Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q3 2018 (← Previous) (Next →)
Filing Date: Oct 22, 2018
Total Value: $18.18B (78.5% shares, 21.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF | 3,050,000 | $887M | 4.9% | — | — | Put | 78462F953 |
| — | SPDR S&P 500 ETF | 2,200,000 | $640M | 3.5% | — | — | Call | 78462F903 |
| AAPL | APPLE INC | 2,195,125 | $496M | 2.7% | $19.21 | +156.5% | COMMON STOCK | 037833100 |
| MSFT | MICROSOFT CORP | 3,265,785 | $374M | 2.1% | $37.12 | +171.6% | COMMON STOCK | 594918104 |
| AMZN | AMAZON.COM INC | 168,487 | $337M | 1.9% | $21.88 | +329.8% | COMMON STOCK | 023135106 |
| GOOGL | ALPHABET INC | 260,048 | $314M | 1.7% | $37.61 | +59.8% | COMMON STOCK | 02079K305 |
| META | FACEBOOK INC-A | 1,795,492 | $295M | 1.6% | $93.95 | +91.4% | COMMON STOCK | 30303M102 |
| JNJ | JOHNSON & JOHNSON | 1,715,207 | $237M | 1.3% | $77.91 | +38.7% | COMMON STOCK | 478160104 |
| JPM | JPMORGAN CHASE & CO | 2,059,610 | $232M | 1.3% | $45.57 | +103.3% | COMMON STOCK | 46625H100 |
| — | WAL-MART STORES | 2,300,000 | $216M | 1.2% | — | — | Call | 931142903 |
| BAC | BANK OF AMERICA CORP | 6,733,819 | $198M | 1.1% | $17.64 | +44.4% | COMMON STOCK | 060505104 |
| — | ISHARES MSCI EAFE ETF | 2,646,900 | $180M | 1.0% | — | — | Call | 464287905 |
| V | VISA INC-CLASS A SHARES | 947,668 | $142M | 0.8% | $72.36 | +86.7% | COMMON STOCK | 92826C839 |
| UNH | UNITEDHEALTH GROUP INC | 531,008 | $141M | 0.8% | $148.31 | +55.5% | COMMON STOCK | 91324P102 |
| DAL | DELTA AIR LINES INC | 2,326,137 | $135M | 0.7% | $42.81 | +20.0% | COMMON STOCK | 247361702 |
| GS | GOLDMAN SACHS GROUP INC | 594,787 | $133M | 0.7% | $195.39 | +0.5% | COMMON STOCK | 38141G104 |
| — | BOOKING HOLDINGS INC | 78,948,000 | $120M | 0.7% | $1.44 | — | CONVERTIBLE SECURITY | 741503AS5 |
| — | INTEL CORP | 51,631,000 | $119M | 0.7% | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| XOM | EXXON MOBIL CORP | 1,387,392 | $118M | 0.6% | $55.72 | +4.4% | COMMON STOCK | 30231G102 |
| — | ADVANCED MICRO DEVICES | 29,504,000 | $115M | 0.6% | $1.23 | — | CONVERTIBLE SECURITY | 007903BD8 |
| HD | HOME DEPOT INC | 553,450 | $115M | 0.6% | $79.59 | +111.0% | COMMON STOCK | 437076102 |
| MCD | MCDONALD'S CORP | 680,131 | $114M | 0.6% | $114.16 | +18.1% | COMMON STOCK | 580135101 |
| — | MICRON TECHNOLOGY INC | 25,000,000 | $114M | 0.6% | $3.67 | — | CONVERTIBLE SECURITY | 595112AX1 |
| — | NEXTERA ENERGY INC | 1,996,583 | $114M | 0.6% | $54.40 | — | CONVERTIBLE PREFERRED SECURITY | 65339F820 |
| AIG | AMERICAN INTERNATIONAL GROUP | 2,098,386 | $112M | 0.6% | $45.22 | -2.3% | COMMON STOCK | 026874784 |
| SPY | SPDR S&P 500 ETF TRUST | 382,748 | $111M | 0.6% | $263.11 | — | COMMON STOCK | 78462F103 |
| — | MICROCHIP TECHNOLOGY INC | 103,131,000 | $110M | 0.6% | $1.20 | — | CONVERTIBLE SECURITY | 595017AF1 |
| — | SQUARE INC | 25,000,000 | $108M | 0.6% | $2.21 | — | CONVERTIBLE SECURITY | 852234AB9 |
| DIS | WALT DISNEY CO/THE | 924,475 | $108M | 0.6% | $83.44 | +27.7% | COMMON STOCK | 254687106 |
| CVX | CHEVRON CORP | 875,569 | $107M | 0.6% | $72.77 | +20.8% | COMMON STOCK | 166764100 |
| — | ISHARES CHINA LARGE CAP ETF | 2,449,000 | $105M | 0.6% | — | — | Call | 464287904 |
| UNP | UNION PACIFIC CORP | 644,910 | $105M | 0.6% | $87.89 | +45.4% | COMMON STOCK | 907818108 |
| BAX | BAXTER INTERNATIONAL INC | 1,355,732 | $105M | 0.6% | $39.15 | +65.8% | COMMON STOCK | 071813109 |
| — | ISHARES CHINA LARGE CAP ETF | 2,430,200 | $104M | 0.6% | — | — | Put | 464287954 |
| — | ALEXION PHARMACEUTICALS INC | 716,279 | $99.57M | 0.5% | $123.10 | — | COMMON STOCK | 015351109 |
| MA | MASTERCARD INC | 438,090 | $97.52M | 0.5% | $88.38 | +126.7% | COMMON STOCK | 57636Q104 |
| — | DOWDUPONT INC | 1,490,179 | $95.83M | 0.5% | $69.17 | — | COMMON STOCK | 26078J100 |
| — | TESLA INC | 99,466,000 | $95.15M | 0.5% | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| — | ILLUMINA INC | 63,402,000 | $91.54M | 0.5% | $1.13 | — | CONVERTIBLE SECURITY | 452327AF6 |
| PFE | PFIZER INC | 2,065,437 | $91.02M | 0.5% | $17.69 | +56.4% | COMMON STOCK | 717081103 |
| — | LABORATORY CRP OF AMER HLDGS | 518,954 | $90.13M | 0.5% | $161.32 | — | COMMON STOCK | 50540R409 |
| — | CROWN CASTLE INTL CORP | 81,675 | $88.7M | 0.5% | $1076.82 | — | CONVERTIBLE PREFERRED SECURITY | 22822V309 |
| C | CITIGROUP INC | 1,211,263 | $86.9M | 0.5% | $39.36 | +39.1% | COMMON STOCK | 172967424 |
| — | E TRADE FINANCIAL CORP | 1,646,981 | $86.28M | 0.5% | $43.75 | — | COMMON STOCK | 269246401 |
| CBOE | CBOE GLOBAL MARKETS INC | 890,456 | $85.45M | 0.5% | $94.35 | -3.0% | COMMON STOCK | 12503M108 |
| KO | COCA-COLA CO/THE | 1,735,686 | $80.17M | 0.4% | $28.78 | +26.2% | COMMON STOCK | 191216100 |
| — | STANLEY BLACK & DECKER INC | 545,500 | $79.88M | 0.4% | — | — | Call | 854502901 |
| BA | BOEING CO/THE | 212,394 | $78.99M | 0.4% | $183.25 | +85.0% | COMMON STOCK | 097023105 |
| — | SERVICENOW INC | 30,016,000 | $78.61M | 0.4% | $1.15 | — | CONVERTIBLE SECURITY | 81762PAB8 |
| CSCO | CISCO SYSTEMS INC | 1,554,366 | $75.62M | 0.4% | $26.17 | +37.7% | COMMON STOCK | 17275R102 |
| CMCSA | COMCAST CORP | 2,040,553 | $72.26M | 0.4% | $25.07 | +17.0% | COMMON STOCK | 20030N101 |
| PG | PROCTER & GAMBLE CO/THE | 856,723 | $71.31M | 0.4% | $61.95 | +9.4% | COMMON STOCK | 742718109 |
| — | CITRIX SYSTEMS INC | 45,941,000 | $70.54M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 177376AD2 |
| SLB | SCHLUMBERGER LTD | 1,151,807 | $70.17M | 0.4% | $53.69 | -3.1% | COMMON STOCK | 806857108 |
| — | WELLS FARGO & COMPANY | 54,222 | $69.99M | 0.4% | $1222.32 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| VZ | VERIZON COMMUNICATIONS INC | 1,280,305 | $68.36M | 0.4% | $29.19 | +22.1% | COMMON STOCK | 92343V104 |
| — | BECTON DICKINSON AND CO | 1,045,023 | $68.3M | 0.4% | $54.78 | — | CONVERTIBLE PREFERRED SECURITY | 075887208 |
| — | FORTIVE CORPORATION | 62,956 | $67.92M | 0.4% | $1078.82 | — | CONVERTIBLE PREFERRED SECURITY | 34959J207 |
| ELV | ANTHEM INC | 245,587 | $67.3M | 0.4% | $193.43 | +21.8% | COMMON STOCK | 036752103 |
| MS | MORGAN STANLEY | 1,411,198 | $65.72M | 0.4% | $33.54 | +16.1% | COMMON STOCK | 617446448 |
| — | NXP SEMICONDUCTOR NV | 63,007,000 | $65.64M | 0.4% | $1.09 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| GOOG | ALPHABET INC | 54,694 | $65.28M | 0.4% | $39.34 | +51.1% | COMMON STOCK | 02079K107 |
| — | TECHNOLOGY SELECT SECTOR SPDR | 865,000 | $65.16M | 0.4% | — | — | Put | 81369Y953 |
| MRSH | MARSH & MCLENNAN COS | 783,605 | $64.82M | 0.4% | $71.62 | +5.1% | COMMON STOCK | 571748102 |
| T | AT&T INC | 1,926,145 | $64.68M | 0.4% | $12.96 | +11.7% | COMMON STOCK | 00206R102 |
| ABBV | ABBVIE INC | 682,588 | $64.56M | 0.4% | $64.57 | +7.1% | COMMON STOCK | 00287Y109 |
| — | LIBERTY MEDIA CORP | 52,731,000 | $64.44M | 0.4% | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 857,832 | $64.24M | 0.4% | $51.03 | +33.9% | COMMON STOCK | 45866F104 |
| NFLX | NETFLIX INC | 169,920 | $63.57M | 0.3% | $18.27 | +98.7% | COMMON STOCK | 64110L106 |
| — | ALTABA INC | 49,144,000 | $62.71M | 0.3% | $1.13 | — | CONVERTIBLE SECURITY | 984332AF3 |
| — | ALLERGAN PLC | 327,860 | $62.45M | 0.3% | $183.96 | — | COMMON STOCK | G0177J108 |
| WMT | WALMART INC | 662,861 | $62.25M | 0.3% | $21.07 | +29.8% | COMMON STOCK | 931142103 |
| — | LIGAND PHARMACEUTICALS I | 17,500,000 | $61.7M | 0.3% | $1.61 | — | CONVERTIBLE SECURITY | 53220KAD0 |
| NVDA | NVIDIA CORP | 219,527 | $61.69M | 0.3% | $3.94 | +63.3% | COMMON STOCK | 67066G104 |
| AMAT | APPLIED MATERIALS INC | 1,595,972 | $61.68M | 0.3% | $30.81 | +32.1% | COMMON STOCK | 038222105 |
| HON | HONEYWELL INTERNATIONAL INC | 367,893 | $61.22M | 0.3% | $69.35 | +75.3% | COMMON STOCK | 438516106 |
| — | ISHARES MSCI EAFE ETF | 900,000 | $61.19M | 0.3% | — | — | Put | 464287955 |
| KMX | CARMAX INC | 819,393 | $61.18M | 0.3% | $70.01 | +9.0% | COMMON STOCK | 143130102 |
| MRK | MERCK & CO. INC. | 857,439 | $60.83M | 0.3% | $33.75 | +50.1% | COMMON STOCK | 58933Y105 |
| XLF | FINANCIAL SELECT SECTOR SPDR | 2,200,000 | $60.68M | 0.3% | $27.58 | — | COMMON STOCK | 81369Y605 |
| — | FACEBOOK INC | 368,600 | $60.62M | 0.3% | — | — | Call | 30303M902 |
| MHK | MOHAWK INDUSTRIES INC | 341,760 | $59.93M | 0.3% | $212.48 | -7.7% | COMMON STOCK | 608190104 |
| CRM | SALESFORCE.COM INC | 375,625 | $59.74M | 0.3% | $95.40 | +53.7% | COMMON STOCK | 79466L302 |
| BRK/B | BERKSHIRE HATHAWAY INC | 277,743 | $59.47M | 0.3% | $126.00 | +62.8% | COMMON STOCK | 084670702 |
| — | HESS CORP | 736,949 | $58.57M | 0.3% | $60.28 | — | CONVERTIBLE PREFERRED SECURITY | 42809H404 |
| — | LUMENTUM HOLDINGS INC | 48,438,000 | $58.16M | 0.3% | $1.26 | — | CONVERTIBLE SECURITY | 55024UAB5 |
| — | ISHARES 20 PLUS YEAR TREASURY BOND | 491,500 | $57.64M | 0.3% | — | — | Call | 464287902 |
| APD | AIR PRODUCTS & CHEMICALS INC | 340,342 | $56.85M | 0.3% | $130.69 | +4.0% | COMMON STOCK | 009158106 |
| — | BIOMARIN PHARMACEUTICAL | 46,415,000 | $55.75M | 0.3% | $1.13 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| — | BANK OF AMERICA CORP | 42,937 | $55.57M | 0.3% | $1172.32 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| HUM | HUMANA INC | 161,220 | $54.58M | 0.3% | $253.12 | +20.4% | COMMON STOCK | 444859102 |
| — | ON SEMICONDUCTOR CORP | 47,781,000 | $53.75M | 0.3% | $1.25 | — | CONVERTIBLE SECURITY | 682189AP0 |
| PEP | PEPSICO INC | 477,795 | $53.42M | 0.3% | $65.58 | +37.7% | COMMON STOCK | 713448108 |
| — | GUIDEWIRE SOFTWARE INC | 49,482,000 | $52.97M | 0.3% | $0.98 | — | CONVERTIBLE SECURITY | 40171VAA8 |
| — | CTRIP.COM INTL LTD | 48,833,000 | $50.82M | 0.3% | $1.12 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| MGM | MGM RESORTS INTERNATIONAL | 1,815,800 | $50.68M | 0.3% | $28.94 | -3.2% | COMMON STOCK | 552953101 |
| PM | PHILIP MORRIS INTERNATIONAL | 621,450 | $50.67M | 0.3% | $57.15 | -2.9% | COMMON STOCK | 718172109 |
| A | AGILENT TECHNOLOGIES INC | 715,029 | $50.44M | 0.3% | $61.18 | +2.5% | COMMON STOCK | 00846U101 |
| CSX | CSX CORP | 672,381 | $49.79M | 0.3% | $11.26 | +91.6% | COMMON STOCK | 126408103 |
| SCHW | SCHWAB (CHARLES) CORP | 984,940 | $48.41M | 0.3% | $43.62 | +5.6% | COMMON STOCK | 808513105 |
| — | DTE ENERGY CO | 922,333 | $48.19M | 0.3% | $52.65 | — | CONVERTIBLE PREFERRED SECURITY | 233331883 |
| MDT | MEDTRONIC PLC | 489,729 | $48.17M | 0.3% | $65.06 | +17.2% | COMMON STOCK | G5960L103 |
| WFC | WELLS FARGO & CO | 912,433 | $47.96M | 0.3% | $35.53 | +30.9% | COMMON STOCK | 949746101 |
| — | REALPAGE INC | 29,295,000 | $47.74M | 0.3% | $1.42 | — | CONVERTIBLE SECURITY | 75606NAB5 |
| — | ON SEMICONDUCTOR CORP | 40,968,000 | $47.57M | 0.3% | $0.97 | — | CONVERTIBLE SECURITY | 682189AK1 |
| EMR | EMERSON ELECTRIC CO | 615,178 | $47.11M | 0.3% | $52.42 | +18.2% | COMMON STOCK | 291011104 |
| — | NUVASIVE INC | 36,714,000 | $46.56M | 0.3% | $1.37 | — | CONVERTIBLE SECURITY | 670704AG0 |
| — | SILICON LABORATORIES INC | 39,981,000 | $46.24M | 0.3% | $1.16 | — | CONVERTIBLE SECURITY | 826919AB8 |
| XHB | SPDR S&P HOMEBUILDERS ETF | 1,200,000 | $46.13M | 0.3% | $38.44 | — | COMMON STOCK | 78464A888 |
| FSLR | FIRST SOLAR INC | 916,013 | $44.35M | 0.2% | $66.22 | -21.6% | COMMON STOCK | 336433107 |
| NOC | NORTHROP GRUMMAN CORP | 139,715 | $44.34M | 0.2% | $189.52 | +42.4% | COMMON STOCK | 666807102 |
| CAT | CATERPILLAR INC | 290,623 | $44.32M | 0.2% | $82.31 | +46.4% | COMMON STOCK | 149123101 |
| — | PALO ALTO NETWORKS | 21,077,000 | $42.93M | 0.2% | $1.68 | — | CONVERTIBLE SECURITY | 697435AB1 |
| — | RAYTHEON COMPANY | 205,598 | $42.49M | 0.2% | $170.38 | — | COMMON STOCK | 755111507 |
| — | ROYAL GOLD INC | 42,004,000 | $42.39M | 0.2% | $1.11 | — | CONVERTIBLE SECURITY | 780287AA6 |
| — | TESLA INC | 41,320,000 | $42.19M | 0.2% | $1.04 | — | CONVERTIBLE SECURITY | 88160RAD3 |
| COST | COSTCO WHOLESALE CORP | 177,405 | $41.67M | 0.2% | $98.22 | +106.8% | COMMON STOCK | 22160K105 |
| — | NEUROCRINE BIOSCIENCES | 24,100,000 | $41.41M | 0.2% | $1.52 | — | CONVERTIBLE SECURITY | 64125CAD1 |
| — | BOOKING HOLDINGS INC | 20,800 | $41.27M | 0.2% | — | — | Put | 09857L958 |
| BKNG | BOOKING HOLDINGS INC | 20,704 | $41.08M | 0.2% | $1933.58 | +0.2% | COMMON STOCK | 09857L108 |
| — | INTL F & F | 709,486 | $40.8M | 0.2% | $57.50 | — | CONVERTIBLE PREFERRED SECURITY | 459506309 |
| GILD | GILEAD SCIENCES INC | 526,941 | $40.69M | 0.2% | $53.60 | +6.0% | COMMON STOCK | 375558103 |
| ACN | ACCENTURE PLC | 237,932 | $40.5M | 0.2% | $89.44 | +66.8% | COMMON STOCK | G1151C101 |
| — | SEMPRA ENERGY | 399,620 | $40.34M | 0.2% | $100.94 | — | CONVERTIBLE PREFERRED SECURITY | 816851505 |
| — | SEMPRA ENERGY | 390,097 | $39.34M | 0.2% | $102.89 | — | CONVERTIBLE PREFERRED SECURITY | 816851406 |
| AMT | AMERICAN TOWER CORP | 265,316 | $38.55M | 0.2% | $109.53 | +10.3% | COMMON STOCK | 03027X100 |
| EOG | EOG RESOURCES INC | 302,183 | $38.55M | 0.2% | $59.50 | +53.6% | COMMON STOCK | 26875P101 |
| NKE | NIKE INC | 454,610 | $38.52M | 0.2% | $48.27 | +51.2% | COMMON STOCK | 654106103 |
| LMT | LOCKHEED MARTIN CORP | 110,595 | $38.26M | 0.2% | $155.15 | +70.3% | COMMON STOCK | 539830109 |
| — | AMAZON.COM INC | 19,100 | $38.26M | 0.2% | — | — | Call | 023135906 |
| — | GREENBRIER COS INC | 32,046,000 | $38.17M | 0.2% | $1.15 | — | CONVERTIBLE SECURITY | 393657AK7 |
| SLM | SLM CORP | 3,412,906 | $38.05M | 0.2% | $11.52 | +0.5% | COMMON STOCK | 78442P106 |
| — | ENVESTNET INC | 34,040,000 | $37.44M | 0.2% | $1.08 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| MDLZ | MONDELEZ INTERNATIONAL INC | 856,081 | $36.78M | 0.2% | $26.23 | +35.7% | COMMON STOCK | 609207105 |
| — | II-VI INCORP | 31,166,000 | $36.5M | 0.2% | $1.17 | — | CONVERTIBLE SECURITY | 902104AB4 |
| — | ARES CAPITAL CORP | 35,944,000 | $36.38M | 0.2% | $1.02 | — | CONVERTIBLE SECURITY | 04010LAT0 |
| — | J2 GLOBAL COMMUNICATIONS | 28,000,000 | $36.36M | 0.2% | $1.31 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| — | INPHI CORP | 36,668,000 | $36.21M | 0.2% | $1.00 | — | CONVERTIBLE SECURITY | 45772FAC1 |
| MPC | MARATHON PETROLEUM CORP | 452,462 | $36.18M | 0.2% | $48.69 | +28.4% | COMMON STOCK | 56585A102 |
| — | CELGENE CORP | 400,834 | $35.87M | 0.2% | $103.69 | — | COMMON STOCK | 151020104 |
| COF | CAPITAL ONE FINANCIAL CORP | 377,565 | $35.84M | 0.2% | $78.28 | +9.4% | COMMON STOCK | 14040H105 |
| — | UNUM GROUP | 900,000 | $35.16M | 0.2% | — | — | Call | 91529Y906 |
| EXC | EXELON CORP | 794,956 | $34.71M | 0.2% | $18.72 | +27.2% | COMMON STOCK | 30161N101 |
| — | DISH NETWORK CORP | 36,398,000 | $34.68M | 0.2% | $1.11 | — | CONVERTIBLE SECURITY | 25470MAB5 |
| LOW | LOWE'S COS INC | 299,945 | $34.44M | 0.2% | $55.63 | +63.6% | COMMON STOCK | 548661107 |
| ORCL | ORACLE CORP | 664,538 | $34.26M | 0.2% | $37.18 | +17.2% | COMMON STOCK | 68389X105 |
| — | GENERAL MOTORS CO | 1,000,000 | $33.67M | 0.2% | — | — | Call | 37045V900 |
| IWN | ISHARES RUSSELL 2000 VALUE E | 253,145 | $33.67M | 0.2% | $124.60 | — | COMMON STOCK | 464287630 |
| — | LIBERTY MEDIA CORP | 28,317,000 | $33.31M | 0.2% | $1.10 | — | CONVERTIBLE SECURITY | 531229AF9 |
| ADBE | ADOBE SYSTEMS INC | 122,673 | $33.12M | 0.2% | $197.74 | +30.4% | COMMON STOCK | 00724F101 |
| — | ECHO GLOBAL LOGISTICS | 31,661,000 | $33.12M | 0.2% | $1.04 | — | CONVERTIBLE SECURITY | 27875TAA9 |
| AL | AIR LEASE CORP | 718,853 | $32.98M | 0.2% | $34.04 | +14.5% | COMMON STOCK | 00912X302 |
| — | AKAMAI TECHNOLOGIES INC | 33,091,000 | $32.86M | 0.2% | $1.01 | — | CONVERTIBLE SECURITY | 00971TAG6 |
| UAL | UNITED CONTINENTAL HOLDINGS | 368,760 | $32.84M | 0.2% | $67.56 | +22.1% | COMMON STOCK | 910047109 |
| EFA | ISHARES MSCI EAFE ETF | 480,425 | $32.66M | 0.2% | $69.12 | — | COMMON STOCK | 464287465 |
| — | TAKE-TWO INTER | 235,000 | $32.43M | 0.2% | — | — | Call | 874054909 |
| COP | CONOCOPHILLIPS | 418,606 | $32.4M | 0.2% | $41.57 | +35.6% | COMMON STOCK | 20825C104 |
| — | 51JOB INC | 17,500,000 | $32.08M | 0.2% | $1.75 | — | CONVERTIBLE SECURITY | 316827AC8 |
| ZION | ZIONS BANCORPORATION | 636,096 | $31.9M | 0.2% | $44.21 | +19.4% | COMMON STOCK | 989701107 |
| — | LENDINGTREE INC | 25,000,000 | $31.76M | 0.2% | $1.22 | — | CONVERTIBLE SECURITY | 52603BAA5 |
| — | STANLEY BLACK & DECKER I | 289,300 | $31.71M | 0.2% | $112.73 | — | CONVERTIBLE PREFERRED SECURITY | 854502887 |
| — | GENERAL ELECTRIC CO | 2,806,104 | $31.68M | 0.2% | $23.72 | — | COMMON STOCK | 369604103 |
| INTC | INTEL CORP | 659,458 | $31.19M | 0.2% | $21.44 | +93.7% | COMMON STOCK | 458140100 |
| — | TAL EDUCATION GROUP | 5,250,000 | $31.02M | 0.2% | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| TMO | THERMO FISHER SCIENTIFIC INC | 125,693 | $30.68M | 0.2% | $126.08 | +78.9% | COMMON STOCK | 883556102 |
| — | MICROCHIP TECHNOLOGY INC | 20,000,000 | $30.27M | 0.2% | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| — | IH MERGER SUB LLC | 27,500,000 | $30.24M | 0.2% | $1.11 | — | CONVERTIBLE SECURITY | 19625XAB8 |
| UBS | UBS GROUP AG | 1,914,000 | $30.11M | 0.2% | $16.78 | -6.3% | COMMON STOCK | H42097107 |
| — | INTEGRATED DEVICE TECH | 20,034,000 | $30.1M | 0.2% | $1.27 | — | CONVERTIBLE SECURITY | 458118AC0 |
| — | PACIRA PHARMACEUTICALS | 27,643,000 | $29.36M | 0.2% | $0.92 | — | CONVERTIBLE SECURITY | 695127AD2 |
| AVGO | BROADCOM INC | 116,615 | $28.77M | 0.2% | $19.73 | -7.4% | COMMON STOCK | 11135F101 |
| — | BANK OF AMERICA CORP | 975,000 | $28.72M | 0.2% | — | — | Call | 060505904 |
| ABT | ABBOTT LABORATORIES | 391,539 | $28.72M | 0.2% | $36.84 | +57.0% | COMMON STOCK | 002824100 |
| — | NABORS INDUSTRIES INC | 36,523,000 | $28.63M | 0.2% | $0.79 | — | CONVERTIBLE SECURITY | 62957HAB1 |
| — | CTRIP.COM INTL LTD | 29,068,000 | $28.56M | 0.2% | $1.07 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| CB | CHUBB LTD | 213,581 | $28.54M | 0.2% | $117.42 | +1.5% | COMMON STOCK | H1467J104 |
| PNC | PNC FINANCIAL SERVICES GROUP | 208,823 | $28.44M | 0.2% | $73.74 | +48.5% | COMMON STOCK | 693475105 |
| FIS | FIDELITY NATIONAL INFO SERV | 257,825 | $28.12M | 0.2% | $69.03 | +36.0% | COMMON STOCK | 31620M106 |
| — | INSULET CORPORATION | 15,000,000 | $27.65M | 0.2% | $1.32 | — | CONVERTIBLE SECURITY | 45784PAF8 |
| LLY | ELI LILLY & CO | 255,424 | $27.41M | 0.2% | $46.57 | +93.8% | COMMON STOCK | 532457108 |
| — | SM ENERGY CO | 24,870,000 | $27.31M | 0.2% | $1.09 | — | CONVERTIBLE SECURITY | 78454LAM2 |
| — | OSI SYSTEMS INC | 28,401,000 | $27.28M | 0.2% | $0.91 | — | CONVERTIBLE SECURITY | 671044AD7 |
| — | RED HAT INC | 200,000 | $27.26M | 0.1% | — | — | Call | 756577902 |
| — | MICRON TECHNOLOGY INC | 17,416,000 | $27.04M | 0.1% | $1.38 | — | CONVERTIBLE SECURITY | 595112AY9 |
| — | VISTRA ENERGY CORP | 275,000 | $26.75M | 0.1% | $94.65 | — | CONVERTIBLE PREFERRED SECURITY | 92840M300 |
| TJX | TJX COMPANIES INC | 236,218 | $26.46M | 0.1% | $34.19 | +36.0% | COMMON STOCK | 872540109 |
| — | LIBERTY MEDIA CORP | 48,117,000 | $26.43M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 531229AE2 |
| — | DYCOM INDUSTRIES INC | 23,672,000 | $26.27M | 0.1% | $1.10 | — | CONVERTIBLE SECURITY | 267475AB7 |
| — | PIONEER NATURAL RESOURCES CO | 146,434 | $25.51M | 0.1% | $158.34 | — | COMMON STOCK | 723787107 |
| AMD | ADVANCED MICRO DEVICES | 817,833 | $25.26M | 0.1% | $22.57 | 0.0% | COMMON STOCK | 007903107 |
| ULTA | ULTA BEAUTY INC | 89,057 | $25.13M | 0.1% | $221.65 | +15.1% | COMMON STOCK | 90384S303 |
| SHW | SHERWIN-WILLIAMS CO/THE | 55,107 | $25.09M | 0.1% | $124.59 | +11.3% | COMMON STOCK | 824348106 |
| — | MOLINA HEALTHCARE INC | 6,855,000 | $25.05M | 0.1% | $1.50 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| — | IONIS PHARMACEUTICALS IN | 23,600,000 | $24.99M | 0.1% | $1.11 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| — | SYNAPTICS INC | 26,035,000 | $24.98M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 87157DAD1 |
| — | IRONWOOD PHARMACEUTICALS | 19,115,000 | $24.96M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| — | ELLIE MAE INC | 262,295 | $24.86M | 0.1% | $90.27 | — | COMMON STOCK | 28849P100 |
| — | HUBSPOT INC | 15,000,000 | $24.73M | 0.1% | $1.43 | — | CONVERTIBLE SECURITY | 443573AB6 |
| BP | BP PLC | 533,900 | $24.61M | 0.1% | $42.18 | — | COMMON STOCK | 055622104 |
| — | PDC ENERGY INC | 25,127,000 | $24.47M | 0.1% | $1.06 | — | CONVERTIBLE SECURITY | 69327RAD3 |
| EW | EDWARDS LIFESCIENCES CORP | 139,362 | $24.26M | 0.1% | $42.97 | +13.8% | COMMON STOCK | 28176E108 |
| — | RED HAT INC | 12,996,000 | $24.06M | 0.1% | $1.40 | — | CONVERTIBLE SECURITY | 756577AD4 |
| — | APTIV PLC | 278,577 | $23.37M | 0.1% | $84.56 | — | COMMON STOCK | G6095L109 |
| MOH | MOLINA HEALTHCARE INC | 156,960 | $23.34M | 0.1% | $80.43 | +58.7% | COMMON STOCK | 60855R100 |
| BIIB | BIOGEN INC | 66,056 | $23.34M | 0.1% | $327.08 | +5.3% | COMMON STOCK | 09062X103 |
| — | DISH NETWORK CORP | 25,750,000 | $22.79M | 0.1% | $0.88 | — | CONVERTIBLE SECURITY | 25470MAD1 |
| — | TOTAL SYSTEM SERVICES INC | 228,176 | $22.53M | 0.1% | $53.46 | — | COMMON STOCK | 891906109 |
| PRU | PRUDENTIAL FINANCIAL INC | 221,309 | $22.42M | 0.1% | $62.57 | +9.7% | COMMON STOCK | 744320102 |
| — | ISHARES MSCI INDIA ETF | 681,500 | $22.13M | 0.1% | — | — | Put | 46429B958 |
| — | AKAMAI TECHNOLOGIES INC | 300,000 | $21.95M | 0.1% | — | — | Call | 00971T901 |
| — | VIAVI SOLUTIONS INC | 20,186,000 | $21.78M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 925550AB1 |
| — | PAYPAL HOLDINGS INC | 247,300 | $21.72M | 0.1% | — | — | Call | 70450Y903 |
| — | ALLEGHENY TECHNOLOGIES | 10,000,000 | $21.67M | 0.1% | $1.28 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| BMY | BRISTOL-MYERS SQUIBB CO | 348,659 | $21.64M | 0.1% | $42.56 | +5.7% | COMMON STOCK | 110122108 |
| STZ | CONSTELLATION BRANDS INC | 99,288 | $21.41M | 0.1% | $138.60 | +36.1% | COMMON STOCK | 21036P108 |
| AXP | AMERICAN EXPRESS CO | 199,857 | $21.28M | 0.1% | $59.77 | +57.5% | COMMON STOCK | 025816109 |
| AMGN | AMGEN INC | 102,586 | $21.27M | 0.1% | $107.03 | +47.0% | COMMON STOCK | 031162100 |
| — | IH MERGER SUB LLC | 16,878,000 | $21.07M | 0.1% | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| MO | ALTRIA GROUP INC | 347,096 | $20.93M | 0.1% | $26.11 | +28.5% | COMMON STOCK | 02209S103 |
| SYK | STRYKER CORP | 117,413 | $20.86M | 0.1% | $74.14 | +112.5% | COMMON STOCK | 863667101 |
| WDAY | WORKDAY INC | 142,680 | $20.83M | 0.1% | $99.94 | +39.0% | COMMON STOCK | 98138H101 |
| — | TUTOR PERINI CORP | 19,830,000 | $20.21M | 0.1% | $1.17 | — | CONVERTIBLE SECURITY | 901109AD0 |
| SBUX | STARBUCKS CORP | 350,819 | $19.94M | 0.1% | $37.50 | +20.2% | COMMON STOCK | 855244109 |
| — | WALGREENS BOOTS ALLIANCE INC | 273,041 | $19.91M | 0.1% | $78.00 | — | COMMON STOCK | 931427108 |
| — | DEXCOM INC | 12,953,000 | $19.85M | 0.1% | $1.53 | — | CONVERTIBLE SECURITY | 252131AF4 |
| — | HERBALIFE LTD | 15,000,000 | $19.55M | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 42703MAB9 |
| — | EXACT SCIENCES CORP | 15,792,000 | $19.52M | 0.1% | $1.24 | — | CONVERTIBLE SECURITY | 30063PAA3 |
| TRU | TRANSUNION | 261,578 | $19.25M | 0.1% | $36.13 | +98.8% | COMMON STOCK | 89400J107 |
| — | JAZZ INVESTMENTS I LTD | 17,745,000 | $19.06M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 472145AB7 |
| — | CYPRESS SEMICONDUCTOR CO | 15,000,000 | $18.92M | 0.1% | $1.31 | — | CONVERTIBLE SECURITY | 232806AM1 |
| — | FINISAR CORP | 18,503,000 | $18.42M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 31787AAM3 |
| BABA | ALIBABA GROUP HOLDING | 111,732 | $18.41M | 0.1% | $111.78 | — | COMMON STOCK | 01609W102 |
| — | DISCOVER FINANCIAL SERVICES | 240,413 | $18.38M | 0.1% | $59.54 | — | COMMON STOCK | 254709108 |
| — | ATLAS AIR WORLDWIDE HLDG | 15,809,000 | $18.25M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 049164BH8 |
| SPGI | S&P GLOBAL INC | 93,264 | $18.22M | 0.1% | $176.84 | +9.5% | COMMON STOCK | 78409V104 |
| — | SONY CORP | 298,500 | $18.1M | 0.1% | — | — | Call | 835699907 |
| USB | US BANCORP | 341,855 | $18.05M | 0.1% | $39.13 | 0.0% | COMMON STOCK | 902973304 |
| HAL | HALLIBURTON CO | 441,881 | $17.91M | 0.1% | $40.90 | -13.0% | COMMON STOCK | 406216101 |
| — | MERITOR INC | 18,651,000 | $17.8M | 0.1% | $0.95 | — | CONVERTIBLE SECURITY | 59001KAF7 |
| MCHP | MICROCHIP TECHNOLOGY INC | 223,183 | $17.61M | 0.1% | $28.25 | +36.2% | COMMON STOCK | 595017104 |
| MMM | 3M CO | 82,597 | $17.4M | 0.1% | $104.88 | +26.1% | COMMON STOCK | 88579Y101 |
| — | HARRIS CORP | 102,847 | $17.4M | 0.1% | $112.27 | — | COMMON STOCK | 413875105 |
| NTRS | NORTHERN TRUST CORP | 169,050 | $17.27M | 0.1% | $82.00 | +4.4% | COMMON STOCK | 665859104 |
| — | ASSURANT INC | 153,297 | $17.25M | 0.1% | $104.15 | — | CONVERTIBLE PREFERRED SECURITY | 04621X207 |
| MNST | MONSTER BEVERAGE CORP | 293,179 | $17.09M | 0.1% | $23.42 | +28.4% | COMMON STOCK | 61174X109 |
| — | INSMED INC | 20,000,000 | $17.07M | 0.1% | $0.89 | — | CONVERTIBLE SECURITY | 457669AA7 |
| — | TTM TECHNOLOGIES INC | 10,000,000 | $17.03M | 0.1% | $1.44 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| — | INNOVIVA INC | 15,288,000 | $17.01M | 0.1% | $1.11 | — | CONVERTIBLE SECURITY | 45781MAB7 |
| CCL | CARNIVAL CORP | 265,720 | $16.95M | 0.1% | $31.50 | +80.5% | COMMON STOCK | 143658300 |
| — | TWITTER INC | 18,312,000 | $16.84M | 0.1% | $0.88 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| — | VEECO INSTRUMENTS INC | 19,697,000 | $16.67M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 922417AD2 |
| — | INNOVIVA INC | 16,192,000 | $16.48M | 0.1% | $0.98 | — | CONVERTIBLE SECURITY | 88338TAB0 |
| — | TELADOC HEALTH INC | 8,000,000 | $16.48M | 0.1% | $2.06 | — | CONVERTIBLE SECURITY | 87918AAB1 |
| MAS | MASCO CORP | 450,000 | $16.47M | 0.1% | $25.62 | +33.3% | COMMON STOCK | 574599106 |
| — | LAM RESEARCH CORP | 106,780 | $16.2M | 0.1% | $87.12 | — | COMMON STOCK | 512807108 |
| MET | METLIFE INC | 338,380 | $15.81M | 0.1% | $32.33 | +9.9% | COMMON STOCK | 59156R108 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 121,501 | $15.79M | 0.1% | $107.99 | +1.9% | COMMON STOCK | V7780T103 |
| — | STARWOOD PROPERTY TRUST | 15,686,000 | $15.75M | 0.1% | $1.00 | — | CONVERTIBLE SECURITY | 85571BAH8 |
| — | FLEXION THERAPEUTICS INC | 15,601,000 | $15.7M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 33938JAB2 |
| — | REDFIN CORP | 16,818,000 | $15.37M | 0.1% | $0.91 | — | CONVERTIBLE SECURITY | 75737FAA6 |
| — | VIAVI SOLUTIONS INC | 15,146,000 | $15.31M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 46612JAF8 |
| — | INFINERA CORP | 15,000,000 | $15.21M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 45667GAC7 |
| TXN | TEXAS INSTRUMENTS INC | 141,063 | $15.13M | 0.1% | $65.58 | +37.6% | COMMON STOCK | 882508104 |
| AMG | AFFILIATED MANAGERS GROUP | 110,618 | $15.12M | 0.1% | $164.42 | -12.2% | COMMON STOCK | 008252108 |
| WM | WASTE MANAGEMENT INC | 166,810 | $15.07M | 0.1% | $78.27 | 0.0% | COMMON STOCK | 94106L109 |
| — | TESLA INC | 15,000,000 | $14.88M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| — | AETNA INC | 73,159 | $14.84M | 0.1% | $113.17 | — | COMMON STOCK | 00817Y108 |
| — | CHESAPEAKE ENERGY CORP | 15,000,000 | $14.82M | 0.1% | $0.86 | — | CONVERTIBLE SECURITY | 165167CY1 |
| KEY | KEYCORP | 722,776 | $14.38M | 0.1% | $14.37 | +1.9% | COMMON STOCK | 493267108 |
| — | REALPAGE INC | 218,068 | $14.37M | 0.1% | $39.90 | — | COMMON STOCK | 75606N109 |
| — | WORLDPAY INC | 141,500 | $14.33M | 0.1% | — | — | Call | 981558909 |
| PYPL | PAYPAL HOLDINGS INC | 162,335 | $14.26M | 0.1% | $51.82 | +69.5% | COMMON STOCK | 70450Y103 |
| GM | GENERAL MOTORS CO | 416,358 | $14.02M | 0.1% | $30.94 | +6.9% | COMMON STOCK | 37045V100 |
| — | SPDR BBG BARC HIGH YIELD BND | 387,445 | $13.97M | 0.1% | $37.27 | — | COMMON STOCK | 78464A417 |
| — | MEDICINES COMPANY | 15,250,000 | $13.94M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 584688AG0 |
| — | QUIDEL CORP | 6,661,000 | $13.93M | 0.1% | $1.36 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| — | VIRTUS INVESTMENT PARTNE | 140,000 | $13.9M | 0.1% | $97.84 | — | CONVERTIBLE PREFERRED SECURITY | 92828Q208 |
| — | WORKDAY INC | 7,558,000 | $13.71M | 0.1% | $1.16 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| F | FORD MOTOR CO | 1,481,596 | $13.71M | 0.1% | $7.74 | -11.5% | COMMON STOCK | 345370860 |
| — | ILLUMINA INC | 37,300 | $13.69M | 0.1% | — | — | Call | 452327909 |
| PVH | PVH CORP | 93,840 | $13.55M | 0.1% | $130.66 | +11.9% | COMMON STOCK | 693656100 |
| BA | THE BOEING CO | 36,100 | $13.43M | 0.1% | $183.25 | +85.0% | Call | 097023105 |
| — | BIOGEN INC | 37,900 | $13.39M | 0.1% | — | — | Call | 09062X903 |
| — | BOOKING HOLDINGS INC | 6,700 | $13.29M | 0.1% | — | — | Call | 09857L908 |
| — | FINISAR CORP | 14,313,000 | $13.12M | 0.1% | $0.93 | — | CONVERTIBLE SECURITY | 31787AAP6 |
| — | HELIX ENERGY SOLUTIONS | 10,000,000 | $12.93M | 0.1% | $1.01 | — | CONVERTIBLE SECURITY | 42330PAJ6 |
| — | MCDONALD'S CORP | 76,400 | $12.78M | 0.1% | — | — | Call | 580135901 |
| DUK | DUKE ENERGY CORP | 158,061 | $12.65M | 0.1% | $44.68 | +34.3% | COMMON STOCK | 26441C204 |
| CVS | CVS HEALTH CORP | 159,279 | $12.54M | 0.1% | $48.12 | +17.4% | COMMON STOCK | 126650100 |
| — | ARES CAPITAL CORP | 12,480,000 | $12.51M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| MU | MICRON TECHNOLOGY INC | 276,174 | $12.49M | 0.1% | $43.15 | +14.0% | COMMON STOCK | 595112103 |
| — | VIPSHOP HOLDING LTD | 12,500,000 | $12.27M | 0.1% | $1.07 | — | CONVERTIBLE SECURITY | 92763WAA1 |
| WELL | WELLTOWER INC | 189,980 | $12.22M | 0.1% | $46.37 | +9.4% | COMMON STOCK | 95040Q104 |
| — | VANECK VECTORS ETF TRUST | 566,500 | $12.21M | 0.1% | — | — | Call | 92189F906 |
| EXPE | EXPEDIA GROUP INC | 92,975 | $12.13M | 0.1% | $112.65 | +12.2% | COMMON STOCK | 30212P303 |
| — | UNITED TECHNOLOGIES CORP | 86,462 | $12.09M | 0.1% | $101.48 | — | COMMON STOCK | 913017109 |
| NEE | NEXTERA ENERGY INC | 72,038 | $12.07M | 0.1% | $19.30 | +83.7% | COMMON STOCK | 65339F101 |
| QCOM | QUALCOMM INC | 167,586 | $12.07M | 0.1% | $48.33 | +13.1% | COMMON STOCK | 747525103 |
| — | CSX CORP | 162,500 | $12.03M | 0.1% | — | — | Call | 126408903 |
| DE | DEERE & CO | 79,586 | $11.96M | 0.1% | $81.91 | +57.0% | COMMON STOCK | 244199105 |
| — | TWENTY-FIRST CENTURY FOX | 255,763 | $11.85M | 0.1% | $35.31 | — | COMMON STOCK | 90130A101 |
| — | PHILIP MORRIS INTERNATIONAL | 144,000 | $11.74M | 0.1% | — | — | Call | 718172909 |
| — | STARWOOD PROPERTY TRUST | 10,505,000 | $11.63M | 0.1% | $1.09 | — | CONVERTIBLE SECURITY | 85571BAB1 |
| FRCB | FIRST REPUBLIC BANK/CA | 121,050 | $11.62M | 0.1% | $74.47 | +31.1% | COMMON STOCK | 33616C100 |
| — | CSG SYSTEMS INTERNATIONA | 11,000,000 | $11.61M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 126349AF6 |
| — | WAYFAIR INC | 7,500,000 | $11.38M | 0.1% | $1.52 | — | CONVERTIBLE SECURITY | 94419LAB7 |
| HYG | ISHARES IBOXX HIGH YLD CORP | 129,675 | $11.21M | 0.1% | $88.72 | — | COMMON STOCK | 464288513 |
| — | CTRIP.COM INTL LTD | 300,000 | $11.15M | 0.1% | — | — | Put | 126408953 |
| — | WHITING PETROLEUM CORP | 11,560,000 | $11.1M | 0.1% | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| UPS | UNITED PARCEL SERVICE | 94,775 | $11.06M | 0.1% | $75.34 | +17.4% | COMMON STOCK | 911312106 |
| — | RENEWABLE ENERGY GROUP I | 4,000,000 | $11.03M | 0.1% | $1.36 | — | CONVERTIBLE SECURITY | 75972AAC7 |
| — | CNOOC LTD | 55,711 | $11.01M | 0.1% | $185.57 | — | COMMON STOCK | 126132109 |
| — | ARCONIC INC | 10,745,000 | $10.99M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| — | WRIGHT MEDICAL GROUP NV | 7,500,000 | $10.86M | 0.1% | $1.42 | — | CONVERTIBLE SECURITY | 98236JAB4 |
| — | CARBONITE INC | 7,000,000 | $10.6M | 0.1% | $1.51 | — | CONVERTIBLE SECURITY | 141337AB1 |
| DLTR | DOLLAR TREE INC | 129,545 | $10.56M | 0.1% | $97.73 | -10.2% | COMMON STOCK | 256746108 |
| SPG | SIMON PROPERTY GROUP INC | 59,523 | $10.52M | 0.1% | $94.03 | +25.9% | COMMON STOCK | 828806109 |
| CCI | CROWN CASTLE INTL CORP | 94,363 | $10.51M | 0.1% | $66.33 | +22.6% | COMMON STOCK | 22822V101 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $10.5M | 0.1% | $0.96 | — | CONVERTIBLE SECURITY | 00163UAD8 |
| — | GREENSKY INC-CLASS A | 582,093 | $10.48M | 0.1% | $18.00 | — | COMMON STOCK | 39572G100 |
| — | ELECTRONICS FOR IMAGING | 10,500,000 | $10.45M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| — | IMMUNOMEDICS INC | 2,500,000 | $10.34M | 0.1% | $2.83 | — | CONVERTIBLE SECURITY | 452907AK4 |
| — | GOLDMAN SACHS BDC INC | 10,000,000 | $10.11M | 0.1% | $1.03 | — | CONVERTIBLE SECURITY | 38147UAB3 |
| NUE | NUCOR CORP | 158,975 | $10.09M | 0.1% | $50.30 | +8.5% | COMMON STOCK | 670346105 |
| — | CTRIP.COM INTL LTD | 10,000,000 | $9.996M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 22943FAD2 |
| — | BLACKROCK TCP CAP CORP | 10,000,000 | $9.977M | 0.1% | $1.04 | — | CONVERTIBLE SECURITY | 87238QAD5 |
| EEM | ISHARES MSCI EMERGING MARKET | 232,175 | $9.965M | 0.1% | $48.28 | — | COMMON STOCK | 464287234 |
| — | SINA CORP | 10,000,000 | $9.945M | 0.1% | $0.99 | — | CONVERTIBLE SECURITY | 82922RAD5 |
| — | BOOKING HOLDINGS INC | 8,263,000 | $9.824M | 0.1% | $1.05 | — | CONVERTIBLE SECURITY | 741503AX4 |
| — | CEMEX SAB DE CV | 9,557,000 | $9.702M | 0.1% | $1.14 | — | CONVERTIBLE SECURITY | 151290BR3 |
| — | CONCHO RESOURCES INC | 62,904 | $9.609M | 0.1% | $139.03 | — | COMMON STOCK | 20605P101 |
| IVV | ISHARES CORE S&P 500 ETF | 32,371 | $9.476M | 0.1% | $238.74 | — | COMMON STOCK | 464287200 |
| — | NUANCE COMMUNICATIONS | 10,000,000 | $9.452M | 0.1% | $0.91 | — | CONVERTIBLE SECURITY | 67020YAK6 |
| KR | KROGER CO | 324,389 | $9.443M | 0.1% | $23.26 | +9.3% | COMMON STOCK | 501044101 |
| — | ILLUMINA INC | 25,700 | $9.433M | 0.1% | — | — | Put | 452327959 |
| IBM | INTL BUSINESS MACHINES CORP | 61,814 | $9.347M | 0.1% | $111.12 | -8.9% | COMMON STOCK | 459200101 |
| — | ZILLOW INC | 8,500,000 | $9.233M | 0.1% | $1.10 | — | CONVERTIBLE SECURITY | 98954MAB7 |
| OXY | OCCIDENTAL PETROLEUM CORP | 112,346 | $9.231M | 0.1% | $59.23 | +14.4% | COMMON STOCK | 674599105 |
| PAYC | PAYCOM SOFTWARE INC | 58,807 | $9.139M | 0.1% | $52.01 | +153.7% | COMMON STOCK | 70432V102 |
| — | RH | 7,500,000 | $9.117M | 0.1% | $1.22 | — | CONVERTIBLE SECURITY | 761283AD2 |
| CHTR | CHARTER COMMUNICATIONS INC | 27,893 | $9.09M | 0.1% | $291.16 | +4.8% | COMMON STOCK | 16119P108 |
| — | NICE SYSTEMS INC | 6,228,000 | $8.951M | 0.0% | $1.25 | — | CONVERTIBLE SECURITY | 65366HAB9 |
| AEP | AMERICAN ELECTRIC POWER | 125,356 | $8.885M | 0.0% | $41.38 | +32.6% | COMMON STOCK | 025537101 |
| ADP | AUTOMATIC DATA PROCESSING | 57,520 | $8.666M | 0.0% | $120.81 | 0.0% | COMMON STOCK | 053015103 |
| FISV | FISERV INC | 104,896 | $8.641M | 0.0% | $52.25 | +50.2% | COMMON STOCK | 337738108 |
| TGT | TARGET CORP | 97,933 | $8.639M | 0.0% | $56.72 | +19.8% | COMMON STOCK | 87612E106 |
| — | NETFLIX INC | 23,000 | $8.605M | 0.0% | — | — | Call | 64110L906 |
| — | CARDTRONICS INC | 8,800,000 | $8.565M | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| SWK | STANLEY BLACK & DECKER INC | 58,245 | $8.529M | 0.0% | $115.87 | -0.6% | COMMON STOCK | 854502101 |
| NOK | NOKIA CORP-SPON ADR | 1,520,000 | $8.482M | 0.0% | $3.74 | — | COMMON STOCK | 654902204 |
| — | ALLSCRIPTS HEALTHCARE SO | 8,018,000 | $8.48M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| DHR | DANAHER CORP | 75,703 | $8.226M | 0.0% | $45.29 | +94.3% | COMMON STOCK | 235851102 |
| — | XILINX INC | 102,590 | $8.225M | 0.0% | $68.80 | — | COMMON STOCK | 983919101 |
| — | TERADYNE INC | 6,258,000 | $8.15M | 0.0% | $1.44 | — | CONVERTIBLE SECURITY | 880770AG7 |
| — | MEDICINES COMPANY | 7,500,000 | $8.047M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 584688AE5 |
| — | CIGNA CORP | 38,632 | $8.045M | 0.0% | $146.21 | — | COMMON STOCK | 125509109 |
| ILMN | ILLUMINA INC | 21,835 | $8.015M | 0.0% | $135.03 | +137.3% | COMMON STOCK | 452327109 |
| — | CALAMP CORP | 7,500,000 | $8.009M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 128126AB5 |
| — | ROVI CORP | 8,401,000 | $7.946M | 0.0% | $1.00 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | MICROCHIP TECHNOLOGY INC | 7,500,000 | $7.918M | 0.0% | $1.21 | — | CONVERTIBLE SECURITY | 595017AH7 |
| CL | COLGATE-PALMOLIVE CO | 118,244 | $7.916M | 0.0% | $49.28 | +13.6% | COMMON STOCK | 194162103 |
| — | ANADARKO PETROLEUM CORP | 117,310 | $7.908M | 0.0% | $76.16 | — | COMMON STOCK | 032511107 |
| VLO | VALERO ENERGY CORP | 69,514 | $7.907M | 0.0% | $41.57 | +102.6% | COMMON STOCK | 91913Y100 |
| — | ACTIVISION BLIZZARD INC | 94,389 | $7.852M | 0.0% | $62.96 | — | COMMON STOCK | 00507V109 |
| TSM | TAIWAN SEMICONDUCTOR | 177,700 | $7.847M | 0.0% | $37.55 | — | COMMON STOCK | 874039100 |
| CTSH | COGNIZANT TECH SOLUTIONS | 100,494 | $7.753M | 0.0% | $49.96 | +40.6% | COMMON STOCK | 192446102 |
| ALL | ALLSTATE CORP | 78,251 | $7.723M | 0.0% | $48.19 | +70.3% | COMMON STOCK | 020002101 |
| — | NAVISTAR INTL CORP | 7,500,000 | $7.659M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| — | HORIZON PHARMA INV LTD | 7,500,000 | $7.546M | 0.0% | $0.86 | — | CONVERTIBLE SECURITY | 44052TAB7 |
| BK | BANK OF NEW YORK MELLON CORP | 146,115 | $7.45M | 0.0% | $29.42 | +45.2% | COMMON STOCK | 064058100 |
| — | EXPRESS SCRIPTS HOLDING CO | 78,280 | $7.437M | 0.0% | $68.40 | — | COMMON STOCK | 30219G108 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 258,630 | $7.43M | 0.0% | $26.07 | — | COMMON STOCK | 293792107 |
| — | PANDORA MEDIA INC | 7,500,000 | $7.334M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 698354AB3 |
| LULU | LULULEMON ATHLETICA INC | 44,970 | $7.307M | 0.0% | $106.64 | +28.6% | COMMON STOCK | 550021109 |
| — | MAGELLAN MIDSTREAM PARTNERS | 107,780 | $7.299M | 0.0% | $71.06 | — | COMMON STOCK | 559080106 |
| INTU | INTUIT INC | 31,861 | $7.245M | 0.0% | $204.54 | 0.0% | COMMON STOCK | 461202103 |
| AJG | ARTHUR J GALLAGHER & CO | 96,719 | $7.2M | 0.0% | $51.17 | +26.9% | COMMON STOCK | 363576109 |
| PPG | PPG INDUSTRIES INC | 65,498 | $7.148M | 0.0% | $85.45 | +10.9% | COMMON STOCK | 693506107 |
| — | LAM RESEARCH CORP | 47,100 | $7.145M | 0.0% | — | — | Call | 512807908 |
| — | AEROJET ROCKETDYNE HLDG | 5,000,000 | $7.136M | 0.0% | $1.38 | — | CONVERTIBLE SECURITY | 007800AB1 |
| ORLY | O'REILLY AUTOMOTIVE INC | 20,533 | $7.132M | 0.0% | $17.41 | +22.1% | COMMON STOCK | 67103H107 |
| — | TIMKENSTEEL | 5,000,000 | $7.13M | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| FDX | FEDEX CORP | 29,603 | $7.128M | 0.0% | $117.04 | +81.3% | COMMON STOCK | 31428X106 |
| WHR | WHIRLPOOL CORP | 60,000 | $7.125M | 0.0% | $186.28 | -28.8% | COMMON STOCK | 963320106 |
| APH | AMPHENOL CORP | 75,022 | $7.054M | 0.0% | $14.24 | +52.0% | COMMON STOCK | 032095101 |
| — | TWITTER INC | 247,643 | $7.048M | 0.0% | $33.62 | — | COMMON STOCK | 90184L102 |
| GD | GENERAL DYNAMICS CORP | 34,416 | $7.046M | 0.0% | $83.59 | +97.8% | COMMON STOCK | 369550108 |
| KMI | KINDER MORGAN INC | 396,979 | $7.038M | 0.0% | $14.37 | -18.6% | COMMON STOCK | 49456B101 |
| — | BLACKROCK INC | 14,905 | $7.025M | 0.0% | $303.08 | — | COMMON STOCK | 09247X101 |
| — | HDFC BANK LTD | 74,600 | $7.02M | 0.0% | — | — | Put | 40415F951 |
| — | ROCKWELL COLLINS INC | 49,913 | $7.011M | 0.0% | $108.84 | — | COMMON STOCK | 774341101 |
| ROST | ROSS STORES INC | 70,689 | $7.005M | 0.0% | $71.03 | +20.2% | COMMON STOCK | 778296103 |
| ETR | ENTERGY CORP | 86,259 | $6.998M | 0.0% | $31.55 | 0.0% | COMMON STOCK | 29364G103 |
| CMS | CMS ENERGY CORP | 142,420 | $6.979M | 0.0% | $29.93 | +31.2% | COMMON STOCK | 125896100 |
| — | EURONET WORLDWIDE INC | 5,000,000 | $6.963M | 0.0% | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| — | DOMINION ENERGY INC | 146,852 | $6.946M | 0.0% | $49.93 | — | CONVERTIBLE PREFERRED SECURITY | 25746U836 |
| ITW | ILLINOIS TOOL WORKS | 49,096 | $6.928M | 0.0% | $70.63 | +66.2% | COMMON STOCK | 452308109 |
| BDX | BECTON DICKINSON AND CO | 26,505 | $6.918M | 0.0% | $220.32 | 0.0% | COMMON STOCK | 075887109 |
| TRV | TRAVELERS COS INC/THE | 52,131 | $6.762M | 0.0% | $86.18 | +27.5% | COMMON STOCK | 89417E109 |
| KMB | KIMBERLY-CLARK CORP | 59,496 | $6.761M | 0.0% | $75.47 | +14.7% | COMMON STOCK | 494368103 |
| — | OASIS PETROLEUM INC | 5,000,000 | $6.727M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 674215AJ7 |
| XEL | XCEL ENERGY INC | 141,805 | $6.695M | 0.0% | $35.43 | +6.3% | COMMON STOCK | 98389B100 |
| UDR | UDR INC | 164,769 | $6.662M | 0.0% | $27.63 | +7.9% | COMMON STOCK | 902653104 |
| PSX | PHILLIPS 66 | 57,921 | $6.529M | 0.0% | $59.87 | +43.7% | COMMON STOCK | 718546104 |
| LUV | SOUTHWEST AIRLINES CO | 103,392 | $6.457M | 0.0% | $38.92 | +36.8% | COMMON STOCK | 844741108 |
| IBB | ISHARES NASDAQ BIOTECHNOLOGY | 52,940 | $6.456M | 0.0% | $173.80 | — | COMMON STOCK | 464287556 |
| DHI | DR HORTON INC | 151,982 | $6.411M | 0.0% | $30.33 | +31.6% | COMMON STOCK | 23331A109 |
| VRSK | VERISK ANALYTICS INC | 53,153 | $6.408M | 0.0% | $111.20 | 0.0% | COMMON STOCK | 92345Y106 |
| AIZ | ASSURANT INC | 59,277 | $6.399M | 0.0% | $82.37 | +11.9% | COMMON STOCK | 04621X108 |
| WMB | WILLIAMS COS INC | 234,299 | $6.371M | 0.0% | $19.84 | -3.0% | COMMON STOCK | 969457100 |
| FE | FIRSTENERGY CORP | 169,868 | $6.314M | 0.0% | $22.71 | +19.2% | COMMON STOCK | 337932107 |
| D | DOMINION ENERGY INC | 89,751 | $6.308M | 0.0% | $43.92 | +16.1% | COMMON STOCK | 25746U109 |
| ISRG | INTUITIVE SURGICAL INC | 10,974 | $6.299M | 0.0% | $177.57 | 0.0% | COMMON STOCK | 46120E602 |
| — | DERMIRA INC | 7,500,000 | $6.235M | 0.0% | $0.83 | — | CONVERTIBLE SECURITY | 24983LAB0 |
| RF | REGIONS FINANCIAL CORP | 337,626 | $6.195M | 0.0% | $8.49 | +64.3% | COMMON STOCK | 7591EP100 |
| SYY | SYSCO CORP | 84,294 | $6.175M | 0.0% | $59.27 | 0.0% | COMMON STOCK | 871829107 |
| — | FEDERAL REALTY INVS TRUST | 48,655 | $6.153M | 0.0% | $130.98 | — | COMMON STOCK | 313747206 |
| ADSK | AUTODESK INC | 39,234 | $6.125M | 0.0% | $90.14 | +56.7% | COMMON STOCK | 052769106 |
| O | REALTY INCOME CORP | 107,070 | $6.091M | 0.0% | $36.27 | +6.6% | COMMON STOCK | 756109104 |
| VFC | VF CORP | 64,746 | $6.051M | 0.0% | $85.30 | 0.0% | COMMON STOCK | 918204108 |
| — | APARTMENT INVT & MGMT CO | 136,979 | $6.045M | 0.0% | $44.47 | — | COMMON STOCK | 03748R101 |
| AES | AES CORP | 431,575 | $6.042M | 0.0% | $8.56 | +20.9% | COMMON STOCK | 00130H105 |
| VALE | VALE SA-SP ADR | 404,956 | $6.01M | 0.0% | $9.88 | — | COMMON STOCK | 91912E105 |
| PNR | PENTAIR PLC | 138,519 | $6.005M | 0.0% | $38.40 | +1.4% | COMMON STOCK | G7S00T104 |
| — | FORESTAR GROUP INC | 6,000,000 | $5.974M | 0.0% | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| — | THERAVANCE BIOPHARMA INC | 5,000,000 | $5.972M | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 88339KAA0 |
| VRTX | VERTEX PHARMACEUTICALS INC | 30,980 | $5.971M | 0.0% | $127.13 | +40.1% | COMMON STOCK | 92532F100 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 47,275 | $5.947M | 0.0% | $87.29 | +9.9% | COMMON STOCK | 015271109 |
| — | BB&T CORP | 121,923 | $5.918M | 0.0% | $37.56 | — | COMMON STOCK | 054937107 |
| — | LIBERTY INTERACTIVE LLC | 8,534,927 | $5.91M | 0.0% | $0.71 | — | CONVERTIBLE SECURITY | 530715AG6 |
| — | AMERICA MOVIL | 367,380 | $5.9M | 0.0% | $18.76 | — | COMMON STOCK | 02364W105 |
| — | FIREEYE INC | 6,308,000 | $5.797M | 0.0% | $0.92 | — | CONVERTIBLE SECURITY | 31816QAD3 |
| — | INPHI CORP | 5,000,000 | $5.773M | 0.0% | $1.29 | — | CONVERTIBLE SECURITY | 45772FAB3 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 72,130 | $5.759M | 0.0% | $79.84 | — | COMMON STOCK | M2682V108 |
| DG | DOLLAR GENERAL CORP | 52,605 | $5.75M | 0.0% | $71.32 | +32.4% | COMMON STOCK | 256677105 |
| NI | NISOURCE INC | 230,639 | $5.748M | 0.0% | $18.96 | +9.7% | COMMON STOCK | 65473P105 |
| — | CTRIP.COM INTL LTD | 5,835,000 | $5.723M | 0.0% | $1.05 | — | CONVERTIBLE SECURITY | 22943FAM2 |
| — | RED HAT INC | 41,646 | $5.676M | 0.0% | $93.40 | — | COMMON STOCK | 756577102 |
| — | ILLUMINA INC | 3,741,000 | $5.659M | 0.0% | $1.21 | — | CONVERTIBLE SECURITY | 452327AH2 |
| WY | WEYERHAEUSER CO | 174,597 | $5.634M | 0.0% | $24.90 | +4.0% | COMMON STOCK | 962166104 |
| — | SOUTH JERSEY INDUSTRIES | 100,000 | $5.581M | 0.0% | $57.32 | — | CONVERTIBLE PREFERRED SECURITY | 838518116 |
| PWR | QUANTA SERVICES INC | 166,658 | $5.563M | 0.0% | $34.19 | -2.4% | COMMON STOCK | 74762E102 |
| PCAR | PACCAR INC | 81,506 | $5.558M | 0.0% | $33.48 | -2.2% | COMMON STOCK | 693718108 |
| OKE | ONEOK INC | 81,930 | $5.554M | 0.0% | $42.78 | 0.0% | COMMON STOCK | 682680103 |
| — | SUNTRUST BANKS INC | 82,579 | $5.515M | 0.0% | $42.43 | — | COMMON STOCK | 867914103 |
| CHD | CHURCH & DWIGHT CO INC | 92,205 | $5.474M | 0.0% | $45.89 | +12.8% | COMMON STOCK | 171340102 |
| BALL | BALL CORP | 124,430 | $5.474M | 0.0% | $35.89 | +4.4% | COMMON STOCK | 058498106 |
| HCA | HCA HEALTHCARE INC | 39,179 | $5.451M | 0.0% | $116.61 | 0.0% | COMMON STOCK | 40412C101 |
| GIS | GENERAL MILLS INC | 126,862 | $5.445M | 0.0% | $34.37 | +1.7% | COMMON STOCK | 370334104 |
| — | VARIAN MEDICAL SYSTEMS INC | 48,236 | $5.399M | 0.0% | $97.41 | — | COMMON STOCK | 92220P105 |
| — | SOUTHWESTERN ENERGY CO | 1,051,465 | $5.373M | 0.0% | $4.33 | — | COMMON STOCK | 845467109 |
| — | ASML HOLDING NV | 28,500 | $5.359M | 0.0% | — | — | Put | N07059950 |
| CME | CME GROUP INC | 30,998 | $5.276M | 0.0% | $129.10 | 0.0% | COMMON STOCK | 12572Q105 |
| — | GOLAR LNG LTD | 5,000,000 | $5.232M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 38046YAB7 |
| — | PRA GROUP INC | 5,000,000 | $5.172M | 0.0% | $1.07 | — | CONVERTIBLE SECURITY | 69354NAB2 |
| XYL | XYLEM INC | 64,296 | $5.135M | 0.0% | $46.95 | +45.5% | COMMON STOCK | 98419M100 |
| PLD | PROLOGIS INC | 75,450 | $5.115M | 0.0% | $32.89 | +62.8% | COMMON STOCK | 74340W103 |
| ETN | EATON CORP PLC | 58,931 | $5.111M | 0.0% | $48.31 | +47.2% | COMMON STOCK | G29183103 |
| — | PRAXAIR INC | 31,493 | $5.062M | 0.0% | $125.19 | — | COMMON STOCK | 74005P104 |
| — | D R HORTON INC | 119,900 | $5.057M | 0.0% | — | — | Call | 23331A909 |
| DGX | QUEST DIAGNOSTICS INC | 46,830 | $5.053M | 0.0% | $68.11 | +38.9% | COMMON STOCK | 74834L100 |
| HPQ | HP INC | 195,884 | $5.048M | 0.0% | $18.79 | 0.0% | COMMON STOCK | 40434L105 |
| — | INTERCEPT PHARMAS | 5,000,000 | $5.044M | 0.0% | $1.12 | — | CONVERTIBLE SECURITY | 45845PAA6 |
| — | APOLLO CMMRL REAL EST FI | 5,000,000 | $5.026M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 03762UAB1 |
| IWM | ISHARES RUSSELL 2000 ETF | 29,610 | $4.991M | 0.0% | $151.83 | — | COMMON STOCK | 464287655 |
| — | FIREEYE INC | 5,183,000 | $4.981M | 0.0% | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| — | REDWOOD TRUST INC | 5,000,000 | $4.97M | 0.0% | $0.99 | — | CONVERTIBLE SECURITY | 758075AD7 |
| — | ATLASSIAN CORP PLC | 51,140 | $4.917M | 0.0% | $62.53 | — | COMMON STOCK | G06242104 |
| FITB | FIFTH THIRD BANCORP | 175,562 | $4.902M | 0.0% | $17.77 | +23.8% | COMMON STOCK | 316773100 |
| ITUB | ITAU UNIBANCO H | 443,250 | $4.867M | 0.0% | $11.02 | — | COMMON STOCK | 465562106 |
| STT | STATE STREET CORP | 57,887 | $4.85M | 0.0% | $54.45 | +27.3% | COMMON STOCK | 857477103 |
| — | FLIR SYSTEMS INC | 78,738 | $4.84M | 0.0% | $37.26 | — | COMMON STOCK | 302445101 |
| — | REDWOOD TRUST INC | 5,000,000 | $4.839M | 0.0% | $1.00 | — | CONVERTIBLE SECURITY | 758075AC9 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 36,675 | $4.822M | 0.0% | $94.10 | +19.0% | COMMON STOCK | 98956P102 |
| — | NAVISTAR INTERNATIONAL CORP | 125,000 | $4.813M | 0.0% | — | — | Call | 63934E908 |
| HDB | HDFC BANK LTD | 51,100 | $4.809M | 0.0% | $104.57 | — | COMMON STOCK | 40415F101 |
| DLR | DIGITAL REALTY TRUST INC | 42,630 | $4.795M | 0.0% | $71.93 | +28.7% | COMMON STOCK | 253868103 |
| MCK | MCKESSON CORP | 36,029 | $4.779M | 0.0% | $137.67 | -10.6% | COMMON STOCK | 58155Q103 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 89,773 | $4.739M | 0.0% | $28.12 | +44.7% | COMMON STOCK | 744573106 |
| EBAY | EBAY INC | 143,157 | $4.727M | 0.0% | $23.00 | +34.1% | COMMON STOCK | 278642103 |
| — | LIBERTY INTERACTIVE LLC | 6,890,000 | $4.712M | 0.0% | $0.71 | — | CONVERTIBLE SECURITY | 530715AL5 |
| JCI | JOHNSON CONTROLS INTERNATION | 134,543 | $4.709M | 0.0% | $33.45 | -6.4% | COMMON STOCK | G51502105 |
| ADM | ARCHER-DANIELS-MIDLAND CO | 93,640 | $4.707M | 0.0% | $29.43 | +34.1% | COMMON STOCK | 039483102 |
| LEG | LEGGETT & PLATT INC | 107,461 | $4.706M | 0.0% | $44.97 | 0.0% | COMMON STOCK | 524660107 |
| DXC | DXC TECHNOLOGY CO | 50,202 | $4.695M | 0.0% | $66.18 | +28.0% | COMMON STOCK | 23355L106 |
| — | VIPSHOP HOLDINGS LTD | 750,000 | $4.68M | 0.0% | — | — | Call | 92763W903 |
| — | EXPEDIA GROUP INC | 35,700 | $4.658M | 0.0% | — | — | Call | 30212P903 |
| ALLE | ALLEGION PLC | 51,292 | $4.646M | 0.0% | $58.29 | +32.0% | COMMON STOCK | G0176J109 |
| AFL | AFLAC INC | 98,156 | $4.62M | 0.0% | $30.78 | +25.0% | COMMON STOCK | 001055102 |
| KHC | KRAFT HEINZ CO/THE | 83,629 | $4.609M | 0.0% | $47.25 | -11.5% | COMMON STOCK | 500754106 |
| TPR | TAPESTRY INC | 90,833 | $4.566M | 0.0% | $33.27 | +20.2% | COMMON STOCK | 876030107 |
| DRI | DARDEN RESTAURANTS INC | 41,019 | $4.561M | 0.0% | $54.01 | +70.0% | COMMON STOCK | 237194105 |
| ZTS | ZOETIS INC | 49,665 | $4.547M | 0.0% | $83.66 | 0.0% | COMMON STOCK | 98978V103 |
| — | KELLOGG CO | 64,658 | $4.527M | 0.0% | $43.91 | +16.9% | COMMON STOCK | 487836108 |
| EIX | EDISON INTERNATIONAL | 66,558 | $4.505M | 0.0% | $36.43 | +33.1% | COMMON STOCK | 281020107 |
| — | CERNER CORP | 69,853 | $4.499M | 0.0% | $69.72 | — | COMMON STOCK | 156782104 |
| — | SPECTRA ENERGY PARTNERS LP | 125,970 | $4.498M | 0.0% | $44.38 | — | COMMON STOCK | 84756N109 |
| MAC | MACERICH CO/THE | 81,281 | $4.494M | 0.0% | $61.81 | — | COMMON STOCK | 554382101 |
| FBIN | FORTUNE BRANDS HOME & SECURI | 85,315 | $4.467M | 0.0% | $39.52 | +6.2% | COMMON STOCK | 34964C106 |
| EQIX | EQUINIX INC | 10,312 | $4.464M | 0.0% | $311.55 | +22.2% | COMMON STOCK | 29444U700 |
| — | TE CONNECTIVITY LTD | 50,460 | $4.437M | 0.0% | $64.42 | — | COMMON STOCK | H84989104 |
| ED | CONSOLIDATED EDISON INC | 57,688 | $4.395M | 0.0% | $44.91 | +34.5% | COMMON STOCK | 209115104 |
| NSC | NORFOLK SOUTHERN CORP | 24,171 | $4.363M | 0.0% | $77.70 | +89.4% | COMMON STOCK | 655844108 |
| TFX | TELEFLEX INC | 16,395 | $4.363M | 0.0% | $256.54 | -3.1% | COMMON STOCK | 879369106 |
| AVY | AVERY DENNISON CORP | 40,060 | $4.341M | 0.0% | $67.14 | +40.4% | COMMON STOCK | 053611109 |
| AKAM | AKAMAI TECHNOLOGIES INC | 57,432 | $4.201M | 0.0% | $60.19 | +24.8% | COMMON STOCK | 00971T101 |
| TDG | TRANSDIGM GROUP INC | 11,278 | $4.199M | 0.0% | $178.06 | +50.1% | COMMON STOCK | 893641100 |
| IDXX | IDEXX LABORATORIES INC | 16,734 | $4.178M | 0.0% | $141.38 | +71.7% | COMMON STOCK | 45168D104 |
| HPE | HEWLETT PACKARD ENTERPRISE | 251,519 | $4.102M | 0.0% | $9.73 | +30.2% | COMMON STOCK | 42824C109 |
| TRGP | TARGA RESOURCES CORP | 72,605 | $4.088M | 0.0% | $32.63 | +26.5% | COMMON STOCK | 87612G101 |
| — | TWITTER INC | 142,600 | $4.058M | 0.0% | — | — | Call | 90184L902 |
| — | CENTURYLINK INC | 190,043 | $4.029M | 0.0% | $27.94 | — | COMMON STOCK | 156700106 |
| PSA | PUBLIC STORAGE | 19,793 | $3.991M | 0.0% | $137.04 | +16.1% | COMMON STOCK | 74460D109 |
| FCX | FREEPORT-MCMORAN INC | 285,995 | $3.981M | 0.0% | $17.04 | -19.2% | COMMON STOCK | 35671D857 |
| — | MICRON TECHNOLOGY INC | 950,000 | $3.911M | 0.0% | $3.14 | — | CONVERTIBLE SECURITY | 595112AV5 |
| REGN | REGENERON PHARMACEUTICALS | 9,526 | $3.849M | 0.0% | $431.36 | -12.3% | COMMON STOCK | 75886F107 |
| — | RADIUS HEALTH INC | 5,000,000 | $3.849M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 750469AA6 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.846M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 811904AN1 |
| SYF | SYNCHRONY FINANCIAL | 121,226 | $3.768M | 0.0% | $27.24 | -2.9% | COMMON STOCK | 87165B103 |
| PCG | P G & E CORP | 79,908 | $3.677M | 0.0% | $42.16 | +4.4% | COMMON STOCK | 69331C108 |
| — | RETROPHIN INC | 3,500,000 | $3.589M | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 761299AB2 |
| — | COWEN INC | 3,500,000 | $3.555M | 0.0% | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| AZN | ASTRAZENECA PLC | 89,300 | $3.534M | 0.0% | $39.57 | — | COMMON STOCK | 046353108 |
| ICLR | ICON PLC | 22,600 | $3.475M | 0.0% | $143.37 | 0.0% | COMMON STOCK | G4705A100 |
| — | INVACARE CORP | 3,000,000 | $3.417M | 0.0% | $1.34 | — | CONVERTIBLE SECURITY | 461203AH4 |
| — | BAIDU INC | 14,800 | $3.384M | 0.0% | — | — | Call | 056752908 |
| — | YANDEX NV | 102,700 | $3.378M | 0.0% | — | — | Call | N97284908 |
| IVW | ISHARES S&P 500 GROWTH ETF | 17,878 | $3.167M | 0.0% | $161.61 | — | COMMON STOCK | 464287309 |
| — | GNC HOLDINGS INC | 4,000,000 | $3.121M | 0.0% | $0.61 | — | CONVERTIBLE SECURITY | 36191GAB3 |
| LIVN | LIVANOVA PLC | 25,050 | $3.105M | 0.0% | $85.17 | +38.5% | COMMON STOCK | G5509L101 |
| — | ZTO EXPRESS CAYMAN INC | 184,000 | $3.049M | 0.0% | — | — | Call | 98980A905 |
| BIDU | BAIDU INC | 13,145 | $3.006M | 0.0% | $221.99 | — | COMMON STOCK | 056752108 |
| AVB | AVALONBAY COMMUNITIES INC | 16,001 | $2.899M | 0.0% | $116.30 | +18.9% | COMMON STOCK | 053484101 |
| IJH | ISHARES CORE S&P MIDCAP ETF | 14,281 | $2.875M | 0.0% | $173.97 | — | COMMON STOCK | 464287507 |
| — | ADVANCED MICRO DEVICES INC | 92,500 | $2.857M | 0.0% | — | — | Put | 00790X951 |
| — | ADVANCED MICRO DEVICES INC | 92,500 | $2.857M | 0.0% | — | — | Call | 00790X901 |
| BLD | TOPBUILD CORP | 49,999 | $2.841M | 0.0% | $30.95 | +130.1% | COMMON STOCK | 89055F103 |
| — | PRETIUM RESOURCES INC | 3,000,000 | $2.71M | 0.0% | $0.85 | — | CONVERTIBLE SECURITY | 74139CAB8 |
| — | OCEAN RIG UDW INC-A | 76,504 | $2.649M | 0.0% | $23.77 | — | COMMON STOCK | G66964118 |
| — | TESLA ENERGY OPERATIONS | 3,000,000 | $2.634M | 0.0% | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| TDOC | TELADOC HEALTH INC | 27,210 | $2.35M | 0.0% | $55.35 | +28.8% | COMMON STOCK | 87918A105 |
| MKC | MCCORMICK & CO | 17,050 | $2.246M | 0.0% | $53.63 | 0.0% | COMMON STOCK | 579780206 |
| BVN | CIA DE MINAS BUENAVENTUR | 158,400 | $2.124M | 0.0% | $13.62 | — | COMMON STOCK | 204448104 |
| — | AIR LEASE CORP | 1,341,000 | $2.112M | 0.0% | $1.68 | — | CONVERTIBLE SECURITY | 00912XAK0 |
| — | ANTHEM INC | 545,000 | $2.06M | 0.0% | $2.08 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $2.018M | 0.0% | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| — | COLONY CAPITAL INC | 2,000,000 | $1.894M | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| LEN | LENNAR CORP | 38,965 | $1.819M | 0.0% | $48.00 | -3.7% | COMMON STOCK | 526057104 |
| — | WORLDPAY INC | 17,910 | $1.814M | 0.0% | $101.28 | — | COMMON STOCK | 981558109 |
| MFC | MANULIFE FINANCIAL CORP | 99,000 | $1.77M | 0.0% | $15.16 | +19.9% | COMMON STOCK | 56501R106 |
| — | RH | 1,357,000 | $1.681M | 0.0% | $1.24 | — | CONVERTIBLE SECURITY | 761283AC4 |
| ABEV | AMBEV SA | 365,600 | $1.671M | 0.0% | $4.57 | — | COMMON STOCK | 02319V103 |
| IYR | ISHARES US REAL ESTATE ETF | 20,570 | $1.646M | 0.0% | $80.02 | — | COMMON STOCK | 464287739 |
| — | BLACKSTONE MORTGAGE TR | 1,500,000 | $1.504M | 0.0% | $1.02 | — | CONVERTIBLE SECURITY | 09257WAB6 |
| — | GENERAL MOTORS CO | 88,470 | $1.46M | 0.0% | $16.70 | — | WARRANTS | 37045V126 |
| — | MICHAEL KORS HOLDINGS LTD | 19,710 | $1.351M | 0.0% | $68.54 | — | COMMON STOCK | G60754101 |
| — | NOVELLUS SYSTEMS INC | 272,000 | $1.247M | 0.0% | $2.79 | — | CONVERTIBLE SECURITY | 670008AD3 |
| — | SPIRIT REALTY CAPITAL IN | 1,191,000 | $1.204M | 0.0% | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| — | DIAMOND OFFSHORE DRILLING | 60,000 | $1.2M | 0.0% | $68.78 | — | COMMON STOCK | 25271C102 |
| — | GULFMARK OFFSHORE INC | 31,716 | $1.183M | 0.0% | $28.49 | — | COMMON STOCK | 402629505 |
| — | DANAHER CORP | 284,000 | $1.179M | 0.0% | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| HQY | HEALTHEQUITY INC | 11,800 | $1.114M | 0.0% | $86.15 | 0.0% | COMMON STOCK | 42226A107 |
| — | GASLOG LTD | 54,440 | $1.075M | 0.0% | $19.10 | — | COMMON STOCK | G37585109 |
| — | RPM INTERNATIONAL INC | 870,000 | $1.074M | 0.0% | $1.15 | — | CONVERTIBLE SECURITY | 749685AT0 |
| — | SPLUNK INC | 8,400 | $1.016M | 0.0% | $120.95 | — | COMMON STOCK | 848637104 |
| DVN | DEVON ENERGY CORP | 23,500 | $939K | 0.0% | $34.31 | -11.5% | COMMON STOCK | 25179M103 |
| SCHX | SCHWAB US LARGE-CAP ETF | 12,816 | $891K | 0.0% | $58.29 | — | COMMON STOCK | 808524201 |
| — | ALZA CORP | 447,000 | $850K | 0.0% | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| BSV | VANGUARD SHORT-TERM BOND ETF | 10,833 | $845K | 0.0% | $78.00 | — | COMMON STOCK | 921937827 |
| — | NY COMMUNITY CAP TRUST V | 16,420 | $815K | 0.0% | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| CMLS | CUMULUS MEDIA INC | 47,174 | $806K | 0.0% | $18.20 | 0.0% | COMMON STOCK | 231082801 |
| — | NABORS INDUSTRIES LTD | 125,000 | $770K | 0.0% | — | — | Call | G6359F903 |
| — | MACQUARIE INFRASTRUCTURE | 841,000 | $758K | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 55608BAB1 |
| IEMG | ISHARES CORE MSCI EMERGING | 13,079 | $677K | 0.0% | $57.28 | — | COMMON STOCK | 46434G103 |
| — | WELLCARE HEALTH PLANS INC | 2,070 | $663K | 0.0% | $320.29 | — | COMMON STOCK | 94946T106 |
| KSS | KOHLS CORP | 8,705 | $649K | 0.0% | $75.66 | 0.0% | COMMON STOCK | 500255104 |
| — | VIPSHOP HOLDINGS LTD | 100,000 | $624K | 0.0% | — | — | Put | 92763W953 |
| M | MACY'S INC | 17,900 | $622K | 0.0% | $37.21 | 0.0% | COMMON STOCK | 55616P104 |
| — | LAB CORP OF AMER HLDGS | 262,000 | $611K | 0.0% | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 12,570 | $596K | 0.0% | $50.84 | 0.0% | COMMON STOCK | 70959W103 |
| FTNT | FORTINET INC | 5,940 | $548K | 0.0% | $15.29 | 0.0% | COMMON STOCK | 34959E109 |
| — | MACQUARIE INFRASTRUCTURE | 550,000 | $546K | 0.0% | $1.16 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| NRG | NRG ENERGY INC | 14,320 | $536K | 0.0% | $27.85 | 0.0% | COMMON STOCK | 629377508 |
| CE | CELANESE CORP | 4,675 | $533K | 0.0% | $99.54 | 0.0% | COMMON STOCK | 150870103 |
| UGI | UGI CORP | 9,440 | $524K | 0.0% | $53.89 | 0.0% | COMMON STOCK | 902681105 |
| R | RYDER SYSTEM INC | 7,170 | $524K | 0.0% | $76.23 | 0.0% | COMMON STOCK | 783549108 |
| — | HOLLYFRONTIER CORP | 7,480 | $523K | 0.0% | $69.92 | — | COMMON STOCK | 436106108 |
| CALM | CAL-MAINE FOODS INC | 10,620 | $513K | 0.0% | $36.60 | 0.0% | COMMON STOCK | 128030202 |
| SCHM | SCHWAB US MID CAP ETF | 8,727 | $505K | 0.0% | $49.43 | — | COMMON STOCK | 808524508 |
| — | WEIGHT WATCHERS INTL INC | 6,990 | $503K | 0.0% | $71.96 | — | COMMON STOCK | 948626106 |
| INFY | INFOSYS LTD-SP ADR | 48,600 | $494K | 0.0% | $13.90 | — | COMMON STOCK | 456788108 |
| PSK | SPDR WELLS FARGO PREFERRED | 11,575 | $493K | 0.0% | $42.59 | — | COMMON STOCK | 78464A292 |
| PFF | ISHARES US PREFERRED STOCK E | 13,275 | $493K | 0.0% | $37.14 | — | COMMON STOCK | 464288687 |
| DCH | AMERICAN AXLE & MFG HOLDINGS | 27,700 | $483K | 0.0% | $17.19 | 0.0% | COMMON STOCK | 024061103 |
| CDW | CDW CORP/DE | 5,430 | $483K | 0.0% | $79.14 | 0.0% | COMMON STOCK | 12514G108 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 2,725 | $482K | 0.0% | $160.21 | 0.0% | COMMON STOCK | 989207105 |
| LPLA | LPL FINANCIAL HOLDINGS INC | 7,440 | $480K | 0.0% | $66.05 | +0.4% | COMMON STOCK | 50212V100 |
| CACC | CREDIT ACCEPTANCE CORP | 1,055 | $462K | 0.0% | $419.51 | 0.0% | COMMON STOCK | 225310101 |
| NGVT | INGEVITY CORP | 4,425 | $451K | 0.0% | $96.54 | 0.0% | COMMON STOCK | 45688C107 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 9,045 | $449K | 0.0% | $42.74 | 0.0% | COMMON STOCK | 099502106 |
| IEFA | ISHARES CORE MSCI EAFE ETF | 6,950 | $445K | 0.0% | $58.91 | — | COMMON STOCK | 46432F842 |
| IRMD | IRADIMED CORP | 11,740 | $436K | 0.0% | $24.66 | 0.0% | COMMON STOCK | 46266A109 |
| CBSH | COMMERCE BANCSHARES INC | 6,510 | $430K | 0.0% | $45.32 | 0.0% | COMMON STOCK | 200525103 |
| — | TCF FINANCIAL CORP | 17,990 | $428K | 0.0% | $23.79 | — | COMMON STOCK | 872275102 |
| — | CITRIX SYSTEMS INC | 3,840 | $427K | 0.0% | $111.20 | — | COMMON STOCK | 177376100 |
| — | QUIDEL CORP | 6,470 | $422K | 0.0% | $65.22 | — | COMMON STOCK | 74838J101 |
| — | LIVE NATION ENTERTAINMEN | 267,000 | $421K | 0.0% | $1.23 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| EVR | EVERCORE INC | 4,190 | $421K | 0.0% | $91.33 | 0.0% | COMMON STOCK | 29977A105 |
| LGND | LIGAND PHARMACEUTICALS | 1,530 | $420K | 0.0% | $150.76 | 0.0% | COMMON STOCK | 53220K504 |
| — | PGT INNOVATIONS INC | 19,380 | $419K | 0.0% | $21.62 | — | COMMON STOCK | 69336V101 |
| GNRC | GENERAC HOLDINGS INC | 7,410 | $418K | 0.0% | $54.80 | 0.0% | COMMON STOCK | 368736104 |
| INGN | INOGEN INC | 1,700 | $415K | 0.0% | $231.25 | 0.0% | COMMON STOCK | 45780L104 |
| MEDP | MEDPACE HOLDINGS INC | 6,870 | $412K | 0.0% | $54.70 | 0.0% | COMMON STOCK | 58506Q109 |
| ARCB | ARCBEST CORP | 8,490 | $412K | 0.0% | $44.58 | 0.0% | COMMON STOCK | 03937C105 |
| THC | TENET HEALTHCARE CORP | 14,490 | $412K | 0.0% | $33.02 | 0.0% | COMMON STOCK | 88033G407 |
| HAE | HAEMONETICS CORP/MASS | 3,600 | $412K | 0.0% | $103.52 | 0.0% | COMMON STOCK | 405024100 |
| SKYW | SKYWEST INC | 7,000 | $412K | 0.0% | $59.20 | 0.0% | COMMON STOCK | 830879102 |
| — | GARDNER DENVER HOLDINGS INC | 14,490 | $411K | 0.0% | $28.36 | — | COMMON STOCK | 36555P107 |
| — | GENOMIC HEALTH INC | 5,840 | $410K | 0.0% | $70.21 | — | COMMON STOCK | 37244C101 |
| — | NCI BUILDING SYSTEMS INC | 26,960 | $408K | 0.0% | $15.13 | — | COMMON STOCK | 628852204 |
| — | H&E EQUIPMENT SERVICES INC | 10,810 | $408K | 0.0% | $37.74 | — | COMMON STOCK | 404030108 |
| WMS | ADVANCED DRAINAGE SYSTEMS IN | 13,220 | $408K | 0.0% | $28.02 | 0.0% | COMMON STOCK | 00790R104 |
| — | CONTINENTAL BUILDING PRODUCT | 10,770 | $404K | 0.0% | $37.51 | — | COMMON STOCK | 211171103 |
| MYGN | MYRIAD GENETICS INC | 8,770 | $403K | 0.0% | $44.47 | 0.0% | COMMON STOCK | 62855J104 |
| TEX | TEREX CORP | 10,040 | $401K | 0.0% | $40.66 | 0.0% | COMMON STOCK | 880779103 |
| AMWD | AMERICAN WOODMARK CORP | 5,040 | $395K | 0.0% | $85.40 | 0.0% | COMMON STOCK | 030506109 |
| PGR | PROGRESSIVE CORP | 5,050 | $359K | 0.0% | $19.50 | +160.2% | COMMON STOCK | 743315103 |
| LYB | LYONDELLBASELL INDU | 3,470 | $356K | 0.0% | $40.97 | +67.7% | COMMON STOCK | N53745100 |
| NWL | NEWELL BRANDS INC | 17,525 | $356K | 0.0% | $31.35 | -47.1% | COMMON STOCK | 651229106 |
| SEI | SOLARIS OILFIELD INFRAST | 17,900 | $338K | 0.0% | $11.96 | 0.0% | COMMON STOCK | 83418M103 |
| RS | RELIANCE STEEL & ALUMINUM | 3,940 | $336K | 0.0% | $88.52 | 0.0% | COMMON STOCK | 759509102 |
| AD | US CELLULAR CORP | 7,410 | $332K | 0.0% | $23.34 | 0.0% | COMMON STOCK | 911684108 |
| BCC | BOISE CASCADE CO | 8,970 | $330K | 0.0% | $29.59 | 0.0% | COMMON STOCK | 09739D100 |
| SCHA | SCHWAB US SMALL-CAP ETF | 4,287 | $327K | 0.0% | $65.39 | — | COMMON STOCK | 808524607 |
| RYZ | RYERSON HOLDING CORP | 28,520 | $322K | 0.0% | $11.24 | 0.0% | COMMON STOCK | 783754104 |
| QNST | QUINSTREET INC | 23,130 | $314K | 0.0% | $14.16 | 0.0% | COMMON STOCK | 74874Q100 |
| UPLD | UPLAND SOFTWARE INC | 9,620 | $311K | 0.0% | $34.61 | 0.0% | COMMON STOCK | 91544A109 |
| ETSY | ETSY INC | 6,020 | $309K | 0.0% | $46.04 | 0.0% | COMMON STOCK | 29786A106 |
| — | NANOMETRICS INC | 8,200 | $308K | 0.0% | $37.56 | — | COMMON STOCK | 630077105 |
| — | SEAGATE TECHNOLOGY | 6,470 | $306K | 0.0% | $47.30 | — | COMMON STOCK | G7945M107 |
| — | PROOFPOINT INC | 2,870 | $305K | 0.0% | $106.27 | — | COMMON STOCK | 743424103 |
| — | TECHTARGET | 15,730 | $305K | 0.0% | $19.39 | — | COMMON STOCK | 87874R100 |
| — | CYPRESS SEMICONDUCTOR CORP | 20,770 | $301K | 0.0% | $14.49 | — | COMMON STOCK | 232806109 |
| — | INGERSOLL-RAND PLC | 2,935 | $300K | 0.0% | $89.61 | — | COMMON STOCK | G47791101 |
| — | SMART GLOBAL HOLDINGS INC | 10,430 | $300K | 0.0% | $28.76 | — | COMMON STOCK | G8232Y101 |
| — | MATCH GROUP INC | 5,180 | $300K | 0.0% | $57.92 | — | COMMON STOCK | 57665R106 |
| LITE | LUMENTUM HOLDINGS INC | 4,970 | $298K | 0.0% | $59.82 | 0.0% | COMMON STOCK | 55024U109 |
| CDNS | CADENCE DESIGN SYS INC | 6,500 | $295K | 0.0% | $45.52 | 0.0% | COMMON STOCK | 127387108 |
| — | ELECTRO SCIENTIFIC INDS INC | 16,930 | $295K | 0.0% | $17.42 | — | COMMON STOCK | 285229100 |
| WEX | WEX INC | 1,470 | $295K | 0.0% | $191.78 | 0.0% | COMMON STOCK | 96208T104 |
| ENTG | ENTEGRIS INC | 10,190 | $295K | 0.0% | $32.48 | 0.0% | COMMON STOCK | 29362U104 |
| WIX | WIX.COM LTD | 2,460 | $294K | 0.0% | $106.98 | 0.0% | COMMON STOCK | M98068105 |
| EEFT | EURONET WORLDWIDE INC | 2,920 | $293K | 0.0% | $94.17 | 0.0% | COMMON STOCK | 298736109 |
| IT | GARTNER INC | 1,840 | $292K | 0.0% | $144.99 | 0.0% | COMMON STOCK | 366651107 |
| CARG | CARGURUS INC | 5,250 | $292K | 0.0% | $46.22 | 0.0% | COMMON STOCK | 141788109 |
| — | MOMO INC-SPON ADR | 6,640 | $291K | 0.0% | $43.83 | — | COMMON STOCK | 60879B107 |
| YELP | YELP INC | 5,870 | $289K | 0.0% | $27.74 | +57.5% | COMMON STOCK | 985817105 |
| TTD | TRADE DESK INC/THE | 1,900 | $287K | 0.0% | $11.86 | 0.0% | COMMON STOCK | 88339J105 |
| EWBC | EAST WEST BANCORP INC | 4,700 | $284K | 0.0% | $53.25 | 0.0% | COMMON STOCK | 27579R104 |
| WTFC | WINTRUST FINANCIAL CORP | 3,330 | $283K | 0.0% | $89.02 | 0.0% | COMMON STOCK | 97650W108 |
| MTG | MGIC INVESTMENT CORP | 21,200 | $282K | 0.0% | $12.39 | 0.0% | COMMON STOCK | 552848103 |
| — | TRISTATE CAPITAL HLDGS INC | 10,220 | $282K | 0.0% | $27.59 | — | COMMON STOCK | 89678F100 |
| — | ATHENE HOLDING LTD | 5,430 | $281K | 0.0% | $51.75 | — | COMMON STOCK | G0684D107 |
| CHCO | CITY HOLDING CO | 3,620 | $278K | 0.0% | $63.61 | 0.0% | COMMON STOCK | 177835105 |
| — | LAZARD LTD | 5,770 | $278K | 0.0% | $48.18 | — | COMMON STOCK | G54050102 |
| FCF | FIRST COMMONWEALTH FINL CORP | 17,220 | $278K | 0.0% | $12.72 | 0.0% | COMMON STOCK | 319829107 |
| — | PROSPECT CAPITAL CORP | 275,000 | $277K | 0.0% | $1.01 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| NMIH | NMI HOLDINGS INC | 12,120 | $275K | 0.0% | $20.87 | 0.0% | COMMON STOCK | 629209305 |
| — | PACWEST BANCORP | 5,750 | $274K | 0.0% | $47.65 | — | COMMON STOCK | 695263103 |
| CWB | SPDR BBG BARC CONVERTIBLE | 5,085 | $274K | 0.0% | $53.88 | — | COMMON STOCK | 78464A359 |
| AB | ALLIANCEBERNSTEIN HOLDING LP | 9,000 | $274K | 0.0% | $30.44 | — | COMMON STOCK | 01881G106 |
| IBCP | INDEPENDENT BANK CORP | 11,560 | $273K | 0.0% | $18.64 | 0.0% | COMMON STOCK | 453838609 |
| LNG | CHENIERE ENERGY INC | 3,690 | $256K | 0.0% | $61.56 | +4.7% | COMMON STOCK | 16411R208 |
| — | WHITING PETROLEUM CORP | 4,800 | $255K | 0.0% | $52.77 | — | COMMON STOCK | 966387409 |
| VNM | VANECK VECTORS VIETNAM ETF | 14,400 | $242K | 0.0% | $16.20 | — | COMMON STOCK | 92189F817 |
| PBF | PBF ENERGY INC-CLASS A | 4,500 | $225K | 0.0% | $47.52 | 0.0% | COMMON STOCK | 69318G106 |
| CF | CF INDUSTRIES HOLDINGS INC | 4,032 | $220K | 0.0% | $40.15 | 0.0% | COMMON STOCK | 125269100 |
| NTAP | NETAPP INC | 2,395 | $206K | 0.0% | $67.55 | 0.0% | COMMON STOCK | 64110D104 |
| — | VMWARE INC | 1,305 | $204K | 0.0% | $156.32 | — | COMMON STOCK | 928563402 |
| EQR | EQUITY RESIDENTIAL | 3,050 | $202K | 0.0% | $45.63 | +10.0% | COMMON STOCK | 29476L107 |
| — | NOBLE CORP PLC | 24,000 | $169K | 0.0% | $36.90 | — | COMMON STOCK | G65431101 |
| — | NUANCE COMMUNICATIONS | 95,000 | $97,000 | 0.0% | $1.03 | — | CONVERTIBLE SECURITY | 67020YAG5 |
| IBN | ICICI BANK LTD | 10,900 | $93,000 | 0.0% | $9.50 | — | COMMON STOCK | 45104G104 |
| — | ATLAS AIR WORLDWIDE HLDG | 53,000 | $64,000 | 0.0% | $1.23 | — | CONVERTIBLE SECURITY | 049164BJ4 |