Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q2 2017 (← Previous) (Next →)
Filing Date: Aug 9, 2017
Total Value: $13.53B (74.8% shares, 25.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 2,876,960 | $414M | 3.1% | $19.21 | +78.6% | COMMON STOCK | 037833100 |
| — | ISHARES MSCI EAFE ETF | 4,502,200 | $294M | 2.2% | — | — | Call | 464287905 |
| GOOGL | ALPHABET INC | 282,451 | $263M | 1.9% | $36.73 | +26.4% | COMMON STOCK | 02079K305 |
| MSFT | MICROSOFT CORP | 3,497,992 | $241M | 1.8% | $35.69 | +74.6% | COMMON STOCK | 594918104 |
| — | TESLA MOTORS INC | 623,400 | $225M | 1.7% | — | — | Put | 88160R951 |
| — | TESLA MOTORS INC | 159,464,000 | $185M | 1.4% | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| C | CITIGROUP INC | 2,603,440 | $174M | 1.3% | $37.98 | +22.3% | COMMON STOCK | 172967424 |
| AMZN | AMAZON.COM INC | 171,342 | $166M | 1.2% | $15.09 | +216.2% | COMMON STOCK | 023135106 |
| JPM | JP MORGAN CHASE & CO | 1,802,430 | $165M | 1.2% | $37.85 | +81.1% | COMMON STOCK | 46625H100 |
| — | INTEL CORP | 98,601,000 | $163M | 1.2% | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| META | FACEBOOK INC | 1,080,169 | $163M | 1.2% | $36.82 | +301.1% | COMMON STOCK | 30303M102 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 181,030 | $157M | 1.2% | $998.78 | — | CONVERTIBLE PREFERRED SECURITY | G0177J116 |
| JNJ | JOHNSON & JOHNSON | 1,181,049 | $156M | 1.2% | $65.00 | +54.4% | COMMON STOCK | 478160104 |
| — | THE PRICELINE GROUP INC | 130,849,000 | $150M | 1.1% | $1.05 | — | CONVERTIBLE SECURITY | 741503AX4 |
| — | SPDR S&P 500 ETF | 600,000 | $145M | 1.1% | — | — | Put | 78462F953 |
| — | SALESFORCE.COM INC | 105,133,000 | $140M | 1.0% | $1.16 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| XOM | EXXON MOBIL CORP | 1,441,248 | $116M | 0.9% | $55.62 | -0.3% | COMMON STOCK | 30231G102 |
| CMCSA | COMCAST CORP | 2,959,363 | $115M | 0.9% | $24.96 | +27.9% | COMMON STOCK | 20030N101 |
| — | POWERSHARES QQQ NASDAQ 100 | 821,500 | $113M | 0.8% | — | — | Put | 73935A954 |
| — | CELGENE CORP | 786,143 | $102M | 0.8% | $107.92 | — | COMMON STOCK | 151020104 |
| — | LIBERTY INTERACTIVE LLC | 87,817,000 | $101M | 0.7% | $1.06 | — | CONVERTIBLE SECURITY | 530610AD6 |
| — | ANTHEM INC | 1,877,230 | $99.16M | 0.7% | $52.74 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| UNH | UNITEDHEALTH GROUP INC | 532,276 | $98.69M | 0.7% | $113.82 | +34.1% | COMMON STOCK | 91324P102 |
| DIS | DISNEY WALT CO | 927,244 | $98.52M | 0.7% | $81.85 | +25.2% | COMMON STOCK | 254687106 |
| — | WORKDAY INC | 77,220,000 | $96.02M | 0.7% | $1.18 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| BAC | BANK OF AMER CP | 3,889,924 | $94.37M | 0.7% | $12.70 | +50.4% | COMMON STOCK | 060505104 |
| WFC | WELLS FARGO & COMPANY | 1,685,151 | $93.37M | 0.7% | $29.39 | +43.5% | COMMON STOCK | 949746101 |
| — | NEXTERA ENERGY INC | 1,388,421 | $89.05M | 0.7% | $59.27 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| V | VISA INC | 941,936 | $88.33M | 0.7% | $68.09 | +28.4% | COMMON STOCK | 92826C839 |
| HD | HOME DEPOT | 572,419 | $87.81M | 0.6% | $60.88 | +104.5% | COMMON STOCK | 437076102 |
| PG | PROCTER & GAMBLE CO | 956,256 | $83.34M | 0.6% | $61.75 | +13.6% | COMMON STOCK | 742718109 |
| BAX | BAXTER INTL INC | 1,373,191 | $83.13M | 0.6% | $38.20 | +28.5% | COMMON STOCK | 071813109 |
| — | GENERAL ELECTRIC CO | 3,060,686 | $82.67M | 0.6% | $24.35 | — | COMMON STOCK | 369604103 |
| — | LIBERTY MEDIA CORPORATION | 67,672,000 | $80.72M | 0.6% | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| MRK | MERCK & CO | 1,259,200 | $80.7M | 0.6% | $33.75 | +37.9% | COMMON STOCK | 58933Y105 |
| CVX | CHEVRONTEXACO CORP | 748,075 | $78.05M | 0.6% | $71.03 | +3.1% | COMMON STOCK | 166764100 |
| — | MICRON TECHNOLOGY | 28,297,000 | $77.67M | 0.6% | $1.51 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | GOLDMAN SACHS GROUP | 340,000 | $75.45M | 0.6% | — | — | Call | 38141G904 |
| — | ALTABA INC | 64,384,000 | $73.41M | 0.5% | $1.13 | — | CONVERTIBLE SECURITY | 984332AF3 |
| — | NVIDIA CORP | 10,000,000 | $72.31M | 0.5% | $1.16 | — | CONVERTIBLE SECURITY | 67066GAC8 |
| PEP | PEPSICO INC | 625,265 | $72.21M | 0.5% | $65.00 | +35.7% | COMMON STOCK | 713448108 |
| SBUX | STARBUCKS CORP | 1,228,558 | $71.64M | 0.5% | $36.95 | +35.9% | COMMON STOCK | 855244109 |
| KO | COCA-COLA CO | 1,575,677 | $70.67M | 0.5% | $28.05 | +20.1% | COMMON STOCK | 191216100 |
| T | AT&T INC | 1,836,527 | $69.29M | 0.5% | $12.72 | +25.2% | COMMON STOCK | 00206R102 |
| PFE | PFIZER INC | 2,002,000 | $67.25M | 0.5% | $17.18 | +25.8% | COMMON STOCK | 717081103 |
| PM | PHILIP MORRIS INTERNATIONAL | 562,081 | $66.02M | 0.5% | $51.08 | +45.4% | COMMON STOCK | 718172109 |
| DAL | DELTA AIR LINES INC | 1,226,623 | $65.92M | 0.5% | $37.62 | +17.8% | COMMON STOCK | 247361702 |
| — | WELLS FARGO & COMPANY | 50,091 | $65.67M | 0.5% | $1214.35 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 959,680 | $63.26M | 0.5% | $47.56 | +15.5% | COMMON STOCK | 45866F104 |
| — | CTRIP.COM INTL LTD | 53,724,000 | $62.1M | 0.5% | $1.08 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| — | NUVASIVE INC | 43,985,000 | $60.97M | 0.5% | $1.37 | — | CONVERTIBLE SECURITY | 670704AG0 |
| — | BECTON DICKINSON AND CO | 1,086,994 | $59.55M | 0.4% | $54.78 | — | CONVERTIBLE PREFERRED SECURITY | 075887208 |
| — | CITRIX SYSTEMS INC | 48,342,000 | $58.38M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 177376AD2 |
| — | AETNA INC | 378,423 | $57.46M | 0.4% | $113.17 | — | COMMON STOCK | 00817Y108 |
| — | T-MOBILE US INC | 580,203 | $57.23M | 0.4% | $61.16 | — | CONVERTIBLE PREFERRED SECURITY | 872590203 |
| SLB | SCHLUMBERGER LTD | 863,916 | $56.88M | 0.4% | $53.88 | +3.6% | COMMON STOCK | 806857108 |
| HON | HONEYWELL INTL | 413,958 | $55.18M | 0.4% | $68.58 | +44.0% | COMMON STOCK | 438516106 |
| — | ON SEMICONDUCTOR CORP | 52,573,000 | $54.81M | 0.4% | $0.96 | — | CONVERTIBLE SECURITY | 682189AK1 |
| — | UNITED TECHNOLOGIES CORP | 434,147 | $53.01M | 0.4% | $96.96 | — | COMMON STOCK | 913017109 |
| — | TESLA INC | 41,370,000 | $52.25M | 0.4% | $1.04 | — | CONVERTIBLE SECURITY | 88160RAD3 |
| — | BANK OF AMERICA CORP. | 40,416 | $51.01M | 0.4% | $1163.51 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| — | THE PRICELINE GROUP INC | 25,000,000 | $49.53M | 0.4% | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | PRICELINE GROUP INC/THE | 26,410 | $49.4M | 0.4% | $1450.68 | — | COMMON STOCK | 741503403 |
| — | FACEBOOK INC | 326,700 | $49.33M | 0.4% | — | — | Put | 30303M952 |
| — | AMER TOWER CORP | 406,834 | $49.32M | 0.4% | $115.42 | — | CONVERTIBLE PREFERRED SECURITY | 03027X407 |
| LOW | LOWE'S COMPANIES | 619,298 | $48.01M | 0.4% | $55.63 | +25.3% | COMMON STOCK | 548661107 |
| — | BROADCOM LTD | 202,880 | $47.28M | 0.3% | $179.82 | — | COMMON STOCK | Y09827109 |
| VYX | NCR CORP | 1,149,780 | $46.96M | 0.3% | $26.40 | -3.9% | COMMON STOCK | 62886E108 |
| GOOG | ALPHABET INC | 51,303 | $46.62M | 0.3% | $35.75 | +27.1% | COMMON STOCK | 02079K107 |
| AMAT | APPLIED MATERIALS INC | 1,126,168 | $46.52M | 0.3% | $23.84 | +61.9% | COMMON STOCK | 038222105 |
| — | DOW CHEMICAL CO | 733,571 | $46.27M | 0.3% | $40.66 | — | COMMON STOCK | 260543103 |
| — | EMERGENT BIOSOLUTIONS INC | 35,781,000 | $46.26M | 0.3% | $1.18 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| VZ | VERIZON COMM | 1,035,342 | $46.24M | 0.3% | $28.32 | +4.3% | COMMON STOCK | 92343V104 |
| WMT | WAL-MART STORES INC | 601,462 | $45.52M | 0.3% | $20.38 | +8.0% | COMMON STOCK | 931142103 |
| PYPL | PAYPAL HOLDINGS INC | 845,098 | $45.36M | 0.3% | $40.49 | +21.1% | COMMON STOCK | 70450Y103 |
| — | SERVICENOW INC | 30,775,000 | $45.31M | 0.3% | $1.15 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| CSX | CSX CORPORATION | 819,518 | $44.71M | 0.3% | $9.32 | +63.5% | COMMON STOCK | 126408103 |
| — | DTE ENERGY CO | 822,436 | $44.71M | 0.3% | $52.77 | — | CONVERTIBLE PREFERRED SECURITY | 233331883 |
| UNP | UNION PACIFIC CORP | 407,534 | $44.38M | 0.3% | $63.91 | +41.0% | COMMON STOCK | 907818108 |
| — | MEDIDATA SOLUTIONS INC | 30,992,000 | $43.49M | 0.3% | $1.09 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| MA | MASTERCARD INC | 352,066 | $42.76M | 0.3% | $72.06 | +56.9% | COMMON STOCK | 57636Q104 |
| WCN | WASTE CONNECTIONS INC | 652,133 | $42.01M | 0.3% | $47.59 | +23.1% | COMMON STOCK | 94106B101 |
| — | ZENDESK INC | 1,511,983 | $42M | 0.3% | $27.93 | — | COMMON STOCK | 98936J101 |
| — | DYCOM INDS | 35,787,000 | $41.63M | 0.3% | $1.10 | — | CONVERTIBLE SECURITY | 267475AB7 |
| — | NEXTERA ENERGY INC | 762,852 | $41.2M | 0.3% | $49.80 | — | CONVERTIBLE PREFERRED SECURITY | 65339F820 |
| — | ALEXION PHARMACEUTICALS INC | 334,488 | $40.7M | 0.3% | $124.76 | — | COMMON STOCK | 015351109 |
| — | LAM RESEARCH CORP | 286,712 | $40.55M | 0.3% | $87.12 | — | COMMON STOCK | 512807108 |
| — | MOLINA HEALTHCARE INC | 31,643,000 | $40.53M | 0.3% | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | JOHNSON & JOHNSON | 302,000 | $39.95M | 0.3% | — | — | Call | 478160904 |
| — | GREAT PLAINS ENERGY INC | 752,142 | $39.89M | 0.3% | $50.60 | — | CONVERTIBLE PREFERRED SECURITY | 391164878 |
| BRK/B | BERKSHIRE HTH | 234,506 | $39.72M | 0.3% | $112.17 | +48.3% | COMMON STOCK | 084670702 |
| — | WALGREENS BOOTS ALLIANCE INC | 505,591 | $39.59M | 0.3% | $79.39 | — | COMMON STOCK | 931427108 |
| AMGN | AMGEN INC | 229,811 | $39.58M | 0.3% | $107.03 | +17.1% | COMMON STOCK | 031162100 |
| — | DISCOVER FINANCIAL SERVICES | 634,391 | $39.45M | 0.3% | $58.16 | — | COMMON STOCK | 254709108 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 910,085 | $39.31M | 0.3% | $25.94 | +41.4% | COMMON STOCK | 609207105 |
| AIG | AMER INTL GROUP | 614,771 | $38.44M | 0.3% | $35.29 | +41.1% | COMMON STOCK | 026874784 |
| NKE | NIKE INC | 645,977 | $38.11M | 0.3% | $42.35 | +13.9% | COMMON STOCK | 654106103 |
| — | PROOFPOINT | 30,297,000 | $37.82M | 0.3% | $1.07 | — | CONVERTIBLE SECURITY | 743424AD5 |
| MAS | MASCO CORP | 989,188 | $37.8M | 0.3% | $24.81 | +29.2% | COMMON STOCK | 574599106 |
| — | E TRADE GROUP | 980,506 | $37.29M | 0.3% | $35.03 | — | COMMON STOCK | 269246401 |
| — | TAKE-TWO INTER | 10,785,000 | $36.85M | 0.3% | $1.09 | — | CONVERTIBLE SECURITY | 874054AD1 |
| SLM | SLM CORP | 3,200,908 | $36.81M | 0.3% | $11.63 | -2.2% | COMMON STOCK | 78442P106 |
| — | NOVELLUS SYSTEMS INC | 8,687,000 | $36.56M | 0.3% | $2.79 | — | CONVERTIBLE SECURITY | 670008AD3 |
| ETN | EATON CORP PLC | 463,851 | $36.1M | 0.3% | $47.79 | +33.9% | COMMON STOCK | G29183103 |
| — | ALLERGAN PLC | 145,849 | $35.45M | 0.3% | $242.50 | — | COMMON STOCK | G0177J108 |
| MCD | MCDONALD'S CORP | 231,065 | $35.39M | 0.3% | $72.45 | +62.8% | COMMON STOCK | 580135101 |
| GS | GOLDMAN SACHS | 159,222 | $35.33M | 0.3% | $173.04 | +6.7% | COMMON STOCK | 38141G104 |
| — | ADVANCED MICRO DEVICES INC | 20,000,000 | $35.13M | 0.3% | $1.09 | — | CONVERTIBLE SECURITY | 007903BD8 |
| HAL | HALLIBURTON CO | 817,874 | $34.93M | 0.3% | $39.42 | -1.9% | COMMON STOCK | 406216101 |
| MET | METLIFE INC | 631,536 | $34.7M | 0.3% | $32.17 | +7.6% | COMMON STOCK | 59156R108 |
| — | MICROCHP TECH HYPER WARRANTS | 22,974,000 | $34.69M | 0.3% | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| BA | BOEING CO | 173,145 | $34.24M | 0.3% | $110.18 | +58.7% | COMMON STOCK | 097023105 |
| — | VEECO INSTRUMENTS INC. | 33,096,000 | $33.96M | 0.3% | $1.04 | — | CONVERTIBLE SECURITY | 922417AD2 |
| UPS | UNITED PARCEL SERVICE | 306,500 | $33.9M | 0.3% | $65.90 | +17.3% | COMMON STOCK | 911312106 |
| — | AIR LEASE | 24,404,000 | $33.88M | 0.3% | $1.31 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | IRONWOOD PHARMACEUTICALS INC | 25,165,000 | $33.87M | 0.3% | $1.04 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| MDT | MEDTRONIC PLC | 381,465 | $33.85M | 0.3% | $61.03 | +10.8% | COMMON STOCK | G5960L103 |
| RDN | RADIAN GROUP INC | 2,054,000 | $33.58M | 0.2% | $14.88 | -4.8% | COMMON STOCK | 750236101 |
| — | PROOFPOINT | 15,000,000 | $33.44M | 0.2% | $1.67 | — | CONVERTIBLE SECURITY | 743424AB9 |
| — | CTRIP.COM INTL LTD | 27,000,000 | $33.07M | 0.2% | $1.17 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| LLY | ELI LILLY & CO | 396,131 | $32.6M | 0.2% | $43.19 | +65.1% | COMMON STOCK | 532457108 |
| MNST | MONSTER BEVERAGE CORP | 652,398 | $32.41M | 0.2% | $23.42 | +2.9% | COMMON STOCK | 61174X109 |
| EOG | EOG RESOURCES INC | 356,870 | $32.3M | 0.2% | $57.66 | +19.1% | COMMON STOCK | 26875P101 |
| SYK | STRYKER CORP | 231,789 | $32.17M | 0.2% | $74.14 | +68.3% | COMMON STOCK | 863667101 |
| CAT | CATERPILLAR INC | 295,362 | $31.74M | 0.2% | $74.22 | +13.3% | COMMON STOCK | 149123101 |
| — | ROYAL GOLD | 29,226,000 | $31.55M | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 780287AA6 |
| — | WELLTOWER INC | 475,304 | $31.49M | 0.2% | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| MS | MORGAN STANLEY | 704,978 | $31.41M | 0.2% | $26.89 | +24.8% | COMMON STOCK | 617446448 |
| CSCO | CISCO SYSTEMS INC | 1,002,946 | $31.39M | 0.2% | $20.02 | +25.2% | COMMON STOCK | 17275R102 |
| CRM | SALESFORCE.COM INC | 361,858 | $31.34M | 0.2% | $70.52 | +22.0% | COMMON STOCK | 79466L302 |
| NFLX | NETFLIX INC | 208,945 | $31.22M | 0.2% | $14.13 | +8.9% | COMMON STOCK | 64110L106 |
| — | FACEBOOK INC | 201,500 | $30.42M | 0.2% | — | — | Call | 30303M902 |
| PNC | PNC FINANCIAL SERVICES GROUP | 241,078 | $30.1M | 0.2% | $64.69 | +39.6% | COMMON STOCK | 693475105 |
| — | PANDORA MEDIA INC | 31,625,000 | $30.09M | 0.2% | $1.02 | — | CONVERTIBLE SECURITY | 698354AB3 |
| — | PDC ENERGY INC | 32,769,000 | $29.85M | 0.2% | $1.11 | — | CONVERTIBLE SECURITY | 69327RAD3 |
| — | MACQUARIE INFRASTRUCTURE | 29,354,000 | $29.33M | 0.2% | $1.01 | — | CONVERTIBLE SECURITY | 55608BAB1 |
| — | TESLA MOTORS INC | 10,000,000 | $29.1M | 0.2% | $1.84 | — | CONVERTIBLE SECURITY | 88160RAA9 |
| BK | BANK OF NEW YORK MELLON CORP | 569,947 | $29.08M | 0.2% | $29.42 | +29.0% | COMMON STOCK | 064058100 |
| LMT | LOCKHEED MARTIN CORP | 104,432 | $28.99M | 0.2% | $148.68 | +46.9% | COMMON STOCK | 539830109 |
| — | MICRON TECHNOLOGY | 10,366,000 | $28.63M | 0.2% | $3.06 | — | CONVERTIBLE SECURITY | 595112AV5 |
| — | ALPHABET INC | 30,400 | $28.26M | 0.2% | — | — | Put | 02079K957 |
| — | NXP SEMICONDUCT NV | 23,630,000 | $28.23M | 0.2% | $1.10 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| — | ALPHABET INC | 30,200 | $28.08M | 0.2% | — | — | Call | 02079K907 |
| — | ROVI CORP | 28,294,000 | $28.07M | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | COLONY STARWOOD HOMES | 23,370,000 | $27.75M | 0.2% | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| AXP | AMER EXPRESS CO. | 322,542 | $27.17M | 0.2% | $58.78 | +19.6% | COMMON STOCK | 025816109 |
| COST | COSTCO WHOLESALE CORP | 169,247 | $27.07M | 0.2% | $91.75 | +64.5% | COMMON STOCK | 22160K105 |
| — | CALATLANTIC GROUP INC | 22,609,000 | $26.93M | 0.2% | $1.28 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | WEATHERFORD INTERNATIONAL LTD | 26,462,000 | $26.81M | 0.2% | $1.28 | — | CONVERTIBLE SECURITY | 947075AH0 |
| — | RTI INTL METALS | 24,860,000 | $26.65M | 0.2% | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| PRU | PRUDENTIAL FINANCIAL INC | 246,253 | $26.63M | 0.2% | $61.02 | +16.5% | COMMON STOCK | 744320102 |
| NWL | NEWELL BRANDS INC | 495,586 | $26.57M | 0.2% | $31.35 | +10.2% | COMMON STOCK | 651229106 |
| STZ | CONSTELLATION BRANDS INC | 136,277 | $26.4M | 0.2% | $137.76 | +13.0% | COMMON STOCK | 21036P108 |
| — | HOLOGIC INC | 20,878,000 | $26.37M | 0.2% | $1.27 | — | CONVERTIBLE SECURITY | 436440AG6 |
| EXPE | EXPEDIA INC | 175,595 | $26.16M | 0.2% | $108.64 | +24.2% | COMMON STOCK | 30212P303 |
| — | SALESFORCE.COM INC | 300,000 | $25.98M | 0.2% | — | — | Put | 79466L952 |
| — | BIOMARIN PHARMACEUTICAL INC | 23,321,000 | $25.94M | 0.2% | $1.23 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| FIS | FIDELITY NATIONAL INFORMATION | 303,084 | $25.88M | 0.2% | $66.34 | +8.2% | COMMON STOCK | 31620M106 |
| EXC | EXELON CORP | 714,316 | $25.77M | 0.2% | $18.44 | +2.3% | COMMON STOCK | 30161N101 |
| CCI | CROWN CASTLE INTL CORP | 257,147 | $25.76M | 0.2% | $64.02 | +6.9% | COMMON STOCK | 22822V101 |
| — | AMAZON.COM INC | 26,600 | $25.75M | 0.2% | — | — | Put | 023135956 |
| TMO | THERMO FISHER SCIENTIFIC INC | 144,997 | $25.3M | 0.2% | $123.80 | +32.5% | COMMON STOCK | 883556102 |
| AL | AIR LEASE | 666,130 | $24.89M | 0.2% | $31.55 | +2.4% | COMMON STOCK | 00912X302 |
| — | TAL EDUCATION GROUP | 5,250,000 | $24.65M | 0.2% | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| — | SOUTHWESTERN ENERGY CO | 1,671,895 | $24.39M | 0.2% | $38.51 | — | CONVERTIBLE PREFERRED SECURITY | 845467208 |
| NOC | NORTHROP GRUMMAN CORP | 94,365 | $24.22M | 0.2% | $134.16 | +62.1% | COMMON STOCK | 666807102 |
| ACN | ACCENTURE PLC | 195,784 | $24.21M | 0.2% | $77.76 | +37.8% | COMMON STOCK | G1151C101 |
| — | FINISAR CORP | 21,462,000 | $24.01M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| — | RAYTHEON CO | 145,112 | $23.43M | 0.2% | $152.50 | — | COMMON STOCK | 755111507 |
| MGM | MGM RESORTS INTERNATIONAL | 747,453 | $23.39M | 0.2% | $26.21 | +12.0% | COMMON STOCK | 552953101 |
| — | PALO ALTO NETWORKS | 17,687,000 | $23.23M | 0.2% | $1.57 | — | CONVERTIBLE SECURITY | 697435AB1 |
| AMT | AMERICAN TOWER REIT INC | 175,339 | $23.2M | 0.2% | $95.54 | +7.7% | COMMON STOCK | 03027X100 |
| — | RED HAT INC | 16,510,000 | $22.94M | 0.2% | $1.31 | — | CONVERTIBLE SECURITY | 756577AD4 |
| — | EXPEDIA INC | 153,500 | $22.86M | 0.2% | — | — | Put | 30212P903 |
| TSLA | TESLA INC | 62,227 | $22.5M | 0.2% | $22.01 | 0.0% | COMMON STOCK | 88160R101 |
| INTC | INTEL CORP | 665,678 | $22.46M | 0.2% | $19.26 | +53.5% | COMMON STOCK | 458140100 |
| — | BIOMARIN PHARMACEUTICAL INC | 18,614,000 | $22.27M | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| — | THE PRICELINE GROUP INC | 15,000,000 | $22.11M | 0.2% | $1.45 | — | CONVERTIBLE SECURITY | 741503AS5 |
| GM | GENERAL MOTORS CO | 631,516 | $22.06M | 0.2% | $27.38 | +6.1% | COMMON STOCK | 37045V100 |
| PHM | PULTEGROUP INC | 895,262 | $21.96M | 0.2% | $18.49 | +14.5% | COMMON STOCK | 745867101 |
| — | ALLERGAN PLC | 90,000 | $21.88M | 0.2% | — | — | Call | G0177J908 |
| — | LABORATORY CRP OF AMER HLDGS | 141,849 | $21.86M | 0.2% | $146.88 | — | COMMON STOCK | 50540R409 |
| GILD | GILEAD SCIENCES INC | 308,736 | $21.85M | 0.2% | $51.50 | -6.2% | COMMON STOCK | 375558103 |
| KMX | CARMAX INC | 341,647 | $21.54M | 0.2% | $62.64 | -3.6% | COMMON STOCK | 143130102 |
| VGK | VANGUARD FTSE EUROPE | 390,500 | $21.53M | 0.2% | $50.15 | — | COMMON STOCK | 922042874 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 20,181,000 | $21.49M | 0.2% | $0.99 | — | CONVERTIBLE SECURITY | 049164BH8 |
| — | GENESEE & WYOMING INC | 309,923 | $21.2M | 0.2% | $69.41 | — | COMMON STOCK | 371559105 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 552,079 | $20.95M | 0.2% | $37.28 | 0.0% | COMMON STOCK | 00737L103 |
| DHI | D R HORTON INC | 601,952 | $20.81M | 0.2% | $27.18 | +11.8% | COMMON STOCK | 23331A109 |
| — | LIGAND PHARMACEUTICALS INC | 12,500,000 | $20.78M | 0.2% | $1.39 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| — | SM ENERGY CO | 23,087,000 | $20.69M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 78454LAM2 |
| — | MERCADOLIBRE INC | 10,000,000 | $20.32M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| — | FLEETCOR TECHNOLOGIES INC | 140,449 | $20.25M | 0.1% | $171.94 | — | COMMON STOCK | 339041105 |
| CB | CHUBB LTD | 138,002 | $20.06M | 0.1% | $113.27 | +6.7% | COMMON STOCK | H1467J104 |
| ORCL | ORACLE CORP | 398,288 | $19.97M | 0.1% | $28.57 | +40.3% | COMMON STOCK | 68389X105 |
| — | AMAZON.COM INC | 20,200 | $19.55M | 0.1% | — | — | Call | 023135906 |
| — | KNOWLES CORPORATION | 16,526,000 | $19.54M | 0.1% | $1.18 | — | CONVERTIBLE SECURITY | 49926DAB5 |
| — | BB&T CORPORATION | 427,481 | $19.41M | 0.1% | $36.96 | — | COMMON STOCK | 054937107 |
| CCL | CARNIVAL CORP | 289,588 | $18.99M | 0.1% | $30.28 | +86.4% | COMMON STOCK | 143658300 |
| — | TTM TECHNOLOGIES INC | 10,000,000 | $18.82M | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| — | WPX ENERGY | 397,398 | $18.75M | 0.1% | $42.26 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| — | IONIS PHARMACEUTICALS INC | 17,500,000 | $18.65M | 0.1% | $1.13 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| AMG | AFFILIATED MANAGERS GROUP | 111,997 | $18.58M | 0.1% | $154.87 | 0.0% | COMMON STOCK | 008252108 |
| WDAY | WORKDAY INC | 189,480 | $18.38M | 0.1% | $90.69 | +3.0% | COMMON STOCK | 98138H101 |
| ZION | ZIONS BANCORPORATION | 416,871 | $18.3M | 0.1% | $39.45 | +4.4% | COMMON STOCK | 989701107 |
| — | TRINITY INDUSTRIES INC | 14,385,000 | $18.18M | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 896522AF6 |
| LITE | LUMENTUM HOLDINGS INC | 311,723 | $17.78M | 0.1% | $40.39 | +32.8% | COMMON STOCK | 55024U109 |
| — | MOLINA HEALTHCARE INC | 10,000,000 | $17.56M | 0.1% | $1.50 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 175,050 | $17.52M | 0.1% | $47.03 | +93.2% | COMMON STOCK | 33616C100 |
| — | SPIRIT AIRLINES INC | 337,762 | $17.45M | 0.1% | $56.14 | — | COMMON STOCK | 848577102 |
| CTAS | CINTAS CORP | 138,264 | $17.43M | 0.1% | $27.09 | +5.1% | COMMON STOCK | 172908105 |
| MO | ALTRIA GROUP INC | 232,975 | $17.35M | 0.1% | $17.63 | +122.8% | COMMON STOCK | 02209S103 |
| — | VIPSHOP HOLDINGS LTD | 17,500,000 | $17.34M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| BMY | BRISTOL MYERS SQUIBB | 308,825 | $17.21M | 0.1% | $36.56 | +9.1% | COMMON STOCK | 110122108 |
| KR | KROGER CO | 729,782 | $17.02M | 0.1% | $25.91 | -8.8% | COMMON STOCK | 501044101 |
| — | HARRIS CORP | 155,323 | $16.94M | 0.1% | $111.27 | — | COMMON STOCK | 413875105 |
| — | STARWOOD PROPERTY TRUST INC | 16,541,000 | $16.77M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 85571BAH8 |
| CBOE | CBOE HOLDINGS INC | 183,392 | $16.76M | 0.1% | $61.40 | +24.5% | COMMON STOCK | 12503M108 |
| MHK | MOHAWK INDS INC | 68,782 | $16.62M | 0.1% | $201.34 | +17.2% | COMMON STOCK | 608190104 |
| — | DUPONT DE NEMOUR & CO | 205,351 | $16.57M | 0.1% | $59.82 | — | COMMON STOCK | 263534109 |
| ABT | ABBOTT LABORATORIES | 338,983 | $16.48M | 0.1% | $33.41 | +16.4% | COMMON STOCK | 002824100 |
| BP | BP PLC | 475,000 | $16.46M | 0.1% | $41.74 | — | COMMON STOCK | 055622104 |
| MCHP | MICROCHIP TECHNOLOGY INC | 210,857 | $16.27M | 0.1% | $27.11 | +23.7% | COMMON STOCK | 595017104 |
| — | ORACLE CORP | 324,300 | $16.26M | 0.1% | — | — | Call | 68389X905 |
| WHR | WHIRLPOOL CORP | 84,391 | $16.17M | 0.1% | $186.48 | -1.9% | COMMON STOCK | 963320106 |
| — | TOLL BROTHERS FINANCE CORP. | 16,160,000 | $16.15M | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 88947EAM2 |
| — | GREENBRIER COMPANIES | 11,882,000 | $16.1M | 0.1% | $1.38 | — | CONVERTIBLE SECURITY | 393657AH4 |
| VMC | VULCAN MATLS CO | 126,854 | $16.07M | 0.1% | $108.68 | +7.1% | COMMON STOCK | 929160109 |
| — | MEDICINES CO | 15,250,000 | $16.04M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 584688AG0 |
| TS | TENARIS SA | 514,008 | $16.01M | 0.1% | $34.58 | — | COMMON STOCK | 88031M109 |
| HOLX | HOLOGIC INC | 349,745 | $15.87M | 0.1% | $38.59 | +14.4% | COMMON STOCK | 436440101 |
| TRU | TRANSUNION | 366,124 | $15.86M | 0.1% | $33.90 | +17.9% | COMMON STOCK | 89400J107 |
| — | HERBALIFE LTD | 15,000,000 | $15.65M | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 42703MAB9 |
| — | TOTAL SYSTEM SERVICES INC | 261,352 | $15.22M | 0.1% | $53.46 | — | COMMON STOCK | 891906109 |
| — | STANLEY BLACK & DECKER INC | 137,990 | $15.14M | 0.1% | $109.72 | — | CONVERTIBLE PREFERRED SECURITY | 854502887 |
| — | WEBMD HEALTH CORP | 14,603,000 | $15.13M | 0.1% | $1.13 | — | CONVERTIBLE SECURITY | 94770VAF9 |
| — | NUANCE COMMUNICATIONS INC | 15,000,000 | $14.5M | 0.1% | $0.91 | — | CONVERTIBLE SECURITY | 67020YAK6 |
| — | ALLEGHENY TECHNOLOGIES INC | 10,000,000 | $14.26M | 0.1% | $1.28 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| INCY | INCYTE GENOMICS INC | 113,132 | $14.24M | 0.1% | $96.03 | +32.5% | COMMON STOCK | 45337C102 |
| EXP | EAGLE MATERIALS INC | 154,019 | $14.23M | 0.1% | $85.95 | +7.2% | COMMON STOCK | 26969P108 |
| PH | PARKER HANNIFIN CORP | 89,051 | $14.23M | 0.1% | $115.01 | +20.9% | COMMON STOCK | 701094104 |
| ABBV | ABBVIE | 196,076 | $14.22M | 0.1% | $38.24 | +22.8% | COMMON STOCK | 00287Y109 |
| — | VIRTUS INVESTMENT PARTNERS | 140,000 | $14.2M | 0.1% | $97.84 | — | CONVERTIBLE PREFERRED SECURITY | 92828Q208 |
| — | SHUTTERFLY INC | 14,000,000 | $14.01M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| IBM | INT'L BUSINESS MACHINES CORP | 90,259 | $13.88M | 0.1% | $112.45 | -7.7% | COMMON STOCK | 459200101 |
| FLS | FLOWSERVE CORPORATION | 297,749 | $13.82M | 0.1% | $39.22 | +2.9% | COMMON STOCK | 34354P105 |
| — | PIONEER NATURAL RESOURCES CO | 85,769 | $13.69M | 0.1% | $140.74 | — | COMMON STOCK | 723787107 |
| FXI | ISHARES CHINA LARGE CAP ETF | 340,000 | $13.5M | 0.1% | — | — | Call | 464287184 |
| SYF | SYNCHRONY FINANCIAL | 451,829 | $13.47M | 0.1% | $27.15 | -11.5% | COMMON STOCK | 87165B103 |
| F | FORD MOTOR CO | 1,176,599 | $13.17M | 0.1% | $7.77 | -8.7% | COMMON STOCK | 345370860 |
| AAP | ADVANCE AUTO PARTS INC | 111,956 | $13.05M | 0.1% | $127.94 | -5.8% | COMMON STOCK | 00751Y106 |
| HCA | HCA HEALTHCARE INC | 146,641 | $12.79M | 0.1% | $69.62 | +13.0% | COMMON STOCK | 40412C101 |
| NEE | NEXTERA ENERGY INC | 90,842 | $12.73M | 0.1% | $18.44 | +49.4% | COMMON STOCK | 65339F101 |
| CE | CELANESE CORP | 133,158 | $12.64M | 0.1% | $73.39 | +3.0% | COMMON STOCK | 150870103 |
| IBB | ISHARES NASDAQ BIOTECH INDX | 40,670 | $12.61M | 0.1% | $293.26 | — | COMMON STOCK | 464287556 |
| — | COLFAX CORP | 319,735 | $12.59M | 0.1% | $35.93 | — | COMMON STOCK | 194014106 |
| BABA | ALIBABA GROUP HOLDING LTD | 88,847 | $12.52M | 0.1% | $90.45 | — | COMMON STOCK | 01609W102 |
| QCOM | QUALCOMM INC | 226,163 | $12.49M | 0.1% | $45.79 | -3.4% | COMMON STOCK | 747525103 |
| — | WORKDAY INC | 9,295,000 | $12.43M | 0.1% | $1.16 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| BWXT | BWX TECHNOLOGIES INC | 254,003 | $12.38M | 0.1% | $33.99 | +28.5% | COMMON STOCK | 05605H100 |
| SPY | SPDR TRUST SERIES 1 | 50,383 | $12.18M | 0.1% | $233.33 | — | COMMON STOCK | 78462F103 |
| — | CORNERSTONE ONDEMAND INC | 12,000,000 | $12.06M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| WAT | WATERS CORP | 65,559 | $12.05M | 0.1% | $173.76 | 0.0% | COMMON STOCK | 941848103 |
| — | CSG SYS INTL | 11,000,000 | $11.91M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 126349AF6 |
| DUK | DUKE ENERGY CORP | 141,441 | $11.82M | 0.1% | $42.79 | +38.1% | COMMON STOCK | 26441C204 |
| — | CALATLANTIC GROUP INC | 11,785,000 | $11.81M | 0.1% | $1.21 | — | CONVERTIBLE SECURITY | 85375CBC4 |
| — | MICRON TECHNOLOGY INC | 3,850,000 | $11.76M | 0.1% | $2.01 | — | CONVERTIBLE SECURITY | 595112AX1 |
| — | MERITAGE CORP | 11,635,000 | $11.69M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 59001AAR3 |
| ZTS | ZOETIS | 186,763 | $11.65M | 0.1% | $42.99 | +28.6% | COMMON STOCK | 98978V103 |
| CVS | CVS HEALTH CORP | 144,739 | $11.65M | 0.1% | $46.87 | +28.7% | COMMON STOCK | 126650100 |
| GOOS | CANADA GOOSE HOLDINGS INC | 582,773 | $11.51M | 0.1% | $18.53 | 0.0% | COMMON STOCK | 135086106 |
| — | ELECTRONICS FOR IMAGING INC | 10,500,000 | $11.31M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| — | TIME WARNER INC | 112,438 | $11.29M | 0.1% | $77.79 | — | COMMON STOCK | 887317303 |
| NOK | NOKIA CP | 1,820,000 | $11.21M | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| — | WRIGHT MEDICAL | 10,000,000 | $11.17M | 0.1% | $0.90 | — | CONVERTIBLE SECURITY | 98235TAE7 |
| — | VIAVI SOLUTIONS INC | 10,000,000 | $11.08M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| WELL | WELLTOWER INC | 147,205 | $11.02M | 0.1% | $46.65 | +14.8% | COMMON STOCK | 95040Q104 |
| MMM | 3M CO | 52,526 | $10.94M | 0.1% | $87.56 | +42.4% | COMMON STOCK | 88579Y101 |
| — | RAMBUS INC | 10,000,000 | $10.9M | 0.1% | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| SPGI | S&P GLOBAL INC | 74,514 | $10.88M | 0.1% | $114.76 | +12.0% | COMMON STOCK | 78409V104 |
| — | SPECTRANETICS | 8,000,000 | $10.83M | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 84760CAA5 |
| — | INTEGRATED DEVICE TECHNOLOGY | 10,000,000 | $10.69M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 458118AC0 |
| — | L3 TECHNOLOGIES INC | 63,671 | $10.64M | 0.1% | $165.29 | — | COMMON STOCK | 502413107 |
| — | WRIGHT MEDICAL GROUP NV | 7,500,000 | $10.63M | 0.1% | $1.42 | — | CONVERTIBLE SECURITY | 98236JAB4 |
| — | SINA CORP | 10,000,000 | $10.51M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| ITUB | ITAU UNIBANCO HOLDING SA | 949,800 | $10.49M | 0.1% | $11.03 | — | COMMON STOCK | 465562106 |
| — | ARES CAPITAL CORP | 9,977,000 | $10.29M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| — | INFINERA CORP | 9,500,000 | $10.22M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| — | RENEWABLE ENERGY GROUP INC | 7,500,000 | $10.22M | 0.1% | $1.36 | — | CONVERTIBLE SECURITY | 75972AAC7 |
| FHN | FIRST HORIZON NATIONAL CORP | 581,328 | $10.13M | 0.1% | $13.79 | -5.3% | COMMON STOCK | 320517105 |
| NVDA | NVIDIA CORP | 69,847 | $10.1M | 0.1% | $1.87 | +67.6% | COMMON STOCK | 67066G104 |
| — | JAZZ PHARMACEUTICLS | 9,015,000 | $9.922M | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| — | MEDICINES CO | 7,500,000 | $9.815M | 0.1% | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| — | WHITING PETROLEUM CORP | 11,375,000 | $9.636M | 0.1% | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $9.629M | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 00163UAD8 |
| NUE | NUCOR CORP | 159,608 | $9.237M | 0.1% | $50.16 | -3.4% | COMMON STOCK | 670346105 |
| — | TWITTER INC | 10,000,000 | $9.162M | 0.1% | $0.83 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| — | ILLUMINA INC | 8,892,000 | $9.046M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 452327AF6 |
| NEM | NEWMONT MINING CORP | 276,251 | $8.948M | 0.1% | $21.20 | +25.4% | COMMON STOCK | 651639106 |
| — | CEMEX SAB DE CV | 7,768,000 | $8.93M | 0.1% | $1.15 | — | CONVERTIBLE SECURITY | 151290BR3 |
| PAYC | PAYCOM SOFTWARE INC | 129,961 | $8.891M | 0.1% | $50.84 | +24.0% | COMMON STOCK | 70432V102 |
| — | VODAFONE GROUP PLC | 308,000 | $8.849M | 0.1% | — | — | Call | 92857W908 |
| — | OCLARO INC | 945,000 | $8.826M | 0.1% | — | — | Call | 67555N906 |
| — | SUNPOWER CORP | 10,000,000 | $8.725M | 0.1% | $0.71 | — | CONVERTIBLE SECURITY | 867652AL3 |
| — | CBS CORP | 134,750 | $8.594M | 0.1% | $63.78 | — | COMMON STOCK | 124857202 |
| FDX | FEDEX CORP | 38,782 | $8.428M | 0.1% | $103.66 | +65.0% | COMMON STOCK | 31428X106 |
| — | CARDTRONICS INC | 8,800,000 | $8.426M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| — | XILINX INC | 130,000 | $8.362M | 0.1% | — | — | Call | 983919901 |
| — | GLOBAL X FTSE GREECE 20 | 818,000 | $8.27M | 0.1% | $8.49 | — | COMMON STOCK | 37950E366 |
| BIDU | BAIDU INC | 46,215 | $8.266M | 0.1% | $204.12 | — | COMMON STOCK | 056752108 |
| — | INTEL CORP | 6,249,000 | $8.181M | 0.1% | $1.19 | — | CONVERTIBLE SECURITY | 458140AD2 |
| SCHW | SCHWAB (CHARLES) CORP | 189,546 | $8.143M | 0.1% | $25.67 | +39.3% | COMMON STOCK | 808513105 |
| ELV | ANTHEM INC | 42,364 | $7.97M | 0.1% | $112.40 | +42.7% | COMMON STOCK | 036752103 |
| LUV | SOUTHWEST AIRLINES | 127,787 | $7.941M | 0.1% | $36.98 | +41.5% | COMMON STOCK | 844741108 |
| DE | DEERE & CO | 64,168 | $7.931M | 0.1% | $69.35 | +48.2% | COMMON STOCK | 244199105 |
| — | VIPSHOP HOLDINGS LTD | 750,000 | $7.913M | 0.1% | — | — | Call | 92763W903 |
| — | BOTTOMLINE TECH | 7,750,000 | $7.848M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| BIIB | BIOGEN INC | 28,805 | $7.817M | 0.1% | $312.76 | -15.5% | COMMON STOCK | 09062X103 |
| FISV | FISERV INC | 63,149 | $7.726M | 0.1% | $31.29 | +93.3% | COMMON STOCK | 337738108 |
| COP | CONOCOPHILLIPS | 175,663 | $7.722M | 0.1% | $42.18 | -15.9% | COMMON STOCK | 20825C104 |
| UBS | UBS GROUP AG | 444,300 | $7.544M | 0.1% | $15.89 | +2.3% | COMMON STOCK | H42097107 |
| — | LAM RESEARCH CORP | 53,300 | $7.538M | 0.1% | — | — | Call | 512807908 |
| — | TIMKENSTEEL CORP | 5,000,000 | $7.53M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| — | EURONET WORLDWIDE INC | 5,863,000 | $7.514M | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| — | FIREEYE | 8,117,000 | $7.394M | 0.1% | $0.86 | — | CONVERTIBLE SECURITY | 31816QAD3 |
| SPG | SIMON PROPERTY GROUP INC | 45,470 | $7.355M | 0.1% | $89.16 | +15.1% | COMMON STOCK | 828806109 |
| — | BANK OF AMERICA CORP | 300,000 | $7.278M | 0.1% | — | — | Call | 060505904 |
| — | DOMINION ENERGY INC | 144,381 | $7.265M | 0.1% | $49.90 | — | CONVERTIBLE PREFERRED SECURITY | 25746U836 |
| — | LAM RESEARCH CORP | 3,104,000 | $7.259M | 0.1% | $1.60 | — | CONVERTIBLE SECURITY | 512807AL2 |
| — | INPHI CORP | 6,368,000 | $7.169M | 0.1% | $1.29 | — | CONVERTIBLE SECURITY | 45772FAB3 |
| ILMN | ILLUMINA INC | 40,927 | $7.102M | 0.1% | $121.53 | +42.4% | COMMON STOCK | 452327109 |
| — | CIGNA CORP | 42,175 | $7.06M | 0.1% | $97.43 | — | COMMON STOCK | 125509109 |
| GD | GENERAL DYNAMICS CORP | 34,899 | $6.913M | 0.1% | $69.43 | +133.3% | COMMON STOCK | 369550108 |
| — | ACORDA THERAPEUTICS INC | 8,000,000 | $6.862M | 0.1% | $0.85 | — | CONVERTIBLE SECURITY | 00484MAA4 |
| — | FIREEYE | 7,282,000 | $6.853M | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| JD | JD.COM | 169,600 | $6.652M | 0.0% | $39.22 | — | COMMON STOCK | 47215P106 |
| — | HOLOGIC INC | 4,500,000 | $6.646M | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 436440AC5 |
| ALLE | ALLEGION PUBLIC LIMITED CO | 81,071 | $6.576M | 0.0% | $55.05 | +28.3% | COMMON STOCK | G0176J109 |
| — | EXPRESS SCRIPTS HOLDING CO | 102,757 | $6.56M | 0.0% | $68.55 | — | COMMON STOCK | 30219G108 |
| — | DELPHI AUTOMOTIVE PLC | 74,599 | $6.539M | 0.0% | $75.50 | — | COMMON STOCK | G27823106 |
| — | HORIZON PHARMA PLC | 7,500,000 | $6.51M | 0.0% | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| — | ANADARKO PETROLEUM | 142,560 | $6.464M | 0.0% | $81.60 | — | COMMON STOCK | 032511107 |
| ITW | ILL TOOL WORKS INC | 44,385 | $6.358M | 0.0% | $62.10 | +82.5% | COMMON STOCK | 452308109 |
| — | MONSANTO CO | 53,327 | $6.312M | 0.0% | $103.82 | — | COMMON STOCK | 61166W101 |
| — | TWENTY-FIRST CENTURY FOX INC | 219,544 | $6.222M | 0.0% | $33.80 | — | COMMON STOCK | 90130A101 |
| — | FORESTAR GROUP INC | 6,000,000 | $6.141M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| CBRE | CBRE GROUP INC | 165,516 | $6.025M | 0.0% | $33.88 | +2.7% | COMMON STOCK | 12504L109 |
| COF | CAPITAL ONE FINANCIAL CORP | 72,005 | $5.949M | 0.0% | $61.29 | +14.1% | COMMON STOCK | 14040H105 |
| CL | COLGATE-PALMOLIVE CO | 80,000 | $5.93M | 0.0% | $46.11 | +31.5% | COMMON STOCK | 194162103 |
| UAL | UNITED CONTINENTAL HOLDINGS IN | 78,500 | $5.907M | 0.0% | $62.53 | +20.8% | COMMON STOCK | 910047109 |
| — | AMTRUST FIN SVCS | 7,821,000 | $5.9M | 0.0% | $0.87 | — | CONVERTIBLE SECURITY | 032359AG6 |
| TXN | TEXAS INSTRUMENTS INC | 76,692 | $5.9M | 0.0% | $35.44 | +78.2% | COMMON STOCK | 882508104 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 6,281,000 | $5.892M | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| AJG | ARTHUR J GALLAGHER & CO | 102,287 | $5.856M | 0.0% | $49.64 | 0.0% | COMMON STOCK | 363576109 |
| — | MORGAN STANLEY | 130,000 | $5.793M | 0.0% | — | — | Call | 617446908 |
| — | ARES CAPITAL CORP | 5,679,000 | $5.761M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| — | BLACKROCK INC | 13,633 | $5.759M | 0.0% | $280.54 | — | COMMON STOCK | 09247X101 |
| REGN | REGENERON PHARMACEUTICALS INC | 11,684 | $5.738M | 0.0% | $350.21 | +24.3% | COMMON STOCK | 75886F107 |
| — | LIVE NATION ENTERTAINMENT INC | 5,000,000 | $5.738M | 0.0% | $1.08 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| — | NEW ORIENTAL EDUCATION | 80,000 | $5.639M | 0.0% | $70.49 | — | COMMON STOCK | 647581107 |
| VALE | VALE SA | 641,618 | $5.614M | 0.0% | $8.75 | — | COMMON STOCK | 91912E105 |
| DHR | DANAHER CORP | 66,449 | $5.608M | 0.0% | $34.24 | +109.6% | COMMON STOCK | 235851102 |
| ALL | ALLSTATE CORP | 63,192 | $5.589M | 0.0% | $39.74 | +75.6% | COMMON STOCK | 020002101 |
| — | QUIDEL CORP | 5,000,000 | $5.553M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| KHC | KRAFT HEINZ CO/THE | 64,635 | $5.535M | 0.0% | $48.19 | +26.0% | COMMON STOCK | 500754106 |
| MU | MICRON TECHNOLOGY INC | 185,336 | $5.534M | 0.0% | $16.65 | +71.5% | COMMON STOCK | 595112103 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 5,371,000 | $5.466M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| — | WEBMD HEALTH CORP | 5,513,000 | $5.412M | 0.0% | $0.98 | — | CONVERTIBLE SECURITY | 94770VAM4 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 81,417 | $5.312M | 0.0% | $37.77 | +26.0% | COMMON STOCK | 34964C106 |
| — | STARWOOD PROPERTY TRUST INC | 5,271,000 | $5.3M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| CMI | CUMMINS INC | 32,438 | $5.262M | 0.0% | $109.36 | +13.2% | COMMON STOCK | 231021106 |
| PNR | PENTAIR PLC | 78,320 | $5.211M | 0.0% | $37.64 | +1.8% | COMMON STOCK | G7S00T104 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 77,665 | $5.157M | 0.0% | $43.73 | +29.0% | COMMON STOCK | 192446102 |
| — | PRAXAIR INC | 38,782 | $5.141M | 0.0% | $121.00 | — | COMMON STOCK | 74005P104 |
| OXY | OCCIDENTAL PETROLEUM CORP | 85,775 | $5.135M | 0.0% | $57.56 | -15.7% | COMMON STOCK | 674599105 |
| CHTR | CHARTER COMMUNICATIONS INC | 15,201 | $5.12M | 0.0% | $276.63 | +20.6% | COMMON STOCK | 16119P108 |
| — | CTRIP.COM INTL LTD | 93,125 | $5.016M | 0.0% | $45.17 | — | COMMON STOCK | 22943F100 |
| — | NIKE INC | 84,000 | $4.956M | 0.0% | — | — | Call | 654106903 |
| — | ROCKWELL COLLINS INC | 46,935 | $4.932M | 0.0% | $105.08 | — | COMMON STOCK | 774341101 |
| — | ENVESTNET INC | 5,000,000 | $4.916M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| — | OASIS PETROLEUM INC | 5,000,000 | $4.914M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 674215AJ7 |
| — | INTERCEPT PHARMACEUTICALS | 5,000,000 | $4.895M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 45845PAA6 |
| — | COACH INC | 102,637 | $4.859M | 0.0% | $42.49 | — | COMMON STOCK | 189754104 |
| AEP | AMER ELECTRIC POWER INC | 69,847 | $4.852M | 0.0% | $32.54 | +57.6% | COMMON STOCK | 025537101 |
| — | HORIZON GLOBAL CORP | 5,000,000 | $4.792M | 0.0% | $0.91 | — | CONVERTIBLE SECURITY | 44052WAA2 |
| EW | EDWARDS LIFESCI | 40,495 | $4.788M | 0.0% | $36.47 | +0.1% | COMMON STOCK | 28176E108 |
| LYB | LYONDELLBASELL INDUSTRIES | 56,645 | $4.78M | 0.0% | $39.09 | +27.4% | COMMON STOCK | N53745100 |
| — | HESS CORP | 106,187 | $4.658M | 0.0% | $61.89 | — | COMMON STOCK | 42809H107 |
| — | ORBOTECH LTD | 140,687 | $4.589M | 0.0% | $30.00 | — | COMMON STOCK | M75253100 |
| KMB | KIMBERLY-CLARK CORP | 35,105 | $4.532M | 0.0% | $68.18 | +41.1% | COMMON STOCK | 494368103 |
| — | LENNAR CORP | 85,000 | $4.532M | 0.0% | — | — | Call | 526057904 |
| JCI | JOHNSON CONTROLS INTERNATIONAL | 103,974 | $4.508M | 0.0% | $34.34 | 0.0% | COMMON STOCK | G51502105 |
| — | TE CONNECTIVITY LTD | 57,157 | $4.497M | 0.0% | $60.14 | — | COMMON STOCK | H84989104 |
| CSIQ | CANADIAN SOLAR INC | 281,000 | $4.474M | 0.0% | $13.38 | 0.0% | COMMON STOCK | 136635109 |
| BALL | BALL CORP | 105,446 | $4.451M | 0.0% | $35.94 | 0.0% | COMMON STOCK | 058498106 |
| — | FEDERAL REALTY INVS TRUST | 35,172 | $4.445M | 0.0% | $133.44 | — | COMMON STOCK | 313747206 |
| — | OLD REPUBLIC INTL CORP | 3,488,000 | $4.432M | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| XYL | XYLEM INC | 79,837 | $4.425M | 0.0% | $45.64 | +2.9% | COMMON STOCK | 98419M100 |
| — | DEPOMED INC | 5,000,000 | $4.419M | 0.0% | $1.17 | — | CONVERTIBLE SECURITY | 249908AA2 |
| — | FRONTIER COMMUNICATIONS CORP | 150,000 | $4.416M | 0.0% | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| ARE | ALEXANDRIA REAL EST EQUITIES | 36,526 | $4.4M | 0.0% | $85.21 | 0.0% | COMMON STOCK | 015271109 |
| MPC | MARATHON PETROLEUM | 83,685 | $4.379M | 0.0% | $32.69 | +20.9% | COMMON STOCK | 56585A102 |
| HPQ | HP INC | 248,948 | $4.352M | 0.0% | $9.16 | +50.9% | COMMON STOCK | 40434L105 |
| KMI | KINDER MORGAN INC | 226,597 | $4.342M | 0.0% | $16.66 | -25.1% | COMMON STOCK | 49456B101 |
| IVV | ISHARES S&P 500 INDEX FUND | 17,771 | $4.326M | 0.0% | $217.61 | — | COMMON STOCK | 464287200 |
| NI | NISOURCE INC | 170,599 | $4.326M | 0.0% | $18.88 | 0.0% | COMMON STOCK | 65473P105 |
| TGT | TARGET CORP | 82,418 | $4.31M | 0.0% | $54.54 | -22.0% | COMMON STOCK | 87612E106 |
| — | TELIGENT INC | 4,000,000 | $4.296M | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 449575AB5 |
| APH | AMPHENOL CORP | 58,083 | $4.288M | 0.0% | $12.27 | +37.1% | COMMON STOCK | 032095101 |
| PCG | P G & E CORP | 64,545 | $4.284M | 0.0% | $41.00 | +59.9% | COMMON STOCK | 69331C108 |
| DGX | QUEST DIAGNOSTC | 38,439 | $4.273M | 0.0% | $61.95 | +43.9% | COMMON STOCK | 74834L100 |
| STT | STATE STREET CORP | 47,377 | $4.251M | 0.0% | $48.88 | +31.3% | COMMON STOCK | 857477103 |
| NSC | NORFOLK SOTHN CORP | 34,795 | $4.235M | 0.0% | $69.58 | +41.9% | COMMON STOCK | 655844108 |
| — | B2GOLD CORPORATION | 4,000,000 | $4.23M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| EIX | EDISON INTL | 53,245 | $4.163M | 0.0% | $33.15 | +67.9% | COMMON STOCK | 281020107 |
| — | M/I HOMES INC | 4,000,000 | $4.163M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| APD | AIR PRODUCTS & CHEMICALS INC | 28,803 | $4.121M | 0.0% | $75.12 | +52.9% | COMMON STOCK | 009158106 |
| EBAY | EBAY INC | 117,950 | $4.119M | 0.0% | $20.53 | +48.3% | COMMON STOCK | 278642103 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 37,230 | $4.067M | 0.0% | $82.06 | +18.5% | COMMON STOCK | V7780T103 |
| WDC | WESTERN DIGITAL CORP | 45,377 | $4.02M | 0.0% | $58.24 | +2.5% | COMMON STOCK | 958102105 |
| DLR | DIGITAL REALTY TRUST INC | 35,394 | $3.998M | 0.0% | $67.91 | +24.8% | COMMON STOCK | 253868103 |
| — | ACTIVISION BLIZZARD INC | 69,350 | $3.992M | 0.0% | $57.56 | — | COMMON STOCK | 00507V109 |
| EMR | EMERSON ELECTRIC CO | 66,450 | $3.962M | 0.0% | $40.69 | +18.0% | COMMON STOCK | 291011104 |
| — | RED HAT INC | 41,173 | $3.942M | 0.0% | $87.55 | — | COMMON STOCK | 756577102 |
| ADSK | AUTODESK INC | 39,100 | $3.942M | 0.0% | $84.09 | +17.7% | COMMON STOCK | 052769106 |
| NTES | NETEASE INC | 13,110 | $3.941M | 0.0% | $258.55 | — | COMMON STOCK | 64110W102 |
| PPG | PPG INDUSTRIES INC | 35,389 | $3.891M | 0.0% | $77.54 | +18.8% | COMMON STOCK | 693506107 |
| MCK | MCKESSON CORP | 23,593 | $3.882M | 0.0% | $141.57 | 0.0% | COMMON STOCK | 58155Q103 |
| — | INTEL CORP | 114,500 | $3.863M | 0.0% | — | — | Call | 458140900 |
| RF | REGIONS FINANCIAL CORP | 263,718 | $3.861M | 0.0% | $6.97 | +45.7% | COMMON STOCK | 7591EP100 |
| — | VARIAN MEDICAL SYSTEMS INC | 37,295 | $3.848M | 0.0% | $92.39 | — | COMMON STOCK | 92220P105 |
| TDG | TRANSDIGM GROUP INC | 14,231 | $3.826M | 0.0% | $175.50 | -1.2% | COMMON STOCK | 893641100 |
| CHD | CHURCH & DWIGHT CO INC | 72,261 | $3.749M | 0.0% | $45.79 | 0.0% | COMMON STOCK | 171340102 |
| FE | FIRSTENERGY CORP | 127,695 | $3.724M | 0.0% | $21.99 | -5.2% | COMMON STOCK | 337932107 |
| DVN | DEVON ENERGY CORPORATION | 115,888 | $3.705M | 0.0% | $35.31 | -26.8% | COMMON STOCK | 25179M103 |
| TRV | TRAVELERS COMPANIES INC | 29,279 | $3.705M | 0.0% | $66.49 | +53.2% | COMMON STOCK | 89417E109 |
| VLO | VALERO ENERGY | 54,565 | $3.681M | 0.0% | $31.07 | +48.2% | COMMON STOCK | 91913Y100 |
| GIS | GENERAL MILLS INC | 66,450 | $3.681M | 0.0% | $33.50 | +25.4% | COMMON STOCK | 370334104 |
| IDXX | IDEXX LABORATORIES INC | 22,763 | $3.674M | 0.0% | $138.51 | +17.2% | COMMON STOCK | 45168D104 |
| MAC | MACERICH COMPANY | 62,750 | $3.643M | 0.0% | $63.66 | — | COMMON STOCK | 554382101 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 28,349 | $3.64M | 0.0% | $90.12 | +22.6% | COMMON STOCK | 98956P102 |
| VRTX | VERTEX PHARMACEUTICALS INC | 28,207 | $3.635M | 0.0% | $120.38 | 0.0% | COMMON STOCK | 92532F100 |
| — | COWEN INC | 3,500,000 | $3.634M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| PLD | PROLOGIS INC | 61,641 | $3.615M | 0.0% | $27.57 | +58.7% | COMMON STOCK | 74340W103 |
| AES | AES CORP | 324,553 | $3.606M | 0.0% | $8.30 | +1.0% | COMMON STOCK | 00130H105 |
| — | CERNER CORP | 54,003 | $3.59M | 0.0% | $72.18 | — | COMMON STOCK | 156782104 |
| ULTA | ULTA SALON COSMETICS | 12,390 | $3.56M | 0.0% | $250.91 | +16.3% | COMMON STOCK | 90384S303 |
| FITB | FIFTH THIRD BK | 135,667 | $3.522M | 0.0% | $16.17 | +11.4% | COMMON STOCK | 316773100 |
| — | SUNTRUST BANKS INC | 61,755 | $3.503M | 0.0% | $34.12 | — | COMMON STOCK | 867914103 |
| DRI | DARDEN RESTAURANTS INC | 38,458 | $3.478M | 0.0% | $48.61 | +41.5% | COMMON STOCK | 237194105 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 65,450 | $3.441M | 0.0% | $25.68 | +59.8% | COMMON STOCK | 416515104 |
| EQIX | EQUINIX INC | 7,979 | $3.424M | 0.0% | $295.03 | +21.8% | COMMON STOCK | 29444U700 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.407M | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| INDA | ISHARES MSCI INDIA ETF | 104,750 | $3.362M | 0.0% | $27.82 | — | COMMON STOCK | 46429B598 |
| WY | WEYERHAEUSER CO | 100,295 | $3.36M | 0.0% | $24.03 | 0.0% | COMMON STOCK | 962166104 |
| PVH | PVH CORP | 29,235 | $3.347M | 0.0% | $107.10 | -4.4% | COMMON STOCK | 693656100 |
| ED | CONSOL EDISON | 41,172 | $3.328M | 0.0% | $38.90 | +52.5% | COMMON STOCK | 209115104 |
| — | APARTMENT INVT & MGMT | 76,534 | $3.289M | 0.0% | $45.38 | — | COMMON STOCK | 03748R101 |
| — | PATTERSON COS INC | 69,837 | $3.279M | 0.0% | $41.19 | — | COMMON STOCK | 703395103 |
| LKQ | LKQ CORP | 98,587 | $3.248M | 0.0% | $28.78 | -3.6% | COMMON STOCK | 501889208 |
| DXC | DXC TECHNOLOGY CO | 41,555 | $3.188M | 0.0% | $62.87 | 0.0% | COMMON STOCK | 23355L106 |
| TTWO | TAKE-TWO INTER | 43,445 | $3.188M | 0.0% | $47.23 | +45.0% | COMMON STOCK | 874054109 |
| PSA | STORAGE PROPERTIES | 15,279 | $3.186M | 0.0% | $132.39 | +14.1% | COMMON STOCK | 74460D109 |
| DG | DOLLAR GENERAL | 43,332 | $3.124M | 0.0% | $62.79 | +2.6% | COMMON STOCK | 256677105 |
| AVY | AVERY DENNISON | 34,851 | $3.08M | 0.0% | $62.32 | +15.1% | COMMON STOCK | 053611109 |
| — | ILLUMINA INC | 2,861,000 | $3.058M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 452327AH2 |
| CX | CEMEX SA | 323,589 | $3.048M | 0.0% | $9.06 | — | COMMON STOCK | 151290889 |
| — | DYNEGY INC | 50,000 | $3.044M | 0.0% | $107.72 | — | CONVERTIBLE PREFERRED SECURITY | 26817R405 |
| — | BAKER HUGHES | 55,690 | $3.036M | 0.0% | $48.38 | — | COMMON STOCK | 057224107 |
| PSX | PHILLIPS 66 | 36,429 | $3.012M | 0.0% | $45.74 | +23.1% | COMMON STOCK | 718546104 |
| — | JACOBS ENGINEERING GROUP INC | 54,543 | $2.967M | 0.0% | $55.12 | — | COMMON STOCK | 469814107 |
| — | XILINX INC | 46,034 | $2.961M | 0.0% | $61.43 | — | COMMON STOCK | 983919101 |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 178,203 | $2.956M | 0.0% | $8.43 | +27.2% | COMMON STOCK | 42824C109 |
| AFL | AFLAC INC | 38,028 | $2.954M | 0.0% | $20.60 | +49.2% | COMMON STOCK | 001055102 |
| PBR | PETROLEO BRASILEIRO SA | 366,025 | $2.925M | 0.0% | $10.00 | — | COMMON STOCK | 71654V408 |
| VNM | VANECK VECTORS VIETNAM ETF | 195,000 | $2.911M | 0.0% | $13.87 | — | COMMON STOCK | 92189F817 |
| — | FLIR SYSTEMS INC | 83,607 | $2.898M | 0.0% | $34.53 | — | COMMON STOCK | 302445101 |
| CAH | CARDINAL HEALTH INC | 37,051 | $2.887M | 0.0% | $56.87 | +2.7% | COMMON STOCK | 14149Y108 |
| — | SOLARCITY | 3,000,000 | $2.841M | 0.0% | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| — | CONCHO RESOURCES INC | 23,303 | $2.832M | 0.0% | $133.99 | — | COMMON STOCK | 20605P101 |
| CMS | CMS ENERGY CORP | 60,626 | $2.804M | 0.0% | $20.61 | +74.0% | COMMON STOCK | 125896100 |
| WMB | WILLIAMS CO. | 91,062 | $2.757M | 0.0% | $21.86 | -14.6% | COMMON STOCK | 969457100 |
| FFIV | F5 NETWORKSINC | 21,628 | $2.748M | 0.0% | $131.00 | 0.0% | COMMON STOCK | 315616102 |
| ROST | ROSS STORES INC | 47,554 | $2.745M | 0.0% | $50.96 | +12.4% | COMMON STOCK | 778296103 |
| — | JUNIPER NETWORKS INC | 97,392 | $2.715M | 0.0% | $27.68 | — | COMMON STOCK | 48203R104 |
| GRMN | GARMIN LTD | 53,122 | $2.711M | 0.0% | $39.26 | +4.9% | COMMON STOCK | H2906T109 |
| TRMB | TRIMBLE INC | 75,610 | $2.697M | 0.0% | $21.11 | +64.4% | COMMON STOCK | 896239100 |
| D | DOMINION ENERGY INC | 35,092 | $2.689M | 0.0% | $37.52 | +43.2% | COMMON STOCK | 25746U109 |
| UDR | UDR INC | 68,778 | $2.68M | 0.0% | $25.05 | +11.7% | COMMON STOCK | 902653104 |
| GWW | WW GRAINGER INC | 14,720 | $2.657M | 0.0% | $166.15 | 0.0% | COMMON STOCK | 384802104 |
| PEG | PUBLIC SERVICE ENTERPRISE GROUP | 61,756 | $2.656M | 0.0% | $22.75 | +44.7% | COMMON STOCK | 744573106 |
| AVB | AVALONBAY COMMUNITIES INC | 13,823 | $2.656M | 0.0% | $111.64 | +27.3% | COMMON STOCK | 053484101 |
| BLD | TOPBUILD | 49,999 | $2.653M | 0.0% | $30.95 | +65.5% | COMMON STOCK | 89055F103 |
| — | GNC CORP | 4,000,000 | $2.65M | 0.0% | $0.61 | — | CONVERTIBLE SECURITY | 36191GAB3 |
| ADM | ARCHER DANIELS MIDLAND | 62,677 | $2.594M | 0.0% | $25.25 | +31.6% | COMMON STOCK | 039483102 |
| FCX | FREEPORT-MCMORAN INC | 215,914 | $2.593M | 0.0% | $21.59 | -49.0% | COMMON STOCK | 35671D857 |
| — | CALAMP CORP | 2,500,000 | $2.566M | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 128126AB5 |
| — | REYNOLDS AMERICAN INC | 39,028 | $2.538M | 0.0% | $58.38 | — | COMMON STOCK | 761713106 |
| — | BROCADE COMMUNICATIONS SYSTEMS | 2,500,000 | $2.537M | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 111621AQ1 |
| FLR | FLUOR CORP | 55,318 | $2.532M | 0.0% | $51.42 | -13.3% | COMMON STOCK | 343412102 |
| — | KELLOGG CO | 36,002 | $2.501M | 0.0% | $39.59 | +24.1% | COMMON STOCK | 487836108 |
| — | NAVISTAR INTL | 2,500,000 | $2.496M | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 63934EAQ1 |
| — | MACQUARIE INFRASTRUCTURE CO | 2,242,000 | $2.489M | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| — | CENTURYLINK INC | 104,205 | $2.488M | 0.0% | $34.47 | — | COMMON STOCK | 156700106 |
| — | NATIONAL OILWELL VARCO INC | 75,445 | $2.485M | 0.0% | $56.98 | — | COMMON STOCK | 637071101 |
| EQR | EQUITY RESIDENTIAL | 37,670 | $2.48M | 0.0% | $45.38 | +5.0% | COMMON STOCK | 29476L107 |
| — | SYMANTEC CORP | 87,657 | $2.476M | 0.0% | $22.85 | — | COMMON STOCK | 871503108 |
| — | NAVISTAR INTL | 2,500,000 | $2.453M | 0.0% | $0.86 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| DVA | DAVITA INC | 37,424 | $2.424M | 0.0% | $69.18 | -4.3% | COMMON STOCK | 23918K108 |
| — | APACHE CORP | 49,843 | $2.389M | 0.0% | $70.71 | — | COMMON STOCK | 037411105 |
| — | PROSPECT CAPITAL CORP | 2,300,000 | $2.36M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAL6 |
| — | CIMAREX ENERGY CO | 25,006 | $2.351M | 0.0% | $124.59 | — | COMMON STOCK | 171798101 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 5,619 | $2.338M | 0.0% | $11.35 | -18.2% | COMMON STOCK | 169656105 |
| — | JEFFERIES GROUP INC | 2,279,000 | $2.3M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 472319AG7 |
| O | REALTY INCOME CORP | 41,437 | $2.286M | 0.0% | $36.36 | +0.7% | COMMON STOCK | 756109104 |
| SWKS | SKYWORKS SOLUTIONS INC | 23,745 | $2.278M | 0.0% | $85.04 | 0.0% | COMMON STOCK | 83088M102 |
| — | SPIRIT REALTY CAPITAL INC | 2,221,000 | $2.209M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| — | FOOT LOCKER INC | 44,757 | $2.206M | 0.0% | $69.30 | — | COMMON STOCK | 344849104 |
| DVY | ISHARES DJ SELECT DVD | 23,791 | $2.194M | 0.0% | $81.40 | — | COMMON STOCK | 464287168 |
| NBIS | YANDEX NV | 81,970 | $2.151M | 0.0% | $19.21 | — | COMMON STOCK | N97284108 |
| BAP | CREDICORP LTD | 11,911 | $2.137M | 0.0% | $122.35 | +9.5% | COMMON STOCK | G2519Y108 |
| STLD | STEEL DYNAMICS | 59,178 | $2.119M | 0.0% | $29.67 | -2.4% | COMMON STOCK | 858119100 |
| AKAM | AKAMAI TECHNOLOGIES INC | 41,272 | $2.056M | 0.0% | $55.24 | -4.5% | COMMON STOCK | 00971T101 |
| M | MACYS INC | 88,334 | $2.053M | 0.0% | $36.83 | -30.4% | COMMON STOCK | 55616P104 |
| LBRDA | LIBERTY BROADBAND | 23,833 | $2.045M | 0.0% | $62.96 | +28.5% | COMMON STOCK | 530307107 |
| — | COLONY FINANCIAL INC | 2,000,000 | $2.04M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| — | NOBLE ENERGY INC | 72,006 | $2.038M | 0.0% | $54.28 | — | COMMON STOCK | 655044105 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $2.014M | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| ACM | AECOM | 57,515 | $1.859M | 0.0% | $35.17 | -9.3% | COMMON STOCK | 00766T100 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.857M | 0.0% | $15.16 | +16.3% | COMMON STOCK | 56501R106 |
| — | ANTHEM INC | 691,000 | $1.783M | 0.0% | $2.08 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| MOS | MOSAIC CO | 77,561 | $1.771M | 0.0% | $43.90 | -51.5% | COMMON STOCK | 61945C103 |
| VNO | VORNADO REALTY TRUST | 18,613 | $1.748M | 0.0% | $85.29 | — | COMMON STOCK | 929042109 |
| FN | FABRINET | 39,190 | $1.672M | 0.0% | $41.56 | -9.4% | COMMON STOCK | G3323L100 |
| — | SEACOR HOLDINGS INC | 1,549,000 | $1.555M | 0.0% | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| — | GENERAL MOTORS CO | 88,470 | $1.533M | 0.0% | $16.70 | — | WARRANTS | 37045V126 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.53M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 09257WAB6 |
| — | AMTRUST FINANCIAL SERVICES INC | 100,000 | $1.514M | 0.0% | — | — | Put | 032359959 |
| — | LABORATORY CORP LYONS | 722,000 | $1.5M | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| AMD | ADVANCED MICRO DEVICES INC | 118,885 | $1.484M | 0.0% | $12.22 | 0.0% | COMMON STOCK | 007903107 |
| — | JNJ | 799,000 | $1.455M | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| IEFA | ISHARES CORE MSCI EAFE | 23,446 | $1.428M | 0.0% | $54.74 | — | COMMON STOCK | 46432F842 |
| — | STARWOOD PROPERTY TRUST INC | 1,298,000 | $1.414M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| IJH | ISHARES S&P MIDCAP 400 | 7,965 | $1.386M | 0.0% | $159.29 | — | COMMON STOCK | 464287507 |
| — | DOMINION ENERGY INC | 28,635 | $1.383M | 0.0% | $49.64 | — | CONVERTIBLE PREFERRED SECURITY | 25746U869 |
| ON | ON SEMICONDUCTOR CORP | 98,200 | $1.379M | 0.0% | $14.50 | +3.6% | COMMON STOCK | 682189105 |
| — | AMERICA MOVIL SA | 86,500 | $1.377M | 0.0% | $21.74 | — | COMMON STOCK | 02364W105 |
| — | PANDORA MEDIA INC | 131,500 | $1.173M | 0.0% | $12.68 | — | COMMON STOCK | 698354107 |
| — | RPM INTL INC | 980,000 | $1.161M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | DANAHER CORP | 349,000 | $1.126M | 0.0% | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| EFAV | ISHARES EDGE MSCI MIN VOL EAFE | 15,311 | $1.06M | 0.0% | $65.30 | — | COMMON STOCK | 46429B689 |
| MELI | MERCADOLIBRE INC | 4,140 | $1.039M | 0.0% | $256.58 | 0.0% | COMMON STOCK | 58733R102 |
| — | NABORS INDUSTRIES LTD | 125,000 | $1.018M | 0.0% | — | — | Call | G6359F903 |
| — | CHINA LIFE INSURANCE CO | 330,000 | $993K | 0.0% | — | — | Call | 16939P906 |
| — | NEWMONT MINING CORP | 989,000 | $989K | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 651639AJ5 |
| — | INSULET CORP | 804,000 | $977K | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| — | NEW YORK CMTY TRUST V | 17,905 | $927K | 0.0% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| ASHR | DEUTSCHE X TRACKERS HARVEST | 30,550 | $833K | 0.0% | $25.14 | — | COMMON STOCK | 233051879 |
| — | NEURODERM LTD | 26,900 | $804K | 0.0% | $26.54 | — | COMMON STOCK | M74231107 |
| — | FIDELITY NL FIN | 313,000 | $788K | 0.0% | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| — | PROSPECT CAPITAL CORP | 722,000 | $731K | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| — | SILVER STANDARD RESOURCES INC | 709,000 | $691K | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 82823LAC0 |
| SCHX | SCHWAB US LARGE-CAP ETF | 11,603 | $670K | 0.0% | $57.74 | — | COMMON STOCK | 808524201 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $650K | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| — | POWERSHARES S&P 500 LOW VOLA | 14,350 | $642K | 0.0% | $42.01 | — | COMMON STOCK | 73937B779 |
| YELP | YELP INC | 20,000 | $600K | 0.0% | $27.74 | +12.5% | COMMON STOCK | 985817105 |
| — | INGERSOLL-RAND PLC | 4,685 | $428K | 0.0% | $64.91 | — | COMMON STOCK | G47791101 |
| — | ALERIAN MLP ETF | 33,861 | $405K | 0.0% | $12.55 | — | COMMON STOCK | 00162Q866 |
| USB | US BANCORP | 7,425 | $386K | 0.0% | $22.79 | +62.3% | COMMON STOCK | 902973304 |
| — | PROSPECT CAPITAL CORP | 345,000 | $358K | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 5,530 | $354K | 0.0% | $24.79 | +84.2% | COMMON STOCK | 74251V102 |
| SCHM | SCHWAB US MID CAP ETF | 7,226 | $348K | 0.0% | $48.16 | — | COMMON STOCK | 808524508 |
| HST | HOST HOTELS & RESORTS INC | 17,100 | $312K | 0.0% | $13.84 | -5.0% | COMMON STOCK | 44107P104 |
| — | SYNOVUS FINANCIAL CORP | 6,750 | $299K | 0.0% | $32.75 | — | COMMON STOCK | 87161C501 |
| SHW | SHERWIN WILLIAM | 835 | $293K | 0.0% | $103.46 | 0.0% | COMMON STOCK | 824348106 |
| SNPS | SYNOPSYS INC | 4,000 | $292K | 0.0% | $50.37 | +46.0% | COMMON STOCK | 871607107 |
| — | JPMORGAN ALERIAN MLP | 9,611 | $285K | 0.0% | $31.73 | — | COMMON STOCK | 46625H365 |
| — | WELLCARE HEALTH PLANS INC | 1,560 | $280K | 0.0% | $137.18 | — | COMMON STOCK | 94946T106 |
| NTAP | NETAPP INC | 6,895 | $276K | 0.0% | $27.82 | +14.7% | COMMON STOCK | 64110D104 |
| ADI | ANALOG DEVICES INC | 3,450 | $268K | 0.0% | $52.25 | +29.2% | COMMON STOCK | 032654105 |
| EMN | EASTMAN CHEM CO | 3,170 | $266K | 0.0% | $48.11 | +25.4% | COMMON STOCK | 277432100 |
| — | DCT INDUSTRIAL TRUST INC | 4,900 | $262K | 0.0% | $48.16 | — | COMMON STOCK | 233153204 |
| UNM | UNUMPROVIDENT CORP | 5,425 | $253K | 0.0% | $40.01 | +15.0% | COMMON STOCK | 91529Y106 |
| A | AGILENT TECHNOLOGIES INC | 4,140 | $246K | 0.0% | $34.73 | +53.8% | COMMON STOCK | 00846U101 |
| SWK | STANLEY BLACK & DECKER INC | 1,700 | $239K | 0.0% | $99.03 | +9.8% | COMMON STOCK | 854502101 |
| ALSN | ALLISON TRANSMISSION HOLDINGS | 6,285 | $236K | 0.0% | $26.93 | +20.9% | COMMON STOCK | 01973R101 |
| WAL | WESTERN ALLIANCE BANCORP | 4,760 | $234K | 0.0% | $30.95 | +33.4% | COMMON STOCK | 957638109 |
| SCHA | SCHWAB US SMALL CAP ETF | 3,598 | $230K | 0.0% | $63.92 | — | COMMON STOCK | 808524607 |
| NTRS | NORTHERN TRUST CORP | 2,355 | $229K | 0.0% | $61.69 | +14.2% | COMMON STOCK | 665859104 |
| EA | ELECTRONIC ARTS INC | 2,160 | $228K | 0.0% | $100.14 | 0.0% | COMMON STOCK | 285512109 |
| AMP | AMERIPRISE FINANCIAL INC | 1,785 | $227K | 0.0% | $84.78 | +26.5% | COMMON STOCK | 03076C106 |
| CFR | CULLEN/FROST BANKERS INC | 2,400 | $225K | 0.0% | $61.60 | +16.4% | COMMON STOCK | 229899109 |
| PGR | PROGRESSIVE CORP OHIO | 5,050 | $223K | 0.0% | $19.50 | +64.5% | COMMON STOCK | 743315103 |
| — | VMWARE INC | 2,465 | $216K | 0.0% | $92.09 | — | COMMON STOCK | 928563402 |
| IEX | IDEX CORP | 1,890 | $214K | 0.0% | $94.55 | 0.0% | COMMON STOCK | 45167R104 |
| LII | LENNOX INTERNATIONAL INC | 1,160 | $213K | 0.0% | $157.12 | 0.0% | COMMON STOCK | 526107107 |
| OC | OWENS CORNING INC | 3,180 | $213K | 0.0% | $51.81 | +21.0% | COMMON STOCK | 690742101 |
| — | COOPER COMPANIES INC | 890 | $213K | 0.0% | $199.89 | — | COMMON STOCK | 216648402 |
| TKR | TIMKEN CO | 4,530 | $210K | 0.0% | $45.93 | 0.0% | COMMON STOCK | 887389104 |
| — | CORESITE REALTY CORP | 1,990 | $206K | 0.0% | $103.52 | — | COMMON STOCK | 21870Q105 |
| TFX | TELEFLEX INC | 990 | $206K | 0.0% | $190.76 | 0.0% | COMMON STOCK | 879369106 |
| IBN | ICICI BANK LTD | 13,137 | $118K | 0.0% | $9.68 | — | COMMON STOCK | 45104G104 |
| — | NUANCE COMMUNICATIONS INC | 95,000 | $98,000 | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 67020YAG5 |
| — | NOBLE CORP PLC | 24,000 | $87,000 | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| — | TESLA MOTORS INC | 17,000 | $19,000 | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| — | SECOND SIGHT MEDICAL PRODUCT | 13,196 | $17,000 | 0.0% | $2.95 | — | COMMON STOCK | 81362J100 |