Location: Naperville, IL
CIK: 0001316507 · Show all filings
Period: Q4 2018 (← Previous) (Next →)
Filing Date: Jan 24, 2019
Total Value: $15.15B (76.4% shares, 23.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| MSFT | MICROSOFT CORP | 3,422,119 | $348M | 2.3% | $101.57 * | $39.99 | +137.6% | COMMON STOCK | 594918104 |
| SPY | SPDR S&P 500 ETF TRUST | 1,374,934 | $344M | 2.3% | $249.92 | $270.55 | -7.6% | COMMON STOCK | 78462F103 |
| AAPL | APPLE INC | 2,099,058 | $331M | 2.2% | $157.74 * | $19.21 | +95.2% | COMMON STOCK | 037833100 |
| GOOGL | ALPHABET INC | 267,852 | $280M | 1.8% | $1044.96 * | $38.07 | +36.2% | COMMON STOCK | 02079K305 |
| AMZN | AMAZON.COM INC | 181,658 | $273M | 1.8% | $1501.97 * | $26.32 | +185.3% | COMMON STOCK | 023135106 |
| — | SPDR S&P 500 ETF | 1,000,000 | $250M | 1.6% | $249.92 | — | — | Put | 78462F953 |
| META | FACEBOOK INC-CLASS A | 1,810,564 | $237M | 1.6% | $131.09 | $93.95 | +38.6% | COMMON STOCK | 30303M102 |
| JNJ | JOHNSON & JOHNSON | 1,590,892 | $205M | 1.4% | $129.05 * | $77.91 | +36.1% | COMMON STOCK | 478160104 |
| JPM | JPMORGAN CHASE & CO | 1,880,517 | $184M | 1.2% | $97.62 * | $45.57 | +76.1% | COMMON STOCK | 46625H100 |
| BAC | BANK OF AMERICA CORP | 7,086,696 | $175M | 1.2% | $24.64 * | $17.90 | +16.2% | COMMON STOCK | 060505104 |
| — | ISHARES 20 YEAR TREASURY BOND | 1,223,500 | $149M | 1.0% | $121.51 | — | — | Call | 464287902 |
| — | WORKDAY INC | 111,639,000 | $138M | 0.9% | $1.24 | $1.24 | — | CONVERTIBLE SECURITY | 98138HAF8 |
| V | VISA INC-CLASS A SHARES | 999,506 | $132M | 0.9% | $131.94 * | $75.42 | +66.6% | COMMON STOCK | 92826C839 |
| UNH | UNITEDHEALTH GROUP INC | 513,625 | $128M | 0.8% | $249.12 * | $148.31 | +49.8% | COMMON STOCK | 91324P102 |
| — | INTEL CORP | 51,573,000 | $118M | 0.8% | $2.29 | $1.73 | — | CONVERTIBLE SECURITY | 458140AF7 |
| — | ADVANCED MICRO DEVICES | 47,988,000 | $116M | 0.8% | $2.42 | $1.69 | — | CONVERTIBLE SECURITY | 007903BD8 |
| DIS | WALT DISNEY CO/THE | 1,049,035 | $115M | 0.8% | $109.65 * | $86.48 | +22.4% | COMMON STOCK | 254687106 |
| — | ISHARES CHINA LARGE CAP ETF | 2,871,800 | $112M | 0.7% | $39.07 | — | — | Call | 464287904 |
| — | TESLA INC | 99,187,000 | $111M | 0.7% | $1.12 | $0.91 | — | CONVERTIBLE SECURITY | 88160RAC5 |
| — | NEXTERA ENERGY INC | 1,901,770 | $110M | 0.7% | $57.64 | $54.40 | — | CONVERTIBLE PREFERRED SECURITY | 65339F820 |
| MCD | MCDONALD'S CORP | 601,174 | $107M | 0.7% | $177.57 * | $114.16 | +32.2% | COMMON STOCK | 580135101 |
| — | BOOKING HOLDINGS INC | 78,935,000 | $106M | 0.7% | $1.34 | $1.44 | — | CONVERTIBLE SECURITY | 741503AS5 |
| CVX | CHEVRON CORP | 923,105 | $100M | 0.7% | $108.79 * | $73.39 | +9.0% | COMMON STOCK | 166764100 |
| XOM | EXXON MOBIL CORP | 1,462,707 | $99.74M | 0.7% | $68.19 * | $55.76 | -11.7% | COMMON STOCK | 30231G102 |
| — | MICROCHIP TECHNOLOGY INC | 102,367,000 | $99.31M | 0.7% | $0.97 | $1.20 | — | CONVERTIBLE SECURITY | 595017AF1 |
| PFE | PFIZER INC | 2,200,965 | $96.07M | 0.6% | $43.65 * | $18.45 | +63.0% | COMMON STOCK | 717081103 |
| GS | GOLDMAN SACHS GROUP INC | 554,275 | $92.59M | 0.6% | $167.05 * | $195.39 | -27.4% | COMMON STOCK | 38141G104 |
| DAL | DELTA AIR LINES INC | 1,845,044 | $92.07M | 0.6% | $49.90 * | $42.81 | +9.6% | COMMON STOCK | 247361702 |
| WMT | WALMART INC | 963,699 | $89.77M | 0.6% | $93.15 * | $23.47 | +19.2% | COMMON STOCK | 931142103 |
| HD | HOME DEPOT INC | 518,907 | $89.16M | 0.6% | $171.82 * | $79.59 | +81.8% | COMMON STOCK | 437076102 |
| KO | COCA-COLA CO/THE | 1,813,592 | $85.87M | 0.6% | $47.35 * | $29.19 | +30.8% | COMMON STOCK | 191216100 |
| — | CROWN CASTLE INTL CORP | 81,506 | $85.77M | 0.6% | $1052.25 | $1076.82 | — | CONVERTIBLE PREFERRED SECURITY | 22822V309 |
| VZ | VERIZON COMMUNICATIONS INC | 1,515,575 | $85.21M | 0.6% | $56.22 * | $30.65 | +25.0% | COMMON STOCK | 92343V104 |
| UNP | UNION PACIFIC CORP | 612,941 | $84.73M | 0.6% | $138.23 * | $87.89 | +34.7% | COMMON STOCK | 907818108 |
| PG | PROCTER & GAMBLE CO/THE | 920,150 | $84.58M | 0.6% | $91.92 * | $62.83 | +22.5% | COMMON STOCK | 742718109 |
| BRK/B | BERKSHIRE HATHAWAY INC | 408,418 | $83.39M | 0.6% | $204.18 | $152.52 | +33.9% | COMMON STOCK | 084670702 |
| MA | MASTERCARD INC - A | 434,273 | $81.93M | 0.5% | $188.65 * | $88.38 | +105.2% | COMMON STOCK | 57636Q104 |
| — | DOWDUPONT INC | 1,513,481 | $80.94M | 0.5% | $53.48 | $68.93 | — | COMMON STOCK | 26078J100 |
| AIG | AMERICAN INTERNATIONAL GROUP | 2,050,074 | $80.79M | 0.5% | $39.41 * | $45.22 | -27.3% | COMMON STOCK | 026874784 |
| MDT | MEDTRONIC PLC | 886,049 | $80.59M | 0.5% | $90.96 * | $70.46 | +7.1% | COMMON STOCK | G5960L103 |
| — | MICRON TECHNOLOGY INC | 25,000,000 | $79.44M | 0.5% | $3.18 | $3.67 | — | CONVERTIBLE SECURITY | 595112AX1 |
| — | ILLUMINA INC | 64,089,000 | $78.05M | 0.5% | $1.22 | $1.13 | — | CONVERTIBLE SECURITY | 452327AF6 |
| HON | HONEYWELL INTERNATIONAL INC | 588,174 | $77.71M | 0.5% | $132.12 * | $87.46 | +23.1% | COMMON STOCK | 438516106 |
| BAX | BAXTER INTERNATIONAL INC | 1,166,933 | $76.81M | 0.5% | $65.82 * | $39.15 | +47.8% | COMMON STOCK | 071813109 |
| — | E TRADE FINANCIAL CORP | 1,677,061 | $73.59M | 0.5% | $43.88 | $43.76 | — | COMMON STOCK | 269246401 |
| CSCO | CISCO SYSTEMS INC | 1,678,710 | $72.74M | 0.5% | $43.33 * | $26.97 | +29.7% | COMMON STOCK | 17275R102 |
| — | BECTON DICKINSON AND CO | 1,243,865 | $71.73M | 0.5% | $57.67 | $55.24 | — | CONVERTIBLE PREFERRED SECURITY | 075887208 |
| CBOE | CBOE GLOBAL MARKETS INC | 732,593 | $71.67M | 0.5% | $97.83 * | $94.35 | -5.4% | COMMON STOCK | 12503M108 |
| — | ALEXION PHARMACEUTICALS INC | 734,362 | $71.5M | 0.5% | $97.36 | $122.47 | — | COMMON STOCK | 015351109 |
| LOW | LOWE'S COS INC | 773,570 | $71.45M | 0.5% | $92.36 * | $73.38 | +10.6% | COMMON STOCK | 548661107 |
| BA | BOEING CO/THE | 219,163 | $70.68M | 0.5% | $322.50 * | $187.93 | +66.7% | COMMON STOCK | 097023105 |
| MRK | MERCK & CO. INC. | 921,151 | $70.39M | 0.5% | $76.41 * | $35.33 | +66.1% | COMMON STOCK | 58933Y105 |
| — | CITRIX SYSTEMS INC | 48,601,000 | $68.93M | 0.5% | $1.42 | $1.10 | — | CONVERTIBLE SECURITY | 177376AD2 |
| — | LABORATORY CRP OF AMER HLDGS | 541,275 | $68.4M | 0.5% | $126.36 | $159.87 | — | COMMON STOCK | 50540R409 |
| CMCSA | COMCAST CORP-CLASS A | 1,989,620 | $67.75M | 0.4% | $34.05 * | $25.07 | +13.8% | COMMON STOCK | 20030N101 |
| — | WELLS FARGO & COMPANY | 53,481 | $67.49M | 0.4% | $1261.96 | $1222.32 | — | CONVERTIBLE PREFERRED SECURITY | 949746804 |
| C | CITIGROUP INC | 1,283,040 | $66.8M | 0.4% | $52.06 * | $39.92 | +2.0% | COMMON STOCK | 172967424 |
| APD | AIR PRODUCTS & CHEMICALS INC | 412,683 | $66.05M | 0.4% | $160.05 * | $131.13 | +3.3% | COMMON STOCK | 009158106 |
| MS | MORGAN STANLEY | 1,661,666 | $65.89M | 0.4% | $39.65 * | $33.76 | -5.6% | COMMON STOCK | 617446448 |
| — | STANLEY BLACK & DECKER INC | 545,500 | $65.32M | 0.4% | $119.74 | — | — | Call | 854502901 |
| ELV | ANTHEM INC | 245,464 | $64.47M | 0.4% | $262.63 * | $193.43 | +23.8% | COMMON STOCK | 036752103 |
| GOOG | ALPHABET INC | 62,018 | $64.23M | 0.4% | $1035.60 * | $40.97 | +25.4% | COMMON STOCK | 02079K107 |
| EMR | EMERSON ELECTRIC CO | 1,024,809 | $61.23M | 0.4% | $59.75 * | $54.25 | -6.5% | COMMON STOCK | 291011104 |
| — | SQUARE INC | 25,000,000 | $60.89M | 0.4% | $2.44 | $2.21 | — | CONVERTIBLE SECURITY | 852234AB9 |
| — | ISHARES MSCI EAFE ETF | 1,034,500 | $60.81M | 0.4% | $58.78 | — | — | Call | 464287905 |
| — | DTE ENERGY CO | 1,176,988 | $60.8M | 0.4% | $51.66 | $52.44 | — | CONVERTIBLE PREFERRED SECURITY | 233331883 |
| T | AT&T INC | 2,098,548 | $59.89M | 0.4% | $28.54 * | $13.05 | -0.3% | COMMON STOCK | 00206R102 |
| ABBV | ABBVIE INC | 646,531 | $59.6M | 0.4% | $92.19 * | $64.57 | +5.4% | COMMON STOCK | 00287Y109 |
| — | FORTIVE CORPORATION | 62,687 | $56.89M | 0.4% | $907.59 | $1078.82 | — | CONVERTIBLE PREFERRED SECURITY | 34959J207 |
| — | RAYTHEON COMPANY | 370,451 | $56.81M | 0.4% | $153.35 | $162.80 | — | COMMON STOCK | 755111507 |
| PEP | PEPSICO INC | 512,802 | $56.65M | 0.4% | $110.48 * | $67.29 | +32.8% | COMMON STOCK | 713448108 |
| — | LIBERTY MEDIA CORP | 52,537,000 | $55.88M | 0.4% | $1.06 | $0.98 | — | CONVERTIBLE SECURITY | 531229AB8 |
| USB | US BANCORP | 1,219,527 | $55.73M | 0.4% | $45.70 * | $38.52 | -11.1% | COMMON STOCK | 902973304 |
| NFLX | NETFLIX INC | 206,543 | $55.28M | 0.4% | $267.66 * | $20.34 | +31.6% | COMMON STOCK | 64110L106 |
| CRM | SALESFORCE.COM INC | 399,246 | $54.69M | 0.4% | $136.97 | $97.80 | +38.4% | COMMON STOCK | 79466L302 |
| AMAT | APPLIED MATERIALS INC | 1,638,765 | $53.65M | 0.4% | $32.74 * | $30.84 | -1.5% | COMMON STOCK | 038222105 |
| — | BANK OF AMERICA CORP | 42,792 | $53.6M | 0.4% | $1252.50 | $1172.32 | — | CONVERTIBLE PREFERRED SECURITY | 060505682 |
| — | BIOMARIN PHARMACEUTICAL | 47,578,000 | $53.06M | 0.4% | $1.12 | $1.13 | — | CONVERTIBLE SECURITY | 09061GAF8 |
| — | ISHARES CHINA LARGE CAP ETF | 1,334,000 | $52.13M | 0.3% | $39.08 | — | — | Put | 464287954 |
| — | NXP SEMICONDUCTOR NV | 51,422,000 | $51.53M | 0.3% | $1.00 | $1.09 | — | CONVERTIBLE SECURITY | 62952QAB6 |
| KMX | CARMAX INC | 818,498 | $51.34M | 0.3% | $62.73 | $70.01 | -10.4% | COMMON STOCK | 143130102 |
| — | ON SEMICONDUCTOR CORP | 47,781,000 | $51.09M | 0.3% | $1.07 | $1.25 | — | CONVERTIBLE SECURITY | 682189AP0 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 676,737 | $50.98M | 0.3% | $75.33 * | $51.03 | +34.9% | COMMON STOCK | 45866F104 |
| MGM | MGM RESORTS INTERNATIONAL | 2,093,620 | $50.79M | 0.3% | $24.26 * | $28.46 | -17.0% | COMMON STOCK | 552953101 |
| — | TESLA INC | 41,305,000 | $49.96M | 0.3% | $1.21 | $1.04 | — | CONVERTIBLE SECURITY | 88160RAD3 |
| PM | PHILIP MORRIS INTERNATIONAL | 735,702 | $49.12M | 0.3% | $66.76 * | $57.17 | -18.8% | COMMON STOCK | 718172109 |
| — | LUMENTUM HOLDINGS INC | 47,299,000 | $47.34M | 0.3% | $1.00 | $1.26 | — | CONVERTIBLE SECURITY | 55024UAB5 |
| — | SERVICENOW INC | 33,000,000 | $46.54M | 0.3% | $1.41 | $1.41 | — | CONVERTIBLE SECURITY | 81762PAC6 |
| — | NUVASIVE INC | 44,100,000 | $46.46M | 0.3% | $1.05 | $1.31 | — | CONVERTIBLE SECURITY | 670704AG0 |
| WFC | WELLS FARGO & CO | 1,002,358 | $46.19M | 0.3% | $46.08 * | $36.11 | +5.1% | COMMON STOCK | 949746101 |
| — | REALPAGE INC | 35,272,000 | $45.73M | 0.3% | $1.30 | $1.40 | — | CONVERTIBLE SECURITY | 75606NAB5 |
| CAT | CATERPILLAR INC | 355,288 | $45.15M | 0.3% | $127.07 * | $87.63 | +24.5% | COMMON STOCK | 149123101 |
| — | ON SEMICONDUCTOR CORP | 40,898,000 | $45.05M | 0.3% | $1.10 | $0.97 | — | CONVERTIBLE SECURITY | 682189AK1 |
| — | ALLERGAN PLC | 336,248 | $44.94M | 0.3% | $133.66 | $182.70 | — | COMMON STOCK | G0177J108 |
| CSX | CSX CORP | 706,652 | $43.9M | 0.3% | $62.13 * | $11.73 | +60.7% | COMMON STOCK | 126408103 |
| AMT | AMERICAN TOWER CORP | 274,805 | $43.47M | 0.3% | $158.19 * | $110.22 | +19.5% | COMMON STOCK | 03027X100 |
| — | SILICON LABORATORIES INC | 40,486,000 | $42.69M | 0.3% | $1.05 | $1.16 | — | CONVERTIBLE SECURITY | 826919AB8 |
| PYPL | PAYPAL HOLDINGS INC | 506,688 | $42.61M | 0.3% | $84.09 | $73.08 | +14.8% | COMMON STOCK | 70450Y103 |
| — | GUIDEWIRE SOFTWARE INC | 42,994,000 | $41.44M | 0.3% | $0.96 | $0.98 | — | CONVERTIBLE SECURITY | 40171VAA8 |
| — | HERBALIFE LTD | 30,000,000 | $41.27M | 0.3% | $1.38 | $1.17 | — | CONVERTIBLE SECURITY | 42703MAB9 |
| FSLR | FIRST SOLAR INC | 968,163 | $41.1M | 0.3% | $42.45 | $65.02 | -34.7% | COMMON STOCK | 336433107 |
| NVDA | NVIDIA CORP | 307,466 | $41.05M | 0.3% | $133.50 * | $4.17 | -20.7% | COMMON STOCK | 67066G104 |
| — | SPDR S&P 500 ETF | 163,800 | $40.94M | 0.3% | $249.92 | — | — | Call | 78462F903 |
| HUM | HUMANA INC | 142,747 | $40.89M | 0.3% | $286.48 * | $253.12 | +6.5% | COMMON STOCK | 444859102 |
| MHK | MOHAWK INDUSTRIES INC | 349,339 | $40.86M | 0.3% | $116.96 | $210.76 | -44.5% | COMMON STOCK | 608190104 |
| — | CTRIP.COM INTL LTD | 40,896,000 | $39.55M | 0.3% | $0.97 | $1.12 | — | CONVERTIBLE SECURITY | 22943FAH3 |
| — | SEMPRA ENERGY | 399,330 | $38.51M | 0.3% | $96.44 | $100.94 | — | CONVERTIBLE PREFERRED SECURITY | 816851505 |
| — | HESS CORP | 749,569 | $37.22M | 0.2% | $49.65 | $60.10 | — | CONVERTIBLE PREFERRED SECURITY | 42809H404 |
| — | SEMPRA ENERGY | 389,106 | $37.01M | 0.2% | $95.11 | $102.89 | — | CONVERTIBLE PREFERRED SECURITY | 816851406 |
| MDLZ | MONDELEZ INTERNATIONAL INC-A | 913,743 | $36.58M | 0.2% | $40.03 * | $26.83 | +26.0% | COMMON STOCK | 609207105 |
| ACN | ACCENTURE PLC | 259,042 | $36.53M | 0.2% | $141.01 * | $93.79 | +36.0% | COMMON STOCK | G1151C101 |
| EXC | EXELON CORP | 809,156 | $36.49M | 0.2% | $45.10 * | $18.83 | +33.7% | COMMON STOCK | 30161N101 |
| BKNG | BOOKING HOLDINGS INC | 21,129 | $36.39M | 0.2% | $1722.42 | $1930.98 | -12.2% | COMMON STOCK | 09857L108 |
| INTC | INTEL CORP | 772,256 | $36.24M | 0.2% | $46.93 * | $24.17 | +67.1% | COMMON STOCK | 458140100 |
| NKE | NIKE INC | 488,693 | $36.23M | 0.2% | $74.14 * | $49.66 | +36.3% | COMMON STOCK | 654106103 |
| — | INTL FLAVOR & FRAGRANCES | 711,092 | $36.05M | 0.2% | $50.70 | $57.50 | — | CONVERTIBLE PREFERRED SECURITY | 459506309 |
| NOC | NORTHROP GRUMMAN CORP | 146,905 | $35.98M | 0.2% | $244.90 * | $192.26 | +13.6% | COMMON STOCK | 666807102 |
| — | PALO ALTO NETWORKS | 21,062,000 | $35.95M | 0.2% | $1.71 | $1.68 | — | CONVERTIBLE SECURITY | 697435AB1 |
| — | ROYAL GOLD INC | 35,745,000 | $35.9M | 0.2% | $1.00 | $1.11 | — | CONVERTIBLE SECURITY | 780287AA6 |
| — | BOOKING HOLDINGS INC | 20,800 | $35.83M | 0.2% | $1722.40 | — | — | Put | 09857L958 |
| GILD | GILEAD SCIENCES INC | 560,272 | $35.05M | 0.2% | $62.55 * | $53.57 | -10.8% | COMMON STOCK | 375558103 |
| — | II-VI INC | 36,047,000 | $34.75M | 0.2% | $0.96 | $1.14 | — | CONVERTIBLE SECURITY | 902104AB4 |
| COST | COSTCO WHOLESALE CORP | 170,335 | $34.7M | 0.2% | $203.71 * | $98.22 | +87.8% | COMMON STOCK | 22160K105 |
| EW | EDWARDS LIFESCIENCES CORP | 225,976 | $34.61M | 0.2% | $153.17 * | $45.90 | +11.2% | COMMON STOCK | 28176E108 |
| — | ENVESTNET INC | 33,768,000 | $33.95M | 0.2% | $1.01 | $1.08 | — | CONVERTIBLE SECURITY | 29404KAA4 |
| — | ARES CAPITAL CORP | 33,276,000 | $33.36M | 0.2% | $1.00 | $1.02 | — | CONVERTIBLE SECURITY | 04010LAT0 |
| ORCL | ORACLE CORP | 737,879 | $33.31M | 0.2% | $45.15 * | $37.78 | +7.7% | COMMON STOCK | 68389X105 |
| — | INPHI CORP | 35,985,000 | $33.3M | 0.2% | $0.93 | $1.00 | — | CONVERTIBLE SECURITY | 45772FAC1 |
| — | ALIBABA GROUP HOLDING LTD | 242,800 | $33.28M | 0.2% | $137.07 | — | — | Call | 01609W902 |
| ABT | ABBOTT LABORATORIES | 455,561 | $32.95M | 0.2% | $72.33 * | $40.40 | +58.4% | COMMON STOCK | 002824100 |
| — | RED HAT INC | 187,200 | $32.88M | 0.2% | $175.64 | — | — | Call | 756577902 |
| — | AKAMAI TECHNOLOGIES INC | 32,905,000 | $32.73M | 0.2% | $0.99 | $1.01 | — | CONVERTIBLE SECURITY | 00971TAG6 |
| SLM | SLM CORP | 3,934,018 | $32.69M | 0.2% | $8.31 | $11.32 | -26.6% | COMMON STOCK | 78442P106 |
| — | J2 GLOBAL COMMUNICATIONS | 28,000,000 | $32.01M | 0.2% | $1.14 | $1.31 | — | CONVERTIBLE SECURITY | 48123VAC6 |
| — | HARRIS CORP | 237,401 | $31.97M | 0.2% | $134.65 | $124.95 | — | COMMON STOCK | 413875105 |
| — | SONY CORP | 661,000 | $31.91M | 0.2% | $48.28 | — | — | Call | 835699907 |
| LLY | ELI LILLY & CO | 275,765 | $31.91M | 0.2% | $115.72 * | $50.61 | +108.0% | COMMON STOCK | 532457108 |
| — | TAL EDUCATION GROUP | 5,250,000 | $31.89M | 0.2% | $6.07 | $1.33 | — | CONVERTIBLE SECURITY | 874080AB0 |
| AVGO | BROADCOM INC | 123,954 | $31.52M | 0.2% | $254.28 * | $19.70 | +6.9% | COMMON STOCK | 11135F101 |
| — | DEXCOM INC | 23,480,000 | $31.51M | 0.2% | $1.34 | $1.45 | — | CONVERTIBLE SECURITY | 252131AF4 |
| COF | CAPITAL ONE FINANCIAL CORP | 414,651 | $31.34M | 0.2% | $75.59 * | $78.12 | -14.3% | COMMON STOCK | 14040H105 |
| SLB | SCHLUMBERGER LTD | 868,258 | $31.33M | 0.2% | $36.08 * | $53.69 | -44.8% | COMMON STOCK | 806857108 |
| — | ILLUMINA INC | 23,763,000 | $31.23M | 0.2% | $1.31 | $1.30 | — | CONVERTIBLE SECURITY | 452327AH2 |
| A | AGILENT TECHNOLOGIES INC | 461,443 | $31.13M | 0.2% | $67.46 * | $61.18 | +5.0% | COMMON STOCK | 00846U101 |
| — | INTEGRATED DEVICE TECH | 20,034,000 | $30.96M | 0.2% | $1.55 | $1.27 | — | CONVERTIBLE SECURITY | 458118AC0 |
| — | GREENBRIER COS INC | 31,561,000 | $30.95M | 0.2% | $0.98 | $1.15 | — | CONVERTIBLE SECURITY | 393657AK7 |
| — | LENDINGTREE INC | 25,000,000 | $30.85M | 0.2% | $1.23 | $1.22 | — | CONVERTIBLE SECURITY | 52603BAA5 |
| ADBE | ADOBE INC | 134,641 | $30.46M | 0.2% | $226.24 | $201.62 | +12.2% | COMMON STOCK | 00724F101 |
| — | RED HAT INC | 12,823,000 | $30.45M | 0.2% | $2.37 | $1.40 | — | CONVERTIBLE SECURITY | 756577AD4 |
| LMT | LOCKHEED MARTIN CORP | 115,510 | $30.25M | 0.2% | $261.84 * | $159.18 | +36.3% | COMMON STOCK | 539830109 |
| — | IONIS PHARMACEUTICALS IN | 28,007,000 | $30.14M | 0.2% | $1.08 | $1.11 | — | CONVERTIBLE SECURITY | 464337AJ3 |
| — | ECHO GLOBAL LOGISTICS | 30,826,000 | $29.82M | 0.2% | $0.97 | $1.04 | — | CONVERTIBLE SECURITY | 27875TAA9 |
| — | DISH NETWORK CORP | 37,500,000 | $29.79M | 0.2% | $0.79 | $0.85 | — | CONVERTIBLE SECURITY | 25470MAD1 |
| TMO | THERMO FISHER SCIENTIFIC INC | 132,462 | $29.64M | 0.2% | $223.79 | $131.41 | +67.2% | COMMON STOCK | 883556102 |
| CB | CHUBB LTD | 224,768 | $29.04M | 0.2% | $129.18 * | $117.28 | -1.9% | COMMON STOCK | H1467J104 |
| — | LIBERTY MEDIA CORP | 27,927,000 | $28.84M | 0.2% | $1.03 | $1.10 | — | CONVERTIBLE SECURITY | 531229AF9 |
| — | GENERAL ELECTRIC CO | 3,800,000 | $28.77M | 0.2% | $7.57 | — | — | Call | 369604903 |
| — | PACIRA PHARMACEUTICALS | 29,077,000 | $28.76M | 0.2% | $0.99 | $0.92 | — | CONVERTIBLE SECURITY | 695127AD2 |
| LULU | LULULEMON ATHLETICA INC | 233,450 | $28.39M | 0.2% | $121.61 | $128.78 | -5.6% | COMMON STOCK | 550021109 |
| — | NEUROCRINE BIOSCIENCES | 24,100,000 | $28.33M | 0.2% | $1.18 | $1.52 | — | CONVERTIBLE SECURITY | 64125CAD1 |
| — | IH MERGER SUB LLC | 27,500,000 | $28.25M | 0.2% | $1.03 | $1.11 | — | CONVERTIBLE SECURITY | 19625XAB8 |
| EFA | ISHARES MSCI EAFE ETF | 480,425 | $28.24M | 0.2% | $58.78 | $67.96 | -13.5% | COMMON STOCK | 464287465 |
| FIS | FIDELITY NATIONAL INFO SERV | 273,064 | $28M | 0.2% | $102.55 * | $70.26 | +27.9% | COMMON STOCK | 31620M106 |
| MPC | MARATHON PETROLEUM CORP | 474,423 | $28M | 0.2% | $59.01 * | $48.95 | -3.7% | COMMON STOCK | 56585A102 |
| — | MICROCHIP TECHNOLOGY INC | 20,000,000 | $27.98M | 0.2% | $1.40 | $1.03 | — | CONVERTIBLE SECURITY | 595017AD6 |
| — | VIAVI SOLUTIONS INC | 28,515,000 | $27.97M | 0.2% | $0.98 | $1.00 | — | CONVERTIBLE SECURITY | 925550AB1 |
| BIIB | BIOGEN INC | 92,628 | $27.87M | 0.2% | $300.92 | $324.80 | -7.4% | COMMON STOCK | 09062X103 |
| COP | CONOCOPHILLIPS | 443,059 | $27.63M | 0.2% | $62.35 * | $42.22 | +16.0% | COMMON STOCK | 20825C104 |
| — | CELGENE CORP | 428,063 | $27.43M | 0.2% | $64.09 | $101.17 | — | COMMON STOCK | 151020104 |
| EOG | EOG RESOURCES INC | 312,497 | $27.25M | 0.2% | $87.21 * | $60.20 | +9.1% | COMMON STOCK | 26875P101 |
| IWN | ISHARES RUSSELL 2000 VALUE E | 252,405 | $27.14M | 0.2% | $107.54 | $119.94 | -10.3% | COMMON STOCK | 464287630 |
| — | AIR TRANSPORT SERVICES G | 27,663,000 | $26.39M | 0.2% | $0.95 | $0.95 | — | CONVERTIBLE SECURITY | 00922RAB1 |
| — | MICRON TECHNOLOGY INC | 23,842,000 | $26.29M | 0.2% | $1.10 | $1.31 | — | CONVERTIBLE SECURITY | 595112AY9 |
| — | OSI SYSTEMS INC | 28,401,000 | $26.2M | 0.2% | $0.92 | $0.91 | — | CONVERTIBLE SECURITY | 671044AD7 |
| — | STANLEY BLACK & DECKER I | 286,985 | $26.08M | 0.2% | $90.89 | $112.73 | — | CONVERTIBLE PREFERRED SECURITY | 854502887 |
| XHB | SPDR S&P HOMEBUILDERS ETF | 800,000 | $26.02M | 0.2% | $32.52 | $39.97 | -18.6% | COMMON STOCK | 78464A888 |
| — | WORLDPAY INC-CLASS A | 335,672 | $25.66M | 0.2% | $76.43 | $77.75 | — | COMMON STOCK | 981558109 |
| — | 51JOB INC | 17,500,000 | $25.62M | 0.2% | $1.46 | $1.75 | — | CONVERTIBLE SECURITY | 316827AC8 |
| PNC | PNC FINANCIAL SERVICES GROUP | 219,056 | $25.61M | 0.2% | $116.91 * | $74.92 | +21.2% | COMMON STOCK | 693475105 |
| — | VISTRA ENERGY CORP | 275,000 | $25.08M | 0.2% | $91.21 | $94.65 | — | CONVERTIBLE PREFERRED SECURITY | 92840M300 |
| SBUX | STARBUCKS CORP | 383,189 | $24.68M | 0.2% | $64.40 * | $38.87 | +42.4% | COMMON STOCK | 855244109 |
| — | QUOTIENT TECHNOLOGY INC | 25,817,000 | $24.65M | 0.2% | $0.95 | $0.95 | — | CONVERTIBLE SECURITY | 749119AB9 |
| — | SYNAPTICS INC | 28,045,000 | $24.65M | 0.2% | $0.88 | $0.98 | — | CONVERTIBLE SECURITY | 87157DAD1 |
| — | WORKDAY INC | 12,500,000 | $24.64M | 0.2% | $1.97 | $1.48 | — | CONVERTIBLE SECURITY | 98138HAD3 |
| UBS | UBS GROUP AG-REG | 1,981,000 | $24.52M | 0.2% | $12.38 | $16.67 | -25.8% | COMMON STOCK | H42097107 |
| — | TAKE-TWO INTER | 235,000 | $24.19M | 0.2% | $102.94 | — | — | Call | 874054909 |
| — | BANK OF AMERICA CORP | 975,000 | $24.02M | 0.2% | $24.64 | — | — | Call | 060505904 |
| — | INNOVIVA INC | 19,778,000 | $23.64M | 0.2% | $1.20 | $1.13 | — | CONVERTIBLE SECURITY | 45781MAB7 |
| — | JP MORGAN CHASE & CO | 241,700 | $23.59M | 0.2% | $97.62 | — | — | Put | 46625H955 |
| — | MORGAN STANLEY | 586,700 | $23.26M | 0.2% | $39.65 | — | — | Put | 617446958 |
| — | AMAZON.COM INC | 15,400 | $23.13M | 0.2% | $1501.95 | — | — | Put | 023135956 |
| TJX | TJX COMPANIES INC | 510,965 | $22.86M | 0.2% | $44.74 * | $40.48 | +0.6% | COMMON STOCK | 872540109 |
| AL | AIR LEASE CORP | 756,411 | $22.85M | 0.2% | $30.21 * | $34.01 | -21.9% | COMMON STOCK | 00912X302 |
| — | SM ENERGY CO | 24,953,000 | $22.84M | 0.2% | $0.92 | $1.09 | — | CONVERTIBLE SECURITY | 78454LAM2 |
| — | GENERAL ELECTRIC CO | 2,992,705 | $22.66M | 0.1% | $7.57 | $22.71 | — | COMMON STOCK | 369604103 |
| — | LIBERTY MEDIA CORP | 48,117,000 | $22.57M | 0.1% | $0.47 | $1.06 | — | CONVERTIBLE SECURITY | 531229AE2 |
| — | NABORS INDUSTRIES INC | 35,955,000 | $22.39M | 0.1% | $0.62 | $0.79 | — | CONVERTIBLE SECURITY | 62957HAB1 |
| — | NICE SYSTEMS INC | 16,209,000 | $22.26M | 0.1% | $1.37 | $1.33 | — | CONVERTIBLE SECURITY | 65366HAB9 |
| — | CTRIP.COM INTL LTD | 23,899,000 | $22.17M | 0.1% | $0.93 | $1.07 | — | CONVERTIBLE SECURITY | 22943FAF7 |
| — | APTIV PLC | 356,203 | $21.93M | 0.1% | $61.57 | $79.55 | — | COMMON STOCK | G6095L109 |
| ISRG | INTUITIVE SURGICAL INC | 45,548 | $21.81M | 0.1% | $478.92 * | $171.41 | -6.9% | COMMON STOCK | 46120E602 |
| — | PDC ENERGY INC | 24,646,000 | $21.69M | 0.1% | $0.88 | $1.06 | — | CONVERTIBLE SECURITY | 69327RAD3 |
| — | HUBSPOT INC | 15,000,000 | $21.57M | 0.1% | $1.44 | $1.43 | — | CONVERTIBLE SECURITY | 443573AB6 |
| — | DYCOM INDUSTRIES INC | 23,236,000 | $21.56M | 0.1% | $0.93 | $1.10 | — | CONVERTIBLE SECURITY | 267475AB7 |
| — | INSULET CORPORATION | 15,000,000 | $21.21M | 0.1% | $1.41 | $1.32 | — | CONVERTIBLE SECURITY | 45784PAF8 |
| BP | BP PLC-SPONS ADR | 558,900 | $21.19M | 0.1% | $37.92 | $42.73 | -11.3% | COMMON STOCK | 055622104 |
| — | PIONEER NATURAL RESOURCES CO | 160,925 | $21.16M | 0.1% | $131.52 | $155.92 | — | COMMON STOCK | 723787107 |
| WM | WASTE MANAGEMENT INC | 237,793 | $21.16M | 0.1% | $88.99 * | $78.69 | +0.7% | COMMON STOCK | 94106L109 |
| — | CENTERPOINT ENERGY INC | 420,000 | $21.16M | 0.1% | $50.37 | $50.37 | — | CONVERTIBLE PREFERRED SECURITY | 15189T503 |
| — | PAYPAL HOLDINGS INC | 247,300 | $20.8M | 0.1% | $84.09 | — | — | Call | 70450Y903 |
| MRSH | MARSH & MCLENNAN COS | 259,650 | $20.71M | 0.1% | $79.75 * | $71.62 | -0.7% | COMMON STOCK | 571748102 |
| AXP | AMERICAN EXPRESS CO | 216,856 | $20.67M | 0.1% | $95.32 * | $62.53 | +38.4% | COMMON STOCK | 025816109 |
| UNM | UNUM GROUP | 700,000 | $20.57M | 0.1% | $29.38 | $35.00 | -16.1% | COMMON STOCK | 91529Y106 |
| — | WALGREENS BOOTS ALLIANCE INC | 293,762 | $20.07M | 0.1% | $68.33 | $77.32 | — | COMMON STOCK | 931427108 |
| — | DISH NETWORK CORP | 24,844,000 | $19.92M | 0.1% | $0.80 | $1.11 | — | CONVERTIBLE SECURITY | 25470MAB5 |
| BMY | BRISTOL-MYERS SQUIBB CO | 382,893 | $19.9M | 0.1% | $51.98 * | $42.42 | -6.5% | COMMON STOCK | 110122108 |
| MO | ALTRIA GROUP INC | 402,146 | $19.86M | 0.1% | $49.39 * | $27.07 | +5.9% | COMMON STOCK | 02209S103 |
| — | MOLINA HEALTHCARE INC | 6,855,000 | $19.66M | 0.1% | $2.87 | $1.50 | — | CONVERTIBLE SECURITY | 60855RAC4 |
| SHW | SHERWIN-WILLIAMS CO/THE | 49,816 | $19.6M | 0.1% | $393.47 * | $124.59 | -1.1% | COMMON STOCK | 824348106 |
| — | IH MERGER SUB LLC | 16,749,000 | $18.97M | 0.1% | $1.13 | $0.94 | — | CONVERTIBLE SECURITY | 85571WAB5 |
| FLR | FLUOR CORP | 583,000 | $18.77M | 0.1% | $32.20 * | $41.25 | -25.1% | COMMON STOCK | 343412102 |
| PRU | PRUDENTIAL FINANCIAL INC | 229,275 | $18.7M | 0.1% | $81.55 * | $62.64 | -8.0% | COMMON STOCK | 744320102 |
| — | MARRIOTT VACATION WORLDW | 21,609,000 | $18.67M | 0.1% | $0.86 | $0.86 | — | CONVERTIBLE SECURITY | 57164YAB3 |
| MMM | 3M CO | 97,141 | $18.51M | 0.1% | $190.54 * | $108.38 | +14.0% | COMMON STOCK | 88579Y101 |
| — | AKAMAI TECHNOLOGIES INC | 300,000 | $18.32M | 0.1% | $61.08 | — | — | Call | 00971T901 |
| — | BANK OF AMERICA CORP | 741,000 | $18.26M | 0.1% | $24.64 | — | — | Put | 060505954 |
| — | TTM TECHNOLOGIES INC | 15,000,000 | $17.72M | 0.1% | $1.18 | $1.35 | — | CONVERTIBLE SECURITY | 87305RAD1 |
| — | CYPRESS SEMICONDUCTOR CO | 15,000,000 | $17.64M | 0.1% | $1.18 | $1.31 | — | CONVERTIBLE SECURITY | 232806AM1 |
| — | INNOVIVA INC | 16,155,000 | $17.38M | 0.1% | $1.08 | $0.98 | — | CONVERTIBLE SECURITY | 88338TAB0 |
| — | EXACT SCIENCES CORP | 15,748,000 | $17.35M | 0.1% | $1.10 | $1.24 | — | CONVERTIBLE SECURITY | 30063PAA3 |
| — | JAZZ INVESTMENTS I LTD | 17,745,000 | $17.19M | 0.1% | $0.97 | $1.05 | — | CONVERTIBLE SECURITY | 472145AB7 |
| — | TWITTER INC | 18,590,000 | $16.99M | 0.1% | $0.91 | $0.88 | — | CONVERTIBLE SECURITY | 90184LAD4 |
| SPGI | S&P GLOBAL INC | 98,868 | $16.8M | 0.1% | $169.94 * | $176.37 | -9.2% | COMMON STOCK | 78409V104 |
| CVS | CVS HEALTH CORP | 253,789 | $16.63M | 0.1% | $65.52 * | $52.31 | -0.2% | COMMON STOCK | 126650100 |
| STZ | CONSTELLATION BRANDS INC-A | 103,317 | $16.61M | 0.1% | $160.82 * | $140.10 | +2.4% | COMMON STOCK | 21036P108 |
| — | ALLEGHENY TECHNOLOGIES | 10,000,000 | $16.53M | 0.1% | $1.65 | $1.28 | — | CONVERTIBLE SECURITY | 01741RAG7 |
| — | ELLIE MAE INC | 261,141 | $16.41M | 0.1% | $62.83 | $90.27 | — | COMMON STOCK | 28849P100 |
| — | MERITOR INC | 18,651,000 | $16.35M | 0.1% | $0.88 | $0.95 | — | CONVERTIBLE SECURITY | 59001KAF7 |
| DUK | DUKE ENERGY CORP | 188,510 | $16.27M | 0.1% | $86.30 * | $47.79 | +36.3% | COMMON STOCK | 26441C204 |
| BABA | ALIBABA GROUP HOLDING-SP ADR | 118,102 | $16.19M | 0.1% | $137.07 | $110.57 | +24.0% | COMMON STOCK | 01609W102 |
| PAYC | PAYCOM SOFTWARE INC | 130,160 | $15.94M | 0.1% | $122.45 | $92.27 | +30.1% | COMMON STOCK | 70432V102 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 161,412 | $15.78M | 0.1% | $97.79 * | $106.85 | -13.1% | COMMON STOCK | V7780T103 |
| WDAY | WORKDAY INC-CLASS A | 98,214 | $15.68M | 0.1% | $159.68 | $99.94 | +59.8% | COMMON STOCK | 98138H101 |
| — | TESLA INC | 15,000,000 | $15.55M | 0.1% | $1.04 | $0.99 | — | CONVERTIBLE SECURITY | 88160RAB7 |
| — | STARWOOD PROPERTY TRUST | 15,552,000 | $15.49M | 0.1% | $1.00 | $1.00 | — | CONVERTIBLE SECURITY | 85571BAH8 |
| — | ATLAS AIR WORLDWIDE HLDG | 15,768,000 | $15.31M | 0.1% | $0.97 | $0.99 | — | CONVERTIBLE SECURITY | 049164BH8 |
| TXN | TEXAS INSTRUMENTS INC | 161,890 | $15.3M | 0.1% | $94.50 * | $67.32 | +15.1% | COMMON STOCK | 882508104 |
| — | BOOKING HOLDINGS INC | 8,800 | $15.16M | 0.1% | $1722.39 | — | — | Call | 09857L908 |
| — | SPDR INDUSTRIAL SELECT SECTOR ETF | 234,800 | $15.12M | 0.1% | $64.41 | — | — | Call | 81369Y904 |
| SYK | STRYKER CORP | 95,841 | $15.02M | 0.1% | $156.75 * | $74.14 | +96.3% | COMMON STOCK | 863667101 |
| — | ASSURANT INC | 153,027 | $15.02M | 0.1% | $98.16 | $104.15 | — | CONVERTIBLE PREFERRED SECURITY | 04621X207 |
| — | DISCOVER FINANCIAL SERVICES | 252,365 | $14.88M | 0.1% | $58.98 | $59.51 | — | COMMON STOCK | 254709108 |
| TRU | TRANSUNION | 261,277 | $14.84M | 0.1% | $56.80 * | $36.13 | +52.2% | COMMON STOCK | 89400J107 |
| MET | METLIFE INC | 360,520 | $14.8M | 0.1% | $41.06 * | $32.41 | -0.2% | COMMON STOCK | 59156R108 |
| GM | GENERAL MOTORS CO | 442,436 | $14.8M | 0.1% | $33.45 * | $30.96 | -1.2% | COMMON STOCK | 37045V100 |
| ZION | ZIONS BANCORP NA | 358,139 | $14.59M | 0.1% | $40.74 | $44.21 | -7.8% | COMMON STOCK | 989701107 |
| — | TWENTY-FIRST CENTURY FOX-A | 300,796 | $14.47M | 0.1% | $48.12 | $37.23 | — | COMMON STOCK | 90130A101 |
| — | LAM RESEARCH CORP | 105,660 | $14.39M | 0.1% | $136.17 | $87.12 | — | COMMON STOCK | 512807108 |
| — | INSMED INC | 20,000,000 | $14.16M | 0.1% | $0.71 | $0.89 | — | CONVERTIBLE SECURITY | 457669AA7 |
| NTRS | NORTHERN TRUST CORP | 168,380 | $14.07M | 0.1% | $83.59 * | $82.00 | -17.6% | COMMON STOCK | 665859104 |
| WELL | WELLTOWER INC | 202,500 | $14.06M | 0.1% | $69.41 * | $46.85 | +18.5% | COMMON STOCK | 95040Q104 |
| DE | DEERE & CO | 93,599 | $13.96M | 0.1% | $149.17 * | $89.38 | +50.9% | COMMON STOCK | 244199105 |
| CCL | CARNIVAL CORP | 279,825 | $13.79M | 0.1% | $49.30 * | $32.64 | +43.4% | COMMON STOCK | 143658300 |
| — | ZENDESK INC | 231,070 | $13.49M | 0.1% | $58.37 | $58.37 | — | COMMON STOCK | 98936J101 |
| — | WAYFAIR INC | 12,500,000 | $13.45M | 0.1% | $1.08 | $1.34 | — | CONVERTIBLE SECURITY | 94419LAB7 |
| — | UNITED TECHNOLOGIES CORP | 123,913 | $13.19M | 0.1% | $106.48 | $102.99 | — | COMMON STOCK | 913017109 |
| MAS | MASCO CORP | 450,000 | $13.16M | 0.1% | $29.24 * | $25.62 | +1.8% | COMMON STOCK | 574599106 |
| — | ISHARES MSCI EAFE ETF | 222,000 | $13.05M | 0.1% | $58.78 | — | — | Put | 464287955 |
| — | SPDR BBG BARC HIGH YIELD BND | 387,445 | $13.01M | 0.1% | $33.59 | $37.27 | — | COMMON STOCK | 78464A417 |
| — | FLEXION THERAPEUTICS INC | 15,601,000 | $12.96M | 0.1% | $0.83 | $1.22 | — | CONVERTIBLE SECURITY | 33938JAB2 |
| CI | CIGNA CORP | 67,680 | $12.85M | 0.1% | $189.92 * | $190.77 | -9.0% | COMMON STOCK | 125523100 |
| — | XILINX INC | 146,734 | $12.5M | 0.1% | $85.17 | $73.72 | — | COMMON STOCK | 983919101 |
| — | VIRTUS INVESTMENT PARTNE | 162,085 | $12.3M | 0.1% | $75.89 | $94.85 | — | CONVERTIBLE PREFERRED SECURITY | 92828Q208 |
| NEE | NEXTERA ENERGY INC | 70,733 | $12.29M | 0.1% | $173.82 * | $19.30 | +89.5% | COMMON STOCK | 65339F101 |
| F | FORD MOTOR CO | 1,579,496 | $12.08M | 0.1% | $7.65 * | $7.64 | -30.0% | COMMON STOCK | 345370860 |
| — | CHESAPEAKE ENERGY CORP | 15,000,000 | $12.07M | 0.1% | $0.80 | $0.86 | — | CONVERTIBLE SECURITY | 165167CY1 |
| — | MGM RESORTS INTERNATIONAL | 496,500 | $12.04M | 0.1% | $24.26 | — | — | Call | 552953901 |
| — | ARES CAPITAL CORP | 11,905,000 | $11.92M | 0.1% | $1.00 | $1.03 | — | CONVERTIBLE SECURITY | 04010LAM5 |
| AMGN | AMGEN INC | 60,905 | $11.86M | 0.1% | $194.66 * | $107.03 | +46.7% | COMMON STOCK | 031162100 |
| SPG | SIMON PROPERTY GROUP INC | 69,880 | $11.74M | 0.1% | $167.99 * | $98.02 | +16.6% | COMMON STOCK | 828806109 |
| EXPE | EXPEDIA GROUP INC | 103,132 | $11.62M | 0.1% | $112.65 * | $113.05 | -2.6% | COMMON STOCK | 30212P303 |
| CCI | CROWN CASTLE INTL CORP | 104,753 | $11.38M | 0.1% | $108.63 * | $67.79 | +19.1% | COMMON STOCK | 22822V101 |
| QCOM | QUALCOMM INC | 197,094 | $11.22M | 0.1% | $56.91 * | $48.70 | -1.3% | COMMON STOCK | 747525103 |
| KEY | KEYCORP | 756,084 | $11.18M | 0.1% | $14.78 * | $14.29 | -26.0% | COMMON STOCK | 493267108 |
| — | INFINERA CORP | 15,000,000 | $11.07M | 0.1% | $0.74 | $1.01 | — | CONVERTIBLE SECURITY | 45667GAC7 |
| AEP | AMERICAN ELECTRIC POWER | 147,058 | $10.99M | 0.1% | $74.74 * | $43.89 | +33.0% | COMMON STOCK | 025537101 |
| — | CSG SYSTEMS INTERNATIONA | 11,000,000 | $10.91M | 0.1% | $0.99 | $1.04 | — | CONVERTIBLE SECURITY | 126349AF6 |
| UPS | UNITED PARCEL SERVICE | 111,229 | $10.85M | 0.1% | $97.53 * | $76.34 | -2.8% | COMMON STOCK | 911312106 |
| — | TELADOC HEALTH INC | 8,000,000 | $10.85M | 0.1% | $1.36 | $2.06 | — | CONVERTIBLE SECURITY | 87918AAB1 |
| — | WORLDPAY INC | 141,500 | $10.81M | 0.1% | $76.43 | — | — | Call | 981558909 |
| — | QUIDEL CORP | 6,661,000 | $10.76M | 0.1% | $1.62 | $1.36 | — | CONVERTIBLE SECURITY | 74838JAA9 |
| — | VANECK VECTORS ETF TRUST | 566,500 | $10.62M | 0.1% | $18.75 | — | — | Call | 92189F906 |
| — | NUANCE COMMUNICATIONS | 12,229,000 | $10.6M | 0.1% | $0.87 | $0.90 | — | CONVERTIBLE SECURITY | 67020YAK6 |
| FRCB | FIRST REPUBLIC BANK/CA | 121,050 | $10.52M | 0.1% | $86.90 * | $74.47 | +13.5% | COMMON STOCK | 33616C100 |
| HYG | ISHARES IBOXX HIGH YLD CORP | 129,675 | $10.52M | 0.1% | $81.10 | $88.21 | -8.1% | COMMON STOCK | 464288513 |
| — | REALPAGE INC | 217,726 | $10.49M | 0.1% | $48.19 | $39.90 | — | COMMON STOCK | 75606N109 |
| — | MEDICINES COMPANY | 14,000,000 | $10.46M | 0.1% | $0.75 | $1.05 | — | CONVERTIBLE SECURITY | 584688AG0 |
| — | WRIGHT MEDICAL GROUP NV | 7,500,000 | $10.26M | 0.1% | $1.37 | $1.42 | — | CONVERTIBLE SECURITY | 98236JAB4 |
| — | ELECTRONICS FOR IMAGING | 10,500,000 | $10.24M | 0.1% | $0.98 | $1.04 | — | CONVERTIBLE SECURITY | 286082AC6 |
| HAL | HALLIBURTON CO | 381,847 | $10.15M | 0.1% | $26.58 * | $40.90 | -43.6% | COMMON STOCK | 406216101 |
| — | CSX CORP | 162,500 | $10.1M | 0.1% | $62.13 | — | — | Call | 126408903 |
| — | ARCONIC INC | 10,145,000 | $10.06M | 0.1% | $0.99 | $0.99 | — | CONVERTIBLE SECURITY | 74973WAB3 |
| MU | MICRON TECHNOLOGY INC | 316,959 | $10.06M | 0.1% | $31.73 * | $42.36 | -26.9% | COMMON STOCK | 595112103 |
| IVV | ISHARES CORE S&P 500 ETF | 39,130 | $9.845M | 0.1% | $251.60 | $245.53 | +2.5% | COMMON STOCK | 464287200 |
| — | BLACKROCK TCP CAP CORP | 10,000,000 | $9.758M | 0.1% | $0.98 | $1.04 | — | CONVERTIBLE SECURITY | 87238QAD5 |
| — | SPDR S&P 500 ETF | 300,000 | $9.756M | 0.1% | $32.52 | — | — | Call | 78464A908 |
| — | RH | 8,375,000 | $9.75M | 0.1% | $1.16 | $1.18 | — | CONVERTIBLE SECURITY | 761283AC4 |
| KR | KROGER CO | 353,800 | $9.73M | 0.1% | $27.50 * | $23.40 | +1.1% | COMMON STOCK | 501044101 |
| — | GOLDMAN SACHS BDC INC | 10,000,000 | $9.694M | 0.1% | $0.97 | $1.03 | — | CONVERTIBLE SECURITY | 38147UAB3 |
| — | RENEWABLE ENERGY GROUP I | 4,000,000 | $9.664M | 0.1% | $2.42 | $1.36 | — | CONVERTIBLE SECURITY | 75972AAC7 |
| DLTR | DOLLAR TREE INC | 106,355 | $9.606M | 0.1% | $90.32 | $97.73 | -7.6% | COMMON STOCK | 256746108 |
| — | WHITING PETROLEUM CORP | 10,000,000 | $9.502M | 0.1% | $0.95 | $0.80 | — | CONVERTIBLE SECURITY | 966387AL6 |
| — | CEMEX SAB DE CV | 9,557,000 | $9.322M | 0.1% | $0.98 | $1.14 | — | CONVERTIBLE SECURITY | 151290BR3 |
| CHTR | CHARTER COMMUNICATIONS INC-A | 32,677 | $9.312M | 0.1% | $284.97 | $294.45 | -3.2% | COMMON STOCK | 16119P108 |
| — | AMAG PHARMACEUTICALS INC | 10,000,000 | $9.198M | 0.1% | $0.92 | $0.96 | — | CONVERTIBLE SECURITY | 00163UAD8 |
| DHR | DANAHER CORP | 88,172 | $9.092M | 0.1% | $103.12 * | $51.32 | +72.7% | COMMON STOCK | 235851102 |
| EEM | ISHARES MSCI EMERGING MARKET | 232,175 | $9.069M | 0.1% | $39.06 | $49.03 | -20.3% | COMMON STOCK | 464287234 |
| FISV | FISERV INC | 123,010 | $9.04M | 0.1% | $73.49 | $55.94 | +31.4% | COMMON STOCK | 337738108 |
| — | BOOKING HOLDINGS INC | 8,082,000 | $8.939M | 0.1% | $1.11 | $1.05 | — | CONVERTIBLE SECURITY | 741503AX4 |
| NOK | NOKIA CORP-SPON ADR | 1,520,000 | $8.846M | 0.1% | $5.82 | $3.52 | +65.3% | COMMON STOCK | 654902204 |
| ADP | AUTOMATIC DATA PROCESSING | 67,445 | $8.843M | 0.1% | $131.11 * | $120.86 | -6.5% | COMMON STOCK | 053015103 |
| ORLY | O'REILLY AUTOMOTIVE INC | 25,357 | $8.731M | 0.1% | $344.32 * | $18.43 | +24.6% | COMMON STOCK | 67103H107 |
| ETR | ENTERGY CORP | 101,172 | $8.708M | 0.1% | $86.07 * | $31.74 | +5.1% | COMMON STOCK | 29364G103 |
| AJG | ARTHUR J GALLAGHER & CO | 113,750 | $8.383M | 0.1% | $73.70 * | $53.69 | +25.5% | COMMON STOCK | 363576109 |
| — | RH | 7,500,000 | $8.382M | 0.1% | $1.12 | $1.22 | — | CONVERTIBLE SECURITY | 761283AD2 |
| — | TWITTER INC | 291,206 | $8.369M | 0.1% | $28.74 | $32.89 | — | COMMON STOCK | 90184L102 |
| NUE | NUCOR CORP | 161,025 | $8.343M | 0.1% | $51.81 * | $50.30 | -11.0% | COMMON STOCK | 670346105 |
| — | CARBONITE INC | 7,000,000 | $8.318M | 0.1% | $1.19 | $1.51 | — | CONVERTIBLE SECURITY | 141337AB1 |
| — | ZILLOW INC | 8,500,000 | $8.311M | 0.1% | $0.98 | $1.10 | — | CONVERTIBLE SECURITY | 98954MAB7 |
| CMS | CMS ENERGY CORP | 167,039 | $8.293M | 0.1% | $49.65 * | $31.55 | +28.0% | COMMON STOCK | 125896100 |
| AMG | AFFILIATED MANAGERS GROUP | 84,876 | $8.27M | 0.1% | $97.44 | $164.42 | -41.9% | COMMON STOCK | 008252108 |
| SWK | STANLEY BLACK & DECKER INC | 68,914 | $8.252M | 0.1% | $119.74 * | $113.65 | -14.0% | COMMON STOCK | 854502101 |
| IBM | INTL BUSINESS MACHINES CORP | 72,343 | $8.223M | 0.1% | $113.67 * | $107.75 | -25.7% | COMMON STOCK | 459200101 |
| XEL | XCEL ENERGY INC | 166,774 | $8.217M | 0.1% | $49.27 * | $36.16 | +10.3% | COMMON STOCK | 98389B100 |
| — | CARDTRONICS INC | 8,800,000 | $8.169M | 0.1% | $0.93 | $0.99 | — | CONVERTIBLE SECURITY | 14161HAG3 |
| CL | COLGATE-PALMOLIVE CO | 136,418 | $8.12M | 0.1% | $59.52 * | $49.76 | +1.3% | COMMON STOCK | 194162103 |
| — | GREENSKY INC-CLASS A | 843,983 | $8.077M | 0.1% | $9.57 | $15.38 | — | COMMON STOCK | 39572G100 |
| BK | BANK OF NEW YORK MELLON CORP | 168,935 | $7.952M | 0.1% | $47.07 * | $30.80 | +25.0% | COMMON STOCK | 064058100 |
| KMB | KIMBERLY-CLARK CORP | 69,780 | $7.951M | 0.1% | $113.94 * | $77.08 | +15.8% | COMMON STOCK | 494368103 |
| OXY | OCCIDENTAL PETROLEUM CORP | 129,358 | $7.94M | 0.1% | $61.38 * | $59.27 | -11.5% | COMMON STOCK | 674599105 |
| O | REALTY INCOME CORP | 125,920 | $7.938M | 0.1% | $63.04 * | $37.19 | +17.4% | COMMON STOCK | 756109104 |
| PPG | PPG INDUSTRIES INC | 77,030 | $7.875M | 0.1% | $102.23 * | $86.19 | +3.7% | COMMON STOCK | 693506107 |
| MCHP | MICROCHIP TECHNOLOGY INC | 107,614 | $7.74M | 0.1% | $71.92 * | $28.25 | +11.7% | COMMON STOCK | 595017104 |
| ILMN | ILLUMINA INC | 25,673 | $7.7M | 0.1% | $299.93 * | $161.16 | +81.0% | COMMON STOCK | 452327109 |
| UDR | UDR INC | 193,096 | $7.65M | 0.1% | $39.62 * | $28.15 | +8.7% | COMMON STOCK | 902653104 |
| — | CONCHO RESOURCES INC | 73,982 | $7.605M | 0.1% | $102.80 | $133.61 | — | COMMON STOCK | 20605P101 |
| ALL | ALLSTATE CORP | 91,719 | $7.579M | 0.1% | $82.63 * | $52.26 | +34.1% | COMMON STOCK | 020002101 |
| TGT | TARGET CORP | 114,459 | $7.565M | 0.0% | $66.09 * | $57.67 | -5.3% | COMMON STOCK | 87612E106 |
| — | IRONWOOD PHARMACEUTICALS | 8,000,000 | $7.553M | 0.0% | $0.94 | $1.04 | — | CONVERTIBLE SECURITY | 46333XAD0 |
| MOH | MOLINA HEALTHCARE INC | 64,819 | $7.533M | 0.0% | $116.22 | $80.43 | +44.5% | COMMON STOCK | 60855R100 |
| D | DOMINION ENERGY INC | 105,105 | $7.511M | 0.0% | $71.46 * | $45.28 | +15.9% | COMMON STOCK | 25746U109 |
| — | NAVISTAR INTL CORP | 7,500,000 | $7.508M | 0.0% | $1.00 | $1.02 | — | CONVERTIBLE SECURITY | 63934EAS7 |
| CTSH | COGNIZANT TECH SOLUTIONS-A | 118,186 | $7.502M | 0.0% | $63.48 * | $51.85 | +10.4% | COMMON STOCK | 192446102 |
| FE | FIRSTENERGY CORP | 198,956 | $7.471M | 0.0% | $37.55 * | $23.54 | +19.8% | COMMON STOCK | 337932107 |
| AMD | ADVANCED MICRO DEVICES | 404,696 | $7.471M | 0.0% | $18.46 | $22.57 | -18.2% | COMMON STOCK | 007903107 |
| INTU | INTUIT INC | 37,888 | $7.458M | 0.0% | $196.84 * | $203.58 | -7.7% | COMMON STOCK | 461202103 |
| — | MEDICINES COMPANY | 8,600,000 | $7.411M | 0.0% | $0.86 | $1.10 | — | CONVERTIBLE SECURITY | 584688AE5 |
| — | TERADYNE INC | 6,239,000 | $7.397M | 0.0% | $1.19 | $1.44 | — | CONVERTIBLE SECURITY | 880770AG7 |
| — | AEROJET ROCKETDYNE HLDG | 5,000,000 | $7.352M | 0.0% | $1.47 | $1.38 | — | CONVERTIBLE SECURITY | 007800AB1 |
| — | RED HAT INC | 41,661 | $7.317M | 0.0% | $175.63 | $93.40 | — | COMMON STOCK | 756577102 |
| ITW | ILLINOIS TOOL WORKS | 57,740 | $7.315M | 0.0% | $126.69 * | $76.60 | +39.8% | COMMON STOCK | 452308109 |
| — | MICROCHIP TECHNOLOGY INC | 7,500,000 | $7.313M | 0.0% | $0.98 | $1.21 | — | CONVERTIBLE SECURITY | 595017AH7 |
| AES | AES CORP | 505,487 | $7.309M | 0.0% | $14.46 * | $9.02 | +24.9% | COMMON STOCK | 00130H105 |
| TRV | TRAVELERS COS INC/THE | 60,864 | $7.288M | 0.0% | $119.74 * | $89.19 | +15.5% | COMMON STOCK | 89417E109 |
| KMI | KINDER MORGAN INC | 466,877 | $7.181M | 0.0% | $15.38 * | $13.90 | -26.5% | COMMON STOCK | 49456B101 |
| — | IMMUNOMEDICS INC | 2,500,000 | $7.154M | 0.0% | $2.86 | $2.83 | — | CONVERTIBLE SECURITY | 452907AK4 |
| — | PANDORA MEDIA INC | 7,500,000 | $7.154M | 0.0% | $0.95 | $1.02 | — | CONVERTIBLE SECURITY | 698354AB3 |
| APH | AMPHENOL CORP | 88,230 | $7.148M | 0.0% | $81.02 * | $15.11 | +25.4% | COMMON STOCK | 032095101 |
| — | CALAMP CORP | 7,500,000 | $7.136M | 0.0% | $0.95 | $1.03 | — | CONVERTIBLE SECURITY | 128126AB5 |
| — | ROVI CORP | 7,535,000 | $7.101M | 0.0% | $0.94 | $1.00 | — | CONVERTIBLE SECURITY | 779376AD4 |
| — | APARTMENT INVT & MGMT CO -A | 161,098 | $7.069M | 0.0% | $43.88 | $44.38 | — | COMMON STOCK | 03748R101 |
| — | EURONET WORLDWIDE INC | 5,000,000 | $7.047M | 0.0% | $1.41 | $1.20 | — | CONVERTIBLE SECURITY | 298736AH2 |
| — | DOMINION ENERGY INC | 146,852 | $7.03M | 0.0% | $47.87 | $49.93 | — | CONVERTIBLE PREFERRED SECURITY | 25746U836 |
| BDX | BECTON DICKINSON AND CO | 31,082 | $7.003M | 0.0% | $225.31 * | $218.53 | -9.6% | COMMON STOCK | 075887109 |
| CHD | CHURCH & DWIGHT CO INC | 106,413 | $6.998M | 0.0% | $65.76 * | $47.52 | +27.2% | COMMON STOCK | 171340102 |
| ROST | ROSS STORES INC | 83,136 | $6.917M | 0.0% | $83.20 * | $73.02 | +6.4% | COMMON STOCK | 778296103 |
| — | BLACKROCK INC | 17,528 | $6.885M | 0.0% | $392.80 | $316.51 | — | COMMON STOCK | 09247X101 |
| NI | NISOURCE INC | 271,248 | $6.876M | 0.0% | $25.35 * | $19.18 | +4.9% | COMMON STOCK | 65473P105 |
| CME | CME GROUP INC | 36,456 | $6.858M | 0.0% | $188.12 * | $131.07 | +11.9% | COMMON STOCK | 12572Q105 |
| — | NETFLIX INC | 25,600 | $6.852M | 0.0% | $267.66 | — | — | Put | 64110L956 |
| VRSK | VERISK ANALYTICS INC | 62,511 | $6.816M | 0.0% | $109.04 * | $111.28 | -6.3% | COMMON STOCK | 92345Y106 |
| — | WRIGHT MEDICAL GROUP INC | 6,426,000 | $6.786M | 0.0% | $1.06 | $1.06 | — | CONVERTIBLE SECURITY | 98235TAE7 |
| — | FEDERAL REALTY INVS TRUST | 57,222 | $6.754M | 0.0% | $118.03 | $129.04 | — | COMMON STOCK | 313747206 |
| BALL | BALL CORP | 146,340 | $6.729M | 0.0% | $45.98 * | $36.98 | +15.0% | COMMON STOCK | 058498106 |
| DG | DOLLAR GENERAL CORP | 61,867 | $6.687M | 0.0% | $108.09 * | $75.41 | +30.6% | COMMON STOCK | 256677105 |
| — | CITRIX SYSTEMS INC | 65,000 | $6.66M | 0.0% | $102.46 | — | — | Put | 177376950 |
| SCHW | SCHWAB (CHARLES) CORP | 155,582 | $6.461M | 0.0% | $41.53 * | $43.62 | -13.8% | COMMON STOCK | 808513105 |
| — | VARIAN MEDICAL SYSTEMS INC | 56,725 | $6.428M | 0.0% | $113.32 | $99.79 | — | COMMON STOCK | 92220P105 |
| WHR | WHIRLPOOL CORP | 60,000 | $6.412M | 0.0% | $106.87 | $186.28 | -42.6% | COMMON STOCK | 963320106 |
| ARE | ALEXANDRIA REAL ESTATE EQUIT | 55,598 | $6.407M | 0.0% | $115.24 * | $88.19 | +0.8% | COMMON STOCK | 015271109 |
| EPD | ENTERPRISE PRODUCTS PARTNERS | 258,850 | $6.365M | 0.0% | $24.59 | $26.07 | — | COMMON STOCK | 293792107 |
| GD | GENERAL DYNAMICS CORP | 40,475 | $6.363M | 0.0% | $157.21 * | $93.84 | +42.2% | COMMON STOCK | 369550108 |
| AIZ | ASSURANT INC | 69,467 | $6.213M | 0.0% | $89.44 * | $82.85 | -5.1% | COMMON STOCK | 04621X108 |
| — | BB&T CORP | 143,387 | $6.212M | 0.0% | $43.32 | $38.42 | — | COMMON STOCK | 054937107 |
| DHI | DR HORTON INC | 178,738 | $6.195M | 0.0% | $34.66 * | $30.84 | +4.2% | COMMON STOCK | 23331A109 |
| SYY | SYSCO CORP | 98,572 | $6.177M | 0.0% | $62.66 * | $58.75 | -11.8% | COMMON STOCK | 871829107 |
| PNR | PENTAIR PLC | 162,911 | $6.155M | 0.0% | $37.78 * | $38.10 | -10.5% | COMMON STOCK | G7S00T104 |
| — | MAGELLAN MIDSTREAM PARTNERS | 107,780 | $6.15M | 0.0% | $57.06 | $71.06 | — | COMMON STOCK | 559080106 |
| — | FACEBOOK INC | 46,600 | $6.109M | 0.0% | $131.09 | — | — | Call | G3323L900 |
| VRTX | VERTEX PHARMACEUTICALS INC | 36,435 | $6.038M | 0.0% | $165.72 | $134.04 | +23.6% | COMMON STOCK | 92532F100 |
| VLO | VALERO ENERGY CORP | 80,395 | $6.027M | 0.0% | $74.97 * | $44.82 | +25.6% | COMMON STOCK | 91913Y100 |
| — | FINISAR CORP | 6,291,000 | $5.995M | 0.0% | $0.95 | $0.93 | — | CONVERTIBLE SECURITY | 31787AAP6 |
| CWB | SPDR BBG BARC CONVERTIBLE | 127,850 | $5.982M | 0.0% | $46.79 | $50.42 | -7.2% | COMMON STOCK | 78464A359 |
| PWR | QUANTA SERVICES INC | 198,482 | $5.974M | 0.0% | $30.10 | $33.79 | -12.5% | COMMON STOCK | 74762E102 |
| — | FORESTAR GROUP INC | 6,000,000 | $5.949M | 0.0% | $0.99 | $1.13 | — | CONVERTIBLE SECURITY | 346232AB7 |
| WMB | WILLIAMS COS INC | 269,567 | $5.944M | 0.0% | $22.05 * | $19.43 | -23.1% | COMMON STOCK | 969457100 |
| ADSK | AUTODESK INC | 46,143 | $5.934M | 0.0% | $128.60 | $96.87 | +32.8% | COMMON STOCK | 052769106 |
| HCA | HCA HEALTHCARE INC | 47,491 | $5.91M | 0.0% | $124.44 * | $118.27 | -1.0% | COMMON STOCK | 40412C101 |
| — | ANADARKO PETROLEUM CORP | 134,585 | $5.9M | 0.0% | $43.84 | $72.01 | — | COMMON STOCK | 032511107 |
| PSX | PHILLIPS 66 | 67,757 | $5.837M | 0.0% | $86.15 * | $61.81 | +5.0% | COMMON STOCK | 718546104 |
| — | ALLSCRIPTS HEALTHCARE SO | 6,012,000 | $5.812M | 0.0% | $0.97 | $1.03 | — | CONVERTIBLE SECURITY | 01988PAD0 |
| GIS | GENERAL MILLS INC | 149,199 | $5.81M | 0.0% | $38.94 * | $34.16 | -10.9% | COMMON STOCK | 370334104 |
| — | HERITAGE INSURANCE | 5,000,000 | $5.802M | 0.0% | $1.16 | $1.16 | — | CONVERTIBLE SECURITY | 42727JAB8 |
| — | LINDE PLC | 37,039 | $5.78M | 0.0% | $156.05 | $156.05 | — | COMMON STOCK | G5494J103 |
| — | FIREEYE INC | 6,308,000 | $5.768M | 0.0% | $0.91 | $0.92 | — | CONVERTIBLE SECURITY | 31816QAD3 |
| — | LIBERTY INTERACTIVE LLC | 8,521,006 | $5.693M | 0.0% | $0.67 | $0.71 | — | CONVERTIBLE SECURITY | 530715AG6 |
| — | DERMIRA INC | 7,500,000 | $5.669M | 0.0% | $0.76 | $0.83 | — | CONVERTIBLE SECURITY | 24983LAB0 |
| — | TIMKENSTEEL | 5,000,000 | $5.652M | 0.0% | $1.13 | $1.07 | — | CONVERTIBLE SECURITY | 887399AA1 |
| LUV | SOUTHWEST AIRLINES CO | 121,383 | $5.642M | 0.0% | $46.48 * | $40.33 | +5.4% | COMMON STOCK | 844741108 |
| FDX | FEDEX CORP | 34,816 | $5.617M | 0.0% | $161.33 * | $127.35 | +11.6% | COMMON STOCK | 31428X106 |
| — | CTRIP.COM INTL LTD | 5,755,000 | $5.583M | 0.0% | $0.97 | $1.05 | — | CONVERTIBLE SECURITY | 22943FAM2 |
| — | HELIX ENERGY SOLUTIONS | 6,050,000 | $5.517M | 0.0% | $0.91 | $1.01 | — | CONVERTIBLE SECURITY | 42330PAJ6 |
| PEG | PUBLIC SERVICE ENTERPRISE GP | 105,580 | $5.495M | 0.0% | $52.05 * | $30.24 | +36.0% | COMMON STOCK | 744573106 |
| PCAR | PACCAR INC | 95,857 | $5.477M | 0.0% | $57.14 * | $32.95 | -10.6% | COMMON STOCK | 693718108 |
| VFC | VF CORP | 75,900 | $5.415M | 0.0% | $71.34 * | $84.01 | -20.0% | COMMON STOCK | 918204108 |
| DLR | DIGITAL REALTY TRUST INC | 50,134 | $5.342M | 0.0% | $106.55 * | $74.06 | +13.0% | COMMON STOCK | 253868103 |
| — | INPHI CORP | 5,000,000 | $5.299M | 0.0% | $1.06 | $1.29 | — | CONVERTIBLE SECURITY | 45772FAB3 |
| RF | REGIONS FINANCIAL CORP | 394,178 | $5.274M | 0.0% | $13.38 * | $8.99 | +11.8% | COMMON STOCK | 7591EP100 |
| AFL | AFLAC INC | 115,427 | $5.259M | 0.0% | $45.56 * | $31.80 | +21.5% | COMMON STOCK | 001055102 |
| — | LAM RESEARCH CORP | 38,500 | $5.243M | 0.0% | $136.18 | — | — | Call | 512807908 |
| IBB | ISHARES NASDAQ BIOTECHNOLOGY | 53,805 | $5.188M | 0.0% | $96.42 | $104.54 | -7.8% | COMMON STOCK | 464287556 |
| ED | CONSOLIDATED EDISON INC | 67,845 | $5.187M | 0.0% | $76.45 * | $47.24 | +25.7% | COMMON STOCK | 209115104 |
| PLD | PROLOGIS INC | 88,337 | $5.187M | 0.0% | $58.72 * | $35.84 | +35.2% | COMMON STOCK | 74340W103 |
| OKE | ONEOK INC | 96,062 | $5.183M | 0.0% | $53.95 * | $42.27 | -18.8% | COMMON STOCK | 682680103 |
| — | ACTIVISION BLIZZARD INC | 111,010 | $5.17M | 0.0% | $46.57 | $60.50 | — | COMMON STOCK | 00507V109 |
| HDB | HDFC BANK LTD | 49,800 | $5.159M | 0.0% | $103.59 | $99.96 | +3.6% | COMMON STOCK | 40415F101 |
| — | THERAVANCE BIOPHARMA INC | 5,000,000 | $5.157M | 0.0% | $1.03 | $0.99 | — | CONVERTIBLE SECURITY | 88339KAA0 |
| — | VERTEX PHARMACEUTICALS INC | 31,000 | $5.137M | 0.0% | $165.71 | — | — | Put | 92532F950 |
| — | ALTRIA GROUP INC | 103,000 | $5.087M | 0.0% | $49.39 | — | — | Call | 02209S903 |
| XYL | XYLEM INC | 75,618 | $5.045M | 0.0% | $66.72 * | $49.43 | +24.1% | COMMON STOCK | 98419M100 |
| — | FIREEYE INC | 5,183,000 | $4.971M | 0.0% | $0.96 | $0.89 | — | CONVERTIBLE SECURITY | 31816QAB7 |
| — | CNOOC LTD-SPON ADR | 32,460 | $4.949M | 0.0% | $152.46 | $185.57 | — | COMMON STOCK | 126132109 |
| ZTS | ZOETIS INC | 57,480 | $4.917M | 0.0% | $85.54 * | $83.84 | -3.6% | COMMON STOCK | 98978V103 |
| — | SUNTRUST BANKS INC | 97,406 | $4.913M | 0.0% | $50.44 | $43.65 | — | COMMON STOCK | 867914103 |
| — | CYPRESS SEMICONDUCTOR CO | 5,110,000 | $4.881M | 0.0% | $0.96 | $0.96 | — | CONVERTIBLE SECURITY | 232806AP4 |
| FITB | FIFTH THIRD BANCORP | 206,466 | $4.858M | 0.0% | $23.53 * | $18.08 | -0.9% | COMMON STOCK | 316773100 |
| HPQ | HP INC | 235,373 | $4.816M | 0.0% | $20.46 * | $18.70 | -13.9% | COMMON STOCK | 40434L105 |
| DRI | DARDEN RESTAURANTS INC | 48,229 | $4.816M | 0.0% | $99.86 * | $59.06 | +38.9% | COMMON STOCK | 237194105 |
| ALLE | ALLEGION PLC | 60,323 | $4.808M | 0.0% | $79.70 * | $61.37 | +19.0% | COMMON STOCK | G0176J109 |
| ETN | EATON CORP PLC | 69,304 | $4.758M | 0.0% | $68.65 * | $50.82 | +17.5% | COMMON STOCK | G29183103 |
| — | REDWOOD TRUST INC | 5,000,000 | $4.755M | 0.0% | $0.95 | $0.99 | — | CONVERTIBLE SECURITY | 758075AD7 |
| ITUB | ITAU UNIBANCO H-SPON PRF ADR | 517,874 | $4.733M | 0.0% | $9.14 | $7.50 | +21.9% | COMMON STOCK | 465562106 |
| EBAY | EBAY INC | 168,363 | $4.726M | 0.0% | $28.07 * | $23.47 | +6.4% | COMMON STOCK | 278642103 |
| PSA | PUBLIC STORAGE | 23,277 | $4.711M | 0.0% | $202.39 * | $139.27 | +9.0% | COMMON STOCK | 74460D109 |
| JCI | JOHNSON CONTROLS INTERNATION | 158,227 | $4.691M | 0.0% | $29.65 * | $32.66 | -21.8% | COMMON STOCK | G51502105 |
| MCK | MCKESSON CORP | 42,374 | $4.681M | 0.0% | $110.47 * | $134.74 | -22.2% | COMMON STOCK | 58155Q103 |
| — | GOLAR LNG LTD | 5,000,000 | $4.671M | 0.0% | $0.93 | $1.03 | — | CONVERTIBLE SECURITY | 38046YAB7 |
| — | SOUTH JERSEY INDUSTRIES | 100,000 | $4.663M | 0.0% | $46.63 | $57.32 | — | CONVERTIBLE PREFERRED SECURITY | 838518116 |
| — | APOLLO CMMRL REAL EST FI | 5,000,000 | $4.641M | 0.0% | $0.93 | $1.02 | — | CONVERTIBLE SECURITY | 03762UAB1 |
| — | REDWOOD TRUST INC | 5,000,000 | $4.638M | 0.0% | $0.93 | $1.00 | — | CONVERTIBLE SECURITY | 758075AC9 |
| — | INTERCEPT PHARMAS | 5,000,000 | $4.624M | 0.0% | $0.92 | $1.12 | — | CONVERTIBLE SECURITY | 45845PAA6 |
| — | LIBERTY INTERACTIVE LLC | 6,890,000 | $4.598M | 0.0% | $0.67 | $0.71 | — | CONVERTIBLE SECURITY | 530715AL5 |
| DGX | QUEST DIAGNOSTICS INC | 55,074 | $4.586M | 0.0% | $83.27 * | $70.08 | +3.0% | COMMON STOCK | 74834L100 |
| — | ISTAR INC | 5,000,000 | $4.534M | 0.0% | $0.91 | $0.91 | — | CONVERTIBLE SECURITY | 45031UCB5 |
| LEG | LEGGETT & PLATT INC | 126,379 | $4.529M | 0.0% | $35.84 | $43.93 | -18.4% | COMMON STOCK | 524660107 |
| ADM | ARCHER-DANIELS-MIDLAND CO | 110,128 | $4.512M | 0.0% | $40.97 * | $30.67 | +8.6% | COMMON STOCK | 039483102 |
| TDG | TRANSDIGM GROUP INC | 13,264 | $4.511M | 0.0% | $340.09 * | $189.53 | +33.2% | COMMON STOCK | 893641100 |
| WY | WEYERHAEUSER CO | 205,339 | $4.489M | 0.0% | $21.86 * | $24.18 | -31.1% | COMMON STOCK | 962166104 |
| — | TE CONNECTIVITY LTD | 59,346 | $4.488M | 0.0% | $75.62 | $66.10 | — | COMMON STOCK | H84989104 |
| — | OASIS PETROLEUM INC | 5,000,000 | $4.485M | 0.0% | $0.90 | $1.12 | — | CONVERTIBLE SECURITY | 674215AJ7 |
| ZBH | ZIMMER BIOMET HOLDINGS INC | 43,130 | $4.473M | 0.0% | $103.71 * | $95.89 | -0.7% | COMMON STOCK | 98956P102 |
| — | AMERICA MOVIL-SPN ADR CL L | 312,980 | $4.46M | 0.0% | $14.25 | $18.76 | — | COMMON STOCK | 02364W105 |
| EIX | EDISON INTERNATIONAL | 78,273 | $4.444M | 0.0% | $56.78 * | $37.79 | +11.1% | COMMON STOCK | 281020107 |
| AKAM | AKAMAI TECHNOLOGIES INC | 72,406 | $4.423M | 0.0% | $61.09 | $61.50 | -0.7% | COMMON STOCK | 00971T101 |
| EQIX | EQUINIX INC | 12,354 | $4.356M | 0.0% | $352.60 * | $316.39 | -2.3% | COMMON STOCK | 29444U700 |
| — | HELIX ENERGY SOLUTIONS | 4,700,000 | $4.345M | 0.0% | $0.92 | $0.92 | — | CONVERTIBLE SECURITY | 42330PAH0 |
| — | CERNER CORP | 82,151 | $4.308M | 0.0% | $52.44 | $67.14 | — | COMMON STOCK | 156782104 |
| STT | STATE STREET CORP | 68,078 | $4.294M | 0.0% | $63.07 * | $54.80 | -8.1% | COMMON STOCK | 857477103 |
| TFX | TELEFLEX INC | 16,395 | $4.238M | 0.0% | $258.49 * | $256.54 | -3.2% | COMMON STOCK | 879369106 |
| KHC | KRAFT HEINZ CO/THE | 98,350 | $4.233M | 0.0% | $43.04 * | $45.66 | -32.9% | COMMON STOCK | 500754106 |
| — | PRA GROUP INC | 5,000,000 | $4.229M | 0.0% | $0.85 | $1.07 | — | CONVERTIBLE SECURITY | 69354NAB2 |
| NSC | NORFOLK SOUTHERN CORP | 28,112 | $4.204M | 0.0% | $149.54 * | $86.76 | +49.4% | COMMON STOCK | 655844108 |
| MNST | MONSTER BEVERAGE CORP | 85,167 | $4.192M | 0.0% | $49.22 * | $23.42 | +5.1% | COMMON STOCK | 61174X109 |
| REGN | REGENERON PHARMACEUTICALS | 11,204 | $4.185M | 0.0% | $373.53 | $421.27 | -11.8% | COMMON STOCK | 75886F107 |
| BVN | CIA DE MINAS BUENAVENTUR | 257,800 | $4.182M | 0.0% | $16.22 | $15.08 | +7.6% | COMMON STOCK | 204448104 |
| — | KELLOGG CO | 73,262 | $4.177M | 0.0% | $57.01 * | $44.20 | -6.3% | COMMON STOCK | 487836108 |
| — | CYBERARK SOFTWARE LTD/ISRAEL | 55,910 | $4.145M | 0.0% | $74.14 | $79.84 | — | COMMON STOCK | M2682V108 |
| MAC | MACERICH CO/THE | 95,591 | $4.137M | 0.0% | $43.28 | $59.04 | — | COMMON STOCK | 554382101 |
| — | TWITTER INC | 142,600 | $4.098M | 0.0% | $28.74 | — | — | Call | 90184L902 |
| — | VIPSHOP HOLDINGS LTD | 750,000 | $4.095M | 0.0% | $5.46 | — | — | Call | 92763W903 |
| — | AMERICAN INTERNATIONAL GROUP | 102,900 | $4.055M | 0.0% | $39.41 | — | — | Put | 026874954 |
| — | FLIR SYSTEMS INC | 92,603 | $4.032M | 0.0% | $43.54 | $38.20 | — | COMMON STOCK | 302445101 |
| AVY | AVERY DENNISON CORP | 44,632 | $4.009M | 0.0% | $89.82 * | $68.76 | +15.6% | COMMON STOCK | 053611109 |
| HPE | HEWLETT PACKARD ENTERPRISE | 295,805 | $3.908M | 0.0% | $13.21 * | $10.06 | +5.2% | COMMON STOCK | 42824C109 |
| FBIN | FORTUNE BRANDS HOME & SECURI | 100,337 | $3.812M | 0.0% | $37.99 * | $38.67 | -24.5% | COMMON STOCK | 34964C106 |
| — | RADIUS HEALTH INC | 5,000,000 | $3.806M | 0.0% | $0.76 | $1.01 | — | CONVERTIBLE SECURITY | 750469AA6 |
| AZN | ASTRAZENECA PLC-SPONS ADR | 99,000 | $3.76M | 0.0% | $37.98 | $39.42 | — | COMMON STOCK | 046353108 |
| PVH | PVH CORP | 39,799 | $3.699M | 0.0% | $92.94 | $130.66 | -29.6% | COMMON STOCK | 693656100 |
| — | SOUTHWESTERN ENERGY CO | 1,074,965 | $3.666M | 0.0% | $3.41 | $4.31 | — | COMMON STOCK | 845467109 |
| — | BAIDU INC | 23,100 | $3.664M | 0.0% | $158.61 | — | — | Call | 056752908 |
| IDXX | IDEXX LABORATORIES INC | 19,681 | $3.661M | 0.0% | $186.02 | $150.91 | +23.3% | COMMON STOCK | 45168D104 |
| VALE | VALE SA-SP ADR | 275,406 | $3.633M | 0.0% | $13.19 | $9.42 | +40.0% | COMMON STOCK | 91912E105 |
| BIDU | BAIDU INC - SPON ADR | 22,815 | $3.618M | 0.0% | $158.58 | $207.67 | -23.6% | COMMON STOCK | 056752108 |
| TPR | TAPESTRY INC | 106,826 | $3.605M | 0.0% | $33.75 * | $33.25 | -15.9% | COMMON STOCK | 876030107 |
| — | WYNN RESORTS LTD | 36,000 | $3.561M | 0.0% | $98.92 | — | — | Call | 983134907 |
| — | COWEN INC | 3,500,000 | $3.475M | 0.0% | $0.99 | $1.14 | — | CONVERTIBLE SECURITY | 223622AB7 |
| FCX | FREEPORT-MCMORAN INC | 336,351 | $3.468M | 0.0% | $10.31 * | $16.09 | -41.3% | COMMON STOCK | 35671D857 |
| — | SEACOR HOLDINGS INC | 4,000,000 | $3.437M | 0.0% | $0.86 | $1.01 | — | CONVERTIBLE SECURITY | 811904AN1 |
| — | NVIDIA CORP | 25,700 | $3.431M | 0.0% | $133.50 | — | — | Put | 67066G954 |
| — | NVIDIA CORP | 25,700 | $3.431M | 0.0% | $133.50 | — | — | Call | 67066G904 |
| — | CENTURYLINK INC | 223,505 | $3.386M | 0.0% | $15.15 | $26.03 | — | COMMON STOCK | 156700106 |
| TSM | TAIWAN SEMICONDUCTOR-SP ADR | 89,500 | $3.303M | 0.0% | $36.91 | $36.52 | +1.1% | COMMON STOCK | 874039100 |
| AVB | AVALONBAY COMMUNITIES INC | 18,817 | $3.275M | 0.0% | $174.04 * | $120.01 | +14.2% | COMMON STOCK | 053484101 |
| — | NAVISTAR INTERNATIONAL CORP | 125,000 | $3.244M | 0.0% | $25.95 | — | — | Call | 63934E908 |
| — | RETROPHIN INC | 3,500,000 | $3.141M | 0.0% | $0.90 | $1.03 | — | CONVERTIBLE SECURITY | 761299AB2 |
| DXC | DXC TECHNOLOGY CO | 59,041 | $3.139M | 0.0% | $53.17 * | $66.20 | -22.8% | COMMON STOCK | 23355L106 |
| — | LGI HOMES INC | 1,400,000 | $2.947M | 0.0% | $2.10 | $2.10 | — | CONVERTIBLE SECURITY | 50187TAB2 |
| — | GNC HOLDINGS INC | 4,000,000 | $2.886M | 0.0% | $0.72 | $0.61 | — | CONVERTIBLE SECURITY | 36191GAB3 |
| — | NETEASE INC | 12,200 | $2.872M | 0.0% | $235.41 | — | — | Call | 64110W902 |
| SYF | SYNCHRONY FINANCIAL | 121,226 | $2.844M | 0.0% | $23.46 * | $27.24 | -27.8% | COMMON STOCK | 87165B103 |
| — | TESLA ENERGY OPERATIONS | 3,000,000 | $2.824M | 0.0% | $0.94 | $0.81 | — | CONVERTIBLE SECURITY | 83416TAC4 |
| — | PRETIUM RESOURCES INC | 3,000,000 | $2.782M | 0.0% | $0.93 | $0.85 | — | CONVERTIBLE SECURITY | 74139CAB8 |
| — | TUTOR PERINI CORP | 2,969,000 | $2.739M | 0.0% | $0.92 | $1.17 | — | CONVERTIBLE SECURITY | 901109AD0 |
| — | PETROBRAS BRASILEIRO SA | 209,000 | $2.719M | 0.0% | $13.01 | — | — | Call | 71654V901 |
| — | MICRON TECHNOLOGY INC | 936,000 | $2.706M | 0.0% | $2.89 | $3.14 | — | CONVERTIBLE SECURITY | 595112AV5 |
| TRGP | TARGA RESOURCES CORP | 72,605 | $2.615M | 0.0% | $36.02 * | $32.63 | -12.6% | COMMON STOCK | 87612G101 |
| MKC | MCCORMICK & CO-NON VTG SHRS | 16,415 | $2.286M | 0.0% | $139.26 * | $53.63 | +13.7% | COMMON STOCK | 579780206 |
| BLD | TOPBUILD CORP | 49,999 | $2.25M | 0.0% | $45.00 | $30.95 | +45.4% | COMMON STOCK | 89055F103 |
| PCG | P G & E CORP | 93,975 | $2.232M | 0.0% | $23.75 | $41.14 | -42.9% | COMMON STOCK | 69331C108 |
| ABEV | AMBEV SA | 551,100 | $2.16M | 0.0% | $3.92 | $4.60 | -14.8% | COMMON STOCK | 02319V103 |
| IVW | ISHARES S&P 500 GROWTH ETF | 13,974 | $2.105M | 0.0% | $150.64 * | $40.38 | -6.7% | COMMON STOCK | 464287309 |
| — | INVACARE CORP | 3,000,000 | $2.095M | 0.0% | $0.70 | $1.34 | — | CONVERTIBLE SECURITY | 461203AH4 |
| — | PROSPECT CAPITAL CORP | 2,000,000 | $1.987M | 0.0% | $0.99 | $0.94 | — | CONVERTIBLE SECURITY | 74348TAQ5 |
| ICLR | ICON PLC | 15,100 | $1.951M | 0.0% | $129.21 | $143.37 | -9.9% | COMMON STOCK | G4705A100 |
| TLK | TELEKOMUNIK INDONESIA-SP ADR | 73,570 | $1.928M | 0.0% | $26.21 | $25.42 | +3.1% | COMMON STOCK | 715684106 |
| — | COLONY CAPITAL INC | 2,000,000 | $1.867M | 0.0% | $0.93 | $1.01 | — | CONVERTIBLE SECURITY | 19624RAB2 |
| — | ANTHEM INC | 505,000 | $1.829M | 0.0% | $3.62 | $2.08 | — | CONVERTIBLE SECURITY | 94973VBG1 |
| FN | FABRINET | 35,400 | $1.816M | 0.0% | $51.30 | $47.92 | +7.1% | COMMON STOCK | G3323L100 |
| TDW | TIDEWATER INC | 91,540 | $1.751M | 0.0% | $19.13 | $26.05 | -26.6% | COMMON STOCK | 88642R109 |
| ET | ENERGY TRANSFER LP | 125,500 | $1.658M | 0.0% | $13.21 | $13.21 | — | COMMON STOCK | 29273V100 |
| — | AON PLC | 11,000 | $1.599M | 0.0% | $145.36 | $145.36 | — | COMMON STOCK | G0408V102 |
| SONY | SONY CORP-SPONSORED ADR | 32,100 | $1.55M | 0.0% | $48.29 | $52.91 | -8.7% | COMMON STOCK | 835699307 |
| IYR | ISHARES US REAL ESTATE ETF | 20,570 | $1.542M | 0.0% | $74.96 | $81.53 | -8.1% | COMMON STOCK | 464287739 |
| — | HUAZHU GROUP LTD | 1,567,000 | $1.524M | 0.0% | $0.97 | $0.97 | — | CONVERTIBLE SECURITY | 16949NAC3 |
| LEN | LENNAR CORP-A | 38,550 | $1.509M | 0.0% | $39.14 * | $48.00 | -27.5% | COMMON STOCK | 526057104 |
| LIVN | LIVANOVA PLC | 16,150 | $1.477M | 0.0% | $91.46 | $85.17 | +7.4% | COMMON STOCK | G5509L101 |
| — | BLACKSTONE MORTGAGE TR | 1,500,000 | $1.457M | 0.0% | $0.97 | $1.02 | — | CONVERTIBLE SECURITY | 09257WAB6 |
| — | GENERAL MOTORS CO | 88,470 | $1.388M | 0.0% | $15.69 | $16.70 | — | WARRANTS | 37045V126 |
| IJH | ISHARES CORE S&P MIDCAP ETF | 7,650 | $1.27M | 0.0% | $166.01 * | $34.63 | -4.1% | COMMON STOCK | 464287507 |
| — | EVOLENT HEALTH INC | 1,133,000 | $1.259M | 0.0% | $1.11 | $1.11 | — | CONVERTIBLE SECURITY | 30050BAB7 |
| — | SPIRIT REALTY CAPITAL IN | 1,191,000 | $1.168M | 0.0% | $0.98 | $1.04 | — | CONVERTIBLE SECURITY | 84860WAB8 |
| BKLN | INVESCO SENIOR LOAN ETF | 53,450 | $1.164M | 0.0% | $21.78 | $22.76 | -4.3% | COMMON STOCK | 46138G508 |
| — | NOVELLUS SYSTEMS INC | 272,000 | $1.123M | 0.0% | $4.13 | $2.79 | — | CONVERTIBLE SECURITY | 670008AD3 |
| — | SPLUNK INC | 10,700 | $1.122M | 0.0% | $104.86 | $117.49 | — | COMMON STOCK | 848637104 |
| — | DANAHER CORP | 284,000 | $1.113M | 0.0% | $3.92 | $2.47 | — | CONVERTIBLE SECURITY | 235851AF9 |
| — | ATLASSIAN CORP PLC-CLASS A | 10,840 | $965K | 0.0% | $89.02 | $62.53 | — | COMMON STOCK | G06242104 |
| ACWX | ISHARES MSCI ACWI EX US ETF | 22,521 | $945K | 0.0% | $41.96 | $44.09 | -4.8% | COMMON STOCK | 464288240 |
| — | VEECO INSTRUMENTS INC | 1,200,000 | $900K | 0.0% | $0.75 | $1.04 | — | CONVERTIBLE SECURITY | 922417AD2 |
| — | GASLOG LTD | 54,440 | $896K | 0.0% | $16.46 | $19.10 | — | COMMON STOCK | G37585109 |
| RIG | TRANSOCEAN LTD | 123,383 | $856K | 0.0% | $6.94 | $10.19 | -31.9% | COMMON STOCK | H8817H100 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 5,025 | $800K | 0.0% | $159.20 | $163.08 | -2.4% | COMMON STOCK | 989207105 |
| SCHX | SCHWAB US LARGE-CAP ETF | 13,386 | $799K | 0.0% | $59.69 * | $9.68 | +2.8% | COMMON STOCK | 808524201 |
| — | ALZA CORP | 447,000 | $791K | 0.0% | $1.77 | $1.18 | — | CONVERTIBLE SECURITY | 02261WAB5 |
| EVTC | EVERTEC INC | 25,500 | $732K | 0.0% | $28.71 * | $25.19 | +9.6% | COMMON STOCK | 30040P103 |
| — | MACQUARIE INFRASTRUCTURE | 830,000 | $720K | 0.0% | $0.87 | $1.01 | — | CONVERTIBLE SECURITY | 55608BAB1 |
| — | NY COMMUNITY CAP TRUST V | 15,200 | $690K | 0.0% | $45.39 | $48.82 | — | CONVERTIBLE PREFERRED SECURITY | 64944P307 |
| CDW | CDW CORP/DE | 8,430 | $683K | 0.0% | $81.02 * | $79.10 | -5.8% | COMMON STOCK | 12514G108 |
| ALSN | ALLISON TRANSMISSION HOLDING | 14,930 | $656K | 0.0% | $43.94 * | $41.35 | -5.1% | COMMON STOCK | 01973R101 |
| BAH | BOOZ ALLEN HAMILTON HOLDINGS | 14,345 | $647K | 0.0% | $45.10 * | $42.90 | -7.5% | COMMON STOCK | 099502106 |
| LW | LAMB WESTON HOLDINGS INC | 8,730 | $642K | 0.0% | $73.54 * | $68.72 | -3.8% | COMMON STOCK | 513272104 |
| CACC | CREDIT ACCEPTANCE CORP | 1,590 | $607K | 0.0% | $381.76 | $413.88 | -7.8% | COMMON STOCK | 225310101 |
| IWB | ISHARES RUSSELL 1000 ETF | 4,320 | $599K | 0.0% | $138.66 | $149.60 | -7.3% | COMMON STOCK | 464287622 |
| — | HOLLYFRONTIER CORP | 11,180 | $572K | 0.0% | $51.16 | $63.71 | — | COMMON STOCK | 436106108 |
| KSS | KOHLS CORP | 8,575 | $569K | 0.0% | $66.36 | $75.66 | -12.3% | COMMON STOCK | 500255104 |
| — | DIAMOND OFFSHORE DRILLING | 60,000 | $566K | 0.0% | $9.43 | $68.78 | — | COMMON STOCK | 25271C102 |
| MEDP | MEDPACE HOLDINGS INC | 10,670 | $565K | 0.0% | $52.95 | $54.77 | -3.4% | COMMON STOCK | 58506Q109 |
| USNA | USANA HEALTH SCIENCES INC | 4,780 | $563K | 0.0% | $117.78 | $115.63 | +1.8% | COMMON STOCK | 90328M107 |
| QNST | QUINSTREET INC | 34,130 | $554K | 0.0% | $16.23 | $14.44 | +12.4% | COMMON STOCK | 74874Q100 |
| CFG | CITIZENS FINANCIAL GROUP | 18,500 | $550K | 0.0% | $29.73 * | $25.70 | -15.0% | COMMON STOCK | 174610105 |
| CDNS | CADENCE DESIGN SYS INC | 12,500 | $544K | 0.0% | $43.52 | $44.51 | -2.3% | COMMON STOCK | 127387108 |
| GNRC | GENERAC HOLDINGS INC | 10,910 | $542K | 0.0% | $49.68 | $54.43 | -8.7% | COMMON STOCK | 368736104 |
| TAL | TAL EDUCATION GROUP | 20,000 | $534K | 0.0% | $26.70 | $26.53 | +0.6% | COMMON STOCK | 874080104 |
| M | MACY'S INC | 17,900 | $533K | 0.0% | $29.78 | $37.21 | -20.0% | COMMON STOCK | 55616P104 |
| GTN | GRAY TELEVISION INC | 36,000 | $531K | 0.0% | $14.75 | $17.36 | -15.1% | COMMON STOCK | 389375106 |
| DVN | DEVON ENERGY CORP | 23,500 | $530K | 0.0% | $22.55 * | $34.31 | -52.9% | COMMON STOCK | 25179M103 |
| CMLS | CUMULUS MEDIA INC | 47,174 | $509K | 0.0% | $10.79 | $18.20 | -40.7% | COMMON STOCK | 231082801 |
| — | ELECTRO SCIENTIFIC INDS INC | 16,930 | $507K | 0.0% | $29.95 | $17.42 | — | COMMON STOCK | 285229100 |
| — | MACQUARIE INFRASTRUCTURE | 485,000 | $483K | 0.0% | $1.00 | $1.16 | — | CONVERTIBLE SECURITY | 55608BAA3 |
| IEFA | ISHARES CORE MSCI EAFE ETF | 8,440 | $464K | 0.0% | $54.98 | $59.12 | -7.0% | COMMON STOCK | 46432F842 |
| ARCB | ARCBEST CORP | 13,490 | $462K | 0.0% | $34.25 * | $41.71 | -21.8% | COMMON STOCK | 03937C105 |
| WEX | WEX INC | 3,270 | $458K | 0.0% | $140.06 | $176.82 | -20.8% | COMMON STOCK | 96208T104 |
| IVE | ISHARES S&P 500 VALUE ETF | 4,525 | $458K | 0.0% | $101.22 | $109.40 | -7.5% | COMMON STOCK | 464287408 |
| PSK | SPDR WELLS FARGO PREFERRED | 11,575 | $458K | 0.0% | $39.57 | $43.12 | -8.3% | COMMON STOCK | 78464A292 |
| UGI | UGI CORP | 8,555 | $456K | 0.0% | $53.30 | $53.89 | -1.0% | COMMON STOCK | 902681105 |
| PFF | ISHARES US PREFERRED STOCK E | 13,275 | $454K | 0.0% | $34.20 | $37.52 | -8.8% | COMMON STOCK | 464288687 |
| — | WELLCARE HEALTH PLANS INC | 1,920 | $453K | 0.0% | $235.94 | $320.29 | — | COMMON STOCK | 94946T106 |
| — | LAB CORP OF AMER HLDGS | 262,000 | $442K | 0.0% | $1.69 | $1.50 | — | CONVERTIBLE SECURITY | 50540RAG7 |
| SCHM | SCHWAB US MID CAP ETF | 9,193 | $441K | 0.0% | $47.97 * | $16.36 | -2.3% | COMMON STOCK | 808524508 |
| DIOD | DIODES INC | 13,500 | $436K | 0.0% | $32.30 | $31.96 | +0.9% | COMMON STOCK | 254543101 |
| — | AMEDISYS INC | 3,500 | $410K | 0.0% | $117.14 | $117.14 | — | COMMON STOCK | 023436108 |
| LPLA | LPL FINANCIAL HOLDINGS INC | 6,540 | $399K | 0.0% | $61.01 | $66.05 | -7.5% | COMMON STOCK | 50212V100 |
| — | PGT INNOVATIONS INC | 24,830 | $394K | 0.0% | $15.87 | $20.36 | — | COMMON STOCK | 69336V101 |
| HQY | HEALTHEQUITY INC | 6,500 | $388K | 0.0% | $59.69 | $86.15 | -30.8% | COMMON STOCK | 42226A107 |
| CBSH | COMMERCE BANCSHARES INC | 6,835 | $385K | 0.0% | $56.33 * | $45.15 | -13.3% | COMMON STOCK | 200525103 |
| DECK | DECKERS OUTDOOR CORP | 2,990 | $383K | 0.0% | $128.09 * | $20.28 | +5.2% | COMMON STOCK | 243537107 |
| — | LIVE NATION ENTERTAINMEN | 267,000 | $379K | 0.0% | $1.42 | $1.23 | — | CONVERTIBLE SECURITY | 538034AJ8 |
| — | GENOMIC HEALTH INC | 5,840 | $376K | 0.0% | $64.38 | $70.21 | — | COMMON STOCK | 37244C101 |
| FTNT | FORTINET INC | 5,325 | $375K | 0.0% | $70.42 * | $15.29 | -7.9% | COMMON STOCK | 34959E109 |
| — | MALLINCKRODT PLC | 23,000 | $363K | 0.0% | $15.78 | $15.78 | — | COMMON STOCK | G5785G107 |
| HAE | HAEMONETICS CORP/MASS | 3,600 | $360K | 0.0% | $100.00 | $103.52 | -3.4% | COMMON STOCK | 405024100 |
| NRG | NRG ENERGY INC | 8,990 | $356K | 0.0% | $39.60 * | $27.85 | +18.2% | COMMON STOCK | 629377508 |
| BSV | VANGUARD SHORT-TERM BOND ETF | 4,477 | $352K | 0.0% | $78.62 | $78.12 | +0.6% | COMMON STOCK | 921937827 |
| IWO | ISHARES RUSSELL 2000 GROWTH | 2,050 | $344K | 0.0% | $167.80 | $186.50 | -9.9% | COMMON STOCK | 464287648 |
| — | TCF FINANCIAL CORP | 17,590 | $343K | 0.0% | $19.50 | $23.79 | — | COMMON STOCK | 872275102 |
| — | IAC/INTERACTIVECORP | 1,870 | $342K | 0.0% | $182.89 | $182.89 | — | COMMON STOCK | 44919P508 |
| — | DUNKIN' BRANDS GROUP INC | 5,200 | $333K | 0.0% | $64.04 | $64.04 | — | COMMON STOCK | 265504100 |
| AD | US CELLULAR CORP | 6,410 | $333K | 0.0% | $51.95 * | $23.34 | +28.9% | COMMON STOCK | 911684108 |
| NWL | NEWELL BRANDS INC | 17,525 | $326K | 0.0% | $18.60 * | $31.35 | -57.4% | COMMON STOCK | 651229106 |
| — | SVB FINANCIAL GROUP | 1,700 | $323K | 0.0% | $190.00 | $190.00 | — | COMMON STOCK | 78486Q101 |
| NGVT | INGEVITY CORP | 3,825 | $320K | 0.0% | $83.66 | $96.54 | -13.3% | COMMON STOCK | 45688C107 |
| WMS | ADVANCED DRAINAGE SYSTEMS IN | 12,870 | $312K | 0.0% | $24.24 * | $28.02 | -19.7% | COMMON STOCK | 00790R104 |
| — | SMART GLOBAL HOLDINGS INC | 10,430 | $310K | 0.0% | $29.72 | $28.76 | — | COMMON STOCK | G8232Y101 |
| — | QUIDEL CORP | 6,310 | $308K | 0.0% | $48.81 | $65.22 | — | COMMON STOCK | 74838J101 |
| SKYW | SKYWEST INC | 6,840 | $304K | 0.0% | $44.44 | $59.20 | -24.9% | COMMON STOCK | 830879102 |
| EEFT | EURONET WORLDWIDE INC | 2,920 | $299K | 0.0% | $102.40 | $94.17 | +8.7% | COMMON STOCK | 298736109 |
| — | HMS HOLDINGS CORP | 10,500 | $295K | 0.0% | $28.10 | $28.10 | — | COMMON STOCK | 40425J101 |
| AIT | APPLIED INDUSTRIAL TECH INC | 5,400 | $291K | 0.0% | $53.89 * | $59.28 | -17.2% | COMMON STOCK | 03820C105 |
| PAG | PENSKE AUTOMOTIVE GROUP INC | 7,120 | $287K | 0.0% | $40.31 | $50.84 | -20.7% | COMMON STOCK | 70959W103 |
| IRMD | IRADIMED CORP | 11,740 | $287K | 0.0% | $24.45 * | $24.66 | -9.3% | COMMON STOCK | 46266A109 |
| — | CITRIX SYSTEMS INC | 2,740 | $281K | 0.0% | $102.55 | $111.20 | — | COMMON STOCK | 177376100 |
| SCHA | SCHWAB US SMALL-CAP ETF | 4,609 | $280K | 0.0% | $60.75 * | $16.22 | -6.4% | COMMON STOCK | 808524607 |
| — | BIOTELEMETRY INC | 4,660 | $278K | 0.0% | $59.66 | $59.66 | — | COMMON STOCK | 090672106 |
| ETSY | ETSY INC | 5,820 | $277K | 0.0% | $47.59 | $46.04 | +3.3% | COMMON STOCK | 29786A106 |
| — | PROSPECT CAPITAL CORP | 275,000 | $276K | 0.0% | $1.00 | $1.01 | — | CONVERTIBLE SECURITY | 74348TAM4 |
| — | CONTINENTAL BUILDING PRODUCT | 10,770 | $274K | 0.0% | $25.44 | $37.51 | — | COMMON STOCK | 211171103 |
| R | RYDER SYSTEM INC | 5,570 | $268K | 0.0% | $48.11 | $76.23 | -36.8% | COMMON STOCK | 783549108 |
| CE | CELANESE CORP | 2,950 | $265K | 0.0% | $89.83 * | $99.54 | -21.0% | COMMON STOCK | 150870103 |
| UPLD | UPLAND SOFTWARE INC | 9,620 | $261K | 0.0% | $27.13 * | $34.61 | -13.3% | COMMON STOCK | 91544A109 |
| — | CYPRESS SEMICONDUCTOR CORP | 20,270 | $258K | 0.0% | $12.73 | $14.49 | — | COMMON STOCK | 232806109 |
| MYGN | MYRIAD GENETICS INC | 8,770 | $255K | 0.0% | $29.08 | $44.47 | -34.6% | COMMON STOCK | 62855J104 |
| — | HORIZON PHARMA PLC | 13,000 | $254K | 0.0% | $19.54 | $19.54 | — | COMMON STOCK | G4617B105 |
| — | NABORS INDUSTRIES LTD | 125,000 | $250K | 0.0% | $2.00 | — | — | Call | G6359F903 |
| ARCC | ARES CAPITAL CORP | 16,000 | $249K | 0.0% | $15.56 * | $8.36 | -4.0% | COMMON STOCK | 04010L103 |
| CIGI | COLLIERS INTERNATIONAL GROUP | 4,500 | $248K | 0.0% | $55.11 | $62.57 | -13.3% | COMMON STOCK | 194693107 |
| THC | TENET HEALTHCARE CORP | 14,490 | $248K | 0.0% | $17.12 | $33.02 | -48.1% | COMMON STOCK | 88033G407 |
| HII | HUNTINGTON INGALLS INDUSTRIE | 1,300 | $247K | 0.0% | $190.00 * | $186.29 | -12.3% | COMMON STOCK | 446413106 |
| AB | ALLIANCEBERNSTEIN HOLDING LP | 9,000 | $246K | 0.0% | $27.33 | $30.44 | — | COMMON STOCK | 01881G106 |
| OSK | OSHKOSH CORP | 4,000 | $245K | 0.0% | $61.25 * | $57.01 | -4.1% | COMMON STOCK | 688239201 |
| CHCO | CITY HOLDING CO | 3,620 | $245K | 0.0% | $67.68 * | $63.61 | -14.3% | COMMON STOCK | 177835105 |
| DXCM | DEXCOM INC | 2,000 | $240K | 0.0% | $120.00 * | $31.72 | -5.6% | COMMON STOCK | 252131107 |
| IT | GARTNER INC | 1,840 | $235K | 0.0% | $127.72 | $144.99 | -11.8% | COMMON STOCK | 366651107 |
| WIX | WIX.COM LTD | 2,460 | $222K | 0.0% | $90.24 | $106.98 | -15.6% | COMMON STOCK | M98068105 |
| MTG | MGIC INVESTMENT CORP | 21,200 | $222K | 0.0% | $10.47 | $12.39 | -15.6% | COMMON STOCK | 552848103 |
| — | MATCH GROUP INC | 5,180 | $222K | 0.0% | $42.86 | $57.92 | — | COMMON STOCK | 57665R106 |
| TTD | TRADE DESK INC/THE -CLASS A | 1,900 | $221K | 0.0% | $116.32 * | $11.86 | -2.1% | COMMON STOCK | 88339J105 |
| LNG | CHENIERE ENERGY INC | 3,690 | $218K | 0.0% | $59.08 | $61.56 | -3.8% | COMMON STOCK | 16411R208 |
| INFY | INFOSYS LTD-SP ADR | 22,800 | $217K | 0.0% | $9.52 | $9.18 | +3.7% | COMMON STOCK | 456788108 |
| — | ATHENE HOLDING LTD-CLASS A | 5,430 | $216K | 0.0% | $39.78 | $51.75 | — | COMMON STOCK | G0684D107 |
| NMIH | NMI HOLDINGS INC-CLASS A | 12,120 | $216K | 0.0% | $17.82 | $20.87 | -14.5% | COMMON STOCK | 629209305 |
| WTFC | WINTRUST FINANCIAL CORP | 3,230 | $215K | 0.0% | $66.56 | $89.02 | -25.3% | COMMON STOCK | 97650W108 |
| VNM | VANECK VECTORS VIETNAM ETF | 14,400 | $212K | 0.0% | $14.72 | $17.34 | -15.0% | COMMON STOCK | 92189F817 |
| LGND | LIGAND PHARMACEUTICALS | 1,530 | $208K | 0.0% | $135.95 * | $150.76 | -43.8% | COMMON STOCK | 53220K504 |
| INGN | INOGEN INC | 1,660 | $206K | 0.0% | $124.10 | $231.25 | -46.3% | COMMON STOCK | 45780L104 |
| EQR | EQUITY RESIDENTIAL | 3,050 | $201K | 0.0% | $65.90 * | $45.63 | +11.5% | COMMON STOCK | 29476L107 |
| — | TRISTATE CAPITAL HLDGS INC | 10,220 | $199K | 0.0% | $19.47 | $27.59 | — | COMMON STOCK | 89678F100 |
| — | NCI BUILDING SYSTEMS INC | 26,960 | $195K | 0.0% | $7.23 | $15.13 | — | COMMON STOCK | 628852204 |
| — | HESS MIDSTREAM PARTNERS LP | 10,000 | $170K | 0.0% | $17.00 | $17.00 | — | COMMON STOCK | 428104103 |
| IBN | ICICI BANK LTD-SPON ADR | 14,600 | $150K | 0.0% | $10.27 | $9.39 | +9.6% | COMMON STOCK | 45104G104 |
| — | NUANCE COMMUNICATIONS | 95,000 | $89,000 | 0.0% | $0.94 | $1.03 | — | CONVERTIBLE SECURITY | 67020YAG5 |
| — | NOBLE CORP PLC | 24,000 | $63,000 | 0.0% | $2.63 | $36.90 | — | COMMON STOCK | G65431101 |
| — | ATLAS AIR WORLDWIDE HLDG | 65,000 | $62,000 | 0.0% | $0.95 | $1.18 | — | CONVERTIBLE SECURITY | 049164BJ4 |