CIK: 0001316507 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Oct 25, 2017
Total Value ($000): $12,930,901 (73.0% shares, 27.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 2,759,040 | $425,223 | 3.3% | $19.21 | +88.2% | COMMON STOCK | 037833100 |
| GOOGL | ALPHABET INC | 264,021 | $257,083 | 2.0% | $36.73 | +28.2% | COMMON STOCK | 02079K305 |
| MSFT | MICROSOFT CORP | 3,407,676 | $253,838 | 2.0% | $35.69 | +86.8% | COMMON STOCK | 594918104 |
| C | CITIGROUP INC | 2,603,869 | $189,405 | 1.5% | $37.98 | +36.7% | COMMON STOCK | 172967424 |
| JNJ | JOHNSON & JOHNSON | 1,447,072 | $188,134 | 1.5% | $72.35 | +45.1% | COMMON STOCK | 478160104 |
| AMZN | AMAZON.COM INC | 194,304 | $186,794 | 1.4% | $19.11 | +157.1% | COMMON STOCK | 023135106 |
| META | FACEBOOK INC | 1,064,418 | $181,877 | 1.4% | $36.82 | +350.1% | COMMON STOCK | 30303M102 |
| — | SALESFORCE.COM INC | 128,551,000 | $180,513 | 1.4% | $1.20 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| — | INTEL CORP | 96,892,000 | $178,166 | 1.4% | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| JPM | JP MORGAN CHASE & CO | 1,842,089 | $175,938 | 1.4% | $38.62 | +90.7% | COMMON STOCK | 46625H100 |
| — | TESLA MOTORS INC | 153,916,000 | $173,438 | 1.3% | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| — | THE PRICELINE GROUP INC | 133,084,000 | $153,318 | 1.2% | $1.05 | — | CONVERTIBLE SECURITY | 741503AX4 |
| XOM | EXXON MOBIL CORP | 1,481,187 | $121,428 | 0.9% | $55.59 | -2.2% | COMMON STOCK | 30231G102 |
| — | CELGENE CORP | 808,226 | $117,856 | 0.9% | $108.96 | — | COMMON STOCK | 151020104 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 157,307 | $116,064 | 0.9% | $998.78 | — | CONVERTIBLE PREFERRED SECURITY | G0177J116 |
| V | VISA INC | 1,037,013 | $109,135 | 0.8% | $70.62 | +35.5% | COMMON STOCK | 92826C839 |
| CMCSA | COMCAST CORP | 2,834,884 | $109,086 | 0.8% | $24.96 | +28.3% | COMMON STOCK | 20030N101 |
| BAC | BANK OF AMER CP | 4,096,712 | $103,811 | 0.8% | $13.07 | +52.8% | COMMON STOCK | 060505104 |
| — | MICRON TECHNOLOGY INC | 25,000,000 | $99,312 | 0.8% | $3.67 | — | CONVERTIBLE SECURITY | 595112AX1 |
| HD | HOME DEPOT | 579,575 | $94,795 | 0.7% | $61.68 | +102.9% | COMMON STOCK | 437076102 |
| CVX | CHEVRONTEXACO CORP | 798,290 | $93,799 | 0.7% | $71.35 | +6.8% | COMMON STOCK | 166764100 |
| DIS | DISNEY WALT CO | 927,697 | $91,443 | 0.7% | $81.85 | +18.4% | COMMON STOCK | 254687106 |
| UNH | UNITEDHEALTH GROUP INC | 465,936 | $91,254 | 0.7% | $113.82 | +48.4% | COMMON STOCK | 91324P102 |
| PG | PROCTER & GAMBLE CO | 962,635 | $87,581 | 0.7% | $61.75 | +18.2% | COMMON STOCK | 742718109 |
| — | ANTHEM INC | 1,596,895 | $83,502 | 0.6% | $52.74 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| BAX | BAXTER INTL INC | 1,297,609 | $81,425 | 0.6% | $38.20 | +40.1% | COMMON STOCK | 071813109 |
| — | LIBERTY MEDIA CORPORATION | 67,364,000 | $81,411 | 0.6% | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| — | NEXTERA ENERGY INC | 1,200,464 | $79,603 | 0.6% | $59.27 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| — | DISH NETWORK CORP | 70,430,000 | $78,800 | 0.6% | $1.12 | — | CONVERTIBLE SECURITY | 25470MAB5 |
| KO | COCA-COLA CO | 1,660,216 | $74,726 | 0.6% | $28.40 | +23.0% | COMMON STOCK | 191216100 |
| — | GENERAL ELECTRIC CO | 3,090,203 | $74,721 | 0.6% | $24.35 | — | COMMON STOCK | 369604103 |
| MRK | MERCK & CO | 1,151,798 | $73,750 | 0.6% | $33.75 | +38.3% | COMMON STOCK | 58933Y105 |
| PFE | PFIZER INC | 2,029,800 | $72,464 | 0.6% | $17.25 | +29.0% | COMMON STOCK | 717081103 |
| — | CROWN CASTLE INTL CORP | 67,495 | $72,085 | 0.6% | $1068.01 | — | CONVERTIBLE PREFERRED SECURITY | 22822V309 |
| DAL | DELTA AIR LINES INC | 1,489,375 | $71,818 | 0.6% | $38.98 | +16.2% | COMMON STOCK | 247361702 |
| PEP | PEPSICO INC | 631,814 | $70,403 | 0.5% | $65.26 | +37.0% | COMMON STOCK | 713448108 |
| T | AT&T INC | 1,790,954 | $70,152 | 0.5% | $12.72 | +22.6% | COMMON STOCK | 00206R102 |
| — | BROADCOM LTD | 285,587 | $69,266 | 0.5% | $197.98 | — | COMMON STOCK | Y09827109 |
| — | ALTABA INC | 52,195,000 | $67,938 | 0.5% | $1.13 | — | CONVERTIBLE SECURITY | 984332AF3 |
| WFC | WELLS FARGO & COMPANY | 1,222,212 | $67,405 | 0.5% | $29.39 | +43.4% | COMMON STOCK | 949746101 |
| — | E TRADE GROUP | 1,526,365 | $66,565 | 0.5% | $38.10 | — | COMMON STOCK | 269246401 |
| SBUX | STARBUCKS CORP | 1,237,784 | $66,481 | 0.5% | $36.95 | +25.0% | COMMON STOCK | 855244109 |
| — | DOWDUPONT INC | 957,647 | $66,298 | 0.5% | $69.23 | — | COMMON STOCK | 26078J100 |
| — | WELLS FARGO & COMPANY | 48,678 | $64,012 | 0.5% | $1214.35 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 877,317 | $60,272 | 0.5% | $47.56 | +24.4% | COMMON STOCK | 45866F104 |
| PM | PHILIP MORRIS INTERNATIONAL | 542,208 | $60,191 | 0.5% | $51.08 | +47.3% | COMMON STOCK | 718172109 |
| — | BECTON DICKINSON AND CO | 1,088,379 | $60,144 | 0.5% | $54.78 | — | CONVERTIBLE PREFERRED SECURITY | 075887208 |
| — | AETNA INC | 376,748 | $59,907 | 0.5% | $113.17 | — | COMMON STOCK | 00817Y108 |
| HON | HONEYWELL INTL | 417,058 | $59,114 | 0.5% | $68.58 | +52.1% | COMMON STOCK | 438516106 |
| — | LIBERTY MEDIA CORPORATION | 55,482,000 | $58,945 | 0.5% | $1.06 | — | CONVERTIBLE SECURITY | 531229AE2 |
| AMAT | APPLIED MATERIALS INC | 1,123,075 | $58,501 | 0.5% | $23.84 | +72.7% | COMMON STOCK | 038222105 |
| — | LIBERTY INTERACTIVE LLC | 49,085,000 | $58,370 | 0.5% | $1.06 | — | CONVERTIBLE SECURITY | 530610AD6 |
| SLB | SCHLUMBERGER LTD | 811,657 | $56,621 | 0.4% | $53.88 | -3.7% | COMMON STOCK | 806857108 |
| — | ON SEMICONDUCTOR CORP | 47,195,000 | $56,297 | 0.4% | $0.96 | — | CONVERTIBLE SECURITY | 682189AK1 |
| — | CITRIX SYSTEMS INC | 48,191,000 | $56,016 | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 177376AD2 |
| MA | MASTERCARD INC | 385,568 | $54,442 | 0.4% | $76.77 | +64.6% | COMMON STOCK | 57636Q104 |
| — | PRICELINE GROUP INC/THE | 29,217 | $53,491 | 0.4% | $1487.20 | — | COMMON STOCK | 741503403 |
| — | BANK OF AMERICA CORP. | 40,229 | $52,357 | 0.4% | $1163.51 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| VZ | VERIZON COMM | 1,044,880 | $51,711 | 0.4% | $28.32 | +6.7% | COMMON STOCK | 92343V104 |
| — | T-MOBILE US INC | 511,241 | $51,078 | 0.4% | $61.16 | — | CONVERTIBLE PREFERRED SECURITY | 872590203 |
| — | TESLA INC | 41,370,000 | $50,771 | 0.4% | $1.04 | — | CONVERTIBLE SECURITY | 88160RAD3 |
| — | MEDIDATA SOLUTIONS INC | 36,896,000 | $50,757 | 0.4% | $1.14 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | LAM RESEARCH CORP | 274,067 | $50,713 | 0.4% | $87.12 | — | COMMON STOCK | 512807108 |
| GOOG | ALPHABET INC | 52,294 | $50,156 | 0.4% | $35.95 | +28.6% | COMMON STOCK | 02079K107 |
| — | NUVASIVE INC | 43,789,000 | $50,064 | 0.4% | $1.37 | — | CONVERTIBLE SECURITY | 670704AG0 |
| — | SERVICENOW INC | 30,750,000 | $49,317 | 0.4% | $1.15 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| — | AMER TOWER CORP | 403,774 | $49,293 | 0.4% | $115.42 | — | CONVERTIBLE PREFERRED SECURITY | 03027X407 |
| LOW | LOWE'S COMPANIES | 615,665 | $49,216 | 0.4% | $55.63 | +18.0% | COMMON STOCK | 548661107 |
| — | EMERGENT BIOSOLUTIONS INC | 33,957,000 | $48,829 | 0.4% | $1.18 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| — | THE PRICELINE GROUP INC | 25,000,000 | $48,349 | 0.4% | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | MICRON TECH | 34,750,000 | $48,119 | 0.4% | $1.38 | — | CONVERTIBLE SECURITY | 595112AY9 |
| — | ZENDESK INC | 1,645,329 | $47,896 | 0.4% | $28.03 | — | COMMON STOCK | 98936J101 |
| — | NOVELLUS SYSTEMS INC | 8,658,000 | $47,568 | 0.4% | $2.79 | — | CONVERTIBLE SECURITY | 670008AD3 |
| UNP | UNION PACIFIC CORP | 408,817 | $47,411 | 0.4% | $63.91 | +39.4% | COMMON STOCK | 907818108 |
| PYPL | PAYPAL HOLDINGS INC | 740,044 | $47,385 | 0.4% | $40.49 | +47.6% | COMMON STOCK | 70450Y103 |
| WMT | WAL-MART STORES INC | 604,455 | $47,232 | 0.4% | $20.38 | +12.4% | COMMON STOCK | 931142103 |
| — | DISCOVER FINANCIAL SERVICES | 699,357 | $45,095 | 0.3% | $58.74 | — | COMMON STOCK | 254709108 |
| BA | BOEING CO | 175,320 | $44,568 | 0.3% | $111.55 | +97.6% | COMMON STOCK | 097023105 |
| — | DTE ENERGY CO | 819,803 | $44,444 | 0.3% | $52.77 | — | CONVERTIBLE PREFERRED SECURITY | 233331883 |
| BRK/B | BERKSHIRE HTH | 242,369 | $44,431 | 0.3% | $114.27 | +54.7% | COMMON STOCK | 084670702 |
| CSX | CSX CORPORATION | 818,485 | $44,411 | 0.3% | $9.32 | +64.4% | COMMON STOCK | 126408103 |
| — | ILLUMINA INC | 41,818,000 | $44,175 | 0.3% | $1.05 | — | CONVERTIBLE SECURITY | 452327AF6 |
| — | ROYAL GOLD | 39,250,000 | $43,335 | 0.3% | $1.12 | — | CONVERTIBLE SECURITY | 780287AA6 |
| AMG | AFFILIATED MANAGERS GROUP | 226,214 | $42,942 | 0.3% | $163.92 | +5.4% | COMMON STOCK | 008252108 |
| MAS | MASCO CORP | 1,095,771 | $42,746 | 0.3% | $25.62 | +29.3% | COMMON STOCK | 574599106 |
| — | NEXTERA ENERGY INC | 760,414 | $42,036 | 0.3% | $49.80 | — | CONVERTIBLE PREFERRED SECURITY | 65339F820 |
| MS | MORGAN STANLEY | 860,806 | $41,465 | 0.3% | $28.58 | +26.9% | COMMON STOCK | 617446448 |
| MCD | MCDONALD'S CORP | 263,344 | $41,261 | 0.3% | $79.33 | +62.2% | COMMON STOCK | 580135101 |
| — | ALEXION PHARMACEUTICALS INC | 290,711 | $40,784 | 0.3% | $124.76 | — | COMMON STOCK | 015351109 |
| — | TAL EDUCATION GROUP | 5,250,000 | $40,599 | 0.3% | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| WCN | WASTE CONNECTIONS INC | 579,617 | $40,550 | 0.3% | $47.59 | +31.1% | COMMON STOCK | 94106B101 |
| — | DYCOM INDS | 35,482,000 | $40,538 | 0.3% | $1.10 | — | CONVERTIBLE SECURITY | 267475AB7 |
| PNC | PNC FINANCIAL SERVICES GROUP | 299,974 | $40,427 | 0.3% | $70.97 | +36.2% | COMMON STOCK | 693475105 |
| NFLX | NETFLIX INC | 222,425 | $40,337 | 0.3% | $14.33 | +21.7% | COMMON STOCK | 64110L106 |
| — | RED HAT INC | 26,148,000 | $40,304 | 0.3% | $1.40 | — | CONVERTIBLE SECURITY | 756577AD4 |
| AMGN | AMGEN INC | 214,010 | $39,902 | 0.3% | $107.03 | +28.5% | COMMON STOCK | 031162100 |
| — | MICROCHP TECH HYPER WARRANTS | 22,823,000 | $39,844 | 0.3% | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| VYX | NCR CORP | 1,060,490 | $39,790 | 0.3% | $26.40 | -12.9% | COMMON STOCK | 62886E108 |
| — | MOLINA HEALTHCARE INC | 31,365,000 | $39,206 | 0.3% | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | ALLERGAN PLC | 187,523 | $38,433 | 0.3% | $234.15 | — | COMMON STOCK | G0177J108 |
| GS | GOLDMAN SACHS | 161,124 | $38,217 | 0.3% | $173.22 | +8.6% | COMMON STOCK | 38141G104 |
| RDN | RADIAN GROUP INC | 2,034,482 | $38,024 | 0.3% | $14.88 | -3.5% | COMMON STOCK | 750236101 |
| — | PROOFPOINT | 30,423,000 | $38,023 | 0.3% | $1.07 | — | CONVERTIBLE SECURITY | 743424AD5 |
| — | WORKDAY INC | 28,942,000 | $37,781 | 0.3% | $1.18 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 913,855 | $37,157 | 0.3% | $25.94 | +33.7% | COMMON STOCK | 609207105 |
| UPS | UNITED PARCEL SERVICE | 307,316 | $36,906 | 0.3% | $65.90 | +25.7% | COMMON STOCK | 911312106 |
| — | MARRIOTT VACATIONS WORLD | 35,091,000 | $36,725 | 0.3% | $1.05 | — | CONVERTIBLE SECURITY | 57164YAA5 |
| SLM | SLM CORP | 3,171,122 | $36,373 | 0.3% | $11.63 | -6.8% | COMMON STOCK | 78442P106 |
| CAT | CATERPILLAR INC | 288,703 | $36,004 | 0.3% | $74.22 | +29.4% | COMMON STOCK | 149123101 |
| — | ADVANCED MICRO DEVICES INC | 20,000,000 | $35,680 | 0.3% | $1.09 | — | CONVERTIBLE SECURITY | 007903BD8 |
| TSLA | TESLA INC | 104,240 | $35,556 | 0.3% | $22.44 | +2.8% | COMMON STOCK | 88160R101 |
| EOG | EOG RESOURCES INC | 358,372 | $34,669 | 0.3% | $57.66 | +17.0% | COMMON STOCK | 26875P101 |
| ETN | EATON CORP PLC | 447,314 | $34,349 | 0.3% | $47.79 | +33.6% | COMMON STOCK | G29183103 |
| CRM | SALESFORCE.COM INC | 366,609 | $34,249 | 0.3% | $70.79 | +28.4% | COMMON STOCK | 79466L302 |
| CSCO | CISCO SYSTEMS INC | 1,015,303 | $34,145 | 0.3% | $20.08 | +23.1% | COMMON STOCK | 17275R102 |
| LLY | ELI LILLY & CO | 398,129 | $34,056 | 0.3% | $43.19 | +67.0% | COMMON STOCK | 532457108 |
| HAL | HALLIBURTON CO | 737,984 | $33,969 | 0.3% | $39.42 | -10.1% | COMMON STOCK | 406216101 |
| — | PROOFPOINT | 15,000,000 | $33,437 | 0.3% | $1.67 | — | CONVERTIBLE SECURITY | 743424AB9 |
| MET | METLIFE INC | 634,375 | $32,956 | 0.3% | $32.17 | +13.8% | COMMON STOCK | 59156R108 |
| — | CTRIP.COM INTL LTD | 27,000,000 | $32,755 | 0.3% | $1.17 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| LMT | LOCKHEED MARTIN CORP | 105,005 | $32,582 | 0.3% | $148.68 | +60.5% | COMMON STOCK | 539830109 |
| — | RAYTHEON CO | 173,124 | $32,301 | 0.2% | $158.01 | — | COMMON STOCK | 755111507 |
| SYK | STRYKER CORP | 226,277 | $32,136 | 0.2% | $74.14 | +76.4% | COMMON STOCK | 863667101 |
| — | CTRIP.COM INTL LTD | 28,116,000 | $31,965 | 0.2% | $1.08 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| BMY | BRISTOL MYERS SQUIBB | 501,080 | $31,939 | 0.2% | $39.07 | +10.3% | COMMON STOCK | 110122108 |
| WDAY | WORKDAY INC | 299,578 | $31,573 | 0.2% | $95.28 | +8.3% | COMMON STOCK | 98138H101 |
| AL | AIR LEASE | 740,656 | $31,567 | 0.2% | $31.86 | +8.5% | COMMON STOCK | 00912X302 |
| — | TUTOR PERINI CORP | 26,569,000 | $31,055 | 0.2% | $1.17 | — | CONVERTIBLE SECURITY | 901109AD0 |
| REGN | REGENERON PHARMACEUTICALS INC | 69,222 | $30,951 | 0.2% | $452.45 | +4.6% | COMMON STOCK | 75886F107 |
| TJX | TJX COMPANIES INC | 415,699 | $30,649 | 0.2% | $31.69 | 0.0% | COMMON STOCK | 872540109 |
| BK | BANK OF NEW YORK MELLON CORP | 575,094 | $30,491 | 0.2% | $29.42 | +42.2% | COMMON STOCK | 064058100 |
| — | WELLTOWER INC | 472,658 | $29,981 | 0.2% | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| MDT | MEDTRONIC PLC | 381,618 | $29,678 | 0.2% | $61.03 | +9.7% | COMMON STOCK | G5960L103 |
| DHI | D R HORTON INC | 741,909 | $29,624 | 0.2% | $28.33 | +17.4% | COMMON STOCK | 23331A109 |
| AXP | AMER EXPRESS CO. | 326,639 | $29,548 | 0.2% | $59.00 | +29.9% | COMMON STOCK | 025816109 |
| — | PANDORA MEDIA INC | 31,469,000 | $29,421 | 0.2% | $1.02 | — | CONVERTIBLE SECURITY | 698354AB3 |
| ORCL | ORACLE CORP | 593,657 | $28,703 | 0.2% | $33.63 | +30.6% | COMMON STOCK | 68389X105 |
| — | ROVI CORP | 28,207,000 | $28,629 | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | VEECO INSTRUMENTS INC. | 29,706,000 | $28,486 | 0.2% | $1.04 | — | CONVERTIBLE SECURITY | 922417AD2 |
| EXPE | EXPEDIA INC | 197,530 | $28,432 | 0.2% | $112.42 | +27.0% | COMMON STOCK | 30212P303 |
| NVDA | NVIDIA CORP | 157,814 | $28,212 | 0.2% | $3.12 | +31.7% | COMMON STOCK | 67066G104 |
| COST | COSTCO WHOLESALE CORP | 170,503 | $28,012 | 0.2% | $91.75 | +52.7% | COMMON STOCK | 22160K105 |
| MNST | MONSTER BEVERAGE CORP | 504,661 | $27,883 | 0.2% | $23.42 | +15.1% | COMMON STOCK | 61174X109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 147,264 | $27,862 | 0.2% | $124.62 | +42.1% | COMMON STOCK | 883556102 |
| — | RTI INTL METALS | 24,777,000 | $27,648 | 0.2% | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| STZ | CONSTELLATION BRANDS INC | 136,227 | $27,170 | 0.2% | $137.76 | +26.0% | COMMON STOCK | 21036P108 |
| NOC | NORTHROP GRUMMAN CORP | 94,080 | $27,069 | 0.2% | $134.16 | +75.1% | COMMON STOCK | 666807102 |
| EXC | EXELON CORP | 715,446 | $26,951 | 0.2% | $18.44 | +8.5% | COMMON STOCK | 30161N101 |
| — | CALATLANTIC GROUP INC | 22,352,000 | $26,890 | 0.2% | $1.28 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| MO | ALTRIA GROUP INC | 421,727 | $26,746 | 0.2% | $25.89 | +39.4% | COMMON STOCK | 02209S103 |
| ACN | ACCENTURE PLC | 196,172 | $26,497 | 0.2% | $77.76 | +47.5% | COMMON STOCK | G1151C101 |
| — | FLEETCOR TECHNOLOGIES INC | 171,147 | $26,488 | 0.2% | $168.86 | — | COMMON STOCK | 339041105 |
| PRU | PRUDENTIAL FINANCIAL INC | 248,766 | $26,449 | 0.2% | $61.14 | +17.9% | COMMON STOCK | 744320102 |
| NKE | NIKE INC | 506,948 | $26,285 | 0.2% | $42.35 | +19.0% | COMMON STOCK | 654106103 |
| — | SPDR BARCLAYS CAPITAL HIGH | 704,025 | $26,274 | 0.2% | $37.32 | — | COMMON STOCK | 78464A417 |
| — | LABORATORY CRP OF AMER HLDGS | 171,866 | $25,947 | 0.2% | $147.59 | — | COMMON STOCK | 50540R409 |
| INTC | INTEL CORP | 680,071 | $25,897 | 0.2% | $19.48 | +51.9% | COMMON STOCK | 458140100 |
| — | BIOMARIN PHARMACEUTICAL INC | 23,155,000 | $25,861 | 0.2% | $1.23 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| GILD | GILEAD SCIENCES INC | 318,834 | $25,832 | 0.2% | $51.65 | +8.3% | COMMON STOCK | 375558103 |
| LITE | LUMENTUM HOLDINGS INC | 468,036 | $25,438 | 0.2% | $46.31 | +25.5% | COMMON STOCK | 55024U109 |
| — | NXP SEMICONDUCT NV | 20,780,000 | $25,157 | 0.2% | $1.10 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| MGM | MGM RESORTS INTERNATIONAL | 763,314 | $24,876 | 0.2% | $26.30 | +16.5% | COMMON STOCK | 552953101 |
| GOOS | CANADA GOOSE HOLDINGS INC | 1,189,447 | $24,443 | 0.2% | $18.77 | +1.3% | COMMON STOCK | 135086106 |
| — | BLACKHAWK NETWORK HOLDINGS I | 21,730,000 | $24,391 | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 09238EAB0 |
| — | CYPRESS SEMICONDUCTOR CORP | 18,651,000 | $24,388 | 0.2% | $1.31 | — | CONVERTIBLE SECURITY | 232806AM1 |
| — | WALGREENS BOOTS ALLIANCE INC | 313,726 | $24,226 | 0.2% | $79.39 | — | COMMON STOCK | 931427108 |
| PHM | PULTEGROUP INC | 870,771 | $23,798 | 0.2% | $18.49 | +24.5% | COMMON STOCK | 745867101 |
| — | IRONWOOD PHARMACEUTICALS INC | 19,852,000 | $23,659 | 0.2% | $1.04 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| — | SPIRIT AIRLINES INC | 699,240 | $23,362 | 0.2% | $44.39 | — | COMMON STOCK | 848577102 |
| AIG | AMER INTL GROUP | 376,642 | $23,122 | 0.2% | $35.29 | +42.1% | COMMON STOCK | 026874784 |
| — | LIGAND PHARMACEUTICALS INC | 12,500,000 | $22,799 | 0.2% | $1.39 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| VGK | VANGUARD FTSE EUROPE | 390,500 | $22,778 | 0.2% | $50.15 | — | COMMON STOCK | 922042874 |
| — | GENESEE & WYOMING INC | 305,979 | $22,646 | 0.2% | $69.41 | — | COMMON STOCK | 371559105 |
| — | BIOMARIN PHARMACEUTICAL INC | 18,801,000 | $22,627 | 0.2% | $1.12 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| IWN | ISHARES RUSSELL 2000 VALUE ETF | 179,565 | $22,288 | 0.2% | $124.12 | — | COMMON STOCK | 464287630 |
| TRU | TRANSUNION | 468,474 | $22,140 | 0.2% | $36.13 | +22.1% | COMMON STOCK | 89400J107 |
| — | MICRON TECHNOLOGY | 6,133,000 | $22,014 | 0.2% | $1.51 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | FINISAR CORP | 20,918,000 | $21,912 | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| HYG | ISHARES IBOXX HY CORP BOND | 246,350 | $21,866 | 0.2% | $88.76 | — | COMMON STOCK | 464288513 |
| — | COLONY STARWOOD HOMES | 17,734,000 | $21,857 | 0.2% | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| MRSH | MARSH & MCLENNAN COS | 260,240 | $21,811 | 0.2% | $69.18 | 0.0% | COMMON STOCK | 571748102 |
| SPY | SPDR TRUST SERIES 1 | 86,699 | $21,781 | 0.2% | $240.83 | — | COMMON STOCK | 78462F103 |
| — | THE PRICELINE GROUP INC | 15,000,000 | $21,614 | 0.2% | $1.45 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | HOLOGIC INC | 17,583,000 | $21,281 | 0.2% | $1.27 | — | CONVERTIBLE SECURITY | 436440AG6 |
| IBB | ISHARES NASDAQ BIOTECH INDX | 63,735 | $21,261 | 0.2% | $307.85 | — | COMMON STOCK | 464287556 |
| — | WPX ENERGY | 398,196 | $21,224 | 0.2% | $42.26 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| FIS | FIDELITY NATIONAL INFORMATION | 224,040 | $20,923 | 0.2% | $66.34 | +17.9% | COMMON STOCK | 31620M106 |
| — | PALO ALTO NETWORKS | 15,131,000 | $20,858 | 0.2% | $1.57 | — | CONVERTIBLE SECURITY | 697435AB1 |
| — | MERCADOLIBRE INC | 10,000,000 | $20,847 | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| — | SOUTHWESTERN ENERGY CO | 1,451,265 | $20,695 | 0.2% | $38.51 | — | CONVERTIBLE PREFERRED SECURITY | 845467208 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 17,100,000 | $20,497 | 0.2% | $0.99 | — | CONVERTIBLE SECURITY | 049164BH8 |
| — | WEATHERFORD INTERNATIONAL LTD | 18,473,000 | $20,214 | 0.2% | $1.28 | — | CONVERTIBLE SECURITY | 947075AH0 |
| — | HARRIS CORP | 153,496 | $20,212 | 0.2% | $111.27 | — | COMMON STOCK | 413875105 |
| — | BB&T CORPORATION | 430,017 | $20,185 | 0.2% | $36.96 | — | COMMON STOCK | 054937107 |
| CTAS | CINTAS CORP | 136,639 | $19,714 | 0.2% | $27.09 | +12.5% | COMMON STOCK | 172908105 |
| CB | CHUBB LTD | 138,032 | $19,676 | 0.2% | $113.27 | +10.2% | COMMON STOCK | H1467J104 |
| ZION | ZIONS BANCORPORATION | 411,611 | $19,420 | 0.2% | $39.45 | +12.8% | COMMON STOCK | 989701107 |
| — | TRINITY INDUSTRIES INC | 14,385,000 | $19,354 | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 896522AF6 |
| MCHP | MICROCHIP TECHNOLOGY INC | 211,012 | $18,945 | 0.1% | $27.11 | +32.5% | COMMON STOCK | 595017104 |
| FHN | FIRST HORIZON NATIONAL CORP | 985,161 | $18,866 | 0.1% | $13.44 | -3.7% | COMMON STOCK | 320517105 |
| CCL | CARNIVAL CORP | 290,679 | $18,769 | 0.1% | $30.28 | +101.2% | COMMON STOCK | 143658300 |
| — | IONIS PHARMACEUTICALS INC | 17,500,000 | $18,584 | 0.1% | $1.13 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| GM | GENERAL MOTORS CO | 460,201 | $18,583 | 0.1% | $27.38 | +15.3% | COMMON STOCK | 37045V100 |
| — | KNOWLES CORPORATION | 16,427,000 | $18,540 | 0.1% | $1.18 | — | CONVERTIBLE SECURITY | 49926DAB5 |
| — | DYNEGY INC | 275,000 | $18,530 | 0.1% | $74.72 | — | CONVERTIBLE PREFERRED SECURITY | 26817R405 |
| — | ALLEGHENY TECHNOLOGIES INC | 10,000,000 | $18,411 | 0.1% | $1.28 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 175,050 | $18,286 | 0.1% | $47.03 | +103.4% | COMMON STOCK | 33616C100 |
| ABT | ABBOTT LABORATORIES | 342,165 | $18,258 | 0.1% | $33.41 | +29.8% | COMMON STOCK | 002824100 |
| BP | BP PLC | 475,000 | $18,254 | 0.1% | $41.74 | — | COMMON STOCK | 055622104 |
| ABBV | ABBVIE | 202,879 | $18,028 | 0.1% | $38.76 | +38.4% | COMMON STOCK | 00287Y109 |
| — | SM ENERGY CO | 18,694,000 | $17,691 | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 78454LAM2 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 483,658 | $17,339 | 0.1% | $37.28 | -8.4% | COMMON STOCK | 00737L103 |
| — | MOLINA HEALTHCARE INC | 10,000,000 | $17,259 | 0.1% | $1.50 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | VIPSHOP HOLDINGS LTD | 17,500,000 | $17,258 | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| TS | TENARIS SA | 605,199 | $17,133 | 0.1% | $33.64 | — | COMMON STOCK | 88031M109 |
| — | TTM TECHNOLOGIES INC | 10,000,000 | $16,923 | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| — | TOTAL SYSTEM SERVICES INC | 258,114 | $16,906 | 0.1% | $53.46 | — | COMMON STOCK | 891906109 |
| MHK | MOHAWK INDS INC | 68,052 | $16,844 | 0.1% | $201.34 | +23.7% | COMMON STOCK | 608190104 |
| — | STARWOOD PROPERTY TRUST INC | 16,361,000 | $16,595 | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 85571BAH8 |
| — | GREENBRIER COMPANIES | 11,834,000 | $16,454 | 0.1% | $1.38 | — | CONVERTIBLE SECURITY | 393657AH4 |
| EFA | ISHARES MSCI EAFE INDEX FUND | 237,272 | $16,248 | 0.1% | $68.48 | — | COMMON STOCK | 464287465 |
| — | INNOVIVA INC | 16,513,000 | $16,111 | 0.1% | $0.98 | — | CONVERTIBLE SECURITY | 88338TAB0 |
| — | PDC ENERGY INC | 16,507,000 | $16,096 | 0.1% | $1.11 | — | CONVERTIBLE SECURITY | 69327RAD3 |
| — | MEDICINES CO | 15,250,000 | $16,057 | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 584688AG0 |
| MPC | MARATHON PETROLEUM | 283,712 | $15,911 | 0.1% | $38.78 | +6.6% | COMMON STOCK | 56585A102 |
| WHR | WHIRLPOOL CORP | 84,976 | $15,673 | 0.1% | $186.48 | -4.1% | COMMON STOCK | 963320106 |
| — | STANLEY BLACK & DECKER INC | 136,245 | $15,620 | 0.1% | $109.72 | — | CONVERTIBLE PREFERRED SECURITY | 854502887 |
| ULTA | ULTA SALON COSMETICS | 69,003 | $15,599 | 0.1% | $242.55 | -0.8% | COMMON STOCK | 90384S303 |
| BABA | ALIBABA GROUP HOLDING LTD | 88,987 | $15,369 | 0.1% | $90.45 | — | COMMON STOCK | 01609W102 |
| — | PIONEER NATURAL RESOURCES CO | 103,263 | $15,235 | 0.1% | $141.89 | — | COMMON STOCK | 723787107 |
| — | HERBALIFE LTD | 15,000,000 | $15,036 | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 42703MAB9 |
| — | VIRTUS INVESTMENT PARTNERS | 140,000 | $14,528 | 0.1% | $97.84 | — | CONVERTIBLE PREFERRED SECURITY | 92828Q208 |
| — | WAYFAIR | 15,000,000 | $14,506 | 0.1% | $0.97 | — | CONVERTIBLE SECURITY | 94419LAA9 |
| INCY | INCYTE GENOMICS INC | 122,699 | $14,324 | 0.1% | $98.41 | +28.6% | COMMON STOCK | 45337C102 |
| F | FORD MOTOR CO | 1,192,323 | $14,272 | 0.1% | $7.76 | -6.6% | COMMON STOCK | 345370860 |
| — | CEMEX SAB DE CV | 12,663,000 | $14,215 | 0.1% | $1.14 | — | CONVERTIBLE SECURITY | 151290BR3 |
| — | NUANCE COMMUNICATIONS INC | 15,000,000 | $14,095 | 0.1% | $0.91 | — | CONVERTIBLE SECURITY | 67020YAK6 |
| — | SHUTTERFLY INC | 14,000,000 | $13,911 | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| NEE | NEXTERA ENERGY INC | 94,057 | $13,784 | 0.1% | $18.83 | +57.9% | COMMON STOCK | 65339F101 |
| CE | CELANESE CORP | 130,095 | $13,565 | 0.1% | $73.39 | +14.1% | COMMON STOCK | 150870103 |
| IBM | INT'L BUSINESS MACHINES CORP | 92,857 | $13,472 | 0.1% | $112.01 | -13.5% | COMMON STOCK | 459200101 |
| A | AGILENT TECHNOLOGIES INC | 208,275 | $13,371 | 0.1% | $58.05 | +0.8% | COMMON STOCK | 00846U101 |
| — | LIVE NATION ENTERTAINMENT INC | 10,000,000 | $13,238 | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| HOLX | HOLOGIC INC | 345,114 | $12,662 | 0.1% | $38.59 | +4.6% | COMMON STOCK | 436440101 |
| SYF | SYNCHRONY FINANCIAL | 396,861 | $12,323 | 0.1% | $27.15 | -10.3% | COMMON STOCK | 87165B103 |
| DUK | DUKE ENERGY CORP | 146,701 | $12,311 | 0.1% | $43.43 | +40.0% | COMMON STOCK | 26441C204 |
| CVS | CVS HEALTH CORP | 150,116 | $12,207 | 0.1% | $47.37 | +28.4% | COMMON STOCK | 126650100 |
| — | CORNERSTONE ONDEMAND INC | 12,000,000 | $12,156 | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| QCOM | QUALCOMM INC | 230,474 | $11,948 | 0.1% | $45.73 | -7.5% | COMMON STOCK | 747525103 |
| ZTS | ZOETIS | 186,585 | $11,897 | 0.1% | $42.99 | +36.6% | COMMON STOCK | 98978V103 |
| — | RAMBUS INC | 10,000,000 | $11,836 | 0.1% | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | CSG SYS INTL | 11,000,000 | $11,836 | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 126349AF6 |
| ITUB | ITAU UNIBANCO HOLDING SA | 862,500 | $11,816 | 0.1% | $11.03 | — | COMMON STOCK | 465562106 |
| — | SINA CORP | 10,000,000 | $11,672 | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| — | TIME WARNER INC | 113,530 | $11,631 | 0.1% | $77.79 | — | COMMON STOCK | 887317303 |
| BIDU | BAIDU INC | 46,915 | $11,620 | 0.1% | $204.77 | — | COMMON STOCK | 056752108 |
| SPGI | S&P GLOBAL INC | 73,566 | $11,499 | 0.1% | $114.76 | +23.0% | COMMON STOCK | 78409V104 |
| PH | PARKER HANNIFIN CORP | 65,080 | $11,390 | 0.1% | $115.01 | +25.7% | COMMON STOCK | 701094104 |
| MMM | 3M CO | 53,915 | $11,317 | 0.1% | $88.65 | +46.5% | COMMON STOCK | 88579Y101 |
| AMT | AMERICAN TOWER REIT INC | 81,649 | $11,160 | 0.1% | $95.54 | +17.5% | COMMON STOCK | 03027X100 |
| — | ELECTRONICS FOR IMAGING INC | 10,500,000 | $10,946 | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| NOK | NOKIA CP | 1,820,000 | $10,884 | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| — | ISHARES MSCI EAFE ETF | 6,511,500 | $10,826 | 0.1% | — | — | Call | 464287905 |
| — | WRIGHT MEDICAL | 10,000,000 | $10,824 | 0.1% | $0.90 | — | CONVERTIBLE SECURITY | 98235TAE7 |
| — | UNITED TECHNOLOGIES CORP | 92,676 | $10,758 | 0.1% | $96.96 | — | COMMON STOCK | 913017109 |
| EXP | EAGLE MATERIALS INC | 100,725 | $10,747 | 0.1% | $85.95 | +6.6% | COMMON STOCK | 26969P108 |
| — | INTEGRATED DEVICE TECHNOLOGY | 10,000,000 | $10,711 | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 458118AC0 |
| — | SPECTRA ENERGY PARTNERS LP | 238,200 | $10,571 | 0.1% | $44.38 | — | COMMON STOCK | 84756N109 |
| — | WORKDAY INC | 7,500,000 | $10,557 | 0.1% | $1.16 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| — | VIAVI SOLUTIONS INC | 10,000,000 | $10,530 | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| WELL | WELLTOWER INC | 148,492 | $10,436 | 0.1% | $46.65 | +15.6% | COMMON STOCK | 95040Q104 |
| — | TCP CAPITAL CORP | 10,000,000 | $10,426 | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 87238QAD5 |
| VMC | VULCAN MATLS CO | 86,744 | $10,375 | 0.1% | $108.68 | +2.6% | COMMON STOCK | 929160109 |
| — | WHITING PETROLEUM CORP | 11,375,000 | $10,186 | 0.1% | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| — | WRIGHT MEDICAL GROUP NV | 7,500,000 | $10,143 | 0.1% | $1.42 | — | CONVERTIBLE SECURITY | 98236JAB4 |
| — | NEW ORIENTAL EDUCATION | 114,480 | $10,104 | 0.1% | $75.84 | — | COMMON STOCK | 647581107 |
| — | REALPAGE INC | 252,368 | $10,069 | 0.1% | $39.90 | — | COMMON STOCK | 75606N109 |
| UBS | UBS GROUP AG | 583,500 | $10,007 | 0.1% | $16.18 | +5.7% | COMMON STOCK | H42097107 |
| — | RENEWABLE ENERGY GROUP INC | 7,500,000 | $9,841 | 0.1% | $1.36 | — | CONVERTIBLE SECURITY | 75972AAC7 |
| — | INFINERA CORP | 9,500,000 | $9,760 | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $9,704 | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 00163UAD8 |
| — | ARES CAPITAL CORP | 9,450,000 | $9,697 | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| PAYC | PAYCOM SOFTWARE INC | 128,314 | $9,618 | 0.1% | $50.84 | +38.1% | COMMON STOCK | 70432V102 |
| — | JAZZ PHARMACEUTICLS | 9,015,000 | $9,525 | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| — | MEDICINES CO | 7,500,000 | $9,505 | 0.1% | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| BIIB | BIOGEN INC | 30,350 | $9,503 | 0.1% | $311.91 | -5.1% | COMMON STOCK | 09062X103 |
| — | CBS CORP | 161,001 | $9,338 | 0.1% | $62.84 | — | COMMON STOCK | 124857202 |
| FDX | FEDEX CORP | 41,041 | $9,258 | 0.1% | $108.13 | +71.0% | COMMON STOCK | 31428X106 |
| — | TWITTER INC | 10,000,000 | $9,199 | 0.1% | $0.83 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| — | MAGELLAN MIDSTREAM PARTNERS | 127,005 | $9,025 | 0.1% | $71.06 | — | COMMON STOCK | 559080106 |
| NUE | NUCOR CORP | 159,498 | $8,938 | 0.1% | $50.16 | -6.3% | COMMON STOCK | 670346105 |
| — | LAM RESEARCH CORP | 2,898,000 | $8,872 | 0.1% | $1.60 | — | CONVERTIBLE SECURITY | 512807AL2 |
| COP | CONOCOPHILLIPS | 176,676 | $8,843 | 0.1% | $42.18 | -18.3% | COMMON STOCK | 20825C104 |
| — | INTEL CORP | 6,184,000 | $8,800 | 0.1% | $1.19 | — | CONVERTIBLE SECURITY | 458140AD2 |
| — | LIBERTY MEDIA | 12,231,000 | $8,761 | 0.1% | $0.72 | — | CONVERTIBLE SECURITY | 530715AG6 |
| NEM | NEWMONT MINING CORP | 231,687 | $8,691 | 0.1% | $21.20 | +35.4% | COMMON STOCK | 651639106 |
| CCI | CROWN CASTLE INTL CORP | 85,202 | $8,518 | 0.1% | $64.02 | +12.3% | COMMON STOCK | 22822V101 |
| FISV | FISERV INC | 65,501 | $8,447 | 0.1% | $32.40 | +91.8% | COMMON STOCK | 337738108 |
| — | LIBERTY MEDIA | 11,890,000 | $8,428 | 0.1% | $0.71 | — | CONVERTIBLE SECURITY | 530715AL5 |
| DE | DEERE & CO | 66,608 | $8,365 | 0.1% | $70.78 | +53.4% | COMMON STOCK | 244199105 |
| — | SUNPOWER CORP | 10,000,000 | $8,299 | 0.1% | $0.71 | — | CONVERTIBLE SECURITY | 867652AL3 |
| ELV | ANTHEM INC | 43,654 | $8,289 | 0.1% | $114.11 | +49.4% | COMMON STOCK | 036752103 |
| ILMN | ILLUMINA INC | 41,589 | $8,285 | 0.1% | $122.56 | +51.9% | COMMON STOCK | 452327109 |
| — | NAVISTAR INTL | 7,500,000 | $8,257 | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| ADBE | ADOBE SYSTEMS INC | 55,334 | $8,255 | 0.1% | $149.24 | 0.0% | COMMON STOCK | 00724F101 |
| SCHW | SCHWAB (CHARLES) CORP | 188,723 | $8,255 | 0.1% | $25.67 | +44.7% | COMMON STOCK | 808513105 |
| — | BOTTOMLINE TECH | 7,750,000 | $8,246 | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| — | CIGNA CORP | 43,734 | $8,176 | 0.1% | $100.62 | — | COMMON STOCK | 125509109 |
| — | CARDTRONICS INC | 8,800,000 | $8,134 | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| — | EURONET WORLDWIDE INC | 5,863,000 | $7,926 | 0.1% | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| — | TIMKENSTEEL CORP | 5,000,000 | $7,890 | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| — | DELPHI AUTOMOTIVE PLC | 79,041 | $7,778 | 0.1% | $76.79 | — | COMMON STOCK | G27823106 |
| CBRE | CBRE GROUP INC | 205,025 | $7,766 | 0.1% | $34.44 | +6.8% | COMMON STOCK | 12504L109 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 297,530 | $7,757 | 0.1% | $26.07 | — | COMMON STOCK | 293792107 |
| — | INPHI CORP | 6,320,000 | $7,688 | 0.1% | $1.29 | — | CONVERTIBLE SECURITY | 45772FAB3 |
| — | DOMINION ENERGY INC | 149,841 | $7,604 | 0.1% | $49.93 | — | CONVERTIBLE PREFERRED SECURITY | 25746U836 |
| SPG | SIMON PROPERTY GROUP INC | 47,200 | $7,600 | 0.1% | $89.63 | +13.6% | COMMON STOCK | 828806109 |
| — | QUIDEL CORP | 5,000,000 | $7,566 | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| MU | MICRON TECHNOLOGY INC | 190,848 | $7,506 | 0.1% | $17.06 | +80.9% | COMMON STOCK | 595112103 |
| ALLE | ALLEGION PUBLIC LIMITED CO | 86,098 | $7,445 | 0.1% | $56.10 | +30.2% | COMMON STOCK | G0176J109 |
| GD | GENERAL DYNAMICS CORP | 36,174 | $7,437 | 0.1% | $72.84 | +128.5% | COMMON STOCK | 369550108 |
| LUV | SOUTHWEST AIRLINES | 129,300 | $7,238 | 0.1% | $37.14 | +36.2% | COMMON STOCK | 844741108 |
| — | IMMUNOMEDICS | 2,500,000 | $7,065 | 0.1% | $2.83 | — | CONVERTIBLE SECURITY | 452907AK4 |
| — | MACQUARIE INFRASTRUCTURE | 7,154,000 | $6,946 | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 55608BAB1 |
| UAL | UNITED CONTINENTAL HOLDINGS IN | 114,000 | $6,940 | 0.1% | $63.80 | +4.4% | COMMON STOCK | 910047109 |
| — | FIREEYE | 7,282,000 | $6,904 | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| CSIQ | CANADIAN SOLAR INC | 408,073 | $6,872 | 0.1% | $14.31 | +14.4% | COMMON STOCK | 136635109 |
| ITW | ILL TOOL WORKS INC | 46,071 | $6,817 | 0.1% | $64.08 | +81.1% | COMMON STOCK | 452308109 |
| — | HORIZON PHARMA PLC | 7,500,000 | $6,785 | 0.1% | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| TSM | TAIWAN SEMICONDUCTOR | 180,000 | $6,759 | 0.1% | $37.55 | — | COMMON STOCK | 874039100 |
| — | EXPRESS SCRIPTS HOLDING CO | 106,666 | $6,754 | 0.1% | $68.36 | — | COMMON STOCK | 30219G108 |
| — | MONSANTO CO | 55,304 | $6,627 | 0.1% | $104.39 | — | COMMON STOCK | 61166W101 |
| AJG | ARTHUR J GALLAGHER & CO | 106,179 | $6,535 | 0.1% | $49.73 | +4.6% | COMMON STOCK | 363576109 |
| COF | CAPITAL ONE FINANCIAL CORP | 74,744 | $6,328 | 0.0% | $61.66 | +15.7% | COMMON STOCK | 14040H105 |
| — | ROCKWELL COLLINS INC | 47,125 | $6,160 | 0.0% | $105.08 | — | COMMON STOCK | 774341101 |
| — | BLACKROCK INC | 13,772 | $6,157 | 0.0% | $282.22 | — | COMMON STOCK | 09247X101 |
| — | FORESTAR GROUP INC | 6,000,000 | $6,095 | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| — | TWENTY-FIRST CENTURY FOX INC | 227,685 | $6,006 | 0.0% | $33.54 | — | COMMON STOCK | 90130A101 |
| DHR | DANAHER CORP | 68,977 | $5,917 | 0.0% | $35.59 | +99.7% | COMMON STOCK | 235851102 |
| ALL | ALLSTATE CORP | 64,216 | $5,902 | 0.0% | $40.31 | +86.5% | COMMON STOCK | 020002101 |
| CL | COLGATE-PALMOLIVE CO | 80,510 | $5,865 | 0.0% | $46.11 | +28.4% | COMMON STOCK | 194162103 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 80,619 | $5,848 | 0.0% | $44.42 | +40.7% | COMMON STOCK | 192446102 |
| LYB | LYONDELLBASELL INDUSTRIES | 58,753 | $5,819 | 0.0% | $39.65 | +37.5% | COMMON STOCK | N53745100 |
| — | AMTRUST FIN SVCS | 7,821,000 | $5,805 | 0.0% | $0.87 | — | CONVERTIBLE SECURITY | 032359AG6 |
| CHTR | CHARTER COMMUNICATIONS INC | 15,685 | $5,700 | 0.0% | $279.58 | +33.1% | COMMON STOCK | 16119P108 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 84,517 | $5,682 | 0.0% | $38.17 | +27.8% | COMMON STOCK | 34964C106 |
| — | PRAXAIR INC | 40,256 | $5,625 | 0.0% | $121.69 | — | COMMON STOCK | 74005P104 |
| TXN | TEXAS INSTRUMENTS INC | 62,693 | $5,620 | 0.0% | $35.44 | +83.9% | COMMON STOCK | 882508104 |
| — | STARWOOD PROPERTY TRUST INC | 5,000,000 | $5,587 | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 85571BAB1 |
| OXY | OCCIDENTAL PETROLEUM CORP | 86,278 | $5,540 | 0.0% | $57.56 | -15.1% | COMMON STOCK | 674599105 |
| PNR | PENTAIR PLC | 81,299 | $5,525 | 0.0% | $37.64 | +0.5% | COMMON STOCK | G7S00T104 |
| — | HOLOGIC INC | 4,500,000 | $5,422 | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 436440AC5 |
| — | OASIS PETROLEUM INC | 5,000,000 | $5,404 | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 674215AJ7 |
| IVV | ISHARES S&P 500 INDEX FUND | 21,310 | $5,390 | 0.0% | $223.48 | — | COMMON STOCK | 464287200 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 5,000,000 | $5,332 | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| — | ENVESTNET INC | 5,000,000 | $5,250 | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| — | HORIZON GLOBAL CORP | 5,000,000 | $5,208 | 0.0% | $0.91 | — | CONVERTIBLE SECURITY | 44052WAA2 |
| KHC | KRAFT HEINZ CO/THE | 67,094 | $5,203 | 0.0% | $48.49 | +16.3% | COMMON STOCK | 500754106 |
| XYL | XYLEM INC | 82,877 | $5,191 | 0.0% | $45.95 | +17.7% | COMMON STOCK | 98419M100 |
| HPQ | HP INC | 258,417 | $5,158 | 0.0% | $9.36 | +54.3% | COMMON STOCK | 40434L105 |
| — | STARWOOD PROPERTY TRUST INC | 5,146,000 | $5,148 | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| APH | AMPHENOL CORP | 60,288 | $5,103 | 0.0% | $12.48 | +45.3% | COMMON STOCK | 032095101 |
| — | APOLLO COMMERCIAL REAL ESTATE | 5,000,000 | $5,094 | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 03762UAB1 |
| AEP | AMER ELECTRIC POWER INC | 72,503 | $5,093 | 0.0% | $33.29 | +59.3% | COMMON STOCK | 025537101 |
| — | RADIUS HEALTH | 5,000,000 | $5,072 | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 750469AA6 |
| TGT | TARGET CORP | 85,453 | $5,043 | 0.0% | $54.17 | -18.5% | COMMON STOCK | 87612E106 |
| — | REDWOOD TRUST INC | 5,000,000 | $4,982 | 0.0% | $1.00 | — | CONVERTIBLE SECURITY | 758075AC9 |
| — | TE CONNECTIVITY LTD | 59,326 | $4,928 | 0.0% | $60.97 | — | COMMON STOCK | H84989104 |
| — | AMERICA MOVIL SA | 272,900 | $4,844 | 0.0% | $19.01 | — | COMMON STOCK | 02364W105 |
| NSC | NORFOLK SOTHN CORP | 36,057 | $4,768 | 0.0% | $70.74 | +45.2% | COMMON STOCK | 655844108 |
| EBAY | EBAY INC | 122,436 | $4,709 | 0.0% | $20.96 | +54.3% | COMMON STOCK | 278642103 |
| — | RED HAT INC | 42,169 | $4,675 | 0.0% | $88.10 | — | COMMON STOCK | 756577102 |
| VALE | VALE SA | 463,068 | $4,663 | 0.0% | $8.75 | — | COMMON STOCK | 91912E105 |
| — | ACTIVISION BLIZZARD INC | 71,983 | $4,644 | 0.0% | $57.82 | — | COMMON STOCK | 00507V109 |
| DVN | DEVON ENERGY CORPORATION | 126,071 | $4,628 | 0.0% | $34.31 | -33.1% | COMMON STOCK | 25179M103 |
| STT | STATE STREET CORP | 48,219 | $4,607 | 0.0% | $49.29 | +46.4% | COMMON STOCK | 857477103 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 38,594 | $4,575 | 0.0% | $82.96 | +29.6% | COMMON STOCK | V7780T103 |
| EW | EDWARDS LIFESCI | 41,827 | $4,572 | 0.0% | $36.52 | +4.4% | COMMON STOCK | 28176E108 |
| ADSK | AUTODESK INC | 40,586 | $4,556 | 0.0% | $85.05 | +29.7% | COMMON STOCK | 052769106 |
| PCG | P G & E CORP | 66,894 | $4,555 | 0.0% | $41.92 | +60.4% | COMMON STOCK | 69331C108 |
| — | FEDERAL REALTY INVS TRUST | 36,511 | $4,535 | 0.0% | $133.10 | — | COMMON STOCK | 313747206 |
| NI | NISOURCE INC | 177,090 | $4,532 | 0.0% | $18.92 | +6.0% | COMMON STOCK | 65473P105 |
| BALL | BALL CORP | 109,456 | $4,521 | 0.0% | $35.99 | +3.9% | COMMON STOCK | 058498106 |
| APD | AIR PRODUCTS & CHEMICALS INC | 29,899 | $4,521 | 0.0% | $76.74 | +55.3% | COMMON STOCK | 009158106 |
| KMI | KINDER MORGAN INC | 235,322 | $4,513 | 0.0% | $16.49 | -25.5% | COMMON STOCK | 49456B101 |
| ARE | ALEXANDRIA REAL EST EQUITIES | 37,915 | $4,511 | 0.0% | $85.33 | +3.8% | COMMON STOCK | 015271109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 29,229 | $4,444 | 0.0% | $121.43 | +24.0% | COMMON STOCK | 92532F100 |
| TTWO | TAKE-TWO INTER | 42,950 | $4,391 | 0.0% | $47.23 | +89.6% | COMMON STOCK | 874054109 |
| JCI | JOHNSON CONTROLS INTERNATIONAL | 107,930 | $4,348 | 0.0% | $34.30 | -2.7% | COMMON STOCK | G51502105 |
| VLO | VALERO ENERGY | 56,495 | $4,346 | 0.0% | $31.69 | +56.0% | COMMON STOCK | 91913Y100 |
| DLR | DIGITAL REALTY TRUST INC | 36,648 | $4,337 | 0.0% | $68.54 | +25.9% | COMMON STOCK | 253868103 |
| EMR | EMERSON ELECTRIC CO | 68,979 | $4,335 | 0.0% | $41.01 | +20.1% | COMMON STOCK | 291011104 |
| — | COACH INC | 106,542 | $4,292 | 0.0% | $42.40 | — | COMMON STOCK | 189754104 |
| KMB | KIMBERLY-CLARK CORP | 36,367 | $4,280 | 0.0% | $68.98 | +31.9% | COMMON STOCK | 494368103 |
| EIX | EDISON INTL | 55,121 | $4,254 | 0.0% | $33.90 | +63.2% | COMMON STOCK | 281020107 |
| FE | FIRSTENERGY CORP | 137,184 | $4,229 | 0.0% | $22.01 | +1.5% | COMMON STOCK | 337932107 |
| CMI | CUMMINS INC | 25,051 | $4,209 | 0.0% | $109.36 | +18.8% | COMMON STOCK | 231021106 |
| — | OLD REPUBLIC INTL CORP | 3,261,000 | $4,186 | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| RF | REGIONS FINANCIAL CORP | 273,232 | $4,161 | 0.0% | $7.09 | +47.1% | COMMON STOCK | 7591EP100 |
| — | B2GOLD CORPORATION | 4,000,000 | $4,146 | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| KMX | CARMAX INC | 54,381 | $4,123 | 0.0% | $62.64 | +6.4% | COMMON STOCK | 143130102 |
| PBR | PETROLEO BRASILEIRO SA | 407,425 | $4,091 | 0.0% | $10.01 | — | COMMON STOCK | 71654V408 |
| WDC | WESTERN DIGITAL CORP | 47,150 | $4,074 | 0.0% | $58.31 | +2.8% | COMMON STOCK | 958102105 |
| — | M/I HOMES INC | 4,000,000 | $4,055 | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| — | SUNTRUST BANKS INC | 66,905 | $3,999 | 0.0% | $36.09 | — | COMMON STOCK | 867914103 |
| — | CERNER CORP | 56,057 | $3,998 | 0.0% | $72.15 | — | COMMON STOCK | 156782104 |
| PPG | PPG INDUSTRIES INC | 36,733 | $3,991 | 0.0% | $78.03 | +16.7% | COMMON STOCK | 693506107 |
| PLD | PROLOGIS INC | 62,845 | $3,988 | 0.0% | $27.97 | +74.3% | COMMON STOCK | 74340W103 |
| — | ARES CAPITAL CORP | 3,946,000 | $3,969 | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| FITB | FIFTH THIRD BK | 140,828 | $3,940 | 0.0% | $16.29 | +19.4% | COMMON STOCK | 316773100 |
| — | INTERCEPT PHARMACEUTICALS | 5,000,000 | $3,900 | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 45845PAA6 |
| — | VARIAN MEDICAL SYSTEMS INC | 38,715 | $3,874 | 0.0% | $92.67 | — | COMMON STOCK | 92220P105 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 4,554,000 | $3,870 | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| — | TELIGENT INC | 4,000,000 | $3,861 | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 449575AB5 |
| TDG | TRANSDIGM GROUP INC | 14,772 | $3,776 | 0.0% | $176.03 | +7.9% | COMMON STOCK | 893641100 |
| — | ORBOTECH LTD | 89,231 | $3,766 | 0.0% | $30.00 | — | COMMON STOCK | M75253100 |
| MCK | MCKESSON CORP | 24,491 | $3,762 | 0.0% | $141.73 | +3.0% | COMMON STOCK | 58155Q103 |
| TRV | TRAVELERS COMPANIES INC | 30,365 | $3,720 | 0.0% | $67.83 | +53.3% | COMMON STOCK | 89417E109 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 67,081 | $3,718 | 0.0% | $26.16 | +72.9% | COMMON STOCK | 416515104 |
| AES | AES CORP | 336,901 | $3,713 | 0.0% | $8.29 | -0.9% | COMMON STOCK | 00130H105 |
| — | DEPOMED INC | 5,000,000 | $3,713 | 0.0% | $1.17 | — | CONVERTIBLE SECURITY | 249908AA2 |
| DXC | DXC TECHNOLOGY CO | 43,143 | $3,705 | 0.0% | $63.04 | +6.9% | COMMON STOCK | 23355L106 |
| EQIX | EQUINIX INC | 8,283 | $3,697 | 0.0% | $298.21 | +27.9% | COMMON STOCK | 29444U700 |
| — | COWEN INC | 3,500,000 | $3,688 | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| LKQ | LKQ CORP | 102,341 | $3,683 | 0.0% | $28.85 | +6.0% | COMMON STOCK | 501889208 |
| IDXX | IDEXX LABORATORIES INC | 23,640 | $3,676 | 0.0% | $139.23 | +13.6% | COMMON STOCK | 45168D104 |
| DG | DOLLAR GENERAL | 44,979 | $3,646 | 0.0% | $62.96 | +6.8% | COMMON STOCK | 256677105 |
| PVH | PVH CORP | 28,801 | $3,631 | 0.0% | $107.10 | +12.4% | COMMON STOCK | 693656100 |
| CHD | CHURCH & DWIGHT CO INC | 74,879 | $3,628 | 0.0% | $45.79 | -0.3% | COMMON STOCK | 171340102 |
| — | ANADARKO PETROLEUM | 73,901 | $3,610 | 0.0% | $81.60 | — | COMMON STOCK | 032511107 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3,603 | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| MAC | MACERICH COMPANY | 65,134 | $3,580 | 0.0% | $63.34 | — | COMMON STOCK | 554382101 |
| GIS | GENERAL MILLS INC | 68,979 | $3,570 | 0.0% | $33.76 | +20.6% | COMMON STOCK | 370334104 |
| WY | WEYERHAEUSER CO | 104,111 | $3,543 | 0.0% | $24.02 | -1.5% | COMMON STOCK | 962166104 |
| DGX | QUEST DIAGNOSTC | 37,619 | $3,523 | 0.0% | $61.95 | +45.1% | COMMON STOCK | 74834L100 |
| AVY | AVERY DENNISON | 35,540 | $3,495 | 0.0% | $62.69 | +29.3% | COMMON STOCK | 053611109 |
| — | APARTMENT INVT & MGMT | 79,448 | $3,485 | 0.0% | $45.33 | — | COMMON STOCK | 03748R101 |
| PSX | PHILLIPS 66 | 37,776 | $3,461 | 0.0% | $46.30 | +32.3% | COMMON STOCK | 718546104 |
| ED | CONSOL EDISON | 42,738 | $3,448 | 0.0% | $39.72 | +54.2% | COMMON STOCK | 209115104 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 29,421 | $3,445 | 0.0% | $90.76 | +18.7% | COMMON STOCK | 98956P102 |
| INDA | ISHARES MSCI INDIA ETF | 104,750 | $3,441 | 0.0% | $27.82 | — | COMMON STOCK | 46429B598 |
| PSA | STORAGE PROPERTIES | 15,860 | $3,394 | 0.0% | $132.91 | +10.4% | COMMON STOCK | 74460D109 |
| — | CTRIP.COM INTL LTD | 3,090,000 | $3,342 | 0.0% | $1.08 | — | CONVERTIBLE SECURITY | 22943FAM2 |
| — | XILINX INC | 47,114 | $3,337 | 0.0% | $61.64 | — | COMMON STOCK | 983919101 |
| — | JACOBS ENGINEERING GROUP INC | 56,616 | $3,299 | 0.0% | $55.24 | — | COMMON STOCK | 469814107 |
| DRI | DARDEN RESTAURANTS INC | 41,742 | $3,288 | 0.0% | $50.04 | +33.4% | COMMON STOCK | 237194105 |
| BLD | TOPBUILD | 50,099 | $3,265 | 0.0% | $30.95 | +82.6% | COMMON STOCK | 89055F103 |
| AFL | AFLAC INC | 39,482 | $3,213 | 0.0% | $21.06 | +57.2% | COMMON STOCK | 001055102 |
| — | MICRON TECHNOLOGY | 886,000 | $3,193 | 0.0% | $3.06 | — | CONVERTIBLE SECURITY | 595112AV5 |
| ROST | ROSS STORES INC | 49,361 | $3,187 | 0.0% | $51.03 | +3.7% | COMMON STOCK | 778296103 |
| — | CONCHO RESOURCES INC | 24,191 | $3,186 | 0.0% | $133.90 | — | COMMON STOCK | 20605P101 |
| — | FLIR SYSTEMS INC | 81,453 | $3,169 | 0.0% | $34.53 | — | COMMON STOCK | 302445101 |
| FCX | FREEPORT-MCMORAN INC | 224,132 | $3,147 | 0.0% | $21.26 | -40.1% | COMMON STOCK | 35671D857 |
| — | ILLUMINA INC | 2,730,000 | $3,117 | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 452327AH2 |
| — | OCEAN RIG UDW INC | 130,654 | $3,106 | 0.0% | $23.77 | — | COMMON STOCK | G66964118 |
| — | BANK OF AMERICA CORP | 975,000 | $3,071 | 0.0% | — | — | Call | 060505904 |
| — | APPLE INC | 770,600 | $2,986 | 0.0% | — | — | Put | 037833950 |
| — | SYMANTEC CORP | 90,983 | $2,985 | 0.0% | $23.21 | — | COMMON STOCK | 871503108 |
| GRMN | GARMIN LTD | 55,020 | $2,969 | 0.0% | $39.35 | +6.8% | COMMON STOCK | H2906T109 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 64,106 | $2,965 | 0.0% | $23.16 | +47.0% | COMMON STOCK | 744573106 |
| — | GNC CORP | 4,000,000 | $2,954 | 0.0% | $0.61 | — | CONVERTIBLE SECURITY | 36191GAB3 |
| — | CIMAREX ENERGY CO | 25,899 | $2,944 | 0.0% | $124.22 | — | COMMON STOCK | 171798101 |
| VNM | VANECK VECTORS VIETNAM ETF | 195,000 | $2,907 | 0.0% | $13.87 | — | COMMON STOCK | 92189F817 |
| — | FRONTIER COMMUNICATIONS CORP | 150,000 | $2,886 | 0.0% | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| — | SOLARCITY | 3,000,000 | $2,851 | 0.0% | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| WMB | WILLIAMS CO. | 94,523 | $2,837 | 0.0% | $21.77 | -11.5% | COMMON STOCK | 969457100 |
| — | JUNIPER NETWORKS INC | 100,873 | $2,807 | 0.0% | $27.69 | — | COMMON STOCK | 48203R104 |
| D | DOMINION ENERGY INC | 36,426 | $2,802 | 0.0% | $38.11 | +40.8% | COMMON STOCK | 25746U109 |
| — | PATTERSON COS INC | 72,494 | $2,802 | 0.0% | $41.10 | — | COMMON STOCK | 703395103 |
| — | NATIONAL OILWELL VARCO INC | 78,317 | $2,798 | 0.0% | $56.20 | — | COMMON STOCK | 637071101 |
| ADM | ARCHER DANIELS MIDLAND | 65,060 | $2,766 | 0.0% | $25.53 | +28.8% | COMMON STOCK | 039483102 |
| GWW | WW GRAINGER INC | 15,280 | $2,747 | 0.0% | $165.55 | -9.7% | COMMON STOCK | 384802104 |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 185,008 | $2,721 | 0.0% | $8.51 | +24.0% | COMMON STOCK | 42824C109 |
| CMS | CMS ENERGY CORP | 58,725 | $2,720 | 0.0% | $20.61 | +78.9% | COMMON STOCK | 125896100 |
| UDR | UDR INC | 71,397 | $2,715 | 0.0% | $25.18 | +14.0% | COMMON STOCK | 902653104 |
| — | XILINX INC | 381,500 | $2,709 | 0.0% | — | — | Call | 983919901 |
| FFIV | F5 NETWORKSINC | 22,451 | $2,707 | 0.0% | $130.62 | -7.6% | COMMON STOCK | 315616102 |
| NBIS | YANDEX NV | 81,720 | $2,693 | 0.0% | $19.21 | — | COMMON STOCK | N97284108 |
| — | CALAMP CORP | 2,500,000 | $2,660 | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 128126AB5 |
| CX | CEMEX SA | 290,632 | $2,639 | 0.0% | $9.06 | — | COMMON STOCK | 151290889 |
| EQR | EQUITY RESIDENTIAL | 39,104 | $2,578 | 0.0% | $45.51 | +7.9% | COMMON STOCK | 29476L107 |
| KR | KROGER CO | 128,299 | $2,574 | 0.0% | $25.91 | -27.2% | COMMON STOCK | 501044101 |
| AVB | AVALONBAY COMMUNITIES INC | 14,292 | $2,550 | 0.0% | $112.58 | +24.6% | COMMON STOCK | 053484101 |
| SWKS | SKYWORKS SOLUTIONS INC | 24,647 | $2,512 | 0.0% | $85.09 | +1.4% | COMMON STOCK | 83088M102 |
| — | BROCADE COMMUNICATIONS SYSTEMS | 2,500,000 | $2,505 | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 111621AQ1 |
| — | 51JOB INC | 1,680,000 | $2,475 | 0.0% | $1.47 | — | CONVERTIBLE SECURITY | 316827AC8 |
| O | REALTY INCOME CORP | 43,014 | $2,460 | 0.0% | $36.39 | +2.2% | COMMON STOCK | 756109104 |
| BAP | CREDICORP LTD | 11,911 | $2,442 | 0.0% | $122.35 | +29.2% | COMMON STOCK | G2519Y108 |
| FLR | FLUOR CORP-NEW | 57,423 | $2,418 | 0.0% | $50.96 | -23.8% | COMMON STOCK | 343412102 |
| CAH | CARDINAL HEALTH INC | 35,552 | $2,379 | 0.0% | $56.87 | -3.2% | COMMON STOCK | 14149Y108 |
| — | APACHE CORP | 51,738 | $2,370 | 0.0% | $69.79 | — | COMMON STOCK | 037411105 |
| — | GLOBAL X FTSE GREECE 20 | 248,000 | $2,346 | 0.0% | $8.49 | — | COMMON STOCK | 37950E366 |
| — | PROSPECT CAPITAL CORP | 2,300,000 | $2,339 | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAL6 |
| — | KELLOGG CO | 37,370 | $2,331 | 0.0% | $39.85 | +16.7% | COMMON STOCK | 487836108 |
| DVA | DAVITA INC | 38,847 | $2,307 | 0.0% | $68.85 | -12.6% | COMMON STOCK | 23918K108 |
| — | 58.COM | 36,160 | $2,283 | 0.0% | $63.14 | — | COMMON STOCK | 31680Q104 |
| DVY | ISHARES DJ SELECT DVD | 24,098 | $2,257 | 0.0% | $81.56 | — | COMMON STOCK | 464287168 |
| MELI | MERCADOLIBRE INC | 8,710 | $2,255 | 0.0% | $260.86 | +1.5% | COMMON STOCK | 58733R102 |
| — | JEFFERIES GROUP INC | 2,242,000 | $2,250 | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 472319AG7 |
| TRMB | TRIMBLE INC | 56,995 | $2,237 | 0.0% | $21.11 | +80.2% | COMMON STOCK | 896239100 |
| JD | JD.COM | 56,680 | $2,165 | 0.0% | $39.22 | — | COMMON STOCK | 47215P106 |
| — | MACQUARIE INFRASTRUCTURE CO | 2,001,000 | $2,135 | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| — | NOBLE ENERGY INC | 74,745 | $2,120 | 0.0% | $53.33 | — | COMMON STOCK | 655044105 |
| AKAM | AKAMAI TECHNOLOGIES INC | 42,738 | $2,082 | 0.0% | $54.99 | -13.0% | COMMON STOCK | 00971T101 |
| — | ISHARES MSCI EMERGING MARKET | 2,493,500 | $2,074 | 0.0% | — | — | Put | 464287954 |
| — | CENTURYLINK INC | 108,168 | $2,044 | 0.0% | $33.90 | — | COMMON STOCK | 156700106 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $2,023 | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| — | COLONY FINANCIAL INC | 2,000,000 | $2,010 | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $2,009 | 0.0% | $15.16 | +31.1% | COMMON STOCK | 56501R106 |
| M | MACYS INC | 91,693 | $2,001 | 0.0% | $36.29 | -39.4% | COMMON STOCK | 55616P104 |
| — | GENERAL MOTORS CO | 88,470 | $1,983 | 0.0% | $16.70 | — | WARRANTS | 37045V126 |
| — | SPDR S&P 500 ETF | 1,261,500 | $1,966 | 0.0% | — | — | Put | 78462F953 |
| BKR | BAKER HUGHES A GE CO | 51,788 | $1,896 | 0.0% | $28.18 | 0.0% | COMMON STOCK | 05722G100 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 5,823 | $1,792 | 0.0% | $11.19 | -39.8% | COMMON STOCK | 169656105 |
| GME | GAMESTOP CORP | 86,095 | $1,779 | 0.0% | $4.37 | 0.0% | COMMON STOCK | 36467W109 |
| — | NAVISTAR INTERNATIONAL CORP | 125,000 | $1,756 | 0.0% | — | — | Call | 63934E908 |
| MOS | MOSAIC CO | 80,512 | $1,738 | 0.0% | $42.98 | -56.0% | COMMON STOCK | 61945C103 |
| — | ANTHEM INC | 646,000 | $1,680 | 0.0% | $2.08 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | FOOT LOCKER INC | 46,462 | $1,636 | 0.0% | $68.05 | — | COMMON STOCK | 344849104 |
| ASHR | DEUTSCHE X TRACKERS HARVEST | 55,800 | $1,629 | 0.0% | $26.97 | — | COMMON STOCK | 233051879 |
| ON | ON SEMICONDUCTOR CORP | 86,400 | $1,596 | 0.0% | $14.50 | +11.0% | COMMON STOCK | 682189105 |
| IEFA | ISHARES CORE MSCI EAFE | 24,540 | $1,575 | 0.0% | $55.16 | — | COMMON STOCK | 46432F842 |
| AMD | ADVANCED MICRO DEVICES INC | 123,409 | $1,573 | 0.0% | $12.25 | +6.5% | COMMON STOCK | 007903107 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1,512 | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 09257WAB6 |
| — | WEBMD HEALTH CORP | 1,392,000 | $1,490 | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 94770VAF9 |
| VNO | VORNADO REALTY TRUST | 19,321 | $1,485 | 0.0% | $84.98 | — | COMMON STOCK | 929042109 |
| — | STARWOOD PROPERTY TRUST INC | 1,393,000 | $1,476 | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| IJH | ISHARES S&P MIDCAP 400 | 8,130 | $1,454 | 0.0% | $159.69 | — | COMMON STOCK | 464287507 |
| — | SPIRIT REALTY CAPITAL INC | 1,386,000 | $1,419 | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| — | LABORATORY CORP LYONS | 672,000 | $1,367 | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| FN | FABRINET | 36,217 | $1,342 | 0.0% | $41.56 | -1.6% | COMMON STOCK | G3323L100 |
| — | FACEBOOK INC | 271,900 | $1,237 | 0.0% | — | — | Call | 30303M902 |
| — | HERBALIFE LTD | 100,000 | $1,235 | 0.0% | — | — | Put | G4412G951 |
| — | JNJ | 674,000 | $1,206 | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| EFAV | ISHARES EDGE MSCI MIN VOL EAFE | 15,311 | $1,088 | 0.0% | $65.30 | — | COMMON STOCK | 46429B689 |
| — | RPM INTL INC | 905,000 | $1,048 | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | INSULET CORP | 804,000 | $1,012 | 0.0% | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| — | DANAHER CORP | 284,000 | $931 | 0.0% | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $870 | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| YELP | YELP INC | 20,000 | $866 | 0.0% | $27.74 | +39.1% | COMMON STOCK | 985817105 |
| — | NEW YORK CMTY TRUST V | 16,410 | $839 | 0.0% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| — | FACEBOOK INC | 386,700 | $820 | 0.0% | — | — | Put | 30303M952 |
| — | VIPSHOP HOLDINGS LTD | 750,000 | $806 | 0.0% | — | — | Call | 92763W903 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 13,217 | $804 | 0.0% | $59.99 | 0.0% | COMMON STOCK | 10922N103 |
| — | SEACOR HOLDINGS INC | 800,000 | $802 | 0.0% | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| — | LAM RESEARCH CORP | 53,000 | $792 | 0.0% | — | — | Call | 512807908 |
| NWL | NEWELL BRANDS INC | 17,525 | $748 | 0.0% | $31.35 | +6.7% | COMMON STOCK | 651229106 |
| — | PROSPECT CAPITAL CORP | 722,000 | $726 | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| SCHX | SCHWAB US LARGE-CAP ETF | 11,879 | $713 | 0.0% | $57.80 | — | COMMON STOCK | 808524201 |
| — | SILVER STANDARD RESOURCES INC | 709,000 | $713 | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 82823LAC0 |
| — | FIDELITY NL FIN | 263,000 | $709 | 0.0% | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| — | POWERSHARES S&P 500 LOW VOLA | 14,350 | $657 | 0.0% | $42.01 | — | COMMON STOCK | 73937B779 |
| MUB | ISHARES NATIONAL AMT-FREE MUNI | 5,750 | $638 | 0.0% | $110.96 | — | COMMON STOCK | 464288414 |
| — | GILEAD SCIENCES INC | 235,000 | $605 | 0.0% | — | — | Call | 375558903 |
| INDA | ISHARES MSCI INDIA ETF | 513,000 | $577 | 0.0% | $27.82 | — | Put | 46429B598 |
| — | RH | 50,000 | $558 | 0.0% | — | — | Call | 74967X903 |
| — | NVIDIA CORP | 23,500 | $458 | 0.0% | — | — | Call | 67066G904 |
| — | ESTEE LAUDER | 76,400 | $432 | 0.0% | — | — | Call | 518439904 |
| — | JPMORGAN ALERIAN MLP | 13,126 | $370 | 0.0% | $30.78 | — | COMMON STOCK | 46625H365 |
| SCHM | SCHWAB US MID CAP ETF | 7,367 | $369 | 0.0% | $48.20 | — | COMMON STOCK | 808524508 |
| USB | US BANCORP | 6,355 | $341 | 0.0% | $22.79 | +65.7% | COMMON STOCK | 902973304 |
| — | ISHARES 20Plus YEAR TREASURY BOND | 450,000 | $338 | 0.0% | — | — | Put | 464287952 |
| — | AMAZON.COM INC | 5,600 | $327 | 0.0% | — | — | Call | 023135906 |
| — | SALESFORCE.COM INC | 359,800 | $319 | 0.0% | — | — | Put | 79466L952 |
| — | ALERIAN MLP ETF | 27,981 | $314 | 0.0% | $12.55 | — | COMMON STOCK | 00162Q866 |
| — | INTEL CORP | 114,500 | $314 | 0.0% | — | — | Call | 458140900 |
| NTAP | NETAPP INC | 6,895 | $302 | 0.0% | $27.82 | +19.4% | COMMON STOCK | 64110D104 |
| — | INGERSOLL-RAND PLC | 3,365 | $300 | 0.0% | $64.91 | — | COMMON STOCK | G47791101 |
| SHW | SHERWIN WILLIAM | 835 | $299 | 0.0% | $103.46 | +2.9% | COMMON STOCK | 824348106 |
| ADI | ANALOG DEVICES INC | 3,450 | $297 | 0.0% | $52.25 | +31.9% | COMMON STOCK | 032654105 |
| — | VAIL RESORTS | 24,500 | $296 | 0.0% | — | — | Call | 91879Q909 |
| — | MONSTER BEVERAGE CORP | 67,000 | $295 | 0.0% | — | — | Call | 61174X909 |
| EMN | EASTMAN CHEM CO | 3,170 | $287 | 0.0% | $48.11 | +33.2% | COMMON STOCK | 277432100 |
| — | PROSPECT CAPITAL CORP | 275,000 | $285 | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| — | VMWARE INC | 2,453 | $268 | 0.0% | $92.09 | — | COMMON STOCK | 928563402 |
| — | WELLCARE HEALTH PLANS INC | 1,560 | $268 | 0.0% | $137.18 | — | COMMON STOCK | 94946T106 |
| — | NABORS INDUSTRIES LTD | 125,000 | $254 | 0.0% | — | — | Call | G6359F903 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 3,855 | $248 | 0.0% | $24.79 | +88.1% | COMMON STOCK | 74251V102 |
| SCHA | SCHWAB US SMALL CAP ETF | 3,670 | $247 | 0.0% | $63.99 | — | COMMON STOCK | 808524607 |
| SNPS | SYNOPSYS INC | 3,055 | $246 | 0.0% | $50.37 | +54.0% | COMMON STOCK | 871607107 |
| — | CARNIVAL CORP | 62,000 | $245 | 0.0% | — | — | Call | 14365C903 |
| PGR | PROGRESSIVE CORP OHIO | 5,050 | $245 | 0.0% | $19.50 | +85.3% | COMMON STOCK | 743315103 |
| ALSN | ALLISON TRANSMISSION HOLDINGS | 6,285 | $236 | 0.0% | $26.93 | +18.5% | COMMON STOCK | 01973R101 |
| IEMG | ISHARES CORE MSCI EMERGING | 4,221 | $228 | 0.0% | $54.02 | — | COMMON STOCK | 46434G103 |
| — | DCT INDUSTRIAL TRUST INC | 3,900 | $226 | 0.0% | $48.16 | — | COMMON STOCK | 233153204 |
| UNM | UNUMPROVIDENT CORP | 4,410 | $225 | 0.0% | $40.01 | +21.9% | COMMON STOCK | 91529Y106 |
| TKR | TIMKEN CO | 4,530 | $220 | 0.0% | $45.93 | +0.4% | COMMON STOCK | 887389104 |
| — | CORELOGIC INC | 4,720 | $218 | 0.0% | $46.19 | — | COMMON STOCK | 21871D103 |
| — | COOPER COMPANIES INC | 920 | $218 | 0.0% | $201.10 | — | COMMON STOCK | 216648402 |
| LEA | LEAR CORP | 1,250 | $216 | 0.0% | $128.24 | 0.0% | COMMON STOCK | 521865204 |
| — | ANDEAVOR | 2,050 | $211 | 0.0% | $102.93 | — | COMMON STOCK | 03349M105 |
| — | PIONEER NATURAL RESOURCES CO | 25,000 | $210 | 0.0% | — | — | Call | 723664908 |
| URI | UNITED RENTALS INC | 1,500 | $208 | 0.0% | $115.71 | 0.0% | COMMON STOCK | 911363109 |
| CNC | CENTENE CORP | 2,140 | $207 | 0.0% | $43.05 | 0.0% | COMMON STOCK | 15135B101 |
| RES | RPC INC | 8,295 | $206 | 0.0% | $18.11 | 0.0% | COMMON STOCK | 749660106 |
| — | FIRST SOLAR INC | 160,000 | $206 | 0.0% | — | — | Put | 336433957 |
| AMP | AMERIPRISE FINANCIAL INC | 1,380 | $205 | 0.0% | $84.78 | +39.9% | COMMON STOCK | 03076C106 |
| MAN | MANPOWERGROUP INC | 1,720 | $203 | 0.0% | $111.91 | 0.0% | COMMON STOCK | 56418H100 |
| — | ANSYS INC | 1,640 | $201 | 0.0% | $122.56 | — | COMMON STOCK | 03662Q105 |
| LII | LENNOX INTERNATIONAL INC | 1,120 | $200 | 0.0% | $157.12 | -1.0% | COMMON STOCK | 526107107 |
| — | LAREDO PETROLEUM INC | 13,675 | $177 | 0.0% | $12.94 | — | COMMON STOCK | 516806106 |
| — | BGC PARTNERS INC | 11,395 | $165 | 0.0% | $14.48 | — | COMMON STOCK | 05541T101 |
| — | EXTRACTION OIL & GAS INC | 10,150 | $156 | 0.0% | $15.37 | — | COMMON STOCK | 30227M105 |
| — | VIPSHOP HOLDINGS LTD | 500,000 | $125 | 0.0% | — | — | Put | 92763W953 |
| — | VODAFONE GROUP PLC | 412,000 | $124 | 0.0% | — | — | Call | 92857W908 |
| IBN | ICICI BANK LTD | 13,137 | $112 | 0.0% | $9.68 | — | COMMON STOCK | 45104G104 |
| — | NOBLE CORP PLC | 24,000 | $110 | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| — | UNITED STATES STEEL CORP | 111,300 | $106 | 0.0% | — | — | Call | 912909908 |
| — | NUANCE COMMUNICATIONS INC | 95,000 | $95 | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 67020YAG5 |
| — | VEON LTD | 20,000 | $84 | 0.0% | $4.20 | — | COMMON STOCK | 91822M106 |
| — | TEAM INC | 200,000 | $65 | 0.0% | — | — | Call | 878155900 |
| — | UNITED CONTINENTAL HOLDINGS IN | 114,000 | $50 | 0.0% | — | — | Put | 910047959 |
| — | IMMUNOMEDICS | 300,000 | $38 | 0.0% | — | — | Put | 452907958 |
| — | ISHARES MSCI EAFE ETF | 272,000 | $37 | 0.0% | — | — | Put | 464287955 |
| — | ALLERGAN PLC | 90,000 | $21 | 0.0% | — | — | Call | G0177J908 |
| — | TESLA MOTORS INC | 17,000 | $19 | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| — | TESLA MOTORS INC | 623,400 | $16 | 0.0% | — | — | Put | 88160R951 |
| — | UNITED STATES STEEL CORP | 111,300 | $15 | 0.0% | — | — | Put | 912909958 |
| — | FIRST SOLAR INC | 200,000 | $11 | 0.0% | — | — | Call | 336433907 |
| — | APPLE INC | 125,800 | $9 | 0.0% | — | — | Call | 037833900 |