Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value: $13.99B (73.7% shares, 26.3% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 4,631,323 | $524M | 3.7% | $113.05 * | $18.28 | +41.8% | COMMON STOCK | 037833100 |
| GOOGL | ALPHABET INC | 555,103 | $446M | 3.2% | $804.06 * | $36.73 | +8.6% | COMMON STOCK | 02079K305 |
| MSFT | MICROSOFT CORP | 4,282,084 | $247M | 1.8% | $57.60 * | $35.69 | +44.2% | COMMON STOCK | 594918104 |
| META | FACEBOOK INC | 1,878,207 | $241M | 1.7% | $128.27 | $36.82 | +246.0% | COMMON STOCK | 30303M102 |
| AMZN | AMAZON.COM INC | 277,226 | $232M | 1.7% | $837.31 * | $15.09 | +177.5% | COMMON STOCK | 023135106 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 254,859 | $209M | 1.5% | $821.63 | $998.78 | — | CONVERTIBLE PREFERRED SECURITY | G0177J116 |
| — | NVIDIA CORP | 56,827,000 | $194M | 1.4% | $3.41 | $1.16 | — | CONVERTIBLE SECURITY | 67066GAC8 |
| — | TESLA MOTORS INC | 194,684,000 | $167M | 1.2% | $0.86 | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| CMCSA | COMCAST CORP | 2,405,664 | $160M | 1.1% | $66.34 * | $21.16 | +25.3% | COMMON STOCK | 20030N101 |
| JPM | JP MORGAN CHASE & CO | 2,279,355 | $152M | 1.1% | $66.59 * | $37.85 | +37.2% | COMMON STOCK | 46625H100 |
| — | GENERAL ELECTRIC CO | 5,035,665 | $149M | 1.1% | $29.62 | $24.35 | — | COMMON STOCK | 369604103 |
| — | SALESFORCE.COM INC | 123,218,000 | $147M | 1.1% | $1.19 | $1.16 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| HD | HOME DEPOT | 1,070,807 | $138M | 1.0% | $128.68 * | $60.88 | +69.2% | COMMON STOCK | 437076102 |
| V | VISA INC | 1,643,248 | $136M | 1.0% | $82.70 * | $68.09 | +13.9% | COMMON STOCK | 92826C839 |
| JNJ | JOHNSON & JOHNSON | 1,126,506 | $133M | 1.0% | $118.13 * | $60.55 | +51.0% | COMMON STOCK | 478160104 |
| — | INTEL CORP | 71,337,000 | $131M | 0.9% | $1.83 | $1.72 | — | CONVERTIBLE SECURITY | 458140AF7 |
| XOM | EXXON MOBIL CORP | 1,461,427 | $128M | 0.9% | $87.28 * | $55.62 | +3.9% | COMMON STOCK | 30231G102 |
| — | PRICELINE.COM INC | 83,284,000 | $107M | 0.8% | $1.28 | $1.19 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | NXP SEMICONDUCT NV | 88,953,000 | $106M | 0.8% | $1.19 | $1.10 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| WFC | WELLS FARGO & COMPANY | 2,386,270 | $106M | 0.8% | $44.28 * | $29.39 | +16.3% | COMMON STOCK | 949746101 |
| — | CELGENE CORP | 1,009,433 | $106M | 0.8% | $104.53 | $107.53 | — | COMMON STOCK | 151020104 |
| — | MICROCHP TECH HYPER WARRANTS | 81,838,000 | $104M | 0.7% | $1.28 | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| UPS | UNITED PARCEL SERVICE | 954,224 | $104M | 0.7% | $109.36 * | $65.90 | +17.7% | COMMON STOCK | 911312106 |
| C | CITIGROUP INC | 2,153,711 | $102M | 0.7% | $47.23 * | $36.75 | -3.4% | COMMON STOCK | 172967424 |
| — | LIBERTY INTERACTIVE LLC | 95,125,000 | $101M | 0.7% | $1.06 | $1.06 | — | CONVERTIBLE SECURITY | 530610AD6 |
| PFE | PFIZER INC | 2,842,785 | $96.28M | 0.7% | $33.87 * | $17.18 | +24.9% | COMMON STOCK | 717081103 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 2,139,499 | $93.92M | 0.7% | $43.90 * | $25.94 | +36.5% | COMMON STOCK | 609207105 |
| — | NEXTERA ENERGY INC | 1,505,890 | $88.91M | 0.6% | $59.04 | $59.27 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| SLB | SCHLUMBERGER LTD | 1,122,378 | $88.26M | 0.6% | $78.64 * | $53.88 | +12.0% | COMMON STOCK | 806857108 |
| — | AMER TOWER CORP | 769,075 | $85.28M | 0.6% | $110.89 | $106.36 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| PG | PROCTER & GAMBLE CO | 940,982 | $84.45M | 0.6% | $89.75 * | $61.63 | +13.4% | COMMON STOCK | 742718109 |
| CSX | CSX CORPORATION | 2,761,705 | $84.23M | 0.6% | $30.50 * | $9.32 | -4.0% | COMMON STOCK | 126408103 |
| — | WALGREENS BOOTS ALLIANCE INC | 1,023,868 | $82.54M | 0.6% | $80.62 | $79.39 | — | COMMON STOCK | 931427108 |
| SBUX | STARBUCKS CORP | 1,510,952 | $81.8M | 0.6% | $54.14 * | $35.37 | +25.6% | COMMON STOCK | 855244109 |
| T | AT&T INC | 2,013,175 | $81.75M | 0.6% | $40.61 * | $12.72 | +24.3% | COMMON STOCK | 00206R102 |
| — | WORKDAY INC | 65,558,000 | $80.86M | 0.6% | $1.23 | $1.15 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| MRK | MERCK & CO | 1,284,265 | $80.15M | 0.6% | $62.41 * | $33.75 | +32.7% | COMMON STOCK | 58933Y105 |
| BAX | BAXTER INTL INC | 1,677,124 | $79.83M | 0.6% | $47.60 * | $38.08 | +7.3% | COMMON STOCK | 071813109 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 295,152 | $79.5M | 0.6% | $269.36 * | $41.90 | +14.3% | COMMON STOCK | 45866F104 |
| — | EXELON CORP | 1,667,476 | $77.94M | 0.6% | $46.74 | $50.27 | — | CONVERTIBLE PREFERRED SECURITY | 30161N127 |
| — | LIBERTY MEDIA CORPORATION | 72,797,000 | $76.21M | 0.5% | $1.05 | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| — | ANTHEM INC | 1,672,473 | $72.7M | 0.5% | $43.47 | $52.90 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| CVX | CHEVRONTEXACO CORP | 705,430 | $72.6M | 0.5% | $102.92 * | $70.88 | -2.1% | COMMON STOCK | 166764100 |
| — | ALLERGAN PLC | 309,691 | $71.33M | 0.5% | $230.31 | $242.45 | — | COMMON STOCK | G0177J108 |
| — | WELLS FARGO & COMPANY | 54,356 | $71.13M | 0.5% | $1308.60 | $1214.35 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| KO | COCA-COLA CO | 1,638,493 | $69.34M | 0.5% | $42.32 * | $27.99 | +13.1% | COMMON STOCK | 191216100 |
| — | TYSON FOODS A | 842,015 | $68.93M | 0.5% | $81.86 | $50.21 | — | CONVERTIBLE PREFERRED SECURITY | 902494301 |
| ZTS | ZOETIS | 1,273,746 | $66.25M | 0.5% | $52.01 * | $42.99 | +12.6% | COMMON STOCK | 98978V103 |
| NOC | NORTHROP GRUMMAN CORP | 307,556 | $65.8M | 0.5% | $213.95 * | $134.16 | +37.5% | COMMON STOCK | 666807102 |
| COST | COSTCO WHOLESALE CORP | 420,735 | $64.17M | 0.5% | $152.51 * | $91.75 | +41.0% | COMMON STOCK | 22160K105 |
| DIS | DISNEY WALT CO | 689,758 | $64.05M | 0.5% | $92.86 * | $76.93 | +12.1% | COMMON STOCK | 254687106 |
| MA | MASTERCARD INC | 627,641 | $63.88M | 0.5% | $101.77 * | $72.06 | +33.8% | COMMON STOCK | 57636Q104 |
| PEP | PEPSICO INC | 581,841 | $63.29M | 0.5% | $108.77 * | $63.69 | +29.1% | COMMON STOCK | 713448108 |
| — | MOLINA HEALTHCARE INC | 52,022,000 | $61.85M | 0.4% | $1.19 | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | HOLOGIC INC | 49,768,000 | $61.31M | 0.4% | $1.23 | $1.27 | — | CONVERTIBLE SECURITY | 436440AG6 |
| — | PRICELINE.COM INC | 38,410,000 | $60.9M | 0.4% | $1.59 | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| LMT | LOCKHEED MARTIN CORP | 252,316 | $60.48M | 0.4% | $239.72 * | $148.68 | +26.1% | COMMON STOCK | 539830109 |
| AMAT | APPLIED MATERIALS INC | 2,005,094 | $60.45M | 0.4% | $30.15 * | $17.25 | +57.7% | COMMON STOCK | 038222105 |
| WCN | WASTE CONNECTIONS INC | 808,807 | $60.42M | 0.4% | $74.70 * | $43.66 | +6.9% | COMMON STOCK | 94106B101 |
| — | CITRIX SYSTEMS INC | 53,208,000 | $60.12M | 0.4% | $1.13 | $1.09 | — | CONVERTIBLE SECURITY | 177376AD2 |
| — | DOMINION RESOURCES INC VA | 1,198,021 | $59.61M | 0.4% | $49.76 | $49.64 | — | CONVERTIBLE PREFERRED SECURITY | 25746U869 |
| — | BANK OF AMERICA CORP | 48,222 | $58.87M | 0.4% | $1220.83 | $1163.51 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| — | CTRIP.COM INTL LTD | 53,765,000 | $58.52M | 0.4% | $1.09 | $1.06 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| QCOM | QUALCOMM INC | 850,746 | $58.28M | 0.4% | $68.50 * | $43.71 | +21.5% | COMMON STOCK | 747525103 |
| — | CROWN CASTLE INTL CORP | 504,485 | $57.02M | 0.4% | $113.02 | $103.00 | — | CONVERTIBLE PREFERRED SECURITY | 22822V200 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 432,922 | $56.29M | 0.4% | $130.02 * | $90.12 | +29.9% | COMMON STOCK | 98956P102 |
| NWL | NEWELL BRANDS INC | 1,066,222 | $56.15M | 0.4% | $52.66 * | $31.35 | +13.3% | COMMON STOCK | 651229106 |
| ACN | ACCENTURE PLC | 455,608 | $55.66M | 0.4% | $122.17 * | $77.76 | +35.5% | COMMON STOCK | G1151C101 |
| AIG | AMER INTL GROUP | 924,220 | $54.84M | 0.4% | $59.34 * | $35.29 | +33.2% | COMMON STOCK | 026874784 |
| — | UNITED TECHNOLOGIES CORP | 539,612 | $54.83M | 0.4% | $101.60 | $96.96 | — | COMMON STOCK | 913017109 |
| — | TIME WARNER INC | 686,628 | $54.66M | 0.4% | $79.61 | $77.34 | — | COMMON STOCK | 887317303 |
| HON | HONEYWELL INTL | 468,385 | $54.61M | 0.4% | $116.59 * | $68.18 | +26.8% | COMMON STOCK | 438516106 |
| — | RED HAT INC | 42,877,000 | $54.46M | 0.4% | $1.27 | $1.31 | — | CONVERTIBLE SECURITY | 756577AD4 |
| VZ | VERIZON COMM | 1,041,412 | $54.13M | 0.4% | $51.98 * | $28.32 | +12.6% | COMMON STOCK | 92343V104 |
| — | SOUTHWESTERN ENERGY CO | 1,689,500 | $53.34M | 0.4% | $31.57 | $38.51 | — | CONVERTIBLE PREFERRED SECURITY | 845467208 |
| — | ON SEMICONDUCTOR CORP | 44,285,000 | $53.02M | 0.4% | $1.20 | $1.15 | — | CONVERTIBLE SECURITY | 682189AH8 |
| — | T-MOBILE US INC | 676,434 | $52.81M | 0.4% | $78.07 | $61.16 | — | CONVERTIBLE PREFERRED SECURITY | 872590203 |
| GILD | GILEAD SCIENCES INC | 666,576 | $52.74M | 0.4% | $79.12 * | $51.50 | +9.8% | COMMON STOCK | 375558103 |
| — | MICRON TECHNOLOGY | 30,757,000 | $52.09M | 0.4% | $1.69 | $1.51 | — | CONVERTIBLE SECURITY | 595112AU7 |
| PM | PHILIP MORRIS INTERNATIONAL | 534,479 | $51.96M | 0.4% | $97.22 * | $49.90 | +22.3% | COMMON STOCK | 718172109 |
| ISRG | INTUITIVE SURGICAL INC | 65,927 | $47.79M | 0.3% | $724.83 * | $71.58 | +12.5% | COMMON STOCK | 46120E602 |
| MAS | MASCO CORP | 1,381,257 | $47.39M | 0.3% | $34.31 * | $22.70 | +31.4% | COMMON STOCK | 574599106 |
| — | EMERGENT BIOSOLUTIONS INC | 38,286,000 | $47.18M | 0.3% | $1.23 | $1.18 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| — | ON SEMICONDUCTOR CORP | 46,000,000 | $46.68M | 0.3% | $1.01 | $0.90 | — | CONVERTIBLE SECURITY | 682189AK1 |
| BAC | BANK OF AMER CP | 2,969,464 | $46.47M | 0.3% | $15.65 * | $11.31 | +12.4% | COMMON STOCK | 060505104 |
| — | STANLEY BLACK & DECKER INC | 367,401 | $46.41M | 0.3% | $126.32 | $112.64 | — | CONVERTIBLE PREFERRED SECURITY | 854502804 |
| WMT | WAL-MART STORES INC | 636,136 | $45.88M | 0.3% | $72.12 * | $20.40 | +0.4% | COMMON STOCK | 931142103 |
| MNST | MONSTER BEVERAGE CORP | 311,844 | $45.78M | 0.3% | $146.81 * | $24.12 | +1.4% | COMMON STOCK | 61174X109 |
| EW | EDWARDS LIFESCI | 379,256 | $45.72M | 0.3% | $120.56 * | $36.46 | +10.2% | COMMON STOCK | 28176E108 |
| — | EURONET WORLDWIDE INC | 35,648,000 | $44.96M | 0.3% | $1.26 | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| — | NEWFIELD EXPLORATION CO | 1,008,585 | $43.83M | 0.3% | $43.46 | $43.82 | — | COMMON STOCK | 651290108 |
| MET | METLIFE INC | 980,563 | $43.57M | 0.3% | $44.43 * | $32.17 | -10.0% | COMMON STOCK | 59156R108 |
| UNP | UNION PACIFIC CORP | 444,919 | $43.39M | 0.3% | $97.53 * | $63.91 | +24.4% | COMMON STOCK | 907818108 |
| — | RTI INTL METALS | 40,589,000 | $43.22M | 0.3% | $1.06 | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 39,988,000 | $42.52M | 0.3% | $1.06 | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| GOOG | ALPHABET INC | 54,541 | $42.39M | 0.3% | $777.29 * | $35.61 | +8.3% | COMMON STOCK | 02079K107 |
| — | CTRIP.COM INTL LTD | 32,606,000 | $42.2M | 0.3% | $1.29 | $1.13 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| EOG | EOG RESOURCES INC | 434,608 | $42.03M | 0.3% | $96.71 * | $57.66 | +24.5% | COMMON STOCK | 26875P101 |
| — | WORKDAY INC | 32,184,000 | $41.98M | 0.3% | $1.30 | $1.15 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| — | STARWOOD WAYPOINT RESIDENTIAL | 38,094,000 | $41.57M | 0.3% | $1.09 | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| — | REYNOLDS AMERICAN INC | 874,840 | $41.25M | 0.3% | $47.15 | $58.19 | — | COMMON STOCK | 761713106 |
| — | ACTIVISION BLIZZARD INC | 924,572 | $40.96M | 0.3% | $44.30 | $39.63 | — | COMMON STOCK | 00507V109 |
| — | ADVANCED MICRO DEVICES INC | 37,094,000 | $40.46M | 0.3% | $1.09 | $1.09 | — | CONVERTIBLE SECURITY | 007903BD8 |
| — | FLEETCOR TECHNOLOGIES INC | 232,713 | $40.43M | 0.3% | $173.73 | $173.73 | — | COMMON STOCK | 339041105 |
| — | INTERXION HOLDING NV | 1,113,140 | $40.32M | 0.3% | $36.22 | $32.42 | — | COMMON STOCK | N47279109 |
| CCI | CROWN CASTLE INTL CORP | 418,289 | $39.41M | 0.3% | $94.21 * | $64.02 | +0.1% | COMMON STOCK | 22822V101 |
| — | PRICELINE GROUP INC/THE | 36,558,000 | $39.33M | 0.3% | $1.08 | $1.01 | — | CONVERTIBLE SECURITY | 741503AX4 |
| — | XILINX INC | 20,859,000 | $39.25M | 0.3% | $1.88 | $1.59 | — | CONVERTIBLE SECURITY | 983919AF8 |
| — | NEXTERA ENERGY INC | 783,517 | $39.02M | 0.3% | $49.80 | $49.80 | — | CONVERTIBLE PREFERRED SECURITY | 65339F820 |
| SYK | STRYKER CORP | 334,619 | $38.95M | 0.3% | $116.41 * | $74.14 | +41.8% | COMMON STOCK | 863667101 |
| — | PROOFPOINT | 33,536,000 | $38.94M | 0.3% | $1.16 | $1.07 | — | CONVERTIBLE SECURITY | 743424AD5 |
| — | SERVICENOW INC | 31,683,000 | $38.77M | 0.3% | $1.22 | $1.14 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| — | S & P 500 INDEX | 8,034 | $38.55M | 0.3% | $4797.73 | — | — | Call | 78462F903 |
| DG | DOLLAR GENERAL | 548,648 | $38.4M | 0.3% | $69.99 * | $61.71 | +0.8% | COMMON STOCK | 256677105 |
| — | PIONEER NATURAL RESOURCES CO | 206,155 | $38.27M | 0.3% | $185.65 | $140.74 | — | COMMON STOCK | 723787107 |
| CSGP | COSTAR GRP INC | 174,411 | $37.77M | 0.3% | $216.53 * | $19.87 | +9.0% | COMMON STOCK | 22160N109 |
| UNH | UNITEDHEALTH GROUP INC | 268,285 | $37.56M | 0.3% | $140.00 * | $94.32 | +28.1% | COMMON STOCK | 91324P102 |
| PHM | PULTEGROUP INC | 1,834,050 | $36.75M | 0.3% | $20.04 * | $18.49 | -2.7% | COMMON STOCK | 745867101 |
| — | WEBMD HEALTH CORP | 35,299,000 | $36.62M | 0.3% | $1.04 | $1.13 | — | CONVERTIBLE SECURITY | 94770VAF9 |
| — | STARWOOD PROPERTY TRUST INC | 33,148,000 | $36.46M | 0.3% | $1.10 | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| FIS | FIDELITY NATIONAL INFORMATION | 473,262 | $36.45M | 0.3% | $77.03 * | $66.34 | -1.1% | COMMON STOCK | 31620M106 |
| — | IRONWOOD PHARMACEUTICALS INC | 29,924,000 | $35.93M | 0.3% | $1.20 | $1.04 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| MDT | MEDTRONIC PLC | 415,003 | $35.86M | 0.3% | $86.40 * | $61.03 | +12.3% | COMMON STOCK | G5960L103 |
| JCI | JOHNSON CONTROLS INTERNATIONAL | 765,583 | $35.62M | 0.3% | $46.53 * | $33.21 | +1.3% | COMMON STOCK | G51502105 |
| — | CALATLANTIC GROUP INC | 29,484,000 | $35.48M | 0.3% | $1.20 | $1.28 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| BK | BANK OF NEW YORK MELLON CORP | 882,307 | $35.19M | 0.3% | $39.88 * | $29.42 | +6.3% | COMMON STOCK | 064058100 |
| — | AETNA INC | 301,627 | $34.82M | 0.2% | $115.45 | $110.06 | — | COMMON STOCK | 00817Y108 |
| — | WELLTOWER INC | 522,958 | $34.8M | 0.2% | $66.55 | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| — | YAHOO! INC | 33,927,000 | $34.76M | 0.2% | $1.02 | $1.10 | — | CONVERTIBLE SECURITY | 984332AF3 |
| LLY | ELI LILLY & CO | 432,919 | $34.75M | 0.2% | $80.26 * | $42.70 | +61.5% | COMMON STOCK | 532457108 |
| — | BROADCOM LTD | 201,027 | $34.68M | 0.2% | $172.52 | $160.14 | — | COMMON STOCK | Y09827109 |
| — | RAYTHEON CO | 254,757 | $34.68M | 0.2% | $136.13 | $111.34 | — | COMMON STOCK | 755111507 |
| NKE | NIKE INC | 654,755 | $34.47M | 0.2% | $52.65 * | $41.55 | +12.5% | COMMON STOCK | 654106103 |
| — | ROYAL GOLD | 30,467,000 | $34.19M | 0.2% | $1.12 | $1.12 | — | CONVERTIBLE SECURITY | 780287AA6 |
| — | ALEXION PHARMACEUTICALS INC | 277,576 | $34.01M | 0.2% | $122.54 | $171.62 | — | COMMON STOCK | 015351109 |
| — | ARES CAPITAL CORP | 32,826,000 | $34M | 0.2% | $1.04 | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| — | ULTIMATE SOFTWARE GROUP INC | 165,868 | $33.9M | 0.2% | $204.39 | $206.41 | — | COMMON STOCK | 90385D107 |
| — | PANERA BREAD CO | 173,828 | $33.85M | 0.2% | $194.72 | $207.92 | — | COMMON STOCK | 69840W108 |
| BRK/B | BERKSHIRE HTH | 233,489 | $33.73M | 0.2% | $144.47 | $112.17 | +28.8% | COMMON STOCK | 084670702 |
| LOW | LOWE'S COMPANIES | 467,003 | $33.72M | 0.2% | $72.21 * | $52.38 | +16.0% | COMMON STOCK | 548661107 |
| — | NOVELLUS SYSTEMS INC | 11,875,000 | $33.17M | 0.2% | $2.79 | $2.79 | — | CONVERTIBLE SECURITY | 670008AD3 |
| — | MEDIDATA SOLUTIONS INC | 28,005,000 | $32.88M | 0.2% | $1.17 | $1.09 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| ETN | EATON CORP PLC | 499,355 | $32.81M | 0.2% | $65.71 * | $46.84 | +15.1% | COMMON STOCK | G29183103 |
| — | PALO ALTO NETWORKS | 21,378,000 | $32.69M | 0.2% | $1.53 | $1.57 | — | CONVERTIBLE SECURITY | 697435AB1 |
| — | DOW CHEMICAL CO | 627,109 | $32.5M | 0.2% | $51.83 | $33.18 | — | COMMON STOCK | 260543103 |
| DAL | DELTA AIR LINES INC | 809,858 | $31.88M | 0.2% | $39.36 * | $34.38 | +2.4% | COMMON STOCK | 247361702 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 341,286 | $31.58M | 0.2% | $92.52 | $94.17 | -1.7% | COMMON STOCK | 09061G101 |
| NXPI | NXP SEMICONDUCTORS NV | 308,727 | $31.49M | 0.2% | $102.01 * | $76.71 | +18.2% | COMMON STOCK | N6596X109 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 533,378 | $30.99M | 0.2% | $58.10 * | $37.77 | +14.7% | COMMON STOCK | 34964C106 |
| — | S & P 500 INDEX | 21,223 | $30.68M | 0.2% | $1445.60 | — | — | Put | 78462F953 |
| DLB | DOLBY LABORATORIES INC | 560,678 | $30.44M | 0.2% | $54.29 * | $41.21 | +16.2% | COMMON STOCK | 25659T107 |
| — | FRONTIER COMMUNICATIONS CORP | 357,816 | $30.02M | 0.2% | $83.91 | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| INCY | INCYTE GENOMICS INC | 315,626 | $29.76M | 0.2% | $94.29 | $84.26 | +11.9% | COMMON STOCK | 45337C102 |
| — | CALATLANTIC GROUP INC | 28,380,000 | $29.61M | 0.2% | $1.04 | $1.21 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| — | AMER TOWER CORP | 268,225 | $29.39M | 0.2% | $109.59 | $112.32 | — | CONVERTIBLE PREFERRED SECURITY | 03027X407 |
| — | PROOFPOINT | 15,000,000 | $29.2M | 0.2% | $1.95 | $1.67 | — | CONVERTIBLE SECURITY | 743424AB9 |
| — | LINKEDIN CORPORATION | 29,071,000 | $28.81M | 0.2% | $0.99 | $1.06 | — | CONVERTIBLE SECURITY | 53578AAB4 |
| EXPE | EXPEDIA INC | 246,359 | $28.75M | 0.2% | $116.72 * | $104.80 | +6.5% | COMMON STOCK | 30212P303 |
| INTU | INTUIT | 258,432 | $28.43M | 0.2% | $110.01 * | $97.25 | +5.5% | COMMON STOCK | 461202103 |
| BP | BP PLC | 800,000 | $28.13M | 0.2% | $35.16 | $42.56 | -17.4% | COMMON STOCK | 055622104 |
| ACHC | ACADIA HEALTHCARE | 563,313 | $27.91M | 0.2% | $49.55 | $65.10 | -23.9% | COMMON STOCK | 00404A109 |
| — | ZAYO GROUP HOLDINGS INC | 935,215 | $27.79M | 0.2% | $29.71 | $24.49 | — | COMMON STOCK | 98919V105 |
| MCD | MCDONALD'S CORP | 239,259 | $27.6M | 0.2% | $115.36 * | $72.45 | +27.7% | COMMON STOCK | 580135101 |
| AXP | AMER EXPRESS CO. | 427,299 | $27.36M | 0.2% | $64.04 * | $58.72 | -4.4% | COMMON STOCK | 025816109 |
| BA | BOEING CO | 207,676 | $27.36M | 0.2% | $131.74 * | $108.96 | +11.2% | COMMON STOCK | 097023105 |
| — | BIOMARIN PHARMACEUTICAL INC | 22,734,000 | $27.26M | 0.2% | $1.20 | $1.31 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| ALLE | ALLEGION PUBLIC LIMITED CO | 394,309 | $27.17M | 0.2% | $68.91 * | $54.61 | +13.3% | COMMON STOCK | G0176J109 |
| SABR | SABRE CORP | 960,009 | $27.05M | 0.2% | $28.18 | $22.39 | +25.8% | COMMON STOCK | 78573M104 |
| SWKS | SKYWORKS SOLUTIONS INC | 351,047 | $26.73M | 0.2% | $76.14 * | $57.24 | +9.4% | COMMON STOCK | 83088M102 |
| — | LAM RESEARCH CORP | 279,668 | $26.49M | 0.2% | $94.71 | $83.97 | — | COMMON STOCK | 512807108 |
| — | WPX ENERGY | 418,246 | $26.01M | 0.2% | $62.19 | $42.26 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| — | SIX FLAGS ENTERTAINMENT CORP | 484,621 | $25.98M | 0.2% | $53.61 | $57.95 | — | COMMON STOCK | 83001A102 |
| MU | MICRON TECHNOLOGY INC | 1,456,754 | $25.9M | 0.2% | $17.78 * | $16.42 | +5.7% | COMMON STOCK | 595112103 |
| — | ANADARKO PETROLEUM | 405,247 | $25.68M | 0.2% | $63.36 | $81.88 | — | COMMON STOCK | 032511107 |
| — | AIR LEASE | 20,374,000 | $25.2M | 0.2% | $1.24 | $1.30 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| VMC | VULCAN MATLS CO | 221,528 | $25.19M | 0.2% | $113.73 * | $108.68 | -3.4% | COMMON STOCK | 929160109 |
| INTC | INTEL CORP | 665,653 | $25.13M | 0.2% | $37.75 * | $19.09 | +60.2% | COMMON STOCK | 458140100 |
| — | BEACON ROOFING SUPPLY INC | 585,760 | $24.64M | 0.2% | $42.07 | $42.07 | — | COMMON STOCK | 073685109 |
| — | BIOMARIN PHARMACEUTICAL INC | 19,403,000 | $24.22M | 0.2% | $1.25 | $1.12 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| OXY | OCCIDENTAL PETROLEUM CORP | 331,979 | $24.21M | 0.2% | $72.92 * | $57.80 | -2.6% | COMMON STOCK | 674599105 |
| — | TAKE-TWO INTER | 11,075,000 | $23.34M | 0.2% | $2.11 | $1.09 | — | CONVERTIBLE SECURITY | 874054AD1 |
| — | AMSURG CORP | 185,597 | $23.31M | 0.2% | $125.58 | $127.25 | — | CONVERTIBLE PREFERRED SECURITY | 03232P504 |
| — | FINISAR CORP | 18,711,000 | $22.11M | 0.2% | $1.18 | $0.96 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 177,993 | $21.62M | 0.2% | $121.48 | $149.35 | -18.7% | COMMON STOCK | G50871105 |
| TMUS | T-MOBILE US INC | 459,296 | $21.46M | 0.2% | $46.72 * | $34.61 | +30.4% | COMMON STOCK | 872590104 |
| — | ILLUMINA INC | 20,286,000 | $21.15M | 0.2% | $1.04 | $1.17 | — | CONVERTIBLE SECURITY | 452327AF6 |
| — | ILLUMINA INC | 19,361,000 | $21.12M | 0.2% | $1.09 | $1.19 | — | CONVERTIBLE SECURITY | 452327AH2 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 268,500 | $20.7M | 0.1% | $77.11 * | $47.03 | +56.8% | COMMON STOCK | 33616C100 |
| AZO | AUTOZONE INC | 26,541 | $20.39M | 0.1% | $768.36 | $749.80 | +2.5% | COMMON STOCK | 053332102 |
| BIIB | BIOGEN INC | 64,815 | $20.29M | 0.1% | $313.03 | $313.98 | -0.3% | COMMON STOCK | 09062X103 |
| — | MERCADOLIBRE INC | 12,895,000 | $20.22M | 0.1% | $1.57 | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| BWXT | BWX TECHNOLOGIES INC | 521,320 | $20M | 0.1% | $38.37 * | $33.79 | +1.8% | COMMON STOCK | 05605H100 |
| — | DELPHI AUTOMOTIVE PLC | 276,315 | $19.71M | 0.1% | $71.32 | $75.17 | — | COMMON STOCK | G27823106 |
| LUV | SOUTHWEST AIRLINES | 499,214 | $19.41M | 0.1% | $38.89 * | $36.38 | -4.3% | COMMON STOCK | 844741108 |
| HAS | HASBRO INC | 239,647 | $19.01M | 0.1% | $79.33 * | $59.17 | -2.2% | COMMON STOCK | 418056107 |
| — | WEATHERFORD INTERNATIONAL LTD | 16,750,000 | $18.82M | 0.1% | $1.12 | $1.09 | — | CONVERTIBLE SECURITY | 947075AH0 |
| — | CONCHO RESOURCES INC | 135,434 | $18.6M | 0.1% | $137.35 | $137.35 | — | COMMON STOCK | 20605P101 |
| STLA 7.875 12/15/16 FCAU | FIAT CHRYSLR AUT NV | 289,900 | $18.53M | 0.1% | $63.92 | $123.62 | — | CONVERTIBLE PREFERRED SECURITY | N31738110 |
| — | MICRON TECHNOLOGY | 10,475,000 | $18.5M | 0.1% | $1.77 | $3.06 | — | CONVERTIBLE SECURITY | 595112AV5 |
| DXCM | DEXCOM INC | 209,080 | $18.33M | 0.1% | $87.66 * | $17.03 | +28.7% | COMMON STOCK | 252131107 |
| MO | ALTRIA GROUP INC | 287,661 | $18.19M | 0.1% | $63.23 * | $17.63 | +89.0% | COMMON STOCK | 02209S103 |
| — | SPIRIT REALTY CAPITAL INC | 16,192,000 | $17.95M | 0.1% | $1.11 | $1.03 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| CSCO | CISCO SYSTEMS INC | 564,300 | $17.9M | 0.1% | $31.72 * | $16.09 | +47.9% | COMMON STOCK | 17275R102 |
| PNC | PNC FINANCIAL SERVICES GROUP | 196,539 | $17.71M | 0.1% | $90.09 * | $60.76 | +9.4% | COMMON STOCK | 693475105 |
| IBM | INT'L BUSINESS MACHINES CORP | 110,370 | $17.53M | 0.1% | $158.85 * | $112.45 | -9.1% | COMMON STOCK | 459200101 |
| — | TWITTER INC | 18,390,000 | $17.38M | 0.1% | $0.95 | $0.83 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| — | TRINITY INDUSTRIES INC | 14,475,000 | $17.38M | 0.1% | $1.20 | $1.20 | — | CONVERTIBLE SECURITY | 896522AF6 |
| HAL | HALLIBURTON CO | 383,726 | $17.22M | 0.1% | $44.88 * | $36.63 | +2.4% | COMMON STOCK | 406216101 |
| — | CEMEX SA | 15,000,000 | $16.82M | 0.1% | $1.12 | $1.49 | — | CONVERTIBLE SECURITY | 151290BC6 |
| NEM | NEWMONT MINING CORP | 425,654 | $16.72M | 0.1% | $39.29 * | $21.10 | +46.5% | COMMON STOCK | 651639106 |
| — | PRICELINE GROUP INC/THE | 11,159 | $16.42M | 0.1% | $1471.46 | $870.51 | — | COMMON STOCK | 741503403 |
| — | GREENBRIER COMPANIES | 14,440,000 | $16.39M | 0.1% | $1.13 | $1.39 | — | CONVERTIBLE SECURITY | 393657AH4 |
| — | ISIS PHARMACEUT | 17,500,000 | $16.35M | 0.1% | $0.93 | $1.13 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| — | BB&T CORPORATION | 430,721 | $16.25M | 0.1% | $37.72 | $36.96 | — | COMMON STOCK | 054937107 |
| — | TESLA MOTORS INC | 10,000,000 | $16.18M | 0.1% | $1.62 | $1.84 | — | CONVERTIBLE SECURITY | 88160RAA9 |
| — | VIPSHOP HOLDINGS LTD | 15,000,000 | $16.17M | 0.1% | $1.08 | $1.06 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| CVLT | COMMVAULT SYSTEMS INC | 303,457 | $16.12M | 0.1% | $53.13 | $50.16 | +5.9% | COMMON STOCK | 204166102 |
| AMGN | AMGEN INC | 95,466 | $15.93M | 0.1% | $166.81 * | $79.05 | +59.8% | COMMON STOCK | 031162100 |
| — | SERVICEMASTER GLOBAL HOLDINGS | 471,784 | $15.89M | 0.1% | $33.68 | $33.68 | — | COMMON STOCK | 81761R109 |
| — | DOMINION RESOURCES INC VA | 315,585 | $15.75M | 0.1% | $49.90 | $49.90 | — | CONVERTIBLE PREFERRED SECURITY | 25746U836 |
| ABBV | ABBVIE | 244,596 | $15.43M | 0.1% | $63.07 * | $38.24 | +12.0% | COMMON STOCK | 00287Y109 |
| — | MENTOR GRAPHICS | 11,500,000 | $15.42M | 0.1% | $1.34 | $1.22 | — | CONVERTIBLE SECURITY | 587200AK2 |
| BIDU | BAIDU INC | 84,595 | $15.4M | 0.1% | $182.07 | $201.88 | -9.8% | COMMON STOCK | 056752108 |
| TJX | TJX COMPANIES INC | 205,409 | $15.36M | 0.1% | $74.78 * | $20.94 | +56.7% | COMMON STOCK | 872540109 |
| ORCL | ORACLE CORP | 382,355 | $15.02M | 0.1% | $39.28 * | $27.91 | +22.4% | COMMON STOCK | 68389X105 |
| — | VIAVI SOLUTIONS INC | 15,000,000 | $14.98M | 0.1% | $1.00 | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| SPGI | S&P GLOBAL INC | 117,859 | $14.92M | 0.1% | $126.56 * | $110.19 | +5.5% | COMMON STOCK | 78409V104 |
| — | SPIRIT REALTY CAPITAL INC | 12,995,000 | $14.74M | 0.1% | $1.13 | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| CVS | CVS HEALTH CORP | 163,663 | $14.56M | 0.1% | $88.99 * | $46.87 | +42.7% | COMMON STOCK | 126650100 |
| F | FORD MOTOR CO | 1,187,987 | $14.34M | 0.1% | $12.07 * | $7.77 | -5.2% | COMMON STOCK | 345370860 |
| — | DUPONT DE NEMOUR & CO | 213,762 | $14.32M | 0.1% | $66.97 | $59.82 | — | COMMON STOCK | 263534109 |
| — | TAL EDUCATION GROUP | 5,250,000 | $14.28M | 0.1% | $2.72 | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| — | ALCOA INC | 433,605 | $14.18M | 0.1% | $32.69 | $39.53 | — | CONVERTIBLE PREFERRED SECURITY | 013817309 |
| BABA | ALIBABA GROUP HOLDING LTD | 133,444 | $14.12M | 0.1% | $105.79 | $82.33 | +28.5% | COMMON STOCK | 01609W102 |
| CCL | CARNIVAL CORP | 288,801 | $14.1M | 0.1% | $48.82 * | $30.28 | +43.7% | COMMON STOCK | 143658300 |
| — | SHUTTERFLY INC | 14,000,000 | $13.76M | 0.1% | $0.98 | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| — | SUNPOWER CORP | 14,925,000 | $13.6M | 0.1% | $0.91 | $1.26 | — | CONVERTIBLE SECURITY | 867652AG4 |
| — | VCA INC | 193,131 | $13.52M | 0.1% | $69.98 | $56.55 | — | COMMON STOCK | 918194101 |
| — | ELECTRONICS FOR IMAGING INC | 12,158,000 | $13.5M | 0.1% | $1.11 | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| TMO | THERMO FISHER SCIENTIFIC INC | 84,242 | $13.4M | 0.1% | $159.07 * | $98.26 | +57.8% | COMMON STOCK | 883556102 |
| — | CORNERSTONE ONDEMAND INC | 12,000,000 | $13.16M | 0.1% | $1.10 | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| ABT | ABBOTT LABORATORIES | 309,624 | $13.09M | 0.1% | $42.29 * | $32.99 | +8.2% | COMMON STOCK | 002824100 |
| LBRDA | LIBERTY BROADBAND | 185,766 | $13.03M | 0.1% | $70.16 * | $61.75 | +6.5% | COMMON STOCK | 530307107 |
| NOK | NOKIA CP | 2,200,000 | $12.74M | 0.1% | $5.79 | $3.52 | +64.5% | COMMON STOCK | 654902204 |
| — | DEPOMED INC | 9,000,000 | $12.51M | 0.1% | $1.39 | $1.17 | — | CONVERTIBLE SECURITY | 249908AA2 |
| WHR | WHIRLPOOL CORP | 77,141 | $12.51M | 0.1% | $162.16 | $187.83 | -13.7% | COMMON STOCK | 963320106 |
| — | DISCOVER FINANCIAL SERVICES | 221,098 | $12.5M | 0.1% | $56.55 | $48.60 | — | COMMON STOCK | 254709108 |
| NBIS | YANDEX NV | 578,720 | $12.18M | 0.1% | $21.05 | $19.21 | — | COMMON STOCK | N97284108 |
| — | HORIZON PHARMA PLC | 12,500,000 | $12.17M | 0.1% | $0.97 | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| — | RAMBUS INC | 10,000,000 | $12.01M | 0.1% | $1.20 | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | YANDEX NV | 12,501,000 | $11.91M | 0.1% | $0.95 | $0.83 | — | CONVERTIBLE SECURITY | 98474TAB3 |
| DUK | DUKE ENERGY CORP | 145,963 | $11.68M | 0.1% | $80.04 * | $42.79 | +27.9% | COMMON STOCK | 26441C204 |
| — | MERITAGE CORP | 11,635,000 | $11.62M | 0.1% | $1.00 | $1.07 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| — | CEPHEID INC | 10,902,000 | $11.33M | 0.1% | $1.04 | $1.11 | — | CONVERTIBLE SECURITY | 15670RAC1 |
| — | CTRIP.COM INTL LTD | 10,000,000 | $11.3M | 0.1% | $1.13 | $1.08 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $11.29M | 0.1% | $1.13 | $1.24 | — | CONVERTIBLE SECURITY | 00163UAA4 |
| ILMN | ILLUMINA INC | 61,523 | $11.18M | 0.1% | $181.66 * | $120.74 | +46.4% | COMMON STOCK | 452327109 |
| MIDD | MIDDLEBY CORP | 89,994 | $11.13M | 0.1% | $123.62 | $114.76 | +7.7% | COMMON STOCK | 596278101 |
| NEE | NEXTERA ENERGY INC | 90,323 | $11.05M | 0.1% | $122.32 * | $18.20 | +33.0% | COMMON STOCK | 65339F101 |
| — | INTEL CORP | 7,989,000 | $11.04M | 0.1% | $1.38 | $1.19 | — | CONVERTIBLE SECURITY | 458140AD2 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 11,252,000 | $10.93M | 0.1% | $0.97 | $0.97 | — | CONVERTIBLE SECURITY | 049164BH8 |
| GS | GOLDMAN SACHS | 67,613 | $10.9M | 0.1% | $161.27 * | $128.06 | +3.9% | COMMON STOCK | 38141G104 |
| — | LIVE NATION ENTERTAINMENT INC | 10,000,000 | $10.83M | 0.1% | $1.08 | $1.08 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| — | WRIGHT MEDICAL | 10,000,000 | $10.71M | 0.1% | $1.07 | $0.90 | — | CONVERTIBLE SECURITY | 98235TAE7 |
| — | TOLL BROTHERS FINANCE CORP. | 10,470,000 | $10.3M | 0.1% | $0.98 | $1.05 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| SYF | SYNCHRONY FINANCIAL | 366,816 | $10.27M | 0.1% | $28.00 * | $24.95 | -10.0% | COMMON STOCK | 87165B103 |
| — | LIGAND PHARMACEUTICALS INC | 7,000,000 | $10.26M | 0.1% | $1.47 | $1.30 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| — | INTEGRATED DEVICE TECHNOLOGY | 10,000,000 | $10.16M | 0.1% | $1.02 | $1.04 | — | CONVERTIBLE SECURITY | 458118AB2 |
| GM | GENERAL MOTORS CO | 316,821 | $10.06M | 0.1% | $31.77 * | $25.27 | +5.0% | COMMON STOCK | 37045V100 |
| — | INFINERA CORP | 9,500,000 | $9.981M | 0.1% | $1.05 | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| — | SEACOR HOLDINGS INC | 9,866,000 | $9.956M | 0.1% | $1.01 | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| — | STERICYCLE INC | 150,000 | $9.941M | 0.1% | $66.27 | $101.72 | — | CONVERTIBLE PREFERRED SECURITY | 858912207 |
| MMM | 3M CO | 55,838 | $9.84M | 0.1% | $176.22 * | $84.89 | +27.3% | COMMON STOCK | 88579Y101 |
| BMY | BRISTOL MYERS SQUIBB | 182,126 | $9.82M | 0.1% | $53.92 * | $32.89 | +17.8% | COMMON STOCK | 110122108 |
| — | MEDICINES CO | 7,500,000 | $9.715M | 0.1% | $1.30 | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| — | ARES CAPITAL CORP | 9,274,000 | $9.706M | 0.1% | $1.05 | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| — | INCYTE GENOMICS | 4,960,000 | $9.649M | 0.1% | $1.95 | $1.82 | — | CONVERTIBLE SECURITY | 45337CAN2 |
| — | SM ENERGY CO | 7,985,000 | $9.613M | 0.1% | $1.20 | $1.20 | — | CONVERTIBLE SECURITY | 78454LAM2 |
| — | CTRIP.COM INTL LTD | 203,580 | $9.481M | 0.1% | $46.57 | $45.05 | — | COMMON STOCK | 22943F100 |
| — | BROOKDALE SENIOR LIVING INC | 9,500,000 | $9.48M | 0.1% | $1.00 | $1.22 | — | CONVERTIBLE SECURITY | 112463AA2 |
| — | WHITING PETROLEUM CORP | 11,525,000 | $9.462M | 0.1% | $0.82 | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| MS | MORGAN STANLEY | 293,912 | $9.423M | 0.1% | $32.06 * | $21.75 | +13.1% | COMMON STOCK | 617446448 |
| — | CARDTRONICS INC | 8,800,000 | $9.332M | 0.1% | $1.06 | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| SO | SOUTHN COMPANY | 181,493 | $9.311M | 0.1% | $51.30 * | $26.64 | +30.8% | COMMON STOCK | 842587107 |
| SPG | SIMON PROPERTY GROUP INC | 44,964 | $9.308M | 0.1% | $207.01 * | $88.80 | +43.4% | COMMON STOCK | 828806109 |
| — | JAZZ PHARMACEUTICLS | 9,015,000 | $9.157M | 0.1% | $1.02 | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| KMI | KINDER MORGAN INC | 395,267 | $9.143M | 0.1% | $23.13 * | $16.95 | -15.8% | COMMON STOCK | 49456B101 |
| — | MOLINA HEALTHCARE INC | 5,795,000 | $8.84M | 0.1% | $1.53 | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| ELV | ANTHEM INC | 70,477 | $8.831M | 0.1% | $125.30 * | $111.08 | -0.3% | COMMON STOCK | 036752103 |
| — | MONSANTO CO -NEW | 83,294 | $8.513M | 0.1% | $102.20 | $103.41 | — | COMMON STOCK | 61166W101 |
| — | HOLOGIC INC | 6,201,000 | $8.46M | 0.1% | $1.36 | $1.07 | — | CONVERTIBLE SECURITY | 436440AC5 |
| — | SPECTRANETICS | 8,000,000 | $8.457M | 0.1% | $1.06 | $1.12 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| USB | US BANCORP | 195,299 | $8.376M | 0.1% | $42.89 * | $22.79 | +33.6% | COMMON STOCK | 902973304 |
| PRU | PRUDENTIAL FINANCIAL INC | 102,354 | $8.357M | 0.1% | $81.65 * | $44.33 | +21.2% | COMMON STOCK | 744320102 |
| — | NEWMONT MINING CORP | 7,589,000 | $8.295M | 0.1% | $1.09 | $1.04 | — | CONVERTIBLE SECURITY | 651639AJ5 |
| PAYC | PAYCOM SOFTWARE INC | 161,404 | $8.091M | 0.1% | $50.13 | $47.86 | +2.7% | COMMON STOCK | 70432V102 |
| — | BOTTOMLINE TECH | 7,750,000 | $7.928M | 0.1% | $1.02 | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| COP | CONOCOPHILLIPS | 177,174 | $7.702M | 0.1% | $43.47 * | $42.18 | -22.7% | COMMON STOCK | 20825C104 |
| — | FIREEYE | 8,282,000 | $7.558M | 0.1% | $0.91 | $0.86 | — | CONVERTIBLE SECURITY | 31816QAD3 |
| — | DYCOM INDS | 6,872,000 | $7.53M | 0.1% | $1.10 | $1.10 | — | CONVERTIBLE SECURITY | 267475AB7 |
| — | EXPRESS SCRIPTS HOLDING CO | 106,705 | $7.526M | 0.1% | $70.53 | $68.55 | — | COMMON STOCK | 30219G108 |
| PYPL | PAYPAL HOLDINGS INC | 183,213 | $7.506M | 0.1% | $40.97 | $36.31 | +12.6% | COMMON STOCK | 70450Y103 |
| — | ROVI CORP | 7,500,000 | $7.485M | 0.1% | $1.00 | $0.96 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | HERBALIFE LTD | 7,500,000 | $7.434M | 0.1% | $0.99 | $0.99 | — | CONVERTIBLE SECURITY | 42703MAB9 |
| — | MICRON TECHNOLOGY INC | 3,850,000 | $7.321M | 0.1% | $1.90 | $2.01 | — | CONVERTIBLE SECURITY | 595112AX1 |
| IMAX | IMAX CORP | 250,357 | $7.253M | 0.1% | $28.97 | $35.56 | -18.5% | COMMON STOCK | 45245E109 |
| — | LAM RESEARCH CORP | 4,532,000 | $7.237M | 0.1% | $1.60 | $1.60 | — | CONVERTIBLE SECURITY | 512807AL2 |
| COF | CAPITAL ONE FINANCIAL CORP | 99,129 | $7.12M | 0.1% | $71.83 * | $55.32 | +10.3% | COMMON STOCK | 14040H105 |
| — | ALLEGHENY TECHNOLOGIES INC | 5,000,000 | $7.07M | 0.1% | $1.41 | $1.06 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| — | NAVISTAR INTL | 7,500,000 | $7.051M | 0.1% | $0.94 | $0.86 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| PSX | PHILLIPS 66 | 87,233 | $7.027M | 0.1% | $80.55 * | $45.46 | +24.5% | COMMON STOCK | 718546104 |
| — | GLOBAL X FTSE GREECE 20 | 974,299 | $6.995M | 0.0% | $7.18 | $8.58 | — | COMMON STOCK | 37950E366 |
| — | TAKE-TWO INTERACTIVE SOFTWARE | 2,960,000 | $6.965M | 0.0% | $2.35 | $1.33 | — | CONVERTIBLE SECURITY | 874054AC3 |
| — | ACORDA THERAPEUTICS INC | 8,436,000 | $6.946M | 0.0% | $0.82 | $1.04 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| — | PDC ENERGY INC | 6,466,000 | $6.945M | 0.0% | $1.07 | $1.07 | — | CONVERTIBLE SECURITY | 69327RAD3 |
| — | INCYTE GENOMICS | 3,643,000 | $6.935M | 0.0% | $1.90 | $1.73 | — | CONVERTIBLE SECURITY | 45337CAM4 |
| — | FIREEYE | 7,447,000 | $6.893M | 0.0% | $0.93 | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| — | LABORATORY CRP OF AMER HLDGS | 49,926 | $6.864M | 0.0% | $137.48 | $118.30 | — | COMMON STOCK | 50540R409 |
| FDX | FEDEX CORP | 38,350 | $6.699M | 0.0% | $174.68 * | $101.83 | +47.9% | COMMON STOCK | 31428X106 |
| — | TTM TECHNOLOGIES INC | 5,000,000 | $6.615M | 0.0% | $1.32 | $1.11 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 6,412,000 | $6.568M | 0.0% | $1.02 | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| FISV | FISERV INC | 65,707 | $6.536M | 0.0% | $99.47 * | $29.85 | +66.6% | COMMON STOCK | 337738108 |
| — | CHINA BIOLOGIC PRODUCTS INC | 52,185 | $6.496M | 0.0% | $124.48 | $95.18 | — | COMMON STOCK | 16938C106 |
| DE | DEERE & CO | 74,056 | $6.321M | 0.0% | $85.35 * | $69.35 | +6.5% | COMMON STOCK | 244199105 |
| YUM | YUM! BRANDS INC | 69,042 | $6.27M | 0.0% | $90.81 * | $47.79 | +15.4% | COMMON STOCK | 988498101 |
| CRM | SALESFORCE.COM INC | 86,235 | $6.151M | 0.0% | $71.33 | $56.33 | +25.1% | COMMON STOCK | 79466L302 |
| LIVN | LIVANOVA PLC | 100,925 | $6.067M | 0.0% | $60.11 | $52.57 | +14.3% | COMMON STOCK | G5509L101 |
| — | STARWOOD PROPERTY TRUST INC | 5,792,000 | $5.964M | 0.0% | $1.03 | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| CAT | CATERPILLAR INC | 66,829 | $5.932M | 0.0% | $88.76 * | $62.56 | +14.6% | COMMON STOCK | 149123101 |
| — | OLD REPUBLIC INTL CORP | 4,885,000 | $5.889M | 0.0% | $1.21 | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| SCHW | SCHWAB (CHARLES) CORP | 185,913 | $5.869M | 0.0% | $31.57 * | $25.31 | +10.8% | COMMON STOCK | 808513105 |
| CL | COLGATE-PALMOLIVE CO | 79,136 | $5.867M | 0.0% | $74.14 * | $45.73 | +30.4% | COMMON STOCK | 194162103 |
| — | FIRSTCASH INC | 122,625 | $5.773M | 0.0% | $47.08 | $47.08 | — | COMMON STOCK | 33767D105 |
| KHC | KRAFT HEINZ CO/THE | 63,915 | $5.721M | 0.0% | $89.51 * | $47.85 | +23.2% | COMMON STOCK | 500754106 |
| — | FORESTAR GROUP INC | 6,000,000 | $5.7M | 0.0% | $0.95 | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| — | OASIS PETROLEUM INC | 5,000,000 | $5.614M | 0.0% | $1.12 | $1.12 | — | CONVERTIBLE SECURITY | 674215AJ7 |
| — | INTERCEPT PHARMACEUTICALS | 5,000,000 | $5.603M | 0.0% | $1.12 | $1.12 | — | CONVERTIBLE SECURITY | 45845PAA6 |
| — | TIMKENSTEEL CORP | 5,000,000 | $5.57M | 0.0% | $1.11 | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| GD | GENERAL DYNAMICS CORP | 34,856 | $5.408M | 0.0% | $155.15 * | $67.01 | +88.9% | COMMON STOCK | 369550108 |
| — | STARWOOD WAYPOINT RESIDENTIAL | 5,000,000 | $5.404M | 0.0% | $1.08 | $1.00 | — | CONVERTIBLE SECURITY | 85571WAD1 |
| CHTR | CHARTER COMMUNICATIONS INC | 19,983 | $5.395M | 0.0% | $269.98 | $252.61 | +6.9% | COMMON STOCK | 16119P108 |
| CB | CHUBB LTD | 42,824 | $5.381M | 0.0% | $125.65 * | $96.06 | +11.1% | COMMON STOCK | H1467J104 |
| TGT | TARGET CORP | 77,068 | $5.293M | 0.0% | $68.68 * | $55.15 | -5.2% | COMMON STOCK | 87612E106 |
| — | CIGNA CORP | 40,540 | $5.283M | 0.0% | $130.32 | $94.20 | — | COMMON STOCK | 125509109 |
| ITW | ILL TOOL WORKS INC | 43,843 | $5.254M | 0.0% | $119.84 * | $60.71 | +58.7% | COMMON STOCK | 452308109 |
| — | ORBOTECH LTD | 176,500 | $5.226M | 0.0% | $29.61 | $29.61 | — | COMMON STOCK | M75253100 |
| — | TWENTY-FIRST CENTURY FOX INC | 214,834 | $5.203M | 0.0% | $24.22 | $34.10 | — | COMMON STOCK | 90130A101 |
| AMT | AMERICAN TOWER REIT INC | 45,595 | $5.167M | 0.0% | $113.32 * | $72.77 | +23.7% | COMMON STOCK | 03027X100 |
| DHR | DANAHER CORP | 65,707 | $5.151M | 0.0% | $78.39 * | $33.22 | +99.9% | COMMON STOCK | 235851102 |
| — | BLACKROCK INC | 14,100 | $5.111M | 0.0% | $362.48 | $280.54 | — | COMMON STOCK | 09247X101 |
| TXN | TEXAS INSTRUMENTS INC | 72,648 | $5.098M | 0.0% | $70.17 * | $33.49 | +62.1% | COMMON STOCK | 882508104 |
| — | QUIDEL CORP | 5,000,000 | $5.046M | 0.0% | $1.01 | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| — | SINA CORP | 5,000,000 | $5.015M | 0.0% | $1.00 | $0.92 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| — | ENVESTNET INC | 5,000,000 | $4.839M | 0.0% | $0.97 | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| — | NEW ORIENTAL EDUCATION | 103,450 | $4.796M | 0.0% | $46.36 | $46.36 | — | COMMON STOCK | 647581107 |
| BMA | BANCO MACRO SA | 60,240 | $4.714M | 0.0% | $78.25 | $69.08 | +13.3% | COMMON STOCK | 05961W105 |
| — | PRAXAIR INC | 38,350 | $4.634M | 0.0% | $120.83 | $120.69 | — | COMMON STOCK | 74005P104 |
| AEP | AMER ELECTRIC POWER INC | 71,782 | $4.609M | 0.0% | $64.21 * | $32.03 | +44.5% | COMMON STOCK | 025537101 |
| VGK | VANGUARD FTSE EUROPE | 93,471 | $4.555M | 0.0% | $48.73 | $48.52 | +0.4% | COMMON STOCK | 922042874 |
| LYB | LYONDELLBASELL INDUSTRIES | 56,026 | $4.519M | 0.0% | $80.66 * | $38.81 | +21.8% | COMMON STOCK | N53745100 |
| — | CANADIAN SOLAR INC | 5,000,000 | $4.502M | 0.0% | $0.90 | $1.04 | — | CONVERTIBLE SECURITY | 136635AE9 |
| MPC | MARATHON PETROLEUM | 110,668 | $4.492M | 0.0% | $40.59 * | $32.69 | -6.8% | COMMON STOCK | 56585A102 |
| NFLX | NETFLIX INC | 45,444 | $4.479M | 0.0% | $98.56 * | $10.31 | -4.5% | COMMON STOCK | 64110L106 |
| APD | AIR PRODUCTS & CHEMICALS INC | 29,632 | $4.455M | 0.0% | $150.34 * | $74.04 | +48.9% | COMMON STOCK | 009158106 |
| — | SPECTRA ENERGY CORP | 104,162 | $4.453M | 0.0% | $42.75 | $34.68 | — | COMMON STOCK | 847560109 |
| CASY | CASEY'S GENERAL STORES INC | 36,639 | $4.402M | 0.0% | $120.15 * | $108.21 | +3.7% | COMMON STOCK | 147528103 |
| KMB | KIMBERLY-CLARK CORP | 34,228 | $4.318M | 0.0% | $126.15 * | $67.03 | +36.8% | COMMON STOCK | 494368103 |
| — | NUVASIVE INC | 2,654,000 | $4.281M | 0.0% | $1.61 | $1.24 | — | CONVERTIBLE SECURITY | 670704AC9 |
| ALL | ALLSTATE CORP | 61,632 | $4.264M | 0.0% | $69.18 * | $38.94 | +44.7% | COMMON STOCK | 020002101 |
| D | DOMINION RESOURCES INC VA | 56,781 | $4.217M | 0.0% | $74.27 * | $37.52 | +32.3% | COMMON STOCK | 25746U109 |
| GIS | GENERAL MILLS INC | 65,708 | $4.197M | 0.0% | $63.87 * | $33.27 | +38.1% | COMMON STOCK | 370334104 |
| — | AMTRUST FIN SVCS | 4,821,000 | $4.179M | 0.0% | $0.87 | $0.95 | — | CONVERTIBLE SECURITY | 032359AG6 |
| — | 51JOB INC | 3,930,000 | $4.172M | 0.0% | $1.06 | $1.06 | — | CONVERTIBLE SECURITY | 316827AC8 |
| ROST | ROSS STORES INC | 64,239 | $4.131M | 0.0% | $64.31 * | $49.80 | +17.9% | COMMON STOCK | 778296103 |
| DVN | DEVON ENERGY CORPORATION | 93,266 | $4.114M | 0.0% | $44.11 * | $36.76 | -15.4% | COMMON STOCK | 25179M103 |
| — | B2GOLD CORPORATION | 4,000,000 | $4.113M | 0.0% | $1.03 | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| — | M/I HOMES INC | 4,000,000 | $4.104M | 0.0% | $1.03 | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| TRMB | TRIMBLE NAVIGATION LTD | 142,090 | $4.058M | 0.0% | $28.56 | $21.11 | +35.3% | COMMON STOCK | 896239100 |
| — | DYNEGY INC | 50,000 | $4.05M | 0.0% | $81.00 | $107.72 | — | CONVERTIBLE PREFERRED SECURITY | 26817R405 |
| WTI | W&T OFFSHORE INC | 2,273,019 | $4.001M | 0.0% | $1.76 | $1.89 | -6.9% | COMMON STOCK | 92922P106 |
| KR | KROGER CO | 132,239 | $3.925M | 0.0% | $29.68 * | $22.20 | +10.3% | COMMON STOCK | 501044101 |
| EIX | EDISON INTL | 54,261 | $3.92M | 0.0% | $72.24 * | $31.72 | +55.9% | COMMON STOCK | 281020107 |
| PCG | P G & E CORP | 63,818 | $3.904M | 0.0% | $61.17 * | $40.34 | +45.3% | COMMON STOCK | 69331C108 |
| CMI | CUMMINS INC | 30,077 | $3.854M | 0.0% | $128.14 * | $107.71 | -6.7% | COMMON STOCK | 231021106 |
| EBAY | EBAY INC | 116,636 | $3.837M | 0.0% | $32.90 * | $20.28 | +44.4% | COMMON STOCK | 278642103 |
| ABEV | COMPANHIA DE BEBIDAS | 628,900 | $3.83M | 0.0% | $6.09 | $6.53 | -6.7% | COMMON STOCK | 02319V103 |
| HPQ | HP INC | 246,178 | $3.823M | 0.0% | $15.53 * | $9.04 | +27.1% | COMMON STOCK | 40434L105 |
| — | IGI LABORATORIES INC | 4,000,000 | $3.819M | 0.0% | $0.95 | $1.06 | — | CONVERTIBLE SECURITY | 449575AB5 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 76,802 | $3.664M | 0.0% | $47.71 * | $43.39 | -2.5% | COMMON STOCK | 192446102 |
| — | TE CONNECTIVITY LTD | 56,432 | $3.633M | 0.0% | $64.38 | $59.63 | — | COMMON STOCK | H84989104 |
| PPG | PPG INDUSTRIES INC | 34,996 | $3.617M | 0.0% | $103.35 * | $77.14 | +12.9% | COMMON STOCK | 693506107 |
| EMR | EMERSON ELECTRIC CO | 65,708 | $3.582M | 0.0% | $54.51 * | $40.64 | +6.3% | COMMON STOCK | 291011104 |
| — | COWEN GROUP INC | 3,500,000 | $3.405M | 0.0% | $0.97 | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| — | YAHOO! INC | 78,862 | $3.399M | 0.0% | $43.10 | $43.96 | — | COMMON STOCK | 984332106 |
| PSA | STORAGE PROPERTIES | 15,110 | $3.372M | 0.0% | $223.16 * | $131.88 | +16.5% | COMMON STOCK | 74460D109 |
| TRV | TRAVELERS COMPANIES INC | 29,077 | $3.331M | 0.0% | $114.56 * | $65.62 | +42.6% | COMMON STOCK | 89417E109 |
| — | CERNER CORP | 53,400 | $3.297M | 0.0% | $61.74 | $72.33 | — | COMMON STOCK | 156782104 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.285M | 0.0% | $0.82 | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| AMP | AMERIPRISE FINANCIAL INC | 32,858 | $3.278M | 0.0% | $99.76 * | $84.64 | -2.3% | COMMON STOCK | 03076C106 |
| PLD | PROLOGIS INC | 60,941 | $3.263M | 0.0% | $53.54 * | $27.11 | +52.2% | COMMON STOCK | 74340W103 |
| — | NOBLE ENERGY INC | 90,203 | $3.224M | 0.0% | $35.74 | $54.98 | — | COMMON STOCK | 655044105 |
| EXC | EXELON CORP | 95,548 | $3.181M | 0.0% | $33.29 * | $15.66 | +9.6% | COMMON STOCK | 30161N101 |
| CAH | CARDINAL HEALTH INC | 40,080 | $3.114M | 0.0% | $77.69 * | $65.00 | -8.6% | COMMON STOCK | 14149Y108 |
| — | BANCOLOMBIA | 79,400 | $3.1M | 0.0% | $39.04 | $39.04 | — | COMMON STOCK | 05968L102 |
| STT | STATE STREET CORP | 44,248 | $3.081M | 0.0% | $69.63 * | $48.07 | +10.7% | COMMON STOCK | 857477103 |
| ED | CONSOL EDISON | 40,688 | $3.064M | 0.0% | $75.30 * | $38.33 | +40.8% | COMMON STOCK | 209115104 |
| — | CENTURYLINK INC | 110,845 | $3.04M | 0.0% | $27.43 | $34.76 | — | COMMON STOCK | 156700106 |
| VLO | VALERO ENERGY | 54,637 | $2.896M | 0.0% | $53.00 * | $30.69 | +19.5% | COMMON STOCK | 91913Y100 |
| — | SUNTRUST BANKS INC | 65,958 | $2.889M | 0.0% | $43.80 | $33.49 | — | COMMON STOCK | 867914103 |
| — | ST JUDE MEDICAL INC | 36,003 | $2.872M | 0.0% | $79.77 | $58.07 | — | COMMON STOCK | 790849103 |
| — | HELIX ENERGY SOLUTIONS GROUP | 3,000,000 | $2.839M | 0.0% | $0.95 | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| WELL | WELLTOWER INC | 37,353 | $2.793M | 0.0% | $74.77 * | $44.78 | +18.3% | COMMON STOCK | 95040Q104 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 66,478 | $2.783M | 0.0% | $41.86 * | $22.75 | +34.0% | COMMON STOCK | 744573106 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 64,776 | $2.774M | 0.0% | $42.82 * | $24.72 | +41.8% | COMMON STOCK | 416515104 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 36,837 | $2.761M | 0.0% | $74.95 * | $70.86 | -4.3% | COMMON STOCK | V7780T103 |
| — | KELLOGG CO | 35,603 | $2.758M | 0.0% | $77.47 * | $39.33 | +32.7% | COMMON STOCK | 487836108 |
| — | NETSUITE INC | 2,500,000 | $2.757M | 0.0% | $1.10 | $1.03 | — | CONVERTIBLE SECURITY | 64118QAB3 |
| NSC | NORFOLK SOTHN CORP | 28,147 | $2.732M | 0.0% | $97.06 * | $62.34 | +28.9% | COMMON STOCK | 655844108 |
| AFL | AFLAC INC | 37,594 | $2.702M | 0.0% | $71.87 * | $20.32 | +42.5% | COMMON STOCK | 001055102 |
| — | BAKER HUGHES | 52,833 | $2.666M | 0.0% | $50.46 | $47.95 | — | COMMON STOCK | 057224107 |
| EQR | EQUITY RESIDENTIAL | 41,328 | $2.659M | 0.0% | $64.34 * | $45.31 | +1.7% | COMMON STOCK | 29476L107 |
| APH | AMPHENOL CORP | 40,689 | $2.642M | 0.0% | $64.93 * | $10.23 | +45.3% | COMMON STOCK | 032095101 |
| WDC | WESTERN DIGITAL CORP | 44,816 | $2.62M | 0.0% | $58.46 * | $58.20 | -32.7% | COMMON STOCK | 958102105 |
| ADM | ARCHER DANIELS MIDLAND | 61,978 | $2.614M | 0.0% | $42.18 * | $24.59 | +30.3% | COMMON STOCK | 039483102 |
| — | TEVA PHARMACEUTICAL IND LTD | 2,180,000 | $2.612M | 0.0% | $1.20 | $1.10 | — | CONVERTIBLE SECURITY | 88163VAE9 |
| MCHP | MICROCHIP TECHNOLOGY INC | 40,687 | $2.528M | 0.0% | $62.13 * | $14.91 | +75.5% | COMMON STOCK | 595017104 |
| CMS | CMS ENERGY CORP | 59,996 | $2.52M | 0.0% | $42.00 * | $20.22 | +57.9% | COMMON STOCK | 125896100 |
| AVB | AVALONBAY COMMUNITIES INC | 14,059 | $2.5M | 0.0% | $177.82 * | $110.69 | +17.5% | COMMON STOCK | 053484101 |
| VTR | VENTAS INC | 35,081 | $2.478M | 0.0% | $70.64 * | $52.14 | -9.1% | COMMON STOCK | 92276F100 |
| — | BROCADE COMMUNICATIONS SYSTEMS | 2,500,000 | $2.477M | 0.0% | $0.99 | $0.99 | — | CONVERTIBLE SECURITY | 111621AQ1 |
| — | JUNIPER NETWORKS INC | 102,443 | $2.465M | 0.0% | $24.06 | $22.88 | — | COMMON STOCK | 48203R104 |
| — | APPLE INC | 3,490 | $2.413M | 0.0% | $691.40 | — | — | Call | 037833900 |
| — | NAVISTAR INTL | 2,500,000 | $2.374M | 0.0% | $0.95 | $0.95 | — | CONVERTIBLE SECURITY | 63934EAQ1 |
| — | PROSPECT CAPITAL CORP | 2,300,000 | $2.37M | 0.0% | $1.03 | $1.01 | — | CONVERTIBLE SECURITY | 74348TAL6 |
| — | CALAMP CORP | 2,500,000 | $2.352M | 0.0% | $0.94 | $0.94 | — | CONVERTIBLE SECURITY | 128126AB5 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 5,545 | $2.348M | 0.0% | $423.44 * | $11.41 | -25.8% | COMMON STOCK | 169656105 |
| — | JEFFERIES GROUP INC | 2,288,000 | $2.332M | 0.0% | $1.02 | $1.03 | — | CONVERTIBLE SECURITY | 472319AG7 |
| RIO | RIO TINTO PLC | 68,756 | $2.296M | 0.0% | $33.39 | $44.61 | -25.1% | COMMON STOCK | 767204100 |
| FITB | FIFTH THIRD BK | 111,891 | $2.289M | 0.0% | $20.46 * | $12.58 | +17.3% | COMMON STOCK | 316773100 |
| PNR | PENTAIR PLC | 35,603 | $2.287M | 0.0% | $64.24 * | $40.87 | -9.0% | COMMON STOCK | G7S00T104 |
| — | SOLARCITY | 3,000,000 | $2.275M | 0.0% | $0.76 | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| IVV | ISHARES S&P 500 INDEX FUND | 10,402 | $2.263M | 0.0% | $217.55 | $207.58 | +4.8% | COMMON STOCK | 464287200 |
| MHK | MOHAWK INDS INC | 11,013 | $2.206M | 0.0% | $200.31 | $119.70 | +67.4% | COMMON STOCK | 608190104 |
| — | SYMANTEC CORP | 86,462 | $2.17M | 0.0% | $25.10 | $22.70 | — | COMMON STOCK | 871503108 |
| AKAM | AKAMAI TECHNOLOGIES INC | 40,688 | $2.156M | 0.0% | $52.99 | $55.31 | -4.2% | COMMON STOCK | 00971T101 |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 94,619 | $2.153M | 0.0% | $22.75 * | $6.49 | +55.5% | COMMON STOCK | 42824C109 |
| — | COACH INC | 58,484 | $2.138M | 0.0% | $36.56 | $43.99 | — | COMMON STOCK | 189754104 |
| UAL | UNITED CONTINENTAL HOLDINGS IN | 40,687 | $2.135M | 0.0% | $52.47 | $54.04 | -2.9% | COMMON STOCK | 910047109 |
| EFAV | ISHARES EDGE MSCI MIN VOL EAFE | 31,550 | $2.134M | 0.0% | $67.64 | $65.06 | +4.0% | COMMON STOCK | 46429B689 |
| — | JNJ (ALZA CP) ZERO 7/20 | 1,293,000 | $2.104M | 0.0% | $1.63 | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| NVDA | NVIDIA CORP | 30,556 | $2.094M | 0.0% | $68.53 * | $1.45 | +16.1% | COMMON STOCK | 67066G104 |
| EQT | EQT CORP | 28,486 | $2.069M | 0.0% | $72.63 * | $44.40 | -18.0% | COMMON STOCK | 26884L109 |
| VNO | VORNADO REALTY TRUST | 20,436 | $2.068M | 0.0% | $101.19 | $85.29 | — | COMMON STOCK | 929042109 |
| AL | AIR LEASE | 71,607 | $2.047M | 0.0% | $28.59 * | $25.52 | -3.5% | COMMON STOCK | 00912X302 |
| — | XILINX INC | 1,865 | $2.042M | 0.0% | $1094.91 | — | — | Call | 983919901 |
| A | AGILENT TECHNOLOGIES INC | 43,156 | $2.032M | 0.0% | $47.08 * | $34.73 | +26.4% | COMMON STOCK | 00846U101 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $1.979M | 0.0% | $0.99 | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| — | NATIONAL OILWELL VARCO INC | 53,657 | $1.971M | 0.0% | $36.73 | $65.14 | — | COMMON STOCK | 637071101 |
| CBRE | CBRE GROUP INC | 69,720 | $1.951M | 0.0% | $27.98 | $33.95 | -17.6% | COMMON STOCK | 12504L109 |
| — | COLONY FINANCIAL INC | 2,000,000 | $1.944M | 0.0% | $0.97 | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| — | JANUS CAPITAL GROUP FUNDS | 1,420,000 | $1.942M | 0.0% | $1.37 | $1.42 | — | CONVERTIBLE SECURITY | 47102XAH8 |
| FCX | FREEPORT-MCMORAN INC | 178,607 | $1.94M | 0.0% | $10.86 * | $23.72 | -58.5% | COMMON STOCK | 35671D857 |
| CAG | CONAGRA FOODS INC | 40,688 | $1.917M | 0.0% | $47.11 * | $17.20 | +52.6% | COMMON STOCK | 205887102 |
| RF | REGIONS FINANCIAL CORP | 193,269 | $1.908M | 0.0% | $9.87 * | $5.88 | +19.9% | COMMON STOCK | 7591EP100 |
| — | LABORATORY CORP LYONS | 1,030,000 | $1.899M | 0.0% | $1.84 | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| PPL | PPL CORP | 54,661 | $1.89M | 0.0% | $34.58 * | $16.77 | +36.5% | COMMON STOCK | 69351T106 |
| XEL | XCEL ENERGY INC | 45,777 | $1.883M | 0.0% | $41.13 * | $20.88 | +48.3% | COMMON STOCK | 98389B100 |
| MOS | MOSAIC CO | 76,696 | $1.876M | 0.0% | $24.46 * | $44.51 | -53.3% | COMMON STOCK | 61945C103 |
| ETR | ENTERGY CORP | 24,416 | $1.873M | 0.0% | $76.71 * | $20.83 | +28.8% | COMMON STOCK | 29364G103 |
| TROW | T ROWE PRICE | 27,466 | $1.826M | 0.0% | $66.48 * | $47.92 | -1.0% | COMMON STOCK | 74144T108 |
| — | POWERSHARES S&P 500 LOW VOLA | 43,752 | $1.815M | 0.0% | $41.48 | $42.01 | — | COMMON STOCK | 73937B779 |
| — | APACHE CORP | 27,771 | $1.774M | 0.0% | $63.88 | $76.88 | — | COMMON STOCK | 037411105 |
| — | MYLAN NV | 46,194 | $1.761M | 0.0% | $38.12 | $58.54 | — | COMMON STOCK | N59465109 |
| — | RED HAT INC | 21,646 | $1.75M | 0.0% | $80.85 | $82.10 | — | COMMON STOCK | 756577102 |
| FLR | FLUOR CORP | 33,567 | $1.723M | 0.0% | $51.33 * | $53.38 | -11.2% | COMMON STOCK | 343412102 |
| FE | FIRSTENERGY CORP | 50,861 | $1.682M | 0.0% | $33.07 * | $23.78 | -5.4% | COMMON STOCK | 337932107 |
| FTV | FORTIVE CORPORATION | 32,853 | $1.672M | 0.0% | $50.89 * | $30.87 | +0.1% | COMMON STOCK | 34959J108 |
| — | MEAD JOHNSON NUTRITION CO | 21,019 | $1.661M | 0.0% | $79.02 | $80.54 | — | COMMON STOCK | 582839106 |
| BLD | TOPBUILD | 49,999 | $1.66M | 0.0% | $33.20 | $30.95 | +7.3% | COMMON STOCK | 89055F103 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.65M | 0.0% | $1.10 | $1.04 | — | CONVERTIBLE SECURITY | 09257WAA8 |
| — | ENVISION HEALTHCARE HOLDINGS | 73,955 | $1.647M | 0.0% | $22.27 | $31.56 | — | COMMON STOCK | 29413U103 |
| INDA | BARCLAY/ISHARES FUNDS | 55,761 | $1.64M | 0.0% | $29.41 | $28.39 | +3.6% | COMMON STOCK | 46429B598 |
| REGN | REGENERON PHARMACEUTICALS INC | 4,067 | $1.635M | 0.0% | $402.02 | $251.07 | +59.2% | COMMON STOCK | 75886F107 |
| — | DANAHER CORP | 540,000 | $1.618M | 0.0% | $3.00 | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | HESS CORP | 29,760 | $1.596M | 0.0% | $53.63 | $60.10 | — | COMMON STOCK | 42809H107 |
| HST | HOST HOTELS & RESORTS INC | 100,242 | $1.561M | 0.0% | $15.57 * | $13.89 | -21.7% | COMMON STOCK | 44107P104 |
| BEN | FRANKLIN RESOURCES INC | 43,231 | $1.538M | 0.0% | $35.58 * | $29.26 | -23.8% | COMMON STOCK | 354613101 |
| — | VIACOM INC | 39,955 | $1.522M | 0.0% | $38.09 | $67.63 | — | COMMON STOCK | 92553P201 |
| TRIP | TRIPADVISOR INC | 23,447 | $1.481M | 0.0% | $63.16 * | $68.48 | -18.0% | COMMON STOCK | 896945201 |
| DGX | QUEST DIAGNOSTC | 17,453 | $1.477M | 0.0% | $84.63 * | $48.82 | +44.8% | COMMON STOCK | 74834L100 |
| — | KKR & CO LP | 101,568 | $1.448M | 0.0% | $14.26 | $13.79 | — | COMMON STOCK | 48248M102 |
| TSLA | TESLA MOTORS INC | 7,060 | $1.44M | 0.0% | $203.97 * | $16.44 | -17.3% | COMMON STOCK | 88160R101 |
| — | BLACKSTONE GROUP LP | 55,220 | $1.41M | 0.0% | $25.53 | $22.88 | — | COMMON STOCK | 09253U108 |
| — | TESLA MOTORS INC | 1,555,000 | $1.405M | 0.0% | $0.90 | $0.94 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| PRGO | PERRIGO CO PLC | 15,138 | $1.398M | 0.0% | $92.35 | $141.68 | -34.8% | COMMON STOCK | G97822103 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.397M | 0.0% | $14.11 | $15.16 | -6.9% | COMMON STOCK | 56501R106 |
| IVZ | INVESCO LTD | 44,018 | $1.376M | 0.0% | $31.26 * | $18.85 | +8.3% | COMMON STOCK | G491BT108 |
| AES | AES CORP | 106,806 | $1.372M | 0.0% | $12.85 * | $8.13 | +12.2% | COMMON STOCK | 00130H105 |
| HSY | HERSHEY FOODS CORP | 14,244 | $1.362M | 0.0% | $95.62 * | $65.99 | +16.3% | COMMON STOCK | 427866108 |
| KMX | CARMAX INC | 25,431 | $1.357M | 0.0% | $53.36 | $48.89 | +9.1% | COMMON STOCK | 143130102 |
| DVA | DAVITA INC | 20,346 | $1.344M | 0.0% | $66.06 | $74.81 | -11.7% | COMMON STOCK | 23918K108 |
| — | L-3 COMMUNICATIONS HOLDINGS | 8,605 | $1.297M | 0.0% | $150.73 | $124.67 | — | COMMON STOCK | 502424104 |
| VNM | VANECK VECTORS VIETNAM ETF | 85,321 | $1.288M | 0.0% | $15.10 | $14.74 | +2.4% | COMMON STOCK | 92189F817 |
| DVY | ISHARES DJ SELECT DVD | 14,946 | $1.281M | 0.0% | $85.71 | $75.77 | +13.1% | COMMON STOCK | 464287168 |
| DRI | DARDEN RESTAURANTS INC | 20,346 | $1.248M | 0.0% | $61.34 * | $35.91 | +31.3% | COMMON STOCK | 237194105 |
| PVH | PVH CORP | 11,189 | $1.236M | 0.0% | $110.47 | $112.48 | -3.1% | COMMON STOCK | 693656100 |
| — | GENERAL MOTORS CO | 88,470 | $1.235M | 0.0% | $13.96 | $16.70 | — | WARRANTS | 37045V126 |
| MAC | MACERICH COMPANY | 15,263 | $1.234M | 0.0% | $80.85 | $74.92 | — | COMMON STOCK | 554382101 |
| — | WELLPOINT INC | 700,000 | $1.229M | 0.0% | $1.76 | $2.07 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | ALPHABET INC | 100 | $1.222M | 0.0% | $12220.00 | — | — | Call | 02079K907 |
| — | JACOBS ENGINEERING GROUP INC | 23,527 | $1.217M | 0.0% | $51.73 | $52.79 | — | COMMON STOCK | 469814107 |
| — | TAKE-TWO INTER | 1,650 | $1.213M | 0.0% | $735.15 | — | — | Call | 874054909 |
| — | PROSPECT CAPITAL CORP | 1,179,000 | $1.213M | 0.0% | $1.03 | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| WMB | WILLIAMS CO. | 38,866 | $1.194M | 0.0% | $30.72 * | $26.33 | -28.3% | COMMON STOCK | 969457100 |
| LNC | LINCOLN NATIONAL CORP | 23,901 | $1.123M | 0.0% | $46.99 * | $24.16 | +35.2% | COMMON STOCK | 534187109 |
| — | FIDELITY NL FIN | 543,000 | $1.118M | 0.0% | $2.06 | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| — | NEW YORK CMTY TRUST V | 22,180 | $1.117M | 0.0% | $50.36 | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| CF | CF INDUSTRIES HOLDINGS INC | 45,782 | $1.115M | 0.0% | $24.35 * | $40.45 | -53.1% | COMMON STOCK | 125269100 |
| ES | EVERSOURCE ENERGY | 20,346 | $1.102M | 0.0% | $54.16 * | $36.38 | +8.4% | COMMON STOCK | 30040W108 |
| DHI | D R HORTON INC | 35,602 | $1.075M | 0.0% | $30.19 * | $21.09 | +29.2% | COMMON STOCK | 23331A109 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $1.057M | 0.0% | $17.62 | $68.78 | — | COMMON STOCK | 25271C102 |
| — | KANSAS CITY SOUTHERN | 11,250 | $1.05M | 0.0% | $93.33 | $105.44 | — | COMMON STOCK | 485170302 |
| — | WHOLE FOODS MARKET INC | 36,646 | $1.039M | 0.0% | $28.35 | $41.61 | — | COMMON STOCK | 966837106 |
| M | MACYS INC | 27,972 | $1.036M | 0.0% | $37.04 | $48.25 | -23.2% | COMMON STOCK | 55616P104 |
| — | MICHAEL KORS HOLDINGS LIMITED | 21,942 | $1.027M | 0.0% | $46.81 | $58.56 | — | COMMON STOCK | G60754101 |
| — | RPM INTL INC | 848,000 | $1.02M | 0.0% | $1.20 | $1.12 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | AMERICA MOVIL SA | 86,500 | $990K | 0.0% | $11.45 | $21.74 | — | COMMON STOCK | 02364W105 |
| EXPD | EXPEDITORS INTL WASHINGTON INC | 19,080 | $983K | 0.0% | $51.52 * | $32.34 | +41.6% | COMMON STOCK | 302130109 |
| — | MARATHON OIL CP | 61,029 | $965K | 0.0% | $15.81 | $31.96 | — | COMMON STOCK | 565849106 |
| RHI | ROBERT HALF INTL INC | 25,432 | $963K | 0.0% | $37.87 | $37.15 | +1.9% | COMMON STOCK | 770323103 |
| — | INSULET CORP | 804,000 | $886K | 0.0% | $1.10 | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| IJH | ISHARES S&P MIDCAP 400 | 5,660 | $876K | 0.0% | $154.77 * | $30.91 | +0.1% | COMMON STOCK | 464287507 |
| — | MGIC INVESTMENT CORP | 851,000 | $871K | 0.0% | $1.02 | $1.06 | — | CONVERTIBLE SECURITY | 552848AD5 |
| — | DISCOVERY COMMUNICATIONS INC | 32,332 | $870K | 0.0% | $26.91 | $56.49 | — | COMMON STOCK | 25470F104 |
| YELP | YELP INC | 20,000 | $834K | 0.0% | $41.70 | $27.74 | +50.3% | COMMON STOCK | 985817105 |
| LEN | LENNAR CORP | 19,532 | $827K | 0.0% | $42.34 * | $30.49 | +20.6% | COMMON STOCK | 526057104 |
| — | TWITTER INC | 850,000 | $817K | 0.0% | $0.96 | $0.85 | — | CONVERTIBLE SECURITY | 90184LAB8 |
| — | INTERPUBLIC GROUP OF COS | 35,600 | $796K | 0.0% | $22.36 * | $9.72 | +61.1% | COMMON STOCK | 460690100 |
| GAP | GAP INC | 31,534 | $701K | 0.0% | $22.23 * | $26.50 | -39.8% | COMMON STOCK | 364760108 |
| EMN | EASTMAN CHEM CO | 10,171 | $688K | 0.0% | $67.64 * | $47.79 | +4.5% | COMMON STOCK | 277432100 |
| UAA | UNDER ARMOUR INC | 17,752 | $687K | 0.0% | $38.70 | $40.39 | -4.2% | COMMON STOCK | 904311107 |
| HP | HELMERICH & PAYNE INC | 10,171 | $685K | 0.0% | $67.35 | $71.22 | -5.5% | COMMON STOCK | 423452101 |
| — | SOUTHWESTERN ENERGY CO | 1,150 | $670K | 0.0% | $582.61 | — | — | Call | 845467909 |
| — | DISCOVERY COMMUNICATIONS | 25,431 | $669K | 0.0% | $26.31 | $36.65 | — | COMMON STOCK | 25470F302 |
| TDC | TERADATA CORP | 20,345 | $631K | 0.0% | $31.01 | $53.15 | -41.7% | COMMON STOCK | 88076W103 |
| — | MACQUARIE INFRASTRUCTURE CO | 519,000 | $611K | 0.0% | $1.18 | $1.11 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| UA | UNDER ARMOUR INC | 17,878 | $605K | 0.0% | $33.84 | $37.40 | -9.5% | COMMON STOCK | 904311206 |
| — | SPDR TRUST SERIES 1 | 5,000 | $595K | 0.0% | $119.00 | — | — | Call | 78464A904 |
| ADSK | AUTODESK INC | 1,000 | $590K | 0.0% | $590.00 | — | — | Call | 052769106 |
| — | INTUITIVE SURGICAL INC | 106 | $578K | 0.0% | $5452.83 | — | — | Call | 46120E902 |
| EEM | ISHARES MSCI EMERGING MKTS IND | 13,356 | $500K | 0.0% | $37.44 | $34.24 | +9.4% | COMMON STOCK | 464287234 |
| W | WAYFAIR | 12,610 | $496K | 0.0% | $39.33 | $41.16 | -4.3% | COMMON STOCK | 94419L101 |
| — | LAM RESEARCH CORP | 900 | $486K | 0.0% | $540.00 | — | — | Call | 512807908 |
| FFIV | F5 NETWORKSINC | 3,667 | $457K | 0.0% | $124.63 | $84.87 | +46.9% | COMMON STOCK | 315616102 |
| SPY | SPDR TRUST SERIES 1 | 2,095 | $453K | 0.0% | $216.23 | $207.50 | +4.2% | COMMON STOCK | 78462F103 |
| — | XILINX INC | 7,850 | $427K | 0.0% | $54.39 | $46.11 | — | COMMON STOCK | 983919101 |
| OMC | OMNICOM GROUP INC | 4,995 | $425K | 0.0% | $85.09 * | $50.70 | +21.7% | COMMON STOCK | 681919106 |
| — | INGERSOLL-RAND PLC | 6,165 | $419K | 0.0% | $67.96 | $64.51 | — | COMMON STOCK | G47791101 |
| MUR | MURPHY OIL CORP | 13,225 | $402K | 0.0% | $30.40 * | $32.25 | -32.7% | COMMON STOCK | 626717102 |
| BOH | BANK OF HAWAII | 5,540 | $402K | 0.0% | $72.56 * | $40.08 | +28.7% | COMMON STOCK | 062540109 |
| SWK | STANLEY BLACK & DECKER INC | 3,245 | $399K | 0.0% | $122.96 * | $77.19 | +24.9% | COMMON STOCK | 854502101 |
| — | SPDR TRUST SERIES 1 | 1,793 | $384K | 0.0% | $214.17 | — | — | Put | 78464A954 |
| — | TIME WARNER INC | 795 | $384K | 0.0% | $483.02 | — | — | Call | 887317903 |
| NTNX | NUTANIX INC | 10,000 | $370K | 0.0% | $37.00 | $37.00 | 0.0% | COMMON STOCK | 67059N108 |
| FXI | ISHARES CHINA LARGE-CAP ETF | 4,960 | $347K | 0.0% | $69.96 | — | — | Call | 464287184 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 6,390 | $329K | 0.0% | $51.49 * | $24.79 | +47.0% | COMMON STOCK | 74251V102 |
| JBLU | JETBLUE AIRWAYS CORP | 16,700 | $288K | 0.0% | $17.25 | $20.29 | -15.0% | COMMON STOCK | 477143101 |
| PGR | PROGRESSIVE CORP OHIO | 8,340 | $263K | 0.0% | $31.53 * | $19.50 | +22.5% | COMMON STOCK | 743315103 |
| GPC | GENUINE PARTS CO | 2,600 | $261K | 0.0% | $100.38 * | $70.41 | +9.1% | COMMON STOCK | 372460105 |
| BRO | BROWN & BROWN INC | 6,805 | $257K | 0.0% | $37.77 * | $14.58 | +19.5% | COMMON STOCK | 115236101 |
| PH | PARKER HANNIFIN CORP | 1,965 | $247K | 0.0% | $125.70 * | $85.95 | +26.6% | COMMON STOCK | 701094104 |
| GNTX | GENTEX CORP | 14,000 | $246K | 0.0% | $17.57 | $17.65 | -0.5% | COMMON STOCK | 371901109 |
| — | BAXTER INTL INC | 2,645 | $245K | 0.0% | $92.63 | — | — | Call | 071813909 |
| — | TESLA MOTORS INC | 2,534 | $239K | 0.0% | $94.32 | — | — | Put | 88160R951 |
| DKS | DICK'S SPORTING GOODS INC | 4,200 | $238K | 0.0% | $56.67 * | $42.17 | +3.3% | COMMON STOCK | 253393102 |
| SNPS | SYNOPSYS INC | 3,900 | $231K | 0.0% | $59.23 | $50.14 | +18.4% | COMMON STOCK | 871607107 |
| HUBB | HUBBELL INC | 2,135 | $230K | 0.0% | $107.73 * | $76.44 | +16.1% | COMMON STOCK | 443510607 |
| UHS | UNIVERSAL HEALTH SVCS | 1,840 | $227K | 0.0% | $123.37 * | $133.25 | -11.1% | COMMON STOCK | 913903100 |
| WAL | WESTERN ALLIANCE BANCORP | 5,865 | $220K | 0.0% | $37.51 * | $30.86 | +5.6% | COMMON STOCK | 957638109 |
| RGA | REINSURANCE GROUP OF AMERICA | 2,035 | $220K | 0.0% | $108.11 | $102.08 | +5.7% | COMMON STOCK | 759351604 |
| — | GENERAL GROWTH PROPERTIES | 7,900 | $218K | 0.0% | $27.59 | $25.70 | — | COMMON STOCK | 370023103 |
| ADI | ANALOG DEVICES INC | 3,350 | $216K | 0.0% | $64.48 * | $51.83 | +4.3% | COMMON STOCK | 032654105 |
| ADP | AUTOMATIC DATA | 2,430 | $214K | 0.0% | $88.07 * | $69.13 | +4.8% | COMMON STOCK | 053015103 |
| — | SYNOVUS FINANCIAL CORP | 6,590 | $214K | 0.0% | $32.47 | $32.47 | — | COMMON STOCK | 87161C501 |
| — | TORCHMARK CORP | 3,335 | $213K | 0.0% | $63.87 | $63.87 | — | COMMON STOCK | 891027104 |
| CBSH | COMMERCE BANCSHARES INC | 4,295 | $212K | 0.0% | $49.36 * | $30.95 | +1.7% | COMMON STOCK | 200525103 |
| — | FLIR SYSTEMS INC | 6,700 | $211K | 0.0% | $31.49 | $32.99 | — | COMMON STOCK | 302445101 |
| WRB | WR BERKLEY CORP | 3,630 | $210K | 0.0% | $57.85 * | $11.73 | +17.9% | COMMON STOCK | 084423102 |
| PAYX | PAYCHEX INC | 3,600 | $208K | 0.0% | $57.78 * | $40.17 | +9.2% | COMMON STOCK | 704326107 |
| HOG | HARLEY-DAVIDSON INC | 3,950 | $208K | 0.0% | $52.66 | $51.71 | +1.7% | COMMON STOCK | 412822108 |
| TSN | TYSON FOODS INC | 2,720 | $203K | 0.0% | $74.63 * | $57.86 | +2.0% | COMMON STOCK | 902494103 |
| CINF | CINCINNATI FINANCIAL CORP | 2,675 | $202K | 0.0% | $75.51 * | $52.34 | +12.6% | COMMON STOCK | 172062101 |
| — | FRANK'S INTERNATIONAL NV | 15,300 | $199K | 0.0% | $13.01 | $15.64 | — | COMMON STOCK | N33462107 |
| GPK | GRAPHIC PACKAGING HOLDING CO | 14,050 | $197K | 0.0% | $14.02 | $13.06 | +7.1% | COMMON STOCK | 388689101 |
| — | PROSPECT CAPITAL CORP | 155,000 | $160K | 0.0% | $1.03 | $0.99 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| — | NOBLE CORP PLC | 24,000 | $152K | 0.0% | $6.33 | $36.90 | — | COMMON STOCK | G65431101 |
| IBN | ICICI BANK LTD | 14,625 | $109K | 0.0% | $7.45 | $10.18 | -26.6% | COMMON STOCK | 45104G104 |
| — | SECOND SIGHT MEDICAL PRODUCT | 10,000 | $35,000 | 0.0% | $3.50 | $3.50 | — | COMMON STOCK | 81362J100 |
| — | ARES CAPITAL CORP | 27,000 | $27,000 | 0.0% | $1.00 | $1.04 | — | CONVERTIBLE SECURITY | 04010LAG8 |