Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q2 2018 (← Previous) (Next →)
Filing Date: Jul 17, 2018
Total Value: $16.36B (76.5% shares, 23.5% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF | 2,502,000 | $679M | 4.1% | $271.28 | — | — | Put | 78462F953 |
| AAPL | APPLE INC | 2,268,811 | $420M | 2.6% | $185.11 * | $19.21 | +127.5% | COMMON STOCK | 037833100 |
| MSFT | MICROSOFT CORP | 3,244,897 | $320M | 2.0% | $98.61 * | $37.12 | +146.6% | COMMON STOCK | 594918104 |
| META | FACEBOOK INC-A | 1,632,635 | $317M | 1.9% | $194.32 | $85.38 | +126.0% | COMMON STOCK | 30303M102 |
| GOOGL | ALPHABET INC | 268,841 | $304M | 1.9% | $1129.19 * | $37.61 | +49.0% | COMMON STOCK | 02079K305 |
| AMZN | AMAZON.COM INC | 162,263 | $276M | 1.7% | $1699.80 * | $19.11 | +344.8% | COMMON STOCK | 023135106 |
| — | ISHARES MSCI EMERGING MARKET | 5,083,500 | $220M | 1.3% | $43.33 | — | — | Put | 464287954 |
| JPM | JPMORGAN CHASE & CO | 2,047,743 | $213M | 1.3% | $104.20 * | $45.57 | +85.6% | COMMON STOCK | 46625H100 |
| JNJ | JOHNSON & JOHNSON | 1,615,237 | $196M | 1.2% | $121.34 * | $76.05 | +29.4% | COMMON STOCK | 478160104 |
| BAC | BANK OF AMERICA CORP | 6,343,031 | $179M | 1.1% | $28.19 * | $17.16 | +37.2% | COMMON STOCK | 060505104 |
| — | TESLA MOTORS INC | 156,096,000 | $177M | 1.1% | $1.13 | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| FXI | ISHARES CHINA LARGE CAP ETF | 3,345,500 | $144M | 0.9% | $42.97 | — | — | Put | 464287184 |
| UNH | UNITEDHEALTH GROUP INC | 572,037 | $140M | 0.9% | $245.34 * | $148.31 | +46.6% | COMMON STOCK | 91324P102 |
| — | INTEL CORP | 57,434,000 | $138M | 0.8% | $2.40 | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| — | ISHARES MSCI EAFE ETF | 1,964,000 | $132M | 0.8% | $66.97 | — | — | Put | 464287955 |
| — | MICRON TECHNOLOGY INC | 25,000,000 | $131M | 0.8% | $5.25 | $3.67 | — | CONVERTIBLE SECURITY | 595112AX1 |
| HD | HOME DEPOT INC | 672,643 | $131M | 0.8% | $195.10 * | $79.59 | +104.1% | COMMON STOCK | 437076102 |
| — | THE PRICELINE GROUP INC | 81,393,000 | $126M | 0.8% | $1.55 | $1.44 | — | CONVERTIBLE SECURITY | 741503AS5 |
| SPY | SPDR S&P 500 ETF TRUST | 460,968 | $125M | 0.8% | $271.28 | $272.86 | -0.6% | COMMON STOCK | 78462F103 |
| GS | GOLDMAN SACHS GROUP INC | 560,244 | $124M | 0.8% | $220.57 * | $195.33 | -4.8% | COMMON STOCK | 38141G104 |
| V | VISA INC-CLASS A SHARES | 929,430 | $123M | 0.8% | $132.45 * | $71.13 | +76.8% | COMMON STOCK | 92826C839 |
| — | MICROCHIP TECH (EMBED WARRANT) | 103,211,000 | $121M | 0.7% | $1.18 | $1.20 | — | CONVERTIBLE SECURITY | 595017AF1 |
| DAL | DELTA AIR LINES INC | 2,401,393 | $119M | 0.7% | $49.54 * | $42.81 | +7.4% | COMMON STOCK | 247361702 |
| XOM | EXXON MOBIL CORP | 1,408,694 | $117M | 0.7% | $82.73 * | $55.72 | +5.1% | COMMON STOCK | 30231G102 |
| — | FINANCIAL SELECT SECTOR SPDR | 4,200,000 | $112M | 0.7% | $26.59 | — | — | Put | 81369Y955 |
| — | ISHARES MSCI EAFE ETF | 1,597,000 | $107M | 0.7% | $66.97 | — | — | Call | 464287905 |
| CVX | CHEVRON CORP | 842,784 | $107M | 0.7% | $126.43 * | $72.18 | +26.3% | COMMON STOCK | 166764100 |
| AIG | AMERICAN INTERNATIONAL GROUP | 1,935,289 | $103M | 0.6% | $53.02 * | $45.31 | -3.8% | COMMON STOCK | 026874784 |
| BAX | BAXTER INTERNATIONAL INC | 1,346,341 | $99.41M | 0.6% | $73.84 * | $39.15 | +64.9% | COMMON STOCK | 071813109 |
| UNP | UNION PACIFIC CORP | 701,042 | $99.32M | 0.6% | $141.68 * | $87.89 | +36.6% | COMMON STOCK | 907818108 |
| — | DOWDUPONT INC | 1,458,168 | $96.12M | 0.6% | $65.92 | $69.28 | — | COMMON STOCK | 26078J100 |
| PM | PHILIP MORRIS INTERNATIONAL | 1,184,123 | $95.61M | 0.6% | $80.74 * | $57.15 | -4.6% | COMMON STOCK | 718172109 |
| MCD | MCDONALD'S CORP | 601,795 | $94.3M | 0.6% | $156.69 * | $111.48 | +18.0% | COMMON STOCK | 580135101 |
| DIS | WALT DISNEY CO/THE | 879,402 | $92.17M | 0.6% | $104.81 * | $82.25 | +21.1% | COMMON STOCK | 254687106 |
| — | CROWN CASTLE INTL CORP | 81,680 | $86.18M | 0.5% | $1055.06 | $1076.82 | — | CONVERTIBLE PREFERRED SECURITY | 22822V309 |
| MA | MASTERCARD INC - A | 427,485 | $84.01M | 0.5% | $196.52 * | $85.60 | +120.2% | COMMON STOCK | 57636Q104 |
| C | CITIGROUP INC | 1,196,611 | $80.08M | 0.5% | $66.92 * | $39.17 | +31.8% | COMMON STOCK | 172967424 |
| BA | BOEING CO/THE | 235,067 | $78.87M | 0.5% | $335.51 * | $183.25 | +76.2% | COMMON STOCK | 097023105 |
| SLB | SCHLUMBERGER LTD | 1,167,417 | $78.25M | 0.5% | $67.03 * | $53.69 | +0.7% | COMMON STOCK | 806857108 |
| — | ALEXION PHARMACEUTICALS INC | 622,746 | $77.31M | 0.5% | $124.15 | $120.71 | — | COMMON STOCK | 015351109 |
| PFE | PFIZER INC | 2,116,123 | $76.77M | 0.5% | $36.28 * | $17.69 | +39.0% | COMMON STOCK | 717081103 |
| — | NEXTERA ENERGY INC | 1,341,628 | $76.61M | 0.5% | $57.10 | $53.16 | — | CONVERTIBLE PREFERRED SECURITY | 65339F820 |
| KO | COCA-COLA CO/THE | 1,710,864 | $75.04M | 0.5% | $43.86 * | $28.67 | +21.4% | COMMON STOCK | 191216100 |
| — | LABORATORY CRP OF AMER HLDGS | 401,239 | $72.03M | 0.4% | $179.53 | $157.69 | — | COMMON STOCK | 50540R409 |
| HUM | HUMANA INC | 240,973 | $71.72M | 0.4% | $297.63 * | $253.12 | +10.3% | COMMON STOCK | 444859102 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 970,851 | $71.41M | 0.4% | $73.55 * | $51.03 | +30.9% | COMMON STOCK | 45866F104 |
| — | SERVICENOW INC | 30,363,000 | $71.09M | 0.4% | $2.34 | $1.15 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| ABBV | ABBVIE INC | 765,314 | $70.91M | 0.4% | $92.65 * | $64.57 | +3.7% | COMMON STOCK | 00287Y109 |
| HAL | HALLIBURTON CO | 1,534,020 | $69.12M | 0.4% | $45.06 * | $40.90 | -5.4% | COMMON STOCK | 406216101 |
| — | SQUARE INC | 25,000,000 | $67.5M | 0.4% | $2.70 | $2.21 | — | CONVERTIBLE SECURITY | 852234AB9 |
| MRSH | MARSH & MCLENNAN COS | 818,236 | $67.07M | 0.4% | $81.97 * | $71.62 | +1.5% | COMMON STOCK | 571748102 |
| — | ALTABA INC | 49,162,000 | $66.99M | 0.4% | $1.36 | $1.13 | — | CONVERTIBLE SECURITY | 984332AF3 |
| — | WELLS FARGO & COMPANY | 53,013 | $66.77M | 0.4% | $1259.46 | $1220.75 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| — | CITRIX SYSTEMS INC | 45,606,000 | $66.64M | 0.4% | $1.46 | $1.09 | — | CONVERTIBLE SECURITY | 177376AD2 |
| — | SILICON LABORATORIES INC | 54,098,000 | $65.95M | 0.4% | $1.22 | $1.16 | — | CONVERTIBLE SECURITY | 826919AB8 |
| — | LIBERTY MEDIA CORPORATION | 52,742,000 | $65.73M | 0.4% | $1.25 | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| CMCSA | COMCAST CORP-CLASS A | 1,986,029 | $65.16M | 0.4% | $32.81 * | $24.96 | +8.4% | COMMON STOCK | 20030N101 |
| CSCO | CISCO SYSTEMS INC | 1,507,124 | $64.85M | 0.4% | $43.03 * | $25.86 | +32.3% | COMMON STOCK | 17275R102 |
| — | BECTON DICKINSON AND CO | 1,045,129 | $64.64M | 0.4% | $61.85 | $54.78 | — | CONVERTIBLE PREFERRED SECURITY | 075887208 |
| PG | PROCTER & GAMBLE CO/THE | 828,026 | $64.64M | 0.4% | $78.06 * | $61.75 | +4.0% | COMMON STOCK | 742718109 |
| CBOE | CBOE GLOBAL MARKETS INC | 619,398 | $64.46M | 0.4% | $104.07 * | $95.60 | -1.3% | COMMON STOCK | 12503M108 |
| — | E TRADE FINANCIAL CORP | 1,049,985 | $64.22M | 0.4% | $61.16 | $38.84 | — | COMMON STOCK | 269246401 |
| MHK | MOHAWK INDUSTRIES INC | 294,082 | $63.01M | 0.4% | $214.27 | $215.13 | -0.4% | COMMON STOCK | 608190104 |
| — | ILLUMINA INC | 52,857,000 | $62.4M | 0.4% | $1.18 | $1.06 | — | CONVERTIBLE SECURITY | 452327AF6 |
| T | AT&T INC | 1,927,461 | $61.89M | 0.4% | $32.11 * | $12.96 | +8.5% | COMMON STOCK | 00206R102 |
| ELV | ANTHEM INC | 258,699 | $61.58M | 0.4% | $238.03 * | $193.43 | +11.6% | COMMON STOCK | 036752103 |
| VZ | VERIZON COMMUNICATIONS INC | 1,223,209 | $61.54M | 0.4% | $50.31 * | $28.89 | +16.0% | COMMON STOCK | 92343V104 |
| MS | MORGAN STANLEY | 1,271,071 | $60.25M | 0.4% | $47.40 * | $32.95 | +14.2% | COMMON STOCK | 617446448 |
| NFLX | NETFLIX INC | 151,641 | $59.36M | 0.4% | $391.43 * | $16.10 | +143.2% | COMMON STOCK | 64110L106 |
| — | ADVANCED MICRO DEVICES INC | 29,504,000 | $58.66M | 0.4% | $1.99 | $1.23 | — | CONVERTIBLE SECURITY | 007903BD8 |
| A | AGILENT TECHNOLOGIES INC | 936,713 | $57.93M | 0.4% | $61.84 * | $61.18 | -4.4% | COMMON STOCK | 00846U101 |
| GOOG | ALPHABET INC | 51,549 | $57.51M | 0.4% | $1115.66 * | $38.11 | +45.3% | COMMON STOCK | 02079K107 |
| WFC | WELLS FARGO & CO | 1,028,783 | $57.04M | 0.3% | $55.44 * | $35.53 | +26.6% | COMMON STOCK | 949746101 |
| — | WORKDAY INC - TRANCHE 1 | 37,843,000 | $56.5M | 0.3% | $1.49 | $1.26 | — | CONVERTIBLE SECURITY | 98138HAC5 |
| — | NEXTERA ENERGY INC | 756,135 | $56.2M | 0.3% | $74.33 | $59.27 | — | CONVERTIBLE PREFERRED SECURITY | 65339F846 |
| HON | HONEYWELL INTERNATIONAL INC | 389,910 | $56.17M | 0.3% | $144.05 * | $69.35 | +60.6% | COMMON STOCK | 438516106 |
| PEP | PEPSICO INC | 508,069 | $55.31M | 0.3% | $108.87 * | $65.58 | +32.1% | COMMON STOCK | 713448108 |
| AVGO | BROADCOM INC | 227,564 | $55.22M | 0.3% | $242.64 * | $19.73 | +0.1% | COMMON STOCK | 11135F101 |
| WMT | WALMART INC | 644,606 | $55.21M | 0.3% | $85.65 * | $20.89 | +21.7% | COMMON STOCK | 931142103 |
| — | ALLERGAN PLC | 326,467 | $54.43M | 0.3% | $166.72 | $183.96 | — | COMMON STOCK | G0177J108 |
| — | ON SEMICONDUCTOR CORP | 42,781,000 | $54.22M | 0.3% | $1.27 | $1.27 | — | CONVERTIBLE SECURITY | 682189AP0 |
| — | BIOMARIN PHARMACEUTICAL INC | 45,603,000 | $54.09M | 0.3% | $1.19 | $1.13 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| — | ON SEMICONDUCTOR CORP | 41,012,000 | $53.92M | 0.3% | $1.31 | $0.97 | — | CONVERTIBLE SECURITY | 682189AK1 |
| — | LUMENTUM HOLDINGS INC | 45,302,000 | $53.78M | 0.3% | $1.19 | $1.26 | — | CONVERTIBLE SECURITY | 55024UAB5 |
| — | HESS CORP | 710,351 | $53.53M | 0.3% | $75.36 | $59.56 | — | CONVERTIBLE PREFERRED SECURITY | 42809H404 |
| KMX | CARMAX INC | 729,286 | $53.14M | 0.3% | $72.87 | $69.23 | +5.3% | COMMON STOCK | 143130102 |
| MRK | MERCK & CO. INC. | 866,893 | $52.62M | 0.3% | $60.70 * | $33.75 | +36.3% | COMMON STOCK | 58933Y105 |
| — | BANK OF AMERICA CORP. | 41,995 | $52.52M | 0.3% | $1250.51 | $1169.58 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| — | SPDR S&P 500 ETF | 1,300,000 | $51.41M | 0.3% | $39.55 | — | — | Call | 78462F903 |
| — | TESLA INC | 41,320,000 | $50.31M | 0.3% | $1.22 | $1.04 | — | CONVERTIBLE SECURITY | 88160RAD3 |
| NVDA | NVIDIA CORP | 211,927 | $50.21M | 0.3% | $236.90 * | $3.85 | +52.2% | COMMON STOCK | 67066G104 |
| UAL | UNITED CONTINENTAL HOLDINGS | 708,932 | $49.43M | 0.3% | $69.73 | $67.56 | +3.2% | COMMON STOCK | 910047109 |
| — | GUIDEWIRE SOFTWARE | 48,021,000 | $48.81M | 0.3% | $1.02 | $0.98 | — | CONVERTIBLE SECURITY | 40171VAA8 |
| — | ROYAL GOLD | 45,785,000 | $48.65M | 0.3% | $1.06 | $1.11 | — | CONVERTIBLE SECURITY | 780287AA6 |
| BRK/B | BERKSHIRE HATHAWAY INC | 259,085 | $48.36M | 0.3% | $186.65 | $120.30 | +55.2% | COMMON STOCK | 084670702 |
| — | LIGAND PHARMACEUTICALS INC | 17,500,000 | $48.15M | 0.3% | $2.75 | $1.61 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| — | DTE ENERGY CO | 927,601 | $47.7M | 0.3% | $51.42 | $52.65 | — | CONVERTIBLE PREFERRED SECURITY | 233331883 |
| — | REALPAGE INC | 33,488,000 | $47.57M | 0.3% | $1.42 | $1.42 | — | CONVERTIBLE SECURITY | 75606NAB5 |
| CSX | CSX CORP | 734,705 | $46.86M | 0.3% | $63.78 * | $11.26 | +70.8% | COMMON STOCK | 126408103 |
| BKNG | BOOKING HOLDINGS INC | 23,081 | $46.79M | 0.3% | $2027.08 | $1933.58 | +3.1% | COMMON STOCK | 09857L108 |
| FSLR | FIRST SOLAR INC | 862,950 | $45.44M | 0.3% | $52.66 | $67.10 | -21.5% | COMMON STOCK | 336433107 |
| XLP | CONSUMER STAPLES SPDR | 880,000 | $45.35M | 0.3% | $51.53 | $50.78 | +1.5% | COMMON STOCK | 81369Y308 |
| — | DISH NETWORK CORP | 46,184,000 | $44.7M | 0.3% | $0.97 | $1.11 | — | CONVERTIBLE SECURITY | 25470MAB5 |
| — | RAYTHEON COMPANY | 231,141 | $44.65M | 0.3% | $193.18 | $170.38 | — | COMMON STOCK | 755111507 |
| MGM | MGM RESORTS INTERNATIONAL | 1,526,528 | $44.31M | 0.3% | $29.03 * | $29.11 | -3.8% | COMMON STOCK | 552953101 |
| — | TAL EDUCATION GROUP | 5,250,000 | $44.15M | 0.3% | $8.41 | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| — | PALO ALTO NETWORKS | 23,684,000 | $44.15M | 0.3% | $1.86 | $1.68 | — | CONVERTIBLE SECURITY | 697435AB1 |
| AMAT | APPLIED MATERIALS INC | 935,684 | $43.22M | 0.3% | $46.19 * | $23.84 | +78.0% | COMMON STOCK | 038222105 |
| — | BOOKING HOLDINGS INC | 20,800 | $42.16M | 0.3% | $2027.07 | — | — | Put | 09857L958 |
| EMR | EMERSON ELECTRIC CO | 600,756 | $41.54M | 0.3% | $69.14 * | $52.19 | +10.9% | COMMON STOCK | 291011104 |
| — | SEMPRA ENERGY | 389,257 | $40.17M | 0.2% | $103.21 | $102.89 | — | CONVERTIBLE PREFERRED SECURITY | 816851406 |
| — | NUVASIVE INC | 36,707,000 | $39.88M | 0.2% | $1.09 | $1.37 | — | CONVERTIBLE SECURITY | 670704AG0 |
| — | 51JOB INC | 17,500,000 | $39.76M | 0.2% | $2.27 | $1.75 | — | CONVERTIBLE SECURITY | 316827AC8 |
| CRM | SALESFORCE.COM INC | 290,634 | $39.64M | 0.2% | $136.40 | $80.42 | +67.6% | COMMON STOCK | 79466L302 |
| SLM | SLM CORP | 3,409,639 | $39.04M | 0.2% | $11.45 | $11.52 | -0.6% | COMMON STOCK | 78442P106 |
| NOC | NORTHROP GRUMMAN CORP | 124,183 | $38.21M | 0.2% | $307.70 * | $179.48 | +51.5% | COMMON STOCK | 666807102 |
| AMT | AMERICAN TOWER CORP | 261,969 | $37.77M | 0.2% | $144.17 * | $109.39 | +8.5% | COMMON STOCK | 03027X100 |
| CAT | CATERPILLAR INC | 277,373 | $37.63M | 0.2% | $135.67 * | $80.49 | +42.9% | COMMON STOCK | 149123101 |
| ACN | ACCENTURE PLC | 226,472 | $37.05M | 0.2% | $163.59 * | $86.41 | +69.7% | COMMON STOCK | G1151C101 |
| — | MASTERCARD INC | 187,500 | $36.85M | 0.2% | $196.52 | — | — | Put | 57636Q954 |
| — | GENERAL ELECTRIC CO | 2,704,705 | $36.81M | 0.2% | $13.61 | $24.18 | — | COMMON STOCK | 369604103 |
| — | GREENBRIER COMPANIES INC | 32,031,000 | $36.77M | 0.2% | $1.15 | $1.15 | — | CONVERTIBLE SECURITY | 393657AK7 |
| — | NXP SEMICONDUCT NV | 30,390,000 | $36.58M | 0.2% | $1.20 | $1.14 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| — | POWERSHARES QQQ NASDAQ 100 | 211,600 | $36.32M | 0.2% | $171.65 | — | — | Put | 73935A954 |
| COST | COSTCO WHOLESALE CORP | 173,775 | $36.31M | 0.2% | $208.98 * | $96.03 | +96.1% | COMMON STOCK | 22160K105 |
| — | LAM RESEARCH CORP | 206,729 | $35.73M | 0.2% | $172.85 | $87.12 | — | COMMON STOCK | 512807108 |
| EOG | EOG RESOURCES INC | 285,670 | $35.55M | 0.2% | $124.43 * | $57.66 | +62.1% | COMMON STOCK | 26875P101 |
| — | MICROCHP TECH HYPER WARRANTS | 20,000,000 | $35.21M | 0.2% | $1.76 | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| — | INPHI CORP | 36,771,000 | $34.94M | 0.2% | $0.95 | $1.00 | — | CONVERTIBLE SECURITY | 45772FAC1 |
| MDLZ | MONDELEZ INTERNATIONAL INC-A | 830,035 | $34.03M | 0.2% | $41.00 * | $25.94 | +31.9% | COMMON STOCK | 609207105 |
| MOH | MOLINA HEALTHCARE INC | 346,241 | $33.91M | 0.2% | $97.94 | $80.43 | +21.8% | COMMON STOCK | 60855R100 |
| — | CTRIP.COM INTL LTD | 29,500,000 | $33.73M | 0.2% | $1.14 | $1.17 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| EXC | EXELON CORP | 789,150 | $33.62M | 0.2% | $42.60 * | $18.72 | +25.0% | COMMON STOCK | 30161N101 |
| LOW | LOWE'S COS INC | 351,239 | $33.57M | 0.2% | $95.57 * | $55.63 | +49.5% | COMMON STOCK | 548661107 |
| IWN | ISHARES RUSSELL 2000 VALUE E | 253,145 | $33.4M | 0.2% | $131.92 | $119.94 | +10.0% | COMMON STOCK | 464287630 |
| — | AKAMAI TECHNOLOGIES INC | 33,101,000 | $33.23M | 0.2% | $1.00 | $1.01 | — | CONVERTIBLE SECURITY | 00971TAG6 |
| NKE | NIKE INC | 415,415 | $33.1M | 0.2% | $79.68 * | $45.94 | +57.5% | COMMON STOCK | 654106103 |
| — | ISHARES MSCI EMERGING MARKET | 759,500 | $32.91M | 0.2% | $43.33 | — | — | Call | 464287904 |
| MDT | MEDTRONIC PLC | 382,002 | $32.7M | 0.2% | $85.61 * | $61.90 | +13.5% | COMMON STOCK | G5960L103 |
| — | FINANCIAL SELECT SECTOR SPDR | 1,227,500 | $32.64M | 0.2% | $26.59 | — | — | Call | 81369Y905 |
| ZION | ZIONS BANCORPORATION | 612,012 | $32.25M | 0.2% | $52.69 | $43.87 | +20.1% | COMMON STOCK | 989701107 |
| LMT | LOCKHEED MARTIN CORP | 108,804 | $32.14M | 0.2% | $295.43 * | $153.35 | +57.5% | COMMON STOCK | 539830109 |
| CVSA | ADTALEM GLOBAL EDUCATION INC | 659,884 | $31.74M | 0.2% | $48.10 | $39.99 | +20.3% | COMMON STOCK | 00737L103 |
| — | MICRON TECH | 17,442,000 | $31.51M | 0.2% | $1.81 | $1.38 | — | CONVERTIBLE SECURITY | 595112AY9 |
| — | J2 GLOBAL INC | 23,000,000 | $31.2M | 0.2% | $1.36 | $1.32 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| AMG | AFFILIATED MANAGERS GROUP | 209,528 | $31.15M | 0.2% | $148.67 * | $164.42 | -11.7% | COMMON STOCK | 008252108 |
| SBUX | STARBUCKS CORP | 636,682 | $31.1M | 0.2% | $48.85 * | $37.50 | +10.6% | COMMON STOCK | 855244109 |
| INTC | INTEL CORP | 623,411 | $30.99M | 0.2% | $49.71 * | $20.27 | +108.4% | COMMON STOCK | 458140100 |
| — | CELGENE CORP | 389,007 | $30.89M | 0.2% | $79.42 | $104.12 | — | COMMON STOCK | 151020104 |
| — | COLONY STARWOOD HOMES | 27,500,000 | $30.78M | 0.2% | $1.12 | $1.11 | — | CONVERTIBLE SECURITY | 19625XAB8 |
| SPGI | S&P GLOBAL INC | 149,145 | $30.41M | 0.2% | $203.89 * | $176.84 | +8.0% | COMMON STOCK | 78409V104 |
| — | STANLEY BLACK & DECKER INC | 289,291 | $30.31M | 0.2% | $104.78 | $112.73 | — | CONVERTIBLE PREFERRED SECURITY | 854502887 |
| TMO | THERMO FISHER SCIENTIFIC INC | 143,858 | $29.8M | 0.2% | $207.14 | $126.08 | +61.1% | COMMON STOCK | 883556102 |
| — | ENVESTNET INC | 28,323,000 | $29.73M | 0.2% | $1.05 | $1.08 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| — | RED HAT INC | 219,500 | $29.49M | 0.2% | $134.37 | — | — | Call | 756577902 |
| — | WPX ENERGY | 385,612 | $29.44M | 0.2% | $76.35 | $42.71 | — | CONVERTIBLE PREFERRED SECURITY | 98212B202 |
| COF | CAPITAL ONE FINANCIAL CORP | 319,984 | $29.41M | 0.2% | $91.90 * | $76.95 | +4.9% | COMMON STOCK | 14040H105 |
| ADBE | ADOBE SYSTEMS INC | 118,398 | $28.87M | 0.2% | $243.81 | $195.57 | +24.7% | COMMON STOCK | 00724F101 |
| — | NABORS INDUSTRIES LTD | 36,523,000 | $28.83M | 0.2% | $0.79 | $0.79 | — | CONVERTIBLE SECURITY | 62957HAB1 |
| — | ARES CAPITAL CORP | 28,273,000 | $28.47M | 0.2% | $1.01 | $1.02 | — | CONVERTIBLE SECURITY | 04010LAT0 |
| EFA | ISHARES MSCI EAFE ETF | 421,690 | $28.24M | 0.2% | $66.97 | $68.02 | -1.5% | COMMON STOCK | 464287465 |
| ORCL | ORACLE CORP | 639,230 | $28.16M | 0.2% | $44.06 * | $36.93 | +6.7% | COMMON STOCK | 68389X105 |
| — | AMAZON.COM INC | 16,500 | $28.05M | 0.2% | $1699.82 | — | — | Call | 023135906 |
| MU | MICRON TECHNOLOGY INC | 534,361 | $28.02M | 0.2% | $52.44 * | $43.15 | +18.6% | COMMON STOCK | 595112103 |
| COP | CONOCOPHILLIPS | 399,086 | $27.78M | 0.2% | $69.62 * | $40.85 | +32.8% | COMMON STOCK | 20825C104 |
| — | OSI SYSTEMS INC | 28,531,000 | $27.72M | 0.2% | $0.97 | $0.91 | — | CONVERTIBLE SECURITY | 671044AD7 |
| PNC | PNC FINANCIAL SERVICES GROUP | 204,786 | $27.67M | 0.2% | $135.10 * | $73.04 | +41.6% | COMMON STOCK | 693475105 |
| APD | AIR PRODUCTS & CHEMICALS INC | 177,406 | $27.63M | 0.2% | $155.73 * | $125.86 | +3.3% | COMMON STOCK | 009158106 |
| RDN | RADIAN GROUP INC | 1,702,720 | $27.62M | 0.2% | $16.22 * | $15.67 | -14.3% | COMMON STOCK | 750236101 |
| — | BANK OF AMERICA CORP | 975,000 | $27.48M | 0.2% | $28.19 | — | — | Call | 060505904 |
| — | DYCOM INDS | 23,656,000 | $27.48M | 0.2% | $1.16 | $1.10 | — | CONVERTIBLE SECURITY | 267475AB7 |
| FIS | FIDELITY NATIONAL INFO SERV | 257,474 | $27.3M | 0.2% | $106.03 * | $69.03 | +33.8% | COMMON STOCK | 31620M106 |
| AL | AIR LEASE CORP | 648,179 | $27.2M | 0.2% | $41.97 * | $33.50 | +9.5% | COMMON STOCK | 00912X302 |
| — | ELLIE MAE INC | 261,962 | $27.2M | 0.2% | $103.84 | $90.27 | — | COMMON STOCK | 28849P100 |
| — | VIPSHOP HOLDINGS LTD | 27,045,000 | $26.71M | 0.2% | $0.99 | $1.07 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| — | CYPRESS SEMICONDUCTOR CORP | 20,100,000 | $26.7M | 0.2% | $1.33 | $1.31 | — | CONVERTIBLE SECURITY | 232806AM1 |
| UBS | UBS GROUP AG-REG | 1,738,000 | $26.66M | 0.2% | $15.34 | $16.89 | -9.2% | COMMON STOCK | H42097107 |
| — | NEUROCRINE BIOS | 18,100,000 | $26.26M | 0.2% | $1.45 | $1.45 | — | CONVERTIBLE SECURITY | 64125CAD1 |
| ULTA | ULTA BEAUTY INC | 111,916 | $26.13M | 0.2% | $233.46 | $221.65 | +5.3% | COMMON STOCK | 90384S303 |
| — | VISTRA ENERGY CORP | 275,000 | $26.03M | 0.2% | $94.65 | $94.65 | — | CONVERTIBLE PREFERRED SECURITY | 92840M300 |
| — | CTRIP.COM INTL LTD | 24,550,000 | $26M | 0.2% | $1.06 | $1.08 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| — | PIONEER NATURAL RESOURCES CO | 137,081 | $25.94M | 0.2% | $189.24 | $157.26 | — | COMMON STOCK | 723787107 |
| WDAY | WORKDAY INC-CLASS A | 213,753 | $25.89M | 0.2% | $121.12 | $99.94 | +21.2% | COMMON STOCK | 98138H101 |
| — | PACIRA PHARMACEUTICALS INC | 27,643,000 | $25.77M | 0.2% | $0.93 | $0.92 | — | CONVERTIBLE SECURITY | 695127AD2 |
| CB | CHUBB LTD | 200,494 | $25.47M | 0.2% | $127.02 * | $117.31 | -4.6% | COMMON STOCK | H1467J104 |
| — | IRONWOOD PHARMACEUTICALS INC | 19,109,000 | $25.38M | 0.2% | $1.33 | $1.04 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| — | LIBERTY MEDIA CORPORATION | 48,117,000 | $25.15M | 0.2% | $0.52 | $1.06 | — | CONVERTIBLE SECURITY | 531229AE2 |
| — | LENDINGTREE INC | 20,676,000 | $24.95M | 0.2% | $1.21 | $1.21 | — | CONVERTIBLE SECURITY | 52603BAA5 |
| — | THE HOME DEPOT INC | 126,500 | $24.68M | 0.2% | $195.10 | — | — | Call | 437076902 |
| — | STANLEY BLACK & DECKER INC | 185,000 | $24.57M | 0.2% | $132.81 | — | — | Call | 854502901 |
| — | RTI INTL METALS | 24,265,000 | $24.38M | 0.1% | $1.00 | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | MERCADOLIBRE INC | 10,000,000 | $24.25M | 0.1% | $2.43 | $1.03 | — | CONVERTIBLE SECURITY | 58733RAB8 |
| — | MICROSOFT CORP | 244,500 | $24.11M | 0.1% | $98.61 | — | — | Call | 594918904 |
| TJX | TJX COMPANIES INC | 252,744 | $24.06M | 0.1% | $95.18 * | $34.19 | +25.7% | COMMON STOCK | 872540109 |
| GILD | GILEAD SCIENCES INC | 339,224 | $24.03M | 0.1% | $70.84 * | $51.81 | +2.7% | COMMON STOCK | 375558103 |
| — | SYNAPTICS INC | 24,270,000 | $23.95M | 0.1% | $0.99 | $0.99 | — | CONVERTIBLE SECURITY | 87157DAD1 |
| BP | BP PLC-SPONS ADR | 521,100 | $23.79M | 0.1% | $45.66 | $42.76 | +6.8% | COMMON STOCK | 055622104 |
| — | RED HAT INC | 12,981,000 | $23.65M | 0.1% | $1.82 | $1.40 | — | CONVERTIBLE SECURITY | 756577AD4 |
| — | CITRIX SYSTEMS INC | 223,000 | $23.38M | 0.1% | $104.84 | — | — | Put | 177376950 |
| — | IONIS PHARMACEUTICALS INC | 23,600,000 | $23.17M | 0.1% | $0.98 | $1.11 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| AMGN | AMGEN INC | 124,358 | $22.95M | 0.1% | $184.59 * | $107.03 | +37.3% | COMMON STOCK | 031162100 |
| — | DISH NETWORK CORP | 25,750,000 | $22.74M | 0.1% | $0.88 | $0.88 | — | CONVERTIBLE SECURITY | 25470MAD1 |
| — | INSULET CORP | 15,000,000 | $22.69M | 0.1% | $1.51 | $1.32 | — | CONVERTIBLE SECURITY | 45784PAF8 |
| ABT | ABBOTT LABORATORIES | 371,387 | $22.65M | 0.1% | $60.99 * | $35.70 | +49.9% | COMMON STOCK | 002824100 |
| MO | ALTRIA GROUP INC | 397,446 | $22.57M | 0.1% | $56.79 * | $26.11 | +22.6% | COMMON STOCK | 02209S103 |
| PCAR | PACCAR INC | 359,895 | $22.3M | 0.1% | $61.96 * | $33.48 | -8.7% | COMMON STOCK | 693718108 |
| — | BB&T CORP | 436,836 | $22.03M | 0.1% | $50.44 | $37.56 | — | COMMON STOCK | 054937107 |
| — | AKAMAI TECHNOLOGIES INC | 300,000 | $21.97M | 0.1% | $73.23 | — | — | Call | 00971T901 |
| — | HUBSPOT | 15,000,000 | $21.46M | 0.1% | $1.43 | $1.43 | — | CONVERTIBLE SECURITY | 443573AB6 |
| — | INVITATION HOMES | 16,870,000 | $21.43M | 0.1% | $1.27 | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| STZ | CONSTELLATION BRANDS INC-A | 97,637 | $21.37M | 0.1% | $218.87 * | $137.76 | +40.7% | COMMON STOCK | 21036P108 |
| LLY | ELI LILLY & CO | 248,583 | $21.21M | 0.1% | $85.33 * | $45.37 | +69.3% | COMMON STOCK | 532457108 |
| SYK | STRYKER CORP | 124,813 | $21.08M | 0.1% | $168.86 * | $74.14 | +110.2% | COMMON STOCK | 863667101 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 113,092 | $20.98M | 0.1% | $185.53 | $108.45 | +71.1% | COMMON STOCK | 01609W102 |
| — | VANECK VECTORS ETF TRUST | 983,500 | $20.89M | 0.1% | $21.24 | — | — | Call | 92189F906 |
| — | VIAVI SOLUTIONS INC | 20,175,000 | $20.41M | 0.1% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 925550AB1 |
| — | LIBERTY MEDIA CORPORATION | 17,250,000 | $20.27M | 0.1% | $1.17 | $1.05 | — | CONVERTIBLE SECURITY | 531229AF9 |
| AXP | AMERICAN EXPRESS CO | 204,158 | $20.01M | 0.1% | $98.00 * | $59.77 | +47.8% | COMMON STOCK | 025816109 |
| — | TUTOR PERINI CORP | 19,845,000 | $19.92M | 0.1% | $1.00 | $1.17 | — | CONVERTIBLE SECURITY | 901109AD0 |
| — | NOVELLUS SYSTEMS INC | 3,785,000 | $19.67M | 0.1% | $5.20 | $2.79 | — | CONVERTIBLE SECURITY | 670008AD3 |
| PRU | PRUDENTIAL FINANCIAL INC | 209,082 | $19.55M | 0.1% | $93.51 * | $62.21 | +4.2% | COMMON STOCK | 744320102 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 15,819,000 | $19.51M | 0.1% | $1.23 | $0.99 | — | CONVERTIBLE SECURITY | 049164BH8 |
| — | HERBALIFE LTD | 15,000,000 | $19.36M | 0.1% | $1.29 | $0.96 | — | CONVERTIBLE SECURITY | 42703MAB9 |
| — | JAZZ PHARMACEUTICLS $200K MIN | 17,745,000 | $19.34M | 0.1% | $1.09 | $1.05 | — | CONVERTIBLE SECURITY | 472145AB7 |
| — | TOTAL SYSTEM SERVICES INC | 226,548 | $19.15M | 0.1% | $84.52 | $53.46 | — | COMMON STOCK | 891906109 |
| IWM | ISHARES RUSSELL 2000 ETF | 116,735 | $19.12M | 0.1% | $163.77 | $154.44 | +6.0% | COMMON STOCK | 464287655 |
| — | ALLEGHENY TECHNOLOGIES INC | 10,000,000 | $19.09M | 0.1% | $1.91 | $1.28 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| — | FLEXION THERAPEUTICS | 15,601,000 | $19.04M | 0.1% | $1.22 | $1.22 | — | CONVERTIBLE SECURITY | 33938JAB2 |
| — | TTM TECHNOLOGIES INC | 10,000,000 | $18.79M | 0.1% | $1.88 | $1.44 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| — | SM ENERGY CO | 18,154,000 | $18.78M | 0.1% | $1.03 | $1.09 | — | CONVERTIBLE SECURITY | 78454LAM2 |
| MCHP | MICROCHIP TECHNOLOGY INC | 205,738 | $18.71M | 0.1% | $90.95 * | $27.38 | +44.3% | COMMON STOCK | 595017104 |
| TRU | TRANSUNION | 261,100 | $18.7M | 0.1% | $71.64 * | $36.13 | +91.5% | COMMON STOCK | 89400J107 |
| MPC | MARATHON PETROLEUM CORP | 266,221 | $18.68M | 0.1% | $70.16 * | $39.01 | +41.7% | COMMON STOCK | 56585A102 |
| — | FINISAR CORP | 18,744,000 | $18.62M | 0.1% | $0.99 | $1.03 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| IBB | ISHARES NASDAQ BIOTECHNOLOGY | 167,055 | $18.35M | 0.1% | $109.82 | $104.52 | +5.1% | COMMON STOCK | 464287556 |
| — | INSMED INC | 20,000,000 | $18.3M | 0.1% | $0.92 | $0.89 | — | CONVERTIBLE SECURITY | 457669AA7 |
| ETN | EATON CORP PLC | 242,660 | $18.14M | 0.1% | $74.74 * | $48.31 | +34.5% | COMMON STOCK | G29183103 |
| — | FACEBOOK INC | 92,000 | $17.88M | 0.1% | $194.32 | — | — | Call | 30303M902 |
| BMY | BRISTOL-MYERS SQUIBB CO | 322,663 | $17.86M | 0.1% | $55.34 * | $42.37 | -1.7% | COMMON STOCK | 110122108 |
| — | VEECO INSTRUMENTS INC. | 20,043,000 | $17.68M | 0.1% | $0.88 | $1.04 | — | CONVERTIBLE SECURITY | 922417AD2 |
| SHW | SHERWIN-WILLIAMS CO/THE | 42,860 | $17.47M | 0.1% | $407.56 * | $120.58 | +5.4% | COMMON STOCK | 824348106 |
| — | KAMAN CORP | 14,400,000 | $17.41M | 0.1% | $1.21 | $1.21 | — | CONVERTIBLE SECURITY | 483548AF0 |
| NTRS | NORTHERN TRUST CORP | 169,110 | $17.4M | 0.1% | $102.89 * | $82.00 | +0.2% | COMMON STOCK | 665859104 |
| — | ASSURANT INC | 153,297 | $17.17M | 0.1% | $112.03 | $104.15 | — | CONVERTIBLE PREFERRED SECURITY | 04621X207 |
| — | STARWOOD PROPERTY TRUST INC | 15,511,000 | $16.98M | 0.1% | $1.09 | $1.09 | — | CONVERTIBLE SECURITY | 85571BAB1 |
| — | KNOWLES CORPORATION | 15,121,000 | $16.98M | 0.1% | $1.12 | $1.18 | — | CONVERTIBLE SECURITY | 49926DAB5 |
| FRCB | FIRST REPUBLIC BANK/CA | 175,050 | $16.94M | 0.1% | $96.79 * | $74.47 | +25.9% | COMMON STOCK | 33616C100 |
| MAS | MASCO CORP | 450,000 | $16.84M | 0.1% | $37.42 * | $25.62 | +29.4% | COMMON STOCK | 574599106 |
| MNST | MONSTER BEVERAGE CORP | 293,707 | $16.83M | 0.1% | $57.30 * | $23.42 | +22.3% | COMMON STOCK | 61174X109 |
| — | DISCOVER FINANCIAL SERVICES | 236,128 | $16.63M | 0.1% | $70.41 | $59.23 | — | COMMON STOCK | 254709108 |
| — | MOLINA HEALTHCARE INC | 6,855,000 | $16.6M | 0.1% | $2.42 | $1.50 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | PDC ENERGY INC | 15,843,000 | $16.57M | 0.1% | $1.05 | $1.11 | — | CONVERTIBLE SECURITY | 69327RAD3 |
| — | APTIV PLC | 180,227 | $16.51M | 0.1% | $91.63 | $84.91 | — | COMMON STOCK | G6095L109 |
| — | TAIWAN SEMICONDUCTOR | 450,000 | $16.45M | 0.1% | $36.56 | — | — | Call | 874039900 |
| — | HARRIS CORP | 112,633 | $16.28M | 0.1% | $144.54 | $112.27 | — | COMMON STOCK | 413875105 |
| — | NEVRO CORPORATION | 14,971,000 | $16.25M | 0.1% | $1.09 | $1.14 | — | CONVERTIBLE SECURITY | 64157FAA1 |
| EW | EDWARDS LIFESCIENCES CORP | 110,373 | $16.07M | 0.1% | $145.57 * | $41.42 | +17.2% | COMMON STOCK | 28176E108 |
| — | ECHO GLOBAL LOGISTICS INC | 15,180,000 | $15.89M | 0.1% | $1.05 | $1.03 | — | CONVERTIBLE SECURITY | 27875TAA9 |
| — | STARWOOD PROPERTY TRUST INC | 15,666,000 | $15.77M | 0.1% | $1.01 | $1.00 | — | CONVERTIBLE SECURITY | 85571BAH8 |
| — | INNOVIVA INC | 16,199,000 | $15.76M | 0.1% | $0.97 | $0.98 | — | CONVERTIBLE SECURITY | 88338TAB0 |
| NEE | NEXTERA ENERGY INC | 93,730 | $15.66M | 0.1% | $167.03 * | $19.30 | +79.8% | COMMON STOCK | 65339F101 |
| — | AIR LEASE | 10,742,000 | $15.62M | 0.1% | $1.45 | $1.68 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | WALGREENS BOOTS ALLIANCE INC | 259,661 | $15.58M | 0.1% | $60.02 | $78.26 | — | COMMON STOCK | 931427108 |
| F | FORD MOTOR CO | 1,394,612 | $15.44M | 0.1% | $11.07 * | $7.80 | -3.8% | COMMON STOCK | 345370860 |
| — | MEDIDATA SOLUTIONS INC | 11,100,000 | $15.42M | 0.1% | $1.39 | $1.14 | — | CONVERTIBLE SECURITY | 58471AAB1 |
| PVH | PVH CORP | 102,915 | $15.41M | 0.1% | $149.72 | $130.66 | +13.3% | COMMON STOCK | 693656100 |
| — | VIRTUS INVESTMENT PARTNERS | 140,000 | $15.34M | 0.1% | $109.55 | $97.84 | — | CONVERTIBLE PREFERRED SECURITY | 92828Q208 |
| — | MEDICINES CO | 15,250,000 | $15.32M | 0.1% | $1.00 | $1.05 | — | CONVERTIBLE SECURITY | 584688AG0 |
| — | CHESAPEAKE ENERGY CORP | 15,000,000 | $15.26M | 0.1% | $1.02 | $0.86 | — | CONVERTIBLE SECURITY | 165167CY1 |
| GM | GENERAL MOTORS CO | 380,398 | $14.99M | 0.1% | $39.40 * | $30.74 | +14.8% | COMMON STOCK | 37045V100 |
| CCL | CARNIVAL CORP | 260,568 | $14.93M | 0.1% | $57.31 * | $31.00 | +72.6% | COMMON STOCK | 143658300 |
| MMM | 3M CO | 75,835 | $14.92M | 0.1% | $196.72 * | $102.44 | +22.9% | COMMON STOCK | 88579Y101 |
| — | PROOFPOINT | 9,997,000 | $14.73M | 0.1% | $1.47 | $1.07 | — | CONVERTIBLE SECURITY | 743424AD5 |
| — | AETNA INC | 78,849 | $14.47M | 0.1% | $183.50 | $113.17 | — | COMMON STOCK | 00817Y108 |
| MET | METLIFE INC | 329,431 | $14.36M | 0.1% | $43.60 * | $32.24 | +4.5% | COMMON STOCK | 59156R108 |
| — | CTRIP.COM INTL LTD | 300,000 | $14.29M | 0.1% | $47.63 | — | — | Put | 22943F950 |
| TXN | TEXAS INSTRUMENTS INC | 129,538 | $14.28M | 0.1% | $110.25 * | $63.39 | +40.6% | COMMON STOCK | 882508104 |
| WCN | WASTE CONNECTIONS INC | 188,188 | $14.17M | 0.1% | $75.28 * | $47.59 | +50.3% | COMMON STOCK | 94106B101 |
| USFD | US FOODS HOLDING CORP | 367,400 | $13.89M | 0.1% | $37.82 | $35.39 | +6.9% | COMMON STOCK | 912008109 |
| — | SPDR BBG BARC HIGH YIELD BND | 388,725 | $13.79M | 0.1% | $35.48 | $37.27 | — | COMMON STOCK | 78464A417 |
| — | FINISAR CORP | 14,313,000 | $12.98M | 0.1% | $0.91 | $0.93 | — | CONVERTIBLE SECURITY | 31787AAP6 |
| — | TWITTER INC | 13,336,000 | $12.91M | 0.1% | $0.97 | $0.87 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| — | ARES CAPITAL CORP | 12,574,000 | $12.65M | 0.1% | $1.01 | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| KR | KROGER CO | 439,441 | $12.5M | 0.1% | $28.45 * | $23.26 | +4.2% | COMMON STOCK | 501044101 |
| — | TWENTY-FIRST CENTURY FOX-A | 248,696 | $12.36M | 0.1% | $49.69 | $35.00 | — | COMMON STOCK | 90130A101 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 119,116 | $12.34M | 0.1% | $103.60 * | $107.95 | -10.0% | COMMON STOCK | V7780T103 |
| DUK | DUKE ENERGY CORP | 154,548 | $12.22M | 0.1% | $79.08 * | $44.34 | +31.7% | COMMON STOCK | 26441C204 |
| — | CTRIP.COM INTL LTD | 10,000,000 | $12.19M | 0.1% | $1.22 | $1.22 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| — | REALPAGE INC | 217,752 | $12M | 0.1% | $55.10 | $39.90 | — | COMMON STOCK | 75606N109 |
| — | BOOKING HOLDINGS INC | 5,900 | $11.96M | 0.1% | $2027.12 | — | — | Call | 09857L908 |
| — | HELIX ENERGY SOLUTIONS GROUP | 10,000,000 | $11.86M | 0.1% | $1.19 | $1.01 | — | CONVERTIBLE SECURITY | 42330PAJ6 |
| — | WORKDAY INC - TRANCHE 2 | 7,564,000 | $11.78M | 0.1% | $1.56 | $1.16 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| BIDU | BAIDU INC - SPON ADR | 48,490 | $11.78M | 0.1% | $243.00 | $223.24 | +8.9% | COMMON STOCK | 056752108 |
| — | IMMUNOMEDICS | 2,500,000 | $11.74M | 0.1% | $4.70 | $2.83 | — | CONVERTIBLE SECURITY | 452907AK4 |
| PYPL | PAYPAL HOLDINGS INC | 139,523 | $11.62M | 0.1% | $83.27 | $45.93 | +80.9% | COMMON STOCK | 70450Y103 |
| — | CSG SYS INTL | 11,000,000 | $11.6M | 0.1% | $1.05 | $1.04 | — | CONVERTIBLE SECURITY | 126349AF6 |
| — | JP MORGAN CHASE & CO | 110,000 | $11.46M | 0.1% | $104.20 | — | — | Call | 46625H900 |
| — | INTEGRATED DEVICE TECHNOLOGY | 10,034,000 | $11.44M | 0.1% | $1.14 | $1.04 | — | CONVERTIBLE SECURITY | 458118AC0 |
| — | NEW ORIENTAL EDUCATIO-SP ADR | 120,660 | $11.42M | 0.1% | $94.66 | $77.01 | — | COMMON STOCK | 647581107 |
| — | WELLS FARGO & COMPANY | 203,100 | $11.26M | 0.1% | $55.44 | — | — | Put | 949746951 |
| — | MORGAN STANLEY | 235,000 | $11.14M | 0.1% | $47.40 | — | — | Call | 617446908 |
| HYG | ISHARES IBOXX USD HIGH YIELD | 130,210 | $11.08M | 0.1% | $85.08 | $88.21 | -3.5% | COMMON STOCK | 464288513 |
| — | WHITING PETROLEUM CORP | 11,560,000 | $11.03M | 0.1% | $0.95 | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| WELL | WELLTOWER INC | 175,969 | $11.03M | 0.1% | $62.69 * | $46.02 | +6.1% | COMMON STOCK | 95040Q104 |
| DLTR | DOLLAR TREE INC | 129,545 | $11.01M | 0.1% | $85.00 | $97.73 | -13.0% | COMMON STOCK | 256746108 |
| — | PIONEER NATURAL RESOURCES CO | 58,000 | $10.98M | 0.1% | $189.24 | — | — | Call | 723787907 |
| — | RAMBUS INC | 10,000,000 | $10.91M | 0.1% | $1.09 | $1.21 | — | CONVERTIBLE SECURITY | 750917AE6 |
| — | DELTA AIR LINES INC | 220,000 | $10.9M | 0.1% | $49.54 | — | — | Call | 247361902 |
| — | ZILLOW GROUP INC | 8,500,000 | $10.75M | 0.1% | $1.26 | $1.10 | — | CONVERTIBLE SECURITY | 98954MAB7 |
| EXPE | EXPEDIA GROUP INC | 89,363 | $10.74M | 0.1% | $120.20 * | $112.10 | +4.2% | COMMON STOCK | 30212P303 |
| — | QUIDEL CORP | 5,000,000 | $10.7M | 0.1% | $2.14 | $1.12 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| KEY | KEYCORP | 541,545 | $10.58M | 0.1% | $19.54 * | $14.28 | -3.8% | COMMON STOCK | 493267108 |
| BHF | BRIGHTHOUSE FINANCIAL INC | 263,000 | $10.54M | 0.1% | $40.07 | $56.21 | -28.7% | COMMON STOCK | 10922N103 |
| — | ELECTRONICS FOR IMAGING INC | 10,500,000 | $10.41M | 0.1% | $0.99 | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $10.27M | 0.1% | $1.03 | $0.96 | — | CONVERTIBLE SECURITY | 00163UAD8 |
| — | VIAVI SOLUTIONS INC | 10,000,000 | $10.14M | 0.1% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| — | SINA CORP | 10,000,000 | $10.14M | 0.1% | $1.01 | $0.99 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| — | GOLDMAN SACHS BDC INC | 10,000,000 | $10.13M | 0.1% | $1.01 | $1.03 | — | CONVERTIBLE SECURITY | 38147UAB3 |
| — | TCP CAPITAL CORP | 10,000,000 | $10.07M | 0.1% | $1.01 | $1.04 | — | CONVERTIBLE SECURITY | 87238QAD5 |
| — | CEMEX SAB DE CV | 10,037,000 | $10.07M | 0.1% | $1.00 | $1.14 | — | CONVERTIBLE SECURITY | 151290BR3 |
| EEM | ISHARES MSCI EMERGING MARKET | 232,175 | $10.06M | 0.1% | $43.33 | $49.03 | -11.6% | COMMON STOCK | 464287234 |
| — | WRIGHT MEDICAL GROUP NV | 7,500,000 | $10M | 0.1% | $1.33 | $1.42 | — | CONVERTIBLE SECURITY | 98236JAB4 |
| — | UNITED TECHNOLOGIES CORP | 79,733 | $9.969M | 0.1% | $125.03 | $98.25 | — | COMMON STOCK | 913017109 |
| — | MASTERCARD INC | 50,600 | $9.944M | 0.1% | $196.52 | — | — | Call | 57636Q904 |
| CVS | CVS HEALTH CORP | 153,604 | $9.884M | 0.1% | $64.35 * | $47.81 | +5.7% | COMMON STOCK | 126650100 |
| DE | DEERE & CO | 70,217 | $9.816M | 0.1% | $139.80 * | $75.68 | +65.4% | COMMON STOCK | 244199105 |
| — | THE PRICELINE GROUP INC | 8,162,000 | $9.772M | 0.1% | $1.20 | $1.05 | — | CONVERTIBLE SECURITY | 741503AX4 |
| — | WAYFAIR | 7,500,000 | $9.661M | 0.1% | $1.29 | $0.97 | — | CONVERTIBLE SECURITY | 94419LAA9 |
| PAYC | PAYCOM SOFTWARE INC | 97,649 | $9.651M | 0.1% | $98.83 | $52.01 | +86.3% | COMMON STOCK | 70432V102 |
| BIIB | BIOGEN INC | 33,160 | $9.624M | 0.1% | $290.23 | $309.99 | -6.4% | COMMON STOCK | 09062X103 |
| NUE | NUCOR CORP | 153,825 | $9.614M | 0.1% | $62.50 * | $50.16 | +6.3% | COMMON STOCK | 670346105 |
| — | AMGEN INC | 51,100 | $9.433M | 0.1% | $184.60 | — | — | Call | 031162900 |
| SPG | SIMON PROPERTY GROUP INC | 55,103 | $9.378M | 0.1% | $170.19 * | $92.08 | +22.9% | COMMON STOCK | 828806109 |
| CCI | CROWN CASTLE INTL CORP | 85,864 | $9.258M | 0.1% | $107.82 * | $64.85 | +21.2% | COMMON STOCK | 22822V101 |
| — | MEDICINES CO | 7,500,000 | $9.135M | 0.1% | $1.22 | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| — | CTRIP.COM INTL LTD | 8,830,000 | $9.105M | 0.1% | $1.03 | $1.05 | — | CONVERTIBLE SECURITY | 22943FAM2 |
| — | NUANCE COMMUNICATIONS INC | 10,000,000 | $8.96M | 0.1% | $0.90 | $0.91 | — | CONVERTIBLE SECURITY | 67020YAK6 |
| — | MICROCHIP TECH (EMBED WARRANT) | 7,500,000 | $8.867M | 0.1% | $1.18 | $1.21 | — | CONVERTIBLE SECURITY | 595017AH7 |
| OXY | OCCIDENTAL PETROLEUM CORP | 105,540 | $8.832M | 0.1% | $83.68 * | $58.68 | +19.2% | COMMON STOCK | 674599105 |
| — | MAGELLAN MIDSTREAM PARTNERS | 127,005 | $8.774M | 0.1% | $69.08 | $71.06 | — | COMMON STOCK | 559080106 |
| WHR | WHIRLPOOL CORP | 60,000 | $8.774M | 0.1% | $146.23 | $186.28 | -21.5% | COMMON STOCK | 963320106 |
| NOK | NOKIA CORP-SPON ADR | 1,520,000 | $8.74M | 0.1% | $5.75 | $3.52 | +63.3% | COMMON STOCK | 654902204 |
| IVV | ISHARES CORE S&P 500 ETF | 31,941 | $8.721M | 0.1% | $273.03 | $239.46 | +14.0% | COMMON STOCK | 464287200 |
| BK | BANK OF NEW YORK MELLON CORP | 157,820 | $8.511M | 0.1% | $53.93 * | $29.42 | +48.2% | COMMON STOCK | 064058100 |
| FISV | FISERV INC | 114,588 | $8.49M | 0.1% | $74.09 | $52.25 | +41.8% | COMMON STOCK | 337738108 |
| — | SUNPOWER CORP | 10,000,000 | $8.489M | 0.1% | $0.85 | $0.71 | — | CONVERTIBLE SECURITY | 867652AL3 |
| — | TERADYNE INC | 6,258,000 | $8.356M | 0.1% | $1.34 | $1.44 | — | CONVERTIBLE SECURITY | 880770AG7 |
| DHR | DANAHER CORP | 83,793 | $8.269M | 0.1% | $98.68 * | $45.29 | +86.7% | COMMON STOCK | 235851102 |
| — | NICE LTD | 6,228,000 | $8.252M | 0.1% | $1.32 | $1.25 | — | CONVERTIBLE SECURITY | 65366HAB9 |
| — | ROVI CORP | 8,635,000 | $8.234M | 0.1% | $0.95 | $1.00 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | CARDTRONICS INC | 8,800,000 | $8.226M | 0.1% | $0.93 | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| — | ILLUMINA INC | 6,187,000 | $8.172M | 0.0% | $1.32 | $1.21 | — | CONVERTIBLE SECURITY | 452327AH2 |
| — | VIPSHOP HOLDINGS LTD | 750,000 | $8.138M | 0.0% | $10.85 | — | — | Call | 92763W903 |
| AEP | AMERICAN ELECTRIC POWER | 117,467 | $8.135M | 0.0% | $69.25 * | $40.47 | +31.3% | COMMON STOCK | 025537101 |
| — | CALAMP CORP | 7,500,000 | $8.106M | 0.0% | $1.08 | $1.03 | — | CONVERTIBLE SECURITY | 128126AB5 |
| — | ALLSCRIPTS HEALTHCARE SOLUTION | 7,992,000 | $8.092M | 0.0% | $1.01 | $1.03 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| IBM | INTL BUSINESS MACHINES CORP | 57,907 | $8.09M | 0.0% | $139.71 * | $111.79 | -14.0% | COMMON STOCK | 459200101 |
| SYF | SYNCHRONY FINANCIAL | 238,743 | $7.969M | 0.0% | $33.38 * | $27.24 | +1.3% | COMMON STOCK | 87165B103 |
| — | TIMKENSTEEL CORP | 5,000,000 | $7.851M | 0.0% | $1.57 | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| — | NAVISTAR INTL | 7,500,000 | $7.742M | 0.0% | $1.03 | $1.02 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| — | ALEXION PHARMACEUTICALS INC | 61,000 | $7.573M | 0.0% | $124.15 | — | — | Call | 015351909 |
| — | SPECTRA ENERGY PARTNERS LP | 213,320 | $7.556M | 0.0% | $35.42 | $44.38 | — | COMMON STOCK | 84756N109 |
| — | CONCHO RESOURCES INC | 54,405 | $7.527M | 0.0% | $138.35 | $136.89 | — | COMMON STOCK | 20605P101 |
| ORLY | O'REILLY AUTOMOTIVE INC | 27,456 | $7.511M | 0.0% | $273.56 * | $17.41 | +4.8% | COMMON STOCK | 67103H107 |
| CTSH | COGNIZANT TECH SOLUTIONS-A | 94,133 | $7.436M | 0.0% | $78.99 * | $48.59 | +45.8% | COMMON STOCK | 192446102 |
| — | CNOOC LTD | 43,200 | $7.398M | 0.0% | $171.25 | — | — | Call | 126132909 |
| — | EXPRESS SCRIPTS HOLDING CO | 95,040 | $7.338M | 0.0% | $77.21 | $68.40 | — | COMMON STOCK | 30219G108 |
| VLO | VALERO ENERGY CORP | 65,384 | $7.247M | 0.0% | $110.84 * | $38.88 | +110.5% | COMMON STOCK | 91913Y100 |
| — | BLACKROCK INC | 14,483 | $7.228M | 0.0% | $499.07 | $298.18 | — | COMMON STOCK | 09247X101 |
| — | HORIZON PHARMA PLC | 7,500,000 | $7.192M | 0.0% | $0.96 | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| — | PANDORA MEDIA INC | 7,500,000 | $7.184M | 0.0% | $0.96 | $1.02 | — | CONVERTIBLE SECURITY | 698354AB3 |
| — | RENEWABLE ENERGY GROUP INC | 4,000,000 | $7.158M | 0.0% | $1.79 | $1.36 | — | CONVERTIBLE SECURITY | 75972AAC7 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 258,630 | $7.156M | 0.0% | $27.67 | $26.07 | — | COMMON STOCK | 293792107 |
| — | ROCKWELL COLLINS INC | 52,835 | $7.116M | 0.0% | $134.68 | $108.84 | — | COMMON STOCK | 774341101 |
| LULU | LULULEMON ATHLETICA INC | 56,470 | $7.05M | 0.0% | $124.85 | $106.64 | +17.1% | COMMON STOCK | 550021109 |
| SWK | STANLEY BLACK & DECKER INC | 52,078 | $6.916M | 0.0% | $132.80 * | $115.96 | -7.4% | COMMON STOCK | 854502101 |
| XEL | XCEL ENERGY INC | 150,982 | $6.897M | 0.0% | $45.68 * | $35.43 | +2.7% | COMMON STOCK | 98389B100 |
| QCOM | QUALCOMM INC | 122,750 | $6.889M | 0.0% | $56.12 * | $46.02 | +0.9% | COMMON STOCK | 747525103 |
| — | DOMINION ENERGY INC | 146,852 | $6.786M | 0.0% | $46.21 | $49.93 | — | CONVERTIBLE PREFERRED SECURITY | 25746U836 |
| CL | COLGATE-PALMOLIVE CO | 103,840 | $6.73M | 0.0% | $64.81 * | $48.35 | +12.0% | COMMON STOCK | 194162103 |
| ALL | ALLSTATE CORP | 73,512 | $6.709M | 0.0% | $91.26 * | $46.01 | +66.7% | COMMON STOCK | 020002101 |
| — | SONY CORP | 129,000 | $6.613M | 0.0% | $51.26 | — | — | Call | 835699907 |
| TSM | TAIWAN SEMICONDUCTOR | 177,700 | $6.497M | 0.0% | $36.56 | $36.52 | +0.1% | COMMON STOCK | 874039100 |
| CMS | CMS ENERGY CORP | 137,321 | $6.493M | 0.0% | $47.28 * | $29.58 | +28.1% | COMMON STOCK | 125896100 |
| — | OASIS PETROLEUM INC | 5,000,000 | $6.487M | 0.0% | $1.30 | $1.12 | — | CONVERTIBLE SECURITY | 674215AJ7 |
| — | AEROJET ROCKETDYNE HOLDINGS IN | 5,000,000 | $6.482M | 0.0% | $1.30 | $1.38 | — | CONVERTIBLE SECURITY | 007800AB1 |
| FDX | FEDEX CORP | 28,493 | $6.47M | 0.0% | $227.07 * | $113.34 | +75.5% | COMMON STOCK | 31428X106 |
| — | ACTIVISION BLIZZARD INC | 83,884 | $6.402M | 0.0% | $76.32 | $60.42 | — | COMMON STOCK | 00507V109 |
| ITW | ILLINOIS TOOL WORKS | 45,955 | $6.367M | 0.0% | $138.55 * | $67.44 | +71.1% | COMMON STOCK | 452308109 |
| SCHW | SCHWAB (CHARLES) CORP | 124,182 | $6.346M | 0.0% | $51.10 * | $26.73 | +72.2% | COMMON STOCK | 808513105 |
| — | XILINX INC | 96,023 | $6.266M | 0.0% | $65.26 | $68.02 | — | COMMON STOCK | 983919101 |
| — | DERMIRA INC | 7,500,000 | $6.199M | 0.0% | $0.83 | $0.83 | — | CONVERTIBLE SECURITY | 24983LAB0 |
| — | RED HAT INC | 45,950 | $6.174M | 0.0% | $134.36 | $93.40 | — | COMMON STOCK | 756577102 |
| TGT | TARGET CORP | 80,993 | $6.165M | 0.0% | $76.12 * | $54.38 | +13.9% | COMMON STOCK | 87612E106 |
| — | EURONET WORLDWIDE INC | 5,000,000 | $6.141M | 0.0% | $1.23 | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| — | MOLINA HEALTHCARE INC | 3,625,000 | $6.126M | 0.0% | $1.69 | $1.23 | — | CONVERTIBLE SECURITY | 60855RAD2 |
| APH | AMPHENOL CORP | 70,277 | $6.125M | 0.0% | $87.16 * | $13.74 | +47.6% | COMMON STOCK | 032095101 |
| — | ANADARKO PETROLEUM CORP | 83,456 | $6.113M | 0.0% | $73.25 | $79.71 | — | COMMON STOCK | 032511107 |
| DQ | DAQO NEW ENERGY CORP | 172,000 | $6.113M | 0.0% | $35.54 | $50.68 | -29.9% | COMMON STOCK | 23703Q203 |
| — | ALLERGAN PLC | 36,200 | $6.035M | 0.0% | $166.71 | — | — | Call | G0177J908 |
| — | LIBERTY MEDIA (FON) | 8,534,927 | $6.026M | 0.0% | $0.71 | $0.71 | — | CONVERTIBLE SECURITY | 530715AG6 |
| — | FORESTAR GROUP INC | 6,000,000 | $6.006M | 0.0% | $1.00 | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| GD | GENERAL DYNAMICS CORP | 32,213 | $6.005M | 0.0% | $186.42 * | $78.00 | +101.0% | COMMON STOCK | 369550108 |
| NI | NISOURCE INC | 227,557 | $5.98M | 0.0% | $26.28 * | $18.94 | +8.5% | COMMON STOCK | 65473P105 |
| AJG | ARTHUR J GALLAGHER & CO | 90,527 | $5.91M | 0.0% | $65.28 * | $50.23 | +17.5% | COMMON STOCK | 363576109 |
| UPS | UNITED PARCEL SERVICE | 55,071 | $5.85M | 0.0% | $106.23 * | $65.90 | +20.7% | COMMON STOCK | 911312106 |
| DHI | DR HORTON INC | 142,358 | $5.837M | 0.0% | $41.00 * | $29.69 | +27.2% | COMMON STOCK | 23331A109 |
| VRTX | VERTEX PHARMACEUTICALS INC | 34,128 | $5.8M | 0.0% | $169.95 | $127.13 | +33.7% | COMMON STOCK | 92532F100 |
| — | FIREEYE SERIES B | 6,308,000 | $5.763M | 0.0% | $0.91 | $0.92 | — | CONVERTIBLE SECURITY | 31816QAD3 |
| — | AMERICA MOVIL-SPN ADR CL L | 345,880 | $5.762M | 0.0% | $16.66 | $18.93 | — | COMMON STOCK | 02364W105 |
| — | SOUTH JERSEY INDUSTRIES | 100,000 | $5.732M | 0.0% | $57.32 | $57.32 | — | CONVERTIBLE PREFERRED SECURITY | 838518116 |
| FE | FIRSTENERGY CORP | 159,406 | $5.724M | 0.0% | $35.91 * | $22.43 | +17.9% | COMMON STOCK | 337932107 |
| ILMN | ILLUMINA INC | 20,459 | $5.714M | 0.0% | $279.29 * | $122.56 | +121.7% | COMMON STOCK | 452327109 |
| RF | REGIONS FINANCIAL CORP | 317,145 | $5.639M | 0.0% | $17.78 * | $8.14 | +61.6% | COMMON STOCK | 7591EP100 |
| AIZ | ASSURANT INC | 54,165 | $5.606M | 0.0% | $103.50 * | $81.44 | +10.4% | COMMON STOCK | 04621X108 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 44,278 | $5.587M | 0.0% | $126.18 * | $86.70 | +10.4% | COMMON STOCK | 015271109 |
| — | SOUTHWESTERN ENERGY CO | 1,051,465 | $5.573M | 0.0% | $5.30 | $4.33 | — | COMMON STOCK | 845467109 |
| — | LAM RESEARCH CORP | 32,200 | $5.566M | 0.0% | $172.86 | — | — | Call | 512807908 |
| — | INPHI CORP | 5,000,000 | $5.443M | 0.0% | $1.09 | $1.29 | — | CONVERTIBLE SECURITY | 45772FAB3 |
| — | GOLAR LNG LTD | 5,000,000 | $5.436M | 0.0% | $1.09 | $1.03 | — | CONVERTIBLE SECURITY | 38046YAB7 |
| AES | AES CORP | 405,033 | $5.431M | 0.0% | $13.41 * | $8.45 | +21.3% | COMMON STOCK | 00130H105 |
| HDB | HDFC BANK LTD | 51,500 | $5.409M | 0.0% | $105.03 | $99.96 | +5.1% | COMMON STOCK | 40415F101 |
| — | FEDERAL REALTY INVS TRUST | 42,611 | $5.392M | 0.0% | $126.54 | $131.62 | — | COMMON STOCK | 313747206 |
| — | PRA GROUP INC | 5,000,000 | $5.337M | 0.0% | $1.07 | $1.07 | — | CONVERTIBLE SECURITY | 69354NAB2 |
| CHTR | CHARTER COMMUNICATIONS INC-A | 18,046 | $5.291M | 0.0% | $293.20 | $283.47 | +3.4% | COMMON STOCK | 16119P108 |
| XYL | XYLEM INC | 78,411 | $5.283M | 0.0% | $67.38 * | $46.95 | +31.2% | COMMON STOCK | 98419M100 |
| NEM | NEWMONT MINING CORP | 138,969 | $5.241M | 0.0% | $37.71 * | $22.05 | +36.6% | COMMON STOCK | 651639106 |
| STT | STATE STREET CORP | 55,900 | $5.204M | 0.0% | $93.09 * | $53.92 | +36.2% | COMMON STOCK | 857477103 |
| EBAY | EBAY INC | 142,964 | $5.184M | 0.0% | $36.26 * | $23.00 | +40.3% | COMMON STOCK | 278642103 |
| D | DOMINION ENERGY INC | 75,667 | $5.159M | 0.0% | $68.18 * | $42.60 | +14.9% | COMMON STOCK | 25746U109 |
| — | VARIAN MEDICAL SYSTEMS INC | 45,193 | $5.139M | 0.0% | $113.71 | $96.43 | — | COMMON STOCK | 92220P105 |
| — | SUNTRUST BANKS INC | 77,521 | $5.118M | 0.0% | $66.02 | $40.84 | — | COMMON STOCK | 867914103 |
| — | NAVISTAR INTERNATIONAL CORP | 125,000 | $5.09M | 0.0% | $40.72 | — | — | Call | 63934E908 |
| PSX | PHILLIPS 66 | 45,071 | $5.062M | 0.0% | $112.31 * | $52.40 | +59.1% | COMMON STOCK | 718546104 |
| REGN | REGENERON PHARMACEUTICALS | 14,648 | $5.053M | 0.0% | $344.96 | $431.36 | -20.5% | COMMON STOCK | 75886F107 |
| — | APOLLO COMMERCIAL REAL ESTATE | 5,000,000 | $5.021M | 0.0% | $1.00 | $1.02 | — | CONVERTIBLE SECURITY | 03762UAB1 |
| DRI | DARDEN RESTAURANTS INC | 46,519 | $4.98M | 0.0% | $107.05 * | $54.01 | +60.6% | COMMON STOCK | 237194105 |
| — | THERAVANCE BIOPHARMA INC | 5,000,000 | $4.966M | 0.0% | $0.99 | $0.99 | — | CONVERTIBLE SECURITY | 88339KAA0 |
| — | FIREEYE SERIES A | 5,183,000 | $4.952M | 0.0% | $0.96 | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| — | FLIR SYSTEMS INC | 95,100 | $4.942M | 0.0% | $51.97 | $37.26 | — | COMMON STOCK | 302445101 |
| — | REDWOOD TRUST INC | 5,000,000 | $4.938M | 0.0% | $0.99 | $0.99 | — | CONVERTIBLE SECURITY | 758075AD7 |
| LUV | SOUTHWEST AIRLINES CO | 96,854 | $4.928M | 0.0% | $50.88 * | $37.95 | +21.9% | COMMON STOCK | 844741108 |
| KHC | KRAFT HEINZ CO/THE | 78,338 | $4.921M | 0.0% | $62.82 * | $47.62 | -8.2% | COMMON STOCK | 500754106 |
| — | D R HORTON INC | 119,900 | $4.916M | 0.0% | $41.00 | — | — | Call | 23331A909 |
| — | REDWOOD TRUST INC | 5,000,000 | $4.866M | 0.0% | $0.97 | $1.00 | — | CONVERTIBLE SECURITY | 758075AC9 |
| KMI | KINDER MORGAN INC | 273,755 | $4.837M | 0.0% | $17.67 * | $15.58 | -26.4% | COMMON STOCK | 49456B101 |
| DGX | QUEST DIAGNOSTICS INC | 43,861 | $4.822M | 0.0% | $109.94 * | $66.31 | +42.4% | COMMON STOCK | 74834L100 |
| ADSK | AUTODESK INC | 36,723 | $4.814M | 0.0% | $131.09 | $86.65 | +51.3% | COMMON STOCK | 052769106 |
| — | YANDEX NV | 134,000 | $4.811M | 0.0% | $35.90 | — | — | Call | N97284908 |
| — | LIBERTY MEDIA(FON) | 6,890,000 | $4.783M | 0.0% | $0.69 | $0.71 | — | CONVERTIBLE SECURITY | 530715AL5 |
| — | ATLASSIAN CORP PLC-CLASS A | 76,400 | $4.777M | 0.0% | $62.53 | $62.53 | — | COMMON STOCK | G06242104 |
| TPR | TAPESTRY INC | 101,386 | $4.736M | 0.0% | $46.71 * | $33.27 | +14.5% | COMMON STOCK | 876030107 |
| FITB | FIFTH THIRD BANCORP | 164,445 | $4.72M | 0.0% | $28.70 * | $17.48 | +23.0% | COMMON STOCK | 316773100 |
| PWR | QUANTA SERVICES INC | 140,730 | $4.7M | 0.0% | $33.40 | $34.34 | -4.6% | COMMON STOCK | 74762E102 |
| O | REALTY INCOME CORP | 87,155 | $4.688M | 0.0% | $53.79 * | $35.72 | +2.0% | COMMON STOCK | 756109104 |
| — | RADIUS HEALTH | 5,000,000 | $4.665M | 0.0% | $0.93 | $1.01 | — | CONVERTIBLE SECURITY | 750469AA6 |
| — | PRAXAIR INC | 29,477 | $4.662M | 0.0% | $158.16 | $122.76 | — | COMMON STOCK | 74005P104 |
| KMB | KIMBERLY-CLARK CORP | 43,787 | $4.613M | 0.0% | $105.35 * | $71.50 | +13.4% | COMMON STOCK | 494368103 |
| CHD | CHURCH & DWIGHT CO INC | 86,577 | $4.602M | 0.0% | $53.15 * | $45.51 | +6.6% | COMMON STOCK | 171340102 |
| — | MICRON TECHNOLOGY | 950,000 | $4.55M | 0.0% | $4.79 | $3.14 | — | CONVERTIBLE SECURITY | 595112AV5 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 84,028 | $4.549M | 0.0% | $54.14 * | $27.26 | +54.4% | COMMON STOCK | 744573106 |
| BALL | BALL CORP | 127,796 | $4.543M | 0.0% | $35.55 * | $35.89 | -8.8% | COMMON STOCK | 058498106 |
| PLD | PROLOGIS INC | 68,570 | $4.504M | 0.0% | $65.68 * | $30.81 | +73.3% | COMMON STOCK | 74340W103 |
| — | FINISAR CORP | 250,000 | $4.5M | 0.0% | $18.00 | — | — | Call | 31787A907 |
| DLR | DIGITAL REALTY TRUST INC | 39,938 | $4.456M | 0.0% | $111.57 * | $70.54 | +22.1% | COMMON STOCK | 253868103 |
| PPG | PPG INDUSTRIES INC | 42,896 | $4.45M | 0.0% | $103.74 * | $80.56 | +11.6% | COMMON STOCK | 693506107 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 427,600 | $4.438M | 0.0% | $10.38 | $11.26 | -7.8% | COMMON STOCK | 465562106 |
| WY | WEYERHAEUSER CO | 121,565 | $4.432M | 0.0% | $36.46 * | $24.46 | +11.0% | COMMON STOCK | 962166104 |
| TFX | TELEFLEX INC | 16,395 | $4.397M | 0.0% | $268.19 * | $256.54 | +0.1% | COMMON STOCK | 879369106 |
| — | INTERCEPT PHARMACEUTICALS | 5,000,000 | $4.396M | 0.0% | $0.88 | $1.12 | — | CONVERTIBLE SECURITY | 45845PAA6 |
| TDG | TRANSDIGM GROUP INC | 12,721 | $4.391M | 0.0% | $345.18 * | $178.06 | +43.9% | COMMON STOCK | 893641100 |
| — | CNOOC LTD-SPON ADR | 25,360 | $4.343M | 0.0% | $171.25 | $171.25 | — | COMMON STOCK | 126132109 |
| MAC | MACERICH CO/THE | 76,097 | $4.325M | 0.0% | $56.84 | $62.25 | — | COMMON STOCK | 554382101 |
| TRV | TRAVELERS COS INC/THE | 35,335 | $4.323M | 0.0% | $122.34 * | $74.91 | +38.8% | COMMON STOCK | 89417E109 |
| — | EXPEDIA GROUP INC | 35,700 | $4.291M | 0.0% | $120.20 | — | — | Call | 30212P903 |
| IDXX | IDEXX LABORATORIES INC | 19,668 | $4.286M | 0.0% | $217.92 | $141.38 | +54.2% | COMMON STOCK | 45168D104 |
| — | TE CONNECTIVITY LTD | 47,229 | $4.253M | 0.0% | $90.05 | $62.81 | — | COMMON STOCK | H84989104 |
| — | APARTMENT INVT & MGMT CO -A | 100,116 | $4.235M | 0.0% | $42.30 | $44.59 | — | COMMON STOCK | 03748R101 |
| VALE | VALE SA-SP ADR | 330,056 | $4.231M | 0.0% | $12.82 | $8.50 | +50.9% | COMMON STOCK | 91912E105 |
| JCI | JOHNSON CONTROLS INTERNATION | 126,027 | $4.216M | 0.0% | $33.45 * | $33.59 | -15.5% | COMMON STOCK | G51502105 |
| ED | CONSOLIDATED EDISON INC | 53,995 | $4.211M | 0.0% | $77.99 * | $43.85 | +35.6% | COMMON STOCK | 209115104 |
| PSA | PUBLIC STORAGE | 18,532 | $4.204M | 0.0% | $226.85 * | $135.54 | +23.1% | COMMON STOCK | 74460D109 |
| EQIX | EQUINIX INC | 9,667 | $4.156M | 0.0% | $429.92 * | $306.95 | +21.5% | COMMON STOCK | 29444U700 |
| AVY | AVERY DENNISON CORP | 40,597 | $4.145M | 0.0% | $102.10 * | $67.14 | +33.1% | COMMON STOCK | 053611109 |
| DVN | DEVON ENERGY CORP | 93,166 | $4.096M | 0.0% | $43.96 * | $34.31 | -8.6% | COMMON STOCK | 25179M103 |
| DXC | DXC TECHNOLOGY CO | 50,399 | $4.063M | 0.0% | $80.62 * | $66.18 | +16.5% | COMMON STOCK | 23355L106 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $4.059M | 0.0% | $1.01 | $1.01 | — | CONVERTIBLE SECURITY | 811904AN1 |
| — | B2GOLD CORPORATION | 4,000,000 | $4.013M | 0.0% | $1.00 | $0.95 | — | CONVERTIBLE SECURITY | 11777QAB6 |
| — | INVACARE CORP | 3,000,000 | $4.012M | 0.0% | $1.34 | $1.34 | — | CONVERTIBLE SECURITY | 461203AH4 |
| PNR | PENTAIR PLC | 94,933 | $3.995M | 0.0% | $42.08 * | $38.14 | -1.3% | COMMON STOCK | G7S00T104 |
| FFIV | F5 NETWORKS INC | 23,153 | $3.993M | 0.0% | $172.46 | $131.80 | +30.8% | COMMON STOCK | 315616102 |
| AFL | AFLAC INC | 92,065 | $3.961M | 0.0% | $43.02 * | $30.27 | +19.2% | COMMON STOCK | 001055102 |
| DG | DOLLAR GENERAL CORP | 40,071 | $3.951M | 0.0% | $98.60 * | $64.08 | +39.4% | COMMON STOCK | 256677105 |
| EIX | EDISON INTERNATIONAL | 62,345 | $3.945M | 0.0% | $63.28 * | $35.62 | +28.7% | COMMON STOCK | 281020107 |
| GRMN | GARMIN LTD | 64,222 | $3.918M | 0.0% | $61.01 * | $41.09 | +24.5% | COMMON STOCK | H2906T109 |
| BLD | TOPBUILD CORP | 49,999 | $3.917M | 0.0% | $78.34 | $30.95 | +153.1% | COMMON STOCK | 89055F103 |
| WMB | WILLIAMS COS INC | 144,395 | $3.915M | 0.0% | $27.11 * | $20.21 | -11.4% | COMMON STOCK | 969457100 |
| — | CERNER CORP | 65,441 | $3.913M | 0.0% | $59.79 | $70.08 | — | COMMON STOCK | 156782104 |
| — | CIGNA CORP | 22,913 | $3.894M | 0.0% | $169.95 | $103.65 | — | COMMON STOCK | 125509109 |
| — | OCEAN RIG UDW INC-A | 130,654 | $3.852M | 0.0% | $29.48 | $23.77 | — | COMMON STOCK | G66964118 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 75,130 | $3.841M | 0.0% | $51.12 * | $28.38 | +52.4% | COMMON STOCK | 416515104 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 34,353 | $3.828M | 0.0% | $111.43 * | $92.89 | +9.7% | COMMON STOCK | 98956P102 |
| LEN | LENNAR CORP-A | 72,755 | $3.82M | 0.0% | $52.50 * | $48.00 | -2.9% | COMMON STOCK | 526057104 |
| MCK | MCKESSON CORP | 28,597 | $3.815M | 0.0% | $133.41 * | $141.45 | -11.0% | COMMON STOCK | 58155Q103 |
| ALLE | ALLEGION PLC | 48,013 | $3.714M | 0.0% | $77.35 * | $57.02 | +23.7% | COMMON STOCK | G0176J109 |
| — | ZTO EXPRESS CAYMAN INC | 184,000 | $3.68M | 0.0% | $20.00 | — | — | Call | 98980A905 |
| — | TWITTER INC | 83,921 | $3.665M | 0.0% | $43.67 | $43.67 | — | COMMON STOCK | 90184L102 |
| AKAM | AKAMAI TECHNOLOGIES INC | 50,036 | $3.664M | 0.0% | $73.23 | $57.98 | +26.3% | COMMON STOCK | 00971T101 |
| TRGP | TARGA RESOURCES CORP | 72,605 | $3.593M | 0.0% | $49.49 * | $32.63 | +15.9% | COMMON STOCK | 87612G101 |
| GIS | GENERAL MILLS INC | 80,545 | $3.565M | 0.0% | $44.26 * | $34.02 | -0.6% | COMMON STOCK | 370334104 |
| — | COWEN INC | 3,500,000 | $3.522M | 0.0% | $1.01 | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| ADM | ARCHER-DANIELS-MIDLAND CO | 75,973 | $3.482M | 0.0% | $45.83 * | $27.09 | +35.6% | COMMON STOCK | 039483102 |
| LKQ | LKQ CORP | 108,543 | $3.463M | 0.0% | $31.90 * | $29.22 | -2.0% | COMMON STOCK | 501889208 |
| FBIN | FORTUNE BRANDS HOME & SECURI | 63,927 | $3.432M | 0.0% | $53.69 * | $38.70 | +5.7% | COMMON STOCK | 34964C106 |
| NSC | NORFOLK SOUTHERN CORP | 22,669 | $3.42M | 0.0% | $150.87 * | $73.10 | +77.2% | COMMON STOCK | 655844108 |
| LYB | LYONDELLBASELL INDU | 30,924 | $3.397M | 0.0% | $109.85 * | $40.97 | +68.0% | COMMON STOCK | N53745100 |
| FLR | FLUOR CORP | 67,050 | $3.271M | 0.0% | $48.78 * | $50.94 | -8.9% | COMMON STOCK | 343412102 |
| — | KELLOGG CO | 45,998 | $3.214M | 0.0% | $69.87 * | $40.89 | +21.9% | COMMON STOCK | 487836108 |
| PCG | P G & E CORP | 74,850 | $3.186M | 0.0% | $42.57 | $42.03 | +0.1% | COMMON STOCK | 69331C108 |
| HPE | HEWLETT PACKARD ENTERPRISE | 215,768 | $3.152M | 0.0% | $14.61 * | $9.24 | +24.8% | COMMON STOCK | 42824C109 |
| DVA | DAVITA INC | 45,372 | $3.151M | 0.0% | $69.45 | $68.80 | +0.9% | COMMON STOCK | 23918K108 |
| UDR | UDR INC | 83,345 | $3.129M | 0.0% | $37.54 * | $25.50 | +11.8% | COMMON STOCK | 902653104 |
| — | JUNIPER NETWORKS INC | 110,886 | $3.04M | 0.0% | $27.42 | $27.51 | — | COMMON STOCK | 48203R104 |
| LIVN | LIVANOVA PLC | 29,500 | $2.945M | 0.0% | $99.83 | $85.17 | +17.2% | COMMON STOCK | G5509L101 |
| EQR | EQUITY RESIDENTIAL | 45,657 | $2.908M | 0.0% | $63.69 * | $45.63 | +5.8% | COMMON STOCK | 29476L107 |
| — | CIMAREX ENERGY CO | 28,416 | $2.891M | 0.0% | $101.74 | $121.82 | — | COMMON STOCK | 171798101 |
| — | SOLARCITY | 3,000,000 | $2.797M | 0.0% | $0.93 | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| IJH | ISHARES CORE S&P MIDCAP ETF | 14,022 | $2.731M | 0.0% | $194.77 * | $34.52 | +12.8% | COMMON STOCK | 464287507 |
| — | GNC CORP | 4,000,000 | $2.703M | 0.0% | $0.68 | $0.61 | — | CONVERTIBLE SECURITY | 36191GAB3 |
| MOS | MOSAIC CO/THE | 94,004 | $2.637M | 0.0% | $28.05 * | $39.87 | -38.0% | COMMON STOCK | 61945C103 |
| GWW | WW GRAINGER INC | 8,539 | $2.633M | 0.0% | $308.35 * | $171.37 | +62.6% | COMMON STOCK | 384802104 |
| — | PRETIUM RESOURCES INC | 3,000,000 | $2.62M | 0.0% | $0.87 | $0.85 | — | CONVERTIBLE SECURITY | 74139CAB8 |
| ROST | ROSS STORES INC | 30,448 | $2.58M | 0.0% | $84.73 * | $52.08 | +51.1% | COMMON STOCK | 778296103 |
| AVB | AVALONBAY COMMUNITIES INC | 14,982 | $2.575M | 0.0% | $171.87 * | $114.80 | +15.9% | COMMON STOCK | 053484101 |
| — | NOBLE ENERGY INC | 72,523 | $2.559M | 0.0% | $35.29 | $52.24 | — | COMMON STOCK | 655044105 |
| IEFA | ISHARES CORE MSCI EAFE ETF | 39,088 | $2.477M | 0.0% | $63.37 | $59.22 | +7.0% | COMMON STOCK | 46432F842 |
| — | CENTURYLINK INC | 126,313 | $2.354M | 0.0% | $18.64 | $31.34 | — | COMMON STOCK | 156700106 |
| IVW | ISHARES S&P 500 GROWTH ETF | 14,047 | $2.284M | 0.0% | $162.60 * | $39.67 | +2.5% | COMMON STOCK | 464287309 |
| FCX | FREEPORT-MCMORAN INC | 129,615 | $2.237M | 0.0% | $17.26 * | $20.98 | -25.2% | COMMON STOCK | 35671D857 |
| — | SYMANTEC CORP | 105,982 | $2.189M | 0.0% | $20.65 | $23.02 | — | COMMON STOCK | 871503108 |
| BVN | CIA DE MINAS BUENAVENTUR | 152,700 | $2.081M | 0.0% | $13.63 | $15.59 | -12.5% | COMMON STOCK | 204448104 |
| CAH | CARDINAL HEALTH INC | 41,529 | $2.028M | 0.0% | $48.83 * | $55.35 | -29.1% | COMMON STOCK | 14149Y108 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $2.003M | 0.0% | $1.00 | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| — | GENERAL MOTORS CO | 88,470 | $1.995M | 0.0% | $22.55 | $16.70 | — | WARRANTS | 37045V126 |
| VNO | VORNADO REALTY TRUST | 26,766 | $1.979M | 0.0% | $73.94 | $81.51 | — | COMMON STOCK | 929042109 |
| — | ANTHEM INC | 585,000 | $1.914M | 0.0% | $3.27 | $2.08 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | COLONY FINANCIAL INC | 2,000,000 | $1.903M | 0.0% | $0.95 | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| — | PETROBRAS BRASILEIRO SA | 185,000 | $1.856M | 0.0% | $10.03 | — | — | Call | 71654V901 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.779M | 0.0% | $17.97 | $15.16 | +18.5% | COMMON STOCK | 56501R106 |
| — | GULFMARK OFFSHORE INC | 44,916 | $1.505M | 0.0% | $33.51 | $28.49 | — | COMMON STOCK | 402629505 |
| — | BLACKSTONE MORTGAGE TRUST INC | 1,500,000 | $1.474M | 0.0% | $0.98 | $1.02 | — | CONVERTIBLE SECURITY | 09257WAB6 |
| — | LABORATORY CORP LYONS | 587,000 | $1.419M | 0.0% | $2.42 | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| IEMG | ISHARES CORE MSCI EMERGING | 25,293 | $1.328M | 0.0% | $52.50 | $57.57 | -8.8% | COMMON STOCK | 46434G103 |
| — | DIAMOND OFFSHORE DRILLING | 60,000 | $1.252M | 0.0% | $20.87 | $68.78 | — | COMMON STOCK | 25271C102 |
| — | SPIRIT REALTY CAPITAL INC | 1,191,000 | $1.198M | 0.0% | $1.01 | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| TDOC | TELADOC INC | 19,310 | $1.121M | 0.0% | $58.05 | $48.84 | +18.9% | COMMON STOCK | 87918A105 |
| — | RPM INTL INC | 900,000 | $1.097M | 0.0% | $1.22 | $1.15 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | VIPSHOP HOLDINGS LTD | 100,000 | $1.085M | 0.0% | $10.85 | — | — | Put | 92763W953 |
| — | DANAHER CORP(COPA LYONS) | 284,000 | $1.074M | 0.0% | $3.78 | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | FRONTIER COMMUNICATIONS CORP | 199,995 | $1.072M | 0.0% | $5.36 | $5.36 | — | COMMON STOCK | 35906A306 |
| — | GASLOG LTD | 54,440 | $1.04M | 0.0% | $19.10 | $19.10 | — | COMMON STOCK | G37585109 |
| GME | GAMESTOP CORP-CLASS A | 70,595 | $1.029M | 0.0% | $14.58 * | $4.08 | -18.0% | COMMON STOCK | 36467W109 |
| — | BIOMARIN PHARMACEUTICAL INC | 943,000 | $1.004M | 0.0% | $1.06 | $1.23 | — | CONVERTIBLE SECURITY | 09061GAE1 |
| — | MACQUARIE INFRASTRUCTURE CO | 899,000 | $895K | 0.0% | $1.00 | $1.16 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| — | MACQUARIE INFRASTRUCTURE | 966,000 | $859K | 0.0% | $0.89 | $1.01 | — | CONVERTIBLE SECURITY | 55608BAB1 |
| SCHX | SCHWAB US LARGE-CAP ETF | 12,883 | $837K | 0.0% | $64.97 * | $9.63 | +12.5% | COMMON STOCK | 808524201 |
| — | NEW YORK CMTY TRUST V | 16,420 | $823K | 0.0% | $50.12 | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| — | NABORS INDUSTRIES LTD | 125,000 | $801K | 0.0% | $6.41 | — | — | Call | G6359F903 |
| YELP | YELP INC | 20,000 | $784K | 0.0% | $39.20 | $27.74 | +41.3% | COMMON STOCK | 985817105 |
| — | JNJ (ALZA CP) ZERO 7/20 | 447,000 | $756K | 0.0% | $1.69 | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| IWO | ISHARES RUSSELL 2000 GROWTH | 2,970 | $607K | 0.0% | $204.38 | $200.03 | +2.1% | COMMON STOCK | 464287648 |
| — | FIDELITY NL FIN-CONVRT TO CASH | 186,000 | $547K | 0.0% | $2.94 | $1.36 | — | CONVERTIBLE SECURITY | 31620RAE5 |
| XLU | UTILITIES SELECT SECTOR SPDR | 9,500 | $494K | 0.0% | $52.00 * | $25.15 | +3.3% | COMMON STOCK | 81369Y886 |
| NWL | NEWELL BRANDS INC | 17,525 | $452K | 0.0% | $25.79 * | $31.35 | -42.1% | COMMON STOCK | 651229106 |
| SCHM | SCHWAB US MID CAP ETF | 7,969 | $437K | 0.0% | $54.84 * | $16.04 | +14.1% | COMMON STOCK | 808524508 |
| TSLA | TESLA INC | 1,166 | $400K | 0.0% | $343.05 * | $22.40 | +2.1% | COMMON STOCK | 88160R101 |
| — | LIVE NATION ENTERTAINMENT INC | 267,000 | $382K | 0.0% | $1.43 | $1.23 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| INFY | INFOSYS LTD-SP ADR | 19,600 | $381K | 0.0% | $19.44 | $17.88 | +8.6% | COMMON STOCK | 456788108 |
| IUSG | ISHARES CORE S&P U.S. GROWTH | 6,022 | $344K | 0.0% | $57.12 | $56.52 | +1.2% | COMMON STOCK | 464287671 |
| CBRE | CBRE GROUP INC - A | 6,475 | $309K | 0.0% | $47.72 | $34.44 | +38.6% | COMMON STOCK | 12504L109 |
| PGR | PROGRESSIVE CORP | 5,050 | $299K | 0.0% | $59.21 * | $19.50 | +139.3% | COMMON STOCK | 743315103 |
| SCHA | SCHWAB US SMALL-CAP ETF | 3,990 | $294K | 0.0% | $73.68 * | $15.95 | +15.3% | COMMON STOCK | 808524607 |
| — | PROSPECT CAPITAL CORP | 275,000 | $280K | 0.0% | $1.02 | $1.01 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| JLL | JONES LANG LASALLE INC | 1,620 | $269K | 0.0% | $166.05 | $158.88 | +3.6% | COMMON STOCK | 48020Q107 |
| — | INGERSOLL-RAND PLC | 2,935 | $263K | 0.0% | $89.61 | $89.61 | — | COMMON STOCK | G47791101 |
| CNC | CENTENE CORP | 2,050 | $253K | 0.0% | $123.41 * | $43.05 | +43.1% | COMMON STOCK | 15135B101 |
| IWC | ISHARES MICRO-CAP ETF | 2,400 | $253K | 0.0% | $105.42 | $102.17 | +3.4% | COMMON STOCK | 464288869 |
| EMN | EASTMAN CHEMICAL CO | 2,430 | $243K | 0.0% | $100.00 * | $80.85 | -4.9% | COMMON STOCK | 277432100 |
| LNG | CHENIERE ENERGY INC | 3,690 | $241K | 0.0% | $65.31 | $61.56 | +5.9% | COMMON STOCK | 16411R208 |
| — | WHITING PETROLEUM CORP | 4,550 | $240K | 0.0% | $52.75 | $52.75 | — | COMMON STOCK | 966387409 |
| — | SYNOVUS FINANCIAL CORP | 4,030 | $213K | 0.0% | $52.85 | $47.97 | — | COMMON STOCK | 87161C501 |
| LPLA | LPL FINANCIAL HOLDINGS INC | 3,150 | $206K | 0.0% | $65.40 | $65.72 | -0.3% | COMMON STOCK | 50212V100 |
| VNM | VANECK VECTORS VIETNAM ETF | 10,400 | $166K | 0.0% | $15.96 | $17.77 | -10.1% | COMMON STOCK | 92189F817 |
| — | NOBLE CORP PLC | 24,000 | $152K | 0.0% | $6.33 | $36.90 | — | COMMON STOCK | G65431101 |
| — | NUANCE COMMUNICATIONS INC | 95,000 | $92,000 | 0.0% | $0.97 | $1.03 | — | CONVERTIBLE SECURITY | 67020YAG5 |
| IBN | ICICI BANK LTD-SPON ADR | 10,900 | $88,000 | 0.0% | $8.07 | $9.37 | -14.3% | COMMON STOCK | 45104G104 |
| — | ATLAS AIR WORLDWIDE HLDGS INC | 33,000 | $44,000 | 0.0% | $1.33 | $1.24 | — | CONVERTIBLE SECURITY | 049164BJ4 |