CIK: 0001009006 · Show all filings
Period: Q1 2015 (← Previous) (Next →)
Filing Date: May 13, 2015
Total Value ($000): $3,982,441 (85.1% shares, 14.9% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 696,214 | $67,143 | 1.7% | $78.89 | — | CL A | 371559105 |
| — | JARDEN CORP | 835,859 | $44,217 | 1.1% | $48.68 | — | COM | 471109108 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 591,572 | $42,357 | 1.1% | $29.17 | +119.9% | COM | 00404A109 |
| — | IMPERVA INC | 911,316 | $38,913 | 1.0% | $34.78 | — | COM | 45321L100 |
| — | QLIK TECHNOLOGIES INC | 1,231,913 | $38,349 | 1.0% | $26.44 | — | COM | 74733T105 |
| RJF | RAYMOND JAMES FINANCIAL INC | 662,150 | $37,597 | 0.9% | $37.11 | -14.3% | COM | 754730109 |
| DXCM | DEXCOM INC | 592,699 | $36,949 | 0.9% | $12.55 | +20.3% | COM | 252131107 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 547,714 | $34,123 | 0.9% | $22.26 | +33.4% | COM | 78467J100 |
| MD | MEDNAX INC | 450,984 | $32,701 | 0.8% | $49.54 | +40.3% | COM | 58502B106 |
| — | HCC INS HLDGS INC | 569,650 | $32,282 | 0.8% | $37.74 | — | COM | 404132102 |
| SMTC | SEMTECH CORP | 1,192,064 | $31,763 | 0.8% | $28.52 | -4.4% | COM | 816850101 |
| — | IPC HEALTHCARE INC | 654,686 | $30,535 | 0.8% | $45.32 | — | COM | 44984A105 |
| — | CORNERSTONE ONDEMAND INC | 1,050,397 | $30,346 | 0.8% | $36.75 | — | COM | 21925Y103 |
| BLKB | BLACKBAUD INC | 624,267 | $29,578 | 0.7% | $25.61 | +69.6% | COM | 09227Q100 |
| ICLR | ICON PLC | 418,157 | $29,493 | 0.7% | $30.87 | +100.8% | SHS | G4705A100 |
| — | BERRY PLASTICS GROUP INC | 786,171 | $28,452 | 0.7% | $23.75 | — | COM | 08579W103 |
| — | ENDOLOGIX INC | 1,629,329 | $27,813 | 0.7% | $13.90 | — | COM | 29266S106 |
| BDC | BELDEN INC | 295,939 | $27,688 | 0.7% | $55.91 | +48.9% | COM | 077454106 |
| AAPL | APPLE INC | 219,524 | $27,315 | 0.7% | $75.86 | -64.6% | COM | 037833100 |
| ODFL | OLD DOMINION FGHT LINES INC | 345,856 | $26,735 | 0.7% | $33.93 | -28.3% | COM | 679580100 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 294,155 | $26,684 | 0.7% | $57.13 | +51.4% | CL A | 989207105 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 578,810 | $26,243 | 0.7% | $40.82 | -12.4% | COM | 03820C105 |
| CNK | CINEMARK HOLDINGS INC | 582,212 | $26,240 | 0.7% | $23.41 | +40.6% | COM | 17243V102 |
| — | POLYONE CORP | 701,782 | $26,212 | 0.7% | $31.90 | — | COM | 73179P106 |
| XPO | XPO LOGISTICS INC | 572,437 | $26,029 | 0.7% | $9.90 | +46.4% | COM | 983793100 |
| — | GREATBATCH INC | 447,837 | $25,907 | 0.7% | $46.21 | — | COM | 39153L106 |
| JACK | JACK IN THE BOX INC | 270,082 | $25,906 | 0.7% | $67.10 | +35.1% | COM | 466367109 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 293,414 | $25,527 | 0.6% | $37.89 | +114.0% | COM | 75689M101 |
| CGNX | COGNEX CORP | 511,920 | $25,386 | 0.6% | $16.91 | +15.5% | COM | 192422103 |
| — | TEAM HEALTH HOLDINGS INC | 432,810 | $25,324 | 0.6% | $50.00 | — | COM | 87817A107 |
| — | HOMEAWAY INC | 829,677 | $25,031 | 0.6% | $34.67 | — | COM | 43739Q100 |
| DECK | DECKERS OUTDOOR CORP | 341,805 | $24,907 | 0.6% | $25.06 | -48.7% | COM | 243537107 |
| HEI/A | HEICO CORP NEW | 483,284 | $23,942 | 0.6% | $26.35 | -10.7% | CL A | 422806208 |
| — | BIOMED REALTY TRUST INC | 1,049,371 | $23,779 | 0.6% | $19.44 | — | COM | 09063H107 |
| — | WEST CORP | 700,662 | $23,633 | 0.6% | $24.46 | — | COM | 952355204 |
| — | SPECTRANETICS CORP | 679,310 | $23,613 | 0.6% | $22.56 | — | COM | 84760C107 |
| — | SOLERA HOLDINGS INC | 455,651 | $23,539 | 0.6% | $57.47 | — | COM | 83421A104 |
| — | PROOFPOINT INC | 388,447 | $23,004 | 0.6% | $26.97 | — | COM | 743424103 |
| ACAD | ACADIA PHARMACEUTICALS INC | 705,301 | $22,986 | 0.6% | $12.92 | +166.1% | COM | 004225108 |
| — | HUNTINGTON BANCSHARES INC | 16,993 | $22,941 | 0.6% | $1266.00 | — | PFD CONV SER A | 446150401 |
| CVLT | COMMVAULT SYSTEMS INC | 514,884 | $22,500 | 0.6% | $65.03 | -29.1% | COM | 204166102 |
| IDA | IDACORP INC | 354,829 | $22,308 | 0.6% | $43.43 | +48.1% | COM | 451107106 |
| — | WELLPOINT INC | 10,468,000 | $21,621 | 0.5% | $2.07 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | MICROSEMI CORP | 604,265 | $21,391 | 0.5% | $21.15 | — | COM | 595137100 |
| — | AKORN INC | 447,957 | $21,282 | 0.5% | $47.51 | — | COM | 009728106 |
| LKQ | LKQ CORP | 824,609 | $21,077 | 0.5% | $21.10 | +10.2% | COM | 501889208 |
| — | ACTAVIS PLC | 20,225 | $20,849 | 0.5% | $1030.85 | — | PFD CONV SER A | G0083B116 |
| SM | SM ENERGY CO | 398,933 | $20,617 | 0.5% | $51.99 | -25.7% | COM | 78454L100 |
| HCSG | HEALTHCARE SVCS GRP INC | 627,659 | $20,167 | 0.5% | $23.92 | +35.0% | COM | 421906108 |
| RNST | RENASANT CORP | 665,870 | $20,009 | 0.5% | $28.61 | -1.4% | COM | 75970E107 |
| GIII | G-III APPAREL GROUP LTD | 177,126 | $19,953 | 0.5% | $40.89 | +25.5% | COM | 36237H101 |
| — | SPARTANNASH CO | 625,571 | $19,743 | 0.5% | $21.01 | — | COM | 847215100 |
| APH | AMPHENOL CORP NEW | 332,667 | $19,604 | 0.5% | $37.20 | -66.1% | CL A | 032095101 |
| MLI | MUELLER INDS INC | 529,229 | $19,121 | 0.5% | $24.12 | -43.6% | COM | 624756102 |
| — | HMS HLDGS CORP | 1,234,702 | $19,076 | 0.5% | $24.45 | — | COM | 40425J101 |
| PTC | PTC INC | 519,266 | $18,782 | 0.5% | $24.00 | +43.9% | COM | 69370C100 |
| — | WELLS FARGO & CO NEW | 15,374 | $18,775 | 0.5% | $368.68 | — | PERP PFD CNV A | 949746804 |
| — | CYRUSONE INC | 596,867 | $18,575 | 0.5% | $21.89 | — | COM | 23283R100 |
| — | MAGELLAN HEALTH INC | 257,246 | $18,218 | 0.5% | $51.97 | — | COM NEW | 559079207 |
| BKE | BUCKLE INC | 345,184 | $17,635 | 0.4% | $34.55 | -50.9% | COM | 118440106 |
| — | IRIDIUM COMMUNICATIONS INC | 46,746 | $17,252 | 0.4% | $188.32 | — | PERP PFD CNV B | 46269C409 |
| — | NOVELLUS SYS INC | 8,349,000 | $17,109 | 0.4% | $1.72 | — | NOTE 2.625% 5/1 | 670008ad3 |
| PKG | PACKAGING CORP AMER | 215,676 | $16,864 | 0.4% | $38.47 | +48.7% | COM | 695156109 |
| — | WELLCARE HEALTH PLANS INC | 180,960 | $16,551 | 0.4% | $52.08 | — | COM | 94946T106 |
| TDY | TELEDYNE TECHNOLOGIES INC | 154,984 | $16,541 | 0.4% | $66.22 | +51.3% | COM | 879360105 |
| PLCE | CHILDRENS PL INC | 256,473 | $16,463 | 0.4% | $50.02 | +20.4% | COM | 168905107 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 318,745 | $16,342 | 0.4% | $37.91 | +31.2% | COM | 109194100 |
| — | SVB FINL GROUP | 128,390 | $16,311 | 0.4% | $64.55 | — | COM | 78486Q101 |
| — | LAZARD LTD | 305,777 | $16,081 | 0.4% | $35.02 | — | SHS A | G54050102 |
| WLY | WILEY JOHN & SONS INC | 262,473 | $16,048 | 0.4% | $36.92 | +20.2% | CL A | 968223206 |
| GNRC | GENERAC HLDGS INC | 324,416 | $15,796 | 0.4% | $51.51 | -7.5% | COM | 368736104 |
| FUL | FULLER H B CO | 366,313 | $15,704 | 0.4% | $35.44 | +5.0% | COM | 359694106 |
| — | FIDELITY NATIONAL FINANCIAL | 7,679,000 | $15,473 | 0.4% | $1.40 | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | RYLAND GROUP INC | 9,723,000 | $15,426 | 0.4% | $1.44 | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | BANK OF THE OZARKS INC | 416,672 | $15,388 | 0.4% | $41.30 | — | COM | 063904106 |
| — | ULTIMATE SOFTWARE GROUP INC | 90,525 | $15,385 | 0.4% | $140.13 | — | COM | 90385D107 |
| BCC | BOISE CASCADE CO DEL | 404,943 | $15,169 | 0.4% | $18.79 | +38.2% | COM | 09739D100 |
| TXRH | TEXAS ROADHOUSE INC | 415,139 | $15,124 | 0.4% | $19.58 | +51.1% | COM | 882681109 |
| — | BIO-REFERENCE LABS INC | 428,810 | $15,111 | 0.4% | $29.02 | — | COM $.01 NEW | 09057G602 |
| HURN | HURON CONSULTING GROUP INC | 227,816 | $15,070 | 0.4% | $41.22 | +70.2% | COM | 447462102 |
| — | WAGEWORKS INC | 281,624 | $15,019 | 0.4% | $29.46 | — | COM | 930427109 |
| — | SPANSION LLC | 6,000,000 | $15,015 | 0.4% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| — | REALPAGE INC | 731,851 | $14,739 | 0.4% | $21.01 | — | COM | 75606N109 |
| — | XPO LOGISTICS INC | 5,159,000 | $14,587 | 0.4% | $1.56 | — | NOTE 4.500%10/0 | 983793aa8 |
| FULT | FULTON FINL CORP PA | 1,180,822 | $14,571 | 0.4% | $8.64 | -7.5% | COM | 360271100 |
| SYNA | SYNAPTICS INC | 178,136 | $14,483 | 0.4% | $61.93 | +21.9% | COM | 87157D109 |
| — | PRIVATEBANCORP INC | 409,050 | $14,386 | 0.4% | $35.17 | — | COM | 742962103 |
| — | GREENBRIER COS INC | 9,407,000 | $14,380 | 0.4% | $1.51 | — | NOTE 3.500% 4/0 | 393657ah4 |
| LFUS | LITTELFUSE INC | 141,719 | $14,085 | 0.4% | $83.41 | +17.1% | COM | 537008104 |
| — | ON ASSIGNMENT INC | 366,772 | $14,073 | 0.4% | $32.90 | — | COM | 682159108 |
| — | MELLANOX TECHNOLOGIES LTD | 308,997 | $14,010 | 0.4% | $39.92 | — | SHS | M51363113 |
| — | HANESBRANDS INC | 414,035 | $13,874 | 0.3% | $58.57 | — | COM | 410345102 |
| — | MARKETO INC | 532,954 | $13,654 | 0.3% | $32.08 | — | COM | 57063L107 |
| KWR | QUAKER CHEM CORP | 158,915 | $13,609 | 0.3% | $77.80 | +7.6% | COM | 747316107 |
| ACIW | ACI WORLDWIDE INC | 624,589 | $13,529 | 0.3% | $25.33 | -21.6% | COM | 004498101 |
| — | HARMAN INTL INDS INC | 98,519 | $13,165 | 0.3% | $80.54 | — | COM | 413086109 |
| MLKN | MILLER HERMAN INC | 473,682 | $13,149 | 0.3% | $21.76 | +3.3% | COM | 600544100 |
| SXT | SENSIENT TECHNOLOGIES CORP | 190,524 | $13,123 | 0.3% | $40.71 | +53.3% | COM | 81725T100 |
| — | CORELOGIC INC | 371,968 | $13,119 | 0.3% | $30.65 | — | COM | 21871D103 |
| — | EDUCATION RLTY TR INC | 367,904 | $13,016 | 0.3% | $36.59 | — | COM NEW | 28140H203 |
| — | AXIALL CORP | 273,212 | $12,825 | 0.3% | $43.50 | — | COM | 05463D100 |
| GPI | GROUP 1 AUTOMOTIVE INC | 148,397 | $12,811 | 0.3% | $77.06 | +6.7% | COM | 398905109 |
| — | TYSON FOODS INC | 263,196 | $12,739 | 0.3% | $53.02 | — | UNIT 99/99/9999 | 902494301 |
| — | REXNORD CORP NEW | 472,998 | $12,624 | 0.3% | $28.20 | — | COM | 76169B102 |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 72,779 | $12,575 | 0.3% | $153.75 | +11.6% | SHS USD | G50871105 |
| — | U S CONCRETE INC | 369,255 | $12,510 | 0.3% | $23.85 | — | COM NEW | 90333L201 |
| — | AIRTRAN HLDGS INC | 4,087,000 | $12,414 | 0.3% | $2.93 | — | NOTE 5.250%11/0 | 00949pad0 |
| CFR | CULLEN FROST BANKERS INC | 176,989 | $12,226 | 0.3% | $53.46 | -8.8% | COM | 229899109 |
| — | SUNEDISON INC | 7,007,000 | $12,043 | 0.3% | $1.72 | — | NOTE 2.000%10/0 | 86732yac3 |
| WWD | WOODWARD INC | 235,709 | $12,024 | 0.3% | $37.87 | +17.0% | COM | 980745103 |
| — | IBERIABANK CORP | 189,140 | $11,921 | 0.3% | $52.09 | — | COM | 450828108 |
| — | TEVA PHARMACEUTICAL FIN LLC | 8,000,000 | $11,884 | 0.3% | $1.31 | — | DBCV 0.250% 2/0 | 88163vae9 |
| — | INTERVAL LEISURE GROUP INC | 453,073 | $11,875 | 0.3% | $22.79 | — | COM | 46113M108 |
| — | MOBILEYE N V AMSTELVEEN | 281,723 | $11,841 | 0.3% | $46.17 | — | ORD SHS | N51488117 |
| — | AETNA INC NEW | 110,473 | $11,769 | 0.3% | $48.25 | — | COM | 00817Y108 |
| — | SIRONA DENTAL SYSTEMS INC | 130,309 | $11,727 | 0.3% | $65.16 | — | COM | 82966C103 |
| — | RITCHIE BROS AUCTIONEERS | 470,015 | $11,722 | 0.3% | $24.20 | — | COM | 767744105 |
| — | RUDOLPH TECHNOLOGIES INC | 1,063,720 | $11,722 | 0.3% | $13.36 | — | COM | 781270103 |
| ATRC | ATRICURE INC | 569,332 | $11,666 | 0.3% | $20.29 | -4.5% | COM | 04963C209 |
| — | TENNECO INC | 203,084 | $11,661 | 0.3% | $57.51 | — | COM | 880349105 |
| DHR | DANAHER CORP DEL | 136,779 | $11,613 | 0.3% | $40.35 | -13.6% | COM | 235851102 |
| — | SOUTHWESTERN ENERGY CO | 230,103 | $11,602 | 0.3% | $50.42 | — | DEP SHS 1/20 B | 845467208 |
| JPM | JPMORGAN CHASE & CO | 190,581 | $11,545 | 0.3% | $42.38 | +4.5% | COM | 46625H100 |
| GCO | GENESCO INC | 160,955 | $11,465 | 0.3% | $71.96 | +0.8% | COM | 371532102 |
| — | KAPSTONE PAPER & PACKAGING C | 345,429 | $11,344 | 0.3% | $32.84 | — | COM | 48562P103 |
| — | BROWN SHOE INC NEW | 345,703 | $11,339 | 0.3% | $32.80 | — | COM | 115736100 |
| — | SPECTRANETICS CORP | 8,753,000 | $11,328 | 0.3% | $1.27 | — | MTNF 2.625% 6/0 | 84760caa5 |
| RGEN | REPLIGEN CORP | 372,711 | $11,316 | 0.3% | $25.94 | 0.0% | COM | 759916109 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 73,835 | $11,233 | 0.3% | $50.99 | +71.6% | COM | 22410J106 |
| PB | PROSPERITY BANCSHARES INC | 211,365 | $11,092 | 0.3% | $41.74 | -10.2% | COM | 743606105 |
| — | K12 INC | 705,210 | $11,086 | 0.3% | $17.84 | — | COM | 48273U102 |
| OHI | OMEGA HEALTHCARE INVS INC | 271,122 | $10,999 | 0.3% | $24.40 | — | COM | 681936100 |
| — | HD SUPPLY HLDGS INC | 351,420 | $10,948 | 0.3% | $29.54 | — | COM | 40416M105 |
| CSL | CARLISLE COS INC | 115,813 | $10,728 | 0.3% | $69.45 | +15.6% | COM | 142339100 |
| — | EQUINIX INC | 3,655,000 | $10,654 | 0.3% | $2.35 | — | NOTE 4.750% 6/1 | 29444uah9 |
| MPAA | MOTORCAR PTS AMER INC | 373,964 | $10,392 | 0.3% | $19.59 | +39.1% | COM | 620071100 |
| — | AMAG PHARMACEUTICALS INC | 5,000,000 | $10,392 | 0.3% | $1.02 | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | SANDISK CORP | 7,569,000 | $10,311 | 0.3% | $1.40 | — | NOTE 1.500% 8/1 | 80004cad3 |
| BRKR | BRUKER CORP | 556,059 | $10,270 | 0.3% | $15.58 | +16.8% | COM | 116794108 |
| — | AIR METHODS CORP | 219,977 | $10,249 | 0.3% | $40.64 | — | COM PAR $.06 | 009128307 |
| — | KRAFT FOODS GROUP INC | 117,345 | $10,223 | 0.3% | $48.52 | — | COM | 50076Q106 |
| — | TWENTY FIRST CENTY FOX INC | 301,785 | $10,212 | 0.3% | $33.81 | — | CL A | 90130A101 |
| — | CORESITE RLTY CORP | 209,755 | $10,211 | 0.3% | $28.53 | — | COM | 21870Q105 |
| BWA | BORGWARNER INC | 167,262 | $10,116 | 0.3% | $38.91 | +11.1% | COM | 099724106 |
| CNC | CENTENE CORP DEL | 142,656 | $10,084 | 0.3% | $31.61 | -4.9% | COM | 15135B101 |
| EEFT | EURONET WORLDWIDE INC | 169,737 | $9,972 | 0.3% | $45.46 | +16.5% | COM | 298736109 |
| WABC | WESTAMERICA BANCORPORATION | 226,831 | $9,801 | 0.2% | $39.49 | -21.9% | COM | 957090103 |
| PBYI | PUMA BIOTECHNOLOGY INC | 41,329 | $9,758 | 0.2% | $219.60 | -2.7% | COM | 74587V107 |
| — | NIC INC | 551,493 | $9,745 | 0.2% | $16.62 | — | COM | 62914B100 |
| PZZA | PAPA JOHNS INTL INC | 157,241 | $9,719 | 0.2% | $29.14 | +71.5% | COM | 698813102 |
| RGP | RESOURCES CONNECTION INC | 550,667 | $9,637 | 0.2% | $12.83 | +34.4% | COM | 76122Q105 |
| EVR | EVERCORE PARTNERS INC | 185,213 | $9,568 | 0.2% | $32.20 | +24.4% | CLASS A | 29977A105 |
| — | DEALERTRACK TECHNOLOGIES INC | 8,000,000 | $9,502 | 0.2% | $1.34 | — | NOTE 1.500% 3/1 | 242309ab8 |
| — | TEREX CORP NEW | 5,730,000 | $9,488 | 0.2% | $1.86 | — | NOTE 4.000% 6/0 | 880779av5 |
| QLYS | QUALYS INC | 202,268 | $9,401 | 0.2% | $21.12 | +102.6% | COM | 74758T303 |
| — | RTI INTL METALS INC | 8,136,000 | $9,365 | 0.2% | $1.15 | — | NOTE 1.625%10/1 | 74973wab3 |
| MO | ALTRIA GROUP INC | 187,070 | $9,357 | 0.2% | $29.24 | -10.4% | COM | 02209S103 |
| CMC | COMMERCIAL METALS CO | 576,681 | $9,336 | 0.2% | $14.80 | -21.5% | COM | 201723103 |
| MOH | MOLINA HEALTHCARE INC | 137,554 | $9,256 | 0.2% | $34.85 | +65.8% | COM | 60855R100 |
| ZTS | ZOETIS INC | 199,776 | $9,248 | 0.2% | $29.96 | +38.3% | CL A | 98978V103 |
| PII | POLARIS INDS INC | 65,334 | $9,219 | 0.2% | $106.38 | +38.5% | COM | 731068102 |
| — | ENVISION HEALTHCARE HLDGS IN | 238,101 | $9,131 | 0.2% | $35.07 | — | COM | 29413U103 |
| — | MANITOWOC INC | 423,016 | $9,120 | 0.2% | $17.36 | — | COM | 563571108 |
| — | TIFFANY & CO NEW | 102,606 | $9,030 | 0.2% | $83.10 | — | COM | 886547108 |
| — | TESARO INC | 5,000,000 | $8,913 | 0.2% | $1.78 | — | NOTE 3.000%10/0 | 881569aa5 |
| JNJ | JOHNSON & JOHNSON | 88,334 | $8,886 | 0.2% | $68.41 | +9.8% | COM | 478160104 |
| PFE | PFIZER INC | 253,336 | $8,814 | 0.2% | $16.97 | +18.5% | COM | 717081103 |
| — | BARRETT BILL CORP | 1,054,086 | $8,749 | 0.2% | $20.50 | — | COM | 06846N104 |
| — | MEDICINES CO | 7,351,000 | $8,740 | 0.2% | $1.28 | — | DBCV 1.375% 6/0 | 584688ac9 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 184,119 | $8,738 | 0.2% | $26.68 | — | COM | 87157B103 |
| NMFC | NEW MTN FIN CORP | 593,606 | $8,667 | 0.2% | $12.22 | -62.0% | COM | 647551100 |
| — | WHITEWAVE FOODS CO | 195,196 | $8,655 | 0.2% | $35.05 | — | COM | 966244105 |
| — | ZENDESK INC | 379,282 | $8,606 | 0.2% | $22.69 | — | COM | 98936J101 |
| — | INSULET CORP | 8,462,000 | $8,525 | 0.2% | $1.11 | — | NOTE 2.000% 6/1 | 45784pad3 |
| MIDD | MIDDLEBY CORP | 82,413 | $8,460 | 0.2% | $82.52 | +23.1% | COM | 596278101 |
| FANG | DIAMONDBACK ENERGY INC | 109,988 | $8,451 | 0.2% | $57.86 | -7.3% | COM | 25278X109 |
| — | MOLINA HEALTHCARE INC | 6,500,000 | $8,408 | 0.2% | $1.01 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | COLONY FINL INC | 7,388,000 | $8,360 | 0.2% | $1.02 | — | NOTE 5.000% 4/1 | 19624raa4 |
| WMB | WILLIAMS COS INC DEL | 165,196 | $8,357 | 0.2% | $18.52 | +34.7% | COM | 969457100 |
| — | MEDIVATION INC | 63,799 | $8,235 | 0.2% | $129.08 | — | COM | 58501N101 |
| — | SUNPOWER CORP | 5,896,000 | $8,226 | 0.2% | $1.49 | — | DBCV 0.750% 6/0 | 867652ag4 |
| ZUMZ | ZUMIEZ INC | 199,809 | $8,042 | 0.2% | $26.61 | +45.7% | COM | 989817101 |
| RLI | RLI CORP | 150,411 | $7,883 | 0.2% | $14.28 | +17.8% | COM | 749607107 |
| — | KRISPY KREME DOUGHNUTS INC | 386,648 | $7,729 | 0.2% | $17.85 | — | COM | 501014104 |
| — | CARRIZO OIL & GAS INC | 153,969 | $7,645 | 0.2% | $41.60 | — | COM | 144577103 |
| SWKS | SKYWORKS SOLUTIONS INC | 77,622 | $7,629 | 0.2% | $32.51 | +111.4% | COM | 83088M102 |
| VZ | VERIZON COMMUNICATIONS INC | 156,341 | $7,603 | 0.2% | $26.90 | +2.7% | COM | 92343V104 |
| — | PROOFPOINT INC | 4,750,000 | $7,599 | 0.2% | $1.39 | — | NOTE 1.250%12/1 | 743424ab9 |
| RLJ | RLJ LODGING TR | 241,672 | $7,567 | 0.2% | $31.31 | — | COM | 74965L101 |
| PM | PHILIP MORRIS INTL INC | 99,998 | $7,533 | 0.2% | $74.45 | -36.8% | COM | 718172109 |
| — | MICRON TECHNOLOGY INC | 6,800,000 | $7,533 | 0.2% | $1.31 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | ALERE INC | 22,168 | $7,526 | 0.2% | $246.84 | — | PERP PFD CONV SE | 01449J204 |
| MNRO | MONRO MUFFLER BRAKE INC | 115,550 | $7,517 | 0.2% | $53.29 | +14.9% | COM | 610236101 |
| — | WEBMD HEALTH CORP | 7,000,000 | $7,429 | 0.2% | $1.00 | — | NOTE 1.500%12/0 | 94770vak8 |
| — | SALESFORCE COM INC | 6,162,000 | $7,379 | 0.2% | $1.15 | — | NOTE 0.250% 4/0 | 79466lad6 |
| YELP | YELP INC | 155,525 | $7,364 | 0.2% | $49.51 | 0.0% | CL A | 985817105 |
| BKU | BANKUNITED INC | 224,848 | $7,362 | 0.2% | $21.26 | +4.5% | COM | 06652K103 |
| VOD | VODAFONE GROUP PLC NEW | 224,326 | $7,331 | 0.2% | $35.78 | — | SPNSR ADR NO PAR | 92857W308 |
| MDLZ | MONDELEZ INTL INC | 203,100 | $7,330 | 0.2% | $25.14 | +12.7% | CL A | 609207105 |
| CEVA | CEVA INC | 342,754 | $7,308 | 0.2% | $16.00 | +22.4% | COM | 157210105 |
| QCOM | QUALCOMM INC | 104,819 | $7,268 | 0.2% | $60.17 | -14.2% | COM | 747525103 |
| — | CROWN CASTLE INTL CORP NEW | 68,996 | $7,206 | 0.2% | $102.37 | — | CNV PFD STK SR A | 22822V200 |
| — | PRICELINE GRP INC | 5,343,000 | $7,173 | 0.2% | $1.12 | — | DEBT 1.000% 3/1 | 741503aq9 |
| SBRA | SABRA HEALTH CARE REIT INC | 213,061 | $7,063 | 0.2% | $21.88 | — | COM | 78573L106 |
| — | SHUTTERFLY INC | 7,129,000 | $7,053 | 0.2% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| — | BLUCORA INC | 7,500,000 | $7,035 | 0.2% | $0.94 | — | NOTE 4.250% 4/0 | 095229ab6 |
| DVN | DEVON ENERGY CORP NEW | 115,760 | $6,981 | 0.2% | $49.07 | -15.3% | COM | 25179M103 |
| — | GLOBAL CASH ACCESS HLDGS INC | 915,693 | $6,978 | 0.2% | $7.71 | — | COM | 378967103 |
| — | CHESAPEAKE ENERGY CORP | 7,230,000 | $6,941 | 0.2% | $0.99 | — | NOTE 2.500% 5/1 | 165167bz9 |
| MLM | MARTIN MARIETTA MATLS INC | 49,354 | $6,900 | 0.2% | $117.38 | +0.5% | COM | 573284106 |
| OIS | OIL STS INTL INC | 173,367 | $6,895 | 0.2% | $64.96 | -34.9% | COM | 678026105 |
| — | FCB FINL HLDGS INC | 250,098 | $6,845 | 0.2% | $27.37 | — | CL A | 30255G103 |
| — | LUXFER HLDGS PLC | 503,974 | $6,738 | 0.2% | $18.75 | — | SPONSORED ADR | 550678106 |
| — | ALCOA INC | 152,505 | $6,674 | 0.2% | $50.04 | — | DEP SHS 1/10TH | 013817309 |
| — | B/E AEROSPACE INC | 104,890 | $6,673 | 0.2% | $63.62 | — | COM | 073302101 |
| — | STARWOOD PPTY TR INC | 6,388,000 | $6,667 | 0.2% | $1.02 | — | NOTE 3.750%10/1 | 85571bac9 |
| — | TUMI HLDGS INC | 271,301 | $6,636 | 0.2% | $22.09 | — | COM | 89969Q104 |
| — | LUXOTTICA GROUP S P A | 105,200 | $6,599 | 0.2% | $43.16 | — | SPONSORED ADR | 55068R202 |
| BCPC | BALCHEM CORP | 119,113 | $6,596 | 0.2% | $57.58 | -6.2% | COM | 057665200 |
| — | AFFYMETRIX INC | 3,000,000 | $6,589 | 0.2% | $1.54 | — | NOTE 4.000% 7/0 | 00826tah1 |
| — | ENCORE CAP GROUP INC | 6,009,000 | $6,487 | 0.2% | $1.14 | — | NOTE 3.000% 7/0 | 292554AF9 |
| FNV | FRANCO NEVADA CORP | 132,440 | $6,429 | 0.2% | $51.41 | -10.4% | COM | 351858105 |
| — | SEACOR HOLDINGS INC | 6,250,000 | $6,414 | 0.2% | $1.23 | — | NOTE 2.500%12/1 | 811904am3 |
| — | NETSUITE INC | 67,892 | $6,298 | 0.2% | $87.19 | — | COM | 64118Q107 |
| — | GULFPORT ENERGY CORP | 136,769 | $6,279 | 0.2% | $41.74 | — | COM NEW | 402635304 |
| — | DRIL-QUIP INC | 91,204 | $6,237 | 0.2% | $78.21 | — | COM | 262037104 |
| — | WORKDAY INC | 5,000,000 | $6,221 | 0.2% | $1.24 | — | NOTE 1.500% 7/1 | 98138had3 |
| — | SCRIPPS NETWORKS INTERACT IN | 89,784 | $6,156 | 0.2% | $65.26 | — | CL A COM | 811065101 |
| WAL | WESTERN ALLIANCE BANCORP | 207,581 | $6,153 | 0.2% | $24.19 | 0.0% | COM | 957638109 |
| XOM | EXXON MOBIL CORP | 72,351 | $6,150 | 0.2% | $69.75 | -20.3% | COM | 30231G102 |
| — | UNITED STATES STL CORP NEW | 5,000,000 | $6,088 | 0.2% | $1.47 | — | NOTE 2.750% 4/0 | 912909ah1 |
| NVO | NOVO-NORDISK A S | 114,000 | $6,086 | 0.2% | $68.29 | — | ADR | 670100205 |
| UNP | UNION PAC CORP | 56,080 | $6,074 | 0.2% | $73.93 | +24.2% | COM | 907818108 |
| WAB | WABTEC CORP | 63,923 | $6,073 | 0.2% | $66.16 | +28.3% | COM | 929740108 |
| — | SHUTTERFLY INC | 132,811 | $6,008 | 0.2% | $41.70 | — | COM | 82568P304 |
| RPM | RPM INTL INC | 125,040 | $6,001 | 0.2% | $43.30 | +11.7% | COM | 749685103 |
| OXY | OCCIDENTAL PETE CORP DEL | 81,817 | $5,973 | 0.1% | $66.21 | -15.8% | COM | 674599105 |
| — | LIBERTY INTERACTIVE LLC | 4,244,000 | $5,958 | 0.1% | $1.35 | — | DEB 0.750% 3/3 | 530610ac8 |
| — | CHART INDS INC | 6,165,000 | $5,934 | 0.1% | $1.31 | — | NOTE 2.000% 8/0 | 16115qac4 |
| — | SANCHEZ ENERGY CORP | 451,278 | $5,871 | 0.1% | $19.96 | — | COM | 79970Y105 |
| BURL | BURLINGTON STORES INC | 98,694 | $5,864 | 0.1% | $53.64 | 0.0% | COM | 122017106 |
| — | CHENIERE ENERGY INC | 7,004,000 | $5,796 | 0.1% | $0.83 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | H & E EQUIPMENT SERVICES INC | 231,784 | $5,792 | 0.1% | $34.44 | — | COM | 404030108 |
| — | KKR & CO L P DEL | 253,219 | $5,776 | 0.1% | $24.33 | — | COM UNITS | 48248M102 |
| — | BANK AMER CORP | 4,979 | $5,760 | 0.1% | $1154.33 | — | 7.25%CNV PFD L | 060505682 |
| — | OMNICARE INC | 4,703,000 | $5,755 | 0.1% | $0.97 | — | NOTE 3.500% 2/1 | 681904aq1 |
| — | CEMEX SAB DE CV | 5,100,000 | $5,722 | 0.1% | $1.44 | — | NOTE 3.250% 3/1 | 151290bb8 |
| — | MEADOWBROOK INS GROUP INC | 4,991,000 | $5,720 | 0.1% | $1.07 | — | DBCV 5.000% 3/1 | 58319pac2 |
| — | ALON USA ENERGY INC | 4,500,000 | $5,715 | 0.1% | $1.27 | — | NOTE 3.000% 9/1 | 020520ab8 |
| PAA | PLAINS ALL AMERN PIPELINE L | 116,955 | $5,704 | 0.1% | $47.18 | — | UNIT LTD PARTN | 726503105 |
| — | JARDEN CORP | 4,000,000 | $5,699 | 0.1% | $1.42 | — | NOTE 1.500% 6/1 | 471109al2 |
| — | UNITED TECHNOLOGIES CORP | 91,586 | $5,626 | 0.1% | $61.43 | — | UNIT 06/01/2015 | 913017117 |
| — | ON SEMICONDUCTOR CORP | 4,330,000 | $5,570 | 0.1% | $1.08 | — | NOTE 2.625%12/1 | 682189ah8 |
| — | LIBERTY MEDIA CORP DELAWARE | 5,480,000 | $5,507 | 0.1% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| DEO | DIAGEO P L C | 49,745 | $5,500 | 0.1% | $120.52 | — | SPON ADR NEW | 25243Q205 |
| — | WALTER INVT MGMT CORP | 6,925,000 | $5,497 | 0.1% | $1.06 | — | NOTE 4.500%11/0 | 93317waa0 |
| — | SANDISK CORP | 5,450,000 | $5,471 | 0.1% | $1.20 | — | NOTE 0.500%10/1 | 80004caf8 |
| ALKS | ALKERMES PLC | 89,336 | $5,447 | 0.1% | $44.89 | +52.2% | SHS | G01767105 |
| — | HEARTWARE INTL INC | 4,718,000 | $5,388 | 0.1% | $1.14 | — | NOTE 3.500%12/1 | 422368aa8 |
| — | AMERIGAS PARTNERS L P | 112,555 | $5,373 | 0.1% | $46.94 | — | UNIT L P INT | 030975106 |
| — | GENESEE & WYO INC | 44,204 | $5,365 | 0.1% | $115.27 | — | UNIT 10/01/2015 | 371559204 |
| CCK | CROWN HOLDINGS INC | 99,260 | $5,362 | 0.1% | $41.28 | +14.4% | COM | 228368106 |
| — | SOTHEBYS | 126,615 | $5,351 | 0.1% | $42.46 | — | COM | 835898107 |
| — | JARDEN CORP | 3,118,000 | $5,351 | 0.1% | $1.42 | — | NOTE 1.875% 9/1 | 471109ah1 |
| — | HORIZON PHARMA PLC | 205,730 | $5,343 | 0.1% | $14.49 | — | SHS | G4617B105 |
| — | JIVE SOFTWARE INC | 1,041,394 | $5,342 | 0.1% | $13.13 | — | COM | 47760A108 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 5,346,000 | $5,258 | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | FORUM ENERGY TECHNOLOGIES IN | 265,710 | $5,208 | 0.1% | $20.73 | — | COM | 34984V100 |
| — | GILEAD SCIENCES INC | 1,199,000 | $5,166 | 0.1% | $1.68 | — | NOTE 1.625% 5/0 | 375558ap8 |
| — | COWEN GROUP INC NEW | 4,500,000 | $5,119 | 0.1% | $1.14 | — | NOTE 3.000% 3/1 | 223622ab7 |
| — | XILINX INC | 3,457,000 | $5,116 | 0.1% | $1.49 | — | NOTE 2.625% 6/1 | 983919af8 |
| — | HOLOGIC INC | 3,461,000 | $5,100 | 0.1% | $1.31 | — | FRNT 2.000%12/1 | 436440ab7 |
| — | KEYCORP NEW | 38,487 | $5,023 | 0.1% | $75.08 | — | PFD 7.75% SR A | 493267405 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 89,858 | $4,876 | 0.1% | $49.30 | -5.7% | COM | 205306103 |
| — | TESLA MTRS INC | 5,750,000 | $4,851 | 0.1% | $0.92 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | WYNDHAM WORLDWIDE CORP | 53,209 | $4,814 | 0.1% | $59.90 | — | COM | 98310W108 |
| — | CONTROL4 CORP | 401,305 | $4,808 | 0.1% | $11.98 | — | COM | 21240D107 |
| PRIM | PRIMORIS SVCS CORP | 275,260 | $4,732 | 0.1% | $24.63 | -20.8% | COM | 74164F103 |
| — | BLACKSTONE MTG TR INC | 4,500,000 | $4,719 | 0.1% | $1.07 | — | NOTE 5.250%12/0 | 09257waa8 |
| NEE | NEXTERA ENERGY INC | 44,425 | $4,622 | 0.1% | $14.51 | +37.0% | COM | 65339F101 |
| — | ALLETE INC | 85,957 | $4,535 | 0.1% | $51.35 | — | COM NEW | 018522300 |
| — | WEYERHAEUSER CO | 81,623 | $4,506 | 0.1% | $57.85 | — | PREF CONV SER A | 962166872 |
| EPD | ENTERPRISE PRODS PARTNERS L | 132,026 | $4,348 | 0.1% | $46.90 | — | COM | 293792107 |
| — | MICRON TECHNOLOGY INC | 1,526,000 | $4,330 | 0.1% | $1.91 | — | NOTE 2.375% 5/0 | 595112aw3 |
| — | TRULIA INC | 3,000,000 | $4,325 | 0.1% | $1.45 | — | NOTE 2.750%12/1 | 897888ab9 |
| — | AMSURG CORP | 34,200 | $4,247 | 0.1% | $124.18 | — | PFD CNV SR A-1 % | 03232P504 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 246,790 | $4,220 | 0.1% | $7.74 | +3.3% | SH BEN INT | 20451Q104 |
| — | OASIS PETE INC NEW | 288,107 | $4,097 | 0.1% | $33.34 | — | COM | 674215108 |
| — | ALCOA INC | 316,463 | $4,089 | 0.1% | $15.26 | — | COM | 013817101 |
| SJT | SAN JUAN BASIN RTY TR | 335,447 | $4,015 | 0.1% | $15.40 | — | UNIT BEN INT | 798241105 |
| — | IAC INTERACTIVECORP | 59,250 | $3,998 | 0.1% | $62.30 | — | COM PAR $.001 | 44919P508 |
| — | HCI GROUP INC | 4,004,000 | $3,981 | 0.1% | $0.99 | — | NOTE 3.875% 3/1 | 40416eab9 |
| — | ILLUMINA INC | 1,779,000 | $3,966 | 0.1% | $2.15 | — | NOTE 0.250% 3/1 | 452327ad1 |
| HON | HONEYWELL INTL INC | 37,665 | $3,929 | 0.1% | $62.09 | +17.6% | COM | 438516106 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 26,683 | $3,851 | 0.1% | $107.87 | +36.4% | CL B NEW | 084670702 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 2,733,000 | $3,848 | 0.1% | $1.03 | — | NOTE 1.750%12/0 | 874054ac3 |
| — | ALBANY MOLECULAR RESH INC | 3,000,000 | $3,829 | 0.1% | $1.22 | — | NOTE 2.250%11/1 | 012423ab5 |
| — | YAHOO INC | 3,510,000 | $3,792 | 0.1% | $1.14 | — | NOTE 12/0 | 984332af3 |
| — | TIME WARNER INC | 44,200 | $3,732 | 0.1% | $77.93 | — | COM NEW | 887317303 |
| — | DR PEPPER SNAPPLE GROUP INC | 46,761 | $3,670 | 0.1% | $44.18 | — | COM | 26138E109 |
| — | EPR PPTYS | 109,400 | $3,665 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | SAGE THERAPEUTICS INC | 72,797 | $3,657 | 0.1% | $50.24 | — | COM | 78667J108 |
| — | THERAVANCE INC | 4,264,000 | $3,624 | 0.1% | $1.39 | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | PACIRA PHARMACEUTICALS INC | 1,000,000 | $3,610 | 0.1% | $3.61 | — | NOTE 3.250% 2/0 | 695127ab6 |
| — | GREENHILL & CO INC | 90,311 | $3,581 | 0.1% | $48.45 | — | COM | 395259104 |
| — | LINKEDIN CORP | 14,276 | $3,567 | 0.1% | $186.20 | — | COM CL A | 53578A108 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 54,981 | $3,414 | 0.1% | $55.55 | 0.0% | COM | 90400D108 |
| — | SHIP FINANCE INTERNATIONAL L | 3,400,000 | $3,400 | 0.1% | $1.00 | — | NOTE 3.250% 2/0 | g81075ae6 |
| NAVI | NAVIENT CORP | 165,100 | $3,356 | 0.1% | $16.89 | +21.6% | COM | 63938C108 |
| — | MERITOR INC | 2,220,000 | $3,322 | 0.1% | $1.53 | — | NOTE 7.875% 3/0 | 59001kac4 |
| — | STANLEY BLACK & DECKER INC | 29,166 | $3,312 | 0.1% | $60.89 | — | UNIT 11/17/20166 | 854502804 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 15 | $3,262 | 0.1% | $134052.62 | +64.9% | CL A | 084670108 |
| — | MICROCHIP TECHNOLOGY INC | 1,661,000 | $3,249 | 0.1% | $1.40 | — | SDCV 2.125%12/1 | 595017ab0 |
| — | GOLAR LNG PARTNERS LP | 116,844 | $3,142 | 0.1% | $26.89 | — | COM UNIT LPI | Y2745C102 |
| — | CANADIAN SOLAR INC | 3,000,000 | $3,129 | 0.1% | $1.04 | — | NOTE 4.250% 2/1 | 136635ae9 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,075,000 | $3,128 | 0.1% | $1.08 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | ADTRAN INC | 164,668 | $3,074 | 0.1% | $23.28 | — | COM | 00738A106 |
| ARCC | ARES CAP CORP | 177,300 | $3,044 | 0.1% | $13.75 | -57.2% | COM | 04010L103 |
| — | RED HAT INC | 39,900 | $3,022 | 0.1% | $75.74 | — | COM | 756577102 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,031,000 | $2,989 | 0.1% | $1.07 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | CEMEX SAB DE CV | 2,500,000 | $2,950 | 0.1% | $1.52 | — | NOTE 3.750% 3/1 | 151290bc6 |
| ACTG | ACACIA RESH CORP | 275,341 | $2,946 | 0.1% | $22.66 | -45.2% | ACACIA TCH COM | 003881307 |
| MCD | MCDONALDS CORP | 29,371 | $2,862 | 0.1% | $86.04 | -16.1% | COM | 580135101 |
| — | MEDIVATION INC | 1,110,000 | $2,786 | 0.1% | $1.39 | — | NOTE 2.625% 4/0 | 58501naa9 |
| HIG | HARTFORD FINL SVCS GROUP INC | 61,900 | $2,589 | 0.1% | $25.51 | +27.5% | COM | 416515104 |
| HSIC | SCHEIN HENRY INC | 18,445 | $2,575 | 0.1% | $73.24 | -25.1% | COM | 806407102 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,283,000 | $2,572 | 0.1% | $0.91 | — | NOTE 4.500% 7/1 | 590328aa8 |
| — | OREXIGEN THERAPEUTICS INC | 2,233,000 | $2,562 | 0.1% | $1.00 | — | NOTE 2.750%12/0 | 686164ab0 |
| PG | PROCTER & GAMBLE CO | 31,200 | $2,557 | 0.1% | $66.66 | -4.6% | COM | 742718109 |
| — | CITRIX SYS INC | 39,766 | $2,540 | 0.1% | $65.58 | — | COM | 177376100 |
| — | INCYTE CORP | 1,335,000 | $2,471 | 0.1% | $1.54 | — | NOTE 1.250%11/1 | 45337can2 |
| — | CORNERSTONE ONDEMAND INC | 2,489,000 | $2,414 | 0.1% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | CADENCE DESIGN SYSTEM INC | 969,000 | $2,362 | 0.1% | $1.86 | — | NOTE 2.625% 6/0 | 127387aj7 |
| — | ACCURAY INC | 2,035,000 | $2,276 | 0.1% | $1.12 | — | NOTE 3.750% 8/0 | 004397ab1 |
| CVX | CHEVRON CORP NEW | 21,646 | $2,272 | 0.1% | $95.50 | -29.9% | COM | 166764100 |
| AL | AIR LEASE CORP | 60,000 | $2,264 | 0.1% | $27.12 | +15.5% | CL A | 00912X302 |
| — | CBS CORP NEW | 37,290 | $2,261 | 0.1% | $60.63 | — | CL B | 124857202 |
| — | HI-CRUSH PARTNERS LP | 63,800 | $2,237 | 0.1% | $35.06 | — | COM UNIT LTD | 428337109 |
| — | TTM TECHNOLOGIES INC | 2,028,000 | $2,223 | 0.1% | $1.11 | — | NOTE 1.750%12/1 | 87305rad1 |
| PODD | INSULET CORP | 65,138 | $2,172 | 0.1% | $25.29 | +33.5% | COM | 45784P101 |
| — | EMERGENT BIOSOLUTIONS INC | 1,857,000 | $2,159 | 0.1% | $1.16 | — | NOTE 2.875% 1/1 | 29089qab1 |
| — | T MOBILE US INC | 36,598 | $2,150 | 0.1% | $56.12 | — | CONV PFD SER A | 872590203 |
| — | TESLA MTRS INC | 2,450,000 | $2,150 | 0.1% | $0.92 | — | NOTE 0.250% 3/0 | 88160rab7 |
| — | BROOKDALE SR LIVING INC | 1,539,000 | $2,143 | 0.1% | $1.19 | — | NOTE 2.750% 6/1 | 112463aa2 |
| BA | BOEING CO | 14,125 | $2,120 | 0.1% | $111.62 | +14.5% | COM | 097023105 |
| — | CEPHEID | 1,882,000 | $2,089 | 0.1% | $1.11 | — | DBCV 1.250% 2/0 | 15670rac1 |
| — | PHYSICIANS RLTY TR | 118,025 | $2,078 | 0.1% | $13.70 | — | COM | 71943U104 |
| SLM | SLM CORP | 222,950 | $2,069 | 0.1% | $10.09 | -6.9% | COM | 78442P106 |
| PPL | PPL CORP | 59,140 | $1,991 | 0.0% | $18.74 | +5.2% | COM | 69351T106 |
| — | MOLINA HEALTHCARE INC | 1,175,000 | $1,980 | 0.0% | $1.25 | — | NOTE 1.125% 1/1 | 60855rac4 |
| HLF | HERBALIFE LTD | 45,850 | $1,961 | 0.0% | $26.40 | -35.3% | COM USD SHS | G4412G101 |
| F | FORD MTR CO DEL | 120,900 | $1,951 | 0.0% | $12.80 | -31.0% | COM PAR $0.01 | 345370860 |
| — | TASER INTL INC | 80,000 | $1,929 | 0.0% | $16.68 | — | COM | 87651B104 |
| — | SERVICESOURCE INTL LLC | 2,566,000 | $1,918 | 0.0% | $0.76 | — | NOTE 1.500% 8/0 | 81763uab6 |
| — | MGM RESORTS INTERNATIONAL | 1,581,000 | $1,794 | 0.0% | $1.39 | — | NOTE 4.250% 4/1 | 55303qae0 |
| AKAM | AKAMAI TECHNOLOGIES INC | 25,100 | $1,783 | 0.0% | $66.10 | 0.0% | COM | 00971T101 |
| THRM | GENTHERM INC | 35,000 | $1,768 | 0.0% | $31.01 | +36.5% | COM | 37253A103 |
| — | SUNEDISON INC | 1,000,000 | $1,748 | 0.0% | $1.75 | — | NOTE 2.750% 1/0 | 86732yad1 |
| LOPE | GRAND CANYON ED INC | 40,000 | $1,732 | 0.0% | $36.12 | +24.1% | COM | 38526M106 |
| — | HEALTH CARE REIT INC | 25,101 | $1,713 | 0.0% | $63.20 | — | PFD PER CON I | 42217K601 |
| — | NEXTERA ENERGY INC | 28,360 | $1,625 | 0.0% | $57.30 | — | UNIT 09/01/2016 | 65339F861 |
| ROP | ROPER INDS INC NEW | 9,274 | $1,595 | 0.0% | $117.84 | +28.7% | COM | 776696106 |
| TXN | TEXAS INSTRS INC | 26,300 | $1,504 | 0.0% | $30.88 | +35.2% | COM | 882508104 |
| CSGS | CSG SYS INTL INC | 48,969 | $1,488 | 0.0% | $22.44 | 0.0% | COM | 126349109 |
| — | SERVICENOW INC | 1,204,000 | $1,478 | 0.0% | $1.14 | — | NOTE 11/0 | 81762pab8 |
| — | ELECTRONIC ARTS INC | 737,000 | $1,366 | 0.0% | $0.93 | — | NOTE 0.750% 7/1 | 285512aa7 |
| T | AT&T INC | 41,696 | $1,361 | 0.0% | $25.38 | -53.5% | COM | 00206R102 |
| — | MEAD JOHNSON NUTRITION CO | 13,539 | $1,361 | 0.0% | $98.13 | — | COM | 582839106 |
| — | BARRACUDA NETWORKS INC | 35,000 | $1,346 | 0.0% | $36.97 | — | COM | 068323104 |
| — | ISTAR FINL INC | 1,129,000 | $1,346 | 0.0% | $1.41 | — | NOTE 3.000%11/1 | 45031ubr1 |
| — | SEQUENOM INC | 1,254,000 | $1,327 | 0.0% | $1.03 | — | NOTE 5.000%10/0 | 817337ab4 |
| — | TESLA MTRS INC | 823,000 | $1,321 | 0.0% | $1.73 | — | NOTE 1.500% 6/0 | 88160raa9 |
| — | DYNEGY INC NEW DEL | 11,729 | $1,295 | 0.0% | $101.80 | — | PFD CONV SER A | 26817R207 |
| NXPI | NXP SEMICONDUCTORS N V | 12,761 | $1,281 | 0.0% | $78.27 | 0.0% | COM | N6596X109 |
| GILD | GILEAD SCIENCES INC | 13,000 | $1,276 | 0.0% | $69.63 | +1.3% | COM | 375558103 |
| — | FIBROGEN INC | 40,000 | $1,255 | 0.0% | $28.34 | — | COM | 31572Q808 |
| — | INFINERA CORPORATION | 752,000 | $1,246 | 0.0% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | AAC HLDGS INC | 40,000 | $1,223 | 0.0% | $30.74 | — | COM | 000307108 |
| AME | AMETEK INC NEW | 22,998 | $1,208 | 0.0% | $44.46 | +6.9% | COM | 031100100 |
| — | VERINT SYS INC | 1,003,000 | $1,171 | 0.0% | $1.09 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| NXST | NEXSTAR BROADCASTING GROUP I | 20,000 | $1,144 | 0.0% | $34.13 | +17.5% | CL A | 65336K103 |
| — | CARDTRONICS INC | 1,153,000 | $1,140 | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | MACQUARIE INFRASTR CO LLC | 957,000 | $1,138 | 0.0% | $1.14 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | GENERAL ELECTRIC CO | 45,849 | $1,138 | 0.0% | $26.15 | — | COM | 369604103 |
| — | PIONEER NAT RES CO | 6,944 | $1,135 | 0.0% | $178.07 | — | COM | 723787107 |
| — | STARWOOD PPTY TR INC | 957,000 | $1,103 | 0.0% | $1.10 | — | NOTE 4.000% 1/1 | 85571bab1 |
| — | AMERICAN EQTY INVT LIFE HLD | 37,768 | $1,100 | 0.0% | $26.38 | — | COM | 025676206 |
| NUS | NU SKIN ENTERPRISES INC | 18,250 | $1,099 | 0.0% | $40.97 | -13.0% | CL A | 67018T105 |
| — | CST BRANDS INC | 25,000 | $1,096 | 0.0% | $35.96 | — | COM | 12646R105 |
| — | UNITED TECHNOLOGIES CORP | 9,192 | $1,077 | 0.0% | $95.55 | — | COM | 913017109 |
| COP | CONOCOPHILLIPS | 17,250 | $1,074 | 0.0% | $57.68 | -21.0% | COM | 20825C104 |
| V | VISA INC | 16,288 | $1,065 | 0.0% | $56.87 | +7.8% | COM CL A | 92826C839 |
| — | HANGER INC | 46,396 | $1,053 | 0.0% | $29.16 | — | COM NEW | 41043F208 |
| TKR | TIMKEN CO | 24,900 | $1,049 | 0.0% | $47.57 | -12.8% | COM | 887389104 |
| — | WHOLE FOODS MKT INC | 20,000 | $1,042 | 0.0% | $38.10 | — | COM | 966837106 |
| AMG | AFFILIATED MANAGERS GROUP | 4,830 | $1,037 | 0.0% | $150.10 | +36.1% | COM | 008252108 |
| TSCO | TRACTOR SUPPLY CO | 12,127 | $1,032 | 0.0% | $68.44 | -79.2% | COM | 892356106 |
| — | PROSHARES TR II | 11,500 | $1,002 | 0.0% | $87.13 | — | ULSHT BLOOMB OIL | 74347W668 |
| M | MACYS INC | 15,130 | $982 | 0.0% | $62.51 | +3.0% | COM | 55616P104 |
| NTRS | NORTHERN TR CORP | 14,000 | $975 | 0.0% | $50.14 | +2.0% | COM | 665859104 |
| — | INCYTE CORP | 530,000 | $967 | 0.0% | $1.51 | — | NOTE 0.375%11/1 | 45337cam4 |
| CL | COLGATE PALMOLIVE CO | 13,950 | $967 | 0.0% | $45.91 | +16.9% | COM | 194162103 |
| — | SBA COMMUNICATIONS CORP | 8,074 | $945 | 0.0% | $83.55 | — | COM | 78388J106 |
| VNQ | VANGUARD INDEX FDS | 10,500 | $885 | 0.0% | $84.29 | — | REIT ETF | 922908553 |
| — | TOWERS WATSON & CO | 6,696 | $885 | 0.0% | $121.55 | — | CL A | 891894107 |
| HCA | HCA HOLDINGS INC | 11,695 | $880 | 0.0% | $34.13 | +95.6% | COM | 40412C101 |
| — | DU PONT E I DE NEMOURS & CO | 12,000 | $858 | 0.0% | $47.50 | — | COM | 263534109 |
| — | JDS UNIPHASE CORP | 825,000 | $853 | 0.0% | $1.00 | — | DBCV 0.625% 8/1 | 46612jaf8 |
| — | AVOLON HLDGS LTD | 40,000 | $852 | 0.0% | $21.30 | — | COM | G52237107 |
| — | HILTON WORLDWIDE HLDGS INC | 28,227 | $836 | 0.0% | $29.62 | — | COM | 43300A104 |
| EA | ELECTRONIC ARTS INC | 14,200 | $835 | 0.0% | $14.52 | +260.9% | COM | 285512109 |
| LGIH | LGI HOMES INC | 50,000 | $833 | 0.0% | $17.04 | -17.6% | COM | 50187T106 |
| SIG | SIGNET JEWELERS LIMITED | 5,993 | $832 | 0.0% | $99.96 | +1.0% | SHS | G81276100 |
| CIEN | CIENA CORP | 43,000 | $830 | 0.0% | $23.23 | -14.2% | COM NEW | 171779309 |
| HEI | HEICO CORP NEW | 13,250 | $809 | 0.0% | $27.02 | +14.1% | COM | 422806109 |
| — | ACORDA THERAPEUTICS INC | 791,000 | $809 | 0.0% | $1.03 | — | NOTE 1.750% 6/1 | 00484maa4 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $793 | 0.0% | $19.20 | -21.8% | COM | 15189T107 |
| FCX | FREEPORT-MCMORAN INC | 41,601 | $788 | 0.0% | $33.71 | -47.7% | CL B | 35671D857 |
| — | L BRANDS INC | 8,138 | $767 | 0.0% | $55.13 | — | COM | 501797104 |
| — | AVAGO TECHNOLOGIES LTD | 5,993 | $761 | 0.0% | $64.43 | — | SHS | Y0486S104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,650 | $759 | 0.0% | $124.72 | 0.0% | COM | 883556102 |
| — | ADEPTUS HEALTH INC | 15,000 | $753 | 0.0% | $37.37 | — | CL A | 006855100 |
| IWO | ISHARES TR | 4,930 | $747 | 0.0% | $129.33 | — | RUS 2000 GRW ETF | 464287648 |
| — | J2 GLOBAL INC | 628,000 | $724 | 0.0% | $1.02 | — | NOTE 3.250% 6/1 | 48123vac6 |
| META | FACEBOOK INC | 8,680 | $714 | 0.0% | $73.91 | +5.3% | CL A | 30303M102 |
| — | OMNICARE INC | 8,770 | $676 | 0.0% | $72.94 | — | COM | 681904108 |
| — | SENSATA TECHNOLOGIES HLDG NV | 11,505 | $661 | 0.0% | $40.48 | — | SHS | N7902X106 |
| — | MONMOUTH REAL ESTATE INVT CO | 57,391 | $638 | 0.0% | $10.32 | — | CL A | 609720107 |
| PRGO | PERRIGO CO PLC | 3,838 | $635 | 0.0% | $157.83 | +1.1% | SHS | G97822103 |
| — | CALLIDUS SOFTWARE INC | 50,000 | $634 | 0.0% | $13.34 | — | COM | 13123E500 |
| — | CIVITAS SOLUTIONS INC | 30,000 | $628 | 0.0% | $17.03 | — | COM | 17887R102 |
| — | SPIRIT AEROSYSTEMS HLDGS INC | 12,000 | $627 | 0.0% | $39.46 | — | COM CL A | 848574109 |
| HXL | HEXCEL CORP NEW | 12,000 | $617 | 0.0% | $39.43 | +16.3% | COM | 428291108 |
| PPG | PPG INDS INC | 2,730 | $616 | 0.0% | $118.30 | -20.2% | COM | 693506107 |
| EXPE | EXPEDIA INC DEL | 6,433 | $606 | 0.0% | $83.75 | 0.0% | COM NEW | 30212P303 |
| — | ROCK-TENN CO | 9,380 | $605 | 0.0% | $64.50 | — | CL A | 772739207 |
| FSLR | FIRST SOLAR INC | 10,000 | $598 | 0.0% | $59.32 | -13.4% | COM | 336433107 |
| CMG | CHIPOTLE MEXICAN GRILL INC | 900 | $585 | 0.0% | $13.65 | 0.0% | COM | 169656105 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 2,447 | $571 | 0.0% | $35.28 | +11.2% | COM | 45866F104 |
| — | APACHE CORP | 9,428 | $569 | 0.0% | $85.13 | — | COM | 037411105 |
| IBM | INTERNATIONAL BUSINESS MACHS | 3,347 | $537 | 0.0% | $143.85 | -32.9% | COM | 459200101 |
| — | DIPLOMAT PHARMACY INC | 15,000 | $519 | 0.0% | $34.60 | — | COM | 25456K101 |
| — | CALIFORNIA RES CORP | 65,981 | $502 | 0.0% | $5.72 | — | COM | 13057Q107 |
| A | AGILENT TECHNOLOGIES INC | 12,032 | $500 | 0.0% | $31.78 | +16.5% | COM | 00846U101 |
| FARM | FARMER BROS CO | 20,000 | $495 | 0.0% | $16.07 | +65.9% | COM | 307675108 |
| — | USA TECHNOLOGIES INC | 175,000 | $481 | 0.0% | $2.75 | — | COM NO PAR | 90328S500 |
| — | PERCEPTRON INC | 35,000 | $473 | 0.0% | $13.51 | — | COM | 71361F100 |
| ALK | ALASKA AIR GROUP INC | 7,000 | $463 | 0.0% | $59.43 | 0.0% | COM | 011659109 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $457 | 0.0% | $55.52 | -21.3% | COM | 209115104 |
| — | VIRGIN AMER INC | 15,000 | $456 | 0.0% | $30.40 | — | COM VTG | 92765X208 |
| ABBV | ABBVIE INC | 7,650 | $448 | 0.0% | $39.43 | -1.5% | COM | 00287Y109 |
| I 5.75 05/01/16 A | INTELSAT S A | 12,188 | $440 | 0.0% | $251.10 | — | MAN CONV JR PFD | L5140P119 |
| — | STREAMLINE HEALTH SOLUTIONS | 122,500 | $435 | 0.0% | $5.74 | — | COM | 86323X106 |
| GTIM | GOOD TIMES RESTAURANTS INC | 60,000 | $431 | 0.0% | $7.65 | 0.0% | COM PAR $.001NEW | 382140879 |
| JBLU | JETBLUE AIRWAYS CORP | 22,150 | $426 | 0.0% | $13.97 | +21.9% | COM | 477143101 |
| VRTX | VERTEX PHARMACEUTICALS INC | 3,593 | $424 | 0.0% | $73.64 | +62.7% | COM | 92532F100 |
| QTWO | Q2 HLDGS INC | 20,000 | $423 | 0.0% | $19.72 | 0.0% | COM | 74736L109 |
| — | HAWAIIAN HOLDINGS INC | 19,077 | $420 | 0.0% | $22.02 | — | COM | 419879101 |
| NFLX | NETFLIX INC | 1,004 | $418 | 0.0% | $6.45 | -6.0% | COM | 64110L106 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 350,000 | $406 | 0.0% | $1.11 | — | NOTE 0.750% 8/1 | 87157baa1 |
| AFL | AFLAC INC | 6,300 | $403 | 0.0% | $52.76 | -55.3% | COM | 001055102 |
| — | CAMERON INTERNATIONAL CORP | 8,855 | $400 | 0.0% | $59.10 | — | COM | 13342B105 |
| — | GOOGLE INC | 714 | $396 | 0.0% | $737.73 | — | CL A | 38259P508 |
| — | FIREEYE INC | 10,038 | $394 | 0.0% | $31.58 | — | COM | 31816Q101 |
| — | AGL RES INC | 7,700 | $382 | 0.0% | $49.61 | — | COM | 001204106 |
| — | ALEXION PHARMACEUTICALS INC | 2,201 | $381 | 0.0% | $93.61 | — | COM | 015351109 |
| CTRA | CABOT OIL & GAS CORP | 12,862 | $380 | 0.0% | $25.93 | -20.8% | COM | 127097103 |
| PCRX | PACIRA PHARMACEUTICALS INC | 4,250 | $378 | 0.0% | $101.46 | 0.0% | COM | 695127100 |
| — | POPEYES LA KITCHEN INC | 6,000 | $359 | 0.0% | $59.83 | — | COM | 732872106 |
| — | INFOBLOX INC | 15,000 | $358 | 0.0% | $23.87 | — | COM | 45672H104 |
| WSM | WILLIAMS SONOMA INC | 4,448 | $355 | 0.0% | $21.04 | +45.9% | COM | 969904101 |
| — | GOOGLE INC | 634 | $347 | 0.0% | $575.49 | — | CL C | 38259P706 |
| DIS | DISNEY WALT CO | 3,296 | $346 | 0.0% | $84.42 | +8.8% | COM DISNEY | 254687106 |
| MTUS | TIMKENSTEEL CORP | 12,450 | $330 | 0.0% | $45.14 | -35.8% | COM | 887399103 |
| WFC | WELLS FARGO & CO NEW | 6,055 | $329 | 0.0% | $31.26 | +27.5% | COM | 949746101 |
| ESBA | EMPIRE ST RLTY OP L P | 16,862 | $313 | 0.0% | $17.49 | — | UNIT LTD PRTNSP | 292102100 |
| MSFT | MICROSOFT CORP | 7,455 | $303 | 0.0% | $30.09 | +23.8% | COM | 594918104 |
| — | MODEL N INC | 25,000 | $299 | 0.0% | $11.96 | — | COM | 607525102 |
| CURE | DIREXION SHS ETF TR | 2,000 | $294 | 0.0% | $147.00 | — | HEALTHCARE BUL | 25459Y876 |
| FTNT | FORTINET INC | 8,000 | $280 | 0.0% | $6.53 | 0.0% | COM | 34959E109 |
| NVS | NOVARTIS A G | 2,796 | $276 | 0.0% | $98.71 | — | SPONSORED ADR | 66987V109 |
| — | YRC WORLDWIDE INC | 15,000 | $269 | 0.0% | $22.50 | — | COM PAR $.01 | 984249607 |
| MAS | MASCO CORP | 10,000 | $267 | 0.0% | $16.70 | +15.7% | COM | 574599106 |
| PEP | PEPSICO INC | 2,600 | $249 | 0.0% | $69.70 | 0.0% | COM | 713448108 |
| UPS | UNITED PARCEL SERVICE INC | 2,400 | $233 | 0.0% | $69.40 | 0.0% | CL B | 911312106 |
| SLB | SCHLUMBERGER LTD | 2,642 | $220 | 0.0% | $60.33 | +1.7% | COM | 806857108 |
| — | COBALT INTL ENERGY INC | 21,950 | $207 | 0.0% | $8.90 | — | COM | 19075F106 |
| — | BLACKSTONE GROUP L P | 5,195 | $202 | 0.0% | $38.88 | — | COM UNIT LTD | 09253U108 |
| — | NAVIOS MARITIME PARTNERS L P | 18,000 | $201 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $176 | 0.0% | $11.07 | — | COM | 46146L101 |
| UPLD | UPLAND SOFTWARE INC | 25,000 | $175 | 0.0% | $7.78 | 0.0% | COM | 91544A109 |
| — | NAVIOS MARITIME HOLDINGS INC | 40,000 | $167 | 0.0% | $3.38 | — | COM | Y62196103 |
| BAC | BANK AMER CORP | 10,100 | $155 | 0.0% | $11.60 | +9.9% | COM | 060505104 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $19 | 0.0% | $0.63 | — | COM PAR $ .01 | 696077403 |