR3 |
| — | WELLCARE HEALTH PLANS INC | 158,109 | $16.96M | 0.1% | $80.75 | — | COMMSTCK | 94946T106 |
| IBM | INTERNATIONAL BUSINESS MAC | 109,782 | $16.66M | 0.1% | $123.22 | -22.8% | COMMSTCK | 459200101 |
| AMG | AFFILIATED MANAGERS GROUP | 117,962 | $16.61M | 0.1% | $158.09 | +0.2% | COMMSTCK | 008252108 |
| — | SYNCHRONOSS TECHNOLOGIES I | 16,755,000 | $16.58M | 0.1% | $1.02 | — | CNVRTBND | 87157BAA1 |
| HBAN | HUNTINGTON BANCSHARES INC | 1,816,579 | $16.24M | 0.1% | $6.84 | -3.9% | COMMSTCK | 446150104 |
| FIS | FIDELITY NATIONAL INFORMAT | 218,752 | $16.12M | 0.1% | $42.59 | +39.7% | COMMSTCK | 31620M106 |
| MNST | MONSTER BEVERAGE CORP | 99,629 | $16.01M | 0.1% | $22.84 | +5.6% | COMMSTCK | 61174X109 |
| — | IRONWOOD PHARMACEUTICALS I | 15,500,000 | $15.88M | 0.1% | $1.02 | — | CNVRTBND | 46333XAD0 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 130,366 | $15.69M | 0.1% | $104.60 | 0.0% | COMMSTCK | 98956P102 |
| GLW | CORNING INC | 764,547 | $15.66M | 0.1% | $14.25 | +8.8% | COMMSTCK | 219350105 |
| — | WEBMD HEALTH CORP 1.5% | 12,075,000 | $15.33M | 0.1% | $1.00 | — | CNVRTBND | 94770VAK8 |
| — | MEDIVATION INC | 253,445 | $15.28M | 0.1% | $46.86 | — | COMMSTCK | 58501N101 |
| EFX | EQUIFAX INC. | 117,257 | $15.06M | 0.1% | $92.74 | +19.3% | COMMSTCK | 294429105 |
| DGX | QUEST DIAGNOSTICS INCORPOR | 184,754 | $15.04M | 0.1% | $59.37 | +6.1% | COMMSTCK | 74834L100 |
| — | HILL-ROM HOLDINGS INC | 297,393 | $15M | 0.1% | $51.47 | — | COMMSTCK | 431475102 |
| — | REGAL ENTERTAINMENT GROUP | 678,838 | $14.96M | 0.1% | $15.20 | — | COMMSTCK | 758766109 |
| NEE | NEXTERA ENERGY INC | 112,906 | $14.72M | 0.1% | $16.20 | +45.0% | COMMSTCK | 65339F101 |
| NSC | NORFOLK SOUTHERN CORPORATI | 172,642 | $14.7M | 0.1% | $64.07 | +8.8% | COMMSTCK | 655844108 |
| BMY | BRISTOL-MYERS SQUIBB CO | 199,079 | $14.64M | 0.1% | $41.43 | +21.9% | COMMSTCK | 110122108 |
| — | PANERA BREAD COMPANY | 68,951 | $14.61M | 0.1% | $185.54 | — | COMMSTCK | 69840W108 |
| — | WALGREENS BOOTS ALLIANCE I | 175,350 | $14.6M | 0.1% | $83.89 | — | COMMSTCK | 931427108 |
| INTU | INTUIT INC. | 130,228 | $14.54M | 0.1% | $83.53 | +16.4% | COMMSTCK | 461202103 |
| — | WEBMD HEALTH CORP 2.5% | 13,204,000 | $14.51M | 0.1% | $0.89 | — | CNVRTBND | 94770VAF9 |
| VRSK | VERISK ANALYTICS INC | 178,154 | $14.45M | 0.1% | $71.21 | +5.3% | COMMSTCK | 92345Y106 |
| AAL | AMERICAN AIRLINES GROUP IN | 508,976 | $14.41M | 0.1% | $37.37 | -13.2% | COMMSTCK | 02376R102 |
| NTRS | NORTHERN TRUST CORPORATION | 215,021 | $14.25M | 0.1% | $49.77 | +7.5% | COMMSTCK | 665859104 |
| — | SUNPOWER CORP 0.875% | 17,500,000 | $14.14M | 0.1% | $0.95 | — | CNVRTBND | 867652AJ8 |
| WLY | JOHN WILEY & SONS INC | 270,081 | $14.09M | 0.1% | $38.93 | -3.5% | COMMSTCK | 968223206 |
| — | MENTOR GRAPHICS CORPORATIO | 12,755,000 | $13.99M | 0.1% | $1.18 | — | CNVRTBND | 587200AK2 |
| CDW | CDW CORP(DELAWARE) | 344,135 | $13.79M | 0.0% | $37.03 | 0.0% | COMMSTCK | 12514G108 |
| C | CITIGROUP INC | 322,787 | $13.68M | 0.0% | $39.69 | -16.6% | COMMSTCK | 172967424 |
| — | BLACKROCK INC | 39,793 | $13.63M | 0.0% | $342.52 | — | COMMSTCK | 09247X101 |
| — | PDL BIOPHARMA INC 4% | 14,375,000 | $13.62M | 0.0% | $1.05 | — | CNVRTBND | 69329YAF1 |
| AZN | ASTRAZENECA PLC | 447,226 | $13.5M | 0.0% | $43.57 | — | DEPRECPT | 046353108 |
| TSCO | TRACTOR SUPPLY COMPANY | 147,609 | $13.46M | 0.0% | $24.94 | -35.7% | COMMSTCK | 892356106 |
| PGR | PROGRESSIVE CORPORATION (T | 395,039 | $13.23M | 0.0% | $20.38 | +23.1% | COMMSTCK | 743315103 |
| CHD | CHURCH & DWIGHT CO INC | 127,754 | $13.14M | 0.0% | $37.51 | +13.5% | COMMSTCK | 171340102 |
| — | ALERE INC 3% | 38,484 | $12.96M | 0.0% | $191.53 | — | PFDDOM | 01449J204 |
| IP | INTERNATIONAL PAPER CO | 303,904 | $12.88M | 0.0% | $30.27 | -13.1% | COMMSTCK | 460146103 |
| BALL | BALL CORPORATION | 176,984 | $12.79M | 0.0% | $30.75 | +6.3% | COMMSTCK | 058498106 |
| PSA | PUBLIC STORAGE | 49,369 | $12.62M | 0.0% | $143.04 | +21.8% | COMMSTCK | 74460D109 |
| MKC | MCCORMICK & COMPANY INCORP | 117,717 | $12.56M | 0.0% | $62.51 | -35.0% | COMMSTCK | 579780206 |
| — | ON SEMICONDUCTOR CORPORATI | 14,000,000 | $12.51M | 0.0% | $0.89 | — | CNVRTBND | 682189AK1 |
| — | COBALT INTERNATIONAL ENERG | 32,965,000 | $12.36M | 0.0% | $1.03 | — | CNVRTBND | 19075FAA4 |
| KIM | KIMCO REALTY CORPORATION | 390,938 | $12.27M | 0.0% | $16.44 | +8.7% | COMMSTCK | 49446R109 |
| PLAY | DAVE & BUSTERS ENTERTAINME | 260,212 | $12.18M | 0.0% | $30.29 | +36.9% | COMMSTCK | 238337109 |
| — | WHITING PETROLEUM CORP 1.2 | 15,310,000 | $12.11M | 0.0% | $0.79 | — | CNVRTBND | 966387AL6 |
| GNTX | GENTEX CORPORATION | 776,428 | $12M | 0.0% | $14.87 | +6.9% | COMMSTCK | 371901109 |
| AIN | ALBANY INTERNATIONAL CORP. | 300,335 | $11.99M | 0.0% | $32.51 | +7.8% | COMMSTCK | 012348108 |
| MSA | MSA SAFETY INC | 226,954 | $11.92M | 0.0% | $52.30 | -5.3% | COMMSTCK | 553498106 |
| — | RYLAND GROUP INC (THE) 0.2 | 12,810,000 | $11.86M | 0.0% | $0.92 | — | CNVRTBND | 783764AS2 |
| MSM | MSC INDUSTRIAL DIRECT CO I | 165,253 | $11.66M | 0.0% | $66.99 | +10.8% | COMMSTCK | 553530106 |
| EQR | EQUITY RESIDENTIAL | 166,700 | $11.48M | 0.0% | $53.48 | -13.3% | COMMSTCK | 29476L107 |
| — | OUTFRONT MEDIA INC | 473,653 | $11.45M | 0.0% | $27.38 | — | COMMSTCK | 69007J106 |
| — | VANTIV INC | 200,274 | $11.34M | 0.0% | $50.12 | — | COMMSTCK | 92210H105 |
| WELL | WELLTOWER INC | 148,300 | $11.3M | 0.0% | $44.97 | +10.1% | COMMSTCK | 95040Q104 |
| — | EMERGENT BIOSOLUTIONS INC | 9,959,000 | $11.27M | 0.0% | $1.16 | — | CNVRTBND | 29089QAB1 |
| LUV | SOUTHWEST AIRLINES CO | 285,095 | $11.18M | 0.0% | $34.22 | +11.5% | COMMSTCK | 844741108 |
| ULTA | ULTA SALON COSMETICS & FRA | 45,802 | $11.16M | 0.0% | $148.38 | +46.7% | COMMSTCK | 90384S303 |
| VMC | VULCAN MATERIALS COMPANY | 92,419 | $11.12M | 0.0% | $89.22 | +16.8% | COMMSTCK | 929160109 |
| PLD | PROLOGIS INC | 224,436 | $11.01M | 0.0% | $35.38 | +0.9% | COMMSTCK | 74340W103 |
| PHM | PULTE GROUP INC | 564,615 | $11M | 0.0% | $17.00 | -2.8% | COMMSTCK | 745867101 |
| BXP | BOSTON PROPERTIES INC | 82,000 | $10.82M | 0.0% | $100.62 | -14.2% | COMMSTCK | 101121101 |
| ALKS | ALKERMES PLC | 249,164 | $10.77M | 0.0% | $37.42 | +10.2% | COMMSTCK | G01767105 |
| — | CITRIX SYSTEMS INC 0.5% | 9,660,000 | $10.75M | 0.0% | $1.06 | — | CNVRTBND | 177376AD2 |
| — | INNOVIVA INC 2.125% | 13,500,000 | $10.66M | 0.0% | $1.54 | — | CNVRTBND | 88338TAB0 |
| — | APOLLO INVESTMENT CORPORAT | 1,923,283 | $10.65M | 0.0% | $8.21 | — | COMMSTCK | 03761U106 |
| LKQ | LKQ CORP | 333,352 | $10.57M | 0.0% | $25.04 | +16.5% | COMMSTCK | 501889208 |
| AYI | ACUITY BRANDS INC. | 42,447 | $10.53M | 0.0% | $137.84 | +75.6% | COMMSTCK | 00508Y102 |
| EA | ELECTRONIC ARTS INC | 138,541 | $10.5M | 0.0% | $62.04 | +10.3% | COMMSTCK | 285512109 |
| MHK | MOHAWK INDUSTRIES INC | 54,821 | $10.4M | 0.0% | $151.88 | +28.1% | COMMSTCK | 608190104 |
| AVB | AVALONBAY COMMUNITIES INC | 56,800 | $10.25M | 0.0% | $127.91 | +1.5% | COMMSTCK | 053484101 |
| — | ULTIMATE SOFTWARE GROUP, I | 48,505 | $10.2M | 0.0% | $181.25 | — | COMMSTCK | 90385D107 |
| EWC | ISHARES MSCI CANADA INDEX | 412,172 | $10.1M | 0.0% | $27.18 | — | ETIF | 464286509 |
| — | TESARO INC | 118,003 | $9.918M | 0.0% | $62.43 | — | COMMSTCK | 881569107 |
| CBRL | CRACKER BARREL OLD COUNTRY | 57,747 | $9.902M | 0.0% | $95.42 | +7.2% | COMMSTCK | 22410J106 |
| — | CHESAPEAKE LODGING TRUST | 422,600 | $9.826M | 0.0% | $25.69 | — | COMMSTCK | 165240102 |
| — | ZENDESK INC | 372,183 | $9.818M | 0.0% | $23.31 | — | COMMSTCK | 98936J101 |
| SNA | SNAP-ON INCORPORATED | 62,058 | $9.794M | 0.0% | $118.26 | +6.4% | COMMSTCK | 833034101 |
| — | OAKTREE CAPITAL GROUP LLC | 218,397 | $9.775M | 0.0% | $49.10 | — | COMMSTCK | 674001201 |
| BLKB | BLACKBAUD INC | 142,838 | $9.699M | 0.0% | $57.37 | +7.6% | COMMSTCK | 09227Q100 |
| — | MEDICINES CO 2.5% | 8,200,000 | $9.662M | 0.0% | $1.18 | — | CNVRTBND | 584688AE5 |
| INTC | INTEL CORPORATION | 294,318 | $9.654M | 0.0% | $24.51 | +2.5% | COMMSTCK | 458140100 |
| SIG | SIGNET JEWELERS LTD | 115,516 | $9.519M | 0.0% | $102.08 | -18.2% | COMMSTCK | G81276100 |
| SLF | SUN LIFE FINANCIAL INC | 288,022 | $9.456M | 0.0% | $33.52 | 0.0% | COMMSTCK | 866796105 |
| EEMV | ISHARES MSCI EMERGING MARK | 182,203 | $9.4M | 0.0% | $53.74 | — | ETIF | 464286533 |
| AOS | A O SMITH CORP | 106,577 | $9.39M | 0.0% | $29.71 | +15.8% | COMMSTCK | 831865209 |
| SHW | SHERWIN-WILLIAMS COMPANY ( | 31,606 | $9.282M | 0.0% | $74.31 | +20.0% | COMMSTCK | 824348106 |
| — | QUIDEL CORPORATION 3.25% | 10,000,000 | $9.263M | 0.0% | $1.05 | — | CNVRTBND | 74838JAA9 |
| — | NXP SEMICONDUCTORS NV 1% | 8,450,000 | $9.184M | 0.0% | $1.11 | — | CNVRTBND | 62952QAB6 |
| ALB | ALBEMARLE CORP | 115,319 | $9.146M | 0.0% | $64.37 | 0.0% | COMMSTCK | 012653101 |
| ALL | ALLSTATE CORPORATION (THE) | 129,483 | $9.057M | 0.0% | $52.48 | +3.1% | COMMSTCK | 020002101 |
| GVA | GRANITE CONSTRUCTION INCOR | 198,406 | $9.037M | 0.0% | $40.99 | +7.8% | COMMSTCK | 387328107 |
| — | ENDOLOGIX INC. | 719,624 | $8.967M | 0.0% | $12.89 | — | COMMSTCK | 29266S106 |
| NOW | SERVICENOW INC | 134,833 | $8.953M | 0.0% | $13.72 | +1.3% | COMMSTCK | 81762P102 |
| — | WASTE CONNECTIONS INC | 123,603 | $8.906M | 0.0% | $72.05 | — | COMMSTCK | 74339G101 |
| — | W R GRACE & CO | 121,345 | $8.884M | 0.0% | $80.62 | — | COMMSTCK | 38388F108 |
| — | B/E AEROSPACE INC | 190,816 | $8.811M | 0.0% | $46.13 | — | COMMSTCK | 073302101 |
| CCEP | COCA-COLA EUROPEAN PARTNER | 246,050 | $8.782M | 0.0% | $28.83 | 0.0% | COMMSTCK | G25839104 |
| — | MEREDITH CORPORATION | 168,032 | $8.723M | 0.0% | $48.36 | — | COMMSTCK | 589433101 |
| — | TAUBMAN CENTERS INC | 117,000 | $8.681M | 0.0% | $73.85 | — | COMMSTCK | 876664103 |
| DOV | DOVER CORP | 124,514 | $8.631M | 0.0% | $42.55 | +7.7% | COMMSTCK | 260003108 |
| UNH | UNITEDHEALTH GROUP INC | 60,343 | $8.52M | 0.0% | $87.28 | +30.8% | COMMSTCK | 91324P102 |
| JACK | JACK IN THE BOX INC. | 98,905 | $8.498M | 0.0% | $71.43 | +5.7% | COMMSTCK | 466367109 |
| — | TWITTER INC | 491,316 | $8.308M | 0.0% | $16.91 | — | COMMSTCK | 90184L102 |
| — | TWITTER INC 0.25% | 9,000,000 | $8.246M | 0.0% | $0.88 | — | CNVRTBND | 90184LAB8 |
| SABR | SABRE CORP | 307,790 | $8.246M | 0.0% | $24.01 | +17.0% | COMMSTCK | 78573M104 |
| — | SKECHERS U.S.A., INC. | 275,555 | $8.189M | 0.0% | $30.45 | — | COMMSTCK | 830566105 |
| NWL | NEWELL BRANDS INC | 168,242 | $8.172M | 0.0% | $31.35 | 0.0% | COMMSTCK | 651229106 |
| NTES | NETEASE INC | 41,766 | $8.07M | 0.0% | $183.64 | — | DEPRECPT | 64110W102 |
| NOC | NORTHROP GRUMMAN CORP | 36,189 | $8.044M | 0.0% | $128.23 | +40.5% | COMMSTCK | 666807102 |
| — | ENDOLOGIX INC. 3.25% | 6,000,000 | $7.804M | 0.0% | $0.95 | — | CNVRTBND | 29266SAB2 |
| INDA | ISHARES MSCI INDIA INDEX F | 278,297 | $7.77M | 0.0% | $27.94 | — | ETIF | 46429B598 |
| KALU | KAISER ALUMINUM CORPORATIO | 85,544 | $7.734M | 0.0% | $63.85 | 0.0% | COMMSTCK | 483007704 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC 5.5% | 9,275 | $7.732M | 0.0% | $889.67 | — | PFDFORN | G0177J116 |
| — | ALCOA INC | 828,319 | $7.679M | 0.0% | $9.27 | — | COMMSTCK | 013817101 |
| PANW | PALO ALTO NETWORKS INC | 62,541 | $7.67M | 0.0% | $23.08 | +0.3% | COMMSTCK | 697435105 |
| — | LIBERTY MEDIA CORP 1.375% | 7,650,000 | $7.598M | 0.0% | $0.99 | — | CNVRTBND | 531229AB8 |
| — | DUN & BRADSTREET CORPORATI | 62,339 | $7.595M | 0.0% | $121.83 | — | COMMSTCK | 26483E100 |
| — | WHITEWAVE FOODS CO | 161,653 | $7.588M | 0.0% | $39.51 | — | COMMSTCK | 966244105 |
| LII | LENNOX INTERNATIONAL INC. | 52,936 | $7.549M | 0.0% | $103.73 | +18.1% | COMMSTCK | 526107107 |
| — | BLUE BUFFALO PET PRODUCTS | 319,152 | $7.449M | 0.0% | $25.66 | — | COMMSTCK | 09531U102 |
| LEA | LEAR CORPORATION | 72,866 | $7.415M | 0.0% | $46.84 | +100.4% | COMMSTCK | 521865204 |
| SIMO | SILICON MOTION TECHNOLOGY | 153,475 | $7.336M | 0.0% | $47.80 | — | DEPRECPT | 82706C108 |
| NUE | NUCOR CORPORATION | 147,303 | $7.278M | 0.0% | $39.15 | 0.0% | COMMSTCK | 670346105 |
| IT | GARTNER INC | 74,073 | $7.215M | 0.0% | $46.02 | +106.5% | COMMSTCK | 366651107 |
| — | FRANKS INTERNATIONAL NV | 492,866 | $7.201M | 0.0% | $17.18 | — | COMMSTCK | N33462107 |
| — | VCA INC | 106,433 | $7.196M | 0.0% | $55.02 | — | COMMSTCK | 918194101 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 158,001 | $7.181M | 0.0% | $26.53 | +73.6% | COMMSTCK | 64125C109 |
| SPGI | S&P GLOBAL INC | 66,673 | $7.151M | 0.0% | $96.34 | 0.0% | COMMSTCK | 78409V104 |
| HCA | HCA HOLDINGS INC | 90,948 | $7.004M | 0.0% | $65.00 | +12.9% | COMMSTCK | 40412C101 |
| OLLI | OLLIE'S BARGAIN OUTLET HOL | 280,034 | $6.97M | 0.0% | $24.88 | 0.0% | COMMSTCK | 681116109 |
| ROP | ROPER TECHNOLOGIES INC | 40,853 | $6.968M | 0.0% | $123.27 | +33.9% | COMMSTCK | 776696106 |
| — | RED HAT, INC. | 95,748 | $6.951M | 0.0% | $74.51 | — | COMMSTCK | 756577102 |
| — | RITE AID CORPORATION | 919,826 | $6.889M | 0.0% | $7.84 | — | COMMSTCK | 767754104 |
| SCCO | SOUTHERN COPPER CORP | 254,954 | $6.879M | 0.0% | $18.12 | 0.0% | COMMSTCK | 84265V105 |
| — | BROCADE COMMUNICATIONS SYS | 7,000,000 | $6.869M | 0.0% | $0.98 | — | CNVRTBND | 111621AQ1 |
| AVY | AVERY DENNISON CORPORATION | 91,713 | $6.856M | 0.0% | $53.99 | +15.5% | COMMSTCK | 053611109 |
| — | AMPLIFY SNACK BRANDS INC | 463,640 | $6.839M | 0.0% | $14.75 | — | COMMSTCK | 03211L102 |
| ALK | ALASKA AIR GROUP, INC. | 117,301 | $6.837M | 0.0% | $69.80 | -8.0% | COMMSTCK | 011659109 |
| IVZ | INVESCO LTD | 266,783 | $6.814M | 0.0% | $20.81 | -8.2% | COMMSTCK | G491BT108 |
| — | ENDOLOGIX INC. 2.25% | 7,305,000 | $6.698M | 0.0% | $0.95 | — | CNVRTBND | 29266SAA4 |
| — | BUFFALO WILD WINGS INC | 47,832 | $6.646M | 0.0% | $171.31 | — | COMMSTCK | 119848109 |
| — | SHIRE PLC | 35,875 | $6.604M | 0.0% | $196.21 | — | DEPRECPT | 82481R106 |
| HAIN | HAIN CELESTIAL GROUP INC | 132,627 | $6.598M | 0.0% | $46.29 | 0.0% | COMMSTCK | 405217100 |
| SBH | SALLY BEAUTY HOLDINGS INC | 224,267 | $6.596M | 0.0% | $29.68 | +0.7% | COMMSTCK | 79546E104 |
| MTRN | MATERION CORP | 264,988 | $6.561M | 0.0% | $25.67 | 0.0% | COMMSTCK | 576690101 |
| — | SERVICEMASTER GLOBAL HOLDI | 164,803 | $6.559M | 0.0% | $39.80 | — | COMMSTCK | 81761R109 |
| — | DUPONT FABROS TECHNOLOGY I | 136,900 | $6.508M | 0.0% | $27.00 | — | COMMSTCK | 26613Q106 |
| BHP | BHP BILLITON LTD | 227,679 | $6.503M | 0.0% | $28.56 | — | DEPRECPT | 088606108 |
| PDM | PIEDMONT OFFICE REALTY TRU | 298,500 | $6.43M | 0.0% | $17.99 | — | COMMSTCK | 720190206 |
| TKR | TIMKEN COMPANY | 208,866 | $6.404M | 0.0% | $33.55 | 0.0% | COMMSTCK | 887389104 |
| EPR | EPR PROPERTIES | 78,144 | $6.305M | 0.0% | $48.87 | — | COMMSTCK | 26884U109 |
| — | BANK OF AMERICA CORP 7.25% | 5,198 | $6.212M | 0.0% | $1099.91 | — | PFDDOM | 060505682 |
| — | KATE SPADE LLC | 296,198 | $6.105M | 0.0% | $20.61 | — | COMMSTCK | 485865109 |
| — | KANSAS CITY SOUTHERN | 66,764 | $6.015M | 0.0% | $90.09 | — | COMMSTCK | 485170302 |
| — | CARRIAGE SERVICES INC 2.75 | 5,120,000 | $6.013M | 0.0% | $1.19 | — | CNVRTBND | 143905AM9 |
| — | FIFTH STREET FINANCE CORP | 1,229,677 | $5.964M | 0.0% | $6.20 | — | COMMSTCK | 31678A103 |
| MCHI | ISHARES MSCI CHINA INDEX F | 140,237 | $5.945M | 0.0% | $42.39 | — | ETIF | 46429B671 |
| CUBE | CUBESMART | 192,100 | $5.932M | 0.0% | $21.20 | — | COMMSTCK | 229663109 |
| EQT | EQT CORP | 76,583 | $5.93M | 0.0% | $44.79 | -20.1% | COMMSTCK | 26884L109 |
| — | TD AMERITRADE HOLDING CORP | 204,961 | $5.836M | 0.0% | $24.82 | — | COMMSTCK | 87236Y108 |
| — | HOLOGIC INC 2% | 3,877,000 | $5.823M | 0.0% | $1.12 | — | CNVRTBND | 436440AB7 |
| — | CITRIX SYSTEMS INC | 72,352 | $5.795M | 0.0% | $69.37 | — | COMMSTCK | 177376100 |
| LVS | LAS VEGAS SANDS CORP | 131,163 | $5.704M | 0.0% | $44.33 | -17.6% | COMMSTCK | 517834107 |
| XYL | XYLEM INC (INDIANA) | 127,653 | $5.7M | 0.0% | $38.66 | 0.0% | COMMSTCK | 98419M100 |
| LBRDA | LIBERTY BROADBAND CORP | 95,929 | $5.698M | 0.0% | $47.26 | +15.5% | COMMSTCK | 530307107 |
| — | INC RESEARCH HOLDINGS INC | 147,902 | $5.64M | 0.0% | $36.24 | — | COMMSTCK | SBS7K7P23 |
| PKG | PACKAGING CORP OF AMERICA | 83,671 | $5.6M | 0.0% | $49.65 | -1.0% | COMMSTCK | 695156109 |
| SBNY | SIGNATURE BANK NA | 44,524 | $5.562M | 0.0% | $86.51 | — | COMMSTCK | 82669G104 |
| — | NEWFIELD EXPLORATION COMPA | 124,661 | $5.508M | 0.0% | $33.85 | — | COMMSTCK | 651290108 |
| VYX | NCR CORPORATION | 193,943 | $5.386M | 0.0% | $19.99 | -9.4% | COMMSTCK | 62886E108 |
| VNM | MARKET VECTORS VIETNAM ETF | 367,306 | $5.366M | 0.0% | $14.61 | — | ETIF | 92189F817 |
| HYG | ISHARES IBOXX HIGH YIELD C | 63,000 | $5.335M | 0.0% | $81.68 | — | ETIF | 464288513 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 13,212 | $5.321M | 0.0% | $9.51 | -8.6% | COMMSTCK | 169656105 |
| — | CONTINENTAL RESOURCES INC | 116,444 | $5.271M | 0.0% | $39.33 | — | COMMSTCK | 212015101 |
| SYK | STRYKER CORPORATION | 43,865 | $5.256M | 0.0% | $88.10 | +13.9% | COMMSTCK | 863667101 |
| — | COVANTA HOLDING CORP | 318,630 | $5.241M | 0.0% | $16.45 | — | COMMSTCK | 22282E102 |
| RRC | RANGE RESOURCES CORPORATIO | 121,378 | $5.236M | 0.0% | $54.98 | -25.5% | COMMSTCK | 75281A109 |
| — | MACQUARIE INFRASTRUCTURE C | 70,148 | $5.194M | 0.0% | $69.28 | — | COMMSTCK | 55608B105 |
| — | MERITOR INC 7.875% | 4,625,000 | $5.192M | 0.0% | $1.53 | — | CNVRTBND | 59001KAC4 |
| — | JOHNSON CONTROLS INC | 116,520 | $5.157M | 0.0% | $41.81 | — | COMMSTCK | 478366107 |
| — | MARVELL TECHNOLOGY GROUP L | 538,949 | $5.136M | 0.0% | $10.31 | — | COMMSTCK | G5876H105 |
| — | ALBANY MOLECULAR RESEARCH | 5,000,000 | $5.122M | 0.0% | $1.02 | — | CNVRTBND | 012423AB5 |
| — | CORSICANTO LTD 3.5% | 5,030,000 | $5.109M | 0.0% | $0.67 | — | CNVRTBND | 220480AB3 |
| — | GRAMERCY PROPERTY TRUST | 552,800 | $5.097M | 0.0% | $8.51 | — | COMMSTCK | 385002100 |
| BKU | BANKUNITED INC | 165,756 | $5.092M | 0.0% | $24.38 | +1.8% | COMMSTCK | 06652K103 |
| — | AKAMAI TECHNOLOGIES INC | 5,130,000 | $5.059M | 0.0% | $1.08 | — | CNVRTBND | 00971TAG6 |
| — | SBA COMMUNICATIONS CORPORA | 45,855 | $4.95M | 0.0% | $84.01 | — | COMMSTCK | 78388J106 |
| — | FITBIT INC | 400,189 | $4.89M | 0.0% | $12.22 | — | COMMSTCK | 33812L102 |
| — | ALEXION PHARMACEUTICALS IN | 41,387 | $4.832M | 0.0% | $130.66 | — | COMMSTCK | 015351109 |
| — | INTEGRATED DEVICE TECHNOLO | 239,089 | $4.813M | 0.0% | $24.25 | — | COMMSTCK | 458118106 |
| A | AGILENT TECHNOLOGIES INC | 107,767 | $4.781M | 0.0% | $35.65 | +12.2% | COMMSTCK | 00846U101 |
| HDB | HDFC BANK LTD | 70,972 | $4.709M | 0.0% | $64.77 | — | DEPRECPT | 40415F101 |
| — | CUBIC CORPORATION | 116,864 | $4.693M | 0.0% | $40.16 | — | COMMSTCK | 229669106 |
| — | SOLARCITY CORPORATION 1.62 | 7,058,000 | $4.654M | 0.0% | $0.57 | — | CNVRTBND | 83416TAC4 |
| — | BIOMARIN PHARMACEUTICAL IN | 4,000,000 | $4.625M | 0.0% | $1.11 | — | CNVRTBND | 09061GAF8 |
| — | KEYW HOLDING CORP 2.5% | 5,000,000 | $4.616M | 0.0% | $0.98 | — | CNVRTBND | 493723AA8 |
| — | LDR HOLDING CORP | 124,640 | $4.605M | 0.0% | $32.59 | — | COMMSTCK | 50185U105 |
| MCD | MCDONALDS CORPORATION | 38,194 | $4.597M | 0.0% | $82.99 | +19.5% | COMMSTCK | 580135101 |
| REXR | REXFORD INDUSTRIAL REALTY | 216,800 | $4.572M | 0.0% | $14.98 | — | COMMSTCK | 76169C100 |
| — | HOLOGIC INC | 3,750,000 | $4.552M | 0.0% | $1.24 | — | CNVRTBND | 436440AG6 |
| — | CHINACACHE INTERNATIONAL H | 694,119 | $4.498M | 0.0% | $9.57 | — | DEPRECPT | 16950M107 |
| HST | HOST HOTELS & RESORTS INC | 275,700 | $4.469M | 0.0% | $13.84 | -22.6% | COMMSTCK | 44107P104 |
| — | APOLLO COMMERCIAL REAL EST | 4,360,000 | $4.434M | 0.0% | $1.02 | — | CNVRTBND | 03762UAA3 |
| AAT | AMERICAN ASSETS TRUST INC | 103,500 | $4.393M | 0.0% | $32.76 | — | COMMSTCK | 024013104 |
| — | GULFPORT ENERGY CORPORATIO | 140,012 | $4.377M | 0.0% | $50.81 | — | COMMSTCK | 402635304 |
| RES | RPC INC | 274,683 | $4.266M | 0.0% | $12.70 | 0.0% | COMMSTCK | 749660106 |
| — | POWERSHARES BUYBACK ACHIEV | 93,646 | $4.233M | 0.0% | $45.20 | — | ETIF | 73935X286 |
| PRTA | PROTHENA CORP PLC | 119,958 | $4.194M | 0.0% | $43.55 | 0.0% | COMMSTCK | G72800108 |
| PLNT | PLANET FITNESS INC | 221,508 | $4.182M | 0.0% | $14.78 | +14.1% | COMMSTCK | 72703H101 |
| MAC | MACERICH COMPANY (THE) | 48,500 | $4.141M | 0.0% | $63.37 | — | COMMSTCK | 554382101 |
| EXP | EAGLE MATERIALS INC | 53,446 | $4.123M | 0.0% | $72.10 | 0.0% | COMMSTCK | 26969P108 |
| — | CABOT MICROELECTRONICS COR | 96,581 | $4.089M | 0.0% | $35.51 | — | COMMSTCK | 12709P103 |
| CME | CME GROUP INC | 41,670 | $4.058M | 0.0% | $53.51 | +23.0% | COMMSTCK | 12572Q105 |
| EXR | EXTRA SPACE STORAGE INC | 43,723 | $4.046M | 0.0% | $62.76 | 0.0% | COMMSTCK | 30225T102 |
| JBSS | JOHN B. SANFILIPPO & SON, | 94,136 | $4.013M | 0.0% | $25.97 | +109.8% | COMMSTCK | 800422107 |
| BABA | ALIBABA GROUP HOLDING LTD | 50,075 | $3.982M | 0.0% | $79.93 | — | DEPRECPT | 01609W102 |
| TTC | TORO COMPANY (THE) | 45,090 | $3.977M | 0.0% | $32.09 | +36.1% | COMMSTCK | 891092108 |
| — | MRC GLOBAL INC | 276,840 | $3.934M | 0.0% | $14.21 | — | COMMSTCK | 55345K103 |
| — | NUVASIVE INC. | 63,589 | $3.798M | 0.0% | $53.83 | — | COMMSTCK | 670704105 |
| TXRH | TEXAS ROADHOUSE HOLDINGS L | 82,872 | $3.779M | 0.0% | $29.95 | +25.9% | COMMSTCK | 882681109 |
| — | AMERICAN CAMPUS COMMUNITIE | 70,900 | $3.748M | 0.0% | $42.62 | — | COMMSTCK | 024835100 |
| AMH | AMERICAN HOMES 4 RENT LLC | 181,800 | $3.723M | 0.0% | $17.90 | — | COMMSTCK | 02665T306 |
| IRM | IRON MOUNTAIN INC | 92,118 | $3.669M | 0.0% | $20.62 | +2.9% | COMMSTCK | 46284V101 |
| AKR | ACADIA REALTY TRUST | 100,700 | $3.577M | 0.0% | $26.78 | — | COMMSTCK | 004239109 |
| — | STARWOOD HOTELS & RESORTS | 48,189 | $3.564M | 0.0% | $69.05 | — | COMMSTCK | 85590A401 |
| — | SEACOR HOLDINGS INC. 3% | 4,400,000 | $3.52M | 0.0% | $0.91 | — | CNVRTBND | 81170YAB5 |
| — | LABORATORY CORPORATION OF | 26,829 | $3.495M | 0.0% | $119.26 | — | COMMSTCK | 50540R409 |
| DHR | DANAHER CORPORATION | 34,498 | $3.484M | 0.0% | $39.71 | +0.9% | COMMSTCK | 235851102 |
| ATI | ALLEGHENY TECHNOLOGIES INC | 272,792 | $3.478M | 0.0% | $14.18 | 0.0% | COMMSTCK | 01741R102 |
| — | TE CONNECTIVITY LTD | 60,859 | $3.476M | 0.0% | $37.12 | — | COMMSTCK | H84989104 |
| — | IHS INC | 30,040 | $3.473M | 0.0% | $124.16 | — | COMMSTCK | 451734107 |
| OPLN | KAR AUCTION SERVICES INC | 82,077 | $3.426M | 0.0% | $12.21 | +22.5% | COMMSTCK | 48238T109 |
| — | XILINX INC | 73,246 | $3.379M | 0.0% | $46.97 | — | COMMSTCK | 983919101 |
| — | FLOTEK INDUSTRIES INC | 255,181 | $3.368M | 0.0% | $13.10 | — | COMMSTCK | 343389102 |
| SKT | TANGER FACTORY OUTLET CENT | 83,300 | $3.347M | 0.0% | $32.16 | — | COMMSTCK | 875465106 |
| QCOM | QUALCOMM INCORPORATED | 61,773 | $3.309M | 0.0% | $57.92 | -30.5% | COMMSTCK | 747525103 |
| — | COMMUNICATIONS SALES & LEA | 113,616 | $3.283M | 0.0% | $24.72 | — | COMMSTCK | 20341J104 |
| FRCB | FIRST REPUBLIC BANK | 46,824 | $3.277M | 0.0% | $54.58 | +21.0% | COMMSTCK | 33616C100 |
| — | OPHTHOTECH CORP | 63,987 | $3.265M | 0.0% | $40.52 | — | COMMSTCK | 683745103 |
| ELS | EQUITY LIFESTYLE PROPERTIE | 40,000 | $3.202M | 0.0% | $50.82 | — | COMMSTCK | 29472R108 |
| — | RTI INTERNATIONAL METALS, | 3,000,000 | $3.18M | 0.0% | $1.05 | — | CNVRTBND | 74973WAB3 |
| — | DDR CORP | 173,900 | $3.155M | 0.0% | $16.03 | — | COMMSTCK | 23317H102 |
| CFG | CITIZENS FINANCIAL GROUP I | 155,576 | $3.108M | 0.0% | $17.28 | -10.5% | COMMSTCK | 174610105 |
| SSNC | SS&C TECHNOLOGIES HOLDINGS | 109,992 | $3.089M | 0.0% | $26.30 | +14.0% | COMMSTCK | 78467J100 |
| AIG | AMERICAN INTERNATIONAL GRO | 57,628 | $3.048M | 0.0% | $43.30 | 0.0% | COMMSTCK | 026874784 |
| LDOS | LEIDOS HOLDINGS INC | 63,317 | $3.031M | 0.0% | $31.83 | -2.3% | COMMSTCK | 525327102 |
| CVGW | CALAVO GROWERS INC. | 44,953 | $3.012M | 0.0% | $46.02 | +8.4% | COMMSTCK | 128246105 |
| CMCSA | COMCAST CORPORATION | 45,586 | $2.972M | 0.0% | $25.42 | -2.7% | COMMSTCK | 20030N101 |
| — | VIAVI SOLUTIONS INC 0.625% | 3,000,000 | $2.923M | 0.0% | $1.00 | — | CNVRTBND | 46612JAF8 |
| — | MOLINA HEALTHCARE INC 1.12 | 2,155,000 | $2.916M | 0.0% | $1.65 | — | CNVRTBND | 60855RAC4 |
| — | STORE CAPITAL | 98,700 | $2.907M | 0.0% | $21.58 | — | COMMSTCK | 862121100 |
| PVH | PVH CORP | 30,581 | $2.882M | 0.0% | $119.91 | -22.7% | COMMSTCK | 693656100 |
| — | EXTENDED STAY AMERICA INC | 191,100 | $2.857M | 0.0% | $19.85 | — | COMMSTCK | 30224P200 |
| — | ASCENT CAPITAL GROUP INC 4 | 5,000,000 | $2.841M | 0.0% | $1.00 | — | CNVRTBND | 043632AA6 |
| GGAL | GRUPO FINANCIERO GALICIA S | 91,466 | $2.793M | 0.0% | $30.54 | — | DEPRECPT | 399909100 |
| DEI | DOUGLAS EMMETT INC | 78,600 | $2.792M | 0.0% | $24.78 | — | COMMSTCK | 25960P109 |
| CMI | CUMMINS INC | 24,654 | $2.772M | 0.0% | $102.87 | -14.8% | COMMSTCK | 231021106 |
| ESRT | EMPIRE STATE REALTY TRUST | 145,100 | $2.755M | 0.0% | $15.56 | — | COMMSTCK | 292104106 |
| ALEX | ALEXANDER & BALDWIN INC | 75,000 | $2.711M | 0.0% | $39.54 | — | COMMSTCK | 014491104 |
| — | AMEDISYS INC | 52,747 | $2.663M | 0.0% | $50.49 | — | COMMSTCK | 023436108 |
| — | PARAMOUNT GROUP INC | 165,700 | $2.641M | 0.0% | $17.85 | — | COMMSTCK | 69924R108 |
| — | SPECTRA ENERGY CORP | 68,333 | $2.503M | 0.0% | $29.08 | — | COMMSTCK | 847560109 |
| ISRG | INTUITIVE SURGICAL INC | 3,708 | $2.453M | 0.0% | $61.97 | +13.6% | COMMSTCK | 46120E602 |
| TDG | TRANSDIGM GROUP INC | 9,289 | $2.449M | 0.0% | $136.47 | +11.8% | COMMSTCK | 893641100 |
| — | CIGNA CORPORATION | 18,887 | $2.418M | 0.0% | $69.82 | — | COMMSTCK | 125509109 |
| — | CORE LABORATORIES N.V. | 19,415 | $2.405M | 0.0% | $108.74 | — | COMMSTCK | N22717107 |
| LAMR | LAMAR ADVERTISING CO (DELA | 35,455 | $2.351M | 0.0% | $57.10 | — | COMMSTCK | 512816109 |
| — | MYLAN INC | 54,144 | $2.341M | 0.0% | $58.18 | — | COMMSTCK | N59465109 |
| BIO | BIO-RAD LABORATORIES INC | 16,205 | $2.317M | 0.0% | $105.93 | +34.7% | COMMSTCK | 090572207 |
| CVGI | COMMERCIAL VEHICLE GROUP I | 442,877 | $2.303M | 0.0% | $8.21 | -58.6% | COMMSTCK | 202608105 |
| RLJ | RLJ LODGING TRUST | 106,100 | $2.276M | 0.0% | $20.98 | — | COMMSTCK | 74965L101 |
| — | INTERCONTINENTAL HOTELS GR | 60,320 | $2.263M | 0.0% | $37.52 | — | DEPRECPT | 45857P608 |
| XMYDX | BLACKROCK MUNIYIELD FUND I | 138,401 | $2.227M | 0.0% | $13.95 | — | COMMSTCK | 09253W104 |
| XMVFX | BLACKROCK MUNIVEST FUND IN | 200,519 | $2.224M | 0.0% | $9.56 | — | COMMSTCK | 09253R105 |
| TPVG | TRIPLEPOINT VENTURE GROWTH | 209,367 | $2.217M | 0.0% | $15.16 | -30.6% | COMMSTCK | 89677Y100 |
| ARCC | ARES CAPITAL CORPORATION | 155,382 | $2.206M | 0.0% | $7.07 | -16.1% | COMMSTCK | 04010L103 |
| VNO | VORNADO REALTY TRUST | 21,900 | $2.193M | 0.0% | $82.24 | — | COMMSTCK | 929042109 |
| CLDT | CHATHAM LODGING TRUST | 99,100 | $2.178M | 0.0% | $25.09 | — | COMMSTCK | 16208T102 |
| ARGT | GLOBAL X MSCI ARGENTINA ET | 97,561 | $2.176M | 0.0% | $22.30 | — | ETIF | 37950E259 |
| — | MONSANTO COMPANY | 21,006 | $2.172M | 0.0% | $101.21 | — | COMMSTCK | 61166W101 |
| MLM | MARTIN MARIETTA MATERIALS | 11,297 | $2.169M | 0.0% | $166.34 | 0.0% | COMMSTCK | 573284106 |
| SWK | STANLEY BLACK & DECKER INC | 19,443 | $2.162M | 0.0% | $86.52 | 0.0% | COMMSTCK | 854502101 |
| — | POWERHOUSE SENIOR LOAN POR | 92,000 | $2.113M | 0.0% | $23.90 | — | ETIF | 73936Q769 |
| — | BIOMARIN PHARMACEUTICAL IN | 1,890,000 | $2.099M | 0.0% | $1.10 | — | CNVRTBND | 09061GAE1 |
| — | ANTHEM INC 2.75% | 1,150,000 | $2.094M | 0.0% | $2.07 | — | CNVRTBND | 94973VBG1 |
| — | AON PLC | 18,900 | $2.064M | 0.0% | $76.66 | — | COMMSTCK | G0408V102 |
| — | TCP CAPITAL CORP | 133,168 | $2.034M | 0.0% | $16.64 | — | COMMSTCK | 87238Q103 |
| HOLX | HOLOGIC INC | 58,312 | $2.018M | 0.0% | $39.02 | -11.3% | COMMSTCK | 436440101 |
| — | COLONY STARWOOD HOMES | 63,011 | $1.917M | 0.0% | $30.42 | — | COMMSTCK | 19625X102 |
| — | NIELSEN NV | 36,246 | $1.883M | 0.0% | $51.95 | — | COMMSTCK | G6518L108 |
| TRGP | TRI RESOURCES INC | 42,384 | $1.786M | 0.0% | $42.11 | -39.6% | COMMSTCK | 87612G101 |
| COF | CAPITAL ONE FINANCIAL CORP | 27,752 | $1.762M | 0.0% | $63.33 | -7.4% | COMMSTCK | 14040H105 |
| MGM | MGM RESORTS INTERNATIONAL | 77,515 | $1.754M | 0.0% | $19.18 | +11.9% | COMMSTCK | 552953101 |
| — | POWERSHARES INTERNATIONAL | 66,370 | $1.723M | 0.0% | $27.16 | — | ETIF | 73937B621 |
| CMS | CMS ENERGY CORPORATION | 37,149 | $1.703M | 0.0% | $31.62 | 0.0% | COMMSTCK | 125896100 |
| — | FIREEYE INC 1% | 1,860,000 | $1.686M | 0.0% | $0.91 | — | CNVRTBND | 31816QAB7 |
| — | PRAXAIR INC | 14,922 | $1.677M | 0.0% | $111.31 | — | COMMSTCK | 74005P104 |
| — | VIACOM INC | 40,370 | $1.674M | 0.0% | $41.47 | — | COMMSTCK | 92553P201 |
| — | AMERICAN CAPITAL LTD | 104,234 | $1.65M | 0.0% | $15.83 | — | COMMSTCK | 02503Y103 |
| — | FIREEYE INC 1.625% | 1,860,000 | $1.64M | 0.0% | $0.88 | — | CNVRTBND | 31816QAD3 |
| — | HILTON WORLDWIDE HOLDINGS | 69,800 | $1.573M | 0.0% | $25.47 | — | COMMSTCK | 43300A104 |
| — | TEGNA INC | 104,451 | $1.443M | 0.0% | $14.53 | — | COMMSTCK | 36473H104 |
| — | RETAIL OPPORTUNITY INVESTM | 61,500 | $1.333M | 0.0% | $12.97 | — | COMMSTCK | 76131N101 |
| WAT | WATERS CORPORATION | 8,690 | $1.222M | 0.0% | $135.27 | 0.0% | COMMSTCK | 941848103 |
| — | ORBITAL ATK INC | 13,789 | $1.174M | 0.0% | $76.62 | — | COMMSTCK | 68557N103 |
| — | EASTERLY GOVERNMENT PROPER | 57,800 | $1.14M | 0.0% | $19.72 | — | COMMSTCK | 27616P103 |
| — | BLACKSTONE GROUP LP/THE | 46,100 | $1.131M | 0.0% | $28.05 | — | COMMSTCK | 09253U108 |
| RYAAY | RYANAIR HOLDINGS PLC | 14,668 | $1.02M | 0.0% | $69.54 | — | DEPRECPT | 783513203 |
| PODD | INSULET CORP | 32,665 | $988K | 0.0% | $34.85 | -10.7% | COMMSTCK | 45784P101 |
| — | CLAYMORE S&P GLOBAL WATER | 32,883 | $986K | 0.0% | $27.75 | — | COMMSTCK | 18383Q507 |
| — | WINDSTREAM SERVICES LLC | 92,433 | $856K | 0.0% | $6.38 | — | COMMSTCK | 97382A200 |
| — | RETAIL PROPERTIES OF AMERI | 48,700 | $823K | 0.0% | $16.90 | — | COMMSTCK | 76131V202 |
| GBDC | GOLUB CAPITAL BDC INC. | 44,626 | $807K | 0.0% | $7.10 | 0.0% | COMMSTCK | 38173M102 |
| — | NEW ORIENTAL EDUCATION & T | 18,800 | $787K | 0.0% | $27.27 | — | DEPRECPT | 647581107 |
| IEX | IDEX CORPORATION | 9,334 | $766K | 0.0% | $73.78 | 0.0% | COMMSTCK | 45167R104 |
| BRK/B | BERKSHIRE HATHAWAY INC | 5,054 | $732K | 0.0% | $104.27 | +37.1% | COMMSTCK | 084670702 |
| — | BIOSCRIP INC | 280,320 | $715K | 0.0% | $7.40 | — | COMMSTCK | 09069N108 |
| — | TATA MOTORS LTD | 17,639 | $612K | 0.0% | $34.70 | — | DEPRECPT | 876568502 |
| PG | PROCTER & GAMBLE COMPANY | 6,812 | $577K | 0.0% | $63.26 | +0.1% | COMMSTCK | 742718109 |
| — | ENDO INTERNATIONAL PLC | 28,618 | $446K | 0.0% | $76.64 | — | COMMSTCK | G30401106 |
| PM | PHILIP MORRIS INTERNATIONA | 3,771 | $384K | 0.0% | $79.07 | -22.3% | COMMSTCK | 718172109 |
| BA | BOEING CO | 2,308 | $300K | 0.0% | $124.39 | -4.7% | COMMSTCK | 097023105 |
| BIIB | BIOGEN INC | 1,099 | $266K | 0.0% | $264.03 | -0.2% | COMMSTCK | 09062X103 |
| SO | SOUTHERN COMPANY (THE) | 3,913 | $210K | 0.0% | $29.68 | +13.3% | COMMSTCK | 842587107 |
| — | RESOLUTE FOREST PRODUCTS | 37,976 | $201K | 0.0% | $13.23 | — | COMMSTCK | 76117W109 |
| — | WHEELER REAL ESTATE INVEST | 83,950 | $129K | 0.0% | $4.46 | — | COMMSTCK | 963025101 |
| — | CHESAPEAKE ENERGY CORPORAT | 22,209 | $95,000 | 0.0% | $4.28 | — | COMMSTCK | 165167107 |
| — | PETROQUEST ENERGY INC | 17,500 | $58,000 | 0.0% | $3.31 | — | COMMSTCK | 716748306 |