Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Oct 25, 2017
Total Value: $12.93B (73.0% shares, 27.0% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 2,759,040 | $425M | 3.3% | $154.12 * | $19.21 | +87.2% | COMMON STOCK | 037833100 |
| GOOGL | ALPHABET INC | 264,021 | $257M | 2.0% | $973.72 * | $36.73 | +31.6% | COMMON STOCK | 02079K305 |
| MSFT | MICROSOFT CORP | 3,407,676 | $254M | 2.0% | $74.49 * | $35.69 | +91.0% | COMMON STOCK | 594918104 |
| C | CITIGROUP INC | 2,603,869 | $189M | 1.5% | $72.74 * | $37.98 | +45.8% | COMMON STOCK | 172967424 |
| JNJ | JOHNSON & JOHNSON | 1,447,072 | $188M | 1.5% | $130.01 * | $72.35 | +42.8% | COMMON STOCK | 478160104 |
| AMZN | AMAZON.COM INC | 194,304 | $187M | 1.4% | $961.35 * | $19.11 | +151.5% | COMMON STOCK | 023135106 |
| META | FACEBOOK INC | 1,064,418 | $182M | 1.4% | $170.87 | $36.82 | +360.9% | COMMON STOCK | 30303M102 |
| — | SALESFORCE.COM INC | 128,551,000 | $181M | 1.4% | $1.40 | $1.20 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| — | INTEL CORP | 96,892,000 | $178M | 1.4% | $1.84 | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| JPM | JP MORGAN CHASE & CO | 1,842,089 | $176M | 1.4% | $95.51 * | $38.62 | +97.5% | COMMON STOCK | 46625H100 |
| — | TESLA MOTORS INC | 153,916,000 | $173M | 1.3% | $1.13 | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| — | THE PRICELINE GROUP INC | 133,084,000 | $153M | 1.2% | $1.15 | $1.05 | — | CONVERTIBLE SECURITY | 741503AX4 |
| XOM | EXXON MOBIL CORP | 1,481,187 | $121M | 0.9% | $81.98 * | $55.59 | +1.3% | COMMON STOCK | 30231G102 |
| — | CELGENE CORP | 808,226 | $118M | 0.9% | $145.82 | $108.96 | — | COMMON STOCK | 151020104 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 157,307 | $116M | 0.9% | $737.82 | $998.78 | — | CONVERTIBLE PREFERRED SECURITY | G0177J116 |
| V | VISA INC | 1,037,013 | $109M | 0.8% | $105.24 * | $70.62 | +40.7% | COMMON STOCK | 92826C839 |
| CMCSA | COMCAST CORP | 2,834,884 | $109M | 0.8% | $38.48 * | $24.96 | +25.3% | COMMON STOCK | 20030N101 |
| BAC | BANK OF AMER CP | 4,096,712 | $104M | 0.8% | $25.34 * | $13.07 | +60.0% | COMMON STOCK | 060505104 |
| — | MICRON TECHNOLOGY INC | 25,000,000 | $99.31M | 0.8% | $3.97 | $3.67 | — | CONVERTIBLE SECURITY | 595112AX1 |
| HD | HOME DEPOT | 579,575 | $94.8M | 0.7% | $163.56 * | $61.68 | +117.3% | COMMON STOCK | 437076102 |
| CVX | CHEVRONTEXACO CORP | 798,290 | $93.8M | 0.7% | $117.50 * | $71.35 | +15.5% | COMMON STOCK | 166764100 |
| DIS | DISNEY WALT CO | 927,697 | $91.44M | 0.7% | $98.57 * | $81.85 | +13.5% | COMMON STOCK | 254687106 |
| UNH | UNITEDHEALTH GROUP INC | 465,936 | $91.25M | 0.7% | $195.85 * | $113.82 | +50.9% | COMMON STOCK | 91324P102 |
| PG | PROCTER & GAMBLE CO | 962,635 | $87.58M | 0.7% | $90.98 * | $61.75 | +18.3% | COMMON STOCK | 742718109 |
| — | ANTHEM INC | 1,596,895 | $83.5M | 0.6% | $52.29 | $52.74 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| BAX | BAXTER INTL INC | 1,297,609 | $81.42M | 0.6% | $62.75 * | $38.20 | +42.6% | COMMON STOCK | 071813109 |
| — | LIBERTY MEDIA CORPORATION | 67,364,000 | $81.41M | 0.6% | $1.21 | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| — | NEXTERA ENERGY INC | 1,200,464 | $79.6M | 0.6% | $66.31 | $59.27 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| — | DISH NETWORK CORP | 70,430,000 | $78.8M | 0.6% | $1.12 | $1.12 | — | CONVERTIBLE SECURITY | 25470MAB5 |
| KO | COCA-COLA CO | 1,660,216 | $74.73M | 0.6% | $45.01 * | $28.40 | +22.5% | COMMON STOCK | 191216100 |
| — | GENERAL ELECTRIC CO | 3,090,203 | $74.72M | 0.6% | $24.18 | $24.35 | — | COMMON STOCK | 369604103 |
| MRK | MERCK & CO | 1,151,798 | $73.75M | 0.6% | $64.03 * | $33.75 | +40.2% | COMMON STOCK | 58933Y105 |
| PFE | PFIZER INC | 2,029,800 | $72.46M | 0.6% | $35.70 * | $17.25 | +36.4% | COMMON STOCK | 717081103 |
| — | CROWN CASTLE INTL CORP | 67,495 | $72.08M | 0.6% | $1068.01 | $1068.01 | — | CONVERTIBLE PREFERRED SECURITY | 22822V309 |
| DAL | DELTA AIR LINES INC | 1,489,375 | $71.82M | 0.6% | $48.22 * | $38.98 | +12.8% | COMMON STOCK | 247361702 |
| PEP | PEPSICO INC | 631,814 | $70.4M | 0.5% | $111.43 * | $65.26 | +32.8% | COMMON STOCK | 713448108 |
| T | AT&T INC | 1,790,954 | $70.15M | 0.5% | $39.17 * | $12.72 | +27.9% | COMMON STOCK | 00206R102 |
| — | BROADCOM LTD | 285,587 | $69.27M | 0.5% | $242.54 | $197.98 | — | COMMON STOCK | Y09827109 |
| — | ALTABA INC | 52,195,000 | $67.94M | 0.5% | $1.30 | $1.13 | — | CONVERTIBLE SECURITY | 984332AF3 |
| WFC | WELLS FARGO & COMPANY | 1,222,212 | $67.41M | 0.5% | $55.15 * | $29.39 | +49.1% | COMMON STOCK | 949746101 |
| — | E TRADE GROUP | 1,526,365 | $66.56M | 0.5% | $43.61 | $38.10 | — | COMMON STOCK | 269246401 |
| SBUX | STARBUCKS CORP | 1,237,784 | $66.48M | 0.5% | $53.71 * | $36.95 | +21.4% | COMMON STOCK | 855244109 |
| — | DOWDUPONT INC | 957,647 | $66.3M | 0.5% | $69.23 | $69.23 | — | COMMON STOCK | 26078J100 |
| — | WELLS FARGO & COMPANY | 48,678 | $64.01M | 0.5% | $1315.01 | $1214.35 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 877,317 | $60.27M | 0.5% | $68.70 * | $47.56 | +30.0% | COMMON STOCK | 45866F104 |
| PM | PHILIP MORRIS INTERNATIONAL | 542,208 | $60.19M | 0.5% | $111.01 * | $51.08 | +41.8% | COMMON STOCK | 718172109 |
| — | BECTON DICKINSON AND CO | 1,088,379 | $60.14M | 0.5% | $55.26 | $54.78 | — | CONVERTIBLE PREFERRED SECURITY | 075887208 |
| — | AETNA INC | 376,748 | $59.91M | 0.5% | $159.01 | $113.17 | — | COMMON STOCK | 00817Y108 |
| HON | HONEYWELL INTL | 417,058 | $59.11M | 0.5% | $141.74 * | $68.58 | +57.4% | COMMON STOCK | 438516106 |
| — | LIBERTY MEDIA CORPORATION | 55,482,000 | $58.95M | 0.5% | $1.06 | $1.06 | — | CONVERTIBLE SECURITY | 531229AE2 |
| AMAT | APPLIED MATERIALS INC | 1,123,075 | $58.5M | 0.5% | $52.09 * | $23.84 | +99.2% | COMMON STOCK | 038222105 |
| — | LIBERTY INTERACTIVE LLC | 49,085,000 | $58.37M | 0.5% | $1.19 | $1.06 | — | CONVERTIBLE SECURITY | 530610AD6 |
| SLB | SCHLUMBERGER LTD | 811,657 | $56.62M | 0.4% | $69.76 * | $53.88 | +2.1% | COMMON STOCK | 806857108 |
| — | ON SEMICONDUCTOR CORP | 47,195,000 | $56.3M | 0.4% | $1.19 | $0.96 | — | CONVERTIBLE SECURITY | 682189AK1 |
| — | CITRIX SYSTEMS INC | 48,191,000 | $56.02M | 0.4% | $1.16 | $1.09 | — | CONVERTIBLE SECURITY | 177376AD2 |
| MA | MASTERCARD INC | 385,568 | $54.44M | 0.4% | $141.20 * | $76.77 | +75.6% | COMMON STOCK | 57636Q104 |
| — | PRICELINE GROUP INC/THE | 29,217 | $53.49M | 0.4% | $1830.82 | $1487.20 | — | COMMON STOCK | 741503403 |
| — | BANK OF AMERICA CORP. | 40,229 | $52.36M | 0.4% | $1301.47 | $1163.51 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| VZ | VERIZON COMM | 1,044,880 | $51.71M | 0.4% | $49.49 * | $28.32 | +12.3% | COMMON STOCK | 92343V104 |
| — | T-MOBILE US INC | 511,241 | $51.08M | 0.4% | $99.91 | $61.16 | — | CONVERTIBLE PREFERRED SECURITY | 872590203 |
| — | TESLA INC | 41,370,000 | $50.77M | 0.4% | $1.23 | $1.04 | — | CONVERTIBLE SECURITY | 88160RAD3 |
| — | MEDIDATA SOLUTIONS INC | 36,896,000 | $50.76M | 0.4% | $1.38 | $1.14 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | LAM RESEARCH CORP | 274,067 | $50.71M | 0.4% | $185.04 | $87.12 | — | COMMON STOCK | 512807108 |
| GOOG | ALPHABET INC | 52,294 | $50.16M | 0.4% | $959.12 * | $35.95 | +32.4% | COMMON STOCK | 02079K107 |
| — | NUVASIVE INC | 43,789,000 | $50.06M | 0.4% | $1.14 | $1.37 | — | CONVERTIBLE SECURITY | 670704AG0 |
| — | SERVICENOW INC | 30,750,000 | $49.32M | 0.4% | $1.60 | $1.15 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| — | AMER TOWER CORP | 403,774 | $49.29M | 0.4% | $122.08 | $115.42 | — | CONVERTIBLE PREFERRED SECURITY | 03027X407 |
| LOW | LOWE'S COMPANIES | 615,665 | $49.22M | 0.4% | $79.94 * | $55.63 | +23.3% | COMMON STOCK | 548661107 |
| — | EMERGENT BIOSOLUTIONS INC | 33,957,000 | $48.83M | 0.4% | $1.44 | $1.18 | — | CONVERTIBLE SECURITY | 29089QAB1 |
| — | THE PRICELINE GROUP INC | 25,000,000 | $48.35M | 0.4% | $1.93 | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | MICRON TECH | 34,750,000 | $48.12M | 0.4% | $1.38 | $1.38 | — | CONVERTIBLE SECURITY | 595112AY9 |
| — | ZENDESK INC | 1,645,329 | $47.9M | 0.4% | $29.11 | $28.03 | — | COMMON STOCK | 98936J101 |
| — | NOVELLUS SYSTEMS INC | 8,658,000 | $47.57M | 0.4% | $5.49 | $2.79 | — | CONVERTIBLE SECURITY | 670008AD3 |
| UNP | UNION PACIFIC CORP | 408,817 | $47.41M | 0.4% | $115.97 * | $63.91 | +51.3% | COMMON STOCK | 907818108 |
| PYPL | PAYPAL HOLDINGS INC | 740,044 | $47.38M | 0.4% | $64.03 | $40.49 | +57.8% | COMMON STOCK | 70450Y103 |
| WMT | WAL-MART STORES INC | 604,455 | $47.23M | 0.4% | $78.14 * | $20.38 | +11.8% | COMMON STOCK | 931142103 |
| — | DISCOVER FINANCIAL SERVICES | 699,357 | $45.09M | 0.3% | $64.48 | $58.74 | — | COMMON STOCK | 254709108 |
| BA | BOEING CO | 175,320 | $44.57M | 0.3% | $254.21 * | $111.55 | +116.0% | COMMON STOCK | 097023105 |
| — | DTE ENERGY CO | 819,803 | $44.44M | 0.3% | $54.21 | $52.77 | — | CONVERTIBLE PREFERRED SECURITY | 233331883 |
| BRK/B | BERKSHIRE HTH | 242,369 | $44.43M | 0.3% | $183.32 | $114.27 | +60.4% | COMMON STOCK | 084670702 |
| CSX | CSX CORPORATION | 818,485 | $44.41M | 0.3% | $54.26 * | $9.32 | +73.6% | COMMON STOCK | 126408103 |
| — | ILLUMINA INC | 41,818,000 | $44.17M | 0.3% | $1.06 | $1.05 | — | CONVERTIBLE SECURITY | 452327AF6 |
| — | ROYAL GOLD | 39,250,000 | $43.34M | 0.3% | $1.10 | $1.12 | — | CONVERTIBLE SECURITY | 780287AA6 |
| AMG | AFFILIATED MANAGERS GROUP | 226,214 | $42.94M | 0.3% | $189.83 * | $163.92 | +12.5% | COMMON STOCK | 008252108 |
| MAS | MASCO CORP | 1,095,771 | $42.75M | 0.3% | $39.01 * | $25.62 | +33.9% | COMMON STOCK | 574599106 |
| — | NEXTERA ENERGY INC | 760,414 | $42.04M | 0.3% | $55.28 | $49.80 | — | CONVERTIBLE PREFERRED SECURITY | 65339F820 |
| MS | MORGAN STANLEY | 860,806 | $41.47M | 0.3% | $48.17 * | $28.58 | +31.9% | COMMON STOCK | 617446448 |
| MCD | MCDONALD'S CORP | 263,344 | $41.26M | 0.3% | $156.68 * | $79.33 | +62.7% | COMMON STOCK | 580135101 |
| — | ALEXION PHARMACEUTICALS INC | 290,711 | $40.78M | 0.3% | $140.29 | $124.76 | — | COMMON STOCK | 015351109 |
| — | TAL EDUCATION GROUP | 5,250,000 | $40.6M | 0.3% | $7.73 | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| WCN | WASTE CONNECTIONS INC | 579,617 | $40.55M | 0.3% | $69.96 * | $47.59 | +38.9% | COMMON STOCK | 94106B101 |
| — | DYCOM INDS | 35,482,000 | $40.54M | 0.3% | $1.14 | $1.10 | — | CONVERTIBLE SECURITY | 267475AB7 |
| PNC | PNC FINANCIAL SERVICES GROUP | 299,974 | $40.43M | 0.3% | $134.77 * | $70.97 | +43.1% | COMMON STOCK | 693475105 |
| NFLX | NETFLIX INC | 222,425 | $40.34M | 0.3% | $181.35 * | $14.33 | +26.5% | COMMON STOCK | 64110L106 |
| — | RED HAT INC | 26,148,000 | $40.3M | 0.3% | $1.54 | $1.40 | — | CONVERTIBLE SECURITY | 756577AD4 |
| AMGN | AMGEN INC | 214,010 | $39.9M | 0.3% | $186.45 * | $107.03 | +35.6% | COMMON STOCK | 031162100 |
| — | MICROCHP TECH HYPER WARRANTS | 22,823,000 | $39.84M | 0.3% | $1.75 | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| VYX | NCR CORP | 1,060,490 | $39.79M | 0.3% | $37.52 * | $26.40 | -12.8% | COMMON STOCK | 62886E108 |
| — | MOLINA HEALTHCARE INC | 31,365,000 | $39.21M | 0.3% | $1.25 | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| — | ALLERGAN PLC | 187,523 | $38.43M | 0.3% | $204.95 | $234.15 | — | COMMON STOCK | G0177J108 |
| GS | GOLDMAN SACHS | 161,124 | $38.22M | 0.3% | $237.19 * | $173.22 | +14.4% | COMMON STOCK | 38141G104 |
| RDN | RADIAN GROUP INC | 2,034,482 | $38.02M | 0.3% | $18.69 * | $14.88 | +4.0% | COMMON STOCK | 750236101 |
| — | PROOFPOINT | 30,423,000 | $38.02M | 0.3% | $1.25 | $1.07 | — | CONVERTIBLE SECURITY | 743424AD5 |
| — | WORKDAY INC | 28,942,000 | $37.78M | 0.3% | $1.31 | $1.18 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 913,855 | $37.16M | 0.3% | $40.66 * | $25.94 | +28.7% | COMMON STOCK | 609207105 |
| UPS | UNITED PARCEL SERVICE | 307,316 | $36.91M | 0.3% | $120.09 * | $65.90 | +33.2% | COMMON STOCK | 911312106 |
| — | MARRIOTT VACATIONS WORLD | 35,091,000 | $36.73M | 0.3% | $1.05 | $1.05 | — | CONVERTIBLE SECURITY | 57164YAA5 |
| SLM | SLM CORP | 3,171,122 | $36.37M | 0.3% | $11.47 | $11.63 | -1.4% | COMMON STOCK | 78442P106 |
| CAT | CATERPILLAR INC | 288,703 | $36M | 0.3% | $124.71 * | $74.22 | +40.2% | COMMON STOCK | 149123101 |
| — | ADVANCED MICRO DEVICES INC | 20,000,000 | $35.68M | 0.3% | $1.78 | $1.09 | — | CONVERTIBLE SECURITY | 007903BD8 |
| TSLA | TESLA INC | 104,240 | $35.56M | 0.3% | $341.10 * | $22.44 | +1.3% | COMMON STOCK | 88160R101 |
| EOG | EOG RESOURCES INC | 358,372 | $34.67M | 0.3% | $96.74 * | $57.66 | +25.4% | COMMON STOCK | 26875P101 |
| ETN | EATON CORP PLC | 447,314 | $34.35M | 0.3% | $76.79 * | $47.79 | +36.3% | COMMON STOCK | G29183103 |
| CRM | SALESFORCE.COM INC | 366,609 | $34.25M | 0.3% | $93.42 | $70.79 | +30.4% | COMMON STOCK | 79466L302 |
| CSCO | CISCO SYSTEMS INC | 1,015,303 | $34.15M | 0.3% | $33.63 * | $20.08 | +30.1% | COMMON STOCK | 17275R102 |
| LLY | ELI LILLY & CO | 398,129 | $34.06M | 0.3% | $85.54 * | $43.19 | +74.7% | COMMON STOCK | 532457108 |
| HAL | HALLIBURTON CO | 737,984 | $33.97M | 0.3% | $46.03 * | $39.42 | -0.9% | COMMON STOCK | 406216101 |
| — | PROOFPOINT | 15,000,000 | $33.44M | 0.3% | $2.23 | $1.67 | — | CONVERTIBLE SECURITY | 743424AB9 |
| MET | METLIFE INC | 634,375 | $32.96M | 0.3% | $51.95 * | $32.17 | +21.7% | COMMON STOCK | 59156R108 |
| — | CTRIP.COM INTL LTD | 27,000,000 | $32.76M | 0.3% | $1.21 | $1.17 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| LMT | LOCKHEED MARTIN CORP | 105,005 | $32.58M | 0.3% | $310.29 * | $148.68 | +67.5% | COMMON STOCK | 539830109 |
| — | RAYTHEON CO | 173,124 | $32.3M | 0.2% | $186.58 | $158.01 | — | COMMON STOCK | 755111507 |
| SYK | STRYKER CORP | 226,277 | $32.14M | 0.2% | $142.02 * | $74.14 | +75.2% | COMMON STOCK | 863667101 |
| — | CTRIP.COM INTL LTD | 28,116,000 | $31.96M | 0.2% | $1.14 | $1.08 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| BMY | BRISTOL MYERS SQUIBB | 501,080 | $31.94M | 0.2% | $63.74 * | $39.07 | +20.5% | COMMON STOCK | 110122108 |
| WDAY | WORKDAY INC | 299,578 | $31.57M | 0.2% | $105.39 | $95.28 | +10.6% | COMMON STOCK | 98138H101 |
| AL | AIR LEASE | 740,656 | $31.57M | 0.2% | $42.62 * | $31.86 | +16.1% | COMMON STOCK | 00912X302 |
| — | TUTOR PERINI CORP | 26,569,000 | $31.05M | 0.2% | $1.17 | $1.17 | — | CONVERTIBLE SECURITY | 901109AD0 |
| REGN | REGENERON PHARMACEUTICALS INC | 69,222 | $30.95M | 0.2% | $447.13 | $452.45 | -1.7% | COMMON STOCK | 75886F107 |
| TJX | TJX COMPANIES INC | 415,699 | $30.65M | 0.2% | $73.73 * | $31.69 | +3.7% | COMMON STOCK | 872540109 |
| BK | BANK OF NEW YORK MELLON CORP | 575,094 | $30.49M | 0.2% | $53.02 * | $29.42 | +43.8% | COMMON STOCK | 064058100 |
| — | WELLTOWER INC | 472,658 | $29.98M | 0.2% | $63.43 | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| MDT | MEDTRONIC PLC | 381,618 | $29.68M | 0.2% | $77.77 * | $61.03 | +3.4% | COMMON STOCK | G5960L103 |
| DHI | D R HORTON INC | 741,909 | $29.62M | 0.2% | $39.93 * | $28.33 | +28.8% | COMMON STOCK | 23331A109 |
| AXP | AMER EXPRESS CO. | 326,639 | $29.55M | 0.2% | $90.46 * | $59.00 | +36.7% | COMMON STOCK | 025816109 |
| — | PANDORA MEDIA INC | 31,469,000 | $29.42M | 0.2% | $0.93 | $1.02 | — | CONVERTIBLE SECURITY | 698354AB3 |
| ORCL | ORACLE CORP | 593,657 | $28.7M | 0.2% | $48.35 * | $33.63 | +27.0% | COMMON STOCK | 68389X105 |
| — | ROVI CORP | 28,207,000 | $28.63M | 0.2% | $1.01 | $1.00 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | VEECO INSTRUMENTS INC. | 29,706,000 | $28.49M | 0.2% | $0.96 | $1.04 | — | CONVERTIBLE SECURITY | 922417AD2 |
| EXPE | EXPEDIA INC | 197,530 | $28.43M | 0.2% | $143.94 * | $112.42 | +23.5% | COMMON STOCK | 30212P303 |
| NVDA | NVIDIA CORP | 157,814 | $28.21M | 0.2% | $178.77 * | $3.12 | +41.7% | COMMON STOCK | 67066G104 |
| COST | COSTCO WHOLESALE CORP | 170,503 | $28.01M | 0.2% | $164.29 * | $91.75 | +60.0% | COMMON STOCK | 22160K105 |
| MNST | MONSTER BEVERAGE CORP | 504,661 | $27.88M | 0.2% | $55.25 * | $23.42 | +18.0% | COMMON STOCK | 61174X109 |
| TMO | THERMO FISHER SCIENTIFIC INC | 147,264 | $27.86M | 0.2% | $189.20 * | $124.62 | +48.5% | COMMON STOCK | 883556102 |
| — | RTI INTL METALS | 24,777,000 | $27.65M | 0.2% | $1.12 | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| STZ | CONSTELLATION BRANDS INC | 136,227 | $27.17M | 0.2% | $199.45 * | $137.76 | +27.1% | COMMON STOCK | 21036P108 |
| NOC | NORTHROP GRUMMAN CORP | 94,080 | $27.07M | 0.2% | $287.72 * | $134.16 | +87.6% | COMMON STOCK | 666807102 |
| EXC | EXELON CORP | 715,446 | $26.95M | 0.2% | $37.67 * | $18.44 | +9.4% | COMMON STOCK | 30161N101 |
| — | CALATLANTIC GROUP INC | 22,352,000 | $26.89M | 0.2% | $1.20 | $1.28 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| MO | ALTRIA GROUP INC | 421,727 | $26.75M | 0.2% | $63.42 * | $25.89 | +33.8% | COMMON STOCK | 02209S103 |
| ACN | ACCENTURE PLC | 196,172 | $26.5M | 0.2% | $135.07 * | $77.76 | +52.9% | COMMON STOCK | G1151C101 |
| — | FLEETCOR TECHNOLOGIES INC | 171,147 | $26.49M | 0.2% | $154.77 | $168.86 | — | COMMON STOCK | 339041105 |
| PRU | PRUDENTIAL FINANCIAL INC | 248,766 | $26.45M | 0.2% | $106.32 * | $61.14 | +17.7% | COMMON STOCK | 744320102 |
| NKE | NIKE INC | 506,948 | $26.29M | 0.2% | $51.85 * | $42.35 | +10.1% | COMMON STOCK | 654106103 |
| — | SPDR BARCLAYS CAPITAL HIGH | 704,025 | $26.27M | 0.2% | $37.32 | $37.32 | — | COMMON STOCK | 78464A417 |
| — | LABORATORY CRP OF AMER HLDGS | 171,866 | $25.95M | 0.2% | $150.97 | $147.59 | — | COMMON STOCK | 50540R409 |
| INTC | INTEL CORP | 680,071 | $25.9M | 0.2% | $38.08 * | $19.48 | +63.2% | COMMON STOCK | 458140100 |
| — | BIOMARIN PHARMACEUTICAL INC | 23,155,000 | $25.86M | 0.2% | $1.12 | $1.23 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| GILD | GILEAD SCIENCES INC | 318,834 | $25.83M | 0.2% | $81.02 * | $51.65 | +15.3% | COMMON STOCK | 375558103 |
| LITE | LUMENTUM HOLDINGS INC | 468,036 | $25.44M | 0.2% | $54.35 | $46.31 | +17.4% | COMMON STOCK | 55024U109 |
| — | NXP SEMICONDUCT NV | 20,780,000 | $25.16M | 0.2% | $1.21 | $1.10 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| MGM | MGM RESORTS INTERNATIONAL | 763,314 | $24.88M | 0.2% | $32.59 * | $26.30 | +18.3% | COMMON STOCK | 552953101 |
| GOOS | CANADA GOOSE HOLDINGS INC | 1,189,447 | $24.44M | 0.2% | $20.55 | $18.77 | +9.5% | COMMON STOCK | 135086106 |
| — | BLACKHAWK NETWORK HOLDINGS I | 21,730,000 | $24.39M | 0.2% | $1.12 | $1.12 | — | CONVERTIBLE SECURITY | 09238EAB0 |
| — | CYPRESS SEMICONDUCTOR CORP | 18,651,000 | $24.39M | 0.2% | $1.31 | $1.31 | — | CONVERTIBLE SECURITY | 232806AM1 |
| — | WALGREENS BOOTS ALLIANCE INC | 313,726 | $24.23M | 0.2% | $77.22 | $79.39 | — | COMMON STOCK | 931427108 |
| PHM | PULTEGROUP INC | 870,771 | $23.8M | 0.2% | $27.33 * | $18.49 | +34.9% | COMMON STOCK | 745867101 |
| — | IRONWOOD PHARMACEUTICALS INC | 19,852,000 | $23.66M | 0.2% | $1.19 | $1.04 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| — | SPIRIT AIRLINES INC | 699,240 | $23.36M | 0.2% | $33.41 | $44.39 | — | COMMON STOCK | 848577102 |
| AIG | AMER INTL GROUP | 376,642 | $23.12M | 0.2% | $61.39 * | $35.29 | +40.6% | COMMON STOCK | 026874784 |
| — | LIGAND PHARMACEUTICALS INC | 12,500,000 | $22.8M | 0.2% | $1.82 | $1.39 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| VGK | VANGUARD FTSE EUROPE | 390,500 | $22.78M | 0.2% | $58.33 | $49.02 | +19.0% | COMMON STOCK | 922042874 |
| — | GENESEE & WYOMING INC | 305,979 | $22.65M | 0.2% | $74.01 | $69.41 | — | COMMON STOCK | 371559105 |
| — | BIOMARIN PHARMACEUTICAL INC | 18,801,000 | $22.63M | 0.2% | $1.20 | $1.12 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| IWN | ISHARES RUSSELL 2000 VALUE ETF | 179,565 | $22.29M | 0.2% | $124.12 | $117.86 | +5.3% | COMMON STOCK | 464287630 |
| TRU | TRANSUNION | 468,474 | $22.14M | 0.2% | $47.26 * | $36.13 | +26.2% | COMMON STOCK | 89400J107 |
| — | MICRON TECHNOLOGY | 6,133,000 | $22.01M | 0.2% | $3.59 | $1.51 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | FINISAR CORP | 20,918,000 | $21.91M | 0.2% | $1.05 | $1.03 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| HYG | ISHARES IBOXX HY CORP BOND | 246,350 | $21.87M | 0.2% | $88.76 | $88.24 | +0.6% | COMMON STOCK | 464288513 |
| — | COLONY STARWOOD HOMES | 17,734,000 | $21.86M | 0.2% | $1.23 | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| MRSH | MARSH & MCLENNAN COS | 260,240 | $21.81M | 0.2% | $83.81 * | $69.18 | +6.0% | COMMON STOCK | 571748102 |
| SPY | SPDR TRUST SERIES 1 | 86,699 | $21.78M | 0.2% | $251.23 | $236.73 | +6.1% | COMMON STOCK | 78462F103 |
| — | THE PRICELINE GROUP INC | 15,000,000 | $21.61M | 0.2% | $1.44 | $1.45 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | HOLOGIC INC | 17,583,000 | $21.28M | 0.2% | $1.21 | $1.27 | — | CONVERTIBLE SECURITY | 436440AG6 |
| IBB | ISHARES NASDAQ BIOTECH INDX | 63,735 | $21.26M | 0.2% | $333.58 * | $99.77 | +11.5% | COMMON STOCK | 464287556 |
| — | WPX ENERGY | 398,196 | $21.22M | 0.2% | $53.30 | $42.26 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| FIS | FIDELITY NATIONAL INFORMATION | 224,040 | $20.92M | 0.2% | $93.39 * | $66.34 | +21.5% | COMMON STOCK | 31620M106 |
| — | PALO ALTO NETWORKS | 15,131,000 | $20.86M | 0.2% | $1.38 | $1.57 | — | CONVERTIBLE SECURITY | 697435AB1 |
| — | MERCADOLIBRE INC | 10,000,000 | $20.85M | 0.2% | $2.08 | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| — | SOUTHWESTERN ENERGY CO | 1,451,265 | $20.7M | 0.2% | $14.26 | $38.51 | — | CONVERTIBLE PREFERRED SECURITY | 845467208 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 17,100,000 | $20.5M | 0.2% | $1.20 | $0.99 | — | CONVERTIBLE SECURITY | 049164BH8 |
| — | WEATHERFORD INTERNATIONAL LTD | 18,473,000 | $20.21M | 0.2% | $1.09 | $1.28 | — | CONVERTIBLE SECURITY | 947075AH0 |
| — | HARRIS CORP | 153,496 | $20.21M | 0.2% | $131.68 | $111.27 | — | COMMON STOCK | 413875105 |
| — | BB&T CORPORATION | 430,017 | $20.18M | 0.2% | $46.94 | $36.96 | — | COMMON STOCK | 054937107 |
| CTAS | CINTAS CORP | 136,639 | $19.71M | 0.2% | $144.28 * | $27.09 | +21.9% | COMMON STOCK | 172908105 |
| CB | CHUBB LTD | 138,032 | $19.68M | 0.2% | $142.55 * | $113.27 | +9.1% | COMMON STOCK | H1467J104 |
| ZION | ZIONS BANCORPORATION | 411,611 | $19.42M | 0.2% | $47.18 | $39.45 | +19.6% | COMMON STOCK | 989701107 |
| — | TRINITY INDUSTRIES INC | 14,385,000 | $19.35M | 0.1% | $1.35 | $1.20 | — | CONVERTIBLE SECURITY | 896522AF6 |
| MCHP | MICROCHIP TECHNOLOGY INC | 211,012 | $18.95M | 0.1% | $89.78 * | $27.11 | +42.1% | COMMON STOCK | 595017104 |
| FHN | FIRST HORIZON NATIONAL CORP | 985,161 | $18.87M | 0.1% | $19.15 * | $13.44 | +5.6% | COMMON STOCK | 320517105 |
| CCL | CARNIVAL CORP | 290,679 | $18.77M | 0.1% | $64.57 * | $30.28 | +95.0% | COMMON STOCK | 143658300 |
| — | IONIS PHARMACEUTICALS INC | 17,500,000 | $18.58M | 0.1% | $1.06 | $1.13 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| GM | GENERAL MOTORS CO | 460,201 | $18.58M | 0.1% | $40.38 * | $27.38 | +28.4% | COMMON STOCK | 37045V100 |
| — | KNOWLES CORPORATION | 16,427,000 | $18.54M | 0.1% | $1.13 | $1.18 | — | CONVERTIBLE SECURITY | 49926DAB5 |
| — | DYNEGY INC | 275,000 | $18.53M | 0.1% | $67.38 | $74.72 | — | CONVERTIBLE PREFERRED SECURITY | 26817R405 |
| — | ALLEGHENY TECHNOLOGIES INC | 10,000,000 | $18.41M | 0.1% | $1.84 | $1.28 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 175,050 | $18.29M | 0.1% | $104.46 * | $47.03 | +114.0% | COMMON STOCK | 33616C100 |
| ABT | ABBOTT LABORATORIES | 342,165 | $18.26M | 0.1% | $53.36 * | $33.41 | +38.1% | COMMON STOCK | 002824100 |
| BP | BP PLC | 475,000 | $18.25M | 0.1% | $38.43 | $42.56 | -9.7% | COMMON STOCK | 055622104 |
| ABBV | ABBVIE | 202,879 | $18.03M | 0.1% | $88.86 * | $38.76 | +61.7% | COMMON STOCK | 00287Y109 |
| — | SM ENERGY CO | 18,694,000 | $17.69M | 0.1% | $0.95 | $1.09 | — | CONVERTIBLE SECURITY | 78454LAM2 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 483,658 | $17.34M | 0.1% | $35.85 | $37.28 | -3.8% | COMMON STOCK | 00737L103 |
| — | MOLINA HEALTHCARE INC | 10,000,000 | $17.26M | 0.1% | $1.73 | $1.50 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | VIPSHOP HOLDINGS LTD | 17,500,000 | $17.26M | 0.1% | $0.99 | $1.05 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| TS | TENARIS SA | 605,199 | $17.13M | 0.1% | $28.31 | $31.52 | -10.2% | COMMON STOCK | 88031M109 |
| — | TTM TECHNOLOGIES INC | 10,000,000 | $16.92M | 0.1% | $1.69 | $1.44 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| — | TOTAL SYSTEM SERVICES INC | 258,114 | $16.91M | 0.1% | $65.50 | $53.46 | — | COMMON STOCK | 891906109 |
| MHK | MOHAWK INDS INC | 68,052 | $16.84M | 0.1% | $247.52 | $201.34 | +22.9% | COMMON STOCK | 608190104 |
| — | STARWOOD PROPERTY TRUST INC | 16,361,000 | $16.59M | 0.1% | $1.01 | $1.00 | — | CONVERTIBLE SECURITY | 85571BAH8 |
| — | GREENBRIER COMPANIES | 11,834,000 | $16.45M | 0.1% | $1.39 | $1.38 | — | CONVERTIBLE SECURITY | 393657AH4 |
| EFA | ISHARES MSCI EAFE INDEX FUND | 237,272 | $16.25M | 0.1% | $68.48 | $66.85 | +2.4% | COMMON STOCK | 464287465 |
| — | INNOVIVA INC | 16,513,000 | $16.11M | 0.1% | $0.98 | $0.98 | — | CONVERTIBLE SECURITY | 88338TAB0 |
| — | PDC ENERGY INC | 16,507,000 | $16.1M | 0.1% | $0.98 | $1.11 | — | CONVERTIBLE SECURITY | 69327RAD3 |
| — | MEDICINES CO | 15,250,000 | $16.06M | 0.1% | $1.05 | $1.05 | — | CONVERTIBLE SECURITY | 584688AG0 |
| MPC | MARATHON PETROLEUM | 283,712 | $15.91M | 0.1% | $56.08 * | $38.78 | +11.8% | COMMON STOCK | 56585A102 |
| WHR | WHIRLPOOL CORP | 84,976 | $15.67M | 0.1% | $184.44 | $186.48 | -1.1% | COMMON STOCK | 963320106 |
| — | STANLEY BLACK & DECKER INC | 136,245 | $15.62M | 0.1% | $114.65 | $109.72 | — | CONVERTIBLE PREFERRED SECURITY | 854502887 |
| ULTA | ULTA SALON COSMETICS | 69,003 | $15.6M | 0.1% | $226.06 | $242.55 | -6.8% | COMMON STOCK | 90384S303 |
| BABA | ALIBABA GROUP HOLDING LTD | 88,987 | $15.37M | 0.1% | $172.71 | $83.93 | +105.8% | COMMON STOCK | 01609W102 |
| — | PIONEER NATURAL RESOURCES CO | 103,263 | $15.23M | 0.1% | $147.54 | $141.89 | — | COMMON STOCK | 723787107 |
| — | HERBALIFE LTD | 15,000,000 | $15.04M | 0.1% | $1.00 | $0.96 | — | CONVERTIBLE SECURITY | 42703MAB9 |
| — | VIRTUS INVESTMENT PARTNERS | 140,000 | $14.53M | 0.1% | $103.77 | $97.84 | — | CONVERTIBLE PREFERRED SECURITY | 92828Q208 |
| — | WAYFAIR | 15,000,000 | $14.51M | 0.1% | $0.97 | $0.97 | — | CONVERTIBLE SECURITY | 94419LAA9 |
| INCY | INCYTE GENOMICS INC | 122,699 | $14.32M | 0.1% | $116.74 | $98.41 | +18.6% | COMMON STOCK | 45337C102 |
| F | FORD MOTOR CO | 1,192,323 | $14.27M | 0.1% | $11.97 * | $7.76 | -0.6% | COMMON STOCK | 345370860 |
| — | CEMEX SAB DE CV | 12,663,000 | $14.21M | 0.1% | $1.12 | $1.14 | — | CONVERTIBLE SECURITY | 151290BR3 |
| — | NUANCE COMMUNICATIONS INC | 15,000,000 | $14.1M | 0.1% | $0.94 | $0.91 | — | CONVERTIBLE SECURITY | 67020YAK6 |
| — | SHUTTERFLY INC | 14,000,000 | $13.91M | 0.1% | $0.99 | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| NEE | NEXTERA ENERGY INC | 94,057 | $13.78M | 0.1% | $146.55 * | $18.83 | +58.5% | COMMON STOCK | 65339F101 |
| CE | CELANESE CORP | 130,095 | $13.56M | 0.1% | $104.27 * | $73.39 | +21.2% | COMMON STOCK | 150870103 |
| IBM | INT'L BUSINESS MACHINES CORP | 92,857 | $13.47M | 0.1% | $145.08 * | $112.01 | -13.5% | COMMON STOCK | 459200101 |
| A | AGILENT TECHNOLOGIES INC | 208,275 | $13.37M | 0.1% | $64.20 * | $58.05 | +3.9% | COMMON STOCK | 00846U101 |
| — | LIVE NATION ENTERTAINMENT INC | 10,000,000 | $13.24M | 0.1% | $1.32 | $1.20 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| HOLX | HOLOGIC INC | 345,114 | $12.66M | 0.1% | $36.69 | $38.59 | -4.9% | COMMON STOCK | 436440101 |
| SYF | SYNCHRONY FINANCIAL | 396,861 | $12.32M | 0.1% | $31.05 * | $27.15 | -6.7% | COMMON STOCK | 87165B103 |
| DUK | DUKE ENERGY CORP | 146,701 | $12.31M | 0.1% | $83.92 * | $43.43 | +37.9% | COMMON STOCK | 26441C204 |
| CVS | CVS HEALTH CORP | 150,116 | $12.21M | 0.1% | $81.32 * | $47.37 | +32.1% | COMMON STOCK | 126650100 |
| — | CORNERSTONE ONDEMAND INC | 12,000,000 | $12.16M | 0.1% | $1.01 | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| QCOM | QUALCOMM INC | 230,474 | $11.95M | 0.1% | $51.84 * | $45.73 | -8.7% | COMMON STOCK | 747525103 |
| ZTS | ZOETIS | 186,585 | $11.9M | 0.1% | $63.76 * | $42.99 | +39.0% | COMMON STOCK | 98978V103 |
| — | RAMBUS INC | 10,000,000 | $11.84M | 0.1% | $1.18 | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | CSG SYS INTL | 11,000,000 | $11.84M | 0.1% | $1.08 | $1.04 | — | CONVERTIBLE SECURITY | 126349AF6 |
| ITUB | ITAU UNIBANCO HOLDING SA | 862,500 | $11.82M | 0.1% | $13.70 | $11.26 | +21.7% | COMMON STOCK | 465562106 |
| — | SINA CORP | 10,000,000 | $11.67M | 0.1% | $1.17 | $0.99 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| — | TIME WARNER INC | 113,530 | $11.63M | 0.1% | $102.45 | $77.79 | — | COMMON STOCK | 887317303 |
| BIDU | BAIDU INC | 46,915 | $11.62M | 0.1% | $247.68 | $202.13 | +22.5% | COMMON STOCK | 056752108 |
| SPGI | S&P GLOBAL INC | 73,566 | $11.5M | 0.1% | $156.31 * | $114.76 | +26.7% | COMMON STOCK | 78409V104 |
| PH | PARKER HANNIFIN CORP | 65,080 | $11.39M | 0.1% | $175.02 * | $115.01 | +34.3% | COMMON STOCK | 701094104 |
| MMM | 3M CO | 53,915 | $11.32M | 0.1% | $209.90 * | $88.65 | +48.9% | COMMON STOCK | 88579Y101 |
| AMT | AMERICAN TOWER REIT INC | 81,649 | $11.16M | 0.1% | $136.68 * | $95.54 | +16.0% | COMMON STOCK | 03027X100 |
| — | ELECTRONICS FOR IMAGING INC | 10,500,000 | $10.95M | 0.1% | $1.04 | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| NOK | NOKIA CP | 1,820,000 | $10.88M | 0.1% | $5.98 | $3.52 | +69.9% | COMMON STOCK | 654902204 |
| — | ISHARES MSCI EAFE ETF | 6,511,500 | $10.83M | 0.1% | $1.66 | — | — | Call | 464287905 |
| — | WRIGHT MEDICAL | 10,000,000 | $10.82M | 0.1% | $1.08 | $0.90 | — | CONVERTIBLE SECURITY | 98235TAE7 |
| — | UNITED TECHNOLOGIES CORP | 92,676 | $10.76M | 0.1% | $116.08 | $96.96 | — | COMMON STOCK | 913017109 |
| EXP | EAGLE MATERIALS INC | 100,725 | $10.75M | 0.1% | $106.70 * | $85.95 | +19.2% | COMMON STOCK | 26969P108 |
| — | INTEGRATED DEVICE TECHNOLOGY | 10,000,000 | $10.71M | 0.1% | $1.07 | $1.04 | — | CONVERTIBLE SECURITY | 458118AC0 |
| — | SPECTRA ENERGY PARTNERS LP | 238,200 | $10.57M | 0.1% | $44.38 | $44.38 | — | COMMON STOCK | 84756N109 |
| — | WORKDAY INC | 7,500,000 | $10.56M | 0.1% | $1.41 | $1.16 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| — | VIAVI SOLUTIONS INC | 10,000,000 | $10.53M | 0.1% | $1.05 | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| WELL | WELLTOWER INC | 148,492 | $10.44M | 0.1% | $70.28 * | $46.65 | +12.2% | COMMON STOCK | 95040Q104 |
| — | TCP CAPITAL CORP | 10,000,000 | $10.43M | 0.1% | $1.04 | $1.04 | — | CONVERTIBLE SECURITY | 87238QAD5 |
| VMC | VULCAN MATLS CO | 86,744 | $10.38M | 0.1% | $119.60 * | $108.68 | +2.3% | COMMON STOCK | 929160109 |
| — | WHITING PETROLEUM CORP | 11,375,000 | $10.19M | 0.1% | $0.90 | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| — | WRIGHT MEDICAL GROUP NV | 7,500,000 | $10.14M | 0.1% | $1.35 | $1.42 | — | CONVERTIBLE SECURITY | 98236JAB4 |
| — | NEW ORIENTAL EDUCATION | 114,480 | $10.1M | 0.1% | $88.26 | $75.84 | — | COMMON STOCK | 647581107 |
| — | REALPAGE INC | 252,368 | $10.07M | 0.1% | $39.90 | $39.90 | — | COMMON STOCK | 75606N109 |
| UBS | UBS GROUP AG | 583,500 | $10.01M | 0.1% | $17.15 | $16.18 | +6.0% | COMMON STOCK | H42097107 |
| — | RENEWABLE ENERGY GROUP INC | 7,500,000 | $9.841M | 0.1% | $1.31 | $1.36 | — | CONVERTIBLE SECURITY | 75972AAC7 |
| — | INFINERA CORP | 9,500,000 | $9.76M | 0.1% | $1.03 | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $9.704M | 0.1% | $0.97 | $0.96 | — | CONVERTIBLE SECURITY | 00163UAD8 |
| — | ARES CAPITAL CORP | 9,450,000 | $9.697M | 0.1% | $1.03 | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| PAYC | PAYCOM SOFTWARE INC | 128,314 | $9.618M | 0.1% | $74.96 | $50.84 | +44.5% | COMMON STOCK | 70432V102 |
| — | JAZZ PHARMACEUTICLS | 9,015,000 | $9.525M | 0.1% | $1.06 | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| — | MEDICINES CO | 7,500,000 | $9.505M | 0.1% | $1.27 | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| BIIB | BIOGEN INC | 30,350 | $9.503M | 0.1% | $313.11 | $311.91 | +0.4% | COMMON STOCK | 09062X103 |
| — | CBS CORP | 161,001 | $9.338M | 0.1% | $58.00 | $62.84 | — | COMMON STOCK | 124857202 |
| FDX | FEDEX CORP | 41,041 | $9.258M | 0.1% | $225.58 * | $108.13 | +81.5% | COMMON STOCK | 31428X106 |
| — | TWITTER INC | 10,000,000 | $9.199M | 0.1% | $0.92 | $0.83 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| — | MAGELLAN MIDSTREAM PARTNERS | 127,005 | $9.025M | 0.1% | $71.06 | $71.06 | — | COMMON STOCK | 559080106 |
| NUE | NUCOR CORP | 159,498 | $8.938M | 0.1% | $56.04 * | $50.16 | -6.5% | COMMON STOCK | 670346105 |
| — | LAM RESEARCH CORP | 2,898,000 | $8.872M | 0.1% | $3.06 | $1.60 | — | CONVERTIBLE SECURITY | 512807AL2 |
| COP | CONOCOPHILLIPS | 176,676 | $8.843M | 0.1% | $50.05 * | $42.18 | -8.9% | COMMON STOCK | 20825C104 |
| — | INTEL CORP | 6,184,000 | $8.8M | 0.1% | $1.42 | $1.19 | — | CONVERTIBLE SECURITY | 458140AD2 |
| — | LIBERTY MEDIA | 12,231,000 | $8.761M | 0.1% | $0.72 | $0.72 | — | CONVERTIBLE SECURITY | 530715AG6 |
| NEM | NEWMONT MINING CORP | 231,687 | $8.691M | 0.1% | $37.51 * | $21.20 | +40.1% | COMMON STOCK | 651639106 |
| CCI | CROWN CASTLE INTL CORP | 85,202 | $8.518M | 0.1% | $99.97 * | $64.02 | +10.6% | COMMON STOCK | 22822V101 |
| FISV | FISERV INC | 65,501 | $8.447M | 0.1% | $128.96 * | $32.40 | +99.0% | COMMON STOCK | 337738108 |
| — | LIBERTY MEDIA | 11,890,000 | $8.428M | 0.1% | $0.71 | $0.71 | — | CONVERTIBLE SECURITY | 530715AL5 |
| DE | DEERE & CO | 66,608 | $8.365M | 0.1% | $125.59 * | $70.78 | +56.9% | COMMON STOCK | 244199105 |
| — | SUNPOWER CORP | 10,000,000 | $8.299M | 0.1% | $0.83 | $0.71 | — | CONVERTIBLE SECURITY | 867652AL3 |
| ELV | ANTHEM INC | 43,654 | $8.289M | 0.1% | $189.88 * | $114.11 | +49.4% | COMMON STOCK | 036752103 |
| ILMN | ILLUMINA INC | 41,589 | $8.285M | 0.1% | $199.21 * | $122.56 | +58.1% | COMMON STOCK | 452327109 |
| — | NAVISTAR INTL | 7,500,000 | $8.257M | 0.1% | $1.10 | $1.02 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| ADBE | ADOBE SYSTEMS INC | 55,334 | $8.255M | 0.1% | $149.18 | $149.24 | -0.0% | COMMON STOCK | 00724F101 |
| SCHW | SCHWAB (CHARLES) CORP | 188,723 | $8.255M | 0.1% | $43.74 * | $25.67 | +52.6% | COMMON STOCK | 808513105 |
| — | BOTTOMLINE TECH | 7,750,000 | $8.246M | 0.1% | $1.06 | $1.09 | — | CONVERTIBLE SECURITY | 101388AA4 |
| — | CIGNA CORP | 43,734 | $8.176M | 0.1% | $186.95 | $100.62 | — | COMMON STOCK | 125509109 |
| — | CARDTRONICS INC | 8,800,000 | $8.134M | 0.1% | $0.92 | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| — | EURONET WORLDWIDE INC | 5,863,000 | $7.926M | 0.1% | $1.35 | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| — | TIMKENSTEEL CORP | 5,000,000 | $7.89M | 0.1% | $1.58 | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| — | DELPHI AUTOMOTIVE PLC | 79,041 | $7.778M | 0.1% | $98.40 | $76.79 | — | COMMON STOCK | G27823106 |
| CBRE | CBRE GROUP INC | 205,025 | $7.766M | 0.1% | $37.88 | $34.44 | +10.0% | COMMON STOCK | 12504L109 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 297,530 | $7.757M | 0.1% | $26.07 | $26.07 | — | COMMON STOCK | 293792107 |
| — | INPHI CORP | 6,320,000 | $7.688M | 0.1% | $1.22 | $1.29 | — | CONVERTIBLE SECURITY | 45772FAB3 |
| — | DOMINION ENERGY INC | 149,841 | $7.604M | 0.1% | $50.75 | $49.93 | — | CONVERTIBLE PREFERRED SECURITY | 25746U836 |
| SPG | SIMON PROPERTY GROUP INC | 47,200 | $7.6M | 0.1% | $161.02 * | $89.63 | +15.2% | COMMON STOCK | 828806109 |
| — | QUIDEL CORP | 5,000,000 | $7.566M | 0.1% | $1.51 | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| MU | MICRON TECHNOLOGY INC | 190,848 | $7.506M | 0.1% | $39.33 * | $17.06 | +125.0% | COMMON STOCK | 595112103 |
| ALLE | ALLEGION PUBLIC LIMITED CO | 86,098 | $7.445M | 0.1% | $86.47 * | $56.10 | +39.5% | COMMON STOCK | G0176J109 |
| GD | GENERAL DYNAMICS CORP | 36,174 | $7.437M | 0.1% | $205.59 * | $72.84 | +134.4% | COMMON STOCK | 369550108 |
| LUV | SOUTHWEST AIRLINES | 129,300 | $7.238M | 0.1% | $55.98 * | $37.14 | +36.1% | COMMON STOCK | 844741108 |
| — | IMMUNOMEDICS | 2,500,000 | $7.065M | 0.1% | $2.83 | $2.83 | — | CONVERTIBLE SECURITY | 452907AK4 |
| — | MACQUARIE INFRASTRUCTURE | 7,154,000 | $6.946M | 0.1% | $0.97 | $1.01 | — | CONVERTIBLE SECURITY | 55608BAB1 |
| UAL | UNITED CONTINENTAL HOLDINGS IN | 114,000 | $6.94M | 0.1% | $60.88 | $63.80 | -4.6% | COMMON STOCK | 910047109 |
| — | FIREEYE | 7,282,000 | $6.904M | 0.1% | $0.95 | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| CSIQ | CANADIAN SOLAR INC | 408,073 | $6.872M | 0.1% | $16.84 | $14.31 | +17.7% | COMMON STOCK | 136635109 |
| ITW | ILL TOOL WORKS INC | 46,071 | $6.817M | 0.1% | $147.97 * | $64.08 | +89.4% | COMMON STOCK | 452308109 |
| — | HORIZON PHARMA PLC | 7,500,000 | $6.785M | 0.1% | $0.90 | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| TSM | TAIWAN SEMICONDUCTOR | 180,000 | $6.759M | 0.1% | $37.55 | $36.52 | +2.8% | COMMON STOCK | 874039100 |
| — | EXPRESS SCRIPTS HOLDING CO | 106,666 | $6.754M | 0.1% | $63.32 | $68.36 | — | COMMON STOCK | 30219G108 |
| — | MONSANTO CO | 55,304 | $6.627M | 0.1% | $119.83 | $104.39 | — | COMMON STOCK | 61166W101 |
| AJG | ARTHUR J GALLAGHER & CO | 106,179 | $6.535M | 0.1% | $61.55 * | $49.73 | +9.9% | COMMON STOCK | 363576109 |
| COF | CAPITAL ONE FINANCIAL CORP | 74,744 | $6.328M | 0.0% | $84.66 * | $61.66 | +19.0% | COMMON STOCK | 14040H105 |
| — | ROCKWELL COLLINS INC | 47,125 | $6.16M | 0.0% | $130.72 | $105.08 | — | COMMON STOCK | 774341101 |
| — | BLACKROCK INC | 13,772 | $6.157M | 0.0% | $447.07 | $282.22 | — | COMMON STOCK | 09247X101 |
| — | FORESTAR GROUP INC | 6,000,000 | $6.095M | 0.0% | $1.02 | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| — | TWENTY-FIRST CENTURY FOX INC | 227,685 | $6.006M | 0.0% | $26.38 | $33.54 | — | COMMON STOCK | 90130A101 |
| DHR | DANAHER CORP | 68,977 | $5.917M | 0.0% | $85.78 * | $35.59 | +105.5% | COMMON STOCK | 235851102 |
| ALL | ALLSTATE CORP | 64,216 | $5.902M | 0.0% | $91.91 * | $40.31 | +89.0% | COMMON STOCK | 020002101 |
| CL | COLGATE-PALMOLIVE CO | 80,510 | $5.865M | 0.0% | $72.85 * | $46.11 | +29.9% | COMMON STOCK | 194162103 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 80,619 | $5.848M | 0.0% | $72.54 * | $44.42 | +45.4% | COMMON STOCK | 192446102 |
| LYB | LYONDELLBASELL INDUSTRIES | 58,753 | $5.819M | 0.0% | $99.04 * | $39.65 | +52.5% | COMMON STOCK | N53745100 |
| — | AMTRUST FIN SVCS | 7,821,000 | $5.805M | 0.0% | $0.74 | $0.87 | — | CONVERTIBLE SECURITY | 032359AG6 |
| CHTR | CHARTER COMMUNICATIONS INC | 15,685 | $5.7M | 0.0% | $363.40 | $279.58 | +30.0% | COMMON STOCK | 16119P108 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 84,517 | $5.682M | 0.0% | $67.23 * | $38.17 | +32.9% | COMMON STOCK | 34964C106 |
| — | PRAXAIR INC | 40,256 | $5.625M | 0.0% | $139.73 | $121.69 | — | COMMON STOCK | 74005P104 |
| TXN | TEXAS INSTRUMENTS INC | 62,693 | $5.62M | 0.0% | $89.64 * | $35.44 | +100.8% | COMMON STOCK | 882508104 |
| — | STARWOOD PROPERTY TRUST INC | 5,000,000 | $5.587M | 0.0% | $1.12 | $1.12 | — | CONVERTIBLE SECURITY | 85571BAB1 |
| OXY | OCCIDENTAL PETROLEUM CORP | 86,278 | $5.54M | 0.0% | $64.21 * | $57.56 | -9.7% | COMMON STOCK | 674599105 |
| PNR | PENTAIR PLC | 81,299 | $5.525M | 0.0% | $67.96 * | $37.64 | +6.9% | COMMON STOCK | G7S00T104 |
| — | HOLOGIC INC | 4,500,000 | $5.422M | 0.0% | $1.20 | $1.07 | — | CONVERTIBLE SECURITY | 436440AC5 |
| — | OASIS PETROLEUM INC | 5,000,000 | $5.404M | 0.0% | $1.08 | $1.12 | — | CONVERTIBLE SECURITY | 674215AJ7 |
| IVV | ISHARES S&P 500 INDEX FUND | 21,310 | $5.39M | 0.0% | $252.93 | $223.04 | +13.4% | COMMON STOCK | 464287200 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 5,000,000 | $5.332M | 0.0% | $1.07 | $1.01 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| — | ENVESTNET INC | 5,000,000 | $5.25M | 0.0% | $1.05 | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| — | HORIZON GLOBAL CORP | 5,000,000 | $5.208M | 0.0% | $1.04 | $0.91 | — | CONVERTIBLE SECURITY | 44052WAA2 |
| KHC | KRAFT HEINZ CO/THE | 67,094 | $5.203M | 0.0% | $77.55 * | $48.49 | +8.3% | COMMON STOCK | 500754106 |
| XYL | XYLEM INC | 82,877 | $5.191M | 0.0% | $62.63 * | $45.95 | +23.5% | COMMON STOCK | 98419M100 |
| HPQ | HP INC | 258,417 | $5.158M | 0.0% | $19.96 * | $9.36 | +62.7% | COMMON STOCK | 40434L105 |
| — | STARWOOD PROPERTY TRUST INC | 5,146,000 | $5.148M | 0.0% | $1.00 | $1.01 | — | CONVERTIBLE SECURITY | 85571BAC9 |
| APH | AMPHENOL CORP | 60,288 | $5.103M | 0.0% | $84.64 * | $12.48 | +56.8% | COMMON STOCK | 032095101 |
| — | APOLLO COMMERCIAL REAL ESTATE | 5,000,000 | $5.094M | 0.0% | $1.02 | $1.02 | — | CONVERTIBLE SECURITY | 03762UAB1 |
| AEP | AMER ELECTRIC POWER INC | 72,503 | $5.093M | 0.0% | $70.25 * | $33.29 | +57.6% | COMMON STOCK | 025537101 |
| — | RADIUS HEALTH | 5,000,000 | $5.072M | 0.0% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 750469AA6 |
| TGT | TARGET CORP | 85,453 | $5.043M | 0.0% | $59.01 * | $54.17 | -13.7% | COMMON STOCK | 87612E106 |
| — | REDWOOD TRUST INC | 5,000,000 | $4.982M | 0.0% | $1.00 | $1.00 | — | CONVERTIBLE SECURITY | 758075AC9 |
| — | TE CONNECTIVITY LTD | 59,326 | $4.928M | 0.0% | $83.07 | $60.97 | — | COMMON STOCK | H84989104 |
| — | AMERICA MOVIL SA | 272,900 | $4.844M | 0.0% | $17.75 | $19.01 | — | COMMON STOCK | 02364W105 |
| NSC | NORFOLK SOTHN CORP | 36,057 | $4.768M | 0.0% | $132.24 * | $70.74 | +58.2% | COMMON STOCK | 655844108 |
| EBAY | EBAY INC | 122,436 | $4.709M | 0.0% | $38.46 * | $20.96 | +63.3% | COMMON STOCK | 278642103 |
| — | RED HAT INC | 42,169 | $4.675M | 0.0% | $110.86 | $88.10 | — | COMMON STOCK | 756577102 |
| VALE | VALE SA | 463,068 | $4.663M | 0.0% | $10.07 | $8.50 | +18.5% | COMMON STOCK | 91912E105 |
| — | ACTIVISION BLIZZARD INC | 71,983 | $4.644M | 0.0% | $64.52 | $57.82 | — | COMMON STOCK | 00507V109 |
| DVN | DEVON ENERGY CORPORATION | 126,071 | $4.628M | 0.0% | $36.71 * | $34.31 | -24.1% | COMMON STOCK | 25179M103 |
| STT | STATE STREET CORP | 48,219 | $4.607M | 0.0% | $95.54 * | $49.29 | +50.9% | COMMON STOCK | 857477103 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 38,594 | $4.575M | 0.0% | $118.54 * | $82.96 | +32.0% | COMMON STOCK | V7780T103 |
| EW | EDWARDS LIFESCI | 41,827 | $4.572M | 0.0% | $109.31 * | $36.52 | -0.2% | COMMON STOCK | 28176E108 |
| ADSK | AUTODESK INC | 40,586 | $4.556M | 0.0% | $112.26 | $85.05 | +32.0% | COMMON STOCK | 052769106 |
| PCG | P G & E CORP | 66,894 | $4.555M | 0.0% | $68.09 | $41.92 | +60.6% | COMMON STOCK | 69331C108 |
| — | FEDERAL REALTY INVS TRUST | 36,511 | $4.535M | 0.0% | $124.21 | $133.10 | — | COMMON STOCK | 313747206 |
| NI | NISOURCE INC | 177,090 | $4.532M | 0.0% | $25.59 * | $18.92 | +3.3% | COMMON STOCK | 65473P105 |
| BALL | BALL CORP | 109,456 | $4.521M | 0.0% | $41.30 * | $35.99 | +4.8% | COMMON STOCK | 058498106 |
| APD | AIR PRODUCTS & CHEMICALS INC | 29,899 | $4.521M | 0.0% | $151.21 * | $76.74 | +60.3% | COMMON STOCK | 009158106 |
| KMI | KINDER MORGAN INC | 235,322 | $4.513M | 0.0% | $19.18 * | $16.49 | -26.5% | COMMON STOCK | 49456B101 |
| ARE | ALEXANDRIA REAL EST EQUITIES | 37,915 | $4.511M | 0.0% | $118.98 * | $85.33 | +3.5% | COMMON STOCK | 015271109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 29,229 | $4.444M | 0.0% | $152.04 | $121.43 | +25.2% | COMMON STOCK | 92532F100 |
| TTWO | TAKE-TWO INTER | 42,950 | $4.391M | 0.0% | $102.24 | $47.23 | +116.5% | COMMON STOCK | 874054109 |
| JCI | JOHNSON CONTROLS INTERNATIONAL | 107,930 | $4.348M | 0.0% | $40.29 * | $34.30 | -2.5% | COMMON STOCK | G51502105 |
| VLO | VALERO ENERGY | 56,495 | $4.346M | 0.0% | $76.93 * | $31.69 | +74.9% | COMMON STOCK | 91913Y100 |
| DLR | DIGITAL REALTY TRUST INC | 36,648 | $4.337M | 0.0% | $118.34 * | $68.54 | +29.7% | COMMON STOCK | 253868103 |
| EMR | EMERSON ELECTRIC CO | 68,979 | $4.335M | 0.0% | $62.85 * | $41.01 | +25.5% | COMMON STOCK | 291011104 |
| — | COACH INC | 106,542 | $4.292M | 0.0% | $40.28 | $42.40 | — | COMMON STOCK | 189754104 |
| KMB | KIMBERLY-CLARK CORP | 36,367 | $4.28M | 0.0% | $117.69 * | $68.98 | +27.9% | COMMON STOCK | 494368103 |
| EIX | EDISON INTL | 55,121 | $4.254M | 0.0% | $77.18 * | $33.90 | +60.3% | COMMON STOCK | 281020107 |
| FE | FIRSTENERGY CORP | 137,184 | $4.229M | 0.0% | $30.83 * | $22.01 | -0.2% | COMMON STOCK | 337932107 |
| CMI | CUMMINS INC | 25,051 | $4.209M | 0.0% | $168.02 * | $109.36 | +23.8% | COMMON STOCK | 231021106 |
| — | OLD REPUBLIC INTL CORP | 3,261,000 | $4.186M | 0.0% | $1.28 | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| RF | REGIONS FINANCIAL CORP | 273,232 | $4.161M | 0.0% | $15.23 * | $7.09 | +56.5% | COMMON STOCK | 7591EP100 |
| — | B2GOLD CORPORATION | 4,000,000 | $4.146M | 0.0% | $1.04 | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| KMX | CARMAX INC | 54,381 | $4.123M | 0.0% | $75.82 | $62.64 | +21.0% | COMMON STOCK | 143130102 |
| PBR | PETROLEO BRASILEIRO SA | 407,425 | $4.091M | 0.0% | $10.04 | $10.42 | -3.7% | COMMON STOCK | 71654V408 |
| WDC | WESTERN DIGITAL CORP | 47,150 | $4.074M | 0.0% | $86.41 * | $58.31 | +1.7% | COMMON STOCK | 958102105 |
| — | M/I HOMES INC | 4,000,000 | $4.055M | 0.0% | $1.01 | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| — | SUNTRUST BANKS INC | 66,905 | $3.999M | 0.0% | $59.77 | $36.09 | — | COMMON STOCK | 867914103 |
| — | CERNER CORP | 56,057 | $3.998M | 0.0% | $71.32 | $72.15 | — | COMMON STOCK | 156782104 |
| PPG | PPG INDUSTRIES INC | 36,733 | $3.991M | 0.0% | $108.65 * | $78.03 | +19.3% | COMMON STOCK | 693506107 |
| PLD | PROLOGIS INC | 62,845 | $3.988M | 0.0% | $63.46 * | $27.97 | +80.5% | COMMON STOCK | 74340W103 |
| — | ARES CAPITAL CORP | 3,946,000 | $3.969M | 0.0% | $1.01 | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| FITB | FIFTH THIRD BK | 140,828 | $3.94M | 0.0% | $27.98 * | $16.29 | +26.6% | COMMON STOCK | 316773100 |
| — | INTERCEPT PHARMACEUTICALS | 5,000,000 | $3.9M | 0.0% | $0.78 | $1.12 | — | CONVERTIBLE SECURITY | 45845PAA6 |
| — | VARIAN MEDICAL SYSTEMS INC | 38,715 | $3.874M | 0.0% | $100.06 | $92.67 | — | COMMON STOCK | 92220P105 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 4,554,000 | $3.87M | 0.0% | $0.85 | $1.11 | — | CONVERTIBLE SECURITY | 87157BAA1 |
| — | TELIGENT INC | 4,000,000 | $3.861M | 0.0% | $0.97 | $1.06 | — | CONVERTIBLE SECURITY | 449575AB5 |
| TDG | TRANSDIGM GROUP INC | 14,772 | $3.776M | 0.0% | $255.62 * | $176.03 | +7.8% | COMMON STOCK | 893641100 |
| — | ORBOTECH LTD | 89,231 | $3.766M | 0.0% | $42.21 | $30.00 | — | COMMON STOCK | M75253100 |
| MCK | MCKESSON CORP | 24,491 | $3.762M | 0.0% | $153.61 * | $141.73 | +1.5% | COMMON STOCK | 58155Q103 |
| TRV | TRAVELERS COMPANIES INC | 30,365 | $3.72M | 0.0% | $122.51 * | $67.83 | +51.0% | COMMON STOCK | 89417E109 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 67,081 | $3.718M | 0.0% | $55.43 * | $26.16 | +76.7% | COMMON STOCK | 416515104 |
| AES | AES CORP | 336,901 | $3.713M | 0.0% | $11.02 * | $8.29 | -1.8% | COMMON STOCK | 00130H105 |
| — | DEPOMED INC | 5,000,000 | $3.713M | 0.0% | $0.74 | $1.17 | — | CONVERTIBLE SECURITY | 249908AA2 |
| DXC | DXC TECHNOLOGY CO | 43,143 | $3.705M | 0.0% | $85.88 * | $63.04 | +12.1% | COMMON STOCK | 23355L106 |
| EQIX | EQUINIX INC | 8,283 | $3.697M | 0.0% | $446.34 * | $298.21 | +27.8% | COMMON STOCK | 29444U700 |
| — | COWEN INC | 3,500,000 | $3.688M | 0.0% | $1.05 | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| LKQ | LKQ CORP | 102,341 | $3.683M | 0.0% | $35.99 * | $28.85 | +12.0% | COMMON STOCK | 501889208 |
| IDXX | IDEXX LABORATORIES INC | 23,640 | $3.676M | 0.0% | $155.50 | $139.23 | +11.7% | COMMON STOCK | 45168D104 |
| DG | DOLLAR GENERAL | 44,979 | $3.646M | 0.0% | $81.06 * | $62.96 | +15.6% | COMMON STOCK | 256677105 |
| PVH | PVH CORP | 28,801 | $3.631M | 0.0% | $126.07 | $107.10 | +16.3% | COMMON STOCK | 693656100 |
| CHD | CHURCH & DWIGHT CO INC | 74,879 | $3.628M | 0.0% | $48.45 * | $45.79 | -4.7% | COMMON STOCK | 171340102 |
| — | ANADARKO PETROLEUM | 73,901 | $3.61M | 0.0% | $48.85 | $81.60 | — | COMMON STOCK | 032511107 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.603M | 0.0% | $0.90 | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| MAC | MACERICH COMPANY | 65,134 | $3.58M | 0.0% | $54.96 | $63.34 | — | COMMON STOCK | 554382101 |
| GIS | GENERAL MILLS INC | 68,979 | $3.57M | 0.0% | $51.75 * | $33.76 | +13.9% | COMMON STOCK | 370334104 |
| WY | WEYERHAEUSER CO | 104,111 | $3.543M | 0.0% | $34.03 * | $24.02 | +2.8% | COMMON STOCK | 962166104 |
| DGX | QUEST DIAGNOSTC | 37,619 | $3.523M | 0.0% | $93.65 * | $61.95 | +28.0% | COMMON STOCK | 74834L100 |
| AVY | AVERY DENNISON | 35,540 | $3.495M | 0.0% | $98.34 * | $62.69 | +35.6% | COMMON STOCK | 053611109 |
| — | APARTMENT INVT & MGMT | 79,448 | $3.485M | 0.0% | $43.87 | $45.33 | — | COMMON STOCK | 03748R101 |
| PSX | PHILLIPS 66 | 37,776 | $3.461M | 0.0% | $91.62 * | $46.30 | +43.7% | COMMON STOCK | 718546104 |
| ED | CONSOL EDISON | 42,738 | $3.448M | 0.0% | $80.68 * | $39.72 | +50.9% | COMMON STOCK | 209115104 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 29,421 | $3.445M | 0.0% | $117.09 * | $90.76 | +17.2% | COMMON STOCK | 98956P102 |
| INDA | ISHARES MSCI INDIA ETF | 104,750 | $3.441M | 0.0% | $32.85 | $28.13 | +16.8% | COMMON STOCK | 46429B598 |
| PSA | STORAGE PROPERTIES | 15,860 | $3.394M | 0.0% | $214.00 * | $132.91 | +15.1% | COMMON STOCK | 74460D109 |
| — | CTRIP.COM INTL LTD | 3,090,000 | $3.342M | 0.0% | $1.08 | $1.08 | — | CONVERTIBLE SECURITY | 22943FAM2 |
| — | XILINX INC | 47,114 | $3.337M | 0.0% | $70.83 | $61.64 | — | COMMON STOCK | 983919101 |
| — | JACOBS ENGINEERING GROUP INC | 56,616 | $3.299M | 0.0% | $58.27 | $55.24 | — | COMMON STOCK | 469814107 |
| DRI | DARDEN RESTAURANTS INC | 41,742 | $3.288M | 0.0% | $78.77 * | $50.04 | +24.8% | COMMON STOCK | 237194105 |
| BLD | TOPBUILD | 50,099 | $3.265M | 0.0% | $65.17 | $30.95 | +110.5% | COMMON STOCK | 89055F103 |
| AFL | AFLAC INC | 39,482 | $3.213M | 0.0% | $81.38 * | $21.06 | +59.4% | COMMON STOCK | 001055102 |
| — | MICRON TECHNOLOGY | 886,000 | $3.193M | 0.0% | $3.60 | $3.06 | — | CONVERTIBLE SECURITY | 595112AV5 |
| ROST | ROSS STORES INC | 49,361 | $3.187M | 0.0% | $64.57 * | $51.03 | +16.6% | COMMON STOCK | 778296103 |
| — | CONCHO RESOURCES INC | 24,191 | $3.186M | 0.0% | $131.70 | $133.90 | — | COMMON STOCK | 20605P101 |
| — | FLIR SYSTEMS INC | 81,453 | $3.169M | 0.0% | $38.91 | $34.53 | — | COMMON STOCK | 302445101 |
| FCX | FREEPORT-MCMORAN INC | 224,132 | $3.147M | 0.0% | $14.04 * | $21.26 | -40.1% | COMMON STOCK | 35671D857 |
| — | ILLUMINA INC | 2,730,000 | $3.117M | 0.0% | $1.14 | $1.14 | — | CONVERTIBLE SECURITY | 452327AH2 |
| — | OCEAN RIG UDW INC | 130,654 | $3.106M | 0.0% | $23.77 | $23.77 | — | COMMON STOCK | G66964118 |
| — | BANK OF AMERICA CORP | 975,000 | $3.071M | 0.0% | $3.15 | — | — | Call | 060505904 |
| — | APPLE INC | 770,600 | $2.986M | 0.0% | $3.87 | — | — | Put | 037833950 |
| — | SYMANTEC CORP | 90,983 | $2.985M | 0.0% | $32.81 | $23.21 | — | COMMON STOCK | 871503108 |
| GRMN | GARMIN LTD | 55,020 | $2.969M | 0.0% | $53.96 * | $39.35 | +12.1% | COMMON STOCK | H2906T109 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 64,106 | $2.965M | 0.0% | $46.25 * | $23.16 | +51.1% | COMMON STOCK | 744573106 |
| — | GNC CORP | 4,000,000 | $2.954M | 0.0% | $0.74 | $0.61 | — | CONVERTIBLE SECURITY | 36191GAB3 |
| — | CIMAREX ENERGY CO | 25,899 | $2.944M | 0.0% | $113.67 | $124.22 | — | COMMON STOCK | 171798101 |
| VNM | VANECK VECTORS VIETNAM ETF | 195,000 | $2.907M | 0.0% | $14.91 | $14.24 | +4.7% | COMMON STOCK | 92189F817 |
| — | FRONTIER COMMUNICATIONS CORP | 150,000 | $2.886M | 0.0% | $19.24 | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| — | SOLARCITY | 3,000,000 | $2.851M | 0.0% | $0.95 | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| WMB | WILLIAMS CO. | 94,523 | $2.837M | 0.0% | $30.01 * | $21.77 | -12.1% | COMMON STOCK | 969457100 |
| — | JUNIPER NETWORKS INC | 100,873 | $2.807M | 0.0% | $27.83 | $27.69 | — | COMMON STOCK | 48203R104 |
| — | PATTERSON COS INC | 72,494 | $2.802M | 0.0% | $38.65 | $41.10 | — | COMMON STOCK | 703395103 |
| D | DOMINION ENERGY INC | 36,426 | $2.802M | 0.0% | $76.92 * | $38.11 | +40.1% | COMMON STOCK | 25746U109 |
| — | NATIONAL OILWELL VARCO INC | 78,317 | $2.798M | 0.0% | $35.73 | $56.20 | — | COMMON STOCK | 637071101 |
| ADM | ARCHER DANIELS MIDLAND | 65,060 | $2.766M | 0.0% | $42.51 * | $25.53 | +30.4% | COMMON STOCK | 039483102 |
| GWW | WW GRAINGER INC | 15,280 | $2.747M | 0.0% | $179.78 * | $165.55 | -3.4% | COMMON STOCK | 384802104 |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 185,008 | $2.721M | 0.0% | $14.71 * | $8.51 | +34.2% | COMMON STOCK | 42824C109 |
| CMS | CMS ENERGY CORP | 58,725 | $2.72M | 0.0% | $46.32 * | $20.61 | +76.0% | COMMON STOCK | 125896100 |
| UDR | UDR INC | 71,397 | $2.715M | 0.0% | $38.03 * | $25.18 | +11.9% | COMMON STOCK | 902653104 |
| — | XILINX INC | 381,500 | $2.709M | 0.0% | $7.10 | — | — | Call | 983919901 |
| FFIV | F5 NETWORKSINC | 22,451 | $2.707M | 0.0% | $120.57 | $130.62 | -7.7% | COMMON STOCK | 315616102 |
| NBIS | YANDEX NV | 81,720 | $2.693M | 0.0% | $32.95 | $19.21 | — | COMMON STOCK | N97284108 |
| — | CALAMP CORP | 2,500,000 | $2.66M | 0.0% | $1.06 | $0.94 | — | CONVERTIBLE SECURITY | 128126AB5 |
| CX | CEMEX SA | 290,632 | $2.639M | 0.0% | $9.08 | $8.42 | +7.8% | COMMON STOCK | 151290889 |
| EQR | EQUITY RESIDENTIAL | 39,104 | $2.578M | 0.0% | $65.93 * | $45.51 | +7.1% | COMMON STOCK | 29476L107 |
| KR | KROGER CO | 128,299 | $2.574M | 0.0% | $20.06 * | $25.91 | -35.0% | COMMON STOCK | 501044101 |
| AVB | AVALONBAY COMMUNITIES INC | 14,292 | $2.55M | 0.0% | $178.42 * | $112.58 | +19.6% | COMMON STOCK | 053484101 |
| SWKS | SKYWORKS SOLUTIONS INC | 24,647 | $2.512M | 0.0% | $101.92 * | $85.09 | -0.3% | COMMON STOCK | 83088M102 |
| — | BROCADE COMMUNICATIONS SYSTEMS | 2,500,000 | $2.505M | 0.0% | $1.00 | $0.99 | — | CONVERTIBLE SECURITY | 111621AQ1 |
| — | 51JOB INC | 1,680,000 | $2.475M | 0.0% | $1.47 | $1.47 | — | CONVERTIBLE SECURITY | 316827AC8 |
| O | REALTY INCOME CORP | 43,014 | $2.46M | 0.0% | $57.19 * | $36.39 | +2.6% | COMMON STOCK | 756109104 |
| BAP | CREDICORP LTD | 11,911 | $2.442M | 0.0% | $205.02 * | $122.35 | +34.9% | COMMON STOCK | G2519Y108 |
| FLR | FLUOR CORP-NEW | 57,423 | $2.418M | 0.0% | $42.11 * | $50.96 | -22.3% | COMMON STOCK | 343412102 |
| CAH | CARDINAL HEALTH INC | 35,552 | $2.379M | 0.0% | $66.92 * | $56.87 | -7.8% | COMMON STOCK | 14149Y108 |
| — | APACHE CORP | 51,738 | $2.37M | 0.0% | $45.81 | $69.79 | — | COMMON STOCK | 037411105 |
| — | GLOBAL X FTSE GREECE 20 | 248,000 | $2.346M | 0.0% | $9.46 | $8.49 | — | COMMON STOCK | 37950E366 |
| — | PROSPECT CAPITAL CORP | 2,300,000 | $2.339M | 0.0% | $1.02 | $1.01 | — | CONVERTIBLE SECURITY | 74348TAL6 |
| — | KELLOGG CO | 37,370 | $2.331M | 0.0% | $62.38 * | $39.85 | +8.8% | COMMON STOCK | 487836108 |
| DVA | DAVITA INC | 38,847 | $2.307M | 0.0% | $59.39 | $68.85 | -13.7% | COMMON STOCK | 23918K108 |
| — | 58.COM | 36,160 | $2.283M | 0.0% | $63.14 | $63.14 | — | COMMON STOCK | 31680Q104 |
| DVY | ISHARES DJ SELECT DVD | 24,098 | $2.257M | 0.0% | $93.66 | $80.92 | +15.7% | COMMON STOCK | 464287168 |
| MELI | MERCADOLIBRE INC | 8,710 | $2.255M | 0.0% | $258.90 | $260.86 | -0.8% | COMMON STOCK | 58733R102 |
| — | JEFFERIES GROUP INC | 2,242,000 | $2.25M | 0.0% | $1.00 | $1.03 | — | CONVERTIBLE SECURITY | 472319AG7 |
| TRMB | TRIMBLE INC | 56,995 | $2.237M | 0.0% | $39.25 | $21.11 | +85.9% | COMMON STOCK | 896239100 |
| JD | JD.COM | 56,680 | $2.165M | 0.0% | $38.20 | $37.73 | +1.2% | COMMON STOCK | 47215P106 |
| — | MACQUARIE INFRASTRUCTURE CO | 2,001,000 | $2.135M | 0.0% | $1.07 | $1.16 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| — | NOBLE ENERGY INC | 74,745 | $2.12M | 0.0% | $28.36 | $53.33 | — | COMMON STOCK | 655044105 |
| AKAM | AKAMAI TECHNOLOGIES INC | 42,738 | $2.082M | 0.0% | $48.72 | $54.99 | -11.4% | COMMON STOCK | 00971T101 |
| — | ISHARES MSCI EMERGING MARKET | 2,493,500 | $2.074M | 0.0% | $0.83 | — | — | Put | 464287954 |
| — | CENTURYLINK INC | 108,168 | $2.044M | 0.0% | $18.90 | $33.90 | — | COMMON STOCK | 156700106 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $2.023M | 0.0% | $1.01 | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| — | COLONY FINANCIAL INC | 2,000,000 | $2.01M | 0.0% | $1.00 | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $2.009M | 0.0% | $20.29 | $15.16 | +33.8% | COMMON STOCK | 56501R106 |
| M | MACYS INC | 91,693 | $2.001M | 0.0% | $21.82 | $36.29 | -39.9% | COMMON STOCK | 55616P104 |
| — | GENERAL MOTORS CO | 88,470 | $1.983M | 0.0% | $22.41 | $16.70 | — | WARRANTS | 37045V126 |
| — | SPDR S&P 500 ETF | 1,261,500 | $1.966M | 0.0% | $1.56 | — | — | Put | 78462F953 |
| BKR | BAKER HUGHES A GE CO | 51,788 | $1.896M | 0.0% | $36.61 * | $28.18 | +3.2% | COMMON STOCK | 05722G100 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 5,823 | $1.792M | 0.0% | $307.75 * | $11.19 | -45.0% | COMMON STOCK | 169656105 |
| GME | GAMESTOP CORP | 86,095 | $1.779M | 0.0% | $20.66 * | $4.37 | +1.3% | COMMON STOCK | 36467W109 |
| — | NAVISTAR INTERNATIONAL CORP | 125,000 | $1.756M | 0.0% | $14.05 | — | — | Call | 63934E908 |
| MOS | MOSAIC CO | 80,512 | $1.738M | 0.0% | $21.59 * | $42.98 | -55.9% | COMMON STOCK | 61945C103 |
| — | ANTHEM INC | 646,000 | $1.68M | 0.0% | $2.60 | $2.08 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | FOOT LOCKER INC | 46,462 | $1.636M | 0.0% | $35.21 | $68.05 | — | COMMON STOCK | 344849104 |
| ASHR | DEUTSCHE X TRACKERS HARVEST | 55,800 | $1.629M | 0.0% | $29.19 | $26.52 | +10.1% | COMMON STOCK | 233051879 |
| ON | ON SEMICONDUCTOR CORP | 86,400 | $1.596M | 0.0% | $18.47 | $14.50 | +27.4% | COMMON STOCK | 682189105 |
| IEFA | ISHARES CORE MSCI EAFE | 24,540 | $1.575M | 0.0% | $64.18 | $54.88 | +16.9% | COMMON STOCK | 46432F842 |
| AMD | ADVANCED MICRO DEVICES INC | 123,409 | $1.573M | 0.0% | $12.75 | $12.25 | +4.0% | COMMON STOCK | 007903107 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.512M | 0.0% | $1.01 | $1.02 | — | CONVERTIBLE SECURITY | 09257WAB6 |
| — | WEBMD HEALTH CORP | 1,392,000 | $1.49M | 0.0% | $1.07 | $1.13 | — | CONVERTIBLE SECURITY | 94770VAF9 |
| VNO | VORNADO REALTY TRUST | 19,321 | $1.485M | 0.0% | $76.86 | $84.98 | — | COMMON STOCK | 929042109 |
| — | STARWOOD PROPERTY TRUST INC | 1,393,000 | $1.476M | 0.0% | $1.06 | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| IJH | ISHARES S&P MIDCAP 400 | 8,130 | $1.454M | 0.0% | $178.84 * | $31.68 | +12.9% | COMMON STOCK | 464287507 |
| — | SPIRIT REALTY CAPITAL INC | 1,386,000 | $1.419M | 0.0% | $1.02 | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| — | LABORATORY CORP LYONS | 672,000 | $1.367M | 0.0% | $2.03 | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| FN | FABRINET | 36,217 | $1.342M | 0.0% | $37.05 | $41.56 | -10.8% | COMMON STOCK | G3323L100 |
| — | FACEBOOK INC | 271,900 | $1.237M | 0.0% | $4.55 | — | — | Call | 30303M902 |
| — | HERBALIFE LTD | 100,000 | $1.235M | 0.0% | $12.35 | — | — | Put | G4412G951 |
| — | JNJ | 674,000 | $1.206M | 0.0% | $1.79 | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| EFAV | ISHARES EDGE MSCI MIN VOL EAFE | 15,311 | $1.088M | 0.0% | $71.06 | $65.06 | +9.2% | COMMON STOCK | 46429B689 |
| — | RPM INTL INC | 905,000 | $1.048M | 0.0% | $1.16 | $1.14 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | INSULET CORP | 804,000 | $1.012M | 0.0% | $1.26 | $1.11 | — | CONVERTIBLE SECURITY | 45784PAD3 |
| — | DANAHER CORP | 284,000 | $931K | 0.0% | $3.28 | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $870K | 0.0% | $14.50 | $68.78 | — | COMMON STOCK | 25271C102 |
| YELP | YELP INC | 20,000 | $866K | 0.0% | $43.30 | $27.74 | +56.1% | COMMON STOCK | 985817105 |
| — | NEW YORK CMTY TRUST V | 16,410 | $839K | 0.0% | $51.13 | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| — | FACEBOOK INC | 386,700 | $820K | 0.0% | $2.12 | — | — | Put | 30303M952 |
| — | VIPSHOP HOLDINGS LTD | 750,000 | $806K | 0.0% | $1.07 | — | — | Call | 92763W903 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 13,217 | $804K | 0.0% | $60.83 | $59.99 | +1.3% | COMMON STOCK | 10922N103 |
| — | SEACOR HOLDINGS INC | 800,000 | $802K | 0.0% | $1.00 | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| — | LAM RESEARCH CORP | 53,000 | $792K | 0.0% | $14.94 | — | — | Call | 512807908 |
| NWL | NEWELL BRANDS INC | 17,525 | $748K | 0.0% | $42.68 * | $31.35 | -6.6% | COMMON STOCK | 651229106 |
| — | PROSPECT CAPITAL CORP | 722,000 | $726K | 0.0% | $1.01 | $1.04 | — | CONVERTIBLE SECURITY | 74348TAK8 |
| SCHX | SCHWAB US LARGE-CAP ETF | 11,879 | $713K | 0.0% | $60.02 * | $9.54 | +4.9% | COMMON STOCK | 808524201 |
| — | SILVER STANDARD RESOURCES INC | 709,000 | $713K | 0.0% | $1.01 | $0.93 | — | CONVERTIBLE SECURITY | 82823LAC0 |
| — | FIDELITY NL FIN | 263,000 | $709K | 0.0% | $2.70 | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| — | POWERSHARES S&P 500 LOW VOLA | 14,350 | $657K | 0.0% | $45.78 | $42.01 | — | COMMON STOCK | 73937B779 |
| MUB | ISHARES NATIONAL AMT-FREE MUNI | 5,750 | $638K | 0.0% | $110.96 | $110.95 | -0.1% | COMMON STOCK | 464288414 |
| — | GILEAD SCIENCES INC | 235,000 | $605K | 0.0% | $2.57 | — | — | Call | 375558903 |
| INDA | ISHARES MSCI INDIA ETF | 513,000 | $577K | 0.0% | $1.12 * | $28.13 | +16.8% | Put | 46429B598 |
| — | RH | 50,000 | $558K | 0.0% | $11.16 | — | — | Call | 74967X903 |
| — | NVIDIA CORP | 23,500 | $458K | 0.0% | $19.49 | — | — | Call | 67066G904 |
| — | ESTEE LAUDER | 76,400 | $432K | 0.0% | $5.65 | — | — | Call | 518439904 |
| — | JPMORGAN ALERIAN MLP | 13,126 | $370K | 0.0% | $28.19 | $30.78 | — | COMMON STOCK | 46625H365 |
| SCHM | SCHWAB US MID CAP ETF | 7,367 | $369K | 0.0% | $50.09 * | $15.90 | +5.1% | COMMON STOCK | 808524508 |
| USB | US BANCORP | 6,355 | $341K | 0.0% | $53.66 * | $22.79 | +70.6% | COMMON STOCK | 902973304 |
| — | ISHARES 20Plus YEAR TREASURY BOND | 450,000 | $338K | 0.0% | $0.75 | — | — | Put | 464287952 |
| — | AMAZON.COM INC | 5,600 | $327K | 0.0% | $58.39 | — | — | Call | 023135906 |
| — | SALESFORCE.COM INC | 359,800 | $319K | 0.0% | $0.89 | — | — | Put | 79466L952 |
| — | ALERIAN MLP ETF | 27,981 | $314K | 0.0% | $11.22 | $12.55 | — | COMMON STOCK | 00162Q866 |
| — | INTEL CORP | 114,500 | $314K | 0.0% | $2.74 | — | — | Call | 458140900 |
| NTAP | NETAPP INC | 6,895 | $302K | 0.0% | $43.80 * | $27.82 | +26.5% | COMMON STOCK | 64110D104 |
| — | INGERSOLL-RAND PLC | 3,365 | $300K | 0.0% | $89.15 | $64.91 | — | COMMON STOCK | G47791101 |
| SHW | SHERWIN WILLIAM | 835 | $299K | 0.0% | $358.08 * | $103.46 | +7.2% | COMMON STOCK | 824348106 |
| ADI | ANALOG DEVICES INC | 3,450 | $297K | 0.0% | $86.09 * | $52.25 | +41.4% | COMMON STOCK | 032654105 |
| — | VAIL RESORTS | 24,500 | $296K | 0.0% | $12.08 | — | — | Call | 91879Q909 |
| — | MONSTER BEVERAGE CORP | 67,000 | $295K | 0.0% | $4.40 | — | — | Call | 61174X909 |
| EMN | EASTMAN CHEM CO | 3,170 | $287K | 0.0% | $90.54 * | $48.11 | +42.3% | COMMON STOCK | 277432100 |
| — | PROSPECT CAPITAL CORP | 275,000 | $285K | 0.0% | $1.04 | $1.01 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| — | VMWARE INC | 2,453 | $268K | 0.0% | $109.25 | $92.09 | — | COMMON STOCK | 928563402 |
| — | WELLCARE HEALTH PLANS INC | 1,560 | $268K | 0.0% | $171.79 | $137.18 | — | COMMON STOCK | 94946T106 |
| — | NABORS INDUSTRIES LTD | 125,000 | $254K | 0.0% | $2.03 | — | — | Call | G6359F903 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 3,855 | $248K | 0.0% | $64.33 * | $24.79 | +89.1% | COMMON STOCK | 74251V102 |
| SCHA | SCHWAB US SMALL CAP ETF | 3,670 | $247K | 0.0% | $67.30 * | $15.80 | +6.6% | COMMON STOCK | 808524607 |
| SNPS | SYNOPSYS INC | 3,055 | $246K | 0.0% | $80.52 | $50.37 | +59.9% | COMMON STOCK | 871607107 |
| — | CARNIVAL CORP | 62,000 | $245K | 0.0% | $3.95 | — | — | Call | 14365C903 |
| PGR | PROGRESSIVE CORP OHIO | 5,050 | $245K | 0.0% | $48.51 * | $19.50 | +91.8% | COMMON STOCK | 743315103 |
| ALSN | ALLISON TRANSMISSION HOLDINGS | 6,285 | $236K | 0.0% | $37.55 * | $26.93 | +22.4% | COMMON STOCK | 01973R101 |
| IEMG | ISHARES CORE MSCI EMERGING | 4,221 | $228K | 0.0% | $54.02 | $53.05 | +1.8% | COMMON STOCK | 46434G103 |
| — | DCT INDUSTRIAL TRUST INC | 3,900 | $226K | 0.0% | $57.95 | $48.16 | — | COMMON STOCK | 233153204 |
| UNM | UNUMPROVIDENT CORP | 4,410 | $225K | 0.0% | $51.02 | $40.01 | +27.8% | COMMON STOCK | 91529Y106 |
| TKR | TIMKEN CO | 4,530 | $220K | 0.0% | $48.57 | $45.93 | +5.7% | COMMON STOCK | 887389104 |
| — | COOPER COMPANIES INC | 920 | $218K | 0.0% | $236.96 | $201.10 | — | COMMON STOCK | 216648402 |
| — | CORELOGIC INC | 4,720 | $218K | 0.0% | $46.19 | $46.19 | — | COMMON STOCK | 21871D103 |
| LEA | LEAR CORP | 1,250 | $216K | 0.0% | $172.80 * | $128.24 | +14.6% | COMMON STOCK | 521865204 |
| — | ANDEAVOR | 2,050 | $211K | 0.0% | $102.93 | $102.93 | — | COMMON STOCK | 03349M105 |
| — | PIONEER NATURAL RESOURCES CO | 25,000 | $210K | 0.0% | $8.40 | — | — | Call | 723664908 |
| URI | UNITED RENTALS INC | 1,500 | $208K | 0.0% | $138.67 * | $115.71 | +16.1% | COMMON STOCK | 911363109 |
| CNC | CENTENE CORP | 2,140 | $207K | 0.0% | $96.73 * | $43.05 | +12.4% | COMMON STOCK | 15135B101 |
| — | FIRST SOLAR INC | 160,000 | $206K | 0.0% | $1.29 | — | — | Put | 336433957 |
| RES | RPC INC | 8,295 | $206K | 0.0% | $24.83 * | $18.11 | +19.4% | COMMON STOCK | 749660106 |
| AMP | AMERIPRISE FINANCIAL INC | 1,380 | $205K | 0.0% | $148.55 * | $84.78 | +49.1% | COMMON STOCK | 03076C106 |
| MAN | MANPOWERGROUP INC | 1,720 | $203K | 0.0% | $118.02 | $111.91 | +5.3% | COMMON STOCK | 56418H100 |
| — | ANSYS INC | 1,640 | $201K | 0.0% | $122.56 | $122.56 | — | COMMON STOCK | 03662Q105 |
| LII | LENNOX INTERNATIONAL INC | 1,120 | $200K | 0.0% | $178.57 * | $157.12 | +3.2% | COMMON STOCK | 526107107 |
| — | LAREDO PETROLEUM INC | 13,675 | $177K | 0.0% | $12.94 | $12.94 | — | COMMON STOCK | 516806106 |
| — | BGC PARTNERS INC | 11,395 | $165K | 0.0% | $14.48 | $14.48 | — | COMMON STOCK | 05541T101 |
| — | EXTRACTION OIL & GAS INC | 10,150 | $156K | 0.0% | $15.37 | $15.37 | — | COMMON STOCK | 30227M105 |
| — | VIPSHOP HOLDINGS LTD | 500,000 | $125K | 0.0% | $0.25 | — | — | Put | 92763W953 |
| — | VODAFONE GROUP PLC | 412,000 | $124K | 0.0% | $0.30 | — | — | Call | 92857W908 |
| IBN | ICICI BANK LTD | 13,137 | $112K | 0.0% | $8.53 | $8.79 | -2.6% | COMMON STOCK | 45104G104 |
| — | NOBLE CORP PLC | 24,000 | $110K | 0.0% | $4.58 | $36.90 | — | COMMON STOCK | G65431101 |
| — | UNITED STATES STEEL CORP | 111,300 | $106K | 0.0% | $0.95 | — | — | Call | 912909908 |
| — | NUANCE COMMUNICATIONS INC | 95,000 | $95,000 | 0.0% | $1.00 | $1.03 | — | CONVERTIBLE SECURITY | 67020YAG5 |
| — | VEON LTD | 20,000 | $84,000 | 0.0% | $4.20 | $4.20 | — | COMMON STOCK | 91822M106 |
| — | TEAM INC | 200,000 | $65,000 | 0.0% | $0.33 | — | — | Call | 878155900 |
| — | UNITED CONTINENTAL HOLDINGS IN | 114,000 | $50,000 | 0.0% | $0.44 | — | — | Put | 910047959 |
| — | IMMUNOMEDICS | 300,000 | $38,000 | 0.0% | $0.13 | — | — | Put | 452907958 |
| — | ISHARES MSCI EAFE ETF | 272,000 | $37,000 | 0.0% | $0.14 | — | — | Put | 464287955 |
| — | ALLERGAN PLC | 90,000 | $21,000 | 0.0% | $0.23 | — | — | Call | G0177J908 |
| — | TESLA MOTORS INC | 17,000 | $19,000 | 0.0% | $1.12 | $0.94 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| — | TESLA MOTORS INC | 623,400 | $16,000 | 0.0% | $0.03 | — | — | Put | 88160R951 |
| — | UNITED STATES STEEL CORP | 111,300 | $15,000 | 0.0% | $0.13 | — | — | Put | 912909958 |
| — | FIRST SOLAR INC | 200,000 | $11,000 | 0.0% | $0.06 | — | — | Call | 336433907 |
| — | APPLE INC | 125,800 | $9,000 | 0.0% | $0.07 | — | — | Call | 037833900 |