CIK: 0001316507 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: Apr 13, 2018
Total Value ($000): $15,367,851 (75.2% shares, 24.8% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 2,291,014 | $384,387 | 2.5% | $19.21 | +110.4% | COMMON STOCK | 037833100 |
| — | ISHARES MSCI EAFE ETF | 4,982,000 | $347,146 | 2.3% | — | — | Call | 464287905 |
| MSFT | MICROSOFT CORP | 3,159,096 | $288,331 | 1.9% | $35.69 | +136.3% | COMMON STOCK | 594918104 |
| GOOGL | ALPHABET INC | 258,009 | $267,592 | 1.7% | $36.92 | +49.0% | COMMON STOCK | 02079K305 |
| META | FACEBOOK INC | 1,625,085 | $259,673 | 1.7% | $85.38 | +108.8% | COMMON STOCK | 30303M102 |
| — | SPDR S&P 500 ETF | 975,000 | $256,572 | 1.7% | — | — | Put | 78462F953 |
| AMZN | AMAZON.COM INC | 162,695 | $235,475 | 1.5% | $19.11 | +274.2% | COMMON STOCK | 023135106 |
| JPM | JP MORGAN CHASE & CO | 1,822,658 | $200,438 | 1.3% | $40.20 | +127.4% | COMMON STOCK | 46625H100 |
| JNJ | JOHNSON & JOHNSON | 1,550,525 | $198,700 | 1.3% | $75.02 | +44.4% | COMMON STOCK | 478160104 |
| — | INTEL CORP | 67,471,000 | $167,072 | 1.1% | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| — | ISHARES MSCI EMERGING MARKET | 3,226,500 | $154,886 | 1.0% | — | — | Put | 464287954 |
| — | TESLA MOTORS INC | 155,608,000 | $153,932 | 1.0% | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| BAC | BANK OF AMER CP | 4,973,871 | $149,167 | 1.0% | $15.04 | +73.3% | COMMON STOCK | 060505104 |
| — | THE PRICELINE GROUP INC | 81,393,000 | $130,738 | 0.9% | $1.44 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | MICRON TECHNOLOGY INC | 25,000,000 | $129,601 | 0.8% | $3.67 | — | CONVERTIBLE SECURITY | 595112AX1 |
| — | ALLERGAN PLC | 760,302 | $127,952 | 0.8% | $183.96 | — | COMMON STOCK | G0177J108 |
| SPY | SPDR TRUST SERIES 1 | 473,837 | $124,691 | 0.8% | $263.11 | — | COMMON STOCK | 78462F103 |
| — | ISHARES MSCI EAFE ETF | 1,763,000 | $122,846 | 0.8% | — | — | Put | 464287955 |
| — | MICROCHIP TECH (EMBED WARRANT) | 102,500,000 | $122,737 | 0.8% | $1.20 | — | CONVERTIBLE SECURITY | 595017AF1 |
| DAL | DELTA AIR LINES INC | 2,236,157 | $122,564 | 0.8% | $42.33 | +19.9% | COMMON STOCK | 247361702 |
| V | VISA INC | 1,019,658 | $121,972 | 0.8% | $71.13 | +61.3% | COMMON STOCK | 92826C839 |
| XOM | EXXON MOBIL CORP | 1,508,912 | $112,580 | 0.7% | $55.72 | +0.0% | COMMON STOCK | 30231G102 |
| UNH | UNITEDHEALTH GROUP INC | 516,213 | $110,470 | 0.7% | $141.41 | +42.2% | COMMON STOCK | 91324P102 |
| ABBV | ABBVIE | 1,127,011 | $106,672 | 0.7% | $64.57 | +21.6% | COMMON STOCK | 00287Y109 |
| HD | HOME DEPOT | 597,068 | $106,422 | 0.7% | $70.05 | +120.9% | COMMON STOCK | 437076102 |
| AIG | AMER INTL GROUP | 1,755,265 | $95,522 | 0.6% | $45.42 | +5.8% | COMMON STOCK | 026874784 |
| — | ISHARES MSCI EMERGING MARKET | 1,974,800 | $95,344 | 0.6% | — | — | Call | 464287904 |
| CVX | CHEVRONTEXACO CORP | 809,996 | $92,372 | 0.6% | $71.50 | +18.9% | COMMON STOCK | 166764100 |
| — | CROWN CASTLE INTL CORP | 81,663 | $91,294 | 0.6% | $1076.82 | — | CONVERTIBLE PREFERRED SECURITY | 22822V309 |
| DIS | DISNEY WALT CO | 908,274 | $91,228 | 0.6% | $82.25 | +22.8% | COMMON STOCK | 254687106 |
| BAX | BAXTER INTL INC | 1,325,483 | $86,210 | 0.6% | $38.80 | +51.8% | COMMON STOCK | 071813109 |
| — | GOLDMAN SACHS GROUP | 340,400 | $85,734 | 0.6% | — | — | Call | 38141G904 |
| PM | PHILIP MORRIS INTERNATIONAL | 828,098 | $82,313 | 0.5% | $57.39 | +19.7% | COMMON STOCK | 718172109 |
| — | DOWDUPONT INC | 1,286,041 | $81,934 | 0.5% | $69.73 | — | COMMON STOCK | 26078J100 |
| MCD | MCDONALD'S CORP | 511,438 | $79,979 | 0.5% | $107.23 | +27.4% | COMMON STOCK | 580135101 |
| CMCSA | COMCAST CORP | 2,302,727 | $78,685 | 0.5% | $24.96 | +27.4% | COMMON STOCK | 20030N101 |
| — | ANTHEM INC SERIES B UNIT | 1,444,675 | $77,522 | 0.5% | $52.74 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| — | NEXTERA ENERGY INC | 1,340,113 | $77,271 | 0.5% | $53.16 | — | CONVERTIBLE PREFERRED SECURITY | 65339F820 |
| — | E TRADE GROUP | 1,379,580 | $76,443 | 0.5% | $38.84 | — | COMMON STOCK | 269246401 |
| KO | COCA-COLA CO | 1,725,485 | $74,938 | 0.5% | $28.67 | +22.3% | COMMON STOCK | 191216100 |
| C | CITIGROUP INC | 1,101,941 | $74,382 | 0.5% | $37.98 | +51.7% | COMMON STOCK | 172967424 |
| MA | MASTERCARD INC | 423,353 | $74,155 | 0.5% | $85.60 | +91.2% | COMMON STOCK | 57636Q104 |
| SLB | SCHLUMBERGER LTD | 1,108,192 | $71,789 | 0.5% | $53.62 | +4.0% | COMMON STOCK | 806857108 |
| GS | GOLDMAN SACHS | 284,490 | $71,652 | 0.5% | $190.17 | +14.8% | COMMON STOCK | 38141G104 |
| PFE | PFIZER INC | 2,013,878 | $71,473 | 0.5% | $17.35 | +39.7% | COMMON STOCK | 717081103 |
| — | SERVICENOW INC | 30,868,000 | $69,426 | 0.5% | $1.15 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| PG | PROCTER & GAMBLE CO | 875,516 | $69,411 | 0.5% | $61.75 | +9.9% | COMMON STOCK | 742718109 |
| — | ALTABA INC | 49,492,000 | $68,932 | 0.4% | $1.13 | — | CONVERTIBLE SECURITY | 984332AF3 |
| — | WELLS FARGO & COMPANY(WACHOVIA | 53,155 | $68,570 | 0.4% | $1220.75 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| HUM | HUMANA INC. | 249,674 | $67,120 | 0.4% | $253.12 | 0.0% | COMMON STOCK | 444859102 |
| NFLX | NETFLIX INC | 225,210 | $66,516 | 0.4% | $16.10 | +69.1% | COMMON STOCK | 64110L106 |
| — | ALEXION PHARMACEUTICALS INC | 595,578 | $66,384 | 0.4% | $120.56 | — | COMMON STOCK | 015351109 |
| BKNG | BOOKING HOLDINGS INC | 30,711 | $63,891 | 0.4% | $1933.58 | 0.0% | COMMON STOCK | 09857L108 |
| — | SILICON LABORATORIES INC | 54,098,000 | $62,607 | 0.4% | $1.16 | — | CONVERTIBLE SECURITY | 826919AB8 |
| T | AT&T INC | 1,727,552 | $61,588 | 0.4% | $12.78 | +23.8% | COMMON STOCK | 00206R102 |
| PEP | PEPSICO INC | 560,313 | $61,159 | 0.4% | $65.58 | +36.1% | COMMON STOCK | 713448108 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 842,574 | $61,104 | 0.4% | $48.75 | +35.4% | COMMON STOCK | 45866F104 |
| — | BECTON DICKINSON AND CO | 1,044,814 | $61,049 | 0.4% | $54.78 | — | CONVERTIBLE PREFERRED SECURITY | 075887208 |
| AMAT | APPLIED MATERIALS INC | 1,087,641 | $60,484 | 0.4% | $23.84 | +113.4% | COMMON STOCK | 038222105 |
| — | LIBERTY MEDIA CORPORATION | 52,725,000 | $60,463 | 0.4% | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| — | CITRIX SYSTEMS INC | 45,360,000 | $60,179 | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 177376AD2 |
| SBUX | STARBUCKS CORP | 1,031,079 | $59,690 | 0.4% | $37.50 | +29.9% | COMMON STOCK | 855244109 |
| HAL | HALLIBURTON CO | 1,269,702 | $59,600 | 0.4% | $40.54 | +3.8% | COMMON STOCK | 406216101 |
| MRSH | MARSH & MCLENNAN COS | 721,537 | $59,592 | 0.4% | $71.54 | +1.9% | COMMON STOCK | 571748102 |
| CSCO | CISCO SYSTEMS INC | 1,369,070 | $58,720 | 0.4% | $24.97 | +34.0% | COMMON STOCK | 17275R102 |
| — | GENERAL ELECTRIC CO | 4,350,000 | $58,638 | 0.4% | — | — | Call | 369604903 |
| — | ILLUMINA INC | 52,869,000 | $58,556 | 0.4% | $1.06 | — | CONVERTIBLE SECURITY | 452327AF6 |
| — | ON SEMICONDUCTOR CORP | 41,017,000 | $58,367 | 0.4% | $0.97 | — | CONVERTIBLE SECURITY | 682189AK1 |
| — | WORKDAY INC - TRANCHE 1 | 37,839,000 | $58,094 | 0.4% | $1.26 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| — | SQUARE INC | 26,310,000 | $58,033 | 0.4% | $2.21 | — | CONVERTIBLE SECURITY | 852234AB9 |
| HON | HONEYWELL INTL | 393,707 | $56,895 | 0.4% | $69.35 | +69.4% | COMMON STOCK | 438516106 |
| MS | MORGAN STANLEY | 1,049,628 | $56,638 | 0.4% | $31.16 | +40.2% | COMMON STOCK | 617446448 |
| BMY | BRISTOL MYERS SQUIBB | 888,369 | $56,190 | 0.4% | $42.37 | +13.5% | COMMON STOCK | 110122108 |
| UNP | UNION PACIFIC CORP | 410,265 | $55,152 | 0.4% | $66.73 | +69.4% | COMMON STOCK | 907818108 |
| — | NEXTERA ENERGY INC | 756,135 | $55,066 | 0.4% | $59.27 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| VZ | VERIZON COMM | 1,150,579 | $55,021 | 0.4% | $28.68 | +15.2% | COMMON STOCK | 92343V104 |
| — | LABORATORY CRP OF AMER HLDGS | 338,994 | $54,833 | 0.4% | $153.68 | — | COMMON STOCK | 50540R409 |
| WMT | WALMART INC | 613,895 | $54,619 | 0.4% | $20.67 | +37.1% | COMMON STOCK | 931142103 |
| — | BANK OF AMERICA CORP. | 42,127 | $54,321 | 0.4% | $1169.58 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| — | MICRON TECH | 30,000,000 | $53,318 | 0.3% | $1.38 | — | CONVERTIBLE SECURITY | 595112AY9 |
| — | LUMENTUM HOLDINGS INC | 41,258,000 | $52,251 | 0.3% | $1.27 | — | CONVERTIBLE SECURITY | 55024UAB5 |
| BA | BOEING CO | 158,044 | $51,820 | 0.3% | $111.55 | +189.4% | COMMON STOCK | 097023105 |
| — | ROYAL GOLD | 47,980,000 | $50,789 | 0.3% | $1.11 | — | CONVERTIBLE SECURITY | 780287AA6 |
| — | BIOMARIN PHARMACEUTICAL INC | 45,583,000 | $50,500 | 0.3% | $1.13 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| — | LAM RESEARCH CORP | 247,415 | $50,265 | 0.3% | $87.12 | — | COMMON STOCK | 512807108 |
| BRK/B | BERKSHIRE HTH-B | 251,818 | $50,233 | 0.3% | $118.15 | +73.8% | COMMON STOCK | 084670702 |
| — | LIBERTY MEDIA CORPORATION | 48,117,000 | $50,162 | 0.3% | $1.06 | — | CONVERTIBLE SECURITY | 531229AE2 |
| WFC | WELLS FARGO & COMPANY | 954,780 | $50,041 | 0.3% | $34.92 | +36.7% | COMMON STOCK | 949746101 |
| — | BROADCOM LTD | 208,130 | $49,046 | 0.3% | $201.14 | — | COMMON STOCK | Y09827109 |
| ULTA | ULTA SALON COSMETICS | 238,257 | $48,669 | 0.3% | $221.65 | -2.4% | COMMON STOCK | 90384S303 |
| MRK | MERCK & CO | 891,642 | $48,568 | 0.3% | $33.75 | +25.2% | COMMON STOCK | 58933Y105 |
| GOOG | ALPHABET INC | 46,944 | $48,437 | 0.3% | $36.59 | +49.7% | COMMON STOCK | 02079K107 |
| — | DTE ENERGY CO | 927,385 | $48,177 | 0.3% | $52.65 | — | CONVERTIBLE PREFERRED SECURITY | 233331883 |
| — | GUIDEWIRE SOFTWARE | 48,014,000 | $47,168 | 0.3% | $0.98 | — | CONVERTIBLE SECURITY | 40171VAA8 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 502,856 | $46,570 | 0.3% | $74.47 | +19.7% | COMMON STOCK | 33616C100 |
| — | NICE LTD | 37,241,000 | $46,501 | 0.3% | $1.25 | — | CONVERTIBLE SECURITY | 65366HAB9 |
| — | HESS CORP | 772,551 | $46,014 | 0.3% | $59.56 | — | CONVERTIBLE PREFERRED SECURITY | 42809H404 |
| — | TAL EDUCATION GROUP | 5,250,000 | $44,755 | 0.3% | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| — | NOVELLUS SYSTEMS INC | 7,456,000 | $44,746 | 0.3% | $2.79 | — | CONVERTIBLE SECURITY | 670008AD3 |
| NVDA | NVIDIA CORP | 192,473 | $44,575 | 0.3% | $3.64 | +59.8% | COMMON STOCK | 67066G104 |
| — | DISH NETWORK CORP | 45,456,000 | $43,867 | 0.3% | $1.12 | — | CONVERTIBLE SECURITY | 25470MAB5 |
| — | BOOKING HOLDINGS INC | 20,800 | $43,273 | 0.3% | — | — | Put | 09857L958 |
| — | ADVANCED MICRO DEVICES INC | 29,498,000 | $42,992 | 0.3% | $1.23 | — | CONVERTIBLE SECURITY | 007903BD8 |
| — | TESLA INC | 41,320,000 | $42,988 | 0.3% | $1.04 | — | CONVERTIBLE SECURITY | 88160RAD3 |
| AMG | AFFILIATED MANAGERS GROUP | 221,882 | $42,065 | 0.3% | $164.42 | +15.3% | COMMON STOCK | 008252108 |
| AMT | AMERICAN TOWER REIT INC | 288,378 | $41,913 | 0.3% | $109.39 | +4.9% | COMMON STOCK | 03027X100 |
| — | NUVASIVE INC | 36,690,000 | $40,519 | 0.3% | $1.37 | — | CONVERTIBLE SECURITY | 670704AG0 |
| UAL | UNITED CONTINENTAL HOLDINGS IN | 577,998 | $40,154 | 0.3% | $67.12 | +2.9% | COMMON STOCK | 910047109 |
| — | MEDIDATA SOLUTIONS INC | 35,609,000 | $40,135 | 0.3% | $1.14 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | PROOFPOINT | 27,037,000 | $39,706 | 0.3% | $1.07 | — | CONVERTIBLE SECURITY | 743424AD5 |
| FSLR | FIRST SOLAR INC | 550,952 | $39,107 | 0.3% | $68.06 | 0.0% | COMMON STOCK | 336433107 |
| EMR | EMERSON ELECTRIC CO | 565,119 | $38,598 | 0.3% | $51.78 | +13.9% | COMMON STOCK | 291011104 |
| — | GENERAL ELECTRIC CO | 2,859,400 | $38,545 | 0.3% | $24.18 | — | COMMON STOCK | 369604103 |
| SLM | SLM CORP | 3,422,263 | $38,364 | 0.2% | $11.52 | -2.5% | COMMON STOCK | 78442P106 |
| — | LIGAND PHARMACEUTICALS INC | 17,500,000 | $38,265 | 0.2% | $1.61 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| ORCL | ORACLE CORP | 836,238 | $38,258 | 0.2% | $36.93 | +19.8% | COMMON STOCK | 68389X105 |
| MGM | MGM RESORTS INTERNATIONAL | 1,089,802 | $38,165 | 0.2% | $28.33 | +18.9% | COMMON STOCK | 552953101 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 894,723 | $37,337 | 0.2% | $25.94 | +38.2% | COMMON STOCK | 609207105 |
| — | VIPSHOP HOLDINGS LTD | 34,238,000 | $36,927 | 0.2% | $1.07 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| CSX | CSX CORPORATION | 662,326 | $36,899 | 0.2% | $10.46 | +60.7% | COMMON STOCK | 126408103 |
| INTC | INTEL CORP | 702,891 | $36,607 | 0.2% | $20.27 | +97.6% | COMMON STOCK | 458140100 |
| KMX | CARMAX INC | 587,396 | $36,384 | 0.2% | $69.83 | -6.4% | COMMON STOCK | 143130102 |
| — | 51JOB INC | 17,950,000 | $36,277 | 0.2% | $1.75 | — | CONVERTIBLE SECURITY | 316827AC8 |
| CAT | CATERPILLAR INC | 244,117 | $35,978 | 0.2% | $74.22 | +79.3% | COMMON STOCK | 149123101 |
| — | GREENBRIER COMPANIES INC | 31,259,000 | $35,873 | 0.2% | $1.15 | — | CONVERTIBLE SECURITY | 393657AK7 |
| LMT | LOCKHEED MARTIN CORP | 105,630 | $35,696 | 0.2% | $150.07 | +83.5% | COMMON STOCK | 539830109 |
| — | MICROCHP TECH HYPER WARRANTS | 20,000,000 | $35,675 | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| LOW | LOWE'S COMPANIES | 400,026 | $35,103 | 0.2% | $55.63 | +47.2% | COMMON STOCK | 548661107 |
| — | INPHI CORP | 37,593,000 | $34,934 | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 45772FAC1 |
| — | RED HAT INC | 16,919,000 | $34,305 | 0.2% | $1.40 | — | CONVERTIBLE SECURITY | 756577AD4 |
| RDN | RADIAN GROUP INC | 1,799,234 | $34,258 | 0.2% | $15.67 | +11.2% | COMMON STOCK | 750236101 |
| — | CTRIP.COM INTL LTD | 29,500,000 | $34,171 | 0.2% | $1.17 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| — | RAYTHEON CO | 157,490 | $33,990 | 0.2% | $159.72 | — | COMMON STOCK | 755111507 |
| ACN | ACCENTURE PLC | 220,394 | $33,831 | 0.2% | $84.96 | +65.7% | COMMON STOCK | G1151C101 |
| — | STANLEY BLACK & DECKER INC | 288,512 | $33,244 | 0.2% | $112.73 | — | CONVERTIBLE PREFERRED SECURITY | 854502887 |
| EOG | EOG RESOURCES INC | 314,281 | $33,085 | 0.2% | $57.66 | +40.2% | COMMON STOCK | 26875P101 |
| — | MATCH GROUP INC | 720,000 | $31,997 | 0.2% | — | — | Put | 57665R956 |
| PNC | PNC FINANCIAL SERVICES GROUP | 210,509 | $31,838 | 0.2% | $73.04 | +61.8% | COMMON STOCK | 693475105 |
| COST | COSTCO WHOLESALE CORP | 167,276 | $31,520 | 0.2% | $92.85 | +82.3% | COMMON STOCK | 22160K105 |
| NOC | NORTHROP GRUMMAN CORP | 88,415 | $30,868 | 0.2% | $134.16 | +119.4% | COMMON STOCK | 666807102 |
| IWN | ISHARES RUSSELL 2000 VALUE ETF | 253,145 | $30,854 | 0.2% | $124.60 | — | COMMON STOCK | 464287630 |
| — | TRINITY INDUSTRIES INC | 22,500,000 | $30,639 | 0.2% | $1.34 | — | CONVERTIBLE SECURITY | 896522AF6 |
| — | COLONY STARWOOD HOMES | 27,500,000 | $30,605 | 0.2% | $1.11 | — | CONVERTIBLE SECURITY | 19625XAB8 |
| EXC | EXELON CORP | 778,697 | $30,377 | 0.2% | $18.67 | +9.9% | COMMON STOCK | 30161N101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 145,919 | $30,127 | 0.2% | $126.08 | +63.0% | COMMON STOCK | 883556102 |
| AXP | AMER EXPRESS CO. | 322,601 | $30,093 | 0.2% | $59.77 | +45.6% | COMMON STOCK | 025816109 |
| — | DYCOM INDS | 23,653,000 | $29,962 | 0.2% | $1.10 | — | CONVERTIBLE SECURITY | 267475AB7 |
| WDAY | WORKDAY INC | 233,763 | $29,714 | 0.2% | $99.94 | +22.4% | COMMON STOCK | 98138H101 |
| EFA | ISHARES MSCI EAFE INDEX FUND | 421,690 | $29,384 | 0.2% | $69.28 | — | COMMON STOCK | 464287465 |
| — | BANK OF AMERICA CORP | 975,000 | $29,241 | 0.2% | — | — | Call | 060505904 |
| MOH | MOLINA HEALTHCARE INC | 359,701 | $29,201 | 0.2% | $80.43 | 0.0% | COMMON STOCK | 60855R100 |
| — | CELGENE CORP | 325,320 | $29,022 | 0.2% | $108.96 | — | COMMON STOCK | 151020104 |
| — | PACIRA PHARMACEUTICALS INC | 31,143,000 | $28,560 | 0.2% | $0.92 | — | CONVERTIBLE SECURITY | 695127AD2 |
| — | STANLEY BLACK & DECKER INC | 185,000 | $28,342 | 0.2% | — | — | Call | 854502901 |
| — | CYPRESS SEMICONDUCTOR CORP | 20,100,000 | $28,210 | 0.2% | $1.31 | — | CONVERTIBLE SECURITY | 232806AM1 |
| — | ELLIE MAE INC | 306,132 | $28,146 | 0.2% | $90.27 | — | COMMON STOCK | 28849P100 |
| — | MERCADOLIBRE INC | 10,000,000 | $28,106 | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| MNST | MONSTER BEVERAGE CORP | 488,308 | $27,937 | 0.2% | $23.42 | +33.3% | COMMON STOCK | 61174X109 |
| CRM | SALESFORCE.COM INC | 239,962 | $27,908 | 0.2% | $70.79 | +60.3% | COMMON STOCK | 79466L302 |
| PRU | PRUDENTIAL FINANCIAL INC | 267,497 | $27,700 | 0.2% | $62.21 | +23.9% | COMMON STOCK | 744320102 |
| — | SPDR BARCLAYS CAPITAL HIGH | 770,825 | $27,635 | 0.2% | $37.27 | — | COMMON STOCK | 78464A417 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 580,001 | $27,580 | 0.2% | $38.91 | +20.2% | COMMON STOCK | 00737L103 |
| MDT | MEDTRONIC PLC | 343,153 | $27,528 | 0.2% | $61.15 | +10.1% | COMMON STOCK | G5960L103 |
| — | RED HAT INC | 180,500 | $26,987 | 0.2% | — | — | Call | 756577902 |
| — | XILINX INC | 373,407 | $26,975 | 0.2% | $68.02 | — | COMMON STOCK | 983919101 |
| CB | CHUBB LTD | 194,366 | $26,584 | 0.2% | $117.33 | +7.5% | COMMON STOCK | H1467J104 |
| — | ZENDESK INC | 553,690 | $26,506 | 0.2% | $28.03 | — | COMMON STOCK | 98936J101 |
| — | CTRIP.COM INTL LTD | 24,537,000 | $26,439 | 0.2% | $1.08 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| MO | ALTRIA GROUP INC | 421,787 | $26,286 | 0.2% | $26.11 | +40.1% | COMMON STOCK | 02209S103 |
| — | WELLTOWER INC | 470,949 | $26,204 | 0.2% | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| — | TUTOR PERINI CORP | 24,841,000 | $26,152 | 0.2% | $1.17 | — | CONVERTIBLE SECURITY | 901109AD0 |
| — | ARES CAPITAL CORP | 25,525,000 | $26,097 | 0.2% | $1.02 | — | CONVERTIBLE SECURITY | 04010LAT0 |
| SYK | STRYKER CORP | 162,162 | $26,096 | 0.2% | $74.14 | +99.5% | COMMON STOCK | 863667101 |
| — | OSI SYSTEMS INC | 28,531,000 | $25,972 | 0.2% | $0.91 | — | CONVERTIBLE SECURITY | 671044AD7 |
| — | SONY CORP | 530,000 | $25,621 | 0.2% | — | — | Call | 835699907 |
| — | ROVI CORP | 26,430,000 | $25,577 | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | RTI INTL METALS | 24,256,000 | $25,550 | 0.2% | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | WPX ENERGY | 406,459 | $25,518 | 0.2% | $42.71 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| ZION | ZIONS BANCORPORATION | 481,995 | $25,416 | 0.2% | $40.81 | +31.9% | COMMON STOCK | 989701107 |
| MET | METLIFE INC | 552,830 | $25,370 | 0.2% | $32.24 | +14.9% | COMMON STOCK | 59156R108 |
| COF | CAPITAL ONE FINANCIAL CORP | 256,850 | $24,612 | 0.2% | $75.47 | +15.1% | COMMON STOCK | 14040H105 |
| — | CELGENE CORP | 275,000 | $24,533 | 0.2% | — | — | Call | 151020904 |
| MAS | MASCO CORP | 605,448 | $24,485 | 0.2% | $25.62 | +48.1% | COMMON STOCK | 574599106 |
| — | MICRON TECHNOLOGY | 5,180,000 | $24,414 | 0.2% | $1.51 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | TERADYNE INC | 15,938,000 | $24,378 | 0.2% | $1.44 | — | CONVERTIBLE SECURITY | 880770AG7 |
| STZ | CONSTELLATION BRANDS INC | 106,607 | $24,298 | 0.2% | $137.76 | +40.9% | COMMON STOCK | 21036P108 |
| GILD | GILEAD SCIENCES INC | 321,033 | $24,203 | 0.2% | $51.76 | +13.8% | COMMON STOCK | 375558103 |
| — | BLACKHAWK NETWORK HOLDINGS I | 21,901,000 | $24,202 | 0.2% | $1.10 | — | CONVERTIBLE SECURITY | 09238EAB0 |
| — | PALO ALTO NETWORKS | 14,631,000 | $24,130 | 0.2% | $1.57 | — | CONVERTIBLE SECURITY | 697435AB1 |
| AMGN | AMGEN INC | 140,964 | $24,032 | 0.2% | $107.03 | +34.9% | COMMON STOCK | 031162100 |
| — | AMAZON.COM INC | 16,500 | $23,882 | 0.2% | — | — | Call | 023135906 |
| — | DYNEGY INC | 275,000 | $23,846 | 0.2% | $74.72 | — | CONVERTIBLE PREFERRED SECURITY | 26817R405 |
| FIS | FIDELITY NATIONAL INFORMATION | 245,662 | $23,658 | 0.2% | $68.10 | +24.7% | COMMON STOCK | 31620M106 |
| COP | CONOCOPHILLIPS | 397,044 | $23,541 | 0.2% | $40.85 | +7.1% | COMMON STOCK | 20825C104 |
| NKE | NIKE INC-B | 353,080 | $23,459 | 0.2% | $42.78 | +39.4% | COMMON STOCK | 654106103 |
| — | IONIS PHARMACEUTICALS INC | 23,600,000 | $23,343 | 0.2% | $1.11 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| — | NXP SEMICONDUCT NV | 18,790,000 | $23,232 | 0.2% | $1.10 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| — | INSULET CORP | 15,000,000 | $23,191 | 0.2% | $1.32 | — | CONVERTIBLE SECURITY | 45784PAF8 |
| — | DISH NETWORK CORP | 25,750,000 | $22,725 | 0.1% | $0.88 | — | CONVERTIBLE SECURITY | 25470MAD1 |
| VGK | VANGUARD FTSE EUROPE | 390,500 | $22,708 | 0.1% | $50.15 | — | COMMON STOCK | 922042874 |
| — | FINISAR CORP | 25,203,000 | $22,690 | 0.1% | $0.93 | — | CONVERTIBLE SECURITY | 31787AAP6 |
| — | IRONWOOD PHARMACEUTICALS INC | 19,103,000 | $22,652 | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| — | THE HOME DEPOT INC | 126,500 | $22,548 | 0.1% | — | — | Call | 437076902 |
| — | BB&T CORPORATION | 422,986 | $22,013 | 0.1% | $37.13 | — | COMMON STOCK | 054937107 |
| — | ENVESTNET INC | 19,868,000 | $21,943 | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| EVR | EVERCORE INC | 251,453 | $21,927 | 0.1% | $69.79 | +13.4% | COMMON STOCK | 29977A105 |
| — | TOTAL SYSTEM SERVICES INC | 251,973 | $21,736 | 0.1% | $53.46 | — | COMMON STOCK | 891906109 |
| — | HARRIS CORP | 133,072 | $21,462 | 0.1% | $112.27 | — | COMMON STOCK | 413875105 |
| GM | GENERAL MOTORS CO | 583,596 | $21,208 | 0.1% | $30.74 | +16.2% | COMMON STOCK | 37045V100 |
| — | COLONY STARWOOD HOMES | 16,860,000 | $21,128 | 0.1% | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| MPC | MARATHON PETROLEUM | 285,612 | $20,882 | 0.1% | $39.01 | +37.8% | COMMON STOCK | 56585A102 |
| — | VIAVI SOLUTIONS INC | 20,167,000 | $20,437 | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 925550AB1 |
| ABT | ABBOTT LABORATORIES | 336,894 | $20,187 | 0.1% | $33.91 | +55.0% | COMMON STOCK | 002824100 |
| — | MOLINA HEALTHCARE INC | 10,000,000 | $20,139 | 0.1% | $1.50 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| UPS | UNITED PARCEL SERVICE | 192,305 | $20,127 | 0.1% | $65.90 | +29.7% | COMMON STOCK | 911312106 |
| TRU | TRANSUNION | 354,347 | $20,120 | 0.1% | $36.13 | +54.0% | COMMON STOCK | 89400J107 |
| AL | AIR LEASE | 469,622 | $20,016 | 0.1% | $31.86 | +25.4% | COMMON STOCK | 00912X302 |
| UBS | UBS GROUP AG | 1,123,000 | $19,833 | 0.1% | $17.23 | +10.3% | COMMON STOCK | H42097107 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 168,396 | $19,827 | 0.1% | $107.95 | +8.8% | COMMON STOCK | V7780T103 |
| — | TAIWAN SEMICONDUCTOR | 450,000 | $19,692 | 0.1% | — | — | Call | 874039900 |
| — | FINISAR CORP | 19,645,000 | $19,372 | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| WCN | WASTE CONNECTIONS INC | 269,442 | $19,330 | 0.1% | $47.59 | +41.6% | COMMON STOCK | 94106B101 |
| BABA | ALIBABA GROUP HOLDING LTD | 105,077 | $19,286 | 0.1% | $106.16 | — | COMMON STOCK | 01609W102 |
| BP | BP PLC | 475,000 | $19,257 | 0.1% | $41.74 | — | COMMON STOCK | 055622104 |
| ETN | EATON CORP PLC | 236,050 | $18,863 | 0.1% | $47.79 | +47.1% | COMMON STOCK | G29183103 |
| TSLA | TESLA INC | 69,633 | $18,532 | 0.1% | $22.40 | -1.8% | COMMON STOCK | 88160R101 |
| MCHP | MICROCHIP TECHNOLOGY INC | 201,530 | $18,412 | 0.1% | $27.11 | +46.8% | COMMON STOCK | 595017104 |
| — | VEECO INSTRUMENTS INC. | 20,116,000 | $18,336 | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 922417AD2 |
| — | HERBALIFE LTD | 15,000,000 | $18,216 | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 42703MAB9 |
| — | ALLEGHENY TECHNOLOGIES INC | 10,000,000 | $18,206 | 0.1% | $1.28 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| LLY | ELI LILLY & CO | 235,272 | $18,203 | 0.1% | $43.77 | +63.8% | COMMON STOCK | 532457108 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 15,815,000 | $18,196 | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 049164BH8 |
| — | LIBERTY MEDIA CORPORATION | 17,250,000 | $18,143 | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 531229AF9 |
| SPGI | S&P GLOBAL INC | 94,790 | $18,111 | 0.1% | $172.26 | 0.0% | COMMON STOCK | 78409V104 |
| — | POWERSHARES QQQ NASDAQ 100 | 111,500 | $17,855 | 0.1% | — | — | Put | 73935A954 |
| IBB | ISHARES NASDAQ BIOTECH INDX | 166,820 | $17,807 | 0.1% | $173.80 | — | COMMON STOCK | 464287556 |
| — | INSMED INC | 20,000,000 | $17,798 | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 457669AA7 |
| IWM | ISHARES TR-2000 INDEX FD | 116,735 | $17,724 | 0.1% | $151.83 | — | COMMON STOCK | 464287655 |
| — | SHUTTERFLY INC | 14,000,000 | $17,712 | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| A | AGILENT TECHNOLOGIES INC | 262,345 | $17,551 | 0.1% | $59.84 | +10.5% | COMMON STOCK | 00846U101 |
| NTRS | NORTHERN TRUST CORP | 167,660 | $17,291 | 0.1% | $82.00 | +1.2% | COMMON STOCK | 665859104 |
| — | INNOVIVA INC | 16,191,000 | $17,238 | 0.1% | $0.98 | — | CONVERTIBLE SECURITY | 88338TAB0 |
| — | CHESAPEAKE ENERGY CORP | 20,000,000 | $17,201 | 0.1% | $0.86 | — | CONVERTIBLE SECURITY | 165167CY1 |
| — | SM ENERGY CO | 18,152,000 | $17,167 | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 78454LAM2 |
| — | TTM TECHNOLOGIES INC | 10,000,000 | $16,779 | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| CCL | CARNIVAL CORP | 254,016 | $16,659 | 0.1% | $30.28 | +107.3% | COMMON STOCK | 143658300 |
| — | CARMAX INC | 267,500 | $16,569 | 0.1% | — | — | Call | 143130902 |
| — | NEVRO CORPORATION | 14,435,000 | $16,546 | 0.1% | $1.15 | — | CONVERTIBLE SECURITY | 64157FAA1 |
| — | AETNA INC | 97,669 | $16,507 | 0.1% | $113.17 | — | COMMON STOCK | 00817Y108 |
| — | DISCOVER FINANCIAL SERVICES | 226,213 | $16,272 | 0.1% | $58.74 | — | COMMON STOCK | 254709108 |
| PCAR | PACCAR INC | 245,570 | $16,250 | 0.1% | $34.20 | +1.7% | COMMON STOCK | 693718108 |
| MHK | MOHAWK INDS INC | 69,259 | $16,084 | 0.1% | $202.78 | +27.0% | COMMON STOCK | 608190104 |
| — | AIR LEASE | 10,730,000 | $16,031 | 0.1% | $1.68 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | WALGREENS BOOTS ALLIANCE INC | 244,577 | $16,013 | 0.1% | $79.39 | — | COMMON STOCK | 931427108 |
| — | ASSURANT INC | 153,297 | $15,966 | 0.1% | $104.15 | — | CONVERTIBLE PREFERRED SECURITY | 04621X207 |
| — | PIONEER NATURAL RESOURCES CO | 92,596 | $15,907 | 0.1% | $141.89 | — | COMMON STOCK | 723787107 |
| — | STARWOOD PROPERTY TRUST INC | 15,643,000 | $15,785 | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 85571BAH8 |
| — | KNOWLES CORPORATION | 15,105,000 | $15,706 | 0.1% | $1.18 | — | CONVERTIBLE SECURITY | 49926DAB5 |
| NEE | NEXTERA ENERGY INC | 95,239 | $15,556 | 0.1% | $19.30 | +64.2% | COMMON STOCK | 65339F101 |
| — | ECHO GLOBAL LOGISTICS INC | 15,168,000 | $15,508 | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 27875TAA9 |
| — | PDC ENERGY INC | 15,842,000 | $15,459 | 0.1% | $1.11 | — | CONVERTIBLE SECURITY | 69327RAD3 |
| — | APTIV PLC | 181,021 | $15,382 | 0.1% | $84.91 | — | COMMON STOCK | G6095L109 |
| — | SEMPRA ENERGY | 150,000 | $15,356 | 0.1% | $102.37 | — | CONVERTIBLE PREFERRED SECURITY | 816851406 |
| F | FORD MOTOR CO | 1,369,256 | $15,172 | 0.1% | $7.80 | -4.0% | COMMON STOCK | 345370860 |
| — | CALATLANTIC GROUP INC | 15,000,000 | $15,155 | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 783764AS2 |
| — | VIRTUS INVESTMENT PARTNERS | 140,000 | $15,067 | 0.1% | $97.84 | — | CONVERTIBLE PREFERRED SECURITY | 92828Q208 |
| — | STARWOOD PROPERTY TRUST INC | 13,976,000 | $15,045 | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 85571BAB1 |
| — | MEDICINES CO | 15,250,000 | $14,867 | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 584688AG0 |
| — | PIONEER NATURAL RESOURCES CO | 86,000 | $14,774 | 0.1% | — | — | Call | 723787907 |
| — | J2 GLOBAL INC | 11,500,000 | $14,683 | 0.1% | $1.28 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| IBM | INT'L BUSINESS MACHINES CORP | 94,678 | $14,527 | 0.1% | $111.79 | -4.0% | COMMON STOCK | 459200101 |
| — | NUANCE COMMUNICATIONS INC | 15,000,000 | $14,305 | 0.1% | $0.91 | — | CONVERTIBLE SECURITY | 67020YAK6 |
| — | WAYFAIR | 15,000,000 | $14,249 | 0.1% | $0.97 | — | CONVERTIBLE SECURITY | 94419LAA9 |
| TJX | TJX COMPANIES INC | 172,439 | $14,065 | 0.1% | $31.69 | +12.0% | COMMON STOCK | 872540109 |
| — | BOOKING HOLDINGS INC | 6,600 | $13,731 | 0.1% | — | — | Call | 09857L908 |
| — | AIR PRODUCTS AND CHEMICALS INC | 85,500 | $13,598 | 0.1% | — | — | Call | 009158906 |
| PVH | PVH CORP | 89,605 | $13,569 | 0.1% | $126.95 | +13.6% | COMMON STOCK | 693656100 |
| CE | CELANESE CORP | 131,709 | $13,199 | 0.1% | $73.96 | +22.5% | COMMON STOCK | 150870103 |
| EW | EDWARDS LIFESCI | 93,911 | $13,103 | 0.1% | $40.49 | +7.2% | COMMON STOCK | 28176E108 |
| — | CEMEX SAB DE CV | 12,390,000 | $12,778 | 0.1% | $1.14 | — | CONVERTIBLE SECURITY | 151290BR3 |
| — | ARES CAPITAL CORP | 12,566,000 | $12,755 | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| — | REALPAGE INC | 246,252 | $12,682 | 0.1% | $39.90 | — | COMMON STOCK | 75606N109 |
| — | EVERBRIDGE INC | 10,000,000 | $12,633 | 0.1% | $1.11 | — | CONVERTIBLE SECURITY | 29978AAA2 |
| — | VIPSHOP HOLDINGS LTD | 750,000 | $12,465 | 0.1% | — | — | Call | 92763W903 |
| — | WORKDAY INC - TRANCHE 2 | 7,564,000 | $12,360 | 0.1% | $1.16 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| DLTR | DOLLAR TREE | 129,605 | $12,300 | 0.1% | $97.73 | +7.3% | COMMON STOCK | 256746108 |
| — | UNITED TECHNOLOGIES CORP | 96,920 | $12,195 | 0.1% | $98.25 | — | COMMON STOCK | 913017109 |
| ADBE | ADOBE SYSTEMS INC | 56,030 | $12,107 | 0.1% | $149.95 | +35.6% | COMMON STOCK | 00724F101 |
| — | VISA INC | 101,000 | $12,082 | 0.1% | — | — | Call | 92826C909 |
| — | CSG SYS INTL | 11,000,000 | $12,053 | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 126349AF6 |
| — | CORNERSTONE ONDEMAND INC | 12,000,000 | $11,998 | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| PAYC | PAYCOM SOFTWARE INC | 111,395 | $11,963 | 0.1% | $52.01 | +80.9% | COMMON STOCK | 70432V102 |
| MMM | 3M CO | 54,368 | $11,935 | 0.1% | $91.50 | +64.1% | COMMON STOCK | 88579Y101 |
| VYX | NCR CORP | 371,626 | $11,714 | 0.1% | $25.25 | -16.6% | COMMON STOCK | 62886E108 |
| WHR | WHIRLPOOL CORP | 76,432 | $11,703 | 0.1% | $186.28 | -10.3% | COMMON STOCK | 963320106 |
| DUK | DUKE ENERGY CORP | 150,796 | $11,683 | 0.1% | $44.03 | +27.3% | COMMON STOCK | 26441C204 |
| — | RAMBUS INC | 10,000,000 | $11,401 | 0.1% | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | INTEGRATED DEVICE TECHNOLOGY | 10,034,000 | $11,285 | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 458118AC0 |
| EEM | ISHARES MSCI EMERGING MKTS IND | 232,175 | $11,210 | 0.1% | $48.28 | — | COMMON STOCK | 464287234 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 218,042 | $11,208 | 0.1% | $57.89 | -0.2% | COMMON STOCK | 10922N103 |
| QCOM | QUALCOMM INC | 199,971 | $11,081 | 0.1% | $46.02 | +12.8% | COMMON STOCK | 747525103 |
| HYG | ISHARES IBOXX HY CORP BOND | 128,625 | $11,016 | 0.1% | $88.76 | — | COMMON STOCK | 464288513 |
| — | SINA CORP | 10,000,000 | $10,998 | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| — | WHITING PETROLEUM CORP | 11,560,000 | $10,893 | 0.1% | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| DE | DEERE & CO | 68,509 | $10,641 | 0.1% | $74.29 | +93.8% | COMMON STOCK | 244199105 |
| KEY | KEYCORP | 541,965 | $10,596 | 0.1% | $14.28 | +2.2% | COMMON STOCK | 493267108 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $10,437 | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 00163UAD8 |
| — | ZILLOW GROUP INC | 8,500,000 | $10,332 | 0.1% | $1.10 | — | CONVERTIBLE SECURITY | 98954MAB7 |
| — | AKAMAI TECHNOLOGIES INC | 10,000,000 | $10,309 | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 00971TAG6 |
| — | NEW ORIENTAL EDUCATION | 117,020 | $10,257 | 0.1% | $76.46 | — | COMMON STOCK | 647581107 |
| — | LIBERTY MEDIA (FON) 4 | 14,210,392 | $10,206 | 0.1% | $0.71 | — | CONVERTIBLE SECURITY | 530715AG6 |
| — | RENEWABLE ENERGY GROUP INC | 7,500,000 | $10,196 | 0.1% | $1.36 | — | CONVERTIBLE SECURITY | 75972AAC7 |
| — | ELECTRONICS FOR IMAGING INC | 10,500,000 | $10,191 | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| — | VIAVI SOLUTIONS INC | 10,000,000 | $10,183 | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| — | TCP CAPITAL CORP | 10,000,000 | $10,122 | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 87238QAD5 |
| FDX | FEDEX CORP | 42,155 | $10,122 | 0.1% | $113.34 | +94.6% | COMMON STOCK | 31428X106 |
| SCHW | SCHWAB (CHARLES) CORP | 193,173 | $10,088 | 0.1% | $26.73 | +80.1% | COMMON STOCK | 808513105 |
| — | HELIX ENERGY SOLUTIONS GROUP | 10,000,000 | $10,082 | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 42330PAJ6 |
| — | THE PRICELINE GROUP INC | 8,040,000 | $10,055 | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 741503AX4 |
| ELV | ANTHEM INC | 45,604 | $10,020 | 0.1% | $118.60 | +78.6% | COMMON STOCK | 036752103 |
| — | WRIGHT MEDICAL | 10,000,000 | $9,993 | 0.1% | $0.90 | — | CONVERTIBLE SECURITY | 98235TAE7 |
| — | INFINERA CORP | 9,500,000 | $9,793 | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| CBRE | CBRE GROUP INC | 206,775 | $9,764 | 0.1% | $34.44 | +32.2% | COMMON STOCK | 12504L109 |
| — | JAZZ PHARMACEUTICLS $200K MIN | 9,215,000 | $9,657 | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| — | FACEBOOK INC | 60,300 | $9,636 | 0.1% | — | — | Call | 30303M902 |
| FISV | FISERV INC | 134,690 | $9,605 | 0.1% | $52.25 | +34.6% | COMMON STOCK | 337738108 |
| PYPL | PAYPAL HOLDINGS INC | 125,968 | $9,558 | 0.1% | $42.31 | +87.0% | COMMON STOCK | 70450Y103 |
| — | TWITTER INC | 10,120,000 | $9,461 | 0.1% | $0.84 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| CVS | CVS HEALTH CORP | 151,894 | $9,450 | 0.1% | $47.76 | +16.9% | COMMON STOCK | 126650100 |
| NUE | NUCOR CORP | 153,825 | $9,398 | 0.1% | $50.16 | +11.2% | COMMON STOCK | 670346105 |
| — | CTRIP.COM INTL LTD | 200,000 | $9,324 | 0.1% | — | — | Put | 22943F950 |
| — | TIME WARNER INC | 96,365 | $9,115 | 0.1% | $78.60 | — | COMMON STOCK | 887317303 |
| — | MICROCHIP TECH (EMBED WARRANT) | 7,500,000 | $9,042 | 0.1% | $1.21 | — | CONVERTIBLE SECURITY | 595017AH7 |
| CCI | CROWN CASTLE INTL CORP | 81,729 | $8,959 | 0.1% | $64.33 | +20.8% | COMMON STOCK | 22822V101 |
| — | MASTERCARD INC | 50,600 | $8,864 | 0.1% | — | — | Call | 57636Q904 |
| — | WELLS FARGO & COMPANY | 168,300 | $8,821 | 0.1% | — | — | Put | 949746951 |
| NBIS | YANDEX NV | 223,507 | $8,818 | 0.1% | $36.80 | — | COMMON STOCK | N97284108 |
| — | QUIDEL CORP | 5,000,000 | $8,722 | 0.1% | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| — | MEDICINES CO | 7,500,000 | $8,706 | 0.1% | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| BIIB | BIOGEN INC | 31,158 | $8,532 | 0.1% | $311.84 | -0.5% | COMMON STOCK | 09062X103 |
| — | WRIGHT MEDICAL GROUP NV | 7,500,000 | $8,528 | 0.1% | $1.42 | — | CONVERTIBLE SECURITY | 98236JAB4 |
| BK | BANK OF NEW YORK MELLON CORP | 164,035 | $8,453 | 0.1% | $29.42 | +52.0% | COMMON STOCK | 064058100 |
| — | TWENTY-FIRST CENTURY FOX INC | 228,325 | $8,378 | 0.1% | $33.69 | — | COMMON STOCK | 90130A101 |
| NOK | NOKIA CP | 1,520,000 | $8,315 | 0.1% | $3.74 | — | COMMON STOCK | 654902204 |
| — | LIBERTY MEDIA(FON)3.75 | 11,890,000 | $8,206 | 0.1% | $0.71 | — | CONVERTIBLE SECURITY | 530715AL5 |
| — | CARDTRONICS INC | 8,800,000 | $8,194 | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| SYF | SYNCHRONY FINANCIAL | 243,775 | $8,174 | 0.1% | $27.24 | +12.0% | COMMON STOCK | 87165B103 |
| — | CALAMP CORP | 7,500,000 | $8,032 | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 128126AB5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 7,971,000 | $8,030 | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| IVV | ISHARES S&P 500 INDEX FUND | 30,251 | $8,028 | 0.1% | $236.06 | — | COMMON STOCK | 464287200 |
| — | SUNPOWER CORP | 10,000,000 | $8,007 | 0.1% | $0.71 | — | CONVERTIBLE SECURITY | 867652AL3 |
| — | BLACKROCK INC | 14,705 | $7,966 | 0.1% | $298.18 | — | COMMON STOCK | 09247X101 |
| WELL | WELLTOWER INC | 145,913 | $7,943 | 0.1% | $46.61 | -7.8% | COMMON STOCK | 95040Q104 |
| — | FINISAR CORP | 500,000 | $7,905 | 0.1% | — | — | Call | 31787A907 |
| GD | GENERAL DYNAMICS CORP | 35,772 | $7,903 | 0.1% | $78.00 | +133.3% | COMMON STOCK | 369550108 |
| MU | MICRON TECHNOLOGY INC | 149,913 | $7,817 | 0.1% | $18.49 | +152.5% | COMMON STOCK | 595112103 |
| TSM | TAIWAN SEMICONDUCTOR | 177,700 | $7,777 | 0.1% | $37.55 | — | COMMON STOCK | 874039100 |
| — | NAVISTAR INTL | 7,500,000 | $7,718 | 0.1% | $1.02 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| LUV | SOUTHWEST AIRLINES | 132,870 | $7,611 | 0.0% | $37.95 | +43.2% | COMMON STOCK | 844741108 |
| — | EXPRESS SCRIPTS HOLDING CO | 109,631 | $7,574 | 0.0% | $68.40 | — | COMMON STOCK | 30219G108 |
| ITW | ILL TOOL WORKS INC | 48,335 | $7,573 | 0.0% | $67.44 | +102.9% | COMMON STOCK | 452308109 |
| — | CIGNA CORP | 44,874 | $7,528 | 0.0% | $103.65 | — | COMMON STOCK | 125509109 |
| AJG | ARTHUR J GALLAGHER & CO | 109,119 | $7,500 | 0.0% | $50.23 | +20.2% | COMMON STOCK | 363576109 |
| SPG | SIMON PROPERTY GROUP INC | 48,505 | $7,487 | 0.0% | $90.30 | +15.0% | COMMON STOCK | 828806109 |
| — | ISHARES MSCI SOUTH AFERICA | 108,500 | $7,454 | 0.0% | — | — | Call | 464286900 |
| — | TIMKENSTEEL CORP | 5,000,000 | $7,429 | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| — | MAGELLAN MIDSTREAM PARTNERS | 127,005 | $7,411 | 0.0% | $71.06 | — | COMMON STOCK | 559080106 |
| ALLE | ALLEGION PUBLIC LIMITED CO | 86,390 | $7,369 | 0.0% | $57.02 | +33.4% | COMMON STOCK | G0176J109 |
| — | IMMUNOMEDICS | 2,500,000 | $7,324 | 0.0% | $2.83 | — | CONVERTIBLE SECURITY | 452907AK4 |
| — | ALDER BIOPHARMACEUTICALS INC | 8,000,000 | $7,299 | 0.0% | $0.91 | — | CONVERTIBLE SECURITY | 014339AA3 |
| — | 58.COM | 90,015 | $7,189 | 0.0% | $72.17 | — | COMMON STOCK | 31680Q104 |
| — | SPECTRA ENERGY PARTNERS LP | 213,320 | $7,177 | 0.0% | $44.38 | — | COMMON STOCK | 84756N109 |
| — | AMTRUST FIN SVCS (MAKE WHOLE) | 7,821,000 | $7,098 | 0.0% | $0.87 | — | CONVERTIBLE SECURITY | 032359AG6 |
| — | EURONET WORLDWIDE INC | 5,998,000 | $7,092 | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| DHR | DANAHER CORP | 70,894 | $6,942 | 0.0% | $37.89 | +122.4% | COMMON STOCK | 235851102 |
| KR | KROGER CO | 289,216 | $6,924 | 0.0% | $24.24 | -5.2% | COMMON STOCK | 501044101 |
| — | HORIZON PHARMA PLC | 7,500,000 | $6,920 | 0.0% | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| — | PANDORA MEDIA INC | 7,500,000 | $6,865 | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 698354AB3 |
| — | DOMINION ENERGY INC | 146,852 | $6,816 | 0.0% | $49.93 | — | CONVERTIBLE PREFERRED SECURITY | 25746U836 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 82,976 | $6,680 | 0.0% | $45.65 | +54.7% | COMMON STOCK | 192446102 |
| ITUB | ITAU UNIBANCO HOLDING SA | 427,600 | $6,671 | 0.0% | $11.03 | — | COMMON STOCK | 465562106 |
| — | MONSANTO CO | 56,836 | $6,633 | 0.0% | $104.97 | — | COMMON STOCK | 61166W101 |
| TXN | TEXAS INSTRUMENTS INC | 63,194 | $6,566 | 0.0% | $38.31 | +126.7% | COMMON STOCK | 882508104 |
| XYL | XYLEM INC | 85,257 | $6,558 | 0.0% | $46.95 | +43.3% | COMMON STOCK | 98419M100 |
| LYB | LYONDELLBASELL INDUSTRIES | 61,950 | $6,547 | 0.0% | $40.97 | +68.4% | COMMON STOCK | N53745100 |
| — | ILLUMINA INC | 5,291,000 | $6,527 | 0.0% | $1.19 | — | CONVERTIBLE SECURITY | 452327AH2 |
| — | ROCKWELL COLLINS INC | 48,379 | $6,524 | 0.0% | $106.45 | — | COMMON STOCK | 774341101 |
| — | RED HAT INC | 43,374 | $6,485 | 0.0% | $90.96 | — | COMMON STOCK | 756577102 |
| — | LAM RESEARCH CORP | 1,897,000 | $6,409 | 0.0% | $1.60 | — | CONVERTIBLE SECURITY | 512807AL2 |
| — | AEROJET ROCKETDYNE HOLDINGS IN | 5,000,000 | $6,393 | 0.0% | $1.38 | — | CONVERTIBLE SECURITY | 007800AB1 |
| PBR | PETROLEO BRASILEIRO SA | 451,575 | $6,386 | 0.0% | $10.03 | — | COMMON STOCK | 71654V408 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 258,630 | $6,332 | 0.0% | $26.07 | — | COMMON STOCK | 293792107 |
| — | AMERICA MOVIL SA L | 330,980 | $6,319 | 0.0% | $19.03 | — | COMMON STOCK | 02364W105 |
| ALL | ALLSTATE CORP | 65,853 | $6,243 | 0.0% | $42.10 | +91.7% | COMMON STOCK | 020002101 |
| TGT | TARGET CORP | 88,944 | $6,176 | 0.0% | $54.38 | +7.5% | COMMON STOCK | 87612E106 |
| — | TE CONNECTIVITY LTD | 60,977 | $6,092 | 0.0% | $62.81 | — | COMMON STOCK | H84989104 |
| CSIQ | CANADIAN SOLAR INC | 374,000 | $6,085 | 0.0% | $14.82 | +8.7% | COMMON STOCK | 136635109 |
| — | FORESTAR GROUP INC | 6,000,000 | $6,027 | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| OXY | OCCIDENTAL PETROLEUM CORP | 92,022 | $5,978 | 0.0% | $57.55 | -0.2% | COMMON STOCK | 674599105 |
| — | PRAXAIR INC | 41,370 | $5,970 | 0.0% | $122.76 | — | COMMON STOCK | 74005P104 |
| BIDU | BAIDU INC | 26,640 | $5,946 | 0.0% | $204.77 | — | COMMON STOCK | 056752108 |
| ILMN | ILLUMINA INC | 25,103 | $5,935 | 0.0% | $122.56 | +87.0% | COMMON STOCK | 452327109 |
| CL | COLGATE-PALMOLIVE CO | 82,742 | $5,931 | 0.0% | $46.75 | +27.7% | COMMON STOCK | 194162103 |
| REGN | REGENERON PHARMACEUTICALS INC | 17,183 | $5,918 | 0.0% | $431.36 | -19.8% | COMMON STOCK | 75886F107 |
| — | FIREEYE SERIES B | 6,308,000 | $5,888 | 0.0% | $0.92 | — | CONVERTIBLE SECURITY | 31816QAD3 |
| HPQ | HP INC | 265,612 | $5,823 | 0.0% | $9.73 | +78.3% | COMMON STOCK | 40434L105 |
| TPR | TAPESTRY INC | 109,489 | $5,761 | 0.0% | $33.27 | +19.5% | COMMON STOCK | 876030107 |
| FND | FLOOR & DECOR HOLDINGS INC | 109,758 | $5,721 | 0.0% | $47.23 | 0.0% | COMMON STOCK | 339750101 |
| PNR | PENTAIR PLC | 83,560 | $5,693 | 0.0% | $37.87 | +11.8% | COMMON STOCK | G7S00T104 |
| — | CTRIP.COM INTL LTD | 5,275,000 | $5,499 | 0.0% | $1.06 | — | CONVERTIBLE SECURITY | 22943FAM2 |
| DHI | D R HORTON INC | 125,303 | $5,494 | 0.0% | $28.33 | +51.0% | COMMON STOCK | 23331A109 |
| VLO | VALERO ENERGY | 58,030 | $5,384 | 0.0% | $33.34 | +104.4% | COMMON STOCK | 91913Y100 |
| APH | AMPHENOL CORP | 61,960 | $5,337 | 0.0% | $12.88 | +62.1% | COMMON STOCK | 032095101 |
| — | AKAMAI TECHNOLOGIES INC | 75,000 | $5,324 | 0.0% | — | — | Call | 00971T901 |
| — | INPHI CORP | 5,000,000 | $5,268 | 0.0% | $1.29 | — | CONVERTIBLE SECURITY | 45772FAB3 |
| — | MOLINA HEALTHCARE INC | 3,658,000 | $5,253 | 0.0% | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| EBAY | EBAY INC | 130,379 | $5,247 | 0.0% | $21.87 | +68.4% | COMMON STOCK | 278642103 |
| — | D R HORTON INC | 119,500 | $5,239 | 0.0% | — | — | Call | 23331A909 |
| ADSK | AUTODESK INC | 41,707 | $5,238 | 0.0% | $86.65 | +37.4% | COMMON STOCK | 052769106 |
| RF | REGIONS FINANCIAL CORP | 280,842 | $5,219 | 0.0% | $7.41 | +87.7% | COMMON STOCK | 7591EP100 |
| — | TESLA INC | 19,500 | $5,190 | 0.0% | — | — | Put | 88160R951 |
| — | OASIS PETROLEUM INC | 5,000,000 | $5,167 | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 674215AJ7 |
| — | GOLAR LNG LTD | 5,000,000 | $5,142 | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 38046YAB7 |
| — | APACHE CORP | 133,168 | $5,125 | 0.0% | $50.40 | — | COMMON STOCK | 037411105 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 86,844 | $5,115 | 0.0% | $38.70 | +27.7% | COMMON STOCK | 34964C106 |
| — | RADIUS HEALTH | 5,000,000 | $5,115 | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 750469AA6 |
| AEP | AMER ELECTRIC POWER INC | 74,518 | $5,112 | 0.0% | $34.13 | +49.4% | COMMON STOCK | 025537101 |
| — | GOLDMAN SACHS BDC INC | 5,000,000 | $5,107 | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 38147UAB3 |
| — | LAM RESEARCH CORP | 25,000 | $5,079 | 0.0% | — | — | Call | 512807908 |
| — | APOLLO COMMERCIAL REAL ESTATE | 5,000,000 | $5,037 | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 03762UAB1 |
| NSC | NORFOLK SOTHN CORP | 36,950 | $5,018 | 0.0% | $73.10 | +67.8% | COMMON STOCK | 655844108 |
| VALE | VALE SA | 393,286 | $5,003 | 0.0% | $8.75 | — | COMMON STOCK | 91912E105 |
| — | ACTIVISION BLIZZARD INC | 73,939 | $4,988 | 0.0% | $58.29 | — | COMMON STOCK | 00507V109 |
| NEM | NEWMONT MINING CORP | 127,245 | $4,972 | 0.0% | $21.20 | +44.6% | COMMON STOCK | 651639106 |
| CHTR | CHARTER COMMUNICATIONS INC | 15,913 | $4,953 | 0.0% | $282.95 | +24.3% | COMMON STOCK | 16119P108 |
| STT | STATE STREET CORP | 49,405 | $4,928 | 0.0% | $50.77 | +61.4% | COMMON STOCK | 857477103 |
| — | FIREEYE SERIES A | 5,183,000 | $4,925 | 0.0% | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| VRTX | VERTEX PHARMACEUTICALS INC | 30,100 | $4,906 | 0.0% | $123.40 | +32.4% | COMMON STOCK | 92532F100 |
| APD | AIR PRODUCTS & CHEMICALS INC | 30,725 | $4,887 | 0.0% | $79.52 | +70.7% | COMMON STOCK | 009158106 |
| — | VARIAN MEDICAL SYSTEMS INC | 39,783 | $4,880 | 0.0% | $94.08 | — | COMMON STOCK | 92220P105 |
| ARE | ALEXANDRIA REAL EST EQUITIES | 38,972 | $4,868 | 0.0% | $85.69 | +8.3% | COMMON STOCK | 015271109 |
| — | REDWOOD TRUST INC | 5,000,000 | $4,855 | 0.0% | $1.00 | — | CONVERTIBLE SECURITY | 758075AC9 |
| FE | FIRSTENERGY CORP | 140,866 | $4,791 | 0.0% | $22.07 | +5.6% | COMMON STOCK | 337932107 |
| — | ANADARKO PETROLEUM | 77,980 | $4,711 | 0.0% | $80.16 | — | COMMON STOCK | 032511107 |
| — | MICRON TECHNOLOGY | 992,000 | $4,683 | 0.0% | $3.14 | — | CONVERTIBLE SECURITY | 595112AV5 |
| — | SUNTRUST BANKS INC | 68,555 | $4,665 | 0.0% | $37.54 | — | COMMON STOCK | 867914103 |
| TDG | TRANSDIGM GROUP INC | 15,187 | $4,662 | 0.0% | $178.06 | +22.8% | COMMON STOCK | 893641100 |
| IDXX | IDEXX LABORATORIES INC | 24,247 | $4,641 | 0.0% | $141.38 | +30.5% | COMMON STOCK | 45168D104 |
| DXC | DXC TECHNOLOGY CO | 45,906 | $4,615 | 0.0% | $64.63 | +29.1% | COMMON STOCK | 23355L106 |
| GWW | WW GRAINGER INC | 16,332 | $4,611 | 0.0% | $171.37 | +37.1% | COMMON STOCK | 384802104 |
| FITB | FIFTH THIRD BK | 144,745 | $4,596 | 0.0% | $16.65 | +45.3% | COMMON STOCK | 316773100 |
| — | SOUTHWESTERN ENERGY CO | 1,051,465 | $4,553 | 0.0% | $4.33 | — | COMMON STOCK | 845467109 |
| BALL | BALL CORP | 112,491 | $4,468 | 0.0% | $35.99 | -0.4% | COMMON STOCK | 058498106 |
| WDC | WESTERN DIGITAL CORP | 48,411 | $4,467 | 0.0% | $58.46 | +5.2% | COMMON STOCK | 958102105 |
| — | NAVISTAR INTERNATIONAL CORP | 125,000 | $4,372 | 0.0% | — | — | Call | 63934E908 |
| — | FEDERAL REALTY INVS TRUST | 37,512 | $4,356 | 0.0% | $132.31 | — | COMMON STOCK | 313747206 |
| NI | NISOURCE INC | 182,005 | $4,352 | 0.0% | $18.89 | -3.1% | COMMON STOCK | 65473P105 |
| TRV | TRAVELERS COMPANIES INC | 31,185 | $4,331 | 0.0% | $70.13 | +67.7% | COMMON STOCK | 89417E109 |
| DG | DOLLAR GENERAL | 46,232 | $4,326 | 0.0% | $64.08 | +35.4% | COMMON STOCK | 256677105 |
| KHC | KRAFT HEINZ CO/THE | 68,954 | $4,296 | 0.0% | $48.51 | +0.9% | COMMON STOCK | 500754106 |
| — | VALE SA | 337,500 | $4,293 | 0.0% | — | — | Call | 91912E905 |
| PPG | PPG INDUSTRIES INC | 37,756 | $4,214 | 0.0% | $79.05 | +25.9% | COMMON STOCK | 693506107 |
| — | FLIR SYSTEMS INC | 83,710 | $4,187 | 0.0% | $35.26 | — | COMMON STOCK | 302445101 |
| FCX | FREEPORT-MCMORAN INC | 237,961 | $4,181 | 0.0% | $20.98 | -18.8% | COMMON STOCK | 35671D857 |
| CMI | CUMMINS INC | 25,235 | $4,091 | 0.0% | $110.74 | +26.2% | COMMON STOCK | 231021106 |
| — | B2GOLD CORPORATION | 4,000,000 | $4,052 | 0.0% | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| — | INTERCEPT PHARMACEUTICALS | 5,000,000 | $4,038 | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 45845PAA6 |
| LKQ | LKQ CORP | 105,168 | $3,992 | 0.0% | $29.20 | +24.8% | COMMON STOCK | 501889208 |
| KMB | KIMBERLY-CLARK CORP | 35,956 | $3,960 | 0.0% | $69.78 | +23.5% | COMMON STOCK | 494368103 |
| ROST | ROSS STORES INC | 50,728 | $3,956 | 0.0% | $52.08 | +40.8% | COMMON STOCK | 778296103 |
| AES | AES CORP | 346,225 | $3,937 | 0.0% | $8.29 | -1.2% | COMMON STOCK | 00130H105 |
| JCI | JOHNSON CONTROLS INTERNATIONAL | 110,930 | $3,910 | 0.0% | $34.18 | -7.0% | COMMON STOCK | G51502105 |
| — | GULFMARK OFFSHORE INC | 134,106 | $3,890 | 0.0% | $28.49 | — | COMMON STOCK | 402629505 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3,886 | 0.0% | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| — | CONCHO RESOURCES INC | 25,831 | $3,884 | 0.0% | $135.27 | — | COMMON STOCK | 20605P101 |
| DVN | DEVON ENERGY CORPORATION | 122,068 | $3,881 | 0.0% | $34.31 | -24.0% | COMMON STOCK | 25179M103 |
| AVY | AVERY DENNISON | 36,509 | $3,880 | 0.0% | $64.33 | +56.4% | COMMON STOCK | 053611109 |
| DGX | QUEST DIAGNOSTC | 38,605 | $3,873 | 0.0% | $63.16 | +38.5% | COMMON STOCK | 74834L100 |
| CHD | CHURCH & DWIGHT CO INC | 76,590 | $3,858 | 0.0% | $45.69 | -2.3% | COMMON STOCK | 171340102 |
| — | 51JOB INC | 44,500 | $3,829 | 0.0% | — | — | Call | 316827904 |
| BLD | TOPBUILD | 49,999 | $3,826 | 0.0% | $30.95 | +144.2% | COMMON STOCK | 89055F103 |
| PLD | PROLOGIS INC | 60,457 | $3,809 | 0.0% | $27.97 | +78.3% | COMMON STOCK | 74340W103 |
| MAC | MACERICH COMPANY | 66,969 | $3,752 | 0.0% | $62.99 | — | COMMON STOCK | 554382101 |
| WY | WEYERHAEUSER CO | 107,003 | $3,746 | 0.0% | $24.11 | +7.5% | COMMON STOCK | 962166104 |
| PSX | PHILLIPS 66 | 38,882 | $3,730 | 0.0% | $47.51 | +50.4% | COMMON STOCK | 718546104 |
| DLR | DIGITAL REALTY TRUST INC | 35,157 | $3,705 | 0.0% | $69.08 | +15.9% | COMMON STOCK | 253868103 |
| KMI | KINDER MORGAN INC | 241,235 | $3,633 | 0.0% | $16.25 | -31.8% | COMMON STOCK | 49456B101 |
| EQIX | EQUINIX INC | 8,510 | $3,559 | 0.0% | $301.18 | +20.0% | COMMON STOCK | 29444U700 |
| AFL | AFLAC INC | 81,073 | $3,548 | 0.0% | $29.29 | +25.6% | COMMON STOCK | 001055102 |
| MCK | MCKESSON CORP | 25,171 | $3,546 | 0.0% | $141.95 | +3.1% | COMMON STOCK | 58155Q103 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 68,408 | $3,525 | 0.0% | $26.83 | +71.1% | COMMON STOCK | 416515104 |
| FFIV | F5 NETWORKSINC | 24,232 | $3,505 | 0.0% | $131.80 | +8.8% | COMMON STOCK | 315616102 |
| EIX | EDISON INTL | 54,877 | $3,494 | 0.0% | $34.37 | +27.4% | COMMON STOCK | 281020107 |
| DRI | DARDEN RESTAURANTS INC | 40,945 | $3,491 | 0.0% | $51.27 | +48.4% | COMMON STOCK | 237194105 |
| — | COWEN INC | 3,500,000 | $3,489 | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| — | JACOBS ENGINEERING GROUP INC | 58,195 | $3,443 | 0.0% | $55.42 | — | COMMON STOCK | 469814107 |
| ED | CONSOL EDISON | 43,919 | $3,424 | 0.0% | $40.60 | +44.0% | COMMON STOCK | 209115104 |
| FLR | FLUOR CORP | 59,018 | $3,378 | 0.0% | $51.12 | +6.1% | COMMON STOCK | 343412102 |
| — | CERNER CORP | 57,604 | $3,342 | 0.0% | $71.48 | — | COMMON STOCK | 156782104 |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 189,990 | $3,333 | 0.0% | $8.73 | +52.0% | COMMON STOCK | 42824C109 |
| GRMN | GARMIN LTD | 56,535 | $3,332 | 0.0% | $39.88 | +26.8% | COMMON STOCK | H2906T109 |
| — | APARTMENT INVT & MGMT -A | 81,636 | $3,327 | 0.0% | $45.11 | — | COMMON STOCK | 03748R101 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 65,889 | $3,311 | 0.0% | $23.84 | +57.5% | COMMON STOCK | 744573106 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 30,237 | $3,298 | 0.0% | $91.62 | +18.8% | COMMON STOCK | 98956P102 |
| — | OCEAN RIG UDW INC | 130,654 | $3,297 | 0.0% | $23.77 | — | COMMON STOCK | G66964118 |
| PSA | STORAGE PROPERTIES | 16,309 | $3,269 | 0.0% | $133.29 | +5.7% | COMMON STOCK | 74460D109 |
| — | ALCOA CORP | 72,000 | $3,238 | 0.0% | — | — | Call | 013872906 |
| — | ALCOA CORP | 72,000 | $3,238 | 0.0% | — | — | Put | 013872956 |
| TRGP | TARGA RESOURCES CORP | 72,605 | $3,195 | 0.0% | $32.63 | +8.7% | COMMON STOCK | 87612G101 |
| GIS | GENERAL MILLS INC | 70,896 | $3,195 | 0.0% | $34.11 | +20.2% | COMMON STOCK | 370334104 |
| AKAM | AKAMAI TECHNOLOGIES INC | 43,920 | $3,118 | 0.0% | $55.61 | +22.4% | COMMON STOCK | 00971T101 |
| IBN | ICICI BANK LTD | 338,937 | $3,000 | 0.0% | $9.50 | — | COMMON STOCK | 45104G104 |
| — | NATIONAL OILWELL VARCO INC | 80,477 | $2,963 | 0.0% | $55.29 | — | COMMON STOCK | 637071101 |
| M | MACYS INC | 99,237 | $2,952 | 0.0% | $35.42 | -23.7% | COMMON STOCK | 55616P104 |
| ADM | ARCHER DANIELS MIDLAND | 66,870 | $2,901 | 0.0% | $25.90 | +28.8% | COMMON STOCK | 039483102 |
| PCG | P G & E CORP | 65,884 | $2,895 | 0.0% | $41.92 | +0.1% | COMMON STOCK | 69331C108 |
| — | GNC CORP | 4,000,000 | $2,877 | 0.0% | $0.61 | — | CONVERTIBLE SECURITY | 36191GAB3 |
| — | SOLARCITY | 3,000,000 | $2,747 | 0.0% | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| CMS | CMS ENERGY CORP | 60,356 | $2,734 | 0.0% | $21.27 | +63.3% | COMMON STOCK | 125896100 |
| — | KELLOGG CO | 40,903 | $2,660 | 0.0% | $40.39 | +17.0% | COMMON STOCK | 487836108 |
| DVA | DAVITA INC | 39,935 | $2,634 | 0.0% | $69.07 | +6.3% | COMMON STOCK | 23918K108 |
| MUFG | MITSUBISHI UFJ FINANCIAL GROUP, INC | 394,600 | $2,621 | 0.0% | $7.27 | — | COMMON STOCK | 606822104 |
| UDR | UDR INC | 73,368 | $2,614 | 0.0% | $25.24 | +5.0% | COMMON STOCK | 902653104 |
| LIVN | LIVANOVA PLC | 29,500 | $2,611 | 0.0% | $85.17 | 0.0% | COMMON STOCK | G5509L101 |
| — | PRETIUM RESOURCES INC | 3,000,000 | $2,559 | 0.0% | $0.85 | — | CONVERTIBLE SECURITY | 74139CAB8 |
| SWKS | SKYWORKS SOLUTIONS INC | 25,329 | $2,540 | 0.0% | $85.18 | +2.1% | COMMON STOCK | 83088M102 |
| — | CIMAREX ENERGY CO | 27,123 | $2,537 | 0.0% | $122.78 | — | COMMON STOCK | 171798101 |
| D | DOMINION ENERGY INC | 37,437 | $2,525 | 0.0% | $38.77 | +34.0% | COMMON STOCK | 25746U109 |
| EQR | EQUITY RESIDENTIAL | 40,189 | $2,477 | 0.0% | $45.45 | -2.7% | COMMON STOCK | 29476L107 |
| WMB | WILLIAMS CO. | 97,464 | $2,423 | 0.0% | $21.63 | -11.9% | COMMON STOCK | 969457100 |
| — | SYMANTEC CORP | 93,286 | $2,412 | 0.0% | $23.34 | — | COMMON STOCK | 871503108 |
| — | JUNIPER NETWORKS INC | 97,605 | $2,375 | 0.0% | $27.53 | — | COMMON STOCK | 48203R104 |
| — | NOBLE ENERGY INC | 76,821 | $2,328 | 0.0% | $52.24 | — | COMMON STOCK | 655044105 |
| IEFA | ISHARES CORE MSCI EAFE | 35,004 | $2,307 | 0.0% | $58.39 | — | COMMON STOCK | 46432F842 |
| CAH | CARDINAL HEALTH INC | 36,550 | $2,291 | 0.0% | $56.74 | -4.5% | COMMON STOCK | 14149Y108 |
| O | REALTY INCOME CORP | 44,193 | $2,287 | 0.0% | $36.28 | -6.0% | COMMON STOCK | 756109104 |
| JD | JD.COM | 56,480 | $2,287 | 0.0% | $39.24 | — | COMMON STOCK | 47215P106 |
| — | FOOT LOCKER INC | 47,738 | $2,174 | 0.0% | $66.99 | — | COMMON STOCK | 344849104 |
| AVB | AVALONBAY COMMUNITIES INC | 13,186 | $2,169 | 0.0% | $113.16 | +10.2% | COMMON STOCK | 053484101 |
| MOS | MOSAIC CO | 82,744 | $2,010 | 0.0% | $42.05 | -45.0% | COMMON STOCK | 61945C103 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $2,009 | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 5,989 | $1,936 | 0.0% | $10.95 | -42.5% | COMMON STOCK | 169656105 |
| INCY | INCYTE GENOMICS INC | 23,047 | $1,921 | 0.0% | $98.02 | -8.0% | COMMON STOCK | 45337C102 |
| IJH | ISHARES S&P MIDCAP 400 | 10,090 | $1,893 | 0.0% | $165.17 | — | COMMON STOCK | 464287507 |
| — | COLONY FINANCIAL INC | 2,000,000 | $1,889 | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1,840 | 0.0% | $15.16 | +32.0% | COMMON STOCK | 56501R106 |
| — | CENTURYLINK INC | 111,180 | $1,827 | 0.0% | $33.07 | — | COMMON STOCK | 156700106 |
| — | ANTHEM INC | 585,000 | $1,765 | 0.0% | $2.08 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| DVY | ISHARES DJ SELECT DVD | 18,185 | $1,730 | 0.0% | $82.61 | — | COMMON STOCK | 464287168 |
| GME | GAMESTOP CORP | 136,595 | $1,724 | 0.0% | $4.08 | -12.0% | COMMON STOCK | 36467W109 |
| — | FRONTIER COMMUNICATIONS CORP | 150,000 | $1,716 | 0.0% | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| — | GENERAL MOTORS CO | 88,470 | $1,667 | 0.0% | $16.70 | — | WARRANTS | 37045V126 |
| — | VIPSHOP HOLDINGS LTD | 100,000 | $1,662 | 0.0% | — | — | Put | 92763W953 |
| — | PATTERSON COS INC | 74,490 | $1,656 | 0.0% | $40.21 | — | COMMON STOCK | 703395103 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1,483 | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 09257WAB6 |
| BKR | BAKER HUGHES A GE CO | 53,225 | $1,479 | 0.0% | $28.01 | -12.5% | COMMON STOCK | 05722G100 |
| IVW | BARCLAY/ISHARES FUNDS | 9,218 | $1,430 | 0.0% | $154.64 | — | COMMON STOCK | 464287309 |
| IEMG | ISHARES CORE MSCI EMERGING | 24,353 | $1,423 | 0.0% | $57.46 | — | COMMON STOCK | 46434G103 |
| — | MACQUARIE INFRASTRUCTURE CO | 1,380,000 | $1,372 | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| VNO | VORNADO REALTY TRUST | 19,868 | $1,338 | 0.0% | $84.14 | — | COMMON STOCK | 929042109 |
| — | LABORATORY CORP LYONS | 587,000 | $1,279 | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| AMD | ADVANCED MICRO DEVICES INC | 126,825 | $1,275 | 0.0% | $12.24 | -3.1% | COMMON STOCK | 007903107 |
| — | SPIRIT REALTY CAPITAL INC | 1,189,000 | $1,209 | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| — | DANAHER CORP(COPA LYONS) | 283,000 | $1,061 | 0.0% | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | BIOMARIN PHARMACEUTICAL INC | 943,000 | $970 | 0.0% | $1.23 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| — | RPM INTL INC | 845,000 | $954 | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $880 | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| — | NABORS INDUSTRIES LTD | 125,000 | $874 | 0.0% | — | — | Call | G6359F903 |
| — | MACQUARIE INFRASTRUCTURE($2KMN | 964,000 | $861 | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 55608BAB1 |
| YELP | YELP INC | 20,000 | $835 | 0.0% | $27.74 | +56.9% | COMMON STOCK | 985817105 |
| — | NEW YORK CMTY TRUST V | 16,385 | $822 | 0.0% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| — | JNJ (ALZA CP) ZERO 7/20 | 447,000 | $792 | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| SCHX | SCHWAB US LARGE-CAP ETF | 12,428 | $784 | 0.0% | $58.05 | — | COMMON STOCK | 808524201 |
| INDA | ISHARES MSCI INDIA ETF | 21,000 | $717 | 0.0% | $27.82 | — | COMMON STOCK | 46429B598 |
| — | FIDELITY NL FIN-CONVRT TO CASH | 185,000 | $577 | 0.0% | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| NWL | NEWELL BRANDS INC | 17,525 | $447 | 0.0% | $31.35 | -37.5% | COMMON STOCK | 651229106 |
| SCHM | SCHWAB US MID CAP ETF | 7,704 | $408 | 0.0% | $48.41 | — | COMMON STOCK | 808524508 |
| HDB | HDFC BANK LTD | 3,900 | $386 | 0.0% | $98.97 | — | COMMON STOCK | 40415F101 |
| IQ | IQIYI INC. | 20,000 | $360 | 0.0% | $18.00 | — | COMMON STOCK | 46267X108 |
| — | LIVE NATION ENTERTAINMENT INC | 267,000 | $343 | 0.0% | $1.23 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| USB | US BANCORP | 6,780 | $343 | 0.0% | $23.81 | +67.7% | COMMON STOCK | 902973304 |
| SHW | SHERWIN WILLIAM | 815 | $320 | 0.0% | $103.46 | +22.8% | COMMON STOCK | 824348106 |
| PGR | PROGRESSIVE CORP OHIO | 5,050 | $308 | 0.0% | $19.50 | +129.4% | COMMON STOCK | 743315103 |
| JLL | JONES LANG LASALLE INC | 1,620 | $283 | 0.0% | $158.88 | 0.0% | COMMON STOCK | 48020Q107 |
| — | PROSPECT CAPITAL CORP | 275,000 | $282 | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| SCHA | SCHWAB US SMALL CAP ETF | 3,853 | $267 | 0.0% | $64.25 | — | COMMON STOCK | 808524607 |
| CME | CME GROUP INC | 1,430 | $232 | 0.0% | $105.45 | +14.8% | COMMON STOCK | 12572Q105 |
| CNC | CENTENE CORP | 2,140 | $229 | 0.0% | $43.05 | +21.1% | COMMON STOCK | 15135B101 |
| AMP | AMERIPRISE FINANCIAL INC | 1,430 | $212 | 0.0% | $86.70 | +61.4% | COMMON STOCK | 03076C106 |
| CMA | COMERICA INC | 2,190 | $211 | 0.0% | $66.87 | 0.0% | COMMON STOCK | 200340107 |
| — | UNITED STATES STEEL CORP | 5,955 | $210 | 0.0% | $35.12 | — | COMMON STOCK | 912909108 |
| FANG | DIAMONDBACK ENERGY INC | 1,625 | $206 | 0.0% | $83.84 | +16.2% | COMMON STOCK | 25278X109 |
| UNM | UNUMPROVIDENT CORP | 4,260 | $203 | 0.0% | $40.01 | +30.6% | COMMON STOCK | 91529Y106 |
| PHM | PULTEGROUP INC | 6,850 | $203 | 0.0% | $18.49 | +53.6% | COMMON STOCK | 745867101 |
| EL | ESTEE LAUDER COMPANIES | 1,350 | $203 | 0.0% | $125.48 | 0.0% | COMMON STOCK | 518439104 |
| — | SYNOVUS FINANCIAL CORP | 4,030 | $202 | 0.0% | $47.97 | — | COMMON STOCK | 87161C501 |
| — | LAREDO PETROLEUM INC | 13,675 | $120 | 0.0% | $12.94 | — | COMMON STOCK | 516806106 |
| — | EXTRACTION OIL & GAS INC | 10,150 | $117 | 0.0% | $15.37 | — | COMMON STOCK | 30227M105 |
| — | NUANCE COMMUNICATIONS INC | 95,000 | $98 | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 67020YAG5 |
| — | NOBLE CORP PLC | 24,000 | $90 | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 27,000 | $33 | 0.0% | $1.22 | — | CONVERTIBLE SECURITY | 049164BJ4 |