13F-HR filed by Calamos Advisors LLC
Calamos Advisors LLC filed this 13F-HR for the quarter ended 2018-06-30, filed 2018-07-17, with 597 holding rows worth $16,361,918,000.
- Accession
- 0000950123-18-006825
- Filer
- CIK 1316507
- Filed
- 2018-07-17
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2018
A holdings report, 597 entries on the cover page, a total value of $16,361,918,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $16,361,918,000 with VALUE read as thousands by filing date, 13F file number 028-11166. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TR | 78462F953 | PUT | 2,502,000 | $678,743,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 2,268,811 | $419,980,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 3,244,897 | $319,979,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 1,632,635 | $317,254,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 268,841 | $303,573,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 162,263 | $275,815,000 | thousands by filing date | |
| ISHARES TR | 464287954 | PUT | 5,083,500 | $220,268,000 | thousands by filing date | put |
| JPMorgan Chase & Co | 46625H100 | COM | 2,047,743 | $213,375,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 1,615,237 | $195,993,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 6,343,031 | $178,810,000 | thousands by filing date | |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 156,096,000 | $176,861,000 | thousands by filing date | principal |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 3,345,500 | $143,756,000 | thousands by filing date | put |
| UnitedHealth Group Inc | 91324P102 | COM | 572,037 | $140,344,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 57,434,000 | $138,037,000 | thousands by filing date | principal |
| ISHARES TR | 464287955 | PUT | 1,964,000 | $131,529,000 | thousands by filing date | put |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 25,000,000 | $131,335,000 | thousands by filing date | principal |
| Home Depot, Inc | 437076102 | COM | 672,643 | $131,233,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503AS5 | NOTE 0.350% 6/1 | 81,393,000 | $126,223,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 460,968 | $125,051,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 560,244 | $123,573,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 929,430 | $123,103,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AF1 | NOTE 1.625% 2/1 | 103,211,000 | $121,313,000 | thousands by filing date | principal |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 2,401,393 | $118,965,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 1,408,694 | $116,541,000 | thousands by filing date | |
| XLF 260717P00050000 | 81369y955 | PUT | 4,200,000 | $111,678,000 | thousands by filing date | put |
| ISHARES TR | 464287905 | CALL | 1,597,000 | $106,951,000 | thousands by filing date | call |
| Chevron Corporation | 166764100 | COM | 842,784 | $106,553,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 1,935,289 | $102,609,000 | thousands by filing date | |
| BAXTER INTL INC | 071813109 | COM | 1,346,341 | $99,414,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 701,042 | $99,324,000 | thousands by filing date | |
| DOWDUPONT INC | 26078J100 | COM | 1,458,168 | $96,122,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 1,184,123 | $95,606,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 601,795 | $94,295,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 879,402 | $92,170,000 | thousands by filing date | |
| CROWN CASTLE INTL CORP NEW | 22822V309 | 6.875% CON PFD A | 81,680 | $86,177,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 427,485 | $84,009,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 1,196,611 | $80,077,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 235,067 | $78,867,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 1,167,417 | $78,252,000 | thousands by filing date | |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 622,746 | $77,314,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 2,116,123 | $76,773,000 | thousands by filing date | |
| NEXTERA ENERGY INC CORPORATE | 65339f820 | COM | 1,341,628 | $76,607,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 1,710,864 | $75,038,000 | thousands by filing date | |
| LABORATORY CORP OF AMERICA | 50540R409 | COM NEW | 401,239 | $72,034,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 240,973 | $71,721,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 970,851 | $71,406,000 | thousands by filing date | |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 30,363,000 | $71,089,000 | thousands by filing date | principal |
| AbbVie,Inc. | 00287Y109 | COM | 765,314 | $70,906,000 | thousands by filing date | |
| HALLIBURTON CO COM | 406216101 | Stock | 1,534,020 | $69,123,000 | thousands by filing date | |
| SQUARE INC | 852234AB9 | NOTE 0.375% 3/0 | 25,000,000 | $67,502,000 | thousands by filing date | principal |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 818,236 | $67,071,000 | thousands by filing date | |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 49,162,000 | $66,994,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 53,013 | $66,768,000 | thousands by filing date | |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 45,606,000 | $66,639,000 | thousands by filing date | principal |
| SILICON LABORATORIES INC | 826919AB8 | NOTE 1.375% 3/0 | 54,098,000 | $65,955,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 52,742,000 | $65,727,000 | thousands by filing date | principal |
| Comcast Corp | 20030N101 | COM | 1,986,029 | $65,162,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 1,507,124 | $64,852,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887208 | PFD SHS CONV A | 1,045,129 | $64,641,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 828,026 | $64,636,000 | thousands by filing date | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 619,398 | $64,461,000 | thousands by filing date | |
| E TRADE FINANCIAL CORP | 269246401 | COM NEW | 1,049,985 | $64,217,000 | thousands by filing date | |
| MOHAWK INDS INC | 608190104 | COM | 294,082 | $63,013,000 | thousands by filing date | |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 52,857,000 | $62,402,000 | thousands by filing date | principal |
| AT&T Inc | 00206R102 | COM | 1,927,461 | $61,891,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 258,699 | $61,578,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 1,223,209 | $61,540,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 1,271,071 | $60,249,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 151,641 | $59,357,000 | thousands by filing date | |
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 29,504,000 | $58,661,000 | thousands by filing date | principal |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 936,713 | $57,926,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 51,549 | $57,511,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 1,028,783 | $57,036,000 | thousands by filing date | |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 37,843,000 | $56,500,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC | 65339F846 | UNIT 08/31/2018 | 756,135 | $56,200,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 389,910 | $56,167,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 508,069 | $55,313,000 | thousands by filing date | |
| Broadcom Inc. | 11135F101 | COM | 227,564 | $55,216,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 644,606 | $55,211,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 326,467 | $54,429,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP | 682189AP0 | NOTE 1.625%10/1 | 42,781,000 | $54,218,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 45,603,000 | $54,089,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AK1 | NOTE 1.000%12/0 | 41,012,000 | $53,917,000 | thousands by filing date | principal |
| LUMENTUM HLDGS INC | 55024UAB5 | NOTE 0.250% 3/1 | 45,302,000 | $53,780,000 | thousands by filing date | principal |
| HESS CORP | 42809H404 | DEP PDF SR A | 710,351 | $53,532,000 | thousands by filing date | |
| CARMAX INC COM | 143130102 | Stock | 729,286 | $53,143,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 866,893 | $52,620,000 | thousands by filing date | |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 41,995 | $52,515,000 | thousands by filing date | |
| STATE STR SPDR S&P 500 ETF T | 78462F903 | CALL | 1,300,000 | $51,415,000 | thousands by filing date | call |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 41,320,000 | $50,315,000 | thousands by filing date | principal |
| NVIDIA Corp | 67066G104 | COM | 211,927 | $50,206,000 | thousands by filing date | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 708,932 | $49,434,000 | thousands by filing date | |
| GUIDEWIRE SOFTWARE INC | 40171VAA8 | BOND | 48,021,000 | $48,808,000 | thousands by filing date | principal |
| ROYAL GOLD INC | 780287AA6 | NOTE | 45,785,000 | $48,647,000 | thousands by filing date | principal |
| Berkshire Hathaway Inc | 084670702 | COM | 259,085 | $48,358,000 | thousands by filing date | |
| LIGAND PHARMACEUTICALS INC | 53220KAD0 | NOTE 0.750 8/1 | 17,500,000 | $48,149,000 | thousands by filing date | principal |
| DTE ENERGY CO | 233331883 | UNIT 99/99/9999 | 927,601 | $47,696,000 | thousands by filing date | |
| REALPAGE INC | 75606NAB5 | NOTE | 33,488,000 | $47,568,000 | thousands by filing date | principal |
| CSX Corporation | 126408103 | COM | 734,705 | $46,859,000 | thousands by filing date | |
| Booking Holdings Inc. | 09857L108 | COM | 23,081 | $46,787,000 | thousands by filing date | |
| FIRST SOLAR INC COM | 336433107 | Stock | 862,950 | $45,443,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 880,000 | $45,346,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 46,184,000 | $44,697,000 | thousands by filing date | principal |
| RAYTHEON CO | 755111507 | COM NEW | 231,141 | $44,652,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 1,526,528 | $44,315,000 | thousands by filing date | |
| TAL ED GROUP | 874080AB0 | NOTE 2.500 5/1 | 5,250,000 | $44,153,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AB1 | NOTE 7/0 | 23,684,000 | $44,152,000 | thousands by filing date | principal |
| Applied Materials,Inc. | 038222105 | COM | 935,684 | $43,219,000 | thousands by filing date | |
| BOOKING HOLDINGS INC | 09857L958 | PUT | 20,800 | $42,163,000 | thousands by filing date | put |
| EMERSON ELEC CO COM | 291011104 | Stock | 600,756 | $41,536,000 | thousands by filing date | |
| SEMPRA ENERGY | 816851406 | 6% PFD CONV A | 389,257 | $40,175,000 | thousands by filing date | |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 36,707,000 | $39,875,000 | thousands by filing date | principal |
| 51JOB INC | 316827AC8 | NOTE 3.250 4/1 | 17,500,000 | $39,764,000 | thousands by filing date | principal |
| Salesforce.com, Inc | 79466L302 | COM | 290,634 | $39,642,000 | thousands by filing date | |
| SLM CORP COM | 78442P106 | Stock | 3,409,639 | $39,040,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 124,183 | $38,211,000 | thousands by filing date | |
| American Tower Corporation | 03027X100 | COM | 261,969 | $37,768,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 277,373 | $37,631,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 226,472 | $37,049,000 | thousands by filing date | |
| MASTERCARD INCORPORATED | 57636Q954 | PUT | 187,500 | $36,848,000 | thousands by filing date | put |
| GENERAL ELEC CO | 369604103 | COM | 2,704,705 | $36,811,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657AK7 | NOTE 2.875% 2/0 | 32,031,000 | $36,775,000 | thousands by filing date | principal |
| NXP SEMICONDUCTORS N V | 62952QAB6 | NOTE 1.000%12/0 | 30,390,000 | $36,583,000 | thousands by filing date | principal |
| POWERSHARES QQQ NASDAQ 100 | 73935A954 | COM | 211,600 | $36,321,000 | thousands by filing date | put |
| Costco Wholesale Corporation | 22160K105 | COM | 173,775 | $36,315,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 206,729 | $35,733,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 285,670 | $35,546,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 20,000,000 | $35,214,000 | thousands by filing date | principal |
| INPHI CORP | 45772FAC1 | NOTE 0.750% 9/0 | 36,771,000 | $34,938,000 | thousands by filing date | principal |
| Mondelez International,Inc. Class A | 609207105 | COM | 830,035 | $34,031,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855R100 | COM | 346,241 | $33,911,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 29,500,000 | $33,725,000 | thousands by filing date | principal |
| EXELON CORP COM | 30161N101 | Stock | 789,150 | $33,618,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 351,239 | $33,568,000 | thousands by filing date | |
| ISHARES TR | 464287630 | RUS 2000 VAL ETF | 253,145 | $33,395,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 33,101,000 | $33,233,000 | thousands by filing date | principal |
| NIKE,Inc. Class B | 654106103 | COM | 415,415 | $33,100,000 | thousands by filing date | |
| ISHARES TR | 464287904 | CALL | 759,500 | $32,909,000 | thousands by filing date | call |
| Medtronic Plc | G5960L103 | COM | 382,002 | $32,703,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y905 | CALL | 1,227,500 | $32,639,000 | thousands by filing date | call |
| ZIONS BANCORPORATION | 989701107 | COM | 612,012 | $32,247,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 108,804 | $32,144,000 | thousands by filing date | |
| COVISTA INC | 00737L103 | COM | 659,884 | $31,740,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AY9 | NOTE 3.000%11/1 | 17,442,000 | $31,509,000 | thousands by filing date | principal |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 23,000,000 | $31,195,000 | thousands by filing date | principal |
| AFFILIATED MANAGERS GROUP COM | 008252108 | Stock | 209,528 | $31,151,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 636,682 | $31,102,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 623,411 | $30,990,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 389,007 | $30,895,000 | thousands by filing date | |
| COLONY STARWOOD HOMES | 19625XAB8 | NOTE 3.500% 1/1 | 27,500,000 | $30,783,000 | thousands by filing date | principal |
| S&P Global,Inc. | 78409V104 | COM | 149,145 | $30,409,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC | 854502887 | UNIT 05/15/2020 | 289,291 | $30,312,000 | thousands by filing date | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 143,858 | $29,799,000 | thousands by filing date | |
| ENVESTNET INC | 29404KAA4 | NOTE 1.75012/1 | 28,323,000 | $29,730,000 | thousands by filing date | principal |
| RED HAT INC | 756577902 | COM | 219,500 | $29,494,000 | thousands by filing date | call |
| WPX ENERGY INC | 98212B202 | PFD SER A CV | 385,612 | $29,441,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 319,984 | $29,407,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 118,398 | $28,867,000 | thousands by filing date | |
| NABORS INDS INC | 62957HAB1 | BOND | 36,523,000 | $28,829,000 | thousands by filing date | principal |
| ARES CAPITAL CORP | 04010LAT0 | NOTE 3.750% 2/0 | 28,273,000 | $28,467,000 | thousands by filing date | principal |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 421,690 | $28,241,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 639,230 | $28,164,000 | thousands by filing date | |
| AMAZON COM INC | 023135906 | CALL | 16,500 | $28,047,000 | thousands by filing date | call |
| Micron Technology,Inc. | 595112103 | COM | 534,361 | $28,022,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 399,086 | $27,784,000 | thousands by filing date | |
| OSI SYSTEMS INC | 671044AD7 | NOTE 1.250% 9/0 | 28,531,000 | $27,716,000 | thousands by filing date | principal |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 204,786 | $27,667,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 177,406 | $27,627,000 | thousands by filing date | |
| RADIAN GROUP INC COM | 750236101 | Stock | 1,702,720 | $27,618,000 | thousands by filing date | |
| BANK OF AMER CORP | 060505904 | CALL | 975,000 | $27,485,000 | thousands by filing date | call |
| DYCOM INDS INC | 267475AB7 | NOTE 0.750% 9/1 | 23,656,000 | $27,482,000 | thousands by filing date | principal |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 257,474 | $27,300,000 | thousands by filing date | |
| AIR LEASE CORP | 00912X302 | CL A | 648,179 | $27,204,000 | thousands by filing date | |
| ELLIE MAE INC | 28849P100 | COM | 261,962 | $27,202,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 27,045,000 | $26,712,000 | thousands by filing date | principal |
| CYPRESS SEMICONDUCTOR CORP | 232806AM1 | NOTE 4.500% 1/1 | 20,100,000 | $26,698,000 | thousands by filing date | principal |
| UBS GROUP AG SHS | H42097107 | Stock | 1,738,000 | $26,661,000 | thousands by filing date | |
| NEUROCRINE BIOSCIENCES INC | 64125CAD1 | NOTE 2.250% 5/1 | 18,100,000 | $26,259,000 | thousands by filing date | principal |
| ULTA BEAUTY INC COM | 90384S303 | Stock | 111,916 | $26,128,000 | thousands by filing date | |
| VISTRA ENERGY CORP | 92840M300 | UNIT 02/02/2024 | 275,000 | $26,029,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAF7 | NOTE 1.000% 7/0 | 24,550,000 | $25,998,000 | thousands by filing date | principal |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 137,081 | $25,941,000 | thousands by filing date | |
| WORKDAY INC CL A | 98138H101 | Stock | 213,753 | $25,890,000 | thousands by filing date | |
| PACIRA BIOSCIENCES | 695127AD2 | NOTE 2.375% 4/0 | 27,643,000 | $25,768,000 | thousands by filing date | principal |
| Chubb Limited | H1467J104 | COM | 200,494 | $25,467,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 19,109,000 | $25,382,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DELAWARE | 531229AE2 | DEB 2.250% 9/3 | 48,117,000 | $25,151,000 | thousands by filing date | principal |
| LENDINGTREE INC NEW | 52603BAA5 | NOTE | 20,676,000 | $24,947,000 | thousands by filing date | principal |
| HOME DEPOT INC | 437076902 | CALL | 126,500 | $24,680,000 | thousands by filing date | call |
| STANLEY BLACK & DECKER INC | 854502901 | COM | 185,000 | $24,570,000 | thousands by filing date | call |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 24,265,000 | $24,375,000 | thousands by filing date | principal |
| MERCADOLIBRE INC | 58733RAB8 | NOTE 2.250 7/0 | 10,000,000 | $24,254,000 | thousands by filing date | principal |
| MICROSOFT CORP | 594918904 | CALL | 244,500 | $24,110,000 | thousands by filing date | call |
| TJX Companies Inc | 872540109 | COM | 252,744 | $24,056,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 339,224 | $24,031,000 | thousands by filing date | |
| SYNAPTICS INC | 87157DAD1 | NOTE 0.500% 6/1 | 24,270,000 | $23,953,000 | thousands by filing date | principal |
| BP PLC SPONSORED ADR | 055622104 | ADR | 521,100 | $23,793,000 | thousands by filing date | |
| RED HAT INC | 756577AD4 | NOTE 0.250%10/0 | 12,981,000 | $23,650,000 | thousands by filing date | principal |
| CITRIX SYSTEMS INC | 177376950 | COM | 223,000 | $23,379,000 | thousands by filing date | put |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 23,600,000 | $23,171,000 | thousands by filing date | principal |
| Amgen Inc. | 031162100 | COM | 124,358 | $22,955,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470MAD1 | BOND | 25,750,000 | $22,736,000 | thousands by filing date | principal |
| INSULET CORP | 45784PAF8 | NOTE 1.250% 9/1 | 15,000,000 | $22,687,000 | thousands by filing date | principal |
| Abbott Laboratories | 002824100 | COM | 371,387 | $22,651,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 397,446 | $22,571,000 | thousands by filing date | |
| PACCAR INC COM | 693718108 | Stock | 359,895 | $22,299,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 436,836 | $22,034,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC | 00971T901 | CALL | 300,000 | $21,969,000 | thousands by filing date | call |
| HUBSPOT INC | 443573AB6 | NOTE 0.250% 6/0 | 15,000,000 | $21,464,000 | thousands by filing date | principal |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 16,870,000 | $21,426,000 | thousands by filing date | principal |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 97,637 | $21,370,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 248,583 | $21,212,000 | thousands by filing date | |
| Stryker Corporation | 863667101 | COM | 124,813 | $21,076,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 113,092 | $20,982,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F906 | CALL | 983,500 | $20,890,000 | thousands by filing date | call |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 20,175,000 | $20,406,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AF9 | NOTE 1.000% 1/3 | 17,250,000 | $20,266,000 | thousands by filing date | principal |
| American Express Company | 025816109 | COM | 204,158 | $20,007,000 | thousands by filing date | |
| TUTOR PERINI CORP | 901109AD0 | NOTE 2.875% 6/1 | 19,845,000 | $19,924,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 3,785,000 | $19,674,000 | thousands by filing date | principal |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 209,082 | $19,551,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BH8 | NOTE 2.250% 6/0 | 15,819,000 | $19,514,000 | thousands by filing date | principal |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 15,000,000 | $19,357,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AB7 | NOTE 1.875% 8/1 | 17,745,000 | $19,339,000 | thousands by filing date | principal |
| TOTAL SYS SVCS INC | 891906109 | COM | 226,548 | $19,148,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 116,735 | $19,118,000 | thousands by filing date | |
| ALLEGHENY TECHNOLOGIES INC | 01741RAG7 | NOTE | 10,000,000 | $19,095,000 | thousands by filing date | principal |
| FLEXION THERAPEUTICS INC | 33938JAB2 | NOTE | 15,601,000 | $19,042,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 10,000,000 | $18,794,000 | thousands by filing date | principal |
| SM ENERGY CO | 78454LAM2 | NOTE 1.500% 7/0 | 18,154,000 | $18,780,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 205,738 | $18,712,000 | thousands by filing date | |
| TRANSUNION COM | 89400J107 | Stock | 261,100 | $18,705,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 266,221 | $18,678,000 | thousands by filing date | |
| FINISAR CORP | 31787AAM3 | NOTE 0.500%12/1 | 18,744,000 | $18,619,000 | thousands by filing date | principal |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 167,055 | $18,346,000 | thousands by filing date | |
| INSMED INC | 457669AA7 | NOTE 1.750% 1/1 | 20,000,000 | $18,304,000 | thousands by filing date | principal |
| Eaton Corp. Plc | G29183103 | COM | 242,660 | $18,136,000 | thousands by filing date | |
| META PLATFORMS INC | 30303M902 | CALL | 92,000 | $17,877,000 | thousands by filing date | call |
| Bristol-Myers Squibb Company | 110122108 | COM | 322,663 | $17,856,000 | thousands by filing date | |
| VEECO INSTRS INC DEL | 922417AD2 | NOTE 2.700% 1/1 | 20,043,000 | $17,677,000 | thousands by filing date | principal |
| SHERWIN WILLIAMS CO | 824348106 | COM | 42,860 | $17,468,000 | thousands by filing date | |
| KAMAN CORP | 483548AF0 | BOND | 14,400,000 | $17,413,000 | thousands by filing date | principal |
| NORTHERN TR CORP COM | 665859104 | Stock | 169,110 | $17,400,000 | thousands by filing date | |
| ASSURANT INC | 04621X207 | 6.50% CONV PFD D | 153,297 | $17,174,000 | thousands by filing date | |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 15,511,000 | $16,984,000 | thousands by filing date | principal |
| KNOWLES CORP | 49926DAB5 | NOTE 3.250%11/0 | 15,121,000 | $16,983,000 | thousands by filing date | principal |
| FIRST REPUBLIC BANK/SAN FRANCI | 33616C100 | COM | 175,050 | $16,943,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 450,000 | $16,839,000 | thousands by filing date | |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 293,707 | $16,829,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 236,128 | $16,626,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 6,855,000 | $16,603,000 | thousands by filing date | principal |
| PDC ENERGY INC | 69327RAD3 | NOTE 1.125% 9/1 | 15,843,000 | $16,572,000 | thousands by filing date | principal |
| APTIV PLC | G6095L109 | SHS | 180,227 | $16,514,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MANUFAC | 874039900 | CALL | 450,000 | $16,452,000 | thousands by filing date | call |
| HARRIS CORP INC | 413875105 | COM | 112,633 | $16,280,000 | thousands by filing date | |
| NEVRO CORP | 64157FAA1 | BOND | 14,971,000 | $16,253,000 | thousands by filing date | principal |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 110,373 | $16,067,000 | thousands by filing date | |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 15,180,000 | $15,894,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST | 85571BAH8 | Convertible Debt | 15,666,000 | $15,774,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 16,199,000 | $15,762,000 | thousands by filing date | principal |
| NextEra Energy,Inc. | 65339F101 | COM | 93,730 | $15,656,000 | thousands by filing date | |
| AIR LEASE CORP | 00912XAK0 | NOTE 3.875%12/0 | 10,742,000 | $15,617,000 | thousands by filing date | principal |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 259,661 | $15,584,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 1,394,612 | $15,438,000 | thousands by filing date | |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 11,100,000 | $15,417,000 | thousands by filing date | principal |
| PVH CORPORATION COM | 693656100 | Stock | 102,915 | $15,408,000 | thousands by filing date | |
| VIRTUS INVT PARTNERS INC | 92828Q208 | PFD CV SER D | 140,000 | $15,337,000 | thousands by filing date | |
| MEDICINES CO | 584688AG0 | NOTE 2.750% 7/1 | 15,250,000 | $15,321,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167CY1 | NOTE 5.500% 9/1 | 15,000,000 | $15,264,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 380,398 | $14,988,000 | thousands by filing date | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 260,568 | $14,933,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 75,835 | $14,918,000 | thousands by filing date | |
| PROOFPOINT INC | 743424AD5 | DBCV 0.750% 6/1 | 9,997,000 | $14,731,000 | thousands by filing date | principal |
| AETNA INC NEW | 00817Y108 | COM | 78,849 | $14,469,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 329,431 | $14,363,000 | thousands by filing date | |
| CTRIP.COM INTERNATIONAL-ADR | 22943F950 | COM | 300,000 | $14,289,000 | thousands by filing date | put |
| Texas Instruments Incorporated | 882508104 | COM | 129,538 | $14,282,000 | thousands by filing date | |
| WASTE CONNECTIONS INC COM | 94106B101 | Stock | 188,188 | $14,167,000 | thousands by filing date | |
| US FOODS HLDG CORP COM | 912008109 | Stock | 367,400 | $13,895,000 | thousands by filing date | |
| SPDR SERIES TRUST BLOOMBERG BR | 78464A417 | BLOOMBERG BRCLYS | 388,725 | $13,792,000 | thousands by filing date | |
| FINISAR CORP | 31787AAP6 | NOTE 0.500%12/1 | 14,313,000 | $12,981,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 13,336,000 | $12,912,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAM5 | NOTE 4.375% 1/1 | 12,574,000 | $12,652,000 | thousands by filing date | principal |
| KROGER CO COM | 501044101 | Stock | 439,441 | $12,502,000 | thousands by filing date | |
| TWENTY FIRST CENTY FOX INC | 90130A101 | CL A | 248,696 | $12,358,000 | thousands by filing date | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 119,116 | $12,340,000 | thousands by filing date | |
| Duke Energy Corporation | 26441C204 | COM | 154,548 | $12,222,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 10,000,000 | $12,185,000 | thousands by filing date | principal |
| REALPAGE INC | 75606N109 | COM | 217,752 | $11,998,000 | thousands by filing date | |
| BOOKING HOLDINGS INC | 09857L908 | CALL | 5,900 | $11,960,000 | thousands by filing date | call |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAJ6 | NOTE 4.125% 9/1 | 10,000,000 | $11,862,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 7,564,000 | $11,784,000 | thousands by filing date | principal |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 48,490 | $11,783,000 | thousands by filing date | |
| IMMUNOMEDICS INC | 452907AK4 | NOTE 4.750 2/1 | 2,500,000 | $11,743,000 | thousands by filing date | principal |
| PAYPALHLDGSINC | 70450Y103 | STOK | 139,523 | $11,618,000 | thousands by filing date | |
| CSG SYS INTL INC | 126349AF6 | NOTE 4.250% 3/1 | 11,000,000 | $11,599,000 | thousands by filing date | principal |
| JPMORGAN CHASE & CO | 46625H900 | CALL | 110,000 | $11,462,000 | thousands by filing date | call |
| INTEGRATED DEVICE TECHNOLOGY | 458118AC0 | NOTE 0.87511/1 | 10,034,000 | $11,444,000 | thousands by filing date | principal |
| NEW ORIENTAL EDUCATION & TECHN | 647581107 | SPON ADR | 120,660 | $11,422,000 | thousands by filing date | |
| WELLS FARGO & CO | 949746951 | CALL | 203,100 | $11,260,000 | thousands by filing date | put |
| MORGAN STANLEY | 617446908 | Option | 235,000 | $11,139,000 | thousands by filing date | call |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 130,210 | $11,078,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387AL6 | NOTE 1.250% 4/0 | 11,560,000 | $11,032,000 | thousands by filing date | principal |
| WELLTOWER INC COM | 95040Q104 | REIT | 175,969 | $11,031,000 | thousands by filing date | |
| DOLLAR TREE INC COM | 256746108 | Stock | 129,545 | $11,011,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787907 | COM | 58,000 | $10,976,000 | thousands by filing date | call |
| RAMBUS INC | 750917AE6 | CNV | 10,000,000 | $10,912,000 | thousands by filing date | principal |
| DELTA AIR LINES INC | 247361902 | CALL | 220,000 | $10,899,000 | thousands by filing date | call |
| ZILLOW GROUP INC | 98954MAB7 | NOTE 2.000%12/0 | 8,500,000 | $10,751,000 | thousands by filing date | principal |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 89,363 | $10,741,000 | thousands by filing date | |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 5,000,000 | $10,697,000 | thousands by filing date | principal |
| KEYCORP COM | 493267108 | Stock | 541,545 | $10,582,000 | thousands by filing date | |
| BRIGHTHOUSE FINL INC | 10922N103 | COM | 263,000 | $10,538,000 | thousands by filing date | |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 10,500,000 | $10,409,000 | thousands by filing date | principal |
| AMAG PHARMACEUTICALS INC | 00163UAD8 | NOTE 3.250% 6/0 | 10,000,000 | $10,270,000 | thousands by filing date | principal |
| JDS UNIPHASE CORP | 46612JAF8 | DBCV 0.625% 8/1 | 10,000,000 | $10,144,000 | thousands by filing date | principal |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 10,000,000 | $10,144,000 | thousands by filing date | principal |
| GOLDMAN SACHS BDC INC | 38147UAB3 | NOTE 4.500% 4/0 | 10,000,000 | $10,126,000 | thousands by filing date | principal |
| TCP Cap Corp Sr Conv Nt | 87238qad5 | CONV | 10,000,000 | $10,074,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BR3 | NOTE 3.720% 3/1 | 10,037,000 | $10,068,000 | thousands by filing date | principal |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 232,175 | $10,060,000 | thousands by filing date | |
| WRIGHT MED GROUP N V | 98236JAB4 | NOTE 2.250%11/1 | 7,500,000 | $10,000,000 | thousands by filing date | principal |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 79,733 | $9,969,000 | thousands by filing date | |
| MASTERCARD INCORPORATED | 57636Q904 | CL A | 50,600 | $9,944,000 | thousands by filing date | call |
| CVS Health Corporation | 126650100 | COM | 153,604 | $9,884,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 70,217 | $9,816,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 8,162,000 | $9,772,000 | thousands by filing date | principal |
| WAYFAIR INC | 94419LAA9 | NOTE 0.375% 9/0 | 7,500,000 | $9,661,000 | thousands by filing date | principal |
| PAYCOMSOFTWAREINC | 70432V102 | STOK | 97,649 | $9,651,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 33,160 | $9,624,000 | thousands by filing date | |
| NUCOR CORP COM | 670346105 | Stock | 153,825 | $9,614,000 | thousands by filing date | |
| AMGEN INC | 031162900 | CALL | 51,100 | $9,433,000 | thousands by filing date | call |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 55,103 | $9,378,000 | thousands by filing date | |
| CROWN CASTLE INC COM | 22822V101 | REIT | 85,864 | $9,258,000 | thousands by filing date | |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 7,500,000 | $9,135,000 | thousands by filing date | principal |
| TRIP COM GROUP LTD | 22943FAM2 | DBCV 1.250% 9/1 | 8,830,000 | $9,105,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS INC | 67020YAK6 | DBCV 1.000%12/1 | 10,000,000 | $8,960,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 7,500,000 | $8,867,000 | thousands by filing date | principal |
| OCCIDENTAL PETE CORP | 674599105 | COM | 105,540 | $8,832,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 60,000 | $8,774,000 | thousands by filing date | |
| MAGELLAN MIDSTREAM PARTNERS, L | 559080106 | COM UNIT RP LP | 127,005 | $8,774,000 | thousands by filing date | |
| NOKIA CORP | 654902204 | SPONSORED ADR | 1,520,000 | $8,740,000 | thousands by filing date | |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 31,941 | $8,721,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 157,820 | $8,511,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 114,588 | $8,490,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 10,000,000 | $8,489,000 | thousands by filing date | principal |
| TERADYNE INC | 880770AG7 | NOTE | 6,258,000 | $8,356,000 | thousands by filing date | principal |
| Danaher Corporation | 235851102 | COM | 83,793 | $8,269,000 | thousands by filing date | |
| NICE SYS INC | 65366HAB9 | BOND | 6,228,000 | $8,252,000 | thousands by filing date | principal |
| ROVI CORP | 779376AD4 | NOTE 0.500% 3/0 | 8,635,000 | $8,234,000 | thousands by filing date | principal |
| CARDTRONICS INC | 14161HAG3 | NOTE 1.000%12/0 | 8,800,000 | $8,226,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AH2 | NOTE 0.500% 6/1 | 6,187,000 | $8,172,000 | thousands by filing date | principal |
| VIPSHOP HLDGS LTD | 92763W903 | SPONSORED ADS A | 750,000 | $8,138,000 | thousands by filing date | call |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 117,467 | $8,135,000 | thousands by filing date | |
| CALAMP CORP | 128126AB5 | NOTE 1.625% 5/1 | 7,500,000 | $8,106,000 | thousands by filing date | principal |
| ALLSCRIPTS HEALTHCARE SOLUTN | 01988PAD0 | NOTE 1.250% 7/0 | 7,992,000 | $8,092,000 | thousands by filing date | principal |
| International Business Machines Corporation | 459200101 | COM | 57,907 | $8,090,000 | thousands by filing date | |
| SYNCHRONYFINL | 87165B103 | STOK | 238,743 | $7,969,000 | thousands by filing date | |
| TIMKENSTEEL CORP | 887399AA1 | CONVERTIBLE BOND | 5,000,000 | $7,851,000 | thousands by filing date | principal |
| NAVISTAR INTL CORP NEW | 63934EAS7 | NOTE 4.750 4/1 | 7,500,000 | $7,742,000 | thousands by filing date | principal |
| ALEXION PHARMACEUTICALS INC | 015351909 | COM | 61,000 | $7,573,000 | thousands by filing date | call |
| Spectra Energy Partners | 84756N109 | COM | 213,320 | $7,556,000 | thousands by filing date | |
| Concho Resources Inc. | 20605P101 | COM | 54,405 | $7,527,000 | thousands by filing date | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 27,456 | $7,511,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 94,133 | $7,436,000 | thousands by filing date | |
| CNOOC LTD | 126132909 | SPONSORED ADR | 43,200 | $7,398,000 | thousands by filing date | call |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 95,040 | $7,338,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 65,384 | $7,247,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 14,483 | $7,228,000 | thousands by filing date | |
| HORIZON PHARMA INVT LTD | 44052TAB7 | NOTE 2.500% 3/1 | 7,500,000 | $7,192,000 | thousands by filing date | principal |
| PANDORA MEDIA INC | 698354AB3 | NOTE 1.750%12/0 | 7,500,000 | $7,184,000 | thousands by filing date | principal |
| RENEWABLE ENERGY GROUP INC | 75972AAC7 | BOND | 4,000,000 | $7,158,000 | thousands by filing date | principal |
| ENTERPRISE PRODS PARTNERS L | 293792107 | COM | 258,630 | $7,156,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 52,835 | $7,116,000 | thousands by filing date | |
| LULULEMON ATHLETICA INC | 550021109 | COM | 56,470 | $7,050,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 52,078 | $6,916,000 | thousands by filing date | |
| XCELENERGY INC | 98389B100 | COM | 150,982 | $6,897,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 122,750 | $6,889,000 | thousands by filing date | |
| DOMINION ENERGY INC | 25746U836 | UNIT 08/15/2019 | 146,852 | $6,786,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 103,840 | $6,730,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 73,512 | $6,709,000 | thousands by filing date | |
| SONY GROUP CORP | 835699907 | SPONSORED ADR | 129,000 | $6,613,000 | thousands by filing date | call |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 177,700 | $6,497,000 | thousands by filing date | |
| CMS ENERGY CORP COM | 125896100 | Stock | 137,321 | $6,493,000 | thousands by filing date | |
| OASIS PETE INC NEW | 674215AJ7 | NOTE | 5,000,000 | $6,487,000 | thousands by filing date | principal |
| AEROJET ROCKETDYNE HLDGS INC | 007800AB1 | NOTE 2.250%12/1 | 5,000,000 | $6,482,000 | thousands by filing date | principal |
| FEDEX CORP COM | 31428X106 | Stock | 28,493 | $6,470,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 83,884 | $6,402,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 45,955 | $6,367,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 124,182 | $6,346,000 | thousands by filing date | |
| XILINX INC | 983919101 | COM | 96,023 | $6,266,000 | thousands by filing date | |
| DERMIRA INC | 24983LAB0 | NOTE 3.000% 5/1 | 7,500,000 | $6,199,000 | thousands by filing date | principal |
| RED HAT INC | 756577102 | COM | 45,950 | $6,174,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 80,993 | $6,165,000 | thousands by filing date | |
| EURONET WORLDWIDE INC | 298736AH2 | NOTE 1.50010/0 | 5,000,000 | $6,141,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAD2 | DBCV 1.625% 8/1 | 3,625,000 | $6,126,000 | thousands by filing date | principal |
| AMPHENOL CORP NEW | 032095101 | COM | 70,277 | $6,125,000 | thousands by filing date | |
| DAQO NEW ENERGY CORP. (ADR) | 23703Q203 | SPNSRD ADS NEW | 172,000 | $6,113,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 83,456 | $6,113,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J908 | COM | 36,200 | $6,035,000 | thousands by filing date | call |
| LIBERTY MEDIA CORP DEL | 530715AG6 | DEB 4.000%11/1 | 8,534,927 | $6,026,000 | thousands by filing date | principal |
| FORESTAR GROUP INC | 346232AB7 | NOTE 3.750% 3/0 | 6,000,000 | $6,006,000 | thousands by filing date | principal |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 32,213 | $6,005,000 | thousands by filing date | |
| NISOURCE INC COM | 65473P105 | Stock | 227,557 | $5,980,000 | thousands by filing date | |
| GALLAGHER ARTHUR J & CO COM | 363576109 | Stock | 90,527 | $5,910,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 55,071 | $5,850,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 142,358 | $5,837,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 34,128 | $5,800,000 | thousands by filing date | |
| MANDIANT INC | 31816QAD3 | NOTE 1.625% 6/0 | 6,308,000 | $5,763,000 | thousands by filing date | principal |
| AMERICA MOVIL SA DE CV-ADR | 02364W105 | SPON ADR L SHS | 345,880 | $5,762,000 | thousands by filing date | |
| SOUTH JERSEY INDS INC | 838518116 | UNIT 99/99/9999 | 100,000 | $5,732,000 | thousands by filing date | |
| FIRSTENERGY CORP | 337932107 | COM | 159,406 | $5,724,000 | thousands by filing date | |
| ILLUMINA INC | 452327109 | COM | 20,459 | $5,714,000 | thousands by filing date | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 317,145 | $5,639,000 | thousands by filing date | |
| ASSURANT INC COM | 04621X108 | Stock | 54,165 | $5,606,000 | thousands by filing date | |
| ALEXANDRIA REAL ESTATE EQ INC COM | 015271109 | REIT | 44,278 | $5,587,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 1,051,465 | $5,573,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807908 | COM | 32,200 | $5,566,000 | thousands by filing date | call |
| INPHI CORP | 45772FAB3 | NOTE 1.125%12/0 | 5,000,000 | $5,443,000 | thousands by filing date | principal |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 5,000,000 | $5,436,000 | thousands by filing date | principal |
| AES CORP COM | 00130H105 | Stock | 405,033 | $5,431,000 | thousands by filing date | |
| HDFC BANK LTD SPONSORED ADS | 40415F101 | ADR | 51,500 | $5,409,000 | thousands by filing date | |
| FEDERAL REALTY INVESTMENT TRUS | 313747206 | SH BEN INT NEW | 42,611 | $5,392,000 | thousands by filing date | |
| PRA GROUP INC | 69354NAB2 | Convertible Debt | 5,000,000 | $5,337,000 | thousands by filing date | principal |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 18,046 | $5,291,000 | thousands by filing date | |
| XYLEM INC COM | 98419M100 | Stock | 78,411 | $5,283,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 138,969 | $5,241,000 | thousands by filing date | |
| STATE STR CORP COM | 857477103 | Stock | 55,900 | $5,204,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 142,964 | $5,184,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 75,667 | $5,159,000 | thousands by filing date | |
| VARIAN MED SYS INC | 92220P105 | COM | 45,193 | $5,139,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 77,521 | $5,118,000 | thousands by filing date | |
| NAVISTAR INTERNATIONAL CORP | 63934E908 | COM | 125,000 | $5,090,000 | thousands by filing date | call |
| PHILLIPS 66 COM | 718546104 | Stock | 45,071 | $5,062,000 | thousands by filing date | |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 14,648 | $5,053,000 | thousands by filing date | |
| APOLLO COML REAL EST FIN INC | 03762UAB1 | NOTE 4.750% 8/2 | 5,000,000 | $5,021,000 | thousands by filing date | principal |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 46,519 | $4,980,000 | thousands by filing date | |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 5,000,000 | $4,966,000 | thousands by filing date | principal |
| FIREEYE INC | 31816QAB7 | NOTE 1.000% 6/0 | 5,183,000 | $4,952,000 | thousands by filing date | principal |
| FLIR SYS INC | 302445101 | COM | 95,100 | $4,942,000 | thousands by filing date | |
| REDWOOD TRUST INC | 758075AD7 | BOND | 5,000,000 | $4,938,000 | thousands by filing date | principal |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 96,854 | $4,928,000 | thousands by filing date | |
| KRAFT HEINZ CO COM | 500754106 | Stock | 78,338 | $4,921,000 | thousands by filing date | |
| D R HORTON INC | 23331A909 | COM | 119,900 | $4,916,000 | thousands by filing date | call |
| REDWOOD TRUST INC | 758075AC9 | BOND | 5,000,000 | $4,866,000 | thousands by filing date | principal |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 273,755 | $4,837,000 | thousands by filing date | |
| QUEST DIAGNOSTICS INC COM | 74834L100 | Stock | 43,861 | $4,822,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 36,723 | $4,814,000 | thousands by filing date | |
| NEBIUS GROUP N.V. | N97284908 | CALL | 134,000 | $4,811,000 | thousands by filing date | call |
| LIBERTY MEDIA CORP DEL | 530715AL5 | DEB 3.750% 2/1 | 6,890,000 | $4,783,000 | thousands by filing date | principal |
| ATLASSIAN CORP | G06242104 | CL A | 76,400 | $4,777,000 | thousands by filing date | |
| TAPESTRY INC COM | 876030107 | Stock | 101,386 | $4,736,000 | thousands by filing date | |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 164,445 | $4,720,000 | thousands by filing date | |
| QUANTA SVCS INC | 74762E102 | COM | 140,730 | $4,700,000 | thousands by filing date | |
| REALTY INCOME CORP COM | 756109104 | REIT | 87,155 | $4,688,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 5,000,000 | $4,665,000 | thousands by filing date | principal |
| PRAXAIR INC | 74005P104 | COM | 29,477 | $4,662,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 43,787 | $4,613,000 | thousands by filing date | |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 86,577 | $4,602,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AV5 | NOTE 2.125% 2/1 | 950,000 | $4,550,000 | thousands by filing date | principal |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 84,028 | $4,549,000 | thousands by filing date | |
| BALL CORP | 058498106 | COM | 127,796 | $4,543,000 | thousands by filing date | |
| Prologis,Inc. | 74340W103 | COM | 68,570 | $4,504,000 | thousands by filing date | |
| FINISAR CORP | 31787A907 | COM | 250,000 | $4,500,000 | thousands by filing date | call |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 39,938 | $4,456,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 42,896 | $4,450,000 | thousands by filing date | |
| ITAU UNIBANCO HLDG S A SPON ADR REP PFD | 465562106 | ADR | 427,600 | $4,438,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 121,565 | $4,432,000 | thousands by filing date | |
| TELEFLEX INCORPORATED | 879369106 | COM | 16,395 | $4,397,000 | thousands by filing date | |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 5,000,000 | $4,396,000 | thousands by filing date | principal |
| TRANSDIGM GROUP INC COM | 893641100 | Stock | 12,721 | $4,391,000 | thousands by filing date | |
| CNOOC LIMITED | 126132109 | SPONSORED ADR | 25,360 | $4,343,000 | thousands by filing date | |
| MACERICH CO | 554382101 | COM | 76,097 | $4,325,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 35,335 | $4,323,000 | thousands by filing date | |
| EXPEDIA GROUP INC | 30212P903 | CALL | 35,700 | $4,291,000 | thousands by filing date | call |
| IDEXX LABS INC COM | 45168D104 | Stock | 19,668 | $4,286,000 | thousands by filing date | |
| TE CONNECTIVITY LTD | H84989104 | SHS | 47,229 | $4,253,000 | thousands by filing date | |
| APARTMENT INVT & MGMT CO | 03748R101 | CL A | 100,116 | $4,235,000 | thousands by filing date | |
| VALE S A | 91912E105 | SPONSORED ADS | 330,056 | $4,231,000 | thousands by filing date | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 126,027 | $4,216,000 | thousands by filing date | |
| CONSOLIDATED EDISON INC | 209115104 | COM | 53,995 | $4,211,000 | thousands by filing date | |
| PUBLIC STORAGE COM | 74460D109 | REIT | 18,532 | $4,204,000 | thousands by filing date | |
| EQUINIX INC COM | 29444U700 | REIT | 9,667 | $4,156,000 | thousands by filing date | |
| AVERY DENNISON CORP COM | 053611109 | Stock | 40,597 | $4,145,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 93,166 | $4,096,000 | thousands by filing date | |
| DXC TECHNOLOGY CO COM | 23355L106 | Stock | 50,399 | $4,063,000 | thousands by filing date | |
| SEACOR HOLDINGS INC | 811904AN1 | NOTE 3.250% 5/1 | 4,000,000 | $4,059,000 | thousands by filing date | principal |
| B2GOLD CORP | 11777QAB6 | NOTE 3.250%10/0 | 4,000,000 | $4,013,000 | thousands by filing date | principal |
| IVC 4 1/2 6/1/22 | 461203AH4 | CONVERTIBLE BOND | 3,000,000 | $4,012,000 | thousands by filing date | principal |
| PENTAIR PLC SHS | G7S00T104 | Stock | 94,933 | $3,995,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 23,153 | $3,993,000 | thousands by filing date | |
| AFLAC INC COM | 001055102 | Stock | 92,065 | $3,961,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 40,071 | $3,951,000 | thousands by filing date | |
| EDISON INTL COM | 281020107 | Stock | 62,345 | $3,945,000 | thousands by filing date | |
| GARMIN LTD SHS | H2906T109 | Stock | 64,222 | $3,918,000 | thousands by filing date | |
| TOPBUILD COR COM | 89055F103 | Stock | 49,999 | $3,917,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 144,395 | $3,915,000 | thousands by filing date | |
| CERNER CORP | 156782104 | COM | 65,441 | $3,913,000 | thousands by filing date | |
| CIGNA CORPORATION | 125509109 | COM | 22,913 | $3,894,000 | thousands by filing date | |
| OCEAN RIG UDW INC | G66964118 | SHS NEW | 130,654 | $3,852,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000950123-18-006825 | this filing | 2018-07-17 | acceptance time not in the bulk data set |