Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: Apr 20, 2017
Total Value: $12.7B (71.3% shares, 28.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 2,709,766 | $389M | 3.1% | $18.28 | +66.5% | COMMON STOCK | 037833100 |
| GOOGL | ALPHABET INC | 307,774 | $261M | 2.1% | $36.73 | +13.6% | COMMON STOCK | 02079K305 |
| MSFT | MICROSOFT CORP | 3,632,278 | $239M | 1.9% | $35.69 | +62.1% | COMMON STOCK | 594918104 |
| META | FACEBOOK INC | 1,404,055 | $199M | 1.6% | $36.82 | +260.5% | COMMON STOCK | 30303M102 |
| JPM | JP MORGAN CHASE & CO | 2,052,290 | $180M | 1.4% | $37.85 | +84.1% | COMMON STOCK | 46625H100 |
| — | INTEL CORP | 99,960,000 | $175M | 1.4% | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| — | THE PRICELINE GROUP INC | 148,818,000 | $168M | 1.3% | $1.05 | — | CONVERTIBLE SECURITY | 741503AX4 |
| AMZN | AMAZON.COM INC | 187,580 | $166M | 1.3% | $15.09 | +176.2% | COMMON STOCK | 023135106 |
| — | TESLA MOTORS INC | 162,282,000 | $160M | 1.3% | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 182,341 | $155M | 1.2% | $998.78 | — | CONVERTIBLE PREFERRED SECURITY | G0177J116 |
| C | CITIGROUP INC | 2,492,242 | $149M | 1.2% | $37.60 | +18.8% | COMMON STOCK | 172967424 |
| — | SALESFORCE.COM INC | 109,345,000 | $141M | 1.1% | $1.16 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| — | NVIDIA CORP | 25,945,000 | $141M | 1.1% | $1.16 | — | CONVERTIBLE SECURITY | 67066GAC8 |
| JNJ | JOHNSON & JOHNSON | 1,048,986 | $131M | 1.0% | $60.55 | +54.2% | COMMON STOCK | 478160104 |
| CMCSA | COMCAST CORP | 3,337,959 | $125M | 1.0% | $24.96 | +19.9% | COMMON STOCK | 20030N101 |
| XOM | EXXON MOBIL CORP | 1,442,962 | $118M | 0.9% | $55.62 | +0.9% | COMMON STOCK | 30231G102 |
| WFC | WELLS FARGO & COMPANY | 1,951,734 | $109M | 0.9% | $29.39 | +50.9% | COMMON STOCK | 949746101 |
| DIS | DISNEY WALT CO | 924,806 | $105M | 0.8% | $81.85 | +25.9% | COMMON STOCK | 254687106 |
| HD | HOME DEPOT | 700,688 | $103M | 0.8% | $60.88 | +87.9% | COMMON STOCK | 437076102 |
| — | LIBERTY INTERACTIVE LLC | 90,430,000 | $102M | 0.8% | $1.06 | — | CONVERTIBLE SECURITY | 530610AD6 |
| — | CELGENE CORP | 784,988 | $97.68M | 0.8% | $107.92 | — | COMMON STOCK | 151020104 |
| BAC | BANK OF AMER CP | 3,890,677 | $91.78M | 0.7% | $12.70 | +52.6% | COMMON STOCK | 060505104 |
| V | VISA INC | 1,031,099 | $91.63M | 0.7% | $68.09 | +18.8% | COMMON STOCK | 92826C839 |
| — | GENERAL ELECTRIC CO | 3,052,707 | $90.97M | 0.7% | $24.35 | — | COMMON STOCK | 369604103 |
| — | MICROCHIP TECHNOLOGY INC | 63,307,000 | $90.91M | 0.7% | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| UNH | UNITEDHEALTH GROUP INC | 530,794 | $87.06M | 0.7% | $113.82 | +24.9% | COMMON STOCK | 91324P102 |
| — | ANTHEM INC | 1,696,720 | $86.53M | 0.7% | $52.73 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| PG | PROCTER & GAMBLE CO | 955,856 | $85.88M | 0.7% | $61.75 | +13.4% | COMMON STOCK | 742718109 |
| SBUX | STARBUCKS CORP | 1,461,142 | $85.32M | 0.7% | $36.95 | +26.6% | COMMON STOCK | 855244109 |
| — | NEXTERA ENERGY INC | 1,401,692 | $84.63M | 0.7% | $59.27 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| MRK | MERCK & CO | 1,257,825 | $79.92M | 0.6% | $33.75 | +36.5% | COMMON STOCK | 58933Y105 |
| BAX | BAXTER INTL INC | 1,527,607 | $79.22M | 0.6% | $38.20 | +11.0% | COMMON STOCK | 071813109 |
| — | LIBERTY MEDIA CORPORATION | 68,677,000 | $78.17M | 0.6% | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| — | ON SEMICONDUCTOR CORP | 71,407,000 | $78.07M | 0.6% | $0.96 | — | CONVERTIBLE SECURITY | 682189AK1 |
| T | AT&T INC | 1,839,141 | $76.42M | 0.6% | $12.72 | +31.5% | COMMON STOCK | 00206R102 |
| — | MICRON TECHNOLOGY | 28,610,000 | $75.8M | 0.6% | $1.51 | — | CONVERTIBLE SECURITY | 595112AU7 |
| CVX | CHEVRONTEXACO CORP | 699,191 | $75.07M | 0.6% | $70.88 | +8.3% | COMMON STOCK | 166764100 |
| PFE | PFIZER INC | 2,147,637 | $73.47M | 0.6% | $17.18 | +24.6% | COMMON STOCK | 717081103 |
| — | ADVANCED MICRO DEVICES INC | 35,084,000 | $69.38M | 0.5% | $1.09 | — | CONVERTIBLE SECURITY | 007903BD8 |
| SLB | SCHLUMBERGER LTD | 886,736 | $69.25M | 0.5% | $53.88 | +17.6% | COMMON STOCK | 806857108 |
| PEP | PEPSICO INC | 617,365 | $69.06M | 0.5% | $64.71 | +26.6% | COMMON STOCK | 713448108 |
| SPY | SPDR TRUST SERIES 1 | 282,098 | $66.5M | 0.5% | $233.33 | — | COMMON STOCK | 78462F103 |
| KO | COCA-COLA CO | 1,559,050 | $66.17M | 0.5% | $27.99 | +12.6% | COMMON STOCK | 191216100 |
| — | T-MOBILE US INC | 616,638 | $65.25M | 0.5% | $61.16 | — | CONVERTIBLE PREFERRED SECURITY | 872590203 |
| COST | COSTCO WHOLESALE CORP | 386,699 | $64.85M | 0.5% | $91.75 | +55.7% | COMMON STOCK | 22160K105 |
| — | WORKDAY INC | 55,982,000 | $64.06M | 0.5% | $1.15 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| — | WELLS FARGO & COMPANY | 51,504 | $63.87M | 0.5% | $1214.35 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| — | CITRIX SYSTEMS INC | 50,747,000 | $63.85M | 0.5% | $1.09 | — | CONVERTIBLE SECURITY | 177376AD2 |
| MA | MASTERCARD INC | 560,422 | $63.03M | 0.5% | $72.06 | +44.7% | COMMON STOCK | 57636Q104 |
| — | NUVASIVE INC | 44,438,000 | $60.75M | 0.5% | $1.37 | — | CONVERTIBLE SECURITY | 670704AG0 |
| PM | PHILIP MORRIS INTERNATIONAL | 537,264 | $60.66M | 0.5% | $50.01 | +31.2% | COMMON STOCK | 718172109 |
| — | PRICELINE GROUP INC/THE | 30,977 | $55.14M | 0.4% | $1450.68 | — | COMMON STOCK | 741503403 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 919,879 | $55.07M | 0.4% | $47.24 | +10.5% | COMMON STOCK | 45866F104 |
| — | CTRIP.COM INTL LTD | 41,470,000 | $54.34M | 0.4% | $1.16 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| DAL | DELTA AIR LINES INC | 1,181,655 | $54.31M | 0.4% | $37.37 | +17.6% | COMMON STOCK | 247361702 |
| — | AMER TOWER CORP | 469,239 | $53.6M | 0.4% | $106.36 | — | CONVERTIBLE PREFERRED SECURITY | 03027X308 |
| — | WALGREENS BOOTS ALLIANCE INC | 635,966 | $52.82M | 0.4% | $79.39 | — | COMMON STOCK | 931427108 |
| LOW | LOWE'S COMPANIES | 624,299 | $51.32M | 0.4% | $55.63 | +16.8% | COMMON STOCK | 548661107 |
| HON | HONEYWELL INTL | 408,561 | $51.02M | 0.4% | $68.18 | +34.8% | COMMON STOCK | 438516106 |
| VZ | VERIZON COMM | 1,026,252 | $50.03M | 0.4% | $28.32 | +11.0% | COMMON STOCK | 92343V104 |
| — | BANK OF AMERICA CORP. | 41,435 | $49.52M | 0.4% | $1163.51 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| CSX | CSX CORPORATION | 1,059,590 | $49.32M | 0.4% | $9.32 | +44.9% | COMMON STOCK | 126408103 |
| — | UNITED TECHNOLOGIES CORP | 432,345 | $48.51M | 0.4% | $96.96 | — | COMMON STOCK | 913017109 |
| — | AETNA INC | 379,849 | $48.45M | 0.4% | $113.17 | — | COMMON STOCK | 00817Y108 |
| — | DYCOM INDS | 40,619,000 | $47.65M | 0.4% | $1.10 | — | CONVERTIBLE SECURITY | 267475AB7 |
| — | THE PRICELINE GROUP INC | 25,000,000 | $47.25M | 0.4% | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| WMT | WAL-MART STORES INC | 654,013 | $47.14M | 0.4% | $20.38 | -3.0% | COMMON STOCK | 931142103 |
| — | TESLA INC | 45,000,000 | $46.94M | 0.4% | $1.04 | — | CONVERTIBLE SECURITY | 88160RAD3 |
| — | DOW CHEMICAL CO | 733,269 | $46.59M | 0.4% | $40.66 | — | COMMON STOCK | 260543103 |
| — | EXELON CORP | 939,407 | $46.37M | 0.4% | $50.09 | — | CONVERTIBLE PREFERRED SECURITY | 30161N127 |
| — | BROADCOM LTD | 210,423 | $46.07M | 0.4% | $179.82 | — | COMMON STOCK | Y09827109 |
| — | CTRIP.COM INTL LTD | 41,439,000 | $45.95M | 0.4% | $1.06 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| — | SERVICENOW INC | 35,487,000 | $45.78M | 0.4% | $1.15 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| — | MEDIDATA SOLUTIONS INC | 40,120,000 | $45.74M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| AMAT | APPLIED MATERIALS INC | 1,140,905 | $44.38M | 0.3% | $23.84 | +36.5% | COMMON STOCK | 038222105 |
| — | DTE ENERGY CO | 827,317 | $44.28M | 0.3% | $52.77 | — | CONVERTIBLE PREFERRED SECURITY | 233331883 |
| — | BIOMARIN PHARMACEUTICAL INC | 38,745,000 | $43.97M | 0.3% | $1.23 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| — | EMERGENT BIOSOLUTIONS INC | 36,264,000 | $43.46M | 0.3% | $1.18 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| UNP | UNION PACIFIC CORP | 406,450 | $43.05M | 0.3% | $63.91 | +37.1% | COMMON STOCK | 907818108 |
| NKE | NIKE INC | 760,158 | $42.36M | 0.3% | $42.35 | +16.3% | COMMON STOCK | 654106103 |
| WCN | WASTE CONNECTIONS INC | 480,159 | $42.36M | 0.3% | $43.66 | +19.9% | COMMON STOCK | 94106B101 |
| GOOG | ALPHABET INC | 50,569 | $41.95M | 0.3% | $35.61 | +14.3% | COMMON STOCK | 02079K107 |
| — | XILINX INC | 20,704,000 | $41.67M | 0.3% | $1.59 | — | CONVERTIBLE SECURITY | 983919AF8 |
| — | RTI INTL METALS | 35,582,000 | $41.47M | 0.3% | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| NWL | NEWELL BRANDS INC | 871,464 | $41.11M | 0.3% | $31.35 | +2.7% | COMMON STOCK | 651229106 |
| — | GREAT PLAINS ENERGY INC | 764,985 | $41.1M | 0.3% | $50.60 | — | CONVERTIBLE PREFERRED SECURITY | 391164878 |
| — | HOLOGIC INC | 33,110,000 | $41.09M | 0.3% | $1.27 | — | CONVERTIBLE SECURITY | 436440AG6 |
| — | AIR LEASE | 28,489,000 | $40.77M | 0.3% | $1.31 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| HAL | HALLIBURTON CO | 827,963 | $40.74M | 0.3% | $39.42 | +14.5% | COMMON STOCK | 406216101 |
| — | NOVELLUS SYSTEMS INC | 10,516,000 | $40.06M | 0.3% | $2.79 | — | CONVERTIBLE SECURITY | 670008AD3 |
| — | NEXTERA ENERGY INC | 768,835 | $39.21M | 0.3% | $49.80 | — | CONVERTIBLE PREFERRED SECURITY | 65339F820 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 909,308 | $39.17M | 0.3% | $25.94 | +38.4% | COMMON STOCK | 609207105 |
| BRK/B | BERKSHIRE HTH | 233,916 | $38.99M | 0.3% | $112.17 | +49.2% | COMMON STOCK | 084670702 |
| AIG | AMER INTL GROUP | 612,026 | $38.21M | 0.3% | $35.29 | +45.0% | COMMON STOCK | 026874784 |
| GILD | GILEAD SCIENCES INC | 558,335 | $37.92M | 0.3% | $51.50 | -1.6% | COMMON STOCK | 375558103 |
| — | LAM RESEARCH CORP | 292,285 | $37.52M | 0.3% | $87.12 | — | COMMON STOCK | 512807108 |
| PYPL | PAYPAL HOLDINGS INC | 858,998 | $36.95M | 0.3% | $40.49 | +3.1% | COMMON STOCK | 70450Y103 |
| — | PROOFPOINT | 32,247,000 | $36.77M | 0.3% | $1.07 | — | CONVERTIBLE SECURITY | 743424AD5 |
| — | IRONWOOD PHARMACEUTICALS INC | 29,230,000 | $36.59M | 0.3% | $1.04 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| ETN | EATON CORP PLC | 490,188 | $36.35M | 0.3% | $47.79 | +23.5% | COMMON STOCK | G29183103 |
| EOG | EOG RESOURCES INC | 367,332 | $35.83M | 0.3% | $57.66 | +28.8% | COMMON STOCK | 26875P101 |
| — | VEECO INSTRUMENTS INC. | 33,440,000 | $34.82M | 0.3% | $1.04 | — | CONVERTIBLE SECURITY | 922417AD2 |
| — | WORKDAY INC | 28,258,000 | $34.74M | 0.3% | $1.16 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| — | MOLINA HEALTHCARE INC | 32,225,000 | $34.29M | 0.3% | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | PDC ENERGY INC | 33,218,000 | $34.13M | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 69327RAD3 |
| — | SOUTHWESTERN ENERGY CO | 1,684,240 | $33.31M | 0.3% | $38.51 | — | CONVERTIBLE PREFERRED SECURITY | 845467208 |
| MET | METLIFE INC | 626,906 | $33.11M | 0.3% | $32.17 | +9.8% | COMMON STOCK | 59156R108 |
| — | WEATHERFORD INTERNATIONAL LTD | 25,443,000 | $32.76M | 0.3% | $1.29 | — | CONVERTIBLE SECURITY | 947075AH0 |
| UPS | UNITED PARCEL SERVICE | 305,265 | $32.76M | 0.3% | $65.90 | +18.9% | COMMON STOCK | 911312106 |
| LLY | ELI LILLY & CO | 389,252 | $32.74M | 0.3% | $42.70 | +62.9% | COMMON STOCK | 532457108 |
| — | ALLERGAN PLC | 135,574 | $32.39M | 0.3% | $242.45 | — | COMMON STOCK | G0177J108 |
| — | PANDORA MEDIA INC | 32,003,000 | $32.09M | 0.3% | $1.02 | — | CONVERTIBLE SECURITY | 698354AB3 |
| LUV | SOUTHWEST AIRLINES | 591,553 | $31.8M | 0.3% | $36.98 | +30.5% | COMMON STOCK | 844741108 |
| — | E TRADE GROUP | 902,080 | $31.47M | 0.2% | $34.77 | — | COMMON STOCK | 269246401 |
| MGM | MGM RESORTS INTERNATIONAL | 1,139,750 | $31.23M | 0.2% | $26.21 | +0.0% | COMMON STOCK | 552953101 |
| — | ROYAL GOLD | 29,438,000 | $31.07M | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 780287AA6 |
| MCD | MCDONALD'S CORP | 237,353 | $30.76M | 0.2% | $72.45 | +40.4% | COMMON STOCK | 580135101 |
| — | NXP SEMICONDUCT NV | 26,360,000 | $30.5M | 0.2% | $1.10 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| MDT | MEDTRONIC PLC | 378,580 | $30.5M | 0.2% | $61.03 | +2.2% | COMMON STOCK | G5960L103 |
| CRM | SALESFORCE.COM INC | 368,107 | $30.36M | 0.2% | $70.52 | +11.9% | COMMON STOCK | 79466L302 |
| SYK | STRYKER CORP | 230,363 | $30.33M | 0.2% | $74.14 | +54.4% | COMMON STOCK | 863667101 |
| — | WELLTOWER INC | 479,674 | $30.28M | 0.2% | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| — | TAKE-TWO INTER | 10,980,000 | $30.27M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 874054AD1 |
| BA | BOEING CO | 169,935 | $30.05M | 0.2% | $108.96 | +45.7% | COMMON STOCK | 097023105 |
| — | COLONY STARWOOD HOMES | 25,343,000 | $29.99M | 0.2% | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| — | GENESEE & WYOMING INC | 440,565 | $29.9M | 0.2% | $69.41 | — | COMMON STOCK | 371559105 |
| GS | GOLDMAN SACHS | 128,959 | $29.62M | 0.2% | $170.32 | +17.4% | COMMON STOCK | 38141G104 |
| — | AMER TOWER CORP | 265,015 | $29.6M | 0.2% | $112.32 | — | CONVERTIBLE PREFERRED SECURITY | 03027X407 |
| STZ | CONSTELLATION BRANDS INC | 182,039 | $29.5M | 0.2% | $137.76 | -1.3% | COMMON STOCK | 21036P108 |
| PNC | PNC FINANCIAL SERVICES GROUP | 244,927 | $29.45M | 0.2% | $64.69 | +41.1% | COMMON STOCK | 693475105 |
| AXP | AMER EXPRESS CO. | 371,208 | $29.37M | 0.2% | $58.78 | +17.7% | COMMON STOCK | 025816109 |
| — | CALATLANTIC GROUP INC | 23,192,000 | $29.32M | 0.2% | $1.28 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | MACQUARIE INFRASTRUCTURE | 29,527,000 | $29.03M | 0.2% | $1.01 | — | CONVERTIBLE SECURITY | 55608BAB1 |
| — | PROOFPOINT | 15,000,000 | $28.79M | 0.2% | $1.67 | — | CONVERTIBLE SECURITY | 743424AB9 |
| — | CEMEX | 24,690,000 | $28.72M | 0.2% | $1.35 | — | CONVERTIBLE SECURITY | 151290BC6 |
| INTU | INTUIT | 245,276 | $28.45M | 0.2% | $97.43 | +15.4% | COMMON STOCK | 461202103 |
| MS | MORGAN STANLEY | 661,718 | $28.35M | 0.2% | $26.45 | +29.9% | COMMON STOCK | 617446448 |
| SYF | SYNCHRONY FINANCIAL | 820,472 | $28.14M | 0.2% | $27.15 | +6.7% | COMMON STOCK | 87165B103 |
| MNST | MONSTER BEVERAGE CORP | 606,929 | $28.02M | 0.2% | $23.37 | -4.4% | COMMON STOCK | 61174X109 |
| — | MICRON TECHNOLOGY | 10,456,000 | $27.99M | 0.2% | $3.06 | — | CONVERTIBLE SECURITY | 595112AV5 |
| — | ROVI CORP | 28,762,000 | $27.93M | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 779376AD4 |
| CBOE | CBOE HOLDINGS INC | 343,193 | $27.82M | 0.2% | $61.40 | +13.7% | COMMON STOCK | 12503M108 |
| — | CALATLANTIC GROUP INC | 26,785,000 | $27.81M | 0.2% | $1.21 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| LMT | LOCKHEED MARTIN CORP | 103,782 | $27.77M | 0.2% | $148.68 | +39.1% | COMMON STOCK | 539830109 |
| TJX | TJX COMPANIES INC | 344,892 | $27.27M | 0.2% | $26.24 | +29.6% | COMMON STOCK | 872540109 |
| CAT | CATERPILLAR INC | 293,459 | $27.22M | 0.2% | $74.22 | +4.7% | COMMON STOCK | 149123101 |
| BK | BANK OF NEW YORK MELLON CORP | 569,443 | $26.89M | 0.2% | $29.42 | +25.6% | COMMON STOCK | 064058100 |
| VYX | NCR CORP | 582,660 | $26.62M | 0.2% | $27.40 | 0.0% | COMMON STOCK | 62886E108 |
| — | DISH NETWORK CORP | 414,757 | $26.33M | 0.2% | $57.93 | — | COMMON STOCK | 25470M109 |
| ACN | ACCENTURE PLC | 218,479 | $26.19M | 0.2% | $77.76 | +33.8% | COMMON STOCK | G1151C101 |
| — | PIONEER NATURAL RESOURCES CO | 140,043 | $26.08M | 0.2% | $140.74 | — | COMMON STOCK | 723787107 |
| MAS | MASCO CORP | 766,011 | $26.04M | 0.2% | $22.70 | +28.7% | COMMON STOCK | 574599106 |
| TMO | THERMO FISHER SCIENTIFIC INC | 166,682 | $25.6M | 0.2% | $123.80 | +20.5% | COMMON STOCK | 883556102 |
| — | PALO ALTO NETWORKS | 21,099,000 | $25.16M | 0.2% | $1.57 | — | CONVERTIBLE SECURITY | 697435AB1 |
| — | FINISAR CORP | 22,254,000 | $25.1M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| — | YAHOO! INC | 24,199,000 | $25.05M | 0.2% | $1.10 | — | CONVERTIBLE SECURITY | 984332AF3 |
| FIS | FIDELITY NATIONAL INFORMATION | 311,791 | $24.82M | 0.2% | $66.34 | +3.7% | COMMON STOCK | 31620M106 |
| — | ZENDESK INC | 883,532 | $24.77M | 0.2% | $28.04 | — | COMMON STOCK | 98936J101 |
| — | RED HAT INC | 18,964,000 | $24.68M | 0.2% | $1.31 | — | CONVERTIBLE SECURITY | 756577AD4 |
| — | WPX ENERGY | 403,730 | $24.4M | 0.2% | $42.26 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| CCI | CROWN CASTLE INTL CORP | 256,117 | $24.19M | 0.2% | $64.02 | -3.7% | COMMON STOCK | 22822V101 |
| AL | AIR LEASE | 611,191 | $23.68M | 0.2% | $31.49 | +3.2% | COMMON STOCK | 00912X302 |
| INTC | INTEL CORP | 654,859 | $23.62M | 0.2% | $19.09 | +55.5% | COMMON STOCK | 458140100 |
| — | SM ENERGY CO | 23,300,000 | $23.14M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 78454LAM2 |
| — | RAYTHEON CO | 149,312 | $22.77M | 0.2% | $152.50 | — | COMMON STOCK | 755111507 |
| EXPE | EXPEDIA INC | 180,299 | $22.75M | 0.2% | $108.64 | +7.8% | COMMON STOCK | 30212P303 |
| RDN | RADIAN GROUP INC | 1,263,868 | $22.7M | 0.2% | $15.32 | 0.0% | COMMON STOCK | 750236101 |
| NOC | NORTHROP GRUMMAN CORP | 94,365 | $22.44M | 0.2% | $134.16 | +53.4% | COMMON STOCK | 666807102 |
| — | BIOMARIN PHARMACEUTICAL INC | 18,902,000 | $22.41M | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| — | INTERXION HOLDING | 566,505 | $22.41M | 0.2% | $32.52 | — | COMMON STOCK | N47279109 |
| — | TESLA MOTORS INC | 10,000,000 | $22.41M | 0.2% | $1.84 | — | CONVERTIBLE SECURITY | 88160RAA9 |
| — | L3 TECHNOLOGIES INC | 135,530 | $22.4M | 0.2% | $165.29 | — | COMMON STOCK | 502413107 |
| WM | WASTE MGT INC | 304,947 | $22.24M | 0.2% | $56.96 | +7.0% | COMMON STOCK | 94106L109 |
| DHI | D R HORTON INC | 662,506 | $22.07M | 0.2% | $27.18 | +3.5% | COMMON STOCK | 23331A109 |
| KR | KROGER CO | 746,371 | $22.01M | 0.2% | $25.91 | +2.3% | COMMON STOCK | 501044101 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 20,475,000 | $21.77M | 0.2% | $0.99 | — | CONVERTIBLE SECURITY | 049164BH8 |
| PHM | PULTEGROUP INC | 922,380 | $21.72M | 0.2% | $18.49 | +5.3% | COMMON STOCK | 745867101 |
| — | TAL EDUCATION GROUP | 5,250,000 | $21.4M | 0.2% | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| HOLX | HOLOGIC INC | 499,904 | $21.27M | 0.2% | $38.59 | +5.7% | COMMON STOCK | 436440101 |
| CSCO | CISCO SYSTEMS INC | 625,423 | $21.14M | 0.2% | $16.98 | +45.7% | COMMON STOCK | 17275R102 |
| SLM | SLM CORP | 1,739,973 | $21.05M | 0.2% | $11.84 | 0.0% | COMMON STOCK | 78442P106 |
| CHH | CHOICE HOTELS INTL INC | 326,174 | $20.42M | 0.2% | $46.12 | +17.7% | COMMON STOCK | 169905106 |
| MO | ALTRIA GROUP INC | 283,712 | $20.26M | 0.2% | $17.63 | +118.7% | COMMON STOCK | 02209S103 |
| VGK | VANGUARD FTSE EUROPE | 390,500 | $20.14M | 0.2% | $50.15 | — | COMMON STOCK | 922042874 |
| — | FLEETCOR TECHNOLOGIES INC | 131,914 | $19.98M | 0.2% | $173.73 | — | COMMON STOCK | 339041105 |
| — | DISCOVER FINANCIAL SERVICES | 287,985 | $19.7M | 0.2% | $53.30 | — | COMMON STOCK | 254709108 |
| — | ANADARKO PETROLEUM | 307,189 | $19.05M | 0.1% | $81.60 | — | COMMON STOCK | 032511107 |
| — | BB&T CORPORATION | 424,816 | $18.99M | 0.1% | $36.96 | — | COMMON STOCK | 054937107 |
| IBM | INT'L BUSINESS MACHINES CORP | 108,469 | $18.89M | 0.1% | $112.45 | +1.7% | COMMON STOCK | 459200101 |
| — | LIGAND PHARMACEUTICALS INC | 12,500,000 | $18.73M | 0.1% | $1.39 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| — | SPIRIT REALTY CAPITAL INC | 18,056,000 | $18.3M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 84860WAA0 |
| CTAS | CINTAS CORP | 142,812 | $18.07M | 0.1% | $27.09 | 0.0% | COMMON STOCK | 172908105 |
| — | COOPER COMPANIES INC | 89,973 | $17.98M | 0.1% | $199.89 | — | COMMON STOCK | 216648402 |
| — | HARRIS CORP | 160,432 | $17.85M | 0.1% | $111.27 | — | COMMON STOCK | 413875105 |
| — | TRINITY INDUSTRIES INC | 14,475,000 | $17.68M | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 896522AF6 |
| — | TTM TECHNOLOGIES INC | 10,000,000 | $17.64M | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| BWXT | BWX TECHNOLOGIES INC | 369,118 | $17.57M | 0.1% | $33.99 | +15.5% | COMMON STOCK | 05605H100 |
| EXP | EAGLE MATERIALS INC | 180,858 | $17.57M | 0.1% | $85.95 | +13.7% | COMMON STOCK | 26969P108 |
| ZTS | ZOETIS | 328,077 | $17.51M | 0.1% | $42.99 | +17.4% | COMMON STOCK | 98978V103 |
| — | MERCADOLIBRE INC | 10,000,000 | $17.48M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| — | ARCONIC INC | 422,084 | $17.33M | 0.1% | $30.15 | — | CONVERTIBLE PREFERRED SECURITY | 03965L308 |
| LITE | LUMENTUM HOLDINGS INC | 321,932 | $17.18M | 0.1% | $40.39 | +9.2% | COMMON STOCK | 55024U109 |
| CCL | CARNIVAL CORP | 287,940 | $16.96M | 0.1% | $30.28 | +66.2% | COMMON STOCK | 143658300 |
| — | IONIS PHARMACEUTICALS INC | 17,500,000 | $16.9M | 0.1% | $1.13 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| KMX | CARMAX INC | 283,990 | $16.82M | 0.1% | $63.09 | +3.0% | COMMON STOCK | 143130102 |
| ORCL | ORACLE CORP | 376,430 | $16.79M | 0.1% | $27.91 | +30.8% | COMMON STOCK | 68389X105 |
| — | VIAVI SOLUTIONS INC | 15,000,000 | $16.76M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 175,050 | $16.42M | 0.1% | $47.03 | +92.0% | COMMON STOCK | 33616C100 |
| BP | BP PLC | 475,000 | $16.4M | 0.1% | $41.74 | — | COMMON STOCK | 055622104 |
| — | DUPONT DE NEMOUR & CO | 203,481 | $16.35M | 0.1% | $59.82 | — | COMMON STOCK | 263534109 |
| BMY | BRISTOL MYERS SQUIBB | 298,456 | $16.23M | 0.1% | $36.44 | +9.6% | COMMON STOCK | 110122108 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 266,261 | $16.2M | 0.1% | $37.77 | +13.7% | COMMON STOCK | 34964C106 |
| — | GREENBRIER COMPANIES | 12,452,000 | $16.16M | 0.1% | $1.38 | — | CONVERTIBLE SECURITY | 393657AH4 |
| MHK | MOHAWK INDS INC | 69,924 | $16.05M | 0.1% | $201.34 | +9.1% | COMMON STOCK | 608190104 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 163,017 | $15.99M | 0.1% | $82.06 | +3.9% | COMMON STOCK | V7780T103 |
| ACM | AECOM | 448,998 | $15.98M | 0.1% | $35.17 | 0.0% | COMMON STOCK | 00766T100 |
| — | SPIRIT AIRLINES INC | 301,117 | $15.98M | 0.1% | $56.69 | — | COMMON STOCK | 848577102 |
| MCHP | MICROCHIP TECHNOLOGY INC | 214,380 | $15.82M | 0.1% | $27.11 | +10.4% | COMMON STOCK | 595017104 |
| GM | GENERAL MOTORS CO | 447,271 | $15.82M | 0.1% | $26.70 | +15.9% | COMMON STOCK | 37045V100 |
| — | WEBMD HEALTH CORP | 15,529,000 | $15.81M | 0.1% | $1.13 | — | CONVERTIBLE SECURITY | 94770VAF9 |
| VMC | VULCAN MATLS CO | 131,034 | $15.79M | 0.1% | $108.68 | +4.1% | COMMON STOCK | 929160109 |
| STLD | STEEL DYNAMICS | 452,348 | $15.72M | 0.1% | $29.67 | 0.0% | COMMON STOCK | 858119100 |
| ABBV | ABBVIE | 240,729 | $15.69M | 0.1% | $38.24 | +13.7% | COMMON STOCK | 00287Y109 |
| LBRDA | LIBERTY BROADBAND | 182,428 | $15.52M | 0.1% | $62.96 | +22.1% | COMMON STOCK | 530307107 |
| TRU | TRANSUNION | 404,529 | $15.51M | 0.1% | $33.90 | 0.0% | COMMON STOCK | 89400J107 |
| — | TOTAL SYSTEM SERVICES INC | 289,683 | $15.49M | 0.1% | $53.46 | — | COMMON STOCK | 891906109 |
| — | VIPSHOP HOLDINGS LTD | 15,000,000 | $15.18M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| — | SPIRIT REALTY CAPITAL INC | 14,554,000 | $14.97M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| AMGN | AMGEN INC | 90,959 | $14.92M | 0.1% | $79.05 | +60.9% | COMMON STOCK | 031162100 |
| FLS | FLOWSERVE CORPORATION | 307,597 | $14.89M | 0.1% | $39.22 | +3.0% | COMMON STOCK | 34354P105 |
| — | ALLEGHENY TECHNOLOGIES INC | 10,000,000 | $14.89M | 0.1% | $1.28 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| — | PANERA BREAD CO | 56,811 | $14.88M | 0.1% | $207.92 | — | COMMON STOCK | 69840W108 |
| ABT | ABBOTT LABORATORIES | 334,305 | $14.85M | 0.1% | $33.33 | +10.8% | COMMON STOCK | 002824100 |
| PH | PARKER HANNIFIN CORP | 91,699 | $14.7M | 0.1% | $115.01 | +15.3% | COMMON STOCK | 701094104 |
| TS | TENARIS | 425,854 | $14.54M | 0.1% | $35.30 | — | COMMON STOCK | 88031M109 |
| QCOM | QUALCOMM INC | 251,928 | $14.45M | 0.1% | $45.79 | -0.6% | COMMON STOCK | 747525103 |
| — | TECH DATA CORP | 153,400 | $14.4M | 0.1% | $84.68 | — | COMMON STOCK | 878237106 |
| — | HERBALIFE LTD | 15,000,000 | $14.38M | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 42703MAB9 |
| — | NUANCE COMMUNICATIONS INC | 15,000,000 | $14.31M | 0.1% | $0.91 | — | CONVERTIBLE SECURITY | 67020YAK6 |
| — | STARWOOD PROPERTY TRUST INC | 14,336,000 | $14.29M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 85571BAH8 |
| SPGI | S&P GLOBAL INC | 109,232 | $14.28M | 0.1% | $114.76 | 0.0% | COMMON STOCK | 78409V104 |
| ON | ON SEMICONDUCTOR CORP | 908,312 | $14.07M | 0.1% | $14.50 | 0.0% | COMMON STOCK | 682189105 |
| — | SHUTTERFLY INC | 14,000,000 | $14.03M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| WHR | WHIRLPOOL CORP | 81,633 | $13.99M | 0.1% | $186.60 | -4.8% | COMMON STOCK | 963320106 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 114,140 | $13.94M | 0.1% | $90.12 | +17.0% | COMMON STOCK | 98956P102 |
| PAYC | PAYCOM SOFTWARE INC | 239,307 | $13.76M | 0.1% | $50.84 | 0.0% | COMMON STOCK | 70432V102 |
| — | VIRTUS INVESTMENT PARTNERS | 140,000 | $13.7M | 0.1% | $97.84 | — | CONVERTIBLE PREFERRED SECURITY | 92828Q208 |
| F | FORD MOTOR CO | 1,167,679 | $13.59M | 0.1% | $7.77 | +0.1% | COMMON STOCK | 345370860 |
| HCA | HCA HOLDINGS INC | 151,152 | $13.45M | 0.1% | $69.62 | +11.3% | COMMON STOCK | 40412C101 |
| — | COLFAX CORP | 329,367 | $12.93M | 0.1% | $35.93 | — | COMMON STOCK | 194014106 |
| COF | CAPITAL ONE FINANCIAL CORP | 145,478 | $12.61M | 0.1% | $61.29 | +24.6% | COMMON STOCK | 14040H105 |
| CVS | CVS HEALTH CORP | 159,825 | $12.55M | 0.1% | $46.87 | +29.3% | COMMON STOCK | 126650100 |
| CE | CELANESE CORP | 137,341 | $12.34M | 0.1% | $73.39 | +0.3% | COMMON STOCK | 150870103 |
| — | CORNERSTONE ONDEMAND INC | 12,000,000 | $12.26M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| ITUB | ITAU UNIBANCO HOLDING | 1,008,800 | $12.18M | 0.1% | $11.03 | — | COMMON STOCK | 465562106 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 12,855,000 | $12.15M | 0.1% | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| — | WRIGHT MEDICAL | 10,000,000 | $12M | 0.1% | $0.90 | — | CONVERTIBLE SECURITY | 98235TAE7 |
| — | RAMBUS INC | 10,000,000 | $11.98M | 0.1% | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| IBB | ISHARES NASDAQ BIOTECH INDX | 40,670 | $11.93M | 0.1% | $293.26 | — | COMMON STOCK | 464287556 |
| — | MEDICINES CO | 7,500,000 | $11.84M | 0.1% | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| — | MERITAGE CORP | 11,635,000 | $11.64M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| — | CTRIP.COM INTL LTD | 10,000,000 | $11.57M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| DUK | DUKE ENERGY CORP | 141,016 | $11.56M | 0.1% | $42.79 | +29.2% | COMMON STOCK | 26441C204 |
| — | HORIZON PHARMA PLC | 12,500,000 | $11.56M | 0.1% | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| — | CSG SYS INTL | 11,000,000 | $11.45M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 126349AF6 |
| — | MICRON TECHNOLOGY INC | 3,850,000 | $11.43M | 0.1% | $2.01 | — | CONVERTIBLE SECURITY | 595112AX1 |
| — | ELECTRONICS FOR IMAGING INC | 10,500,000 | $11.43M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| NEE | NEXTERA ENERGY INC | 88,464 | $11.36M | 0.1% | $18.20 | +38.2% | COMMON STOCK | 65339F101 |
| — | ZAYO GROUP HOLDINGS INC | 336,661 | $11.08M | 0.1% | $24.49 | — | COMMON STOCK | 98919V105 |
| INCY | INCYTE GENOMICS INC | 82,142 | $10.98M | 0.1% | $84.26 | +51.1% | COMMON STOCK | 45337C102 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $10.94M | 0.1% | $1.24 | — | CONVERTIBLE SECURITY | 00163UAA4 |
| — | LIVE NATION ENTERTAINMENT INC | 10,000,000 | $10.88M | 0.1% | $1.08 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| — | TIME WARNER INC | 110,231 | $10.77M | 0.1% | $77.34 | — | COMMON STOCK | 887317303 |
| — | STERICYCLE INC | 150,000 | $10.73M | 0.1% | $101.72 | — | CONVERTIBLE PREFERRED SECURITY | 858912207 |
| — | ARES CAPITAL CORP | 10,268,000 | $10.6M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| TCBI | TEXAS CAPITAL BANCSHARES INC | 126,197 | $10.53M | 0.1% | $67.45 | +24.3% | COMMON STOCK | 88224Q107 |
| BABA | ALIBABA GROUP HOLDING LTD | 97,357 | $10.5M | 0.1% | $90.45 | — | COMMON STOCK | 01609W102 |
| WELL | WELLTOWER INC | 146,157 | $10.35M | 0.1% | $46.65 | +4.7% | COMMON STOCK | 95040Q104 |
| NFLX | NETFLIX INC | 70,000 | $10.35M | 0.1% | $11.65 | +20.4% | COMMON STOCK | 64110L106 |
| — | HEALTHSOUTH CORP | 8,432,000 | $10.3M | 0.1% | $1.19 | — | CONVERTIBLE SECURITY | 421924BL4 |
| — | INFINERA CORP | 9,500,000 | $10.19M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| — | INTEL CORP | 7,458,000 | $10.13M | 0.1% | $1.19 | — | CONVERTIBLE SECURITY | 458140AD2 |
| — | WHITING PETROLEUM CORP | 11,525,000 | $10.09M | 0.1% | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| — | INTEGRATED DEVICE TECHNOLOGY | 10,000,000 | $10.08M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 458118AC0 |
| — | CTRIP.COM INTL LTD | 203,005 | $9.978M | 0.1% | $45.17 | — | COMMON STOCK | 22943F100 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 68,409 | $9.928M | 0.1% | $143.89 | -9.5% | COMMON STOCK | G50871105 |
| PRU | PRUDENTIAL FINANCIAL INC | 92,526 | $9.871M | 0.1% | $44.33 | +61.8% | COMMON STOCK | 744320102 |
| NOK | NOKIA CP | 1,820,000 | $9.864M | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| — | JAZZ PHARMACEUTICLS | 9,015,000 | $9.645M | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| — | CARDTRONICS INC | 8,800,000 | $9.589M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| NUE | NUCOR CORP | 159,404 | $9.52M | 0.1% | $50.16 | 0.0% | COMMON STOCK | 670346105 |
| MMM | 3M CO | 49,012 | $9.377M | 0.1% | $84.89 | +33.9% | COMMON STOCK | 88579Y101 |
| — | SPECTRANETICS | 8,000,000 | $9.197M | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| FITB | FIFTH THIRD BK | 360,544 | $9.158M | 0.1% | $16.17 | +19.5% | COMMON STOCK | 316773100 |
| — | TWITTER INC | 10,000,000 | $9.121M | 0.1% | $0.83 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| NEM | NEWMONT MINING CORP | 271,086 | $8.935M | 0.1% | $21.10 | +30.5% | COMMON STOCK | 651639106 |
| — | TIMKENSTEEL CORP | 5,000,000 | $8.828M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| ZION | ZIONS BANCORPORATION | 208,528 | $8.758M | 0.1% | $37.72 | +15.1% | COMMON STOCK | 989701107 |
| COP | CONOCOPHILLIPS | 175,288 | $8.742M | 0.1% | $42.18 | -13.3% | COMMON STOCK | 20825C104 |
| KMI | KINDER MORGAN INC | 391,105 | $8.503M | 0.1% | $16.66 | -18.2% | COMMON STOCK | 49456B101 |
| — | DEPOMED INC | 9,000,000 | $8.457M | 0.1% | $1.17 | — | CONVERTIBLE SECURITY | 249908AA2 |
| — | INPHI CORP | 5,829,000 | $8.053M | 0.1% | $1.31 | — | CONVERTIBLE SECURITY | 45772FAB3 |
| — | ALEXION PHARMACEUTICALS INC | 66,201 | $8.026M | 0.1% | $137.28 | — | COMMON STOCK | 015351109 |
| BIDU | BAIDU INC | 46,315 | $7.99M | 0.1% | $204.12 | — | COMMON STOCK | 056752108 |
| — | SUNPOWER CORP | 10,000,000 | $7.971M | 0.1% | $0.71 | — | CONVERTIBLE SECURITY | 867652AL3 |
| — | VALE | 837,000 | $7.952M | 0.1% | $9.50 | — | COMMON STOCK | 91912E204 |
| — | GLOBAL X FTSE GREECE 20 | 990,000 | $7.88M | 0.1% | $8.49 | — | COMMON STOCK | 37950E366 |
| — | BOTTOMLINE TECH | 7,750,000 | $7.83M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| INDA | ISHARES MSCI INDIA ETF | 247,050 | $7.778M | 0.1% | $27.82 | — | COMMON STOCK | 46429B598 |
| — | LAM RESEARCH CORP | 3,642,000 | $7.732M | 0.1% | $1.60 | — | CONVERTIBLE SECURITY | 512807AL2 |
| BIIB | BIOGEN INC | 28,092 | $7.681M | 0.1% | $313.98 | -9.9% | COMMON STOCK | 09062X103 |
| SPG | SIMON PROPERTY GROUP INC | 44,265 | $7.615M | 0.1% | $88.80 | +25.6% | COMMON STOCK | 828806109 |
| SCHW | SCHWAB (CHARLES) CORP | 184,620 | $7.534M | 0.1% | $25.41 | +44.9% | COMMON STOCK | 808513105 |
| — | EURONET WORLDWIDE INC | 5,948,000 | $7.531M | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| — | HESS CORP | 154,784 | $7.462M | 0.1% | $61.89 | — | COMMON STOCK | 42809H107 |
| — | FIREEYE | 8,282,000 | $7.426M | 0.1% | $0.86 | — | CONVERTIBLE SECURITY | 31816QAD3 |
| NTES | NETEASE INC | 26,090 | $7.41M | 0.1% | $258.55 | — | COMMON STOCK | 64110W102 |
| NVDA | NVIDIA CORP | 67,998 | $7.407M | 0.1% | $1.84 | +42.8% | COMMON STOCK | 67066G104 |
| — | FRONTIER COMMUNICATIONS CORP | 150,000 | $7.389M | 0.1% | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| FDX | FEDEX CORP | 37,754 | $7.368M | 0.1% | $101.83 | +62.2% | COMMON STOCK | 31428X106 |
| DE | DEERE & CO | 67,668 | $7.366M | 0.1% | $69.35 | +36.1% | COMMON STOCK | 244199105 |
| — | DOMINION RESOURCES INC | 144,381 | $7.346M | 0.1% | $49.90 | — | CONVERTIBLE PREFERRED SECURITY | 25746U836 |
| — | DEVRY EDUCATION GROUP INC | 200,333 | $7.102M | 0.1% | $35.45 | — | COMMON STOCK | 251893103 |
| FISV | FISERV INC | 60,176 | $6.939M | 0.1% | $29.85 | +88.1% | COMMON STOCK | 337738108 |
| — | EXPRESS SCRIPTS HOLDING CO | 105,049 | $6.924M | 0.1% | $68.55 | — | COMMON STOCK | 30219G108 |
| — | ACETO CORP | 7,500,000 | $6.902M | 0.1% | $0.97 | — | CONVERTIBLE SECURITY | 004446AD2 |
| ILMN | ILLUMINA INC | 40,309 | $6.878M | 0.1% | $120.74 | +30.5% | COMMON STOCK | 452327109 |
| — | FIREEYE | 7,282,000 | $6.837M | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| ELV | ANTHEM INC | 41,230 | $6.819M | 0.1% | $111.08 | +27.3% | COMMON STOCK | 036752103 |
| — | OASIS PETROLEUM INC | 5,000,000 | $6.818M | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 674215AJ7 |
| — | ACORDA THERAPEUTICS INC | 8,000,000 | $6.808M | 0.1% | $0.85 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| — | TWENTY-FIRST CENTURY FOX INC | 208,335 | $6.748M | 0.1% | $34.10 | — | COMMON STOCK | 90130A101 |
| EWW | ISHARES MSCI MEXICO CAPPED | 129,200 | $6.611M | 0.1% | $43.97 | — | COMMON STOCK | 464286822 |
| — | ARES CAPITAL CORP | 6,305,000 | $6.442M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| — | MOLINA HEALTHCARE INC | 5,000,000 | $6.396M | 0.1% | $1.25 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | ORBOTECH LTD | 197,427 | $6.367M | 0.1% | $30.00 | — | COMMON STOCK | M75253100 |
| GD | GENERAL DYNAMICS CORP | 34,010 | $6.367M | 0.1% | $67.01 | +127.0% | COMMON STOCK | 369550108 |
| — | TOLL BROTHERS FINANCE CORP. | 6,385,000 | $6.353M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | HOLOGIC INC | 4,520,000 | $6.32M | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 436440AC5 |
| LEN | LENNAR CORP | 120,432 | $6.165M | 0.0% | $35.89 | +15.4% | COMMON STOCK | 526057104 |
| AAP | ADVANCE AUTO PARTS INC | 40,925 | $6.068M | 0.0% | $140.93 | 0.0% | COMMON STOCK | 00751Y106 |
| — | CIGNA CORP | 41,089 | $6.019M | 0.0% | $95.58 | — | COMMON STOCK | 125509109 |
| FHN | FIRST HORIZON NATIONAL CORP | 325,104 | $6.014M | 0.0% | $14.36 | 0.0% | COMMON STOCK | 320517105 |
| — | FORESTAR GROUP INC | 6,000,000 | $6.011M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| ALLE | ALLEGION PUBLIC LIMITED CO | 78,845 | $5.969M | 0.0% | $54.61 | +16.4% | COMMON STOCK | G0176J109 |
| — | MONSANTO CO -NEW | 51,866 | $5.871M | 0.0% | $103.41 | — | COMMON STOCK | 61166W101 |
| — | DELPHI AUTOMOTIVE PLC | 72,625 | $5.846M | 0.0% | $75.17 | — | COMMON STOCK | G27823106 |
| TXN | TEXAS INSTRUMENTS INC | 71,634 | $5.771M | 0.0% | $33.49 | +81.1% | COMMON STOCK | 882508104 |
| CB | CHUBB LTD | 42,175 | $5.746M | 0.0% | $96.06 | +19.6% | COMMON STOCK | H1467J104 |
| ITW | ILL TOOL WORKS INC | 43,211 | $5.724M | 0.0% | $60.71 | +72.3% | COMMON STOCK | 452308109 |
| KHC | KRAFT HEINZ CO/THE | 62,923 | $5.714M | 0.0% | $47.85 | +25.2% | COMMON STOCK | 500754106 |
| CL | COLGATE-PALMOLIVE CO | 77,946 | $5.705M | 0.0% | $45.73 | +24.4% | COMMON STOCK | 194162103 |
| TTWO | TAKE-TWO INTER | 95,243 | $5.645M | 0.0% | $47.23 | +18.3% | COMMON STOCK | 874054109 |
| UAL | UNITED CONTINENTAL HOLDINGS INC | 78,500 | $5.545M | 0.0% | $62.53 | +15.6% | COMMON STOCK | 910047109 |
| DHR | DANAHER CORP | 64,688 | $5.533M | 0.0% | $33.22 | +114.5% | COMMON STOCK | 235851102 |
| — | OLD REPUBLIC INTL CORP | 4,103,000 | $5.48M | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 5,390,000 | $5.427M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| — | STARWOOD PROPERTY TRUST INC | 5,271,000 | $5.35M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| — | BLACKROCK INC | 13,896 | $5.329M | 0.0% | $280.54 | — | COMMON STOCK | 09247X101 |
| OXY | OCCIDENTAL PETROLEUM CORP | 83,573 | $5.295M | 0.0% | $57.80 | -9.9% | COMMON STOCK | 674599105 |
| MU | MICRON TECHNOLOGY INC | 181,819 | $5.255M | 0.0% | $16.42 | +45.1% | COMMON STOCK | 595112103 |
| AMT | AMERICAN TOWER REIT INC | 42,725 | $5.193M | 0.0% | $72.77 | +20.7% | COMMON STOCK | 03027X100 |
| — | QUIDEL CORP | 5,000,000 | $5.128M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| LYB | LYONDELLBASELL INDUSTRIES | 55,176 | $5.031M | 0.0% | $38.81 | +39.7% | COMMON STOCK | N53745100 |
| ALL | ALLSTATE CORP | 61,550 | $5.016M | 0.0% | $38.94 | +65.7% | COMMON STOCK | 020002101 |
| — | SINA CORP | 5,000,000 | $5M | 0.0% | $0.92 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| UBS | UBS GROUP | 303,500 | $4.841M | 0.0% | $15.72 | +2.4% | COMMON STOCK | H42097107 |
| DVN | DEVON ENERGY CORPORATION | 113,440 | $4.733M | 0.0% | $35.51 | -12.6% | COMMON STOCK | 25179M103 |
| — | ENVESTNET INC | 5,000,000 | $4.665M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| — | INTERCEPT PHARMACEUTICALS | 5,000,000 | $4.66M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 45845PAA6 |
| MPC | MARATHON PETROLEUM | 91,031 | $4.601M | 0.0% | $32.69 | +15.7% | COMMON STOCK | 56585A102 |
| AEP | AMER ELECTRIC POWER INC | 67,997 | $4.565M | 0.0% | $32.03 | +47.9% | COMMON STOCK | 025537101 |
| — | HORIZON GLOBAL CORP | 5,000,000 | $4.556M | 0.0% | $0.91 | — | CONVERTIBLE SECURITY | 44052WAA2 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 75,608 | $4.5M | 0.0% | $43.39 | +17.5% | COMMON STOCK | 192446102 |
| TGT | TARGET CORP | 81,186 | $4.481M | 0.0% | $54.73 | -12.3% | COMMON STOCK | 87612E106 |
| — | PRAXAIR INC | 37,754 | $4.478M | 0.0% | $120.69 | — | COMMON STOCK | 74005P104 |
| — | LEGG MASON INC | 123,000 | $4.442M | 0.0% | $36.11 | — | COMMON STOCK | 524901105 |
| KMB | KIMBERLY-CLARK CORP | 33,717 | $4.438M | 0.0% | $67.03 | +38.1% | COMMON STOCK | 494368103 |
| CMI | CUMMINS INC | 29,105 | $4.401M | 0.0% | $107.71 | +8.9% | COMMON STOCK | 231021106 |
| HPQ | HP INC | 242,355 | $4.333M | 0.0% | $9.04 | +33.9% | COMMON STOCK | 40434L105 |
| — | B2GOLD CORPORATION | 4,000,000 | $4.288M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| — | LABORATORY CRP OF AMER HLDGS | 29,554 | $4.24M | 0.0% | $119.27 | — | COMMON STOCK | 50540R409 |
| PNR | PENTAIR PLC | 67,260 | $4.223M | 0.0% | $37.53 | -7.2% | COMMON STOCK | G7S00T104 |
| PBR | PETROLEO BRASILEIRO | 430,825 | $4.175M | 0.0% | $10.00 | — | COMMON STOCK | 71654V408 |
| PCG | P G & E CORP | 62,872 | $4.172M | 0.0% | $40.34 | +52.7% | COMMON STOCK | 69331C108 |
| — | TE CONNECTIVITY LTD | 55,645 | $4.148M | 0.0% | $59.63 | — | COMMON STOCK | H84989104 |
| WDAY | WORKDAY INC | 49,165 | $4.094M | 0.0% | $83.02 | 0.0% | COMMON STOCK | 98138H101 |
| — | M/I HOMES INC | 4,000,000 | $4.059M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| — | TELIGENT INC | 4,000,000 | $4.028M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 449575AB5 |
| EMR | EMERSON ELECTRIC CO | 67,199 | $4.023M | 0.0% | $40.69 | +17.8% | COMMON STOCK | 291011104 |
| EIX | EDISON INTL | 50,072 | $3.986M | 0.0% | $31.72 | +65.0% | COMMON STOCK | 281020107 |
| CBRE | CBRE GROUP INC | 111,900 | $3.893M | 0.0% | $33.45 | -0.0% | COMMON STOCK | 12504L109 |
| — | APPLE INC | 2,014 | $3.872M | 0.0% | — | — | Call | 037833900 |
| EBAY | EBAY INC | 114,996 | $3.86M | 0.0% | $20.28 | +42.7% | COMMON STOCK | 278642103 |
| GIS | GENERAL MILLS INC | 64,689 | $3.817M | 0.0% | $33.27 | +34.1% | COMMON STOCK | 370334104 |
| APD | AIR PRODUCTS & CHEMICALS INC | 28,039 | $3.793M | 0.0% | $74.04 | +52.8% | COMMON STOCK | 009158106 |
| DLR | DIGITAL REALTY TRUST INC | 35,121 | $3.737M | 0.0% | $67.91 | +13.7% | COMMON STOCK | 253868103 |
| STT | STATE STREET CORP | 46,191 | $3.677M | 0.0% | $48.49 | +25.7% | COMMON STOCK | 857477103 |
| DGX | QUEST DIAGNOSTC | 37,420 | $3.674M | 0.0% | $61.21 | +30.7% | COMMON STOCK | 74834L100 |
| WDC | WESTERN DIGITAL CORP | 44,176 | $3.646M | 0.0% | $58.20 | -11.9% | COMMON STOCK | 958102105 |
| PPG | PPG INDUSTRIES INC | 34,451 | $3.62M | 0.0% | $77.14 | +11.3% | COMMON STOCK | 693506107 |
| — | YAHOO! INC | 77,631 | $3.603M | 0.0% | $43.96 | — | COMMON STOCK | 984332106 |
| EW | EDWARDS LIFESCI | 38,186 | $3.592M | 0.0% | $36.46 | -14.1% | COMMON STOCK | 28176E108 |
| — | AMTRUST FIN SVCS | 4,821,000 | $3.587M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 032359AG6 |
| — | COACH INC | 86,500 | $3.575M | 0.0% | $41.58 | — | COMMON STOCK | 189754104 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.553M | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| — | COWEN GROUP INC | 3,500,000 | $3.547M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| VLO | VALERO ENERGY | 53,221 | $3.528M | 0.0% | $30.69 | +53.2% | COMMON STOCK | 91913Y100 |
| CHTR | CHARTER COMMUNICATIONS INC | 10,692 | $3.5M | 0.0% | $252.61 | +26.1% | COMMON STOCK | 16119P108 |
| XYL | XYLEM INC | 68,709 | $3.451M | 0.0% | $45.42 | -3.5% | COMMON STOCK | 98419M100 |
| TRV | TRAVELERS COMPANIES INC | 28,571 | $3.444M | 0.0% | $65.62 | +50.7% | COMMON STOCK | 89417E109 |
| ULTA | ULTA SALON COSMETICS | 12,055 | $3.438M | 0.0% | $249.77 | +9.6% | COMMON STOCK | 90384S303 |
| IDXX | IDEXX LABORATORIES INC | 22,148 | $3.424M | 0.0% | $137.84 | 0.0% | COMMON STOCK | 45168D104 |
| EXC | EXELON CORP | 93,128 | $3.351M | 0.0% | $15.66 | +19.4% | COMMON STOCK | 30161N101 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 69,675 | $3.349M | 0.0% | $25.68 | +55.3% | COMMON STOCK | 416515104 |
| IVV | ISHARES S&P 500 INDEX FUND | 14,094 | $3.344M | 0.0% | $210.87 | — | COMMON STOCK | 464287200 |
| — | DUN &BRADST-NEW | 30,912 | $3.337M | 0.0% | $121.33 | — | COMMON STOCK | 26483E100 |
| — | SUNTRUST BANKS INC | 60,082 | $3.323M | 0.0% | $33.49 | — | COMMON STOCK | 867914103 |
| — | APARTMENT INVT & MGMT | 74,506 | $3.304M | 0.0% | $45.45 | — | COMMON STOCK | 03748R101 |
| ADSK | AUTODESK INC | 38,064 | $3.291M | 0.0% | $83.68 | 0.0% | COMMON STOCK | 052769106 |
| NSC | NORFOLK SOTHN CORP | 29,227 | $3.273M | 0.0% | $64.02 | +52.7% | COMMON STOCK | 655844108 |
| BAP | CREDICORP LTD | 20,031 | $3.271M | 0.0% | $122.35 | +5.4% | COMMON STOCK | G2519Y108 |
| PSA | STORAGE PROPERTIES | 14,873 | $3.256M | 0.0% | $131.88 | +17.0% | COMMON STOCK | 74460D109 |
| — | BAKER HUGHES | 54,367 | $3.252M | 0.0% | $48.23 | — | COMMON STOCK | 057224107 |
| PLD | PROLOGIS INC | 62,473 | $3.241M | 0.0% | $27.57 | +43.7% | COMMON STOCK | 74340W103 |
| ED | CONSOL EDISON | 40,056 | $3.111M | 0.0% | $38.33 | +42.6% | COMMON STOCK | 209115104 |
| EQIX | EQUINIX INC | 7,767 | $3.11M | 0.0% | $293.28 | +9.2% | COMMON STOCK | 29444U700 |
| — | CERNER CORP | 52,572 | $3.094M | 0.0% | $72.33 | — | COMMON STOCK | 156782104 |
| — | PATTERSON COS INC | 67,987 | $3.075M | 0.0% | $41.03 | — | COMMON STOCK | 703395103 |
| REGN | REGENERON PHARMACEUTICALS INC | 7,826 | $3.033M | 0.0% | $308.31 | +19.6% | COMMON STOCK | 75886F107 |
| NBIS | YANDEX NV | 137,520 | $3.016M | 0.0% | $19.21 | — | COMMON STOCK | N97284108 |
| ADP | AUTOMATIC DATA | 29,250 | $2.995M | 0.0% | $76.25 | +10.7% | COMMON STOCK | 053015103 |
| — | TWITTER INC | 200,000 | $2.99M | 0.0% | $14.95 | — | COMMON STOCK | 90184L102 |
| — | FOOT LOCKER INC | 39,883 | $2.984M | 0.0% | $71.74 | — | COMMON STOCK | 344849104 |
| RF | REGIONS FINANCIAL CORP | 204,391 | $2.97M | 0.0% | $6.05 | +75.2% | COMMON STOCK | 7591EP100 |
| — | HELIX ENERGY SOLUTIONS GROUP | 3,000,000 | $2.963M | 0.0% | $1.25 | — | CONVERTIBLE SECURITY | 42330PAG2 |
| PVH | PVH CORP | 28,499 | $2.949M | 0.0% | $107.22 | -14.8% | COMMON STOCK | 693656100 |
| CAH | CARDINAL HEALTH INC | 36,143 | $2.947M | 0.0% | $56.83 | +6.6% | COMMON STOCK | 14149Y108 |
| — | NATIONAL OILWELL VARCO INC | 73,447 | $2.944M | 0.0% | $57.63 | — | COMMON STOCK | 637071101 |
| — | DYNEGY INC | 50,000 | $2.938M | 0.0% | $107.72 | — | CONVERTIBLE PREFERRED SECURITY | 26817R405 |
| — | JACOBS ENGINEERING GROUP INC | 53,097 | $2.935M | 0.0% | $55.14 | — | COMMON STOCK | 469814107 |
| APH | AMPHENOL CORP | 40,157 | $2.858M | 0.0% | $10.23 | +55.4% | COMMON STOCK | 032095101 |
| D | DOMINION RESOURCES INC | 36,642 | $2.842M | 0.0% | $37.52 | +36.5% | COMMON STOCK | 25746U109 |
| FLR | FLUOR CORP | 53,819 | $2.832M | 0.0% | $51.61 | -1.9% | COMMON STOCK | 343412102 |
| PSX | PHILLIPS 66 | 35,491 | $2.812M | 0.0% | $45.46 | +26.0% | COMMON STOCK | 718546104 |
| ADM | ARCHER DANIELS MIDLAND | 61,016 | $2.809M | 0.0% | $25.03 | +37.5% | COMMON STOCK | 039483102 |
| FCX | FREEPORT-MCMORAN INC | 210,195 | $2.808M | 0.0% | $21.87 | -40.4% | COMMON STOCK | 35671D857 |
| PEG | PUBLIC SERVICE ENTERPRISE GROUP | 62,737 | $2.782M | 0.0% | $22.75 | +43.1% | COMMON STOCK | 744573106 |
| — | MACQUARIE INFRASTRUCTURE CO | 2,445,000 | $2.746M | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| — | VARIAN MEDICAL SYSTEMS INC | 29,998 | $2.734M | 0.0% | $89.77 | — | COMMON STOCK | 92220P105 |
| VNM | VANECK VECTORS VIETNAM ETF | 195,000 | $2.734M | 0.0% | $13.87 | — | COMMON STOCK | 92189F817 |
| — | SOLARCITY | 3,000,000 | $2.695M | 0.0% | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 113,302 | $2.685M | 0.0% | $7.12 | +45.0% | COMMON STOCK | 42824C109 |
| AFL | AFLAC INC | 37,020 | $2.681M | 0.0% | $20.32 | +41.8% | COMMON STOCK | 001055102 |
| CMS | CMS ENERGY CORP | 59,128 | $2.645M | 0.0% | $20.22 | +64.9% | COMMON STOCK | 125896100 |
| ROST | ROSS STORES INC | 40,156 | $2.645M | 0.0% | $49.80 | +22.8% | COMMON STOCK | 778296103 |
| GRMN | GARMIN LTD | 51,717 | $2.643M | 0.0% | $39.20 | +2.2% | COMMON STOCK | H2906T109 |
| — | APACHE CORP | 51,372 | $2.64M | 0.0% | $70.71 | — | COMMON STOCK | 037411105 |
| WMB | WILLIAMS CO. | 88,649 | $2.623M | 0.0% | $21.95 | -18.3% | COMMON STOCK | 969457100 |
| — | SYMANTEC CORP | 85,340 | $2.618M | 0.0% | $22.70 | — | COMMON STOCK | 871503108 |
| DRI | DARDEN RESTAURANTS INC | 31,217 | $2.612M | 0.0% | $43.93 | +33.3% | COMMON STOCK | 237194105 |
| AVY | AVERY DENNISON | 32,367 | $2.609M | 0.0% | $61.60 | +7.6% | COMMON STOCK | 053611109 |
| CX | CEMEX | 285,800 | $2.592M | 0.0% | $9.02 | — | COMMON STOCK | 151290889 |
| AVB | AVALONBAY COMMUNITIES INC | 14,009 | $2.572M | 0.0% | $111.64 | +18.5% | COMMON STOCK | 053484101 |
| — | KELLOGG CO | 35,049 | $2.545M | 0.0% | $39.33 | +27.3% | COMMON STOCK | 487836108 |
| — | BROCADE COMMUNICATIONS SYSTEMS | 2,500,000 | $2.529M | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 111621AQ1 |
| TDG | TRANSDIGM GROUP INC | 11,452 | $2.521M | 0.0% | $176.01 | -7.4% | COMMON STOCK | 893641100 |
| DVA | DAVITA INC | 36,432 | $2.476M | 0.0% | $69.26 | -4.4% | COMMON STOCK | 23918K108 |
| — | CALAMP CORP | 2,500,000 | $2.474M | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 128126AB5 |
| — | DOMINION RESOURCES INC | 48,895 | $2.467M | 0.0% | $49.64 | — | CONVERTIBLE PREFERRED SECURITY | 25746U869 |
| — | FEDERAL REALTY INVS TRUST | 18,392 | $2.455M | 0.0% | $139.89 | — | COMMON STOCK | 313747206 |
| — | NAVISTAR INTL | 2,500,000 | $2.453M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 63934EAQ1 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 5,459 | $2.432M | 0.0% | $11.41 | -27.6% | COMMON STOCK | 169656105 |
| TRMB | TRIMBLE INC | 75,870 | $2.429M | 0.0% | $21.11 | +46.5% | COMMON STOCK | 896239100 |
| UDR | UDR INC | 66,956 | $2.428M | 0.0% | $24.97 | +4.3% | COMMON STOCK | 902653104 |
| — | GNC CORP | 4,000,000 | $2.426M | 0.0% | $0.61 | — | CONVERTIBLE SECURITY | 36191GAB3 |
| — | NAVISTAR INTL | 2,500,000 | $2.42M | 0.0% | $0.86 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| — | NOBLE ENERGY INC | 70,098 | $2.407M | 0.0% | $54.98 | — | COMMON STOCK | 655044105 |
| O | REALTY INCOME CORP | 40,314 | $2.4M | 0.0% | $36.35 | +4.3% | COMMON STOCK | 756109104 |
| AKAM | AKAMAI TECHNOLOGIES INC | 40,156 | $2.397M | 0.0% | $55.31 | +18.8% | COMMON STOCK | 00971T101 |
| — | REYNOLDS AMERICAN INC | 37,950 | $2.392M | 0.0% | $58.19 | — | COMMON STOCK | 761713106 |
| — | CENTURYLINK INC | 101,445 | $2.391M | 0.0% | $34.76 | — | COMMON STOCK | 156700106 |
| — | PROSPECT CAPITAL CORP | 2,300,000 | $2.363M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAL6 |
| — | CONCHO RESOURCES INC | 18,348 | $2.355M | 0.0% | $137.35 | — | COMMON STOCK | 20605P101 |
| BLD | TOPBUILD | 49,999 | $2.35M | 0.0% | $30.95 | +31.2% | COMMON STOCK | 89055F103 |
| AMP | AMERIPRISE FINANCIAL INC | 18,017 | $2.336M | 0.0% | $84.78 | +22.5% | COMMON STOCK | 03076C106 |
| USB | US BANCORP | 45,089 | $2.322M | 0.0% | $22.79 | +67.1% | COMMON STOCK | 902973304 |
| — | JEFFERIES GROUP INC | 2,288,000 | $2.308M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 472319AG7 |
| EQR | EQUITY RESIDENTIAL | 36,649 | $2.28M | 0.0% | $45.31 | -0.2% | COMMON STOCK | 29476L107 |
| — | RED HAT INC | 26,309 | $2.276M | 0.0% | $82.93 | — | COMMON STOCK | 756577102 |
| AES | AES CORP | 203,368 | $2.274M | 0.0% | $8.25 | -0.1% | COMMON STOCK | 00130H105 |
| A | AGILENT TECHNOLOGIES INC | 42,676 | $2.256M | 0.0% | $34.73 | +35.9% | COMMON STOCK | 00846U101 |
| MOS | MOSAIC CO | 75,506 | $2.203M | 0.0% | $44.51 | -40.3% | COMMON STOCK | 61945C103 |
| — | CIMAREX ENERGY CO | 18,249 | $2.181M | 0.0% | $135.91 | — | COMMON STOCK | 171798101 |
| AZO | AUTOZONE INC | 3,007 | $2.174M | 0.0% | $749.80 | -1.2% | COMMON STOCK | 053332102 |
| — | TESLA INC | 600 | $2.168M | 0.0% | — | — | Call | 88160R901 |
| VTR | VENTAS INC | 32,546 | $2.117M | 0.0% | $52.14 | -18.4% | COMMON STOCK | 92276F100 |
| DVY | ISHARES DJ SELECT DVD | 22,898 | $2.086M | 0.0% | $80.98 | — | COMMON STOCK | 464287168 |
| ESS | ESSEX PPTY TRUST INC | 8,744 | $2.024M | 0.0% | $161.30 | +5.5% | COMMON STOCK | 297178105 |
| FN | FABRINET | 48,134 | $2.023M | 0.0% | $41.56 | -0.1% | COMMON STOCK | G3323L100 |
| VNO | VORNADO REALTY TRUST | 20,148 | $2.021M | 0.0% | $85.29 | — | COMMON STOCK | 929042109 |
| — | JUNIPER NETWORKS INC | 72,583 | $2.02M | 0.0% | $27.61 | — | COMMON STOCK | 48203R104 |
| PPL | PPL CORP | 53,872 | $2.014M | 0.0% | $16.77 | +43.4% | COMMON STOCK | 69351T106 |
| XEL | XCEL ENERGY INC | 45,066 | $2.003M | 0.0% | $20.88 | +54.4% | COMMON STOCK | 98389B100 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $1.978M | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| — | COLONY FINANCIAL INC | 2,000,000 | $1.974M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| M | MACYS INC | 66,345 | $1.966M | 0.0% | $40.55 | -23.8% | COMMON STOCK | 55616P104 |
| HST | HOST HOTELS & RESORTS INC | 105,245 | $1.964M | 0.0% | $13.84 | -6.5% | COMMON STOCK | 44107P104 |
| FTV | FORTIVE CORPORATION | 32,343 | $1.948M | 0.0% | $30.87 | +12.0% | COMMON STOCK | 34959J108 |
| LKQ | LKQ CORP | 66,454 | $1.945M | 0.0% | $29.28 | -4.6% | COMMON STOCK | 501889208 |
| — | THE PRICELINE GROUP INC | 1,305,000 | $1.864M | 0.0% | $1.19 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | SEACOR HOLDINGS INC | 1,811,000 | $1.853M | 0.0% | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| TROW | T ROWE PRICE | 27,139 | $1.85M | 0.0% | $48.11 | +6.1% | COMMON STOCK | 74144T108 |
| — | MEAD JOHNSON NUTRITION CO | 20,693 | $1.843M | 0.0% | $80.54 | — | COMMON STOCK | 582839106 |
| — | VIACOM INC | 39,340 | $1.834M | 0.0% | $67.63 | — | COMMON STOCK | 92553P201 |
| ETR | ENTERGY CORP | 24,036 | $1.826M | 0.0% | $20.83 | +25.5% | COMMON STOCK | 29364G103 |
| DG | DOLLAR GENERAL | 26,041 | $1.816M | 0.0% | $61.71 | +5.8% | COMMON STOCK | 256677105 |
| BEN | FRANKLIN RESOURCES INC | 42,559 | $1.793M | 0.0% | $29.26 | -10.6% | COMMON STOCK | 354613101 |
| — | MYLAN NV | 45,482 | $1.773M | 0.0% | $58.54 | — | COMMON STOCK | N59465109 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.756M | 0.0% | $15.16 | +21.5% | COMMON STOCK | 56501R106 |
| — | JNJ | 1,002,000 | $1.718M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| — | ILLUMINA INC | 1,649,000 | $1.716M | 0.0% | $1.19 | — | CONVERTIBLE SECURITY | 452327AH2 |
| EQT | EQT CORP | 28,043 | $1.713M | 0.0% | $44.40 | -30.7% | COMMON STOCK | 26884L109 |
| HSY | HERSHEY FOODS CORP | 15,602 | $1.705M | 0.0% | $68.06 | +27.6% | COMMON STOCK | 427866108 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.695M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 09257WAA8 |
| — | ANTHEM INC | 716,000 | $1.638M | 0.0% | $2.08 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| CAG | CONAGRA BRANDS INC | 40,056 | $1.616M | 0.0% | $17.20 | +67.6% | COMMON STOCK | 205887102 |
| FE | FIRSTENERGY CORP | 50,072 | $1.593M | 0.0% | $23.78 | -10.1% | COMMON STOCK | 337932107 |
| — | GENERAL MOTORS CO | 88,470 | $1.584M | 0.0% | $16.70 | — | WARRANTS | 37045V126 |
| — | ILLUMINA INC | 1,568,000 | $1.584M | 0.0% | $1.17 | — | CONVERTIBLE SECURITY | 452327AF6 |
| — | LABORATORY CORP LYONS | 825,000 | $1.58M | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| — | STARWOOD PROPERTY TRUST INC | 1,438,000 | $1.572M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| — | PANDORA MEDIA INC | 131,500 | $1.553M | 0.0% | $12.68 | — | COMMON STOCK | 698354107 |
| — | JANUS CAPITAL GROUP FUNDS | 1,178,000 | $1.545M | 0.0% | $1.42 | — | CONVERTIBLE SECURITY | 47102XAH8 |
| MAT | MATTEL INC | 59,438 | $1.522M | 0.0% | $30.20 | -11.3% | COMMON STOCK | 577081102 |
| MAC | MACERICH COMPANY | 22,644 | $1.458M | 0.0% | $73.58 | — | COMMON STOCK | 554382101 |
| — | DANAHER CORP | 441,000 | $1.442M | 0.0% | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| TAP | MOLSON COORS BREWING CO | 14,732 | $1.41M | 0.0% | $80.88 | -3.9% | COMMON STOCK | 60871R209 |
| TNET | TRINET GROUP INC | 46,560 | $1.346M | 0.0% | $26.11 | 0.0% | COMMON STOCK | 896288107 |
| — | MICHAEL KORS HOLDINGS LIMITED | 34,241 | $1.305M | 0.0% | $52.94 | — | COMMON STOCK | G60754101 |
| IEFA | ISHARES CORE MSCI EAFE | 21,535 | $1.248M | 0.0% | $54.20 | — | COMMON STOCK | 46432F842 |
| — | AMERICA MOVIL | 86,500 | $1.226M | 0.0% | $21.74 | — | COMMON STOCK | 02364W105 |
| — | TAKE-TWO INTER | 1,000 | $1.22M | 0.0% | — | — | Call | 874054909 |
| — | AUTODESK INC | 1,000 | $1.163M | 0.0% | — | — | Call | 052769906 |
| IJH | ISHARES S&P MIDCAP 400 | 6,605 | $1.131M | 0.0% | $156.26 | — | COMMON STOCK | 464287507 |
| EFAV | ISHARES EDGE MSCI MIN VOL EAFE | 16,016 | $1.057M | 0.0% | $65.30 | — | COMMON STOCK | 46429B689 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $1.003M | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| — | NEWMONT MINING CORP | 989,000 | $990K | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 651639AJ5 |
| — | NEW YORK CMTY TRUST | 18,815 | $948K | 0.0% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| — | INSULET CORP | 804,000 | $912K | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| — | PROSPECT CAPITAL CORP | 896,000 | $911K | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| JKS | JINKOSOLAR HOLDING CO | 52,100 | $863K | 0.0% | $15.48 | — | COMMON STOCK | 47759T100 |
| — | BANK OF AMERICA CORP | 3,000 | $861K | 0.0% | — | — | Call | 060505904 |
| — | RPM INTL INC | 704,000 | $851K | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | XILINX INC | 1,865 | $779K | 0.0% | — | — | Call | 983919901 |
| ASHR | DEUTSCHE X TRACKERS HARVEST | 30,550 | $768K | 0.0% | $25.14 | — | COMMON STOCK | 233051879 |
| — | FIDELITY NL FIN | 343,000 | $757K | 0.0% | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| — | NEURODERM LTD | 26,900 | $714K | 0.0% | $26.54 | — | COMMON STOCK | M74231107 |
| — | SILVER STANDARD RESOURCES INC | 709,000 | $699K | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 82823LAC0 |
| YELP | YELP INC | 20,000 | $655K | 0.0% | $27.74 | +33.7% | COMMON STOCK | 985817105 |
| — | POWERSHARES S&P 500 LOW VOLA | 14,350 | $624K | 0.0% | $42.01 | — | COMMON STOCK | 73937B779 |
| — | LAM RESEARCH CORP | 635 | $589K | 0.0% | — | — | Call | 512807908 |
| — | GILEAD SCIENCES INC | 1,900 | $551K | 0.0% | — | — | Call | 375558903 |
| — | ALLERGAN PLC | 900 | $455K | 0.0% | — | — | Call | G0177J908 |
| — | XILINX INC | 7,320 | $424K | 0.0% | $46.11 | — | COMMON STOCK | 983919101 |
| — | SPDR S&P 500 ETF | 2,500 | $391K | 0.0% | — | — | Put | 78462F953 |
| — | ALERIAN MLP ETF | 30,090 | $382K | 0.0% | $12.62 | — | COMMON STOCK | 00162Q866 |
| — | INGERSOLL-RAND PLC | 4,615 | $375K | 0.0% | $64.51 | — | COMMON STOCK | G47791101 |
| — | PROSPECT CAPITAL CORP | 345,000 | $355K | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 5,530 | $349K | 0.0% | $24.79 | +75.9% | COMMON STOCK | 74251V102 |
| OEF | BARCLAY/ISHARES FUNDS | 3,280 | $343K | 0.0% | $99.53 | — | COMMON STOCK | 464287101 |
| — | CURRENCY SHARES EURO TRUST | 1,900 | $331K | 0.0% | — | — | Put | 23130C958 |
| PGR | PROGRESSIVE CORP OHIO | 8,340 | $327K | 0.0% | $19.50 | +50.3% | COMMON STOCK | 743315103 |
| — | VODAFONE GROUP PLC | 2,220 | $323K | 0.0% | — | — | Call | 92857W908 |
| — | ROWAN COS PLC | 20,350 | $317K | 0.0% | $17.98 | — | COMMON STOCK | G7665A101 |
| — | JPMORGAN ALERIAN MLP | 9,370 | $303K | 0.0% | $31.78 | — | COMMON STOCK | 46625H365 |
| SNPS | SYNOPSYS INC | 4,000 | $289K | 0.0% | $50.37 | +32.9% | COMMON STOCK | 871607107 |
| ADI | ANALOG DEVICES INC | 3,450 | $283K | 0.0% | $52.25 | +27.1% | COMMON STOCK | 032654105 |
| NTAP | NETAPP INC | 6,735 | $282K | 0.0% | $27.72 | +13.3% | COMMON STOCK | 64110D104 |
| OC | OWENS CORNING INC | 4,460 | $274K | 0.0% | $51.81 | +10.7% | COMMON STOCK | 690742101 |
| — | ISHARES 20 YEAR TREASURY BOND | 7,489 | $270K | 0.0% | — | — | Call | 464287902 |
| — | SYNOVUS FINANCIAL CORP | 6,590 | $270K | 0.0% | $32.47 | — | COMMON STOCK | 87161C501 |
| RGA | REINSURANCE GROUP OF AMERICA | 2,035 | $258K | 0.0% | $102.08 | +24.3% | COMMON STOCK | 759351604 |
| — | TORCHMARK CORP | 3,335 | $257K | 0.0% | $63.87 | — | COMMON STOCK | 891027104 |
| WRB | WR BERKLEY CORP | 3,630 | $256K | 0.0% | $11.73 | +43.4% | COMMON STOCK | 084423102 |
| UNM | UNUMPROVIDENT CORP | 5,425 | $254K | 0.0% | $40.01 | +17.1% | COMMON STOCK | 91529Y106 |
| CBSH | COMMERCE BANCSHARES INC | 4,509 | $253K | 0.0% | $31.12 | +18.1% | COMMON STOCK | 200525103 |
| EMN | EASTMAN CHEM CO | 3,090 | $250K | 0.0% | $47.79 | +22.4% | COMMON STOCK | 277432100 |
| — | LENNAR CORP | 945 | $246K | 0.0% | — | — | Call | 526057904 |
| MSM | MSC INDUSTRIAL DIRECT CO INC | 2,370 | $244K | 0.0% | $82.48 | +22.9% | COMMON STOCK | 553530106 |
| — | FLIR SYSTEMS INC | 6,700 | $243K | 0.0% | $32.99 | — | COMMON STOCK | 302445101 |
| — | DCT INDUSTRIAL TRUST INC | 4,900 | $236K | 0.0% | $48.16 | — | COMMON STOCK | 233153204 |
| WAL | WESTERN ALLIANCE BANCORP | 4,760 | $234K | 0.0% | $30.95 | +40.4% | COMMON STOCK | 957638109 |
| — | VMWARE INC | 2,465 | $227K | 0.0% | $92.09 | — | COMMON STOCK | 928563402 |
| ALSN | ALLISON TRANSMISSION HOLDINGS | 6,285 | $227K | 0.0% | $26.93 | +14.9% | COMMON STOCK | 01973R101 |
| SWK | STANLEY BLACK & DECKER INC | 1,700 | $226K | 0.0% | $99.03 | 0.0% | COMMON STOCK | 854502101 |
| — | ANSYS INC | 2,100 | $224K | 0.0% | $106.67 | — | COMMON STOCK | 03662Q105 |
| — | SPIRIT AEROSYSTEMS HOLDINGS | 3,800 | $220K | 0.0% | $58.42 | — | COMMON STOCK | 848574109 |
| — | WELLCARE HEALTH PLANS INC | 1,560 | $219K | 0.0% | $137.18 | — | COMMON STOCK | 94946T106 |
| JBLU | JETBLUE AIRWAYS CORP | 10,550 | $217K | 0.0% | $20.29 | +0.5% | COMMON STOCK | 477143101 |
| CFR | CULLEN/FROST BANKERS INC | 2,400 | $214K | 0.0% | $61.60 | +12.9% | COMMON STOCK | 229899109 |
| BOH | BANK OF HAWAII | 2,570 | $212K | 0.0% | $40.08 | +51.9% | COMMON STOCK | 062540109 |
| PAYX | PAYCHEX INC | 3,600 | $212K | 0.0% | $40.17 | +16.2% | COMMON STOCK | 704326107 |
| — | DISCOVERY COMMUNICATIONS INC | 7,130 | $207K | 0.0% | $29.03 | — | COMMON STOCK | 25470F104 |
| NTRS | NORTHERN TRUST CORP | 2,355 | $204K | 0.0% | $61.69 | +9.9% | COMMON STOCK | 665859104 |
| — | UNILEVER NV | 565 | $203K | 0.0% | — | — | Call | 904784909 |
| — | ISHARES CHINA LARGE CAP ETF | 5,535 | $202K | 0.0% | — | — | Call | 464287904 |
| — | SVB FINANCIAL GROUP | 1,075 | $200K | 0.0% | $186.05 | — | COMMON STOCK | 78486Q101 |
| — | TCF FINANCIAL CORP | 10,000 | $170K | 0.0% | $19.59 | — | COMMON STOCK | 872275102 |
| — | NOBLE CORP PLC | 24,000 | $149K | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| IBN | ICICI BANK LTD | 17,125 | $147K | 0.0% | $9.68 | — | COMMON STOCK | 45104G104 |
| — | MGIC INVESTMENT CORP | 139,000 | $140K | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 552848AD5 |
| — | NUVASIVE INC | 52,000 | $92,000 | 0.0% | $1.24 | — | CONVERTIBLE SECURITY | 670704AC9 |
| — | TESLA MOTORS INC | 17,000 | $17,000 | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| — | SECOND SIGHT MEDICAL PRODUCT | 13,196 | $16,000 | 0.0% | $2.95 | — | COMMON STOCK | 81362J100 |