Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Feb 13, 2018
Total Value: $19.62B (82.3% shares, 17.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | LAM RESEARCH CORP | 24,000 | $3.888B | 19.8% | $161981.58 | — | — | Call | 512807908 |
| — | ISHARES MSCI EAFE ETF | 13,794,000 | $970M | 4.9% | $70.31 | — | — | Call | 464287905 |
| — | SPDR S&P 500 ETF | 2,817,300 | $752M | 3.8% | $266.86 | — | — | Put | 78462F953 |
| AAPL | APPLE INC | 2,573,429 | $436M | 2.2% | $169.23 * | $19.21 | +106.3% | COMMON STOCK | 037833100 |
| GOOGL | ALPHABET INC | 267,518 | $282M | 1.4% | $1053.40 * | $36.92 | +41.6% | COMMON STOCK | 02079K305 |
| MSFT | MICROSOFT CORP | 3,130,364 | $268M | 1.4% | $85.54 * | $35.69 | +120.5% | COMMON STOCK | 594918104 |
| AMZN | AMAZON.COM INC | 186,908 | $219M | 1.1% | $1169.47 * | $19.11 | +206.0% | COMMON STOCK | 023135106 |
| META | FACEBOOK INC | 1,207,899 | $213M | 1.1% | $176.46 | $53.29 | +228.8% | COMMON STOCK | 30303M102 |
| — | INTEL CORP | 91,762,000 | $205M | 1.0% | $2.23 | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| JPM | JP MORGAN CHASE & CO | 1,913,093 | $205M | 1.0% | $106.94 * | $40.20 | +113.7% | COMMON STOCK | 46625H100 |
| JNJ | JOHNSON & JOHNSON | 1,435,612 | $201M | 1.0% | $139.72 * | $72.35 | +54.4% | COMMON STOCK | 478160104 |
| — | TESLA MOTORS INC | 623,400 | $194M | 1.0% | $311.35 | — | — | Put | 88160R951 |
| — | SALESFORCE.COM INC | 114,678,000 | $176M | 0.9% | $1.54 | $1.20 | — | CONVERTIBLE SECURITY | 79466LAD6 |
| — | TESLA MOTORS INC | 153,350,000 | $166M | 0.8% | $1.08 | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| — | ISHARES MSCI EMERGING MARKET | 3,225,500 | $152M | 0.8% | $47.12 | — | — | Call | 464287904 |
| XOM | EXXON MOBIL CORP | 1,626,590 | $136M | 0.7% | $83.64 * | $55.72 | +4.1% | COMMON STOCK | 30231G102 |
| BAC | BANK OF AMER CP | 4,573,703 | $135M | 0.7% | $29.52 * | $14.08 | +73.8% | COMMON STOCK | 060505104 |
| V | VISA INC | 1,007,891 | $115M | 0.6% | $114.02 * | $70.62 | +52.7% | COMMON STOCK | 92826C839 |
| WFC | WELLS FARGO & COMPANY | 1,886,874 | $114M | 0.6% | $60.67 * | $34.92 | +39.0% | COMMON STOCK | 949746101 |
| DAL | DELTA AIR LINES INC | 1,927,164 | $108M | 0.6% | $56.00 * | $40.98 | +25.4% | COMMON STOCK | 247361702 |
| — | MICRON TECHNOLOGY INC | 25,000,000 | $104M | 0.5% | $4.17 | $3.67 | — | CONVERTIBLE SECURITY | 595112AX1 |
| HD | HOME DEPOT | 543,341 | $103M | 0.5% | $189.53 * | $61.68 | +153.0% | COMMON STOCK | 437076102 |
| C | CITIGROUP INC | 1,357,159 | $101M | 0.5% | $74.41 * | $37.98 | +49.8% | COMMON STOCK | 172967424 |
| CVX | CHEVRONTEXACO CORP | 801,454 | $100M | 0.5% | $125.19 * | $71.35 | +24.2% | COMMON STOCK | 166764100 |
| DIS | DISNEY WALT CO | 889,133 | $95.59M | 0.5% | $107.51 * | $81.85 | +24.8% | COMMON STOCK | 254687106 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 157,766 | $92.49M | 0.5% | $586.25 | $998.78 | — | CONVERTIBLE PREFERRED SECURITY | G0177J116 |
| — | THE PRICELINE GROUP INC | 66,438,000 | $92.04M | 0.5% | $1.39 | $1.40 | — | CONVERTIBLE SECURITY | 741503AS5 |
| CMCSA | COMCAST CORP | 2,288,223 | $91.64M | 0.5% | $40.05 * | $24.96 | +31.0% | COMMON STOCK | 20030N101 |
| — | DOWDUPONT INC | 1,279,670 | $91.14M | 0.5% | $71.22 | $69.73 | — | COMMON STOCK | 26078J100 |
| — | ANTHEM INC | 1,590,555 | $89.07M | 0.5% | $56.00 | $52.74 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| BAX | BAXTER INTL INC | 1,343,656 | $86.85M | 0.4% | $64.64 * | $38.80 | +44.9% | COMMON STOCK | 071813109 |
| — | DISH NETWORK CORP | 77,275,000 | $84.39M | 0.4% | $1.09 | $1.12 | — | CONVERTIBLE SECURITY | 25470MAB5 |
| ABBV | ABBVIE | 860,846 | $83.25M | 0.4% | $96.71 * | $60.26 | +14.0% | COMMON STOCK | 00287Y109 |
| — | NEXTERA ENERGY INC | 1,192,843 | $83M | 0.4% | $69.58 | $59.27 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| — | E TRADE GROUP | 1,632,218 | $80.91M | 0.4% | $49.57 | $38.84 | — | COMMON STOCK | 269246401 |
| PG | PROCTER & GAMBLE CO | 872,280 | $80.14M | 0.4% | $91.88 * | $61.75 | +20.4% | COMMON STOCK | 742718109 |
| PM | PHILIP MORRIS INTERNATIONAL | 756,800 | $79.96M | 0.4% | $105.65 * | $56.32 | +23.6% | COMMON STOCK | 718172109 |
| KO | COCA-COLA CO | 1,705,736 | $78.26M | 0.4% | $45.88 * | $28.59 | +25.1% | COMMON STOCK | 191216100 |
| UNH | UNITEDHEALTH GROUP INC | 353,097 | $77.84M | 0.4% | $220.46 * | $113.82 | +70.4% | COMMON STOCK | 91324P102 |
| — | BROADCOM LTD | 301,763 | $77.52M | 0.4% | $256.90 | $201.14 | — | COMMON STOCK | Y09827109 |
| — | CROWN CASTLE INTL CORP | 67,243 | $76.03M | 0.4% | $1130.68 | $1068.01 | — | CONVERTIBLE PREFERRED SECURITY | 22822V309 |
| SBUX | STARBUCKS CORP | 1,306,284 | $75.02M | 0.4% | $57.43 * | $37.50 | +28.6% | COMMON STOCK | 855244109 |
| PFE | PFIZER INC | 1,984,279 | $71.87M | 0.4% | $36.22 * | $17.25 | +39.6% | COMMON STOCK | 717081103 |
| — | ALTABA INC | 52,564,000 | $70.93M | 0.4% | $1.35 | $1.13 | — | CONVERTIBLE SECURITY | 984332AF3 |
| — | CELGENE CORP | 660,250 | $68.9M | 0.4% | $104.36 | $108.96 | — | COMMON STOCK | 151020104 |
| SLB | SCHLUMBERGER LTD | 998,951 | $67.32M | 0.3% | $67.39 * | $53.38 | +0.3% | COMMON STOCK | 806857108 |
| NFLX | NETFLIX INC | 346,486 | $66.51M | 0.3% | $191.96 * | $16.10 | +19.3% | COMMON STOCK | 64110L106 |
| PEP | PEPSICO INC | 552,748 | $66.29M | 0.3% | $119.92 * | $65.26 | +43.9% | COMMON STOCK | 713448108 |
| T | AT&T INC | 1,697,569 | $66M | 0.3% | $38.88 * | $12.72 | +29.1% | COMMON STOCK | 00206R102 |
| — | WELLS FARGO & COMPANY | 48,656 | $63.74M | 0.3% | $1309.99 | $1214.35 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| — | ON SEMICONDUCTOR CORP | 49,213,000 | $63.06M | 0.3% | $1.28 | $0.97 | — | CONVERTIBLE SECURITY | 682189AK1 |
| WMT | WAL-MART STORES INC | 632,761 | $62.48M | 0.3% | $98.75 * | $20.67 | +40.1% | COMMON STOCK | 931142103 |
| — | LIBERTY INTERACTIVE LLC | 53,810,000 | $62.24M | 0.3% | $1.16 | $1.07 | — | CONVERTIBLE SECURITY | 530610AD6 |
| — | ISHARES MSCI EAFE ETF | 883,500 | $62.12M | 0.3% | $70.31 | — | — | Put | 464287955 |
| — | CITRIX SYSTEMS INC | 47,828,000 | $62.1M | 0.3% | $1.30 | $1.09 | — | CONVERTIBLE SECURITY | 177376AD2 |
| — | LIBERTY MEDIA CORPORATION | 52,744,000 | $60.84M | 0.3% | $1.15 | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| — | BECTON DICKINSON AND CO | 1,046,639 | $60.6M | 0.3% | $57.90 | $54.78 | — | CONVERTIBLE PREFERRED SECURITY | 075887208 |
| VZ | VERIZON COMM | 1,128,304 | $59.72M | 0.3% | $52.93 * | $28.59 | +20.4% | COMMON STOCK | 92343V104 |
| HON | HONEYWELL INTL | 387,502 | $59.43M | 0.3% | $153.36 * | $68.58 | +71.2% | COMMON STOCK | 438516106 |
| — | ALEXION PHARMACEUTICALS INC | 481,632 | $57.6M | 0.3% | $119.59 | $122.71 | — | COMMON STOCK | 015351109 |
| MA | MASTERCARD INC | 380,367 | $57.57M | 0.3% | $151.36 * | $76.77 | +88.5% | COMMON STOCK | 57636Q104 |
| LOW | LOWE'S COMPANIES | 609,483 | $56.65M | 0.3% | $92.94 * | $55.63 | +44.1% | COMMON STOCK | 548661107 |
| AMAT | APPLIED MATERIALS INC | 1,092,772 | $55.86M | 0.3% | $51.12 * | $23.84 | +95.8% | COMMON STOCK | 038222105 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 788,133 | $55.61M | 0.3% | $70.56 * | $47.56 | +33.9% | COMMON STOCK | 45866F104 |
| GS | GOLDMAN SACHS | 217,734 | $55.47M | 0.3% | $254.76 * | $181.52 | +17.6% | COMMON STOCK | 38141G104 |
| BMY | BRISTOL MYERS SQUIBB | 904,745 | $55.44M | 0.3% | $61.28 * | $42.37 | +7.5% | COMMON STOCK | 110122108 |
| — | ILLUMINA INC | 50,070,000 | $54.56M | 0.3% | $1.09 | $1.06 | — | CONVERTIBLE SECURITY | 452327AF6 |
| — | SERVICENOW INC | 30,725,000 | $54.38M | 0.3% | $1.77 | $1.15 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| — | BANK OF AMERICA CORP. | 40,792 | $53.8M | 0.3% | $1319.01 | $1165.66 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| MRK | MERCK & CO | 952,921 | $53.62M | 0.3% | $56.27 * | $33.75 | +24.3% | COMMON STOCK | 58933Y105 |
| — | DISCOVER FINANCIAL SERVICES | 688,942 | $52.99M | 0.3% | $76.92 | $58.74 | — | COMMON STOCK | 254709108 |
| UNP | UNION PACIFIC CORP | 386,715 | $51.86M | 0.3% | $134.10 * | $63.91 | +76.0% | COMMON STOCK | 907818108 |
| — | ROYAL GOLD | 47,605,000 | $51.38M | 0.3% | $1.08 | $1.11 | — | CONVERTIBLE SECURITY | 780287AA6 |
| WDAY | WORKDAY INC | 504,036 | $51.28M | 0.3% | $101.74 | $99.94 | +1.8% | COMMON STOCK | 98138H101 |
| — | INTEL CORP | 1,102,500 | $50.89M | 0.3% | $46.16 | — | — | Put | 458140950 |
| — | LIBERTY MEDIA CORPORATION | 48,117,000 | $50.23M | 0.3% | $1.04 | $1.06 | — | CONVERTIBLE SECURITY | 531229AE2 |
| — | AMER TOWER CORP | 398,065 | $50.06M | 0.3% | $125.75 | $115.42 | — | CONVERTIBLE PREFERRED SECURITY | 03027X407 |
| BA | BOEING CO | 167,932 | $49.52M | 0.3% | $294.91 * | $111.55 | +151.9% | COMMON STOCK | 097023105 |
| MCD | MCDONALD'S CORP | 285,862 | $49.2M | 0.3% | $172.12 * | $84.01 | +69.8% | COMMON STOCK | 580135101 |
| — | GENERAL ELECTRIC CO | 2,815,379 | $49.13M | 0.3% | $17.45 | $24.35 | — | COMMON STOCK | 369604103 |
| — | LABORATORY CRP OF AMER HLDGS | 307,226 | $49.01M | 0.2% | $159.51 | $152.84 | — | COMMON STOCK | 50540R409 |
| — | ZENDESK INC | 1,440,327 | $48.74M | 0.2% | $33.84 | $28.03 | — | COMMON STOCK | 98936J101 |
| — | INPHI CORP | 48,839,000 | $48.71M | 0.2% | $1.00 | $1.00 | — | CONVERTIBLE SECURITY | 45772FAC1 |
| — | TESLA INC | 41,370,000 | $48.21M | 0.2% | $1.17 | $1.04 | — | CONVERTIBLE SECURITY | 88160RAD3 |
| BRK/B | BERKSHIRE HTH | 241,083 | $47.79M | 0.2% | $198.22 | $114.27 | +73.5% | COMMON STOCK | 084670702 |
| GOOG | ALPHABET INC | 45,344 | $47.45M | 0.2% | $1046.40 * | $35.95 | +44.5% | COMMON STOCK | 02079K107 |
| — | ISHARES CHINA LARGE CAP ETF | 1,027,000 | $47.42M | 0.2% | $46.17 | — | — | Put | 464287954 |
| AMG | AFFILIATED MANAGERS GROUP | 230,919 | $47.4M | 0.2% | $205.25 * | $164.42 | +21.4% | COMMON STOCK | 008252108 |
| MS | MORGAN STANLEY | 898,781 | $47.16M | 0.2% | $52.47 * | $29.06 | +42.1% | COMMON STOCK | 617446448 |
| PNC | PNC FINANCIAL SERVICES GROUP | 319,589 | $46.11M | 0.2% | $144.29 * | $73.04 | +49.7% | COMMON STOCK | 693475105 |
| — | THE PRICELINE GROUP INC | 25,000,000 | $46.1M | 0.2% | $1.84 | $1.18 | — | CONVERTIBLE SECURITY | 741503AQ9 |
| — | ALLERGAN PLC | 280,709 | $45.92M | 0.2% | $163.58 | $210.72 | — | COMMON STOCK | G0177J108 |
| — | LAM RESEARCH CORP | 246,203 | $45.32M | 0.2% | $184.07 | $87.12 | — | COMMON STOCK | 512807108 |
| MAS | MASCO CORP | 1,029,508 | $45.24M | 0.2% | $43.94 * | $25.62 | +51.2% | COMMON STOCK | 574599106 |
| REGN | REGENERON PHARMACEUTICALS INC | 120,266 | $45.22M | 0.2% | $375.96 | $431.36 | -13.3% | COMMON STOCK | 75886F107 |
| CAT | CATERPILLAR INC | 286,624 | $45.17M | 0.2% | $157.58 * | $74.22 | +78.3% | COMMON STOCK | 149123101 |
| — | NEXTERA ENERGY INC | 801,447 | $45.04M | 0.2% | $56.20 | $50.13 | — | CONVERTIBLE PREFERRED SECURITY | 65339F820 |
| — | ADVANCED MICRO DEVICES INC | 29,513,000 | $44.74M | 0.2% | $1.52 | $1.23 | — | CONVERTIBLE SECURITY | 007903BD8 |
| VYX | NCR CORP | 1,306,256 | $44.4M | 0.2% | $33.99 * | $25.25 | -17.4% | COMMON STOCK | 62886E108 |
| — | MICRON TECH | 30,000,000 | $43.42M | 0.2% | $1.45 | $1.38 | — | CONVERTIBLE SECURITY | 595112AY9 |
| — | RED HAT INC | 26,119,000 | $43.21M | 0.2% | $1.65 | $1.40 | — | CONVERTIBLE SECURITY | 756577AD4 |
| — | DTE ENERGY CO | 797,529 | $43.18M | 0.2% | $54.14 | $52.77 | — | CONVERTIBLE PREFERRED SECURITY | 233331883 |
| — | NUVASIVE INC | 36,595,000 | $43.06M | 0.2% | $1.18 | $1.37 | — | CONVERTIBLE SECURITY | 670704AG0 |
| — | PRICELINE GROUP INC | 24,760 | $43.03M | 0.2% | $1737.72 | $1487.20 | — | COMMON STOCK | 741503403 |
| — | MEDIDATA SOLUTIONS INC | 35,755,000 | $41.89M | 0.2% | $1.17 | $1.14 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| ULTA | ULTA SALON COSMETICS | 184,195 | $41.2M | 0.2% | $223.66 | $223.19 | +0.2% | COMMON STOCK | 90384S303 |
| — | NOVELLUS SYSTEMS INC | 7,454,000 | $41.07M | 0.2% | $5.51 | $2.79 | — | CONVERTIBLE SECURITY | 670008AD3 |
| EMR | EMERSON ELECTRIC CO | 567,243 | $39.53M | 0.2% | $69.69 * | $51.78 | +11.1% | COMMON STOCK | 291011104 |
| — | MARRIOTT VACATIONS WORLD | 34,929,000 | $39.32M | 0.2% | $1.13 | $1.05 | — | CONVERTIBLE SECURITY | 57164YAA5 |
| — | MICROCHP TECH HYPER WARRANTS | 22,611,000 | $38.69M | 0.2% | $1.71 | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 889,862 | $38.09M | 0.2% | $42.80 * | $25.94 | +36.2% | COMMON STOCK | 609207105 |
| EOG | EOG RESOURCES INC | 349,383 | $37.7M | 0.2% | $107.91 * | $57.66 | +40.1% | COMMON STOCK | 26875P101 |
| — | PROOFPOINT | 29,900,000 | $37.66M | 0.2% | $1.26 | $1.07 | — | CONVERTIBLE SECURITY | 743424AD5 |
| MRSH | MARSH & MCLENNAN COS | 456,714 | $37.17M | 0.2% | $81.39 * | $70.77 | +0.6% | COMMON STOCK | 571748102 |
| — | THE PRICELINE GROUP INC | 20,800 | $36.15M | 0.2% | $1737.74 | — | — | Put | 741503953 |
| — | WORKDAY INC | 28,707,000 | $36.13M | 0.2% | $1.26 | $1.18 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| HAL | HALLIBURTON CO | 735,052 | $35.92M | 0.2% | $48.87 * | $39.42 | +5.6% | COMMON STOCK | 406216101 |
| EXPE | EXPEDIA INC | 299,711 | $35.9M | 0.2% | $119.77 * | $116.82 | -0.9% | COMMON STOCK | 30212P303 |
| — | TAL EDUCATION GROUP | 5,250,000 | $35.84M | 0.2% | $6.83 | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| — | TRINITY INDUSTRIES INC | 22,500,000 | $35.6M | 0.2% | $1.58 | $1.34 | — | CONVERTIBLE SECURITY | 896522AF6 |
| AL | AIR LEASE | 734,521 | $35.32M | 0.2% | $48.09 * | $31.86 | +31.3% | COMMON STOCK | 00912X302 |
| CRM | SALESFORCE.COM INC | 345,487 | $35.32M | 0.2% | $102.23 | $70.79 | +42.7% | COMMON STOCK | 79466L302 |
| AMGN | AMGEN INC | 202,150 | $35.15M | 0.2% | $173.90 * | $107.03 | +27.3% | COMMON STOCK | 031162100 |
| SYK | STRYKER CORP | 225,097 | $34.85M | 0.2% | $154.84 * | $74.14 | +91.6% | COMMON STOCK | 863667101 |
| — | RAYTHEON CO | 183,647 | $34.5M | 0.2% | $187.85 | $159.72 | — | COMMON STOCK | 755111507 |
| TSLA | TESLA INC | 110,465 | $34.39M | 0.2% | $311.35 * | $22.40 | -7.3% | COMMON STOCK | 88160R101 |
| LMT | LOCKHEED MARTIN CORP | 104,468 | $33.54M | 0.2% | $321.05 * | $148.68 | +74.4% | COMMON STOCK | 539830109 |
| — | CTRIP.COM INTL LTD | 29,785,000 | $33.28M | 0.2% | $1.12 | $1.17 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| CSCO | CISCO SYSTEMS INC | 868,628 | $33.27M | 0.2% | $38.30 * | $20.08 | +49.4% | COMMON STOCK | 17275R102 |
| KMX | CARMAX INC | 517,649 | $33.2M | 0.2% | $64.13 | $70.43 | -8.9% | COMMON STOCK | 143130102 |
| — | BRISTOL-MYERS SQUIBB | 536,000 | $32.85M | 0.2% | $61.28 | — | — | Put | 110122958 |
| — | MOLINA HEALTHCARE INC | 23,429,000 | $32.56M | 0.2% | $1.39 | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| IWN | ISHARES RUSSELL 2000 VALUE ETF | 253,425 | $31.87M | 0.2% | $125.75 | $119.94 | +4.8% | COMMON STOCK | 464287630 |
| — | BIOMARIN PHARMACEUTICAL INC | 26,816,000 | $31.86M | 0.2% | $1.19 | $1.14 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| TJX | TJX COMPANIES INC | 414,065 | $31.66M | 0.2% | $76.46 * | $31.69 | +8.0% | COMMON STOCK | 872540109 |
| MNST | MONSTER BEVERAGE CORP | 497,222 | $31.47M | 0.2% | $63.29 * | $23.42 | +35.1% | COMMON STOCK | 61174X109 |
| — | STANLEY BLACK & DECKER INC | 185,000 | $31.39M | 0.2% | $169.69 | — | — | Call | 854502901 |
| — | DYCOM INDS | 23,811,000 | $31.2M | 0.2% | $1.31 | $1.10 | — | CONVERTIBLE SECURITY | 267475AB7 |
| INTC | INTEL CORP | 675,658 | $31.19M | 0.2% | $46.16 * | $19.48 | +99.0% | COMMON STOCK | 458140100 |
| AXP | AMER EXPRESS CO. | 313,771 | $31.16M | 0.2% | $99.31 * | $59.00 | +50.7% | COMMON STOCK | 025816109 |
| CSX | CSX CORPORATION | 561,177 | $30.87M | 0.2% | $55.01 * | $9.32 | +76.7% | COMMON STOCK | 126408103 |
| STZ | CONSTELLATION BRANDS INC | 134,955 | $30.85M | 0.2% | $228.57 * | $137.76 | +46.0% | COMMON STOCK | 21036P108 |
| COST | COSTCO WHOLESALE CORP | 164,903 | $30.69M | 0.2% | $186.12 * | $91.75 | +81.7% | COMMON STOCK | 22160K105 |
| EXC | EXELON CORP | 771,119 | $30.39M | 0.2% | $39.41 * | $18.67 | +13.9% | COMMON STOCK | 30161N101 |
| NVDA | NVIDIA CORP | 155,396 | $30.07M | 0.2% | $193.50 * | $3.12 | +53.5% | COMMON STOCK | 67066G104 |
| PRU | PRUDENTIAL FINANCIAL INC | 261,312 | $30.05M | 0.2% | $114.98 * | $61.86 | +26.7% | COMMON STOCK | 744320102 |
| ACN | ACCENTURE PLC | 195,215 | $29.89M | 0.2% | $153.09 * | $77.76 | +75.0% | COMMON STOCK | G1151C101 |
| EFA | ISHARES MSCI EAFE INDEX FUND | 421,690 | $29.65M | 0.2% | $70.31 | $68.02 | +3.4% | COMMON STOCK | 464287465 |
| MO | ALTRIA GROUP INC | 413,168 | $29.5M | 0.2% | $71.41 * | $25.89 | +52.0% | COMMON STOCK | 02209S103 |
| EVR | EVERCORE INC | 327,688 | $29.49M | 0.2% | $90.00 * | $69.79 | +8.2% | COMMON STOCK | 29977A105 |
| LITE | LUMENTUM HOLDINGS INC | 601,025 | $29.39M | 0.1% | $48.90 | $48.40 | +1.0% | COMMON STOCK | 55024U109 |
| — | BANK OF AMERICA CORP | 975,000 | $28.78M | 0.1% | $29.52 | — | — | Call | 060505904 |
| BK | BANK OF NEW YORK MELLON CORP | 527,749 | $28.43M | 0.1% | $53.86 * | $29.42 | +46.8% | COMMON STOCK | 064058100 |
| — | BLACKHAWK NETWORK HOLDINGS I | 27,631,000 | $28.42M | 0.1% | $1.03 | $1.10 | — | CONVERTIBLE SECURITY | 09238EAB0 |
| — | SPDR BARCLAYS CAPITAL HIGH | 770,825 | $28.3M | 0.1% | $36.72 | $37.27 | — | COMMON STOCK | 78464A417 |
| — | WELLTOWER INC | 471,545 | $28.23M | 0.1% | $59.87 | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| SLM | SLM CORP | 2,492,295 | $28.16M | 0.1% | $11.30 | $11.63 | -2.9% | COMMON STOCK | 78442P106 |
| MGM | MGM RESORTS INTERNATIONAL | 835,015 | $27.88M | 0.1% | $33.39 * | $26.69 | +19.9% | COMMON STOCK | 552953101 |
| — | RTI INTL METALS | 24,321,000 | $27.88M | 0.1% | $1.15 | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | TUTOR PERINI CORP | 24,861,000 | $27.88M | 0.1% | $1.12 | $1.17 | — | CONVERTIBLE SECURITY | 901109AD0 |
| GM | GENERAL MOTORS CO | 677,051 | $27.75M | 0.1% | $40.99 * | $30.74 | +17.2% | COMMON STOCK | 37045V100 |
| MET | METLIFE INC | 545,415 | $27.58M | 0.1% | $50.56 * | $32.17 | +19.3% | COMMON STOCK | 59156R108 |
| ORCL | ORACLE CORP | 576,502 | $27.26M | 0.1% | $47.28 * | $33.63 | +24.7% | COMMON STOCK | 68389X105 |
| TMO | THERMO FISHER SCIENTIFIC INC | 143,276 | $27.2M | 0.1% | $189.88 * | $124.62 | +49.2% | COMMON STOCK | 883556102 |
| MDT | MEDTRONIC PLC | 336,897 | $27.2M | 0.1% | $80.75 * | $61.03 | +7.9% | COMMON STOCK | G5960L103 |
| NOC | NORTHROP GRUMMAN CORP | 88,430 | $27.14M | 0.1% | $306.91 * | $134.16 | +100.8% | COMMON STOCK | 666807102 |
| — | CYPRESS SEMICONDUCTOR CORP | 20,100,000 | $26.59M | 0.1% | $1.32 | $1.31 | — | CONVERTIBLE SECURITY | 232806AM1 |
| — | CTRIP.COM INTL LTD | 24,575,000 | $25.89M | 0.1% | $1.05 | $1.08 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| RDN | RADIAN GROUP INC | 1,235,234 | $25.46M | 0.1% | $20.61 * | $14.88 | +14.7% | COMMON STOCK | 750236101 |
| — | WPX ENERGY | 407,607 | $25.21M | 0.1% | $61.85 | $42.71 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| — | ROVI CORP | 26,465,000 | $25.19M | 0.1% | $0.95 | $1.00 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | MERCADOLIBRE INC | 10,000,000 | $25.13M | 0.1% | $2.51 | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| — | IONIS PHARMACEUTICALS INC | 23,600,000 | $25.03M | 0.1% | $1.06 | $1.11 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| ZION | ZIONS BANCORPORATION | 471,308 | $23.96M | 0.1% | $50.83 | $40.52 | +25.4% | COMMON STOCK | 989701107 |
| — | FINISAR CORP | 25,393,000 | $23.69M | 0.1% | $0.93 | $0.93 | — | CONVERTIBLE SECURITY | 31787AAP6 |
| UPS | UNITED PARCEL SERVICE | 198,695 | $23.68M | 0.1% | $119.15 * | $65.90 | +33.2% | COMMON STOCK | 911312106 |
| — | FLEETCOR TECHNOLOGIES INC | 121,068 | $23.3M | 0.1% | $192.43 | $168.86 | — | COMMON STOCK | 339041105 |
| VGK | VANGUARD FTSE EUROPE | 390,500 | $23.1M | 0.1% | $59.15 | $49.02 | +20.7% | COMMON STOCK | 922042874 |
| — | TERADYNE INC | 15,938,000 | $22.92M | 0.1% | $1.44 | $1.44 | — | CONVERTIBLE SECURITY | 880770AG7 |
| — | LIGAND PHARMACEUTICALS INC | 12,500,000 | $22.91M | 0.1% | $1.83 | $1.39 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| GILD | GILEAD SCIENCES INC | 315,847 | $22.63M | 0.1% | $71.64 * | $51.65 | +2.7% | COMMON STOCK | 375558103 |
| — | NXP SEMICONDUCT NV | 18,175,000 | $22.59M | 0.1% | $1.24 | $1.10 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| — | IRONWOOD PHARMACEUTICALS INC | 19,174,000 | $22.48M | 0.1% | $1.17 | $1.04 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| — | HARRIS CORP | 158,705 | $22.48M | 0.1% | $141.65 | $112.27 | — | COMMON STOCK | 413875105 |
| — | DYNEGY INC | 275,000 | $21.79M | 0.1% | $79.22 | $74.72 | — | CONVERTIBLE PREFERRED SECURITY | 26817R405 |
| — | COLONY STARWOOD HOMES | 16,940,000 | $21.77M | 0.1% | $1.29 | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| AIG | AMER INTL GROUP | 363,488 | $21.66M | 0.1% | $59.58 * | $35.29 | +37.2% | COMMON STOCK | 026874784 |
| NKE | NIKE INC | 344,247 | $21.53M | 0.1% | $62.55 * | $42.35 | +33.3% | COMMON STOCK | 654106103 |
| DHI | D R HORTON INC | 420,847 | $21.49M | 0.1% | $51.07 * | $28.33 | +65.1% | COMMON STOCK | 23331A109 |
| COP | CONOCOPHILLIPS | 390,474 | $21.43M | 0.1% | $54.89 * | $40.80 | +3.8% | COMMON STOCK | 20825C104 |
| — | WALGREENS BOOTS ALLIANCE INC | 294,890 | $21.41M | 0.1% | $72.62 | $79.39 | — | COMMON STOCK | 931427108 |
| COF | CAPITAL ONE FINANCIAL CORP | 212,807 | $21.19M | 0.1% | $99.58 * | $73.10 | +18.6% | COMMON STOCK | 14040H105 |
| FIS | FIDELITY NATIONAL INFORMATION | 222,381 | $20.92M | 0.1% | $94.09 * | $66.34 | +22.8% | COMMON STOCK | 31620M106 |
| — | BB&T CORPORATION | 418,239 | $20.8M | 0.1% | $49.72 | $36.96 | — | COMMON STOCK | 054937107 |
| IBB | ISHARES NASDAQ BIOTECH INDX | 191,205 | $20.41M | 0.1% | $106.77 | $104.52 | +2.2% | COMMON STOCK | 464287556 |
| — | TOTAL SYSTEM SERVICES INC | 256,383 | $20.28M | 0.1% | $79.09 | $53.46 | — | COMMON STOCK | 891906109 |
| TRU | TRANSUNION | 368,316 | $20.24M | 0.1% | $54.96 * | $36.13 | +46.7% | COMMON STOCK | 89400J107 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 480,604 | $20.21M | 0.1% | $42.05 | $37.28 | +12.8% | COMMON STOCK | 00737L103 |
| — | PALO ALTO NETWORKS | 14,649,000 | $20.15M | 0.1% | $1.38 | $1.57 | — | CONVERTIBLE SECURITY | 697435AB1 |
| — | FINISAR CORP | 19,845,000 | $20.07M | 0.1% | $1.01 | $1.03 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| — | MICRON TECHNOLOGY | 5,270,000 | $20.01M | 0.1% | $3.80 | $1.51 | — | CONVERTIBLE SECURITY | 595112AU7 |
| BP | BP PLC | 475,000 | $19.96M | 0.1% | $42.03 | $42.56 | -1.2% | COMMON STOCK | 055622104 |
| — | INSULET CORP | 15,000,000 | $19.82M | 0.1% | $1.32 | $1.32 | — | CONVERTIBLE SECURITY | 45784PAF8 |
| — | AETNA INC | 109,358 | $19.73M | 0.1% | $180.39 | $113.17 | — | COMMON STOCK | 00817Y108 |
| — | BIOMARIN PHARMACEUTICAL INC | 18,165,000 | $19.63M | 0.1% | $1.08 | $1.23 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| WCN | WASTE CONNECTIONS INC | 274,880 | $19.5M | 0.1% | $70.94 * | $47.59 | +41.1% | COMMON STOCK | 94106B101 |
| CB | CHUBB LTD | 133,268 | $19.47M | 0.1% | $146.13 * | $113.27 | +12.4% | COMMON STOCK | H1467J104 |
| LLY | ELI LILLY & CO | 230,543 | $19.47M | 0.1% | $84.46 * | $43.19 | +73.5% | COMMON STOCK | 532457108 |
| — | LIVE NATION ENTERTAINMENT INC | 15,000,000 | $19.44M | 0.1% | $1.30 | $1.23 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| — | MOLINA HEALTHCARE INC | 10,000,000 | $19.29M | 0.1% | $1.93 | $1.50 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| CCL | CARNIVAL CORP | 289,347 | $19.2M | 0.1% | $66.37 * | $30.28 | +101.7% | COMMON STOCK | 143658300 |
| MHK | MOHAWK INDS INC | 69,551 | $19.19M | 0.1% | $275.90 | $202.78 | +36.1% | COMMON STOCK | 608190104 |
| BABA | ALIBABA GROUP HOLDING LTD | 110,077 | $18.98M | 0.1% | $172.43 | $102.18 | +68.8% | COMMON STOCK | 01609W102 |
| — | WEATHERFORD INTERNATIONAL LTD | 17,621,000 | $18.92M | 0.1% | $1.07 | $1.28 | — | CONVERTIBLE SECURITY | 947075AH0 |
| ABT | ABBOTT LABORATORIES | 327,988 | $18.72M | 0.1% | $57.07 * | $33.41 | +48.4% | COMMON STOCK | 002824100 |
| — | ALLEGHENY TECHNOLOGIES INC | 10,000,000 | $18.61M | 0.1% | $1.86 | $1.28 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| MPC | MARATHON PETROLEUM | 281,114 | $18.55M | 0.1% | $65.98 * | $38.78 | +32.4% | COMMON STOCK | 56585A102 |
| ETN | EATON CORP PLC | 233,827 | $18.48M | 0.1% | $79.01 * | $47.79 | +41.3% | COMMON STOCK | G29183103 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 15,937,000 | $18.47M | 0.1% | $1.16 | $0.99 | — | CONVERTIBLE SECURITY | 049164BH8 |
| — | XILINX INC | 270,428 | $18.23M | 0.1% | $67.42 | $66.41 | — | COMMON STOCK | 983919101 |
| — | SONY CORP | 401,000 | $18.2M | 0.1% | $45.40 | — | — | Call | 835699907 |
| — | VEECO INSTRUMENTS INC. | 20,849,000 | $18.17M | 0.1% | $0.87 | $1.04 | — | CONVERTIBLE SECURITY | 922417AD2 |
| — | SM ENERGY CO | 18,434,000 | $18.15M | 0.1% | $0.98 | $1.09 | — | CONVERTIBLE SECURITY | 78454LAM2 |
| — | AIR LEASE | 10,799,000 | $18.12M | 0.1% | $1.68 | $1.68 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| ASML | ASML HOLDING NV | 103,455 | $18M | 0.1% | $174.01 | $176.43 | -1.5% | COMMON STOCK | N07059210 |
| — | ELLIE MAE INC | 201,219 | $17.99M | 0.1% | $89.40 | $89.40 | — | COMMON STOCK | 28849P100 |
| — | GREENBRIER COMPANIES | 11,821,000 | $17.81M | 0.1% | $1.51 | $1.38 | — | CONVERTIBLE SECURITY | 393657AH4 |
| MCHP | MICROCHIP TECHNOLOGY INC | 202,237 | $17.77M | 0.1% | $87.88 * | $27.11 | +39.7% | COMMON STOCK | 595017104 |
| — | PIONEER NATURAL RESOURCES CO | 102,152 | $17.66M | 0.1% | $172.85 | $141.89 | — | COMMON STOCK | 723787107 |
| — | VIPSHOP HOLDINGS LTD | 17,500,000 | $17.46M | 0.1% | $1.00 | $1.05 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| PCAR | PACCAR INC | 245,570 | $17.45M | 0.1% | $71.08 * | $34.20 | +1.7% | COMMON STOCK | 693718108 |
| — | TTM TECHNOLOGIES INC | 10,000,000 | $17.31M | 0.1% | $1.73 | $1.44 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| — | SOUTHWESTERN ENERGY CO | 1,451,265 | $17.27M | 0.1% | $11.90 | $38.51 | — | CONVERTIBLE PREFERRED SECURITY | 845467208 |
| — | AMAZON.COM INC | 14,700 | $17.19M | 0.1% | $1169.46 | — | — | Call | 023135906 |
| F | FORD MOTOR CO | 1,365,045 | $17.05M | 0.1% | $12.49 * | $7.80 | +4.6% | COMMON STOCK | 345370860 |
| — | KNOWLES CORPORATION | 15,135,000 | $16.8M | 0.1% | $1.11 | $1.18 | — | CONVERTIBLE SECURITY | 49926DAB5 |
| — | INNOVIVA INC | 16,402,000 | $16.25M | 0.1% | $0.99 | $0.98 | — | CONVERTIBLE SECURITY | 88338TAB0 |
| — | STANLEY BLACK & DECKER INC | 130,670 | $16.04M | 0.1% | $122.75 | $109.72 | — | CONVERTIBLE PREFERRED SECURITY | 854502887 |
| — | PDC ENERGY INC | 16,305,000 | $16.03M | 0.1% | $0.98 | $1.11 | — | CONVERTIBLE SECURITY | 69327RAD3 |
| — | WAYFAIR | 15,000,000 | $15.71M | 0.1% | $1.05 | $0.97 | — | CONVERTIBLE SECURITY | 94419LAA9 |
| — | STARWOOD PROPERTY TRUST INC | 15,461,000 | $15.68M | 0.1% | $1.01 | $1.00 | — | CONVERTIBLE SECURITY | 85571BAH8 |
| FRCB | FIRST REPUBLIC BANK | 175,050 | $15.17M | 0.1% | $86.64 * | $47.03 | +77.8% | COMMON STOCK | 33616C100 |
| — | CALATLANTIC GROUP INC | 15,000,000 | $15.09M | 0.1% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 783764AS2 |
| — | MICROSOFT CORP | 176,100 | $15.06M | 0.1% | $85.54 | — | — | Call | 594918904 |
| — | ESTEE LAUDER | 118,000 | $15.01M | 0.1% | $127.24 | — | — | Call | 518439904 |
| — | HERBALIFE LTD | 15,000,000 | $14.98M | 0.1% | $1.00 | $0.96 | — | CONVERTIBLE SECURITY | 42703MAB9 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 125,066 | $14.92M | 0.1% | $119.28 * | $104.67 | +5.8% | COMMON STOCK | V7780T103 |
| — | ALLERGAN PLC | 90,000 | $14.72M | 0.1% | $163.58 | — | — | Call | G0177J908 |
| UBS | UBS GROUP AG | 794,000 | $14.6M | 0.1% | $18.39 | $16.50 | +11.5% | COMMON STOCK | H42097107 |
| CE | CELANESE CORP | 134,484 | $14.4M | 0.1% | $107.08 * | $73.96 | +24.1% | COMMON STOCK | 150870103 |
| — | NUANCE COMMUNICATIONS INC | 15,000,000 | $14.38M | 0.1% | $0.96 | $0.91 | — | CONVERTIBLE SECURITY | 67020YAK6 |
| NEE | NEXTERA ENERGY INC | 91,742 | $14.33M | 0.1% | $156.19 * | $18.83 | +70.0% | COMMON STOCK | 65339F101 |
| — | STARWOOD PROPERTY TRUST INC | 13,893,000 | $14.33M | 0.1% | $1.03 | $1.03 | — | CONVERTIBLE SECURITY | 85571BAA3 |
| — | VIRTUS INVESTMENT PARTNERS | 140,000 | $14.27M | 0.1% | $101.90 | $97.84 | — | CONVERTIBLE PREFERRED SECURITY | 92828Q208 |
| — | MEDICINES CO | 15,250,000 | $14.03M | 0.1% | $0.92 | $1.05 | — | CONVERTIBLE SECURITY | 584688AG0 |
| — | SHUTTERFLY INC | 14,000,000 | $13.92M | 0.1% | $0.99 | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| DLTR | DOLLAR TREE | 129,285 | $13.87M | 0.1% | $107.31 | $97.73 | +9.8% | COMMON STOCK | 256746108 |
| IBM | INT'L BUSINESS MACHINES CORP | 90,239 | $13.84M | 0.1% | $153.41 * | $112.01 | -7.6% | COMMON STOCK | 459200101 |
| A | AGILENT TECHNOLOGIES INC | 204,255 | $13.68M | 0.1% | $66.97 * | $58.05 | +8.9% | COMMON STOCK | 00846U101 |
| — | 51JOB INC | 9,178,000 | $13.63M | 0.1% | $1.48 | $1.48 | — | CONVERTIBLE SECURITY | 316827AC8 |
| — | ECHO GLOBAL LOGISTICS INC | 13,135,000 | $13.56M | 0.1% | $1.03 | $1.03 | — | CONVERTIBLE SECURITY | 27875TAA9 |
| — | CEMEX SAB DE CV | 13,025,000 | $13.51M | 0.1% | $1.04 | $1.14 | — | CONVERTIBLE SECURITY | 151290BR3 |
| — | PIONEER NATURAL RESOURCES CO | 77,300 | $13.36M | 0.1% | $172.85 | — | — | Call | 723787907 |
| UAL | UNITED CONTINENTAL HOLDINGS IN | 193,000 | $13.01M | 0.1% | $67.40 | $63.20 | +6.6% | COMMON STOCK | 910047109 |
| — | ARES CAPITAL CORP | 12,581,000 | $12.87M | 0.1% | $1.02 | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| WHR | WHIRLPOOL CORP | 75,645 | $12.76M | 0.1% | $168.64 | $186.48 | -9.6% | COMMON STOCK | 963320106 |
| — | ZIONS BANCORP | 243,500 | $12.38M | 0.1% | $50.83 | — | — | Call | 989701907 |
| — | RAMBUS INC | 10,000,000 | $12.21M | 0.1% | $1.22 | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| MMM | 3M CO | 51,845 | $12.2M | 0.1% | $235.37 * | $88.65 | +67.8% | COMMON STOCK | 88579Y101 |
| QCOM | QUALCOMM INC | 190,508 | $12.2M | 0.1% | $64.02 * | $45.73 | +13.7% | COMMON STOCK | 747525103 |
| DUK | DUKE ENERGY CORP | 143,597 | $12.08M | 0.1% | $84.11 * | $43.43 | +39.6% | COMMON STOCK | 26441C204 |
| — | CSG SYS INTL | 11,000,000 | $12.05M | 0.1% | $1.10 | $1.04 | — | CONVERTIBLE SECURITY | 126349AF6 |
| — | UNITED TECHNOLOGIES CORP | 93,832 | $11.97M | 0.1% | $127.57 | $97.34 | — | COMMON STOCK | 913017109 |
| — | CORNERSTONE ONDEMAND INC | 12,000,000 | $11.95M | 0.1% | $1.00 | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| — | VAIL RESORTS | 55,500 | $11.79M | 0.1% | $212.47 | — | — | Call | 91879Q909 |
| — | BAIDU INC | 50,200 | $11.76M | 0.1% | $234.20 | — | — | Call | 056752908 |
| AMT | AMERICAN TOWER REIT INC | 80,711 | $11.52M | 0.1% | $142.67 * | $95.54 | +21.6% | COMMON STOCK | 03027X100 |
| — | THE PRICELINE GROUP INC | 6,600 | $11.47M | 0.1% | $1737.73 | — | — | Call | 741503903 |
| — | INTEGRATED DEVICE TECHNOLOGY | 10,000,000 | $11.27M | 0.1% | $1.13 | $1.04 | — | CONVERTIBLE SECURITY | 458118AC0 |
| HYG | ISHARES IBOXX HY CORP BOND | 128,625 | $11.22M | 0.1% | $87.26 | $88.24 | -1.1% | COMMON STOCK | 464288513 |
| — | NEW ORIENTAL EDUCATION | 118,520 | $11.14M | 0.1% | $94.00 | $76.46 | — | COMMON STOCK | 647581107 |
| — | EVERBRIDGE INC | 10,000,000 | $11.14M | 0.1% | $1.11 | $1.11 | — | CONVERTIBLE SECURITY | 29978AAA2 |
| EXP | EAGLE MATERIALS INC | 98,271 | $11.13M | 0.1% | $113.30 * | $85.95 | +26.8% | COMMON STOCK | 26969P108 |
| — | REALPAGE INC | 251,205 | $11.13M | 0.1% | $44.30 | $39.90 | — | COMMON STOCK | 75606N109 |
| — | SINA CORP | 10,000,000 | $11.11M | 0.1% | $1.11 | $0.99 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| — | ZILLOW GROUP INC | 10,000,000 | $10.96M | 0.1% | $1.10 | $1.10 | — | CONVERTIBLE SECURITY | 98954MAB7 |
| PAYC | PAYCOM SOFTWARE INC | 134,018 | $10.77M | 0.1% | $80.33 | $52.01 | +51.4% | COMMON STOCK | 70432V102 |
| — | WHITING PETROLEUM CORP | 11,560,000 | $10.7M | 0.1% | $0.93 | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| CVS | CVS HEALTH CORP | 144,771 | $10.5M | 0.1% | $72.50 * | $47.37 | +18.6% | COMMON STOCK | 126650100 |
| — | WORKDAY INC | 7,564,000 | $10.4M | 0.1% | $1.38 | $1.16 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| — | VIAVI SOLUTIONS INC | 10,000,000 | $10.33M | 0.1% | $1.03 | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| — | TCP CAPITAL CORP | 10,000,000 | $10.28M | 0.1% | $1.03 | $1.04 | — | CONVERTIBLE SECURITY | 87238QAD5 |
| — | WRIGHT MEDICAL | 10,000,000 | $10.26M | 0.1% | $1.03 | $0.90 | — | CONVERTIBLE SECURITY | 98235TAE7 |
| DE | DEERE & CO | 65,225 | $10.21M | 0.1% | $156.50 * | $70.78 | +96.3% | COMMON STOCK | 244199105 |
| — | ELECTRONICS FOR IMAGING INC | 10,500,000 | $10.21M | 0.1% | $0.97 | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| — | AKAMAI TECHNOLOGIES INC | 10,000,000 | $10.08M | 0.1% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 00971TAG6 |
| FDX | FEDEX CORP | 40,204 | $10.03M | 0.1% | $249.55 * | $108.13 | +101.2% | COMMON STOCK | 31428X106 |
| — | LIBERTY MEDIA | 14,210,392 | $9.964M | 0.1% | $0.70 | $0.71 | — | CONVERTIBLE SECURITY | 530715AG6 |
| ELV | ANTHEM INC | 43,511 | $9.79M | 0.0% | $225.00 * | $114.11 | +77.6% | COMMON STOCK | 036752103 |
| NUE | NUCOR CORP | 153,825 | $9.78M | 0.0% | $63.58 * | $50.16 | +6.8% | COMMON STOCK | 670346105 |
| — | THE PRICELINE GROUP INC | 8,344,000 | $9.778M | 0.0% | $1.17 | $1.05 | — | CONVERTIBLE SECURITY | 741503AX4 |
| ADBE | ADOBE SYSTEMS INC | 55,290 | $9.689M | 0.0% | $175.24 | $149.24 | +17.4% | COMMON STOCK | 00724F101 |
| — | RENEWABLE ENERGY GROUP INC | 7,500,000 | $9.646M | 0.0% | $1.29 | $1.36 | — | CONVERTIBLE SECURITY | 75972AAC7 |
| — | INFINERA CORP | 9,500,000 | $9.545M | 0.0% | $1.00 | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| BIIB | BIOGEN INC | 29,800 | $9.493M | 0.0% | $318.56 | $311.91 | +2.1% | COMMON STOCK | 09062X103 |
| SCHW | SCHWAB (CHARLES) CORP | 184,103 | $9.457M | 0.0% | $51.37 * | $25.67 | +79.5% | COMMON STOCK | 808513105 |
| — | SPECTRA ENERGY PARTNERS LP | 238,200 | $9.418M | 0.0% | $39.54 | $44.38 | — | COMMON STOCK | 84756N109 |
| — | TWITTER INC | 10,000,000 | $9.305M | 0.0% | $0.93 | $0.83 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| WELL | WELLTOWER INC | 144,196 | $9.195M | 0.0% | $63.77 * | $46.65 | +3.2% | COMMON STOCK | 95040Q104 |
| SYF | SYNCHRONY FINANCIAL | 237,886 | $9.185M | 0.0% | $38.61 * | $27.15 | +16.6% | COMMON STOCK | 87165B103 |
| — | WRIGHT MEDICAL GROUP NV | 7,500,000 | $9.166M | 0.0% | $1.22 | $1.42 | — | CONVERTIBLE SECURITY | 98236JAB4 |
| — | JAZZ PHARMACEUTICLS | 9,015,000 | $9.061M | 0.0% | $1.01 | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| — | MAGELLAN MIDSTREAM PARTNERS | 127,005 | $9.01M | 0.0% | $70.94 | $71.06 | — | COMMON STOCK | 559080106 |
| ILMN | ILLUMINA INC | 41,087 | $8.977M | 0.0% | $218.49 * | $122.56 | +73.4% | COMMON STOCK | 452327109 |
| CBRE | CBRE GROUP INC | 205,025 | $8.88M | 0.0% | $43.31 | $34.44 | +25.7% | COMMON STOCK | 12504L109 |
| CCI | CROWN CASTLE INTL CORP | 79,856 | $8.865M | 0.0% | $111.01 * | $64.02 | +23.9% | COMMON STOCK | 22822V101 |
| PYPL | PAYPAL HOLDINGS INC | 120,023 | $8.836M | 0.0% | $73.62 | $40.49 | +81.4% | COMMON STOCK | 70450Y103 |
| — | VIPSHOP HOLDINGS LTD | 750,000 | $8.79M | 0.0% | $11.72 | — | — | Call | 92763W903 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 8,160,000 | $8.744M | 0.0% | $1.07 | $1.03 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| — | CIGNA CORP | 42,850 | $8.702M | 0.0% | $203.08 | $100.62 | — | COMMON STOCK | 125509109 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $8.658M | 0.0% | $0.87 | $0.96 | — | CONVERTIBLE SECURITY | 00163UAD8 |
| — | SUNPOWER CORP | 10,000,000 | $8.614M | 0.0% | $0.86 | $0.71 | — | CONVERTIBLE SECURITY | 867652AL3 |
| FISV | FISERV INC | 64,169 | $8.414M | 0.0% | $131.12 * | $32.40 | +102.4% | COMMON STOCK | 337738108 |
| — | TIME WARNER INC | 91,711 | $8.389M | 0.0% | $91.47 | $77.79 | — | COMMON STOCK | 887317303 |
| CSIQ | CANADIAN SOLAR INC | 495,000 | $8.346M | 0.0% | $16.86 | $14.82 | +13.8% | COMMON STOCK | 136635109 |
| LUV | SOUTHWEST AIRLINES | 126,641 | $8.289M | 0.0% | $65.45 * | $37.14 | +59.4% | COMMON STOCK | 844741108 |
| PVH | PVH CORP | 60,352 | $8.281M | 0.0% | $137.21 | $118.61 | +14.4% | COMMON STOCK | 693656100 |
| — | LIBERTY MEDIA | 11,890,000 | $8.231M | 0.0% | $0.69 | $0.71 | — | CONVERTIBLE SECURITY | 530715AL5 |
| — | NAVISTAR INTL | 7,500,000 | $8.178M | 0.0% | $1.09 | $1.02 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| — | IMMUNOMEDICS | 2,500,000 | $8.096M | 0.0% | $3.24 | $2.83 | — | CONVERTIBLE SECURITY | 452907AK4 |
| SPG | SIMON PROPERTY GROUP INC | 46,220 | $7.938M | 0.0% | $171.74 * | $89.63 | +24.3% | COMMON STOCK | 828806109 |
| — | MEDICINES CO | 7,500,000 | $7.936M | 0.0% | $1.06 | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| — | CARDTRONICS INC | 8,800,000 | $7.89M | 0.0% | $0.90 | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 297,530 | $7.888M | 0.0% | $26.51 | $26.07 | — | COMMON STOCK | 293792107 |
| — | NVIDIA CORP | 40,500 | $7.837M | 0.0% | $193.51 | — | — | Call | 67066G904 |
| — | EXPRESS SCRIPTS HOLDING CO | 104,451 | $7.796M | 0.0% | $74.64 | $68.36 | — | COMMON STOCK | 30219G108 |
| ITW | ILL TOOL WORKS INC | 46,105 | $7.693M | 0.0% | $166.86 * | $64.08 | +114.6% | COMMON STOCK | 452308109 |
| — | QUIDEL CORP | 5,000,000 | $7.605M | 0.0% | $1.52 | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| — | DOMINION ENERGY INC | 146,852 | $7.586M | 0.0% | $51.66 | $49.93 | — | CONVERTIBLE PREFERRED SECURITY | 25746U836 |
| — | TWENTY-FIRST CENTURY FOX INC | 217,533 | $7.511M | 0.0% | $34.53 | $33.54 | — | COMMON STOCK | 90130A101 |
| — | TIMKENSTEEL CORP | 5,000,000 | $7.497M | 0.0% | $1.50 | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| — | EURONET WORLDWIDE INC | 5,998,000 | $7.407M | 0.0% | $1.23 | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| — | BLACKROCK INC | 14,036 | $7.21M | 0.0% | $513.68 | $286.57 | — | COMMON STOCK | 09247X101 |
| TSM | TAIWAN SEMICONDUCTOR | 180,000 | $7.137M | 0.0% | $39.65 | $36.52 | +8.6% | COMMON STOCK | 874039100 |
| NOK | NOKIA CP | 1,520,000 | $7.083M | 0.0% | $4.66 | $3.52 | +32.4% | COMMON STOCK | 654902204 |
| — | HORIZON PHARMA PLC | 7,500,000 | $7M | 0.0% | $0.93 | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| GD | GENERAL DYNAMICS CORP | 34,082 | $6.934M | 0.0% | $203.45 * | $72.84 | +132.9% | COMMON STOCK | 369550108 |
| — | AEROJET ROCKETDYNE HOLDINGS IN | 5,000,000 | $6.921M | 0.0% | $1.38 | $1.38 | — | CONVERTIBLE SECURITY | 007800AB1 |
| — | PANDORA MEDIA INC | 7,500,000 | $6.656M | 0.0% | $0.89 | $1.02 | — | CONVERTIBLE SECURITY | 698354AB3 |
| ALL | ALLSTATE CORP | 62,939 | $6.59M | 0.0% | $104.70 * | $40.31 | +116.1% | COMMON STOCK | 020002101 |
| AJG | ARTHUR J GALLAGHER & CO | 103,974 | $6.579M | 0.0% | $63.28 * | $49.73 | +13.7% | COMMON STOCK | 363576109 |
| — | APTIV PLC | 77,436 | $6.569M | 0.0% | $84.83 | $84.83 | — | COMMON STOCK | G6095L109 |
| ALLE | ALLEGION PUBLIC LIMITED CO | 82,409 | $6.556M | 0.0% | $79.55 * | $56.10 | +28.6% | COMMON STOCK | G0176J109 |
| LYB | LYONDELLBASELL INDUSTRIES | 59,158 | $6.526M | 0.0% | $110.31 * | $39.65 | +71.3% | COMMON STOCK | N53745100 |
| ITUB | ITAU UNIBANCO HOLDING SA | 501,300 | $6.517M | 0.0% | $13.00 | $11.26 | +15.5% | COMMON STOCK | 465562106 |
| — | MONSANTO CO -NEW | 54,157 | $6.324M | 0.0% | $116.77 | $104.39 | — | COMMON STOCK | 61166W101 |
| — | HOLOGIC INC | 4,500,000 | $6.287M | 0.0% | $1.40 | $1.07 | — | CONVERTIBLE SECURITY | 436440AC5 |
| DHR | DANAHER CORP | 67,545 | $6.27M | 0.0% | $92.83 * | $35.59 | +122.7% | COMMON STOCK | 235851102 |
| — | ROCKWELL COLLINS INC | 46,148 | $6.259M | 0.0% | $135.63 | $105.08 | — | COMMON STOCK | 774341101 |
| BIDU | BAIDU INC | 26,640 | $6.239M | 0.0% | $234.20 | $202.13 | +15.9% | COMMON STOCK | 056752108 |
| TXN | TEXAS INSTRUMENTS INC | 59,673 | $6.232M | 0.0% | $104.44 * | $35.44 | +135.4% | COMMON STOCK | 882508104 |
| OXY | OCCIDENTAL PETROLEUM CORP | 84,487 | $6.223M | 0.0% | $73.66 * | $57.56 | +4.8% | COMMON STOCK | 674599105 |
| IVV | ISHARES S&P 500 INDEX FUND | 23,056 | $6.199M | 0.0% | $268.87 | $225.98 | +19.0% | COMMON STOCK | 464287200 |
| — | LAM RESEARCH CORP | 2,018,000 | $6.181M | 0.0% | $3.06 | $1.60 | — | CONVERTIBLE SECURITY | 512807AL2 |
| — | FORESTAR GROUP INC | 6,000,000 | $6.13M | 0.0% | $1.02 | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| — | PRAXAIR INC | 39,419 | $6.097M | 0.0% | $154.67 | $121.69 | — | COMMON STOCK | 74005P104 |
| CL | COLGATE-PALMOLIVE CO | 78,839 | $5.948M | 0.0% | $75.44 * | $46.11 | +35.3% | COMMON STOCK | 194162103 |
| — | FIREEYE | 6,433,000 | $5.922M | 0.0% | $0.92 | $0.92 | — | CONVERTIBLE SECURITY | 31816QAD3 |
| MU | MICRON TECHNOLOGY INC | 142,647 | $5.866M | 0.0% | $41.12 * | $17.06 | +135.2% | COMMON STOCK | 595112103 |
| — | INPHI CORP | 5,000,000 | $5.836M | 0.0% | $1.17 | $1.29 | — | CONVERTIBLE SECURITY | 45772FAB3 |
| — | AMTRUST FIN SVCS | 7,821,000 | $5.686M | 0.0% | $0.73 | $0.87 | — | CONVERTIBLE SECURITY | 032359AG6 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 82,763 | $5.664M | 0.0% | $68.44 * | $38.17 | +35.6% | COMMON STOCK | 34964C106 |
| PNR | PENTAIR PLC | 79,612 | $5.622M | 0.0% | $70.62 * | $37.64 | +11.6% | COMMON STOCK | G7S00T104 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 79,065 | $5.615M | 0.0% | $71.02 * | $44.42 | +42.7% | COMMON STOCK | 192446102 |
| XYL | XYLEM INC | 81,257 | $5.542M | 0.0% | $68.20 * | $45.95 | +34.9% | COMMON STOCK | 98419M100 |
| TGT | TARGET CORP | 84,780 | $5.532M | 0.0% | $65.25 * | $54.17 | -3.6% | COMMON STOCK | 87612E106 |
| — | TE CONNECTIVITY LTD | 58,095 | $5.521M | 0.0% | $95.03 | $60.97 | — | COMMON STOCK | H84989104 |
| — | STARWOOD PROPERTY TRUST INC | 5,000,000 | $5.511M | 0.0% | $1.10 | $1.12 | — | CONVERTIBLE SECURITY | 85571BAB1 |
| — | OASIS PETROLEUM INC | 5,000,000 | $5.367M | 0.0% | $1.07 | $1.12 | — | CONVERTIBLE SECURITY | 674215AJ7 |
| — | NAVISTAR INTERNATIONAL CORP | 125,000 | $5.36M | 0.0% | $42.88 | — | — | Call | 63934E908 |
| HPQ | HP INC | 253,052 | $5.317M | 0.0% | $21.01 * | $9.36 | +72.4% | COMMON STOCK | 40434L105 |
| AEP | AMER ELECTRIC POWER INC | 70,997 | $5.223M | 0.0% | $73.57 * | $33.29 | +66.4% | COMMON STOCK | 025537101 |
| — | ENVESTNET INC | 5,000,000 | $5.218M | 0.0% | $1.04 | $1.04 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| — | GOLDMAN SACHS BDC INC | 5,000,000 | $5.202M | 0.0% | $1.04 | $1.04 | — | CONVERTIBLE SECURITY | 38147UAB3 |
| APH | AMPHENOL CORP | 59,038 | $5.184M | 0.0% | $87.81 * | $12.48 | +63.0% | COMMON STOCK | 032095101 |
| DVN | DEVON ENERGY CORPORATION | 124,080 | $5.137M | 0.0% | $41.40 * | $34.31 | -14.3% | COMMON STOCK | 25179M103 |
| NSC | NORFOLK SOTHN CORP | 35,270 | $5.111M | 0.0% | $144.91 * | $70.74 | +74.2% | COMMON STOCK | 655844108 |
| KHC | KRAFT HEINZ CO. | 65,701 | $5.109M | 0.0% | $77.76 * | $48.49 | +9.4% | COMMON STOCK | 500754106 |
| CHTR | CHARTER COMMUNICATIONS INC | 15,168 | $5.096M | 0.0% | $335.97 | $279.58 | +20.2% | COMMON STOCK | 16119P108 |
| VLO | VALERO ENERGY | 55,402 | $5.092M | 0.0% | $91.91 * | $31.69 | +110.7% | COMMON STOCK | 91913Y100 |
| ABBNY | ABB LTD | 190,000 | $5.089M | 0.0% | $26.78 * | $24.65 | +4.4% | COMMON STOCK | 000375204 |
| — | APOLLO COMMERCIAL REAL ESTATE | 5,000,000 | $5.073M | 0.0% | $1.01 | $1.02 | — | CONVERTIBLE SECURITY | 03762UAB1 |
| — | RED HAT INC | 41,355 | $4.967M | 0.0% | $120.11 | $88.10 | — | COMMON STOCK | 756577102 |
| — | FIREEYE | 5,253,000 | $4.941M | 0.0% | $0.94 | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| VALE | VALE SA-ADR | 399,966 | $4.892M | 0.0% | $12.23 | $8.50 | +43.9% | COMMON STOCK | 91912E105 |
| — | AKAMAI TECHNOLOGIES INC | 75,000 | $4.878M | 0.0% | $65.04 | — | — | Call | 00971T901 |
| — | REDWOOD TRUST INC | 5,000,000 | $4.859M | 0.0% | $0.97 | $1.00 | — | CONVERTIBLE SECURITY | 758075AC9 |
| — | ABBVIE | 50,200 | $4.855M | 0.0% | $96.71 | — | — | Call | 00287Y909 |
| ARE | ALEXANDRIA REAL EST EQUITIES | 37,128 | $4.849M | 0.0% | $130.60 * | $85.33 | +14.4% | COMMON STOCK | 015271109 |
| — | HORIZON GLOBAL CORP | 5,000,000 | $4.811M | 0.0% | $0.96 | $0.91 | — | CONVERTIBLE SECURITY | 44052WAA2 |
| NEM | NEWMONT MINING CORP | 128,093 | $4.806M | 0.0% | $37.52 * | $21.20 | +40.4% | COMMON STOCK | 651639106 |
| APD | AIR PRODUCTS & CHEMICALS INC | 29,278 | $4.804M | 0.0% | $164.08 * | $76.74 | +76.0% | COMMON STOCK | 009158106 |
| — | RADIUS HEALTH | 5,000,000 | $4.804M | 0.0% | $0.96 | $1.01 | — | CONVERTIBLE SECURITY | 750469AA6 |
| — | FEDERAL REALTY INVS TRUST | 35,754 | $4.748M | 0.0% | $132.80 | $133.10 | — | COMMON STOCK | 313747206 |
| EBAY | EBAY INC | 124,434 | $4.696M | 0.0% | $37.74 * | $21.16 | +58.7% | COMMON STOCK | 278642103 |
| — | AMERICA MOVIL SA | 272,680 | $4.676M | 0.0% | $17.15 | $19.01 | — | COMMON STOCK | 02364W105 |
| PBR | PETROLEO BRASILEIRO SA | 451,575 | $4.647M | 0.0% | $10.29 | $10.40 | -1.1% | COMMON STOCK | 71654V408 |
| RF | REGIONS FINANCIAL CORP | 267,844 | $4.628M | 0.0% | $17.28 * | $7.09 | +78.6% | COMMON STOCK | 7591EP100 |
| TPR | TAPESTRY INC | 104,330 | $4.615M | 0.0% | $44.23 * | $32.95 | +7.9% | COMMON STOCK | 876030107 |
| STT | STATE STREET CORP | 47,155 | $4.603M | 0.0% | $97.61 * | $49.29 | +54.8% | COMMON STOCK | 857477103 |
| EW | EDWARDS LIFESCI | 39,872 | $4.494M | 0.0% | $112.71 * | $36.52 | +2.9% | COMMON STOCK | 28176E108 |
| — | ACTIVISION BLIZZARD INC | 70,351 | $4.455M | 0.0% | $63.33 | $57.82 | — | COMMON STOCK | 00507V109 |
| NI | NISOURCE INC | 173,414 | $4.452M | 0.0% | $25.67 * | $18.92 | +4.3% | COMMON STOCK | 65473P105 |
| — | CALATLANTIC GROUP INC | 2,447,000 | $4.399M | 0.0% | $1.80 | $1.28 | — | CONVERTIBLE SECURITY | 783764AQ6 |
| — | M/I HOMES INC | 4,000,000 | $4.342M | 0.0% | $1.09 | $1.04 | — | CONVERTIBLE SECURITY | 55292PAB1 |
| — | VALE SA | 410,000 | $4.321M | 0.0% | $10.54 | — | — | Call | 91912E905 |
| VRTX | VERTEX PHARMACEUTICALS INC | 28,682 | $4.298M | 0.0% | $149.85 | $121.43 | +23.4% | COMMON STOCK | 92532F100 |
| FCX | FREEPORT-MCMORAN INC | 226,669 | $4.298M | 0.0% | $18.96 * | $21.18 | -18.8% | COMMON STOCK | 35671D857 |
| CMI | CUMMINS INC | 24,088 | $4.255M | 0.0% | $176.64 * | $109.36 | +31.0% | COMMON STOCK | 231021106 |
| — | B2GOLD CORPORATION | 4,000,000 | $4.245M | 0.0% | $1.06 | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| — | SUNTRUST BANKS INC | 65,444 | $4.227M | 0.0% | $64.59 | $36.09 | — | COMMON STOCK | 867914103 |
| — | VARIAN MEDICAL SYSTEMS INC | 37,912 | $4.214M | 0.0% | $111.15 | $92.67 | — | COMMON STOCK | 92220P105 |
| PPG | PPG INDUSTRIES INC | 35,970 | $4.202M | 0.0% | $116.82 * | $78.03 | +28.7% | COMMON STOCK | 693506107 |
| FITB | FIFTH THIRD BK | 138,174 | $4.192M | 0.0% | $30.34 * | $16.29 | +38.0% | COMMON STOCK | 316773100 |
| MAC | MACERICH COMPANY | 63,781 | $4.189M | 0.0% | $65.68 | $63.34 | — | COMMON STOCK | 554382101 |
| ADSK | AUTODESK INC | 39,743 | $4.166M | 0.0% | $104.82 | $85.05 | +23.3% | COMMON STOCK | 052769106 |
| KMI | KINDER MORGAN INC | 230,450 | $4.164M | 0.0% | $18.07 * | $16.49 | -30.3% | COMMON STOCK | 49456B101 |
| KMB | KIMBERLY-CLARK CORP | 34,281 | $4.136M | 0.0% | $120.65 * | $68.98 | +32.2% | COMMON STOCK | 494368103 |
| FE | FIRSTENERGY CORP | 134,432 | $4.116M | 0.0% | $30.62 * | $22.01 | +0.2% | COMMON STOCK | 337932107 |
| — | CARNIVAL CORP | 62,000 | $4.115M | 0.0% | $66.37 | — | — | Call | 14365C903 |
| — | GULFMARK OFFSHORE INC | 144,113 | $4.106M | 0.0% | $28.49 | $28.49 | — | COMMON STOCK | 402629505 |
| DG | DOLLAR GENERAL | 44,045 | $4.097M | 0.0% | $93.02 * | $62.96 | +33.1% | COMMON STOCK | 256677105 |
| LKQ | LKQ CORP | 100,357 | $4.082M | 0.0% | $40.67 * | $28.85 | +26.5% | COMMON STOCK | 501889208 |
| BALL | BALL CORP | 107,184 | $4.057M | 0.0% | $37.85 * | $35.99 | -3.7% | COMMON STOCK | 058498106 |
| TRV | TRAVELERS COMPANIES INC | 29,748 | $4.035M | 0.0% | $135.64 * | $67.83 | +68.1% | COMMON STOCK | 89417E109 |
| — | INTERCEPT PHARMACEUTICALS | 5,000,000 | $4.033M | 0.0% | $0.81 | $1.12 | — | CONVERTIBLE SECURITY | 45845PAA6 |
| JCI | JOHNSON CONTROLS INTERNATIONAL | 105,689 | $4.028M | 0.0% | $38.11 * | $34.30 | -7.1% | COMMON STOCK | G51502105 |
| DXC | DXC TECHNOLOGY CO | 42,329 | $4.017M | 0.0% | $94.90 * | $63.04 | +24.1% | COMMON STOCK | 23355L106 |
| AVY | AVERY DENNISON | 34,932 | $4.012M | 0.0% | $114.85 * | $62.69 | +59.0% | COMMON STOCK | 053611109 |
| GIS | GENERAL MILLS INC | 67,547 | $4.005M | 0.0% | $59.29 * | $33.76 | +31.7% | COMMON STOCK | 370334104 |
| TDG | TRANSDIGM GROUP INC | 14,465 | $3.972M | 0.0% | $274.59 * | $176.03 | +15.8% | COMMON STOCK | 893641100 |
| — | ANADARKO PETROLEUM | 72,683 | $3.899M | 0.0% | $53.64 | $81.60 | — | COMMON STOCK | 032511107 |
| ROST | ROSS STORES INC | 48,336 | $3.879M | 0.0% | $80.25 * | $51.03 | +45.2% | COMMON STOCK | 778296103 |
| PLD | PROLOGIS INC | 60,131 | $3.879M | 0.0% | $64.51 * | $27.97 | +84.7% | COMMON STOCK | 74340W103 |
| — | ALCOA CORP | 72,000 | $3.879M | 0.0% | $53.88 | — | — | Call | 013872906 |
| MUFG | MITSUBISHI UFJ FINANCIAL | 525,600 | $3.821M | 0.0% | $7.27 | $6.82 | +6.6% | COMMON STOCK | 606822104 |
| DLR | DIGITAL REALTY TRUST INC | 33,498 | $3.815M | 0.0% | $113.89 * | $68.54 | +25.8% | COMMON STOCK | 253868103 |
| BLD | TOPBUILD | 49,999 | $3.787M | 0.0% | $75.74 | $30.95 | +144.7% | COMMON STOCK | 89055F103 |
| — | MICRON TECHNOLOGY | 996,000 | $3.787M | 0.0% | $3.80 | $3.14 | — | CONVERTIBLE SECURITY | 595112AV5 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.785M | 0.0% | $0.95 | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| DRI | DARDEN RESTAURANTS INC | 39,009 | $3.746M | 0.0% | $96.03 * | $50.04 | +53.3% | COMMON STOCK | 237194105 |
| PSX | PHILLIPS 66 | 37,013 | $3.744M | 0.0% | $101.15 * | $46.30 | +59.9% | COMMON STOCK | 718546104 |
| MCK | MCKESSON CORP | 23,982 | $3.74M | 0.0% | $155.95 * | $141.73 | +3.3% | COMMON STOCK | 58155Q103 |
| — | FLIR SYSTEMS INC | 79,762 | $3.719M | 0.0% | $46.63 | $34.53 | — | COMMON STOCK | 302445101 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 66,082 | $3.719M | 0.0% | $56.28 * | $26.16 | +80.2% | COMMON STOCK | 416515104 |
| — | CERNER CORP | 54,892 | $3.699M | 0.0% | $67.39 | $72.15 | — | COMMON STOCK | 156782104 |
| EQIX | EQUINIX INC | 8,111 | $3.676M | 0.0% | $453.21 * | $298.21 | +30.3% | COMMON STOCK | 29444U700 |
| WDC | WESTERN DIGITAL CORP | 46,122 | $3.668M | 0.0% | $79.53 * | $58.31 | -5.8% | COMMON STOCK | 958102105 |
| — | JACOBS ENGINEERING GROUP INC | 55,440 | $3.657M | 0.0% | $65.96 | $55.24 | — | COMMON STOCK | 469814107 |
| DGX | QUEST DIAGNOSTC | 36,779 | $3.622M | 0.0% | $98.48 * | $61.95 | +35.3% | COMMON STOCK | 74834L100 |
| IDXX | IDEXX LABORATORIES INC | 23,099 | $3.612M | 0.0% | $156.37 | $139.23 | +12.3% | COMMON STOCK | 45168D104 |
| KR | KROGER CO | 131,425 | $3.608M | 0.0% | $27.45 * | $25.76 | -10.1% | COMMON STOCK | 501044101 |
| WY | WEYERHAEUSER CO | 101,949 | $3.595M | 0.0% | $35.26 * | $24.02 | +7.5% | COMMON STOCK | 962166104 |
| AES | AES CORP | 329,905 | $3.573M | 0.0% | $10.83 * | $8.29 | -2.4% | COMMON STOCK | 00130H105 |
| — | CONCHO RESOURCES INC | 23,689 | $3.559M | 0.0% | $150.24 | $133.90 | — | COMMON STOCK | 20605P101 |
| ED | CONSOL EDISON | 41,851 | $3.555M | 0.0% | $84.94 * | $39.72 | +60.1% | COMMON STOCK | 209115104 |
| — | COWEN INC | 3,500,000 | $3.553M | 0.0% | $1.02 | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| GWW | WW GRAINGER INC | 14,963 | $3.535M | 0.0% | $236.25 * | $165.55 | +27.7% | COMMON STOCK | 384802104 |
| TRGP | TARGA RESOURCES CORP | 72,605 | $3.516M | 0.0% | $48.43 * | $32.63 | +9.1% | COMMON STOCK | 87612G101 |
| CHD | CHURCH & DWIGHT CO INC | 69,926 | $3.508M | 0.0% | $50.17 * | $45.79 | -0.9% | COMMON STOCK | 171340102 |
| — | OCEAN RIG UDW INC | 130,654 | $3.502M | 0.0% | $26.80 | $23.77 | — | COMMON STOCK | G66964118 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 28,810 | $3.477M | 0.0% | $120.69 * | $90.76 | +21.0% | COMMON STOCK | 98956P102 |
| — | CTRIP.COM INTL LTD | 3,360,000 | $3.439M | 0.0% | $1.02 | $1.08 | — | CONVERTIBLE SECURITY | 22943FAM2 |
| — | APARTMENT INVT & MGMT | 77,799 | $3.401M | 0.0% | $43.72 | $45.33 | — | COMMON STOCK | 03748R101 |
| AFL | AFLAC INC | 38,664 | $3.394M | 0.0% | $87.78 * | $21.06 | +72.8% | COMMON STOCK | 001055102 |
| — | 58.COM | 46,740 | $3.345M | 0.0% | $71.57 | $65.04 | — | COMMON STOCK | 31680Q104 |
| TTWO | TAKE-TWO INTER | 30,165 | $3.312M | 0.0% | $109.80 | $47.23 | +132.4% | COMMON STOCK | 874054109 |
| EIX | EDISON INTL | 52,283 | $3.306M | 0.0% | $63.23 * | $33.90 | +32.6% | COMMON STOCK | 281020107 |
| PSA | STORAGE PROPERTIES | 15,531 | $3.246M | 0.0% | $209.00 * | $132.91 | +13.5% | COMMON STOCK | 74460D109 |
| PEG | PUBLIC SERVICE ENTERPRISE GROUP | 62,775 | $3.233M | 0.0% | $51.50 * | $23.16 | +69.7% | COMMON STOCK | 744573106 |
| GRMN | GARMIN LTD | 53,878 | $3.21M | 0.0% | $59.58 * | $39.35 | +24.8% | COMMON STOCK | H2906T109 |
| — | PETROBRAS BRASILEIRO SA | 307,500 | $3.164M | 0.0% | $10.29 | — | — | Call | 71654V901 |
| — | CIMAREX ENERGY CO | 25,853 | $3.154M | 0.0% | $122.00 | $124.22 | — | COMMON STOCK | 171798101 |
| — | OLD REPUBLIC INTL CORP | 2,181,000 | $3.034M | 0.0% | $1.39 | $1.20 | — | CONVERTIBLE SECURITY | 680223AH7 |
| — | ILLUMINA INC | 2,448,000 | $2.905M | 0.0% | $1.19 | $1.14 | — | CONVERTIBLE SECURITY | 452327AH2 |
| FLR | FLUOR CORP-NEW | 56,230 | $2.904M | 0.0% | $51.65 * | $50.96 | -4.3% | COMMON STOCK | 343412102 |
| D | DOMINION ENERGY INC | 35,671 | $2.891M | 0.0% | $81.05 * | $38.11 | +49.0% | COMMON STOCK | 25746U109 |
| FFIV | F5 NETWORKSINC | 21,985 | $2.885M | 0.0% | $131.23 | $130.62 | +0.5% | COMMON STOCK | 315616102 |
| WMB | WILLIAMS CO. | 92,560 | $2.822M | 0.0% | $30.49 * | $21.77 | -9.8% | COMMON STOCK | 969457100 |
| PCG | P G & E CORP | 62,773 | $2.814M | 0.0% | $44.83 | $41.92 | +5.7% | COMMON STOCK | 69331C108 |
| — | SOLARCITY | 3,000,000 | $2.792M | 0.0% | $0.93 | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| — | ARES CAPITAL CORP | 2,776,000 | $2.78M | 0.0% | $1.00 | $1.06 | — | CONVERTIBLE SECURITY | 04010LAJ2 |
| — | NATIONAL OILWELL VARCO INC | 76,691 | $2.762M | 0.0% | $36.01 | $56.20 | — | COMMON STOCK | 637071101 |
| DVA | DAVITA INC | 38,041 | $2.748M | 0.0% | $72.24 | $68.85 | +4.9% | COMMON STOCK | 23918K108 |
| PHM | PULTEGROUP INC | 82,221 | $2.734M | 0.0% | $33.25 * | $18.49 | +64.6% | COMMON STOCK | 745867101 |
| AKAM | AKAMAI TECHNOLOGIES INC | 41,851 | $2.722M | 0.0% | $65.04 | $54.99 | +18.3% | COMMON STOCK | 00971T101 |
| CMS | CMS ENERGY CORP | 57,506 | $2.72M | 0.0% | $47.30 * | $20.61 | +81.0% | COMMON STOCK | 125896100 |
| UDR | UDR INC | 70,126 | $2.701M | 0.0% | $38.52 * | $25.18 | +14.2% | COMMON STOCK | 902653104 |
| — | JUNIPER NETWORKS INC | 93,001 | $2.651M | 0.0% | $28.51 | $27.69 | — | COMMON STOCK | 48203R104 |
| — | KELLOGG CO | 38,959 | $2.648M | 0.0% | $67.97 * | $40.04 | +19.1% | COMMON STOCK | 487836108 |
| — | CALAMP CORP | 2,500,000 | $2.643M | 0.0% | $1.06 | $0.94 | — | CONVERTIBLE SECURITY | 128126AB5 |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 181,170 | $2.602M | 0.0% | $14.36 * | $8.51 | +31.7% | COMMON STOCK | 42824C109 |
| — | PATTERSON COS INC | 70,989 | $2.565M | 0.0% | $36.13 | $41.10 | — | COMMON STOCK | 703395103 |
| ADM | ARCHER DANIELS MIDLAND | 63,709 | $2.553M | 0.0% | $40.07 * | $25.53 | +23.9% | COMMON STOCK | 039483102 |
| — | BROCADE COMMUNICATIONS SYSTEMS | 2,500,000 | $2.544M | 0.0% | $1.02 | $0.99 | — | CONVERTIBLE SECURITY | 111621AQ1 |
| DVY | ISHARES DJ SELECT DVD | 25,685 | $2.531M | 0.0% | $98.54 | $81.87 | +20.4% | COMMON STOCK | 464287168 |
| — | SYMANTEC CORP | 88,878 | $2.494M | 0.0% | $28.06 | $23.21 | — | COMMON STOCK | 871503108 |
| EQR | EQUITY RESIDENTIAL | 38,293 | $2.442M | 0.0% | $63.77 * | $45.51 | +4.4% | COMMON STOCK | 29476L107 |
| IBN | ICICI BANK LTD | 249,237 | $2.425M | 0.0% | $9.73 | $9.19 | +5.9% | COMMON STOCK | 45104G104 |
| O | REALTY INCOME CORP | 42,121 | $2.402M | 0.0% | $57.03 * | $36.39 | +3.5% | COMMON STOCK | 756109104 |
| M | MACYS INC | 94,789 | $2.388M | 0.0% | $25.19 | $35.82 | -29.7% | COMMON STOCK | 55616P104 |
| — | PROSPECT CAPITAL CORP | 2,300,000 | $2.314M | 0.0% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 74348TAL6 |
| JD | JD.COM | 55,680 | $2.306M | 0.0% | $41.42 | $37.73 | +9.8% | COMMON STOCK | 47215P106 |
| SWKS | SKYWORKS SOLUTIONS INC | 24,136 | $2.292M | 0.0% | $94.96 * | $85.09 | -6.8% | COMMON STOCK | 83088M102 |
| KEY | KEYCORP | 112,935 | $2.278M | 0.0% | $20.17 * | $13.07 | +7.3% | COMMON STOCK | 493267108 |
| — | JEFFERIES GROUP INC | 2,242,000 | $2.248M | 0.0% | $1.00 | $1.03 | — | CONVERTIBLE SECURITY | 472319AG7 |
| AVB | AVALONBAY COMMUNITIES INC | 12,555 | $2.24M | 0.0% | $178.41 * | $112.58 | +20.5% | COMMON STOCK | 053484101 |
| — | BARRICK GOLD CORP | 154,000 | $2.235M | 0.0% | $14.51 | $14.51 | — | COMMON STOCK | 067901108 |
| — | APACHE CORP | 50,664 | $2.139M | 0.0% | $42.22 | $69.79 | — | COMMON STOCK | 037411105 |
| — | FOOT LOCKER INC | 45,497 | $2.133M | 0.0% | $46.88 | $68.05 | — | COMMON STOCK | 344849104 |
| CAH | CARDINAL HEALTH INC | 34,814 | $2.133M | 0.0% | $61.27 * | $56.87 | -14.9% | COMMON STOCK | 14149Y108 |
| — | NOBLE ENERGY INC | 73,193 | $2.133M | 0.0% | $29.14 | $53.33 | — | COMMON STOCK | 655044105 |
| NTRS | NORTHERN TRUST CORP | 21,225 | $2.12M | 0.0% | $99.88 * | $75.28 | +5.1% | COMMON STOCK | 665859104 |
| INCY | INCYTE GENOMICS INC | 21,954 | $2.079M | 0.0% | $94.70 | $98.41 | -3.8% | COMMON STOCK | 45337C102 |
| — | GENERAL MOTORS CO | 88,470 | $2.065M | 0.0% | $23.34 | $16.70 | — | WARRANTS | 37045V126 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $2.065M | 0.0% | $20.86 | $15.16 | +37.6% | COMMON STOCK | 56501R106 |
| MOS | MOSAIC CO | 78,841 | $2.023M | 0.0% | $25.66 * | $42.98 | -47.5% | COMMON STOCK | 61945C103 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $2.009M | 0.0% | $1.00 | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| — | COLONY FINANCIAL INC | 2,000,000 | $1.991M | 0.0% | $1.00 | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| — | ANTHEM INC | 646,000 | $1.99M | 0.0% | $3.08 | $2.08 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | MACQUARIE INFRASTRUCTURE CO | 1,906,000 | $1.974M | 0.0% | $1.04 | $1.16 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| — | GNC CORP | 4,000,000 | $1.885M | 0.0% | $0.47 | $0.61 | — | CONVERTIBLE SECURITY | 36191GAB3 |
| IEFA | ISHARES CORE MSCI EAFE | 27,311 | $1.805M | 0.0% | $66.09 | $55.93 | +18.2% | COMMON STOCK | 46432F842 |
| — | CENTURYLINK INC | 105,922 | $1.767M | 0.0% | $16.68 | $33.90 | — | COMMON STOCK | 156700106 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 5,701 | $1.648M | 0.0% | $289.07 * | $11.19 | -48.3% | COMMON STOCK | 169656105 |
| TRMB | TRIMBLE INC | 40,225 | $1.635M | 0.0% | $40.65 | $21.11 | +92.5% | COMMON STOCK | 896239100 |
| — | FRONTIER COMMUNICATIONS CORP | 150,000 | $1.623M | 0.0% | $10.82 | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| BKR | BAKER HUGHES A GE CO | 50,713 | $1.605M | 0.0% | $31.65 * | $28.18 | -10.3% | COMMON STOCK | 05722G100 |
| IJH | ISHARES S&P MIDCAP 400 | 8,412 | $1.596M | 0.0% | $189.73 * | $31.86 | +19.1% | COMMON STOCK | 464287507 |
| GME | GAMESTOP CORP | 86,095 | $1.545M | 0.0% | $17.95 * | $4.37 | -10.3% | COMMON STOCK | 36467W109 |
| — | GLOBAL X FTSE GREECE 20 | 149,000 | $1.532M | 0.0% | $10.28 | $8.49 | — | COMMON STOCK | 37950E366 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.523M | 0.0% | $1.02 | $1.02 | — | CONVERTIBLE SECURITY | 09257WAB6 |
| VNO | VORNADO REALTY TRUST | 18,920 | $1.479M | 0.0% | $78.17 | $84.98 | — | COMMON STOCK | 929042109 |
| CWB | SPDR BARCLAYS CONVERTIBLE SE | 28,534 | $1.444M | 0.0% | $50.61 | $51.45 | -1.6% | COMMON STOCK | 78464A359 |
| INDA | ISHARES MSCI INDIA ETF | 39,750 | $1.434M | 0.0% | $36.08 | $28.13 | +28.2% | COMMON STOCK | 46429B598 |
| MAR | MARRIOTT INTL INC | 10,070 | $1.367M | 0.0% | $135.75 * | $114.71 | +10.7% | COMMON STOCK | 571903202 |
| — | LABORATORY CORP LYONS | 587,000 | $1.261M | 0.0% | $2.15 | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| AMD | ADVANCED MICRO DEVICES INC | 120,844 | $1.242M | 0.0% | $10.28 | $12.25 | -16.1% | COMMON STOCK | 007903107 |
| — | SPIRIT REALTY CAPITAL INC | 1,191,000 | $1.236M | 0.0% | $1.04 | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| ENB | ENBRIDGE INC | 29,000 | $1.134M | 0.0% | $39.10 * | $23.31 | +2.3% | COMMON STOCK | 29250N105 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $1.115M | 0.0% | $18.58 | $68.78 | — | COMMON STOCK | 25271C102 |
| — | JNJ (ALZA CP) | 569,000 | $1.094M | 0.0% | $1.92 | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| — | BLUE BUFFALO PET PRODUCTS | 33,300 | $1.092M | 0.0% | $32.79 | $32.79 | — | COMMON STOCK | 09531U102 |
| ON | ON SEMICONDUCTOR CORP | 50,700 | $1.062M | 0.0% | $20.95 | $14.50 | +44.4% | COMMON STOCK | 682189105 |
| — | DANAHER CORP | 283,000 | $1.004M | 0.0% | $3.55 | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | RPM INTL INC | 845,000 | $980K | 0.0% | $1.16 | $1.14 | — | CONVERTIBLE SECURITY | 749685AT0 |
| NBIS | YANDEX NV | 29,307 | $960K | 0.0% | $32.76 | $19.21 | — | COMMON STOCK | N97284108 |
| — | MACQUARIE INFRASTRUCTURE | 964,000 | $925K | 0.0% | $0.96 | $1.01 | — | CONVERTIBLE SECURITY | 55608BAB1 |
| VNM | VANECK VECTORS VIETNAM ETF | 48,863 | $874K | 0.0% | $17.89 | $14.24 | +25.6% | COMMON STOCK | 92189F817 |
| YELP | YELP INC | 20,000 | $839K | 0.0% | $41.95 | $27.74 | +51.3% | COMMON STOCK | 985817105 |
| — | NEW YORK CMTY TRUST V | 16,410 | $837K | 0.0% | $51.01 | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| — | SEACOR HOLDINGS INC | 800,000 | $811K | 0.0% | $1.01 | $1.19 | — | CONVERTIBLE SECURITY | 811904AM3 |
| SCHX | SCHWAB US LARGE-CAP ETF | 12,224 | $780K | 0.0% | $63.81 * | $9.57 | +11.1% | COMMON STOCK | 808524201 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 12,942 | $759K | 0.0% | $58.65 | $59.99 | -2.3% | COMMON STOCK | 10922N103 |
| — | POWERSHARES S&P 500 LOW VOLA | 14,350 | $685K | 0.0% | $47.74 | $42.01 | — | COMMON STOCK | 73937B779 |
| — | FIDELITY NL FIN-CONVRT TO CASH | 185,000 | $568K | 0.0% | $3.07 | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| NWL | NEWELL BRANDS INC | 17,525 | $542K | 0.0% | $30.93 * | $31.35 | -31.8% | COMMON STOCK | 651229106 |
| IEMG | ISHARES CORE MSCI EMERGING | 7,553 | $430K | 0.0% | $56.93 | $54.28 | +4.8% | COMMON STOCK | 46434G103 |
| SCHM | SCHWAB US MID CAP ETF | 7,583 | $404K | 0.0% | $53.28 * | $15.94 | +11.4% | COMMON STOCK | 808524508 |
| USB | US BANCORP | 6,780 | $363K | 0.0% | $53.54 * | $23.81 | +64.2% | COMMON STOCK | 902973304 |
| — | KRANE FUNDS | 32,670,000 | $343K | 0.0% | $0.01 | — | — | Put | 500767956 |
| SHW | SHERWIN WILLIAM | 815 | $334K | 0.0% | $409.82 * | $103.46 | +23.0% | COMMON STOCK | 824348106 |
| — | POWERSHARES QQQ NASDAQ 100 | 43,250,000 | $292K | 0.0% | $0.01 | — | — | Put | 73935A954 |
| PGR | PROGRESSIVE CORP OHIO | 5,050 | $284K | 0.0% | $56.24 * | $19.50 | +123.1% | COMMON STOCK | 743315103 |
| — | PROSPECT CAPITAL CORP | 275,000 | $283K | 0.0% | $1.03 | $1.01 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| PFG | PRINCIPAL FINANCIAL GROUP INC | 3,725 | $263K | 0.0% | $70.60 * | $24.79 | +108.9% | COMMON STOCK | 74251V102 |
| SCHA | SCHWAB US SMALL CAP ETF | 3,774 | $263K | 0.0% | $69.69 * | $15.84 | +10.1% | COMMON STOCK | 808524607 |
| IVW | BARCLAY/ISHARES FUNDS | 1,718 | $262K | 0.0% | $152.50 * | $37.36 | +2.2% | COMMON STOCK | 464287309 |
| UNM | UNUMPROVIDENT CORP | 4,260 | $234K | 0.0% | $54.93 | $40.01 | +37.2% | COMMON STOCK | 91529Y106 |
| AMP | AMERIPRISE FINANCIAL INC | 1,380 | $234K | 0.0% | $169.57 * | $84.78 | +71.1% | COMMON STOCK | 03076C106 |
| — | ANDEAVOR | 2,050 | $234K | 0.0% | $114.15 | $102.93 | — | COMMON STOCK | 03349M105 |
| EFAV | ISHARES EDGE MSCI MIN VOL EAFE | 3,193 | $233K | 0.0% | $72.97 | $65.06 | +12.2% | COMMON STOCK | 46429B689 |
| XRT | SPDR S&P RETAIL | 4,820 | $218K | 0.0% | $45.23 | $42.03 | +7.5% | COMMON STOCK | 78464A714 |
| SPY | SPDR TRUST SERIES 1 | 817 | $218K | 0.0% | $266.83 | $236.73 | +12.7% | COMMON STOCK | 78462F103 |
| CNC | CENTENE CORP | 2,140 | $216K | 0.0% | $100.93 * | $43.05 | +17.2% | COMMON STOCK | 15135B101 |
| PH | PARKER HANNIFIN CORP | 1,065 | $213K | 0.0% | $200.00 * | $115.01 | +53.7% | COMMON STOCK | 701094104 |
| FANG | DIAMONDBACK ENERGY INC | 1,681 | $212K | 0.0% | $126.12 * | $83.84 | +16.4% | COMMON STOCK | 25278X109 |
| RES | RPC INC | 8,295 | $212K | 0.0% | $25.56 * | $18.11 | +23.7% | COMMON STOCK | 749660106 |
| CME | CME GROUP INC | 1,430 | $209K | 0.0% | $146.15 * | $105.45 | +5.2% | COMMON STOCK | 12572Q105 |
| — | TORCHMARK CORP | 2,305 | $209K | 0.0% | $90.67 | $90.67 | — | COMMON STOCK | 891027104 |
| ROK | ROCKWELL AUTOMTN | 1,055 | $207K | 0.0% | $196.21 * | $163.96 | +3.2% | COMMON STOCK | 773903109 |
| CTRA | CABOT OIL & GAS | 7,080 | $202K | 0.0% | $28.53 * | $20.15 | +4.3% | COMMON STOCK | 127097103 |
| — | UNITED STATES STEEL CORP | 5,725 | $201K | 0.0% | $35.11 | $35.11 | — | COMMON STOCK | 912909108 |
| — | SYNOVUS FINANCIAL CORP | 4,190 | $201K | 0.0% | $47.97 | $47.97 | — | COMMON STOCK | 87161C501 |
| — | BGC PARTNERS INC | 11,995 | $181K | 0.0% | $15.09 | $14.51 | — | COMMON STOCK | 05541T101 |
| — | EXTRACTION OIL & GAS INC | 10,150 | $145K | 0.0% | $14.29 | $15.37 | — | COMMON STOCK | 30227M105 |
| — | LAREDO PETROLEUM INC | 13,675 | $145K | 0.0% | $10.60 | $12.94 | — | COMMON STOCK | 516806106 |
| CX | CEMEX SA -SPON ADR PART CERT | 17,008 | $128K | 0.0% | $7.53 | $8.42 | -10.9% | COMMON STOCK | 151290889 |
| — | NOBLE CORP PLC | 24,000 | $108K | 0.0% | $4.50 | $36.90 | — | COMMON STOCK | G65431101 |
| — | NUANCE COMMUNICATIONS INC | 95,000 | $98,000 | 0.0% | $1.03 | $1.03 | — | CONVERTIBLE SECURITY | 67020YAG5 |