Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: Apr 13, 2018
Total Value: $15.37B (75.2% shares, 24.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| AAPL | APPLE INC | 2,291,014 | $384M | 2.5% | $167.78 * | $19.21 | +105.4% | COMMON STOCK | 037833100 |
| — | ISHARES MSCI EAFE ETF | 4,982,000 | $347M | 2.3% | $69.68 | — | — | Call | 464287905 |
| MSFT | MICROSOFT CORP | 3,159,096 | $288M | 1.9% | $91.27 * | $35.69 | +136.3% | COMMON STOCK | 594918104 |
| GOOGL | ALPHABET INC | 258,009 | $268M | 1.7% | $1037.14 * | $36.92 | +39.4% | COMMON STOCK | 02079K305 |
| META | FACEBOOK INC | 1,625,085 | $260M | 1.7% | $159.79 | $85.38 | +85.8% | COMMON STOCK | 30303M102 |
| — | SPDR S&P 500 ETF | 975,000 | $257M | 1.7% | $263.15 | — | — | Put | 78462F953 |
| AMZN | AMAZON.COM INC | 162,695 | $235M | 1.5% | $1447.34 * | $19.11 | +278.7% | COMMON STOCK | 023135106 |
| JPM | JP MORGAN CHASE & CO | 1,822,658 | $200M | 1.3% | $109.97 * | $40.20 | +120.9% | COMMON STOCK | 46625H100 |
| JNJ | JOHNSON & JOHNSON | 1,550,525 | $199M | 1.3% | $128.15 * | $75.02 | +37.5% | COMMON STOCK | 478160104 |
| — | INTEL CORP | 67,471,000 | $167M | 1.1% | $2.48 | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| — | ISHARES MSCI EMERGING MARKET | 3,226,500 | $155M | 1.0% | $48.00 | — | — | Put | 464287954 |
| — | TESLA MOTORS INC | 155,608,000 | $154M | 1.0% | $0.99 | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| BAC | BANK OF AMER CP | 4,973,871 | $149M | 1.0% | $29.99 * | $15.04 | +65.8% | COMMON STOCK | 060505104 |
| — | THE PRICELINE GROUP INC | 81,393,000 | $131M | 0.9% | $1.61 | $1.44 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | MICRON TECHNOLOGY INC | 25,000,000 | $130M | 0.8% | $5.18 | $3.67 | — | CONVERTIBLE SECURITY | 595112AX1 |
| — | ALLERGAN PLC | 760,302 | $128M | 0.8% | $168.29 | $183.96 | — | COMMON STOCK | G0177J108 |
| SPY | SPDR TRUST SERIES 1 | 473,837 | $125M | 0.8% | $263.15 | $272.86 | -3.6% | COMMON STOCK | 78462F103 |
| — | ISHARES MSCI EAFE ETF | 1,763,000 | $123M | 0.8% | $69.68 | — | — | Put | 464287955 |
| — | MICROCHIP TECH (EMBED WARRANT) | 102,500,000 | $123M | 0.8% | $1.20 | $1.20 | — | CONVERTIBLE SECURITY | 595017AF1 |
| DAL | DELTA AIR LINES INC | 2,236,157 | $123M | 0.8% | $54.81 * | $42.33 | +19.5% | COMMON STOCK | 247361702 |
| V | VISA INC | 1,019,658 | $122M | 0.8% | $119.62 * | $71.13 | +59.4% | COMMON STOCK | 92826C839 |
| XOM | EXXON MOBIL CORP | 1,508,912 | $113M | 0.7% | $74.61 * | $55.72 | -6.2% | COMMON STOCK | 30231G102 |
| UNH | UNITEDHEALTH GROUP INC | 516,213 | $110M | 0.7% | $214.00 * | $141.41 | +33.6% | COMMON STOCK | 91324P102 |
| ABBV | ABBVIE | 1,127,011 | $107M | 0.7% | $94.65 * | $64.57 | +4.9% | COMMON STOCK | 00287Y109 |
| HD | HOME DEPOT | 597,068 | $106M | 0.7% | $178.24 * | $70.05 | +110.7% | COMMON STOCK | 437076102 |
| AIG | AMER INTL GROUP | 1,755,265 | $95.52M | 0.6% | $54.42 * | $45.42 | -2.1% | COMMON STOCK | 026874784 |
| — | ISHARES MSCI EMERGING MARKET | 1,974,800 | $95.34M | 0.6% | $48.28 | — | — | Call | 464287904 |
| CVX | CHEVRONTEXACO CORP | 809,996 | $92.37M | 0.6% | $114.04 * | $71.50 | +14.1% | COMMON STOCK | 166764100 |
| — | CROWN CASTLE INTL CORP | 81,663 | $91.29M | 0.6% | $1117.94 | $1076.82 | — | CONVERTIBLE PREFERRED SECURITY | 22822V309 |
| DIS | DISNEY WALT CO | 908,274 | $91.23M | 0.6% | $100.44 * | $82.25 | +16.0% | COMMON STOCK | 254687106 |
| BAX | BAXTER INTL INC | 1,325,483 | $86.21M | 0.6% | $65.04 * | $38.80 | +46.2% | COMMON STOCK | 071813109 |
| — | GOLDMAN SACHS GROUP | 340,400 | $85.73M | 0.6% | $251.86 | — | — | Call | 38141G904 |
| PM | PHILIP MORRIS INTERNATIONAL | 828,098 | $82.31M | 0.5% | $99.40 * | $57.39 | +15.3% | COMMON STOCK | 718172109 |
| — | DOWDUPONT INC | 1,286,041 | $81.93M | 0.5% | $63.71 | $69.73 | — | COMMON STOCK | 26078J100 |
| MCD | MCDONALD'S CORP | 511,438 | $79.98M | 0.5% | $156.38 * | $107.23 | +21.6% | COMMON STOCK | 580135101 |
| CMCSA | COMCAST CORP | 2,302,727 | $78.69M | 0.5% | $34.17 * | $24.96 | +12.2% | COMMON STOCK | 20030N101 |
| — | ANTHEM INC SERIES B UNIT | 1,444,675 | $77.52M | 0.5% | $53.66 | $52.74 | — | CONVERTIBLE PREFERRED SECURITY | 036752202 |
| — | NEXTERA ENERGY INC | 1,340,113 | $77.27M | 0.5% | $57.66 | $53.16 | — | CONVERTIBLE PREFERRED SECURITY | 65339F820 |
| — | E TRADE GROUP | 1,379,580 | $76.44M | 0.5% | $55.41 | $38.84 | — | COMMON STOCK | 269246401 |
| KO | COCA-COLA CO | 1,725,485 | $74.94M | 0.5% | $43.43 * | $28.67 | +19.1% | COMMON STOCK | 191216100 |
| C | CITIGROUP INC | 1,101,941 | $74.38M | 0.5% | $67.50 * | $37.98 | +36.5% | COMMON STOCK | 172967424 |
| MA | MASTERCARD INC | 423,353 | $74.16M | 0.5% | $175.16 * | $85.60 | +96.0% | COMMON STOCK | 57636Q104 |
| SLB | SCHLUMBERGER LTD | 1,108,192 | $71.79M | 0.5% | $64.78 * | $53.62 | -3.3% | COMMON STOCK | 806857108 |
| GS | GOLDMAN SACHS | 284,490 | $71.65M | 0.5% | $251.86 * | $190.17 | +11.3% | COMMON STOCK | 38141G104 |
| PFE | PFIZER INC | 2,013,878 | $71.47M | 0.5% | $35.49 * | $17.35 | +37.3% | COMMON STOCK | 717081103 |
| — | SERVICENOW INC | 30,868,000 | $69.43M | 0.5% | $2.25 | $1.15 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| PG | PROCTER & GAMBLE CO | 875,516 | $69.41M | 0.5% | $79.28 * | $61.75 | +4.7% | COMMON STOCK | 742718109 |
| — | ALTABA INC | 49,492,000 | $68.93M | 0.4% | $1.39 | $1.13 | — | CONVERTIBLE SECURITY | 984332AF3 |
| — | WELLS FARGO & COMPANY(WACHOVIA | 53,155 | $68.57M | 0.4% | $1290.00 | $1220.75 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| HUM | HUMANA INC. | 249,674 | $67.12M | 0.4% | $268.83 * | $253.12 | -0.5% | COMMON STOCK | 444859102 |
| NFLX | NETFLIX INC | 225,210 | $66.52M | 0.4% | $295.35 * | $16.10 | +83.5% | COMMON STOCK | 64110L106 |
| — | ALEXION PHARMACEUTICALS INC | 595,578 | $66.38M | 0.4% | $111.46 | $120.56 | — | COMMON STOCK | 015351109 |
| BKNG | BOOKING HOLDINGS INC | 30,711 | $63.89M | 0.4% | $2080.39 | $1933.58 | +5.9% | COMMON STOCK | 09857L108 |
| — | SILICON LABORATORIES INC | 54,098,000 | $62.61M | 0.4% | $1.16 | $1.16 | — | CONVERTIBLE SECURITY | 826919AB8 |
| T | AT&T INC | 1,727,552 | $61.59M | 0.4% | $35.65 * | $12.78 | +19.9% | COMMON STOCK | 00206R102 |
| PEP | PEPSICO INC | 560,313 | $61.16M | 0.4% | $109.15 * | $65.58 | +31.3% | COMMON STOCK | 713448108 |
| ICE | INTERCONTINENTAL EXCHANGE INC | 842,574 | $61.1M | 0.4% | $72.52 * | $48.75 | +34.7% | COMMON STOCK | 45866F104 |
| — | BECTON DICKINSON AND CO | 1,044,814 | $61.05M | 0.4% | $58.43 | $54.78 | — | CONVERTIBLE PREFERRED SECURITY | 075887208 |
| AMAT | APPLIED MATERIALS INC | 1,087,641 | $60.48M | 0.4% | $55.61 * | $23.84 | +113.4% | COMMON STOCK | 038222105 |
| — | LIBERTY MEDIA CORPORATION | 52,725,000 | $60.46M | 0.4% | $1.15 | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| — | CITRIX SYSTEMS INC | 45,360,000 | $60.18M | 0.4% | $1.33 | $1.09 | — | CONVERTIBLE SECURITY | 177376AD2 |
| SBUX | STARBUCKS CORP | 1,031,079 | $59.69M | 0.4% | $57.89 * | $37.50 | +30.3% | COMMON STOCK | 855244109 |
| HAL | HALLIBURTON CO | 1,269,702 | $59.6M | 0.4% | $46.94 * | $40.54 | -1.0% | COMMON STOCK | 406216101 |
| MRSH | MARSH & MCLENNAN COS | 721,537 | $59.59M | 0.4% | $82.59 * | $71.54 | +1.9% | COMMON STOCK | 571748102 |
| CSCO | CISCO SYSTEMS INC | 1,369,070 | $58.72M | 0.4% | $42.89 * | $24.97 | +35.5% | COMMON STOCK | 17275R102 |
| — | GENERAL ELECTRIC CO | 4,350,000 | $58.64M | 0.4% | $13.48 | — | — | Call | 369604903 |
| — | ILLUMINA INC | 52,869,000 | $58.56M | 0.4% | $1.11 | $1.06 | — | CONVERTIBLE SECURITY | 452327AF6 |
| — | ON SEMICONDUCTOR CORP | 41,017,000 | $58.37M | 0.4% | $1.42 | $0.97 | — | CONVERTIBLE SECURITY | 682189AK1 |
| — | WORKDAY INC - TRANCHE 1 | 37,839,000 | $58.09M | 0.4% | $1.54 | $1.26 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| — | SQUARE INC | 26,310,000 | $58.03M | 0.4% | $2.21 | $2.21 | — | CONVERTIBLE SECURITY | 852234AB9 |
| HON | HONEYWELL INTL | 393,707 | $56.9M | 0.4% | $144.51 * | $69.35 | +60.3% | COMMON STOCK | 438516106 |
| MS | MORGAN STANLEY | 1,049,628 | $56.64M | 0.4% | $53.96 * | $31.16 | +36.9% | COMMON STOCK | 617446448 |
| BMY | BRISTOL MYERS SQUIBB | 888,369 | $56.19M | 0.4% | $63.25 * | $42.37 | +11.6% | COMMON STOCK | 110122108 |
| UNP | UNION PACIFIC CORP | 410,265 | $55.15M | 0.4% | $134.43 * | $66.73 | +69.8% | COMMON STOCK | 907818108 |
| — | NEXTERA ENERGY INC | 756,135 | $55.07M | 0.4% | $72.83 | $59.27 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| VZ | VERIZON COMM | 1,150,579 | $55.02M | 0.4% | $47.82 * | $28.68 | +9.7% | COMMON STOCK | 92343V104 |
| — | LABORATORY CRP OF AMER HLDGS | 338,994 | $54.83M | 0.4% | $161.75 | $153.68 | — | COMMON STOCK | 50540R409 |
| WMT | WALMART INC | 613,895 | $54.62M | 0.4% | $88.97 * | $20.67 | +27.0% | COMMON STOCK | 931142103 |
| — | BANK OF AMERICA CORP. | 42,127 | $54.32M | 0.4% | $1289.46 | $1169.58 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| — | MICRON TECH | 30,000,000 | $53.32M | 0.3% | $1.78 | $1.38 | — | CONVERTIBLE SECURITY | 595112AY9 |
| — | LUMENTUM HOLDINGS INC | 41,258,000 | $52.25M | 0.3% | $1.27 | $1.27 | — | CONVERTIBLE SECURITY | 55024UAB5 |
| BA | BOEING CO | 158,044 | $51.82M | 0.3% | $327.88 * | $111.55 | +181.5% | COMMON STOCK | 097023105 |
| — | ROYAL GOLD | 47,980,000 | $50.79M | 0.3% | $1.06 | $1.11 | — | CONVERTIBLE SECURITY | 780287AA6 |
| — | BIOMARIN PHARMACEUTICAL INC | 45,583,000 | $50.5M | 0.3% | $1.11 | $1.13 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| — | LAM RESEARCH CORP | 247,415 | $50.27M | 0.3% | $203.16 | $87.12 | — | COMMON STOCK | 512807108 |
| BRK/B | BERKSHIRE HTH-B | 251,818 | $50.23M | 0.3% | $199.48 | $118.15 | +68.8% | COMMON STOCK | 084670702 |
| — | LIBERTY MEDIA CORPORATION | 48,117,000 | $50.16M | 0.3% | $1.04 | $1.06 | — | CONVERTIBLE SECURITY | 531229AE2 |
| WFC | WELLS FARGO & COMPANY | 954,780 | $50.04M | 0.3% | $52.41 * | $34.92 | +20.8% | COMMON STOCK | 949746101 |
| — | BROADCOM LTD | 208,130 | $49.05M | 0.3% | $235.65 | $201.14 | — | COMMON STOCK | Y09827109 |
| ULTA | ULTA SALON COSMETICS | 238,257 | $48.67M | 0.3% | $204.27 | $221.65 | -7.8% | COMMON STOCK | 90384S303 |
| MRK | MERCK & CO | 891,642 | $48.57M | 0.3% | $54.47 * | $33.75 | +21.3% | COMMON STOCK | 58933Y105 |
| GOOG | ALPHABET INC | 46,944 | $48.44M | 0.3% | $1031.80 * | $36.59 | +39.9% | COMMON STOCK | 02079K107 |
| — | DTE ENERGY CO | 927,385 | $48.18M | 0.3% | $51.95 | $52.65 | — | CONVERTIBLE PREFERRED SECURITY | 233331883 |
| — | GUIDEWIRE SOFTWARE | 48,014,000 | $47.17M | 0.3% | $0.98 | $0.98 | — | CONVERTIBLE SECURITY | 40171VAA8 |
| FRCB | FIRST REPUBLIC BANK/SAN FRAN | 502,856 | $46.57M | 0.3% | $92.61 * | $74.47 | +20.2% | COMMON STOCK | 33616C100 |
| — | NICE LTD | 37,241,000 | $46.5M | 0.3% | $1.25 | $1.25 | — | CONVERTIBLE SECURITY | 65366HAB9 |
| — | HESS CORP | 772,551 | $46.01M | 0.3% | $59.56 | $59.56 | — | CONVERTIBLE PREFERRED SECURITY | 42809H404 |
| — | TAL EDUCATION GROUP | 5,250,000 | $44.76M | 0.3% | $8.52 | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| — | NOVELLUS SYSTEMS INC | 7,456,000 | $44.75M | 0.3% | $6.00 | $2.79 | — | CONVERTIBLE SECURITY | 670008AD3 |
| NVDA | NVIDIA CORP | 192,473 | $44.58M | 0.3% | $231.59 * | $3.64 | +57.6% | COMMON STOCK | 67066G104 |
| — | DISH NETWORK CORP | 45,456,000 | $43.87M | 0.3% | $0.97 | $1.12 | — | CONVERTIBLE SECURITY | 25470MAB5 |
| — | BOOKING HOLDINGS INC | 20,800 | $43.27M | 0.3% | $2080.43 | — | — | Put | 09857L958 |
| — | ADVANCED MICRO DEVICES INC | 29,498,000 | $42.99M | 0.3% | $1.46 | $1.23 | — | CONVERTIBLE SECURITY | 007903BD8 |
| — | TESLA INC | 41,320,000 | $42.99M | 0.3% | $1.04 | $1.04 | — | CONVERTIBLE SECURITY | 88160RAD3 |
| AMG | AFFILIATED MANAGERS GROUP | 221,882 | $42.06M | 0.3% | $189.58 * | $164.42 | +12.3% | COMMON STOCK | 008252108 |
| AMT | AMERICAN TOWER REIT INC | 288,378 | $41.91M | 0.3% | $145.34 * | $109.39 | +8.2% | COMMON STOCK | 03027X100 |
| — | NUVASIVE INC | 36,690,000 | $40.52M | 0.3% | $1.10 | $1.37 | — | CONVERTIBLE SECURITY | 670704AG0 |
| UAL | UNITED CONTINENTAL HOLDINGS IN | 577,998 | $40.15M | 0.3% | $69.47 | $67.12 | +3.5% | COMMON STOCK | 910047109 |
| — | MEDIDATA SOLUTIONS INC | 35,609,000 | $40.13M | 0.3% | $1.13 | $1.14 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| — | PROOFPOINT | 27,037,000 | $39.71M | 0.3% | $1.47 | $1.07 | — | CONVERTIBLE SECURITY | 743424AD5 |
| FSLR | FIRST SOLAR INC | 550,952 | $39.11M | 0.3% | $70.98 | $68.06 | +4.3% | COMMON STOCK | 336433107 |
| EMR | EMERSON ELECTRIC CO | 565,119 | $38.6M | 0.3% | $68.30 * | $51.78 | +9.6% | COMMON STOCK | 291011104 |
| — | GENERAL ELECTRIC CO | 2,859,400 | $38.55M | 0.3% | $13.48 | $24.18 | — | COMMON STOCK | 369604103 |
| SLM | SLM CORP | 3,422,263 | $38.36M | 0.2% | $11.21 | $11.52 | -2.7% | COMMON STOCK | 78442P106 |
| — | LIGAND PHARMACEUTICALS INC | 17,500,000 | $38.27M | 0.2% | $2.19 | $1.61 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| ORCL | ORACLE CORP | 836,238 | $38.26M | 0.2% | $45.75 * | $36.93 | +10.3% | COMMON STOCK | 68389X105 |
| MGM | MGM RESORTS INTERNATIONAL | 1,089,802 | $38.16M | 0.2% | $35.02 * | $28.33 | +18.9% | COMMON STOCK | 552953101 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 894,723 | $37.34M | 0.2% | $41.73 * | $25.94 | +33.5% | COMMON STOCK | 609207105 |
| — | VIPSHOP HOLDINGS LTD | 34,238,000 | $36.93M | 0.2% | $1.08 | $1.07 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| CSX | CSX CORPORATION | 662,326 | $36.9M | 0.2% | $55.71 * | $10.46 | +60.0% | COMMON STOCK | 126408103 |
| INTC | INTEL CORP | 702,891 | $36.61M | 0.2% | $52.08 * | $20.27 | +117.1% | COMMON STOCK | 458140100 |
| KMX | CARMAX INC | 587,396 | $36.38M | 0.2% | $61.94 | $69.83 | -11.3% | COMMON STOCK | 143130102 |
| — | 51JOB INC | 17,950,000 | $36.28M | 0.2% | $2.02 | $1.75 | — | CONVERTIBLE SECURITY | 316827AC8 |
| CAT | CATERPILLAR INC | 244,117 | $35.98M | 0.2% | $147.38 * | $74.22 | +67.5% | COMMON STOCK | 149123101 |
| — | GREENBRIER COMPANIES INC | 31,259,000 | $35.87M | 0.2% | $1.15 | $1.15 | — | CONVERTIBLE SECURITY | 393657AK7 |
| LMT | LOCKHEED MARTIN CORP | 105,630 | $35.7M | 0.2% | $337.93 * | $150.07 | +82.9% | COMMON STOCK | 539830109 |
| — | MICROCHP TECH HYPER WARRANTS | 20,000,000 | $35.67M | 0.2% | $1.78 | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| LOW | LOWE'S COMPANIES | 400,026 | $35.1M | 0.2% | $87.75 * | $55.63 | +36.6% | COMMON STOCK | 548661107 |
| — | INPHI CORP | 37,593,000 | $34.93M | 0.2% | $0.93 | $1.00 | — | CONVERTIBLE SECURITY | 45772FAC1 |
| — | RED HAT INC | 16,919,000 | $34.3M | 0.2% | $2.03 | $1.40 | — | CONVERTIBLE SECURITY | 756577AD4 |
| RDN | RADIAN GROUP INC | 1,799,234 | $34.26M | 0.2% | $19.04 * | $15.67 | +0.6% | COMMON STOCK | 750236101 |
| — | CTRIP.COM INTL LTD | 29,500,000 | $34.17M | 0.2% | $1.16 | $1.17 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| — | RAYTHEON CO | 157,490 | $33.99M | 0.2% | $215.82 | $159.72 | — | COMMON STOCK | 755111507 |
| ACN | ACCENTURE PLC | 220,394 | $33.83M | 0.2% | $153.50 * | $84.96 | +60.6% | COMMON STOCK | G1151C101 |
| — | STANLEY BLACK & DECKER INC | 288,512 | $33.24M | 0.2% | $115.23 | $112.73 | — | CONVERTIBLE PREFERRED SECURITY | 854502887 |
| EOG | EOG RESOURCES INC | 314,281 | $33.09M | 0.2% | $105.27 * | $57.66 | +36.9% | COMMON STOCK | 26875P101 |
| — | MATCH GROUP INC | 720,000 | $32M | 0.2% | $44.44 | — | — | Put | 57665R956 |
| PNC | PNC FINANCIAL SERVICES GROUP | 210,509 | $31.84M | 0.2% | $151.24 * | $73.04 | +57.7% | COMMON STOCK | 693475105 |
| COST | COSTCO WHOLESALE CORP | 167,276 | $31.52M | 0.2% | $188.43 * | $92.85 | +82.3% | COMMON STOCK | 22160K105 |
| NOC | NORTHROP GRUMMAN CORP | 88,415 | $30.87M | 0.2% | $349.13 * | $134.16 | +129.2% | COMMON STOCK | 666807102 |
| IWN | ISHARES RUSSELL 2000 VALUE ETF | 253,145 | $30.85M | 0.2% | $121.88 | $119.94 | +1.6% | COMMON STOCK | 464287630 |
| — | TRINITY INDUSTRIES INC | 22,500,000 | $30.64M | 0.2% | $1.36 | $1.34 | — | CONVERTIBLE SECURITY | 896522AF6 |
| — | COLONY STARWOOD HOMES | 27,500,000 | $30.61M | 0.2% | $1.11 | $1.11 | — | CONVERTIBLE SECURITY | 19625XAB8 |
| EXC | EXELON CORP | 778,697 | $30.38M | 0.2% | $39.01 * | $18.67 | +13.8% | COMMON STOCK | 30161N101 |
| TMO | THERMO FISHER SCIENTIFIC INC | 145,919 | $30.13M | 0.2% | $206.46 * | $126.08 | +60.4% | COMMON STOCK | 883556102 |
| AXP | AMER EXPRESS CO. | 322,601 | $30.09M | 0.2% | $93.28 * | $59.77 | +40.2% | COMMON STOCK | 025816109 |
| — | DYCOM INDS | 23,653,000 | $29.96M | 0.2% | $1.27 | $1.10 | — | CONVERTIBLE SECURITY | 267475AB7 |
| WDAY | WORKDAY INC | 233,763 | $29.71M | 0.2% | $127.11 | $99.94 | +27.2% | COMMON STOCK | 98138H101 |
| EFA | ISHARES MSCI EAFE INDEX FUND | 421,690 | $29.38M | 0.2% | $69.68 | $68.02 | +2.4% | COMMON STOCK | 464287465 |
| — | BANK OF AMERICA CORP | 975,000 | $29.24M | 0.2% | $29.99 | — | — | Call | 060505904 |
| MOH | MOLINA HEALTHCARE INC | 359,701 | $29.2M | 0.2% | $81.18 | $80.43 | +0.9% | COMMON STOCK | 60855R100 |
| — | CELGENE CORP | 325,320 | $29.02M | 0.2% | $89.21 | $108.96 | — | COMMON STOCK | 151020104 |
| — | PACIRA PHARMACEUTICALS INC | 31,143,000 | $28.56M | 0.2% | $0.92 | $0.92 | — | CONVERTIBLE SECURITY | 695127AD2 |
| — | STANLEY BLACK & DECKER INC | 185,000 | $28.34M | 0.2% | $153.20 | — | — | Call | 854502901 |
| — | CYPRESS SEMICONDUCTOR CORP | 20,100,000 | $28.21M | 0.2% | $1.40 | $1.31 | — | CONVERTIBLE SECURITY | 232806AM1 |
| — | ELLIE MAE INC | 306,132 | $28.15M | 0.2% | $91.94 | $90.27 | — | COMMON STOCK | 28849P100 |
| — | MERCADOLIBRE INC | 10,000,000 | $28.11M | 0.2% | $2.81 | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| MNST | MONSTER BEVERAGE CORP | 488,308 | $27.94M | 0.2% | $57.21 * | $23.42 | +22.2% | COMMON STOCK | 61174X109 |
| CRM | SALESFORCE.COM INC | 239,962 | $27.91M | 0.2% | $116.30 | $70.79 | +62.3% | COMMON STOCK | 79466L302 |
| PRU | PRUDENTIAL FINANCIAL INC | 267,497 | $27.7M | 0.2% | $103.55 * | $62.21 | +14.4% | COMMON STOCK | 744320102 |
| — | SPDR BARCLAYS CAPITAL HIGH | 770,825 | $27.64M | 0.2% | $35.85 | $37.27 | — | COMMON STOCK | 78464A417 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 580,001 | $27.58M | 0.2% | $47.55 | $38.91 | +22.2% | COMMON STOCK | 00737L103 |
| MDT | MEDTRONIC PLC | 343,153 | $27.53M | 0.2% | $80.22 * | $61.15 | +7.6% | COMMON STOCK | G5960L103 |
| — | RED HAT INC | 180,500 | $26.99M | 0.2% | $149.51 | — | — | Call | 756577902 |
| — | XILINX INC | 373,407 | $26.98M | 0.2% | $72.24 | $68.02 | — | COMMON STOCK | 983919101 |
| CB | CHUBB LTD | 194,366 | $26.58M | 0.2% | $136.77 * | $117.33 | +2.1% | COMMON STOCK | H1467J104 |
| — | ZENDESK INC | 553,690 | $26.51M | 0.2% | $47.87 | $28.03 | — | COMMON STOCK | 98936J101 |
| — | CTRIP.COM INTL LTD | 24,537,000 | $26.44M | 0.2% | $1.08 | $1.08 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| MO | ALTRIA GROUP INC | 421,787 | $26.29M | 0.2% | $62.32 * | $26.11 | +32.9% | COMMON STOCK | 02209S103 |
| — | WELLTOWER INC | 470,949 | $26.2M | 0.2% | $55.64 | $60.73 | — | CONVERTIBLE PREFERRED SECURITY | 95040Q203 |
| — | TUTOR PERINI CORP | 24,841,000 | $26.15M | 0.2% | $1.05 | $1.17 | — | CONVERTIBLE SECURITY | 901109AD0 |
| — | ARES CAPITAL CORP | 25,525,000 | $26.1M | 0.2% | $1.02 | $1.02 | — | CONVERTIBLE SECURITY | 04010LAT0 |
| SYK | STRYKER CORP | 162,162 | $26.1M | 0.2% | $160.93 * | $74.14 | +99.7% | COMMON STOCK | 863667101 |
| — | OSI SYSTEMS INC | 28,531,000 | $25.97M | 0.2% | $0.91 | $0.91 | — | CONVERTIBLE SECURITY | 671044AD7 |
| — | SONY CORP | 530,000 | $25.62M | 0.2% | $48.34 | — | — | Call | 835699907 |
| — | ROVI CORP | 26,430,000 | $25.58M | 0.2% | $0.97 | $1.00 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | RTI INTL METALS | 24,256,000 | $25.55M | 0.2% | $1.05 | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | WPX ENERGY | 406,459 | $25.52M | 0.2% | $62.78 | $42.71 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| ZION | ZIONS BANCORPORATION | 481,995 | $25.42M | 0.2% | $52.73 | $40.81 | +29.2% | COMMON STOCK | 989701107 |
| MET | METLIFE INC | 552,830 | $25.37M | 0.2% | $45.89 * | $32.24 | +9.0% | COMMON STOCK | 59156R108 |
| COF | CAPITAL ONE FINANCIAL CORP | 256,850 | $24.61M | 0.2% | $95.82 * | $75.47 | +11.0% | COMMON STOCK | 14040H105 |
| — | CELGENE CORP | 275,000 | $24.53M | 0.2% | $89.21 | — | — | Call | 151020904 |
| MAS | MASCO CORP | 605,448 | $24.48M | 0.2% | $40.44 * | $25.62 | +39.5% | COMMON STOCK | 574599106 |
| — | MICRON TECHNOLOGY | 5,180,000 | $24.41M | 0.2% | $4.71 | $1.51 | — | CONVERTIBLE SECURITY | 595112AU7 |
| — | TERADYNE INC | 15,938,000 | $24.38M | 0.2% | $1.53 | $1.44 | — | CONVERTIBLE SECURITY | 880770AG7 |
| STZ | CONSTELLATION BRANDS INC | 106,607 | $24.3M | 0.2% | $227.92 * | $137.76 | +46.0% | COMMON STOCK | 21036P108 |
| GILD | GILEAD SCIENCES INC | 321,033 | $24.2M | 0.2% | $75.39 * | $51.76 | +8.6% | COMMON STOCK | 375558103 |
| — | BLACKHAWK NETWORK HOLDINGS I | 21,901,000 | $24.2M | 0.2% | $1.11 | $1.10 | — | CONVERTIBLE SECURITY | 09238EAB0 |
| — | PALO ALTO NETWORKS | 14,631,000 | $24.13M | 0.2% | $1.65 | $1.57 | — | CONVERTIBLE SECURITY | 697435AB1 |
| AMGN | AMGEN INC | 140,964 | $24.03M | 0.2% | $170.48 * | $107.03 | +25.8% | COMMON STOCK | 031162100 |
| — | AMAZON.COM INC | 16,500 | $23.88M | 0.2% | $1447.39 | — | — | Call | 023135906 |
| — | DYNEGY INC | 275,000 | $23.85M | 0.2% | $86.71 | $74.72 | — | CONVERTIBLE PREFERRED SECURITY | 26817R405 |
| FIS | FIDELITY NATIONAL INFORMATION | 245,662 | $23.66M | 0.2% | $96.30 * | $68.10 | +22.8% | COMMON STOCK | 31620M106 |
| COP | CONOCOPHILLIPS | 397,044 | $23.54M | 0.2% | $59.29 * | $40.85 | +12.6% | COMMON STOCK | 20825C104 |
| NKE | NIKE INC-B | 353,080 | $23.46M | 0.2% | $66.44 * | $42.78 | +40.6% | COMMON STOCK | 654106103 |
| — | IONIS PHARMACEUTICALS INC | 23,600,000 | $23.34M | 0.2% | $0.99 | $1.11 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| — | NXP SEMICONDUCT NV | 18,790,000 | $23.23M | 0.2% | $1.24 | $1.10 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| — | INSULET CORP | 15,000,000 | $23.19M | 0.2% | $1.55 | $1.32 | — | CONVERTIBLE SECURITY | 45784PAF8 |
| — | DISH NETWORK CORP | 25,750,000 | $22.73M | 0.1% | $0.88 | $0.88 | — | CONVERTIBLE SECURITY | 25470MAD1 |
| VGK | VANGUARD FTSE EUROPE | 390,500 | $22.71M | 0.1% | $58.15 | $49.02 | +18.6% | COMMON STOCK | 922042874 |
| — | FINISAR CORP | 25,203,000 | $22.69M | 0.1% | $0.90 | $0.93 | — | CONVERTIBLE SECURITY | 31787AAP6 |
| — | IRONWOOD PHARMACEUTICALS INC | 19,103,000 | $22.65M | 0.1% | $1.19 | $1.04 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| — | THE HOME DEPOT INC | 126,500 | $22.55M | 0.1% | $178.25 | — | — | Call | 437076902 |
| — | BB&T CORPORATION | 422,986 | $22.01M | 0.1% | $52.04 | $37.13 | — | COMMON STOCK | 054937107 |
| — | ENVESTNET INC | 19,868,000 | $21.94M | 0.1% | $1.10 | $1.09 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| EVR | EVERCORE INC | 251,453 | $21.93M | 0.1% | $87.20 * | $69.79 | +5.3% | COMMON STOCK | 29977A105 |
| — | TOTAL SYSTEM SERVICES INC | 251,973 | $21.74M | 0.1% | $86.26 | $53.46 | — | COMMON STOCK | 891906109 |
| — | HARRIS CORP | 133,072 | $21.46M | 0.1% | $161.28 | $112.27 | — | COMMON STOCK | 413875105 |
| GM | GENERAL MOTORS CO | 583,596 | $21.21M | 0.1% | $36.34 * | $30.74 | +4.9% | COMMON STOCK | 37045V100 |
| — | COLONY STARWOOD HOMES | 16,860,000 | $21.13M | 0.1% | $1.25 | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| MPC | MARATHON PETROLEUM | 285,612 | $20.88M | 0.1% | $73.11 * | $39.01 | +46.8% | COMMON STOCK | 56585A102 |
| — | VIAVI SOLUTIONS INC | 20,167,000 | $20.44M | 0.1% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 925550AB1 |
| ABT | ABBOTT LABORATORIES | 336,894 | $20.19M | 0.1% | $59.92 * | $33.91 | +54.2% | COMMON STOCK | 002824100 |
| — | MOLINA HEALTHCARE INC | 10,000,000 | $20.14M | 0.1% | $2.01 | $1.50 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| UPS | UNITED PARCEL SERVICE | 192,305 | $20.13M | 0.1% | $104.66 * | $65.90 | +18.0% | COMMON STOCK | 911312106 |
| TRU | TRANSUNION | 354,347 | $20.12M | 0.1% | $56.78 * | $36.13 | +51.6% | COMMON STOCK | 89400J107 |
| AL | AIR LEASE | 469,622 | $20.02M | 0.1% | $42.62 * | $31.86 | +16.6% | COMMON STOCK | 00912X302 |
| UBS | UBS GROUP AG | 1,123,000 | $19.83M | 0.1% | $17.66 | $17.23 | +2.5% | COMMON STOCK | H42097107 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 168,396 | $19.83M | 0.1% | $117.74 * | $107.95 | +1.7% | COMMON STOCK | V7780T103 |
| — | TAIWAN SEMICONDUCTOR | 450,000 | $19.69M | 0.1% | $43.76 | — | — | Call | 874039900 |
| — | FINISAR CORP | 19,645,000 | $19.37M | 0.1% | $0.99 | $1.03 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| WCN | WASTE CONNECTIONS INC | 269,442 | $19.33M | 0.1% | $71.74 * | $47.59 | +43.0% | COMMON STOCK | 94106B101 |
| BABA | ALIBABA GROUP HOLDING LTD | 105,077 | $19.29M | 0.1% | $183.54 | $102.18 | +79.6% | COMMON STOCK | 01609W102 |
| BP | BP PLC | 475,000 | $19.26M | 0.1% | $40.54 | $42.56 | -4.7% | COMMON STOCK | 055622104 |
| ETN | EATON CORP PLC | 236,050 | $18.86M | 0.1% | $79.91 * | $47.79 | +44.1% | COMMON STOCK | G29183103 |
| TSLA | TESLA INC | 69,633 | $18.53M | 0.1% | $266.14 * | $22.40 | -20.8% | COMMON STOCK | 88160R101 |
| MCHP | MICROCHIP TECHNOLOGY INC | 201,530 | $18.41M | 0.1% | $91.36 * | $27.11 | +45.9% | COMMON STOCK | 595017104 |
| — | VEECO INSTRUMENTS INC. | 20,116,000 | $18.34M | 0.1% | $0.91 | $1.04 | — | CONVERTIBLE SECURITY | 922417AD2 |
| — | HERBALIFE LTD | 15,000,000 | $18.22M | 0.1% | $1.21 | $0.96 | — | CONVERTIBLE SECURITY | 42703MAB9 |
| — | ALLEGHENY TECHNOLOGIES INC | 10,000,000 | $18.21M | 0.1% | $1.82 | $1.28 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| LLY | ELI LILLY & CO | 235,272 | $18.2M | 0.1% | $77.37 * | $43.77 | +58.1% | COMMON STOCK | 532457108 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 15,815,000 | $18.2M | 0.1% | $1.15 | $0.99 | — | CONVERTIBLE SECURITY | 049164BH8 |
| — | LIBERTY MEDIA CORPORATION | 17,250,000 | $18.14M | 0.1% | $1.05 | $1.05 | — | CONVERTIBLE SECURITY | 531229AF9 |
| SPGI | S&P GLOBAL INC | 94,790 | $18.11M | 0.1% | $191.06 * | $172.26 | +3.7% | COMMON STOCK | 78409V104 |
| — | POWERSHARES QQQ NASDAQ 100 | 111,500 | $17.86M | 0.1% | $160.13 | — | — | Put | 73935A954 |
| IBB | ISHARES NASDAQ BIOTECH INDX | 166,820 | $17.81M | 0.1% | $106.74 | $104.52 | +2.1% | COMMON STOCK | 464287556 |
| — | INSMED INC | 20,000,000 | $17.8M | 0.1% | $0.89 | $0.89 | — | CONVERTIBLE SECURITY | 457669AA7 |
| IWM | ISHARES TR-2000 INDEX FD | 116,735 | $17.72M | 0.1% | $151.83 | $154.44 | -1.7% | COMMON STOCK | 464287655 |
| — | SHUTTERFLY INC | 14,000,000 | $17.71M | 0.1% | $1.27 | $0.99 | — | CONVERTIBLE SECURITY | 82568PAB2 |
| A | AGILENT TECHNOLOGIES INC | 262,345 | $17.55M | 0.1% | $66.90 * | $59.84 | +5.5% | COMMON STOCK | 00846U101 |
| NTRS | NORTHERN TRUST CORP | 167,660 | $17.29M | 0.1% | $103.13 * | $82.00 | +0.0% | COMMON STOCK | 665859104 |
| — | INNOVIVA INC | 16,191,000 | $17.24M | 0.1% | $1.06 | $0.98 | — | CONVERTIBLE SECURITY | 88338TAB0 |
| — | CHESAPEAKE ENERGY CORP | 20,000,000 | $17.2M | 0.1% | $0.86 | $0.86 | — | CONVERTIBLE SECURITY | 165167CY1 |
| — | SM ENERGY CO | 18,152,000 | $17.17M | 0.1% | $0.95 | $1.09 | — | CONVERTIBLE SECURITY | 78454LAM2 |
| — | TTM TECHNOLOGIES INC | 10,000,000 | $16.78M | 0.1% | $1.68 | $1.44 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| CCL | CARNIVAL CORP | 254,016 | $16.66M | 0.1% | $65.58 * | $30.28 | +100.6% | COMMON STOCK | 143658300 |
| — | CARMAX INC | 267,500 | $16.57M | 0.1% | $61.94 | — | — | Call | 143130902 |
| — | NEVRO CORPORATION | 14,435,000 | $16.55M | 0.1% | $1.15 | $1.15 | — | CONVERTIBLE SECURITY | 64157FAA1 |
| — | AETNA INC | 97,669 | $16.51M | 0.1% | $169.01 | $113.17 | — | COMMON STOCK | 00817Y108 |
| — | DISCOVER FINANCIAL SERVICES | 226,213 | $16.27M | 0.1% | $71.93 | $58.74 | — | COMMON STOCK | 254709108 |
| PCAR | PACCAR INC | 245,570 | $16.25M | 0.1% | $66.17 * | $34.20 | -4.9% | COMMON STOCK | 693718108 |
| MHK | MOHAWK INDS INC | 69,259 | $16.08M | 0.1% | $232.23 | $202.78 | +14.5% | COMMON STOCK | 608190104 |
| — | AIR LEASE | 10,730,000 | $16.03M | 0.1% | $1.49 | $1.68 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | WALGREENS BOOTS ALLIANCE INC | 244,577 | $16.01M | 0.1% | $65.47 | $79.39 | — | COMMON STOCK | 931427108 |
| — | ASSURANT INC | 153,297 | $15.97M | 0.1% | $104.15 | $104.15 | — | CONVERTIBLE PREFERRED SECURITY | 04621X207 |
| — | PIONEER NATURAL RESOURCES CO | 92,596 | $15.91M | 0.1% | $171.79 | $141.89 | — | COMMON STOCK | 723787107 |
| — | STARWOOD PROPERTY TRUST INC | 15,643,000 | $15.79M | 0.1% | $1.01 | $1.00 | — | CONVERTIBLE SECURITY | 85571BAH8 |
| — | KNOWLES CORPORATION | 15,105,000 | $15.71M | 0.1% | $1.04 | $1.18 | — | CONVERTIBLE SECURITY | 49926DAB5 |
| NEE | NEXTERA ENERGY INC | 95,239 | $15.56M | 0.1% | $163.34 * | $19.30 | +74.6% | COMMON STOCK | 65339F101 |
| — | ECHO GLOBAL LOGISTICS INC | 15,168,000 | $15.51M | 0.1% | $1.02 | $1.03 | — | CONVERTIBLE SECURITY | 27875TAA9 |
| — | PDC ENERGY INC | 15,842,000 | $15.46M | 0.1% | $0.98 | $1.11 | — | CONVERTIBLE SECURITY | 69327RAD3 |
| — | APTIV PLC | 181,021 | $15.38M | 0.1% | $84.97 | $84.91 | — | COMMON STOCK | G6095L109 |
| — | SEMPRA ENERGY | 150,000 | $15.36M | 0.1% | $102.37 | $102.37 | — | CONVERTIBLE PREFERRED SECURITY | 816851406 |
| F | FORD MOTOR CO | 1,369,256 | $15.17M | 0.1% | $11.08 * | $7.80 | -5.0% | COMMON STOCK | 345370860 |
| — | CALATLANTIC GROUP INC | 15,000,000 | $15.15M | 0.1% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 783764AS2 |
| — | VIRTUS INVESTMENT PARTNERS | 140,000 | $15.07M | 0.1% | $107.62 | $97.84 | — | CONVERTIBLE PREFERRED SECURITY | 92828Q208 |
| — | STARWOOD PROPERTY TRUST INC | 13,976,000 | $15.04M | 0.1% | $1.08 | $1.09 | — | CONVERTIBLE SECURITY | 85571BAB1 |
| — | MEDICINES CO | 15,250,000 | $14.87M | 0.1% | $0.97 | $1.05 | — | CONVERTIBLE SECURITY | 584688AG0 |
| — | PIONEER NATURAL RESOURCES CO | 86,000 | $14.77M | 0.1% | $171.79 | — | — | Call | 723787907 |
| — | J2 GLOBAL INC | 11,500,000 | $14.68M | 0.1% | $1.28 | $1.28 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| IBM | INT'L BUSINESS MACHINES CORP | 94,678 | $14.53M | 0.1% | $153.44 * | $111.79 | -6.5% | COMMON STOCK | 459200101 |
| — | NUANCE COMMUNICATIONS INC | 15,000,000 | $14.3M | 0.1% | $0.95 | $0.91 | — | CONVERTIBLE SECURITY | 67020YAK6 |
| — | WAYFAIR | 15,000,000 | $14.25M | 0.1% | $0.95 | $0.97 | — | CONVERTIBLE SECURITY | 94419LAA9 |
| TJX | TJX COMPANIES INC | 172,439 | $14.06M | 0.1% | $81.57 * | $31.69 | +15.7% | COMMON STOCK | 872540109 |
| — | BOOKING HOLDINGS INC | 6,600 | $13.73M | 0.1% | $2080.45 | — | — | Call | 09857L908 |
| — | AIR PRODUCTS AND CHEMICALS INC | 85,500 | $13.6M | 0.1% | $159.04 | — | — | Call | 009158906 |
| PVH | PVH CORP | 89,605 | $13.57M | 0.1% | $151.43 | $126.95 | +17.9% | COMMON STOCK | 693656100 |
| CE | CELANESE CORP | 131,709 | $13.2M | 0.1% | $100.21 * | $73.96 | +16.6% | COMMON STOCK | 150870103 |
| EW | EDWARDS LIFESCI | 93,911 | $13.1M | 0.1% | $139.53 * | $40.49 | +14.8% | COMMON STOCK | 28176E108 |
| — | CEMEX SAB DE CV | 12,390,000 | $12.78M | 0.1% | $1.03 | $1.14 | — | CONVERTIBLE SECURITY | 151290BR3 |
| — | ARES CAPITAL CORP | 12,566,000 | $12.76M | 0.1% | $1.02 | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| — | REALPAGE INC | 246,252 | $12.68M | 0.1% | $51.50 | $39.90 | — | COMMON STOCK | 75606N109 |
| — | EVERBRIDGE INC | 10,000,000 | $12.63M | 0.1% | $1.26 | $1.11 | — | CONVERTIBLE SECURITY | 29978AAA2 |
| — | VIPSHOP HOLDINGS LTD | 750,000 | $12.46M | 0.1% | $16.62 | — | — | Call | 92763W903 |
| — | WORKDAY INC - TRANCHE 2 | 7,564,000 | $12.36M | 0.1% | $1.63 | $1.16 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| DLTR | DOLLAR TREE | 129,605 | $12.3M | 0.1% | $94.90 | $97.73 | -2.9% | COMMON STOCK | 256746108 |
| — | UNITED TECHNOLOGIES CORP | 96,920 | $12.2M | 0.1% | $125.83 | $98.25 | — | COMMON STOCK | 913017109 |
| ADBE | ADOBE SYSTEMS INC | 56,030 | $12.11M | 0.1% | $216.08 | $149.95 | +44.1% | COMMON STOCK | 00724F101 |
| — | VISA INC | 101,000 | $12.08M | 0.1% | $119.62 | — | — | Call | 92826C909 |
| — | CSG SYS INTL | 11,000,000 | $12.05M | 0.1% | $1.10 | $1.04 | — | CONVERTIBLE SECURITY | 126349AF6 |
| — | CORNERSTONE ONDEMAND INC | 12,000,000 | $12M | 0.1% | $1.00 | $1.00 | — | CONVERTIBLE SECURITY | 21925YAB9 |
| PAYC | PAYCOM SOFTWARE INC | 111,395 | $11.96M | 0.1% | $107.39 | $52.01 | +102.4% | COMMON STOCK | 70432V102 |
| MMM | 3M CO | 54,368 | $11.94M | 0.1% | $219.52 * | $91.50 | +52.5% | COMMON STOCK | 88579Y101 |
| VYX | NCR CORP | 371,626 | $11.71M | 0.1% | $31.52 * | $25.25 | -23.4% | COMMON STOCK | 62886E108 |
| WHR | WHIRLPOOL CORP | 76,432 | $11.7M | 0.1% | $153.12 | $186.28 | -17.8% | COMMON STOCK | 963320106 |
| DUK | DUKE ENERGY CORP | 150,796 | $11.68M | 0.1% | $77.48 * | $44.03 | +28.4% | COMMON STOCK | 26441C204 |
| — | RAMBUS INC | 10,000,000 | $11.4M | 0.1% | $1.14 | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | INTEGRATED DEVICE TECHNOLOGY | 10,034,000 | $11.29M | 0.1% | $1.12 | $1.04 | — | CONVERTIBLE SECURITY | 458118AC0 |
| EEM | ISHARES MSCI EMERGING MKTS IND | 232,175 | $11.21M | 0.1% | $48.28 | $49.03 | -1.5% | COMMON STOCK | 464287234 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 218,042 | $11.21M | 0.1% | $51.40 | $57.89 | -11.2% | COMMON STOCK | 10922N103 |
| QCOM | QUALCOMM INC | 199,971 | $11.08M | 0.1% | $55.41 * | $46.02 | -1.4% | COMMON STOCK | 747525103 |
| HYG | ISHARES IBOXX HY CORP BOND | 128,625 | $11.02M | 0.1% | $85.64 | $88.24 | -2.9% | COMMON STOCK | 464288513 |
| — | SINA CORP | 10,000,000 | $11M | 0.1% | $1.10 | $0.99 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| — | WHITING PETROLEUM CORP | 11,560,000 | $10.89M | 0.1% | $0.94 | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| DE | DEERE & CO | 68,509 | $10.64M | 0.1% | $155.32 * | $74.29 | +86.3% | COMMON STOCK | 244199105 |
| KEY | KEYCORP | 541,965 | $10.6M | 0.1% | $19.55 * | $14.28 | -4.3% | COMMON STOCK | 493267108 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $10.44M | 0.1% | $1.04 | $0.96 | — | CONVERTIBLE SECURITY | 00163UAD8 |
| — | ZILLOW GROUP INC | 8,500,000 | $10.33M | 0.1% | $1.22 | $1.10 | — | CONVERTIBLE SECURITY | 98954MAB7 |
| — | AKAMAI TECHNOLOGIES INC | 10,000,000 | $10.31M | 0.1% | $1.03 | $1.01 | — | CONVERTIBLE SECURITY | 00971TAG6 |
| — | NEW ORIENTAL EDUCATION | 117,020 | $10.26M | 0.1% | $87.65 | $76.46 | — | COMMON STOCK | 647581107 |
| — | LIBERTY MEDIA (FON) 4 | 14,210,392 | $10.21M | 0.1% | $0.72 | $0.71 | — | CONVERTIBLE SECURITY | 530715AG6 |
| — | RENEWABLE ENERGY GROUP INC | 7,500,000 | $10.2M | 0.1% | $1.36 | $1.36 | — | CONVERTIBLE SECURITY | 75972AAC7 |
| — | ELECTRONICS FOR IMAGING INC | 10,500,000 | $10.19M | 0.1% | $0.97 | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| — | VIAVI SOLUTIONS INC | 10,000,000 | $10.18M | 0.1% | $1.02 | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| FDX | FEDEX CORP | 42,155 | $10.12M | 0.1% | $240.11 * | $113.34 | +85.1% | COMMON STOCK | 31428X106 |
| — | TCP CAPITAL CORP | 10,000,000 | $10.12M | 0.1% | $1.01 | $1.04 | — | CONVERTIBLE SECURITY | 87238QAD5 |
| SCHW | SCHWAB (CHARLES) CORP | 193,173 | $10.09M | 0.1% | $52.22 * | $26.73 | +75.6% | COMMON STOCK | 808513105 |
| — | HELIX ENERGY SOLUTIONS GROUP | 10,000,000 | $10.08M | 0.1% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 42330PAJ6 |
| — | THE PRICELINE GROUP INC | 8,040,000 | $10.05M | 0.1% | $1.25 | $1.05 | — | CONVERTIBLE SECURITY | 741503AX4 |
| ELV | ANTHEM INC | 45,604 | $10.02M | 0.1% | $219.72 * | $118.60 | +67.4% | COMMON STOCK | 036752103 |
| — | WRIGHT MEDICAL | 10,000,000 | $9.993M | 0.1% | $1.00 | $0.90 | — | CONVERTIBLE SECURITY | 98235TAE7 |
| — | INFINERA CORP | 9,500,000 | $9.793M | 0.1% | $1.03 | $1.06 | — | CONVERTIBLE SECURITY | 45667GAB9 |
| CBRE | CBRE GROUP INC | 206,775 | $9.764M | 0.1% | $47.22 | $34.44 | +37.1% | COMMON STOCK | 12504L109 |
| — | JAZZ PHARMACEUTICLS $200K MIN | 9,215,000 | $9.657M | 0.1% | $1.05 | $1.02 | — | CONVERTIBLE SECURITY | 472145AB7 |
| — | FACEBOOK INC | 60,300 | $9.636M | 0.1% | $159.80 | — | — | Call | 30303M902 |
| FISV | FISERV INC | 134,690 | $9.605M | 0.1% | $71.31 | $52.25 | +36.5% | COMMON STOCK | 337738108 |
| PYPL | PAYPAL HOLDINGS INC | 125,968 | $9.558M | 0.1% | $75.88 | $42.31 | +78.9% | COMMON STOCK | 70450Y103 |
| — | TWITTER INC | 10,120,000 | $9.461M | 0.1% | $0.93 | $0.84 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| CVS | CVS HEALTH CORP | 151,894 | $9.45M | 0.1% | $62.21 * | $47.76 | +1.5% | COMMON STOCK | 126650100 |
| NUE | NUCOR CORP | 153,825 | $9.398M | 0.1% | $61.10 * | $50.16 | +3.2% | COMMON STOCK | 670346105 |
| — | CTRIP.COM INTL LTD | 200,000 | $9.324M | 0.1% | $46.62 | — | — | Put | 22943F950 |
| — | TIME WARNER INC | 96,365 | $9.115M | 0.1% | $94.59 | $78.60 | — | COMMON STOCK | 887317303 |
| — | MICROCHIP TECH (EMBED WARRANT) | 7,500,000 | $9.042M | 0.1% | $1.21 | $1.21 | — | CONVERTIBLE SECURITY | 595017AH7 |
| CCI | CROWN CASTLE INTL CORP | 81,729 | $8.959M | 0.1% | $109.62 * | $64.33 | +22.9% | COMMON STOCK | 22822V101 |
| — | MASTERCARD INC | 50,600 | $8.864M | 0.1% | $175.18 | — | — | Call | 57636Q904 |
| — | WELLS FARGO & COMPANY | 168,300 | $8.821M | 0.1% | $52.41 | — | — | Put | 949746951 |
| NBIS | YANDEX NV | 223,507 | $8.818M | 0.1% | $39.45 | $36.80 | — | COMMON STOCK | N97284108 |
| — | QUIDEL CORP | 5,000,000 | $8.722M | 0.1% | $1.74 | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| — | MEDICINES CO | 7,500,000 | $8.706M | 0.1% | $1.16 | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| BIIB | BIOGEN INC | 31,158 | $8.532M | 0.1% | $273.83 | $311.84 | -12.2% | COMMON STOCK | 09062X103 |
| — | WRIGHT MEDICAL GROUP NV | 7,500,000 | $8.528M | 0.1% | $1.14 | $1.42 | — | CONVERTIBLE SECURITY | 98236JAB4 |
| BK | BANK OF NEW YORK MELLON CORP | 164,035 | $8.453M | 0.1% | $51.53 * | $29.42 | +41.0% | COMMON STOCK | 064058100 |
| — | TWENTY-FIRST CENTURY FOX INC | 228,325 | $8.378M | 0.1% | $36.69 | $33.69 | — | COMMON STOCK | 90130A101 |
| NOK | NOKIA CP | 1,520,000 | $8.315M | 0.1% | $5.47 | $3.52 | +55.4% | COMMON STOCK | 654902204 |
| — | LIBERTY MEDIA(FON)3.75 | 11,890,000 | $8.206M | 0.1% | $0.69 | $0.71 | — | CONVERTIBLE SECURITY | 530715AL5 |
| — | CARDTRONICS INC | 8,800,000 | $8.194M | 0.1% | $0.93 | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| SYF | SYNCHRONY FINANCIAL | 243,775 | $8.174M | 0.1% | $33.53 * | $27.24 | +1.3% | COMMON STOCK | 87165B103 |
| — | CALAMP CORP | 7,500,000 | $8.032M | 0.1% | $1.07 | $1.03 | — | CONVERTIBLE SECURITY | 128126AB5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 7,971,000 | $8.03M | 0.1% | $1.01 | $1.03 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| IVV | ISHARES S&P 500 INDEX FUND | 30,251 | $8.028M | 0.1% | $265.38 | $237.64 | +11.7% | COMMON STOCK | 464287200 |
| — | SUNPOWER CORP | 10,000,000 | $8.007M | 0.1% | $0.80 | $0.71 | — | CONVERTIBLE SECURITY | 867652AL3 |
| — | BLACKROCK INC | 14,705 | $7.966M | 0.1% | $541.72 | $298.18 | — | COMMON STOCK | 09247X101 |
| WELL | WELLTOWER INC | 145,913 | $7.943M | 0.1% | $54.44 * | $46.61 | -10.5% | COMMON STOCK | 95040Q104 |
| — | FINISAR CORP | 500,000 | $7.905M | 0.1% | $15.81 | — | — | Call | 31787A907 |
| GD | GENERAL DYNAMICS CORP | 35,772 | $7.903M | 0.1% | $220.93 * | $78.00 | +137.1% | COMMON STOCK | 369550108 |
| MU | MICRON TECHNOLOGY INC | 149,913 | $7.817M | 0.1% | $52.14 * | $18.49 | +175.1% | COMMON STOCK | 595112103 |
| TSM | TAIWAN SEMICONDUCTOR | 177,700 | $7.777M | 0.1% | $43.76 | $36.52 | +19.8% | COMMON STOCK | 874039100 |
| — | NAVISTAR INTL | 7,500,000 | $7.718M | 0.1% | $1.03 | $1.02 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| LUV | SOUTHWEST AIRLINES | 132,870 | $7.611M | 0.0% | $57.28 * | $37.95 | +36.8% | COMMON STOCK | 844741108 |
| — | EXPRESS SCRIPTS HOLDING CO | 109,631 | $7.574M | 0.0% | $69.09 | $68.40 | — | COMMON STOCK | 30219G108 |
| ITW | ILL TOOL WORKS INC | 48,335 | $7.573M | 0.0% | $156.68 * | $67.44 | +92.4% | COMMON STOCK | 452308109 |
| — | CIGNA CORP | 44,874 | $7.528M | 0.0% | $167.76 | $103.65 | — | COMMON STOCK | 125509109 |
| AJG | ARTHUR J GALLAGHER & CO | 109,119 | $7.5M | 0.0% | $68.73 * | $50.23 | +23.0% | COMMON STOCK | 363576109 |
| SPG | SIMON PROPERTY GROUP INC | 48,505 | $7.487M | 0.0% | $154.36 * | $90.30 | +12.3% | COMMON STOCK | 828806109 |
| — | ISHARES MSCI SOUTH AFERICA | 108,500 | $7.454M | 0.0% | $68.70 | — | — | Call | 464286900 |
| — | TIMKENSTEEL CORP | 5,000,000 | $7.429M | 0.0% | $1.49 | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| — | MAGELLAN MIDSTREAM PARTNERS | 127,005 | $7.411M | 0.0% | $58.35 | $71.06 | — | COMMON STOCK | 559080106 |
| ALLE | ALLEGION PUBLIC LIMITED CO | 86,390 | $7.369M | 0.0% | $85.30 * | $57.02 | +36.0% | COMMON STOCK | G0176J109 |
| — | IMMUNOMEDICS | 2,500,000 | $7.324M | 0.0% | $2.93 | $2.83 | — | CONVERTIBLE SECURITY | 452907AK4 |
| — | ALDER BIOPHARMACEUTICALS INC | 8,000,000 | $7.299M | 0.0% | $0.91 | $0.91 | — | CONVERTIBLE SECURITY | 014339AA3 |
| — | 58.COM | 90,015 | $7.189M | 0.0% | $79.86 | $72.17 | — | COMMON STOCK | 31680Q104 |
| — | SPECTRA ENERGY PARTNERS LP | 213,320 | $7.177M | 0.0% | $33.64 | $44.38 | — | COMMON STOCK | 84756N109 |
| — | AMTRUST FIN SVCS (MAKE WHOLE) | 7,821,000 | $7.098M | 0.0% | $0.91 | $0.87 | — | CONVERTIBLE SECURITY | 032359AG6 |
| — | EURONET WORLDWIDE INC | 5,998,000 | $7.092M | 0.0% | $1.18 | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| DHR | DANAHER CORP | 70,894 | $6.942M | 0.0% | $97.92 * | $37.89 | +121.1% | COMMON STOCK | 235851102 |
| KR | KROGER CO | 289,216 | $6.924M | 0.0% | $23.94 * | $24.24 | -16.3% | COMMON STOCK | 501044101 |
| — | HORIZON PHARMA PLC | 7,500,000 | $6.92M | 0.0% | $0.92 | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| — | PANDORA MEDIA INC | 7,500,000 | $6.865M | 0.0% | $0.92 | $1.02 | — | CONVERTIBLE SECURITY | 698354AB3 |
| — | DOMINION ENERGY INC | 146,852 | $6.816M | 0.0% | $46.41 | $49.93 | — | CONVERTIBLE PREFERRED SECURITY | 25746U836 |
| CTSH | COGNIZANT TECH SOLUTIONS CORP | 82,976 | $6.68M | 0.0% | $80.51 * | $45.65 | +57.7% | COMMON STOCK | 192446102 |
| ITUB | ITAU UNIBANCO HOLDING SA | 427,600 | $6.671M | 0.0% | $15.60 | $11.26 | +38.6% | COMMON STOCK | 465562106 |
| — | MONSANTO CO | 56,836 | $6.633M | 0.0% | $116.70 | $104.97 | — | COMMON STOCK | 61166W101 |
| TXN | TEXAS INSTRUMENTS INC | 63,194 | $6.566M | 0.0% | $103.90 * | $38.31 | +117.9% | COMMON STOCK | 882508104 |
| XYL | XYLEM INC | 85,257 | $6.558M | 0.0% | $76.92 * | $46.95 | +49.3% | COMMON STOCK | 98419M100 |
| LYB | LYONDELLBASELL INDUSTRIES | 61,950 | $6.547M | 0.0% | $105.68 * | $40.97 | +60.3% | COMMON STOCK | N53745100 |
| — | ILLUMINA INC | 5,291,000 | $6.527M | 0.0% | $1.23 | $1.19 | — | CONVERTIBLE SECURITY | 452327AH2 |
| — | ROCKWELL COLLINS INC | 48,379 | $6.524M | 0.0% | $134.85 | $106.45 | — | COMMON STOCK | 774341101 |
| — | RED HAT INC | 43,374 | $6.485M | 0.0% | $149.51 | $90.96 | — | COMMON STOCK | 756577102 |
| — | LAM RESEARCH CORP | 1,897,000 | $6.409M | 0.0% | $3.38 | $1.60 | — | CONVERTIBLE SECURITY | 512807AL2 |
| — | AEROJET ROCKETDYNE HOLDINGS IN | 5,000,000 | $6.393M | 0.0% | $1.28 | $1.38 | — | CONVERTIBLE SECURITY | 007800AB1 |
| PBR | PETROLEO BRASILEIRO SA | 451,575 | $6.386M | 0.0% | $14.14 | $10.40 | +35.9% | COMMON STOCK | 71654V408 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 258,630 | $6.332M | 0.0% | $24.48 | $26.07 | — | COMMON STOCK | 293792107 |
| — | AMERICA MOVIL SA L | 330,980 | $6.319M | 0.0% | $19.09 | $19.03 | — | COMMON STOCK | 02364W105 |
| ALL | ALLSTATE CORP | 65,853 | $6.243M | 0.0% | $94.80 * | $42.10 | +88.3% | COMMON STOCK | 020002101 |
| TGT | TARGET CORP | 88,944 | $6.176M | 0.0% | $69.44 * | $54.38 | +3.0% | COMMON STOCK | 87612E106 |
| — | TE CONNECTIVITY LTD | 60,977 | $6.092M | 0.0% | $99.91 | $62.81 | — | COMMON STOCK | H84989104 |
| CSIQ | CANADIAN SOLAR INC | 374,000 | $6.085M | 0.0% | $16.27 | $14.82 | +9.8% | COMMON STOCK | 136635109 |
| — | FORESTAR GROUP INC | 6,000,000 | $6.027M | 0.0% | $1.00 | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| OXY | OCCIDENTAL PETROLEUM CORP | 92,022 | $5.978M | 0.0% | $64.96 * | $57.55 | -6.5% | COMMON STOCK | 674599105 |
| — | PRAXAIR INC | 41,370 | $5.97M | 0.0% | $144.31 | $122.76 | — | COMMON STOCK | 74005P104 |
| BIDU | BAIDU INC | 26,640 | $5.946M | 0.0% | $223.20 | $202.13 | +10.4% | COMMON STOCK | 056752108 |
| ILMN | ILLUMINA INC | 25,103 | $5.935M | 0.0% | $236.43 * | $122.56 | +87.6% | COMMON STOCK | 452327109 |
| CL | COLGATE-PALMOLIVE CO | 82,742 | $5.931M | 0.0% | $71.68 * | $46.75 | +27.4% | COMMON STOCK | 194162103 |
| REGN | REGENERON PHARMACEUTICALS INC | 17,183 | $5.918M | 0.0% | $344.41 | $431.36 | -20.6% | COMMON STOCK | 75886F107 |
| — | FIREEYE SERIES B | 6,308,000 | $5.888M | 0.0% | $0.93 | $0.92 | — | CONVERTIBLE SECURITY | 31816QAD3 |
| HPQ | HP INC | 265,612 | $5.823M | 0.0% | $21.92 * | $9.73 | +73.9% | COMMON STOCK | 40434L105 |
| TPR | TAPESTRY INC | 109,489 | $5.761M | 0.0% | $52.62 * | $33.27 | +28.0% | COMMON STOCK | 876030107 |
| FND | FLOOR & DECOR HOLDINGS INC | 109,758 | $5.721M | 0.0% | $52.12 | $47.23 | +10.4% | COMMON STOCK | 339750101 |
| PNR | PENTAIR PLC | 83,560 | $5.693M | 0.0% | $68.13 * | $37.87 | +7.6% | COMMON STOCK | G7S00T104 |
| — | CTRIP.COM INTL LTD | 5,275,000 | $5.499M | 0.0% | $1.04 | $1.06 | — | CONVERTIBLE SECURITY | 22943FAM2 |
| DHI | D R HORTON INC | 125,303 | $5.494M | 0.0% | $43.85 * | $28.33 | +42.1% | COMMON STOCK | 23331A109 |
| VLO | VALERO ENERGY | 58,030 | $5.384M | 0.0% | $92.78 * | $33.34 | +104.0% | COMMON STOCK | 91913Y100 |
| APH | AMPHENOL CORP | 61,960 | $5.337M | 0.0% | $86.14 * | $12.88 | +55.3% | COMMON STOCK | 032095101 |
| — | AKAMAI TECHNOLOGIES INC | 75,000 | $5.324M | 0.0% | $70.99 | — | — | Call | 00971T901 |
| — | INPHI CORP | 5,000,000 | $5.268M | 0.0% | $1.05 | $1.29 | — | CONVERTIBLE SECURITY | 45772FAB3 |
| — | MOLINA HEALTHCARE INC | 3,658,000 | $5.253M | 0.0% | $1.44 | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| EBAY | EBAY INC | 130,379 | $5.247M | 0.0% | $40.24 * | $21.87 | +63.7% | COMMON STOCK | 278642103 |
| — | D R HORTON INC | 119,500 | $5.239M | 0.0% | $43.84 | — | — | Call | 23331A909 |
| ADSK | AUTODESK INC | 41,707 | $5.238M | 0.0% | $125.59 | $86.65 | +44.9% | COMMON STOCK | 052769106 |
| RF | REGIONS FINANCIAL CORP | 280,842 | $5.219M | 0.0% | $18.58 * | $7.41 | +84.7% | COMMON STOCK | 7591EP100 |
| — | TESLA INC | 19,500 | $5.19M | 0.0% | $266.15 | — | — | Put | 88160R951 |
| — | OASIS PETROLEUM INC | 5,000,000 | $5.167M | 0.0% | $1.03 | $1.12 | — | CONVERTIBLE SECURITY | 674215AJ7 |
| — | GOLAR LNG LTD | 5,000,000 | $5.142M | 0.0% | $1.03 | $1.03 | — | CONVERTIBLE SECURITY | 38046YAB7 |
| — | APACHE CORP | 133,168 | $5.125M | 0.0% | $38.49 | $50.40 | — | COMMON STOCK | 037411105 |
| FBIN | FORTUNE BRANDS HOME & SECURITY | 86,844 | $5.115M | 0.0% | $58.90 * | $38.70 | +15.5% | COMMON STOCK | 34964C106 |
| — | RADIUS HEALTH | 5,000,000 | $5.115M | 0.0% | $1.02 | $1.01 | — | CONVERTIBLE SECURITY | 750469AA6 |
| AEP | AMER ELECTRIC POWER INC | 74,518 | $5.112M | 0.0% | $68.60 * | $34.13 | +52.8% | COMMON STOCK | 025537101 |
| — | GOLDMAN SACHS BDC INC | 5,000,000 | $5.107M | 0.0% | $1.02 | $1.04 | — | CONVERTIBLE SECURITY | 38147UAB3 |
| — | LAM RESEARCH CORP | 25,000 | $5.079M | 0.0% | $203.16 | — | — | Call | 512807908 |
| — | APOLLO COMMERCIAL REAL ESTATE | 5,000,000 | $5.037M | 0.0% | $1.01 | $1.02 | — | CONVERTIBLE SECURITY | 03762UAB1 |
| NSC | NORFOLK SOTHN CORP | 36,950 | $5.018M | 0.0% | $135.81 * | $73.10 | +58.7% | COMMON STOCK | 655844108 |
| VALE | VALE SA | 393,286 | $5.003M | 0.0% | $12.72 | $8.50 | +49.7% | COMMON STOCK | 91912E105 |
| — | ACTIVISION BLIZZARD INC | 73,939 | $4.988M | 0.0% | $67.46 | $58.29 | — | COMMON STOCK | 00507V109 |
| NEM | NEWMONT MINING CORP | 127,245 | $4.972M | 0.0% | $39.07 * | $21.20 | +46.7% | COMMON STOCK | 651639106 |
| CHTR | CHARTER COMMUNICATIONS INC | 15,913 | $4.953M | 0.0% | $311.25 | $282.95 | +10.0% | COMMON STOCK | 16119P108 |
| STT | STATE STREET CORP | 49,405 | $4.928M | 0.0% | $99.75 * | $50.77 | +54.2% | COMMON STOCK | 857477103 |
| — | FIREEYE SERIES A | 5,183,000 | $4.925M | 0.0% | $0.95 | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| VRTX | VERTEX PHARMACEUTICALS INC | 30,100 | $4.906M | 0.0% | $162.99 | $123.40 | +32.1% | COMMON STOCK | 92532F100 |
| APD | AIR PRODUCTS & CHEMICALS INC | 30,725 | $4.887M | 0.0% | $159.06 * | $79.52 | +65.8% | COMMON STOCK | 009158106 |
| — | VARIAN MEDICAL SYSTEMS INC | 39,783 | $4.88M | 0.0% | $122.67 | $94.08 | — | COMMON STOCK | 92220P105 |
| ARE | ALEXANDRIA REAL EST EQUITIES | 38,972 | $4.868M | 0.0% | $124.91 * | $85.69 | +9.8% | COMMON STOCK | 015271109 |
| — | REDWOOD TRUST INC | 5,000,000 | $4.855M | 0.0% | $0.97 | $1.00 | — | CONVERTIBLE SECURITY | 758075AC9 |
| FE | FIRSTENERGY CORP | 140,866 | $4.791M | 0.0% | $34.01 * | $22.07 | +12.3% | COMMON STOCK | 337932107 |
| — | ANADARKO PETROLEUM | 77,980 | $4.711M | 0.0% | $60.41 | $80.16 | — | COMMON STOCK | 032511107 |
| — | MICRON TECHNOLOGY | 992,000 | $4.683M | 0.0% | $4.72 | $3.14 | — | CONVERTIBLE SECURITY | 595112AV5 |
| — | SUNTRUST BANKS INC | 68,555 | $4.665M | 0.0% | $68.05 | $37.54 | — | COMMON STOCK | 867914103 |
| TDG | TRANSDIGM GROUP INC | 15,187 | $4.662M | 0.0% | $306.97 * | $178.06 | +27.9% | COMMON STOCK | 893641100 |
| IDXX | IDEXX LABORATORIES INC | 24,247 | $4.641M | 0.0% | $191.41 | $141.38 | +35.4% | COMMON STOCK | 45168D104 |
| DXC | DXC TECHNOLOGY CO | 45,906 | $4.615M | 0.0% | $100.53 * | $64.63 | +28.4% | COMMON STOCK | 23355L106 |
| GWW | WW GRAINGER INC | 16,332 | $4.611M | 0.0% | $282.33 * | $171.37 | +48.2% | COMMON STOCK | 384802104 |
| FITB | FIFTH THIRD BK | 144,745 | $4.596M | 0.0% | $31.75 * | $16.65 | +42.0% | COMMON STOCK | 316773100 |
| — | SOUTHWESTERN ENERGY CO | 1,051,465 | $4.553M | 0.0% | $4.33 | $4.33 | — | COMMON STOCK | 845467109 |
| BALL | BALL CORP | 112,491 | $4.468M | 0.0% | $39.72 * | $35.99 | +1.3% | COMMON STOCK | 058498106 |
| WDC | WESTERN DIGITAL CORP | 48,411 | $4.467M | 0.0% | $92.27 * | $58.46 | +9.6% | COMMON STOCK | 958102105 |
| — | NAVISTAR INTERNATIONAL CORP | 125,000 | $4.372M | 0.0% | $34.98 | — | — | Call | 63934E908 |
| — | FEDERAL REALTY INVS TRUST | 37,512 | $4.356M | 0.0% | $116.12 | $132.31 | — | COMMON STOCK | 313747206 |
| NI | NISOURCE INC | 182,005 | $4.352M | 0.0% | $23.91 * | $18.89 | -1.8% | COMMON STOCK | 65473P105 |
| TRV | TRAVELERS COMPANIES INC | 31,185 | $4.331M | 0.0% | $138.88 * | $70.13 | +67.3% | COMMON STOCK | 89417E109 |
| DG | DOLLAR GENERAL | 46,232 | $4.326M | 0.0% | $93.57 * | $64.08 | +31.9% | COMMON STOCK | 256677105 |
| KHC | KRAFT HEINZ CO/THE | 68,954 | $4.296M | 0.0% | $62.30 * | $48.51 | -11.6% | COMMON STOCK | 500754106 |
| — | VALE SA | 337,500 | $4.293M | 0.0% | $12.72 | — | — | Call | 91912E905 |
| PPG | PPG INDUSTRIES INC | 37,756 | $4.214M | 0.0% | $111.61 * | $79.05 | +21.9% | COMMON STOCK | 693506107 |
| — | FLIR SYSTEMS INC | 83,710 | $4.187M | 0.0% | $50.02 | $35.26 | — | COMMON STOCK | 302445101 |
| FCX | FREEPORT-MCMORAN INC | 237,961 | $4.181M | 0.0% | $17.57 * | $20.98 | -24.0% | COMMON STOCK | 35671D857 |
| CMI | CUMMINS INC | 25,235 | $4.091M | 0.0% | $162.12 * | $110.74 | +19.5% | COMMON STOCK | 231021106 |
| — | B2GOLD CORPORATION | 4,000,000 | $4.052M | 0.0% | $1.01 | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| — | INTERCEPT PHARMACEUTICALS | 5,000,000 | $4.038M | 0.0% | $0.81 | $1.12 | — | CONVERTIBLE SECURITY | 45845PAA6 |
| LKQ | LKQ CORP | 105,168 | $3.992M | 0.0% | $37.96 * | $29.20 | +16.7% | COMMON STOCK | 501889208 |
| KMB | KIMBERLY-CLARK CORP | 35,956 | $3.96M | 0.0% | $110.13 * | $69.78 | +20.3% | COMMON STOCK | 494368103 |
| ROST | ROSS STORES INC | 50,728 | $3.956M | 0.0% | $77.98 * | $52.08 | +38.7% | COMMON STOCK | 778296103 |
| AES | AES CORP | 346,225 | $3.937M | 0.0% | $11.37 * | $8.29 | +3.7% | COMMON STOCK | 00130H105 |
| JCI | JOHNSON CONTROLS INTERNATIONAL | 110,930 | $3.91M | 0.0% | $35.25 * | $34.18 | -13.2% | COMMON STOCK | G51502105 |
| — | GULFMARK OFFSHORE INC | 134,106 | $3.89M | 0.0% | $29.01 | $28.49 | — | COMMON STOCK | 402629505 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.886M | 0.0% | $0.97 | $0.93 | — | CONVERTIBLE SECURITY | 81170YAB5 |
| — | CONCHO RESOURCES INC | 25,831 | $3.884M | 0.0% | $150.36 | $135.27 | — | COMMON STOCK | 20605P101 |
| DVN | DEVON ENERGY CORPORATION | 122,068 | $3.881M | 0.0% | $31.79 * | $34.31 | -34.0% | COMMON STOCK | 25179M103 |
| AVY | AVERY DENNISON | 36,509 | $3.88M | 0.0% | $106.28 * | $64.33 | +43.9% | COMMON STOCK | 053611109 |
| DGX | QUEST DIAGNOSTC | 38,605 | $3.873M | 0.0% | $100.32 * | $63.16 | +35.7% | COMMON STOCK | 74834L100 |
| CHD | CHURCH & DWIGHT CO INC | 76,590 | $3.858M | 0.0% | $50.37 * | $45.69 | +0.2% | COMMON STOCK | 171340102 |
| — | 51JOB INC | 44,500 | $3.829M | 0.0% | $86.04 | — | — | Call | 316827904 |
| BLD | TOPBUILD | 49,999 | $3.826M | 0.0% | $76.52 | $30.95 | +147.2% | COMMON STOCK | 89055F103 |
| PLD | PROLOGIS INC | 60,457 | $3.809M | 0.0% | $63.00 * | $27.97 | +81.7% | COMMON STOCK | 74340W103 |
| MAC | MACERICH COMPANY | 66,969 | $3.752M | 0.0% | $56.03 | $62.99 | — | COMMON STOCK | 554382101 |
| WY | WEYERHAEUSER CO | 107,003 | $3.746M | 0.0% | $35.01 * | $24.11 | +7.3% | COMMON STOCK | 962166104 |
| PSX | PHILLIPS 66 | 38,882 | $3.73M | 0.0% | $95.93 * | $47.51 | +48.8% | COMMON STOCK | 718546104 |
| DLR | DIGITAL REALTY TRUST INC | 35,157 | $3.705M | 0.0% | $105.38 * | $69.08 | +16.6% | COMMON STOCK | 253868103 |
| KMI | KINDER MORGAN INC | 241,235 | $3.633M | 0.0% | $15.06 * | $16.25 | -40.6% | COMMON STOCK | 49456B101 |
| EQIX | EQUINIX INC | 8,510 | $3.559M | 0.0% | $418.21 * | $301.18 | +19.7% | COMMON STOCK | 29444U700 |
| AFL | AFLAC INC | 81,073 | $3.548M | 0.0% | $43.76 * | $29.29 | +24.6% | COMMON STOCK | 001055102 |
| MCK | MCKESSON CORP | 25,171 | $3.546M | 0.0% | $140.88 * | $141.95 | -6.6% | COMMON STOCK | 58155Q103 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 68,408 | $3.525M | 0.0% | $51.53 * | $26.83 | +61.6% | COMMON STOCK | 416515104 |
| FFIV | F5 NETWORKSINC | 24,232 | $3.505M | 0.0% | $144.64 | $131.80 | +9.7% | COMMON STOCK | 315616102 |
| EIX | EDISON INTL | 54,877 | $3.494M | 0.0% | $63.67 * | $34.37 | +32.9% | COMMON STOCK | 281020107 |
| DRI | DARDEN RESTAURANTS INC | 40,945 | $3.491M | 0.0% | $85.26 * | $51.27 | +33.7% | COMMON STOCK | 237194105 |
| — | COWEN INC | 3,500,000 | $3.489M | 0.0% | $1.00 | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| — | JACOBS ENGINEERING GROUP INC | 58,195 | $3.443M | 0.0% | $59.16 | $55.42 | — | COMMON STOCK | 469814107 |
| ED | CONSOL EDISON | 43,919 | $3.424M | 0.0% | $77.96 * | $40.60 | +45.1% | COMMON STOCK | 209115104 |
| FLR | FLUOR CORP | 59,018 | $3.378M | 0.0% | $57.24 * | $51.12 | +6.1% | COMMON STOCK | 343412102 |
| — | CERNER CORP | 57,604 | $3.342M | 0.0% | $58.02 | $71.48 | — | COMMON STOCK | 156782104 |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 189,990 | $3.333M | 0.0% | $17.54 * | $8.73 | +57.4% | COMMON STOCK | 42824C109 |
| GRMN | GARMIN LTD | 56,535 | $3.332M | 0.0% | $58.94 * | $39.88 | +22.9% | COMMON STOCK | H2906T109 |
| — | APARTMENT INVT & MGMT -A | 81,636 | $3.327M | 0.0% | $40.75 | $45.11 | — | COMMON STOCK | 03748R101 |
| PEG | PUBLIC SERVICE ENTERPRISE GROU | 65,889 | $3.311M | 0.0% | $50.25 * | $23.84 | +62.3% | COMMON STOCK | 744573106 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 30,237 | $3.298M | 0.0% | $109.07 * | $91.62 | +8.5% | COMMON STOCK | 98956P102 |
| — | OCEAN RIG UDW INC | 130,654 | $3.297M | 0.0% | $25.23 | $23.77 | — | COMMON STOCK | G66964118 |
| PSA | STORAGE PROPERTIES | 16,309 | $3.269M | 0.0% | $200.44 * | $133.29 | +9.6% | COMMON STOCK | 74460D109 |
| — | ALCOA CORP | 72,000 | $3.238M | 0.0% | $44.97 | — | — | Put | 013872956 |
| — | ALCOA CORP | 72,000 | $3.238M | 0.0% | $44.97 | — | — | Call | 013872906 |
| GIS | GENERAL MILLS INC | 70,896 | $3.195M | 0.0% | $45.07 * | $34.11 | -0.1% | COMMON STOCK | 370334104 |
| TRGP | TARGA RESOURCES CORP | 72,605 | $3.195M | 0.0% | $44.01 * | $32.63 | +1.1% | COMMON STOCK | 87612G101 |
| AKAM | AKAMAI TECHNOLOGIES INC | 43,920 | $3.118M | 0.0% | $70.99 | $55.61 | +27.6% | COMMON STOCK | 00971T101 |
| IBN | ICICI BANK LTD | 338,937 | $3M | 0.0% | $8.85 | $9.37 | -5.6% | COMMON STOCK | 45104G104 |
| — | NATIONAL OILWELL VARCO INC | 80,477 | $2.963M | 0.0% | $36.82 | $55.29 | — | COMMON STOCK | 637071101 |
| M | MACYS INC | 99,237 | $2.952M | 0.0% | $29.75 | $35.42 | -16.0% | COMMON STOCK | 55616P104 |
| ADM | ARCHER DANIELS MIDLAND | 66,870 | $2.901M | 0.0% | $43.38 * | $25.90 | +33.2% | COMMON STOCK | 039483102 |
| PCG | P G & E CORP | 65,884 | $2.895M | 0.0% | $43.94 | $41.92 | +3.6% | COMMON STOCK | 69331C108 |
| — | GNC CORP | 4,000,000 | $2.877M | 0.0% | $0.72 | $0.61 | — | CONVERTIBLE SECURITY | 36191GAB3 |
| — | SOLARCITY | 3,000,000 | $2.747M | 0.0% | $0.92 | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| CMS | CMS ENERGY CORP | 60,356 | $2.734M | 0.0% | $45.30 * | $21.27 | +69.3% | COMMON STOCK | 125896100 |
| — | KELLOGG CO | 40,903 | $2.66M | 0.0% | $65.03 * | $40.39 | +13.9% | COMMON STOCK | 487836108 |
| DVA | DAVITA INC | 39,935 | $2.634M | 0.0% | $65.96 | $69.07 | -4.5% | COMMON STOCK | 23918K108 |
| MUFG | MITSUBISHI UFJ FINANCIAL GROUP, INC | 394,600 | $2.621M | 0.0% | $6.64 | $6.82 | -2.6% | COMMON STOCK | 606822104 |
| UDR | UDR INC | 73,368 | $2.614M | 0.0% | $35.63 * | $25.24 | +6.3% | COMMON STOCK | 902653104 |
| LIVN | LIVANOVA PLC | 29,500 | $2.611M | 0.0% | $88.51 | $85.17 | +3.9% | COMMON STOCK | G5509L101 |
| — | PRETIUM RESOURCES INC | 3,000,000 | $2.559M | 0.0% | $0.85 | $0.85 | — | CONVERTIBLE SECURITY | 74139CAB8 |
| SWKS | SKYWORKS SOLUTIONS INC | 25,329 | $2.54M | 0.0% | $100.28 * | $85.18 | -1.4% | COMMON STOCK | 83088M102 |
| — | CIMAREX ENERGY CO | 27,123 | $2.537M | 0.0% | $93.54 | $122.78 | — | COMMON STOCK | 171798101 |
| D | DOMINION ENERGY INC | 37,437 | $2.525M | 0.0% | $67.45 * | $38.77 | +23.3% | COMMON STOCK | 25746U109 |
| EQR | EQUITY RESIDENTIAL | 40,189 | $2.477M | 0.0% | $61.63 * | $45.45 | +1.9% | COMMON STOCK | 29476L107 |
| WMB | WILLIAMS CO. | 97,464 | $2.423M | 0.0% | $24.86 * | $21.63 | -25.0% | COMMON STOCK | 969457100 |
| — | SYMANTEC CORP | 93,286 | $2.412M | 0.0% | $25.86 | $23.34 | — | COMMON STOCK | 871503108 |
| — | JUNIPER NETWORKS INC | 97,605 | $2.375M | 0.0% | $24.33 | $27.53 | — | COMMON STOCK | 48203R104 |
| — | NOBLE ENERGY INC | 76,821 | $2.328M | 0.0% | $30.30 | $52.24 | — | COMMON STOCK | 655044105 |
| IEFA | ISHARES CORE MSCI EAFE | 35,004 | $2.307M | 0.0% | $65.91 | $58.40 | +12.8% | COMMON STOCK | 46432F842 |
| CAH | CARDINAL HEALTH INC | 36,550 | $2.291M | 0.0% | $62.68 * | $56.74 | -12.1% | COMMON STOCK | 14149Y108 |
| O | REALTY INCOME CORP | 44,193 | $2.287M | 0.0% | $51.75 * | $36.28 | -4.6% | COMMON STOCK | 756109104 |
| JD | JD.COM | 56,480 | $2.287M | 0.0% | $40.49 | $37.84 | +7.0% | COMMON STOCK | 47215P106 |
| — | FOOT LOCKER INC | 47,738 | $2.174M | 0.0% | $45.54 | $66.99 | — | COMMON STOCK | 344849104 |
| AVB | AVALONBAY COMMUNITIES INC | 13,186 | $2.169M | 0.0% | $164.49 * | $113.16 | +11.6% | COMMON STOCK | 053484101 |
| MOS | MOSAIC CO | 82,744 | $2.01M | 0.0% | $24.29 * | $42.05 | -49.2% | COMMON STOCK | 61945C103 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $2.009M | 0.0% | $1.00 | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 5,989 | $1.936M | 0.0% | $323.26 * | $10.95 | -41.0% | COMMON STOCK | 169656105 |
| INCY | INCYTE GENOMICS INC | 23,047 | $1.921M | 0.0% | $83.35 | $98.02 | -15.0% | COMMON STOCK | 45337C102 |
| IJH | ISHARES S&P MIDCAP 400 | 10,090 | $1.893M | 0.0% | $187.61 * | $32.92 | +13.9% | COMMON STOCK | 464287507 |
| — | COLONY FINANCIAL INC | 2,000,000 | $1.889M | 0.0% | $0.94 | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.84M | 0.0% | $18.59 | $15.16 | +22.6% | COMMON STOCK | 56501R106 |
| — | CENTURYLINK INC | 111,180 | $1.827M | 0.0% | $16.43 | $33.07 | — | COMMON STOCK | 156700106 |
| — | ANTHEM INC | 585,000 | $1.765M | 0.0% | $3.02 | $2.08 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| DVY | ISHARES DJ SELECT DVD | 18,185 | $1.73M | 0.0% | $95.13 | $81.87 | +16.2% | COMMON STOCK | 464287168 |
| GME | GAMESTOP CORP | 136,595 | $1.724M | 0.0% | $12.62 * | $4.08 | -30.8% | COMMON STOCK | 36467W109 |
| — | FRONTIER COMMUNICATIONS CORP | 150,000 | $1.716M | 0.0% | $11.44 | $99.90 | — | CONVERTIBLE PREFERRED SECURITY | 35906A207 |
| — | GENERAL MOTORS CO | 88,470 | $1.667M | 0.0% | $18.84 | $16.70 | — | WARRANTS | 37045V126 |
| — | VIPSHOP HOLDINGS LTD | 100,000 | $1.662M | 0.0% | $16.62 | — | — | Put | 92763W953 |
| — | PATTERSON COS INC | 74,490 | $1.656M | 0.0% | $22.23 | $40.21 | — | COMMON STOCK | 703395103 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.483M | 0.0% | $0.99 | $1.02 | — | CONVERTIBLE SECURITY | 09257WAB6 |
| BKR | BAKER HUGHES A GE CO | 53,225 | $1.479M | 0.0% | $27.79 * | $28.01 | -20.4% | COMMON STOCK | 05722G100 |
| IVW | BARCLAY/ISHARES FUNDS | 9,218 | $1.43M | 0.0% | $155.13 * | $39.42 | -1.6% | COMMON STOCK | 464287309 |
| IEMG | ISHARES CORE MSCI EMERGING | 24,353 | $1.423M | 0.0% | $58.43 | $57.63 | +1.3% | COMMON STOCK | 46434G103 |
| — | MACQUARIE INFRASTRUCTURE CO | 1,380,000 | $1.372M | 0.0% | $0.99 | $1.16 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| VNO | VORNADO REALTY TRUST | 19,868 | $1.338M | 0.0% | $67.34 | $84.14 | — | COMMON STOCK | 929042109 |
| — | LABORATORY CORP LYONS | 587,000 | $1.279M | 0.0% | $2.18 | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| AMD | ADVANCED MICRO DEVICES INC | 126,825 | $1.275M | 0.0% | $10.05 | $12.24 | -17.9% | COMMON STOCK | 007903107 |
| — | SPIRIT REALTY CAPITAL INC | 1,189,000 | $1.209M | 0.0% | $1.02 | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| — | DANAHER CORP(COPA LYONS) | 283,000 | $1.061M | 0.0% | $3.75 | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | BIOMARIN PHARMACEUTICAL INC | 943,000 | $970K | 0.0% | $1.03 | $1.23 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| — | RPM INTL INC | 845,000 | $954K | 0.0% | $1.13 | $1.14 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | DIAMOND OFFSHORE DRILLING INC | 60,000 | $880K | 0.0% | $14.67 | $68.78 | — | COMMON STOCK | 25271C102 |
| — | NABORS INDUSTRIES LTD | 125,000 | $874K | 0.0% | $6.99 | — | — | Call | G6359F903 |
| — | MACQUARIE INFRASTRUCTURE($2KMN | 964,000 | $861K | 0.0% | $0.89 | $1.01 | — | CONVERTIBLE SECURITY | 55608BAB1 |
| YELP | YELP INC | 20,000 | $835K | 0.0% | $41.75 | $27.74 | +50.5% | COMMON STOCK | 985817105 |
| — | NEW YORK CMTY TRUST V | 16,385 | $822K | 0.0% | $50.17 | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| — | JNJ (ALZA CP) ZERO 7/20 | 447,000 | $792K | 0.0% | $1.77 | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| SCHX | SCHWAB US LARGE-CAP ETF | 12,428 | $784K | 0.0% | $63.08 * | $9.59 | +9.6% | COMMON STOCK | 808524201 |
| INDA | ISHARES MSCI INDIA ETF | 21,000 | $717K | 0.0% | $34.14 | $28.13 | +21.3% | COMMON STOCK | 46429B598 |
| — | FIDELITY NL FIN-CONVRT TO CASH | 185,000 | $577K | 0.0% | $3.12 | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| NWL | NEWELL BRANDS INC | 17,525 | $447K | 0.0% | $25.51 * | $31.35 | -43.3% | COMMON STOCK | 651229106 |
| SCHM | SCHWAB US MID CAP ETF | 7,704 | $408K | 0.0% | $52.96 * | $15.97 | +10.4% | COMMON STOCK | 808524508 |
| HDB | HDFC BANK LTD | 3,900 | $386K | 0.0% | $98.97 | $100.78 | -2.0% | COMMON STOCK | 40415F101 |
| IQ | IQIYI INC. | 20,000 | $360K | 0.0% | $18.00 * | $15.55 | 0.0% | COMMON STOCK | 46267X108 |
| — | LIVE NATION ENTERTAINMENT INC | 267,000 | $343K | 0.0% | $1.28 | $1.23 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| USB | US BANCORP | 6,780 | $343K | 0.0% | $50.59 * | $23.81 | +55.7% | COMMON STOCK | 902973304 |
| SHW | SHERWIN WILLIAM | 815 | $320K | 0.0% | $392.64 * | $103.46 | +17.9% | COMMON STOCK | 824348106 |
| PGR | PROGRESSIVE CORP OHIO | 5,050 | $308K | 0.0% | $60.99 * | $19.50 | +146.5% | COMMON STOCK | 743315103 |
| JLL | JONES LANG LASALLE INC | 1,620 | $283K | 0.0% | $174.69 | $158.88 | +8.7% | COMMON STOCK | 48020Q107 |
| — | PROSPECT CAPITAL CORP | 275,000 | $282K | 0.0% | $1.03 | $1.01 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| SCHA | SCHWAB US SMALL CAP ETF | 3,853 | $267K | 0.0% | $69.30 * | $15.87 | +8.9% | COMMON STOCK | 808524607 |
| CME | CME GROUP INC | 1,430 | $232K | 0.0% | $162.24 * | $105.45 | +17.0% | COMMON STOCK | 12572Q105 |
| CNC | CENTENE CORP | 2,140 | $229K | 0.0% | $107.01 * | $43.05 | +24.1% | COMMON STOCK | 15135B101 |
| AMP | AMERIPRISE FINANCIAL INC | 1,430 | $212K | 0.0% | $148.25 * | $86.70 | +46.8% | COMMON STOCK | 03076C106 |
| CMA | COMERICA INC | 2,190 | $211K | 0.0% | $96.35 * | $66.87 | +0.8% | COMMON STOCK | 200340107 |
| — | UNITED STATES STEEL CORP | 5,955 | $210K | 0.0% | $35.26 | $35.12 | — | COMMON STOCK | 912909108 |
| FANG | DIAMONDBACK ENERGY INC | 1,625 | $206K | 0.0% | $126.77 * | $83.84 | +16.7% | COMMON STOCK | 25278X109 |
| EL | ESTEE LAUDER COMPANIES | 1,350 | $203K | 0.0% | $150.37 * | $125.48 | +8.3% | COMMON STOCK | 518439104 |
| PHM | PULTEGROUP INC | 6,850 | $203K | 0.0% | $29.64 * | $18.49 | +46.4% | COMMON STOCK | 745867101 |
| UNM | UNUMPROVIDENT CORP | 4,260 | $203K | 0.0% | $47.65 | $40.01 | +19.0% | COMMON STOCK | 91529Y106 |
| — | SYNOVUS FINANCIAL CORP | 4,030 | $202K | 0.0% | $50.12 | $47.97 | — | COMMON STOCK | 87161C501 |
| — | LAREDO PETROLEUM INC | 13,675 | $120K | 0.0% | $8.78 | $12.94 | — | COMMON STOCK | 516806106 |
| — | EXTRACTION OIL & GAS INC | 10,150 | $117K | 0.0% | $11.53 | $15.37 | — | COMMON STOCK | 30227M105 |
| — | NUANCE COMMUNICATIONS INC | 95,000 | $98,000 | 0.0% | $1.03 | $1.03 | — | CONVERTIBLE SECURITY | 67020YAG5 |
| — | NOBLE CORP PLC | 24,000 | $90,000 | 0.0% | $3.75 | $36.90 | — | COMMON STOCK | G65431101 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 27,000 | $33,000 | 0.0% | $1.22 | $1.22 | — | CONVERTIBLE SECURITY | 049164BJ4 |