Location: Fort Lee, NJ
CIK: 0001009006 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Oct 29, 2015
Total Value: $3.394B (85.5% shares, 14.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | JARDEN CORP | 1,113,000 | $54.4M | 1.6% | $48.75 | — | COM | 471109108 |
| — | QLIK TECHNOLOGIES INC | 1,356,810 | $49.46M | 1.5% | $27.44 | — | COM | 74733T105 |
| — | CORNERSTONE ONDEMAND INC | 1,490,717 | $49.19M | 1.4% | $35.16 | — | COM | 21925Y103 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 580,891 | $38.5M | 1.1% | $32.00 | +140.4% | COM | 00404A109 |
| — | IMPERVA INC | 584,566 | $38.28M | 1.1% | $35.18 | — | COM | 45321L100 |
| — | GENESEE & WYO INC | 604,058 | $35.69M | 1.1% | $78.67 | — | CL A | 371559105 |
| MD | MEDNAX INC | 439,582 | $33.76M | 1.0% | $49.85 | +61.9% | COM | 58502B106 |
| RJF | RAYMOND JAMES FINANCIAL INC | 646,182 | $32.07M | 0.9% | $37.11 | -14.4% | COM | 754730109 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 419,835 | $29.41M | 0.9% | $22.26 | +51.6% | COM | 78467J100 |
| ICLR | ICON PLC | 407,405 | $28.91M | 0.9% | $31.38 | +139.9% | SHS | G4705A100 |
| — | PRIVATEBANCORP INC | 700,174 | $26.84M | 0.8% | $36.81 | — | COM | 742962103 |
| — | ENDOLOGIX INC | 2,149,949 | $26.36M | 0.8% | $13.54 | — | COM | 29266S106 |
| — | POLYONE CORP | 880,744 | $25.84M | 0.8% | $32.99 | — | COM | 73179P106 |
| — | GREATBATCH INC | 431,077 | $24.32M | 0.7% | $46.91 | — | COM | 39153L106 |
| IDA | IDACORP INC | 369,765 | $23.93M | 0.7% | $44.10 | +36.7% | COM | 451107106 |
| AAPL | APPLE INC | 213,796 | $23.58M | 0.7% | $75.86 | -65.3% | COM | 037833100 |
| LKQ | LKQ CORP | 831,302 | $23.58M | 0.7% | $21.28 | +28.5% | COM | 501889208 |
| — | HUNTINGTON BANCSHARES INC | 17,604 | $23.4M | 0.7% | $1268.20 | — | PFD CONV SER A | 446150401 |
| BLKB | BLACKBAUD INC | 408,922 | $22.95M | 0.7% | $25.61 | +122.1% | COM | 09227Q100 |
| RNST | RENASANT CORP | 695,774 | $22.86M | 0.7% | $28.76 | +11.7% | COM | 75970E107 |
| — | TEAM HEALTH HOLDINGS INC | 419,160 | $22.65M | 0.7% | $50.71 | — | COM | 87817A107 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 23,895 | $22.58M | 0.7% | $1038.71 | — | PFD CONV SER A | G0177J116 |
| — | CYRUSONE INC | 690,875 | $22.56M | 0.7% | $22.95 | — | COM | 23283R100 |
| PAYC | PAYCOM SOFTWARE INC | 620,726 | $22.29M | 0.7% | $34.12 | +4.2% | COM | 70432V102 |
| — | PROOFPOINT INC | 363,162 | $21.91M | 0.6% | $26.97 | — | COM | 743424103 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 563,829 | $21.51M | 0.6% | $40.75 | -17.8% | COM | 03820C105 |
| HEI/A | HEICO CORP NEW | 473,332 | $21.49M | 0.6% | $26.35 | -12.8% | CL A | 422806208 |
| ACAD | ACADIA PHARMACEUTICALS INC | 640,552 | $21.18M | 0.6% | $12.92 | +222.1% | COM | 004225108 |
| — | BIOMED REALTY TRUST INC | 1,049,455 | $20.97M | 0.6% | $19.45 | — | COM | 09063H107 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 324,522 | $20.85M | 0.6% | $42.14 | +46.4% | COM | 109194100 |
| HCSG | HEALTHCARE SVCS GRP INC | 611,805 | $20.62M | 0.6% | $24.03 | +40.7% | COM | 421906108 |
| — | FCB FINL HLDGS INC | 628,530 | $20.5M | 0.6% | $30.25 | — | CL A | 30255G103 |
| — | BANK OF THE OZARKS INC | 458,701 | $20.07M | 0.6% | $41.59 | — | COM | 063904106 |
| — | MICROSEMI CORP | 600,219 | $19.7M | 0.6% | $21.60 | — | COM | 595137100 |
| — | WEST CORP | 863,229 | $19.34M | 0.6% | $25.01 | — | COM | 952355204 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 253,717 | $19.22M | 0.6% | $37.89 | +122.0% | COM | 75689M101 |
| GIII | G-III APPAREL GROUP LTD | 309,911 | $19.11M | 0.6% | $50.82 | +34.6% | COM | 36237H101 |
| ODFL | OLD DOMINION FGHT LINES INC | 308,683 | $18.83M | 0.6% | $33.93 | -35.6% | COM | 679580100 |
| — | WELLS FARGO & CO NEW | 15,678 | $18.37M | 0.5% | $392.14 | — | PERP PFD CNV A | 949746804 |
| — | LAZARD LTD | 404,465 | $17.51M | 0.5% | $38.78 | — | SHS A | G54050102 |
| — | ON ASSIGNMENT INC | 465,137 | $17.16M | 0.5% | $33.75 | — | COM | 682159108 |
| EVR | EVERCORE PARTNERS INC | 335,241 | $16.84M | 0.5% | $36.81 | +18.6% | CLASS A | 29977A105 |
| APH | AMPHENOL CORP NEW | 324,059 | $16.51M | 0.5% | $37.20 | -67.3% | CL A | 032095101 |
| — | SPARTANNASH CO | 623,797 | $16.13M | 0.5% | $21.17 | — | COM | 847215100 |
| DXCM | DEXCOM INC | 187,256 | $16.08M | 0.5% | $12.55 | +77.7% | COM | 252131107 |
| — | HANESBRANDS INC | 551,553 | $15.96M | 0.5% | $47.84 | — | COM | 410345102 |
| — | CORELOGIC INC | 426,292 | $15.87M | 0.5% | $31.70 | — | COM | 21871D103 |
| CNC | CENTENE CORP DEL | 291,969 | $15.83M | 0.5% | $32.66 | +2.5% | COM | 15135B101 |
| PLCE | CHILDRENS PL INC | 274,443 | $15.83M | 0.5% | $51.17 | +17.5% | COM | 168905107 |
| GWRE | GUIDEWIRE SOFTWARE INC | 299,684 | $15.76M | 0.5% | $52.60 | +5.2% | COM | 40171V100 |
| — | WELLCARE HEALTH PLANS INC | 182,644 | $15.74M | 0.5% | $53.26 | — | COM | 94946T106 |
| SNA | SNAP ON INC | 103,127 | $15.57M | 0.5% | $125.54 | +0.1% | COM | 833034101 |
| — | FRONTIER COMMUNICATIONS CORP | 163,729 | $15.32M | 0.5% | $97.18 | — | PFD CONV SER-A | 35906A207 |
| — | WAGEWORKS INC | 339,076 | $15.29M | 0.5% | $31.40 | — | COM | 930427109 |
| MLI | MUELLER INDS INC | 516,234 | $15.27M | 0.4% | $23.97 | -46.6% | COM | 624756102 |
| RLI | RLI CORP | 281,816 | $15.09M | 0.4% | $15.92 | +16.7% | COM | 749607107 |
| — | SVB FINL GROUP | 130,390 | $15.06M | 0.4% | $68.85 | — | COM | 78486Q101 |
| TXRH | TEXAS ROADHOUSE INC | 404,511 | $15.05M | 0.4% | $19.73 | +61.0% | COM | 882681109 |
| EEFT | EURONET WORLDWIDE INC | 200,871 | $14.88M | 0.4% | $47.73 | +40.2% | COM | 298736109 |
| — | EDUCATION RLTY TR INC | 443,457 | $14.61M | 0.4% | $35.81 | — | COM NEW | 28140H203 |
| — | NOVELLUS SYS INC | 7,409,000 | $14.52M | 0.4% | $1.73 | — | NOTE 2.625% 5/1 | 670008ad3 |
| BURL | BURLINGTON STORES INC | 282,811 | $14.44M | 0.4% | $53.50 | -0.2% | COM | 122017106 |
| — | BERRY PLASTICS GROUP INC | 473,085 | $14.23M | 0.4% | $23.75 | — | COM | 08579W103 |
| — | TEVA PHARMACEUTICAL FIN LLC | 10,357,000 | $14.07M | 0.4% | $1.35 | — | DBCV 0.250% 2/0 | 88163vae9 |
| — | REALPAGE INC | 846,264 | $14.06M | 0.4% | $20.74 | — | COM | 75606N109 |
| ACIW | ACI WORLDWIDE INC | 660,144 | $13.94M | 0.4% | $25.17 | -10.4% | COM | 004498101 |
| FULT | FULTON FINL CORP PA | 1,151,025 | $13.93M | 0.4% | $8.63 | -1.4% | COM | 360271100 |
| — | TYSON FOODS INC | 266,096 | $13.87M | 0.4% | $52.99 | — | UNIT 99/99/9999 | 902494301 |
| HURN | HURON CONSULTING GROUP INC | 218,400 | $13.66M | 0.4% | $41.22 | +73.7% | COM | 447462102 |
| BKE | BUCKLE INC | 368,236 | $13.61M | 0.4% | $32.68 | -55.8% | COM | 118440106 |
| MLKN | MILLER HERMAN INC | 471,184 | $13.59M | 0.4% | $21.76 | +0.3% | COM | 600544100 |
| — | SOLERA HOLDINGS INC | 246,447 | $13.31M | 0.4% | $55.66 | — | COM | 83421A104 |
| WLY | WILEY JOHN & SONS INC | 264,295 | $13.22M | 0.4% | $37.16 | +2.1% | CL A | 968223206 |
| — | DIAMOND RESORTS INTL INC | 561,763 | $13.14M | 0.4% | $23.39 | — | COM | 25272T104 |
| — | HMS HLDGS CORP | 1,485,777 | $13.03M | 0.4% | $21.83 | — | COM | 40425J101 |
| LFUS | LITTELFUSE INC | 138,013 | $12.58M | 0.4% | $83.61 | +8.9% | COM | 537008104 |
| — | MAGELLAN HEALTH INC | 223,090 | $12.37M | 0.4% | $52.02 | — | COM NEW | 559079207 |
| — | HCC INS HLDGS INC | 157,891 | $12.23M | 0.4% | $37.74 | — | COM | 404132102 |
| KWR | QUAKER CHEM CORP | 158,391 | $12.21M | 0.4% | $78.57 | +5.2% | COM | 747316107 |
| — | ANTHEM INC | 251,796 | $12.2M | 0.4% | $50.21 | — | UNIT 05/01/20188 | 036752202 |
| — | MEDICINES CO | 8,365,000 | $12.15M | 0.4% | $1.30 | — | DBCV 1.375% 6/0 | 584688ac9 |
| JPM | JPMORGAN CHASE & CO | 195,468 | $11.92M | 0.4% | $42.67 | +16.3% | COM | 46625H100 |
| — | INTEGRA LIFESCIENCES HLDGS C | 10,009,000 | $11.91M | 0.4% | $1.19 | — | NOTE 1.625%12/1 | 457985ak5 |
| — | RITCHIE BROS AUCTIONEERS | 457,937 | $11.85M | 0.3% | $24.26 | — | COM | 767744105 |
| RGEN | REPLIGEN CORP | 424,142 | $11.81M | 0.3% | $27.18 | +33.0% | COM | 759916109 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 79,631 | $11.73M | 0.3% | $55.12 | +73.1% | COM | 22410J106 |
| DHR | DANAHER CORP DEL | 136,034 | $11.59M | 0.3% | $40.29 | -10.6% | COM | 235851102 |
| — | AIRTRAN HLDGS INC | 4,287,000 | $11.56M | 0.3% | $2.92 | — | NOTE 5.250%11/0 | 00949pad0 |
| — | RUDOLPH TECHNOLOGIES INC | 927,864 | $11.55M | 0.3% | $13.34 | — | COM | 781270103 |
| — | PALO ALTO NETWORKS INC | 7,077,000 | $11.55M | 0.3% | $1.63 | — | NOTE 7/0 | 697435ab1 |
| — | INTEGRATED DEVICE TECHNOLOGY | 564,675 | $11.46M | 0.3% | $21.43 | — | COM | 458118106 |
| MO | ALTRIA GROUP INC | 210,375 | $11.44M | 0.3% | $28.85 | -6.4% | COM | 02209S103 |
| SXT | SENSIENT TECHNOLOGIES CORP | 185,658 | $11.38M | 0.3% | $41.09 | +60.0% | COM | 81725T100 |
| EXR | EXTRA SPACE STORAGE INC | 146,067 | $11.27M | 0.3% | $49.78 | 0.0% | COM | 30225T102 |
| SM | SM ENERGY CO | 346,011 | $11.09M | 0.3% | $51.99 | -37.9% | COM | 78454L100 |
| — | HD SUPPLY HLDGS INC | 385,247 | $11.03M | 0.3% | $29.26 | — | COM | 40416M105 |
| CIEN | CIENA CORP | 531,784 | $11.02M | 0.3% | $23.24 | +0.0% | COM NEW | 171779309 |
| — | NIC INC | 615,007 | $10.89M | 0.3% | $16.78 | — | COM | 62914B100 |
| KHC | KRAFT HEINZ CO | 152,801 | $10.79M | 0.3% | $47.82 | 0.0% | COM | 500754106 |
| — | RYLAND GROUP INC | 7,823,000 | $10.78M | 0.3% | $1.44 | — | NOTE 1.625% 5/1 | 783764aq6 |
| OHI | OMEGA HEALTHCARE INVS INC | 306,660 | $10.78M | 0.3% | $28.90 | — | COM | 681936100 |
| DECK | DECKERS OUTDOOR CORP | 185,198 | $10.75M | 0.3% | $24.05 | -53.6% | COM | 243537107 |
| TDY | TELEDYNE TECHNOLOGIES INC | 118,907 | $10.74M | 0.3% | $66.78 | +51.4% | COM | 879360105 |
| — | IBERIABANK CORP | 184,360 | $10.73M | 0.3% | $52.31 | — | COM | 450828108 |
| — | FIDELITY NATIONAL FINANCIAL | 5,459,000 | $10.73M | 0.3% | $1.42 | — | NOTE 4.250% 8/1 | 31620rae5 |
| BCC | BOISE CASCADE CO DEL | 421,659 | $10.63M | 0.3% | $19.36 | +10.6% | COM | 09739D100 |
| — | ENVISION HEALTHCARE HLDGS IN | 287,377 | $10.57M | 0.3% | $35.43 | — | COM | 29413U103 |
| GPI | GROUP 1 AUTOMOTIVE INC | 123,917 | $10.55M | 0.3% | $77.71 | +15.8% | COM | 398905109 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 137,419 | $10.52M | 0.3% | $57.13 | +65.1% | CL A | 989207105 |
| — | CORESITE RLTY CORP | 204,500 | $10.52M | 0.3% | $28.77 | — | COM | 21870Q105 |
| CGNX | COGNEX CORP | 303,993 | $10.45M | 0.3% | $16.91 | +8.2% | COM | 192422103 |
| — | GREENBRIER COS INC | 9,608,000 | $10.38M | 0.3% | $1.50 | — | NOTE 3.500% 4/0 | 393657ah4 |
| — | LIGAND PHARMACEUTICALS INC | 8,000,000 | $10.35M | 0.3% | $1.29 | — | NOTE 0.750% 8/1 | 53220kad0 |
| — | INFINERA CORPORATION | 527,842 | $10.32M | 0.3% | $19.56 | — | COM | 45667G103 |
| — | ON SEMICONDUCTOR CORP | 9,173,000 | $10.23M | 0.3% | $1.16 | — | NOTE 2.625%12/1 | 682189ah8 |
| — | K12 INC | 822,146 | $10.23M | 0.3% | $16.93 | — | COM | 48273U102 |
| PB | PROSPERITY BANCSHARES INC | 205,935 | $10.11M | 0.3% | $41.63 | -5.5% | COM | 743606105 |
| PKG | PACKAGING CORP AMER | 168,022 | $10.11M | 0.3% | $38.47 | +27.1% | COM | 695156109 |
| BKU | BANKUNITED INC | 279,661 | $9.998M | 0.3% | $22.39 | +18.1% | COM | 06652K103 |
| — | AKORN INC | 349,578 | $9.965M | 0.3% | $47.00 | — | COM | 009728106 |
| CAL | CALERES INC | 326,337 | $9.963M | 0.3% | $26.96 | +3.5% | COM | 129500104 |
| JACK | JACK IN THE BOX INC | 129,137 | $9.949M | 0.3% | $67.42 | +26.5% | COM | 466367109 |
| VOD | VODAFONE GROUP PLC NEW | 309,781 | $9.832M | 0.3% | $35.96 | — | SPNSR ADR NO PAR | 92857W308 |
| WABC | WESTAMERICA BANCORPORATION | 221,017 | $9.822M | 0.3% | $39.40 | -13.4% | COM | 957090103 |
| — | ANACOR PHARMACEUTICALS INC | 83,263 | $9.801M | 0.3% | $117.71 | — | COM | 032420101 |
| PTC | PTC INC | 308,534 | $9.793M | 0.3% | $24.00 | +49.1% | COM | 69370C100 |
| SMTC | SEMTECH CORP | 634,789 | $9.585M | 0.3% | $27.58 | -37.7% | COM | 816850101 |
| GCO | GENESCO INC | 166,330 | $9.492M | 0.3% | $71.72 | -13.4% | COM | 371532102 |
| MIDD | MIDDLEBY CORP | 89,918 | $9.458M | 0.3% | $86.02 | +33.9% | COM | 596278101 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 236,658 | $9.417M | 0.3% | $44.95 | +7.5% | COM | 64125C109 |
| — | WHITEWAVE FOODS CO | 233,452 | $9.373M | 0.3% | $37.10 | — | COM | 966244105 |
| RGP | RESOURCES CONNECTION INC | 617,238 | $9.302M | 0.3% | $13.18 | +20.3% | COM | 76122Q105 |
| PM | PHILIP MORRIS INTL INC | 114,628 | $9.093M | 0.3% | $70.77 | -30.9% | COM | 718172109 |
| WWD | WOODWARD INC | 222,058 | $9.038M | 0.3% | $37.87 | +16.5% | COM | 980745103 |
| — | VECTOR GROUP LTD | 6,000,000 | $9.014M | 0.3% | $1.48 | — | FRNT 1/1 | 92240may4 |
| — | STARWOOD PPTY TR INC | 9,038,000 | $8.996M | 0.3% | $1.01 | — | NOTE 3.750%10/1 | 85571bac9 |
| BRKR | BRUKER CORP | 541,817 | $8.902M | 0.3% | $15.64 | +19.3% | COM | 116794108 |
| — | NUVASIVE INC | 6,924,000 | $8.818M | 0.3% | $1.27 | — | NOTE 2.750% 7/0 | 670704ac9 |
| FTNT | FORTINET INC | 206,389 | $8.767M | 0.3% | $8.74 | +1.3% | COM | 34959E109 |
| — | HARMAN INTL INDS INC | 90,669 | $8.703M | 0.3% | $82.57 | — | COM | 413086109 |
| MDLZ | MONDELEZ INTL INC | 207,300 | $8.68M | 0.3% | $25.31 | +34.4% | CL A | 609207105 |
| — | INTERVAL LEISURE GROUP INC | 471,678 | $8.66M | 0.3% | $22.79 | — | COM | 46113M108 |
| — | ULTIMATE SOFTWARE GROUP INC | 48,116 | $8.613M | 0.3% | $148.79 | — | COM | 90385D107 |
| — | EQUINIX INC | 2,500,000 | $8.55M | 0.3% | $2.35 | — | NOTE 4.750% 6/1 | 29444uah9 |
| MOH | MOLINA HEALTHCARE INC | 122,523 | $8.436M | 0.2% | $46.38 | +59.9% | COM | 60855R100 |
| — | SANDISK CORP | 6,747,000 | $8.383M | 0.2% | $1.39 | — | NOTE 1.500% 8/1 | 80004cad3 |
| BCPC | BALCHEM CORP | 136,189 | $8.276M | 0.2% | $57.07 | -4.3% | COM | 057665200 |
| JNJ | JOHNSON & JOHNSON | 88,325 | $8.245M | 0.2% | $68.41 | +5.9% | COM | 478160104 |
| — | AETNA INC NEW | 75,022 | $8.208M | 0.2% | $48.25 | — | COM | 00817Y108 |
| NMFC | NEW MTN FIN CORP | 600,610 | $8.162M | 0.2% | $12.12 | -60.2% | COM | 647551100 |
| — | MICRON TECHNOLOGY INC | 9,600,000 | $8.129M | 0.2% | $1.17 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | PROOFPOINT INC | 4,980,000 | $8.104M | 0.2% | $1.40 | — | NOTE 1.250%12/1 | 743424ab9 |
| CFR | CULLEN FROST BANKERS INC | 126,694 | $8.055M | 0.2% | $53.47 | -6.2% | COM | 229899109 |
| — | XPO LOGISTICS INC | 5,279,000 | $7.987M | 0.2% | $1.56 | — | NOTE 4.500%10/0 | 983793aa8 |
| ALK | ALASKA AIR GROUP INC | 100,310 | $7.97M | 0.2% | $68.15 | +3.2% | COM | 011659109 |
| PFE | PFIZER INC | 252,069 | $7.917M | 0.2% | $16.97 | +21.4% | COM | 717081103 |
| MTSI | MA COM TECHNOLOGY SOLUTIONS | 270,635 | $7.846M | 0.2% | $34.58 | -8.8% | COM | 55405Y100 |
| — | MOLINA HEALTHCARE INC | 6,000,000 | $7.815M | 0.2% | $1.14 | — | DBCV 1.625% 8/1 | 60855rad2 |
| SPY | SPDR S&P 500 ETF TR | 40,500 | $7.761M | 0.2% | $191.63 | — | TR UNIT | 78462F103 |
| — | ALERE INC | 23,559 | $7.721M | 0.2% | $252.05 | — | PERP PFD CONV SE | 01449J204 |
| ZTS | ZOETIS INC | 186,092 | $7.663M | 0.2% | $29.96 | +42.7% | CL A | 98978V103 |
| — | SALESFORCE COM INC | 6,247,000 | $7.645M | 0.2% | $1.15 | — | NOTE 0.250% 4/0 | 79466lad6 |
| CMC | COMMERCIAL METALS CO | 561,905 | $7.614M | 0.2% | $14.78 | -16.4% | COM | 201723103 |
| MNRO | MONRO MUFFLER BRAKE INC | 112,645 | $7.609M | 0.2% | $53.42 | +19.7% | COM | 610236101 |
| — | VERIFONE SYS INC | 273,461 | $7.583M | 0.2% | $31.29 | — | COM | 92342Y109 |
| OIS | OIL STS INTL INC | 288,340 | $7.534M | 0.2% | $53.59 | -44.8% | COM | 678026105 |
| — | B/E AEROSPACE INC | 171,045 | $7.509M | 0.2% | $57.60 | — | COM | 073302101 |
| — | ZENDESK INC | 380,966 | $7.509M | 0.2% | $22.60 | — | COM | 98936J101 |
| — | AMSURG CORP | 50,000 | $7.412M | 0.2% | $139.00 | — | PFD CNV SR A-1 % | 03232P504 |
| — | ALBANY MOLECULAR RESH INC | 6,000,000 | $7.403M | 0.2% | $1.30 | — | NOTE 2.250%11/1 | 012423ab5 |
| — | PRICELINE GRP INC | 5,200,000 | $7.315M | 0.2% | $1.13 | — | NOTE 1.000% 3/1 | 741503aq9 |
| — | AIR METHODS CORP | 214,310 | $7.306M | 0.2% | $40.65 | — | COM PAR $.06 | 009128307 |
| — | ECHO GLOBAL LOGISTICS INC | 8,076,000 | $7.238M | 0.2% | $1.07 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | LUXOTTICA GROUP S P A | 103,400 | $7.164M | 0.2% | $43.44 | — | SPONSORED ADR | 55068R202 |
| — | STANDARD PAC CORP NEW | 6,159,000 | $7.114M | 0.2% | $1.23 | — | NOTE 1.250% 8/0 | 85375cbc4 |
| — | CROWN CASTLE INTL CORP NEW | 69,448 | $7.077M | 0.2% | $102.35 | — | CNV PFD STK SR A | 22822V200 |
| WAB | WABTEC CORP | 80,310 | $7.071M | 0.2% | $71.48 | +25.7% | COM | 929740108 |
| RLJ | RLJ LODGING TR | 278,624 | $7.041M | 0.2% | $31.06 | — | COM | 74965L101 |
| ATRC | ATRICURE INC | 318,564 | $6.98M | 0.2% | $20.29 | +23.1% | COM | 04963C209 |
| — | VERISIGN INC | 3,333,000 | $6.958M | 0.2% | $1.86 | — | SDCV 3.250% 8/1 | 92343ead4 |
| CSL | CARLISLE COS INC | 78,624 | $6.87M | 0.2% | $71.30 | +22.9% | COM | 142339100 |
| — | MOBILEYE N V AMSTELVEEN | 148,309 | $6.745M | 0.2% | $46.46 | — | ORD SHS | N51488117 |
| — | ALBANY MOLECULAR RESH INC | 385,057 | $6.708M | 0.2% | $19.09 | — | COM | 012423109 |
| UNP | UNION PAC CORP | 75,320 | $6.659M | 0.2% | $76.04 | -5.1% | COM | 907818108 |
| ALKS | ALKERMES PLC | 112,889 | $6.623M | 0.2% | $49.73 | +32.8% | SHS | G01767105 |
| — | SHUTTERFLY INC | 7,129,000 | $6.603M | 0.2% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| OXY | OCCIDENTAL PETE CORP DEL | 99,463 | $6.579M | 0.2% | $64.39 | -20.3% | COM | 674599105 |
| — | BARNES GROUP INC | 181,756 | $6.552M | 0.2% | $38.11 | — | COM | 067806109 |
| — | CLOVIS ONCOLOGY INC | 70,937 | $6.523M | 0.2% | $91.63 | — | COM | 189464100 |
| — | COUSINS PPTYS INC | 704,108 | $6.492M | 0.2% | $9.22 | — | COM | 222795106 |
| — | TIFFANY & CO NEW | 83,006 | $6.41M | 0.2% | $83.10 | — | COM | 886547108 |
| — | SUNPOWER CORP | 5,896,000 | $6.279M | 0.2% | $1.49 | — | DBCV 0.750% 6/0 | 867652ag4 |
| — | LUXFER HLDGS PLC | 580,493 | $6.264M | 0.2% | $17.80 | — | SPONSORED ADR | 550678106 |
| BWA | BORGWARNER INC | 149,579 | $6.221M | 0.2% | $38.91 | -8.9% | COM | 099724106 |
| NVO | NOVO-NORDISK A S | 112,765 | $6.116M | 0.2% | $68.29 | — | ADR | 670100205 |
| — | U S CONCRETE INC | 126,966 | $6.068M | 0.2% | $23.85 | — | COM NEW | 90333L201 |
| — | GULFPORT ENERGY CORP | 203,530 | $6.041M | 0.2% | $39.12 | — | COM NEW | 402635304 |
| MPAA | MOTORCAR PTS AMER INC | 192,423 | $6.031M | 0.2% | $19.59 | +57.3% | COM | 620071100 |
| — | ELECTRONICS FOR IMAGING INC | 5,860,000 | $6.014M | 0.2% | $1.03 | — | NOTE 0.750% 9/0 | 286082ac6 |
| — | ENCORE CAP GROUP INC | 6,009,000 | $5.957M | 0.2% | $1.14 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | BLUCORA INC | 6,250,000 | $5.953M | 0.2% | $0.94 | — | NOTE 4.250% 4/0 | 095229ab6 |
| — | TESARO INC | 4,264,000 | $5.927M | 0.2% | $1.78 | — | NOTE 3.000%10/0 | 881569aa5 |
| — | SMART & FINAL STORES INC | 373,819 | $5.873M | 0.2% | $15.71 | — | COM | 83190B101 |
| — | EVERI HLDGS INC | 1,132,538 | $5.81M | 0.2% | $5.13 | — | COM | 30034T103 |
| WAL | WESTERN ALLIANCE BANCORP | 189,057 | $5.806M | 0.2% | $24.61 | +14.1% | COM | 957638109 |
| PII | POLARIS INDS INC | 48,424 | $5.805M | 0.2% | $106.38 | +27.6% | COM | 731068102 |
| — | ALCOA INC | 167,626 | $5.763M | 0.2% | $48.93 | — | DEP SHS 1/10TH | 013817309 |
| — | STERICYCLE INC | 56,330 | $5.723M | 0.2% | $101.60 | — | DEP PFD A 1/10 | 858912207 |
| FNV | FRANCO NEVADA CORP | 128,485 | $5.656M | 0.2% | $51.41 | -25.2% | COM | 351858105 |
| — | JARDEN CORP | 3,478,000 | $5.592M | 0.2% | $1.44 | — | NOTE 1.875% 9/1 | 471109ah1 |
| — | XILINX INC | 3,727,000 | $5.577M | 0.2% | $1.49 | — | NOTE 2.625% 6/1 | 983919af8 |
| — | LINKEDIN CORP | 28,950 | $5.504M | 0.2% | $196.85 | — | COM CL A | 53578A108 |
| — | BANK AMER CORP | 5,012 | $5.498M | 0.2% | $1152.74 | — | 7.25%CNV PFD L | 060505682 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 6,794,000 | $5.482M | 0.2% | $0.97 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | SOUTHWESTERN ENERGY CO | 174,579 | $5.47M | 0.2% | $50.42 | — | DEP SHS 1/20 B | 845467208 |
| — | MANITOWOC INC | 363,604 | $5.454M | 0.2% | $17.36 | — | COM | 563571108 |
| LUV | SOUTHWEST AIRLS CO | 143,300 | $5.451M | 0.2% | $33.83 | -3.3% | COM | 844741108 |
| DIS | DISNEY WALT CO | 53,075 | $5.424M | 0.2% | $98.94 | +0.8% | COM DISNEY | 254687106 |
| AXTA | AXALTA COATING SYS LTD | 210,418 | $5.332M | 0.2% | $32.61 | -8.9% | COM | G0750C108 |
| CUBE | CUBESMART | 194,222 | $5.285M | 0.2% | $27.21 | — | COM | 229663109 |
| — | MARKETO INC | 184,012 | $5.23M | 0.2% | $32.08 | — | COM | 57063L107 |
| — | CBS CORP NEW | 130,753 | $5.217M | 0.2% | $56.94 | — | CL B | 124857202 |
| — | CEMEX SAB DE CV | 5,100,000 | $5.196M | 0.2% | $1.44 | — | NOTE 3.250% 3/1 | 151290bb8 |
| GLOB | GLOBANT S A | 169,412 | $5.182M | 0.2% | $30.83 | 0.0% | COM | L44385109 |
| — | DRIL-QUIP INC | 88,832 | $5.172M | 0.2% | $78.16 | — | COM | 262037104 |
| — | KEYCORP NEW | 39,696 | $5.158M | 0.2% | $77.92 | — | PFD 7.75% SR A | 493267405 |
| — | LIBERTY INTERACTIVE LLC | 3,387,000 | $5.076M | 0.1% | $1.37 | — | DEB 0.750% 3/3 | 530610ac8 |
| — | EBIX INC | 203,199 | $5.072M | 0.1% | $24.96 | — | COM NEW | 278715206 |
| — | MERITAGE HOMES CORP | 5,056,000 | $5.067M | 0.1% | $1.00 | — | NOTE 1.875% 9/1 | 59001aar3 |
| PCTY | PAYLOCITY HLDG CORP | 166,124 | $4.982M | 0.1% | $32.21 | +5.6% | COM | 70438V106 |
| PRIM | PRIMORIS SVCS CORP | 274,490 | $4.916M | 0.1% | $24.12 | -25.4% | COM | 74164F103 |
| CEVA | CEVA INC | 262,446 | $4.874M | 0.1% | $16.00 | +15.1% | COM | 157210105 |
| WMB | WILLIAMS COS INC DEL | 132,143 | $4.869M | 0.1% | $19.05 | +44.0% | COM | 969457100 |
| — | SPANSION LLC | 3,000,000 | $4.868M | 0.1% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| — | IPC HEALTHCARE INC | 62,068 | $4.822M | 0.1% | $45.32 | — | COM | 44984A105 |
| MLM | MARTIN MARIETTA MATLS INC | 31,547 | $4.794M | 0.1% | $117.38 | +27.3% | COM | 573284106 |
| — | KRISPY KREME DOUGHNUTS INC | 327,550 | $4.792M | 0.1% | $18.03 | — | COM | 501014104 |
| — | DEPOMED INC | 4,000,000 | $4.766M | 0.1% | $1.29 | — | NOTE 2.500% 9/0 | 249908aa2 |
| — | JIVE SOFTWARE INC | 1,014,604 | $4.738M | 0.1% | $13.02 | — | COM | 47760A108 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 3,053,000 | $4.709M | 0.1% | $1.09 | — | NOTE 1.750%12/0 | 874054ac3 |
| PZZA | PAPA JOHNS INTL INC | 68,508 | $4.691M | 0.1% | $29.14 | +99.1% | COM | 698813102 |
| AL | AIR LEASE CORP | 150,000 | $4.638M | 0.1% | $28.18 | +1.0% | CL A | 00912X302 |
| — | 2U INC | 129,112 | $4.635M | 0.1% | $35.90 | — | COM | 90214J101 |
| APOG | APOGEE ENTERPRISES INC | 102,920 | $4.595M | 0.1% | $42.83 | 0.0% | COM | 037598109 |
| LULU | LULULEMON ATHLETICA INC | 90,449 | $4.581M | 0.1% | $60.95 | 0.0% | COM | 550021109 |
| FNF | FIDELITY NATIONAL FINANCIAL | 127,300 | $4.515M | 0.1% | $17.29 | +2.0% | FNF GROUP COM | 31620R303 |
| — | AMERIGAS PARTNERS L P | 107,114 | $4.448M | 0.1% | $46.94 | — | UNIT L P INT | 030975106 |
| — | WELLPOINT INC | 2,334,000 | $4.402M | 0.1% | $2.07 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | GILEAD SCIENCES INC | 980,000 | $4.252M | 0.1% | $1.96 | — | NOTE 1.625% 5/0 | 375558ap8 |
| — | JAZZ INVESTMENTS I LTD | 4,155,000 | $4.243M | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| NEE | NEXTERA ENERGY INC | 43,475 | $4.241M | 0.1% | $14.51 | +34.0% | COM | 65339F101 |
| DVN | DEVON ENERGY CORP NEW | 113,661 | $4.216M | 0.1% | $49.07 | -35.7% | COM | 25179M103 |
| PPG | PPG INDS INC | 47,848 | $4.196M | 0.1% | $94.21 | -10.4% | COM | 693506107 |
| — | SOTHEBYS | 130,359 | $4.169M | 0.1% | $42.74 | — | COM | 835898107 |
| — | WEBMD HEALTH CORP | 4,000,000 | $4.105M | 0.1% | $1.00 | — | NOTE 1.500%12/0 | 94770vak8 |
| XOM | EXXON MOBIL CORP | 55,192 | $4.104M | 0.1% | $69.75 | -29.6% | COM | 30231G102 |
| — | SEACOR HOLDINGS INC | 4,250,000 | $4.083M | 0.1% | $1.23 | — | NOTE 2.500%12/1 | 811904am3 |
| — | MOLINA HEALTHCARE INC | 2,337,000 | $4.081M | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | FOGO DE CHAO INC | 260,789 | $4.068M | 0.1% | $19.21 | — | COM | 344177100 |
| — | INTERSECT ENT INC | 172,619 | $4.039M | 0.1% | $23.40 | — | COM | 46071F103 |
| — | NEW MTN FIN CORP | 4,000,000 | $4.01M | 0.1% | $1.00 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | WEYERHAEUSER CO | 83,116 | $3.989M | 0.1% | $57.25 | — | PREF CONV SER A | 962166872 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 4,000,000 | $3.968M | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | DERMIRA INC | 167,278 | $3.904M | 0.1% | $23.34 | — | COM | 24983L104 |
| HON | HONEYWELL INTL INC | 40,804 | $3.864M | 0.1% | $63.07 | +16.3% | COM | 438516106 |
| — | IAC INTERACTIVECORP | 57,950 | $3.782M | 0.1% | $62.30 | — | COM PAR $.001 | 44919P508 |
| JBLU | JETBLUE AIRWAYS CORP | 145,875 | $3.759M | 0.1% | $23.57 | 0.0% | COM | 477143101 |
| — | BLACKSTONE MTG TR INC | 3,558,000 | $3.758M | 0.1% | $1.07 | — | NOTE 5.250%12/0 | 09257waa8 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 113,994 | $3.739M | 0.1% | $27.87 | — | COM | 87157B103 |
| — | ANADARKO PETE CORP | 100,000 | $3.725M | 0.1% | $50.44 | — | UNIT 99/99/9999 | 032511404 |
| — | DR PEPPER SNAPPLE GROUP INC | 46,916 | $3.709M | 0.1% | $44.18 | — | COM | 26138E109 |
| — | HCI GROUP INC | 4,004,000 | $3.706M | 0.1% | $0.99 | — | NOTE 3.875% 3/1 | 40416eab9 |
| FANG | DIAMONDBACK ENERGY INC | 56,926 | $3.677M | 0.1% | $57.86 | -9.2% | COM | 25278X109 |
| — | STANLEY BLACK & DECKER INC | 32,566 | $3.665M | 0.1% | $66.28 | — | UNIT 11/17/20166 | 854502804 |
| — | RED HAT INC | 50,400 | $3.623M | 0.1% | $74.94 | — | COM | 756577102 |
| VZ | VERIZON COMMUNICATIONS INC | 82,841 | $3.604M | 0.1% | $26.90 | +0.4% | COM | 92343V104 |
| — | SHIP FINANCE INTERNATIONAL L | 3,400,000 | $3.596M | 0.1% | $1.00 | — | NOTE 3.250% 2/0 | g81075ae6 |
| — | GREENHILL & CO INC | 124,861 | $3.555M | 0.1% | $43.06 | — | COM | 395259104 |
| — | TESLA MTRS INC | 3,750,000 | $3.543M | 0.1% | $0.92 | — | NOTE 1.250% 3/0 | 88160rac5 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 219,810 | $3.543M | 0.1% | $7.74 | +7.2% | SH BEN INT | 20451Q104 |
| — | CARRIZO OIL & GAS INC | 115,156 | $3.517M | 0.1% | $41.60 | — | COM | 144577103 |
| AYI | ACUITY BRANDS INC | 19,950 | $3.503M | 0.1% | $187.96 | 0.0% | COM | 00508Y102 |
| — | COLONY CAP INC | 3,538,000 | $3.48M | 0.1% | $1.02 | — | NOTE 5.000% 4/1 | 19624raa4 |
| LOPE | GRAND CANYON ED INC | 91,600 | $3.48M | 0.1% | $38.41 | +4.6% | COM | 38526M106 |
| — | SHUTTERFLY INC | 96,427 | $3.447M | 0.1% | $41.70 | — | COM | 82568P304 |
| — | TRIBUNE MEDIA CO | 96,463 | $3.434M | 0.1% | $53.39 | — | CL A | 896047503 |
| — | YAHOO INC | 3,490,000 | $3.401M | 0.1% | $1.12 | — | NOTE 12/0 | 984332af3 |
| — | SIRONA DENTAL SYSTEMS INC | 35,836 | $3.345M | 0.1% | $65.16 | — | COM | 82966C103 |
| — | CHENIERE ENERGY INC | 5,244,000 | $3.274M | 0.1% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | EPR PPTYS | 104,400 | $3.269M | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 77,371 | $3.26M | 0.1% | $49.30 | -14.8% | COM | 205306103 |
| — | CHESAPEAKE ENERGY CORP | 3,715,000 | $3.253M | 0.1% | $0.99 | — | NOTE 2.500% 5/1 | 165167bz9 |
| EPD | ENTERPRISE PRODS PARTNERS L | 130,656 | $3.253M | 0.1% | $46.90 | — | COM | 293792107 |
| — | CIENA CORP | 2,443,000 | $3.2M | 0.1% | $1.40 | — | DEBT 4.000%12/1 | 171779ak7 |
| — | KKR & CO L P DEL | 190,286 | $3.193M | 0.1% | $24.33 | — | COM UNITS | 48248M102 |
| — | CONTROL4 CORP | 391,030 | $3.191M | 0.1% | $11.98 | — | COM | 21240D107 |
| QCOM | QUALCOMM INC | 59,300 | $3.186M | 0.1% | $60.17 | -26.6% | COM | 747525103 |
| — | CEPHEID | 3,124,000 | $3.183M | 0.1% | $1.07 | — | DBCV 1.250% 2/0 | 15670rac1 |
| — | FORUM ENERGY TECHNOLOGIES IN | 258,937 | $3.162M | 0.1% | $20.72 | — | COM | 34984V100 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,315,000 | $3.124M | 0.1% | $1.11 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | TRULIA INC | 2,305,000 | $3.106M | 0.1% | $1.45 | — | NOTE 2.750%12/1 | 897888ab9 |
| — | INCYTE CORP | 1,401,000 | $3.092M | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| — | MICROCHIP TECHNOLOGY INC | 1,762,000 | $3.09M | 0.1% | $1.44 | — | SDCV 2.125%12/1 | 595017ab0 |
| — | UNITED STATES STL CORP NEW | 3,069,000 | $3.042M | 0.1% | $1.47 | — | NOTE 2.750% 4/0 | 912909ah1 |
| — | CITRIX SYS INC | 2,807,000 | $2.968M | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 15 | $2.929M | 0.1% | $134052.62 | +53.7% | CL A | 084670108 |
| — | TIME WARNER INC | 42,335 | $2.911M | 0.1% | $77.93 | — | COM NEW | 887317303 |
| CSGS | CSG SYS INTL INC | 94,470 | $2.91M | 0.1% | $23.61 | +6.0% | COM | 126349109 |
| — | ILLUMINA INC | 1,348,000 | $2.836M | 0.1% | $2.15 | — | NOTE 0.250% 3/1 | 452327ad1 |
| HIG | HARTFORD FINL SVCS GROUP INC | 61,900 | $2.834M | 0.1% | $25.51 | +45.0% | COM | 416515104 |
| — | MICRON TECHNOLOGY INC | 1,706,000 | $2.814M | 0.1% | $1.88 | — | NOTE 2.375% 5/0 | 595112aw3 |
| MCD | MCDONALDS CORP | 28,371 | $2.795M | 0.1% | $86.04 | -12.4% | COM | 580135101 |
| — | CORNERSTONE ONDEMAND INC | 2,789,000 | $2.792M | 0.1% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | WORKDAY INC | 2,500,000 | $2.789M | 0.1% | $1.24 | — | NOTE 1.500% 7/1 | 98138had3 |
| — | T MOBILE US INC | 39,750 | $2.748M | 0.1% | $59.09 | — | CONV PFD SER A | 872590203 |
| PBI | PITNEY BOWES INC | 138,077 | $2.741M | 0.1% | $20.52 | 0.0% | COM | 724479100 |
| — | SANCHEZ ENERGY CORP | 439,712 | $2.704M | 0.1% | $19.81 | — | COM | 79970Y105 |
| — | COWEN GROUP INC NEW | 2,500,000 | $2.684M | 0.1% | $1.14 | — | NOTE 3.000% 3/1 | 223622ab7 |
| MKC | MCCORMICK & CO INC | 32,652 | $2.683M | 0.1% | $31.80 | +4.9% | COM NON VTG | 579780206 |
| — | AEGERION PHARMACEUTICALS INC | 3,500,000 | $2.664M | 0.1% | $0.76 | — | NOTE 2.000% 8/1 | 00767eab8 |
| — | HURON CONSULTING GROUP INC | 2,510,000 | $2.612M | 0.1% | $1.04 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | CEMEX SAB DE CV | 2,500,000 | $2.594M | 0.1% | $1.52 | — | NOTE 3.750% 3/1 | 151290bc6 |
| — | VIRGIN AMER INC | 75,000 | $2.567M | 0.1% | $30.31 | — | COM VTG | 92765X208 |
| — | CEMPRA INC | 91,625 | $2.551M | 0.1% | $27.84 | — | COM | 15130j109 |
| ARCC | ARES CAP CORP | 174,300 | $2.524M | 0.1% | $13.75 | -57.8% | COM | 04010L103 |
| — | AAC HLDGS INC | 112,500 | $2.503M | 0.1% | $22.85 | — | COM | 000307108 |
| HLF | HERBALIFE LTD | 45,850 | $2.499M | 0.1% | $26.40 | +3.8% | COM USD SHS | G4412G101 |
| SJT | SAN JUAN BASIN RTY TR | 261,446 | $2.473M | 0.1% | $15.40 | — | UNIT BEN INT | 798241105 |
| HSIC | SCHEIN HENRY INC | 18,250 | $2.422M | 0.1% | $73.24 | -24.4% | COM | 806407102 |
| — | AMAG PHARMACEUTICALS INC | 1,500,000 | $2.413M | 0.1% | $1.02 | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | NEWPARK RES INC | 2,510,000 | $2.375M | 0.1% | $0.95 | — | NOTE 4.000%10/0 | 651718ac2 |
| — | IRIDIUM COMMUNICATIONS INC | 9,505 | $2.329M | 0.1% | $191.74 | — | PERP PFD CNV B | 46269C409 |
| — | PACIRA PHARMACEUTICALS INC | 1,338,000 | $2.323M | 0.1% | $3.30 | — | NOTE 3.250% 2/0 | 695127ab6 |
| — | RTI INTL METALS INC | 2,136,000 | $2.237M | 0.1% | $1.15 | — | NOTE 1.625%10/1 | 74973wab3 |
| PG | PROCTER & GAMBLE CO | 31,056 | $2.234M | 0.1% | $66.66 | -15.5% | COM | 742718109 |
| PAA | PLAINS ALL AMERN PIPELINE L | 72,700 | $2.209M | 0.1% | $46.92 | — | UNIT LTD PARTN | 726503105 |
| — | PLAINS GP HLDGS L P | 126,245 | $2.209M | 0.1% | $25.84 | — | SHS A REP LTPN | 72651A108 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,410,000 | $2.206M | 0.1% | $1.00 | — | NOTE 4.500% 7/1 | 590328aa8 |
| — | EZCORP INC | 3,000,000 | $2.205M | 0.1% | $0.73 | — | NOTE 2.125% 6/1 | 302301ab2 |
| NXRT | NEXPOINT RESIDENTIAL TR INC | 162,594 | $2.172M | 0.1% | $13.36 | — | COM | 65341D102 |
| GRBK | GREEN BRICK PARTNERS INC | 200,000 | $2.166M | 0.1% | $10.44 | +15.3% | COM | 392709101 |
| TOL | TOLL BROTHERS INC | 61,700 | $2.113M | 0.1% | $37.86 | 0.0% | COM | 889478103 |
| — | CLARCOR INC | 43,176 | $2.059M | 0.1% | $62.24 | — | COM | 179895107 |
| AOS | SMITH A O | 31,581 | $2.059M | 0.1% | $29.03 | -0.5% | COM | 831865209 |
| FARM | FARMER BROS CO | 75,000 | $2.044M | 0.1% | $21.83 | +8.4% | COM | 307675108 |
| LGIH | LGI HOMES INC | 75,000 | $2.039M | 0.1% | $19.23 | +22.7% | COM | 50187T106 |
| — | MODEL N INC | 200,000 | $2.002M | 0.1% | $11.11 | — | COM | 607525102 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,514,000 | $1.978M | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | GOLAR LNG PARTNERS LP | 134,554 | $1.974M | 0.1% | $26.50 | — | COM UNIT LPI | Y2745C102 |
| — | HOMEAWAY INC | 2,130,000 | $1.968M | 0.1% | $0.96 | — | NOTE 0.125% 4/0 | 43739qab6 |
| META | FACEBOOK INC | 20,680 | $1.859M | 0.1% | $81.96 | +11.2% | CL A | 30303M102 |
| — | GENESEE & WYO INC | 20,483 | $1.858M | 0.1% | $115.27 | — | UNIT 10/01/2015 | 371559204 |
| — | HOLOGIC INC | 1,071,000 | $1.843M | 0.1% | $1.31 | — | FRNT 2.000%12/1 | 436440ab7 |
| — | TESLA MTRS INC | 903,000 | $1.841M | 0.1% | $1.75 | — | NOTE 1.500% 6/0 | 88160raa9 |
| — | LIBERTY MEDIA CORP DELAWARE | 1,870,000 | $1.784M | 0.1% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| — | WELLTOWER INC | 27,820 | $1.72M | 0.1% | $61.83 | — | 6.50% PFD PREPET | 95040Q203 |
| — | COLONY CAP INC | 87,600 | $1.713M | 0.1% | $22.65 | — | CL A | 19624R106 |
| — | EMERGENT BIOSOLUTIONS INC | 1,510,000 | $1.712M | 0.1% | $1.16 | — | NOTE 2.875% 1/1 | 29089qab1 |
| CVX | CHEVRON CORP NEW | 21,315 | $1.681M | 0.0% | $95.50 | -43.6% | COM | 166764100 |
| — | ALLETE INC | 33,300 | $1.681M | 0.0% | $51.35 | — | COM NEW | 018522300 |
| — | GRAMERCY PPTY TR INC | 80,360 | $1.669M | 0.0% | $20.77 | — | COM NEW | 38489R605 |
| PPL | PPL CORP | 50,229 | $1.652M | 0.0% | $18.74 | +5.0% | COM | 69351T106 |
| — | FIBROGEN INC | 75,000 | $1.644M | 0.0% | $25.87 | — | COM | 31572Q808 |
| — | ISTAR INC | 1,429,000 | $1.641M | 0.0% | $1.36 | — | NOTE 3.000%11/1 | 45031ubr1 |
| — | PHYSICIANS RLTY TR | 107,500 | $1.622M | 0.0% | $13.70 | — | COM | 71943U104 |
| GILD | GILEAD SCIENCES INC | 16,500 | $1.62M | 0.0% | $71.30 | +8.7% | COM | 375558103 |
| — | NEW HOME CO INC | 125,000 | $1.619M | 0.0% | $15.35 | — | COM | 645370107 |
| — | THERAVANCE INC | 2,430,000 | $1.61M | 0.0% | $1.39 | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | TWENTY FIRST CENTY FOX INC | 59,050 | $1.593M | 0.0% | $33.81 | — | CL A | 90130A101 |
| NAVI | NAVIENT CORP | 141,200 | $1.587M | 0.0% | $16.89 | -13.4% | COM | 63938C108 |
| SLM | SLM CORP | 212,550 | $1.573M | 0.0% | $10.09 | -12.6% | COM | 78442P106 |
| LEG | LEGGETT & PLATT INC | 37,835 | $1.561M | 0.0% | $46.72 | -0.1% | COM | 524660107 |
| — | CALLIDUS SOFTWARE INC | 90,000 | $1.529M | 0.0% | $14.80 | — | COM | 13123E500 |
| — | NEXTERA ENERGY INC | 28,160 | $1.516M | 0.0% | $56.95 | — | UNIT 09/01/2016 | 65339F861 |
| — | SERVICENOW INC | 1,344,000 | $1.516M | 0.0% | $1.14 | — | NOTE 11/0 | 81762pab8 |
| — | CST BRANDS INC | 45,000 | $1.515M | 0.0% | $34.94 | — | COM | 12646R105 |
| — | ACTUA CORP | 125,000 | $1.47M | 0.0% | $13.16 | — | COM | 005094107 |
| — | SUNPOWER CORP | 72,222 | $1.447M | 0.0% | $28.41 | — | COM | 867652406 |
| FFWM | FIRST FNDTN INC | 62,500 | $1.423M | 0.0% | $9.84 | 0.0% | COM | 32026V104 |
| UHAL | AMERCO | 3,400 | $1.338M | 0.0% | $34.19 | +6.3% | COM | 023586100 |
| — | SERVICESOURCE INTL LLC | 1,566,000 | $1.336M | 0.0% | $0.76 | — | NOTE 1.500% 8/0 | 81763uab6 |
| ROP | ROPER TECHNOLOGIES INC | 8,422 | $1.32M | 0.0% | $117.84 | +31.7% | COM | 776696106 |
| TXN | TEXAS INSTRS INC | 26,300 | $1.302M | 0.0% | $30.88 | +18.9% | COM | 882508104 |
| — | INFINERA CORPORATION | 752,000 | $1.237M | 0.0% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,077,000 | $1.225M | 0.0% | $1.14 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | CARDTRONICS INC | 1,283,000 | $1.219M | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | OREXIGEN THERAPEUTICS INC | 1,739,000 | $1.201M | 0.0% | $0.99 | — | NOTE 2.750%12/0 | 686164ab0 |
| — | LIVE NATION ENTERTAINMENT IN | 1,119,000 | $1.184M | 0.0% | $1.08 | — | DBCV 2.500% 5/1 | 538034aj8 |
| — | NCI BUILDING SYS INC | 110,920 | $1.172M | 0.0% | $10.57 | — | COM NEW | 628852204 |
| — | ALCOA INC | 119,874 | $1.158M | 0.0% | $15.26 | — | COM | 013817101 |
| — | SEQUENOM INC | 1,370,000 | $1.154M | 0.0% | $0.96 | — | NOTE 5.000% 1/0 | 817337ac2 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 1,145,000 | $1.154M | 0.0% | $1.04 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | INCYTE CORP | 530,000 | $1.153M | 0.0% | $1.51 | — | NOTE 0.375%11/1 | 45337cam4 |
| — | MCGRAW HILL FINL INC | 13,250 | $1.146M | 0.0% | $99.36 | — | COM | 580645109 |
| — | VOCERA COMMUNICATIONS INC | 100,000 | $1.141M | 0.0% | $11.41 | — | COM | 92857F107 |
| — | ACORDA THERAPEUTICS INC | 1,241,000 | $1.131M | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| — | VERINT SYS INC | 1,177,000 | $1.129M | 0.0% | $1.07 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | BROOKDALE SR LIVING INC | 1,048,000 | $1.123M | 0.0% | $1.17 | — | NOTE 2.750% 6/1 | 112463aa2 |
| HXL | HEXCEL CORP NEW | 25,000 | $1.121M | 0.0% | $45.40 | +8.8% | COM | 428291108 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 11,561 | $1.113M | 0.0% | $55.55 | +106.1% | COM | 90400D108 |
| BA | BOEING CO | 8,475 | $1.11M | 0.0% | $116.31 | +6.0% | COM | 097023105 |
| — | STARWOOD PPTY TR INC | 1,057,000 | $1.097M | 0.0% | $1.10 | — | NOTE 4.000% 1/1 | 85571bab1 |
| — | SAGE THERAPEUTICS INC | 25,815 | $1.092M | 0.0% | $50.24 | — | COM | 78667J108 |
| — | INSULET CORP | 1,178,000 | $1.09M | 0.0% | $1.09 | — | NOTE 2.000% 6/1 | 45784pad3 |
| — | TTM TECHNOLOGIES INC | 1,231,000 | $1.083M | 0.0% | $1.08 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | PFSWEB INC | 75,000 | $1.066M | 0.0% | $14.12 | — | COM NEW | 717098206 |
| V | VISA INC | 15,162 | $1.056M | 0.0% | $56.87 | +16.7% | COM CL A | 92826C839 |
| — | UNITED TECHNOLOGIES CORP | 11,754 | $1.046M | 0.0% | $94.96 | — | COM | 913017109 |
| NUS | NU SKIN ENTERPRISES INC | 25,250 | $1.042M | 0.0% | $40.19 | -24.2% | CL A | 67018T105 |
| BF/B | BROWN FORMAN CORP | 10,467 | $1.014M | 0.0% | $31.68 | +7.0% | CL B | 115637209 |
| PDFS | PDF SOLUTIONS INC | 100,000 | $1M | 0.0% | $14.88 | -15.5% | COM | 693282105 |
| CCS | CENTURY CMNTYS INC | 50,000 | $992K | 0.0% | $19.56 | 0.0% | COM | 156504300 |
| WFC | WELLS FARGO & CO NEW | 19,130 | $982K | 0.0% | $38.15 | +7.7% | COM | 949746101 |
| AAP | ADVANCE AUTO PARTS INC | 5,183 | $982K | 0.0% | $138.16 | +9.8% | COM | 00751Y106 |
| — | CLOVIS ONCOLOGY INC | 583,000 | $971K | 0.0% | $1.67 | — | NOTE 2.500% 9/1 | 189464ab6 |
| NTRS | NORTHERN TR CORP | 14,000 | $954K | 0.0% | $50.14 | +10.7% | COM | 665859104 |
| — | ADURO BIOTECH INC | 49,211 | $953K | 0.0% | $30.33 | — | COM | 00739L101 |
| EXPE | EXPEDIA INC DEL | 7,994 | $941K | 0.0% | $90.28 | +20.9% | COM NEW | 30212P303 |
| GTIM | GOOD TIMES RESTAURANTS INC | 150,000 | $937K | 0.0% | $7.72 | -3.1% | COM PAR $.001NEW | 382140879 |
| — | WCI CMNTYS INC | 41,000 | $928K | 0.0% | $22.63 | — | COM PAR $0.01 | 92923C807 |
| MCHB | HOMESTREET INC | 40,000 | $924K | 0.0% | $22.58 | 0.0% | COM | 43785V102 |
| — | SBA COMMUNICATIONS CORP | 8,713 | $913K | 0.0% | $86.62 | — | COM | 78388J106 |
| WSM | WILLIAMS SONOMA INC | 11,795 | $901K | 0.0% | $26.93 | +18.0% | COM | 969904101 |
| — | CALIFORNIA RES CORP | 339,226 | $882K | 0.0% | $5.98 | — | COM | 13057Q107 |
| HSY | HERSHEY CO | 9,591 | $881K | 0.0% | $71.03 | 0.0% | COM | 427866108 |
| — | JDS UNIPHASE CORP | 925,000 | $865K | 0.0% | $1.00 | — | DBCV 0.625% 8/1 | 46612jaf8 |
| — | CIVITAS SOLUTIONS INC | 37,508 | $860K | 0.0% | $19.00 | — | COM | 17887R102 |
| XPO | XPO LOGISTICS INC | 35,996 | $858K | 0.0% | $9.90 | +32.5% | COM | 983793100 |
| PYPL | PAYPAL HLDGS INC | 27,261 | $846K | 0.0% | $35.85 | 0.0% | COM | 70450Y103 |
| — | ELECTRONIC ARTS INC | 397,000 | $845K | 0.0% | $0.93 | — | NOTE 0.750% 7/1 | 285512aa7 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 6,297 | $821K | 0.0% | $107.87 | +27.0% | CL B NEW | 084670702 |
| COP | CONOCOPHILLIPS | 17,050 | $818K | 0.0% | $57.68 | -36.2% | COM | 20825C104 |
| ATRO | ASTRONICS CORP | 20,000 | $809K | 0.0% | $36.32 | 0.0% | COM | 046433108 |
| — | HILTON WORLDWIDE HLDGS INC | 34,596 | $794K | 0.0% | $28.49 | — | COM | 43300A104 |
| AME | AMETEK INC NEW | 14,918 | $781K | 0.0% | $44.46 | +13.1% | COM | 031100100 |
| — | MATTERSIGHT CORP | 100,000 | $771K | 0.0% | $7.71 | — | COM | 577097108 |
| TRN | TRINITY INDS INC | 33,400 | $757K | 0.0% | $13.69 | 0.0% | COM | 896522109 |
| — | WEBMD HEALTH CORP | 750,000 | $753K | 0.0% | $1.00 | — | NOTE 2.250% 3/3 | 94770vah5 |
| INTU | INTUIT | 8,451 | $750K | 0.0% | $89.42 | 0.0% | COM | 461202103 |
| EA | ELECTRONIC ARTS INC | 10,800 | $732K | 0.0% | $14.52 | +369.2% | COM | 285512109 |
| IBM | INTERNATIONAL BUSINESS MACHS | 5,043 | $731K | 0.0% | $127.54 | -25.2% | COM | 459200101 |
| CHGG | CHEGG INC | 100,000 | $721K | 0.0% | $7.91 | +0.0% | COM | 163092109 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $701K | 0.0% | $19.20 | -31.5% | COM | 15189T107 |
| T | AT&T INC | 20,934 | $682K | 0.0% | $25.38 | -51.7% | COM | 00206R102 |
| SIG | SIGNET JEWELERS LIMITED | 4,634 | $631K | 0.0% | $99.96 | +4.9% | SHS | G81276100 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,100 | $624K | 0.0% | $124.75 | +1.3% | COM | 883556102 |
| TSCO | TRACTOR SUPPLY CO | 7,354 | $620K | 0.0% | $66.42 | -77.0% | COM | 892356106 |
| UAL | UNITED CONTL HLDGS INC | 11,500 | $610K | 0.0% | $56.42 | 0.0% | COM | 910047109 |
| — | L BRANDS INC | 6,758 | $609K | 0.0% | $62.22 | — | COM | 501797104 |
| HEI | HEICO CORP NEW | 12,250 | $599K | 0.0% | $27.02 | +0.8% | COM | 422806109 |
| — | PROSHARES TR II | 12,500 | $595K | 0.0% | $74.02 | — | SHT VIX ST TRM | 74347W627 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $594K | 0.0% | $26.38 | — | COM | 025676206 |
| — | DU PONT E I DE NEMOURS & CO | 12,187 | $587K | 0.0% | $47.51 | — | COM | 263534109 |
| — | CHUBB CORP | 4,750 | $583K | 0.0% | $122.74 | — | COM | 171232101 |
| — | DIPLOMAT PHARMACY INC | 20,000 | $575K | 0.0% | $28.75 | — | COM | 25456K101 |
| — | SUNEDISON INC | 804,000 | $571K | 0.0% | $1.59 | — | NOTE 2.750% 1/0 | 86732yad1 |
| AMZN | AMAZON COM INC | 1,100 | $563K | 0.0% | $25.28 | 0.0% | COM | 023135106 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 2,339 | $550K | 0.0% | $35.28 | +14.9% | COM | 45866F104 |
| — | MONMOUTH REAL ESTATE INVT CO | 56,050 | $546K | 0.0% | $10.32 | — | CL A | 609720107 |
| — | TOWERS WATSON & CO | 4,634 | $544K | 0.0% | $121.55 | — | CL A | 891894107 |
| — | WESTROCK CO | 10,445 | $537K | 0.0% | $51.41 | — | COM | 96145D105 |
| AMG | AFFILIATED MANAGERS GROUP | 3,050 | $522K | 0.0% | $150.10 | +26.8% | COM | 008252108 |
| — | PROSHARES TR II | 21,000 | $512K | 0.0% | $24.38 | — | ULTRASHRT EURO | 74347w882 |
| — | PLATFORM SPECIALTY PRODS COR | 40,225 | $509K | 0.0% | $16.59 | — | COM | 72766Q105 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $501K | 0.0% | $55.52 | -21.7% | COM | 209115104 |
| DEO | DIAGEO P L C | 4,622 | $498K | 0.0% | $120.52 | — | SPON ADR NEW | 25243Q205 |
| — | SUNEDISON INC | 608,000 | $461K | 0.0% | $1.30 | — | NOTE 2.000%10/0 | 86732yac3 |
| ACTG | ACACIA RESH CORP | 50,000 | $454K | 0.0% | $8.80 | 0.0% | ACACIA TCH COM | 003881307 |
| — | HI-CRUSH PARTNERS LP | 60,300 | $452K | 0.0% | $35.06 | — | COM UNIT LTD | 428337109 |
| THRM | GENTHERM INC | 10,000 | $449K | 0.0% | $31.01 | +54.5% | COM | 37253A103 |
| — | CITRIX SYS INC | 6,454 | $447K | 0.0% | $65.58 | — | COM | 177376100 |
| ABBV | ABBVIE INC | 7,924 | $431K | 0.0% | $39.54 | +7.5% | COM | 00287Y109 |
| — | ROVI CORP | 40,000 | $420K | 0.0% | $15.54 | — | COM | 779376102 |
| CF | CF INDS HLDGS INC | 9,102 | $409K | 0.0% | $43.37 | 0.0% | COM | 125269100 |
| HCA | HCA HOLDINGS INC | 5,051 | $391K | 0.0% | $34.13 | +141.2% | COM | 40412C101 |
| — | AON PLC | 4,404 | $390K | 0.0% | $99.70 | — | SHS CL A | G0408V102 |
| — | BARRETT BILL CORP | 113,125 | $373K | 0.0% | $20.50 | — | COM | 06846N104 |
| — | APACHE CORP | 9,428 | $369K | 0.0% | $85.13 | — | COM | 037411105 |
| PRGO | PERRIGO CO PLC | 2,308 | $363K | 0.0% | $170.58 | +7.5% | SHS | G97822103 |
| — | WALTER INVT MGMT CORP | 485,000 | $354K | 0.0% | $1.02 | — | NOTE 4.500%11/0 | 93317waa0 |
| FCX | FREEPORT-MCMORAN INC | 36,283 | $352K | 0.0% | $33.71 | -67.9% | CL B | 35671D857 |
| CTRA | CABOT OIL & GAS CORP | 15,275 | $334K | 0.0% | $22.93 | -18.9% | COM | 127097103 |
| — | MEAD JOHNSON NUTRITION CO | 4,585 | $323K | 0.0% | $98.13 | — | COM | 582839106 |
| — | SYNERGY PHARMACEUTICALS DEL | 60,750 | $322K | 0.0% | $6.16 | — | COM NEW | 871639308 |
| SWKS | SKYWORKS SOLUTIONS INC | 3,745 | $315K | 0.0% | $32.51 | +127.4% | COM | 83088M102 |
| AFL | AFLAC INC | 5,400 | $314K | 0.0% | $52.76 | -55.1% | COM | 001055102 |
| INCY | INCYTE CORP | 2,828 | $312K | 0.0% | $103.59 | +8.2% | COM | 45337C102 |
| CURE | DIREXION SHS ETF TR | 11,750 | $311K | 0.0% | $26.47 | — | HEALTHCARE BUL | 25459Y876 |
| AAL | AMERICAN AIRLS GROUP INC | 8,000 | $311K | 0.0% | $39.12 | 0.0% | COM | 02376R102 |
| COR | AMERISOURCEBERGEN CORP | 3,277 | $311K | 0.0% | $77.49 | 0.0% | COM | 03073E105 |
| — | LYON WILLIAM HOMES | 15,000 | $309K | 0.0% | $20.60 | — | CL A NEW | 552074700 |
| PCRX | PACIRA PHARMACEUTICALS INC | 7,500 | $308K | 0.0% | $86.95 | -29.6% | COM | 695127100 |
| PEP | PEPSICO INC | 3,240 | $306K | 0.0% | $69.66 | -0.2% | COM | 713448108 |
| MSFT | MICROSOFT CORP | 6,509 | $288K | 0.0% | $30.09 | +29.3% | COM | 594918104 |
| — | STREAMLINE HEALTH SOLUTIONS | 122,500 | $281K | 0.0% | $5.74 | — | COM | 86323X106 |
| NVS | NOVARTIS A G | 3,046 | $280K | 0.0% | $98.16 | — | SPONSORED ADR | 66987V109 |
| — | PANDORA MEDIA INC | 12,750 | $272K | 0.0% | $21.33 | — | COM | 698354107 |
| PGR | PROGRESSIVE CORP OHIO | 8,800 | $270K | 0.0% | $22.26 | 0.0% | COM | 743315103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 2,490 | $262K | 0.0% | $123.92 | +7.8% | COM | 09061G101 |
| CCL | CARNIVAL CORP | 5,125 | $255K | 0.0% | $40.59 | +8.5% | PAIRED CTF | 143658300 |
| MAS | MASCO CORP | 10,000 | $252K | 0.0% | $16.70 | +31.7% | COM | 574599106 |
| — | PERNIX THERAPEUTICS HLDGS IN | 73,000 | $231K | 0.0% | $5.33 | — | COM | 71426V108 |
| BMY | BRISTOL MYERS SQUIBB CO | 3,840 | $227K | 0.0% | $44.54 | 0.0% | COM | 110122108 |
| — | GENERAL ELECTRIC CO | 8,907 | $225K | 0.0% | $26.15 | — | COM | 369604103 |
| CMCSA | COMCAST CORP NEW | 3,931 | $224K | 0.0% | $22.99 | +1.5% | CL A | 20030N101 |
| ESBA | EMPIRE ST RLTY OP L P | 13,000 | $222K | 0.0% | $17.49 | — | UNIT LTD PRTNSP | 292102100 |
| — | HEARTWARE INTL INC | 4,095 | $214K | 0.0% | $52.26 | — | COM | 422368100 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $185K | 0.0% | $11.07 | — | COM | 46146L101 |
| MU | MICRON TECHNOLOGY INC | 11,000 | $165K | 0.0% | $16.78 | 0.0% | COM | 595112103 |
| BAC | BANK AMER CORP | 10,100 | $157K | 0.0% | $11.60 | +15.9% | COM | 060505104 |
| — | COBALT INTL ENERGY INC | 21,750 | $154K | 0.0% | $8.90 | — | COM | 19075F106 |
| — | NAVIOS MARITIME PARTNERS L P | 18,000 | $131K | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | GOLDMAN SACHS GROUP INC | 81,000 | $101K | 0.0% | $1.25 | — | NOTE 1/2 | 38141gmg6 |
| — | NAVIOS MARITIME HOLDINGS INC | 40,000 | $100K | 0.0% | $3.38 | — | COM | Y62196103 |
| — | ARRAY BIOPHARMA INC | 20,000 | $91,000 | 0.0% | $4.55 | — | COM | 04269X105 |
| — | WELLS FARGO & CO | 80,000 | $87,000 | 0.0% | $1.09 | — | MTNF 6/0 | 94986rqf1 |
| — | COLONY CAP INC | 82,000 | $78,000 | 0.0% | $0.95 | — | NOTE 3.875% 1/1 | 19624rab2 |
| — | GOLDMAN SACHS GROUP INC | 78,000 | $77,000 | 0.0% | $0.99 | — | MTNF 2/1 | 38147qlx2 |
| — | NATIONAL HEALTH INVS INC | 77,000 | $75,000 | 0.0% | $0.97 | — | NOTE 3.250% 4/0 | 63633dae4 |
| — | BROADSOFT INC | 72,000 | $74,000 | 0.0% | $1.03 | — | NOTE 1.500% 7/0 | 11133bab8 |
| — | REDWOOD TR INC | 76,000 | $73,000 | 0.0% | $0.96 | — | NOTE 4.625% 4/1 | 758075ab1 |
| — | WELLS FARGO & CO | 80,000 | $72,000 | 0.0% | $0.90 | — | MTNF 6/1 | 94986rqh7 |
| — | PROSPECT CAPITAL CORPORATION | 71,000 | $72,000 | 0.0% | $1.01 | — | NOTE 5.500% 8/1 | 74348tad4 |
| — | APOLLO COML REAL EST FIN INC | 71,000 | $70,000 | 0.0% | $0.99 | — | NOTE 5.500% 3/1 | 03762uaa3 |
| — | M/I HOMES INC | 70,000 | $68,000 | 0.0% | $0.97 | — | NOTE 3.000% 3/0 | 55292pab1 |
| — | RENEWABLE ENERGY GROUP INC | 75,000 | $65,000 | 0.0% | $0.87 | — | MTNF 2.750% 6/1 | 75972aaa1 |
| — | SANDISK CORP | 66,000 | $64,000 | 0.0% | $1.20 | — | NOTE 0.500%10/1 | 80004caf8 |
| — | HORNBECK OFFSHORE SVCS INC N | 85,000 | $63,000 | 0.0% | $0.74 | — | NOTE 1.500% 9/0 | 440543an6 |
| — | J2 GLOBAL INC | 46,000 | $55,000 | 0.0% | $1.20 | — | NOTE 3.250% 6/1 | 48123vac6 |
| — | WABASH NATL CORP | 41,000 | $47,000 | 0.0% | $1.15 | — | NOTE 3.375% 5/0 | 929566ah0 |
| — | GOLDMAN SACHS GROUP INC | 47,000 | $43,000 | 0.0% | $0.91 | — | MTNF 2/1 | 38147qmf0 |
| — | TELEFLEX INC | 14,000 | $28,000 | 0.0% | $2.00 | — | NOTE 3.875% 8/0 | 879369aa4 |
| — | PENNYMAC CORP | 28,000 | $25,000 | 0.0% | $0.89 | — | NOTE 5.375% 5/0 | 70932aab9 |
| — | CHART INDS INC | 22,000 | $19,000 | 0.0% | $0.86 | — | NOTE 2.000% 8/0 | 16115qac4 |
| — | AAR CORP | 20,000 | $19,000 | 0.0% | $0.95 | — | NOTE 2.250% 3/0 | 000361am7 |
| — | RESOURCE CAP CORP | 18,000 | $16,000 | 0.0% | $0.89 | — | NOTE 6.000%12/0 | 76120waa2 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $15,000 | 0.0% | $0.63 | — | COM PAR $ .01 | 696077403 |
| — | HELIX ENERGY SOLUTIONS GRP I | 11,000 | $9,000 | 0.0% | $0.82 | — | NOTE 3.250% 3/1 | 42330pag2 |