InvestorCalamos Advisors LLC
Insider ProfileCalamos Advisors LLC
Portfolio Value $ 16,361,918,000
Current Positions426
Opened Positions5
Closed Positions59


Latest Holdings, Performance, AUM (from 13F, 13D)

Calamos Advisors LLC has disclosed 426 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 16,361,918,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Calamos Advisors LLC's top holdings are Apple, Inc. (NASDAQ:AAPL) , Microsoft Corp. (NASDAQ:MSFT) , Facebook, Inc. (NASDAQ:FB) , Alphabet Inc. (NASDAQ:GOOGL) , and Amazon.com, Inc. (NASDAQ:AMZN) . Calamos Advisors LLC's new positions include Tesla Motors, Inc. Bond 1.25% Due 3/1/2021 (88160RAC5) , iShares China Large-Cap ETF (NYSE:FXI) , Intel Corp. 3.25% Bond Due 8/1/2039 (458140AF7) , Micron Technology, Inc. Bond 3.125% 5/0 (595112AX1) , and The Priceline Group Inc. Bond (741503AS5) .

All Calamos Advisors LLC holdings are listed in the following tables. Data is sourced from 13D/13G, 13F, and N-Q filings. Green rows indicate new positions. Red rows indicate closed positions.

This form was filed on July 17, 2018. Click the link icon to see the full transaction history.

Reporting
Period
Form Security Opt Imputed
Share Price
Prev
Shares
Current
Shares
Change
(Percent)
Prev Value
($1000)
Current Value
($1000)
Change
(Percent)
2018-06-30 13F-HR 741503AX4 / The Priceline Group Inc. Bond 10,055 9,772 -2.81
2018-06-30 13F-HR AEROJET ROCKETDYNE HOLDINGS IN / CONVERTIBLE SECURITY (007800AB1) 6,482
2018-06-30 13F-HR APD / Air Products & Chemicals, Inc. 155.73 30,725 177,406 477.40 4,887 27,627 465.32
2018-06-30 13F-HR ALXN / Alexion Pharmaceuticals, Inc. Call 124.15 61,000 7,573
2018-06-30 13F-HR AMGN / Amgen Inc. Call 184.60 51,100 9,433
2018-06-30 13F-HR AEP / American Electric Power Company, Inc. 69.25 74,518 117,467 57.64 5,112 8,135 59.14
2018-06-30 13F-HR APC / Anadarko Petroleum Corp. 73.25 77,980 83,456 7.02 4,711 6,113 29.76
2018-06-30 13F-HR ARES CAPITAL CORP / CONVERTIBLE SECURITY (04010LAT0) 28,467
2018-06-30 13F-HR TEAM / Atlassian Corporation Plc 62.53 76,400 4,777
2018-06-30 13F-HR AVY / Avery Dennison Corp. 102.10 36,509 40,597 11.20 3,880 4,145 6.83
2018-06-30 13F-HR CEOHF / CNOOC Ltd. Call 171.25 43,200 7,398
2018-06-30 13F-HR 126349AF6 / CSG Systems International, Inc. Bond 4.250% 3/1 12,053 11,599 -3.77
2018-06-30 13F-HR 27875TAA9 / Echo Global Logistics, Inc. 2.50% Bond Due 5/1/2020 15,508 15,894 2.49
2018-06-30 13F-HR ELLI / Ellie Mae, Inc. 103.84 306,132 261,962 -14.43 28,146 27,202 -3.35
2018-06-30 13F-HR EXPE / Expedia, Inc. 120.20 0 89,363 0 10,741
2018-06-30 13F-HR 31620RAE5 / Fidelity National Financial, Inc. Bond 577 547 -5.20
2018-06-30 13F-HR FINANCIAL SELECT SECTOR SPDR / (81369Y905) Call 26.59 1,227,500 32,639
2018-06-30 13F-HR 31816QAB7 / FireEye, Inc. Bond 4,925 4,952 0.55
2018-06-30 13F-HR FLEXION THERAPEUTICS / CONVERTIBLE SECURITY (33938JAB2) 19,042
2018-06-30 13F-HR FOR / Forestar Group Inc 6,027 6,006 -0.35
2018-06-30 13F-HR GOLAR LNG LTD / CONVERTIBLE SECURITY (38046YAB7) 5,436
2018-06-30 13F-HR GREENBRIER COMPANIES INC / CONVERTIBLE SECURITY (393657AK7) 36,775
2018-06-30 13F-HR HUBSPOT / CONVERTIBLE SECURITY (443573AB6) 21,464
2018-06-30 13F-HR 452327AF6 / Illumina, Inc. Bond 58,556 62,402 6.57
2018-06-30 13F-HR INVACARE CORP / CONVERTIBLE SECURITY (461203AH4) 4,012
2018-06-30 13F-HR FXI / iShares China Large-Cap ETF Put 42.97 3,345,500 143,756
2018-06-30 13F-HR LENDINGTREE INC / CONVERTIBLE SECURITY (52603BAA5) 24,947
2018-06-30 13F-HR LIBERTY MEDIA CORPORATION / CONVERTIBLE SECURITY (531229AF9) 20,266
2018-06-30 13F-HR LPLA / LPL Financial Holdings Inc. 65.40 3,150 206
2018-06-30 13F-HR MA / MasterCard Incorporated Put 196.52 187,500 36,848
2018-06-30 13F-HR MCD / McDonald's Corp. 156.69 511,438 601,795 17.67 79,979 94,295 17.90
2018-06-30 13F-HR MICROCHIP TECH (EMBED WARRANT) / CONVERTIBLE SECURITY (595017AF1) 121,313
2018-06-30 13F-HR MICROCHIP TECH (EMBED WARRANT) / CONVERTIBLE SECURITY (595017AH7) 8,867
2018-06-30 13F-HR NEUROCRINE BIOS / CONVERTIBLE SECURITY (64125CAD1) 26,259
2018-06-30 13F-HR EDU / New Oriental Education & Technology Group, Inc. 94.66 117,020 120,660 3.11 10,257 11,422 11.36
2018-06-30 13F-HR NICE LTD / CONVERTIBLE SECURITY (65366HAB9) 8,252
2018-06-30 13F-HR PACIRA PHARMACEUTICALS INC / CONVERTIBLE SECURITY (695127AD2) 25,768
2018-06-30 13F-HR 69327RAD3 / PDC Energy, Inc. Bond 15,459 16,572 7.20
2018-06-30 13F-HR PM / Philip Morris International, Inc. 80.74 828,098 1,184,123 42.99 82,313 95,606 16.15
2018-06-30 13F-HR POWERSHARES QQQ NASDAQ 100 / (73935A954) Put 171.65 211,600 36,321
2018-06-30 13F-HR PRETIUM RESOURCES INC / CONVERTIBLE SECURITY (74139CAB8) 2,620
2018-06-30 13F-HR REALPAGE INC / CONVERTIBLE SECURITY (75606NAB5) 47,568
2018-06-30 13F-HR SILICON LABORATORIES INC / CONVERTIBLE SECURITY (826919AB8) 65,955
2018-06-30 13F-HR SPDR S&P 500 ETF / (78462F903) Call 39.55 1,300,000 51,415
2018-06-30 13F-HR SQUARE INC / CONVERTIBLE SECURITY (852234AB9) 67,502
2018-06-30 13F-HR SYNAPTICS INC / CONVERTIBLE SECURITY (87157DAD1) 23,953
2018-06-30 13F-HR COH / Coach, Inc. 46.71 109,489 101,386 -7.40 5,761 4,736 -17.79
2018-06-30 13F-HR VLO / Valero Energy Corp. 110.84 58,030 65,384 12.67 5,384 7,247 34.60
2018-06-30 13F-HR VIAVI SOLUTIONS INC / CONVERTIBLE SECURITY (925550AB1) 20,406
2018-06-30 13F-HR VISTRA ENERGY CORP / CONVERTIBLE PREFERRED SECURITY (92840M300) 94.65 275,000 26,029
2018-06-30 13F-HR ZTO / ZTO Express (Cayman) Inc. Call 20.00 184,000 3,680
2018-06-30 13F-HR PSX / Phillips 66 112.31 38,882 45,071 15.92 3,730 5,062 35.71
2018-06-30 13F-HR HON / Honeywell International, Inc. 144.05 393,707 389,910 -0.96 56,895 56,167 -1.28
2018-06-30 13F-HR TSM / Taiwan Semiconductor Manufacturing Co. Ltd. 36.56 177,700 177,700 0.00 7,777 6,497 -16.46
2018-06-30 13F-HR TSM / Taiwan Semiconductor Manufacturing Co. Ltd. Call 36.56 450,000 450,000 0.00 19,692 16,452 -16.45
2018-06-30 13F-HR 36191GAB3 / GNC Holdings, Inc. Bond 1.500% 8/1 2,877 2,703 -6.05
2018-06-30 13F-HR HES / Hess Corp. 75.36 772,551 710,351 -8.05 46,014 53,532 16.34
2018-06-30 13F-HR D / Dominion Resources, Inc. 68.18 146,852 75,667 -48.47 6,786 5,159 -23.98
2018-06-30 13F-HR D / Dominion Resources, Inc. 46.21 37,437 146,852 292.26 2,525 6,786 168.75
2018-06-30 13F-HR CNC / Centene Corp. 123.41 2,140 2,050 -4.21 229 253 10.48
2018-06-30 13F-HR 55608BAA3 / Macquarie Infrastructure Company LLC 2.875% Bond Due 7/15/2019 1,372 895 -34.77
2018-06-30 13F-HR MGM / MGM Resorts International 29.03 1,089,802 1,526,528 40.07 38,165 44,315 16.11
2018-06-30 13F-HR NKE / Nike, Inc. 79.68 353,080 415,415 17.65 23,459 33,100 41.10
2018-06-30 13F-HR DE / Deere & Co. 139.80 68,509 70,217 2.49 10,641 9,816 -7.75
2018-06-30 13F-HR HRS / Harris Corp. 144.54 133,072 112,633 -15.36 21,462 16,280 -24.15
2018-06-30 13F-HR 85571BAB1 / Starwood Property Trust Inc Bond 15,045 16,984 12.89
2018-06-30 13F-HR CCL / Carnival Corp. 57.31 254,016 260,568 2.58 16,659 14,933 -10.36
2018-06-30 13F-HR MMP / Magellan Midstream Partners, L.P. 69.08 127,005 127,005 0.00 7,411 8,774 18.39
2018-06-30 13F-HR 584688AG0 / Medicines Company Bond 14,867 15,321 3.05
2018-06-30 13F-HR 682189AK1 / ON Semiconductor Corporation 1% Bond due 2020-12-01 58,367 53,917 -7.62
2018-06-30 13F-HR IR / Ingersoll-Rand plc 89.61 0 2,935 0 263
2018-06-30 13F-HR 85571WAB5 / Colony Starwood Homes Bond 3.000% 7/0 21,128 21,426 1.41
2018-06-30 13F-HR AMGN / Amgen Inc. 184.59 140,964 124,358 -11.78 24,032 22,955 -4.48
2018-06-30 13F-HR NFLX / Netflix, Inc. 391.43 225,210 151,641 -32.67 66,516 59,357 -10.76
2018-06-30 13F-HR XYL / Xylem, Inc. 67.38 85,257 78,411 -8.03 6,558 5,283 -19.44
2018-06-30 13F-HR PEG / Public Service Enterprise Group, Inc. 54.14 65,889 84,028 27.53 3,311 4,549 37.39
2018-06-30 13F-HR KR / Kroger Co. 28.45 289,216 439,441 51.94 6,924 12,502 80.56
2018-06-30 13F-HR ADSK / Autodesk, Inc. 131.09 41,707 36,723 -11.95 5,238 4,814 -8.09
2018-06-30 13F-HR BLL / Ball Corp. 35.55 112,491 127,796 13.61 4,468 4,543 1.68
2018-06-30 13F-HR 049164BJ4 / Atlasairworldwide1.875 01jun24 Bond 33 44 33.33
2018-06-30 13F-HR 595017AD6 / Microchip Technology Inc. 1.625% Convertible Bond due 2025-12-15 35,675 35,214 -1.29
2018-06-30 13F-HR 472145AB7 / Jazz Pharmaceuticals, Inc. Bond 9,657 19,339 100.26
2018-06-30 13F-HR COF / Capital One Financial Corp. 91.90 256,850 319,984 24.58 24,612 29,407 19.48
2018-06-30 13F-HR FIS / Fidelity National Information Services, Inc. 106.03 245,662 257,474 4.81 23,658 27,300 15.39
2018-06-30 13F-HR 887399AA1 / TimkenSteel Corporation Bond 7,429 7,851 5.68
2018-06-30 13F-HR 595112AX1 / Micron Technology, Inc. Bond 3.125% 5/0 129,601 131,335 1.34
2018-06-30 13F-HR VRTS / Virtus Investment Partners, Inc. 109.55 140,000 140,000 0.00 15,067 15,337 1.79
2018-06-30 13F-HR 670704AG0 / NuVasive, Inc. Bond 40,519 39,875 -1.59
2018-06-30 13F-HR 58733RAB8 / MercadoLibre, Inc. Bond 28,106 24,254 -13.71
2018-06-30 13F-HR VNM / VanEck Vectors Vietnam ETF 15.96 0 10,400 0 166
2018-06-30 13F-HR ESRX / Express Scripts Holding Co. 77.21 109,631 95,040 -13.31 7,574 7,338 -3.12
2018-06-30 13F-HR 46333XAD0 / Ironwood Pharmaceuticals, Inc. DBCV 2.250% 6/1 22,652 25,382 12.05
2018-06-30 13F-HR BP / BP Plc 45.66 475,000 521,100 9.71 19,257 23,793 23.56
2018-06-30 13F-HR EW / Edwards Lifesciences Corp. 145.57 93,911 110,373 17.53 13,103 16,067 22.62
2018-06-30 13F-HR SYK / Stryker Corp. 168.86 162,162 124,813 -23.03 26,096 21,076 -19.24
2018-06-30 13F-HR IWM / iShares Russell 2000 ETF 163.77 116,735 116,735 0.00 17,724 19,118 7.87
2018-06-30 13F-HR WCN / Waste Connections, Inc. 75.28 269,442 188,188 -30.16 19,330 14,167 -26.71
2018-06-30 13F-HR BAC.PRL / Bank of America Corp. 7.25% Preferred Perpetual Convertible Series L 1,250.51 42,127 41,995 -0.31 54,321 52,515 -3.32
2018-06-30 13F-HR FDX / FedEx Corp. 227.07 42,155 28,493 -32.41 10,122 6,470 -36.08
2018-06-30 13F-HR SNE / Sony Corp. Call 51.26 530,000 129,000 -75.66 25,621 6,613 -74.19
2018-06-30 13F-HR 22943FAF7 / Ctrip.com International, Ltd. Bond 1.000% 7/0 26,439 25,998 -1.67
2018-06-30 13F-HR BAC / Bank of America Corp. 28.19 4,973,871 6,343,031 27.53 149,167 178,810 19.87
2018-06-30 13F-HR BAC / Bank of America Corp. Call 28.19 975,000 975,000 0.00 29,241 27,485 -6.01
2018-06-30 13F-HR DIS / The Walt Disney Co. 104.81 908,274 879,402 -3.18 91,228 92,170 1.03
2018-06-30 13F-HR FITB / Fifth Third Bancorp 28.70 144,745 164,445 13.61 4,596 4,720 2.70
2018-06-30 13F-HR 81762PAB8 / ServiceNow, Inc. Bond 69,426 71,089 2.40
2018-06-30 13F-HR CHTR / Charter Communications, Inc. 293.20 15,913 18,046 13.40 4,953 5,291 6.82
2018-06-30 13F-HR STI / SunTrust Banks, Inc. 66.02 68,555 77,521 13.08 4,665 5,118 9.71
2018-06-30 13F-HR 750917AE6 / Rambus, Inc. Bond 11,401 10,912 -4.29
2018-06-30 13F-HR 87305RAD1 / TTM Technologies, Inc. Bond 16,779 18,794 12.01
2018-06-30 13F-HR COP / ConocoPhillips 69.62 397,044 399,086 0.51 23,541 27,784 18.02
2018-06-30 13F-HR WDAY / Workday, Inc. 121.12 233,763 213,753 -8.56 29,714 25,890 -12.87
2018-06-30 13F-HR ALXN / Alexion Pharmaceuticals, Inc. 124.15 595,578 622,746 4.56 66,384 77,314 16.46
2018-06-30 13F-HR HYG / iShares iBoxx $ High Yield Corporate Bond ETF 85.08 128,625 130,210 1.23 11,016 11,078 0.56
2018-06-30 13F-HR WFC.PRL / Wells Fargo & Co., 7.50% Non-Cumul Perp Conv Cl A Preferred Stock, Series L 1,259.46 53,155 53,013 -0.27 68,570 66,768 -2.63
2018-06-30 13F-HR 31816QAD3 / FireEye, Inc. Bond 5,888 5,763 -2.12
2018-06-30 13F-HR PLD / Prologis, Inc. 65.68 60,457 68,570 13.42 3,809 4,504 18.25
2018-06-30 13F-HR NWL / Newell Brands Inc. 25.79 17,525 17,525 0.00 447 452 1.12
2018-06-30 13F-HR VNO / Vornado Realty Trust 73.94 19,868 26,766 34.72 1,338 1,979 47.91
2018-06-30 13F-HR CHD / Church & Dwight Co., Inc. 53.15 76,590 86,577 13.04 3,858 4,602 19.28
2018-06-30 13F-HR ZB.PRA / Zions Bancorporation 52.69 481,995 612,012 26.97 25,416 32,247 26.88
2018-06-30 13F-HR LRCX / Lam Research Corp. Call 172.86 25,000 32,200 28.80 5,079 5,566 9.59
2018-06-30 13F-HR 03762UAB1 / Apollo Commercial Real Estate Finance, Inc. Bond 4.750% 8/2 5,037 5,021 -0.32
2018-06-30 13F-HR GS / Goldman Sachs Group, Inc. (The) 220.57 284,490 560,244 96.93 71,652 123,573 72.46
2018-06-30 13F-HR NI / NiSource, Inc. 26.28 182,005 227,557 25.03 4,352 5,980 37.41
2018-06-30 13F-HR 90184LAD4 / Twitter, Inc. Bond 9,461 12,912 36.48
2018-06-30 13F-HR DO / Diamond Offshore Drilling, Inc. 20.87 60,000 60,000 0.00 880 1,252 42.27
2018-06-30 13F-HR 595112AY9 / Micron Technology, Inc. Bond 53,318 31,509 -40.90
2018-06-30 13F-HR EPD / Enterprise Products Partners L.P. 27.67 258,630 258,630 0.00 6,332 7,156 13.01
2018-06-30 13F-HR AMG / Affiliated Managers Group, Inc. 148.67 221,882 209,528 -5.57 42,065 31,151 -25.95
2018-06-30 13F-HR MA / MasterCard Incorporated 196.52 423,353 427,485 0.98 74,155 84,009 13.29
2018-06-30 13F-HR MA / MasterCard Incorporated Call 196.52 50,600 50,600 0.00 8,864 9,944 12.18
2018-06-30 13F-HR DHR / Danaher Corp. 98.68 70,894 83,793 18.19 6,942 8,269 19.12
2018-06-30 13F-HR NEM / Newmont Mining Corp. 37.71 127,245 138,969 9.21 4,972 5,241 5.41
2018-06-30 13F-HR PWR / Quanta Services, Inc. 33.40 0 140,730 0 4,700
2018-06-30 13F-HR DXC / DXC Technology Company 80.62 45,906 50,399 9.79 4,615 4,063 -11.96
2018-06-30 13F-HR 14161HAG3 / Cardtronics, Inc. Bond 8,194 8,226 0.39
2018-06-30 13F-HR JDSU / 10,183 10,144 -0.38
2018-06-30 13F-HR BHF / Brighthouse Financial, Inc. 40.07 218,042 263,000 20.62 11,208 10,538 -5.98
2018-06-30 13F-HR BK / Bank of New York Mellon Corp. (The) 53.93 164,035 157,820 -3.79 8,453 8,511 0.69
2018-06-30 13F-HR 531229AE2 / Liberty Media Corporation Bond 50,162 25,151 -49.86
2018-06-30 13F-HR XOM / Exxon Mobil Corp. 82.73 1,508,912 1,408,694 -6.64 112,580 116,541 3.52
2018-06-30 13F-HR KO / Coca Cola Co. 43.86 1,725,485 1,710,864 -0.85 74,938 75,038 0.13
2018-06-30 13F-HR SCHW / Schwab Charles Corp 51.10 193,173 124,182 -35.71 10,088 6,346 -37.09
2018-06-30 13F-HR AXP / American Express Co. 98.00 322,601 204,158 -36.72 30,093 20,007 -33.52
2018-06-30 13F-HR PCAR / PACCAR, Inc. 61.96 245,570 359,895 46.55 16,250 22,299 37.22
2018-06-30 13F-HR XEL / Xcel Energy, Inc. 45.68 0 150,982 0 6,897
2018-06-30 13F-HR VRTX / Vertex Pharmaceuticals Inc. 169.95 30,100 34,128 13.38 4,906 5,800 18.22
2018-06-30 13F-HR 22943FAM2 / Ctrip Com Intl Ltd Bond 5,499 9,105 65.58
2018-06-30 13F-HR MDT / Medtronic plc 85.61 343,153 382,002 11.32 27,528 32,703 18.80
2018-06-30 13F-HR VIPS / Vipshop Holdings, Inc. Call 10.85 750,000 750,000 0.00 12,465 8,138 -34.71
2018-06-30 13F-HR VIPS / Vipshop Holdings, Inc. Put 10.85 100,000 100,000 0.00 1,662 1,085 -34.72
2018-06-30 13F-HR UDR / UDR, Inc. 37.54 73,368 83,345 13.60 2,614 3,129 19.70
2018-06-30 13F-HR WBA / Walgreens Boots Alliance, Inc. 60.02 244,577 259,661 6.17 16,013 15,584 -2.68
2018-06-30 13F-HR FBHS / Fortune Brands Home & Security, Inc. 53.69 86,844 63,927 -26.39 5,115 3,432 -32.90
2018-06-30 13F-HR UNP / Union Pacific Corp. 141.68 410,265 701,042 70.88 55,152 99,324 80.09
2018-06-30 13F-HR LLY / Eli Lilly & Co. 85.33 235,272 248,583 5.66 18,203 21,212 16.53
2018-06-30 13F-HR LOW / Lowe's Companies, Inc. 95.57 400,026 351,239 -12.20 35,103 33,568 -4.37
2018-06-30 13F-HR ORIG / Ocean Rig UDW Inc. 29.48 130,654 130,654 0.00 3,297 3,852 16.83
2018-06-30 13F-HR CVS / CVS Health Corporation 64.35 151,894 153,604 1.13 9,450 9,884 4.59
2018-06-30 13F-HR DVN / Devon Energy Corp. 43.96 122,068 93,166 -23.68 3,881 4,096 5.54
2018-06-30 13F-HR AGN / Allergan plc 166.72 760,302 326,467 -57.06 127,952 54,429 -57.46
2018-06-30 13F-HR AGN / Allergan plc Call 166.71 0 36,200 0 6,035
2018-06-30 13F-HR 11777QAB6 / B2Gold Corp. Bond 4,052 4,013 -0.96
2018-06-30 13F-HR 01988PAD0 / Allscripts Healthcare Solutions Inc. Bond 8,030 8,092 0.77
2018-06-30 13F-HR FNSR / Finisar Corporation Call 18.00 500,000 250,000 -50.00 7,905 4,500 -43.07
2018-06-30 13F-HR TDG / Transdigm Group, Inc. 345.18 15,187 12,721 -16.24 4,662 4,391 -5.81
2018-06-30 13F-HR 58471AAB1 / Medidata Solutions, Inc. Bond 40,135 15,417 -61.59
2018-06-30 13F-HR NYCB.PRU / New York Community Capital Trust V BONUSES Units due 11/1/2051 50.12 16,385 16,420 0.21 822 823 0.12
2018-06-30 13F-HR IBB / iShares Nasdaq Biotechnology ETF 109.82 166,820 167,055 0.14 17,807 18,346 3.03
2018-06-30 13F-HR ZBH / Zimmer Biomet Holdings, Inc 111.43 30,237 34,353 13.61 3,298 3,828 16.07
2018-06-30 13F-HR ADBE / Adobe Systems, Inc. 243.81 56,030 118,398 111.31 12,107 28,867 138.43
2018-06-30 13F-HR THRX / Theravance, Inc. 17,238 15,762 -8.56
2018-06-30 13F-HR 53220KAD0 / Ligand Pharmaceuticals Incorporated Bond 38,265 48,149 25.83
2018-06-30 13F-HR 780287AA6 / Royal Gold, Inc. 2.875% Bond Due 2019-06-15 50,789 48,647 -4.22
2018-06-30 13F-HR 128126AB5 / CalAmp Corp. Bond 8,032 8,106 0.92
2018-06-30 13F-HR IDXX / IDEXX Laboratories, Inc. 217.92 24,247 19,668 -18.88 4,641 4,286 -7.65
2018-06-30 13F-HR 00971TAG6 / Akamai Technologies, Inc. Bond 10,309 33,233 222.37
2018-06-30 13F-HR 88160RAC5 / Tesla Motors, Inc. Bond 1.25% Due 3/1/2021 153,932 176,861 14.90
2018-06-30 13F-HR IBM / International Business Machines Corp. 139.71 94,678 57,907 -38.84 14,527 8,090 -44.31
2018-06-30 13F-HR AIG / American International Group, Inc. 53.02 1,755,265 1,935,289 10.26 95,522 102,609 7.42
2018-06-30 13F-HR 63934EAS7 / Navistar International Corp. Bond 4.75% Due 4/15/2019 7,718 7,742 0.31
2018-06-30 13F-HR O / Realty Income Corp. 53.79 44,193 87,155 97.21 2,287 4,688 104.98
2018-06-30 13F-HR 60855RAC4 / Molina Healthcare, Inc. Bond 1.125% 1/1 20,139 16,603 -17.56
2018-06-30 13F-HR NTRSP / Northern Trust Corp. 102.89 167,660 169,110 0.86 17,291 17,400 0.63
2018-06-30 13F-HR TGT / Target Corp. 76.12 88,944 80,993 -8.94 6,176 6,165 -0.18
2018-06-30 13F-HR MMC / Marsh & McLennan Companies, Inc. 81.97 721,537 818,236 13.40 59,592 67,071 12.55
2018-06-30 13F-HR 674215AJ7 / Oasis Petroleum Inc. Bond 5,167 6,487 25.55
2018-06-30 13F-HR DVA / DaVita HealthCare Partners Inc. 69.45 39,935 45,372 13.61 2,634 3,151 19.63
2018-06-30 13F-HR MHK / Mohawk Industries, Inc. 214.27 69,259 294,082 324.61 16,084 63,013 291.77
2018-06-30 13F-HR SPG / Simon Property Group, Inc. 170.19 48,505 55,103 13.60 7,487 9,378 25.26
2018-06-30 13F-HR 55608BAB1 / Macquarie Infrastructure Company LLC 2.0% Bond Due 10/1/2023 861 859 -0.23
2018-06-30 13F-HR PRU / Prudential Financial, Inc. 93.51 267,497 209,082 -21.84 27,700 19,551 -29.42
2018-06-30 13F-HR V / Visa, Inc. 132.45 1,019,658 929,430 -8.85 121,972 123,103 0.93
2018-06-30 13F-HR CERN / Cerner Corp. 59.79 57,604 65,441 13.60 3,342 3,913 17.09
2018-06-30 13F-HR 49926DAB5 / Knowles Corp Bond 15,706 16,983 8.13
2018-06-30 13F-HR 48123VAC6 / j2 Global, Inc Bond 14,683 31,195 112.46
2018-06-30 13F-HR RCL / Royal Caribbean Cruises Ltd. 103.60 168,396 119,116 -29.26 19,827 12,340 -37.76
2018-06-30 13F-HR YELP / Yelp, Inc. 39.20 20,000 20,000 0.00 835 784 -6.11
2018-06-30 13F-HR PFE / Pfizer, Inc. 36.28 2,013,878 2,116,123 5.08 71,473 76,773 7.42
2018-06-30 13F-HR LYB / LyondellBasell Industries NV 109.85 61,950 30,924 -50.08 6,547 3,397 -48.11
2018-06-30 13F-HR IEMG / iShares Core MSCI Emerging Markets ETF 52.50 24,353 25,293 3.86 1,423 1,328 -6.68
2018-06-30 13F-HR JLL / Jones Lang LaSalle Inc. 166.05 1,620 1,620 0.00 283 269 -4.95
2018-06-30 13F-HR 98236JAB4 / Wright Medical Group N.V. Bond 8,528 10,000 17.26
2018-06-30 13F-HR XLNX / Xilinx, Inc. 65.26 373,407 96,023 -74.28 26,975 6,266 -76.77
2018-06-30 13F-HR RP / RealPage, Inc. 55.10 246,252 217,752 -11.57 12,682 11,998 -5.39
2018-06-30 13F-HR HIG / Hartford Financial Services Group, Inc. (The) 51.12 68,408 75,130 9.83 3,525 3,841 8.96
2018-06-30 13F-HR JNJ / Johnson & Johnson 121.34 1,550,525 1,615,237 4.17 198,700 195,993 -1.36
2018-06-30 13F-HR LKQ / LKQ Corp. 31.90 105,168 108,543 3.21 3,992 3,463 -13.25
2018-06-30 13F-HR NOC / Northrop Grumman Corp. 307.70 88,415 124,183 40.45 30,868 38,211 23.79
2018-06-30 13F-HR HAL / Halliburton Co. 45.06 1,269,702 1,534,020 20.82 59,600 69,123 15.98
2018-06-30 13F-HR PNR / Pentair plc. 42.08 83,560 94,933 13.61 5,693 3,995 -29.83
2018-06-30 13F-HR 45772FAB3 / Inphi Corp. Bond 5,268 5,443 3.32
2018-06-30 13F-HR SBDKP / Stanley Black & Decker, Inc. Call 132.81 185,000 185,000 0.00 28,342 24,570 -13.31
2018-06-30 13F-HR ORCL / Oracle Corp. 44.06 836,238 639,230 -23.56 38,258 28,164 -26.38
2018-06-30 13F-HR TWTR / Twitter, Inc. 43.67 200,000 83,921 -58.04 2,990 3,665 22.58
2018-06-30 13F-HR UPS / United Parcel Service, Inc. 106.23 192,305 55,071 -71.36 20,127 5,850 -70.93
2018-06-30 13F-HR RDN / Radian Group, Inc. 16.22 1,799,234 1,702,720 -5.36 34,258 27,618 -19.38
2018-06-30 13F-HR NSC / Norfolk Southern Corp. 150.87 36,950 22,669 -38.65 5,018 3,420 -31.85
2018-06-30 13F-HR MAS / Masco Corp. 37.42 605,448 450,000 -25.67 24,485 16,839 -31.23
2018-06-30 13F-HR MU / Micron Technology, Inc. 52.44 149,913 534,361 256.45 7,817 28,022 258.48
2018-06-30 13F-HR 98138HAC5 / Workday, Inc. Bond 0.750% 7/1 58,094 56,500 -2.74
2018-06-30 13F-HR 966387AL6 / Whiting Petroleum Corp. 1.25% Bond due 2020-04-01 10,893 11,032 1.28
2018-06-30 13F-HR MS / Morgan Stanley 47.40 1,049,628 1,271,071 21.10 56,638 60,249 6.38
2018-06-30 13F-HR GWW / Grainger (W.W.), Inc. 308.35 16,332 8,539 -47.72 4,611 2,633 -42.90
2018-06-30 13F-HR 85571BAH8 / Starwood Property Trust Inc Bond 15,785 15,774 -0.07
2018-06-30 13F-HR RTN / Raytheon Co. 193.18 157,490 231,141 46.77 33,990 44,652 31.37
2018-06-30 13F-HR EFA / iShares MSCI EAFE ETF 66.97 421,690 421,690 0.00 29,384 28,241 -3.89
2018-06-30 13F-HR 595112AV5 / Micron Technology, Inc. Bond 4,683 4,550 -2.84
2018-06-30 13F-HR MAC / Macerich Company (THE) 56.84 66,969 76,097 13.63 3,752 4,325 15.27
2018-06-30 13F-HR ICE / Intercontinental Exchange, Inc. 73.55 842,574 970,851 15.22 61,104 71,406 16.86
2018-06-30 13F-HR RF / Regions Financial Corp. 17.78 280,842 317,145 12.93 5,219 5,639 8.05
2018-06-30 13F-HR FOX / Twenty-First Century Fox, Inc. 49.69 228,325 248,696 8.92 8,378 12,358 47.51
2018-06-30 13F-HR ALLE / Allegion Public Limited 77.35 86,390 48,013 -44.42 7,369 3,714 -49.60
2018-06-30 13F-HR IWN / iShares Russell 2000 Value ETF 131.92 253,145 253,145 0.00 30,854 33,395 8.24
2018-06-30 13F-HR ITUB / Itau Unibanco Holding S.A. 10.38 427,600 427,600 0.00 6,671 4,438 -33.47
2018-06-30 13F-HR WMB / Williams Companies, Inc. (The) 27.11 97,464 144,395 48.15 2,423 3,915 61.58
2018-06-30 13F-HR LMT / Lockheed Martin Corp. 295.43 105,630 108,804 3.00 35,696 32,144 -9.95
2018-06-30 13F-HR SCHM / Schwab U.S. Mid-Cap ETF 54.84 7,704 7,969 3.44 408 437 7.11
2018-06-30 13F-HR RHT / Red Hat, Inc. 134.36 43,374 45,950 5.94 6,485 6,174 -4.80
2018-06-30 13F-HR RHT / Red Hat, Inc. Call 134.37 180,500 219,500 21.61 26,987 29,494 9.29
2018-06-30 13F-HR ANTM / Anthem, Inc. 238.03 45,604 258,699 467.27 10,020 61,578 514.55
2018-06-30 13F-HR IBN / ICICI Bank Ltd. 8.07 338,937 10,900 -96.78 3,000 88 -97.07
2018-06-30 13F-HR 75972AAC7 / Renewable Energy Group, Inc. Bond 10,196 7,158 -29.80
2018-06-30 13F-HR IVW / iShares S&P 500 Growth ETF 162.60 9,218 14,047 52.39 1,430 2,284 59.72
2018-06-30 13F-HR VAR / Varian Medical Systems, Inc. 113.71 39,783 45,193 13.60 4,880 5,139 5.31
2018-06-30 13F-HR T / AT & T, Inc. 32.11 1,727,552 1,927,461 11.57 61,588 61,891 0.49
2018-06-30 13F-HR FSLR / First Solar, Inc. 52.66 550,952 862,950 56.63 39,107 45,443 16.20
2018-06-30 13F-HR KMX / CarMax, Inc. 72.87 587,396 729,286 24.16 36,384 53,143 46.06
2018-06-30 13F-HR IJH / iShares Core S&P MidCap ETF 194.77 10,090 14,022 38.97 1,893 2,731 44.27
2018-06-30 13F-HR NUE / Nucor Corp. 62.50 153,825 153,825 0.00 9,398 9,614 2.30
2018-06-30 13F-HR UNH / UnitedHealth Group Inc. 245.34 516,213 572,037 10.81 110,470 140,344 27.04
2018-06-30 13F-HR LH / Laboratory Corp. of America Holdings 179.53 338,994 401,239 18.36 54,833 72,034 31.37
2018-06-30 13F-HR 45845PAA6 / Intercept Pharmaceuticals, Inc. Bond 4,038 4,396 8.87
2018-06-30 13F-HR MHFI / McGraw Hill Financial, Inc. 203.89 94,790 149,145 57.34 18,111 30,409 67.90
2018-06-30 13F-HR CSCO / Cisco Systems, Inc. 43.03 1,369,070 1,507,124 10.08 58,720 64,852 10.44
2018-06-30 13F-HR CELG / Celgene Corp. Call 275,000 0 -100.00 24,533 0 -100.00
2018-06-30 13F-HR GS / Goldman Sachs Group, Inc. (The) Call 340,400 0 -100.00 85,734 0 -100.00
2018-06-30 13F-HR X / United States Steel Corp. 5,955 0 -100.00 210 0 -100.00
2018-06-30 13F-HR PBR / Petroleo Brasileiro SA Petrobras ADR 451,575 0 -100.00 6,386 0 -100.00
2018-06-30 13F-HR VGK / Vanguard FTSE Europe ETF 390,500 0 -100.00 22,708 0 -100.00
2018-06-30 13F-HR SWKS / Skyworks Solutions, Inc. 25,329 0 -100.00 2,540 0 -100.00
2018-06-30 13F-HR ZEN / Zendesk, Inc. 553,690 0 -100.00 26,506 0 -100.00
2018-06-30 13F-HR VALE.P / Vale S.A. Preferred Class A Shares ADR Call 337,500 0 -100.00 4,293 0 -100.00
2018-06-30 13F-HR NCR / NCR Corp. 371,626 0 -100.00 11,714 0 -100.00
2018-06-30 13F-HR AA.PR / Alcoa Corp. Call 72,000 0 -100.00 3,238 0 -100.00
2018-06-30 13F-HR ANTX / Anthem, Inc., 5.25% Equity Units due 5/1/2018 1,444,675 0 -100.00 77,522 0 -100.00
2018-06-30 13F-HR 51JOB INC / (316827904) Call 44,500 0 -100.00 3,829 0
2018-06-30 13F-HR APD / Air Products & Chemicals, Inc. Call 85,500 0 -100.00 13,598 0 -100.00
2018-06-30 13F-HR ALCOA CORP / (013872956) Put 72,000 0 -100.00 3,238 0
2018-06-30 13F-HR KMX / CarMax, Inc. Call 267,500 0 -100.00 16,569 0 -100.00
2018-06-30 13F-HR CMA / Comerica, Inc. 2,190 0 -100.00 211 0 -100.00
2018-06-30 13F-HR EL / Estee Lauder Companies, Inc. (THE) 1,350 0 -100.00 203 0 -100.00
2018-06-30 13F-HR XOG / Extraction Oil & Gas, Inc. 10,150 0 -100.00 117 0 -100.00
2018-06-30 13F-HR FND / Floor & Decor Holdings, Inc. 109,758 0 -100.00 5,721 0 -100.00
2018-06-30 13F-HR IQ / iQIYI, Inc. 20,000 0 -100.00 360 0 -100.00
2018-06-30 13F-HR GE / General Electric Co. Call 4,350,000 0 -100.00 58,638 0 -100.00
2018-06-30 13F-HR ISHARES MSCI SOUTH AFERICA / (464286900) Call 108,500 0 -100.00 7,454 0
2018-06-30 13F-HR MTCH / Match Group, Inc. Put 720,000 0 -100.00 31,997 0 -100.00
2018-06-30 13F-HR V / Visa, Inc. Call 101,000 0 -100.00 12,082 0 -100.00
2018-06-30 13F-HR HCN.PRI / Welltower Inc. 6.50% Series I Cumul Convertible Perpetual Preferred Stock 470,949 0 -100.00 26,204 0 -100.00
2018-06-30 13F-HR YNDX / Yandex N.V. 223,507 0 -100.00 8,818 0 -100.00
2018-06-30 13F-HR EVR / Evercore Partners, Inc. 251,453 0 -100.00 21,927 0 -100.00
2018-06-30 13F-HR INDA / iShares MSCI India ETF 21,000 0 -100.00 717 0 -100.00
2018-06-30 13F-HR WUBA / 58.com Inc. 90,015 0 -100.00 7,189 0 -100.00
2018-06-30 13F-HR TSLA / Tesla Motors, Inc. Put 19,500 0 -100.00 5,190 0 -100.00
2018-06-30 13F-HR PHM / PulteGroup, Inc. 6,850 0 -100.00 203 0 -100.00
2018-06-30 13F-HR CMI / Cummins, Inc. 25,235 0 -100.00 4,091 0 -100.00
2018-06-30 13F-HR FL / Foot Locker, Inc. 47,738 0 -100.00 2,174 0 -100.00
2018-06-30 13F-HR CSIQ / Canadian Solar Inc. 374,000 0 -100.00 6,085 0 -100.00
2018-06-30 13F-HR M / Macy's, Inc. 99,237 0 -100.00 2,952 0 -100.00
2018-06-30 13F-HR AMP / Ameriprise Financial, Inc. 1,430 0 -100.00 212 0 -100.00
2018-06-30 13F-HR FANG / Diamondback Energy, Inc. 1,625 0 -100.00 206 0 -100.00
2018-06-30 13F-HR LPI / Laredo Petroleum, Inc. 13,675 0 -100.00 120 0 -100.00
2018-06-30 13F-HR JD / JD.com, Inc. 56,480 0 -100.00 2,287 0 -100.00
2018-06-30 13F-HR DYN / Dynegy Inc. 275,000 0 -100.00 23,846 0 -100.00
2018-06-30 13F-HR INCY / Incyte Corp. 23,047 0 -100.00 1,921 0 -100.00
2018-06-30 13F-HR TWX / Time Warner, Inc. 96,365 0 -100.00 9,115 0 -100.00
2018-06-30 13F-HR MTU / Mitsubishi UFJ Financial Group, Inc. 394,600 0 -100.00 2,621 0 -100.00
2018-06-30 13F-HR AMD / Advanced Micro Devices, Inc. 126,825 0 -100.00 1,275 0 -100.00
2018-06-30 13F-HR WDC / Western Digital Corp. 48,411 0 -100.00 4,467 0 -100.00
2018-06-30 13F-HR CE / Celanese Corp. 131,709 0 -100.00 13,199 0 -100.00
2018-06-30 13F-HR JEC / Jacobs Engineering Group, Inc. 58,195 0 -100.00 3,443 0 -100.00
2018-06-30 13F-HR BHGE / Baker Hughes, a GE company 53,225 0 -100.00 1,479 0 -100.00
2018-06-30 13F-HR MON / Monsanto Co. 56,836 0 -100.00 6,633 0 -100.00
2018-06-30 13F-HR UNM / Unum Group 4,260 0 -100.00 203 0 -100.00
2018-06-30 13F-HR APA / Apache Corp. 133,168 0 -100.00 5,125 0 -100.00
2018-06-30 13F-HR NOV / National Oilwell Varco, Inc. 80,477 0 -100.00 2,963 0 -100.00
2018-06-30 13F-HR PDCO / Patterson Companies, Inc. 74,490 0 -100.00 1,656 0 -100.00
2018-06-30 13F-HR DVY / iShares Select Dividend ETF 18,185 0 -100.00 1,730 0 -100.00
2018-06-30 13F-HR AVGO / Broadcom Limited 208,130 0 -100.00 49,046 0 -100.00
2018-06-30 13F-HR HPQ / HP Inc. 265,612 0 -100.00 5,823 0 -100.00
2018-06-30 13F-HR CMG / Chipotle Mexican Grill, Inc. 5,989 0 -100.00 1,936 0 -100.00
2018-06-30 13F-HR USB / U.S. Bancorp 6,780 0 -100.00 343 0 -100.00
2018-06-30 13F-HR ON SEMICONDUCTOR CORP / CONVERTIBLE SECURITY (682189AP0) 54,218
2018-06-30 13F-HR AIZ / Assurant, Inc. 103.50 54,165 5,606
2018-06-30 13F-HR LNG / Cheniere Energy, Inc. 65.31 3,690 241
2018-06-30 13F-HR BVN / Compania de Minas Buenaventura S.A. 13.63 152,700 2,081
2018-06-30 13F-HR CTXS / Citrix Systems, Inc. Put 104.84 223,000 23,379
2018-06-30 13F-HR EXPE / Expedia, Inc. Call 120.20 35,700 4,291
2018-06-30 13F-HR FINANCIAL SELECT SECTOR SPDR / (81369Y955) Put 26.59 4,200,000 111,678
2018-06-30 13F-HR GLOG / GasLog Ltd. 19.10 54,440 1,040
2018-06-30 13F-HR IWC / iShares Micro-cap ETF 105.42 2,400 253
2018-06-30 13F-HR IWO / iShares Russell 2000 Growth ETF 204.38 2,970 607
2018-06-30 13F-HR ORLY / O'Reilly Automotive, Inc. 273.56 27,456 7,511
2018-06-30 13F-HR SOUTH JERSEY INDUSTRIES / CONVERTIBLE PREFERRED SECURITY (838518116) 57.32 100,000 5,732
2018-06-30 13F-HR TDOC / Teladoc, Inc. 58.05 19,310 1,121
2018-06-30 13F-HR 88339KAA0 / Theravance Biopharma, Inc. Bond 4,966
2018-06-30 13F-HR WHITING PETROLEUM CORP / (966387409) 52.75 4,550 240
2018-06-30 13F-HR 98474TAB3 / Yandex N.V. Bond 1.13% Due 12/15/2018 Call 35.90 134,000 4,811
2018-06-30 13F-HR IEFA / iShares Core MSCI EAFE ETF 63.37 35,004 39,088 11.67 2,307 2,477 7.37
2018-06-30 13F-HR UTX / United Technologies Corp. 125.03 96,920 79,733 -17.73 12,195 9,969 -18.25
2018-06-30 13F-HR TRU / TransUnion 71.64 354,347 261,100 -26.32 20,120 18,705 -7.03
2018-06-30 13F-HR IUSG / iShares Core Russell U.S. Growth 57.12 0 6,022 0 344
2018-06-30 13F-HR 538034AJ8 / Live Nation Entertainment, Inc. 2.5% Due 5/15/2019 343 382 11.37
2018-06-30 13F-HR 31787AAM3 / Finisar Corporation Bond 0.5% Due 12/15/2033 Bond 19,372 18,619 -3.89
2018-06-30 13F-HR 286082AC6 / Electronics For Imaging, Inc. Bond 10,191 10,409 2.14
2018-06-30 13F-HR 452907AK4 / Immunomedics, Inc. Bond 4.750% 2/1 7,324 11,743 60.34
2018-06-30 13F-HR CMCSA / Comcast Corp. 32.81 2,302,727 1,986,029 -13.75 78,685 65,162 -17.19
2018-06-30 13F-HR COL / Rockwell Collins, Inc. 134.68 48,379 52,835 9.21 6,524 7,116 9.07
2018-06-30 13F-HR INFY / Infosys Limited 19.44 0 19,600 0 381
2018-06-30 13F-HR MSFT / Microsoft Corp. Call 98.61 0 244,500 0 24,110
2018-06-30 13F-HR JCI / Johnson Controls International plc 33.45 110,930 126,027 13.61 3,910 4,216 7.83
2018-06-30 13F-HR PYPL / PayPal Holdings, Inc. 83.27 125,968 139,523 10.76 9,558 11,618 21.55
2018-06-30 13F-HR 94973VBG1 / Anthem, Inc. Bond 1,765 1,914 8.44
2018-06-30 13F-HR CBG / CBRE Group, Inc. 47.72 206,775 6,475 -96.87 9,764 309 -96.84
2018-06-30 13F-HR EBAY / eBay, Inc. 36.26 130,379 142,964 9.65 5,247 5,184 -1.20
2018-06-30 13F-HR 584688AE5 / Medicines Company 2.500% Bond 8,706 9,135 4.93
2018-06-30 13F-HR EOG / EOG Resources, Inc. 124.43 314,281 285,670 -9.10 33,085 35,546 7.44
2018-06-30 13F-HR YHOO / Yahoo! Inc. 68,932 66,994 -2.81
2018-06-30 13F-HR 44052TAB7 / Horizon Pharma plc 2.5% Bond due 2022-03-15 6,920 7,192 3.93
2018-06-30 13F-HR CMS / CMS Energy Corp. 47.28 60,356 137,321 127.52 2,734 6,493 137.49
2018-06-30 13F-HR 452327AH2 / Illumina, Inc. Bond 6,527 8,172 25.20
2018-06-30 13F-HR IVV / iShares Core S&P 500 ETF 273.03 30,251 31,941 5.59 8,028 8,721 8.63
2018-06-30 13F-HR 530715AG6 / Liberty Media, Bond 4%, Due 11/15/2029 10,206 6,026 -40.96
2018-06-30 13F-HR LRCX / Lam Research Corp. 172.85 247,415 206,729 -16.44 50,265 35,733 -28.91
2018-06-30 13F-HR 922417AD2 / Veeco Instruments, Inc. Bond 2.7% Due 1/15/2023 18,336 17,677 -3.59
2018-06-30 13F-HR 464337AJ3 / Ionis Pharmaceuticals, Inc. 1.00% Convertible Bond 23,343 23,171 -0.74
2018-06-30 13F-HR 151290BR3 / Cemex S.A.B de C.V. Bond 12,778 10,068 -21.21
2018-06-30 13F-HR 756577AD4 / Red Hat, Inc. Bond 34,305 23,650 -31.06
2018-06-30 13F-HR 741503AS5 / The Priceline Group Inc. Bond 130,738 126,223 -3.45
2018-06-30 13F-HR 531229AB8 / Liberty Media Corporation Bond 60,463 65,727 8.71
2018-06-30 13F-HR ULTA / Ulta Salon, Cosmetics & Fragrance, Inc. 233.46 238,257 111,916 -53.03 48,669 26,128 -46.31
2018-06-30 13F-HR MS / Morgan Stanley Call 47.40 0 235,000 0 11,139
2018-06-30 13F-HR CME / CME Group, Inc. 1,430 0 -100.00 232 0 -100.00
2018-06-30 13F-HR ED / Consolidated Edison, Inc. 77.99 43,919 53,995 22.94 3,424 4,211 22.98
2018-06-30 13F-HR NAV / Navistar International Corp. Call 40.72 125,000 125,000 0.00 4,372 5,090 16.42
2018-06-30 13F-HR JNK / SPDR Barclays High Yield Bond ETF 35.48 770,825 388,725 -49.57 27,635 13,792 -50.09
2018-06-30 13F-HR APH / Amphenol Corp. 87.16 61,960 70,277 13.42 5,337 6,125 14.76
2018-06-30 13F-HR K / Kellogg Co. 69.87 40,903 45,998 12.46 2,660 3,214 20.83
2018-06-30 13F-HR PVH / PVH Corp. 149.72 89,605 102,915 14.85 13,569 15,408 13.55
2018-06-30 13F-HR DTE / DTE Energy Co. 51.42 927,385 927,601 0.02 48,177 47,696 -1.00
2018-06-30 13F-HR 530715AL5 / Liberty Media, Bond 3.75%, Due 2/15/2030 8,206 4,783 -41.71
2018-06-30 13F-HR INTC / Intel Corp. 49.71 702,891 623,411 -11.31 36,607 30,990 -15.34
2018-06-30 13F-HR 82922RAD5 / Sina Corp. Bond 10,998 10,144 -7.77
2018-06-30 13F-HR AKAM / Akamai Technologies, Inc. 73.23 43,920 50,036 13.93 3,118 3,664 17.51
2018-06-30 13F-HR AKAM / Akamai Technologies, Inc. Call 73.23 75,000 300,000 300.00 5,324 21,969 312.64
2018-06-30 13F-HR FLIR / FLIR Systems, Inc. 51.97 83,710 95,100 13.61 4,187 4,942 18.03
2018-06-30 13F-HR KMI / Kinder Morgan, Inc. 17.67 241,235 273,755 13.48 3,633 4,837 33.14
2018-06-30 13F-HR BBT / BB&T Corp. 50.44 422,986 436,836 3.27 22,013 22,034 0.10
2018-06-30 13F-HR AET / Aetna, Inc. 183.50 97,669 78,849 -19.27 16,507 14,469 -12.35
2018-06-30 13F-HR 697435AB1 / Palo Alto Networks, Inc. Bond 24,130 44,152 82.98
2018-06-30 13F-HR AMT / American Tower Corp. (REIT) 144.17 288,378 261,969 -9.16 41,913 37,768 -9.89
2018-06-30 13F-HR 01741RAG7 / Allegheny Technologies, Inc. Bond 18,206 19,095 4.88
2018-06-30 13F-HR GM.WS.B / General Motors Company - Warrants 07/10/2019 22.55 88,470 88,470 0.00 1,667 1,995 19.68
2018-06-30 13F-HR 698354AB3 / Pandora Media, Inc. Bond 6,865 7,184 4.65
2018-06-30 13F-HR STZ / Constellation Brands, Inc. 218.87 106,607 97,637 -8.41 24,298 21,370 -12.05
2018-06-30 13F-HR ITW / Illinois Tool Works, Inc. 138.55 48,335 45,955 -4.92 7,573 6,367 -15.92
2018-06-30 13F-HR BAX / Baxter International, Inc. 73.84 1,325,483 1,346,341 1.57 86,210 99,414 15.32
2018-06-30 13F-HR ADM / Archer-Daniels-Midland Co. 45.83 66,870 75,973 13.61 2,901 3,482 20.03
2018-06-30 13F-HR CB / Chubb Ltd 127.02 194,366 200,494 3.15 26,584 25,467 -4.20
2018-06-30 13F-HR PSA / Public Storage 226.85 16,309 18,532 13.63 3,269 4,204 28.60
2018-06-30 13F-HR ABBV / AbbVie Inc. 92.65 1,127,011 765,314 -32.09 106,672 70,906 -33.53
2018-06-30 13F-HR ATVI / Activision Blizzard, Inc. 76.32 73,939 83,884 13.45 4,988 6,402 28.35
2018-06-30 13F-HR DV / DeVry Education Group Inc. 48.10 580,001 659,884 13.77 27,580 31,740 15.08
2018-06-30 13F-HR A / Agilent Technologies, Inc. 61.84 262,345 936,713 257.05 17,551 57,926 230.04
2018-06-30 13F-HR AFL / AFLAC, Inc. 43.02 81,073 92,065 13.56 3,548 3,961 11.64
2018-06-30 13F-HR ARE / Alexandria Real Estate Equities, Inc. 126.18 38,972 44,278 13.61 4,868 5,587 14.77
2018-06-30 13F-HR GOOGL / Alphabet Inc. 1,129.19 258,009 268,841 4.20 267,592 303,573 13.45
2018-06-30 13F-HR ALL / Allstate Corp. (The) 91.26 65,853 73,512 11.63 6,243 6,709 7.46
2018-06-30 13F-HR GOOG / Alphabet Inc. Class C 1,115.66 46,944 51,549 9.81 48,437 57,511 18.73
2018-06-30 13F-HR BABA / Alibaba Group Holding Limited 185.53 105,077 113,092 7.63 19,286 20,982 8.79
2018-06-30 13F-HR AAPL / Apple, Inc. 185.11 2,291,014 2,268,811 -0.97 384,387 419,980 9.26
2018-06-30 13F-HR APTV / Aptiv PLC 91.63 181,021 180,227 -0.44 15,382 16,514 7.36
2018-06-30 13F-HR AMAT / Applied Materials, Inc. 46.19 1,087,641 935,684 -13.97 60,484 43,219 -28.54
2018-06-30 13F-HR ASSURANT INC / CONVERTIBLE PREFERRED SECURITY (04621X207) 112.03 153,297 17,174
2018-06-30 13F-HR 049164BH8 / Atlas Air Worldwide Holdings, Inc. 2.25% Convertible Bond Due 6/1/2022 18,196 19,514 7.24
2018-06-30 13F-HR BIDU / Baidu, Inc. 243.00 26,640 48,490 82.02 5,946 11,783 98.17
2018-06-30 13F-HR BDXA / Becton Dickinson & Co. 6.125% Preferred Series A 61.85 1,044,814 1,045,129 0.03 61,049 64,641 5.88
2018-06-30 13F-HR BRK.B / Berkshire Hathaway, Inc. 186.65 251,818 259,085 2.89 50,233 48,358 -3.73
2018-06-30 13F-HR 09061GAE1 / BioMarin Pharmaceutical Inc. Bond 0.75% 10/15/2018 970 1,004 3.51
2018-06-30 13F-HR 09257WAB6 / Blackstone 4.375 05may22 Bond 1,483 1,474 -0.61
2018-06-30 13F-HR BOOKING HOLDINGS INC / (09857L908) Call 2,027.12 5,900 11,960
2018-06-30 13F-HR BOOKING HOLDINGS INC / (09857L958) Put 2,027.07 20,800 42,163
2018-06-30 13F-HR BROADCOM INC / (11135F101) 242.64 227,564 55,216
2018-06-30 13F-HR BA / Boeing Company (The) 335.51 158,044 235,067 48.74 51,820 78,867 52.19
2018-06-30 13F-HR BLK / BlackRock, Inc. 499.07 14,705 14,483 -1.51 7,966 7,228 -9.26
2018-06-30 13F-HR BIIB / Biogen Inc. 290.23 31,158 33,160 6.43 8,532 9,624 12.80
2018-06-30 13F-HR CAT / Caterpillar, Inc. 135.67 244,117 277,373 13.62 35,978 37,631 4.59
2018-06-30 13F-HR CTL / CenturyLink, Inc. 18.64 111,180 126,313 13.61 1,827 2,354 28.85
2018-06-30 13F-HR CAH / Cardinal Health, Inc. 48.83 36,550 41,529 13.62 2,291 2,028 -11.48
2018-06-30 13F-HR CBOE / CBOE Holdings, Inc. 104.07 0 619,398 0 64,461
2018-06-30 13F-HR CHESAPEAKE ENERGY CORP / CONVERTIBLE SECURITY (165167CY1) 15,264
2018-06-30 13F-HR 177376AD2 / Citrix Systems, Inc. 0.5% Convertible Bond due 2019-04-15 60,179 66,639 10.73
2018-06-30 13F-HR XEC / Cimarex Energy Co. 101.74 27,123 28,416 4.77 2,537 2,891 13.95
2018-06-30 13F-HR CI / Cigna Corp. 169.95 44,874 22,913 -48.94 7,528 3,894 -48.27
2018-06-30 13F-HR C / Citigroup, Inc. 66.92 1,101,941 1,196,611 8.59 74,382 80,077 7.66
2018-06-30 13F-HR CEO / CNOOC Ltd. 171.25 25,360 4,343
2018-06-30 13F-HR COLONY STARWOOD HOMES / CONVERTIBLE SECURITY (19625XAB8) 30,783
2018-06-30 13F-HR XLP / SPDR Consumer Staples Select Sector ETF 51.53 880,000 45,346
2018-06-30 13F-HR COWNL / Cowen Group, Inc. 3,489 3,522 0.95
2018-06-30 13F-HR CTSH / Cognizant Technology Solutions Corp. 78.99 82,976 94,133 13.45 6,680 7,436 11.32
2018-06-30 13F-HR CL / Colgate-Palmolive Co. 64.81 82,742 103,840 25.50 5,931 6,730 13.47
2018-06-30 13F-HR COST / Costco Wholesale Corp. 208.98 167,276 173,775 3.89 31,520 36,315 15.21
2018-06-30 13F-HR 22943FAD2 / Ctrip.com International, Ltd. Bond 1.250%10/1 54,336 12,185 -77.57
2018-06-30 13F-HR CSX / CSX Corp. 63.78 662,326 734,705 10.93 36,899 46,859 26.99
2018-06-30 13F-HR 232806AM1 / Cypress Semiconductor Corp. Bond 28,210 26,698 -5.36
2018-06-30 13F-HR 235851AF9 / Danaher Corp. Bond 1,061 1,074 1.23
2018-06-30 13F-HR DQ / Daqo New Energy Corp. 35.54 172,000 6,113
2018-06-30 13F-HR DHI / D.R. Horton, Inc. Call 41.00 119,500 119,900 0.33 5,239 4,916 -6.17
2018-06-30 13F-HR 24983LAB0 / Dermira Inc Bond 6,199
2018-06-30 13F-HR 25470MAB5 / DISH Network Corp. 3.375% Bond 43,867 44,697 1.89
2018-06-30 13F-HR DFS / Discover Financial Services 70.41 226,213 236,128 4.38 16,272 16,626 2.18
2018-06-30 13F-HR DLR / Digital Realty Trust, Inc. 111.57 35,157 39,938 13.60 3,705 4,456 20.27
2018-06-30 13F-HR DHI / D.R. Horton, Inc. 41.00 125,303 142,358 13.61 5,494 5,837 6.24
2018-06-30 13F-HR DLTR / Dollar Tree, Inc. 85.00 129,605 129,545 -0.05 12,300 11,011 -10.48
2018-06-30 13F-HR DOW / Dow Chemical Co. (The) 65.92 1,286,041 1,458,168 13.38 81,934 96,122 17.32
2018-06-30 13F-HR DG / Dollar General Corp. 98.60 46,232 40,071 -13.33 4,326 3,951 -8.67
2018-06-30 13F-HR EMN / Eastman Chemical Company 100.00 0 2,430 0 243
2018-06-30 13F-HR ETFC / E*TRADE Financial, Inc. 61.16 1,379,580 1,049,985 -23.89 76,443 64,217 -15.99
2018-06-30 13F-HR EQIX / Equinix, Inc. 429.92 8,510 9,667 13.60 3,559 4,156 16.77
2018-06-30 13F-HR 298736AH2 / Euronet Worldwide, Inc. Bond 7,092 6,141 -13.41
2018-06-30 13F-HR FFIV / F5 Networks, Inc. 172.46 24,232 23,153 -4.45 3,505 3,993 13.92
2018-06-30 13F-HR FRT / Federal Realty Investment Trust 126.54 37,512 42,611 13.59 4,356 5,392 23.78
2018-06-30 13F-HR FINISAR CORP / CONVERTIBLE SECURITY (31787AAP6) 12,981
2018-06-30 13F-HR FRC / First Republic Bank (San Francisco, California) 96.79 502,856 175,050 -65.19 46,570 16,943 -63.62
2018-06-30 13F-HR FCX / Freeport-McMoRan Inc. 17.26 237,961 129,615 -45.53 4,181 2,237 -46.50
2018-06-30 13F-HR GE / General Electric Co. 13.61 2,859,400 2,704,705 -5.41 38,545 36,811 -4.50
2018-06-30 13F-HR GM / General Motors Company 39.40 583,596 380,398 -34.82 21,208 14,988 -29.33
2018-06-30 13F-HR GIS / General Mills, Inc. 44.26 70,896 80,545 13.61 3,195 3,565 11.58
2018-06-30 13F-HR GOLDMAN SACHS BDC INC / CONVERTIBLE SECURITY (38147UAB3) 10,126
2018-06-30 13F-HR GILD / Gilead Sciences, Inc. 70.84 321,033 339,224 5.67 24,203 24,031 -0.71
2018-06-30 13F-HR GUIDEWIRE SOFTWARE / CONVERTIBLE SECURITY (40171VAA8) 48,808
2018-06-30 13F-HR GULFMARK OFFSHORE INC / (402629505) 33.51 44,916 1,505
2018-06-30 13F-HR HELIX ENERGY SOLUTIONS GROUP / CONVERTIBLE SECURITY (42330PAJ6) 11,862
2018-06-30 13F-HR 42703MAB9 / Herbalife Ltd. 2.0% Bond due 2019-08-15 18,216 19,357 6.26
2018-06-30 13F-HR HUM / Humana, Inc. 297.63 249,674 240,973 -3.48 67,120 71,721 6.85
2018-06-30 13F-HR INPHI CORP / CONVERTIBLE SECURITY (45772FAC1) 34,938
2018-06-30 13F-HR INSMED INC / CONVERTIBLE SECURITY (457669AA7) 18,304
2018-06-30 13F-HR INSULET CORP / CONVERTIBLE SECURITY (45784PAF8) 22,687
2018-06-30 13F-HR 458118AC0 / Integrated Device Technology, Inc. Bond 11,285 11,444 1.41
2018-06-30 13F-HR ISHARES MSCI EAFE ETF / (464287905) Call 66.97 1,597,000 106,951
2018-06-30 13F-HR ISHARES MSCI EAFE ETF / (464287955) Put 66.97 1,964,000 131,529
2018-06-30 13F-HR ISHARES MSCI EMERGING MARKET / (464287954) Put 43.33 5,083,500 220,268
2018-06-30 13F-HR EEM / iShares MSCI Emerging Markets ETF 43.33 232,175 232,175 0.00 11,210 10,060 -10.26
2018-06-30 13F-HR 02261WAB5 / Alza Corp Bond 792 756 -4.55
2018-06-30 13F-HR JPXUZ / JPMorgan Chase & Co. Call 104.20 110,000 11,462
2018-06-30 13F-HR KAMAN CORP / CONVERTIBLE SECURITY (483548AF0) 17,413
2018-06-30 13F-HR JPM / JPMorgan Chase & Co. 104.20 1,822,658 2,047,743 12.35 200,438 213,375 6.45
2018-06-30 13F-HR KHC / Kraft Heinz Company 62.82 68,954 78,338 13.61 4,296 4,921 14.55
2018-06-30 13F-HR 50540RAG7 / Laboratory Corp. of America Holdings Bond 1,279 1,419 10.95
2018-06-30 13F-HR LIVN / LivaNova PLC 99.83 29,500 29,500 0.00 2,611 2,945 12.79
2018-06-30 13F-HR LULU / lululemon athletica inc. 124.85 56,470 7,050
2018-06-30 13F-HR LUMENTUM HOLDINGS INC / CONVERTIBLE SECURITY (55024UAB5) 53,780
2018-06-30 13F-HR MPC / Marathon Petroleum Corp. 70.16 285,612 266,221 -6.79 20,882 18,678 -10.55
2018-06-30 13F-HR MCHP / Microchip Technology Inc. 90.95 201,530 205,738 2.09 18,412 18,712 1.63
2018-06-30 13F-HR 60855RAD2 / Molina Healthcare, Inc. DBCV 1.625% 8/1 5,253 6,126 16.62
2018-06-30 13F-HR NABORS INDUSTRIES LTD / CONVERTIBLE SECURITY (62957HAB1) 28,829
2018-06-30 13F-HR NBR / Nabors Industries Ltd. Call 6.41 125,000 125,000 0.00 874 801 -8.35
2018-06-30 13F-HR NVDA / NVIDIA Corp. 236.90 192,473 211,927 10.11 44,575 50,206 12.63
2018-06-30 13F-HR OXY / Occidental Petroleum Corp. 83.68 92,022 105,540 14.69 5,978 8,832 47.74
2018-06-30 13F-HR OSI SYSTEMS INC / CONVERTIBLE SECURITY (671044AD7) 27,716
2018-06-30 13F-HR PFE / Pfizer, Inc. Call 10.03 0 185,000 0 1,856
2018-06-30 13F-HR PRA GROUP INC / CONVERTIBLE SECURITY (69354NAB2) 5,337
2018-06-30 13F-HR PGR / Progressive Corp. (The) 59.21 5,050 5,050 0.00 308 299 -2.92
2018-06-30 13F-HR 74348TAM4 / Prospect Capital Corp. 5.875% Bond due 2019-01-15 282 280 -0.71
2018-06-30 13F-HR 74348TAQ5 / Prospect Capital Corp. 4.75% Bond due 2020-04-15 2,009 2,003 -0.30
2018-06-30 13F-HR 74838JAA9 / QUIDEL Corp. 3.25% Bond Due 12/15/2020 8,722 10,697 22.64
2018-06-30 13F-HR 758075AC9 / Redwood Tr Inc Bond 4,855 4,866 0.23
2018-06-30 13F-HR REDWOOD TRUST INC / CONVERTIBLE SECURITY (758075AD7) 4,938
2018-06-30 13F-HR ROST / Ross Stores, Inc. 84.73 50,728 30,448 -39.98 3,956 2,580 -34.78
2018-06-30 13F-HR 749685AT0 / RPM International, Inc. 2.25% Bond Due 12/15/2020 954 1,097 14.99
2018-06-30 13F-HR 74973WAB3 / Rti Intl Metals Inc Bond 25,550 24,375 -4.60
2018-06-30 13F-HR SLB / Schlumberger Ltd. 67.03 1,108,192 1,167,417 5.34 71,789 78,252 9.00
2018-06-30 13F-HR SEACOR HOLDINGS INC / CONVERTIBLE SECURITY (811904AN1) 4,059
2018-06-30 13F-HR SEMPRA ENERGY / CONVERTIBLE PREFERRED SECURITY (816851406) 103.21 389,257 40,175
2018-06-30 13F-HR SCHA / Schwab U.S. Small-Cap ETF 73.68 3,853 3,990 3.56 267 294 10.11
2018-06-30 13F-HR 83416TAC4 / SolarCity Corp 1.625% Bond due 2019-11-01 2,747 2,797 1.82
2018-06-30 13F-HR SHW / Sherwin-Williams Co. (The) 407.56 815 42,860 5,158.90 320 17,468 5,358.75
2018-06-30 13F-HR LUV / Southwest Airlines Co. 50.88 132,870 96,854 -27.11 7,611 4,928 -35.25
2018-06-30 13F-HR SPDR S&P 500 ETF / (78462F953) Put 271.28 2,502,000 678,743
2018-06-30 13F-HR SPY / SPDR S&P 500 ETF Trust 271.28 473,837 460,968 -2.72 124,691 125,051 0.29
2018-06-30 13F-HR SBDKP / Stanley Black & Decker, Inc. 104.78 288,512 289,291 0.27 33,244 30,312 -8.82
2018-06-30 13F-HR SBUX / Starbucks Corp. 48.85 1,031,079 636,682 -38.25 59,690 31,102 -47.89
2018-06-30 13F-HR STT / State Street Corp. 93.09 49,405 55,900 13.15 4,928 5,204 5.60
2018-06-30 13F-HR SYF / Synchrony Financial 33.38 243,775 238,743 -2.06 8,174 7,969 -2.51
2018-06-30 13F-HR SYMC / Symantec Corp. 20.65 93,286 105,982 13.61 2,412 2,189 -9.25
2018-06-30 13F-HR TEL / TE Connectivity Ltd. 90.05 60,977 47,229 -22.55 6,092 4,253 -30.19
2018-06-30 13F-HR TERADYNE INC / CONVERTIBLE SECURITY (880770AG7) 8,356
2018-06-30 13F-HR 88160RAD3 / Tesla Motors, Inc. Bond 2.375% Due 3/15/2022 42,988 50,315 17.04
2018-06-30 13F-HR TMO / Thermo Fisher Scientific, Inc. 207.14 145,919 143,858 -1.41 30,127 29,799 -1.09
2018-06-30 13F-HR TXN / Texas Instruments Inc. 110.25 63,194 129,538 104.98 6,566 14,282 117.51
2018-06-30 13F-HR TJX / TJX Companies, Inc. (The) 95.18 172,439 252,744 46.57 14,065 24,056 71.03
2018-06-30 13F-HR BLD / TopBuild Corp. 78.34 49,999 49,999 0.00 3,826 3,917 2.38
2018-06-30 13F-HR UAL / United Continental Holdings, Inc. 69.73 577,998 708,932 22.65 40,154 49,434 23.11
2018-06-30 13F-HR USFD / US Foods Holding Corp. 37.82 367,400 13,895
2018-06-30 13F-HR XLU / SPDR Utilities Select Sector ETF 52.00 9,500 494
2018-06-30 13F-HR WMT / Walmart, Inc. 85.65 613,895 644,606 5.00 54,619 55,211 1.08
2018-06-30 13F-HR WFC / Wells Fargo & Co. 55.44 954,780 1,028,783 7.75 50,041 57,036 13.98
2018-06-30 13F-HR WFC / Wells Fargo & Co. Put 55.44 168,300 203,100 20.68 8,821 11,260 27.65
2018-06-30 13F-HR WY / Weyerhaeuser Co. 36.46 107,003 121,565 13.61 3,746 4,432 18.31
2018-06-30 13F-HR WPXP / WPX Energy, 6.25% Series A Mandatory Convertible Cumulative Preferred Stock 76.35 406,459 385,612 -5.13 25,518 29,441 15.37
2018-06-30 13F-HR ZILLOW GROUP INC / CONVERTIBLE SECURITY (98954MAB7) 10,751
2018-06-30 13F-HR 19624RAB2 / Colony Capital, Inc. Bond 1,889 1,903 0.74
2018-06-30 13F-HR VALE / Vale S.A. 12.82 393,286 330,056 -16.08 5,003 4,231 -15.43
2018-06-30 13F-HR FE / FirstEnergy Corp. 35.91 140,866 159,406 13.16 4,791 5,724 19.47
2018-06-30 13F-HR TRV / Travelers Companies, Inc. (The) 122.34 31,185 35,335 13.31 4,331 4,323 -0.18
2018-06-30 13F-HR MMM / 3M Co. 196.72 54,368 75,835 39.48 11,935 14,918 24.99
2018-06-30 13F-HR EMR / Emerson Electric Co. 69.14 565,119 600,756 6.31 38,598 41,536 7.61
2018-06-30 13F-HR HCN / Welltower Inc. 62.69 145,913 175,969 20.60 7,943 11,031 38.88
2018-06-30 13F-HR OEF / iShares S&P 100 ETF Call 43.33 1,974,800 759,500 -61.54 95,344 32,909 -65.48
2018-06-30 13F-HR 98138HAD3 / Workday, Inc. Bond 12,360 11,784 -4.66
2018-06-30 13F-HR 64157FAA1 / Nevro Corp. Bond 16,546 16,253 -1.77
2018-06-30 13F-HR EIX / Edison International 63.28 54,877 62,345 13.61 3,494 3,945 12.91
2018-06-30 13F-HR 67020YAG5 / Nuance Communications, Inc. 1.50% Bond Due 11/1/2035 98 92 -6.12
2018-06-30 13F-HR SNV / Synovus Financial Corp. 52.85 4,030 4,030 0.00 202 213 5.45
2018-06-30 13F-HR MFC / Manulife Financial Corp. 17.97 99,000 99,000 0.00 1,840 1,779 -3.32
2018-06-30 13F-HR 94419LAA9 / Wayfair, Inc. Bond 14,249 9,661 -32.20
2018-06-30 13F-HR VZ / Verizon Communications, Inc. 50.31 1,150,579 1,223,209 6.31 55,021 61,540 11.85
2018-06-30 13F-HR CXO / Concho Resources, Inc. 138.35 25,831 54,405 110.62 3,884 7,527 93.80
2018-06-30 13F-HR F / Ford Motor Co. 11.07 1,369,256 1,394,612 1.85 15,172 15,438 1.75
2018-06-30 13F-HR NEE / NextEra Energy, Inc. 167.03 756,135 93,730 -87.60 56,200 15,656 -72.14
2018-06-30 13F-HR NEE / NextEra Energy, Inc. 74.33 1,341,628 756,135 -43.64 76,607 56,200 -26.64
2018-06-30 13F-HR NEE / NextEra Energy, Inc. 57.10 95,239 1,341,628 1,308.70 15,556 76,607 392.46
2018-06-30 13F-HR 007903BD8 / Advanced Micro Devices, Inc. Bond 2.125%, 9/1/2026 42,992 58,661 36.45
2018-06-30 13F-HR 901109AD0 / Tutor Perini Corp. Bond 26,152 19,924 -23.81
2018-06-30 13F-HR MDLZ / Mondelez International, Inc. 41.00 894,723 830,035 -7.23 37,337 34,031 -8.85
2018-06-30 13F-HR 92763WAA1 / Vipshop Holdings, Inc. Bond 36,927 26,712 -27.66
2018-06-30 13F-HR 316827AC8 / 51job, Inc. Bond 36,277 39,764 9.61
2018-06-30 13F-HR CELG / Celgene Corp. 79.42 325,320 389,007 19.58 29,022 30,895 6.45
2018-06-30 13F-HR AMZN / Amazon.com, Inc. 1,699.80 162,695 162,263 -0.27 235,475 275,815 17.13
2018-06-30 13F-HR AMZN / Amazon.com, Inc. Call 1,699.82 16,500 16,500 0.00 23,882 28,047 17.44
2018-06-30 13F-HR FTRPR / Frontier Communications Corp. 5.36 150,000 199,995 33.33 1,716 1,072 -37.53
2018-06-30 13F-HR DRI / Darden Restaurants, Inc. 107.05 40,945 46,519 13.61 3,491 4,980 42.65
2018-06-30 13F-HR 22943FAH3 / Ctrip.com International, Ltd. Bond 34,171 33,725 -1.31
2018-06-30 13F-HR KMB / Kimberly-Clark Corp. 105.35 35,956 43,787 21.78 3,960 4,613 16.49
2018-06-30 13F-HR TFX / Teleflex, Inc. 268.19 0 16,395 0 4,397
2018-06-30 13F-HR PCG / PG&E Corp. 42.57 65,884 74,850 13.61 2,895 3,186 10.05
2018-06-30 13F-HR PNC / PNC Financial Services Group, Inc. (The) 135.10 210,509 204,786 -2.72 31,838 27,667 -13.10
2018-06-30 13F-HR AMX / America Movil S.A.B. de CV 16.66 330,980 345,880 4.50 6,319 5,762 -8.81
2018-06-30 13F-HR KEY / KeyCorp 19.54 541,965 541,545 -0.08 10,596 10,582 -0.13
2018-06-30 13F-HR CVX / Chevron Corp. 126.43 809,996 842,784 4.05 92,372 106,553 15.35
2018-06-30 13F-HR ILMN / Illumina, Inc. 279.29 25,103 20,459 -18.50 5,935 5,714 -3.72
2018-06-30 13F-HR PX / Praxair, Inc. 158.16 41,370 29,477 -28.75 5,970 4,662 -21.91
2018-06-30 13F-HR DAL / Delta Air Lines, Inc. 49.54 2,236,157 2,401,393 7.39 122,564 118,965 -2.94
2018-06-30 13F-HR DAL / Delta Air Lines, Inc. Call 49.54 0 220,000 0 10,899
2018-06-30 13F-HR 779376AD4 / Rovi Corp. Bond 25,577 8,234 -67.81
2018-06-30 13F-HR AJG / Gallagher (ARTHUR J.) & Co. 65.28 109,119 90,527 -17.04 7,500 5,910 -21.20
2018-06-30 13F-HR 62952QAB6 / NXP Semiconductors N.V. Bond 23,232 36,583 57.47
2018-06-30 13F-HR 458140AF7 / Intel Corp. 3.25% Bond Due 8/1/2039 167,072 138,037 -17.38
2018-06-30 13F-HR 87238QAD5 / Tcp Capital Corp 4.625 1mar22 Bond 10,122 10,074 -0.47
2018-06-30 13F-HR PXD / Pioneer Natural Resources Co. 189.24 92,596 137,081 48.04 15,907 25,941 63.08
2018-06-30 13F-HR PXD / Pioneer Natural Resources Co. Call 189.24 86,000 58,000 -32.56 14,774 10,976 -25.71
2018-06-30 13F-HR 29404KAA4 / Envestnet, Inc. 1.75% Bond Due 12/15/2019 21,943 29,730 35.49
2018-06-30 13F-HR QCOM / QUALCOMM Incorporated 56.12 199,971 122,750 -38.62 11,081 6,889 -37.83
2018-06-30 13F-HR LEN / Lennar Corp. 52.50 0 72,755 0 3,820
2018-06-30 13F-HR CRM / Salesforce.com, Inc. 136.40 239,962 290,634 21.12 27,908 39,642 42.05
2018-06-30 13F-HR ETN / Eaton Corporation 74.74 236,050 242,660 2.80 18,863 18,136 -3.85
2018-06-30 13F-HR ABT / Abbott Laboratories 60.99 336,894 371,387 10.24 20,187 22,651 12.21
2018-06-30 13F-HR PG / Procter & Gamble Co. (The) 78.06 875,516 828,026 -5.42 69,411 64,636 -6.88
2018-06-30 13F-HR MNST / Monster Beverage Corporation 57.30 488,308 293,707 -39.85 27,937 16,829 -39.76
2018-06-30 13F-HR UBS / UBS Group AG 15.34 1,123,000 1,738,000 54.76 19,833 26,661 34.43
2018-06-30 13F-HR 84860WAB8 / Spirit Realty Capital, Inc. Bond 1,209 1,198 -0.91
2018-06-30 13F-HR 04010LAM5 / Ares Capital Corp. 4.375% Bond Due 1/15/2019 12,755 12,652 -0.81
2018-06-30 13F-HR MSFT / Microsoft Corp. 98.61 3,159,096 3,244,897 2.72 288,331 319,979 10.98
2018-06-30 13F-HR EXC / Exelon Corp. 42.60 778,697 789,150 1.34 30,377 33,618 10.67
2018-06-30 13F-HR 25470MAD1 / Dish Network Corp Bond 22,725 22,736 0.05
2018-06-30 13F-HR JNPR / Juniper Networks, Inc. 27.42 97,605 110,886 13.61 2,375 3,040 28.00
2018-06-30 13F-HR TSS / Total System Services, Inc. 84.52 251,973 226,548 -10.09 21,736 19,148 -11.91
2018-06-30 13F-HR PAYC / Paycom Software, Inc. 98.83 111,395 97,649 -12.34 11,963 9,651 -19.33
2018-06-30 13F-HR EQR / Equity Residential 63.69 40,189 45,657 13.61 2,477 2,908 17.40
2018-06-30 13F-HR 00163UAD8 / AMAG Pharmaceuticals, Inc. Bond 10,437 10,270 -1.60
2018-06-30 13F-HR SLM / SLM Corp. (Sallie Mae) 11.45 3,422,263 3,409,639 -0.37 38,364 39,040 1.76
2018-06-30 13F-HR SEP / Spectra Energy Partners LP 35.42 213,320 213,320 0.00 7,177 7,556 5.28
2018-06-30 13F-HR HD / Home Depot, Inc. (The) 195.10 597,068 672,643 12.66 106,422 131,233 23.31
2018-06-30 13F-HR HD / Home Depot, Inc. (The) Call 195.10 126,500 126,500 0.00 22,548 24,680 9.46
2018-06-30 13F-HR SWK / Stanley Black & Decker, Inc. 132.80 0 52,078 0 6,916
2018-06-30 13F-HR FB / Facebook, Inc. 194.32 1,625,085 1,632,635 0.46 259,673 317,254 22.17
2018-06-30 13F-HR FB / Facebook, Inc. Call 194.32 60,300 92,000 52.57 9,636 17,877 85.52
2018-06-30 13F-HR 867652AL3 / SunPower Corp. Bond 8,007 8,489 6.02
2018-06-30 13F-HR SWN / Southwestern Energy Co. 5.30 1,051,465 1,051,465 0.00 4,553 5,573 22.40
2018-06-30 13F-HR CCI / Crown Castle International Corp. 1,055.06 85,864 81,680 -4.87 9,258 86,177 830.84
2018-06-30 13F-HR CCI / Crown Castle International Corp. 107.82 81,663 85,864 5.14 91,294 9,258 -89.86
2018-06-30 13F-HR PPG / PPG Industries, Inc. 103.74 37,756 42,896 13.61 4,214 4,450 5.60
2018-06-30 13F-HR TSLA / Tesla Motors, Inc. 343.05 69,633 1,166 -98.33 18,532 400 -97.84
2018-06-30 13F-HR EMLC / VanEck Vectors ETF TR Call 21.24 0 983,500 0 20,890
2018-06-30 13F-HR AVB / AvalonBay Communities, Inc. 171.87 13,186 14,982 13.62 2,169 2,575 18.72
2018-06-30 13F-HR 09061GAF8 / BioMarin Pharmaceutical Inc. Bond 1.5% 10/15/2020 50,500 54,089 7.11
2018-06-30 13F-HR 267475AB7 / Dycom Industries, Inc. Bond 29,962 27,482 -8.28
2018-06-30 13F-HR 743424AD5 / Proofpoint, Inc. 0.75% Convertible Bond due 2020-06-15 39,706 14,731 -62.90
2018-06-30 13F-HR CTRP / Ctrip.com International, Ltd. Put 47.63 200,000 300,000 50.00 9,324 14,289 53.25
2018-06-30 13F-HR DUK / Duke Energy Corp. 79.08 150,796 154,548 2.49 11,683 12,222 4.61
2018-06-30 13F-HR BKNG / Booking Holdings Inc. 2,027.08 30,711 23,081 -24.84 63,891 46,787 -26.77
2018-06-30 13F-HR 00912XAK0 / Air Lease Corporation Bond 16,031 15,617 -2.58
2018-06-30 13F-HR HDB / HDFC Bank Ltd. 105.03 3,900 51,500 1,220.51 386 5,409 1,301.30
2018-06-30 13F-HR MET / MetLife, Inc. 43.60 552,830 329,431 -40.41 25,370 14,363 -43.39
2018-06-30 13F-HR 874080AB0 / Tal Education Group Bond 44,755 44,153 -1.35
2018-06-30 13F-HR GD / General Dynamics Corp. 186.42 35,772 32,213 -9.95 7,903 6,005 -24.02
2018-06-30 13F-HR REGN / Regeneron Pharmaceuticals, Inc. 344.96 17,183 14,648 -14.75 5,918 5,053 -14.62
2018-06-30 13F-HR MOS / Mosaic Company 28.05 82,744 94,004 13.61 2,010 2,637 31.19
2018-06-30 13F-HR MOH / Molina Healthcare, Inc. 97.94 359,701 346,241 -3.74 29,201 33,911 16.13
2018-06-30 13F-HR MO / Altria Group, Inc. 56.79 421,787 397,446 -5.77 26,286 22,571 -14.13
2018-06-30 13F-HR TRGP / Targa Resources Corp. 49.49 72,605 72,605 0.00 3,195 3,593 12.46
2018-06-30 13F-HR 78454LAM2 / SM Energy Co Bond 17,167 18,780 9.40
2018-06-30 13F-HR WHR / Whirlpool Corp. 146.23 76,432 60,000 -21.50 11,703 8,774 -25.03
2018-06-30 13F-HR NOK / Nokia Corp. 5.75 1,520,000 1,520,000 0.00 8,315 8,740 5.11
2018-06-30 13F-HR GME / GameStop Corp. 14.58 136,595 70,595 -48.32 1,724 1,029 -40.31
2018-06-30 13F-HR 670008AD3 / NOVELLUS SYS INC Bond 44,746 19,674 -56.03
2018-06-30 13F-HR DGX / Quest Diagnostics, Inc. 109.94 38,605 43,861 13.61 3,873 4,822 24.50
2018-06-30 13F-HR FLR / Fluor Corp. 48.78 59,018 67,050 13.61 3,378 3,271 -3.17
2018-06-30 13F-HR ACN / Accenture plc 163.59 220,394 226,472 2.76 33,831 37,049 9.51
2018-06-30 13F-HR MRK / Merck & Co., Inc. 60.70 891,642 866,893 -2.78 48,568 52,620 8.34
2018-06-30 13F-HR GRMN / Garmin Ltd. 61.01 56,535 64,222 13.60 3,332 3,918 17.59
2018-06-30 13F-HR SCHX / Schwab U.S. Large-Cap ETF 64.97 12,428 12,883 3.66 784 837 6.76
2018-06-30 13F-HR AES / AES Corp. (The) 13.41 346,225 405,033 16.99 3,937 5,431 37.95
2018-06-30 13F-HR NE / Noble Corporation plc 6.33 24,000 24,000 0.00 90 152 68.89
2018-06-30 13F-HR 750469AA6 / Radius Health, Inc. Bond 5,115 4,665 -8.80
2018-06-30 13F-HR AIV / Apartment Investment & Management Co. 42.30 81,636 100,116 22.64 3,327 4,235 27.29
2018-06-30 13F-HR FISV / Fiserv, Inc. 74.09 134,690 114,588 -14.92 9,605 8,490 -11.61
2018-06-30 13F-HR MCK / McKesson Corp. 133.41 25,171 28,597 13.61 3,546 3,815 7.59
2018-06-30 13F-HR 67020YAK6 / Nuance Communications, Inc. 1.00% Bond Due 12/15/2035 14,305 8,960 -37.36
2018-06-30 13F-HR PEP / PepsiCo, Inc. 108.87 560,313 508,069 -9.32 61,159 55,313 -9.56
2018-06-30 13F-HR AL / Air Lease Corporation 41.97 469,622 648,179 38.02 20,016 27,204 35.91
2018-06-30 13F-HR BMY / Bristol-Myers Squibb Co. 55.34 888,369 322,663 -63.68 56,190 17,856 -68.22
2018-06-30 13F-HR HPE / Hewlett Packard Enterprise Company 14.61 189,990 215,768 13.57 3,333 3,152 -5.43
2018-06-30 13F-HR NBL / Noble Energy, Inc. 35.29 76,821 72,523 -5.59 2,328 2,559 9.92