CIK: 0001009006 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 9, 2016
Total Value ($000): $3,076,910 (86.9% shares, 13.1% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | CORNERSTONE ONDEMAND INC | 1,360,143 | $46,966 | 1.5% | $35.16 | — | COM | 21925Y103 |
| RJF | RAYMOND JAMES FINANCIAL INC | 682,586 | $39,570 | 1.3% | $36.84 | -13.0% | COM | 754730109 |
| MD | MEDNAX INC | 512,557 | $36,730 | 1.2% | $53.29 | +38.8% | COM | 58502B106 |
| — | QLIK TECHNOLOGIES INC | 1,152,316 | $36,482 | 1.2% | $27.44 | — | COM | 74733T105 |
| — | GENESEE & WYO INC | 637,334 | $34,218 | 1.1% | $77.37 | — | CL A | 371559105 |
| ICLR | ICON PLC | 403,897 | $31,383 | 1.0% | $31.38 | +127.6% | SHS | G4705A100 |
| — | PRIVATEBANCORP INC | 736,115 | $30,195 | 1.0% | $37.02 | — | COM | 742962103 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 482,600 | $30,143 | 1.0% | $32.00 | +103.6% | COM | 00404A109 |
| IDA | IDACORP INC | 384,394 | $26,139 | 0.8% | $44.98 | +49.7% | COM | 451107106 |
| LKQ | LKQ CORP | 864,136 | $25,604 | 0.8% | $21.46 | +21.4% | COM | 501889208 |
| RNST | RENASANT CORP | 723,236 | $24,887 | 0.8% | $29.01 | +21.5% | COM | 75970E107 |
| BLKB | BLACKBAUD INC | 376,827 | $24,818 | 0.8% | $25.61 | +137.6% | COM | 09227Q100 |
| — | POLYONE CORP | 748,946 | $23,787 | 0.8% | $32.99 | — | COM | 73179P106 |
| — | TEAM HEALTH HOLDINGS INC | 540,864 | $23,739 | 0.8% | $49.17 | — | COM | 87817A107 |
| — | HUNTINGTON BANCSHARES INC | 17,245 | $23,348 | 0.8% | $1268.20 | — | PFD CONV SER A | 446150401 |
| HEI/A | HEICO CORP NEW | 473,412 | $23,292 | 0.8% | $26.35 | -14.7% | CL A | 422806208 |
| — | IMPERVA INC | 360,563 | $22,827 | 0.7% | $35.18 | — | COM | 45321L100 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 329,170 | $22,472 | 0.7% | $22.26 | +59.5% | COM | 78467J100 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 550,817 | $22,303 | 0.7% | $40.75 | -14.6% | COM | 03820C105 |
| AAPL | APPLE INC | 207,522 | $21,844 | 0.7% | $75.86 | -66.1% | COM | 037833100 |
| — | VERIFONE SYS INC | 776,883 | $21,768 | 0.7% | $29.17 | — | COM | 92342Y109 |
| — | PROOFPOINT INC | 325,652 | $21,171 | 0.7% | $26.97 | — | COM | 743424103 |
| HCSG | HEALTHCARE SVCS GRP INC | 606,376 | $21,144 | 0.7% | $24.03 | +51.3% | COM | 421906108 |
| — | GREATBATCH INC | 401,383 | $21,073 | 0.7% | $46.91 | — | COM | 39153L106 |
| — | REALPAGE INC | 934,924 | $20,989 | 0.7% | $20.91 | — | COM | 75606N109 |
| — | ENDOLOGIX INC | 2,057,286 | $20,367 | 0.7% | $13.54 | — | COM | 29266S106 |
| — | DIAMOND RESORTS INTL INC | 783,417 | $19,985 | 0.6% | $23.99 | — | COM | 25272T104 |
| — | WEST CORP | 920,378 | $19,853 | 0.6% | $24.80 | — | COM | 952355204 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 19,304 | $19,806 | 0.6% | $1038.71 | — | PFD CONV SER A | G0177J116 |
| — | HMS HLDGS CORP | 1,562,225 | $19,278 | 0.6% | $21.36 | — | COM | 40425J101 |
| RLI | RLI CORP | 306,481 | $18,925 | 0.6% | $16.32 | +27.5% | COM | 749607107 |
| CNC | CENTENE CORP DEL | 286,743 | $18,871 | 0.6% | $32.66 | -9.3% | COM | 15135B101 |
| — | WELLS FARGO & CO NEW | 15,918 | $18,448 | 0.6% | $403.70 | — | PERP PFD CNV A | 949746804 |
| — | ON ASSIGNMENT INC | 404,312 | $18,174 | 0.6% | $33.75 | — | COM | 682159108 |
| — | EDUCATION RLTY TR INC | 474,616 | $17,978 | 0.6% | $35.95 | — | COM NEW | 28140H203 |
| ACAD | ACADIA PHARMACEUTICALS INC | 495,830 | $17,676 | 0.6% | $12.92 | +172.8% | COM | 004225108 |
| TXRH | TEXAS ROADHOUSE INC | 488,210 | $17,463 | 0.6% | $21.48 | +39.4% | COM | 882681109 |
| — | FCB FINL HLDGS INC | 482,511 | $17,269 | 0.6% | $30.25 | — | CL A | 30255G103 |
| SNA | SNAP ON INC | 98,195 | $16,834 | 0.5% | $125.54 | +4.3% | COM | 833034101 |
| APH | AMPHENOL CORP NEW | 315,200 | $16,463 | 0.5% | $37.20 | -67.4% | CL A | 032095101 |
| EVR | EVERCORE PARTNERS INC | 301,811 | $16,319 | 0.5% | $36.81 | +17.5% | CLASS A | 29977A105 |
| — | SVB FINL GROUP | 135,524 | $16,114 | 0.5% | $70.74 | — | COM | 78486Q101 |
| — | WAGEWORKS INC | 350,859 | $15,918 | 0.5% | $31.87 | — | COM | 930427109 |
| GIII | G-III APPAREL GROUP LTD | 356,415 | $15,775 | 0.5% | $50.98 | +2.0% | COM | 36237H101 |
| FULT | FULTON FINL CORP PA | 1,196,467 | $15,566 | 0.5% | $8.65 | +5.7% | COM | 360271100 |
| LFUS | LITTELFUSE INC | 143,426 | $15,348 | 0.5% | $84.34 | +22.1% | COM | 537008104 |
| DHR | DANAHER CORP DEL | 165,134 | $15,338 | 0.5% | $39.93 | -4.3% | COM | 235851102 |
| — | CYRUSONE INC | 407,179 | $15,249 | 0.5% | $22.95 | — | COM | 23283R100 |
| — | JARDEN CORP | 263,863 | $15,072 | 0.5% | $48.75 | — | COM | 471109108 |
| — | BERRY PLASTICS GROUP INC | 412,886 | $14,938 | 0.5% | $23.75 | — | COM | 08579W103 |
| ACIW | ACI WORLDWIDE INC | 686,208 | $14,685 | 0.5% | $25.08 | -8.2% | COM | 004498101 |
| — | TEVA PHARMACEUTICAL FIN LLC | 9,299,000 | $14,598 | 0.5% | $1.35 | — | DBCV 0.250% 2/0 | 88163vae9 |
| — | MICROSEMI CORP | 435,209 | $14,183 | 0.5% | $21.60 | — | COM | 595137100 |
| RGEN | REPLIGEN CORP | 497,832 | $14,084 | 0.5% | $27.43 | +5.2% | COM | 759916109 |
| — | LAZARD LTD | 312,777 | $14,078 | 0.5% | $38.78 | — | SHS A | G54050102 |
| MLKN | MILLER HERMAN INC | 489,769 | $14,056 | 0.5% | $21.85 | +9.7% | COM | 600544100 |
| — | SPARTANNASH CO | 648,420 | $14,032 | 0.5% | $21.19 | — | COM | 847215100 |
| ODFL | OLD DOMINION FGHT LINES INC | 237,380 | $14,022 | 0.5% | $33.93 | -41.2% | COM | 679580100 |
| WWD | WOODWARD INC | 281,922 | $14,000 | 0.5% | $39.19 | +12.5% | COM | 980745103 |
| — | BIOMED REALTY TRUST INC | 582,640 | $13,803 | 0.4% | $19.45 | — | COM | 09063H107 |
| BRKR | BRUKER CORP | 563,225 | $13,669 | 0.4% | $15.80 | +26.2% | COM | 116794108 |
| — | BANK OF THE OZARKS INC | 274,548 | $13,579 | 0.4% | $41.59 | — | COM | 063904106 |
| WLY | WILEY JOHN & SONS INC | 295,860 | $13,323 | 0.4% | $37.08 | -1.8% | CL A | 968223206 |
| MLI | MUELLER INDS INC | 489,303 | $13,260 | 0.4% | $23.97 | -49.1% | COM | 624756102 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 212,167 | $13,099 | 0.4% | $37.89 | +85.1% | COM | 75689M101 |
| JPM | JPMORGAN CHASE & CO | 195,960 | $12,939 | 0.4% | $42.67 | +16.4% | COM | 46625H100 |
| KWR | QUAKER CHEM CORP | 164,657 | $12,721 | 0.4% | $78.66 | +2.8% | COM | 747316107 |
| GWRE | GUIDEWIRE SOFTWARE INC | 210,319 | $12,653 | 0.4% | $52.60 | +10.1% | COM | 40171V100 |
| — | NIC INC | 639,294 | $12,581 | 0.4% | $16.89 | — | COM | 62914B100 |
| PAYC | PAYCOM SOFTWARE INC | 332,862 | $12,526 | 0.4% | $34.12 | +15.1% | COM | 70432V102 |
| SMTC | SEMTECH CORP | 659,863 | $12,485 | 0.4% | $27.23 | -32.9% | COM | 816850101 |
| — | WELLCARE HEALTH PLANS INC | 159,144 | $12,447 | 0.4% | $53.26 | — | COM | 94946T106 |
| BKE | BUCKLE INC | 396,312 | $12,198 | 0.4% | $31.17 | -63.3% | COM | 118440106 |
| SXT | SENSIENT TECHNOLOGIES CORP | 192,983 | $12,123 | 0.4% | $41.98 | +53.6% | COM | 81725T100 |
| — | CORESITE RLTY CORP | 212,579 | $12,057 | 0.4% | $29.83 | — | COM | 21870Q105 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 94,586 | $11,996 | 0.4% | $60.14 | +44.5% | COM | 22410J106 |
| — | NOVELLUS SYS INC | 5,034,000 | $11,827 | 0.4% | $1.73 | — | NOTE 2.625% 5/1 | 670008ad3 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 206,617 | $11,688 | 0.4% | $44.95 | +13.1% | COM | 64125C109 |
| SYNA | SYNAPTICS INC | 144,851 | $11,637 | 0.4% | $84.91 | 0.0% | COM | 87157D109 |
| — | RITCHIE BROS AUCTIONEERS | 476,030 | $11,477 | 0.4% | $24.25 | — | COM | 767744105 |
| — | AKORN INC | 304,705 | $11,369 | 0.4% | $47.00 | — | COM | 009728106 |
| GCO | GENESCO INC | 198,959 | $11,307 | 0.4% | $69.45 | -16.7% | COM | 371532102 |
| WABC | WESTAMERICA BANCORPORATION | 240,013 | $11,221 | 0.4% | $38.94 | -13.6% | COM | 957090103 |
| OHI | OMEGA HEALTHCARE INVS INC | 318,772 | $11,151 | 0.4% | $29.13 | — | COM | 681936100 |
| — | CORELOGIC INC | 328,573 | $11,125 | 0.4% | $31.70 | — | COM | 21871D103 |
| — | ALBANY MOLECULAR RESH INC | 557,248 | $11,061 | 0.4% | $19.33 | — | COM | 012423109 |
| PKG | PACKAGING CORP AMER | 174,679 | $11,014 | 0.4% | $38.86 | +25.1% | COM | 695156109 |
| TDY | TELEDYNE TECHNOLOGIES INC | 123,607 | $10,964 | 0.4% | $67.61 | +31.2% | COM | 879360105 |
| KHC | KRAFT HEINZ CO | 150,587 | $10,957 | 0.4% | $47.82 | -1.6% | COM | 500754106 |
| MO | ALTRIA GROUP INC | 185,193 | $10,780 | 0.4% | $28.85 | +2.1% | COM | 02209S103 |
| — | COUSINS PPTYS INC | 1,127,852 | $10,636 | 0.3% | $9.30 | — | COM | 222795106 |
| — | IBERIABANK CORP | 191,613 | $10,552 | 0.3% | $52.42 | — | COM | 450828108 |
| RGP | RESOURCES CONNECTION INC | 641,614 | $10,484 | 0.3% | $13.34 | +31.1% | COM | 76122Q105 |
| — | AIR METHODS CORP | 247,789 | $10,390 | 0.3% | $40.82 | — | COM PAR $.06 | 009128307 |
| — | HD SUPPLY HLDGS INC | 342,726 | $10,292 | 0.3% | $29.26 | — | COM | 40416M105 |
| — | ANTHEM INC | 222,937 | $10,268 | 0.3% | $50.21 | — | UNIT 05/01/20188 | 036752202 |
| PB | PROSPERITY BANCSHARES INC | 214,058 | $10,245 | 0.3% | $41.52 | -7.2% | COM | 743606105 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 152,433 | $10,183 | 0.3% | $42.14 | +53.4% | COM | 109194100 |
| PM | PHILIP MORRIS INTL INC | 115,117 | $10,120 | 0.3% | $70.77 | -26.1% | COM | 718172109 |
| — | ANACOR PHARMACEUTICALS INC | 89,565 | $10,118 | 0.3% | $117.38 | — | COM | 032420101 |
| PLCE | CHILDRENS PL INC | 183,252 | $10,116 | 0.3% | $51.17 | +5.1% | COM | 168905107 |
| PTC | PTC INC | 289,759 | $10,034 | 0.3% | $24.00 | +46.0% | COM | 69370C100 |
| DXCM | DEXCOM INC | 121,347 | $9,938 | 0.3% | $12.55 | +65.7% | COM | 252131107 |
| DECK | DECKERS OUTDOOR CORP | 208,763 | $9,854 | 0.3% | $22.33 | -60.4% | COM | 243537107 |
| GPI | GROUP 1 AUTOMOTIVE INC | 128,796 | $9,750 | 0.3% | $77.90 | +6.3% | COM | 398905109 |
| ZTS | ZOETIS INC | 202,070 | $9,683 | 0.3% | $30.89 | +35.1% | CL A | 98978V103 |
| CIEN | CIENA CORP | 463,081 | $9,581 | 0.3% | $23.24 | -1.2% | COM NEW | 171779309 |
| NMFC | NEW MTN FIN CORP | 735,038 | $9,570 | 0.3% | $10.76 | -56.7% | COM | 647551100 |
| — | FRONTIER COMMUNICATIONS CORP | 104,251 | $9,501 | 0.3% | $97.18 | — | PFD CONV SER-A | 35906A207 |
| BCC | BOISE CASCADE CO DEL | 372,129 | $9,500 | 0.3% | $19.36 | -1.0% | COM | 09739D100 |
| MOH | MOLINA HEALTHCARE INC | 156,735 | $9,424 | 0.3% | $50.01 | +26.0% | COM | 60855R100 |
| — | RUDOLPH TECHNOLOGIES INC | 649,949 | $9,242 | 0.3% | $13.34 | — | COM | 781270103 |
| JNJ | JOHNSON & JOHNSON | 89,187 | $9,161 | 0.3% | $68.41 | +11.0% | COM | 478160104 |
| MTSI | MA COM TECHNOLOGY SOLUTIONS | 221,383 | $9,052 | 0.3% | $34.58 | +0.7% | COM | 55405Y100 |
| AL | AIR LEASE CORP | 269,905 | $9,036 | 0.3% | $28.27 | +0.4% | CL A | 00912X302 |
| HURN | HURON CONSULTING GROUP INC | 149,604 | $8,886 | 0.3% | $41.22 | +36.3% | COM | 447462102 |
| EEFT | EURONET WORLDWIDE INC | 122,117 | $8,845 | 0.3% | $47.73 | +60.3% | COM | 298736109 |
| JACK | JACK IN THE BOX INC | 114,245 | $8,764 | 0.3% | $67.42 | +12.6% | COM | 466367109 |
| BCPC | BALCHEM CORP | 141,551 | $8,606 | 0.3% | $57.23 | +7.1% | COM | 057665200 |
| CSL | CARLISLE COS INC | 96,106 | $8,524 | 0.3% | $72.48 | +7.3% | COM | 142339100 |
| — | INFINERA CORPORATION | 468,450 | $8,488 | 0.3% | $19.56 | — | COM | 45667G103 |
| — | TYSON FOODS INC | 139,652 | $8,466 | 0.3% | $52.99 | — | UNIT 99/99/9999 | 902494301 |
| — | INTEGRATED DEVICE TECHNOLOGY | 314,905 | $8,298 | 0.3% | $21.43 | — | COM | 458118106 |
| PFE | PFIZER INC | 254,753 | $8,223 | 0.3% | $17.01 | +19.8% | COM | 717081103 |
| — | STARWOOD PPTY TR INC | 8,344,000 | $8,219 | 0.3% | $1.01 | — | NOTE 3.750%10/1 | 85571bac9 |
| — | INTEGRA LIFESCIENCES HLDGS C | 6,293,000 | $8,212 | 0.3% | $1.19 | — | NOTE 1.625%12/1 | 457985ak5 |
| OIS | OIL STS INTL INC | 299,717 | $8,167 | 0.3% | $52.69 | -43.5% | COM | 678026105 |
| — | RYLAND GROUP INC | 6,179,000 | $8,149 | 0.3% | $1.44 | — | NOTE 1.625% 5/1 | 783764aq6 |
| RLJ | RLJ LODGING TR | 376,084 | $8,135 | 0.3% | $28.61 | — | COM | 74965L101 |
| VOD | VODAFONE GROUP PLC NEW | 252,109 | $8,133 | 0.3% | $35.96 | — | SPNSR ADR NO PAR | 92857W308 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 150,986 | $8,112 | 0.3% | $47.04 | 0.0% | COM | 11133T103 |
| CMC | COMMERCIAL METALS CO | 584,145 | $7,997 | 0.3% | $14.68 | -17.7% | COM | 201723103 |
| — | AIRTRAN HLDGS INC | 2,690,000 | $7,969 | 0.3% | $2.92 | — | NOTE 5.250%11/0 | 00949pad0 |
| — | SANDISK CORP | 5,068,000 | $7,960 | 0.3% | $1.39 | — | NOTE 1.500% 8/1 | 80004cad3 |
| — | MEDICINES CO | 5,524,000 | $7,909 | 0.3% | $1.30 | — | DBCV 1.375% 6/0 | 584688ac9 |
| CFR | CULLEN FROST BANKERS INC | 131,688 | $7,901 | 0.3% | $53.31 | -7.6% | COM | 229899109 |
| MDLZ | MONDELEZ INTL INC | 175,980 | $7,891 | 0.3% | $25.31 | +40.1% | CL A | 609207105 |
| EXR | EXTRA SPACE STORAGE INC | 87,736 | $7,739 | 0.3% | $49.78 | +13.0% | COM | 30225T102 |
| — | FIDELITY NATIONAL FINANCIAL | 3,998,000 | $7,701 | 0.3% | $1.42 | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | INTERVAL LEISURE GROUP INC | 490,281 | $7,653 | 0.2% | $22.52 | — | COM | 46113M108 |
| — | WHITEWAVE FOODS CO | 196,550 | $7,648 | 0.2% | $37.10 | — | COM | 966244105 |
| — | PALO ALTO NETWORKS INC | 4,617,000 | $7,640 | 0.2% | $1.63 | — | NOTE 7/0 | 697435ab1 |
| — | BARNES GROUP INC | 215,802 | $7,637 | 0.2% | $37.68 | — | COM | 067806109 |
| ALK | ALASKA AIR GROUP INC | 94,790 | $7,632 | 0.2% | $68.15 | +7.3% | COM | 011659109 |
| MIDD | MIDDLEBY CORP | 70,212 | $7,574 | 0.2% | $86.02 | +29.5% | COM | 596278101 |
| — | K12 INC | 854,591 | $7,520 | 0.2% | $16.62 | — | COM | 48273U102 |
| — | GREENBRIER COS INC | 6,776,000 | $7,496 | 0.2% | $1.50 | — | NOTE 3.500% 4/0 | 393657ah4 |
| — | LIGAND PHARMACEUTICALS INC | 4,800,000 | $7,440 | 0.2% | $1.29 | — | NOTE 0.750% 8/1 | 53220kad0 |
| SM | SM ENERGY CO | 359,678 | $7,071 | 0.2% | $51.05 | -46.8% | COM | 78454L100 |
| — | PRICELINE GRP INC | 4,936,000 | $7,031 | 0.2% | $1.13 | — | NOTE 1.000% 3/1 | 741503aq9 |
| — | INC RESH HLDGS INC | 143,502 | $6,961 | 0.2% | $48.51 | — | CL A | 45329R109 |
| BURL | BURLINGTON STORES INC | 160,466 | $6,884 | 0.2% | $53.50 | -13.4% | COM | 122017106 |
| — | CIVITAS SOLUTIONS INC | 236,841 | $6,819 | 0.2% | $27.24 | — | COM | 17887R102 |
| — | CARRIZO OIL & GAS INC | 230,324 | $6,813 | 0.2% | $35.59 | — | COM | 144577103 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 97,607 | $6,798 | 0.2% | $57.13 | +31.2% | CL A | 989207105 |
| AMZN | AMAZON COM INC | 10,021 | $6,773 | 0.2% | $30.84 | +2.2% | COM | 023135106 |
| CAL | CALERES INC | 251,725 | $6,751 | 0.2% | $26.96 | -6.3% | COM | 129500104 |
| LUV | SOUTHWEST AIRLS CO | 155,656 | $6,703 | 0.2% | $34.27 | +14.8% | COM | 844741108 |
| — | SALESFORCE COM INC | 5,204,000 | $6,699 | 0.2% | $1.15 | — | NOTE 0.250% 4/0 | 79466lad6 |
| — | VERISIGN INC | 2,602,000 | $6,657 | 0.2% | $1.86 | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | EBIX INC | 202,090 | $6,627 | 0.2% | $24.96 | — | COM NEW | 278715206 |
| — | ZENDESK INC | 250,247 | $6,617 | 0.2% | $22.60 | — | COM | 98936J101 |
| NVO | NOVO-NORDISK A S | 112,665 | $6,544 | 0.2% | $68.29 | — | ADR | 670100205 |
| — | MICRON TECHNOLOGY INC | 7,800,000 | $6,498 | 0.2% | $1.17 | — | NOTE 3.000%11/1 | 595112ay9 |
| — | LINKEDIN CORP | 28,331 | $6,377 | 0.2% | $196.85 | — | COM CL A | 53578A108 |
| — | AETNA INC NEW | 58,708 | $6,348 | 0.2% | $48.25 | — | COM | 00817Y108 |
| — | EQUINIX INC | 1,600,000 | $6,324 | 0.2% | $2.35 | — | NOTE 4.750% 6/1 | 29444uah9 |
| — | HANESBRANDS INC | 208,476 | $6,135 | 0.2% | $47.84 | — | COM | 410345102 |
| — | NUVASIVE INC | 4,477,000 | $6,127 | 0.2% | $1.27 | — | NOTE 2.750% 7/0 | 670704ac9 |
| — | XPO LOGISTICS INC | 3,581,000 | $6,109 | 0.2% | $1.56 | — | NOTE 4.500%10/0 | 983793aa8 |
| — | LUXOTTICA GROUP S P A | 94,050 | $6,100 | 0.2% | $43.44 | — | SPONSORED ADR | 55068R202 |
| CSGS | CSG SYS INTL INC | 169,395 | $6,095 | 0.2% | $25.51 | +9.4% | COM | 126349109 |
| — | ON SEMICONDUCTOR CORP | 5,445,000 | $6,071 | 0.2% | $1.16 | — | NOTE 2.625%12/1 | 682189ah8 |
| — | LINKEDIN CORP | 5,750,000 | $6,038 | 0.2% | $1.05 | — | NOTE 0.500%11/0 | 53578aab4 |
| — | ISIS PHARMACEUTICALS INC DEL | 5,350,000 | $6,024 | 0.2% | $1.13 | — | NOTE 1.000%11/1 | 464337aj3 |
| — | JARDEN CORP | 3,303,000 | $6,014 | 0.2% | $1.44 | — | NOTE 1.875% 9/1 | 471109ah1 |
| — | AMAG PHARMACEUTICALS INC | 4,724,000 | $5,958 | 0.2% | $1.18 | — | NOTE 2.500% 2/1 | 00163uaa4 |
| CUBE | CUBESMART | 193,307 | $5,919 | 0.2% | $27.21 | — | COM | 229663109 |
| — | LUXFER HLDGS PLC | 601,004 | $5,914 | 0.2% | $17.53 | — | SPONSORED ADR | 550678106 |
| — | NCI BUILDING SYS INC | 473,952 | $5,882 | 0.2% | $11.98 | — | COM NEW | 628852204 |
| — | NVIDIA CORP | 3,500,000 | $5,817 | 0.2% | $1.66 | — | NOTE 1.000%12/0 | 67066gac8 |
| PRIM | PRIMORIS SVCS CORP | 261,677 | $5,765 | 0.2% | $24.12 | -11.8% | COM | 74164F103 |
| — | DERMIRA INC | 165,767 | $5,737 | 0.2% | $23.34 | — | COM | 24983L104 |
| AXTA | AXALTA COATING SYS LTD | 211,976 | $5,649 | 0.2% | $32.61 | -14.4% | COM | G0750C108 |
| AMSF | AMERISAFE INC | 110,599 | $5,629 | 0.2% | $23.32 | 0.0% | COM | 03071H100 |
| — | VECTOR GROUP LTD | 3,600,000 | $5,567 | 0.2% | $1.48 | — | FRNT 1/1 | 92240may4 |
| — | BANK AMER CORP | 5,024 | $5,526 | 0.2% | $1152.74 | — | 7.25%CNV PFD L | 060505682 |
| — | ENVISION HEALTHCARE HLDGS IN | 212,126 | $5,509 | 0.2% | $35.43 | — | COM | 29413U103 |
| — | CBS CORP NEW | 116,670 | $5,499 | 0.2% | $56.94 | — | CL B | 124857202 |
| DIS | DISNEY WALT CO | 52,159 | $5,481 | 0.2% | $98.94 | +3.3% | COM DISNEY | 254687106 |
| — | DRIL-QUIP INC | 92,324 | $5,468 | 0.2% | $77.45 | — | COM | 262037104 |
| AYI | ACUITY BRANDS INC | 23,366 | $5,463 | 0.2% | $191.20 | +9.9% | COM | 00508Y102 |
| — | TESARO INC | 3,250,000 | $5,460 | 0.2% | $1.78 | — | NOTE 3.000%10/0 | 881569aa5 |
| APOG | APOGEE ENTERPRISES INC | 124,817 | $5,431 | 0.2% | $42.27 | -6.3% | COM | 037598109 |
| — | PROOFPOINT INC | 3,110,000 | $5,357 | 0.2% | $1.40 | — | NOTE 1.250%12/1 | 743424ab9 |
| — | B/E AEROSPACE INC | 125,720 | $5,327 | 0.2% | $57.60 | — | COM | 073302101 |
| BKU | BANKUNITED INC | 145,186 | $5,235 | 0.2% | $22.39 | +22.2% | COM | 06652K103 |
| — | MARKETO INC | 181,161 | $5,201 | 0.2% | $32.08 | — | COM | 57063L107 |
| — | EVERI HLDGS INC | 1,177,254 | $5,168 | 0.2% | $5.10 | — | COM | 30034T103 |
| ALKS | ALKERMES PLC | 64,757 | $5,140 | 0.2% | $49.73 | +40.8% | SHS | G01767105 |
| — | MOBILEYE N V AMSTELVEEN | 121,254 | $5,127 | 0.2% | $46.46 | — | ORD SHS | N51488117 |
| — | SPANSION LLC | 2,750,000 | $5,124 | 0.2% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| — | SMART & FINAL STORES INC | 279,936 | $5,098 | 0.2% | $15.71 | — | COM | 83190B101 |
| ATRC | ATRICURE INC | 226,734 | $5,088 | 0.2% | $20.29 | +1.6% | COM | 04963C209 |
| — | MANITOWOC INC | 331,257 | $5,085 | 0.2% | $17.36 | — | COM | 563571108 |
| — | KEYCORP NEW | 38,462 | $5,030 | 0.2% | $77.92 | — | PFD 7.75% SR A | 493267405 |
| — | LIBERTY INTERACTIVE LLC | 3,218,000 | $4,879 | 0.2% | $1.37 | — | DEB 0.750% 3/3 | 530610ac8 |
| — | SHUTTERFLY INC | 108,583 | $4,838 | 0.2% | $42.02 | — | COM | 82568P304 |
| UNP | UNION PAC CORP | 61,830 | $4,835 | 0.2% | $76.04 | -10.2% | COM | 907818108 |
| GLOB | GLOBANT S A | 128,587 | $4,823 | 0.2% | $30.83 | +12.4% | COM | L44385109 |
| FTNT | FORTINET INC | 151,344 | $4,717 | 0.2% | $8.74 | -17.8% | COM | 34959E109 |
| — | SUNPOWER CORP | 3,596,000 | $4,697 | 0.2% | $1.49 | — | DBCV 0.750% 6/0 | 867652ag4 |
| OXY | OCCIDENTAL PETE CORP DEL | 69,253 | $4,682 | 0.2% | $64.39 | -17.0% | COM | 674599105 |
| — | TIFFANY & CO NEW | 61,274 | $4,675 | 0.2% | $83.10 | — | COM | 886547108 |
| — | ECHO GLOBAL LOGISTICS INC | 5,316,000 | $4,669 | 0.2% | $1.07 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | JIVE SOFTWARE INC | 1,134,580 | $4,629 | 0.2% | $12.07 | — | COM | 47760A108 |
| — | GREENHILL & CO INC | 160,053 | $4,579 | 0.1% | $39.88 | — | COM | 395259104 |
| — | XILINX INC | 2,795,000 | $4,544 | 0.1% | $1.49 | — | NOTE 2.625% 6/1 | 983919af8 |
| FNV | FRANCO NEVADA CORP | 98,925 | $4,526 | 0.1% | $51.41 | -15.4% | COM | 351858105 |
| — | ALCOA INC | 136,642 | $4,521 | 0.1% | $48.93 | — | DEP SHS 1/10TH | 013817309 |
| NEE | NEXTERA ENERGY INC | 43,375 | $4,506 | 0.1% | $14.51 | +34.4% | COM | 65339F101 |
| PCTY | PAYLOCITY HLDG CORP | 110,535 | $4,482 | 0.1% | $32.21 | +19.2% | COM | 70438V106 |
| MPAA | MOTORCAR PTS AMER INC | 132,046 | $4,464 | 0.1% | $19.59 | +82.4% | COM | 620071100 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 89,436 | $4,449 | 0.1% | $47.98 | -17.6% | COM | 205306103 |
| WSM | WILLIAMS SONOMA INC | 75,614 | $4,417 | 0.1% | $26.87 | -0.0% | COM | 969904101 |
| FNF | FIDELITY NATIONAL FINANCIAL | 127,300 | $4,413 | 0.1% | $17.29 | -4.4% | FNF GROUP COM | 31620R303 |
| — | MOLINA HEALTHCARE INC | 3,600,000 | $4,341 | 0.1% | $1.14 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | AMSURG CORP | 30,000 | $4,328 | 0.1% | $139.00 | — | PFD CNV SR A-1 % | 03232P504 |
| — | HEADWATERS INC | 256,455 | $4,326 | 0.1% | $16.87 | — | COM | 42210P102 |
| WAL | WESTERN ALLIANCE BANCORP | 120,474 | $4,320 | 0.1% | $24.61 | +27.2% | COM | 957638109 |
| — | INTERSECT ENT INC | 189,846 | $4,272 | 0.1% | $23.32 | — | COM | 46071F103 |
| XOM | EXXON MOBIL CORP | 53,927 | $4,204 | 0.1% | $69.75 | -26.3% | COM | 30231G102 |
| — | SHUTTERFLY INC | 4,300,000 | $4,156 | 0.1% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| — | HURON CONSULTING GROUP INC | 4,141,000 | $4,149 | 0.1% | $1.03 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | STANDARD PAC CORP NEW | 3,700,000 | $4,116 | 0.1% | $1.23 | — | NOTE 1.250% 8/0 | 85375cbc4 |
| — | GRAMERCY PPTY TR | 532,282 | $4,109 | 0.1% | $7.72 | — | COM | 385002100 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 22,055 | $4,080 | 0.1% | $172.77 | 0.0% | COM | 90384S303 |
| VZ | VERIZON COMMUNICATIONS INC | 87,769 | $4,057 | 0.1% | $26.90 | +0.1% | COM | 92343V104 |
| MNRO | MONRO MUFFLER BRAKE INC | 61,210 | $4,053 | 0.1% | $53.42 | +33.2% | COM | 610236101 |
| — | STARWOOD WAYPOINT RESIDENTL | 4,050,000 | $4,040 | 0.1% | $1.00 | — | NOTE 4.500%10/1 | 85571wad1 |
| — | HARMAN INTL INDS INC | 42,840 | $4,036 | 0.1% | $82.57 | — | COM | 413086109 |
| — | ENCORE CAP GROUP INC | 4,659,000 | $4,020 | 0.1% | $1.14 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 2,135,000 | $3,904 | 0.1% | $1.09 | — | NOTE 1.750%12/0 | 874054ac3 |
| — | GULFPORT ENERGY CORP | 158,822 | $3,902 | 0.1% | $39.12 | — | COM NEW | 402635304 |
| — | CROWN CASTLE INTL CORP NEW | 36,050 | $3,862 | 0.1% | $102.35 | — | CNV PFD STK SR A | 22822V200 |
| — | DEPOMED INC | 3,371,000 | $3,847 | 0.1% | $1.29 | — | NOTE 2.500% 9/0 | 249908aa2 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 107,989 | $3,804 | 0.1% | $27.87 | — | COM | 87157B103 |
| JBLU | JETBLUE AIRWAYS CORP | 167,096 | $3,785 | 0.1% | $23.74 | +4.9% | COM | 477143101 |
| — | ALBANY MOLECULAR RESH INC | 2,800,000 | $3,770 | 0.1% | $1.30 | — | NOTE 2.250%11/1 | 012423ab5 |
| FANG | DIAMONDBACK ENERGY INC | 56,227 | $3,762 | 0.1% | $57.86 | -0.6% | COM | 25278X109 |
| — | WEYERHAEUSER CO | 74,547 | $3,739 | 0.1% | $57.25 | — | PREF CONV SER A | 962166872 |
| MLM | MARTIN MARIETTA MATLS INC | 26,989 | $3,686 | 0.1% | $117.38 | +19.6% | COM | 573284106 |
| — | NATIONAL CINEMEDIA INC | 231,162 | $3,632 | 0.1% | $15.71 | — | COM | 635309107 |
| — | NXP SEMICONDUCTORS N V | 3,300,000 | $3,630 | 0.1% | $1.10 | — | DBCV 1.000%12/0 | 62952qab6 |
| — | ULTIMATE SOFTWARE GROUP INC | 18,464 | $3,610 | 0.1% | $148.79 | — | COM | 90385D107 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,300,000 | $3,574 | 0.1% | $0.97 | — | NOTE 2.250% 6/0 | 049164bh8 |
| — | VOCERA COMMUNICATIONS INC | 292,100 | $3,564 | 0.1% | $11.93 | — | COM | 92857F107 |
| — | FOGO DE CHAO INC | 234,437 | $3,554 | 0.1% | $19.21 | — | COM | 344177100 |
| — | KNOLL INC | 188,191 | $3,538 | 0.1% | $18.80 | — | COM NEW | 498904200 |
| — | DR PEPPER SNAPPLE GROUP INC | 37,686 | $3,512 | 0.1% | $44.18 | — | COM | 26138E109 |
| — | IAC INTERACTIVECORP | 57,950 | $3,480 | 0.1% | $62.30 | — | COM PAR $.001 | 44919P508 |
| LOPE | GRAND CANYON ED INC | 86,360 | $3,465 | 0.1% | $38.41 | +2.5% | COM | 38526M106 |
| — | TWITTER INC | 4,078,000 | $3,461 | 0.1% | $0.85 | — | NOTE 0.250% 9/1 | 90184lab8 |
| — | MOLINA HEALTHCARE INC | 2,221,000 | $3,454 | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| — | EPR PPTYS | 104,400 | $3,432 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| PBI | PITNEY BOWES INC | 165,377 | $3,415 | 0.1% | $20.55 | +0.7% | COM | 724479100 |
| — | STERICYCLE INC | 37,017 | $3,376 | 0.1% | $101.60 | — | DEP PFD A 1/10 | 858912207 |
| — | FORUM ENERGY TECHNOLOGIES IN | 269,135 | $3,353 | 0.1% | $20.41 | — | COM | 34984V100 |
| MCD | MCDONALDS CORP | 28,371 | $3,352 | 0.1% | $86.04 | +1.4% | COM | 580135101 |
| — | SUNPOWER CORP | 110,077 | $3,303 | 0.1% | $28.96 | — | COM | 867652406 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 3,000,000 | $3,245 | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| — | ALERE INC | 11,771 | $3,235 | 0.1% | $252.05 | — | PERP PFD CONV SE | 01449J204 |
| — | YAHOO INC | 3,306,000 | $3,232 | 0.1% | $1.12 | — | NOTE 12/0 | 984332af3 |
| — | MICROCHIP TECHNOLOGY INC | 1,670,000 | $3,180 | 0.1% | $1.44 | — | SDCV 2.125%12/1 | 595017ab0 |
| — | RTW HLDGS INC | 3,400,000 | $3,154 | 0.1% | $0.93 | — | NOTE 5.625%11/1 | 749772ab5 |
| BWA | BORGWARNER INC | 72,806 | $3,147 | 0.1% | $38.91 | -17.5% | COM | 099724106 |
| DY | DYCOM INDS INC | 44,804 | $3,134 | 0.1% | $79.48 | 0.0% | COM | 267475101 |
| WAB | WABTEC CORP | 43,897 | $3,122 | 0.1% | $71.48 | +5.4% | COM | 929740108 |
| — | PACIRA PHARMACEUTICALS INC | 985,000 | $3,072 | 0.1% | $3.30 | — | NOTE 3.250% 2/0 | 695127ab6 |
| — | SIRONA DENTAL SYSTEMS INC | 27,880 | $3,055 | 0.1% | $65.16 | — | COM | 82966C103 |
| — | CIENA CORP | 2,307,000 | $3,001 | 0.1% | $1.40 | — | DEBT 4.000%12/1 | 171779ak7 |
| META | FACEBOOK INC | 28,600 | $2,993 | 0.1% | $87.51 | +16.6% | CL A | 30303M102 |
| — | GILEAD SCIENCES INC | 662,000 | $2,976 | 0.1% | $1.96 | — | NOTE 1.625% 5/0 | 375558ap8 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 15 | $2,967 | 0.1% | $134052.62 | +50.1% | CL A | 084670108 |
| MKC | MCCORMICK & CO INC | 34,522 | $2,954 | 0.1% | $31.97 | +8.9% | COM NON VTG | 579780206 |
| — | MERITAGE HOMES CORP | 3,000,000 | $2,953 | 0.1% | $1.00 | — | NOTE 1.875% 9/1 | 59001aar3 |
| QCOM | QUALCOMM INC | 58,950 | $2,947 | 0.1% | $60.17 | -33.5% | COM | 747525103 |
| — | CONTROL4 CORP | 405,022 | $2,945 | 0.1% | $11.82 | — | COM | 21240D107 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,199,000 | $2,942 | 0.1% | $1.11 | — | NOTE 1.500%10/1 | 09061gaf8 |
| HON | HONEYWELL INTL INC | 28,331 | $2,934 | 0.1% | $63.07 | +17.8% | COM | 438516106 |
| HSIC | SCHEIN HENRY INC | 18,425 | $2,915 | 0.1% | $73.24 | -18.8% | COM | 806407102 |
| — | WEBMD HEALTH CORP | 2,600,000 | $2,910 | 0.1% | $1.00 | — | NOTE 1.500%12/0 | 94770vak8 |
| — | CITRIX SYS INC | 2,661,000 | $2,900 | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| — | KKR & CO L P DEL | 186,031 | $2,900 | 0.1% | $24.33 | — | COM UNITS | 48248M102 |
| — | INCYTE CORP | 1,329,000 | $2,892 | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| WMB | WILLIAMS COS INC DEL | 111,213 | $2,858 | 0.1% | $19.05 | +2.7% | COM | 969457100 |
| — | CEMPRA INC | 91,200 | $2,839 | 0.1% | $31.13 | — | COM | 15130J109 |
| — | MODEL N INC | 254,000 | $2,835 | 0.1% | $11.12 | — | COM | 607525102 |
| — | ELECTRONICS FOR IMAGING INC | 2,650,000 | $2,832 | 0.1% | $1.03 | — | NOTE 0.750% 9/0 | 286082ac6 |
| CCS | CENTURY CMNTYS INC | 158,720 | $2,811 | 0.1% | $18.31 | -3.2% | COM | 156504300 |
| SHW | SHERWIN WILLIAMS CO | 10,793 | $2,802 | 0.1% | $78.73 | 0.0% | COM | 824348106 |
| DVN | DEVON ENERGY CORP NEW | 87,271 | $2,793 | 0.1% | $49.07 | -42.2% | COM | 25179M103 |
| — | AAC HLDGS INC | 146,050 | $2,784 | 0.1% | $21.98 | — | COM | 000307108 |
| — | T MOBILE US INC | 40,761 | $2,752 | 0.1% | $59.30 | — | CONV PFD SER A | 872590203 |
| HIG | HARTFORD FINL SVCS GROUP INC | 61,900 | $2,690 | 0.1% | $25.51 | +44.6% | COM | 416515104 |
| XPO | XPO LOGISTICS INC | 97,689 | $2,662 | 0.1% | $9.92 | +0.1% | COM | 983793100 |
| — | CEPHEID | 2,967,000 | $2,661 | 0.1% | $1.07 | — | DBCV 1.250% 2/0 | 15670rac1 |
| EPD | ENTERPRISE PRODS PARTNERS L | 102,902 | $2,632 | 0.1% | $46.90 | — | COM | 293792107 |
| PEB | PEBBLEBROOK HOTEL TR | 93,605 | $2,623 | 0.1% | $28.02 | — | COM | 70509V100 |
| — | CORNERSTONE ONDEMAND INC | 2,644,000 | $2,611 | 0.1% | $1.00 | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | VIRGIN AMER INC | 71,120 | $2,561 | 0.1% | $30.31 | — | COM VTG | 92765X208 |
| — | MICRON TECHNOLOGY INC | 1,621,000 | $2,558 | 0.1% | $1.88 | — | NOTE 2.375% 5/0 | 595112aw3 |
| — | STANLEY BLACK & DECKER INC | 21,362 | $2,547 | 0.1% | $66.28 | — | UNIT 11/17/20166 | 854502804 |
| — | CEMEX SAB DE CV | 2,550,000 | $2,542 | 0.1% | $1.44 | — | NOTE 3.250% 3/1 | 151290bb8 |
| — | TRIBUNE MEDIA CO | 74,963 | $2,534 | 0.1% | $53.39 | — | CL A | 896047503 |
| — | RED HAT INC | 30,300 | $2,509 | 0.1% | $74.94 | — | COM | 756577102 |
| AOS | SMITH A O | 32,421 | $2,484 | 0.1% | $29.10 | +9.8% | COM | 831865209 |
| ARCC | ARES CAP CORP | 174,300 | $2,484 | 0.1% | $13.75 | -58.1% | COM | 04010L103 |
| HLF | HERBALIFE LTD | 45,850 | $2,458 | 0.1% | $26.40 | +5.2% | COM USD SHS | G4412G101 |
| — | SWIFT TRANSN CO | 177,601 | $2,454 | 0.1% | $13.82 | — | CL A | 87074U101 |
| PG | PROCTER & GAMBLE CO | 30,856 | $2,450 | 0.1% | $66.66 | -13.1% | COM | 742718109 |
| — | INTEGRATED DEVICE TECHNOLOGY | 2,350,000 | $2,418 | 0.1% | $1.03 | — | NOTE 0.875%11/1 | 458118ab2 |
| — | NEW MTN FIN CORP | 2,400,000 | $2,406 | 0.1% | $1.00 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | TABLEAU SOFTWARE INC | 25,310 | $2,385 | 0.1% | $94.23 | — | CL A | 87336U105 |
| — | IGI LABS INC | 2,300,000 | $2,249 | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 449575ab5 |
| — | COLONY CAP INC | 2,325,000 | $2,247 | 0.1% | $1.02 | — | NOTE 5.000% 4/1 | 19624raa4 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 139,543 | $2,217 | 0.1% | $7.74 | +6.8% | SH BEN INT | 20451Q104 |
| NXRT | NEXPOINT RESIDENTIAL TR INC | 165,194 | $2,162 | 0.1% | $13.35 | — | COM | 65341D102 |
| — | SHIP FINANCE INTERNATIONAL L | 2,000,000 | $2,162 | 0.1% | $1.00 | — | NOTE 3.250% 2/0 | g81075ae6 |
| — | BLACKSTONE MTG TR INC | 2,100,000 | $2,159 | 0.1% | $1.07 | — | NOTE 5.250%12/0 | 09257waa8 |
| FARM | FARMER BROS CO | 66,040 | $2,131 | 0.1% | $21.83 | +37.3% | COM | 307675108 |
| — | JAZZ INVESTMENTS I LTD | 2,035,000 | $2,126 | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | TESLA MTRS INC | 2,300,000 | $2,116 | 0.1% | $0.92 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | CLARCOR INC | 42,382 | $2,106 | 0.1% | $62.24 | — | COM | 179895107 |
| — | DIPLOMAT PHARMACY INC | 60,960 | $2,086 | 0.1% | $32.42 | — | COM | 25456K101 |
| — | CHENIERE ENERGY INC | 3,927,000 | $2,078 | 0.1% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| — | SOUTHWESTERN ENERGY CO | 111,604 | $2,065 | 0.1% | $50.42 | — | DEP SHS 1/20 B | 845467208 |
| — | BLUCORA INC | 2,437,000 | $2,047 | 0.1% | $0.94 | — | NOTE 4.250% 4/0 | 095229ab6 |
| LGIH | LGI HOMES INC | 82,580 | $2,009 | 0.1% | $20.14 | +44.8% | COM | 50187T106 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,337,000 | $1,984 | 0.1% | $1.00 | — | NOTE 4.500% 7/1 | 590328aa8 |
| — | SINA CORP | 2,000,000 | $1,940 | 0.1% | $0.97 | — | NOTE 1.000%12/0 | 82922rad5 |
| CVX | CHEVRON CORP NEW | 21,340 | $1,920 | 0.1% | $95.50 | -38.8% | COM | 166764100 |
| LULU | LULULEMON ATHLETICA INC | 36,534 | $1,917 | 0.1% | $60.95 | -17.3% | COM | 550021109 |
| — | PHYSICIANS RLTY TR | 113,540 | $1,914 | 0.1% | $13.87 | — | COM | 71943U104 |
| — | VERINT SYS INC | 2,009,000 | $1,890 | 0.1% | $1.02 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,432,000 | $1,839 | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061gae1 |
| — | ILLUMINA INC | 792,000 | $1,818 | 0.1% | $2.15 | — | NOTE 0.250% 3/1 | 452327ad1 |
| PPG | PPG INDS INC | 18,158 | $1,794 | 0.1% | $94.21 | -10.8% | COM | 693506107 |
| — | CST BRANDS INC | 45,720 | $1,789 | 0.1% | $35.01 | — | COM | 12646R105 |
| — | WORKDAY INC | 1,500,000 | $1,786 | 0.1% | $1.24 | — | NOTE 1.500% 7/1 | 98138had3 |
| — | TASER INTL INC | 102,100 | $1,765 | 0.1% | $17.29 | — | COM | 87651B104 |
| — | WELLPOINT INC | 912,000 | $1,740 | 0.1% | $2.07 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | THERAVANCE INC | 2,299,000 | $1,731 | 0.1% | $1.39 | — | NOTE 2.125% 1/1 | 88338tab0 |
| — | HOLOGIC INC | 1,017,000 | $1,725 | 0.1% | $1.31 | — | FRNT 2.000%12/1 | 436440ab7 |
| — | TRULIA INC | 1,383,000 | $1,715 | 0.1% | $1.45 | — | NOTE 2.750%12/1 | 897888ab9 |
| — | COLONY CAP INC | 87,600 | $1,706 | 0.1% | $22.65 | — | CL A | 19624R106 |
| — | 2U INC | 60,960 | $1,706 | 0.1% | $35.90 | — | COM | 90214J101 |
| PPL | PPL CORP | 49,809 | $1,700 | 0.1% | $18.74 | +14.5% | COM | 69351T106 |
| — | TESLA MTRS INC | 864,000 | $1,693 | 0.1% | $1.75 | — | NOTE 1.500% 6/0 | 88160raa9 |
| — | ALLETE INC | 33,300 | $1,693 | 0.1% | $51.35 | — | COM NEW | 018522300 |
| GILD | GILEAD SCIENCES INC | 16,660 | $1,686 | 0.1% | $71.30 | +2.2% | COM | 375558103 |
| ABBV | ABBVIE INC | 28,375 | $1,681 | 0.1% | $38.40 | -1.1% | COM | 00287Y109 |
| ATRO | ASTRONICS CORP | 40,640 | $1,654 | 0.1% | $32.10 | -12.7% | COM | 046433108 |
| HXL | HEXCEL CORP NEW | 35,560 | $1,652 | 0.1% | $45.64 | +1.3% | COM | 428291108 |
| — | SERVICENOW INC | 1,276,000 | $1,636 | 0.1% | $1.14 | — | NOTE 11/0 | 81762pab8 |
| NAVI | NAVIENT CORP | 141,200 | $1,617 | 0.1% | $16.89 | -27.5% | COM | 63938C108 |
| — | TWENTY FIRST CENTY FOX INC | 59,050 | $1,604 | 0.1% | $33.81 | — | CL A | 90130A101 |
| — | FIBROGEN INC | 52,070 | $1,587 | 0.1% | $25.87 | — | COM | 31572Q808 |
| — | WELLTOWER INC | 26,068 | $1,584 | 0.1% | $61.83 | — | 6.50% PFD PREPET | 95040Q203 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 1,567,000 | $1,577 | 0.1% | $1.03 | — | NOTE 0.750% 8/1 | 87157baa1 |
| EA | ELECTRONIC ARTS INC | 22,047 | $1,515 | 0.0% | $41.91 | +62.7% | COM | 285512109 |
| — | SOTHEBYS | 57,457 | $1,480 | 0.0% | $42.74 | — | COM | 835898107 |
| — | NEXTERA ENERGY INC | 26,835 | $1,469 | 0.0% | $56.95 | — | UNIT 09/01/2016 | 65339F861 |
| GRBK | GREEN BRICK PARTNERS INC | 203,200 | $1,463 | 0.0% | $10.41 | -14.7% | COM | 392709101 |
| LEG | LEGGETT & PLATT INC | 34,825 | $1,463 | 0.0% | $46.72 | -5.0% | COM | 524660107 |
| ROP | ROPER TECHNOLOGIES INC | 7,700 | $1,461 | 0.0% | $117.84 | +46.3% | COM | 776696106 |
| — | EZCORP INC | 2,100,000 | $1,454 | 0.0% | $0.73 | — | NOTE 2.125% 6/1 | 302301ab2 |
| — | NEWPARK RES INC | 1,600,000 | $1,445 | 0.0% | $0.95 | — | NOTE 4.000%10/0 | 651718ac2 |
| TXN | TEXAS INSTRS INC | 26,300 | $1,442 | 0.0% | $30.88 | +36.9% | COM | 882508104 |
| — | SAGE THERAPEUTICS INC | 24,585 | $1,433 | 0.0% | $50.24 | — | COM | 78667J108 |
| — | TTM TECHNOLOGIES INC | 1,583,000 | $1,426 | 0.0% | $1.04 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | SEACOR HOLDINGS INC | 1,500,000 | $1,413 | 0.0% | $1.23 | — | NOTE 2.500%12/1 | 811904am3 |
| — | AIR TRANSPORT SERVICES GRP I | 139,700 | $1,408 | 0.0% | $10.08 | — | COM | 00922R105 |
| — | ISTAR INC | 1,281,000 | $1,391 | 0.0% | $1.36 | — | NOTE 3.000%11/1 | 45031ubr1 |
| — | AMERIGAS PARTNERS L P | 40,088 | $1,374 | 0.0% | $46.94 | — | UNIT L P INT | 030975106 |
| — | ADURO BIOTECH INC | 48,449 | $1,363 | 0.0% | $30.33 | — | COM | 00739L101 |
| — | ACORDA THERAPEUTICS INC | 1,178,000 | $1,358 | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| — | SERVICESOURCE INTL INC | 1,571,000 | $1,343 | 0.0% | $0.76 | — | NOTE 1.500% 8/0 | 81763uab6 |
| — | ACTUA CORP | 116,840 | $1,338 | 0.0% | $13.16 | — | COM | 005094107 |
| — | RTI INTL METALS INC | 1,300,000 | $1,334 | 0.0% | $1.15 | — | NOTE 1.625%10/1 | 74973wab3 |
| — | MCGRAW HILL FINL INC | 13,386 | $1,320 | 0.0% | $99.35 | — | COM | 580645109 |
| SLM | SLM CORP | 201,650 | $1,315 | 0.0% | $10.09 | -32.7% | COM | 78442P106 |
| — | CALLIDUS SOFTWARE INC | 68,580 | $1,274 | 0.0% | $14.80 | — | COM | 13123E500 |
| V | VISA INC | 16,328 | $1,266 | 0.0% | $57.96 | +24.5% | COM CL A | 92826C839 |
| — | NEW HOME CO INC | 93,980 | $1,218 | 0.0% | $15.35 | — | COM | 645370107 |
| — | ALCOA INC | 123,303 | $1,217 | 0.0% | $15.11 | — | COM | 013817101 |
| GOOG | ALPHABET INC | 1,574 | $1,194 | 0.0% | $35.61 | 0.0% | CAP STK CL C | 02079K107 |
| — | CEMEX SAB DE CV | 1,250,000 | $1,168 | 0.0% | $1.52 | — | NOTE 3.750% 3/1 | 151290bc6 |
| — | INFINERA CORPORATION | 752,000 | $1,161 | 0.0% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,018,000 | $1,152 | 0.0% | $1.14 | — | NOTE 2.875% 7/1 | 55608baa3 |
| PDFS | PDF SOLUTIONS INC | 101,600 | $1,101 | 0.0% | $14.82 | -26.8% | COM | 693282105 |
| — | UTI WORLDWIDE INC | 1,100,000 | $1,086 | 0.0% | $0.99 | — | NOTE 4.500% 3/0 | 90349lab0 |
| — | LIVE NATION ENTERTAINMENT IN | 1,067,000 | $1,084 | 0.0% | $1.08 | — | DBCV 2.500% 5/1 | 538034aj8 |
| — | HCI GROUP INC | 1,206,000 | $1,064 | 0.0% | $0.99 | — | NOTE 3.875% 3/1 | 40416eab9 |
| — | CARDTRONICS INC | 1,140,000 | $1,062 | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | INCYTE CORP | 495,000 | $1,062 | 0.0% | $1.51 | — | NOTE 0.375%11/1 | 45337cam4 |
| — | SEQUENOM INC | 1,310,000 | $1,057 | 0.0% | $0.96 | — | NOTE 5.000% 1/0 | 817337ac2 |
| — | EMERGENT BIOSOLUTIONS INC | 761,000 | $1,051 | 0.0% | $1.16 | — | NOTE 2.875% 1/1 | 29089qab1 |
| — | STARWOOD PPTY TR INC | 1,008,000 | $1,049 | 0.0% | $1.10 | — | NOTE 4.000% 1/1 | 85571bab1 |
| TOL | TOLL BROTHERS INC | 31,300 | $1,042 | 0.0% | $37.86 | -5.8% | COM | 889478103 |
| — | OREXIGEN THERAPEUTICS INC | 1,743,000 | $1,030 | 0.0% | $0.99 | — | NOTE 2.750%12/0 | 686164ab0 |
| — | PLATFORM SPECIALTY PRODS COR | 79,450 | $1,019 | 0.0% | $14.73 | — | COM | 72766Q105 |
| NTRS | NORTHERN TR CORP | 14,000 | $1,009 | 0.0% | $50.14 | +9.0% | COM | 665859104 |
| — | BROOKDALE SR LIVING INC | 997,000 | $993 | 0.0% | $1.17 | — | NOTE 2.750% 6/1 | 112463aa2 |
| — | PFSWEB INC | 76,200 | $981 | 0.0% | $14.10 | — | COM NEW | 717098206 |
| AME | AMETEK INC NEW | 17,281 | $926 | 0.0% | $45.39 | +12.9% | COM | 031100100 |
| HSY | HERSHEY CO | 10,265 | $916 | 0.0% | $70.99 | -0.9% | COM | 427866108 |
| — | STARWOOD WAYPOINT RESIDENTL | 971,000 | $902 | 0.0% | $0.93 | — | NOTE 3.000% 7/0 | 85571wab5 |
| — | HABIT RESTAURANTS INC | 38,100 | $879 | 0.0% | $23.07 | — | COM CL A | 40449J103 |
| — | CHESAPEAKE ENERGY CORP | 1,810,000 | $878 | 0.0% | $0.99 | — | NOTE 2.500% 5/1 | 165167bz9 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 6,542 | $864 | 0.0% | $108.85 | +23.3% | CL B NEW | 084670702 |
| — | SMITH & WESSON HLDG CORP | 39,100 | $859 | 0.0% | $21.97 | — | COM | 831756101 |
| STZ | CONSTELLATION BRANDS INC | 5,828 | $830 | 0.0% | $118.66 | 0.0% | CL A | 21036P108 |
| — | JDS UNIPHASE CORP | 878,000 | $828 | 0.0% | $1.00 | — | DBCV 0.625% 8/1 | 46612jaf8 |
| — | DU PONT E I DE NEMOURS & CO | 12,187 | $812 | 0.0% | $47.51 | — | COM | 263534109 |
| COP | CONOCOPHILLIPS | 17,050 | $796 | 0.0% | $57.68 | -33.5% | COM | 20825C104 |
| WFC | WELLS FARGO & CO NEW | 14,630 | $795 | 0.0% | $38.15 | +7.0% | COM | 949746101 |
| EXPE | EXPEDIA INC DEL | 6,399 | $795 | 0.0% | $90.28 | +33.1% | COM NEW | 30212P303 |
| AAP | ADVANCE AUTO PARTS INC | 5,236 | $788 | 0.0% | $138.30 | +9.9% | COM | 00751Y106 |
| — | ELECTRONIC ARTS INC | 358,000 | $772 | 0.0% | $0.93 | — | NOTE 0.750% 7/1 | 285512aa7 |
| — | KINDER MORGAN INC DEL | 19,245 | $770 | 0.0% | $40.01 | — | PFD SER A | 49456B200 |
| INTU | INTUIT | 7,978 | $770 | 0.0% | $89.42 | -0.1% | COM | 461202103 |
| — | WEBMD HEALTH CORP | 750,000 | $751 | 0.0% | $1.00 | — | NOTE 2.250% 3/3 | 94770vah5 |
| — | HILTON WORLDWIDE HLDGS INC | 34,944 | $748 | 0.0% | $28.42 | — | COM | 43300A104 |
| — | LIBERTY MEDIA CORP DELAWARE | 758,000 | $746 | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| — | UNITED TECHNOLOGIES CORP | 7,754 | $745 | 0.0% | $94.96 | — | COM | 913017109 |
| — | UNILEVER N V | 17,065 | $739 | 0.0% | $43.31 | — | N Y SHS NEW | 904784709 |
| AMG | AFFILIATED MANAGERS GROUP | 4,622 | $738 | 0.0% | $155.65 | +6.9% | COM | 008252108 |
| TMO | THERMO FISHER SCIENTIFIC INC | 5,100 | $723 | 0.0% | $124.75 | +3.8% | COM | 883556102 |
| CNP | CENTERPOINT ENERGY INC | 38,875 | $714 | 0.0% | $19.20 | -34.0% | COM | 15189T107 |
| SJT | SAN JUAN BASIN RTY TR | 170,928 | $708 | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| T | AT&T INC | 20,184 | $695 | 0.0% | $25.38 | -51.0% | COM | 00206R102 |
| — | RAYTHEON CO | 5,504 | $685 | 0.0% | $124.45 | — | COM NEW | 755111507 |
| — | PANDORA MEDIA INC | 51,048 | $685 | 0.0% | $15.40 | — | COM | 698354107 |
| — | AEGERION PHARMACEUTICALS INC | 1,000,000 | $670 | 0.0% | $0.76 | — | NOTE 2.000% 8/1 | 00767eab8 |
| QTWO | Q2 HLDGS INC | 25,400 | $670 | 0.0% | $26.30 | 0.0% | COM | 74736L109 |
| — | MATTERSIGHT CORP | 101,600 | $666 | 0.0% | $7.69 | — | COM | 577097108 |
| HEI | HEICO CORP NEW | 12,250 | $666 | 0.0% | $27.02 | -3.7% | COM | 422806109 |
| INCY | INCYTE CORP | 6,111 | $663 | 0.0% | $107.86 | +3.4% | COM | 45337C102 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,798 | $660 | 0.0% | $127.54 | -31.4% | COM | 459200101 |
| — | SBA COMMUNICATIONS CORP | 6,203 | $652 | 0.0% | $86.62 | — | COM | 78388J106 |
| ADI | ANALOG DEVICES INC | 11,518 | $637 | 0.0% | $48.08 | 0.0% | COM | 032654105 |
| — | PRICELINE GRP INC | 500 | $637 | 0.0% | $1274.00 | — | COM NEW | 741503403 |
| — | CHUBB CORP | 4,750 | $630 | 0.0% | $122.74 | — | COM | 171232101 |
| — | PLAINS GP HLDGS L P | 66,050 | $624 | 0.0% | $25.84 | — | SHS A REP LTPN | 72651A108 |
| PNC | PNC FINL SVCS GROUP INC | 6,520 | $621 | 0.0% | $67.20 | 0.0% | COM | 693475105 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $612 | 0.0% | $26.38 | — | COM | 025676206 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 2,375 | $609 | 0.0% | $35.41 | +24.7% | COM | 45866F104 |
| — | TOWERS WATSON & CO | 4,680 | $601 | 0.0% | $121.55 | — | CL A | 891894107 |
| — | WESTROCK CO | 13,051 | $595 | 0.0% | $50.25 | — | COM | 96145D105 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 5,287 | $593 | 0.0% | $55.55 | +80.0% | COM | 90400D108 |
| GOOGL | ALPHABET INC | 716 | $557 | 0.0% | $36.73 | 0.0% | CAP STK CL A | 02079K305 |
| — | PROSHARES TR II | 11,000 | $555 | 0.0% | $74.02 | — | SHT VIX ST TRM | 74347W627 |
| — | L BRANDS INC | 5,697 | $546 | 0.0% | $62.22 | — | COM | 501797104 |
| TSCO | TRACTOR SUPPLY CO | 6,208 | $531 | 0.0% | $66.42 | -77.1% | COM | 892356106 |
| SGRY | SURGERY PARTNERS INC | 25,400 | $520 | 0.0% | $19.11 | 0.0% | COM | 86881A100 |
| — | CITRIX SYS INC | 6,516 | $493 | 0.0% | $65.58 | — | COM | 177376100 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $482 | 0.0% | $55.52 | -19.7% | COM | 209115104 |
| — | MONMOUTH REAL ESTATE INVT CO | 42,600 | $446 | 0.0% | $10.32 | — | CL A | 609720107 |
| DEO | DIAGEO P L C | 4,007 | $437 | 0.0% | $120.52 | — | SPON ADR NEW | 25243Q205 |
| EL | LAUDER ESTEE COS INC | 4,930 | $434 | 0.0% | $74.79 | 0.0% | CL A | 518439104 |
| — | CLOVIS ONCOLOGY INC | 504,000 | $434 | 0.0% | $1.67 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | APACHE CORP | 9,428 | $419 | 0.0% | $85.13 | — | COM | 037411105 |
| — | AON PLC | 4,450 | $410 | 0.0% | $99.62 | — | SHS CL A | G0408V102 |
| — | BARRETT BILL CORP | 101,540 | $399 | 0.0% | $20.50 | — | COM | 06846N104 |
| SWKS | SKYWORKS SOLUTIONS INC | 5,075 | $390 | 0.0% | $41.00 | +58.3% | COM | 83088M102 |
| — | SUNEDISON INC | 744,000 | $383 | 0.0% | $1.59 | — | NOTE 2.750% 1/0 | 86732yad1 |
| AAL | AMERICAN AIRLS GROUP INC | 9,000 | $381 | 0.0% | $39.37 | +5.1% | COM | 02376R102 |
| CF | CF INDS HLDGS INC | 9,194 | $375 | 0.0% | $43.29 | -18.3% | COM | 125269100 |
| MSFT | MICROSOFT CORP | 6,717 | $373 | 0.0% | $30.58 | +50.2% | COM | 594918104 |
| — | ROVI CORP | 21,000 | $350 | 0.0% | $15.54 | — | COM | 779376102 |
| — | TIME WARNER INC | 5,345 | $346 | 0.0% | $77.93 | — | COM NEW | 887317303 |
| UAL | UNITED CONTL HLDGS INC | 6,000 | $344 | 0.0% | $56.42 | +2.3% | COM | 910047109 |
| COR | AMERISOURCEBERGEN CORP | 3,310 | $343 | 0.0% | $77.44 | -6.0% | COM | 03073E105 |
| IBB | ISHARES TR | 1,000 | $338 | 0.0% | $338.00 | — | NASDQ BIOTEC ETF | 464287556 |
| — | SUNEDISON INC | 598,000 | $328 | 0.0% | $1.30 | — | NOTE 2.000%10/0 | 86732yac3 |
| PEP | PEPSICO INC | 3,240 | $324 | 0.0% | $69.66 | +5.5% | COM | 713448108 |
| AFL | AFLAC INC | 5,400 | $323 | 0.0% | $52.76 | -53.5% | COM | 001055102 |
| NVS | NOVARTIS A G | 3,736 | $321 | 0.0% | $95.90 | — | SPONSORED ADR | 66987V109 |
| UAA | UNDER ARMOUR INC | 3,793 | $306 | 0.0% | $45.61 | 0.0% | CL A | 904311107 |
| — | WALTER INVT MGMT CORP | 457,000 | $301 | 0.0% | $1.02 | — | NOTE 4.500%11/0 | 93317waa0 |
| SLB | SCHLUMBERGER LTD | 4,287 | $299 | 0.0% | $56.10 | 0.0% | COM | 806857108 |
| — | ADESTO TECHNOLOGIES CORP | 38,100 | $294 | 0.0% | $7.72 | — | COM | 00687D101 |
| SIG | SIGNET JEWELERS LIMITED | 2,342 | $290 | 0.0% | $99.96 | +10.9% | SHS | G81276100 |
| NKE | NIKE INC | 4,632 | $289 | 0.0% | $56.67 | 0.0% | CL B | 654106103 |
| CURE | DIREXION SHS ETF TR | 8,500 | $284 | 0.0% | $26.47 | — | HEALTHCARE BUL | 25459Y876 |
| MU | MICRON TECHNOLOGY INC | 20,000 | $283 | 0.0% | $16.25 | -4.0% | COM | 595112103 |
| MAS | MASCO CORP | 10,000 | $283 | 0.0% | $16.70 | +46.7% | COM | 574599106 |
| PGR | PROGRESSIVE CORP OHIO | 8,800 | $280 | 0.0% | $22.26 | +5.2% | COM | 743315103 |
| CTRA | CABOT OIL & GAS CORP | 15,446 | $273 | 0.0% | $22.84 | -36.2% | COM | 127097103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 2,514 | $263 | 0.0% | $123.92 | -15.8% | COM | 09061G101 |
| NXPI | NXP SEMICONDUCTORS N V | 3,098 | $261 | 0.0% | $76.05 | 0.0% | COM | N6596X109 |
| BMY | BRISTOL MYERS SQUIBB CO | 3,721 | $256 | 0.0% | $44.54 | +4.8% | COM | 110122108 |
| — | GENERAL ELECTRIC CO | 7,907 | $246 | 0.0% | $26.15 | — | COM | 369604103 |
| — | CALIFORNIA RES CORP | 104,175 | $243 | 0.0% | $5.98 | — | COM | 13057Q107 |
| EUO | PROSHARES TR II | 9,500 | $243 | 0.0% | $25.58 | — | ULTRASHRT EURO | 74347W882 |
| CCL | CARNIVAL CORP | 4,375 | $238 | 0.0% | $40.59 | +10.9% | PAIRED CTF | 143658300 |
| FCX | FREEPORT-MCMORAN INC | 35,187 | $238 | 0.0% | $33.71 | -74.4% | CL B | 35671D857 |
| ADBE | ADOBE SYS INC | 2,505 | $235 | 0.0% | $89.84 | 0.0% | COM | 00724F101 |
| ESBA | EMPIRE ST RLTY OP L P | 13,000 | $235 | 0.0% | $17.49 | — | UNIT LTD PRTNSP | 292102100 |
| PCRX | PACIRA PHARMACEUTICALS INC | 3,000 | $230 | 0.0% | $86.95 | -34.9% | COM | 695127100 |
| CMCSA | COMCAST CORP NEW | 3,994 | $225 | 0.0% | $23.00 | +3.3% | CL A | 20030N101 |
| COST | COSTCO WHSL CORP NEW | 1,255 | $203 | 0.0% | $132.84 | 0.0% | COM | 22160K105 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $187 | 0.0% | $11.07 | — | COM | 46146L101 |
| BAC | BANK AMER CORP | 10,100 | $170 | 0.0% | $11.60 | +16.8% | COM | 060505104 |
| — | STREAMLINE HEALTH SOLUTIONS | 120,000 | $169 | 0.0% | $5.74 | — | COM | 86323X106 |
| — | PERNIX THERAPEUTICS HLDGS IN | 45,600 | $135 | 0.0% | $5.33 | — | COM | 71426V108 |
| — | COBALT INTL ENERGY INC | 19,750 | $107 | 0.0% | $8.90 | — | COM | 19075F106 |
| — | MERRIMACK PHARMACEUTICALS IN | 10,000 | $79 | 0.0% | $7.90 | — | COM | 590328100 |
| — | NAVIOS MARITIME HOLDINGS INC | 40,000 | $70 | 0.0% | $3.38 | — | COM | Y62196103 |
| — | NAVIOS MARITIME PARTNERS L P | 18,000 | $54 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | PALATIN TECHNOLOGIES INC | 24,010 | $16 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |
| — | INSULET CORP | 11,000 | $11 | 0.0% | $1.09 | — | NOTE 2.000% 6/1 | 45784pad3 |