CIK: 0001009006 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 11, 2016
Total Value ($000): $3,057,591 (85.4% shares, 14.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GENESEE & WYO INC | 635,411 | $39,840 | 1.3% | $77.37 | — | CL A | 371559105 |
| — | CORNERSTONE ONDEMAND INC | 1,171,438 | $38,388 | 1.3% | $35.16 | — | COM | 21925Y103 |
| MD | MEDNAX INC | 573,489 | $37,059 | 1.2% | $54.67 | +21.3% | COM | 58502B106 |
| RJF | RAYMOND JAMES FINANCIAL INC | 751,297 | $35,769 | 1.2% | $35.90 | -26.2% | COM | 754730109 |
| — | PRIVATEBANCORP INC | 802,831 | $30,989 | 1.0% | $37.15 | — | COM | 742962103 |
| IDA | IDACORP INC | 395,165 | $29,475 | 1.0% | $45.68 | +54.6% | COM | 451107106 |
| LKQ | LKQ CORP | 915,222 | $29,223 | 1.0% | $21.66 | +15.6% | COM | 501889208 |
| — | VERIFONE SYS INC | 975,627 | $27,552 | 0.9% | $28.98 | — | COM | 92342Y109 |
| ICLR | ICON PLC | 366,761 | $27,544 | 0.9% | $31.38 | +123.3% | SHS | G4705A100 |
| RNST | RENASANT CORP | 799,982 | $26,327 | 0.9% | $29.28 | +8.7% | COM | 75970E107 |
| HCSG | HEALTHCARE SVCS GRP INC | 670,697 | $24,688 | 0.8% | $25.06 | +38.7% | COM | 421906108 |
| — | HMS HLDGS CORP | 1,705,992 | $24,481 | 0.8% | $20.77 | — | COM | 40425J101 |
| AIT | APPLIED INDL TECHNOLOGIES IN | 551,245 | $23,924 | 0.8% | $40.75 | -16.9% | COM | 03820C105 |
| BLKB | BLACKBAUD INC | 379,150 | $23,845 | 0.8% | $25.61 | +122.7% | COM | 09227Q100 |
| — | WEST CORP | 1,041,800 | $23,774 | 0.8% | $24.57 | — | COM | 952355204 |
| — | HUNTINGTON BANCSHARES INC | 17,268 | $23,484 | 0.8% | $1268.20 | — | PFD CONV SER A | 446150401 |
| — | POLYONE CORP | 773,754 | $23,406 | 0.8% | $32.90 | — | COM | 73179P106 |
| HEI/A | HEICO CORP NEW | 473,283 | $22,528 | 0.7% | $26.35 | -14.5% | CL A | 422806208 |
| — | SPARTANNASH CO | 742,506 | $22,505 | 0.7% | $22.34 | — | COM | 847215100 |
| — | QLIK TECHNOLOGIES INC | 777,577 | $22,488 | 0.7% | $27.44 | — | COM | 74733T105 |
| AAPL | APPLE INC | 202,835 | $22,107 | 0.7% | $75.86 | -70.3% | COM | 037833100 |
| ODFL | OLD DOMINION FGHT LINES INC | 316,642 | $22,045 | 0.7% | $30.36 | -35.1% | COM | 679580100 |
| — | REALPAGE INC | 1,054,119 | $21,968 | 0.7% | $20.90 | — | COM | 75606N109 |
| — | EDUCATION RLTY TR INC | 525,096 | $21,844 | 0.7% | $36.49 | — | COM NEW | 28140H203 |
| GIII | G-III APPAREL GROUP LTD | 444,132 | $21,714 | 0.7% | $50.44 | -4.4% | COM | 36237H101 |
| RLI | RLI CORP | 323,305 | $21,616 | 0.7% | $16.63 | +34.8% | COM | 749607107 |
| — | WELLS FARGO & CO NEW | 17,621 | $21,167 | 0.7% | $480.78 | — | PERP PFD CNV A | 949746804 |
| LFUS | LITTELFUSE INC | 168,934 | $20,797 | 0.7% | $88.24 | +24.9% | COM | 537008104 |
| WWD | WOODWARD INC | 390,584 | $20,318 | 0.7% | $40.73 | +9.8% | COM | 980745103 |
| — | TEAM HEALTH HOLDINGS INC | 471,942 | $19,732 | 0.6% | $49.17 | — | COM | 87817A107 |
| TXRH | TEXAS ROADHOUSE INC | 433,475 | $18,891 | 0.6% | $21.48 | +53.4% | COM | 882681109 |
| AGN 5.5 03/01/18 A | ALLERGAN PLC | 20,328 | $18,637 | 0.6% | $1032.57 | — | PFD CONV SER A | G0177J116 |
| — | MICROSEMI CORP | 481,394 | $18,442 | 0.6% | $23.21 | — | COM | 595137100 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC | 286,318 | $18,158 | 0.6% | $22.26 | +36.4% | COM | 78467J100 |
| RGEN | REPLIGEN CORP | 674,346 | $18,086 | 0.6% | $26.65 | -8.2% | COM | 759916109 |
| FULT | FULTON FINL CORP PA | 1,351,043 | $18,077 | 0.6% | $8.66 | +1.0% | COM | 360271100 |
| — | ENDOLOGIX INC | 2,138,230 | $17,876 | 0.6% | $13.34 | — | COM | 29266S106 |
| APH | AMPHENOL CORP NEW | 308,731 | $17,851 | 0.6% | $37.20 | -68.2% | CL A | 032095101 |
| CNC | CENTENE CORP DEL | 288,866 | $17,785 | 0.6% | $32.66 | -8.6% | COM | 15135B101 |
| SMTC | SEMTECH CORP | 780,319 | $17,159 | 0.6% | $26.00 | -25.9% | COM | 816850101 |
| — | SVB FINL GROUP | 165,106 | $16,849 | 0.6% | $76.35 | — | COM | 78486Q101 |
| MLKN | MILLER HERMAN INC | 541,711 | $16,733 | 0.5% | $21.75 | -4.2% | COM | 600544100 |
| BRKR | BRUKER CORP | 588,476 | $16,477 | 0.5% | $16.15 | +48.3% | COM | 116794108 |
| — | CORESITE RLTY CORP | 234,963 | $16,450 | 0.5% | $33.66 | — | COM | 21870Q105 |
| WLY | WILEY JOHN & SONS INC | 327,199 | $15,997 | 0.5% | $36.62 | -11.8% | CL A | 968223206 |
| MLI | MUELLER INDS INC | 541,160 | $15,921 | 0.5% | $22.69 | -53.1% | COM | 624756102 |
| — | WAGEWORKS INC | 314,341 | $15,909 | 0.5% | $31.87 | — | COM | 930427109 |
| GCO | GENESCO INC | 220,079 | $15,901 | 0.5% | $68.97 | -6.5% | COM | 371532102 |
| ACIW | ACI WORLDWIDE INC | 758,928 | $15,778 | 0.5% | $24.48 | -23.1% | COM | 004498101 |
| KWR | QUAKER CHEM CORP | 182,118 | $15,455 | 0.5% | $78.43 | -2.7% | COM | 747316107 |
| ACHC | ACADIA HEALTHCARE COMPANY IN | 275,725 | $15,195 | 0.5% | $32.00 | +78.4% | COM | 00404A109 |
| — | IMPERVA INC | 297,761 | $15,037 | 0.5% | $35.18 | — | COM | 45321L100 |
| BURL | BURLINGTON STORES INC | 266,520 | $14,989 | 0.5% | $53.00 | -1.4% | COM | 122017106 |
| BKE | BUCKLE INC | 438,402 | $14,849 | 0.5% | $29.23 | -62.7% | COM | 118440106 |
| — | FCB FINL HLDGS INC | 438,727 | $14,592 | 0.5% | $30.25 | — | CL A | 30255G103 |
| — | CORELOGIC INC | 416,670 | $14,458 | 0.5% | $32.33 | — | COM | 21871D103 |
| EVR | EVERCORE PARTNERS INC | 278,110 | $14,392 | 0.5% | $36.81 | +4.7% | CLASS A | 29977A105 |
| — | RITCHIE BROS AUCTIONEERS | 526,507 | $14,258 | 0.5% | $24.52 | — | COM | 767744105 |
| SXT | SENSIENT TECHNOLOGIES CORP | 224,052 | $14,218 | 0.5% | $44.32 | +32.7% | COM | 81725T100 |
| DECK | DECKERS OUTDOOR CORP | 230,919 | $13,834 | 0.5% | $21.02 | -58.9% | COM | 243537107 |
| — | COUSINS PPTYS INC | 1,331,183 | $13,818 | 0.5% | $9.46 | — | COM | 222795106 |
| — | BERRY PLASTICS GROUP INC | 373,109 | $13,488 | 0.4% | $23.75 | — | COM | 08579W103 |
| — | ON ASSIGNMENT INC | 364,516 | $13,458 | 0.4% | $33.75 | — | COM | 682159108 |
| — | STARWOOD PPTY TR INC | 13,537,000 | $13,375 | 0.4% | $1.00 | — | NOTE 3.750%10/1 | 85571bac9 |
| TDY | TELEDYNE TECHNOLOGIES INC | 148,519 | $13,090 | 0.4% | $70.22 | +18.4% | COM | 879360105 |
| CBRL | CRACKER BARREL OLD CTRY STOR | 85,277 | $13,019 | 0.4% | $60.14 | +49.2% | COM | 22410J106 |
| WABC | WESTAMERICA BANCORPORATION | 265,520 | $12,933 | 0.4% | $38.40 | -13.2% | COM | 957090103 |
| — | NIC INC | 706,988 | $12,747 | 0.4% | $17.00 | — | COM | 62914B100 |
| — | EBIX INC | 311,719 | $12,715 | 0.4% | $30.53 | — | COM NEW | 278715206 |
| — | INC RESH HLDGS INC | 306,029 | $12,611 | 0.4% | $44.63 | — | CL A | 45329R109 |
| OHI | OMEGA HEALTHCARE INVS INC | 352,551 | $12,445 | 0.4% | $29.72 | — | COM | 681936100 |
| — | GREATBATCH INC | 347,561 | $12,387 | 0.4% | $46.91 | — | COM | 39153L106 |
| — | PROOFPOINT INC | 229,138 | $12,323 | 0.4% | $26.97 | — | COM | 743424103 |
| RRGB | RED ROBIN GOURMET BURGERS IN | 190,722 | $12,296 | 0.4% | $37.89 | +64.3% | COM | 75689M101 |
| SNA | SNAP ON INC | 77,786 | $12,212 | 0.4% | $125.54 | -3.7% | COM | 833034101 |
| — | CYRUSONE INC | 265,130 | $12,103 | 0.4% | $22.95 | — | COM | 23283R100 |
| RGP | RESOURCES CONNECTION INC | 766,524 | $11,927 | 0.4% | $13.54 | +7.4% | COM | 76122Q105 |
| DHR | DANAHER CORP DEL | 123,296 | $11,696 | 0.4% | $39.93 | -8.7% | COM | 235851102 |
| MOH | MOLINA HEALTHCARE INC | 179,975 | $11,607 | 0.4% | $51.22 | +15.9% | COM | 60855R100 |
| KHC | KRAFT HEINZ CO | 146,772 | $11,530 | 0.4% | $47.82 | +1.0% | COM | 500754106 |
| JPM | JPMORGAN CHASE & CO | 188,223 | $11,147 | 0.4% | $42.67 | +5.1% | COM | 46625H100 |
| PLCE | CHILDRENS PL INC | 133,182 | $11,117 | 0.4% | $51.17 | +32.7% | COM | 168905107 |
| — | HANESBRANDS INC | 388,965 | $11,023 | 0.4% | $38.79 | — | COM | 410345102 |
| PB | PROSPERITY BANCSHARES INC | 236,772 | $10,984 | 0.4% | $40.59 | -21.5% | COM | 743606105 |
| CMC | COMMERCIAL METALS CO | 645,769 | $10,959 | 0.4% | $14.43 | -16.5% | COM | 201723103 |
| — | FRONTIER COMMUNICATIONS CORP | 105,096 | $10,923 | 0.4% | $97.18 | — | PFD CONV SER-A | 35906A207 |
| RLJ | RLJ LODGING TR | 470,911 | $10,774 | 0.4% | $27.46 | — | COM | 74965L101 |
| — | ALBANY MOLECULAR RESH INC | 704,350 | $10,770 | 0.4% | $18.48 | — | COM | 012423109 |
| — | LAZARD LTD | 276,442 | $10,726 | 0.4% | $38.78 | — | SHS A | G54050102 |
| BCPC | BALCHEM CORP | 172,369 | $10,690 | 0.3% | $57.17 | -0.4% | COM | 057665200 |
| PTC | PTC INC | 320,417 | $10,625 | 0.3% | $24.66 | +25.2% | COM | 69370C100 |
| — | BARNES GROUP INC | 303,138 | $10,619 | 0.3% | $36.92 | — | COM | 067806109 |
| OIS | OIL STS INTL INC | 331,502 | $10,449 | 0.3% | $50.23 | -46.2% | COM | 678026105 |
| AMSF | AMERISAFE INC | 192,038 | $10,090 | 0.3% | $23.39 | +0.4% | COM | 03071H100 |
| — | AIR METHODS CORP | 274,072 | $9,927 | 0.3% | $40.38 | — | COM PAR $.06 | 009128307 |
| — | RUDOLPH TECHNOLOGIES INC | 722,940 | $9,875 | 0.3% | $13.38 | — | COM | 781270103 |
| — | GREENBRIER COS INC | 9,061,000 | $9,707 | 0.3% | $1.39 | — | NOTE 3.500% 4/0 | 393657ah4 |
| — | ANTHEM INC | 207,570 | $9,694 | 0.3% | $50.21 | — | UNIT 05/01/20188 | 036752202 |
| — | INTEGRATED DEVICE TECHNOLOGY | 472,273 | $9,653 | 0.3% | $21.10 | — | COM | 458118106 |
| — | IBERIABANK CORP | 188,208 | $9,649 | 0.3% | $52.42 | — | COM | 450828108 |
| — | TEVA PHARMACEUTICAL FIN LLC | 7,378,000 | $9,609 | 0.3% | $1.35 | — | DBCV 0.250% 2/0 | 88163vae9 |
| JNJ | JOHNSON & JOHNSON | 88,385 | $9,563 | 0.3% | $68.41 | +15.1% | COM | 478160104 |
| GPI | GROUP 1 AUTOMOTIVE INC | 162,384 | $9,530 | 0.3% | $73.60 | -22.4% | COM | 398905109 |
| MO | ALTRIA GROUP INC | 151,396 | $9,486 | 0.3% | $28.85 | +7.7% | COM | 02209S103 |
| CSGS | CSG SYS INTL INC | 208,972 | $9,437 | 0.3% | $26.51 | +16.1% | COM | 126349109 |
| — | K12 INC | 945,200 | $9,348 | 0.3% | $15.98 | — | COM | 48273U102 |
| — | HD SUPPLY HLDGS INC | 280,815 | $9,287 | 0.3% | $29.26 | — | COM | 40416M105 |
| — | DIAMOND RESORTS INTL INC | 378,358 | $9,194 | 0.3% | $23.99 | — | COM | 25272T104 |
| PM | PHILIP MORRIS INTL INC | 92,970 | $9,121 | 0.3% | $70.77 | -21.1% | COM | 718172109 |
| PKG | PACKAGING CORP AMER | 150,653 | $9,099 | 0.3% | $38.86 | +2.8% | COM | 695156109 |
| BFAM | BRIGHT HORIZONS FAM SOL IN D | 137,137 | $8,884 | 0.3% | $42.14 | +52.6% | COM | 109194100 |
| NMFC | NEW MTN FIN CORP | 700,661 | $8,856 | 0.3% | $10.76 | -60.7% | COM | 647551100 |
| MTSI | MA COM TECHNOLOGY SOLUTIONS | 201,293 | $8,815 | 0.3% | $34.58 | +13.3% | COM | 55405Y100 |
| EEFT | EURONET WORLDWIDE INC | 118,565 | $8,787 | 0.3% | $47.73 | +47.9% | COM | 298736109 |
| — | CARRIZO OIL & GAS INC | 283,444 | $8,764 | 0.3% | $34.71 | — | COM | 144577103 |
| GWRE | GUIDEWIRE SOFTWARE INC | 158,901 | $8,657 | 0.3% | $52.60 | -0.7% | COM | 40171V100 |
| ZBRA | ZEBRA TECHNOLOGIES CORP | 125,309 | $8,646 | 0.3% | $58.32 | +7.2% | CL A | 989207105 |
| ZTS | ZOETIS INC | 194,231 | $8,610 | 0.3% | $30.89 | +27.2% | CL A | 98978V103 |
| — | AIRTRAN HLDGS INC | 2,789,000 | $8,517 | 0.3% | $2.93 | — | NOTE 5.250%11/0 | 00949pad0 |
| — | RYLAND GROUP INC | 6,899,000 | $8,434 | 0.3% | $1.42 | — | NOTE 1.625% 5/1 | 783764aq6 |
| — | BANK OF THE OZARKS INC | 200,868 | $8,430 | 0.3% | $41.59 | — | COM | 063904106 |
| — | INTEGRA LIFESCIENCES HLDGS C | 6,406,000 | $8,304 | 0.3% | $1.19 | — | NOTE 1.625%12/1 | 457985ak5 |
| CIEN | CIENA CORP | 421,634 | $8,019 | 0.3% | $23.24 | -20.5% | COM NEW | 171779309 |
| CSL | CARLISLE COS INC | 80,136 | $7,974 | 0.3% | $72.48 | +7.4% | COM | 142339100 |
| HEI | HEICO CORP NEW | 132,073 | $7,942 | 0.3% | $28.58 | +0.6% | COM | 422806109 |
| ACAD | ACADIA PHARMACEUTICALS INC | 283,899 | $7,938 | 0.3% | $12.92 | +69.1% | COM | 004225108 |
| SHOO | MADDEN STEVEN LTD | 213,014 | $7,890 | 0.3% | $19.22 | 0.0% | COM | 556269108 |
| — | BANK AMER CORP | 6,913 | $7,853 | 0.3% | $1148.16 | — | 7.25%CNV PFD L | 060505682 |
| — | PRICELINE GRP INC | 5,467,000 | $7,836 | 0.3% | $1.16 | — | NOTE 1.000% 3/1 | 741503aq9 |
| — | INTERVAL LEISURE GROUP INC | 542,301 | $7,831 | 0.3% | $21.75 | — | COM | 46113M108 |
| — | FIDELITY NATIONAL FINANCIAL | 4,096,000 | $7,736 | 0.3% | $1.43 | — | NOTE 4.250% 8/1 | 31620rae5 |
| — | MEDICINES CO | 5,980,000 | $7,606 | 0.2% | $1.30 | — | DBCV 1.375% 6/0 | 584688ac9 |
| BR | BROADRIDGE FINL SOLUTIONS IN | 127,031 | $7,534 | 0.2% | $47.04 | -2.2% | COM | 11133T103 |
| EXR | EXTRA SPACE STORAGE INC | 79,835 | $7,461 | 0.2% | $49.78 | +20.5% | COM | 30225T102 |
| SM | SM ENERGY CO | 397,767 | $7,454 | 0.2% | $47.34 | -74.0% | COM | 78454L100 |
| — | NCI BUILDING SYS INC | 524,584 | $7,449 | 0.2% | $12.19 | — | COM NEW | 628852204 |
| PFE | PFIZER INC | 250,787 | $7,433 | 0.2% | $17.01 | +9.8% | COM | 717081103 |
| — | STARWOOD WAYPOINT RESIDENTL | 7,147,000 | $7,366 | 0.2% | $1.01 | — | NOTE 4.500%10/1 | 85571wad1 |
| — | LIGAND PHARMACEUTICALS INC | 4,800,000 | $7,316 | 0.2% | $1.29 | — | NOTE 0.750% 8/1 | 53220kad0 |
| — | PALO ALTO NETWORKS INC | 4,681,000 | $7,286 | 0.2% | $1.63 | — | NOTE 7/0 | 697435ab1 |
| GPN | GLOBAL PMTS INC | 109,755 | $7,167 | 0.2% | $56.36 | 0.0% | COM | 37940X102 |
| — | NVIDIA CORP | 4,008,000 | $7,153 | 0.2% | $1.68 | — | NOTE 1.000%12/0 | 67066gac8 |
| VOD | VODAFONE GROUP PLC NEW | 222,810 | $7,141 | 0.2% | $35.96 | — | SPNSR ADR NO PAR | 92857W308 |
| — | SANDISK CORP | 4,524,000 | $7,137 | 0.2% | $1.39 | — | NOTE 1.500% 8/1 | 80004cad3 |
| — | ON SEMICONDUCTOR CORP | 6,570,000 | $7,128 | 0.2% | $1.14 | — | NOTE 2.625%12/1 | 682189ah8 |
| — | STANDARD PAC CORP NEW | 6,696,000 | $7,093 | 0.2% | $1.15 | — | NOTE 1.250% 8/0 | 85375cbc4 |
| — | JARDEN CORP | 119,937 | $7,070 | 0.2% | $48.75 | — | COM | 471109108 |
| JACK | JACK IN THE BOX INC | 110,348 | $7,048 | 0.2% | $67.42 | +4.3% | COM | 466367109 |
| — | LUXFER HLDGS PLC | 663,990 | $7,045 | 0.2% | $16.87 | — | SPONSORED ADR | 550678106 |
| — | VERISIGN INC | 2,701,000 | $6,997 | 0.2% | $1.88 | — | SDCV 3.250% 8/1 | 92343ead4 |
| — | XPO LOGISTICS INC | 3,640,000 | $6,966 | 0.2% | $1.56 | — | NOTE 4.500%10/0 | 983793aa8 |
| — | EQUINIX INC | 1,600,000 | $6,930 | 0.2% | $2.35 | — | NOTE 4.750% 6/1 | 29444uah9 |
| SYNA | SYNAPTICS INC | 86,842 | $6,925 | 0.2% | $84.91 | -10.7% | COM | 87157D109 |
| BCC | BOISE CASCADE CO DEL | 330,693 | $6,852 | 0.2% | $19.36 | -34.6% | COM | 09739D100 |
| CFR | CULLEN FROST BANKERS INC | 123,836 | $6,825 | 0.2% | $53.31 | -27.2% | COM | 229899109 |
| — | WELLCARE HEALTH PLANS INC | 73,547 | $6,821 | 0.2% | $53.26 | — | COM | 94946T106 |
| — | SALESFORCE COM INC | 5,494,000 | $6,794 | 0.2% | $1.16 | — | NOTE 0.250% 4/0 | 79466lad6 |
| MDLZ | MONDELEZ INTL INC | 168,976 | $6,779 | 0.2% | $25.31 | +28.0% | CL A | 609207105 |
| UNP | UNION PAC CORP | 82,460 | $6,560 | 0.2% | $72.52 | -14.5% | COM | 907818108 |
| — | JARDEN CORP | 3,479,000 | $6,533 | 0.2% | $1.46 | — | NOTE 1.875% 9/1 | 471109ah1 |
| — | MERITAGE HOMES CORP | 6,455,000 | $6,486 | 0.2% | $1.00 | — | NOTE 1.875% 9/1 | 59001aar3 |
| — | YAHOO INC | 6,443,000 | $6,385 | 0.2% | $1.06 | — | NOTE 12/0 | 984332af3 |
| CUBE | CUBESMART | 189,382 | $6,306 | 0.2% | $27.21 | — | COM | 229663109 |
| — | DRIL-QUIP INC | 102,104 | $6,183 | 0.2% | $75.83 | — | COM | 262037104 |
| MIDD | MIDDLEBY CORP | 57,784 | $6,170 | 0.2% | $86.02 | +9.3% | COM | 596278101 |
| — | CBS CORP NEW | 111,980 | $6,169 | 0.2% | $56.94 | — | CL B | 124857202 |
| INTU | INTUIT | 59,220 | $6,159 | 0.2% | $89.52 | +0.0% | COM | 461202103 |
| ALK | ALASKA AIR GROUP INC | 74,665 | $6,124 | 0.2% | $68.15 | +0.5% | COM | 011659109 |
| — | HEADWATERS INC | 306,966 | $6,090 | 0.2% | $17.36 | — | COM | 42210P102 |
| NVO | NOVO-NORDISK A S | 111,650 | $6,050 | 0.2% | $68.29 | — | ADR | 670100205 |
| NBIX | NEUROCRINE BIOSCIENCES INC | 145,162 | $5,741 | 0.2% | $44.95 | -11.7% | COM | 64125C109 |
| — | NUVASIVE INC | 4,524,000 | $5,718 | 0.2% | $1.27 | — | NOTE 2.750% 7/0 | 670704ac9 |
| — | B/E AEROSPACE INC | 123,962 | $5,717 | 0.2% | $57.60 | — | COM | 073302101 |
| COLM | COLUMBIA SPORTSWEAR CO | 94,698 | $5,690 | 0.2% | $48.62 | 0.0% | COM | 198516106 |
| — | LIBERTY INTERACTIVE LLC | 3,392,000 | $5,654 | 0.2% | $1.38 | — | DEB 0.750% 3/3 | 530610ac8 |
| — | MICRON TECHNOLOGY INC | 8,200,000 | $5,640 | 0.2% | $1.15 | — | NOTE 3.000%11/1 | 595112ay9 |
| DXCM | DEXCOM INC | 82,127 | $5,577 | 0.2% | $12.55 | +33.0% | COM | 252131107 |
| — | TESARO INC | 3,762,000 | $5,527 | 0.2% | $1.74 | — | NOTE 3.000%10/0 | 881569aa5 |
| CAL | CALERES INC | 193,338 | $5,470 | 0.2% | $26.96 | -14.2% | COM | 129500104 |
| DY | DYCOM INDS INC | 84,416 | $5,459 | 0.2% | $70.81 | -13.9% | COM | 267475101 |
| WAB | WABTEC CORP | 68,746 | $5,451 | 0.2% | $69.29 | -5.6% | COM | 929740108 |
| — | ISIS PHARMACEUTICALS INC DEL | 5,977,000 | $5,450 | 0.2% | $1.10 | — | NOTE 1.000%11/1 | 464337aj3 |
| LUV | SOUTHWEST AIRLS CO | 121,127 | $5,426 | 0.2% | $34.27 | +5.7% | COM | 844741108 |
| APOG | APOGEE ENTERPRISES INC | 122,561 | $5,379 | 0.2% | $42.27 | -22.8% | COM | 037598109 |
| — | VECTOR GROUP LTD | 3,600,000 | $5,375 | 0.2% | $1.48 | — | FRNT 1/1 | 92240may4 |
| NICE | NICE SYS LTD | 82,807 | $5,365 | 0.2% | $64.79 | — | SPONSORED ADR | 653656108 |
| PRIM | PRIMORIS SVCS CORP | 218,936 | $5,320 | 0.2% | $24.12 | -11.6% | COM | 74164F103 |
| — | KEYCORP NEW | 39,991 | $5,201 | 0.2% | $79.91 | — | PFD 7.75% SR A | 493267405 |
| — | AMAG PHARMACEUTICALS INC | 4,774,000 | $5,179 | 0.2% | $1.18 | — | NOTE 2.500% 2/1 | 00163uaa4 |
| — | LUXOTTICA GROUP S P A | 93,450 | $5,140 | 0.2% | $43.44 | — | SPONSORED ADR | 55068R202 |
| DIS | DISNEY WALT CO | 51,666 | $5,131 | 0.2% | $98.94 | -10.1% | COM DISNEY | 254687106 |
| — | GRAMERCY PPTY TR | 604,519 | $5,108 | 0.2% | $7.81 | — | COM | 385002100 |
| AXTA | AXALTA COATING SYS LTD | 174,560 | $5,097 | 0.2% | $32.61 | -22.0% | COM | G0750C108 |
| NEE | NEXTERA ENERGY INC | 42,775 | $5,062 | 0.2% | $14.51 | +50.3% | COM | 65339F101 |
| — | ALERE INC | 13,513 | $5,059 | 0.2% | $267.82 | — | PERP PFD CONV SE | 01449J204 |
| — | LINKEDIN CORP | 5,521,000 | $4,993 | 0.2% | $1.05 | — | NOTE 0.500%11/0 | 53578aab4 |
| — | AMSURG CORP | 35,295 | $4,990 | 0.2% | $139.36 | — | PFD CNV SR A-1 % | 03232P504 |
| — | PROOFPOINT INC | 3,375,000 | $4,945 | 0.2% | $1.40 | — | NOTE 1.250%12/1 | 743424ab9 |
| — | NXP SEMICONDUCTORS N V | 4,461,000 | $4,929 | 0.2% | $1.10 | — | DBCV 1.000%12/0 | 62952qab6 |
| — | CEMEX SAB DE CV | 4,706,000 | $4,912 | 0.2% | $1.17 | — | NOTE 3.750% 3/1 | 151290bc6 |
| — | SINA CORP | 4,997,000 | $4,911 | 0.2% | $0.98 | — | NOTE 1.000%12/0 | 82922rad5 |
| TSCO | TRACTOR SUPPLY CO | 53,924 | $4,878 | 0.2% | $20.68 | -28.8% | COM | 892356106 |
| MNRO | MONRO MUFFLER BRAKE INC | 67,703 | $4,839 | 0.2% | $54.64 | +21.1% | COM | 610236101 |
| — | XILINX INC | 2,929,000 | $4,821 | 0.2% | $1.50 | — | NOTE 2.625% 6/1 | 983919af8 |
| — | JIVE SOFTWARE INC | 1,254,984 | $4,744 | 0.2% | $11.28 | — | COM | 47760A108 |
| — | SPANSION LLC | 2,809,000 | $4,683 | 0.2% | $1.75 | — | NOTE 2.000% 9/0 | 84649pal9 |
| VZ | VERIZON COMMUNICATIONS INC | 85,763 | $4,638 | 0.2% | $26.90 | +11.7% | COM | 92343V104 |
| — | HORIZON PHARMA INVT LTD | 5,403,000 | $4,606 | 0.2% | $0.85 | — | NOTE 2.500% 3/1 | 44052tab7 |
| AME | AMETEK INC NEW | 91,900 | $4,593 | 0.2% | $44.72 | -0.3% | COM | 031100100 |
| XOM | EXXON MOBIL CORP | 54,914 | $4,590 | 0.2% | $69.43 | -25.2% | COM | 30231G102 |
| ROST | ROSS STORES INC | 77,930 | $4,512 | 0.1% | $50.36 | 0.0% | COM | 778296103 |
| — | MOBILEYE N V AMSTELVEEN | 120,391 | $4,489 | 0.1% | $46.46 | — | ORD SHS | N51488117 |
| — | SHUTTERFLY INC | 4,471,000 | $4,470 | 0.1% | $0.99 | — | NOTE 0.250% 5/1 | 82568pab2 |
| — | INTERSECT ENT INC | 235,073 | $4,466 | 0.1% | $22.49 | — | COM | 46071F103 |
| MLM | MARTIN MARIETTA MATLS INC | 27,810 | $4,436 | 0.1% | $117.68 | +8.4% | COM | 573284106 |
| — | ALBANY MOLECULAR RESH INC | 3,966,000 | $4,407 | 0.1% | $1.24 | — | NOTE 2.250%11/1 | 012423ab5 |
| — | CORNERSTONE ONDEMAND INC | 4,417,000 | $4,376 | 0.1% | $0.99 | — | NOTE 1.500% 7/0 | 21925yab9 |
| — | TIFFANY & CO NEW | 58,642 | $4,303 | 0.1% | $83.10 | — | COM | 886547108 |
| FNF | FIDELITY NATIONAL FINANCIAL | 125,100 | $4,241 | 0.1% | $17.29 | -11.7% | FNF GROUP COM | 31620R303 |
| — | ALCOA INC | 131,108 | $4,237 | 0.1% | $48.93 | — | DEP SHS 1/10TH | 013817309 |
| BKU | BANKUNITED INC | 121,926 | $4,199 | 0.1% | $22.39 | +10.7% | COM | 06652K103 |
| — | SHUTTERFLY INC | 90,411 | $4,192 | 0.1% | $42.02 | — | COM | 82568P304 |
| — | STERICYCLE INC | 44,541 | $4,156 | 0.1% | $100.20 | — | DEP PFD A 1/10 | 858912207 |
| — | HURON CONSULTING GROUP INC | 4,269,000 | $4,146 | 0.1% | $1.02 | — | NOTE 1.250%10/0 | 447462ab8 |
| — | FLIR SYS INC | 122,641 | $4,041 | 0.1% | $32.95 | — | COM | 302445101 |
| — | KNOLL INC | 184,948 | $4,004 | 0.1% | $18.80 | — | COM NEW | 498904200 |
| — | SEACOR HOLDINGS INC | 4,220,000 | $3,996 | 0.1% | $1.05 | — | NOTE 2.500%12/1 | 811904am3 |
| AYI | ACUITY BRANDS INC | 18,247 | $3,980 | 0.1% | $191.20 | +4.5% | COM | 00508Y102 |
| — | SUNPOWER CORP | 3,596,000 | $3,974 | 0.1% | $1.49 | — | DBCV 0.750% 6/0 | 867652ag4 |
| — | SERVICENOW INC | 3,633,000 | $3,935 | 0.1% | $1.10 | — | NOTE 11/0 | 81762pab8 |
| — | FORUM ENERGY TECHNOLOGIES IN | 297,623 | $3,929 | 0.1% | $19.72 | — | COM | 34984V100 |
| — | VOCERA COMMUNICATIONS INC | 307,500 | $3,921 | 0.1% | $11.97 | — | COM | 92857F107 |
| TBRG | COMPUTER PROGRAMS & SYS INC | 75,166 | $3,918 | 0.1% | $47.98 | -1.1% | COM | 205306103 |
| — | CROWN CASTLE INTL CORP NEW | 36,552 | $3,905 | 0.1% | $102.41 | — | CNV PFD STK SR A | 22822V200 |
| — | NEW MTN FIN CORP | 3,957,000 | $3,900 | 0.1% | $1.00 | — | NOTE 5.000% 6/1 | 647551ab6 |
| — | SWIFT TRANSN CO | 208,099 | $3,877 | 0.1% | $14.52 | — | CL A | 87074U101 |
| GLOB | GLOBANT S A | 125,518 | $3,873 | 0.1% | $30.83 | -2.2% | COM | L44385109 |
| — | MOLINA HEALTHCARE INC | 2,337,000 | $3,849 | 0.1% | $1.50 | — | NOTE 1.125% 1/1 | 60855rac4 |
| WAL | WESTERN ALLIANCE BANCORP | 114,295 | $3,815 | 0.1% | $24.61 | +10.3% | COM | 957638109 |
| — | WEYERHAEUSER CO | 73,407 | $3,742 | 0.1% | $57.25 | — | PREF CONV SER A | 962166872 |
| — | AETNA INC NEW | 33,118 | $3,721 | 0.1% | $48.25 | — | COM | 00817Y108 |
| — | TWITTER INC | 4,211,000 | $3,705 | 0.1% | $0.85 | — | NOTE 0.250% 9/1 | 90184lab8 |
| — | GULFPORT ENERGY CORP | 130,675 | $3,703 | 0.1% | $39.12 | — | COM NEW | 402635304 |
| — | ATLAS AIR WORLDWIDE HLDGS IN | 4,337,000 | $3,697 | 0.1% | $0.97 | — | NOTE 2.250% 6/0 | 049164bh8 |
| AL | AIR LEASE CORP | 114,480 | $3,677 | 0.1% | $28.27 | -13.9% | CL A | 00912X302 |
| — | NATIONAL CINEMEDIA INC | 241,608 | $3,675 | 0.1% | $15.69 | — | COM | 635309107 |
| — | TASER INTL INC | 185,000 | $3,632 | 0.1% | $18.34 | — | COM | 87651B104 |
| — | MICROCHIP TECHNOLOGY INC | 3,525,000 | $3,600 | 0.1% | $1.02 | — | NOTE 1.625% 2/1 | 595017ad6 |
| — | ENCORE CAP GROUP INC | 4,561,000 | $3,580 | 0.1% | $1.14 | — | NOTE 3.000% 7/0 | 292554AF9 |
| — | BLACKSTONE MTG TR INC | 3,400,000 | $3,555 | 0.1% | $1.06 | — | NOTE 5.250%12/0 | 09257waa8 |
| — | FOOT LOCKER INC | 55,018 | $3,549 | 0.1% | $64.51 | — | COM | 344849104 |
| MPAA | MOTORCAR PTS AMER INC | 93,360 | $3,546 | 0.1% | $19.59 | +74.0% | COM | 620071100 |
| — | EPR PPTYS | 103,400 | $3,541 | 0.1% | $29.80 | — | CONV PFD 9% SR E | 26884U307 |
| — | AKAMAI TECHNOLOGIES INC | 3,603,000 | $3,517 | 0.1% | $0.98 | — | DBCV 2/1 | 00971tag6 |
| — | MICROCHIP TECHNOLOGY INC | 1,766,000 | $3,513 | 0.1% | $1.47 | — | SDCV 2.125%12/1 | 595017ab0 |
| PBI | PITNEY BOWES INC | 162,722 | $3,505 | 0.1% | $20.55 | -7.5% | COM | 724479100 |
| — | AKORN INC | 148,731 | $3,500 | 0.1% | $47.00 | — | COM | 009728106 |
| — | T MOBILE US INC | 52,623 | $3,476 | 0.1% | $60.82 | — | CONV PFD SER A | 872590203 |
| MCD | MCDONALDS CORP | 27,571 | $3,465 | 0.1% | $86.04 | +9.2% | COM | 580135101 |
| — | WEBMD HEALTH CORP | 2,600,000 | $3,458 | 0.1% | $1.00 | — | NOTE 1.500%12/0 | 94770vak8 |
| — | BROOKDALE SR LIVING INC | 3,587,000 | $3,444 | 0.1% | $1.02 | — | NOTE 2.750% 6/1 | 112463aa2 |
| CVX | CHEVRON CORP NEW | 35,978 | $3,432 | 0.1% | $80.00 | -28.2% | COM | 166764100 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 1,722,000 | $3,401 | 0.1% | $1.09 | — | NOTE 1.750%12/0 | 874054ac3 |
| — | MODEL N INC | 313,650 | $3,378 | 0.1% | $11.05 | — | COM | 607525102 |
| MKC | MCCORMICK & CO INC | 33,917 | $3,374 | 0.1% | $31.97 | +16.6% | COM NON VTG | 579780206 |
| — | DR PEPPER SNAPPLE GROUP INC | 37,686 | $3,370 | 0.1% | $44.18 | — | COM | 26138E109 |
| — | DERMIRA INC | 162,850 | $3,368 | 0.1% | $23.34 | — | COM | 24983L104 |
| — | ANACOR PHARMACEUTICALS INC | 62,816 | $3,358 | 0.1% | $117.38 | — | COM | 032420101 |
| — | INTEGRATED DEVICE TECHNOLOGY | 3,585,000 | $3,353 | 0.1% | $1.00 | — | NOTE 0.875%11/1 | 458118ab2 |
| SPY | SPDR S&P 500 ETF TR | 16,150 | $3,319 | 0.1% | $205.51 | — | TR UNIT | 78462F103 |
| — | MOLINA HEALTHCARE INC | 2,600,000 | $3,276 | 0.1% | $1.14 | — | DBCV 1.625% 8/1 | 60855rad2 |
| — | HARMAN INTL INDS INC | 36,152 | $3,219 | 0.1% | $82.57 | — | COM | 413086109 |
| — | DEPOMED INC | 3,429,000 | $3,206 | 0.1% | $1.28 | — | NOTE 2.500% 9/0 | 249908aa2 |
| SAIC | SCIENCE APPLICATNS INTL CP N | 60,062 | $3,204 | 0.1% | $44.45 | 0.0% | COM | 808625107 |
| BRK/A | BERKSHIRE HATHAWAY INC DEL | 15 | $3,202 | 0.1% | $134052.62 | +48.8% | CL A | 084670108 |
| RBC | RBC BEARINGS INC | 43,172 | $3,163 | 0.1% | $63.38 | 0.0% | COM | 75524B104 |
| — | CITRIX SYS INC | 2,809,000 | $3,143 | 0.1% | $1.06 | — | NOTE 0.500% 4/1 | 177376ad2 |
| HSIC | SCHEIN HENRY INC | 18,200 | $3,142 | 0.1% | $73.24 | -14.7% | COM | 806407102 |
| — | MGIC INVT CORP WIS | 2,997,000 | $3,124 | 0.1% | $1.04 | — | NOTE 5.000% 5/0 | 552848ad5 |
| — | RTW HLDGS INC | 3,400,000 | $3,110 | 0.1% | $0.93 | — | NOTE 5.625%11/1 | 749772ab5 |
| HON | HONEYWELL INTL INC | 27,741 | $3,108 | 0.1% | $63.07 | +21.0% | COM | 438516106 |
| — | CONTROL4 CORP | 387,238 | $3,082 | 0.1% | $11.82 | — | COM | 21240D107 |
| — | CIENA CORP | 2,451,000 | $3,067 | 0.1% | $1.39 | — | DEBT 4.000%12/1 | 171779ak7 |
| — | ALLSCRIPTS HEALTHCARE SOLUTN | 3,000,000 | $3,061 | 0.1% | $1.01 | — | NOTE 1.250% 7/0 | 01988pad0 |
| SHW | SHERWIN WILLIAMS CO | 10,635 | $3,027 | 0.1% | $78.73 | +1.4% | COM | 824348106 |
| — | LINKEDIN CORP | 26,464 | $3,026 | 0.1% | $196.85 | — | COM CL A | 53578A108 |
| STZ | CONSTELLATION BRANDS INC | 20,000 | $3,022 | 0.1% | $122.99 | +1.4% | CL A | 21036P108 |
| — | WHITEWAVE FOODS CO | 74,189 | $3,015 | 0.1% | $37.10 | — | COM | 966244105 |
| QCOM | QUALCOMM INC | 58,458 | $2,990 | 0.1% | $60.17 | -38.6% | COM | 747525103 |
| — | TRIBUNE MEDIA CO | 77,885 | $2,987 | 0.1% | $52.82 | — | CL A | 896047503 |
| — | TOLL BROS FIN CORP | 2,996,000 | $2,929 | 0.1% | $0.98 | — | NOTE 0.500% 9/1 | 88947eam2 |
| — | GILEAD SCIENCES INC | 711,000 | $2,918 | 0.1% | $2.10 | — | NOTE 1.625% 5/0 | 375558ap8 |
| — | NUANCE COMMUNICATIONS INC | 2,890,000 | $2,904 | 0.1% | $1.00 | — | NOTE 2.750%11/0 | 67020yaf7 |
| ARCC | ARES CAP CORP | 194,800 | $2,891 | 0.1% | $12.87 | -58.3% | COM | 04010L103 |
| BAH | BOOZ ALLEN HAMILTON HLDG COR | 95,167 | $2,882 | 0.1% | $23.82 | 0.0% | CL A | 099502106 |
| HIG | HARTFORD FINL SVCS GROUP INC | 61,975 | $2,856 | 0.1% | $25.51 | +33.2% | COM | 416515104 |
| TMO | THERMO FISHER SCIENTIFIC INC | 20,039 | $2,837 | 0.1% | $128.86 | +1.1% | COM | 883556102 |
| — | ELECTRONICS FOR IMAGING INC | 2,714,000 | $2,834 | 0.1% | $1.03 | — | NOTE 0.750% 9/0 | 286082ac6 |
| PPG | PPG INDS INC | 25,392 | $2,831 | 0.1% | $90.77 | -9.5% | COM | 693506107 |
| LGIH | LGI HOMES INC | 116,880 | $2,830 | 0.1% | $20.76 | +7.2% | COM | 50187T106 |
| — | PANERA BREAD CO | 13,790 | $2,825 | 0.1% | $204.86 | — | CL A | 69840w108 |
| — | CEPHEID | 3,124,000 | $2,801 | 0.1% | $1.06 | — | DBCV 1.250% 2/0 | 15670rac1 |
| PEB | PEBBLEBROOK HOTEL TR | 96,195 | $2,796 | 0.1% | $28.05 | — | COM | 70509V100 |
| META | FACEBOOK INC | 24,270 | $2,769 | 0.1% | $87.51 | +19.7% | CL A | 30303M102 |
| — | BIOMARIN PHARMACEUTICAL INC | 2,317,000 | $2,749 | 0.1% | $1.11 | — | NOTE 1.500%10/1 | 09061gaf8 |
| — | KKR & CO L P DEL | 184,705 | $2,713 | 0.1% | $24.33 | — | COM UNITS | 48248M102 |
| — | SMART & FINAL STORES INC | 167,302 | $2,710 | 0.1% | $15.71 | — | COM | 83190B101 |
| — | IAC INTERACTIVECORP | 57,450 | $2,705 | 0.1% | $62.30 | — | COM | 44919P508 |
| BWA | BORGWARNER INC | 69,996 | $2,688 | 0.1% | $38.91 | -34.5% | COM | 099724106 |
| — | SPIRIT AIRLS INC | 56,028 | $2,688 | 0.1% | $47.98 | — | COM | 848577102 |
| XRAY | DENTSPLY SIRONA INC | 43,596 | $2,687 | 0.1% | $58.93 | 0.0% | COM | 24906P109 |
| — | CLARCOR INC | 46,328 | $2,677 | 0.1% | $61.86 | — | COM | 179895107 |
| — | PATTERSON COMPANIES INC | 57,480 | $2,675 | 0.1% | $46.54 | — | COM | 703395103 |
| DVN | DEVON ENERGY CORP NEW | 96,038 | $2,635 | 0.1% | $46.14 | -63.2% | COM | 25179M103 |
| — | TYSON FOODS INC | 34,543 | $2,567 | 0.1% | $52.99 | — | UNIT 99/99/9999 | 902494301 |
| — | CALLIDUS SOFTWARE INC | 153,750 | $2,565 | 0.1% | $15.85 | — | COM | 13123E500 |
| PG | PROCTER & GAMBLE CO | 31,013 | $2,553 | 0.1% | $66.66 | -7.5% | COM | 742718109 |
| HLF | HERBALIFE LTD | 41,450 | $2,552 | 0.1% | $26.40 | -2.2% | COM USD SHS | G4412G101 |
| ATRC | ATRICURE INC | 150,666 | $2,536 | 0.1% | $20.29 | -13.3% | COM | 04963C209 |
| EPD | ENTERPRISE PRODS PARTNERS L | 102,702 | $2,529 | 0.1% | $46.90 | — | COM | 293792107 |
| — | RED HAT INC | 33,900 | $2,526 | 0.1% | $74.89 | — | COM | 756577102 |
| — | INPHI CORP | 75,606 | $2,521 | 0.1% | $33.34 | — | COM | 45772F107 |
| — | STANLEY BLACK & DECKER INC | 21,850 | $2,492 | 0.1% | $67.35 | — | UNIT 11/17/20166 | 854502804 |
| — | PLANTRONICS INC NEW | 63,169 | $2,476 | 0.1% | $39.20 | — | COM | 727493108 |
| — | CIVITAS SOLUTIONS INC | 140,185 | $2,443 | 0.1% | $27.24 | — | COM | 17887R102 |
| HYG | ISHARES TR | 29,841 | $2,438 | 0.1% | $81.70 | — | IBOXX HI YD ETF | 464288513 |
| NXRT | NEXPOINT RESIDENTIAL TR INC | 184,594 | $2,416 | 0.1% | $13.33 | — | COM | 65341D102 |
| CCS | CENTURY CMNTYS INC | 141,420 | $2,414 | 0.1% | $18.31 | -22.0% | COM | 156504300 |
| — | U S CONCRETE INC | 39,523 | $2,355 | 0.1% | $59.59 | — | COM NEW | 90333L201 |
| BGS | B & G FOODS INC NEW | 66,215 | $2,305 | 0.1% | $16.13 | 0.0% | COM | 05508R106 |
| — | PACIRA PHARMACEUTICALS INC | 1,036,000 | $2,294 | 0.1% | $3.25 | — | NOTE 3.250% 2/0 | 695127ab6 |
| PDFS | PDF SOLUTIONS INC | 166,050 | $2,222 | 0.1% | $13.32 | -17.7% | COM | 693282105 |
| — | JAZZ INVESTMENTS I LTD | 2,161,000 | $2,220 | 0.1% | $1.02 | — | NOTE 1.875% 8/1 | 472145ab7 |
| — | INCYTE CORP | 1,402,000 | $2,216 | 0.1% | $1.61 | — | NOTE 1.250%11/1 | 45337can2 |
| — | MERRIMACK PHARMACEUTICALS IN | 1,411,000 | $2,172 | 0.1% | $1.03 | — | NOTE 4.500% 7/1 | 590328aa8 |
| — | MICRON TECHNOLOGY INC | 1,707,000 | $2,136 | 0.1% | $1.85 | — | NOTE 2.375% 5/0 | 595112aw3 |
| — | COLONY CAP INC | 2,389,000 | $2,135 | 0.1% | $1.02 | — | NOTE 5.000% 4/1 | 19624raa4 |
| CODI | COMPASS DIVERSIFIED HOLDINGS | 135,428 | $2,119 | 0.1% | $7.74 | +0.4% | SH BEN INT | 20451Q104 |
| — | ARES CAP CORP | 2,081,000 | $2,119 | 0.1% | $1.02 | — | NOTE 4.875% 3/1 | 04010lag8 |
| — | WELLTOWER INC | 33,117 | $2,053 | 0.1% | $61.86 | — | 6.50% PFD PREPET | 95040Q203 |
| LULU | LULULEMON ATHLETICA INC | 30,299 | $2,052 | 0.1% | $60.95 | -1.5% | COM | 550021109 |
| — | CIENA CORP | 2,081,000 | $2,045 | 0.1% | $0.98 | — | NOTE 0.875% 6/1 | 171779ae1 |
| IMMR | IMMERSION CORP | 246,000 | $2,032 | 0.1% | $8.27 | 0.0% | COM | 452521107 |
| — | STARWOOD PPTY TR INC | 2,000,000 | $2,012 | 0.1% | $1.01 | — | NOTE 4.550% 3/0 | 85571baa3 |
| — | TESLA MTRS INC | 2,300,000 | $1,971 | 0.1% | $0.92 | — | NOTE 1.250% 3/0 | 88160rac5 |
| — | SHIP FINANCE INTERNATIONAL L | 2,000,000 | $1,946 | 0.1% | $1.00 | — | NOTE 3.250% 2/0 | g81075ae6 |
| — | THERAVANCE INC | 2,432,000 | $1,931 | 0.1% | $1.36 | — | NOTE 2.125% 1/1 | 88338tab0 |
| PPL | PPL CORP | 49,809 | $1,896 | 0.1% | $18.74 | +22.1% | COM | 69351T106 |
| CASY | CASEYS GEN STORES INC | 16,687 | $1,891 | 0.1% | $104.12 | 0.0% | COM | 147528103 |
| OSIS | OSI SYSTEMS INC | 28,755 | $1,883 | 0.1% | $66.19 | 0.0% | COM | 671044105 |
| — | VERINT SYS INC | 2,128,000 | $1,881 | 0.1% | $1.01 | — | NOTE 1.500% 6/0 | 92343xaa8 |
| — | ALLETE INC | 33,300 | $1,867 | 0.1% | $51.35 | — | COM NEW | 018522300 |
| MANH | MANHATTAN ASSOCS INC | 32,752 | $1,863 | 0.1% | $55.63 | 0.0% | COM | 562750109 |
| 1741046D | STERIS PLC | 25,877 | $1,839 | 0.1% | $71.07 | — | SHS USD | G84720104 |
| ALKS | ALKERMES PLC | 53,306 | $1,823 | 0.1% | $49.73 | -20.6% | SHS | G01767105 |
| — | FOGO DE CHAO INC | 116,287 | $1,815 | 0.1% | $19.21 | — | COM | 344177100 |
| — | IGI LABORATORIES INC | 2,300,000 | $1,814 | 0.1% | $0.98 | — | NOTE 3.750%12/1 | 449575ab5 |
| AMZN | AMAZON COM INC | 3,039 | $1,804 | 0.1% | $30.84 | -8.0% | COM | 023135106 |
| — | WORKDAY INC | 1,500,000 | $1,772 | 0.1% | $1.24 | — | NOTE 1.500% 7/1 | 98138had3 |
| — | TTM TECHNOLOGIES INC | 1,978,000 | $1,760 | 0.1% | $1.01 | — | NOTE 1.750%12/1 | 87305rad1 |
| — | BIOMARIN PHARMACEUTICAL INC | 1,515,000 | $1,752 | 0.1% | $1.08 | — | NOTE 0.750%10/1 | 09061gae1 |
| FANG | DIAMONDBACK ENERGY INC | 22,614 | $1,745 | 0.1% | $57.86 | -5.7% | COM | 25278X109 |
| — | WELLPOINT INC | 900,000 | $1,719 | 0.1% | $2.07 | — | NOTE 2.750%10/1 | 94973vbg1 |
| — | SPLUNK INC | 34,925 | $1,709 | 0.1% | $48.93 | — | COM | 848637104 |
| NAVI | NAVIENT CORP | 140,100 | $1,677 | 0.1% | $16.89 | -38.4% | COM | 63938C108 |
| EA | ELECTRONIC ARTS INC | 25,343 | $1,675 | 0.1% | $44.53 | +39.3% | COM | 285512109 |
| — | TESLA MTRS INC | 903,000 | $1,662 | 0.1% | $1.76 | — | NOTE 1.500% 6/0 | 88160raa9 |
| ABBV | ABBVIE INC | 28,989 | $1,656 | 0.1% | $38.37 | -3.3% | COM | 00287Y109 |
| — | MEDIDATA SOLUTIONS INC | 1,625,000 | $1,651 | 0.1% | $1.02 | — | NOTE 1.000% 8/0 | 58471aab1 |
| — | TRULIA INC | 1,383,000 | $1,650 | 0.1% | $1.45 | — | NOTE 2.750%12/1 | 897888ab9 |
| — | NEXTERA ENERGY INC | 27,196 | $1,650 | 0.1% | $57.00 | — | UNIT 09/01/2016 | 65339F861 |
| — | HOLOGIC INC | 1,071,000 | $1,639 | 0.1% | $1.33 | — | FRNT 2.000%12/1 | 436440ab7 |
| LEG | LEGGETT & PLATT INC | 33,790 | $1,635 | 0.1% | $46.72 | -7.2% | COM | 524660107 |
| HXL | HEXCEL CORP NEW | 37,265 | $1,629 | 0.1% | $45.48 | -7.6% | COM | 428291108 |
| — | TWENTY FIRST CENTY FOX INC | 57,950 | $1,616 | 0.1% | $33.81 | — | CL A | 90130A101 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 1,662,000 | $1,605 | 0.1% | $1.03 | — | NOTE 0.750% 8/1 | 87157baa1 |
| — | ALON USA ENERGY INC | 1,625,000 | $1,589 | 0.1% | $0.98 | — | NOTE 3.000% 9/1 | 020520ab8 |
| GRBK | GREEN BRICK PARTNERS INC | 209,100 | $1,587 | 0.1% | $10.29 | -40.0% | COM | 392709101 |
| — | CEMPRA INC | 89,423 | $1,567 | 0.1% | $31.13 | — | COM | 15130J109 |
| — | WORKDAY INC | 1,375,000 | $1,566 | 0.1% | $1.14 | — | NOTE 0.750% 7/1 | 98138hac5 |
| — | AIR TRANSPORT SERVICES GRP I | 99,630 | $1,532 | 0.1% | $10.08 | — | COM | 00922R105 |
| TXN | TEXAS INSTRS INC | 26,500 | $1,522 | 0.0% | $30.88 | +31.2% | COM | 882508104 |
| ULTA | ULTA SALON COSMETCS & FRAG I | 7,765 | $1,504 | 0.0% | $172.77 | +0.8% | COM | 90384S303 |
| — | KB HOME | 1,625,000 | $1,494 | 0.0% | $0.92 | — | NOTE 1.375% 2/0 | 48666kas8 |
| — | ULTRATECH INC | 67,650 | $1,477 | 0.0% | $21.83 | — | COM | 904034105 |
| — | ISTAR INC | 1,430,000 | $1,473 | 0.0% | $1.32 | — | NOTE 3.000%11/1 | 45031ubr1 |
| — | COLONY CAP INC | 85,700 | $1,437 | 0.0% | $22.65 | — | CL A | 19624R106 |
| — | SUNPOWER CORP | 64,333 | $1,437 | 0.0% | $28.96 | — | COM | 867652406 |
| ATRO | ASTRONICS CORP | 36,900 | $1,408 | 0.0% | $32.10 | -23.0% | COM | 046433108 |
| — | ECHO GLOBAL LOGISTICS INC | 1,388,000 | $1,398 | 0.0% | $1.07 | — | NOTE 2.500% 5/0 | 27875taa9 |
| — | NEWPARK RES INC | 1,600,000 | $1,386 | 0.0% | $0.95 | — | NOTE 4.000%10/0 | 651718ac2 |
| FARM | FARMER BROS CO | 49,200 | $1,371 | 0.0% | $21.83 | +22.8% | COM | 307675108 |
| — | RTI INTL METALS INC | 1,300,000 | $1,361 | 0.0% | $1.15 | — | NOTE 1.625%10/1 | 74973wab3 |
| ROP | ROPER TECHNOLOGIES INC | 7,187 | $1,314 | 0.0% | $117.84 | +37.7% | COM | 776696106 |
| — | EZCORP INC | 2,100,000 | $1,311 | 0.0% | $0.73 | — | NOTE 2.625% 6/1 | 302301ab2 |
| SLM | SLM CORP | 201,650 | $1,282 | 0.0% | $10.09 | -40.1% | COM | 78442P106 |
| — | MCGRAW HILL FINL INC | 12,926 | $1,279 | 0.0% | $99.35 | — | COM | 580645109 |
| — | 2U INC | 55,350 | $1,251 | 0.0% | $35.90 | — | COM | 90214J101 |
| — | SERVICESOURCE INTL INC | 1,519,000 | $1,243 | 0.0% | $0.76 | — | NOTE 1.500% 8/0 | 81763uab6 |
| AMN | AMN HEALTHCARE SERVICES INC | 36,900 | $1,240 | 0.0% | $28.60 | 0.0% | COM | 001744101 |
| V | VISA INC | 16,200 | $1,239 | 0.0% | $57.96 | +17.0% | COM CL A | 92826C839 |
| — | SOTHEBYS | 45,958 | $1,228 | 0.0% | $42.74 | — | COM | 835898107 |
| — | MICRON TECHNOLOGY INC | 1,000,000 | $1,199 | 0.0% | $1.20 | — | NOTE 2.125% 2/1 | 595112av5 |
| — | MACQUARIE INFRASTRUCTURE COR | 1,077,000 | $1,189 | 0.0% | $1.14 | — | NOTE 2.875% 7/1 | 55608baa3 |
| — | VIRGIN AMER INC | 30,750 | $1,186 | 0.0% | $30.31 | — | COM VTG | 92765X208 |
| — | FIBROGEN INC | 55,350 | $1,178 | 0.0% | $25.60 | — | COM | 31572Q808 |
| — | TABLEAU SOFTWARE INC | 25,605 | $1,175 | 0.0% | $93.67 | — | CL A | 87336U105 |
| — | CHENIERE ENERGY INC | 2,246,000 | $1,172 | 0.0% | $0.81 | — | NOTE 4.250% 3/1 | 16411rag4 |
| RARE | ULTRAGENYX PHARMACEUTICAL IN | 18,176 | $1,151 | 0.0% | $62.56 | +4.6% | COM | 90400D108 |
| — | AMERIGAS PARTNERS L P | 26,441 | $1,149 | 0.0% | $46.94 | — | UNIT L P INT | 030975106 |
| — | BLUCORA INC | 1,500,000 | $1,126 | 0.0% | $0.94 | — | NOTE 4.250% 4/0 | 095229ab6 |
| GOOG | ALPHABET INC | 1,495 | $1,114 | 0.0% | $35.61 | -0.2% | CAP STK CL C | 02079K107 |
| — | LIVE NATION ENTERTAINMENT IN | 1,121,000 | $1,109 | 0.0% | $1.07 | — | DBCV 2.500% 5/1 | 538034aj8 |
| — | ACORDA THERAPEUTICS INC | 1,242,000 | $1,105 | 0.0% | $1.01 | — | NOTE 1.750% 6/1 | 00484maa4 |
| — | ALCOA INC | 114,541 | $1,097 | 0.0% | $15.11 | — | COM | 013817101 |
| — | ROVI CORP | 1,120,000 | $1,068 | 0.0% | $0.95 | — | NOTE 0.500% 3/0 | 779376ad4 |
| — | INFINERA CORPORATION | 751,000 | $1,067 | 0.0% | $1.05 | — | DBCV 1.750% 6/0 | 45667gab9 |
| — | STARWOOD PPTY TR INC | 1,057,000 | $1,063 | 0.0% | $1.09 | — | NOTE 4.000% 1/1 | 85571bab1 |
| — | IMMUNOMEDICS INC | 1,570,000 | $1,051 | 0.0% | $0.67 | — | NOTE 4.750% 2/1 | 452907ak4 |
| LOPE | GRAND CANYON ED INC | 24,600 | $1,051 | 0.0% | $38.41 | +0.3% | COM | 38526M106 |
| — | EMERGENT BIOSOLUTIONS INC | 789,000 | $1,029 | 0.0% | $1.16 | — | NOTE 2.875% 1/1 | 29089qab1 |
| — | NETSUITE INC | 1,065,000 | $1,020 | 0.0% | $0.96 | — | NOTE 0.250% 6/0 | 64118qab3 |
| — | STARWOOD WAYPOINT RESIDENTL | 1,029,000 | $1,020 | 0.0% | $0.93 | — | NOTE 3.000% 7/0 | 85571wab5 |
| — | WRIGHT MED GROUP INC | 1,122,000 | $1,011 | 0.0% | $0.90 | — | NOTE 2.000% 2/1 | 98235tae7 |
| — | CUBIC CORP | 24,600 | $983 | 0.0% | $39.96 | — | COM | 229669106 |
| NUS | NU SKIN ENTERPRISES INC | 25,250 | $966 | 0.0% | $23.99 | 0.0% | CL A | 67018T105 |
| T | AT&T INC | 24,430 | $957 | 0.0% | $23.38 | -40.8% | COM | 00206R102 |
| BRK/B | BERKSHIRE HATHAWAY INC DEL | 6,642 | $942 | 0.0% | $109.21 | +21.4% | CL B NEW | 084670702 |
| — | U S SILICA HLDGS INC | 40,591 | $922 | 0.0% | $22.71 | — | COM | 90346E103 |
| NTRS | NORTHERN TR CORP | 14,000 | $912 | 0.0% | $50.14 | -4.5% | COM | 665859104 |
| — | KINDER MORGAN INC DEL | 19,682 | $883 | 0.0% | $40.12 | — | PFD SER A | 49456B200 |
| — | LIBERTY MEDIA CORP DELAWARE | 838,000 | $833 | 0.0% | $0.99 | — | NOTE 1.375%10/1 | 531229ab8 |
| — | CUTERA INC | 73,800 | $830 | 0.0% | $11.25 | — | COM | 232109108 |
| — | ELECTRONIC ARTS INC | 397,000 | $823 | 0.0% | $1.04 | — | NOTE 0.750% 7/1 | 285512aa7 |
| — | INCYTE CORP | 530,000 | $823 | 0.0% | $1.51 | — | NOTE 0.375%11/1 | 45337cam4 |
| CNP | CENTERPOINT ENERGY INC | 39,275 | $822 | 0.0% | $19.14 | -28.6% | COM | 15189T107 |
| SJT | SAN JUAN BASIN RTY TR | 158,410 | $816 | 0.0% | $15.40 | — | UNIT BEN INT | 798241105 |
| — | CARDTRONICS INC | 839,000 | $813 | 0.0% | $0.99 | — | NOTE 1.000%12/0 | 14161hag3 |
| — | UNITED TECHNOLOGIES CORP | 7,790 | $780 | 0.0% | $94.96 | — | COM | 913017109 |
| — | DU PONT E I DE NEMOURS & CO | 12,163 | $770 | 0.0% | $47.51 | — | COM | 263534109 |
| — | SAGE THERAPEUTICS INC | 23,997 | $769 | 0.0% | $50.24 | — | COM | 78667J108 |
| — | UNILEVER N V | 16,990 | $759 | 0.0% | $43.31 | — | N Y SHS NEW | 904784709 |
| HSY | HERSHEY CO | 8,004 | $737 | 0.0% | $70.99 | -0.7% | COM | 427866108 |
| IBM | INTERNATIONAL BUSINESS MACHS | 4,852 | $735 | 0.0% | $127.05 | -33.8% | COM | 459200101 |
| WFC | WELLS FARGO & CO NEW | 14,498 | $701 | 0.0% | $38.15 | -2.7% | COM | 949746101 |
| COP | CONOCOPHILLIPS | 17,050 | $687 | 0.0% | $57.68 | -51.3% | COM | 20825C104 |
| — | PLATFORM SPECIALTY PRODS COR | 79,450 | $683 | 0.0% | $14.73 | — | COM | 72766Q105 |
| — | SMITH & WESSON HLDG CORP | 25,600 | $681 | 0.0% | $21.97 | — | COM | 831756101 |
| AKAM | AKAMAI TECHNOLOGIES INC | 12,011 | $667 | 0.0% | $50.81 | 0.0% | COM | 00971T101 |
| — | QUOTIENT TECHNOLOGY INC | 61,500 | $652 | 0.0% | $10.60 | — | COM | 749119103 |
| — | HOWARD HUGHES CORP | 6,150 | $651 | 0.0% | $105.85 | — | COM | 44267D107 |
| — | OREXIGEN THERAPEUTICS INC | 1,658,000 | $646 | 0.0% | $0.99 | — | NOTE 2.750%12/0 | 686164ab0 |
| — | BARRETT BILL CORP | 101,603 | $632 | 0.0% | $20.50 | — | COM | 06846N104 |
| — | ADURO BIOTECH INC | 47,387 | $607 | 0.0% | $30.33 | — | COM | 00739L101 |
| — | RAYTHEON CO | 4,780 | $586 | 0.0% | $124.45 | — | COM NEW | 755111507 |
| TOL | TOLL BROTHERS INC | 19,688 | $581 | 0.0% | $37.86 | -26.2% | COM | 889478103 |
| GILD | GILEAD SCIENCES INC | 6,284 | $577 | 0.0% | $71.30 | -11.0% | COM | 375558103 |
| ADI | ANALOG DEVICES INC | 9,724 | $576 | 0.0% | $48.08 | -8.5% | COM | 032654105 |
| ED | CONSOLIDATED EDISON INC | 7,500 | $575 | 0.0% | $55.52 | -10.3% | COM | 209115104 |
| — | L BRANDS INC | 6,454 | $567 | 0.0% | $65.22 | — | COM | 501797104 |
| — | PLAINS GP HLDGS L P | 64,750 | $563 | 0.0% | $25.84 | — | SHS A REP LTPN | 72651A108 |
| ICE | INTERCONTINENTAL EXCHANGE IN | 2,375 | $558 | 0.0% | $35.41 | +21.0% | COM | 45866F104 |
| PNC | PNC FINL SVCS GROUP INC | 6,517 | $551 | 0.0% | $67.20 | -7.8% | COM | 693475105 |
| JBLU | JETBLUE AIRWAYS CORP | 25,885 | $547 | 0.0% | $23.74 | -11.4% | COM | 477143101 |
| GOOGL | ALPHABET INC | 709 | $541 | 0.0% | $36.73 | -0.5% | CAP STK CL A | 02079K305 |
| CSCO | CISCO SYS INC | 18,992 | $541 | 0.0% | $18.95 | 0.0% | COM | 17275R102 |
| AMG | AFFILIATED MANAGERS GROUP | 3,273 | $532 | 0.0% | $155.65 | -13.2% | COM | 008252108 |
| AAP | ADVANCE AUTO PARTS INC | 3,261 | $523 | 0.0% | $138.30 | -4.8% | COM | 00751Y106 |
| — | MONMOUTH REAL ESTATE INVT CO | 43,600 | $518 | 0.0% | $10.36 | — | CL A | 609720107 |
| HLX | HELIX ENERGY SOLUTIONS GRP I | 92,250 | $517 | 0.0% | $4.22 | 0.0% | COM | 42330P107 |
| EXPE | EXPEDIA INC DEL | 4,726 | $510 | 0.0% | $90.28 | +12.3% | COM NEW | 30212P303 |
| INCY | INCYTE CORP | 7,011 | $508 | 0.0% | $103.58 | -28.0% | COM | 45337C102 |
| AMAT | APPLIED MATLS INC | 22,116 | $468 | 0.0% | $16.27 | 0.0% | COM | 038222105 |
| EL | LAUDER ESTEE COS INC | 4,910 | $463 | 0.0% | $74.79 | +5.0% | CL A | 518439104 |
| — | HILTON WORLDWIDE HLDGS INC | 20,515 | $462 | 0.0% | $28.42 | — | COM | 43300A104 |
| — | APACHE CORP | 9,428 | $460 | 0.0% | $85.13 | — | COM | 037411105 |
| — | AON PLC | 4,295 | $449 | 0.0% | $99.62 | — | SHS CL A | G0408V102 |
| — | AMERICAN EQTY INVT LIFE HLD | 25,487 | $428 | 0.0% | $26.38 | — | COM | 025676206 |
| — | AAC HLDGS INC | 21,520 | $426 | 0.0% | $21.98 | — | COM | 000307108 |
| — | SBA COMMUNICATIONS CORP | 4,198 | $421 | 0.0% | $86.62 | — | COM | 78388J106 |
| NKE | NIKE INC | 6,632 | $408 | 0.0% | $55.62 | -4.4% | CL B | 654106103 |
| — | CITRIX SYS INC | 5,128 | $403 | 0.0% | $65.58 | — | COM | 177376100 |
| — | CLOVIS ONCOLOGY INC | 586,000 | $401 | 0.0% | $1.53 | — | NOTE 2.500% 9/1 | 189464ab6 |
| — | PRICELINE GRP INC | 300 | $387 | 0.0% | $1274.00 | — | COM NEW | 741503403 |
| — | PERFORMANT FINL CORP | 221,400 | $376 | 0.0% | $1.70 | — | COM | 71377E105 |
| MSFT | MICROSOFT CORP | 6,744 | $372 | 0.0% | $30.58 | +50.7% | COM | 594918104 |
| AAL | AMERICAN AIRLS GROUP INC | 9,000 | $369 | 0.0% | $39.37 | -2.1% | COM | 02376R102 |
| — | TIME WARNER INC | 5,070 | $368 | 0.0% | $77.93 | — | COM NEW | 887317303 |
| — | KITE PHARMA INC | 7,972 | $366 | 0.0% | $45.91 | — | COM | 49803L109 |
| FCX | FREEPORT-MCMORAN INC | 35,187 | $364 | 0.0% | $33.71 | -81.1% | CL B | 35671D857 |
| — | MICHAEL KORS HLDGS LTD | 6,271 | $357 | 0.0% | $56.93 | — | SHS | G60754101 |
| MNST | MONSTER BEVERAGE CORP NEW | 2,671 | $356 | 0.0% | $22.27 | 0.0% | COM | 61174X109 |
| AFL | AFLAC INC | 5,400 | $341 | 0.0% | $52.76 | -55.3% | COM | 001055102 |
| CTRA | CABOT OIL & GAS CORP | 14,916 | $339 | 0.0% | $22.84 | -36.1% | COM | 127097103 |
| PEP | PEPSICO INC | 3,251 | $333 | 0.0% | $69.66 | +5.2% | COM | 713448108 |
| — | ROVI CORP | 16,000 | $328 | 0.0% | $15.54 | — | COM | 779376102 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 10,000 | $323 | 0.0% | $27.87 | — | COM | 87157B103 |
| MAS | MASCO CORP | 10,000 | $314 | 0.0% | $16.70 | +42.4% | COM | 574599106 |
| PGR | PROGRESSIVE CORP OHIO | 8,800 | $309 | 0.0% | $22.26 | +8.0% | COM | 743315103 |
| SWKS | SKYWORKS SOLUTIONS INC | 3,913 | $305 | 0.0% | $41.00 | +34.7% | COM | 83088M102 |
| WMB | WILLIAMS COS INC DEL | 18,400 | $296 | 0.0% | $19.05 | -48.0% | COM | 969457100 |
| — | WALTER INVT MGMT CORP | 485,000 | $281 | 0.0% | $1.00 | — | NOTE 4.500%11/0 | 93317waa0 |
| CF | CF INDS HLDGS INC | 8,879 | $278 | 0.0% | $43.29 | -42.9% | COM | 125269100 |
| COR | AMERISOURCEBERGEN CORP | 3,195 | $277 | 0.0% | $77.44 | -14.5% | COM | 03073E105 |
| NVS | NOVARTIS A G | 3,681 | $267 | 0.0% | $95.90 | — | SPONSORED ADR | 66987V109 |
| — | PIONEER NAT RES CO | 1,880 | $265 | 0.0% | $140.96 | — | COM | 723787107 |
| — | GENERAL ELECTRIC CO | 8,266 | $263 | 0.0% | $26.40 | — | COM | 369604103 |
| SLB | SCHLUMBERGER LTD | 3,387 | $250 | 0.0% | $56.10 | -5.3% | COM | 806857108 |
| UAA | UNDER ARMOUR INC | 2,902 | $246 | 0.0% | $45.61 | -13.5% | CL A | 904311107 |
| CMCSA | COMCAST CORP NEW | 4,031 | $246 | 0.0% | $23.00 | -1.1% | CL A | 20030N101 |
| BMY | BRISTOL MYERS SQUIBB CO | 3,721 | $238 | 0.0% | $44.54 | +0.6% | COM | 110122108 |
| NXPI | NXP SEMICONDUCTORS N V | 2,901 | $235 | 0.0% | $76.05 | -12.9% | COM | N6596X109 |
| ADBE | ADOBE SYS INC | 2,505 | $235 | 0.0% | $89.84 | -3.5% | COM | 00724F101 |
| ESBA | EMPIRE ST RLTY OP L P | 13,000 | $228 | 0.0% | $17.49 | — | UNIT LTD PRTNSP | 292102100 |
| PCRX | PACIRA PHARMACEUTICALS INC | 4,250 | $225 | 0.0% | $78.58 | -25.6% | COM | 695127100 |
| ASPN | ASPEN AEROGELS INC | 49,200 | $221 | 0.0% | $4.54 | 0.0% | COM | 04523Y105 |
| — | ENVISION HEALTHCARE HLDGS IN | 10,391 | $212 | 0.0% | $35.43 | — | COM | 29413U103 |
| BMRN | BIOMARIN PHARMACEUTICAL INC | 2,429 | $200 | 0.0% | $123.92 | -34.3% | COM | 09061G101 |
| — | CELGENE CORP | 2,000 | $200 | 0.0% | $100.00 | — | COM | 151020104 |
| — | INVESTORS BANCORP INC NEW | 15,000 | $175 | 0.0% | $11.07 | — | COM | 46146L101 |
| — | STREAMLINE HEALTH SOLUTIONS | 120,000 | $169 | 0.0% | $5.74 | — | COM | 86323X106 |
| — | NUVECTRA CORP | 27,006 | $146 | 0.0% | $5.41 | — | COM | 67075N108 |
| — | ISTAR INC | 14,741 | $142 | 0.0% | $9.63 | — | COM | 45031U101 |
| BAC | BANK AMER CORP | 10,100 | $137 | 0.0% | $11.60 | -6.4% | COM | 060505104 |
| — | MERRIMACK PHARMACEUTICALS IN | 10,000 | $84 | 0.0% | $7.90 | — | COM | 590328100 |
| — | SYNERGY PHARMACEUTICALS DEL | 27,000 | $75 | 0.0% | $2.78 | — | COM NEW | 871639308 |
| — | NAVIOS MARITIME PARTNERS L P | 18,000 | $22 | 0.0% | $14.47 | — | UNIT LPI | Y62267102 |
| — | CHESAPEAKE ENERGY CORP | 30,000 | $19 | 0.0% | $0.99 | — | NOTE 2.500% 5/1 | 165167bz9 |
| — | PALATIN TECHNOLOGIES INC | 19,010 | $10 | 0.0% | $0.64 | — | COM PAR $ .01 | 696077403 |