Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 13, 2015
Total Value: $3.982B (85.1% shares, 14.9% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 696,214 | $67.14M | 1.7% | $96.44 | — | — | CL A | 371559105 |
| — | JARDEN CORP | 835,859 | $44.22M | 1.1% | $52.90 | — | — | COM | 471109108 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 591,572 | $42.36M | 1.1% | $71.60 | — | — | COM | 00404A109 |
| — | IMPERVA INC | 911,316 | $38.91M | 1.0% | $42.70 | — | — | COM | 45321L100 |
| — | QLIK TECHNOLOGIES INC | 1,231,913 | $38.35M | 1.0% | $31.13 | — | — | COM | 74733T105 |
| RJF | RAYMOND JAMES FINANCIAL INC | 662,150 | $37.6M | 0.9% | $56.78 | — | — | COM | 754730109 |
| DXCM | DEXCOM INC | 592,699 | $36.95M | 0.9% | $62.34 | — | — | COM | 252131107 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 547,714 | $34.12M | 0.9% | $62.30 | — | — | COM | 78467J100 |
| MD | MEDNAX INC | 450,984 | $32.7M | 0.8% | $72.51 | — | — | COM | 58502B106 |
| — | HCC INS HLDGS INC | 569,650 | $32.28M | 0.8% | $56.67 | — | — | COM | 404132102 |
| SMTC | SEMTECH CORP | 1,192,064 | $31.76M | 0.8% | $26.65 | — | — | COM | 816850101 |
| — | IPC HEALTHCARE INC | 654,686 | $30.54M | 0.8% | $46.64 | — | — | COM | 44984A105 |
| — | CORNERSTONE ONDEMAND INC | 1,050,397 | $30.35M | 0.8% | $28.89 | — | — | COM | 21925Y103 |
| BLKB | BLACKBAUD INC | 624,267 | $29.58M | 0.7% | $47.38 | — | — | COM | 09227Q100 |
| ICLR | ICON PLC | 418,157 | $29.49M | 0.7% | $70.53 | — | — | SHS | G4705A100 |
| — | BERRY PLASTICS GROUP INC | 786,171 | $28.45M | 0.7% | $36.19 | — | — | COM | 08579W103 |
| — | ENDOLOGIX INC | 1,629,329 | $27.81M | 0.7% | $17.07 | — | — | COM | 29266S106 |
| BDC | BELDEN INC | 295,939 | $27.69M | 0.7% | $93.56 | — | — | COM | 077454106 |
| AAPL | APPLE INC | 219,524 | $27.32M | 0.7% | $124.43 | — | — | COM | 037833100 |
| ODFL | OLD DOMINION FGHT LINES INC | 345,856 | $26.73M | 0.7% | $77.30 | — | — | COM | 679580100 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 294,155 | $26.68M | 0.7% | $90.71 | — | — | CL A | 989207105 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 578,810 | $26.24M | 0.7% | $45.34 | — | — | COM | 03820C105 |
| CNK | CINEMARK HOLDINGS INC | 582,212 | $26.24M | 0.7% | $45.07 | — | — | COM | 17243V102 |
| — | POLYONE CORP | 701,782 | $26.21M | 0.7% | $37.35 | — | — | COM | 73179P106 |
| XPO | XPO LOGISTICS INC | 572,437 | $26.03M | 0.7% | $45.47 | — | — | COM | 983793100 |
| — | GREATBATCH INC | 447,837 | $25.91M | 0.7% | $57.85 | — | — | COM | 39153L106 |
| JACK | JACK IN THE BOX INC | 270,082 | $25.91M | 0.7% | $95.92 | — | — | COM | 466367109 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 293,414 | $25.53M | 0.6% | $87.00 | — | — | COM | 75689M101 |
| CGNX | COGNEX CORP | 511,920 | $25.39M | 0.6% | $49.59 | — | — | COM | 192422103 |
| — | TEAM HEALTH HOLDINGS INC | 432,810 | $25.32M | 0.6% | $58.51 | — | — | COM | 87817A107 |
| — | HOMEAWAY INC | 829,677 | $25.03M | 0.6% | $30.17 | — | — | COM | 43739Q100 |
| DECK | DECKERS OUTDOOR CORP | 341,805 | $24.91M | 0.6% | $72.87 | — | — | COM | 243537107 |
| HEI/A | HEICO CORP NEW | 483,284 | $23.94M | 0.6% | $49.54 | — | — | CL A | 422806208 |
| — | BIOMED REALTY TRUST INC | 1,049,371 | $23.78M | 0.6% | $22.66 | — | — | COM | 09063H107 |
| — | WEST CORP | 700,662 | $23.63M | 0.6% | $33.73 | — | — | COM | 952355204 |
| — | SPECTRANETICS CORP | 679,310 | $23.61M | 0.6% | $34.76 | — | — | COM | 84760C107 |
| — | SOLERA HOLDINGS INC | 455,651 | $23.54M | 0.6% | $51.66 | — | — | COM | 83421A104 |
| — | PROOFPOINT INC | 388,447 | $23M | 0.6% | $59.22 | — | — | COM | 743424103 |
| ACAD | ACADIA PHARMACEUTICALS INC | 705,301 | $22.99M | 0.6% | $32.59 | — | — | COM | 004225108 |
| — | HUNTINGTON BANCSHARES INC | 16,993 | $22.94M | 0.6% | $1350.03 | — | — | PFD CONV SER A | 446150401 |
| CVLT | COMMVAULT SYSTEMS INC | 514,884 | $22.5M | 0.6% | $43.70 | — | — | COM | 204166102 |
| IDA | IDACORP INC | 354,829 | $22.31M | 0.6% | $62.87 | — | — | COM | 451107106 |
| — | WELLPOINT INC | 10,468,000 | $21.62M | 0.5% | $2.07 | — | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | MICROSEMI CORP | 604,265 | $21.39M | 0.5% | $35.40 | — | — | COM | 595137100 |
| — | AKORN INC | 447,957 | $21.28M | 0.5% | $47.51 | — | — | COM | 009728106 |
| LKQ | LKQ CORP | 824,609 | $21.08M | 0.5% | $25.56 | — | — | COM | 501889208 |
| — | ACTAVIS PLC | 20,225 | $20.85M | 0.5% | $1030.85 | — | — | PFD CONV SER A | G0083B116 |
| SM | SM ENERGY CO | 398,933 | $20.62M | 0.5% | $51.68 | — | — | COM | 78454L100 |
| HCSG | HEALTHCARE SVCS GRP INC | 627,659 | $20.17M | 0.5% | $32.13 | — | — | COM | 421906108 |
| RNST | RENASANT CORP | 665,870 | $20.01M | 0.5% | $30.05 | — | — | COM | 75970E107 |
| GIII | G-III APPAREL GROUP LTD | 177,126 | $19.95M | 0.5% | $112.65 | — | — | COM | 36237H101 |
| — | SPARTANNASH CO | 625,571 | $19.74M | 0.5% | $31.56 | — | — | COM | 847215100 |
| APH | AMPHENOL CORP NEW | 332,667 | $19.6M | 0.5% | $58.93 | — | — | CL A | 032095101 |
| MLI | MUELLER INDS INC | 529,229 | $19.12M | 0.5% | $36.13 | — | — | COM | 624756102 |
| — | HMS HLDGS CORP | 1,234,702 | $19.08M | 0.5% | $15.45 | — | — | COM | 40425J101 |
| PTC | PTC INC | 519,266 | $18.78M | 0.5% | $36.17 | — | — | COM | 69370C100 |
| — | WELLS FARGO & CO NEW | 15,374 | $18.77M | 0.5% | $1221.22 | — | — | PERP PFD CNV A | 949746804 |
| — | CYRUSONE INC | 596,867 | $18.57M | 0.5% | $31.12 | — | — | COM | 23283R100 |
| — | MAGELLAN HEALTH INC | 257,246 | $18.22M | 0.5% | $70.82 | — | — | COM NEW | 559079207 |
| BKE | BUCKLE INC | 345,184 | $17.64M | 0.4% | $51.09 | — | — | COM | 118440106 |
| — | IRIDIUM COMMUNICATIONS INC | 46,746 | $17.25M | 0.4% | $369.06 | — | — | PERP PFD CNV B | 46269C409 |
| — | NOVELLUS SYS INC | 8,349,000 | $17.11M | 0.4% | $2.05 | — | — | NOTE 2.625% 5/1 | 670008ad3 |
| PKG | PACKAGING CORP AMER | 215,676 | $16.86M | 0.4% | $78.19 | — | — | COM | 695156109 |
| — | WELLCARE HEALTH PLANS INC | 180,960 | $16.55M | 0.4% | $91.46 | — | — | COM | 94946T106 |
| TDY | TELEDYNE TECHNOLOGIES INC | 154,984 | $16.54M | 0.4% | $106.73 | — | — | COM | 879360105 |
| PLCE | CHILDRENS PL INC | 256,473 | $16.46M | 0.4% | $64.19 | — | — | COM | 168905107 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 318,745 | $16.34M | 0.4% | $51.27 | — | — | COM | 109194100 |
| — | SVB FINL GROUP | 128,390 | $16.31M | 0.4% | $127.04 | — | — | COM | 78486Q101 |
| — | LAZARD LTD | 305,777 | $16.08M | 0.4% | $52.59 | — | — | SHS A | G54050102 |
| WLY | WILEY JOHN & SONS INC | 262,473 | $16.05M | 0.4% | $61.14 | — | — | CL A | 968223206 |
| GNRC | GENERAC HLDGS INC | 324,416 | $15.8M | 0.4% | $48.69 | — | — | COM | 368736104 |
| FUL | FULLER H B CO | 366,313 | $15.7M | 0.4% | $42.87 | — | — | COM | 359694106 |
| — | FIDELITY NATIONAL FINANCIAL | 7,679,000 | $15.47M | 0.4% | $2.01 | — | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | RYLAND GROUP INC | 9,723,000 | $15.43M | 0.4% | $1.59 | — | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | BANK OF THE OZARKS INC | 416,672 | $15.39M | 0.4% | $36.93 | — | — | COM | 063904106 |
| — | ULTIMATE SOFTWARE GROUP INC | 90,525 | $15.38M | 0.4% | $169.95 | — | — | COM | 90385D107 |
| BCC | BOISE CASCADE CO DEL | 404,943 | $15.17M | 0.4% | $37.46 | — | — | COM | 09739D100 |
| TXRH | TEXAS ROADHOUSE INC | 415,139 | $15.12M | 0.4% | $36.43 | — | — | COM | 882681109 |
| — | BIO-REFERENCE LABS INC | 428,810 | $15.11M | 0.4% | $35.24 | — | — | COM $.01 NEW | 09057G602 |
| HURN | HURON CONSULTING GROUP INC | 227,816 | $15.07M | 0.4% | $66.15 | — | — | COM | 447462102 |
| — | WAGEWORKS INC | 281,624 | $15.02M | 0.4% | $53.33 | — | — | COM | 930427109 |
| — | SPANSION LLC | 6,000,000 | $15.02M | 0.4% | $2.50 | — | — | NOTE 2.000% 9/0 | 84649pal9 |
| — | REALPAGE INC | 731,851 | $14.74M | 0.4% | $20.14 | — | — | COM | 75606N109 |
| — | XPO LOGISTICS INC | 5,159,000 | $14.59M | 0.4% | $2.83 | — | — | NOTE 4.500%10/0 | 983793aa8 |
| FULT | FULTON FINL CORP PA | 1,180,822 | $14.57M | 0.4% | $12.34 | — | — | COM | 360271100 |
| SYNA | SYNAPTICS INC | 178,136 | $14.48M | 0.4% | $81.30 | — | — | COM | 87157D109 |
| — | PRIVATEBANCORP INC | 409,050 | $14.39M | 0.4% | $35.17 | — | — | COM | 742962103 |
| — | GREENBRIER COS INC | 9,407,000 | $14.38M | 0.4% | $1.53 | — | — | NOTE 3.500% 4/0 | 393657ah4 |
| LFUS | LITTELFUSE INC | 141,719 | $14.09M | 0.4% | $99.39 | — | — | COM | 537008104 |
| — | ON ASSIGNMENT INC | 366,772 | $14.07M | 0.4% | $38.37 | — | — | COM | 682159108 |
| — | MELLANOX TECHNOLOGIES LTD | 308,997 | $14.01M | 0.4% | $45.34 | — | — | SHS | M51363113 |
| — | HANESBRANDS INC | 414,035 | $13.87M | 0.3% | $33.51 | — | — | COM | 410345102 |
| — | MARKETO INC | 532,954 | $13.65M | 0.3% | $25.62 | — | — | COM | 57063L107 |
| KWR | QUAKER CHEM CORP | 158,915 | $13.61M | 0.3% | $85.64 | — | — | COM | 747316107 |
| ACIW | ACI WORLDWIDE INC | 624,589 | $13.53M | 0.3% | $21.66 | — | — | COM | 004498101 |
| — | HARMAN INTL INDS INC | 98,519 | $13.16M | 0.3% | $133.63 | — | — | COM | 413086109 |
| MLKN | MILLER HERMAN INC | 473,682 | $13.15M | 0.3% | $27.76 | — | — | COM | 600544100 |
| SXT | SENSIENT TECHNOLOGIES CORP | 190,524 | $13.12M | 0.3% | $68.88 | — | — | COM | 81725T100 |
| — | CORELOGIC INC | 371,968 | $13.12M | 0.3% | $35.27 | — | — | COM | 21871D103 |
| — | EDUCATION RLTY TR INC | 367,904 | $13.02M | 0.3% | $35.38 | — | — | COM NEW | 28140H203 |
| — | AXIALL CORP | 273,212 | $12.82M | 0.3% | $46.94 | — | — | COM | 05463D100 |
| GPI | GROUP 1 AUTOMOTIVE INC | 148,397 | $12.81M | 0.3% | $86.33 | — | — | COM | 398905109 |
| — | TYSON FOODS INC | 263,196 | $12.74M | 0.3% | $48.40 | — | — | UNIT 99/99/9999 | 902494301 |
| — | REXNORD CORP NEW | 472,998 | $12.62M | 0.3% | $26.69 | — | — | COM | 76169B102 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 72,779 | $12.57M | 0.3% | $172.78 | — | — | SHS USD | G50871105 |
| — | U S CONCRETE INC | 369,255 | $12.51M | 0.3% | $33.88 | — | — | COM NEW | 90333L201 |
| — | AIRTRAN HLDGS INC | 4,087,000 | $12.41M | 0.3% | $3.04 | — | — | NOTE 5.250%11/0 | 00949pad0 |
| CFR | CULLEN FROST BANKERS INC | 176,989 | $12.23M | 0.3% | $69.08 | — | — | COM | 229899109 |
| — | SUNEDISON INC | 7,007,000 | $12.04M | 0.3% | $1.72 | — | — | NOTE 2.000%10/0 | 86732yac3 |
| WWD | WOODWARD INC | 235,709 | $12.02M | 0.3% | $51.01 | — | — | COM | 980745103 |
| — | IBERIABANK CORP | 189,140 | $11.92M | 0.3% | $63.03 | — | — | COM | 450828108 |
| — | TEVA PHARMACEUTICAL FIN LLC | 8,000,000 | $11.88M | 0.3% | $1.49 | — | — | DBCV 0.250% 2/0 | 88163vae9 |
| — | INTERVAL LEISURE GROUP INC | 453,073 | $11.88M | 0.3% | $26.21 | — | — | COM | 46113M108 |
| — | MOBILEYE N V AMSTELVEEN | 281,723 | $11.84M | 0.3% | $42.03 | — | — | ORD SHS | N51488117 |
| — | AETNA INC NEW | 110,473 | $11.77M | 0.3% | $106.53 | — | — | COM | 00817Y108 |
| — | SIRONA DENTAL SYSTEMS INC | 130,309 | $11.73M | 0.3% | $89.99 | — | — | COM | 82966C103 |
| — | RITCHIE BROS AUCTIONEERS | 470,015 | $11.72M | 0.3% | $24.94 | — | — | COM | 767744105 |
| — | RUDOLPH TECHNOLOGIES INC | 1,063,720 | $11.72M | 0.3% | $11.02 | — | — | COM | 781270103 |
| ATRC | ATRICURE INC | 569,332 | $11.67M | 0.3% | $20.49 | — | — | COM | 04963C209 |
| — | TENNECO INC | 203,084 | $11.66M | 0.3% | $57.42 | — | — | COM | 880349105 |
| DHR | DANAHER CORP DEL | 136,779 | $11.61M | 0.3% | $84.90 | — | — | COM | 235851102 |
| — | SOUTHWESTERN ENERGY CO | 230,103 | $11.6M | 0.3% | $50.42 | — | — | DEP SHS 1/20 B | 845467208 |
| JPM | JPMORGAN CHASE & CO | 190,581 | $11.54M | 0.3% | $60.58 | — | — | COM | 46625H100 |
| GCO | GENESCO INC | 160,955 | $11.46M | 0.3% | $71.23 | — | — | COM | 371532102 |
| — | KAPSTONE PAPER & PACKAGING C | 345,429 | $11.34M | 0.3% | $32.84 | — | — | COM | 48562P103 |
| — | BROWN SHOE INC NEW | 345,703 | $11.34M | 0.3% | $32.80 | — | — | COM | 115736100 |
| — | SPECTRANETICS CORP | 8,753,000 | $11.33M | 0.3% | $1.29 | — | — | MTNF 2.625% 6/0 | 84760caa5 |
| RGEN | REPLIGEN CORP | 372,711 | $11.32M | 0.3% | $30.36 | — | — | COM | 759916109 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 73,835 | $11.23M | 0.3% | $152.14 | — | — | COM | 22410J106 |
| PB | PROSPERITY BANCSHARES INC | 211,365 | $11.09M | 0.3% | $52.48 | — | — | COM | 743606105 |
| — | K12 INC | 705,210 | $11.09M | 0.3% | $15.72 | — | — | COM | 48273U102 |
| OHI | OMEGA HEALTHCARE INVS INC | 271,122 | $11M | 0.3% | $40.57 | — | — | COM | 681936100 |
| — | HD SUPPLY HLDGS INC | 351,420 | $10.95M | 0.3% | $31.15 | — | — | COM | 40416M105 |
| CSL | CARLISLE COS INC | 115,813 | $10.73M | 0.3% | $92.63 | — | — | COM | 142339100 |
| — | EQUINIX INC | 3,655,000 | $10.65M | 0.3% | $2.91 | — | — | NOTE 4.750% 6/1 | 29444uah9 |
| MPAA | MOTORCAR PTS AMER INC | 373,964 | $10.39M | 0.3% | $27.79 | — | — | COM | 620071100 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $10.39M | 0.3% | $2.08 | — | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | SANDISK CORP | 7,569,000 | $10.31M | 0.3% | $1.36 | — | — | NOTE 1.500% 8/1 | 80004cad3 |
| BRKR | BRUKER CORP | 556,059 | $10.27M | 0.3% | $18.47 | — | — | COM | 116794108 |
| — | AIR METHODS CORP | 219,977 | $10.25M | 0.3% | $46.59 | — | — | COM PAR $.06 | 009128307 |
| — | KRAFT FOODS GROUP INC | 117,345 | $10.22M | 0.3% | $87.12 | — | — | COM | 50076Q106 |
| — | TWENTY FIRST CENTY FOX INC | 301,785 | $10.21M | 0.3% | $33.84 | — | — | CL A | 90130A101 |
| — | CORESITE RLTY CORP | 209,755 | $10.21M | 0.3% | $48.68 | — | — | COM | 21870Q105 |
| BWA | BORGWARNER INC | 167,262 | $10.12M | 0.3% | $60.48 | — | — | COM | 099724106 |
| CNC | CENTENE CORP DEL | 142,656 | $10.08M | 0.3% | $70.69 | — | — | COM | 15135B101 |
| EEFT | EURONET WORLDWIDE INC | 169,737 | $9.972M | 0.3% | $58.75 | — | — | COM | 298736109 |
| WABC | WESTAMERICA BANCORPORATION | 226,831 | $9.801M | 0.2% | $43.21 | — | — | COM | 957090103 |
| PBYI | PUMA BIOTECHNOLOGY INC | 41,329 | $9.758M | 0.2% | $236.11 | — | — | COM | 74587V107 |
| — | NIC INC | 551,493 | $9.745M | 0.2% | $17.67 | — | — | COM | 62914B100 |
| PZZA | PAPA JOHNS INTL INC | 157,241 | $9.719M | 0.2% | $61.81 | — | — | COM | 698813102 |
| RGP | RESOURCES CONNECTION INC | 550,667 | $9.637M | 0.2% | $17.50 | — | — | COM | 76122Q105 |
| EVR | EVERCORE PARTNERS INC | 185,213 | $9.568M | 0.2% | $51.66 | — | — | CLASS A | 29977A105 |
| — | DEALERTRACK TECHNOLOGIES INC | 8,000,000 | $9.502M | 0.2% | $1.19 | — | — | NOTE 1.500% 3/1 | 242309ab8 |
| — | TEREX CORP NEW | 5,730,000 | $9.488M | 0.2% | $1.66 | — | — | NOTE 4.000% 6/0 | 880779av5 |
| QLYS | QUALYS INC | 202,268 | $9.401M | 0.2% | $46.48 | — | — | COM | 74758T303 |
| — | RTI INTL METALS INC | 8,136,000 | $9.365M | 0.2% | $1.15 | — | — | NOTE 1.625%10/1 | 74973wab3 |
| MO | ALTRIA GROUP INC | 187,070 | $9.357M | 0.2% | $50.02 | — | — | COM | 02209S103 |
| CMC | COMMERCIAL METALS CO | 576,681 | $9.336M | 0.2% | $16.19 | — | — | COM | 201723103 |
| MOH | MOLINA HEALTHCARE INC | 137,554 | $9.256M | 0.2% | $67.29 | — | — | COM | 60855R100 |
| ZTS | ZOETIS INC | 199,776 | $9.248M | 0.2% | $46.29 | — | — | CL A | 98978V103 |
| PII | POLARIS INDS INC | 65,334 | $9.219M | 0.2% | $141.11 | — | — | COM | 731068102 |
| — | ENVISION HEALTHCARE HLDGS IN | 238,101 | $9.131M | 0.2% | $38.35 | — | — | COM | 29413U103 |
| — | MANITOWOC INC | 423,016 | $9.12M | 0.2% | $21.56 | — | — | COM | 563571108 |
| — | TIFFANY & CO NEW | 102,606 | $9.03M | 0.2% | $88.01 | — | — | COM | 886547108 |
| — | TESARO INC | 5,000,000 | $8.913M | 0.2% | $1.78 | — | — | NOTE 3.000%10/0 | 881569aa5 |
| JNJ | JOHNSON & JOHNSON | 88,334 | $8.886M | 0.2% | $100.60 | — | — | COM | 478160104 |
| PFE | PFIZER INC | 253,336 | $8.814M | 0.2% | $34.79 | — | — | COM | 717081103 |
| — | BARRETT BILL CORP | 1,054,086 | $8.749M | 0.2% | $8.30 | — | — | COM | 06846N104 |
| — | MEDICINES CO | 7,351,000 | $8.74M | 0.2% | $1.19 | — | — | DBCV 1.375% 6/0 | 584688ac9 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 184,119 | $8.738M | 0.2% | $47.46 | — | — | COM | 87157B103 |
| NMFC | NEW MTN FIN CORP | 593,606 | $8.667M | 0.2% | $14.60 | — | — | COM | 647551100 |
| — | WHITEWAVE FOODS CO | 195,196 | $8.655M | 0.2% | $44.34 | — | — | COM | 966244105 |
| — | ZENDESK INC | 379,282 | $8.606M | 0.2% | $22.69 | — | — | COM | 98936J101 |
| — | INSULET CORP | 8,462,000 | $8.525M | 0.2% | $1.01 | — | — | NOTE 2.000% 6/1 | 45784pad3 |
| MIDD | MIDDLEBY CORP | 82,413 | $8.46M | 0.2% | $102.65 | — | — | COM | 596278101 |
| FANG | DIAMONDBACK ENERGY INC | 109,988 | $8.451M | 0.2% | $76.84 | — | — | COM | 25278X109 |
| — | MOLINA HEALTHCARE INC | 6,500,000 | $8.408M | 0.2% | $1.29 | — | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | COLONY FINL INC | 7,388,000 | $8.36M | 0.2% | $1.13 | — | — | NOTE 5.000% 4/1 | 19624raa4 |
| WMB | WILLIAMS COS INC DEL | 165,196 | $8.357M | 0.2% | $50.59 | — | — | COM | 969457100 |
| — | MEDIVATION INC | 63,799 | $8.235M | 0.2% | $129.08 | — | — | COM | 58501N101 |
| — | SUNPOWER CORP | 5,896,000 | $8.226M | 0.2% | $1.40 | — | — | DBCV 0.750% 6/0 | 867652ag4 |
| ZUMZ | ZUMIEZ INC | 199,809 | $8.042M | 0.2% | $40.25 | — | — | COM | 989817101 |
| RLI | RLI CORP | 150,411 | $7.883M | 0.2% | $52.41 | — | — | COM | 749607107 |
| — | KRISPY KREME DOUGHNUTS INC | 386,648 | $7.729M | 0.2% | $19.99 | — | — | COM | 501014104 |
| — | CARRIZO OIL & GAS INC | 153,969 | $7.645M | 0.2% | $49.65 | — | — | COM | 144577103 |
| SWKS | SKYWORKS SOLUTIONS INC | 77,622 | $7.629M | 0.2% | $98.28 | — | — | COM | 83088M102 |
| VZ | VERIZON COMMUNICATIONS INC | 156,341 | $7.603M | 0.2% | $48.63 | — | — | COM | 92343V104 |
| — | PROOFPOINT INC | 4,750,000 | $7.599M | 0.2% | $1.60 | — | — | NOTE 1.250%12/1 | 743424ab9 |
| RLJ | RLJ LODGING TR | 241,672 | $7.567M | 0.2% | $31.31 | — | — | COM | 74965L101 |
| PM | PHILIP MORRIS INTL INC | 99,998 | $7.533M | 0.2% | $75.33 | — | — | COM | 718172109 |
| — | MICRON TECHNOLOGY INC | 6,800,000 | $7.533M | 0.2% | $1.11 | — | — | NOTE 3.000%11/1 | 595112ay9 |
| — | ALERE INC | 22,168 | $7.526M | 0.2% | $339.50 | — | — | PERP PFD CONV SE | 01449J204 |
| MNRO | MONRO MUFFLER BRAKE INC | 115,550 | $7.517M | 0.2% | $65.05 | — | — | COM | 610236101 |
| — | WEBMD HEALTH CORP | 7,000,000 | $7.429M | 0.2% | $1.06 | — | — | NOTE 1.500%12/0 | 94770vak8 |
| — | SALESFORCE COM INC | 6,162,000 | $7.379M | 0.2% | $1.20 | — | — | NOTE 0.250% 4/0 | 79466lad6 |
| YELP | YELP INC | 155,525 | $7.364M | 0.2% | $47.35 | — | — | CL A | 985817105 |
| BKU | BANKUNITED INC | 224,848 | $7.362M | 0.2% | $32.74 | — | — | COM | 06652K103 |
| VOD | VODAFONE GROUP PLC NEW | 224,326 | $7.331M | 0.2% | $32.68 | — | — | SPNSR ADR NO PAR | 92857W308 |
| MDLZ | MONDELEZ INTL INC | 203,100 | $7.33M | 0.2% | $36.09 | — | — | CL A | 609207105 |
| CEVA | CEVA INC | 342,754 | $7.308M | 0.2% | $21.32 | — | — | COM | 157210105 |
| QCOM | QUALCOMM INC | 104,819 | $7.268M | 0.2% | $69.34 | — | — | COM | 747525103 |
| — | CROWN CASTLE INTL CORP NEW | 68,996 | $7.206M | 0.2% | $104.44 | — | — | CNV PFD STK SR A | 22822V200 |
| — | PRICELINE GRP INC | 5,343,000 | $7.173M | 0.2% | $1.34 | — | — | DEBT 1.000% 3/1 | 741503aq9 |
| SBRA | SABRA HEALTH CARE REIT INC | 213,061 | $7.063M | 0.2% | $33.15 | — | — | COM | 78573L106 |
| — | SHUTTERFLY INC | 7,129,000 | $7.053M | 0.2% | $0.99 | — | — | NOTE 0.250% 5/1 | 82568pab2 |
| — | BLUCORA INC | 7,500,000 | $7.035M | 0.2% | $0.94 | — | — | NOTE 4.250% 4/0 | 095229ab6 |
| DVN | DEVON ENERGY CORP NEW | 115,760 | $6.981M | 0.2% | $60.31 | — | — | COM | 25179M103 |
| — | GLOBAL CASH ACCESS HLDGS INC | 915,693 | $6.978M | 0.2% | $7.62 | — | — | COM | 378967103 |
| — | CHESAPEAKE ENERGY CORP | 7,230,000 | $6.941M | 0.2% | $0.96 | — | — | NOTE 2.500% 5/1 | 165167bz9 |
| MLM | MARTIN MARIETTA MATLS INC | 49,354 | $6.9M | 0.2% | $139.81 | — | — | COM | 573284106 |
| OIS | OIL STS INTL INC | 173,367 | $6.895M | 0.2% | $39.77 | — | — | COM | 678026105 |
| — | FCB FINL HLDGS INC | 250,098 | $6.845M | 0.2% | $27.37 | — | — | CL A | 30255G103 |
| — | LUXFER HLDGS PLC | 503,974 | $6.738M | 0.2% | $13.37 | — | — | SPONSORED ADR | 550678106 |
| — | ALCOA INC | 152,505 | $6.674M | 0.2% | $43.76 | — | — | DEP SHS 1/10TH | 013817309 |
| — | B/E AEROSPACE INC | 104,890 | $6.673M | 0.2% | $63.62 | — | — | COM | 073302101 |
| — | STARWOOD PPTY TR INC | 6,388,000 | $6.667M | 0.2% | $1.04 | — | — | NOTE 3.750%10/1 | 85571bac9 |
| — | TUMI HLDGS INC | 271,301 | $6.636M | 0.2% | $24.46 | — | — | COM | 89969Q104 |
| — | LUXOTTICA GROUP S P A | 105,200 | $6.599M | 0.2% | $62.73 | — | — | SPONSORED ADR | 55068R202 |
| BCPC | BALCHEM CORP | 119,113 | $6.596M | 0.2% | $55.38 | — | — | COM | 057665200 |
| — | AFFYMETRIX INC | 3,000,000 | $6.589M | 0.2% | $2.20 | — | — | NOTE 4.000% 7/0 | 00826tah1 |
| — | ENCORE CAP GROUP INC | 6,009,000 | $6.487M | 0.2% | $1.08 | — | — | NOTE 3.000% 7/0 | 292554AF9 |
| FNV | FRANCO NEVADA CORP | 132,440 | $6.429M | 0.2% | $48.54 | — | — | COM | 351858105 |
| — | SEACOR HOLDINGS INC | 6,250,000 | $6.414M | 0.2% | $1.03 | — | — | NOTE 2.500%12/1 | 811904am3 |
| — | NETSUITE INC | 67,892 | $6.298M | 0.2% | $92.76 | — | — | COM | 64118Q107 |
| — | GULFPORT ENERGY CORP | 136,769 | $6.279M | 0.2% | $45.91 | — | — | COM NEW | 402635304 |
| — | DRIL-QUIP INC | 91,204 | $6.237M | 0.2% | $68.39 | — | — | COM | 262037104 |
| — | WORKDAY INC | 5,000,000 | $6.221M | 0.2% | $1.24 | — | — | NOTE 1.500% 7/1 | 98138had3 |
| — | SCRIPPS NETWORKS INTERACT IN | 89,784 | $6.156M | 0.2% | $68.56 | — | — | CL A COM | 811065101 |
| WAL | WESTERN ALLIANCE BANCORP | 207,581 | $6.153M | 0.2% | $29.64 | — | — | COM | 957638109 |
| XOM | EXXON MOBIL CORP | 72,351 | $6.15M | 0.2% | $85.00 | — | — | COM | 30231G102 |
| — | UNITED STATES STL CORP NEW | 5,000,000 | $6.088M | 0.2% | $1.22 | — | — | NOTE 2.750% 4/0 | 912909ah1 |
| NVO | NOVO-NORDISK A S | 114,000 | $6.086M | 0.2% | $53.39 | — | — | ADR | 670100205 |
| UNP | UNION PAC CORP | 56,080 | $6.074M | 0.2% | $108.31 | — | — | COM | 907818108 |
| WAB | WABTEC CORP | 63,923 | $6.073M | 0.2% | $95.00 | — | — | COM | 929740108 |
| — | SHUTTERFLY INC | 132,811 | $6.008M | 0.2% | $45.24 | — | — | COM | 82568P304 |
| RPM | RPM INTL INC | 125,040 | $6.001M | 0.2% | $47.99 | — | — | COM | 749685103 |
| OXY | OCCIDENTAL PETE CORP DEL | 81,817 | $5.973M | 0.1% | $73.00 | — | — | COM | 674599105 |
| — | LIBERTY INTERACTIVE LLC | 4,244,000 | $5.958M | 0.1% | $1.40 | — | — | DEB 0.750% 3/3 | 530610ac8 |
| — | CHART INDS INC | 6,165,000 | $5.934M | 0.1% | $0.96 | — | — | NOTE 2.000% 8/0 | 16115qac4 |
| — | SANCHEZ ENERGY CORP | 451,278 | $5.871M | 0.1% | $13.01 | — | — | COM | 79970Y105 |
| BURL | BURLINGTON STORES INC | 98,694 | $5.864M | 0.1% | $59.42 | — | — | COM | 122017106 |
| — | CHENIERE ENERGY INC | 7,004,000 | $5.796M | 0.1% | $0.83 | — | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | H & E EQUIPMENT SERVICES INC | 231,784 | $5.792M | 0.1% | $24.99 | — | — | COM | 404030108 |
| — | KKR & CO L P DEL | 253,219 | $5.776M | 0.1% | $22.81 | — | — | COM UNITS | 48248M102 |
| — | BANK AMER CORP | 4,979 | $5.76M | 0.1% | $1156.86 | — | — | 7.25%CNV PFD L | 060505682 |
| — | OMNICARE INC | 4,703,000 | $5.755M | 0.1% | $1.22 | — | — | NOTE 3.500% 2/1 | 681904aq1 |
| — | CEMEX SAB DE CV | 5,100,000 | $5.722M | 0.1% | $1.12 | — | — | NOTE 3.250% 3/1 | 151290bb8 |
| — | MEADOWBROOK INS GROUP INC | 4,991,000 | $5.72M | 0.1% | $1.15 | — | — | DBCV 5.000% 3/1 | 58319pac2 |
| — | ALON USA ENERGY INC | 4,500,000 | $5.715M | 0.1% | $1.27 | — | — | NOTE 3.000% 9/1 | 020520ab8 |
| PAA | PLAINS ALL AMERN PIPELINE L | 116,955 | $5.704M | 0.1% | $48.77 | — | — | UNIT LTD PARTN | 726503105 |
| — | JARDEN CORP | 4,000,000 | $5.699M | 0.1% | $1.42 | — | — | NOTE 1.500% 6/1 | 471109al2 |
| — | UNITED TECHNOLOGIES CORP | 91,586 | $5.626M | 0.1% | $61.43 | — | — | UNIT 06/01/2015 | 913017117 |
| — | ON SEMICONDUCTOR CORP | 4,330,000 | $5.57M | 0.1% | $1.29 | — | — | NOTE 2.625%12/1 | 682189ah8 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,480,000 | $5.507M | 0.1% | $1.00 | — | — | NOTE 1.375%10/1 | 531229ab8 |
| DEO | DIAGEO P L C | 49,745 | $5.5M | 0.1% | $110.56 | — | — | SPON ADR NEW | 25243Q205 |
| — | WALTER INVT MGMT CORP | 6,925,000 | $5.497M | 0.1% | $0.79 | — | — | NOTE 4.500%11/0 | 93317waa0 |
| — | SANDISK CORP | 5,450,000 | $5.471M | 0.1% | $1.00 | — | — | NOTE 0.500%10/1 | 80004caf8 |
| ALKS | ALKERMES PLC | 89,336 | $5.447M | 0.1% | $60.97 | — | — | SHS | G01767105 |
| — | HEARTWARE INTL INC | 4,718,000 | $5.388M | 0.1% | $1.14 | — | — | NOTE 3.500%12/1 | 422368aa8 |
| — | AMERIGAS PARTNERS L P | 112,555 | $5.373M | 0.1% | $47.74 | — | — | UNIT L P INT | 030975106 |
| — | GENESEE & WYO INC | 44,204 | $5.365M | 0.1% | $121.37 | — | — | UNIT 10/01/2015 | 371559204 |
| CCK | CROWN HOLDINGS INC | 99,260 | $5.362M | 0.1% | $54.02 | — | — | COM | 228368106 |
| — | JARDEN CORP | 3,118,000 | $5.351M | 0.1% | $1.72 | — | — | NOTE 1.875% 9/1 | 471109ah1 |
| — | SOTHEBYS | 126,615 | $5.351M | 0.1% | $42.26 | — | — | COM | 835898107 |
| — | HORIZON PHARMA PLC | 205,730 | $5.343M | 0.1% | $25.97 | — | — | SHS | G4617B105 |
| — | JIVE SOFTWARE INC | 1,041,394 | $5.342M | 0.1% | $5.13 | — | — | COM | 47760A108 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 5,346,000 | $5.258M | 0.1% | $0.98 | — | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | FORUM ENERGY TECHNOLOGIES IN | 265,710 | $5.208M | 0.1% | $19.60 | — | — | COM | 34984V100 |
| — | GILEAD SCIENCES INC | 1,199,000 | $5.166M | 0.1% | $4.31 | — | — | NOTE 1.625% 5/0 | 375558ap8 |
| — | COWEN GROUP INC NEW | 4,500,000 | $5.119M | 0.1% | $1.14 | — | — | NOTE 3.000% 3/1 | 223622ab7 |
| — | XILINX INC | 3,457,000 | $5.116M | 0.1% | $1.48 | — | — | NOTE 2.625% 6/1 | 983919af8 |
| — | HOLOGIC INC | 3,461,000 | $5.1M | 0.1% | $1.47 | — | — | FRNT 2.000%12/1 | 436440ab7 |
| — | KEYCORP NEW | 38,487 | $5.023M | 0.1% | $130.51 | — | — | PFD 7.75% SR A | 493267405 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 89,858 | $4.876M | 0.1% | $54.26 | — | — | COM | 205306103 |
| — | TESLA MTRS INC | 5,750,000 | $4.851M | 0.1% | $0.84 | — | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | WYNDHAM WORLDWIDE CORP | 53,209 | $4.814M | 0.1% | $90.47 | — | — | COM | 98310W108 |
| — | CONTROL4 CORP | 401,305 | $4.808M | 0.1% | $11.98 | — | — | COM | 21240D107 |
| PRIM | PRIMORIS SVCS CORP | 275,260 | $4.732M | 0.1% | $17.19 | — | — | COM | 74164F103 |
| — | BLACKSTONE MTG TR INC | 4,500,000 | $4.719M | 0.1% | $1.05 | — | — | NOTE 5.250%12/0 | 09257waa8 |
| NEE | NEXTERA ENERGY INC | 44,425 | $4.622M | 0.1% | $104.04 | — | — | COM | 65339F101 |
| — | ALLETE INC | 85,957 | $4.535M | 0.1% | $52.76 | — | — | COM NEW | 018522300 |
| — | WEYERHAEUSER CO | 81,623 | $4.506M | 0.1% | $55.21 | — | — | PREF CONV SER A | 962166872 |
| EPD | ENTERPRISE PRODS PARTNERS L | 132,026 | $4.348M | 0.1% | $32.93 | — | — | COM | 293792107 |
| — | MICRON TECHNOLOGY INC | 1,526,000 | $4.33M | 0.1% | $2.84 | — | — | NOTE 2.375% 5/0 | 595112aw3 |
| — | TRULIA INC | 3,000,000 | $4.325M | 0.1% | $1.44 | — | — | NOTE 2.750%12/1 | 897888ab9 |
| — | AMSURG CORP | 34,200 | $4.247M | 0.1% | $124.18 | — | — | PFD CNV SR A-1 % | 03232P504 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 246,790 | $4.22M | 0.1% | $17.10 | — | — | SH BEN INT | 20451Q104 |
| — | OASIS PETE INC NEW | 288,107 | $4.097M | 0.1% | $14.22 | — | — | COM | 674215108 |
| — | ALCOA INC | 316,463 | $4.089M | 0.1% | $12.92 | — | — | COM | 013817101 |
| SJT | SAN JUAN BASIN RTY TR | 335,447 | $4.015M | 0.1% | $11.97 | — | — | UNIT BEN INT | 798241105 |
| — | IAC INTERACTIVECORP | 59,250 | $3.998M | 0.1% | $67.48 | — | — | COM PAR $.001 | 44919P508 |
| — | HCI GROUP INC | 4,004,000 | $3.981M | 0.1% | $0.99 | — | — | NOTE 3.875% 3/1 | 40416eab9 |
| — | ILLUMINA INC | 1,779,000 | $3.966M | 0.1% | $2.23 | — | — | NOTE 0.250% 3/1 | 452327ad1 |
| HON | HONEYWELL INTL INC | 37,665 | $3.929M | 0.1% | $104.31 | — | — | COM | 438516106 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 26,683 | $3.851M | 0.1% | $144.32 | — | — | CL B NEW | 084670702 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 2,733,000 | $3.848M | 0.1% | $1.41 | — | — | NOTE 1.750%12/0 | 874054ac3 |
| — | ALBANY MOLECULAR RESH INC | 3,000,000 | $3.829M | 0.1% | $1.28 | — | — | NOTE 2.250%11/1 | 012423ab5 |
| — | YAHOO INC | 3,510,000 | $3.792M | 0.1% | $1.08 | — | — | NOTE 12/0 | 984332af3 |
| — | TIME WARNER INC | 44,200 | $3.732M | 0.1% | $84.43 | — | — | COM NEW | 887317303 |
| — | DR PEPPER SNAPPLE GROUP INC | 46,761 | $3.67M | 0.1% | $78.48 | — | — | COM | 26138E109 |
| — | EPR PPTYS | 109,400 | $3.665M | 0.1% | $33.50 | — | — | CONV PFD 9% SR E | 26884U307 |
| — | SAGE THERAPEUTICS INC | 72,797 | $3.657M | 0.1% | $50.24 | — | — | COM | 78667J108 |
| — | THERAVANCE INC | 4,264,000 | $3.624M | 0.1% | $0.85 | — | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | PACIRA PHARMACEUTICALS INC | 1,000,000 | $3.61M | 0.1% | $3.61 | — | — | NOTE 3.250% 2/0 | 695127ab6 |
| — | GREENHILL & CO INC | 90,311 | $3.581M | 0.1% | $39.65 | — | — | COM | 395259104 |
| — | LINKEDIN CORP | 14,276 | $3.567M | 0.1% | $249.86 | — | — | COM CL A | 53578A108 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 54,981 | $3.414M | 0.1% | $62.09 | — | — | COM | 90400D108 |
| — | SHIP FINANCE INTERNATIONAL L | 3,400,000 | $3.4M | 0.1% | $1.00 | — | — | NOTE 3.250% 2/0 | g81075ae6 |
| NAVI | NAVIENT CORP | 165,100 | $3.356M | 0.1% | $20.33 | — | — | COM | 63938C108 |
| — | MERITOR INC | 2,220,000 | $3.322M | 0.1% | $1.50 | — | — | NOTE 7.875% 3/0 | 59001kac4 |
| — | STANLEY BLACK & DECKER INC | 29,166 | $3.312M | 0.1% | $113.56 | — | — | UNIT 11/17/20166 | 854502804 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 15 | $3.262M | 0.1% | $217466.67 | — | — | CL A | 084670108 |
| — | MICROCHIP TECHNOLOGY INC | 1,661,000 | $3.249M | 0.1% | $1.96 | — | — | SDCV 2.125%12/1 | 595017ab0 |
| — | GOLAR LNG PARTNERS LP | 116,844 | $3.142M | 0.1% | $26.89 | — | — | COM UNIT LPI | Y2745C102 |
| — | CANADIAN SOLAR INC | 3,000,000 | $3.129M | 0.1% | $1.04 | — | — | NOTE 4.250% 2/1 | 136635ae9 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,075,000 | $3.128M | 0.1% | $1.51 | — | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | ADTRAN INC | 164,668 | $3.074M | 0.1% | $18.67 | — | — | COM | 00738A106 |
| ARCC | ARES CAP CORP | 177,300 | $3.044M | 0.1% | $17.17 | — | — | COM | 04010L103 |
| — | RED HAT INC | 39,900 | $3.022M | 0.1% | $75.74 | — | — | COM | 756577102 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,031,000 | $2.989M | 0.1% | $1.47 | — | — | NOTE 0.750%10/1 | 09061gae1 |
| — | CEMEX SAB DE CV | 2,500,000 | $2.95M | 0.1% | $1.18 | — | — | NOTE 3.750% 3/1 | 151290bc6 |
| ACTG | ACACIA RESH CORP | 275,341 | $2.946M | 0.1% | $10.70 | — | — | ACACIA TCH COM | 003881307 |
| MCD | MCDONALDS CORP | 29,371 | $2.862M | 0.1% | $97.44 | — | — | COM | 580135101 |
| — | MEDIVATION INC | 1,110,000 | $2.786M | 0.1% | $2.51 | — | — | NOTE 2.625% 4/0 | 58501naa9 |
| HIG | HARTFORD FINL SVCS GROUP INC | 61,900 | $2.589M | 0.1% | $41.83 | — | — | COM | 416515104 |
| HSIC | SCHEIN HENRY INC | 18,445 | $2.575M | 0.1% | $139.60 | — | — | COM | 806407102 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,283,000 | $2.572M | 0.1% | $2.00 | — | — | NOTE 4.500% 7/1 | 590328aa8 |
| — | OREXIGEN THERAPEUTICS INC | 2,233,000 | $2.562M | 0.1% | $1.15 | — | — | NOTE 2.750%12/0 | 686164ab0 |
| PG | PROCTER & GAMBLE CO | 31,200 | $2.557M | 0.1% | $81.96 | — | — | COM | 742718109 |
| — | CITRIX SYS INC | 39,766 | $2.54M | 0.1% | $63.87 | — | — | COM | 177376100 |
| — | INCYTE CORP | 1,335,000 | $2.471M | 0.1% | $1.85 | — | — | NOTE 1.250%11/1 | 45337can2 |
| — | CORNERSTONE ONDEMAND INC | 2,489,000 | $2.414M | 0.1% | $0.97 | — | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | CADENCE DESIGN SYSTEM INC | 969,000 | $2.362M | 0.1% | $2.44 | — | — | NOTE 2.625% 6/0 | 127387aj7 |
| — | ACCURAY INC | 2,035,000 | $2.276M | 0.1% | $1.12 | — | — | NOTE 3.750% 8/0 | 004397ab1 |
| CVX | CHEVRON CORP NEW | 21,646 | $2.272M | 0.1% | $104.96 | — | — | COM | 166764100 |
| AL | AIR LEASE CORP | 60,000 | $2.264M | 0.1% | $37.73 | — | — | CL A | 00912X302 |
| — | CBS CORP NEW | 37,290 | $2.261M | 0.1% | $60.63 | — | — | CL B | 124857202 |
| — | HI-CRUSH PARTNERS LP | 63,800 | $2.237M | 0.1% | $35.06 | — | — | COM UNIT LTD | 428337109 |
| — | TTM TECHNOLOGIES INC | 2,028,000 | $2.223M | 0.1% | $1.10 | — | — | NOTE 1.750%12/1 | 87305rad1 |
| PODD | INSULET CORP | 65,138 | $2.172M | 0.1% | $33.34 | — | — | COM | 45784P101 |
| — | EMERGENT BIOSOLUTIONS INC | 1,857,000 | $2.159M | 0.1% | $1.16 | — | — | NOTE 2.875% 1/1 | 29089qab1 |
| — | T MOBILE US INC | 36,598 | $2.15M | 0.1% | $58.75 | — | — | CONV PFD SER A | 872590203 |
| — | TESLA MTRS INC | 2,450,000 | $2.15M | 0.1% | $0.88 | — | — | NOTE 0.250% 3/0 | 88160rab7 |
| — | BROOKDALE SR LIVING INC | 1,539,000 | $2.143M | 0.1% | $1.39 | — | — | NOTE 2.750% 6/1 | 112463aa2 |
| BA | BOEING CO | 14,125 | $2.12M | 0.1% | $150.09 | — | — | COM | 097023105 |
| — | CEPHEID | 1,882,000 | $2.089M | 0.1% | $1.11 | — | — | DBCV 1.250% 2/0 | 15670rac1 |
| — | PHYSICIANS RLTY TR | 118,025 | $2.078M | 0.1% | $17.61 | — | — | COM | 71943U104 |
| SLM | SLM CORP | 222,950 | $2.069M | 0.1% | $9.28 | — | — | COM | 78442P106 |
| PPL | PPL CORP | 59,140 | $1.991M | 0.0% | $33.67 | — | — | COM | 69351T106 |
| — | MOLINA HEALTHCARE INC | 1,175,000 | $1.98M | 0.0% | $1.69 | — | — | NOTE 1.125% 1/1 | 60855rac4 |
| HLF | HERBALIFE LTD | 45,850 | $1.961M | 0.0% | $42.77 | — | — | COM USD SHS | G4412G101 |
| F | FORD MTR CO DEL | 120,900 | $1.951M | 0.0% | $16.14 | — | — | COM PAR $0.01 | 345370860 |
| — | TASER INTL INC | 80,000 | $1.929M | 0.0% | $24.11 | — | — | COM | 87651B104 |
| — | SERVICESOURCE INTL LLC | 2,566,000 | $1.918M | 0.0% | $0.75 | — | — | NOTE 1.500% 8/0 | 81763uab6 |
| — | MGM RESORTS INTERNATIONAL | 1,581,000 | $1.794M | 0.0% | $1.13 | — | — | NOTE 4.250% 4/1 | 55303qae0 |
| AKAM | AKAMAI TECHNOLOGIES INC | 25,100 | $1.783M | 0.0% | $71.04 | — | — | COM | 00971T101 |
| THRM | GENTHERM INC | 35,000 | $1.768M | 0.0% | $50.51 | — | — | COM | 37253A103 |
| — | SUNEDISON INC | 1,000,000 | $1.748M | 0.0% | $1.75 | — | — | NOTE 2.750% 1/0 | 86732yad1 |
| LOPE | GRAND CANYON ED INC | 40,000 | $1.732M | 0.0% | $43.30 | — | — | COM | 38526M106 |
| — | HEALTH CARE REIT INC | 25,101 | $1.713M | 0.0% | $68.24 | — | — | PFD PER CON I | 42217K601 |
| — | NEXTERA ENERGY INC | 28,360 | $1.625M | 0.0% | $57.30 | — | — | UNIT 09/01/2016 | 65339F861 |
| ROP | ROPER INDS INC NEW | 9,274 | $1.595M | 0.0% | $171.99 | — | — | COM | 776696106 |
| TXN | TEXAS INSTRS INC | 26,300 | $1.504M | 0.0% | $57.19 | — | — | COM | 882508104 |
| CSGS | CSG SYS INTL INC | 48,969 | $1.488M | 0.0% | $30.39 | — | — | COM | 126349109 |
| — | SERVICENOW INC | 1,204,000 | $1.478M | 0.0% | $1.23 | — | — | NOTE 11/0 | 81762pab8 |
| — | ELECTRONIC ARTS INC | 737,000 | $1.366M | 0.0% | $1.85 | — | — | NOTE 0.750% 7/1 | 285512aa7 |
| T | AT&T INC | 41,696 | $1.361M | 0.0% | $32.64 | — | — | COM | 00206R102 |
| — | MEAD JOHNSON NUTRITION CO | 13,539 | $1.361M | 0.0% | $100.52 | — | — | COM | 582839106 |
| — | BARRACUDA NETWORKS INC | 35,000 | $1.346M | 0.0% | $38.46 | — | — | COM | 068323104 |
| — | ISTAR FINL INC | 1,129,000 | $1.346M | 0.0% | $1.19 | — | — | NOTE 3.000%11/1 | 45031ubr1 |
| — | SEQUENOM INC | 1,254,000 | $1.327M | 0.0% | $1.06 | — | — | NOTE 5.000%10/0 | 817337ab4 |
| — | TESLA MTRS INC | 823,000 | $1.321M | 0.0% | $1.61 | — | — | NOTE 1.500% 6/0 | 88160raa9 |
| — | DYNEGY INC NEW DEL | 11,729 | $1.295M | 0.0% | $110.41 | — | — | PFD CONV SER A | 26817R207 |
| NXPI | NXP SEMICONDUCTORS N V | 12,761 | $1.281M | 0.0% | $100.38 | — | — | COM | N6596X109 |
| GILD | GILEAD SCIENCES INC | 13,000 | $1.276M | 0.0% | $98.15 | — | — | COM | 375558103 |
| — | FIBROGEN INC | 40,000 | $1.255M | 0.0% | $31.38 | — | — | COM | 31572Q808 |
| — | INFINERA CORPORATION | 752,000 | $1.246M | 0.0% | $1.66 | — | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | AAC HLDGS INC | 40,000 | $1.223M | 0.0% | $30.57 | — | — | COM | 000307108 |
| AME | AMETEK INC NEW | 22,998 | $1.208M | 0.0% | $52.53 | — | — | COM | 031100100 |
| — | VERINT SYS INC | 1,003,000 | $1.171M | 0.0% | $1.17 | — | — | NOTE 1.500% 6/0 | 92343xaa8 |
| NXST | NEXSTAR BROADCASTING GROUP I | 20,000 | $1.144M | 0.0% | $57.20 | — | — | CL A | 65336K103 |
| — | CARDTRONICS INC | 1,153,000 | $1.14M | 0.0% | $0.99 | — | — | NOTE 1.000%12/0 | 14161hag3 |
| — | GENERAL ELECTRIC CO | 45,849 | $1.138M | 0.0% | $24.82 | — | — | COM | 369604103 |
| — | MACQUARIE INFRASTR CO LLC | 957,000 | $1.138M | 0.0% | $1.19 | — | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | PIONEER NAT RES CO | 6,944 | $1.135M | 0.0% | $163.45 | — | — | COM | 723787107 |
| — | STARWOOD PPTY TR INC | 957,000 | $1.103M | 0.0% | $1.15 | — | — | NOTE 4.000% 1/1 | 85571bab1 |
| — | AMERICAN EQTY INVT LIFE HLD | 37,768 | $1.1M | 0.0% | $29.13 | — | — | COM | 025676206 |
| NUS | NU SKIN ENTERPRISES INC | 18,250 | $1.099M | 0.0% | $60.22 | — | — | CL A | 67018T105 |
| — | CST BRANDS INC | 25,000 | $1.096M | 0.0% | $43.84 | — | — | COM | 12646R105 |
| — | UNITED TECHNOLOGIES CORP | 9,192 | $1.077M | 0.0% | $117.17 | — | — | COM | 913017109 |
| COP | CONOCOPHILLIPS | 17,250 | $1.074M | 0.0% | $62.26 | — | — | COM | 20825C104 |
| V | VISA INC | 16,288 | $1.065M | 0.0% | $65.39 | — | — | COM CL A | 92826C839 |
| — | HANGER INC | 46,396 | $1.053M | 0.0% | $22.70 | — | — | COM NEW | 41043F208 |
| TKR | TIMKEN CO | 24,900 | $1.049M | 0.0% | $42.13 | — | — | COM | 887389104 |
| — | WHOLE FOODS MKT INC | 20,000 | $1.042M | 0.0% | $52.10 | — | — | COM | 966837106 |
| AMG | AFFILIATED MANAGERS GROUP | 4,830 | $1.037M | 0.0% | $214.70 | — | — | COM | 008252108 |
| TSCO | TRACTOR SUPPLY CO | 12,127 | $1.032M | 0.0% | $85.10 | — | — | COM | 892356106 |
| — | PROSHARES TR II | 11,500 | $1.002M | 0.0% | $87.13 | — | — | ULSHT BLOOMB OIL | 74347W668 |
| M | MACYS INC | 15,130 | $982K | 0.0% | $64.90 | — | — | COM | 55616P104 |
| NTRS | NORTHERN TR CORP | 14,000 | $975K | 0.0% | $69.64 | — | — | COM | 665859104 |
| — | INCYTE CORP | 530,000 | $967K | 0.0% | $1.82 | — | — | NOTE 0.375%11/1 | 45337cam4 |
| CL | COLGATE PALMOLIVE CO | 13,950 | $967K | 0.0% | $69.32 | — | — | COM | 194162103 |
| — | SBA COMMUNICATIONS CORP | 8,074 | $945K | 0.0% | $117.04 | — | — | COM | 78388J106 |
| VNQ | VANGUARD INDEX FDS | 10,500 | $885K | 0.0% | $84.29 | — | — | REIT ETF | 922908553 |
| — | TOWERS WATSON & CO | 6,696 | $885K | 0.0% | $132.17 | — | — | CL A | 891894107 |
| HCA | HCA HOLDINGS INC | 11,695 | $880K | 0.0% | $75.25 | — | — | COM | 40412C101 |
| — | DU PONT E I DE NEMOURS & CO | 12,000 | $858K | 0.0% | $71.50 | — | — | COM | 263534109 |
| — | JDS UNIPHASE CORP | 825,000 | $853K | 0.0% | $1.03 | — | — | DBCV 0.625% 8/1 | 46612jaf8 |
| — | AVOLON HLDGS LTD | 40,000 | $852K | 0.0% | $21.30 | — | — | COM | G52237107 |
| — | HILTON WORLDWIDE HLDGS INC | 28,227 | $836K | 0.0% | $29.62 | — | — | COM | 43300A104 |
| EA | ELECTRONIC ARTS INC | 14,200 | $835K | 0.0% | $58.80 | — | — | COM | 285512109 |
| LGIH | LGI HOMES INC | 50,000 | $833K | 0.0% | $16.66 | — | — | COM | 50187T106 |
| SIG | SIGNET JEWELERS LIMITED | 5,993 | $832K | 0.0% | $138.83 | — | — | SHS | G81276100 |
| CIEN | CIENA CORP | 43,000 | $830K | 0.0% | $19.30 | — | — | COM NEW | 171779309 |
| — | ACORDA THERAPEUTICS INC | 791,000 | $809K | 0.0% | $1.02 | — | — | NOTE 1.750% 6/1 | 00484maa4 |
| HEI | HEICO CORP NEW | 13,250 | $809K | 0.0% | $61.06 | — | — | COM | 422806109 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $793K | 0.0% | $20.40 | — | — | COM | 15189T107 |
| FCX | FREEPORT-MCMORAN INC | 41,601 | $788K | 0.0% | $18.94 | — | — | CL B | 35671D857 |
| — | L BRANDS INC | 8,138 | $767K | 0.0% | $94.25 | — | — | COM | 501797104 |
| — | AVAGO TECHNOLOGIES LTD | 5,993 | $761K | 0.0% | $126.98 | — | — | SHS | Y0486S104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,650 | $759K | 0.0% | $134.34 | — | — | COM | 883556102 |
| — | ADEPTUS HEALTH INC | 15,000 | $753K | 0.0% | $50.20 | — | — | CL A | 006855100 |
| IWO | ISHARES TR | 4,930 | $747K | 0.0% | $151.52 | — | — | RUS 2000 GRW ETF | 464287648 |
| — | J2 GLOBAL INC | 628,000 | $724K | 0.0% | $1.15 | — | — | NOTE 3.250% 6/1 | 48123vac6 |
| META | FACEBOOK INC | 8,680 | $714K | 0.0% | $82.26 | — | — | CL A | 30303M102 |
| — | OMNICARE INC | 8,770 | $676K | 0.0% | $77.08 | — | — | COM | 681904108 |
| — | SENSATA TECHNOLOGIES HLDG NV | 11,505 | $661K | 0.0% | $57.45 | — | — | SHS | N7902X106 |
| — | MONMOUTH REAL ESTATE INVT CO | 57,391 | $638K | 0.0% | $11.12 | — | — | CL A | 609720107 |
| PRGO | PERRIGO CO PLC | 3,838 | $635K | 0.0% | $165.45 | — | — | SHS | G97822103 |
| — | CALLIDUS SOFTWARE INC | 50,000 | $634K | 0.0% | $12.68 | — | — | COM | 13123E500 |
| — | CIVITAS SOLUTIONS INC | 30,000 | $628K | 0.0% | $20.93 | — | — | COM | 17887R102 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 12,000 | $627K | 0.0% | $52.25 | — | — | COM CL A | 848574109 |
| HXL | HEXCEL CORP NEW | 12,000 | $617K | 0.0% | $51.42 | — | — | COM | 428291108 |
| PPG | PPG INDS INC | 2,730 | $616K | 0.0% | $225.64 | — | — | COM | 693506107 |
| EXPE | EXPEDIA INC DEL | 6,433 | $606K | 0.0% | $94.20 | — | — | COM NEW | 30212P303 |
| — | ROCK-TENN CO | 9,380 | $605K | 0.0% | $64.50 | — | — | CL A | 772739207 |
| FSLR | FIRST SOLAR INC | 10,000 | $598K | 0.0% | $59.80 | — | — | COM | 336433107 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 900 | $585K | 0.0% | $650.00 | — | — | COM | 169656105 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 2,447 | $571K | 0.0% | $233.35 | — | — | COM | 45866F104 |
| — | APACHE CORP | 9,428 | $569K | 0.0% | $60.35 | — | — | COM | 037411105 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,347 | $537K | 0.0% | $160.44 | — | — | COM | 459200101 |
| — | DIPLOMAT PHARMACY INC | 15,000 | $519K | 0.0% | $34.60 | — | — | COM | 25456K101 |
| — | CALIFORNIA RES CORP | 65,981 | $502K | 0.0% | $7.61 | — | — | COM | 13057Q107 |
| A | AGILENT TECHNOLOGIES INC | 12,032 | $500K | 0.0% | $41.56 | — | — | COM | 00846U101 |
| FARM | FARMER BROS CO | 20,000 | $495K | 0.0% | $24.75 | — | — | COM | 307675108 |
| — | USA TECHNOLOGIES INC | 175,000 | $481K | 0.0% | $2.75 | — | — | COM NO PAR | 90328S500 |
| — | PERCEPTRON INC | 35,000 | $473K | 0.0% | $13.51 | — | — | COM | 71361F100 |
| ALK | ALASKA AIR GROUP INC | 7,000 | $463K | 0.0% | $66.14 | — | — | COM | 011659109 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $457K | 0.0% | $60.93 | — | — | COM | 209115104 |
| — | VIRGIN AMER INC | 15,000 | $456K | 0.0% | $30.40 | — | — | COM VTG | 92765X208 |
| ABBV | ABBVIE INC | 7,650 | $448K | 0.0% | $58.56 | — | — | COM | 00287Y109 |
| I 5.75 05/01/16 A | INTELSAT S A | 12,188 | $440K | 0.0% | $36.10 | — | — | MAN CONV JR PFD | L5140P119 |
| — | STREAMLINE HEALTH SOLUTIONS | 122,500 | $435K | 0.0% | $3.55 | — | — | COM | 86323X106 |
| GTIM | GOOD TIMES RESTAURANTS INC | 60,000 | $431K | 0.0% | $7.18 | — | — | COM PAR $.001NEW | 382140879 |
| JBLU | JETBLUE AIRWAYS CORP | 22,150 | $426K | 0.0% | $19.23 | — | — | COM | 477143101 |
| VRTX | VERTEX PHARMACEUTICALS INC | 3,593 | $424K | 0.0% | $118.01 | — | — | COM | 92532F100 |
| QTWO | Q2 HLDGS INC | 20,000 | $423K | 0.0% | $21.15 | — | — | COM | 74736L109 |
| — | HAWAIIAN HOLDINGS INC | 19,077 | $420K | 0.0% | $22.02 | — | — | COM | 419879101 |
| NFLX | NETFLIX INC | 1,004 | $418K | 0.0% | $416.33 | — | — | COM | 64110L106 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 350,000 | $406K | 0.0% | $1.16 | — | — | NOTE 0.750% 8/1 | 87157baa1 |
| AFL | AFLAC INC | 6,300 | $403K | 0.0% | $63.97 | — | — | COM | 001055102 |
| — | CAMERON INTERNATIONAL CORP | 8,855 | $400K | 0.0% | $45.17 | — | — | COM | 13342B105 |
| — | GOOGLE INC | 714 | $396K | 0.0% | $554.62 | — | — | CL A | 38259P508 |
| — | FIREEYE INC | 10,038 | $394K | 0.0% | $39.25 | — | — | COM | 31816Q101 |
| — | AGL RES INC | 7,700 | $382K | 0.0% | $49.61 | — | — | COM | 001204106 |
| — | ALEXION PHARMACEUTICALS INC | 2,201 | $381K | 0.0% | $173.10 | — | — | COM | 015351109 |
| CTRA | CABOT OIL & GAS CORP | 12,862 | $380K | 0.0% | $29.54 | — | — | COM | 127097103 |
| PCRX | PACIRA PHARMACEUTICALS INC | 4,250 | $378K | 0.0% | $88.94 | — | — | COM | 695127100 |
| — | POPEYES LA KITCHEN INC | 6,000 | $359K | 0.0% | $59.83 | — | — | COM | 732872106 |
| — | INFOBLOX INC | 15,000 | $358K | 0.0% | $23.87 | — | — | COM | 45672H104 |
| WSM | WILLIAMS SONOMA INC | 4,448 | $355K | 0.0% | $79.81 | — | — | COM | 969904101 |
| — | GOOGLE INC | 634 | $347K | 0.0% | $547.32 | — | — | CL C | 38259P706 |
| DIS | DISNEY WALT CO | 3,296 | $346K | 0.0% | $104.98 | — | — | COM DISNEY | 254687106 |
| MTUS | TIMKENSTEEL CORP | 12,450 | $330K | 0.0% | $26.51 | — | — | COM | 887399103 |
| WFC | WELLS FARGO & CO NEW | 6,055 | $329K | 0.0% | $54.34 | — | — | COM | 949746101 |
| ESBA | EMPIRE ST RLTY OP L P | 16,862 | $313K | 0.0% | $18.56 | — | — | UNIT LTD PRTNSP | 292102100 |
| MSFT | MICROSOFT CORP | 7,455 | $303K | 0.0% | $40.64 | — | — | COM | 594918104 |
| — | MODEL N INC | 25,000 | $299K | 0.0% | $11.96 | — | — | COM | 607525102 |
| CURE | DIREXION SHS ETF TR | 2,000 | $294K | 0.0% | $147.00 | — | — | HEALTHCARE BUL | 25459Y876 |
| FTNT | FORTINET INC | 8,000 | $280K | 0.0% | $35.00 | — | — | COM | 34959E109 |
| NVS | NOVARTIS A G | 2,796 | $276K | 0.0% | $98.71 | — | — | SPONSORED ADR | 66987V109 |
| — | YRC WORLDWIDE INC | 15,000 | $269K | 0.0% | $17.93 | — | — | COM PAR $.01 | 984249607 |
| MAS | MASCO CORP | 10,000 | $267K | 0.0% | $26.70 | — | — | COM | 574599106 |
| PEP | PEPSICO INC | 2,600 | $249K | 0.0% | $95.77 | — | — | COM | 713448108 |
| UPS | UNITED PARCEL SERVICE INC | 2,400 | $233K | 0.0% | $97.08 | — | — | CL B | 911312106 |
| SLB | SCHLUMBERGER LTD | 2,642 | $220K | 0.0% | $83.27 | — | — | COM | 806857108 |
| — | COBALT INTL ENERGY INC | 21,950 | $207K | 0.0% | $9.43 | — | — | COM | 19075F106 |
| — | BLACKSTONE GROUP L P | 5,195 | $202K | 0.0% | $38.88 | — | — | COM UNIT LTD | 09253U108 |
| — | NAVIOS MARITIME PARTNERS L P | 18,000 | $201K | 0.0% | $11.17 | — | — | UNIT LPI | Y62267102 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $176K | 0.0% | $11.73 | — | — | COM | 46146L101 |
| UPLD | UPLAND SOFTWARE INC | 25,000 | $175K | 0.0% | $7.00 | — | — | COM | 91544A109 |
| — | NAVIOS MARITIME HOLDINGS INC | 40,000 | $167K | 0.0% | $4.17 | — | — | COM | Y62196103 |
| BAC | BANK AMER CORP | 10,100 | $155K | 0.0% | $15.35 | — | — | COM | 060505104 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $19,000 | 0.0% | $1.00 | — | — | COM PAR $ .01 | 696077403 |